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f X |B ( x) = P[ B ]
0
xB
xB
20
Example
W: the waiting time (in minutes) at a bus
stop for the next bus, is an exponential
random variable with = 0.2.
What is E[W]?
B={W10}, what is EW|B(w)?
P[B] = P[W10] = FW(10) = 1-e-2
fW|B(w) = 0.2e-0.2w/(1-e-2)
if w[0,10]; 0 o.w.
0 .2 w
EW|B(w) = 10 w 0 . 2 e 2
0
1 e
G. Qu
dw = 5
10
e2 1
21
22
Examples
0
x a + 1
FX ( x) =
b a +1
1
0
ya
FY ( y ) =
b a
1
0
z a
FZ ( z ) =
2(b a )
1
G. Qu
x<a
a xb
Non-negative
x>b
Non-decreasing
y<a
a yb
y>b
z<a
a zb
z >b
Reach 1
X: discrete
uniform (a,b)
Y: continuous
uniform (a,b)
Z: mixed
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Delta () Function
Unit impulse () function:
The limit of n as n
and d as 0.
Sifting property: for any
continuous function g(x),
g(x) (x-c)dx = g(c)
where the integral goes
from - to or a to b
with a<c<b.
0
if x < 0
/2 1
(v)dv = lim / 2 dv = 1 if x 0
0
x
G. Qu
0 x 0
x = 0
( x) =
( x)dx = 1
0
n (x) =
n
d (x) = 1
| x |>
1
2n
1
1
x
2n
2n
| x |> 2
x
2
2
24
x<0
x0
0
u ( x) =
1
25
G. Qu
1/3
1/6
26
Example 3.21
Y is the length of a phone call. Line is busy
or no answer with 1/3; otherwise Y is
uniformly distributed between 0 and 3
minutes.
CDF: FY(y)=(1/3)u(y) + (1/3+2y/9) (0y3)
PDF: fY(y)=(1/3)(y)+2/9
E[Y] = 1
G. Qu
0
1
FY ( y ) = 1 3 2
3 + 3
1
(0y 3)
y<0
y=0
y
3
0 y3
y >3
27