fo da probability - school of computingjeffp/teaching/foda/lnotes/foda... · 2020. 8. 31. ·...
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![Page 1: Fo DA Probability - School of Computingjeffp/teaching/FoDA/Lnotes/FoDA... · 2020. 8. 31. · Linearity of Expectation R. V. s X Y scalar a ECXXTY] = AE t ELY] Z-Average Height ECHT-ttssmbarefoot](https://reader033.vdocument.in/reader033/viewer/2022060904/609fb9069caefa781f003398/html5/thumbnails/1.jpg)
Fo DA
L z/
ProbabilityReview
# 2
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Probability Density
Functionsdf )
-
continuous R V X :D → r = IR
f× : IR - IR
Pr CXEA ) = {e. A
fxcw )dwa
eventA er
cumulative density function-
( cdt )
Fact ) = Sw !→fxlw)dw=R HEAT )
c- Co , DAe -
- fast ]fx ( w ) = dT#
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Normalkandomvari.at#X-NCu,o)fxlw)--'E*rexpf-YjQ
)exp ( x ) = ex
IIE→
mean
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ExpectedVa
MfxR.v. X : A → r - IR
Efe ]
discrete ECX ] = ftp.lw.prcx-wT )& 'm -1continue
= ↳ w .f×Cw)dwStow -1
-
fair 6 - sided die r
-41*3;. . .
%3
RU. X REX -
- i ] = I for i = I . . -6
E =& wi - PRCX = wi ] = 1. I t 2. It . . .
6. IWier
= 2¥ =3 .
5
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Linearity of Expectation-
R.V. s X
,Y scalar a
ECXXTY ] = AE t ELY ]-
Z-
Average Height ECHT - ttssm
barefoot herstht fu Hull.to?5o?gm)
Shoe height S--tem/2amµcm/4#b. I 0.1 0.5 a. 3
( oil t Coil )G ) t d.5) 3+4.334
Efx ?-_ECHnioo-SJ-ioo.EE . Dt ECD= 175.5cm + 3cm
= ( 78.5cm
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Variance- fixedquantrts
Rv .X
Varcx ] = flex- Effy) )= ECXJ - FEED
'
E -EGAD = E[ x'
-
zx.EC/DtECxJJ--ECx7-zET5ECx3-ECx3--ECxJ
- Efx ]?
-
Rt.
X.
Scalar a war [ xx ]= a' Varcx ]
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standarddev.at#Tx=VarCxT
-
Shoes
5--115--2153/5=40.1o .
I ①s5 O - 3
ECS ] =3
Narcs ]= ECG-ECSDJ a i
=⇐&⇒%Cs=i ] - ( i - 35=4.DK - 3)'
+ Called+ Castles ;D't6.3¥'
TX -- ⇐ 0.894 = 0.1 Last o . I to -6.3k
= 0.8
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Covariance X,
Y both R.tl.
Cooke . 'D = Eflx - ECXDCY - EGBDq
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Joint RV.
-
X, Y
joint pdf fx.yirx.ly → CAND
discrete f*µ(x. g) =Pr(X=x .Y - g)
marginal pdff x
Cx) = ftp.fx.ylxis) - go.dz?rCx-x.Y--D
continuous
fatal = Syeryfx , yG. g) dg
marginal edf Fay ( a g) = Pr [ XIX,
Yes ]
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Random X ,Y
independent it Aac , ( x. ytfxk ) .
↳ Cg )
condrtreualdistr-bt.cnfx , ,
Cx ly ) = Pr Cx I ' Ey ]= fx.ylx.SI
fy (g)