0 ratings0% found this document useful (0 votes) 49 views24 pagesContinuous Rendom Variable
Mathematical Statistics
Wajeeha Shahbaz
For semester 8th
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wy countably inpnile
ta lang On
ae
DU)
jhe Lanchion (Ss Senter a
A 1
4 dso, VV
2111) My
PXS%) ae Pr C= Lb Lyons
5 SO ae hr KA ME a
is olla Prob 4 aFancting fp yv X - the term “mass
Had thot probobiliti> aie asigned tp distinct, seporate Values-The. dustnbution fanckion CPmp) oft vis
Piw)= = Pe)
¢ i,
Graph f dvv Gomisb of
fe ;
Zerhinv. > horizerrtal One segments alan Teen succeuti
Y(y;) ab each value
co >,
amp or height
gud @> /
ye :
BoP 4
Exomple 3 coins tossed he n(s) =
Se Can —, ATH HE-Ts THHy THT, 1TH,
X2 No of) Heads af appeared in a) 8 coin
XS Opi 253
Disba bution iS
Pri
Krobabiilh by
poe De (HH
f PiX23) = f
Distr bubon inthe is ly 1
P(IXswe= 0 2
aes
» PiXewe= Plk=0) = bg :
X22, PUOlSW= P= + Prx=[)= 143
ales.
co}
2 ? ae
22x23, PLXEW = POZO) tPX=1) + per=2)=! ae
ao +2
x>3, we have
Dexe ne 2 PUL=H)= eos 1) 4POr22) +PUG})>
(2 aaatn bution fenchon
f(%) Fix)
V2 for
C2)" distnbution
thin, by using
re an J D !
oy “| Anchon, we Bnd prob 4
= PL2D=FD
| ploe x43) = FLD -FCO)
Plocxg3) = %
ip we want to Bock the
Padabili'y for PU SKeR)
ea roe He
Plicme d= PLU +P) +PCR)
= % +3 + Z
g = tg :
'D (1s Ke3= PlodxS3é xomple #2 ) fal tuo sixsitd dice, the possible sumy (4
X can be fake vallts from 2tol2 rome
el = D lobhx.) | Mean & Discrete rv
Joc; Vp [ero an [eed 0 oe
Ieee cael 736 “a EOD= Ex; Pl
3 | 726 | 320 | % ie Elon) = 72
4 | 36 | 3 ap
s | 446 eb | [Eqo=7]
4 | S26 G yf Variance of Discrete nv:
ie | S26
g | 56
q | 36 |
Var l= EOO)-{Eoo J
|
lo | 346
a x6
ti | Yee | 3
d El4)= a El tb
dip Var(q= a Varlx) +C
#2)
Variance = arr)
|
= 1» VrX)=o=
2 “Sum af all Prob=! Coe
EPO0=) Gao
430 +6C=/** Probabilibes
laye Sarre Pa both
Variables x & ¥
Yo of the equation:
Ply) = Pod)
ew find Mean sas ince oP Variable Ys-
op Mais
YP 4 Ply
I> aps
7/2.
2M
: Zale 3% ales Ry) 39Mean 2- E(4)> sy PCy)
Eup>
[Eee =]
Voi ances- KX ay Fy Ms (4 Fe)
Ee SI (sia)
(25Corhrvows Komedom Vanrables
A rondo Variable X is de Fred) oe
= fntinvows ip it can assume eve possible value in an
interval [a,b] a
° ach
Ralf - foo -
Tea Pag xZb)
() )=
Pacneb)= roads ‘Za
aa be co & +20 ofl y
PC%X=9) 20,
Whee, o bb
p
if X is % Continvow vanclom variable ~
the term “density” 10 mathemats replects tat Probabilities
are asthe
buteol continuo usb over Intervals, uth the
Proboby }jtu 4 "y 3)
nale phy air zeyo. theils wh
po babi Lind 70N y
&n 4 oe a Variable
os Pro yf by Ite
fro fey: byes Cotinvos es Variables
Ud PLO Zo Gil) The Probability that X fakes on
qi jt dx =/ Value In the inttyved lod], Ca).
Plcaned)= Ha)-Flc)= Lote fe
Pe Linbin of Crwi- Hood. Gs
Zn = PLUEW)= -fhw dx —ci)
PlLAExEb)= See
ee. de. Fox) — a)g
Exomple #1) I conhnvow rv had the pdf piren by
2x 04% 4)
Loo =lo offerwise
dy Find Jen fanchon Fe
3 Hi ond distibubon fant fon Hx)
Q) Check if totel area under land? we Flo to Find probabilite
aurve is unl 4 fn in A, b,crds € y
J. ElurPlKe y= PLOS XLY)
Fateh area = Ploc xe!) = | Poddx
= fear | S poxdy
ef, iy core
Tota! areaz U)- (0)
ES) r : |
(bps PIG Sx4))
of Pow dx
My
pie p
;
mee ae Pc
~ FC ty)
(A) PUXS %)= PlOS*SS)
= hz a
|
28
=(%)-
Se Ie
Pee co
leases VY 6
|
©) Pixak) =0
Become ts Continuous
Yomolom Naviable -2) ) A conhirvew rv X has the fottowsira( to
% Ocx4 /[
Example #
pede
M2
Soul
4,G-0 lox 42)
Ny 24x63
Wg, (4x) SKE 4
oO otheruuse
Solutions—
——-—
(a) Show total areais one
Tefal area= P(-0 fer x20 » Fir) =o
then Pon) = 9,0)
Pen) = 0(oO “= 0 ic
=> Por 16x42, Hw-= Se he (3x «) (16
then»
[2 dg, (w) - o OO}
= Fe) 3U1x)- le ax]
FAS |
>For %>2 , pot
then Box= dy, a)
LOW) =0
iM the Probab Oy’ detreby ton alee ls
0 YS
4e% 06 KeI
ZeBW) 16x62
0 NodNow Brno Probability of -
PX) <1) = Pon S Els)
= P(-l'seners)
=r S [Sader PB nd
°
Ps 15
2 ¥ we 9 xX
%q a | * Flx-Kj]
2 i
2 Dy geal *Si-
teeta
ns
bfx Com iJ
a2 2 [fo (oY J+ nie. us)~ G@- wy]
%[U-0) + (45- 22)-G-4) ]
ee fi [+ 3345- Desig
(1875)Now, Pliers) = I Plucis). te
0175
Plindsrs) = 025.
Mean & Variance al) Gobi vii Rarer ail
W) U= Er) = [afew du:
WW Vor (X)=o~= Elu-uy = = fe Metewsdre
or os
ea aE tr?) ~ (Ee)
os Prebeon dy ap at)
I Dex) =Ie¥ [eas ~(cxy]
= a fEcx) -[e ~(Ecx)]?
ee VV X how the pap atten a
ee C2 Ke)
is ofherwuse .
inh UU vb ox Us PLix- ~uJdcr)Sol uh ong
169
C) Means we ff food
-00
= 3, [ora ode
/
%(% +]
- % [l,0-0+ fci-or)ae)
, ATS
3
dL
o Tf 79
Pe (Yay
Gg os sino (Uy
es aad
= 4(58)-s
z
Pei, Dae B!
a Sy
2 a -
Gu 5/2-45
1280
2:
Gao LO
7280Up) PUlx ule be P(e ent Die Sa) Gi
= Pl uU= Gem 6 Uae
= P(0.562-0:2896 % < 0'S62+ 0.239)
=P (0-2734enco'8S/6)
o 85/6
= Lex) Pr.
o2F34
oRSI6
[ yu redde
g O8SI6.
02784
a sll S16) 4 (oas3 J [e 278ty )+ c2zss)
= 34 [ Co 85/6 102058) (0.27) t 0:0068 ) |
3 [1.0574 ~0 2802).Chebychevis 4 Gey
Een 87 having mean
| W& Variance 6 30,4. k is zi postive comtant, then
the Probability that 0 value of X falls within k 8Ds
| of, the ae, at Leal (1-2): pee é
/
(| Pluck kee XCutks) Z Ue Ga?
or,
Ax -ul2 ks] S ba
| Proof By definition, we have
o> ELX-u)'= de Ay bey) dx
Dividing the Pange ivite 3 Lijir| Parb
*(—00 » v ke)
eC u-kopU +ko~)
°( utke~, +eo)
we have. : bys
Rilx-uleke- )
Gives tourer bound
(u-keen c utkey)
ves upper bounds ) ile;
ae
= ke
% Genre OW i) pao
si Fonrd tf ow ifoodas fa
Atke~
yA yhen rayPpina the ea ef 7
Ye
I nsw Pow det fos uy towda
_ ice
‘
x-u]>ks
(%-u ie koo~ — whereas, HZU the
: U-Kke
u-ke- £00
a f Rerloodus f kor Lordy
= Utke~
5 a
aay +f Low dy.
urke
4 ke
a Pom) te f feud < Ips
ae Utke
Hence» LER
Pluk Iba
U-ke
F shows how te Varian® mean a
ran fo, rv Ht hol fir all pape hay
men t Vanane :Exormple £1) A) continvows rv X has pdf 4
Re 02uz)
fovy= a ;
0 ofheyuuse
payrey plu ge EXE uUt1 So) Compare
the results dus to chebychevs ineguall ty
blitions—