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PS Chapter-4

The document discusses mathematical expectations and probability distributions for random variables X and Y, including calculations for expected values and joint distributions. It covers various probability scenarios, including independent and dependent variables, and provides examples of expected gains and losses. Additionally, it includes formulas and methodologies for evaluating expected values in different contexts.

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subhashreen151
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0% found this document useful (0 votes)
10 views15 pages

PS Chapter-4

The document discusses mathematical expectations and probability distributions for random variables X and Y, including calculations for expected values and joint distributions. It covers various probability scenarios, including independent and dependent variables, and provides examples of expected gains and losses. Additionally, it includes formulas and methodologies for evaluating expected values in different contexts.

Uploaded by

subhashreen151
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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alassMate

MATHEMATIC AL EXPECTATION Date


age 37

4.4 d ain Biaaud duch that a had thon timus as likul


te seuns tail ind. DNbeaha, mumbit, o tads
whum tus cOUm tomed uuca

X uwmbo e tails
5 HH H7 THTT
PLH)
X 0,1, 2
PLT)
PCX=0) PCHH) = 314) C3/4) = 9/16
P CX= 1) P CHT) + Pl7H) = ( 2 ) C 3/4)(4/4) = /16= 8

PCx2) =PCTT) =(1/4) C1/4) 1/16

The robalulity distrubutioAX thun

0 1 2

fC)4/16 3/3416

ECX)= 2 r fn) 0 x9 +1X 3t 2x1


16 8 16 16

47
t
y umweshimg un a bartieulasdtock, a pisen COM maRC a
Blit um 0 r yus 4000 uith brobablty 0 3
toke bs 1000 wuth rabakulity 0:7 what
this prsen ptatud, gaim
ft)
Enputd gain=ECX)
2 2PX=)

(400dk0-3) + -1000) 04)


500

sboshs Bas ord


ue i - qunlthy uprh
4-10
Aign unldy

awg
aing uu by B. he
disteibtin_Po X od Y.
unt

2 3

010 D05 0-02


2 0-10 0-35 0-05
0-03 0-10 0-20

ind X and Y.

d. y ECx)= Zxfca, ) Z 1g1)


uht qLx) he mnguinal ditriluhen alsn

X 2

&() 0 17 050 0-33

x 1x 0-1 +2X0-50 3x0-33


= 2.16
alassmate
Dafe
Page 39

Ay ECY) E =

yf a =
2 yhCy)
uhra hy) 3 the masginal dlstnibutiom 0f Y-alonu.

hy)2 fCy)
3
1 2

h Cy)D:23 050 0-27

uy 1x0 23 + 2X 0-50 +3x 0 2+


04

412 d deal's oik , wib 5000 , 9m . Mu


audemsbaloCan
ademsbule u J0okid ubon. a_a andom Vanialuls Xhamn
ih dunáihy unctN

ftn) = 2 (1-0), 0< < 1,


elsuhoka,

huind dhoAMHag baht per automobile

E Cx)=
dn 1fla) d a Ll-7)

= /u xfC) dr + / 2 fta)da t fezod

'2a( 1- 2)dn = 2

Jotal 1toit 4 4 5000 x 1 3 1666 6


vate
A0

4-15 u m that ue nAndamm nrialsls CX, Y) 00 unitenm


diltributid 0n o l uith odis a hon the dount

rabalibt donudy mptien

fC3,y)/1/10, a+ya Sa
0 oth euuw

3ind. x, u wbeotod Vau o.X.

E CX) 1 / 2 fJay z d dy
=

TTa -a -oz

TTO2

410 Lntinus hondom YnKial k has thL dindty kunde


tL) e, 0,
0 plsauhos
ind bu upoetid oalut. of glx) =e 25
e
E Cac)=gc fcdz

2/5 fca) da
e2 foAdz +/h2 pc)dz
2/3 do
elassmAte
Date
Page 44

/00
e d
-3

C-1/3)
-3 e 3
-3Ce-0e-)
i E g)* 3.
483 dubbske hat x_0nd y hauo th
fundion
folleuing_joint uAM.iulahy

2 4
0-10 0-15
0-20 0:30
5 0-10 0.15

(a)ind the expctid onlu s g CX,Y) =Xy2


Cb)3und x_and y

= 2X1x +C2, 4) + 4 x13xfC4,1) + 2 x3 xf (2,3)


+ 4 X3 fl413) +2x5xt (2,5)+ 4x5f C4,5)
2xO.10t 4x 0.1 + 18 x0. 20 + 36 x 0:30
+50x 0 10+ 100 X0.15
35 2
clASSMAte
Date
Page42

C)ut 4-E()=2 ga) RX 0. 40+ 4x0 60


3 20
X 2 4
8C)-40 0 60o

and y ECY) 2 y hly)= Ix0-25 t3 X0-50 +SX0


3-00_
3
hCy 025 0-S0 0-8|

4-26.kt X_andY Je Hamdom NOClablos ith n t dnsahy


punduon

C,y)=42y 0< ,y<1


olseuhon
und tho uhuctal nlus oz = +y2
dns.Ez) = E(x+ y2) = 4xy 1ty2 da dy
Lyly)-yla
8 C9Y2 1)
15

0.9752
4.34 det X be oandem yariahle with the llsuung
obobilty ditviulyuber
elassmate
Date
Page 43

-2 5
fCx) 0-3 0 2
0.5
imd tho dtaondasud
duuiaten0 X.
dns. = -2) C3:0) +t C3) (0 2) +C5)
CO-5) =2:5
E CX)_C-2 C03) +C 3) C0:2) t C5)2C0 and 5
15.5
2 ECx°) M2
de
-

1 55 - C2-5)* J

155-6 25
9. 25

omd =Jg 25 =3.041


435 Tho nandem Vaictl X, guubrmsamting h nunlse a_O
he 100 Jints dotuNO Ladla h23 hblleuing_brobablty
dibtaibuuhem
5 6
2 3 4
fta)0«01 0&5 04 03 O:04

Oiane o X.
ing dhomem t2 on page 121, fimd the
C2) to-01) +L3) Co.25) +l4)(0.4) +C5) C03) tl6)Co-04) = 4.11,
4
CX)= C2)° (o-01)+ C3) CO 025) +(P Lo.4) +(5)2 X0:3)
E
t 6C0:04) 17.63
=Ex)-4 =_17 63 C4.10
de 2 1 7 . 6 3 - 16:89

0 14.
Page 44

3 50. Go a labaratoy nssignmirnt,, i th luipmnt


unebion tho CHeHud
LUDOCkUng the dinety Outbena
fCx) 2l1-),,_0< 1<1,
0 shuuhn

and the yardanes And dbandarddouatun .


ECX)= 2/1 n (1-z) dr =2 Ond

E CX)=2 f1 C1-2) da =2 3-4|1 = 1


6

Houe Va Cx)

omo
E1/18 0 2351.
454 t x be a Landomm Vauahle wdth
obakily sdibributLen
HOAolleuing

-3 6
fCa) 4/6 4/2 4/3

Sind ECX) and E(X) ad


Qvaluato E [(2X +1):1 thon,uung these Vahus,
elassmate
Date
Page45
dns, ECX)= CA 3) C/6) +C6)
E Cx)= C4/2) + 4C 43)= 11/2
C-3)(Y6) + C6)C /2) +(9
CC2x +1) 4E CX) + 4E CX)L43)=43/2
E
So,
=4 (93/2) +4) CU2) +1
186+ 22+1
+1
209

4-58 The total time, MOLUKODLm unik


o 100 hou, that a
torag Stuns he haiv y UISL Opuiod sh one ypas
LDntimuouS andem Vuinhl Y Bhat h tho
Aumchen dunsty
0 < 0< <1,
fCn) =
2-2 1 <2,
0, sUwhie,

Evaluohthe meDn otho tandem gyasuabl. Y= 60x2+39x_


whercoy 19al o umbe o kilusathoues pindd

Auno ECX) dtE 2 (-2)dz =1 Qna


1
E CX)= 3 2 dr t 2 (2-r ) dx
h h

hom EY)
Jhon, = 60E CX°) + 34E(X)
C60) (7/6) +C34)(1)
+0+39
109 kilsutatt hdens
4-60. duppsso that X and Y ao ndebendont RaMaPm
mamdom win
yaginluu
hauing tho ent Boualsabildy ditailution

4
1 0.10 0-15
3 0 20 0-30
5 0.10 0-15

und
E C2X 3Y)
Cb) E CXY),

dms. E CX) =
Ca)C040 + 4 C0 60) 3.20 and
E CY) = (1) Co25) t ) CO-50) +5 C0 5) =3. S0
(a)EC2X3Y) = 2E CX) 3.E CY) = (2C 3.20) -L5)(30o)
Qoo0.
Cb) ECXY) E (X) ELY) C3:20)(300)
4.60.
4 64 duppeso that X and yY mdopendunt Hamdem maia
with Jnobability dunldisand
02)= 2
olseuhoroD
and
h
Cy)= 2 90 <<1,
0 olseuhn.
Date
Page 47

Gund thu
oxkctudvalue. ofZ= XY
ECz) E (xy) =E CX)E
CY)
d dy
8
3

4679 u simt dbmsdty sumten e amd Y en b


f Ca, y) Ca+ 2y), 0< 2k1, 1<y<2
oluuh
fima t h Onbotin aalus o gCX,Y) =X + xy
y3
dns E [g (X Y)] =ECx /y3 x2y) =E (X/y3) +E
CXy).
ECX/Y3) = 2n Cnt 2) d dy
7y3
1 + 14 y

33
15
84
E Cy )= 12y(at 24) dr dy
dy 189
a52

untE LaCX, y)=15 134E 46


34 252 63
alassnate
Page4

44.74
4 enkislk agoun. bhi dlutuatien oh krisoise 4 12, 4t J
Auked Aind Vat CeY). a_Jhiowma 4:2 ang 4z
amd. dtpimu Z= e hug, o STitianb oy iu
4 73 o himd.

hrCz) = Elz2) -[ECZ)]

Jhun deit nst lng Ely) , but nathon dusuing th


Jhsk 0kdise Jayla duisAkhasuim acuem Van CeY)|
Lemmint-

dns. uihng that gawomula. ECz) = dy


e8

3841 753, 12
ongo Vay Z) =E(Z*)-LE(Z)
811091:3

UAUng pprounahenpmula w haue

Vas Cey) =Ledy)2 Vas.CY) =e C?-5)


12

12418.11.
U appoximahèn mot de olose to eath Dthua
P inen that tho L kdr appLinaten
May not alunys bL 4000 Umough
Pogs 44

4-75 dn ulootaiea hm mamuyjatun


D.llanalimg to bhecijintio 400-uðatt light Julle, uhich
wiuttum
batkage , ha a mWDnon tho
Lih ah 100 Asuh uuth o
dtandaxa. douiotenm o4 50 hours.
mAE
mest, wwhat bontag s buls yail p Iost _ n HOhowrs. t
dsumu that h distaiubutiov houho?
dymmetu alyout thu mu
HU, U 400 hous amol o 50 hous.
Jsuing ko +00
2900 -k50) =100
900-50k=100
900- 700 50k
a00
50

K =4

de,using uhoby&hor s the0m uth P C-4o<X y+45)>1-1/42


D. 43 75, w dbtaim
PCT00<X<110D 0 315,
ThnLou , PC X F00) 0 031 25.

has /0tianez
417 wmdern youabl X mean. H= 10 ama a

4 . sing chebyshovs thiotem, ind

L0) PCIX =10|>3;


Cb) PCIx-101<3)
C)PC5<x <15); that
the LSTBtantt duch
Cd) h yalue o

PCIX-10 1 2 o) 0-04
clASSMALe
Date
Page 50

P(U- <X< +ko) 1- 4. l

P40-2k<X < 10 2k)2 1 -


K

L0) P Cx-10| 3) =1- PCIX-101<3)


E1PL10 -C/2)C2) <X <10 + C3/2)2)s

/2)

cb)PCIX - 10| < 3 ) = 1-P Clx-1 0 23 ) > 1 - 4

C)PC 5< X <15) PL10 = C5/2) (2) <X<10+ (5/2 )( 2)121


4
C5/2)2
4
Q5

PCX- 401> )<004 umpluis that PC1x10 <)21


6.b4 0-96A
Thon 1- 1
=096
k2
=
1 b.46 0-04
k
1/0 04
K /0-04
= 25
) K5
elassMAte
Date
Page S1

de C kr
C5)Ca)
10

Lombutt PCU 2 <X < U+20), whiru, x has tht dunkuhy


huncten

fc) 6 1-),_ O<<1,


L lsuhio,
Dna tenpaHe. uHh thi LB LL Auun Un hobyshev"s thuormm

ELX)=6/ 7(1-%)dz =D.5


E Cx)6/ 23C 1-1) d
0:3-3- C0 5)= 0:05 md 0a236

Hone , P Cu-2rX<u +2 G)= PC0 5-0:44 2 <ke0-5+ 04412))


= PCo 0528 <X<0,4472)
0.9472 Ci- )d
6
0528

0.98 34

Aempared te a aobabilty a t Malt0-15 giunby chubyshev's


huorun

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