PROBABILITY & DISTRIBUTIONS - REVISION
NOTES
1. Axioms of Probability
• P(A) ≥ 0
• P(S) = 1
• P(A ∪ B) = P(A) + P(B) (if mutually exclusive)
2. Conditional Probability
P(A|B) = P(A ∩ B) / P(B)
3. Multiplication Rule
P(A ∩ B) = P(A)P(B|A)
If independent: P(A ∩ B) = P(A)P(B)
4. Bayes’ Theorem
P(A|B) = [P(B|A)P(A)] / P(B)
5. Discrete Random Variable
PMF: P(X=x)
Mean: E(X) = Σ xP(x)
Variance: Var(X) = E(X²) − [E(X)]²
6. Binomial Distribution
P(X=x) = nCx p^x (1−p)^(n−x)
Mean = np
Variance = np(1−p)
7. Poisson Distribution
P(X=x) = e^(−λ) λ^x / x!
Mean = Variance = λ
8. Continuous Random Variable
PDF: f(x), ∫ f(x)dx = 1
Mean: E(X) = ∫ x f(x)dx
9. Exponential Distribution
f(x) = λe^(−λx)
Mean = 1/λ
Reliability: R(t) = e^(−λt)
10. Normal Distribution
Z = (X−µ)/σ
Standard Normal: Mean=0, SD=1
11. Weibull Distribution
f(x) = (β/η)(x/η)^(β−1)e^(−(x/η)^β)
Used in Reliability Analysis
Exam Tips:
• Always write formula first.
• Mention mean & variance for distributions.
• Use Z-table for normal problems.
• Write final answer clearly with 4 decimal places if required.