切比雪夫定理(Chebyshev's theorem)与经验法则(Empirical Rule)
39 经验 定理 法则 rule
2023-09-27 14:20:51 时间
切比雪夫定理(Chebyshev's theorem):适用于任何数据集,而不论数据的分布情况如何。
与平均数的距离在z个标准差之内的数值所占的比例至少为(1-1/z2),其中z是大于1的任意实数。
至少75%的数据值与平均数的距离在z=2个标准差之内;
至少89%的数据值与平均数的距离在z=3个标准差之内;
至少94%的数据值与平均数的距离在z=4个标准差之内;
经验法则(Empirical Rule):需要数据符合正态分布。
大约68%的数据值与平均数的距离在1个标准差之内;
大约95%的数据值与平均数的距离在2个标准差之内;
几乎所有的数据值与平均数的距离在3个标准差之内;
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