Examples of using Random variables in English and their translations into Indonesian
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Random variables and their distribution 3.
Sum of uniform and exponential random variables.
Let X and√Y be two random variables with joint pdf fXY(x, y).
Is made up of independent, identically distributed(IID) random variables.
If f1 and f2 are two random variables let us denote E(f1) by m1(m for mean) and E(f2) by m2.
A discrete-time Markov chain is a sequence of random variables X1, X2, X3,….
A function of one or more random variables that does not depend upon any unknown parameter.
A stochastic simulation model has one or more random variables as inputs.
Probability: Random variables, distributions and mean values, basic distributions, convergence of sequences of random variables.
Let X and Y be jointly continuous random variables with joint PDF.
A statistical hypothesis is an assertion or conjecture about the distribution of one ormore random variables.
A Markov chain is a sequence of random variables X 1, X 2, X 3,….
Many of these distributions are described in MelvinD. Springer's book from 1979 The Algebra of Random Variables.
A Markov chain is a sequence of random variables X 1, X 2, X 3,….
Correlation(Correlatio the Latin means"relationship, the relationship")-a definite statistical relationship between two or more random variables.
On the other hand, continuous variables are random variables that measure something.
If we have two random variables, say f and g, then the sum f+ g is defined by(f+ g)(x)= f(x)+ g(x) where x is any outcome.
A statistical measure of the degree to which random variables move together.
Each node in the graph presents a random variable while the edges between the nodes represent probabilistic dependencies among the corresponding random variables.
Random Variables In some experiments, we would like to assign a numerical value to each possible outcome in order to facilitate a mathematical analysis of the experiment.
The objective of kernel regressionis to find a non-linear relation between a pair of random variables X and Y.
Assuming that activity durations are independent random variables, the variance or variation in the duration of this critical path is calculated as the sum of the variances along the critical path.
As a second problem with the PERT procedure, it is incorrect to assume that mostconstruction activity durations are independent random variables.
One measure of the strength of the linear relationship between two continuous random variables is to calculate how much the two variables are covary, i.e. varying together.
Through the 18th and 19th centuries, various efforts were made to establish the normalmodel as the underlying law ruling all continuous random variables- thus the name Normal.
The central objects of probability theory are random variables, stochastic processes, and events: mathematical abstractions of non-deterministic events or measured quantities that may either be single occurrences or evolve over time in an apparently random fashion.
We shall concern ourselves withcomputing probabilities for various intervals of continuous random variables such as P(a<X< b), P(W£ c), and so forth.
The Malliavin calculus, named after Paul Malliavin, is a theory of variational stochastic calculus,in other words it provides the mechanics to compute derivatives of random variables.
A product distribution is aprobability distribution constructed as the distribution of the product of random variables having two other known distributions.
Then comes statistics, this includes the Bayes theorem, probability theorem, outliers and percentiles,exploratory analysis of the data, random variables and CDF(Cumulative Distribution Function), and skewness.