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Lecture Notes - Week 6

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16 views

Lecture Notes - Week 6

Uploaded by

arslanerkancan
Copyright
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Moments and Moment Cenvabhe Firahias cme) Laitions The k-th moment of a rv X 1s EOX*) He bth centred moment is E(X-H)* where E(x) = fh. When bad Me Lest moment fs E(X)= 4, wha ba2 the second centred moment 15 ECK-H P= Var (x). The and monet, EOC) exists tn allenadhve. Varcx) formule . Moment Jearrabshy Funehion (mM if) Js Ny b= Eve*) My tt) /s called roa ee forchon, Acca se mob &EO)|, - FB eo). Etxe™)|- £0) Ta a i Z(Ke*)| = EX) : 5 Z : MV, = fy EK OM eo = ERE). = BOP) Lv Lnow _ oe rv X we ean ford Etx)and Varlx) _£xam ple « Let Xv Porson (FH), fod med df xX. pore EPHe eee se and My = Ele2*) Xt 2. SMD= Ze "0 Ceatinvevs Pender fetta bles Ff a pu fables valves in an thlervel or taderveds /f 1s called a Cotbhvers rv. Lf X be a conf, rv then P(X26)=0. Becouse phere ave do pratele mane ports in an interval, then prob, far x srhele pont becomes O°. fob, Deasily Foachibn of a Cais Au Lat XK bea cont. wv pros. density forchbn v4) af X has the eae: froperhees: L {22 and 2, Lf ode ed ‘ Wok Phat SLfords fs the aren onder necdh Ihe (0? 4 af ae P(AEKS De Lynd « (42x26) =PCaexeb) = P(acK4b) beawte 6 a)=O Comvlubive fO8. Function of a cont. Ru. Uv Lt X be aw conf ry, comslatia chsh. Jenebion cdf) of xX 4 Fy b)= PCXet) = [pow » where J os pif of X and Z ys a feel number 4f X isa ik ry with pd {, and edf F, @) fen Flb)2 2 Felt) « dp [pneu =f (4°) By the Foncdlemanteh Theorem Calvls (Pat L) Fy = 44). ; 72, af elf of a cond rv Is vecdu/ te LEE ply i Jphnvovs p's, Zxanp le. Thi's addiboncd kt X be a coh ry with chasy' [= ae ofXeZ] o ow a) Fihd the velve of consdant 4) Find cdf of x / i a) ee = <(£4x)\ -4 ee(gtij=adt af Ze#t =) e=3- Thes [= 4 (X41) 042x424 4) i téo | Fxit= 3 (+t) ot el Z t2/ i becouce Fate LE Rad ox = 2(€+#) AY) 4 Jp aru ts eonhhuovs rts cdf V's coatinvous . t every whee . C44) Unijormn Piste be dion 4t X be a cont pv, WY rts heasrity Is ” be aZxZbh (= [= Phen Xo curd do oe Uilees Aid. on indrval (a,b). om cause *) den boa | Jt os pe be JE x =f. HO “pre tn pwr if ru Mis eoak. ECxX)= [xf dy and VurlX)= E¢(X-)* = So OY Yor Ax. Bowes Ce py oe (nehon 4 x. Lf hex) be ferchon af X E Lhexy) = a “hex foo de, where {oo s densily | D4 FI Xi vaiform | on shder vad a,b), Ecx)=2t8 Veriit= aae a Sie Mein 208) [Eo] t and EO) [Le lx -(£ ies 8 oe eo a os -L(2)f ra aoe ob ne é- ie “2 ab pa® —~Ca+ oo ity eoyeeer + aa G2) Definition: (Fereatrles of « Cont Dist.) _ Aft p bea prob. loz pe}). The Coop) th perceatle af He asd, ae cont, rv, X ts p raat Ls delermmned Ay Prey f end. dn pertrevlar, He Mediun of a conk dist 4 sath pucedile, Nyg Ths valve so that 50°/2 of X values < Medien 4 asd, /'s syrnmebre , Median = mean. Fxample Wibendong. stress (ps!) ena wind berbhe at a fer bevlal wid speed sn a wid tunnel, X has Kay beiph oist given by ( - 202 x e | a x> joe Be whre GSO. 3) show that jo 15 a py 4) Be @=100, Find 3s-th pereertle of X- » {% 736 e ole CE) o-ce Seif ° eg eae ee eae ga fede «8 sa eo 26 il Mos cy, Nos b) Mass=?@ oas= / %e Ce =] > ons foe’ 035= /-€@ fae* Veh, mt et bar (oe BE ee => e =O,6S => ~ -4n (0.65) 2 28h 10.65) When = /00 Page * (2.900006 04 308) (43) = 92.82 - = ass Normed Dikber' bo bron Let X be a coak ry ff tts chasity as gin ey [0- oe 52 OSE) NIA Xs sail bo have pormeh disd. with mean 4 and vestunee, o2 Bilefly Xu MCHs 2). Mormel ceasihy curve 1 symmebyee about As mean and bell. shaped. im P -£ (SLY We vey the if 7° @ aa : Let d= Xb Man ha = » then a te = 5 well show that if te, = Vai _ wav Lady, Te (Let) (Len) = fa? dee] ) a 8 a dy) = drde Let Ueres® , versn® phen ok Hig a Cos Sin Sdudv= [ye roe = aur 2 |? 2t => ffe* rdrde- a ce®)| oe - foen on drde- = rdrds- ~£ a ee 2q =) t-fe du = V2 -£ (ny / a / i. Sl ae ok = tm = 4

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