{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Variables Aleatorias\n", "\n", "\n", "- Variables aleatorias\n", "- Probabilidades puntuales, funciones de densidad y funciones de distribución acumuladas. \n", "\n", "\n", "Una variable aleatoria es una función que asigna un número a cada elemento en el espacio muestral de un experimento aleatorio. \n", "Se denomina Variable Aleatoria Discreta si los valores son enteros:\n", "\n", "$\\begin{array}{cc} X:& \\Omega \\to \\mathbb{N}\\\\\n", "&\\omega \\to X(\\omega)\n", "\\end{array}$\n", "\n", "y Variable Aleatoria Continua si los valores son reales:\n", "\n", "$\\begin{array}{cc} X:& \\Omega \\to \\mathbb{R}\\\\\n", "&\\omega \\to X(\\omega)\n", "\\end{array}$\n", "\n", "\n", "Ejemplos: \n", "\n", "$\\begin{array}{ll} \n", "X:& \\Omega \\to \\{0,1\\}\\\\\n", "&\\omega \\to X(\\omega)= \n", "\\left\\{\\begin{array}{ll} 1 & \\omega=cara\\\\\n", " 0 & \\omega=sello \\\\\n", "\\end{array} \\right .\\\\\n", "&\\\\\n", " X:& \\Omega \\to [0,\\infty) \\\\\n", "&\\omega \\to X(\\omega)= t \\\\\n", "\\end{array}$\n", "\n", "donde $t$ es el tiempo de falla de una máquina y $\\omega$ es el evento de falla con todas sus características no necesariamente observables." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Función de probabilidad puntual\n", "En el caso de variables aleatorias discretas, la probabilidades se definen mediante una función de probabilidad puntual.\n", "\n", "Ejemplo: \n", "\n", "$\\begin{array}{ll} \n", "X:& \\Omega \\to \\mathbb{N}\\\\\n", "&\\omega \\to X(\\omega)= n \\\\\n", "\\end{array}$\n", "\n", "dónde n representa el número de clientes que llegan al banco el lunes entre 9 y 10 am \n", "\n", "$$P(X=10) = f(10) = ?$$\n" ] }, { "cell_type": "code", "execution_count": 1, "metadata": {}, "outputs": [ { "data": { "text/html": [ "\n", "\n", "\t
\n", "\t\t\n", "\t\t\n", "\n", "\n", "\n", "\n", "\t\n", "\t\n", "\t\t\n", "\n", "\t\n", "\n" ], "text/plain": [ "HTML widgets cannot be represented in plain text (need html)" ] }, "metadata": { "text/html": { "isolated": true } }, "output_type": "display_data" } ], "source": [ "##caso en que el nro de clientes se modela como Poisson de media 10\n", "library(rbokeh)\n", "vec <- seq(0,30,1)\n", "pvec <- dpois(vec,10)\n", "p <- figure(plot_width=600,plot_height=300, title=\"Ejemplo probabilidad puntual Poisson\", title_location=\"above\") %>%\n", " ly_points(vec,pvec, hover = list(vec,pvec))%>%\n", " ly_segments(vec,rep(0,30),vec,pvec)\n", "p" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Función de densidad de probabilidad\n", "En el caso de variables aleatorias continuas, las probabilidades se definen mediante una función de densidad de probabilidad:\n", "\n", "$\\begin{array}{ll} \n", "f_X:& \\mathbb{R} \\to \\mathbb{R_+}\\\\\n", "&x \\to f_X(x) \\\\\n", "\\end{array}$\n", "\n", "Ejemplo: \n", "\n", "$\\begin{array}{ll} \n", "X:& \\Omega \\to \\mathbb{R}\\\\\n", "&\\omega \\to X(\\omega)= x \\\\\n", "f_X(x)& = \\frac{1}{2\\sqrt{2\\pi}} exp(\\frac{-(x-60)^2}{8})\n", "\\end{array}$\n", "\n", "dónde x representa el peso de un individuo.\n", "\n", "$$P(58 <= X <= 62) = \\int_{58}^{62} f(x) dx = F_X(62) - F_X(58) = \\int_0^{62} f(x)dx - \\int_0^{58} f(x)dx ?$$\n" ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [ { "data": { "text/html": [ "\n", "\n", "\t\n", "\t\t\n", "\t\t\n", "\n", "\n", "\n", "\n", "\t\n", "\t\n", "\t\t\n", "\n", "\t\n", "\n" ], "text/plain": [ "HTML widgets cannot be represented in plain text (need html)" ] }, "metadata": { "text/html": { "isolated": true } }, "output_type": "display_data" }, { "name": "stdout", "output_type": "stream", "text": [ "[1] 0.6826895\n" ] } ], "source": [ "library(rbokeh)\n", "vec <- seq(50,70,by=0.1)\n", "vec2 <- seq(58,62,by=0.1)\n", "pvec <- dnorm(vec,60,2)\n", "par(cex=0.8)\n", "p <- figure(plot_width=600,plot_height=300, title=\"Ejemplo densidad Normal\", title_location=\"above\") %>%\n", " ly_lines(vec,pvec) %>%\n", " ly_abline( h=0) %>%\n", " ly_polygons( x = c(58,vec2,62), y =c(0,dnorm(vec2,60,2),0), col = \"grey\")\n", "p\n", "\n", "\n", "prob = pnorm(62,60,2)-pnorm(58,60,2)\n", "print(prob)\n", "\n", " " ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Función de distribución de probabilidad acumulada\n", "Es la función $F_X$ que devuelve la probabilidad de que una v.a. sea menor o igual que un valor.\n", "\n", "En el caso de las v.a. discretas se calcula como:\n", "\n", "$\\begin{array}{ll} \n", "P(X \\leq x) = F_X(x) & = \\sum_{t=1}^x \\limits P(X = t)\n", "\\end{array}$\n", "\n", "\n", "En el caso de las v.a. continuas se calcula como:\n", "\n", "$\\begin{array}{llll} \n", "P(X \\leq x) = &F_X(x)& = &\\int_{-\\infty}^x f(x)dx\\\\\n", "&f_X(x)& = & \\frac{d}{dx} F_X(x)\n", "\\end{array}$\n", "\n", "Y una manera alternativa de obtener la probabilidad:\n", "\n", "$\\begin{array}{l}\n", "P(a \\leq X \\leq b) = F_X(b) - F_X(a)\\\\\n", "\\end{array}$" ] }, { "cell_type": "code", "execution_count": 3, "metadata": {}, "outputs": [ { "data": { "text/html": [ "\n", "\n", "\t\n", "\t\t\n", "\t\t\n", "\n", "\n", "\n", "\n", "\t\n", "\t\n", "\t\t\n", "\n", "\t\n", "\n" ], "text/plain": [ "HTML widgets cannot be represented in plain text (need html)" ] }, "metadata": { "text/html": { "isolated": true } }, "output_type": "display_data" } ], "source": [ "library(rbokeh)\n", "##distribución Poisson acumulada\n", "vec <- seq(1,30,by=1)\n", "pvec <- ppois(vec,10)\n", "p1 <- figure(plot_width=600,plot_height=200, title=\"Prob. Acumulada: Caso Discreto\", title_location=\"above\") %>%\n", " ly_points(vec,pvec, hover = list(vec,pvec))%>%\n", " ly_segments(vec,rep(0,30),vec,pvec)\n", "p1" ] }, { "cell_type": "code", "execution_count": 4, "metadata": {}, "outputs": [ { "data": { "text/html": [ "\n", "\n", "\t\n", "\t\t\n", "\t\t\n", "\n", "\n", "\n", "\n", "\t\n", "\t\n", "\t\t\n", "\n", "\t\n", "\n" ], "text/plain": [ "HTML widgets cannot be represented in plain text (need html)" ] }, "metadata": { "text/html": { "isolated": true } }, "output_type": "display_data" } ], "source": [ "##distribución normal acumulada\n", "vec <- seq(40,80,by=0.1)\n", "pvec1 <- pnorm(vec,60,2)\n", "pvec2 <- pnorm(vec,60,8)\n", "pvec3 <- pnorm(vec,60,4)\n", "p2 <- figure(plot_width=600,plot_height=200, title=\"Prob. Acumulada: Caso Continuo\", title_location=\"above\", legend_location = \"bottom_right\") %>%\n", " ly_lines(vec,pvec1,legend=\"sd=2\") %>%\n", " ly_lines(vec,pvec2,col=\"blue\",legend=\"sd=8\") %>%\n", " ly_lines(vec,pvec3,col=\"red\",legend=\"sd=4\") \n", "p2" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Variables Aleatorias Multidimensionales\n", "Se trata de funciones que asignan un vector multidimensional al resultado de un experimento aleatorio. \n", "Se denomina Vector Aleatorio Discreto si los valores son enteros multidimensionales:\n", "\n", "$\\begin{array}{cl} {\\bf X}:& \\Omega \\to \\mathbb N^k\\\\\n", "&\\omega \\to {\\bf X}(\\omega)=(X_1(\\omega),\\cdots,X_k(\\omega)) = (n_1,\\cdots,n_k)\n", "\\end{array}$\n", "\n", "y Vector Aleatorio Continuo si los valores son reales multidimensionales:\n", "\n", "$\\begin{array}{cl} {\\bf X}:& \\Omega \\to \\mathbb R^k\\\\\n", "&\\omega \\to {\\bf X}(\\omega)=(X_1(\\omega),\\cdots,X_k(\\omega)) = (x_1,\\cdots,x_k)\n", "\\end{array}$\n", "\n", "**Ejemplo:**\n", "\n", "Sea \n", "\n", "$\\begin{array}{cl}\n", "(X,Y):&\\Omega \\to \\mathbb R_{+}^2\\\\\n", "&\\omega \\to (X(\\omega),Y(\\omega))=(x,y)\\\\\n", "\\end{array}$\n", "\n", "tal que su densidad de probabilidad es:\n", "\n", "$$f(x,y) = ab \\exp^{-(ax+by)} \\qquad a,b>0$$\n", "\n", "y entonces la distribución de probabilidad acumulada queda:\n", "\n", "$$F(x,y)= \\int_0^x \\int_0^y f(x,y) dydx\n", "= (1- \\exp^{-ax})(1- \\exp^{-by})$$\n", "\n", "Notar que \n", "\n", "$$\\lim_{x,y \\to \\infty} F(x,y) = 1$$\n" ] }, { "cell_type": "code", "execution_count": 5, "metadata": {}, "outputs": [ { "data": { "image/png": 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YCLsEiQz7BaT7DY6IpG+LdqsbiVNM++eJb1skIa7SoAF2GRYHfT/kyCxUZXNOIf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\n3oV6WR8IyT4/AhhWCrR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"text/plain": [ "Plot with title \"Distribución Bivariada: Caso a=5 y b=2\"" ] }, "metadata": { "image/png": { "height": 300, "width": 600 } }, "output_type": "display_data" } ], "source": [ "options(repr.plot.width=10, repr.plot.height=5)\n", "par(mfrow=c(1,2))\n", "x <- seq(0,1,by=0.05)\n", "y <- seq(0,1,by=0.05)\n", "a=5\n", "b=1\n", "dens <- function(x,y) a*b*(exp (-a*x -b*y))\n", "z = outer(x,y,dens)\n", "persp(x,y,z,ticktype = \"detailed\",zlab=\"f(x,y)\",main=\"Densidad de Prob. Bivariada: Caso a=5 y b=2\")\n", "\n", "dist <- function(x,y) 1-exp (-a*x -b*y) \n", "z = outer(x,y,dist)\n", "persp(x,y,z,ticktype = \"detailed\",zlab=\"F(x,y)\",main=\"Distribución Bivariada: Caso a=5 y b=2\")\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Regla de Bayes\n", "En su formulación con variables aleatorias, la regla de Bayes queda:\n", "\n", "\n", "$\\begin{array}{lll}\n", "P(y \\mid x)& = & \\frac{P(x \\mid y) P_Y(y)}{P_X(x)} \\,= \\, \\frac{P(x \\mid y) P_Y(y)}{\\sum_y P(x\\mid y) P_y(y))}\\\\\n", "\\end{array}$\n", "\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "celltoolbar": "Slideshow", "kernelspec": { "display_name": "R", "language": "R", "name": "ir" }, "language_info": { "codemirror_mode": "r", "file_extension": ".r", "mimetype": "text/x-r-source", "name": "R", "pygments_lexer": "r", "version": "4.1.1" } }, "nbformat": 4, "nbformat_minor": 2 }