4 Flashcards

1
Q

Random variable X?

A

A function from the state space to the real numbers.

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2
Q

Discrete variable?

A

A random variable that produces a countable set.

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3
Q

Probability mass function (PMF)?

A

For each a in countable set -> p(a) + P{X = a}

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4
Q

Cumulative distribution function?

A

Probability of getting less or equal to a value: F(a) = P{X <= a} = sum(x<=a)(p(x))

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5
Q

Expectation?

A

The average value you would expect from a probability distribution.

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6
Q

Expectation of X as E[X] = ?

A

Sum(p(x) > 0)(k P(x = k))

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7
Q

Expectation of X if the state space is countable, E[X] = ?

A

Sum(s (- S)(P{s} X(s))

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8
Q

E[g(X)] = ?

A

Sum(p(x) > 0)(g(x) p(x))

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9
Q

Sum(X)(p(X)) = ?

A

1

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10
Q

E(X^2) = ?

A

Sum(X)(X^2 p(X))

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11
Q

E[aX + b] = ?

A

aE[X] + b

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12
Q

E[X + Y] = ?

A

E[X] + E[Y]

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13
Q

E[aX] = ?

A

aE[x]

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14
Q

Register exams

A
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15
Q

Variance (sigma^2): Var(X) = ? (2•)

A

•E[((X - mu)^2)] = E[((mu - X)^2)], alt •E[X^2] - (E[X])^2

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16
Q

p(a) = ?

A

P({x = a})

17
Q

Var[aX] = ?

A

a^2 Var[X]

18
Q

Standard Deviation (sigma): SD[X] = ?

A

(Var[X])^(1/2)

19
Q

SD[aX] = ?

A

aSD[X]

20
Q

Formula of SD for a uniform finite distribution?

A

(((sum(mu - x))^2 / n))^(1/2)