Combined probability distribution

In summary, a combined probability distribution is a probability distribution that combines the probabilities from two or more separate distributions. There are two types of combined probability distributions: joint probability distributions and marginal probability distributions. A combined probability distribution differs from a single probability distribution in that it considers the probabilities of multiple variables and may have more complex relationships between variables and their probabilities. Combined probability distributions are used in statistical analysis, machine learning, and decision making. The probabilities in a combined probability distribution are calculated by either adding or multiplying the probabilities from the individual distributions, depending on the type of combined probability distribution and the relationships between variables.
  • #1
Uncle_John
15
0

Homework Statement


Let's have a box in shape of a square(viewed from the top) from the corner of which a smaller square was cut out.The side of a bigger square is 2a, side of the smaller square is a long.
We've got evenly distributed corn seeds all over the box,randomly selected seed is defined by coordinates [itex]x,y \in [0,2a][/itex]


Homework Equations


a.) Write down the combined probability distribution for [itex]w(x,y)[/itex]
b.) Write down the projected probability distribution for [itex]u(x)[/itex](independent of [itex]y[/itex])
c.) calculate the correlation coefficient [itex]r_{x,y}[/itex]

The Attempt at a Solution


a.) [itex]1/3a^₂[/itex]
b.) [itex]u(x)= 1/3a[/itex] if [itex]x \in [0,a][/itex]
[itex]u(x) = 2/3a[/itex] if [itex]x \in [a,2a][/itex]
c.) since [itex]r_{x,y} =\frac{\sigma_{x,y}}{\sigma_{x} \sigma_{y}} [/itex], i calculated each variance seperately:
[itex]\sigma_{x} = \int xu(x)dx[/itex]
[itex]\sigma_{y} = \int yu(y)dx[/itex]
[itex]\sigma_{x,y} = \int\int (x - \overline{x})(y - \overline{y})w(x,y)dxdy[/itex]

Is that right?
 
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  • #2


Uncle_John said:

Homework Statement


Let's have a box in shape of a square(viewed from the top) from the corner of which a smaller square was cut out.The side of a bigger square is 2a, side of the smaller square is a long.
We've got evenly distributed corn seeds all over the box,randomly selected seed is defined by coordinates [itex]x,y \in [0,2a][/itex]

Homework Equations


a.) Write down the combined probability distribution for [itex]w(x,y)[/itex]
b.) Write down the projected probability distribution for [itex]u(x)[/itex](independent of [itex]y[/itex])
[/b]
a.) [itex]1/3a^2[/itex]

What is in the denominator? You need parentheses.

I'm not sure what you mean by the "combined" probability distribution. If you mean the joint density function, you don't have it. It would be a function of x and y. This would be reflected in the domain when you write it carefully.

b.) [itex]u(x)= 1/3a[/itex] if [itex]x \in [0,a][/itex]
[itex]u(x) = 2/3a[/itex] if [itex]x \in [a,2a][/itex]

Yes, that is the marginal density of x (if you put correct parentheses in). And you get a symmetric formula for y.
 
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  • #3


Uncle_John said:

c.) since [itex]r_{x,y} =\frac{\sigma_{x,y}}{\sigma_{x} \sigma_{y}} [/itex], i calculated each variance seperately:
[itex]\sigma_{x} = \int xu(x)dx[/itex]
[itex]\sigma_{y} = \int yu(y)dx[/itex]
[itex]\sigma_{x,y} = \int\int (x - \overline{x})(y - \overline{y})w(x,y)dxdy[/itex]

Is that right?


No. Your formulas for σx and σy are wrong. And you will need to be careful what limits you use on the last one.
 
  • #4


Yes, sorry, i meant joint probability distribution. So if i follow the formal definition:
[itex]w_{x,y}(x,y) = w_{y|x}(x,y)w_{x}(x)[/itex]

Then:
[itex]w_{x|y}(x,y) = \begin{cases}
1/a, \text{if } x \in [0,a) \\
1/(2a), \text{if } x\in [a,2a]
\end{cases}
[/itex]

Also, [itex]w_{x}[/itex] is known:

[itex]w_{x}(x) = \begin{cases}
1/(3a), \text{if} x \in [0,a) \\
2/(3a), \text{if} x \in [a,2a]
\end{cases}
[/itex]

Is that better?
 
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  • #5


Uncle_John said:
Yes, sorry, i meant joint probability distribution. So if i follow the formal definition:
[itex]w_{x,y}(x,y) = w_{y|x}(x,y)w_{x}(x)[/itex]

Then:
[itex]w_{x|y}(x,y) = \begin{cases}
1/a, \text{if } x \in [0,a) \\
1/(2a), \text{if } x\in [a,2a]
\end{cases}
[/itex]

Is that better?

But you need to be more careful here. The conditional density of x|y depends on both x and y. It matters whether y is in (0,a) or (a,2a).
 
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  • #6


[itex]w_{x|y}(x,y) = \begin{cases}
0, \text{if} x \in [0,a) \text{and} y \in [0,a] \\
1/a, \text{if } x \in [0,a) \text{and} y \in [a,2a] \\
1/(2a), \text{if } x\in [a,2a]
\end{cases}
[/itex]

? Better. But how should i write the final answer? [itex]w_{x,y}[/itex]
What is wrong with [itex]\sigma[/itex]?
 
  • #7


Uncle_John said:
[itex]w_{x|y}(x,y) = \begin{cases}
0, \text{if} x \in [0,a) \text{and} y \in [0,a] \\
1/a, \text{if } x \in [0,a) \text{and} y \in [a,2a] \\
1/(2a), \text{if } x\in [a,2a]
\end{cases}
[/itex]

? Better. But how should i write the final answer? [itex]w_{x,y}[/itex]
What is wrong with [itex]\sigma[/itex]?

Yes, that' s better for the conditional density. But perhaps I was a bit cryptic in my earlier comments about the joint density. Your formula of 1/(3a2) was correct but it gives the appearance of not depending on x or y. You need to indicate the proper (x,y) domain and you will have it without going this conditional density stuff.

The formulas you have written for the σ's look like formulas for the means instead of the standard deviations.
 
  • #8


Ok, so it would look something like :

[itex]w_{x,y}(x,y) = \begin{cases}
0, \text{if } x \in [0,a] \text{and } y \in [0,a] \\
1/(3a^₂), \text{otherwise}
\end{cases}
[/itex]


[itex]\sigma_{x}^2 = \overline{x^2} - \overline{x}^₂ [/itex]

and for [itex]\sigma_{x,y} = \int \int (x - \overline{x})(y - \overline{y}) w_{x,y} dx dy[/itex]

i integrate over [0,a]x [a,2a]first, and then over [a,2a]x [0,2a], is that allright?

Can i post other probability problems in here or should i open a new thread?
 
  • #9


Uncle_John said:
Ok, so it would look something like :

[itex]w_{x,y}(x,y) = \begin{cases}
0, \text{if } x \in [0,a] \text{and } y \in [0,a] \\
1/(3a^₂), \text{otherwise}
\end{cases}
[/itex]

I know you understand it, but the "otherwise" above doesn't include x or y greater than 2a or less than 0

[itex]\sigma_{x}^2 = \overline{x^2} - \overline{x}^₂ [/itex]

and for [itex]\sigma_{x,y} = \int \int (x - \overline{x})(y - \overline{y}) w_{x,y} dx dy[/itex]

i integrate over [0,a]x [a,2a]first, and then over [a,2a]x [0,2a], is that allright?

Yes, that is correct.

Can i post other probability problems in here or should i open a new thread?

You should start a new thread. Others are more likely to join a new thread and it's general forum policy anyway.
 

FAQ: Combined probability distribution

What is a combined probability distribution?

A combined probability distribution is a probability distribution that combines the probabilities from two or more separate distributions. This is done by adding or multiplying the probabilities of the individual distributions.

What are the two types of combined probability distributions?

The two types of combined probability distributions are joint probability distributions and marginal probability distributions. Joint probability distributions combine the probabilities of two or more variables, while marginal probability distributions combine the probabilities of one variable by summing or integrating over all other variables.

How is a combined probability distribution different from a single probability distribution?

A combined probability distribution takes into account the probabilities of multiple variables, while a single probability distribution only considers the probabilities of one variable. Additionally, a combined probability distribution may have more complex relationships between variables and their probabilities.

What are the uses of combined probability distributions?

Combined probability distributions are commonly used in statistical analysis, machine learning, and decision making. They allow for a better understanding of the relationships between variables and their probabilities, and can be used to make more accurate predictions or decisions.

How do you calculate the probabilities in a combined probability distribution?

The probabilities in a combined probability distribution are calculated by either adding or multiplying the probabilities from the individual distributions. The specific method depends on the type of combined probability distribution being used and the relationships between variables.

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