Probability Review
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Transcript Probability Review
Probability and Statistics Review
Purpose:
– Review basics of probability and statistics
– Define some terminology
– Revisit some important distributions
– Discuss how to analyze and characterize
different probability distributions
– Discuss applicability to performance
evaluation (and CPSC 601.08)
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Some Terminology (1 of 2)
Experiment (e.g., coin flipping)
Sample space (e.g., S ={Heads, Tails})
– Could be discrete or continuous
Outcome (e.g., Heads)
Event: successful outcome occurs
Randomness: unpredictable outcomes
Independence: unaffected outcomes
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Some Terminology (2 of 2)
Random variable X
Probability distributions
– Could be discrete or continuous
Probability density function (pdf)
– f(x) = P(X = x)
Cumulative Distribution Function (CDF)
– F(x) = P(X < x)
CDF is integral of pdf (continuous case)
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Axioms of Probability
Probabilities are non-negative
– For any event A in the sample space S,
P(A) > 0
Probabilities are normalized
– P(S) = 1
Mutually exclusive events
– If A and B are mutually exclusive events,
then P(A or B) = P(A) + P(B)
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Describing Distributions (1 of 2)
There are several ways to summarize the
key properties of a distribution:
– Central tendency: mean, median, mode
– Variability: variance, standard deviation,
coefficient of variation (CoV), squared CoV
– Moments: 1st moment, 2nd moment, …
– Central moments: 1st central moment, …
– Modality, index of dispersion, skewness,
kurtosis, variance coefficient, …
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Describing Distributions (2 of 2)
The most common summary statistics are
the mean and the variance:
– Mean: expected value (expectation)
– Variance: mean squared deviation from mean
Mean is equal to the first moment
Variance can be calculated from the first
moment and the second moment
Variance is equal to 2nd central moment
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Some Common Distributions
Uniform Distribution
Binomial Distribution
Geometric Distribution
Poisson Distribution
Exponential Distribution
Erlang Distribution
Gaussian (Normal) Distribution
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