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Probability generating functions are often employed for their succinct description of the sequence of probabilities Pr(X = i) in the probability mass function for a random variable X, and to make available the well-developed theory of power series with non-negative coefficients.
A power series = is convergent for some values of the variable x, which will always include x = c since () = and the sum of the series is thus for x = c. The series may diverge for other values of x, possibly all of
[1] [2] In other words, () is the probability that a normal (Gaussian) random variable will obtain a value larger than standard deviations. Equivalently, Q ( x ) {\displaystyle Q(x)} is the probability that a standard normal random variable takes a value larger than x {\displaystyle x} .
The cumulative distribution function (shown as F(x)) gives the p values as a function of the q values. The quantile function does the opposite: it gives the q values as a function of the p values. Note that the portion of F(x) in red is a horizontal line segment.
This is an analytic function of q in the interior of the unit disk, and can also be considered as a formal power series in q. The special case ϕ ( q ) = ( q ; q ) ∞ = ∏ k = 1 ∞ ( 1 − q k ) {\displaystyle \phi (q)=(q;q)_{\infty }=\prod _{k=1}^{\infty }(1-q^{k})} is known as Euler's function , and is important in combinatorics , number ...
A formal power series can be loosely thought of as an object that is like a polynomial, but with infinitely many terms.Alternatively, for those familiar with power series (or Taylor series), one may think of a formal power series as a power series in which we ignore questions of convergence by not assuming that the variable X denotes any numerical value (not even an unknown value).
Alternatively, the equality can be justified by multiplying the power series on the left by 1 − x, and checking that the result is the constant power series 1 (in other words, that all coefficients except the one of x 0 are equal to 0). Moreover, there can be no other power series with this property.
Two cases arise: The first case is theoretical: when you know all the coefficients then you take certain limits and find the precise radius of convergence.; The second case is practical: when you construct a power series solution of a difficult problem you typically will only know a finite number of terms in a power series, anywhere from a couple of terms to a hundred terms.