Important Probability & Statistics Formulas (All Units)
UNIT I – Basic Probability
1. Probability of an Event
Brief Explanation: Measures the chance of occurrence of an event.
Formula: P(A) = Favorable Outcomes / Total Outcomes
2. Complementary Event
Brief Explanation: Probability that event A does not occur.
Formula: P(A') = 1 - P(A)
3. Addition Theorem
Brief Explanation: Used for probability of union of two events.
Formula: P(A ∪ B)=P(A)+P(B)-P(A∩B)
4. Conditional Probability
Brief Explanation: Probability of A given B has occurred.
Formula: P(A|B)=P(A∩B)/P(B)
5. Independent Events
Brief Explanation: Occurrence of one event does not affect another.
Formula: P(A∩B)=P(A)P(B)
6. Bayes’ Theorem
Brief Explanation: Updates probability using prior information.
Formula: P(A|B)=[P(B|A)P(A)]/P(B)
UNIT II – Random Variables & Distributions
1. Probability Mass Function (PMF)
Brief Explanation: Used for discrete random variables.
Formula: P(X=x)
2. Probability Density Function (PDF)
Brief Explanation: Used for continuous random variables.
Formula: ∫f(x)dx = 1
3. Cumulative Distribution Function (CDF)
Brief Explanation: Probability that X is less than or equal to x.
Formula: F(x)=P(X≤x)
4. Bernoulli Distribution
Brief Explanation: Distribution with success/failure outcomes.
Formula: P(X=x)=p^x(1-p)^(1-x)
5. Binomial Distribution
Brief Explanation: Counts successes in n independent trials.
Formula: P(X=x)=nCx p^x (1-p)^(n-x)
6. Poisson Distribution
Brief Explanation: Models rare events in fixed interval.
Formula: P(X=x)= (e^-λ λ^x)/x!
7. Geometric Distribution
Brief Explanation: Counts trials before first success.
Formula: P(X=x)= (1-p)^(x-1)p
8. Uniform Distribution
Brief Explanation: All outcomes are equally likely.
Formula: f(x)=1/(b-a)
9. Exponential Distribution
Brief Explanation: Models waiting time between events.
Formula: f(x)= λe^(-λx)
10. Normal Distribution
Brief Explanation: Bell-shaped continuous distribution.
Formula: f(x)=1/(σ√2π)e^(-(x-µ)^2/2σ^2)
11. Expectation
Brief Explanation: Average expected value of random variable.
Formula: E(X)=ΣxP(X=x)
12. Variance
Brief Explanation: Measures spread of data.
Formula: Var(X)=E(X²)-[E(X)]²
13. Markov Inequality
Brief Explanation: Upper bound for probabilities.
Formula: P(X≥a)≤E(X)/a
14. Chebyshev Inequality
Brief Explanation: Bounds probability away from mean.
Formula: P(|X-µ|≥kσ)≤1/k²
15. Central Limit Theorem
Brief Explanation: Sample means tend toward normal distribution.
Formula: Z=(X■-µ)/(σ/√n)
16. Law of Large Numbers
Brief Explanation: Sample mean converges to population mean.
Formula: X■ → µ
UNIT III – Joint Distributions
1. Joint Distribution Function
Brief Explanation: Combined probability distribution of two variables.
Formula: F(x,y)=P(X≤x,Y≤y)
2. Independent Random Variables
Brief Explanation: Joint distribution equals product of marginals.
Formula: f(x,y)=fX(x)fY(y)
3. Covariance
Brief Explanation: Measures joint variability.
Formula: Cov(X,Y)=E[(X-µx)(Y-µy)]
4. Correlation Coefficient
Brief Explanation: Measures strength of linear relation.
Formula: ρ=Cov(X,Y)/(σxσy)
5. Conditional Expectation
Brief Explanation: Expected value of X given Y.
Formula: E(X|Y)
UNIT IV – Markov Chain & Information Theory
1. Markov Property
Brief Explanation: Future state depends only on present state.
Formula: P(Xn+1|Xn)=P(Xn+1|Xn,Xn-1,...)
2. Chapman-Kolmogorov Equation
Brief Explanation: Relates transition probabilities.
Formula: P(n+m)=P(n)P(m)
3. Stationary Distribution
Brief Explanation: Probabilities remain unchanged over time.
Formula: πP = π
4. Inverse Transformation Method
Brief Explanation: Generates random variables using inverse CDF.
Formula: X=F■¹(U)
5. Entropy
Brief Explanation: Measure of uncertainty.
Formula: H(X)= -ΣP(x)logP(x)
6. Mutual Information
Brief Explanation: Shared information between variables.
Formula: I(X;Y)=H(X)-H(X|Y)
7. KL Divergence
Brief Explanation: Difference between two distributions.
Formula: DKL(P||Q)=ΣP(x)log[P(x)/Q(x)]