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Volledige samenvatting van kansrekening en beschrijvende statistiek inclusief een volledig schema van alle verdelingen

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Samenvatting gebaseerd op het boek en de slides inclusief een volledig schema van alle verdelingen, ik behaalde hiermee 18/20

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  • May 16, 2023
  • 23
  • 2021/2022
  • Summary
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KANSREKENEN EN BESCHRIJVENDE
STATISTIEK




KU LEUVEN 2021-2022

,INHOUDSOPGAVE

Hoofdstuk 1: kansrekenen .................................................................................................................................. 3
1.1 definities, symbolen en begrippen .............................................................................................................................. 3
1.2 eigenschappen van een kansruimte ............................................................................................................................ 3
1.3 uniforme kansruimten ................................................................................................................................................... 4
1.4 voorwaardelijke kans ................................................................................................................................................... 4
1.5 onafhankelijke gebeurtenissen .................................................................................................................................... 5

Hoofdstuk 2: toevalsveranderlijken ................................................................................................................... 6
2.1 toevalsveranderlijke of stochastische waarde ................................................................................................................. 6
2.2 – 2.3 discrete en continue toevalsveranderlijken ............................................................................................................ 6
2.4 gemengde toevalsveranderlijken ...................................................................................................................................... 7
2.5 verwachte waarde en variantie ......................................................................................................................................... 7
2.6 Ongelijkheid van Markov en Chebyshev ......................................................................................................................... 7
2.7 De coëfficiënt van variatie:................................................................................................................................................ 8
2.8 Hogere orde momenten:..................................................................................................................................................... 8
2.9 Scheefheid van een verdeling:........................................................................................................................................... 8
2.10 momentvoortbrengende functie ...................................................................................................................................... 8
2.11 verwachte waarden en kwantielen .................................................................................................................................. 8

hoofdstuk 3: kansmodel ..................................................................................................................................... 9
3.1 basisprocessen...................................................................................................................................................................... 9
3.2 Discrete kansmodellen....................................................................................................................................................... 10
3.3 continue kansmodellen ...................................................................................................................................................... 11
3.4 TRANSFORMATIES VAN TOEVALSVERANDERLIJKEN ............................................................................................... 13

hoofdstuk 4: toevalsvectoren ........................................................................................................................... 14
4.1 gezamenlijke kansmassa, kansdichtheid en kansverdeling .......................................................................................... 14
4.2 marginale kansverdelingen .............................................................................................................................................. 15
4.3 voorwaardelijke kansverdelingen ................................................................................................................................... 15
4.4 onafhankelijkheid .............................................................................................................................................................. 16
4.5 verwachtingswaarden bij toevalsvectoren ..................................................................................................................... 17
4.6 transformatie van toevalsvectoren .................................................................................................................................. 18
4.7 voorwaardelijke verwachting .......................................................................................................................................... 19
4.8 multivariate normale verdeling ....................................................................................................................................... 19

hoofdstuk 5: limietstelling (zie boek) ............................................................................................................... 19

hoofdstuk 6: beschrijvende statistiek ............................................................................................................... 20
6.1 inleiding .............................................................................................................................................................................. 20

, 6.2 indeling van gegevens ...................................................................................................................................................... 20
6.3 grafische methoden en tabellen....................................................................................................................................... 20
6.4 beschrijvende kengetallen van een steekproef .............................................................................................................. 21

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