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Course 156

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Produkt logaritemsko normalno porazdeljenih slučajnih spremenljivk je tudi logaritemsko normalno porazdeljen.

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Zveza med poljubno in standardizirano normalno porazdelitvijo je:
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Kateri pojmi so povezani z normalno porazdelitvijo?
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Slučajna spremenljivka, porazdeljena po eksponentni porazdelitvi, predstavlja:
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Varianca linearne funkcije , kjer je je

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Varianca linearne funkcije , kjer sta , je

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Pričakovana vrednost linearne funkcije , kjer sta , je

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Pričakovana vrednost linearne funkcije , kjer je je

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Korelacijski koeficient slučajnega vektorja izračunamo takole:

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Kovarianca zveznega slučajnega vektorja je

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