G: Joint Distribution of Random Variables

In summary, joint distribution functions can always be defined and in the case of independent random variables, the joint distribution is simply the product of the individual distributions. This means that even if the random variables have different distributions, a joint distribution can still be found.
  • #1
sauravrt
15
0
Are any two (or n) random variables always jointly distributed in some sense?
When will two RV's be non jointly distributed?

Saurav
 
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  • #2
Joint distribution functions can always be defined. In case of independent random variables, the joint distribution is simply the product of the individual distributions.
 
  • #3
mathman, thanks for the reply.
So if there are two normal random variables, the a bivariate normal distribution is always defined between them?

If I have random variables, each with different distribution, even so it is possible to find a joint distribution between them?

Saurav
 
  • #4
sauravrt said:
mathman, thanks for the reply.
So if there are two normal random variables, the a bivariate normal distribution is always defined between them?

If I have random variables, each with different distribution, even so it is possible to find a joint distribution between them?

Saurav

Yes, to both questions.
 

1. What is "G: Joint Distribution of Random Variables"?

The "G: Joint Distribution of Random Variables" refers to the probability distribution of two or more random variables occurring together in a system. It describes the relationship between these variables and their likelihood of occurring simultaneously.

2. How is the joint distribution of random variables represented?

The joint distribution of random variables is typically represented using a joint probability mass function (PMF) for discrete variables or a joint probability density function (PDF) for continuous variables. These functions provide a mathematical representation of the probabilities of all possible combinations of the variables.

3. What is the difference between joint distribution and marginal distribution?

The joint distribution considers the probabilities of two or more variables occurring together, while the marginal distribution looks at the probability of each individual variable occurring independently. In other words, the joint distribution gives a full picture of the relationship between variables, while the marginal distribution focuses on one variable at a time.

4. How is the joint distribution of random variables used in data analysis?

The joint distribution of random variables is useful in data analysis because it allows us to understand the relationship between multiple variables and how they may affect each other. It can also be used to make predictions and identify patterns in data sets with multiple variables.

5. What is the importance of understanding the joint distribution of random variables?

Understanding the joint distribution of random variables is important because it allows us to make more accurate predictions and draw meaningful insights from data sets. It also helps in identifying any dependencies or correlations between variables, which can be useful in decision making and problem solving in various fields such as economics, finance, and engineering.

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