title: [概率论]3-9:多随机变量函数(Functions of Two or More Random Variables) categories: - Mathematic - Probability keywords: - Convolution - 卷积 toc: true date: 2018-03-19 10:12:34 Abstract: 本文介绍多随机变量的函数 Keywords: 离散多随机变量的函数,连续多随机变量的函数,卷积 开篇废话 任何一个领域的顶级人才都是需要很…

title: [概率论]3-1:随机变量和分布(Random Variables and Discrete Distributions) categories: Mathematic Probability keywords: Random Variables 随机变量 Discrete Distributions 离散分布 Uniform Distributions on Integers 均匀分布 Binomial Distributions 二项分布 toc: true date: 201…

可测空间(Measurable Space)和测度空间(Measure Space) 集合X,X上的一个σ-algebra A,则(X,A)被称为可测空间(measurable space) 再在A上定义一个测度μ,则(X,A,μ)被称为测度空间(measure space) 概率空间(Probability Space) 对于一个测度空间$(\Omega, F, P)$,  其中$\Omega$被称为Sample Space,F被称为events,P为概率测度,其中P在整个Sample Spa…

We start with the fuzzy binomial. Then we discuss the fuzzy Poisson probability mass function. Fuzzy Binomial Let $E$ be a non-empty, proper subset of $X=\{x_1,x_2,x_3,...,x_n\}$. Let $P(E)=p$ so that $P(E^{'})=1-p$ where $p\in (0,1)$. Suppose we hav…

CONTINUOUS RANDOM VARIABLES AND PDFS  连续的随机变量,顾名思义.就是随机变量的取值范围是连续的值,比如汽车的速度.气温.假设我们要利用这些參数来建模.那么就须要引入连续随机变量. 假设随机变量X是连续的,那么它的概率分布函数能够用一个连续的非负函数来表示,这个非负函数称作连续随机变量的概率密度函数(probability density function).并且满足: 假设B是一个连续的区间,那么: watermark/2/text/aHR0cDovL2Js…

"""Random variable generators. integers -------- uniform within range sequences --------- pick random element pick random sample pick weighted random sample generate random permutation distributions on the real line: -----------------------…

Generating Gaussian Random Numbers http://www.taygeta.com/random/gaussian.html This note is about the topic of generating Gaussia  pseudo-random numbers given a source of uniform  pseudo-random numbers. This topic comes up more frequently than I woul…

Pseudo Random Nubmer Sampling https://en.wikipedia.org/wiki/Inverse\_transform\_sampling given a distribution's cumulative distribution function (CDF), generate sample numbers for this distribution. typically based on uniform distribution variable X…

If is a discrete random variable taking on values , then we can write . Implementation of this formula to generate discrete random variables is actually quite straightforward and can be summarized as follows. To generate , Generate if , set . we defi…

Introduction In statistics, the Wishart distribution is generalization to multiple dimensions of the chi-squared distribution (卡方分布), or, in the case of non-integer degrees of freedom, of the gamma distribution. It is a family of probability distribu…