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Random variables and expectation

Distributions, expected value, variance, linearity of expectation.

A random variable is a number attached to each outcome; its expectation is the probability-weighted average, and expectation is linear even when the variables are dependent. Picture it: the distribution as a bar chart, the mean as its balance point. Think it: expectation is an integral against the probability measure.

Радни пример: 10 * 1/2

Arithmetic · Arithmetic

Evaluate 10 * 1/2

5

Корак по корак

  1. 10 \cdot 1 \cdot \frac{1}{2} = 5

    Evaluate.

Откриј одговор.
5

Symbols used here

n!
factorial
n × (n−1) × … × 1; the number of orderings of n things. 0! = 1.
\binom{n}{k}
binomial coefficient, "n choose k"
Number of k-element subsets of n things: n!/(k!(n−k)!).
\sum_{k=1}^{n} a_k
summation
Add a_k for k = 1 up to n.
\int f(x)\,dx,\ \int_a^b
integral
Antiderivative (indefinite) or signed area from a to b (definite).
A \cup B,\ A \cap B,\ A \setminus B
union, intersection, difference
In either; in both; in A but not B.
\bar{x},\ \mu
sample mean, population mean
Average of the data; average of the whole population.
\sigma,\ s,\ \sigma^2
standard deviation, sample s.d., variance
Typical distance from the mean; its square.
P(A),\ P(A \mid B)
probability, conditional probability
Chance of A; chance of A given that B happened.
E[X],\ \operatorname{Var}(X)
expected value, variance
Probability-weighted average of X; its spread.
N(\mu, \sigma^2),\ z
normal distribution, z-score
The bell curve with mean μ and variance σ²; (x − μ)/σ.
\mu(A),\ \sigma\text{-algebra}
measure of A
Size of a set; the family of sets that can be measured.

How to: Random variables and expectation

  1. Evaluate.

Questions people ask

What is the difference between probability and statistics?

Probability goes from a known model to what the data should look like; statistics goes from data back to the model. Probability theory is the deductive half.

What does the law of large numbers promise?

That the average of many independent samples converges to the expected value. It says nothing about any single trial.

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Више у Probability Theory

Sample spaces and the axiomsThe common distributionsThe law of large numbers and the central limit theorem