(i, j) 1  i  4 1  j  4

(X, Y )
X Y

E(X) E(Y ) Cov(X, Y )

P (X, Y )

1/16 0 0 0
0 2/16 0 0
1/16 0 2/16 0
0 2/16 0 2/16
1/16 0 2/16 0
0 2/16 0 0
1/16 0 0 0
 3.0
2.5
2.0
1.5
Y

1.0
0.5
0.0

2 3 4 5 6 7 8

1 2 3 4 3 2 1 80
E(X) = 2 +3 +4 +5 +6 +7 +8 = =5
16 16 16 16 16 16 16 16

4 6 4 2 20
E(Y ) = 0 +1 +2 +3 = = 1.25
16 16 16 16 16

Cov(X, Y ) = E[(X E(X))(Y E(Y ))]

1 2
= (2 5)(0 1.25) + (3 5)(1 1.25) +
16 16
1 2 1
+ (4 5)(0 1.25) + (4 5)(2 1.25) + (5 5)(1 1.25) +
16 16 16
2 1 2
+ (5 5)(3 1.25) + (6 5)(0 1.25) + (6 5)(2 1.25) +
16 16 16
2 1
+ (7 5)(1 1.25) + (8 5)(0 1.25) =0
16 16

Cov(X, Y ) = E(XY ) E(X)E(Y )

1 2 1 2
= (2 ⇥ 0) ⇥ + (3 ⇥ 1) ⇥ + (4 ⇥ 0) ⇥ + (4 ⇥ 2) ⇥ +
16 16 16 16
2 2 1 2
+ (5 ⇥ 1) ⇥ + (5 ⇥ 3) ⇥ + (6 ⇥ 0) ⇥ + (6 ⇥ 2) ⇥ +
16 16 16 16
2 1 100
+ (7 ⇥ 1) ⇥ + (8 ⇥ 0) ⇥ 5 ⇥ 1.25 = 6.25 = 0
16 16 16

E(XY ) X
Y
X Y
 X Y U =
X Y V =X +Y (U, V )

U V

Cov(U, V ) = E(U V ) E(U )E(V )

= E[(X Y )(X + Y )] E(X + Y )E(X Y )
= E(X 2 Y 2 ) [E(X) + E(Y )][E(X) E(Y )]
= E(X 2 Y 2 ) [E(X) + E(Y )] · 0
= E(X 2 ) E(Y 2 ) = 0,

X Y
E(X) = E(Y ) E(X 2 ) = E(Y 2 )

L1 2 3
L2 3 4 L1 2
X 3
L2 Y Ei
i i = 1, . . . , 5

Z =X +Y

2/5
3/7

( 5
) ✓ ◆2 ✓ ◆3
X 2 3
Pr Ei = 0 = = 0.013
i=1
5 7

X Y
 X ⇠ Bin(2, 0.6)
Y ⇠ Bin(3, 0.57)

E(X + Y ) = E(X) + E(Y )

= 2 · ⇡X + 3 · ⇡Y
= 2 · 0.6 + 3 · 0.57 = 2.91,

V ar(X + Y ) = V ar(X) + V ar(Y )

= 2 · ⇡X · (1 ⇡X ) + 3 · ⇡Y · (1 ⇡Y )
= 2 · 0.4 · 0.6 + 3 · 0.43 · 0.57 = 1.215.

X Y

Y X = 0 X = 1

X
Y
 (
0.36 x=0
P (X = x) =
0.64 x=1

(
0.57 y=0
P (Y = y) =
0.43 y=1

P (X = x, Y = y)
P (Y = y|X = x) =
P (X = x)

(
0.23/0.36 = 0.64 y=0
P (Y = y|X = 0) =
0.13/0.36 = 0.36 y=1

(
0.34/0.64 = 0.53 y=0
P (Y = y|X = 1) =
0.30/0.64 = 0.47 y=1

Y =1
X=1

P (Y = y, X = x) = P (X = x) · P (Y = y), 8x, y = 0, 1.

P (Y = y|X = 0) P (Y = y|X = 1) X Y
P (Y )
X
Y

X Y

X Y

Y X = 0 X = 1
 P (X = 0) = 1 P (X = 1) = 1 0.40 = 0.60,

P (Y = 0) = 1 P (Y = 1) P (Y = 2) = 1 0.37 0.15 = 0.48.

P (Y = y, X = x) = P (X = x) · P (Y = y), x = 0, 1 y = 0, 1, 2.
 Y X

8
>
<0.33/0.60 = 0.55 y=0
P (Y = y|X = 0) = 0.22/0.60 = 0.37 y=1
>
:
0.05/0.60 = 0.08 y=2

8
>
<0.15/0.40 = 0.375 y=0
P (Y = y|X = 1) = 0.15/0.40 = 0.375 y=1
>
:
0.10/0.40 = 0.250 y=2

X Y
P (Y = y|X = 0) P (Y = y|X = 1)
P (Y )

E(X) = 0 ⇥ 0.6 + 1 ⇥ 0.4 = 0.4

2
V (X) = E(X ) E(X)2 = (02 ⇥ 0.6 + 12 ⇥ 0.4) 0.42 = 0.4 0.16 = 0.24

E(Y ) = 0 ⇥ 0.48 + 1 ⇥ 0.37 + 2 ⇥ 0.15 = 0.67

V (Y ) = E(Y 2 ) E(Y )2 = (02 ⇥ 0.48 + 12 ⇥ 0.37 + 22 ⇥ 0.15) 0.672 = 0.52

Z P (z) Z ⇥ P (z) Z 2 ⇥ P (z)

0p 0.67
0.52
= 0.93 0.48 0.45 0.41
1p 0.67
0.52
= 0.46 0.37 0.17 0.08
2p 0.67
0.52
= 1.84 0.15 0.28 0.51
1 0 1

X
 Cov(X, Y ) = E(XY ) E(X)E(Y )
= 1 ⇥ 1 ⇥ 0.15 + 1 ⇥ 2 ⇥ 0.10 0.40 ⇥ 0.67 = 0.08

Cov(X, Y ) 0.08
Corr(X, Y ) = p =p = 0.23
V (X) ⇥ V (Y ) 0.24 ⇥ 0.52

E[X + Y E(X + Y )]2

E(X+Y ) = 1.07 = 0.40+0.67 =

E(X) + E(Y )
V (X + Y ) = 0.925 = V (X) + V (Y ) + 2Cov(XY ) = 0.24 + 0.52 + 2 ⇥ 0.08

⇡ = 0.15 C ⇠ Ber(0.15)
E(C) = ⇡ = 0.15 V ar(C) = ⇡ ⇥ (1 ⇡) =
0.15 ⇥ (1 0.15) = 0.13

Pn=6
S = i=1 Ci n = 6 ⇡ = 0.15

✓ ◆
6
P (S 1) = 1 P (S = 0) = 0.150 (1 0.15)6 0
=1 0.3771 = 0.6229
0

Pn=100
S= i=1 Ci
 Y ⇠ Bin(100, 0.15) n

Y ⇠ N (100
| ⇥ {z0.15}, 100 ⇥ 0.15 ⇥ (1 0.15)).
| {z }
15 12.75

✓ ◆
10 15 S 15 15 15
P (10  S  15) = P p p  p = P ( 1.40  Z  0) = 0.4193
12.75 12.75 12.75

P (Y = 2|Donna) =
0.24 P (Y = 2|U omo) = 0.09
P (Donna|Y = 2)

P (Y = 2|Donna) ⇤ P (Donna) 0.24 ⇥ 0.40

P (Donna|Y = 2) = = = 0.64
P (Y = 2) 0.15

P (Y = 2|U omo) ⇤ P (U omo) 0.09 ⇥ 0.60

P (U omo|Y = 2) = = = 0.36
P (Y = 2) 0.15
P (U omo|Y =
2) = 1 P (Donna|Y = 2) = 1 0.64 = 0.36

Y
 X Y
Y X=0 X=1

Y
X Y

X
Y

Y
4
X
E(Y ) = yi · P (Y = yi ) =
i=1
= 0.28 · 2 + 0.24 · 2.75 + 0.23 · 3.25 + 0.25 · 4 = 2.9675

8
>
> 0.12/0.61 = 0.197 y =2
>
<0.15/0.61 = 0.246 y = 2.75
P (Y = y|X = 0) =
>
> 0.15/0.61 = 0.246 y = 3.25
>
:
0.19/0.61 = 0.311 y =4

8
>
> 0.16/0.39 = 0.410 y =2
>
<0.09/0.39 = 0.231 y = 2.75
P (Y = y|X = 1) =
>
> 0.08/0.39 = 0.205 y = 3.25
>
:
0.06/0.39 = 0.154 y =4

Y
4
X
E(Y |X = 0) = yi · P (Y = yi |X = 0) =
i=1
= 0.197 · 2 + 0.246 · 2.75 + 0.246 · 3.25 + 0.311 · 4 = 3.114
 4
X
E(Y |X = 1) = yi · P (Y = yi |X = 1) =
i=1
= 0.410 · 2 + 0.231 · 2.75 + 0.205 · 3.25 + 0.154 · 4 = 2.7375

E(E(Y |X)) = E(Y )

E(E(Y |X)) = P (X = 0)E(Y |X = 0) + P (X = 1)E(Y |X = 1) =

= 0.61 ⇤ 3.114 + 0.39 ⇤ 2.7375 = 2.9675 = E(Y )

Y
4
X
V ar(Y |X = 0) = (yi E(Y |X = 0))2 · P (Y = yi |X = 0) =
i=1
= 0.197 · (2 3.114)2 + 0.246 · (2.75 3.114)2 +
+ 0.246 · (3.25 3.114)2 + 0.311 · (4 3.114)2 = 0.53

4
X
V ar(Y |X = 1) = (yi E(Y |X = 1))2 · P (Y = yi |X = 1) =
i=1
= 0.410 · (2 2.7375)2 + 0.231 · (2.75 2.7375)2 +
+ 0.205 · (3.25 2.7375)2 + 0.154 · (4 2.7375)2 = 0.52

P (Y =
y|X = 0) P (Y = y|X = 1) X Y
P (Y )
 P (Y = 4/X = 0) = 0.311 > P (Y = 4) = 0.250
P (Y = 4/X = 1) = 0.154 < P (Y = 4) = 0.250

X=1 E(Y |X = 1) =
2.74 < E(Y |X = 0) = 3.11

X 1 9
Y1 Y2
X W = 0.5(Y1 + Y2 )
Z = 1/3 + X/3 Z

E(W ) = E(0.5(Y1 + Y2 ))
= 0.5 · (E(Y1 ) + E(Y2 ))
= 0.5 · ( 1 + ( 1)) = 1;

V ar(W ) = V ar(0.5(Y1 + Y2 ))
= 0.25 · (V ar(Y1 ) + V ar(Y2 ))
= 0.25 · (9 + 9) = 4.5.

E(Z) = E(1/3 + X/3)

= 1/3 + (E(X)/3)
= 1/3 1/3 = 0;

V ar(Z) = V ar(1/3 + X/3)

= 1/9 · V ar(X)
= 1/9 · 9 = 1.

↵
 A Ei
i A i
1
5
A

S150 = E1 + E2 + · · · + E150

x x < S150

P (S150 > x) < 0.01

P (S150  x) 0.99

Ei
1 4
E(Ei ) = 5
V ar(Ei ) = 25

0 1
S150 150 15
x 150 15
P (S150  x) = P @ q A< q
150 15 45 150 15 45
x 150 15
= P (Z < q )
150 15 45

x 150 15
q = 2.34
14
150 5 5

x 41.47

5%
240
233
 X=

X ⇠ Ber(0.95)
X1 , X2 , . . . , X240 X
240
X
Y = Xi ,
i=1

Y ⇠ B(240, 0.95)
0.95
n

Y ⇠ N (240
| ⇥ {z0.95}, 240 ⇥ 0.95 ⇥ (1 0.95)).
| {z }
228 11.4

✓ ◆
Y 228 233 228
P (Y  233) = P  = P (Z  1.48) = 0.9306
3.3764 3.3764
 Densità congiunta A Densità congiunta B
10

10
9
8

8
Reddito

Reddito
7
6

6
5
4

3 4 5 6 7 8 3 4 5 6 7 8

Consumo Consumo

Densità congiunta C Densità congiunta D

10
10

9
9

8
8
Reddito

Reddito

7
7

6
6

5
5

4
4

3 4 5 6 7 8 3 4 5 6 7 8

Consumo Consumo

1/8
S = {e1 = T T T, e2 = T T C, e3 = T CT, e4 = CT T, e5 = T CC, e6 = CT C, e7 = CCT, e8 = CCC}

S
 X(ei ) = Y (ei ) =
S

X Y

X
Y

(X + Y )

X Y S

(ei ) X(ei ) Y (ei ) P (ei )

(T T T ) 2 2 1/8
(T T C) 2 1 1/8
(T CT ) 1 1 1/8
(CT T ) 1 2 1/8
(T CC) 1 0 1/8
(CT C) 1 1 1/8
(CCT ) 0 1 1/8
(CCC) 0 0 1/8

P (X, Y )

P (X, Y )

1/8 1/8 0
1/8 2/8 1/8
0 1/8 1/8

P (X = 1, Y = 1) = P (T CT ) + P (CT C)
 2.0
1.5
1.0
Y

0.5
0.0

0.0 0.5 1.0 1.5 2.0

8
>
> 0 x < 0, y < 0
>
>
>
> 1/8 0  x < 1, 0  y < 1
>
>
>
>
>
> 2/8 0  x < 1, 1  y < 2
>
<2/8 1  x < 2, 0  y < 1
F (x, y) =
>
> 5/8 1  x < 2, 1  y < 2
>
>
>
> 6/8 1  x < 2, y 2
>
>
>
>
>6/8
> x 2, 1  y < 2
>
:
1 x 2, y 2

X Y S R

X S R
8
>
<2/8 = P (X = CCT ) + P (X = CCC) x=0
f (x) = P (X = x) = 4/8 = P (X = T CT ) + P (X = CT T ) + P (X = T CC) + P (X = CT C)
>
:
2/8 = P (X = T T T ) + P (X = T T C) x=2

X x
8
>
> 0 x<0
>
< 2/8 0x<1
F (x) =
>
> 6/8 1x<2
>
:
1 x 2
 0.5

1.0
0.4

0.8
0.3
P(x)

F(x)

0.6
0.2
0.1

0.4
0.0
0 1 2 1.0 1.5 2.0 2.5 3.0

x x

Y
X Y

X
Y

8
>
<2/8 = P (X = 0, Y = 0) + P (X = 0, Y = 1) + P (X = 0, Y = 2) x=0
P (X = x) = 4/8 = P (X = 1, Y = 0) + P (X = 1, Y = 1) + P (X = 1, Y = 2) x=1
>
:
2/8 = P (X = 2, Y = 0) + P (X = 2, Y = 1) + P (X = 2, Y = 2) x=2

1
E(X) = E(Y ) = 1 V ar(X) = V ar(Y ) = 2

3
X
E(Y ) = yi · P (Y = yi ) =
i=1
= 2/8 · 0 + 4/8 · 1 + 2/8 · 2 = 1

E(X) = 1

3
X
V ar(Y ) = (yi E(Y ))2 · P (Y = yi ) =
i=1
= 2/8 · (0 1)2 + 4/8 · (1 1)2 +
+ 2/8 · (2 1)2 = 1/2
 V ar(X) = 1/2

P (X = x, Y = y)
P (Y = y|X = x) =
P (X = x)

Y X
8 1/8
< 2/8 = 1/2
> y=0
P (Y = y|X = 0) = 1/8
2/8
= 1/2 y=1
>
: 0
2/8
=0 y=2

8 1/8
< 4/8 = 1/4
> y=0
P (Y = y|X = 1) = 2/8
4/8
= 2/4 y=1
>
: 1/8
4/8
= 1/4 y=2

8 0
< 2/8 = 0
> y=0
P (Y = y|X = 2) = 1/8
2/8
= 1/2 y=1
>
: 1/8
2/8
= 1/2 y=2

P (Y /X)

P (Y /X)

1/2 1/2 0
1/4 2/4 1/4
0 1/2 1/2

P (X/Y )

P (X/Y )

1/2 1/4 0
1/2 2/4 1/2
0 1/4 1/2
 X Y
P (Y /X = 0) P (Y )
T
T

Y X=2
3
X
E(Y |X = 2) = yi · P (Y = yi |X = 2) =
i=1
= 0 · 0 + 1/2 · 1 + 1/2 · 2 = 3/2
E(Y |X = 0) = 1/2 E(Y |X = 1) = 1

Y X=2
3
X
V ar(Y |X = 2) = (yi E(Y |X = 2))2 · P (Y = yi |X = 2) =
i=1
= 0 · (0 3/2)2 + 1/2 · (1 3/2)2 +
+ 1/2 · (2 3/2)2 = 1/4

V ar(Y |X = 0) = 1/4 V ar(Y |X = 1) = 1/2

Z = (Xp 11)
2

Z f (z)
(0 1)
p1 2/8
2
(1 1)
p1 4/8
2
(2 1)
p1 2/8
2

Cov(X, Y ) = E(X E(X)(Y E(Y )) =

1 1
= (0 1) · (0 1) · + (0 1) · (1 1) · + (0 1) · (2 1) · 0
8 8
1 2 1
+ (1 1) · (0 1) · + (1 1) · (1 1) · + (1 1) · (2 1) · +
8 8 8
1 1 1
+ (2 1) · (0 1) · 0 + (2 1) · (1 1) · + (2 1) · (2 1) · =
8 8 4
1 1
E(X E(X)(Y E(Y )) 4 4 1
Corr(X, Y ) = = 1 0.5 1 0.5
= 1 =
V ar(X)0.5 · V ar(Y )0.5 · 2
2
2 2
 2.0
1.5

E(Y=1)
1.0
Y

0.5
0.0

E(X)=1

0.0 0.5 1.0 1.5 2.0

(X + Y )

X +Y P (X + Y )
0 1/8
1 2/8
2 2/8
3 2/8
4 1/8
P ((X + Y ) = 1) = P (X = 0, Y = 1) + P (X = 1, Y = 0)

1 2 2 2 1
E(X + Y ) = 0 · +1· +2· +3· +4· =2
8 8 8 8 8
= E(X) + E(Y ) = 1 + 1 = 2

1 2 2 2 1 3
V ar(X + Y ) = 02 · + 12 · + 22 · + 32 · + 42 · 22 =
8 8 8 8 8 2
1 1 1 3
= V ar(X) + V ar(Y ) + 2Cov(X, Y ) = + + 2 ⇥ =
2 2 4 2
⇢
 (X, Y ) P (X, Y )

1/8 1/8 0
1/8 2/8 1/8
0 1/8 1/8

(X, Y ) P (X, Y )

2/8 0 0
0 4/8 0
0 0 2/8

(X, Y ) P (X, Y )

0 0 2/8
0 4/8 0
2/8 0 0

E(X) =
1
E(Y ) = 1 V ar(X) = V ar(Y ) = 2

1 1
Cov(X, Y ) = E(X E(X)(Y E(Y )) = (0 1) · (0 1) · + (1 1) · (0 1) · +
8 8
1 2 1
+ (0 1) · (1 1) · + (1 1) · (1 1) · + (1 1) · (2 1) · +
8 8 8
1 1 1
+ (2 1) · (1 1) · + (2 1) · (2 1) · =
8 8 4

1 1
E(X E(X)(Y E(Y )) 4 4 1
Corr(X, Y ) = = 1 0.5 1 0.5
= 1 =
V ar(X)0.5 · V ar(Y )0.5 · 2
2
2 2
 P(X,Y)

2,5

1,5

Y
0,5

0
-0,5 0 0,5 1 1,5 2 2,5
-0,5
X

Cov(X, Y ) = E(X E(X)(Y E(Y )) =

2 4 2 1
= (0 1) · (0 1) · + (1 1) · (1 1) · + (2 1) · (2 1) · =
8 8 8 2

1 1
E(X E(X)(Y E(Y )) 2 2
Corr(X, Y ) = = 1 0.5 1 0.5
= 1 =1
V ar(X)0.5 · V ar(Y )0.5 · 2
2 2

P(X,Y)

2,5

1,5

1
Y

0,5

0
-0,5 0 0,5 1 1,5 2 2,5

-0,5
X
Cov(X, Y ) = E(X E(X)(Y E(Y )) =
2 4 2 1
= (0 1) · (2 1) · + (1 1) · (1 1) · + (2 1) · (0 1) · =
8 8 8 2

1 1
E(X E(X)(Y E(Y )) 2 2
Corr(X, Y ) = = 1 0.5 1 0.5
= 1 = 1
V ar(X)0.5 · V ar(Y )0.5 ·2 2
2

P(X,Y)

2,5

1,5

1
Y

0,5

0
-0,5 0 0,5 1 1,5 2 2,5
-0,5
X

X1 ⇠ N (2, 0.01) X2 ⇠ N (4, 0.02) X3 ⇠ N (3, 0.02)

Y = X1 + X2 + X3

2
Y ⇠ N (µ, )
E(Y ) = µ = E(X1 ) + E(X2 ) + E(X3 ) = 2 + 4 + 3 = 9

V (Y ) = 2 = V (X1 ) + V (X2 ) + V (X3 ) + 2Cov(X1 , X2 ) + 2Cov(X1 , X3 ) + 2Cov(X3 , X2 )

= 0.01 + 0.02 + 0.02 = 0.05
 ✓ ◆
8.75 9 9.25 9
P (8.75 < Y < 9.25) = P p <Z< p
0.05 0.05
= P ( 1.12 < Z < 1.12) = 1 2 ⇤ P (Z > 1.12)
= 1 2 ⇤ (1 P (Z < 1.12)) = 2 ⇤ P (Z < 1.12) 1
= 2 ⇤ 0.8686 1 = 0.7372

P (X2 > X3 ) = P (X2 X3 > 0)

X2 X3 ⇠ N (E(X2 ) E(X3 ), V (X2 ) + V (X3 )) = N (1, 0.04)

✓ ◆
0 1
P (X2 X3 > 0) = P Z>p = P (Z > 5) = P (Z < 5) ' 1
0.04

X Y
E(X) = 0.2 E(Y ) = 1.5 V ar(X) = 0.002 V ar(Y ) = 0.25
Cov(X, Y )

Z = 20X + 3.5Y

E(Z) = µ = E(20X + 3.5Y ) = 20E(X) + 3.5E(Y ) = 20 ⇤ 0.2 + 3.5 ⇤ 1.5 = 9.25

V ar(Z) = 2 = V ar(20X + 3.5Y ) = 202 V ar(X) + 3.52 V ar(Y ) + 2 ⇤ 20 ⇤ 3.5Cov(X, Y )

= 202 ⇤ 0.002 + 3.52 ⇤ 0.25 + 2 ⇤ 20 ⇤ 3.5 ⇤ 0.006 = 4.7025
 e

|
|
|
|

Income Cards

Cards
 Cards Cards

|
|
|
|
E(Income|Cards = 1) = 100⇥0.60+300⇥0.20+500⇥0.20+700⇥0.00+1050⇥0.00 = 220

E(Income|Cards = 2) = 100⇥0.00+300⇥0.20+500⇥0.20+700⇥0.20+1050⇥0.40 = 720

E(Income) = 100 ⇥ 0.14 + 300 ⇥ 0.11 + 500 ⇥ 0.19 + 700 ⇥ 0.16 + 1050 ⇥ 0.40 = 674

Income Cards

Income/Cards = 1 Income/Cards = 2

P (Income 0| 200|Cards = 1)+P (Income 200| 400|Cards = 1) = 0.60+0.20 = 0.80

e
⇡ = 0.80

E(X) = ⇡ = 0.80 V (X) = ⇡ ⇥ (1 ⇡) = 0.80 ⇥ 0.20 = 0.16

 e

e
P (Y 7) = P (Y = 7) + P (Y = 8)

✓ ◆
n y
P (Y = y) = ⇡ (1 ⇡)n y
y

✓ ◆ ✓ ◆
8 8 7 8
P (Y = 7) + P (Y = 8) = 0.807 (1 0.80) + 0.808 (1 0.80)8 8
= 0.50.
7 8

X ⇠ Ber(⇡)
P8
e Y = i=1 Xi
n = 8 ⇡ = 0.80
Y n = 8
E(Y ) = n ⇥ ⇡ = 8 ⇥ 0.80 = 6.40
V (Y ) = n ⇥ ⇡ ⇥ (1 ⇡) = 8 ⇥ 0.80 ⇥ (1 0.80) = 1.28

Cards
1.0

800
0.8

600
E(Income<400/Cards)

E(Income/Cards)
0.6

400
0.4

200
0.2
0.0

0.0 1.0 2.0 3.0 0.0 1.0 2.0 3.0

Cards Cards

Cards

Cards Cards

X µ
2 X µ
Z =
 Cards
0 ⇥ 0.1 + 1 ⇥ 0.1 + 2 ⇥ 0.4 + 3 ⇥ 0.4 = 2.1 0 ⇥ 0.1 + 1 ⇥ 0.1 + 22 ⇥
2 2

0.4 + 32 ⇥ 0.4 2.12 = 0.89 Cards

Z p(z)
(0 2.1)
0.94
= 2.23 0.10
(1 2.1)
0.94
= 1.17 0.10
(2 2.1)
0.94
= 0.11 0.40
(3 2.1)
0.94
= +0.95 0.40
0.4

0.4
0.3

0.3
p(Z_Cards)

p(Cards)
0.2

0.2
0.1

0.1
0.0

0.0

-2.23 -1.17 -0.11 0.95 0 1 2 3

Z_Cards Cards
 E(X) E(Y ) V (X) V (Y ) COV (X, Y ) corr(X, Y ) E(Y /X) var(Y /X)
E(E(Y /X) = E(Y )

X +Y
E(X +Y ) var(X +Y ) X +Y
var(X) var(Y ) cov(X, Y )

P t Rt = ln(Pt /Pt 1 )

Rp Rp n
Ri
ai

R p = a1 R 1 + a2 R 2 + · · · + an R n
 E(Rp ) = a1 E(R1 ) + a2 E(R2 ) + · · · + an E(Rn )

V ar(Rp ) = a21 V ar(R1 ) + a22 V ar(R2 ) + · · · + a2n V ar(Rn ) +

+ 2a1 a2 Cov(R1 , R2 ) + · · · + 2an 1 an Cov(Rn 1 , Rn )

E(Rp ) V ar(Rp ) V ar(Rp )

E(Rp )

Ri (i = 1, 2, 3)

E(R1 ) = 0.68% E(R2 ) = 4.17% E(R3 ) = 0.28%

0 1 0 1
V ar(R1 ) Cov(R1 , R2 ) Cov(R1 , R3 ) 1, 1569% 0, 7633% 0, 1263%
@Cov(R2 , R1 ) V ar(R2 ) Cov(R2 , R3 )A = @ 0, 7633% 3, 1415% 0, 2328% A
Cov(R3 , R1 ) Cov(R3 , R2 ) V ar(R3 ) 0, 1263% 0, 2328% 0, 7367%

Rp = 0.2R1 + 0.8R2
Rp = 0.2R1 + 0.8R3
Rp = 0.2R1 + 0.4R2 + 0.4R3
E(Rp); V ar(Rp)
R1 R2

R1 + R2
V ar(R1) + V ar(R2) Cov(R1, R2) > 0
R1+R3 V ar(R1)+
V ar(R3) Cov(R1, R3) < 0
 S
n = 10, 20, 50 pi

AHE
Age

Age AHE

AHE Age E(AHE/Age = 25)

AHE Age

AHE E(AHE)

AHE var(AHE)

AHE Age cov(AHE, Age)

AHE Age corr(AHE, Age)

## VARIABILI CASUALI DOPPIE – comandi R

#es4
X=c(0,1)
Y=c(0,1)
P.XY=c(0.23,0.13,0.34,0.30)
P.X=c(P.XY[1]+P.XY[2],P.XY[3]+P.XY[4])
P.Y=c(P.XY[1]+P.XY[3],P.XY[2]+P.XY[4])
P.Y.X0=c(P.XY[1]/P.X[1],P.XY[2]/P.X[1])
P.Y.X1=c(P.XY[3]/P.X[2],P.XY[4]/P.X[2])
round(P.Y.X0,2)
round(P.Y.X1,2)
P.XY.ind=c(P.X[1]*P.Y[1],P.X[1]*P.Y[2],P.X[2]*P.Y[1],P.X[2]*P.Y[2])
cbind(P.XY,P.XY.ind)

#es5
X=c(0,1)
Y=c(0,1,2)
P.XY=c(0.33,0.22,0.05,0.15,0.15,0.1)
P.X=c(P.XY[1]+P.XY[2]+P.XY[3],P.XY[4]+P.XY[5]+P.XY[6])
P.X
P.Y=c(P.XY[1]+P.XY[4],P.XY[2]+P.XY[5],P.XY[3]+P.XY[6])
P.Y
P.XY.ind=c(P.X[1]*P.Y[1],P.X[1]*P.Y[2],P.X[1]*P.Y[3],P.X[2]*P.Y[1],P.X[2]*P.Y[2],P.X[2]*P
.Y[3])
cbind(P.XY,P.XY.ind)

P.Y.X0=c(P.XY[1]/P.X[1],P.XY[2]/P.X[1],P.XY[3]/P.X[1])
P.Y.X1=c(P.XY[4]/P.X[2],P.XY[5]/P.X[2],P.XY[6]/P.X[2])

#es6
X=c(0,1)
Y=c(2,2.75,3.25,4)
P.XY=c(0.12,0.15,0.15,0.19,0.16,0.09,0.08,0.06)
P.X=c(P.XY[1]+P.XY[2]+P.XY[3]+P.XY[4],P.XY[5]+P.XY[6]+P.XY[7]+P.XY[8])
P.Y=c(P.XY[1]+P.XY[5],P.XY[2]+P.XY[6],P.XY[3]+P.XY[7],P.XY[4]+P.XY[8])

P.Y.X0=c(P.XY[1]/P.X[1],P.XY[2]/P.X[1],P.XY[3]/P.X[1],P.XY[4]/P.X[1])
P.Y.X1=c(P.XY[5]/P.X[2],P.XY[6]/P.X[2],P.XY[7]/P.X[2],P.XY[8]/P.X[2])

Y.X0=cbind(Y,P.Y.X0,Y*P.Y.X0)
media.cond.Y.X0=sum(Y*P.Y.X0)
media.cond.Y.X0

Y.X1=cbind(Y,P.Y.X1,Y*P.Y.X1)
media.cond.Y.X1=sum(Y*P.Y.X1)
media.cond.Y.X1

media.Y=sum(Y*P.Y)

c(media.Y,media.cond.Y.X0,media.cond.Y.X1)

media.Y.cond=media.cond.Y.X0*P.X[1]+media.cond.Y.X1*P.X[2]
media.Y.cond

var.cond.Y.X0=sum(Y^2*P.Y.X0)-media.cond.Y.X0^2
var.cond.Y.X1=sum(Y^2*P.Y.X1)-media.cond.Y.X1^2

P.XY.ind=c(P.X[1]*P.Y[1],P.X[1]*P.Y[2],P.X[1]*P.Y[3],P.X[1]*P.Y[4],P.X[2]*P.Y[1],P.X[2]*P
.Y[2],P.X[2]*P.Y[3],P.X[2]*P.Y[4])
cbind(P.XY,P.XY.ind)

#es7
mediaX=-1
varianzaX=9
mediaY1=mediaY2=mediaX
varianzaY1=varianzaY2=varianzaX

# W=0.5*(Y1+Y2)
E.W=0.5*(mediaY1+mediaY2)
V.W=0.5^2*(varianzaY1+varianzaY2)

13
cbind(E.W,V.W)

# Z=1/3+X/3
E.Z=1/3+mediaX/3
V.Z=varianzaX/3^2
cbind(E.Z,V.Z)

#es8
n=150
p.stimato=1/5
alfa=0.01

media=p.stimato*n
varianza=p.stimato*(1-p.stimato)*n
dev.std=sqrt(varianza)

z.alfa=qnorm(alfa,lower.tail=FALSE) # MODIFICATO FALSE no F

z.alfa
x=z.alfa*dev.std+media
x

#es9
n=240
p.stimato=1-0.05
x=233
media=p.stimato*n
varianza=p.stimato*(1-p.stimato)*n
dev.std=sqrt(varianza)

z=(x-media)/dev.std

pnorm(z,lower.tail=T)

#es12
#I
X=c(0,1,2)
Y=c(0,1,2)
P.XY=c(1/8,1/8,0,1/8,2/8,1/8,0,1/8,1/8)
P.X0=c(P.XY[1]+P.XY[2]+P.XY[3])
P.X1=c(P.XY[4]+P.XY[5]+P.XY[6])
P.X2=c(P.XY[7]+P.XY[8]+P.XY[9])
X.marginali=cbind(P.X0,P.X1,P.X2)
P.Y0=c(P.XY[1]+P.XY[4]+P.XY[7])
P.Y1=c(P.XY[2]+P.XY[5]+P.XY[8])
P.Y2=c(P.XY[3]+P.XY[6]+P.XY[9])
Y.marginali=cbind(P.Y0,P.Y1,P.Y2)
mediaX=sum(X*X.marginali)
mediaY=sum(Y*Y.marginali)
varX=sum(X^2*X.marginali)-mediaX^2
varY=sum(Y^2*Y.marginali)-mediaY^2

X=matrix(c(0,1,2),ncol=1)
Y=t(matrix(c(0,1,2),ncol=1))
X %*% Y
X %*% Y*P.XY
covXY=sum(X %*% Y*P.XY)-mediaX*mediaY
corXY=covXY/sqrt(varX*varY)

#II
X=c(0,1,2)
Y=c(0,1,2)
P.XY=c(2/8,0,0,0,4/8,0,0,0,2/8)
P.X0=c(P.XY[1]+P.XY[2]+P.XY[3])
P.X1=c(P.XY[4]+P.XY[5]+P.XY[6])
P.X2=c(P.XY[7]+P.XY[8]+P.XY[9])
X.marginali=cbind(P.X0,P.X1,P.X2)
P.Y0=c(P.XY[1]+P.XY[4]+P.XY[7])
P.Y1=c(P.XY[2]+P.XY[5]+P.XY[8])
P.Y2=c(P.XY[3]+P.XY[6]+P.XY[9])
Y.marginali=cbind(P.Y0,P.Y1,P.Y2)
mediaX=sum(X*X.marginali)

14
mediaY=sum(Y*Y.marginali)
varX=sum(X^2*X.marginali)-mediaX^2
varY=sum(Y^2*Y.marginali)-mediaY^2

X=matrix(c(0,1,2),ncol=1)
Y=t(matrix(c(0,1,2),ncol=1))
X %*% Y
X %*% Y*P.XY
covXY=sum(X %*% Y*P.XY)-mediaX*mediaY
corXY=covXY/sqrt(varX*varY)

#III
X=c(0,1,2)
Y=c(0,1,2)
P.XY=c(0,0,2/8,0,4/8,0,2/8,0,0)
P.X0=c(P.XY[1]+P.XY[2]+P.XY[3])
P.X1=c(P.XY[4]+P.XY[5]+P.XY[6])
P.X2=c(P.XY[7]+P.XY[8]+P.XY[9])
X.marginali=cbind(P.X0,P.X1,P.X2)
P.Y0=c(P.XY[1]+P.XY[4]+P.XY[7])
P.Y1=c(P.XY[2]+P.XY[5]+P.XY[8])
P.Y2=c(P.XY[3]+P.XY[6]+P.XY[9])
Y.marginali=cbind(P.Y0,P.Y1,P.Y2)
mediaX=sum(X*X.marginali)
mediaY=sum(Y*Y.marginali)
varX=sum(X^2*X.marginali)-mediaX^2
varY=sum(Y^2*Y.marginali)-mediaY^2

X=matrix(c(0,1,2),ncol=1)
Y=t(matrix(c(0,1,2),ncol=1))
X %*% Y
X %*% Y*P.XY
covXY=sum(X %*% Y*P.XY)-mediaX*mediaY
corXY=covXY/sqrt(varX*varY)

install.packages("descr")
library(descr)
a<-c(rep(0,3),rep(1,3),rep(2,3))
b<-c(0:2,0:2,0:2)
crosstab(a,b,weight=P.XY*8,plot=FALSE)

install.packages("Weighted.Desc.Stat")
library(Weighted.Desc.Stat)
w.plot(a,b,mu=P.XY,coef.radii=0.3)

#es13
mediaX1=2
varX1=0.01
mediaX2=4
varX2=0.02
mediaX3=3
varX3=0.02

# Y=X1+X2+X3
mediaY=mediaX1+mediaX2+mediaX3
varY=varX1+varX2+varX3

inf=8.75
sup=9.25
z1=(inf-mediaY)/sqrt(varY)
z2=(sup-mediaY)/sqrt(varY)
pnorm(z2,lower.tail=TRUE)-pnorm(z1,lower.tail=TRUE)

# W=X2-X3
mediaW=mediaX2-mediaX3
varW=varX2+varX3

z3=(0-mediaW)/sqrt(varW)
pnorm(z3,lower.tail=FALSE)

#es14

15
mediaX=0.2
mediaY=1.5
varX=0.002
varY=0.25
covXY=0.006

mediaZ=20*mediaX+3.5*mediaY
varZ=20^2*varX+3.5^2*varY+20*3.5*covXY

#es15
Income=c("[0,200)","[200-400)","[400-600)","[600-800)","800 e pi˘)")
Cards=c(0,1,2,3)

# punto 1
P.Income=c(0.14,0.11,0.19,0.16,0.40)
P.Cards=c(0.10,0.10,0.40,0.40)

# punto 2
P.Income.Cards1=c(0.06,0.02,0.02,0,0)
P.IC1=P.Income.Cards1/P.Cards[2]
P.Income.Cards2=c(0,0.08,0.08,0.08,0.16)
P.IC2=P.Income.Cards2/P.Cards[3]
Income.Cards12=cbind(Income,P.IC1,P.IC2)
media.classe.Income=c(100,300,500,700,1050)
Income.Cards12=cbind(media.classe.Income,P.IC1,P.IC2)
Income.Cards12

media.Income.Cards1=sum(media.classe.Income*P.IC1)
media.Income.Cards2=sum(media.classe.Income*P.IC2)
media.Income=sum(media.classe.Income*P.Income)
cbind(media.Income.Cards1,media.Income.Cards2,media.Income)

# punto 5
P.X=sum(P.IC1[1]+P.IC1[2])
E.X=P.X
V.X=P.X*(1-P.X)

# punto 6
n=8
P.Almeno7=dbinom(7,n,P.X)+dbinom(8,n,P.X)
min=0
max=8
media.Bin=n*P.X
var.Bin=n*P.X*(1-P.X)

# punto 7
P.Income.Cards0=c(0.08,0.01,0.01,0,0)
P.IC0=P.Income.Cards0/P.Cards[1]
P.Income.Cards3=c(0,0,0.08,0.08,0.24)
P.IC3=P.Income.Cards3/P.Cards[4]
media.Income.Cards0=sum(media.classe.Income*P.IC0)
media.Income.Cards3=sum(media.classe.Income*P.IC3)

par(mfrow=c(1,2))
plot(Cards,c(media.Income.Cards0,media.Income.Cards1,media.Income.Cards2,media.Income.Car
ds3),type="l",ylab="E(income|cards)")

P.Income400=c(0.90,0.80,0.20,0)
plot(Cards,P.Income400,type="l")

# punto 8
media.Cards=sum(Cards*P.Cards)
var.Cards=sum(Cards^2*P.Cards)-media.Cards^2
Z.Cards=(Cards-media.Cards)/sqrt(var.Cards)

par(mfrow=c(1,2))
plot(Z.Cards,P.Cards,type="h")
plot(Cards,P.Cards,type="h")
dev.off()

16