概统¶
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mutually exclusive
\(A\cap{B}=\emptyset, i\neq{j}\)
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collectively exhaustive
\(A_1\cup{A_1}\cup\cdots\cup{A_i}=S\)
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贝叶斯公式、全概率、条件概率
- 互斥且独立的条件:至少其中一个的发生概率为0
- Random values: capital letters (X)
Consistant values: x
- probability mass funcion
\(P_X(x)=P[X=x]\)
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\(For\ any\ x, P_X(x)\geq0\)
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\(\sum_{x\in{X}}{P_X(x)}=1\)
- For any event \(B\subset{S(x)}\)
- \(k-permutations\ of\ n: P(n, k)\)
- \(Factorial:n!\)
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Bernoulli Random Variable \(\(P_X(x)=\left\{\begin{matrix}1-p,\ x=0\\ \\ p,\ x=1\\ \\ 0,others \end{matrix}\right.\)\)
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Geometric Random Variable
- Binomial Random Variable
- \(Var[X]=E[X^2]-E[X]^2\)
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moment(矩)
For random variable X: 1. The nth moment is \(E[X^n]\) 2. The nth central moment is \(E[(X-\mu _X)^n]\)
Classical Distribution¶
- Pascal: 第次k成立发生在第n次