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Lecture

Random Variables and Covariance

In course

MATH-467: Probabilistic methods in combinatorics

The 'probabilistic method' is a fundamental tool in combinatorics. The basic idea is as follows: to prove that an object (for example, graph) with certain properties exists, it suffices to prove that if the object is chosen at random, then it has the desir ...

Description

This lecture covers the concept of random variables, their expected values, variances, and covariance, providing examples and formulas to calculate them. It also delves into random graphs, discussing the probability of certain events occurring in a graph based on random sets and thresholds.

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Related concepts (32)

Set (mathematics)

A set is the mathematical model for a collection of different things; a set contains elements or members, which can be mathematical objects of any kind: numbers, symbols, points in space, lines, other geometrical shapes, variables, or even other sets. The set with no element is the empty set; a set with a single element is a singleton. A set may have a finite number of elements or be an infinite set. Two sets are equal if they have precisely the same elements. Sets are ubiquitous in modern mathematics.

Random variable

A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. The term 'random variable' can be misleading as it is not actually random nor a variable, but rather it is a function from possible outcomes (e.g., the possible upper sides of a flipped coin such as heads and tails ) in a sample space (e.g., the set ) to a measurable space (e.g., in which 1 corresponding to and −1 corresponding to ), often to the real numbers.

Fuzzy set

In mathematics, fuzzy sets (a.k.a. uncertain sets) are sets whose elements have degrees of membership. Fuzzy sets were introduced independently by Lotfi A. Zadeh in 1965 as an extension of the classical notion of set. At the same time, defined a more general kind of structure called an L-relation, which he studied in an abstract algebraic context. Fuzzy relations, which are now used throughout fuzzy mathematics and have applications in areas such as linguistics , decision-making , and clustering , are special cases of L-relations when L is the unit interval [0, 1].

Probability

Probability is the branch of mathematics concerning numerical descriptions of how likely an event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and 1, where, roughly speaking, 0 indicates impossibility of the event and 1 indicates certainty. The higher the probability of an event, the more likely it is that the event will occur. A simple example is the tossing of a fair (unbiased) coin.

Complex random variable

In probability theory and statistics, complex random variables are a generalization of real-valued random variables to complex numbers, i.e. the possible values a complex random variable may take are complex numbers. Complex random variables can always be considered as pairs of real random variables: their real and imaginary parts. Therefore, the distribution of one complex random variable may be interpreted as the joint distribution of two real random variables.

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