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Main-Points: 1 Probability

This document provides information about key probability concepts and distributions: 1. It defines probability, conditional probability, expectation value, standard deviation, variance, and moments. 2. It describes several common probability distributions - the binomial distribution, Poisson distribution, and normalized Gaussian distribution. Formulas are given for the probability mass/density functions and key properties like the mean, variance, and moment generating functions. 3. Examples are given of how these distributions can be used to model real-world random phenomena like the number of successes in a series of trials or the rate of rare events.

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vasudevan m.v
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45 views

Main-Points: 1 Probability

This document provides information about key probability concepts and distributions: 1. It defines probability, conditional probability, expectation value, standard deviation, variance, and moments. 2. It describes several common probability distributions - the binomial distribution, Poisson distribution, and normalized Gaussian distribution. Formulas are given for the probability mass/density functions and key properties like the mean, variance, and moment generating functions. 3. Examples are given of how these distributions can be used to model real-world random phenomena like the number of successes in a series of trials or the rate of rare events.

Uploaded by

vasudevan m.v
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Main-points

Vasudevan M V
email [email protected]
July 21, 2020

NB: Feel free to inform me about any typographical error.

1 Probability
N o. of times output A occurs
P (A) = (1)
T otal N o. of outputs
P (AB)
ˆ conditional probability P (B|A) = P (A)

ˆ Avg. Value/Expectation value < x >=


P
x i pi
i
√
ˆ Standard Deviation σ =
qP
< x2 > − < x >2 = (xi − < x >)2 pi
i

ˆ Variance = σ 2

ˆ V ar(ax1 + bx2 ) = a2 V ar(x1 ) + b2 V ar(x2 )

ˆ For normalized quatum state |Ψi = i ci φi the probability for system


P
to be in state φi is |ci |2

ˆ Expectation value of a quantum superposed state < E >= hψ| H |ψi

ˆ P
nth moment of a random variable x about a point A is < (x − A)n >=
(xi − A)n pi
i

1
1.1 Distributions
1.1.1 Binomial Distribution
ˆ Probability that in n times r succesful events will occur is given by
n
Cr pr q n−r

ˆ Mean/Expectation value is np

ˆ variance is npq

ˆ Moment generating function M (t) = (pet + q)n

1.1.2 Poisson Distribution


x
ˆ P (x) = e−λ λx! ; x = 0, 1...∞

ˆ Mean=Variance=λ
t
ˆ Moment generating function M (t) = eλ(e −1)

ˆ as n → ∞, p → 0 λ = np for n  λ Then Binomial distribution can


be approximated by Poisson

1.1.3 Normalized Gaussian distribution


2
ˆ P (x) = √1 exp
σ 2π
− [ (x−µ)
2σ 2
)
] with −∞ ≤ x ≤ ∞

ˆ < x >= µ, Variance=σ 2


1 2 t2
ˆ Moment Generating Function M (t) = eµt+ 2 σ

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