Analogy: For e.g while tossing a dice we are not interested in the actual outcomes but are interested in the functions of the outcome

A random variable that can take at most a countable number of possible values is said to be discrete. For discrete random variable we define probability mass function

Picked from lecture notes :) for my reference ( thanks to whoever did it)

Cumulative Distributive function

--------------------------------------

What is the probability that x is less than or equal to x0?

The probability that x < x="-" infinity="" integral="" x0="" dx="">

This integral yields the area under the curve between x = -∞ and x = x0

and is called the cumulative density function or cdf denoted by ‘g’.

•Variance – measure of the deviation from the mean for points in one dimension e.g. heights

•Covariance as a measure of how much each of the dimensions vary from the mean with respect to each other.

•Covariance is measured between 2 dimensions to see if there is a relationship between the 2 dimensions e.g. number of hours studied & marks obtained.

•The covariance between one dimension and itself is the variance

Covariance Properties

---------------------------------

Covariance Properties

---------------------------------

•Exact value is not as important as it’s sign.

•A

__positive value__of covariance indicates both dimensions increase or decrease together e.g. as the number of hours studied increases, the marks in that subject increase.•A

__negative value__indicates while one increases the other decreases, or vice-versa e.g. active social life at RIT vs performance in CS dept.•If

__covariance is zero__: the two dimensions are independent of each other e.g. heights of students vs the marks obtained in a subjectCovariance calculations are used to find relationships between dimensions in high dimensional data sets (usually greater than 3) where visualization is difficult

variance (X) = Σi=1n(Xi – X) (Xi – X)

(n -1)

covariance (X,Y) = Σi=1n(Xi – X) (Yi – Y)

(n -1)

•the mass (probability) of a small section of wire is the mass per unit length (density) times it length of section (bin width) under consideration.

## 1 comment:

Blogosphere Now 30X Bigger Than 3 Years Ago

So says Technorati's Dave Sifry in his most recent "State of the Blogosphere." Highlights: As of October 2005, Technorati is now tracking 19.6 million weblogs The total number of weblogs tracked continues to ...

Find out how to buy and sell anything, like things related to private road construction on interest free credit and pay back whenever you want! Exchange FREE ads on any topic, like private road construction!

Post a Comment