[20分] 關於計算nth moment

用戶26729

2007-10-31 10:48 am

假設有一個random variable
依個random variable等於1 o既probability 係0.2
依個random variable等於2 o既probability 係0.3
依個random variable等於3 o既probability 係0.5

甘依個random variable o既expected value係咪甘樣計呀?
(1*0.2) + (2*0.3) + (3*0.5) =0.2 + 0.6 + 1.5 = 2.3

跟甘我想問nth moment 可以點計?
同埋計nth moment出黎有咩用呢?
可唔可以示範計一次?
唔該晒

回答 (2)

dior_fongfong

2007-11-02 12:52 am

✔ 最佳答案

基本上expected value(EV)係咁計...但係唔會單1咁用囉...通常用黎比較

就好似我地而家有Plan A同Plan B
如果用Plan A..我地賺$1000既機會係0.7...賺$1500既機會係0.3
咁Plan B就係有 0.1機會係賺$500...0.6既機會係賺$1200...而0.3既機會係賺$1300
咁我地應該用邊個Plan呢?

The EV of profit taking Plan A is : $(0.7*1000+0.3*1500) = $1150
The EV of profit taking Plan B is : $(0.1*500+0.6*1200+0.3*1300) = $1160

Plan B would be selected in preference to Plan A, because Plan B have the highest expected value of profit.

而nth moment我就唔太記得喇...不過搵左呢d野...
A statistical calculation of how much the individual values of a sequence deviate from the mean value. To compute the nth moment, the difference of each value from the mean is lifted to the nth power and summed.

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用戶17311

2007-10-31 10:14 pm

T(n)=?

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