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Pričakovana vrednost Navigacijski meni4152930-3

StatistikaVerjetnostne porazdelitve


teoriji verjetnostistatistikislučajno spremenljivkoslučajna spremenljivkadiskretne porazdelitvezvezne porazdelitvefunkcije gostote verjetnosti










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Pričakovana vrednost




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Pričakovana vrednost (tudi matematično upanje) je v teoriji verjetnosti in statistiki za slučajno spremenljivko Xdisplaystyle mathbf X vsota produktov verjetnosti z vrednostjo slučajne spremenljivke. Označujemo jo z E(X)displaystyle mathbf E(X) . Pričakovana vrednost predstavlja povprečno vrednost spremenljivke, ki se pričakuje, ko se poskus ponovi velikokrat. Pri poskusu zelo redko ali nikoli ne dobimo pričakovane vrednosti. Sama pričakovana vrednost ni nujno tudi ena izmed vrednosti, ki jih lahko zavzame slučajna spremenljivka.


Pričakovano vrednost lahko določimo za


  • diskretne porazdelitve

  • zvezne porazdelitve

Za diskretne porazdelitve slučajne spremenljivke se pričakovana vrednost določi na naslednji način


E⁡(X)=∑ixip(xi)displaystyle operatorname E (X)=sum _ix_ip(x_i),

kjer je


∑j=0∞pj=1displaystyle sum limits _j=0^infty p_j=1

To lahko zapišemo tudi kot
E(X) = x1. P(x1) + x2. P(x2) + x3. P(x3) + … + xn. P(xn) + …


Za zvezne porazdelitve slučajne spremenljivke pa se z uporabo funkcije gostote verjetnosti f(x)displaystyle mathbf f(x) izračuna takole:


E⁡(X)=∫−∞∞xf(x)d⁡x.displaystyle operatorname E (X)=int _-infty ^infty xf(x),operatorname d x.








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