But they're accountable and we can list all possible values when they're discrete and form a probability weighted average of the outcomes.
但随机变量是离散的话,我们可以把所有的可能值列出来,然后算出加权平均值
This refers to random variables that have fat-tailed distributions-- random variables that occasionally give you really big outcomes.
这就表示,服从长尾分布的随机变量,这些数据出现极端值的概率比较大
That's different when you have continuous values-- you don't have P because it's always zero.
和离散型随机变量的分布不同的是,连续型随机变量的分布中,某一点的概率值始终是零
If you have an experiment and the outcome of the experiment is a number, then a random variable is the number that comes from the experiment.
如果你有一个试验,这个试验的结果是一个数,那么相对应的随机变量,指的就是这个试验结果所对应的那个数
We have instead what's called a probability density when we have continuous random variables.
所以我们用概率密度的概念来描述,连续型随机变量的情况
We often assume in finance that random variables, such as returns,are normally distributed.
金融学中我们常假设随机变量,例如收益率,是服从正态分布的
You have discrete random variables, like the one I just defined, or there are also--which take on only a finite number of values-- and we have continuous random variables that can take on any number of values along a continuum.
就像刚定义的,是一个离散型随机变量,随机变量还可以有无限种取值,也就是连续型随机变量,随机变量可以取某一区间的一切值
Covariance is--we'll call it--now we have two random variables, so cov... I'll just talk about it in a sample term.
协方差是...我们有两个随机变量,x和y的协方差是,从样本的角度来说
I have it down that there might be an infinite number of possible values for the random variable x.
对于这个随机变量X,可能的取值个数是无限的
The basic definition-- the expected value of some random variable x--E--I guess I should have said that a random variable is a quantity that takes on value.
最基本的定义,某一个随机变量X的期望值E,我应该提到过,随机变量是一个可以取值的数
F is the continuous probability distribution for x.
是x的连续型随机变量的概率分布
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