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  • Mean & Varian Dist. Normal

    Diunggah oleh

    yantiaya
    7 tayangan2 halaman
    This document discusses the calculation of the mean and variance of a normal distribution. The mean is calculated as the integral of x times the probability density function from negative infinity to positive infinity. For a normal distribution with mean μ and standard deviation σ, this evaluates to μ. The variance is calculated as the expected value of the squared deviation from the mean. For a normal distribution, this evaluates to the standard deviation σ squared.

    Deskripsi Asli:

    Mean dan Varian

    Hak Cipta

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    This document discusses the calculation of the mean and variance of a normal distribution. The mean is calculated as the integral of x times the probability density function from negative infinity to positive infinity. For a normal distribution with mean μ and standard deviation σ, this evaluates to μ. The variance is calculated as the expected value of the squared deviation from the mean. For a normal distribution, this evaluates to the standard deviation σ squared.

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    © All Rights Reserved
    Unduh sebagai DOCX, PDF, TXT atau baca online dari Scribd
    Tandai sebagai konten tidak pantas
    7 tayangan2 halaman

    Mean & Varian Dist. Normal

    Diunggah oleh

    yantiaya
    This document discusses the calculation of the mean and variance of a normal distribution. The mean is calculated as the integral of x times the probability density function from negative infinity to positive infinity. For a normal distribution with mean μ and standard deviation σ, this evaluates to μ. The variance is calculated as the expected value of the squared deviation from the mean. For a normal distribution, this evaluates to the standard deviation σ squared.

    Hak Cipta:

    © All Rights Reserved
    Unduh sebagai DOCX, PDF, TXT atau baca online dari Scribd
    Tandai sebagai konten tidak pantas
    dari 2

    a.

    Mean

    E ( x )= xf ( x ) dx ,< x<

    E(x)

    1
    ( ).[( x ) / ]2
    2

    e
    dx
    . 2
    1

    ( ).[( x ) / ]2
    1
    x
    .
    e
    dx
    2

    =
    =

    Misal z =
    dx = dz & x = z +

    E(x)

    = 2

    1
    = 2

    = 2

    dz

    z2
    2

    (z ).e

    (z ).e

    z.e

    z
    2

    dz +

    z2
    2

    dz

    adalah fungsi ganjil, maka :

    z
    2

    adalah fungsi genap, maka :

    dz=1

    Sehingga;

    E(x)

    dz = 0

    Karena f(z2) = e

    z2
    2

    dz

    z2
    2

    1
    e
    2

    z2
    2

    dz
    z2
    2

    Karena f(z1) = z. e
    1
    2

    z.e

    1
    =

    x.e

    1
    ( ). z 2
    2

    =
    z e 2 dz+

    e
    2
    2
    = ( 0 )+ ( 1 )

    z
    2

    dz

    b. Varian

    Var ( x )= xf ( x ) dx , < x <

    = E (( x )2)

    1
    ( x ) 2 . ( 1 ).[( x ) / ]

    e 2
    dx
    = 2

    Var (x)

    Misal z =
    dx = dz & x - = z
    z2

    2
    2
    z e 2

    2
    Var (x)
    =
    dz
    Misal u = z du = dz
    dv = z . e
    v=

    1
    ( ) z 2
    2

    z.e

    1
    ( ) z 2
    2

    v=
    = -e-s

    dz
    z2
    dz, misal s = - 2 ds = z dz

    e s ds
    Z
    2

    = e
    Sehingga,
    Var ( x )=u v v du

    Var(x)

    2
    2

    (0
    2

    z2
    2

    dz

    z2
    2

    . e
    1
    2

    z2
    2

    z2
    2

    z
    2

    1
    2

    z2
    2

    dz

    dz )

    e dz
    2

    Karena
    adalah luas di bawah kurva normal dengan 0 dan 1 ,
    maka nilainya = 1.
    Var (x)

    2(0+1)

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