Last notI r - A Cl Lisa subset of A Catleast RE E e V = M = AMB if REA and AUB eEA if or & EB of lEB AND = elements of I not in A DE (AUB)" (A1B)" = = MOURE THEOREM AC 1 BC A UBS and , CAMB v(AMB) = A3 Important element t is not OR A = A complement one in A) PARTITION 1 who B A (Dividing St S2 sports) (A1S) r(A1S)v(AlSS) v sa (AMS) = > - > - So , S2 , Se , Su B (A) , = A ) paration I BC parkhon & no of elements in A = CARDINALITY of A INFINITY countably infinite S. + = Uncountably infinite : S2 + Sz + Sit + Szt ...... + Su . . . . . . . . PROBABILITY AXIOMS & set = denote Event = P(E) = any our of possibilities subset of a probability of an event AXIOMS8 1) P(x) = 1 2) If (A1B) = & (disjoint) P(AUB) 3) P(A) + P(B) PlE)), o If 4) = then ; A , As , Az, ...... An are pairwise disjant then P(A : 1Aj) = for all i , j P(Ai) = PLA then 5) 210 = a = p(and) P(Q) 6) P(AUB) = P(A) + = P(B) 0 - formulas ful P(AC) = 1 P (AMBC) P(ACRBC) P(A1B) A B P(A) = P(A) = = - P(A1B) PCAUB)< (Double check) Day 2 : Eg : Flip coin 10 hime IRI Eg : Eg: 210 = Snuffle cards 121 52 Pick : = top cand and look at the . random suit a 121 = 4 Eg Pick a random value : H1 , % = 13 picking a random cud = = 1 (g) = (f ) . x 4x13 52 & We can multiply different I I 1-2) PERMUTATIONS # of : a dishnet ways to order = ! n U El ~ COMBINATIONS # of => ways (v) ? to choose K elements = from "C =ors ! n Eg Draw and : from deck . Roll 6-sided die twic & = n +a x +z x + 52x6X6 = &n Q: = P(Draw heart , 52x6X6 both rolls woodd) #x3x3 Eg : No · of different #1 = = · (tisu) # of flushes posible ways to pick Scand (5) : PlE) = If Eg E and then , : P are independent PCEN) = PE) X PLF) (Straight 1 Flush) : Straight Flush F - - - - - Homework / - & 2 . Okan 3) : 65 + ↑ (April) 300 = 365 + 366 ↑ (feb) 28 = 366 . 2 6) (3) · (l-p)3 ph · ② Flip a coinn Ans : In ③ th = ⑦ 181 = ⑤ (2) ↑ (Ace) = 6 2 X 2" x 121 =? times " jax12" 52 == i p(Heat) = = p) Ace of Heab) = X = se ⑥ Since the two events for the # next are cout 1) = ⑦ 14 IE1 the 121 = 51 (we don't put see first and back) 52x51 52 ! = 26 ! = not independent x 26 ! ↓ ↑ (b) (brst2real: P. .. .. 13 ! x13 ) = x73X ⑧ 52 12 = . 10 4 52 PLE) = 5252 Doubt - - P(52 (and exacty1) = - E & & p(77) p(n ++ 4) ↑ ⑩ Ex Extxte it = : = - to = 6 (HTTT or THTH or HHHT) : Es itt = 121 65 = 1 p(A) ↑ (B) : = , 2 , 3, 45,6 j eS =2 ↑ (even) = ExExxExt1@3GSE I = ser # baking = p(BMC) as I p(A1B) = 0 p(anc) = 0 P(ABC) = q P(AUB) j = = & p(AvC) p (BUC) + 2 + 3 + = P(B) + p(x) = =+ p (AUBUC) = - P(BMC) E - P(A) + O(B) + P(x Any -AB) - p(B1C) ABC) - (maybe + + & # = 2 ① people (2 % ) . ⑫ IE1 P(E) = 54 ! x99 ! : a xhl Day 4 Eg : 4 die's I wel distinguishable , 31 = , 2 , ...., > - rolled at once 634 Is# from Red die Eg : 2nd # from black zwd# green 4th # blues What if you two purple replace green and blue with dies . 1st # from Red 2nd # from black 3rdd art #'s from Purple (rl = x((2) 2nd from"six add 6 possible numbers double choosing 2 not counting outcome of 5, 2 = Double and 2 5 , but missing 5, 5 ; G 2 , etz Eg : Roll 2 purple dies unhil it double p + p2 = pa + p 1 - 1 · = 0 I 3 numbers . in outhmells progression twice the first tem Middle term is Sum of forms is 120 . 2a A * 120 a + 2a + y = 3a + x = X= 2a = a a = Ga 120 120 - 39 120 = 120 - = a - 3a - 2a 5a 120 a= 12003a-2a = 20 ① ② 20 ⑤ ④ 40 60 80 3 bicycle riders all role ten -> some trace than second. ⑪ - 2 mils/h ②- > second havds 3 m/h faste than faster ① ② B a + 5 a+3 O #D ② 2 b hours ① ② E b - - ~ hous I anves earlier earlier than ③ 3 Kab Heid b ab ab = = (a 5)(b 5) + ab-Sa - + 5b - 25 5E - ab = 5 ab Ab = b = a - = (a 3)(b 3) + ab 3 - - 3a + 3b 4 - Probability equations Multiple/Recensive Random Variable CDF Inho - - puf paf Experience Expected values CRAZY !! ↓ · Y3 d the chance depending of G = - -P PB = PB + Pr = proor gPB + Pr = 1 Pe = /P : not if e ↑ ↳ 13 O = ho left staching all depart P) probability i Na = 1. = A, B L GB &B = (am) + (a) + (0) , q = (5)an + (a + 5 Sina Ga = = &B 18 , + GB : 39B 3. as = aB + 33-E)ar = zaB + = 82 + Mi zr t Discrete Random Variables p(X k) = () = ph(1 p) - "0cXn - - Continuous Random Y density of Valuables between 10 I and 12 i p(10 ->X = (2) = E (Inlegral ↑ CRETE RV function Discrete R VI . probabilitie Sum of has to be A 1 + Set I of values it can take Vi , Va ,Vz PMF probability mass funchon - : Eg : Eg : Px(vi) X = 1 IT = X # - = of Xand P(X) P(X vi) = P(Xy0) p(X = 243 1 wp = 2 p(X + = 1) i = Un function X = ... E ..P t 8 = = i) , 1 ,2 3 , . . . Bad example Eg E : X= i go wp i i = 1, 2 2 , doesn't add up to probability 5 y + one way + : . . . == 2 t it multiply > # add add or = 0 wit second a p = / S a + S= S S s = ar a - + 1 [S] = a = a rs (1 r) - av + v(a a+ + + ar av + av + - I y Not importa = Random Discrete Variables E(X) = expected value of X =[p(X p(X x) = - = E(X) = y+ z = of values of X vi) vi fork + weighted average = y + = 2 1 , - + , 3 5 4 , , + . G . ... Bernoulli's X has dismbution P(X 1) = p(X + = disth bernoullis = 0) even a -- p = = 0- p with panametap o P + - ++ + - + + - + + + A + + - - + + - - + - - + - - - + - - - + + - + + + + + + - + z - + A / - t + - - - t if P(X X) PCY = E E'l , , = y) P(EIE" = P(E " (E) = independent events ↓ = 8 random vanables PCE) P(EP) = = P(E)-P(E") p =I 23 F flip) a flip H Flip 2 . independent Flip Coin 3 times (2) are independent P(E'RE) E # independent XY are = = = fliph flip3 flips P(F) = + Ext p(u) = P (F(a) = REPATED same + = P(F) . Exx = PCA) BERNOULI'S TRIALS ALL with probability. & B (n p) # = , geomch (p) = of successes out # of trials 3 until n trials of the first success. Even if failures Same . P(X Ps . e . are = independent # = of thats untill B(n p) x) . nth succes , = the remain . . . . . . . n, p - the , ONE ANOTHER X i have conhnvors you = (2) (n)p"(1-pnou px( -p) " = + Eg: Roll die times 100 P ( more than p-getting 5) one t fp(no 5) P(om3)] no (0 po(a-py0 (100) pl S p(p) = + = =s = - (10% (5)10 no n - = (5 )100 - , - % % . S -p (1 %0) -(8)00 /570 Geometri Examples Y ~grom (0) P (Y = 1) ↑ (Y = 2) = = success at first mal = p - D-p)p failure followedby p(y = 3) = (1 - p)2p FFS Q pyn +p - p(y = k) = - VALUE EXPECTED X P(X = X) given for all values X panf ↓ prob * PX n = was x x can that take . p(X X) = * Px = EIXT = X I average value of the random variable = weighted average . Finding expected Bernoulli value in ~ Bemoulli (p) dismbution Y = 1 wopp Y = 0 wop (1 E(y) E(y) = = 1 . p + - p) 0 . [1 - p] P E(aX + BY] xE[X] + BE[Y] = 3 Best X i Y friend Binomial (n , P) E(X) = E(X) up = 3 r (n)p"ll -pa " . geomili (pl Wi E[w] up = = Yp ↑ (Y = n) = p(1 p( ElW]-& - - nP (W Epi E/WT = BEST FRIEND An parnhon 12 E[M] P(A ) = . Y · is an RV E[Y1A ] + . P(A2) E[Y1Ac] · + P(As) E[X/As] +. . . . · Be event p 00 E[X] E(y] P(B) = p = E[X(B] . + 1 . gom (is) You E(X(Y _ ] E[y] = 1/ 1/5 = An = Y14 Az = happen in first Y)4 = As = 5 + p(BY (1 pE(y] - even - f[y(B] ECy] 5 = = P(Ap) [1 ETY(An] . 30 - STED) 11 p, - ECYIA2] (1 p(0 x) P(A2) + + ↳ · - . 2 : 123 Y = 0 1 n = - - 0 1 Y 9 Y= 2 Y= 3 p(1-p) p(l-p) pClop) p(1 + ( /] - p) + 4 pa + ( - = - p)) p + p(1 p) + p(1 p) + p(i -p - - a . ↑ (0 - p)" n - ( - - 1 p) d P(Y(4) 1 - (1 - pj3) Eigh E[g(X7] for E(X] and ~ (8 ~ , V (a 1) exp(1) ~ , b) conhnvor, Ru dist uniform exp(X) Exponential dist CDF of X pdf Fx(t) = P(X (t) = P(X(t) Ex(t) density + du (s x 10 du = = Ex (t) E ( E(X] Sortylus d = - E(X2] = D Jord Grid E(X] Q: fxlts So Bsint 1 - Bcost1" = 1 ( + B , 2, 3 0 , () pr oth O = = Ot M Boint " up = Px(v) = v= Binomial , + B] : · / E(5X] = E/5 x . ] * * 5 it d = E/3X" log (4 t)] + + d 1."(3t + log(4 )) St dt + + · E[g(1] :"gets facts at Fy(t) Yvexp(2) Y = -- 1 - e ~exp(X)E[X] small lambe E[Y] as gets big 1 = X if Fy(t) = 1 - e2 + Let X wexp(x) f y(t) Xeoxt = t >0 fx(t) =? = Xe p- def - EIW] = wh ear de e-de-S2 . o zw = · - = - 2 Jew Swewo - 2 -1 ~ we'dw we 2w - + - In 29 w - dw X ,Y Indep X y 2 = min P(z)t) exp(5) ~ , = P(X)t 1x(t) p(X)t) P(Y> t) loat xpo5z = lo7t = X ,, min Exp(2) 3x 17 = & ~ X2 ,, independe 2mexp(2 + 5) Independent (x x2) d ~ ~exp (xi) exp(xn + x2) Example : V time untill anval first ~ exp(1) in hous Whine event w= unho first arral ~exp( ? ) P(v)t) Gov P(w) 60t) = 60t minute US t - = t e = p()t) = S in est P(w(s) - = e = 2 - we v v exp t 560 (10) exp(1) Stats Oder .h m 7 Xi . iid exp(x) z Y: indep Then i um What is = , , + , Y3[t = v/n . ... + 1 (xi) 1, . . . , n Yi this ?? ES X >, Yet () Yet P(z (t) = exp)i) , = Fw() = x , - - = (Fx(t) P(y) t) x - , Fw(t) ) (1 p(X(t)) (0 p(y(t)) [1 fy (t)][n Fy(t)] = p (w( t) x 1 y (+ p(X (t) + P(y(t) = P(Xy +) = P(w > +) p(x - t = Min(X , * ) (w >, t) * t X p(2(t) as 1 = . . & (t) P = ~exp i= , independent Min(X +3 z MAX(X We 1] DuBT ! : If X and Y W , EThth smallest out of n] Minima Maxima fact VT0 [1 1 - - - Ex()] [1 [1 - - F + H/] Fx()][p - F- ()] fy(t)) n & fore : Max&X 2 = Fz(t) Ex (t) = Fz(t) & (2) , = 2t - = Bo 13 t t2 = Xi -U Fy(t) · to = Y , %Ede /2 dz de = + = #(2) = = How to if Tw T (7 scale these - a U ab + b different /a b] , b - a] , a (b a)V = + Vw (x y) , - ~UT0 1] - Uniform distributions E[T] = a , V[0 - - to a Ego Yn , -1/1000 1300] Y , E(max 3Y , Y23] = x(3007 Eto ↓ 1000 + - - Emportant - 2/s > of the way from the starting since Xiv(0 0] , and F [man(X, , 2] - Ego Yi E[ - max V[06 07 i = 1 , (YoYz]] : 6+ -+ = , = 2 2 2x5 + = - 12 + 10 + 3) E # May/maxhYYVery import a wit - 17 i , E (max (x1 2)] : &(t] Ego Yi-VE = , 1 + + = 2 [min 34.)] max = Fz(t) = Elt) Elt) - (t) 2 P(X [t) P(Xa(t) . = = Fx(t) Exc(t) + : X : each , . = 3 + B7 = &Xo X2 X3] , : - Y + E = 3 + i -[0 = 0] , P(Xy(t) FygIt) 3 E(2] 372 = Sits 3+1 - E ne form, al · 0 , 17 i = 1,..., E[Het smallest out of n] = ↓ o max => K= min = K = n 1 n th smallest is basically largest X ,, Xa Suppose ..., iid 120 + 160( = E[ smallest] 120 + = Smallest] Suppose 50 = Makyspan , 180] n = k = 10 3 + (60) 4 (60) 120 + prochme Dj U2 07 with machines , yo start him All UTIO Xo E/3r smallest] E (and Ego , F/MaxTj] #- = Elfowhin = Flowtime =God50( 275 => . M X - f(x] exp(x) P(xxt) fx(t) (x(t) X, Xa /x0 Xt = 1/2 · e = = 1- = Xe ext - xt vexp(2) - = exp(5) = - p (min SXX23)t) = P(X 3 t) P(Yo > t) . 12t = P(min(X Xa((t) , · the Minimum · post 17t =s of Xo and X2 ~exp(2 5) mix23] + / 5) : = + Im Appl - Bernouli Sum of ↑ SK up = f[x] s2(y) up() p) = Ye Bin (n p) bernouli id successes outof n = , thals) = P(X = k) = Gomeno = of trials until first # success . Negative Ego binomial Flip fai # of p / - coin : trials until ken succes once per second- until 1st success p p I = = Ya Vz Twice pen second shims per second X exponental F(Xj · · Xw P(X = (x) (x) 1/X 1/x = 1/4 = E[X] Poisson (X) = k) kX /k ! P - = e Y- Bin (n p) keep fixed np = up = x ↓ , and p = X/n n + a (n Bin ~ let now Passion n like is ~ w Keyboard 40 parhular 50 One A hyed monkey until > - a Binomial when m a . P(1s n sequenc characters + 500 char 8) (Char 500 monkey types n char. match)) ? ↑ (there is a X/n) symbols water monkies is , - typed) (1/90) 500 = 1000 char mater) = (10) 500 Xi 1 = , 2 , 3 , .... n , Ild Some dist with meanh , vanans a finite CENTER T LIMIT = In = Y x = THEOREM = Xi N(0 1) ~ , 1% 100 8 I = sample mean 2 Date: 11th April A + B - B Correlation VIs Causation > - TOPICS A Common Cause Feedback Loop - STABALIZIN A (f) & Fish Population -) Flip Example 5flips 10 Project (t) & Fishing by Humans Human Hunger (Stabalizing) Balancing Feedback ↑ Loop If Human Population + ↓ ) the signs is no · of ODD EVEN 201 - - human Pop 4 services of events cause it t go down again Mu Diseased Draths Count flips Fair ? Amount of ↓ Spurious - ↑ signs · If #of " BALANCING -" Jedback Loop UNBANANCING UNBALANCING FEEDBACK LOOP In order W Hostile Anger of Es speech of B A at B fix ↳ UNBALANCED Loop Anger of & Hoste B toward A e + FRFRF Serious F of A & + an is to change the way you to inpirt react April18. th X , Joint Y Exy (X y) pdf , 0 "Marginal" poly of bxy(X y) , fg(y) = X B(3x2 2xy + = p) . - - = fey y)dy Ex(xs = - (x , · dy)0x + 0 = dx = y= 1 (1 3y)B + O " B) 1= 1 + by dy = : B(1 3) + = : = Styly) dy 1 St f (x) 2 = x "3x" E(3xi = + + 2xy + zydy x + . 1) E[Y] :? E(X(X 0 2] . = = [Y] = (ob(y) joy : B - E ECy(x 02] = = . 2yz dy st ey + ]. 3 in (* :2 X= 0 Lotus E(h( *))X x] = - + + ++ pluy x + = we = sen. Sy axy2 = Now + +x B) = = %y6y(x (Y(x 0-2) dy (I h(y) d . + = + 5] Ego 02 E[X(y (X) = E(X) ) y = 3/] 3) y = = () = = ? a b Jayy dy > a = 3x + - axytaxy "15y(3 E I + 3 + 3)
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