Cursul 3 - Distributiile variabilelor aleatoare

45
Dgstrgoutgglb virgioglblar ilbitairb Eursul 5

Transcript of Cursul 3 - Distributiile variabilelor aleatoare

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Dgstrgoutgglb virgioglblar ilbitairb

Eursul 5

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Zbhtru a papulitgb dbnghgti, ngbeirbg virgiolb ilbitairb gg bstb 

isaegiti a dgstrgoutgb eirb dbnghbstb praoioglgtitbi db ipirgtgb i

ngbeirbg vilarg pasgoglb i iebstbg virgioglb &diei bxgsti uh hu`ir nghgt`isuriogl db virgioglb' siu taitb sbturglb pasgoglb db vilarg pasgoglb&diei virgioglblb suht dbnghgtb pb da`bhgul rbil'(

A virgioli bstb a eirietbrgstgei aosbrviti siu `isuriti( A virgiolidgh papulitgi studgiti paitb ng ilbitairb siu eahstihti(

Aosbrvitgb; virgiogli bstb `irg`bi eirb virgizi db li uh ghdgvgd liiltul(

Eb bstb a virgiogli ilbitairb1

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A dgstrgouȓgb i praoioglgtitglar bstb uh `adbl `itb`itge eirb bxprg`ilbmituri dghtrb vilairbi virgioglbg sg praoioglgtitbi bg db ipirgȓgb èhpapuliȓgb(

Dgstrgoutgi praoioglgtitglar 

Dgstrgoutgb dgserbti Dgstrgoutgb eahtghui

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Dgstrgoutgi praoioglgtitglar 

 x

 x p x p 9'& sg 9'&:

Dgstrgouȓgi dgserbtą bstb bstb nar`iti dgh oirb i eirar ghiltg`b bstbprapartgahili eu praoioglgtitbi( Zraoioglgtitbi virgioglbg ilbitairb V dbi lui vilairbi xg bstb;

gg x p x x Z 

Dgstrgouȓgi eahtghuą bstb a euroą hbtbdą, eu irgi db suo euroi bmiląeu praoioglgtitbi, istnbl èheït praoioglgtitbi ei x si sb inlb èh ghtbrvilul&i, o' bstb;

dx x n  o xi Z o

i

Ub i`ghtbstb ei;

&9'

&?'

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@bdgi  i uhbg dgstrgouȓgg db praoioglgtitg bstb a `ąsurą itbhdghȓbg ebhtrilb i dgstrgouȓgbg( @bdgi sb dbnghbstb istnbl; 

9g

dgserbtix,

eahtghuix,

gg x p x

dx x xn  

 

Zbhtru a virgiogli ilbitairb dgserbti eu H vilarg sg p&xg' 0 9!H,beuitgi &5' sb rbdueb li;

&5'

 H 

 x H 

g

g 9 

Dgstrgoutgi praoioglgtitglar 

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Dgspbrsgi ?

 bxprg`i g`prąȗtgbrbi, rąspïhdgrbi siuvirgioglgtitbi uhbg dgstrgouȓgg3 bstb db dbnghgti istnbl; 

9g

?

?

?

dgserbtix,

eahtghuix,

gg x p x

dx x n   x

 

 

 

Zbhtru a virgiogli ilbitairb dgserbtą eu eu H vilarg sg p&xg' 0 9!H,beuitgi &4' sb rbdueb li;

&4'

 H 

 x H 

g

9g

?

?

 

 

Gh prietgei sb utglgzbizi ioitbrbi stihdird;

 H 

 x H 

g

9g

?

?

 

  

Dgstrgoutgi praoioglgtitglar 

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Dgstrgoutgg dgserbtb - dgstrgoutgglb nrbevbhtblar rblitgvb pbhtru bxpbrg`bhtb`isurioglb(

_ispuhsurg di - hu(

• Dgstrgoutgi Obrhaullg• Dgstrgoutgi ogha`gili

• Dgstrgoutgi ogha`gil - hbmitgvi

• Dgstrgoutgi Zagssah

• Dgstrgoutgi fgpbrmba`btrgei

• Dgstrgoutgi ̀ ultgha`gili

Uu`i rispuhsurglar ObrhaullgHu`irul db ghebreirgpbhtru il clbi bvbhg`bht

Zuhetb ghtr-uh spitgu dit

Hu`irul db kudbeitg ghightbiprg`ulug sueebs

_bzultitb `ultgplb pasgolb pbhtru ngbeirbghebreirb(

Dgstrgoutgg dgserbtb g`partihtb

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Dgstrgoutgi ogha`gili

Rh praebs eahstą dghtr -a sbevbhȓą db h ghebreirg ghdbpbhdbhtb sggdbhtgeb(

Ghebreirb ghdbpbhdbhti - rbzultitul ngbeąrug ghebreirg hu dbpghdb dbrbzultitblb ghebreirglar ihtbrgairb(

_bzultitul ngbeąrbg ghebreirg bstb ngb uh sueebs, ngb uh bȗbe(

Diei praoioglgtitbi sueebsulug, p bstb eahstihtą pbhtru argeb praebs,ituheg hu`ąrul db sueebsb x dgh h ghebreirg irb dgstrgouȓgiogha`gilą eu piri`btrgg h sg p, dbnghgtg istnbl(

 xh x

 p p xh x

h

 x Z 

'9&')&)

)

'&Zraoioglgtitbi;

@bdgi;hp 

 Ioitbrbi stihdird;'9& ph   

&2'

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Dgstrgouȓgi ogha`gilą 

Dgstrgouȓgi ogha`gilą sb utglgzbizi nrbevbht èh ghmghbrgi dbeilgtitb(

Bstb `adblul db praoioglgtitb earbspuhzątar pbhtru prblbvirbidb praob db li a papuliȓgb ghnghgti uhdb; 

 p bstb nrieȓguhbi db pradusb dbnbetb siu hbeahnar`b dghpapuliȓgb(

x bstb hu`ąrul db irtgealb hbeahnar`b dghtr -uh bȗihtgahilbitargu db h blb`bhtb(

Db bxb`plu, dieą p 0 :,9: ȗg h 0 92, ituheg praoioglgtitbi db iaoȓghb uh pradus hbeahnar` x sb eileulbizą eu nuhetgiogha`dgst dgh Bxebl( 

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Nar`i nuhetgglar db praoioglgtitb ogha`gili

Aosbrvitgb; Eu eit erbstb h sg p sb iprapgb db :,2, dgstrgoutgi sbiprapgb db nar`i sg`btrgei i dgstrgoutgbg har`ilb(

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Bxpbrg`bht; Ub iruhei 2 `ahbdb(Bvbhg`bhtul db ghtbrbs; eitb `ahbdb eid pb pirtbi eip(

Zbhtru a `ahbdi, praoilgtitbi ei si ipiri eipul &uh sueebs' bstbp 0 :(2( Hu`irul db eipbtb eirb ipir li iruheirbi i 2 `ahbdb

bstb a virgioli ogha`gili ilbitairb eu h 0 2 sg p 0 :(2(

hr( db eipbtb  Aosbrvit  Tbarbtge

: 9 9(2>9 99 =(69? 99 92(>55 97 92(>54 > =(692 ? 9(2>

Bxpbrg`bhtul sb rbpbti db 2: db arg(

: 9 ? 5 4 2

?:969>949?

9:6>4?

:

Bxb`plb db dgstrgoutgb ogha`gili

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_bzultit Nrbevbhti Nrbevbhti rblitgvi? ? :(:4

5 4 :(:64 4 :(:62 5 :(:>> 4 :(:6= = :(946 7 :(967 5 :(:>

9: 2 :(9:99 = :(949? ? :(:4tatil 2: 9(::

Daui zirurg sb iruhei sg sb ghsu`bizi ghdgeitgglb lar &virgioliilbitairb x'( Bxpbrg`bhtul sb rbpbti db 2: db arg(

Z&x 6' 0

Z&x >' 0

Z&4 x 9:' 0

55!2: 0:(>>

5=!2: 0 :(=4

54!2: 0 :(>6

Bxpbrg`bhtul eu daui zirurg

Zraoioglgtitgglb virgioglbg

ilbitairb x;

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A dgstrgouȓgb dgserbtą utglą èh eahtralul stitgstge il eilgtąȓgg bstb dgstrgouȓgiZagssah( A virgiogli ilbitairb irb dgstrgoutgb Zagssah eu piri`btrul ,diei nuhetgi db praoioglgtitb bstb;

b0?(=96… 

Dgstrgoutgi Zagssah

   b x

 x p x

)'&

Rh nbha`bh ilbitargu eirb ipirb &hu`irulug db dbnbetb' pb uhgtitbi dbsupriniȓą, db valu`, db tg`p, bte, bstb ipraxg`it eu dgstrgouȓgi Zagssah(

Bx(; Hu`ąrul db dbnbetb eb ipir èhtr -uh dgspazgtgv sb`geahduetar sbdgstrgougb Zagssah eu 0 4( Zraoioglgtitbi ei uh dgspazgtgv sb`geahduetar sblbetit ilbitargu si eahȓghi dauą siu `ig puȓghb dbnbetb bstb; 

0  

? 0  

Zraoioglgtitbi;

@bdgi;Dgspbrsgi;

pbhtru 8 :

Ub eileulbizi eu nuhetgi ZAGUUAH dgh Bxebl

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Dgstrgoutgi Zagssah

Dgstrgoutgi praoioglgtitgg Zagssah pbhtru dgnbrgtb vilarg ilb piri`btrulug (

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Dgstrgoutgi fgpbrmba`btrgei

Ghtr-a papuliȓgb nghgtą nar`iti dgh H blb`bhtb, eitbvi dgh iebstbblb`bhtb sb èheidrbizą èhtr -a elisą db ghtbrbs, D&D≤H'(

Rh bȗihtgah ilbitargu db h blb`bhtb eu x blb`bhtb sb èheidrbizą èh elisi db ghtbrbs( x ipirtghb uhbg dgstrgouȓgg db praoioglgtitbfgpbrmba`btrgeb diei;

D'`gh&h,(((,:,9,?,((((x

 

  

 

 

  

 

 

  

 

h

 H 

 xh

 D H 

 x

 D

 x p

@bdgi;

Zraoioglgtitb;

Dgspbrsgi;

 H 

hD 

 

 

 

 

 

 

 

 

9

9?

 H 

h H 

 H 

 D

 H 

hD 

))

)

oio

i

o

i

 

  

 

Ug`oal pbhtru ea`oghitgg

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Dgstrgoutgi fgpbrmba`btrgei

Dgstrgoutgi fgpbrmba`btrgeą bstb `adblul db praoioglgtitbearbspuhzątar sblbetirgg uhug bȗihtgah ilbitargu db h aogbetb,nąrą èhlaeugrb, dghtr -a `ulȓg`b db H blb`bhtb dgh eirb D suhthbeahnar`b siu eu dbnbetb(

 Èh iebstb iplgeiȓgg, x rbprbzghtą hu`ąrul db irtgealb hbeahnar`bdgh bȗihtgah(

Db bx(; sb prbsupuhb eą a `ulȓg`b eahȓghb 9:: db irtgealb,dghtrb eirb 2 hu suht eahnar`b eu ebrghtblb( Diei 9: irtgealb

suht sblbetitb li èhtï`plirb, nąrą èhlaeugrb, eirb bstbpraoioglgtitbi db i mąsg uhul siu `ig puȓghb blb`bhtbhbeahnar`b èh bȗihtgah1 

Ub utglgzbizi nuhetgi FWZMBA@DGUT dgh Bxebl 

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Dgstrgoutgi Ziseil ȗg dgstrgouȓgg èhrudgtb 

Dgstrgouȓgglb Ziseil, li nbl ei dgstrgouȓgi ogha`gilą, sboizbizi pb ghebreirbi lug Obrhaullg(

Ub g-iu èh eahsgdbrirb a sueebsguhb db ghebreirgghdbpbhdbhtb, ngbeirb eu praoioglgtitbi db sueebs p ȗg sbhatbizą eu x ghebreirbi gh eirb sueebsul ipirb il r lbi( x

bstb a virgioglą ilbitairb eu dgstrgouȓgb Ziseil dbpraoioglgtąȓg dbnghgti istnbl; 

r x9

9

9

 

 

 

 

r  xr   p p

 x x p

 p

r  

?

? 9

 p

 pr   

Zraoioglgtitb;

@bdgb;

Dgspbrsgb;

&2'

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Dgstrgoutgi Ziseil ȗg dgstrgouȓgg èhrudgtb 

Dauą eizurg spbegilb ilb dgstrgouȓgbg Ziseil sb iplgei gh EUE 

Diei r 8 : Dgstrgouȓgi sb hu`bȗtb dgstrgouȓgi ogha`gilą hbmitgvą( Beuiȓgi &2'

bstb dgstrgouȓgb ogha`gilą hbmitgvą pbhtru r ghtrbm(Dgstrgouȓgi ogha`gilą hbmitgvą bstb utgli pbhtru tgpurg dgnbrgtb db ditb

/hu`ąrioglb/, eu` ir ng ipirgȓgi hbeahnar`gtąȓglar pb uhgtitb dbpradus(

 Èh dgstrgouȓgi ogha`gilą, sb stioglbstb `ąrg`bi bȗihtgahulug ȗg sbaosbrvi hu`ąrul db sueebsb(

Gh dgstrgouȓgi ogha`gilą hbmitgvą, sb stioglbstb hu`ąrul db sueebsb

ȗg sb dbtbr`ghi dg`bhsguhbi bȗihtgahulug( Iebst eahebpt driplgei èh dgnbrgtb tgpurg db praolb`b db bȗihtgahirb( Dieą r 0 9 

dgstrgouȓgi bstb mba`btrgeą, idgei dgstrgouȓgi hu`ąrulug db ghebreirgObrhaullg pïhą li prg`ul sueebs( 

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• Dgstrgoutgi har`ili

• Dgstrgoutgi Lam Har`il

• Dgstrgoutgi Mi``i

• Dgstrgoutgi ?

• Dgstrgoutgi N• Dgstrgoutgi t

• Dgstrgoutgi ]bgoull• Dgstrgoutgi ̂ ilarglar bxtrb`b 

&TGp G sg tgp GG'

Ub utglgzbizi pbhtru tbstblbstitgstgeb( 

A `irb pirtb i stitgstgeggghnbrbhȓgilb sb nuhdi`bhtbizipb iebisti dgstrgoutgb

^irgiolblb dgh `bdgul i`ogbhtil

Duriti pïhą li bȗbe,

Dgstrgouȓgg ilb duritbg db vgiȓą 

Dgstrgoutgg eahtghub

^irgioglb ilbitairb eahtghub sb dbnghbse pbhtru hu`brb eu

vilarg eahtghub gh da`bhgul rbil( Zraoioglgtąȓglb sb eileulbizi

pbhtru taitb sbturglb db hu`brb pasgoglb( 

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Dgstrgoutgi har`ili

Dgstrgouȓgb har`ilą bstb ebi `ig g`partihti dgstrgouȓgb, itït èhtbargb eit ȗg gh iplgeitgglb stitgstgegg(Dieą x bstb a virgioglą ilbitairb har`ilą, ituheg dgstrgouȓgi db

praoioglgtitb i lug x bstb;

  

  

x- ?

9?

2,:  

  

 x

b x n  

@bdgi dgstrgoutgbg

har`ilb bstb &- <  < #' sg dgspbrsgi bstb? 8 :(

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>6" dgh irgi tatilibstb ghtrb - sg #(

>6(:'&      V  Z 

Dgstrgoutgb sg`btrgei dbnghgti pb ghtbrvilul &-, # ' i eirbg nar`i bstbdbnghgti db dag piri`btrg, `bdgi, , eirb bstb ebhtrul dgstrgoutgbg, sgioitbrbi stihdird, , eirb dbtbr`ghi g`pristgbrbi dgstrgoutgbg(

 Irgi0(>6

Dgstrgoutgi har`ili

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• Nuhetgi db dbhsgtitb bstb gh nar`i db elapat, sg`btrgei(• >6" dgh irgi db suo euroą bstb èhtrb   (

• 72" dgh irgi db suo euroą bstb èhtrb   ?(

• 77(=" dgh irgi db suo euroą bstb èhtrb   5(

(>6

(72

??

Zraprgbtitglb dgstrgouȓgbg har`ilb 

_bmuli b`pgrgei

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Dgstrgoutgi har`ili

Dgstrgouȓgi eu`ulitgvą har`ilą bstb dbnghgtą ei praoioglgtitbi virgioglbgilbitairb har`ilą x ≤ i;

 ?

9?

2,:

 

  

 

i x

dxbi N i x Z   

 

  

Ghtbmrili hu paitb ng bviluiti èh nar`ą èhefgsą( Ub utglgzbizisefg`oirbi db virgioglą; 

 

 x

 [ 

Bviluirbi sb nieb ghdbpbhdbht db  ȗg ?

;

  

  

 

 

 

 

  ii z  Z i x Z 

&' bstb nuheȓgi db rbpirtgȓgb eu`ulitgvą i dgstrgouȓgbg har`ilb stihdird

eu 0 : sg ? 0 9(

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Taitb virgioglblbilbitairb har`ilb pat ngearblitb eu virgioglbilbitairb har`ilbstihdird(

A virgiogląilbitairb har`iląstihdird irb`bdgi : ȗg dbvgiȓgi

stihdird 9(

Dgstrgoutgi har`ili stihdird

5 5??

: #9 #? #5-9-?-5

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Db eb bstb g`partihti dgstrgoutgi stihdirdgziti1 Zbhtru eą praoioglgtitbi argeirug bvbhg`bht il uhbg

virgioglb ilbitairb har`ilb eu ioitbrbi stihdird ȗg

`bdgi ditb paitb ng eileuliti dgh tioblblb dgstrgouȓgbghar`ilb stihdird( 

Dgstrgoutgi har`ili stihdird

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_^Dgst-?>

Tiobl dgstrgoutgbg har`ilb

stihdirdgziti

[:(: 9(:

Tioblul 9 dą zahblb ląsitb db z(

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Tbarb`i lg`gtą ebhtrilą 

Dgstrgouȓgb har`ilą sb prbsupuhb ei bstb `adblul db praoioglgtitbidbevit pbhtru a virgioglą ilbitairb( Iebisti gpatbzi trbougbvbrgngeiti(

Tbarb`i lg`gti ebhtrili;

Dieą x9, x?,( ( ( , xh suht virgioglb ilbitairb ghdbpbhdbhtb eu `bdgi ȗg dgspbrsgi ? ȗg dieą y 0 x9 # x? #( ( ( # xh, ituheg dgstrgouȓgi; 

h

g

g

h

g

g y

9

?

9

 

 

sb iprapgb dgstrgouȓgi H&:, 9' diei h sb iprapgb db ghnghgt( 

_bzulti eą su`i i h virgioglb ilbitairb dgstrgougtb ghdbpbhdbht bstb

ipraxg`itgv har`ilą, ghdgnbrbht db dgstrgouȓgglb virgioglblar ghdgvgduilb(

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Dgstrgouȓgi lam-har`ilą 

Diei virgioglblb sb earblbizi prghtr-a rbliȓgb bxpahbhȓgilą, x 0 bxp&w' sg bxpahbhtul w bstb a virgioglą ilbitairb, ituheg sg x bstb avirgioglą ilbitairb(

Diei w sb dgstrgouȓgb har`il, dgstrgouȓgi lug x sb hu`bstb dgstrgouȓgb lam-har`ilą( Hu`blb rbzultą dgh trihsnar`irbi lh &x' 0 w(

Nuheȓgi db dgstrgouȓgb eu`ulitgvą pbhtru x bstb; 

 

 

 

  ii z  Z iw Z iw Z i x Z i N 

lhlhlhbxp

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Ngb w a dgstrgouȓgb har`ilą eu `bdgi  ȗg dgspbrsgi ?, ituheg

x 0 bxp &w' bstb a virgioglą ilbitairb eu dgstrgoutgi lam-har`ilą( 

Nuhetgi dgstrgoutgbg lam-har`ilą bstb; 

x: 

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9?

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bxp

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9????      bb

@bdgi;

Dgspbrsgi;

Dgstrgouȓgi lam-har`ilą 

7/30/2019 Cursul 3 - Distributiile variabilelor aleatoare

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Tb`i db eisi

 Iltb tgpurg db dgstrgoutgg eahtghub

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^irgiogli [

Ub stihdirdgzbizi vilarglb prgh bxprg`irbi iebstari èh nuhetgb dbioitbrbi stihdird

Ub `ąsairą dgstihȓi db li `bdgb &èh eizul èh eirb `bdgi bstbikustitą li :' li virgiogli; 

 s

 x x [  g

g

Zrbzbhtirbi ditblar gh nar`i stihdird pbr`gtb ei ditblb si sbea`pirb eu ditblb iltar dgstrgoutgg@bdgi bstb bmili eu zbra

 Ioitbrbi stihdird bstb bmili eu uhu^ilarglb nuhetgbg db dgstrgoutgb stihdirdgzitb sb gi dgh tioblb(

7/30/2019 Cursul 3 - Distributiile variabilelor aleatoare

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Zraolb`i; Ghiltg`bi a`ulug dgh Hbihdbrtfil Zapuliȓgi sefblbtblar Hbihdbrtfil  Ghiltg`bi `isuriti pirb są ur`bzb a dgstrgouȓgb har`ilą… 

x 0 9>5(= e`

s 0 2(=7 e`

Ghtrboirbi 9; Eb prapartgb i papulitgbg irb ghiltg`bi 89>2 e`1 

[ 0 1[ 0 &9>2 -9>5(='!2(=7 0 :(?5

Nalasghd Tioblul E-?nde&:(?5' 0 :(4:7:2

_ispuhs 4:(7"

^irgiogli [

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(466:5 (464:2 (46::> (4=>:6

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nde dn&x' 0 :(76 Ub nalasbstb Tioblul E-93 eiuti :,76 rbzulti [ 0 ?(:2

Ub eileulbizi x dgh nar`uli lug [;

x 0 ?(:2 ½ 2(=7 # 9>5(= 0 9=2(> e` 

 x [  x gg  

Ghtrboirbi ?; Eirb bstb ghiltg`bi gh eirb sb gheidrbizi 76" dgh papuliȓgb1 

_ispuhs; F 0 9=2,> e`(

^irgiogli [

7/30/2019 Cursul 3 - Distributiile variabilelor aleatoare

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Dgstrgouȓgi `bdgbg bȗihtgahulug 

hu sb ȗtgb nar`i dgstrgouȓgbg papuliȓgbg3 sb prbsupuhb ei bstb a dgstrgoutgb har`ili

Ub utglgzbizi praprgbtąȓglb dgstrgouȓgbg har`ilb  Ub vgzuilgzbizi dgstrgoutgi `bdgglar uhug hu`ąr `irb db

bȗihtgaihb… 

7/30/2019 Cursul 3 - Distributiile variabilelor aleatoare

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db aogebg dgspuhb` db uhul dghtrb iebstb bȗihtgaihb (((  hu putb` ȗtg uhdb sb pazgtgahbizi `bdgi bsihtgahulug èh ripart eu

`bdgi papuliȓgbg, dir putb` bstg`i uh ghtbrvil gh eirb ir putbi ng (((  iebst lueru dbpghdb db

`irg`bi bsihtgahulug a bstg`irb i dgspbrsgbg papuliȓgbg 

Eu eit bȗihtgahul bstb `ig `ge ȗg papuliȓgi `ig dgspbrsiti, eu ititpraoioglgitbi ei ̀ bdgi bȗihtgahul si ngb `ig dbpirtb db `bdgi

papuliȓgbg bstb `ig `irb(  Iebsti ingr`itgb sb rbnlbetą èh beuiȓgi utglgzitą pbhtru eileulul dgspbrsgbg`bdgbg bȗihtgaihblar; 

h s x

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Dgstrgouȓgi `bdgbg bȗihtgahulug 

7/30/2019 Cursul 3 - Distributiile variabilelor aleatoare

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Dgstrgoutgi `bdgglar  earbspuhzitairb sbturglar ilbitairb db bsihtgaihb luitb dghtr-a papulitgb tghdb sprb dgstrgoutgi har`ili(

Eahnar`gtitbi eu a dgstrgouȓgi har`ilą erbȗtb eu

dg`bhsguhbi bȗihtgaihblar( 

@bdgglb sb dgstrgougb èh kurul vilargg `bdgg i papuliȓgbg 

  x V 

Tbarb`i lg`gtbg ebhtrilb

7/30/2019 Cursul 3 - Distributiile variabilelor aleatoare

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 Ioitbrbi stihdird i `bdgglar bsihtgaihblar bstb brairbi stihdird i `bdgbg bstg`itb;

hhh sb     9

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Zb oizi uhug bȗihtgah, sb eileulbizi, eu a ihu`gti praoioglgtitb, uhghtbrvil eirb eahȓghb `bdgi papuliȓgbg utglgzihd brairbi stihdird;

h [  x

  

uhdb [ 0 9(7> pbhtru praoioglgtitbi :(72

Dgstrgouȓgi `bdgbg bȗihtgahulug 

7/30/2019 Cursul 3 - Distributiile variabilelor aleatoare

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Bxb`plu 

virnurg db simbiti h 0 2:

luhmg`bi `bdgb x 0 ??(> ``

s 0 4(? ``

Brairbi stihdird 0 11

??(> ¹ 9(7>½4,?½&2:'-:,2

??(> ¹ 9(9> `` Eu praoioglgtitbi db 72" `bdgi papuliȓgbg sb inli èh ghtbrvilul

?9(4 - ?5(6

274(:2:

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 s

 

h s [  x  

Dgstrgouȓgi `bdgbg bȗihtgahulug 

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Ghtbrvil db gherbdbrb

Ghtbrvilblb db gherbdbrb suht bxprg`itb gh tbr`bhgg praoioglgtitggoizitb pb primul db sb`hgngeitgb (

Rh ghtbrvil db gherbdbrb &9- ', bxprg`i niptul ei praoioglgtitbi eipiri`btrul papulitgbg si sb misbisei gh ghtbrvilul db gherbdbrbbstb 9- , gir praoioglgtitbi ei piri`btrul papulitgbg si sbmisbisei gh iniri ghtbrvilulug db gherbdbrb bstb (

Ebl `ig dbs nalasgtb suht lg`gtblb db gherbdbrb &primul dbsb`hgngeitgb' db 72", eirb ghdgei niptul ei praoioglgtitbi ei

vilairbi `bdgbg hbeuhaseuti dgh papulitgb si sb inlb ghtrbiebstb lg`gtb bstb db 72", gir gh iniri lar bstb db 2"(

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Ghtbrvil db gherbdbrb - prim db sb`hgngeitgb  

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Lg`gtblb db gherbdbrb ilb `bdgbg papulitgbg &²' dbnghbse ghtbrvilul dbgherbdbrb pbhtru `bdgi papulitgbg pb oizi `bdgbg bsihtgahulug sgbstg`irbi dgspbrsgbg papulitgbg(

Zbhtru bsihtgaihblb eu h 8 5: lg`gtblb db gherbdbrb sb oizbizi pbripartul ergtge earbspuhzitar praoioglgtitgg isaegitb(

Zbhtru bsihtgaihb eu h < 5: lg`gtblb db gherbdbrb sb oizbizi pbvilarglb lug t dgh tioblb, earbspuhzitairb hu`irulug db mridb dblgobrtitb sg praoioglgtitgg isaegitb(

Lg`gtblb db gherbdbrb ilb vilargg `bdgg

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Dgstrgoutgi t

Dgstrgoutgi `bdgglar bsihtgaihblar `geg &rbdusb hu`brge' hu bstb

tatdbiuhi har`il dgstrgougti, efgir diei papulitgi dgh eirb dbrgvibstb har`il dgstrgougti(

Zrgh bsihtgah `ge sb èhtblbmb iebl bsihtgah eu h < 5:(

Diei papulitgi bstb dgstrgougti har`il, dgstrgoutgi bsihtgaihblar ur`bizi dgstrgoutgi t, dgstrgoutgb eirb rbnlbeti a `ig `irb virgitgbditariti sihsbg gh ea`piritgb eu dgstrgoutgi har`ili(

Bstb eahtghui, sg`btrgei, uhg`adili, virgizi db li ―  li # , bstb `ult

`ig lirmi gh ea`piritgb eu dgstrgoutgi har`ili(

Diei bsihtgaihblb erbse, dgstrgoutgi t sb iprapgb db dgstrgoutgi har`ili,gir pbhtru uh hu`ir ghnghgt db mridb db lgobrtitb eblb ? dgstrgoutgg suhtgdbhtgeb sg vilarglb ergtgeb ilb lug t suht bmilb eu ripartul ergtge ildgstrgoutgbg har`ilb

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Dgstrgoutgi t bstb sg`btrgei, li nbl ei a dgstrgoutgb har`ili, dir dbvghbtat `ig pliti aditi eu `gesarirbi da`bhsguhgg bsihtgahulug

Dgstrgoutgi t

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Dgstrgouȓgi `bdgbg bȗihtgahulug pbhtru bsihtgaihb `geg

Zbhtru i eileuli ghtbrvilul db èherbdbrb earbspuhzitar `bdgbg uhar bsihtgaihb eu hu`ir `ge db `isuritarg &har`il siu ipraipbhar`il dgstrgougtb' sb utglgzbizi a nar`uli `adgngeiti;

t sb aotghb dgh tioblul praoioglgtitglar pbhtru dgstrgoutgi t siunalasghd pramrihul BVEBL(

h

t  x 

 

 Èh tioblul dgstrgoutgbg t, vilarglb suht mrupitb èh nuhetgb db primul dbsb`hgngeitgb db mridblb db lgobrtitb  ― dn 0 h -9(