Oar Contos Otba'bohbns Werlbll Diski'bubron . het X be conk. rv Via &>0,fSO ¥ 14 dass 1's en ee § “4 one Hp xP te if x0 Kb sed bo have Werlbll did. with param ehers oe, B- Thee ts a pearral form af Werblt density uncbion hut in most Phy sleet ay perc edions this for bused | xk Sas (mane den 68 Df nd Tt a of| Leb Xa Weibel (t,p) then tt can be shown that ca | EQ." C(LtO and ee 2 VartX)=2 oF fr(gen-( Gr] f Alok Bak whee pol for se" > KaenpOne) Example - Life bine af a componsat Gb ptediled hu a Whbutl dist with prt. shale with a (nipe crember of components , ts observed amon She com nents flashed aflr 30 hovers, 5Yo of'tham failed before 00 heurs, Find Fhe velve o [remeber & Xi bibbine Xap Werbl (d, peo) w= © (22)2 =o {exe ZkXE As@ [CX £100 |X>30) = O18 => PCX 4100 X>90) a 2 (990 2K4/00) P(X>90) /(X590) joo i : 7 = aX —< 790) — 0/00) of 2k£KE "oly ae in ae oi . ~ Lh Bayz aaa f, 20K E*ele ge 0 a is _ 090) -<¢100)* SEXO isjeE = E —k(90)* kl, 2 => 7-9/5 )é Di | pent 2) — A090)* _a00)* => (Corse | mu) => €n(0,85) oh (90)*= _ of (/00) = Aha (0,88) = (8/00 — 0090 ) of Lp 48S) eth i =) += ~Xyee0 (60)Zxercise © A4-X be a tehme of » component. Far ture pale of a component 1s $b) iG » whee. |) & forchor valve of te chasihy of X at hime, t and RU)= PCXKS€) 1s rehnbhts by af component at ne t. show that yy a) Xs exponendynl, furhire rake 1k conchant LB) Xrs wert foitore rele 1s a forchen af Lime ¢ a) fD=re AE 2W- Lrerrde = ay fulore robe, a ee a*t —Ne € A) fe: ie bo af —olX —X¢ Rul)= Soe fe (-€@ | Gg" e 4 foil obey iin ae eee Get) wate wo Moke that when f>! (ive rode is an lacreas/ng fenehon (61)Terat Probabrtsty Diths booas Defiarhions det Xaad Y be alserele ru's Hat font py & PE D= PlXex, yy) and rt has He fleeay prope hes! 4. PAY ZO 2. 4% Pog) =4 A] Xand ¥ ate cont cvs Hen ther got deat, (4) ) Aes He ages Plopetiias : LGM pire - 2. Li pera dade = i Zt pag) be te faint pd] of (X14) han marglok pif of Y 1s pyex)= FPO4) morginal pu of Yas AiQ)= Fe POW) 4f Xend Y¥ are cond. v's, Marpined density f x ds Oat re Morpshed density 4 Yrs ort [Peg rele Fxamp te Jojat chensily 4 C4AY) Us ge by (Op -7 o2xe4y ohgd| a) Find valve a Cons alee b) Find marginal deasiwes of 7 Xad Y. / aly We elxdly = oft + [Y= Sf ip IZ x, =pecat 2 - (62)5) hore fle -loy)| = bik ockel- [oo 2- ar exer fOr a palf bec ace L 1 -ftaxdx = [tax |-fax] | Goxau ole = da 3 : ° 8 2 ele | dvedx => vex ei = i af oeye {y= 4x = 74 ai fripet ofded => Vrs vniferm en thderved (0,1) Srdepindent Lan dom Veciables At Xand Y be olscrele rv's, Hag are tadependent d and only PY) = RO Py): y Lf oo i. cont. ry's fheg are shdependent Hand only 4 (rp Hho dy) dn the previous example (Daf Oexed vege and. (OD =p # Ll-tax) =fly ify => X and Y ate elepen dent ru's. Expected Valoe of o fencer a (41) Let gone bea Junction af (XY) Hen ELGHYM) =f Lo amg png) dyde where [ery ) Is fount censrty of (x7). dj Xond Y ave disereke ru's ELGAY = ZZ gen peng where port) le pdf ef (XY) (63)Exeretse het X and ¥ be thdependeat cont. rv's, chow thet E(KY) = EIXECY) = recta X,Y are on den? EC, , XY) =f ve x4 (rg) hydlx [exigd= fOr) ly “) wo Le Lin ian ge afar dxf viyg ee = EX) ECcy). Covariance Covariance: between u's Xand ¥ Gv Ke) = E{LX-EMILY- ENT} Covertlance measures font vert abst hedween ruls. Xand Y, : Whin X= 7, CovlxX;X)=ELX-Etx)] = Vasr(X) « Allcnabive forradla for CoVCHy) Cov (KY )=ELXY- KEI) - YEO) 4 EQ ECT) = B(K1) - EO) EC) - EN EC) 4 E(XSECY) = EUKY)-ECX)E CS) HY Xand Y ae Urdepea dent ru's ey He exercise abov CoviKy)=EWMELY)-ECX)ELY) =0 y XY ot Jn dependent ru's Covlx,¥)=0 hud uy Covlxy)=0, fhi's does not sonpald shdepen dence . Counter example Us gies below. (64)Example &) Find CovtK,¥). b) Are Kand Y jadepen deat ? whq & a) EX) = ON LF O44) $ 404 DCN g 404420 Mary inet W a, x|-/ oO f ee re Morpioal pdf of ¥ to} 4 Ce est = FOac/) 2 = x) VEr0+N)2 20 = Ely) =) Cv(x%y)=0 4) There i's (XY) pare so that PEA) FAOR) PUX2 0, ¥=0) = 0 # PCX=0), PCY=0) = 2, Correlation Corttlabjon coefficient Labor Xand Y 1 hnofed by Corr (HY) er O,4 and jet Sey = ev BY) pe By cy \darew) \ Vere) (65)&y Cauchy - Schwartz theguadla'ty 1297 2 4 Coneladion codficient ps measure Ghenr peledfon . FY Qya-t there Ws pedect nepetive teleddon iY Pry at Phen Here sk a pifeck positive Ltaor selafp, : va k Pay 0 y Pe a I \: ae YO 5 Pye ; fe a en Treat a ee ae % ae Bees Example _ At X and ¥ be dependent , exponents distrr'bu bed cv's wk common pevamder r. Fiad deasiily oh 2-xX+Y. X wexplar) , Yarexpla) fen=ae™ : {er aerr [enpere” nerd Eay- 0222) =P (x+y 22) = Sf fog dads 2 2x eryee > Etay= {fren ad, dy oOo 2-x = {REMC EN) | ote ° : oO = fae BO) Jy ae ae fe =f ru fara” oy HE CE) Pine fax = 6% are* A aa a phe => f02) = Zh ode7*t_xé Ae Nee BNE D2 a cae = LV Gammn (22, Bat By Gay 8 AFD) p@=