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Statistics For Machine Learning

The document discusses the basics of probability, including definitions of experiments, outcomes, events, and types of probability such as classical, empirical, and subjective. It explains key concepts like sample space, mutually exclusive events, and dependent versus independent events, along with the axioms of probability. Additionally, it covers conditional probability and Bayes' theorem, providing examples and applications in various contexts.

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jonnada koushik
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© © All Rights Reserved
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0% found this document useful (0 votes)
8 views92 pages

Statistics For Machine Learning

The document discusses the basics of probability, including definitions of experiments, outcomes, events, and types of probability such as classical, empirical, and subjective. It explains key concepts like sample space, mutually exclusive events, and dependent versus independent events, along with the axioms of probability. Additionally, it covers conditional probability and Bayes' theorem, providing examples and applications in various contexts.

Uploaded by

jonnada koushik
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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Basics oh Probablity dbeony

1)EpeHiment An opuation ohich cao pioduCe Some well


-dehoed oul come (s).
They art hoo ypes

Detexministic epeximent
Probabilisthc eipeximeni O1 fRavdom etpeimeot

Randonm Expestiment when the expevimeni 1s vepeated undu


the idenical Cond:tions, if it do not pxoduce dhe Sorme OuB come

evewy fimc called Random expetiment


The all possibilRies of the ¬npetiment are known in advance

kntun in
he enact resuH of etptiment (outcome) is not
advan ce
he
eptimeni must be Conducted vnde essential and
identical Condtons.
e Tossing a a r coin wowing adie.

9event:
event The collections of he outcomes pt the vandom Expoi
genestatly denoted
eot a1e called events. the events aie

ete.
D AB,c. .-Dy A Pa ,Aa--- -n
del Df all possible eents in he vandom eipeii
mple Space: he
t is geneially by s 0» o
ment is called Sample Spoce.
Cach element 0f daople Space is calle
d a Sample po
CA n tossing a fais Coin (R 6), dheue are hoo pOssible

outcomes head (41) and (T)


tail

Somple Space is 8- ChT) nís) =2


hasShve cveots hx tlal numbe ofcents in he Sam
Sample s
S Called eihaustive cvents 4 is denoted by n(s).

lytually Ciclusive cveols: he kapprning b anyone events ing


ample epoe e precludes Ibe happering of any othet eventsin
diomple space then those hoo events ave Said tb be mutually
Exclusive event 9f Aanod 8 Qre any tuoo mutually ?1clus.
events then AUB-
Deperdent g Tndeporxdent fvents :
dn
any ordom perent
Of events the tappeoog or 0on
happering of an event 0r a set of e
doesn depend on any othe events occusing in he Same Banple
hen Hhose even 6 ae Said lo be
n
îndepeodecot events bthexise the Cen
Qve Said to be
dependeot
Savorable event he most iLeliness foy
Qppearing an event is e
Ho be a fvoNable event
9) Cthausthive Erent: the tolal numby of evenks in arardon apetiment
is called 8thaushve event

Definition of probabily
The-fous &chools of -hougbt on deiniton oB probabl Qre
Mathemaico definition I classical dekinition/piipii probabi
tah stical mpirical |Relative (oaplace
kequenty appoaeb] pesleio
3iornatic| moclesn lcaleulus (kolmo (vonmu sies/

) dubjective probalts I govov


Judgnent pobabil hs Imaoagewial p proach
Malhemoatical de lioition duppose avandom is
timent

Coodueted consisting of a
sauple ith
oith
tla
nqually likely eeots
events
p gpace
l e 8pace n
bet 'm be.
mutually Srclusive and equally oy hen the
Probabilhty of hoppening of an event RLely
Eent eisdeoted by pCe) and 3gucn
by PCc) c is denttec
exhash ve
PCe)-The np.of savosable no-of
cases to he
T0
event|/ihe
be eveot e Cases
PCc)--PCe)
pCe) +PCe) =1
RmaLs betuoeenoand
is lies
)The phobobility
ben-tbe event ¬
is colled onimpossible Event
)4 PCe) =0 called a ceuloioeven
he event 6is
)4f PCE) =I,fheo
epeyiment is conductecd nhmeg
gtalisticoaf definition: 9 an
then 0 Poriculoty
volues of n) Unde e3se nlial conditons.
(fov tange
eventeis obSeuved Ond is Occuing
o fimes theo probolility for
the event ¬ denoled by PCe)is qiven by
PCe) obseved tiequercy l obsewed Sarmple Seeln) (wher
=

Pe)-im2mlo nislage Enoug

AIomahc definition includes both mathematica


The delinhion
that
a0d StafiSthcal de finihion to tbe probabilly 4n addhono
COnaho0S
Probability mst Satisfu tbe tollouoing tbvee
()-Aom of postiwity Pce) -o
18) 4riom ol cextainty [P(s) ) =

(0) Axiom of Onion[pCAUA)=P(A)+P(Pa,f A0AaP


e Ood Ay Ove tuwo
mutually Ficluswe o disjoiot events
bjechve pohabilty' be Subiec tive pobabifty is a managewa
PProach making dubiechive decisions fo geoctal, a judge toil qe
Judgment ohich is a Subjectve Conclusion contaninq a set o
ofatements,in aoy paficulast Case based on whaleveN lbe evidence
heu
C e P10ducing aod also hased on he beliel's of the peuSOns

h a
cooelusion is called
Subjechive ôubjechve pecbobilit
pes b pcbabilities
Thewe ae bree fypes of probabilities hose
Morginal 1) oiot ) Concilionol
1 A Ond B ae Qny tuo0 evenls tccai in he Sample Space S
dnod let n and e' ave the Cormptemeol avy eve nls of aod B
teSpechve ly. The occuvence of evenls i e Ymple pore is
PreSent ed be louo
aNgina pvobailty the indviduol evend OCCurence þrobo
S
called monginel probaST4.
Cxomple pA. loto)Inj ple)-0t%l-

Ce)- Chdlo
i PYDbabilty, The probabi hy conrespords o lbe DCeurert
Of movehan One event în the Soople Spac e is colled biot
mck
Crormple P(Ane)=olh; P(nO) CInb P[A°OsS)=-dlo
COional probablily: he
probability -tor oo erent A cu ring
Ofthe bcCuence ot anothey event 8 ohich is already ccuss
Called a Conoliional pobabilty which is denoted bH PlAl8
eNanple pnle)- ola+s)1 PCelp)-ofec); P(sla) =d|tbtd)

Bayes heorern
et ti, ea- En are n
muBually enclusive evenBs Such
ba p C¬i) + 6
and let A be any 0beH event 8uth that PP0
and AcU e heo

P Cerla)= PCei).PCa) Cei)


E PCei) ptnlci )|
=

P100

-AO Coci)

Cnoc)unoca). (AOeo)
ply pob on B,S

PCA)-P (noea) u(o0¬a) (no¬n)


P(0060)
-P 9oe,) +PCAoeg)+

e ' s ave dissoint


PCe)-2 p(AoCi)
PCo)- PCei) p (al c) 0
i=

Coosidle p Cerle) PCGi0a)


PCA)
PCerla) - PCer) pCale)

2PCe)P(Aler)
bo6 fae fo machines A. B, c manufactures
in a
heit Oud puf
80 , 30, 50|. of to ta o{
he
boll is dawn
ae defeoclive
a
and 6,31 atbd g:1 Pind he
ranodom ano Pouod lo be deleclive
at
manulaclunes om
hat it is
Probabilties
) Machine B ) Machine c
Machine -

Sel
machine
se-l C,be -lhe eveni of bot om

00
bolt O m Mochine B
e t ¬g be h e even o

PCea) - 30 0 3
Machine-C
eveni of bolt hom
pe be-lhe
60 0.5.
PCes)
>bet9 de-feetive..

P Cale) > P(nl¬a) -3 P(als)-


100 00

006 03

PCeln) PCe) P(nle)_


3
PCc:) (nlet)

Consideg
p¬«Jp(ale) +P(¢a)pColks)-+ P(¬3)P(ale Jplale
+ (os)(o 3)+ lo s) (oa)
8 ) Co 6)
0.03
P Ceda)
0 6
1DO 10O-0 3

.031

P Ccola) -o 99

)PCCal ) -

D39

C f-be 3 men -lhe chonees oB polrticotn.bußinec


men and an acalemocian wl be a ppointecd as ya
ce
Chancele a on'eS.tae 05, 0.3,0.2 gHespeites
Probabilites hat -tbe ueseouch
is p10motecd by the
6.3,0.4,0.3 lepectiVe
delexmine he prohlbilder Ihat the geseaueb is
Pronate.
44 beseach promoted what,sbe probabilytb
is ao cademiclan.

Sol
el be the eve politician appoioted as vc
PCe) ->05.
P CCa)0:3busioeJS meo)
PCC)0.a Cacademaciaro)
VC Reseaoch is promolecd.
PCnle)03 p(alea)->o:1 p(olea)->0
P Co) P)P(plei)
PCcp(nle)
0 5 (0.3) + 0.3(0. )+ oa (08)
0.5
acacdemaoian
P obabiliHy lov
an

PCs) Pnla)
P CCalo)-
P (n)

o a)(o)
0 . 304
s1 Colaining i white, aTed
Thede aste 3 bogs
37ed,
and bag coolaining a wbite
3 9aeen balls;
37d baq Conigininq 3 ohite IYed
9veen balls,
balls drawn 4om
a baq chcesen
balls
&qreen ishite and! ved
lound-o be A
hese ase
al andom batl do drauwn
came

had b e
probabity
Jindtbe

drOmbe aPd baq

T 3R G
P(¬a) =Va.
D3w 1R 3G >PCC3) Y3
>1WaiR> P (AJ¬ ) > C C L
balls

P(Ala) a 3c)

PColea) 3C lCL
PCegla) PCes) (»lea)
PCC)-P (alEi)
Rorclom vasliable
lOssing of o coin a coing

-Ht,47,T4,7
3-,T 1,,0D
,0

R (o1o0
X 0 0 of heads P) Y u Yy

PC) Y
*Tuoo -lypes of Rondorn vatiable
Ofscree andom vaíable
Continuous andom vatiabe.

Prob uctions
Prob Mass-fn:(Pmf)

x -

Dis CYete ev

P ) >p1ob dis fn
a) pob density fn (Pdi)
- C O n t Rv

) fct)=0 vi

) f a )di =|
-C

Dis1n ) P(xs)
of a ce let aeprC.Sepls um of dhe
C1nsoling
-luoo dice flod probabil dstubution -function
dis huburlioo fune tion
8olPolling of a dce
8um of odic e

X 3 6 89 10 11 12

30

Ex oy Discerle dishubuion func fion


S
X01
PLx): o k 3

)ind value

ti) PCx 6 PCx26) Plo<x<6); P(os xsu)


ti) 4f PCxek) > 6.S, find tbe mioimum value c

i) FC)

3 S

0.17
4() 0 0.1 0. 08 o.g 001 0.0a

0 3 O.s o8o81 0.83 0


00.1
PCA)
PC

PCaG)
P1G) p(t-0)+P(i) +P(a)+ Ps)+pCu)-p()
0.81
PCx6) P(6)+P()
=

0.19.

pla)+ P($)t
P(4).
Ploex s) = PC)-+

0.8
PC3)+P(u)
u) = p(o)-+p()+ P(a)+
.

"OX

0.8/.
PCl)-y. 0-1
k-I-plx=1)-P(o)t PC1)

-a p(1a) plo)+PCi)+PLO)-=D.3
3 P Cyea) »plo)+ p()-+?la)4P(a)=0S
ku p (xeu)-KO)Aplu) +Pla)t Pls)+Plu)=0=

iv Mean = ¬Cx)- i1plx)

Ox0+x0.1+ 3 x0a+3 *0a +UXO3+S x0.0


T6X0.0a +tx0-1
3b6
v vOtiance =¬C)-mea

etp(1)-Mean*
s0.0
Ox0tx0.1*axO 2 +8*O.a+ux0:3
t6x0-03 +x0.7-Meao
3.uouAy
4f fs a continuous Yandom vaslia ble Kaving
ia ble hoving
li0ns
Probabilry densily -func
Del c
f) c(Ly -8x)
0.u
O
o
iod)cvalue ) PCz1) i) 1

1hat1C) d1
Soluk =)

c Cut-3 d1

8 -

C 38)318
) -S3 (u-a) j o<i<

0.u
O

) PC1a Cux-)d

u2 157

1-l)
Meao -

c() fa)d1

o ¬ (1)- Mean
Cx) d Mean

ux- D1)d1 -Mean2

Cu3-83) di - Mean

Mean

-
0a
Ex>4 1 is a contineouJ aodom vasuiable favy

Probabilly deosidy lunelions


fC-V Sit041 4T
lind Mean and vasíance
Dishabukions
3108192

Bmomial 7 piscorle v
paissinPC1)-(pmi)
unitorm. 7
uNOvmal
Condinu0uS TV
Cpoenflal ca)-(pdf)

Bipomial.dtstibihon To define Enoial


need td Kno
Po3t Ie
Jamcs. Bl 9dulli about BeTnoull

P+
Pa P
PCa)=P'(-P)
Birorial oist
nindep tatls.
P Constont.
-X|
PC)-()(-P)-0,12 )

xblop
X00te
olistibuthon=0P
Binomiad
) Mean
aoHiance of

Poisson dislibuiion
X PCA)
PCA)eAX XD,1,9
XNOte
Mean=A
Vaxiance-.

>C 10 Coins aNC. thvougn Siocousioudly find he


Poababiliy of geting lteast 1 heods
i)Eocly
6 heads.
Sol2> oct xwbCnP)

PCa)- ()P*; x: 0,,2.-


D=bp=y 9=l-P

PCatteast #H) = p Cxz7)

PC1 )tp(8)+Pla)+P1o)
[,StAJ--JEG-IG
=0. +0 0u3t0.b09+ 0.000

)PCexacily 6t)-PCx=6)

-0.205 1J.
xout of 80o faeilies ofib Sehildsens eoch
ldu
maoy oadd exact to have
38oys )5ts )cithe &01 88 v Atleooto
5 Su
ane cqual piobahdItIes -lov Boys ond9
m e

Sol bet Xnsb(n,p)

PC-()';0.1.2,3-

) Px3)-53) (
1NO Di-amilies hbal 38 oMe =0:31 X 800
ay96
250familics
0

0.031
000 Samilies Hbat 5 ae = 0.031 x 800.
.a5 famties
)PCx-a)-1p(x-3) 3

T + [3)HT
>0-695
' 00 0f tamtlie s
0.Gas x800
=S00

-PC1z)
-PCx=0)
32
3 32
0.168
D968 800

a he Meao and Vatianee ol eionomio Ji


rspeelively lind
ol Gven a l Meao-Dp
vatianee Dp
Mean - =DP vaottance 8/

nCo a)- 98/5


08
P 1-08

C u b e Mean anol vasttonce a Bionomial vasable

w t h Patomeleus'n'and P'ase o and 8 find

)PC) ")pC12a),
let Mean 16
Sol vauianc e = 8

XblD,P)

PCAD-(D) 0 , l u - n.

Mean 6- DP
(o.s)=-16 hp 8
o9-8
-0S-0 S
) P(1=1)

1-PC11)
PC1 o
1-3%C b.s (os)
-Co s) 099
) P(1 a) -
1-PCxea)
-PCt-o) +P(x=i)+P-)
1-fCo.5+ (,)(os(o s+ [Yoio
0999
induclffe a bad
F Abe probabi lity AbaB an

Heachon éom a cetain s Po


de tesimine the psobabilty thoat out of 000 indi vuha
Oone
Eactly 3 11) mo01e 4hao a îndiviual i)
bad Heacthon
dban 4 iodiviual &utfes
a
Move
Sol>n =200D 3) PC) 1-P(x=a) =

P D.001 1P1-0+ PC)+Pa)


p=
A =
3do0x 0.D0) -1+a+8
A=
bet x op(A) 033
PCA)-e"A* X01,213. Tu PCx =o)
) pCx 3) 2 >e
e 0.18 D
3
iPC1) =1-P(xe
Plo)+ PC)

0 En O. 593.
Avestage numbeis of accfdent on any data Ong
ational higbuoay is8.fiod the probakility 4bat
Op af accidends ate
i) AAleast I 1R) Almost =
=

Sol koet x opC)


1:0,1-
GAT A=1-8
() PCe)=I-Plx<)D
>1-P(x=0)
-EC-a)
=>-e
>0.834

) PC1e) =p(x#0)+plx=i)

t i3
2se 0-u6,
Cu x í6 a porssfon vaiant Such 1hat 3p(x=4)-y

pC1 a)tPC1 =o) find ) Meon of ) probabi1y of


p(1).
Sol>bel 1 op())

X0,1

Giveo Hbrl 3p(x=u)-a PCx =a)+ pCx=0)


3eA

a-8 =0

-a 0

a Mean Of xX.
) PC14a) =p(1=o)t P) +P»)
3

0.61 daa
thastioo lo -he -Sollowing
binomial di's
X a
3 5 6
X 0 58 33 16 q.
25 5 68
ye
eq 13

3StSa
+S8---
tu)
$o Mean tix 1 3t
N
Ox133tIxastX53t +6AY
Meon- 1

o v e Mean Ov Aionmial dis p

p-3.615

P-0tus
- D uus

betxo blnp)
ps)- )ta n- 1
o; 0, - n.

setxo->p(=o)-(6)(ouus)°(o sss)
0 029
perted heq Nxp()
&pOxD 039
S8u6

Let- Plx-)-
E fse
Plx)

Pl-0)
noumoal vaMint gith mean 30 and olandald5
sA s a
o 1)
So P (26<1< uo) i) PCx >us

Sol bel xo A (M,0)

AC) c
oet X-

PCa6 4uo)=P&6-30- u030


6 5

P-0.8 stD)4PCdez4a)
P(De20.8)+ P(04T4a
Cey Syomekic)/
b8881 +0.y112 -o0

D . 653

PCzus-p(zz U6-50
PCaz3)
> Ploers80)
0.y981

0.33 13
\he mean ba uftlatn duviadon
In 8ample of obo0 case
Hobe
b e dishufion
ass ume
nd dlaodad
dludeot Scove bluw 12
IS houo
DOxma )hoo maoy
Scove belouo 18/
Many Ceove abovc 18 in) hous many
) PC18) PCz
PCT G)

-0.qusS T=0 6
>D.05u8
The no-of StudelS 8Core above 18 iS

10D0 xb.Dsu8 su8 S5aStudenBs

) PC 18)p(t4 84
P Crel6)

P o zer6o
+0uusa.
0,9uS2
IO00 x 0.9us2. =qus2
Piod Meao ond voionre bo a l diatrutioo irn
shich1 of Herns aole
ondes 35 00d 811 aue onde

63
SolP (1e 35) --o.o1 PCx63)-089
PC163) = 1-089
0-1.

D.11

35 1 63

When = 3 5 - 309

63 63-1 T2 (Say)->

T1orn fiq p(o2t )-0.31

PCo< t1) = 0.u3


1-U8

vom e
35-R -|48
eg b8 .23>(
ONII
1-09-

Chebyshev 's inequality


vasiable orth mean and vou
is a andom
value . oe bave
h e n Jor any pos'tive

P(lx-ul=k)
k2

P00f>let x be a
cootibus Yandom
CDntibus Yanodon vouiable
vasiable with
Phobab y densiBy -Juncion fCv) an dl>o
leA us
de îine
-A ano)
= 1:11-ulzk

A=f1-u|<k
Bu definaioo vasiance oe have a= 6[C1-u

) -Mean
C-Aul) FCDd
-)tjdt+ a0cdd
C-urajd
when 1eA,(1-u)9teplaceel by k, tesse q
Z CA)d- A
C)d
2

P(1-ulzt) 7O
By Complimenlaoy
PIx-ult) >1- )
fo wbeue
be inequaliy was proved Only Case

13aContinuous andom Vao!fable but


is equal
valicd-fov discvelc tandom vaiable.

>Mask0v3 incqualily
3TxS a Hanclom vauiable hat Hakes ooly non-nech
alues 4hen tov any value a 0'-lben pnelp { ea

PYcef
ith
le b e a continuous vandom vasiable
ProbabilHy density -funeton fo)
Consiolest E] aAC) da
=

>Mny varddom vasfiable defnes vom -


hy o 0

fCa)dx [ i s iatiog coly


non-ve values

1 fC1)dx +x-fCv)d
a

tepheinq xLoiih a
a tesse 9uaoiity.
a f)d

a-fC)d
c > ap(12b)
CC)
PCa)
C uppose ii is onouon 1hatIhe no-0f HeoS
tHemS P10ducie
pioduc
in afac tory duving a leek.isa st.Y odh mean on
ushal is ibe probability lbaf bis weeks produchicn
vaviarce of a weeks
totll be atleast 950 i) 3fbe
opoductioo is kondw ard equal -lo 50-1ben what prcbal

bal oeeks productioo øil be beluoeen 150 950


Nole importarcea of he narkov's and chebyshes
inequatify is Hhat hey enable us o derive Opp or

owe bounds on piobabilties when oly be mean or

both mean variance of -Ibe probability distubuhon


ane kondon
he pvobability distsibution of ibe vandona vatid
TS knouon we can
Compute mean vauiable d hey
Can able to compute he
pyokabilties Enactly +0wevey
in manny instances fnvolutnq thystcal pheno mean the

distribution is obt knouon inSuch cases chubyushe=


Inequalty qives us impinBb about-be vanolom vawicd.

CxSol>Mean-800
By mostkDV S i0eq ually p(x >a)
PC50)e200
SO S
=D.8
p(1 50) %
i vastiance 50

By chehshev's inequoly
P(1x- ) "
(ov) pClx-ul) z
e-Assume k= 50
P(11-900f2so) 50 002
SO
PtI-a0o|2 50 )1-0.0201
1 1e1 be ra ndom voriable wlh meon 13 and voria ntt as

Csing chebyshen's esual'ty given bound P(se1 a1)


SolBy che byshev's euality.
P(11-uls:)<
PC1-ul<k) zi-
A8sume 8 oith =13, o-S

P(11-13) 73) 0 39
6u

PC1-13 k) ^ó39D.6
let ollous x U[o) )0se Maskov's inequaliiy oget
an oppet bound Dn P(1 1 / ) 0se chebsshgv's inequaly
0get ao oppe bound onp >7/8)sith k=0S

Sol oet xou[0)


bta VavC Cb-a)
Mean (z)
(a) By Maukov s ioequaly
P(Ta) GC)

p "/8)* - 8 0.5
bBy cbeby shev's incqualty
2 0 32
0 25

PCIL-ul <k) >I- 0 68


o 05

bau9 of bar9e NumbS


eak taus df lage KJumbe
roumbe.
8ronq lQus of large
Cenhal limit Ahe Ovem C, CLT):
Xn

x-Co)

uoh et, X80mple Mea


= PoP
8id

h e Mean height of in a college is 1ss cms and Stonda


vSD= Is oha fs probabi lity ihat Jhe mea an

SD1S
egb 86 Studeods is 1s1 Cm.
Mean=155 Cm8 U
801
6 S n= a36

By centsal limit tbeorem

n
P(154)-pX-,15415
15

P < 0.)
00 0

0 S +P(04t 40.30)
OS+ 0. 88|
D.488ly
íntinite
"Ddlom&iople o? 8ize loo is aken kom an
ropuati0n haviog mean d6 and Vasia»ce. as6 lohat 1$the
wl be blw 455 and 8 PsK
Prpebability -Ibat
Sol Mean= +6.
VaHfante =2S6. n= 100

z =X-
Co,1) - O039 0 0.18

T- 8 6
PC45 4 8) =P 56
Tbo
&
356 356
10

= Pl-0.039 z 0.0f)
PC-0-039 7<)t PCoez -0.0fs)
PCo<. t e
0.©19) + P(oS s 0 Dfs)
A bask 4tlley aexivces Ctstone Standin9 in he
One by one pos Suppose Hhal 4be seuivces Abat T foY
lime as Mean 2 and vaviances we a8Sum.
um
Custom
b a t Ahe 6euivce lime f01 diieuend ime Customew

1odeperdent let y be total


time he bank 1elley Spende
3estving 50 Helleus: #ind. p(go <y<no)

ddl->n =50 = o=1


P C90y< 110)

P20 )
SO

PCI8<aa)

50

-c0-1uj D - )

P-yl< t4o)+ P(0e7eQ-1u)


PCoz4lul)+P Coet4l.u)
O.y a04t 0.ua0¥

Rondom DurmbeH Genetalion


Cottoy MeAhod
a Midolle. Squaxe Methodl.
3bineas Corgruential eneualoY
t p,atc) mDdm
=
1o[o,n oe. PsLCG
b[o, 9te. PR's
twhee 10 Sped Peudo Pondom no0's
a m,C ae +Ye Valued.

>Cstenciate to oniaovmandam nurnber án bluo the

intebl To.j Bytaking initial vatues a=Bf, m-3,


c o =33,

3ol> we have

t patc) modm
a 8 1 M S,C =4 10=3a
i= = (8a,37+9) mod as
a193 mod as

>a13 11.42
as
0.4x S
18
a193 moo 2S-18 0.420
i + = i ate) mod
a = C18 8t+9mod S
=>9 0.360
3= ( . 8449) mod as
0.680
as = I
Au (9.81 t9) mod 0 Sau

S 14.8449)mool ds =13

IS 0.600
G = 1 3 .87 +9)
mbd aS
14 0.s60
(Is.89+9 muol 2S
X
1g-(t4-874+9) mbd ds= R .080

- ( 8 4 49) mod = 8 0320


AiD
(8-83a19) mod asS- 5. 03200
SIOCSta-le u pesudo vaodom numbeus by bsi 0si0g
linea Congn uential Guenevalo1 o1b ttial values
- , m l00 , a -a68 C=4
Sol =D -

(49.263+ 40) mool 1o0 =004M8


a
(a D63++1) mool 100 9S 0.450
=

13 (9s
263t#1) mod 100 S6>0s60 =

Xu
(56.a63t41) mbo 100 =99=>b.990
GHenetate 1d more pr's
for 4be irst
pToblemBinOmin
-S.8t +9) mod as =19 0.46 0 a,03) (90-
-m B(1,05)
o .09) (9 >P*

0.U8
13
(12.8i+9) mod as- 3 0.1.
=
(3.8t+9) mod as= d0 0.8
15=20.8449) mool as= 4 0.96 0

Alb (au 8 +9mod as= da D.88


0
14-(83-81 +9) r00d as 23 0.98. =

18-23.84+9) mod as= 10 0.


A19(to81 49) mod as-y .16
0.a8
a0 u 8149) mod aS=
Raodom Oumbex Qentnation fov BeunOtdli distr bation=
X

PC) P
Fos n dina
if generate u[o,]
21 i P 4ben =| X=Sum neemouu
- P b e n x =D.

Gienuation of poissfon Random 0umbtls


T Ute^}

nurmbest sth he
E teneuate S poisafon random
u{Z 0-AV0¥S
Pauametesafor -he 9iven
Ui. o. 91 0.951 6.888 0.u8s 0.ba6 0.613 0.118
6.229 3a18 0.uiS
0.418 0.5a5 0.096 0.29
O488 O.615 6.lus
0.55 0.186 0.a95.

Sol A=8
=-0-1355s
Q = 0.91e

O.91 AD.9SI
= 0. 86S > ee
Ut.Ua =

~e *
Ut.ug.ug=0.41x0.95I x O888 =0.f68
IT
O.u3s= 0.33 e
u U2.u3 =
I
0.06 =0. 08 <e2
ug.uy=
I I
Qt. ua.
-1+I=S > - 4

.Gl3e -9
6.613AD.18 0.018<e
X-+

O.18>e

.1S=b.uu>e
0.aR x XD-1us D-06 26
+i 3 =a

0. 18 eE
0.418 x .5as= 0. 34 >e
0.418 x 0-5as xD.096 = 6.036 <
2

0 aa9xb.918 - O . 0 6 < e

*Cenealion of Exponenkia Random Nastíablesoune tes

loge
SolGenestate 10 ezponeoial vandom value o tbe aa

Pioblems
ai=logei
0.91 D.0u

0.95 0.0S

0 888 0.059
O.u3s 0.u16
0.086 .8.
0 . 6 1 5
0.au3

o.1y5 0.965

of 3tandostd n0o1mal Rws


Geneation

z- aloge.v)sin (an Oa).


NDoal Rondam MS
oyenetatioo o
X +TZ

ueneuate normal siand


om vasiabl&s -10
-10;T =a
r :2.

t-Calogeu)8io(aTo)
.IS
0.91 0.418
0.951 b sas -0.0u99 9.90
0 888 0.096 0.a46 10.S5

D.U3S 0.aa4 . 946 1.SS

0. Da6 0. 229 .648 IS3S


0-613 0. 318 0.94y I19
0S a 10
0.uis
0. a 2 0 5s9 -0. a 68 9.u6
6.61S 0.186 0.901 It8

0. S 0 a95 88 4 13. 4+

eenexate of Binomiaf Random No's -

numbeHs)
Giet state ui s (P6eolo 9tandom
X +X t X3 t Xn

B(310B(3,0 5) a) (u,o*5),

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