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概率论与数理统计
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Chapter 1 (Sample Space and Probability): Probabilistic models (概率模型)
本文为《Introduction to Probability》的读书笔记目录SETS 集合Notation & ConceptsPROBABILISTIC MODELS 概率模型Sample Spaces and Events 样本空间和事件Sequential Models 序贯模型Probability Laws 概率律SETS 集合Notation & ConceptsUniversal set, denoted by Ω\OmegaΩ, which contains al原创 2020-10-22 22:09:10 · 678 阅读 · 1 评论 -
Chapter 1 (Sample Space and Probability): Conditional Probability (条件概率)
本文为《Introduction to Probability》的读书笔记目录原创 2020-10-23 22:58:18 · 1691 阅读 · 0 评论 -
Chapter 1 (Sample Space and Probability): Total Probability Theorem and Baye‘s Rule (全概率定理和贝叶斯准则)
本文为《Introduction to Probability》的读书笔记目录Total Probability TheoremInference(推理) and Bayes' RuleTotal Probability TheoremExample 1.15.Alice is taking a probability class and at the end of each week she can be either up-to-date or she may have fallen behi原创 2020-10-27 15:31:16 · 552 阅读 · 0 评论 -
Chapter 1 (Sample Space and Probability): Independence (独立性)
本文为《Introduction to Probability》的读书笔记目录IndependenceConditional Independence 条件独立SummaryIndependence of a Collection of EventsIndependent Trials and the Binomial Probabilities 二项概率IndependenceWe have introduced the conditional probability P(A∣B)P(A | B)P原创 2020-11-04 21:56:53 · 1517 阅读 · 0 评论 -
Chapter 1 (Sample Space and Probability): Counting (计数法)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录kkk-permutationsCombinationsPartitionsThe calculation of probabilities often involves counting the number of outcomes in various events.While counting is in princi原创 2021-01-26 13:12:30 · 278 阅读 · 0 评论 -
Chapter 1 (Sample Space and Probability): Summary and Discussion
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记We have illustrated through examples three methods for calculating probabilities:The counting method. This method applies to the case where the number of possible ou原创 2021-01-26 10:28:05 · 312 阅读 · 0 评论 -
Chapter 2 (Discrete Random Variables): Basic Concepts
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Given an experiment and the corresponding set of possible outcornes (the sample space), a random variable associates a particular number with each outcome. We refer原创 2021-01-28 08:19:46 · 158 阅读 · 0 评论 -
Chapter 2 (Discrete Random Variables): Probability mass functions (PMF 分布列)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录The Bernoulli Random VariableThe Binomial Random VariableThe Geometric Random VariableThe Poisson Random VariableFunctions of Random VariablesThe most important way原创 2021-01-28 19:44:19 · 565 阅读 · 0 评论 -
Chapter 2 (Discrete Random Variables): Expectation, Mean, and Variance (期望、均值、方差)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录ExpectationVariance, Moments, and the Expected Value RuleProperties of Mean and VarianceMean and Variance of Some Common Random VariablesBernoulli Random VariableGeo原创 2021-01-29 11:45:00 · 1093 阅读 · 0 评论 -
Chapter 2 (Discrete Random Variables): Joint PMFs of Multiple Random Variables (多个随机变量的联合分布列)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Joint PMFFunctions of Multiple Random VariablesMore than Two Random VariablesJoint PMFConsider two discrete random variables XXX and YYY associated with the same e原创 2021-01-30 12:52:01 · 492 阅读 · 0 评论 -
Chapter 2 (Discrete Random Variables): Conditioning (条件)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Conditioning a Random Variable on an EventConditioning one Random Variable on AnotherConditioning a Random Variable on an EventThe conditional PMF (条件分布列) of a ran原创 2021-02-03 22:01:41 · 360 阅读 · 0 评论 -
Chapter 2 (Discrete Random Variables): Independence (独立性)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Independence of a Random Variable from an EventIndependence of Random VariablesIndependence of Several Random VariablesVariance of the Sum of Independent Random Varia原创 2021-02-04 17:44:21 · 303 阅读 · 0 评论 -
Chapter 3 (General Random Variables): Continuous Random Variables and PDFs (连续随机变量、概率密度函数)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Continuous Random Variables and PDFsExpectationExponential Random VariableContinuous Random Variables and PDFsA random variable XXX is called continuous if there i原创 2021-02-05 16:08:14 · 383 阅读 · 0 评论 -
Chapter 3 (General Random Variables): Cumulative Distribution Functions (累积分布函数)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Cumulative Distribution FunctionsThe Geometric and Exponential CDFsCumulative Distribution FunctionsThe CDF of a random variable XXX is denoted by FXF_XFX and pro原创 2021-02-14 10:51:15 · 485 阅读 · 0 评论 -
Chapter 3 (General Random Variables): Joint PDFs of Multiple Random Variables (联合概率密度)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Joint PDFJoint CDFsExpectationJoint PDFWe say that two continuous random variables associated with the same experiment are jointly continuous (联合连续的) and can be de原创 2021-02-14 16:26:40 · 689 阅读 · 0 评论 -
Chapter 3 (General Random Variables): Conditioning (条件)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Conditioning a Random Variable on an EventConditioning a Random Variable on an EventThe conditional PDF of a continuous random variable XXX, given an event AAA wit原创 2021-02-16 17:16:48 · 508 阅读 · 0 评论 -
Chapter 3 (General Random Variables): The Continuous Bayes‘ Rule (连续贝叶斯准则)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录The Continuous Bayes' RuleInference about a Discrete Random VariableInference Based on Discrete ObservationsThe Continuous Bayes’ RulefX∣Y(x∣y)=fX(x)fY∣X(y∣x)fY(y)=原创 2021-02-16 18:01:32 · 235 阅读 · 0 评论 -
Chapter 4 (Further Topics on Random Variables): Derived Distributions (随机变量函数的概率密度函数)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Derived DistributionsThe Linear CaseThe Monotonic CaseFunctions of Two Random VariablesDerived DistributionsExample 4.3.Let Y=g(X)=X2Y = g( X) = X^2Y=g(X)=X2, w原创 2021-02-18 11:00:11 · 683 阅读 · 0 评论 -
Chapter 4 (Further Topics on Random Variables): Covariance and Correlation (协方差和相关)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录CovarianceVariance of the Sum of Random VariablesCovarianceThe covariance of two random variables XXX and YYY, denoted by cov(X,Y)cov(X, Y)cov(X,Y), is defined by原创 2021-02-18 12:04:41 · 328 阅读 · 0 评论 -
Chapter 4 (Further Topics on Random Variables): Conditional Expectation and Variance revisited
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Conditional ExpectationConditional ExpectationIn this section, we revisit the conditional expectation of a random variable XXX given another random variable YYY, a原创 2021-02-22 09:56:57 · 538 阅读 · 2 评论 -
Chapter 4 (Further Topics on Random Variables): Transforms (矩母函数)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录TransformFrom Transforms to MomentsInversion of TransformsTransformThe transform associated with a random variable XXX (also referred to as the associated moment g原创 2021-02-22 16:18:47 · 411 阅读 · 0 评论 -
Chapter 4(Further Topics on Random Variables):Sum of a Random Number of Independent Random Variables
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Sum of a Random Number of Independent Random VariablesE[Y]E[Y]E[Y]var(Y)var(Y)var(Y)MY(s)M_Y(s)MY(s)Sum of a Random Number of Independent Random VariablesWe consi原创 2021-02-22 17:12:03 · 277 阅读 · 0 评论 -
Chapter 5 (Limit Theorems): Markov and Chebyshev Inequalities (马尔可夫和切比雪夫不等式)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Limit TheoremsMarkov InequalityChebyshev InequalityLimit TheoremsIn this chapter, we discuss some fundamental issues related to the asymptotic behavior (渐近性质) of s原创 2021-02-23 09:41:27 · 407 阅读 · 0 评论 -
Chapter 5 (Limit Theorems): The Weak Law of Large Numbers (弱大数定律)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录The Weak Law of Large NumbersThe Weak Law of Large NumbersThe weak law of large numbers asserts that the sample mean of a large number of independent identically d原创 2021-02-23 09:50:45 · 454 阅读 · 0 评论 -
Chapter 5 (Limit Theorems): Convergence in Probability (依概率收敛)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Convergence in ProbabilityConvergence in ProbabilityWe can interpret the weak law of large numbers as stating that "MnM_nMn converges to μμμ". However. since M1,M原创 2021-02-23 14:33:33 · 963 阅读 · 0 评论 -
Chapter 5 (Limit Theorems): The Central Limit Theorem (中心极限定理)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录The Central Limit TheoremApproximations Based on the Central Limit TheoremDe Moivre-Laplace Approximation to the BinomialThe Central Limit TheoremLet X1,X2,...X_1,原创 2021-02-24 10:26:04 · 822 阅读 · 1 评论 -
Chapter 5 (Limit Theorems): The Strong Law of Large Numbers (强大数定律)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录The Strong Law of Large NumbersConvergence with Probability 1The Strong Law of Large NumbersThe strong law of large numbers is similar to the weak law in that it原创 2021-02-24 19:47:55 · 649 阅读 · 0 评论 -
Chapter 8 (Bayesian Statistical Inference): Bayesian Inference and the Posterior Distribution
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Statistical Inference 统计推断Bayesian versus Classical Statistics 贝叶斯统计和经典统计Model versus Variable Inference 模型推断和变量推断A Rough Classification of Statistical Inference Prob原创 2021-02-26 15:39:01 · 542 阅读 · 0 评论 -
Chapter 8 (Bayesian Statistical Inference): The MAP Rule, Point Estimation, and Hypothesis Testing
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录The MAP Rule (最大后验概率准则)Point Estimation (点估计)Hypothesis TestingThe MAP Rule (最大后验概率准则)The Maximum a Posteriori Probability (MAP) RuleGiven the observation value x原创 2021-02-26 21:10:34 · 296 阅读 · 0 评论 -
Chapter 8 (Bayesian Statistical Inference): Bayesian Least Mean Squares Estimation (贝叶斯最小均方估计)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录原创 2021-02-27 14:38:03 · 404 阅读 · 0 评论 -
Chapter 8 (Bayesian Statistical Inference): Bayesian Linear LMS Estimation (贝叶斯线性最小均方估计)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Bayesian Linear LMS EstimationLinear LMS Estimation Based on a Single ObservationBayesian Linear LMS EstimationIn this section, we derive an estimator that minimiz原创 2021-03-09 10:23:51 · 297 阅读 · 0 评论 -
Chapter 9 (Classical Statistical Inference): Classical Parameter Estimation (经典参数估计)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Classical Statistical InferenceClassical Parameter EstimationProperties of EstimatorsMaximum Likelihood Estimation (最大似然估计)Classical Statistical InferenceIn the pr原创 2021-06-08 19:17:16 · 250 阅读 · 0 评论 -
Chapter 9 (Classical Statistical Inference): Significance Testing (显著性检验)
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Hypothesis testing problems encountered in realistic settings do not always involve two well-specified alternatives, so the methodology in the preceding section can原创 2021-06-08 19:19:48 · 869 阅读 · 0 评论 -
Chapter 9 (Classical Statistical Inference): Binary Hypothesis Testing
本文为 IntroductionIntroductionIntroduction tototo ProbabilityProbabilityProbability 的读书笔记目录Binary Hypothesis Testingrejection/acceptance regionBinary Hypothesis TestingLikelihood Ratio Test (LRT)Neyman-Pearson Lemma (内曼-皮尔逊引理)Binary Hypothesis TestingIn原创 2021-06-08 19:31:17 · 397 阅读 · 0 评论