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Module - 05

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33 views21 pages

Module - 05

Uploaded by

Amit kumar
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Module 308 ; # Ranolom Phocess Used to! stucly shetisitnazdleseseie)en ofa Renclommcsiqimets GAC monsie 17 the [Commun ~cabon system Condom Signal» A Pinson thaf Maps eary olitco car SGMple Shace toa Peal nunibea is called oo Ranctorn “wanable SOF Pee ebeni mark. 2 BH heee fe ene 3 “Ronco Marable denoted by * ebpesretiies eH and “values taken ssh ELA Ress sS Hrem ane dlenoteg Os eS Drecnep Random Nomwable > Rondom. variable woh eh « CEA Elo nedagie “can joke only firife thale fakes tm on observation interval, finite Ne. SP rea lees. 8g; ah Thravsng Re Arptrkiak” of noice, volkage” fakes b/~ a and + mH in IPI brn aS [aos ‘ ae es Sa Se pg of eae fas ae Pesbeet ek CamPinota wankable: peated, Gllechion of al! sample porns Ensembl i Gilechon ef all samp Le funchien os Cioheee * A Ne G average alice ex. Mx = fete [avd Jdac poe ey —s Citic y Mean ee Bme met) = den S tlm 8 at 2 hs Als CDF fCumutafve Distribute Prt p(xer] pip hale) Saer§ C8 Soap ho 21 -yePtn bi ky / fis PS rele) coy s aelt) < Pe ~~ - HID < den F PoF Chrobabilily Density funckon} P (at)> on $i, - zen. bs Bt otdts ,. to, O5seb R (ute) 2 € £24) 2¢ (bo) 4 (ator Conrelah om of eige Lar e Auto Connrelofrion Re sk [HD ERS ' pax BON : ON ae Man of @ =o +) €[x?o) J f MN coir Natio nist \ Mean valiie? varying hang iit Lime. sith “tues - e251 Noise proces. eg a ae a at Stationary Process !- | Stahstica) chanacterizbe ne tezbtle Proto fel, 6) | (ob) 2 boeukes Aikocomnelabron = Pirchée! : Re ltr) 2 Ry bee by Re (2) = X(t) iw (ERD) 9 oe Le (05 ato, ae 30h 3 Ey tosns- tm) cfc (oy, xe —otn * hae op CS yabiet, tee ovtrt) * = fr (bua, atm 9, yt — tn-tr) Staonany process” Engocb'e Woe Sense stahon Anole Seng Cweak ly) © i Lobe Si (OE Ey, process A Process» woe sense stabmony rf “SUS Mean and auto conretaf on alo no t depend. ‘on the choice ope the Goze ong, TO = Constant | Bip epy Mx) = ETRY eee Gee Ries hoe Bie) = arin Sel Note alaborioti Process ith well olefined, aufocomelotion, Aino are usrelictisensa! Sation- ‘Nip bist ee ete i # & 28) es ate bade ® Sense Seba: eg oPooag sary fans “ye (Qetge fam Sie fee 2 (4tZ) oe > 1S ot) SS él E (KU #K (L242) oe Pa S oongider 4 Sn Aeon process xlitefens MOS Acos (on. +9?) where A and he ane Constants anol 9 th a nandam waab le, ais Lu Lashusedt ™ the raberrw of Co, am) | check t heather XW 4 eagoe Bon + We need & Check» Z ws Tene a tie = cp Tre awcer Liat. Aen @ Ro ace = engemble. og Ach a alneady hiosis Raat 3 “iio Elev = 5 > ee coffee) z : oe PMS KU) BU EL 3 fieoiae T>00 eee eae Oe = lm rs a festa T3 & Jeseneco) a
  • 8 x Axl: KUE2) = bm + p [Rwnatervae Tl * 2 1. = Dm bp Jncos(anfe+0).A cosfarte (tre) x0)a etm AL A eld feos Qrfer@ )-cos(oxfes aa frtto) lf = Cos Alas y = 4 (tex At 8) + cas (a=n) bm at ols ler & x fia (Un fet + anfer2o)# cos brfez) at: bi fan a Sr] fleets at [lant = AZ Cos onfo? fe a te te “7 SAP cos fhe or SRDS =A! cos 2Af cz Rxlv) = A AL cos onfez, Re (2) 2 Phen, The gran RP is engoer 4 Power Density Process :- oat 1 set The power spectral clenity of a we? nanolom pnocees x(t) 14 defined, as the. Foun en Transfsnm of the aufoconelafion. fer® Rex lt) oP wt. He) = [tery = tt can be expressed aus: s ned fered Sex C00) = PT Cexxly)) Laxlwo) - Praee(¥) ed %ay 8 EA obtain the aufoconnolahen Pine: from the pg» by taking InWense. Lowe, thansfonm, | ecw) : z fs) est eo = ee Thene fone + the «power atensrky spectnam. Sxx() ond the aufrcomelaen fer® kexl¥) ane fourier transform pot Other The powen spectral otensily Can aise be defined os — Sxrx(w) 2 Ut fe Tex rts) *) Tae 2t vohere ¥r(ea) 14 a Foust en tnonsfonm of X(t) tn the tnfervel [-7, Ty haa RKO cwarAl:- A Random process tA wohich the oceunaniee of ji ? Vi Attoret L, Fe onc cbgmeseinmt-, ts “kAown, as Mankov (on process).choyn 4 Behavioun ef consumety in term of : oniol biceps # Meine, ase bp, ame ee [hoo sfafe +> boonking oh not isanks ey of ony ie ck pee) oO Stale = A slate, 1s a cqrictition on locapior of on object an the system af besheuon. tire A Prte aumber of stole. : fe cokes Mane’ rocckeal ly es os 3. State ani collectively echaubve. q Probabil by of mony prom cme Stole fo, other P aghale 74° Cénslanf oven fms TRANSITION Peoamatitty :- The probabiihy —f moving fram ene olafe to anothen state BR Rema cig in, the state state Aivvg9 astingle dime pevod. 1a called he thansiboan nobibhy Mathernafically 4 cE = Py c P (next stafe 3 oft 4 folate Inbal eS i ie) ee Stole ec : ep soe Wolk the help f thandtlson, routes (tem) ne predict -the mover}, ? prom me ae ote Re next’ stafe: F i § Nex EX ‘safe teed sie: 85 System, Pls P Un slope, Si, eh Stabe Ae SEIN pe ade eteafe of t= oJ ‘on? ALS Ps, aE bere te ey Sf ies coon Aa = else af time tel Is, af time sae Brevilanty “Poi > pls, of time t=4 a. af fime t=] Wa : fan an oe-step transition prob vty J © Re Plsy af time t=2 /9) of time ‘t= 05) [2step Transitron’ probabil by) etofege ) sa A : Seabelp Ar p = Stale g, Fier So ; Sa. epi A v a Pra As So oe > Bos. ef : Sse ae ap z int ise ‘ ot ee eo ine te en [or op me ee rad i inte Thdnablor ees (Stefej j a , ep i @ Row Sum =L ® Each, element of TRIM. is probabs thy i & romcnenafrve, © a ena rmiaf 78x because. 4 now show —> ihal” Sloe Column show — Alternape Slofe 17 next Move [dn Next Stale 7 OSPR et @4- In a cenfan manket , my ee bronda of cold bunks A and @ ans fold. Green. Rad a man tast purchased brond_A hens 13 80 chance that he would busy the “game brand in the next punchoss ohile SP man punchased brand &, then. 18 907%, Chance thof his next purchase mould be brand 4. Using Phi infnmabron. ; (9) Develop Thansiten Thobability rmapox (b) InferpRet the :stete thansifion matux | In tous of, © Retention 2 loss (@ Relenk os Byan (0) ieSDnaid” Teng on wasH ree ¢ (9) ae a “Next punchase ON pari AS a. 010-08 Pe Pruenf 1 A [ OR 0.9. a pPunchose &g—|—-4, é 1 We FIV eelens cca pM Relentron > Relerfpren gs I loss. bie 7 C ae) Retenfian B logs. Py on Pag = pla next of t=4 1A af bine 4-0) Ay 2Or8 on @iBO=/ = Renlerfran, fo A Pir on Paw = P(Gnext of t=1 (A af tmet=e) Pi2 = .6:2 én 20 J. lass bo A, 1 (b) G) Relentofi on &gomn Pay e°Pag = P(A ad treme tai (Gof tre tag ) Pop =o ¢ loss HR 5 fi Pro = Pan = 620.9 On 90% (Referpron. to 4) Ape Ne of ot (98: A 3) [ES @ ABO B&R lon Oye. FE § = 4 Cs) TR es Dp ram. See ag Cae Ol 6 Aon-abson br . Slate. g 2+ The Schoo! of Infennap om, Shuler fa Populedion “foura, ouf gy a4 Surwey thof- the mobi ty oP popula Ton oP & Stale, to the Millage. , tousn ona city In the. folto wing. percentages. ) To Millage: O (Fw oly. ton 42 Soy, ta) InferPref the stafe’ tnansibien moafix IN denmn ofp 0) RelenPion Blose (iy Kefenfion Egon, (6) Dnao Transition Diggnam oluifion i =r cee Village Town uate pare OS 0:3 O-2 TOON on} Ou 0.2 oH: 0.) oy. o:8 ayn 9) w Retention and (ass Ay 08 => Relention te Village, “S loss to village, Es close tS Village, Part ory ~s lees b Town. £ gain bo villap, “P22 = 0-1 —S Rebkenfron to booon, Pog = 09-5 loss te toon, ine weston Spt g Multi Paved. Thansbon Probabilihy (rfonkov chain) Roz Initial Thobabiity vector oP State profasis. “ky of nz0 Ne howe b find, B+ Bx ren) soba R= stofe probaly Epler, Dekel in [on 24n oO» 2 pov Res xp) on Roxie pe Ry Pe 1a) ao Rare" after Aegean. / 6 In, & Cenlain.mankef » only too'bnancty oF gold dunks A and & ane sold. . Grven that a man last purchased brand A, tere i 30% chance that he would! buy the same brand. tthe next purchase,’ sokile AP a man, purchased, bnandlQ, Aken U GO fs Chance thof. fis next purchased, brand 8, thers vu, 90, chance fPhap Kis iment ‘purchowe would, be brand: 0. Usiag this Iofonmahen. (4) Dewelob Transit on' Probabit ty moftd x Colutofe; 4. "The probability Ra} iP a. cputoeen ts a a brand 4 purchaser, he ill punchas & brand 8 two. Aunehose- from, NoWws 2) The Probab bty cthof if & customer es a bhand @ purchoser , he oll buerchote bnand 4 three purchase from. Now. AS/7 7- Next. punchase Ines] Pp A ‘ a = Present A lias Be Purchase apse? 3 [ne0} a OTe 0.4, ule 19. Rowe Revd 4 Dey PEG Bek Ree [Ty so poe % ee a (Allen 86 punohaies (4h ofa prebabioly Re dfeon ei Feat? oped feskisy | as Rut Romp AORIE AM 2a AG 9 case eae ar ox} O22 Tkacd Crbvuid Oana t : : ed woo) Jaga ca. fo Me Ry = [oat komo 0\ Orbe 130" 90] 65 ARO NS opens hres cule em GS IR NE Pot suc ( Afer gird purchase ithe slale’ probosre ty Re “ad ns 3 [prot after (hoodies 7 : RR RP ee: Co, =, 8 XP: Re =[o.8 2) foe oe oO! og. Re = [O.Bxog +6-2K 0") 0: BX02 +09 xo.0'] “Ree Tosi tooo o.1erots) Roe Jobe . o-8y + ee GA be poe A= 66 7 Sarg z BoP Cotabenyon 1h “coniy brand a B Punchasen. Pompey, 2 Sb TOMBE Ree [To ae acca Beye Pei eo, Peon} After -48t punchave the = slaje Prebabibty x, af at. OR berg 8 ot Sgt s fo, 1)- fo8- 89 ee BL cy ekOwe wnat) pdidedot Re = Pokxoi tos xo.g o-2Kb! xt+o.9x09) R= [oo8tovos 01024081} Res oa a #s) Alter 7 purchase the sue probability Re of oe Ra = koxp [our aga] 1° O82) ae oh On Ord : - Ree Pot, 4 ee 8.2K oI THO-9x010) Ret [en 6-181] Ga ba A= 0.21.5 Ie & 2781 9, Phobabitity Tree Diagram aU Gnand. A. Pr = BR o.g x0. 8 afo-0)(O1) Py = O66. aPlen'’ 9-slep Pat a. “each Pad Raz [0-66 0-24} 4 4 ee Poy = (61) ]0-8)[0-8)+ t(6-1}0-2) (0.1) + +10-3)[0-1) (o-8)+ +(0.3)]0.9) (0.0) 4) Pal 20-215, GS mon keh ghooo A se agten purchax tod Vo sed safes Pass (0-1) (6-8) (0-2) + (0.9):(0-2) (0-1)+ [0.2)(:1) (0.3) + (03) (015) (0-3) | Ree TP, Poot 2 folag 0-781 2+ The Shoo) of Infernofion fo. for. populelron found out by rts euneey that j Ve malitly ope populahon has Brspantoon cf-rF0 ao population oP a state. ty the villages toon and arty Win the followmy Millag Citeisn Gq es See) aay. 20 i Torn, low. i Jo ¥, 20 rs 10, oy, bot, rohak cari) be $e: propenbon of popu la- iat jn. milage, town anal hy aften boo SEH Green that te Aneserd’ populofm, | hos brobontien op O7; ore OA oF] ™ +he rarllag e, boron and aly nespeckwely ? ~/ Gixcen shha) slate, transition probability Vv a Cc . \ Pe ve: WS OQ oo ae Of O07, OD iC Ot Ory os fra traf pnobabibly vecton ' Sol”: ee =o. Oo. 7 ten ee Apion dst Ge eponh on oof popula cy, Se Ra RotP Adiaded Stee | “Sg eat phos: 6:72 bly Fo [ot 02 ont} Ch Cue woes i, Onl KO eRe 67” Re [ors xo? + or) Oras OTK OS FO VOT OMKOY OBO O.2X02 +O Moe) Ry = los 0:33 oO 2s | aes J oF c baopention of populofion after me year 1, Millage = 88 > Town = aah Shy 2239, After a fem proponfron Re = Ri xP. Re AFoks “0.89 0.03) 19:8: OR Se ls J Oo a7 Og Of oy O's Re = [oSx036+01 10.99-+40.92%0.1 0.36 10:8 $0.99 x07 £0.08 ¥0 0:26 XO-2 40.290. 2+0.22x0.8] Ro = [o.252 ON2S 0.263 ] Vv a: ie Millage = 25.2 7s Town= 479 te Cihy = 26-4 A

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