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[Statistics Mathematica] 2-Random variabilium et earum probabilitatum distributiones

2024-07-12

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1. Definitio et divisio temere variabilium

Definitio: Temere variabilis variabilis est quae varias valores in experimento temere accipit.

  1. Categorica temere variabilis (Nominal)

    • Exempli gratia: Gender (masculus, femina), occupatio (servus civilis, operarius corporatus, discipulus, recessus, otiosus), effectus test (negativus, affirmativus)
  2. Categorica temere variabilis iussit (Iussit)

    • Exempla: habitus (vehementer adsentior, consentio, neuter, abeo, valde dissentio), frequentatio usus (semel in hebdomade, semel singulis quindecim, semel singulis sex mensibus, fere numquam, numquam);
  3. Numeralis temere variabilis

    • Exemplum: Aetas (13, 14, 15, 16...), reditus (quovis valore implere potes)

Probabilitas 2. discrete distribution

2.1 Binomial Distributio

  • definition: descriptus in nnn Prosperum in iuris iudiciis kkk Probabilitas victoria in se iudicium est ppp
  • formula X Bin ( n , p ) X sim text{Bin}(n, p)XBin(n,p)
  • Probabilitas Missae Function (PMF) P ( X = k ) = ( nk ) pk ( 1 p ) n k P(X = k) = binom{n}{k} p^k (1-p)^{nk}P(X=k)=(kn)pk(1p)nk
  • Munus cumulativum distributionis (CDF) F ( X = k ) = ∑ i = 0 k ( ni ) pi ( 1 p ) n i F(X = k) = sum_{i=0}^{k} binom{n}{i} p^ i (1-p)^{ni}F(X=k)=ego=0k(egon)pego(1p)nego

2.2 Bernoullius Distributio

  • definition: Probabilitas victoria describitur (vel defectum) in experimentum ppp
  • formula X ∼ Bern (p) X sim text{Bern}(p)XBern(p)
  • Probabilitas Missae Function (PMF) P ( X = x ) = { p si x = 1 1 p si x = 0 P(X = x) ={psix*******************************************=11psix*******************************************=0 P(X=x*******************************************)={p1psix*******************************************=1six*******************************************=0
  • Munus cumulativum distributionis (CDF) F ( X = x ) = { 0 si x &lt; 0 1 p si 0 ≤ x &lt; 1 1 si x ≥ 1 F(X = x) ={0six*******************************************<01psi0x*******************************************<11six*******************************************1 F(X=x*******************************************)= 01p1six*******************************************<0si0x*******************************************<1six*******************************************1

2.3 Distributio Geometrica

  • definition: Probabilitas numeri defectorum ante primam successum describit. Probabilitas successus in unoquoque iudicio est ppp
  • formula X Geom ( p ) X sim text{Geom}(p)XGeom(p)
  • Probabilitas Missae Function (PMF) P ( X = k ) = ( 1 p ) kp P(X = k) = (1-p)^kp.P(X=k)=(1p)kp
  • Munus cumulativum distributionis (CDF) F ( X = k ) = 1 ( 1 p ) k + 1 F(X = k) = 1 - (1-p)^{k+1}F(X=k)=1(1p)k+1

2.4 Negative Binomial Distributio

  • definition: Defectus numerum describit antequam successu rth. Probabilitas successus pro unoquoque iudicio est ppp
  • formula X NegBin ( r , p ) X sim text{NegBin}(r, p)XNegBin(r*****,p)
  • Probabilitas Missae Function (PMF) P ( X = k ) = ( k + r 1 k ) pr ( 1 p ) k P(X = k) = binom{k + r - 1}{k} p^r (1-p)^kP(X=k)=(kk+r*****1)pr*****(1p)k
  • Munus cumulativum distributionis (CDF) F ( X = k ) = ∑ i = 0 k ( i + r 1 i ) pr ( 1 p ) i F(X = k) = sum_{i=0}^{k} binom{i + r - 1}{i} p^r (1-p)^iF(X=k)=ego=0k(egoego+r*****1)pr*****(1p)ego

2.5 Hypergeometrica Distributio

  • definitionDescribitur sampling ab hominibus finitis sine replacement nnn temporibus secundis kkk temporibus probabilius.
  • formula X Hypergeom ( N , K , n ) X sim text{Hypergeom}(N, K, n)XHypergeom(N,K,n)
  • Probabilitas Missae Function (PMF) P ( X = k ) = ( K k ) ( N K n k ) ( N n ) P(X = k) = frac{binom{K}{k} binom{NK}{nk}}{binom{ N}{n}}P(X=k)=(nN)(kK)(nkNK)
  • Munus cumulativum distributionis (CDF) F ( X = k ) = ∑ i = 0 k ( K i ) ( N K n i ) ( N n ) F(X = k) = sum_{i=0}^{k} frac{binom{K }{i} binom{NK}{ni}}{binom{N}{n}}F(X=k)=ego=0k(nN)(egoK)(negoNK)

2.6 Poisson Distribution

  • definition: Descriptio fit in unitatis tempore kkk Probabilitas rei, mediocris eventus, eventus est λ.
  • formula X Poisson ( λ ) X sim text Poisson.XPoisson(λ)
  • Probabilitas Missae Function (PMF) P ( X = k ) = λ ke − λ k ! P(X = k) = frac{lambda^ke^{-lambda}}{k!}P(X=k)=k!λkeλ
  • Munus cumulativum distributionis (CDF) F ( X = k ) = e λ ∑ i = 0 k λ ii ! F(X = k) = e^{-lambda} sum_{i=0}^{k} frac{lambda^i}{i!}F(X=k)=eλego=0kego!λego

2.7 Relatio inter eos

  • Bernoullius distributionest specialisbinomialis distribution, cum n = 1 n = 1n=1 horam.
  • geometrica distributioneest distributio numerorum iudiciorum ante primam successum requisiti, qui videri potestbinomialis distributionprorogatio.
  • negans binomium distributionvideri potest quodgeometrica distributioneGeneralizationis, numerum defectuum ante r successuum requisitum describere.
  • hypergeometrica distributionSimilia tobinomialis distributionsed aptas ad finitimas nationes ac sampling non reponenda.
  • Distributio Poissonsicbinomialis distributionFinis casus nnn valde magnum et ppp infantulus, and λ = np, lambda = npλ=np assidue serva.

3. continua probabilitas distribution

3.1 Exponentialis Distributio

  • definitionDistributio exponentialis est continua probabilitas distributio saepe ad describendum tempora intervalla inter eventus independentes.

  • formula X Exponentialis ( λ ) X sim text{Exponentialis} (lambda)XExponentialis(λ),in λ &gt; 0 lambda&gt;0λ>0 est rate parametri

  • Probabilitas Density Function (PDF) f ( x ; λ ) = λ e λ x pro x ≥ 0 f(x; lambda) = lambda e^{-lambda x} quad{pro} x geq 0f******(x*******************************************;λ)=λeλx*******************************************for*x*******************************************0

  • Munus cumulativum distributionis (CDF) F ( x ; λ ) = 1 e λ x pro x ≥ 0 F(x; lambda) = 1 - e^{-lambda x} quad{pro} x geq 0F(x*******************************************;λ)=1eλx*******************************************for*x*******************************************0

3.2 Gamma Distribution

  • definition: Describitur tempus exspectationis cumulum et est generalisatio distributionis exponentiae et χ² distributio.

  • formula X Gamma ( k , θ ) X sim text{Gamma}(k, theta)XGamma(k,θ),in k &gt; 0 k&gt;0k>0 figura parametri; θ &gt; 0 theta&gt;0θ>0 scala parametri

  • Probabilitas Density Function (PDF) f ( x ; k , θ ) = xk 1 e x / θ θ k Γ ( k ) pro x ≥ 0 f(x; k, theta) = frac{x^{k-1}e^{-x /theta}}{theta^k Gamma(k)} quad text{pro} x geq 0f******(x*******************************************;k,θ)=θkΓ(k)x*******************************************k1ex*******************************************/θfor*x*******************************************0,in Γ ( k ) Gamma (k)Γ(k) gamma munus est

  • Munus cumulativum distributionis (CDF) F ( x ; k , θ ) = γ ( k , x / θ ) Γ ( k ) F(x; k, theta) = frac{gamma(k, x/theta)}{Gamma(k)}F(x*******************************************;k,θ)=Γ(k)γ(k,x*******************************************/θ),in γ ( k , x / θ ) gamma (k, x/theta)γ(k,x*******************************************/θ) gamma munus incompletum est.

3.3 Normal Distribution

  • definition: Distributio summae describitur permagnum numerum independens passim variabilium variarum et late in scientiis naturalibus et in scientiis socialibus.

  • formula X N ( μ , σ 2) X sim*{N}(mu, sigma^2).XN(μ,σ2), in, μ muμ vilis pretii; σ 2 sigma^2σ2 sit dissidio

  • Probabilitas Density Function (PDF) f ( x ; μ , σ 2 ) = 1 2 π σ 2 e ( x − μ ) 2 2 σ 2 f(x; mu, sigma^2) = frac{1}{sqrt{2pisigma^2}} e ^{-frac{(x-mu)^2}{2sigma^2}}f******(x*******************************************;μ,σ2)=2πσ2 1e2σ2(x*******************************************μ)2

  • Munus cumulativum distributionis (CDF) F ( x ; μ , σ 2 ) = 1 2 [ 1 + erf ⁡ ( x − μ 2 σ 2) ] F(x; mu, sigma^2) = frac{1}{2}left[1 + operatorname{ erf}left(frac{x-mu}{sqrt{2sigma^2}}right)right]F(x*******************************************;μ,σ2)=21[1+erf*(2σ2 x*******************************************μ)], ubi erroris munus erbe.

3.4 t-Distribution

  • definition: usus pro hypothesi probatio et fiducia inter- estimatio in parvis casibus specimen.

  • formula X t ( ν ) X sim t(nu)Xt(ν), in, ν nuν gradus libertatis

  • Probabilitas Density Function (PDF) f ( t ; ν ) = Γ ( ν + 1 2 ) ν π Γ ( ν 2 ) ( 1 + t 2 ν ) − ν + 1 2 f(t; nu) = frac{Gammaleft(frac{nu+1} { { ius )}{ sqrt{nupi} Gammaleft(frac{nu}{2}right)} sinistra(1 + frac{t^2}{nu}right)^{-frac{nu+1}{2} }f******(t;ν)=νπ Γ(2ν)Γ(2ν+1)(1+νt2)2ν+1

  • Munus cumulativum distributionis (CDF) F ( t ; ν ) = 1 2 + t Γ ( ν + 1 2 ) π ν Γ ( ν 2 ) 0 t ( 1 + u 2 ν ) ν + 1 2 du F(t; nu) = frac{ 1}{2} + tfrac{Gammaleft(frac{nu+1}{2}right)}{sqrt{pi nu} Gammaleft(frac{nu}{2}right)} int_0^{t} left(1 + frac {u^2}{nu}right^{-frac{nu+1}{2}} duF(t;ν)=21+tπν Γ(2ν)Γ(2ν+1)0t(1+νu**2)2ν+1d************************u**

3.5 Chi-Square Distributio

  • definition: Communiter pro hypothesi probatio et analysis variantis.

  • formula X χ 2 (k) X sim chi^2(k)Xχ2(k),in kkk gradus libertatis

  • Probabilitas Density Function (PDF) f ( x ; k ) = 1 2 k / 2 Γ ( k / 2 ) xk / 2 1 e x / 2 pro x ≥ 0 f(x; k) = frac{1}{2^{k/2 } Gamma(k/2)} x^{k/2-1} e^{-x/2} quad text{pro } x geq 0f******(x*******************************************;k)=2k/2Γ(k/2)1x*******************************************k/21ex*******************************************/2for*x*******************************************0

  • Munus cumulativum distributionis (CDF) F ( x ; k ) = γ ( k 2 , x 2 ) Γ ( k 2 ) F(x; k) = frac{gammaleft(frac{k}{2}, frac{x}{2}right)}{ Gammaleft(frac{k}{2}right)}F(x*******************************************;k)=Γ(2k)γ(2k,2x*******************************************)

3.6 F-Distribution

  • definition: duo exempla comparare solebant.

  • formula X F ( d 1 , d 2 ) X sim F (d_1, d_2)XF(d************************1,d************************2),in d 1 d_1d************************1 et d 2 d_2d************************2 gradus libertatis

  • Probabilitas Density Function (PDF) f ( x ; d 1 , d 2 ) = ( d 1 x ) d 1 d 2 d 2 ( d 1 x + d 2 ) d 1 + d 2 x B ( d 1 2 , d 2 2 ) pro x ≥ 0 f(x; d_1, d_2) = frac{sqrt{frac{(d_1 x)^{d_1} d_2^{d_2}}{(d_1 x + d_2)^{d_1 + d_2}}}}{x Bleft(frac. {d_1}{2}, frac{d_2}{2}right)} quad text{pro} x geq 0f******(x*******************************************;d************************1,d************************2)=x*******************************************B(2d************************1,2d************************2)(d************************1x*******************************************+d************************2)d************************1+d************************2(d************************1x*******************************************)d************************1d************************2d************************2 for*x*******************************************0,in BBB est beta munus

  • Munus cumulativum distributionis (CDF) F ( x ; d 1 , d 2 ) = I d 1 xd 1 x + d 2 ( d 1 2 , d 2 2 ) F(x; d_1, d_2) = I_{frac{d_1 x}{d_1 x + d_2 }}reliquit(frac{d_1}{2}, frac{d_2}{2} right)F(x*******************************************;d************************1,d************************2)=egod************************1x*******************************************+d************************2d************************1x*******************************************(2d************************1,2d************************2),in IIego est incompleta beta munus

3.7 Relatio inter eos

  • Chi-quadratus distributio estQuadratorum summa distributio normalis . Exempli gratia kkk Summa quadratorum ex normalibus differentiis independens gradibus libertatis obedit kkk quadra- chi distributio.
  • Distributio est inConstructum ex normali distributione vexillum et distributionem chi-quadratum of. Speciatim distributio t-distributionis obtineri potest dividendo vexillum normale variabile secundum radicem quadratam sui iuris divulgationis chi-quadratae variabilis.
  • F est distributioExtensio rationis duorum independens chi-quadratorum variabilium distributarum . F distributio adhibetur ad binas differentias comparandas et construitur sumendo rationem duarum variabilium chi-quadratorum distributarum.