Find the joint distribution of $(X, Y)$

probabilityprobability distributions

Let $X$ be a Bernoulli random variable with a probability of success $p$ and let $Y = 1 – X$.

Find the cumulative joint distribution of $(X, Y)$

I have tried to show the joint distribution is the product of the marginal distributions, but apparently, I can not use it since both random variables are not independent.

Best Answer

Going back to the definition of (discrete) joint probability distribution, you want to find the quantity: $$ P(X=x,Y=y) $$ Note that the event $(X=x,Y=y)$ means $(X=x\textrm{ and }Y=y)$. This event zero probability when $x+y\ne 1$ because $Y=1-X$. When $x+y=1$, you have $$ P(X=x,Y=y)=P(X=x,Y=1-x)=P(X=x),\quad x\in\{0,1\} $$

Now you should know how to go on.


Notes.

In the calculation above, $P(X=x,Y=1-x)=P(X=x)$ because $(X=x,Y=1-x)$ and $(X=x)$ are the same event since $Y=1-X$.