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简单的概率论回顾

Random Variables

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X：random variable. Represents a distribution of potential values 随机变量就是可能取很多值的一个数。
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X ~ p(x) probability density function (PDF). 随机变量的分布 Describes relative probability(x) of a random process choosing value 随机变量取一些值有大的概率，取另外一些值有小的概率。
Example: uniform PDF: all values over a domain are equally likely

Expected Value of a Random Variable 期望

The average value that one obtains if repeatedly drawing samples from the random distribution.

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Function of a Random Variable

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A function Y of a random variable X is also a random variable:
Expected value of a function of a random variable:

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