Chap3 PDF

3.
3.3
3.4
3.5
3.6
3.7
3.8
3.9
Chapter 3. ANALYSIS OF DISCRETE RANDOM VARIABLES
FPT University
Hanoi, 2013
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
1 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
OUTLINE
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
2 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
OUTLINE
3-1 3-2 3-3 3-4 3-5 3-6 3-7 3-8 3-9
Discrete Random Variables Probability Distributions and Probability Mass Functions Cumulative Distribution Functions Mean and Variance of a Discrete Random Variable Discrete Uniform Distribution Binomial Distribution Geometric and Negative Binomial Distributions Hypergeometric Distribution Poisson Distribution
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
2 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
Probability Distributions and Probability Mass Functions
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
3 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
The probability distribution of a random variable X is a description of the probabilities associated with the possible values of X .
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
3 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
The probability distribution of a random variable X is a description of the probabilities associated with the possible values of X . Probability Mass Function. For a discrete random variable X with possible values x1 , x2 , . . . xn , a probability mass function is a function s.t
1 2
f (xi ) 0
n
f ( xi ) = 1
i =1
f (xi ) = P (X = xi )
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
3 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
Cumulative Distribution Functions
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
4 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
The cumulative distribution function of a discrete random variable X , denoted as F (x ), is F (x ) = P (X x ) =

xi x
f (xi )
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
4 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
The cumulative distribution function of a discrete random variable X , denoted as F (x ), is F (x ) = P (X x ) =

xi x
f (xi )
For a discrete random variable X , F (x ) satisfies the following properties

1 2
0 F (x ) 1 If x y , then F (x ) F (y )
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
4 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
Mean and Variance of a Discrete Random Variable
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
5 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9

Mean. The mean or expected value of the discrete random variable X , denoted as or E (X ), is = E (X ) =
x
xf (x )
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
5 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9

x
xf (x )
Variance. The variance of X , denoted as 2 or V (X ), is 2 = V (X ) = E (X )2 =

x
(x )2 f (x ) =
x
x 2 f ( x ) 2
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
5 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9

x
xf (x )

x
(x )2 f (x ) =
x
x 2 f ( x ) 2
The standard deviation of X is =
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
5 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9

x
xf (x )

x
(x )2 f (x ) =
x
x 2 f ( x ) 2
The standard deviation of X is = 2 Expected Value of a Function of a Discrete Random Variable. If X is a discrete random variable with probability mass function f (x ), E [h(X )] =
x
Vu Thi Thuy Ha Chapter 3 Hanoi, 2013 5 / 10
h(x )f (x )
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
Discrete Uniform Distribution
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
6 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9

Discrete Uniform Distribution. A random variable X has a discrete uniform distribution if each of the n values in its range x1 , x2 , . . . xn has equal probability. Then, f (xi ) = 1/n
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
6 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9

Discrete Uniform Distribution. A random variable X has a discrete uniform distribution if each of the n values in its range x1 , x2 , . . . xn has equal probability. Then, f (xi ) = 1/n
Mean and Variance. Suppose X is a discrete uniform random variable on the consecutive integers a, a + 1, a + 2, . . . , b (a b ). The mean of X is b+a = E (X ) = 2 The variance of X is 2 =
Vu Thi Thuy Ha
(b a + 1)2 1 12
Chapter 3 Hanoi, 2013 6 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
Binomial Distribution
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
7 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
Bernoulli trial. A trial with only two possible outcomes.
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
7 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
Bernoulli trial. A trial with only two possible outcomes. Binomial Distribution. A random experiment of n Bernoulli trials s.t
1 2 3
The trials are independent Each trial results in only two possible outcomes: "success" and "failure" The probability of a success, denoted as p
The random variable X (the number of results in a success) is a binomial random variable, parameter p and n f (x ) = n x p (1 p )nx x x = 0, 1, 2, . . . , n
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
7 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
Bernoulli trial. A trial with only two possible outcomes. Binomial Distribution. A random experiment of n Bernoulli trials s.t
1 2 3
The trials are independent Each trial results in only two possible outcomes: "success" and "failure" The probability of a success, denoted as p
The random variable X (the number of results in a success) is a binomial random variable, parameter p and n f (x ) = n x p (1 p )nx x x = 0, 1, 2, . . . , n
Mean and Variance. = E (X ) = np and 2 = V (X ) = np (1 p )

3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
Geometric and Negative Binomial Distributions
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
8 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9

In a series of independent Bernoulli trials (probability of a success p )
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
8 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9

In a series of independent Bernoulli trials (probability of a success p ) 1 Geometric Distribution. Let the random variable X the number of trials until the first success. Then X is a geometric random variable with parameter 0 < p < 1 and f (x ) = (1 p )x 1 p x = 1, 2, . . .
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
8 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9

In a series of independent Bernoulli trials (probability of a success p ) 1 Geometric Distribution. Let the random variable X the number of trials until the first success. Then X is a geometric random variable with parameter 0 < p < 1 and f (x ) = (1 p )x 1 p x = 1, 2, . . .
Mean and Variance. = E (X ) = 1/p and 2 = V (X ) = (1 p )/p 2
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
8 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9

In a series of independent Bernoulli trials (probability of a success p ) 1 Geometric Distribution. Let the random variable X the number of trials until the first success. Then X is a geometric random variable with parameter 0 < p < 1 and f (x ) = (1 p )x 1 p
2
x = 1, 2, . . .
Mean and Variance. = E (X ) = 1/p and 2 = V (X ) = (1 p )/p 2 Negative Binomial Distribution. Let the random variable X the number of trials until r success occur. Then X is a negative binomial random variable with parameter p and r f (x ) = x 1 (1 p )x r p r , r 1 x = r , r + 1, r + 2, . . .
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
8 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9

In a series of independent Bernoulli trials (probability of a success p ) 1 Geometric Distribution. Let the random variable X the number of trials until the first success. Then X is a geometric random variable with parameter 0 < p < 1 and f (x ) = (1 p )x 1 p
2
x = 1, 2, . . .
Mean and Variance. = E (X ) = 1/p and 2 = V (X ) = (1 p )/p 2 Negative Binomial Distribution. Let the random variable X the number of trials until r success occur. Then X is a negative binomial random variable with parameter p and r f (x ) = x 1 (1 p )x r p r , r 1 x = r , r + 1, r + 2, . . .
Mean and Variance. = E (X ) = r /p and 2 = V (X ) = r (1 p )/p 2

3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
Hypergeometric Distribution
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
9 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
Hypergeometric Distribution. N objects(K successes and N K failures); n objects is selected randomly (without r.) from N objects. Let the random variable X the number of successes in the sample. Then X is a hypergeometric random variable and f (x ) =
K x N K nx N n
x = max{0, n + K N } to min{K , n}
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
9 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
K x N K nx N n
Mean and Variance. = E (X ) = np and 2 = V (X ) = np (1 p ) where p = K /N . N n N 1 ,
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
9 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
K x N K nx N n
Mean and Variance. = E (X ) = np and 2 = V (X ) = np (1 p ) N n N 1 ,
where p = K /N . Finite Population Correction Factor. The term in the variance of a hypergeometric random variable N n N 1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
Poisson Distribution
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
10 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
Poisson Distribution. Given an interval of real numbers, assume events occur at random throughout the interval. If the interval can be partitioned into subintervals of small enough length s.t
1 2
The probability of more than one event in a subinterval is zero, The probability of one event in a subinterval is the same for all subintervals and proportional to length of the subinterval, The event in each subinterval is independent of other subintervals, the random experiment is called a Poisson process. The random variable X that equals the number of events in the interval is a Poisson random variable with parameter 0 < , and f (x ) = e x x! x = 0, 1, 2, . . .
Vu Thi Thuy Ha
Chapter 3
Hanoi, 2013
10 / 10
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
Poisson Distribution. Given an interval of real numbers, assume events occur at random throughout the interval. If the interval can be partitioned into subintervals of small enough length s.t
1 2
The probability of more than one event in a subinterval is zero, The probability of one event in a subinterval is the same for all subintervals and proportional to length of the subinterval, The event in each subinterval is independent of other subintervals, the random experiment is called a Poisson process. The random variable X that equals the number of events in the interval is a Poisson random variable with parameter 0 < , and f (x ) = e x x! x = 0, 1, 2, . . .
Mean and Variance. = E (X ) = and 2 = V (X ) =


Chap3 PDF

Hochgeladen von

Dokumentinformationen

Originalbeschreibung:

Originaltitel

Copyright

Verfügbare Formate

Dieses Dokument teilen

Dokument teilen oder einbetten

Freigabeoptionen

Stufen Sie dieses Dokument als nützlich ein?

Sind diese Inhalte unangemessen?

Copyright:

Verfügbare Formate

Chap3 PDF

Hochgeladen von

Copyright:

Verfügbare Formate

3.

Chapter 3. ANALYSIS OF DISCRETE RANDOM VARIABLES

3-1 3-2 3-3 3-4 3-5 3-6 3-7 3-8 3-9

Probability Distributions and Probability Mass Functions

Probability Distributions and Probability Mass Functions

Probability Distributions and Probability Mass Functions

Cumulative Distribution Functions

Cumulative Distribution Functions

The cumulative distribution function of a discrete random variable X , denoted as F (x ), is F (x ) = P (X x ) =

Cumulative Distribution Functions

The cumulative distribution function of a discrete random variable X , denoted as F (x ), is F (x ) = P (X x ) =

For a discrete random variable X , F (x ) satisfies the following properties

Mean and Variance of a Discrete Random Variable

Mean and Variance of a Discrete Random Variable

Mean and Variance of a Discrete Random Variable

Variance. The variance of X , denoted as 2 or V (X ), is 2 = V (X ) = E (X )2 =

Mean and Variance of a Discrete Random Variable

Variance. The variance of X , denoted as 2 or V (X ), is 2 = V (X ) = E (X )2 =

The standard deviation of X is =

Mean and Variance of a Discrete Random Variable

Variance. The variance of X , denoted as 2 or V (X ), is 2 = V (X ) = E (X )2 =

Discrete Uniform Distribution

Discrete Uniform Distribution

Discrete Uniform Distribution

Mean and Variance. = E (X ) = np and 2 = V (X ) = np (1 p )

Geometric and Negative Binomial Distributions

Geometric and Negative Binomial Distributions

Geometric and Negative Binomial Distributions

Geometric and Negative Binomial Distributions

Mean and Variance. = E (X ) = 1/p and 2 = V (X ) = (1 p )/p 2

Geometric and Negative Binomial Distributions

Geometric and Negative Binomial Distributions

Mean and Variance. = E (X ) = r /p and 2 = V (X ) = r (1 p )/p 2

Mean and Variance. = E (X ) = np and 2 = V (X ) = np (1 p ) where p = K /N . N n N 1 ,

Mean and Variance. = E (X ) = np and 2 = V (X ) = np (1 p ) N n N 1 ,

Mean and Variance. = E (X ) = and 2 = V (X ) =

Das könnte Ihnen auch gefallen