Professional Documents
Culture Documents
(A, B) indep. pair =⇒ (A, B c ), (Ac , B), (Ac , B c ) also indep. pairs Mode
S UMMARY S TATISTICS A mode is an x value which maximizes the PMF/PDF.
Expected Value It is possible to have 0, 1, 2, . . . or infinite modes.
R ANDOM VARIABLES Z ∞
Discrete: any values with the largest probability
X
A random variable, X, is a function from the sample space S to R E[X] = x · p(x) E[X] = x · f (x) dx
−∞
Cumulative Distribution Function
x Continuous: check end points of interval and where f 0 (x) = 0
Law of the Unconscious Statistician (LOTUS)
F (x) = P (X ≤ x) Percentile
X Z ∞
E[g(X)] = g(x) · p(x) E[g(X)] = g(x) · f (x) dx c is a (100p)th percentile of X if P (X ≤ c) ≥ p and P (X ≥ c) ≥ 1−p
x −∞
A 50th percentile is called a median
Expected Value Linearity
Discrete: look for smallest c with F (c) ≥ p
E[aX + b] = a · E[X] + b E[X + Y ] = E[X] + E[Y ] Continuous: solve for c in F (c) = p
Survival Shortcut
∞
X
If X is nonnegative integer-valued, then E[X] = P (X > k)
k=0
A valid CDF is nondecreasing, right-continuous and Z ∞
If X is nonnegative continuous, then E[X] = [1 − F (x)] dx
lim F (x) = 0, lim F (x) = 1 0
x→−∞ x→∞
Exam 1/P Formula Sheets
WWW.P ROBABILITY E XAM . COM
2 at (b+1)t
1 a+b (b − a + 1) − 1 e −e
DUniform({a, . . . , b}) Equally likely values a, . . . , b
b−a+1 2 12 (b − a + 1)(1 − et )
P (X = 1) = p t
Bernoulli(p) 1 trial w/ success chance p p p(1 − p) 1 − p + pe
P (X = 0) = 1 − p
# of successes in n indep. n x n−x t n
Binomial(n, p) p (1 − p) np np(1 − p) (1 − p + pe ) np ∈ N =⇒ np = mode = median
Bernoulli(p) trials x
# w/ property chosen w/ K N −K
K
x n−x K K K N −n Resembles Binomial(n, N)
HyperGeom(N, K, n) out replacement from N N
n n 1− ugly
N −1 with large N relative to n
where K have property n
N N N
−λx −λx 1 1 λ
Exp(λ) λe 1−e Only memoryless continuous distribution
λ λ2 λ−t
−λx α−1
α
λe (λx) α α λ
Gamma(α, λ) ugly Sum of α independent Exp(λ) for integer α > 0
Γ(α) λ λ2 λ−t
Exam 1/P Formula Sheets
WWW.P ROBABILITY E XAM . COM