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Graph – bell-shaped & symmetrical about µ and σ2

variable

Continuous Uniform Distribution-Can be either

1

PDF: f(x) = , for a ≤ x ≤ b

PROBABILITY

𝑏−𝑎

0

µ

CDF: F(x) = { 𝑥−𝑎

𝑏−𝑎 x < a, a≤ x ≤ b, x > b

1

- Skewness describes whether or not a distribution

Uniform Distribution Properties

𝒙 −𝒙 is symmetric

P (x1 < x < x2) = 𝟐 𝟏 (proportional to interval)

𝒃−𝒂

1, 0 ≤ 𝑥 ≤ 1 P[Z = a] = 0

f(x) = 𝑓(𝑥) = {

0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 Hence: P[𝑍 £ 𝐴] = 𝑃[𝑍 < 𝐴]

P[Z > -a] = P[Z < a] Zach Badua

Exponential distribution

P[Z > a] =1-P[Z < a]

- describes the time between consecutive events in a Anthony Niogan

P[Z > -a] = P[Z > a]

Poisson process

P[ a < Z < b] = P[Z < b] -P[Z < a]

Transforming X to Z Cristina Yvonne Alfante Fuentebella

Memoryless Property

-a certain probability distribution such as exponential and Janine Tagle

geometric distribution Simple way to memorize:

Remember: Future events depend only on the Jozachar Anaiah Reyes

present event +> = -1

+< = given Mark Lawrence Rico

Normal Distribution -> = given

- also called the Gaussian distribution -< = -1 Royce Jerald Embat

Central Limit Theorem

𝑥−µ

Leila Bocar

- states that the sampling distribution of the sampling Formula:𝑋 → 𝑍 = σ

→ 𝑍 → 𝑃𝑃 → 𝑍 → 𝑋 = 𝑍σ + µ

means approaches a normal distribution as the sample size

gets larger Example: P (X< 214)

— no matter what the shape of the population distribution.

µ = 200 σ= 10

Why use normal distribution?

1. The sum of n independent normal variable is a Z=

214−200

= 1.14

normal variable 10

observations from any distribution tends to have a P(Z<1.40) = 0.9192

normal distribution

Discrete Uniform Distribution

Probability and Random Variables Mean of a Random Variable

- Central value or average of its corresponding PMF Consider a discrete uniform random variable 𝑋 on the

Probability - µ = ∑𝑛𝑖=0 𝑋𝑖𝑝(𝑥𝑖) consecutive integers 𝑎, 𝑎 + 1, 𝑎 + , … , 𝑏,

- A function that assigns a number between 0 and 1 Variance and Standard Deviation for 𝑎 ≤ 𝑏. Then:

- Measure how likely an event to happen Variance is scale of being spread out 𝑏+𝑎

Event 𝐸[𝑋] =

σ2=∑𝑛𝑖=0(𝑋𝑖 = µ )2p(Xi)

- Subset of sample space

Complementary Event Standard Deviation is: √𝑜𝑓 𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒

(𝑏 − 𝑎 + 1)2 − 1

- Probability that an event doesn’t occur σ = √∑𝑛𝑖=0(𝑋𝑖 = µ )2 p(Xi) 𝑉[𝑋] =

- Example: A’ 1

Union Event Example: Binomial Distribution

- Events that can be mutually be found in Event A X 0 1 2 3

and Event B

𝑋: number of successes in 𝑛 (𝑛 = 1, , … ) independent

P(X=x) 1/8 3/8 3/8 1/8 Bernoulli trials with success probability 𝑝

Random Variable

µ = 0(1/8) +1 (3/8) + 2(3/8) + 3(1/8) = 3/2 or 1.5

- a function that associates a real number with each 𝑋 is a binomial random variable with parameters (𝑛, 𝑝)

element in the sample space σ2 = (0-1.5)2 (1/8) + (1-1.5)2(3/8) + (2-1.5)2(3/8) + (3-1.5)2(1/8)

PMF: Probability of having 𝑘 (𝑘 = 0,1, , … , 𝑛) successes

Sample Space = ¾ or 0.75 𝑛

Set of all possible outcomes is known before the √3 in 𝑛 trials𝑝(𝑘) = ℙ(𝑋 = 𝑘) = ( ) 𝑝𝑘 (1 − 𝑝)𝑛−𝑘 where,

- σ = √75 = or 0.87 𝑘

2 𝑛

experiment 𝑛!

Covariance ( )=

Experiment: 𝑘 𝑘!(𝑛−𝑘)!

Probability of getting H in tossing 3 coins. - random variables X and Y denoted by Cov (X,Y) or 𝑜𝑋,𝑌

2

is Properties:𝐸[𝑋] = 𝑛𝑝 and 𝑉[𝑋] = 𝑛𝑝(1 − 𝑝)

X Sample Space

a measure of how much X and Y change together

2 HHT Random Variable

2 HTH X=3, 2, 1, 0

Coefficient of Variance

3 HHH

𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 σ

1 HTT 𝐶𝑉 = √ =

𝑀𝑒𝑎𝑛 µ

0 TTT

1 TTH - normalized value of covariance

2 THH Probability distributions

Types of Random Variable

Discrete Continuous Discrete Probability Distributions Other types:

- Describes the probability of occurrence of each value of a discrete

Finite or countable Range of continuum of random variable (countable values)

possible values x x Counts

Probability Mass/Density Function(PMF/PDF) Discrete Uniform Distribution

- A base that gives a list of probability values A random variable 𝑋 has discrete uniform distributed if each of the Poisson Number of successes in “n”

Cumulative distribution function (CDF) fixed trials

𝑛 values in its range, say 𝑥1 , 𝑥2 , … , 𝑥𝑛 , has equal probability.

- Cumulative density function) of a real-valued

random variable X 1 Geometric Number of trials up through 1st

=

Let X be the random variable of “Toss Coin” PMF: 𝑝(𝑥𝑖 ) = ℙ(𝑋 = 𝑥𝑖 ) 𝑛 success

X 0 1 2 3

𝑝(𝑥𝑖 )

P(X=x) 1/8 3/8 3/8 1/8 Negative Number of trials up through kth

1 Binomial success

1. Each probability value ranges from 0 to 1, in Geometric in sample taken without

1

symbols 0≤P≤1 replacement

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