Mean and Variance of a Probability Distribution Function are defined as:

Mean = 𝝁 = ∑ 𝒙 ∙ 𝒇(𝒙)

Variance = 𝝈𝟐 = ∑ 𝒙𝟐 ∙ 𝒇(𝒙) − 𝝁𝟐

Mean and Variance of a Probability Density Function are defined as:

Mean = 𝝁 = ∫ 𝒙 ∙ 𝒇(𝒙) 𝒅𝒙

Variance = 𝝈𝟐 = ∫ 𝒙𝟐 ∙ 𝒇(𝒙) 𝒅𝒙 − 𝝁𝟐

Formula Sheet for Test#2 Prepared by Dr. Sawsan Hilal

Probability Distribution Function of Binomial Distribution is given by:

𝑷(𝑿 = 𝒙) = 𝒃(𝒙; 𝒏, 𝒑) = 𝒏𝐂𝒙 𝒑𝒙 (𝟏 − 𝒑)𝒏−𝒙 for 𝒙 = 𝟎 , 𝟏 , 𝟐 , … , 𝒏

Mean and Variance of Binomial Distribution are given by:

𝝁 = 𝒏𝒑
𝝈𝟐 = 𝒏𝒑(𝟏 − 𝒑)

Probability Distribution Function of Hypergeometric Distribution is given by:

𝐥𝐨𝐭 𝐬𝐮𝐜𝐜𝐞𝐬𝐬𝐞𝐬 𝐥𝐨𝐭 𝐟𝐚𝐢𝐥𝐮𝐫𝐞𝐬 𝒂 𝑵−𝒂

( )( ) ( )( )
𝐬𝐚𝐦𝐩𝐥𝐞 𝐬𝐮𝐜𝐜𝐞𝐬𝐬𝐞𝐬 𝐬𝐚𝐦𝐩𝐥𝐞 𝐟𝐚𝐢𝐥𝐮𝐫𝐞𝐬 𝒙 𝒏−𝒙
𝑷(𝑿 = 𝒙) = 𝒉(𝒙; 𝒏, 𝒂, 𝑵) = 𝐥𝐨𝐭 = 𝑵 for 𝒙 = 𝟎 , 𝟏 , 𝟐 , … , 𝐦𝐢𝐧(𝒂, 𝒏)
( ) ( )
𝐬𝐚𝐦𝐩𝐥𝐞 𝒏

Mean and Variance of Hypergeometric Distribution are given by:

𝒂
𝝁=𝒏
𝑵
𝒂 𝒂 𝑵 − 𝒏
𝝈𝟐 = 𝒏 (𝟏 − ) ( )
𝑵 𝑵 𝑵 − 𝟏

Probability Distribution Function of Poisson distribution is given by:

𝒆−𝝀 𝝀𝒙
𝑷(𝑿 = 𝒙) = 𝒇(𝒙; 𝝀) = for 𝒙 = 𝟎, 𝟏, 𝟐, …
𝒙!

Mean and Variance of Poisson distribution are given by:

𝝁=𝝀
𝝈𝟐 = 𝝀

Formula Sheet for Test#2 Prepared by Dr. Sawsan Hilal

Chebyshev’s Theorem

𝟏
𝑷( 𝝁 − 𝒌𝝈 ≤ 𝑿 ≤ 𝝁 + 𝒌𝝈 ) ≥ 𝟏 −
𝒌𝟐

If X is a continuous random variable then

 𝑷(𝑿 < 𝒙) = 𝑭(𝒙)

 𝑷(𝑿 > 𝒙) = 𝟏 − 𝑭(𝒙)

 𝑷(𝒂 < 𝑿 < 𝒃) = 𝑭(𝒃) − 𝑭(𝒂)

 It is always true that 𝑭(−∞) = 𝟎 and 𝑭(∞) = 𝟏

If Z has a standard normal distribution then

 𝑷(𝒂 < 𝒁 < 𝒃) = 𝑭(𝒃) − 𝑭(𝒂)

 𝑷(𝒁 < 𝒛) = 𝑭(𝒛)
 𝑷(𝒁 > 𝒛) = 𝟏 − 𝑭(𝒛)
 𝑭(−𝒛) = 𝟏 − 𝑭(𝒛)

Formula Sheet for Test#2 Prepared by Dr. Sawsan Hilal

Formula Sheet for Test#2 Prepared by Dr. Sawsan Hilal
Formula Sheet for Test#2 Prepared by Dr. Sawsan Hilal