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VARIÁVEIS ALEATÓRIAS DISCRETAS
MODELO BINOMIAL NEGATIVO
n+x−1 n
P[X = x] = θ . (1 − θ)x , ∀x ∈ ΩX = {0,1,2, . . . }
x
0,05
n=5
0,045
0,04
0,035
0,03
0,025
0,02
0,015
0,01
0,005
0
36
76
12
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28
32
40
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48
52
56
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68
72
80
84
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92
96
0
4
8
Distribuição Binomial Negativa com n=10 e =0,2
0,035
n = 10
0,03
0,025
0,02
0,015
0,01
0,005
0
36
76
12
16
20
24
28
32
40
44
48
52
56
60
64
68
72
80
84
88
92
96
0
4
8
PROVA BÁSICA DA SOMA DE
PROBABILIDADES
θ𝑖
𝑖
σ𝑖=0 θ =
1 σ
θ = 0 +1+2θ +3θ +4θ ... = (1−θ)2
𝑖=0 1 2 3 1
1−θ
2 σ𝑖=0 θ
𝑖 2
θ2 = 0+21+32θ1 +43θ2 +54θ3 ... = (1−θ)3
3 σ𝑖=0 θ
𝑖 32
θ3 =0+321+432θ +543θ ... = (1−θ)4
1 2
...
𝑛 σ 𝑖=0 θ 𝑖 n!
1 2
=0+n!+(n+1)!/1!θ +(n+2)!/2!θ ... =
θ 𝑛 (1 − θ)𝑛+1
(n+i)! 𝑖 n! 𝑛
σ𝑖=0 i! θ = (1−θ)𝑛+1 σ𝑖=0 (1 − θ)𝑛+1 θ𝑖 = 1
𝑖
σ
𝑛+𝑥−1 𝑛
𝑥=0 θ (1 − θ)𝑥 = 1
𝑥
COMPORTAMENTO DAS PROBABILIDADES
P[X = x] P[X = x-1] ou P[X = x] P[X = x+1]
(n+x−1)! n (n+x−2)!
θ (1 − θ)x ≥ θn (1 − θ)x−1
x!(n−1)! (x−1)!(n−1)!
(n + x − 1)(1 − θ) 1−θ 1
≥1⇒x≤n − +1
x θ θ
(n+x−1)! n (n+x)!
θ (1 − θ)x ≥ θn (1 − θ)x+1
x!(n−1)! (x+1)!(n−1)!
n+x 1−θ 1−θ 1
1≥ ⇒x≥n −
x+1 θ θ
• P[X = x*]P[X=x],
x, se x*ϵ[n(1- )/ -1/, n(1- )/ -1/ +1]
• Valor modal [X] = x*
VALOR ESPERADO, VARIÂNCIA E DP
n n
(n + x − 1)! n
E[X] = x × P[X = x] = x θ (1 − θ)x =
x! (n − 1)!
x=0 x=0
n
(1 − θ) (n + x − 1)! n+1 x−1
(1 − θ)
=n θ (1 − θ) =n
θ x − 1 ! n! θ
x=1
𝑉𝑎𝑟[𝑋] = 𝐸[𝑋 2 ]
− (𝐸[𝑋])2 = 𝐸[𝑋(𝑋 − 1)] + 𝐸[𝑋] − (𝐸[𝑋])2
𝑛
(n + x − 1)! n
𝐸[𝑋(𝑋 − 1)] = 𝑥(𝑥 − 1) θ (1 − θ)x =
x! (n − 1)!
𝑥=0
n
1−θ 2 n+x−1 !
=n n+1 θn+2 (1 − θ)x−2
θ2 x−2 ! n+1 !
x=2
1−θ 2 (1 − θ)
𝐷𝑃[𝑋] = 𝑉𝑎𝑟[𝑋] = n
=n n+1 θ2
θ2
1−θ 2 (1−θ) 2 1−θ 2 (1−θ)
𝑉𝑎𝑟[𝑋] = n n + 1 +n − n = n 2
θ2 θ θ2 θ
Variáveis Aleatórias Discretas
Modelo Binomial Negativo
X~Binomial Negativa( n , )
n+x−1 n
P[X = x] = θ . (1 − θ)x , ∀x ∈ ΩX = {0,1,2, . . . }
x
• E[X] = n(1-)/
• Moda[X][n(1-)/ -1/,n(1-)/ -1/ +1]
• Var[X] = n(1-)/2
• DP[X] = n(1-)/2
0,07
0,06
0,05
0,04
0,03
0,02
0,01
0
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