@ pre bebility
~ uncertainty P: evat —> Lo,1]
— random experiment Func meres.
Ke Vetere concepts > BE
O Set
OD unton AUB
AC b a A D intersection ANB
Subset — superset ’ iver Deomplemen-t AS
dHecence A-B
. equallty
A-B <=> ACB R BcA
© désdoint
ANB=¢
“Tha For any set A,B, C
1) Commutativity 3) ANB = BNA
Wi) assoctatlr'ty 6) (ana dnc = an (ene)
) datthtitty 0) AN (BVc) = (Ang) CANO)
WW) de Mecgon's low (AVB)S = ang’a See une ) tes a Tee)
= ti) pee eae
, Tn) = ar
@ binomial theorem Van der mon de's adentity
(ows = (oh — (Y)~ 2 (908)
» (14ay"= = (?) zi
® power series
Tayler sevtes 2 fiy= 2 £8 (aaa
S Bae
+ Maclournn sectes ; x) = :
Maclowein seres sf
azo wa
G@) Ap
Ps.) =a ) e a |
f (a) ei $ex ee = mad
= Ae
laters apts t
© Function x $ Yeee ee
domatn alma
Fange
cacicmitogione] (Caective)) abEeX, atb > feos -fryy
ee eee ee ee
Wen Coronet ny range
Bone atone corres pordence & bivective)! invective 3 Sudecke
@ Jinear'ty
Super pe stony W4Xq Warde
| - | Jas
homogene!-ty 4,
@ Convex fonc-tten
300), 0 4(x) + (-€) 404.) > 9.(B% + (1-6) 2)
ata) i
‘ jl O< 6s
Xm D | oo
BZ Kal Mo gorov Axiloms
i) P(A) > 0 (won Negativity)
DH) PCS) = ( ——Ctetal probability )
in) AV AS fare mutually exclusive, then
i)
“~
+
=
a
It
2 P(A) (courteble «dditiulty)+ facts derived from Kol m eqerov orcloms
» P(d)=0 » PCASNB) = PCB)— PCAne)
* PCA‘) = 1- PCA) « P(AUB) = PCA) + ple) — P(A)
@ lncluston — exclusion rule
PCAUB) = P()+ PCR) —PC ANB)
PCAUBUC) = PCA)+ POR) PC) —P(An®) — FC BNC) PLA A) +PCANBNC)
B condittona| probabe Wty
— Pane)
Rea) = pie) —,_—«~PCANB) = PCB) P(A IB)
= POA) P(B 1A)
A independence
~ PCANB) = PA) PB) <=> P(AlB) = P(A)
~ P(ANBAC) = PLA) PCR) PLO)
A rondom yartable g pet, pdt
Atm en enna - dtsceete se put
Continues 5p yp
probability mass functlon (emf)
L prodeliity deastly Sanction (pdf) fx) = Plx=2)© Cumulative density funchlon Cod) ° Fy) = P( X
o , M201, 2,65
D Negative b'nomtal
reyel
Sey) = ( . ) pci-e)! ponte
S [cays Py i
2 ( 4 ) Peon = Pas o({)o-n*
= eo
Pee Cee = pl ie
Q Continuous
Uni-focm —ahis te’ button GUE LR ese [h
Xx unit (a,b)- a
fun = —————— ee
Gausstan (normal) dietetbution
Xw N(A,07)
( 2
Oe
{ame eq(- wa) mai
fro =
whey <0, G72| => Gtendeed| normal ae ae es(-4)
at 2
A gosma distr bution
Xx gomme (op)
— 1
Fue = Teor ce ep (4) PAO, 2 ro)
/
B beta distribution
Xn beta (op)
fo) = Ten Cae ile
, GPO, Oc xd |
“Blape (le eg ee eal
12 T (ot p)ZB] trans formation x-V
Xe, Nz90) es Me i
‘ Sya) = fi Wwe) | re (sta) wher 7 eusts (= twone tone )
B dF trons formation
YaW =O) = Fn- 4 PAZ tuc (Ov)
A mult! ple random variatles 2 trons formation
rdoiet pat/ pdf > [Link]) = P(Xex, Ye y)
swacginal peflpde + fy = j Ghats)
J Scnand
ee fe i G
soot cdf > Fyytayy = L I. $uyCuind dv du
a
Fuyley) = aes Fay G4)
Z conditional pmf / pdf f
nety ly) > Q
Fay (ly) = apc ty #0
Sp . (freee lees |2 cond'tlonal mean
x»
eo
E(acylx) = Jaw fay aro dy
4
lee of axe tot value !
A inde pendence
fay Ges) = feo fey)
’
Indep <=> fictontenble
BA covariance 2 gree lation
* Cov (xy) = E[(-Bocr-eyy
E(xY) - EQ)ECY)
“ColXX)=O <5 uncorrelated
. Q = Gli)
xy = Lede)
. Ox oy
B Ver (aX+bY)
Var(aX+bY) = a*VerlX)+ 2a ColX.¥) +b? Val)
A Wude's tellAe Cr)! 7
me ee aw TL ance EAT -20( Ale) (249 j
(Z_s
@ N-dis, Gansstan
ltca{"
(am
B multinomal distesbution
“generalization ef bvewlal dist
I
forenag Gavan) = wg
a Bl alway! PPR Pa where oer tne
- .
i =P
ns
@ Dirtchlet disteibutten
+ generalization of beta dist,
$m nist) = Teter oy HN a Bt y Mert N
Te TG - Tow = tr hee Zul o¢xiel
G>d0 YsA sum of indepen dent Fandom (ar'ables
7 independent, and 7 > Key,
the (e
\ Syte = 7 f@hiendt = £0 x fue
“convo bution”
B properties of convelution
1) Commu tativity
fa x fee = fie ¥ few
ii) ass0 ecatiulty
(he xhia) *L@ = fox (fue x fice)
in) dictributiutty
(fie) + fica) x fle) = Stax hee + fyaxdeg
© order statis tics
XRY we tadep.
D ZL min(X¥a-.X0), then Fe@= 1 - it (1-2)
n
® L= max (XX, Ma), then Fela) = TA)< inequalities ‘
@ wor mal inequality
Zale), the Pllzlerd< 2 y yo
@ Jensen ineguality
4) is convex, then E( a(x) > 4( Ed)
A Markey inequality
42) Is nonnegatve, then P(4W) 2r) < ee) | P20
A Che by shev inequality
_ l
P(x Al2ke) sf ae
@ WLLN (weak Law of ferge numbers)
Leb XiXa~ he iid seprencee of E(Xi)=u, VarlX) = 6 ¢ 00
And fet X=} ZY, Then for every €>0,
be P(IR-al