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Weibull I [W1 (a, b), a > 0, b > 0] Weibull II [W2 (θ, λ), θ > 0, λ > 0] ◦ X ∼ Rayleigh(β) ⇔ X ∼ W1 (1/2β 2 , 2)
x θ−1
abxb−1 exp{−axb } ( lna2 )1/b ; θ x θ
f (x) = I (x) ; M ed(X) = f (x) = λ
exp{−( λ
λ
) } I (x) ; ◦ X ∼ W1 (λ−1/θ , θ) ⇔ X ∼ W2 (λ, θ)
(0,∞) (0,∞)
Y = n
P Pn 2
Pn 2
2 t2
i=1 ai Xi ∼ N (µ i=1 ai , σ i=1 ai )
A(X) = K(X) = 0; MX (t) = eµt+σ 2 ; IE(X) = M ed(X) = M o(X) = µ; V ar(X) = σ 2 ;
◦ X1 , X2 i.i.d. com Xi ∼ N (0, 1) ⇒ Y = X X
1 ∼ Ca(0, 1)
2
1
Uniforme [U (a, b), −∞ < a < b < ∞] ◦ X ∼ U (0, 1) ⇒ Y = 1 − X n ∼ Beta(1, n)
1 a+b (b−a)2 ◦ X ∼ U (0, 1) ⇒ Y = X 2 ∼ Beta(1/2, 1)
0, se x < a f (x) = (b−a)
I (x) ; IE(X) = M ed(X) = 2
; V ar(X) = 12
;
◦ X ∼ U (0, 1) ⇒ Y = − lnλX ∼ Exp(λ)
(a,b)
F (x) = x−a
b−a
, se a ≤ x < b ; IE(X k ) = Pk ak−i bi
; 0,
se k é ı́mpar ◦ X1 , · · · , Xn i.i.d. com Xi ∼ U (0, 1) ⇒
i=0
k+1 IE[(X − IE(X))k ] = Y = min{X1 , · · · , Xn } ∼ Beta(1, n) e
(b−a)k
, se k é par
1, se x ≥ b
etb −eta 2k (k+1) Z = max{X1 , · · · , Xn } ∼ Beta(n, 1)
MX (t) = t(b−a)
; A(X) = 0; K(X) = − 56 ;
◦ X ∼ U (0, 1) ⇒ Y = tg[π(x − 12 )] ∼ Ca(0, 1)
X
F − Snedecor [F (n, m), n > 0, m > 0] ◦ X ∼ F (n, m) ⇒ Y =
nm
X ∼B n m
,
n m n 1+n m 2 2
n2m 2 x2
−1 (m )k Γ( n +k)Γ( m −k) 2m2 (n+m−2)
f (x) = n+m I (x) ; IE(X k ) = n 2
Γ( n )Γ( m )
2 ; V ar(X) = n(m−2)2 (m−4)
, m > 4; lim nX ∼ χ2
◦ X ∼ F (n, m) ⇒ Y = m→∞
B( n , m )(m+nx) 2 (0,∞) 2 2 (n)
2 2
√ ◦ X ∼ F (n, m) ⇒ Y = X −1 ∼ F (m, n)
m(n−2) (2n+m−2) 8(m−4) 12[(m−2)2 (m−4)+n(n+m−2)(5m−22)]
M o(X) = n(m+2)
; A(X) = √ , m > 6; K(X) = n(m−6)(m−8)(n+m−2)
, m > 8; e xp = y 1
(m−6) n(n+m−2) 1−p
Laplace [La(a, b), a ∈ IR, b > 0]
1 x−a
Prof . Bruno Monte de Castro − DEST − UFRN
e b , se x < a
1
|x−a|
− b eat
1
2 ◦ X ∼ La(a, b) ⇒ Y = cX + d ∼ La(ca + d, cb)
f (x) = 2b
e I (x) ; MX (t) = 1−(bt)2
, |t| < b
; F (x) =
(−∞,∞) − x−a
◦ X ∼ La(a, b) ⇒ Y = |X − a| ∼ Exp(1/b)
1 − 21 e
, se x ≥ a
b
|X1 −a|
0, se k é ı́mpar ◦ X1 , X2 i.i.d. com Xi ∼ La(a, b) ⇒ Y = |X2 −a|
∼ F (2, 2)
IE[(X − IE(X))k ] = IE(X) = M ed(X) = M o(X) = a;
k!bk , se k é par ◦ X1 |X2 ∼ N (a, X2 ) com X2 ∼ Rayleigh(b) ⇒ X1 ∼ La(0, 1)
V ar(X) = 2b2 ; A(X) = 0;
K(X) = 3;
◦ X1 , X2 i.i.d. com Xi ∼ U (0, 1) ⇒ Y = ln(X1 /X2 ) ∼ La(0, 1)
Logistica [Logistica(a, b), a ∈ IR, b > 0] ◦ X ∼ Logistica(a, b) ⇒ Y = cX + d ∼ Logistica(ca + d, cb)
f (x) = exp{−(x−a)/b}
I (x) ; F (X) = (1 + exp{−(x − a)/b})−1 ; ◦ X ∼ U (0, 1) ⇒ Y = a + b(ln(X) − ln(1 − X)) ∼ Logistica(a, b)
b(1+exp{−(x−a)/b})2 −X
(−∞,∞) e
◦ X ∼ Exp(1) ⇒ Y = a − b ln( 1−e −X ) ∼ Logistica(a, b)
IE(X) = M ed(X) = M o(X) = a; MX (t) = eat B(1 − bt, 1 + bt);
X1
(bπ)2 ◦ X1 , X2 i.i.d. com Xi ∼ Exp(1) ⇒ Y = a − b ln X ∼ Logistica(a, b)
A(X) = 0; K(X) = 1, 2; V ar(X) = 3
; 2
Binomial Negativa [BN (r, p), r > 0, 0 ≤ p ≤2 1] Pascal [P a(r, p), r ∈ N, 0 ≤ p ≤ 1] ◦ X ∼ P a(1, p) ⇔
Γ(r+x) p +6(1−p) x−1
pr (1 − p)x I (x) ; K(X) = pr (1 − p)x−r I (x) ;A(X) = √ 2−p
IP (X = x) = Γ(x+1)Γ(r) r(1−p)
; IP (X = x) = r−1
; X ∼ G1 (p)
r(1−p)
{0,1,···} {r,r+1,···}
◦ X ∼ BN (r, p) e
r(1−p) r(1−p) X! (r+k−1)!(1−p)k (X+k)! (k+r)! 6−6p+p2
IE(X) = p
; V ar(X) = p 2 ; IE (X−k)! = (r−1)!pk
; IE (X−1)!
= (r−1)!pk+1
; K(X) = r(1−p)
; rp
λ = 1−p ⇒ X ∼ P o(λ),
r pet r
A(X) = √ 2−p ; MX (t) = p
1−(1−p)et
; M o(X) = b (r−1)(1−p)
p
c; IE(X) = r
p
; MX (t) = 1−(1−p)et
; V ar(X) = r(1−p)
p2
; quando r → ∞
r(1−p)
Apêndice P∞ xn
◦ ex = n=0 n! ; n n! ◦ Γ(a + 1) = aΓ(a);
◦ V ar(X) = IE[(X − IE(X))2 ]; ◦ = x!(n−x)! ;
◦ ln(x + 1) = ∞
P (−1)n xn+1
, |x| < 1;
x ◦ B(a, b) = Γ(a)Γ(b)
Γ(a+b)
;
n
◦ MX (t) = IE(etX ); ϕX (t) = IE(eitX ) n=0
+ x−1 = n+1
n
n+1
◦ x x
, n∈ N e x ∈ Z; ◦ Γ(a)Γ(1 − a) = senπ(πa) ;
P∞ (−1)n x2n+1
◦ xp = F −1 (p) ⇒ M ed(X) = x1/2 ; ◦ sen x = ; ◦ −n
= (−1) x n+x−1 ;
√
π(a−1)!
n=0 (2n+1)! x x ◦ Γ( a2 ) = ;
IE[(X−IE(X))3 ] n 2n 2a−1 ( a−1 )!
◦ A(X) = ; ◦ cos x = n=0 (−1) x
;
P∞
◦ n! ∼ (2π)1/2 e−n nn+1/2 ;
2
V ar(X)3/2 (2n)! ◦ a1 (x − b1 ) + a2 (x − b2 )2
2
A(X) < 0 (cauda pesada à esquerda); ◦ P n
i = n(n+1)
; ◦ (a + b)n = n
P n i n−i
= (a1 + a2 )(x − c)2
i=1 2 i=0 i a b ;
A(X) > 0 (cauda pesada à direita); 2 = n(n+1)(2n+1) ; N1 +N2 N1 N2
+ aa1+a
a2
Pn n
(b1 − b2 )2 ,
P
◦ i=1 i 6
◦ n
= i=0 i n−i ;
A(X) = 0 (distribuição simétrica); 2 1 2
i3 = n(n+1) a1 b1 +a2 b2
Pn
E(X))4 ] ◦ ; sendo c = ;
◦ K(X) = IE[(X−I ◦ (1 − x)−2 = ∞ i
P
V ar(X)2
− 3; i=1 2 i=0 (i + 1)x ; a1 +a2
2
4 = n(n+1)(2n+1)(3n +3n−1) ;
Pn
K(X) < 0 (platicúrtica [achatada]); ◦ i=1 i 30 a+b+|a−b| ◦ eix
= cos x + isen x;
n!
m ◦ max(a, b) = ;
x 2 a n
K(X) > 0 (leptocúrtica [afuniliada]); ◦ Pm a n =
X Y
i=1 i Qm aj j ; a+b−|a−b| ◦ ea = lim 1 + ;
K(X) = 0 (mesocúrtica); x1 +···+xm =n j=1 x j ◦ min(a, b) = 2
; n→∞ n
j=1