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authorJulian T <julian@jtle.dk>2021-06-04 13:00:07 +0200
committerJulian T <julian@jtle.dk>2021-06-04 13:00:07 +0200
commit802c3d64d2402c5bf060fb5488bd10688d2a6965 (patch)
tree5556ab35b73819531103f78579da7abffefa016d /sem6/prob/m2
parent703d1962bd5128e0067f49f3889d76e080ece860 (diff)
Add more changes to dig and prob
Diffstat (limited to 'sem6/prob/m2')
-rw-r--r--sem6/prob/m2/noter.tex48
-rw-r--r--sem6/prob/m2/opgaver.md30
2 files changed, 46 insertions, 32 deletions
diff --git a/sem6/prob/m2/noter.tex b/sem6/prob/m2/noter.tex
index 3eb2e4f..c35f52b 100644
--- a/sem6/prob/m2/noter.tex
+++ b/sem6/prob/m2/noter.tex
@@ -1,6 +1,5 @@
\title{Noter til probability m2}
-\section{Random Variables}
Her mapper man fra et sample space S til en variabel.
Her kalder man variablen et stort tal R eller sådan noget.
@@ -15,7 +14,7 @@ P(X = x) = 0
$$
-\subsection{Cumulative Distribution Function}
+\section{Cumulative Distribution Function}
Her måler man prob for at ens random er mindre end et bestemt tal.
@@ -33,7 +32,7 @@ Ved discrete random variables vil denne være en slags trappe.
Kan sige at den er \emph{continues from the right} eftersom man har $\leq$ i definition.
-\subsection{Probability Mass Function}
+\section{Probability Mass Function}
Works only for discrete random variables.
Is defines as the probability that $X = a$:
@@ -49,15 +48,17 @@ F(a) = \sum_{all x \leq a} p(a)
$$
-\subsection{Probability Density Function}
+\section{Probability Density Function}
Her finder man P i et evigt lille interval:
-Is the derivative of the CDF.
+In the following formula PDF is $f$.
+\begin{equation*}
+ \begin{split}
+ F(a) = P(X \in (-\infty,a]) = \int_{-\infty}^a f(x) dx \\
+ f(a) = \frac{d}{da} F(a)
+ \end{split}
+\end{equation*}
-$$
-F(a) = P(X \in (-\infty,a]) = \int_{-\infty}^a f(x) dx \\
-f(a) = \frac{d}{da} F(a)
-$$
The following must be true:
@@ -65,7 +66,7 @@ $$
\int_{-\infty}^{\infty} f(x) dx = 1
$$
-\subsection{Multiple Random Variables}
+\section{Multiple Random Variables}
Have multiple random variables, which can be or is not correlated.
Can define the joined CDF:
@@ -81,15 +82,28 @@ F_X(x) = P(X \leq x) = P(X \leq, Y < \infty) = F(x, \infty)
$$
One can not go from marginal to the joined, as they do not contain enough information.
-This is only possible if X and Y are \emph{independent}.
-$$
-F_{XY}(x,y) = F_X(x) \cdot F_Y(x) \\
-p(x,y) = p_X(x) \cdot p_Y(y) \\
-f(x,y) = f_X(x) \cdot f_Y(y)
-$$
+However if two random variables, and $A$ and $B$ are two sets of real numbers:
+\[
+ P(X \in A, Y \in B) = P(X \in A) P(Y \in B)\,.
+\]
+% This is only possible if X and Y are \emph{independent}.
+% \begin{align*}
+% F_{XY}(x,y) &= F_X(x) \cdot F_Y(x) \\
+% p(x,y) &= p_X(x) \cdot p_Y(y) \\
+% f(x,y) &= f_X(x) \cdot f_Y(y)
+% \end{align*}
+
+\section{Conditional PDF}
+
+If $X$ and $Y$ have a joint PDF, then the conditional PDF of X given that $Y=y$ is
+\[
+ F_{X|Y}(x|y) = \frac {f(x, y)} {f_Y(y)}
+\]
+
+There is also one for PMF not listed here.
-\subsection{Joined PMF}
+\section{Joined PMF}
$$
P_{XY}(x,y) = P(X = x, Y = y)
diff --git a/sem6/prob/m2/opgaver.md b/sem6/prob/m2/opgaver.md
index 0ce9c77..601aa86 100644
--- a/sem6/prob/m2/opgaver.md
+++ b/sem6/prob/m2/opgaver.md
@@ -5,16 +5,16 @@
Man kan sige at chances for at en kvinde kommer først er 50%.
$$
-P(1) = \frac 1 2
+P(1) = \frac 1 2 = 0.5
$$
-Herefter kræver det at en mand for først og en kvinde får næste.
+Herefter kræver det at en mand får først og en kvinde får næste.
-$$
-P(2) = \frac 5 10 \cdot \frac 5 9 \\
-P(3) = \frac 5 10 \cdot \frac 4 9 \frac 5 8 \\
-P(4) = \frac 5 10 \cdot \frac 4 9 \frac 3 8 \cdot \frac 5 8
-$$
+\begin{align*}
+ P(2) &= \frac 5 {10} \cdot \frac 5 9 = 0.2778\\
+ P(3) &= \frac 5 {10} \cdot \frac 4 9 \cdot \frac 5 8 = 0.1389 \\
+ P(4) &= \frac 5 {10} \cdot \frac 4 9 \cdot \frac 3 8 \cdot \frac 5 7 = 0.0595
+\end{align*}
osv.
@@ -52,22 +52,22 @@ $$
Først skal man finde $\lambda$.
-$$
- \int_{0}^{\infty} \lambda e^{- \frac x {100}} \mathrm{dx} = 1 \\
- \left[ - \lambda 100 \cdot e^{- \frac x {100}}\right]_{0}^{\infty} = 1 \\
- \lambda \cdot 100 = 1 \\
- \lambda = \frac 1 {100}
-$$
+\begin{align*}
+ \int_{0}^{\infty} \lambda e^{- \frac x {100}} \mathrm{dx} &= 1 \\
+ \left[ - \lambda 100 \cdot e^{- \frac x {100}}\right]_{0}^{\infty} &= 1 \\
+ \lambda \cdot 100 &= 1 \\
+ \lambda &= \frac 1 {100}
+\end{align*}
Nu kan man sætte 50 til 150 ind.
$$
- P(50 < x \leq 150) = \int_{50}^{150} f(x) \mathrm{dx} = - e^{- \frac {150} {100}} + e^{ - \frac {50} {100}} = 0.3834
+ P(50 < x \leq 150) = \int_{50}^{150} f(x) \mathrm{dx} = \left[ - 100 \cdot \frac 1 {100} \cdot e^{- \frac x {100}} \right]_{50}^{150} = -e^{- \frac{150} {100}} + e^{ - \frac {50} {100}} \approx 0.3834
$$
Derefter kan vi tage fra 0 til 100.
$$
- P(x < 100) = \int_{0}^{100} f(x) \mathrm{dx} = - e^{- \frac {100} {100}} = - \frac 1 e
+ P(x < 100) = \int_{0}^{100} f(x) \mathrm{dx} = - e^{- \frac {100} {100}} + 1 = 1 - \frac 1 e \approx 0.6321
$$