Addition Rule The addition rule provides a connection between the probabilities of two events, the probability of both

h occurring, and the probability of either occurring. o = + ( ) Karnaugh Maps Karnaugh Maps summarise all the combinations of two events and their complements. ( ) ( ) () ( ) ( ) () () ( ) .

Probability Summary Sheet Basic Probability

Conditional Probability The probability of A occurring given that B has occurred is represented by; o =
( ) ( )

Independent Events If the probability of event A does not influence event B and vice versa, then; o () = Pr() o = Mutually Exclusive Events If two events cannot occur simultaneously (mutually exclusive), then; o ( ) = 0 o = + Combinations Combinations refers to the number of ways n different objects can be arranged when taking r at a time, represented by where; o
n

Cr =

n! n r !r!

Definition of a Random Variable A random variable is a function that assigns a numerical value to each outcome of an experiment. A probability distribution consists of all values that a random variable can take, and their respective probabilities. A probability distribution is described by a function p(x) where; o p x = Pr(X = x) o 0 1 o = 1 Discrete Random Variables Discrete Random Variables A random variable is said to be discrete if it can only assume a countable number of values. These are typically represented by probability tables such as; X a b c d Pr(X=x) Pr(X=a) Pr(X=b) Pr(X=c) Pr(X=d) Expected Value of a Discrete Random Distribution The expected value (denoted by E(X)) which is also known as the mean () is given by; o E X = = x Pr(X = x) where; E X + Y = E X + E(Y), where X and Y are discrete random variables [ ] = ( ) ( )

Random Variables

 E aX + b = aE X + b, where a and b are constants Median of a Random Distribution The median of a random distribution is the value such that 50% of the distribution is greater than it, and 50% of the distribution is less than it. o The median (denoted by m) is calculated by adding the probabilities until such that Pr X m 0.5 + o If values exist such that Pr X a = 0.5, Pr X b = 0.5, then = 2 Mode of a Random Distribution The mode (denoted by M) of a random distribution is the most probable value of the random variable. o The mode is such that Pr( = ) Pr = , for all other values of x Variance and Standard Deviation The variance and standard deviation are measures of spread that is; how close to the mean the values of a random probability distribution are. The variance of a random variable is defined by; o 2 = Var X = E[(X )2 ] = ( )2 Pr( = ) where; Var aX + b = a2 Var(X), where a and b are constants The standard deviation of a random variable is defined by; o = = () Applications of Standard Deviation A property of the standard deviation is such that the following confidence intervals will apply o Pr X + 0.68 o Pr 2 X + 2 0.95 o Pr 3 X + 3 0.997 Binomial Distributions Binomial Distributions A binomial distribution (also referred to as a Bernoulli sequence) is a particular type of discrete probability distribution which possesses the following properties: o Each trial results in only one of two outcomes, one which is denoted as a success, or one which is denoted as a failure o The probability of success is constant for all trials o The trials are independent Binomial Random Variables Binomial random variables are defined by; o = =
n! (1 ) n r !r!

where;

n: Number of trials p: Probability of success q: Probability of failure x: Number of successes This can alternatively be expressed as X~Bi (n, p) Graphs of Binomial Distributions The shape of a binomial distribution graph changes according to the values of n and p. If p is changed; o When p<0.5, the graph is positively skewed. i.e. Lower values of x are favoured o When p=0.5, the graph is symmetrical o When p>0.5, the graph is negatively skewed. i.e. Higher values of x are favoured If n is changed; o As n increases, the graph becomes increasingly smooth. o As n decreases, the graph becomes increasingly rigid. Mean for a Binomial Distribution In binomial distributions, the mean is calculated by;

 =E X =np Note: The mode and median are not defined in binomial distributions. Spread for a Binomial Distribution In binomial distributions, the variance is calculated by; o 2 = Var X = n p 1 p Markov Chains

Markov Chains Markov Chains possess the following properties; o The probability of a particular outcome is conditional only on the outcome before it o The conditional probabilities of each outcome are the same every time Recurrence relationships can be set up to solve Markov chain questions. Examples of recurrence relationships are; o ai+1 = Pr +1 + Pr +1 o bi+1 = Pr +1 + Pr +1 The long-term behaviour of Markov chains (also known as the steady state) can be modelled by assuming ai+1 = ai Continuous Random Variables Definition of a Continuous Random Variable A continuous random variable is one that can take on any value in an interval of the real number system. Due to the infinite number of decimal places to which a continuous random variable can be measured, a continuous random variable cannot take an exact value as it is rounded to the limits imposed by the method of measurement used. o Pr X = x = 0 for all values of x Continuous Distributions Continuous distributions can be represented by a probability density functions (pdf). Probability density functions are functions that represent continuous distributions, and as such, possess the following properties; o f(x) 0 for all values of x o f x dx = 1, where the domain of f(x) is (m,n) Both of these properties must be proved to prove a function is probability density function The probability of a continuous random variable falling between x=a and x=b is given by; o Pr a X b = f x dx a
b

Mean for a Continuous Distribution In a continuous distribution described by the probability density function with domain [a,b], the mean is calculated by; o =E X = x f x dx a E[g X ] = g(x) f x dx a
b b

Percentiles for a Continuous Distribution In continuous distributions, the median is calculated by; o n= x f x dx , where p is the nth percentile a
p

To calculate the median, let p=0.5 To calculate the interquartile range (IQR), subtract the 75th percentile from the 25th percentile Mode for a Continuous Distribution To calculate the mode;

Differentiate the probability density function and find the probability values at the turning points o Find the probability values of the end-points of the probability density function. o Whichever of these has the maximum value of f(x) is the mode Spread for a Continuous Distribution To calculate the variance, the following formula is used in continuous distributions; o o 2 = Var X = (x )2 f x dx = x 2 f x dx x f x dx a a a
b b b 2

Normal Distributions The Standard Normal Distribution The standard normal distribution is a special type of continuous distribution with a probability density function which possesses the following properties; o It is defined by f x = o It has a mean, median and mode of 0 o It has a standard deviation of 1 o It is an symmetrical around zero The standard normal distribution can be represented as Z~N(0,1) Normal Distributions A normal distribution is similar to the standard normal distribution, except it does not necessarily have a mean of 0 or standard deviation of 1. Its properties instead are; o Its median, mode and mean are the same value o Hence the value of the mean translates the graph horizontally o It is symmetrical about the mean o As the value of the standard deviation increases, the graph widens and vice versa Normal distributions are represented by X~N(, 2) The graph of a normal distribution can be obtained by the following transformation upon the graph of the standard normal distribution; y o x, y x + , This leads to the more general rule; o Pr X x = Pr Z
x
1 2 1 e2 x 2