[機統] Density Function 名詞與定義
名詞敘述出自 Saeed Ghahramani的機率課本 (閃電本) p.233
想請問一下 Probability Density Functions 的特性
令 f 為一個density function of a random variable X with
distribution function F.
其中，properties其中一點為
b
P(a＜X＜b) = P(a≦X＜b) = P(a＜X≦b) = P(a≦X≦b) = ∫ f(t) dt
a
課本描述：Another implication of P(X = a) = 0 , for all a 屬於 R , is that "the
value of the density function f at no point represents a probability."
The probabilistic significance of f is that its integral over any subset of
real numbers B gives the probability that X lies in B.
想請問一下幾個問題
Q1 這個density function所描繪之特性意義是?
Q2 紅字的部份整句是什麼意思呢？
Q3 黃字的no point是指？
不知道是概念不好懂，還是自己英文太差 (攤手)
希望版友能給予自己一些指點
謝謝！
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※ 編輯: Justin258 來自: 140.113.68.146 (06/12 08:41)
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