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CE 605 Lecture 14

This document summarizes a lecture on applied statistics that covers expectation, moments, and binomial distribution. It defines expectation and moments for discrete and continuous random variables, and provides formulas to calculate the mean, variance, skewness, and kurtosis. It also discusses how expectation, variance, and other moments change when a random variable is modified by constants or other random variables. Finally, it includes examples of calculating the mean and variance of random variables from their probability mass functions.

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30 views16 pages

CE 605 Lecture 14

This document summarizes a lecture on applied statistics that covers expectation, moments, and binomial distribution. It defines expectation and moments for discrete and continuous random variables, and provides formulas to calculate the mean, variance, skewness, and kurtosis. It also discusses how expectation, variance, and other moments change when a random variable is modified by constants or other random variables. Finally, it includes examples of calculating the mean and variance of random variables from their probability mass functions.

Uploaded by

chaliseram23
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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CE 605

Applied Statistics

Lecture 14
Bellie Sivakumar
Email: [email protected]
Previously…

• Project 2 (Correlation and connection)

 Complex network theory


 Measures and methods
 MATLAB demonstration

2
Today…

• Probability Distributions

 Expectation and Moments (Basics)

 Binomial Distribution

3
EXPECTATION (POPULATION)

• Consider a random variable X

• Expectation (or Expected Value) of X, E(X)


 the first moment about the origin

• Discrete:

• Continuous:

4
EXPECTATION

• Any function of X, say g(X), is also a random variable

• Expectation (or Expected Value) of g(X), E(g(X)), is

• Discrete:

• Continuous:

5
FOR FIRST MOMENT (MEAN)

• Discrete:

• Continuous:
FOR SECOND MOMENT (VARIANCE)

• Discrete:

• Continuous:

• Variance can be written as:

• Coefficient of variation:
FOR THIRD MOMENT (SKEWNESS)

• Discrete:

• Continuous:

• Skewness can be written as:

• Coefficient of Skewness:
FOR FOURTH MOMENT (KURTOSIS)

• Discrete:

• Continuous:

• Kurtosis can be written as:

• Coefficient of Kurtosis:
POPULLATION PARAMETERS AND SAMPLE STATISTICS
EXPECTATION
• Expectation of a constant is the same as that constant:

• Expectation of a modified random variable obtained by multiplying


with a constant is equal to the product of the constant and the
expectation of the original variable

• Expectation of a random variable obtained by addition/subtraction of


two random variables is equal to the sum/difference of their
individual expectations

11
VARIANCE
• Variance of a constant is zero:

• Variance of a modified random variable obtained by multiplying with a


constant is equal to the product of the square of the constant and
the variance of the original variable

• Variance of a modified random variable obtained by multiplying with a


constant (a) and addition to another constant (b) is equal to the product of
the square of the constant a and variance of the original random variable

12
In class exercise

Question:

The number of earthquakes per year and its probability mass


function (pmf) obtained from the historical data in an earthquake-
prone region are as follows:

X 0 1 2 3 4
Pmf 0.15 0.30 0.25 0.20 0.10
(pX( )

Determine the mean and variance of the number of earthquakes in


the region in a year.

13
Solution:

Mean of number of earthquakes per year

= 0 x 0.15 + 1 x 0.30 + 2 x 0.25 + 3 x 0.20 + 4 x 0.10


= 0 + 0.3 + 0.5 + 0.6 + 0.4 = 1.8

Variance of number of earthquakes per year

= [0 + 0.3 + 1.0 + 1.8 + 1.6] – 3.24 = 4.7 – 3.24 = 1.46


In class exercise

Question:

The number of accidents per month and its probability mass function
obtained from historical data in a town are as follows:

X 0 1 2 3 4 5 6
Pmf 0.05 0.40 0.20 0.15 0.10 0.05 0.05
(pX( )

Determine the mean and variance of the number of accidents in the


town in a month.

15
THANK YOU!

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