Midterm 1:

Property A:

For RV X and total outcome set A

Property B:

For RVs U and V…

Property C:

You can bring a constant out of EV

Property D:

If U and V are independent RVs

Property E:

Definition of Variance

Property F:

Proof:

Property G:

Property H:

Other general properties:

coef. of variance =

Covariance: The degree to which U and V vary together

  • Essentially correlation


Different Probability Distribution

Geometric Series

How long until success p?


Indicator

A yes or no response
x={0,1}


Binomial

Play n games and win k times
General PMF:



Uniform:

Every int is equally likely from