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STA 301 Notes

Statistics and Probability
Important Notes
Formulas:
Expectation mean:
E ( x)2   xp( x)
Expectation Variance:
E ( x   )2  x 2 p( x)  [( xpx) 2 ]
Properties of Mathematical Expectations:
 The important properties of the expected values of random variable are as follows:
 If c is a constant then, E(c)=c Thus the expected values of a constant is constant itself.
 If x is discreete random variable and if a and b are constants then E(aX+b)=aE(x)b.

Joint Disrtibution:

Biraviate Probability Distribution:

Countinuous Biraviate Distribution:

 


 
f ( x, y )dxdy  1


g ( x)  

f ( x, y )dy


h( y )  

f ( x, y )dx

Correlation Co-Effiecent of two random variable

[ E ( x  Ex)][ y  Ex]
pxy 
6*6 y
cor ( x, y )

var( x) var( y )
cor ( x, y )  E ( xy )  E (x).E(y)

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Simple Propertion:

pˆ1  pˆ 2  0.10
z
pˆ1qˆ1 pˆ 2 qˆ2

n1 n2

T-Distribution

The student's T-Distribution:

The mathematical equation of the T-Distribution is as follows:

1 x2 r 1
f ( x)  (1  )  ( )
1 r r 2
r B( , )
2 2

Note:

This distribution only one parameter r, which is known as the degree of freedom.

Properties of T-Distribution:(page#290)

 T-Distribution is bell shaped and symmtric about the value t=θ, romming from
-∞ to∞.
 Degree of freedom. r=n-1
 T-distribution has mean and median of zero, when r ≥2 (The mean doesnot
exist when r=1).
r
 The variance of the T-distibution is given by l 2  .
r2

Note:

We use T-test when e have n<30

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x  
t
s
n
( x  x )
where s 
n 1

d formula

d  d
t
sd
n
d
d
n

we find d from x1  x2 , means small vlaues mines from large values.

T-Distribution

a s
x  t (n  1)
2 n
x  ( x  x )
x ,
n n 1
n  sample size
( x  x )  ( 1  2 )
t 1 2
1 1
sp 
n1 n2
(where sp)
S12 (n1  1)  S 22 (n2  1)
sp 
n1  n2  2
1
s2  ( x  x ) 2
n 1
x  pˆ
t
612 622

n n

Where before or after come together in T-distribution we final fixed in advance.

The binomial distribution has two parameters n , p.

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For a binomial distribution:

E ( x)  np
var( x)  npq
( x)  npq

 Mathematical Expectation Variation & moments for a continuous

Probability Distribution.

f ( x)  

f ( x)dx  1 always

Expecctation:

E ( x)  

E ( x) 

 x f ( x)dx
Varience:

E ( x) 2  x
2
f ( x)dx


The process of Standadization in Normel Distribution:

x
Z

Sampling Distribution:

With replacement without replacement.

 Mean and Varience of the Popuation Distribution:

  E ( x)  xP( x)
2
 var( x)  E ( x)2  [ E ( x)]2
 Mean and Varience of the Sampling Distribution:

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 x    E ( x)
62x  var( x)  E ( x) 2  [E( x)]2

6 x  62 x

( x1  x2 )  ( 1  2 )
Z
612 622

n1 n2

Properties of the Sampling Distribution pˆ1  pˆ 2 :

 pˆ1  pˆ 2  p1  p2
p1q1 p2 q2
6 pˆ1  pˆ 2  
n1 n2

Z-Test General Formula:

Za 8
x
2 n
a  (1  %)

Level of Significance page#275:

The probability of committing type can also called Level of Significance.

Type I and Type II Error:

Type I Error:

When H is true but it is rejected is called Type I error. Its mean wrong decision.

a= P(Type-I Error)

= P( Reject H / H is true)

Type II Error:

When H is false but it is accepted is called Type II error. Its meanwrong decision.

B=P(Type II error)

=P(Accept H / H is false)

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One Talied and Two Talied:

H :> , H :< H =

H1 :> , H1 :< H1 

Moment Ratio:

The skewness of a probability distribution is often measured by

32
B1  3
2
B1  

 B1   is called symmtric.
 when B1 > then positive skewed.
 when B1 < then negative skewed.

and Kurtosis by

4
B2 
22

 B2  3 is called Meso Kurtosis.

 B2 >3 is called Lepto Kurtosis.
 B2 <3 is called Plety Kurtosis.

(The possion Distribution has only one parameter.   0 )

Possion Process page#219:

e   t ( t ) x
P( X  x) 
x!

 = Average number of accurrences of the outcomes of invest per unit.

t= Number of Time-units under considevation.

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x= Number of occurrences of the outcome of interstin T units of time.

Normal Distribution Properties Page#223,224,225:

Moment Ratio:

 Moments about origion

 Moments about maen

Moment about Origion:


1  E ( x)   xf (x) dx


2  E ( x)  x
2
f (x) dx


3  E ( x)  x
3
f (x) dx


4  E ( x)  x
4
f (x) dx


Moment about Mean

1  0
2  2  ( 1)
3  3  31.2  2( 1)3
4  4  41.3  6( 1) 2  2  3( 1) 4

In Normal Distribution:

3  0
4  64

Sampling Distribution of the Sample Proportion:

Population:

X
P
N

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Sampling:

X
Pˆ 
n

Properties:

 pˆ  p
pq N  n
var( pˆ ) 
n N 1
pq
6 pˆ  ( with replacement )
n
pq N n
6 pˆ  ( without replacement )
n N n

Formula:

(kx )(nNxk )
p( x  x) 
(nN )

N=Number of units in the population.

n= Number of units in the sample.

K= Number of success in the population.

Note:

(The hyper geomatric probability distribution has three parametres N1n and k

Step to Hypothsis-Testing page#279:

Step-I:

Formulation of the null and alternative Hypothsis.

Step-II:

Level of siggnifiacne.

Step-III:

Test statistics.

The test statistics for a large number sample mean is:

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x
z
6
n

IV- Step:

Calculation.

V-Step:

Critical region.

VI- Step:

Conclusion.

Note:

Z-test always used when we have n>30.

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