반응형 Statistics48 Covariance & Correlation Coefficient /Property of Covariance Variance measures the spread of random variable around its mean. Covariance measures the direction of linear relationship between two random variables. That is, it is a measure of the scattered relation between two random variables. Cov(X,Y) = E(X-E(X)) E(Y-E(Y)) Covariance is usually computed with E(XY)-E(X)E(Y) rather than Cov(X,Y) = E(X-E(X)) E(Y-E(Y)) According to the meaning of Covariance b.. 2020. 7. 15. Poisson distribution 포아송 분포/예시/적용/특성 Poisson Distribution poisson distribution is a discrete distribution because the random variable denotes the number of events occurences in a fixed time period. - discrete distribution - x: number of event occurences in a fixed time period (discrete numbers) Poisson Axioms 1. when time interval is small enough, probability that more than one event happens is 0. 2. event occurences are indepe.. 2020. 7. 14. Relationship between Exponential and Poisson distribution 지수분포와 포아송 분포의 관계 Exponential Distribution When X follows the exponential distribution, X~EXP(λ) random variable X expresses the time until the next event occurs. So exponential distribution is continuous distribution because it deals with time which is continuous. PDF(Probability Density Function) of Exponential Distribution Expected value and Variance of the exponential distribution Poisson Distribution Whe.. 2020. 7. 14. Memoryless Property of exponential and geometric distribution 지수분포와 기하분포의 무기억성 Memoryless Property : Probability of something happen in the future is irrelevent to the past Typically, exponential distribution & geometric distribution have memoryless property. exponential distribution can be interpreted as a continuous case of the geometric distribution, so both have the property. Conditional Probability P( A happens given the fact that B happens)= P( Both A and B happe.. 2020. 7. 14. 이전 1 ··· 8 9 10 11 12 다음 반응형
