4 Flashcards
Random variable X?
A function from the state space to the real numbers.
Discrete variable?
A random variable that produces a countable set.
Probability mass function (PMF)?
For each a in countable set -> p(a) + P{X = a}
Cumulative distribution function?
Probability of getting less or equal to a value: F(a) = P{X <= a} = sum(x<=a)(p(x))
Expectation?
The average value you would expect from a probability distribution.
Expectation of X as E[X] = ?
Sum(p(x) > 0)(k P(x = k))
Expectation of X if the state space is countable, E[X] = ?
Sum(s (- S)(P{s} X(s))
E[g(X)] = ?
Sum(p(x) > 0)(g(x) p(x))
Sum(X)(p(X)) = ?
1
E(X^2) = ?
Sum(X)(X^2 p(X))
E[aX + b] = ?
aE[X] + b
E[X + Y] = ?
E[X] + E[Y]
E[aX] = ?
aE[x]
Register exams
Variance (sigma^2): Var(X) = ? (2•)
•E[((X - mu)^2)] = E[((mu - X)^2)], alt •E[X^2] - (E[X])^2