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 :
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
- line - represents frequency
- distinct lines - shows discrete nature of variables
Bar Chart
- 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
A∪B(AorBorboth)
P(A∪B)=P(A)+P(B)−P(A∩B)
\[A\,\cap\,B\,(both\,A\,and\,B)\]
\[Conditional\,Probability\]
\[Complementary\,event,\,\bar{A}\,or\,A'\]
P(A) + P(A') = 1 \[Exhaustive\,Event\]
\[P(A\,\cup\,A')=1\]
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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- 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)
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
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
Expectation (mean)
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
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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:
- Define variables
- State hypothesis \[H_0 \ ,\ H_1\]
- State significance level
- Decide which type of test statistic
- State distribution assuming that null hypothesis is true
- Calculate test statistic
- Conclusion (state whether the statistic is sufficiently unlikely by using p-value or critical region)
One-tailed and two-tailed test
Error in 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
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
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
MEAN
x= sum of all x
n=number of sample
Standard Deviation
x= is midpoint of the class interval
Variance
Mean
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