The chapter presents the way by which some parameters of a random variable X such as expected value E[X] and variance Var [X] can be used to make interesting probability calculations and estimates and how transform methods such as the use of moment generating functions and the Laplace鈥揝...
本章主要介绍随机变量,离散型随机变量(discrete random variables),期望(expected value),方差(variance),Bernoulli试验和二项分布(The Bernoulli and Binomial random variables),Poisson分布(The Poisson Random Variable),累积分布函数(Cumulate Distribute Variance Function) 后面重要名词均以英语展示 Random Variable 定义...
1.Random Variable 定义 2. Continuous rv and discrete rv 3.对于离散型 pmf 因为rv被看作是一种定义在样本空间上的实值函数 我们找一种办法来描述这个函数 性质如下 4.对于连续型 pdf 性质如下 两个函数都有相类似的性质 都得要求是 non-negative,且和(积分)为1 5. 离散型rv和连续型rv的Cumulative Dis...
2. 随机变量(Random Variable):数学定义上,其是从样本空间到实数的映射,使得每个实验结果对应一个数值。例如,掷骰子的结果可用随机变量表示为实数1-6。3. 概率分布(Probability Distribution):描述随机变量所有可能取值及其对应的概率。例如,公平骰子的概率分布中,每个数值的概率是1/6。分布可以是离散型(如二项分布)...
3.4 CONDITIONAL DISTRIBUTION FUNCTIONS AND DENSITY FUNCTIONS IV. FUNCTIONS OF A RANDOM VARIABLE 4.1 TRANSFORMATIONS OF RANDOM VARIABLES 4.2 MATHEMATICAL EXPECTATION 4.2.1 The Expectation of Y = g(X) 4.2.2 The Linearity of Expectation 4.2.3 Conditional Expectation 4.3 MOMENTS 4.3.1 Varianc...
1. Continuous Random Variables and Probability Density Functions A random variable whose set of possible values is an entire interval of numbers is not discrete. Continuous Random Variables A random variable X is said to be continuous if its set of possible values is an entire interval of numbers...
and 5 are non-defective. If a school makes a random purchase of 2 of these computers, find the probability distribution of the number of defectives. Solution: We need to find the probability distribution of the random variable: X = the number of defective computers purchased. Experiment: ...
Probability Theory and Random VariablesThis chapter collects the basic terms from probability theory and statistics. It motivates the axiomatic approach for the concept of probability, introduces the concept of a random variable,...doi:10.1007/978-3-319-11550-4_2Wolfgang Förstner...
Probability Distribution A probability distribution is an assignment of probabilities to the specific values of a random variable, or to a range of values of the random variable. Discrete: probability assigned to each value of the random variable (and the sum = 1) ...
Conditioning One Random Variable on Another X,Y是连续随机变量。其联合分布为:fX,Y,X相对于Y的条件概率为: 条件概率也满足normalization的公式: 期望和条件概率的期望例如以下: Inference and the Continuous Bayes’ Rule 对于连续的随机变量,也存在贝叶斯准则: ...