Math Problem Statement
Solution
Let's break down the given problem.
Problem Summary:
- and are binary random variables that can take values from .
- The joint probability mass function (PMF) is denoted by .
- Given joint probabilities: We are tasked with determining the necessary and sufficient conditions on the parameters and such that:
- (a) and are uncorrelated.
- (b) and are independent.
(a) Conditions for and to be Uncorrelated:
Two random variables and are uncorrelated if the covariance between them is zero: [ \operatorname{Cov}(X, Y) = \mathbb{E}[XY] - \mathbb{E}[X] \mathbb{E}[Y] = 0. ]
-
Expectation Calculations:
- .
- .
- (since only contributes).
-
Covariance Condition: Substituting these into the covariance formula: For and to be uncorrelated, the covariance must be zero: This equation gives the condition for and to be uncorrelated.
(b) Conditions for and to be Independent:
Two variables and
Ask a new question for Free
By Image
Drop file here or Click Here to upload
Math Problem Analysis
Mathematical Concepts
Probability Theory
Random Variables
Joint Probability Mass Function
Covariance
Independence
Formulas
Cov(X, Y) = E[XY] - E[X]E[Y] = 0 (uncorrelated condition)
E[X] = p(1, 0) + p(1, 1)
E[Y] = p(0, 1) + p(1, 1)
Independence condition: p(X, Y) = p(X)p(Y) for all (X, Y)
Theorems
Uncorrelated Random Variables Theorem
Independence of Random Variables
Suitable Grade Level
Undergraduate
Related Recommendation
Conditions for X and Y to be Uncorrelated or Independent in Joint Probability
Variance of Y and Covariance of X and Y with Given Joint Density
Joint PMF Analysis for Discrete Random Variables X and Y with Independence Check
Calculating Expected Values, Covariance, and Independence of Random Variables
Variance, Covariance, and Probability Analysis of X and Y Random Variables