00:01
Here we are given two random variables x and y, and we know they're independent, and they actually have the same distribution, the bernoulli distribution with parameter 1 over 2.
00:14
That means x is equal to 0 and 1 with probability 1 over 2.
00:20
The same for y, y is equal to 1 and 0 with probability 1 over 2.
00:28
Define a random variable u, which is defined as x plus y, and v is defined as absolute value of x minus y.
00:37
We want to find the, let's begin with the marginal distribution for u and v, and then combine those two distributions, and we'll do some discussion about their joint distribution.
00:58
By those two facts, we know that u can take value 0, 1, and 2.
01:11
0, 1, 2, there's the probability.
01:17
When u is equal to 0, that means both y and x takes a value of 0.
01:26
As they're independent, we know the probability of x being 0, y being 0 is equal to the product of x being 0 times the probability of y being 0, which is equal to 1 over 4.
01:46
The same thing for when u is equal to 2, that means both x and y take the value 1.
01:54
So, use the independence, we have 1 over 4.
01:58
What about 1? when u is equal to 1, we have two situations.
02:03
First, x is equal to 0 while y is equal to 1, or x is equal to 1, but y is equal to 0.
02:13
Use the independence, this happens with probability 1 .25, the same for the second thing.
02:22
Combining those two cases, we have 1 over 2.
02:27
Okay.
02:28
Now, let's do the same discussion for v.
02:32
V represents the difference between x and y, and notice from the values of x and y, we know v can take value 0 and 1.
02:44
Okay.
02:48
When v is equal to 0, that means x is equal to y.
02:51
So, we have two cases.
02:53
First, they are both equal to 1, and second, first, they are both equal to 0, and second, they are both equal to 1.
03:02
So, we'll have here the same.
03:08
When v is equal to 1, that means they are different.
03:10
So, we have two cases.
03:12
Again, 0, 1, and 1, 0.
03:17
Okay.
03:18
This is marginal distribution for u and v.
03:21
Okay.
03:22
Use those informations.
03:25
We want to find the joint density, or the joint distribution, u and v.
03:38
Okay.
03:38
U can take value 0, 1, 2, but v can only be 0.
03:50
Okay...