1.离散变量分布
1.1伯努利分布与二项分布(Bernoulli and Binomial Distribution)
伯努利实验:实验结果为成功或失败两种情况(抛硬币)
伯努利随机变量:在伯努利实验中,令X=1代表成功,X=0代表失败,则X称为伯努利随机变量
P ( X = 1 ) = p P(X=1)=p P(X=1)=p
P ( X = 0 ) = 1 − p P(X=0)=1-p P(X=0)=1−p
二项分布随机变量:在n次独立重复的伯努利实验中,X为成功次数,则X服从二项分布
P ( X = i ) = C n i p i ( 1 − p ) n − i P(X=i)=C_n^ip^i(1-p)^{n-i} P(X=i)=Cnipi(1−p)n−i
二项分布:
P ( X ≤ i ) = ∑ k = 0 i C n k p k ( 1 − p ) k P(X\le i)=\sum_{k=0}^iC_n^kp^k(1-p)^k P(X≤i)=∑k=0iCnkpk(1−p)k
P ( X = k + 1 ) = p 1 − p n − k k + 1 P ( X = k ) P(X =k+1)= \frac{p}{1-p} \frac{n-k}{k+1}P(X =k) P(X=k+1)=1−ppk+1n−kP(X=k)
E [ X ] = n p E[X]=np E[X]=np
V a r [ X ] = n p ( 1 − p ) Var[X]=np(1-p) Var[X]=np(1−p)
1.2泊松分布(Poisson Distribution)
泊松随机变量:随机变量X,取值为0,1,2…,且随机变量取值的概率如下,则X为泊松随机变量
P