MATH 1202 Lecture 9: STAT2593 -- Lecture 3
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11 Jun 2016
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Sec 3. 2: probability distribution for discrete rv: probability mass function (pmf): the pmf of a discrete rv is de ned for every number x by p(x) = P (x = x): cumulative distribution function (cdf): cdf of a discrete rv x with pmf p(x) is de ned for every number x by f (x) = p (x x). Sec 3. 3: expected values of discrete rv: expected value of x: let x be a discrete rv with set of possible values d and pmf p(x). The ex- pected value or mean value of x, denoted by e(x) or x is. Then the variance of x, denoted by v (x) or 2 x or 2 is. V (x) = e(x )2 = xx d (x )2p(x) = e(x 2) (e(x))2: proposition: for any constant a and b, v (ax) = a2v (x, v (x + b) = v (x, standard deviation: x = 2 x.