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Wzory 1 Rachunek Prawdopodobieństwa EKAD
Wzory 1 Rachunek Prawdopodobieństwa EKAD
𝑛 𝑛! (𝑛+𝑘−1)!
𝑉̅𝑛𝑘 = 𝑛𝑘 𝐶𝑛𝑘 = ( ) = 𝑘!(𝑛−𝑘)! 𝐶𝑛̅ 𝑘 =
𝑘 (𝑛−1)!𝑘!
𝐸(𝑋) = ∑ 𝑥𝑖 𝑝𝑖
𝑖
𝐷 2 (𝑋) 2
= ∑[𝑥𝑖 − 𝐸(𝑋)] 𝑝𝑖 = 𝐸(𝑋 2)
− [𝐸(𝑋)]2 = ∑ 𝑥𝑖2 𝑝𝑖 − [𝐸(𝑋)]2
𝑖 𝑖
𝐷(𝑋)
𝐷(𝑋) = √𝐷2 (𝑋) 𝑉(𝑋) = 𝐸(𝑋)
∞ 𝑥
∫−∞ 𝑓(𝑥)𝑑𝑥 = 1 𝐹(𝑥) = 𝑃(𝑋 < 𝑥) = ∫−∞ 𝑓(𝑡)𝑑𝑡
∞
𝐸(𝑋) = ∫ 𝑥 ∙ 𝑓(𝑥)𝑑𝑥
−∞
∞ ∞
𝑃(𝑎 ≤ 𝑋 < 𝑏) = 𝑃(𝑎 < 𝑋 ≤ 𝑏) = 𝑃(𝑎 < 𝑋 < 𝑏) = 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝐹(𝑏) − 𝐹(𝑎) = ∫ 𝑓(𝑥)𝑑𝑥
𝑎
𝑃(𝑋 = 𝑥1 ) = 𝑝, 𝑃(𝑋 = 𝑥2 ) = 𝑞 = 1 − 𝑝
𝐸(𝑋) = 𝑝𝑥1 + 𝑞𝑥2 𝐷2 (𝑋) = 𝑝𝑞(𝑥1 − 𝑥2 )2
1
Rachunek Prawdopodobieństwa, Ekonometria i Analityka Danych I rok,
semestr letni 21/22 WZORY 1
1 𝑝
𝑃(𝑋 = 𝑘) = 𝑝𝑞 𝑘−1 𝐸(𝑋) = 𝑝 𝐷2 (𝑋) = 𝑞2
(𝐾)(𝑁−𝐾) 𝑁−𝑛 𝐾
𝑘 𝑛−𝑘
𝑃(𝑋 = 𝑘) = 𝐸(𝑋) = 𝑛𝑝 𝐷2 (𝑋) = 𝑛𝑝𝑞 𝑁−1 𝑝=𝑁 𝑞 =1−𝑝
(𝑁
𝑛)
𝜆𝑘
𝑃(𝑋 = 𝑘) = 𝑒 −𝜆 𝑘! 𝐸(𝑋) = 𝜆 𝐷2 (𝑋) = 𝜆
1 0 𝑑𝑙𝑎 𝑥 < 𝑎
𝑑𝑙𝑎 𝑥 ∈ [𝑎, 𝑏] 𝑥−𝑎
𝑓(𝑥) = { 𝑏−𝑎 𝐹(𝑥) = 𝑑𝑙𝑎 𝑎 ≤ 𝑥 ≤ 𝑏
𝑏−𝑎
0 𝑑𝑙𝑎 𝑥 ∈ 𝑅\[𝑎, 𝑏]
{ 1 𝑑𝑙𝑎 𝑥 > 𝑏
𝑎+𝑏 (𝑏−𝑎)2
𝐸(𝑋) = 𝐷2 (𝑋) =
2 12
(𝑥−𝜇)2 (𝑡−𝜇)2 𝑥2
1 − 1 𝑥 − 𝑋−𝜇 1
𝑓(𝑥) = 𝜎√2𝜋 𝑒 2𝜎2 𝐹(𝑥) = 𝜎√2𝜋 ∫−∞ 𝑒 2𝜎2 𝑑𝑡 𝑈= 𝑓(𝑥) = 𝑒− 2
𝜎 √2𝜋
𝑌𝑛 −𝑛𝑚
𝑌𝑛 = 𝑋1 + 𝑋2 + ⋯ + 𝑋𝑛 𝑁(𝑛𝑚; 𝜎√𝑛) 𝑃( < 𝑎) ≅ Φ(𝑎);
𝜎 √𝑛
𝑌𝑛 −𝑛𝑚 𝑌𝑛 −𝑛𝑚
𝑃 (𝑎 ≤ < 𝑏) ≅ Φ(𝑏) − Φ(𝑎); 𝑃( ≥ 𝑏) ≅ 1 − Φ(𝑏)
𝜎 √𝑛 𝜎 √𝑛
𝑋−𝑛𝑝
𝑁(𝑛𝑝; √𝑛𝑝𝑞) 𝑃( < 𝑎) ≅ Φ(𝑎);
√𝑛𝑝𝑞
𝑋−𝑛𝑝 𝑋−𝑛𝑝
𝑃 (𝑎 ≤ < 𝑏) ≅ Φ(𝑏) − Φ(𝑎) 𝑃( ≥ 𝑏) ≅ 1 − Φ(𝑏)
√𝑛𝑝𝑞 √𝑛𝑝𝑞
𝑛 𝜆𝑘
𝑃(𝑋𝑛 = 𝑘) = ( ) 𝑝𝑘 𝑞 𝑛−𝑘 ≅ 𝑒 −𝜆 𝑑𝑙𝑎 𝑘 = 0, 1, 2, … , 𝑛
𝑘 𝑘!
𝑛 1 𝑘−𝑛𝑝
( ) 𝑝𝑘 𝑞 𝑛−𝑘 ≅ 𝑛𝑝𝑞 𝑓 ( 𝑛𝑝𝑞 ) lim𝑛→∞ 𝑃(|𝑌𝑛 − 𝑚| < 𝜀) = 1
𝑘 √ √
𝑋𝑛 𝑋
𝑌𝑛 = ≈𝑝 lim𝑛→∞ 𝑃 (| 𝑛𝑛 − 𝑝| < 𝜀) = 1
𝑛
𝑋 𝑛 𝜀 √𝑛
𝑃 (| 𝑛𝑛 − 𝑝| < 𝜀) = 2Φ (𝜀 √𝑝𝑞) − 1 𝑃(|𝑋̅𝑛 − 𝑚| < 𝜀) = 2Φ ( 𝜎 ) − 1
∑𝑖 𝑃(𝑋 = 𝑥𝑖 ) ∙ 𝑒𝑖𝑡𝑥𝑖
1
𝜑𝑋 (𝑡) = 𝐸(𝑒𝑖𝑡𝑋) = { 𝑚𝑟 = 𝐸 (𝑋 𝑟 ) = 𝑖 𝑟 𝜑(𝑋𝑟) (0)
∞
∫−∞ 𝑒𝑖𝑡𝑥 𝑓(𝑥) 𝑑𝑥
2
𝑀02 = 𝐷2 (𝑌) = 𝑚02 − 𝑚01 𝑀11 = 𝐸[(𝑋 − 𝐸𝑋)(𝑌 − 𝐸𝑌)] = 𝑚11 − 𝑚10 𝑚01