Basic Concept and Theorem of Statistical Learning(二)
2010-10-29 11:29
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四. 极限定理
1. 大数定理
1) 切比雪夫大数定律
公式略.
直观意义上就是当Xn是独立同分布的随机变量序列,则当n趋向于无穷大的时候.Xk的平均值概率趋近于E(Xn).
这也就为我们平常利用大量的实验频率来逼近概率提供了理论依据.
2) 辛钦大数定律
在切比雪夫大数定律的基础上,去掉了方差的限制.
2. 中心极限定理
引入: 在大数定理中我们只能知道当n充分大的时候,均值趋向于期望。但是这个P(|Xm-E(x)|
1. 大数定理
1) 切比雪夫大数定律
公式略.
直观意义上就是当Xn是独立同分布的随机变量序列,则当n趋向于无穷大的时候.Xk的平均值概率趋近于E(Xn).
这也就为我们平常利用大量的实验频率来逼近概率提供了理论依据.
2) 辛钦大数定律
在切比雪夫大数定律的基础上,去掉了方差的限制.
2. 中心极限定理
引入: 在大数定理中我们只能知道当n充分大的时候,均值趋向于期望。但是这个P(|Xm-E(x)|
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