Permutations and Combinations Questions
- Published in Probability
Joint Probability Distributions
Let’s assume we have 2 discrete random variables \( X \) and \( Y \).
\( X \in \{1,2,…,n\} \) and \( Y \in \{1,2,…,n\} \)
We can diagramatically represent all the outcomes. Let n = 6
X\Y | 1 | 2 | 3 | 4 | 5 | 6 |
---|---|---|---|---|---|---|
1 | \(a_{11}\) | \(a_{12}\) | \(a_{13}\) | \(a_{14}\) | \(a_{15}\) | \(a_{16}\) |
2 | \(a_{21}\) | \(a_{22}\) | \(a_{23}\) | \(a_{24}\) | \(a_{25}\) | \(a_{26}\) |
3 | \(a_{31}\) | \(a_{32}\) | \(a_{33}\) | \(a_{34}\) | \(a_{35}\) | \(a_{36}\) |
4 | \(a_{41}\) | \(a_{42}\) | \(a_{43}\) | \(a_{44}\) | \(a_{45}\) | \(a_{46}\) |
5 | \(a_{51}\) | \(a_{52}\) | \(a_{53}\) | \(a_{54}\) | \(a_{55}\) | \(a_{56}\) |
6 | \(a_{61}\) | \(a_{62}\) | \(a_{63}\) | \(a_{64}\) | \(a_{65}\) | \(a_{66}\) |
\( P(X = i \text{ and } Y =j ) = a_{ij} \)
Marginal Distributions.
If we want to know \( P(X = i) \) irrespective of what value \(Y\) takes then we are concerned with the marginal distribution of \(X\)
$$ P(X = i) = \sum_{j=1}^n a_{ij} $$
Similarly \( P(Y = j) \) irrespective of the values of \( X \) gives the marginal distribution of \( Y \)
Example.
Consider the probability of falling over when it rains. There are 2 outcomes ‘falling/not falling’ depending on whether it has ‘rained/not rained’. Consider the following table of probabilities. What is the probability you will fall given that it rains?
Event1\Event2 | Falling | Not Falling |
---|---|---|
Rain | \( \frac{1}{2} \) | \( \frac{1}{8} \) |
No Rain | \( \frac{1}{8} \) | \( \frac{1}{4} \) |
\begin{align} P(\text{fall|rain}) = \frac{P(\text{fall and rain})}{P(\text{rain})} \end{align} \( P(\text{rain}) \) is the marginal probability that it rains so we sum over the probabilities of falling and raining and falling and not raining i.e. \( P(\text{rain}) = \frac{1}{2} + \frac{1}{8} = \frac{5}{8}\) to get \begin{align} P(\text{fall|rain}) = \frac{\frac{1}{2}}{\frac{1}{2} + \frac{1}{8}} = \frac{4}{5} \end{align}
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