Statistical Measure Summary

Statistical Measure Summary

통계량 계산 방법

통계량 (Statistical Measure)	연속 분포 (PDF / CDF)	이산 분포 (PMF / CDF)
평균 (Mean)	\(E[X] = \int_{-\infty}^{\infty} x \cdot f(x) \,dx\)	\(E[X] = \sum_{x} x \cdot p(x)\)
분산 (Variance)	\(Var(X) = E[X^2] - (E[X])^2\) (\(E[X^2] = \int x^2 f(x) \,dx\))	\(Var(X) = E[X^2] - (E[X])^2\) (\(E[X^2] = \sum x^2 p(x)\))
공분산 (Covariance)	\(Cov(X, Y) = E[XY] - E[X]E[Y]\) (\(E[XY] = \iint xy f(x,y) \,dx\,dy\))	\(Cov(X, Y) = E[XY] - E[X]E[Y]\) ($$E