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Variables aleatorias

Unidad 3. Clase 3.
𝑘 𝑁−𝑘
𝐿𝑎 𝑓𝑑𝑝 𝑒𝑠: 𝑓 𝑥 = 𝑃 𝑋 = 𝑥 = ℎ 𝑥; 𝑁, 𝑘, 𝑛 = 𝑥 𝑛−𝑥 x = 0,1, … , n
𝑁
𝑛
𝑘
𝑛 𝑁−𝑘
𝐿𝑎 𝑓𝑑𝑎 𝑒𝑠: 𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = ෍ 𝑥 𝑛−𝑥
𝑁
𝑥=0
𝑛
𝑛𝑘 𝑘
𝑣𝑎𝑙𝑜𝑟 𝑒𝑠𝑝𝑒𝑟𝑎𝑑𝑜: 𝐸 𝑥 = →𝑝= → 𝐸 𝑥 = 𝑝𝑛
𝑁 𝑁

𝑁−𝑛
𝑣𝑎𝑟𝑖𝑎𝑛𝑧𝑎: 𝑉𝑎𝑟 𝑥 = 𝑛𝑝 1 − 𝑝
𝑁−1
𝑛 𝑁−𝑛
𝐶𝑜𝑛𝑑𝑖𝑐𝑖𝑜𝑛𝑒𝑠: ≤ 0.5 ≈1
𝑁 𝑁−1
𝑒 −λ λ𝑥
𝐿𝑎 𝑓𝑑𝑝: 𝑓 𝑥 = 𝑃 𝑋 = 𝑥 = 𝑝(𝑋; λ) =
𝑋!
𝑛
𝑒 −λ λ𝑥
𝐿𝑎 𝑓𝑑𝑎: 𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = ෍
𝑋!
𝑥=0

𝐸 𝑥 =λ 𝑉𝑎𝑟 𝑥 = λ

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