diff --git a/src/2026-01-30/presentation.tex b/src/2026-01-30/presentation.tex index a8d99ad..6f15766 100644 --- a/src/2026-01-30/presentation.tex +++ b/src/2026-01-30/presentation.tex @@ -83,6 +83,19 @@ % \tikzstyle{every node}=[font=\small] % \captionsetup[sub]{font=small} +\newlength{\hght} +\newlength{\wdth} + +\newcommand{\canceltotikz}[3][.5ex]{ + \setlength{\hght}{\heightof{$#3$}} + \setlength{\wdth}{\widthof{$#3$}} + \makebox[0pt][l]{ + \tikz[baseline]{\draw[-latex](0,-#1)--(\wdth,\hght+#1) + node[shift={(1mm,.5mm)}]{#2}; + } + }#3 +} + % % % Document body @@ -121,6 +134,102 @@ % tex-fmt: on \end{frame} +\begin{frame} + \frametitle{Aufgabe 1: Korrelationskoeffizienten} + + Es ist die Zufallsvariable $X \sim \mathcal{N}(0,1)$ gegeben. Berechnen Sie + jeweils den Korrelationskoeffizienten $\rho_{XY}$ für + + % tex-fmt: off + \begin{enumerate}[a{)}] + \item $Y = aX + b \hspace{8mm}\text{mit } a, b \in R + \text{ und } a \neq 0$. + \pause \begin{gather*} + \rho_{XY} = \frac{\text{cov}(X,Y)}{\sqrt{V(X)V(Y)}} + \end{gather*} + \pause\begin{align*} + \text{cov}(X,Y) &= E(XY) - \canceltotikz[1ex]{0}{E(X)} E(Y) + = E(XY) \\ + &= E(aX^2 + bX) = a\underbrace{E(X^2)}_{= V(X) = 1} + + b\canceltotikz[1ex]{0}{E(X)} = a + \end{align*} + \pause\begin{gather*} + V(Y) = E\big( (Y - E(Y))^2 \big) = E\big( (aX)^2 \big) + = a^2 \underbrace{E(X^2)}_{= V(X) = 1} = a^2 + \end{gather*} + \pause\begin{align*} + \rho_{XY} = \frac{a}{\sqrt{a^2}} = \frac{a}{\lvert a \rvert} + = \left\{ \begin{array}{c} + +1, \hspace{5mm} a > 0 \\ + -1, \hspace{5mm} a < 0 + \end{array} + \right. + \end{align*} + \end{enumerate} + % tex-fmt: on +\end{frame} + +\begin{frame} + \frametitle{Aufgabe 1: Korrelationskoeffizienten} + + Es ist die Zufallsvariable $X \sim \mathcal{N}(0,1)$ gegeben. Berechnen Sie + jeweils den Korrelationskoeffizienten $\rho_{XY}$ für + + % tex-fmt: off + \begin{enumerate}[a{)}] + \setcounter{enumi}{1} + \item $Y = X^2$. + \pause \begin{gather*} + \rho_{XY} = \frac{\text{cov}(X,Y)}{\sqrt{V(X)V(Y)}} + \end{gather*} + \pause\begin{columns} + \column{\kitfourcolumns} + \centering + \begin{gather*} + \text{cov}(X,Y) = E(XY) - \canceltotikz[1ex]{0}{E(X)} E(Y) + = E(XY) = E(X^3) + \end{gather*} + \vspace*{-12mm} + \pause\begin{gather*} + \hspace*{-18mm} = \int_{-\infty}^{\infty} + \underbrace{x^3}_\text{ungerade} + \cdot\underbrace{f_X(x)}_\text{gerade} dx = 0 \\[7mm] + \rho_{XY} = 0 + \end{gather*} + \column{\kittwocolumns} + \centering + \begin{figure}[H] + \centering + \begin{tikzpicture} + \begin{axis}[ + domain=-3:3, + width=10cm, + height=6.5cm, + samples=100, + xtick={0}, + ytick={0}, + legend pos = south east, + legend cell align = left, + ] + \addplot+[scol1, mark=none, line width=1pt] + {1 / sqrt(2*pi) * exp(-x^2)}; + \addlegendentry{$f_X(x)$} + \addplot+[scol2, mark=none, line width=1pt] + {0.01 * x^3}; + \addlegendentry{$x^3$} + \end{axis} + + \node at (8.7, 4.7) {\footnotemark}; + \end{tikzpicture} + \end{figure} + \end{columns} + \end{enumerate} + % tex-fmt: on + + \footnotetext{Die zwei Kurven sind bezüglich der $y$-Achse + unterschiedlich skaliert.} +\end{frame} + %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \section{Aufgabe 2}