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Probability & Distributions - Quick Reference

This document provides a quick reference guide on probability and distributions, detailing key concepts such as the addition and multiplication rules, conditional probability, and Bayes' theorem. It also covers properties and formulas for random variables, binomial, geometric, and Poisson distributions, including their expectations, variances, and relevant Excel formulas for calculations. The information is structured for easy understanding and application in statistical analysis.

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p25mihir
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4 views3 pages

Probability & Distributions - Quick Reference

This document provides a quick reference guide on probability and distributions, detailing key concepts such as the addition and multiplication rules, conditional probability, and Bayes' theorem. It also covers properties and formulas for random variables, binomial, geometric, and Poisson distributions, including their expectations, variances, and relevant Excel formulas for calculations. The information is structured for easy understanding and application in statistical analysis.

Uploaded by

p25mihir
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

📘 Probability & Distributions - Quick Reference

1. Probability

●​ Addition Rule:​
P(A U B) = P(A) + P(B) – P(A and B)​

●​ Multiplication Rule (Independent Events):​


P(A and B) = P(A) * P(B)​

2. Conditional Probability

●​ P(A | B) = P(A and B) / P(B), where P(B) > 0​

3. Total Probability Theorem

●​ If B₁, B₂, ..., B are mutually exclusive and exhaustive:​


P(A) = Σ P(A | Bᵢ) * P(Bᵢ)​

4. Bayes' Theorem

●​ P(Bᵢ | A) = [P(A | Bᵢ) * P(Bᵢ)] / Σ [P(A | Bⱼ) * P(Bⱼ)]​

5. Random Variable
Property Formula
Expectation E(X) = Σ [x * P(X = x)]

Variance Var(X) = E(X²) – [E(X)]²

6. Binomial Distribution

(X ~ Bin(n, p))

Property Formula

Expectation E(X) = n * p

Variance Var(X) = n * p * (1 – p)

Excel Formula:​
=[Link](x, n, p, FALSE) ← PDF​
=[Link](x, n, p, TRUE) ← CDF

7. Geometric Distribution

(X ~ Geom(p)) — counts the number of trials until first success

Property Formula

Expectation E(X) = 1 / p

Variance Var(X) = (1 – p) / p²

Memoryless Prop. P(X > m + n∣X>m)=P(X>n)

Excel Formula:​
=[Link](x - 1, 1, p, FALSE) ← PDF​
=[Link](x - 1, 1, p, TRUE) ← CDF

8. Poisson Distribution

(X ~ Pois(λ)) — models count of events in a fixed interval

Property Formula

Mean E(X) = λ
Variance Var(X) = λ

Additivity Pois(λ₁) + Pois(λ₂) = Pois(λ₁ + λ₂)

Excel Formula:​
=[Link](x, λ, FALSE) ← PDF​
=[Link](x, λ, TRUE) ← CDF

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