Statistics for Data Science - 2

Formula file

Discrete random variables:

Distribution PMF (fX (k)) CDF (FX (x)) E[X] Var(X)


 0 x<0
1
,x=k

 k−a+1

k ≤x<k+1
Uniform(A) n
n a+b n2 −1
n=b−a+1
A = {a, a + 1, . . . , b} k = a, a + 1, . . . , b − 1, b 2 12
k = a, a + 1, . . . , b



x≥n

1

0 x<0
( 
p x=1
Bernoulli(p) 1−p 0≤x<1 p p(1 − p)
1−p x=0 
1 x≥1



 0 x<0
k


n
Ci pi (1 − p)n−i

P
n
Ck pk (1 − p)n−k , k ≤x<k+1
Binomial(n, p) i=0 np np(1 − p)
k = 0, 1, . . . , n
k = 0, 1, . . . , n





1 x≥n


0
 x<0
1 1−p
(1 − p)k−1 p, k
Geometric(p) 1 − (1 − p) k ≤ x < k + 1
k = 1, . . . , ∞  p p2
k = 1, . . . , ∞


 0 x<0
e−λ λk


 k λi
Poisson(λ) , e−λ
P
k ≤x<k+1 λ λ
k!
k = 0, 1, . . . , ∞ 
 i=0 i!

 k = 0, 1, . . . , ∞
 Continuous random variables:

Distribution PDF (fX (k)) CDF (FX (x)) E[X] Var(X)


 0 x≤a
(b − a)2

x − a
1 a+b
Uniform[a, b] ,a≤x≤b a<x<b
b−a 
 b−a 2 12
1 x≥b

(
0 x≤0 1 1
Exp(λ) λe−λx , x > 0 −λx
1−e x>0 λ λ2
−(x − µ)2
 
1
√ exp ,
Normal(µ, σ 2 ) σ 2π 2σ 2 No closed form µ σ2
−∞ < x < ∞
β α α−1 −βx α α
Gamma(α, β) x e ,x>0
Γ(α) β β2
Γ(α + β) α−1
x (1 − x)β−1 α αβ
Beta(α, β) Γ(α)Γ(β)
α+β (α + β)2 (α + β + 1)
0<x<1

1. Markov’s inequality: Let X be a discrete random variable taking non-negative values

with a finite mean µ. Then,
µ
P (X ≥ c) ≤
c
2. Chebyshev’s inequality: Let X be a discrete random variable with a finite mean µ
and a finite variance σ 2 . Then,
1
P (| X − µ |≥ kσ) ≤
k2
3. Weak Law of Large numbers: Let X1 , X2 , . . . , Xn ∼ iid X with E[X] = µ, Var(X) =
σ2.
X 1 + X2 + . . . + X n
Define sample mean X = . Then,
n
σ2
P (|X − µ| > δ) ≤
nδ 2
4. Using CLT to approximate probability: Let X1 , X2 , . . . , Xn ∼ iid X with E[X] =
µ, Var(X) = σ 2 .
Define Y = X1 + X2 + . . . + Xn . Then,
Y − nµ
√ ≈ Normal(0, 1).
nσ

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