Basic PDs Flashcards

(38 cards)

1
Q

What is the variance Var[X] of a discrete uniform distribution with outcomes from a to b?

A

Var[X] = ((b - a + 1)^2 - 1) / 12.

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2
Q

What is the formula for the probability density function (PDF) of a continuous uniform distribution?

A

f(x) = 1 / (b - a) for a ≤ x ≤ b.

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3
Q

What is the expected value E[X] of a continuous uniform distribution with range from a to b?

A

E[X] = (a + b) / 2.

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4
Q

What is the variance Var[X] of a continuous uniform distribution with range from a to b?

A

Var[X] = (b - a)^2 / 12.

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5
Q

What is the formula for the probability of getting exactly k successes in n trials in a binomial distribution?

A

P(X = k) = C(n, k) * p^k * (1-p)^(n-k)

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6
Q

Fill in the blank: The expected value E[X] for a binomial distribution is _____ .

A

n * p

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7
Q

What is the variance Var[X] for a binomial distribution?

A

Var[X] = n * p * (1 - p)

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8
Q

What happens to the binomial distribution as n increases and p remains constant?

A

It approaches a normal distribution.

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9
Q

What is the expected value E[X] of a Poisson distribution?

A

E[X] = λ

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10
Q

What is the variance var[X] of a Poisson distribution?

A

var[X] = λ

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11
Q

Which of the following is a property of the Poisson distribution?

A

The sum of independent Poisson random variables is also Poisson distributed.

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12
Q

What is the relationship between the Poisson distribution and the exponential distribution?

A

The time between events in a Poisson process follows an exponential distribution.

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13
Q

What happens to the Poisson distribution as λ approaches infinity?

A

It approaches a normal distribution.

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14
Q

What is a key assumption of the Poisson distribution?

A

Events occur independently of each other.

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15
Q

Fill in the blank: For small values of λ, the Poisson distribution approximates the _____ distribution.

A

Binomial

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16
Q

What is the probability mass function (PMF) of a geometric distribution?

A

The PMF of a geometric distribution is given by P(X = k) = (1 - p)^(k - 1) * p, where p is the probability of success.

17
Q

What is E[X] for a geometric distribution?

A

E[X] = 1/p, where p is the probability of success.

18
Q

What is Var[X] for a geometric distribution?

A

Var[X] = (1 - p) / p^2.

19
Q

What is the PMF of a negative binomial distribution?

A

The PMF is given by P(X = k) = (k - 1) choose (r - 1) * p^r * (1 - p)^(k - r), where r is the number of successes and p is the probability of success.

20
Q

What is E[X] for a negative binomial distribution?

A

E[X] = r / p, where r is the number of successes and p is the probability of success.

21
Q

What is Var[X] for a negative binomial distribution?

A

Var[X] = r(1 - p) / p^2.

22
Q

Fill in the blank: The geometric distribution is a special case of the __________ distribution.

A

negative binomial distribution.

23
Q

Why is Normal distribution popular?

A

Because of Central Limit Theorem

24
Q

Properties of Normal Distribution

A

• Symmetric around mean μ.
• Skewness = 0, Kurtosis = 3.
• Linear combination of independent normal random variables is also normal.
• 68% of values within 1σ, 95% within 2σ, 99.7% within 3σ.

25
Exponential Distribution Formula
f(x) = λ * exp(-λx)
26
Exponential Distribution E[X]
E[X] = 1 / λ
27
Exponential Distribution variance
Var[X] = 1 / λ²
28
Exponential Distribution Properties
• Memoryless property: P(X > s+t | X > s) = P(X > t)
29
Gamma Distribution use
• Models waiting time until k events occur in a Poisson process.
30
Gamma distribution pdf
f(x) = ( (λ^k) / Γ(k) ) * x^(k-1) * exp(-λx)
31
Expectation and variance of gamma distribution
Expectation: E[X] = k / λ Variance: Var[X] = k / λ²
32
Pdf of beta
f(x) = (1 / B(α, β)) * x^(α-1) * (1 - x)^(β-1)
33
Expectation and variance of beta
Expectation: E[X] = α / (α + β) Variance: Var[X] = (αβ) / [ (α + β)² * (α + β + 1) ]
34
Normal Distribution pdf
1/(2.pi.sigma) * exp(-(X-U)^2/2sigma^2)
35
General Formula for continuous r.v E[g(X)]
Integration(-inf, inf) g(X).fx(X) dx
36
E(g(X)) for discrete rv
Summation(x) (g(x).P(X=x))
37
Moment of Distribution formula
E(e^(tx)) = Integration(-inf to inf) e^(tx) f(x) dx
38
Moments of distribution (all meanings)
1st moment: Mean 2nd moment: Variance 3rd moment: Skewness 4th moment: Kurtosis