Probability - Discrete Random Variables Flashcards
what is the probability distribution of a random variable X taking K discrete values
the list of the discrete values (x) and their probabilities P(X=x)
what is the normalisation of P(X=x)
the sum from 1 to K (the number of discrete values) of the probabilities of obtaining the values is 1
what is the probability distribution closely related to
the relative frequency table
what can we do if we know P(X=x)
compute the probability of any event related to X
what is F(x) = P(X<=x)
the cumulative probability distribution, the probability that X takes a value smaller than or equal to x
how can P(X=x) and F(x) be represented
as a vertical line plot
what is E(X)
the expectation of X
what is the expectation of a random variable X
the sum from 1 to K (the number of discrete values taken by X) of the discrete values multiplied by their probabilities
which greek letter is used to represent expectation E(X)
μ
if E(X) is a weighted average of the values of X, what is it weighted according to
the probability distribution P(X=x)
what is Var(X)
the variance of X
what is Var(X)
the expected value of the random variable (X - μ)^2
what is the informal word definition of Var(X)
the weighted average of the squared distances of the values of X from μ, weighted by P(X=x)
does a large Var(X) mean a wider or narrower spread of the distribution P(X=x)
wider
what is Sd(X)
the standard deviation of X