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Concept + formula (excluding parameter estimation)
2022-06-24 12:42:53【Betula alnoides forest】
Catalog
- Chapter one
- Chapter two
- The third chapter
- 1、 Joint probability distribution ( form )
- 2、 Joint distribution function
- 3、 Probability density function
- 4、 Conditional distribution
- 5、X and Y Are independent of each other
- 6、 Conditional density function
- 7、 Convolution formula ( It's very important , But not this time )
- 8、 Linear combination of normal distribution
- 9、 Two dimensional mathematical expectation
- 10、 covariance
- 11、 The correlation coefficient
- 12、 Central limit theorem
- 13、 The definition of statistics
- 14、 Chi square distribution 、F Distribution 、t Distribution
Chapter one
1、 Not compatible with each other
2、 Random event operation law
Commutative law 、 Associative law 、 Distributive law 、 The law of reflexion 、 Law of duality
3、 Other properties of probability measures (6 strip +1 inference )
4、 Conditional probability
5、 All probability formula ( Compulsory examination )
6、 Bayes' formula
7、 The independence of the two events
8、 Bernoulli experiment
There are only two events :
n Heavy Bernoulli :
(1) Something happened k Time :
(2) A certain event No k Time only :
Chapter two
1、 Distribution function
It is applicable to both continuous and discrete types .
2、 Probability density function
3、 Mathematical expectation
discrete :
Continuous type :
nature :
4、 variance
DX The original definition of :
DX More commonly used formulas :
5、 Discrete distribution and continuous distribution
Maybe I'll pass the exam : The binomial distribution 、 Poisson distribution 、 Uniform distribution 、 An index distribution 、 Normal distribution
Book examples P79
Example P80
The third chapter
1、 Joint probability distribution ( form )
2、 Joint distribution function
3、 Probability density function
(1) Joint probability density :
(2) Edge density function :
4、 Conditional distribution
5、X and Y Are independent of each other
necessary and sufficient condition :
(1)
(2)
Example ( Must master )
6、 Conditional density function
Textbook examples
Pay attention to uniform distribution :f(x)= 1 / area
Integral time :y The scope is [0,√1-x² ]
Finally, the scope of the summary is : Conditional distribution Molecular range
7、 Convolution formula ( It's very important , But not this time )
8、 Linear combination of normal distribution
9、 Two dimensional mathematical expectation
(1) Calculation of mathematical expectations :
(2) nature : Pay special attention to the situation of mutual independence !
10、 covariance
(1) Original definition :( Know about )
(2) Common formula :
(3) nature :
11、 The correlation coefficient
(1) The formula :
(2) significance :
(3) Irrelevant necessary conditions :
12、 Central limit theorem
13、 The definition of statistics
Textbook examples
14、 Chi square distribution 、F Distribution 、t Distribution
Chi square distribution :( Optional theorem )
F Distribution :( Be sure to see clearly n and m)
t Distribution :
inference :
The above is the speed sorting before the exam ( Not necessarily complete ).
END
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