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A Joint Distribution of A Joint Distribution of Discrete Random Variables Discrete Random Variables X 1 2 3 1 0.15 0.2 0.15 0.5 Marginal Y 2 0.07 0.14 0.09 0.3 Distribution 3 0.05 0.05 0.1 0.2 Of Y 0.27 0.39 0.34 Marginal Distribution of X

A Joint Distribution of Discrete Random Variables X 123 10.150.20.150.5Marginal Y20.070.140.090.3Distribution 30.05 0.10.2Of Y 0.270.390.34 Marginal Distribution

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Bivariate Normal Distribution

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Page 1: A Joint Distribution of Discrete Random Variables X 123 10.150.20.150.5Marginal Y20.070.140.090.3Distribution 30.05 0.10.2Of Y 0.270.390.34 Marginal Distribution

A Joint Distribution of A Joint Distribution of Discrete Random VariablesDiscrete Random Variables

X

1 2 3

1 0.15 0.2 0.15 0.5 Marginal

Y 2 0.07 0.14 0.09 0.3 Distribution

3 0.05 0.05 0.1 0.2 Of Y

0.27 0.39 0.34

Marginal Distribution of X

Page 2: A Joint Distribution of Discrete Random Variables X 123 10.150.20.150.5Marginal Y20.070.140.090.3Distribution 30.05 0.10.2Of Y 0.270.390.34 Marginal Distribution

Bivariate U((0,1),(0,1))Bivariate U((0,1),(0,1))

Page 3: A Joint Distribution of Discrete Random Variables X 123 10.150.20.150.5Marginal Y20.070.140.090.3Distribution 30.05 0.10.2Of Y 0.270.390.34 Marginal Distribution

Bivariate Normal Bivariate Normal DistributionDistribution

Page 4: A Joint Distribution of Discrete Random Variables X 123 10.150.20.150.5Marginal Y20.070.140.090.3Distribution 30.05 0.10.2Of Y 0.270.390.34 Marginal Distribution

Three Senators’ Article I Three Senators’ Article I impeachment votes:impeachment votes:

Eight possible outcomesEight possible outcomesLott Wellstone Lieberman

1 1 1

1 1 0

1 0 1

1 0 0

0 0 0

0 1 1

0 1 0

0 0 1

Prob IF p=1/4

p3 1/64

p2(1-p) 3/64

p2(1-p) 3/64

p(1-p)2 9/64

(1-p)3 27/64

p2(1-p) 3/64

p(1-p)2 9/64

p(1-p)2 9/64

Observed

Page 5: A Joint Distribution of Discrete Random Variables X 123 10.150.20.150.5Marginal Y20.070.140.090.3Distribution 30.05 0.10.2Of Y 0.270.390.34 Marginal Distribution

Bernoulli Likelihood Bernoulli Likelihood Function, Three Function, Three observation caseobservation case

Page 6: A Joint Distribution of Discrete Random Variables X 123 10.150.20.150.5Marginal Y20.070.140.090.3Distribution 30.05 0.10.2Of Y 0.270.390.34 Marginal Distribution

The Effect of The Effect of k(y)k(y)

Page 7: A Joint Distribution of Discrete Random Variables X 123 10.150.20.150.5Marginal Y20.070.140.090.3Distribution 30.05 0.10.2Of Y 0.270.390.34 Marginal Distribution

Two ExtremaTwo Extrema

Page 8: A Joint Distribution of Discrete Random Variables X 123 10.150.20.150.5Marginal Y20.070.140.090.3Distribution 30.05 0.10.2Of Y 0.270.390.34 Marginal Distribution

The MLEThe MLE

MLE

Page 9: A Joint Distribution of Discrete Random Variables X 123 10.150.20.150.5Marginal Y20.070.140.090.3Distribution 30.05 0.10.2Of Y 0.270.390.34 Marginal Distribution

Bernoulli Likelihood and Bernoulli Likelihood and Log-likelihood, three Log-likelihood, three

observation caseobservation case

Page 10: A Joint Distribution of Discrete Random Variables X 123 10.150.20.150.5Marginal Y20.070.140.090.3Distribution 30.05 0.10.2Of Y 0.270.390.34 Marginal Distribution

Ln(exports) by country, Ln(exports) by country, 20012001

Frac

tion

Ln(Exports)2.07944 4.76217

0

.2