Anna Karlin Most Slides by Alex Tsun Poisson RV Example The Zoo of - - PowerPoint PPT Presentation

anna karlin most slides by alex tsun poisson rv example
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Anna Karlin Most Slides by Alex Tsun Poisson RV Example The Zoo of - - PowerPoint PPT Presentation

Anna Karlin Most Slides by Alex Tsun Poisson RV Example The Zoo of Discrete RVs The Negative Binomial RV The Bernoulli RV The Hypergeometric RV The Binomial RV probability students The Geometric RV Definition of The


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SLIDE 1

Anna Karlin Most Slides by Alex Tsun

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SLIDE 2

Poisson RV Example

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SLIDE 3

The Zoo of Discrete RV’s

probability students Definition of Expectation

  • The Bernoulli RV
  • The Binomial RV
  • The Geometric RV
  • The Uniform RV
  • The Poisson RV
  • The Negative Binomial RV
  • The Hypergeometric RV
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SLIDE 4

random variables

Important Examples: Uniform(a,b): Bernoulli(p): P(X = 1) = p, P(X = 0) = 1-p μ = p, σ2= p(1-p) Binomial(n,p) μ = np, σ2 = np(1-p) Poisson(λ): μ = λ, σ2 = λ Bin(n,p) ≈ Poi(λ) where λ = np fixed, n →∞ (and so p=λ/n → 0) Geometric(p) P(X = k) = (1-p)k-1p μ = 1/p, σ2 = (1-p)/p2

!X

µ E EN

62 3

Var X

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SLIDE 5

Probability

4.1 Continuous random Variables Basics

Anna Karlin Most Slides by Alex Tsun

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SLIDE 6

Agenda

  • Probability Density Functions (PDFs)
  • Cumulative Distribution Functions (CDFs)
  • From Discrete to Continuous
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SLIDE 7

Discrete

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SLIDE 8

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SLIDE 9

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SLIDE 10

CDF Intuition

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SLIDE 11

CDF Intuition

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SLIDE 12

CDF Intuition

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SLIDE 13

PDF Intuition

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SLIDE 14

PDF Intuition

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SLIDE 15

PDF Intuition

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SLIDE 16

PDF Intuition

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SLIDE 17

PDF Intuition

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SLIDE 18

PDF Intuition

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SLIDE 19

PDF Intuition

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SLIDE 20

Probability Density Functions (PDFs)

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SLIDE 21

Random Picture

probability students Definition of Expectation

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SLIDE 22

CDF Intuition

1 1

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SLIDE 23

CDF Intuition

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SLIDE 24

CDF Intuition

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SLIDE 25

CDF Intuition

1 1 1 1

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SLIDE 26

CDF Intuition

1 1

e

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SLIDE 27

CDF Intuition

1 1

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SLIDE 28

CDF Intuition

1 1

a

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SLIDE 29

CDF Intuition

1 1

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SLIDE 30

CDF Intuition

1 1

a

2

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SLIDE 31

CDF Intuition

1 1

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SLIDE 32

Cumulative Distribution Functions (CDFs)

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SLIDE 33

Model X

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SLIDE 34

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SLIDE 35

From Discrete to Continuous

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SLIDE 36
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SLIDE 37

Probability

4.2 Zoo of Continuous RVs

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SLIDE 38

Agenda

  • The (Continuous) Uniform RV
  • The Exponential RV
  • Memorylessness
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SLIDE 39

The (Continuous) Uniform RV

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SLIDE 40

The Uniform (Continuous) RV

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he

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SLIDE 41