Mathematical Statistics and parameter estimation-July algorithm (julyedu.com) April machine Learning Algorithm class study notes

• Probability statistics
  • The relationship between probability statistics and machine learning
• Statistic Amount
  • Expect
  • Variance and covariance
• Important theorems and inequalities
  • Jensen Inequalities
  • Chebyshev on the snow Man's inequality
  • Large number theorem
  • The Central limit theorem

The following excerpt from the July Algorithm (julyedu.com) April machine Learning Algorithm class lecture notes

The relationship between probability statistic probability statistic and machine learning

Statistics expectations

1. Concept
   

2. Properties
   

Variance and covariance

Variance

Covariance

Covariance vs. independent/irrelevant

The meaning of covariance

Important theorems and inequalities Jensen inequalities

Jensen inequalities from the perspective of probability

Chebyshev on the snow Man's inequality

Large number theorem

The Central limit theorem

In linear regression, the rationality of least squares is proved by using the central limit theorem

Mathematical Statistics and parameter estimation-July algorithm (julyedu.com) April machine Learning Algorithm class study notes