[BigData] Statistics

u_u·2022년 10월 11일


목록 보기

Information Theory

  • Information Theory : Quantifying how much information is present in a signal

  • Self-Information of x
    - I(x) = -log P(x).

Information Theory : Entropy

엔트로피는 불확실성

  • Entropy : Expectation of self-information
    -> -log(p)에 일어날 확률을 곱
  • For Bernoulli variable,
    - H(x) = -plogp - (1-p)log(1-p)

KL Divergence

  • Measure the difference of two distributions P(x) and Q(x)


  • H(P,Q) = H(P) + Dkl(P||Q) = -Ex~p logQ(x)

Personal Correlation Coeff

  • A measure of the strength of he linear relation between two variables x and y

관련성이 높으면 1 낮으면 -1에가까움

Hyphothesis Tesing

  • THe purpose of the hypothesis test is to decide between two explanations:

  • All-statistical tests have five elements:
    Assumptions, hyphothesis, test statistics, p-value, and conclusion.


  • The statement that the statistic test relies on
  • Every test has assumptions, and cannot use if assumptions are violated
  • There also exists some statistic test to assure assumptions


  • Considering two hyphothesis about the value of a population parameter.
  • Two-sided vs. One-sided

한 대립가설의 존재는 같지 않다 vs 한 대립가설의 존재는 보다 작다.

나를 위해 기록하는 Velog

0개의 댓글