Midterm Flashcards
Probability Density Function
Expected Value
Expected Value: E = ∑xf(x)
Probability Density Function
Variance
σ² = E(x²) - (E(x))²
Linear Transformation
Linear transformation
Y = a + bX
Linear Transformation
Expected Value
μy = a + bμx
Linear Transformation
Variance
σ² = b²σ²x
Normal Distribution of X
Distribution
x ~ N(μ,σ²)
Normal Distribution of X (population)
Z = ?
Z = (X - μ)/σ ~N(0,1)
Sample normal distribution of X (sample)
Distribution
X̂ ~ N(μ,σ²/n)
Sample normal distribution of X (sample)
Z
z = (X - μ)/ (σ/√n) ~ N(0,1)
Binomial Probability
Probability of k successes
P(Y=k) = (n k)p^k(1-p)^n-k
Binomial Probability
E(Y) =
E(Y) = np
Binomial probability
V(Y) =
V(Y) = np(1-p)
Binomial Probability
Distribution
X~Bin(n,p)
Joint pdf
Covariance X,Y
σx,y = E(XY) - E(X)*E(Y)
Joint pdf
E(XY)
E(XY) = ∑xyh(x,y)
Joint pdf
correlation x,y
ρ = σx,y/σx*σy
Linear combination W
W =
W = a + bX + cY
Linear combination W
Expected value
E(w) = μw = a + bμx + cμy
Linear combination W
Variance
v(x) = σ²w = b²σ²x +2bcσxy + c²σ²y
Test procedure (σ known)
Z test
Z = (X - μ)/ (σ/√n)
Test procedure (s known)
T test
T = (X - μ)/ (S/√n) ~t(n-1)
Test procedure (s known)
CI T test
CI = X ∓ tα/2;n-1 * S/√n