Chapter 4 Flashcards

1
Q

If X is a discrete random variable having a probability mass function p(x), then the expectation, or the expected value, of X, denoted by E[X], is defined by

A

The sum such that x:p(x)>0 of xp(x)

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2
Q

If X is a random variable with mean E[X], then the variance of X, denoted by Var(X), is defined by

A

Var(X) = E[X2] − (E[X])2

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3
Q

E[X] of a Poisson random variable

A

E[X] = λ

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4
Q

Var(X) of a Poisson random variable

A

Var(X) = λ

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5
Q

Parameter for a Poisson random variable

A

λ

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6
Q

Range of a Poisson random variable

A

λ > 0

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7
Q

pmf of a Poisson random variable

A

p(k) = P{X = k} = (λk/k!)e-λ​

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8
Q

E[X] of a Binomial random variable

A

E[X] = np

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9
Q

Var(X) of a Binomial random variable

A

Var(X) = np(1 - p)

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10
Q

Parameters for a Binomial random variable

A

n — number of trials

p — success probability in each trial

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11
Q

Range of a Binomial random variable

A

n ∈ N0

p ∈ [0,1]

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12
Q

pmf of a Binomial random variable

A

(n k) pk (1 - p)n - k

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13
Q

E[X] of a Geometric random variable

A

E[X] = 1/p

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14
Q

Var(X) of a Geometric random variable

A

Var(X) = (1 - p)/p2

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15
Q

Parameters of a Geometric random variable

A

p - probability

k - trials

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16
Q

Range of a Geometric random variable

A

0 < p <= 1

k ∈ {1, 2, 3,…}

17
Q

pmf of a Geometric random variable

A

(1 - p)k - 1p

18
Q

E[X] of a Negative Binomial

A

E[X] = (pr)/(1 - p)

19
Q

Var(X) of a Negative Binomial

A

(pr)/(1 - p)2

20
Q

Parameters for Negative Binomial

A

r — number of failures until the experiment is stopped

p — success probability in each experiment

k — number of successes

21
Q

Range of Negative Binomial

A

r > 0

p ∈ (0,1)

k ∈ { 0, 1, 2, 3, … }

22
Q

pmf of Negative Binomial

A

((k + r - 1) choose k) · (1 - p)rpk