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Stat Recap
Stat Recap
Stat Recap
( ) or , is
X
E X
The Variance and Standard
Deviation
Let X have pmf p(x), and expected value
Then the variance of X, denoted V(X)
2 2
(or or ), is
X
o o
2 2
( ) ( ) ( ) [( ) ]
D
V X x p x E X = =
s s
for 0
= n p
2
2
o
o o
=
= =
n p q
n p q
Poisson Distribution
Probability function
P X
X
X
where
long run average
e
X
e
( )
!
, , , ,...
:
. ...
= =
=
=
for
(the base of natural logarithms )
0 1 2 3
2 718282
Mean value
Hypergeometric Distribution
Probability function
N is population size
n is sample size
A is number of successes in
population
x is number of successes in
sample
=
A n
N
2
2
2
1
o
o o
=
=
A N A n N n
N
N
( ) ( )
( )
( )( )
P x
C C
C
A x N A n x
N n
( ) =
Mean
value
Variance and standard deviation
Uniform Distribution
Mean and Standard Deviation
Mean
=
+
a b
2
Mean
=
+
41 47
2
88
2
44 = =
Standard Deviation
o =
b a
12
Standard Deviation
o =
= =
47 41
12
6
3 464
1 732
.
.
Characteristics of the
Normal Distribution
Continuous
distribution
Symmetrical
distribution
Asymptotic to the
horizontal axis
Unimodal
A family of curves
Area under the curve
sums to 1.
Area to right of mean
is 1/2.
Area to left of mean
is 1/2.
1/2 1/2
X
Exponential Distribution
Continuous
Family of distributions
Skewed to the right
X varies from 0 to infinity
Apex is always at X = 0
Steadily decreases as X gets larger
Probability function f X X
X
e
( ) , = > >
for 0 0
Moments and Moment-Generating Functions
The moment-generating function (MGF) of the random
variable X is given by E(e
tX
) and denoted by M
x
(t). Hence
Let X be random variable with MGF M
x
(t). Then
= = ) ( ) (
tx
X
e E t M
x
tx
x f e ) (
}
dx x f e
tx
) (
0
) (
=
=
'
t
r
x
r
r
dt
t M d
MGF..
(a) If X is a discrete r.v., the
.
(b) If X is a continuous r.v., then
.
) x ( p e ) t ( M
x
x t
X
=
dx ) x ( f e ) t ( M
x t
X
=
Central Limit Theorem
Consider a set of independent, identically distributed
random variables Y
1
... Y
n
, all governed by an arbitrary
probability distribution with mean and finite variance
o
2
. Define the sample mean,
n
i
i n
Y Y
1
1
Central Limit Theorem. As n , the
distribution governing approaches a Normal
distribution, with mean and variance o
2
/n
Y
Coverage up to Minor I
General concepts about data
representation and use of statistics
Probability laws and Its application
including Chebyshevs Theorem, Bayes
Theorem etc.
Various Discrete distributions
Various Continuous Distributions
MGF and its properties
Central Limit Theorem