ze`gqep s

dwihqihhq
dwixehpianew
x ql zeiexyt`d xtqn

n!
(n 1)!

dxeya mipey mixai`

lbrna mipey mixai`

n!
n1 !nk !

beqn mixai`

ni

mpyi xy`k dxeya mibeq

k-n

mixai`

n
n
n

:minb n
xe q `l

xe q

n
n!
k = k!(nk)!


k+n1
= (k+n1)!
k
k!(n1)!

mb n

n!
(nk)!
nk

(n)k =

dxfgd `ll
dxfgd mr

n

k

= n1
+ n1
k1 P
k

(a + b)n = ni=0 ni ai bni
Pk
n
m

n+m

i=0 i ki =
k

lwqt yleyn zgqep

oeheip ly mepiad

Vandermonde

ly zedfd

zexazqd iagxn
:zexazqd ziivwpet zepekz

P (A) 0
P () = 1
A1 , A2 , . . . m`

rxe`n lkl

.1

P (i Ai ) =

i P (Ai )

f` zebefa mixf zerxe`n

.2
.3

:miixhniq zexazqd iagxn

P (A) = |A|/||
miiwzn (, P ) ixhniq i a zexazqd agxna A rxe`n lkl
P (A B) = P (B|A)P (A)
:zipzen zexazqd
n1
n
:ltkd zgqep
P (i=1 Ai ) = P (A1 )P (A2 |A1 ) P (An | i=1 Ai )
i Ai =
-y jk zebefa mixf zerxe`n ly dx q A1 , A2 , . . . m` :dnlyd zexazqdd zgqep
P
f`
P (B) = i P (B|Ai ) P (Ai )
P (B|C)P (C)
P (C|B) =
:qiia htyn
P (B)
P (A B) = P (A)P (B)
m` miielz izla md B -e A zerxe`n
:miiwzn I {1, . . . , n} miqw pi` ly dveaw lkl m` miielz izla md A1 , . . . , An zerxe`n
Q
P (iI Ai ) = iI P (Ai )

miixwn mipzyn
:m`

i a ixwn dpzyn ly zexazqd ziivwpet `id

PX

x lkl
P PX (x) 0
x PX (x) = 1
:m`

(X, Y )

i a ixwn xehwe ly zexazqd ziivwpet `id

PXY

y -ePx lkl
P PXY (x, y) 0
x
y PXY (x, y) = 1
:zeiley zeiebltzd

P
PX (x) = P y PXY (x, y)
PY (y) = x PXY (x, y)
PXY (x, y) = PX (x) PY (y)

miiwzn

y -e x

lkl m` miielz izla md

Y -e X

zlgez
P

E(X) = xP
x P (X = x)
E(f (X)) = xP
f (x)
P P (X = x)
E(f (X, Y )) = x y f (x, y) P (X = x, Y = y)

zlgez
n''n ly divwpet ly zlgez
n''n ipy ly divwpet ly zlgez
:zlgez ly zepekz

E(C)
P =C
P
E( ni=1 i Xi ) = ni=1 i E(Xi )
P
E(X) =
k=1 P (X k)
E(XY ) = E(X)E(Y )

reaw ly zlgez

.1

zlgezd ly zeix`pil

.2

f` ,ilily i` n''n
m` min`ezn izla mi`xwp

X idi
Y -e X

zipzen zlgez
P

E(X|A) = x x P (X = x|A)
f` i Ai = -y jk zebefa mixf
P
E(X) = i E(X|Ai ) P (Ai )

A rxe`n ozpda zipzen zlgez

A1 , A2 , . . . m` :dnlyd zlgezd zgqep
:

zerxe`n ly dx q

zepey
2
2
2
Var(X) =
pE((X ) ) = E(X ) E(X)
(X) = Var(X)

zepey
owz ziihq
:zepey ly zepekz

P (X = C) = 1

m''m`

Var(X) = 0

,ok enk .

a2 Var(X)

Var(aX
P + b) = P
Var( ni=1 Xi ) = ni=1 Var(Xi )

Var(X) 0

.1

mireaw ipy lkl

.2

n''n lkl

b-e a
f` zebefa min`ezn izla

X1 , . . . , Xn

m`

.3

m`zn m wne ztzeyn zepey

Cov(X, Y ) = E[(X X )(Y Y )] = E(XY ) E(X)E(Y )

:ztzeyn zepey
:ztzeyn zepey ly zepekz

Cov(X, Y ) = Cov(Y, X)
Cov(aX + b, cY + d) = ac Cov(X, Y )
Cov(X, Y + Z) = Cov(X, Y ) + Cov(X, Z)
P
P
P
Var( i Xi ) = i Var(Xi ) + i6=j Cov(Xi , Xj )
= XX
X
X
Y )
(X, Y ) = Cov(X,Y ) = Cov(X,

zeixhniq

.1
.2
.3

owezn ixwn dpzyn

m`zn m wn

miixwn mipzyn ly mekq ly zepey

(X)(Y )

mitivx miixwn mipzyn

xR

lkl

P (X = x) = 0

m` sivx `xwi

ixwn dpzyn

sivx n''n ly zxahvnd zebltzdd ziivwpet

FX (x) = P (X x)
miiwzn x R lkly jk fX zilily i` diivwpet `id X sivx n''n ly zetitvd ziivwpet
Rx
FX (x) = fX (t)dt
R
sivx ixwn dpzyn ly zlgez
E(X) = tfX (t)dt
R
E(g(X)) = g(t)fX (t)dt
sivx ixwn dpzyn ly divwpet ly zlgez
R
sivx ixwn dpzyn ly zepey
Var(X) = (t )2 fX (t)dt = E(X 2 ) E(X)2
FXY (x, y) = P (X x, Y y)
mitivx n''n ipy ly ztzeynd zebltzdd ziivwpet
zeiley zebltzd zeivwpet
FY (y) = FXY (, y) ,FX (x) = FXY (x, )
FXY (x, y) = FX (x) FY (y)
m''m` miielz izla md Y -e X
m''m` miielz izla md Y -e X
fXY (x, y) = fX (x) fY (y)

ihx phq ilnxep ixwn dpzyn

=
X

X

FZ (z)

N (0, 1) f` X (, 2 ) m`
= (z) `f Z N (0, 1) m`
(z) = 1 (z)

leab ihtyne mipeieeiy i`

P (X a) E(X)
miiwzn a > 0 lkl f` ilily i` n''n `ed X m` :aewxn oeieeiy i`
a
t > 0 lkl f` zeiteq Var(X) zepeye E(X) zlgez lra n''n `ed X m` :ayia'v oeieeiy i`
P (|X E(X)| t) Var(X)
miiwzn
t2
ylgd wegdy xn`p .i = E(Xi ) zeiteq zelgez ilra n''n ly dx q X1 , X2 , . . . idz
n
miiwzn > 0 lkl m` dx qd lr lg mile bd mixtqnd
limn P (|X
n | ) = 1
P
n = 1 Pn Xi xy`k

n = n1 ni=1 i -e X
i=1
n
ly

Var(Xi ) = 2 -e E(Xi ) =

X1 , X2 , . . . m`
i lkl
meiwl witqn i`pz

miiwzny jk miielz izla n''n ly dx q `id

.dx qd lr lg mile bd mixtqnd ly ylgd wegd f` ,

n ) = 0
limn Var(X
zepeye

:mile bd mixtqnd ly ylgd wegd

zlgez ilra ,zebltzd ieeye miielz izla n''n

limn P ( X
/ n

x) = (x)

X1 , X2 , . . .
miiwzn

eidi :ifkxnd leabd htyn

xR

lkl f` ,zeiteq

:dpwqn

Pn Xn ; N (, /n)
2)
X
;
N
(n,
n
i
i=1

Var(X)

E(X)

PX (k)

(N M +1)2 1

M +N
2

p(1 p)
np(1 p)
D N D N n
n( N )( N )( N 1 )

p
np
D
nN

1
N M +1
k
p (1 p)1k

12

1p
p2

1
p

n
k
p (1 p)nk
k

D N D
N

k
nk / n
(1 p)k1 p
k

k! e

Var(X)

E(X)

fX (x)

(ba)2
12
1
2

a+b
2
1

1
ba
ex

(x)2

2 2

1
e
22
x2
1 e 2
2

mikxr

ixwn dpzyn

{M, . . . , N }
{0, 1}
{0, . . . , n}
{0, . . . , n}
{1, 2, . . .}

X
X
X
X
X

U (M, N )
Ber(p)
Bin(n, p)
HG(n, N, D)
G(p)

{0, 1, . . .}

X Pois()

mikxr

inepia
ixhne`ibxtid
ixhne`ib
ipeq`et
ixwn dpzyn

[a, b]
R0

X U [a, b]
X Exp()

X N (, 2 )

Z N (0, 1)

ig`
ilepxa

ig`
ikixrn

ilnxep

ihx phq ilnxep