CONCEPTUAL TOOLS

By:  Neil E. Cotter

Probability

 

 

Function Definitions

 

 

Continuous random vars

 

 

 

 
 
 

 

Function

Notation

Equation/Conditions

Cumulative Distribution

,  

 

Probability Density

 

, ,

Mean or Expected Value

,

 

Variance

,

Expected Value of Function

,

 

Standard Deviation

,

Marginal Density

,  

,

Conditional Density

 

 

Expected Value of Joint RV

,  

 

Covariance

,  

 

Correlation Coefficient