Notes (EDA)
Notes (EDA)
PROBABILITY OF
The probability of an event 𝐴 Similarly, if A1 , A 2 , A3 , . .. , An are
denoted by 𝑃(𝐴) is defined as the mutually exclusive events, then
sum of the weights of all the sample
points in 𝐴, where: P ( A 1 ∪ A 2 ∪ A 3 ∪ . . .∪ A n )=P ( A1 ) + P ( A2 ) + P ( A
0 ≤ 𝑃(𝐴) ≤ 1
𝑃(∅) = 0
𝑃(𝑆) = 1
THEORY 5: If A and A ' are
complementary events, then
P ( A ) + P ( A ' )=1
THEORY 1: If an experiment can result in
any one of N different equally likely
outcomes, and if exactly n of these
CONDITIONAL
outcomes correspond to event A , then
the probability of event A is
n
PROBABILITY
P ( A )=
N - The conditional probability of B
given A , denoted by P ( B| A ) is
THEORY 2: If A and B are any two
defined by
events, then
P( A ∩ B)
P ( A ∪ B )=P ( A ) + P ( B ) −P( A ∩ B) P ( B| A )= ; P( A)>0
P (A )
P ( A ∩B )=P ( A ) ∙ P ( B| A )
THEORY 2: Two events A and B are
independent if and only if P ( B )=P ( B| A 1 ) ∙ P ( A1 ) + P ( B| A2 ) ∙ P ( A 2) + .. .+ P (
P ( A ∩B )=P( A)∙ P(B)
examples:
THEORY 3: If in an experiment, the 1. Three coins are tossed
events A1 , A 2 , A3 , . .. , Ak can occur, then simultaneously. Find the probability of
getting (a) exactly one head, (b) at least
one head, and (c) at most one head.
P ( A 1 ∩ A 2 ∩ A 3 ∩ .. . ∩ A k ) =P ( A 1 ) ∙ P ( A2| A1 ) ∙ P ( A 3| A 1 ∩ A 2 ) ∙ . . .∙ P( Ak ∨A 1 ∩ A 2 ∩ .. . ∩ A k−1 )
Sol:
a. Find P(exactly 1 H )
If the events A1 , A 2 , A3 , . .. , Ak are
For P(exactly 1 H )
independent, then
n
P ( exactly 1 H )=
N
P ( A 1 ∩ A 2 ∩ A 3 ∩ .. . ∩ A k ) =P ( A 1 ) ∙ P ( A2 ) ∙ P ( A 3) ∙ . .. ∙ P( Ak )
where:
N=¿ { HHH , HHT , HTH ,THH , HTT , THT ,TTH
BAYES’
n={ HTT ,THT , TTH }=3
THEOREM Hence
3
P ( exactly 1 H )=
- Let A1 , A 2 , A3 , . .. , An be a collection 8
where k =1 ,2 , . .. , n .
- Let A1 , A 2 , A3 , . .. , An be mutually
exclusive and exhaustive events,
then for any other event B, the law
c. Find P(at most 1 H) For P ¿
2. Two balls are drawn at random and Find P( A ' ) = probability that at least
without replacement from an urn one is ace
containing 4 red balls and 6 blue balls. Let:
Find the probability that both balls are of 𝐴 →the event that the hand has no ace
the same color. 𝐴’→the event that the hand has at least
Sol: one ace
Find P ¿ For P( A)
For P(2 red balls ) n
P ( A )=
n N
P ( 2red balls )=
N where:
where:: n=¿ 48C5 ¿ 1,712,304
n=¿ 4C2 ¿ 6 N=¿ 52C5 ¿ 2,598,960
N=¿ 10C2 ¿ 45 Hence
Hence 1,712,304
P ( A )= =0.6588
6 2 2,598,960
P ( 2red balls )= ∨
45 15 For P( A ' )
For P(2 blue balls)
P ( A ' )=1−P( A)
n
P ( 2 blueballs )= ¿ 1−0.6588
N
where: P ( A ' )=0.3412
n=¿ 6C2 ¿ 15
N=¿ 10C2 ¿ 45
Hence
15 1
P ( 2 blueballs )= ∨
45 3
4. The probability that it will rain in For P(B)
Manila tomorrow is 0.30, and the
n(B)
probability it will rain in Quezon City is P ( B )=
N
0.40. The probability that it will rain in
both cities tomorrow is 0.20. What is the where:
probability that it will rain in at least one
n ( B )=4
of the two cities?
Sol: N=52
Find P(M ∪Q) = probability that it will
Hence
rain in at least one of the two cities
4 1
For P(M ∪Q) P ( B )= ∨
52 13
P ( M ∪Q ) =P ( M ) + P ( Q )−P( M ∩Q)
For P ( A ∪ B )
¿ 0.30+ 0.40−0.20
P ( M ∪Q ) =0.50 P ( A ∪ B )=P ( A ) + P(B)
3 1
5. A card is drawn from a standard deck ¿ +
13 13
of 52 cards. What is the probability that
it is a face card or an eight? 4
P ( A ∪ B )=
Sol: 13
Find P ( A ∪ B ) = probability that a face
or an eight card is drawn
6. It is known that 25% of a certain
Let:
𝐴 → event that a face card is drawn
company’s washing machines require
𝐵 → event that an eight card is drawn service while under warranty, whereas
Let: For P ( H |B )
For P ( A|¿ )
P (¿|A ) ∙ P( A)
P ( A|¿ ) =
P ( ¿| A ) ∙ P ( A ) + P ( ¿|B ) ∙ P ( B )+ P ( ¿|C ) ∙ P(C)
( 0.02 ) ( 0.30)
¿
( 0.02 )( 0.30 ) + ( 0.03 ) ( 0 .25 ) + ( 0.04 ) (0.45)
P ( A|defective )=0.1905
PROBABILITY
RANDOM a. If x 1 , x 2 ,. . . , x n are the values assumed
by a random variable with respective
probabilities P ( x 1) , P ( x 2 ) ,.
VARIABLE . . , P ( x n ); then its mean μ is given by:
PROBABILITY F ( x )=P ( X ≤ x )
¿ ∑ f (t ) ; for−∞ < x <∞
DISTRIBUTIO t≤ x
NS
The set of ordered pairs [𝑥, 𝑓(𝑥)] is
examples:
-
1. What are the possible outcomes and
called the probability function or
the value of x of a random variable X
probability distribution of the discrete
random variable 𝑋, if for each
where X is the number of tails when a
possible outcome 𝑥,
coin is tossed three times? Find also the
probability distribution and the
(a ) f (x ) ≥ 0
n
( b ) ∑ f ( x i) =1
i=1
cumulative distribution. Solve for F ( x )
{
Sol:
0 ; for x <0
For A
1
Find S = the possible outcomes or the ; for 0 ≤ x <1
8
sample space. F ( x )= 1 ; for 1≤ x <3
2
7
; for 2 ≤ x <3
8
For C
Find F ( x ) = the cumulative distribution
Find the probability that during a week
Solve for F ( 0 )
there will be (a) no accident, (b) at least
1 one accident, and (c) at most one
F ( 0 )=f ( 0 )=
8
accident.
Solve for F ( 1 )
Sol:
F ( 1 ) =f ( 0 ) + f ( 1 )
For A
1 3
¿ + Find P ( X=0 ) = the probability that no
8 8
accident occur
1
F ( 1) = P ( X=0 )=P ( 0 )
2
Solve for F ( 2 ) P ( X=0 )=0.50
For B
F ( 2 ) =f ( 0 ) + f ( 1 )+ f ( 2 )
Find P ( X ≥1 ) = the probability that at
1 3 3
¿ + + least one accident occur
8 8 8
7 P ( X ≥1 )=P (1 )+ P ( 2 ) + P ( 3 )
F ( 2) =
8 ¿ 0.30+ 0.15+0.05
Solve for ¿ F ( 3 ) P ( X ≥1 )=0.50
F ( 3 )=f ( 0 )+ f ( 1 ) +f ( 2 ) + f (3 )
1 3 3 1
¿ + + +
8 8 8 8
Find C 2 2 2
σ =( 0−2.83 ) ( 0.04 ) + ( 1−2.83 ) ( 0.12 ) + ( 2−2.83 )
2
Find P ( X ≤1 ) = the probability that at σ =1.721
most one accident occur
P ( X ≤1 ) =P ( 0 ) + P (1 )
¿ 0.50+ 0.30
P ( X ≤1 ) =0.80
¿ x 0 ∙ P ( x 0 ) + x 1 ∙ P ( x 1 ) + x 2 ∙ P ( x 2) + x3 ∙ P ( x 3 ) + x 4 ∙ P ( x 4 ) + x 5 ∙ P ( x 5 )
¿ ( 0 ) ( 0.04 ) + ( 1 )( 0.12 )+ ( 2 )( 0.23 )+ ( 3 ) ( 0.32 )+ ( 4 )( 0.16 ) + ( 5 ) ( 0.13 )
μ=2.83
For B
Find σ 2 = the variance
5
σ =∑ ( x i−μ ) ∙ P ( x i )
2 2
i=1
CONTINUOUS
∞
P ( X < 4 ) =∫ f ( x ) dx
−∞
PROBABILITY ¿∫
4
2
( 1+ x ) dx
27
DISTRIBUTIO 2
[( ) ( )]
2 2
2 4 2
NS ¿
27
4+ − 2+
2 2
16
- The function f ( x ) is a density function P ( X < 4) =
27
for the continuous random variable X For B
defined over the set of real numbers Find P ( 3< X <5 )
R , if: ∞
P ( 3< X <5 )=∫ f ( x ) dx
−∞
a . f ( x ) ≥ 0; for all x ∈ R 5
2
∞ P ( 3< X <5 )=∫ ( 1+ x ) dx
b . ∫ f ( x ) dx=1 3 27
[( ) ( )]
−∞
2 2
2 5 3
b ¿ 5+ − 3+
c . P ( a< X <b )=∫ f ( x ) dx 27 2 2
a
20
- The cumulative distribution F ( x ) of a P ( 3< X <5 )=
27
continuous variable X with density
function f ( x ) is given by: For C
∞
F ( x )=P ( X ≤ x ) Verify ∫ f ( x ) dx=1
−∞
x
¿ ∫ f ( t ) dt ; for−∞ < x < ∞ ∞ 5
2
−∞ ∫ f ( x ) dx=∫ 27
( 1+ x ) dx
−∞ 2
[ ]
2
examples: 2 x
¿ x+
27 2
1. A continuous random variable X that
[( ) ( )]
2 2
can assume values x=2 and x=5 has a 2 5 2
¿ 5+ − 2+
2 27 2 2
density function given by f ( x )= ( 1+ x ) .
27 ∞
x
2
¿∫ ( 1+t ) dt
2 27
[ ]
2
2 t
¿ t+
27 2
[( ) ( )]
2 2
2 x 2
¿ x + − 2+
27 2 2
1 2
F ( x )= ( x +2 x−8 )
27
For B
Find P ( 2< X < 4 )
16
P ( 2< X < 4 ) =
27
JOINT
- The function f ( x , y ) is a joint Sol:
PROBABILITY
random variables X and Y if:
i . f ( x , y ) ≥ 0 ; for all ( x , y )
Solving for f ( 0 ,1 ) ; 0 orange, 1 apple, 3
bananas
ii . ∑ ∑ f ( x , y )=1 f ( 0 ,1 )=
n
x y N
iii . P [ ( X , Y ) ∈ A ] =∑ ∑ f ( x , y ) ; for any where:
A
n = 3C 0 ∙ 2C 1 ∙ 3C 3 = 2
region A in the xy plane
N = 8C4 = 70
2 1
- The function f ( x , y ) is a joint density
f ( 0 ,1 )= =
70 35
function of the continuous random Solving for f ( 0 ,2 ) ; 0 orange, 2 apples,
variables X and Y if: 2 bananas
i . f ( x , y ) ≥ 0 ; for all ( x , y ) n
f ( 0 ,2 ) =
N
∞ ∞
ii . ∫ ∫ f ( x , y ) dxdy =1 where:
−∞ −∞
n = 3C 0 ∙ 2C 2 ∙ 3C 2 = 3
N = 8C4 = 70
i ii . P [ ( X ,Y ) ∈ A ] =∫∫ f ( x , y ) dxdy ;
3
for any region A in the xy plane
f ( 0 ,2 ) =
70
Solving for f ( 1 , 0 ) ; 1 orange, 0 apple, 3
example: bananas
1. From a sack fruit containing 3
n
oranges, 2 apples, and 3 bananas; a
f ( 1 , 0 )=
N
random samples of 4 pieces of fruit is where:
selected, if X is the number of oranges n = 3C 1 ∙ 2C 0 ∙ 3C 3 = 3
and Y is the number of apples in the N = 8C4 = 70
sample; find: (a) the joint probability 3
f ( 1 , 0 )=
distribution of X and Y , and (b) 70
P [ ( X , Y ) ∈ A ] where A is the region
{ ( x , y )∨( x+ y ) ≤ 2 }.
Solving for f ( 1 , 1 ); 1 orange, 1 apple, 2 Solving for f ( 2 , 2 ); 2 oranges, 2 apples,
bananas 0 banana
n n
f ( 1 , 1 )= f ( 2 , 2 )=
N N
where: where:
n = 3C1 ∙ 2C1 ∙ 3C2 = 18 n = 3C 1 ∙ 2C 2 ∙ 3C 0 = 3
N = 8C4 = 70 N = 8C4 = 70
18 9 3
f ( 1 , 1 )= = f ( 2 , 2 )=
70 35 70
Solving for f ( 1 , 2 ); 1 orange, 2 apples, 1 Solving for f ( 3 , 0 ); 3 oranges, 0 apple,
banana 1 banana
n n
f ( 1 , 2 )= f ( 3 , 0 )=
N N
where: where:
n = 3C 1 ∙ 2C 2 ∙ 3C 1 = 9 n = 3C 3 ∙ 2C 0 ∙ 3C 1 = 3
N = 8C4 = 70 N = 8C4 = 70
9 3
f ( 1 , 2 )= f ( 3 , 0 )=
70 70
Solving for f ( 2 , 0 ) ; 2 oranges, 0 apple, 2 Solving for f ( 3 , 1 ) ; 3 oranges, 1 apple,
bananas 0 banana
n n
f ( 2 , 0) = f ( 3 , 1 )=
N N
where: where:
n = 3C 2 ∙ 2C 0 ∙ 3C 2 = 9 n = 3C 3 ∙ 2C 1 ∙ 3C 0 = 2
N = 8C4 = 70 N = 8C4 = 70
9 2 1
f (2 , 0)= f ( 3 , 1 )= =
70 70 35
Solving for f ( 2 , 1 ); 2 oranges, 1 apple, 1 Hence
banana f ( x , y )=
n
f ( 2 , 1 )=
N
where:
n = 3C2 ∙ 2C1 ∙ 3C1 = 18
N = 8C4 = 70
18 9
f ( 2 , 1 )= =
b. determine P [ ( X , Y ) ∈ A ]
Solving for P [ ( X , Y ) ∈ A ]
P [ ( X , Y ) ∈ A ] =f ( 0 ,1 )+ f ( 0 , 2 )+ f ( 1 , 0 ) +f ( 1 , 1 )+ f ( 2 , 0 )
1 3 3 9 9
¿ + + + +
35 70 70 35 70
1
P [ ( X , Y ) ∈ A ]=
2
f ( x , y )= {2 0<0 x<elsewhere
y ,0< y <1
∞ ∞
Verify ∫ ∫ f ( x , y ) dxdy=1
−∞ −∞
Sol:
∞ ∞ 1 y
1
y
¿ ∫ [ 2 x ] dy
0 0
1
¿ ∫ ( 2 y−0 ) dy
0
[ ]
2
y 1
¿2
2 0
2 2
¿ ( 1 ) −( 0 )
∞ ∞
∫ ∫ f ( x , y ) dxdy =1
−∞ −∞
MARGINAL
Evaluate the marginal and conditional
probability distribution.
AND Sol:
a) Find g ( x )
CONDITIONAL 3
g ( x )=∑ f ( x , y ) ; x=1 , 2 ,3
DISTRIBUTIO y=1
g ( 1 )=f (1 , 1 ) +f ( 1 , 2 )+ f ( 1 ,3 )
N 1 2
g ( 1 )=0+ +
5 15
a. The marginal distribution of X alone
Y alone are 1
}
g ( 1 )=
g ( x )=∑ f (x , y ) 3
y for d iscrete case
h ( y )=∑ f (x , y) g ( 2 )=f ( 2, 1 ) + f ( 2 , 2 ) +f ( 2 , 3 )
x
1 1 1
and ¿ + +
}
∞
6 9 4
g ( x )=∫ f ( x , y ) dy 19
g ( 2 )=
−∞
∞
for continuous case 36
h ( y )= ∫ f ( x , y ) dx g ( 3 )=f ( 3 ,1 ) + f ( 3 ,2 )+ f ( 3 ,3 )
−∞
1 1
¿ +0+
b. The conditional distribution of the 12 18
random variable Y given that X =x is 5
g ( 3 )=
defined by 36
f (x , y ) Hence;
f ( y │ x )= ; g ( x )> 0
g(x)
Similarly, the conditional distribution of
the random variable X given that Y = y
b) Find h ( y )
is defined by 3
f (x , y ) h ( y )=∑ f ( x , y ) ; y=1 , 2 ,3
f ( x │ y )= ; h ( y ) >0 x=1
h( y)
h ( 1 )=f ( 1 ,1 ) + f (2 , 1 ) + f ( 3 , 1 )
1 1
example: ¿ 0+ +
16 12
1. Suppose that the random variables X
1
and Y have the following joint probability h ( 1 )=
4
distribution shown in the table:
h ( 2 )=f ( 1 ,2 ) + f ( 2, 2 ) + f (3 ,2 )
1 1
h ( 3 ) =f ( 1 ,3 )+ f ( 2 ,3 )+ f ( 3 , 3 ) f ( x , 2)
f ( x │2 ) = ; x=1 , 2, 3
2 1 1 h ( 2)
¿ + +
15 4 12 f ( x , 2)
f ( x │2 ) =
79 14
h (3)=
180 45
Hence; 45
f ( x │2 ) = f ( x , 2)
14
45
f ( 1 │2 )= f ( 1, 2 )
14
c) Find f ( x │ y )
f ( x │ y )=
f (x , y )
; h ( y ) >0
¿ ()
45 1
14 5
h( y) 9
f ( 1 │2 )=
f ( x , 1) 14
f ( x │1 )= ; x=1 ,2 , 3
h ( 1) 45
f ( 2 │2 )= f ( 2 ,2 )
f ( x , 1) 14
f ( x │1 )=
()
1 45 1
¿
4 14 9
f ( x │1 )=4 f ( x , 1 ) 5
f ( 2 │2 )=
f ( 1 │1 ) =4 f ( 1 ,1 ) 14
¿ 4 ( 0) 45
f ( 3 │ 2 )= f ( 3 , 2)
14
f ( 1 │1 ) =0
45
¿ ( 0)
f ( 2 │1 )=4 f ( 2 ,1 ) 14
¿4 ( 16 ) Hence;
f ( 3 │ 2 )=0
2
f ( 2 │1 )=
3
f ( 3 │ 1 )=4 f ( 3 , 1 )
f ( x , 3)
¿4 ( )1
12
f ( x │3 ) =
h ( 3)
; x=1 , 2 ,3
1 f ( x , 3)
f ( 3 │ 1 )= f ( x │3 ) =
3 79
Hence;
180
180
f ( x │3 ) = f ( x ,3 )
79
180 Hence;
f ( 2 │3 )= f ( 2 , 3)
79
¿
180 1
79 4 ()
45 f (2 , y )
f ( 2 │3 )= f ( y │2 )= ; y=1 ,2 , 3
79 g (2)
180 f (2 , y )
f ( 3 │ 3 )= f (3 ,3 ) f ( y │2 )=
79 19
36
¿
180 1
79 18( ) f ( y │2 )=
36
f (2 , y )
19
10
f ( 3 │ 3 )= 36
79 f ( 1 │2 )= f (2 , 1)
19
Hence;
¿ ()
36 1
19 6
6
f ( 1 │2 )=
d) Find f ( y │ x ) 19
f (x , y ) 36
f ( 2 │2 )= f (2 , 2)
f ( y │ x )= ; g ( x )> 0 19
g(x)
f ( 1 │ x )=
f (1 , y )
g ( 1)
; y=1, 2 , 3
¿ ()
36 1
19 9
4
f (1 , y ) f ( 2 │2 )=
f ( 1 │ x )= 19
1
3 36
f ( 3 │ 2 )= f ( 2, 3 )
19
f ( 1 │ x )=3 f ( 1, y )
f ( 1 │1 ) =3 f ( 1 ,1 ) ¿ ()
36 1
19 4
¿ 3 ( 0) 9
f ( 3 │ 2 )=
f ( 1 │1 ) =0 19
f ( 2 │1 )=3 f ( 1 ,2 ) Hence;
¿3 ( 15 )
3
f ( 2 │1 )= f (3 , y )
5 f ( y │3 )= ; y=1 , 2 ,3
g (3 )
f ( 3 │ 1 )=3 f ( 1 , 3 )
f (3 , y ) Sol:
f ( y │3 )=
5
36
36 Find P ( 14 < X < 12 │Y = 14 )
f ( y │3 )= f (3 , y ) Solving for f ( x │ y )
5
36 f (x , y )
f ( 1 │3 )= f (3 , 1 ) f ( x │ y )=
5 h( y)
( )
36 1 Where;
¿
5 12 ∞ y
h ( y )= ∫ f ( x , y ) dx=∫ 2 dx
3 −∞ 0
f ( 1 │3 )=
5 y
h ( y )= [ 2 x ] =2 ( y −0 )
36 0
f ( 2 │3 )= f (3 ,2 )
5 h ( y )=2 y
36 Hence;
¿ (0 )
5
f (x , y ) 2
f ( 2 │3 )=0 f ( x │ y )= =
h( y) 2y
36 1
f ( 3 │ 3 )= f ( 3 ,3 ) f ( x │ y )=
5 y
¿ ( )
36 1
5 18 Solving for P ( 14 < X < 12 │Y = 34 )
2 1
f ( 3 │ 3 )= 2
Hence;
5
P ( 14 < X < 12 │Y = 34 )=∫ 1y dx
1
4
[]
x 2
¿
3 1
2. The amount of kerosene, in thousands 4 4
of liters, in a tank at the beginning of
any day is a random variable Y from ¿ (
4 1 1
−
3 2 4 )
which a random amount X is sold.
Suppose that he tank is not resupplied P ( 14 < X < 12 │Y = 34 )= 13
during the day so that x ≤ y , and assume
that the joint density function of these
variables is
expected value of X is
{
4
joint probability distribution f ( x , y ), the ; 0< x< 1
f ( x )= π ( 1+ x 2 )
mean or expected value of the random
0 elsewhere
variable g ( X , Y ) is
Find the expected value of X .
μ g ( X , Y )=E [ g ( X , Y ) ] =∑ ∑ g ( x , y ) f ( x , y ) ;
x y
Sol:
μ g ( X , Y )=E [ g ( X , Y ) ] = ∫ ∫ g ( x , y ) f ( x , y ) dx dy ; μ=E ( X )= ∫ xf ( x ) dx
− ∞ −∞ −∞
[ ]
for continuous case 1
4
¿∫ x dx
0 π ( 1+ x 2)
examples:
1
1. The probability distribution of X , the 4 xdx
μ= ∫
number of imperfections per 10 meters π 0 1+ x 2
Let: b) Find μ X and μY
2
u=1+ x Solving for μ X and μY
du=2 xdx 4
μ X =∑ xf ( x , y )
1
du=xdx x=2
2
¿ 2 [ f ( 2 ,1 )+ f ( 2 ,3 )+ f ( 2 ,5 ) ] + 4 [ f ( 4 , 1 ) +f ( 4 , 3 ) +f
μ=
1 4
2 π ()
[ ln (1+ x 2) ] 1
0
¿ 2 ( 0.10+0.20+ 0.10 ) +4 ( 0.15+0.30+0.15 )
μ X =3.20
2
¿ { ln [ 1+ (1 ) ] −ln [ 1+ 0 ] }
2
π 5
μY =∑ yf ( x , y )
μ=0.4413 y=1
¿ ( 1 ) [ f ( 2 ,1 )+ f ( 4 ,1 ) ] + ( 3 ) [ f ( 2 , 1 ) +f ( 4 , 3 ) ] + ( 5 ) [ f ( 2
3. Suppose that X and Y have the
¿ ( 1 ) ( 0.10+0.15 ) + ( 3 )( 0.20¿+ 0.30 ) + ( 5 ) ( 0.10+0.1
following joint probability function as
μY =3
shown in the table. (a) Find the expected
value of g ( X , Y )=X Y 2 . (b) Find μ X and
μY .
Sol:
a) Find E [ g ( X , Y ) ]
4 5
E [ g ( X , Y ) ] =E ( X Y 2 ) =∑ ∑ x y 2 f ( x , y )
x=2 y=1
2 2 2 2 2 2
¿ ( 2 ) ( 1 ) f (2 , 1 ) + ( 2 ) ( 3 ) f ( 2 ,3 ) + ( 2 )( 5 ) f ( 2 ,5 )+ ( 4 )( 1 ) f ( 4 , 1 )+ ( 4 )( 3 ) f ( 4 , 3 ) + ( 4 ) ( 5 ) f ( 4 , 5 )
E [ g ( X , Y ) ] =( 2 ) ( 0.10 ) + ( 18 ) ( 0.20 ) + ( 50 )( 0.10 )+ ( 4 )( 0.15 )+ ( 36 ) ( 0.30 ) + ( 100 ) ( 0.15 )
E [ g ( X , Y ) ] =35.20
DISCRETE UNIFORM,
binomial, and
DISCRETE
multinomial
MULTINOMIA
UNIFORM
L
DISTRIBUTIO
N DISTRIBUTIO
- If the random variable X assumes
BINOMIAL ( x , x ,n. .. . ,
f ( x 1 , x 2 , .. . . , x k ; p1 , p2 , .. . . , p k , n ) =
1 2
DISTRIBUTIO
Where;
k k
∑ x i=n∧∑ pi =1
N i=1 i=1
P ( X=1 )=0.4219
1 1 1 1
¿ + + +
25 25 25 25
4 3. A traffic control engineer reports that
P ( X <5 ) =
25 75% of the vehicles passing through a
c) Find μ∧σ 2= the mean and the check point are from within the state.
What is the probability that at least
variance
three of the next five vehicles are from
For μ
out of the state?
Sol:
P ( X ≥3 )=0.1035
ߪଶ ൌ
݇
P ( X ≤2 )=0.9844
HYPERGEOMETRIC
AND NEGATIVE
f ( x 1 , x 2 , .. . , x k ; a 1 , a 2 , . .. , a k , N , n )
HYPERGEOME
BINOMIAL
TRIC ( )( ) ( ) ¿
a1 a2
x1 x2
a
.. . k
xk
DISTRIBUTIO ( Nn )
N Where;
k k
- The probability distribution of
∑ x i=n ∑ ai=N
hypergeometric random variable X , i=1 i=1
μ=
nk 2 N−n k
N
;σ = n
N −1 N
1−
k
N ( ) X , the number of trial on which the
th
k success is given by
P ( X=x ) =h ( x ; N , n , k )=
( )( ) k N −k
x n−x
P ( X ≥12 )=P ( X=12 ) + P ( X =13 ) + P ( X=14 ) + P
¿ h ( 12 ; 10,000 ,15 , 6,000 ) +h ( 13 ; 10,000 , 15 ,6,0
( Nn )
( )(
6,000 10,000−6,000
12 15−12 ) ( 13 )(
6,000 1
( 4 )( 4−4 )
7 10−7 P ( X ≥12 )= +
P ( X=4 )=h ( 4 ;10 , 4 , 7 )= (10,000
15 ) ( 1
(¿ 30)(10−3
4−0 ) +
( )(
3 10−3
1 4−1 ) +
( 2 )( 4−2 )
3 10−3
4−1 )( 8 ) ( 8 )
¿(
4 7−4
7−1 1 7
¿ ( )( ) ( )
4 3
6 1 7
3 8 8
¿
b ( x ; k , p )=0.0033
GEOMETRIC AND
GEOMETRIC
POISSON
DISTRIBUTIO
- The mean and variance of the
Poisson distribution p ( x ; λt ) both
have the same value, λt .
N
- If the repeated independent trials examples:
can result in a success with 1. The probability that a student pilot
probability p and failure with passes the written test for his private
probability q=1− p , then the pilot’s license is 0.70. Find the
probability distribution of the random probability that a person passes the test
variable X , the number of trials on (a) on the third try and (b) before the
given by Sol:
( x−1) a. FInd P ( X=3 ); probability that the
g ( x ; p ) =p q x=1 , 2 ,3 ,. . .
person passes the test on the third try
N
1−1 2−1
P ( X < 4 ) =( 0.70 ) ( 0.30 ) + ( 0.70 ) ( 0.30 ) + ( 0.70 )
P ( X < 4 ) =0.9730
- The probability distribution of the
Poisson random variable X ,
representing the number of
outcomes occurring in a given time
interval or specified region denoted
2. On the average a certain intersection
results in three traffic accidents per
week. What is the probability that
exactly five accidents will occur at this
intersection in any given week?
Sol:
Find P ( X=5 ) ; probability that exactly 5
accidents occur
For P ( X=5 )
P ( X=5 )= p ( x ; μ ) =p (5 ; 3)
−3
¿e ¿¿
P ( X=5 )=0.1008
NORMAL
NORMAL
DISTRIBUTIO
N ݔଵ ߤ ݔଶ ݔ
- The normal distribution is defined by x2
1
x2
(
−1 x− μ
Similarly,
P ( X ≤ x )=P Z ≤ ( x−μ
σ )
- Where Z is a normal random
variable with mean zero and
variance one.
ii. The total area under the curve and - The distribution of a normal random
above the horizontal axis is equal to one. variable with mean zero and
iii. The curve is symmetric about a variance one is called a standard
vertical axis through the mean μ. normal distribution.
AREA UNDER
THE NORMAL
CURVE
- The area under the curve bounded
examples: 2. The number of loaves of bread can be
1. Suppose X has a normal distribution sold during a day by a certain
with μ=20 and σ =4 . Find the following supermarket is normally distributed with
probabilities: (a) P ( X ≤26 ) ,(b) P ( X ≥18 ) , μ=1,000 and σ =100 loaves. If the
and (c) P ( 15 ≤ X ≤ 21 ) . market stocks 1,200 loaves on a given
day, what is the probability that the
Sol:
loaves will be sold out before the day is
a. Find P ( X ≤26 )
over?
P ( X ≤26 )=P Z ≤
26−20
4 [
=P (Z ≤ 1.5)
] Sol:
Find P ( X ≥1,200 )
ʹͲ
P ( X ≥18 )=P Z ≥
[ 18−20
4 ]
= P( Z ≥−0.50) Using the Table
P ( X ≥1,200 )=0.0228
ͳͺ ʹ Ͳ ݔ െͲǤ
ͷͲ Ͳ ݖ
3. The lengths of trout in a certain lake
Using the Table
are normally distributed with a mean of
P ( X ≥18 )=0.6915 7 inches and a standard deviation of 2
c. Find P ( 15 ≤ X ≤ 21 ) inches. If the fish and game department
P ( 15 ≤ X ≤ 21 )=P
[ 15−20
4
≤Z≤
21−20
4 ]
would like fishermen to keep only the
=P (−1.25 ≤ Z ≤ 0.25)
largest 20% of the trout, what should
the minimum size for keeper’s be?
ͳ5 ՛ ʹͳ ݔ െ ͳǤ
ʹ5 ՛ ͲǤʹͷ ݖ Sol:
ʹͲ Ͳ
or
[
P Z≤
c−7
2 ]
=0.8
Using the Table
P [ Z ≤0.84 ] =0.8
Hence
c−7
=0.84
2
c=2 ( 0.84 ) +7
c=8.68∈¿
BASIC
STATISTICS METHODS
- A science that deals with the
methods of collecting, organizing, FOR
and summarizing quantitative data
which are analyzed and interpreted.
DESCRIBING
a. Descriptive Statistics - utilizes
numerical and graphical methods to look
SETS OF
for patterns, to summarize and to DATA
present the information in a set of data. a. Nominal Data - these are
b. Inferential Statistics - utilizes sample measurements that simply classify the
data to make estimates, decisions, units of the sample or population into
predictions about a larger set of data. categories.
b. Ordinal Data - these are
measurements that enable the units of
POPULATION, the sample or population to be ordered
N
CLASS
INTERVALS,
- This refers to the organization of data
in tabular form showing the
frequency of occurrence of the
values or objects in each class or
CLASS MARK
category. AND CLASS
a. Frequency is the number of times a
value appears in the listing or data. BOUNDARIES
b. The relative frequency distribution of
a given set of data shows the proportion a. Class Interval - refers to the grouping
in percent the frequency of each class to per category defined by the lower limit
where:
n
[
lower limit + upper limit
Class Mark ¿ of the class of the class ]
f → frequency of each class 2
n → sample size c. Class Boundary - a point that
class frequencies. There are two types of i. The class size or class width is
distribution whose frequencies are less ii. The range R refers to the
than or below the upper class boundary difference between the highest and
N
dividing the sum by the total number of
values or items; it is also the simplest
- Consider the following steps in
and most efficient measure of central
constructing a frequency distribution:
tendency.
a. Get the highest and lowest value in
i. Mean for Ungrouped Data
the distribution.
- The mean for ungrouped
b. Compute the value of the range.
data denoted by x is given
c. Determine the number of classes
by;
i. There is no standard method to
follow in determining the number of x=
∑x
n
classes.
- When each value in the
ii. The number of classes must
distribution is associated to
not be less than 5 and should not be
a certain weight or degree of
more than 15.
importance, hence the
iii. In some instances, the number
weighted mean will be;
of classes k can be approximated by
using the formula;
x=
∑x
k = 1 + 3.5 log n ∑w
d. Find the size of the class interval. The ii. Mean of Grouped Data
value can be obtained by the desired - In using the Midpoint
number of classes. Method; the midpoint of
e. Construct the classes by choosing a each class interval is taken
convenient value to start the first class. as the representative of
f. Determine the frequency of each class each class.
by counting the number of items that fall Hence
in each interval.
x=
∑ fx
n
where:
f → represents the frequency of each
n → total number of frequencies or the ii. Median for Grouped Data
sample size - The procedure requires the
- The Unit Deviation Method construction of the less
uses unit deviation and is than cumulative frequency
usually implemented by column; (< cumf).
considering an arbitrary point Hence
[ ]
as the initial step in n
~ −cumf b
approximating the value of the x = xb + 2
c
mean. fm
Hence where:
x = xa + [ ]
∑ fd
n
c
x b → lower boundary limit of the median
class
where: cumf b → cumulative frequency before
x a → assumed mean; or the midpoint of the median class
the class interval with the highest f m → frequency of the median class
frequency c → size of the class interval
f → frequency of each class c. Mode - the most frequent value in the
d → unit deviation distribution and is denoted by ^x .
c → size of the class interval i. Mode for Ungrouped Data
n → sample size - Mode can be obtained
b. Median - the middle most value in the through inspection.
distribution and is denoted by ~
x. ii. Mode for grouped Data
Hence
x ¿ x n+1 ; if n is odd
~
^x = x b +
[ ]d1
d1 +d 2
c
2 where:
x b → lower boundary limit of the modal
x
~
x¿ () n
2
+ ¿x n
( 2 +1) ; if n is even class
¿
2
d 1 ; d 2 → difference between the where:
frequency of the interval before and c. Percentile - this refers to the value
after the modal class respectively that divides the distribution into 100
Pk = x b + [ kn
100
−cumf b
]c
QUARTILES, fm
DECILES, AND
where:
k = 1, 2, 3, . . . , 99
PERCENTILES examples:
a. Quartiles - these refer to the value
1. A die was rolled 80 times and the
that divide the distribution into four
results are shown;
equal parts and is denoted by Q.
- The procedure of computing the
value of the first, second, and third
quartiles is the same as that of
computing the median.
Hence
Find the weighted mean.
Q1 = x b + [ n
4
−cumf b
]c
fm
Q2 = x b + [ 2n
4
−cumf b
c ]
fm Sol:
Find x
Q3 = x b + [ 3n
4 ]
−cumf b
c
x=
∑ wx = 279
w 80
fm x=3.49
b. Decile - this refers t to the value that
divides the distribution into 10 equal
parts and is denoted by D. Hence
Dk = x b + [ kn
10
−cumf b
c ]
2. The ages of 8 students in a certain x 4 + x 5 86+95
¿ ¿
class were taken and shown below: 2 2
15, 18, 17, 16, 19, 21, 20, 16 ~
x ¿ 90.5 cm
Determine the mean age of the
students.
Sol:
Find x
x=
∑x
n
15+18+17+16+ 19+21+20+16
¿
8
x=17.75
x = x n+1 ; n is odd
~
2
~
x = x 5 = 42 cm
b. Find ~
x
Arrange in ascending order;
54, 68, 79, 86, 95, 101, 110, 124
x
~
x¿ ( n2 )+ ¿x ( n
+1 ) ; n is even
2
¿
2
x
~
x¿ ( 82 )+¿ x( 8
+1 )
2
¿
2