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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 0

    , D2

    A B

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 1

    CA 2: AD AAB AD ACAD C

    1

    1.1

    1.2

    1.3

    2

    2.1

    2.2 :

    2.3

    2.4

    : 2.5

    2.6

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 2

    2.7

    2.8

    C

    3

    3.1

    3.2

    :

    A

    3.3 :

    4 C

    5

    5.1

    , A

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 3

    5.3

    6

    6.1

    6.2

    6.3 :

    7

    7.1

    7.2

    7.3 C

    7.4 C

    7.5

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 4

    1

    1.1

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 5

    1.2

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 6

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 7

    W X ( Y, Z, )

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 8

    W (

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 9

    A

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 11

    1.3

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 12

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 13

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 14

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 15

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 16

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 19

    2

    2.1

    G X,

    ,

    (CDF).

    A , CDF , 1( )

    N P(A), A ,

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    (PDF) ( ),

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 20

    (((10))) (((1000)))

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 21

    A, ANY F(.)

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 22

    2.2 :

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 23

    T

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 24

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 25

    T

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED

    T

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    FUNCTIONS

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    2 26

    CHAPTER 2 RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 27

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 27

    2.3

    CHAPTER 2 RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 28

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 28

    B

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 29

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 31

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 31

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 32

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    2.4 :

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 33

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 35

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 37

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    D

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 38

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 39

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    2.6 (= )

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 40

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 41

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    T I

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 43

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    CD

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 44

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    2.7

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 47

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    A CDF . F ():

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 48

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    T X

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 50

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    I :

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 51

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    E

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 52

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    2.8 C

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 53

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 54

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    3.1

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 55

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 57

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 59

    C

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    C

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 60

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    3.2 :

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    CHAPTER 2: RANDOM VARIABLES AND ASSOCIATED FUNCTIONS 2 63

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