COURSE MATERIAL

II Year B. Tech II- Semester

MECHANICAL ENGINEERING

PROBABILITY AND STATISTICS

R18A0024

MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY

DEPARTMENT OF HUMANITIES & SCIENCES
(Autonomous Institution-UGC, Govt. of India)
Secunderabad-500100,Telangana State, India.
www.mrcet.ac.in
MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY
(Autonomous Institution – UGC, Govt. of India)
DEPARTMENT OF MECHANICAL ENGINEERING

CONTENTS

1. Vision, Mission & Quality Policy

2. Pos, PSOs & PEOs

3. Blooms Taxonomy

4. Course Syllabus

5. Lecture Notes (Unit wise)

a. Objectives and outcomes

b. Notes

c. Presentation Material (PPT Slides/ Videos)

d. Industry applications relevant to the concepts covered

e. Question Bank for Assignments

f. Tutorial Questions

6. Previous Question Papers

www.mrcet.ac.in
MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY
(Autonomous Institution – UGC, Govt. of India)

VISION
❖ To establish a pedestal for the integral innovation, team spirit, originality and
competence in the students, expose them to face the global challenges and become
technology leaders of Indian vision of modern society.

MISSION
❖ To become a model institution in the fields of Engineering, Technology and
Management.
❖ To impart holistic education to the students to render them as industry ready
engineers.
❖ To ensure synchronization of MRCET ideologies with challenging demands of
International Pioneering Organizations.

QUALITY POLICY

❖ To implement best practices in Teaching and Learning process for both UG and PG
courses meticulously.

❖ To provide state of art infrastructure and expertise to impart quality education.

❖ To groom the students to become intellectually creative and professionally

competitive.

❖ To channelize the activities and tune them in heights of commitment and sincerity,
the requisites to claim the never - ending ladder of SUCCESS year after year.

For more information: www.mrcet.ac.in

MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY
(Autonomous Institution – UGC, Govt. of India)
www.mrcet.ac.in
Department of Mechanical Engineering

VISION

To become an innovative knowledge center in mechanical engineering through state-of-

the-art teaching-learning and research practices, promoting creative thinking
professionals.

MISSION

The Department of Mechanical Engineering is dedicated for transforming the students

into highly competent Mechanical engineers to meet the needs of the industry, in a
changing and challenging technical environment, by strongly focusing in the
fundamentals of engineering sciences for achieving excellent results in their professional
pursuits.

Quality Policy

 To pursuit global Standards of excellence in all our endeavors namely teaching,

research and continuing education and to remain accountable in our core and
support functions, through processes of self-evaluation and continuous
improvement.

 To create a midst of excellence for imparting state of art education, industry-

oriented training research in the field of technical education.
MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY
(Autonomous Institution – UGC, Govt. of India)
www.mrcet.ac.in
Department of Mechanical Engineering
PROGRAM OUTCOMES
Engineering Graduates will be able to:
1. Engineering knowledge: Apply the knowledge of mathematics, science, engineering
fundamentals, and an engineering specialization to the solution of complex engineering
problems.
2. Problem analysis: Identify, formulate, review research literature, and analyze complex
engineering problems reaching substantiated conclusions using first principles of
mathematics, natural sciences, and engineering sciences.
3. Design/development of solutions: Design solutions for complex engineering problems
and design system components or processes that meet the specified needs with
appropriate consideration for the public health and safety, and the cultural, societal, and
environmental considerations.
4. Conduct investigations of complex problems: Use research-based knowledge and
research methods including design of experiments, analysis and interpretation of data,
and synthesis of the information to provide valid conclusions.
5. Modern tool usage: Create, select, and apply appropriate techniques, resources, and
modern engineering and IT tools including prediction and modeling to complex
engineering activities with an understanding of the limitations.
6. The engineer and society: Apply reasoning informed by the contextual knowledge to
assess societal, health, safety, legal and cultural issues and the consequent
responsibilities relevant to the professional engineering practice.
7. Environment and sustainability: Understand the impact of the professional engineering
solutions in societal and environmental contexts, and demonstrate the knowledge of, and
need for sustainable development.
8. Ethics: Apply ethical principles and commit to professional ethics and responsibilities and
norms of the engineering practice.
9. Individual and teamwork: Function effectively as an individual, and as a member or
leader in diverse teams, and in multidisciplinary settings.
10. Communication: Communicate effectively on complex engineering activities with the
engineering community and with society at large, such as, being able to comprehend and
write effective reports and design documentation, make effective presentations, and give
and receive clear instructions.
11. Project management and finance: Demonstrate knowledge and understanding of the
engineering and management principles and apply these to one’s own work, as a member
and leader in a team, to manage projects and in multidisciplinary environments.
MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY
(Autonomous Institution – UGC, Govt. of India)
www.mrcet.ac.in
Department of Mechanical Engineering
12. Life-long learning: Recognize the need for and have the preparation and ability to
engage in independent and life-long learning in the broadest context of technological
change.

PROGRAM SPECIFIC OUTCOMES (PSOs)

PSO1 Ability to analyze, design and develop Mechanical systems to solve the
Engineering problems by integrating thermal, design and manufacturing Domains.

PSO2 Ability to succeed in competitive examinations or to pursue higher studies or

research.

PSO3 Ability to apply the learned Mechanical Engineering knowledge for the
Development of society and self.

Program Educational Objectives (PEOs)

The Program Educational Objectives of the program offered by the department are broadly
listed below:

PEO1: PREPARATION

To provide sound foundation in mathematical, scientific and engineering fundamentals

necessary to analyze, formulate and solve engineering problems.

PEO2: CORE COMPETANCE

To provide thorough knowledge in Mechanical Engineering subjects including theoretical

knowledge and practical training for preparing physical models pertaining to Thermodynamics,
Hydraulics, Heat and Mass Transfer, Dynamics of Machinery, Jet Propulsion, Automobile
Engineering, Element Analysis, Production Technology, Mechatronics etc.

PEO3: INVENTION, INNOVATION AND CREATIVITY

To make the students to design, experiment, analyze, interpret in the core field with the help of
other inter disciplinary concepts wherever applicable.

PEO4: CAREER DEVELOPMENT

To inculcate the habit of lifelong learning for career development through successful completion
of advanced degrees, professional development courses, industrial training etc.
MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY
(Autonomous Institution – UGC, Govt. of India)
www.mrcet.ac.in
Department of Mechanical Engineering

PEO5: PROFESSIONALISM

To impart technical knowledge, ethical values for professional development of the student to
solve complex problems and to work in multi-disciplinary ambience, whose solutions lead to
significant societal benefits.
MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY
(Autonomous Institution – UGC, Govt. of India)
www.mrcet.ac.in
Department of Mechanical Engineering

Blooms Taxonomy
Bloom’s Taxonomy is a classification of the different objectives and skills that educators set for
their students (learning objectives). The terminology has been updated to include the following
six levels of learning. These 6 levels can be used to structure the learning objectives, lessons,
and assessments of a course.

1. Remembering: Retrieving, recognizing, and recalling relevant knowledge from long‐ term
memory.
2. Understanding: Constructing meaning from oral, written, and graphic messages through
interpreting, exemplifying, classifying, summarizing, inferring, comparing, and explaining.
3. Applying: Carrying out or using a procedure for executing or implementing.
4. Analyzing: Breaking material into constituent parts, determining how the parts relate to
one another and to an overall structure or purpose through differentiating, organizing, and
attributing.
5. Evaluating: Making judgments based on criteria and standard through checking and
critiquing.
6. Creating: Putting elements together to form a coherent or functional whole; reorganizing
elements into a new pattern or structure through generating, planning, or producing.
MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY
(Autonomous Institution – UGC, Govt. of India)
www.mrcet.ac.in
Department of Mechanical Engineering
 (R18A0024) PROBABILTY AND STATISTICS
(Common to CSE, IT, ANE and MECH)

UNIT – I: Random Variables

Single and multiple Random variables -Discrete and Continuous. Probability distribution function,
mass function and density function of probability distribution. mathematical expectation and variance.

UNIT-II: Probability distributions

Binomial distribution – properties, mean and variance, Poisson distribution – properties, mean and
variance and Normal distribution – properties, mean and variance.

UNIT -III :Correlation and Regression

Correlation -Coefficient of correlation, Rank correlation, Regression- Regression Coefficients , Lines

of Regression.

UNIT –IV: Sampling

Sampling: Definitions of population, sampling, statistic, parameter - Types of sampling - Expected

values of sample mean and variance, Standard error - Sampling distribution of means and variance.
Estimation - Point estimation and Interval estimation.

Testing of hypothesis: Null and Alternative hypothesis - Type I and Type II errors, Critical region -
confidence interval - Level of significance, One tailed and Two tailed test.

Unit-V: Statistical Inference

Large sample Tests: Test of significance - Large sample test for single mean, difference of means,
single proportion, difference of proportions.
Small samples: Test for single mean, difference of means, test for ratio of variances (F-test) - Chi-
square test for goodness of fit and independence of attributes.

Suggested Text Books:

i) Fundamental of Statistics by S.C. Gupta ,7th Edition,2016.

ii) Fundamentals of Mathematical Statistics by SC Gupta and V.K. Kapoor
iii) B.S. Grewal, Higher Engineering Mathematics, Khanna Publishers, 35th Edition, 2000.

References :

i) Probability and Statistics for Engineers and Scientists by Sheldon M.Ross,Academic

Press.
ii) Probability and Statistics by T.K..V Iyengar& B.Krishna Gandhi S.Ranganatham
,MVSSAN Prasad. S Chand Publishers

DEPARTMENT OF HUMANITIES & SCIENCES

Course Outcomes:

 Understand a random variable that describes randomness or an uncertainty in certain

realistic situation. It can be either discrete or continuous type.
 In the discrete case, study of the binomial and the Poisson random variables and the
normal random variable for the continuous case predominantly describe important
probability distributions. Important statistical properties for these random variables
provide very good insight and are essential for industrial applications.
 Make data-driven decisions by using correlation and regression.
 The types of sampling, Sampling distribution of means, Sampling distribution of
variance, Estimations of statistical parameters, Testing of hypothesis of few unknown
statistical parameters.
 Draw statistical inference using samples of a given size which is taken from a
population and to apply statistical methods for analyzing experimental data.

DEPARTMENT OF HUMANITIES & SCIENCES

 UNIT 1
RANDOM VARIABLES

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OBJECTIVES

1. To understand a random variable that describes randomness or an

uncertainty in certain realistic situations which can be either discrete or

continuous type.

2. To learn functions of multiple random variables through joint distributions

since the random situations are described as functions of multiple random

variables.

OUTCOME:

Describe randomness in certain realistic situation which can be either

discrete or continuous type.

DEPARTMENT OF HUMANITIES & SCIENCES

 UNIT – I

RANDOM VARIABLES

Random Variable
A Random Variable X is a real valued function from sample space S to a real number R.

(or)

A Random Variable X is a real number which is determined by the outcomes of the random
experiment.

Eg:1.Tosssing 2 coins simultaneously

Sample space ={HH,HT,TH,TT}

Let the random variable be getting number of heads then

X(S)={0,1,2}.

2.Sum of the two numbers on throwing 2 dice

X(S)={2,3,4,5,6,7,8,9,10,11,12}.

Types of Random Variables:

1.Discrete Random Variables : A Random Variable X is said to be discrete if it takes only
the values of the set {0,1,2…..n}.

Eg:1.Tosssing a coin, throwing a dice,number of defective items in a bag.

2.Continuous Random Variables: A Random Variable X which takes all possible values
in a given interval of domain.

Eg: Heights, weights of students in a class.

Discrete Probability Distribution:

Let x is a Discrete Random Variable with possible outcomes 𝑥1, 𝑥2 , 𝑥3 … . 𝑥𝑛 having
probabilities 𝑝(𝑥𝑖 )𝑓𝑜𝑟 𝑖 = 1,2 … 𝑛 .If 𝑝(𝑥𝑖 ) > 0 𝑎𝑛𝑑 ∑𝑛𝑖=1 𝑝(𝑥𝑖 ) = 1 then the function 𝑝(𝑥𝑖 )
is called Probability mass function of a random variable X and { 𝑥𝑖 , 𝑝(𝑥𝑖 )} 𝑓𝑜𝑟 𝑖 = 1,2 … 𝑛
is called Discrete Probability Distribution.

Eg: Tossing 2 coins simultaneously

Sample space ={HH,HT,TH,TT}

Let the random variable be getting number of heads then

X(S)={0,1,2}.

DEPARTMENT OF HUMANITIES & SCIENCES

 1 1
Probability of getting no heads = 4, Probability of getting 1 head = 2, Probability of getting 2
1
heads = 4

∴ Discrete Probability Distribution is

𝑥𝑖 0 1 2
𝑝( 𝑥 𝑖 ) 1 1 1
4 2 4

Cumulative Distribution function is given by 𝐹 (𝑥) = 𝑝[𝑋 ≤ 𝑥] = ∑𝑥𝑖=0 𝑝(𝑥𝑖 ).

Properties of Cumulative Distribution function:

1. 𝑃[𝑎 < 𝑥 < 𝑏] = 𝐹(𝑏) − 𝐹 (𝑎) − 𝑃[𝑋 = 𝑏]

2. 𝑃[𝑎 ≤ 𝑥 ≤ 𝑏] = 𝐹(𝑏) − 𝐹 (𝑎) − 𝑃[𝑋 = 𝑎]

3. 𝑃[𝑎 < 𝑥 ≤ 𝑏] = 𝐹(𝑏) − 𝐹 (𝑎)

4. 𝑃[𝑎 ≤ 𝑥 < 𝑏] = 𝐹(𝑏) − 𝐹 (𝑎) − 𝑃[𝑋 = 𝑏] + 𝑃[𝑋 = 𝑎]

Mean: The mean of the discrete Probability Distribution is defined as

∑𝑛
𝑖=1 𝑥𝑖 𝑝(𝑥𝑖 )
𝜇= ∑𝑛
= ∑𝑛𝑖=1 𝑥𝑖 𝑝(𝑥𝑖 ) since ∑𝑛𝑖=1 𝑝(𝑥𝑖 ) = 1
𝑖=1 𝑝(𝑥𝑖 )

Expectation: The Expectation of the discrete Probability Distribution is defined as

E(X) = ∑𝑛𝑖=1 𝑥𝑖 𝑝(𝑥𝑖 )

In general, 𝐸(𝑔(𝑥)) = ∑𝑛𝑖=1 𝑔(𝑥𝑖 )𝑝(𝑥𝑖 )

Properties:
1) 𝐸(𝑋) = 𝜇

2) 𝐸(𝑋) = 𝑘 𝐸(𝑋)

3) 𝐸(𝑋 + 𝑘) = 𝐸(𝑋) + 𝑘

4) ) 𝐸(𝑎𝑋 ± 𝑏) = 𝑎𝐸(𝑋) ± 𝑏

Variance: The variance of the discrete Probability Distribution is defined as

𝑉𝑎𝑟(𝑋) = 𝑉(𝑋) = 𝐸[𝑋 − 𝐸 (𝑋)]2

∴ 𝑉 (𝑋) = 𝐸 [𝑋]2 − [𝐸 (𝑋)]2

= ∑ 𝑥𝑖 2 𝑝𝑖 − 𝜇2

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Properties:
1) V(c) = 0 where c is a constant

2) V(kX) = k 2 V(X)

3) V(X + k) = V(X)

4) V(aX ± b) = a2 V(X)

Problems
1.If 3 cars are selected randomly from 6 cars having 2 defective cars.

a)Find the Probability distribution of defective cars.

b)Find the Expected number of defective cars.

Sol: Number of ways to select 3 cars from 6 cars =6𝑐3

Let random variable X(S) = Number of defective cars = {0,1,2}

4c3 2c0 1
Probability of non defective cars = =
6c3 5

4𝑐2 2𝑐1 3
Probability of one defective cars = =
6𝑐3 5

4c1 2c2 1
Probability of two defective cars = =
6c3 5

Clearly , p(xi ) > 0 𝑎𝑛𝑑 ∑n

i=1 p(xi ) = 1

Probability distribution of defective cars is

𝑥𝑖 0 1 2
𝑝( 𝑥 𝑖 ) 1 3 1
5 5 5

1 3 1
Expected number of defective cars = ∑n
i=1 xi p(xi ) = 0 ( ) + 1 ( ) + 2 ( ) = 1
5 5 5

2.Let X be a random variable of sum of two numbers in throwing two fair dice. Find the
probability distribution of X, mean ,variance.

Sol: Sample space of throwing two dices is

S ={(1,1),(1,2),(1,3),(1,4),(1,5),(1,6)

(2,1),(2,2),(2,3),(2,4),(2,5),(2,6)

(3,1),(3,2),(3,3),(3,4),(3,5),(3,6)

(4,1),(4,2),(4,3),(4,4),(4,5),(4,6)

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(5,1),(5,2),(5,3),(5,4),(5,5),(5,6)

(6,1),(6,2),(6,3),(6,4),(6,5),(6,6)}

∴ 𝑛(𝑆) = 36.

Let X = Sum of two numbers in throwing two dice = {2,3,4,5,6,7,8,9,10,11,12}

X Favorable cases No of Favorable 𝑝(𝑥)

cases
2 (1,1) 1 1
36
3 (2,1),)(1,2) 2 2
36
4 (3,1),(2,2),(1,3) 3
3
5 (4,1),(3,2),(2,3),(1,4) 4 36
4
6 (5,1),(4,2),(3,3),(2,4),(1,5) 5 36
5
7 (6,1),(5,2),(4,3),(3,4),(2,5),(1,6) 6 36

8 (6,2),(5,3),(4,4),(3,5),(2,6) 5 6
36
9 (6,3),(5,4),(4,5),(3,6) 4 5
36
10 (6,4),(5,5),(4,6) 3
4
11 (6,5),(5,6) 2 36
3
12 (6,6) 1 36
2
36
1
36

Clearly , p(xi ) > 0 and ∑ni=1 p(xi ) = 1

Probability distribution is given by

xi 2 3 4 5 6 7 8 9 10 11 12
p( x i ) 1 2 3 4 5 6 5 4 3 2 1
36 36 36 36 36 36 36 36 36 36 36

n 1 2 3 4 5 6
Mean = μ = ∑ x i p(x i ) = 2 ( )+3( )+ 4( )+5( )+ 6( )+7( )+
i=1 36 36 36 36 36 36
5 4 3 2 1
8 (36) + 9 (36) + 10 (36) + 11 (36) + 12(36) = 7.

DEPARTMENT OF HUMANITIES & SCIENCES

Variance = V(X)= ∑ xi 2 pi − μ2
1 2 3 4 5 6 5
= 4 (36) + 9 (36) + 16 (36) + 25 (36) + 36 (36) + 49 (36) + 64 (36) +
4 3 2 1
81 (36) + 100 (36) + 121 (36) + 144 (36) − 49 =5.83

3. Let X be a random variable of maximum of two numbers in throwing two fair dice
simultaneously. Find the

a)probability distribution of X

b)mean

c)variance

d)P(1<x<4)

e)P(2≤ 𝒙 ≤ 𝟒).

Sol: Sample space of throwing two dices = S ={(1,1),(1,2),(1,3),(1,4),(1,5),(1,6)

(2,1),(2,2),(2,3),(2,4),(2,5),(2,6)

(3,1),(3,2),(3,3),(3,4),(3,5),(3,6)

(4,1),(4,2),(4,3),(4,4),(4,5),(4,6)

(5,1),(5,2),(5,3),(5,4),(5,5),(5,6)

(6,1),(6,2),(6,3),(6,4),(6,5),(6,6)}

∴ 𝑛(𝑆) = 36.

Let X = Maximum of two numbers in throwing two dice = {1,2,3,4,5,6,}

X Favorable cases No of 𝑝(𝑥)

Favorable
cases
1 (1,1) 1 1
36
2 (2,1),)(1,2),(2,2) 3 3
36
3 (3,1),(1,3),(2,3)(3,3),(3,2) 5
5
4 (1,4),(4,1),(4,2),(2,4)(4,3),(3,4),(4,4) 7 36
7
5 (1,5),(5,1),(2,5),(5,2)(3,5),(5,3),(5,4),(4,5),(5,5) 9 36

6 (1,6)(6,1),(6,2),(2,6),(6,3),(3,6),(4,6),(6,4),(6,5)(5,6),(6,6) 11 9
36
11
36

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Clearly , p(xi ) > 0 and ∑ni=1 p(xi ) = 1

Probability distribution is given by

𝑥𝑖 1 2 3 4 5 6
𝑝( 𝑥 𝑖 ) 1 3 5 7 9 11
36 36 36 36 36 36

n 1 3 5 7 9 11
Mean = μ = ∑ x i p(x i ) = 1 ( )+ 2( )+3( )+4( )+ 5( )+6( )
i=1 36 36 36 36 36 36

= 4.4 7.

Variance = V(X)= ∑ xi 2 pi − μ2
1 3 5 7 9 11
= 1 ( ) + 4 ( ) + 9 ( ) + 16 ( ) + 25 ( ) + 36 ( )
36 36 36 36 36 36

∴ Variance = 1.99.

4.A random variable X has the following probability function

𝒙𝒊 -3 -2 -1 0 1 2 3
𝒑(𝒙𝒊 ) k 0.1 k 0.2 2k 0.4 2k
Find k ,mean, variance.

Sol: We know that ∑ni=1 p(xi ) = 1

i.e k+0.1+k+0.2+2k+0.4+2k = 1

i.e 6k+0.7 = 1 ∴ 𝑘 = 0.05

n
Mean = μ = ∑ xi p(xi ) = k(−3) + 0.1(−2) + k(−1) + 2k(1) + 2(0.4) + 3(2k)
i=1

= 0.8.

Variance = V(X)= ∑ xi 2 pi − μ2
= k(−3)2 + 0.12 (−2) + k(−1)2 + 2k(1) + 4(0.4) + 9(2k)

∴ Variance = 2.86.

Continuous Probability distribution:

Let X be a continuous random variable taking values on the interval (a,b). A function f(x) is
said to be the Probability density function of x if

i) f(x) > 0 ∀ x ∈ (a, b)

b
ii) Total area under the probability curve is 1 i. e, ∫a f(x)dx = 1.
iii) For two distinct numbers ‘c’ and ‘d’ in (𝑎, 𝑏) is given by P(c < x < d) =
Area under the probability curve between ordinates x = c and x = d i. e
d
∫c f(x)dx.

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Note: P(c < x < d) = P(c ≤ x ≤ d) = P(c ≤ x < d) = P(c < x ≤ d)

Cumulative distribution function of 𝑓(𝑥 ) is given by

x d
∫−∞ f(x)dx i.e, f(x) = dx F(x)

Mean: The mean of the continuous Probability Distribution is defined as

∞
μ = ∫ x f(x)dx.
−∞

Expectation: The Expectation of the continuous Probability Distribution is defined as

∞
E(X) = ∫−∞ x f(x)dx.
∞
In general, E(g(x)) = ∫−∞ g(x) f(x)dx.

Properties:
1) E(X) = μ

2) E(X) = k E(X)

3) E(X + k) = E(X) + k

4) ) E(aX ± b) = aE(X) ± b

Variance: The variance of the Continuous Probability Distribution is defined as

∞
Var(X) = V(X) = ∫−∞ x 2 f(x)dx − μ2 .

Properties:
1) V(c) = 0 where c is a constant

2) V(kX) = k 2 V(X)

3) V(X + k) = V(X)

4) V(aX ± b) = a2 V(X)

Mean Deviation: Mean deviation of continuous probability distribution function is

defined as
∞
∫ |x − μ| f(x)dx.
−∞

Median: Median is the point which divides the entire distribution in to two equal parts. In
case of continuous distribution ,median is the point which divides the total area in to two
M b 1
equal parts i.e, ∫a f(x)dx = ∫M f(x)dx = 2 ∀ x ∈ (a, b) .

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Mode: Mode is the value of x for which f(x) is maximum.
i.e f ′ (x) = 0 and f " (x) < 0 for x ∈ (a, b)

Problems
𝒌
1.If the probability density function 𝒇(𝒙) = − ∞ < 𝒙 < ∞. Find the value of ‘k’
𝟏+𝒙𝟐
and probability distribution function of 𝐟(𝐱).
b
Sol: Since total area under the probability curve is 1 i. e, ∫a f(x)dx = 1.
∞
𝐤
∫ 𝟐
dx = 1.
−∞ 𝟏 + 𝐱
∞
2k(tan−1 x) = 1
0
2k(tan−1 ∞ − tan−1 0) =1
1
∴k=
π
Cumulative distribution function of f(x) is given by
x x
𝐤 1 −1 )
x 1 π
∫ f(x)dx = ∫ 𝟐
dx = ( tan x = [ + (tan−1 x)].
−∞ −∞ 𝟏 + 𝐱 π −∞ π 2

2. If the probability density function 𝐟(𝐱) = 𝐜𝐞−|𝐱| − ∞ < 𝐱 < ∞.

Find the value of ‘c’, mean and variance.

b
Sol: Since total area under the probability curve is 1 i. e, ∫a f(x)dx = 1.
∞
∫ 𝐜𝐞−|𝐱| dx = 1
−∞
∞
2 ∫ 𝐜𝐞−𝐱 dx = 1
0
𝐞−𝐱
2c ( −1 ) ∞
0
=1
1
∴c=
2
∞ 1 ∞
Mean=μ = ∫−∞ x f(x)dx = 2 ∫−∞ x𝐞−|𝐱| dx = 0 since x𝐞−|𝐱| is an odd function .

DEPARTMENT OF HUMANITIES & SCIENCES

 variance = V(X)
∞
= ∫ x 2 f(x)dx − μ2
−∞
1 ∞ 2 −|𝐱|
= ∫ x 𝐞 dx
2 −∞
1 ∞ 2 −𝐱 ∞
= ∫ 2x 𝐞 dx = [x 2 (−𝐞−𝐱 ) − 2x(𝐞−𝐱 ) + 2(−𝐞−𝐱 )] = 2 .
2 0 0
𝐬𝐢𝐧𝐱
3. If the probability density function 𝐟(𝐱) = { 𝟐 𝐢𝐟 𝟎 ≤ 𝐱 ≤ 𝛑 .
𝟎 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞
𝛑
Find mean,median,mode and 𝐏(𝟎 < 𝐱 < 𝟐).

∞ 1 π 𝐬𝐢𝐧𝐱 1 π
Sol: Mean = μ = ∫−∞ x f(x)dx = 2 ∫0 x dx = 2 [−xcosx + sinx] π0 = 2 .
𝟐

Let M be the Median then

M π
1
∫ f(x)dx = ∫ f(x)dx = ∀ x ∈ (−∞, ∞)
0 M 2
M π
𝐬𝐢𝐧𝐱 𝐬𝐢𝐧𝐱 1
∫ dx = ∫ dx = ∀ x ∈ (−∞, ∞)
0 𝟐 M 𝟐 2
π 𝐬𝐢𝐧𝐱 1 π
consider∫M dx = 2 then (−cosx) M =1
𝟐

π
∴M=
2
sinx
Since f(x) = { 2 if 0 ≤ x ≤ π
0 otherwise

To find maximum, we have f ′ (x) = 0

π
i.e, cosx = 0 implies that x =
2

sinx π
and f ′′ (x) = − which is less than 0 at x =
2 2

π
∴ Mode = 2 .

4.If the distributed function is given by

𝟎 𝐢𝐟 𝐱 ≤ 𝟏
𝐅(𝐱) = {𝐤(𝐱 − 𝟏)𝟒 𝐢𝐟 𝟏 ≤ 𝐱 ≤ 𝟑
𝟏 𝐢𝐟 𝐱 > 𝟑

Find 𝐤, 𝐟(𝐱), 𝐦𝐞𝐚𝐧.

Sol: Cumulative distribution function of f(x) is given by

x d
∫−∞ f(x)dx i.e, f(x) = dx F(x)

DEPARTMENT OF HUMANITIES & SCIENCES

 0 if x ≤ 1
i.e, f(x) = {4k(x − 1)3 if 1 ≤ x ≤ 3
0 if x > 3
b
Since total area under the probability curve is 1 i. e, ∫a f(x)dx = 1
3
∫ 4k(x − 1)3 dx = 1
1

[k(x − 1)4 ] 31 = 1

1
∴k=
16

1 0 if x ≤ 1
∴ f(x) = { (x − 1)3 if 1 ≤ x ≤ 3
4
0 if x > 3
∞ 1 3
Mean=μ = ∫−∞ x f(x)dx = 4 ∫1 x(x − 1)3 dx = 19.6.

DEPARTMENT OF HUMANITIES & SCIENCES

Multiple Random variables

Discrete two dimensional random variable:

Joint probability mass function is defined as f(x, y) = P(X = xi , Y = yi )

Joint probability distribution function is defined as

𝐅𝐗𝐘 (𝐱, 𝐲) = P(X < xi , Y < yi ) =∑<x ∑<y p(xi , yi )

Marginal probability mass functions of X and Y are defined as

P(X = xi ) = p(xi ) = ∑ p(xi , yj )

j

P(Y = yj ) = p(yj ) = ∑ p(xi , yj )

i

Continuous two dimensional random variable:

Joint probability density function is defined as

fXY (x, y) = P(x ≤ X ≤ x + dx, y ≤ Y ≤ y + dy)

∞ ∞
and ∫−∞ ∫−∞ fXY (x, y) dxdy = 1

Joint probability distribution function is defined as

x y
FXY (x, y) = P(X < xi , Y < yi ) =∫−∞ ∫−∞ fXY (x, y) dxdy

∂2
and fXY (x, y) = ∂x ∂y [FXY (x, y) ]

Marginal probability density functions of X is defined as

∞

fX (x) = ∫ fXY (x, y) dy

−∞

Marginal probability density functions of Y is defined as

∞
fY (y)=∫−∞ fXY (x, y) dx

Problems
1.For the following 2-d probability distribution of X and Y

X\Y 1 2 3 4
1 0.1 0 0.2 0.1
2 0.05 0.12 0.08 0.01
3 0.1 0.05 0.1 0.09

DEPARTMENT OF HUMANITIES & SCIENCES

Find i) P(X≤ 𝟐, 𝐘 = 𝟐) ii) 𝐅𝐗 (𝟐) iii)P(Y=3) iv) P(X< 𝟑, 𝐘 ≤ 𝟒) v) 𝐅𝐲 (𝟑).

Sol: Given

X\Y 1 2 3 4
1 0.1 0 0.2 0.1
2 0.05 0.12 0.08 0.01
3 0.1 0.05 0.1 0.09

i)P(X≤ 2, Y = 2) = P(X= 1, Y = 2)+ P(X= 2, Y = 2)

= 0+0.12
= 0.12

ii) FX (2) =P(X≤ 2) = P(X= 1) + P(X= 2)

=∑j p(xi , yj ) + ∑j p(xi , yj )

=(0.1+0+0.2+0.1)+(0.05+0.2+0.08+0.1)

=0.66

iii) P(Y=3) = ∑i p(xi , yj )

= 0.2+0.08+0.1
= 0.38.

iv) P(X< 3, Y ≤ 4) = P(X< 3, Y = 1)+ P(X< 3, Y = 2)+ P(X< 3, Y = 3)

+ P(X< 3, Y = 4)
= P(X= 1, Y = 1) +P(X= 2, Y = 1)+ P(X= 1, Y = 2)
+P(X= 2, Y = 2)+ P(X= 1, Y = 3) +P(X= 2, Y = 3)
+P(X= 1, Y = 4) +P(X= 2, Y = 4)

=(0.1+0+0.2+0.1)+(0.05+0.2+0.08+0.1)

=0.66

v)Fy (3) = P(Y≤ 3) = P(Y= 1) + P(Y= 2)+ P(Y= 3)

=(0.1+0.05+0.1)+(0+0.12+0.05)+(0.2+0.08+0.1)
=0.8

2.Suppose the random variables X and Y have the joint density function defined by

𝐜(𝟐𝐱 + 𝐲) 𝐢𝐟 𝟐 < 𝐱 < 𝟔, 𝟎 < 𝐲 < 𝟓

𝐟(𝐱, 𝐲) = {
𝟎 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞
Find i)c ii)P(X>3,Y>2) iii) P(X>3)
∞ ∞
Sol: Since ∫−∞ ∫−∞ 𝑓 (𝑥, 𝑦) 𝑑𝑥𝑑𝑦 = 1

DEPARTMENT OF HUMANITIES & SCIENCES

 6 5

∫ ∫ c(𝟐𝐱 + 𝐲 )dydx = 1
2 0

6
y2 5
∫ c(2xy + ) dx = 1
2 2 0
6
25
∫ c(10x + ) dx = 1
2 2

x2 25x 6
c(10 + ) =1
2 2 2

1
∴c=
210
6 5
ii) P(X > 3, 𝑌 > 2) = ∫3 ∫2 f(x, y) dydx

6 5 1
=∫3 ∫2 (2x + y )dydx
210

1 6 y2 5 15
=210 ∫3 (2xy + ) dx =28.
2 2

1 6 5
iii) ) P(X > 3) = 210 ∫3 ∫0 f(x, y) dydx

6 5
1
= ∫ ∫ (𝟐𝐱 + 𝐲 )dydx
210
3 0

6
1 y2 5
= ∫ (2xy + ) dx
210 3 2 0
1 6 25
= 210 ∫3 (10x + ) dx
2

1 25x 23
=210 [10x 2 + (10x + )] 63 =28.
2

3.The joint density function defined by

𝐜(𝐱𝐲) 𝐢𝐟 𝟏 < 𝐱 < 𝟑, 𝟐 < 𝐲 < 𝟒

𝐟(𝐱, 𝐲) = {
𝟎 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞
Find i) 𝐜

ii) Marginal probability density functions of X and Y

iii) Show that X and Y are independent.

∞ ∞
Sol: Since ∫−∞ ∫−∞ f(x, y) dxdy = 1

4 3

∫ ∫ 𝐜(𝐱𝐲)dxdy = 1
2 1

DEPARTMENT OF HUMANITIES & SCIENCES

 4 x2
∫2 cy ( 2 ) 31 dy = 1

8c y2 4 1
(2)2 =1 ∴c= .
2 24

ii) Marginal probability density functions of X and Y

Marginal probability density functions of X is

∞ 1 4 x
fX (x) = ∫−∞ fXY (x, y) dy = 24 ∫2 xy dy =4

Marginal probability density functions of Y is

∞ 1 4 y
fY (y)=∫−∞ fXY (x, y) dx =24 ∫1 xy dx =6

xy xy
iii)Clearly fXY (x, y) =24 == = fX (x) fY (y)
46

Therefore ,X and Y are independent.

Conditional probability density function :

Conditional probability density function of X on Y is

fXY (x, y)
fXY (X/Y) =
fY (y)

Conditional probability density function of Y on X is

fXY (x, y)
fXY (Y/X) =
fX (X)

4.The joint density function defined by

𝐱𝐲
(𝐱 𝟐 + ) 𝐢𝐟 𝟎 < 𝐱 < 𝟏, 𝟎 < 𝐲 < 𝟐
𝐟(𝐱, 𝐲) = { 𝟑
𝟎 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞
Find

i) Conditional probability density functions.

ii) Marginal probability density functions
iii) Check whether the functions X and Y are independent or not
xy
(x 2 + ) if 0 < x < 1,0 < y < 2
Sol: Given f(x, y) = { 3
0 otherwise
Marginal probability density functions of X is
∞ 2 𝐱𝐲 1
fX (x) = ∫−∞ fXY (x, y) dy = ∫0 (𝐱 𝟐 + 𝟑 ) dy = 2x(x + 3)

Marginal probability density functions of Y is

∞ 1 𝐱𝐲 1 y
fY (y)=∫−∞ fXY (x, y) dx =∫0 (𝐱 𝟐 + 𝟑 ) dx =3 + 6

DEPARTMENT OF HUMANITIES & SCIENCES

 1 1 y
Here fY (y) fX (x) = 2x(x + 3)( 3 + 6)

Therefore, fXY (x, y) ≠ fX (x) fY (y)

Hence X and Y are not Independent.

Conditional probability density function of X on Y is

𝐱𝐲
fXY (x,y) (𝐱𝟐 + )
fXY (X/Y) = = 1 y
𝟑
fY (y) ( + )
3 6

Conditional probability density function of Y on X is

𝐱𝐲
fXY (x,y) (𝐱𝟐 + )
fXY (Y/X) = = 𝟑
1
fX (X) 2x(x+ )
3

DEPARTMENT OF HUMANITIES & SCIENCES

 TUTORIAL QUESTIONS

1) For the following bivariate, find, (i) P(X≤2, Y=2)

(ii) FX (2)
𝑋 ⁄𝑌 1 2 3 4 (iii) P(Y=3)
1 0.1 0 0.2 0.1 (iv) P(X<3, Y≤4) and (v) FY(3)
2 0.05 0.12 0.08 0.01
3 0.1 0.05 0.1 0.09
1
2a) A random variable X has following P.D. Find (i) k (ii) P(X>6) (iii) Find ‘c’ if P(X ≤ c)> 2
X 0 1 2 3 4 5 6 7
P(X) 0 k 2k 2k 3k k 2k 7k2+k
2 2

b) If F(x) is the distribution function of X given by

0, 𝑥 ≤ 1
F(x) ={k(x − 1)4 , 1 < 𝑥 ≤ 3} Find (i) f(x) (ii) k (iii) mean
1, x > 3
𝑐𝑥𝑦, 1 < 𝑥 < 3,2 < 𝑦 < 4
( )
3) The joint density function given by 𝑓𝑥𝑦 𝑥, 𝑦 = { 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 }

Find (i) c (ii) marginal density functions (iii) conditional density functions
(iv) S.T X ,Y are independent

4a) A sample of 4 items is selected at random from a box containing 12 items of which 5 are
defective . Find the expected number of defective items.
𝐾
b) If the p.d.f is f(x) = 1+𝑥 2 ,- ∞<x<∞ Find (i)K (ii) Probability distribution function
𝑘𝑥𝑒 −𝛼𝑥 , 𝑥 ≥ 0, 𝛼 > 0
5a) A continuous r.v has the p.d.f f(x)={ 0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒 } Determine (i)K, (ii) mean

(iii) variance

b) A random sample with replacement of size 2 is taken from S = {1,2,3}. Let X denote sum
of 2 no. s taken .(i)Write probability distribution (ii) find mean

DEPARTMENT OF HUMANITIES & SCIENCES

 ASSIGNMENT QUESTIONS
𝑘(1 − 𝑥 2 ), 0 < 𝑥 < 1
1.If the p.d.f of a r.v xis given by 𝑓 (𝑥 ) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
find i) k
0 𝑖𝑓 𝑥 ≤ 1
2.If F(x) is the distribution function of x is given by𝐹 𝑋 = { 𝑘(𝑥 − 1)4 𝑖𝑓 1 < 𝑥 ≤ 3
( )
1 𝑖𝑓 𝑥 > 3
Determine i) f(x) ii) k iii)mean
3. If X is a continuous r.v and Y=kX+c prove that E(Y)=kE(X)+y and V(Y)=𝑘 2 𝑉(𝑋),where
V stands for Variance

4. A random variable has the following probability function

x 0 1 2 3 4 5 6 7

P(x) 0 K 2K 2K 3K K2 2K2 7K2 +K

Determine i) K ii) Mean iii)Variance iv) P(2< X < 6).

𝑐𝑥𝑦, 1 < 𝑥 < 3,2 < 𝑦 < 4

5. The joint density function given by 𝑓𝑥𝑦 (𝑥, 𝑦) = { 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 }

Find (i) c (ii) marginal density functions (iii) conditional density functions
(iv) S.T X ,Y are independent

DEPARTMENT OF HUMANITIES & SCIENCES

 UNIT 2
PROBABILITY DISTRIBUTIONS

DEPARTMENT OF HUMANITIES & SCIENCES

OBJECTIVE
To learn some of the important probability distributions like

Binomial, Poisson Distributions (discrete case) and the Normal

Distribution (continuous case).

OUTCOME

Provide very good insight which is essential for industrial applications

by learning probability distributions.

DEPARTMENT OF HUMANITIES & SCIENCES

 PROBABILITY DISTRIBUTIONS

Binomial Distribution: A Random variable ‘X’ has binomial distribution if it assumes

only non-negative values with probability mass function given by

𝑛 𝑝𝑟 𝑞 𝑛−𝑟 𝑟 = 0,1,2, − − − − 𝑛
𝑝(𝑥 = 𝑟) = { 𝑐𝑟
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
= 𝑏(𝑟; 𝑛, 𝑝)

Conditions For Applicability Of Binomial Distributions:

1. Number of trials must be finite (n is finite)
2. The trails are independent
3. There are only two possible outcomes in any event i.e., success and failure.
4. Probability of success in each trail remains constant.

Examples:
1. Tossing a coin 𝑛 times
2. Throwing a die
3. No. of defective items in the box

Mean Of The Binomial Distribution

μ = ∑nr=0 r. P(r)

= ∑nr=0 r. ncr P r qn−r

= nc1 p1 qn−1 + 2n2 P r qn−2 + 3nc3 p3 qn−3 + ⋯ … . nncn pn qn−n

n(n−1) n(n−1)(n−2)
= np1 qn−1 + 2. p2 qn−2 + 3. p3 qn−3 + − − +npn
2! 3!

= np[ q(n−1) +(n − 1)c1 p1 q(n−1)−1 + − − − + pn−1

=np[p + q]n−1

= np since [p + q = 1]

Mean = np.

Variance Of The Binomial Distribution

𝑛

𝜎 = ∑ 𝑟 2 𝑝( 𝑟 ) − 𝜇 2
2

𝑟=0

DEPARTMENT OF HUMANITIES & SCIENCES

 n

= ∑[r(r − 1) + r]P(r) − μ2
r=0

n n

= ∑ r(r − 1)P(r) + ∑ r. P(r) − n2 p2

r=0 r=0

= ∑ r(r − 1)ncr P r qn−r + np − n2 P 2

r=0

let ∑nr=0 r(r − 1)P(r) = ∑nr=0 r(r − 1)ncr P r qn−r = 2 nc2r P 2 q2 nn−2 +
6nc3 P 3 qn−3 +12ncr P 4 qn−4 +---− + n(n − 1) P n

= n(n − 1)P 2 ⌈qn−2 + +(n − 2)c1 p1 q(n−2)−1 + − − − + p2 ⌉

= n(n − 1)P 2 (p + q)n−2

= n2 P 2 − nP 2

σ2 = n2 P 2 − nP 2 + np − n2 P 2

= np(1 − p)

= npq.

Problems
1.In tossing a coin 10 times simultaneously. Find the probability of getting

i)at least 7 heads ii) almost 3 heads iii)exactly 6 heads.

Sol: Given 𝑛 = 10
1
Probability of getting a head in tossing a coin = 2 = 𝑝.

1 1
Probability of getting no head = 𝑞 = 1 − 2 = 2.

The probability of getting 𝑟 heads in a throw of 10 coins is

1 𝑟 1 10−𝑟
𝑃(𝑋 = 𝑟) = 𝑝(𝑟) = 10𝐶𝑟 (2) (2) ; 𝑟 = 0,1,2, … … . . ,10

(i) Probability of getting at least seven heads is given by

𝑃(𝑋 ≥ 7) = 𝑃(𝑋 = 7) + 𝑃(𝑋 = 8) + 𝑃 (𝑋 = 9) + 𝑃(𝑋 = 10)
1 7 1 10−7 1 8 1 10−8 1 9 1 10−9 1 10
= 10𝐶7 ( ) ( ) + 10𝐶8 ( ) ( ) + 10𝐶9 ( ) ( ) + 10𝐶10 ( )
2 2 2 2 2 2 2

1
= [10𝐶7 + 10𝐶8 + 10𝐶9 + 10𝐶10 ]
210
1
= [120 + 45 + 10 + 1]
210

DEPARTMENT OF HUMANITIES & SCIENCES

 176
=
1024
= 0.1719

ii) Probability of getting at most 3 heads is given by

𝑃 (𝑋 ≤ 3) = 𝑃 (𝑋 = 0) + 𝑃 (𝑋 = 1) + 𝑃 (𝑋 = 2) + 𝑃 (𝑋 = 3)
1 1 1 10−1 1 2 1 10−2 1 3 1 10−3 1 10
= 10𝑐1 ( ) ( ) + 10𝑐2 ( ) ( ) + 10𝐶3 ( ) ( ) + 10𝐶0 ( )
2 2 2 2 2 2 2

1
= [10𝐶0 + 10𝐶1 + 10𝑐2 + 10𝑐3 ]
210
1
=210 [120 + 45 + 10 + 1]

176
=
1024
= 0.1719

iii)Probability of getting exactly six heads is given by

1 6 1 10−6
𝑃(𝑋 = 6) =10𝑐6 (2) (2)

= 0.205.

2.In 𝟐𝟓𝟔 sets of 𝟏𝟐 tosses of a coin ,in how many cases one can expect 𝟖 Heads
and 𝟒 Tails.
1
Sol: The probability of getting a head, 𝑝 = 2

1
The probability of getting a tail,𝑞 = 2

Here 𝑛 = 12

1 8 1 4
The probability of getting 8heads and 4Tails in 12trials= 𝑃(𝑋 = 8) = 12𝐶8 (2) (2)

12! 1 12 495
= ( ) = 12
8! 4! 2 2

The expected number of getting 8 heads and 4 Tails in 12 trials of such cases in256 sets

495 495
= 256 × 𝑃(𝑋 = 8) = 28 × 12
= = 30.9375 ~31
2 16

3.Find the probability of getting an even number 3 or 4 or 5 times in throwing a die 10

times
3 1
Sol: Probability of getting an even number in throwing a die = 6 = 2 = 𝑝.

DEPARTMENT OF HUMANITIES & SCIENCES

 1
Probability of getting an odd number in throwing a die =𝑞 = .
2

∴Probability of getting an even number 3 or 4 or 5 times in throwing a die 10 times is

𝑃 (𝑋 = 3) + 𝑃 (𝑋 = 4) + 𝑃 ( 𝑋 = 5)

1 3 1 10−3 1 4 1 10−4 1 5 1 10−5

= 10𝑐3 (2) (2) + 10𝑐4 (2) (2) + 10𝐶5 (2) (2)

1
= 210 [10𝐶3 + 10𝐶4 + 10𝑐5 ]

1
= [120 + 252 + 210]
210

=0.568.

4.Out of 800 families with 4 children each ,how many could you expect to have

a)three boys b)five girls c) 2 or 3 boys d)at least 1 boy.

Sol: : Given 𝑛 = 5, 𝑁 = 800

Let having boys be success

1
Probability of having a boy = 2 = 𝑝.

1 1
Probability of having girl = 𝑞 = 1 − 2 = 2.

The probability of having 𝑟 boyss in 5 children is

1 𝑟 1 5−𝑟
𝑃(𝑋 = 𝑟) = 𝑝(𝑟) = 5𝐶𝑟 (2) (2) ; 𝑟 = 0,1,2 … … 5

a)Probability of having 3 boys is given by

1 3 1 5−3 5
𝑃(𝑋 = 3) = 5𝐶𝑟 ( ) ( ) =
2 2 16
5
Expected number of families having 3 boys = 𝑁 𝑝(3) =800( ) =250 families.
16

b) Probability of having 5 girls = Probability of having no boys is given by

1 0 1 5−0 1
( )
𝑃 𝑋 = 0 = 5𝐶0 ( ) ( ) =
2 2 32
1
Expected number of families having 5 girls = 𝑁 𝑝(0) =800( ) =25 families.
32

c) Probability of having either 2 or 3 boys is given by

1 2 1 5−2 1 3 1 5−3 5
𝑃(𝑋 = 2) + 𝑃(𝑋 = 3) = 5𝐶2 ( ) ( ) + 5𝐶3 ( ) ( ) =
2 2 2 2 18
5
Expected number of families having 3 boys = 𝑁 𝑝(3) =800(8) =500 families.

d) Probability of having at least 1 boy is given by

𝑃 (𝑋 ≥ 1) = 1 − 𝑃 (𝑋 = 0)

DEPARTMENT OF HUMANITIES & SCIENCES

 1 0 1 5−0 31
= 1 − 5𝐶0 ( ) ( ) =
2 2 32
31
Expected number of families having at least 1 boy =800(32) =775 families.

5.Fit a Binomial distribution for the following data.

x 0 1 2 3 4 5
f 2 14 20 34 22 8
Sol: Given n= 5,∑ 𝑓 = 2 + 14 + 20 + 34 + 22 + 8 = 100

∑ 𝑥𝑖 𝑓𝑖 == 0(2) + 1(14) + 2(20) + 3(34) + 4(22) + 5(8) = 284

∑ xi fi 284
∴ Mean of the distribution = ∑ fi
= 100 = 2.84

We have Mean of the binomial distribution = 𝑛𝑝 = 2.84

2.84
∴𝑝= = 0.568; 𝑞 = 1 − 0.568 = 0.432.
5
Table To Fit Binomial Distribution

X P(𝑥𝑖 ) E(𝑥𝑖 )
0 5𝐶0 (0.568)0 (0.432)5−0 =0.02 N p(0) =100(0.02)=2

1 5𝐶1 (0.568)1 (0.432)5−1 =0.09 9

2 5𝐶2 (0.568)2 (0.432)5−2 =0.26 26

5𝐶3 (0.568)3 (0.432)5−3 =0.34

3 34

4 5𝐶4 (0.568)4 (0.432)5−4 =0.22 22

5 5𝐶5 (0.568)5 (0.432)5−5 =0.059 5.9

Fitted Binomial distribution is

x 0 1 2 3 4 5
f 2 10 26 34 22 6

DEPARTMENT OF HUMANITIES & SCIENCES

Recurrence Relation
𝑝(𝑟 + 1) = 𝑛𝐶𝑟+1 (𝑝)𝑟+1 (𝑞 )𝑛−𝑟−1 ….……….(1)

𝑝(𝑟) = 𝑛𝐶𝑟 (𝑝)𝑟 (𝑞 )𝑛−𝑟 …………………………….(2)

(1) 𝑝(𝑟+1) 𝑛𝐶𝑟+1 (𝑝) 𝑟+1 (𝑞)𝑛−𝑟−1

= =
(2) 𝑝(𝑟) 𝑛𝐶𝑟 (𝑝)𝑟 (𝑞)𝑛−𝑟

𝑝(𝑟 + 1) 𝑛𝐶𝑟+1 𝑝
∴ = ( )
𝑝 (𝑟 ) 𝑛𝐶𝑟 𝑞

𝑛𝐶𝑟+1 𝑝
𝑝(𝑟 + 1 ) = ( ) 𝑝( 𝑟 ) .
𝑛𝐶𝑟 𝑞

DEPARTMENT OF HUMANITIES & SCIENCES

Poisson Distribution
A random variable ‘X’ follows Poisson distribution if it assumes only non-negative values
with probability mass function is given by

𝑒 −𝜆 𝜆𝑟
𝑃(𝑥 = 𝑟) = 𝑃(𝑟, 𝜆) = { 𝑟! 𝑓𝑜𝑟 𝑦 = 0,1, − − (𝜆 > 0)
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Conditions For Poisson Distribution

1. The number of trials are very large (infinite)
2. The probability of occurrence of an event is very small (𝜆 = 𝑛𝑝)
3. 𝜆 = 𝑛𝑝 = 𝑓𝑖𝑛𝑖𝑡𝑒

Examples:
1. The number of printing mistakes per page in a large text
2. The number of telephone calls per minute at a switch board
3. The number of defective items manufactured by a company.

Recurrence Relation
𝑒 −𝜆 𝜆𝑟+1
𝑃 (𝑟 + 1) = (𝑟+1)!
-------(1)

𝑒 −𝜆 𝜆𝑟
𝑃 (𝑟 ) = (𝑟)!
-------(2)

1 𝑃 (𝑟 + 1) 𝑒 −𝜆 𝜆2 . 𝜆 𝑟!
= = 𝑋 −𝜆 2
2 𝑃 (𝑟 ) (𝑟 + 1)𝑟! 𝑒 𝜆

𝜆
𝑃 (𝑟 + 1) = ( ) 𝑃(𝑟) 𝑓𝑜𝑟 𝑟 = 0,1,2 − − − −
𝑟+1

Problems
1.Using Recurrence relation find probability when x=0,1,2,3,4,5, if mean of P.D is 3.

Sol: We have
𝜆
𝑃(𝑟 + 1) = (𝑟+1) 𝑃 (𝑟) 𝑓𝑜𝑟 𝑟 = 0,1,2 − − − −(1)

Given 𝜆= 3

𝑒 −3 𝜆0
𝑃 (0) = (0)!
= 𝑒 −3 [ by definition of Poisson distribution ]

From (1),
3
For 𝑟 = 0 , 𝑃(1) = (0+1) 𝑃(0) =3 𝑒 −3

DEPARTMENT OF HUMANITIES & SCIENCES

 3 3
For 𝑟 = 1 , 𝑃(2) = (1+1) 𝑃(0) =2 𝑒 −3

3
For 𝑟 = 2 , 𝑃(3) = (2+1) 𝑃(0) = 𝑒 −3

3 3
F For 𝑟 = 3 , 𝑃(4) = ( ) 𝑃(0) = 𝑒 −3
3+1 4

3 3
or 𝑟 = 4 , 𝑃 (5) = (4+1) 𝑃(0) =5 𝑒 −3 .

𝑷(𝑿=𝟐)
2.If X is a random variable such that 𝟑𝑷(𝑿 = 𝟒) = + 𝑷 ( 𝑿 = 𝟎) .
𝟐

Find mean, 𝑷(𝑿 ≤ 𝟐).

𝑃(𝑋=2)
Sol: Given 3𝑃(𝑋 = 4) = + 𝑃(𝑋 = 0)…..(1)
2

Since X is a Poisson variable,

𝑒 −𝜆 𝜆𝑟
𝑃 (𝑥 = 𝑟 ) =
𝑟!
2
𝑒 −𝜆𝜆 𝜆4 𝑒 −𝜆 𝜆2 𝑒 −𝜆 𝜆0
∴3 = +
4! (2)2! 0!

Solving it we get 𝜆4 − 2𝜆2 − 4 = 0

Taking 𝜆2 = 𝑘, 𝑤𝑒 𝑔𝑒𝑡 𝑘 2 − 2𝑘 − 4 = 0

∴ 𝑘 = 4, −2

∴ λ2 = 4

i.e λ = 2

Therefore, Mean of the Poisson distribution = 2

𝑃 (𝑋 ≤ 2 ) = 𝑃 (𝑋 = 0 ) + 𝑃 (𝑋 = 1 ) + 𝑃 (𝑋 = 2 )

𝑒 −2 𝜆0 𝑒 −2 21 𝑒 −𝜆 22
= + + =0.54.
0! 1! 2!

3.A car hire firm has 2 cars which it hires out day by day.The number of demands for a
car on each day is distributed as poisson with mean 1.5 Calculate the proportion of days

i)on which there is no demand

ii) on which demand is refused.

Sol: Let number of demands for cars be the success.

Given mean = 1.5= 𝜆

Using Poisson distribution,

DEPARTMENT OF HUMANITIES & SCIENCES

 𝑒 −𝜆 𝜆𝑟
𝑃 (𝑥 = 𝑟 ) =
𝑟!
i)Probability that there is no demand for car is
𝑒 −1.5 (1.5)0
𝑃 (𝑥 = 0) = = 0.223
0!
Expected number of days that there is no demand =N𝑃 (0) = 365(0.223) =
81.39~ 81 𝑑𝑎𝑦𝑠

ii) Probability that demand refused for car is

𝑃 (𝑥 > 2) = 1 − 𝑃 (𝑥 = 0) − 𝑃 (𝑥 = 1) − 𝑃 (𝑥 = 2)

𝑒 −1.5 (1.5)0 𝑒 −1.5 (1.5)1 𝑒 −1.5 (1.5)2

=1− − − = 0.191
0! 1! 2!
Expected number of days that demand refused for car = N𝑃(𝑥 > 2)

= 365(0.191) = 69.7~ 70 𝑑𝑎𝑦𝑠.

4.The distribution of typing mistakes committed by typist is given below.

Fit a Poisson distribution for it.

Mistakes per page 0 1 2 3 4 5

Number of pages 142 156 69 27 5 1

Sol: Given n= 5,∑ 𝑓 = 142 + 156 + 69 + 27 + 5 + 1 = 400

∑ 𝑥𝑖 𝑓𝑖 == 0(142) + 1(156) + 2(69) + 3(27) + 4(5) + 5(1) = 400

∑ xi fi
∴ Mean of the distribution =
∑ fi
400
= 400 = 1.

We have Mean of the Poisson distribution = 𝜆 = 1

Table To Fit Poisson Distribution

X P(𝑥𝑖 ) E(𝑥𝑖 )
0 𝑒 −1 (1)0 N p(0)
=0.368
0! =400(0.368)=147.2~147
𝑒 −1 (1)1
1 =0.368 147
1!

2 𝑒 −1 (1)2
=0.184 74
2!

3 𝑒 −1 (1)3 24
3!
=0.061

4 6

DEPARTMENT OF HUMANITIES & SCIENCES

 𝑒 −1 (1)4
= 0.015
4!
5 1
−1 5
𝑒 (1)
= 0.003
5!

Fitted Poisson distribution is

Mistakes per page 0 1 2 3 4 5

Number of pages 147 147 74 24 6 1

DEPARTMENT OF HUMANITIES & SCIENCES

Normal Distribution (Gaussian Distribution)

Let X be a continuous random variable, then it is said to follow normal distribution if its pdf
is given by

1 1 𝑥−𝜇 2
𝑓 (𝑥, 𝜇, 𝜎) = 𝜎 𝑒 −2( 𝜎
)
−∞ ≤ 𝑥 ≤ ∞, 𝜇, 𝜎>0
√ 2𝜋

Here , 𝜎 are the mean & S.D of X.

Properties Of Normal Distribution

1. Normal curve is always centered at mean

2. Mean, median and mode coincide (i.e., equal)
3. It is unimodal
4. It is a symmetrical curve and bell shaped curve
5. X-axis is an asymptote to the normal curve
6. The total area under the normal curve from −∞ 𝑡𝑜∞ is “1”
7. The points of inflection of the normal curve are 𝜇 ± 𝜎, 𝜇 ± 3𝜎
8. The area of the normal curve between
𝜇 − 𝜎 to 𝜇 + 𝜎 = 68.27%

𝜇 − 2𝜎 𝑡𝑜 𝜇 + 2𝜎=95.44%

𝜇 − 3𝜎 𝑡𝑜 𝜇 + 3𝜎=99.73%

9.The curve for normal distribution is given below

Standard Normal Variable

𝑥−𝜇
Let 𝑍 = with mean ‘0’ and variance is ‘1’ then the normal variable is said to be standard
𝜎
normal variable.

DEPARTMENT OF HUMANITIES & SCIENCES

Standard Normal Distribution

The normal distribution with man ‘0’ and variance ‘1’ is said to be standard normal
distribution of its probability density function is defined by

1 1 𝑥−𝑢 2
𝑓 (𝑥 ) = 𝜎 𝑒 −2( 𝜎
)
−∞ < 𝑥 ≤ ∞
√ 2𝜋

1 𝑧2
𝑓 (𝑧 ) = 𝑒 −2 −∞ ≤ 𝑥 ≤ ∞ (𝜇 = 0, 𝜎 = 1)
√ 2𝜋

Mean Of The Normal Distribution

Consider Normal distribution with b,σ as parameters Then

1 (x−b) 2
−
f(x; b, σ) e 2σ2
σ√2π

Mean of the continuous distribution is given by

∞ ∞ (x−b)2
1 −
μ = ∫ x f(x)dx = ∫ x e 2σ2 dx
−∞ −∞ σ√2π
(z)2
1 ∞ − x−b
= ∫ (σz + b) e
2π −∞
2 dz [Putting z =
σ
so that dx = σ dz]
√

(z)2 (z) 2
σ∞ − b ∞ −
= 2π ∫−∞ z e 2 dz + ∫ e 2 dz
√ √2π −∞

(z)2
2b − ∞
= ∫ e
2π −0
2 dz
√

(z)2 (z) 2
− −
[ since z e 2 is an odd function and e 2 is an even function]
2b π
μ= √ =b
√ 2π 2

∴ Mean = b

Variance Of The Normal Distribution

∞
Variance = ∫−∞ x 2 f(x)dx − μ2

∞
x−μ 2
1 2
1 ( σ )
−2
= ∫x e dx − μ2
σ√2π
−∞

x−μ
Let z = ⟹ dx = σdz
σ

∞
1 z2
= ∫ (μ2 + σ2 z 2 + 2μσz) e− 2 σdz − μ2
σ√2π
−∞

DEPARTMENT OF HUMANITIES & SCIENCES

 ∞ ∞ ∞
μ2 z2
−2 σ2 32
−2 2μσ 32
= ∫e dz + ∫ z2 e dz + ∫ z 2 e−2 dz − μ2
√2π √2π √2π
−∞ −∞ −∞

∞ ∞
2μ2 z2
−2 2σ2 32
= ∫e dz + ∫ z 2 e−2 dz − μ2
√2π √2π
0 0

2σ2 ∞ z2
= ∫ z 2 e− 2 dz
2π 0
√
z2 2zdz dt
∵ = +⇒ = dt dz =
2 2 √2t
∞
2σ2 dt
= ∫ (2 +)2 et
√2π √2t
0

2σ2 ∞ 3
= ∫0 e−t +2−1 .dt
√π

2σ2 3
= Γ (2)
√π

2σ2 1 1
= Γ( )
√π 2 2

σ2
= √π = σ 2
√π
∞
∴ σ = ∫ x 2 f(x)dx − μ2 .
2
−∞

Median Of The Normal Distribution

Let x=M be the median, then

M ∞
1
∫ f(x)dx = ∫ f(x)dx =
2
−∞ M

Let μϵ(−∞, M)

∞ μ M 1
Let ∫−∞ f(x)dx = ∫−∞ f(x)dx + ∫μ f(x)dx = 2

μ 1 μ 2
Consider ∫−∞ f(x)dx = σ ∫ e− 12(x−μ
σ
) dx
√2π −∞

x−μ
Let z = ⇒ dx = σdz [∵ Limits of z − ∞ ⟶ 0]
σ

μ 1 0 Z2
∫−∞ f(x)dx = σ ∫ e− 2 σdz
2π −∞
√

DEPARTMENT OF HUMANITIES & SCIENCES

 1 0 t2
= ∫ e−2 (dt) (by taking z=-t again)
2π ∞
√

1
π 1
= √ =
√2π 2 2
μ

∴ ∫ f(x)dx = 0 ⇒ μ = M
μ

Mode Of The Normal Distribution

1 1 x−μ 2 x−μ 2
f(x) = e−2( σ
)
−( )
σ√2π σ

1 1 x−μ 2 −1 x−μ 1
f`(x) = 0 ⇒ e−2( σ
)
( )2( ) =0
σ√2π 2 σ σ

⇒x−μ=0 ⇒x=μ

⇒x=μ

−1 1 x−μ 2 1 x − μ 2 −1 x−μ 1
f 11 (x) = [e−2( σ
)
. 1 + (x − μ)e−2 ( ) ( )2( ) ]
σ3 √2π σ 2 σ σ

−1
= [e0 + 0]
σ3 √2π
−1
= <0
σ3 √2π

∵ x = μ is the mode of normal distribution.

Problems :
1.If X is a normal variate, find the area A

i) to the left of 𝒛 = 𝟏. 𝟕𝟖

ii) to the right of 𝒛 = −𝟏. 𝟒𝟓

iii) Corresponding to −𝟎. 𝟖 ≤ 𝒛 ≤ 𝟏. 𝟓𝟑

iv) to the left of 𝒛 = −𝟐. 𝟓𝟐 and to the right of 𝒛 = 𝟏. 𝟖𝟑.

Sol: i) 𝑃 (𝑧 < −1.78) = 0.5 − 𝑃 (−1.78 < 𝑧 < 0)

= 0.5 − 𝑃(0 < 𝑧 < 1.78)

= 0.5-0.4625 =0.0375.

ii) 𝑃(𝑧 > −1.45) = 0.5 + 𝑃(−1.45 < 𝑧 < 0)

= 0.5 + 𝑃(0 < 𝑧 < 1.45)

DEPARTMENT OF HUMANITIES & SCIENCES

 = 0.5+0.4625 =0.9265.

iii) 𝑃 (−0.8 ≤ 𝑧 ≤ 1.53) = 𝑃(−0.8 ≤ 𝑧 ≤ 0) + 𝑃 (0 ≤ 𝑧 ≤ 1.53)

= 0.2881+0.4370=0.7251.

iv ) 𝑃(𝑧 < −2.52) = 0.5 − 𝑃(0 < 𝑧 < 2.52)=0.0059

𝑃(𝑧 > 1.83) = 0.5 − 𝑃(0 < 𝑧 < 1.83)

=0.036

2.If the masses of 300 students are normally distributed with mean 68 kgs and standard
deviation 3kgs.How many students have masses

i)greater than 72kgs.

ii)less than or equal to 64 kgs

iii)between 65 and 71 kgs inclusive.

Sol: Given N=300,𝜇 = 68, 𝜎 = 3.Let X be the masses of the students.

i) Standard normal variate for X=72 is

𝑥 − 𝜇 72 − 68
𝑧= = = 1.33
𝜎 3
𝑃(𝑋 > 72)= 𝑃(𝑧 > 1.33)

== 0.5 − 𝑃 (0 < 𝑧 < 1.33)

=0.5-0.4082

=0.092

Expected number of students greater than 72 = E(X>72)

=300(0.092)
=27.54~28 students

ii) Standard normal variate for X=64 is

𝑥 − 𝜇 64 − 68
𝑧= = = −1.33
𝜎 3

𝑃(𝑋 ≤ 64)= 𝑃(𝑧 ≤ −1.33)

== 0.5 − 𝑃 (0 < 𝑧 < 1.33) (Using symmetry)

=0.5-0.4082

=0.092

DEPARTMENT OF HUMANITIES & SCIENCES

 Expected number of students less than or equal to 64 = E(X less than or equal to
64)
=300(0.092)
=27.54~28 students .

iii)Standard normal variate for X=65 is

𝑥 − 𝜇 65 − 68
𝑧1 = = = −1
𝜎 3
Standard normal variate for X=71 is

𝑥 − 𝜇 71 − 68
𝑧2 = = =1
𝜎 3

𝑃 (65 ≤ 𝑋 ≤ 71) = 𝑃(−1 ≤ 𝑧 ≤ 1)

= 𝑃(−1 ≤ 𝑧 ≤ 0) + 𝑃(−0 ≤ 𝑧 ≤ 1)
=2 𝑃(−0 ≤ 𝑧 ≤ 1)

=2(0.341)= 0.6826

𝐸 (65 ≤ 𝑋 ≤ 71) = 300(0.6826) = 205 𝑆𝑡𝑢𝑑𝑒𝑛𝑡𝑠.

∴Expected number of students between 65 and 71 kgs inclusive = 205 students.

3.In a normal distribution 𝟑𝟏% of the items are under 45 and 𝟖% of the items are

over 64. Find mean and variance of the distribution.

Sol: Given 𝑃(𝑋 < 45)= 31% = 0.31

And 𝑃(𝑋 > 64)= 8% = 0.08

Let Mean and variances of the normal distributions are 𝜇, 𝜎 2 .

Standard normal variate for X is

𝑥−𝜇
𝑧=
𝜎
Standard normal variate for 𝑋1 =45 is

𝑋1 − 𝜇 45 − 𝜇
𝑧1 = =
𝜎 𝜎
⇒ 𝜇 + 𝜎𝑧1 = 45 … … … (1)

Standard normal variate for 𝑋2 =64 is

𝑋2 − 𝜇 64 − 𝜇
𝑧2 = =
𝜎 𝜎

DEPARTMENT OF HUMANITIES & SCIENCES

 ⇒ 𝜇 + 𝜎𝑧2 = 64 … … … (2)
From normal curve ,we have P(−z1 ≤ z ≤ 0) = 0.19
⇒ 𝑧1 = −0.5
𝑃(0 ≤ 𝑧 ≤ 𝑧2 )=0.42
⇒ 𝑧2 = 1.41
substituting the values of z1, z2 in (1) and (2),we get
μ = 50, σ2 = 98.

4. In a normal distribution 𝟕% of the items are under 35 and 𝟖𝟗% of the items are

under 63. Find mean and variance of the distribution.

Sol: Given 𝑃(𝑋 < 35)= 7% = 0.07

And 𝑃(𝑋 < 63)= 89% = 0.89

Let Mean and variances of the normal distributions are 𝜇, 𝜎 2 .

Standard normal variate for X is

𝑥−𝜇
𝑧=
𝜎
Standard normal variate for 𝑋1 =35 is

𝑋1 − 𝜇 35 − 𝜇
𝑧1 = =
𝜎 𝜎
⇒ 𝜇 + 𝜎𝑧1 = 35 … … … (1)

Standard normal variate for 𝑋2 =63 is

𝑋2 − 𝜇 63 − 𝜇
𝑧2 =
=
𝜎 𝜎
⇒ 𝜇 + 𝜎𝑧2 = 63 … … … (2)
Given 𝑃(𝑋 < 35) = 𝑃(𝑧 < 𝑧1 )
0.07 = 0.5- 𝑃(−𝑧1 ≤ 𝑧 ≤ 0)
𝑃(0 ≤ 𝑧 ≤ 𝑧1 ) = 0.43
From normal curve ,we ℎ𝑎𝑣𝑒
⇒ 𝑧1 = 1.48

We have𝑃(𝑋 < 63) = 𝑃(𝑧 < 𝑧2 )

0.89 = 0.5+𝑃(0 ≤ 𝑧 ≤ 𝑧2 )
𝑃(0 ≤ 𝑧 ≤ 𝑧2 ) = 0.39
From normal curve ,we ℎ𝑎𝑣𝑒
⇒ 𝑧2 = 1.23

substituting the values of z1, z2 in (1) and (2),we get

μ = 50, σ2 = 100.

DEPARTMENT OF HUMANITIES & SCIENCES

 TUTORIAL QUESTIONS
1. Out of 800 families with 4 children each, how many could you expect to have

i)three boys ii)five girls iii) 2 or 3 boys iv) at least 1 boy.

2. Suppose 2% of the people on the average are physically handicapped .Find
i) the probability of finding 3 or more Physically handicapped
ii) the probability of finding atmost 2 are handicapped

3. If X is a normal variate with mean 30 and variance 25.Find

i)P(26≤X≤40) ii)P(X≥45).
4. In a normal distribution, 7% of the items are under 35 and 89% are under 63.
Determine the mean and variance of the distribution.

5.Fit a Poisson distribution to the following data

x 0 1 2 3 4 5

f 142 156 69 27 5 1

DEPARTMENT OF HUMANITIES & SCIENCES

 ASSIGNMENT QUESTIONS
1. A sales tax officer has reported that the average sales of the 500 business that he has to
deal with during a year is Rs.36,000 with a standard deviation of Rs.10,000. Assuming
that the sales in these business are normally distributed ,find :

i) The number of business as the sales of which are greater than Rs.40,000
ii) The percentage of business the sales of which are likely to range between Rs.30,000 and
Rs.40,000

2. If the variance of a Poisson variate is 3 . Find the probability that

i) P(x=0) ii)P(1≤x≤4) iii) P(x>2)

3. The mean and SD of a normal variate are 8 and 4 respectively .Find i) P( 5≤x≤10)
ii)P(x≥5)

4. Average number of accidents on any day on a national highway is 1.8 .determine the
probability that the number of accidents are i) atleast one ii) at the most one iii) exactly
one

5.If X is a normal variate , find

i) to the left of Z=-1.78

ii) to the right of Z=-1.45
iii) corresponding to -0.80≤Z≤1.53
iv) to the left of Z=-2.52 and to the right of Z=1.83

DEPARTMENT OF HUMANITIES & SCIENCES

 UNIT 3
CORRELATION
AND
REGRESSION

DEPARTMENT OF HUMANITIES & SCIENCES

OBJECTIVE
To understand linear relationship between two variables and also to predict

how a dependent variable changes based on adjustments to an independent variable.

OUTCOME
Make data-driven decisions by using correlation and regression.

DEPARTMENT OF HUMANITIES & SCIENCES

 CORRELATION AND REGRESSION

CORRELATION

Introduction

In a bivariate distribution and multivariate distribution we may be interested to find if there is

any relationship between the two variables under study. Correlation refers to the relationship
between two or more variables. The correlation expresses the relationship or interdependence
of two sets of variables upon each other.

Definition Correlation is a statistical tool which studies the relationship b/w 2 variables &
correlation analysis involves various methods & techniques used for studying & measuring
the extent of the relationship b/w them.

Two variables are said to be correlated if the change in one variable results in a
corresponding change in the other.

The Types of Correlation

1) Positive and Negative Correlation: If the values of the 2 variables deviate in the
same direction

i.e., if the increase in the values of one variable results in a corresponding increase in the
values of other variable (or) if the decrease in the values of one variable results in a
corresponding decrease in the values of other variable is called Positive Correlation.

e.g. Heights & weights of the individuals If the increase (decrease) in the values of one
variable results in a corresponding decrease (increase) in the values of other variable is called
Negative Correlation.

e.g, Price and demand of a commodity.

2) Linear and Non-linear Correlation: The correlation between two variables is said
to be Linear if the corresponding to a unit change in one variable there is a constant change
in the other variable over the entire range of the values (or) two variables 𝑥, 𝑦 are said to be
linearly related if there exists a relationship of the form y = a + bx.

e.g when the amount of output in a factory is doubled by doubling the number of workers.

Two variables are said to be Non linear or curvilinear if corresponding to a unit change

DEPARTMENT OF HUMANITIES & SCIENCES

 in one variable the other variable does not change at a constant rate but at fluctuating rate.

i.e Correlation is said to be non linear if the ratio of change is not constant. In other words,

when all the points on the scatter diagram tend to lie near a smooth curve, the correlation is

said to be non linear (curvilinear).

3) Partial and Total correlation: The study of two variables excluding some other
variables is called Partial correlation .

e.g. We study price and demand eliminating the supply.

In Total correlation all the facts are taken into account.

e.g Price, demand & supply ,all are taken into account.

4) Simple and Multiple correlation: When we study only two variables, the
relationship is described as Simple correlation.

E.g quantity of money and price level, demand and price.

The following are scatter diagrams of Correlation.

DEPARTMENT OF HUMANITIES & SCIENCES

Karl Pearson’s Coefficient of Correlation

Karl Pearson suggested a mathematical method for measuring the magnitude of linear
relationship between 2 variables. This is known as Pearsonian Coefficient of correlation. It is
denoted by ‘𝑟’. This method is also known as Product-Moment correlation coefficient

Cov(xy)
r= σx σy

∑ xy
= Nσ
x σy

∑ XY
=
√∑ X2 ∑ Y2

X = (x − ̅
X ) , Y = (y − ̅ ̅ ̅
Y ) where, X, Y are means of the series 𝑥 & 𝑦.

σx = standard deviation of series x

σy = standard deviation of series y

Properties

1. The Coefficient of correlation lies b/w −1 & +1 .

2. The Coefficient of correlation is independent of change of origin & scale of
measurements.
3. If X, Y are random variables and a, b, c, d are any numbers such that a ≠ 0, c ≠ 0 then

ac
r(aX + b, cY + d) = r(X, Y)
|ac|

4. Two independent variables are uncorrelated. That is if X and Y are independent variables
then r(X, Y) = 0

Rank Correlation Coefficient

Charles Edward Spearman found out the method of finding the Coefficient of correlation by
ranks. This method is based on rank & is useful in dealing with qualitative characteristics
such as morality, character, intelligence and beauty. Rank correlation is applicable to only to
the individual observations.

∑ D2
formula: ρ = 6 N(N2 −1)

where : ρ - Rank Coefficient of correlation

DEPARTMENT OF HUMANITIES & SCIENCES

D2 - Sum of the squares of the differences of two ranks

N- Number of paired observations.

Properties

1. The value of ρ lies between +1 and − 1.

2. If ρ = 1, then there is complete agreement in the order of the ranks & the direction of the
rank is same.
3. If ρ = −1, then there is complete disagreement in the order of the ranks & they are in
opposite directions.

Equal or Repeated ranks

If any 2 or more items are with same value the in that case common ranks are given to
repeated items. The common rank is the average of the ranks which these items would have
assumed, if they were different from each other and the next item will get the rank next to
ranks already assumed.

1 1
∑ D2 + (m3 −m)+ (m3 −m)….
Formula: ρ = 1 − 6{ 12 12
}
N3 −N

where m = the number of items whose ranks are common.

N- Number of paired observations.

D2 - Sum of the squares of the differences of two ranks

DEPARTMENT OF HUMANITIES & SCIENCES

REGRESSION

In regression we can estimate value of one variable with the value of the other variable which
is known. The statistical method which helps us to estimate the unknown value of one
variable from the known value of the related variable is called ‘Regression’. The line
described in the average relationship b/w 2 variables is known as Line of Regression.

Regression Equation:

The standard form of the Regression equation is Y = a + b X where a, b are called constants.
‘a’ indicates value of Y when X = 0. It is called Y-intercept. ‘b’ indicates the value of slope
of the regression line & gives a measure of change of y for a unit change in X . it is also
called as regression coefficient of Y on X. The values of a, b are found with the help of
following Normal Equations.

Normal Equations for Regression Equation of Y on X are

∑ Y= Na + b∑ X

∑ XY = a ∑ X + b∑ X 2

Normal Equations for Regression Equation of X on Y are

∑ X = Na + b∑ Y

∑ XY = a ∑ Y + b∑ Y 2

DEPARTMENT OF HUMANITIES & SCIENCES

Regression equations when deviations taken from the arithmetic mean :

∑ XY
Regression equation of Y on X : Y − ̅
Y = byx (X − ̅
X ) where byx = ∑ X2

∑ XY
Regression equation of X on Y : X − ̅
X = bxy (Y − ̅
Y ) where bxy = ∑ Y2

m1 −m2
Angle b/w Two Regression lines : tanθ = 1+m1 m2

Note:

𝜎x 𝜎y 1−𝑟 2
1. If θ is acute then tanθ = 𝜎2 ( )
x +𝜎2 y 𝑟

𝜎x 𝜎y 𝑟 2 −1
2. If θ is obtuse then tanθ = 𝜎2 ( )
x +𝜎2 y 𝑟
π
3. If r = 0 then tan θ = ∞ then θ = 2. Thus if there is no relationship between the 2
π
variables (i.e, they are independent) then θ = 2.

4. If 𝑟 = ±1 then tan θ = 0 then θ = 0 or π. Hence the 2 regression lines are parallel

or coincident. The correlation between 2 variables is perfect.

DEPARTMENT OF HUMANITIES & SCIENCES

Problems

1. Find Karl Pearson’s coefficient of correlation from the following data.

Ht. in 57 59 62 63 64 65 55 58 57
inches
Weight 113 117 126 126 130 129 111 116 112
in lbs

Solution:

Ht. in Deviation 𝑋2 Wt. in lbs Deviation 𝑌2 Product of

inches from mean Y from mean deviations
X X = x-𝑥̅ Y = y-𝑦̅ of X and Y
series (XY)
57 -3 9 113 -7 49 21
59 -1 1 117 -3 9 3
62 2 4 126 6 36 12
63 3 9 126 6 36 18
64 4 16 130 10 100 40
65 5 25 129 9 81 45
55 -5 25 111 -9 81 45
58 -2 4 116 -4 16 8
57 -3 9 112 -8 64 24
540 0 102 1080 0 472 216

∑ XY 216
Coefficient of correlation r = = = 0.98
√∑ X2 ∑ Y2 √(102)(471)

2. Calculate Coefficient of correlation for the following data.

X 12 9 8 10 11 13 7
Y 14 8 6 9 11 12 3

DEPARTMENT OF HUMANITIES & SCIENCES

 Solution: In both series items are in small number.

So there is no need to take deviations.

Cov(XY)
Formula used: r =
σx σy

X Y X2 Y2 XY
12 14 144 196 168
9 8 81 64 72
8 6 64 36 48
10 9 100 81 90
11 11 121 121 121
13 12 169 144 156
7 3 49 9 21

∑ X = 70 ∑ Y = 63 ∑ X 2 = 728 ∑ Y 2 = 651 ∑ XY = 676

∑ XY− (∑ X ∑ Y)/N
r=
√(∑ X2 )−(∑ X)2 /N)(∑ Y2 −(∑ Y)2 )/N

Here N = 7.

4732 − 4410 322 322

r= = = = +0.95
√5096 − 4900√4557 − 3969 √(196)(588) 339.48

3. A sample of 𝟏𝟐 fathers and their elder sons gave the following data about their
elder sons. Calculate the rank correlation coefficient.

Fathers 65 63 67 64 68 62 70 66 68 67 69 71
Sons 68 66 68 65 69 66 68 65 71 67 68 70
Solution:

Fathers(x) Sons(y) Rank(x) Rank(y) di d2i

= xi − yi
65 68 9 5.5 3.5 12.25
63 66 11 9.5 1.5 2.25
67 68 6.5 5.5 1.0 1

DEPARTMENT OF HUMANITIES & SCIENCES

 64 65 10 11.5 -1.5 2.25
68 69 4.5 3 1.5 2.25
62 66 12 9.5 2.5 6.25
70 68 2 5.5 =3.5 12.25
66 65 8 11.5 3.5 12.25
68 71 4.5 1 =3.5 12.25
67 67 6.5 8 -1.5 2.25
69 68 3 5.5 -2.5 6.25
71 70 1 2 -1 1
∑ d2i = 72.5

Repeated values are given common rank, which is the mean of the ranks .In X: 68 & 67
appear twice.

In Y : 68 appears 4 times , 66 appears twice & 65 appears twice. Here N = 12.

1 1
∑ D2 + (m3 −m)+ (m3 −m) 6(72.5 + 7)
ρ = 1 − 6{ 12 12
} = 1− = 0.722
N3 −N 12(122 −1)

4. Given 𝐧 = 𝟏𝟎 , 𝛔𝐱 = 5.4, 𝛔𝐲 = 𝟔. 𝟐 and sum of product of deviation from the mean of

𝐗 & 𝐘 is 𝟔𝟔. Find the correlation coefficient.

Solution: n = 10 , σx = 5.4, σy = 6.2

∑(x−x̅)2
σ2x = n

̅)2
∑(y−y
σ2y = n

∑(x − x̅ )(y − y̅ ) = 66

∑(x − x̅ )(y − y̅ ) 66
r= = = 0.1971
√∑(x − x̅)2 ∑(y − y̅)2 (5. )(6.2)

5. The heights of mothers & daughters are given in the following table. From the 2
tables of regression estimate the expected average height of daughter when the height
of the mother is 𝟔𝟒. 𝟓 inches.

Ht. of 62 63 64 64 65 66 68 70
Mother(inches)

DEPARTMENT OF HUMANITIES & SCIENCES

 Ht. of the 64 65 61 69 67 68 71 65
daughter(inches)

Solution:

Let X = heights of the mother

Y = heights of the daughter

Let dx = X − 65 , dy = Y – 67, ∑ x = 522, ∑ dx = 2, ∑ dx 2 = 50, ∑ y = 530,

∑ dy = −6 ∑ dy 2 = 74, ∑ dxdy = 20

∑X 522
X̅ = = = 66.25
N 8

∑Y 530
Y̅ = = = 65.25
N 8

∑ dxdy−∑ dx ∑ dy 2(−6)
20 −
N 8
byx = 2 = 2 = 0.434
(∑ dx) 50 − 8
∑ dx 2 − N

Regression equation of Y on : Y − ̅
Y = byx (X − ̅
X)

Y = 37.93 + 0.434X

when X = 64.5 then Y = 69.923

6. The equations of two regression lines are 𝟕𝐱 − 𝟏𝟔𝐲 + 𝟗 = 𝟎 and 𝟓𝐲 − 𝟒𝐱 − 𝟑 = 𝟎.

Find the coefficient of correlation and the means of 𝐱& 𝑦 .

Solution: Given equations are 7x − 16y + 9 = 0……………….. (1)

5y − 4x − 3 = 0…………………. (2)
(1) × 4 gives 28x − 64y + 36 = 0
(2) × 7 gives -28𝑥 + 35𝑦 − 21 = 0
On adding we get −29𝑦 + 15 = 0
y = 0.5172
from(1) 7x = 16y − 9 which gives x = 0.1034
̅ y̅) we have x̅ = 0.1034
since regression line passes through (x,
y̅ = 0.5172

DEPARTMENT OF HUMANITIES & SCIENCES

 16 9
From(1) x = y−
7 7
4 3
From (2) y = x+ ,
5 5
σx 16 σy 4
r = and r =
σy 7 σx 5
16 4 64
Multiplying these 2 equations , we get r2 = =
7 5 35
8
r= .
√35

𝟒
7. If 𝛔𝐱 = 𝛔𝐲 = 𝛔 and the angle between the regression lines is Tan-1 (𝟑). Find 𝐫.

σx σy 1−r2
Solution: tanθ = ( )
σ2 x +σ2 y r

σ2 1−r2
= ( )
2σ2 r

4
By data, θ = Tan−1 (3).

1−r2 4
=
2r 3

3 − 3r 2 − 8r = 0

(3r − 1)(r + 3) = 0

1
r= or − 3
3

Since we cannot have r = −3

1
Thus r = 3

8. Given the following information regarding a distribution 𝑵 = 𝟓,

𝐗̅ = 𝟏𝟎, 𝐘
̅ = 𝟐𝟎, ∑(𝐗 − 𝐘)𝟐 = 𝟏𝟎𝟎, ∑(𝐘 − 𝟏𝟎)𝟐 = 𝟏𝟔𝟎. Find the regression

coefficients and hence coefficient of correlation.

Solution: Here dx = X − 4, dy = Y − 10

∑ dx ∑ dx
̅ = A+
X ⇒ 10 = Y + ⇒ ∑ dx = 30(here A = 4)
N 5

DEPARTMENT OF HUMANITIES & SCIENCES

 ∑ dy ∑ dy
̅=B+
Y ⇒ 20 = 10 + ⇒ ∑ dy = 50(here B = 10)
N 5

∑ dx ∑ dy
∑ dxdy − −220
N
byx = (∑ dx)2
= = 2.75
∑ dx 2 − −80
N

∑ dx ∑ dy
∑ dxdy − −220
N
bxy = (∑ dy)2
= = 0.65
∑ dy 2 − −340
N

Coefficient of correlation r = ±√bxy × byx = √(0.65)(2.75) = √1.7875 = 1.337

9. Given that 𝐗 = 𝟒𝐘 + 𝟓 and 𝐘 = 𝟒𝐗 + 𝟒 are the lines of regression of 𝐗 on 𝐘 and 𝐘 on

𝟏
𝐗 respectively. Show that 𝟎 < 4𝒌 < 1. If 𝐤 = 𝟏𝟔find the means of the two variables

and coefficient of correlation between them.

Solution: Given lines are X= 4Y +5 …….(1)

Y = KX+4 ……….(2)

σ σy
From (1) & (2), r σx = 4 and r σ = K
y x

Multiplying these two equations we get r 2 = 4K

1
Since 0 ≤ r 2 ≤ 1, we have 0 ≤ 4K ≤ 4

1
If K = then we have X = 4Y + 5 and
16

Y = X/16 + 4

We get X − 4Y − 5 = 0

−X
4Y − 16 = 0
4

X
Adding we get 3 4 − 21 = 0

X = 28

23
From(2), we get Y = 4

The regression lines pass through ( x,

̅ y̅)

DEPARTMENT OF HUMANITIES & SCIENCES

 23
We get means x̅ = 28 𝑎𝑛𝑑 y̅ = 4

4 1 1
We have r 2 = 4k = = ⇒ r = ±
16 4 2

1
We consider positive value and take r =
2

10.The difference between the ranks are 𝟎. 𝟓, −𝟔, −𝟒. 𝟓, −𝟑, −𝟓, −𝟏, 𝟑, 𝟎, 𝟓, 𝟓. 𝟓, 𝟎, −𝟎. 𝟓.
∑ 𝒎(𝒎𝟐 −𝟏)
For refracted ranks 𝐱 𝐚𝐧𝐝 𝐲. =3.5, 𝒓 = 𝟎. 𝟒𝟒. Find the number of terms.
𝟏𝟐

Solution: Given difference (𝑑𝑖 ) 0.5, −6, −4.5, −3, −5, −1,3,0,5,5.5,0, −0.5

∑ d2i = 156

∑ m(m2 −1)
∑ d2i +
12
Here r = 1 − 6 { }
(N2 −N)

1 − (159.5)6
=
(N2 − N)

957
=1−
N2 −N

957
⇒ 0.44 = 1 −
N2 −N

⇒ N2 − N = 1708.92

⇒ N = 42

DEPARTMENT OF HUMANITIES & SCIENCES

 TUTORIAL QUESTIONS

1. The heights of mothers & daughters are given in the following table. From the 2
tables of regression estimate the expected average height of daughter when the height
of the mother is 64.5 inches.

Ht. of Mother(inches) 62 63 64 64 65 66 68 70
Ht. of the daughter(inches) 64 65 61 69 67 68 71 65

2. The equations of two regression lines are 7x − 16y + 9 = 0 and 5y − 4x − 3 = 0.

Find the coefficient of correlation and the means of x& 𝑦 .

3. The marks obtained by 10 students in mathematics and statistics are given below. Find the
coefficient of correlation between the two subjects and the two lines of regression
Marks in 25 28 30 32 35 36 38 42 45 39
mathematics
Marks in 20 26 29 30 25 18 26 35 46 35
Statistics

4. Fit a straight line Y=𝑎0 +𝑎1 X for the following data and estimate the value of Y when
X=25
X 0 5 10 15 20
Y 7 11 16 20 26

5. Find the rank correlation for the following indices of supply and price of an article:

PRICE 80 100 102 91 100 111 109 100 99 104 111 102 98 111
INDEX 124 100 105 112 102 93 99 115 123 104 99 113 121 103

DEPARTMENT OF HUMANITIES & SCIENCES

 ASSIGNMENT QUESTIONS

1.Fit a curve of the form Y= a +bX by the method of least squares for the following data:
X 1 2 3 4 5
Y 5 2 4.5 8 12.5
\
2.The marks obtained by 10 students in two subjects are given below. Find the correlation
coefficient and lines of regression

Subject 48 75 30 60 80 53 35 15 40 38
1
Subject 2 44 85 45 54 91 58 63 35 43 45

3. The following table are the marks obtained by 12 students in economics and statistics:

Economics(X) 78 56 36 66 25 62 75 82
62Statistics(Y) 84 44 51 58 60 58 68 62
Obtain the regression lines.

4.Find the karlpearson’s coefficient of correlation for the paired data:

wages 100 101 102 100 99 97 98 96 95 102

Cost 98 99 99 95 92 95 94 90 91 97
of
living

5. The equations of two regression lines are 7x − 16y + 9 = 0 and 5y − 4x − 3 = 0.

Find the coefficient of correlation and the means of x& 𝑦 .

DEPARTMENT OF HUMANITIES & SCIENCES

 UNIT 4
SAMPLING

DEPARTMENT OF HUMANITIES & SCIENCES

OBJECTIVE
Know about the sampling distribution of a given statistic of a

random sample.

OUTCOME
Understand the importance of sampling distribution of a given statistic of a

random sample

DEPARTMENT OF HUMANITIES & SCIENCES

 SAMPLING

Introduction: The totality of observations with which we are concerned , whether this
number be finite or infinite constitute population. In this chapter we focus on sampling from
distributions or populations and such important quantities as the sample mean and sample
variance.

Def: Population is defined as the aggregate or totality of statistical data forming a subject of
investigation .

EX. The population of the heights of Indian.

The number of observations in the population is defined to be the size of the population. It
may be finite or infinite .Size of the population is denoted by N.As the study of entire
population may not be possible to carry out and hence a part of the population alone is
selected.

Def: A portion of the population which is examined with a view to determining the
population characteristics is called a sample . In other words, sample is a subset of
population. Size of the sample is denoted by n.

The process of selection of a sample is called Sampling. There are different methods of
sampling

 Probability Sampling Methods

 Non-Probability Sampling Methods

Probability Sampling Methods:

a) Random Sampling (Probability Sampling):
It is the process of drawing a sample from a population in such a way that each
member of the population has an equal chance of being included in the sample.
Ex: A hand of cards from a well shuffled pack of cards is a random sample.
Note : If N is the size of the population and n is the size of the sample, then
 The no. of samples with replacement = 𝑁 𝑛
 The no. of samples without replacement = 𝑁𝐶𝑛
b) Stratified Sampling :
In this , the population is first divided into several smaller groups called strata
according to some relevant characteristics . From each strata samples are selected at
random, all the samples are combined together to form the stratified sampling.
c) Systematic Sampling (Quasi Random Sampling):
In this method , all the units of the population are arranged in some order . If the
population size is N, and the sample size is n, then we first define sample interval
𝑁
denoted by = . then from first k items ,one unit is selected at random. Then from
𝑛
th
first unit every k unit is serially selected combining all the selected units constitute
a systematic sampling.

DEPARTMENT OF HUMANITIES & SCIENCES

Non Probability Sampling Methods:
a) Purposive (Judgment ) Sampling :
In this method, the members constituting the sample are chosen not according to some
definite scientific procedure , but according to convenience and personal choice of the
individual who selects the sample . It is the choice of the individual items of a sample
entirely depends on the individual judgment of the investigator.
b) Sequential Sampling:
It consists of a sequence of sample drawn one after another from the population.
Depending on the results of previous samples if the result of the first sample is not
acceptable then second sample is drawn and the process continues to take proper
decision . But if the first sample is acceptable ,then no new sample is drawn.

Classification of Samples:
 Large Samples : If the size of the sample n ≥
30 , then it is said to be large sample.
 Small Samples : If the size of the sample n < 30 ,then it is said to be small sample or
exact sample.

Parameters and Statistics:

Parameter is a statistical measure based on all the units of a population. Statistic is a
statistical measure based on only the units selected in a sample.
Note :In this unit , Parameter refers to the population and Statistic refers to sample.

Central Limit Theorem: If 𝑥̅ be the mean of a random sample of size n drawn from
population having mean 𝜇 and standard deviation 𝜎 , then the sampling distribution of the
𝜎
sample mean 𝑥̅ is approximately a normal distribution with mean 𝜇 and SD = S.E of 𝑥̅ = 𝑛
√
provided the sample size n is large.

Standard Error of a Statistic : The standard error of statistic ‘t’ is the standard
deviation of the sampling distribution of the statistic i.e, S.E of sample mean is the standard
deviation of the sampling distribution of sample mean.

Formulae for S.E:

𝜎 𝜎
 S.E of Sample mean 𝑥̅ = i.e, S.E (𝑥̅ ) =
√𝑛 √𝑛
𝑃𝑄 𝑃𝑄
 S.E of sample proportion p=√ 𝑛 i.e, S.E (p) = √ 𝑛 where Q=1-P

𝜎 2 𝜎2 2
 S.E of the difference of two sample means ̅̅̅
𝑥1 and ̅̅̅
𝑥2 i.e, S.E (𝑥 𝑥2 ) = √ 𝑛1 +
̅̅̅1 − ̅̅̅
1 𝑛2

𝑃1𝑄1 𝑃2 𝑄2
 S.E of the difference of two proportions i.e, S.E(𝑝1 − 𝑝2 ) = √ +
𝑛1 𝑛2

DEPARTMENT OF HUMANITIES & SCIENCES

Estimation :
To use the statistic obtained by the samples as an estimate to predict the unknown parameter
of the population from which the sample is drawn.

Estimate : An estimate is a statement made to find an unknown population parameter.

Estimator : The procedure or rule to determine an unknown population parameter is called

estimator.

Ex. Sample proportion is an estimate of population proportion , because with the help of
sample proportion value we can estimate the population proportion value.

Types of Estimation:
 Point Estimation: If the estimate of the population parameter is given by a single
value , then the estimate is called a point estimation of the parameter.
 Interval Estimation: If the estimate of the population parameter is given by two
different values between which the parameter may be considered to lie, then the
estimate is called an interval estimation of the parameter.

Confidence interval Estimation of parameters:

In an interval estimation of the population parameter 𝜃, if we can find two quantities 𝑡1 and
𝑡2 based on sample observations drawn from the population such that the unknown parameter
𝜃 is included in the interval [𝑡1, 𝑡2 ] in a specified cases ,then this is called a confidence
interval for the parameter 𝜃.

Confidence Limits for Population mean 𝝁

 95% confidence limits are 𝑥̅ ± 1.96 (𝑆. 𝐸. 𝑜𝑓 𝑥̅ )
 99% confidence limits are 𝑥̅ ± 2.58 (𝑆. 𝐸. 𝑜𝑓 𝑥̅ )
 99.73% confidence limits are 𝑥̅ ± 3 (𝑆. 𝐸. 𝑜𝑓 𝑥̅ )
 90% confidence limits are 𝑥̅ ± 1.645 (𝑆. 𝐸. 𝑜𝑓 𝑥̅ )

Confidence limits for population proportion P

 95% confidence limits are p ± 1.96(S.E.of p)
 99% confidence limits are p ± 2.58(S.E. of p)
 99.73% confidence limits are p ± 3(S.E.of p)
 90% confidence limits are p ± 1.645(S.E.of p)

Confidence limits for the difference of two population means 𝝁𝟏 and 𝝁𝟐

 ̅̅̅1 − ̅̅̅
95% confidence limits are ((𝑥 𝑥2 )± 1.96 (S.E of ((𝑥
̅̅̅1 − ̅̅̅
𝑥2 ))
 ̅̅̅1 − ̅̅̅
99% confidence limits are ((𝑥 𝑥2 )± 2.58 (S.E of ((𝑥
̅̅̅1 − ̅̅̅
𝑥2 ))
 99.73% confidence limits are ((𝑥 ̅̅̅1 − ̅̅̅
𝑥2 )± 3 (S.E of ((𝑥
̅̅̅1 − ̅̅̅
𝑥2 ))
 ̅̅̅1 − ̅̅̅
90% confidence limits are ((𝑥 𝑥2 )± 2.58 (S.E of ((𝑥
̅̅̅1 − ̅̅̅
𝑥2 ))

DEPARTMENT OF HUMANITIES & SCIENCES

Confidence limits for the difference of two population proportions
 95% confidence limits are 𝑝1 -𝑝2 ± 1.96 ( S.E. of 𝑝1 -𝑝2 )
 99% confidence limits are 𝑝1 -𝑝2 ± 2.58 ( S.E. of 𝑝1 -𝑝2 )
 99.73% confidence limits are 𝑝1 -𝑝2 ± 3 ( S.E. of 𝑝1 -𝑝2 )
 90% confidence limits are 𝑝1 -𝑝2 ± 1.645 ( S.E. of 𝑝1 -𝑝2 )

Determination of proper sample size

Sample size for estimating population mean :

𝑧𝛼 𝜎 2
n= ( ) where 𝑧𝛼 – Critical value of z at 𝛼 Level of significance
𝐸

𝜎 − Standard deviation of population and

E – Maximum sampling Error = 𝑥̅ – 𝜇

Sample size for estimating population proportion :

𝑧𝛼 2 𝑃𝑄
𝑛= where 𝑧𝛼 – Critical value of z at 𝛼 Level of significance
𝐸2

P − Population proportion
𝑄 − 1-P
𝐸 − Maximum Sampling error = p-P

Testing of Hypothesis :
It is an assumption or supposition and the decision making procedure about the assumption
whether to accept or reject is called hypothesis testing .

Def: Statistical Hypothesis : To arrive at decision about the population on the basis of
sample information we make assumptions about the population parameters involved such
assumption is called a statistical hypothesis .

Procedure for testing a hypothesis:

Test of Hypothesis involves the following steps:

Step1: Statement of hypothesis :

There are two types of hypothesis :

 Null hypothesis: A definite statement about the population parameter. Usually a null
hypothesis is written as no difference , denoted by 𝐻0 .
Ex. 𝐻0 : 𝜇 = 𝜇0
 Alternative hypothesis : A statement which contradicts the null hypothesis is called
alternative hypothesis. Usually an alternative hypothesis is written as some difference
, denoted by 𝐻1 .

DEPARTMENT OF HUMANITIES & SCIENCES

 Setting of alternative hypothesis is very important to decide whether it is two-tailed or
one – tailed alternative , which depends upon the question it is dealing.
Ex.𝐻1 : 𝜇 ≠ 𝜇0 (Two – Tailed test)
or
𝐻1 : 𝜇 > 𝜇0 (Right one tailed test)
or
𝐻1 : 𝜇 < 𝜇0 (Left one tailed test)

Step 2: Specification of level of significance :

The LOS denoted by 𝛼 is the confidence with which we reject or accept the null
hypothesis. It is generally specified before a test procedure ,which can be either 5%
(0.05) , 1% or 10% which means that thee are about 5 chances in 100 that we would
reject the null hypothesis 𝐻0 and the remaining 95% confident that we would accept
the null hypothesis 𝐻0 . Similarly , it is applicable for different level of significance.

Step 3 : Identification of the test Statistic :

There are several tests of significance like z,t, F etc .Depending upon the nature of the
information given in the problem we have to select the right test and construct the test
criterion and appropriate probability distribution.

Step 4: Critical Region:

It is the distribution of the statistic .
 Two – Tailed Test : The critical region under the curve is equally distributed on
both sides of the mean.
If 𝐻1 has ≠ sign , the critical region is divided equally on both sides of the
distribution.

DEPARTMENT OF HUMANITIES & SCIENCES

  One Tailed Test: The critical region under the curve is distributed on one side of
the mean.

Left one tailed test: If 𝐻1 has < sign , the critical region is taken in the left side of the
distribution.

Right one tailed test : If 𝐻1 has > sign , the critical region is taken on right side of the
distribution.

Step 5 : Making decision:

By comparing the computed value and the critical value decision is taken for accepting or
rejecting 𝐻0

If calculated value ≤ critical value , we accept 𝐻0 , otherwise reject 𝐻0 .

Errors of Sampling :
While drawing conclusions for population parameters on the basis of the sample results , we
have two types of errors.

 Type I error : Reject 𝐻0 when it is true i.e, if the null hypothesis 𝐻0 is true but it is
rejected by test procedure .
 Type II error : Accept 𝐻0 when it is false i.e, if the null hypothesis 𝐻0 is false but it is
accepted by test procedure.

DEPARTMENT OF HUMANITIES & SCIENCES

 DECISION TABLE

𝑯𝟎 is accepted 𝑯𝟎 is rejected
𝑯𝟎 is true Correct Decision Type I Error
𝑯𝟎 is false Type II Error Correct Decision

Problems:
1.If the population is 3,6,9,15,27

a) List all possible samples of size 3 that can be taken without replacement
from finite population
b) Calculate the mean of each of the sampling distribution of means
c) Find the standard deviation of sampling distribution of means
3+6+9+15+27 60
Sol: Mean of the population , 𝜇 = = =12
5 5

Standard deviation of the population ,

(3 − 12)2 + (6 − 12)2 + (9 − 12)2 + (15 − 12)2 + (27 − 12)2

𝜎= √
5

81+36+9+9+225 360
=√ =√ = 8.4853
5 5

a) Sampling without replacement :

The total number of samples without replacement is 𝑁𝐶𝑛 = 5𝐶3 =10
The 10 samples are (3,6,9), (3,6,15), (3,9,15), (3,6,27), (3,9,27), (3,15,27),
(6,9,15), (6,9,27), (6,15,27), (9,15,27)
b) Mean of the sampling distribution of means is
6+8+9+10+12+13+14+15+16+17 120
𝜇𝑥̅ = = = 12
10 10
c) 𝜎 2 =
(6−12) 2+(8−12) 2 +(9−12) 2 +(10−12) 2 +(12−12) 2+(13−12)2 +(14−12) 2 +(15−12) 2 +(16−12)2 +(17−12) 2
10

= 13.3

∴ 𝜎𝑥̅ = √13.3 = 3.651

2.A population consist of five numbers 2,3,6,8 and 11. Consider all possible samples of
size two which can be drawn with replacement from this population .Find

a) The mean of the population

b) The standard deviation of the population
c) The mean of the sampling distribution of means and
d) The standard deviation of the sampling distribution of means

Sol: a) Mean of the Population is given by

DEPARTMENT OF HUMANITIES & SCIENCES

 2+3+6+8+11 30
𝜇 = = =6
5 5

b) Variance of the population is given by

(𝑥𝑖 −𝑥̅ )2
𝜎2 = ∑ 𝑛

(2−6)2 +(3−6) 2+(6−6)2 +(8−6)2 +(11−6)2

= 5

16+9+0+4+25
= = 10.8 ∴ 𝜎 = 3.29
5

c) Sampling with replacement

The total no.of samples with replacement is 𝑁 𝑛 = 52 = 25
∴ List of all possible samples with replacement are
(2,2), (2,3), (2,6), (2,8), (2,11), (3,2), (3,3)(3,6), (3,8), (3,11)
{(6,2), (6,3), (6,6), (6,8), (6,11), (8,2), (8,3), (8,6), (8,8), (8,11)}
(11,2), (11,3), (11,6), (11,8), (11,11)
Now compute the arithmetic mean for each of these 25 samples which gives rise to
the distribution of means of the samples known as sampling distribution of means
The samples means are
2 , 2.5 , 4 , 5 ,6.5
2.5 , 3 ,4.5, ,5.5,7
4,4.5,6,7,8.5
5,5.5,7,8,9.5
{ 6.5,7,8.5,9.5,11 }
And the mean of sampling distribution of means is the mean of these 25 means
sum of all above sample means 150
𝜇𝑥̅ = = =6
25 25
d) The variance of the sampling distribution of means is obtained by subtracting the
mean 6 from each number in sampling distribution of means and squaring the result
,adding all 25 numbers thus obtained and dividing by 25.
(2−6)2 +(2.5−6) 2+(4−6)2 +(5−6)2 +⋯……(11−6)2 135
𝜎2 = = = 5.4
25 25
∴ 𝜎 = √5.4 = 2.32

3.When a sample is taken from an infinite population , what happens to the standard
error of the mean if the sample size is decreased from 800 to 200
𝜎
Sol: The standard error of mean =
√𝑛

Sample size = n .let n= 𝑛1 =800

𝜎 𝜎
Then S.E1 = = 20
√800 √2

When 𝑛1 is reduced to 200

let n= 𝑛2 =200
𝜎 𝜎
Then S.E2 = = 10
√200 √2

DEPARTMENT OF HUMANITIES & SCIENCES

 𝜎 𝜎
∴ S.E2 = 10 = 2(20 2) = 2 (S.𝐸1 )
√ 2 √

Hence if sample size is reduced from 800to 200, S. E. of mean will be multiplied by 2

4.The variance of a population is 2 . The size of the sample collected from the
population is 169. What is the standard error of mean

Sol: n= The size of the sample =169

𝜎 = S.D of population = √Variance = √2

𝜎 √2 1.41
Standard Error of mean = = = = 0.185
√ 𝑛 √169 13

5.The mean height of students in a college is 155cms and standard deviation is 15 . What
is the probability that the mean height of 36 students is less than 157 cms.

Sol: 𝜇 = Mean of the population

= Mean height of students of a college = 155cms

n = S.D of population = 15cms

̅𝑥 = mean of sample = 157 cms

𝑥̅ −𝜇 157−155 12
Now z = 𝜎 = 15 = 15 = 0.8
√𝑛 √36

∴ P ( 𝑥̅ ≤ 157) = P ( z < 0.8 ) = 0.5 + P ( 0 ≤ z ≤ 0.8 )

= 0.5 +0.2881 = 0.7881

Thus the probability that the mean height of 36 students is less than 157 = 0.7881

6.A random sample of size 100 is taken from a population with 𝝈 = 5.1 . Given that the
̅ = 21.6 Construct a 95% confidence limits for the population mean .
sample mean is 𝒙

Sol: Given 𝑥̅ = 21.6

𝑧𝛼⁄2 = 1.96, n = 100 , 𝜎 = 5.1

𝜎 𝜎
∴ Confidence interval = ( 𝑥̅ − 𝑧𝛼⁄2 . , 𝑥̅ + 𝑧𝛼⁄2 . )
√ 𝑛 √𝑛
𝜎 1.96 x 5.1
𝑥̅ − 𝑧𝛼⁄2 . = 21.6 – = 20.6
√𝑛 10
𝜎 1.96 x 5.1
𝑥̅ + 𝑧𝛼⁄2 . = 21.6 + = 22.6
√𝑛 10
Hence (20.6,22.6) is the confidence interval for the population mean 𝜇

7.It is desired to estimate the mean time of continuous use until an answering machine
will first require service . If it can be assumed that 𝝈 = 60 days, how large a sample is

DEPARTMENT OF HUMANITIES & SCIENCES

needed so that one will be able to assert with 90% confidence that the sample mean is
off by at most 10 days.

Sol: We have maximum error (E) = 10 days , 𝜎 = 60 days and 𝑧𝛼⁄2 = 1.645

𝑧𝛼⁄ .𝜎 2 1.645 x 60 2
2
∴n=[ ] =[ ] = 97
𝐸 10

8.A random sample of size 64 is taken from a normal population with 𝝁 = 𝟓𝟏. 𝟒 and 𝝈 =
6.8.What is the probability that the mean of the sample will a) exceed 52.9 b) fall
between 50.5 and 52.3 c) be less than 50.6

Sol: Given n = the size of the sample = 64

𝜇 = the mean of the population = 51.4

𝜎 = the S.D of the population = 6.8

a) P( 𝑥̅ exceed 52.9 ) = P(𝑥̅ > 52.9)

𝑥̅ −𝜇 52.9−51.4
Z= 𝜎 = 6.8 = 1.76
√𝑛 √64

∴ P(̅̅̅
𝑥 > 52.9 ) = P(z > 1.76)

= 0.5 – P(0 < z < 1.76)

= 0.5 – 0.4608 = 0.0392

b) P( 𝑥̅ fall between 50.5 and 52.3)

i.e, P(50.5 < 𝑥̅ < 52.3) = P(𝑥
̅̅̅1̅ < 𝑥̅ < ̅̅
𝑥̅̅)
2
𝑥
̅̅̅1̅−𝜇 50.5−51.4
𝑧1 = 𝜎 = = −1.06
0.85
√𝑛

𝑥
̅̅̅2̅−𝜇 52.3−51.4
𝑧2 = 𝜎 = = 1.06
0.85
√𝑛
P(50.5 < 𝑥̅ < 52.3) = P(-1.06 < z < 1.06)
= P(-1.06 < z < 0) + P(0 < z < 1.06)
= P(0 < z < 1.06) + P(0 < z < 1.06)
= 2( 0.3554) = 0.7108

c) P( 𝑥̅ will be less than 50.6) = P(𝑥̅ < 50.6)

𝑥̅ −𝜇 50.6−51.4
Z= 𝜎 = 6.8 = -0.94
√𝑛 √64
∴P(z < -0.94) = 0.5 - P(0.94 < z < 0)
= 0.5 - P(0 < z < 0.94) = 0.50-0.3264
= 0.1736

DEPARTMENT OF HUMANITIES & SCIENCES

9.The mean of certain normal population is equal to the standard error of the mean of
the samples of 64 from that distribution . Find the probability that the mean of the
sample size 36 will be negative.
𝜎
Sol: The Standard error of mean =
√𝑛

Sample size , n =64

Given mean , 𝜇 = Standard error of the mean of the samples
𝜎 𝜎
𝜇 = 64 = 8
√

𝜎
𝑥̅ −𝜇 𝑥̅ −
8
We know z = 𝜎 = 𝜎
√𝑛 6

6𝑥̅ 3
= -
𝜎 4
If Z < 0.75, ̅𝑥 is negative
P(z < 0.75) = P( − ∞ < 𝑧 < 0.75 )
0 0.75
= ∫− ∞ ∅(𝑧) dz + ∫0 ∅(𝑧)dz = 0.50 + 0.2734
= 0.7734

10.The guaranteed average life of a certain type of electric bulbs is 1500hrs with a S.D
of 10 hrs. It is decided to sample the output so as to ensure that 95% of bulbs do not fall
short of the guaranteed average by more than 2% . What will be the minimum sample
size ?

Sol : Let n be the size of the sample

The guaranteed mean is 1500

We do not want the mean of the sample to be less than 2% of (1500 ) i.e, 30 hrs
So 1500 – 30 = 1470
∴ 𝑥̅ > 1470

𝑥̅ − 𝜇 1470−1500 𝑛
∴ |𝑧 | = | 𝜎 | =| 120 |=√
4
√𝑛 √𝑛
From the given condition , the area of the probability normal curve to the left of
√𝑛
4
should be 0.95
√n
∴ The area between 0 and is 0.45
4

We do not want to know about the bulbs which have life above the guranteed life .

√𝑛
∴ = 1.65 i.e., √𝑛 = 6.6
4
∴ n = 44

DEPARTMENT OF HUMANITIES & SCIENCES

11.A normal population has a mean of 0.1 and standard deviation of 2.1 . Find the
probability that mean of a sample of size 900 will be negative .

Sol : Given 𝜇 = 0.1 , 𝜎 = 2.1 and n = 900

The Standard normal variate

𝑥̅ − 𝜇 𝑥̅ − 𝜇 𝑥̅ − 0.1
Z= 𝜎 = 2.1 = 0.07
√𝑛 √900
∴ 𝑥̅ = 0.1 + 0.007 z where z ~ N ( 0 ,1)
∴ The required probability , that the sample mean is negative is given by
𝑃( 𝑥̅ < 0 ) = P ( 0.1 + 0.07 z < 0)
= P ( 0.07 z < - 0.1 )
−0.1
= P ( z < ( 0.07 )
= P ( z < -1.43 )
= 0.50 – P ( 0 < z < 1.43 )
= 0.50 – 0.4236 = 0.0764

12.In a study of an automobile insurance a random sample of 80 body repair costs had a
mean of Rs 472.36 and the S.D of Rs 62.35. If ̅𝒙 is used as a point estimator to the true
average repair costs , with what confidence we can assert that the maximum error
doesn’t exceed Rs 10.

Sol : Size of a random sample , n = 80

The mean of random sample , 𝑥̅ = Rs 472.36

Standard deviation , 𝜎 = Rs 62.35
Maximum error of estimate , 𝐸 𝑚𝑎𝑥 = Rs 10
𝜎
We have 𝐸 𝑚𝑎𝑥 =𝑍𝛼⁄2 .
√𝑛
𝐸 𝑚𝑎𝑥 .√𝑛 10 √80 89.4427
i.e., 𝑍𝛼⁄2 = = = = 1.4345
𝜎 62.35 62.35
∴ 𝑍𝛼⁄2 = 1.43

The area when z = 1.43 from tables is 0.4236

𝛼
∴ = 0.4236 i.e ., 𝛼 = 0.8472
2

∴ confidence = (1- 𝛼 ) 100% = 84.72 %

Hence we are 84.72% confidence that the maximum error is Rs. 10

13.If we can assert with 95% that the maximum error is 0.05 and P = 0.2 find the size of
the sample.

Sol : Given P =0.2 , E = 0.05

We have Q = 0.8 and 𝑍𝛼⁄2 = 1.96 ( 5% LOS )

𝑃𝑄
We know that maximum error , E = 𝑍𝛼⁄2 √ 𝑛

0.2 x 0.8
⇒ 0.05 = 1.96 √ 𝑛

DEPARTMENT OF HUMANITIES & SCIENCES

 0.2 x 0.8 x (1.96)2
⇒ Sample size , n = (0.05) 2
= 246

14.The mean and standard deviation of a population are 11,795 and 14,054 respectively
What can one assert with 95 % confidence about the maximum error if 𝒙 ̅ = 11,795 and
n = 50. And also construct 95% confidence interval for true mean .

Sol: Here mean of population , 𝜇 = 11795

S.D of population , 𝜎 = 14054

𝑥̅ = 11795
𝜎
𝑛 = sample size = 50 , maximum error = 𝑍𝛼⁄2 .
√𝑛
𝑍𝛼⁄2 for 95% confidence = 1.96
𝜎 14054
Max. error , 𝐸 = 𝑍𝛼⁄2 . = 1.96 . = 3899
√𝑛 √50

𝜎 𝜎
∴ Confidence interval = ( 𝑥̅ − 𝑍𝛼⁄2 . , 𝑥̅ + 𝑍𝛼⁄2 . )
√𝑛 √𝑛
= (11795-3899, 11795+3899)
= (7896, 15694)

15.Find 95% confidence limits for the mean of a normally distributed population from
which the following sample was taken 15, 17 , 10 ,18 ,16 ,9, 7, 11, 13 ,14.
15+17+10+18+16+9+7+11+13+14
Sol: We have 𝑥̅ = = 13
10

(𝑥𝑖 −𝑥̅ )2
𝑆2 = ∑ 𝑛−1

1
= [(15 − 13)2 + (15 − 13)2 + (15 − 13)2 + (15 − 13)2 + (15 − 13)2 +
9
(15 − 13)2 + (15 − 13)2 + (15 − 13)2 + (15 − 13)2 + (15 − 13)2 ]
40
= 3

Since 𝑍𝛼⁄2 = 1.96 , we have

𝑠 √40
𝑍𝛼⁄2 . = 1.96 . = 2.26
√𝑛 √10.√3

𝑠
∴ Confidence limits are 𝑥̅ ± 𝑍𝛼⁄2 . = 13 ± 2.26 = ( 10.74 , 15.26 )
√𝑛

16.A random sample of 100 teachers in a large metropolitan area revealed mean weekly
salary of Rs. 487 with a standard deviation Rs.48. With what degree of confidence can
we assert that the average weekly of all teachers in the metropolitan area is between 472
to 502 ?

Sol: Given 𝜇 = 487 , 𝜎 = 48 , 𝑛 = 100

𝑥̅̅ − 𝜇
Z= 𝜎
√𝑛
𝑥̅ − 487 𝑥̅ − 487
= 48 = 4.8
√100

DEPARTMENT OF HUMANITIES & SCIENCES

 Standard variable corresponding to Rs. 472 is
472− 487
𝑍1 = = - 3.125
4.8
Standard vaiable corresponding to Rs. 502
502− 487
𝑍2 = = 3.125
4.8

Let x̅be the mean salary of teacher . Then

P ( 472 < ̅
x < 502 ) = P ( -3.125 < z < 3.125 )

= 2 ( 0 < z < 3.125 )

3.125
= 2 ∫0 ∅(𝑧)𝑑𝑧

= 2 ( 0.4991) = 0.9982

Thus we can ascertain with 99.82 % confidence

DEPARTMENT OF HUMANITIES & SCIENCES

 TUTORIAL QUESTIONS

1.If the population is 3,6,9,15,27

a)List all possible samples of size 3 that can be taken without replacement from finite
population
b)Calculate the mean of each of the sampling distribution of means
c)Find the standard deviation of sampling distribution of means
2. A population consist of five numbers 2,3,6,8 and 11. Consider all possible samples of size
two which can be drawn with replacement from this population .Find
a)The mean of the population
b)The standard deviation of the population

c)The mean of the sampling distribution of means and

d) The standard deviation of the sampling distribution of means

3.A random sample of size 100 is taken from a population with 𝜎 = 5.1 . Given that the

sample mean is 𝑥̅ = 21.6 Construct a 95% confidence limits for the population mean .
4.A normal population has a mean of 0.1 and standard deviation of 2.1 . Find the probability
that mean of a sample of size 900 will be negative .

5.A random sample of size 64 is taken from a normal population with 𝜇 = 51.4

and 𝜎 = 6.8.What is the probability that the mean of the sample will
a) exceed 52.9
b) fall between 50.5 and 52.3 c) be less than 50.6.

DEPARTMENT OF HUMANITIES & SCIENCES

 ASSIGNMENT QUESTIONS

1. A manufacturer claimed that at least 95% of the equipment which he supplied to factory
conformed to specifications . An examination of a sample of 200 pieces of equipment
revealed that 180 were faulty .Test his claim at 5% an 1% LOS.
2. Write about i) critical region ii) one tailed and two tailed test
3. Define sample. Explain the different methods that are involved in selecting the sample.
4. Explain about i) Type I error ii) Type II error
5.a)Explain the five step procedure for testing of hypothesis
b) Explain about i) point estimation ii) interval estimation

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 UNIT 5
STATISTICAL INFERENCES

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OBJECTIVE
To make inferences about a population from sample data

(large and small samples) using probability theory

OUTCOME
Draw statistical inference using samples of a given size which is

taken from a population and to apply statistical methods for analyzing

experimental data.

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 STATISTICAL INFERENCES

Large Samples: Let a random sample of size n >30 is defined as large sample.

Applications of Large Samples

Test of Significance of a Single Mean

Let a random sample of size n, x̅ be the mean of the sample and 𝜇 be the population mean.

1. Null hypothesis: 𝐻0 : There is no significant difference in the given population mean

value say ‘𝜇′0 .

i.e 𝐻0 : µ = 𝜇0

2. Alternative hypothesis: 𝐻1 :There is some significant difference in the given population

mean value.
i.e
a)𝐻1 : µ ≠ µ0 (Two –tailed)
b) 𝐻1 : µ > µ0 (Right one tailed)
c) 𝐻1 : µ > µ0 (Left one tailed)
3. Level of significance: Set the LOS α
𝑥̅ −µ0 𝑥̅ −µ0
4. Test Statistic: 𝑧𝑐𝑎𝑙 = 𝜎/ (OR) 𝑧𝑐𝑎𝑙 = 𝑠/
√𝑛 √𝑛
5. Decision /conclusion : If zcal value < 𝑧∝ value , accept 𝐻0 otherwise reject 𝐻0
CRITICAL VALUES OF Z
LOS ∝ 1% 5% 10%
µ≠ µ0 /Z/>2.58 /Z/>1.96 /Z/>1.645
µ> µ0 Z>2.33 z>1.645 Z>1.28
µ< µ0 Z<-2.33 Z<-1.645 Z<-1.28

NOTE: Confidence limits for the mean of the population corresponding to the given sample.

𝜇 = 𝑋̅ ± 𝑍∝⁄2 ( S.E of 𝑋
̅ ) i.e,

𝜎 𝜀
𝜇 = 𝑋̅ ± 𝑍∝⁄2 (√𝑛) (or) 𝜇 = 𝑋̅ ± 𝑍∝⁄2 (√𝑛)

2. Test of Significance for Difference of Means of two Large Samples

𝑥1 & ̅̅̅
Let ̅̅̅ 𝑥2 be the means of the samples of two ramdom sizes 𝓃1 & 𝓃2 drawn from two
populations having means 𝜇1 &𝜇2 and SD’s 𝜎1 &𝜎2
i) 𝐍𝐮𝐥𝐥 𝐡𝐲𝐨𝐩𝐨𝐭𝐡𝐞𝐬𝐢𝐬: 𝐻0 : 𝜇1 = 𝜇2

ii) Alternative hypothesis :: a) H1 : 𝜇1 ≠ 𝜇2 (Two Tailed)

b) H1 : 𝜇1 < µ2 (Left one tailed)

c) H1 : 𝜇1 > µ2 (Right one tailed)

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 iii) Level of Significance: Set the LOS α

1 ̅ −×
(× 2̅ )−𝛿 ̅ 1 −×
(× ̅ 2)−𝛿
iv) Test Statistic : 𝑍𝑐𝑎𝑙 = 𝑆𝐸 𝑜𝑓 ̅ −×
(× ̅ )
=-
1 2 𝜎2 𝜎 2
√ 1+ 2
𝑛1 𝑛2

Where 𝛿 = 𝜇1 − 𝜇2 ( where given constant)

Other wise 𝛿 = 𝜇1 − 𝜇2 =0
̅ 1−×
× ̅ 2 −𝛿 ̅ −𝑋
𝑋 ̅2
𝑍𝑐𝑎𝑙 = if 𝜎21 = 𝜎22 = 𝜎2 then 𝑍𝑐𝑎𝑙 = 𝜎 11 1
2
𝜎 𝜎 2 √ 𝑛 +𝑛
√ 1+ 2 1 2
𝑛1 𝑛2

Critical value of Z from normal table at the LOS α

v) Decision: If |𝑍𝑐𝑎𝑙 | < 𝑍𝑡𝑎𝑏, accept H0 otherwise reject H0
CRITICAL VALUES OF Z
LOS ∝ 1% 5% 10%
µ≠ µ0 /Z/>2.58 /Z/>1.96 /Z/>1.645
µ> µ0 Z>2.33 z>1.645 Z>1.28
µ< µ0 Z<-2.33 Z<-1.645 Z<-1.28

NOTE: Confidence limits for difference of means

̅1 − 𝑋
𝜇1 − 𝜇2 = (𝑋 ̅ 2 ) ± 𝑧∝⁄2 [𝑆. 𝐸 𝑜𝑓 (𝑋
̅1 − 𝑋
̅ 2 )]

𝜎12 𝜎22
= (𝑋̅1 − 𝑋̅2 ) ± 𝑧∝⁄2 [√ + ]
𝑛1 𝑛1

3. Test of Significance for Single Proportions

Suppose a random sample of size n has a sample proportion p of members possessing

a certain attribute (proportion of successes). To test the hypothesis that the proportion
P in the population has a specified value P0 .

i) 𝐍𝐮𝐥𝐥 𝐡𝐲𝐨𝐩𝐨𝐭𝐡𝐞𝐬𝐢𝐬 : 𝐻0 : 𝑃 = 𝑃0
ii) Alternative hypothesis : a) H1 : P≠ 𝑃0 (Two Tailed test )
b) H1 ∶ 𝑃 < 𝑃0 (Left one- tailed)
c) H1 ∶ P > 𝑃0 (Right one tailed)
𝑝−𝑃
iii) Test statistic :𝑍𝑐𝑎𝑙 = when P is the Population proportion 𝑄 = 1 − 𝑃
√𝑃𝑄
𝑛

iv) At specified LOS ∝, critical value of Z

v) Decision: If |𝑧𝑐𝑎𝑙 | < 𝑍𝑡𝑎𝑏 , accept H0 otherwise reject H0
CRITICAL VALUES OF Z
LOS ∝ 1% 5% 10%
µ≠ µ0 /Z/>2.58 /Z/>1.96 /Z/>1.645
µ> µ0 Z>2.33 z>1.645 Z>1.28
µ< µ0 Z<-2.33 Z<-1.645 Z<-1.28

NOTE : Confidence limits for population proportion

P = P ± Z∝ (S E of P)
2

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 pq
= P ± Z∝ ( √ n )
2

4. Test for Equality of Two Proportions (Populations)

Let p1 and p2 be the sample proportions in two large random samples of sizes n1 & n2
drawn from two populations having proportions P 1 & P2

i) 𝐍𝐮𝐥𝐥 𝐡𝐲𝐨𝐩𝐨𝐭𝐡𝐞𝐬𝐢𝐬 : 𝐻0 : 𝑃1 = 𝑃2

ii) Alternative hypothesis : a) H1 : 𝑃1 ≠ 𝑃2 (Two Tailed)

b) H1 : 𝑃1 < 𝑃2 (Left one tailed)

c) H1 : 𝑃1 > 𝑃2 (Right one tailed)

(𝑃1−𝑃2)−(𝑃1 −𝑃2 )
iii) Test statistic :𝑍𝑐𝑎𝑙 = if (P1-P2) is given.
𝑃1𝑄 𝑃
√ 1 1𝑄1
𝑛1 + 𝑛2

If given only sample proportions then

𝑝1−𝑝2 x x
𝑍𝑐𝑎𝑙 = 𝑃1 𝑞 1 𝑃2 𝑞 1
where p1 = n1 & p1 = n2
√ + 𝑛 1 2
𝑛1 2

OR

p1 − p2 n1p1 +n2p2 x1 +x2

Zcal = 1 1
Where p = n1+n2
= n1+n2
and q = 1- p
√pq( + )
n1 n2

iv) At specified LOS ∝ critical value of ‘Z’

v) Decision: If |𝑍𝑐𝑎𝑙 | < 𝑍𝑇𝑎𝑏 , accept H0 otherwise reject H0

CRITICAL VALUES OF Z
LOS ∝ 1% 5% 10%
µ≠ µ0 /Z/>2.58 /Z/>1.96 /Z/>1.645
µ> µ0 Z>2.33 z>1.645 Z>1.28
µ< µ0 Z<-2.33 Z<-1.645 Z<-1.28

NOTE: Confidence limits for difference of population proportions

𝑃1 − 𝑃2 = (𝑝1 − 𝑝2 ) ± 𝑍∝ (𝑆 . 𝐸 𝑜𝑓 𝑃1 − 𝑃2 )
2

Problems:
1. A sample of 64 students have a mean weight of 70 kgs . Can this be regarded as
asample mean from a population with mean weight 56 kgs and standard
deviation 25 kgs.
𝑥 = mean of he sample = 70 kgs
Sol : Given ̅
𝜇 = Mean of the population = 56 kgs
𝜎 = S.D of population = 25 kgs

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 and 𝑛 = Sample size = 64

i) Null Hypothesis 𝐻0 : A Sample of 64 students with mean weight 70 kgs be

regarded as a sample from a population with mean weight 56 kgs and standard
deviation 25 kgs. i.e., 𝐻0 : 𝜇 = 70 kgs
ii) Alternative Hypothesis 𝐻1 : Sample cannot be regarded as one coming from the
population . i.e., 𝐻1 : 𝜇 ≠ 70 kgs ( Two –tailed test )
iii) Level of significance : 𝛼 = 0.05 (𝑍𝛼 = 1.96 )
𝑥̅ − 𝜇 70−56
iv) Test Statistic : 𝑍 𝑐𝑎𝑙 = 𝜎 = 25 = 4.48
√𝑛 √64

v) Conclusion: Since |𝑍 𝑐𝑎𝑙 | 𝑣𝑎𝑙𝑢𝑒 > 𝑍𝛼 value , we reject 𝐻0

∴ Sample cannot be regarded as one coming from the population

2. In a random sample of 60 workers , the average time taken by them to get to

work is 33.8 minutes with a standard deviation of 6.1 minutes . Can we reject the
null hypothesis 𝝁 = 32.6 in favor of alternative null hypothesis 𝝁 > 32.6 at 𝜶 =
0.05 LOS
𝑥 = 33.8 , 𝜇 = 32.6 and 𝜎 = 6.1
Sol : Given n = 60 , ̅
i) Null Hypothesis 𝐻0 : 𝜇 = 32.6
ii) Alternative Hypothesis 𝐻1 : 𝜇 > 32.6 ( Right one tailed test )
iii) Level of significance : 𝛼 = 0.01 (𝑍𝛼 = 2.33 )
𝑥̅ − 𝜇 33.8−32.6 1.2
iv) Test Statistic : 𝑍 𝑐𝑎𝑙 = 𝜎 = 6.1 = 0.7875 = 1.5238
√𝑛 √60

v) Conclusion: Since 𝑍 𝑐𝑎𝑙 𝑣𝑎𝑙𝑢𝑒 < 𝑍𝛼 value , we accept 𝐻0

3. A sample of 400 items is taken from a population whose standard deviation is 10

. The mean of the sample is 40 . Test whether the sample has come from a
population with mean 38 . Also calculate 95% confidence limits for the
population .
𝑥 = 40 , 𝜇 = 38 and 𝜎 = 10
Sol : Given n = 400 , ̅
i) Null Hypothesis 𝐻0 : 𝜇 = 38
ii) Alternative Hypothesis 𝐻1 : 𝜇 ≠ 38 ( Two –tailed test )
iii) Level of significance : 𝛼 = 0.05 (𝑍𝛼 = 1.96 )
𝑥̅ − 𝜇 38−40 −2
iv) Test Statistic : 𝑍 𝑐𝑎𝑙 = 𝜎 = 10 = 0.5 = - 4
√𝑛 √400

v) Conclusion: Since |𝑍 𝑐𝑎𝑙 | 𝑣_𝑙𝑢𝑒 > 𝑍𝛼 value , we reject 𝐻0

i.e., the sample is not from the population whose is 38.
𝜎 𝜎
∴ 95% confidence interval is (𝑥
̅ − 1.96. , 𝑥
̅ + 1.96. )
√𝑛 √𝑛
1.96(10) 1.96(10)
i.e., (40 − √400
, 40 + √400 )
1.96(10) 1.96(10)
= (40 − 20
, 40 + 20 )
= ( 40 – 0.98 , 40 + 0.98 )
= ( 39.02 , 40.98 )

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4. An insurance agent has claimed that the average age of policy holders who issue
through him is less than the average for all agents which is 30.5. A random
sample of 100 policy holders who had issued through him gave the following age
distribution .
Age 16-20 21-25 26-30 31-35 36-40
No# of 12 22 20 30 16
persons

Calculate the arithmetic mean and standard deviation of this distribution and
use these values to test his claim at 5% los.

Sol : Take A = 28 where A – Assumed mean

𝑑𝑖 = 𝑥 𝑖 – A
ℎ ∑ 𝑓𝑖 𝑑𝑖
𝑥̅ = A + 𝑁

5 x 16
= 28 + 100
= 28.8

∑ 𝑓𝑑2 ∑ 𝑓𝑑 2 164 16 2
S.D : S = h √ 𝑁
− ( 𝑁
) = 5. √
100
− (100 ) = 6.35

i) Null Hypothesis 𝐻0 : The sample is drawn from population with mean 𝜇

ii) i.e., 𝐻0 : 𝜇 = 30.5 years
iii) Alternative Hypothesis 𝐻1 : 𝜇 < 30.5 ( Left one –tailed test )
iv) Level of significance : 𝛼 = 0.05 (𝑍𝛼 = 1.645 )
𝑥̅ − 𝜇 28.8−30.5
v) Test Statistic : 𝑍 𝑐𝑎𝑙 = 𝜎 = 6.35 = − 2.677
√𝑛 √100

vi) Conclusion: Since |𝑍 𝑐𝑎𝑙 | 𝑣𝑎𝑙𝑢𝑒 > 𝑍𝛼 value , we reject 𝐻0

i.e., the sample is not drawn from the population with 𝜇 = 30.5 years .

5. An ambulance service claims that it takes on the average less than 10 minutes to
reach its destination in emergency calls . A sample of 36 calls has a mean of 11
minutes and the variance of 16 minutes .Test the claim at 0.05 los?
𝑥 =11 , 𝜇 = 10 and 𝜎 = √16 = 4
Sol : Given n = 36 , ̅
i) Null Hypothesis 𝐻0 : 𝜇 = 10
ii) Alternative Hypothesis 𝐻1 : 𝜇 < 10 ( Left one –tailed test )
iii) Level of significance : 𝛼 = 0.05 (𝑍𝛼 = 1.645 )
𝑥̅ − 𝜇 11−10 6
iv) Test Statistic : 𝑍 𝑐𝑎𝑙 = 𝜎 = 4 = 4 = 1.5
√𝑛 √36

v) Conclusion: Since |𝑍 𝑐𝑎𝑙 | 𝑣𝑎𝑙𝑢𝑒 < 𝑍𝛼 value , we accept 𝐻0

6. The means of two large samples of sizes 1000 and 2000 members are 67.5 inches
and 68 inches respectively . Can the samples be regarded as drawn from the
same population of S.D 2.5 inches.
Sol: Let 𝜇1 and 𝜇2 be the means of the two populations

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 Given 𝑛1 = 1000 , 𝑛2 = 2000 and 𝑥̅1 = 67.5 inches , 𝑥
̅2 = 68 inches
Population S.D, 𝜎 = 2.5 inches
i) Null Hypothesis 𝐻0 :The samples have been drawn from the same population of
S.D 2.5 inches
i.e., 𝐻0 : 𝜇1 = 𝜇2
ii) Alternative Hypothesis 𝐻1 : 𝜇1 ≠ 𝜇2 ( Two – Tailed test)
iii) Level of significance : 𝛼 = 0.05 (𝑍𝛼 = 1.96 )
̅
𝑋1−𝑋2 ̅ 67.5−68 −0.5
iv) Test Statistic : 𝑍 𝑐𝑎𝑙 = 𝜎 1 1
= 1 1
= 0.0968 = -5.16
√𝑛 + 𝑛 √( ) 2(1000+2000 )
1 2 2.5
v) Conclusion: Since |𝑍 𝑐𝑎𝑙 | 𝑣𝑎𝑙𝑢𝑒 > 𝑍𝛼 value , we reject 𝐻0
Hence , we conclude that the samples are not drawn from the same population of
S.D 2.5 inches.

7. Samples of students were drawn from two universities and from their weights in
kilograms , mean and standard deviations are calculated and shown below.
Make a large sample test to test the significance of the difference between the
means.
Mean S .D Size of the sample
University A 55 10 400
University B 57 15 100

Sol: Let 𝜇1 and 𝜇2 be the means of the two populations

Given 𝑛1 = 400 , 𝑛2 = 100 and 𝑥 ̅1 = 55 kgs , 𝑥
̅2 = 57 kgs
𝜎1 = 10 and 𝜎2 = 15
i) Null Hypothesis 𝐻0 : 𝜇1 = 𝜇2
ii) Alternative Hypothesis 𝐻1 : 𝜇1 ≠ 𝜇2 ( Two – Tailed test)
iii) Level of significance : 𝛼 = 0.05 (𝑍𝛼 = 1.96 )
𝑥̅ 1− 𝑥̅ 2 55− 57 −2
iv) Test Statistic : 𝑍 𝑐𝑎𝑙 = = = 1 9
= -1.26
𝜎 2
𝜎 2 2 2 √ +
√ 1 + 2 √10 +15 4 4
𝑛1 𝑛2 400 100

v) Conclusion: Since |𝑍 𝑐𝑎𝑙 | 𝑣𝑎𝑙𝑢𝑒 < 𝑍𝛼 value , we accept 𝐻0

Hence , we conclude that there is no significant difference between the means

8. The average marks scored by 32 boys is 72 with a S.D of 8 . While that for 36
girls is 70 with a S.D of 6. Does this data indicate that the boys perform better
than girls at 5% los ?
Sol: Let 𝜇1 and 𝜇2 be the means of the two populations
Given 𝑛1 = 32 , 𝑛2 = 36 and ̅ 𝑥1 = 72 , ̅
𝑥2 = 70
𝜎1 = 8 and 𝜎2 = 6
i) Null Hypothesis 𝐻0 : 𝜇1 = 𝜇2
ii) Alternative Hypothesis 𝐻1 : 𝜇1 > 𝜇2 ( Right One Tailed test)
iii) Level of significance : 𝛼 = 0.05 (𝑍𝛼 = 1.645 )
𝑥̅ 1− 𝑥̅ 2 72− 70 2
iv) Test Statistic : 𝑍 𝑐𝑎𝑙 = = = √2+1 = 1.1547
𝜎 2
𝜎 2 2 2
√ 1 + 2 √8 +6
𝑛1 𝑛2 32 36

v) Conclusion: Since |𝑍 𝑐𝑎𝑙 | 𝑣𝑎𝑙𝑢𝑒 < 𝑍𝛼 value , we accept 𝐻0

Hence , we conclude that the performance of boys and girls is the same

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9. A sample of the height of 6400 Englishmen has a mean of 67.85 inches and a S.D
of 2.56 inches while another sample of heights of 1600 Austrians has a mean of
68.55 inches and S.D of 2.52 inches. Do the data indicate that Austrians are on
the average taller than the Englishmen ? (Use 𝜶 𝒂𝒔 𝟎. 𝟎𝟏)
Sol : Let 𝜇1 and 𝜇2 be the means of the two populations
Given 𝑛1 = 6400 , 𝑛2 = 1600 and ̅ 𝑥1 = 67.85 , ̅
𝑥2 = 68.55
𝜎1 = 2.56 and 𝜎2 = 2.52
i) Null Hypothesis 𝐻0 : 𝜇1 = 𝜇2
ii) Alternative Hypothesis 𝐻1 : 𝜇1 < 𝜇2 ( Left One Tailed test)
iii) Level of significance : 𝛼 = 0.01 (𝑍𝛼 = - 2.33 )
𝑥̅ 1− 𝑥̅ 2 67.85− 68.55
iv) Test Statistic : 𝑍 𝑐𝑎𝑙 = =
𝜎 2𝜎 2 2 2
√ 1 + 2 √2.56 +2.52
𝑛1 𝑛2 6400 1600

67.85 − 68.55
=
6.5536 6.35
√ 6400 + 1600
− 0.7 − 0.7
= √0.001+0.004 = 0.0707 - 9.9
v) Conclusion: Since |Z cal | value > Zα value , we reject 𝐻0
Hence , we conclude that Australians are taller than Englishmen.

10. At a certain large university a sociologist speculates that male students spend
considerably more money on junk food than female students. To test her
hypothesis the sociologist randomly selects from records the names of 200
students . Of thee , 125 are men and 75 are women . The mean of the average
amount spent on junk food per week by the men is Rs. 400 and S.D is 100. For
the women the sample mean is Rs. 450 and S.D is 150. Test the hypothesis at 5 %
los ?
Sol: Let 𝜇1 and 𝜇2 be the means of the two populations
Given 𝑛1 = 125 , 𝑛2 = 75 and ̅𝑥1 = Mean of men = 400 , ̅𝑥2 = Mean of women = 450
𝜎1 = 100 and 𝜎2 = 150
i) Null Hypothesis 𝐻0 : 𝜇1 = 𝜇2
ii) Alternative Hypothesis 𝐻1 : 𝜇1 > 𝜇2 ( Right One Tailed test)
iii) Level of significance : 𝛼 = 0.05 (𝑍𝛼 = 1.645 )
𝑥̅ 1− 𝑥̅ 2 400− 450
iv) Test Statistic : 𝑍 𝑐𝑎𝑙 = =
𝜎 2 𝜎 2 2 2
√ 1 + 2 √100 +150
𝑛1 𝑛2 125 75

− 50
=
√80 + 300
− 50 − 50
= √380
= 19.49
= - 2.5654
v) Conclusion: Since Zcal value < Zα value , we accept 𝐻0
Hence , we conclude that difference between the means are equal

11. The research investigator is interested in studying whether there is a significant

difference in the salaries of MBA grads in two cities. A random sample of size
100 from city A yields an average income of Rs. 20,150 . Another random sample

DEPARTMENT OF HUMANITIES & SCIENCES

 of size 60 from city B yields an average income of Rs. 20,250. If the variance are
given as 𝝈𝟏 𝟐 = 40,000 and
𝝈𝟐 𝟐 = 32,400 respectively . Test the equality of means and also construct 95%
confidence limits.
Sol: Let 𝜇1 and 𝜇2 be the means of the two populations
Given 𝑛1 = 100 , 𝑛2 = 60 and ̅ 𝑥1 = Mean of city A = 20,150 , 𝑥
̅2 = Mean of city B =
20,250
𝜎1 2 = 40,000 and 𝜎2 2 = 32,400
i) Null Hypothesis 𝐻0 : 𝜇1 = 𝜇2
ii) Alternative Hypothesis 𝐻1 : 𝜇1 ≠ 𝜇2 (Two -Tailed test)
iii) Level of significance : 𝛼 = 0.05 (𝑍𝛼 = 1.96 )
𝑥̅ 1− 𝑥̅ 2 20,150− 20,250
iv) Test Statistic : 𝑍 𝑐𝑎𝑙 = = 40000 32400
𝜎 2
𝜎 2 √ + 60
√ 1 + 2 100
𝑛1 𝑛2

100
=
√400 + 540
100
= 30.66
= 3.26
v) Conclusion: Since Zcal value > Zα value , we reject 𝐻0
Hence , we conclude that there is a significant difference in the salaries of MBA
grades two cities.
𝜎 2 𝜎2 2
∴ 95% confidence interval is𝜇1 - 𝜇2 = (𝑥 𝑥2 )± 1.96 √ 𝑛1 +
̅̅̅1 − ̅̅̅
𝑛2
1

40000 32400
= (20,150 – 20,250) )± 1.96√ 100 + 60
= (39.90, 160.09)
12. A die was thrown 9000 times and of these 3220 yielded a 3 or 4. Is this consistent
with the hypothesis that the die was unbiased?
Sol : Given n = 9000
P = Population of proportion of successes
1 1 2 1
= P( getting a 3 or 4 ) = 6 + 6 = 6 = 3 0.3333
Q = 1- P = 0.6667
3220
P = Proportion of successes of getting 3 or 4 in 9000 times = 9000 = 0.3578
i) Null Hypothesis 𝐻0 : The die is unbiased
i.e., 𝐻0 : P = 0.33

ii) Alternative Hypothesis 𝐻1 : The die is biased

i.e., 𝐻1 : P ≠ 0.33 ( Two –Tailed test)

iii) Level of Significance : 𝛼 = 0.05 (𝑍𝛼 = 1.96 )

𝑝−𝑃 0.3578−0.3333
iv) Test Statistic : 𝑍𝑐𝑎𝑙 = = (0.3333) (0.6667)
= 4.94
√𝑃𝑄
𝑛
√
9000

v)Conclusion: Since Zcal value > Zα value , we reject 𝐻0

Hence , we conclude that the die is biased.

DEPARTMENT OF HUMANITIES & SCIENCES

13. In a random sample of 125 cool drinkers , 68 said they prefer thumsup to Pepsi .
Test the null hypothesis P = 0.5 against the alternative hypothesis hypothesis P >
0.5?
𝑥 68
Sol : Given n = 125 , x = 68 and p = 𝑛 = 125 = 0.544
i) Null Hypothesis 𝐻0 : P = 0.5
ii) Alternative Hypothesis 𝐻1 : P > 0.5( Right One Tailed test)
iii) Level of Significance : 𝛼 = 0.05 (𝑍𝛼 = 1.645 )
𝑝−𝑃 0.544−0.5
iv) Test Statistic : 𝑍𝑐𝑎𝑙 = = (0.5)(0.5)
= 0.9839
√𝑃𝑄
𝑛
√
125

v) Conclusion: Since Zcal value < Zα value , we accept 𝐻0

14. A manufacturer claimed that at least 95% of the equipment which he supplied to
a factory conformed to specifications . An experiment of a sample of 200 piece of
equipment revealed that 18 were faulty .Test the claim at 5% los ?
Sol : Given n = 200
Number of pieces confirming to specifications = 200-18 = 182
182
∴ p = Proportion of pieces confirming to specification = 200 = 0.91
95
P = Population proportion = 100 = 0.95

i) Null Hypothesis 𝐻0 : P = 0.95

ii) Alternative Hypothesis 𝐻1 : P < 0.95( Left One Tailed test)
iii) Level of Significance : 𝛼 = 0.05 (𝑍𝛼 = -1.645 )
𝑝−𝑃 0.91−0.95
iv) Test Statistic : 𝑍𝑐𝑎𝑙 = = 0.95 x 0.05
= - 2.59
√𝑃𝑄
𝑛
√
200

v) Conclusion: We reject 𝐻0
Hence , we conclude that the manufacturer’s claim is rejected.

15. Among 900 people in a state 90 are found to be chapatti eaters . Construct 99%
confidence interval for the true proportion and also test the hypothesis for single
proportion ?
Sol: Given x = 90 , n = 900
𝑥 90 1
∴ p = 𝑛 = 100 = 10 = 0.1
And q = 1- p= 0.9
𝑝𝑞 (0.1) (0.9)
Now √ 𝑛 = √ 900
= 0.01

Confidence interval is 𝑃 = 𝑝 ± 𝑍∝ (√𝑝𝑞

𝑛
)
2
i.e., ( 0.1- 0.03 , 0.1 + 0.03 )
= ( 0.07 , 0.13 )
i) Null Hypothesis 𝐻0 : P = 0.5
ii) Alternative Hypothesis 𝐻1 : P ≠0.5( Two Tailed test)
iii) Level of Significance : 𝛼 = 0.01 (𝑍𝛼 = 2.58 )
𝑝−𝑃 0.1−0.5
iv) Test Statistic : 𝑍𝑐𝑎𝑙 = = 0.5 x 0.5
= -24.39
√𝑃𝑄
𝑛
√
900

v) Conclusion: Since |𝑍𝑐𝑎𝑙 |𝑣𝑎𝑙𝑢𝑒 > 𝑍𝛼 value , we reject 𝐻0

DEPARTMENT OF HUMANITIES & SCIENCES

16. Random samples of 400 men and 200 women in a locality were asked whether
they would like to have a bus stop a bus stop near their residence . 200 men and
40 women in favor of the proposal . Test the significance between the difference
of two proportions at 5% los ?
Sol: Let 𝑃1 and 𝑃2 be the population proportions in a locality who favor the bus stop
Given 𝑛1 = Number of men = 400
𝑛2 = number of women = 200
𝑥1 = Number of men in favor of the bus stop = 200
𝑥2 = Number of women in favor of the bus stop 40
𝑥 200 1 𝑥 40 1
∴ 𝑝1 = 𝑛1 = = 2 and 𝑝2 = 𝑛2 = 200 = 5
1 400 2

i) Null Hypothesis 𝐻0 : 𝑃1 = 𝑃2
ii) Alternative Hypothesis 𝐻1 : 𝑃1 ≠ 𝑃2 ( Two Tailed test)
iii) Level of Significance : 𝛼 = 0.05 (𝑍𝛼 = 1.96 )
𝑝 − 𝑝
iv) Test Statistic : 𝑍𝑐𝑎𝑙 = 1 1 21
√𝑝𝑞( + )
𝑛1 𝑛2
𝑛1 𝑝1+𝑛2𝑝2 𝑥1 +𝑥2 200+40 240 2
We have p = 𝑛1 +𝑛2
= 𝑛1 +𝑛2
= 400+200 = 600
=5
3
q = 1- p = 5
0.5−0.2
= 1 1
= 7.07
√(0.4) (0.6)( + )
400 200

v) Conclusion: Since |Zcal |value > Zα value , we reject 𝐻0

Hence we conclude that there is difference between the men and women in their
attitude towards the bus stop near their residence.

17. A machine puts out 16 imperfect articles in a sample of 500 articles . After the
machine is overhauled it puts out 3 imperfect articles in a sample of 100 articles .
Has the machine is improved ?
Sol : Let 𝑃1 and 𝑃2 be the proportions of imperfect articles in the proportion of
articles manufactured by the machine before and after overhauling , respectively.
Given 𝑛1 = Sample size before the machine overhauling = 500
𝑛2 = Sample size after the machine overhauling = 100
𝑥1 = Number of imperfect articles before overhauling = 16
𝑥2 = Number of imperfect articles after overhauling = 3
𝑥 16 𝑥 3
∴ 𝑝1 = 𝑛1 = = 0.032 and 𝑝2 = 𝑛2 = 100
= 0.03
1 500 2

i) Null Hypothesis 𝐻0 : 𝑃1 = 𝑃2
ii) Alternative Hypothesis 𝐻1 : 𝑃1 > 𝑃2 ( Left one Tailed test)
iii) Level of Significance : 𝛼 = 0.05 (𝑍𝛼 = 1.645 )
𝑝 − 𝑝
iv) Test Statistic : 𝑍𝑐𝑎𝑙 = 1 1 21
√𝑝𝑞( + )
𝑛1 𝑛2
𝑛1 𝑝1+𝑛2𝑝2 𝑥1 +𝑥2 16+3 19
We have p = 𝑛1 +𝑛2
= 𝑛1 +𝑛2
= 500+100 = 600
= 0.032
q = 1- p = 0.968
0.032−0.03
= 1 1
√(0.032) (0.968)( + )
500 100

DEPARTMENT OF HUMANITIES & SCIENCES

 0.002
0.019
= 0.104
v) Conclusion: Since |Zcal |value < Zα value , we accept 𝐻0
Hence we conclude that the machine has improved.

18. In an investigation on the machine performance the following results are

obtained .
No# of units inspected No# of defectives
Machine 1 375 17
Machine 2 450 22
Test whether there is any significant performance of two machines at 𝜶 = 0.05

Sol: Let 𝑃1 and 𝑃2 be the proportions of defective units in the population of units inspected
in machine 1 and Machine 2 respectively.

Given 𝑛1 = Sample size of the Machine 1 = 375

𝑛2 = Sample size of the Machine 2 = 450
𝑥1 = Number of defectives of the Machine 1 = 17
𝑥2 = Number of defectives of the Machine 2 = 22
𝑥 17 𝑥 22
∴ 𝑝1 = 𝑛1 = = 0.045 and 𝑝2 = 𝑛2 = 450
= 0.049
1 375 2

i) Null Hypothesis 𝐻0 : 𝑃1 = 𝑃2
ii) Alternative Hypothesis 𝐻1 : 𝑃1 ≠ 𝑃2 ( Two Tailed test)
iii) Level of Significance : 𝛼 = 0.05 (𝑍𝛼 = 1.96 )
𝑝 − 𝑝
iv) Test Statistic : 𝑍𝑐𝑎𝑙 = 1 1 21
√𝑝𝑞( + )
𝑛1 𝑛2
𝑛1 𝑝1+𝑛2𝑝2 𝑥1 +𝑥2 17+22 39
We have p = 𝑛1 +𝑛2
= 𝑛1 +𝑛2
= 375+450 = 825
= 0.047
q = 1- p = 1- 0.047 = 0.953
0.045−0.049
= 1 1
√(0.047) (0.953)( + )
375 450

= - 0.267
v) Conclusion: Since |Zcal |value < Zα value , we accept 𝐻0
Hence we conclude that there is no significant difference in performance of
machines.

19. A cigarette manufacturing firm claims that its brand A line of cigarettes outsells
its
brand B by 8% . If it is found that 42 out of 200 smokers prefer brand A and 18
out of another sample of 100 smokers prefer brand B . Test whether 8%
difference is a valid claim?
Sol: Given 𝑛1 = 200
𝑛2 = 100
𝑥1 = Number of smokers preferring brand A= 42
𝑥2 = Number of smokers preferring brand B = 18
𝑥 42 𝑥 18
∴ 𝑝1 = 𝑛1 = = 0.21 and 𝑝2 = 𝑛2 = 100
= 0.18
1 200 2

DEPARTMENT OF HUMANITIES & SCIENCES

 and 𝑃1 - 𝑃2 = 8% = 0.08

i) Null Hypothesis 𝐻0 : 𝑃1 - 𝑃2 = 0.08

ii) Alternative Hypothesis 𝐻1 : 𝑃1 - 𝑃2 ≠ 0.08 ( Two Tailed test)
iii) Level of Significance : 𝛼 = 0.05 (𝑍𝛼 = 1.96 )
(𝑝1 − 𝑝2)−( 𝑃1 − 𝑃2)
iv) Test Statistic : 𝑍𝑐𝑎𝑙 = 1 1
√𝑝𝑞( + )
𝑛1 𝑛2

𝑛1 𝑝1+𝑛2𝑝2 𝑥1 +𝑥2 42+18 60

We have p = 𝑛1 +𝑛2
= 𝑛1 +𝑛2
= 200+100 = 300
= 0.2
q = 1- p = 1- 0.2 = 0.8
(0.21−0.18) −0.08
𝑍𝑐𝑎𝑙 = 1 1
√(0.2) (0.8)( + )
200 100
−0.05
= 0.0489
= - 1.02
v) Conclusion: Since |𝑍𝑐𝑎𝑙 |𝑣𝑎𝑙𝑢𝑒 < 𝑍𝛼 value , we accept 𝐻0
Hence we conclude that 8% difference in the sale of two brands of cigarettes is a
valid claim.

20. In a city A , 20% of a random sample of 900 schoolboys has a certain slight
physical defect . In another city B ,18.5% of a random sample of 1600 school
boys has the same defect . Is the difference between the proportions significant at
5% los?
Sol: Given 𝑛1 = 900
𝑛2 = 1600
𝑥1 = 20% of 900 = 180
𝑥2 = 18.5% of 1600 = 296
𝑥 180 𝑥 296
∴ 𝑝1 = 𝑛1 = = 0.2 and 𝑝2 = 𝑛2 = 1600
= 0.185
1 900 2
i) Null Hypothesis 𝐻0 : 𝑃1 = 𝑃2
ii) Alternative Hypothesis 𝐻1 : 𝑃1 ≠ 𝑃2 ( Two Tailed test)
iii) Level of Significance : 𝛼 = 0.05 (𝑍𝛼 = 1.96 )
(𝑝1 − 𝑝2)
iv) Test Statistic : 𝑍𝑐𝑎𝑙 = 1 1
√𝑝𝑞( + )
𝑛1 𝑛2

𝑛1 𝑝1+𝑛2𝑝2 𝑥1 +𝑥2 180+296 476

We have p = 𝑛1 +𝑛2
= 𝑛1 +𝑛2
= 900+1600 = 2500
= 0.19
q = 1- p = 1- 0.19 = 0.81
0.2−0.185
𝑍𝑐𝑎𝑙 = 1 1
√(0.19) (0.81)( + )
900 1600
−0.015
= 0.01634
= - 0.918
v) Conclusion: Since |𝑍𝑐𝑎𝑙 |𝑣𝑎𝑙𝑢𝑒 < 𝑍𝛼 value , we accept 𝐻0
Hence we conclude that there is no significant difference between the proportions.

DEPARTMENT OF HUMANITIES & SCIENCES

 SMALL SAMPLES

Introduction When the sample size n < 30, then if is referred to as small samples. In this
sampling distribution in many cases may not be normal ie., we will not be justified in
estimating the population parameters as equal to the corresponding sample values.

Degree Of Freedom The number of independent variates which make up the statistic is
known as the degrees of freedom (d.f) and it is denoted by 𝜗.

For Example: If 𝑥1 + 𝑥2 + 𝑥3 = 50 and we assign any values to two os the variables (say
x1,x2 ), then the values of x3 will be known. Thus, the two variables are free and independent
choices for finding the third.

In general, the number of degrees of freedom is equal to the total number of

observations less the number of independent constraints imposed on the observations.

For example: in a set of data of n observations, if K is the number of independent constraints

then 𝜗 = 𝑛 − 𝑘

Student’s t-Distribution Or t-Distribution

̅ be the mean of a random sample of size n, taken from a normal population having the
Let 𝑋
̅) 2
(𝑋𝑖 −𝑋
mean 𝜇 and the variance 𝜎2 , and sample variance 𝑆2 =∑ 𝑛−1
, then

𝑥̅ −𝜇
𝑡=𝑆 is a random variable having the 𝑡 − distribution with 𝜗 = 𝑛 − 1 degrees of freedom.
⁄
√𝑛

Properties of 𝒕 − Distribution
1. The shape of 𝑡 −distribution is bell shaped, which is similar to that of normal
distribution and is symmetrical about the mean.
2. The mean of the standard normal distribution as well as 𝑡 −distribution is zero, but
the variance of 𝑡 −distrubution depends upon the parometer 𝜗 which is called the
degrees of freedom.
3. The variance of 𝑡 −distribution exceeds 1, but approaches 1 as 𝑛 → ∞.

DEPARTMENT OF HUMANITIES & SCIENCES

Applications of 𝒕 – Distributions

1. To test the significance of the sample mean, When population variance

is not given:
Let 𝑥̅ be the mean of the sample and n be the size of the sample ‘𝜎’ be the standard
deviation of the population and 𝜇 be the mean of the population.
Then the student 𝑡 − distribution is defined by the statistic
𝑥̅ −𝜇
𝑡= 𝑠 if s is given directly
√𝑛−1

𝑋̅−𝜇
If ′𝜎′ is unknown, then 𝑡 = 𝑆 where
⁄
√𝑛

̅ )2
(𝑋𝑖−𝑋
𝑆2 = ∑ 𝑛−1

Note ∶ Confidence limits for mean µ = x̅ ± tα (S⁄ ) or µ = x̅ ± tα (S⁄ )

√n √n − 1

𝟐. To test the significance of the difference between means of the two

independent samples :
To test the significant difference between the sample means 𝑥
̅1 and 𝑥
̅2 of two independent
samples of sizes n1 and n2, with the same variance .

DEPARTMENT OF HUMANITIES & SCIENCES

We use statistic

𝑥̅1 −𝑥̅2
𝑡= -------(1) where
√𝑆 2 (𝑛1 +𝑛1 )
1 2
∑ 𝑥1 ∑𝑥
̅1 =
𝑥 ̅2 = 2 and
,𝑥
𝑛1 𝑛2
2 1
𝑥1 2 + ∑(𝑥2 − ̅̅̅)
𝑆 =𝑛 +𝑛 −2 [∑(𝑥1 − ̅̅̅) 𝑥2 2
1 2
1
OR 𝑆2 =𝑛 +𝑛 −2 [(𝑛1 𝑠21 ) + (𝑛2 𝑠22 )]
1 2

Where s1 and s2 are sample standard deviations.

Note: Confidence limits for difference of means : 𝜇1 − 𝜇2 = (𝑥

̅1 − 𝑥
̅2 )

± t α (√𝑆 2 (𝑛11 + 𝑛12 ))

3.Paired t- test ( Test the significance of the difference between means of

two dependent samples ) :
Paired observations arise in many practical situations where each homogenous experimental
unit receives both population condition.

For Example: To test the effectiveness of ‘drug’ some // person’s blood pressure is measured
before and after the intake of certain drug. Here the individual person is the experimental unit
and the two populations are blood pressure “before” and “after” the drug is given

Paired t-test is applied for n paired observations by taking the differences d1,d2 ------dn of the
paired data. To test whether the differences di from a random sample of a population with
mean 𝜇.
𝑑̅ 1 1 2
𝑡=𝑠 𝑤ℎ𝑒𝑟𝑒 𝑑̅ = 𝑛 𝜖 𝑑𝑖 and 𝑠2 = 𝑛−1 ∑(𝑑 − 𝑑
̅)
⁄ 𝑛
√

Problems:
1. A sample of 26 bulbs gives a mean life of 990 hours with a S.D of 20 hours. The
manufacturer claims that the mean life of bulbs is 1000 hours . Is the sample not
upto the standard?
Sol: Given n = 26
𝑥 = 990
̅
𝜇 = 1000 and S.D i.e., s = 20
i) Null Hypothesis : 𝐻0 : 𝜇 = 1000
ii) Alternative Hypothesis: 𝐻1 : 𝜇 < 1000( Left one tailed test )
(Since it is given below standard)
iii) Level of significance : 𝛼 = 0.05
t tabulated value with 25 degrees of freedom for left tailed test is 1.708
𝑥̅ − 𝜇 990−1000
iv) Test Statistic : 𝑡 𝑐𝑎𝑙 = 𝑠 = 20 = − 2.5
√𝑛−1 √25

v) Conclusion: Since |𝑡 𝑐𝑎𝑙 | value > 𝑡𝛼 value , we reject 𝐻0

Hence we conclude that the sample is not upto the standard.

DEPARTMENT OF HUMANITIES & SCIENCES

2. A random sample of size 16 values from a normal population showed a mean of 53
and sum of squares of deviations from the mean equals to 150 . Can this sample be
regarded as taken from the population having 56 as mean ? Obtain 95% confidence
limits of the mean of the population.?
Sol: a) Given n = 16
𝑥 = 53
̅

𝑥)2 = 150
𝜇 = 56 and ∑(𝑥𝑖 − ̅
̅ )2
∑(𝑥𝑖 −𝑥 150
∴ 𝑆2 = 𝑛−1
= 15
= 10 ⇒ S = √10

Degrees of freedom 𝜗 = n-1 = 16-1 =15

i) Null Hypothesis 𝐻0 : 𝜇 = 56
ii) Alternative Hypothesis 𝐻1 : 𝜇 ≠ 56 (Two tailed test )
iii) Level of significance : 𝛼 = 0.05
t tabulated value with 15 degrees of freedom for two tailed test is 2.13
𝑥̅ − 𝜇 53−56
iv) Test Statistic : 𝑡 𝑐𝑎𝑙 = 𝑆 = √10
= − 3.79
√𝑛 √15

v) Conclusion: Since |𝑡 𝑐𝑎𝑙 | 𝑣𝑎𝑙𝑢𝑒 > 𝑡𝛼 value , we reject 𝐻0

Hence we conclude that the sample cannot be regarded as taken from population.
b) The 95% confidence limits of the mean of the population are given by
𝑆
𝑥̅ ± 𝑡0.05 √𝑛 = 53 ± 2.13 × 0.79
= 53 ± 1.6827
= 54.68 and 51.31
∴ 95% confidence limits are( 51.31, 54.68 )

3. A random sample of 10 boys had the following I.Q’s : 70, 120 ,110, 101,88,
83,95,98,107 and 100.
a) Do these data support the assumption of a population mean I.Q of 100?
b) Find a reasonable range in which most of the mean I.Q values of samples of
10 boys lie
Sol: Since mean and s.d are not given
We have to determine these
x x − x̅ (x − x̅ )2
70 -27.2 739.84
120 22.8 519.84
110 12.8 163.84
101 3.8 14.44
88 -9.2 84.64
83 -14.2 201.64
95 -2.2 4.84
98 0.8 0.64
107 9.8 96.04
100 2.8 7.84
∑ 𝑥 = 972 ∑(x − x̅ )2
= 1833.60

DEPARTMENT OF HUMANITIES & SCIENCES

 ∑𝑥 972
Mean , 𝑥
̅=
𝑛
= 10
= 97.2 and

1 1833.6
𝑆2 = 𝑛−1 ∑(x − x̅ )2 = 9

∴ S = √203.73 = 14.27

i) Null Hypothesis 𝐻0 : 𝜇 = 100

ii) Alternative Hypothesis 𝐻1 : 𝜇 ≠ 100 (Two tailed test )
iii) Level of significance : 𝛼 = 0.05
t tabulated value with 9 degrees of freedom for two tailed test is 2.26
𝑥̅ − 𝜇 97.2−100
iv) Test Statistic : 𝑡 𝑐𝑎𝑙 = 𝑆 = 14.27 = − 0.62
√𝑛 √10

v) Conclusion: Since |𝑡 𝑐𝑎𝑙 | 𝑣𝑎𝑙𝑢𝑒 < 𝑡𝛼 value , we accept 𝐻0

Hence we conclude that the data support the assumption of mean I.Q of 100 in the
population.
b) The 95% confidence limits of the mean of the population are given by
𝑆
𝑥̅ ± 𝑡0.05 √𝑛 = 97.2 ± 2.26× 4.512
= 97.2 ± 10.198
= 107.4 and 87
∴ 95% confidence limits are( 87, 107.4 )

4. Samples of two types of electric bulbs were tested for length of life and following
data were obtained
Type 1 Type 2
Sample number , 𝒏𝟏 = 8 𝒏𝟐 = 7
Sample mean , ̅̅ 𝒙̅̅𝟏 = 1234 𝒙̅̅𝟐 = 1036
̅̅
Sample S.D , 𝒔𝟏 = 36 𝒔𝟐 = 40
Is the difference in the mean sufficient to warrant that type 1 is superior to type
2 regarding length of life .
Sol: i) Null Hypothesis 𝐻0 : The two types of electric bulbs are identical
i.e., 𝐻0 : 𝜇1 = 𝜇2
ii) Alternative Hypothesis 𝐻1 : 𝜇1 ≠ 𝜇2
𝑥̅ 1− 𝑥̅ 2
iii)Test Statistic : 𝑡𝑐𝑎𝑙 = 1 1
√𝑠( + )
𝑛1 𝑛2
𝑛1 𝑠1 2+𝑛1 𝑠1 2
Where 𝑆2 = 𝑛1 +𝑛2
1
= 8+7−2(8(36)2 + 7(40)2 ) = 1659.08
1234− 1036
∴t= 1 1
= 9.39
√1659.08 ( + )
8 7

iv)Degrees of freedom = 8+7-2 =13 ,tabulated value of t for 13 d.f at 5% los is 2.16
v)Conclusion: Since |𝑡 𝑐𝑎𝑙 | 𝑣𝑎𝑙𝑢𝑒 > 𝑡𝛼 value , we reject 𝐻0

Hence we conclude that the two types 1 and 2 of electric bulbs are not identical .

DEPARTMENT OF HUMANITIES & SCIENCES

5. Two horses A and B were tested according to the time to run a particular track with
the following results .
Horse A 28 30 32 33 33 29 34
Horse B 29 30 30 24 27 29
Test whether the two horses have the same running capacity
Sol: Given 𝑛1 = 7 , 𝑛2 = 6
We first compute the sample means and standard deviations
1
𝑥
̅ = Mean of the first sample = ( 28 + 30 + 32 + 33 + 33 + 29 + 34)
7
1
= 7 (219) = 31.286
1
𝑦
̅ = Mean of the second sample = ( 29 + 30 + 30 + 24 + 27 + 29 )
6
1
= 6 (169) = 28.16

𝑥 𝑥 − 𝑥̅ ̅)2
(𝑥 − 𝑥 𝑦 𝑦 − 𝑦̅ ̅)2
(𝑦 − 𝑦
28 -3.286 10.8 29 0.84 0.7056
30 -1.286 1.6538 30 1.84 3.3856
32 0.714 0.51 30 1.84 3.3856
33 1.714 2.94 24 -416 17.3056
33 1.714 2.94 27 -1.16 1.3456
29 -2.286 5.226 29 0.84 0.7056
34 2.714 7.366
∑𝑥 𝑥)2
∑(𝑥 − ̅ ∑𝑦 ̅)2
∑(𝑦 − 𝑦
= 219 = 31.4358 = 169 = 26.8336

1
Now 𝑆2 = 𝑛 ̅)2 + ∑(𝑦 − 𝑦)2 ]
[(∑(𝑥 − 𝑥
1 +𝑛2 −2

1
= 11 [31.4358 + 26.8336]

1
= 11 (58.2694)

= 5.23

∴ S = √5.23 = 2.3

i) Null Hypothesis 𝐻0 : 𝜇1 = 𝜇2
ii) Alternative Hypothesis 𝐻1 : 𝜇1 ≠ 𝜇2
𝑥̅ 1− 𝑥̅ 2
iii) Test Statistic : 𝑡𝑐𝑎𝑙 = 1 1
𝑆√(𝑛 +𝑛 )
1 2
31.286 − 28.16
= = 2.443
1 1
2.3 (√7 + 6)

∴ 𝑡𝑐𝑎𝑙 = 2.443

iv)Degrees of freedom = 7+6-2 =11

Tabulated value of t for 11 d.f at 5% los is 2.2

DEPARTMENT OF HUMANITIES & SCIENCES

Conclusion: Since |t cal | value > tα value , we reject 𝐻0

Hence we conclude that both horses do not have the same running capacity.

6. Ten soldiers participated in a shooting competition in the first week. After intensive
training they participated in the competition in the second week . Their scores
before and after training are given below :
Scores 67 24 57 55 63 54 56 68 33 43
before
Scores 70 38 58 58 56 67 68 75 42 38
after
Do the data indicate that the soldiers have been benefited by the training.
Sol: Given 𝑛1 = 10 , 𝑛2 = 10
We first compute the sample means and standard deviations
1
𝑥
̅ = Mean of the first sample =
10
(67 + 24 + 57 +55+63+54+56+68+33+43)

1
= 10 (520) = 52

1
𝑦
̅ = Mean of the second sample =
10
(70+38+58+58+56+67+68+75+42+38)
1
= 10 (570) = 57
𝑥 𝑥 − 𝑥̅ ̅)2
(𝑥 − 𝑥 𝑦 𝑦 − 𝑦̅ ̅)2
(𝑦 − 𝑦
67 15 225 70 13 169
24 -28 784 38 -19 361
57 5 25 58 1 1
55 3 9 58 1 1
63 11 121 56 -1 1
54 2 4 67 10 100
56 4 16 68 11 121
68 16 256 75 18 324
33 -19 361 42 -15 225
43 -9 81 38 -19 361
∑ 𝑥 = 520 𝑥)2
∑(𝑥 − ̅ ∑ 𝑦 = 570 ̅)2
∑(𝑦 − 𝑦
= 1882 = 1664

1
Now 𝑆2 = 𝑛 ̅)2 + ∑(𝑦 − 𝑦)2 ]
[(∑(𝑥 − 𝑥
1 +𝑛2 −2

1
= 18 [1882 + 1664]

1
= 18 (3546)

= 197

∴ S = √197 = 14.0357

i) Null Hypothesis 𝐻0 : 𝜇1 = 𝜇2
ii) Alternative Hypothesis 𝐻1 : 𝜇1 < 𝜇2 (Left one tailed test)
𝑥̅ 1− 𝑥̅ 2
iii) Test Statistic : 𝑡𝑐𝑎𝑙 = 1 1
𝑆√(𝑛 +𝑛 )
1 2

DEPARTMENT OF HUMANITIES & SCIENCES

 52 − 57
=
1 1
14.0357 (√10 + 10)
3546
= 18
= −0.796
∴ 𝑡𝑐𝑎𝑙 = -0.796

iv)Degrees of freedom = 10+10-2 =18

Tabulated value of t for 18 d.f at 5% los is -1.734

Conclusion: Since |t cal | value < |tα | value , we accept 𝐻0

Hence we conclude that the soldiers are not benefited by the training.

7. The blood pressure of 5 women before and after intake of a certain drug are given
below:
Before 110 120 125 132 125
After 120 118 125 136 121
Test whether there is significant change in blood pressure at 1% los?
Sol: Given n = 5
i) Null Hypothesis 𝐻0 : 𝜇1 = 𝜇2
ii) Alternative Hypothesis 𝐻1 : 𝜇1 < 𝜇2 (Left one tailed test)
̅
𝑑
iii) Test Statistic 𝑡𝑐𝑎𝑙 = 𝑠
⁄ 𝑛
√

where d̅ =
∑d 1 ̅ )2
and 𝑆2 = 𝑛−1 ∑(𝑑 − 𝑑
n
B.P before training B.P after training 𝑑 = 𝑦−𝑥 𝑑 − 𝑑̅ ̅ )2
(𝑑 − 𝑑
110 120 10 8 64
120 118 -2 -4 16
123 125 2 0 0
132 136 4 2 4
125 121 -4 -6 36
∑ 𝑑 = 10 ̅ )2 =
∑(𝑑 − 𝑑
120

10 120
̅̅̅̅ =
∴𝑑 5
= 2 and 𝑆2 = 4
= 30

∴ S = 5.477
̅
𝑑 2
𝑡𝑐𝑎𝑙 = 𝑠 = 5.477 = 0.862
⁄ 𝑛 ⁄
√ √5

iv) Degrees of freedom = 5-1= 4

Tabulated value of t for 4 d.f at 1% los is 4.6

Conclusion: Since |t cal | value < |tα | value , we accept 𝐻0

Hence we conclude that there is no significant difference in Blood pressure after intake of a
certain drug.

DEPARTMENT OF HUMANITIES & SCIENCES

8. Memory capacity of 10 students were tested before and after training . State
whether the training was effective or not from the following scores.
Sol : i) Null Hypothesis 𝐻0 : 𝜇1 = 𝜇2
ii) Alternative Hypothesis 𝐻1 : 𝜇1 < 𝜇2 (Left one tailed test)
̅
𝑑
iii) Test Statistic 𝑡𝑐𝑎𝑙 = 𝑠
⁄ 𝑛
√

where d̅ =
∑d 1 ̅ )2
and 𝑆2 = 𝑛−1 ∑(𝑑 − 𝑑
n
Before(𝑥) After(𝑦) 𝑑 = 𝑦−𝑥 𝑑2
12 15 -3 9
14 16 -2 4
11 10 1 1
8 7 1 1
7 5 2 4
10 12 -2 4
3 10 -7 49
0 2 -2 4
5 3 2 4
6 8 -2 4
2
∑𝑑 ∑𝑑
= −12 = 84

̅= −12
𝑑 10
= -1.2

84− (−1.2) 2x 10
𝑆2 = 9
= 7.73

∴ S = 2.78
̅
𝑑 −1.2
𝑡𝑐𝑎𝑙 = 𝑠 = 2.78 = -1.365 and d.f = n-1 = 9
⁄ 𝑛 ⁄
√ √10

Tabulated value of t for 9 d.f at 5% los is 1.833

Conclusion: Since |t cal | value < |tα | value , we accept 𝐻0

Hence we conclude that there is no significant difference in memory capacity after the
training program.

DEPARTMENT OF HUMANITIES & SCIENCES

Chi-Square (𝝌𝟐 ) Distribution
Chi square distribution is a type of cumulative probability distribution . probability
distributions provide the probability of every possible value that may occur . Distributions
that are cumulative give the probability of a random variable being less than or equal to a
particular value. Since the sum of the probabilities of every possible value must equal one ,
the total area under the curve is equal to one . Chi square distributions vary depending on the
degrees of freedom. The degrees of freedom is found by subtracting one from the number of
categories in the data .

Applications of Chi – Square Distribution:

Chi – Square test as a test of goodness of fit :

𝝌𝟐 – test enables us to ascertain how well the theoretical distributions such as
binomial, Poisson, normal etc, fit the distributions obtained from sample data. If the
calculated value of 𝝌𝟐 is less than the table value at a specified level of generally 5%
significance, the fit is considered to be good.

If the calculated value of 𝝌𝟐 is greater than the table value, the fit is considered to be poor.

i) Null hypothesis: H0 : There is no difference in given values and calculated values

ii)Altenative hypothesis: H1 : There is some difference in given values and calculated

values
(O−E) 2
iii) Test Statistic 𝛘𝟐 cal = ∑ E

iv)At specified level of significance for n-1 d.f if the given problem is binomial
distribution

At specified level of significance for n-2 d.f if the given problem is Poisson distribution

v)Conclusion :If 𝝌𝟐 cal value < 𝝌𝟐 tab value , then we accept H0 , Otherwise reject H0 .

DEPARTMENT OF HUMANITIES & SCIENCES

2. Chi – Square test for independence of attributes :
Definition : An attribute means a quality or characteristic
Eg: Drinking, Smoking, blindness, Honesty, beauty etc.,

An attribute may be marked by its presence or absence in a number of a given population.

Let us consider two attributes A and B.

A is divided into two classes and B is divided into two classes. The various cell frequencies
can be expressed in the following table known as 2x2 contingency table.

a b a+b
c d c+ d
a + c b + d N =a + b + c + d
The expected frequencies are given by

(𝑎 + 𝑐 )(𝑎 + 𝑏)
𝐸 (𝑎 ) =
𝑁
(𝑏 + 𝑐 )(𝑎 + 𝑏)
𝐸 (𝑏 ) =
𝑁
(𝑎 + 𝑐 )(𝑐 + 𝑑 )
𝐸 (𝑐 ) =
𝑁
(𝑏 + 𝑑 )(𝑐 + 𝑑 )
𝐸 (𝑑 ) =
𝑁
(𝑂 − 𝐸)2
𝝌𝟐 𝑐𝑎𝑙 = ∑
𝐸
𝝌𝟐 𝑐𝑎𝑙 value to be compared with 𝝌𝟐 𝑡𝑎𝑏 value at 1% (5.1 or10%) level of significance for

(r-1) (c-1) d.f where r- number of rows

c-number of columns.

Note: In 𝝌𝟐 distribution for independence of attributes, we test if two attributes A and B are
independent or not.

i)Null Hypothesis: H0 : The two attributes are independent

ii) Alternative hypothesis: H1 : The two attributes are not independent

(O − E)2
iii) Test Statistic χ2 cal = ∑
E
𝐑𝐨𝐰 𝐭𝐨𝐭𝐚𝐥 𝐱 𝐂𝐨𝐥𝐮𝐦𝐧 𝐭𝐨𝐭𝐚𝐥
where E = 𝐆𝐫𝐚𝐧𝐝 𝐭𝐨𝐭𝐚𝐥

iv)At specified level of significance for (m-1) (n-1) d.f where m- no. of rows and n- no. of
columns

v)Conclusion : If 𝛘𝟐 cal value < 𝛘𝟐 tab value , then we accept H0 , Otherwise reject H0 .

DEPARTMENT OF HUMANITIES & SCIENCES

Problems :

1. Fit a Poisson distribution to the following data and test for its goodness of fit at 5%
los

x 0 1 2 3 4
f 419 352 154 56 19

Sol:

X f fx
0 419 0
1 352 352
2 154 308
3 56 168
4 19 76
N=1000 ∑ 𝑓𝑥 = 904

∑ 𝑓𝑥 904
Mean 𝜆 = N
= 1000 = 0.904

Theoretical distribution is given by

𝑒−𝜆 𝜆𝑥
= N x p(x) = 1000 x 𝑥!

Hence the theoretical frequencies are given by

x 0 1 2 3 4 Total
f = 1000 x 406.2 366 165.4 49.8 12.6 1000
𝑒−𝜆𝜆𝑥
𝑥!

Since Given frequencies total is equal to Calculated frequencies total.

To test for goodness of fit:

i) H0 : There is no difference in given values and calculated values

ii) H1 : There is some difference in given values and calculated values

(𝑂−𝐸)2
iii)𝝌𝟐 𝑐𝑎𝑙 = ∑ 𝐸

O E (𝑂 − 𝐸)2 (𝑂 − 𝐸)2
𝐸
419 406.2 (419 − 406.2)2 (419 − 406.2)2
406.2
352 366 (352 − 366)2 (352 − 366)2
366
154 165.4 (154 − 165.4)2 (154 − 165.4)2
165.4

DEPARTMENT OF HUMANITIES & SCIENCES

56 49.8 (56 − 49.8)2 (56 − 49.8)2
49.8
19 12.6 (19 − 12.6)2 (19 − 12.6)2
12.6
(𝑂−𝐸) 2
∑ = 5.748
𝐸

Degrees of freedom = 5-2 = 3

𝝌𝟐 𝑡𝑎𝑏 at 5% LOS = 7.82

Since 𝝌𝟐 𝑐𝑎𝑙 value < 𝝌𝟐 𝑡𝑎𝑏 ,we accept 𝐻0 .

3. A die is thrown 264 times with following results. Show that the die is biased [ Given
𝝌𝟐 𝟎.𝟎𝟓 = 11.07 for 5 d.f]
No. appeared 1 2 3 4 5 6
on the die
Frequency 40 32 28 58 54 52

Sol: i) H0 : The die is unbiased

ii) H1 : The die is not unbiased

𝟐 (𝑂−𝐸)2
iii)𝛘 cal
=∑ 𝐸

264
The expected frequency of each of the number 1,2,3,4,5,6 is 6
= 44

Calculation of 𝝌𝟐 :

O E (𝑂 − 𝐸)2 (𝑂 − 𝐸)2
𝐸
40 44 16 0.3636
32 44 144 3.2727
28 44 256 5.8181
58 44 196 4.4545
54 44 100 2.2727
52 44 64 1.4545
(𝑂−𝐸)2
∑ = 17.6362
𝐸

𝝌𝟐 𝑐𝑎𝑙 = 17.6362

The number of degrees of freedom = n-1 = 5

𝝌𝟐 0.05 = 11.07 for 5 d.f

Since 𝝌𝟐 𝑐𝑎𝑙 value > 𝝌𝟐 𝑡𝑎𝑏 value , we reject 𝐻0

Hence the die is biased

DEPARTMENT OF HUMANITIES & SCIENCES

4. On the basis of information given below about the treatment of 200 patients
suffering from disease , state whether the new treatment is comparatively
Superior to the conventional treatment.
Treatment Favorable Not Favorable Total
New 60 30 90
Conventional 40 70 110

Sol: i) H0 : The two attributes are independent

ii) H1 : The two attributes are not independent

(𝑂 − 𝐸)2
iii) 𝛘𝟐 cal = ∑
𝐸

90 x 100 90 x 100 90
= 45 = 45
200 200
100x 110 100 x 110 11
= 55 = 55
200 200
100 100 200
𝐑𝐨𝐰 𝐭𝐨𝐭𝐚𝐥 𝐱 𝐂𝐨𝐥𝐮𝐦𝐧 𝐭𝐨𝐭𝐚𝐥
where E = 𝐆𝐫𝐚𝐧𝐝 𝐭𝐨𝐭𝐚𝐥

Calculation of 𝝌𝟐 :

O E (𝑂 − 𝐸)2 (𝑂 − 𝐸)2
𝐸
60 45 225 5
30 45 225 5
40 55 225 4.09
70 55 225 4.09
(𝑂−𝐸)2
∑ = 18.18
𝐸

𝝌𝟐 𝑐𝑎𝑙 = 18.18

𝝌𝟐 𝑡𝑎𝑏 for 1 d.f . at 5% los is 3.841

since 𝝌𝟐 𝑐𝑎𝑙 value > 𝝌𝟐 𝑡𝑎𝑏 value , we reject 𝐻0

Hence we conclude that new and conventional treatment are not independent.

DEPARTMENT OF HUMANITIES & SCIENCES

Snedecor’s F- Test of Significance
The F-Distribution is also called as Variance Ratio Distribution as it usually defines the ratio
of the variances of the two normally distributed populations. The F-distribution got its name
after the name of R.A. Fisher, who studied this test for the first time in 1924.

Symbolically, the quantity is distributed as F-distribution with and degrees of freedom 𝜗1 =

𝑛1 − 1and 𝜗2 = 𝑛2 − 1 is represented as:

Greater Variance
Fcal =
Smaller Varinace

𝑆1 2 𝑆2 2
𝐹𝑐𝑎𝑙 = Or
𝑆2 2 𝑆1 2

Where,
𝑛1 𝑠1 2 1
𝑆1 2 is the unbiased estimator of σ12 and is calculated as: 𝑆1 2 = =𝑛 𝑥1 )2
∑(𝑥1 − ̅̅̅
𝑛1 −1 1−1

𝑛2 𝑠22 1
𝑆2 2 is the unbiased estimator of σ22 and is calculated as: 𝑆2 2 = 𝑛2 −1
=𝑛 𝑥 2 )2
∑(𝑥2 − ̅̅̅
2 −1

To test the hypothesis that the two population variances 𝝈𝟏 𝟐 and 𝝈𝟐 𝟐 are
equal

i) H0 : σ1 2 = σ2 2

ii) H1 : σ1 2 ≠ σ2 2

𝐆𝐫𝐞𝐚𝐭𝐞𝐫 𝐕𝐚𝐫𝐢𝐚𝐧𝐜𝐞
iii) Fcal = 𝐒𝐦𝐚𝐥𝐥𝐞𝐫 𝐕𝐚𝐫𝐢𝐧𝐚𝐜𝐞

iv)At specified level of significance ( 1% or 5 %) for (ϑ1 ,ϑ2 ) d.f

v) If 𝐅cal value < 𝐅tab value , then we accept H0 , Otherwise reject H0 .

𝐹𝑐𝑎𝑙 (𝜗1 , 𝜗2 ) is the value of F with 𝜗1 and 𝜗2 degrees of freedom such that the area under the
F – distribution to the right of 𝐹𝛼 is 𝛼.

DEPARTMENT OF HUMANITIES & SCIENCES

Problems:

1. In one sample of 8 observations from a normal population, the sum of the squares of
deviations of the sample values from the sample mean is 84.4 and in another sample
of 10 observations it was 102.6. Test at 𝟓% level whether the populations have the
same varience.

Sol: Let 𝜎1 2 and 𝜎2 2 be the variances of the two normal populations from which the
samples are drawn.

Let the Null Hypothesis be 𝐻0 : 𝜎1 2 = 𝜎2 2

Then the Alternative Hypothesis is 𝐻1 : 𝜎1 2 ≠ 𝜎2 2

Here 𝑛1 = 8, 𝑛2 = 10
2
𝑥)2 = 84.4, ∑(𝑦𝑖 − 𝑦
Also ∑(𝑥𝑖 − ̅ ̅) = 102.6

If 𝑆1 2 𝑎𝑛𝑑𝑆2 2 be the estimates of 𝜎1 2 and 𝜎2 2 then

1 84.4
𝑆1 2 = ̅)2 =
∑(𝑥𝑖 − 𝑥 = 12.057
𝑛1 − 1 7

and
1 2 102.6
𝑆2 2 = ∑(𝑦𝑖 − 𝑦
̅) = = 11.4
𝑛2 − 1 9

Let 𝐻0 be true. Since 𝑆1 2 > 𝑆2 2 , the test statistic is

𝑆 2 12.057
𝐹 = 𝑆1 2 = = 1.057
2 11.4

i.e., calculated F = 1.057.

Degrees of freedom are given by 𝑣1 = 𝑛1 − 1 = 8 − 1 = 7

and 𝑣2 = 𝑛2 − 1 = 10 − 1 = 9

Tabulated value of 𝐹 at 5% level for (7,9) degrees of freedom is 3.29

i.e.,𝐹0.05 (7,9) = 3.29

Since calculated 𝐹 < tabulated 𝐹, we accept the Null Hypothesis 𝐻0 and

conclude that the populations have the same variance.

DEPARTMENT OF HUMANITIES & SCIENCES

2.The time taken by workers in performing a job by method I and method II is given
below
Method I 20 16 26 27 23 22 -

Method II 27 33 42 35 32 34 38

Do the data show that the variances of time distribution from population from which
these samples are drawn do not differ significantly?

Sol: Let the Null Hypothesis be 𝐻0 : 𝜎1 2 = 𝜎2 2 where 𝜎1 2 and 𝜎2 2 are the variances of the
two populations from with the samples are drawn.

The Alternative Hypothesis is 𝐻1 : 𝜎1 2 ≠ 𝜎2 2 .

Calculation of sample variances.

𝑥 𝑥 − 𝑥̅ ̅)2
(𝑥 − 𝑥 𝑦 𝑦 − 𝑦̅ ̅)2
(𝑦 − 𝑦
20 -2.3 5.29 27 -7.4 54.76
16 -6.3 39.69 33 -1.4 1.96
26 3.7 13.69 42 7.6 57.76
27 4.7 22.09 35 0.6 0.36
23 0.7 0.49 32 -2.4 5.76
22 -0.3 0.09 34 -0.4 0.16
38 3.6 12.96
134 81.34 241 133.72
𝑛1 = 6, 𝑛2 = 7

∑ 𝑥 134 ∑ 𝑦 241
∴ 𝑥̅ = = = 22.3, 𝑦̅ = = = 34.
𝑛1 6 𝑛2 67
2
̅)2 = 81.34, ∑(𝑦𝑖 − 𝑦
∑(𝑥𝑖 − 𝑥 ̅) = 133.72

If 𝑆1 2 𝑎𝑛𝑑𝑆2 2 be the estimates of 𝜎1 2 and 𝜎2 2 , then

1 81.34
𝑆1 2 = ̅)2 =
∑(𝑥𝑖 − 𝑥 = 16.26
𝑛1 − 1 5

and
1 2 133.72
𝑆2 2 = ∑(𝑦𝑖 − 𝑦
̅) = = 22.29
𝑛2 − 1 6

Let 𝐻0 be true

Since 𝑆2 2 > 𝑆1 2 , the statistic is

S2 2 22.29
F= 2 = 16.268 = 1.3699 = 1.37
S1

F0.05 (5,6) d. f = 4.39

Since calculated F < tabulated F , we accept the null hypothesis 𝐻0 at 5% los i.e., there is no
significant difference between the variances of the distribution by the workers.

DEPARTMENT OF HUMANITIES & SCIENCES

 TUTORIAL QUESTIONS
1. A random sample of 500 apples was taken from a large consignment and 60 were found
to be bad. Obtain 95% confidence interval for the percentage number of bad apples in
the consignment.

2. The average income of 100 people of a city is Rs 210 with a standard deviation of Rs
10.For another sample of 150 people the average income is Rs 220 with a standard
deviation of Rs 12.Test the significant difference between two mean at 5% LOS.
3. A coin is tossed 960 times .Head turned up 184 times. Find whether the coin is unbiased.

4. Random samples of 600 men and 900 women in a locality were asked they would like to
have a bus stop near their residence .350 men and 475 women were in favor of the
proposal. Test the significance between the difference of two proportions at 5%LOS.

5. .A pair of dice are thrown 360 times and the frequency of each sum is indicated below:
Sum 2 3 4 5 6 7 8 9 10 11 12
Frequency 8 24 35 37 44 65 51 42 26 14 14
Would you say that the dice are fair on the basis of the chi-square test at 5% LOS

6. The following are the average weekly losses of worker hours due to accidents in 10
industrial plant before and after a certain safety programme was put into operation:

Before 45 73 46 124 33 57 83 34 26 17
After 36 60 44 119 35 51 77 29 24 11
Test whether the safety programme is effective in reducing the number of accidents at 5%

DEPARTMENT OF HUMANITIES & SCIENCES

 ASSIGNMENT QUESTIONS
1. A random sample of 500 items has mean 20 and another sample of size 400 has mean 15.

Can you conclude that the two samples are taken from the same population with SD as 4.

2. A sample of 500 products are examined from a factory and 5% found to be defective.
Another sample of 400 similar products are examined and 3% found to be defective.
Test the significance between the difference of two proportions at 5% LOS.

3. 20 people were attacked by a disease and only 18 survived .will you reject the hypothesis
that the survival rate of the attack by this disease is 85% in favor of the hypothesis that is
more at 5% LOS

4. Ten specimens of copper wires drawn from a large lot have the following breaking
strength(in kg) 518,572,570,568,572,578,572,569,548.Test whether the mean breaking
strengths of the lot may be taken to be 518 kg weight.

5. 4.A survey of 320 families with 4children each revealed the following distribution
No# of boys 5 4 3 2 1 0
No# of girls 0 1 2 3 4 5
No# of families 14 56 110 88 40 12

Is this result consistent with the hypothesis that male and female births are equally

popular?

DEPARTMENT OF HUMANITIES & SCIENCES

 R15
Code No: R15A0024
MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY
(Autonomous Institution – UGC, Govt. of India)
II B.Tech I Semester Regular/Supplementary Examinations, November 2017
Probability and Statistics
(CSE, IT)
Roll No

Time: 3 hours Max. Marks: 75

Note: This question paper contains two parts A and B
Part A is compulsory which carriers 25 marks and Answer all questions.
Part B Consists of 5 SECTIONS (One SECTION for each UNIT). Answer FIVE
Questions, Choosing ONE Question from each SECTION and each Question carries
10 marks.

PART – A (25 Marks)

1. (a) What are the measures of Central tendency?
(b) A box contains 6 red, 4 white and 5 black balls. A person draws 4 balls from the box
at random. Find the probability that among the balls drawn there is at least one ball of
each color.
(c) What is principle of least square ?
(d) In a record of an analysis of correlation data, the following results are readable:
Variance of X = 9; Regression equations: 8X-10Y+66 = 0 and 40X-18Y = 214. Find
the mean values of X and Y.
(e) Define sampling distribution.
(f) What are the types of errors in testing of hypothesis?
(g) State applications of student t- distribution.
(h) Write all the properties of Chi-square distribution.
(i) What are the characteristics of a queue in queuing system?
(j) Write a short note on stochastic process.

PART – B (50 Marks)

SECTION – I

2. a) State and prove addition law of probability for two events

b) In a bolt factory machines A1, A2, A3 manufacture respectively 25%, 35% and 40% of
the total output. Of these 5, 4, and 2 percent are defective bolts. A bolt is drawn at
random from the product and is found to be defective. What is the probability that it
was manufactured by machine A2.
(OR)
3. Find the mean and variance of binomial distribution.
 SECTION – II

4. Calculate the correlation coefficient for the following heights (in inches) of fathers (X)
and their sons (Y):
X : 65 66 67 67 68 69 70 72
Y : 67 68 65 68 72 72 69 71
(OR)
5. Fit a linear regression equation of Y on X to the following data:
X: 5 8 7 6 4
Y: 3 4 5 2 1

SECTION – III

6. A sample of 900 members has a mean 3.4 cms and s.d 2.61 cms. Is the sample drawn
from a large population of mean 3.25 cms and s.d 2.61 cms? 5% level.
(OR)
7. In a sample of 1000 people in a state, 540 are rice eaters and the rest are wheat eaters.
Can we assume that both rice and wheat eaters are equally popular in this state at 1%
level of significance?

SECTION – IV

8. A sample of 10 boys has the I.Q’s 70, 120, 110,101, 88, 83, 95, 98, 107 and 100. Test the
mean I.Q of the students is 100 at 0.05 level of significance.
(OR)

9. A survey of 320 families with 5 children each, revealed the following distribution. Is the
result consistent with the hypothesis that male and female births are equally probable at
0.01 significance level?

No. of Boys : 5 4 3 2 1 0
No. of Girls : 0 1 2 3 4 5
No. of families: 14 6 110 88 40 12

SECTION – V

10. A television repairman finds that the time spent on his jobs an exponential distribution
with mean 30 minutes. If he repairs sets in the order in which they came in, and if the
arrival of sets follows a poisson distribution approximately with an average rate of 10 per
8-hour daily, what is the repairman’s expected idle time each day? How many jobs are a
head of the average set just brought in?
(OR)
11. Explain Markov chain by an example.

******
Code No: R17A0024 R17
MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY
(Autonomous Institution – UGC, Govt. of India)
II B. Tech I Semester Regular Examinations, November 2018
Probability and Statistics
(CSE& IT)
Roll No

Time: 3 hours Max. Marks: 70

Note: This question paper Consists of 5 Sections. Answer FIVE Questions, Choosing ONE Question from
each SECTION and each Question carries 14 marks.

SECTION-I
1 a) Average number of accidents on any day on a national highway is 1.8. Determine the [7M]
probability that number of accidents are
(I) At least one
(II) Atthe most one
b) Four coins are tossed 160 times. The number of times X heads occurs is given below [7M]
X 0 1 2 3 4
No of times 8 34 69 43 6
Fit the binomial distribution for the above data
OR
2 a) A random variable X has the following probability distribution [7M]
X -3 6 9
P(X=x) 1/6 1/2 1/3
Find (1) Mean and variance (2) Find E[Y], Var[Y], given that Y=2X+1. [7M]
b) A r.v X is a normally distributed with mean 30 and SD 5.Find the probabilities that (i)26 ≤
X ≤ 40 (ii) X ≥ 45
SECTION-II
3 a) Fit a linear regression equation of Y on X to the following data: [7M]
X: 5 8 7 6 4
Y: 3 4 5 11
b) Find the spearman rank correlation coefficient to the following data: [7M]
X: 11 12 43 84 15
Y: 8 15 30 60 12
OR
4 a)In a record of an analysis of correlation data, the following results are readable: Variance of X = 9; [7M]
Regression equations: 8X-10Y+66 = 0 and
40X-18Y = 214. Find (i) the mean values of X and Y (ii) The correlation coefficient between X and Y
and (iii) The standard deviation of Y
b) Calculate the correlation coefficient for the following heights (in inches) of fathers (X) and their [7M]
sons (Y):
X : 65 66 67 67 68 69 70 72
Y : 67 68 65 68 72 72 69 71
SECTION-III
5 a) Explain in brief one tailed and two tailed tests [4M]
b) A random sample of 400 students is found to have a mean height of 171.38 cms. Can it be
reasonably regarded as a sample from a large population with mean height 171.17 cms. and [5M]
standard deviation 3.30 cms. (Test at 5% level of significance
c) A random sample of 500 apples was taken from a large consignment and 60 were found

Page 1 of 2
 bad. Obtain the 98% confidence limits for the percentage of bad apples in the consignment
(given z = 2.33) [5M]
OR
6 Random samples of 400 men and 600 women were asked whether they would like to have a flyover [14M]
near their residence. 200 men and 325 women were in favour of the proposal. Test the hypothesis
that proportions of men and women in favour of the proposal are same at 5% level.

SECTION-IV
7 A sample of 10 boys has the I.Q’s 70, 120, 110,101, 88, 83, 95, 98, 107 and 100. Test the mean I.Q [14M]
of the students is 100 at 0.05 level of significance.

OR
8 Fit a Poisson distribution to the following data and test the goodness of fit: [14M]
No. of accidents: 0 1 2 3 4 5 6
No. of days : 150 65 45 34 10 6 2
SECTION-V
9 What are the measures of queuing model M / M / 1 : N / FCFS . [14M]
b A self service canteen employs one cashier at its counter. 8 customers arrive per every 10 minutes
on an average. The cashier can serve on average one per minute. Assuming that arrivals are Poisson
and the service time distribution is exponential. Determine
i) The average number of customers in the system
ii) The average queue length
iii) The average time a customer spends in the system
iv) Average waiting time of each customer.
OR
10 a)Define Markov chain.Give examples. [14M]
b) Explai about limiting distribution of a Markov chain
**********

Page 2 of 2
 R15
Code No: R15A0024
MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY
(Autonomous Institution – UGC, Govt. of India)
II B.Tech I Semester supplementary Examinations, November 2018
Probability and Statistics
(CSE &IT)
Roll No

Time: 3 hours Max. Marks: 75

Note: This question paper contains two parts A and B
Part A is compulsory which carriers 25 marks and Answer all questions.
Part B Consists of 5 SECTIONS (One SECTION for each UNIT). Answer FIVE
Questions, Choosing ONE Question from each SECTION and each Question carries 10
marks.
****
PART-A (25 Marks)
1). a If X denote the number of heads in a single toss of 4 fair coins. [2M]
Determine P (1 < X ≤ 3).
b The mean of a poisson distribution is 3 find P(X <2). [3M]
c Write the equations of lines of regression. [2M]
d Show that correlation coefficient is the geometric mean between the two [3M]
regression coefficients.
e Define Null hypothesis and Alternative hypothesis. [2M]
f Write the test of statistic for difference of proportions. [3M]
g Write properties of F-distribution. [2M]
h Write a short note on degrees of freedom. [3M]
i Write a short note on queue behavior. [2M]
j 15/6 1/16 [3M]
Test whether matrix is stochastic or not [ ]
2/3 4/3
PART-B (50 MARKS)
SECTION-I
2 Suppose 5 men out of 100 and 25 women out of 10,000 are colour blind. A [10M]
colour blind person is chosen at random. What is the probability of the person
being a male?
OR
3 Fit a Poisson distribution for the following data and calculate the expected [10M]
frequencies
x 0 1 2 3 4
F(x) 109 65 22 3 1
SECTION-II
4 Find the correlation coefficient between x and y [10M]
x 1 2 3 4 5 6 7 8 9
y 12 11 13 15 14 17 16 19 18
OR
5 Test whether the equations 2x +3y = 4 and x – y = 5 represent valid regression [10M]
lines.
 SECTION-III
6 The average mark scored by 32 boys is 72 with a standard deviation of 8.While [10M]
that for 36 girls is 70 with a standard deviation of 6. Does this indicate that the
boys perform better than girls at a level of significance?
OR
7 In a big city 325men out of 600men were found to be smokers. Does this [10M]
information support the conclusion that the majority of men in this city are
smokers?
SECTION-IV
8 200 digits were chosen at random from a set of tables. The frequencies of the [10M]
digits were
Digits 0 1 2 3 4 5 6 7 8 9
Frequency 18 19 23 21 16 25 22 20 21 15

Use χ2 test to assess the correctness of the hypothesis that the digits were
distributed in equal numbers in the table at 0.05 level of significance.
OR
9 Two horses A and B were tested according to the time (in seconds) to run a [10M]
particular track with the following results.
Horse 28 30 32 33 33 29 34
A
Horse 29 30 30 24 27 29
B
Test whether the two horses have the same running capacity.
SECTION-V
10 Assume the goods trains are coming in a yard at the rate of 30 trains per day and [10M]
suppose that inter-arrival time follows an exponential distribution. The service
time for each train is assumed to be exponential with an average of 36 minutes.
If the yard can admit 9 trains at a time, calculate the probability that the yard is
empty and find the average queue length.
OR
11 A training process is considered as two state Markov chain. If it rains, it is [10M]
considered to be in state 0 and it does not rain, the chain is in state of 1. The
0.6 0.4
transition probability of the Markov chain is defined by P=[ ]. Find the
0.2 0.8
probability that it will rain for three days from today assuming that is raining
today. Assume the mutual probabilities of state 0 or state 1 as 0.4 and 0.6
respectively.
******
 R17
Code No: R17A0024
MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY
(Autonomous Institution – UGC, Govt. of India)
II B.Tech I Semester Supplementary Examinations, May 2019
Probability and Statistics
(CSE & IT)
Roll No

Time: 3 hours Max. Marks: 70

Note: This question paper Consists of 5 Sections. Answer FIVE Questions, Choosing ONE
Question from each SECTION and each Question carries 14 marks.
***
SECTION-I
1 a.) A random variable X has the probability function, find k and mean [7M]
X=x 1 2 3 4 5 6
P(X) K 3k 5k 7k 9k 11k
b) A manufacturer of television set known that on an average 5% of their [7M]
product is defective. They sells television sets in consignment of 100 and
guarantees that not more than 2 set will be defective. What is the probability
that the TV set will fail to meet the guaranteed quality?
OR
2 A sales tax officer has reported that the average sales of the 500 business that he [14M]
has to deal with during a year is Rs.36,000 with a standard deviation of Rs.10,000.
Assuming that the sales in these business are normally distributed ,find :
i) The number of business as the sales of which are greater than Rs.40,000
ii)The percentage of business the sales of which are likely to range between
Rs.30,000 and Rs.40,000
SECTION-II
3 Find the karlpearson’s coefficient of correlation for the paired data: [14M]

wages 100 101 102 100 99 97 98 96 95 102

Cost of living 98 99 99 95 92 95 94 90 91 97

OR
4 a)In a record of an analysis of correlation data, the following results are readable: [7M]
Variance of X = 9; Regression equations: 8X-10Y+66 = 0 and
40X-18Y = 214. Find (i) the mean values of X and Y (ii) The correlation coefficient
between X and Y and (iii) The standard deviation of Y
b) Find the spearman rank correlation coefficient to the following data: [7M]
X: 11 12 43 84 15
Y: 8 15 30 60 12
SECTION-III
5 a) Explain in brief. (1) Type-I-error (2) Type-II-error [3M]
b) Discuss the test procedure for testing single mean of the population when [4M]
size of the sample is large.
c) Nine Determinations of specific heat of iron had a SD of 0.0086. [7M]
Page 1 of 2
 Assuming that the determinatins constitute a random sample from normal
population, test the claim that the SD σ is less than 0.01 at 95%
confidence.
OR
6 a) Random samples of 400 men and 600 women were asked whether they [7M]
would like to have a flyover near their residence. 200 men and 325 women
were in favour of the proposal. Test the hypothesis that proportions of men
and women in favour of the proposal are same at 5% level.
b) In a large consignment of oranges random sample of 64 oranges revealed [7M]
that14 oranges were band. Is it reasonable to ensure that 20% are bad?

SECTION-IV
7 Some investigators have proposed that students have elevated blood pressure during finals [14M]
week. To test this hypothesis 8 students volunteered to have their blood pressure taken at
the beginning of the semester and then again during finals week. The blood pressure data
(diastolic) is listed below. Test the hypothesis to determine if there is a significant
difference in blood pressure levels between the first week and finals week.
Student: A B C D E F G H
1st Week: 89 76 84 89 74 66 56 74
Final: 92 78 92 94 93 74 65 73 (table value t (0.05, 7) =2.365)

OR
8 Fit a Poisson distribution to the following data and test the goodness of fit: [14M]
No. of accidents: 0 1 2 3 4 5 6
No. of days : 15065 45 34 10 6 2
SECTION-V
9 a)What are the measures of queuing model M / M / 1 :  / FCFS [4M]
b) In railway marshalling yard goods trains arrive at a rate of 30 trains per day. Assuming [10M]
that the inter arrival time follows an exponential distribution and service time distribution
is also exponential with an average 36 minutes. Calculate:
(1) The mean queue size
(2) The probability that the queue length exceeds 10.
OR
10 A gambler has Rs.2. He bets Rs.1 at a time and wins Rs.1 with probability 0.5. [14M]
He stops playing if he loses Rs.2 or wins Rs.4.
a) What is the transition probability matrix of the related Markov chain?
b) What is the probability that he has lost his money at the end of 5 plays?
**********

Page 2 of 2
 R15
Code No: R15A0024
MALLA REDDY COLLEGE OF ENGINEERING & TECHNOLOGY
(Autonomous Institution – UGC, Govt. of India)
II B. Tech I Semester Supplementary Examinations, May 2018
Probability and Statics
(CSE & IT)
Roll No

Time: 3 hours Max. Marks: 75

Note: This question paper contains two parts A and B
Part A is compulsory which carriers 25 marks and Answer all questions.
Part B Consists of 5 SECTIONS (One SECTION for each UNIT). Answer FIVE
Questions, Choosing ONE Question from each SECTION and each Question carries
10 marks.
***
PART – A (25 Marks)
1. (a) Define Random variable? (2M)
(b) A problem in statistics is given to three students A, B and C, whose chances of
solving it are respectively.1/2, 1/3 and 1/4. What is the probability that the problem
will be solved? (3M)
(c) What are the normal equations to fit a straight line equation? (2M)
(d) From the following data, compute the coefficient of correlation between X and Y. (3M)
X Series Y Series
No. of Items 15 15

Arithmetic Mean 25 18

Sum of squares of deviations from mean: 136 138

Sum of products of deviations of X and Y from their means : 122
.
(e) Define standard error of an estimate. (2M)
(f) Explain types of errors in tests of significance? (3M)
(g) State applications of Chi-square distribution. (2M)
(h) Write all the properties of t- distribution. (3M)
(i) What is a queue in queuing system? (2M)
(j) Write a short note on Markov chain. (3M)
PART – B (50 Marks)

SECTION – I

2. a) State Baye’s theorem. (3M)

b). A random variable X has the following probability function. (7M)
X 0 1 2 3 4 5 6 7
P(X) 0 k 2k 2k 3k k2 2k2 7k2+k
Find (i) k (ii) E(x)
(OR)
3. X is a normally distributed with mean μ = 30 and SD σ = 4. Find a) P(x < 40) b) P(x > 21)
c) P(30 < x < 35). (10M)
 SECTION – II

4. Find the spearman rank correlation coefficient to the following data: (10M)
X: 11 12 43 84 15
Y: 8 15 30 60 12
(OR)
5. Estimate the production for the year 2008, by fitting regression line to the following data:
(10M)

Year: 2003 2004 2005 2006 2007

Production: 5 8 14 12 13
(in thousand Qt).
.
SECTION – III

6. The means of two large samples of 1000 and 2000 items are 67.5 cms and 68.0cms
respectively. Can the samples be regarded as drawn from the population with standard
deviation 2.5 cms. Test at 5% level of significance.. (10M)
(OR)
7. A random sample of 500 apples was taken from a large consignment and 60 were
found bad. Obtain the 98% confidence limits for the percentage of bad apples in the
consignment. (given z = 2.33) (10M)

SECTION – IV

8. Fit a Poisson distribution to the following data and test the goodness of fit: (10M)
No. of accidents : 0 1 2 3 4 5 6
No. of days : 150 65 45 34 10 6 2 .
(OR)

9. A sample of 10 boys has the I.Q’s 70, 120, 110,101, 88, 83, 95, 98, 107 and 100. Test the
mean I.Q of the students is 100 at 0.05 level of significance. (10M)

SECTION – V

10. What are the characteristics of a queuing system explain them in detail? (10M)
(OR)
11. Explain stochastic processes in detail. (10M)

*******