[PS] More fixes

This commit is contained in:
2026-06-15 18:13:04 +02:00
parent 2828d5e0f0
commit 79aaaa687e
22 changed files with 44 additions and 39 deletions
@@ -1,4 +1,6 @@
\subsection{Varianz}
$\E[\cX^2] = \sum_{x \in W} x^2 \cdot p_\cX(x)$ ($\cX$ diskret)
\shortdefinition $\cX$ mit $\E[\cX^2] < \8$, $\V[\cX] = \E[(\cX - \E[\cX])^2]$
\shortdefinition[Standardabweichung] $\sigma(\cX) = \sqrt{\V[\cX]}$
@@ -11,7 +13,8 @@ $\V[\cX] = \E[\cX^2] - \E[\cX]^2 = a^2\E[1_\Omega] - a^2 = 0$
% Task 4.42 (needs proof?)
\shortremark $\E[\cX] < \8$, dann $\V[\cX] \geq 0$ mit $=$ g.d.w. $\cX$ konst; zudem $\V[a \cX] = a^2 \V[\cX]$ und $\V[\cX + a] = \V[\cX]$
\shortproposition $\cX_k$ paarw. unabh. $\V\left[ \sum_{k = 1}^{n} \cX_k \right] = \sum_{k = 1}^{n} \V[\cX_k]$
\shortproposition $\cX_k$ paarw. unabh. $\V\left[ \sum_{k = 1}^{n} \cX_k \right] = \sum_{k = 1}^{n} \V[\cX_k]$.
Falls $\cX_k$ abhängig, dann gilt $\neq$
\shortexample Varianz von bekannten Verteilungen
\begin{itemize}
@@ -21,5 +24,3 @@ $\V[\cX] = \E[\cX^2] - \E[\cX]^2 = a^2\E[1_\Omega] - a^2 = 0$
\item $\cX \sim \cU([a, b])$, $\V[\cX] = \frac{(b - a)^2}{12}$
\item $\cX \sim \cN(\mu, \sigma^2)$, $\V[\cX] = \sigma^2$
\end{itemize}
\shortcorollary[Cheb.] $\V[\cY]$ end. $\forall c > 0$ gilt: $\P[|\cY - \E[\cY]| \geq c] \leq \frac{\V[\cY]}{c^2}$