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F ( x )=P ( X x )= f ( x ) dx
Notacin:
x ( , ) o bien x G ( , ) .
6. Distribucin Beta
Una variable aleatoria x tiene distribucin Beta de parmetro y > 0 si su
funcin de densidad es:
1x , Si 0< x< 1
( + +1 ) ! a
x
! !
f ( x )=
E ( x )=
( +1)
( + +2)
2
+ +
( +1 ) ( +1)
Var (x)=
Si
Y n=x + + x = x i
2
1
2
n
i=1
f ( x )=
( n2 )
x2 e
x< 0 ,
x
2
p>0.
( p )= x p1 e x x
0
F ( x )=Pr { x x }= f ( t ) dt
0
8. Distribucin t de Student.
Si
varianza
Y n=
, la variable:
1
x2
n i=1 i
1
f ( x )=
n
( n+2 1 ) 1+ x
n)
n (
( )
2
2 n+1
2
x> 0 ,
p>0.
( p )= x p1 e x x
0
F ( x )=Pr ( X x )= f ( t ) dt
0
9. Distribucin F de Snedecor.
La distribucin F de Snedecor aparece en los contrastes asociados a
comparaciones
entre
las
varianzas
( x 1 , x2 , x m ) y ( z 1 , z 2 , . z n )
independientes de media
son
de
m+n
=0 y varianza
dos
poblaciones
variables
normales.
aleatorias
normales
2 la variable:
Y n=
1
x2i
m i=1
n
1
z2
n i=1 i
Fm ,n
Si
m+ n
2
m
n
( )( )
f ( x )=
m
n
r ( )r( )
2
2
r
m
2
m
1
2
1+
mx
n
m +n
2
x> 0,
p>0
r ( p)= x p1 ex x
0
F ( x )=Pr { X x }= f ( t ) dt
0
Ejercicios Resueltos
1). Sea X una variable aleatoria con Distribucin Beta, calcular r=E ( xr ) .
f ( x )=
( + +1 ) ! a
x ( 1x )
!!
Solucin 1:
X es Beta, entonces:
E ( x r )= x r
0
( + +1 ) ! a
( + +1 ) ! a+r
x ( 1x ) dx=
x ( 1x ) dx
! !
!
0
{ ( +1 ) ( +2 ) ( + r ) } ( + +1 ) ! ( + +2 )( + +3 ) ( + +r +1 ) a +r
x , ( 1x ) dx
! {( +1 ) ( +2 ) ( + r ) } ! ( + +2 )( + +3 ) ( + +r +1 )
( +1 )( +2 ) ( +r )
( + r + + 1 ) ! +r
x ( 1x ) dx
( + +2 )( + +3 ) ( + +r +1 )
( +r ) ! !
0
( + +1 ) ! ( +r ) !
! ( + +r +1 ) !
f ( x )= 6 x ( 1x ) ,0< x< 1
0 ,otro caso