III iiiiesarmr.utawsfh.az rejen In pxlxh f.tn O O W x _In iejen - - PDF document

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III iiiiesarmr.utawsfh.az rejen In pxlxh f.tn O O W x _In iejen - - PDF document

Random Variables Continuous Discrete Randurans r prob space p in IR Range integuvalued Xi I e.g Pr X p lxl FXlxl pmf PxCxi i Pr XE FxH CDI F Fx Xia p Cxi xi In I to model contra we want that Suppose t takes in that


slide-1
SLIDE 1

Continuous

Random Variables

Discrete Randurans r

p

prob space

Xi

I

IR

e.g

integuvalued

Range

in

pmf

p lxl

Pr X

FXlxl

i

PxCxi

CDI

FxH

Pr XE

p Cxi

F

xi

Fx Xia

In

I

Suppose

that

we want

to model

contra

that

takes

values

in

0,1

t

iiiiesarmr.utawsfh.az

III

pxlxh f.tn

In

rejen

O

O W

Fx

x _In

excitht

iejen

nm

exam

II

i

n d

I

x

I lim

h

Px

O

fx f

slide-2
SLIDE 2

p.m.f.doesnltmakesu.se

y

instead

use

probability density fn

f lx

f Cxl

F

Cx Discrete

FXH

i

PxCxi

FX

x

f

dx

pxlxitfxlxil fxlxi.it

Properties

cdx

exit I

I

F

x

is

monotone 9

from o

to 1

f

x

so

fCx7

D

Jfk dx

e

to

Prf

a b

If

dx

TL

EH

J fHdx

Efx

E

xpfx

  • xeRaigX

F

GLX

  • gcxHHdx

Efg

Cx

Egcxsp cx

x cRage

slide-3
SLIDE 3

X

contr

nu

f

x

c

4

2

2

Osx

2 O

O W

what is

c

2 2x x2 dx

I

24

2

31

244 E 841 3

85

3

3g

PRIX 21

fCx dx

Zg 4x 2x7dx

F

X

xHx dx

x3gf4x 2 2

dx