Scribd
Upload
385 views

Advanced Statistics

This document is the first edition of an encyclopedia of statistics authored by Nicholas Parakokwa of the National University of Science and Technology in Zimbabwe. The contents cover topics including probability theory, random variables, variance, sampling, hypothesis testing, regression analysis, and decision theory. The introduction defines statistics as the mathematical analysis of empirical data using inference to obtain conclusions. It traces the early development of statistics from its initial study in the 16th century to modern definitions and divisions into descriptive and inferential statistics.

Uploaded by

Parakokwa
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
385 views

Advanced Statistics

This document is the first edition of an encyclopedia of statistics authored by Nicholas Parakokwa of the National University of Science and Technology in Zimbabwe. The contents cover topics including probability theory, random variables, variance, sampling, hypothesis testing, regression analysis, and decision theory. The introduction defines statistics as the mathematical analysis of empirical data using inference to obtain conclusions. It traces the early development of statistics from its initial study in the 16th century to modern definitions and divisions into descriptive and inferential statistics.

Uploaded by

Parakokwa
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 6

ENCYCLOPAEDIA OF STATISTICS

1ST Edition
By NICHOLAS PARAKOKWA
National University of Science and Technology
Zimbabwe.
CONTENTS

1. INTRODUCTION.
2. PROBABILITY THEORY.
3. DESCRETE RANDOM VARIABLES.
4. CONTINUOUS RANDOM VARIABLES.
5. VARIANCE.
6. SAMPLING.
7. POINT AND INTERVAL ESTIMATION.
8. HYPOTHESIS TESTING.
9. NONPARANETRIC TESTS.
10.LINEAR CORRELATION AND REGRESSION ANALYSIS.
11.GOODNESS-OF-FIT TESTS, CONTINGENCY TABLES.
12.TIME SERIES ANALYSIS, FORECASTING.
13.QUALITY CONTROL.
14.DECISION THEORY.
1.INTRODUCTION.

STATISTICS is the mathematical science of collecting,


analysing, and interpreting empirical data using
inferential methods to obtain information relevant for
conclusive reasoning. Although the initial study of
statistics cannot be merited to a single person, great
tribute is rendered to Gerolamo Cardano who, in the
sixteenth century documented statistical observations.
He analysed games of chance while further study
continued in the seventeenth century by Pierre de
Fermat and Blaise Pascal. Early statisticians concerned
themselves solely with the of study discrete events
which implicated combinatorial methods until analytical
considerations compelled the advent of continuous
variables. Andrey Nikolaevich Kolmogorov introduced
the notion of sample space γ, the set of sample points xi
such that xi Є γ. Richard von Misses introduced the
measure theory in 1933.Contemporary texts define
elementary statistical terms but we start of with
probability taking it for granted that probability is in
itself a more or less elementary subject whereupon
terms will be defined subconsciously. Statistics has
been largely divided into two sections, inferential and
descriptive statistics. Inferential statistics concerns
itself with the quantitative (numerical) analysis of
empirical data while the latter uses qualitative analysis
to provide interpretations for events. The dynamics of
statistics will be illustrated to the reader who
endeavours to explore an intellectual and professional
cause and course in statistics.
2. PROBABILITY THEORY
2.1 There is no easy way of defining the concept of
probability, many a statistician prefer to describe or
exemplify rather than define the notion. Probability is
the measure of the likelihood or certainty of an event to
occur.

Let xi Є γ where the xi s are sample points drawn out of


the set of all possible events γ called the sample space.
Then Э a δ such that 0≤δ≤1 a neighbourhood defining
the certainty or likelihood of a sample point (event) xi
occurring ,wherefore the measure thereof is called the
probability of x denoted by P(x) subject to the following
axioms:

a. P(x) Є [0, 1]

b. i=1n P(xi)=1 for { x1, x2,…, xn} Є γ

The first axiom implies that probability ranges from 0 to


1 inclusive (can also be measured in percentage) while
the latter implies that the probability of the sample
space is 1. The second axiom defines the notion of
collectively exhaustive sample spaces.

Collectively exhaustive sample spaces.

If a sample space consists of finite sample points for


which each event is has constant probability of
occurrence then the sum of all the probabilities of each
sample point is equal to 1.Simply denoted as P(γ)=1.An
obvious example of collectively exhaustive sample
spaces is that of a toss of a coin. The distinct events
involved in tossing a coin are obtaining a tails (T) or
heads (H) for which subjectively concluded, there is a
likely chance of getting either of the two hence
P(T)=P(H)=.5 and P(T)+P(H)=1.
Ideally methods of ascertaining probability can be
divided into two:

2.1.1 The method of subjective reasoning.

The probability of an event to occur can be subject to a


personal perception determined probably by an
individual’s prior experience or pure guesswork. Either
way the degree of an individual’s belief about the
chance of an event to occur is known as the subjective
probability concept. If one regards the chance of a
particular racing car to finish up first as 70% in a racing
tournament held once in five years due to distinctive
engine efficiency another may consider the outstanding
racing experience of another driver and attributes an
80% chance of a win. Subjective probabilities differ from
person to person hence games of chance

2.1.2 The Relative Frequency concept.

The method of relative frequency represents probability


as a fraction of number of times an event occurs relative
to the total number of trials. The total number of heads
obtained relative to the number of trials approximates
to 0, 5

You might also like