Title | IEE 380 Exam 1 Review - Lecture notes 3 |
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Course | Probability and Statistics for Engineering Problem Solving |
Institution | Arizona State University |
Pages | 3 |
File Size | 98.3 KB |
File Type | |
Total Views | 143 |
Lecture Notes...
IEE 380 Exam 1 Review 2/10/2014 Definitions Random variable: a variable whose numerical value depends on the outcome of a random process; a random variable takes on a set of values each with an associated probability Discrete random variable: takes on a countable, finite set of values (integers) Continuous random variable: takes on an infinite set of values Probability mass function (pmf): gives the probability that a discrete rv is exactly equal to some value Probability density function (pdf): describes the relative likelihood that a continuous rv takes on some value Cumulative distribution function (CDF): gives the probability that a discrete or continuous rv is less than or equal to some value
pmf/pdf CDF E(X) V(X)
Discrete distribution p(x)=P(X=x) Σ(all x)p(x)=1 F(x)=P(X≤x)= Σ(from low x to x)p(x) =µ=Σ(all x)xp(x) =σ2=E(X2)-[E(X)]2=Σ(all x)x2p(x)-[Σ(all x)xp(x)]2
Continuous distribution f(x)* ∫all xf(x)=1 F(x)=P(X...