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Formula Sheet MTE23

This document provides formulas and definitions for key probability concepts: 1) Probability definitions and the addition rule, multiplication rule, and conditional probability. 2) Bayes' theorem and the total probability rule for calculating probabilities of events. 3) Definitions of probability mass and density functions and how to calculate mean, variance for discrete and continuous random variables. 4) Common probability distributions like binomial, Poisson, uniform, normal, and gamma distributions and their parameters.

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Meera Alhefaity
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21 views

Formula Sheet MTE23

This document provides formulas and definitions for key probability concepts: 1) Probability definitions and the addition rule, multiplication rule, and conditional probability. 2) Bayes' theorem and the total probability rule for calculating probabilities of events. 3) Definitions of probability mass and density functions and how to calculate mean, variance for discrete and continuous random variables. 4) Common probability distributions like binomial, Poisson, uniform, normal, and gamma distributions and their parameters.

Uploaded by

Meera Alhefaity
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Formula Sheet

𝑇𝑜𝑡𝑎𝑙 𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝑖𝑛 𝐴


1. 𝑃(𝐴) =
𝑇𝑜𝑡𝑎𝑙 𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝑖𝑛 𝑆𝑎𝑚𝑝𝑙𝑒 𝑆𝑝𝑎𝑐𝑒
2. 𝑃(𝐴𝐵) = 𝑃(𝐴) + 𝑃(𝐵) − 𝑃(𝐴𝐵)
3. 𝑃(𝐴𝐵𝐶) = 𝑃(𝐴) + 𝑃(𝐵) + 𝑃(𝐶) − 𝑃(𝐴𝐵) − 𝑃(𝐴𝐶) − 𝑃(𝐵𝐶) + 𝑃(𝐴𝐵𝐶)
𝑃(𝐴 ∩𝐵)
4. 𝑃(𝐴|𝐵) = 𝑃(𝐵)
5. Total Probability Rule: 𝑃(𝐵) = ∑𝑘𝑖=1 𝑃(𝐵|𝐸𝑖 )𝑃(𝐸𝑖 ), where {𝐸𝑖 ; 𝑖 = 1, . . , 𝑘} is a partition, i.e. ⋂𝑘𝑖=1 𝐸𝑖 = Ø,
and ⋃𝑘𝑖=1 𝐸𝑖 = 𝑆
𝑃(𝐵|𝐸𝑖 )𝑃(𝐸𝑖)
6. Bayes’ Theorem: 𝑃(𝐸𝑖 |𝐵) = , where {𝐸𝑖 ; 𝑖 = 1, . . , 𝑘} is a partition, i.e. ⋂𝑘𝑖=1 𝐸𝑖 = Ø, and
𝑖=1 𝑃(𝐵 |𝐸𝑖 )𝑃(𝐸𝑖 )
∑𝑘

⋃𝑘𝑖=1 𝐸𝑖 = 𝑆
7. If 𝑋 is a discrete random variable and 𝐹(𝑥) is its cumulative distribution, i.e., 𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥), then
𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝐹(𝑏) − 𝐹(𝑎 − 1), where a and b are two given integers
8. If 𝑋 is a discrete random variable, then 𝜇𝑋 = 𝐸(𝑋) = ∑𝑥 𝑥𝑃(𝑋 = 𝑥) and
𝜎𝑋2 = 𝑉𝑎𝑟(𝑋) = ∑𝑥(𝑥 − 𝜇𝑋 )2 𝑃(𝑋 = 𝑥)
9. If 𝑋 is a continuous random variable and 𝐹(𝑥) is its cumulative distribution, then 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝐹(𝑏) −
𝐹(𝑎), where a and b are two given real values
10. If 𝑋 is a continuous random variable with a probability density function (pdf) f(x), then
𝜇𝑋 = 𝐸(𝑋) = ∫ 𝑥𝑓(𝑥)𝑑𝑥 and 𝜎𝑋2 = 𝑉𝑎𝑟(𝑋) = ∫(𝑥 − 𝜇𝑋 )2 𝑓(𝑥)𝑑𝑥=∫ 𝑥 2 𝑓(𝑥)𝑑𝑥 − (𝜇𝑋 )2

Probability mass functions (pmf) and Probability density functions (pdf) for common distributions:
Distribution Pmf or pdf Mean Variance

𝑛! 𝑛𝑝(1 − 𝑝)
Binomial(n,p) 𝑃(𝑋 = 𝑥) = 𝑝 𝑥 (1 − 𝑝)𝑛−𝑥 𝑛𝑝
𝑥! (𝑛 − 𝑥)!
𝑒 −𝜆 𝜆𝑥 λ
Poisson(λ) 𝑃(𝑋 = 𝑥) = λ
𝑥!
1 𝑎+𝑏 (𝑏 − 𝑎)2
Uniform(a,b) 𝑓(𝑥) = 12
𝑏−𝑎 2
1 2 ⁄2𝜎2 𝜎2
Normal(μ,σ2) 𝑓(𝑥) = 𝑒 −(𝑥−𝜇) μ
𝜎√2𝜋
𝜆𝑟 𝑥 𝑟−1 𝑒 −𝜆𝑥 r/λ2
Gamma(𝑟, 𝜆) 𝒇(𝒙) = 𝑓𝑜𝑟 𝑥 > 0 r/λ
Γ(𝑟)

𝑋−𝑢
11. If X is normally distributed with mean μ and standard deviation 𝜎, then Z= is Standard Normally
𝜎
distributed.
12. For n large (or for normal population) 𝑋̅ is approximately normal with mean 𝜇𝑋̅ = 𝜇 and standard
deviation 𝜎𝑋̅ = 𝜎/√𝑛
𝑝(1−𝑝)
13. 𝑝̂ is approximately normal with mean 𝜇𝑝̂ = p and standard deviation 𝜎𝑝̂ = √ 𝑛

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