Probability, Statistics, and Complex Variables
UNIT 1: Probability
- Conditional Probability: P(A|B) = P(A and B) / P(B), P(B) > 0
- Bayes' Theorem: P(Ai|B) = [P(B|Ai) * P(Ai)] / sum of P(B|Aj) * P(Aj)
- Random Variables: Discrete and Continuous
- Expectation: E[X] = sum of x*P(x) or E[X] = integral of x*f(x) dx
- Important: Prove Bayes' theorem, solve discrete RV problems
UNIT 2: Probability Distributions
- Binomial: P(X = r) = nCr * p^r * (1 - p)^(n - r)
- Poisson: P(X = r) = (e^(-lambda) * lambda^r) / r!
- Normal: f(x) = 1/(sqrt(2*pi*sigma^2)) * e^(-(x - mu)^2 / 2*sigma^2)
- Important: Fit distributions, find probabilities using Z-table
UNIT 3: Sampling & Estimation
- Point Estimate: Single value estimation
- Interval Estimate: x z(alpha/2) * (sigma/sqrt(n))
- Sampling Distribution: Mean = mu, Var = sigma^2/n
- Important: Confidence intervals, estimation problems
UNIT 4: Hypothesis Testing
- Z-test: (x - mu) / (sigma / sqrt(n))
- t-test: Used for small samples, sigma unknown
- Chi-Square: chi^2 = sum of (O - E)^2 / E
- ANOVA: Compares more than 2 means
- Important: Solve Z, t, chi^2, and ANOVA problems
UNIT 5: Complex Variables
- Analytic Functions: Differentiable in domain
- Cauchy-Riemann Equations: du/dx = dv/dy, du/dy = -dv/dx
- Harmonic Functions: Satisfy Laplace's equation
- Important: Test analyticity, find harmonic conjugates
UNIT 6: Residues & Conformal Mapping
- Laurent Series: Series with negative powers
- Residue: Coefficient of 1/(z - a) in Laurent expansion
- Cauchy Residue Theorem: Integral of f(z) = 2*pi*i * sum of residues
- Conformal Mapping: w = z^2, w = e^z, w = 1/z
- Important: Evaluate integrals using residues