管理统计学之随机变量教材.ppt

超几何分布的例子 一个班有10个孩子，其中4 人患了感冒。试计算从该班抽取一个包括3 个孩子的样本中有2 个孩子患感冒的概率? ? 0.30 X ) 4 2 ( ??? 10 - 4 3 - 2 10 3 ( )( ) ( ) P 第三十页，共三十六页。 协方差 Covariance = ? (Xi ???X??Yi??????Y?P(Xi Yi) ? I=1 N 度量两个随机变量的相关程度 Measures the Joint Variability of Two Random Variables XY 第三十一页，共三十六页。 两个随机变量的和 Sum of Two Random Variables E(X + Y) = E(X) + E(Y) Var (X + Y) = ?2 两个随机变量的和的期望值 两个随机变量的和的方差 ?? ???2 Y ????XY ?2X X+Y 第三十二页，共三十六页。 Example: The probability that one unit normally uses water is 0.75. Compute the probability: that there are 4 days that use water normally in the recent 6 days (using water independently everyday). Example: 20 machines work independently. It has been known that the probability that every machine breaks down in one hour is 0.01.Compute the probability: There are 2 breaking down in 20 machines in one hour. If there are two persons who are looking after machines, compute the probability that at least one person is idle. Thinking Challenge 第三十三页，共三十六页。 About the approximation relationship among the Hypergeometric, Binomial and Poisson Distribution (1)When N is large and n is small (n/N0.1), the Binomial Distribution can approximate the Hypergeometric Distribution （we order P=M/N） (2)When n is large and p is small, the Poisson can approximate the Binomial Distribution（we take λ=np）。（n≥100，p≤0.01, np=1，0.1np10) Special Focus 第三十四页，共三十六页。 The Binomial Distribution is used for determining the probability that there have x times success in a n times experiment, it has the properties as follows: 1.The experiment consists of n same sequences. 2.Every experiment only has two outcomes: success and failure. 3.Every experiment has the same successful probability p. 4.Every experiment is independent of others. The Poisson Distribution is used for determining the probability that an event occurs x times in a section of time or space. It needs to suppose that 1.In any two equal intervals, the probability that the even