B.SC (Design & Computing) Statistical Inference and Its Applications
B.SC (Design & Computing) Statistical Inference and Its Applications
08/13/2024 2
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Post-CS-1 HW Chapter 1 R2
Probability as a Numerical Measure
of the Likelihood of Occurrence (Uncertainty)
0 .5 1
Probability:
Definition
The Multiplication Rule for P(A ∩ B)
P(battery|memorycard)
Bayes’ Theorem
EXAMPLE
Three persons A,B and C are competing for the post of
CEO of a company. The chances of they becoming CEO are
0.2,0.3 and 0.5 respectively.
The chances of they taking employees beneficial
decisions are 0.50,0.45 and 0.6 respectively
What are the chances of having employees beneficial
decisions after having new CEO
If employees beneficial decision has been taken, what is
the probability that it has been taken by A as new CEO
Similarly, B
Similarly, C
Discrete
probability
distribution
Probability DistributionExpected value and
Variance
Like mean and standard deviation are computed
to describe data measured by quantitative
variable, a similar measures viz., expected value
(mean) and variance for random variable X are
computed for describing the probability
distribution using the formula
Central measure and Measure of
Spread
𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 𝜎 =√ 𝑉 ( 𝑥 )
Probability DistributionExpected value and
Variance
How do you describe this probability
distribution?
V ( X )= E ( X 2 ) − ¿
𝐕 ( 𝐗 ) =𝐄 ( 𝐗 ¿ ¿ 𝟐)−( 𝐄 ( 𝐗 ) )𝟐 ¿
Probability distribution
• Mean = E(X) =
• Variance = V(X) =
• Mean = Variance =
• SD = sqrt(variance) = sqrt()
σ 2π
= mean
= standard deviation
= 3.14159
e = 2.71828
Changing σ increases or
decreases the spread.
σ
μ X
Properties:
1. Normal curve is bell shaped and symmetric about the mean
2. Mean = Mode = Median
3. Total area under normal curve is equal to 1
4. Normal curve approaches but never touches the x axis as it extends
farther and farther away from the mean
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Standard Normal Distribution
z
3 2 1 0 1 2 3
X
Z
All normal distributions can be converted into the standard normal
curve by subtracting the mean and dividing by the standard
deviation
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Example:
• The average on a statistics test was 78 with a standard deviation of
8. If the test scores are normally distributed, find the probability
that a student receives a test score less than 90.
μ = 78 x - μ 90-78
z =
σ=8 σ 8 =1.5
P(x < 90)
The probability that a student
receives a test score less than
x 90 is 0.9332.
μ =78 90
μ = 78
σ=8 x - μ 85-78
z= =
σ 8
P(x > 85)
=0.875 0.88
The probability that a student
x
μ =78 85 receives a test score greater
than 85 is 0.1894.
x
The probability that a student
60 μ =78 80
receives a test score between
60 and 80 is 0.5865.
P(60 < x < 80) = P(2.25 < z < 0.25) = 0.5865
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Sampling
Data are gathered from samples and conclusions are drawn about the
population as a part of the inferential statistics process
Note: Central limit theorem is better applicable if the sample size n>=25 but in
general for n>=30.
The time at the counter for a customer to be served at a post office can be modelled as a random variable having
mean 176 seconds and variance 256 (seconds)2. The sample mean will be obtained from the times for a random
sample of 100 customers. What is the probability that will be between 175 and 178 seconds?
Solution
Given , implies , n = 100 (>30)
Then by using CLT, Z = = = is a standard normal variable.
The probability that will be between 175 and 178 seconds is
P(175< =
P( < Z < ) =
P(-0.625<Z<1.25) = F(1.25)-F(-0.625) = 0.8944-0.2659 (Taken from the table of CDF values of standard normal
distribution) =0.6285
The t – distribution curve is symmetric about the mean zero, unimodal, bell
shaped and asymptotic on both sides of t-axis .
A random sample of size 25 from a normal population has the mean =47.5 and the standard deviation S = 8.4. Does
this information tend to support or refute the claim that the mean of the population = 42.1?
Solution
Given n = 25, =47.5, S = 8.4, = 42.1
Then = 5.4/1.68 = 3.21
From Table of t distribution we observe,
P(=0.005 which is the area of between 2.797 and Then P(< 0.005 since the area of between 3.21 and is less than
that of the area between 2.797 and as it is known that 2.797<3.21<.
Therefore, P(< 0.005 tends to refute(reject) the claim that the mean of the population = 42.1
19(2.00.10 4)
= 30.2
1.26.10 4
Let (x1, x2, …, xn1) be a small sample drawn at random from a normal
population with mean (un-known) and variance
Let be the sample mean which is the estimator of population mean and be
the sample variance which is the estimator of population variance1
Let (y1, y2, …, yn2) be a small sample drawn at random from another
independent normal population with mean (un-known) and variance
Let be the sample mean which is the estimator of population mean and be
the sample variance which is the estimator of population variance.
Also assume 1==
Q2. If two fair dice are rolled, what is the probability that sum of the
numbers appearing is 9, given that at least one 4 appears?
Q3. An insurance company believes that people can be divided into two
classes - those that are accident prone and those that are not. Their
statistics show that an accident-prone person will have an accident at some
time within a fixed 1-year period with probability 0.4, whereas this
probability decreases to 0.2 for a non-accident-prone person. If we assume
that 30 percent of the population is accident prone, what is the probability
that a new policy holder will have an accident within a year of purchasing a
policy?
Q4. Suppose X has the following probability mass function p(0) = 0.2, p(1) =
0.5, p(2) = 0.3. Calculate E[X2].
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Q5. If the probability is 0.05 that a certain wide-flange column will fail under
a given axial load, what are the probabilities that among 16 such columns
(a) At most two will fail
(b) At least four will fail