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Probability
M 362K/Test 1
36
Mathematics
Undergraduate 4
02/10/2013

Additional Mathematics Flashcards

 


 

Cards

Term
Given n distinct objects, the number of distinct ways you can order them is what?
Definition
n!
Term
General formula for n choose k
Definition
n!/(k!*(n-k)!)
Term
What is anything choose 0?
Definition
1
Term
Difference between combination and permutation
Definition
With a combination (subset), we don't care about the order.
With a permutation (ordered subset), we do.
Term
The number of subsets having exactly k elements from a set of n is
Definition
n choose k, (n k)
Term
Number of distinct subsets a set with n elements has
Definition
2^n
Term
The trick for binomial theorem (same as in Genetics)
Definition
(x+y)^n
First there are going to be n+1 terms
The first and last term will have 1 as the coefficients
To figure out the exponents, make the x's start at n and go down. Make the y's start at 0 and go up
To figure out the coefficient for the next term, it's the (coefficient*exponent of x)/term number
Term
Outcome space
Definition
a set that represents all possible outcomes of an event, denoted by omega
Term
If Ω is an outcome space and B is some event, then P(B) is
Definition
#(B)/# Ω
Term
What is a distribution P on omega (the outcome space)?
Definition
A distribution is any function on the subsets of the outcome space that follows these 3 rules:
For any subset B of the outcome space:
1. P(B) is nonnegative
2. P(omega) = 1. This is true because you're dividing the outcome space by the outcome space if you think about the formal definition of P(B)
3. P(B) equals the union of disjoint subsets of B: P(B1)+P(B2)+P(B3) etc
Term
How many elements does the outcome space for two dice have?
Definition
36. One die has 6 sides so if you have two of those you would square it
Term
Probability Space
Definition
An outcome space with a distribution on it
Term
The Complement Rule
Definition
Let A be a subset of Ω. A^c means all the elements in Ω that aren’t in A. So P(A^c) = 1 - P(A) because P(omega) equals P(A) + P(A^c)
Term
Inclusion-Exclusion rule
Definition
P(A U B) = P(A) + P(B) – P(AB)
Term
The subtraction rule
Definition
If A is a subset of B then: P(BAc) = P(B) – P(A)
Term
The partition rule
Definition
P(BA^c) = P(B) - P(BA)
Term
Bernoulli Distribution
Definition
Let Ω be the set consisting of {0, 1}.
Then the Bernoulli distribution is any distribution on Ω.
The probability of subset {1} is p and the probability of the subset {0} is 1-p
Term
Empirical Distribution
Definition
If S is a subset of numbers, then P(S) = #observations in the sample S/n
Term
P(A|B)
Definition
means you’re trying to find the probability of A given B
P(A|B) = P(AB)/P(B)
Term
P(AB)
Definition
What is the probability that both A and B happen?
P(AB) = P(B)P(A|B)
P(AB) = P(A)P(B|A)
Term
Independence
Definition
If P(AB) = P(A)P(B) then A and B are independent
Independence is the concept that one event has no bearing on the probability of another event.

P(A|B) = P(A) and P(B|A) = P(B)
Term
The Golden Rule
Definition
Lets us write:
P(A) = P(A|B)P(B) + P(A|B^c)P(B^c)
Term
Bernoulli Trials
Definition
We want p to represent the probability of success, and q to represent the probability of failure
The probability of any particular result, say: {success, failure, failure, success} will be the product of the probability of the first outcome times the probability of the second outcome, etc
Term
The binomial distribution with probability p of success:
Definition
Applicable for Bernoulli trials:
P(k successes) = (n k)p^kq^(n-k)
Term
Expected number of successes
Definition
n*p, the number of trials times the probability of a success
Also called the mean and u
Term
Standard deviation of the probability distribution for the number of successes:
Definition
σ = square root of (npq)
Term
P([0, ∞])
Definition
½
Term
Probability of one point is always
Definition
0
Term
P([-∞,∞])
Definition
1
Term
Expected value of a normal curve
Definition
0
Term
Standard deviation for standard normal probability
Definition
1
Term
Cumulative Distribution Function
Definition
Use this if interval is already given
P([a, b]) = O(b) - O(a)
Term
O(-b)
Definition
= 1 - O(b)
Term
For symmetric intervals
Definition
P([a,b]) = 2*O(a)-1
Term
Approximation of Bernoulli histogram by a normal distribution
Definition
Use this to find intervals which will allow you use the CDF function:
O([b + 1/2 - mean]/standard deviation - O([a - 1/2 - mean]/standard deviation)
Term
Square Root Law
Definition
The number k of success will fall in the range: [expected value - 4*standard deviation, expected value + 4*standard deviation]

This simplifies to [p- 2/square root of n, p + 2/square root of n
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