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ST2334 Notes Mursyid

The document discusses basic probability concepts including: 1) Probability functions like the probability distribution function and cumulative distribution function. 2) Common probability distributions like the binomial, Poisson, uniform, exponential, and normal distributions. 3) Concepts involving multiple random variables like the joint probability function, marginal distributions, and independence.

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0% found this document useful (0 votes)
33 views

ST2334 Notes Mursyid

The document discusses basic probability concepts including: 1) Probability functions like the probability distribution function and cumulative distribution function. 2) Common probability distributions like the binomial, Poisson, uniform, exponential, and normal distributions. 3) Concepts involving multiple random variables like the joint probability function, marginal distributions, and independence.

Uploaded by

SpideyMumu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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JT2334 Chapte rote

Baic fropehey ot# 0perahon of tvent

An) 6 en2tuns m nataa


A UB A B AnB

AV (8c) (4 vB Auc)
4n
(sUc) =
(A nB) VAn)
Au B A UBnA:)
A 4nB) v(A n8)

Cotad ( e)
AcB a l l elns n evmt A_ar al event B

Ranutatan P

whee rd taken thto ldeaton

Fomula n

ne()
Rmutahohj f n dufrines ubjcti anaeed n a ork (h)!

Lonhinatrn
Jeleehn y ci frn n oljt) mtlat t9ord 0-de
n

nrl(nr)

Sngupere@ta nns .
Bayic Pogrhey_of_aakas lits
PrAUB): fr[A) + P(B) Pr ( A nB)
PrlAUD) P(AaB')
fr(B) +
PrlA) rtAn0)t Pr[A na')
PrAUB ve) = feCA) 1 Pr (8) + Cc) -e[Aag-Pl4n) -r(8n)+ lrAngnc)

Can dihonal probabiliy

PrtAIB) mtanJ condihbaal mbntilty of evtnt A ennt has otud


P-lA A0)
PrCA 1B) HAB
rs) PrleIA) IrtA)

Malbp oepo Rle


Pr (rA Bac) = r CA)x _Pr(BIA) x (C]AE)
lndeptndent Punt
Two evtnt) A and Bare Jaid to e mdkpedeat tt and anlg_1£

PAns) P CA)XPe(B)
Muham mad Muy1d in i
JT233Chapter 2 notes Date NO.

Probabilly Funch in
Puurtte Z f2) =]

(nhauovy

lesXE d) Q) d
= I e l c s e d ) : PeCe <X44) = e 4 X e d )

Cumul aiu Distybuthon Funchon Fla)= P sa)

uete: Fa)=tZi f)

irl a X£L) =_xe) - MxEa)


: FLJ)- E(a-1)

CanHiu-FA)= de

fia)

r[as xsb) r(a ¥ <1) F ( ) - F(a)

PALCON
0a1

Mean and Vnance

Mean:ELX) Ax
E(x) f diutt vaMndle EU) of Conhhug voiabe

EG): 4 ) E)E hla)dr

upee h s a):
ElaX) =aECx) 16

Vsianta Viy), E[M)1


it X _conpnusa,

ZM)'£,) OR
VI)=_E(x)-[E

fnphs VMc):
VlaX ) aVix)
Chebyhtyi Jntgue lit
Pe(IX-u2 ko) s

tli-/ <kr) 2

FALCOn
Muh amnad Muroy Roii
234 Chopter 3 Notey 2 eV Wae No.

Joint Probabli Funchon

Dxek RV Cotnuovs RY

Marainal Datmbotony
Duete R/:

f)tyluy) y)= xy lay)


Lastou uy RV

Aa toeylzy)dy f) ylkg) d

Candhina Dumion:

tyiy y)

xiy (z19)
-e

EYI)y t g 1) dy
Elx1Y) y(x1y) de

FA
Oate No.

ndependent RV
Random vannblky X end y ot depenclen 4 t 9nd onty ¥

g ) : f^la) t,()|, f» ally


ovanAnCe
CovCX) (-4»)(Y=,)]
For Puurt ev,

Covdx) ap)J-M) f,()


Focanhnudus KY,

Corlx. 9
( (y-4y)fy lay) drdy
Cx.)= EY
Cov
AM
(y)
J*yfoytrg) dxay
IXY or
mdzpondnt ten CovXy) =0 Howerte,
(ovx Y) o doo no ply
mapndiu
CovlaXt cYtd) =
_ac Covtx Y).
VloX+ LY) =
a*Vix) +
V(y) +
2ob (ovtx, y)
Coyrelea coeffitiati
Py Covl )
V V)

FALCOn
NE W
3
Dato No.

Myori mawmial ihoy


)om
pnuhe) a bnon Dut.
wthtu ertephn thot tmab l e
tpeotrd whl
number of Jucesy , ata X= hum orial»
KA: Mm Mueses

X~V6[k, p)

Vorx) =-P)E
P

Poiwon tmbrah

Rondon vonable X,hae num_uf succeseoccmhs dumhg a gvin hm nftrval

Pryeh:
nam of JuCceyes cunng n one
intervel/*g1a, mokepndeet_ol otem
do lo dependen umuf Juneng_pcm) ahd ku/ta
Mar fhan one fuCCeD ocnng ) short mtva moll n a
ANigible
X-P[A) tfrxer) Ap e avg. nun of uctes dtcun
spesihcAekanl /egio
ladag
t bbiy n 2dag) fobbeithX 2 dey :8

E)=2 Vx)*
oi)o typx to inm Diu
When 0 0/p0, np ond A will hae prronmatly a
Poiy)n P whapap-n

FaLcon
Date No.

Continwb4) Vnfofm Dhhon


ndm Vari ab ha a untonn duMHon oer la
noted , ( , ) , f b probabiliby dly frction P
f(a)*
PUt-SalI Henula : XU[3t)
3

Ex):

To fnd prbliy, Mktyratt y


bxponeatmDIhiluitn
Xpt«)9- l)=_ae- OR e

EC) Vr)

txjtt|X>s oix>t)
tdaole H leny af wlb_ie X7g-
T4n Prbabilih thet t atA t mt t uvisic X>st E_ ttare
a Xt

FALCOn
Date No.

Normal Otnbution

X N,T)
Bell Jhaf Cu

Nomal Dut bu ho to Smomio Dutibuhion

When n p z We Lon u nomal dut oXmak bnom dt.


Cvn when nj Imall dhd p op tseely clon fo 0 _
Cn appoymak)

Cwod ule al hum: MJe whn ap>5 ad p ) >5

FALCON

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