From: Andrew Lorimer Date: Sun, 28 Jul 2019 23:24:05 +0000 (+1000) Subject: [methods] expected values X-Git-Tag: yr12~78 X-Git-Url: https://git.lorimer.id.au/notes.git/diff_plain/3c9cbf1989aa93febc7e3dde5acb1e6261559895 [methods] expected values --- diff --git a/methods/statistics.pdf b/methods/statistics.pdf index b0114ea..991c449 100644 Binary files a/methods/statistics.pdf and b/methods/statistics.pdf differ diff --git a/methods/statistics.tex b/methods/statistics.tex index 04a1903..ed51259 100644 --- a/methods/statistics.tex +++ b/methods/statistics.tex @@ -51,9 +51,27 @@ \begin{itemize} \item \textbf{Probability distribution graph} - a series of points on a cartesian axis representing results of outcomes. $\Pr(X=x)$ is on $y$-axis, $x$ is on $x$ axis. - \item \textbf{Mean $\mu$} - measure of central tendency. \textit{Balance point} or \textit{expected value} of a distribution. Centre of a symmetrical distribution. + \item \textbf{Mean $\mu$} - measure of central tendency. Also known as \textit{balance point} or \textit{expected value} of a distribution. Centre of a symmetrical distribution. + \item \textbf{Mode} - most popular value (has highest probability of \(X\) values). Multiple modes can exist if \(>1 \> X\) value have equal-highest probability. + \item \textbf{Median \(m\)} - the value of \(x\) such that \(\Pr(X \le m) = \Pr(X \ge m) = 0.5\). If \(m > 0.5\), then value of \(X\) that is reached is the median of \(X\). If \(m = 0.5 = 0.5\), then \(m\) is halfway between this value and the next. \item \textbf{Variance $\sigma^2$} - measure of spread of data around the mean. Not the same magnitude as the original data. Represented by $\sigma^2=\operatorname{Var}(x) = \sum (x=\mu)^2 \times p(x) = \sum (x-\mu)^2 \times \Pr(X=x)$. Alternatively: $\sigma^2 = \operatorname{Var}(X) = \sum x^2 \times p(x) - \mu^2$ \item \textbf{Standard deviation $\sigma$} - measure of spread in the original magnitude of the data. Found by taking square root of the variance: $\sigma =\operatorname{sd}(X)=\sqrt{\operatorname{Var}(X)}$ \end{itemize} + \subsubsection{Expectation theorems} + + \[ \overline{x} = \frac{\Sigma(xf)}{\Sigma(f)} = \Sigma (x p(x)) \tag{expected value} \] + + \begin{align*} + E(aX \pm b) &= aE(X) \pm b \\ + E(z) &= z \\ + E(X+Y) &= E(X) + E(Y) \\ + E(X)^n &= \Sigma x^n \cdot p(x) \\ + &\ne [E(X)]^2 + \end{align*} + + + + + \end{document}