% !TeX program = lualatex
% =====================================================================
%  probability.tex
%  Probability and statistics vocabulary: counting (binomial coefficient
%  C(n,k), arrangement A(n,k), factorial), the blackboard operators for
%  probability PP and expectation EE, variance/covariance, the common
%  distributions, and the distribution/density functions. The blackboard
%  letters are reached by the doubled PP and EE; the conditional bar is the
%  keyword "mid".
% =====================================================================
\documentclass[
  margins=24,
  font=Latin Modern Roman,
  size=12,
  linespread=1.4,
  lang=en
]{scholatex}
\begin{document}

let title = <Red b 18pt c>
let h1    = <Navy b section>
let note  = <Gray i>

<title>scholatex — probability

% =====================================================================
<h1>Counting
% =====================================================================

The binomial coefficient is $C(n, k)$, written with two arguments; with a
single argument $C(t)$ stays an ordinary function, so the same letter serves
both. The arrangement is $A(n, k)$, and the factorial is $factorial(n)$ or
simply $n!$ in running maths.

<note>The Pascal rule and the binomial theorem.

$C(n, k) = C(n-1, k-1) + C(n-1, k)$

$(a + b)^n = sum(k=0,n) C(n, k) a^k b^(n-k)$

% =====================================================================
<h1>Probability and expectation
% =====================================================================

A doubled capital is the blackboard letter: $PP$ is the blackboard P and
$EE$ the blackboard E, the same doubling rule as $NN$, $RR$ and $CC$. So
$PP(A)$ is a probability, $EE(X)$ an expectation. The conditional bar is the
keyword mid, so $PP(A mid B)$ reads with proper spacing.

<note>Total probability and the definition of the mean.

$PP(A) = PP(A mid B) PP(B) + PP(A mid bar(B)) PP(bar(B))$

$EE(X) = sum(k=1,n) k PP(X = k)$

% =====================================================================
<h1>Variance, deviation, covariance
% =====================================================================

The spread of a variable: $var(X)$ is the variance, $std(X)$ the standard
deviation, $cov(X, Y)$ the covariance of a pair.

<note>The König–Huygens identity.

$var(X) = EE(X^2) - EE(X)^2$

$cov(X, Y) = EE(X Y) - EE(X) EE(Y)$

% =====================================================================
<h1>Distributions
% =====================================================================

The usual laws name themselves: $normal(mu, sigma)$ is the normal law (the
second argument is the standard deviation, squared in the rendering),
$poisson(lambda)$ the Poisson law, $binomial(n, p)$ the binomial law.

<note>Reading a model.

$X$ follows $normal(0, 1)$, the standard normal.

$N$ follows $poisson(lambda)$, with $PP(N = k) = exp(-lambda) lambda^k / factorial(k)$.

$S$ follows $binomial(n, p)$, with $EE(S) = n p$ and $var(S) = n p (1 - p)$.

% =====================================================================
<h1>Distribution and density
% =====================================================================

The cumulative distribution function is $repart(X, x)$ and the density is
$densite(X, x)$ — the variable in subscript, the point in the argument.

<note>Linking the two.

$repart(X, x) = PP(X <= x)$

For a continuous law, $repart(X, x) = int(t=-inf,x) densite(X, t)$.

\end{document}