Variables Aleatorias Discretas

VA Binomial: X ~ Bin(n,p)
n k p p
k
n
k X P
k n k
..., , 1 , 0 , ) 1 ( ) ( =
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= =


() = ; () = (1 )

VA Hipergeometrica: X~H(n,M,N)
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= =
n
N
k n
M N
k
M
k X P ) (
max0, + min(, )

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= =
1
) ( ; ) (
N
n N
N
M N
N
M
n X V
N
nM
X E

Aproximacin binomial a hipergeomtrica
si ~, , ~, /
Se usa cuando

y n <<< N

VA Poisson: X ~ P()
!
) (
k
e
k X P
k

= = k = 0,1,2, y > 0
= ; () =
Aproximacin a binomial: si n100 , p0.01 y np20
entonces X~Bin(n,p) X~P() con =

VA Geometrica: X~G(p)
p p k X p
k 1
) 1 ( ) (

= =
p
X E
1
) ( = ;

VA Binomial negativa: X~BN(r,p);
r k r
p p
r
k
k X P

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= = ) 1 (
1
1
) ( k= r , r + 1, r + 2,
p
r
X E = ) ( ;







Variables Aleatorias Continuas
Distribucin uniforme: X~U(A, B)

s s
=
contrario caso
b x a
a b x f
0
1
) (
2
) (
b a
X E
+
= ;
Aproximacin normal a binomial:
~, ~,
2

= = (1 )
Se usa cuando: 10 (1 ) 10

Aproximacion normal a poisson:
si ~ ~,
2

= =
Se usa cuando > 5

Distribucin exponencial: ~ > 0

>
=

contrario caso
x e
x f
x
0
0
) (

Covarianza:
, = () ()
, = . ()

Coef.de Correlacin
Lineal:

Intervalos de confianza IC: de nivel 1
=

; =

2
,1

Estimadores

; ;

2
) 1 (
) (
p
p r
X V

=
2
1
) (
p
p
X V

=
12
) (
) (
2
a b
X V

=
n
X
Z
/ o

=
n S
X
Z
/

=
n
p p
p P
Z
) 1 (

=
(

= n P P z P IC / )

1 (

2
o
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=

2
1 ,
2
1
2
2
1 ,
2
2
) 1 (
;
) 1 (
n n
S n S n
IC
o o
_ _
2
1
) (
1
) (

= = X V X E
Y X
Y X
Y X Cov
o o

.
) , (
,
=