Bivariate Transformations

Transformations using the change of variable technique

The generalized change of variables technique allows us to find the joint distribution of the transformations of two random variables.

Bivariate Transformation Method

Given random variables $Y_1$ and $Y_2$ with some joint distribution function $f_{Y_1,Y_2}(y_1,y_2)$ and some transformative functions of $y_1$ and $y_2$ such that

\[\begin{align*} u_1 &= h_1(y_1, y_2) & u_2 &= h_2(y_1,y_2) \end{align*}\]

then there are three simple steps to find the joint distribution of $u_1$ and $u_2$

  1. Find the inverse functions,
  2. Find the Jacobian determinant,
  3. Find the joint distribution $f_{U_1,U_2}(u_1,u_2)$.

Throughout this, I’ll show the general case and the work for an example given below.

Example Variables

There are two random variables $Y_1$ and $Y_2$ with joint distribution

\[\begin{equation*} f_{Y_1,Y_2}(y_1,y_2) = \begin{cases} 2(1-y_1), & 0 \le y_1 \le 1,\; 0 \le y_2 \le 1\\ 0, & \textit{otherwise} \end{cases} \end{equation*}\]

and we want to find the distribution of the transformation such that $U_1 = Y_1$ and $U_2 = Y_1Y_2$

Inverse functions

Given $u_1 = h_1(y_1, y_2)$ and $u_2 = h_2(y_1,y_2)$, we need to find the inverse of these functions such that

\[\begin{align*} y_1 &= h_1^{-1}(u_1, u_2) & y_2 &= h_2^{-1}(u_1,u_2) \end{align*}\]

For our example, we would first find the inverse of $u_1$ which is pretty easy.

\( y_1 = y_1 = h_1(y_1,y_2) \implies y_1 = u_1 = h_1^{-1}(u_1,u_2) \)

Then we can use the fact that $y_1 = u_1$ to write our second inverse function:

\( u_2 = y_1y_2 = h_2(y_1,y_2) \implies y_2 = \frac{u_2}{u_1} = h_2^{-1}(u_1,u_2) \)

Jacobian Determinant

Next we need to find the Jacobian determinant of these inverse functions. The Jacobian matrix is simply the partials of $h_1^{-1}(u_1,u_2)$ and $h_2^{-1}(u_1,u_2)$ with respect to both $u_1$ and $u_2$. It looks as follows:

\[\begin{equation*} \begin{bmatrix} \frac{\partial h_1^{-1}}{\partial u_1} & \frac{\partial h_1^{-1}}{\partial u_2}\\ \frac{\partial h_2^{-1}}{\partial u_1} & \frac{\partial h_2^{-1}}{\partial u_2}\\ \end{bmatrix} \end{equation*}\]

The determinant of this matrix is then the difference of the diagonals:

\[\begin{equation*} \frac{\partial h_1^{-1}}{\partial u_1}\frac{\partial h_2^{-1}}{\partial u_2} - \frac{\partial h_1^{-1}}{\partial u_2}\frac{\partial h_2^{-1}}{\partial u_1} \end{equation*}\]

For our example, the Jacobian matrix would be as follows:

\[\begin{equation*} \begin{bmatrix} \frac{\partial (u_1)}{\partial u_1} & \frac{\partial (u_1)}{\partial u_2}\\ \frac{\partial (u_2/u_1)}{\partial u_1} & \frac{\partial (\frac{u_2}{u_1})}{\partial u_2}\\ \end{bmatrix} = \begin{bmatrix} 1 & 0\\ -u_2/u_1^2 & 1/u_1\\ \end{bmatrix} \end{equation*}\]

and the determinant would simply be $1(1/u_1)-0(-u_2/u_1^2)=1/u_1$.

Joint Distribution

Finally we can find the joint distribution of $u_1$ and $u_2$ . The general equation for this distribution is

\( f_{U_1,U_2}(u_1,u_2) = f_{Y_1,Y_2}(h_1^{-1}(u_1,u_2),h_2^{-1}(u_1,u_2))\cdot\lvert J\rvert \)

where $\lvert J\rvert$ is the absolute value of the Jacobian matrix.

In our example, this would work out to be

\( f_{U_1,U_2}(u_1,u_2) = 2(1-u_1)\cdot \lvert\frac{1}{u_1}\rvert \)

for $0 \le u_2 \le u_1 \le 1$ and $0$ otherwise.

Note

Often you will only have one $U$ representing a transformation. This seems to pose a problem with using this method right? Well actually you can just use a helper variable to manipulate the transformation.

Let’s say the example above instead said

We want to find the distribution of the transformation such that $U = Y_1Y_2$

Then we need to define some $u_1 = h_1(y_1,y_2)$ such that we can find the inverse of $U = U_2 = Y_1Y_2$.

To find this helper variable $u_2$, we should first try to find the inverse of $u_2$ to see what is missing. If $u_2 = y_1y_2$, then $y_2 = u_2/y_1$. Now $y_2$ cannot be a function of both $u_2$ and $y_1$ for this method to work, so we need to replace $y_1$ with some function of $u$s. The easiest choice would be $u_1 = y_1$ and thus $y_1= u_1$. Then we get $y_2 = u_2/u_1$.

From here we can perform all the steps above in the same way until the end. At that point, we have a joint distribution function of $f_{U_1,U_2}(u_1,u_2)$, but we are just looking for the distribution for $U_2 = U$. So, all we need to do is find the marginal distribution by integrating with respect to $U_1$ to get

\[\begin{equation*} f_{U}(u) = \begin{cases} 2(u_2-\ln u_2 - 1), & 0 \le u_2 \le 1\\ 0, & \textit{otherwise} \end{cases} \end{equation*}\]
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December 2, 2021