โ€œํ™•๋ฅ ๊ณผ ํ†ต๊ณ„(MATH230)โ€ ์ˆ˜์—…์—์„œ ๋ฐฐ์šด ๊ฒƒ๊ณผ ๊ณต๋ถ€ํ•œ ๊ฒƒ์„ ์ •๋ฆฌํ•œ ํฌ์ŠคํŠธ์ž…๋‹ˆ๋‹ค. ์ „์ฒด ํฌ์ŠคํŠธ๋Š” Probability and Statistics์—์„œ ํ™•์ธํ•˜์‹ค ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค ๐ŸŽฒ

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โ€œํ™•๋ฅ ๊ณผ ํ†ต๊ณ„(MATH230)โ€ ์ˆ˜์—…์—์„œ ๋ฐฐ์šด ๊ฒƒ๊ณผ ๊ณต๋ถ€ํ•œ ๊ฒƒ์„ ์ •๋ฆฌํ•œ ํฌ์ŠคํŠธ์ž…๋‹ˆ๋‹ค. ์ „์ฒด ํฌ์ŠคํŠธ๋Š” Probability and Statistics์—์„œ ํ™•์ธํ•˜์‹ค ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค ๐ŸŽฒ

๋ช‡๋ช‡ Distribution์˜ ๊ฒฝ์šฐ ํ˜„์‹ค์„ ๋ชจ์‚ฌํ•˜๊ณ  ์ž˜ ์„ค๋ช…ํ•˜๊ธฐ ๋•Œ๋ฌธ์— ์œ ์šฉํ•˜๊ฒŒ ์‚ฌ์šฉ๋œ๋‹ค. ์ด๋ฒˆ ํฌ์ŠคํŠธ์—์„  Discrete RV์—์„œ ๋ณผ ์ˆ˜ ์žˆ๋Š” ์œ ๋ช…ํ•œ Distributions์„ ์‚ดํŽด๋ณธ๋‹ค. ๊ฐ Distribution์ด ๋‹ค๋ฅธ ๋ถ„ํฌ์— ๋Œ€ํ•œ Motivation์ด ๋˜๊ธฐ ๋•Œ๋ฌธ์— ๊ทธ ์˜๋ฏธ๋ฅผ ๊ณฑ์”น๊ณ , ์ถฉ๋ถ„ํžˆ ์—ฐ์Šตํ•ด์•ผ ํ•œ๋‹ค.

Bernoulli Distribution

<Bernolli Distribution>์€ ๋™์ „ ๋˜์ง€๊ธฐ์— ๋Œ€ํ•œ Distribution์ด๋‹ค. ์ข€๋” ์ผ๋ฐ˜ํ™”ํ•ด์„œ ๋งํ•˜๋ฉด, Sample space์—์„œ ๋‹จ ๋‘๊ฐœ์˜ sample point๋ฅผ ๊ฐ€์งˆ ๋•Œ, Bernoulli Distribution์ด๋ผ๊ณ  ํ•œ๋‹ค.

Definition.

(1) A <Bernoulli trial> is an experiment whose outcomes are only success or failure.

(2) A RV $X$ is said to have <Bernoulli Distributions> if its pmf is given by

\[f(x) = p^x \cdot (1-p)^{1-x}\]

We denote it as

\[X \sim \text{Bernoulli}(p)\]

์—ฌ๊ธฐ์„œ ์ฃผ์˜ํ•  ์ ์€ <Bernoulli Trial>์€ ๋”ฑ ํ•œ๋ฒˆ๋งŒ ์‹œํ–‰ํ•˜๋Š” ๊ฒƒ์ด๋‹ค! Trial์„ ์—ฌ๋Ÿฌ๋ฒˆ ํ•œ๋‹ค๋ฉด, ๋’ค์— ๋‚˜์˜ฌ <Binomial Distribution>์ด ๋œ๋‹ค.


Theorem.

If $X$ is a Bernoulli RV, then

  • $\displaystyle E[X] = \sum x f(x) = 1 f(1) = p$
  • $\displaystyle \text{Var}(X) = E[X^2] - (E[X])^2 = p - p^2 = p (1-p) = pq$

๋งบ์Œ๋ง

์ด์–ด์ง€๋Š” ํฌ์ŠคํŠธ์—์„  ์ข€๋” ๋ณต์žกํ•œ ํ˜•ํƒœ์˜ ์ดํ•ญ ๋ถ„ํฌ๋ฅผ ๋‹ค๋ฃฌ๋‹ค. ๐Ÿคฉ