# 機率CH4 - Distribution Functions and Discrete Random Variables # <font color="red">Use Checkbox to check whether I've read or not</font> ## EX4.6 - [x] read 區間長度固定 > 使用平移 > 寬度就會和機率大小掛鉤 --- ## Distribution Function ## TH4.2.1 - [x] read ![](https://i.imgur.com/yPl70ji.png) ## TH4.2.2 - [x] read 這裡會用到機率函數的連續性 Tn會包含其他Ti的聯集 ![](https://i.imgur.com/zw0HSzE.png) ## TH4.2.3 - [x] read Tn隨便跑的情況下,可能最終跑到集合之外 ![](https://i.imgur.com/t06T1uQ.png) ## TH4.2.4 右連續 - [ ] read 找一個遞減的seq Ti,這個seq要有極限,且這個極限值會等於函數值![](https://i.imgur.com/L762MKO.png) <u>seq的例子:</u>![](https://i.imgur.com/Hnt4anT.png =50%x) ## Th4.2.5 左極限 - [ ] read 從負無窮大逼近a ![](https://i.imgur.com/3PXGOPx.png) ## Summary4.2 - [ ] read 不連續點會累積機率 > 因為P(X=t)=P(t+) - P(t-). > no jumps ![](https://i.imgur.com/rG0pf1D.png) ## Remark4.1 - [ ] read ![](https://i.imgur.com/5pI1wKl.png) --- ## Discrete Random Variables ## Definition4.3.1 - [ ] read ![](https://i.imgur.com/GAjmYj6.png) ## Definition4.3.2 probability mass function - [ ] read ![](https://i.imgur.com/lw8Ihsv.png) ![](https://i.imgur.com/1pC4yKz.png =50%x) ## Ex4.12 - [ ] read Discrete Random Variables的題目問法: ![](https://i.imgur.com/NHZBtXY.png =50%x) ![](https://i.imgur.com/uqfUiDV.png =50%x) --- ## Expectations of Discrete Random Variables ## Definition4.4.1 期望值 - [ ] read 很像平均數,但在這裡叫他期望值 絕對收斂(加上絕對值之後,是否依舊收斂)那邊,這本書跟其他本書的看法不太一樣 ![](https://i.imgur.com/nOyQt5s.png) ![](https://i.imgur.com/D5yEccv.png =80%x) ## Remark4.4.1 - [ ] read ![](https://i.imgur.com/0oDzz9W.png) ## Remark4.4.2 更廣義的期望值定義 - [ ] read 也就是說,這本書的定義較狹隘 ![](https://i.imgur.com/sLBYVap.png) ## Ex4.4.1.9 - [ ] read 分佈相同不代表結果相同 ![](https://i.imgur.com/HYBCdJR.png) 大家的分布都一樣,最大的機率就是n+1分之一 ![](https://i.imgur.com/PYHcwSA.png) ## Ex - Pólya’s Urn Model 1 - [ ] read 兩種代幣放在桶子內,隨機拿一個,觀察顏色,之後放回去,不旦放回去,還多放了一些進去 Xn代表前n次抽出白色代幣的個數 這裡用歸納法來證明 1. 證明X1對的 2. 假設Xk對 3. 證明Xk+1可以回到敘述 - 集合關係(Xn包含Xn+1) - 導成條件機率 - 討論第n+1次抽取的顏色情形(抽藍(白數量k)、抽白(白數量k-1)) ![](https://i.imgur.com/kiLYlhb.png) ![](https://i.imgur.com/7yrjasu.png) ![](https://i.imgur.com/SlDspMD.png) ![](https://i.imgur.com/RWxmid8.png) ![](https://i.imgur.com/gHRoZ7c.png) ![](https://i.imgur.com/zDWuKJg.png) ## Ex - Pólya’s Urn Model 2 - [ ] read ![](https://i.imgur.com/krg9vaF.png =90%x) ![](https://i.imgur.com/GcxBZDo.png =90%x) ![](https://i.imgur.com/zGv2eRK.png =90%x) ![](https://i.imgur.com/Y51EIKu.png =90%x) ## Th4.4.1 - [ ] read ![](https://i.imgur.com/kp9BRmT.png =90%x) ## Th4.4.2 Law of the Unconscious Statistician - [ ] read ![](https://i.imgur.com/rSJWBfe.png) pf: (這裡g_inverse不是反函數的意思) ![](https://i.imgur.com/ae5NDka.png) ![](https://i.imgur.com/MqYcGYv.png) ![](https://i.imgur.com/qouQQGJ.png) ## Col4.4.2 - [ ] read ![](https://i.imgur.com/B5aeYTf.png) ![](https://i.imgur.com/S8C7TCt.png =90%x) ## Variances and Moments of Discrete Random Variables ## Def4.5.1 標準差、變異數 - [ ] read ![](https://i.imgur.com/QwZPm9P.png) ## Th4.5.1 - [ ] read ![](https://i.imgur.com/qpaF882.png =90%x) ## Th4.5.2 - [ ] read ![](https://i.imgur.com/z9lLyEw.png) ## Th4.5.3 - [ ] read ![](https://i.imgur.com/BGu6gM6.png) ## Ex4.5.1 Moment - [ ] read ![](https://i.imgur.com/bwNvp6e.png =90%x) ## Remark4.5.1 - [ ] read ![](https://i.imgur.com/wl34P8p.png) ## Standardized Random Variables ## Th4.6.1 - [ ] read ![](https://i.imgur.com/FbejOo6.png)