Examples of using Random variable in English and their translations into Romanian
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Random variables?
Discrete random variable.
Random Variables, 518.
Discrete random variable.
Random variables whose covariance is zero are called uncorrelated.
Continuous Random Variable.
Entropy quantifies the uncertainty involved in predicting the value of a random variable.
I(X) is itself a random variable.
Where X is a random variable with the specified normal distribution.
Now this girl, Keri,she's a random variable.
Discrete random variable example.
In information theory,entropy is a measure of the uncertainty associated with a random variable.
Let X be a random variable with mean value μ.
Thus V is independent of the random variable dz; i.e.
X~ D, means the random variable X has the probability distribution D.
It is the cumulative distribution function of a random variable which is almost surely 0.
Let X be a unimodal random variable with mode m, and let τ 2 be the expected value of( X- m) 2.
If Tails= 1, TDIST is calculated as TDIST= P(X>x),where X is a random variable that follows the t-distribution.
If X is a random variable with a normal distribution with standard deviation 1 and expected value μ, then.
The variance of a sum of two random variables is given by.
Random variables and discrete laws of probability(binomial, hypergeometric, Poisson, Pascal, geometric).
For a sequence X1,…,Xn of random variables, and constants a1,…, an, we have.
In probability theory and statistics, skewness is a measure of the asymmetry of the probability distribution of a real-valued random variable about its mean.
Three probability density functions(PDF) of random variables with log-normal distributions.
Being a function of random variables, the sample variance is itself a random variable, and it is natural to study its distribution.
TDIST is calculated as TDIST= p(x<abs(X)),where X is a random variable that follows the t-distribution. Examples X.
The variance of a random variable X{\displaystyle X} is the expected value of the squared deviation from the mean of X{\displaystyle X}, μ= E[ X]{\displaystyle\mu=\operatorname{E}[X]}.
These arise as moments of normal probability distributions: The"n"-th moment of the normal distribution with expected value and variance 2 is:formula_103where is a random variable with the specified normal distribution.
The corresponding formula for a continuous random variable with probability density function f(x) on the real line is defined by analogy, using the above form of the entropy as an expectation.
Joseph Bertrand introduced it in his work Calcul des probabilités(1889)[1] as an example to show thatprobabilities may not be well defined if the mechanism or method that produces the random variable is not clearly defined.