spark MLlib 概念 3：卡方分布（chi-squared distribution） - 过雁

数学定义[编辑]

若k个随机变量 $Z_1$ 、……、 $Z_k$ 是相互独立，符合标准正态分布的随机变量（数学期望为0、方差为1），则随机变量Z的平方和

X=\sum_{i=1}^k Z_i^2

被称为服从自由度为 k 的卡方分布，记作

X\ \sim\ \chi^2(k) \,

\ X\ \sim\ \chi^2_k

If Z₁, ..., Z_k are independent, standard normal random variables, then the sum of their squares,

Q\ = \sum_{i=1}^k Z_i^2 ,

is distributed according to the chi-squared distribution with k degrees of freedom. This is usually denoted as

Q\ \sim\ \chi^2(k)\ \ \text{or}\ \ Q\ \sim\ \chi^2_k .

The chi-squared distribution has one parameter: k — a positive integer that specifies the number of degrees of freedom (i.e. the number of Z_i’s)

posted on 2015-02-01 17:00 过雁阅读(866) 评论(0) 编辑收藏举报

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