Peubah Acak (Variabel Random) Univariate

X : Ω  RX
Diskret Kontinyu
Hasil menghitung Hasil mengukur
Bilangan bulat Bilangan real
Fungsi peluang : pmf/fmp, p(x) Fungsi peluang : pdf/fpp, f(x)
P(X = x) = p(x) P(X = x) = f(x)
p(x) > 0 f(x) > 0
∑p(x) =1 ∞

∫ f ( x ) dx=1
−∞
Fungsi distribusi : cdf, F(x) Fungsi distribusi : cdf, F(x)
F(x) > 0 F(x) > 0
0 < F(x) < 1 0 < F(x) < 1
x x
F(x) = P(X < x) = ∑ p( x) F(x) = P(X < x) = ∫ f ( x ) dx
❑ ❑
Grafik : step function Grafik : continuous function
Ekspektasi, E(X) Ekspektasi, E(X)
❑
E(X) = ∑ x p(x)
Sifat : E(X) = ∫ x f ( x ) dx
❑
E(k) = k Sifat :
E(kX) = k E(X) E(k) = k
E(kX) = k E(X)
Variansi, σ2, Var(X)
Var(X) = E(X2) – [E(X)]2
Sifat :
Var(k) = 0
Var(kX) = k2 Var(X)
P(X < 1) = P(X = 0) + P(X = 1) 1

= P(X < 1) + P(X = 1) P(X < 1) = ∫ f ( x ) dx

❑
= P(X < 1) + P(X = 1)
P(X < 1) = P(X = 0) 1 1
= ∫ f ( x ) dx + ∫ f ( x ) dx
❑ 1

1
P(X < 1) = ∫ f ( x ) dx
❑

2 x;0≤ x≤ 1
f X ( x )= {¿ 0¿;untuk x lainnya
 0 ; x< 0

{
F ( x )= x 2 ; 0 ≤ x<1
1; x≥1

1 /2
1
( )
P X ≤ =∫ 2 x dx=x 2 ¿
2 0

x
F ( x )=P ( X ≤ x ) =∫ f ( x ) dx
❑

1 1 1 2 1
(
P X≤
2
=F) ()()
2
=
2
=
4
1. Diketahui peubah acak kontinu X dengan fungsi padat peluang yang digambarkan sebagai
berikut :

1
f ( x )= 4

a.
{
;−2< x< 2
0 ; lainnya
Tentukan Fungsi Distribusi bagi X
b. Hitung nilai P(X > ½) 1/4
c. Hitung rataan dan variansinya
d. Hitung E(3X + 9)

-2 0 2 X
Jawab :

a. Fungsi Distribusi
x
F ( x )=P ( X ≤ x ) =∫ f ( x ) dx
❑

x
1 1 1 1
F ( x )= ∫ dx= x x = ( x−(−2 ) ) = ( x+ 2)
|
−2 4 4 −2 4 4

0 ; x ←2

4 {
F (x) (x +2) ;−2≤ x< 2
1; x ≥2

b. P(X > ½)
2
1 1 x 2 1 1 1 3 3
P X> ( )
=∫ dx=
2 1/ 2 4
= 2− =
4 1/2 4
=
2 4 2 8 | ( ) ()
Atau

1 1 1 1 1 1 5 5 3
P X> ( 2 ) 2 (
=1−P X ≤ =1−F
2
=1−
4 2 ) ()
+2 =1−
4 2( )
=1− =
8 8 ()
c. Rataan dan variansi

Rataan = µ = E(X)
Variansi = σ2 = Var(X) = E(X2) – [E(X)]2
 E ( X ) =∫ x f ( x ) dx
2 2
1 1 1
¿ ∫ x dx= ∫ x dx= x 2 ¿ ¿
−2 4 4 −2 8

E ( X 2) =∫ x 2 f ( x ) dx
2 2
1 1 1
¿∫ x2 dx= ∫ x 2 dx= x 3 ¿ ¿
−2 4 4 −2 12

2
Var ( X )=E ( X 2 )−[ E ( X ) ]
4 4
¿ −02=
3 3
Rataan = µ = E(X) = 0
Variansi = σ2 = Var(X) = E(X2) – [E(X)]2 = 4/3

d. E(3X + 9)
E(3X + 9) = E(3X) + E(9) = 3 E(X) + 9 = 3(0) + 9 = 9