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Math 2

The document discusses various concepts related to probability and random variables, including discrete and continuous random variables, probability density functions (PDF), and cumulative distribution functions (CDF). It also covers specific distributions such as binomial and exponential distributions, providing formulas and examples for calculating probabilities. Additionally, the document outlines properties of these functions and their applications in statistical analysis.
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0% found this document useful (0 votes)
16 views25 pages

Math 2

The document discusses various concepts related to probability and random variables, including discrete and continuous random variables, probability density functions (PDF), and cumulative distribution functions (CDF). It also covers specific distributions such as binomial and exponential distributions, providing formulas and examples for calculating probabilities. Additionally, the document outlines properties of these functions and their applications in statistical analysis.
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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6O A etmakes m entor u l e ng a A t

O.SZob tke tme, uthat s the prbabiliTy of me

e v r m 0 JttenA,
t A be the tuet o6 envor tihat occuura eracty
c e o t of lo etters
CA) oCx 0.s(1-0.s)z(o x (o.s) (o s)9
lox (o.5) 0
70 2 SI 2
.1
&ue End the chances Ge thn0wing ten wth b0
cli ce
L t u dice tle total uneen ob po4ible
COnaimauans iy tqual to z /296
The muuae Oh peAailble c0uttuons do get Dare

mdot
f16,2,1,1) pe31ble uay ane
md 01 3,l,1)> "

t2t/2tttt4tGty
24
als CN (S,1,2) 2
CV 2,2,2)-" I
.PA) 9o
(vl) 3,3,2,2)7 I 6
A) Ni1)(33)
(v}1) (Y,3, 2,1)2 u 2 24 maPping olr
R Pot

The Kanolen Vaable, SamnplLe


Censiden aramdem e^penime
/aed
Ewth Sannple space Sand C value
J s awy t u o e 06 t e expenim c t .
Cey icler a uncuoX t e t aAiGms real nXCS) t s
eey . Them X () Colled a ramclem vaiab le.
X knsn
Tae Set 9fal Pomible values of
Aamge_ Spcce amd demOted hy Bx.

heamdea vamable y maps h e etine Sanple

Tcamethen smple Space Rx-


Ex1.6pauad oming a Cem
S HT-
Lemide a yamcltwn vaniahle XLS) toct maA he.
Sample Space te arealvalue.
X{heasls) 2 1, x(ta)

S
S, re
S.To
Rx
x 2. Ting ety tiwe ceins S:Mn, TH, HT, T13
sx(H) 2, X[HT) =1:XTH),x(TT):o

TM
HT
expenimR mapPinG To Yeal
Vauue

Assignimt Prebalb| l[ty e a rnolam VanicbIe


PTT)PCTA)2 PHT) 2PCHH)
fx0,a
PHT TE)
9 we cIder u e evet (X=o) hen we hae
x-o)y Px1) PCX=2)-
Table: Bamtlamaiable amd omigned pYobab1lties
X
PX) LYy2
.2 The Sample sPace þer an xpenumemA
2.C
S: (0,1,2,3) h t a l t h e peble valuas
COtte b0 lOwmg xamdlEm Vaiable4
C4 X- 2S (6) s- CC) Xz
St

Ca) X> 2SS X (o, 2,u,


ch) X2 sL 2 - , 0,3,
(C) X*
Clalicatiensh Yanclem Vonable

i muGAs A Catimueus vtnclta vaniable ds


n hauing q_Ceatium etuy NGmgR ValiA
X b<X$Y
Dbo Adndi randloM vahLable ly ame
that may taka dnly _olu eila valuwsA
X2 04X-S, xEN
1) Myed _A miyed yamclo Vanuable i ut
both disonete amd t nl@s Values.
Xa0,, L,3, y<x<I, lo-
Di bitea hum t i a n ' T X be a1andlam Vaniable
Qmd x he a ne. t he eretbex takmra value
Jes ham e4ual ox [hen the emulature
Dintibulien gwmcton CcDF ohxiyclemekec byu
x) P(xEx)
And Fx (x) densted t t e pYoubility t d t tha
value tht
randem vamiable x takes a a

AesM than e q u a l .
E)
F

CDF ot clisonele runclom CDF oimuus


n d O m Vawu aLle
Vamaole

Propetas of CDF,-

(ii)Fx(- 0 Fxlt o)=1


11) F (E) meneteml en-clecneasiug buncton

F X) F ) ST
Toble 2.2 z
FoYk|

Table 2 2 2 /4
t
ela) +o3
Fl) t )
2
01/o/21
Sons eltcel tCDE mdPDE
&ue 2.9 A Lammlatwe d i s t i b t e buretnon
2 28
aamclem vaniable X
gx) 1-(1+)e z>0 Find h paf I .

. l z ) 2 1- ( t ) e
CDF Fxc) t=)dr

20-xe (+*)e
ez e
e
PDE zeE ker 20

G210 T PDF QLa_Lantmueus Ynclem Vansable


2,23 X J3 E)2 ke , Find k amc E(z).

I>0 e
-2, z<oz e -1zl> e z<ko

ttaydz- ) d
.edz t k . e d | k (eT tkl-e)
kle-e)+kl-e+E) 2L
e
2 k(1-o)t(k)0+1)2
2KL 3
o
) Tobind ( ) , FxCz adz

KedrJke-lz
2 t [k e-zdlz

keFdz a kle t kC-)*


k K,edct
IKCe-e)tkeete)sl-o)
2<2-e 2 (2-e) I > 0
tk(-E1)

xl) (e
212 Find s Cemimlatu cstdbuten bunctia
229
lz esnesporcung to h e PDE
4L -a<z<a

Fxlz) t d x 2 d dz

z+T t
e212
20
220
(e n bundeda b KilA) that Sell
Jna day a Ymclhn Vaniable wth demity.
C O T<3
t) C5-)} 3ass
0 t enut) e

(a) he udhatValue i lz) w valid pDE 2


(b) what Tn prokebility h e nmaer o6 KKds
Kilo oh iCe 3kat U Le Sdd in a day
[ilm8he than 200 Kulos 19 beTTueom l So and uvekls
l
Ca) we kmeur hat ber valel PDE, J Cz) dza,
C OS <3-
L t h o n we
t|ccs-z)dz 1
) Crde

2
C(uc(2s-1 S9) 329

bb PCx>2) t r ) d z a41fr=d=|fek-
3

9) (as-s -1S2)

PS<yu) = ftz)dr+ff)dz
3
S 3 3

-1S+
2
4Soo- L.125) t ) (6,vv0-11z)
0.7S
X4. 87S 2

o/o2/21
(PD)
ppF A pretnbl1ty doyity bncke preoab1lidy
Kyuidaya Snple dy ubon e dne
wtL a Yomcdem
vauable,
0ss eciaded
Mocthetially h(r)a Am PCrsX< ztdr)
d
Fen aimuSy ranckam C)lim Fxtdr)-F()
Vanuable dxo dd
dFx(z)
he probaloility cdesity 4ucluo (PpF) S{ a
asndam
vauable the donivati of
k fh

PDEAis:a nbm ngtiye functos


) z)2 Thearsa wnctas the dcsidy bur tioi
a)Fx (F) 2Tu)cls
(iv) 4 ( z d zE C)-FxCa) P Ca<zsh)
e 2.17 The prehab1lrty clemalty uncon e4aanclem
vuuable given by
0<z<2
fy) =-x
ethenn e
Rth PDE Qncl Verihy wholhen t Valid t

z< l1-21
Fx() -z<0
1-2e-(1-
fr(xdxa zdzt [2z)dz
Ifaz-4
+C-2-at
) J q Valod denslty buncl
2 , 2 1 Find ne vaue a the covstak IK So th E
txl) k()-zi) 0Szc
the
afropen demsihy buncto ef a etanusu Ynd
dm
vamable
en a doarty uneluen o he (en
Valid,thas
pYofei)
o ScN
he endhentAztdz*T
funti
tx) kft-z3Jd kztdzfkdz O

t KCHece ber k 6,fk(z)sa prope


densrtytmctii
03/02/p
Distnt Duttbuluoa
A ual wth ny tue pGble suctuenR Called a
BernuuTialL
e s s ig a Le 12 Pess or hal S) dufective e no-
deheti

1-2]=1-
Gon abe ezapl4 we assign a Probilty Pof
Success then -p) he probabilty t ailne, o n a
e-(1- Sun s1.< pt4 21 421-b}
z)dz
a Samdem Vauable X Such tLat uhem the Otcone
of i u a l is "Sucees we dehume Xe nd uhen
e eutme s hawu debne X20 hem
the amd&n vamiable X iy Called Beanelli Randen
Vaniable _cl G pmf (rotabilit maeumction
i e m ay Pel)
2 L

t be depimed osPeCz)_ ( 0,
)
C1-p)(1-b), zz0

hne ane n imdepemclest tid tbemX Sand


hidnmal yamalem Nahicble w-th panam efe4
-

Pmf PC)(2)p(-P z:0),


New es callad a binemdal Ceetmueatt.
ne'-_ A maclaume prcduces e y in uanch luZ ane
d e e c t i e Even hewn t h e nmashine daan q Samp e
Size 20 nsesLbnI he SLmpl ta
ne deeiVe Aeems the openate d e s n o t SAP t h i
machine. h a t js Pelockeilt a a t I h

t X h e a Yomdem vanieble thetrepeseti t u


ne o depel tems um aSample o420o
ten The probalblitythat am tem iy
dopectue i lO 1 e p a 0 l Alse X obeu
tHe binnial d i s t i a t t n
-
Prl) ) C-P
z0,1,2, 20
h2°,pa 0.1}
Py)2 P ( x ) a (2)Ca. ) (og)
20-
P

Teprebablit ha e oachine { nat be


Aecd memma thene s no dehacR tes
20tems whose dnaws ben inspaIen)

co)PCo) flxo) ) to1)(o.


0,121SCapprox)

24
e Aam Vauable X has a lbinaial
distubten n t n lo Gncd p-0.LL
2Aen i PlX2y) , Px(1)_b) P(Xs2) (OP[2[yesS
nle abin@mial rgncl@m nable
PCX>q) C y [a1) (o.9) 2 0,0I|6

C PxE) P(X2) +PLX1)+ P(X-2)


2
(o.9)2 Y, to4jto
O.348 67 +0,33 7u2+0.1937
2 d9292

C P(2e z< s) 2 P(X22) PlXaa) +P(v2y)


20.1937 + 0 . 0 7 3 9 ta,olL6
2 0.262-

hue Altple hoeteshag Six dotians, eoch df


Lutth has y poMbe amSwens, What t h pYlabilty=
hat studetunl g L f u e mne them ew AuU

The prokoabilidy ehgat e u


yjatt guein9
Plx>u) Px) P(Ks) t Ptx-6)ü
Neu kenen and n Feupeuible Gosatens bor
ech qLuAti thene &nly
bgullmg_ceyruet amsuer2 p:l h
3
(not gcUn CUrttt

e a banemia ramcdom Vanable


PCxa)2 (n) (1-p) 20

NoTE
PlXas) R)
Pan
PCX-6)(

13S-+/8+1) 2 SY 2. 0376
4096
2.S
Pevsen Diitrbutunn A ducdR mdem Varuasle X

takn
takmg m e o the Valuos o,1, 2 Saicd t o he q
pessemrandem Vauchle w t h paramiker A wee A0,

Pxer)2 e-A k 0,, 2, A

2 e (a)

et (b

The CDE ) X iven ay

FelK)P(xsk) 0
eA
h poyn ravmdem vaniable donmityhumtcon Omd
tibtbiien bumatins Can be expYes ed a2y

lk)eE
ko
SCz-k)
and ExCk)eEA u(z-k
NoTE:- The pessm desubutiin may be uwed as On
approziomatien ber a bin@nial random vaiable urt
Panamten (n, P) whem n vey large n d þwy Small
At t h a t h e n prochucl np a modeda s Stze

re exanple No. ef taner G n n g aT a bamk


dunmz vahués lenvas of bme
2.S& A textbeek a CanKais u00_paqes bas 2S0 ehe
Lind h a probablity t h a l a v e n page e a u s

(b) 2 mene eeA.


Fee_n 100, A2hp 20

A Tmdem ponss VannLle XJs given by


e Ci

(a) plk-2) 2 e (-S)S/ SXSK e


2
b)PtK22) t-PCk») +Pek)}-(1)
Neu Plkzo)
Neur e () 0,3S

PLke1) ,33 4S

Suhat t t g in d1)
PR22) 21- . S3S2t0.33s2-0,86 972 0.133

6 2.2 lalls
6Page2.S)2
AASwtchbtand Com hamdle ewy 2uphone
mumule
pen mnuule i h e mcemivwg a l per
18. tind
Eoura posem distubutiien with pahammotn
in
pbabil1ty thal he sutdhbrarud jy gvenlead
a y ne munle Hne nziu, pGnmte
Az

XsaYunclao pasiom vaable Surthboand


oveloadednay.
Plx2)z eA,z20,1,3 21 P anlminutej
PCXz2):1-P(xLar

P(x>24): = eCt6)

2
e 14+12+

A Cwr kine hunom has Tuwe Ca, usch twras G


dlay day umhth 0 namcs e a la m eaele
day datibuted a aboe disthibuutien utt mea
`,(aleulala e prpeti o days oawliih nithen (a
wwed and tpropelié h daya kiu Sere
donandl Yebsed. glvem h a t e l S 0.2231

yien meam mz S e e - S 2 o, 223]


CO) The pYGpAtiem t dayn whem neilLen Can o uged
PlXa o) 2 eXm" e K(S) e o , 223)

Ch The pYsponkeo eh days Can wtuch Sone doynamd


etued epX22) 2l-Plxs 2)
-C P Xa o)-+ Plx=) +P(x 2)
2
em e +
e"Itmty) erUit.St (is}
-er .s 125 -0.2231C3.625
- 0 ,80b7 0. (9[3 *
de Brove tiaT Mer Jange values ah n,him Oal
dstiubuton Cam he PYAOn distribudi.
appYD Tnated Jo
t a bm muia randem vawale X wtL pan@msler M,A)
n d pmnf
Pxlz) 1(1- z 20,1,1,3,-
wmn u erug l n g e , h hicomas Ueny V e y Jans9 To
Calculata I t r q u n e d t a daNOP ar pp Tozmat.

milhodk0 lange values oh n. l t w debime a

ParamT_A
ASucla that [A2np veslba

tTtng value oP m equ" (


-(11)
Pe n (A(1A
2
nn1)(n-2). .. Cm+t-z) »E.A ((A)

)(-)(1=)x(1-

Neur 16 n

(1 -E A
NGur

ALso n

liPc(o)a xe e AT
imPr(o) e A wch y apovf.
Dotbtte
uL t xamolen Vanable X has he polmg Pfobability
(v)_
bu ctiom values OX-
2 3
V)
PCe0 k|21 2k3k

C hndK uJadate PCY&) t ) Plx2


N) PLOz<s) (V) Px4 a) Fiud e mimmun

(Ni) Deermine t h distiubutungumcie K

(aT ndk
pr) 7 1 2 0-tk+2k+3k{k+2k+2K+K =
he
2 foKtto/a - <-|e 0
2 16l Clst0 ~1(Kt)=o
(et) Ctok-1)2I2-,
bxethabilhhy Can net bi gatuue Sew th-

Ci) PlY< )
PCx ) a PLXao)t PlX=1) 4 P(Xe 2) P(x23)
tPCXy) PlXaS)
0 + k+2k t21I< 8 t K A

fo-
1eb
iy P(x26)
P lx26) 21-PCx< ) S | 1 nee
Deten
(N Pocxcs)
Plo<xes) a [X:1)4Ptx*2) +PlX=3) + Pxe), and
2 k+ 2 k 2k f3k
k
(P(Xsa) >;, B paztn by rdal e

gt PXeu) > s o ay]


V ) Te diytiabten buniliom Fy(z) o6 X siven íu
The hellewng tuble

3K 3kktKKk+2k9ktto
0
LPcx<z)l
6ue m an o d u a l aea tte asehag 0 l - fatd
CccicdeE Pen muth y 1 The wmber FaLedos
p e met pauous a pebA bn d a b u u uhts
h e probalbilty tLat methswl pas w h t
a t a l accidet.
yiunAa l, Ta C. b2AT IY 9(Lad)
t t Xhe t YGnden vauable h represenats
the s af acidot
P[x=e) a eb,
PCXo) e ) 2 o. 00243

6e A Tunclam varuable X kmeum t8 he poDn wL


A25 (0) Plat t e derstamd dtuibuhen bumotun
t T Kmdem Vaniablc cb) what i t h
pfebabil1ty ef ua e e t (DEXSG) A (o.259

neometuc Dtnibatie'
Detinitatien Suppea an e perumeatt A peabezmed
epeÁay Such t tha repetitiens a r indaPenelent
Omd on each reptitèn, the pretnbili-ty s4 Succem
a m c d sthct et- hailur q T h e n tle PDE G4
cthe yamlem vaniable X Ler w c h u e ne.6
e p e t t e s requinec t l a b i u t SuccoM ocawrs,
gum by PX=n)a pl) na 1,2,3
Le tho s i r t (n=) attempt m s t r e l u t a 4ailure.
amd the nt tal a Scces
repertua ( The geetic diatibution has
mino Les pispn
h Sum oLGeematbic yamdom Vaniclale y negatie
him@mial
Pree z Pzcopesty
OR 9 X i aGemduc Tmcdto vaab le, Shou
amakyticai tlet PCX ntk/x>n) Plxzk
Prset P x a ntk)z eq t k - i gtting Sucossm.
C(htk te ony)
Also PCX>n)2 PaM+ RMtl+Pqt P9t2 .

2 Pa C-tq tqq3t
pq
(11)
L,S PlX2nt/x>n) PCxn-t/<) p
P tt
kk-
-
PUX>n)
pq gettung SucosJn Kcttemptt}
pCxzk)

2S
ue 4 h e pretobility thaX a Studet posAa t a
Cramm.e equals 0,1, whot b the prohahilrt th
h e neia bewe tham S e p beare z a s n e s
The egamimaOn
Let X tue random vaniable sheuwing e Nua ben
& ems"
probablity t h t MeSAude wu pasb Jm les
Thn S attempo
Ptxcs)z Pixsy) Plx:1)t Pl Xa2)+ Plx23) PlYay)
P t q t q t ) z P1-9h
lCo.6)3

baueTe probability thaa Camdidata Cam pas

q)whect prelalility tho h pua i tt thid


C hat t e polalkility t t he pos kehera te
nd
ual2
0. 42=a. E0.4
ca Px 3) b a (o.6)(0,4)* 0.09
pXs3)2 pCxD Ple 2)
p X ) pt P. PLtaz o.lIt0.)
20,6XLY2 0.Py

Negatwe Binsal Dibutun'(PasCal)Aibite


Suppose a epea the u a l untl Succa)erScCa
a n d t h i hed Iusb takem l g Y Succi0A e Ç a l

PCxn) ( nar,3t1,Yt2,
in deh Ja git th ¢ucceso u a lu a l , tuene m t
be - Suwcwn n he resw (n)ucl.
a. Th Yobobtlity tuc a Cchut playe hS aa boundory
he bouundany Sixth balU
Tha pobability sttat q_oukit playen hus a
bomday
P a 0. 2s

T X 2 no. ot balls
PcX) ( ) (o. 25)"(1-9.2S)
2
Co,2sJ(0,7S)
A 2
312S'xg2 0. u2197

Scondetijtlen ctfzrP) doite tlu popabil,


h t Thene are x balurss preceding h e Succoss
in Czt) tials. Nor the Jast 1 a l t be a Succss
wrheaprotebility p.m the renuming (Et1) tYals
we pet have - ) ScceMAy wda0e prstoability
GiUem a y t e Jain@heral pYobability J byhe

epfesi
n i tfeteed Ln-pounod pY@Lablity theem

p r o a b i l t i es

ttz,){(zr)P P 2

A xCmelem vonu ossle X Saud t L0Lour q ogtu


bmamal disDubuita h pancmnlo Y and p
A pYobabtlidy mads
buncuen siven hy
Pxzz) pC)
Ottheryt)e
why h dutYibution
Called negke sirndanky ( Y-I
(
binial dstyioutuen
Also +Y-1 +Y- UztY-2).
+Y-2).. DY

)-T)-T-) (-z+2) (7-T+D}|


frtr-.(ra(z-20)
(
rebe-)t={r[PUS herwe
91,2

ipand pf- -0)


Lch Ahe CXtljtr ih he expcLmslen
9A p' Ct-q whh y a binenaal expawsien.
with 4negti index C1.e-Y). Hemte e dtributio-
k n o u n as ngalu blneua dtYibula

ALSs ro ptz) ( p ' z


20

p) 2 b9 epYeetG the proability tuncen


Cmd tie duy e t i vanuable daica bollBu-
Ais píbbubtlity bunahen Caled henegive
biewa Nanuate
Alsaig aand t42
a-Pa
ihen brem
herwne

7h t e general term n the lgatue bin&mad


expansie (a-e

Deduetie
P C 0,1,2
wnh tha probabtl1t emctten O
ge tuc cdyfYibiutien

Que-1 Pessem Dstbutuen as a n t g Case o{


t naGue hasmial distni buien,b3DÝS%
Such hat APxÄCnite)
Sol: Negcue binruial dhy iulatuen tonob peMon.
dyiubuttwm a) P 0 Such tlet *-A_

ptx) (z+Y)P kep

lim (z+T) tr1). (Yt1)T 98-P

m (tf+
20/n

A_Ctntuuy amclem vaneble x Sard To umlgmly


diythbuted oven the erual La,,) h e plf
X qAvem byt

AxC) b elseuuhwne
w t q<b
enea amed L ane eal cogtati
he cDE o6 a coluiuQy h n Yndan vaniable

du (z-q
C fr(u) du b-

)
A plst hapdt am CDE h a wGum Yancla
Vamable lhR wnpe Yaclam VGLble Lth er
eam amd Cm ranabley deuetat as U (o,L)

a b

Ca pdff cb) CDF

ney- Yy a Vadem vauate G B y diytvibted se


LS), bmd the prteability hathe Teey a4 t e
e uatim 4+yx +Yt2z0 ane beh real,

y Uy t (yta)e0 ho atbrtc20
2
+JY)ux(Y+1) Thena lane
2 X
y+16Y16Y-9t 0 othewu
8
67/03/

Lpenatos AsOeLaendd Vayuable


analom
Expeclaluans (q) ExAeTated waue of
Vacble
aus
e X he_a yamcla Vamalble h e n expesTAU
Yanden vanialle s denGtad h E(X)1s copmd u
6 ydibcele randern Varuabte md tuL
e cevsp pdiog p bil t e n ECO
TiP 2
PCx-x) P(xi)-
X Centinuguy m d e m Vannable and f )

w the coveop ondig P_DF h e


ECx)
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