Class Test 2 Flashcards
What is the period of a poisson?
Any quantity such as time, length as long as the rate is fixed for the experiment.
What is a poisson modeling?
The number of times an event happens in a specified period.
What are the two main properties of poisson random variables?
Probability that an event occures is the same for intervals of the same size.
Intervals do not overlap.
Define random variable.
A random variable is a variable which assumes numerical values representing the outcome of an experiment.
What is a continuous random variable?
A random variable which can assume an infinite number of numerical values.
What is the probability of exactly X for all continuous random variables?
0
What does p.d.f. stand for?
probability density function
Define the conditions for p.d.f.
The output of the pdf is always greater than or equal to zero.
When calculating the p.d.f. of a function f(x) the area under the curve is used. Hence integrating to infinity on f(x) should equal 1.
Cumulative distribution function for uniform distribution?
0 if x < a
x - a / b - a if a <= x <= b
1 if x > b
Cumulative distribution function for exponential distribution.
P(X <= x) = 1 - e^(-lambda * x)
If we have already waited a units for the event, what is the probability if we wait another b units for an exponential random variable?
The same as the probability of waiting b units because of the memoryless property.
Explain the relationship between a poisson and an exponential random variable.
The time between consecutive events of a Poisson process follows an exponential distribution with the same rate lambda.
Differentiate between poisson and exponential.
Exponential measures wait time between events.
Poisson measures events per period of time.
Differentiate between exponential and weibull distributions.
Weibull is the same but overcomes the memoryless property. So the probability of waiting b after waiting a is no the same as the probability of waiting b.
Allows the failure probability to vary with time.
What is a uniform distribution X~U(a,b)?
A distribution from a lower to b higher where all possibilities are equally likely.
What is a weibull distribution X~Weibull(a, β)?
a is the shape parameter, is the rate at whih the probability density decreases with respect to X.
β is the scale parameter which determines the size of the values of X for which the distribution is most concentrated.
Cumulative distribution function for Weibull.
P(X <= x) = 1 - e^(- x / β)^a
What is the affect of each of the following on the graph?
(a) Increase mean
(b) Decrease mean
(c) Increase variance
(d) Decrease variance
(a) Shape the same, but location shifts to the right. (left-skewed)
(b) Shape the same, but location shifts to the left. (right-skewed)
(c) Shape flattened, more spread out but location the same
(d) Shape narrowed, more concentrated but location the same.
What is a standard normal distribution?
A normal distribution with mean 0 and variance 1.
How to calculate? (a)P(X < -a)
(b)P(X > a)
(c)P(X > -a)
(a)=P(X > a) = 1 - P(X < a)
(b)=1 - P(X < a)
(c)=P(X < a)
Z table formula?
Z = X - u / σ
For a very large n, what other distribution approximates the normal distribution?
Binomial
What is a sample statistic?
Sample statistics summarise random variable samples so are also subject to randomness.
T(x)=T(x1, .. xn)
where x is a random sample
On what does the distribution of the sample statistic depend?
sample size n