Change of variables and joint probability, Cheat Sheet of Statistics

Stat 318, cheat sheet regarding joint probability

Typology: Cheat Sheet

2025/2026

Uploaded on 02/18/2026

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bg1
independence
:
HW#9
E[X]
=
E[A]
+
E[B]
F(a
,
b)
=
F(a)
F(b)
-
check
both
sides
var(X]
=
Var[A]
+
Var(B]
+
2
COV(a
,
b)
f(x
,
y)
=
*
y
x
=
1
,
2
Y
:
1
,
2
.
3
.
h
E
[
XJ
:
XeF
(
x
)
y
1
.
0
.
2
+
2
.
0
.
3
If
theres
multiplication
find
marginals
82X
=
E[X
?
]
-
(E[X])
<
5A
+
7
B
X
;
上世
+
3
+
=
管流
E(X
?
]
=
x
*.
F(X)
E
[
X
]
=
5
.
E
[
A
]
+
FEEEB
ECAB]
=
joint
probabilitye
from
tableline
nwo
Var(X]
=
take
1
variable
S
'
VaVCAJ
+
T
'
VarBle
usncarcAin
)
×
(
1
)
=
(
1
.
y
)
.
p
(
l
.
y
)
-
>
summation
If
P(X(Y)
and
Its
integral
X
(
2
)
:
{
2
y
)
f
(
2
,
y
)
]
SSo"
dx
dy
or
+initial
x
EXI
)
금다
)
+
3
)
=
2
.
y()
=
(X
.
1)
.
F(x
,
1)
]
summation
y
interval
E
]
いる
(
)
+
(
3
)
+
いに
y
(2)
(X
.
2)
·
F(X
,
2)
To
Find
ECXY]
From
F(xy)
and
I
intervals
If
like
HW8
the
joint
probabis
used
to
(X
.
y
.
f(x
,
y)dxdy
find
sume
AtB
=
X
use
the
new
probab
table
for
E(X]
02X
.
X
and
X2
poission
distribution
11
=
3
/2
=
4
.
5
Determine
the
value
of
C
to
make
F(xy)
use
named
distributions
sheet
valid
joint
pruf
G
FAXY
C
(
X
+
Y
)
X
=
1
,
2
.
3
y
:
1
×
change
of
variables
X
1
1
=
2
+
7
+
15
:
I
4
Y
=
2X
e
geometric
X
12
)
:
(
+
1
)
2
+
(
2
+
2
)
=
7
C
=
2
y
X
=
Y
2
qX
"
p
X
=
1
,
2
y
plug
into
X
13
)
:
13
+
17
+
(
3
+
2
)
+
13
+
3
)
=
15
DOUBLE
f(y)
=
qY/2
-1p
y
=
2
,
4
,
6
,
8
Y
2
X
*
If
X
and
y
are
intervals
take
integral
=
1)
change
of
Variabl es
-
absolute
value
marginal
pmf
values
from
above
over
fy
=
Fx(x)
.
(dX/dy)
or
if
integral
check
if
mono
tone
X
2
F(x)
=
J
F(xy)
dy
on
y
interval
=
2x70
for
given
use
this
PDFe
CDF
gx
take
integral
·
f(y)
=
ff(x
y)dx
on
x
interval
also
for
example
:
CDF
+
PDF
F
(
X
)
=
4
X
3
Y
=
X
2
derivative
cov(a
,
b)
=
E(ab]
-
E(aJE
(b]
X
=
ry
corr(a
,
b)
=
corcaib)
Paf
:
fy
(
y
)
=
fx
(
ry
)
.
X
O
1
O
Fyly
)
=
4
(
ry
)
3
.
=
zy
ocyu
pf2

Partial preview of the text

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independence :^ HW#9^ E[X]^ =^ E[A]^ +^ E[B]

F(a , b) = F(a) F(b) - check both sides var(X] = Var[A] + Var(B] + 2 COV(a , b) f(x^ ,y)^ =^ *y^ x Y^ = : 11 , ,^22. 3. h

E [XJ:^ XeF(x) y 1. 0. 2 + 2. (^0). 3 If theres (^) multiplication find (^) marginals 82X =^ E[X? ] - (E[X]) <

5A + 7 B X^ ;^ 上世な^ +け^3 +世^ =^ 管流

E(X? ] =^ x*.^ F(X) E [X] =^5.^ E^ [^ A]^ +^ FEEEB

ECAB]= joint

probabilitye

from tableline nwo Var(X] =

take 1 variable S'VaVCAJ^ +^ T'^ VarBle usncarcAin)

×( 1 ) =^ ( 1. y).^ p(^ l . y)

  • >

summation If^ P(X(Y) andIts^ integral

X( 2 ) :^ {^2 y) 。^ f(^2 , y) ] SSo" dx^ dy or (^) ↓ +initial x (^) EXI) )^ +^3 )=^2. y()

= (X. 1). F(x , 1)

]

summation y interval E ]

豪 いる^ ← ⾼ (に^ )^ +(^3 )^ +いに^ 装

y (2)^ (X.2)^ ·^ F(X,2)

ToFind ECXY] From^ F(xy) and^ I (^) intervals If like (^) HW8 the (^) joint probabis used to ↓ (X . y. f(x, find sume (^) AtB =^ X (^) use the (^) new (^) probab^ y)dxdy

table for^ E(X]^ 02X^.

X and^ X2^ poission distribution^11 =^3 /2=^4.^5 Determine the^ value ofC^ to (^) make (^) F(xy) use named distributions sheet valid (^) joint pruf

G FAXY にC ( X +Y )X = 1 , 2. 3 y :^1 … ×

change of (^) variables

X 1 に 1 り^ =^ こ

2 + 7 + 15 :^ I 4 Y= (^) 2X e (^) geometric X 12 ) :^ ( 2 + 1 )+ ( 2 +^2 ) =^7 C = (^) リ (^2) y X =^ Y 2 qX " p X^ =^1 ,^2 y^ plug into X 13 ) :^13 +^17 + ( 3 +^2 ) +^13 + (^3) ) =^15 DOUBLE f(y)= qY/2 -1p

y =^

2 ,^4 , 6 , 8 Yに^2 X

* If^ X^ and y are intervals take^ integral =^ 1)

change

of Variables-absolute value

marginal pmf^ values^ from^ above^ over^ fy =^ Fx(x)^. (dX/dy) or if (^) integral check (^) if mono tone

F(x)=^ に^ X^2

J F(xy)^

dy on^ y interval

= (^) 2x70 for given use this PDFe CDF take (^) integral gx· f(y) = ff(xy)dx on^ x^ interval^ also^ for^ example :^ CDF^ +^ PDF F(X) = (^4) X^3 Y= X 2

derivative

cov(a,b)=^ E(ab] -^ E(aJE^ (b] X= ry

corr(a,b) =^ corcaib)^ Paf: fy(^ y)^ =^ fx(ry)^. 可 (^) X に O 前 1 O Fyly)^ =^4 (ry)

. 可 = zy (^) ocyu

X, and X2 + Chi sqr= 2 Y^1 =^ X^ , Yz= Xz+ X,

⻑ (x]=^ SPxcx^1 … invnorm(0. (^45) , mean, o, left) =

YI yK Tdistribution

and (^) when (^) finding (^) marginal pdf O (^) unknown

O - yicyzc ∞^ b n < 3 o

Y, : S& F(y,^ Ye)^ dyz^

Distribution of use s^ instead^ of^ Norm

OG : N (72. 7 , 13. 12) G df=^ n - 1

y2 : S

*^2

F(y1 (^) , yz) dy,^ n^ =^38 4 t-stat^ t^ =

T - No

N ( (^72) , (^7) , 13.^12 / n) (^) I stat

s/m

Joint (^) Probab (^) Graph (ux, o2/n) Y,^ - z (^) given from

sp 52 n Mnormal

. n^2

T(mean.^ # of^ values (^) ,^02 values) linear (^) regression line (^) you X : wonly use^ tedf^ If^ o^

is unknown

Yy

= a + X otherwise use normaledf

b=^ Cov^ (X^14 )

4 O =^ /02.^ valve^ //^2 σ' x

A=^ ECYJ - DECXJ

F-distribtn ne

Cauchy

Distribution

F =^ *

z 9 Fld,^ d^2 ) fx(X)= 1 - ⼝ (^) LXL ∞ (^) to find (^) percentile

π I ( 1 +×^2 )

% Foos( di^ , (^) d 2 )y^ d^ =^0.^0 s^ TO (^). 95 FX (X) = 亦 arctan (x)^ +^1 に^ Oib _^ Fo^.^ as^ (diid^2 )^9 os(dz、 di↑

To. os

His

.

to find y= Max(X1, X2) E[X]^ s^ P( 0. 198 , 898 ,)^ 問^ 、^ ⾶器。

findcdf first for^ max-^ for^ min I-cdf w (^) X0. 9 FCX) =^41 xs^ → F(X)^ : {, t dx^ If^ X1^ ,X2^ , X3 #^ of^ sample multiply cdFs (^) mgf are (^) multiplied weeks J^ =^2

take derivative =^ F(x1^ , X2) even for^ y =^ Xi+ Xz+Xs exactly^7 λ⽔^2 +^2 +^2

45X ·^ F(X^ ,, Xz) sum of^ geo e neg binomial (^) r : (^5) p : (^) /13 λ=^6