Probability and Statistics Summary

Conditional probability Addition rule

Pr(𝐴 ∩ 𝐵) Pr(𝐴 ∪ 𝐵) = Pr(𝐴) + Pr(𝐵) − Pr(𝐴 ∩ 𝐵)
Pr(𝐴|𝐵) = ⎯⎯⎯⎯⎯⎯⎯⎯⎯
Pr(𝐵)

Multiplication rule Law of total probability

Pr(𝐴 ∩ 𝐵) = Pr(𝐵) × Pr(𝐴|𝐵) Pr(𝐴) = Pr(𝐵) × Pr(𝐴|𝐵) + Pr(𝐵 ) × Pr(𝐴|𝐵 )

Complement Combinations
Pr(𝐴 ) = 1 − Pr(𝐴) 𝑛 𝑛!
C = = ⎯⎯⎯⎯⎯⎯⎯⎯⎯, or Pascal's Triangle
𝑟 𝑟! (𝑛 − 𝑟)!

Tree diagram: use for sampling / conditional probability questions

Karnaugh map (table): use for intersection and union questions

Discrete random variable

Probability density given by a table / graph / function

𝜇= 𝑥 Pr(𝑋 = 𝑥) , 𝜎 = (𝑥 − 𝜇) Pr(𝑋 = 𝑥) = 𝑥 Pr(𝑋 = 𝑥) − 𝜇

mean 𝜇 = E(𝑋) variance var(𝑋) = 𝜎 = E (𝑋 − 𝜇) = E(𝑋 ) − 𝜇

Binomial distribution Sample proportions

𝑋~Bi(𝑛, 𝑝), 𝑥 ∈ {0,1, … , 𝑛} 𝑋
𝑃 = ⎯⎯, 𝑋~Bi(𝑛, 𝑝)
𝑛
Pr(𝑋 = 𝑥) = C 𝑝 (1 − 𝑝)
Pr 𝑃 = 𝑝̂ = C 𝑝 (1 − 𝑝)
𝜇 = 𝑛𝑝, 𝜎 = 𝑛𝑝(1 − 𝑝)
𝑝(1 − 𝑝)
𝜇 = 𝑝, 𝜎 = ⎯⎯⎯⎯⎯⎯⎯⎯
𝑛

Continuous random variable

Probability density given by function Pr(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝑓(𝑥)d𝑥

1
𝜇= 𝑥𝑓(𝑥)d𝑥 𝜎 = (𝑥 − 𝜇) 𝑓(𝑥)d𝑥 = 𝑥 𝑓(𝑥)d𝑥 − 𝜇 𝑓(𝑥)d𝑥 = ⎯⎯
2

Normal distribution Standard normal distribution Sample proportions

𝑋~N(𝜇, 𝜎) 𝑥−𝜇 ⎯⎯⎯⎯⎯⎯⎯⎯
𝑍~N(0,1), 𝑧 = ⎯⎯⎯⎯⎯ 𝑝(1 − 𝑝)
CAS / 68-95-99.7% Rule 𝜎 𝑃~N 𝑝, ⎯⎯⎯⎯⎯⎯⎯⎯
𝑛

Approximately 68% of the data lies within 1 standard deviation

Approximately 95% of the data lies within 2 standard deviations
Approximately 99.7% of the data lies within 3 standard deviations

Confidence interval
⎯⎯⎯⎯⎯⎯⎯⎯ ⎯⎯⎯⎯⎯⎯⎯⎯
𝑝̂ (1 − 𝑝̂ ) 𝑝̂ (1 − 𝑝̂ ) for 90%, 𝑧 ≈ 1.64
𝑝̂ − 𝑧 ⎯⎯⎯⎯⎯⎯⎯⎯, 𝑝̂ + 𝑧 ⎯⎯⎯⎯⎯⎯⎯⎯ , for 95%, 𝑧 ≈ 1.96 or 𝑧 ≈ 2
𝑛 𝑛 for 99%, 𝑧 ≈ 2.58