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Week 2

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9 views2 pages

Week 2

Uploaded by

mishkatchougule
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Statistics for Data Science - 2

Week 2 Important formulas

1. Random variable: A random variable is a function with domain as the sample space
of an experiment and range as the real numbers, i.e. a function from the sample space
to the real line.

• Toss a coin, Sample space = {H, T }


– Random variable X : X(H) = 0, X(T ) = 1

2. Random variables and events: If X is a random variable,


(X < x) = {s ∈ S : X(s) < x} is an event for all real x.
So, (X > x), (X = x), (X ≤ x), (X ≥ x) are all events.

• Throw a die, Sample space = {1, 2, 3, 4, 5, 6}


– E =0: event {1, 3, 5}
– E =1: event {2, 4, 6}
– E <0: null event
– E ≤1: event {1, 2, 3, 4, 5, 6}

3. Range of a random variable: The range of a random variable is the set of values
taken by it. Range is a subset of the real line.

• Throw a die, E = 0 if number is odd, E = 1 if number is even


– Range = {0, 1}

4. Discrete random variable: A random variable is said to be discrete if its range is a


discrete set.

5. Probability Mass Function (PMF): The probability mass function (PMF) of a dis-
crete random variable (r.v.) X with range set T is the function fX : T → [0, 1] defined
as
fX (t) = P (X = t) for t ∈ T .

6. Properties of PMF:

• 0 ≤ fX (t) ≤ 1
•
P
t∈T fX (t) = 1

7. Uniform random variable: X ∼ Uniform(T ), where T is some finite set.

1
• Range: Finite set T
• PMF: fX (t) = 1
|T |
for all t ∈ T

8. Bernoulli random variable: X ∼ Bernoulli(p), where 0 ≤ p ≤ 1.


• Range: {0, 1}
• PMF: fX (0) = 1 − p, fX (1) = p
9. Binomial random variable: X ∼ Binomial(n, p), where n: positive integer, 0 ≤ p ≤ 1.
• Range: {0, 1, 2, . . . ., n}
• PMF: fX (k) = n Ck pk (1 − p)n−k
10. Geometric random variable: X ∼ Geometric(p), where 0 < p ≤ 1.
• Range: {1, 2, . . . ., n}
• PMF: fX (k) = (1 − p)k−1 p
11. Negative Binomial random variable: X ∼ Negative Binomial(r, p), where r: posi-
tive integer, 0 < p ≤ 1.
• Range: {r, r + 1, r + 2, . . . .}
• PMF: fX (k) = k−1 Cr−1 (1 − p)k−r pr
12. Poisson random variable: X ∼ Poisson(λ), where λ > 0.
• Range: {0, 1, 2, 3, . . . .}
e−λ λk
• PMF: fX (k) =
k!
13. Hypergeometric random variable: X ∼ HyperGeo(N, r, m), where N, r, m: positive
integers
• Range: {max(0, m − (N − r)), . . . , min(r, m)}
r
Ck N −r Cm−k
• PMF: fX (k) = NC
m

14. Functions of a random variable: X : random variable with PMF fX (t).


f (X) : random variable whose PMF is given as follows.

ff (X) (a) = P (f (X) = a) = P (X ∈ {t : f (t) = a})


X
= fX (t)
t:f (t)=a

• PMF of f (X) can be found using PMF of X.

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