Now WISH Te FiVd PROBABLLITIEL OF RECIoAS i Cy) PLANE Fod ExXACHPLE, P( guiteyed = pl VxFy at) FOR NOViCE BeTUNE DART EQvRicy L/KELY Te Lawp AAYWHERE SE sae aa (61 Novi 0) Guaspon igure 12:2: Typical outcomes for novice and champion dart player. FoR Nevice we HAVE Pl Buinseve)* AREA oF Qutsé¥e TOTAL AREA = KCI) TOD How De wE Fivp pl Rusceyes FoR cuanpyoy! FoR Novice fl gvitseyes " wl hb) * F = AREA OF BULLSEYE K a eS UC AREA oF EVENT HEIGHT = Volumeny Pxx(e,4) Pree PIA) = THIS: Yo Lune y ‘Sey bullseye = A Figure 12.3; Geometric dart thrower ‘interpretation of bullseye probability calewation for novice > pl preseye) = PIA) = Sf Py le Panay SiN ce plans Jf = dnay fle gd: x4 yr eh prs = 4 Andy blew: anges tg)" 2x pee of Ae et R= HENCE /A GENERAL A> RECIW Ww ey PLAWE Awd PLA) pF A VorunEe 2 ee THE VoLuye unoer Pry - Fok Tre CHAMPION WE PAVE Plevssere)= plays SS Pay lve 4) de dy Aa _——_ 4 PHY IS TRE Pont ArfEXAMPLE < pay (gg) = # Oe daxS Ga 124-1) efxE) 8 £945 ° © THER WISE LIKE TopeGRAPHye ar MAP OF MovvT aw (oR Pyahtta) ConTOUR OF CeWStANT PoE “Oran aa oa Os Oe oT a oT ALL Alowe ConTourR gue 25: Coton pt of ss PO. PEYME YD® OF tore WHAT 1S J St Parle qotrdy ? Pl Sey) LOSS ¢ O-tenet) Ui-eg ald dxdy 2 f'rb- beat Jahn J 2bbsy-11) ay Pey SEPRATES sw ro glaiglg) GREATLY = SIPPLIFLES DovBite JNTECRALIe) SN SENEKAL | JT MARY BE PARD Te EVALVATE THE DovRLE sWTEGRRLK UNLESS a2 Pry IS SEPROARBLE 2 INTEERBTHA RECON IS RECTAN CULAR (eeview EVALVATI OY of /TERATED INTE ERALS) Sew ce (In F DIQENS/ VS fA NoWZERS VeLune REQURES A WewZER> Ake BASE, MANY RESiONS UN Ce 9g) BRVE. PlAJ =e 9) Poi 0) Line (cue Figure 12.8: Examples of zero probabiity events for jointly distributed continuous random varlablos X and Y. All regions in the ey plane ave zero ares.EXAMPLE > STANDARD B/VARIATE Gaussian Coram Ac) PPF FIRST sf MANY GAUSSIAN PDF re Foe PIVLTIPLE RIVE, . = 30K py (x ap xy ey>S ~ 00 ayer wa cyte Pay 7) > 2a P= WHERE -1 £ pet oaeoe Oon0s Fire 120, Tnedineoa! aud cna PDP contr plot anda ate Gaussian PDF. “ SeekCowTouRS oF CowfrAnr PF ALi THose yALves oF (¢4) FoR wHicHw Pavey) r © C4 Cons TAWwr > hap yg tg FoR THEseE (BY we wave 7 > - a7) PACE 9) > BIRR ~« Le f7° > CSRACLE pre PP Etypsé AlLwo, SINCE f iples, Ro 3pey tyr Erm >e x 1p PROOF . x apa tg t (F y 7 (3/ _ Ro a T= TRANSPOSE = @ = QUADRATIC SV AME TREC Fern ASIPE * R,ANMATRIX A 1S DE FrvED Te BE fOFITIVE DEF ITE jf (FE EVEL > 6 poe nee TALE S Hever _ FR SIBTIRAL IS Poss rive DEFINITE ITS ASSO ATED GrapRATIC Forn ( ucvaiy DENOTED BY QJ 15S Pex TIVE,To PRevE THRT A >> MATRIX LS P.2, WE MUST SHOU THAT a2>o bETCA) >? h . Ne wow FOR @ = K-apeyp-g™ re, (+, Musr ae 2 | Bur a-j>e per( (fl) = fe P& Synce ples STARE AL PDFS FoR A DFe\nTLy DSTRIBVTER RAnjoon VARIABLE , THE /ARGINAL PDF IS THAT IPF Witten JS TEERRTED Yseres flaeX eb) For PNny Y ovreone. [See section 2.¥ FoR psSCRETE Rv. 5) OW ey WE PERE PlAL, WHERE = $e YP! asxta ’ 2 » “a egen)plasxe tls Pla seek -wsyrn) ~ 7b * LI Poy Ce yp dodgy = /, Jo psy te dehy 6 fe = L /, Pivley dg dw Ve FOW HENCE TRE IR REIWAL PPF IS Siven BY o peed = Lu, Peps a” WE “MW TEGLATE ovr” 9 AwRtocovs Te THE CASE OF DISCRETE RVS WHERE WE Svq OVER fA RoW CR corttty oF FF, es Px bee) = * Psy Lee yy 4) Curve is pxr(—1,9) (0) Area undes csv ie px(-1) Figure 12.10: Obtaining the marginal PDF of X from the joint PDF of (X,Y). EXATIPLE < STAWDERD BIVAT;ATE GRUSSi AN pans >A parley ey#4 2 . J ae 7 20 Compe tT Ay, TRICK Te HARD INFECRATIONS Zs Fo PRoDULE A Raown INTECRAL, jt This CALE A GAussibd. G = grr para” = yt a rs Pp TPE LF SGU nae ; ww = 9 -pad™ + [1 fPK ; = 2 “4 ~ ber 9 fOr 1 pend >= fo, sete & Bae t e t 3 2 BEL Lane RTH, - er Ge ee . 1 Oot mre yr = = € Xe (00 LIREW SE Pr lg) -f2 Pay le gpae PRopuces Yrnlo wv MoTE THAT pry D> pu Ano py T< ty ® pry BuEXPn@Le + fee EXAMPLES 73,75 g=0 7 etl pyregere Byes sam som [BE wom |e one fi wearer |i Pxyle gl Towr Paks CeeARey pey 2 px Pr RYT CAN NeT INFER Pry FRort OLY PX AMP py way? Te stecrpy px, ip Sx> bes} wee ove PRobAG/LITY, LIKEWISE FOR vr D> PLesod pl yses suFFiciewr Bow Many NUMBERS LEQUIREP TO SPE e PEQFY PxY S J DEEN DEW cE RECALL THAT Two EvEwTS pEFivep on A SAROPLE acl S ARE Perenyep To BE INP EPENDENT~ ) F PC ANG)= Plajpias Since THEN fl A/B) = PLAZB) Pia)= PLAI PIB) ~ pla} ple) KwOwWLeDG® SF EVENT & ofeuRiwe pres NeT CHANEE PROBABILITY OF A. TWO Cowr, RVI ARE DEFINE TO BE INPEPENDENT IF FoR ALL EVEnT-o AB PLx eA YER) > P(XEA) PlYEB) eu ALenr TS PLYEB|XEA) = Plyeb] 17 CRN ge SHOWN THAT XY ARE pl DEP DENT LE AND owey JF Py FRETORS 8A oa Fok ALL PEGI pl py ly “ye ( SEE Pl 174 POR BI scRETE ZV. PRooF), EXAMPLE < EXPONENTIAL RV (ery PEE = Se wn Pe 72 a 0 THER WY SE 26 REWRITE AS pay (eg) > e TV oe) aly WHeee uf IS UNIT STEP fuNETyOW/uly)=s UNLESS BeTH > yy AN ulg)*) Bud 9 20 ule) uly) = © - 2% “9 Pay eg) > © Wd ©) PM PYlg2 XM EXP (ID Y~ EPC CANNeT CLAIM SA DEPOVO ENCE NoTe * If A VALID UNLESS EARLY FRETOR Por tt TEGRATES Te 1) -(K+W) 2€ ro gz 7 Examece © pay le 9) > Add yan STHER WISE oO FACTORRBLE BECAUSE oF RECON Nor WHICH pee y 15 AON TERS, over STANDARD BIVARIATE S RUSSIAN with f=? ZL e ~ SRE [a apngt gy 20 TP. L EXRMPLE Bey Cog?) ~ = SF < 8H 4 oH tg™ ‘ > ves PO - Srey ere PYAS BE Fore x Wo) ¥vVACpy gur For zo xy PRE JY DEPEWIENT. SEG FIG /29 RECALL Treat FREFORAB/ LIT Y OF PS RLLOWS ERSIEOR IWTECRATION w/t HAVE FACTORRGILITS IF WE CRN AS Sune X And Y ARE SA DEPENDENT. TRAN SFORAATSIA SL. RECALL THAT FoR A SWELE RY XX WE DETERMIVED PPF of YW gly. Si aRey Mow WA r TO DETERMIVE PDF of Zz ~ ~ gfe yl Fork EXAMPLE, IF Kw dle yrvde i) PAD [nN DEPENDENT, WHAT IS PDF OF DIST Ace Freom Ce y)> (oe) ca 2> Ver yee Two APPROACHES: () CDF. APPRDACH | Five F2(3) Awd p2G)> &F203!) dz . 24 EKTENS/oN OF Py lys= Px (9719 | “/ FORMULA . We DLLWTRATE cbf APPReheH F/RST7# Exanpeee - i ~ vle1) Yar~vlor) ——— Z AND UV, Ua SI DEPENDENT = 5 2 Lan you guess Resut Fea x= Ur Ua Gy 9.00035 050 0.75 1.00 00 | 000025 O80 87 1.00 025/025 050 075 1.00 125 W050} 080 07S Loo 125 150 075 |0.7 1.00 125 150 175 10 [1.00 1.25 150 1.75 2.00 ‘Table 2.1: Possible values for X = (+. for intuition building experiment. OURS as OFF 1 ta ts Ee “Yaue of X Figure 2.8: Histogram for X for intvition-bullding experiment, TRY Alro MATERR X= rand (ove td Cand (y 009 yD hist (ese) GovER kL APPROACH IS Falgi= plzeass = PL lay) 23) ~ SS Pay le gpandy MeV! ghey £33Here We HAVE X= U,V Frinye SS Pts (hy bx) diy Ae, {lyin : tras %} BUT Puy = Py py JAD EPEND ENCE =~ OfLUu;, 45 CKU, 2) = - 2 ° O THCRWISE Ua Pays 1 oo pueRE lox WANT PrREn FUR u“ WHY Wtus 2% OY Ny pus Vale Fen ox mes - 44% ARERR = TK o£ XL) > wee SEE BooK — FoR (£xa% PRE Ie Bla-%)~ Fok hrm APRER > f ~~ Fxle) > mee o EL cf e/ p- ke emer t Pzpx (e)> aA Fate = © neo pele ae * eee et Pe. aoe LER 42 , ° a we 1 a . Pu Py NOTES “yn <1 t 1 . uy , oy ie Lock FamsAr 2 New Eevs) DER poee GENERALLY ZO Xry XY ARE Wd FeG@)= plz243)= rl xsves) Now FAX 3 AWD DERRIYVE ALL VALUES oF (9) Foe wHich Hy £3. THIS IS THE jn TE ERATION REGION. y Incegsate Ht me 12.16: Teerated integral evaluation — shaded region 9 y < x ~ 2. Integrate in y direction for a fixed x and then tnuegrate over ~00-< 1 < oo,pe Fetg)o> JS Pxy eg) Ajay wos 7 “ , Le Jim Pa lod py ly) Ay Ae LE pee f 2 py ty) dy de Len Tp Gif (Ene J Fy 3-7”) aFzQ? . [~* - oa = an PA AO ay ee Py 2-«%) CA Rit ULE “ pels Le POO Py la-1) an CONVOLUTION (WV TEECRAL Pz Px py ADPING Twe sWDEPEWDENT LK D> WE CowYerve Thee PIF Sr We ConYetvE THe FPF How covrp we GEr POF oF UtVatls WHere Wx. JS two, of U3 AWD Vy, Vr ARE sp 2 Fok THE Con Vo_ut/on PROBES, How CAN Yeu Aveyd THIS 6PERATION 22 APPROACH % + sy TROdVCE AvuXILiaRy RY 6R LET wX Wr AUALIRRY Ry Za gey a” Fun® TowT POF oF (2) PVD INTECRATE OUT Ww” NEED FO DETER NE How To Ferve Prez % FoR we gan CHANCED WeTATIOW Zr Aly SLisHrry? w= (2ixny jr SPecsAe CASE) TO SppapesFy Disevssjou ASrome [2] > [fa )l5) So puernariea eS g GU MNONGULER OR 6" Buers RECALL THAT JF Yas | wHERE X~ Ul) 2) ME HAD pyly) > pala ty) | GH] = prlHes & N FRET OR NEEPED Te Accunwr Fa STRETHI AE oF PertAcs VIA 4 sam2 4 2p THINES ARE NRE COnPLyschTED -— ber STRE TMA) Cop phe Stir Rub/or ROTA TION exanme. (8) 2 lveny.J eG? Yz~vfoss ( LC - | AREA LiN EPR MR PPI CHANGES RECTAVGLES To PARALLEL OCR ITT (2) No dependency Figure 2.12: Relationships between random variables. CAn SHow THAT ARER 1S MULTOPL ED gy [DET (SA = ltr e S153 DS reaws- FoRn&> Por Musr be SCALED BY dX» on Aoerle = wET (EU. (iw 17 For yr 9 ty = [23 Ca) te Yératine I IT (EU) * 4) RESULT FR LywERh TRANSFORMATION | pur lies) = pay (EUS! verre]FD ExAt PLE WW Sw X XY ~ ST Reb pe> ue, 78 mY BAVARIA TO GAUSS HAN Gwe (x ' w= (2) ~ i ext) ev [Os } oS £ ©. rs - to - = fm Der CS) = Geb elt) = Lee) bppe (lm) Dap 2. Bn =, rep Lea) TEER Pwr CL3) = earVirp™ . i . Woe 3 a «bape Wome 2 AES * TP Os “£09 UF) noe far co = oH beT & Ec) Pe PEPE On PIT wrer SHow LATER af £ ~ THAT 6 1S A Tire TR = COVA RANE PATRL LS NoPE GEyEK ALLY fF wg fe Ww Ze hey WHRE Gh PRE WoNLyERR, THEN = 4 ey Pwr (3) pay 9 32 Kt gy) [ver VAX | SoLutin FoR (pw yy WHERE xs 97 fur BD } ASIMES A sip ble 7 4 GIVEN Cw 3)