Probability and Statistics Flashcards
What is the binomial coefficient
(n k) = n! / k!(n-k)!
what is a Bernoulli trial
only has 2 possible outcomes
rule for probability that 2 independent events both occur
‘and’ rule -> multiplication
rule for probability that one or another event occurs
addition
how to find probability that a and b occur given that b occurs
P(a and b) / P(b)
pdf for binomial distribution
P(X=k) =
(n k) p^k (1-p)^n-k
binomial coefficient X probability of success k times X probability of failure n-k times
definition of Expectation
the sum of all possible outcomes, weighted by their probabilities
When can the Poisson distribution be used
large n
small p
(ie rare events)
formula for µ, the density parameter
µ = np (=E(x))
n = number of trials
p = probability of success
pdf for poisson distribution P(X=k) ≈
e^µ µ^k / k!
E(x) for binomial distribution
np
E(x) for Poisson distribution
µ = np
what are the parameters for the geometric distribution
p, probability of success
pdf for geometric distribution
P(X = k) =
(1 - p)^n-1 p
probability of the n-1 failures before the one probability of success
expectation E(x) for geometric distribution
1 / p
parameters for the exponential distribution
lambda = the rate parameter
what’s the difference between the exponential and geometric distribution
geometric = discrete
exponential = continuous
exponential distribution can be used to model the geometric when n gets large and p gets very small
pdf for exponential distribution
f(x) =
lambda e^ - (lambda x)
cdf for exponential distribution
F(x) =
1 - e^ - (lambda x)
(if can’t remember can integrate the pdf between 0 and x)
what does the cdf show
an expression that gives the probability that a random variable X falls between 0 and x
expected value of the exponential distribution
1 / lambda