euphoriaO-O

감마분포(Gamma distribution; $\Gamma(\alpha, \beta)$) $f(x) = \begin{cases} \frac{1}{\Gamma(\alpha)\beta^{\alpha}} x^{\alpha-1} e^{-x/\beta} & \mbox{00$ $\mu = \ \alpha\beta$ $\sigma^2 = \alpha\beta^2$ $M(t) = (1-\beta t)^{-\alpha} , t

베르누이 분포 (Bernoulli distribution) $p(x)=p^x(1-p)^{1-x}$, $x=0,1$, $0

공분산 (Covariance) $Cov(X,Y)=E[(X-\mu_1)(Y-\mu_2)]=E(XY)-\mu_1\mu_2$ 상관계수 (Correlation coefficient) $\rho=\frac{E[(X-\mu_1)(Y-\mu_2)]}{\sigma_1\sigma_2}=\frac{Cov(X,Y)}{\sigma_1\sigma_2}$ 조건부 기댓값 $E(Y|X)=\mu_2+\rho \frac{\sigma_2}{\sigma_1}(X-\mu_1)$ $E(Var(Y|X))=\sigma_2^2(1-\rho^2)$

적률생성함수 $X$를 어떤 $h>0$에 대해 $-h