Prelims Definitions

What is the partition theorem / law of total probability?
- Suppose {B1, B2, . . .} is a partition of Ω by sets from F, such that P (Bi) > 0 for all i ≥ 1. Then for any A ∈ F
- P(A) =(Σ i≥1) P(A|Bi)P(Bi)
What is the covariance of RVs X,Y?

cov (X, Y) = E [(X − E [X])(Y − E [Y ])] = E [XY ] − E [X] E [Y ]

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Prelims Definitions

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Definitions from past papers etc for all prelims topics

Updated

2017-05-28T13:23:45Z

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