Lec13 Random Variables

‫‪ .
7‬اﻟﻤﺘﻐﻴﺮات اﻟﻌﺸﻮاﺋﻴﺔ و اﻟﺘﻮزﻳﻌﺎت اﻻﺣﺘﻤﺎﻟﻴﺔ‬

‫ﺗﻌﺎرﻳﻒ وﻣﺼﻄﻠﺤﺎت‬ ‫▪‬
‫اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ اﻟﻤﺘﺼﻞ واﻟﻤﻨﻔﺼﻞ‬ ‫▪‬
‫اﻟﺘﻮﻗﻊ واﻟﺘﺒﺎﻳﻦ ﻟﻠﻤﺘﻐﻴﺮات اﻟﻌﺸﻮاﺋﻴﺔ‬ ‫▪‬
‫داﻟﺔ اﻟﻜﺘﻠﺔ اﻻﺣﺘﻤﺎﻟﻴﺔ وداﻟﺔ اﻟﻜﺜﺎﻓﺔ اﻻﺣﺘﻤﺎﻟﻴﺔ‬ ‫▪‬
‫ﺗﻮزﻳﻊ ذو اﻟﺤﺪﻳﻦ وﺧﻮاﺻﻪ‬ ‫▪‬
‫اﻟﺘﻮزﻳﻊ اﻟﻄﺒﻴﻌﻲ وﺧﻮاﺻﻪ‬ ‫▪‬
‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪1‬‬
‫‪ 1.7‬ﻣﻘﺪﻣﺔ‬
‫اﻟﺤﻮادث ‪ Í‬وﺻﻔﻴﺔ‬ ‫▪‬
‫ﺣﺎدﺛﺔ رﻣﻲ ﻗﻄﻌﺔ اﻟﻨﻘﻮد ‪ H :‬أو ‪T‬‬ ‫•‬
‫ﺣﺎدﺛﺔ ﻧﺘﻴﺠﺔ اﻟﻄﺎﻟﺐ ‪ :‬ﻧﺎﺟﺢ أو راﺳﺐ‬ ‫•‬
‫ﺣﺎدﺛﺔ ﺣﺎﻟﺔ اﻟﺠﻮ ‪ :‬ﻣﺸﻤﺲ أو ﻏﺎﺋﻢ أو ﻣﻤﻄﺮ‬ ‫•‬
‫وﺻﻒ ‪ :‬ﺻﻌﻮﺑﺔ اﻟﺘﺤﻠﻴﻞ رﻳﺎﺿﻴﺎ‬ ‫▪‬
‫ﻋﻨﺎﺻﺮ‬
‫ﺻﻔﻴﺔ‬
‫ﻋﻨﺎﺻﺮ اﻟﺤﺎدﺛﺔ ‪ Í‬ﻗﻴﻢ ﺣﻘﻴﻘﻴﺔ‬ ‫▪‬
‫اﻟﻨﻘﻮد ‪H , T :‬‬
‫اﻟﻄﺎﻟﺐ ‪P , F :‬‬
‫اﻟﺠﻮ ‪S , C , R :‬‬
‫ﻣﺘﻐﻴﺮ ﻋﺸﻮاﺋﻲ‬
‫ﻗﻴﻢ ﺣﻘﻴﻘﻴﺔ‬
‫‪0 , 1 , 2.5 , −1 , . . . .‬‬

‫‪ 2.7‬اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫ﺗﻌﺮﻳﻒ ‪:‬‬
‫اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ X‬اﻟﻤﻌﺮف ﻋﻠﻰ ﻓﻀﺎء اﻟﻌﻴﻨﺔ ‪ S‬هﻮ ﺗﻤﺜﻴﻞ‬
‫ﺣﻘﻴﻘﻲ )آﻤﻲ( ﻟﻌﻨﺎﺻﺮ ﻓﺮاغ اﻟﻌﻴﻨﺔ ‪ S‬ﺑﺤﻴﺚ ﻳﻌﻄﻲ اﻟﻤﺘﻐﻴﺮ‬
‫اﻟﻌﺸﻮاﺋﻲ ‪ X‬ﻗﻴﻤﺔ وﺣﻴﺪة ﻟﻜﻞ ﻋﻨﺼﺮ ﻓﻲ ‪. S‬‬
‫أﻧﻮاع اﻟﻤﺘﻐﻴﺮات‪:‬‬
‫‪Discrete Random Variables‬‬ ‫‪ .1‬ﻣﺘﻐﻴﺮات ﻋﺸﻮاﺋﻴﺔ ﻣﻨﻔﺼﻠﺔ )ﻣﺘﻘﻄﻌﺔ(‬
‫ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪ H‬ﻓﻲ ﺗﺠﺮﺑﺔ رﻣﻲ ﻗﻄﻌﺔ ﻧﻘﻮد‬ ‫▪‬
‫ﻋﺪد اﻟﺰﺑﺎﺋﻦ اﻟﺬﻳﻦ ﻳﺪﺧﻠﻮن ﻣﺮآﺰ ﺗﺴﻮﻳﻖ ﻓﻲ اﻟﺴﺎﻋﺔ‬ ‫▪‬
‫‪Continuous Random Variables‬‬ ‫‪ .2‬ﻣﺘﻐﻴﺮات ﻋﺸﻮاﺋﻴﺔ ﻣﺘﺼﻠﺔ )ﻣﺴﺘﻤﺮة(‬
‫زﻣﻦ ﺧﺪﻣﺔ اﻟﻌﻤﻴﻞ ﻓﻲ ﺑﻨﻚ‬ ‫▪‬
‫وزن اﻟﻤﻮﻟﻮد اﻟﺠﺪﻳﺪ‬ ‫▪‬
‫ﻣﺜﺎل ‪: 1‬‬
‫رﻣﻴﺔ ﻗﻄﻌﺔ ﻧﻘﻮد ﻣﺘﺰﻧﺔ ﻣﺮة واﺣﺪ ‪ .‬وﻋﺮف اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ X‬ﻋﻠﻰ أﻧﻪ ﻋﺪد‬
‫ﻣﺮات ﻇﻬﻮر ‪. H‬‬
‫ﻓﺮاغ اﻟﻌﻴﻨﺔ ‪{H,T} = S‬‬

‫‪ = X‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫)‪X(H‬‬
‫•‪H‬‬
‫)‪X(T‬‬
‫}‪X ∈ {0,1‬‬
‫•‪T‬‬
‫ﻓﺮاغ اﻟﻌﻴﻨﺔ‬ ‫اﻷﻋﺪاد اﻟﺤﻘﻴﻘﻴﺔ‬

‫‪S‬‬ ‫‪-1‬‬ ‫‪0‬‬ ‫‪1‬‬ ‫‪R‬‬

‫ﻣﺜﺎل ‪: 2‬‬
‫رﻣﻴﺔ ﻗﻄﻌﺔ ﻧﻘﻮد ﻣﺘﺰﻧﺔ ﺛﻼث ﻣﺮات ‪ .‬وﻋﺮف اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ X‬ﻋﻠﻰ أﻧﻪ‬
‫ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪. H‬‬
‫• ‪HHH‬‬ ‫‪ = X‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫• ‪HHT‬‬
‫• ‪HTH‬‬ ‫‪X(HHH) = 3‬‬
‫• ‪HTT‬‬
‫‪X(HHT, HTH, THH) = 2‬‬
‫• ‪THH‬‬
‫‪X(HTT, THT, TTH) = 1‬‬
‫‪X(TTT) = 0‬‬
‫• ‪THT‬‬
‫• ‪TTH‬‬
‫• ‪TTT‬‬ ‫}‪X∈{0,1,2,3‬‬
‫ﻓﺮاغ اﻟﻌﻴﻨﺔ‬ ‫اﻷﻋﺪاد اﻟﺤﻘﻴﻘﻴﺔ‬
‫‪S‬‬ ‫‪-1‬‬ ‫‪0‬‬ ‫‪1‬‬ ‫‪2‬‬ ‫‪3‬‬
‫‪R‬‬
‫ﻣﺜﺎل ‪: 3‬‬
‫وﻋﺎء ﻳﺤﺘﻮي ﻋﻠﻰ ﺛﻼث آﺮات ﺑﻴﻀﺎء ﻣﺘﻤﺎﺛﻠﺔ وﺧﻤﺲ آﺮات ﺣﻤﺮاء ﻣﺘﻤﺎﺛﻠﺔ‬
‫ﺳﺤﺒﺖ ﺛﻼث آﺮات ﻣﺘﺘﺎﻟﻴﺔ ﺑﺸﻜﻞ ﻋﺸﻮاﺋﻲ‪.‬‬
‫اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ = X‬ﻋﺪد اﻟﻜﺮات اﻟﺒﻴﻀﺎء ﻓﻲ اﻟﺴﺤﺒﺎت اﻟﺜﻼث ‪.‬‬
‫}‪X∈{0,1,2,3‬‬
‫اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ = Y‬ﻋﺪد اﻟﻜﺮات اﻟﺤﻤﺮاء ﻓﻲ اﻟﺴﺤﺒﺎت اﻟﺜﻼث ‪.‬‬
‫}‪Y∈{0,1,2,3‬‬
‫ﺳﺤﺒﺖ ‪ 4‬آﺮات ﻣﺘﺘﺎﻟﻴﺔ ﺑﺸﻜﻞ ﻋﺸﻮاﺋﻲ‪.‬‬
‫اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ = X‬ﻋﺪد اﻟﻜﺮات اﻟﺒﻴﻀﺎء ﻓﻲ اﻟﺴﺤﺒﺎت اﻷرﺑﻊ ‪.‬‬
‫}‪X∈{0,1,2,3‬‬
‫ﺳﺤﺒﺖ آﺮﺗﻴﻦ ﻣﺘﺘﺎﻟﻴﺘﻴﻦ ﺑﺸﻜﻞ ﻋﺸﻮاﺋﻲ‪.‬‬
‫اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ = X‬ﻋﺪد اﻟﻜﺮات اﻟﺒﻴﻀﺎء ﻓﻲ اﻟﺴﺤﺒﺘﻴﻦ ‪.‬‬
‫}‪X∈{0,1,2‬‬
‫ﺣﺴﺎب اﻻﺣﺘﻤﺎﻻت ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪:‬‬
‫اﺣﺘﻤﺎل أن ﻳﺄﺧﺬ اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ X‬اﻟﻘﻴﻤﺔ ‪P(X = x) = x‬‬
‫ﻣﺠﻤﻮع اﺣﺘﻤﺎﻻت ﻋﻨﺎﺻﺮ ‪ S‬اﻟﺘﻲ ﻟﻬﺎ ﺻﻮرة ‪x‬‬

‫)‪P(X = x) = ∑ P(w: X(w) = x‬‬
‫‪ w1 , w2 , w3‬ﻋﻨﺎﺻﺮ ﻓﻲ ﻓﻀﺎء اﻟﻌﻴﻨﺔ ‪: S‬‬

‫)‪P(w1) , P(w2) , P(w3‬‬ ‫اﺣﺘﻤﺎﻻﺗﻬﺎ‬
‫ﺻﻮر ‪ w1 , w2 , w3‬ﺑﺎﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ X‬هﻲ ‪:‬‬
‫‪X(w1 , w2 , w3) = x‬‬
‫)‪P( X = x ) = P(w1) + P(w2) + P(w3‬‬ ‫ﻓﺈن‬
‫ﻣﺜﺎل ‪: 1‬‬
‫رﻣﻴﺔ ﻗﻄﻌﺔ ﻧﻘﻮد ﻣﺘﺰﻧﺔ ﻣﺮة واﺣﺪة ‪ .‬وﻋﺮف اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ X‬ﻋﻠﻰ أﻧﻪ‬
‫ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪ = X . H‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫}‪X ∈ { 0 , 1‬‬
‫‪X(H) = 1‬‬
‫‪⇒ P(X=1) = P(H) = 1/2‬‬
‫‪X(T) = 0‬‬
‫‪⇒ P(X=0) = P(T) = 1/2‬‬

‫ اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬2.7
: 2 ‫ﻣﺜﺎل‬
H ‫ = ﻋﺪد ﻣﺮات ﻇﻬﻮر‬X . ‫رﻣﻴﺔ ﻗﻄﻌﺔ ﻧﻘﻮد ﻣﺘﺰﻧﺔ ﺛﻼث ﻣﺮات‬
X∈{0,1,2,3}
X(HHH) = 3
⇒ P(X=3) = P(HHH) = 1/8
X(HHT, HTH, THH) = 2

⇒ P(X=2) = P(HHT) + P(HTH) + P(THH) = 3/8
X(HTT, THT, TTH) = 1

⇒ P(X=1) = P(HTT) + P(THT) + P(TTH) = 3/8
X(TTT) = 0
⇒ P(X=0) = P(TTT) = 1/8
STAT101-Dr.Khalid Al-Nowibet 9
‫ﻣﺜﺎل ‪: 3‬‬
‫ﺳﺤﺒﺖ ﺛﻼث آﺮات ﻣﺘﺘﺎﻟﻴﺔ ﺑﺸﻜﻞ ﻋﺸﻮاﺋﻲ‪ .‬اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ = X‬ﻋﺪد اﻟﻜﺮات‬
‫اﻟﺒﻴﻀﺎء ﻓﻲ اﻟﺴﺤﺒﺎت اﻟﺜﻼث ‪.‬‬
‫}‪X∈{0,1,2,3‬‬
‫‪X(WWW) = 3‬‬
‫‪⇒ P(X=3) = P(WWW) = 6/336‬‬
‫‪X(WWR, WRW, RWW) = 2‬‬
‫‪⇒ P(X=2) = P(WWR) + P(WRW) + P(RWW) = 90/336‬‬
‫‪X(WRR, RWR, RRW) = 1‬‬
‫‪⇒ P(X=1) = P(WRR) + P(RWR) + P(RRW) = 180/336‬‬
‫‪X(RRR) = 0‬‬
‫‪⇒ P(X=0) = P(RRR) = 60/336‬‬

‫ اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬2.7
: 3 ‫ﻣﺜﺎل‬
(3)(2)(1)
P(X=3) = P(WWW) = 6/336 =
(8)(7)(6)
P(X=2) = P(WWR) + P(WRW) + P(RWW) = 90/336

(3)(2)(5) (3)(5)(2) (5)(3)(2)
= + +
(8)(7)(6) (8)(7)(6) (8)(7)(6)
P(X=1) = P(WRR) + P(RWR) + P(RRW) = 180/336

(3)(5)(4) (5)(3)(4) (5)(4)(3)
= + +
(8)(7)(6) (8)(7)(6) (8)(7)(6)
(3)(2)(1)
P(X=0) = P(RRR) = 60/336 =
(8)(7)(6)
‫اﻟﻌﻤﻠﻴﺎت ﻋﻠﻰ اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪:‬‬
‫ﻣﺜﺎل ‪: 2‬‬
‫رﻣﻴﺔ ﻗﻄﻌﺔ ﻧﻘﻮد ﻣﺘﺰﻧﺔ ﺛﻼث ﻣﺮات ‪ = X .‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫}‪X∈{0,1,2,3‬‬
‫‪P(X=3) = 1/8 , P(X=2) = 3/8 , P(X=1) = 3/8 , P(X=0) = 1/8‬‬
‫‪P(X > 2) = P(X=3) = 1/8‬‬

‫‪P(X ≥ 2) = P(X=2) + P(X=3) = 3/8 + 1/8 = 4/8‬‬
‫‪P(X ≠ 1) = P(X=0) + P(X=2) + P(X=3) = 1/8 + 3/8 + 1/8 = 5/8‬‬
‫‪P(X ≤ 6) = P(X=0) + P(X=1) + P(X=2) + P(X=3) = 1‬‬
‫‪P(0 < X < 3) = P(X=1) + P(X=2) = 3/8 + 3/8 = 6/8‬‬
‫‪P( X < 0) = 0‬‬
‫‪P( X ≤ 0) = P(X=0) = 1/8‬‬
‫ﻣﺜﺎل ‪ 3 : 3‬آﺮات ﺑﻴﻀﺎء ﻣﺘﻤﺎﺛﻠﺔ و ‪ 5‬آﺮات ﺣﻤﺮاء ﻣﺘﻤﺎﺛﻠﺔ ‪ .‬ﺳﺤﺒﺖ ‪ 3‬آﺮات‬
‫ﻣﺘﺘﺎﻟﻴﺔ ‪ = X‬ﻋﺪد اﻟﻜﺮات اﻟﺒﻴﻀﺎء ﻓﻲ اﻟﺴﺤﺒﺎت اﻟﺜﻼث ‪X ∈ { 0 , 1 , 2 , 3 } .‬‬
‫‪P(X=0) = 60/336‬‬ ‫‪,‬‬ ‫‪P(X=1) =180/336‬‬
‫‪P(X=2) = 90/336‬‬ ‫‪,‬‬ ‫‪P(X=3) = 6/336‬‬
‫‪ .1‬اﺣﺘﻤﺎل ﻇﻬﻮر آﺮة ﺑﻴﻀﺎء ﻋﻠﻰ اﻷﻗﻞ‪.‬‬
‫‪P(X ≥ 1) = P(X=1)+P(X=2)+P(X=3) = (180+90+6)/336 = 276/336‬‬
‫‪ .2‬اﺣﺘﻤﺎل ﻇﻬﻮر آﺮة ﺑﻴﻀﺎء ﻋﻠﻰ اﻷآﺜﺮ‪.‬‬
‫‪P(X ≤ 1) = P(X=0)+P(X=1) = (60+180)/336 = 240/336‬‬
‫‪ .3‬اﺣﺘﻤﺎل ﻇﻬﻮر آﺮة واﺣﺪة ﺣﻤﺮاء ﻓﻘﻂ‪.‬‬
‫‪) = P(X = 2) = 90/336‬آﺮﺗﻴﻦ ﺑﻴﻀﺎء(‪) = P‬آﺮة ﺣﻤﺮاء(‪P‬‬
‫‪ .4‬اﺣﺘﻤﺎل ﻇﻬﻮر آﺮة ﺣﻤﺮاء ﻋﻠﻰ اﻷﻗﻞ‬
‫)‪ = 3‬اﻟﻜﺮات اﻟﺤﻤﺮاء(‪=2) + P‬اﻟﻜﺮات اﻟﺤﻤﺮاء(‪ = 1)+P‬اﻟﻜﺮات اﻟﺤﻤﺮاء(‪≥1)= P‬اﻟﻜﺮات اﻟﺤﻤﺮاء(‪P‬‬
‫‪=Al-Nowibet‬‬
‫‪STAT101-Dr.Khalid‬‬ ‫‪P(X=2)+(X=1)+P(X=0) = (60+180+90)/336 = 330/336 13‬‬
‫‪ 3.7‬اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ اﻟﻤﺘﻘﻄﻊ )اﻟﻤﻨﻔﺼﻞ(‬
‫ﺗﻌﺮﻳﻒ‬
‫اﻟﻘﻴﻢ اﻟﻤﻤﻜﻨﺔ ﻟﻠﻤﺘﻐﻴﺮ ﻣﺘﻘﻄﻌﺔ أو ﻗﺎﺑﻠﺔ ﻟﻠﻌﺪ‬
‫أﻣﺜﻠﺔ‪:‬‬
‫ﻗﻴﻢ ﺻﺤﻴﺤﺔ ﻣﻮﺟﺒﻪ ﻣﻨﺘﻬﻴﺔ ‪X ∈ { 0 , 1 , 2 , 3 , 4 } Î‬‬
‫ﻗﻴﻢ ﺻﺤﻴﺤﺔ ﻣﻨﺘﻬﻴﺔ ‪Y ∈ { −1, −2 , 0 , 1 , 2 , 3 }Î‬‬
‫ﻗﻴﻢ ﺻﺤﻴﺤﺔ ﻣﻮﺟﺒﻪ ﻏﻴﺮﻣﻨﺘﻬﻴﺔ ‪Z ∈ { 0 , 2 , 4 , 6 , . . . . }Î‬‬
‫‪M ∈ { −1.2 , −0.31 , 2 , 3.5 , 4.31 }Î‬‬ ‫ﻗﻴﻢ ﺣﻘﻴﻘﻴﺔ ﻣﻨﺘﻬﻴﺔ‬
‫ﻗﻴﻢ ﺣﻘﻴﻘﻴﺔ ﻏﻴﺮﻣﻨﺘﻬﻴﺔ ‪T ∈ { 0 , 0.5 , 1 , 1.5 , 2 , 2.5 , . . . . }Î‬‬
‫ﻣﺜﺎل ‪ :‬رﻣﻴﺔ ﻗﻄﻌﺔ ﻧﻘﻮد ﺛﻼث ﻣﺮات أوﺟﺪ ﻗﻴﻢ اﻟﻤﺘﻐﻴﺮات اﻟﺘﺎﻟﻴﺔ‪:‬‬
‫= ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬ ‫‪X‬‬ ‫اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫= ﻧﺼﻒ ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬ ‫‪Y‬‬ ‫اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫= اﻟﺠﺬر اﻟﺘﺮﺑﻴﻌﻲ ﻟﻌﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬ ‫‪Z‬‬ ‫اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫= ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪ H‬ﻣﻄﺮوﺣﺎ ﻣﻨﻪ ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪T‬‬ ‫‪T‬‬ ‫اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫ﻓﺮاغ اﻟﻌﻴﻨﺔ ‪S‬‬ ‫)‪X(w‬‬ ‫)‪Y(w‬‬ ‫)‪Z(w‬‬ ‫)‪T(w‬‬
‫‪HHH‬‬ ‫‪3‬‬ ‫‪1.5‬‬ ‫‪1.732‬‬ ‫‪3‬‬
‫‪HHT‬‬ ‫‪2‬‬ ‫‪1‬‬ ‫‪1.414‬‬ ‫‪1‬‬
‫‪HTH‬‬ ‫‪2‬‬ ‫‪1‬‬ ‫‪1.414‬‬ ‫‪1‬‬
‫‪HTT‬‬ ‫‪1‬‬ ‫‪0.5‬‬ ‫‪1‬‬ ‫‪−1‬‬
‫‪THH‬‬ ‫‪2‬‬ ‫‪1‬‬ ‫‪1.414‬‬ ‫‪1‬‬
‫‪THT‬‬ ‫‪1‬‬ ‫‪0.5‬‬ ‫‪1‬‬ ‫‪−1‬‬
‫‪TTH‬‬ ‫‪1‬‬ ‫‪0.5‬‬ ‫‪1‬‬ ‫‪−1‬‬
‫‪TTT‬‬ ‫‪0‬‬ ‫‪0‬‬ ‫‪0‬‬ ‫‪−3‬‬
‫ﻣﺜﺎل ‪ :‬رﻣﻴﺔ ﻗﻄﻌﺔ ﻧﻘﻮد ﺛﻼث ﻣﺮات أوﺟﺪ ﻗﻴﻢ اﻟﻤﺘﻐﻴﺮات اﻟﺘﺎﻟﻴﺔ‪:‬‬
‫= ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬ ‫‪X‬‬ ‫اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫= ﻧﺼﻒ ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬ ‫‪Y‬‬ ‫اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫= اﻟﺠﺬر اﻟﺘﺮﺑﻴﻌﻲ ﻟﻌﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬ ‫‪Z‬‬ ‫اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫= ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪ H‬ﻣﻄﺮوﺣﺎ ﻣﻨﻪ ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪T‬‬ ‫‪T‬‬ ‫اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫} ‪X ∈ {0 , 1 , 2 , 3‬‬
‫} ‪Y ∈ {0 , 0.5 , 1 , 1.5‬‬
‫} ‪Z ∈ {0 , 1 , 1.414 , 1.732‬‬
‫} ‪T ∈ {−3, −1 , 1 , 3‬‬
‫ﻣﺜﺎل ‪ :‬رﻣﻴﺔ ﻗﻄﻌﺔ ﻧﻘﻮد ﻣﺘﺰﻧﺔ ﺛﻼث ﻣﺮات ﻣﺘﺘﺎﻟﻴﺔ أوﺟﺪ اﺣﺘﻤﺎﻻت‬
‫ﻧﻘﺎط اﻟﻌﻴﻨﺔ و ﻗﻴﻢ ﻧﻘﺎط اﻟﻌﻴﻨﺔ ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪=X‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫ﻗﻄﻌﺔ اﻟﻨﻘﻮد ﻣﺘﺰﻧﺔ ⇐ ‪P(H) = 0.5‬‬
‫اﻟﺮﻣﻴﺎت ﻣﺘﺘﺎﻟﻴﺔ وﻣﺴﺘﻘﻠﺔ ⇐ ‪P(HHH) = P(H)×P(H) × P(H) = 0.53‬‬
‫ﻓﺮاغ اﻟﻌﻴﻨﺔ ‪S‬‬ ‫)‪X(w‬‬ ‫)‪P(w‬‬
‫‪HHH‬‬ ‫‪3‬‬ ‫‪P(H)×P(H)×P(H) = (0.5)3 = 0.125‬‬
‫‪HHT‬‬ ‫‪2‬‬ ‫‪P(H)×P(H)×P(T) = (0.5)3 = 0.125‬‬
‫‪HTH‬‬ ‫‪2‬‬ ‫‪P(H)×P(T)×P(H) = (0.5)3 = 0.125‬‬
‫‪HTT‬‬ ‫‪1‬‬ ‫‪P(H)×P(T)×P(T) = (0.5)3 = 0.125‬‬
‫‪THH‬‬ ‫‪2‬‬ ‫‪P(T)×P(H)×P(H) = (0.5)3 = 0.125‬‬
‫‪THT‬‬ ‫‪1‬‬ ‫‪P(T)×P(H)×P(T) = (0.5)3 = 0.125‬‬
‫‪TTH‬‬ ‫‪1‬‬ ‫‪P(T)×P(T)×P(H) = (0.5)3 = 0.125‬‬
‫‪TTT‬‬ ‫‪0‬‬ ‫‪P(T)×P(T)×P(T) = (0.5)3 = 0.125‬‬
‫ﻣﺜﺎل ‪ :‬رﻣﻴﺔ ﻗﻄﻌﺔ ﻧﻘﻮد ﻏﻴﺮﻣﺘﺰﻧﺔ ﺛﻼث ﻣﺮات ﻣﺘﺘﺎﻟﻴﺔ ﺑﺎﺣﺘﻤﺎل ‪= H‬‬
‫‪ 0.6‬أوﺟﺪ اﺣﺘﻤﺎﻻت ﻧﻘﺎط اﻟﻌﻴﻨﺔ و ﻗﻴﻢ ﻧﻘﺎط اﻟﻌﻴﻨﺔ ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫‪ = X‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫ﻗﻄﻌﺔ اﻟﻨﻘﻮد ﻣﺘﺰﻧﺔ ⇐ ‪ P(H) = 0.6‬و اﻟﺮﻣﻴﺎت ﻣﺘﺘﺎﻟﻴﺔ وﻣﺴﺘﻘﻠﺔ‬
‫‪HHH‬‬ ‫‪3‬‬ ‫‪P(H)×P(H)×P(H) = (0.6)3 = 0.216‬‬
‫‪HHT‬‬ ‫‪2‬‬ ‫‪P(H)×P(H)×P(T) = (0.6)2(0.4)1 = 0.144‬‬
‫‪HTH‬‬ ‫‪2‬‬ ‫‪P(H)×P(T)×P(H) = (0.6)2(0.4)1 = 0.144‬‬
‫‪HTT‬‬ ‫‪1‬‬ ‫‪P(H)×P(T)×P(T) = (0.6)1(0.4)2 = 0.096‬‬
‫‪THH‬‬ ‫‪2‬‬ ‫‪P(T)×P(H)×P(H) = (0.6)2(0.4)1 = 0.144‬‬
‫‪THT‬‬ ‫‪1‬‬ ‫‪P(T)×P(H)×P(T) = (0.6)1(0.4)2 = 0.096‬‬
‫‪TTH‬‬ ‫‪1‬‬ ‫‪P(T)×P(T)×P(H) = (0.6)1(0.4)2 = 0.096‬‬
‫‪TTT‬‬ ‫‪0‬‬ ‫‪P(T)×P(T)×P(T) = (0.4)3 = 0.064‬‬
‫‪ 0.6‬أوﺟﺪ اﺣﺘﻤﺎﻻت ﻧﻘﺎط اﻟﻌﻴﻨﺔ و ﻗﻴﻢ ﻧﻘﺎط اﻟﻌﻴﻨﺔ ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫‪ = Y‬ﻣﺮﺑﻊ ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫ﻗﻄﻌﺔ اﻟﻨﻘﻮد ﻣﺘﺰﻧﺔ ⇐ ‪ P(H) = 0.6‬و اﻟﺮﻣﻴﺎت ﻣﺘﺘﺎﻟﻴﺔ وﻣﺴﺘﻘﻠﺔ‬
‫ﻓﺮاغ اﻟﻌﻴﻨﺔ ‪S‬‬ ‫)‪Y(w‬‬ ‫)‪P(w‬‬
‫‪HHH‬‬ ‫‪9‬‬ ‫‪P(H)×P(H)×P(H) = (0.6)3 = 0.216‬‬
‫‪HHT‬‬ ‫‪4‬‬ ‫‪P(H)×P(H)×P(T) = (0.6)2(0.4)1 = 0.144‬‬
‫‪HTH‬‬ ‫‪4‬‬ ‫‪P(H)×P(T)×P(H) = (0.6)2(0.4)1 = 0.144‬‬
‫‪HTT‬‬ ‫‪1‬‬ ‫‪P(H)×P(T)×P(T) = (0.6)1(0.4)2 = 0.096‬‬
‫‪THH‬‬ ‫‪4‬‬ ‫‪P(T)×P(H)×P(H) = (0.6)2(0.4)1 = 0.144‬‬
‫‪THT‬‬ ‫‪1‬‬ ‫‪P(T)×P(H)×P(T) = (0.6)1(0.4)2 = 0.096‬‬
‫‪TTH‬‬ ‫‪1‬‬ ‫‪P(T)×P(T)×P(H) = (0.6)1(0.4)2 = 0.096‬‬
‫‪TTT‬‬ ‫‪0‬‬ ‫‪P(T)×P(T)×P(T) = (0.4)3 = 0.064‬‬
‫‪ 1.3.7‬داﻟﺔ اﻟﻜﺘﻠﺔ اﻻﺣﺘﻤﺎﻟﻴﺔ‬
‫ﺗﻌﺮﻳﻒ‬
‫داﻟﺔ اﻻﺣﺘﻤﺎﻻت اﻟﻤﺮاﻓﻘﺔ ﻟﻜﻞ ﻗﻴﻤﺔ‬
‫ﻣﻦ ﻗﻴﻢ اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ اﻟﻤﺘﻘﻄﻊ‬
‫)‪⎛ P(X = x ), if x∈X(S‬‬

‫⎨ = )‪fX(x‬‬
‫‪⎝ 0,‬‬ ‫)‪if x∉X(S‬‬

‫ﻣﺜﺎل ‪ :‬رﻣﻴﺔ ﻗﻄﻌﺔ ﻧﻘﻮد ﻣﺘﺰﻧﺔ ﺛﻼث ﻣﺮات ﻣﺘﺘﺎﻟﻴﺔ أوﺟﺪ داﻟﺔ اﻟﻜﺘﻠﺔ‬
‫اﻻﺣﺘﻤﺎﻟﻴﺔ ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ = X‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫)‪ X(w‬ﻓﺮاغ اﻟﻌﻴﻨﺔ ‪S‬‬ ‫)‪P(w‬‬

‫‪HHH‬‬ ‫‪3‬‬ ‫‪0.125‬‬
‫‪HHT‬‬ ‫‪2‬‬ ‫‪0.125‬‬ ‫‪X‬‬ ‫)‪X(w‬‬ ‫)‪fx(X‬‬
‫‪HTH‬‬ ‫‪2‬‬ ‫‪0.125‬‬ ‫‪0‬‬ ‫‪TTT‬‬ ‫‪0.125‬‬
‫‪HTT‬‬ ‫‪1‬‬ ‫‪0.125‬‬ ‫‪1‬‬ ‫‪HTT , THT , TTH‬‬ ‫‪0.375‬‬
‫‪THH‬‬ ‫‪2‬‬ ‫‪0.125‬‬ ‫‪2‬‬ ‫‪HHT , HTH , THH‬‬ ‫‪0.375‬‬
‫‪THT‬‬ ‫‪1‬‬ ‫‪0.125‬‬ ‫‪3‬‬ ‫‪HHH‬‬ ‫‪0.125‬‬
‫‪TTH‬‬ ‫‪1‬‬ ‫‪0.125‬‬
‫‪TTT‬‬ ‫‪0‬‬ ‫‪0.125‬‬

‫‪ 0.6‬أوﺟﺪ داﻟﺔ اﻟﻜﺘﻠﺔ اﻻﺣﺘﻤﺎﻟﻴﺔ ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ = X‬ﻋﺪد ﻣﺮات‬
‫ﻇﻬﻮر ‪H‬‬

‫‪HHH‬‬ ‫‪3‬‬ ‫‪0.216‬‬
‫‪X‬‬ ‫)‪X(w‬‬ ‫)‪fx(X‬‬
‫‪HHT‬‬ ‫‪2‬‬ ‫‪0.144‬‬
‫‪HTH‬‬ ‫‪2‬‬ ‫‪0.144‬‬ ‫‪0‬‬ ‫‪TTT‬‬ ‫‪0.064‬‬
‫‪HTT‬‬ ‫‪1‬‬ ‫‪0.096‬‬ ‫‪1‬‬ ‫‪HTT , THT , TTH‬‬ ‫‪0.288‬‬
‫‪THH‬‬ ‫‪2‬‬ ‫‪0.144‬‬ ‫‪2‬‬ ‫‪HHT , HTH , THH‬‬ ‫‪0.432‬‬
‫‪THT‬‬ ‫‪1‬‬ ‫‪0.096‬‬ ‫‪3‬‬ ‫‪HHH‬‬ ‫‪0.216‬‬
‫‪TTH‬‬ ‫‪1‬‬ ‫‪0.096‬‬
‫‪TTT‬‬ ‫‪0‬‬ ‫‪0.064‬‬
‫ داﻟﺔ اﻟﻜﺘﻠﺔ اﻻﺣﺘﻤﺎﻟﻴﺔ‬1.3.7
fx(x) ‫ﺧﻮاص‬
0 ≤ fX(x) ≤ 1
∑ fX(x) = 1
∀x
P(X∈A) = ∑ fX(x) = ∑ P(X = x)

x∈A x∈A
‫‪ 0.6‬أوﺟﺪ داﻟﺔ اﻟﻜﺘﻠﺔ اﻻﺣﺘﻤﺎﻟﻴﺔ ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ = X‬ﻋﺪد ﻣﺮات‬
‫ﻇﻬﻮر ‪H‬‬
‫‪X‬‬ ‫)‪X(w‬‬ ‫)‪fx(X‬‬
‫‪0‬‬ ‫‪TTT‬‬ ‫‪0.216‬‬
‫‪1‬‬ ‫‪HTT , THT , TTH‬‬ ‫‪0.288‬‬ ‫‪≤1‬‬
‫‪2‬‬
‫‪3‬‬
‫‪HHT , HTH , THH‬‬
‫‪HHH‬‬
‫‪0.432‬‬
‫‪0.064‬‬
‫‪≥0‬‬
‫‪∑ fX(x) = 1‬‬

‫ﻣﺜﺎل ‪:‬‬
‫ﺳﺤﺒﺖ ﺛﻼث آﺮات ﻣﺘﺘﺎﻟﻴﺔ ﺑﺸﻜﻞ ﻋﺸﻮاﺋﻲ‪ .‬اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫‪ = X‬ﻋﺪد اﻟﻜﺮات اﻟﺒﻴﻀﺎء ﻓﻲ اﻟﺴﺤﺒﺎت اﻟﺜﻼث ‪.‬‬
‫}‪X∈{0,1,2,3‬‬
‫داﻟﺔ اﻟﻜﺘﻠﺔ اﻻﺣﺘﻤﺎﻟﻴﺔ ﻟـ ‪: X‬‬

‫‪fX(3)=P(X=3) = P(WWW) = 6/336‬‬
‫‪fX(2)=P(X=2) = P(WWR) + P(WRW) + P(RWW) = 90/336‬‬
‫‪fX(1) = P(X=1) = P(WRR) + P(RWR) + P(RRW) = 180/336‬‬
‫‪fX(0) = P(X=0) = P(RRR) = 60/336‬‬

‫ﻣﺜﺎل ‪:‬‬
‫ﺳﺤﺒﺖ ﺛﻼث آﺮات ﻣﺘﺘﺎﻟﻴﺔ ﺑﺸﻜﻞ ﻋﺸﻮاﺋﻲ‪ .‬اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫‪ = Y‬ﺿﻌﻒ ﻋﺪد اﻟﻜﺮات اﻟﺒﻴﻀﺎء ﻓﻲ اﻟﺴﺤﺒﺎت اﻟﺜﻼث ‪.‬‬
‫}‪Y∈{0,2,4,6‬‬
‫داﻟﺔ اﻟﻜﺘﻠﺔ اﻻﺣﺘﻤﺎﻟﻴﺔ ﻟـ ‪: Y‬‬

‫‪fY(6) = P(Y=6) = P(WWW) = 6/336‬‬
‫‪fY(4) = P(Y=4) = P(WWR) + P(WRW)+ P(RWW) = 90/336‬‬
‫‪fY(2) = P(Y=2) = P(WRR) + P(RWR) + P(RRW) = 180/336‬‬
‫‪fY(0) = P(Y=0) = P(RRR) = 60/336‬‬

‫‪ 2.3.7‬اﻟﺘﻮﻗﻊ )اﻟﻤﺘﻮﺳﻂ( ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ اﻟﻤﺘﻘﻄﻊ‬
‫‪ X‬ﻣﺘﻐﻴﺮ ﻋﺸﻮاﺋﻲ ﻣﺘﻘﻄﻊ‬
‫} ‪X ∈{ x1, x2 , x3 , . . .‬‬
‫داﻟﺔ اﻟﻜﺘﻠﺔ اﻻﺣﺘﻤﺎﻟﻴﺔ ﻟـ ‪ X‬هﻲ )‪fX(x‬‬
‫اﻟﻘﻴﻤﺔ اﻟﻤﺘﻮﻗﻌﺔ )اﻟﻤﺘﻮﺳﻂ( ﻟـ ‪µX = E[X] = X‬‬
‫)‪µX = E[X] = ∑ x.fX(x) = ∑x.P(X=x‬‬

‫)‪∀x∈X(S‬‬ ‫)‪∀x∈X(S‬‬
‫‪= x1fX(x1) + x2fX(x2) + x3fX(x3) + . . .‬‬

‫اﻟﻮﺳﻂ اﻟﺤﺴﺎﺑﻲ اﻟﻤﺮﺟﺢ‬
‫= ‪Xw‬‬ ‫‪∑ xi . w i‬‬

‫‪∀i‬‬
‫اﻷوزان اﻟﻘﻴﻢ‬
‫اﻟﻘﻴﻤﺔ اﻟﻤﺘﻮﻗﻌﺔ‬
‫)‪µX = E[X] = ∑ x . fX(x‬‬
‫)‪∀x∈X(S‬‬

‫ﻣﺜﺎل ‪ :‬رﻣﻴﺔ ﻗﻄﻌﺔ ﻧﻘﻮد ﻣﺘﺰﻧﺔ ﺛﻼث ﻣﺮات ﻣﺘﺘﺎﻟﻴﺔ أوﺟﺪ اﻟﻘﻴﻤﺔ اﻟﻤﺘﻮﻗﻌﺔ‬
‫ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ = X‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫‪X‬‬ ‫)‪fx(X‬‬
‫‪0‬‬ ‫‪0.125‬‬
‫‪1‬‬ ‫‪0.375‬‬
‫‪2‬‬ ‫‪0.375‬‬
‫‪3‬‬ ‫‪0.125‬‬
‫)‪µX = E[X] = 0.fX(0) + 1.fX(1) + 2.fX(2) + 3.fX(3‬‬

‫)‪= 0.(0.125) + 1.(0.325) + 2.(0.325) + 3.(0.125‬‬
‫‪= 0 + 0.375 + 0.65 + 0.375 = 1.50‬‬
‫ﻣﺜﺎل ‪ :‬رﻣﻴﺔ ﻗﻄﻌﺔ ﻧﻘﻮد ﻏﻴﺮﻣﺘﺰﻧﺔ ﺛﻼث ﻣﺮات ﻣﺘﺘﺎﻟﻴﺔ ﺑﺎﺣﺘﻤﺎل ‪0.6 = H‬‬
‫أوﺟﺪ اﻟﻘﻴﻤﺔ اﻟﻤﺘﻮﻗﺔ ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ = X‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫‪X‬‬ ‫)‪fx(X‬‬ ‫)‪x . fx(X‬‬

‫‪0‬‬ ‫‪0.064‬‬ ‫‪0.00‬‬
‫‪1‬‬ ‫‪0.288‬‬ ‫‪0.288‬‬
‫‪2‬‬ ‫‪0.432‬‬ ‫‪0.864‬‬
‫‪3‬‬ ‫‪0.216‬‬ ‫‪0.648‬‬
‫)‪µX = E[X] = 0.fX(0) + 1.fX(1) + 2.fX(2) + 3.fX(3‬‬

‫‪= 0 + 0.288 + 0.864 + 0.648 = 1.80‬‬

‫ﺧﻮاص اﻟﺘﻮﻗﻊ ‪:‬‬
‫اﻟﺘﻮﻗﻊ ﻳﺘﺄﺛﺮ ﺟﺒﺮﻳﺎ ﺑﻨﻔﺲ اﻟﻄﺮﻳﻘﺔ اﻟﺘﻲ ﻳﺘﺄﺛﺮ ﺑﻬﺎ اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫إذا آﺎن ‪ X‬ﻣﺘﻐﻴﺮ ﻋﺸﻮاﺋﻲ ﻣﺘﻘﻄﻊ و ‪ a‬و‪ b‬ﺛﻮاﺑﺖ‬

‫‪E[a] = a‬‬
‫‪E[ X±b ] = E[X] ± b‬‬
‫]‪E[ aX ] = a E[X‬‬
‫‪E[ aX±b ] = aE[X] ± b‬‬
‫ﻷي داﻟﺔ ﺣﻘﻴﻘﻴﺔ ﻓﻲ اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ )‪ g(X‬ﻓﺈن اﻟﻘﻴﻤﺔ اﻟﻤﺘﻮﻗﻌﺔ ﻟـ )‪g(.‬‬

‫)‪E[g(X)] = ∑g(x).fX(x‬‬
‫)‪∀x∈X(S‬‬

‫أوﺟﺪ اﻟﻘﻴﻤﺔ اﻟﻤﺘﻮﻗﻌﺔ ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ = Y‬ﻧﺼﻒ ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫ﻋﻠﻤﺎ ﺑﺄن ‪ = X‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪Y = 0.5 X ⇐ H‬‬

‫)‪µX = E[X] = 0.fX(0) + 1.fX(1) + 2.fX(2) + 3.fX(3‬‬
‫‪= 0 + 0.288 + 0.864 + 0.648 = 1.80‬‬
‫‪⇒ µY = E[Y] = E[0.5 X] = 0.5 E[X] = 0.5(1.8) = 0.9‬‬
‫‪X‬‬ ‫)‪fx(X‬‬ ‫‪Y‬‬ ‫)‪y . fY(y‬‬

‫‪0‬‬ ‫‪0.064‬‬ ‫‪0‬‬ ‫‪0.00‬‬ ‫‪E[Y] = 0 + 0.144‬‬
‫‪1‬‬ ‫‪0.288‬‬ ‫‪0.5‬‬ ‫‪0.144‬‬ ‫‪+ 0.432 + 0.324‬‬
‫‪2‬‬ ‫‪0.432‬‬ ‫‪1‬‬ ‫‪0.432‬‬
‫‪3‬‬ ‫‪0.216‬‬ ‫‪1.5‬‬ ‫‪0.324‬‬
‫‪= 0.9‬‬
‫أوﺟﺪ اﻟﻘﻴﻤﺔ اﻟﻤﺘﻮﻗﻌﺔ ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ = Z‬ﻣﻜﻌﺐ ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫‪3‬‬
‫‪Y=X‬‬ ‫ﻋﻠﻤﺎ ﺑﺄن ‪ = X‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪⇐ H‬‬
‫‪3‬‬
‫)‪⇒ µZ = E[Z] = E[X ] = ∑x3 fX(x‬‬
‫‪X‬‬ ‫)‪fx(X‬‬ ‫‪X3‬‬ ‫)‪x3 . fX(x‬‬
‫‪0‬‬ ‫‪0.064‬‬ ‫‪0‬‬ ‫‪0.00‬‬
‫‪1‬‬ ‫‪0.288‬‬ ‫‪1‬‬ ‫‪0.288‬‬
‫‪2‬‬ ‫‪0.432‬‬ ‫‪8‬‬ ‫‪3.456‬‬
‫‪3‬‬ ‫‪0.216‬‬ ‫‪27‬‬ ‫‪5.832‬‬
‫‪E[Z] = 0 + 0.288 + 3.456 + 5.832 = 12.168‬‬

‫‪ 3.3.7‬اﻟﺘﺒﺎﻳﻦ ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ اﻟﻤﺘﻘﻄﻊ‬
‫‪ X‬ﻣﺘﻐﻴﺮ ﻋﺸﻮاﺋﻲ ﻣﺘﻘﻄﻊ‬
‫} ‪X ∈{ x1, x2 , x3 , . . .‬‬
‫داﻟﺔ اﻟﻜﺘﻠﺔ اﻻﺣﺘﻤﺎﻟﻴﺔ ﻟـ ‪ X‬هﻲ )‪fX(x‬‬
‫اﻟﺘﺒﺎﻳﻦ ﻟـ ‪σ2X = Var[X] = X‬‬
‫]‪σ2X = Var[X] = E[(X− µX)2‬‬

‫)‪= ∑ (X− µX)2 P(X=x‬‬
‫)‪∀x∈X(S‬‬

‫ﻧﺘﻴﺠﺔ‬
‫]‪σ2X = Var[X] = E[(X− µX)2‬‬

‫‪= E[X2] − (µX)2‬‬
‫اﻹﻧﺤﺮاف اﻟﻤﻌﻴﺎري‬
‫½‬
‫) ]‪σX = SD [X] = ( Var[X‬‬

‫أوﺟﺪ اﻟﻘﻴﻤﺔ اﻟﺘﺒﺎﻳﻦ ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ = X‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫‪X‬‬ ‫)‪fx(X‬‬ ‫)‪x . fx(x‬‬ ‫)‪(x − µx)2 (x − µx)2 fx(x‬‬
‫‪0‬‬ ‫‪0.064‬‬ ‫‪0.00‬‬ ‫‪3.24‬‬ ‫‪0.20736‬‬
‫‪1‬‬ ‫‪0.288‬‬ ‫‪0.288‬‬ ‫‪0.64‬‬ ‫‪0.18432‬‬
‫‪2‬‬ ‫‪0.432‬‬ ‫‪0.864‬‬ ‫‪0.04‬‬ ‫‪0.01728‬‬
‫‪3‬‬ ‫‪0.216‬‬ ‫‪0.648‬‬ ‫‪1.44‬‬ ‫‪0.31104‬‬
‫]‪σ2X = Var[X] = E[(X− µX)2‬‬

‫‪µX = E[X] = 1.80‬‬
‫‪σ2X = Var[X] = ∑ (X− µX)2 P(X=x) = 0.72‬‬

‫أوﺟﺪ اﻟﻘﻴﻤﺔ اﻟﺘﺒﺎﻳﻦ ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ = X‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫‪X‬‬ ‫)‪fx(X‬‬ ‫)‪x . fx(x‬‬ ‫)‪x2 fx(x‬‬
‫‪0‬‬ ‫‪0.064‬‬ ‫‪0.00‬‬ ‫‪0‬‬
‫‪1‬‬ ‫‪0.288‬‬ ‫‪0.288‬‬ ‫‪0.288‬‬
‫‪2‬‬ ‫‪0.432‬‬ ‫‪0.864‬‬ ‫‪1.728‬‬
‫‪3‬‬ ‫‪0.216‬‬ ‫‪0.648‬‬ ‫‪1.944‬‬
‫‪σ2X = E[X2] − (µX)2‬‬

‫‪µX = E[X] = 1.80‬‬
‫‪σ2X = Var[X] = E[X2] − (µX)2 = 3.96 − 3.24 = 0.72‬‬
‫½‬
‫‪σX = SD[X] = ( Var[X] ) = ( 0.72 ) ½ = 0.8485‬‬
‫ﺧﻮاص اﻟﺘﺒﺎﻳﻦ ‪:‬‬
‫ﻻ ﻳﺘﺄﺛﺮ ﺑﺠﻤﻊ أو ﻃﺮح ﺛﺎﺑﺖ ﻣﻦ اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫ﻳﺘﺄﺛﺮ ﺑﺎﻟﻀﺮب ﺑﻤﺮﺑﻊ اﻟﺜﺎﺑﺖ ﻋﻨﺪ ﺿﺮب اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ﻓﻲ ﺛﺎﺑﺖ‬
‫إذا آﺎن ‪ X‬ﻣﺘﻐﻴﺮ ﻋﺸﻮاﺋﻲ ﻣﺘﻘﻄﻊ و ‪ a‬و‪ b‬ﺛﻮاﺑﺖ‬

‫‪Var[a] = 0‬‬
‫]‪Var[ X ± b ] = Var[X‬‬
‫]‪Var[ aX ] = a2 Var[X‬‬
‫]‪Var[ aX±b ] = a2 Var[X‬‬

‫أوﺟﺪ اﻟﻘﻴﻤﺔ اﻟﺘﺒﺎﻳﻦ ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ = Y‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪2 + H‬‬
‫إذا آﺎن ‪ = X‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫ﻓﺈن‬
‫‪µX = E[X] = 1.80‬‬
‫‪σ2X = Var[X] = ∑ (X− µX)2 P(X=x) = 0.72‬‬
‫‪Y = X+2‬‬
‫‪Var[Y] = Var[X+2] = 0.72‬‬

‫أوﺟﺪ اﻟﻘﻴﻤﺔ اﻟﺘﺒﺎﻳﻦ ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ 3 = Y‬أﺿﻌﺎف ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪H‬‬
‫ﻓﺈن‬
‫‪µX = E[X] = 1.80‬‬
‫‪σ2X = Var[X] = ∑ (X− µX)2 P(X=x) = 0.72‬‬
‫‪Y = 3X‬‬
‫‪Var[Y] = Var[3X] = 32 Var[X] = 9(0.72) = 6.48‬‬

‫أوﺟﺪ اﻟﻘﻴﻤﺔ اﻟﺘﺒﺎﻳﻦ ﻟﻠﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ‬
‫‪ 3 = Y‬أﺿﻌﺎف ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪100+ H‬‬
‫ﻓﺈن‬
‫‪µX = E[X] = 1.80‬‬
‫‪σ2X = Var[X] = ∑ (X− µX)2 P(X=x) = 0.72‬‬
‫‪Y = 3X + 100‬‬
‫‪Var[Y] = Var[3X+100] = (32) Var[X] = 9 (0.72) = 6.48‬‬

‫ﻣﺜﺎل ‪ :‬ﻣﺘﻐﻴﺮ ﻋﺸﻮاﺋﻲ ﻣﺘﻘﻄﻊ ‪ Y‬ﻟﻪ اﻟﺘﻮﻗﻊ ‪ 50‬واﻟﺘﺒﺎﻳﻦ ‪ . 40‬إذا آﺎن‬
‫اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ X‬ﻣﻌﺮف آﺎﻟﺘﺎﻟﻲ‪:‬‬
‫‪Y=3X−2‬‬
‫أوﺟﺪ اﻟﺘﻮﻗﻊ واﻟﺘﺒﺎﻳﻦ ﻟـ ‪X‬‬
‫‪µY = E[X] = 50‬‬ ‫‪σ2Y = Var[X] = 40‬‬
‫‪Y = 3X −2‬‬ ‫⇒‬ ‫‪X = (Y+2)/3‬‬

‫‪E[X] = E[(Y+2)/3] = ( E[Y] +2)/3 = ( 50+2)/3 = 17.333‬‬
‫)‪Var[X] = Var[(Y+2)/3] = (1/32) Var[Y] = (1/9) (40‬‬

‫‪= 4.44‬‬

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7‬اﻟﻤﺘﻐﻴﺮات اﻟﻌﺸﻮاﺋﻴﺔ و اﻟﺘﻮزﻳﻌﺎت اﻻﺣﺘﻤﺎﻟﻴﺔ‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪2‬‬

‫ﻓﺮاغ اﻟﻌﻴﻨﺔ ‪{H,T} = S‬‬

‫ﻓﺮاغ اﻟﻌﻴﻨﺔ‬ ‫اﻷﻋﺪاد اﻟﺤﻘﻴﻘﻴﺔ‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪4‬‬

‫اﺣﺘﻤﺎل أن ﻳﺄﺧﺬ اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ ‪ X‬اﻟﻘﻴﻤﺔ ‪P(X = x) = x‬‬

‫ﻣﺠﻤﻮع اﺣﺘﻤﺎﻻت ﻋﻨﺎﺻﺮ ‪ S‬اﻟﺘﻲ ﻟﻬﺎ ﺻﻮرة ‪x‬‬

‫‪ w1 , w2 , w3‬ﻋﻨﺎﺻﺮ ﻓﻲ ﻓﻀﺎء اﻟﻌﻴﻨﺔ ‪: S‬‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪8‬‬

X(HHT, HTH, THH) = 2

X(HTT, THT, TTH) = 1

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪10‬‬

P(X=2) = P(WWR) + P(WRW) + P(RWW) = 90/336

P(X=1) = P(WRR) + P(RWR) + P(RRW) = 180/336

‫‪P(X > 2) = P(X=3) = 1/8‬‬

‫)‪⎛ P(X = x ), if x∈X(S‬‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪20‬‬

‫)‪ X(w‬ﻓﺮاغ اﻟﻌﻴﻨﺔ ‪S‬‬ ‫)‪P(w‬‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪21‬‬

‫ﻓﺮاغ اﻟﻌﻴﻨﺔ ‪S‬‬ ‫)‪X(w‬‬ ‫)‪P(w‬‬

P(X∈A) = ∑ fX(x) = ∑ P(X = x)

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪24‬‬

‫داﻟﺔ اﻟﻜﺘﻠﺔ اﻻﺣﺘﻤﺎﻟﻴﺔ ﻟـ ‪: X‬‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪25‬‬

‫داﻟﺔ اﻟﻜﺘﻠﺔ اﻻﺣﺘﻤﺎﻟﻴﺔ ﻟـ ‪: Y‬‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪26‬‬

‫اﻟﻘﻴﻤﺔ اﻟﻤﺘﻮﻗﻌﺔ )اﻟﻤﺘﻮﺳﻂ( ﻟـ ‪µX = E[X] = X‬‬

‫)‪µX = E[X] = ∑ x.fX(x) = ∑x.P(X=x‬‬

‫‪= x1fX(x1) + x2fX(x2) + x3fX(x3) + . . .‬‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪27‬‬

‫اﻟﻮﺳﻂ اﻟﺤﺴﺎﺑﻲ اﻟﻤﺮﺟﺢ‬

‫= ‪Xw‬‬ ‫‪∑ xi . w i‬‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪28‬‬

‫)‪µX = E[X] = 0.fX(0) + 1.fX(1) + 2.fX(2) + 3.fX(3‬‬

‫‪X‬‬ ‫)‪fx(X‬‬ ‫)‪x . fx(X‬‬

‫)‪µX = E[X] = 0.fX(0) + 1.fX(1) + 2.fX(2) + 3.fX(3‬‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪30‬‬

‫إذا آﺎن ‪ X‬ﻣﺘﻐﻴﺮ ﻋﺸﻮاﺋﻲ ﻣﺘﻘﻄﻊ و ‪ a‬و‪ b‬ﺛﻮاﺑﺖ‬

‫ﻷي داﻟﺔ ﺣﻘﻴﻘﻴﺔ ﻓﻲ اﻟﻤﺘﻐﻴﺮ اﻟﻌﺸﻮاﺋﻲ )‪ g(X‬ﻓﺈن اﻟﻘﻴﻤﺔ اﻟﻤﺘﻮﻗﻌﺔ ﻟـ )‪g(.‬‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪31‬‬

‫ﻋﻠﻤﺎ ﺑﺄن ‪ = X‬ﻋﺪد ﻣﺮات ﻇﻬﻮر ‪Y = 0.5 X ⇐ H‬‬

‫‪X‬‬ ‫)‪fx(X‬‬ ‫‪Y‬‬ ‫)‪y . fY(y‬‬

‫‪E[Z] = 0 + 0.288 + 3.456 + 5.832 = 12.168‬‬

‫اﻟﺘﺒﺎﻳﻦ ﻟـ ‪σ2X = Var[X] = X‬‬

‫]‪σ2X = Var[X] = E[(X− µX)2‬‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪34‬‬

‫]‪σ2X = Var[X] = E[(X− µX)2‬‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪35‬‬

‫]‪σ2X = Var[X] = E[(X− µX)2‬‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪36‬‬

‫‪σ2X = E[X2] − (µX)2‬‬

‫إذا آﺎن ‪ X‬ﻣﺘﻐﻴﺮ ﻋﺸﻮاﺋﻲ ﻣﺘﻘﻄﻊ و ‪ a‬و‪ b‬ﺛﻮاﺑﺖ‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪38‬‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪39‬‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪40‬‬

‫‪STAT101-Dr.Khalid Al-Nowibet‬‬ ‫‪41‬‬

‫‪Y = 3X −2‬‬ ‫⇒‬ ‫‪X = (Y+2)/3‬‬

‫)‪Var[X] = Var[(Y+2)/3] = (1/32) Var[Y] = (1/9) (40‬‬

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