loic/science-notes
1
0
Fork 0
Code Issues Pull requests Projects Releases Packages Wiki Activity Actions

Minor changes

Browse source
This commit is contained in:
Loic Guegan 2023-10-15 16:41:28 +02:00
parent 20ca824663
commit 9e279ad51d
1 changed files with 18 additions and 2 deletions
Show stats Download patch file Download diff file Expand all files Collapse all files

20
source/statistics/notations.rst
View file

@ -39,7 +39,23 @@ Two different notation conventions are used. The one to use depends if you are w
Operators
==========
Var esperance etc.. + remove in metrics esperence
Expected value
^^^^^^^^^^^^^^^
The expected value (*esperance*) of a random variable :math:`X` is noted :math:`\mathbb{E}[X]`.
It as the following linerarity properties:
.. math::
\mathbb{E}[X+Y]=\mathbb{E}[X] + \mathbb{E}[Y]
.. math::
\mathbb{E}[\alpha X]=\alpha\mathbb{E}[X]
Variance
^^^^^^^^
The variance operator of a random variable :math:`X` is noted :math:`\mathbb{V}[X]` or :math:`\mathrm{Var}[X]`.
Coraviance
^^^^^^^^^^
The covariance operator of a random variable :math:`X` and :math:`Y`
is noted :math:`\mathrm{Cov}[X,Y]`.