From 1df36b659bb1da1e02d56c35cecb1494072e2c3c Mon Sep 17 00:00:00 2001 From: Ryan Date: Sat, 17 Jun 2023 17:23:20 +0800 Subject: [PATCH] Auto saved by Logseq --- pages/总复习2023t1.md | 46 +++---------------------------------------- 1 file changed, 3 insertions(+), 43 deletions(-) diff --git a/pages/总复习2023t1.md b/pages/总复习2023t1.md index 2f75278..b2737ec 100644 --- a/pages/总复习2023t1.md +++ b/pages/总复习2023t1.md @@ -2690,28 +2690,22 @@ - ((648c27ed-e09d-4f1a-8100-7ae2dfff1c8e)) - ((648c27f9-f944-4bf8-9e44-cb3e9048d286)) - DONE Ch2 Random Variable - collapsed:: true :LOGBOOK: CLOCK: [2023-06-16 Fri 17:15:12]--[2023-06-16 Fri 21:34:48] => 04:19:36 :END: - The Definition of a Random Variable ![section 2.1.pdf](../assets/section_2.1_1686906920851_0.pdf) - collapsed:: true - ((648c2860-5454-45f1-80f8-1c85bce84fd1)) - ((648c290a-3532-4e56-8536-258daf7b00a7)) - Distribution Function - ((648c2970-9091-4f46-8745-b0c10cdeb832)) - collapsed:: true - ((648c2994-36eb-44bf-8038-e49d2390a5b0)) - ((648c2a73-3961-4723-90e8-5f160bb18e0d)) ![section 2.2.pdf](../assets/section_2.2_1686907456219_0.pdf) - collapsed:: true - ((648c2a88-3d0f-47d2-be44-21df002a1def)) - ((648c2abf-5c5e-4af9-9e13-bb566f3206e8)) - ((648c2b26-e92d-43f7-b8e1-60b51a2b5268)) - Discrete type - collapsed:: true - Definition: ((648c2be0-787e-4e1f-8d0c-b859f0d08383)) - Continuous type - collapsed:: true - ((648c2c54-b536-40ba-8191-ef1aeb2be0b9)) - ((648c2c9a-fcca-43e3-94a6-466f52131b48)) - ((648c2d05-82d4-472f-901c-b362852e2a3a)) @@ -2723,134 +2717,99 @@ - ((648c48ac-76be-4848-af0d-1532467c8d68)) - Mathematical Expectation and Variance ![section 2.3.pdf](../assets/section_2.3_1686916498071_0.pdf) - Expectation - collapsed:: true - Definitions :-> ((648c4e9e-5515-4da3-bc6b-39d6969f5f14)) id:: 648c4e9f-7b40-4df5-ab81-e6eb49536831 - Examples: - collapsed:: true - ((648c5298-fb84-4e9c-b816-7df1a7ad9a66)) #flashcard id:: 648c52b8-5174-4dfc-8954-d58b27893865 - collapsed:: true - ((648c52d9-ea03-4835-8080-52ba5e6c3122)) - Expectation of compound **functions**: (Expectation of Functions of a Random Variable) (Replace $$x$$ with $$g(x)$$) #flashcard id:: 648c52dc-1cfe-4c05-888a-d8ddff10c24e - collapsed:: true - ((648c5381-49cd-4701-ba48-31c0e21474a7)) - Properties: - collapsed:: true - ((648c568e-c617-4699-b217-fd4e8ea205bc)) - Linerarity: ((648c569c-e3d0-445d-acf6-caf0e271f7be)) - Variance - collapsed:: true - Definition: - collapsed:: true - ((648c57b6-225a-4926-9ce1-8d0e7aae1391)) - Alternative calculation: - collapsed:: true - ((648c580f-8ccb-4fd3-bc0d-24ab109f240d)) - ((648c57d7-8f76-4520-8bc0-b54953bbe4cf)) - Standard variance: ((648c57e8-e79a-48b6-98cf-f68dc0e5277e)) - Properties - collapsed:: true - ((648c5982-4b4f-4935-ad4f-de93462bc564)) - ((648c5a58-62da-4c15-b22d-00e839b8f909)) - Examples - collapsed:: true - ((648c5b1c-533d-434a-b118-6a61cc9abb3a)) #flashcard id:: 648c5ae4-9e42-4c55-86d0-b0a19dfcb4dc - collapsed:: true - ((648c5b30-e75f-4f0c-bb7d-985442728fbe)) - LATER Moments of random variable - collapsed:: true - Definition :-> ((648c5c3a-160a-41ff-9cc7-83e750e3e8fa)) id:: 648c5c30-6a99-41f4-be4c-e5e22387647a - Application of Expectation and Variation - collapsed:: true - *Markov's inequality*: when **only mean** is known #flashcard id:: 648c5c5c-623c-43de-b750-b997db48e6dd - collapsed:: true - ((648c5c6f-d6b4-4c65-b9a4-9f51f93f86ad)) - *Chebyshev's inequality*: when **mean an variance are** known #flashcard id:: 648c5c71-3ec9-47db-8433-e1325b3a8c20 - collapsed:: true - ((648c5c81-d93b-4859-9ee0-37cceb8fd100)) - **Usage** of Markov's inequality and Chebyshev's inequality - collapsed:: true - ((648c5cf5-239a-4d47-a57a-d65c53c215c4)) - **Example**: ((648c5de0-d650-443a-8a67-768066dce154)) - collapsed:: true - - ((648c5e0c-b0b1-4129-b172-3ff95ff4a41c)) and ((648c5e26-8a90-4db2-919f-356a164e5a2b)) ![section 2.4.pdf](../assets/section_2.4_1686920705980_0.pdf) - Binomial Distribution - collapsed:: true - Definition: #flashcard id:: 648c5ef0-fd5e-4f17-9e2d-fde0c67e53c6 - collapsed:: true - ((648c5fc2-c838-473b-9b29-f238ae3a96ca)) - ((648c5f9a-646f-4eea-9d03-597d8598f752)) - ((648c5fa8-25a4-47ba-a285-e9399f719543)) - Properties: - collapsed:: true - mean, variance :-> ((648c6007-c181-4e85-9a88-046841e6739d)) id:: 648c6001-da22-465c-95f1-51a7e5292cb3 - Examples: - collapsed:: true - ((648c62d4-454b-43ab-88a8-d35a5a867523)) - ((648c63b8-21ff-42d4-ad87-70c706124ba1)) - LATER Poisson limit theorem #flashcard (when n is infinity, this become Poisson distribution) id:: 648c63bc-2465-42e5-833f-abd152201631 - collapsed:: true - ((648c63da-deea-42ab-8f72-f3219d4fecbc)) - Poisson distribution id:: 648c650a-e188-49a6-9f89-9a3407057ddf - collapsed:: true - Definition: :-> ((648c653d-ed40-4938-9124-cf4c2c296867)) id:: 648c6510-49a0-4673-bf16-4cf9f47efa14 - Use cases: - collapsed:: true - ((648c65ba-0f8f-4371-a52e-e78e8b3ae512)) - Properties: - collapsed:: true - Variance, mean :-> ((648c65dd-356b-4209-85ae-e881033fcea8)) id:: 648c65d1-7592-43f7-a12c-d96d9e76a492 - DONE Examples - Distribution of continuous random variables ![section 2.5.pdf](../assets/section_2.5_1686968005870_0.pdf) - Uniform Distribution - collapsed:: true - Definition, pdf and df :-> ((648d1aea-71f3-473b-8e72-d1ee4e629a91)) id:: 648d1aec-b256-4d1b-91d7-9a22cc30657e - ((648d1b0d-fdbf-4373-84a8-a072590881a1)) - Standard distribution ((648d1f39-bc89-4efe-98b3-1c654716cf65)) - Properties - collapsed:: true - mean and variance :-> ((648d1bfd-fcfb-43ed-801e-0de972c24cb1)) id:: 648d1c05-1299-42a9-80e0-d877610aa19d - Exponential Distribution similar to -> ((648c650a-e188-49a6-9f89-9a3407057ddf)) - collapsed:: true - Definition: #flashcard id:: 648d2593-394c-4b31-a1a4-4eef625eacac - collapsed:: true - ((648d25a0-12d9-47c5-b9ca-f7cafdf15d89)) - Properties - collapsed:: true - Mean, variance :-> ((648d25a0-12d9-47c5-b9ca-f7cafdf15d89)) id:: 648d25a3-9cae-4c50-a073-749b5e364bcb - Memory-less #flashcard id:: 648d26a1-d047-40e6-bcc5-9fab241c9a37 - collapsed:: true - ((648d26c8-0292-4c02-8d6e-2b4f5cb10385)) - LATER Example: connection between Poisson and Exponential distribution - collapsed:: true - ((648d27e3-1886-4b09-a18d-8a89d33e745a)) - Normal Distribution - collapsed:: true - Definition #flashcard id:: 648d288a-4a44-443d-8490-500ddd24bed4 - collapsed:: true - ((648d2884-c239-4d00-9b6f-291bf4280dab)) - Properties: - collapsed:: true - ((648d2931-ae90-414a-b12c-e19aa1c534fc)) - ((648d294d-7bb2-4b6e-8aca-70dc4af6005c)) - Standard normal distribution :-> ((648d2960-d588-4610-a643-e292ef5b793f)) @@ -2862,11 +2821,9 @@ - (Some sort of ) linearity :-> ((648d2d62-f5e5-491f-ae12-e9638ee75f7c)) id:: 648d2d49-79da-40fc-a205-3aa0f52eb770 - Example - collapsed:: true - in specified interval ((648d2c35-041a-4575-b39d-c42c1a6f532f)) - without knowing $$\mu$$ and $$\sigma$$: ((648d2cfd-2cef-48d2-b791-e5ac01e43fd8)) #flashcard id:: 648d2c39-55dd-4cfd-9a39-1c17d90ff3e3 - collapsed:: true - ((648d2cfd-2cef-48d2-b791-e5ac01e43fd8)) - - ==Summary== #flashcard Bernoulli, Binomial, Geometric, Poisson, Uniform, Exponential, Normal @@ -2960,6 +2917,7 @@ - ((648d6e79-1d02-42c0-bc45-73dca7753118)) - Continuous case - $X + Y$ + collapsed:: true - ((648d718a-6ea6-45b9-96f7-2f89ecbf54f3)) - Can be written as: #flashcard id:: 648d71a6-3a5b-4ef8-b461-ab67f9b65332 @@ -2980,9 +2938,11 @@ collapsed:: true - ((648d769d-a3ea-4e6c-bc93-564d88d6ed38)) - LATER $max(X, Y)$ + collapsed:: true - ((648d7726-4d29-42a5-9044-62bd69968ba1)) ... and more - if $$X$$ and $$Y$$ are independent: ((648d77b1-1d4a-4c69-b309-e398fccab797)) - $min(X,Y)$ + collapsed:: true - similar to max - Example - ((648d7abf-b5e7-4d91-b909-20d45c354049))