Universidad Tecnica Federico Santa Mara Esteban Henrquez Castro

Departamento de Matematica Modelos de Probabilidad

Casa Central Segundo Semestre 2011

MAT 042 PROBABILIDAD Y ESTADISTICA INDUSTRIAL

Formulario Modelos de Probabilidad

X Bin(n, p) X Hip(N, M, n)
X Ber(p)
Rec(X) = {0, 1, . . . , n} Rec(X) = {max(0,n+MN ), . . . , mn(n,M)}
Rec(X) = {0, 1} !  M NM
fX (x) = p x (1 p)1x n x x nx
fX (x) = p (1 p)nx fX (x) = N 
x
E[X] = p E[X] = np
n
E[X] = n M
V[X] = p(1 p) V[X] = np(1 p)
N
V[X] = n M NM Nn N N N1

X BN(r, p) X(t) Poisson(t)

X Geo(p) Rec(X) = {r, r + 1, . . .} Rec(X(t)) = {0, 1, . . .}
Rec(X) = {1, 2, . . .} !
x1 r et (t) x
fX (x) = p (1 p) xr fX (x) =
fX (x) = p (1 p) x1 r1 x!
E[X] = 1 E[X] = p r E[X(t)] = t
p
V[X] = 1p
V[X] = r (1p) V[X(t)] = t
p2 p2
x
F X (x) = 1 (1 p) x F X (x) = 1 P[S x r 1]
X et (t)u
F X (x) =
S x Bin(x, p) u=0
u!

X Gamma(r, )
X exp() Funcion Gamma: Rec(X) = R+
+
Rec(X) = R R r r1
(r) = 0 xr1 ex dx fX (x) = x exp(x)
fX (x) = ex (r)
(r) = (r 1)! E[X] = r
E[X] = 1


(r) = (r 1) (r 1) V[X] = r
V[X] = 1
2
  2
12 = rN
=
F X (x) = 1 ex F X (x) 1 P[N(t) r 1]
N(t) Poisson(t)

X Unif(a, b) X Weibull(, ) X Normal(, 2 )

Rec(X) = (a, b) Rec(X) = R+ Rec(X) = R
1 (x)
fX (x) = fX (x) = x1 e 1 x 2
e 2 (
1
fX (x) = )
ba  
2
E[X] = 1 1 + 1
E[X] = 12 (a + b)     E[X] =
1 2
  
V[X] = 1
a)
12
(b 2 V[X] = 2 1 + 1 +
1 2
V[X] = 2
xa  
F X (x) = F X (x) = 1 e(x)

F X (x) = x

ba

X N(, 2 ) R(t) = P[T > t] n

X Serie
Y
= 1 FT (t) Req (t) = Ri (t)
Z= N(0, 1)
fT (t) = R (t)
0 i=1
n
Y
FZ (z) = (z) fT (t) Req (t)
Paralelo
= 1 (1 Ri (t))
r(t) =
(a) = 1 (a) R(t) i=1

LATEX 2 \ EHC 02 de marzo de 2012