diff --git a/education/statistics/random-variable.md b/education/statistics/random-variable.md index eea59c0..0c09e14 100644 --- a/education/statistics/random-variable.md +++ b/education/statistics/random-variable.md @@ -2,7 +2,7 @@ title: 隨機變數 (Random Variable) description: published: true -date: 2025-12-28T17:12:39.067Z +date: 2025-12-28T17:19:02.040Z tags: editor: markdown dateCreated: 2025-12-28T16:41:51.938Z @@ -19,6 +19,9 @@ $0 \leq p_i \leq 1$ and $\sum_{p_i} = 1$ Probability $P(X = x) = p_i$ +Expectation +$E(X) = \sum_{i} p_i x_i$ + ### Cumulative Distribution Function (CDF) $F(X) = P(X \leq x)$ @@ -31,9 +34,30 @@ Probabilistic properties of a continuous random variable. $\int f(x) \,dx\ = 1$ +Expectation +$E(X) = \int xf(x) \,dx$ + ### Cumulative Distribution Function (CDF) -$F(X) = P(X \leq x) = \int_{-\infty}^{x} f(y) \,dy\\$ +$F(X) = P(X \leq x) = \int_{-\infty}^{x} f(y) \,dy$ $f(X) = \frac{dF(x)}{dx}$ $P(a < x \leq b) = P(X \leq b) - P(X \leq a) = F(b) - F(a)$ $P(a < x \leq b) = P(a \leq x \leq b)$ + +### Symmetric +If there is a point that, +$f(μ + x) = f(μ - x)$ +Then, +$E(X) = μ$ +Is the expectation of this random variable, equal to the point of symmetry. + +### Median and Quantiles +The middle value of the random variable. +For median, set p to 0.5. +$F(X) = p$ + +### Variance +A positive quantity that measures the spread of the distribution of the random variable about its mean value. +Larger values of the variance indicate that the distribution is more spread out. + +$Var(X) = E(X^{2}) - (E(X))^{2}$