Properties of random variables

M. Edge
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引用次数: 0

Abstract

In this chapter, the behavior of random variables is summarized using the concepts of expectation, variance, and covariance. The expectation is a measurement of the location of a random variable’s distribution. The variance and its square root, the standard deviation, are measurements of the spread of a random variable’s distribution. Covariance and correlation are measurements of the extent of linear relationship between two random variables. The chapter also describe two important theorems that describe the distribution of means of samples from a distribution. As the sample size becomes larger, the distribution of the sample mean becomes bunched more tightly around the expectation—this is the law of large numbers—and the distribution of the sample mean approaches the shape of a normal distribution—this is the central limit theorem. Finally, a model describing a linear relationship between two random variables is considered, and the properties of those two random variables are analyzed.
随机变量的性质
在本章中,随机变量的行为用期望、方差和协方差的概念进行了总结。期望是对随机变量分布位置的测量。方差和它的平方根,即标准差,是对随机变量分布范围的测量。协方差和相关是两个随机变量之间线性关系程度的度量。本章还描述了两个重要的定理,它们描述了一个分布中样本均值的分布。随着样本量的增大,样本均值的分布会更加紧密地围绕着期望值——这就是大数定律——样本均值的分布会趋向于正态分布——这就是中心极限定理。最后,考虑了一个描述两个随机变量之间线性关系的模型,并分析了这两个随机变量的性质。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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