Distributions P-1 Flashcards
Discrete and Continuous
Discrete Uniform: Density Function
{1,2,3,…,N}

Discrete Uniform: Mean
{1,2,3,…,N}

Discrete Uniform: Variance
{1,2,3,…,N}

Discrete Uniform: MGF

Binomial: Density
Out of n objects drawn, with probability of success p, x are successful.

Binomial: Mean

Binomial: Variance

Binomial: MGF

Geometric: Density
Probability of the first success on x-1 trials. Probability of success is p.

Geometric: Mean
The mean for the number of failures until the first success. The alternative, the trial of the first success. To find this add one to the expecation of failures and get 1/p.

Geometric: Variance

Geometric: MGF

Poisson: Density
Probability of x occurances over a unit of time. Lambda is the average rate of occurance.

Poisson: Variance and Mean

Poisson: MGF

Negative Binomial: Density
Repeat and experiment with success probability p until the rth success. x is the number of failures until the rth success.

Negative Binomial: Mean

Negative Binomial: Variance

Negative Binomial: MGF

Hypergeometric: Density
In a group of M objects, K are type one objects. M-K are type two. n is the number of objects drawn and x is the number of type one objects drawn.

Hypergeometric: Mean

Hypergeometric: Variance

Multinomial: Density
Out of n trials, xi are from group i and have probability pi.

Multinomial: Mean i

Multinomial: Variance i

Continuous Uniform: Density
An interval from a to b.

Continuous Uniform: Mean

Continuous Uniform: Variance

Continuous Uniform: Cumulative

Continuous Uniform: MGF

Exponential: Density

Exponential: Mean

Exponential: Variance

Exponential: MGF

Exponential: Cumulative

Normal: Density

Normal: MGF

Gamma: Density

Gamma: Mean

Gamma: Variance

Gamma: MGF

What is a sum of a geometric?

The integral of a quadratic and natural exponential.

Taylor Expansion of ex.

The Order Statistic equation.
Max is k = n and min is k = 1.

Using a cdf to find the intersection.


Chebyshev’s Inequality

A common exponential integral.

Convolution
- When to use it.
- Its two forms.
- What the equation solves.
- Those two equations.

Union through a joint cdf.


Transformation pdf.

Transformation cdf.

A linear transformations affect on the MGF.

Jensen’s Inequality


Grand Variance through condinitional variances.

Continuous conditional equation.

Correlation coefficient.

Independence and the joint cdf.

Independence and expectations.

Independence and joint MGF.

Independence and joint pdf.

The covariance of two linear equations.

The multiplication rule for the joint.
