Page 165 - Applied Statistics And Probability For Engineers

c05.qxd 5/30/02 1:00 PM Page 141 RK UL 6 RK UL 6:Desktop Folder:untitled folder:

5

Joint Probability

Distributions

CHAPTER OUTLINE

5-1 TWO DISCRETE RANDOM 5-3.3 Conditional Probability
VARIABLES Distributions
5-1.1 Joint Probability Distributions 5-3.4 Independence
5-1.2 Marginal Probability Distributions 5-4 MULTIPLE CONTINUOUS
RANDOM VARIABLES
5-1.3 Conditional Probability
Distributions 5-5 COVARIANCE AND CORRELATION
5-1.4 Independence 5-6 BIVARIATE NORMAL
DISTRIBUTION
5-2 MULTIPLE DISCRETE RANDOM
VARIABLES 5-7 LINEAR COMBINATIONS OF
RANDOM VARIABLES
5-2.1 Joint Probability Distributions
5-8 FUNCTIONS OF RANDOM
5-2.2 Multinomial Probability
VARIABLES (CD ONLY)
Distribution
5-9 MOMENT GENERATING
5-3 TWO CONTINUOUS RANDOM
FUNCTIONS (CD ONLY)
VARIABLES
5-10 CHEBYSHEV’S INEQUALITY
5-3.1 Joint Probability Distributions
(CD ONLY)
5-3.2 Marginal Probability Distributions
LEARNING OBJECTIVES

After careful study of this chapter you should be able to do the following:
1. Use joint probability mass functions and joint probability density functions to calculate probabilities
2. Calculate marginal and conditional probability distributions from joint probability distributions
3. Use the multinomial distribution to determine probabilities
4. Interpret and calculate covariances and correlations between random variables
5. Understand properties of a bivariate normal distribution and be able to draw contour plots for the
probability density function
6. Calculate means and variance for linear combinations of random variables and calculate proba-
bilities for linear combinations of normally distributed random variables

141