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94 views35 pagesPSLP Notes 11 (Unit 2)
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/ 35
Ton or meme randon varias: Tn many Aamo expointct
We come across to more than one AAnolom variable, Few wbx) (For oliscrete) = 2
ze 2
A Oey)
im Het O98
= i xP x (x) dx (Fer continuo) lor ah kee
%
wert = VOX = ECX-Ax) = EO) -fEou
= YT Cae beasts = TAG Ay (ardiserete)
x x
=f (xxi (a) dx = [®600dx—Ae Cher contri
. * ee
Similandy We cam -finel ECY) and V(Y).
Conditional Probability Distributions!
Conhrueun Probability Mass Function’ Given dliscrche Adndom vaniabli
X and Y with joint “probabilhy ynass Function Fyy Oo py the condition
“Probability mass -funckion of Y Given X=X ts
Fy A) =F xy lr) Poy fy) 7 0
Fx)
The conditional probability mass function “provid, the.
condition) “probability, forthe valu of Y ginen that X=x, Da Nishy Gapter ©
Because -the Qmetttional Probability mass-Funchion Fy Cy) Is @
“Probability mass Function -for alll YER, the Follow
Properties are sevisfica! “¢
O Fyre tye
a DF yy 4) ot
(3) PCY eB X=X) = ( B inthe
Heli |Xa) ZF (t) For ony set Arse of
Condition? Probability Density Fumetion: Given continuo
Aamdim Variabller X anel ¥ totth jolnt -probabllity onstty Function
Fy Ouy), Hy conditional Probability density Function of Y given
Xexis Fy, p= Aryl g) pa eon 70
Fx (x)
The conditional “probabi
Mite clemsity. Function provide, the
conclitienal -probabilite, fix -the value of Y given ‘that X= x.
Because thy conditinal Probability density Function ty yf)
is @ -probabilly clinsity function for all ye Rx , the
Following prapeticn ore satisfied!
a Fyief) Zo
@ SFyictey =|
(oP CYER) X=%) = [ty x( poly -for ef B inthe
¢ Sn ely fer any sef 8 In
hinge ay.
) DA: Nishy Gupte
The usual formulas for mean and Variance can he applieot
to conditional Probability mass oy density -fumcHen
The conditional wean of: 1 vin X= x , cltmoted an E(Yln)
ry Myr, is
EC) = 2 Aye) Cher discauted
t
" Petia dy (fer eontinweer)
Onc! the conditional variance of Y given X= x, dtroted a
V(Vix) or oF is
Vevind= Cyaan Fy= Da — Aine
a (for discrete)
=f Cy Hid Pin Dey = f yey Cady — Hy,
: (For continues )
Tndependince! For vandom vaniable X amd Y, if Qny one
of the Following propotio is-thme, the othurs are alsotaut,
ancl X anal ¥ are. inolependdent,
(Py oy) = Fx@i-Fyly) fur all x andl y
(2) Fy Cp) = Fyay fer alt and if oh FO
() yy d= FxG0 few all x and with Fy(y)70
lH) PEKEA YER) = PCXEA) PCYEB) far amy sth Aana! 6 im
the Aamge of Komal Y, especialy
)70 Dh. Nishu Gupte ©
ce aha that Hefoltoaing function safistita thy “propativ
of a Joint Probability mass functor.
x + Fey Ong)
| I 4
Ls 2 Ye
Ls 3 Vy
a5 4 "4
3 5} sg
Detormine the following :
(a) PCXre,y>47)
Ce) EC), ECW) VEX) Amal VY)
) Manginot probability distribution ofthe Adncfom vanioble X
(9) Mangano probability dlistzibustion of tha Aandora Variable y
(h) CondbiHon ol Probability dlistpd bution of y given that X=1.5
(i) Conditional probability distribution of X Qiun-that Y=2
gq ECyxers) EC Xp =4)
(D) Ae X and Y indeptnded-
Sol Chelly yy lary) 7 0 ey
Also, ZF Fay (ug) = tebelodet =]
Ay Guy) is a Paobabilty mass tunchion, Dh. NiShu Gupstee ®
Ca) P(X t) (ly p(xS2, 9 54)
Ce) ECX) ef) ECY)
(g) Manginat “probability, cists bution of X
(Ch) Conclitional Probability disteibution of Y given x=
Ci) EC YX=1)
j) Ply>al xed
r(h) — Condittnal “probability distribubion of X given y=2
Soh Cheon ig Ory) is & ‘probability density fumction,
thin €7 9 and ff peony da tye |
56
Fe Pulf' cq dgl sl
Se ie x. (fan Si P Da Nishe Guble (f)
(@) P(X !)
= (°f Faylon gly om
rot
= 4 pap ped .
B 4 f° x (£y dx
as
Jy nto « $d = 8 BAY
Bld
= i
at (81-3 (A) Oe
oe 8 (10-8) = a
i et 8I =0790
ca) P(X< 2, 9<8)
oi aya
4e0
2f “af x ali} oly
ap 1 (E14
“Sus r yc fl) ly
el 4a 2]
2
(EO) = fet oddn —— sahese -FxGx) is the a
# ‘rokaitty listribadion of X
Now, tale [fovea
gq)
tahou -the hegre over alf paints In the kamge op OK)
y 6,3)
fir whith X=x,
4 Ol = [Pout fer cach 5b
O eos 5A
Conditional probability distaibufion of y given X=I
Fy, = Fay) Dye)
Fy) |
= font 2 ay 14.
(h)
Si
4 us
8 ea Xel
By yy) = ay 3 OSS! = Y vanes Pro»
wel ‘ J o-to | a Yy>x)
CO ECHIX=1) =f pyar {al
¢
Lert - a (#), ,- 3
HEY) = f ytydy
¢
hee Fy [ Pylarprde ) lohet the integral is over alll ports
x .
inthe Aange of Cx i4) for cohich Y=
File f° Byxde
> 3y [2]-3 a4 (9-y") 1 0 du x 4)
ce / Pud x-3. 2 ie =u ancl eat =V
—las
(fetal ab = anal oly = oly
0.08
an -
_ “1 Wana Vane ding Vani abbe)
a [expe eae] (eee Fern Fi on)
S sd
ie al wt as)”
one standare
4x Co3a4H (by a normal
= o¢aaso AL
ae
0
N
AN Lintan Functions of Room Vanahbe
my)
Given tandem variables Xs Xa.- Xp amd Constards C1 jCa,--9 Spo
; YeeXit Ca kat + Op Xp
isa finear combination of Kr, X21 - 7%
Mean of a Linsan Function! TF yo cr Xi Cake FPP?
E(Y) = CEQ + Gy EK) + ~ + cp Ep) |)
Prec For disease Agndom variably Xi» ¥ay-- Xb,
E(y)= 2 > 2 (eins beat 4° OBB) Fey. (xu)
x) % Xp
= 4, 2 the en (1x0 *p)
x %
+Q 7 G---2 Haas Xp (17%, —-%g) = — — =
x, %e Mp
Chad e Xe Fara, Xp (21901)
Ky My
a (by Jineority property ¢
= cE (x) + EMalt- + EO) seer)
Similarly, L9¢ Com prove the above AUsult fox continucus
Framelom variable, Xi, Xae---sXp by tang. Linosnity propoty
g integra.
Vortonee of @ Linsar Function | TR Xj Xar- Xf OAL Adirdom vanlah fe,
anal Y= C)Xi+Ca at” +Cpkp thin in genera ‘
V(Y= CP VCK) + 2 2 y CKa) +--+ VO)
Far LT Ceey CV Xe xj)
ig} / Dy Nish Gupte
/ TF Xs, Xa.---1 Xp One indlthendesh, @
Qu ae me nesta + Vo%p) ——@)
— opagatin ) A semiconductor Product consists of trace
faupns, TF the vortamets in thichrass of the First, second andl Hac
fasprs ane 25140, dnd 3a namometors squad, what is th
varumee of the thichnss of the final Product ?
S| LEX Xa, Xs and X be random variahles tot drncte tg thideness
of the huspective fans, anol the final product. Then
Xe Xt Xa + Xz
~ ast4or30= Sum
"Bye, VoKl= Vix Vera) + VO) i
Mean dnd Variance of an Avroge 7
Te Ke M+kat--tXp~ wit, EGD=A Per b= 120 fy
t
thin EG)2
FX, x5...) Xp are independent wlth V(Xe)= o for i=1,2,-~f
Vk) =
Peng: ( Proog. is vou simple by Wing (0) aml (3) '
By E(X) = 1 Ex) +L E(xn) +- +L EXp)
i Fe é a+ A p
= Ayh, _..4+K
tetera 5"
he ptm,
Stmifarly , 5 =
1@, VX) = Lh vex) +L Vr) + -+ LV Op)
Be e er
= a 3. a
PR tat te ee
Nr
$i p Dahiiaee
/ // Bibedech Propesty of the Namal Distribution @
TF Xi Xa, -- Xp ore ini adeet, noel, Aandem varlable,
bith E(xi)= Aj dud V(X) = of for b= di--of,
Y= OX +eaXg4-- of Cee
isa nomal Random Variable wit
Ey) = Oy My +O Hat + BAB
al Vy) =
Oe aa a: ta
UT FGG tH +e
Out
Leb-tha Adudlow vontables % doa! io, cldugte the Ltngth ane aid
naspoctinly cf a manufactuacd port Assume thot Xr ls normal
Laith E(X%) lys) = P[Yoee > Ws My)
oy. oy)
S = Ins-1y] = pP[z> 1
= Page > Maat) = C22)
= [-P(X< 112)
= |-0.96g643 = 01/3 (by normal
lima AL olist. table)
p> Dri Nishy Gupta —~
Wo Functions ot. Random Variables
/ Suppose that X isa ranelom varlable worth “probability cistibubi
FicCx). Let Y= hOx) leprne @ one-to-one transformation befioen the
Valuts of X and Y.s0 that the equation y= h( cam be solveol
Uniquely. for x in terms of y. Lert solution be x= UlF),
Then -the probability distaibuiion of “the Audem vanable Vis
Fy (y) = fx Lucp) (fer X- dlischate}
(for X~ continu)
and Fyly = Felucyl] IT)
whe T= wl(g) is called the Jacobian of the “teranstrom atic
Qual the abs olde vale of Tis used,
Bur LUX bea geomelric: handom valde with Probability distribution
Flas PUB) Xe 12S -
Find thy probability distibotion ay ax,
Sol, Since X70) the transformation y= X™ is one-to-one be,
ports KT p= yD)
