- •2 The classical definition of probability.
- •3)Geometric definition of probability. The problem of meeting. Geometric Probability
- •4)Elements of the combinatory
- •5) A permutation. The number of permutations of n objects.
- •Example
- •6)A combination. The number of combinations of n distinct objects taken r at a time.
- •An Example of Combinations
- •7. Additive Rules (Addition formula of probability). 1) a1, a2, . . . , An are mutually exclusive. 2) a1, a2, . . . , An eny events.
- •8. Conditional probability.
- •9. Independence
- •Independent events
- •11. The Theorem of total probability.
- •12. Bayes’ Rule.
- •13. Bernoulli scheme. Bernoulli distribution.
- •14. Poisson approximation formula.
- •15. The Local Moivre-Laplace’s theorem
- •18. Independence of random variables.
- •21. Discrete random variable
- •22. Discrete Probability Distributions. Probability Density function.
- •23. Discrete Probability Distributions
- •24. Continuous distribution function
- •25. Continuous distribution function
- •Example
- •27. Joint Density Function
- •28. Conditional distribution
- •29. Statistical Independence
- •Independent events
- •30. Mathematical expectation
- •31. Mathematical expectation to the case of two random variables
- •32. Variance of random variables
- •33. Standard deviation.
- •35. Covariance of Random Variables
- •36. The correlation coefficient.
- •37. Means and Variances of Linear Combinations of Random Variables. We are still working towards finding the theoretical mean and variance of the sample mean:
- •Example
- •38. Chebyshev’s Theorem.
- •Example
- •39. Some Discrete Probability Distributions. Binomial and Multinomial Distributions.
- •40. Geometric Distribution.
- •41. Poisson Distribution.
- •42. Continuous Uniform Distribution. Normal Distribution.
- •43. Exponential Distributions.
- •44. Moments and Moment-Generating Functions.
- •45. Populations and Samples. Some Important Statistics.
- •46. Location Measures of a Sample: The Sample Mean, Median, and Mode.
- •1.Sample Mean.
- •Note that the statistics X(отрицание) assumes the value
- •47. The Sample Variance, Standard Deviation and Range.
- •48. The Central Limit Theorem.
- •49. The Likelihood Function.
- •50. Point estimate.
- •51. Estimating the Mean.
- •53. Single Sample: Estimating the Variance.
- •54. Sampling Distribution of s2.
- •55. Statistical Hypotheses: General Concepts.
- •56. Prove the formula of Poisson distribution:
41. Poisson Distribution.
Poisson distribution is called the distribution have the experiment interval, for example minutes, hours, days, years etc.
The probability distribution of Poisson random variable m representing the number of outcomes occurring in a given time interval or specified region denoted by t is equal:
where
λ is the average number of outcomes,
m=1,2,3…,
np→λ,
for n→
The sum of Poisson distribution is equal:
The mean of the Poisson distribution:
-
μ = λ
the variance:
-
σ2 = λ
And the standart deviation:
-
σ =
42. Continuous Uniform Distribution. Normal Distribution.
In probability theory and statistics, the continuous uniform distribution or rectangular distribution is a family of probability distributions such that for each member of the family, all intervals of the same length on the distribution's support are equally probable. The support is defined by the two parameters, a and b, which are its minimum and maximum values. The distribution is often abbreviated U(a,b). It is the maximum entropy probability distribution for a random variate X under no constraint other than that it is contained in the distribution's support.
The probability density function of the continuous uniform distribution is:
The values of f(x) at the two boundaries a and b are usually unimportant because they do not alter the values of the integrals of f(x) dx over any interval, nor of x f(x) dx or any higher moment.
The cumulative distribution function is:
The mean of the continuous uniform distribution:
the median:
the mode:
any value
in
and the variance:
Normal Distribution.
In probability theory, the normal (or Gaussian) distribution is a continuous probability distribution, defined on the entire real line, that has a bell-shaped probability density function, known as the Gaussian function or informally as the bell curve:
The parameter μ is the mean or expectation (location of the peak) and σ 2 is the variance. σ is known as the standard deviation. The distribution with μ = 0 and σ 2 = 1 is called the standard normal distribution or the unit normal distribution. A normal distribution is often used as a first approximation to describe real-valued random variables that cluster around a single mean value.
μ,σ is depending on random variable x
