Random Variables and Random Vectors - UCSD Cognitive 随机变量与随机向量-加州大学圣地亚哥分校的认知.pptVIP

Random Variables and Random Vectors Tim K. Marks Random Variables and Random Vectors Tim Marks University of California San Diego Good Review Materials /DIP2E/dip2e_downloads/review_material_downloads.htm (Gonzales Woods review materials) Chapt. 1: Linear Algebra Review Chapt. 2: Probability, Random Variables, Random Vectors Random variables Samples from a random variable are real numbers A random variable is associated with a probability distribution over these real values Two types of random variables Discrete Only finitely many possible values for the random variable: X ? {a1, a2, …, an} (Could also have a countable infinity of possible values) e.g., the random variable could take any positive integer value Each possible value has a finite probability of occurring. Continuous Infinitely many possible values for the random variable E.g., X ? {Real numbers} Discrete random variables Discrete random variables have a pmf (probability mass function), PP(X = a) = P(a) Example: Coin flip X = 0 if heads X = 1 if tails What is the pmf of thisrandom variable? Discrete random variables Discrete random variables have a pmf (probability mass function), PP(X = a) = P(a) Example: Die roll X ? {1, 2, 3, 4, 5, 6} What is the pmf of thisrandom variable? Continuous random variables Continuous random variables have a pdf (probability density function), p Example: Uniform distribution Continuous random variables What is the total area under any pdf ? Random variables How much change do you have on you? Asking a person (chosen at random) that question can be thought of as sampling from a random variable. Is the random variable “Amount of change people carry” discrete or continuous? Random variables: Mean Variance These formulas can be used to find the mean and variance of a random variable when its true probability distribution is known. An important type of random variable The Gaussian distribution Estimating the Mean Variance After sampling fr