Ejemplos de uso de Random variable en Inglés y sus traducciones al Español
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Let's start with the random variable grade.
Using a kernel instead of discrete probabilities,we promote the continuity nature in the underlying random variable.
Returns the mean of a Weibull(a, b) random variable, with a, b>0.
Let T be a continuous random variable with cumulative distribution function F(t) on the interval 0,∞.
Probability distribution of a binomial random variable.
Let Xi be the indicator random variable of the event that the i-th marble drawn is red.
Students know how to generate several random variable families.
If random variable X{\displaystyle X} has a distribution which is a mixture of discrete and continuous part.
Returns the variance of a Gumbel(a, b) random variable, with b>0.
Let the random variable X be the number of fixed points of a uniformly distributed random permutation of a finite set of size m.
It can be seen that the expected value of the discrete random variable R is.
For any event A,let IA be the indicator random variable of A, i.e. IA equals 1 if A occurs and 0 otherwise.
It can be seen that the expected value of the discrete random variable T is.
Given a real random variable defined on a probability space, its probability distribution is by definition also a measure on the Borel algebra.
Let's say x is a row value's random variable, so x is a row number.
Specifically, if the model is stochastic, then each computer simulation run is conducted with a specific realisation of each and every random variable in the model.
Correlation functions between the same random variable are autocorrelation functions.
A general method is the inverse transform sampling method,which uses the cumulative distribution function(CDF) of the target random variable.
Returns the kurtosis coefficient of a geometric random variable Geo(p), with 0<p<1.
So the first candidate distribution for naturally occurring numbers is something like RV exp(RV),where RV is a uniformly distributed random variable between zero and ten.
It seeks to assess,from a given ordered sample of a given random variable, the probability of events that are more extreme than any previously observed.
The Consultants assumed that Dc=20exp(Χ.1) swarms/ n miles2,where Χσ is a normally distributed random variable with mean 0 and variance σ2.
Returns the skewness coefficient of a Poisson(m) random variable, with m>0.
Returns the skewness coefficient of a Geometric(p) random variable, with 0<p<1.
Returns the skewness coefficient of a Gumbel(a, b) random variable, with b>0.
Returns the skewness coefficient of a Weibull(a, b) random variable, with a, b>0.
The basic idea for a doubly stochastic model is that an observed random variable is modelled in two stages.
Function: kurtosis_geometric(p) Returns the kurtosis coefficient of a geometric random variable Geo(p), with 0<p<1.
The requirement that Yn converges to a constant is important- if it were to converge to a non-degenerate random variable, the theorem would be no longer valid.