2021-10-01

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主要内容:SVG, (单变量)随机变量的函数分布,uniform distribution, 均匀分布,Univariate,Bivariate random variable入门知识,边缘密度,二维正态分布,积分公式



SVG工具:

WordPress SVG plugin: https://wordpress.org/plugins/svg-support/

SVG拼接(cli),类似于 $ convert +append :https://github.com/astraw/svg_stack

SVG压缩优化:https://github.com/svg/svgo


(单变量)随机变量的函数分布

一些基本性质:

[mathjax-d]\mathbb{P}[a<X \leq b]=F_{X}(b)-F_{X}(a)=\int_{a}^{b} f_{X}(x) d x[/mathjax-d] [mathjax-d]f(x) \geq 1[/mathjax-d] [mathjax-d]\int_{-\infty}^{\infty} f(x) \mathrm{d} x =1[/mathjax-d]

例题:《浙大概率论》P51开始

例题:https://math.stackexchange.com/questions/3720710/pdf-of-y-x2-when-x-is-uniform-on-1-1


uniform distribution, 均匀分布

基本概念,来自https://en.wikipedia.org/wiki/Continuous_uniform_distribution

完整版https://en.wikipedia.org/wiki/Continuous_uniform_distribution

上面的图使用[mathjax]u_{[a,b]}[/mathjax]来表示均匀分布。或者:[mathjax]X\sim U(a,b)[/mathjax].


Univariate

Univariate is a term commonly used in statistics to describe a type of data which consists of observations on only a single characteristic or attribute. https://en.wikipedia.org/wiki/Univariate_(statistics)

这可能是各类ML公开课linear regression中最常见的部分:

Andrew NG

Univariate random variable and PDF(连续型随机变量及其密度函数)

📚 https://www.bilibili.com/video/BV1vW41147Uw?p=20


Bivariate random variable入门知识:

📚《浙大概率论》p60开始

⚠️连续型随机变量单点概率为0

二重积分的计算方法:https://zhuanlan.zhihu.com/p/38594716

例题:(见https://www.bilibili.com/video/BV1vW41147Uw?p=33),或者在《浙大概率论》p63也有类似的题目:


边缘密度:

设连续型随机变量[mathjax](X,Y)[/mathjax]的概率密度为[mathjax]f(x,y)[/mathjax],则:

[mathjax-d]f_{X}(x)=\int_{-\infty}^{\infty} f(x, y) \mathrm{d} y[/mathjax-d] [mathjax-d]f_{Y}(y)=\int_{-\infty}^{\infty} f(x, y) \mathrm{d} x[/mathjax-d]

以上[mathjax]f_{X}(x)[/mathjax]和[mathjax]f_{Y}(y)[/mathjax]分别是[mathjax](X,Y)[/mathjax]关于[mathjax]X[/mathjax]和关于[mathjax]Y[/mathjax]的边缘概率密度。

例题:《浙大概率论》p66


二维正态分布:

(详细证明见《浙大概率论》p66)

设二维随机变量[mathjax](X,Y)[/mathjax]的概率密度为:

[mathjax-d]\begin{aligned} f(x, y)=& \frac{1}{2 \pi \sigma_{1} \sigma_{2} \sqrt{1-\rho^{2}}} \exp \left\{\frac { - 1 } { 2 ( 1 - \rho ^ { 2 } ) } \left[\frac{\left(x-\mu_{1}\right)^{2}}{\sigma_{1}^{2}} -2 \rho \frac{\left(x-\mu_{1}\right)\left(y-\mu_{2}\right)}{\sigma_{1} \sigma_{2}}+\frac{\left(y-\mu_{2}\right)^{2}}{\sigma_{2}^{2}}\right]\right\} \end{aligned}[/mathjax-d]

那么[mathjax](X,Y)[/mathjax]服从二维正态分布,边缘概率密度为:

[mathjax-d]f_{X}(x)=\frac{1}{\sqrt{2 \pi} \sigma_{1}} \mathrm{e}^{-\frac{\left(x-\mu_{1}\right)^{2}}{2 \sigma_{1}^{2}}}, \quad-\infty<x<\infty[/mathjax-d] [mathjax-d]f_{Y}(y)=\frac{1}{\sqrt{2 \pi} \sigma_{2}} \mathrm{e}^{-\frac{\left(y-\mu_{1}\right)^{2}}{2 \sigma_{2}^{2}}}, \quad-\infty<y<\infty[/mathjax-d]

积分公式:[mathjax-d]\int udv=uv-\int vdu[/mathjax-d] [mathjax-d]\frac{d}{d x}\left(\frac{f(x)}{g(x)}\right)=\frac{g(x) f^{\prime}(x)-f(x) g^{\prime}(x)}{(g(x))^{2}}[/mathjax-d]



 Last Modified in 2021-11-18 

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