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$ Sem5 - Maths Formulae

The document provides an overview of key concepts in probability and statistics, including: - Definitions of probability, random variables, and probability distributions. - Expectations and calculations of mean, variance, and moment generating functions for different probability distributions. - Correlation, regression analysis, and methods for fitting curves to datasets. - Overviews of common discrete and continuous probability distributions like the binomial, Poisson, and normal distributions.

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Parth Cholera
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80 views3 pages

$ Sem5 - Maths Formulae

The document provides an overview of key concepts in probability and statistics, including: - Definitions of probability, random variables, and probability distributions. - Expectations and calculations of mean, variance, and moment generating functions for different probability distributions. - Correlation, regression analysis, and methods for fitting curves to datasets. - Overviews of common discrete and continuous probability distributions like the binomial, Poisson, and normal distributions.

Uploaded by

Parth Cholera
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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nr
Probability

0 P(A) 1 ; P(S) =1 ; P()=0 ; P(A) = 1-P(A)

P(A B) = P(A B) ; P(A B) = P(A B)


P(A B) = P(A) - P(A B) ; P(A B) = P(B) - P(A B)
P (A /B )= P (A B ) P (B )

....De Morgans Laws

; P (B /A )=

P (A B ) P (A )

....Conditional Probability

P(B) = P(B/A1)*P(A1)+ P(B/A2)*P(A2)+ .... + P(B/An)*P(An) .Theorem of Total Probability

P(Aj/B)=

P( Aj)*P(B / Aj) P(B/A1)*P(A1)+P(B/A2)*P(A2)+&...+P(B/An)*P(An)


Probability Distribution

....Bayes Theorem

A random variable X is rule that assigns a numerical value to each result in sample space of an experiment. A discrete random variable can take on specific, isolated numerical values, like the outcome of a roll of a die, or the number of dollars in a randomly chosen bank account. A continuous random variable can take on any values within a continuum or an interval (a, b), like the temperature in Central Park, or the height of an athlete in centimeters. Probability distribution of a discrete random variable is a list of probabilities associated with each of its possible values in interval (a, b). It is also called the probability function or the probability mass function (p.m.f) or probability density function (p.d.f). 0 p( xi ) 1 X x1 x2 ..xn F(xi)=F(X= xi) p( xi) =1 p(x1) p(x2) p(xn) Cumulative distribution function (F) gives the probability that the random variable X is less than or equal to x, for every value x.It is also called distribution function or cumulative probability distribution. Cumulative distribution function for discrete variable is found by summing up the probabilities. For a continuous random variable, it is found by the integral of its probability density function. X x1 x2 x3.. xn 0 F ( X ) 1 2 3 n F(xi)=F(X= xi) F (X )= 0 fo r x < a xi xi xi p(x1)
i =1 i =1 i =1

F (X )= 1 fo r x > b

x .. for continuous random variable f (t ) d t Probability Density Function f(x) The probability density function (p.d.f) of a continuous random variable is a function which can be integrated to obtain the probability that the random variable takes a value in a given interval. P.D.F, f(x) of a continuous random variable X is the derivative of the cumulative distribution function F(x). F ( X ) = P ( X = x) =

P ( X ) = f ( x ) d x (a b )

Since F(x)=P(Xx),it follows that, if f(x) is a probability density function then , I) Total probability for all possible values of the continuous random variable X is 1: II) Probability density function can never be negative: f(x) 0 for all x.

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Expectations

E ( X ) = pi xi = xf ( x )
Mean

E [ g ( X )] = g ( x ) f ( x )

E(X) 0

= xf ( x)

= E[X]

Variance =E(X2)-[E(X)] 2 =p x 2 (p x )2 =
i i i i

2 x f (x)

Moment about point a (

)=

r ( x a ) f ( x ) dx
1 2
Mean Deviation : | x m ea n | f ( x )

Median (M) : f ( x ) dx = f ( x ) dx =

m a

a
where a,b,c-> constants

E(aX bY c) = aE(X) bE{Y} c

V(aX bY c) = a2E(X) b2E{Y}

X,Y are independent if P(X=xi,Y=yi)=P(X=xi)*P(Y=yi) i.e. r=0. Cov(X,Y)=E{X-E(X)}{Y-E(Y)}=E(XY)- E(X)E(Y) Moment about a (Ma(t)) =
t(x a) p e i

= e

t(x a)

f ( x)d x

rth order about a = d

dt r

[ M a (t )] = ' where t=0


r
Mathematical Distributions

Formula P(X=x) Mean Variance Moment generating function Recurrence relation

Discrete Distribution Binomial Poissons em m x

Continuous Distribution Normal

Cx p q
Np Npq

x nx

x!

1 2

1 xm 2

m m

m 2

(q + pet )n
d pq nr + x x 1 dp n x p p( x) x +1 q

t e m ( e 1)
d rm + m x x 1 dm

em t+
--

t 2 2 2

x+1

Recurrence relation for probability p(x+1)

m p(x) x +1

--

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Correlation

Variance: 2 = 1

(x x )

; 2 = 1 ( y y )2

Covariance: cov(x,y) = 1 ( x x )( y y )

Coefficient of correlation (r) is given by,

fdy N N Grouped Data Pearson's coeff. .............( Ungrouped Data )............( Direct Method )......................... of Correlation BiVariate Distribution
x y

( x x )( y y ) N

( x x )( y y ) ( x x ) ( y y )
2 2

xy N x. y (x Nx )(y Ny )
2 2 2 2

= fdx
2

fdxdy-

fdx fdy N
2

( f dx ) 2 -

( f dy ) 2 -

Regression Line of regression of Y on X Y=a+bX Line of regression of X on Y X = a` + b`Y

y = a N + b x xy = a x + b x

x = a`N + b` y

xy = a` y + b` y

y y = byx ( x x )
X Y

x x = bxy ( y y )
X Y

byx = r

y xy XY N = = x x2 ( X )2
X2 N

byx = r

y = = x x2

xy

XY

N ( Y )2 N

Y2

Curve Fitting

Curve : Y = a + b X y = aN + b x ; xy = a x + b x Curve : Y = a + b X +cX2 2 2 3 2 3 4 2 y = aN + b x + c x ; xy = a x + b x + c x ; x y = a x + b x + c x


2

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