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The set of all possible outcomes of a random experiment is called the sample

space. It is represented as S.

Each outcome in the sample space is called an element / member. Thus, the sample space

s of possible outcome when a coin is tossed is written as

S

S = {H ,T } H-head

T-tail

Random experiment – an experiment that can result in different outcomes, even though it is

repeated in the same manner.

Example 1

Consider a random experiment of tossing a die. If we are interested in the numbert that shows on

the top face, the sample space,

S1 = {1,2,3,4,5,6,}

If we are interested only in whether the number is odd or even, the sample space

S 2 = { odd , even }

*more than one sample space can be used to describe the outcomes of an experiment.

Example 2

Suppost that tree items are selected at random from a manufacturing process. Each item is

inspected and classified defective, D or nondefective, N

1

1st item 2nd item 3rd item outcomes

DDD

D

D

N DDN

D

D DND

N

N N

DNN

D

NDD

N

NDN

N D

NND

N

NNN

1.2 Events

2

An event is a subset of a sample space

From example 2, we may be interested in the event B that the number of defectives is greater than

1. The event B is written as

This subset represents all the elements for which the event is true.

Example

Event, E1 = (odd number)= {1,3,5}

Event, E2 = (prime number)= {2,3,5}

of S , that are not in A . It is stated by a symbol S ′

Example 3

Let A = { pizza }

The complement of A is A′ = {burger , lasagna }

The intersection of two events A and B , stated by the symbol A ∩ B , is the event containing

all elements that are common to A and B .

A ∩ B = { 4,6}

S A B

2 4

1 6 5 3

Two events A and B are mutually exclusive or disjoint if A ∩ B = 0/ , that is, if A and

3

B have no elements in common.

Then M ∩ N = 0/ = { }

The union of the two events A and B , stated by the symbol A ∪ B , is the event

containing all the elements that belong to A or B or both.

Then A ∪B = {a, b, c, d , e}

n ( A)

P ( A) = n( A) - Number of elements of event

n( S )

A

n( S ) - Number of elements of sample

space, S

Example 4

engineering students. If a student is randomly selected, find the probability that the

student is

b) an electrical or electronic major

Solution

Denote A,B,C as the student majoring mecha, electrical and electronic major

n( B ) 8

a) P ( B ) = =

n( S ) 30

b) P( B ∪ C ) = n( B ∪ C ) = 20 = 2

n( S ) 30 3

4

Adaptive rule

A∩ B

P ( A ∪ B ) = P ( A) + P ( B ) − P ( A ∩ B )

A B

Corallary

then P( A ∪ B ) = P( A) + P( B ) P ( A ∩ B ) = P ( 0/ )

=0

The probability of an event B occuring when it is known that some event A has

occurred is called a conditional probability and it is stated by P(B A)

P (B A) is usually read ̀the probability that B occurs given that A occurs’ or the

probability B given A’

P (B A)

Is defined by

P( A ∩ B )

P ( B A) = provided P( A) > 0

P ( A)

Example 5

The probability that a regularly scheduled flight departs on time is P( D ) = 0.83 ; the

probability that it arrives on time is P( A) = 0.82 ; the probability that is departs and

arrives on time is P( D ∩ A) = 0.78 . Find the probability that a plane

5

a) arrives on time that it departed on time

b) departed on time given that it has arrived on time

solution

P ( D ∩ A) 0.78

a) P ( A D ) = = = 0.94

P( D ) 0.83

b) P( D A) = P( D ∩ A) = 0.78 = 0.95

P ( A) 0.82

Example 6

Sample space S is the population of adults in a small town and categorized according to

gender and employment status. (table 1)

Male,F 460 40 500

Female,F 140 260 400

Total 600 30 900

Find,

The probability of a men is chosen given that the one chosen is employed

P( M E ) =

460 23

=

600 30

Or

P( M ∩ E ) n( M ∩ E ) 460

P( M E ) = , P( M ∩ E ) = =

P( E ) n( s ) 900

n( E ) 600

P( E ) = =

n( s ) 900

hence

P( M ∩ E )

P( M E ) =

P( E )

460

23 as before

= 900 =

600 30

900

6

If in an experiment the events A and B can both occur, then

P ( A ∩B ) = P ( A ) P ( B A) , provided P ( A) > 0

P ( A ∩ B ) = P ( A ) P ( B ), , P ( B A ) =P ( B )

(independent)

Example 7

In the card tossing experiment, 2 cards are drawn in succession ( 5 yellow and 10 blue

cards) without replacement.

7

4

P ( y21 y1 ) =

14

yellow y2 y1 y2 P( y1 ∩ y2 )

blue b2 y1b2 P( y1 ∩ b2 )

10

P( b21 y1 ) =

14

5

P ( y1 ) =

15

yellow y1

blue b1

10

y ( b1 ) =

15

5

P ( y21b1 ) =

14

yellow y2 b1 y2 P( b1 ∩ y2 )

b2 b1b2 P( b1 ∩ b2 )

Blue

9

P ( b21b1 ) =

14

5 4

y1 y2 : P ( y1 ∩ y2 ) = P ( y1 ) × P ( y21 y1 ) = × =

15 14

5 10

y1b2 : P( y1 ∩b2 ) = P ( y1 ) × P ( b21 y1 ) = × =

15 14

8

10 5

b1 y2 : P( b1 ∩ y2 ) = P( b1 ) × P( y21b1 ) = × =

15 14

10 9

b1b2 : P ( b1 ∩b2 ) = P ( b1 ) × P( b21b1 ) = × =

15 14

With replacement

5

P( y21 y1 ) = y1 y2 P( y1 ∩ y2 )

15

yellow y2

Blue b2 y1b2 P( y1 ∩ b2 )

10

P( b21 y1 ) =

15

5

P ( y1 ) =

15

yellow y1

Blue b1

10

y ( b1 ) =

15

5

P ( y21b1 ) = b1 y2 P( b1 ∩ y2 )

15

yellow y2

blue b2 b1b2 P( b1 ∩ b2 )

10

P ( b21b1 ) =

15

5 5

y1 y2 : P ( y1 ∩ y2 ) = P( y1 ) × P ( y2 ) = × =

15 15

5 10

y1b2 : P ( y1 ∩ b2 ) = P ( y1 ) × P ( b2 ) = × =

15 15

9

10 5

b1 y2 : P ( b1 ∩ y2 ) = P ( b1 ) × P ( y2 ) = × =

15 15

10 10

b1b2 : P ( b1 ∩b2 ) = P ( b1 ) × P ( b2 ) = × =

15 15

5 5

P ( y21 y1 ) = and P ( y2 ) =

15 15

y2 are said to be independent

s 900

Event E – adult employed, n( E ) = 600 E

Event E ′ – adult unemployed, n( E ′) = 300 E’

E

Suppose that we are now given the additional information that 36 of those employed and

12 of those unemployed are members of swimming club.

S

E E∩A

n( A E ) =36

E’ E ′ ∩ A n( A E ′) = 12

Venn diagram for event A, E , E ′

We wish to find the probability of adult selected as a member of

the swimming club, P ( A ) = P ( E ∩ A) + P ( E ′ ∩ A) 600 2

P( E ) = =

900 3

From conditional probability, P( E ∩ A) = P( E ) P ( A E )

P( E ′ ∩ A) = P ( E ′) P ( A E ′) P( E ′) =

300 1

=

900 3

P( A E ) =

36 3

=

600 50

110

P ( A E ′) =

12

=

300 25

Hence ,

P ( A) = P ( E ) P ( A E ) + P ( E ′) P ( A E ′)

2 3 1 1

= × + ×

3 50 3 25

4

=

75

P(

A E )

P ( E ∩A) = P ( E ) P ( A E )

A

A′ P ( E ∩ A′)

P (E )

E

E′ A′

P( E ′)

P ( A E ′)

P ( E ′ ∩ A) = P ( E ′) P ( A E ′) A

P( E ′ ∩ A′)

P ( A′) = 1 − P ( A)

The generalization of this illustration (where the sample space is partitioned into K

subsets (2 subsets in this case) is covered by

or ‘rule of elimination’

11

k k

P( A) = ∑ P( Bi ∩ A) = ∑ P( Bi )P ( A Bi )

i =1 i =1

Example 8

In a certain assembly plant, three machine B1 , B2 and B3 make 30%,45% and 25%,

respectively, of the products. It is known that 2%, 3% and 2% of the products made by

each machine, respectively are defective. What is the probability that the product selected

is defective.

Solution

S

B1 D B2

B1 ∩ D B2 ∩ D

B3 ∩ D

B3

P ( D1B1 ) = 0.02

B1 DP( B1 ∩ D )

P( B1 ) = 0.3

P( B2 ) = 0.45 D′ P( B1 ∩ D′ )

P ( D1B2 ) = 0.03

B2

DP( B2 ∩ D )

B3

P( B3 ) = 0.25

P( D1B3 ) = 0.02

D′ P( B2 ∩ D′ )

D P( B ∩ D ) 3

D′

P( D ) = P ( B ) P ( D1B ) + P ( BP)(PB(3D∩1B

1 1 2D′) + P( B ) P( D1B )

2 3 3

= ( 0.03 )( 0.02 ) + ( 0.45 )( 0.03 ) + ( 0.25 )( 0.02 )

= 0.0245

P( D′) = 1 − P( D )

( P ( A Bi ) provided)

12

Now, we wish to find the conditional probability,

P ( Bi A)

Bayes rule: If the events B1 , B2 , Bk constitute a partition of the sample space s such

that P( Bi ) =/ 0 for i = 1,2 k , , then for any event A in S such that P( A) =/ 0

P( Br ∩ A) P ( Br ) P ( A Br )

P( Br A) = k

= k

∑ P ( B ∩ A) ∑ P ( B ) P ( A B )

i =1

i

i =1

i i

r =1,2, k

Example 8 (continue)

If the product was chosen randomly and found to be defective, what is the probability that

it was made by machine B3 ?

Solution

P( B3 ) P( D1B3 )

P( B31D ) =

P( B1 ∩ D ) + P( B2 ∩ D ) + P( B3 ∩ D )

P( B3 ) P( D1B3 )

=

P( B1 ) P( D1B1 ) + P( B2 ) P( D1B2 ) + P( B3 ) P( D1B3 )

P ( B3 ) P( D1B3 )

=

P( D )

=

( 0.25 )( 0.02 )

0.0245

It is important to allocate a numerical description to the outcome. For example, when two

electronic components are tested

13

D DD

D N DN D-defective

N-Non defective

N

D ND

N NN

Sample space DD DN ND NN

x x =2 x =1 x =1 x =0

Here, x is called random variable which associates the number of the defective items.

X Capital letter, X -denote a random variable

Small letter, x -one of its values

A random variable is a function that assigns a real number to each outcome in the

sample space of a random experiment

(count data)

A discrete random variable is a random variable with a finite range or countably infinite.

infinite) of real numbers of its range.

0 ≤ y <10 l 10 l ≤ y < 20 l y ≥ 20 l

− 10 c ≤ t < 0 c 0 c ≤ t < 10 c 10 c ≤ t < 20 c

2.2.1 Discrete Probability Distribution

A discrete random variable assume each of its values with a certain probability.

14

S = { DD , DN , ND , NN }

X : Discrete random variable which represent the number of defectives

X =x 2 1 0

P( X = x ) 1 2 1 1

P( x = 2) = P( X = 1) = = P( X = 0) =

4 4 2 4

X = x function of x , f ( x)

probability distribution of the discrete random variable X .The function f ( x )

satisfying

1. f ( x ) ≥ 0 2. ∑ f ( x ) = 1 3 P( X = x ) = f ( x )

x

function or density function of a continuos random variable of X

1. f ( x ) ≥ 0 for all x ∈ R

∞

2.

∫ f ( x )dx =1

−∞

b

a and b

u is defined as

15

u = E( X ) = ∑x f ( x )

i

i i , if X is discrete

x f ( x )dx , if X is

∞

∫ −∞

continuos

X

[ ]

σ 2 = E ( X − u ) = ∑( x − u ) f ( x )

2 2

E( X 2 ) − u2

If X is discrete.

( )

E X 2 = ∑ xi2 f ( xi )

i

[

σ 2 = E ( X −u )2 = ∫ ] ∞

−∞

( x − u ) 2 f ( x ) dx

( )

= E X 2 −u2

If X is continuos

( )

E X 2 = ∫ xi2 f ( x )dx

∞

−∞

σ = + σ2

Question 1

The distribution of the number of imperfections per 10 meters of synthetic fabric is given

by

y 0 1 2

f ( y) 1 3 1

i) Find the expected 5 5 5

number of imperfections, E ( X ) = u , variance, σ and standard deviation,

2

σ

ii) Find, P ( y ≤1) , P( y >1) , P ( y = 0 ) and P( 0 ≤ y ≤ 2) .

Question 2

16

The porportion of impurities in a batch and the density function is given by

f ( x) = x, 0 < x < 1

2 − x ,1 ≤ x < 2

0 , elsewhere

( )

ii) Find P 1 < x < 3 and P x < 3

4 2 2

( )

Solution

2

i) u = E ( y ) = ∑ yi P( yi )

i =0

= y0 P( y0 ) + y1 P( yi ) + y 2 P ( y2 )

( ) ( ) ( )

= 0 1 +13 + 2 1 =1

5 5 5

σ 2 = E( y2 ) − E 2 ( y)

( )

E y 2 = y02 p ( y0 ) + y12 p ( y1 ) + y22 p ( y2 )

5

( ) ( ) ( )

= 0 1 + 1 3 + 22 1

5 5

=7

5

E 2 ( y ) = u 2 =1

∴σ 2 = 7 − 1 = 2/5 σ = 2

5 5

ii) P ( y ≤ 1) = P ( y = 0 ) + P( y = 1)

=1 +3 =4

5 5 5

P( y > 1) = P( y = 2) = 1

5

P( 0 ≤ y ≤ 2 ) = P( y = 0 ) + P ( y = 1) + P ( y = 2 )

= 1 + 3 + 1 =1

5 5 5

P( y = 0 ) = 1

5

2) i) u = E ( x ) = ∞ xf ( x )dx

∫−∞

= ∫ x.xdx + ∫ x ( 2 − x )dx

1 2

0 1

=1

17

σ 2 = E( x2 ) − E 2 ( x)

( )

E x 2 = ∫ x 2 f ( x )dx

−∞

∞

1 2

= ∫ x 2 xdx + ∫ x 2 ( 2 − x ) dx

0 1

= 14

12

∴ σ 2 = 14 − (1) = 1

2

σ = 0.408

12 6

ii)

4

(

P 1 < x< 3

2

)

1 3 27

= ∫1 xdx + ∫ 2 2 − xdx =

4

1 32

P x< 3( 2

)

1 3 7

= ∫ xdx + ∫ 2 2 − xdx =

0 1 8

2.3.1 Discrete Uniform Distribution

The simplest of all discrete probability distribution is one where the random variable

assumes each of its values with an equal probability.

If the random variable X assumes the value x1 , x2 xk with equal probabilities, then

the discrete uniform distribution is given by

f ( x; k ) = 1 , x = x1 , x2 , xk

k

We use the notation f ( x; k ) instead of f ( x ) to indicate that the uniform distribution

depends on the parameter k

Example

18

When a fair die is tossed, each element of the sample space s = {1,2,3,4,5, 6} occurs with

probability 1

6

2. Each trial results in an outcome that may be classified as a success or a failure.

3. The probability of success, stated by p , remains constant from trial to trial.

4. The repeated trial are independent.

Example 1

different locations is found to be 2.6 grams per mililiter. Find the 95% and 99%

confidence intervals fior the mean zinc concentration in the river. Assume that the

population standard deviation is 0.3.

Solution

2

α = 0.05

(Leaving an area of 0.025 to the right, therefore an area 0.975 to the left)

0 .3 0.3

26 − (1.96 ) < u < 2.6 + (1.96 )

36 36

2

α = 0.01

(Leaving an area of 0.005 to the right and 0.995 to the left)

19

0. 3 0.3

26 − ( 2.575 ) < u < 2.6 + ( 2.575 )

36 36

2.47 < u < 2.73

* we are 95% confidence that the sample mean X = 2.6 differs from the true mean u

by amount less than 0.1 and 99% confident that the different is less than 0.13

,the one-sided confidence bound for u are given by

n

σ

Lower one-sided bound: X − Zα

n

Example 2

reaction time, in seconds, to a particular experiment is measured. Past experience suggest

that the variance in reaction time to this type of stimuli are 4sec 2 and that reaction time is

approximately normal. The average time for the subjects was 6.2 seconds. Give an upper

95% bound for the mean reaction time.

Solution

The upper 95% bound is given by α = 0.05 (leaving an area 0.05 to the

right, − 0.95 to the left)

σ

x + Zα = 6.2 + (1.645 ) 4 25

n

= 6.858 seconds.

Hence, we are 95% confident that the mean reaction is less than 6.858 seconds.

The probability distribution of this discrete random variable is called the binomial

distribution and its value will be represented by b( x; n, p )

20

A Bernoulli trial can result in a success with probability p and a failure

with probability q =1 − p .Then the probability distribution of the binomial random

variable X , the number of successes in n independent trials,is

n

b( x; n, p ) = p x q n −x x = 0,1, n

x

u = np σ 2 = npq q =1 − p

Example 1

The probability that a certain kind of component will survive a shock test is 3 / 4 .Find

the probability that exactly 2 of the next 4 components tested survives.

Solution

n=2 n=4 p= 3

4

b( x, n, p ) = b( 2,4,3 / 4)

= 4

2

( 4) ( 4)

3

2

1

2

= 4! 32

4

2!2!

4

27

= 128

r

Binomial sum : B (r , n, p )

= ∑ b( x, n, p)

x =0

r −1

1. p ( X < r )

= ∑ b( x, n, p).

x =0

r r −1

2. p ( X = r )

= ∑ b( x, n, p) ∑ b( x, n, p).

x =0 x =0

b

3. p (a ≤ X ≤ b) = ∑ b( x, n, p)

x =a

21

b a −1

x =0 x =0

4. p ( X ≥ r )

= 1 p( X < r )

r −1

= 1 ∑ b( x, n, p).

x =0

Example 2

The probability that a patient recovers from a rare blood disease is 0.4. If 15 people are

known to have contracted this disease, what is the probability that

a) at least 10 survive

b) from 3 to 8 survive

c) exactly 5 survive

then, find the mean and variance of the binomial random variable

solution

9

a) p( X ≥10 )

= 1 − P ( X <10 ) = 1 − ∑ b( x,15 ,0.4)

x =0

= 1 − 0.9662

= 0.0338 8

p (3 ≤ X ≤ 8) = ∑ b( x;15 ,0.4)

b)

x =3

8 2

= ∑ b( x;15 ,0.4)

x =0

∑ b( x;15 ,0.4)

x =0

= 0.9050 − 0.0271

= 0.8779 .

(c) p ( X = 5)

= b(5,15 ,0.4)

5 4

= ∑ b( x;15 ,0.4

x =0

∑ b( x;15 ,0.4)

x =0

= 0.4032 − 0.2173

= 0.1859 .

Mean,

= u = (15 ) (0.4) = 6 variance = σ2 = (15 )( 0.4)( 0.6) = 3.6

22

Example 3

certain rural community 10 were randomly selected for testing.

a) Using the binomial dist, what is the probability that exactly three wells

have the impurity?

b) What is the probability that more than three wells are impure?

Solution

3 2

(a) b(3,10 ,0.3)

= p ( X = 3) = ∑ b( x;10 ,0.3) − ∑ b( x;10 ,0.3)

x =0 x =0

(b) p( x > 3)

= 1 − p( x ≤ 3)

= 1 − 0.6496 = 0.2668 .

Poisson distribution, the number of successes at a random point of time or space is

determined

The number of days school is closed during the winter.

The number of typing errors per page

the number of outcomes occurring in a given interval or specified region

stated by t is,

p ( x; λ)

e −λ (λ) x x = 0,1

=

x!

Where λ is the average number of outcomes per unit time, distance, area or

volume and

e = 2.71828 ...

23

u =σ2 = λ

Example 1

through a counter in 1 millisecond is 4. What is the probability that 6 particles enter the

counter in a given millisecond?

Solution

x =6 λ =4

e −4 46 6 5

p ( x = 6) = p(6,4) = = ∑ p ( x;4) − ∑ p ( x;4)

6! x =0 x =0

= 0.8893 −0.7851

= 0.1042 .

Example 2

Ten is the average number of oil tankers arriving each day at a certain port city. The

facilities at the port can handle at most 15 tankers per day. What is the probability that on

a given day tankers have to be turned away?

Solution

Let X be the number of tankers arriving each day.

P( X >15 ) =1 − P( X ≤15 )

15

= 1 − ∑ P ( x;10 )

x =0

= 1 − 0.9513

= 0.0487 .

This distributions is characterized by a density function that is ‘flat’ and thus the

24

The density function of continuous uniform random variable x on the interval

[A,B] is

1

B − A, A ≤ X ≤ B

f ( x; A, B) =

0, e l s e w h e r e

Example

The density function for a uniform random variable on the interval [1,3]

1 1

f ( x;1,3) = = 1≤ x ≤3

B−A 2

0

elsewhere

25

The density of the normal random variable X , with mean u and variance σ2 , is

1

1 ( x − u )2

n( x; u ,σ ) = 2σ 2

2πσ e− ,− ∞ < x < ∞

Where

π = 3.14159 e = 2.71828 ...

Fig 2:(a)

26

Fig 3:(b)

Fig 4:(c)

b) Normal curve with u1 = u2 and σ1 < σ 2

c) Normal curve with u1 < u2 and σ1 < σ 2

The probability that the random variable X assumes a value between x = x1 and

,

x = x2 i.e.

P( x1 < X < x2 )

is represented by the area of the shaded region.

27

P( x1 < X < x2 )

Fig 5: = area of the shaded region

Due to a hopeless task to attempt to set up separate tables for every conceivable values of

u and σ , we use the transformed normal distribution.

X σ 2 =1

Normal random variable, normal random variable, Z with u=0 and

transform

The transformation,

X −u

Z=

σ

28

Example 1

P ( x1 < Xx 2 )

= P ( Z1 < Z < Z 2 )

Given a standard normal distribution, find the area under the curve that lies

(a) to the right of Z = 1.84

(b) between and

Z = −1.97 Z = 0.86 .

Solution

(a) P( Z >1.84 ) =1 − 0/ (1.84 ) =1 − 0.9671 = 0.0329

/ (0.86 ) − 0

/ (−1.97 )

= 0.8051 −0.0244

= 0.7807

Example 2

Given a standard normal distribution, find the value of right of K such that

Solution

29

(a) value leaving the area of to the right, must then leave an area of

K 0.3015

0.6985 to the left

∴K = 0.52

(b) / ( −0.18 ) − 0

0 / ( K ) = 0.4197

/

0 0/ ( K ) = 0.4286 − 0.4197

∴K = −2.37 .

Example 3

Given a random variable X having a normal distribution with u = 50 and σ =10 , find

the probability that X assumes a value between 45 and 62 .

Solution

Z 1 2

45 − 50 62 − 50

Z1 = = −0.5 Z2 = = 1.2

10 10

Therefore,

P ( 45 < X < 62 ) = P ( −0.5 < Z <1.2)

=0

/(1.2) −0 /( −0.5)

=0.8849 −0.3085

=0.5764 .

Example 4

30

Given a normal distribution with and σ = 6, find the value of x that has

u = 40

Solution

Hence, x = (6)( −0.13 ) + 40 = 39 .22

Hence, x = (6)(1.08 ) + 40 = 46 .48

Question 1

A certain type of storage battery lasts on average 3.0 years with a standard deviation of

0.5 year. Assuming that the battery lives are normally distributed, find the probability

that a given battery will last less than years.

2. 3

0.0808

X −U

Z=

σ

31

Question 2

An electrical firm manufactures light bulbs that have a life before burn-out, that is

normally distributed with mean equal to 800 hours and a standard deviation of 40 hours.

Find the probability that a bulb burns between 778 and 834 hours.

0.5111

Question 3

The average grade for an exam is 74 , and the standard deviation is 7. if 12% of the

class is given A’s and the grades are curves to follow a normal distribution, what is the

lowest possible A and the highest possible B?

82

approximately a normal distribution with u

u = np ,

σ 2 = npq = np (1 − p)

and

x

P( X ≤ x) = ∑ b ( k ; n, p )

k =0

Area under normal curve to the left of

≈ x + 0 .5

= x + 0.5 − np

P( Z ≤

npq

P ( X = 4) = b(4;15 ,0.4)

32

4 3

x =0 x =0

= 0.1268 .

u = np =

15 (0.4) = 6

Approximate area between x = 3.5 and

1 x2 = 4.5

σ 2

= npq = 15 (0.4) (0.6)3.6 =

3.5 − 6

Converting to Z values, Z1 = = −1.32

1.897

4.5 − 6

Z2 = = −0.79

1.897

≈ P (−1.32 < Z < −0.79 ) = P(Z < −0.79 ) − P(Z < −1.32 )

= 0.2148 −0.0934

= 0.1214

Example 2 P (7 ≤ X ≤ 9)

9 6

P (7 ≤ X ≤ 9) = ∑ b( x;15 ,0.4)

x =0

∑ b( x;15 ,0.4)

x =0

= 0.9662 − 0.6098

= 0.3564 .

Approximate area between and x = 9.5

u = 6 σ = 3.6 x1 = 6.5 2

6.5 − 6

Converting Z values, Z1 = = 0.26

1.897

9.5 − 6

Z2 = = 1.85

1.897

Hence, P (7 ≤ X ≤ 9)

≈ P (0.26 < Z <1.85 )

33

= P ( Z <1.85 ) − P ( Z < 0.26 )

= 0.9678 − 0.6026

= 0.3652 .

parameters B, if its density function is given by

1 −xB

f ( x; B ) = e ,x > 0

B

0, elsewhere

Where B > 0

and

u =B σ 2 = B2

P ( Z < 0)

=φ(0)

=0.5

34

P ( Z <3.30 )

=φ(3.3)

=0.9995

P ( Z <0.7 )

=φ(0.7)

=0.7580

P ( Z <−0.1)

=1 −φ(0.1)

=1 −0.5398

=0.4602

P ( Z >−1.96 )

= P ( Z <1.96 )

=φ(1.96 )

=0.9750

P ( Z >−0.66 )

=1 −φ(0.66 ))

=1 −0.7454

=0.2546

35

P ( 0 < Z < 2)

=φ( 2) −φ(0)

=0.97725 −0.5

=0.4772

=φ( 2.7) −φ(1.5)

=0.9965 −0.9332

=0.0633

=φ( 2) −φ( −2.67 )

=φ( 2) −[1 −φ( 2.67 ]

=0.9772 −[1 −0.9962 ]

=0.9734

36

- size of the population N is the number of object or observation in the population

- population is said to be finite or infinite depending on the size of N being finite

or infinite

Notation

Population Sample

Mean u x

Standard deviation σ s

proportion p P

f ( x ) is binomial, poisson or normal, then the corresponding population is known as

binomial population, Poisson population or normal population.

Sample mean and sample variance are two important statistics with are measure of a

random sample X 1 , X 2 , X n of size n

(measure of central tendency)

n

Sample mean ∑X i

(measure of central tendency)

=X = i =1

n

∑( X )

n

i −X2

Sample variance (measure of variability

=s = 2 i =1

n −1

of data about the mean)

37

n∑ X i2 − ( ∑ X i )

2

=

n( n −1)

Suppose that a random sample of n observation is taken from a normal population with

mean, u and variance σ 2

Each observation X i , i =1,2, n of the random sample will have the same normal

distribution. The normal approximation of the sample mean, X can be calculated using:

uX = u 2 σ2

σ =

X n

X −u

Z=

σ/ n

Where n –sample size, u and σ are mean and variance from the population and X is

mean of random sample

Example 1

An electrical firm manufactures light bulbs that have a length of life that is approximately

normally distributed, with mean equal to 800 hours and a standard deviation of 40 hours.

Find the probability that a random sample of 16 bulbs will have an average life of less

than 775 hours.

Solution

40

σX = = 10

16

775 − 800

Z= = −2.5

10

38

What is the t – Distribution used for?

- to deal with inference about the population mean. ( S as estimator of σ)

-will be explained in the next chapter.

Example 3

A chemical engineer claims that the population mean yield of a certain batch process is

500 grams per mililiter of raw material. To check this claim, he samples 25 batches each

month. If the computed t –value falls between −t0.05 and t0.05 , he is satisfied with

his claim.

What conslusion should be draw from a sample that has mean x = 518 grams per mililiter

and a sample standard deviation, S = 40 grams? Assume the distribution of yields to be

approximately normal.

Earlier in problems of inference on a population mean, it was assumed that the population

standard deviation, σ is known.

knowledge of the population mean u

Often, in fact an estimate of σ must be suplied by the same sample information that

produced the sample average x

X −u

T = With r = n −1 degrees of freedom

S/ n

• if the sample size is large enough, say n ≥ 30 ,the distribution of T does not

differ considerably from the standard normal.

• However, for n < 30 , it is useful to deal with the exact distribution of T

- in developing the sampling distribution of T ,we shall assume that our

random sample was selected from a normal population.

σ known Z Z deviation sample, S.

σ unknown Z (*) T 1 n

S2 = ∑ ( xi − x ) 2

n − 1 i −1

X −u

Z=

σ/ n

39

Further explaination on sampling distribution

1. Draw all possible samples of size n from a given finite population of size N

Total number of possible samples of size n from the population of size N is given

N1

NCn = 0

=K

n1( N − n ) 1

0 0

2. Compute a statistic S (such as mean,s.d, median, mode etc) for each of these samples.

S = S ( x1 , x2 , x3 xn )

Sample number 1 2 3 K

Statistic S S1 S2 S3 S K

- Thus, sampling distribution describe how the statistic S will vary from one sample to

the other of the same size.

- The difference in the value of the statistic is known as sampling fluctuations.

- If the statistic S is mean, the sampling distribution is known as sampling distribution of

means.

S Sampling distribution

Mean Sampling dist of mean

Variance Sampling dist of variance

Proportion Sampling dist of proportion

Median Sampling dist of median

40

4.1 Statistical inference

population by using the knowledge of sampling distribution.

Statistical Inference

Bayesian method

Interval estimate

Point estimate

parameters.

Case study-Estimation

A candidate for president post may wish to estimate the true proportion of voters favoring

him by obtaining te opinions from a random sample of 100 eligible voters. The fraction

of voters in the sample favoring him could be used as an estimate of the true proportion

in the population of voters.

To sum up,

41

If X is the mean of a random variable sample of size n from a population with known

variance σ2 , a

α = 0.05

α = 0.01

100 (1 − α ) % Confidence interval

For u is given by

X − Zα σ σ

< u < X + Zα

2 n 2 n

2

-when α = 0.05 , we have a 95% confidence interval. (we can be 95%confident that the

given interval contain the u )

-Then when α = 0.01 , we obtain a wider 99% confidence interval. The wider

confidence interval, the more confident we can be that the given interval contain the u.

Error

X − Zα α X u X + Zα 2 α n

2 n

The size of error is the absolute value of the difference between u and X

We can be 100 (1 − α ) % confident that this error will not exceed Zα 2 σ n

4.3. Estimation

4.3.1 Point estimation

~ as tought in chapter 3, (3.2 3.5) ~

Let us consider the interval estimate of u . If our sample is selected from normal

population or failing this, if n is sufficiently large, we can establish the

42

For u by considering the sampling distribution of X

1 −α

1 :degree of confidence

X −u

P − Zα < Z < Zα = 1 − α , Z =

2 2 α n

X −u

P − Zα < < Zα = 1 − α

2 α n 2

α σ

P X − Zα < u < X + Zα = 1− α

2 n 2 n

Small sample confidence interval for u (n < 30 , assuming sampling from normal

population) with variance unknown, statistic T is then used

This procedure is the same as 4.2.2 section except that σ is replaced by S and the

standard normal distribution ( Z distribution) is replaced by the t –distribution.

(* For large sample ( n ≥ 30 ) with unknown variance, use z dist. The unknown σ is

substituted by s )

Refering figure 2,

43

If X and s are mean and standard deviation at a random sample from a normal

population with unknown variance σ 2 ,a 100 (1 − α ) % confidence interval for u is

S S

X − tα < u < X + tα

2 n 2 n

Example

The contents of 7 similar containers of sulfuric acid are 9.8,10.2, 10.4,9.8, 10.0, 10.2

and 9.6 liters. Find a 95% confidence interval for the mean of all such containers,

assuming an approximate normal distribution.

Solution

The sample mean and standard deviation for the given data are

Hence, the 95% confidence interval for u is

0.283 0.283

10 .0 − ( 2.447 ) < u < 10 .0 + ( 2.447 )

7 7

9.74 < u < 10 .26

Example- Point estimate

44

The value x of the statistic X in the particular sample and sampling distribution is a

point estimate of a population parameter u

(lower limit) and 0U (upper limit) depend on the value x of the statistic X in

particular sample and sampling distribution.

One is interested in finding out whether brand A floor wax is more scuff resistant than

brand B floor wax. He might hypothesis that brand A is better than brand B and after

proper testing (using particular sample and sampling distribution, he then accept or reject

this hypothesis.

Here, we do not attempt to estimate a parameter but instead we try to arrive at a correct

decision about a prestated hypothesis. As in estimation, sampling theory is also applied

here.

Null Hypothesis

- Null hypothesis is tested for possible rejection by assuming (before testing) that it is

true.

- Stated as H 0 and the statement expressed as equality (=)

H 0 : u = u0

i.e we assumes that the population mean equals to u0

Alternative hypothesis

-stated as H1 and statement expressed as inequalities such as <,> or =

/

H1 : u > u0 or

H1 : u < u0 or

H1 : u =/ u0

Test of hypothesis

45

Test of hypothesis is a procedure to decide whether to accept or reject the null hypothesis

based on statistic in sampling distribution.

Decision

Accept H 0 Reject H 0

H 0 is true Correct decision Type! error

H 0 is false Type II error Correct decision

Critical region

Consider any statistics S ∗ (statistics Z or T for example), the area under the

probability curve can be divided

Example

Non critical region critical region

−

Η0 : µ = µ0 x − µ0

Ζ=

Η1 : µ ≠ µ0 σ/ n

t=

Η0 : µ = µ0 Ζ

Η1 : µ < µ0 t

46

Η0 : µ = µ0 Ζ

Η1 : µ > µ0 t

Left u and σ 2 be the mean and variance of a population from which a random sample of

size n is drawn.

Then, left x be the mean of the sample. For large sample (n ≥ 30 ), the sampling

distribution of x is approximately normally distributed with

Mean, u = u and variance, 2 σ 2 is

x σ =

x n

x − u0

Ζ=

σ/ n

For large sample, n ≥30 , even if σ is unknown, σ can be replaced by sample

Χ

variances, S .

a. To test whether the population mean u equals to specified constant u0 or not, i.e.

when Η1 : u ≠ u0

1. Η0 : u = u0

2. Η1 : u ≠ u0

3. Choose α

4. since Η1 : u ≠ u0 (two tailed test)

Calculate − Ζα 2 and − Ζα 2

5. Compute test statistics

x − u0

Ζ= =

σ/ n

6. Decision: reject Η0 if Ζ < − Ζα or Ζ > Ζα

2 2

2 2

b. when Η1 : u < u0

1. Η0 : u = u0

2. Η1 : u < u0

3. Choose α

47

4. since Η1 : u < u0 (left one tailed test)

Calculate − Ζα

5. Compute test statistics

x − u0

Ζ=

σ/ n

6. Decision: reject Η if Ζ < −Ζ

0 x

0 x

c. when Η1 : u > µ0

1. Η0 : u = u0

2. Η1 : u > u0

3. Choose α

4. since Η1 : u > u0 (right one tailed test)

5. Compute test statistics

−

x − u0

Ζ=

σ/ n

6. Decision: reject Η if Ζ > −Ζ

0 α

0 α

Example 1

A manufacture of sports equipment has develop a new synthetic fishing line that he

claims has a mean breaking strength of 8 kilograms with a standard deviation of 0.5

kilograms. Test the hypothesis that u = 8 kilograms against the alternative that u ≠ 8

kilograms if a random sample of 50 lines is tested and found to have a mean breaking

strength of 7.8 kilograms. Use a 0.01 level of significance.

Solution

1. Η 0 : u = 8 kg

2. Η1 : u ≠ 8 kg

3. α = 0.01

48

x = 7.8 kg , n = 50 , u =8 kg

σ =0.5 kg .

x − u0 7.8 − 8

Z= = = −2.83

σ n 0.5 50

6. Decision:

2

α = 0.01

Reject and conclude that the average breaking strength is not equal to 8 but in

Example 2

A random sample 0f 100 recorded deaths in the United States during the past year

showed an average life span of 71.8 years. Assuming the population standard deviation of

8.9 years, does this seem to indicate that the mean life span today is greater than 70 years

use a 0.05 level of significance.

Solution

1. Η0 : u = 70 years

2. Η1 : u > 70 years

3. α = 0.05

4. Critical region: Ζα =1.645

x = 71 .8, u = 70 , σ = 8.9, n =100

49

x − µ0 = 71 .8 − 70 = 2.02 .

Ζ=

σ / n 8.9 / 100

6. Decision:

Reject Η0 and conclude that the mean life span today is greater than 70 years

Example 1

kilometers hours per year. If a random sample of 12 homes included in a planned study

indicates that vacuum cleaners expand an average of 42 kilowatt hours per years with a

standard deviation of 11.9 kilowatt hours, does this suggest at the 0.05 level of

significance that vacuum cleaners expand, on the average, less than 46 kilowatt hours

annually? Assume the population of kilowatt hours to be normal.

Solution

1. Η0 : u = 46 Kilowatt hours

2. Η1 : u < 46 Kilowatt hours

3. α = 0.05

4. Critical region: tα = −1.796 with 11 degrees of freedom

5. Compute statistics T

50

Hence,

x − u0 42 − 46

t= = = −1.16

S / n 11 .9 / 12

6. Decision:

Do not reject Η0 and conclude that the average number of kilowatt hours is not

significantly less than 46.

For σ unknown and for small sample size, the decision criterion is based on the t

distribution with V = n −1 degrees of freedom.

x − u0

t=

S/ n

The test is similar as in section 4.3.1 except t values are used in place of Ζ and σ is

replaced by S

5.1.1 Introduction

51

Curve fitting is a method of determining the mathematical equation between the variables

X and Y by finding the best fit curve, C : Y = f ( x ) that approximates a given set of

data.

Relationship

- The relationship between two variables, X and Y (or more) may exist. For

example : blood pressure and age, nutrition and IQ etc.

Scatter diagram

- Scatter diagram is the plotted points of the set of given N paired observation of X

and Y , i.e ( x1 , y1 ), ( x2 , y2 ) ... ( xn , yn ) in XY plane

plane

Approximating curves, C

- A smooth curve that approximates the given set of N data points plotted in the scatter

diagram.

52

-Let ( x1 , y1 ), ( x2 , y2 ), ( xn , yn ) be a given set of N data points

d i =Yi −Yˆi Denotes the difference between Yi and the corresponding value Yi

estimate

Yˆi = f ( X i )

N

- The curve that having the minimum ∑d

i =1

i

2

is the best fitting curve and

∑d

i =1

i

2

is called the residuals or error sum of squares.

1. Y = a0 + a1 X (straight line)

2. Y = a0 + a1 X + a2 X

2

(quadratic curve)

3. Y = A B* (exponential curve) etc.

straight line

Y = a0 + a1 X = f ( X )

∑Y i = Na 0 + a1 ∑X i

∑X Y i i = a0 ∑X i + a1 ∑X i2

Example 1

X : 1 2 3 4 5 6

53

Y:6 4 3 5 4 2

Solution

∑X =21 ∑Y =24 ∑X 2

= 91 ∑Y 2

=106 ∑XY =75

n =6

∑Y = Na 0 + a1 ∑X a1 =

∑XY = a0 ∑X + a1 ∑X 2 a0 =

24 = 6a0 + 21a1

75 = 21 a0 + 91 a1

Y = 5.7999 − 0.514 X

= 3.743

- The study of the relationship (if it exists) between two (or variables).

- Mainly used for

independent variable (s) (regressor (s))

2) Optimization- to determine the values of independent variables (s) for which the

dependent variable attains maximum or minimum.

54

- Linear regression – the relationship between the variables is linear. Represented by a

straight line.

If Y is dependent on X then Y = a0 + a1 X is known as regression line of Y on X

Similarly, if X depends on Y , then X = b0 + b1Y is known as regression line of X

on Y

Y = α + βx + ε

α -unknown intercept

β-unknown slope

ε - random error (assume to be normally distributed with mean E (ε ) = 0 and variance

σ 2 (residual variance)

of least square.

X = b0 + b1Y

∑X = Nb 0 + b1 ∑Y

∑XY = b0 ∑Y + b1 ∑Y 2

Or 21 = 6b0 + 24 b1

75 = 24 b0 +106 b1

X = 7.1 − 0.9Y

= 3.5

- In the regression analysis, the relation in the form of mathematical equation is obtained.

- While in correlation analysis, we wish to find whether the relationship exist and the

strenght of the relationship is measured.

55

Correlation coefficient-measure the closeness

Type of correlation

scatter diagram, the correlation is said to be

i) r lies in the interval [−1,1] , i.e − 1 ≤ r ≤ 1

ii) r is independent of origin

iii) r is independent of unit

n n

n

∑ x ∑ y

∑ xy − i =1 i =1

n

r= i =1

n n n n

n ∑ x ∑ x n ∑ y ∑ y

i =1 i =1

∑x −

2

∑ y − i =1 i =1

2

n n

i =1 i =1

56

Example 1

Find

a) t0.025 when v = 14

b) −t0.01 when v = 10

c) t0.995 when v = 7

d) t − value which v = 14 that leaves an area of 0.025 to the left

solution:

a) t0.025 = 2.145

b) −t0.01 = 2.764

c) t0.995 = t1−0.005 = −t0.005 = −3.499

d) t0.975 = −t0.025 = −2.145

Example 2

Find k for a random sample of size 24 from a normal distribution such that

b) P( k < t < 2.807 ) = 0.095

c) P( − k < t < k ) = 0.90

Solution

k = 1 − 0.965 − 0.025 = 0.01

∴k = t0.01 = 2.50 with v = 23

57

b) p( k < t < 2.807 ) = 0.095

tα = 2.807 with v = 23 , α = 0.005

Area to the left of k is 1 − 0.005 − 0.095 = 0.9

Then, area to the right of K is 0.1

∴K = t0.1 =1.319 with v = 23

0 .1

α= = 0.05

∴ 2

Example 2

A process for making certain ball bearings is under control if the diameters of the

bearings have a mean of 0.5 cm. If the random sample of 10 of these bearings has a mean

diameter of 0.5060 cm and s.d of 0.004 cm, is the process under control? (use α = 0.005

)

Solution

s = 0.004 (sample s.d)

Then,

x −u

t= = 4.7434 since 4.7434 > tα = t0.005 = 3.250

s n

the process is not under control.

z

t

t dist z dist

Mean 0 0

variance 1 More than 1(depend on v = n −1)

as n → ∞ , variance approaches 1

58

Critical values of t dist

Critical value, tα : the area under the curve to the right of tα equal to α

Symmetry property

t1−K = −tα

t0.99 = −t0.01

Confidence interval

X − Zα σ σ

< u < X + Zα

2 n 2 n

X − tα s σ

< u < X + tα

2 n 2 n

59

Test of hypothesis –to conclude

1.

2.

3.

4.calculate: if two sided

− Zα and Zα (or − tα and tα )

2 2 2 2

If one sided left if one sided-right

− Zα (or −tα ) Zα (or tα )

x − u0 x − u0

Z= or t=

σ n σ n

6. Conclusion

Use alternative hypothesis statement to conclude

60

61

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