Examples of using Random variables in English and their translations into Japanese
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All random variables are independent.
Sum of uniform and exponential random variables.
All the random variables are independent.
The following are examples or applications of IID random variables:.
The subsequent random variables X2, X3,….
Discrete Random Variables and their expectation and variance(binomial, Poisson, geometric distributions).
R= corrcoef(A, B) returns coefficients between two random variables A and B.
A⊥b The random variables a and b are independent.
R= corrcoef(A, B) returns coefficients between two random variables A and B.
Use when random variables are greater than 0.
But the linearity of expectation holds even when the random variables concerned are not independent.
A set of random variables makes up the nodes of the network.
One of the simplest statistical tests, the z-test,is used to test hypotheses about means of random variables.
Convergence of random variables, for"almost sure convergence".
Independent andidentically distributed" implies an element in the sequence is independent of the random variables that came before it.
You have discrete random variables, and you have continuous random variables.
Other multivariate distributions also exist, for example, the multivariate t and the Dirichlet distributions are used to simulate dependent t andbeta random variables, respectively.
Is an infinite sequence of independent random variables(not necessarily identically distributed).
Continuous Random Variables and their expectation and variance(uniform, normal, and exponential distributions).
If the component velocities of a particle in the x andy directions are two independent normal random variables with zero means and equal variances, then the distance the particle travels per unit time is distributed Rayleigh.
These random variables converge in distribution to a uniform U(0,1), whereas their densities do not converge at all.[3].
The generalization of exchangeable random variables is often sufficient and more easily met.”.
The case of two random variables is particularly challenging since no(conditional) independences can be exploited.
Note: Conditional expectation for non-negative random variables is always well defined, finite expectation is not needed.
Many results that were first proven under the assumption that the random variables are i. i. d. have been shown to be true even under a weaker distributional assumption.
Compute the expected value of a random variable:.
The kernel density estimator is the estimated pdf of a random variable.
E[X] expected value of random variable X.
Each element of θ is an independent random variable from the beta distribution.
Z-score can becomputed by subtracting the mean from the given standardized random variable value and.