diff --git a/content/math/Statistics/basic_concepot/distribution/exponential_distribution_and_poisson_distribution.md b/content/math/Statistics/basic_concepot/distribution/exponential_distribution_and_poisson_distribution.md index 8d819552f..91651d3be 100644 --- a/content/math/Statistics/basic_concepot/distribution/exponential_distribution_and_poisson_distribution.md +++ b/content/math/Statistics/basic_concepot/distribution/exponential_distribution_and_poisson_distribution.md @@ -1,5 +1,5 @@ --- -title: Exponential Distribution +title: Poisson Distribution & Exponential Distribution tags: - basic - math @@ -64,6 +64,7 @@ $$ # Deduction ![](math/Statistics/basic_concepot/distribution/attachments/2bbb645362366906ace3296d35612625_720.jpg) + # Reference * https://www.ruanyifeng.com/blog/2015/06/poisson-distribution.html diff --git a/content/math/Statistics/basic_concepot/distribution/gamma_distribution.md b/content/math/Statistics/basic_concepot/distribution/gamma_distribution.md index 086860235..a0a0fa3ae 100644 --- a/content/math/Statistics/basic_concepot/distribution/gamma_distribution.md +++ b/content/math/Statistics/basic_concepot/distribution/gamma_distribution.md @@ -56,6 +56,57 @@ Exponential Distribution指的是,probability of the waiting time between even Here's the exponential distribution explain: [Exponential Distribution](math/Statistics/basic_concepot/distribution/exponential_distribution_and_poisson_distribution.md) +# Introduction + +终于来到我们的主题,Gamma Distribution。 + +在概率论和统计学中,Gamma Distribution是一种用途广泛的**双参数**连续概率分布。Exponential Distribution, Erlang Distribution和Chi Distribution是Gamma Distribution的特殊情况。 + +Gamma Distribution可以被认为是*Exponential Distribution的extension*,相比较于Exponential Distribution only infers the probability of the waiting time for the first event, **the Gamma Distribution gives us the probability of the waiting time util the $n_{th}$ event**. + +## Deduction + +因为T时间后,时间第n次发生了,也就意味着,在时间t内,发生了n-1次事件。 + +$$ +P(T\leq t) = 1 - P(T>t) = 1 - P(\text{0 or 1 or } \cdots \text{n-1 events in t}) +$$ + +so, + +$$ +P(T\leq t) = 1 - P(T>t) = 1 - \sum_{i=0}^{n-1} \frac{(\lambda t)^{i}e^{-\lambda t}}{i!} +$$ +means, + +$$ +\text{CDF}(t) = 1 - \sum_{i=0}^{n-1} \frac{(\lambda t)^{i}e^{-\lambda t}}{i!} +$$ +so, + +$$ +\text{PDF}(t) = \frac{d}{dt}(1 - \sum_{i=0}^{n-1} \frac{(\lambda t)^{i}e^{-\lambda t}}{i!}) +$$ +The result: + +$$ +\text{PDF}(t) = \frac{\lambda e^{-\lambda t}(\lambda t)^{n-1}}{(n-1)!} = \frac{\lambda e^{-\lambda t}(\lambda t)^{n-1}}{\Gamma(n)} +$$ +推广到一般形式 + +$$ +\text{Gamma Distribution, } \text{PDF}(x) = \frac{\beta^{\alpha}}{\Gamma(\alpha)}x^{\alpha-1}e^{-\beta x} +$$ + +$\alpha$相当于之前的第个事件,再在分布中控制着分布的形状;$\beta$相当于之前的$\lambda$, 为速率参数,也是事件发生的到达率和强度; + +同时Gamma Distribution也有另一套等效参数$(k, \theta)$,表现为: + +$$ +\text{Gamma Distribution, } \text{PDF}(x) = \frac{1}{\Gamma(k)\theta^{k}}x^{k-1}e^{-\frac{x}{\theta}} +$$ +其中,$k=\alpha$, 控制着分布形状,$\beta = \frac{1}{\theta}$,控制着尺度 + # Reference * https://www.youtube.com/watch?v=c7_F4P71E2E