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a) Conditional Probability:
P(B(A)
P(AB) P(AMB)
=
-
PCA) x
P(B) P(B)
b) Bayes' Rule:
PCM/A) PCH1) PCAIU)
=
x
P(A)
PCU) x P(AIHe)
=PCM). PCAIH) PCUL). PCA1Uz) +... P(UK). P(A)UK)
+
+
2) +) Binomial Distribution:
(x 0,1,2, ...,n)
-
p(x) (.p"(1-p)
= =
E(X) X-B(n,p)
1.P =
V(x) x.p(1 p)
= -
-) Poisson Distribution:
M.M (x
p(x) e
=
0,1,2, ...) =
x!
E(X) M =
x -
P(M)
VCX) M
Exponential Distribution:
=
4
f(x) (xe if 0
-
O if x (O
E(X 1 =
v(x)
1)
=
2. Statistics:
a) Estimator's Characteristics:
1)Unbiased Estimator:
E(0) E =
+) Efficient Estimator:
I estimators of : 1 and 2.
If V(E1) < VCE2) then En is more efficient than 2
b) Confidence Intervals of variance for Normal Samples:
1) When the Mean is known:
Let X-NCM, 22 and EX M is known =
We choose an estimator:
(n)
Gx
2
=
n.st2 -X2 S
=
-
22
54
with
I
=
I =
=1 (Xi-M)
·
plusa use
xi /2 I 1-2
=
G x2=
=( 1).52
-
j
-2
with 2 = 2.msim = x2 -
()2
x-
1
p
CX (n 1)" < a2 < (n 1)
=
1- a
-
(n
= -
1)
x 1 x/2 -
c) Confidence Intervals of proportion for Binomial Samples:
X vA(p)
We choose an estimator:
G (f- P) = N10,1) -
p(1 p)
-
fmI
=
p(f f(1 1)
n.2212p11 f(17).212
-
- +
1
= -
Ho: M po =
H1 Wa
M F Mo 95: /T1 > a ,2}
X Mo
T > Mo 45:5 <
A41Y
-
M
=
i <
Mo ST.T - Ayy
Me
for 2 population
e) Hypothesis testing Variances:
Ho:2I 22 41 Wa
(n-- 142-1)
22(F:) E
=