Beruflich Dokumente
Kultur Dokumente
Jesper Ryden
Department of Mathematics, Uppsala University
jesper@math.uu.se
Winter in Uppsala.
Example: Temperature in Uppsala
20
30
40
Year
Example: Offshore technology
14
12
10
8
Hs (m)
0
84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 00 01 02 03
25
20
15
Last
10
10
0 1000 2000 3000 4000 5000 6000
Tid / s
(h)k
P(X (t + h) X (t) = k) = eh , k = 0, 1, . . .
k!
where is called the intensity. Further,
Example.
(a) Assume that X1 and X2 are random variables with
V[X1 ] = 12 , V[X2 ] = 22 , C[X1 , X2 ] = 3 and define
Y = 2X1 4X2 .
Calculate V[Y ].
(b) Assume now that X1 and X2 are independent random
variables. Again, calculate V[Y ].
Example
Yt = X1 + X2 + + Xt
(a summation process).