Beruflich Dokumente
Kultur Dokumente
Tahun : 2007
Versi : Revisi
Pertemuan 05
Peubah Acak Kontinu dan Fungsi
Kepekatannya
1
Learning Outcomes
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Outline Materi
• Konsep dasar
• Nilai harapan dan ragam
• Sebaran normal
• Hampiran normal terhadap Binomial
• Sebaran khusus : Eksponensial, Gamma,
Beta, dst.
3
Continuous Random Variables
4
Probability Density Function
For f (x) to be a pdf
1. f (x) > 0 for all values of x.
2.The area of the region between the
graph of f and the x – axis is equal to 1.
y = f ( x)
Area = 1
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Probability Distribution
Let X be a continuous rv. Then a
probability distribution or probability
density function (pdf) of X is a function
f (x) such that for any two numbers a
and b,
b
P ( a ≤ X ≤ b ) = ∫ f ( x )dx
a
y = f ( x)
a b
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Important difference of pmf and
pdf
1.5 9
Uniform Distribution
X ~ Exp(λ )
X is said to have the exponential distribution
if for some
λ > 0 ,
1 −
x
e λ
x>0
f ( x) = λ
0 x<0
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Probability for a Continuous rv
If X is a continuous rv, then for any
number c, P(x = c) = 0. For any two
numbers a and b with a < b,
P ( a ≤ X ≤ b) = P ( a < X ≤ b)
= P ( a ≤ X < b)
= P ( a < X < b)
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Expected Value
• The expected or mean value of a continuous rv X
with pdf f (x) is
∞
µX = E ( X ) = ∫ x ⋅ f ( x) dx
−∞
• The expected or mean value of a discrete rv X
with pmf f (x) is
E( X ) = µ X = ∑ x ⋅ p ( x)
x∈D
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Expected Value of h(X)
• If X is a continuous rv with pdf f(x) and h(x) is any
function of X, then
∞
E [ h( x ) ] = µ h ( X ) = ∫ h( x) ⋅ f ( x)dx
−∞
E[h( X )] = ∑ h( x) ⋅ p ( x)
D 14
Variance and Standard Deviation
∫ (x − µ)
2 2
σX = V ( x) = ⋅ f ( x)dx
−∞
= E[( X − µ ) ]
2
( ) − [ E ( X )]
V (X ) = E X 2 2
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The Cumulative Distribution Function
The cumulative distribution function,
F(x) for a continuous rv X is defined for
every number x by
x
F ( x) = P ( X ≤ x ) = ∫ f ( y )dy
−∞
P ( a ≤ X ≤ b ) = F (b) − F (a )
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Ex 6 (Continue). X = length of time in
remission, and
1 2
f ( x) = x , 0 ≤ x ≤ 3
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What is the probability that a malaria
patient’s remission lasts long than one year?
3 1 2 1x 3 1
3
P ( X > 1) = ∫ x dx = = (27 − 1) ≈ 96.29%
1 9 9 3 1 27
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Obtaining f(x) from F(x)
F ′( x) = f ( x).
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Percentiles
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Median
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• Selamat Belajar Semoga Sukses.
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