Probability: Difference between revisions

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==Common Distributions==
==Common Convolutions==
This is important for tests.<br>
This is important for tests.<br>
See [https://en.wikipedia.org/wiki/Relationships_among_probability_distributions Relationships among probability distributions].
See [https://en.wikipedia.org/wiki/Relationships_among_probability_distributions Relationships among probability distributions].

Revision as of 03:05, 5 November 2019

Introductory Probability as taught in Sheldon Ross' book


Common Convolutions

This is important for tests.
See Relationships among probability distributions.

Normal Distributions

If \(\displaystyle X_1 \sim N(\mu_1, \sigma_1^2)\) and \(\displaystyle X_2 \sim N(\mu_2, \sigma_2^2)\) then \(\displaystyle \lambda_1 X_1 + \lambda_2 X_2 \sim N(\lambda_1 \mu_1 + \lambda_2 X_2, \lambda_1^2 \sigma_1^2 + \lambda_2^2 + \sigma_2^2)\) for any \(\displaystyle \lambda_1, \lambda_2 \in \mathbb{R}\)

Gamma Distributions

Note exponential distributions are also Gamma distrubitions

Gamma and Beta

If \(\displaystyle X_1 \sim \Gamma(\alpha, \theta)\) and \(\displaystyle X_2 \sim \Gamma(\beta, \theta)\), then \(\displaystyle \frac{X_1}{X_1 + X_2} \sim B(\alpha, \beta)\)