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Unformatted text preview: Notation: P(…) for mass, p(…) for density • Graph with increasing number of values of variable • Use a binomial = E[X 2 ]  E[X] 2 Density estimate of automobile weight and MPG Covariance Facts Consider 2D case with (X,Y) Mike’s Basic Advice on Continuous Random Variables • Ignore the fact that p(x) is a probability density function and treat it just as a mass function, and the algebra all works out. • Alternatively, add the dx terms everywhere, and you’ll see that they always cancel out. • Don’t be freaked when you see a probability density >> 1. • Do be freaked if you see a probability mass or density < 0. Largest possible entropy of any unitvariance distribution...
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 '08
 staff
 Artificial Intelligence, probability density function, probability density

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