Chapter 2:

Intersection: E1∩E2 If E1 ∩ E2=∅ then P ( E1 ∪ E2 )=P ( E1 ) + P( E2)

Complement: E’ P ( A ∪ B ) =P ( A )+ P ( B )−P( A ∩ B)
Multiplication rule: n1 ×n 2 × n3 × … .× nk P ( A ∪ B ∪C ) =¿
P ( A ) + P ( B ) + P ( C )−P ( A ∩ B ) −P ( A ∩C )−P ( B ∩C ) + P( A ∩ B∩ C)
Permutations: n !=n × ( n−1 ) × ( n−2 ) × …× 2× 1 P( A ∩ B)
P ( B| A )=
P( A)
n n! Multiplication Rule: P ( E )=P ( E2|E1 ) P( E1 )
Permutations of subsets: Pr =
( n−r ) !
Permutations of Similar Objects: Total Probability Rules: P ( B )=P ( B ∩ A ) + P(B ∩ A' )
n!
n1 ! n2 ! n 3 ! … n r !
n n! At least one defective device = All samples - samples with 0 defective
Combinations of subsets: C r =
r ! ( n−r ) !

Chapter 3:

f ( x i ) =P( X =xi ) Binomial Mean: μ=np

0 ≤ f ( x i )≤ 1 Binomial Variance: σ 2=np(1− p)
n
Geometric Distributions: f ( x )=( 1−p )x−1 p
∑ f (x i)=1 Geometric Distributions Mean: 1/ p
i=1
Geometric Distributions Variance: (1− p)/ p 2

Mean or expected value: μ= E ( X )=∑ xf ( x)

Poisson Process:
−λ x
x e λ
b+ a f ( x )=
μ= E ( X )= x!
2
Variance: σ =V ( X )=E ( X −μ ) =∑ ( x−μ ) f ( x )
2 2 2 Poisson mean:
x μ= E ( X )=λ
¿ ∑ x f ( x ) −μ
2 2

x
( b−a+1 )2−1
σ 2=
12
Standard Deviation: σ =√ σ 2 Poisson Variance: σ 2=V ( X )=λ
 Mean of Function: n x
Binomial variable: f ( x )=C x p ( 1− p )
n− x

E [h ( X )]=∑ h ( x ) f ( x ) n
P ( X ≥ x i ) = ∑ C x p (1− p )
n x n−x
x
x= xi

Chapter 4:

Probability of density function: Binomial random variable:

b
X−np
P ( a ≤ X ≤ b )=∫ f ( x ) dx Z= np>5
a
√np (1− p)
Mean: Poisson random variable:
∞
X−λ
μ= E ( X )= ∫ xf ( x ) dx Z= λ> 5
−∞
√λ

Variance: Exponential Distribution:

∞ ∞
σ =V ( X )= ∫ x f ( x ) dx−μ ∫ λ e− λx dx
2 2 2

−∞ 0.1

Continuous uniform random variable: Normal Distribution:

f ( x )=1 /(b−a) X−μ
Z=
σ
Where µ is the mean and σ 2is the Variance

Chapter 5:

Conditional Probability mass function: X and Y are Independent:

f XY ( x , y ) F XY ( x , y )=f X ( x ) f Y ( y )
f Y ∨x ( y ) =
f x (x ) f Y ∨x ( y ) =f Y ( y )
f X∨ y ( x )=f x ( x )
σ XY =ρ XY =0
Conditional mean: Covariance:
μY ∨x =∑ y f Y ∨x ( y ) σ XY =E ( XY ) −μ X μY
y

Conditional Variance: Correlation:

=∑ y f Y ∨x ( y )−μ σ XY
2 2 2
σ cov (X , Y )
Y∨ x Y ∨x
ρ XY = =
y
√V ( X ) V (Y ) σXσY
Linear Mean: Linear Variance:
E ( Y )=c1 μ1+ c 2 μ2 +…+ c p μ p 2 2 2 2 2 2
V ( Y )=c 1 σ 1 +c 2 σ 2 +…+ c p σ p