Sec 3-6

inferential statistics
( statisyical inference )
hypothesis

1.

( Random Variable )

EX
5 3 2

(1) A
(2) B
Sol

1 5 6 8 9 10
X X = i i i = 1, 2, 3,...,10
(1) P ( A) = P[( X = 1) + ( X = 2) + ( X = 3) + ( X = 4) + ( X = 5)]
5

= P( X = i ) = 5
i =1

1 1
=
10 2

(2) P ( B ) = 1 P ( B) = 1 P[( X = 9) + ( X = 10)] = 1

2 4
=
10 5

B4 Ch3 (I)

 X X
( S , P ) X S
X : S R
2.

Normal Distribution
(1)

regression

10

(2) 94

B4 Ch3 (I)

histogram
frequency polygon

(2)
X PDF, Probability Density Function

1
f ( x) =
e
2

( x )2
2 2

1
x R e = lim(1 + ) n 2.71828
n
n

X 2 X ~ N ( , 2 )
3.

normal curve
(1) x x

(2)
B4 Ch3 (I)

(3) x = [ 2 , + ]
[ , + 2 ]
(4) 2

x = x =

(5)

(6)

(7)

68.26% ( , + )
95.44% ( 2 , + 2 )
99.73% ( 3 , + 3 )

B4 Ch3 (I)

(8) ( Normalize ) Z =

Z ~ N (0,1)

(9) ( 30 ) 6

4.

(1) ( estimation )

( parameter )

(2) Central limit Theorey

populationsample

n
n 30
1000 X

(3) Population mean

B4 Ch3 (I)

 2
1
=
N

1
xi =

N
i =1
2

(x )
i =1

X X
E ( X ) = D ( X ) = Var ( X ) = 2
E( X ) = E(

1 n
1 n
1
x
)
=
E ( xi ) = ( n ) =

i
n i =1
n i =1
n

Var ( X ) = Var (
=

1
n2

n
1 n
1
x
)
=
Var
(
xi )
i n2
n i =1
i =1

Var ( xi ) =
i =1

pq p (1 p )
(n 2 ) =
=
=
2
n
n
n
n

X = Var ( X ) =

pq
=
n

p (1 p )

X ~ N ( , ) X ~ N ( ,
2

2
n

~ N (0,1)

n
X
S
(4) confidence levelconfidence interval

N n
X S X

S
68 95 99.7 68 95 99.7 rule
n

68% ( X

S
S
,X +
)
n
n

95% ( X 1.96
99.7% ( X 3

B4 Ch3 (I)

S
S
, X + 1.96
)
n
n
S
S
, X + 3
)
n
n

5.

95%
95%

95%
95%

4
45%
4 19 4 20 1068
95% 3

(1) 45% p
( sample proportion ) p =

n( A)

n( Sample)

p Population parameter
45%

(2) 3

p 0.42 0.48 [0.42, 0.48]

B4 Ch3 (I)


Note
(a, b) = { x | a < x < b} (open interval)
[a, b] = { x | a x b} closed interval
(3)

(4)95%

95%

95% p 95%
95%

(5)

p n
p
p p
p E ( p ) = p

B4 Ch3 (I)

 Var ( p ) =
6.

p (1 p)

Binomial Distribution
(1) Bernoulli Trial

p q = 1 p
1 p
f ( x) =
0 q = 1 p
E ( X ) = p 1 + q 0 = p
()
Var ( X ) = E[ X E ( X )] = E ( X ) [ E ( X )]2 = p p 2 = p (1 p ) = pq
(2) n

(3)

p n X n
n X
E ( X ) = np
= np (1 p) (I) Sec1-2
(4)

n
n

(5) p

p n n

E ( X ) = np

B4 Ch3 (I)

 = np (1 p)
np np 1.96
95%

| np np | 1.96 np(1 p)
n

| p p | 1.96

p(1 p)
n

| p p | 1.96
p 1.96

p (1 p)
n

p(1 p )
p(1 p)
p p + 1.96
n
n

95% [ p 1.96

p(1 p)
p(1 p )
, p + 1.96
]
n
n

p p n p
p p p p 95%
[ p 1.96

p (1 p )
p (1 p )
p(1 p)
, p + 1.96
] 1.96

n
n
n

(6) 95%

95%

p n
n p

[ p 1.96

p (1 p )
p (1 p )
, p + 1.96
] p 95%
n
n

95%
(7) 95% 3% 1068

pf

B4 Ch3 (I)

10

1
1 1
p (1 p ) = p 2 + p = ( p )2 +
2
4 4

1.96

p (1 p )
1
1.96
= 3%
n
4n

1.962
1.962
= 0.032 n =
= 1067.1 1068
4n
4 0.032

Note
45%
4 19 4 20 1068
95% 3
95%
95%
42% 48% 42% 48% 95%

42% 48% 42% 48%

95%

B4 Ch3 (I)

11

 95% p 5%
p
p p
p
21 21 95%
p

p 21
95%
95% p
95% 5%
95% p
7.

40 50 40 p1 p 2
p 40
95%

p i (1 p i )
p (1 p i )
, p i + 1.96 i
p i 1.96
38
50
50

B4 Ch3 (I)

12

8.

n n

(1)
X E ( X ) Var ( X )
P[| X E ( X ) | ]

Var ( X )

(2)

X 1 X 2 X n 2
lim P[|
n

1 n
X i |< ] = 1
n i =1

(3)
1 n
p A X i n
n i =1
1 n
A lim P[| X i p |< ] = 1
n
n i =1

B4 Ch3 (I)

13

1.

70 10
60
(1) 0.16 (2) 0.32 (3) 0.34 (4) 0.68 (5) 0.85
99

2.

72 12
240
(1) 60 ____
(2) 96 ____
202,6

3.

X 1000
X = 40 S X = 5
Y = 10[

A Y = 60
B SY = 5

B4 Ch3 (I)

14

XX
+ 7]
SX

C SY = 10
D 35 60
E 60
800

4.

1000 65.24 5.24

60

A 80 B 160 C 240 D 320 E

400
5.

1000
50 10 40 70
(A)520

6.

(B)680

(C)815

(D)950

(E)997

100 (
) 100
55 12.5 N

2 ( 80 )

A N() 55 50%
B N() 80 2.5%
B4 Ch3 (I)

15

C 55
D 45
E 80 5%
95

7.

95%
(A) 95%
(B) 95%
(C) 95%
(D)
(B)

8.

(A)

B4 Ch3 (I)

16

(B)
(C)
(D)
(B)
.
9.

95%
(A)
(B)
(C)
(D)
(B)
p p 1.96

p(1 p)
, n .
n

10. 100 81
95%______
11. 300 74%.
95%______ 95%______
12.
28000 16% 43000
2.5%____________
13. P 0.2 95%
0.02 ______
14.
36%

95% 0.1______
0.04______ 0.06______
______

B4 Ch3 (I)

17

15. 300
75 95%

16. 30 100 15
130

(A) 5%
(B) 15 100
(C) 20 85 115
(D) 1000 25
(E) 14
98
17.

0.52

0.59

p (1 p )
n

0.02

0.04

(1)
(2) 95%

[0.48, 0.56]
(3)
(4) p 0.52 0.59

B4 Ch3 (I)

18

(5) p

p (1 p )
0.52 0.59
n

99
18.

1067

(A)
(B)
(C) 95%

(D) 95%

(E) 95%

98
19.

() 95%
[ 0.50 , 0.58 ][ 0.08 , 0.16 ]

B4 Ch3 (I)

19

(A) 54%
(B)
(C)
95%
(D) 95%
[ 0.08 , 0.16 ]
(E)
95% (
0.04)
98
20. 10 6 40
40 n1 n2
a % () b%
()

(A) a % b%
(B) a % b%
(C) n1 n2
(D) n1 n2

B4 Ch3 (I)

(A)(D)

20

HOMEWORK

1.

1000
6.5 1.5
689599.7 ______ 5 166

2.

3000 57
7 50 71
______() 2445

3.

SAT 800 800

SAT 560 120
800 2.5%

4.

45 30% 40 55
35 50
(A)25% (B)30% (C)35% (D)40%

(E)50%

(B)
t x = 45 ,
P (40 t 55) = P (35 t 50) = 30% .

5.

B4 Ch3 (I)

21

(A)

(B)

(C)

(D) x

34% (E) 1
(A)(B)(E)
6.

(A)
(B)
(C)
(D)
(E) x
(A)(D)(E)

7.

3000 175
4
(A)183 75
(B) 163 5
(C) 175 179 1020
(D) 171 183 2445
(E) 187 5

8.

95% 70%
76%
(1)
(2)

9.

65%
95% 2.5

(1)

B4 Ch3 (I)

22

(2)
(3) 95%
1400,910,[65.2%,67.5%]
10. 95% p p

1
, n
4

(A) 4

(B) 8

(C) 16

(D)

(E)

1
4

(C)
p p

p(1 p)
n
p (1 p )
2 = (2 1.96) 2
n

= 2 1.96

n = (2 1.96) 2

n = (2 1.96) 2

p (1 p )
,
2

p (1 p )
1

4

4 1.962 p (1 p )
= 16
= 16n .
2

11. p p 2 n

(A) 2

(B) 4

(C)

(E)
p p

p(1 p)
n
p (1 p )
2 = (2 1.96) 2
n

= 2 1.96

n = (2 1.96) 2

p (1 p )
.
2

= 2
B4 Ch3 (I)

23

(D)

(E)

1
4

 n = (2 1.96) 2
n =

p (1 p )
p (1 p )
4n = (2 1.96) 2
=n.
2
(2)
2

n
4

12.
(A)
(B)
(C)
(D)
(E)

(A)(D)

p p t

p(1 p)
,
n

n .
, x

13.
(A)
(B)
(C)
(D)
(E)

(A)(B)(D)(E)
14.
500 10 500 10

520 ______%2.5%

B4 Ch3 (I)

24

15. X 1000 200 X 600

1200 ______81.5%
16. 5000 5200
200
______85%
17.
50 10
65
5 70

18.
5 64 60
95%______[50,70]
19. 5000 2000
95%[0.3864,0.4136]
20.
80%
100 95%
[0.7216,0.8784]

B4 Ch3 (I)

25