Statistics For Machine Learning
Statistics For Machine Learning
Detexministic epeximent
Probabilisthc eipeximeni O1 fRavdom etpeimeot
kntun in
he enact resuH of etptiment (outcome) is not
advan ce
he
eptimeni must be Conducted vnde essential and
identical Condtons.
e Tossing a a r coin wowing adie.
9event:
event The collections of he outcomes pt the vandom Expoi
genestatly denoted
eot a1e called events. the events aie
ete.
D AB,c. .-Dy A Pa ,Aa--- -n
del Df all possible eents in he vandom eipeii
mple Space: he
t is geneially by s 0» o
ment is called Sample Spoce.
Cach element 0f daople Space is calle
d a Sample po
CA n tossing a fais Coin (R 6), dheue are hoo pOssible
Definition of probabily
The-fous &chools of -hougbt on deiniton oB probabl Qre
Mathemaico definition I classical dekinition/piipii probabi
tah stical mpirical |Relative (oaplace
kequenty appoaeb] pesleio
3iornatic| moclesn lcaleulus (kolmo (vonmu sies/
Coodueted consisting of a
sauple ith
oith
tla
nqually likely eeots
events
p gpace
l e 8pace n
bet 'm be.
mutually Srclusive and equally oy hen the
Probabilhty of hoppening of an event RLely
Eent eisdeoted by pCe) and 3gucn
by PCc) c is denttec
exhash ve
PCe)-The np.of savosable no-of
cases to he
T0
event|/ihe
be eveot e Cases
PCc)--PCe)
pCe) +PCe) =1
RmaLs betuoeenoand
is lies
)The phobobility
ben-tbe event ¬
is colled onimpossible Event
)4 PCe) =0 called a ceuloioeven
he event 6is
)4f PCE) =I,fheo
epeyiment is conductecd nhmeg
gtalisticoaf definition: 9 an
then 0 Poriculoty
volues of n) Unde e3se nlial conditons.
(fov tange
eventeis obSeuved Ond is Occuing
o fimes theo probolility for
the event ¬ denoled by PCe)is qiven by
PCe) obseved tiequercy l obsewed Sarmple Seeln) (wher
=
h a
cooelusion is called
Subjechive ôubjechve pecbobilit
pes b pcbabilities
Thewe ae bree fypes of probabilities hose
Morginal 1) oiot ) Concilionol
1 A Ond B ae Qny tuo0 evenls tccai in he Sample Space S
dnod let n and e' ave the Cormptemeol avy eve nls of aod B
teSpechve ly. The occuvence of evenls i e Ymple pore is
PreSent ed be louo
aNgina pvobailty the indviduol evend OCCurence þrobo
S
called monginel probaST4.
Cxomple pA. loto)Inj ple)-0t%l-
Ce)- Chdlo
i PYDbabilty, The probabi hy conrespords o lbe DCeurert
Of movehan One event în the Soople Spac e is colled biot
mck
Crormple P(Ane)=olh; P(nO) CInb P[A°OsS)=-dlo
COional probablily: he
probability -tor oo erent A cu ring
Ofthe bcCuence ot anothey event 8 ohich is already ccuss
Called a Conoliional pobabilty which is denoted bH PlAl8
eNanple pnle)- ola+s)1 PCelp)-ofec); P(sla) =d|tbtd)
Bayes heorern
et ti, ea- En are n
muBually enclusive evenBs Such
ba p C¬i) + 6
and let A be any 0beH event 8uth that PP0
and AcU e heo
P100
-AO Coci)
Cnoc)unoca). (AOeo)
ply pob on B,S
2PCe)P(Aler)
bo6 fae fo machines A. B, c manufactures
in a
heit Oud puf
80 , 30, 50|. of to ta o{
he
boll is dawn
ae defeoclive
a
and 6,31 atbd g:1 Pind he
ranodom ano Pouod lo be deleclive
at
manulaclunes om
hat it is
Probabilties
) Machine B ) Machine c
Machine -
Sel
machine
se-l C,be -lhe eveni of bot om
00
bolt O m Mochine B
e t ¬g be h e even o
PCea) - 30 0 3
Machine-C
eveni of bolt hom
pe be-lhe
60 0.5.
PCes)
>bet9 de-feetive..
006 03
Consideg
p¬«Jp(ale) +P(¢a)pColks)-+ P(¬3)P(ale Jplale
+ (os)(o 3)+ lo s) (oa)
8 ) Co 6)
0.03
P Ceda)
0 6
1DO 10O-0 3
.031
P Ccola) -o 99
)PCCal ) -
D39
Sol
el be the eve politician appoioted as vc
PCe) ->05.
P CCa)0:3busioeJS meo)
PCC)0.a Cacademaciaro)
VC Reseaoch is promolecd.
PCnle)03 p(alea)->o:1 p(olea)->0
P Co) P)P(plei)
PCcp(nle)
0 5 (0.3) + 0.3(0. )+ oa (08)
0.5
acacdemaoian
P obabiliHy lov
an
PCs) Pnla)
P CCalo)-
P (n)
o a)(o)
0 . 304
s1 Colaining i white, aTed
Thede aste 3 bogs
37ed,
and bag coolaining a wbite
3 9aeen balls;
37d baq Conigininq 3 ohite IYed
9veen balls,
balls drawn 4om
a baq chcesen
balls
&qreen ishite and! ved
lound-o be A
hese ase
al andom batl do drauwn
came
had b e
probabity
Jindtbe
T 3R G
P(¬a) =Va.
D3w 1R 3G >PCC3) Y3
>1WaiR> P (AJ¬ ) > C C L
balls
P(Ala) a 3c)
PColea) 3C lCL
PCegla) PCes) (»lea)
PCC)-P (alEi)
Rorclom vasliable
lOssing of o coin a coing
-Ht,47,T4,7
3-,T 1,,0D
,0
R (o1o0
X 0 0 of heads P) Y u Yy
PC) Y
*Tuoo -lypes of Rondorn vatiable
Ofscree andom vaíable
Continuous andom vatiabe.
Prob uctions
Prob Mass-fn:(Pmf)
x -
Dis CYete ev
P ) >p1ob dis fn
a) pob density fn (Pdi)
- C O n t Rv
) fct)=0 vi
) f a )di =|
-C
Dis1n ) P(xs)
of a ce let aeprC.Sepls um of dhe
C1nsoling
-luoo dice flod probabil dstubution -function
dis huburlioo fune tion
8olPolling of a dce
8um of odic e
X 3 6 89 10 11 12
30
)ind value
i) FC)
3 S
0.17
4() 0 0.1 0. 08 o.g 001 0.0a
PCaG)
P1G) p(t-0)+P(i) +P(a)+ Ps)+pCu)-p()
0.81
PCx6) P(6)+P()
=
0.19.
pla)+ P($)t
P(4).
Ploex s) = PC)-+
0.8
PC3)+P(u)
u) = p(o)-+p()+ P(a)+
.
"OX
0.8/.
PCl)-y. 0-1
k-I-plx=1)-P(o)t PC1)
-a p(1a) plo)+PCi)+PLO)-=D.3
3 P Cyea) »plo)+ p()-+?la)4P(a)=0S
ku p (xeu)-KO)Aplu) +Pla)t Pls)+Plu)=0=
etp(1)-Mean*
s0.0
Ox0tx0.1*axO 2 +8*O.a+ux0:3
t6x0-03 +x0.7-Meao
3.uouAy
4f fs a continuous Yandom vaslia ble Kaving
ia ble hoving
li0ns
Probabilry densily -func
Del c
f) c(Ly -8x)
0.u
O
o
iod)cvalue ) PCz1) i) 1
1hat1C) d1
Soluk =)
c Cut-3 d1
8 -
C 38)318
) -S3 (u-a) j o<i<
0.u
O
) PC1a Cux-)d
u2 157
1-l)
Meao -
c() fa)d1
o ¬ (1)- Mean
Cx) d Mean
Cu3-83) di - Mean
Mean
-
0a
Ex>4 1 is a contineouJ aodom vasuiable favy
Bmomial 7 piscorle v
paissinPC1)-(pmi)
unitorm. 7
uNOvmal
Condinu0uS TV
Cpoenflal ca)-(pdf)
P+
Pa P
PCa)=P'(-P)
Birorial oist
nindep tatls.
P Constont.
-X|
PC)-()(-P)-0,12 )
xblop
X00te
olistibuthon=0P
Binomiad
) Mean
aoHiance of
Poisson dislibuiion
X PCA)
PCA)eAX XD,1,9
XNOte
Mean=A
Vaxiance-.
PC1 )tp(8)+Pla)+P1o)
[,StAJ--JEG-IG
=0. +0 0u3t0.b09+ 0.000
)PCexacily 6t)-PCx=6)
-0.205 1J.
xout of 80o faeilies ofib Sehildsens eoch
ldu
maoy oadd exact to have
38oys )5ts )cithe &01 88 v Atleooto
5 Su
ane cqual piobahdItIes -lov Boys ond9
m e
PC-()';0.1.2,3-
) Px3)-53) (
1NO Di-amilies hbal 38 oMe =0:31 X 800
ay96
250familics
0
0.031
000 Samilies Hbat 5 ae = 0.031 x 800.
.a5 famties
)PCx-a)-1p(x-3) 3
T + [3)HT
>0-695
' 00 0f tamtlie s
0.Gas x800
=S00
-PC1z)
-PCx=0)
32
3 32
0.168
D968 800
)PC) ")pC12a),
let Mean 16
Sol vauianc e = 8
XblD,P)
PCAD-(D) 0 , l u - n.
Mean 6- DP
(o.s)=-16 hp 8
o9-8
-0S-0 S
) P(1=1)
1-PC11)
PC1 o
1-3%C b.s (os)
-Co s) 099
) P(1 a) -
1-PCxea)
-PCt-o) +P(x=i)+P-)
1-fCo.5+ (,)(os(o s+ [Yoio
0999
induclffe a bad
F Abe probabi lity AbaB an
0 En O. 593.
Avestage numbeis of accfdent on any data Ong
ational higbuoay is8.fiod the probakility 4bat
Op af accidends ate
i) AAleast I 1R) Almost =
=
) PC1e) =p(x#0)+plx=i)
t i3
2se 0-u6,
Cu x í6 a porssfon vaiant Such 1hat 3p(x=4)-y
X0,1
a-8 =0
-a 0
a Mean Of xX.
) PC14a) =p(1=o)t P) +P»)
3
0.61 daa
thastioo lo -he -Sollowing
binomial di's
X a
3 5 6
X 0 58 33 16 q.
25 5 68
ye
eq 13
3StSa
+S8---
tu)
$o Mean tix 1 3t
N
Ox133tIxastX53t +6AY
Meon- 1
p-3.615
P-0tus
- D uus
betxo blnp)
ps)- )ta n- 1
o; 0, - n.
setxo->p(=o)-(6)(ouus)°(o sss)
0 029
perted heq Nxp()
&pOxD 039
S8u6
Let- Plx-)-
E fse
Plx)
Pl-0)
noumoal vaMint gith mean 30 and olandald5
sA s a
o 1)
So P (26<1< uo) i) PCx >us
AC) c
oet X-
P-0.8 stD)4PCdez4a)
P(De20.8)+ P(04T4a
Cey Syomekic)/
b8881 +0.y112 -o0
D . 653
PCzus-p(zz U6-50
PCaz3)
> Ploers80)
0.y981
0.33 13
\he mean ba uftlatn duviadon
In 8ample of obo0 case
Hobe
b e dishufion
ass ume
nd dlaodad
dludeot Scove bluw 12
IS houo
DOxma )hoo maoy
Scove belouo 18/
Many Ceove abovc 18 in) hous many
) PC18) PCz
PCT G)
-0.qusS T=0 6
>D.05u8
The no-of StudelS 8Core above 18 iS
) PC 18)p(t4 84
P Crel6)
P o zer6o
+0uusa.
0,9uS2
IO00 x 0.9us2. =qus2
Piod Meao ond voionre bo a l diatrutioo irn
shich1 of Herns aole
ondes 35 00d 811 aue onde
63
SolP (1e 35) --o.o1 PCx63)-089
PC163) = 1-089
0-1.
D.11
35 1 63
When = 3 5 - 309
63 63-1 T2 (Say)->
vom e
35-R -|48
eg b8 .23>(
ONII
1-09-
P(lx-ul=k)
k2
P00f>let x be a
cootibus Yandom
CDntibus Yanodon vouiable
vasiable with
Phobab y densiBy -Juncion fCv) an dl>o
leA us
de îine
-A ano)
= 1:11-ulzk
A=f1-u|<k
Bu definaioo vasiance oe have a= 6[C1-u
) -Mean
C-Aul) FCDd
-)tjdt+ a0cdd
C-urajd
when 1eA,(1-u)9teplaceel by k, tesse q
Z CA)d- A
C)d
2
P(1-ulzt) 7O
By Complimenlaoy
PIx-ult) >1- )
fo wbeue
be inequaliy was proved Only Case
>Mask0v3 incqualily
3TxS a Hanclom vauiable hat Hakes ooly non-nech
alues 4hen tov any value a 0'-lben pnelp { ea
PYcef
ith
le b e a continuous vandom vasiable
ProbabilHy density -funeton fo)
Consiolest E] aAC) da
=
1 fC1)dx +x-fCv)d
a
tepheinq xLoiih a
a tesse 9uaoiity.
a f)d
a-fC)d
c > ap(12b)
CC)
PCa)
C uppose ii is onouon 1hatIhe no-0f HeoS
tHemS P10ducie
pioduc
in afac tory duving a leek.isa st.Y odh mean on
ushal is ibe probability lbaf bis weeks produchicn
vaviarce of a weeks
totll be atleast 950 i) 3fbe
opoductioo is kondw ard equal -lo 50-1ben what prcbal
CxSol>Mean-800
By mostkDV S i0eq ually p(x >a)
PC50)e200
SO S
=D.8
p(1 50) %
i vastiance 50
By chehshev's inequoly
P(1x- ) "
(ov) pClx-ul) z
e-Assume k= 50
P(11-900f2so) 50 002
SO
PtI-a0o|2 50 )1-0.0201
1 1e1 be ra ndom voriable wlh meon 13 and voria ntt as
P(11-13) 73) 0 39
6u
PC1-13 k) ^ó39D.6
let ollous x U[o) )0se Maskov's inequaliiy oget
an oppet bound Dn P(1 1 / ) 0se chebsshgv's inequaly
0get ao oppe bound onp >7/8)sith k=0S
p "/8)* - 8 0.5
bBy cbeby shev's incqualty
2 0 32
0 25
x-Co)
SD1S
egb 86 Studeods is 1s1 Cm.
Mean=155 Cm8 U
801
6 S n= a36
n
P(154)-pX-,15415
15
P < 0.)
00 0
0 S +P(04t 40.30)
OS+ 0. 88|
D.488ly
íntinite
"Ddlom&iople o? 8ize loo is aken kom an
ropuati0n haviog mean d6 and Vasia»ce. as6 lohat 1$the
wl be blw 455 and 8 PsK
Prpebability -Ibat
Sol Mean= +6.
VaHfante =2S6. n= 100
z =X-
Co,1) - O039 0 0.18
T- 8 6
PC45 4 8) =P 56
Tbo
&
356 356
10
= Pl-0.039 z 0.0f)
PC-0-039 7<)t PCoez -0.0fs)
PCo<. t e
0.©19) + P(oS s 0 Dfs)
A bask 4tlley aexivces Ctstone Standin9 in he
One by one pos Suppose Hhal 4be seuivces Abat T foY
lime as Mean 2 and vaviances we a8Sum.
um
Custom
b a t Ahe 6euivce lime f01 diieuend ime Customew
P20 )
SO
PCI8<aa)
50
-c0-1uj D - )
3ol> we have
t patc) modm
a 8 1 M S,C =4 10=3a
i= = (8a,37+9) mod as
a193 mod as
>a13 11.42
as
0.4x S
18
a193 moo 2S-18 0.420
i + = i ate) mod
a = C18 8t+9mod S
=>9 0.360
3= ( . 8449) mod as
0.680
as = I
Au (9.81 t9) mod 0 Sau
S 14.8449)mool ds =13
IS 0.600
G = 1 3 .87 +9)
mbd aS
14 0.s60
(Is.89+9 muol 2S
X
1g-(t4-874+9) mbd ds= R .080
13 (9s
263t#1) mod 100 S6>0s60 =
Xu
(56.a63t41) mbo 100 =99=>b.990
GHenetate 1d more pr's
for 4be irst
pToblemBinOmin
-S.8t +9) mod as =19 0.46 0 a,03) (90-
-m B(1,05)
o .09) (9 >P*
0.U8
13
(12.8i+9) mod as- 3 0.1.
=
(3.8t+9) mod as= d0 0.8
15=20.8449) mool as= 4 0.96 0
PC) P
Fos n dina
if generate u[o,]
21 i P 4ben =| X=Sum neemouu
- P b e n x =D.
nurmbest sth he
E teneuate S poisafon random
u{Z 0-AV0¥S
Pauametesafor -he 9iven
Ui. o. 91 0.951 6.888 0.u8s 0.ba6 0.613 0.118
6.229 3a18 0.uiS
0.418 0.5a5 0.096 0.29
O488 O.615 6.lus
0.55 0.186 0.a95.
Sol A=8
=-0-1355s
Q = 0.91e
O.91 AD.9SI
= 0. 86S > ee
Ut.Ua =
~e *
Ut.ug.ug=0.41x0.95I x O888 =0.f68
IT
O.u3s= 0.33 e
u U2.u3 =
I
0.06 =0. 08 <e2
ug.uy=
I I
Qt. ua.
-1+I=S > - 4
.Gl3e -9
6.613AD.18 0.018<e
X-+
O.18>e
.1S=b.uu>e
0.aR x XD-1us D-06 26
+i 3 =a
0. 18 eE
0.418 x .5as= 0. 34 >e
0.418 x 0-5as xD.096 = 6.036 <
2
0 aa9xb.918 - O . 0 6 < e
loge
SolGenestate 10 ezponeoial vandom value o tbe aa
Pioblems
ai=logei
0.91 D.0u
0.95 0.0S
0 888 0.059
O.u3s 0.u16
0.086 .8.
0 . 6 1 5
0.au3
o.1y5 0.965
t-Calogeu)8io(aTo)
.IS
0.91 0.418
0.951 b sas -0.0u99 9.90
0 888 0.096 0.a46 10.S5
0. S 0 a95 88 4 13. 4+
numbeHs)
Giet state ui s (P6eolo 9tandom
X +X t X3 t Xn
B(310B(3,0 5) a) (u,o*5),