Math Probability Formulae Flashcards
P(A Inter B)
-Independent Case
-Dependent Case
P(A inter B) = P(A) * P(B)
P(A inter B) = P(A) * P(A|B)
P(A U B)
P(A U B) = P(A) + P(B) - P(A Inter B)
P(A|B)
P(A|B) = P(A inter B) / P(B)
Prove Binomial Typical Phrase
soit X une variable aleatoire, X compte les success de n epreuves avec 2 issues (Enoncer issues) identiques et independentes (car …) de parametre p (car …). Ainsi X suit une loi binomiale de parametre n et p.
If X follows binomial law then :
P(X = k) = (n k) * p^k * (1-p)^n-k
Expected Value formula
E(X) = n*p
Variance formula
V(X) = np(1-p)
combinatory calculation formula :
n! / k!(n-k)!
Check if fluctuation interval exists
P(X E I) = P(a<=X<=b) >= 1 - alpha
Check if fluctuation interval is centered
P(X < a) <= alpha/2
P(X > b) <= alpha/2