How to Determine the Joint Distribution of X+Y and X-Y?

  • Context: MHB 
  • Thread starter Thread starter oyth94
  • Start date Start date
  • Tags Tags
    Joint
Click For Summary

Discussion Overview

The discussion revolves around determining the joint distribution of the random variables X+Y and X-Y, where X and Y are defined based on uniform random samples. Participants explore the nature of the joint distribution, questioning whether it is jointly discrete or absolutely continuous, and seek guidance on how to derive the probability mass function (pmf) for these variables.

Discussion Character

  • Exploratory, Technical explanation, Mathematical reasoning

Main Points Raised

  • Participants define X and Y based on uniform random variables u1 and u2, specifying their conditions for being 1 or 0.
  • There is a clarification of the notation used in the problem statement, ensuring mutual understanding of the definitions of X and Y.
  • One participant reports the possible values for X+Y as 0, 1, or 2, and for X-Y as -1, 0, or 1.
  • Another participant suggests that the next step involves calculating the probability mass function (pmf) for the joint distribution of X+Y and X-Y.
  • An example is provided for calculating the joint pmf, specifically for the case where X-Y = -1 and X+Y = 1, yielding a probability of 1/6.
  • Participants inquire about the subsequent steps needed to complete the problem.

Areas of Agreement / Disagreement

Participants generally agree on the definitions of X and Y and the possible values for X+Y and X-Y. However, the discussion remains unresolved regarding the complete derivation of the joint distribution and the pmf.

Contextual Notes

There are missing details regarding the complete calculation of the joint pmf for all combinations of X+Y and X-Y. The discussion does not resolve whether the joint distribution is discrete or continuous.

oyth94
Messages
32
Reaction score
0
Suppose u1 and U2 are a sample from Unif(0,1).
X= 1{u1<=1/2} , Y=1{u2<=1/3}
Get the joint dist of X+Y and X-Y
Is it jointly discrete or jointly abs cont?

How do info about finding the joint dist??
 
Physics news on Phys.org
oyth94 said:
Suppose u1 and U2 are a sample from Unif(0,1).
X= 1{u1<=1/2} , Y=1{u2<=1/3}
Get the joint dist of X+Y and X-Y
Is it jointly discrete or jointly abs cont?

How do info about finding the joint dist??

So first of all, you weren't very clear with your notation, so first I'd like to check that I understand what you mean.

We say that
$$
X = \begin{cases} 1 &\mbox{if } u_1 \leq \frac12 \\
0 & \mbox{otherwise } \end{cases}
$$
and
$$
Y = \begin{cases} 1 &\mbox{if } u_2 \leq \frac13 \\
0 & \mbox{otherwise } \end{cases}
$$
Where $u_1$ and $u_2$ are independently sampled from a uniform distribution over $(0,1)$. Your goal is to find the joint distribution of $X+Y$ and $X-Y$. Is that correct?
 
TheBigBadBen said:
So first of all, you weren't very clear with your notation, so first I'd like to check that I understand what you mean.

We say that
$$
X = \begin{cases} 1 &\mbox{if } u_1 \leq \frac12 \\
0 & \mbox{otherwise } \end{cases}
$$
and
$$
Y = \begin{cases} 1 &\mbox{if } u_2 \leq \frac13 \\
0 & \mbox{otherwise } \end{cases}
$$
Where $u_1$ and $u_2$ are independently sampled from a uniform distribution over $(0,1)$. Your goal is to find the joint distribution of $X+Y$ and $X-Y$. Is that correct?

Yes that is what I meant! I tried the question for X+Y and got 0,1,2
For X-Y I got -1,0,1
Why do I do next?
 
oyth94 said:
Yes that is what I meant! I tried the question for X+Y and got 0,1,2
For X-Y I got -1,0,1
Why do I do next?

So as you rightly stated, $X+Y$ can be 0,1, or 2, and $X-Y$ can be -1,0,1. What they're asking for now is a probability mass function (pmf) on these two variables, which I'll call $f(x,y)$. That is, for a given $(a,b)$, we need to be able to figure out the probability that $X+Y=a$ and $X-Y=b$.

So, for example: the probability that $X-Y=-1$ and $X+Y=1$ is $\frac12 \cdot \frac13 = \frac 16$, since this will only happen when $X=0$ (which has probability $\frac12$) and $Y=1$ (which has probability $\frac13$). So, we would say that for our joint pmf $f(x,y)$, we have $f(-1,1)=\frac16$. The value of our joint probability distribution at $(-1,1)$ is $\frac16$.

Does that help? Can you finish the problem from there?
 

Similar threads

  • · Replies 30 ·
2
Replies
30
Views
4K
  • · Replies 4 ·
Replies
4
Views
3K
  • · Replies 43 ·
2
Replies
43
Views
6K
  • · Replies 1 ·
Replies
1
Views
1K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 5 ·
Replies
5
Views
3K
Replies
2
Views
3K
Replies
4
Views
1K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K