Université Batna-2

Faculté des Mathématique et d’informatique

Département d’informatique
module : probabilités et Statistique (L3)
Corrige Serie n : 2 (V ariables Aleatoires)

Exercice 1 = f1; 2; 3; 4; 5; 6g

X (!) = 2! donc X (1) = 2:1 = 2; X (2) = 2:2 = 4::: X (6) = 2:6 = 12 alors X ( ) =
f2; 4; 6; 8; 10; 12g
Calculons fX la loi de X ;
fX (2) = P (X = 2) = P (f! 2 ; X (!) = 2g) = P (f1g) = 61
fX (4) = P (X = 4) = P (f! 2 ; X (!) = 4g) = P (f2g) = 61
de mem façon on calcule fX (6) ; fX (8) ; fX (10) et fX (12). Finalement
xi 2 4 6 8 10 12
fX (xi ) 16 16 16 16 16 1
6
Calculons fY la loi de Y ;
Y (1) = Y (3) = Y (5) = 1 et Y (2) = Y (4) = Y (6) = 3 donc Y ( ) = f1; 3g
fY (1) = P (Y = 1) = P (f! 2 ; Y (!) = 1g) = P (f1; 3; 5g) = 63
fY (3) = P (Y = 3) = P (f! 2 ; Y (!) = 3g) = P (f2; 4; 6g) = 63
yi 1 3
fY (yi ) 36 36
(X + Y ) (!) = X (!) + Y (!) exemple (X + Y ) (1) = X (1) + Y (1) = 2 + 1 = 3 de meme
manière on trouve (X + Y ) ( ) = f3; 7; 11; 15g et la loi de X + Y et fX+Y dé…nie par le
tableau suivant
zi 3 7 11 15
fX+Y (zi ) 61 26 26 1
6
Les fonctions de répartition ; FX (x)
xi 2 4 6 8 10 12
fX (xi ) 16 16 16 16 16 1
6
FX (xi ) 16 26 36 46 56 6
6
=1
FY (y)
yi 1 3
fY (yi ) 63 36
FY (yi ) 63 66 = 1
FX+Y (z)
zi 3 7 11 15
fX+Y (zi ) 16 26 26 1
6
FX+Y (z) 16 36 56 1
CalculonsPE(X); V ar(X) et X
E(X) = xi fX (xi ) = 2: 16 + 4: 16 + 6: 16 + 8: 61 + 10: 16 + 12: 16 = 7
V ar(X) =PE(X 2 ) E(X)2
E(X 2 ) = x2i fX (xi ) = 22 : 16 + 42 : 61 + 62 : 61 + 82 : 61 + 102 : 16 + 122 : 16 = 60: 667
V ar(X)p = 60; 66 49 = 11; 66
X = 11; 66 = 3; 41
De mem façons on calcule E(Y ), E(X + Y ), V ar(Y ), V ar(X + Y ), Y et X+Y .

1
Exercice 2 = fF F F; F F P; F P F; P F F; F P P; P F P; P P F; P P P g
P (F F F ) = 34 : 43 : 43 = 27
64
; P (F F P ) = P (F P F ) = P (P F F ) = 34 : 34 : 41 = 64
9
;
3 1 1 3 1 1 1 1
P (F P P ) = P (P F P ) = P (F P P ) = 4 : 4 : 4 = 64 ; P (P P P ) = 4 : 4 : 4 = 64
X(F F F ) = 3; X (F F P ) = 2; X (F P F ) = 1; X (P F F ) = 2; X (F P P ) = 1; X (P F P ) =
1; X (P P F ) = 1; X (P P P ) = 0
X ( ) = f0; 1; 2; 3g
f (x) la loi de X et la fonction de répartition F (x)
1
f (0) = P (X = 0) = P (f! 2 ; X (!) = 0g) = P (fP P P g) = 64
f (1) = P (X = 1) = P (f! 2 ; X (!) = 1g) = P (fF P P; P F P; P P F; F P F g) = 18 64
....
xi 0 1 2 3
1 18 18 27
f (xi ) 64 64 64 64
1 19 37
F (xi ) 64 1
P 64 64
1
E(X) = xi fX (xi ) = 0: 64 + 1: 18
64
+ 2: 18
64
27
+ 3: 64 = 2: 10
2 2
V ar(X) =PE(X ) E(X)
1
E(X 2 ) = x2i fX (xi ) = 02 : 64 + 12 : 18
64
+ 22 : 18
64
27
+ 32 : 64 = 333
64
= 5: 20
V ar(X) p = 5:2 4:41 = 0:79
X = 0:79 = 0:888 82
R 1:5 R 1:5 1:5
Exercice 3 P (1 X 1; 5) = 1 f (x) dx = 1 12 x dx = 41 x2 1 = 16 5

R R2 R2 2
E(X) = IR xf (x) dx = 0 x: 12 xdx = 0 21 x2 dx = 16 x3 0 = 43
V ar(X) = E(X 2 ) E(X)2
R R2 2
E(X 2 ) = IR x2 f (x) dx = 0 21 x3 dx = 81 x4 0 = 2
5 2
V ar(X) = 2 16
= 1: 902 3 Rx
La fonction de répartition F (x) = P (X x) = 1 f (t) dt
Rx
0dt=0 si x<0
donc F (x) = Rx 1
1
1 2
0 2
tdt = 4
x si 0 x 2
1 si x 2
0 si x<0
alors F (x) = 1 2
x si 0 x 2
4
1 si x 2
Exercice 4 Trouvons k
R R3 3
On a IR f (x) dx = 1 alors 0 61 x + k dx = 1 implique 12 1 2
x + kx 0 = 1 implique 9
12
+3k =
1
1 implique k = 12
1 1
si 0 x 3
…nalement la densité devient f (x) = 6 x+012ailleurs
R2 1 1 1 2 1 2
P (1 X 2) = 1 6 x + 12 dx = 12 x + 12 x 1 = 31
R R3 R3
E(X) = IR xf (x) dx = 0 x 16 x + 12 1
dx = 0 16 x2 + 12 1
x dx = :::
2
R 2
R 3 2 1 1
R 3 1 3 1 2
E(X ) = IR x f (x) dx = 0 x 6 x + 12 dx = 0 6 x + 12 x dx = :::::
2 2
V ar(X) = E(X ) E(X) Rx
F (x) = P (X x) = 1 f (t) dt
Rx
0dt=0 si x<0
F (x) = Rx 1 1
1

0 6
t + 12
dt = ::: si 0 < x 3
1 si x 3