EGS 3441 Equation Reference Sheet

Addition Rule (two events) Pr(𝐴𝐴 ∪ 𝐵𝐵) = Pr(𝐴𝐴) + Pr(𝐵𝐵) − Pr(𝐴𝐴 ∩ 𝐵𝐵)
(multiple events)
Pr(𝐴𝐴 ∪ 𝐵𝐵 ∪ 𝐶𝐶) = Pr(𝐴𝐴) + Pr(𝐵𝐵) + Pr(𝐶𝐶) − Pr(𝐴𝐴 ∩ 𝐵𝐵) − Pr(𝐴𝐴 ∩ 𝐶𝐶) − Pr(𝐵𝐵 ∩ 𝐶𝐶) + Pr(𝐴𝐴 ∩ 𝐵𝐵 ∩ 𝐶𝐶)

Independence (two events) Pr(𝐴𝐴|𝐵𝐵) = Pr(𝐴𝐴) Pr(𝐵𝐵|𝐴𝐴) = Pr(𝐵𝐵) Pr(𝐴𝐴 ∩ 𝐵𝐵) = Pr(𝐴𝐴) Pr(𝐵𝐵) Any one

(multiple events) Pr(𝐸𝐸1 ∩ 𝐸𝐸2 ∩ . .. ∩ 𝐸𝐸𝑘𝑘) = Pr(𝐸𝐸1 ) × Pr(𝐸𝐸2 ) × . . .× Pr(𝐸𝐸𝑘𝑘 )

Multiplication Rule An operation k can described by as a sequence of steps (n1, n2, . . . , nk). 𝑁𝑁𝑡𝑡𝑡𝑡𝑡𝑡 = 𝑛𝑛1 × 𝑛𝑛2 × . . .× 𝑛𝑛𝑘𝑘
(Counting) The total number (count) of ways to complete that operation (Ntot) is -

Total Probability (two events) Pr(𝐵𝐵) = Pr(B ∩ A) + Pr(B ∩ A′ ) = Pr(𝐵𝐵|𝐴𝐴) Pr(𝐴𝐴) + Pr(𝐵𝐵|𝐴𝐴′ ) Pr(𝐴𝐴′ )

Pr(𝐵𝐵) = Pr(B ∩ 𝐸𝐸1 ) + Pr(B ∩ 𝐸𝐸2 ) + . . . + Pr(B ∩ 𝐸𝐸𝑘𝑘 )

(multiple events)
= Pr(𝐵𝐵|𝐸𝐸1 ) Pr(𝐸𝐸1 ) + Pr(𝐵𝐵|𝐸𝐸2 ) Pr(𝐸𝐸2 ) + . . . + Pr(𝐵𝐵|𝐸𝐸𝑘𝑘 ) Pr(𝐸𝐸𝑘𝑘 )
Probability Mass Function Cumulative Distribution Function Probability Distribution Function Cumulative Distribution Function
(discrete) (discrete) (continuous) (continuous)
𝑓𝑓(𝑥𝑥) ≥ 0 𝑥𝑥
𝑓𝑓(𝑥𝑥𝑖𝑖 ) ≥ 0 𝐹𝐹(𝑥𝑥) = Pr(𝑋𝑋 ≤ 𝑥𝑥) = � 𝑓𝑓(𝑥𝑥𝑖𝑖 ) ∞
𝑛𝑛 � 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑑𝑑 = 1 𝐹𝐹(𝑥𝑥) = Pr(𝑋𝑋 ≤ 𝑥𝑥) = � 𝑓𝑓(𝑢𝑢) 𝑑𝑑𝑑𝑑
𝑥𝑥𝑖𝑖 ≤𝑥𝑥
� 𝑓𝑓(𝑥𝑥𝑖𝑖 ) = 1 −∞
−∞
0 ≤ 𝐹𝐹(𝑥𝑥) ≤ 1 𝑏𝑏 𝑑𝑑 𝐹𝐹(𝑥𝑥)
𝑖𝑖=1 𝑓𝑓(𝑥𝑥) =
If 𝑥𝑥 ≤ 𝑦𝑦 then 𝐹𝐹(𝑥𝑥) ≤ 𝐹𝐹(𝑦𝑦) Pr(𝑎𝑎 ≤ 𝑋𝑋 ≤ 𝑏𝑏) = � 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑓𝑓(𝑥𝑥𝑖𝑖 ) = Pr(𝑋𝑋 = 𝑥𝑥𝑖𝑖 )
𝑎𝑎

Conditional Probability Multiplication Rule Confidence Coefficient Choice of Sample Size

100 (1-α) % zα/2 zα
Pr(𝐴𝐴 ∩ 𝐵𝐵) 90% 1.645 1.28 𝑧𝑧𝛼𝛼 𝜎𝜎 2
Pr(𝐵𝐵|𝐴𝐴) = Pr(𝐴𝐴 ∩ 𝐵𝐵) = Pr(𝐵𝐵|𝐴𝐴) 𝑃𝑃(𝐴𝐴) 2
Pr(𝐴𝐴) = Pr(𝐴𝐴|𝐵𝐵) 𝑃𝑃(𝐵𝐵)
95% 1.96 1.64 𝑛𝑛 = � �
99% 2.58 2.33 𝐸𝐸

Confidence Interval on the Mean (μ) 𝜎𝜎 𝜎𝜎 𝜇𝜇 ≤ 𝑥𝑥̅ + 𝑧𝑧𝛼𝛼

𝜎𝜎
𝑥𝑥̅ − 𝑧𝑧𝛼𝛼
𝜎𝜎
≤ 𝜇𝜇
(Normal Distribution, σ2 known) 𝑥𝑥̅ − 𝑧𝑧𝛼𝛼 ≤ 𝜇𝜇 ≤ 𝑥𝑥̅ + 𝑧𝑧𝛼𝛼 √𝑛𝑛 √𝑛𝑛
2 √𝑛𝑛 2 √𝑛𝑛
Confidence Interval on the Mean (μ) 𝑠𝑠 𝑠𝑠 𝑠𝑠 𝑠𝑠
(Normal Distribution, σ2 unknown) 𝑥𝑥̅ − 𝑡𝑡𝛼𝛼,𝑛𝑛−1 ≤ 𝜇𝜇 ≤ 𝑥𝑥̅ + 𝑡𝑡𝛼𝛼,𝑛𝑛−1 𝜇𝜇 ≤ 𝑥𝑥̅ + 𝑡𝑡𝛼𝛼,𝑛𝑛−1 𝑥𝑥̅ − 𝑡𝑡𝛼𝛼,𝑛𝑛−1 ≤ 𝜇𝜇
2 √𝑛𝑛 2 √𝑛𝑛 √𝑛𝑛 √𝑛𝑛
2
Confidence Interval on the Variance (σ2) (𝑛𝑛 − 1)𝑠𝑠 2
(𝑛𝑛 − 1)𝑠𝑠 2 (𝑛𝑛 − 1)𝑠𝑠 2 (𝑛𝑛 − 1)𝑠𝑠 2
(Normal Distribution) ≤ 𝜎𝜎 ≤ ≤ 𝜎𝜎 2 𝜎𝜎 2 ≤ 2
𝜒𝜒 2 𝛼𝛼,𝑛𝑛−1 𝜒𝜒 21−𝛼𝛼,𝑛𝑛−1 𝜒𝜒 2 𝛼𝛼,𝑛𝑛−1 𝜒𝜒 1−𝛼𝛼,𝑛𝑛−1
2 2
Prediction Interval on a Future
Observation 1 (𝑥𝑥0 − 𝑥𝑥̅ )2 1 (𝑥𝑥0 − 𝑥𝑥̅ )2
𝑦𝑦�0 − 𝑡𝑡𝛼𝛼,𝑛𝑛−2 �𝜎𝜎� 2 �1 + + � ≤ 𝑌𝑌0 ≤ 𝑦𝑦�0 + 𝑡𝑡𝛼𝛼,𝑛𝑛−2 �𝜎𝜎� 2 �1 + + �
2 𝑛𝑛 𝑆𝑆𝑥𝑥𝑥𝑥 2 𝑛𝑛 𝑆𝑆𝑥𝑥𝑥𝑥

r0919