← STAT 02360 · Probability and Random Variables
STAT 02360 · Random variables
Joint distributions / independence of RVs
Definition
Joint PMF/PDF describes (X,Y) together. Marginals come from summing/integrating out the other variable. Independent RVs: joint factors as product of marginals.
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Covariance and correlation measure linear association; independence ⇒ cov=0 but not conversely.
Conditional distributions: f(y|x)=f(x,y)/f_X(x).
Support matters: restricted triangular regions often create dependence.
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1.From a joint table, find a marginal and check independence.