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1. EXPECTATION ALGEBRA
Question 12:
1
1 2
1 2
( (1 + 2 )) = ( ) (1 ) + ( ) (2 )
2
2
2
Substitute given values, hence
1
1
1
1
( (1 + 2 )) = 2 + 2 = 2
2
4
4
2
Solution:
Question 5:
Solution:
102
2. POISSON DISTRIBUTION
Solution:
() =
(IS) Ex 6c:
(IS) Ex 6b:
() =
( = ) = !
= 0, 1, 2,
Page 1 of 12
Question 1:
< ) = ( 1)
= ) = ( ) ( 1)
> ) = 1 ( )
) = 1 ( 1)
Question 8:
Question 11:
() = ( 2 ) (())
For a Poisson distribution
() = () = and = 40
Substitute into equation and solve for the unknown
40 = ( 2 ) 402
( 2 ) = 1640 pence
( 2 ) = 16.40
Expected cost for rectifying cloth is 16.40
Solution:
Part (i):
Conditions:
Total area always = 1
() = 1
3
(6 ) = (6 ) = [3
]
3 2
2
2
1
33
23
13
(3(32 ) 3(22 ) + ) =
24
3
3
36
( < < ) = ()
Notes:
o ( < ) = ( ) as no extra area added
o The mode of a pdf is its maximum (stationary point)
(IS) Ex 9a:
Question 6:
() = ()
Given that:
(6 )
() = {
0
i. Find the value of
ii. Find the mode,
iii. Find ( < )
2<<5
otherwise
Solution:
Part (i):
(6 ) = [3 2
2
3
] =1
3 2
125
8
= 75
12 + = 24 = 1
3
3
1
=
24
Part (ii):
[(6 )] = 6 2
1
2 (24)
(IS) Ex 9b:
Question 9:
Given that:
6 (24)
Notes:
o Since it is always impossible to have a value of
smaller than or larger than :
() = 0
() = 1
o As increase, () either increase or remains
constant, but never decreases.
o is a continuous function even if is discontinuous
Useful relations:
o ( < < ) = () ()
o ( > ) = 1 ()
=3
mode = 3
0<<1
() = {4 1 < < 3
otherwise
0
i. Find the value of
ii. Find ()
iii. Find the difference between the median and the
fifth percentile of
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To calculate expectation
() = ()
+ 4 = []10 + [4]13 = 1
0
Part (ii):
To calculate variance:
o First calculate () as above
o The calculate ( 2 ) by
= ( 0) + (12 4) = 9 = 1
1
=
9
1
1 1
() = = [ ] =
9 0 9
0 9
We must split next interval 0 3 as
() = ( 3) = ( 1) + (1 3)
and ( 1) = (1) = 19
1
1
() = + 4
9
9
1
1
1
4
3
= + [4 ] =
9
9 1 9
9
Writing in correct notation and fixing intervals (adding
equal sign to inequalities)
0
0
1
1
1
01
9
9
9
() =
4
3 1
3
13
9
9 9
9
{ 1
3
Part (iii):
=
8 20 40
( 2 ) = 2 ()
Example 13:
8
8
Hence:
3
1<<3
2
() = {8 ( 1)
otherwise
0
Example 15:
Page 5 of 12
(12 ( 3)) 2 12 ( 7)
Part (i):
Part (ii):
Page 6 of 12
Solution:
Part (a):
Example:
(IS) Ex 10f:
0.252
10
= 0.00625
~ (,
Part (b):
Variance of sample =
Expected variance,
2
)
Question 12:
Page 7 of 12
Sample mean
population mean
Sample proportion
population proportion
Sample variance 2
population variance 2
95%
1.960
98%
2.326
(
, + )
(
, + )
99%
2.576
(
, + )
Question 2:
( + ) ( ) = 0.2
2 ( ) = 0.2
Page 8 of 12
Question 2:
= 0.145
= 600
(
, + )
7. HYPOTHESIS TESTS
Part (ii):
0.1771 = 0.145 +
87
513
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2
)
~ (, )
o Use the same procedure however must use unbiased
estimate of the population variance,
Test for large Poisson mean
~ (, )
o Use general procedure but must approximate normal
distribution using the mean given
o Must apply continuity correction
Test for proportion, large sample (Binomial distribution)
~ (, )
( )2 + ( )2
+ 2
The hypothesis are the same as above however as the
variance is the same, the value is given by:
8. GOODNESS OF FIT
8.1 Test
Used to test whether a particular type of distribution is
appropriate for the data given
Test statistic involves squares only interested in upper
limit critical values
The 2 test can only be used to test two lists of
frequencies the observed and the expected
frequencies calculated from the hypothesis.
( )2
2 =
2 ( + )
Total
If the expected frequency for a class is less than 5, then
you must group this class with the next class (or two )
Hypothesis when testing:
o 0 : the distribution is a suitable model
o 1 : the distribution is not a suitable model
3
1 2 3
Page 11 of 12
()2
()2
2
=
= 2
=
Correlation graphs:
9.4 Correlation
Used when both and are random variables
The correlation coefficient is a number between 1 and
+1 calculated so as to represent the linear dependence
of two variables or sets of data
Page 12 of 12