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1. The document discusses concepts related to probability distributions including discrete and continuous random variables. Examples of different probability distributions like binomial and uniform are provided. 2. Expectations, variances, and other statistical measures are defined for random variables. Specific examples calculate these values for random variables representing things like the number of heads in coin flips. 3. Different types of random variables are compared and contrasted including their domains, probabilities, and distributions. Concepts like Bernoulli trials and binomial distributions are also introduced.
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0% found this document useful (0 votes)
48 views86 pages

Nxfu

1. The document discusses concepts related to probability distributions including discrete and continuous random variables. Examples of different probability distributions like binomial and uniform are provided. 2. Expectations, variances, and other statistical measures are defined for random variables. Specific examples calculate these values for random variables representing things like the number of heads in coin flips. 3. Different types of random variables are compared and contrasted including their domains, probabilities, and distributions. Concepts like Bernoulli trials and binomial distributions are also introduced.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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1.

2.
-
-
3.
-
-

1 3
S
H
T
S HHH , HHT , HTH , HTT , THH , THT , TTH , TTT
n(s) = 8
E 0, E 1 , E 2 E3 3

1 3
P E0 P E1
8 8
3 1
P E2 P E3
8 8

3
X S
{0, 1, 2, 3}

( 6 1
X (HHH ) 3 X (HHT ) 2
X (HTH ) 2 X (HTT ) 1
X (THH ) 2 X (THT ) 1
X (TTH ) 1 X (TTT ) 0

(random variable)

X, Y, Z
x, y, z
1 3 x X
x {0,1,2, 3}
X=x x
P (X 0) P (E 0 ) 0
P (X 1) P (E1 ) 1
P (X 2) P (E 2 )
P (X 3) P (E 3 ) 3

1. (discrete random variable)

1
{2, 3, 4, 5, 6, 7, 8, 9,10,11,12}

( 6
1 1 0 1
{0,1}
1

{1, 2, 3,...}

2. (continuous random variable)

6
[150,190]

[1, 6]

[0, ]

1 X1 50

X2 100

3 X3

X4

( 6 3
5 X5 -

6 X6

(GB)

( )

(
4

( 6 4
6 50

( )
0 6
1
17
3 4
4 1

1 X
x x {0,1, 2, 3, 4}

(probability distribution)

( 6 5
x 0 1 2 3 4
P (X x)

X 1 3
X

( 6 6
Y
1 Y

( 6 7
0 1 3 4 5 6 7 8 9 10
0 1 5 6 3 8 7 3 3

X
X

100 0 1 3 4 5 6

41 17 14 4 3 0 1

( 6 8
3. Z
Z

( 6 9
(expected value) X

X
n
n

X
X x x iPP
( (XX x ix)i )
i 1i
i 1

n X
x 1, x 2 , x 3 ,..., x n X

3
X X

nn
2
XX
(x(xi i XX
)2)PP(X
(X xxi )i )
i i1 1

2
X
X
n X
x 1, x 2 , x 3 ,..., x n X

4 6 50
1 X

0 6
1
17
3 4
4 1

( 6 10
5
–7

6 X 1
X

( 6 11
7 Y
Y

( 6
0 1 3 4 5 6 7 8 9 10
0 1 5 6 3 8 7 3 3

X
X

( 6 13
100 0 1 3 4 5 6

41 17 14 4 3 0 1

( 6 14
Z
Z

( 6 15
6 3 11
X
1) X

( 6 16
2, 000, 000
2, 000, 000
50, 000
(

60

0 1 3
47 4 6 3

11 1

( 6 17
4
X X x 1, x 2 , x 3 ,..., x n
X
(discrete uniform distribution)

11
P (PX(X x i )x i ) i i {1,{2,
1, 3 .,.n.,}n }
2,,.3.,.
nn

8 1 1 X
X
X

( 6 18
9 1
500 X
1) X

3 150 1

( 6 19
1 X1 1

X2 1 10

3 X3
80

4 X4

0 1 3 4

16 16 16 16 16

( 6
X
X 10
X

100

( 6
1
a
0 a 5 Z
1 a 5 Z

a Z

3 a 1

( 6
5 10
500

300

( 6
5
(binomial distribution)
X n
p
1-p

Note! - n p
X B(n, p) X
n p
- 1
(Bernoulli trial) 1

1 n

3 p 0 p 1
q (1 - p)

( 6
1
X

n x n x
P (X x) p (q ) x 0, 1, 2,..., n
x

X
np

X
npq

n
p
q (1 p)

10 X B(8, 0.7) X
P (X 4)

P (X 6)

( 6
P (X 5)

P (3 X 7)

11 X B(5, 0.4)
P (X 1)

P (X 4)

P (X 4)

( 6
P (1 X 4)

12 X 5 1 7
1 X

5 5

( 6
3 X

4 X

( 6
13

1)

( 6
14

5 1

1)

( 6 30
X B(6, 0.3)
P (X 2)

P (X 2)

P (X 2)

P (2 X 5)

( 6 31
X 6
1) X

) X

3) 3

( 6
4

5 X

3 Y 1 8
1) Y

( 6 33
5

3 8

4) Y

9
4
10

( 6 34
5
5
1

( 6 35
3
1

( 6 36
7

1 4

( 6 37
3 6

density curve)

X
y f (x ) X
(probability density function)

( 6 38
Note! f (x ) X
- f (x ) 0 x X
- 1

y f x X 1 3
3
P 1 X 3 f (x ) dx
1

( 6 39
X a X P (X a) 0
a a

[a, b ]
(a, b)

P a X b P a X b
a b X

P X a P X a P X a P X a
a X

0 8

7

( 6 40
6
(normal distribution)
X

22
1 1x x
11 22
f f xx ee
22 xx

X
X normal curve)

1 X

X X X

( 6 41
2
X
2
X
2
X N , X
2

( 6
7
(Standard normal distribution)
0 ( 0) 1 ( 1)
Z

2
z 2
11 z
f (fz()z ) ee
2
2 zz
22

0 1
Standard normal curve)

Standard normal
random variable)

z
Z z P Z z

( 6 43
15 Z
P Z 2

P Z 1.29

P 1.27 Z 0.45

( 6 44
16 Z
P Z 1.66

P Z 1.44

P 2.45 Z 0

) P 0 Z 1.88

( 6 45
2
X
Z
X
Z

Z z
0 z
1

a b
P a X b P Z

a, b X a b

17 X N (3.5, 4) P (2.4 X 5.2)

( 6 46
X Z
X
Z

P( X ) P( 1 Z 1)
P (Z 1) P (Z 1)
0.8413 0.1587
0.6826

X [ , ]
68

( 6 47
2 X 2 ) P ( 2 Z 2)
P (Z 2) P (Z 2)
0.9772 0.0228
0.9544

X [ 2 , 2 ] 9544
2 2

( 6 48
P( 3 X 3 ) P( 3 Z 3)
P (Z 3) P (Z 3)
0.9987 0.0013
0.9974

X [ 3 , 3 ] 9
3 3 9

( 6 49
8 6
160 5 6 1

( 6 50
19

( 6 51
X
1 x X
x P X x 100% P X x 100 0
100 P X x 100 x

Z P (Z 0) 0.5
P (Z 0) 100 (0.5)(100) 50 50

( 6
1) 791

95
P (Z 1.645) 0.95

( 6 53
21 100 75

73 16
70 10

( 6 54
22 55

23

74 65
68

( 6 55
1 Z
P (Z 1.34)

P (Z 2.18)

P ( 2.45 Z 1.68)

P (0.91 Z 2.26)

( 6 56
10

X N 20,100
1) P X 48.9

) P X 12.9

3 P 18.5 X 37.4

( 6 57
1) 538

179

3 356

( 6 58
1

3) 14

505 111
1
1 400 600

( 6 59
) 700

3) 450

7 6
P Z 0.6745 0.25

P Z 1.2816 0.90 90

( 6 60
1

1) 30

( 6 61
3

( 6
11
8,400 360

9,500 6,000

75 55 13
68 50 10

( 6 63
13 6

4 1.5

3 0.5 , 1.5

2 0.5 , 0.5

1 1.5 , 0.5

0 1.5

( 6 64

160

3 180

( 6 65
X N (20, 4)

X N (50,100)
P (X 35)

P (X 55)

( 6 66
P (20 X 80)

X N (80,225) k P (65 X k) 0.7357

X N (100,64)
P (X 92)

( 6 67
P (94 X 106)

P (102 X 110)

X N (25, 36) P (20 X 35)

( 6 68
X N (120,225) P (X 130) P (93 X 140)

11

11

( 6 69
11

( 6 70

P (Z 2.054) 0.98

( 6 71
1 59 68 169
2 39
3 53 60

( 6
500

( 6 73
X

( 6 74
X N( , 2
) A B, C D

x P (X x)

3 1 D
10 C
3 6
10 B

( 6 75
11, 14
11,4

( 6 76
( 6 77
538

179

( 6 78
356

( 6 79
P (Z 0.6745) 0.75 ( )

( 6 80
8,
5,
9,

P (Z 0.6745) 0.25 P (Z 1.2816) 0.9

( 6 81
( 6
z 0

z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09


0
-0.1
-0.2
-0.3
-0.4
-0.5
-0.6
-0.7
-0.8
-0.9
-1
-1.1
-1.2
-1.3
-1.4
-1.5
-1.6
-1.7
-1.8
-1.9
-2
-2.1
-2.2
-2.3
-2.4
-2.5
-2.6
-2.7
-2.8
-2.9
-3

( 6 83
( )

0 z

z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09


0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3

( 6 84

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