UNIVERSIDAD TÉCNICA FEDERICO SANTA MARÍA HU MBERTO VILL ALOBOS TORRE S

DEPARTAMENTO DE MATEMÁTICA MOD ELOS COMU NE S DE PR OBA BILIDAD

CASA CENTRAL P R I M E R S E M E S T R E 20 2 1

MAT – 033 MÉTODOS CUANTITATIVOS PARA LOS NEGOCIOS

X  b(p) X  b(n, p) Nt = X  c( t = )
Rec X: {0, 1} Rec X: {0, 1, … , n} Rec X: {0, 1, … }
n e−λλ x
f X ( x) = p x (1− p)1−x f X ( x ) =   p x (1 − p ) n − x f X ( x) =
 x  x!
„[X] = p „[X] = np „[X] =
•[X] = (1 – p)p •[X] = np(1 – p) •[X] = 

X  G(p) X  bN(k, p) X  H(N, M, n)

Rec X: max{0, n + M – N }, … ,
Rec X: {1, 2, …} Rec X: {k, k + 1, … }
min{n, M}
 x − 1 k M  N − M 
f X ( x) = p(1− p ) x−1 f X ( x ) =   p (1 − p ) x − k 
 k − 1  x  n − x 
f X ( x) =
 N 
FX ( x ) = 1 − (1 − p ) x
FX ( x ) = 1 − FW ( k − 1) W  b(x, p)  
 n 
1 „[X] = k
„[X] = „[X] = n M
p p N
•[X] = k (1 −2 p )   
•[X] = 1 − 2 p •[X] = n M 1 − M   N − n 
p p N  N 
  N −1 

X  exp(1/) X  G(, 1/) FUNCIÓN GAMA

Rec X: ‘+ Rec X: ‘+ ∞

1 
 x  x α −1
 x  Γ(n) = ∫ x n−1exp {−x} dx
f X ( x ) = exp  −   f X (x) = e x p  − 
β 

 β 

 Γ (α )β α
 β  0


 x    (n) = (n – 1) (n – 1)
F X ( x ) = 1 − exp 
−   FX (t ) = 1 − FNt (α − 1) ; Nt  c  t 

 β
 
  β  (n – 1) = (n – 2) (n – 2)
1
„[X] =  „[X] = αβ Γ   = π
 2 
•[X] =  2 •[X] = αβ 2 n  ˆ  (n) = (n – 1)!

X  N(,2) X  Np( µ , Σ )


X  W(, )
Rec X: ‘+ Rec X: ‘ Y/X = x  N(Y/X = x,2Y/X = x)
1  1  x − µ  2 
exp  − 
σ xy
f X ( x ) = αλ α x α−1exp {−(λ x )α } f X ( x) =   µY / X = x = µ y + ( x − µx )
2π σ  2  σ   σ x2
 
x−µ σ xy
FX ( x ) = 1− exp {−(λ x )α } Z= σ 2Y / X =x = σ 2y (1− ρ 2 ) ; ρ =
σ σ xσ y
p
„[X] = 1 Γ 1 + 1  „[X] =  S = ∑ ai X i ∼ N (µ s , σ s2 )
λ  α  i =1

1   1  
2 p p p −1
•[X] = 2   
 Γ 1 +  − Γ
  1 +    •[X] = σ 2 µs = ∑ ai µi ; σ s2 = ∑ ai2σi2 + 2∑ ai a j σij
λ 2   α    α   i =1 i =1 i =1

Junio de 2020 (HVT)