Skip to content

Commit 70e24e6

Browse files
committed
corrected some pages
Several small mistakes/errors were corrected in several proofs/definitions.
1 parent 6075eb9 commit 70e24e6

11 files changed

Lines changed: 53 additions & 30 deletions

File tree

D/cdf.md

Lines changed: 5 additions & 9 deletions
Original file line numberDiff line numberDiff line change
@@ -34,19 +34,15 @@ F_X(x) = \mathrm{Pr}(X \leq x) \; .
3434
$$
3535

3636
<br>
37-
1) Let $X$ be a discrete [random variable](/D/rvar) with possible outcomes $\mathcal{X}$ and the [probability mass function](/D/pmf) $f_X(x)$. Then, the function $F_X(x): \mathbb{R} \to [0,1]$ with
37+
1) If $X$ is a [discrete](/D/rvar-disc) [random variable](/D/rvar) with possible outcomes $\mathcal{X}$ and the [probability mass function](/D/pmf) $f_X(x)$, then [the cumulative distribution function is the function](/P/cdf-pmf) $F_X(x): \mathbb{R} \to [0,1]$ with
3838

3939
$$ \label{eq:cdf-disc}
40-
F_X(x) = \sum_{\overset{z \in \mathcal{X}}{z \leq x}} f_X(z)
40+
F_X(x) = \sum_{\overset{t \in \mathcal{X}}{t \leq x}} f_X(t) \; .
4141
$$
4242

43-
is the cumulative distribution function of $X$.
44-
4543
<br>
46-
2) Let $X$ be a scalar continuous [random variable](/D/rvar) with the [probability density function](/D/pdf) $f_X(x)$. Then, the function $F_X(x): \mathbb{R} \to [0,1]$ with
44+
2) If $X$ is a [continuous](/D/rvar-disc) [random variable](/D/rvar) with possible outcomes $\mathcal{X}$ and the [probability density function](/D/pdf) $f_X(x)$, then [the cumulative distribution function is the function](/P/cdf-pdf) $F_X(x): \mathbb{R} \to [0,1]$ with
4745

4846
$$ \label{eq:cdf-cont}
49-
F_X(x) = \int_{-\infty}^{x} f_X(z) \, \mathrm{d}z
50-
$$
51-
52-
is the cumulative distribution function of $X$.
47+
F_X(x) = \int_{-\infty}^{x} f_X(t) \, \mathrm{d}t \; .
48+
$$

D/pdf.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -27,7 +27,7 @@ username: "JoramSoch"
2727
---
2828

2929

30-
**Definition:** Let $X$ be a [continuous](/D/rvar-disc) [random variable](/D/rvar) with possible outcomes $\mathcal{X}$. Then, $f_X(x): \mathbb{R} \to \mathbb{R}$ is the probability density function of $X$, if
30+
**Definition:** Let $X$ be a [continuous](/D/rvar-disc) [random variable](/D/rvar) with possible outcomes $\mathcal{X}$. Then, $f_X(x): \mathbb{R} \to \mathbb{R}$ is the probability density function (PDF) of $X$, if
3131

3232
$$ \label{eq:pdf-def-s0}
3333
f_X(x) \geq 0

D/pmf.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -27,7 +27,7 @@ username: "JoramSoch"
2727
---
2828

2929

30-
**Definition:** Let $X$ be a [discrete](/D/rvar-disc) [random variable](/D/rvar) with possible outcomes $\mathcal{X}$. Then, $f_X(x): \mathbb{R} \to [0,1]$ is the probability mass function of $X$, if
30+
**Definition:** Let $X$ be a [discrete](/D/rvar-disc) [random variable](/D/rvar) with possible outcomes $\mathcal{X}$. Then, $f_X(x): \mathbb{R} \to [0,1]$ is the probability mass function (PMF) of $X$, if
3131

3232
$$ \label{eq:pmf-def-s0}
3333
f_X(x) = 0

D/qf.md

Lines changed: 1 addition & 7 deletions
Original file line numberDiff line numberDiff line change
@@ -27,14 +27,8 @@ username: "JoramSoch"
2727
---
2828

2929

30-
**Definition:** Let $X$ be a [random variable](/D/rvar) with the [cumulative distribution function](/D/cdf) (CDF) $F_X(x)$. Then, the function $Q_X(p): [0,1] \to \mathbb{R}$ which is the inverse CDF
30+
**Definition:** Let $X$ be a [random variable](/D/rvar) with the [cumulative distribution function](/D/cdf) (CDF) $F_X(x)$. Then, the function $Q_X(p): [0,1] \to \mathbb{R}$ which is the inverse CDF is the quantile function (QF) of $X$. More precisly, the QF is the function that, for a given quantile $p \in [0,1]$, returns the smallest $x$ for which $F_X(x) = p$:
3131

3232
$$ \label{eq:qf}
33-
Q_X(p) = F_X^{-1}(x)
34-
$$
35-
36-
is the quantile function (QF) of $X$. More precisly, the QF is the function that, for a given quantile $p \in [0,1]$, returns the smallest $x$ for which $F_X(x) = p$:
37-
38-
$$ \label{eq:qf-prec}
3933
Q_X(p) = \min \left\lbrace x \in \mathbb{R} \, \vert \, F_X(x) = p \right\rbrace \; .
4034
$$

D/rfmat.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -30,5 +30,5 @@ username: "JoramSoch"
3030
**Definition:** In [multiple linear regression](/D/mlr), the residual-forming matrix is the matrix $R$ that results in the vector of residuals left over by [estimated parameters](/D/emat) when right-multiplied with the measured data:
3131

3232
$$ \label{eq:pm}
33-
Ry = \hat{\varepsilon} = y - \hat{y} \; .
33+
Ry = \hat{\varepsilon} = y - \hat{y} = y - X \hat{\beta} \; .
3434
$$

P/cdf-pmf.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -28,7 +28,7 @@ F_X(x) = \sum_{\overset{t \in \mathcal{X}}{t \leq x}} f_X(t) \; .
2828
$$
2929

3030

31-
**Proof:** The [cumulative distribution function](/D/cdf) of a [random variable](/D/rvar) $X$ is defined as the probability that $X$ is smaller than $X$:
31+
**Proof:** The [cumulative distribution function](/D/cdf) of a [random variable](/D/rvar) $X$ is defined as the probability that $X$ is smaller than $x$:
3232

3333
$$ \label{eq:cdf}
3434
F_X(x) = \mathrm{Pr}(X \leq x) \; .

P/cuni-qf.md

Lines changed: 15 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -30,7 +30,12 @@ $$
3030
Then, the [quantile function](/D/qf) of $X$ is
3131

3232
$$ \label{eq:cuni-qf}
33-
Q_X(p) = bp + a(1-p) \; .
33+
Q_X(p) = \left\{
34+
\begin{array}{rl}
35+
-\infty \; , & \text{if} \; p = 0 \\
36+
bp + a(1-p) \; , & \text{when} \; p \in \left\lbrace \frac{1}{n}, \frac{2}{n}, \ldots, \frac{b-a}{n}, 1 \right\rbrace \; .
37+
\end{array}
38+
\right.
3439
$$
3540

3641

@@ -46,9 +51,15 @@ F_X(x) = \left\{
4651
\right.
4752
$$
4853

49-
Thus, the [quantile function](/D/qf) is:
54+
The quantile function $Q_X(p)$ [is defined as](/D/qf) the smallest $x$, such that $F_X(x) = p$:
55+
56+
$$ \label{eq:qf}
57+
Q_X(p) = \min \left\lbrace x \in \mathbb{R} \, \vert \, F_X(x) = p \right\rbrace \; .
58+
$$
59+
60+
Thus, we have $Q_X(p) = -\infty$, if $p = 0$. When $p > 0$, it holds that
5061

51-
$$ \label{eq:cuni-qf-s1}
62+
$$ \label{eq:exp-qf-s1}
5263
Q_X(p) = F_X^{-1}(x) \; .
5364
$$
5465

@@ -58,6 +69,6 @@ $$ \label{eq:cuni-cdf-s2}
5869
\begin{split}
5970
p &= \frac{x-a}{b-a} \\
6071
x &= p(b-a) + a \\
61-
x &= bp + a(1-p) = Q_X(p) \; .
72+
x &= bp + a(1-p) \; .
6273
\end{split}
6374
$$

P/duni-qf.md

Lines changed: 13 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -30,7 +30,12 @@ $$
3030
Then, the [quantile function](/D/qf) of $X$ is
3131

3232
$$ \label{eq:duni-qf}
33-
Q_X(p) = a (1-p) + (b+1) p - 1 \quad \text{where} \quad p \in \left\lbrace \frac{1}{n}, \frac{2}{n}, \ldots, \frac{b-a}{n}, 1 \right\rbrace
33+
Q_X(p) = \left\{
34+
\begin{array}{rl}
35+
-\infty \; , & \text{if} \; p = 0 \\
36+
a (1-p) + (b+1) p - 1 \; , & \text{when} \; p \in \left\lbrace \frac{1}{n}, \frac{2}{n}, \ldots, \frac{b-a}{n}, 1 \right\rbrace \; .
37+
\end{array}
38+
\right.
3439
$$
3540

3641
with $n = b - a + 1$.
@@ -48,7 +53,13 @@ F_X(x) = \left\{
4853
\right.
4954
$$
5055

51-
Because [the CDF only returns](/P/duni-cdf) multiples of $1/n$ with $n = b - a + 1$, the [quantile function](/D/qf) is only defined for such values. Since [the cumulative probability increases step-wise](/P/duni-cdf) by $1/n$ at each integer between and including $a$ and $b$, the minimum $x$ at which
56+
The quantile function $Q_X(p)$ [is defined as](/D/qf) the smallest $x$, such that $F_X(x) = p$:
57+
58+
$$ \label{eq:qf}
59+
Q_X(p) = \min \left\lbrace x \in \mathbb{R} \, \vert \, F_X(x) = p \right\rbrace \; .
60+
$$
61+
62+
Because [the CDF only returns](/P/duni-cdf) multiples of $1/n$ with $n = b - a + 1$, the [quantile function](/D/qf) is only defined for such values. First, we have $Q_X(p) = -\infty$, if $p = 0$. Second, since [the cumulative probability increases step-wise](/P/duni-cdf) by $1/n$ at each integer between and including $a$ and $b$, the minimum $x$ at which
5263

5364
$$ \label{eq:duni-cdf-p}
5465
F_X(x) = \frac{c}{n} \quad \text{where} \quad c \in \left\lbrace 1, \ldots, n \right\rbrace

P/exp-qf.md

Lines changed: 13 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -30,7 +30,12 @@ $$
3030
Then, the [quantile function](/D/qf) of $X$ is
3131

3232
$$ \label{eq:exp-qf}
33-
Q_X(p) = -\frac{\ln(1-p)}{\lambda} \; .
33+
Q_X(p) = \left\{
34+
\begin{array}{rl}
35+
-\infty \; , & \text{if} \; p = 0 \\
36+
-\frac{\ln(1-p)}{\lambda} \; , & \text{if} \; p > 1 \; .
37+
\end{array}
38+
\right.
3439
$$
3540

3641

@@ -45,7 +50,13 @@ F_X(x) = \left\{
4550
\right.
4651
$$
4752

48-
Thus, the [quantile function](/D/qf) is:
53+
The quantile function $Q_X(p)$ [is defined as](/D/qf) the smallest $x$, such that $F_X(x) = p$:
54+
55+
$$ \label{eq:qf}
56+
Q_X(p) = \min \left\lbrace x \in \mathbb{R} \, \vert \, F_X(x) = p \right\rbrace \; .
57+
$$
58+
59+
Thus, we have $Q_X(p) = -\infty$, if $p = 0$. When $p > 0$, it holds that
4960

5061
$$ \label{eq:exp-qf-s1}
5162
Q_X(p) = F_X^{-1}(x) \; .

P/norm-qf.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -48,7 +48,7 @@ $$ \label{eq:norm-cdf}
4848
F_X(x) = \frac{1}{2} \left[ 1 + \mathrm{erf}\left( \frac{x-\mu}{\sqrt{2} \sigma} \right) \right] \; .
4949
$$
5050

51-
Thus, the [quantile function](/D/qf) is:
51+
Because the CDF is strictly monotonically increasing, the [quantile function is equal to the inverse of the CDF](/P/qf-cdf):
5252

5353
$$ \label{eq:norm-qf-s1}
5454
Q_X(p) = F_X^{-1}(x) \; .

0 commit comments

Comments
 (0)