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Unit - 2 - 1

Mathematical and Statistical Foundation

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31 views41 pages

Unit - 2 - 1

Mathematical and Statistical Foundation

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vanitelu27
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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w Random Veriable - Fnibroduion- 4 yandom variable is described informally as a Variable whose values are obtained depend on atcoma ef a yanlom experiment subjed to certain conshraints. Random veeriatks are doneting with X,Y + Det A yanlom Variable is a function X;S—yR where Sa sample space anf Ris real numbers, That amocicler o seal number with each element in the semple space — > Random variable is ale called sfachastic variabk Ex-W A yerlom experiment consisting of flossing a comb twice, detormme rarvlom variable by g" number et heads" an: Let the sample space Ge { #4, #1, TH, 71} ht He Yardom variable x: number of heaels x CHn)=e 2 xcHT) = | x¢CtH) = | xa) =0 Random variable x= { 0,1, 24. Nee Gy Tr a Rarelam enperiment, The event. comsponfing to a Tinley ‘a occurs, ten the covrsponting xeandom Vatabe X is said to accume fle value a ard the probsbidity ot Ho event ic denoted by plxsa)- @) The pobabidity oN anu icg any value bwtueey a ant bts cl noted by plmacxch) ‘2° Te pobebdlity of M event (X40 15 pex49 CX csseunes any value smeblor theay w) epiclt#) Cu) “The probability of Ho evant’ x 26 is danoted by pcs ro i pred = I- p(xso W pexsed-t lard = pewdexe. > From dhe above examph , a4 the event A conaty ef two fosse) of a Com, then ve mag consid the yarlom vavieble cs fhe number of heels 1 oot ee ~Thew ‘the corrsponding pobabdities ere psso)= pO: G pel): pcr, H)= 2 px=2) = pCHH)= +. The polsbidity dichi bation table is { * ° { oa [ poses] % 1% | % Ex @ A yanlom expe timent™ of Hhyoving & pair of dice anl noting cum of dice, obtaiy he Probability distsibtion of “Sam of nonbers appreving on the fcey hide. . @) fs, td fle Sample Spore ge jmpa OIENUIGE ' an £2 2,3) Ves) 60) an &2) 69) BVEIB4 a) 2) KP &VED GY (OY GY GIGI CIGY Gi) (62) 69 GY) OIGY, tA te Yardom variable x= “sum of the rebut « appearing on de dice” “X= (42,3, 4, 5,6 7 2, 4 10, 4, 2h ea) = My prsd= SB - poaws x pex=s) = 4, plx=6é)= = | poxsae = p(%=6)= = pore) = a , pxsic)= = 2(Ke1") = a P(x=!2) = ae he probability distitution is x [2\ala|s e|a & A jie fu =) | ly [5 zh | p29 |% [Me 17h | You | oo 1 Ge [he | he | he Ye | . ae | ) Reardon Variatles SS Random Variables are two types a) Datccr tandem variable &) Continuo Tandom vecriable fi o - rial a 2 screle random variable ; A vrandom variable x which cn take only a finite ruber of values in interval ef dower ig cabled a discrete tardon variable « (9) Th te vardom variable takes the value ondy on te set {o,2-- mh is cabled discrete random variable Exe w Tossing HO Coins, x is the Tandem variable which Courts fe number of head then X= Kors @ Ahosng tuo dice, a wardom variable X which is dhe cum of the number on te Bice X= £33,56,1895") yh 8,5 Number af Children in a damily tx Continuous tandon Variable . Se ee A yeurclony veuriable >< which com take Values continuously , ie which teckey all possible Volucs IW ca gnen intel is called continuous ‘rdom veriel Ex the height , age an weight of Porters one exarrapley BF continuo} rerlomy varaible 7 Depending on the vantom variables We obtain the Corraperdina Probability distrituctions. WE ® Probabifity function of a Discrete Fardam Variable Tf X be a discrete random variable, ‘the real valsed function POX) such that Pls= 4) > px) then YO) is called prolabbty Function Tt Gatisfier the ‘following propertia YO paso ¥x* GF ped et, summation is taken ovr for alll value of GD pen) can't be vegative for any value 4 Discrete Probabitity Distribution (or) Probability Mass function Suppose X is a discrete yardom variable with poe outcomes (values) %%,% 00» ‘the probability of each possible outcome % iS Pre pix = %i) = pCa), i2423- then p(xi) is celled — Ptebability Hass function it Sabisfiey te folowing tuo corditions (i) pro, oper aw z peri) = 4 ist probability distribution of the yanfom variable X is given by the following tuble *« a] >] %, | P6=* a | P| es) - feel - A PEEK )= POD PAD E+ POX) Gi PEEK) = PED PAD + PODS FR) ui) P(x>tu) 1— pcx <%)- Le x he a Yanlom variable. “Then the probability distribution function FO) is defined by F(x)- px =¥) Tt har the folbwing pepetia. W@ o < Fads) a TF <4, then PER FOK)< FOR) di) P(aexeb) = FCH- FO Notes P (x)= pexs%e= 2 PCH) where x is any Megpr Probability disteibution Junction is abso sometime Calhd cumulative distribution function. Measures of Discrete Random variable Expectation €0 Mein 6r) Expected vale of x Suppose a andom veuriable x assumes the values %f--- My with respective probabiditier py, py. + fy: Then Mean of % is denoted by AL le ECx) ig defined as te Sum of Products of different’ values of % and the Corr Aponling probabilities BCx)e ALS Xp Pp t+ PL + e- t% Ph ieleo= 2 x95 | t= , } Variance | of a random Vawiane ef fe probability cdistribelion 2 Mwviail x is the mutlemnical eupedtation f x00) Ten Now) = ECC ev van): e0°)- Eo) ee Avothey form of vaviane : a VO)2 OL Sp Seoulayd deviation! This the positive spare root of i=l Nele= (Variance of Constunt is ze ie VCk)=0. the vetrance Sde oe Q) If Kis a constant, then V(kx)= RVG). ®@ Hxisa tandom varictble ang k is & constant , ten V(x tk) = VOx) ) TE x Is a digcrete Yarnfom vaviabk , then V (aX+5) © avy) there YOR Yee ard a,b are constants, (S) Tf X ant y ae tw Independent yerdom variables, then v(xey)= VOX) VOD. Problems : © A Yandom variable x Ins the follwing prolbifity lid sihuhion xi i)> 14a los le |7 & | PO): FR fats [sls [ul | Sk GK] ak | 8k | Fond the value of ty k di) pox.) di) plaexes) Sime EB pce)et wae bave K+ cba: uke Skok t1k+ 8K Hb 36K =1 . I= Vag. i é WW PRH2) = pra) + p= = ke ako = 3k gf lek : (= aw p (2s%=5) = p=) 4 pox =3) + pOr= Drpees) = ak+ 3k4ukt ok = tak = Wg) = h. we (a). A yardom variables x has the ollosing probity distibtion Gd) Determine the valu of 4 Ww Fit pass), pcx > 3) ant p(o<% - a, a 2 w ees Saye OE ENG) 5 a| 4 (te) 36 (g) 1 CK) Ly Wral: 934 ay E (axa) = EC et) awed) +4eln) + FO) = aM) 4 (ie | eet 18 Gy224-) 201 ro (6) © vende variable x tus the follwing probielililY distrintion nlaly|s |e 1 POd ak Jak jak feo | ar wis Plx< 6), par &) , po xe) find the (1) Determine is (W Evaluede ant pCosx su) a if pOx: Web ? > ihatic minimum velue of K ard (iv) Determine ihe clistrituion Gamction of x ly) Mean (vi) variance ol! - a ELS Gy sire S peyyel. L=0 otk + ak + Bet ake lok +a4k-1 =0° Clok-)(e+!) =9 lok=l , k=l k= peel (Suce podzo, se kd 4) ay pe <6) = pao) + 9 =\) ee pars 2) + ples) fore) » t e+ arp TE tk =! +E per=9) = ot kp akt kt Skt Ko = ko BK = (o.)'t 8(0:\) = 0-81 d(xed = P(x=e) + paced ce ak TRA - a oe Se P (o of cl The Teqirived minimum Vake of Kis P(xs) < PCO) p(xzt)= OF k= KE OF PR E8) = P(eso)+ PCr 4PG=a)= OFKtS = 3k = 36) =o03 Px £3) = pix so) + PCx=l)+ p&x=a)+ prs 3) =o kt AEE aK = Ske SO: 0-5 Px £4) = PAS) 4 Xxai)t pla=a) + Pres) tHxo4) Z otk akt abt oe = gk= Blo) = O87 Vy mean diy Variance. when two dice ce town, total number af adcome are = GxG= 36 Sam ple space S = CAD 02) C3) Ce) GI) 2 CAEZADGuH) 2IE9 Bi) &DED69 GIGS ) &a) GG) GH) UA) CV Gd CVG) GD Y &) IGA EY 6) EY Leb x dense the sum fF two numbers x= [2345478404 ah we P (w= 2) = Ie, pede, prays 3 Pix=s) = + » px= 6)= = > PGAR D = & P&=8) = = , pasgye + y Prate)= = prac) = - y PCx= ra)= Nye Y the distibdtion function is- ——-— x ifot ake ais |e | Tes] 4 [of "4 POd:) Ke | He | He] “be oo \%e Su i a n SX Pi ax Bede pux2 poe ag 7 36 a ay A (mean) 0 lax, + 3b. p = 4e(8r Grint AoF304 U2FUOFIE 30+ 22.412) 4 we Aitex) < 282 27. B36 on ae wy Variance A edV)= SH PU Yn A fair die is tossed. Let the yandem variable x denste the twice the number appearing on the die d) write pwbabifity distribution of x. Meaty ali) variance. @ A ‘vandom sample with replace ment of size 2 is taken from S= {12,3}, let the vandom variable x denote the Sum of the two numbes taken Cy write the probability distribution of x aD Pind +e meon ai Pid the vearianve. Sl: Sample space Se {Qed (2) 3), @2) @2 9G) 9}. Let x denote the sum of the tuo rumlet xe {33,456} p (x= = oa yp (xe 3)s PODGI)= 2 — pxs d= PQs) 62) GD)= a pcx 28) 5 pe» @»)= Pp (x2) = P(33) = a. a) probability Aish bution is c a [3 qs 6 ro a | % % | |’ | Os w a nv W Man ae Spi = (exe 3) ae 3) ro 3) lor) af 2+ 6412+ lots) 0 uv re a QY Variance = 20 R- un tay oe (Pes) 40% >) + a) 2)e% sh) a = $(urrerneror 3 Ose oa 17: 33- 16 os b33- ®M A 4fosses 3 fair Coins. He Wins Soo Rs if . 3 heads aippeaut Books if 2 heads aappeay, looks if \ head oppar. On the otherhard, he foset iSooks (Ff 3 tails appear. Find the expected gain of the plygr? Sa hen 3 coms ate tossed , the tefl number of E} outcomes are Ls ® Sample space. S = (ani BAT, BTR, wT, THH, THT, Tr, TIT}, Leb x denote The gein: Then xe £15, (00, 300, soo}, “the probability that of all 3 heads (gelting Seo fs) = pa) = g The. probability that of getting 2 hells (getting 00 es)e pura) 3 . 1 al (gn ot) = pede 2 » ” 3 tails ( Lossing \StoPs)= pOxo a Discrete pobsbidity distribution is | —(So0o 100 300 500 ok oa! opus oe L_| Expected ges of the player ECx)= 3% Pi E(x) = (-t59° x) +(e n2\t (00% 3} (sex ) a) = +; (-s0e+ \oo+ 300+ Seo) co ASRS ns 8) A player tosses tu fair @ins. He wing looks if head appears , 200 Rs if two heads appear. On the. othey hand he Loses Seoks if mo heoud appears. Rekermine enpested value & of te gore and is the gpme Sanourable to the player? qe. w @ A discrete vandom variable x hes the ‘follasing distribution function o%) | for Xi) Wy fw! ia & when a random variable * taker every value im an interval, it gives to continuow distribution > For a Continuous variable , the probability dlictribaion is called “probability density function because it is defined for every point in the Tange and not only -fer contain Values. Probability density function : Considey the Amall interval («dx , x40 ) of Length z dx about the point a. Lee FO) af any Contivfuous function 4 x, Sothak f(y). du Tepresents the probabildy that x falls in this interval. ie [P(r dn, x44) = toda : yet) Now, f(a) du re presenls the 6.44 area under the Wavve y= Flu) and density function of X — ame r& ay =~ a the curve y= fx) is called the probability carve @ Robebi Lity concity ravve. (Ff > probability density function sabicfiey the following corclitions Oo) dzo, ¥ eR a ft w i f(y dve | b ol Note: — -from the def we gel pla 2xebje |fa)de Which yepreyents the area between the curve ye for) and the x-anis, ard the ordirely %=a, t2b Cumulative Distribution function of Continuous Rardon ae eeinalle cena. aa varic Ce: 4), the Cumulative Alistribution od distribution function of cv x is dented by FO) and & defined a5 re FO) = ps) = J fonde oh pperties , papites YQ OF FC) Hl ¥ -d< xed a) FEL) = 0 a) eee) et. F(x) = 4Q) zo. we have 4 feu) = 400 FAs is known as probability b differential af X- W) pas xb) = F-t60dx = FO)- Fa). ) Measures of Continuo’ Random vurlable — tet 0x) be the probability density function of a Continuous —-yandom variable xX. Then Mean Mean sta distribution is given >Y © a os j (4) Fon) At, es a Sturdarl deviction @0):- The posite sqpare root of variance is Cobled S-0- c= J Re FO) de — we LD Mean deviation :- Mean deviatiory about the mean (44) ——o ot is given by J tra fea de m= Mede is the value ot x for which 40) . U) "S$ maninum. Mode is obtained by (4020 and f6)<0 fe OKeterh. Median Median is the pot which divides the Mode \— entive distribution into two eqptel parts. Im Ke continuous lists tution , "median is the pont which divides the total area info two Spal parts . “Thus x ls defined trom a tb and a m Sdlving for ™M, we get the median. Probkms 7 W Ta random variable has the probabi ity density 4) bes fo) = 2 en} for x20 o, for x40 Find the probability thab it will take on @ vale Gd) between | and 3 a greater than 0.5. Sly GQ) The probability thal a variate Value betueery ‘od 3 ig plisx) de ot G ol ae Aa 3 fer egt)-€ 9 = 3 (ei- 3) pO zos) = {fone - ~ Fond Joa | x) de { kqtddn te @1- ex1)} = 02465 i) - 2 {3 i o-usas | = 3 POs sos) = 0.3125. @ A Conkinuoas rindom variable has the probability density function fay = {" a fos xz0 20 a s)eler-eagj) | | © , otherwise Determine dy Ka) Mean diy Variance. of ° of Sr Mnkwe i fon du ay. ie § Foran { foods =I. = a se ° ie r 3h c Jodtr [axe dx =). ~ ° oh At k Jue dy ='. 3 ~ EH" «(@-)-4) +1 of WW Mean he { % FO0 dnc ot Pr © Ake fecfow ax + feefoo dx 2; a —N Ae [kxe dx oO oft i mo oo OF pre °° &)- eG) a =x (&e9 ~@-0- 3) 2 F(R) 5. wha 2 — YY o i a te di) Varience oe J feo da - a 2 a — q : ae — (> = «| WHE (=) of 3 dK wij) dx — = PE) HG) X(e-040-9- (-o40- &)}- a iE eG 4. 2 a ee a dal e es wa G) A continuous vandom variable x has the dishripsOne function = FQ) = o, if £s) koe, if ( & eS 0 dw dil) The probobality betwean 0 cd Y= ple sx=4) i @) s+ J etd ° @ “he density function ef a Yandem variable X is fa) = { aze Find EC), EO?), Varlx). 2, otherwise Sl: Given 40) = o xzo oD 2, pherelse. - EG) = {x tode = [7 foode + (= fonda - J, ) ° of = Jx@yan+ \xe e a a } & Kk wz de =) - (02) Ge 2 ak |e rn 1 Fon. 1 =\"o — —=~ a eo?) = [a> too de = , ° = \ 1 fe) de + { x fuddn. + ) LL oh as = \? onde = (% eae) - 2 4 2(e J) = f(traeesl =e (a)_ e (oro) = fl Nav() = e(62) - ei) = 2-Wt ate. Wo. TE x is the continucss Yardom Variable Whole density funtion is fa = |= if o feo) w “Taking Eapection of both sila), we gett E(y-EGI) = a” eC x- cont’) VY) = & von) #3 me x isa Continuous yandem Variable and kis conglant , then pre tol cy Var (x+k) = Vers) Gi) tar(Kex) = Er69 & Sh by definition, Var (x) = i fend — fe fonda a eb Var (x48) = J (ae) Jou) de — f al. ~ ie e of j (xpakn+ le) F0pdk- if fx Senda + (a =a . ot = J fodder at x fn fajd ek ( Food ~~ “f} To (Geta = EGA) zak et k— [eos [cory = ARE ae Ca eos. = a = EO?) +ak EO) ae = cot) 4 et) 4 EC) aksede aD & nal” La oN ob diy Nev (*) = fez Ke x food — (ie so th ok i © fGOdu — [Leal = e[ ee ex) 4) “the trouble hosting capability ctan 12 chip ing circuit variable x Whee distribution furckion is 0, fr xs3 - SU de 13. 29 is a rantom gren by FO) = | hore dancle the number of years Pind the probability that the Tc chip wilh wed, proper dQ) Le thom 8 years di) Bexord & years iti) Between 5 to 7 years (iv) Angshore trom Q to 5 years. Bm hee = pod © fea FO) = (0a (x0). [eo if *83 \= Dif W273. $ fom & plxss) = J4e@dr = [- 4 = 0.8sau. . 5 ia a) POs) = |- pCxS8) = 1-0-8544 o-14oe ti) p(ssx 44) = FG)- FCs) s = pe s4)- jes fay a(#- je at 2ox4a = 0.1163 ww) p(2s xss)=- FO) -FQ) = px es)- pes? = (F4)- = 1 = 064 ~ 3g 's) tf xX is a Continucus random variable with pdf Fn) = x, osXs| o, edynkere if plasxsi)= 1 /tivd the Value of «? $l 4 Probability density fumction ofa murdom variable x is Tas | & Sim, for oc xst 0, else whore find “the mem, mode , and median of the distibiio Ard abio fird the probability Lefween 0 ont Th & Sly a) Mean of he dbistribution = Sx For)dx ° 1 * g = [rans fe Sinn dg Sree a iS Er =- + \x Sin dam = a . v =t [-* CoB Sint) = Yo ai) Mele is the value of x for which fo) is vation noo £00 = Coan \ for foi) to be manimum , FOd=° ie Lem so = CAL =O Sede —LSime at HET $y.) = aa Sm) = -h <° Hence fx) is moni ab xe 's Mode of the distribution is gienby x= hh . «ATF Mistre a” Median of the dists| bution, then n J toodx = { feoae =r “ hh 4 le jase sy : ~$ (can), a ECan ile ht Face in tase ) Me Wy Medion of the distribution = We Mean = = Mode = Median = Ve % 1) p (o exe %) > \ dc - Ts A Sinn dX at (esi) et CS Wor oho) = ter) = % SS my ts the fumction defined by S04) = 0, 4<2 e>9), 22xrsy °, %>4 TF a probabidity density function] Find the protabitity thed a varicde having 4a) a density function HW fol in the WWherval gexe3. Lek the Continuo Yandom varibe % have the probability doraity function $x) = " A> 4 (

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