For one variable (Variate)
Discrete Random Variable Continuous Random Variable
Discrete Probability Distribution/Probability Mass function Continuous Probability Distribution/Probability Density
(P.M.F) function (P.D.F)
(𝑖) 𝑃(𝑥𝑖 ) ≥ 0 for all i (𝑖𝑖) ∑ 𝑃(𝑥𝑖 ) = 1 (𝑖) 𝑓(𝑥) ≥ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥
∞
OR
(𝑖) 𝑓(𝑥𝑖 ) ≥ 0 for all i (𝑖𝑖) ∑ 𝑓(𝑥𝑖 ) = 1 (𝑖𝑖) ∫ 𝑓(𝑥)𝑑𝑥 = 1
−∞
Discrete Distribution function Continuous Distribution function
𝑥 𝑥 𝑥
𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = ∑ 𝑃(𝑥𝑖 ) 𝑜𝑟 ∑ 𝑓(𝑥𝑖 ) 𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = ∫ 𝑓(𝑥)𝑑𝑥
𝑖=1 𝑖=1 −∞
For Ex.
𝐹(𝑥5 ) = 𝑃(𝑋 ≤ 𝑥5 )
𝑥5
= ∑ 𝑃(𝑥𝑖 ) = 𝑃(𝑥1 ) + 𝑃(𝑥2 ) + 𝑃(𝑥3 ) + 𝑃(𝑥4 ) + 𝑃(𝑥5 )
𝑖=1
𝑛 𝑛 ∞
𝑀𝑒𝑎𝑛 = 𝜇 = 𝐸(X) = ∑ 𝑥𝑖 . 𝑃(𝑥𝑖 ) 𝑜𝑟 ∑ 𝑥𝑖 . 𝑓(𝑥𝑖 ) 𝑀𝑒𝑎𝑛 = 𝜇 = 𝐸(X) = ∫ 𝑥. 𝑓(𝑥)𝑑𝑥
𝑖=1 𝑖=1 −∞
𝑛 𝑛 ∞
2) 2 2
𝐸(X = ∑ 𝑥𝑖 . 𝑃(𝑥𝑖 ) 𝑜𝑟 ∑ 𝑥𝑖 . 𝑓(𝑥𝑖 ) 𝐸(X 2 ) = ∫ 𝑥 2 . 𝑓(𝑥)𝑑𝑥
𝑖=1 𝑖=1
−∞
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝜎 2 = 𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝜎 2 = 𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2
𝑆. 𝐷 = 𝜎 = √𝑉𝑎𝑟(𝑋) 𝑆. 𝐷 = 𝜎 = √𝑉𝑎𝑟(𝑋)
For two variables (Bivariate)
Joint Discrete Probability Distribution/Joint Probability Mass Joint Continuous Probability Distribution/Joint
function Probability Density function
(𝑖) 𝑓(𝑥𝑖 , 𝑦𝑗 ) ≥ 0 for i = 1 to m, j = 1 to n (𝑖) 𝑓(𝑥 , 𝑦) ≥ 0 for all (x , y) in R2
𝑛 𝑚 ∞ ∞
(𝑖𝑖) ∑ ∑ 𝑓(𝑥𝑖 , 𝑦𝑗 ) = 1 𝑜𝑟 ∑ ∑ 𝑓(𝑥𝑖 , 𝑦𝑗 ) = 1 (𝑖𝑖) ∫ ∫ 𝑓(𝑥, 𝑦)𝑑𝑥 𝑑𝑦 = 1
𝑗=1 𝑖=1 −∞ −∞
Marginal Probability Distribution function of X and Y Marginal Probability Distribution function of X and Y
𝑛 ∞
𝐹𝑋 (𝑥𝑖 ) = 𝑓(𝑥𝑖 ) = ∑ 𝑓(𝑥𝑖 , 𝑦𝑗 ) 𝐹𝑋 (𝑥) = 𝑓(𝑥) = ∫ 𝑓(𝑥, 𝑦)𝑑𝑦
𝑗=1 −∞
𝑚 ∞
𝐹𝑌 (𝑦𝑗 ) = 𝑓(𝑦𝑗 ) = ∑ 𝑓(𝑥𝑖 , 𝑦𝑗 ) 𝐹𝑌 (𝑦) = 𝑓(𝑦) = ∫ 𝑓(𝑥, 𝑦)𝑑𝑥
𝑖=1 −∞
𝑚 ∞ ∞
𝑀𝑒𝑎𝑛 = 𝜇 = 𝐸(X) = ∑ 𝑥𝑖 . 𝐹𝑋 (𝑥𝑖 ) 𝑀𝑒𝑎𝑛 = 𝜇 = 𝐸(X) = ∫ ∫ 𝑥. 𝑓(𝑥, 𝑦)𝑑𝑥 𝑑𝑦
𝑖=1 −∞ −∞
𝑚 ∞ ∞
𝐸(X 2 ) = ∑ 𝑥𝑖 2 . 𝐹𝑋 (𝑥𝑖 ) 𝐸(X 2 ) = ∫ ∫ 𝑥 2 . 𝑓(𝑥, 𝑦)𝑑𝑥 𝑑𝑦
𝑖=1
−∞ −∞
2 2) [𝐸(𝑋)]2
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝜎 = 𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 − 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝜎 2 = 𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2
𝑆. 𝐷 = 𝜎 = √𝑉𝑎𝑟(𝑋) 𝑆. 𝐷 = 𝜎 = √𝑉𝑎𝑟(𝑋)
Conditional Probability distribution of X when 𝑌 = 𝑦𝑗 Conditional Probability distribution of X when 𝑌 is given
𝑃(𝑋 = 𝑥𝑖 /𝑌 = 𝑦𝑗 ) 𝑃(𝑥𝑖 , 𝑦𝑗 ) 𝑓(𝑥𝑖 , 𝑦𝑗 ) 𝑓(𝑥 , 𝑦)
𝑓𝑋⁄ (𝑥/𝑦) = = = 𝑓𝑋⁄ (𝑥/𝑦) = =
𝑌 𝑃(𝑌 = 𝑦𝑗 ) 𝑃(𝑦𝑗 ) 𝑓(𝑦𝑗 )
𝑌 𝑓(𝑦)
Conditional Probability distribution of X when 𝑌 is given
Conditional Probability distribution of Y when 𝑋 = 𝑥𝑖
𝑓(𝑥 , 𝑦)
𝑃(𝑋 = 𝑥𝑖 /𝑌 = 𝑦𝑗 ) 𝑃(𝑥𝑖 , 𝑦𝑗 ) 𝑓(𝑥𝑖 , 𝑦𝑗 ) 𝑓𝑌⁄ (𝑦/𝑥) = =
𝑓𝑌⁄ (𝑦/𝑥) = = = 𝑋 𝑓(𝑥)
𝑋 𝑃(𝑋 = 𝑥𝑖 ) 𝑃(𝑥𝑖 ) 𝑓(𝑥𝑖 )
Two independent variables for Discrete Two independent variables for Continuous
𝑃(𝑥𝑖 , 𝑦𝑗 ) = 𝑃(𝑥𝑖 ). 𝑃(𝑦𝑗 ) 𝑓(𝑥, 𝑦) = 𝐹𝑋 (𝑥). 𝐹𝑌 (𝑦)
Or
𝑓(𝑥𝑖 , 𝑦𝑗 ) = 𝐹𝑋 (𝑥𝑖 ). 𝐹𝑌 (𝑦𝑗 )