Академический Документы
Профессиональный Документы
Культура Документы
3
Mathematical Expectation
Consider a university with 15,000 students and let x be the number of courses for which a
randomly selected student is registered. The probability distribution of x is as follows:
4
Mathematical Expectation
5
Mathematical Expectation
6
Mathematical Expectation for Discrete Random Variables
Example 1:
Suppose that a random variable X has the following PMF:
7
Mathematical Expectation for Discrete Random Variables
Example 2:
8
Mathematical Expectation for Discrete Random Variables
Solution:
9
10
Mathematical Expectation for Continuous Random Variables
Example 3:
11
Mathematical Expectation for Continuous Random Variables
Solution:
12
Mathematical Expectation for Continuous Random Variables
Example 4:
Find E(X).
13
Mathematical Expectation: Exercise 1
Six men and five women apply for an executive position in a small company.
Two of the applicants are selected for interview. Let X denote the number of
women in the interview pool.
14
Mathematical Expectation: Solution
(a) PMF of X:
15
Mathematical Expectation (continued)
Let us consider a new random variable g(X), which depends on X; that is, each
value of g(X) is determined by the value of X.
16
Mathematical Expectation (continued)
Example:
17
Mathematical Expectation (continued)
Example:
18
Mathematical Expectation in Case of Joint PD
19
Mathematical Expectation in Case of Joint PD
Example 1:
Let X and Y be the random variables with joint probability distribution as shown
below. Find the expected value of g(X,Y) = XY.
20
Mathematical Expectation in Case of Joint PD
Solution:
21
Mathematical Expectation in Case of Joint PD
Example 2:
22
Mathematical Expectation in Case of Joint PD
Solution:
23
Properties of Mathematical Expectation
24
Median of Discrete Random Variables
25
Median of Discrete Random Variables
26
Median of Discrete Random Variables
27
Median of Continuous Random Variables
28
Median of Continuous Random Variables
29
Median of Continuous Random Variables
30
Median of Continuous Random Variables
31
Median of Continuous Random Variables
32
Median of Continuous Random Variables
33
Median of Continuous Random Variables
Example 1
34
Median of Continuous Random Variables
35
Median of Continuous Random Variables
36
Median of Continuous Random Variables
37
Median of Continuous Random Variables
38
Median of Continuous Random Variables
Example 2
39
Median of Continuous Random Variables
Solution
40
Median of Continuous Random Variables
Solution
41
Median of Continuous Random Variables
Solution
42
Quartiles of Continuous Random Variables
43
Median and Quartiles of Continuous Random Variables
Exercise
44
Median and Quartiles of Continuous Random Variables
Solution
45
Variance of Random Variables
46
Variance of Random Variables
Example:
Let the random variable X represent the number of automobiles that are used for official
business purposes on any given workday. The probability distribution for company A is
Show that the variance of the probability distribution for company B is greater than that for
company A.
47
Variance of Random Variables
Solution:
48
Variance of Random Variables
Solution:
49
Variance of Random Variables: Alternative Method
50
Variance of Random Variables: Alternative Method
51
Variance of Random Variables: Alternative Method
52
Variance of Random Variables: Alternative Method
53
Variance of Random Variables: Alternative Method
54
Variance of Random Variables Related to Other Random Variables
For the random variable g(X), which is related to the random variable X, the variance
is calculated as follows:
55
Variance of Random Variables Related to Other Random Variables
56
Variance of Random Variables Related to Other Random Variables
57
Variance of Random Variables Related to Other Random Variables
58
Variance of Random Variables Related to Other Random Variables
59
Moments of Random Variables
60
Moments of Random Variables
The “moments” of a random variable (or of its distribution) are expected values of
powers or related functions of the random variable.
61
Moments of Random Variables
If we take a = 0, 𝜇r’ will be the moment around the origin, and it will be given by
62
Moments of Random Variables
According to this definition, the 1st moment about the origin is given by
which is the same as mean.
Also, the 2nd moment about the origin is given by
63
Central Moments
There are some moments that are of special interest. These are defined by considering
point a as the expected value of X and these moments are called the central moments.
(Central moments are the moments around the mean.)
Or simply, 𝜇r = E [ X – E ( X ) ] r
64
Central Moments
65
Central Moments
When r = 2, (i.e., the second central moment is the variance of a random variable)
66
Central Moments: Skewness
When r = 3, we have
The third central moment is the measure of asymmetry and is called skewness.
67
Central Moments: Kurtosis
When r = 4, we have
The fourth central moment is the measure of kurtosis, i.e., whether the values are concentrated
around the mean or are scattered. This measure defines the peakedness of the curve.
68
Skewness and Peakedness
69
Example
70
Solution
Graph of f(x)
71
Solution (continued)
Mean:
Median:
72
Solution (continued)
Variance:
Standard Deviation:
73
Moment Generating Functions
Although the moments of a random variable can be determined directly
using the previous definition, an alternative procedure exists.
This procedure requires us to utilize a moment-generating function.
74
Generate Moments using Moment Generating Functions
To obtain moments from a MGF, we need to differentiate the MGF and evaluate it at t = 0.
75
Support material for Page 75 of 2 Descriptive statistics_RK.pdf
76
Functions of Random Variables
77
Functions of Random Variables
From Set2_Probability_distribution_Continued.pdf
78
79