Presentation is loading. Please wait.

Presentation is loading. Please wait.

Statistics. A two-dimensional random variable with a uniform distribution.

Similar presentations


Presentation on theme: "Statistics. A two-dimensional random variable with a uniform distribution."— Presentation transcript:

1 Statistics

2 A two-dimensional random variable with a uniform distribution

3

4

5

6 variable 1 variable 2

7 Probability density function for variable 1 value probability

8 A two-dimensional random variable with a uniform distribution variable 1 variable 2

9 Probability density function for variable 2 value probability

10 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2

11 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2

12 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2

13 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2

14 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 Marginal probability density function - variable 1

15 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 Marginal probability density function - variable 1 mean

16 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 Marginal probability density function - variable 1 mean standard deviation

17 A single random variable with a multi-normal distribution mean standard deviation

18 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 marginal probability density function - variable 2 mean standard deviation

19 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2

20 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 conditional probability density function - variable 1

21 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 conditional probability density function - variable 1

22 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 conditional probability density function - variable 1

23 Two-dimensional probability density function

24 To characterise a single random variable we need…..

25 A single random variable with a multi-normal distribution mean standard deviation

26 µ mean value variance σ2σ2

27 To characterise two random variables we need…..

28 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2

29 µ 1 µ 2 mean values variance-covariance matrix σ 1 2 σ 12 σ 21 σ 2 2

30 µ 1 µ 2 mean values variance-covariance matrix σ 1 2 σ 12 σ 21 σ 2 2

31 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 Marginal probability density function - variable 1 mean standard deviation

32 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 marginal probability density function - variable 2 mean standard deviation

33 µ 1 µ 2 mean values variance-covariance matrix σ 1 2 σ 12 σ 21 σ 2 2

34 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 Parameter correlation

35 A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 No parameter correlation

36 µ 1 µ 2 mean values variance-covariance matrix σ 1 2 0 0 σ 2 2


Download ppt "Statistics. A two-dimensional random variable with a uniform distribution."

Similar presentations


Ads by Google