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  2. Secretary problem - Wikipedia

    en.wikipedia.org/wiki/Secretary_problem

    Taking the derivative of P(x) with respect to , setting it to 0, and solving for x, we find that the optimal x is equal to 1/e. Thus, the optimal cutoff tends to n/e as n increases, and the best applicant is selected with probability 1/e. For small values of n, the optimal r can also be obtained by standard dynamic programming methods.

  3. Probability density function - Wikipedia

    en.wikipedia.org/wiki/Probability_density_function

    Unlike a probability, a probability density function can take on values greater than one; for example, the continuous uniform distribution on the interval [0, 1/2] has probability density f(x) = 2 for 0 ≤ x1/2 and f(x) = 0 elsewhere.

  4. Expected value - Wikipedia

    en.wikipedia.org/wiki/Expected_value

    According to this definition, E[X] exists and is finite if and only if E[X +] and E[X −] are both finite. Due to the formula |X| = X + + X −, this is the case if and only if E|X| is finite, and this is equivalent to the absolute convergence conditions in the definitions above. As such, the present considerations do not define finite ...

  5. Forward algorithm - Wikipedia

    en.wikipedia.org/wiki/Forward_algorithm

    Thus, the full forward/backward algorithm takes into account all evidence. Note that a belief state can be calculated at each time step, but doing this does not, in a strict sense, produce the most likely state sequence, but rather the most likely state at each time step

  6. Chapman–Kolmogorov equation - Wikipedia

    en.wikipedia.org/wiki/Chapman–Kolmogorov_equation

    where P(t) is the transition matrix of jump t, i.e., P(t) is the matrix such that entry (i,j) contains the probability of the chain moving from state i to state j in t steps. As a corollary, it follows that to calculate the transition matrix of jump t, it is sufficient to raise the transition matrix of jump one to the power of t, that is

  7. Wald's equation - Wikipedia

    en.wikipedia.org/wiki/Wald's_equation

    Consider a sequence (X n) n∈ of i.i.d. (Independent and identically distributed random variables) random variables, taking each of the two values 0 and 1 with probability1 / 2 ⁠ (actually, only X 1 is needed in the following). Define N = 1X 1.

  8. Rule of succession - Wikipedia

    en.wikipedia.org/wiki/Rule_of_succession

    In probability theory, the rule of succession is a formula introduced in the 18th century by Pierre-Simon Laplace in the course of treating the sunrise problem. [1] The formula is still used, particularly to estimate underlying probabilities when there are few observations or events that have not been observed to occur at all in (finite) sample data.

  9. Normalizing constant - Wikipedia

    en.wikipedia.org/wiki/Normalizing_constant

    Bayes' theorem says that the posterior probability measure is proportional to the product of the prior probability measure and the likelihood function. Proportional to implies that one must multiply or divide by a normalizing constant to assign measure 1 to the whole space, i.e., to get a probability measure.