【面试复习】线性代数、概率论、数理统计

特征值(eigenvalue)和特征向量(eigenvector)

Certain exceptional vectors x are in the same direction as Ax. Those are the “eigenvectors”. Multiply an eigenvector by A, and the vector Ax is a number λ times the original x.
The basic equation is Ax= λx. The number λ is an eigenvalue of A.
The eigenvalue λ tells whether the special vector x is stretched or shrunk or reversed or left unchanged-when it is multiplied by A.
Let me use det(A -λl) = 0 to find the eigenvalues
the determinant(行列式) of A-λl equals zero.

矩阵特征值和特征向量详细计算过程

矩阵的秩(rank)

• n元一次方程组的解
  寻求形如：
  $$\{\begin{array}{l}{a}_{11}{x}_1+a_{12}{x}_1+...+a_{1n}{x}_n=b_1\\ a_{21}{x}_1+a_{22}{x}_1+...+a_{2n}{x}_n=b_2\\ ...\\ a_{n1}{x}_1+a_{n2}{x}_1+...+a_{nn}{x}_n=b_n\end{array}$$
  n元一次方程组的解法，通常考虑：

1. ”是否有答案“——解的存在性
2. 若有答案，关心“答案是否只有一个”——解的唯一性
3. 若解唯一地存在，“是否有统一方法找到解”；
   若解不唯一，“能否把每个答案都找到”，能否说清不同答案之间的相互关系——解的结果

• 矩阵的秩的作用
  想准确地解出n个未知数，只有n个方程不够，这n个方程必须是“干货”，干货的数量是所谓的“矩阵的秩”。即，矩阵的秩回答了方程组解的唯一性。

• 线性无关
  在向量空间V的一组向量A: ，如果存在不全为零的数 k1, k2, ···,km , 使
  $$k_1{a}_1+k_2{a}_2+...+k_n{a}_n=0$$
  则称向量组A是线性相关的，否则数 k1, k2, ···,km全为0时，称它是线性无关。

• 矩阵的秩

  矩阵中所有行向量中极大线性无关组的的元素的个数。
  极大线性无关组，就是方程组中真正有价值的方程对应的系数向量。

The number of elements of the very large linearly independent group of all row vectors in the matrix.
The number of vectors of coefficients corresponding to the truly valuable equations in the set of equations.

大数定律

大数定律（Law of Large Number, LLN）如果统计数据足够大，那么事件出现的频率无限接近于它的期望。

弱大数定律：n很大时，独立同分布的随机变量的算数平均值很接近其期望。弱大数定律是抽样统计的理论基础。

In probability theory, the law of large numbers (LLN) is a theorem that describes the result of performing the same experiment a large number of times. According to the law, the average of the results obtained from a large number of trials should be close to the expected value and will tend to become closer to the expected value as more trials are performed
The LLN is important because it guarantees stable long-term results for the averages of some random events.

大数定理的通俗理解
漫谈系列—大数定律

标准差 standard deviation

equals to the square root of the variance.(方差的平方根)

In statistics, the standard deviation is a measure of the amount of variation or dispersion of a set of values.

• A low standard deviation indicates that the values tend to be close to the mean (also called the expected value) of the set,
• A high standard deviation indicates that the values are spread out over a wider range.

极大似然估计

In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a probability distribution by maximizing a likelihood function, so that under the assumed statistical model the observed data is most probable. The point in the parameter space that maximizes the likelihood function is called the maximum likelihood estimate.

最小二乘法

The least squares method is a statistical procedure to find the best fit for a set of data points by minimizing the sum of the offsets or residuals of points from the plotted curve.

T检验

t检验是用t分布理论来推论差异发生的概率，从而比较两个平均数的差异是否显著。