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Вовед во статистика за инженери В7
Вовед во статистика за инженери В7
Вовед во статистика за инженери В7
7
X g(x) (
). Y=g(X) fY(y) FY(y)
X.
,
Y = {y y = g(x), X = x} ,
Pr{Y = y } =
Pr{ X = x }
g ( x )= y
.7.1 : 4 () 4-.
PDF-, .. .
CDF-, ..
:
.5.5, .. X={1,2,3,4,5,6}.
pdf, .. .
PDF
Pr{X=x}
()
, Y={0,1} 1, 0.
: Y=g(X)
0 x {1,2,3,5,6}
g( X = x ) =
x =4
1
:
Pr{Y=1}=Pr{X=4} == 0.167
Pr{Y=0}=Pr{X=1}+Pr{X=2}+Pr{X=3}+Pr{X=5}+Pr{X=6} = 5 = 0.833
98
y
0
1
Pr{Y=y}
0.167
0.833
64: PDF
0.167 y = 0
f (y ) =
0.833 y = 1
65: PDF
66: PDF
CDF e:
Yy
y<0
0y<1
1y
Pr{Yy}
0
0.167
1.000
67: CDF
F (y) = 0.167
1
y<0
0 y <1
1 y
68: CDF
69: CDF
.7.2: : .
PDF- CDF- .
6? PDF- CDF- : = e
6, = e >6.
: (
).
( ) 2- 3 . ?
, .. ,
.24 2- 3-:
24
, ,...
.
99
2-, 3-
3-, 2-
.
89:
(1,1)=2
(2,1)=3
(3,1)=4
(4,1)=5
(5,1)=6
(6,1)=7
(1,2)=3
(2,2)=4
(3,2)=5
(4,2)=6
(5,2)=7
(6,2)=8
(1,3)=4
(2,3)=5
(3,3)=6
(4,3)=7
(5,3)=8
(6,3)=9
(1,4)=5
(2,4)=6
(3,4)=7
(4,4)=8
(5,4)=9
(6,4)=10
(1,5)=6
(2,5)=7
(3,5)=8
(4,5)=9
(5,5)=10
(6,5)=11
(1,6)=7
(2,6)=8
(3,6)=9
(4,6)=10
(5,6)=11
(6,6)=12
66=36 .
1/36.
, (5) 6.
, ={ 6-} Pr(A) =
5
0.139
36
={ }, ..
={2,3,4,5,6,7,8,9,10,11,12} 90 :
90: PDF
10
11
12
Pr(X=x)
1
36
2
36
3
36
4
36
5
36
6
36
5
36
4
36
3
36
2
36
1
36
0.028 0.056 0.083 0.111 0.139 0.167 0.139 0.111 0.083 0.056 0.028 =1.001
91: CDF
<2 <3 <4 <5 <6 <7 <8 <9 <10 <11 <12 12
Pr(X<x) 0 0.028 0.084 0.167 0.278 0.417 0.584 0.723 0.834 0.917 0.973 1
6 91,
.. Pr(x6)=Pr(x<7)=0.417
, Y={0,1}
1, 0. : Y=g(X)
0 x {7,8,9,10,11,12}
g( X = x ) =
x {1,2,3,4,5, 6}
1
Pr{Y=1}=Pr{x6}= 0.417=p
Pr{Y=0}=1-p=1- 0.417=0.583
92: PDF /
93: CDF /
y
0
1
Pr(Y=y) 0.583 0.417
y
<0
<1
Pr(Y<y) 0 0.583
=1
1
1
100