Calculating the covariance of two discrete random variables

Click For Summary
The discussion revolves around calculating the covariance of two discrete random variables, T and U, given their joint probability function at five specific outcomes. Participants express confusion regarding the interpretation of the joint probability function, with one suggesting that each outcome has equal probability. This interpretation assumes that all five outcomes are exhaustive and collectively account for the entire probability space. The consensus is that assuming equal probabilities of 1/5 for each outcome is a reasonable approach to solve the problem. Clarification on the problem's wording is noted as necessary for better understanding.
FissionChips
Messages
7
Reaction score
0

Homework Statement


If the random variables T and U have the same joint probability function at the following five pairs of outcomes: (0, 0), (0, 2), (-1, 0), (1, 1), and (-1, 2). What is the covariance of T and U?

Homework Equations


σxy = E(XY) - μx⋅μy

The Attempt at a Solution


My issue with this problem is interpreting what is meant by each of the points having the same joint probability function. The only way I am able to proceed is by considering that the joint probability function (whatever that may be for the two variables) evaluated at each of the five outcomes returns the same value. In other words, each of the five outcomes listed above have an equal probability of occurring. I am able to find the covariance if this is the case.

Is this interpretation of the problem statement correct? If not, what is the proper interpretation? I have no difficulty with the mathematical operations associated with this problem, I'm just not sure if I'm understanding the problem statement.

Any help is appreciated.
 
Last edited:
Physics news on Phys.org
FissionChips said:

Homework Statement


If the random variables T and U have the same joint probability function at the following five pairs of outcomes: (0, 0), (0, 2), (-1, 0), (1, 1), and (-1, 2). What is the covariance of T and U?

Homework Equations


σxy = E(XY) - μx⋅μy

The Attempt at a Solution


My issue with this problem is interpreting what is meant by each of the points having the same joint probability function. The only way I am able to proceed is by considering that the joint probability function (whatever that may be for the two variables) evaluated at each of the five outcomes returns the same value. In other words, each of the five outcomes listed above have an equal probability of occurring. I am able to find the covariance if this is the case.

Is this interpretation of the problem statement correct? If not, what is the proper interpretation? I have no difficulty with the mathematical operations associated with this problem, I'm just not sure if I'm understanding the problem statement.

Any help is appreciated.

I think your "equi-probable" assumption is the only reasonable interpretation of this poorly-worded problem. If I were doing it I would assume each of the five points has probability 1/5, and I would also add the statement that I was assuming those five points are exhaustive (i.e., that all other points have zero probabilities --- not stated in the problem as you wrote it).
 
  • Like
Likes Orodruin
Thank you for chiming in; it's good to know I'm not the only one who thought the wording was a bit murky.
 
Question: A clock's minute hand has length 4 and its hour hand has length 3. What is the distance between the tips at the moment when it is increasing most rapidly?(Putnam Exam Question) Answer: Making assumption that both the hands moves at constant angular velocities, the answer is ## \sqrt{7} .## But don't you think this assumption is somewhat doubtful and wrong?

Similar threads

  • · Replies 2 ·
Replies
2
Views
1K
  • · Replies 4 ·
Replies
4
Views
3K
  • · Replies 12 ·
Replies
12
Views
2K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 5 ·
Replies
5
Views
1K
  • · Replies 2 ·
Replies
2
Views
2K
Replies
6
Views
1K
  • · Replies 6 ·
Replies
6
Views
3K
  • · Replies 2 ·
Replies
2
Views
14K
  • · Replies 8 ·
Replies
8
Views
2K