Distributions Flashcards

1
Q

Mean of poisson

A

μ

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2
Q

Variance of poisson

A

μ

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3
Q

Mean of bernoulli

A

θ

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4
Q

Variance of bernoulli

A

θ(1-θ)

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5
Q

Mean of binomial

A

n*p

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6
Q

Variance of binomial

A

npq

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7
Q

Mean of multinomial for Xi

A

n*pi

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8
Q

Variance of multinomial for Xi

A

npiqi

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9
Q

Covariance between Xi and Xj

A

npipj

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10
Q

Mean of uniform

A

(α + β) / 2

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11
Q

Variance of uniform

A

(β - α)^2 / 12

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12
Q

Mean of beta

A

α / (α + β)

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13
Q

Variance of beta

A

(α / (α + β)) * (β / (α + β)) * (1 / (α + β + 1))

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14
Q

Mean of gamma

A

α / β

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15
Q

Variance of gamma

A

α / β^2

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16
Q

Mean of exponential

A

1/λ

17
Q

Variance of exponential

A

1 / λ^2

18
Q

Conjugate prior for θ when y ~ binomial

A

Beta

19
Q

Conjugate prior for θi,..,θk when y ~ Multinomial

A

Dirichlet

20
Q

Conjugate prior for θ when y ~ poisson

A

Gamma

21
Q

Conjugate prior for θ when y ~ exponential

A

Gamma

22
Q

Conjugate prior for θ when y ~ Uniform

A

Pareto

23
Q

Conjugate prior for μ when y ~ Normal and σ^2 known

A

Normal

24
Q

Conjugate prior for σ^2 when y ~ Normal and μ known

A

Inverse gamma

25
Q

Conjugate prior for σ^2 and μ when y ~ Normal

A

Inverse gamma conditional normal