Add solution for exercise 1

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Andreas Tsouchlos 2026-01-20 15:09:50 +01:00
parent a1fb10842d
commit 15ca83ca76

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@ -83,6 +83,19 @@
% \tikzstyle{every node}=[font=\small] % \tikzstyle{every node}=[font=\small]
% \captionsetup[sub]{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 % Document body
@ -121,6 +134,102 @@
% tex-fmt: on % tex-fmt: on
\end{frame} \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} \section{Aufgabe 2}