| 翻訳と辞書 |
| convolution of probability distributions ： ウィキペディア英語版 |
convolution of probability distributions
The convolution of probability distributions arises in probability theory and statistics as the operation in terms of probability distributions that corresponds to the addition of independent random variables and, by extension, to forming linear combinations of random variables. The operation here is a special case of convolution in the context of probability distributions.
==Introduction==
The probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of random variables is the convolution of their corresponding probability mass functions or probability density functions respectively. Many well known distributions have simple convolutions: see List of convolutions of probability distributions
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「convolution of probability distributions」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.
|
|