Continuing with the setup from the previous exercise we denote by P the probability measure with point probabilities, p(x, y), being the relative frequencies computed above. It is a probability measure on E0 × E0
- Compute the point probabilities, p1(x) and p2(y), for the marginal distributions of P and show that X and Y are not independent.
- Compute the score matrix defined as
Discuss the interpretation of the values.
- If (X, Y) have distribution P, SX,Ycan be regarded as a random variable with values in a finite sample space (why?). Compute the mean of SX,Y.
- Assume instead that X and Y are in fact independent with distributions given by the point probabilities p1(x) and p2(y) respectively and compute then the mean of SX,Y.