機率分配表
機率分配表
機率分配表
n
Bin(n,p) f X ( x) p x (1 p ) n x x 0,1, 2, , n E ( X ) np V ( X ) np(1 p) M X (t) [(1 - p) pe t ]n , t R
x
m N m
x n x m m m N n
Hyper(N,m,n) f X ( x) x 0,1, 2, , n E( X ) n V (X ) n (1 )( )
N N N N N 1
n
pet
1 1 p M X (t ) ,
Geo(p) f X ( x) p(1 p ) x 1 x 1, 2, E( X ) V (X ) 2 1 (1 p )et
p p
t ln(1 p)
pet
x 1 r r 1 p M X (t ) [ ]r ,
NB(r,p) f X ( x) p (1 p)
xr
x r , r 1, E( X ) V (X ) r 2 1 (1 p )e t
r 1 p p
t ln(1 p)
Poisson( ) e x
x 0,1, 2, E( X ) V (X )
t
f X ( x) M X (t ) e ( e 1) , t R
t=1 x!
1
名稱 機率函數 變量範圍 期望值 變異數 m.g.f.
e bt e at
1 ab (b a ) 2 M X (t ) ,
Uniform(a,b) f X( x) a xb E( X ) V (X ) (b a )t
ba 2 12
t0
t
1 1 M X (t ) (1 ) 1 ,
Exp( ) f X ( x ) e x
0 x E( X ) V (X )
2
t
t
Gamma( , ) f X ( x) x 1e x 0 x E( X ) V (X ) M X (t ) (1 ) , t
( ) 2
r
12
r
1
x E( X ) r
r
1
(r2 ) f X ( x) 2 x e
2 2 0 x V ( X ) 2r M X (t ) (1 2t ) 2 , t
r 2
( )
2
2
( x )2
N( , 2 ) 1 E( X ) M (t ) e
t
2
t2
f X ( x) e 2 2
x V (X ) 2
X
2 , tR
( ) 1
Beta( , ) f X ( x) x (1 x) 1 0 x 1 E( X ) V (X )
( )( ) ( 1)( ) 2
條件分配
M X 1 X 2 (t1 , t 2 )
f(x1 , x 2 ) 邊際分配 p
x1 , x2 0,1, , n , X 2 | X 1 x1 ~ Bin ( n x1 , 2 )
三項( n, p1 , p2 ) n! X1 ~ Bin(n, p1 ) 1 p1
p1x1 p 2x2 (1 p1 p 2 ) n x1 x2 0 x1 x2 n [ p3 p1et1 p2 et2 ]n
x 1! x 2 !( n x 1 - x 2 )! X 2 ~ Bin(n, p2 ) p1
X 1 | X 2 x2 ~ Bin ( n x2 , )
1 p2 t1 , t 2 R
條件分配
M X1X2 (t 1 ,t 2 )
f X 1 X 2 ( x1 , x 2 ) 邊際分配
X 2 | X 1 ~ N ( 2 12 2 ( x1 1 ), 22 (1 122 ))
1
N 2 ( 1 , 2 , 12 , 22 , ) x1 , x2 X 1 ~ N ( 1 , 12 ) t11
t12 12 t 2 2
t 2 2 2 2 12t1t 2 1 2
1 1 x x x x
exp{ [( 1 1)2 212 1 1 2 2 ( 2 2)2]} X 2 ~ N ( 2 , 22 ) e 2 2
,
212 1- 122 2(1122 ) 1 1 2 2 X 1 | X 2 ~ N ( 1 12
1
( x 2 ), 12 (1 122 ))
2 2
t1 , t 2 R
2