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Probability and Statistics Examples:

1. Discrete Probability Distribution: Calculate the probability of rolling a sum of 7 with two fair dice.
6 1
Answer: 36 = 6
2. Binomial Distribution: If a coin is flipped 10 times, what is the probability of getting exactly 4
heads?
10 1 4 1 6
Answer: ( 4 ) ( 2 )
​ ​ (2)
​ = 0.205
3. Normal Distribution: Find the z-score for a value of 120 in a normally distributed dataset with a
mean of 100 and a standard deviation of 15.
120−100
Answer: z = 15
​ = 1.33
4. Conditional Probability: If P (A) = 0.3 and P (B∣A) = 0.5, find P (A ∩ B).
Answer: P (A ∩ B) = P (B∣A) ⋅ P (A) = 0.5 ⋅ 0.3 = 0.15
5. Poisson Distribution: Calculate the probability of observing exactly 3 events in a Poisson
distribution with a mean of 2.
3 −2
Answer: 2 3!e ​
≈ 0.180
6. Geometric Distribution: What is the probability that the first success occurs on the 5th trial if the
success probability is 0.2?
Answer: (1 − 0.2)4 ⋅ 0.2 = 0.0819
7. Expected Value: Compute the expected value of a random variable X where X takes values 1, 2,
and 3 with probabilities 0.2, 0.5, and 0.3 respectively.
Answer: E(X) = (1 ⋅ 0.2) + (2 ⋅ 0.5) + (3 ⋅ 0.3) = 2.1
8. Variance and Standard Deviation: For a random variable with values 4, 6, 8, and 10 with
probabilities 0.1, 0.3, 0.4, and 0.2, respectively, calculate the variance.
Answer: Variance = 5.6 and Standard Deviation = 5.6 ≈ 2.37
​

9. Central Limit Theorem: If the mean of a population is 50 and the standard deviation is 8, find the
mean and standard deviation of the sampling distribution of the sample mean for a sample size of
25.
Answer: Mean = 50, Standard Deviation = 8 = 1.6
25
10. Confidence Interval: Construct a 95% confidence interval for a sample mean of 30 with a sample
standard deviation of 4 and a sample size of 25.
Answer: [30 − 1.96 ⋅ 425 , 30 + 1.96 ⋅ 425 ]​ ​
= [28.44, 31.56]
11. Hypothesis Testing: Test if a sample mean of 55 from a sample size of 40 is significantly different
from a population mean of 50 at a 0.05 significance level, assuming a population standard
deviation of 10.

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55−50
Answer: Calculate z-value: ≈ 3.16. Compare with critical value ±1.96. Reject null
10/ 40
​

hypothesis.
12. Chi-Square Test: Perform a chi-square test for independence with the following contingency table:
css

| | A | B | Total | |---------|---|---|-------| | X | 10| 20| 30 | | Y | 20| 10| 30 |

| Total | 30| 30| 60 |

Answer: χ2 = 4.00, compare with critical value from χ2 distribution table.

13. T-Test for Means: Determine whether there is a significant difference between the means of two
independent samples with the following data: Sample 1: n1 = 30, x ˉ 1 = 20, s1 = 5; Sample 2: ​ ​ ​

n2 = 30, xˉ 2 = 22, s2 = 5.
​ ​ ​

xˉ 1 −xˉ 2
Answer: Calculate t-value: ≈ −1.78. Compare with critical value from t-distribution
​

s2 s2
1 + n2
n1 2

table.
14. ANOVA: Conduct a one-way ANOVA for the following sample means and variances: Copy code

mathematica

Group 1: Mean = 5, Variance = 2, n = 10 Group 2: Mean = 6, Variance = 2.5, n = 10

Group 3: Mean = 7, Variance = 3, n = 10

Answer: Compute F-ratio and compare with critical value from F-distribution table.
15. Regression Analysis: Given the regression equation Y = 3 + 2X , predict Y when X = 4.
Answer: Y = 3 + 2 ⋅ 4 = 11
16. Correlation Coefficient: Calculate the correlation coefficient if the covariance between two
variables is 20 and the standard deviations are 4 and 5.
20
Answer: ρ = 4⋅5 ​ =1
17. Logistic Regression: Interpret the logistic regression coefficient if the coefficient for variable X is
0.5.
Answer: A one-unit increase in X increases the log-odds of the outcome by 0.5.
18. Probability of Multiple Events: Compute the probability of drawing 2 aces in a row from a
standard deck of 52 cards, without replacement.
4 3
Answer: 52 ⋅ 51
​ ≈ 0.0045
19. Bayes' Theorem: Given P (A) = 0.4, P (B) = 0.5, and P (A∣B) = 0.3, find P (B∣A).
P (A∣B)⋅P (B) 0.3⋅0.5
Answer: P (B∣A) = P (A) = 0.4
​ = 0.375

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20. Discrete Uniform Distribution: If a random variable X follows a discrete uniform distribution from
1 to 10, what is the probability that X is less than 5?
4
Answer: 10 = 0.4
21. Continuous Uniform Distribution: For a continuous uniform distribution from 2 to 8, find the
probability that X is between 4 and 6.
6−4
Answer: 8−2 ​ = 0.333
22. Exponential Distribution: What is the probability that an event occurs after 3 units of time if the
average rate of occurrence is 2 per unit time?
Answer: P (X > 3) = e−2⋅3 ≈ 0.0498
23. Hypergeometric Distribution: Calculate the probability of drawing 3 red balls from a box of 10
red and 15 blue balls if 5 balls are drawn.
(103 )(152 )
Answer: Use hypergeometric formula: ≈ 0.271
​ ​

(255 )
​

24. Chi-Square Goodness of Fit: Test if a sample with frequencies [20, 30, 50] fits the expected
frequencies [25, 25, 50] at a 0.05 significance level.
Answer: Calculate χ2 and compare with critical value from χ2 table.
25. Sampling Distribution: For a population mean of 100 and a sample size of 16, find the standard
error of the mean if the population standard deviation is 20.
Answer: Standard Error = 20 =5
16

26. Moment Generating Function: Find the moment generating function for a random variable X
that follows a normal distribution N (μ, σ 2 ).
Answer: MX (t)​ = exp(μt + 21 σ 2 t2 )
​

27. Poisson Process: If the average number of events per hour is 4, find the probability of observing
exactly 2 events in 30 minutes.
22 e−2
Answer: Use λ = 2 and Poisson formula: 2!
​
≈ 0.2707
28. Order Statistics: Find the expected value of the second smallest value in a sample of size 4 from a
uniform distribution [0,1].
2
Answer: E[X(2) ] ​ = 5
29. Empirical Rule: For a normal distribution, what percentage of data falls within 2 standard
deviations of the mean?
Answer: Approximately 95%
30. Kurtosis: If a dataset has a kurtosis of 3, what is the distribution shape compared to a normal
distribution?
Answer: The dataset has the same kurtosis as a normal distribution, indicating normality.
31. Skewness: If the skewness of a distribution is -0.5, describe the shape of the distribution.
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Answer: The distribution is negatively skewed (left-skewed).

E[X]
32. Markov's Inequality: Apply Markov's inequality to a random variable X with P (X ≥ a) ≤ a .
10
Answer: If E[X] = 10 and a = 15, P (X ≥ 15) ≤ 15
​ = 0.667
33. Chebyshev's Inequality: Apply Chebyshev's inequality to a random variable with mean 50 and
standard deviation 5 to find the probability that it is within 15 units of the mean.
52 25
Answer: P (∣X − 50∣ ≥ 15) ≤ 152
​
= 225
​
= 0.111
34. Gumbel Distribution: Find the cumulative distribution function of a Gumbel distribution with
location parameter μ and scale parameter β .
Answer: F (x) = exp(− exp(−(x − μ)/β))
35. Mediation Analysis: Explain the concept of mediation in the context of statistical analysis.
Answer: Mediation analysis examines whether the effect of an independent variable on a
dependent variable is mediated through an intermediate variable (mediator).
36. Survival Analysis: What is the Kaplan-Meier estimator used for in survival analysis?
Answer: The Kaplan-Meier estimator estimates the survival function from lifetime data.
37. Principal Component Analysis: Briefly describe what Principal Component Analysis (PCA) is used
for.
Answer: PCA is used for dimensionality reduction by transforming to a new set of variables
(principal components) that explain the maximum variance in the data.
38. Factor Analysis: Explain what factor analysis is used for in statistics.
Answer: Factor analysis is used to identify underlying relationships between variables by
grouping them into factors.
39. Multicollinearity: How is multicollinearity detected in multiple regression analysis?
Answer: Multicollinearity is detected using Variance Inflation Factor (VIF) and correlation
matrices.
40. Bootstrapping: What is bootstrapping in statistical inference?
Answer: Bootstrapping is a resampling technique used to estimate the distribution of a
statistic by repeatedly sampling with replacement from the data.
41. Jackknife Resampling: Describe the jackknife resampling technique and its use.
Answer: Jackknife resampling involves systematically leaving out one observation at a time
from the sample and recalculating the statistic to estimate its variability.
42. Monte Carlo Simulation: What is the purpose of Monte Carlo simulation in statistics?
Answer: Monte Carlo simulation uses random sampling to estimate statistical properties of a
system or process.
43. Moran's I Statistic: Explain the use of Moran's I statistic in spatial statistics.
Answer: Moran's I statistic measures spatial autocorrelation by comparing the value of a
variable at a location with the values at neighboring locations.
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44. Information Criteria: Compare AIC and BIC in model selection.

Answer: AIC (Akaike Information Criterion) and BIC (Bayesian Information Criterion) are used
to compare models, with BIC incorporating a stronger penalty for model complexity.
45. Cox Proportional Hazards Model: What is the Cox Proportional Hazards model used for in
survival analysis?
Answer: The Cox Proportional Hazards model is used to explore the relationship between the
survival time of patients and one or more predictor variables.
46. Heteroscedasticity: How can heteroscedasticity be detected in regression analysis?
Answer: Heteroscedasticity can be detected using residual plots or formal tests such as
Breusch-Pagan test.
47. Lasso Regression: What is Lasso Regression and when is it used?
Answer: Lasso Regression (Least Absolute Shrinkage and Selection Operator) is used for
variable selection and regularization to prevent overfitting by penalizing large coefficients.
48. Ridge Regression: Explain ridge regression and its purpose.
Answer: Ridge regression adds a penalty to the regression coefficients to handle
multicollinearity and reduce model complexity.
49. Decision Trees: What is the role of decision trees in classification problems?
Answer: Decision trees partition the data into subsets based on feature values to classify data
points or predict outcomes.
50. Support Vector Machines: How do Support Vector Machines (SVM) work for classification?
Answer: SVMs find the hyperplane that best separates data points of different classes by
maximizing the margin between them.

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