Download Review for Final

Review for Final

Study Guide
1. How to check to see if a function f(x) is a valid p.m.f/p.d.f.
2. How to calculate the mean, variance and standard deviation of any
discrete/continuous random variable.
3. The rules for expectation, mean, and variance.
4. How to use a moment-generating function to find a mean and variance or to
identify a p.m.f./p.d.f
5. The characteristics (p.d.f./p.m.f, mean, variance, moment generating function) of
9 distributions (4 discrete, 5 continous)
6. Know how to find probabilities for the named discrete/continuous distributions we
studied.
7. How to find the cumulative distribution function of a continuous random variable.
8. How to verify that a joint p.m.f. (p.d.f.) is valid.
9. How to check that X and Y are independent.
10. How to calculate the mean and variance of a random variable given the joint
p.m.f. (p.d.f).
11. How to find probabilities using a joint p.m.f. (p.d.f.).
12. How to find marginal distributions given the joint p.m.f. (p.d.f.)
13. How to calculate the covariance and correlation between X and Y (If X and Y are
independent, then Corr(X,Y) = Cov(X,Y) = 0. However Corr(X,Y)=0 does not
imply X and Y are independent).
14. How to find a conditional p.m.f./p.d.f. and how to verify that one is valid.
15. How to find a conditional mean and conditional variance.
16. How to use Z in finding probability of a normal random variable for some interval.
17. How to find probability of a random variable associated with a normal random
n
variable (e.g, Z2~X2(1),
Z
i 1
2
i
~  2 (n) ).