b*****d
发帖数: 62 | 1 【 以下文字转载自 EE 讨论区 】
发信人: bandaid (bandaid), 信区: EE
标 题: 请教一个概率问题
发信站: BBS 未名空间站 (Tue Jun 28 16:33:51 2005)
有这样一段代码：
if(A < B)
x = C;
else
x = D;
但是A和B并不是deterministic的数，而是
A = a0+a1*e1+a2*e2
B = b0+b1*e1+b3*e3,
e1, e2, e3都是random variable with mean=0 and variance=1.
C和D没什么限制。
说到底，就是如何比较两个pdf，然后根据结果执行不同的代码。
有没有什么好办法？heuristic也行。 | w*p
发帖数: 7 | 2
find pdf of A-B, then probability of it being >0 and <0
【在 b*****d 的大作中提到】
: 【 以下文字转载自 EE 讨论区 】
: 发信人: bandaid (bandaid), 信区: EE
: 标 题: 请教一个概率问题
: 发信站: BBS 未名空间站 (Tue Jun 28 16:33:51 2005)
: 有这样一段代码：
: if(A < B)
: x = C;
: else
: x = D;
: 但是A和B并不是deterministic的数，而是
| b*****d
发帖数: 62 | 3 You are right. But there is more to my original problem, which is more of a "d
ecision" problem: once you decide which of A and B is greater, you let x=C or
x=D. I think it's different from that x has X% chance of being C and (1-X)% ch
ance of being D, based on a "probablistic comparison" between A and B.
Sorry, it might be a bit mis-leading to say it's a probability problem in the
title.
One straightforward way is to do Monte Carlo simulation: sample e1, e2, and e3
, get (scalar) samples of A a
【在 w*p 的大作中提到】
:
: find pdf of A-B, then probability of it being >0 and <0
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