Note de curs - Departamentul Automatica, Calculatoare si ...
Note de curs - Departamentul Automatica, Calculatoare si ...
Note de curs - Departamentul Automatica, Calculatoare si ...
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Nume<br />
Gamma<br />
Weibull<br />
Normalǎ<br />
Lognormalǎ<br />
A valorii<br />
extreme<br />
(Gumbel)<br />
Rayleigh<br />
Rayleigh<br />
generalizat<br />
Alfa<br />
Putere<br />
Birnbaum-<br />
Saun<strong>de</strong>rs<br />
e<br />
f ( t) Media Disper<strong>si</strong>a<br />
α<br />
β<br />
β ( β t)<br />
− 1 e − t<br />
Γ ( α )<br />
β<br />
β t<br />
α<br />
− 1<br />
e<br />
β<br />
t<br />
−<br />
α<br />
2<br />
1 ⎛ t − µ ⎞<br />
1<br />
− ⎜ ⎟<br />
2 ⎝ σ ⎠<br />
1<br />
α<br />
β<br />
⎛ 1<br />
α β Γ ⎜ 1 +<br />
⎝ β<br />
⎞<br />
⎟<br />
⎠<br />
2<br />
α<br />
β 2<br />
⎡ ⎛ 2 ⎞<br />
α β ⎢ Γ ⎜ 1 + ⎟ −<br />
⎣ ⎝ β ⎠<br />
2 ⎛ 1 ⎞ ⎤<br />
− Γ ⎜ 1 + ⎟ ⎥<br />
⎝ β ⎠ ⎦<br />
e µ σ 2<br />
2π<br />
σ<br />
2<br />
1 ⎛ ln t − µ ⎞<br />
1<br />
− ⎜<br />
⎟<br />
2 ⎝ σ ⎠<br />
e<br />
2π<br />
σ t e µ σ<br />
+<br />
t − µ<br />
η<br />
e<br />
t − µ<br />
η<br />
− e<br />
2<br />
te<br />
2<br />
ω<br />
k + 1<br />
2θ<br />
t<br />
Γ ( k + 1)<br />
t<br />
2<br />
β<br />
e<br />
2π<br />
⎛<br />
/ ⎜ η e<br />
⎝<br />
2<br />
t<br />
−<br />
2<br />
ω<br />
− µ<br />
η<br />
− e<br />
⎞<br />
⎟<br />
⎠<br />
2<br />
2k<br />
+ 1 − θ t<br />
e<br />
1 ⎛ β<br />
− ⎜ − α<br />
2 ⎝ t<br />
2<br />
⎞<br />
⎟<br />
⎠<br />
− δ δ − 1<br />
δ b t t ∈ ( 0, b)<br />
1<br />
.<br />
2 2π α t<br />
⎛<br />
⎜<br />
⎝<br />
e<br />
t<br />
+<br />
β<br />
β<br />
t<br />
1 ⎛ t β ⎞<br />
− 2<br />
2 ⎜ + − ⎟<br />
2α<br />
⎝ β t ⎠<br />
⎞<br />
⎟ .<br />
⎠<br />
ω<br />
⎛<br />
Γ ⎜<br />
⎝<br />
2<br />
2 2<br />
2 µ + σ σ<br />
2 e ( e − 1)<br />
3 ⎞<br />
⎟<br />
2 ⎠<br />
⎛ 3 ⎞<br />
Γ ⎜ k + ⎟<br />
⎝ 2 ⎠<br />
Γ ( k + 1)<br />
β ⎛ 1<br />
⎜ 1 + α<br />
2<br />
⎝ α<br />
δ b<br />
δ + 1<br />
⎛<br />
β<br />
⎜ 1 +<br />
⎝<br />
1<br />
θ<br />
⎞<br />
⎟<br />
⎠<br />
2<br />
α ⎞<br />
⎟<br />
2 ⎠<br />
ω<br />
⎡<br />
⎢<br />
⎢ k +<br />
⎢<br />
⎢<br />
⎣<br />
2<br />
⎡<br />
⎢1<br />
− Γ<br />
⎣<br />
1 −<br />
2<br />
α<br />
β<br />
2<br />
4<br />
⎛ 3 ⎞ ⎤<br />
⎜ ⎟ ⎥<br />
⎝ 2 ⎠ ⎦<br />
2<br />
2 ⎛ 3 ⎞ ⎤<br />
Γ ⎜ k + ⎟<br />
2<br />
⎥<br />
⎝ ⎠ ⎥<br />
Γ ( k + 1) ⎥<br />
⎥<br />
⎦<br />
⎛ 8<br />
⎜ 1<br />
⎝ α<br />
+<br />
2<br />
⎞<br />
⎟<br />
⎠<br />
δ<br />
( δ + 2)( δ + 1)<br />
⎛<br />
( α β )<br />
⎜ 1 +<br />
⎝<br />
b 2 2<br />
5<br />
4<br />
2<br />
2 α<br />
⎟ ⎞<br />
⎠<br />
1<br />
θ<br />
O variabilǎ aleatoare este complet <strong>de</strong>finitǎ <strong>de</strong> functia ei <strong>de</strong> repartitie. Durata <strong>de</strong><br />
viatǎ este o variabilǎ aleatoare <strong>de</strong> tip continuu, prin urmare functia <strong>de</strong> repartitie<br />
este o functie continuǎ <strong>si</strong> <strong>de</strong>rivabilǎ în raport cu timpul pânǎ la prima (<strong>si</strong> ultima)<br />
31