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Probability Distributions Explained

3rd sem b tech computer engineering math

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rockgamer0212
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0% found this document useful (0 votes)
3 views1 page

Probability Distributions Explained

3rd sem b tech computer engineering math

Uploaded by

rockgamer0212
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

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 )

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