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ELECTRNICA E INSTRUMENTACIN
PROCESOS ESTOCASTICOS
CAP. 5 PROBABILIDADES DE SCHAUM
NOMBRE:
Mena Mauricio
NIVEL:
QUINTO
CAPITULO 5
VARIABLES ALEATORIAS Y VALOR ESPERADO
5.53.-Suponga que una variable aleatoria X toma los valores -4, 2,
3, 7 con las probabilidades respectivas.
k +2 2k 3 3 k 4 k +1
,
,
,
10
10
10
10
Encontrar la distribucin y el valor respectivo de X.
k +2 2 k3 3 k 4 k +1
+
+
+
=1
10
10
10
10
k +2+2 k 3+3 k + 4+ k +1=10
k =2
k +2
=0.4
10
2 k 3
=0.1
10
3 k4
=0.2
10
k +1
=0.3
10
x
P(X=x)
4
0.4
2
0.1
3
0.2
7
0.3
1
11/36
2
9/36
3
7/36
4
5/36
5
3/36
6
1/36
E ( x )=1
E ( x )=
( 1136 )+2( 369 )+3 ( 367 )+4 ( 365 )+5 ( 363 )+6( 361 )
91
=2.53
36
x
f(x)
0
1/16
1
7/16
2
5/16
3
2/16
4
1/16
17
25
32
41 27
+
+
+
+
= =1.68
( 01
16 ) ( 16 ) ( 16 ) ( 16 ) ( 16 ) 16
E ( x )=
1
1
4
1
4
64
1
1
4
3
4
9
3
=
4
64
( )
1
1/64
2
9/64
3
27/64
3
3
4
1
4
27
3
=
4
64
( )
3
3
4
27
=
4
64
b)
E ( x )=0
E ( x )=
144
64
E( x )=2.25
P (T )=
P (H )=
1
3
2
3 . La moneda se lanza hasta que aparezca una cara o 5
P ( 4 )=P (TTTH )=
( 23 )( 23 )( 23 )( 13 )= 818
[( )( )( )( )( )] [( )( )( )( )( )]
2
3
2
3
2
3
2
3
1
2
+
3
3
2
3
2
3
2
3
2
3
E=E ( x )=1
16 32
48
+
=
243 243 243
48
( 13 )+ 2( 29 )+3( 274 )+ 4 ( 818 )+5( 243
)
1 4 12 32 240
E=E ( x )= + + + +
3 9 27 81 243
E ( x )=2.6 .
5.58.- La probabilidad de que el equipo A gane cualquier juego es
1/2. Suponga que A juega contra B en un torneo. El primer equipo
en ganar 2 juegos seguidos o 3 juegos gana el torneo. Encuentre el
numero esperado E de juegos en el torneo.
x
f(x)
E ( x )=2
E ( x )=
2
2/4
3
2/8
4
2/16
5
4/32
23
8
E( x )=2.9
P ( D )=
P (B)=
2
10
8
10
x
f(x)
E ( x )=1
1
8/10
2
16/90
3
2/90
E ( x )=1.2
5.60.-Resuelva el problema anterior para el caso en el cual 3 de los
10 artculos son defectuosos.
P ( D )=
P (B)=
3
10
7
10
x
f(x)
E( x )=1(
E ( x )=
1
7/10
2
21/90
3
42/720
4
6/720
7
21
42
6
)+2( )+3(
)+ 4(
)
10
90
720
720
11
=1.4
8
a)
x
F(x)
3
0.1
4
0.1
5
0.2
1
1
1
1
5
5
1
F ( 3 )=
+
=
4
4
10
1
1
1
1
5
5
1
F ( 4 )=
+
=
4
4
10
1
1
1
1
1
1
1
1
5
5
5
5
1
F ( 5 )=
+
+
+
=
4
4
4
4
5
1
1
1
1
1
1
1
1
5
5
5
5
1
F ( 6) =
+
+
+
=
4
4
4
4
5
1
1
1
1
1
1
1
1
5
5
5
5
1
F ( 7) =
+
+
+
=
4
4
4
4
5
6
0.2
7
0.2
8
0.1
9
0.1
1
1
1
1
5
5
1
F ( 8) =
+
=
4
4
10
1
1
1
1
5
5
1
F ( 9) =
+
=
4
4
10
b)
0
491/500
25
5/500
E ( x )=0
50
3/500
100
1/500
5
3
1
+ 25 (
+50 (
+100 (
( 491
)
)
)
500
500
500
500 )
3
E ( x )= 1
4
E( x )=0.25
E ( x )=5
5
1/8
3
3/8
1
3/8
-15
1/8
Para
E=0
que
0=3
el
x
f(x)
1
2/4
-a
1/4
( 14 )+1( 24 ) a( 14 )
( 54 ) ( 4 )
a=
a=5
MEDIA, VARIANZA Y DESVIACIN ESTNDAR
5.65.- Encuentre la media
estndar
, la varianza
2x , y la desviacin
de cada distribucin.
a
X
f(x)
3
1/2
8
1/4
E( X)=(2)(1/4)+(3)(1/2)+(8)(1/4)
E( x )=1/ 2+3/2+2
=E ( x)=4
Var ( x)=E( X )E ( x )
Var (X )=21.5(4 )2
2
=Var ( X )=5.5
= (5.5)=2.34
(b)
x
f(x)
-2
1/3
-1
1/2
7
1/6
E( X)=(2)(1 /3)+(1)(1/2)+(7)(1/6)
E( x )=(2/3)+(1/ 2)+(7/6)
=E ( x)=0
Var (x)=E ( X 2 )E
2
Var (X )=10(0)
2=Var (X )=10
= 5.5=3.2
x
f(x)
-1
0.3
0
0.1
1
0.1
2
0.3
3
0.2
1
0.2
2
0.1
3
0.3
6
0.1
7
0.3
u=(1)( 0.2)+(2)(0.1)+(3)(0.3)+(6)(0.1)+(7)(0.3)
u=4
u( x 2)=(1)2(0.2)+(2)2(0.1)+(3)2( 0.3)+(6) 2(0.1)+(8)2( 0.3)
u( x 2)=21.6
var =21.3 16
var =5.6
= 5.6=2.37
Encuentre la media
1
0.4
3
0.1
u , la varianza
4
0.2
2 , y la desviacin estndar
de X.
5
0.3
E( x )=12
var ( x )=E ( x 2 )E ( x )
var ( x )=129
var ( x )=3
= var (x )
= 3=1.7
5.68.-Sean x la variable aleatoria en el problema anterior.
Encuentre la media la varianza y la desviacin estndar de cada
variable aleatoria:
a) y = 3x+2
b) y = x2
c) y = 2x
x
1
0.4
3
0.1
4
0.2
5
0.3
5
0.4
11
0.1
14
0.2
17
0.3
u ( y )=11
5
2 ( 0.4 ) +(11)
(
2 0.1 )+ ( 14 )
17
u ( y 2 ) =
u ( y 2 )=148
var = 27
=
27
= 5.2
b)
y
F(y)
1
0.4
9
0.1
16
0.2
25
0.3
u( y )=12
u( y 2)=(1)2( 0.4)+(9) 2(0.1)+(16)2(0.2)+(25)2(0.3)
u( y 2)=247.2
var =247.2 (12)2
var =103.2
= 103.2=10.2
y
F(y)
2
0.4
8
0.1
16
0.2
32
0.3
u( y )=(2)(0.4)+(8)(0.1)+(16)(0.2)+( 32)(0.3)
u( y )=14.4
u( y 2)=(2)2(0.4)+(8) 2(0.1)+(16) 2(0.2)+(32)2( 0.3)
u( y 2)=366.4
var =366.4 (14.4)2
var =159.04
= 159.04=12.6
5.69.- Sea
x
f(x)
X
-1
0.2
2
0.3
Encuentre la media
, la varianza
y la desviacin estndar
de X.
var ( x )=E ( x 2 )[ E ( x ) ]
var ( x )=1.9(0.9)2
var ( x )=1.09
( x )= var ( x )
( x )=1.04
( x)=x 4
b)
( x)=3
c)
( x ) =2 x1
a)
X
F(x)
-1
0.2
1
0.5
2
0.3
Y
F(y)
1
0.2
1
0.5
16
0.3
u( y )=(1)(0.2)+(1)(0.5)+(16)( 0.3)
u( y )=5.5
u( y 2)=(1)2( 0.2)+(1)2(0.5)+(16)2(0.3)
u( y 2)=77.5
var =77.5 (5.5) 2
var =47.25
= 47.25=6.87
b)
Y
F(y)
1/3
0.2
3
0.5
9
0.3
u( y )=4.27
u( y 2)=(1/3) 2(0.2)+(3)2( 0.5)+(9)2(0.3)
u( y 2)=28.91
var =28.82 ( 4.27)2
var =10.59
= 10.59=3.25
c)
Y
F(y)
1
0.2
2
0.5
8
0.3
u( y )=(2)(0.2)+( 3)(0.5)+(8)(0.3)
u( y )=3.6
u( y 2)=(2)2(0.2)+(3)2( 0.5)+(8)2(0.3)
u( y 2)=21.4
= 8.44=2.91
, la varianza
2x , y la desviacin
p+q=1 .
x
f(x)
a
p
b
q
E( X)=(a)( p)+(b)( q)
E( x )=( ap)+(bq)
=E ( x)=(ap+ bq)
2
Var (x)=E ( X )E
x , y la desviacin
p+q=1 .
x
f(x)
, la varianza
a
p
b
q
E( X)=(a)( p)+(b)( q)
E( x )=( ap)+(bq)
=E ( x)=(ap+ bq)
E( X 2)=(a2 )( p)+(b 2)(q)
E( X 2)=(a2 p)+(b2 q)
E ( X 2 ) =(a 2 p+b 2 q)
x
2
Var (x)=E ( X )E
Var (X )=(a2 p +b2 q)(ap+ bq)2
2=Var (X )= pq ( ab )2
= pq ( ab ) =|ab| pq
2
2
0.1
3
0.4
4
0.3
5
0.2
var ( x )=13.812.96
var ( x )=0.84
= var (x )
= 0.84=0.91
b)
Y
G(Y)
1
0.1
2
0.5
3
0.4
var ( y )=5.75.29
var ( y )=0.41
= var ( y )
= 0.41=0.64
c)
Tabla De Distribucin Conjunta De X y Y
x\y
2
3
4
5
1
0.1
0
0
0
2
0
0.4
0.1
0
3
0
0
0.2
0.2
f(x)
0.1
0.4
0.3
0.2
G(y)
0.1
0.5
0.4
Z
h(z)
3
0.1
5
0.4
6
0.1
7
0.2
8
0.2
E( z )=37.1
var ( z )=E ( z 2 )E ( z )
var ( z )=37.134.81
var ( z )=2.29
= var ( z )
= 2.29=1.51
d)
w
h(w)
2
0.1
6
0.4
8
0.1
12
0.2
15
0.2
E ( z )=8.8
E( w2)=4 ( 0.1 )+36 ( 0.4 ) +64 ( 0.1 ) +144 ( 0.2 )+ 225(0.2)
E(w 2)=95
var ( w )=E ( w2 )E ( w )
var ( w )=9577.44
var ( w )=17.56
= var ( w)
= 2.29=4.19
E( x ) y E( y )
b)
Cov( x , y)
c)
x ,y y (X , Y )
x\y
1
5
-4
1/8
3/8
2
1/4
1/8
5/8
7
1/8
1/8
1/4
1/2
1/2
a)
E ( x )=( 1 )
( 12 )+ ( 5) ( 12 )
E( x )=3
E ( y )=(4 )
( 38 )+( 2) ( 58 )+ (7 ) ( 14 )
E( y )=1
b)
E ( x , y )=(4 ) (1 )
E( x , y)=1.5
cov (x , y )=E (x , y ) E( x) E( y )
E ( x 2 )= (1 ) 2
( 12 )+( 5) 2( 12 )
E( x 2)=13
var =13 9
var =4
=2
E ( y 2 ) =(4 ) 2
( 38 )+( 2) 2( 58 )+( 7 ) 2( 14 )
E( y 2)=20.75
var =20.751
var =19.75
=4.4
5.23(b). Encuentre:
(a)
E ( X ) yE( y ) , (b)
x\y
1
2
G(y)
-2
0.1
0.2
0.3
cov ( X , Y )
-1
0.2
0.1
0.3
, (c)
4
0
0.1
0.1
X , Y
5
0.3
0
0.3
(X , Y ) .
F(x)
0.6
0.4
en la figura
a)
E ( x )= x i F (x i)
E ( x )=1 ( 0.6 ) +2 ( 0.4 )
E ( x )=0.6+0.8
E ( x )=1.4
E ( y )= y i F( y i )
E ( y )=2 ( 0.3 )1 ( 0.3 ) +4 ( 0.1 )+5 (0.3)
E ( y )=0.60.3+0.4+ 1.5
E ( y )=1
b)
cov ( X ,Y )=E ( X , Y )E ( X ) E ( Y )
E ( X , Y )=( 1 ) (2 ) ( 0.1 ) + ( 1 )(1 ) ( 0.2 )+ (1 )( 5 ) ( 0.3 ) + ( 2 ) (2 ) ( 0.2 ) + ( 2 ) (1 ) (0.1)
+ ( 2 ) ( 4 )( 0.1 )=0.20.2+1.50.80.2+0.8=0.9
cov ( X ,Y )=0.9( 1.4 ) ( 1 )=0.5
(c)
X , Y
E ( x 2) = x i2 f (x i)
2
2
2
E ( x ) =( 1 ) ( 0.6 ) + ( 2 ) (0.4)
E ( x 2) =0.6+1.6
E ( x 2) =2.2
var ( x )=E ( x 2 )(E(x ))2
var ( x )=2.2(1.4)2=0.24
X = var ( x )= 0.24=0.489
E ( y 2 )= yi2 f ( y i)
2
cov ( x , y )
0.5
=
=0.3
X Y
3.010.489
1
0.7
2
0.3
y
F(y)
-2
0.3
-2
0.21
0.09
0.3
5
0.35
0.15
0.5
8
0.14
0.06
0.2
0.7
0.3
5
0.5
cov ( x , y )=0 :
8
0.2
E( x )=(1)(0.7)+(2)( 0.3)
E(x )=1.3
E( y )=(2)(0.3)+(5)(0.5)+(8)(0.2)
E( y )=3.5
E( x , y)=(1)(2)(0.21)+(1)(5)(0.35)+(1)(8)(0.14)+(2)(2)(0.09)(2)(5)(0.15)+(2)(8)(0.06)
E( x , y)=4.55
2
0.06
0.14
3/8
3
0.15
0.35
5/8
4
0.09
0.21
1/4
f(x)
0.3
0.7
E( X)=(1)(0.30)+(2)(0.70)
E( X)=0.30+1.4
E( X)=1.7
E(Y )=(2)( 3/8)+(3)(5/8)+( 4)(1/4 )
(b)
Si son independientes
(c )
E( X , Y )=5.27
Cov( X ,Y )=E ( X , Y )E(X ) E(Y )
P 1
1
2
2
P 0.75
5.78.-Considere la distribucin conjunta de x e y en la figura
encuentre:
a)
E ( x ) yE ( y ) .
-2
0.05
0.1
0.03
-1
0.05
0.05
0.12
0
0.1
0.05
0.07
1
0
0.1
0.06
a)
E( x )=( 0)(0.30)+(1)(0.35)+(2)(0.35)
E( x )=1.05
E( y )=0.16
2
0.05
0
0.03
3
0.05
0.05
0.04
b)
(0.3)(0.18) = 0.05
0.054 = 0.05
no son independientes
(0.30)(0.22) = 0.05
0.066 = 0.05
c)
Z
-2
0.05
-1
0.15
0
0.18
1
0.17
2
0.22
3
0.11
4
0.08
+( 4)(0.08)+(5)(0.04)
E( z )=1.2
E( z 2)=4.67
Var (z)=4.37 (1.21)2
Var (z)=3.21
= 3.21
=1.79
0
1/16
0
0
1
0
4/16
3/16
2
0
0
3/16
3
0
0
0
4
0
0
0
f(x)
1/6
4/16
6/16
5
0.04
3
4
G(y)
0
0
1/16
0
0
7/16
2/16
0
5/16
2/16
0
2/16
0
1/16
1/16
4/16
1/16
b)
E ( x , x )=
cov ( x , x )=E ( x , x )E ( x ) E ( y)
cov ( x , x )=5.41( 21.7 )=0.85
( x , x )=
cov (x , y )
x y
( x , x )=
0.85
( 0.64 ) (1.7)
( x , x )=0.89
5.80.-Se seleccionan dos caras al azar de una caja que contiene
cinco caras numeradas 1, 1, 2, 2 y 3 sea x la suma y y al mximo de
los 2 nmeros sacados
a) Determinar la distribucin conjunta de x e y
b) Encuentre la cov(x,y) y (x,y)
a)
x\y
2
3
4
5
1
0.1
0
0
0
2
0
0.4
0.1
0
3
0
0
0.2
0.2
E(x )=3.6
E( y )=(1)(0.1)+(2)(0.5)+(3)( 0.4)
E( y )=2.3
E( x , y)=(1)( 2)(0.1)+(2)(3)(0.4)+(3)(4)(0.2)+(3)( 5)(0.2)+(2)( 4)(0.1)
E(x , y)=8.8
Cov( x , y)=E(x , y ) E( x ) E( y)
2=13.8 (3.6) 2
2=0.84
= 0.84=0.92
E( y 2)=(1) 2(0.1)+(2) 2(0.5)+(3) 2(0.4)
E( y 2)=5.7
2=5.7 (2.3)2
2=0.41
= 0.41=0.64
( x , y )=cov (x , y )/ xy
( x , y )=0.52 /(0.92)(0.64)
( x , y )=0.9
DESIGUALDAD DE CHEBYSHEV
5.81.- Sea
estndar
y desviacin
P( 3 +3 ) .
Por el teorema:
P ( k X + k ) 1
1
k2
P ( 3 X +3 ) 1
1
32
P ( 3 X +3 ) 1
1
9
P ( 3 X +3 ) 0.888
5.82.-Sean z la variable aleatoria normal estndar con media
u=0
y desviacin estndar
P(bz b)0.9
1 1/k 2=0.9
0.1=1/k 2
K= 10
b=k
b=10 (1)
b=10
5.83.- Sea
estndar
P ( k X + k ) 1
3).
1
2
k
P ( 01.5 k X 0+ 1.5 k ) 1
1.5 k =3
y desviacin
estimar: P (-3
01.5 k=3
=0
1
2
k
k =2
P 1
1
k2
0+1.5 k =3
1.5 k=3
k =2
5.84.-Sea x una variable aleatoria con media
de
11/ K=0.95
0.05=1 /K
K= 20
uk=65
70 20 =65
=
5
=1.12
20
P ( X 120 )
P ( X 75 )
u=100
=10
a)
y desviacin
estimar:
Datos
u=100
P (uk ) X (u+ k ) 1
1
k2
uk=120
100k 10=120
k 10=100120
k=
100120
10
k =2
1
=0.75
(2)2
P ( X 120 ) =075
b)
P (uk ) X (u+ k ) 1
1
k2
u+k =75
100+k 10=75
k 10=75100
k=
75100
10
k =2.5
1
=0.84
(2.5)2
P ( X 75 )=0.84
PROBLEMAS MISCELNEOS
1/8 si 0 x8
f ( x)
0 en otras partes
Encuentre:
a)
P(2x5)
b) P(3<=x<=7)
c) P(x>=6)
a)
A=bh
( 18 )
A= (3 )
A=
3
8
b)
A= ( 4 )
( 18 )
A=
c)
A= (2 )
( 18 )
A=
f ( x )=
de la variable aleatoria
1
si0 x 8
8
0 enotraspartes
P( X 6) .
0 x <0
1
X 0x 8
16
1 x >8
F ( x ) esiguala: 0 six< 0,
X
si 0 x 8, y 1 six>8
8
Kx si 0x5
f(x) =
Kx si 0x5
0 en otra parte
Evalu k y encuentre
a)
P(1x3)
b)
P(2x4)
c)
P( x3)
A=bh/2
1=(5 k )(5) /2
K=2 /25
a)
f (1)=2/25
f (3)=6/25
a=
a=
( 252 + 256 )( 2)
8
25
b)
f (2)=4 /25
f (4)=8/25
a=
( 254 + 258 )( 2)
a=12/25
c)
f (3)=6/25
f (0)=0
6
(3 )
(
25 )
9
a=
=
2
25
-3
1/4
2
1/2
6
1/4
1
1
1
F ( X ) = 1 ( x+ 3 ) + 1 ( x2 ) + 1 ( x6 )
4
2
4
x, y ,z
variables aleatorias de S
Z = (x , y ) entonces
E(Z) =
( xi , yj ) h(xi , yj)
i, j
X =Xi , . Xn
Y =Yi .. Ym
Z = (x , y )
i,j
E( Z)= Zg ( Zj ) = Z h( Xi , Yj)
h ( Xi , Yj ) Z= ( x , y ) h( Xi , Yj)
E (Z )=
i, j
1
0.1
2
0.5
3
0.4
E ( x )=2.3
= 0.41=0.64
x\x
1
2
3
F(x)
1
0.1
0
0
0.1
2
0
0.5
0
0.5
3
0
0
0.4
0.4
f(x)
0.1
0.5
0.4
-3
0
0
0.4
0.4
f(x)
0.1
0.5
0.4
( x , x )=
cov (x , y )
xx
( x , x )=
0.41
( 0.64 ) ( 0.64)
( x , x )=1
x\x
1
2
3
F(x)
-1
0.1
0
0
0.1
-2
0
0.5
0
0.5
x0
demuestre
( x , x )=
cov (x , y )
xx
( x , x )=
0.41
( 0.64 ) ( 0.64)
( x , x )=1
1
0.1
2
0.5
3
0.4
E ( x )=2.3
= 0.41=0.64
x\x
1
2
3
F(x)
1
0.1
0
0
0.1
2
0
0.5
0
0.5
cov (x , y )
xx
3
0
0
0.4
0.4
f(x)
0.1
0.5
0.4
x0
demuestre
( x , x )=
0.41
( 0.64 ) ( 0.64)
( x , x )=1
x\x
1
2
3
F(x)
-1
0.1
0
0
0.1
-2
0
0.5
0
0.5
cov (x , y )
xx
( x , x )=
0.41
( 0.64 ) ( 0.64)
( x , x )=1
-3
0
0
0.4
0.4
f(x)
0.1
0.5
0.4