Probability Review

Probability theory is mainly extracted from the equation a

Not memorizing formulas Star people have to show a temporary shorthand exam, finished forgot operation friends ~

1. If X is a one-dimensional continuous random variable, and Y = g (X) is a monotonically X function , then let h (y) of Y = g (X) is the inverse function of:

 

 2 continuous random variable function of mathematical expectation:

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3. The two-dimensional random variable function of mathematical expectation:

        

 

 4. independent random variables:

 The conditional distribution function and the relationship between density functions conditions:

 

 6. The two continuous random variable function distribution:

 

An important formula:

 

 

 Finite number independently a linear combination of normal random variables remained normal distribution.

 

 

 

 

 

 7. variance:

 

 

 

Chebyshev's inequality gives a distribution of an unknown random variable , but only know E (X) and D (X) in the case of the method for estimating the probability bounds {P | <| XE (X-)} .

 

 8. covariance and correlation coefficient:

 

 

 

 

 

 

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Origin www.cnblogs.com/xxikwonxjlxi/p/12078352.html