\documentclass[12pt]{article} \usepackage{blindtext} \usepackage{hyperref} \usepackage{amsmath} \usepackage{amssymb} \usepackage[a4paper, total={6in, 10in}]{geometry} \hyphenpenalty 1000 \begin{document} \begin{titlepage} \begin{center} \vspace*{5cm} \Large{\textbf{Implementations of Probability Theory}}\\ \rule{14cm}{0.05cm}\\ \vspace{.25cm} \Large{Independent Study Report}\\ \large{Andrew Simonson} \vspace*{\fill} \large{Compiled on: \today}\\ \end{center} \end{titlepage} \newpage % Table of Contents % \large{Table of Contents} \tableofcontents \addtocontents{toc}{~\hfill\textbf{Page}\par} \newpage % Begin report \section{Objective} yada yada yah I started this independent study for my own selfish gain \newpage \section{Units} \rule{14cm}{0.05cm} \subsection{Unit 1: Statistics Review} To ensure a strong statistical foundation for the future learnings in probabilistic models, the first objective was to create a document outlining and defining key topics that are prerequisites for probabilities in statistics or for understanding generic analytical models. \subsubsection{Random Variables} \begin{enumerate} \item \textbf{Discrete Random Variables - }values are selected by chance from a countable (including countably infinite) list of distinct values \item \textbf{Continuous Random Variables - }values are selected by chance with an uncountable number of values within its range \end{enumerate} \subsubsection{Sample Space} A sample space is the set of all possible outcomes of an instance. For a six-sided dice roll event, the die may land with 1 through 6 dots facing upwards, hence: \[S = [1, 2, 3, 4, 5, 6] \quad\text{where }S\text{ is the sample space}\] \subsubsection{Probability Axioms} There are three probability axioms: \begin{enumerate} \item \textbf{Non-negativity}: \[ P(A) \geq 0 \quad \text{for any event }A, \ P(A) \in \mathbb{R} \] No event can be less likely to occur than an impossible event ( \(P(A) = 0\) ). P(A) is a real number. Paired with axiom 2 we can also conclude that \(P(A) \leq 1\). \item \textbf{Normalization}: \[ P(S) = 1\quad\text{where }S\text{ is the sample space} \] \textbf{Unit Measure - } All event probabilities in a sample space add up to 1. In essence, there is a 100\% chance that one of the events in the sample space will occur. \item \textbf{Additivity}: \[ P(A \cup B) = P(A) + P(B) \quad \text{if } A \cap B = \emptyset \] A union between events that are mutually exclusive (events that cannot both happen for an instance) has a probability that is the sum of the associated event probabilities. \end{enumerate} \subsubsection{Expectations and Deviation} \begin{enumerate} \item \textbf{Expectation - }The weighted average of the probabilities in the sample space \[\sum_{}^{S}{P(A) * A} = E \quad\text{where }E\text{ is the expected value}\] \item \textbf{Variance - }The spread of possible values for a random variable \item \textbf{Standard Deviation - }something \[std = \sqrt{V}\quad\text{where variance is }V\] \end{enumerate} \subsubsection{Probability Functions} Probability Functions map the likelihood of random variables to be a specific value. \subsubsection*{Probability Mass Functions} Probability Mass Functions (PMFs) map discrete random variables. For example, a six-sided die roll creates a uniform random PMF: \begin{equation*} P(A) = \begin{cases} 1/6\qquad\text{if }&X=1\\ 1/6&X=2\\ 1/6&X=3\\ 1/6&X=4\\ 1/6&X=5\\ 1/6&X=6\\ \end{cases} \end{equation*} \subsubsection*{Probability Density Functions} Probability Density Functions (PDFs) map continuous random variables. For example, this is a PDF where things happen. \begin{equation*} P(A) = \begin{cases} X\qquad\qquad\text{if }&0\leq X\leq .5\\ -X+1&.5