文章目录
各种分布
①:01分布 B(Binary)
二项分布
X ∼ B ( n , p ) X \sim B(n,p) X∼B(n,p)
E ( X ) = n p E(X)=np E(X)=np
D ( X ) = n p ( 1 − p ) D(X)=np(1-p) D(X)=np(1−p)
②:泊松分布 P(Poisson)
X ∼ P ( λ ) X\sim P(\lambda) X∼P(λ)
E ( X ) = D ( X ) = λ E(X)=D(X)=\lambda E(X)=D(X)=λ
p { x = k } = λ k k ! e − λ p\{x=k\}=\frac{\lambda^k}{k!}e^{-\lambda} p{
x=k}=k!λke−λ
理解
因为概率和为1
∑ k = 0 ∞ λ k k ! e − λ = 1 \sum_{k=0}^{\infty}\frac{\lambda^k}{k!}e^{-\lambda}=1 k=0∑∞k!λke−λ=1
所以:
∑ k = 0 ∞ λ k k ! = e λ \sum_{k=0}^{\infty}\frac{\lambda^k}{k!}=e^{\lambda} k=0∑∞k!λk=eλ
其实是 e λ e^{\lambda} eλ的泰勒展开变形
③:均匀分布 U(Uniform)
X ∼ U ( a , b ) X\sim U(a,b) X∼U(a,b)
E ( X ) = a + b 2 E(X)=\frac{a+b}{2} E(X)=2a+b
D ( X ) = ( b − a ) 2 12 D(X)=\frac{(b-a)^2}{12} D(X)=12(b−a)2
④:指数分布 E(Exponential)
X ∼ E ( λ ) X\sim E(\lambda) X∼E(λ)
E ( X ) = 1 λ E(X)=\frac{1}{\lambda} E(X)=λ1
D ( X ) = 1 λ 2 D(X)=\frac{1}{\lambda^2} D(X)=λ21
X ∼ f ( x ) = { λ e − λ x , x > 0 0 , x ≤ 0 X\sim f(x)=\left\{\begin{matrix} \lambda e^{-\lambda x},x>0 \\ 0,x\leq0 \end{matrix}\right. X∼f(x)={
λe−λx,x>00,x≤0
要背一哈积分
p x > t = ∫ t + ∞ λ e − λ t d t = e − λ t p{x>t}=\int_t^{+\infty}\lambda e^{-\lambda t}dt=e^{-\lambda t} px>t=∫t+∞λe−λtdt=e−λt
无记忆性
p x > t + s ∣ x > s = p ( x > t + s , x > s ) p ( x > s ) = p ( x > t + s ) p ( x > s ) = e − λ ( t + s ) e − λ s = e − λ t p{x>t+s|x>s}=\frac{p(x>t+s\ \ ,\ \ x>s)}{p(x>s)}=\frac{p(x>t+s)}{p(x>s)}=\frac{e^{-\lambda(t+s)}}{e^{-\lambda s}}=e^{-\lambda t} px>t+s∣x>s=p(x>s)p(x>t+s , x>s)=p(x>s)p(x>t+s)=e−λse−λ(t+s)=e−λt
⑤: 正态分布 N(Normal)
X ∼ N ( μ , σ 2 ) X\sim N(\mu,\sigma^2) X∼N(μ,σ2)
E ( X ) = μ E(X)=\mu E(X)=μ
D ( X ) = σ 2 D(X)=\sigma^2 D(X)=σ2
X ∼ f ( x ) = 1 2 π σ e − ( x − μ ) 2 2 σ 2 X\sim f(x)=\frac{1}{\sqrt{2\pi}\sigma}e^{-\frac{(x-\mu)^2}{2\sigma^2}} X∼f(x)=2πσ1e−2σ2(x−μ)2
标准正态
X ∼ N ( 0 , 1 ) X\sim N(0,1) X∼N(0,1)
用 φ ( x ) \varphi(x) φ(x)来表示
φ ( x ) 1 2 π e − x 2 2 \varphi(x)\frac{1}{\sqrt{2\pi}}e^{-\frac{x^2}{2}} φ(x)2π1e−2x