\[P(A\,\,OR\,\, B) = P(A\, \cup \, B) \\ = P(A) + P(B) - P(A\, \cap\, B)\] Note: You subtract the intersection because otherwise it would be counted twice.
\[P(A\,\,AND\,\, B) = P(A\, \cap\, B) \\ = P(A) * P(B)\] ### Complement The compliment of a trait represents anything that does not have that trait
\[P(A^{c}) = 1 - P(A)\]
Bounded: \([- \infty : \infty ]\) (unbounded) Countinuous
Can be negative
PDF: \[f(x \mid \mu, \sigma) = \frac{1}{\sqrt{2 \pi \sigma^2}}e^{-\frac{(x-\mu)^2}{2\sigma^2}}\] E[X]: \[\begin{align} E[X] &= \int_{-\infty}^{\infty}{X \cdot f(X)dX} \\
&= \int_{-\infty}^{\infty} x \cdot f(x \mid \mu, \sigma) = \int_{-\infty}^{\infty}\frac{x}{\sqrt{2 \pi \sigma^2}}e^{-\frac{(x-\mu)^2}{2\sigma^2}} dx \\ &= \mu \end{align}\]
VAR[X]: \[\begin{align} Var[X] &= E[(X- E[X])^2] \\ &= E[(X - \mu)^2] \\ &= E[X^2] - \mu^2 \\ &= \left( \int_{-\infty}^{\infty} x^2 \cdot f(x \mid \mu, \sigma) = \int_{-\infty}^{\infty}\frac{x^{2}}{\sqrt{2 \pi \sigma^2}}e^{-\frac{(x-\mu)^2}{2\sigma^2}} dx \right) - \mu^2 \\ &= \sigma^2 \end{align}\]
PDF:
\[Z = \frac{X-\mu}{\sigma}\] \[f(z \mid \mu, \sigma) = \frac{1}{\sqrt{2\pi}}e^{-\frac{1}{2}z^2}\]
E[X] = 0
VAR[X] = 1
Log Normal Distribution
PDF: \[\begin{align} log(X) &\sim N(\mu,\sigma) \\ X &\sim LN(\mu,\sigma) \end{align}\] \[f(x \mid \mu, \sigma) = \frac{1}{x\sqrt{2 \pi \sigma^2}}e^{-\frac{(log(x)-\mu)^2}{2\sigma^2}} \\ x \in \{0,\infty\} \\
\mu \in \mathbb{R} \\
\sigma > 0\]
E[X]: \[E[X] = e^{\mu + \frac{\sigma^2}{2}}\]
VAR[X]: \[Var[X] = e^{2(\mu + \sigma^2) - (2\mu + \sigma^2)}\]
You can typically use the poisson distribution in various situations such as:
- The description of random spatial point patterns
- As the frequency distribition of rare but independent events
- As the error distribution in linear models of count data
The poisson distribution is discrete, hence it has a probability mass function (PMF) instead of a PDF. It cannot be negative and is bounded \([0,\infty)\)
Poisson Distribution
PMF: \[P(x \mid \lambda)= \frac{e^{-\lambda} \cdot \lambda^x}{x!} \\ \lambda>0 \\ x \in \mathbb{N} \cup \{0\}\]
E[X]: \[\begin{align} E[X] &= \sum_{x=1}^{\infty} x \frac{e^{-\lambda} \cdot \lambda^x}{x!} \\ &= \lambda \cdot e^{-\lambda} \cdot \sum_{x=1}^{\infty} x \frac{\lambda^{x-1}}{x!} \\ &= \lambda \cdot e^{-\lambda} \cdot \sum_{x=1}^{\infty} \frac{\lambda^{x-1}}{(x-1)!}\\ &\mbox{define } y = x-1 \\ &= \lambda \cdot e^{-\lambda} \cdot \sum_{y=0}^{\infty} \frac{\lambda^{y}}{y!} \mbox{ (the sum is now the expansion of the exponential)}\\ &= \lambda \cdot e^{-\lambda} \cdot e^{\lambda} \\ &= \lambda\end{align}\]
VAR[X] \[Var[X] = \lambda\]
Gamma Distribution
Beta Distribution
Chi-Square Distribution
F-Distribution
t-distribution