@ P Meeks =Q 30 3 Mtke =/9 > D Mz 12, specs md @ OD rko aio | QkCay aI | ble sie | les 2 jG) > PL bx < 194 cing 7 og Lkample = ered At X has moan PAE 8 and vows | sa nown 3 but | veiieal unk prh divtributon. | Find rf \v-3| sey j Chaby sheds ines wolcty 5 ate BY Plistlete\ © ye. oO Grusn, U=8, o=3 | {xsl = 64 < re 8 \ | Conpriy © £8, | kos b | > ECaaE | > (e=2 f oo. rf Ix—s] 36] oe >[PUir-al 2c} <> Scanned with CamScannerroaples- i Exonpel Une cheby shevs inegqualily find how mony pms a we goin must be Fessed in order Mak Ho peobabillky the te AdLE ot the Mf 9 Kendo to the nef 3% sob sll Aw betueee 0 45 and oS wiNbogs q heads obtained whan soe pe Jot > doncta Wo Nef, qhen spelows a fait coin oe tossed 9% hyo |pinomial dishatetion » Al beans. =o =, etn on wT ak Pollowd binom’ 7m si oon and NO® ayn. moans RP, =e X so5% (we r{ ous aii rh ge] eee) =e fom @ 42, vee ee = ONS jp t-te tO ae os } ke -i* =o4s te e088 7, + = 20 eae k= VB os = Ge yous 2 ae es .os)= > (nes) 7 = Ze 7 s o- 0035 = aver n= = Je OW AS Scanned with CamScanner2a: A function BP dofined on an inex val Ca 4) © Sach £0 cu said bo be Conver Pancog PY fe Woy © Cad, and ford o< vey, | PC ur -wy9) SVP +0-N Fey) Th the abou {nogualiky ao Skwit, fron Pus SVL conver Them toy) 4 ¢ a i ! ’ Of os wer ah and gif POO = Fey) i - aeucyes, WPM skidly conven Y and only Y ged < dey) yacteyesd DH Oe bv differentiable gn (ad, Her, Fie waver “Uf and only Y{ Fon so -Vaex wo ai fleventiable on C4,5), Bey WwW fw Shy woven IP Poorse Yacxe The ws[Sen sens Taan woliiky) Ee ee Tf ie convex on an pen inereal T and % do w VN uhese Suppock de Conbained én ED and has pik erpecetion, thon eC ew) <= eLgey, Tyg be Sexy Conve x, then te Inequality Ay gkack unless X Ww a conyhant av. | pret pms te Wequatily, —artuma ster a Bevwond do vyetiog Buk ire general, only convarity de You tinned, Exports QO inte a “Taylors Seven ccbouk ELY) oF ordsy 2, Dope Scanned with CamScannerPowe Fons dem +H) ec) | whos Lie etuson re ent | ue hee, GOO 2 och * on _ Token orped aon xe Pace + el gens > age] 2 efrry acwse 4 ee Cad) prowsdel x we not tee Om em aoe am. ar (rao maby paca) pels (Harmonie and 3 . sot of posse pum wean} be si ay Dp Called Me ar . the per Creomot mean Cs ; , 1 collage He Beemer . Ri 4 a a bers hm we uc Ber a Scanned with CamScanneree Mudbivoviale Disks Qubions - Ql) 1 DistiGubtoris ef fun sandem variables —=——_— — — | jBete_ (Random Verb) riven a veadtom expen ant a sample Space TZ, consider tesv random vy IX and X2 whch 285) 5n each elemant T Ore amd only era Ovdevecl fairy Sf Numbers XV CO = 2, Kacer=rtaThen use ag Mak (1,45) (a a yandem vecbv. Ty Space 4 Cx 4) Ww Lat Cf ovdived cunt b-f (1, 90) 2272 ¥, C0, 8 = we Fin dono Me Kardon ] i [passe ere on OED cc ante Fromdince A the seus madahs (re, 6) | veuov Gxtieae lea te a Subsel GB, | The pry 2 the euank A, danced bp Py y [Theo caf Q Aw Fue ven (sx = a x ex} ab Sm WP A exngs < at} =p\y laos A vandom vey (X.,¥ de a dbase [| veder Uh db spe co Hak ov countable | Tha Brim pty mom function a U., x5) an dane fey | Paw ln = PL x,» HX =o] oy Oy eb SoM So, | | porper en’ WM 9F hy lm sy ip) 6 eal) =f | ote For om aunt Be A, eae ‘ote wo eB= TO PR, (en). e 8 Ne Scanned with CamScannerHolt The Sernh Proby, Dish Bhar 9 xy) The Sek of Eviples {om cre pag, Cen OS hao a called Hoe jeind prety etaboshaion of CX) xD amet dt cant yopersented in ta form of table 02 gin lows x Yo Ye, US ee Sen P, be) — —_—_—_— Pie 7 py fe fim he (733 Fee 1) ie my. | Poa aes 3 pei ta “ply datshabon of te YOK YAY aay en 7 usa bs shan the regina rh, feeten GN lean gee . (“es me) Bon POE et aemes vend to pox + eLx=~, rv] = Py + Pie be tim - erry = EP. ; i vg TH mong nal chin habukon e we po fe 97 ecye 4id =) Pay - cn os = plu, 4) Scanned with CamScanner —Pafition:= A random vector C%, wD with Spaw py - vot Comtinucus tyoe of ib ctf Fy 4 | coakinuous whee 9g oy B wn (Gm = I [ Tye Cs, a) i oe, 8 aay a Xa, ( xd) a for al Gtnd @ pe i ; eink Pveb 1 jms ey 4 % danily famehon of x4) Padi of pdt ag Cue) ; Be) | WY f. ye OG > Zo Moe Ry am euent fe & alc %xud ea] = [fi gsotud by ci fl Lis we juke Velums UAder He Sarpece 2s Pee (Hed over Me Sek 4 _ | Exanle:- het ee ey eae 2e1, 2. Dhrewhire be He buf gp two wy X and a Ffpe. Fead PC oe 3 i Mest < % | { - Scanned with CamScanner: 3 a fe (3) Xe bk i % 1 ‘sy [em due “ys . sy 2 af oe | os (J - fa gS ea Ls | \ te a \ x 2 . 27, ce aot] = 2al a 5 eM - ae eH ary Exe Te s/f. oa A : ef Sein Dighiibudion fernetion! - Prope rfies ofr ; Flo, s1 a FC -@, y) 20 5 FC xd HF “ | aw PC eX Shy 42 <7 She : = F'Cbr, bs) + F Canad - Cay, bi) -FCea Examples The geirh pa fof CX yD qa Peay = FBP My TENE. ‘ ‘ otteruure, Find @ the marginal derrily Po oh X ant 7 ay tha conditianal damaity fe oh Y given X=%- gctubion The madginat clenstly Panction of Lie qiuanby fo = Foo = f feng) dy a = fast ty 7 yu q ae = 4a La otf, 1Snee (i = Scanned with CamScannerST Sienila ly Sop - f geo de, x -b 4 = ( Exy dg = £y [4] \ i $s($-3] + Aald-dies The tondihend densi) fo GY gren Xen d F0Y\ a = Ftay ’ Far 5 9 29 .” 4 xh Frampl —S gD Os FX and Ye Rave jeinh pl f f Ren Cd “fee Sf CSxre! 2 °, wehrehow , Find the roman spribady fe of K,_ cin Me morsnd — pd f q vo win POX ED NM eC KH a . Sho He magi PTY \ fled = flare du = fans | ° ade i Sy 5 ate) -0 x a, o 4 p., = P(k2% ye1) = + | aye wl use Yee) 5 Be | Ye ua obbaln flue marginal distr buhoss = e0Xe yet > C2, 18] fo Thun Clesidy He nety only according te ehor diasibty PY 2 an Yo wa clemi ty fhe ras. os ncerdu wo oN ativianbilchy doy g Scanned with CamScannerOf divisisi lly by 2 ws Brow What He marginal dishinution wo pruery A i, = GH 27 «J | Poy = Py 4 Pa - 2 theDes —_ teuy-kh | eo > Pin +¥o2 a at m2 | the morgind dishowor 9 dinsibilly by 5 0 = 3 a mo Pe oe fa eM FS, hay = a 2h Po. = Pap hee = Het rte Ney, divishl bye a por Cum | % can *t asker yO _ can bekeon hor nu (WEY Dy, and Y | ve | volun ye Cech. ee =f Then ver PEM, yey = Pe: Lakes |e Zo Pie anoagiaad de ee gow)? Pe z riyed) she ~ Pir Scanned with CamScannerhor w cof? na for. aug TC omd ke, My we babi lily ou, Ys en yeu \ ae > as ») eC 4s me \xe*) = 5 Lye Th 24 ptramen as called fro pole fe gt mew Xd of dinevela Fypo under Fhe chad f a epee @ oe celles Me PET 1 fia condi hm X= ee YG discrete ype undue 2 tho OL@Q ue Hen Tho Ot prea? an res be add up t ound : 2s f Uae w\ Ym) S Fin = Re zorlyet\xx) = 2 fe ei, . re. F; Sb Rbut on function Te find tw conditions! __diskedution fandien ¢ Fy Y tndes the_aindition 5% (Te fet ie fou? bo the don y funchon fa ee - | > con in uo Fype . 7 | ye CX gaseied LX, Koh] nel ida | consi aoe wih je uy ag eh eat! ' ¥ <. ; 5 go sapypse thes ° ye X <2, | 8 Scanned with CamScannerFoe auory value FY and auey ined Cy yg Ue dobre the tonditional frrcbabilily ‘ | r(%ey\ Sax @ poe 2Y¥ 44d = x = PL xX=m)- ply ete 2 Pe PO. fpr te er O42) 4 ‘of tus, CK) de 0 diseeh N, aga Ah dey D4 pats Crrigd do Hea necessasy and suff Coritine fox the vndspondance, @ te FN X ay. ee aa — PES (xy) Oe of Contnunus Fyne, ovbuots daraity foackon $ Ky) we Conbinucs ieap where , ths validly of for = Sreo. Fay) for arbi fois C9) dn a necessary ond “aie oek condition FOr Tha independ nee ol fs rv vant Nets 4 hor S,and 8, be two axbibrary Borat Sef5 on the Hants amd 4 arn rep + Tile wv LAY aro independant , p (xeS, , Yes) = PC xe), PCL ESA) ake ene ae got, ee wer Yoluc of oe Fe fCv\O = Fae, amd fer auoy vale Gy, i FC*Ly = Aes, \, fue, Sf fe ory XY ws indopenctecd 5 Pha Coal [aihadoehon fancKon GY, Biuin X°% doco wet dsiant o 7 Scanned with CamScannerExample — Considan tus conta cation tesne of 9 coin ane vv X kolen on Ye values OS of | According ty appear a & FHulk | tre ow | head oa tab afpear ane Leute of the Setond toss - Shew thot Au vv XBY i dank + tox) yale on one of wh vabeend C109, C10, COM ed | oo tad ot. of cach Me quent> volusr oO and | wh The prbabibi? x omk YY Faben on PRE He Both pe 3 -e (ee? poy sos : al, Y 1 2 PCX re Lep( xed: Plyre) rs | on “oy cure POD ab xe ‘ ro we % txize) ely=e plese 98 din dan dee (aspen reed WM TN taottsen fe e called vo xa) The rool unnrbe ss (1, %ar 7” ae fs pn atid * a an abba: ed notefas ate ucheas. en eae Ree” Rony Fre 9, Me Hay oo a isto + Fb tyme dike i ee Cote ye) ond EF, tk, Bow, 7 Pee e i. Me ky dip kab when % gowelon eds X= (asp) ond ee y= (Yate Yo indaperdant “6 fox eusy jor Speed negenend 9G ay Ahr Ae Se Ye, wo Rome Uae OGs tte HOE GO me Q, | HOW dB) bwhee F, & and Home du wbuboni fordion 9, J |e aenden vei Rid AB Me He), (xv 0-9) ed OMG, Ya, 4) Scanned with CamScanner| Example: Lok Ki and tr be feo inditendent ay a pun Siege volued — Gyndkons —Y, > OH onl Ys =a. \ 2 jhe YY, and Y, am alo rv: Shou the Y, Yo oa Tndktyan dont Pe aC -g amd ba l= yy Mafra Pent the borel gat rte whith tho fandha, \favevse 1B 9, and | om (-®s 42). ; | “Te pre Yy amd Ye we Talatense _ .-,. 7 84 dof, 3 Epp = PC wey eh) a (4 fe <41, 9,06) < 4) = r(avo eC, 9,9, Fond e(—+, | | | | | | | | =r (web t-ai99, a eh (-44) | = P(x ch. (-#9). Poe hala | =P (at e(-#, ¥))Gat96 Ga, oly Eas e[tece =P l¥ Yh amd Yo ons iain f | . ' Scanned with CamScanner8 SS Eso ay Wo x, Yo, Xe One nagondent, hen pr fe uy ASM, the ry Xe Veg oo Meg 7 athe l¢hek ---4 ben ore abe independent . = Rg Ged Ftd = Fs > Fey, ed ~~ Fol) se a ue = BUD. FOG) = Fe (40 ae (es) =o Fated] O&O! LL Dr cea meget wad F(a) =° Us Oo ye “hat Ah FY Of, i eae cy ons independant = | = FAC - A, Ae) g.g _Fundion of _mubhdinonsonel Rv Caste 2 2D RY Cx, > of coninuaw fy pe uiby dansiby fandion fog) - Lot Uy = 40%) SY and Ups OW) be us © a Conieuour one -fo - Ona oA of Ho -+- avOx,y) ith dewsily Soup. Guyyese Yred Ho Functions g, ond 9, Rave tontinucus “partial dovvabves writ X and Y and fue (0 2x | = pleted pty 22> ppl eed ety =) | a oe Beet t ss ate @ Si i i ab, ¥e OE esc: 067 =) : pezard = POR Die Sy a ! =F 6” 36 | co gh Ze XT | Ww eg Eade Om valuza =) H OH =|! ae wy = OO }o) poe? pees EO TET | (ee @F per als Yd + Pcxsey aD A ptetree) i = plren =D +77 pce soPer= oy i 1,4 ae | Spee tH | & phoebe ve 7h os | Eth thts “hk uO S example Kind Yeo diskabshior fanchion of tha Sum z= x+y Tp me ae ty GOP sho ab F(Z) be the Siobibudion Lrndtton of 2 Ged) Fin = p(z=p epCedy ye fio. Fel 3 i ? 4 = “ | Fu = \ ( \. fod fy (2-0 «| az w willy UD = "i (ew Wea Ae. At L ’ = a Scanned with CamScannerExcomrpe Find ie Avlnherioe Punchom 9 ths : q te wulay prod A= Key) By ele) ba ee disbnbekon furdon ehe Ts ey FL fates om volun oH Cx a dine 1 amd Hoo (4, ay ez =D = e( xe” § & es is g ga can wwe Pha 2” ' ° , | = obion =D = 3x az l= aah | re » ») be FE Qh Oe is) -\he i. | Bene the donsty fr gltia) of He 22 5 Y (m5) lin ruse By Fx. = £m, 2). 13] EADS ty OD. fo Yl2> be the donsiby finden quate 2 2 Then Wl2> = faces _? hs [oc =). sad Zz a ee (3) x | | Sp the ~ Kamd Yo gag indefrendent-, Ot@ee he water npl2> = i 4, fee f( 2) dle and as , Scanned with CamScanner- | 2 F(2> = | [ \ ai fied. fa( &) dx dz st a z a) \ \se@ fi Ty 44 Exomple Find tha dinhibution funchon QZ = xX-7 | tee ap wy (YY). steak CzD be the distnbution funchde 9 Its x H wy wa vu 4 Ainweee EYRE, gy taken Wolaso Crasned, ther Fiz) = eC2<¥) = r(x) = Zo pyzr, ye ag POO Ye), eta gummation ie exkended ou all the Galas Cx) for aah Ge SD we Soba. bor (4rd) be 0 continwow ay of bak Pony) $e Faw be Aha damaity fy, the ov Cx), x amd Yo kenp. wiki Zs x Yo ay X= 24+Y and Yas ox J:fa 3 Creal Saar alent aa oe aD [shel ene “te dowsily funcion Aly) of $4 Hud w(ziy 7 ® “ qin = fey y) 19) ‘cst. Scanned with CamScannerys 2? toe, Dp 20 | be tee donsiby fn of We rw qhen WU) = Hy 2B 3 a ay x ok 9 poe. do -b { gyczad AD 4 —e6, a Ce ankileuke fr 22 pan independ > 1 z Go gir YD FZ = jee YX omd E xaamnple * t with — doarity funches fons ve © and fly) = V— Find the pete pes C4. * {+6 ger D g)ia 47: 3 (w7@) 2 " 2 z i (5 (esp. fatvd: 499% By mn yo ow jadspondink « _ Y ons, yt indopondeat rv XK and “y disrnbhubion fy of tha Sum XAY Lot POG be He jeith pat { ie Then, $ Og) Foo. Rey). h Scanned with CamScanner \ rpt z= M47 ber f(z ba e dx Then fz) > ) gt, 2%) : a é rey Le Ax oat) fy Belle oo Ne = an od & _cdydat -a2) ek —— 4a am iS “2 1 ( at4 2-222) a 73 + = | e x, -e . L i((ax-2 =) . a (© +E ee "gr [ © . Ax. “ . A af oF Alex) Fat ey... oe e dx, 2 pe bel ee wey nee zy ° > 7 = _b, = ef h i L wt (eae % i 2 wir il o Fle) = af Warde. { 1 ot or Wa dz ~2 x, Scanned with CamScanner| ny No The expression fue a kh | — an e Un the | densily funtion of the Gtauss dusknbuh on, ustith v | ale called normal duabinutio’® . | ee Expectation Tscbe Jah Xo be a ve of disrele Hype wth jump poiale | oe and Hh ApS he, bar GOO be single valued funchon of Ra Seaue xs jal vill yal be Oe ae sein © CRD THC eM why le ei follewsg 4 “ | of He vv 900, 4 © i Se { | S Pe \aewl < = het prodded & Zrlelss "3 se In ane a : cy continuous ype th dans | Pundtion oo. re Reman intesrel | qn GC CHS f po BM | le m2) 909, of the etloweng \ erpeed vi of He ¥ anvywasity io Solel: five! fin a oO, 7 @ -> Tn paviulen ~b, goo = Hen” a Ecos fF x 4, pre {feo bl 420 J, | ~ Ta | eb = Pers rs (0 femme Care ut @ ar not Sabafied, aw say that He expected yalue Qe | yy 9% dow nok erat » | ae | Scanned with CamScannercepedalion --( continued ) | Example @ Suppose that the nv | cys <1 wath pretabilly pet and ves | uvth pork pee, [fil te xpoted Value of X f Seton the exported vals BOO = Zz Mh es 2 pd He pe 2 WOEntileD [ewompet ab ts xv KX taka an Ae value b2 eta. ae and bk Pls = 2 __9@, urhow 50 * : ; |code Ave constadh. Find the expedeost value of x ore Cin D meprererts Poisson diskn futon * ae. le) = Bt Mee poo yr Giep, ovhow ee . ¥! (n-9! te sabof yey ga amd the double inet wall Eqn D paspeertnb Brrontal a eehibahen + Fred x. 5 cape cted ley Scanned with CamScannerfe sdulion Eon) = Pa a B= 0 i n= oe Oe v Ci=p) 6-0 oie ot at nee pn! Sy _ nk £ fP! Fee) = wr Fool (n.0 -o? a nt . ae wr Gt + (-p) re! ae 1 ons a [es run +00 ers. Pere ° y aoe eo CeP r-e | ov L we + ion) n-l =np LOP wv) | =t//. [Examples The ey KX te of cantinwous Fhe ust ~4, dans: ncrion oot e Fed ECx) sity fo a i : oy Etx) = - cn eed, Scanned with CamScanner(Example: the ov xX Lakes on He values e we aN gs bene cam Prt E Fendt expected vale he EOD Soy b Cv , alae rove | Find chy the marginal density fro 2 He ch) Conditend pat gO NMR and vanianw of uath geal pal The Conditional rear xo\Ke. kk Pn a | gdfa G) Tha manginad da nsiby Que ee tat tad ue -fa find, e424! 3 1 aoe ushers The morgan) dewihy fe g xa Me. fo ba = | 2 dx = 2 Lx 2 2 a i e f2%m, °s ele \«)]: # © {flo “Ay q sine (%q-€04\x)) “jg a nonmagahne Jy -e[ %- Eta) 2 tera ve lS 2 No rom ye ~ Scanned with CamScannereeee tl we Aone , vonfEle beg -e \ (e Ya Sot Jf Were Noast Xo) 2, ve [ELON | anv | _e wn raadbiuark _ Scanned with CamScanner