Applied Statistics and Probability for Engineers

(Chris Devlin) #1
5-2 MULTIPLE DISCRETE RANDOM VARIABLES 151

5-14. In the transmission of digital information, the probabil-
ity that a bit has high, moderate, and low distortion is 0.01, 0.10,
and 0.95, respectively. Suppose that three bits are transmitted
and that the amount of distortion of each bit is assumed to be in-
dependent. Let Xand Ydenote the number of bits with high and
moderate distortion out of the three, respectively. Determine
(a) (b)
(c) (d)
(e) (f ) Are Xand Yindependent?
5-15. A small-business Web site contains 100 pages and
60%, 30%, and 10% of the pages contain low, moderate, and
high graphic content, respectively. A sample of four pages is
selected without replacement, and Xand Ydenote the number
of pages with moderate and high graphics output in the
sample. Determine
(a) fXY 1 x, y 2 (b) fX 1 x 2

E 1 YƒX 12

E 1 X 2 fYƒ 11 y 2

fXY 1 x, y 2 fX 1 x 2

(c) (d)
(e) (f )
(g) Are Xand Yindependent?
5-16. A manufacturing company employs two inspecting
devices to sample a fraction of their output for quality control
purposes. The first inspection monitor is able to accurately
detect 99.3% of the defective items it receives, whereas the
second is able to do so in 99.7% of the cases. Assume that four
defective items are produced and sent out for inspection. Let X
and Ydenote the number of items that will be identified as
defective by inspecting devices 1 and 2, respectively. Assume
the devices are independent. Determine
(a) (b)
(c) (d)
(e) (f )
(g) Are Xand Yindependent?

E 1 YƒX 22 V 1 YƒX 22

E 1 X 2 fYƒ 2 1 y 2

fXY 1 x, y 2 fX 1 x 2

E 1 Y 0 X 32 V 1 Y 0 X 32

E 1 X 2 fYƒ 3 1 y 2

5-2 MULTIPLE DISCRETE RANDOM VARIABLES

5-2.1 Joint Probability Distributions

EXAMPLE 5-10 In some cases, more than two random variables are defined in a random experiment, and
the concepts presented earlier in the chapter can easily be extended. The notation can be
cumbersome and if doubts arise, it is helpful to refer to the equivalent concept for two ran-
dom variables. Suppose that the quality of each bit received in Example 5-1 is categorized
even more finely into one of the four classes, excellent, good, fair, or poor, denoted by
E,G,F, and P, respectively. Also, let the random variables X 1 , X 2 , X 3 , and X 4 denote the
number of bits that are E, G, F, and P, respectively, in a transmission of 20 bits. In this
example, we are interested in the joint probability distribution of four random variables.
Because each of the 20 bits is categorized into one of the four classes, only values for
x 1 ,x 2 ,x 3 , and x 4 such that x 1 x 2 x 3  x 4 20 receive positive probability in the prob-
ability distribution.
In general, given discrete random variables the joint probability dis-
tribution of is a description of the set of points in the
range of along with the probability of each point. A joint probability mass
function is a simple extension of a bivariate probability mass function.

X 1 , X 2 , X 3 ,p, Xp,

X 1 , X 2 , X 3 ,p, Xp 1 x 1 , x 2 , x 3 ,p, xp 2

X 1 , X 2 , X 3 ,p, Xp,

The joint probability mass function of is

(5-8)

for all points 1 x 1 , x 2 ,p, xp 2 in the range of X 1 , X 2 ,p, Xp.

fX 1 X 2 p (^) Xp 1 x 1 , x 2 ,p, xp 2 P 1 X 1 x 1 , X 2 x 2 ,p, Xpxp 2
X 1 , X 2 ,p, Xp
Definition
A marginal probability distribution is a simple extension of the result for two random
variables.
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