Lisbon Accounting and Business School – Polytechnic University of Lisbon
These slides are a free translation and adaptation from the slide deck for Estatística I by Prof. Sandra Custódio and Prof. Teresa Ferreira from the Lisbon Accounting and Business School - Polytechnical University of Lisbon.
A r.v. \(X\) follows a uniform distribution in \([a,b]\subset\mathbb{R}\) with \(-\infty<a<b<\infty\), if its probability density is given by:
\[ f_X(x)=\begin{cases} \frac{1}{b-a} & a\leq x \leq b\\ 0 & otherwise \end{cases} \]
We write \(X\sim U[a,b]\)
The cumulative distribution function is given by:
\[ F_X(x)=\begin{cases} 0 & x< a\\ \frac{x-a}{b-a} & a\leq x < b\\ 1 & x\geq b \end{cases} \]
Note, this distribution is symmetric, and its first two moments are:
The length of small spots in a TV network is a r.v. \(X\) distributed \(U[5,12]\).
Let the r.v. \(X\) be distributed \(U[2,b]\) with \(b>2\). What value must \(b\) take to make \(P(3\leq X\leq 5)=0.4\)?
The exponential distribution is rooted in the Poisson distribution, reflecting the waiting time between events originated according to a Poisson process.
Nevertheless, we can apply the exponential distribution to many other phenomena.
A r.v \(X\) is distributed exponentially, with parameter \(\lambda>0\), \(X\sim Exp(\lambda)\), if its probability density function is given by:
\[ f_X(x)=\begin{cases} \lambda e^{-\lambda x} & x\geq 0\\ 0 & x< 0 \end{cases} \]
\(\lambda\) can be interpreted as the expected waiting time (or space) between events.
The cumulative probability function is:
\[ F_X(x)=\begin{cases} 0 & x< 0\\ 1-e^{-\lambda x} & x\geq 0 \end{cases} \]
And its moments are:
Statistics I