Formula Sheet Section B

The probability mass function (PMF), fX (x) of a Discrete random variable X:

fX (x) = P (X = x)
The probability density function (PDF), fX (x) of a Continuous random variable X:
P (a < X < b) = FX (b)

FX (a) =

fX (x) dx
a

The cumulative distribution function (CDF), FX (x), of a random variable X:

FX (b) = P (X b)
X
=
fX (x)
xb
Z b

FX (b) =

for Discrete RVs

fX (x) dx

Continuous RVs

Relationship between PDF and CDF for Continuous RVs:

fX (x) =

d
FX (x)
dx

Expectation:
X

E[X] =

x fX (x)

Z8x1

E[X] =

for Discrete RVs

x fX (x) dx

Continuous RVs

Variance:
V ar[X] =
V ar[X] =

E[X])2 fX (x)

(x

Z8x1

for Discrete RVs

E[X])2 fX (x) dx

(x

Continuous RVs

The Variance in both cases can be expressed as:

V ar[X] = E[(X

E[X])2 ] = E[X 2 ]

E[X]2

Expectation for any general function g(X) as:

E[g(X)] =
E[g(X)] =

g(x) fX (x)

Z8x1

for Discrete RVs

g(x)fX (x) dx

Continuous RVs

Model

PMF/PDF fX (x|parameters)

Range

E(X)

V ar(X)

x = 1, ..., n

n+1
2

n2 1
12

p)1(x=0)

x = 0, 1

p(1

p)n

x = 0, 1, ..., n

np

np(1

np (np)x /x!

x = 0, 1, ..., n

np

np

x /x!

x = 0, 1, ..., n

x = 0, 1, ..., n

x>0

1
2

1<x<1

1<x<1

1
n

Uniform

fX (x|n) =

Bernoulli

fX (x|p) = p1(x=1) (1

Binomial

fX (x|n, p) =

Poisson

n
x

px (1

fX (x|n, p) = e

p)
p)

(Binomial approximation)
Poisson

fX (x| ) = e

(Average occurrences)
fX (x| , T ) =

Poisson

(T )

x!

(Average rate)
Exponential
Normal

fX (x| ) = e
fX (x|, ) =

Standard Normal

p 1
2

fZ (z) =

x
(x )2 /2

2
p1 e z /2
2

Table 1: Summary of Probability Distributions and Properties.

Reliability Expressions
Failure density, f (t):
f (t) =

dF (t)
=
dt

dR(t)
dt

Failure rate, r(t):

r(t) =
=

f (t)
f (t)
=
R(t)
1 F (t)
1
dF (t)
=
1 F (t) dt

Unreliability, F (t):
e

Rt

R(t) = e

Rt

F (t) = 1

1 dR(t)
R(t) dt

r(u) du

Reliability, R(t):
0

r(u) du

R(t) + F (t) = 1

Mean Time to Failure, M T T F :

Z

M T T F = E[T ] =

Z0 1

t f (t) dt
R(t) dt

Reliability for n components in Series:

RS =

n
Y

Ri

i=1

Unreliability and reliability for n components in Parallel:

FP

n
Y

Fi

i=1

RP

= 1

n
Y

Fi

i=1

RP

= RA + RB

RA RB

for 2 components A and B

Statistical Formulae
Sample mean and sample standard deviation:
n

1X
Di
n
i=1
v
u
n
u 1 X
t
Sample standard deviation: S =
(Di
n 1
Sample mean: X =

i=1

Test Statistics
H0 : = 0 , Z-test:
T =

p 0 N (0, 1)
/ n

H0 : = 0 , Students t Test:
T =

X 0
p tn
S/ n

H0 : X = Y , Two-Sample Z-Test:
T =q

X
2
X /nX

Y
+

2
Y /nY

N (0, 1)

X)2

H0 : X = Y , Two-Sample t Test:
X Y
X Y
p
T =q
=
tnX +nY
2
2
Spooled 1/nX + 1/nY
Spooled
/nX + Spooled
/nY
2
Spooled

PnX

i=1 (Xi

P Y
X)2 + ni=1
(Yi
nX + nY 2

Y )2

(nX

2 + (n
1)SX
1)SY2
Y
n X + nY 2

H0 : d = 0, Paired t Test:
D d
p = tn
SD / n

T =

H0 :

2
0:

T =

Goodness-of-Fit:
X2 =

(n

k
X
(Oi
i=1

1)S 2
2
0

2
n 1

Ei ) 2
Ei

2
k p 1

where:
n =

is the total number of observations

k =

is the number of discrete bins

Ei =

is the expected number of observations falling into the i-th bin = n pi

Oi =

is the number of observations falling into the i-th bin

Formula for Integration by Parts

Or more compactly:

d
u(x)
v(x) dx = u(x) v(x)
dx

v du

u dv = uv

v(x)

d
u(x) dx
dx

Quadratic Equation
For a quadratic function a x2 + b x + c = 0, the roots of this equation are given by:
p
b b2 4ac
x =
2a
4

Formulae for Confidence Intervals (CI):

1. CI for : Normal RVs, Known Variance (2)

Sampling Distribution = Normal

2. CI for : Any RV, UnKnown Variance (2), n!

Sampling Distribution = Normal

3. CI for : Normal RVs, Unknown Variance (2)

Sampling Distribution = Student t

4. CI for 2: Normal RVs

Sampling Distribution = Chi-squared