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Set Operation Permutations and Combinatorial Counting

This document provides an overview of key concepts in probability and statistics. It notes similarities in probability distributions and their properties like moments, probability generating functions, and moment generating functions. It also summarizes important facts about conditional probability, independence, Bayes' theorem, multivariate probability distributions, jointly distributed random variables, properties of expectation, and limit theorems. Limiting distributions like the normal, Poisson, and binomial distributions are mentioned.

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25 views2 pages

Set Operation Permutations and Combinatorial Counting

This document provides an overview of key concepts in probability and statistics. It notes similarities in probability distributions and their properties like moments, probability generating functions, and moment generating functions. It also summarizes important facts about conditional probability, independence, Bayes' theorem, multivariate probability distributions, jointly distributed random variables, properties of expectation, and limit theorems. Limiting distributions like the normal, Poisson, and binomial distributions are mentioned.

Uploaded by

tom
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
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Note similarities in distributions setups, like number of choosing, number of success, time till (some

number of successes is) achieved. Finite or infinite urn, countable or uncountable, fixed number of
choosing.
Memorize all distribution details, moments, distributions, pgf, mgf, and which are related how.
Memorize general facts, about pgfs, mgfs, linearity of expectation, variance, covariance,
Var(X)=g(1)+g(1)-g(1)^2
Density of function on random variable
Decomposition strategies, conditioning for addition and multiplication, in counting, probability,
expectation (make a table?)
Bayes switches conditioning
The rich subject of multivariable, conditioning, marginal, convolution, pgf, mgf

Set Operation

Probability
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)

Permutations and Combinatorial Counting


Twelvefold way
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Conditional, Independence (stepping in, switching, partitioning)


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Basic defn: ( | )

Odds

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Stepping in: (
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Switching conditions, Bayes Formula:
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More generally,
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Partitioning, total probability: ( )
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Independence: ( )

Discrete
List
Bernoulli
Hypergeometric
Binomial
Geometric
Negative binomial

Continuous
Cumulative more reliable (then take derivative)
For Y=g(X), monotone in R,

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( )

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(
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Density of func. of random variable


List
Uniform
Normal (continuity correction)
Exponential
Gamma

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Jointly Distributed Random Variables (eg X & Y) (Expectations deferred?)


Jacobian
Covariance, marginal , conditional
Properties of Expectation (with benefit of multi)
Note which distributions obey sum of=
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If conditions are met,
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(
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Limit Theorems
Use of sums, generating function properties
Risk & Insurance

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), o.w., Cov is needed.


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