Continuous Probability连续概率.pptVIP

Probability Notions of Probability Definition Example: Example: Probability Distributions In the previous two examples we computed the probabilities that a random variable (x) took on various values. The plot of the probability versus random variable value is called the probability distribution. Statistics Conditional Probability Expectation and Conditional Expectation Continuous Random Variables Discrete random variables take on only a finite or countable (one-to-one correspondence with the integers) number of different values. Continuous random variables can take on a non-countably infinite number of different values. Example of a Continuous Random Variable We also have P(R) =P(R,C)+P(R,S)=0.32+0.03=0.35, P(D) =P(D,C)+P(D,S)=0.08+0.57=0.65, and, P(R)+P(C)= 0.35 + 0.65 = 1.00, as expected. This problem can be summarized by the diagram on the following page. P(R,C)=0.32 P(D,S)=0.57 P(D,C)=0.08 P(R,S)=0.03 P(C)=0.40 P(S)=0.60 P(R|C)=0.80 P(D|C)=0.20 P(D|S)=0.95 P(R|S)=0.05 Exercise: From the block diagram on the previous slide, calculate P(R), P(D), P(C|R), P(C|D), P(S|R) and P(S|D). Definition: The expected value of a random variable is its mean. The expression “expected value” is just another way of referring to the average value of a random variable. The notation for the expected value of a random variable x is E[x]. Similarly, the expected value of a random variable y is E[y]. The variance of a random variable can be expressed in terms of its mean: If the mean is zero, then the variance is simply The reason for introducing the concept of expectation is to allow the notation necessary for the concept of conditional expectation. Conditional expectation is the average value of a random variable given some limiting condition. For example, the average number of days that it rains may change if we impose the condition “if it is cloudy.” The average number of days that it rains may change if we impose the condition “if it is not cloudy.” If it is, say, cloudy, the