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Multivariate Random Variable
In probability, and statistics, a multivariate random variable or random vector is a list of mathematical variables each of whose value is unknown, either because the value has not yet occurred or because there is imperfect knowledge of its value. The individual variables in a random vector are grouped together because they are all part of a single mathematical system — often they represent different properties of an individual statistical unit. For example, while a given person has a specific age, height and weight, the representation of these features of ''an unspecified person'' from within a group would be a random vector. Normally each element of a random vector is a real number. Random vectors are often used as the underlying implementation of various types of aggregate random variables, e.g. a random matrix, random tree, random sequence, stochastic process, etc. More formally, a multivariate random variable is a column vector \mathbf = (X_1,\dots,X_n)^\mathsf (or its ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probability ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Measure
In mathematics, a probability measure is a real-valued function defined on a set of events in a probability space that satisfies measure properties such as ''countable additivity''. The difference between a probability measure and the more general notion of measure (which includes concepts like area or volume) is that a probability measure must assign value 1 to the entire probability space. Intuitively, the additivity property says that the probability assigned to the union of two disjoint events by the measure should be the sum of the probabilities of the events; for example, the value assigned to "1 or 2" in a throw of a dice should be the sum of the values assigned to "1" and "2". Probability measures have applications in diverse fields, from physics to finance and biology. Definition The requirements for a function \mu to be a probability measure on a probability space are that: * \mu must return results in the unit interval , 1 returning 0 for the empty set and 1 for t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Expected Value
In probability theory, the expected value (also called expectation, expectancy, mathematical expectation, mean, average, or first moment) is a generalization of the weighted average. Informally, the expected value is the arithmetic mean of a large number of independently selected outcomes of a random variable. The expected value of a random variable with a finite number of outcomes is a weighted average of all possible outcomes. In the case of a continuum of possible outcomes, the expectation is defined by integration. In the axiomatic foundation for probability provided by measure theory, the expectation is given by Lebesgue integration. The expected value of a random variable is often denoted by , , or , with also often stylized as or \mathbb. History The idea of the expected value originated in the middle of the 17th century from the study of the so-called problem of points, which seeks to divide the stakes ''in a fair way'' between two players, who have to end th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Indicator Function
In mathematics, an indicator function or a characteristic function of a subset of a set is a function that maps elements of the subset to one, and all other elements to zero. That is, if is a subset of some set , one has \mathbf_(x)=1 if x\in A, and \mathbf_(x)=0 otherwise, where \mathbf_A is a common notation for the indicator function. Other common notations are I_A, and \chi_A. The indicator function of is the Iverson bracket of the property of belonging to ; that is, :\mathbf_(x)= \in A For example, the Dirichlet function is the indicator function of the rational numbers as a subset of the real numbers. Definition The indicator function of a subset of a set is a function \mathbf_A \colon X \to \ defined as \mathbf_A(x) := \begin 1 ~&\text~ x \in A~, \\ 0 ~&\text~ x \notin A~. \end The Iverson bracket provides the equivalent notation, \in A/math> or to be used instead of \mathbf_(x)\,. The function \mathbf_A is sometimes denoted , , , or even just . Nota ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Jacobian Matrix And Determinant
In vector calculus, the Jacobian matrix (, ) of a vector-valued function of several variables is the matrix of all its first-order partial derivatives. When this matrix is square, that is, when the function takes the same number of variables as input as the number of vector components of its output, its determinant is referred to as the Jacobian determinant. Both the matrix and (if applicable) the determinant are often referred to simply as the Jacobian in literature. Suppose is a function such that each of its first-order partial derivatives exist on . This function takes a point as input and produces the vector as output. Then the Jacobian matrix of is defined to be an matrix, denoted by , whose th entry is \mathbf J_ = \frac, or explicitly :\mathbf J = \begin \dfrac & \cdots & \dfrac \end = \begin \nabla^ f_1 \\ \vdots \\ \nabla^ f_m \end = \begin \dfrac & \cdots & \dfrac\\ \vdots & \ddots & \vdots\\ \dfrac & \cdots ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Affine Transformation
In Euclidean geometry, an affine transformation or affinity (from the Latin, ''affinis'', "connected with") is a geometric transformation that preserves lines and parallelism, but not necessarily Euclidean distances and angles. More generally, an affine transformation is an automorphism of an affine space (Euclidean spaces are specific affine spaces), that is, a function which maps an affine space onto itself while preserving both the dimension of any affine subspaces (meaning that it sends points to points, lines to lines, planes to planes, and so on) and the ratios of the lengths of parallel line segments. Consequently, sets of parallel affine subspaces remain parallel after an affine transformation. An affine transformation does not necessarily preserve angles between lines or distances between points, though it does preserve ratios of distances between points lying on a straight line. If is the point set of an affine space, then every affine transformation on can be repre ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Dot Product
In mathematics, the dot product or scalar productThe term ''scalar product'' means literally "product with a scalar as a result". It is also used sometimes for other symmetric bilinear forms, for example in a pseudo-Euclidean space. is an algebraic operation that takes two equal-length sequences of numbers (usually coordinate vectors), and returns a single number. In Euclidean geometry, the dot product of the Cartesian coordinates of two vectors is widely used. It is often called the inner product (or rarely projection product) of Euclidean space, even though it is not the only inner product that can be defined on Euclidean space (see Inner product space for more). Algebraically, the dot product is the sum of the products of the corresponding entries of the two sequences of numbers. Geometrically, it is the product of the Euclidean magnitudes of the two vectors and the cosine of the angle between them. These definitions are equivalent when using Cartesian coordinates. In mo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Scalar (mathematics)
A scalar is an element of a field which is used to define a ''vector space''. In linear algebra, real numbers or generally elements of a field are called scalars and relate to vectors in an associated vector space through the operation of scalar multiplication (defined in the vector space), in which a vector can be multiplied by a scalar in the defined way to produce another vector. Generally speaking, a vector space may be defined by using any field instead of real numbers (such as complex numbers). Then scalars of that vector space will be elements of the associated field (such as complex numbers). A scalar product operation – not to be confused with scalar multiplication – may be defined on a vector space, allowing two vectors to be multiplied in the defined way to produce a scalar. A vector space equipped with a scalar product is called an inner product space. A quantity described by multiple scalars, such as having both direction and magnitude, is called a '' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Euclidean Vector
In mathematics, physics, and engineering, a Euclidean vector or simply a vector (sometimes called a geometric vector or spatial vector) is a geometric object that has magnitude (or length) and direction. Vectors can be added to other vectors according to vector algebra. A Euclidean vector is frequently represented by a '' directed line segment'', or graphically as an arrow connecting an ''initial point'' ''A'' with a ''terminal point'' ''B'', and denoted by \overrightarrow . A vector is what is needed to "carry" the point ''A'' to the point ''B''; the Latin word ''vector'' means "carrier". It was first used by 18th century astronomers investigating planetary revolution around the Sun. The magnitude of the vector is the distance between the two points, and the direction refers to the direction of displacement from ''A'' to ''B''. Many algebraic operations on real numbers such as addition, subtraction, multiplication, and negation have close analogues for vectors, operations whic ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Conditional Probability Distribution
In probability theory and statistics, given two jointly distributed random variables X and Y, the conditional probability distribution of Y given X is the probability distribution of Y when X is known to be a particular value; in some cases the conditional probabilities may be expressed as functions containing the unspecified value x of X as a parameter. When both X and Y are categorical variables, a conditional probability table is typically used to represent the conditional probability. The conditional distribution contrasts with the marginal distribution of a random variable, which is its distribution without reference to the value of the other variable. If the conditional distribution of Y given X is a continuous distribution, then its probability density function is known as the conditional density function. The properties of a conditional distribution, such as the moments, are often referred to by corresponding names such as the conditional mean and conditional variance. Mo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Marginal Distribution
In probability theory and statistics, the marginal distribution of a subset of a collection of random variables is the probability distribution of the variables contained in the subset. It gives the probabilities of various values of the variables in the subset without reference to the values of the other variables. This contrasts with a conditional distribution, which gives the probabilities contingent upon the values of the other variables. Marginal variables are those variables in the subset of variables being retained. These concepts are "marginal" because they can be found by summing values in a table along rows or columns, and writing the sum in the margins of the table. The distribution of the marginal variables (the marginal distribution) is obtained by marginalizing (that is, focusing on the sums in the margin) over the distribution of the variables being discarded, and the discarded variables are said to have been marginalized out. The context here is that the theoretical ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Distribution
In probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of different possible outcomes for an experiment. It is a mathematical description of a random phenomenon in terms of its sample space and the probabilities of events (subsets of the sample space). For instance, if is used to denote the outcome of a coin toss ("the experiment"), then the probability distribution of would take the value 0.5 (1 in 2 or 1/2) for , and 0.5 for (assuming that the coin is fair). Examples of random phenomena include the weather conditions at some future date, the height of a randomly selected person, the fraction of male students in a school, the results of a survey to be conducted, etc. Introduction A probability distribution is a mathematical description of the probabilities of events, subsets of the sample space. The sample space, often denoted by \Omega, is the set of all possible outcomes of a random phe ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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