Stochastics - the scattering just explained

04-11  Source: Network gathering  Views:3 


Stochastics - the scattering just explained

It sounds difficult, but it is easily explained - the spread in stochastics.

Stochastics - brief introduction

  • Stochastic is roughly divided into the areas of probability, game theory, combinatorics and statistics.
  • Profane words, the Stochastics is concerned, for example, with the throwing of dice. So you can, for example, by a simple formula to determine how high is the probability of rolling a six.

Scattering - how it works

  • The basic terms of the scattering, the span, the mean absolute deviation, variance and standard deviation.
  • The spread is the difference between the smallest and largest measured value. So here, subtract the smallest measurement from the largest.
  • The mean absolute deviation is any variable x from the expected value E (x). In simplified terms, the deviation of the difference between the expected value and the associated arbitrary value.
  • Another term is the variance. This part, together with the standard deviation, the major constituents of the dispersion.
  • The variance represents the scattering of a value to an expected value. The simplest calculation variant here is the law of displacement. This reads as follows: Var (x) = E (X) - (E (X)) ². The advantage here is clearly that only the expected value of X and the expected value of X² have to be found.
  • The last important concept of dispersion is the standard deviation. This describes the value of a random variable from its mean.
  • The standard deviation is the root of the variance solid. Have so once the variance is determined, the standard deviation is only removed a root.
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