Probability Overview

The probability section of this guide will likely never be fully completed, due to the fact that the Prob 140 textbook is such an excellent resource in probability theory. Go read it and do the problems!

Instead of a full write-up, the pages in this section will typically just link to relevant sections from the textbook. Personally, I found everything I needed to do well in CS70 probability (and much more) here, including examples that are very similar to problems you might see on the homework.

TL;DR don’t use this section of the guide, just read the 140 textbook.

Here is a running list of topics in this section:

Counting

Introduction If you're reading this, I think it's safe to assume you already know how to count... (1, 2, 3, whatever)...

11/19/2023

provides us an intuitive method of figuring out how many possible ways there are to do something.
Discrete probability distributions

Probability Basics http://prob140.org/textbook/content/Chapter\02/00\Calculating\_Chances.html Adding and subtracting probabilities -Multiplying probabilities: random draws without replacement, conditional probabilities Bayes' Rule Bayes' Rule is used to re-express...

11/19/2023

, such as the Binomial or Geometric distributions, describe the probabilities of a finite set of outcomes.
Continuous probability distributions

(Credit: Huiyi Zhang) All of the continuous probability distributions are deeply connected. Above is a chart describing some of their relationships. Below...

11/19/2023

, such as the Poisson or Normal distributions, help us model real values, like lifetime or height.
Markov chains

Markov Chains are a type of stochastic process (a collection of random variables that evolves over time) that satisfy the...

11/19/2023

model transitions between discrete states.
Expectation and variance

The expectation of a random variable, $E(X)$ , is the average of possible values weighted by their probabilities. Formally, it can...

11/19/2023

are tools to describe the characteristics of a random variable or distribution.
Concentration inequalities

Also see the Data 102 notes on this topic. Markov's Inequality: http://prob140.org/textbook/content/Chapter\18/04\Chi\Squared\Distributions.html Chebyshev's Inequality: http://prob140.org/textbook/content/Chapter\18/04\Chi\Squared\Distributions.html Chernoff Bound: http://prob140.org/textbook/content/Chapter\19/04\Chernoff\_Bound.html?highlight=chernoff ...

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allow us to approximate bounds for random variables when we only know their expectation and/or variance.

There is far more to explore in learning the basics of probability- not everything is included in this list!

Reference #

http://prob140.org/assets/final_reference_fa18.pdf

Distribution	Values	Density	Expectation	Variance
Uniform(m,n)	[m, n]	$\frac{1}{n-m+1}$	$\frac{m+n}{2}$	$\frac{(n-m+1)^2-1}{12}$
Bernoulli(p) Indicator	0, 1	P(X=1) = p P(X=0) = 1-p	$p$	$p(1-p)$
Binomial(n,p)	[0, n]	$\binom{n}{k}p^kq^{n-k}$	$np$	$np(1-p)$
Poisson( $\mu$ )	$x\ge0$	$e^{-\mu}\frac{\mu^k}{k!}$	$\mu$	$\mu$
Geometric(p)	$x \ge 1$	$(1-p)^kp$	$\frac{1}{p}$	$\frac{1-p}{p^2}$
Hypergeom.(N,G,n)	[0, n]	$\frac{\binom{G}{g}\binom{B}{b}}{\binom{N}{n}}$	$n\frac{G}{N}$	$n\frac{G}{N}\frac{B}{N}\frac{N-n}{N-1}$
Uniform Continuous	(a, b)	$\frac{1}{b-a}$	$\frac{a+b}{2}$	$\frac{(b-a)^2}{12}$
Beta(r,s)	(0, 1)	$\frac{\Gamma(r+s)}{\Gamma(r)\Gamma(s)}x^{r-1}(1-x)^{s-1}$	$\frac{r}{r+s}$	$\frac{rs}{(r+s)^2(r+s)}$
Exponential(\lambda) (Gamma(1, \lambda))	$x\ge0$	$\lambda e^{-\lambda x}$	$\frac{1}{\lambda}$	$\frac{1}{\lambda^2}$
Gamma(r, $\lambda$ )	$x\ge0$	$\frac{\lambda^r}{\Gamma(r)}x^{r-1}e^{\lambda x}$	$\frac{r}{\lambda}$	$\frac{r}{\lambda^2}$
Normal(0,1)	$x \in \mathbb{R}$	$\frac{1}{\sqrt{2\pi}}e^{-\frac{1}{2}x^2}$	0	1

Where $\binom{n}{k} = \frac{n!}{k!(n-k)!}$ and $\Gamma(r) = \int_0^\infty x^{r-1}e^{-x}dx = (r-1)\Gamma(r-1) = (r-1)!$

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🗒️ Ben's Notes

Probability Overview

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