CONCEPTUAL TOOLS

By:  Neil E. Cotter

Probability

 

 

Function Definitions

 

 

Discrete random vars

 

 

 

 
 
 

 

Function

Notation

Equation/Conditions

Cumulative Distribution

,  

 

Probability Distribution

,

,  

Mean or Expected Value

,

 

Variance

,

Expected Value of Function

,

 

Standard Deviation

,

Marginal Distribution

,  

,

Conditional Distribution

 

 

Expected Value of Joint RV

,  

 

Covariance

,  

 

Correlation Coefficient