Download Final Exam Study Guide Important Note: Probability

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Final Exam Study Guide
Important Note:
You should quickly review the lecture notes on each of the above topics, including the examples there,
before you study the problems indicated below.
Probability
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Kolmogorov Axioms , Venn Diagrams, Independent Events, Conditional Probability
Total Probability Law, Bayes Rule (There will be no counting problems in the final exam)
Study: Hmwk Set 1 (#’s 2, 7, 8), Hmwk Set 3 (#’s 1, 2, 3),
Practice Exam I (#’s 6, 7), Midterm Exam I (#’s 1, 4)
Random Variables and Distributions (Discrete, Continuous)
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pmf p(x), pdf f(x), cdf F(x) , E(X), Var(X), E(aX+bY), Var(aX+bY), joint and marginal pmf’s,
covariance, correlation, independence
Study: Hmwk Set 3 (# 4), Hmwk Set 4 (# 3, 4), Hmwk Set 3 (# 4), Hmwk Set 5 (#’s 3, 4, 5, 6),
Hmwk Set 6 (# 1)
Practice Exam I (#’s 4, 5), Midterm Exam I (# 5), Practice Exam II (# 1),
Midterm Exam II (#’s 4, 5 )
Specific Discrete Distributions
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Bernoulli, Binomial, Geometric, Poisson
Study: Hmwk Set 4 (#’s 1, 2, 5), Hmwk Set 5 (# 1, 2, 4, 5),
Practice Exam I (#’s 3, 8), Practice Exam II (#’s 1(e), 2(b) ), Midterm Exam II (# 1),
Specific Continuous Distributions
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Uniform, Exponential, Gamma, Erlang, Normal, Gamma-Poisson formula
Study: Hmwk Set 6 (#’s, 2, 3, 4, 5), Hmwk Set 7 (#’s 1, 2, 3, 4),
Practice Exam I (# 3), Midterm Exam II (#’s 2, 3), Practice Exam II (#’s 2, 3 )
Central Limit Theorem
Study: Hmwk Set 7 (#’s 5, 6),
Midterm Exam II (# 4 (d)), Practice Exam II (#’s 1(e), 2(d), 4 )
Stochastic Processes
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Poisson Processes, B &D Processes, Markov Chains
Study: Hmwk Set 8 (#’s 1, 2, 3, 4, 5, 6)
Practice Exam III (# 1),Midterm Exam III (# 1, 2)
Queuing Theory
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M/M/1, M/M/1/K, M/M/c
Study: Hmwk Set 9 (#’s 1, 2, 3, 4, 5), Hmwk Set 10 (#’s 1), Practice Exam III (# 3, 6)
Midterm Exam III (#’s 3, 4, 5)
Statistical Inference
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Estimation ( Method of Moments, Maximum Likelihood)
Confidence Intervals and Hypothesis Testing (large samples, small samples, one parameter, two
parameters, means and proportions)
Simple Linear Regression
Study: Hmwk Set 10 (#’s 2, 3, 4), Hmwk Set 11 (#’s 1, 2, 3, 4, 5, 6, 7), Hmwk Set 12 (#’s 1, 2, 3)
Examples 9.19 and 9.20 from Baron (posted at the website as supplement to Slide Set #28)
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