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    hugo martinez
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    This document discusses joint continuous random variables and their probability density functions. It defines the joint probability density function f(x,y) and its properties. It also defines the marginal density functions and introduces models for multivariate random variables. It discusses independence of random variables X and Y, defining it as when the joint density equals the product of the marginal densities. It provides examples of joint densities that represent independent and non-independent random variables. It also defines the conditional density functions f(x|y) and f(y|x).

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    This document discusses joint continuous random variables and their probability density functions. It defines the joint probability density function f(x,y) and its properties. It also defines the marginal density functions and introduces models for multivariate random variables. It discusses independence of random variables X and Y, defining it as when the joint density equals the product of the marginal densities. It provides examples of joint densities that represent independent and non-independent random variables. It also defines the conditional density functions f(x|y) and f(y|x).

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    5 views4 pages

    Conjunta

    Uploaded by

    hugo martinez
    This document discusses joint continuous random variables and their probability density functions. It defines the joint probability density function f(x,y) and its properties. It also defines the marginal density functions and introduces models for multivariate random variables. It discusses independence of random variables X and Y, defining it as when the joint density equals the product of the marginal densities. It provides examples of joint densities that represent independent and non-independent random variables. It also defines the conditional density functions f(x|y) and f(y|x).

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 4

    UNIVERSIDAD TECNOLOGICA DE EL

    SALVADOR

    METODOS PROBABILISTICOS
    ING. ROY DONALDO SILVA

    VARIABLES ALEATORIAS CONJUNTAS

    Variables aleatorias conjuntas continuas


    G E
    3 D ≤ ; ≤ E F ≤ < ≤ G = ³F ³D I ;< [ \ G[ G\
    6LHQGR I ;< [ \ OD IXQFLyQ GH GHQVLGDG FRQMXQWD
    TXH FXPSOH 
     I ;< [ \ ≥  ∀[ \
    ∞ ∞
     ³−∞ ³−∞ I ;< [ \ G[ G\ = 
    Variables aleatorias continuas

    „ Función de distribución

    [ \
    );< [ \ = ³−∞ ³−∞ I ;< X Y GX GY
    „ Funciones de densidad marginales
    ∞
    I ; [ = ³−∞ I ;< [ \ G\
    ∞
    I< \ = ³−∞ I ;< [ \ G[

    Modelos Multivariantes

    Las variables aleatorias X, Y tienen como función


    de densidad conjunta

    I ;< [ \ =  [\    < [ <   < \ < 


    [ \
     3 ; ≤ [ < ≤ \ = ³ ³ XY  GXGY = [  \ 
     

     3 ; + < ≤  = ³³
    [ + \ ≤
     [\  G[G\
    \

     − \ 
    =³ ³  [\  G[G\ =
       [ \

     0DUJLQDOHV
    
    I ; [ = ³  [\  G\ =  [  < [ < 
    
    
    I< \ = ³  [\  G[ =  \    < \ < 
    

    Modelos Multivariantes
    Independencia
    /DV YDULDEOHV DOHDWRULDV ; < VRQ LQGHSHQGLH QWHV VL \ VyOR VL
    I ;< [\ = I ; [ I < \ 
    ­ I ; [ =  [  < [ < 
     °
     I ;< [ \ =  [\   < [ <   < \ <  Ÿ ®
    ° I \ = \  < \ < 
    ,QGHSHQGLHQWHV ¯ <

    ­ [
     ° I ; [ = ³ [ G\ =   < [ < 
     I ;< [ \ =   ≤ \ ≤ [ ≤  Ÿ ®
    [ 
    ° I< \ = ³ G[ = − ORJ \   < \ < 
     ¯ \[

    \ 1R LQGHSHQGLHQWHV

     [ 

    Modelos Multivariantes

    Funciones de densidad
    condicionadas

    I ;< [ \
    I ; _< [ _ \ =  FXDQGR I< \ > 
    I< \
    I ;< [ \
    I< _ ; \ _ [ =  FXDQGR I ; [ > 
    I; [
    Independencia -II

    ­ I ; [ =  [  < [ < 
    °
     I ;< [ \ =  [\   < [ <   < \ <  Ÿ ®
    
    ,QGHSHQGLHQWHV
    ° I \ =  \   < \ < 
    ¯ <
    
     [\
    I ; _< [ _ \ = =  [  < [ < 
    [

    ­ [

     ° I ; [ = ³ [
    G\ =   < [ < 
     I ;< [ \ =   ≤ \ ≤ [ ≤  Ÿ ® 
    [ ° I < \ = ³ G[ = − ORJ \   < \ < 
    ¯ \ [
    
    I ; _< [ _ \ = −  \ ≤ [ ≤
    [ ORJ \
    
    1R LQGHSHQGLHQWHV
    I< _ ; \ _ [ =   ≤ \ ≤ [
    [

    Independencia -III

    /DV YDULDEOHV DOHDWRULDV ; < VRQ LQGHSHQGLHQWHV VL \ VyOR VL


    I ; _< [ _ \ = I ; [
    I< _ ; \ _ [ = I< \

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