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    Probability

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    22 views35 pages

    Probability and Stat

    Uploaded by

    Kutsal Kara
    Probability

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    of 35
    aN = Examgle 21 — Roll a dice, X 1 fandom Vorrialle — Six possible out come s ww, sy OHMS % ~~ wre tb dots om face of we o _ Space of Our corres SL = 3 ow, w,, a is Yonder variable Xtay= bo = * Bultd ow THs EXAMPLE .--- — Funda mented Grmrept \n any Doyati Diske rrodel is RANDOM = EXPERIMENT - When you perv fre the ex perintat | it has on oukume. Denote ik by - Sek of all possible a r—s cpoe 2 1\ Rawoom VARIABLE | Random vaviable is tne assiganmen of a yeah number to each ourueme of a Yaadom experiment (Uo) X(o) Bs ‘ Ki=4 22 DisTerButovs fs “To | each ewtnrk p we Can OSsigH peter! of occurence. Fuse Cmsider promeribity assignmedtr om Weds Pro [a cx £ &) Def 24 - The Cumulahve Uishibubs fundim (cdf) of a andor vaviosle X is a -funchm Fx! rR rR Suck Khe = Parl XSu} = beb[ uo 62 | xo) ey Fe a Say J ACSL A | 1 1 > i a Def 22 ca) A andor variable X is CONTINuou if 6 Fels) =f fylardn 30 amd figlor) is the probebittty density Fuvcim (pst) _ (eg Fxlhy is sffeekable amd Fx(r = do ix? ) cy) A fandom variable X fs OISCRETE if ce only takes ak mesh — Countably many points (ie. Fe is prece wise constant) Flay —— Te probeiidity mass fundion ( pmf) is defed aS _ = Ke (ee) = Pra Xe Xe) — a = Qim Fela) KOK xoKe lmawtark Rondon Vowiable + Berne, BmomiaL Uniform, Gavsetan /Novmek Csee sent fir favre cebass] lee K amd Y be two Tandem Variables defined m Ww come sample Span ML. oe | Lrr—S—“—S_SCOCOCON# clistibutim Fe (ay = fos [X Sa, Ys b] _ br fp wen | X(w) fy lr Fela) ow Boy (er Qed = Ce) ey (yey ¥ Fe Starsheel gyonthee +o fepresenk Some of tra aovadesishes Of & tomdem variable 2 J ai foods conkinveys £[ 9m) = 2 ge) Pye) aki sevete ke (= Mean Pee ELJ wo Second moment e (x?) co Naclance Vor bd = &r= E Lex pd = £ i) _ Poo cA> Charades fonction }, (w= Ce] whore i= Ji ced Carella bebwres cordon vayiatles 7° 60 Rey = E[xy*) = f [29 Loe (09) oly 4) Covance Coy = Ov ON) = EL Cr prd" = Bay ~ Mop? Cp) Cowietaton coef fidenk oy = Cov (4,1) mS Def 2:3 ~ Two Yandom Vorlatles X amd ¥ One uncorrelekt dt _ ‘EL Pye O ZANTRODUCTION TO STOCHASTIC fee eal = Natural extensims to Concept Of ~roudom variables Used +o describe Ssignds whida Crunch be preasety chovader zed indexed celled Of Yondom variasles , dehwed fr Orn eam welt x(t) fr ah FER, wED Example 3:1 ye 2 (t) f Tro different viewpoints , closely whaed dD) Collectnn of kame funchanr oy Sigal (45) ), y am SMILE Function ov { \ REAUZATIOY j Jac les) | weeny Ig called ENSEMBLE Heys we) 1s A@ Yondom vVaviable for ah ty d) Colle chin af Youdom torlable o KEY, Xler)d, Kle5), ave all vondom varicbles ow ape 5 xl, CER} Cam be viewed os o Canden signe! We will mos0, adoph CD viewpoint Def 220 : If ne \ndex sek £ ic sek of ee numbers, then %(%) is Comb nyovs — De. Femdom sem process ; Def. 33 * Lg tee index seb & is set of ali Integers) ty Xl Xs Us cre kee ene Tavrdom process « =P sequent df fandom vorasles ye Descripror of Random Processes lacs es Deg 3-4 Def. 3-5 A Complete shahkghe deseniphom of Q bandon prcess x(k) is) Known if fw ane ples an ome gan, Ohoice of Kerf, rin) ER hye Jjoinr of (Kk), Klay , L Xe) ts ove. Franatay. sxe 7%) ie joie be 2» Nobile mm, (4) Is Fundion of “hye o ls Ik deteaminishe 2 stochaste 7 Example 32. X(H= A aslanfe+ ©) a rr———S=E x OO ts Oniformly Ushi bubba om Ud -1 a , 4 0 1 ' Ce Ye = CHlanht + @) Plots of Cosines with different Phases ans same frequency 20 + % 3 10040 ‘i o ‘fo I = # 30 0100 1 0 160 180 ~~ 200 20 40 60 @ 100 tap 14060 “Ta 200 20 40. 60 10042014060 a0 B00 ex's como anton ok Wis process a of OS2r Flee 3 it ° prherwst or = j= onf+t+ oe) + Ae Moa = E[xw} {A as (anger 2) ° Whak Kind of funchion is mio of * 2 Def 3% 2 Prutvcovre lahiow -forchon x ltist) = ELXld xy) 7 f f 17%. Fons) (a) laden, vdeo Loo Bree (etre ELA ws (angie 0) A cH (enh O)] = ee [ 4 s)2mf. foots3} + 4 Cos Lange (pts, 42 a] _ 2 = AY Gos 2h (ta) q f [ wetes depends only or tine difference, lmwmone te shifts in od gin) S TAT IowAey PROCESSES 3-9 Def 3¢ > A tandem process Is stahonarg of over No if F (HM, to 2 Kw) Kort) XE AT) Bley TD F (Ym Bi Fremont iy = Bn) frye a Ke (K,;- , A) Ce i Gale , 1S (%, 7% ta,T Secand — ois _Stafemery Fray xt x0) = Feaeome ae Example 3:2 (agaun) X(H= ws (27 f+ + O) t £ uni-fovm Bo ye) ussrone Cheer if fust-odew derkimony coe Fig tb? = Robs [ Xl ¢ bD Pro) [cos (20 for + O)< &) = Pat [-m cdnget oc -are}e role [coi'le € Lfot +O & niJ wile - 2h men fe = f + de + J Sle a) uy i 2H capi deel ° elie Review ) - Random Voriailes - Random process = ( mpex descyizion - Stotione ity clescribec! by bolt (pg 4,00 Owe Sequince of. condom vatlobies X(t), Xe), X1eg) , x44) txt) :ce 2} (4%, Kn) XCh) Xba). xen) FE Cb b.) J F texte . Vy 7 - +Hme origin does nor matter (um eK =f Kt TW r(heV ie X(4)) Xl Ev). ~ NO order stakion ovity (x, %,- x Ua) anopie 33 ; : pas Examglz Eves T secs a fair wn ic “tosses SE heads Xe db fe nT St < (oH)T toa Kpech fe wT eb & (tT 27 3T “fat oT Ok Fivsk -order ¥ Kay 6 fists onler Stetina 3-13 ease ees Sayer = Frusyn Xe x2 Fea AUER Teo cases - A LG A . Aa te oR BM se hen ee ran : MT& tyre fnnyt | {i 4 Xpen 7 7 | 1 a @) . Gale) = Fy (x) kya WAR nT Se, < (HT Tats) ete) me) mtg 6, e@ryT nem 2 fo Ky pxy ie Lo (imy = mT Stee (nn) FT KeNyKley (%) i Xyek F X(k,) fy otheywit g Face Led? j Z (8) [Rot Se coup - of oer. STATONARY | Sthide Stabionarity Is A very shms condition hel ony Per physic of processes may satisfy Def 3-4 Xl {Ss WIDE SENSE StATIOMAeY (Wess) If the fartowtng Um dims ame mel Loma = ELK] is inlepeder of & 2. Ry lki tr) depercts only on we Uifference T= by-t And nde om £,,G Mdni cull, Example 42 (Oepreled > ines cos(on ft +6) 4d. mi = O Chase. 3-7) 2 Bax Cerny = AY cos Df (h-t) Clay. 2-8] 2 =p oOwss Ww E15 Exowgle 33 Cet) Tocs & fan coh every T Seemde ene (eco So Oxy %e) 2 Bae Cy, bv) = a s eX Freprttr _ PRob Agate XX Gl (a) | Ya _ Va. | . 1 Rex (by pte) = WL a2 ebay) cA WD vt es tacit ee mT S Ee (HN)T +evINy + (EdeL = © (2 mT S Spe (rm) T Atm 1 & { nth, & S (n4j) - (wes 2 ° ote wise Secend~ ovdar Sinha (stich) , FACT : if Mes te Riley depends my om tee E[xuy xteu) by 00 = [fx Xe (Kd dar Zi Un) xl) (cas = 4 Rilke = - Coxe dxidx SL Xie Txt xty-t) : = Rx (0, &-4) R(x) = Relb- B= Re (4&2) WD kyl 70 QD &lx) = RET) © |e) 2 Zi stahinary thin ih is WSS, ic shi -sense Fact. ¢ Xe The cmvese ig ner alunys tre. Eranyle 34 Kl = CosOr Ltr O) = One 3 0, Ly 1, an Z wit, equal prvetits ey A(t ic) Wes — Examine disbibubions ob K(0) ownel * (a) Xo) € 32,-% | 1 a 3 ~ Comat ave carne Listes A 4 +) 7 *GO) é ig eal sk Sli Cewe Stakenoy | 2-18 7 Auto cay avi once 4, & Yondom poe! Ce) = B| (xta)- rats) (tad mateo)” ] = Ry (er ted = my (ei mile) Nationce Xo is Var (kta) = Cx (4, *2) x(0—3| Ltn | YD Def 3-\ Cross correlation fondion 61, ¢ paiy of Yorden preesier Rey ly) = EL eo vin] = [fer fe (ay? dx dy (gl 60 my er (kr, £r) = Ry (by, 42) = mM, (1) mY (er) Def Sir The vondem processes X(t) ond YI ave Spintly wide sence sishomang Tf Ryylbrte) Is 2 forciom GF Cook mig aad male), myo ave Coosherst [ Uinere PRoLESSING OF RANDOM reocesvar) * Ze = f xa) se eagration ben Yt =f tle ty xrthat’ — Lineow Flexing Day = axle Difforenhotion At Properties oo Mean . : Flew] = E[ [ x) s+’ a fled’ re ve f m, (ea! te Se cand moment moment B[jecey = FL fa 4) d4 Pros] & ff E [Kad * ho) dad& itt Sa “ At i "fe x (te) dade w v ° {s neo Bling Linon Bets 2 by | Lao Sp | vo ~ ————_ | hit) | @ Mem omy (= E| J Wl, #) it!) at” | ~be Qo 2 fred elxey > J vt 00 = Jf nly) vn (t) Jt! <— ae oe *F ort \f x) Is WES b Nroav sypkm ye Hime -invarlad Tm,to= Constont | Lhead= ne*) | freed) err x mor = freeware 4 -—- °° win, { Meda! Hx Kawsl— = My 322 Va Xioy) ux lihr= © [yen xen) =8 f hlt,-t) X(e)de | ~be ~ =f nid &y (v4) de = f why-tet) g(a Et =t-4) = Ryle) (4 = Ryle) = no® x Nee Convilubor R& (= EL ytry*en) pe * > £ [ym) (ive, 0) tod] " e fro Ry Hea, 0 8E Dur + > fo nly-0) a Pele chicey) fey OIIT tal = Qyke-41) = Td F byxltr- by Flee hie " 323 YO is WSS Vf XU is w5S Ayton Ie _tme-inuint 7 g. — | he | ve) ee) |= Ry by = Ry OHO) Examge a9 Mie = iso Filey vespense : - eat Px = bib = E Ule) aro «RY = Ms S(t) Wo KN t The op YY e Mean my (= Mx * fle!) st! _ = © at | = oK [k= fé Jt =i} 0 324 % Bye) = Sf na) nave = Ne ero Y TER Dee ae Nitto) NG tg | ce Wid press CN = ce MIKES pres dep 313 We power speck dbnsity fundio S, Xe Is defwed 4p ke The Pouviev Noms foven YL tee ako uslahom fondo 5, Xe fa JET _ S, H = J le) € Jt (eoreenes DIE Rule) = Ryl-ed [even be veal) Arr Sel P= Sal-F) 2) Vor (xt) = belo) = fSylhoof %) Sy(F) ic tek amd snon-mygahve 5,(AZo +f oO 3-25 Comsidey — Y(Q = f ee OC ww Sy) = Fitytoy = FL hvOhro® Re) F = W(4) WL) Self) [ron ertie = 0) sor) +£ ee ab, Exaugle 3.5 (contd? Xu is while process jad hitg= e*tute =e WS & Sh = Ne Ryle) is > hin = et ul ae hy jing Sy (he Jule” Sx 4) Ss ole hop ° lax yon” 7 New a an af Ble Nw \ . ef Se oss Wl mean fx (2) Oand Cover! ance Cx vey ic Said te be a G Avssiaw PRoets IL oO formed by Gaussion. — Tamdom ye KX = [KD Xley ane, Sawag hing 8 prsces is Ver, ec -1L {| (a%--Mx & ' (4 -Mx, \ Mx) x os) _ ps bE] =x 4, (on) | ,\* hig lb) Cy en) Cxlt,40) \ \ Me > & 2, = . ‘ | Myla) © fet) Bey) Te comple — Stabshich properties OL KH au be Ob Foinod Krom te Secad- ovdey Stashis Peoretties Eeiae OM rf a Gavssi j LAVSSIA qy

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