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Quiz I Review
1 / 26
Quiz Information
Content: Chapters 1-2, Lecture 1-7, Recitations 1-7,
Quiz I Review
2 / 26
A Probabilistic Model:
Sample Space: The set of all possible outcomes of
an experiment.
Probability Law: An assignment of a nonnegative
number P(E) to each event E.
Sample Space
P(B)
Event A
Experiment
Probability Law
P(A)
Event B
A
Quiz I Review
Events
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Probability Axioms
Given a sample space :
1. Nonnegativity: P(A) 0 for each event A
2. Additivity: If A and B are disjoint events, then
P(A B) = P(A) + P(B)
If A1 , A2 , . . . , is a sequence of disjoint events,
P(A1 A2 ) = P(A1 ) + P(A2 ) +
3. Normalization P() = 1
Quiz I Review
4 / 26
Quiz I Review
5 / 26
Discrete Models
Discrete Probability Law: If is nite, then each
si
P(A) =
Quiz I Review
|A|
||
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Conditional Probability
Given an event B with P(B) > 0, the conditional
P(A B)
P(B)
Quiz I Review
7 / 26
Multiplication Rule
Let A1 , . . . , An be a set of events such that
n1
Ai
i =1
> 0.
A1
P(A1)
i =1
A3
A2
P(A2|A1) P(A3|A1 A2)
Quiz I Review
A1 A2 A3
8 / 26
i=1
P(B Ai ) =
P(B|Ai )P(Ai )
i=1
B
A1
A2
B
A1 B
Bc
A1
A2
A3
A3
B
Bc
A2 B
A3 B
Bc
Quiz I Review
9 / 26
Bayes Rule
Given a nite partition A1 , . . . , An of with P(Ai ) > 0,
then for each event B with P(B) > 0
P(Ai |B) =
P(B|Ai )P(Ai )
P(B|Ai )P(Ai )
= n
P(B)
i =1 P(B |Ai )P(Ai )
B
A1
A2
B
A1 B
Bc
A1
A2
A3
A3
B
Bc
A2 B
A3 B
Bc
Quiz I Review
10 / 26
Independence of Events
Events A and B are independent if and only if
P(A B) = P(A)P(B)
or
P(A|B) = P(A) if P(B) > 0
Events A and B are conditionally independent
given an event C if and only if
or
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for each i = j
iS
Ai
iS
P(Ai ) S {1, 2, . . . , n}
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Counting Techniques
Basic Counting Principle: For an m-stage process
n!
# Sets = kn = k!(nk)!
Quiz I Review
13 / 26
Counting Techniques-contd
Partitions: The number of ways to partition an n-element
set into r disjoint subsets, with nk elements in the k th
subset:
n n1 nr 1
n
n
n n1
=
n1 , n2 , . . . , nr
n1
n2
nr
n!
=
n1 !n2 !, , nr !
where
n
n!
=
k
k!(n k)!
r
ni = n
i=1
Quiz I Review
14 / 26
{X = x} = { |X () = x}
The probability mass function (PMF) for the
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PMF Properties
Let X be a random variable and S a countable
random variable:
g
X
X () g (X ()) = Y ()
with PMF
PX (x)
pY (y ) =
x |g (x)=y
Quiz I Review
16 / 26
Expectation
Given a random variable X with PMF pX (x):
E[X ] =
x xpX (x)
Given a derived random variable Y = g (X ):
ypY (y ) = E [Y ]
E[g (X )] =
g (x)pX (x) =
x
E[X n ] =
x n pX (x)
Quiz I Review
17 / 26
Variance
The expected value of a derived random variable g (X ) is
E[g (X )] =
g (x)pX (x)
x
2
var (X ) = E[(X E[X ])2 ] =
x (x E[X ]) pX (x)
var (X ) = E[X 2 ] E[X ]2
var (aX + b) = a2 var (X )
Note that var (x) 0
Quiz I Review
18 / 26
pX ,Y (x, y ) = P {X = x} {Y = y }
The marginal PMFs of X and Y are given
respectively as
pX (x) =
pY (y ) =
pX ,Y (x, y )
pX ,Y (x, y )
x
Quiz I Review
19 / 26
pZ (z) =
pX ,Y (x, y )
Expectation:
E[Z ] =
x,y
Linearity: Suppose g (X , Y ) = aX + bY + c.
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in the PMF:
P {X = x } A
pX |A (x) = P {X = x}|A =
P(A)
Conditioning X on the event Y = y with PY (y ) > 0
P {X = x} {Y = y }
pX ,Y (x, y )
pX |Y (x |y ) =
=
pY (y )
P {Y = y }
Quiz I Review
21 / 26
Conditioned RV - contd
Multiplication Rule:
pX (x) =
pX (x) =
i=1
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22 / 26
Conditional Expectation
Let X and Y be random variables on a sample space .
Given an event A with P(A) > 0
E[X |A] =
xpX |A (x)
x
If PY (y ) > 0, then
E[X |{Y = y }] =
xpX |Y (x|y )
i=1
Quiz I Review
23 / 26
Independence
Let X and Y be random variables dened on and let A
be an event with P(A) > 0.
X is independent of A if either of the following hold:
pX |A (x) = pX (x) x
pX ,A (x) = pX (x)P(A) x
X and Y are independent if either of the following
hold:
pX |Y (x|y ) = pX (x) xy
pX ,Y (x, y ) = pX (x)pY (y ) xy
Quiz I Review
24 / 26
Independence
If X and Y are independent, then the following hold:
If g and h are real-valued functions, then g (X ) and
h(Y ) are independent.
E[XY ] = E[X ]E[Y ] (inverse is not true)
var (X + Y ) = var (X ) + var (Y )
Given independent random variables X1 , . . . , Xn ,
var (X1 +X2 + + Xn ) = var (X1 )+var (X2 )+ +var (Xn )
Quiz I Review
25 / 26
Bernoulli
Binomial
Geometric
Uniform
pX (k)
p
k=1
1
p
k=0
n k
p
(1
p)nk
k
k = 0, 1, . . . , n
(1 p)k1 p
1k = 1, 2, . . .
ba+1 k = a, . . . , b
0
otherwise
E[X ]
var (X )
p(1 p)
np
np(1-p)
1
p
1p
p2
a+b
2
(ba)(ba+2)
12
Quiz I Review
26 / 26
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