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Review of Probability and Statistics1

Review of Probability and Statistics1

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Published by: Abdkabeer Akande on May 01, 2013
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Introduction to Pattern Recognition Ricardo Gutierrez-Osuna Wright State University 1
Lecture 2: Review of Probability and Statistics 
 g
Probability
 n
Definition of probability
 n
Axioms and properties
 n
Conditional probability
 n
Bayes Theorem
 g
Random Variables
 n
Definition of a Random Variable
 n
Cumulative Distribution Function
 n
Probability Density Function
 n
Statistical characterization of Random Variables
 g
Random Vectors
 n
Mean vector
 n
Covariance matrix
 g
The Gaussian random variable
 
Introduction to Pattern Recognition Ricardo Gutierrez-Osuna Wright State University 
Basic probability concepts 
 g
Definitions (informal)
 n
Probabilities are numbers assigned to events that indicate “
how likely” 
it is thatthe event will occur when a random experiment is performed
 n
A
probability law
for a random experiment is a rule that assigns probabilities tothe events in the experiment
 n
The
sample space
S of a random experiment is the set of all possible outcomes
 g
Axioms of probability
 n
Axiom I:
 n
Axiom II:
 n
Axiom III:
A
1
A
2
A
3
A
4
event 
     p     r     o       b     a       b       i       l       i      t     y
A
1
A
2
A
3
ProbabilityLaw
A
4
Sample space
+== =
 ji ji ji i
]P[A]P[A]AP[Athen,AAif 1P[S]]P[A0
 U I
 
Introduction to Pattern Recognition Ricardo Gutierrez-Osuna Wright State University 
More properties of probability 
{ }
{ }
]P[A]P[Athen,AAif ]A...AP[A1)(...]AP[A]P[A]AP[ ]AP[A]P[A]P[A]AP[A ]P[A]AP[then ji,AAif,,...AA,Agiven 0]P[1P[A]P[A]1]cP[A
2121 N211NNk jk jN1kkN1kk21211 N1kkN1kk jiN21
++= +=== ==
+<====
:7PROPERTY:6PROPERTY:5PROPERTY:4PROPERTY:3PROPERTY:2PROPERTY:1PROPERTY
 I I I I  I U I
UU
2

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