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    PTSP UNIT 2

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    10 views64 pages

    PTSP Unit 2

    Uploaded by

    Sai Uthej

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
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    | a A ne ao peg |e eee Oprations on Single_Rvi- UNITE” “Expectation : Foti RV x E[x]= % ElxJ= fav, x). de se - =20 Pa me x ‘is a Discrele PV, Nv £00 5 ZL P(%) S$ Gai). a wv | E(x) = (2. Xr POD | Expected Value Fa function of __Rv i | GO > func f BV a | ELIOT = (“qor. food | ; Te Th x te wa towels “RY, | etgent iE ple Rr ee i| 3 E(qo) = EE gee) “Goncltional Expected Value : E [xle) = [> Le Cum: du. het B= {uzb} fh (xfazeb) = a) Abbess J a= wa FO0- Shoo. da e [ y! f p Jxeb] = ‘fa fra. de ; 1 0 (| ee Peay de . Moments : . An immediate — appltcalton ef the — es4fdda expected Valy Ao fection of a & tx? “sg been Goleulalirg the Moments. 4. Moments — about Origin 2 Moments abouf Mean feenbal' Momerts: 4. Moments about Origin et FOV= XP gee tapes then © Used gives th Women!s — aboul Onigin © for RV x, he moments obnl Origin se denoled by my = EL x") « [ford where 1 —> order of the, moments abou Origin. Wne0 me E(H} 6 {fear de od fo net > thie E(xJ= f ae funy de ™ =X 2. Cental Momenils + gon = (x- Or naOlj 2 jess Hn = e((x-2)”] 7 fou fen. dx. une N- Oder gG te Central — roments - f ono = Ags Ef(e-x)"] =4 Variance : Second Order Central moment ox = My = E [«-#)'] = fts-z) Relays dx Spare reok > of the Variance is Called the slandard deviation ¢ dhe yl TR a mensre ¢ ils mean, Spead in the function fy) about | ots E[H-2] we [xia 2] 1 = Cle) - 28-00) + eC?) me E[ KR] 22K 4K The thid Conler moment My uhh is equal 40 (Hy € (05) ] ts a measue of assymehy te clnsty ‘fanclion about 1 meen « (a. x] it Callol the Stew Of the density function, , If a density is Symmebte about ae® We foe Fero Skewo , | The Normalized thd Cnhal — moment ae ts Known | % ae the Srewness the cbnsily fnction on the Gffcent of Skewness. . a Mas 6 (G-2P Ass E[x?]~ 3. tot x? . 2 mg = 3m, 057 — m2 iC 3 = m3 — 3m, (mm?) m = omg = 3PM, 4 MF me | omy ~ 3mma + 2m). Proper lies of Expectation : — ceed ee 4 TF a Random ° Variable ‘y’ Boo Gaston te, X=a- E{A] >. > proofs ELD= fm fev. dr= ( afr-de 2 £E (ax) = at(x] a fh-d - -e =? prooft- [ox] = (ar fay. ds =, : aft Fpl) dx « ~ a EG) 5 Efaxeb]s aeb)+ b Mio cece | Grstants- AO Tf x20 then = El) 2 a ar - 0 ° EX)= [ xfto- de = fx F.ay-d +f ae deen de - a 3 E[x}>0 . € fac) + € [ae] ® €[ 9,00 +900] = tndependent- f x @ y Me bE [xy] = Elk) ELy] probability Mass. Panckon Owe xa pire Rv, with Youn tn the table . fed pe {2p fo |. Pos) Yo | Pr) Ex] ty E foxyay * ety € (x?) oe a Given thal, x is a Diceck fy, 2 ; . "ody Ely = 2 WAM) = ym. pln) fet fet 4 = Dg) 4 (5) 409 (8) U8) gs E “ML aly | /e° 5 ID 5 a etl iD 5 eat = An - ~ 10 q a O38 M) Eloisa] = DE(x) + 3 ‘7 aC = 2 (-03) 43 = Ob 43 taal i) E(x) - ee . ir 7h) 4 fd via = 2% pow = @) (2) 4 en(B+0 a f A . *(3) ; ECqn}= Z ye ee) > Awatas | Lu » % Pe - Badr = Bp nea (iv) & [oun] aa few] e Cj re [>]. sa = A (2a)+ 4 (EG)) + eC) = (21) + (0.3) + Ort es, Oh Variance FF a Grelant. is = By ~ 12 +0) = 43 gf \dviance s- om ’ Hoe a2: Vor (Je E (o-")- if xe then omy in Nor (x) = 0. = € [x9 -(Eoo) Var (x). E ((x-9 af X=K, then x= Ele kK. | Vor (x="] 2 € (ce-wy?J=0 ©) Var [ex] = KN (*) Var [KxJ= Fen] 2 @ i) 2 = e [ex] — (EC) = KE (x?) - « feo)” . where ,K = Kvar.[ x) - \hr (K] = Epey= n> = Kilo. & Oar [x+K] = Var Vor [x4] = € [ovr] - (ecern]™ =e [res ae] of eeex] = Ce] + #4 2c eu (€ oy) HO) EC (Et) = Var (¥) ALTE x ond yore independent 1 Fer. Var [vi y] = Vor) 4 Ube (J Ver Grey) = vase) ~ Ver (1) 5-VUe (xiyJ = g [om waa)'] “ Fog -ceneg) = Efe Se ory] = E(x] + efo-n] 4 oe fens) AS we Hho that x andy are Trdepenckal » E[G-2-9)Je e (x8) 2e Cr-9) 6 Vor (x-yJ= War (x +04] ‘ ae f+ veeny) = Vor Cx) + (are var Cy) : oe 0) + Var 7] Relation Huy Corba)’ Monet Mérnts bad li den [Ce s) ful n=2 => 2 “. Moe 2 CN Mey m," her (1). Be, ine Myo + tn 26, m m,_,+ . acm my Mg-2 ae ae A bo )0f enim 0 J which > 7s Find the Mean § the Vortane’ f af Vs exponentially dishtbuled- Ch. Given, X18 a Gntinuous Exponent Gishibubd fy ~(4-0/b Fy) = j te Xra o . XLa dean ; » X- Elke J a feo de jint a ~~ = J » Loe Ga ae Ms m1 2 2 = Z z o = e°. (arb) [eam] Variance + rb) = € [oem] = f ca” Bow. de " is % om—m ka Lax 27M = J Gaby bens de ki fre ake . “b> = f@abte F ds Fok a =t+ ; for xsa , tz=a-x A= t= 2 0 on ~ ~ a) 2 4 fe e a b ft e di = Aho 1 m, - pele G = ao us rs . 4 fas atal) a ai as met fe]. i Pycay. dy ~ ob 0 . B - (*-9) a naa a ab m ; > oa : en dy . wb J y ° “ alb “Mb ry? 2 re . 2 5 > [: (¥-8+3)] “s a a (ee bee "Pay - wy” Vb ¥ . (-"( ab 4,206 -)) = g -[ 2% nab 207] w a+2ab4ob. » Ms ECxJ 2 R= ab a’+2ab+-b'— (at b\~ ™, — mo Fs = bi oth AN a oe myomr = by : ‘ ‘ ~Cear/y . hy Gmpare with -Yb-e ‘ 6 a Functions that ¢ive__'o" moments ¢— (i) characlertelte “functions : The — chovacteristte tinction ofa Pv “x ts Fefined YW , Ww) = E[e] where ) 52a (604 0 cao) Me The charactenstc fanclton: % Seen, to he te Fourter Transform (wi the Sin of “w teversed ) of te. density -fanction, co) 1 dy (w) = f eur f,o0 j : ~ 0 eo Pete) = § fer 02. dx. -o Aly er a ara hime L. Sor ia Ts ts becouse Ply ond fix forms the fourter eNns ter = aL [" Hana Go)" 5 Oa"s thoy 21 eeed + BY? 26 + BY epi. det a Eg ae d4,te) . AG) ot jetty a. dao Of dw ie fe] - pry ela)... 1 dd, ie dw Jwey m- Ela] - E44 | dia ltdeo Es f dq, (to) +2 3 A Se = O40 Js ECP] 4 se eOo]4 o, dqiaf Pec) dw? Jw=0 are Note = 3 A Major advantoge of to find the moments % te moments faielton Useg dhe choracherske functor the \ charackeriste be urd. | ts thal @n alanys wiided the desiiatie aluays exsist TES spay) isin Kare) G& We mop exsicls. Ider] = | Efe) | te ee Ge Given, Fenet gs - 5 | fo Bec | : . Ps - [feo bytayd ae [er] £ Laatol Roperlies : 4. yraxtb iwb Gy two) 2 ey (aw) 2. ery ls) = d (0-40) Th KG y ane independet _ iway, 3. Ye Ay byt) 2.2". gy (Mb) 4. Duo) = dylw) “<> x and y_ bate identical por *& 7 Fe we 4, tos) | by (xw) = Dey (00). 1. find the characlerctic findion cg a Rv. uhh i disht buted expmentaly ard Galeulats . ite. Mean ard 4 b Vovtance. ee. (n-a%p x>q ° Ofer vtce a. “dou os a era dio* dw J —jub ds a sp dw {= ¥ ‘ ed ae Be ete ceed) ae Od (1iab) (1 jb) (1- Jub) 5" Ga) - ‘9. (0-6) (1 Jb)” - pe” { a (iit) +56 | (i- jwb)” = ica [ @-soaby +b] (i jb at w-o > les ~ je? [a =0+b] 3 duo SL (Olam = JS(a+b). 2 ! ™ = (Cj). Idx) _ ; ar ie at be di 4 Mo = ey - aw fe Ceca] 7 SS G- jwb) > 5 , ~jwb) df ua je, yatti8) = (nse) [ems (Wa swab +56) ]-e jan” Cb —— Fh (U- a0] 2 (1-jwby fe (or ab.) -+ (Jat wab+ jb) -e* (ja) — eis (sa seaab + jb)- 2 (1-jwb) (0-56) C1~Jub)4 Pa 2r. 7S (1- jb) [e (ab) +a +04J 6). e(ia) - =o [o(oronibi2 (re) (o-i6] — eee C-ey* (1-0) [ob + costs] ~ (Gia s36). 2 abl] TIS 1 ab+s qcaab) — 3 (arb) 2(-3b) ab —a ab ~ 2b (a+b) = oa zab— 2b —a—2b sab owl (as 2ab+2b*] mM EGe]e Ci). S10 cian ee =C) = (03 2ab+2b*) 2 = a+2ab42b> 4 = moth dab4 sh * (atb) © Fa Hoabyob — + (ag bi 2ab) ~ Births Pe Lng: . - i Mornent generating -furction [— The — Moment generatirg finelon . defined as Mol = Efe) Malo = ("ef elated fos moment generating efungliow Mormeril ls ave by the expression, Lhe Major dtcodvon lage do the rroment gineraing “Ft exact fr all Pardom Vaviales is that it may not ; chpend on He Pak ry Since the Convergence. purely [easel = (SoM foot -0o sit x Unlock Me(¥) exsist only t all te rnoment ( Glaulote he moment generating fanclion fet nentially CDibthuled Rv & fed it mean at «Exo bk ae ea EN Sicanas' “a errs Variance: & Vr Gwen Rv is exponentially distributive Z : Lb pr tte) lb 4, ty) = ie ) 1 ara Oo eal) olherwtse [ Mx‘ i ef er"). et fetay. de OA - Lj Gray/b { @ 4.8 dk a { we et 6 mM a 4, ~( 1-0)x et fe (49g ay) (4 |” = ext 3 G9) * Z Ob ~C%p-0") pa (t-by) is tan ee ; ( (-bv) av = e. l—bd oH) od b [e) ae J 1 f-us) = (eb)? (1-96) -e%€a) fa) — 0° (0-b) " [=> = (a-abv) rae be” = (a+b-obv) red (-vh)* (at b)-e° Veo top = ath Vnviance , erie m, - my us da. [* (9) du? , J - a [ Qubcctes : | dy Ciav6)? 3 2 € - (vb). [6irr-ate) “]- _(atb-abs) a [uw “ie Ce vbyté ~ Cb) | aab-abo). eC ca) +i e (o~ab) i | ) : 2 (a+b-oby).e” [? (1-vb). 0-6] C1-whyt y Mm = (vb) [ ob. othe) 2” 4 eon] — (aib-obv) 0 f2b (-vb)) SH Cvs) * dense) ; oy (e%sab-0) 2 0° (-ob)] = a lv (oab-0) 0° (-2b00-9] Tf Coy" me neato (ost) C2] S at ab (a+b) - @4eabrab oy m, =m) atizab 2b” — (atb) = shai Pot = b- = find the Mean ard . Veriance Ge Uriform Fordeed Variable. So Given Het, foes 1 ' aexch >. obrenstee bcparrealh 3 2 2 u a= €0*) -€ca) i Lae i a'iab (orb) Ante’ s 2 salah gob = ani 3h — bab : 2. i oot _ ns 4b —dab : 1 : (b-a) “Th el ee Fir the Mean and Variance f 4 inom a Given thal » t F,, (Ms > Nee pe (tb ap Pre =O E(x) = (x) = J a Pet. dx ‘ha (8 a us ds E Ls t ps (Hep iK Sf S(a-40) Keo Ki) 7 Y)! oS | ter. fen (veel . pe CrP) : - se (Ge Fa Pe BOP J Ke) (RD fry) 0 . K-) Cw d-ce) il P, + {-P) ~W Sree P & (KD) Cor-0-99) a Jek- cup. WL pcre. Jeo Ji Twn! ROE NR Oo (pia)= TM = Np (P+ cep} Nl 0 KI Wi) “4'a etay= [rr gio oH Nets jj) 65 y SL. ph (er) Keo AER ¥)) : NI y eM Fog"? Key (K-13 (v-k)) . het jsk-l | “((np-i 7 G1) N (N19! pl \ jee CK ())) OP A Jt enp) eso pha. (oval oO Tiwnyy nel (Wayt 2 werd! (elope j jr 3 (w-1)! p (=p) Je0 Ho , 4 « DF 3 Me, P! Aba iJ Je 0 ” = (n-)P nlp = JK. My fiedy Ko (9) Np [ors 4] = NP [ wp-pa J Not neta 8 wit, 5 . _ ays ECC] ~ (66) tio = NPS Np + wp - oh = Np(I-P) lay x (NPY) ther, LP) Find the Mean and Variance of a poisson Py. ) G.- Given thal, The density fonction for fhe poisson Py ts, Bee oe mean , me €lyJ= 2 Keo oo ~b - bhe 2 THE bh Ys axah Myty = 0? Mo) a Mex tv)» Me ns) 3 Mary 0D) as Mx (vy My) 4 Y: x4a ob My = @ Mb My) have identical © POF 2 5 Mx(v) s Myly if ¥ anl sy Che by cher's Tn Equality yt | mean Values x | and, Vaviane. for a ‘kv |X a ubich it stales nat Pabobily > oS for any © 70 c? Pf [x-¥) eed 4 % K(m-%)?] - coe fy. da -0 a 2 (4-%) Lyeay de ~K-xl de Ys ° L “ P %2( eC faydue eof Fmd eile [xHpe = € p{ir-tive fF 0 2 Cath nants 1215 PAIR VS EF OZ i * L x if of 5 then, pier cepa ony -y * if ©-50 then, Pf IX-X]— of >41- oy P{x- xf, Moxkov § Tnequoltty : PL xzazp 2 EG) for ory a0 Q * : ’ ; ©) rd the characteristic fincion’ a Gousdan Rordorn Variable. Sale $0) = & [ew] | \ E f ef em. du _ 0 . from er fre de —a 21M, het x20% © => Is 7 = t > Sy + Ox da eo ag loa pes eh yy a ( e (oxy MY = e Va ax ly “0 Jones? ) te y)g 1 IOW xe ato (Lg Hiatlorny : ou dy 7 ) vo ie ak (° \ (4 4 hwo yy (iu) ie _. (uy) h ) > : e ¢ a : ‘ [i -dery 4 0") ; ») © Pf - dusny 1 0) > bey a (iw). oy) i di e ‘y ~o \ ew one °o (Y= wax) 1 (uray 0 ox te oY ° ef ° ) ( seu . “t Let Y= jwoy = cy adt Us e -dl 4 ( rmean Prove that characteristic function fa or va qpussian Rordlom Vastable with @ Gl Given, iw = € feu) ° wx ~ { em” fo de i 1 tle FF (4-04) [265° de ao? - fe be Let ae jwoy? y Xe ye juey® => dhedy a — fae oe? . 2 x2 (x— 250 05°) = ce ) (y1i06 ~ jw 5 * “Find © the Wpments — f- .Gous sian Rv ufth Jeo meat a : fee ah A oy Voniance. j sk AE dle. e foko] gneve i i 2d wkT) Oxo) a @ rw, e dis ©]. Neo 2Pn) by Gompatng Oo &Q Ck eg % yn tom x 8 ey. FY oy ae a a 2 27) V+ we (x) 4 Goa € (x) be ote eae " oxoptat oR par % € ("J=0 for nade when — Ke an 2 ; ay al (Pwr cy (#")- On 6 2 Sn, 2° ny 2n E(x) 2 2S an n) 21 = (1.35.7 - Qnty) (2-4.6.8..-27) an EF n 2? ny ) ca = (135... (2n4)) DA 7 an oo ny = 135 “(onal oy” E(x") - { 135--.. (2m 1) noe + eam (even) ° naam (edd ) eee 1 Transformations ge Random Vartabk X — Conlinuous , Discrete, Mite To linear , Non-linear Seqrented , ele. 0) xX ts Continuous T — Monolonic (‘reveasing | decrcsig) "YX is Continuous, T is Non-rionoloric. in nahue, | dit) X is Diserele , T is Continucus. Monstonic Transfornation GF a Continuous Put A Tansformalion ‘t? is Glled rronofentally irccosig. ¥ Th) 2 TOR) for ary Hy LH « Monotoncally decreasing if Tl) > Ton) fn ony HLH yet) Monster a let, ya TH) seas faa poticular vole ¢ 1% 1 Yo=s T (0) ot %5= 1 (%) where, 7! ts the coerce Fons | . to ylhe probabihty of tte event yey, must be equal to sebobitty of the emt x29, bemnuce of 8 te P i “ / by El 4 (onesporence arden d ia Fyl%) alsa PUKE to} = Fy (m9): maid Yee) ff W)- dy = J #, ™- ae ‘hae 1G) fF { fy ey = = dy J fy cxy.de ty Co) = fy. fr") a "(o0) ty ly) = fy Cr ‘w)- aT iy) Leibnifa ule wre r 4yly) = yt. a ; Gua [ # Ge u au) dqw) _ (wy). Ape) “2 = u[pem y]- Be) — H(4tw), y)- dows) Monotorically Deseasing + : pie) aa ye) ant : { of OCI). dx ay | 2U Fy()= PLY Le} = pixzmps OP trod . cage Foy HED, JS fy lp) ay = ole { fy (ay. dx 0 Diff wre to sy! on BS fy (yp) = 0- (t= To) ary qd Fyipy 2 — £07 arly RR * [hule fol e © > find yt) doa by “y! which is given linear hansfomaton of 2%. has Y= arth whne ae, near hansfomation aie Constarils - ay Yeaxab Tov sone (ase, Y= ani b Aw 1 b i. Wwe Know thal, yy) « foo. | ae) det dy a , 7 recvar, Pv | G2: Porove that — Iinear chansfamation of gaussian Fu is QO Gousan Pv Seoaf xe N (ax, ey") find fw) A fay = fen. [4 : = ls get ag \otiey a 5 marie a5 (46 ay’) |r [| 1 — (y-b-agy) lon xON ag (4 --(b+ a.ay)) 7 aay? = ol x 7 Yau (0y ,o7) ; . ‘ youn (bia.ay , doy) fyty= Le Seay t j Vany? ¥ set) ot eee ee 2 Linear Transformation cf a Gaussion Pv teults iw Gaussian Rv- peclee Non Monokonic . Ontinuous + Transformation To find fy for a Specific y! to Solve the equation Y= 9%) denoling ts teal roots, by am 3 ae de ow = gta) = o> = gq fy = fo), fed yea fqn)! talony) qe is fhe desivative oF gta). Sy. Eee e ryt Aceoeting Jo faue, yey eyty a WL xem eta, 2 WLI My LX OL at dag Fe Phycy & yroy f = p{uexentdyy - Pd P {mide 2x Lard 4 (fh Pp {% LL Agichs } Fy yyidy = ft. du, + A (49). (daa) 4 tr G3) de Y= 90%) = Q(%)= 70). a f d Gh = don > day = qa chy = corm i tg chy = ty ; © Gh)», Ly qs) a fy ly)- 4 Bid a Fetes. Ht Sty dy | : geo Quy deg hn = ‘ews 5 fee) 4 At) 7 Iq‘) (gua. ) (qe) b SZ oie’ JF y= Tay has no teal tools for a given Vale ¢) I 4! then tytp =o. Transformaion fF a ckscrete Rv: Te he fonsformaion 15 Menctonfe thee ts a 1? nesponctrce bbe SK ond ‘yg {8 1 Conesporclnce ae EY So ol tte SALT ~~ Cprresporels cto Set 4 Anh Tnrough = We, equation Gna Tn). te pobablty P (Yn) = Pm). $0 Fy l= & plug) § 4) a Fray s © Pets). uly-th). uber, 5 = Tht). - © PUR) = = Pee. # ap the Tansformation 15 non-monotonic , PLY} eal /equal av’ prctatiibes “cf Viviis mm Fr whe b 4p te Sum Y= P{an}- Square low 4. find the density funclion fw. for the “oro ts 4 Gorstant- transformalton. y= TU) = cxr where . cx Be yeTe)= cx, come Ayu = * 7 a ; = An btn] Tw = y= ae => ae ft ae aM = ale : 1 aa = en = WA = 20Y% de bey Co fytyy etx yC¥) = ae fetus) Tl (34 | . : i) 4 ty ( ii ) 1 ; | c VY | be ify \ vq) oo 2k urs , Ardler! welhod = qo ne {42 yy} > { Tay @) i a = = “ye = ogee. a a f= 4% = 5 — AL xa ac ” 5 x r we a ie VY t= N - ora Aa Ay = ae) a a=W ~~ 2¢(% a ay fy (a2) fy (y= fy) + ari fal) fee (Me), hE) (% % | [se] Fe (Me) + hl) ag qy7e find the Moment generating fanckon. having density Perche tree t ZL eo xD 6 Othensise re — ec ee Pe G+ Given, wo ‘ a Mons & [e”*) = { Ot Py tay ech -& a vt ' -4 5 ( evt.e de 2 ° oo. 1 oa oe Ay dx nee ° e tL oe a)* dx 2 ° W vI- “> im Oe we] gk A —~— g Yector Random Vartable ; . ' Suppore two Pardon “datables Xk md y are defined’ | mn Somple Space ‘s' whee Specific vals fx ard y! gre Cenoled | by mx ord 4 respectively then, ary Oded pair” F numbers ( x1 4) may be Gnsidered a Pandgm: Gpectic Value ax Vector Vancom Vasiahle 1 Fandorn \ecbor. “the plane Gall potrls (ony) my be Considereel. anew Sample Space Called ange Serle See ery drmenstonal Product Space cd) Kinply joi Aample pace | Said &: | ‘| s> Let us define an ovenl A! by A= {x £4} ol event “bby Be Cyeys > Evenb A ond ‘B veler 4 + the Gore Since °§ ubile the evens xex ard. yey. Veler to the Joint ample Space Sy- | | pont th a xy-plane.’ the point rray be taken 05 a | | | Ss The Joint ° event Ange f XE% and yeyt define on S- # way be “Witlten as AoBs fxLt7 yey}. qi sabug eae eek Ce) S + R (3 Ya) Sh the mow greral Case where “NI tandom Voutables Xiph, Len ay. are defined on. a Sample Space s We Constder them ‘o be the Comporenls & 'N “dtenenstora) Partom Viable fectoy . “The Jeet Soop Se & is now —N- Dimensional, : | Joint Dystal mtbutfon Livcton ond 1 properis i | Casiet por) = | : Fey (my) = P{xea,yey} gf x gy oe Devs. M fg (oa) = ZB Pinte) on ne a Shere Plea Ya) 1S TNE © Premarin of the evenE © xe%n Ye an) for ‘ye Rv's SK hay Rares He) Palys PAX Lar, Xe S%20 ry Ka Lamb Properties = t Fay (+) -20) =e Eee (-«, 4) 20 Farry (41-9) =0- 2. Fry (0,00) = 4° =p {ree yooh = pls) =t: 3 OL Try (my) 44 east fanelion f both x64 A. Fay Cary) is a non- dect 5 Fay (tantedoot Pay (2008) = Fay (au 2) ~ Fey (re cs Pf aieren, weyers. aK 6 Fx) = Fry (%, 09) GD = Fay (ord) “Marygnal Dishébulton functions The — DistrFhulion fanetion ‘af One pi, Gn be obbtne gh: by Selling the Nalue ef ler Forchrn Varo, i Mofinty mn Fy OY) Ite -finc bons G0) ond Syfy) ; Ohlained in Wx manner awe Glled MorginaS Juhi, Rinelten, i Vx (ays Cay (110). Prose “ ho Ns Fxen} Ba {yey} ; Tul % ro0)s PL nen yeH woe! = p(Ans) = Pl(Ans) - = Play = Phxen} : > Fron. | ot Prom an N ~ dimensioral jot che brebulion fonction, “ve may. clin a Kedhnensonal Mayfoal daktbe ” | -Rrcton — for any Selected group of ¢..dimensioral dh i N. Random Vavtatle s by ; Selling the Vales ot othev h ql fk.) Panckn — Varniahles to nity Joint dently and i's Properties :- toy mals 2 Fay OW * Ots oy ie xayy are DENS: : M fe, y C= = 2 a Poem dm) ~S (4-%n)- SY fm) nay Mel where, plinym) 6 the probability q- te event » (xe%m Y= tom) for N-Rv's Ky 1 Kare Xue N (x oh pee XN f (HRW) 2 OD Frey sy%a = Mev ) Kr kare Xv eee DAL, OAL: wu DAN) AN Ay (hy Kare MN) fon (ay, doy dag -d en dn (sae a wt) Hh Aaa es -oO - Prope tes + eine 20 oT [einen cdidy = 4 , | _| 2 Ree S f Fay a * “we fof "Say CB ® dg, ~o 0 i. Ay } Pm zine tay ae 1 EP) = “f Fy.y pad) ; 4 5 Fy 1 Ay / ae cue (Of Fay Cy 8) dh da, Wee. Seay = Ss Lay Ory 4p 3) 1 ( es (° Fy (ago a: ~Om - ‘ poo Sor 32- on fon @ ' So few -f FG) dg, oun 6 popaty H 0 . | nes J Fay (4%) 4g, Moavgirod “deny Pandkonst The finctions Foy ord fyly) Obtained fom the | eink density fanclion Usirg Pupsty ae Glled: Meviginal —protabitly density firetons. Trey are the | Cry forettons 4 the Strgle, Faneoma \ovcbles xay ord are cefind as the denaltes. of the Maeagial | dhabebalee Canciones. | > for Rad’ Noob, the K dimerserad ore) Mange! | densely -furclton Its defined as K- fora: Palial derivattve, & Ke dimensonal Hossa chsh fr” lerivattye (autey me Ourtenee. "> de, dapat seg t = fof Tyg tie) day de aa 6 qon)= bee Gy BLUE DS OLY LM j L 0, sitesi fed the Grotonk ob, if qty) 18 4 Valid joint density -fandion. aie sd : :- we know tol, o 9 [ J qay. dh y= 2 -a Z. fr "eX comp. deeds . fo Pe Cony. ty Yee a0 Wf oe > b- J I! ea] Geosy-dy = 4 yee aco . 7b. } [ety ra Yeo o” > > re o?) Cosy. dy ot. Leones ie bare?) if Cosy. dy = t Ts . 7 ba-e?) { siny] et => ba-e?). (69) =1 chy bie?) = Fx (le). = a fr PIB) x at) ' ‘ 4 f, (Is) = a Fx (ale) - : ti ditional astribution ond msi , ne Point Cond tioning : The dishttp ulfon fun cbion; Gd - One Yandom Vavabe ©" Candtion ty ote fact hak the Second Faden Variable ‘y" has Some Srecifte Value ‘y" This 5 Called Point Condi lianig. Bly ey} i Be fay © ye yray fos ayo | Define the event by PD. = e : wheres ay is a Smal qpanty tal we eval appeach bb Feo. be, iyo. | | : | OL gayepe eagle Pee cae peed | . Pt yoy eye yal wey . yay ‘. Fa (808,), dg, dio Spe Sy (5). 45 dee 0 as Sg y ae Pelvis : © @eeciyt doth x and 7 ¢ 2 PO, Uy) © BAH) BY) = faye z Pl) $ (yey) Pla, a) = P(t Ye) yard lel Suppose that — the Specific’ value of Yr de @ dle by 0. , \. Pwr, geay Cy WUT 7 . 7 pes eel \ pega Ye WS a , PCa He) lan. Fe (sfreu) = 2 pea N pa, Ie) 60-%) hewe 2 Plt) Cosoatty ae dd fare RNS, by° the Cordthoned wit! be Fete However » the denominalar bah Small drat may “exsist f y is Very wad a Fy (g). 45, = fy “4 Ea) Ireayeree) - f fay (4,9: Id, ay = Shea | hi Fy (aly-y) : fo tay (4 y): & way | “ee TE HO f I: d ¢ Fay fay) | xO vq) = 8 x (Uy =4) = Hy | Sesto, - 4 Fy [dln) = Fay (9) y 4 Fx(4) 4, (74) = Fiy (14) Ay) Teierval Grong Define (a, event ‘B. in’ tems d a random | Noa Poy eB Leva as he 1 Ya & 4, are real numbers , Fetsfucren)> 1 brvenen ueren) - , PL datye tt my _ Fey Ute) + Foy erte) ~ Fay (% ta) tt 08) 50m) j 1 i j Fray Cot) ~ Bay (4) = FY (ab) = Fy Gyo) z See a # { J Sey (4%. 52). 4, diy -a 1 * Ya fy wy). 4 Shad bow : ale 2 f J Fray ( 4 So) dy, dy 4 o JUS a w+] dy Gancklionad chests . (x/ vacye te) = “ az (Vtaryete) J vip gs (mq)- dy Sh fay (eh db i fury (49) dy Nee m . . b re J f Ww 4y The lost fuo expressions. = @:.6 @ belds for "ry x +Y either Gntinuous Or) discrete orden Vartables ® The requ’ that is B) = 2zye é equtrement Pe)= pita “y4 YW r D. ee i Peis salised 1S long. as che Interval: AY Spans allleask_— one fosstble Vlue of Ye hay Q hon- 610 Probably of. Occurence. | Statistical Trdepedence - Tt fe cme ond bow Sed Bh Slalishcall Tncbpencent . Ff Plane) = pled- pte) let As fxex} g os fyey P faa yet ‘pixen¥ -PAYeY! OQ. i Fey (a14).= Fela. vp ae" | on final Atherton Fay (%q) = hon hyp a 4) The form Gndition” —dbshibution fico Hi (Alyey) = PRM IEIE Sy euy)_Sea Phyeut Fy) i (aly) = km —>€6): F (4x) = 1 —0 fe(y)= fey —-@ aes fy (4) = fy) © we @ Yel Given the ° function , Fay (rg) = £400 04) ae ors Dolermine whéler Yond 4 one Molisticolly 4edependent Sd Given thal, 2 3 fay (m4) = ie + UD uy e We Know thal, Say oye Fen Fd Hosea ent i d free f fay Coe y= ‘eho BW “4 - ~t ny rt flys { Lay Cay) Of = fof.woegne et cy | Re-O han ~ 00 = -% } t 3. .e 4 ; = fue J os 2) di | : te f | -Yy 0 | II Ue Fee de ° ~4 ~Yq 4 - ot f = 4d ue. [=] Ty Oo ~y, ts B Ul -e ef as") on peu e %, “a - : + » uty). @ ‘Ys | Seo. f, ylq) = fore 1 { a) ip MeN ay). %e ca Fey (uy). So, x ond ore, Blatistically Treependent « y d P | a PO Meters | here eee ngs % +o 7 olhiewise i i) find the Gnstenk “B Such that thie a Ved Chnstly -function. iy find the Nargtet density: fonction. ge Gitven thal, yg fey (ry) = bay) HED S3LyLg °O y Olheewise « w-E-T, oO ' Po ( byy Cay deody"4 - -o 3 2 ; =7 ( f bsy)- da. dy -d ye ae? 38 =? f fe (vig aay) ice dy 21 geod > 3 . => +b. i ah * [pa niesaa- 3 : => b J ($4041) \C85 cop any) Yad 7 ye -3 . > 6b ( Bree rae’ 3 3 b (3091 =J bf Pans -(-8 9) 24 HS, 48 , 108 , os bie ee i fet 6. oo : a) Ao = ( uy tay dy $0 i 3 ie a ( biaryy: d fo f Z } wf | i { ii eth 5 [oon] = (oist-cesst) ti $ ye ee [oa t1-9 9] ty REAL 2 | o > > Ohensise Sm. °, j fy) « : i yy) aL fry tug . 2 5 = { besy)’. dx yer? 7 2. by By" 3 ae - 2 [ ¢ a G2) > t 3 30 [eter] fy- ‘i (oyir® gr] 5 2413 : ' Orerwise . Oo Density function Sum “Tan Fandom. : Variables I gum_f two Rvs : Wee Xo), in Noise * signe’ Fy(w) = PAWS wi = piatyent | area The probabitly Grves pending fo ™ elementa located at the pot 74 is dndy ty the plane uy (ug) 4 probabil lies Our he vegion af we Sum all Such where mY £w We oblain fy ™ Futor= * a Ww) 2 ; 7 { { Fyy cag) dd y -f{ Goon Fy eg ye de® y=0 * “4 S =-00 Thy & ym Indppercent (The denaty fare 1) Fyyuore Fw (0) : | a wed | “thre gf J Fyty)- ( Fon i | Li A fess Me ae [tyup. [4 “ff «| 4 { 58 “ i macht t \ Use le | i «(eg el LF, (wo) = Fel) «af = (AM. frowp. 44 va vly) | the denstty -fundion of tuo vrdom Variables x ody @ | | ore the Comdalion of. the ndhidal terme. | K IF x and y ore ron Incbpen ol lon i ~Fostoy = SS Fay (wy, py “Sum _of “N_Rendom Vhriables Ya Mt xy fy (4) = Fy fu) * fut) Y= Xt X2tKy = VtX3 fy (us) = Fylv x Fig (28) Fyn tn) = Fal FRC) Frales ———— 2 Yb vet Mgt HN ony ® Pry Ga) Bo fealty). fyly= Fx Gin WN? Random Variables The density fanction of 6 te Convolution (2n-l) \ovtables. Cebal lect thea theoern t~ The Cenbal Lint hve Ss fat, The probability Dishibubion -finction (POF) of barge Gun large ‘humber of Random Variables approaches Guussian + Unequal dishibution : - the Hean's and Vartence let 1% and chy be random — Vavia bles- probebility densities.” that the Sum 7 Xp, tel 12,3008 cecpedtrely of Ww whch may have The _ Cenbal orbiter 4 limit theorem sloles which has Be mean W =X ph tky 2 L 2 has te Oy Hy Tt Y= Xb Xt + Xv ard Variance z ow = Probably diebibulion had approaches geussian has ‘Nise0 The Sufficient CondiFions sy 7B 7° Fey A%eeN 3 7 EL 14-81] 2B slis a, dal thet : ae & and By are “ive numbers . . 3 ‘ These Condttions —quarerlec ~IRet no One tard Vovide nthe Sum dominant - i >The cenbal Limi theorem guarantees only fat +e | dicttbulion of Sum ef’ ranchm \artabls become puss 1 TE dowsnel fellows hat the Polabilty cently comp a —yfor Gntinucus Pv, thoe ts Usually no “Poblen | Certain Conditions aye to be saltefed. “Thal will query hot Re cersily is gaussian, 1 > For Discrete Py, the Sune ‘Ye will ale be decree @ Hs density with Crlain tmpulse ~AC cine hele i not qoussian eventhough the dishthulion approaches yi hen the. possible discice Values cf ech py, © oKO,tto,.0... wilh 6 aonslant. The envelope of an Ttpulees in the dently of 4 | Sum will be gaussian, Hepa dicttbulion : > Tf all of the slaichcally Independent Ry beg | Gre ave Ganlinucus ard fave the Same chshibulion function ord therefore She Same, denstiy The Gerke ttt Reoven Sales that thee Sim as a gaussian. , Find the density -fanc tion oF ey Frctions ave defied 4 Fy) = 2 [om - 0-2] Ws x+y whee te 4y = t [ey ucy-bi] peach. Gi Given hat, 7 f= t [si -ura] fyyye £ foy- or] We x+y The density -hinelion Py (we ACo* fy ° vl / 4] Pytw)= ( i Fy ty): [fon dw wee yee nraphical Qrvelukion, = 40 By Uateg govt ven) r _ ; ey ae _y | . : ba > , aac Ih y-uty-b) pbb We uy Ve ee P fas , ob : . Lbooere? fowyp Ara ie tba) => we wy ee fi fs 42-0 fury - tie) “4 i Awl) =o. ee i ° ab a ji to &-if = W-q ; b

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