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Merge pull request #25 from RicardoHS/issue-5-add_probability_chapter
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Issue 5 add probability chapter
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RicardoHS authored Oct 29, 2019
2 parents 209a532 + 240a26a commit b1fc147
Showing 1 changed file with 17 additions and 1 deletion.
18 changes: 17 additions & 1 deletion src/chapters/probability.tex
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Expand Up @@ -675,6 +675,9 @@ \subsection{Normal Distribution}
\end{tcolorbox}
\missingfigure{pdf and cdf}

\subsubsection{Normal aproximation to the binomial distribution}
\todo[inline]{complete}

\todo[inline]{COMPLETE WITH gamma, beta distributions}

\section{Random Vectors}
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\todo[inline]{complete with definition and properties}

\subsection{Multivariate Normal Distribution}
Is a generalization of the one-dimensional (univariate) normal distribution to
higher dimensions. For $k=1$ is the normal distribution, for $k=2$ is the
bivariate normal, for $k>2$ is the multivariate.
\[ \textbf{X} \sim \mathcal{N}_d(\mu,\Sigma)\]
In R, library(MASS), function mvrnorm
\todo[inline]{complete}
\missingfigure{descriptive figure with diferent parameters}

Expand All @@ -829,7 +836,16 @@ \subsection{Bivariate Normal distribution}
\missingfigure{descriptive figure with diferent parameters}

\subsection{Multinomial Distribution}
\[ \textbf{X} \sim M(n,\textbf{p}) \]
The multinomial distribution is the generalation of the binomial distribution.
It allows to model the Bernoulli process with more than a binary result. For
example, it models the probability of counts of each side for rolling a k-sided
die $n$ times.
\[ \textbf{X} \sim M(n,p_1,\dots,p_k)\;\;\; \text{with }\sum_{i=1}^k p_i = 1 \]
with
\[ P(X=x) = \frac{n!}{x_1!\dots X_k!}p_1^{x_1}\dots p_k^{x_k} \]
and have expectation and variance
\[ \mathbb{E}[X_i]=np_i \;\;\;\; V[X_i] = np_i(1-p_i) \]

\todo[inline]{complete}
\missingfigure{descriptive figure with diferent parameters}

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