### Distribution (Continuous)

**continuous uniform distribution: **A continuous random variable whose probability distribution is the uniform distribution is often called a uniform random variable. If we know nothing about a random variable apart from the fact that it has a lower and an upper bound, then a uniform distribution is a natural model

- mean: $\frac{u+l}{2}$
- variance: $\frac{(u-l)^2}{12}$

**exponential distribution:** We assume that failures form a Poisson process in time; then the time to the next failure is exponentially distributed.

- mean: $\frac{1}{\lambda}$
- variance: $\frac{1}{\lambda ^ 2}$

### Normal Distribution

a probability distribution that is symmetric about the mean, showing that data near the mean are more frequent in occurrence than data far from the mean

$$ p(x)=(\frac{1}{\sqrt{2\pi}\sigma})\text{exp}(\frac{-(x-\mu)^2}{2\sigma^2}) $$

- mean: $\mu$
- variance: $\sigma ^2$
- 68% data within $\sigma$, 95% data within $2\sigma$, 99% data within $3\sigma$
- A continuous random variable is a normal random variable if its probability density function is a normal distribution.
- another name for normal distribution is Gaussian distributions.
**central limit theorem (CLT):**under some not very worrying technical conditions, the sum of a large number of independent random variables will be very close to normal.

**standard normal distribution: **

$$ p(x)=(\frac{1}{\sqrt{2\pi}})\text{exp}(\frac{-x^2}{2}) $$

- mean: $0$
- variance: $1$
- A continuous random variable is a standard normal random variable if its probability density function is a standard normal distribution.
- Any probability density function that is a standard normal distribution in standard coordinates is a normal distribution.

**binomial distribution approximation:**

when $N$ is huge, we can approximate binomial distribution with normal distribution to reduce calculation cost.

Assume h follows the binomial distribution with parameters p and q. Write:

$$ x=\frac{h-Np}{\sqrt{Npq}} $$

The, for large N, the probability distribution $P(x)$ can be approximated by the probability density function:

$$ P(\{x\in [a,b]\})\approx \int^b_a(\frac{1}{\sqrt{2\pi}})\text{exp}(\frac{-x^2}{2}) $$

### Experiment

**population and sample: ** if we could have seen everything, is the *population*. I will write populations like random variables with capital letters to emphasize we don’t actually know the whole population. The data we actually have is the *sample*.

**sample mean:** the mean from sample, usually notated as: $X^{(N)}$: sample mean when sample size is $N$

- it is a random variable
- $\mathbb{E}[X^{(N)}]=\text{popmean(\{X\})}$
- $var[X^{(N)}]=\frac{\text{popsd(\{X\})}^2}{N}$
- $std[X^{(N)}]=\frac{\text{popsd(\{X\})}}{\sqrt{N}}$

**confident interval:**

**confidence interval for a population mean:**Choose some fraction f, An f confidence interval for

a population mean is an interval constructed using the sample mean. It has the property that for that fraction f of all samples, the population mean will lie inside the interval constructed from each sample’s mean.**centered confidence interval for a population mean:**Choose some$0<\alpha<0.5$. A $1-2\alpha$ centered confidence interval for a population mean is an interval $[a,b]$; b constructed using the sample mean.

**unbiased standard deviation:** use to estimate the population standard deviation

$$ \text{stdunbiased(\{x\})}=\sqrt{\frac{\sum_i(x_i-\text{mean}(\{x\})^2)}{N-1}} $$

**standard error:** The standard deviation of the estimate of the mean

$$ \text{stderr}(\{x\})=\frac{\text{stdunbiased(\{x\})}}{\sqrt{N}} $$

### Random variable distribution

we learn two distribution for random variable for far: the t-distribution and normal distribution, depended on the sample size, if $n<30$, we use t-distribution, otherwise use normal distribution

**t-distribution:**

$$ T=\frac{\text{mean}(\{x\})-\text{popmean(\{X\})}}{\text{stderr(\{x\})}} $$

degree of freedom: $N-1$

**normal distribution:**

$$ Z=\frac{\text{mean}(\{x\})-\text{popmean(\{X\})}}{\text{stderr(\{x\})}} $$

degree of freedom: $N$

### Practice Question

本文作者：TwinIsland

版权声明：所有文章除特别声明外均系本人自主创作，转载及引用请注明出处