From 52eef63fe9b1ed3dca6e4c8a1b11da0f1a081324 Mon Sep 17 00:00:00 2001 From: Julian T Date: Mon, 15 Feb 2021 00:17:29 +0100 Subject: Moved some notes to tex --- sem6/prob/m2/noter.md | 102 ------------------------------------------------- sem6/prob/m2/noter.tex | 98 +++++++++++++++++++++++++++++++++++++++++++++++ 2 files changed, 98 insertions(+), 102 deletions(-) delete mode 100644 sem6/prob/m2/noter.md create mode 100644 sem6/prob/m2/noter.tex (limited to 'sem6/prob') diff --git a/sem6/prob/m2/noter.md b/sem6/prob/m2/noter.md deleted file mode 100644 index f8faec4..0000000 --- a/sem6/prob/m2/noter.md +++ /dev/null @@ -1,102 +0,0 @@ -# Noter til probability m2 - -## 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.* - -For continues random variables the following is true: - -$$ -P(X = x) = 0 -$$ - -## Functions beskriver ens random variable - -### Cumulative Distribution function - -Her måler man prob for at ens random er mindre end et bestemt tal. - -$$ -F(x) = P(X \leq x) -$$ - -Man kan også finde det for en range: - -$$ -P(a < X \leq b) = F(b) - F(a) -$$ - -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. - -### Probability Mass Function - -Works only for discrete random variables. -Is defines as the probability that $X = a$: - -$$ -p(a) = P(X = a) -$$ - -From here CDF can be found: - -$$ - F(a) = \sum_{all x \leq a} p(a) -$$ - - - -### Probability Density Function - -Her finder man P i et evigt lille interval: -Is the derivative of the CDF. - -$$ - F(a) = P(X \in (-\infty,a]) = \int_{-\infty}^a f(x) dx \\ - f(a) = \frac{d}{da} F(a) -$$ - -The following must be true: - -$$ - \int_{-\infty}^{\infty} f(x) dx = 1 -$$ - -## Multiple random variables - -Have multiple random variables, which can be or is not correlated. -Can define the joined CDF: - -$$ - F_{XY}(x,y) = P(X \leq x, Y \leq y) -$$ - -One can also find the probability of one of the variables. (The *marginal*) - -$$ - F_X(x) = P(X \leq x) = P(X \leq, Y < \intfy) = F(x, \infty) -$$ - -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**. - -$$ - F_XY(x,y) = F_X(x) \cdot F_Y(x) \\ - p(x,y) = p_X(x) \cdot p_Y(y) \\ - f(x,y) = f_X(x) \cdot f_Y(y) -$$ - -### Joined PMF - -$$ - P_{XY}(x,y) = P(X = x, Y = y) -$$ - - vim: spell spelllang=da,en - diff --git a/sem6/prob/m2/noter.tex b/sem6/prob/m2/noter.tex new file mode 100644 index 0000000..3eb2e4f --- /dev/null +++ b/sem6/prob/m2/noter.tex @@ -0,0 +1,98 @@ +\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. + +\emph{X er en descrete random variable hvis dens range er countable.} + +For continues random variables the following is true: + +$$ +P(X = x) = 0 +$$ + + +\subsection{Cumulative Distribution Function} + +Her måler man prob for at ens random er mindre end et bestemt tal. + +$$ +F(x) = P(X \leq x) +$$ + +Man kan også finde det for en range: + +$$ +P(a < X \leq b) = F(b) - F(a) +$$ + +Ved discrete random variables vil denne være en slags trappe. + +Kan sige at den er \emph{continues from the right} eftersom man har $\leq$ i definition. + +\subsection{Probability Mass Function} + +Works only for discrete random variables. +Is defines as the probability that $X = a$: + +$$ +p(a) = P(X = a) +$$ + +From here CDF can be found: + +$$ +F(a) = \sum_{all x \leq a} p(a) +$$ + + +\subsection{Probability Density Function} + +Her finder man P i et evigt lille interval: +Is the derivative of the CDF. + +$$ +F(a) = P(X \in (-\infty,a]) = \int_{-\infty}^a f(x) dx \\ +f(a) = \frac{d}{da} F(a) +$$ + +The following must be true: + +$$ +\int_{-\infty}^{\infty} f(x) dx = 1 +$$ + +\subsection{Multiple Random Variables} + +Have multiple random variables, which can be or is not correlated. +Can define the joined CDF: + +$$ +F_{XY}(x,y) = P(X \leq x, Y \leq y) +$$ + +One can also find the probability of one of the variables. (The \emph{marginal}) + +$$ +F_X(x) = P(X \leq x) = P(X \leq, Y < \infty) = F(x, \infty) +$$ + +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 \emph{independent}. + +$$ +F_{XY}(x,y) = F_X(x) \cdot F_Y(x) \\ +p(x,y) = p_X(x) \cdot p_Y(y) \\ +f(x,y) = f_X(x) \cdot f_Y(y) +$$ + +\subsection{Joined PMF} + +$$ +P_{XY}(x,y) = P(X = x, Y = y) +$$ + +% vim: spell spelllang=da,en -- cgit v1.2.3