 𝐴 ∩ 𝐵 ∪ 𝐶 = (𝐴 ∪ 𝐶) ∩ (𝐵 ∪ 𝐶)

′
Discrete Probability Distributions
 𝐴∩𝐵 = 𝐴′ ∪ 𝐵′

 𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃(𝐴 ∩ 𝐵) Probability
Name Mean Variance
Distribution
 𝑃 𝐸1 + 𝐸2 = 𝑃 𝐸1 + 𝑃 𝐸2 − 𝑃 𝐸1 ∩ 𝐸2
𝑛 𝑥 𝑛−𝑥
 If 𝐴 and 𝐵 are mutually exclusive events , 𝑃 𝐴∩𝐵 = ∅ Binomial 𝑝 1−𝑝 𝑛𝑝 𝑛𝑝 1 − 𝑝
𝑥
𝑃 𝐴∩𝐵
 𝑃 𝐴/𝐵 = 1 1−𝑝
𝑃 𝐵 𝑥−1
Geometric 𝑝 1−𝑝
𝑝 𝑝2
 Assume 𝐸1 , 𝐸2 , … , 𝐸𝐾 , are k mutually exclusive and exhaustive sets.
𝑁−𝑛
Then 𝐾 𝑁−𝐾 𝑛𝑝 1 − 𝑝
𝑁−1
𝑃 𝐵 = 𝑃 𝐵/𝐸1 . 𝑃 𝐸1 + 𝑃 𝐵/𝐸2 𝑃. 𝐸2 + ⋯ + 𝑃 𝐵 ∩ 𝐸𝐾 . 𝑃 𝐸1 Hypergeometric 𝑥 𝑛−𝑥 𝑛𝑝
𝑁 , 𝑝
 𝐾
Two events are independent if any one of the following equivalent 𝑛 =
statements is true: 𝑁
𝑃 𝐴 𝐵 =𝑃 𝐴 𝑒 −𝜆 𝜆𝑥
𝑃 𝐵 𝐴 =𝑃 𝐵
Poisson 𝜆 𝜆
𝑥!
𝑃 𝐴∩𝐵 =𝑃 𝐴 𝑃 𝐵
Continuous Probability Distributions
DISCRETE RANDOM VARIABLES CONTINUOUS RANDOM VARIABLES
Probability
𝜇=𝐸 𝑥 = 𝑥𝑓(𝑥) 𝜇=𝐸 𝑥 = 𝑥𝑓 𝑥 𝑑𝑥
Name Mean Variance
Distribution
𝜎2 = 𝑉 𝑥 = 𝑥 2 𝑓 𝑥 − 𝜇2 𝜎2 = 𝑉 𝑥 = 𝑥 2 𝑓 𝑥 − 𝜇2 𝑑𝑥 1 𝑏+𝑎 𝑏−𝑎 2
Uniform
𝑏−𝑎 2 12
1 1
Exponential 𝜆𝑒 −𝜆𝑥
𝜆 𝜆2
𝜆𝑟 𝑥 𝑟−1 𝑒 −𝜆𝑥 𝑟 𝑟
Gamma
Γ 𝑟 𝜆 𝜆2
𝑋−𝜇
Normal 𝑧= 𝜇 𝜎2
𝜎
 Multivariate Probability Distributions
 Joint probability distribution function  Conditional expected value
𝑝 𝑥, 𝑦 = 𝑃 𝑋 = 𝑥 , 𝑌 = 𝑦 Discrete 𝑝 𝑥, 𝑦 = 𝑝 𝑥 𝑝 𝑦
Discrete 𝑃 𝑥, 𝑦 ∈ 𝐴 = 𝑝 𝑥. 𝑦 Continuous 𝑓 𝑥, 𝑦 = 𝑓 𝑥 𝑓 𝑦
Continuous 𝑃 𝑥, 𝑦 ∈ 𝐴 = 𝑝 𝑥. 𝑦 𝑑𝑥 𝑑𝑦

 Covariance
 Marginal probability distribution function Discrete 𝑐𝑜𝑣 𝑥, 𝑦 = 𝑥 𝑦 𝑥 − 𝜇𝑥 𝑦 − 𝜇𝑦 𝑝 𝑥, 𝑦
Discrete 𝑝 𝑥 = 𝑦𝑝 𝑥, 𝑦 ,𝑝 𝑦 = 𝑥𝑝 𝑥, 𝑦 Continuous 𝑐𝑜𝑣 𝑥, 𝑦 = 𝑥 − 𝜇𝑥 𝑦 − 𝜇𝑦 𝑓 𝑥, 𝑦
Continuous 𝑝 𝑥 = 𝑓 𝑥, 𝑦 𝑑𝑦 , 𝑝 𝑦 = 𝑓 𝑥, 𝑦 𝑑𝑥
𝑐𝑜𝑣 𝑥, 𝑦 = E 𝑥𝑦 − 𝜇𝑥 𝜇𝑦

 Statistical Independence  Correlation coefficient

𝑐𝑜𝑣 𝑥, 𝑦
Discrete 𝑝 𝑥, 𝑦 = 𝑝 𝑥 𝑝 𝑦 𝑐𝑜𝑟𝑟 𝑥, 𝑦 =
E 𝑦 E 𝑦
Continuous 𝑓 𝑥, 𝑦 = 𝑓 𝑥 𝑓 𝑦

 Expected value  Conditional Probability Distribution

Discrete 𝐸 𝑥 = 𝑥 𝑥. 𝑝 𝑥, 𝑦 ,𝐸 𝑦 = 𝑦 𝑦. 𝑝 𝑥, 𝑦 𝑝 𝑥,𝑦 𝑝 𝑥,𝑦

Discrete 𝑝 𝑥 𝑦 = , 𝑝 𝑦 𝑥 =
𝑝 𝑦 𝑝 𝑥
𝐸 𝑔 𝑥, 𝑦 = 𝑥 𝑦𝑔 𝑥, 𝑦 . 𝑝 𝑥, 𝑦
Continuous 𝑓 𝑥,𝑦 𝑓 𝑥,𝑦
Continuous 𝐸 𝑥 = 𝑥. 𝑓 𝑥, 𝑦 𝑑𝑥 , 𝐸 𝑦 = 𝑦. 𝑓 𝑥, 𝑦 𝑑𝑦 𝑓 𝑥 𝑦 =
𝑓 𝑦
, 𝑓 𝑦 𝑥 = 𝑓 𝑥

𝐸 𝑔 𝑥, 𝑦 = 𝑔 𝑥, 𝑦 . 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦
 Statistical Inference Theory

Single Sample Two Samples

Normal Population with Known σ2 Two Population Means with Known Variances

Inferences on the Variances of Two Population

Normal Population with Unknown σ2 Variances

Inferences on Two Population Means with

Reasonably insensitive to the normality Variances Unknown but Equal

Population Proportion Inferences on Two Population Means with

Variances Unknown but unequal

Inferences on Paired Population Means

Two Large-Sample Population Proportions

 Normal Population with Known σ2 Normal Population with Unknown σ2

Reasonably insensitive to the normality Population Proportion large sample

 Two Population Means with Known Variances

Inferences on the Variances of Two Population Variances

 Inferences on Two Population Means with Variances Unknown but Equal

Inferences on Two Population Means with Variances Unknown but unequal

 Inferences on Paired Population Means

Two Large-Sample Population Proportions