DS_Interview_Prep Flashcards
Bayes’ Rule
P(A|B) = P(B|A)P(A) / P(B)
Conditional Probability
The probability of event A given that event B has occurred.
Mechanism for solve: Bayes’ Rule
Conditional Independence Formula and Definition
P(A AND B | C) = P(A|C)P(B|C)
Given that event C has occurred, knowing that event B has also occurred tells us nothing about the probability of event A having occurred.
Bayes’ Rule: Name of P(A)
Prior
Bayes’ Rule: Name of P(B|A)
Likelihood
Bayes’ Rule: Name of P(A|B)
Posterior
Law of Total Probability Formula and Definition
P(A) =SUM( P(A|B_n)P(B_n) ) for n in N
The probability of event A occurring can be modeled as the weighted sum of conditional probabilities based on each possible scenario having occurred.
Mechanism for solving questions of assessing a probability involving a “tree of outcomes” upon which the probability depends.
Ex. Probability that a customer makes a purchase, conditional on which customer segment that customer falls within.
Permutations (Formula and Definition)
n_P_r = n! / (n-r)!
Mechanism for being able to select all or part of a set of objects, with regard to the order of the arrangement.
Combinations (Formula and Definition)
C(n,r) = n! / r!(n-r)!
Mechanism for being able to select all or part of a set of objects, WITHOUT regard to the order of the arrangement.
Random Variables
Quantity with an associated probability distribution.
Probability distribution can be discrete (countable range) or continuous (uncountable range)
Probability Mass Function (PMF)
Mechanism for understanding the likelihood of a discrete random variable taking on a GIVEN value.
Probability distribution associated with a discrete random variable.
Sums to 1.
Probability Density Function (PDF)
Mechanism for understanding the likelihood of a continuous random variable falling within a specific RANGE of values.
Probability distribution associated with a continuous random variable.
Integrates to 1.
Cumulative Distribution Function (CDF)
Mechanism for understanding the likelihood that a random variable will be less than or equal to a specified value.
Discrete: Formed by summing values
Continuous: Formed by integrating values
Joint Probability Distribution
Mechanism for understanding the probability of two or more random variables occurring together.
Discrete = Joint Probability Mass Function (JPMF)
Continuous = Joint Probability Density Function (JPDF)
Sums or integrates to 1.
Marginal Probability Distribution
Mechanism for deriving the probability distribution of a single variable from a set of random variables without considering the other variables in the set.
Discrete = Marginal Probability Mass Function (MPMF)
Continuous = Marginal Probability Density Function (MPDF)
Derived from a Joint Probability Distribution.