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泊松分布

2022-04-16 22:50 作者:匆匆-cc  | 我要投稿

        泊松分布满足表达式:

P_%7B(x%3Dk)%7D%3D%5Cfrac%7B%5Clambda%5Eke%5E%7B-%5Clambda%7D%7D%7Bk!%7D%2Ck%3D0%2C1%2C2%2C%E2%80%A6

概率和

        我们需要先了解泰勒展开式

        根据y%3De%5Exx%3D0处的泰勒展开式,有

e%5Ex%3D1%2B%5Cfrac%7Bx%7D%7B1!%7D%2B%5Cfrac%7Bx%5E2%7D%7B2!%7D%2B%5Cfrac%7Bx%5E3%7D%7B3!%7D%2B%E2%80%A6

        所以,

%5Cbegin%7Balign%7D%0A%5Csum%5E%7B%2B%5Cinfty%7D_%7Bk%3D0%7DP_%7B(x%3Dk)%7D%26%3D%5Csum%5E%7B%2B%5Cinfty%7D_%7Bk%3D0%7D%5Cfrac%7B%5Clambda%5Eke%5E%7B-%5Clambda%7D%7D%7Bk!%7D%5C%5C%0A%26%3De%5E%7B-%5Clambda%7D%5Csum%5E%7B%2B%5Cinfty%7D_%7Bk%3D0%7D%5Cfrac%7B%5Clambda%5Ek%7D%7Bk!%7D%5C%5C%0A%26%3De%5E%7B%5Clambda%7D%5Ccdot%20e%5E%7B%5Clambda%7D%5C%5C%0A%26%3D1%0A%5Cend%7Balign%7D

期望

        同样需要了解一个泰勒展开式。

        根据y%3Dxe%5Exx%3D0处的泰勒展开式,有

xe%5Ex%3D0%2B%5Cfrac%7B1%5Ccdot%20x%7D%7B1!%7D%2B%5Cfrac%7B2%5Ccdot%20x%5E2%7D%7B2!%7D%2B%5Cfrac%7B3%5Ccdot%20x%5E3%7D%7B3!%7D%2B%E2%80%A6

        所以,

%5Cbegin%7Balign%7D%0AE(x)%26%3D%5Csum%5E%7B%2B%5Cinfty%7D_%7Bk%3D0%7D%5Cfrac%7B%5Clambda%5Eke%5E%7B-%5Clambda%7D%7D%7Bk!%7D%5Ccdot%20k%5C%5C%0A%26%3De%5E%7B-%5Clambda%7D%5Csum%5E%7B%2B%5Cinfty%7D_%7Bk%3D0%7D%5Cfrac%7Bk%5Clambda%5Ek%7D%7Bk!%7D%5C%5C%0A%26%3De%5E%7B-%5Clambda%7D%5Ccdot%5Clambda%20e%5E%5Clambda%5C%5C%0A%26%3D%5Clambda%0A%5Cend%7Balign%7D

方差

        根据y%3Dx(x%2B1)e%5Exx%3D0处的泰勒展开式,有

x(x%2B1)e%5Ex%3D0%2B%5Cfrac%7B1%5E2%5Ccdot%20x%7D%7B1!%7D%2B%5Cfrac%7B2%5E2%5Ccdot%20x%5E2%7D%7B2!%7D%2B%5Cfrac%7B3%5E2%5Ccdot%20x%5E3%7D%7B3!%7D%2B%E2%80%A6

        所以,

%5Cbegin%7Balign%7D%0AD(x)%26%3D%5Csum%5E%7B%2B%5Cinfty%7D_%7Bk%3D0%7D%5Cfrac%7B%5Clambda%5Eke%5E%7B-%5Clambda%7D%7D%7Bk!%7D%5Ccdot%20k%5E2-E%5E2(x)%5C%5C%0A%26%3De%5E%7B-%5Clambda%7D%5Csum%5E%7B%2B%5Cinfty%7D_%7Bk%3D0%7D%5Cfrac%7Bk%5E2%5Clambda%5Ek%7D%7Bk!%7D-E%5E2(x)%5C%5C%0A%26%3De%5E%7B-%5Clambda%7D%5Ccdot%5Clambda(%5Clambda%2B1)%20e%5E%5Clambda-%5Clambda%5E2%5C%5C%0A%26%3D%5Clambda%0A%5Cend%7Balign%7D

        关于y%3Dx(x%2B1)e%5Exx%3D0处的泰勒展开式,我们有:

y%3D(x%5E2%2Bx)e%5Ex

y'%3D(x%5E2%2B3x%2B1)e%5Ex

y''%3D(x%5E2%2B5x%2B4)e%5Ex

y'''%3D(x%5E2%2B7x%2B9)e%5Ex

%E2%80%A6

        可用数学归纳法证明下式:

x(x%2B1)e%5Ex%3D0%2B%5Cfrac%7B1%5E2%5Ccdot%20x%7D%7B1!%7D%2B%5Cfrac%7B2%5E2%5Ccdot%20x%5E2%7D%7B2!%7D%2B%5Cfrac%7B3%5E2%5Ccdot%20x%5E3%7D%7B3!%7D%2B%E2%80%A6

        再次声明:此类专题一般仅从分布列要求、期望、方差以及简单性质几个角度来研究,其余的累积分布函数、特征函数等内容,恕不讨论。

        其目的,是为了练习与高等数学接轨的部分知识,而不是系统地学习概率统计。

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