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Stat Notes

The document covers fundamental concepts in probability distributions, including discrete random variables, normal distribution, sampling distribution of sample means, and parameter estimation. It explains key components such as probability mass functions, expected values, and the importance of sampling methods for making statistical inferences. Additionally, it highlights the significance of normal distribution in statistics and the conditions for using Z-tests and t-tests in hypothesis testing.

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emeteriodanica6
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19 views5 pages

Stat Notes

The document covers fundamental concepts in probability distributions, including discrete random variables, normal distribution, sampling distribution of sample means, and parameter estimation. It explains key components such as probability mass functions, expected values, and the importance of sampling methods for making statistical inferences. Additionally, it highlights the significance of normal distribution in statistics and the conditions for using Z-tests and t-tests in hypothesis testing.

Uploaded by

emeteriodanica6
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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I.

Probability Distribution of Discrete Random Variables

A probability distribution describes how probabilities are assigned to different values of a


discrete random variable. It consists of:

1. Probability Mass Function (PMF) – A function that gives the probability of each
possible value of a discrete RV. It satisfies:

2. Cumulative Distribution Function (CDF) – A function that gives the probability that
the random variable is less than or equal to a certain value:

3. Expected Value (Mean) – The average value of the random variable (see formula on
your notes)

4. Variance and Standard Deviation – Measures the spread of the value of random
variables (see formula on your notes)

These concepts are fundamental in probability theory and statistical analysis, providing a
framework for modeling real-world discrete random processes.

II. Normal Distribution

The normal distribution, also known as the Gaussian distribution, is a continuous


probability distribution that is symmetric and bell-shaped. It describes many natural
phenomena, such as heights, test scores, and measurement errors.

Characteristics
1. Symmetric Shape – The distribution is perfectly symmetric around the mean (μ\muμ).
2. Mean, Median, and Mode are Equal – The highest point of the curve is at the mean.
3. Defined by Two Parameters:
o Mean (μ) – Determines the center of the distribution.
o Standard Deviation (σ) – Determines the spread or width of the distribution.
4. Total Probability Equals 1 – The area under the curve sums to 1.
5. Follows the Empirical Rule (68-95-99.7 Rule):

Probability Density Function (PDF)


The normal distribution is represented by the function:
Standard Normal Distribution

A normal distribution with mean = 0 and standard deviation = 1 is called the


standard normal distribution. It is denoted as:

where Z represents the standard normal variable (Z-score)

Applications
• Statistics & Hypothesis Testing (e.g., Z-tests, confidence intervals)
• Quality Control (e.g., process variation analysis)
• Natural and Social Sciences (e.g., IQ scores, financial models)

The normal distribution is fundamental in probability and statistics, forming the basis for
many inferential statistical methods.

III. Sampling Distribution of the Sample Means


Sampling is the process of selecting a subset (sample) from a larger population to make
statistical inferences about the whole population. It is used when studying the entire
population is impractical or too costly.
Types of Sampling
1. Probability Sampling (Random Selection – Every element has a known chance of being
selected)
o Simple Random Sampling (SRS) – Every member has an equal chance of
selection.
o Stratified Sampling – Population is divided into groups (strata), and samples
are drawn from each group proportionally.
o Systematic Sampling – Every kth member is selected from an ordered list.
o Cluster Sampling – Population is divided into clusters, and entire clusters are
randomly selected.
o Multistage Sampling – Combines multiple sampling methods (e.g., clusters
selected first, then random samples from each).
2. Non-Probability Sampling (Non-Random Selection – Some elements have no chance of
being selected)
o Convenience Sampling – Selecting the most accessible individuals.
o Judgmental Sampling – The researcher selects participants based on expertise.
o Quota Sampling – Sampling based on specific characteristics (e.g., 50 males
and 50 females).
o Snowball Sampling – Existing subjects recruit other participants (common in
hard-to-reach populations).
Sampling Concepts
• Sample Size – Larger samples reduce sampling error and improve reliability.
• Sampling Bias – Occurs when the sample does not accurately represent the population.
• Margin of Error – Measures the uncertainty in the sample estimate.
Importance of Sampling
• Saves time and resources.
• Allows for statistical inference about a population.
• Essential in research, surveys, and quality control.
Sampling is a crucial technique in statistics, ensuring that conclusions drawn from a sample
can be generalized to the entire population.
The sampling distribution of the sample mean refers to the probability distribution of
all possible sample means 𝑋̅ from a given population when repeatedly sampling with a fixed
sample size (n). It helps in making inferences about the population mean (μ).

Key Properties
1. Mean of the Sampling Distribution
The mean of the sampling distribution is equal to the population mean.

2. Standard Deviation of the Sampling Distribution (Standard Error)

The standard deviation of the sampling distribution is called the standard error (SE)

3. Central Limit Theorem (CLT)

- Regardless of the population's shape, if the sample size n is large (n≥30), the sampling
distribution of the sample mean will be approximately normal.

- If the population itself is normally distributed, then the sampling distribution of the
mean is also normal for any sample size.

Importance of Sampling Distribution of the Mean


• Used in hypothesis testing (e.g., Z-tests and t-tests).
• Helps construct confidence intervals for population mean estimation.
• Provides a foundation for inferential statistics.
By understanding the sampling distribution of the sample mean, researchers can make
accurate and reliable conclusions about a population using sample data.

IV. Estimation of Parameters

Estimation of parameters is the process of using sample data to determine the unknown
values of population parameters, such as the mean (μ\muμ) or standard deviation (σ\sigmaσ).
It is a key concept in inferential statistics.

Types of Estimation
1. Point Estimation – Provides a single value as an estimate of a population parameter.
2. Interval Estimation – Provides a range of values (confidence interval) that is likely to
contain the population parameter.

- Example: A 95% confidence interval for μ means we are 95% confident that the true
population mean lies within the interval.

- Formula for confidence interval for the mean (when σ is known):

Properties of a Good Estimator

• Unbiasedness – The expected value of the estimator equals the true parameter value.
• Consistency – The estimator becomes more accurate as sample size increases.
• Efficiency – The estimator has the smallest variance among all unbiased estimators.
• Sufficiency – The estimator uses all available information from the sample.

Importance of Parameter Estimation

• Used in hypothesis testing, decision-making, and forecasting.


• Provides insights into population characteristics using limited data.
• Helps construct confidence intervals and assess the reliability of statistical results.

Parameter estimation is fundamental to statistical analysis, allowing researchers to


infer population characteristics from sample data.

Conditions for Using Z-Test and t-Test

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