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likelihood function called a sample.
Any observations of the sample (), if
is called the maximum likelihood estimate of the parameter, which is the maximum likelihood estimator of the parameter.
If or about differentiable, the maximum likelihood estimate of the parameter can be obtained by the equation:
Get. For the monotone function, the maximum likelihood estimate of the parameter can also be obtained by the equation:
, the solution of the latter one is often much more convenient than the
Eighth chapter: Hypothesis test
Content Summary:
1. In order to infer some unknown characteristics of the whole, if the whole distribution function is completely unknown or only know its form, but does not know its parameters, some assumptions about the general are put forward, and then the decision process of accepting or rejecting the proposed hypothesis according to the sample is called hypothesis test.
2. Procedures for dealing with the hypothesis test problem:
(1) According to the requireme
Note: This article only records chapter concepts and is used to recall knowledge systems. Reference book "Probability Theory and Mathematical Statistics Fourth Edition".Chapter One basic concept of probability theory random test (with three characteristics) sample space, random event sample space sample point random Ev
chapter focuses on the concept and distribution of statistics.
Analysis of typical examples
Example 1. Set X1,X2, ... Xn is a sample from the overall x, in the following three cases, the E (), D (), E (S2) are respectively obtained.
(1) x~b (1,p), (2) x~exp (λ), (3) x~u (0,θ);
Analysis: It can be solved by using the expectation of common distributions, variance, and the property of S2 definition and expectation variance.
Solution: (1) due to x~b (1,p
the event, the probability value of p=α3, the sample data to determine whether the small probability event occurred, if the occurrence of the refusal of H0, recognized H1.Attached: Permutation combination formulaEquation Description: A (N,M) in the formula is the permutation number formula, C (N,M) is the combined number formula. References:1, Liu Anping, Shohaijun, etc.,"
Label: SP question BS Application Learning how object information is simple
So far, Mr. Chen has read the most cordial book on probability theory and mathematical statistics, which is nothing more than that of Mr. Chen. Mr. Chen has made a lot of originally complex content so clear in a concise tone, in addition, it is not based on this knowledge, but can be intr
Probability Theory and mathematical statistics,1. Random Events
Deterministic phenomenon: a phenomenon that inevitably occurs under certain conditions is called a deterministic phenomenon. Features: conditions completely determine the results.
Random phenomenon: a phenomenon that may or may not occur under certain conditions is called a random phenomenon; feature: the condition cannot completely determine t
Note : This is a task spanning several years, and the title can also be called "learning statistics from the To Do list." When I was distressed by P-values a few years ago, I didn't know what Python was, and then, after touching Python, I liked the language. Statistics as the basis of data science, want to do this work, this is always a way around the sill.In fact, from the middle school began to study
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Skew (skewness)
In probability theory and statistics, skewness measures the asymmetry of the probability distribution of a real random variable. The value of skewness can be positive, negative or even undefined. In quantity, a negative bias (negative bias) means that the tail of the left side of the probability
distribution function are recorded as: φ (x), φ (x)Lemma:Standardized transformationsNormal distribution, as soon as possible the range of normal variables is (-∞,∞), but the probability of falling into (µ-δ,µ+δ) is 68.26% (that is: f (x) in the area of this interval), the probability of falling into (µ-3δ,µ+3δ) is 99.74%, almost affirmative, this is the 3δ law.Upper ª: For a standard normal distribution ,
average, because there is a positive negative, and because the absolute value is not convenient to calculate, so add a square, so that a sum of squared difference to express a group of discrete, but only the sum of squares? So how much of the data in a few sets of numbers is different? This is not a good comparison, so, again on this squared and get an average, so you can compare, so we get the variance, the formula is:Finally, in this article, said the first several methods to indicate the con
Chapter I. Stochastic events and probabilitiesChapter two stochastic variables and their distributionsChapter three multivariate random variables and their distributionsThe fourth chapter law of large numbers and the central limit theoremThe fifth chapter statistic and its distributionThe sixth chapter parameter estimationThe seventh chapter hypothesis testEighth chapter analysis of variance and regression analysisChapter I. Stochastic events and probabilities1.1 Random events and their operatio
Question link: http://www.topcoder.com/stat? C = problem_statement PM = 10335.
General meaning of the question:
Take the number of m in the middle of the interval [lower, upper] so that the number of K smaller values in the number of M is the probability of N.
Solution 1: (powerful DP) written by referring to others' problem-solving reports
DP [m] [s] [B]Take the number of M, the maximum number of s smaller than N, the
variable independent of each other, and the uniform distribution on the same subject, is a continuous function. Trial Proof
Evidence: Because of the same distribution of independence, the
are independent and have the same distribution, and
By Sinchin Law of large numbers,
That
Example 3, the statistics of an insurance company for many years indicate that the number of claims stolen by the claimant households is accounted for in the case of the 100
1. Big Number Theorem
References: http://zh.wikipedia.org/wiki/%E5%A4%A7%E6%95%B0%E5% AE %9A%E5%BE%8B
This is better understood, but often confused with the central limit theorem.
The larger the number, the mean value is closer to the expected value from the Mean Value Point of View. (here, we need to differentiate the concepts of "average" and "expectation ); the more events occur, the closer the frequency value is to the probability value. It is
In probability theory, the stochastic variables are assumed to be known, and the properties and digital characteristics of the study are studied.In mathematical statistics, the distributions of the random variables studied are unknown or not fully known, and many observations are obtained by repeating independent experiments to infer the various possible distributions of random variables.1. Random samplesOv
narrative description of the problemGenerates N-month ∈[a,b] random integers. and output them to the x probability.Input FormatThe input line is followed by a four integer n. A,b,x, separated by a space.output FormatThe output line includes a decimal place and a probability of x. Keep four decimal places after decimal pointExample Input2 1 3 4Example Output0.3333data size and conventionsFor 50% of data, n≤5.For 100% of data, n≤100,b≤100.The following:
title: There is an int array with several numbers in it. How many different numbers are required to be counted? How often are each number appearing? The array is arranged from less to more frequency, the same frequency is from small to large. Workaround: Use an array to store different numbers and occurrence probabilities, compare the numbers in each group with the other numbers in the group, and set the same one to NULL, as well as the number of occurrences of the numbers plus 1, and finally us
This article is an example of Python Computing book page number statistics problem, is a Python program design of a more typical application example. Share to everyone for your reference. Specifically as follows:
Problem Description: For a given page number n, calculate how many digits are used in all page numbers 0,1,2,3,4...,9
The instance code is as follows:
def count_num1 (page_num):
num_ze
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