Probability

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Introductory Probability as taught in Sheldon Ross' book


Common Distributions

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

Normal + Normal

Gamma + Gamma

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 \(\displaystyle \frac{X_1}{X_1 + X_2} \sim B(\alpha, \beta)\)