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Math Help - Need help understanding some probability stuff..

  1. #1
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    Jan 2009
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    Need help understanding some probability stuff..

    1. When would I know if a question is asking for PDF,CDF or PMF? Any "red flags" on when i should calculate them?

    2. What are the ways to calculate moments? I understand in continuous i need to take the derivative of the Laplace transform of the PDF? Or can I just take the derivative of the PDF? What about moments for discrete values/functions?

    3. What are the ways to calculate variances and when to use what? I know the normal way is Var[X] = E[X^2] - E[X]^2 but what about other ways for non continuous like sums like binomial or others?

    4. What do i do if i want to add 2 PDFs together? I think i do convolution?

    5. When do I know i should calculate distribution with Binomial, Normal, PDF/laplace etc.? Any hints/red flags that shows to use one over the other? And how do i calculate the cdf if it is a summation not continuous?
    thanks!
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  2. #2
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    Jan 2009
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    You'r asking very general basic info in probability. It may be a better idea to read more and ask if you got stuck somewhere. You can start from here:
    Probability density function - Wikipedia, the free encyclopedia

    The difference between pdf and cdf is *very* obvious, very simple.
    <br />
cdf(x) = \int_{-\infty}^{x} pdf(t) dt<br />

    If I were you, I start with a simplest continuous dist, say Uniform, and calculate all that you were asking, cdf, MGF, Mean, E(X^2), variance, ... and all, as given here:
    http://en.wikipedia.org/wiki/Uniform...on_(continuous)

    - O, reading is not a bad thing, but it takes time
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