AGUNG PERMANA
3332200021
KELAS A
1.1 Definisi
𝑥−1
𝑓( 𝑥 ) = ( ) 𝑝 𝑟 𝑞𝑥−𝑟 (𝑥 = 𝑟, 𝑟 + 1, 𝑟 + 2, 𝑟 + 3, . . )
𝑟−1
atau
𝑓( 𝑥 ) 𝑥−1 𝑥−𝑟
=( ) 𝑝 𝑟 (1 − 𝑝) (𝑥 = 𝑟, 𝑟 + 1, 𝑟 + 2, 𝑟 + 3, . . )
𝑟−1
Fungsi 𝑓(𝑥) disebut fungsi kepadatan peluang (distribusi binomial
negative) dari peubah acak X diskrit, jika memenuhi kedua syarat fungsi
peluang ;
Proof
∑𝑥 𝑓(𝑥) = 𝑓(𝑥)
𝑥=𝑟
∑∞
∞
= 𝑥=𝑟 (𝑥−1
𝑟−1) 𝑝𝑟(1 − 𝑝)𝑥−𝑟
𝑟−1 (𝑟+1)−1 (𝑟+2)−1
= ( )𝑝𝑟(1 − 𝑝)𝑟−𝑟 + ( )𝑝𝑟(1 − 𝑝)(𝑟+1)−𝑟 + ( )𝑝𝑟(1 −
𝑟−1 𝑟−1 𝑟−1
(𝑟+3)−1
𝑝)(𝑟+2)−𝑟 + ( )𝑝𝑟(1 − 𝑝)(𝑟+3)−𝑟 + ⋯
𝑟−1
𝑝)3 + ⋯
𝑟! (𝑟+1)!
= 𝑝𝑟 + (𝑟−1)) !(𝑟−1)!
(𝑟− 𝑝𝑟(1 − 𝑝) + ((𝑟+1)−(𝑟−1))!(𝑟−1)! 𝑝𝑟(1 − 𝑝)2 +
(𝑟+2)!
((𝑟+2)−(𝑟−1))!(𝑟−1)! 𝑝𝑟(1 − 𝑝)3 + ⋯
𝑟! (𝑟+1)! (𝑟+2)!
= 𝑝𝑟 + 𝑝𝑟(1 − 𝑝) + 𝑝𝑟(1 − 𝑝)2 +
1 !(𝑟−1)! 𝑝𝑟(1 − 𝑝)3 + ⋯
2!(𝑟−1)! 3!(𝑟−1)!
𝑟(𝑟−1)! (𝑟+1)𝑟(𝑟−1)! (𝑟+2)(𝑟+1)𝑟(𝑟−1)!
=𝑝𝑟 {1 + 1!(𝑟−1)! (1 − 𝑝) + 2!(𝑟−1)! (1 − 𝑝)2 + 3!(𝑟−1)! (1 −
𝑝)3 + ⋯ }
𝑟 (𝑟+1)𝑟 (𝑟+2)(𝑟+1)𝑟
=𝑝𝑟 {1 + (1 − 𝑝) + (1 − 𝑝)2 + (1 − 𝑝)3 + ⋯ }
1! 2! 3!
1 1 1
= 𝑝𝑟 𝑟 = 𝑝𝑟 (1−1+𝑝)𝑟 = 𝑝𝑟 (𝑝)𝑟
(1−(1−𝑝))
1
= 𝑝𝑟 =1
𝑝𝑟
( )( ( ) ) 𝑥−1 𝑟 𝑥−𝑟
𝑋~𝑁𝐵 𝑟, ↔ 𝑋 = 𝑥 = 𝑓 𝑥; 𝑟, = ( ) (1 − 𝑝)
𝑝 𝑃 𝑝 𝑟 − 1𝑝
𝑥 = 𝑟, 𝑟 + 1, 𝑟 + 2 ….
𝑦+𝑟−1 𝑟
𝑃(𝑌 = 𝑦) = 𝑓(𝑦; 𝑟, 𝑝) = ( )𝑝 𝑦
𝑞 𝑦 = 0,1,2,3, …
𝑟−1
𝑟+𝑦−1
( 𝑦
−𝑟 −𝑟(−𝑟 − 1) … (−𝑟 − 𝑦 + 1)
( )𝑦
)= ( 𝑦 ) = −1 (𝑦)(𝑦 − 1) … (2)(1)
(−1)
𝑦
keterangan:
𝑝 = Peluang sukses
proof:
𝐸(𝑋) = ∑𝑥 𝑥 𝑓(𝑥)
= 𝑥(
𝑥−1
)𝑝𝑟𝑞𝑥−𝑟 = ∑∞ 𝑥(𝑥−1)𝑝𝑟(1 − 𝑝)𝑥−𝑟
∑∞
𝑥=𝑟 𝑟−1 𝑥=𝑟 𝑟−1
𝑟! (𝑟+1)!
= 𝑟𝑝𝑟 + (𝑟 + 1) (𝑟−1))!(𝑟−1)!
(𝑟− 𝑝𝑟(1 − 𝑝) + (𝑟 + 2) ((𝑟+1)−(𝑟−1))!(𝑟−1)! 𝑝𝑟(1 −
𝑝)2 + ⋯
𝑟! (𝑟+1)!
= 𝑝𝑟{𝑟 + (𝑟 + 1) (1 − 𝑝) + (𝑟 + 2 ) (1 − 𝑝)2 + ⋯ }
1!(𝑟−1)! 2!(𝑟−1)!
𝑟( 𝑟 − 1 ) ! (𝑟 + 1)𝑟(𝑟 − 1)!
𝑟
= 𝑝 {𝑟 + (𝑟 + 1) (1 − 𝑝) + (𝑟 + 2) (1 − 𝑝)2 + ⋯ }
1! (𝑟 − 1)! 2! (𝑟 − 1)!
𝑟 (𝑟+1)𝑟
= 𝑝𝑟{𝑟 + (𝑟 + 1) (1 − 𝑝) + (𝑟 + 2) (1 − 𝑝)2 + ⋯ }
1! 2!
(𝑟+1)𝑟
= 𝑝𝑟{𝑟 + (𝑟 + 1)𝑟(1 − 𝑝) + (𝑟 + 2) (1 − 𝑝)2 + ⋯ }
2
(𝑟+1)
= 𝑝𝑟𝑟{1 + (𝑟 + 1)(1 − 𝑝) + (𝑟 + 2) (1 − 𝑝)2 + ⋯ }
2
1 1 1
= 𝑝𝑟𝑟 (1−(1−𝑝))𝑟+1 = 𝑝𝑟𝑟 𝑟
(1−1+𝑝)𝑟+1 = 𝑝 𝑟 ( 𝑝)𝑟+1
1 1
= 𝑝𝑟𝑟 =𝑟 𝑟
𝑝𝑟𝑝1 𝑝1 =𝑝
b. Varian
𝑟(1 − 𝑝)
𝑉𝑎𝑟 (𝑥) =
𝑝2
keterangan:
𝑝 = Peluang sukses
proof:
∞
= ∑𝑥=𝑟 𝑥(𝑥 − 𝑟)(𝑟−1
𝑥−1
) 𝑝𝑟(1 − 𝑝)𝑥−𝑟
= 0 + (𝑟 + 1)1( 𝑟
)𝑝𝑟(1 − 𝑝) + (𝑟 + 2)2(𝑟+1)𝑝𝑟(1 − 𝑝)2 +
𝑟−1 𝑟−1
𝑟+2
(𝑟 + 3)3(𝑟−1 )𝑝𝑟(1 − 𝑝)3 + ⋯
𝑟ǃ (𝑟+1)ǃ
= (𝑟 + 1) 1ǃ(𝑟−1)ǃ 𝑝𝑟(1 − 𝑝) + (𝑟 + 2)2 𝑝𝑟(1 − 𝑝)2 +
2ǃ(𝑟−1)ǃ
(𝑟+2)ǃ 𝑟
(𝑟 + 3)3 3ǃ(𝑟−1)ǃ 𝑝 (1 − 𝑝)3 + ⋯
(𝑟+1)𝑟
=(𝑟 + 1)𝑟𝑝𝑟(1 − 𝑝) + (𝑟 + 2) 𝑝𝑟(1 − 𝑝)2 +
1ǃ
(𝑟+2)(𝑟+1)𝑟
(𝑟 + 3) 𝑝𝑟 (1 − 𝑝)3 + ⋯
2ǃ
(𝑟+2) (𝑟+3)(𝑟+2)𝑟
= (𝑟 + 1)𝑟𝑝𝑟(1 − 𝑝){1 + (1 − 𝑝) + (1 − 𝑝)2 +
1ǃ 2ǃ
⋯}
1
= (𝑟 + 1)𝑟𝑝𝑟(1 − 𝑝)
(1−(1−𝑝))𝑟+2
1
= (𝑟 + 1)𝑟𝑝𝑟(1 − 𝑝)
𝑝𝑟+2
(𝑟+1)𝑟(1−𝑝)
= 𝑝2
𝐸(𝑋(𝑋 − 𝑟)) = 𝐸(𝑋2 − 𝑋𝑟)
= 𝐸(𝑋2) − 𝑟𝐸(𝑋)
(𝑟+1)𝑟(1−𝑝) 𝑟
= 𝑝2 + 𝑟𝑝
𝑟2+𝑟−𝑟2𝑝−𝑟𝑝+𝑟2𝑝
= 𝑝2
𝑟2+𝑟−𝑟𝑝
= 𝑝2
𝑟−rp
= 𝑝2
𝑟(1−𝑝)
= 𝑝2
Keterangan:
p=Peluang Sukses
Proof:
𝑀(𝑡) = 𝐸(𝑒𝑋𝑡)
𝑥𝑡 𝑥−1 𝑟
= ∑𝑥 𝑓(𝑥) = 𝑥=𝑟 𝑒 ( )𝑝 (1 − 𝑝)𝑥−𝑟
𝑒𝑥𝑡 ∑∞
𝑟−1
( ) 1−
= 𝑒𝑡𝑟𝑝𝑟 + 𝑒𝑡(𝑟+1) ( ) 𝑝𝑟(1 − 𝑝) + 𝑒𝑡(𝑟+2) 𝑟 + 1𝑝 𝑟( 𝑝 )2 + ⋯
𝑟
𝑟−1 𝑟−1
𝑟!
= 𝑝𝑟𝑒𝑡𝑟 {1 + 𝑒𝑡 (1 − 𝑝) + 𝑒2𝑡
(𝑟+1)!
1!(𝑟−1)! (1 − 𝑝)2 + ⋯ }
2!(𝑟−1)!
𝑟(𝑟−1)! (𝑟+1)𝑟(𝑟−1)!
= 𝑝𝑟𝑒𝑡𝑟 {1 + 𝑒𝑡 (1 − 𝑝) + 𝑒2𝑡 (1 − 𝑝)2 + ⋯ }
1!(𝑟−1)! 2!(𝑟−1)!
𝑟 (𝑟+1)𝑟 2
= 𝑝𝑟𝑒𝑡𝑟 {1 + (𝑒𝑡(1 − 𝑝)) + (𝑒𝑡(1 − 𝑝)) + ⋯ }
1! 2!
1
= 𝑝𝑟𝑒𝑡𝑟 (1−(1−𝑝)𝑒𝑡)𝑟
𝑟
𝑝𝑒𝑡
=( )
1−(1−𝑝)𝑒𝑡
= (23)(0.6)3(0.4)1
3!
= (0.216)(0.4)
2!
3.2!
= (0.0864)
2!.1!
= 3(0.0864)
= 0.2592
= (23)(0.4)3(0.6)1
3!
= (0.064)(0.6)
2!
3.2!
= (0.0384)
2!.1!
= 3(0.0384)
= 0.1152
P(A menang dalam pertandingan) + P(B menang dalam pertandingan) =
0.2592 + 0.1152 = 0.3744
2. Distribusi Geometrik
2.1 Definisi
Atau
Untuk pembuktian :
𝑦+1−1 1
𝑃(𝑌 = 𝑦) = 𝑓(𝑦; 𝑟, 𝑝) = ( ) 𝑝𝑞 𝑦
𝑦 = 0,1,2,3, …
1−1
𝑠𝑒ℎ𝑖𝑛𝑔𝑔𝑎
𝑦
𝑃(𝑌 = 𝑦) = 𝑓(𝑦; 𝑟, 𝑝) = ( ) 𝑝1𝑞𝑦 𝑦 = 0,1,2,3, …
0
Proof:
𝑃(𝑋>𝑗+𝑘) 1−𝑝(𝑋≤𝑗+𝑘)
𝑃(𝑋 > 𝑗 + 𝑘|𝑋 > 𝑗) = 𝑝(𝑋>𝑗) = 1−𝑃(𝑋≤𝑗)
1−(1−𝑞𝑗+𝑘) 𝑞𝑗+𝑘
= 1−(1−𝑞𝑗) = 𝑞𝑗
= 𝑞𝑘 = 𝑝(𝑋 > 𝑘)
keterangan:
𝑝 = Peluang sukses
proof:
E(X) = ∑𝑥 𝑥 𝑓(𝑥)
∞
= ∑ 𝑥=1 𝑥𝑝 (1 − 𝑝)𝑥−1
= 𝑝 + 2𝑝(1 − 𝑝) + 3𝑝(1 − 𝑝)2 + 4𝑝(1 − 𝑝)3 + ⋯
1
=𝑝
𝑝2
1
= 𝑝
b. Varian
1−𝑝
𝑉𝑎𝑟 (𝑥) =
𝑝2
keterangan:
𝑝 = Peluang sukses
proof:
1
= 2𝑝(1 − 𝑝)
𝑝3
2(1−𝑝)
= 𝑝2
2(1−𝑝) 1
= 𝑝2 + 1𝑝
2−2𝑝+𝑝
= 𝑝2
2−𝑝
= 𝑝2
2
2−𝑝 1
= 𝑝2 -(𝑝)
2−𝑝−1
= 𝑝2
1−𝑝
= 𝑝2
Keterangan:
p=Peluang sukses
proof:
𝑀𝑥(𝑡) = 𝐸(𝑒𝑡𝑋)
= ∑𝑥 𝑒𝑡𝑥 𝑓(𝑥)
= ∑∞ 𝑡𝑥
𝑥=1 𝑒 𝑝 (1 − 𝑝)
𝑥−1
𝑝𝑒𝑡
= 1−(1−𝑝)𝑒𝑡