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Analysis Study

The document discusses various statistical analyses, including the calculation of transitional probability matrices for signal recognition, market analysis of detergent usage, and statistical measures for compressive strength data. It also covers probability calculations for reaction times and binomial distribution outcomes from coin tosses. Each section provides detailed solutions to the posed problems, including mean, variance, and steady state probabilities.

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Gift Usikpedo
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0% found this document useful (0 votes)
9 views10 pages

Analysis Study

The document discusses various statistical analyses, including the calculation of transitional probability matrices for signal recognition, market analysis of detergent usage, and statistical measures for compressive strength data. It also covers probability calculations for reaction times and binomial distribution outcomes from coin tosses. Each section provides detailed solutions to the posed problems, including mean, variance, and steady state probabilities.

Uploaded by

Gift Usikpedo
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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{Section A}

[1a]
An Engineer analyzing a series of digital signals
generated by a testing system observes that only
one out of ten highly distorted signals follow a
highly a distorted signal with no recognizable
signal between, whereas 20 out of 25 recognizable
with no highly distorted signal between
Given that any highly distorted signals are not
recognizable, Find the transitional probability
matrix and determine the fraction of signals that
are highly distorted
Solution
Let x be the recognizable signal
Let y be the highly distorted signal

20 5
[𝑥 𝑦] &25 25, = [𝑥 𝑦]
9 1
10 10
! #

Transitional Probability Matrix = . "$ "


#/
#% #%

20 9
𝑥+ 𝑦=𝑥
25 10
5 1
𝑥+ 𝑦 =𝑦
25 10
9 20
𝑦=𝑥− 𝑥
10 25
9 1
𝑦= 𝑥
10 5
10𝑥
45𝑦 =
45
2
𝑦= 𝑥
9

𝑥+𝑦 =1
2
𝑥+ 𝑥=1
9
11
𝑥=1
9
9
𝑥=
11
2 9
𝑦= ×
9 11
2
𝑦=
11
9 2
4 5
11 11

[1b]
A market analysis by Unilever Nigeria PLC
indicated that 30% of customers using powdered
detergent had switched to liquid detergent 1 year
later, while the rest were still using powder. Only
10% of liquid detergent 1 year later, with the rest
still using liquid.

• Calculate the steady state probability


distribution vector
• Suppose that 70% of consumers are now
using powdered detergent, while the other
30% are using liquid. What will be the
distribution 1 year from now?
• Suppose that a consumer is now using
powdered detergent. What are the
probabilities that the consumer will be using
powdered or liquid detergent 2 years from
now?
Solution
Let x be the people using powder
Let y be the people using liquid

[𝑥 𝑦] 60.7 0.3: = [𝑥 𝑦]
0.1 1
0.7𝑥 + 0.1𝑦 = 𝑥
0.3𝑥 + 0.9𝑦 = 𝑦
0.1𝑦 = 𝑥 − 0.7𝑥
0.1𝑦 = 0.3𝑥
0.3𝑥
𝑦=
0.1
𝑦 = 3𝑥

𝑥+𝑦 =1
𝑥 + 3𝑥 = 1
4𝑥 = 1
1
𝑥=
4
1 3
𝑦=3 × =
4 4
1 3
4 5
4 4

[0.7 0.3] 60.7 0.3


:
0.1 0.9
(0.7 × 0.7) + (0.3 × 0.1) = 0.52
(0.7 × 0.3) + (0.3 × 0.9) = 0.48
[0.52 0.48] After 1 year

[0.52 0.48] 60.7 0.3


:
0.1 0.9
(0.52 × 0.7) + (0.48 × 0.1) = 0.412
(0.52 × 0.3) + (0.48 × 0.9) = 0.588
[0.412 0.588] 60.7 0.3
:
0.1 0.9
(0.412 × 0.7) + (0.588 × 0.1) = 0.3472
(0.412 × 0.3) + (0.588 × 0.9) = 0.6528
[0.3472 0.6528] After 2 years

[2]
Concrete compressive test result of density of
strange data are given below

Density 2734 2452 2864 2144 2456 2436


Compressive 61.9 64.7 58.9 60.9 61.5 67.2
strength

• Find the mean, median, mode, range, variance,


standard deviation, first quantile and 50th
percentile

• Determine the correlation coefficient


Regression lines

Solution
Let Density be x
Let Compressive strength be y

For Density(x)
∑𝑥 2734 + 2452 + 2864 + 2144 + 2456 + 2436
𝑚𝑒𝑎𝑛, 𝑥̅ = =
𝑛 6
15086
= = 2514.3333
6
Median
2144, 2436, 2452, 2456, 2734, 2864
2452 + 2456
= 2454
2
No Mode

Range = 2864 - 2144 = 720

First quantile
6
= 1.5
4
2144 + 2436
= 2290
2
50th Percentile
2452 + 2456
= 2454
2

For compressive Strength (y)


∑𝑦 61.9 + 64.7 + 58.9 + 60.9 + 61.5 + 67.2
𝑚𝑒𝑎𝑛, 𝑦F = =
𝑛 6
375.5
= = 62.5167
6

Median
58.9, 60.9, 61.5, 61.9, 64.7, 67.2
61.5 + 61.9
= 61.7
2

No mode

Range = 67.2 - 58.9 = 8.3

First quantile
6
= 1.5
4
58.9 + 60.9
= 59.9
2
50th percentile
61.5 + 61.9
= 61.7
2

𝑥 𝑦 𝑋 = 𝑥 − 𝑥̅ 𝑌 = 𝑦 − 𝑦F 𝑋& 𝑌& 𝑋𝑌

2734 61.9 219.6667 -0.6167 48253.4591 0.3803 -135.4685

2452 64.7 -62.3333 2.1833 3885.4403 4.7668 -136.0923


2864 58.9 349.6667 -3.6167 122266.8011 13.0805 -1264.6396

2144 60.9 - -1.6167 137146.7531 2.6137 598.7178


370.3333
2456 61.5 -58.3333 -1.0167 3402.7739 1.0337 59.3075

2436 67.2 -78.3333 4.6833 6136.1059 21.9333 -366.8583


Sum 321091.3334 43.8083 -1245.0334

Coefficient of correlation
∑ 𝑋𝑌 −1245.0334
𝑟= = = −0.3320
J∑ 𝑋 . ∑ 𝑌
& & √ 321091.3334 × 43.8083
The regression coefficient of y on x is
∑ 𝑋𝑌 1245.0334
= − = −0.0039
∑ 𝑋& 321091.3334
The regression coefficient of x on y is
∑ 𝑋𝑌 1245.0334
= − = −28.4200
∑ 𝑌& 43.8083
The equation of the line of regression of y on x
∑ 𝑋𝑌
𝑦 − 𝑦F = (𝑥 − 𝑥̅ )
∑ 𝑋&
𝑦 − 62.5127 = −0.0039(𝑥 − 2514.3333)
𝑦 = 62.5127 − 0.0039𝑥 + 9.8059
𝑦 = −0.0039𝑥 + 72.3186

The equation of the line of regression of x on y

∑ 𝑋𝑌
𝑥 − 𝑥̅ = (𝑦 − 𝑦F)
∑ 𝑌&
𝑥 − 2514.3333 = − 28.4200(𝑦 − 62.5127)
𝑥 = 2514.3333 − 28.4200𝑦 + 1776.6109
𝑥 = −28.4200𝑦 + 4290.9442

[4]
The time it takes a driver to react to the brake
light of a decelerating vehicle is critical to avoid
near end collision. This can be modelled with a
normal distribution with the mean value of 1.25s,
standard deviation of 0.46s What is the
probability that the reaction time is between 1s
and 1.75s
Solution
Mean = 1.25 S.D. = 0.46
𝑎−𝜇 𝑏−𝜇
𝑃(𝑎 ≤ 𝑥 ≤ 𝑏) = 𝑃 c ≤𝑍≤ g
𝜎 𝜎
1 − 1.25 1.75 − 1.25
𝑃(1 ≤ 𝑥 ≤ 1.75) = 𝑃 c ≤𝑍≤ g
0.46 0.46
𝑃(−0.5435 ≤ 𝑍 ≤ 1.0870)
𝑃(−0.5455 ≤ 𝑍 ≤ 0) + 𝑃 (0 ≤ 𝑍 ≤ 1.0870)
𝑃(0 ≤ 𝑍 ≤ 0.5455) + 𝑃(0 ≤ 𝑍 ≤ 1.0870)
𝑃(0 ≤ 𝑍 ≤ 0.5) + 𝑃(0 ≤ 𝑍 ≤ 1.09)
0.2054 + 0.3621
0.5675
[5]
A coin is thrown ten times. What is the
probability head will appear
At least 7 times
At most 4 times
Find the mean, variance and standard deviation of
the entire trial using binomial distribution

Solution
1 1
𝑛 = 10 𝑝 = 𝑞=
2 2
% #%
1 1
𝑃(𝑋 = 0) = #% 𝐶% × × = 0.0010
2 2
#%
1# 1$
𝑃(𝑋 = 1) = 𝐶# × × = 0.0098
2 2
&
#%
1 1'
𝑃(𝑋 = 2) = 𝐶& × × = 0.0439
2 2
( )
1 1
𝑃(𝑋 = 3) = #% 𝐶( × × = 0.1172
2 2
! *
1 1
𝑃(𝑋 = 4) = #% 𝐶! × × = 0.2051
2 2
" "
1 1
𝑃(𝑋 = 5) = #% 𝐶" × × = 0.2461
2 2
* !
1 1
𝑃(𝑋 = 6) = #% 𝐶* × × = 0.2051
2 2
) (
1 1
𝑃(𝑋 = 7) = #% 𝐶) × × = 0.1172
2 2
#%
1' 1&
𝑃(𝑋 = 8) = 𝐶' × × = 0.0439
2 2
#%
1$ 1#
𝑃(𝑋 = 9) = 𝐶$ × × = 0.0098
2 2
#%
#%
1 1%
𝑃(𝑋 = 10) = 𝐶#% × × = 0.0010
2 2
At least 7 times
𝑃(𝑋 ≥ 7) = 𝑃(𝑋 = 7) + 𝑃(𝑋 = 8) + 𝑃(𝑋 = 9) + 𝑃(𝑋 = 10)
= 0.1172 + 0.0439 + 0.0098 + 0.0010 = 0.1719

At most 4 times
P(X ≤ 4) = P(X = 0) + P(X = 1) + P(X = 2) +P(X = 3) +
P(X = 4)
= 0.0010 +0.0098 + 0.0439 + 0.1172 +0.2051 = 0.377

𝑥 0 1 2 3 4 5 6 7 8 9 10

P(X = x) 0.0010 0.0098 0.0439 0.1172 0.2051 0.2461 0.2051 0.1172 0.0439 0.0098 0.0010

𝑥𝑃(𝑋 = 𝑥) 0 0.0098 0.0878 0.3516 0.8204 1.2305 1.2306 0.8204 0.3512 0.0882 0.0100

(𝑥-𝜇) -5 -4 -3 -2 -1 0 1 2 3 4 5

(𝑥 − 𝜇)! 25 16 9 4 1 0 1 4 9 16 25

(𝑥 − 𝜇)! 𝑃 0.0250 0.1568 0.3951 0.4688 0.2051 0 0.2051 0.4688 0.3951 0.1568 0.0250

𝑚𝑒𝑎𝑛 𝜇 = m 𝑥𝑃(𝑋 = 𝑥) = 5.0005

𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 𝜎 & = m(𝑥 − 𝜇)& 𝑃(𝑋 = 𝑥) = 2.5016


𝑆. 𝐷 𝜎 = J𝜎 & = √2.5016 = 1.5816

[6]
It is estimated that 60% of emails are spam
emails. Some software has been applied to filter
these spam emails before they reach your inbox. A
certain brand of software claims that it can
detect 99% of spam emails, and the probability
for a false positive (a non-spam email is detected
as spam) is 5%. Now if an email is detected as
spam, then what is the probability that it is in
fact a non-spam email?

Solution
Define events
A = event that an email is detected as spam
B = Event that an email is spam
B' = event that an email is not spam

Given
𝑃(𝐵) = 60% = 0.6
𝑃(𝐵+ ) = 40% = 0.4
𝑃(𝐴|𝐵) = 99% = 0.99
𝑃(𝐴|𝐵+ ) = 5% = 0.05
+
𝑃(𝐴|𝐵+ )𝑃(𝐵′)
𝑃(𝐵 |𝐴) =
𝑃(𝐴|𝐵+ )𝑃(𝐵+ ) + 𝑃(𝐴|𝐵)𝑃(𝐵)

0.05 × 0.4
𝑃(𝐵+ |𝐴) = = 0.033
0.05 × 0.4 + 0.99 × 0.6

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