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authorJulian T <julian@jtle.dk>2021-02-15 00:17:29 +0100
committerJulian T <julian@jtle.dk>2021-02-15 00:17:29 +0100
commit52eef63fe9b1ed3dca6e4c8a1b11da0f1a081324 (patch)
tree8498dffdfca713cd7232c37736fa97a13d5bd51a /sem6
parent4fd876a782407f346e53d581f3d0540cb6e6dc65 (diff)
Moved some notes to tex
Diffstat (limited to 'sem6')
-rw-r--r--sem6/prob/m2/noter.tex (renamed from sem6/prob/m2/noter.md)48
1 files changed, 22 insertions, 26 deletions
diff --git a/sem6/prob/m2/noter.md b/sem6/prob/m2/noter.tex
index f8faec4..3eb2e4f 100644
--- a/sem6/prob/m2/noter.md
+++ b/sem6/prob/m2/noter.tex
@@ -1,13 +1,12 @@
-# Noter til probability m2
-
-## Random variables
+\title{Noter til probability m2}
+\section{Random Variables}
Her mapper man fra et sample space S til en variabel.
Her kalder man variablen et stort tal R eller sådan noget.
Derfor er et random variabel egentlig en transformation mellem S og real tal.
-*X er en descrete random variable hvis dens range er countable.*
+\emph{X er en descrete random variable hvis dens range er countable.}
For continues random variables the following is true:
@@ -15,9 +14,8 @@ $$
P(X = x) = 0
$$
-## Functions beskriver ens random variable
-### Cumulative Distribution function
+\subsection{Cumulative Distribution Function}
Her måler man prob for at ens random er mindre end et bestemt tal.
@@ -33,9 +31,9 @@ $$
Ved discrete random variables vil denne være en slags trappe.
-Kan sige at den er *continues from the right* eftersom man har $\leq$ i definition.
+Kan sige at den er \emph{continues from the right} eftersom man har $\leq$ i definition.
-### Probability Mass Function
+\subsection{Probability Mass Function}
Works only for discrete random variables.
Is defines as the probability that $X = a$:
@@ -47,56 +45,54 @@ $$
From here CDF can be found:
$$
- F(a) = \sum_{all x \leq a} p(a)
+F(a) = \sum_{all x \leq a} p(a)
$$
-
-### Probability Density Function
+\subsection{Probability Density Function}
Her finder man P i et evigt lille interval:
Is the derivative of the CDF.
$$
- F(a) = P(X \in (-\infty,a]) = \int_{-\infty}^a f(x) dx \\
- f(a) = \frac{d}{da} F(a)
+F(a) = P(X \in (-\infty,a]) = \int_{-\infty}^a f(x) dx \\
+f(a) = \frac{d}{da} F(a)
$$
The following must be true:
$$
- \int_{-\infty}^{\infty} f(x) dx = 1
+\int_{-\infty}^{\infty} f(x) dx = 1
$$
-## Multiple random variables
+\subsection{Multiple Random Variables}
Have multiple random variables, which can be or is not correlated.
Can define the joined CDF:
$$
- F_{XY}(x,y) = P(X \leq x, Y \leq y)
+F_{XY}(x,y) = P(X \leq x, Y \leq y)
$$
-One can also find the probability of one of the variables. (The *marginal*)
+One can also find the probability of one of the variables. (The \emph{marginal})
$$
- F_X(x) = P(X \leq x) = P(X \leq, Y < \intfy) = F(x, \infty)
+F_X(x) = P(X \leq x) = P(X \leq, Y < \infty) = F(x, \infty)
$$
One can not go from marginal to the joined, as they do not contain enough information.
-This is only possible if X and Y are **independent**.
+This is only possible if X and Y are \emph{independent}.
$$
- F_XY(x,y) = F_X(x) \cdot F_Y(x) \\
- p(x,y) = p_X(x) \cdot p_Y(y) \\
- f(x,y) = f_X(x) \cdot f_Y(y)
+F_{XY}(x,y) = F_X(x) \cdot F_Y(x) \\
+p(x,y) = p_X(x) \cdot p_Y(y) \\
+f(x,y) = f_X(x) \cdot f_Y(y)
$$
-### Joined PMF
+\subsection{Joined PMF}
$$
- P_{XY}(x,y) = P(X = x, Y = y)
+P_{XY}(x,y) = P(X = x, Y = y)
$$
- vim: spell spelllang=da,en
-
+% vim: spell spelllang=da,en