16 Commits

3 changed files with 823 additions and 31 deletions

View File

@@ -1,4 +1,3 @@
$pdflatex="pdflatex -shell-escape -interaction=nonstopmode -synctex=1 %O %S";
$out_dir = 'build';
$pdf_mode = 1;

View File

@@ -1,19 +1,25 @@
PRESENTATIONS := $(patsubst src/%/presentation.tex,build/presentation_%.pdf,$(wildcard src/*/presentation.tex))
HANDOUTS := $(patsubst build/presentation_%.pdf,build/presentation_%_handout.pdf,$(PRESENTATIONS))
RC_PDFLATEX := $(shell grep '$$pdflatex' .latexmkrc \
| sed -e 's/.*"\(.*\)".*/\1/' -e 's/%S//' -e 's/%O//')
.PHONY: all
all: $(PRESENTATIONS) $(HANDOUTS)
build/presentation_%.pdf: src/%/presentation.tex build/prepared
TEXINPUTS=./lib/cel-slides-template-2025:$$TEXINPUTS latexmk $<
mv build/presentation.pdf $@
TEXINPUTS=./lib/cel-slides-template-2025:$(dir $<):$$TEXINPUTS \
latexmk -outdir=build/$* $<
cp build/$*/presentation.pdf $@
build/presentation_%_handout.pdf: src/%/presentation.tex build/prepared
TEXINPUTS=./lib/cel-slides-template-2025:$$TEXINPUTS latexmk -pdflatex='pdflatex %O "\def\ishandout{1}\input{%S}"' $<
mv build/presentation.pdf $@
TEXINPUTS=./lib/cel-slides-template-2025:$(dir $<):$$TEXINPUTS \
latexmk -outdir=build/$*_handout \
-pdflatex='$(RC_PDFLATEX) %O "\def\ishandout{1}\input{%S}"' $<
cp build/$*_handout/presentation.pdf $@
build/prepared:
mkdir -p build
mkdir build
touch build/prepared
.PHONY: clean

View File

@@ -30,11 +30,15 @@
\usepackage{tikz}
\usepackage{tikz-3dplot}
\usetikzlibrary{spy, external, intersections, positioning}
%\tikzexternalize[prefix=build/]
\ifdefined\ishandout\else
\tikzexternalize
\fi
\usepackage{pgfplots}
\pgfplotsset{compat=newest}
\usepgfplotslibrary{fillbetween}
\usepgfplotslibrary{groupplots}
\usepackage{enumerate}
\usepackage{listings}
@@ -45,6 +49,7 @@
\usepackage{amsmath}
\usepackage{graphicx}
\usepackage{calc}
\usepackage{amssymb}
\title{WT Tutorium 5}
\author[Tsouchlos]{Andreas Tsouchlos}
@@ -64,7 +69,6 @@
\newlength{\depthofsumsign}
\setlength{\depthofsumsign}{\depthof{$\sum$}}
\newlength{\totalheightofsumsign}
\newlength{\heightanddepthofargument}
\newcommand{\nsum}[1][1.4]{
\mathop{
\raisebox
@@ -97,7 +101,96 @@
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\subsection{Theorie Wiederholung}
% TODO:
\begin{frame}
\frametitle{Summen Unabhängiger Zufallsvariablen}
\begin{gather*}
Z = X + Y, \hspace{10mm}X,Y \text{ unabhängig} \\[4mm]
\begin{array}{rl}
\text{Faltungssatz (diskret): } & P_Z(n) =
\nsum_{k=0}^{n} P_X(k)P_Y(n-k) \\[2mm]
\text{Charakteristische Funktion: } & \phi_Z(s) = \phi_X(s)
\cdot \phi_Y(s)
\end{array}
\end{gather*}
\end{frame}
\begin{frame}
\frametitle{Poisson-Verteilung}
\vspace*{-10mm}
\begin{itemize}
\item Binomialverteilung für $N\rightarrow \infty$ mit
$pN=\text{const.}=: \lambda$ \\
\begin{itemize}
\item ``Übergang von diskreter auf stetige
Zeitachse bei fester mittlerer Rate'' \\
\item $\lambda \equiv$ ``mittlere Rate an Treffern
pro Zeitabschnitt''
\end{itemize}
\item Beispiele
\begin{itemize}
\item Sternschnuppen pro Stunde
\item Anzahl an Websitebesuchern pro Minute
\end{itemize}
\end{itemize}
\pause
\begin{gather*}
X \sim \text{Poisson}(\lambda)
\end{gather*}
\vspace*{-2mm}
\begin{gather*}
P_X(n) = \frac{\lambda^n}{n!}e^{-\lambda} \\[2mm]
\phi_X(s) = \text{exp}\left(\lambda (e^{js} -1)\right)
\end{gather*}
\vspace*{-2mm}
\begin{align*}
E(X) &= \lambda\\
V(X) &= \lambda
\end{align*}
\end{frame}
\begin{frame}
\frametitle{Zusammenfassung}
\vspace*{-20mm}
\begin{columns}[t]
\column{\kitthreecolumns}
\begin{greenblock}{Poisson-Verteilung}
\vspace*{-6mm}
\begin{gather*}
X \sim \text{Poisson}(\lambda) \\[3mm]
P_X(n) = \frac{\lambda^n \cdot e^{-\lambda}}{n!} \\[4mm]
\phi_X(s) = \text{exp}\left(\lambda (e^{js} -1)\right)
\end{gather*}
\end{greenblock}
\begin{greenblock}{Binomialentwicklung}
\vspace*{-6mm}
\begin{gather*}
\nsum_{k=0}^{n} \binom{n}{k}a^k b^{n-k} = (a+b)^n, \hspace{15mm}
\binom{n}{k} = \frac{n!}{(n-k)!k!}
\end{gather*}
\end{greenblock}
\column{\kitthreecolumns}
\begin{greenblock}{Faltungssatz (diskrete ZV)}
\vspace*{-6mm}
\begin{gather*}
Z = X + Y, \hspace{10mm}X,Y \text{ unabhängig} \\[3mm]
P_Z(n) = \nsum_{k=0}^{n} P_X(k)P_Y(n-k)
\end{gather*}
\end{greenblock}
\begin{greenblock}{Charakteristische Funktion einer Summe von ZV}
\vspace*{-6mm}
\begin{gather*}
Z = X + Y, \hspace{10mm}X,Y \text{ unabhängig} \\[3mm]
\phi_Z(s) = \phi_X(s) \cdot \phi_Y(s)
\end{gather*}
\end{greenblock}
\end{columns}
\end{frame}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\subsection{Aufgabe}
@@ -124,6 +217,8 @@
\begin{frame}[fragile]
\frametitle{Aufgabe 1:\\Faltungssatz \& Charakteristische Funktion}
\vspace*{-3mm}
Es seien zwei unabhängige poissonverteilte Zufallsvariablen $X$ und
$Y$ mit den Parametern $\lambda_1$
bzw. $\lambda_2$ gegeben.
@@ -136,17 +231,19 @@
zweier Zufallsvariablen.
\pause\begin{gather*}
X \sim \text{Poisson}(\lambda_1) \hspace{3mm}
\Leftrightarrow \hspace{3mm} P_X(k)
= \frac{\lambda_1^k \cdot e^{-\lambda_1}}{k!} \hspace{30mm}
\Leftrightarrow \hspace{3mm} P_X(n)
= \frac{\lambda_1^n \cdot e^{-\lambda_1}}{n!} \hspace{30mm}
Y \sim \text{Poisson}(\lambda_2) \hspace{3mm}
\Leftrightarrow \hspace{3mm} P_Y(k)
= \frac{\lambda_2^k \cdot e^{-\lambda_2}}{k!}
\Leftrightarrow \hspace{3mm} P_Y(n)
= \frac{\lambda_2^n \cdot e^{-\lambda_2}}{n!}
\end{gather*}
\vspace{2mm}
\pause\begin{align*}
P_Z(n) &= P_{X+Y}(n) = \nsum_{k=0}^{n} P_X(k)P_Y(n-k)
= \nsum_{k=0}^{n} \frac{\lambda_1^k \cdot e^{-\lambda_1}}{k!}
\cdot \frac{\lambda_2^{n-k} \cdot e^{-\lambda_2}}{(n-k)!} \\[3mm]
\cdot \frac{\lambda_2^{n-k} \cdot e^{-\lambda_2}}{(n-k)!}
\end{align*}
\vspace*{-4mm}
\pause\begin{align*}
&= e^{-(\lambda_1 + \lambda_2)} \nsum_{k=0}^{n}
\frac{1}{k! (n-k)!} \lambda_1^k \lambda_2^{n-k} \\[3mm]
&= \frac{e^{-(\lambda_1 + \lambda_2)}}{n!} \nsum_{k=0}^{n}
@@ -155,12 +252,37 @@
\binom{n}{k} \lambda_1^k \lambda_2^{n-k}
= \frac{e^{-(\lambda_1 + \lambda_2)}}{n!}
( \lambda_1 + \lambda_2 )^n
=: \frac{\lambda^n e^{-\lambda}}{n!}
=: \frac{\lambda^n e^{-\lambda}}{n!} \\[6mm]
& \hspace*{-15mm}\Rightarrow Z \sim \text{Poisson}(\lambda_1 + \lambda_2)
\end{align*}
\pause\item Erbringen Sie denselben Nachweis mithilfe der
\end{enumerate}
% tex-fmt: on
\end{frame}
\begin{frame}
\frametitle{Aufgabe 1:\\Faltungssatz \& Charakteristische Funktion}
% tex-fmt: off
\begin{enumerate}[a{)}]
\setcounter{enumi}{1}
\item Erbringen Sie denselben Nachweis mithilfe der
charakteristischen Funktion.
\pause\begin{gather*}
X \sim \text{Poisson}(\lambda_1) \hspace{3mm}
\Leftrightarrow \hspace{3mm}
\phi_X(s) = \text{exp}\left(\lambda_1 (e^{js} -1)\right)
\hspace{30mm}
Y \sim \text{Poisson}(\lambda_1) \hspace{3mm}
\Leftrightarrow \hspace{3mm}
\phi_Y(s) = \text{exp}\left(\lambda_2 (e^{js} -1)\right)
\end{gather*}
\vspace*{-5mm}
\pause\begin{align*}
% TODO: Write solution
\phi_Z(s) &= \phi_X(s) \cdot \phi_Y(s) \\
&= \text{exp}\left(\lambda_2 (e^{js} -1)\right) \cdot
\text{exp}\left(\lambda_2 (e^{js} -1)\right) \\
&= \text{exp}\left((\lambda_1 + \lambda_2) (e^{js} -1)\right) \\[4mm]
& \hspace*{-15mm}\Rightarrow Z \sim \text{Poisson}(\lambda_1 + \lambda_2)
\end{align*}
\end{enumerate}
% tex-fmt: on
@@ -172,7 +294,429 @@
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\subsection{Theorie Wiederholung}
% TODO:
\begin{frame}
\frametitle{Mehrdimensionale Zufallsvariablen}
\vspace*{-20mm}
\begin{columns}[t]
\column{\kitfourcolumns}
\begin{itemize}
\item Randdichte
\begin{align*}
f_X(x) = \int_{-\infty}^{\infty} f_{X,Y}(x,y) dy
\end{align*}
\end{itemize}
\column{\kittwocolumns}
\begin{figure}[H]
\centering
\begin{tikzpicture}[
/pgfplots/scale only axis,
/pgfplots/width=5cm,
/pgfplots/height=5cm
]
\begin{axis}[
name=main axis,
view={0}{90},
ticks=none,
xlabel={$x$},ylabel={$y$},
]
\addplot3[
surf, shader=interp,
samples=40,
domain=-3:3, y domain=-3:3
]
{1/(2*pi*sqrt(0.5)) * exp(-1/(2*(1 -
sqrt(0.5))) * (x^2 -2*sqrt(0.5)*x*y + y^2) )};
\end{axis}
\node[below] at
($(main axis.south west) + (-.5, -.5)$) {$f_{X,Y}(x,y)$};
\begin{axis}[
anchor=south west,
at=(main axis.north west),
height=2cm,
ticks=none,
ylabel={$f_X(x)$},
samples=50,
domain=-3:3,
xmin=-3,xmax=3,
]
\addplot[line width=1pt] {1/sqrt(2*pi) *
exp(-x^2/2)};
\end{axis}
\begin{axis}[
anchor=north west,
at=(main axis.north east),
width=2cm,
ticks=none,
xlabel={$f_Y(y)$},
samples=50,
domain=-3:3,
ymin=-3,ymax=3,
]
\addplot[line width=1pt] ( {1/sqrt(2*pi)
* exp(-x^2/2)}, {x} );
\end{axis}
\end{tikzpicture}
\end{figure}
\end{columns}
\pause
\vspace*{-45mm}
\begin{columns}
\column{\kitfourcolumns}
\begin{itemize}
\item Umrechnung von Dichten mit dem Transformationssatz
\begin{gather*}
X = h_1(U,V), \hspace{5mm} Y = h_2(U,V) \\[5mm]
\mathcal{J} =
\begin{pmatrix}
\frac{\displaystyle \partial}{\displaystyle
\partial u}x & \frac{\displaystyle
\partial}{\displaystyle \partial v}x \\[3mm]
\frac{\displaystyle \partial}{\displaystyle
\partial u}y & \frac{\displaystyle
\partial}{\displaystyle \partial v}y
\end{pmatrix}
=
\begin{pmatrix}
\frac{\displaystyle \partial}{\displaystyle
\partial u}h_1(u,v) & \frac{\displaystyle
\partial}{\displaystyle \partial v}h_1(u,v) \\[3mm]
\frac{\displaystyle \partial}{\displaystyle
\partial u}h_2(u,v) & \frac{\displaystyle
\partial}{\displaystyle \partial v}h_2(u,v)
\end{pmatrix} \\[5mm]
f_{U,V}(u,v) = \lvert
\text{det}(\mathcal{J}) \rvert
\cdot f_{X,Y} \big(h_1(u,v),h_2(u,v)\big)
\end{gather*}
\end{itemize}
\column{\kittwocolumns}
\end{columns}
\end{frame}
\begin{frame}
\frametitle{Unabhängigkeit \& Korrelation I}
\vspace*{-10mm}
\begin{itemize}
\item Unabhängige ZV (stetig)
\begin{columns}
\column{\kitthreecolumns}
\begin{align*}
X,Y \text{ unabhängig}
\hspace{5mm} \Leftrightarrow \hspace{5mm}
f_{X,Y}(x,y) = f_X(x)f_Y(y)
\end{align*}
\column{\kitthreecolumns}
\begin{lightgrayhighlightbox}
Erinnerung: Unabhängige Ereignisse
\begin{align*}
A,B \text{ \normalfont unabhängig}
\hspace{5mm} \Leftrightarrow \hspace{5mm}
P(AB) = P(A)P(B)
\end{align*}
\vspace*{-13mm}
\end{lightgrayhighlightbox}
\end{columns}
\pause
\item Kovarianz
\begin{columns}
\column{\kitthreecolumns}
\begin{align*}
\text{cov}(X,Y) &= E\bigg( \big(X - E(X)\big) \big(Y
- E(Y)\big) \bigg) \\
&= E(XY) - E(X)E(Y)
\end{align*}
\column{\kitthreecolumns}
\begin{lightgrayhighlightbox}
Erinnerung: Varianz
\begin{align*}
V(X) = E\big( \left(X - E(X)\right)^2 \big) =
E(X^2) - E^2(X)
\end{align*}
\vspace*{-13mm}
\end{lightgrayhighlightbox}
\end{columns}
\item Korrelation
\begin{align*}
E(XY)
\end{align*}
\pause
\item Korrelationskoeffizient
\begin{align*}
\rho_{XY} = \frac{\text{cov}(X,Y)}{\sqrt{V(X)V(Y)}}
\hspace{25mm} \rho_{XY} = 0
\hspace{2mm}\Leftrightarrow\hspace{2mm}
E(XY) = E(X)E(Y)
\end{align*}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Unabhängigkeit \& Korrelation II}
\vspace*{-15mm}
\begin{itemize}
\item Korrelation misst einen linearen Zusammenhang zwischen zwei ZV.\\
Unabhängigkeit gibt an ob zwei ZV ``überhaupt zusammenhängen''
\begin{align*}
\hspace{5mm} X,Y \text{ unabhängig}
\hspace{5mm}\Rightarrow\hspace{5mm}
X,Y \text{ unkorreliert}
\end{align*}
\item Bei gemeinsam normalverteilten ZV gilt zusätzlich
\begin{align*}
\hspace{5mm} X,Y \text{ unkorreliert}
\hspace{5mm}\Rightarrow\hspace{5mm}
X,Y \text{ unabhängig}
\end{align*}
\vspace*{5mm}
\pause
\item Korrelation und Unabhängigkeit haben nichts mit den
Einzelverteilungen zu tun. Sie sind ``eine Ebene höher''
\begin{figure}[H]
\centering
\begin{subfigure}{0.32\textwidth}
\begin{tikzpicture}[
/pgfplots/scale only axis,
/pgfplots/width=3.5cm,
/pgfplots/height=3.5cm
]
\begin{axis}[
name=main axis,
view={0}{90},
ticks=none,
xlabel={$x$},ylabel={$y$},
]
\addplot3[
surf, shader=interp,
samples=40,
domain=-3:3, y domain=-3:3
]
{1/(2*pi*sqrt(0.5)) * exp(-1/(2*(1 -
sqrt(0.5))) * (x^2 -2*sqrt(0.5)*x*y + y^2) )};
\end{axis}
\node[below] at
($(main axis.south west) + (-.5, -.5)$)
{$f_{X,Y}(x,y)$};
\begin{axis}[
anchor=south west,
at=(main axis.north west),
height=2cm,
ticks=none,
ylabel={$f_X(x)$},
samples=50,
domain=-3:3,
xmin=-3,xmax=3,
]
\addplot[line width=1pt] {1/sqrt(2*pi) *
exp(-x^2/2)};
\end{axis}
\begin{axis}[
anchor=north west,
at=(main axis.north east),
width=2cm,
ticks=none,
xlabel={$f_Y(y)$},
samples=50,
domain=-3:3,
ymin=-3,ymax=3,
]
\addplot[line width=1pt] ( {1/sqrt(2*pi)
* exp(-x^2/2)}, {x} );
\end{axis}
\end{tikzpicture}
\end{subfigure}%
\begin{subfigure}{0.32\textwidth}
\begin{tikzpicture}[
/pgfplots/scale only axis,
/pgfplots/width=3.5cm,
/pgfplots/height=3.5cm
]
\begin{axis}[
name=main axis,
view={0}{90},
ticks=none,
xlabel={$x$},ylabel={$y$},
]
\addplot3[
surf, shader=interp,
samples=40,
domain=-3:3, y domain=-3:3
]
{1/(2*pi) * exp(-1/2 * (x^2 + y^2) )};
\end{axis}
\node[below] at
($(main axis.south west) + (-.5, -.5)$)
{$f_{X,Y}(x,y)$};
\begin{axis}[
anchor=south west,
at=(main axis.north west),
height=2cm,
ticks=none,
ylabel={$f_X(x)$},
samples=50,
domain=-3:3,
xmin=-3,xmax=3,
]
\addplot[line width=1pt] {1/sqrt(2*pi) *
exp(-x^2/2)};
\end{axis}
\begin{axis}[
anchor=north west,
at=(main axis.north east),
width=2cm,
ticks=none,
xlabel={$f_Y(y)$},
samples=50,
domain=-3:3,
ymin=-3,ymax=3,
]
\addplot[line width=1pt] ( {1/sqrt(2*pi)
* exp(-x^2/2)}, {x} );
\end{axis}
\end{tikzpicture}
\end{subfigure}%
\begin{subfigure}{0.32\textwidth}
\begin{tikzpicture}[
/pgfplots/scale only axis,
/pgfplots/width=3.5cm,
/pgfplots/height=3.5cm
]
\begin{axis}[
name=main axis,
view={0}{90},
ticks=none,
xlabel={$x$},ylabel={$y$},
]
\addplot3[
surf, shader=interp,
samples=40,
domain=-3:3, y domain=-3:3
]
{1/(2*pi*sqrt(0.5)) * exp(-1/(2*(1 -
sqrt(0.5))) * (x^2 +2*sqrt(0.5)*x*y + y^2) )};
\end{axis}
\node[below] at
($(main axis.south west) + (-.5, -.5)$)
{$f_{X,Y}(x,y)$};
\begin{axis}[
anchor=south west,
at=(main axis.north west),
height=2cm,
ticks=none,
ylabel={$f_X(x)$},
samples=50,
domain=-3:3,
xmin=-3,xmax=3,
]
\addplot[line width=1pt] {1/sqrt(2*pi) *
exp(-x^2/2)};
\end{axis}
\begin{axis}[
anchor=north west,
at=(main axis.north east),
width=2cm,
ticks=none,
xlabel={$f_Y(y)$},
samples=50,
domain=-3:3,
ymin=-3,ymax=3,
]
\addplot[line width=1pt] ( {1/sqrt(2*pi)
* exp(-x^2/2)}, {x} );
\end{axis}
\end{tikzpicture}
\end{subfigure}
\end{figure}
\end{itemize}
\end{frame}
\begin{frame}
\frametitle{Zusammenfassung}
\vspace*{-20mm}
\begin{columns}[t]
\column{\kittwocolumns}
\begin{greenblock}{Korrelationskoeffizient}
\vspace*{-6mm}
\begin{gather*}
\rho_{XY} = \frac{\text{cov}(X,Y)}{\sqrt{V(X)V(Y)}}
\end{gather*}
\end{greenblock}
\begin{greenblock}{Kovarianz}
\vspace*{-6mm}
\begin{gather*}
\text{cov}(X,Y) = E(X Y) - E(X)E(Y)
\end{gather*}
\end{greenblock}
\begin{greenblock}{Randdichte}
\vspace*{-6mm}
\begin{gather*}
f_X(x) = \int_{-\infty}^{\infty} f_{X,Y}(x,y) dy
\end{gather*}
\end{greenblock}
\column{\kitfourcolumns}
\begin{greenblock}{Umrechnung von Dichten mit dem Transformationssatz}
\vspace*{-6mm}
\begin{gather*}
X = h_1(U,V), \hspace{5mm} Y = h_2(U,V) \\[5mm]
\mathcal{J} =
\begin{pmatrix}
\frac{\displaystyle \partial}{\displaystyle
\partial u}x & \frac{\displaystyle
\partial}{\displaystyle \partial v}x \\[3mm]
\frac{\displaystyle \partial}{\displaystyle
\partial u}y & \frac{\displaystyle
\partial}{\displaystyle \partial v}y
\end{pmatrix}
=
\begin{pmatrix}
\frac{\displaystyle \partial}{\displaystyle
\partial u}h_1(u,v) & \frac{\displaystyle
\partial}{\displaystyle \partial v}h_1(u,v) \\[3mm]
\frac{\displaystyle \partial}{\displaystyle
\partial u}h_2(u,v) & \frac{\displaystyle
\partial}{\displaystyle \partial v}h_2(u,v)
\end{pmatrix} \\[5mm]
f_{U,V}(u,v) = \lvert
\text{det}(\mathcal{J}) \rvert
\cdot f_{X,Y} \big(h_1(u,v),h_2(u,v)\big)
\end{gather*}
\end{greenblock}
\begin{greenblock}{Erwartungswert \& Varianz}
\vspace*{-6mm}
\begin{align*}
V(X) &= E\big( (X - E(X))^2 \big) = E(X^2) - E^2(X) \\
E(X) &= \int_{-\infty}^{\infty} x f_X(x) dx \\
E(g(X)) &= \int_{-\infty}^{\infty} g(x) f_X(x) dx
\end{align*}
\end{greenblock}
\end{columns}
\end{frame}
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\subsection{Aufgabe}
@@ -189,16 +733,18 @@
\item Berechnen Sie die Dichte von $(Z = X \cdot Y)$ mithilfe des
Transformationssatzes.
\item Verwenden Sie einen alternativen Ansatz zur Berechnung der
Dichte. Hinweis: Beginnen Sie mit $P (Z \le z) = \ldots$
Dichte.\\
\textit{Hinweis}: Beginnen Sie mit $P (Z \le z) = \ldots$
\item Berechnen Sie den Korrelationskoeffizienten $\rho_{XY}$ .
\end{enumerate}
% tex-fmt: on
\end{frame}
\begin{frame}
\frametitle{Aufgabe 2: Transformationssatz für 2D-Dichten}
\vspace*{-15mm}
Die Zufallsvariable $(X; Y)^T$ habe die gemeinsame
Wahrscheinlichkeitsdichte $f (x, y) = x + y$ für
$x, y \in (0; 1]$ und null sonst.
@@ -207,22 +753,263 @@
\begin{enumerate}[a{)}]
\item Berechnen Sie die Dichte von $(Z = X \cdot Y)$ mithilfe des
Transformationssatzes.
\pause\begin{align*}
f(x) = \displaystyle\int_{-\infty}^{\infty} f(x,y) dy
= x + 0{,}5 \\
f(y) = \displaystyle\int_{-\infty}^{\infty} f(x,y) dx
= y + 0{,}5
\pause\begin{gather*}
\left.
\begin{array}{l}
U := X \\
V := Z = X \cdot Y
\end{array}
\right\}
\Rightarrow
\left\{
\begin{array}{l}
X = h_1(U,V) = U \\
Y = h_2(U,V) = \frac{V}{U}
\end{array}
\hspace{20mm}
\left(\begin{array}{l}
0 < x \le 1 \Rightarrow 0 < u \le 1 \\
0 < y \le 1 \Rightarrow 0 < v \le u \le 1
\end{array}
\right)
\right.
\end{gather*}
\vspace*{5mm}
\pause\begin{gather*}
\mathcal{J} = \begin{pmatrix}
\frac{\partial x}{\partial u} & \frac{\partial x}{\partial v} \\[2mm]
\frac{\partial y}{\partial u} & \frac{\partial y}{\partial v}
\end{pmatrix}
= \begin{pmatrix}
1 & 0 \\
- \frac{v}{u^2} & \frac{1}{u}
\end{pmatrix}
\end{gather*}
\begin{align*}
f_{U,V}(u,v) &= \lvert \text{det}(\mathcal{J}) \rvert
\cdot f_{X,Y} \big(h_1(u,v),h_2(u,v)\big)
= \frac{1}{u} \cdot \left(u + \frac{v}{u}\right)
= 1 + \frac{v}{u^2}, && \hspace*{-20mm} 0 < v \le u \le 1 \\[3mm]
\end{align*}
\pause \item Verwenden Sie einen alternativen Ansatz zur Berechnung der
Dichte. Hinweis: Beginnen Sie mit $P (Z \le z) = \ldots$
\pause\begin{align*}
\end{align*}
\pause \item Berechnen Sie den Korrelationskoeffizienten $\rho_{XY}$ .
\vspace*{-22mm}
\pause\begin{align*}
f_V(v) &= \int_{-\infty}^{\infty} f_{U,V}(u,v) du
= \int_{v}^{1} 1 + \frac{v}{u^2} du
= \left[ u - \frac{v}{u} \right]_v^1
= 2(1-v), && \hspace*{-20mm} 0 < v \le 1
\end{align*}
\vspace{5mm}
\pause\begin{gather*}
f_Z(z) = \left\{\begin{array}{ll}
2(1-z) \hspace{3mm}&,\hspace{3mm} 0 < z \le 1 \\
0 \hspace{3mm}&,\hspace{3mm} \text{sonst}\\
\end{array}\right.
\end{gather*}
\end{enumerate}
% tex-fmt: on
\end{frame}
\begin{frame}
\frametitle{Aufgabe 2: Transformationssatz für 2D-Dichten}
\begin{minipage}[c]{0.64\textwidth}
% tex-fmt: off
\begin{enumerate}[a{)}]
\setcounter{enumi}{1}
\item Verwenden Sie einen alternativen Ansatz zur Berechnung der
Dichte.\\
\textit{Hinweis}: Beginnen Sie mit $P (Z \le z) = \ldots$
\end{enumerate}
% tex-fmt: on
\end{minipage}%
\begin{minipage}[c]{0.35\textwidth}
\begin{lightgrayhighlightbox}
\vspace*{-8mm}
% tex-fmt: off
\begin{gather*}
\text{Bekannt: } \hspace{10mm} f_{X,Y}(x,y) = x + y
\end{gather*}
% tex-fmt: on
\vspace*{-12mm}
\end{lightgrayhighlightbox}
\end{minipage}
\pause
\begin{align*}
P(Z \le z) = \int_{-\infty}^{z} f_Z(t) dt
\end{align*}
\begin{minipage}{0.4\textwidth}
\pause
\begin{figure}[H]
\centering
\begin{tikzpicture}
\begin{axis}[
view={20}{30},
xlabel=$x$, ylabel=$y$, zlabel={$f_{X,Y}(x,y)$},
xmin=0, xmax=1, ymin=0, ymax=1, zmin=0, zmax=2,
xtick={0,0.5,1},ytick={0,0.5,1},ztick={0,1,2},
point meta min=0, point meta max=2,
declare function={cutoff(\x) = 0.3/\x;},
legend,
]
\addplot3[
surf, shader=interp,
samples=40,
domain=0:1, y domain=0:1
] (
x,
{y * min(1, cutoff(x))},
{x + (y * min(1, cutoff(x)))}
);
\addlegendentry{$x\cdot y \le z$}
\addplot3[
surf, shader=interp,
samples=40,
domain=0.3:1, y domain=0:1,
fill=gray,
draw=none,
point meta=1.1,
colormap name=cividis,
] (
x,
{cutoff(x) + y*(1 - cutoff(x))},
{x + (cutoff(x) + y*(1 - cutoff(x)))}
);
\addplot3[
mesh,
samples=15,
domain=0:1, y domain=0:1,
draw=black,
opacity=0.3
] {x + y};
\end{axis}
\end{tikzpicture}
\end{figure}
\end{minipage}%
\begin{minipage}{0.58\textwidth}
\pause
\begin{align*}
P(Z \le z) &= P(XY \le z) = \int_{-\infty}^{\infty}
\int_{-\infty}^{z/x} f_{X,Y}(x,y) dy dx
\end{align*}
\vspace*{-10mm}
\pause
\begin{align*}
\overset{
\begin{subarray}{l}
u = xy \\
du = xdy
\end{subarray}}{=}
&\int_{-\infty}^{\infty} \int_{-\infty}^{z} f_{X,Y}(x,
\frac{u}{x})\frac{1}{x}\; du dx \\[2mm]
= &\int_{-\infty}^{z}
\underbrace{\int_{-\infty}^{\infty} f_{X,Y}(x,
\frac{u}{x})\frac{1}{x}\; dx}_{f_Z(u)}du \\
\end{align*}
\end{minipage}
\pause
\begin{gather*}
0 < y \le 1 \hspace{5mm} \Rightarrow\hspace{5mm} 0 <
\frac{u}{x} \le 1 \hspace{5mm}\Rightarrow\hspace{5mm} 0 <
u \le x \le 1 \\
f_Z(u) = \int_{-\infty}^{\infty} f_{X,Y}(x,
\frac{u}{x})\frac{1}{x}\; dx
= \int_{z}^{1} 1 + \frac{u}{x^2} dx = 2(1-u), \hspace{5mm} 0 < u \le 1
\end{gather*}
\end{frame}
\begin{frame}
\frametitle{Aufgabe 2: Transformationssatz für 2D-Dichten}
\vspace*{-15mm}
\begin{minipage}[c]{0.5\textwidth}
% tex-fmt: off
\begin{enumerate}[a{)}]
\setcounter{enumi}{2}
\item Berechnen Sie den Korrelationskoeffizienten $\rho_{XY}$.
\end{enumerate}
% tex-fmt: on
\end{minipage}%
\begin{minipage}[c]{0.5\textwidth}
\begin{lightgrayhighlightbox}
\vspace*{-8mm}
% tex-fmt: off
\begin{gather*}
\text{Bekannt: } \hspace{10mm}
\left\{\hspace{2mm}
\begin{array}{l}
f_{X,Y}(x,y) = x + y \\
f_{Z}(z) = 2(1-z), \hspace{10mm} Z = X\cdot Y
\end{array}
\right.
\end{gather*}
% tex-fmt: on
\vspace*{-10mm}
\end{lightgrayhighlightbox}
\end{minipage}
\vspace*{2mm}
\pause
\begin{gather*}
\rho_{XY} = \frac{\text{cov}(X,Y)}{\sqrt{V(X)V(Y)}},
\hspace{15mm}
\begin{array}{l}
\text{cov}(X,Y) = \overbrace{E(XY)}^{E(Z)} - E(X)E(Y) \\
V(X) = E(X^2) - E^2(X)
\end{array},
\hspace*{15mm}
E(X) = \int_{-\infty}^{\infty} xf_X(x) dx
\end{gather*}
\vspace*{5mm}
\pause
\begin{gather*}
f_X(x) = \int_{-\infty}^{\infty} f_{X,Y}(x,y) dy
= \int_{0}^{1} x + y dy
= \left[ xy + \frac{y^2}{2} \right]_0^1 = x + \frac{1}{2}
\end{gather*}
\vspace*{-3mm}
\pause
\begin{gather*}
f(x,y) = f(y,x) \Rightarrow
\left\{
\begin{array}{l}
E(X) = E(Y) \\
V(X) = V(Y)
\end{array}
\right.
\hspace{5mm} \Rightarrow \hspace{5mm}
\rho_{XY} = \frac{E(Z) - E^2(X)}{E(X^2) - E^2(X)}
\end{gather*}
\vspace*{5mm}
\pause
\begin{gather*}
\left.
\begin{array}{rl}
E(X) &= \displaystyle \int_{-\infty}^{\infty} x f_X(x) dx
= \int_{0}^{1} x(x+ \frac{1}{2}) dx
= \left[\frac{x^3}{3} + \frac{x^2}{4} \right]_0^1
= \frac{7}{12} \\
E(X^2) &= \displaystyle \int_{-\infty}^{\infty}
x^2 f_X(x) dx
= \int_{0}^{1} x^2 (x + \frac{1}{2} ) dx
= \left[\frac{x^4}{4} + \frac{x^3}{6} \right]_0^1
= \frac{5}{12} \\
E(Z) &= \displaystyle \int_{-\infty}^{\infty} z f_Z(z) dz
= \int_{0}^{1} z \cdot 2(1-z) dz
= 2 \left[ \frac{z^2}{2} - \frac{z^3}{3} \right]_0^1
= \frac{1}{3}
\end{array}
\hspace{3mm}
\right\}
\hspace{5mm} \Rightarrow \hspace{5mm}
\rho_{XY} = \frac{\frac{1}{3} - (\frac{7}{12})^2}{\frac{5}{12}
- (\frac{7}{12})^2} = -\frac{1}{11}
\end{gather*}
\end{frame}
\end{document}