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Sheet sheet for basic probability and statistics, part 2
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Intro to Probability and Statistics Formula Sheet
Chapter 2
Union
= P(A) + P(B) + P(C) – P(A∩B) – P(A∩C) – P(B∩C) + P(A∩B∩C)
Intersection:
(3) can also sum up 2 random variables
Derived from:
NOTE: if we can already find P(A ∩ B) without using Bayes’ Theorem, then do it
Bayes Theorem:
De Morgan’s Law
(A U B)’ = A’ ∩ B’ (A ∩ B)’ = A’ U B’
Chapter 3 – Discrete RV and Distributions
( ) ( ) ( )
Discrete Uniform Distribution
Binomial Distribution
Geometric Distribution
Memoryless property:
P(Z > s + t | Z > s) = P(Z > t)
Poisson Approx. to the Binomial Distribution (use when p is small)
NOTE: λ = np
For cases (Poisson):
P(X ≥ x) 1 – Σ f(x) e.g. P(X ≥ 2) 1 – f(1) - f(2)
P(X ≤ x) Σ f(x) e.g. P(X ≥ 2) f(1) + f(2)
VERY IMPORTANT: **when question asks us to “estimate” use either Poisson or Normal approximation to the binomial distribution! (for small p use Poisson, for large p use Normal)**
Chapter 4 – Continuous RV and Distributions
Cases:
P(X < x) = ∫ ( )
for X > Y
e.g. P(X < 2) = ∫ ( )
for X > 1
P(X > x) = 1 ∫ ( )
for x > y OR ∫ ( )
for X > Y
e.g. P(X > 2) = 1 – ∫ ( )
for X > 1 OR ∫ ( )
for X > 1
For cases that we have Cumulative Distribution Function of value X > y, use the former
The Cumulative Distribution Function is the integral of the Probability Density Function – we can use this to solve problems too (e.g. for P(X < y) = F(y); for P(X > y) = 1 – F(y)
When we have the Cumulative Distribution Function, F(x) = 1 at value x > y, when we compute any F(X > y) then F(x) = 0
Continuous Uniform Distribution
Cumulative Distributive Function of a Continuous Uniform Distribution
NOTE: the middle formula is the same as taking the integral of f(x)
Normal Distribution
Normal Apprx. to Binomial Distribution (use when p is large)
( ≤ ) ( .
√ (1 ) ≤
+ .
√ (1 ))
NOTE: when we have cases like P(X = 10) = P(9.5 < Z < 10.5)
also when we have the question “when A is more than 500” we compute X ≥ 501, meaning we will get P(Z ≥ 501 – 0.5 + np/sqrt(np(1-p))
Exponential Distribution
Cumulative Distributive Function of an Exponential Distribution
**remember that MEAN = 1/λ
also P(X<15 | P(X>10) = P(10<X<15)/P(X>10) refer to conditional probability.
Cases: P(Z < x) = Φ(x) P(Z > x) = P( Z < -x) = Φ(-x) = 1 – Φ(x); P(y < Z < x) = Φ(x) – Φ(y) OR P(y < Z < x) = Φ(x) – (1 – Φ(-y))
Chapter 5 – Joint Distribution Discrete Case
Continuous Case
NOTE: Don’t forget to use the conditional probability distribution indicated above
Independence
More than two RVs
Covariance/Expected Values of 2+ Variables
That is, E[h(X, Y)] can be thought of as the weighted average of h(x, y) for each point in the range of (X,Y). The value of E[h(X,Y )] represents the average value of h(X,Y ) that is expected in a long sequence of repeated trials of the random
experiment.
VERY IMPORTANT: **for limits of integration for expected value we use the whole range’s not just either x or y**
Transforming Random Variables
Discrete Case
Continuous Case
1. find y = h(x) = the equation we want to convert x to such as y = x2 2. find the inverse of h(x), h-1(x) = u(y) = x 3. find the Jacobian, which is u’(y)
note that by definition J = fY(x)p 4. then fY(y) = fX[u(y)] |J|