Necessary conditions for a probability function?
How to work out E(x) for a DRV?
sum of x p(x)
Can you take out non linear from E(x)?
-no only linear
Var (x) ?
E(x)^2 - (E(x))^2
Var (ax+b)
if a and b are constants?
-a^2 Var (x)
sd(ax+b)?
l a l sd(x)
Expectation of a constant?
Variance and SD of constant?
0
MGF of a DRV?
E(e^tx) = Mx(t)
E(x) from MGF?
M’x(0)
E(x^2) from MGF?
M’‘x(0)
Same MGF?
-same distribution
f(x) for CRV?
-f(x) is not a probability, area under curve
Properties of PDF?
-f(x) is positive and 0
- limits infinity to negative infinity f(x) = 1
How to get CDF?
-integrate f(x) with lowest possible value
E(x) for CRV?
same thing as DRV but integral instead of summation
median of a CRV?
F(m) = 0.5