CS394r: Exam handout

Some common RVs

1. Discrete Uniform Random Variable

(a) Sample space {k = a, a + 1, . . . , b}

{
1
b−a+1 k = a, a + 1, . . . , b
(b) PMF pX (k) =
0 otherwise
a+b (b−a)(b−a+2)
(c) E[X] = 2 , VAR(X) = 12
esa (es(b−a+1) −1)
(d) MX (s) = (b−a+1)(es −1)

2. Bernoulli Random Variable

(a) Sample space {k = 0, 1}

{
1−p k =0
(b) PMF pX (k) =
p k=1
(c) E[X] = p, VAR(X) = p(1 − p)
(d) MX (s) = 1 − p + pes

3. Binomial Random Variable

(a) Sample space {0, 1, . . . n}

(n)
(b) PMF pk = k pk (1 − p)n−k , k = 0, 1, . . . , n
(c) E[X] = np, VAR(X) = np(1 − p)
(d) MX (s) = (1 − p + pes )n

4. Geometric Random Variable

(a) Version 1
i. Sample space [1, . . .]
ii. PMF pX (k) = p(1 − p)k−1 , k = 1, 2, . . .
(1−p)
iii. E[X] = p1 , VAR(X) = p2
pe s
iv. MX (s) = 1−(1−p)e s

v. X is the number of trials until the first success in a sequence of independent Bernoulli
trials.
(b) Version 2
i. Sample space [0, . . .]
ii. PMF pX (k) = p(1 − p)k , k = 0, 1, . . .
1−p (1−p)
iii. E[X] = p , VAR(X) = p2
p
iv. MX (s) = 1−(1−p)e s

v. X is the number of failures before the first success in a sequence of independent

Bernoulli trials.
 5. Poisson Random Variable

(a) Sample space [k = 0, 1, . . .]

αk −α
(b) PMF k! e ,k = 0, 1, . . . α>0
(c) E[X] = α, VAR(X) = α
s −1)
(d) MX (s) = eα(e

6. Uniform Random Variable

(a) Sample space [a, b]

1
(b) PDF fX (x) = b−a
a+b (b−a)2
(c) E[X] = 2 , VAR(X) = 12
sb −esa
(d) MX (s) = es(b−a)

7. Exponential Random Variable

(a) Sample space [0, ∞)

(b) CDF FX (x) = 1 − e−λx x ≥ 0, λ > 0
(c) PDF fX (x) = λe−λx x ≥ 0, λ > 0
1 1
(d) E[X] = λ, VAR(X) = λ2
λ
(e) MX (s) = λ−s , s<λ

Statistics
−nµ
Sn √
1. Zn = σ n
√
ϵ n
2. Z = σ

3. 95% confidence level is Z = 1.96

Counting
1. Permutation
n!
k-Permutations P (n, k) = (n−k)!

2. Combination
n!
k-Combinations C(n, k) = (n−k)!k!

3. Occupation (how many ways to choose a total of n items of m different types.) k-Occupation
(by partitioning) = C(n + k − 1, k − 1)

4. Conditional Probability
P [A|B] = P P[A∩B]
[B]

P [B|Ai ]P [Ai ]
5. Bayes’ Theorem P [Ai |B] = P [B|A1 ]P [A1 ]+...+P [B|An ]P [An ]