•

𝑋 𝐴 𝑃 𝑋 𝐴

•
•

𝑷 𝑋∈𝐴

• 𝒇 𝑿𝑨
 𝑇
𝑃𝐷𝐹 𝜆.
𝑡 𝑠𝑒𝑐𝑠
𝐴 = 𝑇 > 𝑡 .
𝑋
𝐶𝐷𝐹 𝐹𝑋|𝐴 (𝑥 | 𝐴)?
𝐴 = 𝑇 > 𝑡 .

𝑷(𝑋 > 𝑥 | 𝐴) = 𝑷(𝑇 > 𝑡 + 𝑥 | 𝑇 > 𝑡)

𝑷 𝑇 > 𝑡 + 𝑥 𝑎𝑛𝑑 𝑇 > 𝑡

=
𝑷(𝑇 > 𝑡)
𝑷 𝑇 > 𝑡 + 𝑥
=
𝑷(𝑇 > 𝑡)
𝑒 −𝜆 𝑡+𝑥
=
𝑒 −𝜆𝑡
= 𝑒 −𝜆𝑥
• 𝑋
𝜆 𝑡

•
𝑋
•
•
∞

𝑬[𝑋 | 𝐴] = න 𝑥𝑓𝑋|𝐴 (𝑥) 𝑑𝑥.

−∞
• 𝐀𝟏 , 𝐀𝟐 , . . . , 𝐀𝐧 𝑃(𝐴𝑖 ) > 0
𝑖
•
• 𝑋 𝑨𝟏 𝑎𝑛𝑑 𝑨𝟐
𝑃𝐷𝐹𝑠 𝒇 𝑿 𝑨 𝒇 𝑿𝑨
𝟏 𝟐

• 𝑎 𝑏 (𝒂 + 𝒃)/𝟐
(𝒂𝟐 + 𝒂𝒃 + 𝒃𝟐 )/𝟑
•

•
• 𝑋
𝑡𝑜

• 𝑌 𝒇𝒀

𝐴 = {7: 10 ≤ 𝑋 ≤ 7: 15} = {𝑦𝑜𝑢 𝑏𝑜𝑎𝑟𝑑 𝑡ℎ𝑒 7: 15 𝑡𝑟𝑎𝑖𝑛},

𝐵 = {7: 15 < 𝑋 ≤ 7: 30} = {𝑦𝑜𝑢 𝑏𝑜𝑎𝑟𝑑 𝑡ℎ𝑒 7: 30 𝑡𝑟𝑎𝑖𝑛}

•

•
• 𝑌