2% Unit: andom vandnle § ( ptscvere & cenfinacs candor a: moment and mower? ‘ gerecntog | Ryatance. of a random va" Abie) Random Vanable inairtvely by @-mndom yatiable. (ed) we: mean. rao «x ea amon ern E A condemn varfable deFines. & functfon 2878 ae lowe range to 8 * (09 sibutfon of a rete ‘anden varahle [Pesavility * yalues. Ki and Frobability i variable + ahh fake! oH te satinfi vet x hea discrete yonder yet P(X agg) = i> THEN py 5 called promabifity funete she folleding conditions * & p@dzo¥i db 2 we ps 28 Continuous Random Variable A rardory vortabee X #5 sid to b scibie values penaeen ceridin [emis In other words a F be camteues wren 16 atfferent values canner be pu of postive her Fr can tare all fr nveary varsabse #3 atte So dt comes penden® yaith a 2. contionus Wf, set yaRtable Foren de 1S FOO I and here val) (aoe) & probaly density, function of a randorn The probability for a vaviate value to Ite Inthe yatate vate + fall erate five wer she patassity fora ee pleexep) = [1e* a pep AO of He vw XE defined a3 fu) = die, R(x enti) ee iPvarcket variable (rv) x y ‘ally aren (oat)? 9 us ie probaly dst inctieo (P5 ee) bas folloistng Obvious prog "i deroted by ful) oF sine Pe * 1 F@z0,roexeo * } & fgowes 7 » 2 e GR Te pbaiy P(E) gen ty PLD» eax %6 well defied Fr 089 create + Contfnwus Disbibution furchin: /cumuletie dfs tbaton function: a (PX '5a coninwous racdorn variable with the pdf 4(2) , then *he function at Se #60 Remarks. D OL F@ ZI, -ecrxcw = ioe Avithe £ @ = 4620 FD % nondecreasing fndiin of x — D FGd)~ Im £OO= in FD fim Heode = ey _ Stee Jie sem: Geoe D Fe) = fm (2) = fm FO) = Sin frou. 4 to biel cod ea [teen ot Mes DFE) 0 cont funciin of xo ee an 0 6) The disenniinuties of : | ; - Ore At the most countable D Peexss) = £9 is ’ [reo 4 [1% Mo } = io P(xea) = D P(acxeb) - POxeb)= Pazya) a, = we ) = f toa Pe S66) = fa) 5 | TR i Krown ‘ Lf = bia ciffeertad af x ; |¢ We pocbabllity thik a coathueus Mabe kanes a fie avinbhe ie Ts De [too fia) 15 called the peokabiiTby tensity function (pd f) Mean Arithmetic mean (xfedax = aS Harmonfe mean Hi giventy [r= f (4)460 dx) Geometric mean 6, i gen by | Jog G (og) Expected value of a discrete random variable x patty probabsifey ena Hie fC) 15. ver hy oe 3.116] > Gxpocted value = a cont function fod. & given by E(x)= foro aX wean = E(x) ies EQ?) = *Potphodn eauous randon yarabe xX with probabs hey massMoments, b | ic aevt ovis) = [ x¢ {Odd a bY Lie (about the poids = A) = fe f609* a b a) = {tera _ Mean £60) dx b bs "2 : i, B. = variance [ #foose- (xfo%x) ——= a J a Eb) (Mean Li; (about 074 die = fig= bp. E@)={ oF iS ECHR) 2 a= FOC EE) = 6 O32) "46am: —s varince = > Addition theorem of expectations HBS cs ore rarer vertables) Hey Cay E&+E() provided all the expectations exist > Multiplication theorem of expectations E(x)= E(W) E(y) provided v and y are ‘independent dis= us 310 + ap? Jay= Jib 4bes'y) 4 Oe? 5)? >* Standard deviation = Fratanie = 23) & ¥ _ x,X 50 randoen variable. and far 4 Sarre & efov®)]= ae [vi] E(VWta] = E@D]+a o ¥ YO? function off x F ant expectations > \f x $5.0 random Variable and a fb a fants, ther E (axtb) = GE®)+b , provided all the expectations est 5 Expectation of a near Combinatfon oft Random variables f be any 7 random variabh provided ql the expectations ex’sb > \f x20 +h f X20 + & such hah yex then E(Y) £ EK), > let Xand Ybe +o random provides! the expeciahons exit > Af Ui exists, then Lis exists for all 4 r won € (HO): xO] = € OEE: \f x and y are Independent random variables Property of Vartan fx 5.0 rangers vanable then V(ax+b) =o? V(x) aoe ag b are constants if b=0 then V(aX) = a V(x) if ase, v(B)=¢ tf a4, V (x+b) VO): COVARIANCE. indo veviables, then covagance bekaaen ahem ts defined os if X and Y are 400 Ol cov (x. elx-EWHY-E OH = £ [ry-xEW)-VEK)+ eWEW)] =E(Hy) - EWE) - FWOY)+ €6-£) ecey)- £0) -€0)- If Kandy are fndepensent shen EGr)'= EG)EM)S here i onvlend= €(x)-€(y)- £6080) =O Ais CONEthe privet ofa ourber Of fee p cathemabial expectation of valabies ts equal to the product of tHe expectation E (nxax Ka) = E60) ECS) & (Xn) | ] orle/ Axr)= jr E(x) | ta tes | ; EQx+b) ~ ak Qe) +t fb i € get Efox) able) raring a-i, be -Ke -E(®) &(x-E()) = €(@)-€() ise 5 E(x-E(d) 2a E(x )eo 4 ml Tem) = elxy] ie (IEG) = ebt] Moment Greneratteg functions | 4 Mal " Se func (gif) ofa eam vaaable x (about ois) bavi tne poobatiity function 4H} fs given by te : oft at [me h(t) « sae’) (e* (05 #4} > for en uous. prebabtey at . (ait 4 (é x) ’ 4) = Ele) “See tof fa atest’ petatitty atentoh) 4 G a ih These firmulas are used when we know Fenf oe pat fanctioneat OE e(e#)-=[} r+te ott? 00+ z 2. ¥ mayen gabe -- Ent 2 vi for contioucnts afmibater were, Lv = &(x") = fee ee E(')= EXPO. for arecrete eration sat te coe fel Thus 6 ents, ES K of. x about ovigin mult) genet tthe cm moment pix (t) gees Mr {aloo a} ae = smoment about origin coefittent of 1 2 v! - ‘ey varlocee 6) = Js (ui mie tt e+ B oes Ag wy (D> ne Ut +l Es dt a +t > (an = Re [ren] - [5 dt 4rd a mult) = dey haset + — - ra * { a0) |S je & U0" = weanrate=-"> Ar tndefinetely lage Fe no ™ ™ 7 dith mean lt and Standard deviation 5) ~®EXL50" and has he ateg prperties ° ) . ] WW The cune % bell-shaped and symmetfeal about the Ifne x=le \f ‘ fam) ond ode’ OF the ate Abuiten colactek L wd ases numerical eases rapidly, the maximum probabiifty ‘ eg at the point x= sf and fs given by POInoe” = [Pena ae (wails *s an asymptote to the curve The following table gives, the area under the normal peobabtity A quive for sere Smpotant yalues of the Standard normal varabe Bice § R83 Maes £95 G08, poypistance from the rnean oridinayes wn 4orers of £7 zo 20-45 ‘ 507 z= £400 - 2496 = 16% zebZ0 etal % aoral 7 z= £258 zero it > Area under the normal distribution cue Mode of the Normal Ow trfbuton mode ts the value of for which £60 fe maxiequr: fe, mode ts golutfon of £'@)-° § ie pOk Gh) Geb) £@> = Gen): 4) = [ce yf) fe) = [cP es sch) te) +409] - “9 ie en | Axel, u qe ap ae ee a ot tix > fOd 8s mart mun at meh ance: RE: Te athe: eredle of the normal distibutionM&F of Normal distibutfon: Ma? re ee “heli es) eae Lees 0 > elt ot (#-2te3) 43 ~Y fren UseFor Standard sacral variate Moments of Nomal Dfgtribu Oda order moments about mean are aiven by Tee antl ipa a ant! 29 ds =0 Sine, an odd fanetfon Bien order moments, cout oni Nee fw ye -0 Lim = © G0-) Hana: fae ee = eurA & & ci J *& esperivey. re P=) “PF vaitale 4 * Binomial 0% pasion ptbuten Nowa) D&ebuifen> cont The nucber of tals "7 she +ials ore > The. pratttty oP 5 Gch tall sucess ¢ failure se pnts of fis 8 f wean deviatiin nean Sndeperion* OF resus Hh ped mut > vistele Uiserete os ebaten utug Distibution fs finite f each otter for each fal consta® ores oo pfs ally a fren by He curve ave formed 2nce iw general, he coment generat 95, mQ) [am x efe?] =[24 Hd) 10 a = ae belts Bee 8 d's eu 4 7 on int X=@ fe ES the tthmoment about tre po Gee ef (ea he > Mex() = y(ct) mex(t)= E (0%) Milet) = (e™) Tesces9 \F ty x2,43--- Xp are nddependent candom vadables then the moment gqeneratigg function of their sum Xey2t--- Xn 5 given by Mrvresest-— xn (4) = Malt) Mla) Meg) > Mra) Minarist-— xn (4) = = [et Guts % EC eM oto etn} = E(eh)-£@%).e (0%). ¢ (et) E(etA) = Mat). Mel): MgC), MOQt: Melb) — - Mn ld) “en i " eFlect of change of ofgin and scale on Mir Let us transfeem x bo the nad vortable U by changing beth the Origin f scale Iny as fallow: re here ag’ h are constonty- MGE Of u(about origin) Ts given by Mult) = E(et) = &[ [ ets) | ce> > n= E6 exe (e*) et ma( 4) We BOO] Sx Me P™ qn” ne(o-d! Tete} [od GI]! nl) C9 4-9) % 4-1 (od 2m Suir ia n= eelnetgh ene a" np (rtearan wt np (a*P) = np ‘oP pel grt )= near (ey np — de) = no-) Fenp i = n(n) (n-2) p34 3n(n-D P+ op Liu = n(n—D(n-2) (m3) p+ en(n-D(m-2) p+ In(m-DP + NP Central moments of Binomial dtibubins n= b3= (21) | Mean>Variince:} ~ 06-Diinp- te Vavsanco= ~" = np-np* mean = np- = npt-p Standard deviation = Inpq. = py, > The oumberof trialg o fs finite [=m] $a bhorsfal dfsbibuhon dis= Jis= aun? +203 JIy= dh bisa? + 62 sh 2) pay hy = opt fyMoment Gieneraling function of Binomint ¢ Abutions V ey, n” (PE Male yal a pe’) ) live a Mo) dtt ; at to a, hy Mi ()| Jot t-o i= node top Mean: np, Yanan » apy »ce een: Pistibut tfibulion. with parameters Ja(eatied 3 X 3s sareto have a ntemal dis! : i 4 paps geen by the probability jaw Normal A condemn ¥ calied yortant2) FF 7 mean) and TS 4 en theue)- oat olax HW EXE sochigno, 70 d xe Nie $5 a. Standard normal vane’ Dip x~ w(u,o*) tee elt ‘ E(z)=0 and vae(z) =a and we write [en@5) ———