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8.044 L2B1
px,y ( , )d d
px,y (, ) =
Px,y (, )
8.044 L2B2
hf (x, y)i =
Z Z
f (, )px,y (, )dd
NEW CONCEPTS:
Reduction to a single variable
px() =
px,y (, )d
(
(
8.044 L2B4
px,y (, y) d = py ( = y)
px(|y) d = c
c = py ( = y)
px,y (, y)
px(|y) =
py ( = y)
or
p(x, y)
p(x|y) =
p(y)
p(x, y) = p(x|y)p(y)
p(x, y) = p(y|x)p(x)
p(x)
| {z }
p(y|x) = p(y)
unconditioned
8.044 L2B6
y
a
a -y
p(x, y) = 1/a2
p(x, y) = 0
2 1 ( y )2
p(y) = a
a
8.044 L2B7
p(x|y) =
1
q
2 a2 y 2
= 0
|x|
|x| >
a2 y
2
a2 y 2
p(x|y)
x
a -y
a -y
8.044 L2B8
p(x,y)
p(x | y)
8.044 L2B9
p(n;L)
Given: p(n = 1; x) rx as x 0
Start by nding p(n = 0; L)
x
0
dL
dL 0 p(0)
p(1)
p(n > 1)
8.044 L2B10
events, total of n
x
o
dL = L/N
n is nite while N
(N n)
!
!!
N!
rL n
rL (N n)
1
p(n; L) = lim
N n!(N n)! N
N
1
N!
1
n
)
=
(rL
n
n! |(N
n)!
N
{z
}
n
N
rL (N n)
1
N{z
|
}
erL
!!
1
1
n
rL
=
(rL) e
=
< n >n e<n>
n!
n!
8.044 L2B12
Random processes:
Noise voltage or current v(t), i(t)
Thermodynamic variable P (t), T (t), (t)
Thermal radiation E(t), B(t)
Seismic background signal s(t)
8.044 L2B13
v(t)
v1
v2
t
t1
p(v1, v2) =
1
q
22 1 2
is constant
t 2= t 1+
2
v
exp 1
2v1v2 + v22
2 2(1 2)
= ( ) 1 as 0
0 as
8.044 L2B14
EB/
E/
8.044 L2B15
4EB (EA EB )
exp[(EA + EB )/]
4
= 0
p(EA , EB ) =
8.044 L2B16
EB/
2
E/
8.044 L2B17
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