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WIA2003 Prob&Stats (W1-W4) Cheat Sheet (DRAFT) by

Cheat Sheet for Probability topics for FCSIT students.

This is a draft cheat sheet. It is a work in progress and is not finished yet.

Probab­ility and its notations

Determ­inistic processes
outcome can be predicted exactly in advance
Random processes
outcome is not known exactly (can desc the probab­ility distri­bution of possible outcomes)
Probab­ility of event A
0<=­P(A­)<=1
Probab­ility of whole sample space
P(S)=1, P(A)+P­(B)­+P(C) = 1
Event A will almost definitely not occur
P(A)=0
Only small chance that event A will occur
P(A)=0.1
50-50 chance that event A will occur
P(A)=0.5
Strong chance that event A will occur
P(A)=0.9
Event A will almost definitely occur
P(A)=1
Probab­ility successful outcome (S)
P(S) = r/n ; r: num of successful outcomes, n: total num of equally likely outcomes
Permut­ations
Order is taken into account
Combin­ations
Order is not important
Permut­ation with repetition
n^r
Permut­ation without repetition
n!/(n-r)!
Combin­ation with repetition
(r+n-1­)!/­r!(­n-1)!
Combin­ation without repetition
n!/(n-r)!
 
n: number of things to choose from ; r: them are chosen
Probab­ility events A and B both occur
P(A∩B)
Events A and B are mutually exclusive or disjoint cannot occur at the same time
P{A|B}=0, P{A∩B}=0
Probab­ility events A or B occur
P(A∪B)
Condit­ional probab­ility (event A occurs, given that event B has occured)
P(A|B)
Indepe­ndent (event A does not change the probab­ility of event B)
P{A|B} = P(A)
Complement (event that not occuring)
P(A')
Rule of subtra­ction (event A will occur)
P(A) = 1 - P(A')
Rule of multip­lic­ation (proba­bility of the inters­ection of two events)
P(A∩B) = P(A) x P(B|A)
Rule of addition (either event occurs, not mutually exclusive)
P(A∪B) = P(A) + P(B) - P(A∩B)
 
P(A∪B) = P(A) + P(B) - (P(A) x P(B|A))
Random variable
determined by a chance event, outcome of a random experi­ment, measurable real-v­alued
Discrete random variable
range of X is finite ot countably infinite (values X can take on, not the size of the values)
Continuous random variable
range of X is uncoun­tably infinite (that makes a physical measur­ement)
 

Bayes' Theorem

Mutually exclus­ive­/di­sjoint (if both events cannot occur together)
P(A∪B) = P(A)+P(B)
Collec­tively exhaustive (if at least one of the events must occur)
A∪B = S
Events A and B are indepe­ndent
P(A∩B) = P(A) x P(B)
Events A and B are not indepe­ndent
P(A∩B) = P(A) x P(B|A)
Condit­ional probab­ility of A given B
P(A|B) = P(A,B) / P(B)
If A and B are statis­tically indepe­ndent
P(A|B) = (P(A) x P(B)) / P(B) = P(A)
if A and B are statis­tically dependent
P(A|B) != P(A)
Multip­lic­ation rule for condit­ional probab­ilities
P(A∩B) = P(B) x P(A|B) or P(A∩B) = P(A) x P(B|A)
Bayes Theorem
P(A|B) = (P(B|A) x P(A)) / P(B)
 
P(S|F) = (P(F|S) x P(S)) / (P(F|S) x P(S)) + (P(F|S') x P(S'))
Prior probab­ility
originally obtained before any additional inform­ation is obtained
Posterior probab­ility
has been revised by using additional inform­ation that is later obtained