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二项散布中方差的计算(国外英文资料)
二项分布中方差的计算(国外英文资料)
The two distributions of Chinas poor calculation
Lets say that xi ~ B of n, p
So lets think about E of xi times xi minus one
while
make
Type = on
That is,
And then I have E times xi equals np, and I have to do that
The last too
The distribution of case 1
The distribution of case 2
4.2 hypergeometric distribution
Case 1 graphics:
Case 2 graphics:
Definition 4.2 there are two types of N elements, N1 belongs to the first category, N2 belong to the second (N1 + N2 = N). To take N sampling without replacement, from the factor said that N the number of the first kind of element, and the factor of distribution is called the hypergeometric distribution,
Rule: if n r, then
It is known by the nature of the probability distribution
The properties of a combination
There are two ways to calculate the mathematical expectation and variance of xi
First, by definition
K = m minus 1
Type = on
This is the probability of only taking one of the elements N1
So the sampling (binomial distribution) is the same as the mathematical expectation of the sampling (hypergeometric distribution).
For k = m - 2,
Type = on
so
The q = 1 - p
Another way of calculation is deduced mathematical expectation, assuming that factor I is the first time I had to draw the first kind of the number of elements, because only 1 time, of course not 1 is 0, so obey the 0-1 distribution, and there are
,
the
so
The whole method with the binomial distribution when the corresponding method is same, just the factor between the I had is not independent, but and expectation is equal to the desired and the properties are not required and the random variables are independent of each other.
When N is very large, its much larger than the sampling N, and its N N super geometric distribution can be approximated by binomial distribution.
To illustrate this point, the first approximation is the following:
When N , N, we have
This is because when N is large, the value behind each bracket is near to 1, so the a
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