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Class Notes - 25 Aug 2018: Bivariate Distribution

This document discusses bivariate distributions and key concepts related to analyzing the relationship between two variables. It defines bivariate distribution as the joint probability distribution of two cross-dependent variables. It also covers covariance and correlation coefficients as measures of how much two variables vary together, with correlation providing a dimensionless measure of the strength and direction of the linear relationship between variables. The document concludes with a brief mention of conditional probability and a priori probability.

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Babu R
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76 views3 pages

Class Notes - 25 Aug 2018: Bivariate Distribution

This document discusses bivariate distributions and key concepts related to analyzing the relationship between two variables. It defines bivariate distribution as the joint probability distribution of two cross-dependent variables. It also covers covariance and correlation coefficients as measures of how much two variables vary together, with correlation providing a dimensionless measure of the strength and direction of the linear relationship between variables. The document concludes with a brief mention of conditional probability and a priori probability.

Uploaded by

Babu R
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Class Notes – 25 Aug 2018

Bivariate Distribution
• Bivariate distribution is a distribution of variables having cross dependency relationship
𝑑𝑏

𝑃 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ 𝑑 = ඵ 𝑓 𝑥, 𝑦 𝑑𝑥𝑑𝑦
𝑐𝑎
• Sample space for bivariate distribution will be
∞∞
‫׭‬−∞ ∞ 𝑓 𝑥, 𝑦 𝑑𝑥𝑑𝑦 = 1

• Covaraiance – Indicates how much variable x varies when y varies

𝑛 𝑥𝑖 −𝑥 2 𝑦𝑖 −𝑦 2
Cov(x,y) = σ𝑖=1
𝑛−1

covariance does not convey anything intuitively as it has dimensions and cannot be compared
with each other.
To convey useful meaning, correlation coefficient is used

𝐶𝑂𝑉(𝑥,𝑦)
𝜌= 𝜎𝑥 𝜎𝑦

1.96
Threshold of 𝜌 = 𝑛
𝜌 will be closer to zero for non linear variation
𝜌 will be closer to 1 for linear variation
𝜌 will be closer to -1 for negative linear variation
Conditional Probability

Apriori Probability -

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