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    Stat 244 Cheatsheet

    Uploaded by

    guanyuc
    This document provides an overview of several probability distributions and concepts: 1) It defines the Poisson, Bernoulli, negative binomial, uniform, exponential, gamma, and normal distributions. It gives the probability mass or density functions and expected values and variances for each. 2) It covers concepts like indicator variables, functions of random variables, Markov's and Chebyshev's inequalities, joint and marginal distributions, and order statistics. 3) It states properties of independent random variables and expectations including that expected values of independent variables multiply and variances add.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Stat 244 Cheatsheet

    Uploaded by

    guanyuc
    23 views2 pages
    This document provides an overview of several probability distributions and concepts: 1) It defines the Poisson, Bernoulli, negative binomial, uniform, exponential, gamma, and normal distributions. It gives the probability mass or density functions and expected values and variances for each. 2) It covers concepts like indicator variables, functions of random variables, Markov's and Chebyshev's inequalities, joint and marginal distributions, and order statistics. 3) It states properties of independent random variables and expectations including that expected values of independent variables multiply and variances add.

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    stat 244 cheatsheet

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    This document provides an overview of several probability distributions and concepts: 1) It defines the Poisson, Bernoulli, negative binomial, uniform, exponential, gamma, and normal distributions. It gives the probability mass or density functions and expected values and variances for each. 2) It covers concepts like indicator variables, functions of random variables, Markov's and Chebyshev's inequalities, joint and marginal distributions, and order statistics. 3) It states properties of independent random variables and expectations including that expected values of independent variables multiply and variances add.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    23 views2 pages

    Stat 244 Cheatsheet

    Uploaded by

    guanyuc
    This document provides an overview of several probability distributions and concepts: 1) It defines the Poisson, Bernoulli, negative binomial, uniform, exponential, gamma, and normal distributions. It gives the probability mass or density functions and expected values and variances for each. 2) It covers concepts like indicator variables, functions of random variables, Markov's and Chebyshev's inequalities, joint and marginal distributions, and order statistics. 3) It states properties of independent random variables and expectations including that expected values of independent variables multiply and variances add.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    P(AIBC P

    Bayesian theorem:P(A/B)
    ANB) ASPA)
    =

    Discrete:

    poisson distruction:discrete random variable. f(Kix) Pr(X=k)


    =

    **
    =

    E(X) Var(x) 5
    =
    =

    Bernoulli distribution:f(k:p)=pR(H-p)H E(X) p =

    Var (x) P(rp) p9


    =
    =

    puzzionaminliCan(PRCPIU E(x) npVar(x):npg xp (59)


    =

    =11 -

    ps-.pdiscrete. Ex Var x =
    Negative Biomial:P(X n)
    (951) pK(1-p(n-k E(x) *
    =

    =
    =

    5a Xca
    Continuous;
    Uniform distribution. f(x):a F(x) =

    Exponential distribution:
    (xy
    xx
    x70
    pdf f(X x) cdf:F(Xix)(1 -2*x
    =
    =

    xcp
    E(x) *
    =
    Var(x) =
    Gamma distribution: f(x) 2a) x8
    =
    -

    e-x*for x20 U(a) fota--+d+


    =

    (9,N) (1,5) is
    exporential
    Normal distributionsfy, 62)
    f(x) xpe-1x-URKS.
    =

    N10.1) standard normal:


    f(x) ye x
    = -

    ·
    for continuous distribution:p(Xx) 0 for X =
    =

    · Indicator Variable 1) A 25! if Aoccussee not occur

    ·
    Functions of a random variable:Y=gix) Ycannot have more values than X

    Var (x) E((X-E(X(R)


    =

    (789x(x).
    =

    (x- (uxdX =
    5px(x). (x (2x)" Variatbx) PVar(x)
    -

    E(X) 3x px(x) f8xfx(x)dX Var (x) E(XY E(X)


    = -
    =

    = -

    Markov's inequality:P(XF+) Y=t.13xIt).ECY(=0.P(Y= 0) ++. PLYt) t.P(X=t)


    =
    =
    =
    1E(X)
    =

    ·
    Chelysher's inequality:P11X-(0x (It) G
    Jointdistributions:
    marginal conditional marginal:Fx(x) P(X<X)
    =

    independent if Fx, y(x,y) Fx(x)Fy (y)


    =

    IPIAN Bi) conditional:P(A)


    =

    if independent E(X-Y) E(X) E(Y) =


    ZP (A/Bi)P(Bi) -

    E(X.Y)
    Sx(yx.xx,y(x,y)dy.dX SxSyx-x.8x(x)fy(y)dydx 1)(xxfx(x)dX). ((yy.fy(y)dy) E(X).E(Y)
    =
    =

    =
    =

    also, for function g.bglx)hlY) EGg(Xh(Y) Eg(X)C.ECh/Y1S =

    order statistics: Fxcy(x) =


    1 -

    11 -

    F(X))
    "

    COUNX,Y) E( (X(X). (Y (Y)) = F(XY) ENCELY) cour(X,Y) CoIXY


    -
    -
    = =

    Var (x+Y) Var (x) +Var(Y) 2001X,Y)


    = +

    Var (x1 +x2 +


    ... -
    Xn) EVar(xi) +2Z
    = Ov(Xi, Xj)
    jj
    XAY IS COU(X.Y) 0
    =

    Var(x+Y) Var(x) Var(Y)


    =
    +

    Conditional Expectation:
    E(X(Y x) 5,xfx(y(x(Y)dxTower law:E(Y) ECELY (X)
    =
    =

    Law of total variance:Var(Y) Elar(Y(x)S VarlE(Y(x() =


    +

    E (VarLY(x) VarIY) =

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