Probabilidad y estadstica con Pandita Formulario 2ndo Parcial

Basic concepts of probability

() = ()()
Distributive laws
() = ()()
) =
(
DeMorgans laws ) =
(
Axiom 1 () 0
Axiom 2 () = 1

If 1 , 2 , 3 , form a sequence of pairwise mutually

Probability axioms
exclusive events in S (that is, = si ), then
Axiom 3

(1 2 3 ) = ( )
=1

() =

Counting techniques
!
Permutation =
( )!
!
Combination = = also denoted by ()
! !()!

!
Subset formation = = ( ) =
1 2 1 ! 2 ! !
=1
Conditional probability
()
(|) = (|) =
()
(|) = ()
Independence of events (|) = ()
() = ()()
Multiplicative law of () = ()(|)
probability () = ()(|)
() = () + () ()

Additive law of probability If two events are mutually exclusive: () = () + ()

() = 1 ()

(| )( )
Bayes Rule ( |) =
=1 (| )( )
 Probabilidad y estadstica con Pandita Formulario 2ndo Parcial

Random variables

Discrete probability () = 1 Continuous probability
() = 1
distribution distribution
(Mass function) 0 () 1 (Density function) () 0

Discrete () = ( ) = ()
Cummulative

distribution function
F(y) Continuous () = ( ) = ()

Properties of a 1. () = lim () = 0
Cummulative 2. () = lim () = 1
Distribution Function 3. () is a nondecreasing function of .

F(): distribution function.

() = (())
(): probability density function.

Probability of an interval ( ) = ()

Discrete () = ()
Expected value
(first moment)

[]
Continuous () = ()

[] =
Properties for the [] = []
expected value [ ] = [] []
[ ] = [] []

2 = () = [( )2 ] = [ 2 ] 2

Variance Discrete () = ( )2 ()
[ 2 ]

Continuous () = ( )2 ()

[] 0
Properties for the [] = 0
variance [] = 2 []
[ ] = [] + [] 2Cov[, ]