Numerical Methods Random Variables

Newton-Raphson n
f ( xn ) E( X )=∑ x i . P( X=x i )
x n+1 =x n − i=1 for X discrete
f '( x n ) ∞
Trapezoidal Rule
E(x)=∫−∞ x.f (x)dx for X continuous
Sum of the areas of trapeziums 2
Var ( X )=E[( X −μ) ]
h
¿ [ y 0 + y n +2( y 1 + y 2 +.. . .. .+ y n−1 ) ]
2
Data Description
Permutations and Combinations
Mean
n Median
n n!
Pr = ∑ xi c2 N
( n−r ) !
n
Cr =
n!
x= i=1
n
n
Q2 =L2 + (
f2 2
−∑ f 2 )
Mode
r ! ( n−r ) ! ∑ f i xi
x= i=1n d1
Probability

Conditional Probability
∑ fi
i=1
mod e=L+c
( d 1 + d2 )
P( A∩B ) Quartiles
P( A / B)= c1 N
P(B )
Hypothesis Testing
Q 1 =L1 + (
f1 4
−∑ f 1 )
X−μ c3 3

z test
z=
σ /√n
Q3 =L3 + (
f3 4
N−∑ f 3 )
ρ−π Sample Variance
z=
π ( 1−π )
√ n
X−μ
2
s=
∑ x2 − (∑ x )
n−1 n (n−1 )
2

t=
t test s/ √ n Sample Standard Deviation
2
(n−1 )s
2 χ2= 2
χ test

Special Probability Distribution

σ2
s=
√ ∑ x2 − (∑ x )
n−1 n(n−1)
2
n x n− x
Binomial
P( X= x)= C x p q

P( X= x )=
λ x e−λ
x!
s=
√ ∑ fx 2 − ( ∑ fx )
∑ f −1 (∑ f )(∑ f −1 )
Poisson

X−μ
z=
Normal σ