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PDF/CDF and Transformations Cheat Sheet

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This PDF cheat sheet focuses on continuous random variables and distribution transformations. Ideal for students working with integration-based calculations and understanding expected value and variance. Includes: - Continuous probability density functions (PDFs) - Cumulative distribution functions (CDFs) - Variable transformations - Expectation and variance formulas - Chebyshev’s theorem and standard deviation rules

Content preview

-
Bivariate RV
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. =




Confidence
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.




Interval


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pression CDF
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o
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value true value its
expected = .




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size? estimators value
converges
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captures some vol .
always but amount
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stat. Indep Check
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F(x,y) fx(x fy(y)
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(-2) dist.
( ?)(in) when-2(x2 marg
Et fxt * fl -1 not indep.
.




# & -2 <> 2
fx(x) &P(x y = y) i
= = X
, ,



(x (2))(y (2))(it) +n(x+ 2)(y+2)+ +(xy+ 2x + 2y 2) +

fy())
- -




# 4) ?)(in) when x>2z-2 < x12
f() valued 3
=
+ 2 + 1 = 3+


fy(0) 36
fx (1) valuef 6 + 5 +4 2+5
= =

4) (y -
(2))(in) = +(y+ 2)
mean variance

Exp joint PDF 3(x) =
1(6) + 1(15) [[x] = P(n) + 1(15) var(x) 3(x2) E(x))
height
- = -


.




-2
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PDF : ()π() E(y) 1(9) + 0(7)[[y2] 1(9) + 07) var(y) Exyz) E(y)2

3
= = =
cut X
-


cross


Covariance Cxy
of space = (*)
visual vol .




crosscuty the same
=) Cov(x y) =
E(xy) E(x)E(y) -
uncorrelated kindep. Cxy0
,




(x() coeff value of
take deriv .

of CDF Correlations Rxy uncorrelated =

(xy(x y) = ,
E(xy) =
( 1)(1)(1) + ( 1)(0)(2) + (1)( 1)(3) -

...




paffx(x) Coeff
-
marginal , car(x, y)

fx(x) =
(afxy(x y)dy , f) dy
=
bounds
of X

#
y joint gauss . RV paf
[Ix-mxM2Pym
it
_




marginal paf fy (y) unity =1- 1 bh = h =

cry 2
=>(*) - fxy(x,y) 2xe =

fy(y) jfxy(x for x
y)d
=
same
,


bounds Y Convolution Bernoulli 500 people vote 260
yes find 95% CI
ga
P. ,




I
0-NO
find
1 yes
RVz X+ Y
-


210 p
Probability of
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1
P(0-X1
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=y =
.




(260(1)
+



240(07] 52
g
, + 0


in [260(1
=
P(H)
.



H = 1 = 0 4
P(0(X : ) ThArea off)
- 1zy = 0) =
Pa 9
52)2)
.


*




-Po
, 5 = 0 P(T) = 0 C . - 5232 + 24010 - = 0 250 .




= )
(EP P(220 dy =
joint = PRE Fin CI =
[m-m +]

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