Scribd
Upload
4 views8 pages

Prob & Stats Note

This document provides an overview of probability and statistics concepts, including basic probability rules, conditional probability, and discrete random variables. It covers key formulas, such as the multiplication rule, expectation, variance, and joint distributions. Additionally, it discusses special cases like mutually exclusive events and independence conditions.

Uploaded by

namprofessionaltechnician2503
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
4 views8 pages

Prob & Stats Note

This document provides an overview of probability and statistics concepts, including basic probability rules, conditional probability, and discrete random variables. It covers key formulas, such as the multiplication rule, expectation, variance, and joint distributions. Additionally, it discusses special cases like mutually exclusive events and independence conditions.

Uploaded by

namprofessionaltechnician2503
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

PROB & STATS NOTE

Lec I: Probability basics


2. Probability Rules
1. Sample Space & Outcomes
0 ≤ P(A) ≤ 1
Sample space SSS: All possible
outcomes Total probability = 1

Outcome: A single result

3. Classical Probability

Equal likelihood:

5. Formula
4. With vs Without Replacement
Total prob of sample space: P(S)=1
With replacement - independent - 52 x
Complement Rule: P(A′)=1−P(A
52 (n x n)

Without - dependent - 52 x 51 ​ ​
(n x (n - 1))

Lec II: Events & Operations

1. Union (OR)

NOTE: “A or B”
“at least one”
2. Special Case (Mutually 3. Intersection (AND)
Exclusive) P(A∩B)
_P(A∪B)=P(A)+P(B) and Condition:
P(A∩B)=0

4. Complement
P(A′)=1−P(A)
5. De Morgan’s Laws
(A∪B)′=A′∩B′
(A∩B)′=A′∪B′

Binomial table:

Formula:
t - table:

Area distribution:

Lec III: CONDITIONAL PROBABILITY


1. Definition
2. Rearranged 3. Symmetric form
P(A∩B)=P(A∣B)P(B)

4. Complement
P(A∣B)+P(A′∣B)=1 5. Independence condition
P(A∣B)=P(A)

Equivalent: P(A∩B)=P(A)P(B)

SPECIAL CASES:

Mutually exclusive Subset case


P(A∩B)=0⇒P(A∣B)=0 If B⊂A —> P(A∣B)=1

Lec IV: Probs & Event intersection


1. Multiplication Rule

2.
Independence
Definition: P(B∣A)=P(B) / P(A∣B)=P(A)

Equivalent (MOST USED): P(A∩B)=P(A)P(B)

SPECIAL CASE

Independent events: Not independent:


P(A∩B)=P(A)P(B) P(A∩B)≠P(A)P(B)

Lec IX: CONDITIONAL PROBABILITY

1. Expectation (Mean)

Discrete:

E(X)=∑xi​pi​

2. Expectation of square

3. Variance
Var(X)=E(X^2)−(E(X))^2

4. Standard deviation

Lec VII: DISCRETE RANDOM VARIABLES

1. Random Variable
A random variable assigns a number to outcomes.

Example:

●​ coin tosses
●​ number of heads

2. PMF (Probability Mass Function)

Rules: 0 ≤ pi​≤ 1 ; ∑pi​=1

3. CDF (Cumulative Distribution Function)

Lec X: JOINT DISTRIBUTIONS


P(X=x,Y=y)
1. Joint Probability
P(X=xi​,Y=yj​)
2. Marginal Distribution

For X:

=> Row sum

For Y:

=> Column sum


3. Conditional Distribution
4. Independence 5. Covariance
P(X,Y)=P(X)P(Y) Cov(X,Y)=E(XY)−E(X)E(Y)

6. Correlation

Lec V: BAYE’S THEOREM

Lec VI: Counting


1. Permutation ​ ​ 2. Combination

You might also like