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Por lo tanto,<br />

E[Y |X] =<br />

42 − X2<br />

13 − 2X .<br />

Recta de regresión. La recta de regresión tiene la expresión<br />

ˆY<br />

Cov(X,Y )<br />

= (X − E[X]) + E[Y ] =<br />

V(X)<br />

1225<br />

<br />

X −<br />

2555<br />

91<br />

<br />

+<br />

36<br />

161<br />

36<br />

Coeficiente de correlación. El coeficiente de correlación vale<br />

ρ(X,Y ) =<br />

Cov(X,Y )<br />

V(X)V(Y ) = 1225<br />

2555<br />

4. Bibliografía consultada<br />

≈ 0.4794...<br />

Para redactar estas notas se consultaron los siguientes libros:<br />

245 1666<br />

= X +<br />

511 511<br />

1. Billingsley, P.: Probability and measure. John Wiley & Sons, New York. (1986)<br />

2. Bertsekas, D. P., Tsitsiklis, J. N.: Introduction to Probability. M.I.T. Lecture Notes.<br />

(2000)<br />

3. Durrett R.:Probability.Theory and Examples. Duxbury Press, Belmont. (1996)<br />

4. Feller, W.: An introduction to Probability Theory and Its Applications. Vol. 1. John<br />

Wiley & Sons, New York. (1957)<br />

5. Feller, W.: An introduction to Probability Theory and Its Applications. Vol. 2. John<br />

Wiley & Sons, New York. (1971)<br />

6. Maronna R.: Probabilidad y Estadística Elementales para Estudiantes de Ciencias.<br />

Editorial Exacta, La Plata. (1995)<br />

7. Ross, S.: Introduction to Probability Models. Academic Press, San Diego. (2007)<br />

26

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