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Published byMarylou Williams Modified over 9 years ago
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Statistics
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A two-dimensional random variable with a uniform distribution
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variable 1 variable 2
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Probability density function for variable 1 value probability
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A two-dimensional random variable with a uniform distribution variable 1 variable 2
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Probability density function for variable 2 value probability
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 Marginal probability density function - variable 1
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 Marginal probability density function - variable 1 mean
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 Marginal probability density function - variable 1 mean standard deviation
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A single random variable with a multi-normal distribution mean standard deviation
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 marginal probability density function - variable 2 mean standard deviation
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 conditional probability density function - variable 1
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 conditional probability density function - variable 1
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 conditional probability density function - variable 1
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Two-dimensional probability density function
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To characterise a single random variable we need…..
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A single random variable with a multi-normal distribution mean standard deviation
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µ mean value variance σ2σ2
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To characterise two random variables we need…..
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2
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µ 1 µ 2 mean values variance-covariance matrix σ 1 2 σ 12 σ 21 σ 2 2
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µ 1 µ 2 mean values variance-covariance matrix σ 1 2 σ 12 σ 21 σ 2 2
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 Marginal probability density function - variable 1 mean standard deviation
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 marginal probability density function - variable 2 mean standard deviation
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µ 1 µ 2 mean values variance-covariance matrix σ 1 2 σ 12 σ 21 σ 2 2
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 Parameter correlation
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A two-dimensional random variable with a multi-normal distribution variable 1 variable 2 No parameter correlation
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µ 1 µ 2 mean values variance-covariance matrix σ 1 2 0 0 σ 2 2
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