variables aléatoires Flashcards

1
Q

x suit loi uniforme (a,b)

A

f(x)=1/b-a si x dans (a,b) 0 sinon

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2
Q

fonction de répartition de loi uniforme sur (a,b)

A

0 si x<=a 1 si x>=b x-a/b-a si x appartient à (a,b)

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3
Q

représentations loi uniforme

A
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4
Q

loi uniforme

espérance variance

A

E(X) = a+b /2

V(X) = (b-a)^2 /12

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5
Q

relation X suit uniforme (0,1) et (a,b)

A

X suit U(0,1) equivalent à

a+(b-a)X suit U(a,b)

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6
Q

X suit loi expo

A

f(x)= £*exp(-£x) si x>0

0 sinon

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7
Q

fonction de répartion de loi exponentielle

A

F(x) = 0 si x<0

1-exp(-£*x)

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8
Q

représentation de loi exponentielle

A

fz

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9
Q

loi exponentielle espérance et variance

A

E(X) = 1/£

V(X) = 1/£^2

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10
Q

relation loi exponentielle en 1 et en £

A

X suit loi exponentielle paramètre 1

equivalent à 1/£ *X suit loi paramtètre £

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11
Q

absence de mémoire vrai si X suit la loi exponentielle

A

P(X>x+y) = P(X>x)*P(Y>y)

ou P (X>x) (X>x+y) = P(X>y)

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12
Q

X suit la loi normale centrée réduite si

A

f(x) = (1/sqrt(2*%pi))* exp (-x^(2) /2)

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13
Q

X suit loi normale centrée réduite alors fonction de répartition =

A

F(x)=Ø(x)= 1/sqrt(2*%pi)) *

integrale de -infini à x de :

exp (-x^(2) /2) dt

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14
Q

Ø(0)=

Ø(-x)=

A

1/2

1-Ø(x)

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15
Q

loi normale centrée réduite espérance et variance

A

E(X)=0

V(x)=1

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16
Q

X suit loi normale paramètre (µ, σ^2) si

A

f(x)=

1/σ*sqrt(2*%pi)) *

exp (-(x-µ)^(2) /2σ^2) dt

17
Q

réprésentations loi normale centrée réduite

A
18
Q

fonction de répartition loi normale

A

F(x)= 1/σ*sqrt(2*%pi)) *

integrale de -infini à x de :

exp -(t-µ)^(2) /2*σ^2) dt

=Ø((x-µ)/σ)

19
Q

représentation de la loi normale

A
20
Q

X suit loi normale (µ,σ^2) equivalent à

A

(X-µ)/σ suit loi normale centrée réduite

21
Q

X suit loi normale

espérance et variance

A

E(X) =µ

V(X)=σ^2

22
Q

X suit loi géométrique

loi

espérance, variance

fonction de répartition

P(X>=k)

A

support : N*

P(X=k) = (1-p)^k-1 * p

E(X)= 1/p V(X) = (1-p)/p^2

F(x)=1-q^k (q=1-p)

P(X>=k) = q^(k-1)

23
Q

X suit loi de Poisson (µ)

loi

espérance, variance

A

support = N

P(X=k) = µ^(k) *exp (-µ)/factorial(k)

E(X) = µ

V(X) = µ