Professional Documents
Culture Documents
Formulari de M'etodes Matem' Atics I: Manel Bosch Gener 2011
Formulari de M'etodes Matem' Atics I: Manel Bosch Gener 2011
Manel Bosch
Gener 2011
I.PROBABILITAT
EXEMPLES DE FUNCIONS DE DISTRIBUCIO
DISTRIBUCIO DENSITAT FUNCIO VALOR VARIANC
A
DISTRIBUCIO DE PROBABILITAT CARACTERISTICA `
MITJA VARIANC
A
1
axb eibu eiau (b a) (b a)2
Uniforme f (x; a, b) = ba
0 x
/ [a, b] (b a)iu 2 12
n x nx
Binomial f (x; n, p) = p q (q + peiu )n np npq
x
x
Poisson f (x; ) = e exp[(eiu 1)]
x!
(x )2 2 u2
1
Gaussiana f (x; , ) = exp exp iu 2
2 2 2 2
Z i satisf`a:
xpX (x)dx
1.
hXi = dn
n
X hX i = n MX (t) n {1, 2, . . .}
xn P {X = xn } dt
t=0
n
2. Si Y = aX + b
Moment central:
MY (t) = ebt MX (at)
Z
h[X hXi]n i = (x )n dFX (x)
1
CARACTER
3. FUNCIO ISTICA Taylor:
i verifica: 4. Residus
Z N
|(u)| 1 u R
X
1. (0) = 1; f (z)dz = 2i Res (f (z), zi )
2. Per a Y = aX + b tenim: i=1
3. Pol dordre p:
1 dn 1 dp1
n Res (f (z), z0 ) = a1 = lim [(z z0 )p f (z)]
hX i = n n (u) n {1, 2, . . .} zz0 (p 1)! dz p1
i du u=0
2. Integrals:
Z Zb
f (z)dz = f (z(t))z 0 (t)dt
a
Desigualtat de Darboux:
Z Z Z
f (z)dz |f (z)||dz| f (z)dz L max |f (z)|
z{}
n!
|f n (z)| max |f (w)|
rn wr
F
ormula de Cauchy i F
ormula de Cauchy per a les derivades:
Z Z
1 f (w) n! f (w)
f (z) = dw f n) (z) = dw
2i wz 2i (w z)n+1
3. S`
eries
an
R = lim
n an+1
1 X
S`erie geom`etrica: = wk
1 w n=0