STATISTICS

CONCISE

OPTION

NON-DISTRIBUTION

DISTRIBUTION

Unbiased estimators

Geometric Distribution

PROBABILITY

Discrete & Continuous Data

Discrete

Continuous

Frequency Distribution - a list, table or graph that displays the frequency of various outcomes in a sample.


Example : frequency-distribution

Examples of discrete raw data :


Number of siblings of students in S18D
1,2,4,5,8,1,3,4,7,4,2,5,4,6,3,4


  • Number of cars passing a checkpoint in 30 minutes
  • The shoe sizes of children in a class

Why raw?

  • They have not been ordered in any way

Characteristic of discrete data

  • Can take only exact values

Vertical Line Graph download


  • line - represents frequency
  • distinct lines - shows discrete nature of variables

Bar Chart bar1

  • bar - represents frequency

Mode - value that occurs most often, most popular,a variable with highest frequency

Basic

Examples of continuous raw data :

  • The speed of a vehicle as it passes a checkpoint
  • The mass of a cooking apple
  • The time taken by a volunteer to perform a task.

Characteristic of continuous data

  • cannot take exact values but can give only within specified range/ measured to a specified degree of accuracy

Frequency Distribution
Step 1 : Group the information into classes or intervals

Way 1 to write the
same set of intervals :
Height (cm)
119.5\ \le h\ <\ 124.5\
124.5 < h < 129.5
129.5 < h < 134.5
134.5 < h < 139.5
139.5 < h < 144.5

Way 2 to write the
same set of intervals :
Height (cm)
119.5 - 124.5
124.5 - 129.5
129.5 - 134.5
134.5 - 139.5
139.5 - 144.5

Way 3 to write the
same set of intervals :
Height (to the nearest cm)
120 -124
125 - 129
130 - 134
135 - 139
140 - 144

The values 119.5, 124.5, 129.5 are called class boundaries or interval boundaries

The upper class boundary of one interval is the lower class boundary of the next interval

Width of an interval = Upper class boundary - Lower class boundary

Venn Diagram

AB(AorBorboth)


P(AB)=P(A)+P(B)P(AB)



a_union_b.dib

\[A\,\cap\,B\,(both\,A\,and\,B)\] c839ee4bf3bb6c5efce796861aee5142

Mutually Exclusive Events

\[Conditional\,Probability\] hqdefault1

\[Complementary\,event,\,\bar{A}\,or\,A'\]
P(A) + P(A') = 1 complement-event \[Exhaustive\,Event\]
\[P(A\,\cup\,A')=1\]


For independent events, P(A|B)=P(A)

For independent events, \[P(A\,\cap\,B)=P(A)\,\times\,P(B)\]

Tree Diagram

Bayes theorem

  • Reverse condition
    -We know P(B|A) but we want P(A|B)
    -Same formula as conditional probability

Arrangements

n unlike objects \[n!\]

n unlike objects with p alike object \[\frac{n!}{p!}\]

n unlike objects in a ring \[(n-1)!\]

Permutation
\[^{n}P_{r} = \frac{n!}{(n-r)!}\]

Combination
\[^{n}C_{r}\,or\,_{n}C_{r}=\frac{n!}{n!(n-r)!}\]

DISTRIBUTION

Random variable X is an unbiased estimator of µ if
\[E(X)=\mu\]

Unbiased estimator of \({\sigma^2}\)
\[S_{n-1}^2=\frac{n}{n-1}S_{n}\]

Meaning

  • The number of trials up to and including the first success, x

Parameter

  • X ~ Geo(p)

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PDF

  • P(X = x) = q^(x-1)p, where q = 1 - p
    \[P(X=x)=q^{x-1}p\]

Expectation

  • E(X) = 1/p

Variance

  • Var(X) = q/(p^2), where q = 1 – p

Mode

  • when x=1

If a population has a parameter a then the sample statistic
 is an unbiased estimator of a if E(Â) = a.

Important Key Notes

  • An estimator is unbiased if its expected value equals the population mean of X
  • The most efficient estimator has the smallest variance

Unbiased estimator of σ
\[S_{n-1}=\sqrt\frac{n}{n-1}S_{n}\]

Combining random variables

Mean

discrete random variable
\[E(g(X))=\sum_{i}g(x_{i})p_{i}\]

Continuous random variable with probability density function f(x)\[E(g(X))=\int g(x)f(x)dx\]\[E(X)=\int xf(x)dx\]

Mean and variance for sample

For Sample mean
\[E(\bar{X})=E(X)\]\[Var(\bar{X})=\frac{Var(X)}{n}\]

For sample sum\[E(\sum_{i=1}^{n}X_{i})=nE(X)\]\[Var(\sum_{i=1}^{n}X_{i})=nVar(X)\]

General

\[E(a_{1}X_{1}\pm a_{2}X_{2}\pm a_{3})=a_{1}E(X_{1})\pm a_{2}E(X_{2})\pm a_{3} \]\[Var(a_{1}X_{1}\pm a_{2}X_{2}\pm a_{3})=a{_{1}}^{2}Var(X_{1})+ a{_{2}}^{2}Var(X_{2})\]

If X and Y are independent random variables then:
\[E(XY)=E(X)E(Y)\]

Linear combinations of normal variables

If X and Y are random variables following a normal distribution and Z=aX+bY+c then Z also follows a normal distribution.

Central limit theorem

For any distribution, if \(E(X)=\mu\), \(Var(X)=\sigma ^{2}\) and \(n\geqslant 30\), then the approximate distributions of the sum and the mean are given by:
\[\sum_{i=1}^{n}X_{i}\sim N(n\mu,n\sigma ^{2})\]\[\bar{X}\sim N(\mu,\frac{\sigma^{2}}{n})\]

CDF

The cumulative distribution function gives the probability of the random variable taking a value less than or equal to x.

Formula

For a discrete distribution with probability mass function \(P(X = x)\):
\[P(X\leq x)=\sum_{i=-\infty }^{i=x}p_{i}\]

For a continuous distribution with pdf \(f(x)\):
\[P(X\leq x)= F(x)=\int_{-\infty }^{x}f(x)dx\]

\[f(x)=\frac{d}{dx}F(x)\]

If X has cdf \(F(x)\) for \(a< x< b\) and \(Y=g(X)\) (where \(g(X)\) is a 1-to-1 function) then the pdf of Y, \(h(y)\), is given by:
1) Relating \(H(y)\) to \(F(g^{-1}(y))\) by rearranging the inequality in \(P(Y\leq X)=P(g(X)\leq y)\).
2) Differentiating \(H(y)\) with respect to y.
3) Writing the domain of \(h(y)\) by solving the inequality \(a< g^{-1}(y)< b\)

The general method for finding the pdf

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Probability Density Function/Continuous Density Function

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why use pdf, for a continuous random variable, the probability can only be in a range (area under the curve) image

For a continuous variable it does not matter whether you use strict inequalities (a < × < b) or inclusive inequalities (a ≤ × ≤ b).

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Properties



Screenshot 2019-12-24 at 3.36.18 AM

A probability density function will often have different rules over different domains. If a probability density function is only defined over a particular domain you may assume that it is zero everywhere else.

Applications

Median Screenshot 2019-12-24 at 3.44.42 AM

Expectation (mean) Screenshot 2019-12-24 at 3.41.40 AM

Mode value of x at the maximum value of f (x).

It will be not necessary where dt=0 for the x to be the mode of the function.

Normal distribution

Normal variable x

X~N(μ,σ^2 )

E(x)=μ

Var(x)=σ^2

Standard Normal variable z

Z~N(0,1)

E(Z)=0

Var(Z)=1

to standardise X, use Z=(X- μ)/σ WhatsApp Image 2019-12-30 at 14.19.20

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Calculation of mean, Standard Deviation and variance using formula.

Confidence Interval

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t-distribution:
\[\frac{\bar{X}-\mu}{S_{n-1}/{\sqrt n}}\sim t_{n-1}\]

General formula for known variance:
\[\bar{x}\pm z\frac{\sigma}{\sqrt n}\]

Width of confidence interval:
\[2z\frac{\sigma}{\sqrt n}\]

Confidence interval for a mean with unknown variance:
\[\bar{x}\pm t\frac{S_{n-1}}{\sqrt n}\]

Hypothesis Testing

General procedure for hypothesis testing:

  1. Define variables
  2. State hypothesis \[H_0 \ ,\ H_1\]
  3. State significance level
  4. Decide which type of test statistic
  5. State distribution assuming that null hypothesis is true
  6. Calculate test statistic
  7. Conclusion (state whether the statistic is sufficiently unlikely by using p-value or critical region)

One-tailed and two-tailed test
coggle hypothesis testing

Error in hypothesis testing:
coggle error hypothesis testing

Negative Binomial

PDF
\[^{x-1}C_{r-1}\,=p^{r} q^{x-r}\]
where x= r, r+1, r+2, ...


X= Number of trials up to and including r successes


Parameter
X~ NB(r,p)

Expectation
E(X)= r/p


Variance
Var(X)= rq/(p^2)

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Binomial Distribution

Poisson Distribution

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Expectation of X
E(X) = np

Variance of X
Var(X) = npq

Probability Density Function
a-mat-sdisc-dia08

Mode of X
near with the mean

Definition
X = number of successful outcomes in n in dependent trials.

Expectation of X
E(X) = lambda

Variance of X
Var(X) = lambda

Probability Density Function
xpoisson-distribution-formula.png.pagespeed.ic.s5RE-oEm0q

Mode of X
If lambda is an integer, the mode is lambda.
If lambda is non integer, the mode is lambda and lambda-1.

Definition
X = number of occurrences in the given interval / time.

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Calculation of mean, standard deviation and variance

VARIANCE

STANDARD DEVIATION
Screenshot (135)

MEAN
Screenshot (127)
x= sum of all x
n=number of sample

Standard Deviation
Screenshot (133)
x= is midpoint of the class interval

Variance

Mean
Screenshot (131)

PGF

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an accurate statistic that's used to approximate a population parameter

The probability generating function of the discrete random variable X is given by :

Properties

Gx(t)=E(t^x)

For Any PGF : G(1)=1

Mean and Variance

G'(1)=E(x)

Var(x)=G''(1)-G'(1)-(G'(1))^2

G(t)=P(x=0)+P(x=1)t+P(x=2)t^2+...

G(0)=P(x=0)

G'(t)=P(x=1)+P(x=2)2t+P(x=3)3t^2+...

G'(0)=P(x=1)

G''(t)=P(x=2)2+P(x=3)6t+P(x=4)12t^2+...

G''(0)=P(x=2)2P

When we have two variables :

If Z = X + Y , where x and y are independent

Gz(t)=Gx(t) x Gy(t)

Gz(t)=E(t^z)=E(t^X+Y)=E(t^X x t^Y)=E(t^X) x E(T^Y)=Gx(t) x Gy(t)

In General:

P(X=n)=(1/n!)G^(n)(0)

G(t)=(SIGMA)P(X=x)t^x