FORMUL

ARIO
P(A B) = P(A) + P(B) P(A B); P(A
c
) = 1 P(A); P(A B) = P(A|B)P(B) = P(B|A)P(A)
Para A
1
, . . . , A
n
uma particao do espa co amostral, tem-se P(B) = P(B|A
1
)P(A
1
) + . . . + P(B|A
n
)P(A
n
) e
P(A
i
|B) =
P(B|A
i
)P(A
i
)
P(B)
.
E(X) =
n

i=1
x
i
P(X = x
i
); V ar(X) =
n

i=1
x
2
i
P(X = x
i
) [E(X)]
2
=
n

i=1
[x
i
E(X)]
2
P(X = x
i
)
_
n
k
_
=
n!
k!(n k)!
, P(X = k) =
_
n
k
_
p
k
(1 p)
nk
, E(X) = np, V ar(X) = np(1 p)
P(X = k) =
e

k
k!
E(X) = , V ar(X) =
P[a X b] =
_
b
a
f(x)dx = F(b) F(a), f(x) =
dF(x)
dx
, F(x) =
_
x

f(t)dt
E(X) =
_

xf(x)dx, V ar(X) =
_
+

[x E(X)]
2
f(x)dx =
_
+

x
2
f(x)dx [E(X)]
2
F(q
1
(x)) = 0, 25, F(q
2
(x)) = 0, 50, F(q
3
(x)) = 0, 75
f(x) =
_
1
b a
, se a x b
0, caso contrario
F(x) =
_

_
0, se x 0
x a
b a
, se a x b
1, se x b
E(X) =
a + b
2
; V ar(X) =
(b a)
2
12
f(x) =
_
0, se x < 0
exp(x), se x 0
F(x) =
_
0, se x < 0
1 exp(x), se x 0
E(X) =
1

; V ar(X) =
1

2
f(x) =
1

2
exp
_

1
2
(x )
2

2
_
; E(X) = ; V ar(X) =
2
; Z =
X

Se Y = H(X), entao
E(Y ) =

i
H(x
i
)p(x
i
); V ar(Y ) =

i
[H(x
i
) E(H(x
i
))]
2
p(x
i
) =

i
[H(x
i
)]
2
p(x
i
) [E(H(x
i
))]
2
E(Y ) =
_
+

H(x)f(x)dx; V ar(Y ) =
_
+

[H(x) E(H(x))]
2
f(x)dx =
_
+

[H(x)]
2
f(x)dx [E(H(x))]
2
E(c) = c; V ar(c) = 0; V ar(X) = E[(X E(X))
2
] = E(X
2
) [E(X)]
2
E(aX + b) = aE(X) + b; V ar(aX + b) = a
2
V ar(X); DP(aX + b) = |a|DP(X)
F(x, y) = P(X x, Y y); p
X
(x
i
) =

j
p(x
i
, y
j
); p
Y
(y
j
) =

i
p(x
i
, y
j
)
E(X) =

j
x
i
p(x
i
, y
j
); V ar(X) =

j
x
2
i
p(x
i
, y
j
) [E(X)]
2
E(Y ) =

j
y
j
p(x
i
, y
j
); V ar(Y ) =

j
y
2
j
p(x
i
, y
j
) [E(Y )]
2
p
X|Y
(x
i
|y
j
) = P(X = x
i
|Y = y
j
) =
P(X = x
i
, Y = y
j
)
P(Y = y
j
)
; p
Y |X
(y
j
|x
i
) = P(Y = y
j
|X = x
i
) =
P(X = x
i
, Y = y
j
)
P(X = x
i
)
X e Y independentes se p(x
i
, y
j
) = p
x
(x
i
)p
Y
(y
j
), i j
X e Y independentes
_
p
X|Y
(x
i
|y
j
) = p
X
(x
i
) e p
Y |X
(y
j
|x
i
) = p
Y
(y
j
)
E(XY ) = E(X)E(Y )
X e Y discretas E(XY ) =

j
x
i
y
j
p(x
i
, y
j
)
Cov(X, Y ) = E[(X E(X))(Y E(Y ))] = E(XY ) E(X)E(Y )
E(aX + bY ) = aE(X) + bE(Y ); V ar(aX + bY ) = a
2
V ar(X) + b
2
V ar(Y ) + 2abCov(X, Y )
Cov(aX + bY, cX + dY ) = acV ar(X) + bdV ar(Y ) + (ad + bc)Cov(X, Y )
(X, Y ) =
E(X
X
)(Y
Y
)
DP(X)DP(Y )
=
Cov(X, Y )

Y
; 1 (X, Y ) 1
E
_
n

i=1
a
i
X
i
_
=
n

i=1
a
i
E(X
i
); V ar
_
n

i=1
a
i
X
i
_
=
n

i=1
a
2
i
V ar(X
i
) + 2

j>i
a
i
a
j
Cov(X
i
, X
j
)
X
1
, . . . , X
n
independentes, X
i
N(
i
,
2
i
), Y =

n
i=1
c
i
X
i
Y N(
Y
,
2
Y
)
X

i
s iid a distribuicao

n
i=1
X
i
n

n
tende `a N(0, 1), quando n