MATHEMATICS FORMULA SHEET

Made By: ROHNAK AGARWAL

Source: Probability and Statistics for Engineers and Scientists
Joshna Mam’s Notes

Made on: 19.11.19

 CHAPTER 1: PROBABILITY

1. Probability (P) =

2. 𝑛! = (𝑛)(𝑛 − 1)(𝑛 − 2) … (3)(2)(1) FACTORIAL

3. 0! = 1
!
4. 𝑃 = 𝑃 = 𝑃 = PERMUTATION
( )!
a. n = total number of objects
b. r = number of objects selected at once from the n objects
c. order matters
!
5. 𝐶= 𝐶 = 𝐶 =( )= COMBINATION
( )! !
a. n = total number of objects
b. r = number of objects selected at once from the n objects
c. order doesn’t matters
6. Circular permutation : (𝑛 − 1)!
n = number of objects to be arranged in a circle
!
7. Permutation of similar objects:
! !… !
a. n = total number of objects
b. 𝑛 are of 1st kind
c. 𝑛 are of 2nd kind
d. 𝑛 are of kth kind
( ∩ )
8. Conditional Probability: 𝑃(𝐵|𝐴) = 𝑃(𝐴) > 0
( )
For independent events A and B : 𝑃(𝐵|𝐴) = 𝑃(𝐵) & 𝑃(𝐴|𝐵) = 𝑃(𝐴)
9. 𝑃(𝐴 ∩ 𝐴 ∩ 𝐴 ∩ … ∩ 𝐴 ) = 𝑃(𝐴 )𝑃(𝐴 |𝐴 )𝑃(𝐴 |𝐴 ∩ 𝐴 ) … 𝑃(𝐴 |𝐴 ∩ 𝐴 ∩ … ∩ 𝐴 )
For independent events, 𝑃(𝐴 ∩ 𝐴 ∩ 𝐴 ∩ … ∩ 𝐴 ) = 𝑃(𝐴 )𝑃(𝐴 )𝑃(𝐴 ) … 𝑃(𝐴 )

10. 𝑃(𝐴) = ∑ 𝑃(𝐵 ∩ 𝐴) = ∑ 𝑃(𝐵 )𝑃(𝐴|𝐵 ) TOTAL PROBABILITY

( ∩ ) ( ∩ )
11. Bayes’ Rule : 𝑃(𝐵 |𝐴) =
∑𝑘𝑖=1 𝑃(𝐵𝑖 ∩𝐴) ∑𝑘𝑖=1 𝑃(𝐵𝑖 )𝑃(𝐴|𝐵𝑖 )
 CHAPTER 2: RANDOM VARIABLES AND PROBABILITY DISTRIBUTION
discrete continuous
f(x) probability distribution function probability density function
F(x) cumulative prob. distri. function cumulative prob. dens. function

1. Joint distribution function : f(x,y)

2. Marginal distribution:
discrete continuous
a. g(x) = ∑ 𝑓(𝑥, 𝑦) ∫ 𝑓(𝑥, 𝑦)𝑑𝑦
b. h(y) = ∑ 𝑓 (𝑥, 𝑦) ∫ 𝑓(𝑥, 𝑦)𝑑𝑥
3. Note: ∫ 𝑔(𝑥 )𝑑𝑥 = 1 and ∫ ℎ(𝑦)𝑑𝑦 = 1
4. Conditional distribution of joint probability:
( , )
a. 𝑃 (𝑦|𝑥 ) =
𝑔(𝑥)
( , )
b. 𝑃 (𝑥 |𝑦) =
ℎ(𝑦)
5. 𝑓(𝑥, 𝑦) = 𝑓(𝑥|𝑦) ℎ(𝑦)
For independent events, 𝑓 (𝑥, 𝑦) = 𝑔(𝑥) ℎ(𝑦)
discrete continuous

6. 𝑃(𝑎 < 𝑋 < 𝑏 | 𝑌 = 𝑦) = ∑ 𝑓 (𝑥 | 𝑦 ) ∫ 𝑓(𝑥|𝑦)𝑑𝑥

 CHAPTER 3: MATHEMATICAL EXPECTATION
Entity Discrete Continuous Remarks
Mean( 𝜇 ) 𝑓(𝑥) = probability distribution/
Expectation 𝑥𝑓 (𝑥) 𝑥𝑓(𝑥)𝑑𝑥
density function
E(X)
Variance 𝜇 = E(X) = Mean or Expectation
𝜎 (𝑥 − 𝜇 ) 𝑓 (𝑥 ) (𝑥 − 𝜇) 𝑓 (𝑥)𝑑𝑥 𝑓(𝑥) = probability distribution/
𝐸 [(𝑋 − 𝜇) ] density function
g(X) = random variable function
𝜇 (𝑋 ) 𝑔 (𝑥 ) 𝑓 (𝑥 ) 𝑔(𝑥)𝑓 (𝑥)𝑑𝑥 𝑓(𝑥) = probability distribution/
𝐸 [𝑔(𝑋 )]
density function
g(X) = random variable function
Variance 𝜇 ( ) = E[g(X)] = Mean or
𝜎( ) 𝑔(𝑥) − 𝜇 ( ) 𝑓 (𝑥 ) 𝑔(𝑥) − 𝜇 𝑓(𝑥)𝑑𝑥 Expectation
( )
𝐸 𝑔(𝑋) − 𝜇 ( ) 𝑓(𝑥) = probability distribution/
density function
𝑥𝑦𝑓 (𝑥, 𝑦) 𝑓(𝑥, 𝑦) = joint probability
E(X, Y) 𝑥𝑦𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦
distribution/ density function
𝑔(𝑋, 𝑌) = joint random variable
𝜇 (𝑋, 𝑌) 𝑔(𝑥, 𝑦)𝑓 (𝑥, 𝑦) function
𝑔(𝑥, 𝑦)𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦
𝐸 [𝑔(𝑋, 𝑌)] 𝑓(𝑥, 𝑦) = joint probability
distribution/ density function
g(X) = random variable function
Covariance 𝜇 ( ) = E[g(X)] = Mean or
𝜎 (𝑥 − 𝜇 )(𝑦 − 𝜇 )𝑓(𝑥, 𝑦) (𝑥 − 𝜇 )(𝑦 − 𝜇 )𝑓(𝑥, 𝑦)𝑑𝑥 𝑑𝑦 Expectation
𝐸 [(𝑋 − 𝜇 )(𝑌 − 𝜇 )] 𝑓(𝑥) = probability distribution/
density function
1. 𝜎 = 𝐸 (𝑋 ) − 𝜇
2. 𝜎 = 𝐸 (𝑋𝑌) − 𝜇 𝜇
3. Correlation coefficient of X and Y = 𝜌 =
4. Linear Combination of random variables:
a. 𝐸 (𝑎𝑋 ± 𝑏𝑌) = 𝑎𝐸 (𝑋 ) ± 𝑏𝐸 (𝑌)
b. 𝐸 [𝑎. 𝑔(𝑋 ) ± 𝑏. ℎ(𝑌)] = 𝑎. 𝐸 [𝑔(𝑋 )] ± 𝑏. 𝐸[ℎ(𝑌)]
5. If X and Y are independent, 𝐸 (𝑋𝑌) = 𝐸 (𝑋 )𝐸(𝑌) and 𝜎 =0
6. 𝜎 = 𝑎 𝜎 + 𝑏 𝜎 + 2𝑎𝑏𝜎
7. 𝑃(𝜇 − 𝑘𝜎 < 𝑋 < 𝜇 + 𝑘𝜎) ≥ 1 −
a. 𝜇 = Mean or Expectation
b. 𝑘 = number of standard deviations
c. 𝜎 = standard deviation
 CHAPTER 4: SOME DISCRETE PROBABILITY DISTRIBUTIONS
1. Binomial Distribution:
a. binomial distribution function: 𝑃 (𝑋 = 𝑥) = 𝑏(𝑥; 𝑛, 𝑝) = 𝐶 𝑝 (1 − 𝑝 )
i. x = number of successes
ii. n = number of trials
iii. p = probability of success
b. ∑ 𝑏(𝑥; 𝑛, 𝑝) = 1
c. 𝑀𝑒𝑎𝑛 = 𝜇 = 𝑛𝑝
d. 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝜎 = 𝑛𝑝(1 − 𝑝)
2. Multinomial Distribution
a. multinomial distribution function:
!
𝑓 (𝑥 , 𝑥 … 𝑥 ; 𝑝 , 𝑝 … 𝑝 , 𝑛 ) = 𝑝 𝑝 …𝑝
𝑥1 !𝑥2 ! … 𝑥𝑘 !

b. ∑ 𝑥 =𝑛 and ∑ 𝑝 =1
3. Hypergeometric Distribution
a. hypergeometric distribution function:
.
ℎ(𝑥; 𝑁, 𝑛, 𝑘 ) = 𝑁𝐶
𝑛
i. x = number of successes required
ii. N = full size of sample space
iii. n = size of sample space under observation
iv. k = number of space points labeled as SUCCESS
b. Mean = 𝜇 =
𝑁
c. Variance = 𝜎 = (𝑛 ) 1−
d. where, max{0, 𝑛 − (𝑁 − 𝑘 )} ≤ 𝑥 ≤ min{𝑛, 𝑘 }
4. Multivariate Hypergeometric Distribution
a. function:
…
𝑓(𝑥 , 𝑥 … 𝑥 ; 𝑎 , 𝑎 … 𝑎 , 𝑁 , 𝑛) =
i. 𝑥 = number of successes required from 𝑎 partition
ii. 𝑎 = number of elements in 𝑖 partition
iii. 𝑁 = full size of sample space
iv. 𝑛 = size of sample space under observation
b. ∑ 𝑥 =𝑛 and ∑ 𝑎 =𝑁
5. Negative Binomial Distribution
a. function: 𝑏 ∗ (𝑥; 𝑘, 𝑝) = 𝐶 𝑝 (1 − 𝑝 )
i. x = number of trials including the one in which we need success
ii. k = the trial in which success is required
iii. p = probability of success
6. Geometric Distribution
a. function: 𝑔(𝑥; 𝑝) = 𝑝(1 − 𝑝)
i. x = number of trials including the one at which we require FIRST
success
ii. p = probability of success
b. mean = 𝜇 =

c. variance = 𝜎 =
𝑝2

7. Poisson Distribution
( )
a. function: 𝑝(𝑥; 𝜆𝑡) =
𝑥!
i. x = number of outcomes occurring in time or space t
ii. 𝜆 = rate of occurrence of outcomes
iii. 𝑡 = time / area / distance / volume …
b. Cumulative probability distribution:
𝑃(𝑟; 𝜆𝑡) = ∑ 𝑝(𝑥; 𝜆𝑡)
c. Mean = 𝜆𝑡
d. Variance = 𝜆𝑡
8. Approximation of Binomial Distribution by a Poisson Distribution
binomial distribution function: 𝑏(𝑥; 𝑛, 𝑝)
poisson distribution function: 𝑝(𝑥; 𝜆𝑡)
𝑛→ ∞ and 𝑝→ 0 and 𝑛𝑝 → 𝜆𝑡
CHAPTER 5: SOME CONTINUOUS PROBABILITY DISTRIBUTIONS
1. Uniform Distribution
𝐴≤𝑥≤𝐵
a. function: 𝑓(𝑥; 𝐴, 𝐵) =
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
i. x = range variable where probability is to be found out
ii. A = lower limit of range
iii. B = upper limit of range

b. Mean =
( )
c. Variance =
2. Normal Distribution (Gaussian Distribution)
( )
a. function: 𝑛(𝑥; 𝜇, 𝜎) =
√2𝜋 𝜎

b. point of inflection: 𝑥 = 𝜇 ± 𝜎
c. Mean = 𝜇
d. Variance = 𝜎 Standard Deviation = 𝜎