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My Exam P Formula Sheet I made as I studied for the exam.

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- Exam P Formula Sheet
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Independence

P (A ∩ B) = P (A)P (B)

V ar[X + Y ] = V ar[X] + V ar[Y ]

f (x, y) = f (x)f (y)

V ar[Y |Y > 3 ∩ X > 3] = V ar[Y |Y > 3]

2.

Probability

P (A ∩ B)

P (B)

c

c

(A ∩ B ) = (A ∪ B)c

P (A|B) =

(Ac ∪ B) = (A ∩ B c )c

3.

Laws

Z

a

P [X < a] = Fx (a) =

f (x)

Z0 ∞

Mx (t) = E[etx ] =

etx f (x)

−∞

Z

E[X n ] = xn f (x)dx = M (n) (0)

Z

Z

udv = uv − vdu

P [X > x] = 1 − P [X < x] = 1 − F1 (x)F2 (x)

4.

Distributions

4.1

Uniform

x ∈ [a, b]

1

f (x) =

b−a

a+b

E[X] =

2

(b − a)2

V ar[X] =

12

4.2

Exponential

f (x) = λe−λx

F (x) = 1 − e−λx

1

E[X] =

λ

n!

E[X n ] = n

λ

1

V ar[X] = 2

λ

1

x≥0

x≥0

X = max(X1 , X2 )

6 Geometric Negative Binomial.5 n>k Negative Binomial P (x) = n−1 x p (1 − p)n−x x−1 Probability of getting xth success in n trials 4. y)dx f (x|y) = allx E[X] = E[E[X|Y ]] 2 .1 = 1 P (x) = p(1 − p)n−1 1 E[x] = p 1 1 V ar[x] = ( − 1) p p E[x|x > 2] = E[x] + E[2] = 5. 1 +2 p Variance and Expectation Values 5. y) f (y) f (y) f (y) f (y|Y > 3) = = R∞ P (Y > 3) f (y)dy 3 Z f (y) = f (x. with k .3 Poisson λx e−λ x! E[x] = λ f (x) = V ar[x] = λ ∞ X ai = ea i! i=0 4.1 Expectation Values 2 E[X |Y ] = Z x2 f (x|y) f (x.4 Binomial P (x) = n x p (1 − p)n−x x E[x] = np V ar[x] = np(1 − p) n n! = k (n − k)!k! 4.4.

5 + Cumulative from Mean 3 . C) + Cov(A.5. C + D] = Cov(A.2 Variance V ar[X] = E[X 2 ] − E[X]2 V ar[X] = V ar[E[X|Y ]] + E[V ar[x|Y ]] Cov[X. Standard Normal P [X ≤ 82] = P (Z ≤ 82 − mean √ StdDev SampleSize ) Z belongs to Cumulative Table = 0. D) Cov(A. C) + Cov(B. Y ] = E[XY ] − E[X]E[Y ] p σ = V ar[X] Cov[A + B. D) + Cov(B. B) σA σB σA Coefficient of Variance = Cv = µA Covariant Coefficient = Correlation = ρ = 6.