Auto-generated summary from the source site. Handy as a checklist; the lessons above explain each idea from scratch.
Here’s a structured summary of core topics, concepts, principles, and equations for the exam, followed by Mermaid knowledge graphs to visualize relationships.
Core Topics & Concepts
1. Probability & Random Variables
Discrete Distributions
Distribution
PMF (fX(k))
E[X]
Var(X)
Uniform(a,b)
n1,n=b−a+1
2a+b
12n2−1
Bernoulli(p)
px(1−p)1−x
p
p(1−p)
Binomial(n,p)
nCkpk(1−p)n−k
np
np(1−p)
Geometric(p)
(1−p)k−1p
p1
p21−p
Poisson(λ)
k!e−λλk
λ
λ
Continuous Distributions
Distribution
PDF (fX(x))
E[X]
Var(X)
Uniform[a,b]
b−a1
2a+b
12(b−a)2
Exponential(λ)
λe−λx
λ1
λ21
Normal(μ,σ2)
σ2π1e−2σ2(x−μ)2
μ
σ2
Gamma(α,β)
Γ(α)βαxα−1e−βx
βα
β2α
Key Theorems & Inequalities
Markov’s Inequality:
P(X≥c)≤cE[X],c>0
Chebyshev’s Inequality:
P(∣X−μ∣≥kσ)≤k21
Weak Law of Large Numbers (WLLN):
P(∣X−μ∣>δ)≤nδ2σ2
Central Limit Theorem (CLT):
nσY−nμ≈Normal(0,1)
Maximum Likelihood Estimation (MLE):
θ^=argθmaxi=1∏nfX(xi;θ)
2. Linear Algebra
Key Concepts
Nullspace: Solutions to Ax=0.
Eigenvalues & Eigenvectors:
Av=λv.
If A is positive definite, all eigenvalues are positive.
A−1 and Ak share eigenvectors with A.
Convex Hull: Smallest convex set containing all points in S.
PCA (Principal Component Analysis):
Projects data onto directions of maximum variance.
Covariance matrix C=n−11XTX.
Optimization
Linear Programming:
Minimize/maximize a linear objective subject to linear constraints.