Lect - 9 (Part 2) and Lec 10
Lect - 9 (Part 2) and Lec 10
Expectation :
let X be the randon discrete random variable having possible value ,s
, , …………….. with corresponding probabilities f
,f ,…………………… f such that =1
then the mathematical expectation of the expected value of X ,
denoted by E (X) = f +f +………………. f
E(X) = f
Example : Consider The experiment of tossing two dice , let X denote the total
of the two dice.
X=x 2 3 4 5 6 7 8 9 10 11 12
f
Given that
X=x 2 3 4 5 6 7 8 9 10 11 12
F(x)
We have to find E(X)
we know
E(X)= (1)
E(X) = + + + + + +
++ + +
E(X)= 7
Mathematicl expectation
for continuous random variable
If X is continuous random variable with p.d.f f(x) then
E(X) = dx
Q: Let X be the random variable the p.d.f given by
f(x) = p 0
show that E(X) =
sol: Give that
f(x) = p 0
we have to show that
E(X) =
since X is continuous random variable
then E(X) = dx (1)
but f(x) = p 0
so eq(1) can be written in the form
E(X)=dx
= pdx (2)
so integrate by parts
= p
=p 0
= p
E(X) =
which prove the required result.
0
Variance
The variance of the random variable X will be the measure
of the spread or dispersion.
V(X) =E -
If X is continuous random variable then
E(X) =dx
E() =dx
If X is discrete random variable then
E(X) =
E(X) = f
( Moment generating function)
Let X be the random variable then moment generating
m(t) = E()
m(t) = E() =
Lec - 10
Distribution theory
Section : 1
Discrete Distribution
(1) Binomial distribution
A random variable X is defined to have a Bionomial distribution if the
discrete density function of X is given by
f(x) = f(x, n, p) = x= 0, 1 ,2 ,3 ,….n
=0 otherwise
where the two parameter p and n satisfy 0 p ranges over the +ve
integers and q =1-p.
Q: An event has the probability p= ,find the complete binomial
distribution for n= 5 trials.
Sol : Given that
p= , n= 5 trials ,
first we have to find q
we know that
q =1-p = 1-=
by using the bionomial distribution
f(x) = n (1)
x
f(1)=0.28
f(2) =0.34
f(3) = 0.20
f(4) = 0.0061
f(5) =0.0074