How to calculate joint probability

Hi, I want to calculate the value of JPD for the probability values of five independent variables like A,B,C,D,E in MATLAB. Please help me: P(A,B,C,D,E)

[Robert]

You will have a much better chance of getting a good answer if you add detail to your question. What are A, B, C, D, and E? Arrays? Function handles? Probability distribution objects?

Answer 1

[Mohammad Heydari]

Dear Robert

A,B,C,D, and E are probability values [between 0 to 1] for 5 independent events. The aim of this question is to find the probability of an event which is based on these 5 events. I was wondering if you could tell me how I can calculate the probability of required evet that is based on those five probabilities. (E.g. Uising joint probability Distribution or conditional probability...). Thanks

[Torsten]

Since the underlying random variables are independent,

P_joint (A=a,B=b,C=c,D=d,E=e) = P_A(A=a) * P_B(B=b) * P_C(C=c) * P_D(D=d) * P_E(E=e)

What's the problem ?

Best wishes

Torsten.

[Mohammad Heydari]

Dear Torsten

Can I use conditional probability for calculation. Does it give me the same result as the calculation you suggest? What about bayesian model? Because these events (A,B,C,D, and E) are independent to each other but I am looking for the probability of an event based on these events so It seems that it is the subject of conditional probability

[Robert]

The condition of independence means that the probability of the one event is the same no matter the outcome of the other.

P(A|B) = P(A|not B) = P(A)

Or to borrow from Wikipedia, "Two events A and B are independent if their joint probability equals the product of their probabilities."

The joint probability of the events with independent probabilities A, B, C, D, and E is simply

A * B * C * D * E

[Mohammad Heydari]

Dear Robert; Thank you for following the case, I think that here I need to calculate the following probability: P(F|A,B,C,D,E) in which F depends on A,B,C,D and E (while These five events are independent). Do you think that this returns the same result as the product of their probabilities? And I was wondering if you could let me know how I can calculate the conditional probability for multiple variables in MATLAB.

[Robert]

P(F|A,B,C,D,E) is only interesting if F is not independent of the others. To assess its correlation, you would need more information than you have given us. What else do you know about these random variables? You really need to expand your question if you want useful answers. Look at this page for suggestions on asking good questions. Perhaps most importantly, you should include what you have tried already.

[Mohammad Heydari]

Dear Robert F depends on A,B,C,D,E. A,B,C,D,E are independent. I want to use matlab to calculate P(F|A,B,C,D,E).

[Ali Koushki]

@Robert

Dear Robert,

How about dependent variables?

For example, if one has two financial time series such as two stocks' prices, what one should do in order to calculate the joint probability? (We dont know whether they are dependent or not).

Thank you