Chapter 1 : Probability recap Flashcards
Conditional probability in terms of joint and marginal
Joint probability over the marginal probability
Partition
Means events are disjoint (intersection of 0) and the union of sets is the full sample space
Prior probability
a probability as assessed before making reference to certain relevant observations
Posterior probability
Our prior is updated after having observed the data
What is the rule for sequential calculations using bayes rule
Old posterior becomes he new prior
Define a random variable
function from a sample space into a real number
what is the standard deviation
square root of the variance
Explain equi dispersed and give an example of a distribution that it
Meaning expectation equals variance - poisson distribution
What is the relation between a continuous pdf and cdf
a probability density function (pdf) is the derivative of a cumulative distribution function (cdf)
What are the parameters of a normal distirbution
mean and the standard deviation (sigma)
Define the mode
The most probable value of an RV
Define the median
The value of the RV in the middle of the distribution
Define the expected value
A one number summary of the central location of the RV
What does linearity of expectation mean
expectation of the sum = sum of the expectations
Explain variance
average squared distance a sample value is from the expected value