S2 - Chapters 1-5 Flashcards

1
Q

Binomial Distribution Function

A

X ~ B(n, p)
n = number of successes
p = probability of success

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2
Q

Binomial Distribution Conditions

A

1) FIXED number of trials
2) INDEPENDENT trials
3) CONSTANT probability of success (in each trial)
4) TWO outcomes in each trail - “success” and “failure”

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3
Q

Binomial P(X=x) =

A

(n choose X) x P^X x (1-p)^n-X

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4
Q

Factorial Function n!

A

gives us the number of ways of arranging distinguishable objects

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5
Q

Choose Function

A

(n choose r) = n! / (r! (n-r)! )

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6
Q

Cumulative Distribution Function notation

A

F(x) = P(X

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7
Q

Cumulative Distribution Function meaning

A

the probability up to a particular value

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8
Q

Binomial Distribution Mean

A

E(X) = np

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9
Q

Binomial Distribution Variance

A

o^2 = np(1-p)

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10
Q

Binomial Distribution Description

A

The number of “successes” out of n trials, each with a probability of p of success

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11
Q

Poisson Distribution Description

A

a distribution over the number of events which occur within a period of time, give an average rate lambda

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12
Q

Poisson P(X=x) =

A

e^ - lambda x lambda^x / x!

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13
Q

Poisson Distribution Conditions

A

Events must occur:

1) SINGLY in time
2) INDEPENDENTLY of each other
3) at a CONSTANT AVERAGE RATE

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14
Q

Poisson Distribution Mean

A

E(X) = lambda

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15
Q

Poisson Distribution Variance

A

o^2 = lambda

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16
Q

Approximating a Binomial using a Poisson

A

If X ~ B(n,p) and:
- n is large
- p is small
The X can be approximated by X ~ Po(np)

17
Q

Poisson Distribution Function

A

X ~ Po (lambda)

18
Q

Types of discrete random variables

A

1) Binomial distribution
2) Poisson distribution
3) Discrete uniform distribution

19
Q

Types of continuous random variables

A

normal distributions

20
Q

Probability Density Function (p.d.f)

A

f(x)

21
Q

If X is a continuous random variable with p.d.f. f(x) then:

A
  • f(x) >- 0

- P(a

22
Q

Cumulative Distribution Function

A

F(x) = P(X

23
Q

F(x) to f(x)

A

f(x) = differentiate F(x)

24
Q

f(x) Mean (if continuous)

A

E(x) = integrate f(x) times x

25
Q

f(x) Variance (if continuous)

A
o^2 = E(X^2) - E(X)^2
o^2 = integrate f(x) times x^2 - mean^2
26
Q

Mean of F(x)

A

F(m) = 0.5

- find the range where the median x value is in and then set the function equal to 0.5

27
Q

Lower Quartile of F(x)

A

F(Q1) = 0.25

28
Q

Upper Quartile of F(x)

A

F(Q3) = 0.75

29
Q

Positive Skew

A

mode < median < mean

30
Q

Negative Skew

A

mode > median > mean

31
Q

Continuous Uniform Distribution f(x)

A

basically a straight horizontal line running from the x value range and you find probability by finding the area under the line.
- the y line is 1 / (b-a)

32
Q

Continuous Uniform Distribution Mean

A

E(x) = a + b / 2

33
Q

Continuous Uniform Distribution Variance

A

(b-a)^2 / 12

34
Q

E(X^2) =

A

Var(X) + E(X)^2

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

35
Q

Continuous Uniform Distribution F(x)

A

integrate 1 / (b-a) which turns into x-a / b-a

36
Q

Continuity Corrections

A
  • approximate a discrete distribution from a continuous one
  • round up or down by 0.5
  • etc. we can’t find exact probabilities like P(Y=6) when Y is continuous because the probability is effectively 0
  • P(5.5
37
Q

Approximating a Binomial using a Normal

A

To approximate, we just copy over the mean and variance of the Binomial to the Normal

If n is large and p is close to 0.5

X ~ B(n,p) –> Y ~ N(np = mean, np(1-p) = variance)

then you use normal distribution to find the probability like using the equation z = x - m / o

38
Q

Approximating a Poisson using a Normal

A

To approximate, we use the same mean and variance for the Normal as the original poisson

If lambda is large

X ~ Po(lambda) –> Y ~ N(lambda = mean, lambda = variance)

then you use normal distribution to find the probability like using the equation z = x - m / o