
15.5.4 Two-dimensional random variables and their characteristics
Problem:
The distribution table of the discrete random vector \( \eta=\left(\xi_{1}, \xi_{2}\right)^{T} \) is given:
\begin{tabular}{|c|c|c|}
\hline\( x_{i} y_{j} \) & 0 & 1 \\
\hline-1 & 0.17 & 0.1 \\
\hline 0 & 0.13 & 0.3 \\
\hline 1 & 0.25 & \( ? \) \\
\hline
\end{tabular}
1) Find the marginal (partial) distribution tables for random variables \( \xi_{1} \) and \( \xi_{2} \).
2) Calculate \( E\left[\xi_{1}\right], E\left[\xi_{2}\right], V\left[\xi_{1}\right], V\left[\xi_{2}\right] \), as well as the moment of correlation \( V_{\xi_{1} \xi_{2}} \) and the correlation coefficient \( \rho_{\xi 1 \xi_{2}} \).
3) Compose a conditional distribution series of the random variable \( \xi_{1} \) under the condition that the random variable \( \xi_{2}=1 \), and then a conditional distribution series of the random variable \( \xi_{2} \) under the condition that the random variable \( \xi_{1}=0 \). Will the random variables \( \xi_{1} \) and \( \xi_{2} \) be independent?
4) Calculate the values of conditional expected values \( E\left[\xi_{1} / \xi_{2}=1\right] \) and \( E\left[\xi_{2} / \xi_{1}=0\right] \).