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【暗記帳】確率統計の用語と数式

Last updated at Posted at 2020-02-03
用語 数式
平均値 μ
標準偏差 ρ
正規分布 f(x) = 1 / ((√2π) * ρ) * np.exp( (x-μ)^2 / (2 * ρ^2) )
情報量 -log(P(x))
エントロピー Σ-P(x) * log( P(x) )
シャノンエントロピー ΣP(x)*(-log2(P(x)))
KLダイバージェンス D_kl(P||Q) = ΣP(x)log(P(x) / Q(x))
ベイズ公式 P(H|D)=P(D|H) * P(H) / P(D)
正規化 (平均=0、分散=1)
u : 平均、r : 標準偏差 X = (X - u) / r
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