geometric distribution cheat sheet

A quick guide to the geotttetrfc dlstrlbutlo"

Here's a quick summary of everything you could possibly need to know about the Geometric distribution

Whe" do I use It?

Use the Geometric disu·ibution if you're running independent trials, each one can have a success or failure, and
you're interested in how many trials are needed to get the first succes.~ful outcome

How do I calculate probabllttles?

Use the following handy formulae. p is the probability of success in a trial, q = I - p, and X is the number of
trials needed in order to get the first successful outcome. \ Ve say X ~ Geo(p).

7'P(X = r) = p q'- 1 P(X > r) = qr P(X ~ r) = 1 - qr

The f'"obability o+ the +irst
s1.1tte.ss bei,., i11 t he r'th trial
What about the expectatfo" a"d varta"ce?
Just use the following
E(X)
- - - - - - - -- - - - - - -
~
The rrohability 'f<>"'II 11eed "'""e tha11
Th~ o'oa'o·,lit.'1 '1°"'11 11eed r trials
r trials to ,tt Yo""" t int s1.1t t.css
"" le.ss to ~et '104,"" f irrt. s"'-l.CSS
= 1/p Var(X) = q/p2
- - - - - -
Your quick guide to the bl"otttlal dlstrfbutlo"
Here's a quic k summar y ol' everything you could possibly need to know about the binomial distribution

Whe" do Iuse It?

Use the binomial d istri but.ion ii' yo u're running a fixed 11uml,er of i11depc11dc11t uials, each one can ha\'c a success
or failure, and you're interested in the number of successes or failures

How do I calculate probablltttu?

Use
·cr = n!
P(X = r) = "C, p' q"·'
rt (n - r)I

where p is the probability of success in a trial, q = 1 · p, n is the number of trials. and X is the number of
surcesses in the 11 trials.

What about the expectatlo" a"d varta"ce?

E(X) = np Var(X) = npq
Your quick guide to the Poisso" dlstributlo"
H erc's a quick summary of everything you could possibly aced 10 know about the Poisson distribution

Whett do I use It?

Use the Po isson distribution if you have independent events such as malfunctions occurring in a gh·en interv al,
and you know A, the mean number of occurrences in a given imerval. You 're interested in the number of
occurrences in one particular interval.

How do I calculate probabilities, attd the expectatiott attd varlattce?

Use
P(X = r) = •·• Ar E(X) = A Var(X) =A
rl

How do I co111blt1e lttdepasdast rat1do111 variables?

.
Lf X ~ Po(/1. ) and Y ~ Po(/1. ), then
'

What COt1t1ectiot1 does It have to the blt101Mlal dlstrlbutfott?

If X ~ B(n, p), where n is large and p is small, then X can be approximated using

X- Po(np)
'BULLET POINTS
■ The geometric distribution
applies when you run a series of
independent trials, there can be
either a success or failure for each
trial, the probability of success is
the same for each trial, and the
main thing you're interested in
is how many trials are needed in
order to get your first success.
■ If the conditions are met for the
geometric distribuUon, X is the
number of trials needed to get the
first successful outcome, and p is
the probability of success in a trial,
then
x- Geo(p)
■ The following probabilities apply if
X- Geo(p):
P(X = r) = pq · 1
P(X > r) = q'
P(X s r) = 1 - q'
■ If X - Geo(p) then
E(X) = 1/p
Var(X) = q/p2
■ The binomial distribution appfies
when you run a series of finite
independent trials, there can be
either a success or faUure for each
trial, the probability of success is
the same for each trial, and the
main thing you're interested in is
the number of successes in the n
independent trials.
■ If the conditions are met for the
binomial distribution, X is the
number of successful outcomes
out of n trials, and p is the
probability of success in a trial,
then
X - B(n, p)
■ If X - B(n, p), you can calculate
probabilities using
P(X = r) = •c, p' q•·•
where
•Cr = n!
r! (n - r)!
■ If X - B(n, p), then
E(X) = np
Var(X) = npq
■ The Poisson distribution applies
when individual events occur at
random and independentiy in a
given interval, you know the mean
number of occurrences in the
interval or the rate of occurrences
and this is finite, and you want to
know the number of occurrences in
a given interval.
■ If the conditions are met for
the Poisson distribution, X is
the number of occurrences In a
particular interval, and Ais the rate
of occurrences, then
X- Po(A)
■ If X - Po(A) then
P(X =r) =e,1, A'
rl
E(X) = A
Var(X) = A
■ If X - Po(A,), Y - Po(J..,) and X and
Y are independent,
■ If X - B(n, p) where n is large and
p is small, you can approximate it
with X - Po(np).
~ BULLET POINTS
■ The normal distribution forms the shape of a ■ You find normal probabilities by looking up your standard
symmetrical bell curve. It's defined using N(µ, o-2). score in probability tables. Probability tables give you
the probability of getting this value or lower.
■ To find normal probabilities, start by identifying the
probability range you need. Then find the standard score
for the limit of this range using

Z=X -µ where z- N(O, 1).

0

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 ~ BULLET POINTS

■ If X - N(µx, cr2x) and

Y - N(µY, cr2Y), and X and Y
are independent, then

X - Y - N(µ X - µy' 0 2X + cr2y)

■ If X - N(µ, cr2) and a and b are

numbers, then

ax+ b - N(aµ + b, a2cr2)

■ If X1, X2, ... , Xn are

independent observations of
X where X - N(µ, cr2), then
 It's time to test your statistical knowledge. Complete the table below, saying what normal
distribution suits each situation, and what conditions there are.

Situation Dis tribution Condition

X+Y
X + Y - N(µ• + µy' o2• + 0 2'f) X, Y are independent
X - N(11. , a2. ), Y - (11,- a2,)

X-Y
)( - '( .. NC1. - 1-,, 0 1 • + 0 1,) )(, y ~ i,,d~ "t.
X - N(11. , o-2. ), Y - (II,- a2,)

aX+b
,1)( + b .. NC.11' + b, .11 0 1 ) ,1, b~ t~t. v.llioes
X - N(11, o-2)

~•X2 + ... +X11

)(
1
+ )(1 +... +)(• .. NC,,.,., 9\01) )(, )( , ..., )( .ll"e itlClqielldo.t
X - N(11, a2) ~~-of)(

Normal approximation of X
)( .. NC"f, ""' "' > '7, "'' ► '7
X - ■(n, p) Co.-t.-rly CGn-ettiotl l"e~d

Normal approximation of X A> 1'7

)( .. NC,._, )J
X - Po(A) Cot-ii~ CGn-ttii°" l"e~d

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bullet points and no dumb questions

' BULLO POINTS

■ In particular circumstances you
can use the normal distribution to
approximate the Poisson.
■ If X - Po(A) and A> 15 then you can
approximate X using X - N(A, A)
■ If you're approximating the Poisson
distribution with the normal
distribution, then you need to apply
a continuity correction t.o make sure
your results are accurate.
'BULLO POINTS
■ A population is the entire collection
of things you are studying.
■ A sample is a relatively small
selection taken from the population
that you can use to draw condusions
about the population itself.
■ To take a sample, start off by defining
your target population, the population
you want to study. Then decide on
your sampling units, the sorts of
things you need to sample. Once
you've done that, draw up a sampling
frame, a list of all the sampling units
in your target population.
■ A sample is biased if it isn't
representative of your target
population.
■ Simple random sampling is where
you choose sampling units at random
to form your sample. This can be
with or without replacement. You can
perform simple random sampling by
drawing lots or using random number
generators.
■ Stratified sampling is where you
divide the population into groups of
similar units or strata. Each stratum
is as different from the others as
possible. Once you've done this, you
perform simple random sampling
within each stratum.
■ Cluster sampling is where you
divide the population into clusters
where each cluster is as similar
to the others as possible. You use
simple random sampling to choose
a selection of clusters. You then
sample every unit in these dusters.
■ Systematic sampling is where you
choose a number, k, and sample
every kth unit.
~ BULLET POINTS

■ A point estimator is an estimate for the value of a ■ The point estimator for the population mean is found by
population parameter, derived from sample data. calculating i. In other words,

■ The " symbol is added to the population parameter

when you're talking about its point estimator. As an
example, the point estimator for µ isµ. This means that if you want a good estimate for the true
■ The mean of a sample is represented as i. To find the value of the population mean, you can use the mean of
mean of the sample, use the formula the sample.

x=rx
n

where x represents the values in the sample, and n is

the sample size.
~ BULLO POINTS

■ The point estimator for the population ■ The point estimator for p is given by Ps•
variance is given by where Psis the proportion of successes in the
sample.

where s2 is given by
■ You calculate Ps by dividing the number of
l(x - x} 2
successes in the sample by the size of the
n-1 sample.

■ The population proportion is represented Ps= number of successes

using p. It's the proportion of successes within number in sample
the population.
~ BULLET POINTS
■ The sampling distribution of proportions is
what you get if you consider all possible samples
of size n taken from the same population and form
a distrbution out of their proportions. We use P. to
represent the sample proportion random variable.
■ The expectation and variance of P1 are defined as
E(Ps) = p
Var(PJ = pq/n
where p is the population proportion.
■ The standard error of proportion is the standard
deviation of this distribution. It's given by
...JVar(PJ
■ If n > 30, then P, follows a normal distribution, so
P, - N(p, pq/n)
for large n. When working with this, you need to
apply a continuity correction of
± 1
2n
~ BULLET POINTS
■ The sampling distribution of means is what ■ The standard error of the mean is the standard
you get If you consider all possible samples of deviation of this distribution. It's given by
size n taken from the same population and form
a distribution out of their means. We use Xto
represent the sample mean random variable.
■ The expectation and variance of Xare defined as ■ If X - N(µ, a2), then X- N(µ, a2/n).
■ The central limit theorem says that if n is large
E(X} = µ
and X doesn't follow a normal distribution, then
Var(X) = a2/n
X- N(µ, a2/n)
where µ and a2 are the mean and variance of the
population.
Population Population Conditions Confidence interval
statistic distribution
µ Normal You know what 0 2 is
n is large or small (- a_ a)
X- C - , X + C -
X is the sample mean rn vn
You know what o 2 is
µ Non-normal
n is large (at least 30)
~ is the sample mean
( -X - C -,
rn
a_ a)
X+ C -
vn
µ Normal or non-normal You don't know what o2 is
n is large (at least 30)
i is the sample mean
(- s_
X-C-,X+C
fn
- s)
rn-
s2 is the sample variance
p n is large
Binomial
p5 is the sample proportion
qs is 1 - Ps
(P,-~·P,•~ )
 Whafs the ftltuvaJ '" gmual?
In gerwra l. the cnn lid<-nc c intcr ,al is gi, -cn by a~ the \ia~i\
~~
Leve lofc onfl denc e Valu e of c
stati stic t (mar gin of erro r) 90% 1.64
95% 1.96
The m,u~i n uf cno, ~ ~,-en by the ,-aluc uf l multip lied 99% 2.58
b) die s1and ard dc·,iat ion of Lhe test s1a1is1ic.

stic)
ntarg in of erro r• c x (stan dard devi ation of stati
~ BULLET POINTS - - - - - - - - - - - - - - -

• In a hypothesis test, you take a claim and test it ■ The critical region is the set of values that presents
against statistical evidence. the most extreme evidence against the null
hypothesis test. You choose your critical region by
■ The claim that you're testing is called the null
considering the significance level and how many tails
hypothesis test. It's represented as H • and it's the
you need to use.
claim that's accepted unless there's strong statistical
evidence against it. ■ A one-tailed test is when your critical region lies
in either the upper or the lower tail of the data. A
■ The alternate hypothesis is the claim we'll accept
two-tailed test is when it's split over both ends.
if there's strong enough evidence against H0• It's
You choose your tail by looking at your alternate
represented by H1•
hypothesis.
■ The test statistic is the statistic you use to test your
■ A p-value is the probability of getting the result
hypothesis. It's the statistic that's most relevant to
of your sample, or a result more extreme in the
the test. You choose the test statistic by assuming
direction of your critical region.
that H0 is true.
■ If the p-value lies in the critical region, you have
■ The significance level is represented by a. It's a way
sufficient reason to reject your null hypothesis. If
of saying how unlikely you want your results to be
your p-value lies outside your critical region, you
before you'll reject H0•
have insufficient evidence.
 ~ BULLET POINTS
■ A Type I error is when you reject the null hypothesis when tt's actually
correct. The probability of getting a Type I error is a, the significance level of
the test.
■ A Type II error is when you accept the null hypothesis when it's wrong. The
probability of getting a Type II error is represented by p.
■ To find p, your alternate hypothesis must have a specific value. You then
find the range of values outside the critical region of your test, and then find
the probability of getting this range of values under H,.

Chapter 13