For which values are the variables independent?

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    Independent Variables
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Discussion Overview

The discussion revolves around determining the values of variables \(c\) and \(d\) such that the random variables \(X\) and \(Y\) are independent, based on their joint distribution. The scope includes mathematical reasoning and exploration of independence in probability theory.

Discussion Character

  • Mathematical reasoning
  • Exploratory

Main Points Raised

  • One participant proposes checking combinations of \(P[X=m, Y=n]\) and \(P[X=m] \cdot P[Y=n]\) to establish independence.
  • Calculations for specific probabilities are presented, with \(c\) and \(d\) being derived from these checks.
  • Another participant suggests that if \(A\) and \(B\) are independent, then \(A\) and \(B^c\) are also independent, implying some checks may be redundant.
  • There is a question about whether to check only with \(Y=0\) and not with \(Y=1\), which is affirmed by another participant.
  • A further suggestion is made to skip checking \(X=1\) after verifying \(X=-1\) and \(X=0\), with an indication that this could be proven if desired.

Areas of Agreement / Disagreement

Participants express some agreement on the approach to checking independence, but there is no consensus on whether all combinations need to be checked or if some can be skipped based on established independence properties.

Contextual Notes

Participants have not fully resolved the implications of skipping certain checks, and the discussion includes assumptions about independence that may not be universally accepted.

mathmari
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Hey! :giggle:

We have the table of distribution of $X$, $Y$ and their joint random variable :
1638005697962.png


with $$(c,d)\in \left \{(c,d)\in \mathbb{R}^2\mid 0\leq c\leq \frac{1}{4}, \ 0\leq d\leq \frac{1}{2}, \ \frac{1}{4}\leq c+d\leq \frac{1}{2}\right \}$$

I want to calculate the values of $c$ and $d$ such that $X$ and $Y$ are independent.
So do we have to check each combination so that $P[X=m,\ Y=n]=P[X=m]\cdot P[Y=n]$ ?

\begin{align*}&P[X=-1, \ Y=0]=c \ \text{ and } \ P[X=-1]\cdot P[Y=0]=\frac{1}{4}\cdot \frac{1}{2}=\frac{1}{8} \text{ so } c=\frac{1}{8} \\ &P[X=0, \ Y=0]=d \ \text{ and } \ P[X=0]\cdot P[Y=0]=\frac{1}{2}\cdot \frac{1}{2}=\frac{1}{4} \text{ so } d=\frac{1}{4}\end{align*}
We check now also the others if $X$ and $Y$ are indeed independent (or do we not have to? :unsure: )
\begin{align*}&P[X=-1, \ Y=1]=\frac{1}{4}-c=\frac{1}{4}-\frac{1}{8}=\frac{1}{8} \ \text{ and } \ P[X=-1]\cdot P[Y=1]=\frac{1}{4}\cdot \frac{1}{2}=\frac{1}{8} \text{ so correct} \\ &P[X=0, \ Y=0]=d=\frac{1}{4} \ \text{ and } \ P[X=0]\cdot P[Y=0]=\frac{1}{2}\cdot \frac{1}{2}=\frac{1}{4} \text{ so correct} \\ &P[X=0, \ Y=1]=\frac{1}{2}-d=\frac{1}{2}-\frac{1}{4}=\frac{1}{4} \ \text{ and } \ P[X=0]\cdot P[Y=1]=\frac{1}{2}\cdot \frac{1}{2}=\frac{1}{4} \text{ so correct}\\ &P[X=1, \ Y=0]=\frac{1}{2}-c-d=\frac{1}{2}-\frac{1}{8}-\frac{1}{4}=\frac{1}{8} \ \text{ and } \ P[X=1]\cdot P[Y=0]=\frac{1}{4}\cdot \frac{1}{2}=\frac{1}{8} \text{ so correct}\\ &P[X=1, \ Y=1]=c+d-\frac{1}{4}=\frac{1}{8}+\frac{1}{4}-\frac{1}{4}=\frac{1}{8} \ \text{ and } \ P[X=1]\cdot P[Y=1]=\frac{1}{4}\cdot \frac{1}{2}=\frac{1}{8} \text{ so correct} \end{align*}:unsure:
 
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Hey mathmari!

Seems correct to me. (Nod)

We might skip a couple of them, since we know that if $A$ and $B$ are independent, that $A$ and $B^c$ are also independent. 🤔
 
Klaas van Aarsen said:
We might skip a couple of them, since we know that if $A$ and $B$ are independent, that $A$ and $B^c$ are also independent. 🤔

You mean to check only with $Y=0$ and not with $Y=1$ ? :unsure:
 
mathmari said:
You mean to check only with $Y=0$ and not with $Y=1$ ?
Indeed. (Nod)
 
Similarly we can skip $X=1$ after checking $X=-1$ and $X=0$.
We can prove it if we want to. 🤔
 

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