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  • Chap 4. Lois Continues

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    Youssef Jayed
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    loi continues de probabilite

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    Chap 4. Lois continues

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    loi continues de probabilite

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
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    10 views7 pages

    Chap 4. Lois Continues

    Uploaded by

    Youssef Jayed
    loi continues de probabilite

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    of 7
    chopitre 4 - Lois de protabitites continued 49) = Definitions clea Loin combinusy. . Definitions. Sit X2SL—» R ume penrbh alate. Tae Pi ansembh de seo valhuro X ek ile continue ‘ pane possible X(2) et om debe ou noumisn Exemplis: _\¢. faicln len pensonn- - Taifhs » a = Dunk cle vie ol’/ume Tax ce gBécmde , du ch belie. folio Definition 2. . On appel atonsit te piofabiths ck & maX, tout fonction 1 RR verifient fo Eloy peti vans: 5 pops ) ft 20, vxeR, ii) Beot continue sur R, sak om quel uy che elle ume tmik & qauche et une tmitty of olrotte femiso, 7 te iii) A fieode =d4. Pens b iv) Bla sxeh) =Jfcerde. e ¢ - oe & a » Eemctim ok mupanttin dome ve, conbinue X, nel E Gtle Ponchion ext. olefenia pan: co F(x) = P(X 4x) = S tenae , exeR. oe AFC) 4 Ele possecl by propuitbr mivandts : ty Crorssancti, _ Fe fm F(x) 2, : [| ii) bor FG) =0, > 0 L>t@ Lb be iii) B(a4X +0 Cn tant & nombae 2) = 1- B(xe2) -X 253, FCM ad =1- Fee) = 0 l4eds Exempl 9. =a La oliuce’ ck vie X dlun cctlaun equ ‘pemork — ek sgrntio pelon ba Gav cle clensite” cle probeebitte’s fer) = fe > b, pin. wy doo (x expitme’ on Frewse>’) a) Detrminn a bon 2 ba Bre ch Xx c) Cater 2X z 2co)s P( yoo 2X4 G00). 4% Moyenne ot Vantance. dlume via, X contime, ~ Moyenne Xt E(x) -J= fedex _ MntoneeX, Carel) = EO*)-Eoy “fe Goeddbe — (Secon = Le = £06) ola - Ecant—type AX: = Sle 7 Coefficduk ol esymétue (Skewnen) - » Tt seh — Moment d/ade k a ext) = J ot ponde -O boo = En Eni + E @O)) = | gee Peete , poe a tone fonction 9: R_+R, = 29) Low cmbinum d'usage Guuaned . a) Let nomale (on to ok Laplace - Gaus). Defnitin: On lit qu lun va. continue X puit une Ot noale cu clistituse womtelement , oe penamites mek < (<>0) 2 “aa oloncitl oe prolabi wt lov, px’ _ Gem ~=4 2 bed = te On nda = XA N(m, -<°) be) Te vceR. Paopuéts. ay be cpaphe de eat ue counbe on Grane che clocks owee un cme cle symitiie vertical mms ti) Jb cree = 4 La iii) Le fonction cla napouatit in AX ~ Em -F =< 4 < ‘le cx) SE! A . Fe Plxex) = Jodedt - F(b)- FG) =E(aeXeb) ao , $2 F(b) - Fea) -i_je aed iv) Canneticistiquen oh bo bat warrol N(n,<2) - ER = J=-feoe = me Meckane = wm ~ Vaal) = [te Fedex -( f fest) = Y Meriabl normal cerchéa nveluil. Bit NX px VO <8). On clefinie Co variable abalirie Ze XM, Albom Z cok Asli bree namab wont sf avec E(Z)20 ck ValZ) = Ft, ba oleusite’ de probabilile’ of Z sett , “ A re kee = a7 eer teh Zak apple’ vavabl aftatirio nnmale slaiclard La Poretan be wt puic (Cte Bee= hh) & syndbique per topped of axe oy: a forekion ole naputition de Z, vole & cok donned par: $(=) = tel ef ate, xe Ona, Plex) = 1- Gfx), pow fact x eR, & «fe ‘$C%) = + J ef okt. On fait & changemont ole variabh uxt, ” +O wut t . . t 3 x oy om obkint cx)2 -4, Fou at tere td obkin glx) 4; J e®dlu = ae oe ot Si! le Etaut donne t/tmportane ck bo li nawak ex statistique, valeurs ole Pee) onk cts Labelle, La babh ole b fo namak A/(0,4) denne Be nb Boy ae OM Meer OE lan exemple Bloes)= P( Zs 0,8) = 0.59877, (2,96) = 202 € 4,36) = 0, 9750. G(-o7a) =e t G(oaa) = 1- 0,17935 = 022065 Exempl. Une machine fabique olin liges wulabtqese. La nebisteaea a Ca suptene of cts bigen ob olishibuce namalimnt ole wegenme Be TOkg ok ol’ecart-tye <= 4 hy Sit la vie. X, a'sistrua of auplno ol’me tige mctillhque X As “40, . 16) af = = 057% tot Paid, coet indlique une borne homoganeite” cle Ca olisbi buleén de to ne'sistaute ofa rupline obs tiger b) ule of Lo probabilie” qu’ une Aye chuisie an tasad ol Co production atk une pa'scilene o ba aupline supeuturre ot, Shyt P(X y 74,8) = PUGH > WET) = P(Zy 42) =4— Gye) = 0/1451 to probahliti” qu'ws lige clu | nee eee aah P( 68

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