Stats Flashcards
Pmf
Probability mass function
Probability mass function
a function that gives the probability that a discrete random variable is exactly equal to some value
Often expressed in piecewise form
Bernoulli distribution
the probability distribution of a random variable which takes the value 1 with probability p and the value 0 with probability q=1-p
Autoregressive
A statistical model is autoregressive if it predicts future values based on past values
Etymologically speaking what does autoregressive mean?
regression on self.
/(Autoregression is just predicting a future outcome of a sequence from the previously observed outcomes of that sequence)
Logit is the inverse of
The standard logistic function
Logit domain
(0,1)
Logit range
(-inf, +inf)
Logit is defined as
logit p = ln (p/(1-p)) for p in (0,1)
What is the formula for odds?
p/(1-p), where p is the probability that a particular outcome occurs, and 1 - p is the probability that outcome does not occur
Logit is also called what?
Log odds
Why is logit called log odds?
Because it is defined as the log of odds. Ln (p/(1-p)) for p in (0,1)
What is the cumulative distribution function of Exponential(λ)
Quantile function is aka
The percentile function
What is the quantile function of the normal distribution?
Probit
Probit is the inverse of what?
The cumulative distribution function of the normal distribution
What is the difference between a pdf and a cumulative distribution function?
a Pdf f of a random variable X yields the “relative likelihood” f(x) that the random variable would yield x. A cdf f of a random variable X yields the probability f(x) that X would yield a value <= x
Difference between pdf and pmf?
Pmf is for discrete variables
Pdf is for continuous variables
Pdf stands for
Probability density function
Pmf stands for
Probability mass function
Z score
how many standard deviations a value is from the mean
Multiple logistic regression
Logistic regression, except you have multiple possible outcomes instead of one
Difference between sigmoid and logistic function?
Sigmoid is just one instance of the logistic function, where L = 1, k = 1, x0 = 0
Standard logistic function formula
Explanation of each variable in logistic function
