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Math Help - Joint Distribution

  1. #1
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    Joint Distribution

    Hi there can anyone help me with the following:
    Solve the joint distribution of X1 and X2 defined as follows
    P(X1.X2=0)=1
    P(Xi=1)=P(Xi=-1)=1/4 (i=1,2)

    Get the expected values of X1 and X2, then their variances and covariance between them.

    Any ideas?

    My thoughts on expected value of X1 is the same for X2 i.e. (1/4)*1+(1/4)*-1 but that only accounts for 50% of occurence? They mention nothing about the other 50% of the time what value X1 has. Any help? Thanks
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  2. #2
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    Actually I think I have it. would i be correct in saying the sample space is as fallows (x1,x2)=(-1,0),(1,0),(0,1),(0,-1) (Because X1.X2 is certainly 0) if this sample space is corect then I can calculate their variance etc no prob? Thanks again
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  3. #3
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    Can anyone confirm my thoughts here? Is E[X1]=E[X2]=Cov[X1,X2]=0?
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  4. #4
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    i agree
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