Multivariable Calculus · free preview

Probability and Joint Densities

Joint density functions normalized to total probability one, probabilities as integrals over event regions, and expectations as weighted averages.

1. Densities spread probability over the plane

Densities spread probability over the plane

2. A worked density

A worked density

3. Marginals and expectations

Marginals and expectations

4. Integrals play the sum's role

Integrals play the sum's role

5. The normalization check

Before using f(x,y)=c xy2f(x, y) = c\, x y^2 as a joint density on the unit square, what must hold?

6. Computing a region probability

For f=6xy2f = 6xy^2 on the unit square, what is P(X<Y)P(X < Y)?

7. Marginals by integration

From the joint f=6xy2f = 6 x y^2 on the unit square, how is the marginal density of XX found?

8. Expectation from the marginal

With marginal fX(x)=2xf_X(x) = 2x on [0,1][0, 1], give E[X]E[X], as a fraction like 2/3.

9. Probability of a half-square

For f=6xy2f = 6xy^2 on the unit square, give P(0≤X≤1/2)P(0 \le X \le 1/2), as a fraction like 1/3.

Practice this interactively

Free account · instant grading · spaced review that schedules itself.

Start this course for free