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Page 1: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

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(o o/~ )',e. y-= h(X) ~ ~ e \e hex\ ;: 1 [X ) I J.

. Let W ~ mqx(o, X-1)

: W.e s:ee + ~ ct-f Y -v f3 F Rli .J avtd ''V\1 ts .l hE>i+h..e r dtsc...reie rtor co..., -1/ v1 u Cl L.{_S) i + is l_e ro v..--r'-1-t,

;j prababt'!d_'j i blAt Cov'\di1t'oVl ~ r OV\ w /0' if hqs , , a_ ()NI F ( 0 1 1) d ts-fr; b~.~...f,'oV1.

h'Vtd 1 ha.-f :JOt.<

10

. I , I a..c>

-f-'-'e de~ivcd,ve o~ Fftv'(vv) qV\d hu-1-"E>

N.oT Jef q dens-ify f'-'"'~c -fie.-,- i-f /0 -f-eJr-q-f E'S ia

fvi_.>tead o-f j_. J_ II ;Z_

'+

; 1 Tht q hovE> ex a. lhff l'f..S 5 ho~v f~ ct--l vve- Y/1L( sf

.. be .5o VIlle ~ h.ctf c ct LC--J i o 4. 5.

Th~ Jllexf VVte-/0od t's f~~ -f-rcu-75 f-oryV!~/,OV1 t11e-fho cl •

. Let Y = ~{X} _ '1!1.~-- G..S5<.JfYt.e. ____ h _____ _,~s_ ______ Q"J(; ~ +o- ov1e •

. . ·tNdJt:' . thctl i he vtas·~

< , ,-. •

. ; vt5 1 J i r (411\.S ·\C)t ~ .,, q ·i i ovts

e~o ·~l'f k rt bove .. ·' ~ .• c <.. < ~-,,cc /V.:-t• .. yc)l --

c. avvt e "\-~c>W] 1-+o- l

•o• . .,,•v•»•_,._,._ ••• "'• "' ~.~

• j

I ·t ~

Page 11: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

ll

. : 1./e. ~,'/( L{se itt~ no lct 'I (j n -~{x) C?c.v.d htx) it~fefchq~qbj ,. LJheV\ }} = h(x). Also) X(j) will be used i.rJ

. p fqc e. of h-{:J) ~bert.:e v:er _ .coYJ.-v.evtient- (aVId h_, exis1s).

Tneo,eV"'' .. Tf X Is d/scre-le 1

{ 6. 3, I) .. the" fy(~) = fxCx(:~)) • Y~ ~{X) J avtd )1 ,·s I -+o- I

.. EcruivalenljJ fy6) = +x (h-('j)}.

Proof: f y(~l ~ IP(Y ~ y) :: /P( h(X) = J) = fP (X: h -(:;)) = !P( J= x(:;))

Exq~le.:. Le{ X""'C:SF(](p) (6. 3.1)

So fhe~-1

=-fx(x(j))

flx) 1'-p~/p

0

x: 1;'2,,.'

0/"-'-'.

L e i. '( = X- I. (\) 0 _, e f h C( 1· y Is Cl fie V1 a Is Ci c q I (ed

.. jeaMefr,·c. If X JS" the rl(/ntber o-f' f,J·qls t..~Vlf:l

.. Q S c.t c c. e SS"', t h f' VJ Y J·s -f he rJ v r"l be r o-F' .fc:t; /I.-{ U? s betc;;~0' ct 5u: c ce 5).

J3j the q bovP fi1ec(' e vvr / ~e. hove fy(j) .::- tX( 'j'~-IJ

=(;(1- \~ ~ p ) p :J ::: 01 1/ •••

( () 0/vv 0

'

Page 12: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

""70--------------------· -------------------------------·------·-----------------------------~-----------· _______ ,

-------------------------------·------·----------------------·-------------

--------·---------·--------·---------------------------~ _ {h)J};i~ (A)~---f9 -u a A.• £I i ---------------s-~~--V'CY.'T~-u,-s-----r-s-15!;1A _____ 1}1:rr· -·~, ':J ~f CJl ) s.~ r _H _____ '0 :> Q_j ; ,

-----.---~-------·--·---···---···· -·-·······--------------------------------·-·-------------------------------------------~------·---------·-

·····---------------r-r-,r~-0 -------

-----------------·--v~---fi• (J-1)-T} -(t~q;5J "'-wAr snu ________ Et_ __________ ---------------------------------. --------------·--

---------------~-----·-·------------------

----------------·----------------------------~--------------~ --------------------------~-

·----....---;----------------------------- _..._,7o ____ -------------9

··-·----------------·----------------------d---------------·-----------------·------------------------·-·

--r t x ---=---r;:=__==rh,a;::::_,~? ==;::::::;' ;::::::+f_= ----------______________________________ \._I_>!] ______________________________ -·-·-··-··-------·--·

I :::-1-

···------------------cJ f:d-=ij·;;--~\x)>£ -<df"'dt;<"A<J:> of pa.::Ju--~K--------I-.:f ..-I _ I I

-------------·-·------------------·-·---------------_______ fx_ . -·---------------------------------------------------------------------------------------------------

~(1+93 ~-r+h ~!)d/:; (h 7 1-l)JJ: (f:;JJ(}) _wy------------- ----·---------------------· ----------------.. '-----·~·----·-· --

Zl

Page 13: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

L3

3 p ( /- p) !j = 0/ L/ 2 ;'·· .·.·. ·

'1 0 C?/S/ ..

As we h C( v e s e E: t1 _, o Vl e Y'V1 e f h o J VV~ ay he

, eQSie' fhaVI fVIe o 'fh e r dt-peV~ cf,-""J o~ fAe J,·sir;"bv~fioot1 of X) fhf !rctr's{~f~"''"'I/()Vl h) aYld

vvhaf /s q/rear!.J kvtowV\,

TheoreVV\.i Tf X /s c.aVJ41vz(,-lous, Y.:::h{X)) q.,.cl h t:S 1-fo-1) (6.3.2_) ., -/hrcYJ fr(j)= fx(X(:J)) /1:; X(j)/, «s lo"J as ij XLJ) '5

•! Con-L'vtt..tCIVtS q.,-.d heve\ ~ero C)V) (3::: l.~ I fy6) >a]. f3 CaV1 a lsc be v-.--r~-iif'V\ qs g=i_h{x) /fx.0) >oj ..

Proof: ,, 8ecause dd x(';1) \5. C.oYI~'\'to.{c,w.s Q'VId YloV\-:Z.t"'co ClV\ £3, j

,, x.('j) is rvzovt6-lo¥tic oV1 E . • j

. : We hJ ,'/ r p r d V("' f h.e res L-r If irder vet l.,

wltel'l h . ' 15 Jrlcrea5-,Vl.J·

.: C\nd B •s ct.V\

';

'I We u 5e 1 h. f' c el-f VVl e -u," d:

:: FytJ) ~ !P{ Y ~ J) : 4~(i..(X) ,_ 'J) "' /!'(! !=. h "(~)) = f( 1 ec x(:Jl)

. : = Fx ( X(j}J -f'o r j ~{3. (I-f .J ~ S J the~ F;(.J) e l_o, Is a.,J ty('1)=0)

. : Thv.5) f yC:JF fx (x(j)) . d~ x( J) = fxC X(.:t)) f:J X(j) /.ib EB].

'. i We.ve t-t "

.. ~L~~~· .sl'_)h+G c.heaitd o.v-. The praof. T -f B \5 Y'l()-f ~VI

.. ~L~J V.f.~tJJJ +heY\ )<(j) .. _!Y}3:;} ... JJQJ h(; Y\'l.Q~O .. Jort i c_.

i11 fervet {

Page 14: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

-·--··-···---·-····---------------------·-------~-------·-·····---··-·--------······

Q

1:rc-fi~--f---~~ dq :_ T>r31i1Tt/0~bo//f = (h)lj-s-0'11 T' ······· ·-· ····················--( -w·::·-\-h·}~t) ~~--------······-·····---------······ ········ .... -----·····. ---------------------·--------~-----

"'Z. --·····-·------·-· --------------· ... c-c:o+vT-=~----·q-0 --"d/! :~ro" ,-:)-i"d_f___ lJ"ld"~--=-~ArriA··-···--·'sn~:::r

-----~1-T~----~,t -t;;~j"JJ]Tp·---s.,---"'1-TT"~-----(-~Tfio 1-= -rh"J:~-q·----+10'1~[--dt (57\T----------

---________ ... ( '1..--D-t"'H ]\''r~sC:J1·-;;_,·-;----J·o--·-frTTi/r"dp--·a-rt1---piAfJ-~-----··------------

~~=--=~= ==-: --__Z~!=:!~-• -rvo-J,~+ni_!f\1_-:__x__ =t~~= :~-=~~~-... -----···-·· . ·············------·······------------.-------{----. ---··-··· -···--···------·-------·-·····----·-· ----------------·-···-···-·····----·-~---.. --· -· . ·---···--· -..... .

I:;-h o

------------------·---------· -----·---------· -·-------------------------· -··-------------.-f~dW·-·-vrrT!FoT:v.~o}-sT11ETf_, ---------·------------·--·-

--------------····-------:itt+·------:ds-n·7v-rm;r·---Of'1-------·e-r-· z 7 --~-wr-1::>)(3) pol-Jf Jw ----·-----------

--------J-F=' -drfr -t:~--J7sn "''""'J d--f:rv)y F"' '"T-;,!"\·~----------

----------------------····-----------------------------------------------------------------·-· -------------------------------d :::-_A ---··--cc-:t--=-;) l------· ---------·-···----------------

-----------------------------------------------------------------\Xrr;pm-3 c:t s lA bJ +--a-Tr+·----1~

$ ·' (h )X ~'P. fb'1 + dt-ON

hi

Page 15: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

Is-

E~q""ple; ·: Lei X~ PAJZ(I1 1) So -f h_OI_ic . to<) = ( cdx y~ )(/()

Theo\e VV1

(6.~.3)

Roof:

0 0/~

. Le -l Y = l D_J /X)

.. \hen h -(j) ~ e ~ / \..-../hie"' IS J,·-r-rf'reV?~,-q.b I~ ~,v,'f~

.. noVJ- ~e fO C OVl 4-,oVl !..10U.5 · de rr r'va -le On [S = /R •

.. Thvs . . -fy6) = fx(e ~J e:; ~ ej

Q-;_ e~y· .

. ' r-t X is Q Cor'ttlvt UOI-<.5 r. v,) fhen F(X) 'V UNir:-(0,1)

.. We prove? tl-ie rest.< I t o,.., ly , ·t'\ inver-1,'JJ/e. •

fhe S"fec,"q ( CCL se .. llv'~ere. F i.s

• i

· Let U ~ r:(X).

. ' TheV1 . '

0

FJ'")"' !P(FfX)~ -.,) ::.jlf( X =p-·(~) \

4 L6J

4. ~(01 t),

u.. z. I •

,;Sivtce F curd he_v.tce_. __ F-' a.r_e Vl10v1o+oV!ice~l&- /Vlcr~g57':J·

·i u 4 _£-0/

. ::: ~f( F -[4)) = u. u.. ~ {o,') 1 .l 1 j . ____ L{ Z. l •

·A--

Page 16: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

-----------------------------------------'"'"? / o------------------------v-~(-----------------------------~-------

---... ---·-·-·· ... '02 -~ -· ·· ······ · c~/o h-)~ _ · (~/,h) ~I -~=-~=~-=-~-= ~ ... ~~--------~-/·;;~--~ r~;<~;;,~-id-~-v~~ .~.r2~~~~=> ... -··· ..... --------3--c;-:s;-p-.;;-----vr----f5-o·qr·;;;7;;;;~--·---c;.-r::ri·;-v~::t:rr

5--~-,"A-"Pr-r. -----~~lrr·--·--as-rr--~r-----?"Vfvq--------------------

---~ATBC>l----ll17VT___ -d~---J-~f-b~r-------·t::>oqt.;; -Vr/1----]-p--.,-----------:;;)o/f-___ asn--7TT;:;~ ------------------------------:;; -.., --·-o:s ---------~-[h.,.r=-;-·-·-rxc·-·---,;-=ry·-:::r--+uu----s~r---11 x ~XJT{___ -----------------------------

---A Jcs·-----~~_-rs-t1-~-r----dlff ___ P~8---------------------------------------------------------------------------------------------------------------------p-h·x-~~r-----7J1 --_ ----------------------------

---------------------------------------------------------------------------------;-c h ' ,_) ~-rrrn-~x----1-·a·=r-=~;3-~ ~;(~----

-------------------------------------------.-;;1 d wr-o-x.d-~~ j o vtr--~-lilo ______ ----------

----------------u-p··---~Fefr··'si.Xffj r--~ ~1-A:IDj-~iU-f-+-\Xf<R---{)t-VP 0 ,3/\01/!/f-~-d~JOJ~-------------

----------------------------------------r-uv'l-rf<rr:rrs-yp·---(r,.o}:rrr,rn ____ ---1)---'JF ___ b v _, p J (J :J :; o -----------------------

------~--------------------------pFor)·---fu_~f~-s~!Ad-15--~~JTj---kq--v-orrnrr:-Jrs?fY-kl-1 o-----q_----------------------------------hrp-"JOY5o----i5+'or-·d+~TcrtrdG---of :s n Sl '10/J b 1/ilfdTO"dlf+-~ ~------------------------

----... ?J(Cf-.']-sa/1-u~t --sT ________ -;j__ -J:i------;~-.=1 :::-9-1-b '1~---dt 9f\T~---------------------

----------------------------------------------------------------------·-s---dS_T7--sax-a··----s15 ___ +Jdr--J-cuj~r---_ --------------------------

---------------------------------------------"=i rv ( n) 9 ;;: r UJ '1_j_ .. ------[h-~~-9)

--------f:_J"o)3J.Nn -v n P\AB tcx).:f-:; nTx~ U!\AA = (n)~ +dl lMJ.)?Ja~l

9l

Page 17: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

' ----------------------------------------~-------------'"-. -----~---·------------

---------------d-------------\:AO!)PwdJ314Prr--ddq·r--j-0 ab'V1b:J ~r :3~1\0 ---------------

------------------------------------------------------------------~--e---------------------------------------------------r-+-------------

------------v·y~--=~-ov·--y.s\,.11;:5 --··-s-Y\-on-\11-,iF\Ao-")----->' ~1~----------->--o----f,-vvr--> v ----~-------------------

-~· -~x ~ __ "Xe, ________ _

- -------!A-o~~--w-5'JS7TfjTr--a11r--tr;5____ ------------------------------------=-----=-------hf _____________ ----------,.. -----------------------. ... ?;-flAO.JHd'jf-_.,t-~ ~ "'!::-; ;-; n ~!t -'~ ~-(1\)J<\: d > ay "'\ ---· -

'-. '-"

--------------------------7"1/ 0 -----------------------·-·---------·-------------------v---. ------------------------------··-----------------------------------------------r·-----c -~---------------------------------------------------------------/-.7 ------------------------------------------------------------------------------------

~-. h "!l 3 h/£-h T · ~ -------------· --------c··----r·-----h -------··---------------.:s---------------------1=;--·~------------------------------.-------· -----

1 0 J ~ /-,~ _ !=. • ~ • 1 + it;. _ h 1. t = -··--------------------------I_ ________________ . -_____ £. ___ -

------------·--------~-------···------··--------------------·-------------------------------------------

/o 9

t1

Page 18: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

Theo\e WI ·I If A ~~ disc,ei e 1 Y = J..(6) 1 ct~ d ~ t' s -~ ~fa-:- .1. ,

(6. 3. 5) ·; t~ eY\ fy (t'):: tx(!(~)J - -

P\1lo-\: : .tyi'i) ~ lP(Y = ':l) = tf(h(K} = ~) ~ JP(1"' nY)) = IP(K =_ !!:_(t)) .

~ ~

• + = tx c~c;t) J. Q

·!

..

18

Proof of ~~3. 6 = Le +- '8 h~ . i ~e 1a Vl) e of ihe {rqnsforVI-1q{o..,

. . . i • j

• !

i .. 4 ~

••

•·i

• i

~ ~

. .l

' . i

.. • i

h 61'\ J. le i DC. [3 • Le+ C· be. the

pre lwt ctJ e of D LJI(ld~r ~ : <=-= f! t h(!) E; D J.

T~e VI 1 rp((~ D)"' j ... S fyc'!.) d~, dj. ,,, d:J,. --~ .. bt

= f(!. 6: c J ::_ L. s~ {i) b. dk .. ~d.t., c -

== t . .s fx(:(~ )) c1:tl dd~ ~ 1)) 1 dy .... dJ~ D

by a. cku::tv:Je- o1'"' V~f ~· q1/es ~;:: h~). D ...

:I+ eql'l be hel~tl.l[ +a .do t~~ p\"oo-\ in iitis wa.J .. +o\ Cl t..<x!ivc;:cr ;~1i2 . +tq6''\.$"' \o~·vvl c{bon .f,,,s:t ..

.. ... ~.

Page 19: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

•rv,;o

"0( "h _:_z:h 1 ()~ 'h ::LI

"'" _,..__,. ~--~-... --...... -~'"'

r-

0

bl

·-. zF.e -zx f'

-"Zh e -...__

'xe

'he 'l:xe

'r, e ~e ---(. h7x f( 'xe -

'h-"Zh =C~;-zx

'. j •

. .

'' I

..

. . • i

, .. t.

i ! ' i ••

'h =l~)'x I· ;

'.

'.

ta1 t J/ :a,JJMa:>X:1

Page 20: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

oz

9:;

0(

0

.. t ~ .. j

!·•

1'

'.

lll ,;

_ ·hr <·~ "~J ,l~s) = ( ·htA ~f' r -~

'h 0 '.

'h d - 'h--

. ;

'Jl

:::: -..~:? ('h ,.~,, '/11 j = NJ'A_r

••

Page 21: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

. _,....

\Z

0/o o

= ( ·h "r.) A 'A J-

[: "2

~h + 'h = (~')(

/(~:e)~dp/ (1F,yx '(~/'x)A''3-:: (•!?·t;);{') ··

, (~J.t'h) ;..;'/;.{l J fv1!j

(1)dX3 p:!--v~/~ ---·-------.... 7Y.; 1x :: -z ;\

~-=:f:::;{

Page 22: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

L -------. -------<; V ~-< o 'f J'' -;J,-i;;>:;; ;.--it ~ ,-(h)d <u -~ ('A --. -·---------·--·-····--

------------------·--···--------·--. --------------··-------------· ------------------------------------·····-·· ·-. --. ----------------------------------------------------------------------------------.. --------------------

------------------· ----.. ·--....... ----------------------------·--·-------~----t.J710 <d---,x0---·-------------·-· ··

.. -· ... -------· .. --------,.-=-o-r=l-----sr ~ -t-0'1+ -"tf"Jn-s; ------...ty---n-r-L'11-'-t-v-----s--r~scrn-~--.. ----------.... ------------. --------fvt:«Jf'3rrs-------·oF~---v-·--o-o:rr.rJ..,::rcl· --o:r----;jrr:Ts sod -----v ;;ryo--->1 + J_ ------..... -----------

·fo ( Cx<j=J xr-=v-· -------·-·--.. -

--------------• afu b--1 ~ !1-f. f o /4 %>ptA~(;) q aq f of dow ----------------

-· --------------. 7?'17'f.ij'_(~ b 1M :1, :.S Ubj f "S"I"tD h U/"f HO:; ----'t) J Q/) PI 1'7 /' {1 '/?VI 1

·--------·-----/hFbty;;-rro-----:.:J'Dit------z.;;;fJfJ:/;.;_~Jr----o..l ... __ TI DO/. bWfJO · SlilbJ.f . ~+ To ·-----------·· q ~ -r -v · 1-I · ' · ,.. J ~'/-v . , . ,... r'

-------------· ~b~bJ O>Cf+ OSI'i!w.J<3fop o+ A S7Vi h'Sb;; M#o +10·\ft::--~for:J-----------------

-zz

Page 23: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

Z3 ,--·

Exq wrp/e.; 5'-'~fpos~ )( 1J dis c..re -1<- t....-J,·-;~, f~l = j ~ x~[-21 -l;s ;/ zJ cJ/v.

let Y-= X 2_

The" f r('l) = -f/ x(•)( 'i) J + f~ (xi'\('i))

VvJ1ece A,= lo/ I, zJ A~ _:: j -z I - I J

ih><s fy('t)=~(z) rfj-z) ' . !, $

- ?- ~- -?-- J . )

::: ;y5

" \ .,1 . /T S'Y¥11 q \ _; ,• '. -_. . -if

CXil?t-rf,a •'1 CXl.5 t.5 vv ~e V)

.. r ~ ,.... I ~c (~) ) I

.Ty&F f~U'b:Jl)· Jet~~ "M

A' ' I • 15 Covt'IIV!WI1U.S:

.fo, j C /3

. ,Tn ,·5 Cctf'l q /so erfend ·lo J o~·v, .. :.

.. t'n ihe ohv/ouy J...vQ..~I../•

_1 ,...., • •

trCft75":drYncr lto;ns·

- ~/

~x~~ple ., Lef X--- UNLF(-1 1 /)

( 6, 3 0 8) . y = 12-, A~ =-(--II a)

A l :: [01 t) x('b):: -6

.xz.)(j) ==Jj

•· frr1)~ ~(-Jj )-/-tJ-~/ + ~(oGl '/-b-y1 = ~· ~be(o,1)3

{o, ~ f (o1 1)

/

Page 24: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

~ \ '?~h t~i~--T-r--;------------·--·-·· ----·--·-----·-·---·

--·ioz-tt:~-r-ro·z-cr~--~T ~ot. ·C::~1"-r _J ~-------------------------------------------------·---·----------· -·-·-·-·---·--·----·--·-···--·-··----------··· .. ~L ··--··--·-·-·---··--------------~~----· ···--···-----· -·----

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. _ ... .. -" Al.s_o ce c..c~/ L _ ±.h..d _a. mo "'-"-Bj_ __ :J.f:_n!'.Ls:IJ.,~ ... _ .... _ _ _ _:f.u ~'~ clii!!t'_ .. Lli1Lf; ue.Ly-- _d_~ it: s t>? ;_,L es ..... the. __ ct _ _s: 5 o. cj_g{e J ...

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P-'-""'L _____ 1{:J: E~--) ~-- F 0;(e_ _ --:_ 1J f-ie. .. t· ~-1 L-1

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Le-t: Y:::X, t-V Vv,'f 1- V ,_ BIJJ(n ~) ··-··-·· .. ... L .... ,6Z. -- __ Vf It-- ... - . I

X'- ~ BIN( Wll ~) As5 !AIM(? X,/ /z q t'{" iv1 d{-fE- ti/dr::· 111i, n

lhe"' ;v/yftF ;11/X {t) 1- (-!:.) =- (t c/' +(1- 3)) 1 l ~(_ ~e~ +-(/-j)')M

_ (1-_ -t ~ ) n+ VVI 3e +~ """ f3I N (_ V\ + M/ ~)

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ExcrVI1f.IE ', .. I-t xi/ Yz.. ct\t'

( t. lfS) ..

fvtdt:pevtJ.eni vv;-f~rt Y, /V Poi( s)

X._ .A- Po_r_(t=t)

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-- (s-+l"7)( e ~-1) e

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ExaWlrt~.= r~ X, ,x"l.- ctrf' !'vrdfpt~-1dfni VV!'f"' (_t,!,{,f) "

X, AJ N (~-t,, cr, 2.) x"L-,-v N (~l.,az. 1 )

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He ... f'/1/,t{.._(t):: !'1y,(i\l1y,ft\ -~~ -t +Oi?-t;z Pz. t + trz.,.-t.-/z.

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.. __ 2<:-tppQ~e _______ xi_~-~--~ d _____ L_ .. ____ _

'vJe CaV1 t~;vlk qbov-1 X X ; . v as -··-······· ••.• ···-······. •••••••· -· ···-···-··· ····-·--·-·-· ------ • -. • c I 1 ·-'---/- . .._ f ~ .....

___ 9::c __ _ _ _s.ctw..p_k____ -~±_ ___ _ SL=L e _ n _ t .Lo ¥""" .. _ . -~- . _ -)?of LL/Y.L oYl _ .

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____________ __ _H_Q_~~y_e_r1 _ _w_hf:_v'l _ ~t0e ~i~e Qf j_b__e_ f{)fi.~la.i·aVJ ~·s

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_E>fq_~/e ______ C.oJIJ~LJfL __ g f-Gf~.tl:r/t'rh'l ~f _ ~~ _ _b_q_l/~----__ b_Ll __ red ___ qytc{_ _hg_l_f :b I ld e,

_ -~ _ :}_9_11Y/f& ..... --~~-_-lhQlf± __ cep.lq_ce_VVL f v~-{ _a_~.~..d_ _ le~ f ______ it_: ~----L .. ____ Lf __ Jh.~ ____ _t __ ~---···· b C(_LL. ... Ji__ /Je>d;/

. --- l_ (] _______ __ 0_/'J,v q ....... .

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··· _ _ _ __ $2_.-v}pl~ . ~rvi -Lh C~flqce me VJd QLV'Ld ... If'+

~ ~ fo i ~9L:h,e ·+h L-.-- bq If 15 Red/

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rr(x 2_:: 1 / x, = 1) = ~ ~ ~ c: IF (X._" 1 l 5o Xi.. r5 a 'f' llloi ,·Vl c:lt-p-tv·cLt:vtf r h~-f

. f {Yz 00 / / Y, ;: I } oc i : fP (( z_ " \ I

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.. fJc;wl eo"" 5,· d €, 0- f of w I Q_ I t'uV' (.) -f s,'~e- l.n.

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___________ _________ _ ___ bb_±e___ _f_k_(J_i_ ______ ~ _____ _i_..s _____ ~ _ __ Cql'ldovY~__ __lLqs_i_a_h__Le__. ______ _____ _

___________________ ___ I~---fca.ctl c e 1 .J .• -~ h~~L____ _ ~e __ _ i_q_ke ______ g___ ---S~fLe.1.

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_ __ _____ _ ______ Q~E:t -~_f? ___ ±C?_ss the co,'v~ (_;-£ .. ;-t .:Jg_~_<..h_Q_I') ____ b~-qJ~) _____________ _ ±-1 &::>lA \_,o 1_,·!1 I et"P '>~ ::;.l ------------------- ·---------- _.____ -Vl~L-2 .. ______ Jl_\L.\:_ _____ . ~L. _ _ _. _ t:\ ______ _lL_l.,__ __ .. r-... .. ___ _ .. . _ ______ ------- _________ -----· _ ------ _____ --· --------- -·-· __ ------- .... __ _

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bv(f 0 lA-I (_~y'VI e s are jvs-l Co~~'-.s -1-ct Yl fs •

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SaWLp ((? o-f S'1'-te Vl,

IS ~ lf V,

.. .5'1ffose- }jov. 3e-f q111 ou-lcovwe ot (~,5,1 1 3,'1). The"' X.n:n :=:. rvtq x tx, 1 , •• 1 Xn ~ == IV! qX ~.~I 51 7 1 1,. t...( J = <f •

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.. -----. ..... . ... ...... .. . ...... --. . . ···-.. , 3->. J~>"~---z ~ a·--·---~-~t-------------. -· 1A .1·· ···}oQ rd . Jr:n··-·~r~~~~---,-~~y·-·0f·····\;o_~ r b lh?;t5? ~ .1~ l ~-(·!·v~ij··-

--·--·---"" ·-···-· -----------· -----·-· ------------·---·

·-··-·--~~--~--··~~ ... . .• --~~--~--·· .-.~--....... ·~·--~~·~~-?.-'.0]]_·······~····· -·········-··--·--·~·----~·····~·--··· .••.. ····-··~··-··~·-~···-·~~ -··-·-=·-·--···-····--··· .......... .. --.............. ---·

.. li~~~j~~do(ttlc?xJ~~x) '(lj =-<~::;•A'Jy-ua·y~---~-~= . . .. fo zczx·fi';()~-.... ·r-y;-b·---~X 2-'>rt··trx1'X} -~ -~-zTr··. . . ... ----

---·--··· . -....... ······-----·-·--...... ·------r--(}z-c-z~-r··xn····· r~-~ ··:z.x7·-~x·--r--c.2x71xJ$--=-~---·--·-·· ....... ----·--·

....... ~-= -_ _ ... ·. ·--········ .• . .. or~~ ~fO-( l'K''KJ 1· Ft' ,~~ "-y-\A~T rp o~dti~--=---~--•.••• ······--·-cr-rz-ro-r··------d-,.-vvt····---···--·-q-rocr-··------~~-z-tr;_J·:p-rxl?---·---cr·r:z)· -----"d-snb:5~---···· ·-···--·--------·-········

·--·------7--=·of -~ r· ---·· frJ ~' ·-·--sy------V7 oTf~'i;zx)~-~. ·s:i:J.oJf _____ 'd_ cr;· ------f-1:5"\-ff --·· ··-.;;l 0 {\!---· -----···--------·-· ····

.s 1 -S'J7r->:tfcF_s ___ T3pTcr-------&~-T--------·-}-o-·--.{j:sTii:J"?-----·· · ----------

---------------+ lA_'Qf· ~Vf1 IAJ~ + C :t I }fJ -rn QVJ lA! t \/\0} . -----cr.-:s-•yy· --------------------------0 wory-dj JVV'-·rrs--wop·LAb1-··-o··-s7·--~; 'X) j1 ·-vioTOdlfl···

I~

Prove this for discrete random variables first. This provides great intuition for the continous case.

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. _ f)!:1_¥e k, ll 13 ~-~_L __ _j~_)__ = Z_x 1.fx 6- (<)I ' 2 J _______________ _ __ {~~-~~_)_____ Fifl d_ +~e jo,'v11- c16'Y15'Jy _ of 7 hf> orc:Jec _sj_q_i.s_ ltcs7 ___________ _

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------------·-·······--··-····--~~J-~?o+~~- :: ____ f~_j_S;~.f(J.;t -~-}! __ : ___ ii~(_ ~ (_ ~1 -- ..... --------

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. • ..• ····-·············· =jt.Jc j,_J..= f- .. { {('f.J+tcr~ +1~~ J ... ~-!--d1'd 'f3- -~~- ~- --~ -~ =-. ----------·-·--·······-··-----~-------------~------=q)--------····-· ----- ·--·- --·-- ······-··· ---------- ... ------·--·--···--- ·-------··· ... .

~-==--- -~~----·· ________ --·-~-=.~s<03 .' i~ f£:~~:r~) d:1$~ _ - . ~ _ _ . · ~~-- -. ---- __ _1!-_ - .. ··------------ ------------ .. ····- ------------- ---·-

~-~---_ -----~- -~~~~---~---~~- -- -=-- sJJt;~t;:5[~C -~EZ1~_1]~--~--~-~~- __

__ _t_bJs ____ _re ~_C-11-f co V1 _ _k_ __ J-e..tJ_~_s:_g__(~~4_ _ _ g_s _ ~folD;; ~s __ ;_

- - - --- ~ --~-- ------- - - - -- -- ------------------- --------------.

1/t P!Jf<> W1 ~. If 'Xw_. , , , k.,,_ . __ ;.s. -".. ... L<ll'·-~" ""'- .. :5_"'-""' f /, :L o.m <;!

{jt 5.'"l. J (Ov'\ {i 1<\ L(~.2_ ___ d_:'.2_j_r_!_h_~--i~9_1\__-/ -th f' __ IQ_ ········-- -- ---------------· -- ---- ------- --

~ -1 ('1-K .. -- .. -·-~· t T;) ="{:~~ JFC~J" [~ FC:J)j. ~~fG)~ -~=~ = _ - ----- -- ---- ----- ---- ------------- -X--- --- ------------------------- ---------~----------- ------------------------- --

K~ ~"'~

---- -- -·-·~----------+---------------- ------·---~---------------------·-----~---- ---------~~ ----------------------

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F XK~h (~) = ~ ft';)L (1- F('jl) •

ExoVI'Ip le~ ;, Let X, 1 ... 1 t ~ L: t- d FXr{J). HV1d The_ c_ df Qvtd the del/l,51"1-J of' x,~V\.

.. ~~:~ (~)-=

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:: l-JT!P(t>J) ~ ) - U-. F[j)J n

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---~~-lA _s_:p --------------~

------···· ~o-·; ~-o----------------·-----------------------------····-.. -------·-----------········-·---··--·······-·----·-· ~r=·-f1 ----------------------------------------------------·--. --

. --~(I '0;:. h n-.. )~~ = I~~i TxJaTj .~ t~=-='":Qdl ~~hJ~3r=-n--~ ------. -y-·····rrf ___ -.r*-r;~IA.oT-·-r.T-------p-~-r-~-"lf>-f1AI5 ____ \.<wx----f~.~j-----------Tj;·z_-;tJ-

---------·-------------------(Tr9-TJINn ····· -r-T5-~--vx---rT-r-frx·----l-dl ___ :a1~!M Pxg __ _

.. -+yn\n'iT1~1fV1CYJ ___ s r--AJ--;> 'a '1 ro,--)[ -Tro -:ror·-l..X) ~---t~~~t -----------------··---····----·······-_-····-············------=r~~-----x-·---o-r----~~!710YJ=hef!Tf~---r;,r---~-€--.s-c;7\ V' o ~-----·-····-······----·----·

--·----·--······ -----vT -----S-dT-f1:>r-Jn-l\----~u-~oJ ______ J-o ____ &5-Txa.-l1i-~l(----··· ------·

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! 3S

{\} o -t e f hq-f t h ~ 1 ,,1M ,'f ,,.s no i a. eel f. . .. (_ r +5 Vl6 + ri J !.,+ - Co Vl --LVI (..{ 0 lA--S )

-Do~s i his

0\ -t-hq-f

J/h. E'Q P'l -Jl,eti i-f do(:)5VI'{

l;.. does Vlot

CcMve~e io (OVIvfJC:::

7 r. V . . C(

No . T + c o V\ v e 'J f' 5 to :, def,,Y7 i i l a V\ a--t c..oVl'"' e r:y e V1 e-12

need VLo+ ef uq l 1 (x; q + , po,·vt-l.s o-f' dJs CoVI -/-/VI L{; f_j.

0 ~ Ned~

'fhaf

/VI "ft,.e_

/,'I!Y! ~ (x) h~C() /llll

'!

fxarvtfle, (1.2.3),

Let Y, 1 ... 1 X"' be ~ \QJ1davv1 5ct~Ntf 1~ ffowt

P A rz ( l 1 J ) so + lrt cr + !=rx) :: \ l - , ~x >< / o,...

• r

';

.. '

He., f (:f)::(l-( /+~ 'C' ~x,:~ \ J

(_ (J Q 11..-v-' f/1

'j '?()I \-e-'j

~

~ '?()

'I 0 6/"'v'. 0 ol~.,cv'

; j

'

ExceWlpl~ (_ 7, z. Lt) ..

. '

LoV\ $"j de~ XVI; r') tiOVV\ 0 ( ) -&#0~. tAR l,l . .frx)-J+x)~

Frxl= r :• X: 70 I

r. ('1);: i(~ y ~ /o / x~o .

ft!n ltj 6. ---7

0 0/vJ •

• I Tht.(s xl'\ ~ V\ dtJES ~ (_QVty E'IJ~ to a. c v. ••. .b~_(:;_QJ6:~e__ .l~~co······-bx;!v.(~)- =- 0 ~--···- i.~

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l\),-1e Jb.,.+ the c.d {' . <:.oy,yf;' <:J "7. ... rp··-.t.,.;se +o ~E' t•o

lS_ -~Ycte _ Jd'·fecet'1t _ . {ttQf f· <::. . .. Cqt!do~ . vctr;qiJ/e

C-:QYI v E Cj ;_VJJ .... J[) ~e rc ,·1;1 c-Ls ir; b 1{-!i 9 f1 •

0<orV11pl~ 7:~ z_ s-. ~

c, ... ;der · .. ~ X-,~ trovYI t~oe p nc ..,.,· ..... s eka..., f le

~Y.,/:'1} "' !P( ~ X-·~ ~)) := Fx ( nj} ~ 1\:n

~

ExQ ""t.p.le_ _ _]_t'"2.7- .

IV\'j \~

\l+~ j J :J 7 G"

G. 0/"'-'-'.

[:~(/~ 0

-

'j '"?(;)/

O/'w.

36

Fi'.~~d t~e (lvVl;i,·v'J 4;s-iribw-l,.oVl of l, ~ke\E> A~"'iid N(l<,cr'l}.

R._~_c:qf( +h~-t - .Z "-' N{~)- ~J~-- -u ~L~) 5 !P/l ~)) ; f( f~ ~ ~ 1; ~ ; ~ ( ~ ~~ ~

---') .. -0 1 I

J ~ ~/ Vj.::;t-(_ .J I

j (A._

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__ Th~------~-----c_c::>vt verqes _____ ,:_VL ___ ~:s.__tri bt.l-lioV! f.o 6.~. ·-

T~eo\~M . Cr,'3,1)

.J" f M 9 .Vt1-e.~i Je_,_e r-Q.±:Lo-.5 ... fl.!YI. c tJcLn s: _fil¢.(t.:) ..:,./'1 (t.)

'31-

iV'\ <:::t r.etyhhor hoo_d . _o_f ____ Q.., the"" fJ,.e

qss<:>cict-fed .Gv,5 C:.CJJ(LvPcj.e L,V\ J,,s1ribl.11t'oltl: Y ~ y

E;xa Y"'f le (+. s. 1)

.h .. . . .•

~~d . '-=~t X ;'V 13£R ( p). L ~ t y Vi ==- L_x i rv 5J)J ( V\ I p)

i==-1

4 L e. t p :: p1\ = ~ ·

.The .Ill 11 (1=) =. \K t

Y~ L_YI e_ ~o-~~~

- [' +(e_t-~)~r. ~ e~(et;-i)·

.. - Thu <; Yr\ ~ _ ~ PQ-b(&J ,

"·- ... ·-· . -·~ -· ~-

Exa_~p/e ( 8e,Y\o~.Af~ L_k_NJ ... 1,'3,2.

~et ... Xi~- BER{pJ

/'1 K. (-!:_) - & e_-tf~ + I-f r --) ~pi:

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/-

Nt)+e pt:

1 ~ct"f: e_ - I$ .th~ ;tiG F o .p P-

T~us - d

X~~ r I+ rf

cq.V\ _be _5bvvv-. (ex a W'lf Le . f.?, 3') fh.ctt

f.. = i., ~p . He~ n (t-J ~ e c/z ' -~.--~-.·.--.·-··.--- .. .'t . . N~ p(l-p}

d ·-Th Lt 5 Yn ~ ~0 I l) •

lbeoce_~ (The Cevt{(c::tl J,.,,..,_,;J lheoceVVJ)

3ct

( 1,3.1) Jf x~ ,.._ t:~d(l{,_g--z-J v,_,;Jb- /1, o-'- (_co/ fheV1

Pcoof:

X~-~ d ~ N{0/1) o­-~

t-o\ 1 h ,·_s fto~:\/- "'-..te

/'1\§ f of the > ~ r '-{ e (.1 c.(}>

·-

Let M{-L ): MJ~k(t)~

Q.>su~.e

e x--t'sis,

A ~ylor serif'S fot: vvlt) 3Lv.e5

t~rt~1 ft.._e

m (_t_) :::: h-\(O\ t VV\ '(o j t t- VV~~(:3t~) t 2 -l'ot' 501tlr Q! ~(-t.)!:: t. 2-

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~----- --- - ~ --- - ~

- h-\10) + /1 ( t2!t;\ \ i 2 .... ... .. c ____ k~L>...S:.~:l .. .). ... ___ _ ___ ... - __, ... - __ Z, __

- ~co) * a-· -c.. t ["(£fF)) -o--: Jr Now,

. ·- ·---· ·--···-- .......... Lef ___ lY\ -_ . X~-~---------..

t:r" .---NV\

The V\ 112 fi\ ..:: ;Vl (-t) ;::. M (~) · ~ ~-A{) L(Y: -~) .

o-~

=c V11x.J~J ~ rx.-~l!-~)J

= Ith~~ ~ ~ lM(O) + ~t ~'(S~t~z](k~~

=[M Co') --~- -~- _ * _c:l{_ n)1- ~ '2..V'\ - t-1.

.. .

"""'1--te ce. ~) ~ 0

~[1 + ~ + ~]~

-t:/z_ ~ e__ +he _11<5F \or

.•.... ···-· .. --· ·-·····. . .. ,........ . .. N (o, I). a

39

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------------------·---

ExC{ V\'f R /e (~.3.t.f)

- ~ . - . . -· - .

L e t v. A.- ~ ~-· d 1 1 N .r F ( 0 r) - - ----- _Ak --- ------- - -- y --- --- - ----- -l - -- --

-T~ e. V\ V - .L ~pfroy ~0 J) 1\tz.._ - 2.. ~ I

1'2..

Tl-te +ex+ ~4 e + -Ttt + -It,... fJ,j · "'(-// . ., -- :JJ .5 :S q - - I 5 qo "{ f tJ Xt VVJ _ _ Ci _

So c_ lose ___ f hr:t- j: __ 5"PMf2 C ovY?f 4. fe f' Q /yo f ,· 1 brn s

LotS e fh i ic Jenecerf-e Y/OIV"'LQL( der-f~. ------- s

'iO

' t.J

YY~cty

Wh1 noi ____ use f __ ~'(!l) i ~ :5-Jectd Z (sfe "theort?,.-, 6, ?,Lf)

Giher- <!o""-'-"" s; <:le 5 1..

No -le ·f h_tt -f Zt_-l = 6 qo~td 2-6, 1.-rz ...

Ts _fhqi_- -- g ? pr:o ble~ ,

ExqiNiple (r. t-f" ) -

5e.ppos-e 'jou. c {,;E>,~~d c.{t:?/ms shf' __ J11akes 50% _o£ __ her ________ fr-e_e __ f b r() kv'..S. __ _

51.1ffos_e 5h_e_ ~i/( Shoo -1-..s 2~-- f/me 5 5o

t bq t Yr.- f3IN.(ZD7 ±) represer1 fs -The tJYVlllbe(' o..P sho-fs _She h.t;l/ ___ rY:t:t>tkf>.

(_~ {c t1 {_q_{-e f~ qJ {P(Y ~ 1) = 0, T 4 _&'3 _fsfJ~VVL_qlf ____ ±h.~_f_ __ f ( t Z _C( }_ ;:, Cx. -~L~_3 __ 0.6726

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Page 41: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

- s II-

-:-\.AO:tr·Jd j 10")

b -·vrrl"'vt -;)f o };Vt,ifS~ d ~ + ~1\f".JTJt.vf? vQ;i~ · 'df\ -

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The ore 111"1

(1,5.t}

'12_

j_-f 4-~-;·H-;X~ is '{ ra~r1da~ saJA-'Ifl€> froVV? a CdY11,'vzuouS d/sfr,'bwf/o!A;

{(xr) ~ 0 ~- s-hert> Xp 1s -ft,e p 0 pe cceVI j,'/-e1

q111 d k" ---7 p- ( ~ ,·j t, _ kn - n p Da~.tnded) _ ~

fheVl

Vv i +h t .. : 11 b qsy ""r*-"~trd tty rrDr ""': I meq n. Xp qYJd ... ___ _ Vqr iqKt c. e- C /n ..

IV! o 1her Vv ()i"" ds"' ~·=" - Xe c

tfY\

No-lF ft,crf . <:--z. 1'5 _ def/v,eJ Q S

c' = p(l-p)

[f()(f )1'-

d > N(a/ 1)

w~J C.q1'1 1L ~e 5Q j 1 hct·i

hlhy ~""''± .. JCxr) = 0 <:

V ~f\(A c~\7 1\ Kn: v, · · ······· l"-l0'f; ~) •

Exqrnp le : Let Xt- A- ~ .:_J ExP(I).

(::'{,),2.) Let kn_=[o/z_ ,-f VI is. eve....., ___ · n+ I ·f I I - 1 ¥\ is o!;J.d.

- - ..... 2.;_· -· --·--·-.

The~ XK. . 15 i h€. 5 0 lt'"Vt[) (c: t'vte dic:ua. "' • r'\ I

Page 43: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

' \A

T

v:.r ··T

\ z.) fo;

-z(~) (T-~l)i

\ ?) { o I = VtA 6 (z)hol _ =-~-(=

= 01 d- ~­IM

? -T w-

(::::

0

-xp · ·· C> \ = -z -t.-) I

~

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---

LiL-f

···-·

De_\r'/11·-/_to_~ -~ __ _ .... .1, co"' v Its J ~s r'"> pr t. h~ 'oj./d) -f. o X j_f _ _ Jf({~ ~Jc) 2 £.) _ -:!_o__ _ v _ £_ 7 o_

T~eoceW\ : __ (oJ\_V€.\Jfrl.L~ J .-,

.C..C l"\ VfefJ€vt C€'

p to h_q h ,·1/'!_y it¥~ f 1.-e 5 d . --/ ·L { . _ t..S ____ r, i2 4 'a Y1 ) l· e ~ 14-1

x~ ~_x ____ :=--? X!\ __ ~ X,

TheQ~e M: If X ,·s Cf ~ovt ,-fqv1t _,c., theVl

. -- . 1P K_ A, <:. -=) __ X~ ) c

"-Jc;te +-~-gt

tb-f +oJ_ef4er th~s~ fhearevvts shov Xh -4 c. __ rf_f X~ ~c. -\o, a~)

~-n:SiQV1 t -~ •

Thea~ -em; ( TLb. z_) - -

_ Lg __ vv ---~ f _ _L_<;'t r J e N _l..f ~b-e cs

1-f ihe.Yl

XL ~ i ~ 4 c~~ q- 'L) ,__; th V-4K -·--·~·----~--· ----·--· -- -

~ -4 {'in ·J r:r./ o- 't. -- 1'[€)

JXooi' : _ g_{i;c,a.fl f he Che b :J ~ kte v . lnef u. q/-it:J --~

. _ .. wax-:?X)J2}<.o-2.) ~· t'c.~- __ {QL ~7QI 6._ /._co,

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.Le_± __ l<.n_.~ f-J; cs--- . - - -· . - - ---·

The" lP(lx .. -1"-.) ') E- __ J ~fP Ox~-Al /;;. ~) L o-Z.. -[z..l"\ z.. ~0

- IP - cL Th lA j X~ ~ /w{ ==) X~ ~ /<. I' p

Theo r~ VVi

(:;' 6 * 3) ...Lf (YV\- rV\ J ~ 1\J(o/1) 1

c. ~

flrteVl Y~~ M.

Pfov;de 5cVY~e io~~+\A;~ioVI <:\b(H .... f- why 't-";s is --lrt.{e.

TheC)Cf'vz-?s 7. 5, I q n d

fhctf .~""·~· 61. ~ Xp

f, 6. 3 foJefher ~·f K"' p ar~d

---?' n

a. s 5 lA mf h Q.Vl s C)f + 111 e fit e 4 r e vvzs ha ld,

:)ho~-."" i he

45

lh e C)'\ e m If lP

VV1 --=, c. q V1 d ;t~. f j I .S coV~fi¥TUous ct'i c. 1

(1.T,z_) ihe V\ j(~) __,. j(<:),

proo~: Let £ 7 Oo__ (.hC?o,se ~ 7 Cl s:l. tx·- c I~<!) -;;> /~c~) ·3(c.)li~

fh~~ /P ((3(X.)- yc l t / [) ~ f (If" -.:.1 / .!r) ~ O,

0

N.R+e. 1 hct f the- above proof l;v'O\}c:-5 tc.r f'\'tV (f; VC<\;Q-h-

-\uvtc"'L't~vt s.

Page 46: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

Lib

T k~()f_~~ - ... - - _f.s_?l::l VVI e> v tP

j\h ~ c_ qY1d ~ ~ d.

(1.1.3~-I h~V)

· tP l) ~ Yto\ ± .h Y~-- ~ cr C t bd

z) XV\Y~ 4 ~d

s) _&_ ~ 1 ·-- . ··- .. ------- ----------·- ----·-

c...

'-t) t ~ ± If c"\6

5) ~ ~ G ;f Y~-~ 7 0.

P~col~ A +riv_lq f opfflc ctf,·o,., c)f 1 h-eor-evY1 7, "::(, 2

_, I heo1::e V\/1

(i.]_,tj~ S/ L-tt.sk j,..5 T£teore.vn

As5(,( me X~~ c qvzJ ~~y

-r_~e"" c:l

1) ___ x~L! Y~ ~-- -~- +- r ~)

d. 'i~ Y~ ? __ ~ y

3) Y-/f., ... .L:!. .~ c.~ o

Page 47: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

. ( 110)N ( f>

(t 'Q)~ ~ p '

t h~s{-h}$

( d-J 7 tl

((\{ 11)

(

d1

~..~~-~~·Jr ·· \.. J-l)dt ...

Page 48: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

~ecre«\ (r.i.6).

Proof:

Lfo I f . \(., =~m ~ I'J.(o,. 1)

c: ____.. t-fv,

avtd t'f 5/(c.) e X15fS .. .JZ I~S V1¢V1,.... ee>r~ ctf J;VJ_,

th eV1 j(Yn) - j(~) d> N (o 1 i)

lc ~(~)~ ~et u..(j ) = [ d('J) - J (~~-

J- W\

0

I - j {M)

N c ·It- f hot f 4 1.5 co,, -/,-.,., fA o v s

'-,·-!~ ~A(VVJ)- 0

1\Jcvv,

j(rY)) . - '(If"\ .J = (c g~(~)\ " ~ I

__ YY1- ~ \). j 1 {M) r "(Y.,) - ~ 1"m)

y:fVVI/

'j .:: VVl •

~1 Wl

g.:f_ . fheatevV\ 1.J. 2 1 gm) +~ern) --~ i, Jf·~1)

The.., l)) 51"+5kf> tht9reVV1 1 'th_'t' r-es vt (1 ; s e s+q b /,·Jh e d,

D

Page 49: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

Tl-te­

~f

A,~

+exf ~s~e 5 l~~~J~C~~)~ (_ ' IV.

The C£P<>J . ..-e _ t-J.zeace~.

q bs;:o/L( te' ___ Ytz!w es nee e95_q ')

Ycr +t-.e de #1 t; vw/n t:J-hr

here 7

Ckqefer- __ S: ~~--fr:tfJ-f-ILc_s t::lnd dSCl.mfL'Vt Cf Pt5-fn'bui,·oJ;?~ - J

Th/s chqf{er def>n_es Q /:>fcrfi5-lic' _ q~J

J f:IMOVt5-!rct '{f s 5o01~ p_rap-~e~c --//e 5 of "ttte

$qw,f/e rvzeqVII )"/ _q....rd ihe Scz14'1jlle Vqr,t:rr'<-e/

5~ -

De f: _ A 15-fqf ,, s f,-c' (s_a, _{u.,'iioVJ of ~ Sqwtple.

.\

fht.ts \-t l~ c:t Tqvtd~c:)(,~Vl vqrtqble

is =;{./de ly de ie r ,..,/,_, e c:LI. b) Q-r . ____ CqVI~d.a.w1 S q 1/14 P e.

fxq""fle! The ~CI!""f}e_ .. IYJE'C?n X"

K, = t(t/ X,_, ••. ., l.J _where

,_

whose 04.i-cowte

i-he o <..tfc<!J vvt ~

IS cl e f,' Yl f- J e.t s

t (x, ./ X "t. I f ,, J ~ xt:\)~ .:::. X, + x~ +- x~ t-, f , + X.,.. V\

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so ExaVV~p fe: Tl e sg W?f le . v. a. ' 1 t::{ VI, ~ S 2 I S

Theo re ft'(\ (~. 2 f ()

Def:

.S 2. = t{J', _ _, ,t I II • , / fn) wh-ere

t (x, / X z ,. . · • • 1 X.,., ) -

1'\

X.. (xi-- x") z. ~:,

n-\

If Xi "- i. ;_ d (~I o- 2) ) fhett~

E(f:) =/'(_ C!VId vqr (A"~ J = ~~

Pto v E' +h' , IS fheor e 1-'V\ f ,,

1t s-lq f,5t'c) I; ,·s ~ l.fn bict sed f'cr ,<f E(i) = 6

0\ fctrq Y'¥!1!? ffl r/ &/

N~i~ +~~-f The qbc-_v_e J/tC?cre"""'1 5-lq--fes thctf X j s ctY) . {Anbiq s:ed es f,-I'Vl.a fc; r- -for A.

ThGts OV\ averctc.Je / ~ . J

,;/( be .l'-l1 _ b~,.tT qJ be ~lA; t@ d,·f-fere rtf__ trov.,

oL£/coVIte s X

p a- r fl c k ( q r

,;t(.

o-f' -)(

~-

fWC!_;j

Hovv-ev-er J th~ vqric,wce 5htiAk..s QV! Y1

irtc:reosesl' S'<jjf!>S-ft"') _ Q $me,/!.,, "'"d 5rna!!t:: r c hQvtc.P fhcr.-f X o~ c bicu'.-, ''""'j q""

X f~ed IS fete {roW\ /-1.

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Sl

-~- -~- ---- ----- ---·· -·------------·-·--- ------ ----- ----- ---

E Yq""'R /e . Ld XJ, ... ,X.. ... "- ..: icl i3 E R{p) ('$, 2.,2 J ... ·····- _ ·A· -- . ----

L~t _p _____ ,t_ __ _ be +~e SC~~fl~ · prcpGr--1/e;.,.,,

n~"" . ti lfJ-=: p a-. J va, (P)=' r (1-p)

A

NQie . f ~ otf ... p •'::> q"' v.., bi'Ctse d est/~" l"r 1o.C py

Tlteo,-em (~.2,2)

J:f ~~~iL'd {Aitr-z_)) +he.Vl

e cs ~) = a- z.

VQ( (S ._) ~ ~'~ - (~~~) <>- -t "' 7 I

h

~h-e, e s'-1 = E ()'-A ) Cf '·>" ft:t e '-1 t!1- C..f: 11 { r Cf / Yl1 o Vf.1 @ II'! -~ of' J, ,

Pfoof' t ~ut-f_ E: 6 '-) .::: 0"" ~ : ..

-E -S ~ = E ·[;ttJi ;·f)"'"] = _L_ -[ 1\(Xi. 'Z. + - 'Z. -2 . ..... .... 0_ ). .. . .. ... . ..... . . ( .. -1) E L x X. X) n-\ ~'

= ~~~ E~~ x,~y hx~J = ~ [z~~ = h ECK~\1.

= i;[ h(cr~+A(~)- ~ ~E{XtX~')J = 2=il"(~~+-.')- ~(n(~~·)t0,- ")H~ J

Page 52: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

d -,--= . { .. = t 1-t.)] '; .

---~-~E---h'(kl1}±~~~J~.R >~Jl-~ -

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s-s --· - . --- -- .. - ... - ··-·· ·---·-·- ·-···-- --- ----- ----·------

Tl1 e J !5 }_r_~-h~ft'oY-L _ __o-f __ JA. sk+ ,'5JJc, _ ,·5 _ _ ~-_g II ed q

" Sqm.fl t'ny ..... D.i~lri.h r.dLrutt '' , - ... -

Ei"' <L Jb.~ S<?mf. (iJ.. d;s.·fr;b,dJ•.., Cl{ ,t J

w h _e r e __ Yi- _ ~ _i ~-d _ __ 1\) {k1 cr 2) _

E I • _y q Y"?f re ._ _

. /"1f(-t;) = /'l f Xi 0) :: i_::,

t ... ,~\tl.)n "" ~ t--c-rtz. rr ct~J _= . ~." " . •

1.-.::l

- e ~ t -~"-(~t t'"i

Th~.-~..s X~ N (,((/ ~)

Ex q ""fk : f.:. ""' (~.3.f)

i vt4 e_p -e 111 cL en t N (~i~ ~~)_

_ __ _ ____ ~~~~ J~~ clr~J6 b ~.~ i lo~ o--\' " Y-= ~x.

-- ,-:,-.. ·--

J'1,t & ) " g--1'<\ .. it) -..IT?"' t .. "' ... "~ t. \_ ----~--· ~----A,_ rrt - 1 -

- -- - --- ~~I

--~-~<:.) -rt"'- cc:r·2. -- ")~~ '"%: £. e - --

T~l.cs Y ~ !'J(i~-~~~- t_ c-,. 2). ,.. ... ,

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·~

S'1 Exg Wlp&. _ _ ___ _ _____________ __ ______________ _ __ _ ___ _ ___ _________ _ ___ _ __ __________ ______ _ _____ _ [<g. 3 _, JJ _ _ ___ .I_t_ __ ~ ___ c..Lq~~-d ___ t~g:t _______ thf' J;_{f: t ,·VI'1_~-- ___ 9_5' __ _

et ... _ c.~ r _1g!~tl __ _ .hL~Yl __ d ______ .Q.f ______ _hq +ieij------ __ J~S______ _

_ N_(6.0-;-S-~-). ___________ _ _ _ _ __ .

le 1: X\ 1 Xz.r ,_.~ 1 fz..s-- _ _be C( rqnda.,.,_ 5oY"'lf le .... ±r9V"' these _h_~++~ ri~S ..

.X "" 1\J ( 60 1 ¥s} 1 f the c/ .. ,.., ,:r ft<t ~

If the c( a J~VYI _ IS -1r'-fe 1 _ fher1

fP(l >c) - IP T ~ = \- ~;o)

--· --- ' . -? w~~-t \jq_{~,t~ o-\' c. wow ld . roqk~ . tkr is • r,- ·' c-6_6 = -~.o5-= -}.l'-15".

6 --~-

-:) •• c:: - 1. 6'~ 5 (~} t_{O __ -_- - 5~. 02-6

Whqf ltvOL< /J 'jDJA C.0¥1 dude !J x = S{ 1

fP (K- /' 56) __ == l_ ~~~~---e~)- ~ J _ ~ ,_; 3:?, =- l _ Tl~~. ~ ~1- - -- --- - - If-\ - -- ____ !,_ ,. J ~- - - ')

. - - - - ._lr;} . ... ........ .. . . .. .

--- ::: t- .-o6-c5'·r·--=-----~·16f'lb ___ _

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S)

A 5f" c~.,( c g se ,-L _±he <;).,..,""'.. __ dfs -fr:i h"--Ito vL ''s

_ GAM(2>~} ;~L "-(vJ.

T~eorE'Wl (~:s.z)

Let_ '(~_;?_~(v),

- . - . .. . \ . ··)'Y'z t :: .. - ..... The"' f!lyCL 6 -zt

=: (\ - 2 t) -V/2.

~ (Y) --=- __ y

~(Y~ _=_ v (~_-t?J

VC{\(y).: v( v+2) - v z = Z v

TheoreM I_f .X~-~ttM(e,k)_~ t-t-t~VI. ~ ~ Jt-' 2~k) ( ~~ "3,_3) e

. - - - . .. ( ) ( I Y" ( I )" fn.o~~ -- _ 1"1~x(t) _- tfx-l¥ ::: 1-S(!f)j = 1-2-t ··

___ Th~s ~ _ "'"' GA~( 2 1 k) ,-./- ;X-z(Zk). _e_ -- .. -

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l=xawrfle (~.3.5)

Theo,eW\: (11.'3,t.f)

proot:

56 . S_1.1pp Q.S.e __ ··--'j-CD4 .. _ h9...v.e_ o. Y\ i~ ~ fct b /~ +ha--l

+ell S !j-9-~ _ tit~+_ ~:JQ(Yl;: /. Q 6 a "'Jj .... fh Ctf

a S9Jctr- ... p_gne ls. [,·{e +in-te_ t·s .. GAM. (31 "2. ).

For- adyer4i '~""'J' v.-e/d /t} .. ~ rolo of S'~Ja.r pct:vtf..l5 ~-.,'11

6 c I OYL J e c.. F)ncf c .

lc Sqy ft., eJ.t lt:t.s t ;:. J ect r.s_

. I 0 = IP(X ~ c_) . = fP ( ¥ .~ ~)

), '1C e ¥ ,.__ ~ 2 (i·-1) ! ~ = X.2• 1o('l) = /. 06

Ttt us/ .C.. ::: ~ ( /. 6 6) := /. 5 '1 ~ €ot\ s.

- ----

5 '-! ppo s e x~ AJ f rtdep. % ~ (VL ) . i'\. . .... . . 1\ .

The v1 ~X~ A- :Z,?-(~,~) 1.-, I

(

lfv• ... \. . . . j. z.. , - . "" - ~.--1

1-2-t • 0 AJI - ft - r. ~-- ) )":./z

I y t:_,.r±) - ... _·· ;11y,, r± ).;:: rr ___ . ... . ... L- ~.::. ._ L' 1 -zt

. . . a.:::. I

T!teorettn; .If l:__lv N(O, D 1 fhe.n t_' A./ ~~(I ) (8',3.5) .

) -X~

-·· . t-l' - .. fx2 j_ e. /'L d _l ~-1_\X'l-proo~: /1~, ft) = t: l~ ... -: s(::' .. .rz:1f.. ... X T£11 ~ e d)(

.tR ..

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Co\olfq\ j (ce, 3. 2.)

.r~ Xi /\..- iicl N ( .t(' """z )/

CQII"l th~

+tt~~ #,~t;:-r """ Zzt"')

a~d Cxir 1'- ??~{!)

fhf? C~.bov E..

distr:J, w ~h()~ caro /fa ry_ be I.( sed o.f ·. 5 ~ = Z(Y; -fL.

..... 11- ,

J)epevzdevtce o-t' -lervY?s IS q rrobleM?rJ

fo '7 ,

f,· ... J

The ore vvt : I-f' )'; / , , , / }'.., ~ C ~ d A) ( ,t.t 1 c- 2 ) f h € 11

58

(<6,3.6) 1• -

'

i ~ Je:'f€>14 de"' -t of [~-X I i://?, ... / Y~j -• X IS

2: f IS r'lld ff~VI clent of 52

3 : VI - l . 5 2 "- :z_ z_ (.,. - J ) . a-Z.

Page 59: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

No1e ~ Q )z '"' "\ z

thqt 2; X,; -A = l._((xc -X)+ (X -A.)J t.....-1 o- L - L

.;:: I a-

::: t~;.-X)' +(X-R.)2 +2(x;X::ftX,-X•-rAi)l i:-, L~ o- z_ J

:/[ (Y, -xt.) ~ ~ (x -;t,c)z. + o li:, o- 2.. o- l..

Th u5 fhe joi, t clensdy of' Xt, · -· / X, - (x~- ;(( y~-

' 'S

. V\ I z c:r'Z.

+&.,x,~--·,x~) ==IT e . _ , M rr cr-z ~.--

=(~"~>a-; ·exp[b [(x;-R) 2]

s-1

I) {?~~c-~ · exp[fo-~ ( ;~x0 -x)c 1- n~-~l•)]

1\Jva,.v t Oh s ;Jer +hE> j ot'P1 + ~ r ct n r fe;~r vvt ~ t/tJ Y1 ~

Y,:=X) ~=t-Y ~' i ~z~ J,.. .. .,, .,.,. ..

"' TtteY1 1 x,-x ::: -2/x; -x) = - ~ ::1;

..:~z. L-;:2.

s~ !;.(x;.-xt = (- ,_{ 'J>) 2 + ;f2..c!j~)~ t-- I t. -

Page 60: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

60

Novv fy(~. ~'•*•/ ':1") - 1:1\ -(? 11') "/z. o-, ' expltL(~1·r{t~·}o(,,-~)i]

)'\

Afso; x,= ~,-Z':J~ i=z

and 'Ji, = :J; -r j I

lh~..t -5 J IS

q5 q prod'fct { l.l nc ..J ;·o.., of

c o vt 5' -let Y? i a y1 J .f y C q..,

of q flincl/cm of' -o., /y ~~

c~ly (':J.,_ ~ ~3/ ,,,, !f,.)~

T h u 5 Y ,_ / s i'Vlc:J~pevr devt f o +' Y,

C. e. 'iz- f iJ /., df'ft>"' d M-f ,.-f Y) -

f:, ~.: 21 )I It • /I'?'

b~ 1/1..--r ,·+4~.-,

qnJ a

"vh J doeS" of ~;_-X

ih/s M~Cil'? 1hof r /'5 tl?defFH d~rlt -fCJ, C;:.. /1 Z I' 31 , , .. 1 ;, ( e veVJ ,; = I ) 7.

(]:) l s ,... () loV' rrovey?,

To prove_@ J n c.de -fhq f 5 z_

o"£ ~X~- X / ~.-: r, 2,. ~,) r1] h-hlc h

. 15 q JI..{V!Cf;()V! avtl'j

,·n J e fe;1 de""~ t of' ore

X.

For~> ~nc,// ttu,f ttJc -ft)'- ::: "' (j-.« )"' ~ {~.:-f)' ~ -~ - -~ ~ ~~

'1/, = 0- r) 5~ =:: t. (X.- -4) ,_ - "'(l-.« t ~ v'L -v, C"'.l. (..- l J_

o-·. a- '2.

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'l,-Q

'(1-LA)-z, ?{. -v ~5(1-lA) tn'11 ..

-.t+~~ (~'"W r :I:.!.) -<?/~~ w ==' (+J ~w &= 7./.,.\ )

( 1-) 'iA w <:'!)'A w ;:; (+fA HA vJ =\1Y VJ .. d I •

19

Page 62: :n~.-~=l ~t~-~~~~,~~in; fLo.1 - University of Utahreeder/5080/5080lecturenotes.pdf · ... >~ 5 p a C E' _ ~o_Vl5.is_-LS____s:L.L ..2 . ... =--~~-~=~=~=-=E-) x···· c: ... Le-t

Exq~fle :

R~cqfl

.'rJe Cctv\

t')lc~. ke

6Z.

. 5yfosx Lf i5 . c/cr,M-1 e d iA"L __ a_ . cer -1-cr<n

~c; nd o-f . . 1~1; 'J. ... h." s ____ .'1: .. L .f'e {,'w, e ... 1-LQ-t l.S ... U.(£ -I . 6) .

5"1.1 (7fos.e . Is irl..{_e

6 f 2 5"

we will o ss v r-n.e

. LAVJless s ~ lro_V"!

f h C( -f- iht"s

fs < 5''-1, ( 5 " .

o \A. c 5 ct-.. rn ~~~

.If . the c..fq/vrz (s -lr"l e / k..../bt¥f IS

+he fro bcrb,l,!J . Jt, cr1 .~;v. ~-i + err-on eo~-A_sl~ '( _.

w ,'/( rej~ct

rr(s 2 f_ 5't.65) :c· tr /(YJ..LJ)s< <- ~(5'1-65 J' . 0 36 )

- JP (xz(l"f ) L ; f c/9 ;,., is

(_ ~ (t;<f. 65 J) ::: o. 0 s-

irLfe

±~crT i~N(;{, ~·) ~hrv'"" . X1, ~·~. / t"' r-- ~ ~cL _ N 0/ a-~).

~As-e. X .. as c:tvt es-fiyV(qfor tQc A q nd -1(;. i "'' fe '" E' 111. c e r-- ·-- -- ~ .. i- ---' ·-~'------- " ---· , .. - ··--' --------- _;')_

a-. me ct~s vve dovt 1t Q bil. .., t 8 / bed: nof I< riPt.vil'l.J

knoa.v 10. clis-fr,'fo~../{i()fl o-f:' _f. k!5 -G <' IN1 M Cf /L}_7 in .(ere~' c e s Thl5 COvt {d p cev evti

a_~ ()vt 1 ... /d. 1

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65

We L-v;ll see_ f~cd X----_ 8 _. _ _ hQ.S Q._ . d ,'s fr; h 1.-l 1£o 111

5 __.. .. rr;...

thqt is not iY~{hr f'vzc t!' £1 .. by r::;r-.

Q e~i t.1 ; 1; on : It' __ -L ..-v l\)(01 !} q VI d V ~"- ~ <t(v ) are ihdr'fe>"'Jfni>

theV\ ~ A-/ t(v) .

ff

_\,J he \f' v-..,,' 1 [,

-l:tv ') t E" p r e s e v1 Js ct ~'+- c:1 t's -/, 1, h~ -l~·o "'' jl1 d eJ r-e e s c f -\ r-e edoV'-1

DeS'c ,,'be the sh4ee of' ih~ dEY1$'I'Iy f'-fY!C ·{,(}VI i:r Srt:tQ(/ _ C£nd fqrye.. _ vctlt-1 es of V.

-h 0 \ ___ eoreWI • Yf:.\\. LT) . :;:; )L_ . - ··· -- v~ '2.. -~ hf' Iff --~A- ifv)_ a~d V /2.

('3,0,2) proc:rf>: E-(T)::: 0 h'j S:JMtn eity.

~_(T')_ = f !_. __ ~-------. r.. _' \ ..... ; '*"} E(V):: E~_.·) . c.~rr .. . . ..... \v - - - "tz. -I - Xtz. . ··:... .... t.l.-1- v jj_ . L ··X e. \

- V EJ - X "12.. v cl.X 2 -. -v. . .... - rt2~ .

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- v/t)r(Tt_ I v3- \ -><lz LZ Jii~zilf(~2)K ,._ · e

- v (1) r(~) -2 •.2. ---

(

\(~)

- vGJ r(y) tfJrt~)

= _;;t.-. v-2.

b'-/

Jx

S"J'vcce rcx+l)= xr(j.~. c i,f, r ('X) .= (Y- I ) r (X- I) )

Nett 1heti -\or pos;i-·"e ir~4rJers ~, r(") :~- \) ~

Th eo'~VV"x (~,Y.3)

[-K ~ t:(n-l) s 7:..

'P{c>ef ~ FRoM t"ke"re fh1 0·~3" b 1 f 1 S

( i-/t< 't. ..,. .;,;;; .J:(n-t)~~{ - .G.

---tG

c:r-4.

-(.Y\- \)

1' f Y; ,_~· Cci )J ( ;t( r tr')

ar-e r'Yl Je fe'Y!d f v1 t'

• tJ

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Def: Tf VI/\.. }?2-(v,) 0.v1d

ir1depert der1i J +hen

{!;)

~) .-...., f ( v,, v'" J

{s--"'· /,' V :£ 2

"l, - C11z.) ~-re

wke re .. F(v,,vl.) represeV'!-15 ctV\ 11F- d ,·5 +r; bvit'oVll, ~,;v ,·1 frt

11 I \1 V1 V1vv>1erq1or qYid

I! I I ,, V2.. c:LEJtlomi;,qJor de j re e s cf

-fr~edom~

Desu:be hoW' He dcn5tfy f,..,M l1o"' looks fo..-Va dou.) \/ct / u e s cf -f· l-te pqr q //he fe r J,

The c ,. €v1"'1

(~.4.s)

v'z. E{X ):: ;::1 l.../her(' XA.- F(v.,vL)

YQ_' (X) = Z v~ 2 ( V1 + v.,_ - LJ v, ( v. -z y- (v~-11)

Proof of pod j_: .E(X} = ~1=(1/.) E(~,) ~ Vz E(-&.) = ..;,: 2

N.,fe 1!ta1 we '"51' -!he c,t/c"(,Aio.-, c:S E({,.} ~ro.,., U..€

proo~. c)1 f1€cc:eVV'L _<K .. Vf, 2 .

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..

ExC(IIYJp/e: Le..t ,'l,_ h~ il-te 5"!.!J_ percevtf,/e --~~--£ F{v,/ ~).

66

FilAd t~e 'i51o of' F(vz., v,) ,·vt -lerWI s

of' ~.

Nofe l

-1'\.,..-x Tkq-1 ,- f 'X~ F ( v, / v ~) 1 fheY\

F( Va 1 V,) •

0

• • oy==f(X?K):: IP({-z ~)~ {-!P(f'-~) 0:=-) .~s = IP(* <~). Jh ... s -i Is fl,e "' ~ rercer~ ·Me of F( v~, II,) .

. .

Ex:qwtffe.:_ Dev€fop ihe idea o-t' q ca~tde11ce 0 0 i 14{er v <1 /, ( IJ.-;~e "''·d :f_i-Je J €11etlll s:fE>(ls)

~~u~,X~. ~ c:~d ~(.tr,/<'IL)

~ I .~I Ya1 "' .; ~d N L J.(r.l a-,. 2 )

. -~'

5wppose ~-ve w .. ~T -lo es+t'.,_,qfe c::r.-2.

I -<Si. 'Z. •

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--------" ----------

.. (Jt-1) s.z "-' _J? '(l6- \ J

..

o-:'Z. - l

_. (z,- ') s~z. -"--' r-z.( z,- ') _

...::-)

-- c::r: -:z._ z._

S,' a;"Z... S'L.._ cr; z.. ..,_. F(' 'i, z.o) .. ...............

C'i. ----

.. =f u. l{) = f(L, (l),zo) L ?f:ri," ... ~ {_.,s('<;;Z-o)) .

=If (.t-13 L ~~,:.,_ L. z. Lo)

=-f(.Y3 s; /._ ·~·· ~ 2.ZD~ ._ 5, O'j ..... ,

. ... -----·· --,·--~-·- --· ·-" ----~- ·"

.. 5'tfase> )a v. do fl.e exper-iYY~ e 11-t a.~d c_g b.Jd:.~

z. 2 z._L-l s, ::. ~_z. ---- _j . ---·----- ------------------- --- J- - t row1 t£.t~ OtA+CaWl e -- -- --- - - -------------------------- -- -4 --

···-

··- hJhai ___ Cq Vl __ --- ~ f sory Q bo~ T (~3f£})2.2o(~))

.. : ~ La.iL_,li,LJil} ~

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ll lsi:\ 1 he . ~L E. fa, 't::.td_((:;\~ . ....... ... . _

1~1 _ T h~ pr~o1' . Cs

! I - A··H .

.. ((.-ii - Li(~): .. . Jl

! I i·l

CoV>"'p~ie ___ if t.......:-e .C:..Ctrt --~Ita~ ih.a.i

. LS·(J§5)J -- L(t9_j.~== Q -••-••-• - - -

ti --·· . - - - - - -. -- - -- . --- ..... - -. -- - --- -- -- - . -·····- ··-· Ex..a.";fle U let X 1. ~ .• 1 . t ~'- _l.Jd ___ E_xJ2_j_Ai _.

, I

( ~2 . ) ij - " -x-vA - - - - - - - - . . . . .. ·--·-~_•ltLfJ).~ .. Tr fe______ __ ... _____ A_2_eL

I. • I . L:l I· I 1"1 . . .. .. . - ···--····· ---····- -- . -· .. - --

ii 6 o/'v ·1t·-· .. -------· ---··-- -····-··--·-·· ... - . . -.... o. ....

k . ( --~- --· .. ..,., ··- -·- --- . ··- . -- . - ····- -··- ····--- ~ : i ..._ _ x~ _ f .., ...... _ il - - 0 - _ -V\ - G.-A~_ . 11 io3 L{)) ~-=l_c_~ - T --- JI:Lj)'+- --- ·· · jj L-- I /'\

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i

h..o -z "?;..$:) -z ~e ~

o = ·2cw~ !XJ? ~ 4·· UT u~-:.:. ·re·t . . --· ... ------. .. .. ····-····· . + ,_s;:; z . !

. . 15. "' )r (:_ ,., u ::-:>"Kt-c -0 _:_ (:;;,.;= I X) "?Z-1-::::' ~-t ... -···«·····------··-····· ---------·----·-···-···· ---·-•«•««··--··--·--··--·-· .. --. ------· ····-··t .. ····---------------

2Z

• z~? i ;;lV-)'91: _:. (~~foorJ: ~ 7~ .. ... l ---- ------·-------·--· ----. ...... ---------. ---· -------··-· -----·--·-. --------·---.-·---------·-·· t--

( ~~=!~;; -·.· c~~liz)bo I --r}? -Sr7bor:co P"0t . ' i

I

. . . d ~l_lL ····~ (z;gtJi)·7 V'Jqll ..

' · d r' · ·~·· j<>J · 9ft,/ "'11 t 0-:-.. -, Y/,--

: [ 1{1 .("! J C;Jw! $

· Jos · ··~1w d~+

~-7W .dlf+ ~~-. X . -

!:',1 . ~X~ -\' 6 'I. -.. -~--

(

' ' i . 0 --~x2···+-·f -lA -( r . . --. --_,I

-i ( . .. Y . -.. -· . Yf~ -o-.:·· ~xz 4· v-:··· ={W7J'ol YH

-·---. _________________________________ ......_ __ _

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j

l I

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lA..- ,· t 0 __ x ____ 21'11 ce . -~~ _ ~l ce_q{y __ s ~-Lo/ ---l Ke:>pla.c e. A

l t~ t i·- q . . /'1. m '-'tsf .. b~. .X Q_f ct ~- jp_~qj m.q.)(,~I.(Wl; _

j .l 1

I -~--- +--1., .. '1 5:c(x.~j)z -: o

~-.., z -/ -no- -t- L(x.:-x )<! :- G

9 a- 4 =- L. (f (_ --r )<-

r"'\

N CJ '"'""' ciVte ¥vt us+ v e r i -('~ 1 h. ll( t i ~ ,·5 Wl ctX ,VJ.t,'-ie s .J.. •

.. The_ b,·va n~+e ~e eoVJ.d d~f,·v~i,'ve ..... ftt?s( ,\;; -Jh/s:

~x1 )

_,f:J 'J

D = d.e-t

J'jx

/0 i rnp/,_- t"S / d cq l ex1fEhfc.t 111.

D )0 q~d l'_)CJ{ ? 0 ,'w!fhes loc..ql Wlt'h"

.. D2_Q _ qn_d . -~~}(- .?.6. ~

1·Ynpkes. /Gcql mQ)f,

-~t I A - "" :i( - )Z.. --~-~X}--~~ =--___ X~=-~-- do , · + L. J • r ... _ I· t d IIJtt. t?XI.&.U.-le>- "'le t~fll'l o.c. . .

"'

q\_~ __ j __ 6~ I flc._'\f>_ ;t1L~,s._

~~jJJo.±r .. f.bcr.f. . .. ihR_ ;V/_Lf ... -\a'\ l. I

.tr ' L'S .. (lgJ _ . t.h~ (11/!1£,.

Actually, the MM and ML estimators are the same in this case.

rreeder
Line
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---- - f --- - - .. - ---- ----- ------ -- ------------ ___ -~.•.·.!_Le_{ _j~_J-~-;1!gi! _cr3~A;._ f-:::e;-1;:~ _af 5!/-'</_') ___ _ _ _______ _ __ -fi-Ilt~ 5.. r_~J-- -----------·~ .. ( __ _) __ __ ________ [ ____ £)__ __ _ ____ __ L{._'{£_ . ·-- __

j.

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--~-~[''if-r l£q_I}' ~f~'i·7So} . He:d';;~Jl' ±~~ ,.;:s M _______ · lu1---~ ___ e.s-LMC( o . .. \' ____ .. ]h.... . ______ .... pe ___ niL'f..L._ -··--· _ _ _______ _

f J t:

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a~d L ¥/- ~.21:2v,)

z. -59 ~ fh-cr t. ~ X_ ,_ ~ ('- "')

f"lt-1 -\ ' ~ q Vld e c e; x l = 2.~n

59 tltgf fff1~ (!) C/11 d _ ~~A'~ _ J~ _ ~~"'~ U!"!_b/t:~SE-d ' t?stl~~lor -6c e. (Noie 1 ked' X is qlwaJ5 Ullbi4jed to( £}(~

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_f.he~-- A. I.- 1-=. ___ ~-5:.~.!:- .. i . .- ----~-Uo~ ev~-~--------~ ; --~---~~-~~=~-~-~~--~-~-~be _5 ~-~~::(· :~q~-~-iia_~-~~ ~~~.3.£ ___ 1r:~t4.for~th ... ~.3._~)

.. -:t-E(fTt: = l r("·') ~ ~ r 1

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f .-.--__ ~~-~=~-- =--_- ------1i

fJ:~d:~J;~r~ ~d~- J;=~~~j ~iu~ ~ --j•ss:1l:_- J.: C~€-Cl-/-:----+l-rll1 ______ 14 nk·· rued_ <i>5-li=~~ .il4-- -J.4;.s - _~,vc/. --- - ---H- ·-H·

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thct+ x, .. h -v ~t r (%).

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0hic~ e51t'vnq for- is be ffe c ~ ( II ) _ ?..(9)2-- /'\2-

VQ.\ __ VIrt!VI- Yl ~~ -o/

v q, ( x) = ~ . _ . ____ _ _ •.· _ h€ p u e ~ illJVI <:l-r w h, 'c h Y!1JJ'Qs_e~ e_~_fth-fq ~ r J.L's he5t }<ta.ds +a 1htc dei't'v?/f,·~--~--- of tAe __ i

<6<6

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liJ4~-~~;4im~~r yq,; 'i'l~)rs « UL'tv'ld_E r± '~ _i} __ Y•bi<t5'1:!_

~ji.W.d v_,.c{T ,.)~_ygL["J") \:.L§.;g _a"L "II _ _ __ . JLab__'-C!sEd ___ ~s_-l~.mJtlars/ __ T; _ .of _l'[_e_~._ __ _____ _ _

-.. ---== - 11-- ------- -.... .. --. __ -~± ___ S.e ~vn_s ___ desis_~Le __ h _ ___ _h_ilJle.. a _U __ }'Lll U ~ 1 ____ /w_i_ ___ h_Q'-\L ___ ~av li ___ _ . !j9\L ~ll.fl(\_ k...l'\oW .l{ -Y 1JM d ;cJ ~ ___ . ------.- - ------

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-Jiii€.S _______ sa_E·-.lo~-~L __ kQy_tl'l_,J_ 9Y\ _-the llacig.vtc-e_ ____ _0:_ gV\ YVJb..ig5e_d _ _ __

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J{e~xttbo,e;]g -(lTJb7\ -7---· · (eJ,..J,~---·· --~····

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(.L}Jo~ (h)JbA

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(1 'n)M 5 = (~ _,~; J<>j" >rt-J.;J w_rf( ! .

(.J. 'n)l\o / -=-( ..L hJ3 r ~b ·chJ_) 0/\ · :=-c ,h)'~~r-c (\) ----~ d ~-'cJ[

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(n=rJ"S =

r. l t . !

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--------------------···-----...........__ __ _

2

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. . -.... ~ -·---. () ? X . . . .. . . _ji ----·---·· -. .. . .......... t !

·---·---· ----........ --------__________________ .. __ ................... ·-------~------e-----------·-:;::---·-----------·---.. --......... ·----!)()( v+-r-

............ _________ ................ ------..... ------...... ------~ ;o ............................... ..

lb

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I! ·H fltt~5/ _-±l-Ie. Cf<LB -'5 I

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t . · · .••.••••.. ·· .· -L_~ ,_ e~~y-~)) · · l i

.. -- ~]Ih-~~; _____ tb~-~~--~;~---a~L ____ g_ ___ __ (,{MY.u£_ ---~-Y.sf .. ... h.fd. ~ .... +e~. ~(·· ···--······ ......... .

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-- --I \:

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_ .. xt ~ ~~ses1 ]: ___ JoLo.)JlJ. pr-t?~-C-- _the _ .e.sL'vr:utfor lh,;j~ th~ sm.cJif_c ___ f'!ls1i~. .. _________ _ l . .. . ... - ········ ..... ·1-;~~eKi~~~: .. ~~b•;~~~qiioe~.~:ior ~~;~~ h~,~~ ~!~

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Theoce W\ {j _L115_(; = . \fPdl} :r{p,·"~(I)y- ___ _ ( r,1,z)_ --~~

I Q..ffd io": u rs it p • .,; b}e_ to J.i~d __ Q[l - e~t:~~p~:- i hat

111 • r { ,_, 7 lLJd/ltt.drV"l J _rn_r'nt.Yl11dnJ_ !"1S £ ' _ . _________ _

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That's not quite true. If the population is a member of the REC, then the sufficient statistic from a random sample is complete.

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