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  • 二项分布方差的详细证明

    前置技能

    从组合数公式可以直接推出: (kmathrm{C}_n^k = nmathrm{C}_{n-1}^{k-1})

    同样地,你可以得到 ((k-1)mathrm{C}_{n-1}^{k-1} = (n-1)mathrm{C}_{n-2}^{k-2}) (禁止套娃)

    你还要熟悉二项式定理:

    [(p+q)^n = sum_{k=0}^n mathrm{C}_n^k p^k q^{n-k} ]

    你还要知道二项分布的概率和期望公式:

    (Xsim B(n,p)),则 (P(x = k) = C_n^k p^k (1-p)^{n- k})(E(X) = np)

    回归正题

    第一步当然是定义式啦

    [egin{aligned} D(X) &=sum_{k=0}^{n}left[k-E(X) ight]^{2} cdot p_{k} \ &=sum_{k=0}^{n}(k-n p)^{2} cdot mathrm{C}_{n}^{k} p^{k} q^{n-k} \ end{aligned} ]

    看到 ((k-np)^2) 是不是就很想把它拆开?

    [egin{aligned} D(X) &=sum_{k=0}^{n}(k^2-2knp+n^2p^2) cdot mathrm{C}_{n}^{k} p^{k} q^{n-k} \ & =color{Red}{sum_{k=0}^{n} k^{2} cdot mathrm{C}_{n}^{k} p^{k} q^{n-k}} \ &quad -2np color{Blue}{sum_{k=0}^{n} k cdot mathrm{C}_{n}^{k} p^{k} q^{n-k}} \ &quad +n^2 p^2 color{Green}{sum_{k=0}^{n} mathrm{C}_{n}^{k} p^{k} q^{n-k}} end{aligned} ]

    这式子也太长了吧 (#°Д°)

    首先你肯定会把魔爪伸向 (color{Green}{sum_{k=0}^{n} mathrm{C}_{n}^{k} p^{k} q^{n-k}}) —— 他就是个二项式定理嘛!

    [color{Green}{sum_{k=0}^{n} mathrm{C}_{n}^{k} p^{k} q^{n-k}} = (p+q)^n=1 ]

    然后,你看到 (color{Blue}{sum_{k=0}^{n} k cdot mathrm{C}_{n}^{k} p^{k} q^{n-k}}) 里面的 (color{Blue}{k cdot mathrm{C}_{n}^{k}}) 的时候,是不是有把 (color{Blue}{kcdot mathrm{C}_n^k}) 换成 (ncdotmathrm{C}_{n-1}^{k-1}) 的冲动?

    [egin{aligned} &color{Blue}{sum_{k=0}^{n} k cdot mathrm{C}_{n}^{k} p^{k} q^{n-k}} \ =& sum_{k=1}^{n} k cdot mathrm{C}_{n}^{k} p^{k} q^{n-k} quad ext{(第一项是 0, 丢掉)}\ =& sum_{k=1}^{n} n cdot mathrm{C}_{n-1}^{k-1} p^{k} q^{n-k} \ =& np cdot sum_{k=1}^{n} mathrm{C}_{n-1}^{k-1} p^{k-1} q^{n-k} \ =& np cdot (p+q)^{n-1} \ =& np end{aligned} ]

    现在只剩 (color{Red}{sum_{k=0}^{n} k^{2} cdot mathrm{C}_{n}^{k} p^{k} q^{n-k}}) 了,首先你肯定会故技重施:

    [egin{aligned} &color{Red}{sum_{k=0}^{n} k^{2} cdot mathrm{C}_{n}^{k} p^{k} q^{n-k}} \ =& sum_{k=1}^{n} k cdot k cdot mathrm{C}_{n}^{k} p^{k} q^{n-k} \ =& sum_{k=1}^{n} kp cdot n cdot mathrm{C}_{n-1}^{k-1} p^{k-1} q^{n-k} \ =& npsum_{k=1}^{n} k cdot mathrm{C}_{n-1}^{k-1} p^{k-1} q^{n-k} end{aligned} ]

    但是 (mathrm{C}_{n-1}^{k-1} p^{k-1} q^{n-k}) 前面还有个 (k) 啊,不能用啊 (ノ`Д)ノ

    所以,怎么把这个 (k) 搞掉呢???(我认为这是最难的一步,读者可以停下来思考思考)

    你肯定想用 ((k-1) mathrm{C}_{n-1}^{k-1} = (n-1) mathrm{C}_{n-2}^{k-2}),但人家是 (kmathrm{C}_{n-1}^{k-1}) 不是 ((k-1) mathrm{C}_{n-1}^{k-1})

    那就……把 (k) 拆成 ((k-1+1)) 吧!(我真是太机智了)

    [egin{aligned} & color{Red}{npsum_{k=1}^{n} k cdot mathrm{C}_{n-1}^{k-1} p^{k-1} q^{n-k}} \ =& npsum_{k=1}^{n} (k-1+1) cdot mathrm{C}_{n-1}^{k-1} p^{k-1} q^{n-k} \ =& npsum_{k=1}^{n} left[(k-1) mathrm{C}_{n-1}^{k-1} p^{k-1} q^{n-k} + mathrm{C}_{n-1}^{k-1} p^{k-1} q^{n-k} ight] \ =& np left[sum_{k=2}^{n} (k-1) mathrm{C}_{n-1}^{k-1} p^{k-1} q^{n-k} + sum_{k=1}^n mathrm{C}_{n-1}^{k-1} p^{k-1} q^{n-k} ight] \ =& np left[sum_{k=2}^{n} (n-1)p cdot mathrm{C}_{n-2}^{k-2} p^{k-2} q^{n-k} + (p+q)^{n-1} ight] \ =& np left[(n-1)p cdot sum_{k=2}^{n} mathrm{C}_{n-2}^{k-2} p^{k-2} q^{n-k} + 1 ight] \ =& np left[(n-1)p cdot (p+q)^{n-2} + 1 ight] \ =& np left[(n-1)p + 1 ight] \ =& np(np-p+1) end{aligned} ]

    终于!三个部分都推完了!!

    [egin{aligned} &D(X) \ =&color{Red}{sum_{k=0}^{n} k^{2} cdot mathrm{C}_{n}^{k} p^{k} q^{n-k}} \ & -2np color{Blue}{sum_{k=0}^{n} k cdot mathrm{C}_{n}^{k} p^{k} q^{n-k}} \ & +n^2 p^2 color{Green}{sum_{k=0}^{n} mathrm{C}_{n}^{k} p^{k} q^{n-k}} \ =& np(np-p+1) -2npcdot np +n^2p^2 \ =& np(1-p) end{aligned} ]

    证毕( ̄︶ ̄)↗

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  • 原文地址:https://www.cnblogs.com/1024th/p/12711353.html
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