USACH

Facultad de Ciencia
Dpto. Matemtica y CC.
rea de Estadsticas



ALGUNOS MODELOS DE VARIABLES ALEATORIAS DISCRETAS





MODELO
(Parmetros)
(*2)
FUNCIN DE CUANTA

ESPERANZA
[]
VARIANZA
[]
ASIMETRA

3
[]
CURTOSIS

4
[]
F.GEN.M.

[]
BERNOULLI
()
() =

1


= 0,1

1 2

3 +
[1 6]

+)
BINOMIAL
(, )

+

() = (

= 0, ,

1 2

3 +
[1 6]

+ )

GEOMTRICA
()
() =
1


= 1,2,
1

2

2

9 +

HIPERGEOMETRICA
(, , )
,
+

() =
(

)(

)
(

)


{0, } min {, }



1
. 115
PASCAL
(, )

+

() = (
1
1
)

= , +1, +2,

2

2

3 +

2
6 +6

POISSON
()
> 0
() =

!


= 0,1,2,

3 +
1

1)

(*2) En todos los modelos con parmetro , se verifica 0 < < 1; = 1
(*1) [] =

2
;
3
[] =
[( [])
3
]

3
;
4
[] =
[( [])
3
]

3
;

[] = [

]
Alejandro Gonzlez Tapia - Ing. Civil en Minas



(*1) MODELO
(Parmetros)
FUNCIN DE DENSIDAD
ESPERANZA
[]
VARIANZA
[]
ASIMETRA

3
[]
CURTOSIS

4
[]
F.GEN.M.

[]
(*2) BETA
(, )
> 0, > 0
() =
1
(1 )
1


0 1

( + )
2
( + + 1)

(*2)


CHI-CUADRADO
()
> 0
() =

2
1

1
2

2 (

2
)


> 0
2
2
3
2

3 +
12

(1 2)

2

<
1
2

EXPONENCIAL
()
> 0
() =



> 0
1

2
2 9
(1

)
1


<
(*3) F-SNEDECOR
(, )
> 0, > 0
() =

2
1
(1 +

+
2


> 0

2


> 2
2
2
( + 2)
( 2)
2
( 4)


> 4

GAMMA
(, )
> 0, > 0
() =
()
1

()


> 0

2

2

3 +
6

(1

)
1


<
NORMAL
(,
2
)
< < ; > 0
() =
1
2

1
2
(

)
2


< <

2
0 3

(+
1
2

2
)

(*4) LOGNORMAL
(,
2
)
< < ; > 0
() =
1
2

1
2
(
ln ()

)
2


> 0

(+
1
2

2
)

(*4)
(*5) T-STUDENT
()
> 0
() =

(1 +

)
+1
2


< <
0

2


> 2
0
3( 2)
4

UNIFORME
(, )
<
() =
1




+
2

( )
2
12

0
9
5

( )


0
(*6) WEIBULL
(, )
> 0, > 0
() = ()
1

()

> 0
(1 +
1
)

(*6)

(*1) [] =

2
;
3
[] =
[( [])
3
]

3
;
4
[] =
[( [])
3
]

3
;

[] = [

]


(*2) : (, ) =
()()
(+)
; () =

1
;

0
() = ( 1)!
> 0
; [

] = ( +)/( + +)
1
=0


(*3)

=
(
+
2
)
(

2
) (

2
)
(

2
(*4) :

= [
(2+
2
)
][

2
1] ;

] =

2
/2


(*5) :

=
[( +1)/2]
(/2)
(*6)
:

=
(1+2
1
)
2
(1+
1
)

2
; [

] =
(1+

ALGUNOS MODELOS DE VARIABLES ALEATORIAS CONTINUAS
Alejandro Gonzlez Tapia - Ing. Civil en Minas
INTERVALOS CONFIDENCIALES MS USUALES

Situacin Parmetro Estimador Intervalo Confidencial del (1 ) 100%
X v.a. normal, una m.a.
2

2
(( 1)
2

2
(1;1

2
)
, ( 1)
2

2
(1;

2
)
)
X v.a. normal, una m.a.

2
conocido
(
1

, +
1

)
X v.a. normal, una m.a.

2
desconocido
(
(1;1

2
)

, +
(1;1

2
)

)
X v.a. Bernoulli ()
m.a. de tamao n
(
1

, +
1

)

X v.a. normal
dos m.a. independientes

1
2

2
2

1
2

2
2
(

1
2

2
2

(
2
1;
1
1;

2
)
,

1
2

2
2

(
2
1;
1
1;1

2
)
)
X v.a. normal
dos m.a. independientes

1
2
=
2
2
=
2
conocida

2

1

2

1

2

1

2

1

1
+
1

2

X v.a. normal
dos m.a. independientes

1
2
=
2
2
=
2
desconocida

2

1

2

1

;1

2
)

1
+
1

2


Con

=
1
+
2
2;

=
(
1
1)
1
2
+(
2
1)
2
2

1
+
2
2

X v.a. normal
dos m.a. independientes

1
2

2
2
=
2
desconocida

2

1

2

( ;1

2
)

1
2

1
+

2
2

2

Con g.l. (ver reverso)
X v.a. normal
dos m.a. pareadas

=
1

(1;1

2
)

(1;

2
)

)

(X,Y) ~ normal bivar.
Usar grfico ad_hoc
=
0
+
1
+

1

1
(
1

(2;1

2
)

1
,
1
+
(2;1

2
)

1
)

~ (0,
2
)

0

0
(
0

(2;1

2
)

0
,
0
+
(2;1

2
)

0
)

..

0
+
1

0
+
1

(2;1

2
)

..

+
( )
2
(

)
2



0
+
1

0
+
1

(2;1

2
)

..
1 +
1

+
( )
2
(

)
2

()
2
..
=
1
2
(

1
2

2
) ;

1
=

..
(

)
2
;

0
=
..

2
(

)
2


Alejandro Gonzlez Tapia - Ing. Civil en Minas
DOCIMAS (BILATERALES) MS USUALES
Situacin Hip. Nula Estadstica Regin Crtica
X v.a. normal, una m.a.
2
=
0
2
=
( 1)
2

0
2

<
2
(1;

2
)
>
2
(1;1

2
)

X v.a. normal, una m.a.

2
conocido
=
0
=

0
/

<
1

2
>
1

2

X v.a. normal, una m.a.

2
desconocido
=
0
=

0
/

<
(1;1

2
)
>
(1;1

2
)

X v.a. Bernoulli ()
m.a. de tamao n
=
0

=

0

0
/

<
1

2
>
1

2


X v.a. normal
dos m.a. independientes

1
2
=
2
2
=

1
2

2
2

<
(
1
1;
2
1;

2
)
>
(
1
1;
2
1;1

2
)

X v.a. normal
dos m.a. independientes

1
2
=
2
2
=
2
conocidas

1
=
2

=

2
(
1

2
)
1/
1
+1/
2

<
1

2
>
1

2

X v.a. normal
dos m.a. independientes

1
2
=
2
2
=
2
desconocidas

1
=
2

=

2
(
1

2
)

1/
1
+1/
2

<
(

;1

2
)
>
(

;1

2
)

Con

=
1
+
2
2;

=
(
1
1)
1
2
+(
2
1)
2
2

1
+
2
2

X v.a. normal
dos m.a. independientes

1
2

2
2
desconocidas
(Problemas de Berens-Fisher)

1
=
2

=

2
(
1

2
)

1
2

1
+

2
2

2

<
( ;1

2
)
>
( ;1

2
)


Con =
(

1
2

1
+

2
2

2
)
2
(

1
2

1
)
2

1
1
+
(

2
2

2
)
2

2
1

X v.a. normal
dos m.a. pareadas

=
1

2

= 0
=

<
(1;1

2
)
>
(1;1

2
)


(X,Y) ~ normal bivar.
= 0
=
2
1
2

<
(2;1

2
)
>
(2;1

2
)

=
0
+
1
+

1
= 0 =

1
()

<
(2;1

2
)
>
(2;1

2
)

~ (0,
2
)

0
= 0 =

0
()

<
(2;1

2
)
>
(2;1

2
)

()
2
..
=
1
2
(

1
2

2
) ;

1
=

..
(

)
2
;

0
=
..

2
(

)
2


Alejandro Gonzlez Tapia - Ing. Civil en Minas