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[REV] STT101A COMPREHENSIVE FINALS REVIEWER

Tags: #◇Computer Science #◇STT101A #◇Probability and Statistics #◇Reviewer #◇Finals


STT101A Comprehensive Finals Reviewer

◇Overview

This reviewer consolidates Foundations of Probability and Statistical Inference (STT101A). Core areas include sample spaces, combinatorial counting, probability axioms, conditional probability, Law of Total Probability, Bayes' Formula, discrete random variables (Binomial, Poisson, Geometric), continuous random variables (Normal, Exponential), Central Limit Theorem, confidence intervals, and hypothesis testing (zz-test vs tt-test, Type I and II errors, pp-values).


◇1. Master Formula & Distribution Matrix

Distribution / FormulaPDF / PMF P(X=x)P(X = x)Mean E[X]E[X]Variance Var(X)\text{Var}(X)Notes / Conditions
Binomial B(n,p)B(n, p)(nx)px(1−p)n−x\binom{n}{x} p^x (1-p)^{n-x}npn pnp(1−p)n p (1-p)nn independent Bernoulli trials with probability pp
Poisson Pois(λ)\text{Pois}(\lambda)e−λλxx!\frac{e^{-\lambda} \lambda^x}{x!}λ\lambdaλ\lambdaRare events in continuous interval
Normal N(μ,σ2)N(\mu, \sigma^2)1σ2πe−(x−μ)22σ2\frac{1}{\sigma\sqrt{2\pi}} e^{-\frac{(x-\mu)^2}{2\sigma^2}}μ\muσ2\sigma^2Standard normal Z=X−μσ∼N(0,1)Z = \frac{X - \mu}{\sigma} \sim N(0, 1)
Bayes' FormulaP(Ai∣B)=P(B∣Ai)P(Ai)∑jP(B∣Aj)P(Aj)P(A_i \mid B) = \frac{P(B \mid A_i) P(A_i)}{\sum_{j} P(B \mid A_j) P(A_j)}N/AN/AUpdates prior P(Ai)P(A_i) to posterior P(Ai∣B)P(A_i \mid B)
Sample Mean DistributionXˉ∼N(μ,σ2n)\bar{X} \sim N\left(\mu, \frac{\sigma^2}{n}\right)μ\muσ2n\frac{\sigma^2}{n}Standard Error SE=σnSE = \frac{\sigma}{\sqrt{n}} (Central Limit Theorem)

◇2. Hypothesis Testing Decision Matrix

Type I vs Type II Errors

  • Type I Error (α\alpha): Rejecting H0H_0 when H0H_0 is actually true (False Positive).
  • Type II Error (β\beta): Failing to reject H0H_0 when H0H_0 is false (False Negative).
  • Statistical Power: 1−β1 - \beta (Probability of correctly rejecting a false null hypothesis).

◇3. High-Yield Exam Checklist

  • When using tt-test, did you use degrees of freedom df=n−1df = n - 1?
  • For a two-tailed test at significance level α=0.05\alpha = 0.05, is the critical region in each tail α/2=0.025\alpha / 2 = 0.025? YES (Zcrit=±1.96Z_{crit} = \pm 1.96).
  • Did you remember: If pp-value ≤α\le \alpha, reject H0H_0 ("If pp is low, H0H_0 must go")?
  • Does independent events imply mutually exclusive events? NO! If P(A)>0,P(B)>0P(A) > 0, P(B) > 0, independent events can never be mutually exclusive.

◇References & Navigation

CONFIRMATION // 理解度の確認

ACTIVE RECALL VERIFICATION

Select an answer to verify conceptual comprehension and reveal the technical rationale.

Q1

A bag contains 4 red and 6 black marbles. If two marbles are drawn without replacement, what is the probability that both are red?

Q2

Suppose P(A)=0.3,P(B)=0.4P(A) = 0.3, P(B) = 0.4, and AA and BB are independent events. What is P(A∪B)P(A \cup B)?

Q3

An intrusion detection system flags true attacks 95% of the time (P(T∣A)=0.95P(T \mid A) = 0.95), but has a 2% false alarm rate (P(T∣Ac)=0.02P(T \mid A^c) = 0.02). If true attacks represent 1% of all traffic (P(A)=0.01P(A) = 0.01), what is the probability that a flagged packet is an actual attack P(A∣T)P(A \mid T)?

Q4

A random sample of n=64n = 64 items has sample mean xˉ=52\bar{x} = 52. If the population standard deviation is σ=16\sigma = 16, what is the 95% confidence interval for the population mean μ\mu (Z0.025=1.96Z_{0.025} = 1.96)?

Q5

In hypothesis testing, what is the probability of committing a Type I error?

[REV] STT101A Comprehensive Finals Reviewer | PROJECT ENGRAM