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@@ -58,7 +58,23 @@ |
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\item Es gilt |
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\begin{align*} |
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\E(X) &= \int_0^\infty \P(X > y) \d{y}\\ |
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&= \int_0^\infty |
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&= \int_0^\infty \int_y^\infty \mathbbm{f}^X(\omega) \d{\omega}\d{y}\\ |
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&= \int_0^\infty \int_y^\infty \lambda e^{-\lambda x} \d{x} \d{y}\\ |
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&= \int_0^\infty e^{-\lambda y} \d{y}\\ |
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&= \frac{1}{\lambda} |
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\end{align*} |
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\item Es gilt |
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\begin{align*} |
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\E(X) &= \sum_{n = 1}^{\infty} \P(X \geq n)\\ |
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&= \sum_{n = 1}^{\infty} \sum_{k = n}^{\infty} \mathbbm{p}^X(k) \\ |
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&= \sum_{n = 1}^{\infty} \sum_{k = n}^{\infty} (1-p)^{k - 1}p\\ |
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&= \sum_{n = 1}^{\infty} p(1-p)^{n-1}\sum_{k = 0}^{\infty} (1-p)^k |
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\intertext{geometrische Reihe} |
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&= \sum_{n = 1}^{\infty} p(1-p)^{n-1} \frac{1}{1-(1-p)}\\ |
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&= \sum_{n = 1}^{\infty} (1-p)^{n-1}\\ |
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\intertext{geometrische Reihe} |
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&= \frac{1}{1 - (1-p)}\\ |
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&= \frac{1}{p} |
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\end{align*} |
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\end{enumerate} |
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\end{aufgabe} |
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