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Probability & Random Variables Formulas

This document is a formula sheet for Engineering Mathematics focusing on Probability and Random Variables. It includes key concepts such as basic probability, conditional probability, Bayes' theorem, random variables and their distributions, as well as expectation, variance, and standard deviation. Each section provides essential formulas and properties relevant to the topics discussed.

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Damanjeet Singh
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10 views1 page

Probability & Random Variables Formulas

This document is a formula sheet for Engineering Mathematics focusing on Probability and Random Variables. It includes key concepts such as basic probability, conditional probability, Bayes' theorem, random variables and their distributions, as well as expectation, variance, and standard deviation. Each section provides essential formulas and properties relevant to the topics discussed.

Uploaded by

Damanjeet Singh
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

ENGINEERING MATHEMATICS FORMULA SHEET –

PROBABILITY & RANDOM VARIABLES

Basic Probability
P(A) = m/n
P(S) = 1, P(ϕ) = 0
Addition Law: P(A ∪ B) = P(A) + P(B) – P(A ∩ B)
If A, B mutually exclusive: P(A ∪ B) = P(A) + P(B)
P(A ∪ B ∪ C) = P(A)+P(B)+P(C)−P(A∩B)−P(B∩C)−P(C∩A)+P(A∩B∩C)

Conditional Probability & Independence


P(A|B) = P(A ∩ B) / P(B)
Independent Events: P(A ∩ B) = P(A) × P(B)
If independent → P(A|B)=P(A), P(B|A)=P(B)

Bayes’ Theorem
P(Ai | B) = [P(Ai)P(B | Ai)] / Σ[P(Aj)P(B | Aj)]

Random Variables & Distribution


Discrete Random Variable: takes countable values
PMF: p(x)=P(X=x), Σp(x)=1
CDF: F(x)=P(X≤x)=Σ(t≤x)p(t)
Properties: 0≤F(x)≤1, F(−∞)=0, F(∞)=1

Expectation & Moments


E(X)=Σx·p(x)
k-th Moment about origin: µ'k=E(X^k)=Σx^k·p(x)
k-th Central Moment: µk=E[(X−µ)^k], µ=E(X)

Variance & Standard Deviation


Var(X)=E(X²)−[E(X)]²
σ=√Var(X)
E(aX+b)=aE(X)+b
Var(aX+b)=a²Var(X)
If X, Y independent: Var(X+Y)=Var(X)+Var(Y)

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