ENGINEERING

DATA
6.53
ANALYSIS
MATH403
JOINT
PROBABILITY
DISTRIBUTION

ENGINEERING DATA ANALYSIS 2

 JOINT PROBABILITY DISTRIBUTION
• A statistical measure that calculates the likelihood of two events
occurring together and at the same point in time is called Joint
probability.
P (A⋂B)
P (A and B)
P (AB)
where,

A, B= Two events

ENGINEERING DATA ANALYSIS 3

 JOINT PROBABILITY DISTRIBUTION
1. DISCRETE CASE
• Joint Probability Distributions shows a probability distribution
for two or more random variables. Instead of events being
represented as A and B, the norm is to use X and Y

P(X,Y) = P(X=x, Y=y)

ENGINEERING DATA ANALYSIS 4

 JOINT PROBABILITY DISTRIBUTION
• A two-way frequency table is a table that displays the
frequencies (or “counts”) for two categorical variables.
• For example, the following two-way table shows the results of a
survey that asked 100 people which sport they liked best:
baseball, basketball, or football.
• The rows display the gender of the respondent and the columns
show which sport they chose:

ENGINEERING DATA ANALYSIS 5

 JOINT PROBABILITY DISTRIBUTION

Written in mathematical notation:

P(Gender = Male, Sport = Baseball) = 13/100 = 0.13.
P(Gender = Male, Sport = Baseball) = 13/100 = 0.13
P(Gender = Male, Sport = Basketball) = 15/100 = 0.15
P(Gender = Male, Sport = Football) = 20/100 = 0.20
P(Gender = Female, Sport = Baseball) = 23/100 = 0.23
P(Gender = Female, Sport = Basketball) = 16/100 = 0.16
P(Gender = Female, Sport = Football) = 13/100 = 0.13
ENGINEERING DATA ANALYSIS 6
 MARGINAL PROBABILITY DISTRIBUTION
A marginal distribution is simply the distribution of each of these
individual variables.
In a two-way table, the marginal distributions are shown in the margins of the table:

Marginal
Distribution of
Gender

Note: Marginal distributions Marginal

always add up to 100% or 1. Distribution of
ENGINEERING DATA ANALYSIS Sports 8
Example: The joint distribution of P(X,Y) of X (number of cars) and Y
(number of buses) per signal cycle at a traffic signal is given by:

A. Find P (X=Y)
B. Find the marginal distribution X and Y.
C. Suppose a bus occupies three vehicle spaces and a car occupies
just one. What is the mean number of vehicle spaces occupied
during a signal cycles?
ENGINEERING DATA ANALYSIS 9
Example: The joint distribution of P(X,Y) of X (number of cars) and Y
(number of buses) per signal cycle at a traffic signal is given by:
A. Find P (X=Y)
The number of cars equals the number of
buses if X = Y.

P(X=Y) = P(0,0) + P(1,1) + P(2,2)

P(X=Y) = 0.025 + 0.030 + 0.050
P(X=Y) = 0.105

ENGINEERING DATA ANALYSIS 10

Example: The joint distribution of P(X,Y) of X (number of cars) and Y
(number of buses) per signal cycle at a traffic signal is given by:
B. Find the marginal distribution
of the number of cars.
Adding the row values yields the marginal distribution of
the x values:

Similarly, adding the column values yields the marginal

distribution of the y
as:

ENGINEERING DATA ANALYSIS 11

Example: The joint distribution of P(X,Y) of X (number of cars) and Y
(number of buses) per signal cycle at a traffic signal is given by:
C. Suppose a bus occupies three vehicle
spaces and a car occupies just one.
What is the mean number of vehicle
spaces occupied during a signal cycles?
h(X,Y) = X + 3Y
µh(x,y)= ∑(X + 3Y) ∙ p(x,y)
µh(x,y)= [0 + 3(0)](.025) + [0 + 3(1)](.015) + [0 + 3(2)](.010)
+ [1 + 3(0)](.050)... + [5 +3(2)](.020)
µh(x,y)=4.90

ENGINEERING DATA ANALYSIS 12

 JOINT PROBABILITY DISTRIBUTION
2. CONTINUOUS CASE
• Let X and Y be continuous variables. The joint probability
density of X and Y, denoted by f(x, y), satisfies
(i) f(x, y) ≥ 0
(ii) ‫ ׭‬f(x, y) dx dy= 1.

• The graph (x, y, f(x, y)) is a surface in 3-dimensional space.

The second condition shows the volume of this density
surface is 1.

ENGINEERING DATA ANALYSIS 13

 JOINT PROBABILITY DISTRIBUTION

ENGINEERING DATA ANALYSIS 14

Example: Let X and Y have joint density

ENGINEERING DATA ANALYSIS 15

CONDITIONAL PROBABILITY DISTRIBUTION
Let X denote the number of hoses being used on the
self-service island at particular time, and let Y denote the number of hoses
on the full-service island in use at that time, in a service station. The joint
Probability mass function of X and Y is given in the following table:
(a) Given that X = 1, determine the conditional
probability mass function of Y, that is,
py|x (0|1), py|x (1|1) and py|x (2|1).

(b) Given that two hoses are in use at the self-

service island. What is the conditional pmf of
the number of hoses in use on the full-service
island?
(c) Use the result of part (b) to calculate the
conditional probability P(Y ≤ 1|X = 2).
(d) Given that two hoses are in use at the full-
service island, what is the conditional pmf of
the number in use at the self-service island?

ENGINEERING DATA ANALYSIS 17

Let X denote the number of hoses being used on the
self-service island at particular time, and let Y denote the number of hoses
on the full-service island in use at that time, in a service station. The joint
Probability mass function of X and Y is given in the following table:
(a) Given that X = 1, determine the conditional
probability mass function of Y, that is,
py|x (0|1), py|x (1|1) and py|x (2|1).

ENGINEERING DATA ANALYSIS 18

Let X denote the number of hoses being used on the
self-service island at particular time, and let Y denote the number of hoses
on the full-service island in use at that time, in a service station. The joint
Probability mass function of X and Y is given in the following table:
(b) Given that two hoses are in use at
the self-service island. What is the
conditional pmf of the number of
hoses in use on the full-service island?
To obtain py|x (y|2), divide each entry
in the y=2 row by px(2) = 0.5

ENGINEERING DATA ANALYSIS 19

Let X denote the number of hoses being used on the
self-service island at particular time, and let Y denote the number of hoses
on the full-service island in use at that time, in a service station. The joint
Probability mass function of X and Y is given in the following table:
(c) Use the result of part (b) to
calculate the conditional probability
P(Y ≤ 1|X = 2).

ENGINEERING DATA ANALYSIS 20

Let X denote the number of hoses being used on the
self-service island at particular time, and let Y denote the number of hoses
on the full-service island in use at that time, in a service station. The joint
Probability mass function of X and Y is given in the following table:
(d) Given that two hoses are in use at
the full-service island, what is the
conditional pmf of the number in use
at the self-service island?
px|y (x|2) results from dividing each entry
in the y = 2 column by py(2) =0.38

ENGINEERING DATA ANALYSIS 21

ANY QUESTIONS?