Some knowledge of probability theory

I completely forgot about the knowledge of probability theory QAQ
1.PDF: If X is a continuous random variable, define the probability density function as f The probability of , that is
[only continuous types have]
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CDF: No matter what type of random variable (continuous/discrete/other), its cumulative distribution function can be defined, sometimes referred to as the distribution function.
Continuous type:
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CDF is the integral of PDF, and PDF is the derivative of CDF.
Discrete: Discrete random variable, its CDF is a piecewise function, such as the random variable of coin toss in the example, its CDF is:
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For discrete random variables, distribution laws can be used directly to describe their statistical regularity; for continuous random variables (non-discrete random variables), we cannot list all possible values ​​of the random variables, so its Probability distributions cannot be described by distribution laws like discrete random variables. So PDF was introduced and integral was used to find the probability of a random variable falling into a certain interval.
F ( x ) F ( x ) The function value of F(x) at point x xx represents the probability that X XX falls within the interval ( − ∞ , x ] (−\infty,x](−∞,x], so The distribution function is an ordinary function whose domain is R RR. Therefore, we can transform the probability problem into a function problem, so that we can use ordinary function knowledge to study probability problems, which increases the scope of probability research. The above is excerpted from PDF in
Probability Theory , the difference and connection between PMF and CDF
2. The following is excerpted from the calculation and meaning of the covariance matrix
Covariance: Definition:
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Covariance (i, j) = (all elements in the i-th column - mean of the i-th column) * (j-th column All elements of the column - the mean of the jth column)
The meaning of covariance is to find the correlation between dimensions.
Covariance matrix:
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3. The joint probability of A and B is expressed as P(AB) or P(A,B), Or P (A∩B)
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can be deduced
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4. Excerpted from the simple understanding of the meaning of the semicolon in the function f (x; θ)
f (x; θ), the actual meaning is f (x), but it is emphasized that the parameters of the function are θ

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Origin blog.csdn.net/weixin_44040169/article/details/127603006