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K1 K2 olasılık
12 (0.2)(0.6)=0.12
11 (0.2)(0.4)=0.08
01 (0.8)(0.1)=0.08
00 (0.8)(0.9)=0.72
K1 K2 probability
12 (0.2)(0.6)=0.12
Ortak OKF 11 (0.2)(0.4)=0.08
01 (0.8)(0.1)=0.08
ffKK11,,KK22[k Pr[[ K11
[k11,,kk22]] = Pr = k11 ,,KK22=kk22]] 00 (0.8)(0.9)=0.72
∑∑ f K1 , K 2 [k1 , k2 ] = 1
Marjinal OKF:
ffKK1 [[k
1
=∑
k11]] ffKK1,,KK2[k[k11,,kk2 2]]
1 2
kk22
3
0.720 0.080 0
k1k1
0 0.080 0.120
Şartlı OKF
Tanım:
Definition: f K1 |Kf K2 [k
1 ,K
[k , k ] Pr[ K1 |Kk2 1=Kk22 ] k2 ]
12| k 21] =2Pr [ K1 = k1
f K1 f, KK2 K[k[k
1 , 1k,2k]2 ]
, k12|]k2] =
f K1 ,fKK2 [|Kk1[k 1 2
1 2
f K2f[Kk2[k] 2]
2
0.5
0.5
k1 k1 k1
0 0 1 0
1 1
∑ffk1k1
KK1 |K
[k11 | k22 ]] =11
[k
1 | K22
Bağıntılar:
∑ff
k2
k2
K |K
1 2
K1 |K 2
[k1 | k22 ]] =??!!?
[k1
??!!?
5
∑f
k1
K 2 |K1 [k2 | k1 ]f K1[k1 ]
k1
f X1 , X 2 x1 , x2 = X X
Ortak kdf
Pr[XX 1≤xx,1 ,XX 2≤x x]2
FFXX1 1, X, X2 2((xx11,,xx22))=Pr 1 1 2 2
x1x1 x2x2
= f f X1 , X(2 (zz,1 z, z)2 dz
∫ ∫
) dzdz2 dz1
X1 , X 2 1 2 2 1
−∞ −∞
7
KDF ve OYF
8
2. Pr a1 X 1 b1 , a2 X 2 b2
b1 b2
2. Pr [ a < X ≤ b , a < X ≤ b ] =
f X1 , X 2 ( x1 , x2 ) dx2 dx1
f X1 , X 2 ( x1 , x2 ) dx2 dx1
b b
∫ ∫
a11 a22
1 1 1 2 2 2 a1 a2
3. Pr a1 X 1 a1 1 , a2 X 2 a2 2 f X1 , X 2 (a1 , a2 )1 2
3. Pr [ a1 < X 1 ≤ a1 + δ1 , a2 < X 2 ≤ a2 + δ 2 ] ≅ f X , X ( a1 , a2 ) δ1δ 2
1 2
ffXX1 X, X2 ((xx11,,xx22)) Pr a X b , a X b
Pr [ a11< X 11 ≤ b11, a22 < X 22 ≤ b22]
1 2
b1 b2
b1 b2 f X1 , X 2 ( x1 , x2 ) dx2 dx1
= ∫ a∫1 a2f X1 , X 2 ( x1 , x2 ) dx2 dx1
a1 a2
a2 b2
x2
δ1
a1
δ2
b1
Pr a1 X1 a1 1 , a2 X 2 a2 2 f X1 , X 2 (a1 , a2 )1 2
x1
10
Marjinal oyf’ler
∞
ffXX11(( x11)) = ∫ f XX11,,XX22 (( x1 , x2 ))dx
dx22
−∞
ff X ((x22 )) =
∫ f XX11,,XX22 (( x11 , x22 ))dx
∞
dx11
X 22
−∞
Hatırlatma:
∞
∞
∫ ff X ( x( x)dx
X1
1
1
1 ) dx
1
1 ∫ X (
= f ( fx )dx
X2 x2
)1dx = 1
2
22
2
−∞ −∞
11
ff XX1 ((xx11))
f X1X 2 ( x1 , x2 )
1
x2
∞
f X1 ( x1 ) fX1 ( x1f)X1=, X 2 (−∞
∫ X 2 2( x1 , x2 ) dx2
x1 , fxX2 1),dx
x1
X1
12
Örnek:
⎩0, 0,
1 2
diğer
otherwise
(a) c nedir?
∞ ∞
( )e
x2 x2
1 c e e− x1 dx1dxdx
1 = c0 0 e e
x1 2 x2
2 1 2
dx = c x2
1 − edx− x22
2 x2
dx2
∫∫ ∫
c (1 e ) e
0
0 02 x2 x2 x2
3−2 0 −2 x2
e e
1 c
2 3 0
c ∞
1 ⎡ e−2 x2c 6e −3 x2 ⎤
16 = c ⎢ − ⎢
⎣−2 6
c
=1 ⇒
13
Örnek: (devam)
0≤ x ≤ x <∞
⎧6e
− x11 −2
6e e ,, 0 x1 x2
2 xx22
X1 (
(b) f X1 ( x1f)'i
(b) x1 ) nedir?
bulun
∞
f X 1f X( x(1x)1=
1
) 66∫ee x1 ee 2 x 2dx
− x −2 x
1 2 1 3 x−3 x1
dx2 2=3e3e , , 0 x01 ≤
x1 < ∞
x1x1
X 2 ( x2 )
(c)Find
(c) f X 2 ( x2f)'yi bulun
x2
f X1 ( x1 ) 6 e x1 e 2 x2 dx1 6e 2 x2 (1 e x2 ),
x2
0 x2
0
14
( −∞,
1.1. FFXX1 1,,XX2 2( −∞
, ) ) =
FXF (
1 , X 21, X 2
( −∞,
, x2 ) x2 )F= ( x1), −∞0 ) = 0
X 2X(1,xX1 ,2
X1 , F
1 2
( ∞,
FFXX1 , X, X2 ( ) ) 1= 1
, ∞
2. Marginal cdfs
2. Marjinal kdf ler
FFXX1 1( (x1x)=
1) =
FXF , X
( x1), ∞ )
2 ,
X 1, (X x
1
FXX 2 ((xx22)=
) =FXFX, X1, X(2(,∞,
x2 )x2 )
1 2
F
2 1 2
⇒ monotonically
monotonik olarak azalmayanfunction
non-decreasing fonksiyon
15
Pr[aa11 <
5. Pr XX1 1≤b1b, 1a,2a2 X<2 bF2 X] =, X F
Xb22 ≤ (bX1 , ,bX2 ) ( bF1X, b, X2 )(a−1 , F
1 2 1
b2X) , X ( a1 , b2 )
2
1 2 1 2
− FX1 , X 2 ( b1 , a2 ) + FX 1, X 2 ( a1 , a2 )
FX , X (b1 , a2 ) FX , X (a1 , a2 )
1 2 1 2
x2
(a1,b2) (b1,b2)
b2
(a1,a2) (b1,a2)
a2
x1
a1 b1
16
Örnek:
⎧0.5, 0 0 x≤1 0
0.5,
0.5, 1≤
x1, 0x11, ≤0
x201, 2x2b<
x22b 22 4ac
( )
f XffXX1X, X1 ,2xX(12x,(1,xx122,)x=2 )⎨
1 2
⎩0,
0, 0, otherwise
diğer diğer 2a
Ortak kdf'yi bulun
Ortak kdf'yi bulun
Find the joint cdf.
FX1 , X 2 ( x1 , x2 ) Pr X 1 x1 , X 2 x2
x1 x2
f ( z , z )dz dz
[ X1 X≤ 1x1, Xx12, ≤X x2 2]=x2∫−∞
−∞f X, X f( Xz1,, Xz 2()zdz1 , 2zdz2 )1dz2dz1
x x
FXF,XX , X( x(1,xx1 ,2 x) 2=) Pr
Pr x1 X1 ,xX2 2 1 1 2 2 1 2
1 12 2 1 2 1 2
x2
(iii) (v)
2
x1
(i) (i) 1
Durum ii 0 ≤ x1 ≤ 1, 0 ≤ x2 ≤ 2
x x
FFXX1 , X, X2 ( x(1x,1x2 ), x2 ) = dz
1 1x1 1 x22 11
1 2 22 0
0 0
0∫ dz22dzdz1 1= x1 x21 x2
22 x2
(iii) (v)
Durum iii 0 ≤ x1 ≤ 1, x2 > 2 2
x
1 1x1 1 22
FFX1X, X, 2X( x(1x, 1x,2 x) 2) = dzdz
∫∫ 1 x=1 x1
dz (i) (ii) (iv)
2 2 dz
1
1 2 2 20 0
00 x1
(i) (i) 1
Durum iv x1 > 1, 0 ≤ x2 ≤ 2
1 x2
( )
1 1 x2
FX1X, X1 ,2X(2x1 , xx21),x2 = dzdz ∫
1 1
1 1 = x2 x2
1
F 2 dz
2 dz
2 2 00
0 0 2 2
Durum v x1 > 1, x2 > 2
11 11 2 2
X 1 , 1X 2 2( x1 , x 2 ) = 2 0 0 dz2 dz1 = 1
X , X ( x1 , x2 ) dz2 dz1 1
FF
2 ∫∫ 00
18
for all x1 , x2
or
veya
FXF X ,(
1 X x (,xx1 , )x2) F
2
= F(Xx ()xF1) F(Xx (),x2 ) x , x
1 2
1 , X 2 1 2 X1 1 X2 2 1 2
for all x1 , x2
19
Örnek:
⎧ −xx1 e−2
6e e , 00≤x1x1≤x2x
2 xx 2 ,
2 < ∞
ff XX 1X, X2 ((xx11,, xx22 )) =
6e 1 2
⎨
⎩0, 0, otherwise
1 2
diğer
0 ≤ x x12<x ∞
∞
ffXX 1((xx11))= 6 e e dx2 23e 3 x , 0 x1
1 2 1
( )
1
f X 2 ( x2 ) = 6x∫ e − x1 e −2 x2 dx = 6e −2 x2 1 − e − x2 , 0 ≤ x2 < ∞
x1
f X ( x1 ) 6 e e dx1 6e 2 x (1 e x ), 0 x2
1
0 x 2 x 1 2 2 2
1
0
(a) X1, X2 bağımsız mı?
fX 1 X 2 ( x1 , x2 ) = f X 1 ( x1 ) f X 2 ( x2 )
?
6e−xx1 e
6e e 1 2−2
x x2
2
≠1818e
−3 x −2 x
1 2
( −x
e3 x e12ex (121e− xe) 2 2
⇒bağımzsız değil
20
Örnek:
11−ee ax−ax
1
−
bx2
+
( ax1 bx2 )
1 e −bx2 e − ( ax1 +bx2, ) x1x ≥0,0,xx2 ≥00
FXX11,,XX22 ((xx11, ,xx22) )=⎨
F e e 1 2
0,0 diğer
otherwise
FFX 2 ( x(2x) ) F
=X F
1 , X 2
( (
, ∞,
x2 )
x )
1
= e
1
bx2
− e,−bx2 x2 0x ≥ 0
X2 2 X1 X 2 2 2
X1 (Xx11 () 1 )
dFdF x
f X1f(Xx1 1()x
1 ) = =
ae ax1 −ax1
ae , x1 x01 ≥ 0
dx1dx1
X 2 (Xx2 2()x2 )
dFdF
f Xf1 X(2x1( )x2) = be bx
= be2 −bx
, 2 x2 x02 ≥ 0
dx2dx2
21
Örnek: (devam)
eeax−ax
1 e−bxe2−bx2 e+ ( ax1−( bx 2 )(1 e
( )( )
ax1 − ax bx2 −bx
1 1 − 1
e
)
ax21 +bx
= 1− e )(1
1 e
1 −)e 2
Evet, bağımsız...
Yes, they are independent
FX1X,1XX22((xx1 ,1 x2 ))
∂F
ffXX1 ,1XX22 ((xx11,,xx22) )= = abe −axax11ee−bx
bx22
, x1x1≥0,0,x2x 2≥00
∂x x11∂x
x22
??
ffXX1 , XX 2 ((xx11,,xx22))=f fXX1 ( x(1x)1 f)Xf2 X( x2( )x2 )
1 2 1 2
−ax
ax1 −bx ax1 bx
2 ae −ax
= ae be −bx2 2
bx2
abe
abe e e
1 be
1 Evet, bağımsız...
Yes, they are independent
22
Şartlı oyf
Verilen X1 ve X2 gibi iki rastgele değişken için şu şartlı
yoğunluklar yazılabilir:
f Xf1X, X, X2 ( x(1x,1 x, x2 2))
f Xf1 XX 2| X( x(1 x1x2x)2 )= 1 2
f Xf 2X ( x( 2x)2 )
1 2
2
Note that:
∞ ∞
Burada
∫ f X 1| X 2 (x
1 x2 ) dx1 = 1 while
∫ f X1| X 2 ( x1 x2 ) dx2 = ???
−∞ −∞
f X1 X 2 ( x1 x2 )dx1 1, f X1 X 2 ( x1 x2 )dx2 ???
23
fX1X 2 ( x1, x2 )
Kesit x 20
f X1 X 2 ( x1 , x20 )
f X1 X 2 ( x1 x20 )
2
( f ( x20 )
fX1 X2 x1 x02 =
XX 12 2
(x )
X 2
0
xx020 fX2
x2
X1
x1
24
Örnek:
⎧6e − x1 −2 x2
00 ≤ xx1 ≤ xx2 < ∞
ff X 1X 2 ((xx1 ,,xx2 ))=⎨
x1e 2 x2,
6 e e ,
0,
1 2
X1 , X 2 1 2
⎩ 0, otherwise
diğer
∞
((xx1 )) = 66∫ ee−xx ee−22 xx dx
= −3 x
dx 2 3e 3 x , ,
3e 0 ≤ x1 < ∞
1
ff XX11 0 x1
1 2
1 2 1
1 2
x1
x1
2 x (1 − e x ),
x2
( )
x2
1 2
0
Şartlı oyf’leri bulun
f X1 , X f2 ( x1 , x(2x) , x ) 6e x1 e6e
2 x2− x −2 x
1
e
x
2 e 1
e − x1
f Xf1 X 2 ( x1( xx2 |) x ) = X X
1 2 1 =2 x2
2
x2
x=
, 0 x1 , 0x2≤ x ≤ x
X1| X 2 1 2 f X 2 ( xf 2 ) ( x ) 6e 6e (1 −2ex2 (1)− e1−x2 e) 1 − e − x2
2 1 2
X2 2
f X 2 X1 ( x2 x1 |) x ) = f X 1 X 2 ( x1 ,x2 ) 6e
x1 2 x2
f X1 , X 2 ( x1 , x2 )
6 e e − x1 −2 x2 x1 2 x2
e 2e = e 2e,2 x1 xe1−2x2x,2 x ≤ x < ∞
f X 2 | X 1 ( x2 1 f X1 ( x1 ) 3=e 3 x1
−3 x1 1 2
f (x ) 3e
25
f X 2| X 1 (f xX 2 X| x(1x) 2f Xx11()xf1)X ( x1 )
f X 1 | X 2 (fx1 | x(2 )x =x ) 2 1 1
X1 X 2 1 2 f X 2 ( xf2) ( x )
X2 2
Now since:
(x ) = =
f X 2 ( x2 ) f∞X1 X 2 ( x1 , x2 )dx1 ∞
f X 2 X1 ( x2 x1 ) f X1 ( x1 )dx1
f X2
−∞
2 ∫f X1 X 2 ( x1 , x2 )dx1 ∫f
−∞
X 2 | X1 ( x2 | x1 ) f X 1 ( x1 )dx1
olduğundan
we have:
f X 2| X 1 ( x2f X|2 xX11)(fxX21 (xx11) f X1 ( x1 )
f X 1 | X 2 ( xf1 X| xX2 )(=
x1 ∞x2 )
∫ f X 2 | X1 ( xf2 X| xX1 )(fxX21 (xx11))dx
1 2
−∞
2 1
f X1 ( x1 )dx1
1
26
Örnek:
Şartlı oyf ve marjinal oyf’ler biliniyorsa:
e x1 e − x1
f x1 (fxX11 (xx21)| x2 ) = x2 , − x20, 0x≤1 x1 x≤2 x2
1 e 1− e
∞
f x1f(Xx1 1()x1) =6 6e∫ e e e dxdx
x1− x12 −2
x2 x2
2
=
2 3e
x1−3 x1 ,
3e , 0 0≤x1x1<∞
x1 x1
( )
x2 x2
f ( x )
f x2X(2x2 )2 6 ∫e e dx1 1 6e (1 e ),, 0 0≤x2x<2
= 6 x−1x1 2−2
e e x2x2
x = 2−2
6e x2x2
1 − −x2x2
e ∞
0
Bayes kuralını kullanarak ters şartlı oyf yi bulun:
f X X f(Xx1| Xx22() xf1X | (xx22 )) f X 2 ( x2 )
f Xf XX2 | X(1x(2 xx21 )| x1 ) =
1 2 2
2 1
f X ( x1 )f X 1 ( x1 )
( )
1
−xx11 −2
2 xx2 x2 x
2(1 e −
6
6ee e
e 1 − e )2
2 x1 2 x2
= 3e−33xx11 (1 e −x2x)2 = 2ee2 x1 e,−2 x2 x, 1 x1x≤2 x
2e
2 <∞
3e (1 − e )
27
ortalama
m2 ∫
mi i E X i x fXX1XX 2 ( x1 , 1x2 )dx dx , i2 1, 2
−∞ i i 1 2 21 21
variance
i2 Var X i E X i m2i ,
Var [ X ] = E ( X − m )
2
ii=1,
1, 2
2
ilinti
] ( )
j xj, =xx1,2
rij E X=i Xfj i, i xdx
i j f X idx
j
X j ( xi , x j )dxi dx j ,
i j
i, j 1, 2
covariance
İlinti/Kovaryans Bağıntıları
ccij ij=rijr −im
ij m mijm j
X i ,, XXj ⎤=EE X iXX jX ⎤E− X i X
Cov X
Cov i j⎦ i j⎦ E [ i]
E ⋅XEj X
j
E [ X1 X 2 ] = E [ X1 ] E [ X 2 ]
olur.
X 1 ve X 2 ilintisizdir
vice versa is not
tersi doğru değildir (Gausyen
true (except for
Gaussian rastgele değişkenler hariç)
random
variables)
30
• E [X1X2] =0 ⇒ X1 ve X2 ortogonaldir
E X 1 m1 X 2 m2 Cov X 1 , X 2
X X
1 2
X X
1 2
1 1