Tag Archives: probability

Linear Transformation of Random Variables

Linear Transformation of Random Variables is a very basic yet important operation in Statistics results of which are extensively used in different methods and algorithms in Machine Learning. Assume is a linear function, , where, is a random variable, and … Continue reading

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Probability – Basic Lesson 4

In the previous lesson, we saw the definition of Expectation. Here the definition of Variance (and Standard Deviation) is given. Variance means that how much variability is in around its mean value (expected value) , and it can be written … Continue reading

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Probability – Basic Lesson 3

Here I give an example for calculating Expectation and Variance for discrete random variables. The Expectation of a variable is the average value of a function under a probability and can be written as follows: in a continuous representation the … Continue reading

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Probability – Basic Lesson 2

Check out my previous post on the four main rules of probability first and come back to this post to see a very nice example. Example: Consider we have two boxes a blue and a green, there are a number … Continue reading

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Probability – Basic Lesson 1

Main rules of probability that make life easier. Consider two random variables and , we denote the probability of X occurring as . Also means that the probability of given has happened and it is called the marginal probability. If … Continue reading

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What is Expected Value? (simply explained with example)

If we have a random variable, that can take value with probability , value with probability and so on, then the expected value for this random variable can be calculated as: To simplify the problem, we can consider rolling a … Continue reading

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How to carry out an operator with probability p – Optimization Algorithms

When implementing optimization algorithms, we often bump into this phrase: “an operator needs to be carried out with probability P”. For instance, this can happen when implementing the crossover or mutation phases in Evolutionary Algorithms. It means that you want … Continue reading

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Likelihood : A simple definition

Toss a coin 100 times, and consider you get 80 times heads (we call it success here). Then L(0.7) is: How likely is to observe 80 times head out of tossing a coin 100 times if the true probability of … Continue reading

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