Beruflich Dokumente
Kultur Dokumente
and Distributions
Examples
a. f(x) 0
b. The area below the whole curve, f(x), and above
the x-axis is always equal to 1; and
c. P(a X b) is the area bounded by the curve f(x),
the x-axis, and the lines x=a and x=b.
Probability Density Function
Remarks:
1. For a continuous random variable, X, the P(X=x) will
always be 0 for any real number x.
2. P(X < x) = P(X x); P(X > x) = P(X x)
3. P(a < X < b) = P(a X b) = P(a X < b) =
P(a < X b) = F(b) F(a)
Example
Find:
a. P(4< X < 6.5)
b. P(X 5)
Example
Find:
a. P(X > 0.25)
b. P(0.3 < X < 0.7)
c. P(0.4 X 1.25)
Expected Value of a Random
Variable
Let X be a discrete random variable with probability
mass function.
x X1 X2 Xn
f(x) = P(X=x) f(X1) f(X2) f(Xn )
= = 1 1 + 2 2 + + =
=1
Remark:
x X1 X2 Xn
f(x) = P(X=x) f(X1) f(X2) f(Xn )
= ( )
=1
Example
Solution
X 0 1 2 3 4 5 6
f(x) 0.4 0.2 0.15 0.1 0.08 0.06 0.01
Example
x 0 1 2 3 4 5 6
g(x) 500 2000 3500 5000 6500 8000 9500
Hence,
E(Y) = E(g(X)) =
(500)(0.4) + (2000)(0.2) + (3500)(0.15) + (5000)(0.1) +
(6500)(0.08) + (8000)(0.06) + (9500)(0.01)
E(Y) = 2,720 , the salesman is expected to earn 2,720 a
day.
Variance of X
2 = = ( )2 = 2 ( )
=1
Also, =
Properties of Mean and Variance
1. E(X ) = 0
2. E(aX + b) = a E(X) + b
3. E(X + Y) = E(X) + E(Y); E(X Y) = E(X) E(Y)
4. E(XY) = E(X)E(Y) if X and Y are independent
5. Var(aX + b) = a2 Var(X)
6. If X and Y are independent, then
1. Var(X + Y) = Var(X) + Var(Y)
2. Var(X Y) = Var(X) + Var(Y)
Exercise