definition 11.3 Discrete random variable
open in the book ·
parts/02-mathematical-methods/09-probability-statistics.tex:120
· p. 372
- ground object -- no derivation owed
Rests on
-
depends_on
definition 11.1
Discrete probability space
¶
-
depends_on
definition 7.45
Series
¶
- depends_on definition 7.2 Absolute value ¶
-
depends_on
definition 7.4
Convergence
¶
- depends_on definition 7.2 Absolute value ¶ ↺
-
depends_on
definition 7.45
Series
¶
Supports
-
depends_on
definition 11.4
Expectation
¶
- depends_on definition A.741 The statistical setting ¶
-
depends_on
definition 11.23
Expectation, moments and quantiles in the continuous
case
¶
- depends_on example 11.30 Exponential lifetimes ¶
- depends_on proposition 11.29 Gaussian moments ¶
- depends_on proposition 11.27 Probability integral transform ¶
-
depends_on
proposition 11.24
The algebra of the discrete case transfers
¶
- depends_on example 11.30 Exponential lifetimes ¶ ↺
- depends_on proposition 11.26 Product rule ¶
-
depends_on
proposition 11.5
Transfer, linearity, monotonicity
¶
-
depends_on
definition 11.11
Covariance and correlation
¶
- depends_on corollary 11.15 Bounds on the correlation coefficient ¶
-
depends_on
definition 11.16
Sample mean, variance and correlation
¶
- depends_on example 11.19 A counting measurement ¶
- depends_on example 11.31 A length measurement ¶
- depends_on proposition 11.17 Sampling identities ¶
-
depends_on
lemma 11.63
Cauchy–Schwarz for random
variables
¶
- depends_on corollary 11.15 Bounds on the correlation coefficient ¶ ↺
- depends_on corollary 11.65 When the bound is attained ¶
- depends_on lemma A.199 The standardised third moment is at least one ¶
- depends_on theorem 11.64 Cramér–Rao inequality ¶
-
depends_on
proposition 11.12
Bilinearity
¶
- depends_on example 11.18 Three standard discrete distributions ¶
- depends_on proposition 11.14 Independence implies zero covariance; the converse fails ¶
- depends_on proposition 11.17 Sampling identities ¶ ↺
-
depends_on
definition 11.6
Moments, variance, standard deviation
¶
- depends_on definition 11.11 Covariance and correlation ¶ ↺
- depends_on definition 11.16 Sample mean, variance and correlation ¶ ↺
- depends_on example 11.18 Three standard discrete distributions ¶ ↺
- depends_on lemma 11.63 Cauchy–Schwarz for random variables ¶ ↺
-
depends_on
lemma 11.50
Markov and Chebyshev inequalities
¶
- depends_on corollary 11.51 Weak law of large numbers ¶
- depends_on theorem 11.101 Davies' bound ¶
-
depends_on
proposition 11.7
Variance identity
¶
- depends_on proposition 11.10 What the mean and the median minimise ¶
- depends_on lemma 11.50 Markov and Chebyshev inequalities ¶ ↺
- depends_on proposition 11.12 Bilinearity ¶ ↺
- depends_on proposition 11.24 The algebra of the discrete case transfers ¶ ↺
- depends_on proposition 11.7 Variance identity ¶ ↺
-
depends_on
definition 11.11
Covariance and correlation
¶
- depends_on theorem A.169 Dominated convergence ¶
- depends_on theorem A.170 Fubini's theorem, bounded case ¶
- depends_on theorem A.223 Tonelli and dominated convergence, as used here ¶
-
depends_on
definition 11.13
Independence
¶
-
depends_on
definition 11.25
Joint density and independence
¶
- depends_on proposition 11.26 Product rule ¶ ↺
- depends_on definition 11.16 Sample mean, variance and correlation ¶ ↺
- depends_on proposition 11.14 Independence implies zero covariance; the converse fails ¶ ↺
-
depends_on
definition 11.25
Joint density and independence
¶
-
depends_on
definition 11.8
Quantiles and median
¶
- depends_on example 11.31 A length measurement ¶ ↺
- depends_on proposition 11.10 What the mean and the median minimise ¶ ↺
Neighborhood
Every logical edge within two steps of this node.
- declared and complete
- partly declared
- a check failed
- not graded
- declared in the source
- inferred from structure
Edges
| type | direction | node | provenance | where |
|---|---|---|---|---|
depends_on |
→ | Discrete probability space | declared | parts/02-mathematical-methods/09-probability-statistics.tex:131 |
depends_on |
← | Expectation | declared | parts/02-mathematical-methods/09-probability-statistics.tex:142 |
depends_on |
← | Independence | declared | parts/02-mathematical-methods/09-probability-statistics.tex:367 |
depends_on |
← | Quantiles and median | declared | parts/02-mathematical-methods/09-probability-statistics.tex:246 |