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单词 SymmetricRandomVariable
释义

symmetric random variable


Let (Ω,,P) be a probability spaceMathworldPlanetmath and X a real random variableMathworldPlanetmath defined on Ω. X is said to be symmetricMathworldPlanetmath if -X has the same distribution functionMathworldPlanetmath as X. A distribution function F:[0,1] is said to be symmetric if it is the distribution function of a symmetric random variable.

Remark. By definition, if a random variable X is symmetric, then E[X] exists (<). Furthermore, E[X]=E[-X]=-E[X], so that E[X]=0. Furthermore, let F be the distribution function of X. If F is continuous at x, then

F(-x)=P(X-x)=P(-X-x)=P(Xx)=1-P(Xx)=1-F(x),

so that F(x)+F(-x)=1. This also shows that if X has a density function f(x), then f(x)=f(-x).

There are many examples of symmetric random variables, and the most common one being the normal random variables centered at 0. For any random variable X, then the difference ΔX of two independentPlanetmathPlanetmath random variables, identically distributed as X is symmetric.

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更新时间:2025/5/4 23:38:57