概率论统计与计算机模拟-lecture3-YapingWang.pdfVIP

Probability and Statistics Cumulative distribution function （分布函数）: The c.d.f. is the probability that the value of a random variable will be less than, or equal to a specific value x P (x) ≡ P (X ≤ x) = ∫ p (X )dx −∞ Probability density function (p.d.f.) （概率密度）: Discrete random variable: p.d.f is the probability of random variable at a certain value, p(x ). i Continuous random variable: p.d.f is the probability of random variable in a certain interval P (x X x + dx) = dP(x) = p (x)dx P (x X x + dx) p (x) = lim Δx →0 Δx 2016/03/02 undergraduate students 1 Probability and Statistics Numerical characteristics of Binomial distribution: ! n $ k n−k p (n,k) = p (1− p ) # k % Numerical characteristics of Poisson distribution: −λ k e λ p (k ;λ) = k = 0, 1, 2, k ! Numerical characteristics of Uniform distribution: 1 p (x) = a ≤ x ≤ b and p (x) = 0, elsewhere. b − a Numerical characteristics of Exponential distribution: −λx p (x ,λ) = λe (x ≥ 0). 2016/03/02 undergraduate students 2 A special distribution A special exam