...Let F ( x ) = P ( X ≦ x ) for a random variable X that takes real values, and this is called the distribution function of X. It is. When there is such an F ( x ), define a set function Φ( I ) = F ( b ) - F ( a ) for the interval I = ( a , b ], and extend this to a measure on the real number R , and this is called the distribution of X , or the probability distribution. Conversely, when a measure on R where Φ( R ) = 1, that is, a probability measure, is given, the distribution function F ( x ) = Φ((-∞, x ]) uniquely corresponds, and this is the distribution function of a certain random variable.... *Some of the terminology that refers to the "χ distribution" is listed below. Source | Heibonsha World Encyclopedia 2nd Edition | Information |
…実数値をとる確率変数Xに対してF(x)=P(X≦x)とおき,これをXの分布関数という。それは,である。このようなF(x)があるとき,区間I=(a,b]に対して集合関数Φ(I)=F(b)-F(a)を定め,これを実数R上の測度にまで拡張したものをXの分布,または確率分布という。逆に,R上のΦ(R)=1である測度,すなわち確率測度が与えられると,分布関数F(x)=Φ((-∞,x])が一意的に対応し,それはある確率変数の分布関数となる。… ※「χ分布」について言及している用語解説の一部を掲載しています。 出典|株式会社平凡社世界大百科事典 第2版について | 情報 |
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