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PSLP Unit 4
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21 views43 pagesPSLP Unit 2
PSLP Unit 4
Uploaded by
Shelly GargCopyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
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/ 43
Too oF mone radon variables: Ty many Aad exporints
WE come across to rove -than One Amolom vartable, Fx re,y>47)
Ce) EC), ECW) VEX) Amal VY)
) Manginot probability distribution ofthe Adncfom vanioble X
(9) Mangano probability dlistzibustion of tha Aandora Variable y
(h) CondbiHon ol Probability dlistpd bution of y given that X=1.5
(i) Conditional probability distribution of X Qiun-that Y=2
gq ECyxers) EC Xp =4)
(D) Ae X and Y indeptnded-
Sol Chelly yy lary) 7 0 ey
Also, ZF Fay (ug) = tebelodet =]
Ay Guy) is a Paobabilty mass tunchion, Dh. NiShu Gupstee ®
Ca) P(X t) (ly p(xS2, 9 54)
Ce) ECX) ef) ECY)
(g) Manginat “probability, cists bution of X
(Ch) Conclitional Probability disteibution of Y given x=
Ci) EC YX=1)
j) Ply>al xed
r(h) — Condittnal “probability distribubion of X given y=2
Soh Cheon ig Ory) is & ‘probability density fumction,
thin €7 9 and ff peony da tye |
56
Fe Pulf' cq dgl sl
Se ie x. (fan Si P Da Nishe Guble (f)
(@) P(X !)
= (°f Faylon gly om
rot
= 4 pap ped .
B 4 f° x (£y dx
as
Jy nto « $d = 8 BAY
Bld
= i
at (81-3 (A) Oe
oe 8 (10-8) = a
i et 8I =0790
ca) P(X< 2, 9<8)
oi aya
4e0
2f “af x ali} oly
ap 1 (E14
“Sus r yc fl) ly
el 4a 2]
2
(EO) = fet oddn —— sahese -FxGx) is the a
# ‘rokaitty listribadion of X
Now, tale [fovea
gq)
tahou -the hegre over alf paints In the kamge op OK)
y 6,3)
fir whith X=x,
4 Ol = [Pout fer cach 5b
O eos 5A
Conditional probability distaibufion of y given X=I
Fy, = Fay) Dye)
Fy) |
= font 2 ay 14.
(h)
Si
4 us
8 ea Xel
By yy) = ay 3 OSS! = Y vanes Pro»
wel ‘ J o-to | a Yy>x)
CO ECHIX=1) =f pyar {al
¢
Lert - a (#), ,- 3
HEY) = f ytydy
¢
hee Fy [ Pylarprde ) lohet the integral is over alll ports
x .
inthe Aange of Cx i4) for cohich Y=
File f° Byxde
> 3y [2]-3 a4 (9-y") 1 0 du x 4)
ce / Pud x-3. 2 ie =u ancl eat =V
—las
(fetal ab = anal oly = oly
0.08
an -
_ “1 Wana Vane ding Vani abbe)
a [expe eae] (eee Fern Fi on)
S sd
ie al wt as)”
one standare
4x Co3a4H (by a normal
= o¢aaso AL
ae
0
N
AN | TE
Linton Functions af Rardom Variable : %)
Givin Puandom variables Xs Xa,- Xp amd Constards Chay >
YeeXit ca Xat-- + Cp Xp
isa Qincor combination of Xi, Xo7 -- Xp
Mean of Linzan Fumclion: TF Ye 61 Xr cata tons * SpE!
E(Y) = CE K+ GE (Ke) + + cp EK) ee
Proof For discauk Adndom yariable, Xp Xar-- XB,
E(y)= 2 > 2 (Crm Fear t-°+ CP ne eee (Horak p)
ay Me Xp
2 0, 05-2 he. en (1x0 *p)
x % OM
+4 J 5-2 Haas Xp (2 Xp) eo
x, %e Mp
Hp TL. T Xp aay (21901)
Ky My
*t (by Haale Prob ¢
= cE (x) + EMalt- + EO) sonal
Similarly, L9¢ Com prove the ahove pusult fry Comtinucus
Aanelom voridblts Xi, Xar---1kp bi walng Dineority proprty
integtab.
Vortonee of @ Linsar Function | TR Xj Xar- Xf OAL Adirdom vanlah fe,
andl Y= CX Ca keto ~ +Cpkp thin in genera ‘
V(Y= CP VCK) + 2 2 y CKa) +--+ VO)
+2 a LT Ceey CV Xe xj)
ig} / Dy Nish Gupte
/ TF Xs, Xa.---1 Xp One indlthendesh, @
Qu ae me nesta + Vo%p) ——@)
— opagatin ) A semiconductor Product consists of trace
faupns, TF the vortamets in thichrass of the First, second andl Hac
fasprs ane 25140, dnd 3a namometors squad, what is th
varumee of the thichnss of the final Product ?
S| LEX Xa, Xs and X be random variahles tot drncte tg thideness
of the huspective fans, anol the final product. Then
Xe Xt Xa + Xz
~ ast4or30= Sum
"Bye, VoKl= Vix Vera) + VO) i
Mean dnd Variance of an Avroge 7
Te Ke M+kat--tXp~ wit, EGD=A Per b= 120 fy
t
thin EG)2
FX, x5...) Xp are independent wlth V(Xe)= o for i=1,2,-~f
Vk) =
Peng: ( Proog. is vou simple by Wing (0) aml (3) '
By E(X) = 1 Ex) +L E(xn) +- +L EXp)
i Fe é a+ A p
= Ayh, _..4+K
tetera 5"
he ptm,
Stmifarly , 5 =
1@, VX) = Lh vex) +L Vr) + -+ LV Op)
Be e er
= a 3. a
PR tat te ee
Nr
$i p Dahiiaee
/ // Bibedech Propesty of the Namal Distribution @
TF Xi Xa, -- Xp ore ini adeet, noel, Aandem varlable,
bith E(xi)= Aj dud V(X) = of for b= di--of,
Y= OX +eaXg4-- of Cee
isa nomal Random Variable wit
Ey) = Oy My +O Hat + BAB
al Vy) =
Oe aa a: ta
UT FGG tH +e
Out
Leb-tha Adudlow vontables % doa! io, cldugte the Ltngth ane aid
naspoctinly cf a manufactuacd port Assume thot Xr ls normal
Laith E(X%) lys) = P[Yoee > Ws My)
oy. oy)
S = Ins-1y] = pP[z> 1
= Page > Maat) = C22)
= [-P(X< 112)
= |-0.96g643 = 01/3 (by normal
lima AL olist. table)
p> eel GES aap
Subpose that X isa AAanclom vaslable with probability listibube
F(x). Let Yo htnd oleprne @ one-to-one tyametommation beftven the
Valu, Of X and Y.so thot Hy equation y= bO) cam be solveol
Uniquely. Fos x in terms of y . Ler-tNs :
Then -the probability distaibubion of the Atudom venable Yis
(fos X- cliscrste)
and Fylyi= FeCuCyT IT CPr x catinacwe)
thie is called the Jacobian of the “teranstrom atic
Anal the abs olde value of Tis used,
Cur Lux bea geamehaic hdndom vaNdble with Probability distribution
Fn = pups eevee
Find-the probability disthilohn dy =x*.
Sol Since X707 the Tramsfermation Y= Rel ares ore Oo)
yar Ss xaly¢= ey)
[he 4 tpl] | Ch binomual exponsion)
Mean ama! Variance of the binomial AQmdom vantable, by m.9F,
catnememgt igre fs eer
Poche pee,
‘ = op $4Cr-piy" Sop
=0 / Da. Nishe Gupte
a 3)
Similaty al [En] GY
tL oO
a
fe lbp l,.
ff [epee
=f bE (pee cep) + ape. (1 tee
ln=0
= ptr (nif = prop np-
e t oe
"Variance = oe wl” = uhm
= mprtfong phe nptl
Note: We con fone igttnn bs Poisson admolm variable. (ery)
Moment Cremerating. Function for a Nowmal Redon, Variable
My ECE)
- 14
= (er eta
