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QUAMET1 Formulas

This document provides information on various discrete and continuous probability distributions including formulas and key characteristics. It summarizes the discrete uniform, binomial, Poisson, hypergeometric, negative binomial, geometric, multinomial distributions as well as the continuous uniform, exponential, normal distributions. It also outlines the key concepts of probability distribution functions, expectation, variance, and laws of expectation and variance for both discrete and continuous distributions.

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Neil Bascos
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145 views6 pages

QUAMET1 Formulas

This document provides information on various discrete and continuous probability distributions including formulas and key characteristics. It summarizes the discrete uniform, binomial, Poisson, hypergeometric, negative binomial, geometric, multinomial distributions as well as the continuous uniform, exponential, normal distributions. It also outlines the key concepts of probability distribution functions, expectation, variance, and laws of expectation and variance for both discrete and continuous distributions.

Uploaded by

Neil Bascos
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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Discrete Probability

Formulas
Distributions
1
Discrete Uniform
f(x;k) =

Distribution
(probability is equal each other)
Binomial Distribution
f(x) = b(x, n, p) = ()
(number of successes in n fixed
trials)
= np
2 = npq
*If lot size is big and sampling
is small, use Binomial.
Poisson Distribution
(actual number of occurrences
or successes at random points
in time, unit/time)

P(x, ) =

= = 2

Hypergeometric Distribution
(
)( )
(number of marked individuals h(x, N, n, k) = ()

in sample taken without


=n( )

replacement)


2 = n ( ) (1- ) (
)
*Random sample of n size is

1
selected from N items.
*If N is not given or N is given
but is very large

Pointers

x= number of successes
obtained in n trials
n= total number of trials
p= constant probability that
each would result in a desired
outcome
q= opposite of p
X= number of occurrences per
stated unit
=mean number of occurrences
per stated unit.
X= hypergeometric random
variable
k= successes
N-k=failures

Multivariate Hypergeometric f(x1, x2, , xk, a1, a2, , ak,


N, n) =
Distribution
2
(1
1)(2)

(
)

Negative Binomial
Distribution
(number of trials up to kth
success)

1
b* (x, k, p) = (1
)

Geometric Distribution
(number of trials up to 1st
success)

g(x, p) = 1

Multinomial Distribution
(more than two possible
outcomes per trial)

(1)

M=

2 =

(1)
2

(1)

2 =

n!
x1! x2! xn!

11 22

= =1

2 =

X= number of trials
K= number of successes

Continuous Probability
Distribution
Continuous Uniform
Distribution
(outcomes with equal density)

Formulas
u(x) =

Pointers

1 2

2 1

= 0

otherwise

P( ) =

1
2 1

dx =

2 1

= ( 1 + 2 )
1
2 = 12 ( 2 1 )2

Exponential Distribution
1
f(x) =

(time until an event, time/unit)


F(x) = P( x < some value of x)

=1-
P(x=some value)=0
1
=


Normal Distribution
N(x, , ) = P[z <
]

(Area under the curve, left of z)

= np
2 = npq (Variance)
= (npq) ^1/2 (S.D.)

=the expected value or mean


t= time between occurrences
*f(x) is used with integration
*f(x)= Density Function
*F(x)= Cumulative Density
function

Discrete Probability Distribution Function


Characteristics:
f(x) 0
x
() = 1
P(X=x) = f(x)
Cumulative Distribution Function:
F(x) = P(X x) = ()
Expectation, E(x) or
discrete: E(x) = f(x)
Variance, (dispersion or spread of values)
2 = ( 2 ) ( )2 = ( 2 ) [()]2
Standard Deviation: 2

Laws of Expectation
1.) E(ax + b) = a E(x) + b
Consequently: E(ax) = a E(x)
E(b) = b
2.) E [g(x) h(x)] = E[g(x)] E[h(x)]
Where x and y are 2 different random
variables
3.) E [g(x) h(y)] = E[g(x)] E[h(y)]
Where x and y are 2 different random
variables
4.) E(x+y)= E(x) + E(y)
5.) E(xy) = E(x) * E(y)

Continuous Probability Distribution Function


Characteristics:
f(x) 0
if P(x = c) = 0, then P(a x b) = P(a x < b) =
P(a < x b)

P(a x b) = ()
() = 1
Cumulative Density Function

F(x) = P(X x) = ()
P(X A) = FA; P(X A) = 1 F(A); P(A
x B) = F(B) F(A)
Expectation, E(x) or
continuous: E(x) = ()
Variance, (dispersion or spread of values)
2 = ( 2 ) ( )2 = ( 2 ) [()]2
Standard Deviation: 2

Laws of Variances
2
1.) ()
= {[g(x)]2 } {[()]}2
2
2.)
= 2 2
3.) 2 = 0
2
2
2 2
Consequently:
b = =
2
2 2
2 2
4.)
b =
Only if x & y are independent variables
5.) 2 = ( 2 ) {()}2
Where z= f(x,y) and x,y are independent
variables

Discrete Joint Probability Distribution


Function

Characteristics:
f(x,y) 0
x
(, ) = 1
f(x,y) = P(X = x, Y=y)
For any region A in the xy-plane, P[(x,y) A] =
(, )
Marginal Distribution:
g(x) = (, )
h(y) = (, )
Conditional Distribution:
( = , = ) (,)
P(Y = y | X = x) =
= ()
(=)
P(X = x | Y = y) =

( = , = )
(=)

(,)

Covariance:
- measure of dispersion between x and y
- COV(x, y) = E(xy) E(x) E(y)
where: E(xy) = (, )
E(x) = ()
E(y) = ()

()

Continuous Joint Probability Distribution


Function

Characteristics:
f(x,y) 0

(, ) = 1
P[(X,Y) A] = (, )
region A in the xy-plane

Marginal Distribution:

g(x) = (, )

h(y) = (, )

Conditional Distribution:

P(a < x < b | Y=y) = (|)

P(a < y < b | X=x) = (|)

for any

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