概率(英文)随机变量(1).pptVIP

2. Basic Property of F (x) : P67 3. Theorems : P 69 (1) P { X x } = 1 – F (x) The relation of f (x) and F (x) : (1) For Discrete Distributions (2) For Continuous Distributions Example ：If the p.d.f. of X is Determine the following values： ① A ② F (x) ③ P{ 0 X 1} Example 3 : the F (x) of the normal distribution The standardization of X : ~ N ( 0 , 1 ) Example 4: If X~N(1,9) 1. P{X4} =? 2. F(4) =1- F(?) 随机现象中,有很多问题会与数值发生联系,如产品检验中,我们关心 的是抽样中出现的废品数,车间供电问题中某时刻工作的机床数,电话 问题中某段时间的话务量. 有些看起来与数值无关的随机现象也常常能联系数值来描述. 如抛硬币,我们可以把正反面分别用数字1和0来表示,要计算n次 实验中正面出现的次数,只要计算 “1”出现的次数. . 一般地,A为某随机事件,可通过示性函数与数值发生联系: 将随机实验的结果数量化,就是我们要讨论的随机变量. §1 Random Variables and Discrete Distributions Example 1 There are three balls in a bag, the ball are labeled by number 1,2,3.Now take two balls from the bag with replacement, consider the sum of the numbers of the balls. If we let X represent the sum of the two numbers, then for every element in S, there is a value x correspond to it, and it is easy to see X can be 2,3,4,5,6. Example 2 Toss a coin three times ,let x represent the times that the head occurred ,then Where “H” means the head and “T” means the tail. Thus the values of X are 3,2,2,2,1,1,1,0 ,respectively. 1. Definition: A real-valued function defined on the space S is called a random variable Denoted as X, Y, Z…… About random variables: 是单值函数,每个样本点对应唯一一个数x. 一般用大写字母X,Y,Z等表示随机变量,小写字母x,y等表示实数. 随机变量的取值是随机的,它取每个值的概率由样本空间中 样本点的情况定. 4.若L是一实数集,随机变量X在L上取值,则 2. Discrete Distributions If X can take a finite number different values or at most an infinite sequence of different values Then X is said to be a discrete random variable. Or X has a discrete distributions . There are a few expressions of distribution about X as following : probability function (p.f.) 概率函数 f (x) = P( X = x ) See