0% found this document useful (0 votes)
49 views24 pages

Continuous Rendom Variable

Mathematical Statistics Wajeeha Shahbaz For semester 8th
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
0% found this document useful (0 votes)
49 views24 pages

Continuous Rendom Variable

Mathematical Statistics Wajeeha Shahbaz For semester 8th
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
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 aaa tn 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= PlodxS3 é 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) 39 Mean 2- E(4)> sy PCy) Eup> [Eee =] Voi ances- KX ay Fy Ms (4 Fe) Ee SI (sia) (25 Corhrvows 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 Nod Now 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 7280 Up) 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 ray Ppina 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—

You might also like