Math Problem Statement
Solution
The given problem describes two random variables and taking values in , with the joint probability mass function . It defines the probabilities:
(a) Uncorrelated Condition:
Two random variables and are uncorrelated if their covariance is zero. The covariance is given by:
[ \text{Cov}(X,Y) = \mathbb{E}[XY] - \mathbb{E}[X]\mathbb{E}[Y] ]
Step 1: Compute and
Step 2: Compute
Step 3: Covariance formula
Thus, for and to be uncorrelated, the covariance must be zero:
(b) Independent Condition:
Two random variables and are independent if the joint probability factorizes into the product of the marginal probabilities. This means:
Step 1: Marginal probabilities
- Marginal probability of :
- Marginal probability of :
Step 2: Factorization condition
For independence, we need:
This gives the following system of equations:
Summary:
- For and to be uncorrelated, the condition is:
- For and to be independent, the conditions are the system of four equations:
Let me know if you want more details or have further questions!
Related Questions:
- How do you compute the marginal probabilities from a joint probability table?
- What is the difference between uncorrelated and independent random variables?
- Can two random variables be uncorrelated but not independent?
- How does the covariance between two random variables affect their correlation?
- What are the properties of joint probability mass functions for discrete variables?
Tip: Independence implies uncorrelation, but the reverse is not always true. Be mindful when interpreting relationships between variables.
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Math Problem Analysis
Mathematical Concepts
Probability Theory
Covariance
Joint Probability
Independence
Formulas
Cov(X,Y) = E[XY] - E[X]E[Y]
E[X] = Σ x * p(x)
E[Y] = Σ y * p(y)
Independence condition: p(x, y) = p_X(x)p_Y(y)
Theorems
Uncorrelated Variables: Cov(X,Y) = 0
Independence of Variables: Joint distribution equals the product of marginals
Suitable Grade Level
College-level (Advanced Probability, Statistics)
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