lec7
lec7
2
Quiz (1) – Q1
3
Quiz (1) – Q2
4
Quiz (1) – Q2
5
Quiz (1) – Q3
a) 𝑃 𝐴|𝐵
𝑃 𝐴|𝐵 = 𝑃 𝐴 = 0.2
b) 𝑃 𝐵|𝐴
𝑃 𝐴∩𝐵 0.06
𝑃 𝐵|𝐴 = 𝑃 B = = = 0.3
𝑃 𝐴 0.2
6
Quiz (1) – Q3
a) 𝑃 𝐴|𝐵
𝑃 𝐴|𝐵 = 𝑃 𝐴 = 0.2
b) 𝑃 𝐵|𝐴
𝑃 𝐴∩𝐵 0.06
𝑃 𝐵|𝐴 = 𝑃 B = = = 0.3
𝑃 𝐴 0.2
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Quiz (1) – Q4
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Quiz (1) – Q4
𝑛! 7!
number of ways = = = 35
𝑛1 ! 𝑛2 ! 3! 4!
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Quiz (1) – Q5
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Quiz (1) – Q5
11
Quiz (1) – Q6
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Quiz (1) – Q6
𝑛! = 8! = 40,320
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Quiz (1) – Q7
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Quiz (1) – Q7
6
= 4 = 4,096
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Chapter 2: Random Variable
16
Mean and Variance (1/15)
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Mean and Variance (2/15)
18
Mean and Variance (3/15)
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Mean and Variance (4/15)
2
𝐸 𝑋2 − 𝐸 𝑋
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Mean and Variance (5/15)
Example1 𝒙 -2 -1 0 1 2
𝒇 𝒙 = 𝑷(𝑿 = 𝒙) 1/8 2/8 2/8 2/8 1/8
Find:
Determine the mean and variance of the random variable 𝑋
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Mean and Variance (6/15)
Example1 𝒙 -2 -1 0 1 2
𝒇 𝒙 = 𝑷(𝑿 = 𝒙) 1/8 2/8 2/8 2/8 1/8
Find:
Determine the mean and variance of the random variable 𝑋
Answer: (1/2)
𝐸 𝑋 =
𝟏 𝟐 𝟐 𝟐 𝟏
𝒙𝒊 𝑷 𝒙𝒊 = −𝟐 + −𝟏 + 𝟎 + 𝟏 + 𝟐
𝟖 𝟖 𝟖 𝟖 𝟖
=0
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Mean and Variance (6/15)
Example1 𝒙 -2 -1 0 1 2
𝒇 𝒙 = 𝑷(𝑿 = 𝒙) 1/8 2/8 2/8 2/8 1/8
Answer: (2/2)
2
𝑉 𝑋 =𝐸 𝑋2 − 𝐸 𝑋
𝐸 𝑋 =0
𝐸 𝑋2
𝟏 𝟐 𝟐 𝟐 𝟏
= 𝒙𝟐𝒊 𝑷 𝒙𝒊 = 𝟒 + 𝟏 + 𝟎 + 𝟏 + 𝟒 = 𝟏. 𝟓
𝟖 𝟖 𝟖 𝟖 𝟖
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Mean and Variance (7/15)
Example2:
A lot containing 7 components is sampled by a quality
inspector; the lot contains 4 good components and 3
defective components. A sample of 3 is taken by the
inspector. Find the expected value of the number of good
components in this sample.
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Mean and Variance (8/15)
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Mean and Variance (8/15)
26
Mean and Variance (8/15)
27
Mean and Variance (8/15)
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Mean and Variance (8/15)
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Mean and Variance (8/15)
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Mean and Variance (8/15)
𝑥 0 1 2 3
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Mean and Variance (8/15)
𝑥 0 1 2 3
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Mean and Variance (8/15)
𝑥 0 1 2 3
2
𝑉 𝑋 = 𝐸 𝑋2 − 𝐸 𝑋
𝟏 𝟏𝟐 𝟏𝟖 𝟒 𝟏𝟐𝟎
𝐸 𝑋2 = 𝒙𝟐𝒊 𝑷 𝒙𝒊 = 𝟎 + 𝟏 + 𝟒 + 𝟗 = = 𝟑. 𝟒𝟑
𝟑𝟓 𝟑𝟓 𝟑𝟓 𝟑𝟓 𝟑𝟓
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Mean and Variance (9/15)
Variance
1. 𝑉 𝑎 = 0 , 𝑎 ∈ ℝ
2. 𝑉 𝑎𝑋 + 𝑏 = 𝑎2 𝑉 𝑋 , 𝑎, 𝑏 ∈ ℝ
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Mean and Variance (10/15)
Example3:
A discrete random variable with 𝑉 𝑋 = 2.5
Evaluate 𝑉(2𝑋 + 1)
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Mean and Variance (11/15)
Example3 – Answer
A discrete random variable with 𝑉 𝑋 = 2.5
Evaluate 𝑉(2𝑋 + 1)
𝑉 𝑎𝑋 + 𝑏 = 𝑎2 𝑉 𝑋 , 𝑎, 𝑏 ∈ ℝ
𝑉 2𝑋 + 1 = 4𝑉 𝑋 = 4 × 2.5 = 10
36
Mean and Variance (12/15)
Example4:
A discrete random variable with 𝐸 𝑋 = 2.5
Evaluate 𝐸 2𝑋 + 1
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Mean and Variance (13/15)
Example4 – Answer
A discrete random variable with 𝐸 𝑋 = 2.5
Evaluate 𝐸 2𝑋 + 1
𝐸 𝑎𝑋 + 𝑏 = 𝑎𝐸 𝑋 + 𝑏 , 𝑎, 𝑏 ∈ ℝ
𝐸 2𝑋 + 1 = 2𝐸 𝑋 + 1
𝐸 2𝑋 + 1 = 2 × 2.5 + 1 = 6
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Mean and Variance (14/15)
Example5:
Let 𝑋 is a random variable with mean 6 and variance 100.
Consider another random variable 𝑌 such that
𝑌 = 3𝑋 + 6, evaluate the mean and variance of 𝑌?
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Mean and Variance (15/15)
Example5 – Answer
Let 𝑋 is a random variable with mean 6 and variance 100.
Consider another random variable 𝑌 such that
𝑌 = 3𝑋 + 6, evaluate the mean and variance of 𝑌?
𝐸 𝑋 = 6 , 𝑉 𝑋 = 100
𝐸 𝑌 = 𝐸 3𝑋 + 6
𝑉 𝑌 = 𝑉 3𝑋 + 6
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Mean and Variance (15/15)
Example5 – Answer
Let 𝑋 is a random variable with mean 6 and variance 100.
Consider another random variable 𝑌 such that
𝑌 = 3𝑋 + 6, evaluate the mean and variance of 𝑌?
𝐸 𝑋 = 6 , 𝑉 𝑋 = 100
𝐸 𝑌 = 𝐸 3𝑋 + 6 = 3𝐸 𝑋 + 6 = 3 6 + 6 = 24
𝑉 𝑌 = 𝑉 3𝑋 + 6 = 9𝑉 𝑋 = 9 100 = 900
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Continuous R. V. (1/3)
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Continuous R. V. (2/3)
Example:
If we talk about the probability of selecting a person who is
at least 163 centimeters but not more than 165 centimeters
tall. Now we are dealing with an interval rather than a point
value of our random variable.
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Continuous R. V. (3/3)
44
Prob. Density Functions (1/6)
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Prob. Density Functions (2/6)
Definite Integral:
𝒃
න 𝒇 𝒙 𝒅𝒙 = 𝑭 𝒃 − 𝑭 𝒂
𝒂
𝟑
න 𝒙𝟐 𝒅𝒙
𝟏
𝟑 𝟑 𝟑
𝟐
𝒙 𝟑𝟑 𝟏𝟑 𝟏 𝟐𝟔
න 𝒙 𝒅𝒙 = = − = 𝟗− =
𝟏 𝟑 𝟏
𝟑 𝟑 𝟑 𝟑
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Prob. Density Functions (3/6)
Example1:
Suppose that 𝒇 𝒙 = 𝒆−𝒙 for 𝒙 > 0
Check the probability density function, then determine the
following probabilities:
1. 𝑃 𝑋<1
2. 𝑃 1 ≤ 𝑋 < 2.5
3. 𝑃 𝑋=3
4. 𝑃 𝑋≥3
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Prob. Density Functions (4/6)
න 𝒆−𝒙 𝒅𝒙
𝟎
∞
−𝒙 −𝒙 ∞
න𝒆 𝒅𝒙 = −𝒆 ฬ = −𝒆−∞ − −𝒆𝟎 =𝟎+𝟏=𝟏
0
𝟎
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Prob. Density Functions (4/6)
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Prob. Density Functions (4/6)
= 𝟎. 𝟐𝟖𝟓𝟕𝟗𝟒
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Prob. Density Functions (4/6)
𝑷 𝑿=3 =𝟎
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Prob. Density Functions (4/6)
= 𝟎 + 𝟎. 𝟎𝟒𝟗𝟕𝟖𝟕 = 𝟎. 𝟎𝟒𝟗𝟕𝟖𝟕
52
Prob. Density Functions (5/6)
Example2:
Suppose that the error in the reaction temperature, in ℃
(Celsius), for a controlled laboratory experiment is a
continuous random variable X having the probability
density function
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Prob. Density Functions (6/6)
2
𝑥2 𝑥3 2 (2)3 −1 3 8 1
න 𝒅𝒙 = ቤ = − = + =𝟏
3 9 −1 9 9 9 9
−1
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Prob. Density Functions (6/6)
(1)3 0 3 1 0 𝟏
= − = + =
9 9 9 9 𝟗
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