ML cheatsheet

1 Definitions

  • Probability Distribution: Answer to the question: what is the probability that random variable \(X\) has value \(v\)?
  • Probability Mass Function (MSF): mathematical function that describes a discrete probabilty distribution;
  • Probability Density Function (PDF): probability distribution of a continuos variable;

2 Probability Density Functions

  • Normal: \(f(x) = \frac{1}{\sigma\sqrt{2\pi}}e^{-\frac{1}{2}(\frac{x-\mu}{\sigma})^{2}}\)

3 Probabilty Mass Functions

  • Poisson: \(P(X=k)=\frac{e^{-\lambda}\lambda^{k}}{k!}\)

4 Misc

  • \(\sigma = \sqrt{\sum_{x \in X}[x-E(x)]^{2}*P(x)}\)