Você está na página 1de 2

# Sample Mean:

(Population denoted )

Sample Median:
(Population denoted )

Xtr(p):
n*p;
trim
values from
upper and
lower ends
of
data
(median
not
really
affected)

Sample Variance:

Standar
d
Deviatio
Population Variance:
n:
Positive

Stem-and-leaf plot:
* for < 0.5, dot for > 0.5

Bayes Rule:

P [( X ,Y ) A ] = f ( x , y ) dxdy
A

## Finite number of possibilities, or an

unending sample sequence with
same number of elements as whole
numbers

## Probability Mass Function:

f ( x ) 0, f ( x )=1
x

P ( X=x )=f (x )
Probability Density Function:

f ( x ) 0, f ( x ) dx=1

## Permutation (order matters):

nPr =

n!
( nr ) !

Distribution

F ( X ) =P ( X x )= f ( t )
t x

for< x <
For any two numbers a and b with a
< b:

a
(
P a X b ) =F ( b ) F

()

Circle: (n-1)!
Line: n!
P(AB) = 1 P(AB)
P(AB) = P(A)+P(B)-P(AB)
P(ABC) = P(A)+P(B)+P(C)P(AB)-P(AC)-P(BC)+P(ABC)
P(A) + P(A) = 1
Conditional Probability:

## P ( B| A )=P ( B ) , P ( A|B )=P ( A )

P ( A B ) =P ( A ) P( B)
Total Probability:

=E ( X )= xf ( x ) dx

Expectation of RV g(X):
g(x) =

E[ g ( x ) ]= g( x )f (x)
x

Continuous:

g(x) =

E[ g ( x ) ]= g ( x ) f ( x ) dx

P ( a X b ) =F ( b ) F ( a1)
Continuous:
x

F ( X ) =P ( X x )= f ( t ) dt
PDF and CDF Relationship:
F(x) = f(x) if X is a continuous
random variable.
Joint Probability Distribution:
(Typically
combination
or
permutation to calculate each
f(x,y) point)
Discrete:
f(x,y) > 0 for all (x,y)

f ( x , y )=1
x

P ( X=x ,Y = y )=f ( x , y )
For any region A in the xy
plane:

P [( X ,Y ) A ] = f ( x , y )
P( AB)
, provided P ( A ) >0
A
P( A)
Continuous:

## If A and B are independent events:

For integers:

for< x <

n!
n=
r r ! ( nr ) !

=E ( X )= xf ( x )

Discrete:

Discrete:

## Combination (order doesnt matter):

P ( B| A )=

P ( a< X <b )= f ( x ) dx
Cumulative
Function:

Discrete:

Continuous:

Box-and-whisker plot:
fS = upper median lower
median
Whiskers at 1.5fS from fourths
1.5fS < Mild outliers < 3fS
Extreme outliers > 3fS from
fourths
Sample Space:
S: all possible outcomes
E: event is subset of sample
space
Mutually exclusive events:
Intersection of A and B has no
elements
Counting:

Statistical Independence:
Random variables X1, X2,,Xn are
mutually
statistically
independent i.f.f.
f(x1,x2,..,xn) = f1(x1)f2(x2)fn(xn)
for all (x1,x2,xn) within their
range.
Expected Value of Random
Variable:
Mean value of X = E(X) =

## f(x,y) > 0 for all (x,y)

f ( x , y ) dxdy =1

## For any region A in the xy

plane:

Expected
Function:

Value

of

Joint

Discrete:
g(X,Y) =

E[ g ( X ,Y ) ]= g( x , y) f (x , y )
x

E(XY) =

xyf (x , y )
x

Continuous:
g(X) =

E[ g ( X ,Y ) ]= g ( x , y ) f ( x , y ) dxdy

E(XY) =

xyf ( x , y ) dydx
x

Marginal Distribution:
Discrete:

g ( x ) = f ( x , y)
y

h( y )= f (x , y)
x

Continuous:

g ( x ) = f ( x , y ) dy
y

h( y )= f ( x , y ) dx
x

g(x)h(y)

## Variance of Random Variable:

Discrete:

X
2
( 2 ] = ( x ) f (x)

## 2XY = E(XY) E(X)E(Y) = 0

x
2

=E
Continuous:

( 2 ] =

( x )2 f ( x ) dx

2= E
2=E ( X 2 ) 2
V(X+Y) = V(X) + V(Y) +
2Cov(X+Y)

Variance of RV g(X):
Discrete:

( g ( X ) E ( g ( X ) ) ]

E {
[ g ( X )E ( g ( X ) )]2 f (x)
x

Continuous:

( g ( X ) E ( g ( X ) ) ]

E {

[g ( X ) E( g ( X ) )]2 f ( x ) dx

Covariance:
Discrete:

Continuous:

Correlation Coefficient:
Expected Value Properties:
E(aX + b) = aE(X) + b (a and b are
constants)
E[g(X) h(X)] = E[g(X)] E[h(X)]
E(XY) = E(X) E(Y)
E(XY) = E(X)E(Y) if X and Y are
independent

Covariance Properties:

then: