.

7

X g(x) (
). Y=g(X) fY(y) FY(y)
X.
,
Y = {y y = g(x), X = x} ,

Pr{Y = y } =

Pr{ X = x }

g ( x )= y

.7.1 : 4 () 4-.
PDF-, .. .
CDF-, ..
:
.5.5, .. X={1,2,3,4,5,6}.
pdf, .. .
PDF

Pr{X=x}

()
, Y={0,1} 1, 0.
: Y=g(X)

0 x {1,2,3,5,6}
g( X = x ) =
x =4
1
:
Pr{Y=1}=Pr{X=4} == 0.167
Pr{Y=0}=Pr{X=1}+Pr{X=2}+Pr{X=3}+Pr{X=5}+Pr{X=6} = 5 = 0.833

98

y
0
1

Pr{Y=y}
0.167
0.833

64: PDF

0.167 y = 0
f (y ) =
0.833 y = 1
65: PDF

66: PDF

CDF e:
Yy
y<0
0y<1
1y

Pr{Yy}
0
0.167
1.000

67: CDF

F (y) = 0.167
1

y<0
0 y <1
1 y

68: CDF

69: CDF

.7.2: : .
PDF- CDF- .
6? PDF- CDF- : = e
6, = e >6.
: (
).
( ) 2- 3 . ?
, .. ,
.24 2- 3-:

24
, ,...
.

99

2-, 3-

3-, 2-

.
89:

(1,1)=2

(2,1)=3

(3,1)=4

(4,1)=5

(5,1)=6

(6,1)=7

(1,2)=3

(2,2)=4

(3,2)=5

(4,2)=6

(5,2)=7

(6,2)=8

(1,3)=4

(2,3)=5

(3,3)=6

(4,3)=7

(5,3)=8

(6,3)=9

(1,4)=5

(2,4)=6

(3,4)=7

(4,4)=8

(5,4)=9

(6,4)=10

(1,5)=6

(2,5)=7

(3,5)=8

(4,5)=9

(5,5)=10

(6,5)=11

(1,6)=7

(2,6)=8

(3,6)=9

(4,6)=10

(5,6)=11

(6,6)=12

66=36 .
1/36.
, (5) 6.
, ={ 6-} Pr(A) =

5
0.139
36

={ }, ..
={2,3,4,5,6,7,8,9,10,11,12} 90 :
90: PDF

10

11

12

Pr(X=x)

1
36

2
36

3
36

4
36

5
36

6
36

5
36

4
36

3
36

2
36

1
36

0.028 0.056 0.083 0.111 0.139 0.167 0.139 0.111 0.083 0.056 0.028 =1.001

91: CDF

<2 <3 <4 <5 <6 <7 <8 <9 <10 <11 <12 12
Pr(X<x) 0 0.028 0.084 0.167 0.278 0.417 0.584 0.723 0.834 0.917 0.973 1
6 91,
.. Pr(x6)=Pr(x<7)=0.417
, Y={0,1}
1, 0. : Y=g(X)

0 x {7,8,9,10,11,12}
g( X = x ) =
x {1,2,3,4,5, 6}
1
Pr{Y=1}=Pr{x6}= 0.417=p
Pr{Y=0}=1-p=1- 0.417=0.583
92: PDF /

93: CDF /

y
0
1
Pr(Y=y) 0.583 0.417

y
<0
<1
Pr(Y<y) 0 0.583

=1

1
1
100