Engineering Mathematics I By neeraj Saxena

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 Engineering Mathematics I By neeraj Saxena

UNIT I

Matrices

Matrices, Types of Matrices, Inverse of matrix by elementary transformation, Rank of Matrix,

Consistency of linear system of equations and their solutions, Characteristic equation, Eigen value and
Eigen Vectors and Cayley Hamilton Theorem.

UNIT II

Differentia and Integral Calculus

Successive differentiation, Partial derivatives, Euler’s theorem for Homogenous functions, Total
derivative, Taylor’s and Maclaurin’s Theorem: Expansion of function of several variables, Integral
Calculus: Definite and Indefinite Integration

UNIT III

Ordinary Differential Equation

Ordinary Differential Equation – Definition and Example, Order and Degree of Differential equation,
Solution of First Order First degree differential equation, Variable Separable, Equations reducible to
Variable Separable, Linear Differential Equation, Bernoulli’s Differential Equation, Linear Differential
Equation of nth Order with Constant Coefficient, Complementary Function and Particular Integral

UNIT IV

Partial Differential Equation

Origin of First Order Partial Differential Equation, Partial Differential equation of First Order and Degree one,
Lagrange’s Solution, Partial differential Equation of first Order and Degree greater than one, Charpit’s Method of
Solution, Solution of Second Order Linear Partial Differential Equations with constant coefficient

UNIT V

Statistics

Moments, Moments Generating Functions, Skewnes, Kurtosis, Correlation and Regression Analysis

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UNIT V

Moments, Moments Generating Functions, Skewness, Kurtosis, Correlation and Regression Analysis,
Binomial, Poison and Normal Distribution, Test of Significance: Chi-square Test and T-Test

Statistics

Statistics is a branch of science dealing with the collection of data, organizing, summarising, presenting,
and analysing data and drawing valid conclusions and thereafter making reasonable decisions on the basis
of such analysis.

Moments

In statistics, moments are numerical descriptors of probability distributions or data sets. They provide
information about the shape, central tendency, and variability of the distribution or dataset. Moments are
calculated by raising the values of data points to a certain power and then taking an average. The power to
which the values are raised determines the order of the moment.

Here are some important moments in statistics:

1. Mean: The first moment, also known as the expected value or average, represents the central tendency
of a distribution. It is calculated by summing up all the values and dividing by the total number of values.

2. Variance: The second moment measures the spread or variability of a distribution. It quantifies how
much the values in a dataset deviate from the mean. The variance is calculated by taking the average of
the squared differences between each data point and the mean.

3. Skewness: The third moment measures the asymmetry of a distribution. It indicates whether the data is
skewed to the left or right. Positive skewness means the tail of the distribution extends towards the right,
while negative skewness indicates a tail extending towards the left.

4. Kurtosis: The fourth moment measures the "peakedness" or "tailedness" of a distribution. It provides
information about the presence of outliers or extreme values. A higher kurtosis value implies a sharper
peak and heavier tails, while a lower value indicates a flatter peak and lighter tails.

5. Higher Order Moments: Moments of order greater than four are less commonly used but can provide
additional information about the distribution. For example, the fifth and sixth moments can be used to
measure the shape and tail behavior of a distribution.

It's important to note that there are different formulas for calculating moments depending on the context
and the specific distribution being analyzed. Additionally, moments can be used to estimate parameters of
theoretical distributions or to compare different datasets.

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 Engineering Mathematics I By neeraj Saxena

Moments Generating Functions

In statistics, the moment generating function (MGF) is a useful tool for characterizing probability
distributions. The MGF provides a way to derive moments of a distribution by generating a function that
depends on a parameter, usually denoted as "t." By evaluating the MGF at various values of "t," one can
obtain the moments of the distribution.

The MGF has several properties that make it useful in statistical analysis:

1. Moments: The n-th derivative of the MGF evaluated at t=0 provides the n-th moment of the distribution.
This property allows us to calculate moments of a distribution by differentiating the MGF and evaluating it
at t=0.

2. Uniqueness: If two random variables have the same MGF for all t in an open interval around zero, then
their probability distributions are identical. This property establishes a one-to-one correspondence
between the MGF and the distribution.
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 Engineering Mathematics I By neeraj Saxena

3. Transformation: If X is a random variable and Y is another random variable defined as Y = aX + b, where a

and b are constants, then the MGF of Y can be expressed in terms of the MGF of X. Specifically, M_Y(t) =
e^(bt) * M_X(at).

The MGF is particularly useful for distributions that possess nice mathematical properties, such as the
normal distribution, Poisson distribution, exponential distribution, and gamma distribution, among others.
However, not all distributions have a finite MGF.

By utilizing the MGF, statisticians can derive moments, assess distribution properties, derive limiting
distributions, and even prove theorems related to probability distributions.

Skewness

Skewness is a statistical measure that quantifies the asymmetry of a probability distribution or a dataset. It
provides information about the shape of the distribution and the extent to which it deviates from a
symmetric, bell-shaped curve. Skewness helps identify whether the distribution is skewed to the left
(negatively skewed) or to the right (positively skewed).

Mathematically, skewness is defined as the third standardized moment. There are different formulas to
calculate skewness, but a commonly used formula is Pearson's first coefficient of skewness (sometimes
referred to as moment coefficient of skewness). For a dataset with n observations (x_1, x_2, ..., x_n), the
skewness (Sk) is given by:

Sk = [n / ((n - 1) * (n - 2))] * Σ((x_i - x̄)^3) / s^3,

where x̄ is the sample mean, s is the sample standard deviation, and Σ represents the summation across all
observations.

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 Engineering Mathematics I By neeraj Saxena

Interpreting skewness:

- Skewness = 0: The distribution is perfectly symmetric.

- Skewness > 0: The distribution has a longer tail on the right side (positively skewed). The mean is typically
greater than the median.

- Skewness < 0: The distribution has a longer tail on the left side (negatively skewed). The mean is typically
less than the median.

It's important to note that skewness is a measure of the shape of the distribution and doesn't imply
anything about the presence or absence of outliers. Outliers can affect the skewness measure, so it is
important to examine other measures and graphical representations to fully understand the characteristics
of the data.

Skewness is commonly used in various fields, such as finance, economics, and social sciences, to
understand the distributional properties of variables and to make inferences about the underlying
population or to compare different datasets.

Kurtosis
Kurtosis is a statistical measure that quantifies the "peakedness" or "tailedness" of a probability
distribution or dataset. It provides information about the shape of the distribution, specifically focusing on
the presence of outliers or extreme values. Kurtosis helps distinguish between distributions with similar
skewness but different tail behaviors.

Mathematically, kurtosis is defined as the fourth standardized moment. There are different formulas to
calculate kurtosis, but a commonly used formula is Pearson's coefficient of kurtosis (sometimes referred to
as excess kurtosis). For a dataset with n observations (x_1, x_2, ..., x_n), the kurtosis (K) is given by:

K = [n * (n + 1) / ((n - 1) * (n - 2) * (n - 3))] * Σ((x_i - x̄)^4) / s^4 - 3 * [(n - 1)^2 / ((n - 2) * (n - 3))],

where x̄ is the sample mean, s is the sample standard deviation, and Σ represents the summation across all
observations.

Interpreting kurtosis:

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- K = 0: The distribution has the same kurtosis as a normal distribution (mesokurtic). It has a moderate peak
and tails similar to the normal distribution.

- K > 0: The distribution has fatter tails and a higher peak than a normal distribution (leptokurtic). It
indicates a greater proportion of extreme values or outliers.

- K < 0: The distribution has thinner tails and a flatter peak than a normal distribution (platykurtic). It
indicates a lower proportion of extreme values or outliers.

It's important to note that kurtosis is a measure of the shape of the distribution and doesn't provide
information about the direction of skewness (i.e., positively or negatively skewed). A distribution can be
positively skewed (longer tail on the right) or negatively skewed (longer tail on the left) regardless of its
kurtosis value.

Kurtosis is widely used in various fields, such as finance, economics, and risk analysis, to assess the risk and
volatility of variables and to compare different datasets or models. However, it is important to interpret
kurtosis in conjunction with other measures and graphical representations to gain a comprehensive
understanding of the distribution's characteristics.

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 Engineering Mathematics I By neeraj Saxena

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 Engineering Mathematics I By neeraj Saxena

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 Engineering Mathematics I By neeraj Saxena

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 Engineering Mathematics I By neeraj Saxena

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Correlation
Correlation is a statistical measure that quantifies the relationship or association between two variables. It
determines how changes in one variable are related to changes in another variable. Correlation is often
used to assess the strength and direction of the linear relationship between two variables, although it does
not indicate causation.

The most common measure of correlation is the Pearson correlation coefficient, denoted by the symbol
"r." The Pearson correlation coefficient measures the degree of linear association between two variables
and ranges from -1 to 1. The interpretation of the correlation coefficient depends on its value:

- Positive correlation (0 < r < 1): A positive correlation indicates that as one variable increases, the other
variable also tends to increase. The closer the correlation coefficient is to +1, the stronger the positive
relationship.

- Negative correlation (-1 < r < 0): A negative correlation indicates that as one variable increases, the other
variable tends to decrease. The closer the correlation coefficient is to -1, the stronger the negative
relationship.

- No correlation (r = 0): A correlation coefficient of zero suggests no linear relationship between the
variables. However, it's important to note that there might still be other types of relationships or
associations between the variables that are not captured by the linear correlation.

The Pearson correlation coefficient can be calculated using the following formula:

r = (Σ((x_i - x̄)(y_i - ȳ))) / (n * s_x * s_y),

where (x_i, y_i) are the paired observations, (x̄, ȳ) are the sample means of the respective variables, s_x
and s_y are the sample standard deviations of the respective variables, and Σ represents the summation
across all observations.

It's worth mentioning that there are other measures of correlation as well, such as Spearman's rank
correlation coefficient and Kendall's rank correlation coefficient, which assess the monotonic relationship
(not necessarily linear) between variables when the data is in the form of ranks or ordinal categories.

Correlation analysis is widely used in various fields, including finance, economics, social sciences, and data
analysis, to understand the relationship between variables, identify patterns, and make predictions.
However, it's important to consider that correlation does not imply causation, and additional analysis is
often necessary to establish causal relationships between variables.

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Karl Pearson’s Coefficient of Correlation

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Example - Ten students got the following percentage of marks in economics and statistics.

Spearman’s Rank Correlation Coefficient

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Example – Compute Spearman’s rank correlation coefficient r for the following

Regression
Regression analysis is a statistical technique used to model the relationship between a dependent variable
and one or more independent variables. It aims to understand how changes in the independent variables
are associated with changes in the dependent variable. Regression analysis allows for prediction,
hypothesis testing, and making inferences about the relationship between variables.

There are several types of regression analysis, each suited for different scenarios and data types:

1. Simple Linear Regression: Simple linear regression models the relationship between two variables: a
dependent variable and a single independent variable. It assumes a linear relationship between the
variables and estimates the slope and intercept of the line that best fits the data.

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2. Multiple Linear Regression: Multiple linear regression extends simple linear regression to include
multiple independent variables. It models the relationship between a dependent variable and two or more
independent variables. Multiple linear regression estimates the coefficients of the independent variables,
allowing for the examination of their individual and collective effects on the dependent variable.

3. Polynomial Regression: Polynomial regression models the relationship between a dependent variable
and an independent variable using higher-order polynomial terms. It allows for non-linear relationships by
including squared, cubic, or higher-order terms of the independent variable in the regression equation.

4. Logistic Regression: Logistic regression is used when the dependent variable is categorical or binary (e.g.,
yes/no, pass/fail). It models the probability of an event occurring based on the independent variables.
Logistic regression estimates the coefficients using a logistic function, which transforms the linear equation
into a probability scale.

5. Ridge Regression and Lasso Regression: Ridge regression and Lasso regression are variants of linear
regression that introduce regularization to prevent overfitting. They add a penalty term to the regression
equation, which helps control the complexity of the model and reduce the influence of irrelevant or
collinear variables.

6. Time Series Regression: Time series regression is used when the data is collected over time, allowing for
the modeling of trends, seasonality, and other temporal patterns. It considers the autocorrelation and
lagged relationships between the dependent variable and lagged values of the independent variables.

Regression analysis involves estimating the regression coefficients, assessing the statistical significance of
the coefficients, evaluating the overall fit of the model, and making predictions based on the model. It is a
widely used technique in various fields, including economics, finance, social sciences, and data analysis, to
explore and understand the relationships between variables and to make predictions or forecast future
outcomes.

Example – In a study between the amount of rainfall and the quantity of air pollution removed the
following data were collected.

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Exercise

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