Probability - Discrete Random Variables Flashcards

1
Q

what is the probability distribution of a random variable X taking K discrete values

A

the list of the discrete values (x) and their probabilities P(X=x)

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2
Q

what is the normalisation of P(X=x)

A

the sum from 1 to K (the number of discrete values) of the probabilities of obtaining the values is 1

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3
Q

what is the probability distribution closely related to

A

the relative frequency table

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4
Q

what can we do if we know P(X=x)

A

compute the probability of any event related to X

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5
Q

what is F(x) = P(X<=x)

A

the cumulative probability distribution, the probability that X takes a value smaller than or equal to x

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6
Q

how can P(X=x) and F(x) be represented

A

as a vertical line plot

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7
Q

what is E(X)

A

the expectation of X

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8
Q

what is the expectation of a random variable X

A

the sum from 1 to K (the number of discrete values taken by X) of the discrete values multiplied by their probabilities

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9
Q

which greek letter is used to represent expectation E(X)

A

μ

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10
Q

if E(X) is a weighted average of the values of X, what is it weighted according to

A

the probability distribution P(X=x)

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11
Q

what is Var(X)

A

the variance of X

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12
Q

what is Var(X)

A

the expected value of the random variable (X - μ)^2

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13
Q

what is the informal word definition of Var(X)

A

the weighted average of the squared distances of the values of X from μ, weighted by P(X=x)

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14
Q

does a large Var(X) mean a wider or narrower spread of the distribution P(X=x)

A

wider

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15
Q

what is Sd(X)

A

the standard deviation of X

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16
Q

what is the standard deviation of X

A

the square root of Var(X)

17
Q

what 4 headings might be useful in a table being used to calculate E(X), Var(X) and Sd(X)

A

x, P(X=x), xP(X=x), x^2P(X=x)

18
Q

what is a bernoulli trial

A

an action that results in one of two outcomes, (S) success or (F) failure

19
Q

if P(S)=p what is P(F)=q

A

1-p

20
Q

what is P(X=k): the probability of k successes

A

the binomial distribution

21
Q

what is C(n, r) ‘n choose r’

A

the binomial coefficient

22
Q

what is the binomial coefficient

A

the number of ways of choosing r elements from a set of n elements

23
Q

what does X~B(n,p) mean

A

X is distributed as a binomial of n trials and success probability p

24
Q

what is E(X) when X~B(n,p)

A

np

25
Q

what is Var(X) when X~B(n,p)

A

np(1-p)

26
Q

if X~B(n,p) when is the probability distribution of X right skewed

A

when p<0.5

27
Q

if X~B(n,p) when is the probability distribution of X left skewed

A

when p>0.5

28
Q

if X~B(n,p) when is the probability distribution of X symmetric

A

when p=0.5

29
Q

if X~B(n,p) how do you find P(X>=x)

A

1-P(X<=x-1)

30
Q

if X~B(n,p) and p>0.5 what would be a better p to work with

A

pfail=1-p

31
Q

if X~B(n,p) how do you find P(a<=X<=b)

A

P(X<=b)-P(X<=a-1)

32
Q

what does X~Po(λ) mean, what are X and λ

A

X is poisson distributed with rate λ
X gives the number of random events in a unit time/space
λ is the average rate of events per unit time/space

33
Q

when would the poisson distribution be used

A

when the probability of success is given but the number of trials is not

34
Q

if X~Po(λ) what is E(X) and Var(X)

A

λ

35
Q

if X~Po(λ) how do you find P(a<=X<=b)

A

P(X<=b)-P(X<=a-1)