STA130H1 Study Guide - Final Guide: Sample Size Determination, Bixin, Statistical Hypothesis Testing

• School: UTSG
• Department: Statistical Sciences
• Course: STA130H1
• Professor: Birsen Donmez

Document Summary

, p ( a b)=p ( a)+p (b ) p( a b) , p (b|a )= p ( a b) Chebyshev"s theorem: prob any rv within k : p(|x | k ) 1 k2. Markov"s inequality: p ( x a) e ( x ) a. Single: e ( x )= x f ( x) dx , f ( x)=pdf , Var( x )=e[( x )2]=e( x2) e ( x )2= ( x )2 f ( x) dx. [ g(x) g( x)]2 f ( x) dx for g(x) Cdf=f ( x)=p ( x x)= f (t ) dt. A f ( x , y) dx dy g(x)= f ( x , y)dy , h( y)= f ( x, y) dx , Covariance: xy=e[(x x)(y y )]= (x x)( y y )f ( x , y) dx dy , xy=e [ xy ] x y. Cov (ax +b ,cy +d)=ac cov( x ,y ) Cov ( x ,y )=cov (y , x)