Non - Monotic Tnsormet ion Perdon
Vavia blso
Y ax)
Y= 3x)
PTY4= P ( x J PY<x£
tyl)= t f (hh)
dy
ty()=
Exa pl
y ()
[Link] Vai ble y
) P (YS Y)
fy() P n)
) - F (-n)
=y()=
Pordom Verie blo y -
PPF
dFyy d ()
t)d tTyen)
) y
y ,)+t A)
kh
Jy
ty()= E) )
Eorplele > 2 unimly
-7 do and
m
elaincd a
RV
[Link] nd pd4
Seltion P4 .
y )
CpP R-U dn by'
Fy(1)=P[ye
e-J +P[x>n)
Fv P[y
+1-P(xK]
) )
fy(y= ) -P (n)
)
fy()
Pl4 R y:-
5 ) . J (-)
Fy(
dy
d
dth)
d
t
) dF (--tn) d
d
fy ()=
Cos n
y
Sin n
2
y Sm (Cos)
-)4e
ty ( =
Smt5'y)
o u h i t e rmly duhhh
84
Ee-pe) - -d
na
x2
d P R-V
dhan fih
SlJion
2y
O
Letura 3 uhi3
() Chabyshav'e Lnaquelity;- dh mlan
x1 a sandom Vadie ble
oian ,() hen tos ony
'ond and
Pos14iv hymbur 'e
Px-l2etnJ
Y
Px- e6 -
Continev
RU
Pr L jo
(x- FO)
E ( x -)*7 Ef
U
n
(h-P) ) dr
tE6,
-E C
C) d (n-P)f
-6
n-) ) dy
6
M-E
62 ( - ) ( ) du tl n-)A
-0
an 2 H+6
n<H- E
ICn-r)2 E ,
n- *)'2 ('s.
uquatiur )
N-66
(«) d + f,wd
6 E 6 ,
62 e." , (jdn+ dn
e P (xe p-t6)
+P(X2Nt 66h)
- e P(IX-*] 2 66,)
2 eP(Ix-M))2 6,)
HP
Sinc
P (1 2 ér.)1r (lx-n) <k6n)=
P(1x-|E
- P(1x-n) 2 E6,)
1-1
chaby shav'o tnsqvnlity'-
gtcond rm
6n
E 6
- P2|K) Pl
-
P 1)2 r]
Sjml14y
-2
1/-<r
Kandom Vaiebla wih hon- nad no
VelusO ( Maykov - uhsquelit7)
t a 8andem Vavieble ha
hau
Consids
babili1y danoity tuneton
Pre ony hon hoedv
Said do t bo on
dhen 'x' danclom Veri ble , ,
lu. Fo Such a
uali4y pplisG'-
inte
EXT
P(X2E
. In Contast do cha
dht by Shsv &
pd
unVolvs ony dhe meánd
h Jnq tlity,
nee het
rue EC3 t,*)dh
E )d
,)44 hf,n)d
E)2
E3
E32 , (+) dy
F 6 P[x2¬J
Px2 t7 E7
nym bsr e 1 t a r
ht
dur4wk ib
ha ehry Fnd
Find
pordutt
Povdut meanSco,
widh
asancom
Voie ble ouk pecdoete.
wtuk psdle t.
dh.o
dh.
pheb-bility
L eco
wilbe
Colhn FJ 5o
P[x2co)
P[Y2 63 E F
Px2 3
P2
Chuvnehf'8 bound'S'
and
foY
e a-
Plx2aPf%2 Pnus
ihquulily ,
w
Mykev -
ACcord
that
FIX
PX2E
wry (D (
hey-
E[
Efx
her heff
Px bound
ESe Momen1 Jaht
uhtdn.
Py2)
in om bock
X7
F
Pxa)
ande m
Vuia ble 1k msch a n d Uan h 1
t boud
yd 16. Combu te alowoT o
P(Ox<),us Chhy sha vl) dnq
P(o<x <?)
P(0-16 < x < 30-16)
P[1x-1 <16)
1-P1x-141 216
1
Page Ng
LaetumeD Unit3
Cand»l lioit Jhuoram
Lt heu pandont
dhibted (lid) undon
identicolly
Vosieblu wdh meoh M)and vuyiuhtQ
(62, l t -}e ko an onodhos gdam Ueieble X
hh isdho Sumal1dn 4 XY 3 Xin
X=X,3,+X, +- X
dhun ag h hcV a0S dhe diibudin c x
Consru do dh normal diuibul fon
N(hH, h )
P Sam pl spce ( Sn)
+
Sp Xt t X,
hor
n =ESS
m o h on
EX)+ X, + Xn
=) ET Sn3 =
E[3+ E[%3+ ETxJ+ EXS
ESJ =
)EESn?=_hM
yo7ienus)=Veyionta) x1+ , + - -
x
Vo«( + Vor(>)4
2
t 6 24
VeTS) = h s |
Thate
N ha
2
-h
J6
Hieg u'
EJ= ELJ+Ei%)+ ---E[%)
ETJ = M
ETJ = M
Ver(5)= Ver
= Vr(3,)+ Vx ()4--(3S)
V.r()
N
Puge Ng
Date
Ghr-phicl pr-4
y +
+ X
Paf ()= Pf(,) * Pa4 (>.) a 4 ()
P 4 (X)
t ( tt1)-C-1) LkC41)
(X1t7C +1)-M{-) t h ) - 4
T(E+l)-YG)-YG)
Latere(6))unit
)Multi -dimoHunc geo0ien lat
Ont dimanti Noy m dursidy fure hon
ondom x
Jayma bla 1) von a
X N(H, G)
H meondd'
ien to e y '
g uen a
. Pa
()= u
2n&
H '-
Normo d dr butih
muli-d im&ntioha
. Fey
=
Opp
P
Hoymds hibution o
Pd4 o
y (n) Np (HE)
Foy
Fos bi -dimtnhHin Di vorhe Cure)
61
OV
611
(o-ul-tn b| y, ,
6,
dhtn
ty ) =
, /
, )) , ) = 1
r 6
n,
.n) (56)
()
1 65
o (ho - Co-lFn b/o Yax)
161 2 61
6
O
5 6 -T
(
(hyhy )
1
(h,h,)
(B)
- Fer
Pdf10 NAn e6
pont abs US
bor+
-(G (n-n)
) ( n - r ) (n-r)T
bohkt
AAT= n
(h-r)T
he1 = -1 n-H)
V. Ca
an m ,
mui-J)ms. tin
fr
(y-N)(X-)
4 muldi imontre
m (B), Pd
essi aus3 du i but r v n by
Lt undom Vayia blax
hrth diotvbuh
X a (HE)
- I
5
N- 3 ,E -1
Fnd
() PX,2 6
(b) P5 X+ X 7o
Soluion H(M6) (b po your dulf
X N (s, 4)
w hoo dht 2
= 2
P( 0s) = P(22 0.s) P (a <6s
