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P (A [ B) = P (A) + P (B)
P (A \ B)
P (A \ B)
P (A \ C)
P (B \ C) + P (A \ B \ C)
Multiplication Rule
P (A \ B) = P (B|A) P (A) = P (A|B) P (B)
Total Probability
P (A|B) P (B)
P (A|B) P (B) + P (A|B c ) P (B c )
Counting Techniques (set size n, subset size r)
P (B|A) =
(n
Format of Question:
Examples:
n!
r)! (r)!
num defective
num looking for
n!
(n
r)!
Binomial Theorem
Negative Binomial
P (X = x) =
var(x) =
(x) = E(x2 )
P (X = x) =
= E(x) = n p
fxy = P (X = x, Y = x) = P (X = xandY = y)
Covariance
= E[(X
Correlation
xy =
x ) (Y
y )] = E[XY ]
xy
y
Continuous Random Variables
R1
= E(x) = 1 x f (x)dx
R1
E(x2 ) = 1 x2 f (x)dx
x
var(x) =
Examples:
(x) = E(x2 )
x y
x 1
r 1
p)n
p)x
(1
= var(x) =
P (X = x) = (1
1
= E(x) =
p
2
= var(x) =
Examples:
p)x
1
p
p2
p)
r (r p)
p2
Geometric Distribution
2
px (1
= var(x) = n p (1
r
= E(x) =
p
xy
n
x
(p)r
Poisson Approximation
x
P (X = x) = e
x!
V ar(x) = E(x) = = np
Poisson Process
P (X = x) = e
=
( t)x
x!
2
3
and x > 0
if x
0; otherwise 0
1
2
Memoryless Property
P (x > t + s|x > s) = P (x > t) = e
( k)k
k!
Uniform Distribution
1
f (x) =
b a
x a
F (x) =
, a < x < b (0 if a < x, otherwise 1)
b a
a+b
= E(x) =
2
(b a)2
2
= var(x) =
12
Estimators of Datasets
= Pn xi
Mean : X
i=1
n
1 Pn
2
2
2
Variance : S =
(Xi X)
n 1 i=1
p
Standard Deviation : S = S 2
# of successes
Population p: P =
n
Range: r = max(xi ) min(xi ) = yn y1
Standard Error
=p
X
rn
p(1 p)
P =
n
Examples:
= var(x) ==
p
2
= sd(x) =
ym )
ym )
Q1
1.5IQR
1 conf
=
2 2
2
Z 2
n
; E: Given Error
E
Independent Samples
Y ) (1 2 )
(X
Z= p 2
2
1 /n1 + 2 /n2
Examples:
1) p
(Z0 )
(Z0 )
(|Z0 |))
Linear Regression
= yP x
n
(x
x
) (yi y)
= i=1
P ni
(x
x
)2
i
Pn i=1
Pn
Pn
n i=1 xi yi ( i=1 xi ) ( i=1 yi )
=
Pn
P2
n i=1 x2i ( i=1 xi )2
sxy
= 2
sx
Examples: