NOTES
!! "#$
!! %!&'( ! ∈ %! ) ⊆ *(+,∈ )- (→
An experiment consists of throwing a green die and a red die. What are the possible outcomes (x,y) if x is the outcome of the green die and y is the outcome on the red die? Suppose that our interest lies in the sum of the spots on the two dice. What are the the possible values of this random variable?
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! .
'
'
&! &! !! !! / / + ''!0Ζ Ζ , !!!! !! !!/% /%! ! ! ! (a) P( S ) ≥ 0 ∀s ∈ S ;
(b)
P(s) = 1
all s ∈ S
!! ! ! &! & ! 0& P( A) = P( s) all s ∈ A
".
0 s
P (s ) =
1 λ , s = 0,1, 2, ..., λ > 0 1 + λ 1 + λ
1!
".
.!!2 * 2344546-4 s
2 , s = 2, 3, ... 3
P( s ) = k
.7+,1 !
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'
'
! & & ! !! ! ! ! 89&9)):&.;$)8; &. &. 0 0 ! ! 4/0 4/0 !8 ! 84.< 4.< 0/!! (a) P( xi ) ≥ 0, i = 1, 2, 3, ...; P ( x ) = 0∀x ∉ {x1, x2 , ...} ∞
(b)
P( x ) = 1 i
i =1
(c) p ( xi ) = P ( X = xi )
" # #
3 5 = >
3
+4, +4 +34 +34 , 5 +4 +4 , = +54 +54 , > +=4 +=4 , ? +>4 +>4 ,
3
+43 +4 3, 5 +343, +343 = +43, +43 > +543, +543 ? +=43, +=43 @ +>43, +>43
# 5 5
+4 +4 , = +34, +34 > +4, +4 ? +54, +54 @ +=4, +=4 A +>4, +>4
=
+45 +4 5, > +345, +345 ? +45, +45 @ +545, +545 A +=45, +=45 +>45, +>45
= >
+4= +4 =, ? +34=, +34= @ +4=, +4= A +54=, +54= +=4=, +=4= +>4=, +>4=
> ?
+4> +4 >, @ +34>, +34> A +4>, +4> +54>, +54> +=4>, +=4> 3 +>4>, +>4>
B0. 0 !0
" # #
3 5 = >
+4, +4 3 +34 +34 , +4 +4 , 5 +54 +54 , = +=4 +=4 , > +>4 +>4 ,
3 3
+43 +4 3, 3 +343, +343 +43, +43 5 +543, +543 = +=43, +=43 > +>43, +>43
# 5
+4 +4 , +34, +34 +4, +4 5 +54, +54 = +=4, +=4 > +>4, +>4
5
+45 +4 5, 5 +345, +345 5 +45, +45 5 +545, +545 = +=45, +=45 > +>45, +>45
= =
+4= +4 =, = +34=, +34= = +4=, +4= = +54=, +54= = +=4=, +=4= > +>4=, +>4=
B0.
> >
+4> +4 >, > +34>, +34> > +4>, +4> > +54>, +54> > +=4>, +=4> > +>4>, +>4>
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" # #
3 5 = >
+4, +4 +34 +34 , 3 +4 +4 , +54 +54 , 5 +=4 +=4 , = +>4 +>4 ,
3
+43 +4 3, +343, +343 +43, +43 3 +543, +543 +=43, +=43 5 +>43, +>43
# 5 3
+4 +4 , +34, +34 +4, +4 +54, +54 3 +=4, +=4 +>4, +>4
+45 +4 5, 3 +345, +345 +45, +45 +545, +545 +=45, +=45 3 +>45, +>45
= 5
+4= +4 =, +34=, +34= 3 +4=, +4= +54=, +54= +=4=, +=4= +>4=, +>4=
> =
+4> +4 >, 5 +34>, +34> +4>, +4> 3 +54>, +54> +=4>, +=4> +>4>, +>4>
B0. 0 0
"
&/0/0! 404 !.!04! 0C40!40C34 !4C)( !/0!/ /40!( !0DE !(
"
0 !/3 /3( /B0 !()0 0/ /?40!00 0D
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"
)4 0!!%A ( ! !0 B0! (
! .
'
'
$ !!0 40 40 !!!FG 4 4 )!!0 ' '4 4 ! ! (a) f ( x ) ≥ 0 ∀x ∈ S ;
( b) f ( x) dx = 1 S
)&4P( A) =
f ( x)dx A
'
$! &! !
f : → [0, ∞) 89&9)):"H;):.;$)8; (4 ℜ (a) f ( x ) ≥ 0 ∀x ∈ ; ∞
(b)
f (x) dx = 1
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$ . 0
f ( x) = 6 x (1 − x ), 0 < x < 1 =0
elsewhere
1! 1! . P( X ≤ m) = 1 2
$ . )! 0/! !!
y
3
2
1
x 1
2
3
4
5
6
%&
$ .
7/! ! f ( x) =
1
2 =0
−
1 4
x −3
1≤ x ≤ 5 elsewhere
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$ y
: ". f ( y ) = 3(1 − y ) 2 , 0 < y < 1
2
Find 1
P ( Y −
1 2
>
1 4
)
x 1
2
'(
$ .
. f ( x ) = =0
c
1 − x
2
, −1 < x < 1 elsewhere
1!
$" .
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$" . &0 &0 (! 0B0$". (7/!
$" .
.! (!/4 0/!! .'/
lim F (t ) = 1 t →∞
lim F (t ) = 0
t →−∞
./'
$" .
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$" .
#)&0 #)&0 !0 /!! . !(4 !!/0 4$".(
$" .
)4 0!!%A ( ! !0 B0$".(
$" .
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$" . #)
y
2
1
x 1
−1
2
3
4
. +,+(J3, +,+(23, +,+≤ (J,
x < 0 0 x 0 ≤ x < 1 4 1 F ( x) = 1≤ x < 2 2 x 1 12 + 2 2 ≤ x < 3 x ≥ 3 1
+,+(KL3, +,+(2=L3, +,+3J(≤ ?,
$" .
) ( F '( x ) =
d dx
F ( x) = f (x)
0. $ t d f ( x )dx = f (t ) dt −∞ 4$". /
$" .
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$" .
7( 40(0$".
0 t < 0 2 t 0 ≤ t < 1 F (t ) = 2 k (4t − t 2 ) 1 ≤ t < 2 1 t ≥ 2
!!7</ C3.7 +&,2+M ≤ (≤ L3,+9,2+(K,&& 9!D
O" 9 $ +,-. +,-. (:0 !! !(:&9 ! +%4,2+(2%4:2, P!(: +%4,0/!! +,, + + +%4 %4, , ≥ +, P( x, y ) = 1
x∈A, y∈B
O" .
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O" .
(:P! +%4,+%,! +%4, +%,! (
P( x) = P( X = x) = P ( X = x, Y ∈ B ) =
P ( X = x, Y = y ) = P ( x , y ) y∈B
y∈B
4+,4!:
P ( y ) = P(Y = y ) = P( X ∈ A, Y = y ) =
P ( X = x, Y = y ) = P ( x , y ) x∈A
x∈ A
O" . (:P! +%4,&!( 9!:
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/" )!
&!70 %!(: 4!4 /"/' 4P! ( : :E 0/. /( :( :!
(
3
3
3 3= =
3
= =
3=
3=
=
/" )!
)P!( :/ P ( x, y ) =
( x + y ) 30
for x = 0,1,2,3; y =0,1,2
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O$" . (:P! (: P! +%4, +%4, ! ! (: (: ∞ f ( x ) = f ( x , y )dy
f ( y ) =
−∞ ∞
−∞
f ( x , y )dx
01 4! 4!
/" )!
$/ P! f ( x ) =
∞
f ( x, y )dy and f ( y ) =
∞
f ( x, y )dx
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/" )!
&940/ 0400 )! 07!C x / 1 < x < 3 f ( x) = 4
0 elsewhere
!! 40! %0747C= D
O$" .
&!% 0%44 !!0/%7/4 0/44 %%. %4(:!0/
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O$" .
( : 79( :/0 !!(:P 1 / 0 < x < y < 1
f ( x, y ) = y
.+(Q:KM,
0
elsewhere
O$" .
!!(:P x + y f ( x, y ) =
0 < x < 1, 0 < y < 1