Skip to main content

Joint pmf: marginals and independence

Short answer

Marginals are p_X(1)=0.6, p_X(2)=0.4, p_Y(1)=0.6, p_Y(2)=0.4. X and Y are not independent because p(1,1)=0.5, while p_X(1)p_Y(1)=0.36.

The probability mass function is as given below:

Y \ X12
10.50.1
20.10.3
i) Determine the marginal mass distribution for X and Y.
ii) Whether the random variables are independent?

Joint pmf p(x, y) from the table (rows Y, columns X):

Y \ X12Row total p_Y(y)
10.50.10.6
20.10.30.4
Column total p_X(x)0.60.41.0

The total is 0.5 + 0.1 + 0.1 + 0.3 = 1, so it is a valid joint pmf.

i) Marginal distributions

Marginal of X: p_X(x) = Σ_y p(x, y)

x12
p_X(x)0.5 + 0.1 = 0.60.1 + 0.3 = 0.4

Marginal of Y: p_Y(y) = Σ_x p(x, y)

y12
p_Y(y)0.5 + 0.1 = 0.60.1 + 0.3 = 0.4

ii) Independence

X and Y are independent only if p(x, y) = p_X(x) · p_Y(y) for every pair.

Check (1, 1): p_X(1) · p_Y(1) = 0.6 × 0.6 = 0.36, but p(1, 1) = 0.5 ≠ 0.36.

Since the condition fails, X and Y are not independent.

(Also, Cov(X, Y) = E(XY) − E(X)E(Y) = (0.5 + 0.2 + 0.2 + 1.2) − 1.4 × 1.4 = 2.1 − 1.96 = 0.14 ≠ 0.)

✓ Answer checked by Claude Sonnet 5.5

All Probability and Statistics chapter 2 questions →