Foaie de formule DEPI Partial

FX ( x) P{ X x} f X ( x)

dFX ( x )
dx

FX (b) FX (a) P (a X b)

X2

f X ( x )dx

2
x

fX

(x X )

f X ( x ) dx 1

f X ( x ) dx X

, x x1

FX ( x) p j , x [ xi , xi1 ), i 1, n 1
j 1
( x ) dx
1
, x xn

(X )

f X ( x) p j ( x x j )
j 1

X pjxj

X 2 p j x 2j

j 1

j 1

j 1

f ( y ) dy

f XY ( x, y )

f ( y )

| g ' ( g 1 ( y )) |

f X ( x ) dx

g ( x) f

f x ( x)

f XY (u , v ) dudv

XY

f XY ( x, y ) dxdy

K XY ( X X )(Y Y )

( x X )( y Y ) f

XY

f XY ( x, y ) dy

B XY (t1 , t 2 ) X (t1 )Y (t 2 )

2
x

2
y

( x, y ) dxdy BXY X Y

| F{x (t )} | 2
T
T

xy

x 2 (t )

2 2

x f x ( x, t ) dx

f x ( x)

K XY

q x ( ) lim

B x ( ) q x ( )

( x X )2

( x x(t ))

f x ( x, t ) dx

1
T T

T /2

x(t )dt

x (t ) lim

1
T T

T / 2

T /2

x 2 (t ) lim

Px

1
2

(t ) dt

T / 2

( ) d

f XY ( x, y , t1 , t 2 ) dxdy

1
T T

R XY ( ) X (t )Y (t ) lim

T /2

x(t ) y (t )dt

T / 2

F { x (t )}

x (t )e j t dt

F {1} 2 ( )

2 (t ) x 2 (t ) x (t )

xy

f XY ( x, y ) dxdy 1

B XY XY

f X ( x)
x (t )

x k g 1 ( y )

( x ) dx

FXY ( x, y )
xy

FXY ( x, y )

1
| g ' ( xk ) |

f X ( xk )

0 ,x a
xa

FX ( x )
, x [ a , b)
b

1 , x b
ba
2
b 2 ab a 2
X2
3

x2 p j ( x X ) X 2 ( X ) 2

f ( y ) f X ( g 1 ( y ))

1
, x [a, b]

f X ( x) b a
0 , in rest

F 1{Y ( )}

1
2

Y ( )e

j t