Discrete Distributions Flashcards

1
Q

What is negative binomial distribution?

A

Negative binomial distribution is a distribution of the fixed number of trials required to obtain r successes, where r > 2

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2
Q

What is the formula for probability for negative binomial?

A

Here

Where x = number of failures (i.e. number of trials minus number of success), r = number of successes, p = probability of one success.

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3
Q

What is the formula for conditional density function of x?

A

f(x|y) = f(x, y)/f(y) , where f(y) is the marginal density function

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4
Q

What is the formula for conditional density function of y?

A

f(y|x) = f(x, y)/f(x) , where f(x) is the marginal density function of x

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5
Q

What is Baye’s Theorem?

A
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6
Q

What is the formula for moment about the origin?

A

(Σxr)/N

N = number of terms, r = whether it be first, second, third, etc, moment.

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7
Q

What is the formula for moment about the mean?

A

Σ(x - x̄)r/N
Where x̄ = mean of values,
N = number of terms
r = first, second, etc, moment

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8
Q

What is the formula for moment about an arbitrary value?

A

Σ(x - b)r/N
b = arbitrary value

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9
Q

What are the properties of moments?

A

If m” = moment about the mean, mk = moment about arbitrary value, m = moment about origin, then:

  1. m”2 = m2 - (m1
  2. If x̄ = b = 0:
    2.a. m2 = m”2 = mk 2, and
    2.b. m1 = m”1 = mk 1
  3. m1 = m”1 if x̄ = b
    Where b is an arbitrary value.
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10
Q

What are the properties of probability density function for continuous random variable?

A
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11
Q

What is the formula for hypergeometric distribution?

A

This.

Where n = number of the selected/sample size
N = total size out of which n is selected
a = number of success in N/population
x = number of success in n (sample size)

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12
Q

What is the formula for expectation in hypergeometric distribution?

A

E(X) = n • (a/N)
Where n = number of the selected/sample size
N = total size out of which n is selected
a = number of success in N/population
x = number of success in n (sample size)

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13
Q

What is the expectation of binomial distribution?

A

E(X) = np,
p = probability of event occuring,
n = sample size

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14
Q

What is the key factor of Hypergeometric distribution?

A

It is a distribution whose events are without replacement, meaning they are not independent of one another.

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15
Q

What is the formula for probability of a Poisson distribution?

A

P(x) = λX • (e–λ / X!)
λ = mean
X = amount we are checking the probability for

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16
Q

What is the expectation for Poisson distribution?

A

E(X) = λ

17
Q

What is the variance for Poisson distribution?

A

Var(X) = λ,
λ = mean

18
Q

When can Poisson distribution be used to approximate binomial?

A

When n —> ∞ and P —> 0