Page 70 - Fundamentals of Probability and Statistics for Engineers
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Random Variables and Probability Distributions                   53

                                                 5
                                      p XY …5; 0†ˆ p :
           For p  (4, 1), there are five distinct ways of reaching that position (4 steps in
               XY
           the x direction and 1 in y; 3 in the x direction, 1 in y, and 1 in the x direction;
                                             4
           and so on), each with a probability of p q. We thus have
                                                 4
                                     p  …4; 1†ˆ 5p q:
                                      XY
           Similarly, other nonvanishing values of p XY   (x, y) are easily calculated to be
                                   8     3 2
                                      10p q ;  for …x; y†ˆ…3; 2†;
                                   >
                                   >
                                   >
                                      10p q ;  for …x; y†ˆ…2; 3†;
                                   <     2 3
                         p XY …x; y†ˆ
                                         4
                                      5pq ;  for …x; y†ˆ…1; 4†;
                                   >
                                   >
                                   >
                                      q ;  for …x; y†ˆ…0; 5†:
                                   :   5
             The jpmf p XY   (x, y) is graphically presented in Figure 3.11 for p ˆ :
                                                                       0 4 and
              0 6. It is easy to check that the sum of p
           q ˆ :                                    (x, y) over all x  and  y is 1, as
                                                  XY
           required by the second of Equations (3.21).
             Let us note that  the marginal probability  mass  functions of  X  and  Y  are,
           following the last two expressions in Equations (3.21),
                                               q ;  for x ˆ 0;
                                            8   5
                                            >
                                            >
                                               5pq ;  for x ˆ 1;
                                            >     4
                                            >
                                            >
                                            >
                                            >     2 3
                                            <
                              X                10p q ;  for x ˆ 2;
                       p …x†ˆ    p XY  …x; y j †ˆ  3 2
                        X
                                j           >  10p q ;  for x ˆ 3;
                                            >
                                            >
                                            >    4
                                            >  5p q;  for x ˆ 4;
                                            >
                                            >
                                            :   5
                                               p ;  for x ˆ 5;
                                                    y
                            p  (x,y)
                            XY
                                            5
                                         4
                           0.4
                                      3
                           0.3
                           0.2     2
                                1
                           0.1
                             0                              x
                              0    1   2   3   4   5
             Figure 3.11 The joint probability mass function, p XY   (x,y), for Example 3.5, with



                                     p ˆ 0:4 and q ˆ 0:6
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