Learning about joint and conditional distribution
We have covered basic examples from discrete probability distributions and continuous probability distributions. Note that all of them describe the distribution of a single experiment outcome. How about the probability of the simultaneous occurrence of two events/outcomes? The proper mathematical language is joint distribution.
Suppose random variables X and Y denote the height and weight of a person. The following probability records the probability that X = x and Y = y simultaneously, which is called a joint distribution. A joint distribution is usually represented as shown in the following equation:
For a population, we may have P(X = 170cm, Y = 75kg) = 0.25. You may ask the question: What is the probability of a person being 170 cm while weighing 75 kg? So, you see that there is a condition that we already know this person weighs 75 kg. The expression for a conditional distribution is a ratio as follows...