5.02 - Discrete Random Variables Flashcards
Variance of a random variable X
Mean of the squares - square of the mean
Expectation of a random variable X
Sum of P(X=x) * X
If Y = aX + b then E(Y) =
aE(X) + b
If Y = aX +b then Var(Y) =
a^2 Var(X)
If X - U(n) then P(X=x) =
1/n for x = 1,2 … n
If X - U(n) then E(X) =
(n+1)/2
If X - U(n) then Var(X) =
(n^2 - 1)12
If x - B(n, p) then E(X) =
np
If x - B(n, p) then Var(X) =
np(1-p)
What conditions need to be met for geometric.
Constant success probability
Independent trials
All outcomes can be classified as success or failure.
No upper limit to the number of trials.
If X - Geo(p) then P(X=x) =
p(1-p)^x-1
If X - Geo(p) then E(X) =
1/p
If X - Geo(p) then Var(X) =
(1-p)/p^2
If X-Po(theta), Y-Po(gamma) and Z = X+Y, then Z -
Po(theta + gamma)
What conditions need to be met for poisson.
The events occur randomly.
The events must be independent.
The average rate must be constant.