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Called monte carlo sampling - PowerPoint PPT Presentation

Sampling

Sampling. W&W, Chapter 6. Rules for Expectation. Examples Mean: E(X) = ?xp(x) Variance: E(X-?) 2 = ?(x- ?) 2 p(x) Covariance: E(X-? x )(Y-? y ) = ?(x- ? x )(y- ? y )p(x,y). Rules for Expectation. E(X + Y) = E(X) + E(Y) E(aX + bY) = aE(X) + bE(Y) E(R) where R=10+X+Y =

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Called monte carlo sampling - PowerPoint PPT Presentation

Sampling