翻訳と辞書 Words near each other ・ Compound of two great snub icosidodecahedra ・ Compound of two icosahedra ・ Compound of two inverted snub dodecadodecahedra ・ Compound of two small stellated dodecahedra ・ Compound of two snub cubes ・ Compound of two snub dodecadodecahedra ・ Compound of two snub dodecahedra ・ Compound of two snub icosidodecadodecahedra ・ Compound of two truncated tetrahedra ・ Compound option ・ Compound pier ・ Compound Poisson distribution ・ Compound Poisson process ・ Compound presentation ・ Compound prism ・ Compound probability distribution ・ Compound refractive lens ・ Compound S ・ Compound semiconductor ・ Compound shutter ・ Compound spirit of ether ・ Compound squeeze ・ Compound steam engine ・ Compound subject ・ Compound TCP ・ Compound term processing ・ Compound turbine ・ Compound verb ・ Compounding ・ Compounding a felony Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Compound probability distribution ： ウィキペディア英語版 Compound probability distribution In probability and statistics, a compound probability distribution is the probability distribution that results from assuming that a random variable is distributed according to some parametrized distribution, with the parameters of that distribution being assumed to be themselves random variables. The compound distribution is the result of marginalizing over the intermediate random variables that represent the parameters of the initial distribution. An important type of compound distribution occurs when the parameter being marginalized over represents the number of random variables in a summation of random variables. ==Definition== A compound probability distribution is the probability distribution that results from assuming that a random variable is distributed according to some parametrized distribution $F$ with an unknown parameter ''θ'' or parameter vector θ that is distributed according to some other distribution ''G'' with hyperparameter ''α'', and then determining the distribution that results from marginalizing over ''G'' (i.e. integrating the unknown parameter(s) out). The resulting distribution ''H'' is said to be the distribution that results from compounding ''F'' with ''G''. Expressed mathematically for a scalar data point with scalar parameter and hyperparameter: :$p\_H(x|\backslash alpha)\; =$ The same formula applies if some or all of the variables are vectors. Here is the case for a vector data point with vector parameters and hyperparameters: :$p\_H(\backslash mathbf|\backslash boldsymbol\backslash alpha)\; =\; \backslash !\backslash boldsymbol\backslash theta\}$ A compound distribution $H$ resembles in many ways the original distribution $F$ that generated it, but typically has greater variance, and often heavy tails as well. The support of $H$ is the same as the support of the $F$, and often the shape is broadly similar as well. The parameters of $H$ include the parameters of $G$ and any parameters of $F$ that are not marginalized out. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Compound probability distribution」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.