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Notes probability distribution
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Bhavya VashisthaCopyright
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0% found this document useful (0 votes)
29 views14 pagesDocScanner 8 Nov 2024 11-56 Am
Notes probability distribution
Uploaded by
Bhavya VashisthaCopyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
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Exponential Distribution ~
—Balivition_ -fN tambo oud Mandom variable. x OSAMU
—____volues 5 gaid 40_trove on ea ee ed
tla oxamete. 8 q- ‘hs probability — density — fen ion
by ee | ro for 0
eftsye —— -
- oO 7 Stentor
Hell
4 Moment _geneating function ef erpemenilal ¢ L diciuilen =
Myths EGY) = (wdu _
. e iE of Md.
at & 66 ™ du
"~~ OD da
= 6.7
Lo-t ee
24 esi J
\- +19
Mme = [1 2%)*
6
_ he Dat
PES LE ee ee Oh iP ar eres
®, aie
4iTTTTEPEeernne dedaq she
Wee bt 4 st og
eo BH
rt
i DATE: /
PAGE NO. :
t
- a Ay = Coa {icient_of Ls ta My 8)
en
Bn = a _ ——— _
nw
\ a _
fut te. ty An - oe
~ As 1. Mean - :
5s (iets + “20 O70
t
Piken) ams pe dw
= afte Ode
ope™[ 5 - [era eo et a Nez)
Plz a)
= PlasxX< nya)
Piura)
ya) = P(x-a S%|mza)
= p(esmealnzay
oe
AA
Rlasx < w+a) = t oer du
lo.
2 ag BORO et
: > = ot er
icreee| MePencesl|
~te-
Pxzoay= Se AT
4,
ey = [or ey
WHERE EP PPP Re eePeaadas Ne Bane
= —
= : i
Se Paz =<
Spe mo) : 4
Soo fe) eee = es
= a oe
aS Ls. RMS
pS Example _T}_2 and_¥_ ow independent wit, 0 _Comamon pdt
te =
oe yon fe iad ae
Otter 3442
= find at xy
<9 get - Ts x
dw =f eh fod dow
Me
al ett ge ra
e ue gute Ss | ee
~ | L =U) _
oat
1b :
pee Ce) _ . '
4. (te Y
Ui: Kak oo fhentically dlsmibuted)
ence _ ©
tt) 2 = '
Bey = 0 Po Qoxy lh ———— ee
So ny Choo ckuuietie dunction ef Har Ct
——_Laptact_ clstvibutlen _
——_____ —_—§iur
uniqueness. earner ef Cnonaetoustt ncttow.,
Pi stondaxcl Loplact_dhettbhutiow wt tr.
Theaseem ~_ xy =~ = Xp ane ind lent yeu. X- Bn
4 , en) Tae. fing.
8; i= 12---n them Z = min bXibR. H3 xX, )
e a
has _enpomentiol distribution wits fonometen S 86
Yogt- _@lz)= Pizez)
SOP ak eee) <3)
, Bin BA Min (Xe xd 5G
=P} O35) Vin tn 2 Ny
21-1 P(xi>
fr POie)
= i- TY [t= POs DY]
re
P{eegye [Pee ac
3
za
3
3
tiuguddde LELE LILI. : [=e] fe i
a 2 hi
= oO Sha
= 5 brat a
Lat —
i= Tr | Tee ed |
el
jee
ent wot 3
Hope” z 20
L, Le\2--N au identically distitutcal
ing ewbpmentiat dicta tid Bite parame»
den Z=* min (A, Aa2= Xn) i oles errbonentally
dastvibtd with pox amektre ne- Vv
Remark — 5 Vowionns | - |. 1 . Mean
+e 6 ©
tt Vomanee 7 Mean | 0 O<1
Vasant = Meond e|_O=)
“J \owanu _< Mean i o>) yd Xw I knswn_o5- ao Gomme soit fanart ey
nefevredh 49 04 GON) vaortote ~ YON
“Th functions i fs ob —
chen ,_ since
func c ot a Wee
i. flou_dat =
2
| Ba 6% yO’ 1 aro Avo, Oca <0 eo
Ho = h BY —— Wt) 9
L 8 1 Bthe wie ——
You X~ Glo, » -Tateing atl in #*) weg @ a
Hence wt moy ute Ke OQ = bo) pe
> = Ewes Pi Xx] c [food :
a BL eta 5 70 a
Bdtron ssh
Moment neko (M-G-E.) of gamnaadistrioublen —
ie eg
¢ mY Olven boy
Mygte) = E (8) =f foam
= = fe Se che
KX do
{* (e Xd due
Z caverta SAO don = :
© a
t t ey we
in”
ian x
XG)
__
Myte) = Ut)” Ltlet
dew eNttee a +t 4.)
$ t 2 9 H 5
: ky 2 _eselticient tin ke)
nl
eNxl ha Geol
wu
mH
ka = XOt-1y!
Mean = 2 —tenifslent of tn ky te) =
r oe Onn es =
eB ys WY
Me. ¥ h $$
| Bae My ahs oh 3+ 8
Aa - »
®. = (x) _
No (roma) = fo-2= are =3 = 6 _ /
x »
“$y pte ___45 fas
Remarks
D when Low that 1 i Pree
diem Boe 3 tis bnplies garama. distribution dusting to
deo
aE Umiting Jom Of Gamma distyibution -
4 XA RO) Trew
Em)= h_, vodedh z
——tuton_sandnd gpm sioustde—ig_Quin ef
ze Seu) ~ Xe
Nw De
Ma) = € é*| ee homes EY ais
Tateing 489 botu Aue aides : =
log MQ) = >is \] : =
9, je [FE]
= =tIXt Leg Mx UNIX)
yy
v
ly, M2 Ue) = -+tX = tog G-t/h i) AT Ree a=Ery
2g hw = ge eS
Re as ==f
{= leg, Grays ~h—at _ gaa}
2 3
a kw: -thysiuy += + 00K)
where oly
een a enrD cevtaintng ‘a anol Alaor power
308
f tim ke tthe
» z
gtneprerereepbpleeeey DATE: s/f
PAGE NO. :
Ay Mz (t) =
io (4 zit)
i Me) =
em. Mz !
which btw _mg9 standard normal variate Hence by
liqueness _-Haeotrv 4} —Standoid_garamna._vosdiade. tend to
Gandaxd nermal vosulatd as 9% +
mo voriak.
varied
. {a (ie2---
zs Awe
) ant ‘ndebemdent gam:
wit. poxametr = os
Dax; ~ li)
My = (tt ag Fk =O
M$ xg, Oe) = Mex, CE) My Ue) =~ Mx, Ut)
(2 xis au tndepundert ]
vag eg 0)
I 4.
2 UE) Ot - Uy
> Gat TAs ake
ae
>uen* —@
——Heno_,by_uniquentss “Aarertan tn get ah “dietributton
tsa
re
: os = 2s
- ___
oe _
SI =a eo tye t +) + =
7 ---4 6 tea
: Lape t
a —
~——Hena , Mean = ky = t
a a
: - =
a Noxtane = Ky = oe = Mean =
Be ci a a
~ hetedef aston ce > Mean =
re 4 ast =
S Vodane = Mean tae! a
Sonia
