Dr.

Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

STS 301
Fundamentals of Statistics

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

INTRODUTION

Why do we study statistics?

To study the properties of the population by studying the sample and to make inference
on the characteristics of the population’s characteristics, studying a sample taking from
the population.
Example:
1. We would like to know the height of the adult people.
Height is characteristic
2. Life spent. (Population of Bangladesh)
Population is population of Bangladesh.
3. What percentage of IC is defective?
Population is total number of IC made in factory.
4. Life time of bulb.
Population is total number of bulbs.

What is the problem getting the data from population?

 Time consuming.
 Expensive.
 Error can occur.
For this we take sample instead of taking population.

Relation between sample and population:

Fortunately the sample characteristic closely resemble to the characteristics of
population.

What is supporting me?

Statistical method helps us to conclude on to make inference about the population by
studying the sample drawn from the population.

Example:
1. We take the sample from bulb. We make inference on the lifetime depending on the
sample size thus characteristics of sample will be very close to the characteristics of
the population.
2. Want to know the height of student of EU. We take height of 5 students. If we take
10 then 15, then 20 after certain time it will be stable then you can say this is the
height. Similarly for height of Bangladesh, Still there is some erroneous but are
happy for the purpose.

NOTE:
 Statistics is a science that deals with the analysis of data and the process of making
decisions about the system from which the data were obtained.
 There are two major branches of statistics: probability and inferential statistics.
 Probability is a methodology that permits the description of random variations in
systems.
 Inferential statistics uses sample data to draw general conclusion about the
population from which the sample was taken.

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

 Techniques of statistical inference can be used to analyze the sample data and to
draw conclusions about the characteristics.
 Probability theory provides the mathematical foundation & language of statistics.

So the sequence can be

1. Experiment
2. Event
3. Sample space
4. Probability
5. Statistics

To present the basic concepts of probability theory, we will use some idea from the
theory of sets.

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Probability

Experiment and Sample space:

We will be concerned with experiments that are called random experiments and
although no precise definitions to be given we will note that such experiments have
several characteristics in common.
 First the experiment is such that it is impossible to state a particular outcome, but
we can define the all possible outcomes.
 Second the experiment may be repeated definitely under unchanged condition.
 Finally the outcomes of repeated experiments occur in a random or by chance.

The experiment may be considered:

Experiment is a process of observation. We will require our experiments to be idealized.
For example, when a coin is tossed, we will rule out the possibility that it will land on
edge. If we pursue experiments theoretically, we must first agree about the possible
outcomes, since this outcome defines the particular idealized experiment.

Sample space:
The set of all possible outcomes of the experiment is called the sample space. We use
the symbol E and S to designate the experiment and the sample space. Several
experiments and associated sample spaces are illustrated below. In specifying an
experiment we first specify an operation or procedure to be carried out and then specify
the method of observation.
Examples:
Example: 01
E: Toss a true coin and observe the “up” face
S: {H, T}
Example: 02
E: Toss a true coin three times and observe the sequence of heads and tails.
S: {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}
Example: 03
E: Toss a true coin three times and observe the total number of heads.
S: {0, 1, 2, 3}

Example: 04
E: Toss a pair of true dice and observe the “up” faces
S: {(1,1), (1,2), (1,3), (1,4), (1,5), (1,6),
(2,1), (2,2), (2,3), (2,4), (2,5), (2,6),
(3,1), (3,2), (3,3), (3,4), (3,5), (3,6),
(4,1), (4,2), (4,3), (4,4), (4,5), (4,6),
(5,1), (5,2), (5,3), (5,4), (5,5), (5,6),
(6,1), (6,2), (6,3), (6,4), (6,5), (6,6) }

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Example: 05
E: A box containing k number of IC is inspected, and the total number of defective ICs
is counted.
S: {0, 1, 2, 3... k}
Example: 06
E: A lot of N IC contain D ( N ) defective ICs. ICs are selected one by one without
replacement until the last defective item is found. The number of selected ICs is
counted during the process.
S: {D, D+1, D+2, D+3,................,N}
Example: 07
E: You enter a computer lab and observe whether the number of users N in the lab is
more than 10 or not.
S: { N  10, N  10 , }
Example: 08
E: You stay in the computer lab for one hour from 10:30am to 11:30am and count the
number of users entering the lab during the said period.
S: {0, 1, 2, 3.............}
Example: 09
E: A transistor is manufactured, put on life test, aged to failure, and the life of the
transistor t is recorded.
S: { t : t  0 }
Example: 10
E: Message is sent in the chunk of 32 binary digits each of which is susceptible to
distortion. The distorted digits are counted and recorded. S: {0, 1, 2, 3.............., 32}

Event
An event is a subset of sample space. If a sample space contains n elements the there
are 2n Subsets. As a Subset can have a single element an event may consist of a single
element of the sample space. With respect to the experiments given in tile previous
page, the events can be as given below.
Example: 01 A: An H
Example: 02 A: More than two heads appear
B: The first draw shows a tail.
C: Only two consecutive draws show the same faces.

Example: 04 A: The sum of numeric figures on two faces is 9.

B: The figure on the first die is equal to or greater than that on
the second die.
C: The figure on the first divides that on the second die.
Example: 05 A: The total number of defective floppies is exactly 12.
B: The Total number of defective floppies is at most 7 (7or less).
C: The Total number of defective floppies is at least 3(3or more).

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Example: 06 A: The total number of floppies selected

(before the last defective is found)  D+4
Example: 07 A: The total number of users N>10
Example: 08 A: The number of users that enter during the given time period is
at least 20.
Example: 09 A: Life t  700 hours.
Example: 10 A: The number of the distorted digits is at most 3.

Probability:
!t is a set function that maps every event (a subset of the sample space) to a real value in
between 0.0 and1.0 both inclusive. Let A be an event. Then probability of A, P(A) is
given by
0.0  P ( A)  1.0 . Also, P (Ø) =0.0 and P(s)=1.0 .
If the events A l, A2, A3, ........... An form a partition on S, i.e., Al, A2, A3, ..... An are mutually
disjoint subsets then Al, A2, A3,.................,An are called mutually exclusive events. In that
case
P(Al)+ P(A2)+ P(A3)+ +P(An) = 1.0
Relative frequency:
Let f be the total number of experiments and f A be the times the event A takes place.
Then fA/f is called relative frequency of the event of A. For small values of the
quantity fA/f will not vary much. But as the value of f increases, the quantity fA/f
will not vary much, i.e., fA/f will stabilize. This stabilized value of fA/f is P(A).
In other words,
lim f A
P ( A) 
f  f
Experiment: Assume that in the coin tossing example the event of interest A is the
appearance of an H. Toss a coin repeatedly, record the number of heads (f A) when f
is 5, 10, 15, 20, 30, 50. Check the values of fA/f. What is your inference?
When the sample space is finite, and every element of S has the equal chance to
occur then f  A1  A2  A3  ...........  An and f A  A1 .
Example:
Let A: The sum of numeric Figures on two faces is 9
(as in example 04). f A = 4, f=36. P(A)=4/ 36=1/ 9.
Example:
Let B: The first draw shows a T and the second draw shows a H
(as in example 02.). fB = 2, f = 8, P(B) = 2/8=1/4.
Example:
Say a shooter hits the target 95 times out of 100 shootings. If the event A is defined
as hitting the target then f A = 95, f = 100, and p(A) = f A /f = 95/100, = 0.95. In
many cases every element of a sample space does not have equal chance of
occurrence. Consider the example given just above. The sample space S is
given by S= {hit, miss}, and P(hit) = 0.95 and P(miss) = 0.05.

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Example:
If H and M represent hit and miss respectively and the same shooter shoots three times
then the sample will be same as example 02, i.e.,
S:{HHH, HHM, HMH, HMM, MHH, MHM, MMH, MMM}
But what about mapping of P(HHH),.........,P(MMM) to the space between 0 and
1.0? The mapping of P(HHH),...........,P(TTT) to the space between 0 and 1.0 will
not be the same. The idea of conditional probability will help us understand the
difference.
Theorem 1: (Complementation rule)
For an event A and its complement A c in a sample space S
P(Ac)= 1-P(A)
Theorem 2: (Additive rule for mutually exclusive events)
For mutually exclusive events A1 ,…,Am in a sample space S,
P (A1  A2  …  Am) =P (A1) + P(A2) + … + P(A m)
Theorem 3: (Additive rule for arbitrary events)
For event A and B in a sample space
P (A  B) = P (A) + P (B) - P (A  B)
Theorem: 04
If an operation can be performed in n1 ways, and if for each of these a second
operation can be performed in n2 ways and for each of the first two a third operation
can be performed in n3 ways, and so forth, then the sequence of k operations can be
performed in n1 , n2 ,....nk ways.
Mutually Exclusive:
Two events A and B are mutually exclusive or disjoint if A  B   , that is, if A and B
has no elements in common.

A B

Permutation:
A permutation is an arrangement of all or part of a set of objects.
Theorem 1: The number of permutations of n distinct objects is n !.
Theorem 2: The number of permutations of n distinct objects is r at a time is
n n!
Pr=
 n  r !

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Theorem 3: The number of distinct permutations of n things of which n1 are of one

kind, n2 of a second kind ,…, n k of a kth kind is
n!
n1 !n2 !...nk !

Combination:
The number of combinations of n distinct objects taken r at a time is
n n!
cr=
r ! n  r  !
Note:
To find out probability:
1. Relative Frequency
2. Addition Law: a. Adding Probability b. Mutual c. Not Mutual
3. Combination
4. Permutation and
5. Multiplication (Independent).

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Problem 01:
A container has 2 defective and 3 non defective items. if a sample of 3 items are
drawn one after another without replacement what is the probability that;
(a) the sample will have no defective items.
1 Non defective or good
(b) the sample will have two defective items. 2
4
Defective
(c) the sample will have at least one defective items. 3
5
(d) the sample will have one defective items
(e) the sample will at most one defective.

Solution:
Total Number of events = 60
Total number of distinct samples=5C3=10
k
C x  N  k Cn  x
Hypergeometric distribution h(x;N,n,k)= N
Cn
No. of ways for 0 defective = G G G
No. of ways for 1 defective:
(1) D G G (2) G D G (3) G G D
No. of ways for 2 defective:
(1) D D G (2) D G D (3) G D D
Note:
In general we are interested in the probability of selecting x success from the k items
labeled success and n-x failure form the N-K items labeled failures when a random
sample of size n is selected form N items. This is known as a hyper geometric
experiment, that is, one that possesses the following two properties:

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Sample Space:
Draw Draw Draw Distinct 1 √
0 defective 1 defective 2 defective
1 2 3 sample
3 5 2 √
3 √ √
4 √
1 2 4 √ √
1 √
5 √ √
3 4 2 √
2 √

1 3 4 √ √ 5 √ √

5 √ √ 2 √

2 √ 4 1 3 √
1 4 3 √
5 √
5 √ √
1 √
2 √
4 2 3 √
1 5 3 √

4 √ 5 √

3 √ 1 √

2 1 4 √ 4 3 2 √
5 √
5 √
1 √
1 √
2 3 4 √ √
4 5 2 √
5 √ √

1 √ 3 √

2 4 3 √ 2 √

5 √ √ 5 1 3 √
1 √
4 √
2 5 3 √
1 √
4 √
5 2 3 √
2 √

4 √ 4 √
3 1

5 √ 1 √

1 √ 5 3 2 √

3 2 4 √
4 √
5 √
1 √

5 4 2 √

3 √

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Problem 2:
The probability that a shooter can hit the target is 0.9. If the shooter shoots three times
one after another, what is the probability that;
(a) The shooter will have 3 successes?
(b) The shooter will have 1 success?
(c) The shooter will have no success ?
(d) The shooter will have at least 1 success?
(e) The shooter will have at most 1 success?
Let S and F respectively denote ‘successes and ‘failure’

Sample Space:
Event Probability
S S S S 3 F0 = (0.9)3(0.1)0 = 0.729
2 1
SSF S F = (0.9)2(0.1)1 = 0.081
2 1
SFS S F = (0.9)2(0.1)1 = 0.081
1 2
SFF S F = (0.9) 1(0.1)2 = 0.009
FSS S2 F1 = (0.9)2(0.1)1 = 0.081
1 2
FSF S F = (0.9) 1(0.1)2 = 0.009
1 2
FFS S F = (0.9) 1(0.1)2 = 0.009
0 3
FFF S F = (0.9)0(0.1)3 = 0.001
The general formula is:
Binomial distribution:
P (No. of S=r) = nCr Pr(1-P)n-r
With three trials, n=3. Then,
P(No. of S=1) = 3C1P1(1-P)3-1
= 3 (0.9)1(1-0.9)3-1
= 3(0.9) (.1)2
= 0.027

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Conditional Probability:
The conditional probability of B, given A denoted by
P ( B  A)
P ( B | A)  if P ( A)  0
P ( A)

Independent event:
Two events A and B are independent if
P ( B | A)  P ( B ) or P ( A | B )  P ( A) .
Otherwise, A and B are dependent.

Theorem:
If in an experiment the events A and B both occur, then
P ( A  B )  P ( A) P ( B | A)
Theorem:
Two events A and B are independent if and only if
P( A  B)  P( A) P( B)
Theorem:
If the events B1 , B2 ,....Bk constitute a partition of the sample spaces S such that
P ( Bi )  0 for i  1,2,......, k , then for any event A of S,
k k
P ( A)   P ( Bi  A)   P ( Bi ) P ( A | Bi )
i 1 i 1
S
B2
B3
B4
B1

Bn
Bk

BAYE’s Rule:
If the events B1 , B2 ,....Bk constitute a partition of the sample spaces S such that
P( Bi )  0 for i  1,2,......, k , then for any event A of S, such that P ( A)  0 ,
P ( Br  A) P ( Br ) P ( A Br )
P ( Br | A)  k
 k
for r  1,2,......, k
 P( B
i 1
i  A)  P( B ) P( A | B )
i 1
i i

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Problems:

3. A person starts journey from A and reaches to one of the destinations show on the
extreme right of the figure below. At any branching point having more than one
option, one of the paths is chosen at random. The probabilities of choosing a path at
a branching point are shown by the side of the path.

Answer the questions that follow considering that a journey always begins at A and
ends at one of the points V, W, X, Y, and Z.
(a) Calculate probabilities of reaching to each destination. (Show values by the
side of the figure.)
(b) Give the precise estimate of the number of items the person will reach to X if
the man makes journey 3000 times
(c) Suppose that in a particular journey the person has reached to X. What is the
probability that he followed the path through M?
i) Example of mutually exclusive events.
ii) Example of independent events.
iii) Example of conditional events.
iv) Example of reduced sample space.

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Relative Frequency:

4. Toss a true coin three times and observe the sequence of heads and tails.
{HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}
If we let event A be the event that all tosses yield the same face, then P (A) =?

5. Toss a true coin three times and observe the sequence of heads and tails.
{HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}
1 2 2 4 2 4
Given probabilities are P1  , P2  , P3  , P4  , P5  , P6  ,
27 27 27 27 27 27
1 8
P7  P8  . If we let event A be the event that all tosses yield the same face,
9 27
then P (A) =?

6. Toss a pair of true dice and observe the “up” faces

S: {(1,1), (1,2), (1,3), (1,4), (1,5), (1,6),
(2,1), (2,2), (2,3), (2,4), (2,5), (2,6),
(3,1), (3,2), (3,3), (3,4), (3,5), (3,6),
(4,1), (4,2), (4,3), (4,4), (4,5), (4,6),
(5,1), (5,2), (5,3), (5,4), (5,5), (5,6),
(6,1), (6,2), (6,3), (6,4), (6,5), (6,6)}
And consider event A that the sum of the “up” faces is 7. Then P (A) =?

7. Suppose that we toss two coins and suppose that we assume that each of te four
outcome in the sample space
S= {(H,H),(H,T),(T,H),(T,T)}
Is equally likely and hence has probability ¼ let
E={(H,H),(H,T)} F={(H,H),(T,H)} then P(E  F)=?

8. The probability that an American industry will locate in Munich is 0.7. the
probability that it will locate in Brussels is 0.4 and the probability that it will locate
in either Munich or Brussels or both is 0.8. What is the probability that the
industry will locate
i) In both cities
ii) In neither cities.

9. A small town has one fire engine and one ambulance available for emergencies.
The probability that the fire engine is available when needed is 0.98, and the
probability that the ambulance is available when called is 0.92. In the event of an
resultant of an injury resulting from an burning building, find the probability that both
the ambulance and fire engine will be available.

10.According to Consumer Digest (July 1996)the probable location of PC’s in the

home are:
Adult bedroom 0.03
Child bedroom 0.15
Other bedroom 0.14

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Office or Den 0.40

Other rooms 0.28
a) What is the probability that a PC is in a bedroom?
b) What is the probability that a PC is not in a bedroom?
c) Suppose a household selected at random from household with a PC; in what
room would you expect to find a PC?

11.Consider a group of 100 persons of whom 40 are college graduates , 20 are self
employed, and 10 are both college graduates and self employed .Let A represent
the set of self employed and B represent the set of college graduate, so that A  B
is the set of college graduates who are self employed. Find P (A/B).
S

40 10 20

12. Let Eastern University has three curricula: science, B.B.A, engineering. By male-
female the enrollment is as follows
Science BBA Engineering Total
Male 250 350 200 800
Female 100 50 50 200
Total 350 400 250 1000

Let, s1 The student is male,

s 2
The student is female,
c 1
The student is in the science curriculum
c 2
The student is in the B.B.A curriculum
c 3
The student is in the engineering curriculum
Find P ( C 3 S 2 ).

13. Suppose a random sample of size two is to be selected from a lot of size 100 and
it is known that the 98 of the 100 items are good .The sample is taken in such a
manner that the first item is observed and replaced before the second item
selected . Determine the probability that both items are good (with and without

14. a A production lot of size 100 is known to be 5% defective. A random sample of 10

items is selected without replacement. Determine the probability that there will be
no defective in the sample.
b. A box contains 10 screws three of which are defective. Two screws are drawn in
random .Find the probability that none of the two screws is defective (with &
without replacement)?

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

15. If a box contains 6 red & 4 blue balls, what will be the probability of drawing all balls
of which first the red and the blue?

16.A person starts journey from A and reaches to one of the destinations shown on
the extreme right of the figure below. At any branching point where there is more
than one option, the person chooses one of the paths at random. The
probabilities of choosing a path at a branching point arc shown by the side of
the path.

Answer the questions that follow considering that a journey always begins at A
and ends at one of the points T, U, V, X, Y, and Z.
i. Suppose the person makes 10 journeys. You are to compute the probability that
the person will reach to X four times.
ii. Suppose that in a particular journey the person has reached to X. What is the
probability that he followed the path through C?

17.A lot consists of 10 articles, 4 with minor defects, and 2 with major defects. One
article is chosen at random. Find the probability in the following cases
a) The item has no defects.
b) The item has no major defects.

18.A lot consists of 10 articles, 4 with minor defects, and 2 with major defects. Two
articles are chosen at random from the lot without replacement. Compute the
probability in the following cases (i) first by using basic probability concepts, then
(ii) by using hypergeometric probability expression.
(a) Both articles are good.
(i)

(ii)
(b) Both articles have major defects.
(i)

(II)

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

(c) Exactly one article is good.

(i)

(ii)
(d) Neither of the articles is good.
(i)

(ii)

Problem on event and sample space:

19. In a particular chemical plant the volume product per day for a particular product
ranges between a minimum value, b, and a maximum value, c, which correspond
to capacity. A day is randomly selected and the amount produces is observed. Find
out the sample space.
20. An automobile door is assembled with a large number of spot welds. After
assembly, each weld is inspected, and the total number defective is counted. . Find
out the sample space
21. An automobile door is assembled with a large number of spot welds. After
assembly, each weld is inspected, and the total number defective is counted. The
number of defective welds does not exceed 5. Find out the event.
22. A cathode ray tube is manufacture, put on the test and aged to failure. The time at
failure is recorded. The time to failure is greater then 100 hours. Find out the event.
23. In a cordwood type module for a digital computer circuit, a diode is pulse welded
between two strips of nickel ribbon. Each weld is visually inspected and classified
as good G, or defective, D,. Find out the sample space.
24. The sample space S t , t  0 , where t is the life in years of a certain electronic
components, then write the event A that fails before the end of the 5 th year?
25. Four students are selected at random from an engineering class and classified
as male or female. List the elements of sample space S 1 using the letter M for
male F for female. Define a second sample space S 2 Where the elements
represent the number of female selected.

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Random Variable

Random variable:
A random variable is a function that associates a real number with each element in the
sample space.
OR
If E is an experiment having sample space S, and X is a function which assigns a real
number X(e) to every outcome e  S, then X(e) is called a random variable.
Example:
Coin tossing experiment
If X is the number of heads showing, then
X (HHH) =3
X (HHT) =2
X (HTH) =2
X (HTT) =1
X (THH) =2
X (THT)= 1
X (TTH)=1
X (TTT)= 0
The range space R is {x: x =0, 1, 2, 3}.
Equivalent events:
If S is the sample space of an experiment E and a random variable X, with range space
Rx, is defined on S , and if event A is an event A is in S while event B is an event in R x ,
then A and B are equivalent events if A= {e  S: X(e)  B}
Definition:
If A is an event in the sample space and B is an event in the range space Rx of the
random variable X, then we define the probability as
Px(B)=P(A)

From example 1, Px(X=2)=3/8

Discrete sample space:
If a sample space contains a finite number of possibilities or an unending sequence
with as many elements as there are whole numbers it is called a discrete sample
space.
Continuous sample space:
If a sample space contains an infinite number of possibilities equal to the number of
points on a line segment, it is called a continuous sample space.
Probability distribution:
The set of ordered pairs ( x, f ( x)) is a probability function or probability mass or
probability distribution of the discrete random variable X if for each possible outcome x
1. f ( x )  0
2.  f ( x)  1
x
3. P ( X  x )  f ( x )
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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Cumulative distribution:
The cumulative distribution F (x) of a discrete random variable X with probability
distribution f (x) is F ( x)  P( X  x)   f (t ) for    x  
tx
Probability density function:
The function f (x) is a probability density function for the continuous random variable X
defined over the set of real number R , if
1. f ( x )  0 for all x  R

2.  f ( x) dx  1

b
3. P (a  X  b)   f ( x) dx
a
Cumulative Distribution:
The cumulative distribution F (x) of a continuous random variable X with density
x
function f (x) is F ( x)  P ( X  x) 

 f (t ) dt for    x  

Joint Probability distribution:

The function f ( x, y ) is a joint probability function or probability mass function of the
discrete random variables X and Y if
1. f ( x , y )  0 for all x, y  R
2.  f ( x, y)  1
x y
3. P ( X  x , Y  y )  f ( x , y )
For any region A in the xy plane, P[( X , Y )  A]   A  f ( x, y )
Joint Density Function:
The function f ( x, y ) is a joint density function of the continuous variables X and Y if
1. f ( x , y )  0 for all x, y  R
 
2.   f ( x, y) dx dy  1
 
3. P[( X , Y )  A]    f ( x, y) dx dy
A
For any region A in the xy plane,
Marginal Distribution:
The marginal distributions of X and Y alone are
g ( x)   f ( x, y ) and h( y )   f ( x, y )
y x
for the discrete case, and by
 
g ( x)   f ( x, y ) dy and h( y )   f ( x, y) dx
 
for the continuous case.

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Conditional distribution:
Let X and Y be two random variables, discrete or continuous. The conditional
distribution of the random variable Y, given that X=x, is
f ( x, y )
f(y/x)= , g ( x)  0
g ( x)
Similarly, the conditional distribution of the random variable X, given that Y=y, is
f ( x, y )
f(x/y)= , h( y )  0
h( y )

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Random variable (Problems)

Discrete Random Variable:
1. A shipment of 8 similar microcomputers contains 3 that are defective. If a university
makes a random purchase of 2 of these computers .Find the probability distribution
for the numbers of defectives.
Continuous random variable:
2. A random variable X has the probability density function given below
 x, 0  x  1

f ( x)  2  x,1  x  2
0, otherwise

.
Show graphically and find out the probabilities.
a. P ( 1  X  1 / 2 )
b. P ( X  3 / 2)
c. P ( X  3)
d. P( X  2.5)
e. P(1 / 4  X  3 / 2)
3. Suppose that the error in the reaction temperature in 0 C, for a controlled laboratory
experiment is a continuous random variable X having the probability density function
 2
x 1  x  2
f ( x)   3
0
 Otherwise

a. Verify 
f ( x)dx  1
b. Find P (0  x  1)

Joint probability distribution:

4. Two refills for a ball point pen are selected at random for a box that contains 3 blue,
2 red and 3 green refills. If X is the number of blue refills and Y is the number of red
refills selected .Find
a. The joint probability function f ( x, y ) .
b. P[( X , Y )  A] where A is the region { ( x, y ) : x  y  1} }.

5. From a box containing 3 IC, 2 Floppy, 3 CD a random sample of 4 is selected. If X

is the number of IC and Y is the number of Floppy in the sample find

a The joint probability distribution of X and Y.

b. P  X , Y   A , where A is the region that is given by  x, y  x  y  2

Joint density function:
6. A candy company distributes boxes of chocolates with a mixture of creams toffees
and nuts coated in both light and dark chocolate .For a randomly selected box ,let X

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

and Y respectively, be the proportions of the light and dark chocolates that are
creams and suppose that the joint density function is
2
  2 x  3 y  , 0  x  1, 0  y  1
f ( x, y )   5
0, otherwise
 
a. verify   f ( x, y)dxdy  1
 
b. Find P[( X , Y )  A] ,where A is the region {( x, y ) : 0  x  1 / 2,1 / 4  y  1 / 2 )
Marginal distribution:
7. Show that the column and row totals of the given table give the marginal distribution
of X alone and Y alone.
F(x,y) X=0 X=1 X=2 H(y)
Y=0 3/28 9/28 3/28 15/28
Y=1 3/14 3/14 6/14
Y=2 1/28 1/28
G(x) 5/14 15/28 3/28 1
8. A stockroom clerk returns three safety helmets at random to three steel mill
employees who has previously checked them. If Smith, Jone and Brown, in that
order receive one of the three hats, list the sample points for the possible orders of
returning the helmets and find the value m of the random variable M that represents
the no. of correct matches.
Sample Space m
SJB 3
SBJ 1
JSB 1
JBS 0
BSJ 0
BJS 1
Find the cumulative distribution of m?

9. Given the joint density function.

The life span in hours of an electronic component is a random variable with

1  e  x 50 , x  0
cumulative distribution function F ( x)  
0, otherwise
i. Determine the probability distribution function
ii. Determine the probability that the life span of such a component will exceed 70
hours.

[email protected] 22
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Some discrete probability distribution

The simplest of all discrete probability distributions is one where the random variable
assumes each of its values with an equal probability. Such a probability distribution is
called a uniform discrete distribution.
Discrete Uniform Distribution:
If the random variable X assumes the values x1 , x 2 ,....x k , with equal probabilities, then
the discrete uniform distribution is given by
1
f ( x; k )  , x  x1 , x 2 ,.........., x k
k

Problem 1: A light bulb is selected at random from a box that contains a 40 watt bulb,
A 60 W. bulb, a 75 W bulb, 100 W bulb. Find out uniform distribution?
Problem 2: A die is tossed. Find out uniform distribution?
Theorem:
The mean and variance of the discrete uniform distribution f(x;k) are
k
x
   i and
i 1 k
k
( xi   ) 2
2 
i 1 k

Binomial Distribution:
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  0,1,2......n
 x
Theorem:
The mean and variance of the binomial distribution b( x; n, p ) are
  n p and  2  n pq
Poisson Experiment:
Experiments yielding numerical values of a random variable X , the number of
outcomes occurring during a given time interval or in a specified region, are called
Poisson Experiment.
Poisson Distribution:
The number X of outcomes occurring during a Poisson experiment is called a
Poisson random variable and its probability distribution is called the Poisson
distribution.
Or, the probability distribution of the Poisson random variable X , representing the
number of outcomes occurring in a given time interval or specified region denoted
by t , is
e  t ( t ) x
p ( x;  t )  , x  0,1, 2, .......
x!

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

where  is the average number of outcomes per unit time or region, and e  2.71828
Theorem:
The mean and variance of the poisson distribution p(x;  t) are
  t
and
 2  t
Poisson Process and its properties:
A Poisson experiment is derived from the Poisson Process and the processes has
the following properties:
1. The number of outcomes occurring in one time interval or specified region is
independent of the number that occurs in any other disjoint time interval or region of
space. In this way we say that the Poisson process has no memory.
2. The probability that a single outcome will occur during a very short time interval or in
a small region.
3. The probability that more than one outcome will occur in such a short time interval
or fall in such a small region is negligible.

Hyper geometric distribution:

The probability distribution of the hypergeometric random variable X, the number of
successes in a random sample of size n selected from n items of which k are labeld
success and N-k labeled failure, is

k
C x  N  k Cn  x
Hypergeometric distribution h(x;N,n,k)= N
Cn
Note:
In general we are interested in the probability of selecting x success from the k items
labeled success and n-x failure form the N-K items labeled failures when a random
sample of size n is selected form N items. This is known as a hyper geometric
experiment, that is, one that possesses the following two properties:

1. Random sample pf size n is selected without replacement from N items.

2. k of the N items may be defined as successes and N-K are classified as failures.
The number of X successes of a hyper geometric experiment is called a hyper
geometric random variable. Accordingly, the probability distribution of the use will be
denoted by , h( x; N , n, k ) since they depend on the number of successes k in the
set N from which we select n items.

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Problems:
1. In a receiving inspection department, lots of pump shaft are periodically received.
The lots contain 100 units and the following acceptance sampling plan is used. A
random sample of 10 units is selected without replacement. The lot has accepted if
the sample has no more than 1 defective. Suppose a lot is received that is P  (100)
percent defective .What is the probability that it will be accepted?

2. Consider the set where three items are selected at random from a manufacturing
process, inspected and classified defective or non defective .A defective item is
designated as success. The no of success is a random variable X assuming from 0
to3.What are the 8 possible outcomes and X values?
Assume 25% are defective.
a. P(NDD)=? b. P(DDN)=? c. P(DND)=?

d. P(X=2)=? e. P(NDN)=? f. a+b+c=d=?

3. The probability that a certain kind of component will survive a given shock test is
¾.Find the probability that exactly 2 of the next 4 components tested survive?

4. The probability that a patients 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.

5. A retailer purchases a certain kind of electronic device from a manufacturer. The

manufacturer indicates that the defective rate of the device is 3%

a) The inspector of the retailer randomly picks 20 items from a shipment. What is
the probability that there will be at least 1 defective item among these 20?

b) Suppose that the retailer receives 10 shipments in a month and the inspector
randomly tests 20 devices per shipment. What is the probability that there will be
3 shipments containing at least 1 defective device?

6. According to Chemical Engineering Progress (Nov. 1990) approximately 30% of all

pipe work failures in chemical plants are caused by operator error.

i. What is the probability that out of the next 20 pipework failures at least 10 are due
to operator error?
ii. What is the probability that no more than 4 out of 20 such failures are due to
operator error?

7. During a laboratory experiment the average number of radioactive particles passing

though a counter in 1 millisecond is 4. What is the probability that 6 particles enter
the counter in a given millisecond?

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

8. 10 is the average no. 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?
9. The number of arrivals of customers during any day follows a distribution with a
mean of 5. What is the probability that the total number of customers on 2 days
selected at random is less than 2?
10. A secretary makes 2 errors per page, on average. What is the probability that on
the next page he or she will make 4 or more errors and No errors.
11. A particular part that is used as an injection device is sold in lots of 19. The producer
feels that the lot is deemed acceptable if no more than one defective is in the lot.
Some lots are sampled and the sampling plan involves random sampling and testing
3 of them parts out of 10. If none of the 3 is defective, the lot is accepted. What
percentage is accepted?

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Some continuous probability distribution

One of the simplest continuous distributions in all of statistics is the continuous uniform
distribution.
Uniform Distribution:
The density function of the continuous uniform random variable X on the interval [A, B]
 1
B  A

is F ( x; A, B )   ; A x B
 0 otherwise


It is often called rectangular distribution.

Theorem:
A B
The mean and variance of the continuous uniform distribution f(x; A, B) are  
2
( B  A) 2
and  2 
12
Exponential Distribution:
The exponential distribution is a very commonly used distribution in reliability
engineering. Due to its simplicity, it has been widely employed even in cases to which it
does not apply. The exponential distribution is used to describe units that have a
constant failure rate.
The single-parameter exponential pdf (probability density function) is given by:

Where:
 λ = constant failure rate, in failures per unit of measurement, e.g. failures
per hour, per cycle, etc.
 λ =1/m.
 m = mean time between failures, or to a failure.
 T = operating time, life or age, in hours, cycles, miles, actuations, etc.

This distribution requires the estimation of only one parameter, λ, for its application.

Theorem:
The mean and variance of the exponential distribution f(x) are    and  2   .
The Mean or MTTF:
The mean, , or mean time to failure (MTTF) of the 1-parameter exponential distribution
is given by:

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Normal Distribution:
The density function of the normal random variable X, with mean µ and variance σ2, is
1 x 2
1  ( )
n( x;  ,  )  e 2 
,  x   , π = 3.14159. and e=2.71828…
2 
Or

We are able to transform all the observations of any normal random variable X to a new
set of observation of a normal random variable Z with mean zero variance 1. This can
be done by means of transformation
x
Z= 
x
Whenever X assumes a value x the corresponding value of Z is given by z =  .
x1  
Therefore if falls between x=x1 and x=x2 the random variable Z falls between z1= 
x2  
and z2. =  .

Standard normal distribution is the normal distribution with a mean, µ = 0 and a

variance, σ2 =1. It is often called the bell curve because the graph of its probability
density resembles a bell.

f(x)

x
A continuous random variable X having the bell-shaped distribution is called a normal
random variable,
The bell curve has the following characteristics
1. Symmetric
2. Unimodal
3. Extends to +/- infinity
4. Area under the curve = 1
Complete Described by two parameters
1. Mean
2. Variance/ standard deviation
The empirical Rule
The empirical rule is a handy quick estimate of the spread of the data given the mean
and standard deviation of a data set that follows the normal distribution. The empirical
rule states for a normal distribution:
1. 68% of the data fall within 1  standard deviation of the mean.
2. 95% of the data fall within 2  standard deviation of the mean.
3. almost all (99.7%) of the data will fall within 3  standard deviation of the mean

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Problems:
The uniform distribution:
1. A point is chosen at random on the interval [0,10].Suppose we wish to find the
probability that the point lies between 3/2 and 7/2 .The density of the random
variable X is
1/10, 0  x  10
f ( x)  
0 , otherwise
Hence P(3 / 2  X  7 / 2) =?

Exponential distribution:

2. An electronic company is known to have a useful life represented by an exponential

density with failure rate 10 5 failure per hour (that is   10 5 .The mean time to failure,
E(X), is thus 10 5 hours. Determine such components that would fail before the mean
or expected life.

3. The mean time for an electronic component to fail is 100hours.

Determine the probability of a component to survive more than 100 hours

Normal distribution:
4. The breaking strength (in Newton) of a synthetic febric is denoted by X, and it is
distributed as N(800,144).The purchaser of the fabric requires the fabric to have a
strength of at least 772N. A fabric sample is randomly selected and tested. Find
P ( X  772).
5 Given a standard normal distribution, find the area under the curve that lies
(a) to the right of z=1.84 and
(b) between z=-1.97 and z=0.86.

6: Given a standard normal distribution, find the value of k such that

(a) P ( Z  k )  0.3015,
(b) P(k<Z<-0.18)=0.4197.
7: Given a random variable a X having a normal distribution with  =50 and  =10, find
the probability that X assumes a value between 45 and 62.

8: Given a random variable a X having a normal distribution with  =300 and  =50,
find the probability that X assumes a value greater than 362.

9: A certain type of storage battery lasts, on average, 3.0 years, with a standard
deviation of 0.5 years. Assuming that the battery lives are normally distributed ,find
the probability that a given battery will last less then 2.3 years?

10: 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.

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

11: In an industrial process the diameter of a ball bearing is an important component

part. The buyer sets specifications on the diameter to be 3.0  0.01 c.m. The
implication is that no part falling outside this specification will be accepted. It is
known that in the process the diameter of a ball bearing has a normal distribution
with mean 3.0 and standard deviation 0.005. On the average how many
manufactured ball bearings will be scrapped?

12: Gauges are used to reject all components where a certain dimension is not within
the specification 1.50  d. It is known that this measurement is normally distributed
with mean 1.50 and standard deviation 0.2. Determine the value d such that the
specifications “cover” 95% of the experiment.

13: A certain machine makes electrical resistors having a mean resistance of 40 ohms
and a standard deviation of 2 ohms. Assuming that the resistance follows a normal
distribution and can be measured to any degree of accuracy, wht percentage of
resistors will have a resistance exceeding 43 ohms?

14: Find percentage of resistances exceeding 43 ohms for previous problem if

resistance is measured to the nearest ohms .

15: 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 curved to follow a normal distribution, what is
the lowest possible A and the highest possible B? Find the sixth decile?

16. In a normal distribution, 31% of the items are under 45 and 8% are over 64. Find
the mean standard deviation of the distribution. Sketch the graph.
17. Suppose that a study of a certain computer system reveals that the response time in
seconds has an exponential distribution with a mean of 3 seconds

i) what is the probability time exceeds 5 seconds?

ii) what is the probability time within mean time?

[email protected] 30
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

The poisson distribution as a limiting form of the binomial:

It should be evident from the three principles of the poisson process that the poisson
distribution relates to the binomial distribution. Although the poisson usually finds
applications in space and tine problems, it can be viewed as a limiting form of the
binomial distribution. In the case of the binomial if n is quite large and p is small the
condition begin to simulate the continuous space or time region implications of the
poisson process.The independence in the binomial case is consistent with property 2 of
the poisson process.
Allowing the parameter p to be close to zero relates to property 3.
We shall now derive the poisson distribution as a limiting form of the binomial
distribution, when n   , p  0 , and np remains constant. Hence if n is large and p is
close to zero, the poisson distribution can be used,  =np, to approximate binomial
probabilities. If p is close to 1 we can still use the poisson distribution to approximate
bionomial probabilities by interchanging what we have defined to be a success and a
failure, thereby changing p to a value close to zero.
Theorem:
Let X be a binomial random variable with probability distribution b(x;n,p), when n   ,
p  0 and  =np remains constant b(x;n,p)  p(x;  )
Problem
1. In a certain industrial facility accidents occur infrequently .Itis known that the
probability of an accident of any given day is 0.005 and accidents are independent
of each other
a. What is the probability in any given period of 400 days there will be one accident on
one day?
b. What is the probability that there are at most three days with an accident?
2. In a manufacturing process where glass products are produced defects or bubbles
occurs. It is known that, on average, 1 in every thousand of these items produced
has one or more bubbles .What is the probability that a random sample of 8000 will
yield fewer than 7 items possessing bubbles?
Normal approximation to the binomial:
The normal distribution with   np and  2  np (1  p ) provides a very accurate
approximation to the binomial distribution, when n is large and p is not extremely close
to 0 or 1.It provides a fairly good approximation even when n is small and p is
reasonably close to ½.
Theorem:
If X is a binomial random variable with mean   np and  2  np (1  p ) variance,
then the limiting form of the distribution of
Z=(X-np)/ npq
As n   is the standard normal distribution n(z;0.1)

Problem:
3. The probability that a patient recovers from a red blood disease is 0.4 If 100 people
are known to have contracted this disease what is the probability that less than 30
survive?.
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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Relationship to the poisson and exponential distribution:

Using the poisson distribution, we find that the probability of no events occurring in the
 (e  t ( t ) 0 )

spend up to time t is given by p (0; t )   0!

 e t
We can now make use of the above and let X be the time to the first poisson event. The
probability that the length of time until the first event will exceed x is the same as the
probability that no poisson events occur in x. The latter of course, is given by e  x . As
a result P(X  x) = e  x
Thus the cumulative distribution function for X is given by P(0  X  x) =1- e  x
Now in order that we recognize the presence of the exponential distribution, we may
differentiate the cumulative distribution function above to obtain the density function
f ( x )   e  x
Which is the density function of the exponential distribution with   1 /  .

4: Suppose that a system contains a certain type of component whose time in years to
failure is given by T, The random variable T is molded nicely by the exponential
distribution with mean time to failure   5 . If 5 of these components are installed in
different systems, what is the probability that at least 2 are functioning at the end of
8 years?

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B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Mathematical expectation
Mean or expected value:
Let X be a random variable with probability distribution f(x). The mean or expected
value of X is
 =E(x)=  xf ( x)
x
If X is discrete and

 =E(x) =  xf ( x)dx if X is continuous.

Problem
1. If two coins are tossed 16 times and X is the number of heads that occur per toss;
then the value of X can be 0, 1and 2. Suppose that the experiment yields no heads,
one heads and two heads a total of 4, 7 and 5 times respectively. Find mean.
2. A lot containing 7 components is sampled by a quality inspector, the lot contains 4
good components and 3 defective components. A sample of 3 is taken by the
inspector. Find the expected value of the number of good components in this
sample.

3. A worker is paid on the basis of the number of items he repaired daily The probability
distribution of the number of items he repaired daily and the way he receives
payment are given below
probability

0.35
0.3 0.3
0.3
0.25
0.25
0.2
0.15
0.15
0.1
0.05
0
1 2 3 4
No. of items repaired

Total Tk. 70.00 if he repairs 1 item

Total Tk. 160.00 if he repairs 2 item
Total Tk. 250.00 if he repairs 3 item
Total Tk. 300.00 if he repairs 4 item
On the average how much the workers get daily?
4 Let X be a random variable with density function
 x2
1  x  2

f ( x)   3

 0 otherwise
Find the expected value of g ( x)  4 x  3 .

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B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

5. Let X is the random variable that denotes the life in hours of a certain electronic
device. The probability function is
 2000
 , x  100
f ( x)   x3
0 , elsewhere
Find the expected life of this type of the device.

Variance:
Let X be a random variable with probability distribution f (x) and mean  .If X is
discrete the variance of X is
 2  E[( X   ) 2 ]
  ( x   ) 2 f ( x)
x
If X is continuous the variance of X is
 2  E[( X   ) 2 ]

  ( x   ) 2 f ( x)

Theorem:
The variance of a random variable X is  2  E ( X 2 )   2 .
6. Find variance of g ( x) of problem 4.

7. Let the random variable X represent the number of automobiles that are used for
official business purposes on any given working day. The probability distribution for
company A is
X 1 2 3
f(x) 0.3 0.4 0.3
The probability distribution for company B is
X 0 1 2 3 4
F(x) 0.2 0.1 0.3 0.3 0.1

Show that the variance of the probability distribution for company B is greater than
that of company A

8. Let the random variable X number of defective parts for machine when 3 parts are
sampled from a production line and tested. The following is the probability
distribution of X
X 0 1 2 3
F(x) 0.51 0.38 0.10 0.01
Calculate  ?
2

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B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Covariance:
Let X and Y be random variables with probability distribution f ( x, y ) and mean  .
If X and Y are discrete the variance of X and Y is
 x y  E[( X   x )(Y   y )]
  ( X   x )(Y   y ) f ( x, y )
x y

If X and Y are continuous the variance of X and Y is

 x y  E[( X   x )(Y   y )]
 
   (X  
  
x )(Y   y ) f ( x, y ) dx dy

Theorem:
The covariance of two random variables X and Y with means  x and  y respectively is
given by,  xy  E ( XY )   x  y

9.
F(x,y) X=0 X=1 X=2 H(y)
Y=0 3/28 9/28 3/28 15/28
Y=1 3/14 3/14 6/14
Y=2 1/28 1/28
G(x) 5/14 15/28 3/28 1
Find the covariance of X and Y?

Theorem:
If a and b are constants then E(ax+b)=aE(x)+b
i) Setting a=0; E (b) =b
ii) Setting b=0; E (ax) =a E(x)
Theorem:
Let X and Y are two independent variables. Then
E (XY)=E(X)E(Y)

Standard Deviation:
The positive square root of the variance is called standard deviation.
This is denoted by 

Theorem:
The expected value of the sum or difference of two or more functions of a random
variable X is the sum or difference of the expected values of the functions. That is,
E[ g ( X )  h( X )]  E[ g ( X )]  E[h( X )]

Correlation Coefficient:
Let X and Y be random variables with covariance  x y and standard deviation x
and  y , respectively .The correlation coefficient X and Y is

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B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

 xy
 xy 
 x y
It should be clear to the reader that ρXY is free of the units of X and Y. The
correlation coefficient satisfies the inequality −1 ≤ ρXY≤ 1. It assumes a value of
zero when σXY = 0. Where there is an exact linear dependency, say Y ≡ a + bX,
ρXY = 1 if b > 0 and ρXY = −1 if b < 0.

Problems
10.
Y Marginal X
1 2 3 4
1 0.02 0.04 0.06 0.08 0.2
X
2 0.03 0.06 0.09 0.12 0.3
3 0.05 0.10 0.15 0.20 0.5
Marginal Y 0.10 0.20 0.30 0.40 1.0
Find  ?

11.
Y Marginal X
1 2 3 4
1 0.15 0.04 0.03 0.02 0.24
X
2 0.04 0.15 0.10 0.10 0.39
3 0.02 0.08 0.12 0.15 0.37
Marginal Y 0.21 0.27 0.25 0.27 1.0

Find  ?
12.
Given R  {( x, y ) : 0  x  y  1}
 2, ( x, y )  R
f ( x, y )  
0, otherwise
Show this graphically.
a. Find g ( x )   f ( x, y ) dy
h( y )   f ( x, y )dx
c. Find  ?
13. Let X be a random, variable with the following probability distribution
X -3 6 9
f(x) 1/6 1/2 1/3
Find  g ( x ) , where g(x) = (2x+1)2.

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B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Mean, Median and Mode

Sample mean:
The mean is simply a numerical average. Suppose that the observations in a sample
n
x x  x 2  x3  .......  x n
are x1 , x2 , x3 ,......., xn . The sample mean is x   i  1
i 1 n n
If the number x1 occurs f1 times, x2 occurs f 2 times and so on then,

Mean=
 fx  f1 x1  f 2 x2  f3 x3  .......  f n xn
f f1  f 2  f3  .......  f n

Short cut method to find out mean= a 

 f d , where a is assumed mean.
f
Sample variance:
( xi  x) 2 n
The sample variance, denoted by s , is given by s  
2 2

i 1 n 1
The sample standard deviation, denoted by s, is the positive square root of s 2 , i.e
s  s2 .

Median:
Median is defined as the measure of the central item when they are arranged in
ascending or descending order of magnitude.
When the total number of the items is odd and equal to say n , then the value of
1
(n  1) th item gives the median.
2
When the total number of frequencies is even, say n, then there are two middle items
1 1
,and so the mean of the values of n th and ( n  1 )th items is the median.
2 2
1
NF
For grouped data, Median= l+ 2 i
f
Where l is the lower limit of the median class,
f is the frequency of the class ,
I is the width of the class interval,
F is the total of all preceeding frequencies of the median class and
N is the total frequency of the data .
Mode:
Mode is defined to be the size of the variable which occurs most frequently
f  f 1
For grouped data , Mode=l+ i
2 f  f 1  f 1
l is the lower limit of the modal class,
f is the frequency of the modal class,
I is the width of the class,
f 1 is the frequency before the modal class and
f1 is the frequency after the modal class.
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B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Mean deviation=
 f xx
f
 fd  fd 
2
2

Standard deviation=  = 
f   f 
 
Problems:
1. Find the mean of 20, 22, 25, 28, 30
2. Find the mean of the following
Numbers 8 10 15 20
Frequency 5 8 8 4
3. Find the mean for the following distribution:
Class 0-10 10-20 20-30 30-40 40-50
Frequency 7 8 20 10 5
4. Find the mean for the following distribution by step deviation method:
Class 0-10 10-20 20-30 30-40 40-50
Frequency 7 8 20 10 5
5. Find the median of 6,8,9,10,11,12,13
6. Find the value of median from the following data:
No. of days for 5 10 15 20 25 30 35 40 45
which
absent(less than)
No. of student 29 224 465 582 634 644 650 653 655

7. Find the mode of the following items: 0,1,6,7,2,3,7,6,6,2,6,0,5,6,0

8. Find the mode of the following data:

Age 0-6 6-12 12-18 18-24 24-30 30-36 36-42
Frequency 6 11 25 35 18 12 6
9. Find the mean deviation of the following frequency distribution:
Class 0-6 6-12 12-18 18-24 24-30
Frequency 8 10 12 9 5

10. Calculate the mean and standard deviation for the following data:
Size of 6 7 8 9 10 11 12
item
Frequency 3 6 9 13 8 5 4
11. From the following frequency distribution, compute the standard deviation of 100
students:
Mass in 60-62 63-65 66-68 69-71 72-74
kg
Number 5 18 42 27 8
of
stud
ents

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B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

12. Compute the standard deviation for the following frequency distribution:
Class 0-4 4-8 8-12 12-16
interval
Frequency 4 8 2 1

13. The following table shows the marks obtained by 100 candidates in an
examination. Calculate the mean, median and standard deviation.
Marks 1-10 11-20 21-30 31-40 41-50 51-60
No. of 3 16 26 31 16 8
candid
ates
14. Compute the standard deviation for the following frequency distribution:
Class 0-4 4-8 8-12 12-16
interval
Frequency 4 8 2 1

15. The following table shows the marks obtained by 100 candidates in an
examination. Calculate the mean, median and standard deviation.
Marks 1-10 11-20 21-30 31-40 41-50 51-60
No. of 3 16 26 31 16 8
candid
ates
16.In order to set a standard for time required to complete a job you have
collected 100 data each representing the time (in minutes) to complete t he said
job. The time values are given in the following table.

1 2 3 4 5 6 7 8 9 0

1 4.8 5.9 6.0 6.6 5.6 6.1 6.8 6.3 6.3 6.1

2 6.5 6.1 6.7 7.3 6.3 6.8 6.1 5.6 5.8 5.3

3 6.2 5.9 6.3 5.8 5.6 5.9 6.4 6.1 6.6 6.4

4 5.7 6.4 5.8 5.9 6.1 5.0 6.0 5.6 5.8 6.1

5 6.6 5.4 6.1 5.3 5.6 5.6 6.1 6.1 6.8 6.3

6 5.9 5.7 5.6 6.1 6.3 6.3 5.6 6.4 7.0 5.3

7 5.7 6.2 6.1 6.6 7.5 5.8 6.8 5.8 6.1 5.4

8 6.6 6.1 6.0 5.3 5.3 6.4 6.3 6.1 6.6 6.3

9 5.9 6.0 5.8 6.6 5.8 6.0 5.8 6.3 6.1 5.1

0 6.4 6.1 6.6 7.0 6.0 6.5 6.3 5.9 6.4 5.4

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B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

(1) (2) (3) (4) (5) (6) (7)

(3)  (5)
 }2  (4)
Cell Cell Cell Cell up Cell {(3)-
no. low mid freq.

Using the data in the table above do the following:

a. Determine mean (use table below)

b. Determine standard deviation:
c. Verify whether the distribution matches with normal distribution
d. What percentage of data falls whether 5.00 to 6.25.
e. Construct a histogram.(use relative frequency)

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B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Skewness:
Skewness denotes the opposite of symmetry. It is lack of symmetry. In a symmetrical
distribution the node, the median, the average are identical
Mean  Mode
Coefficient of skewness=
S tan dardDeviation

Negative skewness

Positive skewness

Kurtosis:
It measures the degree of peakedness of a distribution and is given by measure of
kurtosis

 2  42
2

2 
 (x  x ) 2

N
Where,

4 
 (x  x ) 4

A
C

A=mesokurtic
B= leptokurtic
C=platykurtic

If,  2  3 , the curve is normal or meokurtic.

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B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

If,  2  3 , the curve is peaked or leptokurtic.

If,  2  3 , the curve is topped or platykurtic.

Moments:
The n-th moment of a variable x about the mean x is usually denoted by r is given by

The r-th moment of a variable xabout any point a is defined by

1
r   fi ( xi  a ) r
N
In particular,
 0 1
 0 1
 1 x  a
 2  2
Relation between moment about mean and moment about any point
2   2  12
3  3  3 2 1  213

Moment generating function:

The moment generating function about the variable x about x=a is defined as the
expected value of et ( x  a ) and is denoted by M a (t ) .
M a (t ) .=  Pi et ( x  a )
Again,
M a (t ) .=  Pi et ( x  a )
= e  at M 0 (t )
Thus the moment generating function about the point a  e  at
Moment generating function about the origin.

Fundamental sampling distributions and data descriptions

Population:
A population consists of the totality if the observations with which we are connected.
Sample:
A sample is a subset of a population.
Random sample:
Let X1, X2, X3, …, Xn be n independent random variables, each having the same
probability distribution f(x). We then define X1, X2, X3, …, Xn to be a random sample of
size n from the population f(x) and write its joint probability distribution as
F(x1, x2, x3, …, xn)= f(x1)f(x2)f(x3)…f(xn)

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B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Statistic:
Any function of the random variables constituting a random sample is called a statistic.
Sample mean: If X1, X2, X3, …, Xn represent a random sample of size n, then the
sample mean is defined by the statistic
n
  Xi
X  i 1
n
Sample variance:
If X1, X2, X3, …, Xn represent a random sample of size n, then the sample variance is
defined by the statistic
n n
n  X i2 (  X i ) 2
S2  i 1 i 1
n(n 1)
2
Theorem:If S is the variance of a random sample of size n we may write
n n
n  X 2i (  X i ) 2
s2  i 1 i 1
n(n 1)

Sample standard deviation:

The Sample standard deviation, denoted by S, is the positive square root of the sample
variance.
Sampling distribution:
The probability distribution of a statistic is called a sampling distribution.
Central limit theorem:
If X is the mean of a random sample of size n taken from a population with mean  and
finite variance  2 then the limiting form of the distribution of

X
Z

n

As n   , is the standard normal distribution n (z;0;1).

Problem
1. An electrical firm manufactures light bulbs that have a length of life that is
approximately normally distributed, with mean 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?
.

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B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

One and two sample estimation problem

Classical Methods of Estimation:

A point estimate of some population parameter  is a single vale  of a statistic Ө. For
example, the value x of the statistic X , computed from a sample of size n , is a point

estimate of the true proportion parameter  . Similarly p  x n is a point estimate of the
true proportion p for a binomial experiment.

Point Estimate:
A point estimate of some population parameter is a single variable of a statistic

Unbiased estimator:
A statistic Ө is said to be an unbiased estimator of the parameter  if   E (Ө)= 

Most efficient estimator:

If we consider all possible unbiased estimators of some parameter  , the one with the
smallest variance is called the most efficient estimator of  .

Interval estimation:
An interval estimate of a population parameter  is the interval of the form ˆl    ˆu
where ˆl andˆu depend on the value of the statistic ̂ for a particular sample and
also on the sampling distribution of ̂ .

Interpretation of Interval estimation

Since different samples will generally yield different values of  and therefore different
values l and u , these end points of the interval are values of corresponding random
variables l and u . From the sampling distribution of  we shall be able to determine
l and u such that the P( l    u )is equal to any positive fractional value we care
to specify. If for instance, we find l and u . Such that
P( l    u )=1- 
For 0<  <1, then we have a probability of 1-  of selecting a random sample that will
produce an interval containing  The interval ˆl    ˆu computed from the selected
sample, is then called a (1-  )100% confidence interval, the fraction is called the
confidence coefficient or the degree of confidence, and the endpoints ˆl andˆu are
called the lower and upper confidence limits.
Thus when  =0.05, we have a 95% confidence interval and when  =0.01 we obtain a
wider 99% confidence interval. The wider the confidence interval is, the more confident
we can can be that the given interval contain the unknown parameter. Ideally, we prefer
a short interval with a high degree of confidence.

Estimating the Mean:

The sampling distribution of X is centered at and in most applications the variance is
smaller than that of any other estimators of  . Thus the sample mean x will be used as

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B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

2
a point estimate for the population mean  . Recall that  x2  , so that a large sample
n
will yield a value of X that comes from a sampling distribution with a small variance.
Hence X is likely to be a very accurate estimate of  when n is large. Let us now
consider the interval estimate of  . If our sample is selected from a normal population
or, failing this, if n is sufficiently large, we can establish a confidence interval for  by
considering the sampling distribution of X . According to the central limit theorem we
can expect the sampling distribution of X to be approximately normally distributed with

mean  x   and standard deviation  x  Writing Z  2 for the z value above which
n
we find an area of  2 We can see from figure that
X 
P (  z 2  Z  z 2 )  1   where Z 
 n

1



2
2

 z z
2
2

X 
Hence P (  z 2   z 2 )  1  
 n

Multiplying each term in the inequality by  n , and then substituting X from each
 
term and multiplying by -1, we obtain P ( X  z 2    X  z 2 )  1
n n
A random sample of size n is selected from a population whose variance  2 is known
and the mean x is computed give the (1   ) 100% confidence interval below. It is
important to emphasize that we have invoked the central limit theorem above. As a
result it is important to note the conditions for applications that follow.

Confidence interval of ;  known:

If x is mean of a random sample of size n from a population with known variance  2 ,
 
(1   ) 100% confidence interval for  is given by x  z 2    x  z 2 ,
n n
where Z  2 is the Z-value leaving an area of  to the right.
2

Theorem:
If x is used as an estimate of  , we can then be (1   ) 100% confident that the error
will not exceed Z 2  n  e.

[email protected] 45
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Theorem:
If x is used as an estimate we can be (1   ) 100% confident that the error will not
 z  2
2

exceed a specified amount e when the sample size is n    .

 e 

Problems:
1. The average zinc concentration recovered from a sample of zinc measurements in
36 different locations is found to be 2.6 grams per milliliter. Find the 95% and 99%
confidence interval for the mean zinc concentration?(Given  =0.3).

2. The average zinc concentration recovered from a sample of zinc measurements in

36 different locations is found to be 2.6 grams per milliliter. How large a sample is
required if we want to be 95% confident that our estimate of e is equal to 0.05?
(Given  =0.3). OR How large the sample is required in if we want to be 95%
confident that our estimate  is off by less than 0.05?

3. A random sample of 100 automobile oweners shows that , in Chittagong, an

automobile is driven on the average 23500 kilometers per year with a standard
deviation of 3900 kilometers ,
a) Construct a 99% confidence interval for the average number of kilometers
driven annually in Chittagong.
b) What can we assert with 99% confidence about the possible size of our error
if we estimate the average number of kilometers driven by car owners in
Chittagong to be 23500 kilometers per year?

4. The contents of 7 similar containers of acid are 10.2, 9.8, 10.4, 9.8, 10.0, 10.2, 9.6
liters. Find a 95% confidence interval for the mean of all such containers assuming
an approximate normal distribution.

5. A quality control technician is investigating the internal pressure strength of a 1-liter,

glass soft drink bottle. Pressure strength is approximately normally distributed with
known standard deviation   30 . A random sample of 25 bottles had a mean
pressure of x  278 .Find a 95% confidence interval. Find the sample size.(Given e =
10).

[email protected] 46
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

One and Two Sample Tests of Hypotheses

Statistical hypothesis:
A statistical hypothesis is an assertion or conjecture connecting one or more
characteristics of population.

Testing a statistical Hypothesis:

To illustrate the concepts used in testing a statistical hypothesis about a population,
consider the following example. A certain type of cold vaccine is known to be only 25%
effective after a period of 2years. To determine if a new and somewhat more expensive
vaccine is superior in providing protection against the same virus for a longer period of
time, suppose that 20 people are chosen at random and inoculated. In an actual study
of this type the participants receiving the new vaccine might number several thousand.
The number 20 is being used here only to demonstrate the basic steps in caring out a
statistical test. If more than 8 of those receiving the new vaccine surpass the 2 years
period without contracting the virus, the new vaccine will be considered superior to the
one presently in use. The requirement that the number exceed 8 in some what arbitrary
but appears reasonable in that it represents a modest gain over the 5 people that could
be expected to receive protection if the 20 people had been inoculated with the vaccine
already in use. We are essentially testing the null hypothesis that the new vaccine is
equally effective after a period of 2 years as the one now commonly used. The
alternative hypothesis is that the new vaccine is in fact superior. This is equivalent to
testing the hypothesis that the binomial parameter for the probability of a success on a
given trail is p=1/4 against the alternative that p>1/4. this is usually written as follows:
1
H0 : P 
4
1
H1 : P 
4

The Test Statistic:

The test statistic on which we base our decision is X, the number of individuals in our
test group who receive protection from the new vaccine for a period of at least 2 years.
The possible values of X, from 0 to 20, are divided into two groups: those numbers less
than or equal to 8 and those greater than 8. All possible scores greater than 8
constitute the critical region, and all possible scores less than or equal to 8 determine
the acceptance region. The last number that we observe in passing from the
acceptance region into the critical region is called the critical value. In our illustration
the critical value is the number 8. Therefore, if x>8, we reject H 0 . This decision criterion
is illustrated in figure 1.
The decision procedure just described could lead to either of two wrong conclusions.
For instance, the new vaccine may be no batter than the one now.

Accept H0 Reject H0
(p=0.25) (p>0.25)

0 1 2 3 4 5 6 7 8 9 10 .. .. .. .. .. 20
Fig: 1 Decision criterion for testing p=0.25 versus p>0.25

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

In use and, for this particular randomly selected group of individuals, more than 8
surpass the 2-year period without contracting the virus. We would be committing an
error by rejecting H0 in favor of H1 when, in fact, H0 is true. Such an error is called a
type I error.

Type I Error: Rejection of the null hypothesis when it is true is called a type I error.
Type I I error: Acceptance of the null hypothesis when it is false called a type II error.

Ideally we like to use a test procedure for which the type I and type ii error probabilities
are both small.

Important properties of test hypothesis:

1. The type I and type ii error are related. a decrease in the probability of one generally
results in an increase in the probability of the other.
2. The size of the critical region and therefore probability of committing a type I error
can always be reduced by adjusting the critical values;
3. An increase in the sample size n will reduce and simultaneously.
4. If the unit hypothesis is false is a maximum when the true value of a parameter
approaches the hypothesized value. The greater the distance between the true
value and the hypothesized value, the smaller will be.

Problems:
1. Suppose that an engineer wishes to test the hypothesis that at least 10% of the
public is engineer. Explain how the engineer could commit
i) type I error
ii) type II error

2. i) The probability of committing a type I error If X is the no. of individuals who remain
free of the virus for at least two years.

ii) The probability of committing a type II error If X is the no. of individuals who remain
free of the virus for at least two years. p=1/2 or p=7/10

iii) A reduction in  is always possible by increasing the size of the critical region.if
critical value is 7
a).The probability of committing a type I error

b) The probability of committing a type II error

3. Consider the same problem using a random sample of 100 individuals.If more than
36 of the group surpss the 2 years period, we reject the null hypothesis that p=1/4
and accept tehe alternative hypothesis that p>1/4

i)The probability of committing a type I error

ii) The probability of committing a type II error

[email protected] 48
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

4. Consider the null hypothesis that the average weight of male students in EU is equal
to 68 k. g. against the alternative hypothesis that it is unequal to 68 Show

acceptance and rejected region. Decision statistic X is based on a random sample
of size n=64. Assume the standard deviation is  =3.6, Find  error. Show
graphically.

5. A fabric manufacturers believes that the proportion of orders for raw material arriving
late is p=0.6. If a random sample of 50 orders are selected and the critical region is
defined to be x  24, where x is the number of orders in the sample that arrived
late. The hypothesis that p=0.6 should be rejected in favor of the alternative p < 0.6.
Use the normal distribution,
I) Find the probability of commuting a type I error if the true proportion is p = 0.6.
II) Find the probability of commuting a type II error for the alternative = 0.3.

6. A soft drink machine at a steak house is regulated so that the amount of drink
dispensed is approximately normally distributed with a mean of 200 milliliters and a
standard deviation 15 milliliters . The machine is checked periodically by taking
sample of 9 drinks and computing the average content. If x falls in the interval
191< x <209, the machine is thought to be operating satisfactorily: otherwise we
conclude that   200 milliliters.

I) Find the probability of commuting a type I error if when  -200 mililitres.

II) Find the probability of commuting a type II error when  =215 milliliters.

[email protected] 49
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Chi square distribution:

Let Z1 , Z 2 ,....., Z k be normally and independently distributed random variable, with mean
  0 and variance  2  1 . Then the random variable X 2  Z1  Z 2  .....  Z k has the
2 2 2

probability density function

1
f x 2 (u )  u ( k / 2 )1e u / 2 u  0
 
k
2 k / 2  
2
 0 otherwise
and is said to follow the chi square distribution with k degree of freedom, abbreviated
k .
2

The mean and variance of the  k distribution are   k and  2  2k .

2

The mean and variance of Chi square distribution:

Several Chi square distribution are shown in the Chi square random variable is
nonnegative. And probability distribution is skewed to the right. However as k
increases, the distribution become more symmetric As k, the limiting form of the Chi
square distribution is the normal distribution.
 Testing for goodness of fit: One procedure for testing this type of hypothesis is
the chi square goodness of fit test. The test procedure consists of obtaining a
random sample size of n of the random variable X, whose probability density
function is unknown. These n observations are arrayed on a frequency
histogram having k class intervals
.
k=1

k=5
k =15

.
[email protected] 50
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Testing for Goodness of Fit:

A goodness of fit test between a\observed and expected frequencies is based on the
quantity
k
(o  e ) 2
2 = i i
i 1 ei
Where  2 is a value of a random variable whose sampling distribution is approximated
very closely to the chi- squared distribution with v=k-1 degrees of freedom. The
symbols represent the observed and expected frequencies, respectively for the ith cell.
Problem
1 Consider tossing of a die. We hypothesized that the die is honest, which is equivalent
to testing the hypothesis that the distribution of outcomes is the discrete uniform
distribution.
F(x)=1/6 x=1,2,…,6.
Suppose hat the die is tossed 120 times and each outcome is recorded. Therefore
expected frequency is 20 times.. The results are given in table

Face 1 2 3 4 5 6
Observed 20 22 17 18 19 24
Expected 20 20 20 20 20 20

Find  2 ?
2 The no. of failures per shift of looms in a weaving mill is hypothesized to follow a
distribution. The following data have been collected

No. of Observed
failur frequenc
es ies
0 32
1 15
2 9
3 4

Does it follow a poisson distribution?

3. Fit a poisson distribution to the following data and test the goodness of fit

x 0 1 2 3 4 5 6
f 275 72 30 7 5 2 1

[email protected] 51
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

4. Test the hypothesis that the frequency distribution of battery lives given in the
following table, may be approximated by a normal distribution with mean  =3.5 and
standard deviation  =0.7

Class
boundarie
O i

s
1.45-1.95 2
1.95-2.45 1
2.45-2.95 4
2.95-3.45 15
3.45-3.95 10
3.95-4.45 5
4.45-4.95 3

5. A set of 5 similar coins is tossed 320 times and the result is

No. of 0 1 2 3 4 5
heads
Frequency 6 27 72 112 71 32
Test the hypothesis that the data follow a binomial distribution.

6. In order to set a standard for time required to complete a job you have collected
100 data each representing the time (in minutes) to complete the said job. The
time values are given in the following table.
1 2 3 4 5 6 7 8 9 0

1 4.8 5.9 6.0 6.6 5.6 6.1 6.8 6.3 6.3 6.1

2 6.5 6.1 6.7 7.3 6.3 6.8 6.1 5.6 5.8 5.3

3 6.2 5.9 6.3 5.8 5.6 5.9 6.4 6.1 6.6 6.4

4 5.7 6.4 5.8 5.9 6.1 5.0 6.0 5.6 5.8 6.1

5 6.6 5.4 6.1 5.3 5.6 5.6 6.1 6.1 6.8 6.3

6 5.9 5.7 5.6 6.1 6.3 6.3 5.6 6.4 7.0 5.3

7 5.7 6.2 6.1 6.6 7.5 5.8 6.8 5.8 6.1 5.4

8 6.6 6.1 6.0 5.3 5.3 6.4 6.3 6.1 6.6 6.3

9 5.9 6.0 5.8 6.6 5.8 6.0 5.8 6.3 6.1 5.1

0 6.4 6.1 6.6 7.0 6.0 6.5 6.3 5.9 6.4 5.4

Assume that the mean,  is 6.0 and the standard deviation,  is 0.5. Using
 2 distribution verify if the distribution is normal.

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Solution:
(a) Fill in the entries up to column (5)
(b) Adjust cell frequency, determine the number of cells, and degree of freedom
(the frequency in a cell should be at least 3 or 4)

(c) Compute values in column (6) and (7). Compute  2 . Find critical value for
  0.05 and check.
(1) (2) (3) (4) (5) (6) (7) ((5)  (7)) 2
Cell Cell Cell Cell Cell Theoretical Expected 7
cell area
no lower mid upper freq cell freq

01
02
03
04
05
06
07
08
09
10
11
12
Sum 2=

7. In order to set a standard for time required to complete a job 100 data have been
collected and classified following the rules of statistics and entered in the table
given at the bottom. Someone claims that the data are from a population having
  40.0 and   1.5 . You are to verify the truth of the claim.

Solution:

 2 Goodness of fit test is applied

(a) Using the information given in the table below complete the table
Cell-width=1.00

[email protected] 53
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

(1) (2) (3) (4) (5) (6) (7)

Cell Cell Cell Cell Cell Expected ((5)-(6))2/(6)
no lower mid upper freq cell freq
01 35.5 36.0 01
02 04
03 12
04 19
05 26
06 22
07 10
08 05
09 01
Sum
(b) Make adjustment of dat
(c) Compute  2 =Sum(7)
(d) Determine the degree of freedom
(e) Determine the critical  2 for   0.05
(f) Make inference.

(column total )  (rowtotal )

Expected frequency =
grand total
Degree of freedom=(r-1)(c-1)

8. Suppose that we wish to determine whether the opiions of voting residents of the
state of Illinois concerning a new tax refirm are independent of their levels of
income. A random sample of 1000 registered voters from the state of Illinois is
classified as to whether or not they favour a new tx reform. The observed
frequencies are presentd in the table below

[email protected] 54
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Contingency table
Tax Income level
refor Low Medium High Total
m
For 182 213 203 598
Against 154 138 110 402
Total 336 351 313 1000

Our decision to accept or reject the null hypothesis H 0 , of independence between a

voter opinion concerning the new tax reformed and his or her level of income is based
upon how good a fit.

9. Suppose that we decide in advance to select 200 Democrats, 150 Republicans, and
150 independents from the voters of the state of North Carolina and record whether
they are for a proposed abortion law, against it, or undecided. The observed
responses are presented in the table below

Contingency table
Abortion Political Affiliation
law Democrat Republican Independent Total
For 82 70 62 214
Against 93 62 67 222
Undecided 25 18 21 64
Total 200 150 150 500

Test the hypothesis that the proportion of Democrats, Republicans and

Independents favoring the abortion law are the same and undecided are the same.
10.In a shop study, a set of data was collected to determine whether or not the
proportion of defectives produced by workers was the same for the day, evening or
night shift worked. The following data were collected

Shift Day Evening Night

Defectives 45 55 70
Non-Defectives 9065 890 870
Use a 0.025 lvel of significance to determine if the proportion of defectives is the
same for all 3 shifts.

[email protected] 55
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Regression analysis
Introduction to linear regression:
We consider a reasonable form of a relationship between the response Y and a regress
or x to be the linear relationship
Y    v
Many illustrations in science and engineering this relationship is not deterministic. i.e., a
given x does not always give the same value for Y. As a result important problems here
are probabilistic in nature since the relationship above cannot be viewed as being
exact. The concepts of regression analysis deals with finding the best relationship
between Y and x, quantifying the strength of that relationship.

The simple Linear Regression model

A model must include the set [(x i ,y i );i=1,2,3,…n.] of data involving n pairs of (x,y)
values. The statistical model for simple linear regression is given below:
The response Y is related to the independent variable x through the
Y=   x  
In the above  and  are unknown intercept and slope parameters respectively and 
is reduced to be random variable that assumed to be normally distributed with E (  ) =0
and Var (  ) =  2
From the model above several things become apparent. The quantity is random
variable since  is random .The value x of the regress or variable is not random, and in
fact is measured with negligible error. The quantity is often called a random error or
random disturbance.

Note:
In practice  and  are not known and must be estimated from data. In addition the
model described above is conceptual in nature .As a result one never observes the
actual  values in practice and thus one can never draw true regression line. We can
only draw an estimated line.

The Fitted regression Line:

An important aspect of regression analysis is, very simply to estimate the parameters
 and  ,i.e., estimate the so called regression coefficient. Suppose we denote the
estimates a for  and b for  .Then estimated or fitted regression line is given by

y=a+bx

where y is the predicted or fitted value. Obviously the fitted line is an estimate of the
true regression line. We expects that the fitted pine should be closer to the true
regression line when a large amount of data is available

The Method of Least Square:

We shall find a and b, the estimates of  and  , so that the sum of squares of the
residuals is minimum. The residual sum of square is often called The sum of squares
of the errors about the regression line and denoted by SSE. This minimization

[email protected] 56
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

procedure for estimating the parameters is called the method of squares. Hence we
shall find a and b so as to minimize
n n
 n
SSE   ei   ( y i  y i ) 2   ( y i  a  bxi ) 2
2

i 1 i 1 i 1
Differentiating with respect to a and b, we have
 ( SSE ) n
 2 ( y i  a  bxi )
a i 1

 ( SSE ) n
 2 ( y i  a  bxi ) xi
b i 1
Setting the partial derivative equal to zero and rearranging the terms we obtain the
equations called the normal equations
n n
na  b xi   y i
i 1 i 1
n n n
a  xi  b xi   xi y i
2

i 1 i 1 i 1
Which may be solved simultaneously to yield computing formulas for a and b
Estimating the regressions coefficients:
Given the sample {( xi , y i ); i  1, 2, 3,........, n} , the least square estimates a and b of the
regression coefficients  and  are computed form the formulas
n
 n  n  n
n xi y i    xi   y i   (x i  x)( y i  y )
b  i 1  i 1  i 1   i 1
2 n
 n 
 (x
n
n  x i   x i 
2
i  x) 2
i 1  i 1  i 1

n n

 y i  b xi
a i 1 i 1
 y  bx
n
Theorem:
If X 1 , X 2 , X 3 ,....., X n are independent random variables having normal distributions with
means 1 ,  2 ,  3 ,.........,  n and variances  1 ,  2 ,  3 ,.........,  n respectively
2 2 2 2
then
the random variable
Y  a1 X 1  a 2 X 21  .........  a n X n
has a normal distribution with mean
 Y  a1 1  a 2  2  a3  3  .........  a n  n
and variance
 Y  a1  1  a 2  2  a3  3  .........a n  n
2 2 2 2 2 2 2 2 2

[email protected] 57
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Problems:
1. Assume that an experimental shows the results as given in t he table below. The
values in the third column are outputs corresponding to the values in the second
column.
Find the regression equation (y=a+bx) for the result corresponding to its input.
Expr. I Input Output
yi
xi  x yi  y x i x 
2
( xi  x )X ( y i  y)

xi
01 2.3 4.90 -0.7 -0.99 0.49 0.693
02 2.5 5.31 -0.5 -0.58 0.25 0.290
03 2.7 5.45 -0.3 -0.44 0.09 0.132
04 2.9 5.85 -0.1 -0.04 0.05 0.004
05 3.1 5.97 0.1 0.08 0.01 0.008
06 3.3 6.33 0.3 0.44 0.09 0.132
07 3.5 6.50 0.5 0.61 0.25 0.305
08 3.7 6.78 0.7 0.89 0.49 0.623

x i  24.0 y i  47.09  (x i  x) 2  ( x  x)  ( y  y )
i i

 1.68 =2.187

2. Estimate the regression line for the given data below:

33 33 33 33

 xi =1104,
i 1
 yi =1124,
i 1
 xi yi = 41,355,
i 1
x
i 1
2
i  41,086

3. Find the regression line of y and x if

X 40 70 50 60 80 50 90 40 60 60
Y 2.5 6.0 4.5 5.0 4.5 2.0 5.5 3.0 4.5 3.0
4. Draw the line. Find the regression line of y on x for the following data:
X 1 3 4 6 8 9 11 14
Y 1 2 4 4 5 7 8 9
Estimate the value of y when x = 10.
5. In an experiment to verify Ohm’s Law, the voltage and current acting on a resistor
was measured and the following result obtained. Assuming the law should be
linear, find the regression line for the following data:
X 4.3 4.5 5.9 5.6 6.1 5.2 3.8 2.1
Y 12.6 12.1 11.6 11.8 11.4 11.8 13.2 14.1

[email protected] 58
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

-: Course Outline:-
Course Teacher Amena Ferdousi
PhD, University of Padova, Italy.

Contact Address: Faculty of Engineering and Technology,

Eastern University, Ad-B, Faculty Room (402), Road#3,
Dhanmondi –1205.

Email: [email protected]
[email protected]

Research Interests: Dispersion in Rivers, Natural Convection

flow, Heat Transfer etc.

Faculty Engineering and Technology

Department Electrical and Electronic Engineering
Course Code and STS 301, Fundamentals of Statistics.
Title
Status Core
Level 3 ( Third Year)
Semester 7th (Total 12 semesters)
Credit Hours 3.0
Teaching Hours 3 Hours/Week (Total 13 weeks)
Pre-requisites None
Course Objectives The purpose of this course is to provide students about concepts
of basic statistics, statistical distributions and probability and
their extensive use in real life situations, in particular, in the area
of science and engineering. The goal is to familiarize students
with powerful analytical and numerical tools in the areas of
probability and statistics that can be used to solve real life
problems. Also, aim of this course is to develop a working
knowledge of the tools and gain exposure to a broad range of
engineering disciplines and applications.

Learning Outcomes  Plan and implement a statistical study.

 Summarize the results of a study using graphs and
numerical measures.
 Interpret and apply the results of statistical works.

[email protected] 59
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

 Choose the appropriate probability models to describe

real world situations.
 Identify the appropriate statistical procedure to analyzing
the data.
 Report statistical results in a clear and coherent form.

Course Synopsis Basic knowledge of statistics, Statistical data, Measurement

scales, Data presentation, Frequency distribution, Measures of
Central Tendency: Mean, Median, Mode and others measures,
Measures of Dispersion, Moments, Skewness, Kurtosis,
Correlation Analysis, and Regression Analysis.
Basic concepts of probability, Mathematical Expectation, Joint
probability, Conditional probability, Bayes theorem, Some
discrete probability distributions, Some continuous probability
distributions.
Concepts of sampling theory, Concepts of hypothesis testing,
Mean tests, Proportion tests, Variance tests, tests of correlation
and regression coefficients.
Concepts of estimation of parameters, chi-square and non-
parametric statistics, concepts of time series analysis.
Teaching
 Classroom teaching will involve lectures, PowerPoint
Methodology
presentations and handouts.
 Assignments will be given to students which would test
their understanding of the lectures and also test their
ability to use theoretical knowledge in real life situations.
 Spot tests will be conducted to evaluate the performance
of the students in the classroom.
 To build up the habit of self-learning and sharing
between students, a specific topic from the course
curriculum would be assigned to each group of four / five
students to make a PowerPoint presentation in the
classroom.
 Students will have access to EU’s web portal and Internet
facilities, enabling them in data searches and computer-
aided decision making.
 Students will have access to the well-stocked library
where latest books, periodicals, newspapers, journals,
prints and records are available for reading, references
and further research.
 For the betterment of the understanding of the students
there will be a questions and answers session at the end
of each class.

[email protected] 60
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Teaching Aids
 Handouts
 Lecture slides in PPT as well as in printed form
 Lecture delivery by multimedia projector in addition to
white board and marker
 Online availability of the learning materials through EU
web portal
 Group work
Performance Students will be assessed through rigorous class tests, home
Evaluation assignments, class presentation along with Mid Term and Final
Examinations and the marks distribution will be as followed:

Class Performance( Assignment + Spot 10%

tests + Attendance)
Class Test 20%
Mid Term 30%
Final 40%
Total 100%

Grading Policy The numerical scores earned by a student in the quizzes, tests,
exams., etc. during and at the end of the semester are cumulated
for assignment of Grades in the following manner :
Marks Grade Point
80-100 A+ 4.00
75-79 A 3.75
70-79 A- 3.50
65-69 B+ 3.25
60-64 B 3.00
55-59 B- 2.75
50-54 C+ 2.50
45-49 C 2.25
40-44 D 2.00
00-39 F 0.00

Submission of All the assignments should be submitted within specified

Assignment deadline. If any student fails to submit with in time a percentage
of points will be deducted. Without submission of all the given
assignments, a student will get an I (Incomplete) grade in the
course.
Academic Ethics Students are encouraged to discuss the intellectual aspects of
assignment with other classmates however; each student is
responsible for formulating solutions in his or her own words.
Students who submit the same or suspiciously similar
assignments will receive a grade zero on the particular
assignment and have their final course grade reduced by one
letter grade.

[email protected] 61
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

In addition, the University has formal procedures to handle cases

of academic dishonesty. The relevant rules about the unfair
means of the eastern university will be strictly enforced.

Course Calendar

Lecture Topic Books and Chapter

1 Probability Ch 1(Sheldon)
Sample Space , Events, Probability of an Event , Ch 1.1 to Ch 1.5
Additive Rules, Conditional Probability, (Islam)
Independence, and the Product Rule , Bayes’
Rule .
2-3 Random Variables and Probability Ch 1 & Ch 2 (Sheldon)
Distributions Ch 2.1 to Ch 2.7
Concept of a Random Variable , Discrete (Islam)
Probability Distributions , Continuous
Probability Distributions , Joint Probability
Distributions
4-7 Some Discrete Probability Distributions Ch 3 (Sheldon)
Introduction and Motivation, Discrete Uniform Ch 3.2 to Ch 3.17
distribution, Binomial and Multinomial, (Islam)
Hypergeometric Distribution, Poisson Class Test 1
Distribution and the Poisson Process.
8-10 Some Continuous Probability Distributions Ch 4.1 to Ch 4.6, Ch
Continuous Uniform, Normal Distribution, 4.11, Ch 4.12
Areas under the Normal Curve, Applications of (Islam)
the Normal , Normal Approximation to the
Binomial , Exponential Distributions , Chi-
Squared Distribution.
11 Mathematical Expectation Ch 10.1 (Newbold)
Mean of a Random Variable, Variance and Ch 5.10 to Ch 5.15
Covariance of Random Variables, Means and (Islam)
Variances of Linear Combinations of Random
Variables
12 Introduction to Statistics Ch 10.2,10.3
Frequency distribution, mean, median, mode and (Newbold)
other measures of central tendency, standard Ch 5.1 to Ch 5.7
deviation and other measures of dispersion, (Islam)
skewness and kurtosis. Time series Class Test 2
Functions of Random Variables
Introduction , Transformations of Variables,
Moments and Moment-Generating Functions.
13 Review of previous classes

Mid- Term Examination

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 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

14-16 Fundamental Sampling Distributions and Ch 4.2,4.3 (Newbold)

Data Ch 7.1, 7.2, 7.11, 7.13
Random, Some Important Statistics, Sampling (Islam)
Distributions, Sampling Distribution of Means
and the Central Limit Theorem.
17-19 One- and Two-Sample Estimation Problems Ch 5.1 to 5.3, Ch 6.1,
Statistical, Classical Methods of Estimation, 6.2, 6.6 (Newbold)
single Sample: Estimating the Mean , Ch 8.1 to 8.10 (Islam)
Standard Error of a Point, Prediction, Tolerance Class Test 3
Limits
20-21 Some Discrete Probability Distributions: Ch 5.4 , 5.6 (Newbold)
Bernoulli Distribution, Binomial Distribution, Ch 10.1 to 10.3, 10.5,
Poisson Distribution, Geometric Distribution. 10.7 (Islam)

22-23 One- and Two-Sample Tests of Ch 6.3 , 6.5 (Newbold)

Testing a Statistical Hypothesis, The Use of P- Ch 10.9, 10.11, 10.12
Values for Decision Making in Testing (Islam)
Hypotheses, Single Sample: Tests Concerning a
Single Mean, Two Samples: Tests on Two
Means, Goodness-of-Fit , Test for Independence
(Categorical Data) . Test for Homogeneity
24-25 Simple Linear Regression and correlation Ch 7.1 , 9.1 to 9.6
Introduction to Linear Regression, The Simple (Newbold)
Linear Regression, Least Squares and the Fitted, Ch 8.1 , 8.2, 17.3
Properties of the Least Squares, Inferences (Newbold)
Concerning the Regression Coefficients. Ch 11.1, 11.6, 11.10,
11.11 (Islam)
Class Test 4
26 Review of previous classes

Final Examination

References:
[1] Sheldon. M. Ross, “Introduction to Probability and Statistics for Engineering and
Scientists”, Elsevier Inc., Third Edition, 2004.
[2] Miller, E & Freund, E. John, “Probability and Statistics for Engineers”, Prentice Hall, Sixth
Edition, 2004.
[3] M. N. Islam, “An Introduction to Statistics and Probability”, Book World, Third Edition,
2004.
[4] Walpole, Myers, Myers & Ye, “Probability and Statistics for Engineers and Scientists”,
Pearson Education, Inc. Eighth Edition, 2007.

[email protected] 63
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Eastern University
Faculty of Engineering and technology
Electrical & Electronic Engineering Department
B. Sc. Engineering, Mid Term Examination, Fall
Course Code: STS 301/187; Course Title: Fundamentals of Statistics
Total Time: 01 hour 30 minutes Total marks: 30

NB. 1. Answer any three (03) questions.

2. The right margin indicates the marks associated with each question.

1(a) Define experiment [02]

(b) The probability that a shooter can hit the target is 0.9. If the shooter shoots three times one [02]
after another, what is the probability that, the shooter will have 1 success?

(c) The probability that an American industry will locate in Munich is 0.7. the probability [06]
that it will locate in Brussels is 0.4 and the probability that it will locate in either
Munich or Brussels or both is 0.8. What is the probability that the industry will locate

i) In both cities
ii) In neither cities.

2 Two refills for a ball point pen are selected at random for a box that contains 3 blue, 2 red [10]
and 3 green refills. If X is the number of blue refills and Y is the number of red refills
selected .Find
i) The joint probability function f ( x, y ) .
ii) P[( X , Y )  A] where A is the region { ( x, y ) : x  y  1} }

3(a) The life span in hours of an electronic component is a random variable with cumulative [06]
1  e  x 50 , x  0
distribution function F ( x )  
0, otherwise
Determine the probability distribution function
Determine the probability that the life span of such a component will exceed 70 hours.
(b) The probability that a certain kind of component will survive a given shock test is ¾.Find [04]
the probability that exactly 2 of the next 4 components tested survive?

4(a) A certain machine makes electrical resistors having a mean resistance of 40 ohms and a [04]
standard deviation of 2 ohms. Assuming that the resistance follows a normal distribution
and can be measured to any degree of accuracy, wht percentage of resistors will have a
resistance exceeding 43 ohms?

[email protected] 64
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

(b) 10 is the average no. of oil tankers arriving each day at a certain port city. The facilities at [04]
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?

(c) Define Poisson distribution. [02]

Eastern University
Faculty of Engineering and technology
Electrical & Electronic Engineering Department
B. Sc. Engineering, Final Examination, Fall
Course Code: STS 301/187; Course Title: Fundamentals of Statistics
Total Time: 2.0 hrs Total marks: 40

NB. 1. Answer any four (04) questions.

2. The right margin indicates the marks associated with each question.

1(a) [03]
In a manufacturing process where glass products are produced defects or bubbles occurs. It is
known that, on average, 1 in every thousand of these items produced has one or more bubbles
.What is the probability that a random sample of 8000 will yield fewer than 7 items possessing
bubbles?

(b) Write down relationship to the poisson and exponential distribution [03]

(c) A lot containing 7 components is sampled by a quality inspector; the lot contains 4 good [04]
components and 3 defective components. A sample of 3 is taken by the inspector. Find the
expected value of the number of good components in this sample.

2 [10]
Y Marginal X
1 2 3 4
1 0.02 0.04 0.06 0.08 0.2
X
2 0.03 0.06 0.09 0.12 0.3
3 0.05 0.10 0.15 0.20 0.5
Marginal Y 0.10 0.20 0.30 0.40 1.0
Find  ?

[email protected] 65
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

3(a) Compute the standard deviation for the following frequency distribution: [05]
Class 0-4 4-8 8-12 12-16
interval
Frequency 4 8 2 1
(b) Draw the line. Find the regression line of y on x for the following data: [05]
X 1 3 4 6 8 9 11 14
Y 1 2 4 4 5 7 8 9
Estimate the value of y when x = 10.

4(a) An electrical firm manufactures light bulbs that have a length of life that is approximately [05]
normally distributed, with mean 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?

(b) The contents of 7 similar containers of acid are 10.2, 9.8, 10.4, 9.8, 10.0, 10.2, 9.6 liters. Find [05]
a 95% confidence interval for the mean of all such containers assuming an approximate
normal distribution.

5 A fabric manufacturers believes that the proportion of orders for raw material arriving late is [10]
p=0.6. If a random sample of 50 orders are selected and the critical region is defined to be x 
24, where x is the number of orders in the sample that arrived late. The hypothesis that p=0.6
should be rejected in favor of the alternative p < 0.6. Use the normal distribution,
i. Find the probability of commuting a type I error if the true proportion is p = 0.6.
ii. Find the probability of commuting a type II error for the alternative = 0.3.

Eastern University
Faculty of Engineering and Technology
Quiz-1, Fall-
Course Name: Fundamentals of Statistics
Course No. STS- 301/187(Evening)

Total Time: 20 minutes Total marks: 20

Name:
ID:

[Answer all the following questions. Right margin indicates the full marks.]

1. Define relative frequency. [05]

2. Toss a pair of true dice and observe the “up” faces, write down the sample [10]
space.
3. Write down the event that the figure on the first divides that on the second dice [05]
from the above sample space (Q-2).

[email protected] 66
 Dr. Amena Ferdousi
B.Sc, M.S. In Applied Math (DU), M.Phil (BUET)
PhD, University of Padova, Italy
Associate professor, Mathematics
Faculty of Engineering &Technology

Eastern University
Faculty of Engineering and Technology
Quiz-2, Fall
Course Name: Fundamentals of statistics
Course No. STS- 301/187
Total Time: 15 minutes Total marks: 20
[Answer all the following questions. Right margin indicates the full marks.]

1. A person starts journey from A and reaches to one of the destinations shown on [20]
the extreme right of the figure below. At any branching point where there is
more than one option, the person chooses one of the paths at random. The
probabilities of choosing a path at a branching point are shown by the side of
the path.
Answer the questions that follow considering that a journey always begins at
A and ends at one of the points T, U, V, X, Y, and Z.
I). Calculate probabilities reaching to each destination..
II). Suppose that in a particular journey the person has reached to X. What is
the probability that he followed the path through C?

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