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Randomvariables
1
Covariance2Expectation,variance,andstandarddeviationcharacterizethedistributionofasinglerandomvariable.MeasuresthelinearrelationshipbetweentworandomvariablesAlternateformula:
Proof:Cov(X,Y)=E(XY)-E(X)(Y)3?
Example:Correlationbetweenvariables4Whatisthecovariancebetweenthenumberoferrorsinthetwomodules?
Answer5?
Answer(usingalternateformula)6?
Positivecovariance7?
Negativecovariance8?
Uncorrelatedvariables9?
Sumofvarianceofindependentrandomvariables10?
Correlation 11CovariancehasunitLetXandYbejointlydistributedrandomvariableswithstandarddeviations?Xand?Y.ThecorrelationbetweenXandYisdenoted?X,YandisgivenbyForanytworandomvariablesXandY;-1≤?X,Y≤1.StrongnegativecorrelationStrongpositivecorrelation
Correlationexamples12
Example:Correlationbetweenvariables13Whatisthecorrelationbetweenthenumberoferrorsinthetwomodules?Arethenumberoferrorsinthetwomodulescorrelated?
Answer14?
Reference15Statisticsforengineersandscientists(Chapter2)
DiscreteDistributions16
Outline17BernoullidistributionBinomialdistributionGeometricdistributionNegativebinomialdistributionPoissondistribution
Bernoullidistribution18Anexperimentwithtwoes.Oneeislabelled“success,”andtheothereislabelled“failure.”Theprobabilityofasuccessisdenotedbyp.Theprobabilityofafailureis1–p.SuchatrialiscalledaBernoullitrialwithsuccessprobabilityp.
19Bernoulli(0.5)probabilityhistogramBernoulli(0.8)probabilityhistogram
Example20Tossingacoin.Forafaircoin,p(success)=p(head)=0.5p(fail)=p(tail)=0.5Selectacomponentfromapopulationofcomponent,someofwhicharedefectiveIfwedefine“success”tobeadefectivecomponent,thenpistheproportionofdefectivecomponentsinthepopulation.
21X~Bernoulli(p)ForanyBernoullitrial,wedefinearandomvariableXasfollows:Iftheexperimentresultsinasuccess,thenX=
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