7. Basic Probability Analysis

Question 1

Intersection of Two Events

Answer 1

• P(A intersect B) = P(A) * P(B|A) = P(B) * P(A|B)

Question 1

Union of Two Events

Answer 1

• P(A union B) = P(A) + P(B) - P(A intersect B)

Question 2

PMF vs PDF

Answer 2

• PMF is for discrete r.v.
• PDF is for continuous r.v.
• f(x) = P(X = x)
• Derivative of the CDF

Question 3

CDF

Answer 3

• F(x) = P(X <= x)

Question 4

Variance as a function of Expectation

Answer 4

Var(X) = E(X^2) - (E(X))^2