SCHAUM’S OUTLINE OF THEORY AND PROBLEMS of PROBABILITY and STATISTICS MURRAY R. SPIEGEL, Ph.D. Former Professor and Chairman of Mathematics Rensselaer Polytechnic Institute Hartford Graduate Center SCHAUM’S OUTLINE SERIES McGRAW-HILL New York San Francisco Washington, D.C. Auckland Bogoté Caracas Lisbon London Madrid Mexico City Milan Montreal New Delhi San Juan Singapore Sydney Tokyo Torontoaed Printing, 1998 Copyright © 1975 by The McGraw-Hill Companies, Inc. All rights reserved. Printed in the United States of America. No part of this publication may be reproduced, stored in a retrieval system, of transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written permission of the publisher. 0-07-060220-4 23 24 25 26 27 28 29 30 BAW BAW 9 & Library of Congress Cataloging in Publication Data Spiegel, Murray R Schaum's outline of theory and problems of probability and statistics. (Schaum's outline series) 1. Probabilities—Problems, exercises, ete. 2. Math- ematical statistics—Problems, exercises, etc. I. Title. IL, Title: Theory and probleme of probability and statistics. QA278.25.864 519.2076 76-27025 ISBN 0-07-060220-4 McGraw-Hill A Division of The McGraw-Hill CompaniesPreface The important and fascinating subject of probability began in the 17th Century through efforts of such mathematicians as Fermat and Pascal to answer questions concerning games of chance. It was not until the 20th Century that a rigorous mathematical theory based on axioms, definitions and theorems was developed. As time progressed, probability theory found its way into many applications, not only in engineering, science and mathematics but in fields ranging from actuarial science, agriculture and business to medicine and psychology. In many instances the applications themselves contributed to the further development: of the theory. ‘The subject of statistics originated much earlier than probability and dealt mainly with the collection, organization and presentation of data in tables and charts. With the sdvent of probability it was realized that statistics could be used in drawing valid conclusions and making reason- able decisions on the basis of analysis of data, such as in sampling theory and prediction or forecasting. ‘The purpose of this book is to present a modern introduction to proba- bility and statistics using a background of calculus. For convenience the book is divided into two parts. The first deals with probability (and by itself can be used to provide an introduction to the subject), while the second deals with statistics. ‘The book is designed to be used either as # textbook for a formal course in probability and statistics or as a comprehensive supplement to all current standard texts. It should also be of considerable value as a book of refer- ence for research workers or to those interested in the field for self-study. ‘The book can be used for a one-year course, or by a judicious choice of topics, a one-semester course. Tam grateful to the Literary Executor of the late Sir Ronald A. Fisher, F.RS,, to Dr. Frank Yates, F.RS., and to Longman Group Ltd., London, for permission to use Table III from their book Statistical Tables for Biological, Agricultural and Medical Research (6th edition, 1974). 1 also wish to take this opportunity to thank David Beckwith for his outstanding editing and Nicola Monti for his able artwork. M. R. SPIEGEL