MATEMATIKA TERAPAN

Tim Dosen:
Dr. R.R. Dwinanti R.M. ST, MT
Dr. Jessica Sjah ST, MSc
Leni Sagita Riantini ST, MT, PhD
Dr. Eng. Mochamad Adhiraga Pratama S.T., M.T.

MATEMATIKA STATISTIK
PDF ; CDF; JOINT DENSITIES
Apa Beda PDF dan CDF ? (review)
The Cumulative Distribution Function
• Definition
• The cumulative distribution function F(x) for a continuous rv X is defined
for every number x by
Read also: Theorem
• F(x) = P(X £ x) = 3.4.1 (Larsen and
Marx)

• For each x, F(x) is the area under the density curve to the left of x. This is
illustrated in Figure 4.5, where F(x) increases smoothly as x increases.

A pdf and associated cdf

Using F(x) to Compute Probabilities
• The importance of the cdf here, just as for discrete rv’s, is that
probabilities of various intervals can be computed from a formula for
or table of F(x).

Proposition
• Let X be a continuous rv with pdf f(x) and cdf F(x). Then for any
number a, P(X > a) = 1 – F(a)
• and for any two numbers a and b with a < b,
P(a £ X £ b) = F(b) – F(a)
Using F(x) to Compute Probabilities
This illustrates the second part of this proposition; the desired
probability is the shaded area under the density curve between a and
b, and it equals the difference between the two shaded cumulative
areas.

Computing P(a £ X £ b) from cumulative probabilities

Example:
• Suppose the pdf of the magnitude X of a dynamic load on a bridge (in
newtons) is

• For any number x between 0 and 2,

Example: cont’d

• Thus

• The graphs of f(x) and F(x) are shown in here

The pdf and cdf for this example

Example: cont’d

• The probability that the load is between 1 and 1.5 is

• P(1 £ X £ 1.5) = F(1.5) – F(1)

• The probability that the load exceeds 1 is

• P(X > 1) = 1 – P(X £ 1)
• = 1 – F(1)
Example: cont’d

• =1–

• Once the cdf has been obtained, any probability involving X can easily
be calculated without any further integration.
Contoh lain – PDF:
Contoh lain - CDF:
Latihan soal bersama:
• Buka teksbook Larsen dan Marx, mari kita kerjakan soal berikut ini:
Jawaban 3.4.12:
Expected Value dan Varians –
analisa menggunakan PDF
Expected value, formally

Discrete case:

E( X ) = µ = å x p(x )
all x
i i

Continuous case:

E( X ) = µ = ò xi
all x
p(xi )dx
Example:
Variance, formally

Discrete case:

Var ( X ) = s =2
å (x - µ )
all x
i
2
p(xi )

Continuous case:
¥
Var ( X ) = s = ò ( xi - µ ) p ( xi )dx
2 2

-¥
Handy calculation formula!

Handy calculation formula (if you ever need to calculate by hand!):

å (x - µ ) åx p(xi ) - ( µ )
2
Var ( X ) = i
2
p(xi ) = i
2

all x all x

Intervening algebra! = E ( x ) - [ E ( x)]

2 2
Lanjutan dari contoh sebelumnya:
Latihan soal bersama:
Jawaban 3.5.9:
Cari varians dari pdf berikut ini:

Baca slide no. 19

Jawaban:
Joint Densities , Marginal
Densities, Conditional Densities
Conditional Densities - ilustrasi

**Notice that the definition of fY | X(y | x) parallels that of

P(B | A), the conditional probability that B will occur, given that
A has occurred.
SOAL UNTUK RESPONSI – Buku Larsen 5th
Edition
Soal 1 - 3.5.8
Soal 2 - 3.5.32
Soal 3 - 3.6.2
Soal 4 - 3.6.11
Soal 5 - 3.7.19