Universidad de Chile

ticas
Facultad de Cs. Fsicas y Matema
ctrica
Departamento de Ingeniera Ele
MA3403-3 - Probabilidades y Estadstica

Apunte curso MA3404:

Probabilidades y Estadstica

Autor:
Profesor:
Primavera 2012
Santiago, Chile.

Cristian Retamal Contreras

Roberto Cortez M.

Probabilidades y Procesos Estoc

asticos
Profesor Catedra : Fernando Lema
Profesor Auxiliar : Jose Luis Malverde

Formulario Control 2
22 de Mayo 2006
P(A|B) =

P(AB)
P(B)

P(B|A)P(A)
.
P(B)

P(A1 A2 ... An ) = P(A1 )P(A2 |A1 )P(A3 |A2 A1 )...P(An |A1 ... An1 ).
Pn
P(A) = i=1 P(Ai )P(A|Ai ) donde {Ai }ni=1 es particion, i.e. Ai Aj = i 6= j
Sn
y i=1 Ai = .
P(A B) = P(A) + P(B) P(A B).
Sn
Pn
Pn
Pn
P( i=1 Ai ) = i=1 P(Ai ) i,j=1 P(Ai Aj ) + i,j,k=1 P(Ai Aj Ak )...
P(A|B) = P(A) P(B|A) = P(B) P(A B) = P(A)P(B).
R

P(A) =
X).
f (x) =

f (x)dx, F (X) =

{Xi |Xi X}

P(Xi ), F (X) =

RX

f (x)dx = P(x

F (X)
X .
1

fY (y) = fX (H 1 )| H y (y) | con Y = H(X).

(X, Y ) vector probabilidad, con densidad conjunta f (x, y) si X e Y son v.a. y
R R
f (x, y) 0, x, yR2 y R R f (x, y) = 1.
Sea (X, Y ) vector probabilidad. F (x, y) = P(X x, Y y),
f (x, y).
fX (x) =
f (x|y) =

2
xy F (x, y)

f (x, y)dy. Si X e Y son independientes, f (x, y) = fX (x) fY (y).

f (x,y)
fY (y) .

T.C.V: fU,V (u, v) = fX,Y (x(u, v), y(u, v) |det(J)| donde J es la matriz jacobiana
del cambio de variables.
Probabilidades Totales (caso continuo): P(A) =

P(A|Y = y)fY (y)dy.

Esperanza: E(X) =

fX (x)dx, E(X) =

i=0

i P(X = i).

Varianza: V (X) = E(X E(X))2 = E(X 2 ) E(X)2 .

PN
PN
E(C) = C, E(CX) = CE(X), E( i=0 Xi ) = i=0 E(Xi ).
V (C) = 0, V (CX) = C 2 V (X).
Covarianza: Cov(X, Y ) = E[(X E(X))(Y E(Y ))].
Esperanza Condicional: E(X|Y ) =

xi p(xi |yi ).

pr (1 p)kr

k = r...

x f (x|y)dx, E(X|Y ) =

i=0

E(X) = E(E(X|Y )), E(Y ) = E(E(Y |X)).

Binomial: X B(n, p) P(x = k) =

n
k

pk (1 p)nk .

Binomial Negativa: X BN (r, p) P(x = k) =

k1
r1

Hipergeometrica: H H(n, NA , N ) P(x = k) =

Poisson (par
ametro ): P(X = i) =

NA
(NkA )(Nnk
)
.
(Nn )

i ei
.
i!

Geometrica: P(X = k) = (1 p)k1 p.

Normal: X N (, 2 ) si f (x) =

1
1 e 2
2

x 2

Exponencial: X e( si f (x) = ex , x > 0.

Uniforme: X U (a, b) si f (x) =
Gamma: X G(, r) si f (x) =
R p1 x
x e dx.
0
Beta: X Be(, ) si f (x) =

1
ba

para x(a, b).

r1 x
e
,
(r) (x)

(+) +1
(1
()() x

Chi-Cuadrado: X 2n si f (x) =

para x > 0, donde (r) =

x)1 , para 0 x 1.

n
x
1
x 2 1 e 2
n
2 2 ( n
2)

para x > 0.
2

Rayleigh: X tiene Distribucion de Rayleigh si: f (x) =

2x x2
2 e

Maxwell: X sigue una distribucion de Maxwell si f (x) =

2xn1
3
22

( 32 )

x2
2

TABLA1:DISTRIBUCINNORMAL

reasbajolacurvanormal
Ejemplo:

P[Z>1]=0.1587
P[Z>1.96]=0.0250

Desv.
normal
x
0.0
0.1
0.2
0.3
0.4

0.00

0.01

0.02

0.03

0.04

0.05

0.06

0.07

0.08

0.09

0.5000
0.4602
0.4207
0.3821
0.3446

0.4960
0.4562
0.4168
0.3783
0.3409

0.4920
0.4522
0.4129
0.3745
0.3372

0.4880
0.4483
0.4090
0.3707
0.3336

0.4840
0.4443
0.4052
0.3669
0.3300

0.4801
0.4404
0.4013
0.3632
0.3264

0.4761
0.4364
0.3974
0.3594
0.3228

0.4721
0.4325
0.3936
0.3557
0.3192

0.4681
0.4286
0.3897
0.3520
0.3156

0.4641
0.4247
0.3859
0.3483
0.3121

0.5
0.6
0.7
0.8
0.9

0.3085
0.2743
0.2420
0.2119
0.1841

0.3050
0.2709
0.2389
0.2090
0.1814

0.3015
0.2676
0.2358
0.2061
0.1788

0.2981
0.2643
0.2327
0.2033
0.1762

0.2946
0.2611
0.2296
0.2005
0.1736

0.2912
0.2578
0.2266
0.1977
0.1711

0.2877
0.2546
0.2236
0.1949
0.1685

0.2843
0.2514
0.2206
0.1922
0.1660

0.2810
0.2483
0.2177
0.1894
0.1635

0.2776
0.2451
0.2148
0.1867
0.1611

1.0
1.1
1.2
1.3
1.4

0.1587
0.1357
0.1151
0.0968
0.0808

0.1562
0.1335
0.1131
0.0951
0.0793

0.1539
0.1314
0.1112
0.0934
0.0778

0.1515
0.1292
0.1093
0.0918
0.0764

0.1492
0.1271
0.1075
0.0901
0.0749

0.1469
0.1251
0.1056
0.0885
0.0735

0.1446
0.1230
0.1038
0.0869
0.0721

0.1423
0.1210
0.1020
0.0853
0.0708

0.1401
0.1190
0.1003
0.0838
0.0694

0.1379
0.1170
0.0985
0.0823
0.0681

1.5
1.6
1.7
1.8
1.9

0.0668
0.0548
0.0446
0.0359
0.0287

0.0655
0.0537
0.0436
0.0351
0.0281

0.0643
0.0526
0.0427
0.0344
0.0274

0.0630
0.0516
0.0418
0.0336
0.0268

0.0618
0.0505
0.0409
0.0329
0.0262

0.0606
0.0495
0.0401
0.0322
0.0256

0.0594
0.0485
0.0392
0.0314
0.0250

0.0582
0.0475
0.0384
0.0307
0.0244

0.0571
0.0465
0.0375
0.0301
0.0239

0.0559
0.0455
0.0367
0.0294
0.0233

2.0
2.1
2.2
2.3
2.4

0.0228
0.0179
0.0139
0.0107
0.0082

0.0222
0.0174
0.0136
0.0104
0.0080

0.0217
0.0170
0.0132
0.0102
0.0078

0.0212
0.0166
0.0129
0.0099
0.0075

0.0207
0.0162
0.0125
0.0096
0.0073

0.0202
0.0158
0.0122
0.0094
0.0071

0.0197
0.0154
0.0119
0.0091
0.0069

0.0192
0.0150
0.0116
0.0089
0.0068

0.0188
0.0146
0.0113
0.0087
0.0066

0.0183
0.0143
0.0110
0.0084
0.0064

2.5
2.6
2.7
2.8
2.9
3.0

0.0062
0.0047
0.0035
0.0026
0.0019
0.0013

0.0060
0.0045
0.0034
0.0025
0.0018
0.0013

0.0059
0.0044
0.0033
0.0024
0.0018
0.0013

0.0057
0.0043
0.0032
0.0023
0.0017
0.0012

0.0055
0.0041
0.0031
0.0023
0.0016
0.0012

0.0054
0.0040
0.0030
0.0022
0.0016
0.0011

0.0052
0.0039
0.0029
0.0021
0.0015
0.0011

0.0051
0.0038
0.0028
0.0021
0.0015
0.0011

0.0049
0.0037
0.0027
0.0020
0.0014
0.0010

0.0048
0.0036
0.0026
0.0019
0.0014
0.0010

TABLA 2: DISTRIBUCIN t DE STUDENT

Puntos de porcentaje de la distribucin t
Ejemplo

Para = 10 grados de
libertad:
P[ t > 1.812] = 0.05
P[ t < -1.812] = 0.05

0,25

0,2

0,15

0,1

0,05

0,025

0,01

0,005

0,0005

1
2
3
4
5

1,000
0,816
0,765
0,741
0,727

1,376
1,061
0,978
0,941
0,920

1,963
1,386
1,250
1,190
1,156

3,078
1,886
1,638
1,533
1,476

6,314
2,920
2,353
2,132
2,015

12,706
4,303
3,182
2,776
2,571

31,821
6,965
4,541
3,747
3,365

63,656
9,925
5,841
4,604
4,032

636,578
31,600
12,924
8,610
6,869

6
7
8
9
10

0,718
0,711
0,706
0,703
0,700

0,906
0,896
0,889
0,883
0,879

1,134
1,119
1,108
1,100
1,093

1,440
1,415
1,397
1,383
1,372

1,943
1,895
1,860
1,833
1,812

2,447
2,365
2,306
2,262
2,228

3,143
2,998
2,896
2,821
2,764

3,707
3,499
3,355
3,250
3,169

5,959
5,408
5,041
4,781
4,587

11
12
13
14
15

0,697
0,695
0,694
0,692
0,691

0,876
0,873
0,870
0,868
0,866

1,088
1,083
1,079
1,076
1,074

1,363
1,356
1,350
1,345
1,341

1,796
1,782
1,771
1,761
1,753

2,201
2,179
2,160
2,145
2,131

2,718
2,681
2,650
2,624
2,602

3,106
3,055
3,012
2,977
2,947

4,437
4,318
4,221
4,140
4,073

16
17
18
19
20

0,690
0,689
0,688
0,688
0,687

0,865
0,863
0,862
0,861
0,860

1,071
1,069
1,067
1,066
1,064

1,337
1,333
1,330
1,328
1,325

1,746
1,740
1,734
1,729
1,725

2,120
2,110
2,101
2,093
2,086

2,583
2,567
2,552
2,539
2,528

2,921
2,898
2,878
2,861
2,845

4,015
3,965
3,922
3,883
3,850

21
22
23
24
25

0,686
0,686
0,685
0,685
0,684

0,859
0,858
0,858
0,857
0,856

1,063
1,061
1,060
1,059
1,058

1,323
1,321
1,319
1,318
1,316

1,721
1,717
1,714
1,711
1,708

2,080
2,074
2,069
2,064
2,060

2,518
2,508
2,500
2,492
2,485

2,831
2,819
2,807
2,797
2,787

3,819
3,792
3,768
3,745
3,725

26
27
28
29
30

0,684
0,684
0,683
0,683
0,683

0,856
0,855
0,855
0,854
0,854

1,058
1,057
1,056
1,055
1,055

1,315
1,314
1,313
1,311
1,310

1,706
1,703
1,701
1,699
1,697

2,056
2,052
2,048
2,045
2,042

2,479
2,473
2,467
2,462
2,457

2,779
2,771
2,763
2,756
2,750

3,707
3,689
3,674
3,660
3,646

40
60
120

0,681
0,679
0,677
0,674

0,851
0,848
0,845
0,842

1,050
1,045
1,041
1,036

1,303
1,296
1,289
1,282

1,684
1,671
1,658
1,645

2,021
2,000
1,980
1,960

2,423
2,390
2,358
2,326

2,704
2,660
2,617
2,576

3,551
3,460
3,373
3,290

TABLA 3: DISTRIBUCIN
2
Puntos de porcentaje de la distribucin

2

Ejemplo:
Para = 10 grados de
libertad


P[

0.995

0.99

0.975

0.95

0.9

0.75

0.5

0.25

0.1

0.05

2


> 15.99] = 0.10

0.025

0.01

0.005


1
2
3
4
5

3.93E-05 1.57E-04 9.82E-04 3.93E-03 1.58E-02

1.00E-02 2.01E-02 5.06E-02
0.103
0.211
7.17E-02
0.115
0.216
0.352
0.584
0.207
0.297
0.484
0.711
1.064
0.412
0.554
0.831
1.145
1.610

0.102
0.575
1.213
1.923
2.67

0.455
1.386
2.37
3.36
4.35

1.323
2.77
4.11
5.39
6.63

2.71
4.61
6.25
7.78
9.24

3.84
5.99
7.81
9.49
11.07

5.02
7.38
9.35
11.14
12.83

6.63
9.21
11.34
13.28
15.09

7.88
10.60
12.84
14.86
16.75

1
2
3
4
5

18.55 6
20.3 7
22.0 8
23.6 9
25.2 10

6
7
8
9
10

0.676
0.989
1.344
1.735
2.16

0.872
1.239
1.647
2.09
2.56

1.237
1.690
2.18
2.70
3.25

1.635
2.17
2.73
3.33
3.94

2.20
2.83
3.49
4.17
4.87

3.45
4.25
5.07
5.90
6.74

5.35
6.35
7.34
8.34
9.34

7.84
9.04
10.22
11.39
12.55

10.64
12.02
13.36
14.68
15.99

12.59
14.07
15.51
16.92
18.31

14.45
16.01
17.53
19.02
20.5

16.81
18.48
20.1
21.7
23.2

11
12
13
14
15

2.60
3.07
3.57
4.07
4.60

3.05
3.57
4.11
4.66
5.23

3.82
4.40
5.01
5.63
6.26

4.57
5.23
5.89
6.57
7.26

5.58
6.30
7.04
7.79
8.55

7.58
8.44
9.30
10.17
11.04

10.34
11.34
12.34
13.34
14.34

13.70
14.85
15.98
17.12
18.25

17.28
18.55
19.81
21.1
22.3

19.68
21.0
22.4
23.7
25.0

21.9
23.3
24.7
26.1
27.5

24.7
26.2
27.7
29.1
30.6

26.8
28.3
29.8
31.3
32.8

11
12
13
14
15

16
17
18
19
20

5.14
5.70
6.26
6.84
7.43

5.81
6.41
7.01
7.63
8.26

6.91
7.56
8.23
8.91
9.59

7.96
8.67
9.39
10.12
10.85

9.31
10.09
10.86
11.65
12.44

11.91
12.79
13.68
14.56
15.45

15.34
16.34
17.34
18.34
19.34

19.37
20.5
21.6
22.7
23.8

23.5
24.8
26.0
27.2
28.4

26.3
27.6
28.9
30.1
31.4

28.8
30.2
31.5
32.9
34.2

32.0
33.4
34.8
36.2
37.6

34.3
35.7
37.2
38.6
40.0

16
17
18
19
20

21
22
23
24
25

8.03
8.64
9.26
9.89
10.52

8.90
9.54
10.20
10.86
11.52

10.28
10.98
11.69
12.40
13.12

11.59
12.34
13.09
13.85
14.61

13.24
14.04
14.85
15.66
16.47

16.34
17.24
18.14
19.04
19.94

20.3
21.3
22.3
23.3
24.3

24.9
26.0
27.1
28.2
29.3

29.6
30.8
32.0
33.2
34.4

32.7
33.9
35.2
36.4
37.7

35.5
36.8
38.1
39.4
40.6

38.9
40.3
41.6
43.0
44.3

41.4
42.8
44.2
45.6
46.9

21
22
23
24
25

26
27
28
29
30

11.16
11.81
12.46
13.12
13.79

12.20
12.88
13.56
14.26
14.95

13.84
14.57
15.31
16.05
16.79

15.38
16.15
16.93
17.71
18.49

17.29
18.11
18.94
19.77
20.6

20.8
21.7
22.7
23.6
24.5

25.3
26.3
27.3
28.3
29.3

30.4
31.5
32.6
33.7
34.8

35.6
36.7
37.9
39.1
40.3

38.9
40.1
41.3
42.6
43.8

41.9
43.2
44.5
45.7
47.0

45.6
47.0
48.3
49.6
50.9

48.3
49.6
51.0
52.3
53.7

26
27
28
29
30

40
50
60
70

20.7
28.0
35.5
43.3

22.2
29.7
37.5
45.4

24.4
32.4
40.5
48.8

26.5
34.8
43.2
51.7

29.1
37.7
46.5
55.3

33.7
42.9
52.3
61.7

39.3
49.3
59.3
69.3

45.6
56.3
67.0
77.6

51.8
63.2
74.4
85.5

55.8
67.5
79.1
90.5

59.3
71.4
83.3
95.0

63.7
76.2
88.4
100.4

66.8
79.5
92.0
104.2

40
50
60
70

80
90
100

51.2
59.2
67.3

53.5
61.8
70.1

57.2
65.6
74.2

60.4
69.1
77.9

64.3
73.3
82.4

71.1
80.6
90.1

79.3
89.3
99.3

88.1
98.6
109.1

96.6
107.6
118.5

101.9
113.1
124.3

106.6
118.1
129.6

112.3
124.1
135.8

116.3 80
128.3 90
140.2 100

-2.58

-2.33

-1.96

-1.64

-1.28

-0.674

0.000

0.674

1.282

1.645

1.96

2.33

2.58

Z


Para


> 100 tmese

2


= 12
Z


2

1

. Z es la desviacin normal estandarizada correspondiente al nivel de



significancia y se muestra en la parte superior de la tabla.