АвтоАвтоматизацияАрхитектураАстрономияАудитБиологияБухгалтерияВоенное делоГенетикаГеографияГеологияГосударствоДомДругоеЖурналистика и СМИИзобретательствоИностранные языкиИнформатикаИскусствоИсторияКомпьютерыКулинарияКультураЛексикологияЛитератураЛогикаМаркетингМатематикаМашиностроениеМедицинаМенеджментМеталлы и СваркаМеханикаМузыкаНаселениеОбразованиеОхрана безопасности жизниОхрана ТрудаПедагогикаПолитикаПравоПриборостроениеПрограммированиеПроизводствоПромышленностьПсихологияРадиоРегилияСвязьСоциологияСпортСтандартизацияСтроительствоТехнологииТорговляТуризмФизикаФизиологияФилософияФинансыХимияХозяйствоЦеннообразованиеЧерчениеЭкологияЭконометрикаЭкономикаЭлектроникаЮриспунденкция

Continuous random variable

Читайте также:
  1. Concept about random events
  2. Definition of functions of several variables
  3. Distribution laws of random variables
  4. Distributions of continuous random variables
  5. Equations with separable variables
  6. FUNCTIONS OF SEVERAL VARIABLES
  7. Functions of several variables. Full differential
  8. I. Put the verbs in brackets into the correct form of Present Simple, Present Continuous, Present Perfect Tenses.
  9. Numerical characteristics of continuous random variables
  10. Random variables, their types
  11. Оперативная память RAM (Random Access Memory)

 

A discrete random variable X has a finite number of possible values.

Random variable X is called discrete if there is such non-negative function

(1)

which puts in conformity to value хi of variable X probability рi with which it accepts this value.

Random variable X is called continuous if for any a < b there is such non-negative function

f (x), that (2)

Function f (x) is called density function of continuous random variable.

Probability of that random variable X (discrete or continuous) accepts value, smaller х, is called distribution function of random variable X and is designated F (x):

(3)

Distribution function is universal kind of distribution law, suitable for any random variable.

Basic properties of distribution function:

1) - not decreasing function, i.e. at ;

2) - limited function: ;

3) ;

4) ;

5) - continuous on the left function.

Except for this universal, there are also private kinds of distribution laws: series of distribution (only for discrete random variables) and density function (only for continuous random variables).

Basic properties of density function:

1) ;

2) . (4) Random variables that can assume values corresponding to any of the points contained in one or more intervals are called continuous.

 


1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 | 34 | 35 | 36 | 37 | 38 | 39 | 40 | 41 | 42 | 43 | 44 | 45 | 46 | 47 | 48 | 49 | 50 | 51 | 52 | 53 | 54 | 55 | 56 | 57 | 58 | 59 | 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | 68 | 69 | 70 | 71 | 72 |

Поиск по сайту:



Все материалы представленные на сайте исключительно с целью ознакомления читателями и не преследуют коммерческих целей или нарушение авторских прав. Студалл.Орг (0.003 сек.)