Scribd
Upload
6 views

Module -2 BCS301

The document discusses the concepts of joint probability distributions and the independence of random variables X and Y. It covers calculations related to expected values, variances, and correlations between these variables. Additionally, it provides formulas and examples to illustrate these statistical principles.

Uploaded by

bindushreekj
Copyright
© © All Rights Reserved
Available Formats
Download as PDF or read online on Scribd
6 views

Module -2 BCS301

The document discusses the concepts of joint probability distributions and the independence of random variables X and Y. It covers calculations related to expected values, variances, and correlations between these variables. Additionally, it provides formulas and examples to illustrate these statistical principles.

Uploaded by

bindushreekj
Copyright
© © All Rights Reserved
Available Formats
Download as PDF or read online on Scribd
You are on page 1/ 39
MODULE ~ 02. (eisl Cobaally, Qala ae aiitribsuitions ~ a X ond Y ora oo diseudli rancom he Say fusion ae is Fa ee oe a ete ¥ (mye XY i> Ey Play) =I 4 - fours, ot hy Bieter oa *\y Yo} Ye Yor se oy fbr ms) taunt) (ay) a. MBM No) [noranyy) tl) ‘ Scam. #(omif Nm [At fy dtm) tia)| aC) a) alan) | t © scanned with OKEN Scanner florid) fo ta t,9,--- an A Aha Auer of Ok the aahus cin che i ® vow eh gCya) edhe -na| is athe dam of alt Ake ‘vats an ts 4* | And an called morginal probability ibibo, Sndeyendeat Candom Vaniatt > Te aisortle random vomalilis X omd.y pa said te be sndipinduil somdem varihly Hef, y) = $0): 904) Ye *e¥ Ax 7 E(x) = = a $ (rx) y= F(Y)= = ya ql) Vortonrt i J vod= ele) - ay 7? ( ) 7 E(~) Ay Washoe, Oe) - £ at f(a0) Stondord Quwiation :- = Vv) “y= Vp © scanned with OKEN Scanner Govanianet + €ow (X.Y) = E (xy) - My Aly avhut., Kk (XY) = 5 ar Mri) Correlation of X and y: Nexy)~ Sey. a Y) ‘7 the the jount didbibidion « a{ asp. r0mdom vatiobls X anol Y iu as fpllows. Ix\y tS ‘Compile covdlallion. of \ Ht \ y . and oe) ee ik [w\ oe S| Ya | ve} te S —> Qustubition ddbk poor values 4% AA column Velie aca | Ss td -h | 2 jes teu) | Ye} Yo ays) 3 | 58 | 'y (x)= Daflx) EM= Ly 9) s I = Ears) +o)s) (x Yn) + (Ya) é 26x) aaa My =1 © scanned with OKEN Scanner POs Sacy toe) - (1xhx t)4 (iva d)a (vet) 4 (sx uy h) (svar) ifxard) K (xy)= + Woaianet ' VOx)= EO) = Ay = (1e4)+ exD-4 VQ) = ————— Ma) = Efe : (ex) + Gg) + (xd) -| WM = a —— Stemdond Muslion 5 — ad © scanned with OKEN Scanner Covorianet | Gov(xy)- E(x) ~ Aly aly Bua 2 Gov (xy) = 2 Gouslition, of 0 amelyi f (mY)= ou (KN) im Bp 2%4-33 S (xy) = -0-1482 [SS Y te foint jlidy didndbction fable for & rondo Mioaialstss X euncl Yu Yor follouse. porsoomnee amd fei ie 7 : whisioe a kenly ! o-1| o- 0.3 ; Man 21] pal otlor lo a etl cacte voriclstu . Mas find e(xty70) > pithtion fx — pation Ym Mi I 2 Woe An © 4(o%) 06 0-4 gli) 0-3 0.3 0.1 0-8 F ‘on! E(x)- Saf = (x06)4 one Ih mM © scanned with OKEN Scanner K(y) = Sy (4) = €ayo.3) + EXO DF (yyo-0 +102) E(xy) 7 Zou Yj (a, 4) = (havo. + (r4x0-2)t 0 +(MS¥O-3) + (-avrx0r)+ QrAKOD + 6x4xo-1)+0 E(xy)= 0.9 aaa —— Nawkamet = N(x) = E(x) ~ Ay = (X06) + &XLO-K) — (LA N(x) = 0-24 vy) = E(~) = a = 4 x0.3)4 (LO) + (exo +ex03)-| Stasdond pinion Cone et Ge ONd ce ae = 3.) — © scanned with OKEN Scanner GOVOMUENME , ae (x y) = E (xy). lye tly = O-4— 14% Cow (xy) = - 08 Lovrrlalion, ¥ X andy i flry)- Seely) _ _-or o Koy O.44¥3-] J (x) = -0.33 K word Y oa indpundlual, if (2.9) =-f(a) qy) YY (BYE Key We Rowe Cre sn) = $05). 9 () he, O1# 0.6X0.3 © Ramdem voriablu X amol y orn dependent: Now, #(x+y 0) = (14) + e(1 8) + (+2, -1) +0(2,4) + P(s,2) = OF 034014 0l+0 e(xtyr d= OF ECR ese —— FJ Suppose X womb ome i dounclem Nariotsls with fol oe ort Aidubilion af WP anol Y amol veuity Bat eosoxionc (%,4) =0- © scanned with OKEN Scanner ol uy “2S . aN f(a) ot 08 ayy) 03 oF 0-2 2 qeun X andy ane incleprndeal , 1, glay)=fa) aly) Y (a.y)ew *Y Vhus, ue haue Nari) = e(1. -2)> $00: 9-2) = 04X03 (a1, Yi) = 0-2 — Pus yo) = #05) = Fl) 918) = OFX OS Play, be) = 035° P(x ys) = ala) = flr) gla) = 0-4X 0.2 Aa4s)= 0-14 (ay, Y) = #2, 2) = $02) (>) = 0.3X03 e(%5,4)) = 0m (15,45) = 0(2)5) = 0.3K%0.5 0(22,43) = 0.1 Pani) = P08) 4) V(*) = 0.3x0-2 = 0.06 © scanned with OKEN Scanner x\y -2 S 8 I 0.9) 0.38 Oly 2 0.09 Os 0.06 E(xv) = Sai yg C(t yy) = (x->x0-28) + (HSK 0.35) + (x x0-l4) 4 (2x-2x 0-04) + (axsxo.1s) + (2¥3x0.06) E(ky) = Ass SOO R(x) = Safa) (0.4) + @x0.3) E® = 13 \\ EM)= = yal) = (2x03) +t (ros) +(@x02) EQ) = laq3.s Varner 5 ¢ VOx) = E Cx) - 1X / eG i Vix) =! — © scanned with OKEN Scanner bovattaner t= Cow (KY)= E(k yetly ity = Se 13K 38 ‘Goo (KY) = O tener, Oroued - Yx ml Y one imolependert Aemalom Norell, X tabu 8,5, 5% wath Yor Vay Wy Y Hoty 3.4.5 aah Yo, Ys. Ys Fond forsl propobilit 1 eurol Shous thet of Movosiomer (44) =0 + finol Ha. pabebility bihibila, 4 z- xy > U2 5 U4 foe Fei) Ye Wa Ya OLY) es Ys tf fio x ond y One ie, e (2,4) =F(9)- 94) Yoge Xxy Thus, ase owe W91)= (2.92 $02). = Ipx Ip PW) 2 + (21 Y)= (2, K)= FO- gle) = Hex My row) = Nee dd © scanned with OKEN Scanner (4 ,Ys)7 (Ors)= 42). gle) = | 2 J O(a» YB) i t(% I> els, 3) = dls)-9(d = My x4 elas) = Mn (A> 9)= t(5, 4) = 4s): gle) = ly x I (xs, $2) = Yo (a> Ys) = (5 8) = f(s) Gls) = Wy x I te) = th (3.4) = e(4, Dad) Gg (D = Wax bp o(%s. 9.) = Io e(Xs- p= (4 =F): 9) = yx IB (43,4) = Mio #(ay,y3) =e d= f()-9(9) = Vy Va © scanned with OKEN Scanner Yin Yn Yn is Yo KE (xy): ow y (mY) = Px axtfe4 (oxty th) Her * NO 4 éx 3x12) 4 GC xtexip) 4 Crsxyr)t E43 «M0 + bey: + lvsx Yr) ' E(x)= Eaf(rd = (2xtb) + Gly) +6 Yu) Ae =4 L EQ)= =y¥ gp = (3x'b)+ Gxt) 4@% 13) ce Bo-(KY)= E (ry) My Hy = 16 xy = lb -(b Boxe) =O st © scanned with OKEN Scanner ee erento) Li UCU fa}: J 5,6 4,89, to, Hf r= $e th Yer Urs Hes Ya pI ing Fhe join’ proba cof 2 edisenile random wsarialeles a 7 8 > AC) shat 0S XSL and OLY <3. iy find & ai> alow. Lot he random scrialles x and Y mar clependert iu> &(x= 1) Y=) p(n YeI » COKE VSD) e(xay7®) a PAY kerry) x\y oO 1] 2[3 [Ha0) 0 0 Rk | 2k] 3h} oe y fiek | ak [ek oR | uk i 2 lye [ok | oH] +A] 2k gta) | eR | oe | ee (oR yok pale mul four, yo b=} ASX ema Y am indkpendert, if (ary) #2) gl) Vag) € XY Now, e(0,0) = 0 (0). gle) = 6( ys) o( the) © scanned with OKEN Scanner Way) + Sy aly) 7 “X and Y ane idepenoliel BS FO yea) © ph lye) - 2 e(X>1 YS%) = P(U0) 4001, D4 (uD (210) + (ou) + 02>) = 2haabkry ke nbrshtok = yk = afte e(xz yea) = ) PL xr D = PCL ADF eC + (25D 4 eC22) + (2,3) Ho; = ybt shy ch+okteh 43h = 20h = 20f6 2) = 5 e(xty v2) 5 Fo fein eoiny is Aint iter Fl romclom voc K amd y ane aleferuel 0d llores X=0 a1 accoide 1s Read om tail ercuns or st fait ob Cog © scanned with OKEN Scanner (ye Kluembea ef Heard Send comeloton , coctprud a X and Y- e(X=1, yo0), OCH = 1,22) r(XS0 ys2)> a(X4+y v9) —— SOW AIT tT eer THE tT TH TT x © © CO 0e a Mo Fe fF ep pg ot x= Goldy Ye $0,123} ao HO) esibly abu. wolen Ste sgh Vaid $(o)= 4/3 = Ye = (x=) | 4(0)= '/s = P(Y=0) 40) =0(x-)= Ye te | ads = ely-d 90)= Ya = P(y=9) oo qa)= Yee (y=3) foi) pooh U4 © 1 2 3 aly) es eS Ce E(k) = Saf lr) E(y)==y4ly) = @xlfa) «(%) = Ox Ise) + Mx = 7 7 ; fone esto © scanned with OKEN Scanner oe (xy) Soy 6(% WO) - OF gr ororory ify) 1027 Yn) 4 0 _K (ey) = Ye Sint atiuiion : As oleate 0 0 ‘3 2helfy Vs } 1 afar sO Voatamnee '— : V(x) = E()~ age = x th) + (Ip) - (4) VOD =_ afi Ya V(y) = E(Y) - a7 = (OXYs) +(1¥3ls) + C4 x 3a) (9x0) = eye v() = Sh —— Somdord Quviction, oN = 4 oye VA = Ve © scanned with OKEN Scanner Cowra rtanet + tow (xy) = (XY) ~ ty Ny bow (xy) h gor lion af) N \_amoly :> pis) bow) my ry co lh “Ie x Sh 8 ~ cas feo) = 2 84 Sie t(x=1, Y=2) elt ——— aki ved (0. Oe #(0,2) + p03) + a(ino+e(io 4 (iid eel Hazen, yer)= altro) te(r2) + MVD ate) = It tat 4 4 p(xwz1, ys) 7 = saan aelr (221, 4 <2) = tore ttn yi) 4 tl0,3) 4b DAC D4 = ot ‘bt ‘ht 34 Wyte DION 4 ; © scanned with OKEN Scanner ee oe Stochoilic qos as ; woriablu f XC), 4 et} difirad won bony, doen S asd a poramiber t. Glow, Xo = K(0) 4 & we. dar Ve (M1 Yo, - YN) #8 collid. probability wdc toh ent i com persAll ai vee A eo thin oe tq dh Te ssnilis Eoxomgle- Mee mee os NOTES qv w mt o asraler but sack of the vila (A= Pate) abe mon- — ia aie of dordom ablid tte inidiol stati a ae trenspe Ved) Now, = ne + £54) salle we" A aqpont eenctivn te (pay) Raving, £00] row in the form of oe probability sseclor © scanned with OKEN Scanner TOMER MO PLOCINAAT EC [AAA ramples — delentdy Matin lol, 1 oOo Uy ot | Ty" Jo ro oo | he E » | p- | oe lp Y Ya ‘a Me ‘hy 3] © FH Stochoilic Main ? i doicl to te Stocks matin if all Me sabia deme pow p™ om posiliee. dt pe ' J Madniac a he a hh U2 ie Ye ou 4 Re axpe | ie 3 a In Sy : TE fe i eet egal ott me hor cb Ros 0 srnique Amal qrepab- protabill autor We (Vi, Vyi-- Nm) duck Akai [ve=v/ i % © scanned with OKEN Scanner VY Show that pis acqulon Alorhote aah, Aap final the osdocicteel Aen fire probably seectoe t oO 1 0 oo 1 "Mo o| Toe Pepxep-fo o 1 Ib Ib o 0 Ip Ip 3 Pep. pif tb We o pt pp fo tb ip Yao My ype Iya orf pe tele re Ye Wy fh 3h ib vaat Thus, Po regular toch tic Matix rte dow °° Rove roll ontias ave 2 © scanned with OKEN Scanner Ve (a bo dfuch Ma Vie V oo oe ce (abo) lo 5 | ao) to th ©, > (ch ath b)=(a be) =p a= Sy + be ath , c-b => [2a] We ue in ath+c=! => at20+2=] sa=l ~> as] ane [eH o ome] Ne ( ‘es Ys Ys) Ydind the sunigut foud ; seen, fe k i "s o 2 Ib —> We mud te fincl W-v let Ve (x,y, thuch “hall ay tz =l “i 1QO » El | \ \ © scanned with OKEN Scanner Pye] pen | | fe ye] 0 of ts : | Ye a4 yet Pq] Yfa+ ‘| -[* y ¥] Ylb=1 , atyp + 2eB-y ee Sy 7 by) qe Laef= a Z3-2-Y 2E-6% Z=bH ZI Z= 3K Thaing an Uty+Z=l Ut6L+t 32=] tow=I Now, Y= 6% amd €=3% = [i= fe | = [=F 2 (tho sho ho) iv Ae mquirtol peniqu fd Ly acto. 3 Sand the ‘Mabetlic rm bahay dln. f ep “Th | © scanned with OKEN Scanner ee tnle mec to ine NIeN ve(~ 4) duck thet aryel 4] ‘3h ee x [> 4 ly h]- bal a(t Ye Bet sla} = (m9 ie BYR Y= 2 5 Atay XA hy BAF Y= he Any at Y=} : 77 L/h Fale =7 VY -4Y =! a ay ayer = peal ve (4s Ys) Js He arquiond saris {incl Ca pe [? Ba th Yo 0 YA Mh >- Yo o 9 Ip tp 2 ° © scanned with OKEN Scanner TP Whe weed te final Nefa 6 cd] > | duck dhal ype aol athe ctd =I 0 tb th th ab ¢ | 0 th nf (a b « d] p> Y 0 0 oo [th+ch tap apachede olhthl s)h+ 4] =[a bed] bprcetdi-a, ohachtdb=b, apebly-c, Oly -4 b+ctd=-90 , atcrd= 26, atb-nc, arb-ld L>@ a) ‘Aaing 0 b+ c4+d=20 im GHbterd =] A+ 2a =) sa=I : Hing ® av at be ced al 2b+b=] oe +e = = = 2. ee tke cre ad © scanned with OKEN Scanner are te *h = hd 2. 18d [ee] “(hs 1 Ye i) as The neqwireol senique forval probability satclor- “Mentaw Chain = Qe Stocho Tic pecs athich Ja auch that i, the babii ithe bole % a) 16 “colle o. Moukes Precus) eal ay a Be me au doh procs i Morkou- woes Ab Anon as o Morkow thoin. Fara, -— Arm} Jd a abate pact, The 7 a ig omeristid anil rey poi acheasilily / aha (eilap tat ones imal ‘ j ap rrolnt ils (004) ok afb erat: ow | . Flin and pd em coded Ar nS din by PC fia alee of Ree Ae fpllousing © scanned with OKEN Scanner > 05 Pag SI cr ful lence, Lipa ah 0 A Stochitic Maliin Ciy =| pliixn Marbou- chain us Sacample'- 8 hous Nec am rowing all to wach sth, A alist thus ie tell 6 ancl 6 aly p Big ate lle Ce Us full os ily I be te fi. > Stale -Fn,6-2 tA Bo F pema t © 1 0 =PeO}0 o 4 eli fo o The Pig is Me | Mak the oe oS polobibly © scanned with OKEN Scanner clu laceevon ANE Oo @ c eop p? fo p. P [eC : t Cd as ee ie et, alighebcion. : 2 d Saample a Oo 1 Oo doom. p= Pe C16 | ‘ Ib th oO => [a th bh a fs 3s Suppo C wwor the purer fasing He Jolt fot the, pl) _ (9,0,19 pS) 2 pl) 9S "yy thy = (0,0,1) On “| Ye 8 Yo p= Lie BLA? A? Af] th Afla s Akious Ah dy thot athe boll ie oitt A iv yg te Soll 2 wth @ is 3fg md tte all is with cu Ip. © scanned with OKEN Scanner NOTE! NA Mortow hain At anit Ae be Argun af tke aatocioilid hogan is digebons ND Moarbow chain is daid to be diducralit, ‘if anol only if associated L pom 4 Argislon, esrorbung Stale - bou chara t~ Tetoapeng Stale of Nantes Ceo. SF ty a Marbov chaia. Ie pros Mocha, fom cciloun Stat afl suhich st continuous fe Aumain in the dame ital. and is colled on absorb Hote. cv fev acd a ly “ wot ©, olfewset toe ait” Tass, 0 take oz of the Marbow choir 4 o% ja te lbioulsing Bete MY olionay distisolion of a Maxbow chain 8 goraloabillt Hisbilsidion thal Aumoins unchangeck in Ake Moxpov cliain as Time progreesis. © scanned with OKEN Scanner J the * ft om of Ah, Morkou chain 46 quan ty ip 0 tp | aad tle initial probobbt PT 4 0 0 | lithibdlion dis 0. (ip Yo 0) th M] Fok 0? 02 96), pe | ib oO Ip ie 3) > 65 0 J st Ip, pP2_ pl) p> PPA fi yg Pe m 3h Ip 0 Ip Nib 3/t PO. [Ie % A] 2 (Pe he _— sls> bs J Prove that tte Mukow chain who A. p.m is pe [2 2 IBY as inreduciolile. tine tte hh 0 Ip U i j — Ih Ye > Ya Pet ty ae We We Wy S/e © scanned with OKEN Scanner f “ i! All the enliia of p> ane postive : Heres, Marbou chain is wonecliveraltle , We med to find We v Ahuch Alot LAY Y of [zy A[? hp 9 th -@y p tp o [yrs He wre s+#2] = y g Yfr t4fa=% , Wg He ow ofa+zfe - = Ye = ea : 4u-6Y4+3E=0>0 2%-9-% 070 t megt ert —@ (=a had (Ie Wee fox) dn the mquidtd sinigue feud porolility vector. 3f Lhe Rl ener amalux of a Maabous hain, i Agia hy fh at Mh nda otal rlitfibeTion t+ (1pq ay). Define anak fel Ae Aplloorig Fl? ad eh? IdM? ad pl a the idl 08 opprdths seid dle omitbin A” opporlles © scanned with OKEN Scanner r fa ad the protrolorlafe of “Aanathon - ik 4 t from ilatr a, to Re Alate m, tn 9° 4ipa Coes eer) ; ays oS jaa Jit) po is dhe probability | tronsilion. from ite o, te the stale a, im 2- Alps (P = > (PL °°) zi [i My] i “al @& | or ae 7 1 ia de protebitify ifilelion af a- tens i &) ie IZ? js Be guobebilly {the Bad ay NOD cave ne eis pO? <= 2 1 Gu == a> pe) ™ opprethes Bi sanique font otal sector fp. © scanned with OKEN Scanner vrev dteck Mat aryrl tp Ip” p ay - (2 YJ ! a ty | ( aot Byfy- ae, htm ey « aut yr Wy 2a YY an-3y 2u Jus BAY rly At May xg 8Lt2KH3 S23 © scanned with OKEN Scanner KA RONEN FORT Ads OL TNETWNA -OL FP cfs B. Ae works elke, of Me clube overyelan os foyer couds Ne meen ult club Aen dive gona tHe hays: Gul 4 he woul clube Ren a porbeulon “aw y dhen othe ail slay Ae libel do wrk glib of clube AL firm othe homilion ronalrin of thea markoor chain. Ateouhow Mal Ake malin is 0 regelor Alochaitic ameabia and find the ae ¢ “Ot fn a hae pobotitiy aatélor diy he jon, few s0isile An club B an. baonctay fal i Tote Hat Ae wuts dub & on thwadoy. ——> thoniion rcbabisidly malin. ac Pe oh | hy} on Y : ai the wills im Po am poritive Hence, P pe sochoilic mcbin. hin mud a® incl, V= [ey] dhuch Akal vPev wh aty=! [* D+[s pj ew ye aay yja= % atyp =9 © scanned with OKEN Scanner Now, Ye A+toqzl B=) [ath] vikus, (Ya 2/3) 4s Ale Acgptrral. AL gpl ford probable uacetor' Jt We mud to nd of? ‘ * Monclay silcal p. yy dud pal ih Idee dnsadeny 2 fe Tho dag! & gid iy ay 1998 Balune by 1998 Alte ey 19949 Swift Ay 1999 Balene By tng a hf ail ot © scanned with OKEN Scanner P MANTRA ET a Ty hb fog e Vi dil Mle > 4 lo 1 o 6 ps Pe Sue {t j sjy0 o 1 Calune —> Bs olh hw ont dhe plth 96 Kas the inlet 3 ; 4 Yeon s (998 4s atgnroed as 1N% ale Awe ayant and naa aid as oft Aku M- w p- [dD o 1 p Ib Ya Ys ys tb Is yy tle Hla Iq Hla 414 hier Fy telo# i ay a= 4lq > a - ths by Daa oD = fay iy Smo dang tee Bes p™ Aepyuoachss to the stele: We mud to fad, ve [a yx] auch vee v wath Utyt t= o 1 oO {x J “] oo 1 = [« y z/ ts Ya Ms © scanned with OKEN Scanner [*s ay yt ah] - ( y thea, aif-y ytth~ z ! \ by. vo ado In + BE = ZH lk ax] 2 a ey a ae Mow, a4y+u=l HEIU4 BX= | 6X=1 a=Ve fh ees 7 —s ae Ys ir) =(Ps fs te) Yhw ('s x Ye) da Ake Anqurinecl armilh fmol hus, inv 0. dtemg Auer, She obobilily tat tke man Aas me Robina 48 aa apna 8 fuck follows a zalliver. of Ae apm the 4 © scanned with OKEN Scanner d WIE Ad ENC Provareily oh Ae ving The Atcono at aD thal Ja athe proto belly of fe teint Ae Thad game? : jy dn Te athe tong Aun Jew soften, he waLL wird > State apace =F tin (w), boie (44 honuition ay fs tho he] 03 & «| Fo tho Or. [i> J i) Q. 2p a [yp ef Sho in] lio #he [also "he)= [ts a] j 4 punt wu [90 i> p02, 9? p> the 8 fe ws 7 Yo Shoe se] PP ] = Boo 00 wv le, © scanned with OKEN Scanner Vhs Me probate ty

You might also like