Math Problem Statement

Suppose X and Y take values in {0,1} with joint mass function p(x, y). Write p(0,0) = a, p(0,1) = b, p(1,0) = c, p(1,1) = d. Find necessary and sufficient conditions on a, b, c, d for X, Y to be (a) uncorrelated (b) independent.

Solution

Let's break down the given problem.

Problem Summary:

  • XX and YY are binary random variables that can take values from {0,1}\{0, 1\}.
  • The joint probability mass function (PMF) is denoted by p(x,y)p(x, y).
  • Given joint probabilities: p(0,0)=a,p(0,1)=b,p(1,0)=c,p(1,1)=d.p(0, 0) = a, \quad p(0, 1) = b, \quad p(1, 0) = c, \quad p(1, 1) = d. We are tasked with determining the necessary and sufficient conditions on the parameters a,b,c,a, b, c, and dd such that:
  1. (a) XX and YY are uncorrelated.
  2. (b) XX and YY are independent.

(a) Conditions for XX and YY to be Uncorrelated:

Two random variables XX and YY are uncorrelated if the covariance between them is zero: [ \operatorname{Cov}(X, Y) = \mathbb{E}[XY] - \mathbb{E}[X] \mathbb{E}[Y] = 0. ]

  1. Expectation Calculations:

    • E[X]=p(1,0)+p(1,1)=c+d\mathbb{E}[X] = p(1, 0) + p(1, 1) = c + d.
    • E[Y]=p(0,1)+p(1,1)=b+d\mathbb{E}[Y] = p(0, 1) + p(1, 1) = b + d.
    • E[XY]=(11)p(1,1)=d\mathbb{E}[XY] = (1 \cdot 1) p(1, 1) = d (since only (X,Y)=(1,1)(X, Y) = (1, 1) contributes).
  2. Covariance Condition: Substituting these into the covariance formula: Cov(X,Y)=d(c+d)(b+d).\operatorname{Cov}(X, Y) = d - (c + d)(b + d). For XX and YY to be uncorrelated, the covariance must be zero: d(c+d)(b+d)=0    d=(c+d)(b+d).d - (c + d)(b + d) = 0 \quad \implies \quad d = (c + d)(b + d). This equation gives the condition for XX and YY to be uncorrelated.


(b) Conditions for XX and YY to be Independent:

Two variables XX and YY

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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