Test 1 Formula Sheet

Probability Rule:
Probability of Union (Two): P (A ∪ B) = P (A) + P (B) − P (A ∩ B)
Probability of Union (Three): P (A ∪ B ∪ C) = P (A) + P (B) + P (C) − P (A ∩ B) − P (B ∩ C) − P (A ∩
C) + P (A ∩ B ∩ C)
P (A∩B)
Conditional Probability: P (A|B) = P (B)

Independence: P (A ∩ B) = P (A) × P (B) or P (B|A) = P (B)

Total Probability Rule: Suppose E1 , E2 , ..., Ek are k exhaustive and mutually exclusive events, then
P (B) = P (B ∩ E1 ) + P (B ∩ E2 ) + ... + P (B ∩ Ek ) = P (B|E1 )P (E1 ) + ... + P (B|Ek )P (Ek )
Discrete R.V.:
P
Mean (Expected Value): E(X) = µ = x xf (x)
Variance: V(X) = σ 2 = x (x − µ)2 f (x) = E(X 2 ) − (E(X))2
P
P
C.D.F: F (x) = P (X ≤ x) = y:y<x f (x)
Continuous R.V.:
R∞
Mean (Expected Value): E(X) = µ = −∞ xf (x)dx
R∞
Variance: V(X) = σ 2 = −∞ (x − µ)2 f (x)dx = E(X 2 ) − (E(X))2
Rx
C.D.F: F (x) = P (X ≤ x) = −∞ f (t)dt
Common Distributions:
Binomial Distribution (n,p):
f (x) = nk px (1 − p)n−x , x = 0, 1, 2, ..., n

E(X) = np, V (X) = np(1 − p)

Hypergeometric Distribution (n,K,N):
(K )(N −K )
f (x) = x Nn−x , x = max{0, n + K − N } to min{K, n}
(n)
−n
E(X) = np, V (X) = np(1 − p) N K
N −1 , where p = N

Geometric Distribution (p):

f (x) = p(1 − p)x−1 , x = 0, 1, 2, ...
1−p
E(X) = p1 , V(X) = p2

Negative Binomial Distribution (r,p):

f (x) = x−1

r x−r
r−1 p (1 − p) , x = 0, 1, 2, ...
r(1−p)
E(X) = pr , V(X) = p2

Poisson Distribution (λ):

λx e−λ
f (x) = x! , x = 0, 1, 2, ...
E(X) = λ, V(X) = λ
Normal Distribution (µ, σ 2 ):
2 2
f (x) = √ 1 e−(x−µ) /2σ , −∞ < x < ∞
2πσ
2
E(X) = µ, V(X) = σ
Exponential Distribution (λ):
f (x) = λe−λx , x ≥ 0
E(X) = λ1 , V(X) = 1
λ2

1
 Standard Normal Probabilities

Table entry

Table entry for z is the area under the standard normal curve
to the left of z.
z

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09

–3.4 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0002
–3.3 .0005 .0005 .0005 .0004 .0004 .0004 .0004 .0004 .0004 .0003
–3.2 .0007 .0007 .0006 .0006 .0006 .0006 .0006 .0005 .0005 .0005
–3.1 .0010 .0009 .0009 .0009 .0008 .0008 .0008 .0008 .0007 .0007
–3.0 .0013 .0013 .0013 .0012 .0012 .0011 .0011 .0011 .0010 .0010
–2.9 .0019 .0018 .0018 .0017 .0016 .0016 .0015 .0015 .0014 .0014
–2.8 .0026 .0025 .0024 .0023 .0023 .0022 .0021 .0021 .0020 .0019
–2.7 .0035 .0034 .0033 .0032 .0031 .0030 .0029 .0028 .0027 .0026
–2.6 .0047 .0045 .0044 .0043 .0041 .0040 .0039 .0038 .0037 .0036
–2.5 .0062 .0060 .0059 .0057 .0055 .0054 .0052 .0051 .0049 .0048
–2.4 .0082 .0080 .0078 .0075 .0073 .0071 .0069 .0068 .0066 .0064
–2.3 .0107 .0104 .0102 .0099 .0096 .0094 .0091 .0089 .0087 .0084
–2.2 .0139 .0136 .0132 .0129 .0125 .0122 .0119 .0116 .0113 .0110
–2.1 .0179 .0174 .0170 .0166 .0162 .0158 .0154 .0150 .0146 .0143
–2.0 .0228 .0222 .0217 .0212 .0207 .0202 .0197 .0192 .0188 .0183
–1.9 .0287 .0281 .0274 .0268 .0262 .0256 .0250 .0244 .0239 .0233
–1.8 .0359 .0351 .0344 .0336 .0329 .0322 .0314 .0307 .0301 .0294
–1.7 .0446 .0436 .0427 .0418 .0409 .0401 .0392 .0384 .0375 .0367
–1.6 .0548 .0537 .0526 .0516 .0505 .0495 .0485 .0475 .0465 .0455
–1.5 .0668 .0655 .0643 .0630 .0618 .0606 .0594 .0582 .0571 .0559
–1.4 .0808 .0793 .0778 .0764 .0749 .0735 .0721 .0708 .0694 .0681
–1.3 .0968 .0951 .0934 .0918 .0901 .0885 .0869 .0853 .0838 .0823
–1.2 .1151 .1131 .1112 .1093 .1075 .1056 .1038 .1020 .1003 .0985
–1.1 .1357 .1335 .1314 .1292 .1271 .1251 .1230 .1210 .1190 .1170
–1.0 .1587 .1562 .1539 .1515 .1492 .1469 .1446 .1423 .1401 .1379
–0.9 .1841 .1814 .1788 .1762 .1736 .1711 .1685 .1660 .1635 .1611
–0.8 .2119 .2090 .2061 .2033 .2005 .1977 .1949 .1922 .1894 .1867
–0.7 .2420 .2389 .2358 .2327 .2296 .2266 .2236 .2206 .2177 .2148
–0.6 .2743 .2709 .2676 .2643 .2611 .2578 .2546 .2514 .2483 .2451
–0.5 .3085 .3050 .3015 .2981 .2946 .2912 .2877 .2843 .2810 .2776
–0.4 .3446 .3409 .3372 .3336 .3300 .3264 .3228 .3192 .3156 .3121
–0.3 .3821 .3783 .3745 .3707 .3669 .3632 .3594 .3557 .3520 .3483
–0.2 .4207 .4168 .4129 .4090 .4052 .4013 .3974 .3936 .3897 .3859
–0.1 .4602 .4562 .4522 .4483 .4443 .4404 .4364 .4325 .4286 .4247
–0.0 .5000 .4960 .4920 .4880 .4840 .4801 .4761 .4721 .4681 .4641
 Standard Normal Probabilities

Table entry

Table entry for z is the area under the standard normal curve
to the left of z.
z

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09

0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133
0.9 .8159 .8186 .8212 .8238 .8264 .8289 .8315 .8340 .8365 .8389
1.0 .8413 .8438 .8461 .8485 .8508 .8531 .8554 .8577 .8599 .8621
1.1 .8643 .8665 .8686 .8708 .8729 .8749 .8770 .8790 .8810 .8830
1.2 .8849 .8869 .8888 .8907 .8925 .8944 .8962 .8980 .8997 .9015
1.3 .9032 .9049 .9066 .9082 .9099 .9115 .9131 .9147 .9162 .9177
1.4 .9192 .9207 .9222 .9236 .9251 .9265 .9279 .9292 .9306 .9319
1.5 .9332 .9345 .9357 .9370 .9382 .9394 .9406 .9418 .9429 .9441
1.6 .9452 .9463 .9474 .9484 .9495 .9505 .9515 .9525 .9535 .9545
1.7 .9554 .9564 .9573 .9582 .9591 .9599 .9608 .9616 .9625 .9633
1.8 .9641 .9649 .9656 .9664 .9671 .9678 .9686 .9693 .9699 .9706
1.9 .9713 .9719 .9726 .9732 .9738 .9744 .9750 .9756 .9761 .9767
2.0 .9772 .9778 .9783 .9788 .9793 .9798 .9803 .9808 .9812 .9817
2.1 .9821 .9826 .9830 .9834 .9838 .9842 .9846 .9850 .9854 .9857
2.2 .9861 .9864 .9868 .9871 .9875 .9878 .9881 .9884 .9887 .9890
2.3 .9893 .9896 .9898 .9901 .9904 .9906 .9909 .9911 .9913 .9916
2.4 .9918 .9920 .9922 .9925 .9927 .9929 .9931 .9932 .9934 .9936
2.5 .9938 .9940 .9941 .9943 .9945 .9946 .9948 .9949 .9951 .9952
2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974
2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981
2.9 .9981 .9982 .9982 .9983 .9984 .9984 .9985 .9985 .9986 .9986
3.0 .9987 .9987 .9987 .9988 .9988 .9989 .9989 .9989 .9990 .9990
3.1 .9990 .9991 .9991 .9991 .9992 .9992 .9992 .9992 .9993 .9993
3.2 .9993 .9993 .9994 .9994 .9994 .9994 .9994 .9995 .9995 .9995
3.3 .9995 .9995 .9995 .9996 .9996 .9996 .9996 .9996 .9996 .9997
3.4 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9998