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Statistics Presentation 5

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14 views49 pages

Statistics Presentation 5

Uploaded by

umut.kose2
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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 Probability

Basic Definitions
 Observation, experiment, event, sample space, tree
diagram…
 Permutation, Probability of an event…

 Conditional Probability
 Independent events,
 Multiplication rule,
 Total Probability
 Baye’s rule…
 Random Variables
 Discrete RV’s
 Continuous RV’s

 Probability Distributions
 Discrete Probability Distributions
(Probability Mass Functions)
 Continuous Probability Distributions
(Probability Density Functions)
 Cumulative Distribution Functions
 Population Mean and Population Variance
 In many situations, it is desirable to assign a numerical value to
each outcome of an experiment. Such an assignment is called a
random variable.

 Suppose that an electrical engineer has on


hand six resistors. Three of them are labeled 10Ω
and the other three are labeled 20Ω. The
engineer wants to connect a 10Ω resistor and a
20Ω resistor in series, to create a resistance of
30Ω. Now suppose that in fact the three resistors
labeled 10Ω have actual resistances of 9Ω, 10Ω,
and 11Ω, and that the three resistors labeled 20Ω
have actual resistances of 19Ω, 20Ω, and 21Ω.
Now what is important to the engineer in this
experiment is the sum of the two resistances,
rather than their individual values. Therefore we
assign to each outcome a number equal to the sum
of the two resistances selected. This assignment,
represented by the letter X, is presented in the
following table.

The function “X”, which assigns a


numerical value to each outcome in
the sample space, is a random
variable.
• We can compute probabilities for random variables
in an obvious way. In the example just presented,
the event X=30 corresponds to the event {(9, 21),
(10, 20), (11, 19)} of the sample space. Therefore
P(X = 30) = P ({(9, 21), (10, 20), (11, 19)}) = 3/9.
 We shall use a capital letter, say “X”, to denote a random variable
and its corresponding small letter, “x” in this case, for one of its values.
 The random variable for which 0 and 1 are chosen to describe the two
possible values is called a Bernoulli random variable.

 There are two important types of random variables, discrete and


continuous.
 Let’s Remember the Continuous & Discrete Type of Data !!!!

 Continuous data, can take any value (within a range).


Ex : A person's height: could be any value , not just certain fixed heights,

 Discrete data can only take certain values.


Ex: the number of students in a class (you can't have half a student).

Discrete data is counted,


Continuous data is measured.
 A random variable is called a discrete random variable if its set of
possible outcomes is countable.
 Sample Space of a discrete random variable must be discrete as well.

 A random variable is called a continuous random variable if its set


of possible outcomes is NOT countable.
 Sample Space of a continuous random variable must be continuous
as well.
X : Temperature of this room.
 ProbabilityDistribution: Table, Graph, or Formula that
describes values a random variable (RV) can take on,
and its corresponding probability (discrete RV) or
density (continuous RV).

 DiscreteProbability Distribution: Assigns probabilities


(masses) to the individual outcomes.

 Continuous Probability Distribution: Assigns density at


individual points, probability of ranges can be obtained
by integrating density function.
p ( x)  0  p( x)  1
x

(in textbook f(x) is used)


Example: A shipment of 20 similar laptop computers to a retail outlet
contains 3 that are defective. If a school makes a random purchase of 2 of
these computers, find the probability distribution for the number of
defectives? (Exercise 3.8 from textbook)
Let X be a random variable whose values x are the possible numbers of
defective computers purchased by the school. Then x can only take the
numbers 0, 1, and 2.
 The probability mass function specifies the probability that a random
variable is equal to a given value. A function called the cumulative
distribution function specifies the probability that a random variable is
less than or equal to a given value. The cumulative distribution function
of the random variable X is the function;

F(x) = P(X ≤ x)
Example: A shipment of 20 similar laptop computers to a retail outlet
contains 3 that are defective. If a school makes a random purchase of 2 of
these computers, find the probability distribution for the number of
defectives? (Exercise 3.8 from textbook)
Let X be a random variable whose values x are the possible numbers of
defective computers purchased by the school. Then x can only take the
numbers 0, 1, and 2.

F(0) = f(0) = 68/95


F(1) = f(0) + f(1) = 68/95 + 51/190
F(2) = f(0) + f(1) +f(2)
 It is often helpful to look at a probability distribution in graphic form.

Probability mass function plot Probability Histogram

Discrete cumulative
distribution function
Population mean…!!!
Example: A certain industrial process is brought down for recalibration
whenever the quality of the items produced falls below specifications. Let
X represent the number of times the process is recalibrated during a week,
and assume that X has the following probability mass function.

Find the mean of X?


4
E ( x)   x   xi p( xi )
i 0

 0(0.35)  1(0.25)  2(0.20)  3(0.15)  4(0.05)


 1.30
 The population variance of a random variable X can be denoted
by  x2 , by V(X), or simply by  . The population variance is given by
2

the formula:

 We also define the population standard deviation to be the square


root of the population variance. We denote the population standard
deviation of a random variable X by  x or simply by  . As with the
mean, we will sometimes drop the word “population,” and simply
refer to the population variance and population standard deviation as
the variance and standard deviation, respectively.
Example:

4
E ( x)   x   xi p( xi )
i 0

 0(0.35)  1(0.25)  2(0.20)  3(0.15)  4(0.05)


 1.30
4
V ( x)     ( xi   x ) 2 p( xi )
2
x
i 0

 (0  1.30) 2 (0.35)  (1  1.30) 2 (0.25)  (2  1.30) 2 (0.20) 


 (3  1.30) 2 (0.15)  (4  1.30) 2 (0.05)
 1.51
Example: Toss a fair coin 3 times and record x the
number of heads. Find population mean and variance?

x p(x) xp(x) (x-)2p(x) 12


0 1/8 0 (-1.5)2(1/8)    xp( x)   1.5
8
1 3/8 3/8 (-0.5)2(3/8)
2 3/8 6/8 (0.5)2(3/8)
3 1/8 3/8 (1.5)2(1/8)
  ( x   ) p( x)
2 2

  .28125  .09375  .09375  .28125  .75


2

  .75  .688
 Probability mass function is used for a value of a discrete RV.
 Probability density function is used for a range of a continuous RV.
 Let X be a continuous random variable with probability density
function f (x).

f ( x)  0 ; for all x  f ( x)dx  1

Example :
 Verify that f(x) is a density function???
 As an immediate consequence of this definition , one can write
the two results:

P(a  X  b)  F (b)  F (a)

dF ( x)
f ( x)  (if the derivative exists.)
dx
Example : For the previous example, find the cumulative distribution
function F(x) and plot it.

Solution:
Example : (Exercise 3.7 from textbook)
Example : (Exercise 3.7 from textbook)
Example : (Exercise 3.36 from textbook)
Example : (Exercise 3.36 from textbook)

x
For 0  x  1, F ( x)  2  (1  t )dt  ( 2t  t )
x
2
 x(2  x)
0
0

1 1 1 5
(a) P( X  )  2   
3 3 3 9
1 1 1 3 1
(b) P( X  )  1   2    1  
2 2 2 4 4
3 1 P (0.5  X  0.75) (1  0.5) 2  (1  0.75) 2 3
(c ) P( X  X  )   
4 2 P ( X  0.5) (1  0.5) 2 4
Example : Refer to previous Example (clearance). Find the mean
clearance and the variance of the clearance.

Solution:
Example : (Exercise 3.3 from textbook)

Solution:
Example : (Exercise 3.8 from textbook)

Solution:
Example : (Exercise 3.23 from textbook)

Solution:
𝑑) 2/3
Example : (Exercise 3.21 from textbook)
Example : (Exercise 3.21 from textbook)

Solution:
Example : (Exercise 3.29 from textbook)
Example : (Exercise 3.29 from textbook)
Solution:
Example :
Solution:
Example :
Solution:

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