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Random variable & CDF Notations Probability
Concordia College, Seward, US has reference to this Academic Journal, Probability By Zhichun Li Notations Random variable & CDF Definition: is the outcome of a random event or experiment that yields a numeric values. For a given x, there is a fixed possibility that the random variable will not exceed this value, written as P[X<=x]. The probability is a function of x, known as FX(x). FX(.) is the cumulative distribution function (CDF) of X.
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PDF & PMF A continuous random variable has a probability density function (PDF) which is: The possibility of a range (x1,x2] is For a discrete random variable. We have a discrete distribution function, aka. possibility massive function. Moment The expected value of a continuous random variable X is defined as Note: the value could be infinite (undefined). The mean of X is its expected value, denote as mX The nth moment of X is: Variability of a random variable Mainly use variance so that measure: The variance of X is also denote as: s2X Variance is measured in units that are the square of the units of X; so that obtain a quantity in the same units as X one takes the standard deviation:
Joint probability The joint CDF of X in addition to Y is: The covariance of X in addition to Y is defined as: Covariance is also denoted: Two random variable X in addition to Y are independent if: Conditional Probability For events A in addition to B the conditional probability defined as: The conditional distribution of X given an event denoted as: It is the distribution of X given that we know that the event has occurred. Conditional Probability (cont.) The conditional distribution of a discrete random variable X in addition to Y Denote the distribution function of X given that we happen so that know Y has taken on the value y. Defined as:
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Conditional Probability (cont.) The conditional expectation of X given an event: Central Limit Theorem Consider a set of independent random variable X1,X2, ? XN, each having an arbitrary probability distribution such that each distribution has mean m in addition to variance s2 When With parameter m in addition to variance s2/N Commonly Encountered Distributions Some are specified in terms of PDF, others in terms of CDF. In many cases only of these has a closed-form expression
Stochastic Processes Stochastic process: a sequence of random variables, such a sequence is called a stochastic process. In Internet measurement, we may encounter a situation in which measurements are presented in some order; typically such measurements arrived. Stochastic Processes A stochastic process is a collection of random variables indexed on a set; usually the index denote time. Continuous-time stochastic process: Discrete-time stochastic process: Stochastic Processes Simplest case is all random variables are independent. However, in consideration of sequential Internet measurement, the current one may depend on previous ones. One useful measure of dependence is the autocovariance, which is a second-order property:
Stochastic Processes First order so that n-order distribution can characterize the stochastic process. First order: Second order: Stationary Strict stationary For all n,k in addition to N Stochastic Processes Stationary Wide-sense Stationary (weak stationary) If just its mean in addition to autocovariance are invariant alongside time. Stochastic Processes Measures of dependence of stationary process Autocorrelation: normalized autocovarience Entropy rate Define entropy: Joint entropy:
Stochastic Processes Measures of dependence of stationary process Entropy rate The entropy per symbol in a sequence of n symbols The entropy rate Special Issues in the Internet Relevant Stochastic Processes Arrivals: events occurring at specific points of time Arrival process: a stochastic process in which successive random variables correspond so that time instants of arrivals: Property: non-decreasing & not stationary Interarrival process (may or may not stationary) Special Issues in the Internet Relevant Stochastic Processes Timeseries of counts Fixed-size time intervals in addition to counts how many arrivals occur in each time interval. For a fixed time interval T, the yields where: T called timescale Can use an approximation so that the arrival process by making additional assumption (such as assuming Poisson) A more compact description of data
Short tails in addition to Long tails ?In the case of network measurement large values can dominate system performance, so a precise understanding of the probability of large values is often a prime concern? As a result we care about the upper tails of a distribution Consider the shape of Short tails in addition to Long tails Declines exponentially if exists >0, such that: AKA. Short-tailed or light-tailed Decline as fast as exponential or faster. Subexponential distribution A long tail The practical result is that the samples from such distributions show extremely large observations alongside non-negligible frequency Short tails in addition to Long tails Heavy-tailed distribution: a special case of the subexponential distributions Asymptotically approach a hyperbolic (power-law) shape Formally: Such a distribution will have a PDF also follow a power law:
Short tails in addition to Long tails A comparison of a short-tailed in addition to a long-tailed distribution
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