Probability and Statistics

Math, Probability and Statistics

Variance, Covariance, Autocovariance…what?

This article aims to distinguish between Variance, Covariance, Correlation, Autocovariance, and Autocorrelation. Furthermore there will be a numerical discrete example for computing the Autocorrelation in python. This article will not derive the formulae mathematically, only state them. Variance measures the spread of a r.v. (random variable). \[\begin{equation} Var(X) = E[( X-\bar{x} )^2] = \sum_{i=1}^{n} {

plot of the standard normal distribution
Probability and Statistics

Understanding the Probability Density Function of the Normal Distribution

A random variable \(Z\)  is said to have the standard normal distribution, if its probability density function (pdf) is as follows:  \[\begin{equation}f_Z(z)=\frac{1}{\sqrt{2\pi}} * \exp(\frac{-z^2}{2}), \quad -\infty<z<\infty\end{equation} \tag{1}\label{eq:eq1} \] This formula seems hard to digest and remember. The goal of this post is to get familiar with it. We will do so by dissecting it thoroughly

Probability and Statistics

Stars and Bars Argument (Einstein-Bose) or placing n identical objects into n distinct bins, or drawing k times from n balls with replacement, order does not matter

https://brilliant.org/wiki/integer-equations-star-and-bars/ https://brilliant.org/wiki/identical-objects-into-distinct-bins/ So, the total number of objects consists of the number of balls or start or else plus the number of bins -1 (which is the number of bars needed). Note, that it does not matter if we find all the ways we can choose the number of bars from the total number of

Probability and Statistics

Jupyter-Notebook: Binominal Distribution Example

https://gist.github.com/irene-markelic/c57d616a1dab051b4d57e70d36fb920b#file-binomialdistributionexample-ipynb BinomialDistributionExample In [1]: from scipy.stats import binom import matplotlib.pyplot as plt # experiment: 10 balls, 7 are white and 3 black # we pick a ball 10 times with replacement # What is the probability that there are: # – 0 white balls # – 1 white ball # – 2 white balls # –

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