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13 Cards in this Set

  • Front
  • Back

Experiment

An action which can be repeated and produce several outcomes

Trial

Single performance of an experiment

Outcome

Possible result of an experiment

Event

Combination of outcomes (e.g. dice rolling and even number)

Random variable

Variable whose value is subject to uncertainty

PDF vs PMF

Pdf is continuous


Pmf is discrete

Join probability

Probability that a collection of events from different distributions occur together

Marginal probability

Chance of observing a random variable in a particular state when two or more events are observed simultaneously

P( a and b) if not independent

P(a) * p(b|a)

Combinations formula

N! / (N-K)!K!

Cdf have these 3 properties

As x tends to infinite f(x) approaches 1


And f(x) approaches zero as x tends to - infinite



It's a non decreasing function


It's right continuous

Linearity of expectation

Expectation of Sum equals sum of expectation



For example if expected value of a dice roll is 3.5, the expected sum of two rolls would be 7, and over n trials it would be 7n

Linearity of expectation

E[R1 + R2] = E[R1] + E[R2]



example if expected value of a dice roll is 3.5, then for two rolls it's 7