ONT I-A o
Pooloability & Random vasianle
ee Anww
Tr tw duction —
ES
>A Sighok Whose futwse valuiS Con be SH moglect
woth the help 4 a definite vrelahonstip ox
ASCs bed by a definite functon if cated
& deterministic Sigrok-
> A Signal whose Futese Values Conmot be
Pe icked 16 Called a Non-cleberminishe signal
> These if NO definite funckon of wUAHMELIP to
ce Cosibe tno GerersctiOn FP Such SIF Mods —
tho L1G rot Values Voy ANdomby worth Me
OF Fsequoncy. Stein % Signal is also cclleg
2 BANA IgGhal:
SCE A set iS a Collection AF well-defined
ele ments.
> Tt ie usually denoted by & capital Letter:
F the elemomnte oo. rotpee SOnled by % lovdey case
Lekles vwoith subscsipts.
~ Sp a stk con be Meprecented by
x= tu, Nyy - ~-- pyWhose
x i a sek
Ty, Ay We == AR ade UeMNmes Grd the two
braces Specifies Ene Sek:
“r WE Cony Say thot Eno elemomnts 9G, 9,0 --tn
bedlong bw KX. ond we Cory Vaile
hh EX
Empty sek cr nuit sek’
Ae wer
ep cet is caid bbe EMPEY I HE has MP clemonts.
For e@hample. x= Foy | Whow & PEPTESeRES NOU.
TE is aleo catted a nul sek:
Finite seb
Te. Finite number
> A Finite SCE has tithe Holl OF a
A ele mronks -
> Oy tha set has infinite NoMber Ay ehemanks . 1b
iS Calied any Winike Se
Subs Sek
> A ak y ig a Subset 4 Y Th eroy elemont A sek
XK isalso an efemonk in sek Y.
> Te is sented bY XCY.
> By thee I ak least one ele mont in Y wrich ic
not IN XL they Ko is & popes Subset ay Y,ond we Wsite XCY- @
eae sts:
> TWO cake XK amd Yo ore
petty set contort all
Said to be equa. It
mamon Ce monkS: THE
ees oc b
equat sto ane denoted &Y ¥ ¢
XCY And YCX.
DisJoint _sets'.
> Two eetS X and Y we eoid WH bE AKisyoint
iy they contain MO
os mutually ed exclusive
Comman chemenks -
> Foe thample sus
X= \ odd Nombers'y
Deven nompens ] ane Li¢jeint
seks:
Universal stk '-
Ss A cet which CmsistS 4% all le ronkS G a
Aven sexy stem iS Called a ba iver-soul Sek .
S it is cenottd YY S omd is the lavgert
stk 4 tho. Sycten.
> A stke ane SuUbeste oO the oniwercal
stk -Set operotions:.
ONION
STE UMLON A two ES Koma Y IS Lhe seb 4p
AN elements teelonging to “Ko oe Y or both.
> Te is denoted oy
RzKvVY.
> comatimes it 1S also @lled tho som 4 sels
X and Y.
Sm tevsec tiny!
> The intersection A two Shs “X ond Yo ig the
SUE Oy ON ELE INEES commen ty Both X and Y,
SS Tt IS denoted by
A= XDY or XY
“S Somo Gmve it iS leo catied tre product gy sete
‘YC ord YY".
> For dhisjoimt tke the
IeeeSeC Hin IK a
null set be XAY= {p \.LOMO and intersectian Oh N seks'- &
afk“. nnn nnn, ann
S The UNO Ap ON SekS xX, Wee NT 12 ~—N
Com bt epst.senked ods
Y= XU XU XLV ~ --- UX
%
= Xp -
Nz! io
> Similercdy, Ene intervection FN sees x
No
Wher Wel,% ---—N Com tot. PEP TESEMMEd OL
Za XN XX NX, N ~--- A Xy
N
= 0 XW
eI
> it is ateo noted that ib ALR, Ehow
AUB BL ANB A-
Comple monk '-
The Conmplemenk ty & stk X ig the Stk A
aly elementS nok WN X.
> Th is denoked bY X.Ditkeserve +
> The AihbErence Ay EWo ets Loma Y ig Bae
eek A all AEMOrtS AX thok co Nek belong to
Xe. it Ig domed by
Zo X-YX.
> Amitowty . bre ditbestnce A Y Oma xX IS
the sek a all ehemonts % Y thouk do Not
welong to y. ik iS denoted 67
wa Y-*X.
a Xp YX.
Sam pre Spaces'-
> When a physical experitnink 1s pix fosmed |
a bua
possible ork Come
Eho set fy all
cam ple Space.
XPOS INE is called
> TL ic denoted by iG,
> OW Fack, the Semple Space TS tho LNIWrcal
SAE foc the Giverny enpesient> Por each briak % On CARPOOL there &
iS Ow otk Come:
> Foe example, Ena Capemimndt e tossing om
UNbiased Coin hogs Hoo onlcormes — heads(H) ov
tails T). fo the Sample epace is RUTy,
Discrete Sample Space
>A sample Space iS Soud to be DUOC Orn)
Finite. Ap tha eek in tha Sample apqee hove
Finite AomberS Ayr elemnkS:
> Foe trampre tra SHE fia, BY AY is a
Finite set
> Ty the seks IN tno Sample space have
Infinike Domber My Be mats . Hho the sample
opace 1S ictwtee ond In fimile
> Fue enample . tha otk he Lu, Basel
1S am infinite ste:ComtinUons Sawple — Space '-
> Oe the Sample spare Cymtaing omy IMfinite
Momsen a ekemanksS LOI Conti NOUS Vales
within a Fin BaNge. Eos it iS Called a
Continues Sample SPACE»
> Fos trample, the stk A numbewxs fiom 0 toto,
> The ett a, elementS ore infinite omd
Continuous.
SBN evant ic aefined ar a ot& % possinle
putcomeg % OT) ep OSIM *
> Bb ig tha SUBSE M- the Sample space.
= Tossing a coin WS OD RE thok hog two
pose] BIE ort ComonkS— heade os toule.
> % a sample space has @ Ste AEN Clements
N
the morbred Ar evento ONL a
DiSCWeLE Cvmel Cos tiNous ews’ -
> A cdistedte comple SPACE hos ciscrete
events:> When a Col Is tossed, tho enmnt “head” ©)
is a chiscwte Omd Finite event
> Everts takes From Cumtinuous
sample Spaces
One
Cont nous.
=> selecting oO NM ber somdomly WN 0 given
Wounge Ve a continuoug -ewmt -
> ese thee ane
INFinite Nomber A ernrts-
> for HLAMPIE AMY NoMbex if Lhe wore
G= Aiecrioy is A Com tinuonsentnk:
Mutually euclucive events :—
> Der omy two ents IN Oy expesiINak have no
Corman oUL COINS, Drang thre events ow oud tod be
mutually ELA CIVE —-CUUNrKS-
> Fos thample, the
BMS “dea a King cord’
ond “chavo A GWeon Caxd tom a dock Ay coxsade
Oo routualty PRCIWLIVE — CVE AKS
evinke
bECOUSE beth
Cormrnot’ occis ok thd same time -Probability Prtwduced Usrangh Relative Preqaercy >
warn Y anrr Ann ANA ADDL
> concider a wars WrHdony CAPEK ren with @
Sample space &:
> WE Shall ASSIGD & HOD- negakive Humber
Called pwobability to each evonk IN the Sample
Space:
> Leb W ne oa partcWar erenk INS Thin
ene probability erimnk A” is denoted PY
PLAY:
> Stppose that @ waHcom experiment 1S wepeated
DW biwes, .
> BD tro evint A’ oceuss NEM) timed, then tne
prrapility erent A is defined of tre vdatie
Freq wncy A eink PY Whos the NUD bey A
telals nN’ beds to MANY:
NCA)
puny = Liry
neo. Y
Where NU .
> iS CON thea melative
frag vuncy % ewmk A -~
‘ 6
properties Oy seative frequimcy'— é
W) OL NO) LA
Ok
Wi) gy nen wo the Srink 'A neMey OCCURS
Dp
ay) DOD. “the evimk A OCCUXS WD All DW trials
y
i OVI,
) 8 A amd B ons mutually excusing
tn ncaupy= NCA) + NCB)
NLBYBD — ney GY ntBy
mM nr a)
Pr babiaty Troe ducted tnesugh Axioms -—
ee Ann ARK ONA-
> By the AnLomatic ce Ani bo, tho Po ba bility
PCA) A an ewnt iS Goal Humber Which
sabedes “tro Follove ing ONMoms. :
PLAY So
> The Pr lal ty % erent A iS always a
Non- Negative wok Nom ber.
Artiows 2
PLSd=t
PF The ent & iS aN LAiWASAl cet ond ik jc
a sure event:S Thawed dow. IES probability iS ahways one.
PCGy=O
> The poo Pavitity ds & Hull CVErk EON inypos.si-—
ble event iS alroays 2&a
Storm 3’-
> % O sample An WS N Werks H21,2,3--- N
where N may bE WHnike And if all the events
ore mutually exclugve Fe
Arm An = f OF for AN MAD , thoy
N
PLY A )= 5) Peon
YN
(oD
PLA AU ~~~ UAE PIAL) + PAD + - ~~ + PIAL).
> To Ses phy Simplity tho enprvesSians ,
Consider Just trop duc Joint events A EB
WY the Semple Space g.
PE AVE) = PrAr+ PCB) HE PANEL OY.
Pav ba bikity
Sk W tha CHO GF the Number My Favouwable
cutime % event A to the tote Nombey
Ay possible outtomes, provicsted Phot aipukcoine O5\0 equally pwbable- >
No-ty favowsanle ovtlomes
Toto No by possible OuUkComned.
tho
® Ta bor contains tb ved bale, 1 blue bolic Land
22 Fey Lalls, brat Fo tha PR hao by O- chsalo-
KG @ way which IS @ ved iN colauy,
B etthoy ved cy ble
© net Freen.
S2l'— Givers thet Ehers€ ao.
WR, DB and 224 ballgin box
Totak No MG ballg = SO-
@ the Pr bability chang a Fd colows ba!
iD
pery= NO > favouvanle — eet comes
Total DOM CULE COMOK-
perd= 1 = =e oe
© tw FoVoursable ernk is eithdy “sed or
ne” Since Lhe evmts ano cLisjcin’’
PLR 4B = PCR PCB)
= Jb te. DRL Wy.
Bo 1 56" a\ »
© tre Favorraple event is mot Oo Yew ball
pla@y= 1- Plad GS pty = pea)
= 2
Bo
at = o-b:
25
@ 6 card 1s chawh ok SaNdorry from A clock 4
rade playing Cada: Fira ta Prparility on chewing
@ an ‘ace
Gae oy wheedt
© neither A Nos a space
rt ; ,
A & the Favarable ent iS ‘chawing ace”
Since thove one | aces
> #-1L=0035
Place) BY Ib i
© the Favorwanie ewnrk Is Chavaing Pera
hoovx’’.
TE one cana ow 6
%B Cowde ay ‘heart? ovmd one (ard ty heaxt 6
PLE ov heart) = Pld+ PLRLort)— PCRCost 6)
=e ypB-1-b et Ho,
Be) BL em BL TSH OSI
GC! PLAURI = pEHy-+ PUB ~PLAN®).a ae a
© the Favowraple evort 1S necthor 4 Nos @®
a Spade”.
Lok tho ewnk 4 be DB ond the erink
Qprde LeB .
ThE probability op neither @ nor a gade is “net
tithey 4G os q Spade".
Ve ppAUBY= 1— Pp leva)
=~ [pusy+ PUD = PLANBY
s1-[4£, 8B 1
at BL BL
= jo
%
= 0-692%
Teint probability
Ww we
> a Sample space censist® Ar two events
AR Which ane not mutually MLCIUSIVE, thoy
tne Pw ba bility Ar these *vents Occ UxING
loiny or cimutta neousty 1S Cclled goime
Proloa bili ty -
Ae tho Cupevsitronk aepeats “Ny times ond
tha Joint occum™Mce of evints A&B iS NCB
Lindos, then tra joint pre balistity a
Ewnks . A ond BQ igpopnes- tim ICAP
Nc nD
PLANR= PCAY+ PLR — PCAYB)
PEAVEY = PLAY + PLE?- PLANB)
PLA NH FO
PLBLYB L£ prpyt PLD
CoMclitionaL probabi Lity
AAn—Dj.— Ann
> B® event A OCclss NEA times, ewink B occurs
NCR) Gr ime Omnd the Joine ewrnkt 4 AO B
Occuse READ LIMES. thon, tre cond tonot
Prbapility % enmt A giWweon ewmt Bb 1s
Quat to tno wate frequarcy % Ene Join
Occtessence NCAB) with spect to NEB) os
1H teods td infinity
POAIRY = Linn CRB)
N00 NP) NER) so
- dm OAD |p
nes 9 |p
POP IY = bing CBE
nee 6 PUAN)
im OCB) PCB -
ne n&
Prba bility sg occusence
> Tha Conditioned
eink A IL FID Cary bE
% B When te
expressed os
POCA NB)
bt
ie lee POR
> Fram the Condit@rnd Prebabilctres, Ehe Jett
Prebability A the ewints A Od B Corn bO
tape £6 tal oS
PLA NB = PLR) PED
= POpy PRO.
Properties 4 COMdL tonal promabthity
> Fas amy tWo events BH ard B WN a Sample
cpace & ib BOA thw 8
P. Ss Ib A then PUR =|
PUB)
> SS BOA. then PLB)= a
- #
? PED >So
> Te two ewnks A OTA B ae in Sample
spe SS the
PG = Peet PCRy= ptr)
Pc By.
C-25> PCB.> gy two EWS endl B ane Mutually exclusive,
thon Ene Joint enmtS. ANC ard BNC
VG
akso mutuolly exdugve and honcé
vs a
r(H0DD) = pee + PCED.
Tolak probability '-
Ww Qnwwe
> COrsides a Sample space S tok Nas N
mutually erclusive ewinks Bn New --7-N SCH
Lnok Binh BRE {oy toe MAN =1,2,---N-
> The probability % OY evmt A, aetined om this
comple pace. CON be eapr eced ID teAML GE the
Comnchiborok pv pa bly a events By, Tuts
PWeabity is pmo as te fokat
prvlealoibity Oy evn B-
N
pery= SP (gE) PLB -
Ne1
Poot
ised
The sample Space S GON ru tually
ELUSIVE een tt’ By Nt La eee Nig
Shoop
IN Figuxe.(
Fig-vern diegsan doe events Bry Omd 5-
> The events hae the pr peo ics
Emo bn = oy L M+#nN=1,23---N.
N
ond VU BntS.
N=1
™ Fe BU BV Re ~---V BYES
> tek om enmt A be defind on the Sample
Space, S. -
> ance A iS a@ Sub_seK A GU than ANSzA.
N
ve ANS= ANALY Br) =A
N
A= VU Hnren>
D=1
opphy prdbability .”
NI
Por) = e( & @nen))
Ni
= Vi PCAN Bn)
Nz)SSINCE thro CWrksS PLAN Bp OO mutually
erclusre, by APPYING tne Hnirnd Oniematic
Aefinition A Prbability
N
POAY= ‘S PCAN Ry)
N>\
s
For tne definition “A Joink proba nility
Planend= PlPleny PCBS
N
PLAY = 2 PUP le) ple).
N=)
Bales THe ore" '—
asample space § hod N
— --N_USuch
SO TE States thot ib
roa tuodhy exctugve erent? Bp, Noy
trak BO Pnt LOY. tor man ele —--N. Ome any
ewnk PB IS defined gn this Sample
The poof Can be derited fom the ty tol
probability thrgorer ond tho detinition %
conclitinn pro ooiLi tics:
> we mow thot Hho Conan tioned prota bility
PUeja) = Penn A>
he ‘sono
AS) is PLAY
P(e, A B= P (Ip, PCB
S The tp tot pov bail ty
NI
poppe 5 PLR AAD
“91
P\Slay = PEnpp>
SPR DB)
Ne | .
p (Boley > P(Pleny PLB
N
LZ PlPleny PLERD
He)
PLAlR,
*PleoInd = Dd) PCB ;
ee
PLP In, PLR) + PAD Pe de ~—— HEE,( Two boxes ane selected “somclomly the Fat
bow comtcunds 2 ovite halls and % blecr ballg The
Second bow combcunS 2 wmurke 606 and U black
balls. Whak js he probabil ty 1 AA OING
aAWhi te bessy
SOB pacsume tok Ena two boxes have glial
proba bility — Lethg Selected -
> The pobability '§ ~sthee thy
is equat b> ta .probability Ae sel
second vor &-
tue Favct box By
ecting the
Pomp = PUD = 4 er oR
> The Favourable ewn0k 1S “selecting white
al) wi")
P (Wiad = Bt our
WwW = Be otORe
PC Ia -
> Wang total probability Lheorend
Pt) = P te) Pept PS Peda . 72)
INcle pendent Evert 5 @®
events Pod BI @ Sample
non-zero Probabilities.
= CONSider two
space ‘s’ Having
> DM the Probability Oy OCCUSTENCE Ay ONG
% the evint iS Not AbvEcked by Ea occusse-
Nee A, EW® othr EWE, thoy Eha CMnls one
Laid tp be “statistically indep trdont
—™ mathematically, top ents one statist cols
Weleptak — independent ib Onn only ie
PLANBY= PLAY PLE) for PrMMto % PLEY$o.
> OF BR owd B EAL BoD Indep eden everte
tin the Conchitional pwhabilities coil!
PCAID) = PCAD-
P CB) ay = PLB
7 VE ther occusomce % oy ewmt d ot
Oh 94
depend cy tne Secure’ “& ony bey
eink:
> Sinilowly , the N€ee SSony ond SUP cit
CHALKY A thsee evmts ,A.B omMd cto ve Inckep ery dom One
PLANE) = PCR) PLB)
PERN O = PLR PLO
PCRAC) = PLB PLO
PCANBNO= PCRYN PLA) A PCO:
Nardom Vas iable —
XXX, Qe
~~ we define a real Bandon variable o> 0 at
function oy tha elemonts — & Sample SPACES:
ys we shall Bepresent a TaANdon vorsiacle wy
a Capital fetter Ww oF x ON:
conditions for a furction te be, aandem
ann aAnw ee a
Vari cldle
oe
ms
the se quised conditions for @ Funchoo
Db be a wandond variable ore
Qpace must
) eney point IN the cam ple
wworerpand ty Only ore Vale dy Ed rereeom
yonder Variciale-
WW The eek ery shall bE On ene
fos OMY aod RuMBEY THA poo Latte lity
Om Kas evimt is egal ty the Son Athe paobablitics a all the elemontary
events — comes pordung to bx La |
This is cloncted es PlRea)
The probabilities 4 Everts bce 2) Ond
(x--0} ane mew
Continuous saNdom vorsiable '-
Aanw mw mw
Me :
> The valus& a a continous random Variable
ied . .
ore Continous in 2 GIVEN — CrntinUars sempl €
apace:
> A Continuous Somple Space hos
WORNGL valves:
an infinite
> The Clicesete wilus % 4 continues Saray
variawie is & value of one instomk time.
SB Coptinunws wonder . VASIARIE xX 1S Genoked
ds a weal function X= x8). For tnar ple
X> AC TB:
whore A&B oo CopVcLomkS ond gives
mak elemonks-DiccwelE woOSdonms Vers iable'-
Co eae as wn ann
> The Value A oO ALLECEE ANON VOSIAbIe
One only Eo ALSERREE Vad IN a gn Sample
Space.
> the cample space fr & CECE BAND
Versiable Com bE Comtinuns- Aiconte OY
way beth Continua and disereke pelrts:
> They may. also be finite vw INFN
> eb xX be oO aniccHete —sOINdorD Vorsiable with
iMeger evrate Xa fay ay, ny. THE
PU baBLLES ASK ok ony event 1c & functor
1 OH. Deis given bY
Pe Phx=ay =F) f= 12,4---
mined wan dom Variables!
Oe Ae
> The volud a a IWined wandony vorw/Qble
ado. both continues and ciccsdtte in a
Gwen Sop ple Space -OG
> Tho sample space fos O Mie MBANAoND
Vasianie is a cyatinuns Saraple £pAce «
a 0 (se ces Pokrts 05
Comtinuns ond Some POIDES A ayecsete VolAle
Pap bability pictributinn Function —
ann nwo
Ne
+ The probability digtyibution Function CPOF)
Ae sey pes Lhe Pr babilistic behaviows %% &
TOMA VOEICbLE -
> Tk defines tho pre be bi ity PIXERY Oa the
erm [KEL for an values ap tho wanclor
vorsiapie, X WP to the Valua %.
SS TEIS abso Called ELe Cumutotive pr kability
distyiacton function Op Ee waNdom variable
X omd aenoted os FyCi) which iS a
Function MN %
F.C) = P\ery:
Where Lis a wal Romb ey IN tLe
Borge. — HO LK LOO-
Papesties pavtabilily DISCMEUEOD Tune time
> Dy Gey is 2 PReability cht Stef buon
funchon % & BAndom vawiable X% they* Rt) =O
2 Exley =!
> OL ROWE
H Foy 6 RO) he KEL
5 P yx Em = FO.) — Oy)
6 Fy Qty = Fea.
1 We Kemow thek the Probability a un evenk
is O nom - ne qtive cou Num loey ID ERO WOnge
DOd 4. Th pw balolity toe Onn impossible
evimnk if ovorys 20" we lemord Hho
ewonksS newer occus, Pe.
N= Oo
impo ssi ble
F,t-~a = P (20) =0°
2. Were Fy (wo). -weprve aenks tht Inte Potion
Ay a probabilities, up bo L= > eile Ebe
son Oy Xt pronabilities % XIN aA
odWayS equos & one.
en
Sample space whch IS
-
EF, & = POs =.
A=-®B-cnce tho disteibution function bates, Hae OO
Valuoys Ay all the probabilities, EO wonge op EL
Gistrbubon function 16 Aso Ed Same os
the Sango oy Prvlealoilt by:
oL iw EL.
Ho Bex) is a RON- cle creasing function 4
eine tho duistyi bLHON function iS tha som ot;
a Pon~ Negative proiabi ities fen,
WON incweases, thom Fy OQ) also TACK
5 Te ig Kpnowon tho he events xen amd
hye X EW Y ow mutually excusiv®» so Ene
probability a the erent
PK bw = PL Dc eyo fay ex Ly}
PxL% y= P [xen t P faye x Es)
Pf exem}= PEwy —P ieuy
= OD — OW:
6. Tk Stoker thak tho proba loi by dU ste! bution
Function is Conti nuoks fom by th cohee
at ig an infinitesimal iNc*emarct IN 1.(wat
Prwbabluty Kosi ly pepe Fer)
NAW NAA
> The pro ba bility clown sity fan chon .
basic makhe matical tal tart f USAID a
pwbablictic pehavioUss A a wancdem
Varsiatsle -
> Tris more preferable then pro leatoili ty
pict bution fanchon.
a
1S
> the pmbability slensity function my He
sande versiqnie x 1S defined of tha
Valuas Os Pmrbabwitities of A Ginn Valva
maf
Te IS O desivotive 4 tre cist bution
Function CAD ard ig denoted as £0.
frog = GEG)
a
Wrare W 16 & weal Number ih tho
Wo Ge ~- LW LO:Pw pestieS Ay Prva willy bon cihy Functos'- We
Ts fay 1S © pra bility density function
Oy rwardors vorsiable x, Ehan
1, of fay toe a %
x
2 Jt LOY AVL zl-
> These pwperties state that Eno clonci ty
function is Nen- negative ord tno area under
the domsity Furschon 1S Unc bY
fond
Areas 4:
~~ OTR FS g i creer
oo — clancity FUNCH OD
a Fee J fen te
05
+ TE stokes Erot the distri bution functiay
\S equal tm tha integral a the clensity
funchon bp to Valua@ ak OF je eat
t> tha Osea Wado tho cemcity ef.
Cucve tory 20 bf +e0.Fig area Oj dusts puting Function
Ne
he Pp fyex Ew) = f LOO Ae:
aoa
A Tus POb pmpraty Stokes thok the pobability
4X’ fows values “tm 1 Saal to Ene
Osea UNder thro deal ty funchon curse
From XK, tL
oe pha LxXEmy= ares
—~O +20
A AL
mass Funchop !
l= |w---
- Ty tha pPrbability 4h POY)
Satie Fes tha Fol loding Cor outions:
he babi
PO) So far ON i > eumetion oa fehee be wcll
& FyCh) SPX ony.
a
2. SF Pla) =I
iz\
POY S Mace Fur ChiosDM Arondom varsianle ¥ hag pwba
Shown 1 Lqble
@ Find tho valvo a K
B® Fird Fay, fOr od chavo tre plots
=5, | =o |i Of v je
a ok, KR] ot] ok 7
Sel 14 a Sondom Vaciable x has poeabilitic,,
We Emad that the Som “by At prolea bili Hes
is equat to 4-
6
So PCA =I
ley
Ot OBETK+ 0} FO-BKR+t FHI
0-242 8k =
2 EKO
ez OF, B~L~o.26
rs uw | ——
. Peo= for, os I
GG
POO fo, ONS, 028, OF 6-035, 0.25]
> TRA cummative ct sbi bution function,
FeCay 1 S Fiver byFl ls) = POY) SOR
Fed = POI TPL) = Or FONT HOBIE
Fy CO = PCAD Ft PO) TF POagys OBL +0.2
Fe (= PEAS + POD TP
ClO
(apt P Ow)
= 0. Kast 01
0.65
Fel = POS t POD T POD F POD F POS)
= Ob FO.09T
= OFF
e a
Feeoy POA.) + PIG) + PAD T POD TF POrS) FPN
> ODT O28
aie
> Tho cumulative diStsl LUtTO Faery FUNCTION
Ss
Fea = T_Pty) wen)
FOODS 0-2 WOHED +f 0-1 woatry + O25 WOH)
TOLD + 0-046 UO)
O2S Wi.
> Th CUumala Hoe chon sity PUN chen 1S
feeary = SPO 602-4)ds Clr + O25 BCH)
Fos 02 64
+O: 1 Slat ODE CCAD FOS EOD
S THO plots a FeO Od OO airs
» —
\
Or
EX 4
0-596
40-2325
FOL
poy
3B 2 -l4 ' a
Biqi- Plo % FOO:
Figie plot Mm fkeO-
artchor OO
- fies UE (yy ek
Gaussian -DtxySi lH VAAN 2 jt! yor)
: . £ Cu cant
Anns
Vosiavle “X ade ti bY
ROO = exp (=0- a J)
x OW a i peat WY Jd
toe i
aaa — Fela
tO) 2 == PLP (— ) )
parse =
For oll wv:
Where FSO, ond ~CL My 220 OL COMshante
called Standaya cle viotion ovnd means Values o-
‘YX! medpec tively .
Ss Tho ddistsibubon function Gm be ebaluodta
big USING —PuMesiccd or — APPM AL Morbi methods.
> The GASSED semsity function Is also @iled
tho Romo tensity function ,
> FF PANEM Vorriable Which Seti Hey Ea
Goussion skensity furchon ts Culled o
Gavssity wana vorwiqule-Fig Goussion tensity Fun chor.
\
Oe
Fea)
os
Osa]
appl cobs \—
> The Garssion prbaloility clensity function igthe
Most impostamt density function among alt
clon sity funchons I the Fitld Or Scie
Owe! ONGINESSING -
> Te gim& a@ccuvoske eccriptions 9 Many Practical
TANIoW Buon tics:
> Especially in dectoMics and Communi coin
Systems, Eho cListsibublisy Of Elo NOKE signal,
either Intes nally qene roted os ex ternal
added, enactly matches tno GoucciodAen sily furchon -
econ cliche’ bution Func tion =
SAL
Necmob sed Gaus
ome
QOUseion chick ution Function hos
anne’
SY the
Any =o and exci, then ik is called c nocmaticed
Gauceign — cListxi uhion farce on
> Te ig denvkd a8 FOXY
ty
wm
Fos = 1
at J ce du fos LLO
ord For DELO
Es 1 FOO:
> To gk be cstlahonsiip BeEWEED FLY & FO
j
FOr !
. = foes HS) oy
20 He as 2
re ue tte gue
dus
Lx
dw= due ye
F it
Gt = Sole
x pe | eau
9
Fyoor F es)
oeThe URCHIN FOX) Com be evaluoted USIng i)
either os tho Q- function aPpmr*amatan or
Ene comple man tary esr function
oO we function CApPRDWUMASION
s RQ Function is Hered od
>
\ .
860 = ( em yy
m7
The cppormimodion aya) QOO gine bY
Bosjessom omd sundbery IS
=
seo= fe : b= cas
2o
©-6Glau + O-'S49 +4 5)
e
Wy Faye IF @OU.
uw COMPLE Mey Eon SHOE ex Function Op Pao rtimodhion
> Tho Completnen Lary SPE FuRction % ZW NS
cle fined o& a
2 \ =e
exte (z= e ay
ci
S Then the GaUcscion Aistei bution Function 1s
given Ih kexts OF exfe@y os
Ew - j- 4 nade \
xO = | 5. fede aS Lo.ORUox ts clencity Func bon
3S Tho Onifom probateility cloncity furnckon 1
cle fired oS
\
Loa) = eal atreb
o else Whore -
Whore AE bane well Constowks.
Cnd bSQ.
—2OLQalw,
-_
ThE ONC HosM chicksibb hi function is
a
Boys { LOO
a
FeO) = } Aowk
ba
Qa
= A
b-4
FrCa5 =O
Felb) = BS 24
b-@
oOFs onttocms cistsiwhon Function.
S ThE Onifwain chendi by funch has & concborne
am plitude in ELS qn “CONGO »
> Tho kak ASH Ay two function 1S aloays
one.
appli cotiors
0 ae . :
s The DANdoM duistxi buh %% eomg IN bmIUc eal
in the sound ot process one oni focmly
OLittsibuted -
yy O SAID ple
ILS Ne OrFeRE
areal Nom bey
> Un che qi Lou ConMMUN COSHGNG, he
ty tus signol is Sound-ott ©
Pew or In a game. Whin %
is Conwerttl INK Co MMIC GE ELL PIF A
enroe §— sod and Li fowmby chists’ Buse,Erponentiat preba bill by Dinsity Function’
> The exponen bal probability clensity
function fora Continucs spar dors) VON6) Oly e
“do tined od
, . 1 2h O, 1S G
ye OW = b
Wb
oO
Whose A aNd bonne seal comctomks
~waLablk ond bSO-
ss the cistibuton # Function iS
vo
Feo = ffx oy
Oo
sree
Fee fhe Os
3? oe
m
—( 4-0)
=Jiy4 le I)
° Qa
EeOSs {+ LeOlr
O ALG
Bae a Io ea
! HadZz)
Figi- €Pormmtiod. consity function
AG exponentiod chistrieuhin Function
> THO tporential clonsity function has %
Moanimon Valud Ay 4 ak 22a. The Function
Start akwsta& - Ond exponen Erobly
decreases 22m of L200
3S Tho distrinution function Starts ab =A and
exponen teddy INCwen ves bo ono Ab =O
op pA cations!
> The fluctuations in signal cteength Fectved
WY Adan weCEI VES frory cérstoun Cypes %
kore gekS ane expontos tioky ake Stet buted.
> Rouit\eksop Si2e%, When A large Nomisty %
OLY Shor mena Iymnbs ant Mare, aANoalso mePONO Holly cist bultd .
Royylecg h propariliy prasity Function :-
> The Rayleigh probability olensity PUNCHED As
© woman vasiale “x” is ole final 0%
~C1r-@S7
fos [E Moe ib "da
0 KLEQ
Whese QA and b one seal cumctont&
—-oLQt00 coved bSso-
1
> The distsibubion Function iS Rds | a0 on
na
Fete \z -a) oe Bie at
TO Chaluake tna integrodhon -
b
Eaad=dy
2
Ela) s a _ sYfs
fay = -aMp
—cr- Bh,
SO,
caelLLG Ce
° >. =
KY = Nes erp Wa
| ata)
fot —- — _ _
O60) F
eo =
a Orsay
Fig'- Raytergh tensity funchm
L
at fbr
Figi- Roylsign distribution function.
se monmorm valud Oy Rebe Royleigh aensi ty Function
+
fw= Hone ers
ODS
a XLO
LS
ThO Martmom Value occurs oe ACY
an
Bats saw
[bot 2
=O
ee
2 sO],
2 fia-ay. é ;Me At Jbl.
Tho manimory Vala OCclsd oct cat Jb.
L
f° may 2 \lor Joie a) son Me
_Wensy
== (yer) 2” Ib
_\
= > fen a
b
= O- oor) 2
Tho marxmum value IS = oO 603 JB
Ai CoSH OMS 1
opp cokions !
ye Tk dostrib® Et eyvplope a White Noise,
Whoo the noise is passed thmagh o
Lord PASS Filkeg-
ie is a wetodtionslhp With — gaussian clomsity
AWnction:
> Some Ly Pe A signot FIUckUOHONs FE c vied
by tna FeCU Vey dS modelled ak
Rok Raybere ts Olu sbsib ution.
>abs ‘ unckign: iy
Binomial! peobability Pensity FuUockin
for (MN tviols
ann
+ My the expos monk
tha binomial pro ball
is -sepect ed
ity densit i
thon .
Junction as ° aictseke Wrodory vas iable
wNcth m
yg detined od
N NHK
eos DN BERD 6a).
K=0
S and tno vihomial distsi busi function IS
N.
Roo 2 S Wer Ba-py kK cee
K=o0
= TRE tevin Ng up *® ig cbtoined fom
Bexnowlti tsiale:
7 Ne, 1S the binomial Coethiciont
Ne NI
(N=) 1 KI
\ rr
_
r
brn cos oe
rt sb EE i - rn
Bmomiod cLensity Bineiniok cdistsipwtion
nar Funckon:A pplicationg:
> The oligtsibukign Com bre opplitd bo nomi
James Ar chomce, chate chan pwrlems a in
aday And Sonar, Ord — INany PAPO MmOnks
having only tO possible oUklomes 1M Omy
Qiven Pei
Poi Ssen's Probability pen sity Function
> poigcon's prbability density function foe
Acdiccwete warden variable IS given {
a ee
£tw= €° DG cae
K=0 :
Where bro. is Q Meal Cunstont -
> Poissons probability clistri buon function
iS
wo K
Etw= @P Soe WOE,
: kzo
> Poissons — olistsi bution is La eppr% Mates
function a tha binomick cistributiin Whor
NSO And pro. Eee EVO constant
b= Np-> peissons chan iby ornd chicts buna) es)
functign oda Satine ad tht bi nomi oh
duistet bub — funchen
Opp coutiongt
nnnw
anaarnr"
> Tk ig mostly opplied to counting type.
Peles
QD The No ay Eekephone calls mode using
A pesiod a time
Wi) the no: ae defective — ekemmbe in a
ire San ple -
GiT) Th po a eleckwne emitked from a Cathode
IN O& Givers time INtervo_
W) The no My items uda.ting in a guene ite A ond B ono bd events,
> Ms A 1S an event [XL for warden
vosiane Yi, they the Conalitionalcuicear bution function A X, When Ena eran
B Te Emoan 1S denoted aS Fx On) ond
1S clefjned ads
Fetuipy= efx np
we emow = bhat bre Conditimod pmbability
PLAlE) = a Whese PLB 0»
TREN CORE p Re aney = Fx Clay.
Poe
> the joimt erent Frere), aa
AN gukcomes Ay S Such thak XOQLEX
Ord SEB,
S The eapressiom> for hiscrtte
N
FRoyp = PO Ip) Bo
fel
CAD AoW VOSIAHE fy
Popes tics Ar cookitin chistes: bubo Funchin.
WY) Fx Cedar =0 W) Phyt x 2% 18) =F Coley —
ti |p) =\ ae
Oise Ie) Wk Cled= ¢ |
di) OL Ryle £1 x Br),
a) F,Ouley £ Ec tlny Gean
Comolitinnal — pany TY Function © Cy
oF An
STL Comchitional somsity function % ef
anden variavle “x 1S Cetned o& thd
dexivative % t¥2 — Cunckitional LL 661 BUGOD
FUNC ON -
Fyblley= dens
dy
> Ge a chistrete warden varsitol®
N
Oa = SPM) SK)
ist
Pepestics A conckiti¢nat clensity Functine:
WW Acozl
uw) t fe Ap) =\
ob so
win Fy@[p) = ( fe CU) ay
~*~
F WL
WP (yexerf\ — J Fe Qa ay.
Dictei bution fury Cliany ie a Conckitioal €Mag
TAS nae « <2 AIAN
aed < eo mn
> These ae tuo im postant methore ty dehne
amther CWont B a& A Comolifimal erentos the fixst method tS “evenk B is olefined im
deems ay x amd tha Second method
ic “eve py ctofinad WEAMS of Grmothey ‘Soran
vasiable Y.
method 1° Event & is defind intsme Ar Eo
- sande vasiqnlé x.
@ Let tro ewnt B= ML BY fig the
ccomdors vasiavle X, Whese “1S o veo
cynstomt 09 Lb -
Then tha Com auton Prba bibity dhighs! buchen
funchon 1S
Fk Olpy= Fe fulx Lby= Pp xen,
— P kkern xX epy
five all Xe
p keby
WD Consicler tho erent B fp be move onverad
{ e
os B= LOL XLEY Who O omd b ane real
cynckomks = - LE bE:ex)
Tne Crmolitional probability chi sts! bution
function is
Belg) = Br Pulse x Eb}
= PL xLayat xu)
Fee = Pixbanacx bb}
plarx Lb)
fore oA Pharxcry bo.