UNIVERSIDAD TÉCNICA FEDERICO SANTA MARÍA RENATO ALLENDE OLIVARES

PROBABILIDAD Y ESTADÍSTICA MAT 041 HUMBERTO VILLALOBOS TORRES

CAMPUS VALPARAÍSO

FORMULARIO OFICIAL PROBABILIDADES Y VARIABLES ALEATORIAS

PROBABILIDADES
Orden
#A Muestreo Importa No Importa
• [A] =
#Ω n! n!
sin/rep. Prn = Cnr =
• [A] = 1 – [A ]
c (n − r )! r ! (n − r )!

c con/rep. nr Cnr +r−1 = (n + r −1)!

• [φ] = 1 – [φ ] =0 r ! (n + r −1)!

c c c
• [A – B] = [A ∩ B ] = [A] – [A ∩ (B ) ]
• [A ∪ B] = [A] + [B] – [A ∩ B] ⇒ A∩B=φ [A ∩ B] = 0
⎡ n ⎤ n n n
• P ⎢ ∪ A i ⎥ = ∑ P[A i ] − ∑ P[A i ∩ A j ] + ∑ P[A i ∩ A j ∩ A k ] + ... + ( −1) n−1P[A i ∩ ... ∩ A n ]
⎢⎣ i = 1 ⎥⎦ i = 1 i =1 i =1
i <j i <j <k

P[B ∩ A i ] P[B /A i ]× P[A i ]

• P[B / A i ] = • P[A i / B] =
P[A i ] P[B]

• P[B] = P[B / A1 ]× P[A1 ] + P[B / A 2 ]× P[A 2 ] + ... + P[B / A k ]× P[A k ]

• P[A i ∩ A j ∩ ... ∩ A k ] = P[A i ]× P[A j ]×...× P[A k ] ; Bajo Independencia

VARIABLES ALEATORIAS

⎧ ∑ g (X) f ( x)
⎪⎧⎪ f ( x) ≥ 0 ⎪⎪ x∈Rx
fx(x) ⎨
⎪ E[ g (X)] ⎨
⎪⎪ ∑ f ( x) = 1 ∨ ∫ f ( x)dx = 1
⎪ ∫ g (X) f (x) dx
⎪⎪⎩ x∈Rx x∈Rx
⎪⎩ x∈Rx

⇒ Sean a y b constantes y X una variable aleatoria cualquiera, entonces

• „[a] = a • •[a] = 0
• „[X] = . = constante. • •[X] = 52 = constante.
• „[aX] = a „[X] • •[aX] = a2 •[X]
• „[aX + b] = a „[X] + b • •[aX + b] = •[aX] + •[b] = a2 •[X]