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Regular conditional probability : ウィキペディア英語版 | Regular conditional probability Regular conditional probability is a concept that has developed to overcome certain difficulties in formally defining conditional probabilities for continuous probability distributions. It is defined as an alternative probability measure conditioned on a particular value of a random variable. ==Motivation== Normally we define the conditional probability of an event ''A'' given an event ''B'' as: : The difficulty with this arises when the event ''B'' is too small to have a non-zero probability. For example, suppose we have a random variable ''X'' with a uniform distribution on and ''B'' is the event that Clearly the probability of ''B'' in this case is but nonetheless we would still like to assign meaning to a conditional probability such as To do so rigorously requires the definition of a regular conditional probability.
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「Regular conditional probability」の詳細全文を読む
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