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Contains formulas and descriptions of things for probability course midterm.

Contains formulas and descriptions of things for probability course midterm.

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Bayes Rule

Inclusion-Exclusion

Binomial Coefficient

Laws of Independence

LoTP

Vandermondes Identity (group of k with j men and k-j women)

k

m+n =

m n

k

k j

j=0 j

Discrete Random Variables:

PMF

CDF

( ) ( )( )

Expected Values

Indicators

LOTUS

1.

E ( g ( X ) )= g ( x ) P ( X =x)

x

2.

I A k =I A

I A =1I A

c

3. I A B=I A I B

4. I A B =I A + I BI A I B

Variance

Linearity

Fundamental Bridge

Var ( X +c )=Var ( X)

Var ( cX )=c 2 Var ( X )

Var ( X ) 0

Continuous Random Variables:

CDF

LOTUS

Geometric

n

n+1

1x

k=0 1x

Series

Taylor

n

nx ! =e x , for all x

n=0

Binomial Theorem

n

n

( x+ y ) = n x k y nk

k=0 k

()

One trial that can result in success or failure where probability of success is p.

Binomial (Bin) Distribution

n independent Bernoulli trials with probability of success p on every trial. Counting

number of successes. Equivalent to sum of independent Bernoulli trials with the same p.

Geometric (Geom) Distribution

Independent trials with probability of success p, counting the number of failures until the

first success (not counting the first success). A memoryless distribution (at any point, we

have the same expected wait time for a success).

First Success (FS) Distribution

Independent trials with probability of success p, counting the failures until the first

success AND the first success. Equivalent to Geom ( p )+ 1 .

Negative Binomial (NBinom) Distribution

The number of failures before the rth success, where each trial has probability p of

success. NBinom(1, p) = Geom(p).

Hypergeometric (HGeom) Distribution

The number of successes in n draws from a population of b undesired objects and w

desired objects (picking w is parked as a success, b as a failure) without replacement.

Poisson (Pois) Distribution

There are many possible events A1, A2, An, each with a small pj of occurring (note the

n

= p j . Can

j=1

Uniform (Unif) Distribution

Generates a completely random variable in segment between parameters a and b.

Normal (N) Distribution

CDF:

Birthday Problem

k people, each persons birthday is equally likely to be any of 365 days, peoples

birthdays are independent. Find P(2 or more people have the same birthday).

365364(365k + 1)

P(no birthday match) =

365k

365364(365k +1)

P(at least 1 match) = 1 P(no match) = 1

365 k

Matching Problem

Shuffled deck of n cards labeled 1 to n. Flip cards saying 1 to n as you go. You win if you

say the same number as you draw. Find P(Win).

Ai = event that ith card has number i. We want P( A1 A 2 A n)

1

1

1

P ( Ai A j A k )=

P ( A i )= , P ( A i A j ) =

,

n

n (n1)

n(n1)(n2)

i=1

1

1

=Taylor Series=1

n!

e

n +1

1

1 1

1

=1 + +

n!

2! 3 !

n

n

2

3

n

P ( n Ai ) =

+

+

n n ( n1 ) n ( n1 ) ( n2 )

1 n +1

()

()

One fair coin and one biased coin that lands on Heads with probability 3/4. Pick one coin

at random and flip 3 times for 3 Heads. Find P(picked fair coin). Let A = event that 3

Heads were flipped. Let F = event that you picked the fair coin.

1 3 1

2 2

P ( A|F ) P ( F )

P ( F| A ) =

=

=0.23

3

3

c

c

P ( A|F ) P ( F ) + P ( A|F ) P ( F ) 1 1 + 3 1

2 2

4 2

Winter Girl Problem

Family has 2 children. Find P(both girls|at least one girl born in winter). Gender and

seasons all equally likely, and independent.

at least one winter girl

P

P(both girls at least one winter girl )

P ( bothgirls|at least one winter girl )=

1

1

P ( both girls at least 1 winter girl )=P ( both girls at least 1 winter child )= P ( at least 1 winter child )= ( 1

4

4

Testing for a Disease (Sensitivity and Specificity)

Disease affects 1% of the population. Patient tests positive. Let D be the event patient has

the disease, and T be the event that he tests positive. Test is 95% accurate. Find P(D|T)

Sensitivity=P ( T|D )=0.95 ,

Specificity=P ( T c|Dc ) =0.95

P ( T|D ) P( D)

P ( T| D ) P(D)

0.950.01

P ( D|T )=

=

=

=0.16

c

c

P(T )

P ( T|D ) P ( D )+ P ( T |D ) P(D ) 0.950.01+0.050.99

Monty Hall

3 doors: 2 have goats, 1 a car. Choose a door, Monty Hall opens another one and reveals a

goat. Do you switch doors?

Let contestant pick door 1. Let Ci be the event that the car is behind door i.

( get car|C 1)1 ( get car|C 2 )1 ( get car|C 3 )1

P ( get car )=P

+P

+P

3

3

3

01 11 11 2

+

+

=

With switch: P ( get car )=

3

3

3

3

11 01 01 1

+

+

=

Without switch: P ( get car )=

3

3

3

3

Elk Problem (Capture-Recapture)

( )( )

( )( ) ( )( )

Forest has N elk. m elk are captured, tagged, and released. Later, n elk are recaptured at

random. Previously captured elk are as likely to be recaptured. This corresponds to a

hypergeometric distribution: HGeom( m, Nm, n) .

Fisher Exact Test

Random sample of n women and m men gathered and tested (accurately) for disease.

Number of women with disease is X Bin (n , p 1) , number of men with disease is

Y Bin(m, p2) . Test if p1= p2 . Let X +Y =r .

Women

Men

Total

x

rx

r

Disease

nx

mr + x

n+mr

No Disease

n

m

n+m

Total

P ( X +Y =r|X= x ) P( X =x) P(X =rx )P( X=x )

P ( X=x|X +Y =r )=

=

P(X +Y =r )

P(X +Y =r )

Since X and Y are independent, X +Y Bin (n+m , p)

1 p n x

1 p n+ mr

n+ m p r

r

1 p mr + x n p x

x

r

x

m p

rx

P ( X=x|X +Y =r )=

Gamblers Ruin

Gamblers A and B make series of $1 bets. In each bet, A has probability p of winning, B

has probability q = 1 p of winning. Gambler A starts with i dollars, B starts with N i

dollar. Find P(W) = probability A wins the game.

pi=P ( W | A starts at i , wins round 1 )p + P ( W | A starts at i ,loses round 1 )q=P ( W | A starts at i+ 1 )p+ P ( W |

( )

()

( )

q i

1

p

1

, if p

N

2

pi= 1 q

p

i

1

,if p=

N

2

()

()

Simpsons Paradox

Dr. H and Dr. N perform 2 types of surgery: hard and easy. Each surgery is either a

success or failure. H has a higher success rate for both surgeries individually, but N has

an overall success rate higher when we aggregate both categories. Let A = event of

successful surgery, B = event that N is surgeon, C = event that surgery is hard type.

and

P ( A|B C ) < P( AB c C)

c

c

c

P ( A|B C ) < P( AB C )

This is because N is more likely to perform easy surgeries with a higher success rate.

St. Petersburg Paradox

Flip a coin and until it lands Heads. You receive $ 2n for the n rounds before Heads.

What is the expected payoff? Let X = winnings from game X =2N

1

1

1

E ( X )= 2+ 4 + 8+ = ,

but N ~ FS(1/2), so E(N) = 2

2

4

8

So E ( 2N )=2 E (N )=22=4

Chicken-Egg Story

Chicken lays random number of eggs N ~ Pois( ). Each egg independently hatches

with probability p and fails to hatch with probability q = 1 p. Let X = number of eggs

that hatch, Y = number of eggs that dont hatch, so X+Y = N. Find joing PMF of X and Y.

X |N=n Bin ( n , p ) ,Y | N =n Bin (n , q)

n=0

p i

q j

q

e

ep

q je i + j

P ( X=i Y = j )=P ( X=i|N=i+ j ) P ( N=i+ j ) = i+ j p i

=

i

( i+ j ) !

Proves: (1) X and Y are independent, and (2) X ~ Pois( p ) and Y ~ Pois( q )

( )

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