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 essential for the exam, followed by Mermaid knowledge graphs to visualize relationships.
Core Topics & Key Concepts
1. Probability & Statistics
Markov’s Inequality: For a non-negative random variable X, P(X≥a)≤aE[X].
Applied to X∼Binomial(n,p): P(X>2pn)≤21.
Chebyshev’s Inequality: For any random variable X with mean μ and variance σ2, P(∣X−μ∣≥kσ)≤k21.
For X∼Binomial(n,p): P(∣X−np∣≥pn)≤np1−p (from variance np(1−p)).
Joint Probability Density Function (PDF):
Compute marginal/conditional PDFs, expectations, and variances.
Example: Var(Y) for f(x,y)=24xy over 0<x,y<1, x+y<1.
Normal Distribution:
Linear combinations of independent normals: U=4X+Y where X∼N(3,4), Y∼N(−2,5). U∼N(4μX+μY,16σX2+σY2).
Conditional Probability:
P(C∣D)=P(D)P(C∩D).
Example: 4 friends seated randomly; compute P(Sonia and Tara adjacent∣Priya not at ends).
2. Linear Algebra
Vector Spaces & Span:
Projection of v2 onto span(v1): projv1v2=(v1⋅v1v1⋅v2)v1.
Orthogonality: v3⊥v1 if v1⋅v3=0.
Eigenvalues & Matrices:
Eigenvalues of 2A2−3I: If A has eigenvalues λi, then 2A2−3I has eigenvalues 2λi2−3.
Hermitian Matrix: A=AH (conjugate transpose).
Unitary Matrix: AHA=I.
Diagonalizable: A has n linearly independent eigenvectors.
3. Optimization & Convexity
Convex Functions:
f is convex if f′′(x)≥0 (1D) or Hessian ⪰0 (multivariate).