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Email: fay.sheng@sauder.ubc.ca
Rules of Probability
Chain rule:
𝑃 𝐴𝐵𝐶 = 𝑃[𝐴] × 𝑃[𝐵|𝐴] × 𝑃[𝐶|𝐴𝐵]
Bayes’ rule:
𝑃[𝐴|𝐵] × 𝑃[𝐵]
𝑃𝐵𝐴 =
𝑃[𝐴]
Law of total probability:
𝑃𝐵 = 𝑃[𝐵|𝐴𝑖 ] × 𝑃[ 𝐴𝑖 ]
𝑖
coin
Continuous Random variable
If it can take any values between two values.
1/2
6, w.p. 1/6
1/6
1/3 P(X≤x)
1 2 3 4 5 6 x
probability
Continuous
Expectation: 𝜇 = 1/𝜆
Cumulative distribution function:
2 2
Variance: 𝜎 = 1/𝜆 Prob{a<=t} = 1 - e–t
0 Time t
The coefficient of
Inter-arrival time a
variation is always 1 Probability density function:
e–t
0 Time t
University of British Columbia LIFEI SHENG 18
Commonly-used Random Variable
Normal Random Variable (IMPORTANT)
Aka: Guassian RV
Continuous
Bell-shape
𝑁(𝜇, 𝜎)
∞ 𝑡𝑥 −𝜆𝑥 𝑑𝑥
Ex3: (a) Compute 𝜙 𝑡 = 0
𝑒 𝜆 𝑒 when 𝑡 < 𝜆
(b) Compute 𝜙′ 𝑡 and 𝜙′′ 𝑡
𝜆 𝜆 𝜆
𝜙 𝑡 = ; 𝜙′ 𝑡 = ; 𝜙 ′′ 𝑡 = −2
𝜆 −𝑡 (𝜆 −𝑡)2 (𝜆 −𝑡)3