Examples of using Random variable in English and their translations into Slovenian
{-}
-
Colloquial
-
Official
-
Medicine
-
Ecclesiastic
-
Financial
-
Computer
-
Official/political
-
Programming
If X is a random variable.
How can I simulate values of a normal random variable?
If X is a discrete random variable, then it attains values x1, x2,….
Now this girl, Keri, she's a random variable.
Let the random variable X be the number of children the couple has.
How can you simulate values of a normal random variable?
Let X, Y be random variables, then the covariance inequality[14][15] is given by.
How can you simulate values of a discrete random variable?
A geometric random variable X counts the number of trials necessary before the first success occurs.
Error function: an integral important for normal random variables.
Probability that the random variable will take on a value less than or equal to x.
The points wherejumps occur are precisely the values which the random variable may take.
In the case of a discrete random variable, the expected value is defined as follows.
Also note the expected valuedoes not have to be a value that the random variable can take.
X is the variate, also known as the random variable, μ is the mean value and σ is the standard deviation.
Suppose that the demand for a Valentine's Daycard is governed by the following discrete random variable.
FDIST is calculated as FDIST=P(F<x), where F is a random variable that has an F distribution.
One basic idea underlying it isthat different prime numbers are, in some serious sense, like independent random variables.
TDIST is calculated as TDIST= p(x<abs(X)), where X is a random variable that follows the t-distribution.
For random variables that have no mean, such as the Cauchy distribution, central moments are not defined.
Stochastic programming studies the case in which some of the constraints depend on random variables.
This suggests that S(T)/(log log T)1/2 resembles a Gaussian random variable with mean 0 and variance 2π2(Ghosh(1983) proved this fact).
Stochastic programming studies the case in which some of the constraints or parameters depend on random variables.
If X is a random variable with a Pareto distribution, then the probability that X is greater than some number x is given by.
If Tails= 1, TDIST is calculated as TDIST= P( X>x),where X is a random variable that follows the t-distribution.
One basic idea underlying it is that differentprime numbers are, in some serious sense, like independent random variables.
Let's suppose we want to simulate 400 trials, or iterations, for a normal random variable with a mean of 40,000 and a standard deviation of 10,000.
In probability theory, a probability mass function(abbreviated pmf)is a function that gives the probability that a discrete random variable is exactly equal to some value.
N() denotes the cumulative distribution function for a standardnormal random variable(i.e. the probability that a normal random variable with mean zero and variance of one is less than or equal to x).
TINV returns that value t, such that P(|X|>t)= probability where X is a random variable that follows the t-distribution and P(|X|> t)= P(X<-t or X> t).