What is the joint distribution of X1 X2 X1 X2 is a random sa
What is the joint distribution of X1, X2?
X1, X2 is a random sample from Bernoulli distribution f(x)=px (1-p)(1-x) where x=0,1
Solution
A joint distribution is defined as P(x = X, y = Y). Here, our x and y are X1 and X2 respectively, while X and Y are 0 and 1. Therefore, we\'re looking for this answer:
P(x = 0, y = 0) = ?
P(x = 1, y = 0) = ?
P(x = 0, y = 1) = ?
P(x = 1, y = 1) = ?
What exactly is the probability that x (or y) is equal to zero (just one number)? We plug the number in to the distribution function:
f(0)=p0 (1-p)(1-0) = (1)(1-p) = 1-p
What about x or y being equal to one?
f(1)=p1 (1-p)(1-1) = (p)(1-p)0 = p
Therefore, we have our answer as follows:
P(x = 0, y = 0) = (1-p)(1-p) = (1-p)2
P(x = 1, y = 0) = p(1-p)
P(x = 0, y = 1) = (1-p)p = p(1-p)
P(x = 1, y = 1) = (p)(p) = p2
