Formula sheet for STAT 265 Distribution Binomial Geometric Probability Function

k n"k pk  n , k  0, 1, . . . , n k p 1 " p

Mean Variance np
1 p nr N

MGF pe t  1 " p n
pe t 1"1"pe t N"n N"1

np1 " p
1"p p2 "r r n N NN

pk  p1 " p k"1 , k  1, 2, . . . .
N"r r k n"k

Hypergeometic pk  Poisson Uniform Normal Gamma Exponential Beta p k  fy  fy  fy  fy  fy 

N n 5 k e "5 k! 1 2 2 "2 1 1 @ 2= 1 )* ) 1 *

, k  0, 1, . . . . ; 21 t y t 22

5
2 1 2 2 2

5
2 2 " 2 1 2 12

e 5e "1
e t2 2 "e t2 1 t2 2 " 2 1

1 2 exp" 2@ 6 2 y " 6 , ".  y  .

@2 )* 2 *2
)* )* 2 )*1 r1"p p2

e 6t  2 @

2t2

y )"1 e "y/* , 0  y  .

)* *
) ) * r p

1 " *t " ) 1 " *t " 1 does not exist 1"1"pe t r

pe t

e "y/* , 0  y  .
)* )*

y )"1 1 " y *"1 , 0  y  1

"1 r k"r , k  r, r  1, . . . Negative Binomial pk  k r"1 p 1 " p

Chi-square distribution is the same as the gamma distribution with )  7 and *  2. 2 )  ) " 1) " 1, n  n " 1! if n is a positive integer, 1/2  = . Distributive law: (i) A 9 B : C  A 9 B : A 9 C (ii) A : B 9 C  A : B 9 B : C De Morgans law: (i) A : B  A 9 B (ii) A 9 B  A : B Sample point method: (i) mn rule: mn Conditional probability: PA 3 B 
! (ii) # of permutations  nn " r ! PA9B PB

(iii) # of combinations 

n! n"r!r!

Independent events: PA 3 B  PA, PB 3 A  PB, PA 9 B  PA PB Laws of probability: (i) Multiplication law: PA 9 B  PA 3 B PB (ii) Addition law: PA : B  PA  PB " PA 9 B Bayes rule: If B i is a partition of the sample space S, then PB i 3 A 
PB i 9A PA

PA3B i PB i k PA3B i PB i i 1 y ".

Random variables: The cdf is Fy  PY t y. For cts r.v.s, Fy  ;

ft dt, where fy 

d dy

Fy is 1

the pdf of Y. Pa t Y t b  ; fy dy.

a

Expected values: For discrete r.v.s, 6  ! k PY  k. For cts r.v.s, 6  ; y fy dy, EY 2  ; y 2 fy dy Variance: @ 2  Var Y  EY " 6 2  EY 2 " 6 2 , where 6  EY. Properties of expectation: (i) Ec  c (ii) Ec gY  cEgY (iii) E! g i Y  ! Eg i Y Properties of variance: (i) Var aY  a 2 VarY (ii) Var aY  b  a 2 VarY Moment generating function: mt  E e tY Moments: EY k 
dk dt k

mt

t 0 1 t2

Tchebycheffs theorem: P|Y " 6 |  t@ u 1 " ) If Y has N6, @ 2 then Z 

Y"6 @

, or P|Y " 6 | u t@ 

1 t2

has N0, 1.

) If X 1 , . . . , X n is a r.s. from N6, @ 2 then X has N6, @ 2 /n distribution. ) CLT: For large n, X has approximately N6, @ 2 /n distribution for any r.s. X 1 , . . . , X n . 2 ) Mean squared error: E 2 " 2 2  E 2 " 22E 2 2 2  V 2  E 2 " 2 2 . ) Standard error of an estimator 2 is V 2 . ) The pdf of X n  maxX 1 , . . . , X n is f X n t  nFt n"1 ft, where Fy and fy denote the cdf and pdf of U the X i s, respectively. ) The pdf of X 1  minX 1 , . . . , X n is f X 1 t  n1 " Ft n"1 ft. ) Efficiency of 2 1 relative to 2 2 : eff 2 1 , 2 2  V 2 2 /V 2 1 . ) Method of moments: Solve 6 k  m k , k  1, 2, . . . , where 6 k  EX k and m k  ) Method of maximum likelihood: Solve n L2   i1 fx i  fx 1 . . . . fx n .
d d2
U U

1 n

! Xk i.

log L2  0, or find the 2 which maximizes the L2, where