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    basics of probability.

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    basics of probability.

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    © All Rights Reserved
    Download as RTF, PDF or read online from Scribd
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    3 views7 pages

    Probability

    Uploaded by

    Shubham
    basics of probability.

    Copyright:

    © All Rights Reserved
    Download as RTF, PDF or read online from Scribd
    Flag for inappropriate content
    of 7
    Example 2.24 Let X be uniformly distributed over (0, 1). Calculate E[X*]. Solution: Letting ¥Y = X°, we calculate the distribution of Y as follows. For O0 (b) If.X is.a continuous random variable with probability density function f(x), then for any real-valued function g, EIgcol= J geo sooas . Var(x) = FLX — evn] 1X7] — (EX)? Var(X) = Joint Distribution Functions Fa,b)= PIX 0 ‘We say that X and ¥ are jointly continuous if there exists a function f(x, y), defined for all real x and y, having the property that for all sets A and B of real numbers pucearesy= ff f so.yacay BDA ‘The function f(x, y) is ealled the joint probability density function of X and ¥. The probability density of X can be obtained from a knowledge of f (x, y) by the following reasoning: PIX cA} = PIX € A, (—00, 00)} = ff tenaray = J peas is thus the probability density function of X.. Similarly, the probability density function of ¥ is given by 7 or= [- fo.9ax Because a pb F(a,b) = P(X

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