15MA207 - PQT - UNIT 2, 3 - Cycle Test II - Revised Aug 18x

PROBABILITY
&
QUEUEING THEORY
(As per SRM UNIVERSITY Syllabus)
Dr. P. GodhandaRaman
M.Sc., M.A., M.B.A., Ph.D.
Assistant Professor (Senior Grade)
Department of Mathematics
Faculty of Engineering & Technology
SRM Institute of Science and Technology
Kattankulathur – 603 203
Email : godhanda@gmail.com, Mobile : 9941740168
1
Dr. P. Godhandaraman, Assistant Professor, Dept of Maths, SRM IST, Kattankulathur, Mobile: 9941740168, Email: godhanda@gmail.com
15MA207 – PROBABILITY AND QUEUEING THEORY
UNIT – II - THEORETICAL DISTRIBUTIONS
Syllabus
• Binomial Distribution
• Poisson Distribution
• Geometric Distribution
• Uniform Distribution
• Exponential Distribution
• Normal Distribution
Theoretical
Discrete Distribution Continuous Distribution
Binomial Poisson Geometri Uniform Exponential Normal

DISCRETE DISTRIBUTION
Moment Generating
Mean Variance
Discrete Probability Mass Function (p.m.f.) Function (m.g.f.)
Binomial = = , = 0,1, … +
! "#
Poisson = = , = 0,1, … ∞
!
1
= = "
, = 1, … ∞ %
1−
Geometric
CONTINOUS DISTRIBUTION
Moment Generating
Mean Variance
Continuous Probability Density Function (p.d.f.) Function (m.g.f.)
1 *
− + '+( '−( %
& = , (< <'
'−( , '−( 2 12
Uniform
1 1
& = , ≥0
−,
Exponential %
2 567 3
" 4 9
& = 3 8 , => ?
!3 83
@ : ;%
Normal / √%1 3
−∞ < < ∞, −∞ < : < ∞, ; > 0
BINOMIAL DISTRIBUTION
Bernoulli Distribution : A Bernoulli distribution is one having the following properties
(i) The experiment consists of repeated trials.
(ii) Each trial results in an outcome that may be classified under two mutually exclusive categories as a success or
as a failure.
(iii) The probability of success denoted by , remains constant from trial to trial.
(iv) The repeated trials are independent.
Binomial Distribution:
A Bernoulli trial can result in a success with probability and a failure with probability = 1 − . Then the
probability distribution of the binomial random variable , the number of successes in independent trials
A = B = CDB EB FC B , B = G, H, … C
The quantities & are called the parameters of binomial distribution.
2
Areas of Application:
1. Quality control measures and Sampling processes in industries to classify items as defective or non defective.
2. Medical applications as success or failure of a surgery, cure or no cure of a patient.
Moment Generating Function (m.g.f.) in Binomial Distribution
IJ , = ∑ LM = ∑ LM = ∑ LM
= M M M
+ " " "
+ % % %
+ ⋯+
= + " " "
+ % % %
+ ⋯+ = F + EO C
Mean and Variance using Moment Generating Function in Binomial Distribution
R R
P = Q IJ , S =Q + S =T + "
U LM = + M "
M
= CE
R LM R LM
R3 R
P %
=Q I , S =Q + "
S = T −1 + %
+ + " U
R 3 J LM R LM
LM
= T −1 + M %
M
+ + M " MU
= T − 1 + 1U = CV EV − CEV + CE
W %
=P − TP U% =
% %
− %+ − % %=− %+ = 1 − = CEF
Problems in Binomial Distribution
1. Four coins are tossed simultaneously. What is the probability of getting 2 heads and at least 2 heads?
" " "
Solution : = 4, = , = 1 − =1− = , = = , = 0,1, … .
% % %
" % " \ % ]
(i) 2 ℎ (Z[ = =2 =4 % 4% 9 4% 9 =^
(ii) (,_ ([, 2 ℎ (Z[ = ≥2 = =2 + =3 + =4
" % " \ % " ] " \ ] " \ " \ \ ] " " ""
=4 % 4%9 4%9 +4 ] 4%9 4%9 +4 \ 4%9 4%9 = + + =
^ \ "a "a
2. The probability that a patient recovers from a disease is 0.3. If 18 people are affected from this disease,
What is the probability that (i) At least 10 survive (ii) Exactly 6 survive (iii) 4 to 7 survive
Solution: = 18, = 0.3, = 1 − = 1 − 0.3 = 0.7, = = 18 0.3 0.7 "^
(i) ≥ 10 = 1 − < 10 = 1 − T 0 + 1 + ⋯ + 9 U = 1 − 0.9790 = 0.021
(ii) = 6 = 18 a 0.3 0.7 "^ a = 0.1873
a
(iii) 4 ,g 7 [hijkl = =4 + =5 + =6 + =7
= 18 \ 0.3 0.7\ "^ \
+ 18 n 0.3 0.7
n "^ n
+ 18 a 0.3 0.7 "^ a + 18 o 0.3 o 0.7 "^ o = 0.6947
a
3. In a large consignment of electric bulbs 10% are defective. A random sample of 20 is taken for inspection. Find
the probability that (i) All are good (ii) At most there are 3 defective (iii) Exactly there are 3 defective bulbs.
"M
Solution : = 20, = 10% = "MM = 0.1, = 1 − = 1 − 0.1 = 0.9, = = 20 0.1 0.9 %M
(i) = 0 = 20 M 0.1 M 0.9 %M M = 0.1216

(ii) ≤3 = =0 + =1 + =2 + =3
= 20 M 0.1 0.9M %M M
+ 20 " 0.1 0.9
" %M "
+ 20 % 0.1 % 0.9 %M % + 20 ] 0.1 ] 0.9 %M ]
= 0.8671
(iii) = 3 = 20 ] 0.1 ] 0.9 %M ] = 0.1901
4. It is known that the probability of an item produced by a certain machine will be defective is 5%. If the produced
items are sent to the market in packets of 20, find the number of packets containing (i) At least 2 defective items
(ii) At most 2 defective items in a consignment of 1000 packets using Binomial distribution.
n
Solution : = 20, = 5% = "MM = 0.05, = 1 − = 0.95 , = = 20 0.05 0.95 %M
(i) ≥ 2 =1− <2 =1−T =0 + =1 U

= 1 − 20 M 0.05 0.95M %M M
− 20 " 0.05 " 0.95 %M " = 1 − 0.3585 − 0.3774 = 0.2641
r ≥ 2 = 1000 × 0.2641 = 264
(ii) ≤2 = =0 + =1 + =2
= 20 M 0.05 0.95
M %M M
+ 20 " 0.05 " 0.95 %M " + 20 % 0.05 % 0.95 %M % = 0.9246
r ≤ 2 = 1000 × 0.9246 = 925
5. Out of 800 families with 4 children each, how many families would be expected to have (i) 2 boys and 2 girls (ii)
At least 1 boy (iii) At most 2 girls (iv) Children of both genders. Assume equal prob. for boys and girls.
" "
Solution : Considering each child as a trial = 4. Assuming that birth of a boy is a success, = , = .
% %
3
" " \
Let X denote the no. of successes (boys). = = , = 0,1, … . = =4 4% 9 4% 9
" % " \ % ]
(i) 2 'gt[ ( Z 2 uki_[ = =2 =4 % 4%9 4%9 =
^
]
Number of families having 2 boys and 2 girls = r = 2 = 800 4 9 = 300
^
" M " \ M " "n
(ii) At least 1 boy = ≥1 =1− =0 =1−4 M 4% 9 4% 9 =1− =
"a "a
"n
Number of families having At least 1 boy = r ≥1 = 800 4 9 = 750
"a
(iii) At most 2 girls = exactly 0 , 1 or 2 girls = 4 + 3 + 2 =1−T 0 + 1 U
" M " \ M " " " \ " ""
=1−4 M 4%9 4%9 −4 "4 9 4 9 =
% % "a
""
Number of families having At most 2 girls = 800 4"a9 = 550
(iv) Children of both sexes = 1 − children of the same sex = 1 − T all are boys + all are girls U
" \ " \ \ " M " \ M o
=1− 4 − 0 =1−4 \ 4% 9 4% 9 −4 M 4% 9 4% 9 =
^
o
Number of families having Children of both sexes = 800 4 9 = 700
^
6. For a binomial distribution the mean is 6 and variance is 2. Find the distribution and find A = H .
‹Œ % H " V
Solution : Mean = = 6, Wariance = =2, ‹ =a⇒F=Ž, =1− =1−]=Ž
a a "^ V H % " " ‘ "
= 6 ⇒ = ⇒ = 3 = = 9, C = •, E = , F = , =1 =9 " 4] 9 4] 9 = 0.0012
‹ 4 9 % Ž Ž
•
7. A Binomial variable satisfies the relation •A = ’ = A = V when C = “. Find the parameter E. Solution
: = 6, = = , = 0,1, …
9 =4 = = 2 ⇒ 9 × 6 \ \ a \ = 6 % % a % ⇒ 9 × 6 \ \ % = 6 % % \
9 × 6 \ % = 6 % % ⇒ 135 % = 15 % ⇒ 9 % − % = 0 ⇒ 9 % − 1 − % = 0 ⇒ 8 % + 2 − 1 = 0
" " H
= − gi , E= ∵ E •–CC— ˜O CO™– š›O
% \ ’
H Ž œ
8. A discrete RV X has moment generating function = 4 + O 9 . Find , –• –Cž A =V .
’ ’
] " "n "n
Solution : IJ , = + , = \
, = \
, = 5, P = = \
, W = = "a
] % " n % \n
=2 =5 % 4\ 9 4\ 9 =
n"%
9. Fit a binomial distribution for the following data. Find the parameters of the distribution.
B 0 1 2 3 4 5 6 Total
Ÿ 5 18 28 12 7 6 4 80
Solution : Fitting a binomial distribution means assuming that the given distribution is approximately binomial and
hence finding the probability mass function and the finding the theoretical frequencies.
To find the binomial frequency distribution r + , which fits the given data, we require r, ( Z .
We assume r = total frequency = 80 and = no. of trials = 6 from the given data.
0 1 2 3 4 5 6 Total
& 5 18 28 12 7 6 4 80
& 0 18 56 36 28 30 24 192
∑¡ "‘%
̅= ∑¡
= = 2.4 , = 2.4 ⇒ 6 = 2.4 , = 0.4, = 1 − = 0.6
^M
Theoretical frequencies are given by N = = r , = 0,1, …
80 = 0 = 80 × 6 M 0.4 M 0.6 a M = 3.73, 80 = 1 = 80 × 6 " 0.4 " 0.6 a " = 14.93
80 = 2 = 80 × 6 % 0.4 0.6 % a %
= 24.88, 80 = 3 = 80 × 6 ] 0.4 ] 0.6 a ] = 22.12
80 = 4 = 80 × 6 \ 0.4 \ 0.6 a \ = 11.06, 80 = 5 = 80 × 6 n 0.4 n 0.6 a n = 2.95
80 = 6 = 80 × 6 a 0.4 0.6 a a a
= 0.33, Converting these values into whole numbers consistent
with the condition that the total frequency is 80, the corresponding binomial frequency distribution is as follows
X 0 1 2 3 4 5 6 Total
Theoretical f 4 15 25 22 11 3 0 80
4
POISSON DISTRIBUTION
Definition : The probability distribution of the Poisson random variable , representing the number of outcomes
O6¢ ¢B
occurring in a given time interval or specified region represented as ,, is A =B = , B = G, H, … ∞. where
B!
is the average number of outcomes per unit time or region.
Poisson distribution as Limiting Form of Binomial Distribution
Poisson distribution is a limiting case of binomial distribution under the following conditions
(i) , the number of trials is indefinitely large, i.e., → ∞.
(ii) , the constant probability of success in each trial is very small, i.e., → 0.
(iii) = is finite or = and = 1 − , where is a positive real number.
Areas of Application:
1. The number of misprints on a page of a book.
2. The number of deaths due to accidents in a month on national highway 47.
3. The number of break downs of a printing machine in a day.
4. The number of vacancies occurring during a year in a particular department.
Moment Generating Function (m.g.f.) in Poisson Distribution
5
6¥ 5 5 !# B BV
IJ , = ∑¤LM = ∑¤LM = ∑¤LM = ∑¤LM 4∵ OB = H + H! + +⋯9
! ! ! V!
! #§ ! #2 ! #3 ! #2 ! #3
= ¦ + + + ⋯¨ = ¦1 + + +⋯¨ = !
= O¢ O H#
M! "! %! "! %!
Mean and Variance Using Moment Generating Function in Poisson Distribution
R R ! ! §
P = Q IJ , S =Q "#
S =© "#
ª LM
= "#
M
= ¢ ∵ OG = H#
R LM R LM
R3 R
P =Q I , S =Q = © + ª = ¢ ¢+H
! ! !
%
R 3 J R
"#
S "# "#
LM
LM LM
W =P %
− TP
+ − %=¢ U% = %
Problems in Poisson distribution

1. On an average a typist makes 2 mistakes per page. What is the prob. that she will make (i) No errors on a page
(ii) 4 or more errors on a particular page?
6¥ 5
Solution : = 2, Let represent the number of errors on a page. = = , = 0,1, … ∞
!
63 %§
(i) =0 = = %
= 0.1353
M!
63 %§ 63 %2 63 %3 63 %•
(ii) ≥ 4 =1− <4 =1−T 0 + 1 + 2 + 3 U=1−4 + + + 9
M! "! %! ]!
%2 %3 %•
=1− %
41 + + + 9 = 0.1434
"! %! ]!
2. The number of monthly breakdown of a computer is a random variable having a Poisson distribution with mean
equal to 1.8. Find the probability that this computer will function for a month (i) Without a breakdown (ii) With
only 1 breakdown (iii) With at least 1 breakdown
Solution : λ = 1.8, Let denote the number of breakdown of the computer in a month.
62.¬ ".^ § 62.¬ ".^ 2
(i) =0 = = ".^
= 0.1653 (ii) =1 = = ".^
1.8 = 0.2975
M! "!
(ii) ≥ 1 =1− = 0 = 0.8347
3. It is known that the probability of an item produced by a certain machine will be defective is 5%. If the produced
items are sent to the market in packets of 20, find the number of packets containing (i) At least 2 defective items
(ii) At most 2 defective items in a consignment of 1000 packets using Poisson distribution
n 6¥ 5
Solution : = 5% = 0.05, q = 0.95, = 20, = = 20 × = 1, = = , = 0,1, … ∞
"MM !
62 " § 62 " 2
(i) ≥ 2 =1− <2 =1−Q
M!
+
"!
S=1−T "
+ "U
= 0.2642
r ≥ 2 = 1000 × 0.2642 = 264
62 " § 62 " 2 62 " 3 62
(ii) ≤2 = 0 + 1 + 2 = + + = "
+ "
+ = 0.9197
M! "! %! %
r ≤ 2 = 1000 × 0.9197 = 920
5
4. A manufacturer of cotter pins knows that 5% of his product is defective. If he sells cotter pins in boxes of 100 and
guarantees that not more than 10 pins will be defective. What is approximate probability that a box will fail to
meet the guaranteed quality?
n 6¥ 5
Solution: = 5% = 0.05, q = 0.95, = 100, = = 100 × = 5, = = , = 0,1, … ∞
"MM !
> 10 = 1 − ≤ 10
=1−T 0 + 1 + 2 + 3 + 4 + 5 + 6 + 7 + 8 + 9 + 10 U
§ n2 n3 n• n® n¯ n° n± n¬ n² n2§
n n
=1− Q M! + + + + + + + + + + S = 0.014
"! %! ]! \! n! a! o! ^! ‘! "M!
5. In a book of 520 pages, 390 typographical errors occur. Assuming Poisson law for the number of errors per page,
find the probability that a random sample of 5 pages will contain no error.
]‘M 6§.±¯ M.on §
Solution : = = 0.75, 1 (u lg ,(k [ g iigi = =0 = = M.on
n%M M!
5 (u [ lg ,(k [ g iigi = M.on n
= 0.0235
6. Let X be a RV following Poisson distribution such that A = V = •A = ’ + •GA = “ . Find the mean
and standard deviation of X.
6¥ 5
Solution : = = , = 0,1, … ∞
!
6¥ 3 6¥ ® 6¥ °
=2 =9 = 4 + 90 =6 ⇒ =9 + 90 , ³kjkZk u 't %
%! \! a!
" ‘ 3 ‘M ® " ] 3 ® ® ] 3 "
= + ⇒ = + ⇒ + − =0
%! \! a! % ^ ^ ^ ^ %
\
+ 3 − 4 = 0 ⇒
%
= 1, −4 , Mean = ¢ = H , Variance = ¢ = H , S.D. = √ –•š–C•O = H
7. Fit a Poisson distribution for the following data:
B 0 1 2 3 4 5 Total
Ÿ 142 156 69 27 5 1 400
Finding the probability mass function and then finding the theoretical frequencies.
Solution :
0 1 2 3 4 5 Total
& 142 156 69 27 5 1 400
& 0 156 138 81 20 5 400
∑¡ \MM ´ 6¥ 5 \MM 62 "5

= ∑¡
= = 1, r = 400, Theoretical frequencies are given by r = = =
\MM ! !
\MM 62 "§ \MM 62 "2
400 =0 = = 147.15, 400 =1 = = 147.15
M! "!
\MM 62 "3 \MM 62 "•
400 =2 = = 73.58 , 400 =3 = = 24.53
%! ]!
\MM 62 "® \MM 62 "¯
400 =4 = = 6.13 , 400 =5 = = 1.23
\! n!
0 1 2 3 4 5 Total
Theoretical & 147 147 74 25 6 1 400
GEOMETRIC DISTRIBUTION
Definition: If repeated independent trials can result in a success with probability and a failure with probability
= 1 − , then the probability distribution of the random variable , the number of trials on which the first success
occurs, is A = B = E FB H , B = H, V, … ∞ .
Application: Geometric distribution has important application in queueing theory, related to the number of units
which are being served or waiting to be served at any given time.
Moment Generating Function (M.G.F.) in Geometric Distribution
‹ ‹
IJ , = ∑¤LM = ∑¤L" "
= ∑¤L" = T " + % + ] + ⋯U
Œ Œ
‹ EO
= T1 + "
+ %
+⋯U = T1 − U "
=H ©∵ H − B H
= H + B + BV + ⋯ ª
Œ F O
6
Mean and Variance using Moment Generating Function in Geometric Distribution
R ‹ ! R " Œ ! #‹ ! ‹ ! Œ ! # ž µ ›µ¶ µ›¶
P = Q IJ , S =Q 4 9S =Q S Q∵ žB 4›9 = S
R LM R "
Œ !
LM " Œ ! 3 LM ›V
‹ ! ‹ Œ 3! ?‹ Œ 3! ‹ ! ‹ § ‹ H
= Q " Œ ! 3
S = Q " Œ ! 3 S = " Œ § 3 = ‹3 = E ∵E+F=H
LM LM
3 2
R3 R ‹ ! " Œ ! # ‹ ! ‹ ! % " Œ ! # Œ ! # ž
P %
=Q I , S =Q S =¦ ¨ Q∵ žB µ › = µ ›· + › µ· S
R 3 J LM R " Œ ! 3 LM " Œ ! ®
LM
3 2
" Œ § # ‹ § ‹ § % " Œ § # Œ § # ‹• ?%‹3 Œ % ‹?%Œ H?F
=¦ ¨= = 4 ‹® 9 =
" Œ § ® ‹® EV
"?Œ " "?Œ " F
W =P %
− TP U =
%
− = =
‹3 ‹3 ‹3 EV
ANOTHER FORM OF GEOMETRIC DISTRIBUTION
Definition: If X denotes the number of failure before the first success, then A = B = E FB, B = G, H, V, … ∞ .
Moment Generating Function (M.G.F.) in Geometric Distribution
E
IJ , = ∑¤LM = ∑¤LM = T1 + " + % + ] + ⋯ U = T1 − U " =
H F O
Mean and Variance using Moment Generating Function in Geometric Distribution
R R ‹ R
P = Q IJ , S =Q 4 9S =Q 1− "
S = T −1 1 − " "
− U LM
R LM R " Œ ! LM R LM
F
=T 1− %U
LM = M
1− M %
= ∵E+F=H
E
3 2
R3 R ‹ Œ ! " Œ ! # ‹ Œ ! ‹ Œ ! % " Œ ! # Œ ! # ž µ ›µ¶ µ›¶
P %
=Q I , S =Q S =¦ ¨ Q∵ žB 4›9 = S
R 3 J LM R " Œ ! 3 LM " Œ ! ® ›V
LM
" Œ § #3 ‹ Œ § ‹ Œ § % " Œ § #2 Œ § # ‹• Œ?%‹3 Œ 3 ‹?%Œ FV ?F
P %
=¦ ¨= = %
4 9=
" Œ § ® ‹® ‹® EV
Œ 3 ?Œ Œ3 Œ 3 ?Œ Œ3 F
W =P %
− TP U% = − 3 = =
‹3 ‹ ‹3 EV
Memory less Property of Geometric Distribution
If is a RV with geormetic distribution, then lacks memory, in the sense that A >¸+ ⁄ >[ =A >, .
Proof : = = "
, = 1, … ∞
º J»¼? ∩ J»¼ º J»¼?
> [ + ,⁄ > [ = º J»¼
= º J»¼
>¾ = ∑¤L¿?" "
= ¿?" " + ¿?% "
+ ¿?] "
+⋯= ¿
+ ¿?"
+ ¿?%
+⋯
‹ Œ À
= ¿
1+ "
+ %
+⋯ = ¿
1− "
= = FÁ
‹
Œ ÂÃ! Œ Â Œ !
Hence > [ + , = ¼?
and >[ = ¼
; > [ + ,⁄ > [ = = = =A >,
ŒÂ ŒÂ
Problems in Geometric Distribution
1. If the probability that an applicant for a drivers license will pass the road test on any given trial is 0.8. What is the
probability that he will finally pass the test (i) On the fourth trial (ii) In less than 4 trials?
Solution : = 0.8, = 1 − = 0.2, = = "
, = 1, … ∞
(i) = 4 = 0.8 0.2 \ "
= 0.0064
(ii) < 4 = 1 + 2 + 3 = 0.8 T 0.2 " " + 0.2 % " + 0.2 ] " U = 0.992
2. A typist types 2 letters erroneously for every 100 letters. What is the probability that the 10th letter typed is the 1st
erroneous letter?
%
Solution : = = 0.02, =1− = 0.98, = 10 = 0.02 0.98 "M "
= 0.0167
"MM
3. A die is tossed until 6 appears. What is the probability that it must be tossed more than 5 times?
" n
Solution : = , = 1 − = , = = "
, = 1, … ∞
a a
> 5 = 1 − ≤ 5 =1−T 1 + 2 + 3 + 4 + 5 U
" n " " n % " n ] " n \ " n n "
=1 − a ¦4a9 + 4a9 + 4a9 + 4a 9 + 4a 9 ¨ = 0.4019
4. A trainee soldier shoots a target in an independent fashion. If the probability that the target is shot on any one
shot is 0.8. (i) What is the probability that the target would be first hit at the 6th attempt? (ii) What is the
probability that it takes less than 5 shots?
7
Solution : = 0.8, = 1 − = 0.2, i = 6 = 0.8 0.2 a " = 0.00026
(ii) < 5 = 1 + 2 + 3 + 4 = 0.8 T 0.2 " " + 0.2 % " + 0.2 ] " + 0.2 \ " U = 0.9984
5. The probability that a candidate can pass in an exam is 0.6. (i) What is the probability that he pass in the 3rd trial
(ii) What is the probability that he pass before the 3rd trial?
Solution : : = 0.6, = 1 − = 0.4 i = 3 = 0.6 0.4 ] " = 0.096
(ii) < 3 = 1 + 2 = 0.6 T 0.4 " " + 0.4 % " U = 0.84
6. A discrete RV X has moment generating function = œ − ’ O H find A = œ —• “ .
Solution : = = , = 0, 1, … ∞, IJ , = 1 − "
" \ " " \

IJ , = 5 − 4 "
= 41 − 9 , = , =
n n n n
" \ n " \ a
= 5 gi 6 = =5 + =6 = 4n9 4n9 + 4n9 4n9 = 0.118
7. A coin is tossed until the first head occurs. Assuming that the tosses are independent and the probability of a head
occurring is E, find the value of E so that the probability that an odd number of tosses is required is equal to 0.6.
Can you find a value of E so that the probability is 0.5 that an odd number of tosses is required?
Solution : = = "
, = 1, … ∞
= gZZ hÄ' i = 1 + 3 + 5 + ⋯ = " " + ] " + n " + ⋯
‹ ‹ ‹ "
= 1+ %
+ \
+. . . = T1 + %
+ % %
+. . . U = 1− % "
= = = =
" Œ3 " Œ "?Œ ‹ "?Œ "?Œ
" " "
rgÅ = 0.6 ⇒ = 0.6 ⇒ 0.6 2 − = 1 ⇒ 0.6 = 0.2 ⇒ =
"?Œ % ‹ ]
" "
rgÅ = 0.5 ⇒ = 0.5 ⇒ 0.5 2 − = 1 ⇒ 0.5 = 0 ⇒ =0
"?Œ % ‹
Though we get = 0 it is meaningless. Hence the value of cannot be found out.
UNIFORM DISTRIBUTION
H
, – <<' É
Definition : A continuous RV X with parameters ( and ' is uniform, if it has the p.d.f is Ÿ B = Æ ˜ –
G, — ÇO•Èš¸O
Moment Generating Function (M.G.F.) in Negative Binomial Distribution
!5 *
¤ * " " * " O˜ O–
IJ , = Ê ¤
& Z = Ê+ * +
Z = * Ê
+ +
Z = * +
Q S = ˜ –
+
Mean and Variance using Moment Generating Function in Negative Binomial Distribution
3 *
¤ * " " * " *3 +3 * + *?+ ˜?–
P =Ê ¤
& Z = Ê+ Z = Ê+ Z = Q S =% = =
* + * + * + % + * + % * + V
¤ * " * " " • * * • +• * + * 3 ?+*?+ 3 # ˜V ?–˜?–V
P %
= Ê¤ %
& Z = Ê+ %
Z = Ê % Z = Q S =]* + = =
* + * + + * + ] + ] * + Ž
* 3 ?+*?+ 3 *?+ % * 3 ?+*?+ 3 * 3 ?%+*?+ 3 ˜ – V
W =P %
− TP U% = −4 9 = − =
] % ] \ HV
Problems in Uniform Distribution
H
1. If the MGF of a uniform distribution for a random variable is Oœ − O’ #, find .
Ë! Ì! *?+ n?\
Solution: IJ , = * +
, ' = 5, ( = 4, P = %
= %
= 4.5
2. A random variable has a uniform distribution over −Ž, Ž .
H
(i) A < 2 (ii) A | | < 2 (iii) A | − V| < 2 (iv) Find Î for which A >Î =
Ž
" "
Solution: & = , (< < ', & = , − 3 < <3
* + a
% " " n % " " %
(i) <2 = Ê ] 4a9 Z = T U% ] = (ii) | | < 2 = Ê % 4 9 Z = T U% % =
a a a a ]
] " " "
(iii) | − 2| < 2 = −2 < −2 < 2 = 0< < 4 = ÊM 4 9 Z = T U]M =
a a %
" ] " " " "
(iv) > ¾ = ⇒ Ê¿ 4 9 Z = ⇒ T U]¿ = ⇒ 3 − ¾ = 2 ⇒ Á = H
] a ] a ]
3. Busses arrive at a specified stop at 15 min intervals starting at 7 am this is they arrive at 7, 7.15, 7.30, 7.45 and so
on. If a passenger arrives at the stop at a random time that is uniformly distributed between 7 and 7.30 am find
the probability that he waits (i) Less than 5 min for a bus. (ii) At least 12 min for a bus.
8
" "
Solution: & = , (< < ', & = , 0< < 30
* + ]M
"n " ]M " " " "
(i) < 5 Äk h, [ = 10 < < 15 + 25 < < 30 = Ê"M Z + Ê%n Z = T U"n
"M + ]M T U%n = ]
]M
]M ]M ]M
] " "^ " " " "
(ii) Ï,_ ([, 12 Äk = 0< <3 + 15 < < 18 = ÊM ]M Z + Ê"n Z = T U]M + T U"^ "n = n
]M ]M ]M
4. Trains arrive at a station at 15 minutes intervals starting at 4 am. If a passenger arrive to the station at a time that
is uniformly distributed between 9.00 and 9.30, find the probability that he has to wait for the train for
(i) Less than 6 minutes (ii) More than 10 minutes.
" "
Solution: & =* +
, (< < ', & = ]M , 0 < < 30
"n " ]M " " " %
(i) < 6 Äk h, [ = 9< < 15 + 24 < < 30 = Ê‘ Z + Ê%\ Z = T U"n ‘ + ]M T U%\ = n
]M
]M ]M ]M
n " %M " " " "
(ii) Igi ,ℎ( 10 Äk = 0< <5 + 15 < < 20 = ÊM Z
]M
+ Ê"n ]M Z = ]M T UnM + ]M T U"n
%M
=
]
5. If X is a RV with a continuous distribution function Ð B , prove that Ñ = Ð has a uniform distribution in
H
B − H , H ≤ B ≤ ŽÉ
G, H . Further if Ÿ B = ÆV find the range of Ñ corresponding to the range H. H ≤ ≤ V. •.
G, — ÇO•Èš¸O
Solution: The distribution function of Y :ÒÓ t = Ô≤t = Õ ≤t = T ≤Õ "
t U = ÕTÕ "
t U=t,
R
u t = Ò t = 1, Also the range of Y is 0 ≤ y ≤ 1, since the range of F x is (0, 1).
RÖ Ó
EXPONENTIAL DISTRIBUTION
Definition: A continuous RV X defined in 0, ∞ is said to follow an exponential distribution if the probability
density function is Ÿ B = ¢ O ¢B , B ≥ G.
Application: Exponential distribution is useful in queueing theory and reliability theory. Time to failure of a
component and time between arrivals can be modeled using exponential distribution.
Moment Generating Function (M.G.F.) in Exponential Distribution
6 ¥6! 5 ¤
¤ ¤ ¤ ¢
IJ , = Ê ¤
& Z = ÊM Z = ÊM Z = ¦ ¨ =¢
M
Mean and Variance using Moment Generating Function in Exponential Distribution
R R R H
P = Q IJ , S = Q 4 9S = Q − , "S = T −1 − , % −1 U LM =
R LM R LM R LM ¢
R3 R V
P %
= QR 3 IJ , S = QR −, %
S = T −2 −, ]
−1 U LM = ¢V
LM LM
% " H
W =P %
− TP U% = 3 − 3 = ¢V
Memory less Property of Exponential Distribution
Statement: If is exponential distributed with parameter ¢, then for any 2 positive integers s and t
A >¸+ ⁄ >[ =A >, .
º J»¼? ∩ J»¼ º J»¼?
Proof : > [ + ,⁄ > [ = = , & = , ≥0
º J»¼ º J»¼
6¥5 ¤
¤ ¤
> ¾ = Ê¿ & Z = Ê¿ Z = Q S =O ¢Á
¿
6¥ ÂÃ!
Hence > [ + , = ¼?
and >[ = ¼
; > [ + ,⁄ > [ = 6¥Â = =A >,
Problems in Exponential Distribution
H
1. The time (in hours) required to repairs a machine is exponential, distributed with parameter ¢ = . (i) What is the
V
probability that the repair time exceeds 2 hours? (ii) What is the conditional prob. that a repair takes at least 10h
given that its duration exceeds 9h?
5 ¤
5 6 6Ú 62
¤" " 3
Solution: & = , > 0, (i) > 2 = Ê% 3 Z = Ø 2 Ù = = "
= 0.3679
% % "
3 %
5 ¤ 2
5 6 6Ú 6 2
¤ ¤" "
≥ 10⁄ > 9 =
3 3
(ii) >1 = Ê" & Z = Ê" % 3 Z = Ø 2Ù = = 3 = 0.6065
% "
3 "
2. The mileage which car owners get with a certain kind of radial tire is a RV having an exponential distribution
with mean 40,000 km. Find the prob. that one of these tires will last (i) Atleast 20,000 km (ii) At most 30,000 km
5
" " "
Solution: I ( = = 40,000 ¾Ä, = , & = , > 0, & = ®§,§§§ , >0
\M,MMM \M,MMM
9
5 ¤
5 6 2
¤ ¤ " " ®§,§§§
(i) ≥ 20,000 = Ê%M,MMM & Z = Ê%M,MMM \M,MMM ®§,§§§ Z = Ø 2 Ù = 3 = 0.6065
\M,MMM
®§,§§§ %M,MMM
5 ]M,MMM
5 6 •
]M,MMM ]M,MMM " " ®§,§§§
(ii) ≤ 30,000 = ÊM & Z = ÊM ®§,§§§ Z = Ø 2 Ù =1− ® = 0.527
\M,MMM \M,MMM
®§,§§§ M
3. The length of time a person speaks over phone follows exponential distribution with mean 6. What is the
probability that the person will talk for (i) More than 8 min (ii) Less than 4 min (iii) Between 4 and 8 min
5 ¤
5 6 ®
" " ¤ " " °
Solution: I ( = = 6, = , & = , > 0 (i) >8 = Ê^ a ° Z = Ø 2 Ù = • = 0.2635
a a
° ^
5 \
5 6 3
\ " " °
(ii) <4 = ÊM a ° Z = Ø 2 Ù =1− • = 0.4865
a
° M
5 ^
5 6 3 ®
^ " " °
(iii) 4≤ ≤8 = Ê\ a ° Z = a
Ø 2 Ù = • − • = 0.5134 − 0.2635 = 0.2499
° \
4. The amount of time that a watch can run without having to be reset is a random variable having exponential
distribution, with mean 120 days. Find the prob. that such a watch will have to be reset in less than 24 days.
5
" " "
Solution:, I ( = = 120 Z(t[, = "%M , & = , > 0, & = "%M 23§ , >0
5 %\
5 6 2
%\ %\ " " 23§
< 24 = ÊM & Z = ÊM 23§ Z = Ø 2 Ù =1− ¯ = 0.1813
"%M "%M
23§ M
5. The number of kilo meters that a car can run before its battery has to be replaced is exponentially distributed with
an average of 10,000 kms. If the owner desires to take a tour consisting of 8000 kms, what is the probability that
he will be able to complete is his tour with our replacing the battery?
5
" " "
Solution:, I ( = = 10,000, = , & = , > 0, & = 2§,§§§ , >0
"M,MMM "M,MMM
5 ¤
5 6 ®
¤ ¤ " " 2§,§§§
> 8000 = Ê^MMM & Z = Ê^MMM 2§,§§§ Z = Ø 2 Ù = ¯ = 0.4493
"M,MMM "M,MMM
2§,§§§ ^MMM
6. In a construction site, 3 lorries unload materials per hour, on an average. What is the probability that the time
between arrival of successive lorries will be (i) at least 30 minutes (ii) less than 10 minutes?
Solution: = 3, & = , > 0, & = 3 ] , > 0
"
(i) Probability that the time between arrival of successive lorries equal to 30 minutes or hour
%
6•5 ¤ •
" ¤ ¤
4 ≥ %
9 = Ê2 & Z = Ê2 3 ]
Z = 3Q S
] 2
= 3 = 0.223
3 3 3
"
(ii) Probability that the time between arrival of successive lorries equal to 10 minutes or hour
a
2
2 2 6•5 ° 2
"
4 < a9 = ÊM° & Z = ÊM° 3 ]
Z = 3Q
] M
S =1− 3 = 0.393
NORMAL DISTRIBUTION
The Normal distribution was first described by De Moive in 1933 as the limiting form of Binomial distribution as the
number of trials becomes infinite. This discovery came into limelight after its discovery by both Laplace and Gauss
half a century later. So this distribution is also called Gaussion distribution.
Definition: A continuous RV X, with parameters : and ; % is normal if it has a probability density function
H B6Ý V
H 4 9
Ÿ B = O V Û , −∞ < <∞
Û√V Ü
J >
Standard Normal distribution: If X is a RV following normal distribution with parameter : and ;, then Þ = is
/
àV
H
called a Standard Normal variate and the p.d.f. of the standard variate Z is given by ß à = O V , −∞ < Þ < ∞
√V Ü
Application: (i) The most important continuous probability distribution in the statistics field is Normal distribution.
(ii) In nature like rainfall and meteorological studies (iii) In industry (iv) In error calculation of experiments
(v) Statistical quality control (vi) Radar applications and in research.
10
Problems in Normal Distribution
1. If is normally distributed and the mean is 12 and the SD is 4. Find out the following
(i) A ≥ VG (ii) A ≤ VG (iii) A G ≤ ≤ HV
Solution: : = 12, ; = 4
J > %M > %M "%
(i) ≥ 20 = 4/
≥ /
9 = 4á ≥ \
9 = á ≥ 2 = 0.5 − 0 ≤ á ≤ 2 = 0.5 − 0.4772 = 0.0228
J > %M > %M "%
(ii) ≤ 20 = 4 ≤ 9= 4á ≤ 9= á ≤ 2 = 0.5 + 0 ≤ á ≤ 2 = 0.5 + 0.4772 = 0.9772
/ / \
M > J > "% > "% "% "%
(iii) 0≤ ≤ 12 = 4 ≤ ≤ 9= 4 ≤á≤ 9= −3 ≤ á ≤ 0 = 0 ≤ á ≤ 3 = 0.4987
/ / / \ \
2. The savings bank account of a customer showed an average balance of Rs. 150 and a S.D. of Rs. 50. Assuming
that the account balances are normally distributed (i) What percentage of account is over Rs. 200? (ii)
What percentage of account is between Rs. 120 & Rs. 170? (iii) What % of account is less than Rs. 75?
Solution: : = 150, ; = 50
%MM "nM
(i) ≥ 200 = 4á ≥ nM
9 = á ≥ 1 = 0.5 − 0 ≤ á ≤ 1 = 0.5 − 0.3413 = 0.1587
Percentage of account is over Rs. 200 is 15.87%
"%M "nM "oM "nM
(ii) 120 < < 170 = 4 nM
<á< nM
9 = −0.6 < á < 0.4
= 0 < á < 0.6 + 0 < á < 0.4 = 0.2257 + 0.1554 = 0.3811
Percentage of account is between Rs. 120 & Rs. 170 is 38.11%
on "nM
(iii) < 75 = 4á < 9 = á < −1.5 = 0.5 − 0 < á < 1.5 = 0.5 − 0.4332 = 0.0668
nM
Percentage of account is less than Rs. 75 is 6.68%
3. In an examination the marks obtained by the students in Maths, Physics and Chemistry are normally distributed
about mean 50, 52, 48 and S.D. 15, 12, 16 respectively. Find the prob. of securing a total mark of 180 or above.
Solution: Let , Ô, á be the marks of respective subjects. The total marks â = + Ô + á
: = P â = P +Ô+á = P + P Ô + P á = 50 + 52 + 48 = 150
;% = W â = W + Ô + á = W + W Ô + W á = 15% + 12% + 16% = 225 + 144 + 256 = 625 , ; = 25
"^M "nM
â ≥ 180 = 4á ≥ 9= á ≥ 1.2 = 0.5 − 0 ≤ á ≤ 1.2 = 0.5 − 0.3849 = 0.1151
%n
4. In an engineering examination, a student is considered to have failed, secured second class, first class and
distinction, according as he scores less than 45%, between 45% and 60%, between 60% and 75% and above 75%
respectively. In a particular year 10% of the students failed in the examination and 5% of the students got
distinction. Find the percentages of students who have got first class and second class.
Solution: Let X follow the distribution N μ, σ .
Given: < 45 = 0.10 and > 75 = 0.05
J > \n > on > J >
4−∞ < /
<
/
9 = 0.1 and 4 /
<
/
< ∞9 = 0.05
\n > on >
4−∞ < á < / 9 = 0.1 and 4 / < á < ∞9 = 0.05
> \n on >
40 < á < /
9 = 0.4 and 40 < á < /
9 = 0.45
> \n on >
From the table, = 1.28 and = 1.64
/ /
: − 1.28; = 45 (1) and : + 1.64; = 75 (2)
Solving equations (1) and (2), : = 58.15 and ; = 10.28
aM > J > on > aM n^."n on n^."n
æ,hZ ,[ u ,[ &ki[, l_([[ = 60 < < 75 = 4 < < 9= 4 <á< 9
/ / / "M.%^ "M.%^
= 0.18 < á < 1.64 = 0 < á < 1.64 − 0 < á < 0.18
= 0.4495 − 0.0714 = 0.3781
Percentage of students getting first class = 38
Now percentage of students getting second class = 100 – (students who have failed, got 1st class and got distinction)
Percentage of students getting second class = 100 − 10 + 38 + 5 = 47.
11
5. If the actual amount of instant coffee which a filling machine puts into ‘6 – ounce’ jars is a RV having a normal
distribution with S.D. is 0.05 ounce and if only 3% of the jars are to contain less than 6 ounce of coffee, what
must be the mean fill of these jars?
Solution: Let X be the actual amount of coffee put into the jars. Then X follows N μ, σ , σ = 0.05
] a > > a
< 6 = 3% = = 0.03 ⇒ 4−∞ < á < M.Mn9 = 0.03 ⇒ 40 < á < M.Mn9 = 0.5 − 0.03 = 0.47
"MM
> a
From the table, = 1.808, Ý = “. G•G’ —µC•O¸
M.Mn
6. In a newly constructed township, 2000 electric lamps are installed with an average life of 1000 burning hours and
standard deviation of 200hours. Assuming the life of the lamps follows normal distribution, find (i)The no. of
lamps expected to fail during the first 700 hrs. (ii) In what period of burning hours 10% of the lamps fail.
Solution: : = 1000, ; = 200
J > oMM "MMM
(i) ≤ 700 = 4 / < %MM 9 = á < −1.5 = á > 1.5 = 0.5 − 0 < á < 1.5
= 0.5 − 0.4332 = 0.0668 (∵From Normal Table)
The no. of lamps that fail to burn in the first 700 hours = 2000 × 0.0668 = 133.6 ≈ 134
(ii) Let , be the period at which 10% of lamps fail.
J > "MMM "MMM
≤ , = 0.1 ⇒ 4 ≤ 9 = 0.1 ⇒ 4á ≥ 9 = 0.1
/ %MM %MM
"MMM "MMM
40 ≤ á ≤ %MM 9 = 0.5 − 0.1 = 0.4 ⇒ %MM
= 1.28 ⇒ = ë’’ (∵From Normal Table)
7. The marks obtained by a number of students in a certain subject are approximately normally distributed with
mean 65 and standard deviation 5. If 3 students are selected at random from this group, what is the probability
that at least 1 of them would have scored above 75?
Solution: : = 65, ; = 5
J > on > on an
> 75 = 4 > 9 = 4á > n 9 = á > 2 = 0.5 − 0 < á < 2 = 0.5 − 0.4772 = 0.0228
/ /
= ( [,hZ , [lgi [ ('gj 75 = 0.0228 , = 1 − = 0.9772 and = 3
t = Ö Ö Ö
, t = 0,1, … , t = 3 Ö 0.0228 Ö 0.9772 ] Ö , t = 0,1, …
Ô ≥ 1 = 1 − Ô < 1 = 1 − 0 = 1 − 3 M 0.0228 M 0.9772 ] M = 0.0667
8. In a normal distribution 31% of the items are under 45 and 8% are over 64. Find the mean and S.D.
Solution: Let mean by μ and standard deviation σ
31% of the items are under 45 and 8% are over 64
< 45 = 31% and > 64 = 8%
J > \n > J > a\ >
4 < 9 = 0.31 and 4 > 9 = 0.08
/ / / /
\n > a\ >
4á < /
9 = 0.31 and 4á > / 9 = 0.08
> \n a\ >
40 < á < /
9 = 0.5 − 0.31 = 0.19 and 40 <á<
/
9 = 0.5 − 0.08 = 0.42
> \n a\ >
/
= 0.5 and /
= 1.4
: − 0.5; = 45 and : + 1.4; = 64
Solving for μ and σ, we get ì = œG and í = HG
9. In a distribution exactly normal 7% of the items are under 35 and 89% are under 63. What are the mean and S.D.
of the distribution?
7% of the items are under 35 and 89% are over 63
< 35 = 7% and < 63 = 89%
J > ]n > J > a] >
4 < 9 = 0.07 and 4 < 9 = 0.89
/ / / /
]n > a] >
4á < /
9 = 0.07 and 4á < / 9 = 0.89
> ]n a] >
40 < á < /
9 = 0.5 − 0.07 = 0.43 and 40 <á<
/
9 = 0.89 − 0.5 = 0.39
> ]n a] >
/
= 1.48 and /
= 1.23
: − 1.48; = 35 and : + 1.23; = 63
Solving for μ and σ, we get ì = œG. Ž and í = HG. ŽŽ
12
10. In a normal distribution of a large group of men 5% are under 60 in height and 40% are between 60 and 65. Find
the mean height and S.D.
5% of the items are under 60 and 40% are between 60 and 65
< 60 = 5% and 60 < < 65 = 40% = 0.4
J > aM >
4 < 9 = 0.05 and < 65 = < 60 + 60 < < 65
/ /
aM > J > an >
4á < /
9 = 0.05 and 4 / < / 9 = 0.05 + 0.4 = 0.45
> aM > an
40 < á < /
9 = 0.5 − 0.05 = 0.45 and 40 < á <
/
9 = 0.5 − 0.45 = 0.05
> aM > an
= 1.645 and = 0.13
/ /
: − 1.645; = 60 and : + 0.13; = 65
Solving for μ and σ, we get ì = “œ. ’V and í = Ž. V•
11. If X is î Ž, ’ . Find Á so that A | − Ž| > ¾ = G. Gœ.
J > J ]
Solution: Let mean by μ and standard deviation σ. : = 3, ; % = 4, ; = 2, á = /
= %
J ] ¿ ¿ ¿
| − 3| > ¾ = 0.05 ⇒ 4ï ï > %9 = 0.05 ⇒ 4|á| > %9 = 0.05 ⇒ 2 4á > %9 = 0.05
%
¿ ¿ ¿ ¿
4á > % 9 = 0.025 ⇒ 0.5 − 40 < á < % 9 = 0.025 ⇒ 40 < á < %9 = 0.475 ⇒ % = 1.96 ⇒ Á = Ž. •V
12. The percentage of a particular compound contained in a rocket fuel follows the distribution î ŽŽ, Ž , through
the specification for is that it should lie between 30 and 35. The manufacturer will get a net profit (per unit of
the fuel) of Rs. 100, if ŽG < < 35, Rs. 50, if Vœ < ≤ ŽG —• Žœ ≤ < 40 and incur a loss of Rs. 60 per unit
of the fuel otherwise. Find the expected profit of the manufacturer. If he wants to increase his expected profit by
50% by increasing the net profit on that category of the fuel that meets the specification, what should be the new
net profit per unit of the fuel of this category?
Solution: r :, ; , r 33, 3 , : = 33, ; = 3
]M > J > ]n > ]M ]] ]n ]]
30 < < 35 = 4 < < 9 = 4 <á< 9 = −1 < á < 0.67
/ / / ] %
= −1 < á < 0 + 0 < á < 0.67 = 0<á<1 + 0 < á < 0.67
= 0.3413 + 0.2486 = 0.5899 (∵From Normal Table)
%n > J > ]M > %n ]] ]M ]]
25 < ≤ 30 = 4 < < 9= 4 <á< 9= −2.67 < á < −1
/ / / ] %
= 1 < á < 2.67 = 0 < á < 2.67 − 0 < á < 1 = 0.4962 − 0.3413 = 0.1549
]n > J > \M > ]n ]] \M ]]
35 ≤ < 40 = 4 < < 9= 4 <á< 9= 0.67 < á < 2.33
/ / / ] %
= 0 < á < 2.33 − 0 < á < 0.67 = 0.4901 − 0. .2486 = 0.2415
T 25 < ≤ 30 gi 35 ≤ < 40 U = 25 < ≤ 30 + 35 ≤ < 40 = 0.1549 + 0.2415 = 0.3964
< 25 gi > 40 = 1 − 0.5899 + 0.3964 = 0.0137
Profit / Unit Probability
Rs. 100 0.5899
Rs. 50 0.3964
Rs. -60 0.0137
P ig&k, i h k, = ð[. 100 × 0.5899 + 50 × 0.3964 − 60 × 0.0137 = ð[. 79
Let the revised net profit per unit of the first category fuel be ¾.
P ð jk[ Z ig&k, i h k, = ð[. ¾ × 0.5899 + 50 × 0.3964 − 60 × 0.0137 = ð[. 0.5899¾ + 18.998
P ð jk[ Z ig&k, i h k, = ð[. 79 + ð[. 39.5
""^.n "^.‘‘^
0.5899¾ + 18.998 = 118.5 ⇒ ¾ = = 168.68 ⇒ Á = H“•
M.n^‘‘
All the Best
Dr. P. GodhandaRaman, Assistant Professor, Department of Mathematics
SRM IST, Kattankulathur – 603 203
13
Normal Distribution Table
Dr. P. GodhandaRaman
Assistant Professor, Department of Mathematics, SRM University, Kattankulathur
14
UNIT – 3 : TESTING OF HYPOTHESIS
Syllabus:
• Z – Test
• t – Test
• F - Test
• Chi – Square Test – Goodness of Fit, Independent Attributes
Samples
Large Sample Small Sample

C > 30 C < 30
Z – Test øV − ÷O¸ F - Test − ÷O¸
Single Difference Single Differenc Goodnes Independent Single Difference

Mean Mean Proportion e s of Fit Attributes Mean Mean
STATISTICS BASIC DEFINITIONS

Population: The word population or Universe in statistics is used to refer to any collection of individuals. The
population may be finite or infinite. For example, we may have population of height, weight, ages, etc.
Sample : A finite subset of a population is called a sample.
Sample size: The number of elements in a sample is called the sample size.
Sampling : The process of selection of such samples is called sampling. For example, a housewife normally tests the
cooked products to find if they are properly cooked & contain the proper quantity of salt.
Parameters : The statistical constants of the population such as the mean, the variance etc,
Statistics : The statistical concepts of the sample computed from the members or observation of the sample to
estimate the parameters of the population from which the sample has been drawn are known as statistics. Population
mean and variance are normally referred by : and ; % while the sample mean and variance are referred by ̅ and [ % .
Sampling Distribution : If we draw a sample of size from a given finite population of size r then the total number
´!
of possible sample is r . r = ! ´ ! = ñ.
Standard Error (S.E.) : The standard deviation of sampling distribution of a statistic is known as its standard error.
Test of Significance : A very important aspect of the sampling theory is the study of tests of significance which
enable us to decide on the basis of the sample results if
(i) The deviation between the observed sample statistic & the hypothetical parameter value is significant.
(ii) The deviation between two sample statistics is significant.
Null Hypothesis òG : There is no significant difference between the sample statistic and the corresponding
population parameter or between two sample statistics is called Null Hypothesis.
Alternate Hypothesis òH : A hypothesis that is different from the null hypothesis.
Two Tailed : óM : : = :M , ó" : : ≠ :M ,
One Tailed : óM ∶ : = :M , ó" : : > :M (Right Tailed), ó" : : < :M (Left Tailed)
Error in Sampling: The main aim of the sampling theory is to draw a valid conclusion or a valid inference about the
population parameters on the basis of the sample results. For example, the mother at home tests the cooked products
by taking and testing a small amount of cooked product. If this small amount of cooked product is good, we accept
the lot to be good.
Type I Error : Reject óM when it is true. Type II Error : Accept óM when it is wrong.
15
Critical Region : A region, corresponding to a statics ,, in the sample space S which amounts to rejection of the null
hypothesis óM is called as critical region or region of rejection. The region of the sample space S which amounts to
the acceptance óM is called acceptance region.
Level of Significance : The probability ù that a random value of the statistic , belongs to the critical region is known
as the level of significance. In other words, level of significance is the size of the Type I error. The levels of
significance usually employed in testing of hypothesis are 5% and 1%.
LARGE SAMPLES
If the size of the sample ≥ 30, then that sample is called large sample. If is large, the distributions, such as
Binomial, Poisson, chi – square etc., are closely approximated by normal distributions. There are 4 important test to
test the significance of large samples. 1.Single Proportion 2.Difference of proportions 3.Single mean 4. Difference of
means.
PROCEDURE FOR TESTING OF HYPOTHESIS
1. Set up the null hypothesis óM.
2. Set up the alternative hypothesis ó" .
This will enable us to decide whether we have to use a single tailed (right or left) test or two tailed test.
3. Choose the appropriate level of significance(either 5% or 1% level). This is to be decided before sample is drawn.
ú
4. Compute the test statistics Þ = under the null hypothesis.
¼ú
5. We compare the computed value of Þ in step (4) with the tabulated value Þû at given level of significance ù.
If the calculated value of á is less than tabulated value Þû then óM accepted.
If the calculated value of á is greater than tabulated value Þû then óM rejected.
Critical Value àü of à :
Level of Significance ü
Critical Value àü
H% G. GH œ% G. Gœ
Two Tailed Test |áû | = 2.58 |áû | = 1.96
Right Tailed Test áû = 2.33 áû = 1.645
One Tailed Test áû = −2.33 áû = −1.645
SINGLE PROPORTION
Suppose a large sample of size is taken from a normal population. To test the significant difference between the
E A
sample proportion and the population proportion , we use the statistic à =
Aþ
ý
C
º
1. The probable limits for the observed proportion of successes are given by ± Þû ý .
‹Œ
2. If P is not known, the limits for the population proportion P are given by ± Þû ý where =1− .
3. If ù is not given, we can take safely 3; limits. Hence, confidence limits for observed proportion are ±
º ‹Œ
3ý and confidence limits for the population proportion P are ± 3ý where =1− .
‹Œ
4. 95% confidence limits for population proportion P are given by ± 1.96ý where =1−
‹Œ
5. 99% confidence limits for population proportion P are given by ± 2.58ý where =1−
PROBLEMS IN SINGLE PROPORTION
Two Tailed Test
1. A coin is tossed 256 times and 132 heads are obtained. Would you conclude that the coin is a biased one?
J "]%
Solution: = 256, = No. of success = 132, = proportion of successes in the sample = = = 0.5156 ,
%na
"
= populatin proportion = %
, =1− = 0.5 ; Null Hypothesis óM ∶ The coin is unbiased.
Alternative Hypothesis ó" : The coin is biased. ≠ 0.5 (two tailed test)
‹ º M.n"na M.n
Test statistics Þ = = = 0.4992 , |Þ| = 0.4992 < 1.96 ; óM is accepted. Hence the coin is unbiased.
§.¯ §.¯
ý ý
3¯°
16
2. In a city, a sample of 1000 people were taken & out of them 540 are vegetarians & the rest are non vegetarians.
Can we say that both habits of eating are equally popular in the city at 1% & 5% level of significance?
n\M
Solution: = 1000, = sample proportion of vegetarians = = 0.54
"MMM
"
= populatin proportion of vegetarians = = 0.5, %
=1− = 0.5
óM ∶ = 0.5 Both habits are equally popular in the city). ó" : ≠ 0.5 (two tailed test)
‹ º M.n\ M.n
Test statistics Þ = = = 2.5298
§.¯ §.¯
ý ý
2§§§
(i) |Þ| = 2.5298 < 2.58, óM accepted at 1%. (ii) |Þ| = 2.5298 > 1.96, óM rejected at 5% level of significance.
Both types of eaters are popular at 1% level and not so at 5% level of significance.
Right Tailed Test
3. In a big city 325 men out of 600 men were found to be smokers. Does this information support the conclusion that
the majority of men in this city are smokers?
]%n
Solution: = 600, = aMM = 0.5417, = Population proportion of smokers in the city = 0.5, = 0.15
Null Hypothesis óM ∶ = 0.5, Alternative Hypothesis ó" : > 0.5 (right tailed test)
‹ º M.n\"o M.n
Test statistics Þ = = = 2.04 , Þû = 1.645 at 5% level of significance
§.¯ §.¯
ý ý
°§§
|Þ| > Þû , óM is rejected. Þû = 2.33 at 1% level of significance, |Þ| < Þû , óM is accepted

Left Tail Test
4. A manufacturer claimed that at least 95% of its products supplied confirms to the specifications. Out of a sample
of 200 numbers, 18 are defective. Test the claim at 5% level of significance.
%MM "^ "^%
Solution: = 200, = proportion of products con irming to speci ications = %MM
= %MM = 0.91
‘n
= population proportion = = 0.95, =1− = 0.05
"MM
Null Hypothesis óM ∶ = 0.95, Alternative Hypothesis ó" : < 0.95. (Left tailed test)
‹ º M.‘" M.‘n
Test statistics Þ = = = −2.596 , |Þ| = 2.596 > 1.645, óM is rejected at 5% level of significance.
§.²¯ §.§¯
ý ý
3§§
5. The fatality rate of typhoid patients is believed to be 17.26 per cent. In a certain year 640 patients suffering from
typhoid were treated in a metropolitan hospital and only 63 patients died. Can you consider the hospital efficient?
a]
Solution: = 640, = a\M = 0.0984, = 0.1726, =1− = 0.8274
Null Hypothesis óM ∶ = , i.e. The hospital is not efficient.
Alternative Hypothesis ó" : < . (Left tailed test)
‹ º M.M‘^\ M."o%a
Test statistics Þ = = = −4.96 , |Þ| = 4.96 > −2.33 , óM is rejected at 1% level of significance.
§.2±3° §.¬3±®
ý ý
°®§
The hospital is efficient in bringing down the fatality rate of typhoid patients.
Confidence Limits for the Population Proportion
6. A random sample of 500 toys was taken from a large consignment and 65 were found to be defective. Find the
percentage of defective toys in the consignment.
an
Solution: = 500, = nMM = 0.13, =1− = 0.87, Confidence Limits for the Population Proportion P:
‹Œ M."]×M.^o
= ± 3ý = 0.13 ± 3ý = 0.175 ( Z 0.085
nMM
The percentage of defective toys in the consignment lies between 17.5 and 8.5.
7. A biased coin was thrown 400 times and 240 heads turned up. Find the probability of throwing heads in a single
trial almost certainly lies between 0.53 and 0.67.
%\M
Solution: = 400, = \MM = 0.6, =1− = 0.4 Confidence Limits for the Population Proportion P :
‹Œ M.a×M.\
= ± 3ý = 0.6 ± 3ý = 0.6735 ( Z 0.5265
\MM
The percentage of defective toys in the consignment lies between 52.65 and 67.35.
17
DIFFERENCE OF PROPORTIONS
Suppose 2 large samples of sizes "& % are taken respectively from 2 different populations. To test the significant
EH EV CH EH ?CV EV
difference between the sample proportions and find à = where A = and þ = H − A.
" % H H CH ?CV
ýAþ= ? @
CH CV
Two Tailed Test

1. Random samples of 400 men and 600 women were asked whether they would like to have a school near their
residence. 200 men and 325 women were in favour of the proposal. Test the hypothesis that the proportions of
men and women in favour of the proposal are same, at 5% level of significance.
%MM ]%n
Solution: " = 400, % = 600, " = proportion of men = \MM = 0.5, % = proportion of women = aMM = 0.54
Null Hypothesis óM ∶ " = %, Alternative Hypothesis ó" : " ≠ % (two tailed test)
‹2 ‹3 2 ‹2 ? 3 ‹3
Test statistics Þ = , where = = 0.525, =1− = 0.475
ýº 4
2
?
2
9 2? 3
2 3
M.n M.n\
Þ= = −1.29, |Þ| = 1.29, Þû = 1.96 at 5% level of significance, |Þ| < Þû ,
2 2
ý M.n%n×M.\on 4 ? 9
®§§ °§§
óM is accepted. i.e. men and women do not differ significantly in their attitude as regards the proposal.
2. In a large city A, 20% of a random sample of 900 school boys had a slight physical defect. In another large city B,
18.5% of a random sample of 1600 school boys had the same defect. Is the difference between the proportions
significant?
Solution: " = 900, % = 1600, " = 20% = 0.2, % = 18.5% = 0.185
Null Hypothesis óM ∶ " = % , Alternative Hypothesis ó" : " ≠ % (two tailed test)
‹2 ‹3 2 ‹2 ? 3 ‹3
Test statistics Þ = , where = , =1−
ýº 4
2
?
2
9 2? 3
2 3
‘MM×M.% ? "aMM×M."^n "^M?%‘a
= = = 0.1904, =1− = 0.8096
‘MM?"aMM %nMM
‹2 ‹3 M.% M."^n
Þ= 2 2
= = 0.92
2 2
ýº 4 ? 9 ý M."‘M\×M.^M‘a 4 ? 9
2 3 ²§§ 2°§§
Þû = 1.96 at 5% level of significance, |Þ| < Þû , óM is accepted.

Therefore, the difference between " and % is not significant at 5% level.
3. A company has the head office at Kolkata and a branch at Mumbai. The personnel director wanted to know if the
workers at the two places would like the introduction of a new plan of work and a survey was conducted for this
purpose. Out of a sample of 500 workers at Kolkata, 62% favoured the new plan. At Mumbai out of a sample 400
workers, 41% were against the new plan. Is there any significant difference between the two groups in their
attitude towards the new plan at 5% level?
Solution: " = 500, % = 400, " = 62% = 0.62, % = 1 − 0.41 = 0.59
Null Hypothesis óM ∶ " = % , Alternative Hypothesis ó" : " ≠ % (two tailed test)
‹2 ‹3 2 ‹2 ? 3 ‹3
ýº 4
2
?
2
9 2? 3
2 3
‹2 ‹3 M.a% M.n‘
Þ= 2 2
= = 0.917, Þû = 1.96 at 5% level of significance,
2 2
ýº 4 ? 9 ý M.aMo×M.]‘] 4 ? 9
2 3 ¯§§ ®§§
|Þ| < Þû , óM is accepted. Therefore, the difference between " and % is not significant at 5% level.
Right Tailed Test
4. Out of a sample of 1000 persons were found to be coffee drinkers. Subsequently, the excise duty on coffee was
increased. After the increase in excise duty of coffee seeds, 800 people were found to take coffee out of a sample
1200. Test whether there is any significant decrease in the consumption of coffee after the increase in excise duty
^MM ^MM
Solution: " = 1000, % = 1200, " = = 0.8, % = = 0.67
"MMM "%MM
Null Hypothesis óM ∶ " = %, Alternative Hypothesis ó" : " > % (right tailed test)
‹2 ‹3 2 ‹2 ? 3 ‹3
ýº 4
2
?
2
9 2? 3
2 3
18
M.^ M.ao
Þ= = 6.82, Þû = 2.33 at 1% level of significance, |Þ| > Þû , óM is rejected.
2 2
ý M.o%o]×M.%o%o 4 ? 9
2§§§ 23§§
That is, there is significant decrease in the consumption of tea after the increase in duty.
5. A machine produced 20 defective units in a sample of 400. After overhauling the machine, it produced 10
defective units in a batch of 300. Has the machine improved in production due to overhauling. Test at 5% level of
significance.
%M "M
Solution: " = 400, % = 300, " = = 0.05, % = = 0.033
\MM ]MM
Null Hypothesis óM ∶ " = %, Alternative Hypothesis ó" : " > % (right tailed test)
‹2 ‹3 2 ‹2 ? 3 ‹3
ýº 4
2
?
2
9 2? 3
2 3
M.Mn M.M]]
Þ= = 1.1 , Þû = 1.645 at 5% level of significance, |Þ| < Þû , óM is accepted.
2 2
ý M.M\%o×M.‘no] 4 ? 9
®§§ •§§
Left Tailed Test

6. 15.5% of a random sample of 1600 UG students were smokers, whereas 20% of a random sample of 900 PG
students were smokers in a state. Can we conclude that less number of UG students are smokers than PG?
Solution: " = 1600, % = 900, " = 15.5% = 0.155, % = 20% = 0.2
Null Hypothesis óM ∶ " = %
Alternative Hypothesis ó" : " < % (left tailed test)
‹2 ‹3 2 ‹2 ? 3 ‹3
ýº 4
2
?
2
9 2? 3
2 3
M."nn M.%
Þ= = −2.87, Þû = −1.645 at 5% level of significance, |Þ| > |Þû | , óM is rejected.
2 2
ý M."o"%×M.^%^^ 4 ? 9
2°§§ ²§§
SINGLE MEAN
Suppose we want to test whether the given sample of size has been drawn from a population with mean :. We
set up null hypothesis that there is no difference between ̅ and :, where ̅ is the sample mean.
B Ý
The statistic is à = Û where ; is the standard deviation of the population. If the population S.D. is not known,
√C
B Ý
then use the statistic à = ¸ where [ is the standard deviation of the population.
√C
Û Û
1. The limits of population mean μ are given by B − àü ≤ Ý ≤ B + àü .
√C √C
/ /
2. At 5% level of significance, 95% confidence limits are ̅ − 1.96 ≤ : ≤ ̅ + 1.96 .
√ √
/ /
3. At 1% level of significance, 99% confidence limits are ̅ − 2.58 ≤ : ≤ ̅ + 2.58 .
√ √
Two Tailed Test
1. The heights of college students in a city are normally distributed with S.D. 6 cms. A sample of 100 students has
mean height 158 cms. Test the hypothesis that the mean height of college students in the city is 160 cms.
Solution: = 100, : = 160, ̅ = 158, ; = 6,
Null Hypothesis óM ∶ : = 160, Alternative Hypothesis ó" : : ≠ 160 (two tailed test)
̅ > "n^ "aM
Þ= 8 = = 3.333, Þû = 2.58 at 1%, Þû = 1.96 at 5%. |Þ| > Þû , óM is rejected at both 1% & 5%.
a/√"MM
√
Right Tailed Test
2. The mean breaking strength of the cables supplied by a manufacturer is 1800 with a S.D. of 100. By a new
technique in the manufacturing process, it is claimed that the braking strength of the cable has increased. In
order to test this claim, a sample of 50 cables is tested and it is found that the mean breaking strength is 1850. Can
we support the claim at 1% level of significance?
Solution: = 50, : = 1800, ̅ = 1850, ; = 100
Null Hypothesis óM ∶ ̅ = :, Alternative Hypothesis ó" : ̅ > : (right tailed test)
̅ > "^nM "^MM
Test statistics Þ = 8 = = 3.54 , Þû = 2.33 at 1% level of significance
"MM/√nM
√
|Þ| > Þû , óM is rejected. That is, based on the sample data, we may support the claim of increase in breaking
strength.
19
Confidence Limits
3. The mean value of a random sample of 60 items was found to be 145 with a S.D. of 40. Find the 95% confidence
|> ̅|
limits for the population mean. Solution: = 60, ̅ = 145, [ = 40, 95% confidence limits for : : ≤ 1.96
//√
|> ̅ |
If ; is not given, we can approximate it by the sample S.D. therefore 95% confidence limits for :: ≤ 1.96
¼/√
¼ ¼ \M \M
̅ − 1.96 ≤ : ≤ ̅ + 1.96 ⟹ 145 − 1.96 ≤ : ≤ 145 + 1.96 ⟹ 134.9 ≤ : ≤ 155.1
√ √ √aM √aM
DIFFERENCE OF MEAN
Let " be the mean of a sample of size " from a population with mean :" and variance ;"% . Let % be the mean of a
sample of size % from a population with mean :% and variance ;%%.
B B
To test whether there is any significant difference between " and % we have to use the statistic à = H V
ÛV V
H ?ÛV
CH CV
Note: If the samples have been drawn from the same population then ;"% = ;%% = ; % , Þ = 2 3
83 83
ý ?
2 3
3 3
2 ¼2 ? 3 ¼3
If ; is not known we can use a estimate of ; given by ; = % %
2? 3
Two Tailed Test
1. In a random sample of size 500, the mean is found to be 20. In another independent sample of size 400, the mean
is 15. Could the samples have been drawn from the same population with S.D. 4?
Solution: " = 500, % = 400, " = 20, % = 15, ; = 4
Null Hypothesis óM ∶ ̅" = ̅% , Alternative Hypothesis ó" : ̅" ≠ ̅% (two tailed test)
̅2 ̅3 %M "n
Test statistics Þ = 2 2
= = 18.6 ; Þû = 2.58 at 1%, |Þ| > Þû , óM is rejected.
2 2
/ ý ? \ ý ?
2 3 ¯§§ ®§§
That is, the samples could not have been drawn from the same population.
2. The mean of 2 large samples 1000 and 2000 members are 67.5 inches and 68.0 inches respectively. Can the
samples the regarded as drawn from the same population of S.D. 2.5 inches.
Solution: " = 1000, % = 2000, " = 67.5, % = 68, ; = 2.5
̅2 ̅3 ao.n a^
Test statistics Þ = 2 2
= = −5.1, |Þ| = 5.1
2 2
/ ý ? %.n ý ?
2 3 2§§§ 3§§§
Þû = 1.96 at 1% level of significance, |Þ| > Þû , óM is rejected and ó" is accepted.

3. In a survey of buying habits, 400 women shoppers are chosen at random in super market A located in a certain
section of the city. Their average weekly food expenditure is Rs. 250 with a S.D. of Rs. 40. For 400 women
shoppers chosen at random in super market B in another section of the city, the average weekly food expenditure
is Rs. 220 with a S.D. of Rs. 55. Test at 1% level of significance whether the average weekly food expenditure of
the two populations of shopper are equal.
Solution: " = 400, % = 400, " = 250, % = 220, [" = 40, [% = 55
̅2 ̅3
Test statisticsÞ = , Since ;" & ;% the population S.D. are not known, we can take ;"% = ["% ( Z ;%% = [%% , Test
83 3
2 ?83
2 3
̅2 ̅3 %nM %%M
statistics Þ = = 3 3
= 8.82 ; Þû = 2.58 at 1% level of significance, |Þ| > Þû , óM is rejected.
Â3 3
2 ? Â3 ý®§ ?¯¯
®§§ ®§§
2 3
Right Tailed Test

4. The average marks scored by 32 boys is 72 with a S.D. of 8, while that for 36 girls is 70 with a S.D. of 6. Test at
1% level of significance whether the boys perform better than girls.
Solution: " = 32, % = 36, " = 72, % = 70, [" = 8, [% = 6
Null Hypothesis óM ∶ ̅" = ̅% gi :" = :% , Alternative Hypothesis ó" : ̅" > ̅% (right tailed test)
̅ ̅ o% oM
Test statistics Þ = 2 3 = °® •° = 1.15 , Þû = 2.33 at 1% level of significance
Â3 3 ý ?
2 ? Â3 •3 •°
2 3
|Þ| < Þû , óM is accepted. That is, we cannot conclude that boys perform better than girls.
20
SMALL SAMPLES C < 30
• t – test
• F – test
• øV − O¸ DÇš Fµ–•O − O¸
Students ‘t’ – Test - SINGLE MEAN
B Ý ∑ 2
Standard deviation given directly: = ¸ , where ̅ = ,
4 9
√C6H
̅ - sample mean, : – population mean, – sample size, [ % – sample variance
B Ý ∑C
š H Bš B
V
Standard deviation not given directly: = , where V
=
4 9 C H
√C
̅ - sample mean, : – population mean, – sample size, æ % – population variance ; % , Degree of freedom : C − H
DIFFERENCE MEAN
B ∑ 2 ∑ 2Ö
= , where = , t = , Degree of freedom : CH + CV − V
ý V = H ? H @
CH CV
© 2 ¼23 ? 3 ¼33 ª
Standard deviation given directly: [ % =
2? 3 %
∑ ̅ 3? ∑ Ö Ö 3
Standard deviation not given directly: [% = ,
2? 3 %
Confidence or Fiducial Limits for Ý:
95% Confidence limits for μ : ̅ − ,M.Mn 4 9 ≤ : ≤ ̅ + ,M.Mn 4 9
√ √
99% Confidence limits for μ : ̅ − ,M.M" 4 9 ≤ : ≤ ̅ + ,M.M" 4 9
√ √
Application of t – distribution:
The t – distribution has a wide number of applications in statistics, some of which are enumerated below
(i) To test if the sample mean ̅ differs significantly from the hypothetical value μ of the population mean.
(ii) To test the significance of the difference between two sample means.
(iii) To test the significance of an observed sample correlation coefficient and sample regression coefficient
(iv) To test the significance of observed partial correlation coefficient.
Assumption for students’s t – test:
(i) The parent population from which the sample is drawn is normal.
(ii) The sample observations are independent, that is, the sample is random.
(iii) The population standard deviation ; is unknown.
PROBLEMS
Students ‘t’ – Test : Single Mean and Standard Deviation Given Directly
1. The mean weekly sales of soap bars in departmental stores was 146.3 bars per store. After an advertising
campaign the mean weekly sales in 22 stores for a typical week increased to 153.7 and showed a S.D. of 17.2. Was
the advertising campaign successful?
Solution: = 22, ̅ = 153.7, : = 146.3 , [ = 17.2
Null Hypothesis òG ∶ : = 146.3, i.e. The advertising campaign is not successful.
Alternate Hypothesis òH : : > 146.3 (Right tailed)
̅ > "n].] "\a.]
,= Â = 2±.3 = 9.03, degree of freedom: n − 1 = 21 at 5% level of significance = 1.72.
4 9 4 9
√ 62 √3362
Calculate value t > Tabulated t. G is rejected.
Conclusion: The advertising campaign was definitely successful in promoting sales.
2. A sample of 20 items has mean 42 units and S.D. 5 units. Test the hypothesis that it is a random sample from a
normal population with mean 45 units.
Solution: = 20, ̅ = 42, : = 45, [ = 5
Null Hypothesis òG ∶ : = 45 , Alternate Hypothesis òH : : ≠ 45 (Two tailed)
̅ > \% \n
,= Â = ¯ = 2.615, degree of freedom: n − 1 = 19 at 5% level of significance = 2.09.
4 9 4 9
√ 62 √3§62
Calculate value t > Tabulated t. G is rejected. The sample could not have come from this population.
21
3. A spare part manufacturer is making spare parts with axle diameter of 0.700 inch. A random sample of 10 parts
shows a mean diameter of 0.742 inch with a S.D. of 0.040 inch. Verify whether the work satisfies the
specifications.
Solution: = 10, ̅ = 0.742, : = 0.700, [ = 0.040
Null Hypothesis òG ∶ : = 0.700 , Alternate Hypothesis òH : : ≠ 0.700 (Two tailed)
̅ > M.o\% M.oMM
,= Â = §.§®§ = 3.15, degree of freedom: n − 1 = 9 at 5% level of significance = 2.26.
4 9 4 9
√ 62 √2§62
Calculate value t > Tabulated t. G is rejected. Conclusion: The product is not meeting the specifications.
4. The mean life time of a sample of 25 bulbs is found as 1550 hours with a S.D. of 120 hours. The company
manufacturing the bulbs claims that the average life of their bulbs is 1600 hours. Is the claim acceptable at 5%
level of significance?
Solution: = 25, ̅ = 1550, : = 1600, [ = 120
Null Hypothesis òG ∶ ̅ = : , Alternate Hypothesis òH : ̅ < : (Left Tailed)
̅ > "nnM "aMM
,= Â = 23§ = −2.04, degree of freedom: n − 1 = 24 at 5% level of significance = 1.71.
4 9 4 9
√ 62 √3¯62
Calculate value t > Tabulated t. G is rejected. The claim of the company cannot be accepted at 5% LOS.
Students ‘t’ – Test : Single Mean and Standard Deviation Not Given Directly
5. A random sample of 10 boys had the following I.Q.’s 70, 120, 110, 101, 88, 83, 95, 98, 107, 100. Do these date
support the assumption of a population mean I.Q.’s of 100? Find a reasonable range in which most of the mean
I.Q. values of samples of 10 boys lie.
Solution: = 10, : = 100, òG : : = 100, òH : : ≠ 100 (Two tail)
∑ 2 ‘o% ∑ 2 ̅ 3 "^]].a
̅= = = 97.2, æ% = = = 203.73
"M " "M "
̅ > ‘o.% "MM %.^
,= = = = −0.62 ⇒ | | = G. “V , d.f.= n − 1 = 10 − 1 = 9 at 5% LOS = 2.262.
4 9 3§•.±• √%M.]o]#
√ ý
2§
B B−B B−B V
70 -27.2 739.84
120 22.8 519.84
110 12.8 163.84
101 3.8 14.44
88 -9.2 84.64
83 -14.2 201.64
95 -2.2 4.84
98 0.8 0.64
107 9.8 96.04
100 2.8 7.84
∑ B = 972 ∑ B − B V =1833.60
Calculate value t < Tabulated t. G is accepted.
Conclusion: The data are consistent with the assumption for a mean I.Q. of 100 in population.
95% Confidence Limits for Ý: ̅ − ,M.Mn 4 9 ≤ : ≤ ̅ + ,M.Mn 4 9
√ √
%M].o] %M].o]
97.2 − 2.262 ý ≤ : ≤ 97.2 + 2.262 ý
"M "M
86.99 ≤ : ≤ 107.41, Hence the required 95% confidence interval is T86.99, 107.41U.
6. The wages of 10 workers taken at random from a factory are given as Wages: 578, 572, 570, 568, 572, 578, 570,
572, 596, 584. Is it possible that the mean wage of all workers of this factory could be Rs. 580
Solution: = 10, : = 580, òG : : = 580, òH : : ≠ 580 (Two tailed)
∑ 2 noaM ∑ 2 ̅ 3 ana
̅= = = 576, æ% = = = 72.89
"M " "M "
̅ > noa n^M \
,= = = = −1.48 ⇒ | | = H. ’ ;
4 9 ±3.¬² √o.%^‘#
√ ý
2§
Degree of freedom: n − 1 = 10 − 1 = 9 at 5% level of significance for two tailed test = 2.262.

22
B B−B B−B V
578 2 4
572 -4 16
570 -6 36
568 -8 64
572 -4 16
578 2 4
570 -6 36
572 -4 16
596 20 400
584 8 64
∑ B = 5760 ∑ B − B V =656
Conclusion: Is it possible that the mean wage of all workers of this factory could be Rs. 580.
Students ‘t’ – Test : Difference Mean and Standard Deviation Given Directly
7. Sample of two types of electric light bulbs were tested for length of life and following data were obtained
Type I Type II
Sample Number CH = CV = ë
Sample Means BH = HVŽ’ Ç•¸ BV = HGŽ“ Ç•¸
Sample S.D. ¸H = Ž“ Ç•¸ ¸V = ’G Ç•¸
Is the difference in the means sufficient to warrant that type I is superior to type II regarding length of life
Solution: Null Hypothesis : óM : BH = BV , i.e. The two types I and II of electric bulbs are identical.
Alternate Hypothesis : ó" : BH > BV (Right tail)
© 2 ¼23 ? 3 ¼33 ª ©^ ]a 3 ?o \M 3 ª
Standard deviation given directly: [ % = = = 1659.08
2? 3 % ^?o %
"%]\ "M]a
,= 2 3
= = 9.39, degree of freedom = n" + n% − 2 = 3 at 5% = 1.77.
ý 3 4 2 ? 2 9 2 2
ý"an‘.M^ 4 ? 9
2 3 ¬ ±
Calculate value t > Tabulated t. G is rejected.

Conclusion: The type I is definitely superior to type II regarding length of life.
Students ‘t’ – Test : Difference Mean and Standard Deviation Not Given Directly
8. Below are given the gain in weights (in kgs) of pigs fed on two diets A and B.
Diet A 25 32 30 34 24 14 32 24 30 31 35 25 - - -
Diet B 44 34 22 10 47 31 40 30 32 35 18 21 35 29 22
Test if the two diets differ significantly as regards their effect on increase in weight.
Solution:
B B−B B−B V − − V
25 -3 9 44 14 196
32 4 16 34 4 16
30 2 4 22 -8 64
34 6 36 10 -20 400
24 -4 16 47 17 289
14 -14 196 31 1 1
32 4 16 40 10 100
24 -4 16 30 0 0
30 2 4 32 2 4
31 3 9 35 5 25
35 7 49 18 -12 144
25 -3 9 21 -9 81
35 5 25
29 -1 1
∑ B = ŽŽ“ ∑ B−B V = Ž 0 22 -8 64
∑ = ’œG ∑ − V
= H’H0
23
Null Hypothesis óM : BH = BV , i.e. There is no significant difference between the mean increase in weight due to
diets A & B, Alternate Hypothesis : ó" : BH ≠ BV (Two tailed)
∑ 2 ]]a ∑ 2Ö \nM
" = 12, % = 15, = = "%
= 28, t = = "n
= 30
∑ ̅ 3? ∑ Ö Ö 3
Standard deviation not given directly: [ % = = 71.6
2? 3 %
̅ Ö %^ ]M
,= = = −0.609 ⇒ | | = G. “G•, d.f.= " + % − 2 = 25 at 5% LOS = 2.06.
ý 3 4 2 ? 2 9 2 2
ýo".a 4 ? 9
2 3 23 2¯

Conclusion: The two diets do not differ significantly as regards their effect on increase in weight.
9. A group of five patients treated with medicine A weigh 42, 39, 48, 60 and 41 kg.; a second group of 7 patients
from the same hospital treated with medicine B weigh 38, 42, 56, 64, 68, 69 and 62 kg. Do you agree with the
claim that medicine B increases the weight significantly?
Solution:
42 -4 16 38 -19 361
39 -7 49 42 -15 225
48 2 4 56 -1 1
60 14 196 64 7 49
41 -5 25 68 11 121
69 12 144
∑ B = VŽG ∑ B − B V = V•G 62 5 25
∑ = Ž•• ∑ − V = •V“
Null Hypothesis : óM: ÝH = ÝV , Alternate Hypothesis : ó" : ÝH < ÝV
∑ 2 %]M ∑ 2Ö ]‘‘
" = 5, % = 7, = = = 46, t = = = 57
n o
∑ ̅ 3? ∑ Ö Ö 3 %‘M?‘%a "%"a
Standard deviation not given directly: [ % = = = = 121.6
2? 3 % n?o % "M
̅ Ö \a no \a no ""
,= = = = = −1.703 ⇒ | | = H. ëGŽ, d.f.= " + % − 2 = 10 at 5% LOS =
3 4 2 ? 2 9 2 2 √\".a‘ a.\a
ý ý"%".a 4 ? 9
2 3 ¯ ±
1.81. Calculate value t < Tabulated t. G is accepted.

Conclusion: Medicines A and B do not differ significantly as regards their effect an increase in weight.
F – Test
V V
Ð= V , if V
> V
Ñ (or) Ð = Ñ
V , if V
< V
Ñ ,
Ñ
∑ B B V ∑ V CH ¸VH CV ¸VV
V
= , V
Ñ = , V
H = , V
V = , degree of freedom : H = CH − H, V = CV − H .
CH H CV H CH H CV H
Applications: (i) To test whether two independent samples have been drawn from the normal populations with the
same variance ; % (ii) To test whether two independent estimates of the population variance are homogeneous or not.
PROBLEMS
12. If one sample of 8 observations the sum of the squares of deviations of the sample values from the sample mean
was 84.4 and in the other sample of 10 observations it was 102.6. Test whether this difference is significant at 5%
level.
Solution: " = 8, % = 10, ∑ − ̅ % = 84.4 , ∑ t − t % = 102.6
Null Hypothesis : óM : ;J% = ;Ó% , Alternate Hypothesis : ó" : ;J% ≠ ;Ó%
3
∑ ̅ 3 ^\.\ ∑ Ö Ö 3 "M%.a "%.Mno
æJ% = = = 12.057, æÓ% = = = 11.4, Õ= 3 = = 1.057 ,
2 " ^ " 3 " "M " "".\
d.f. = " − 1, % − 1 = 7, 9 at 5% LOS = 3.29. Calculate value F < Tabulated F. G is accepted.
13. Two random samples of 11 and 9 items show the sample standard deviations of their weights as 0.8 and 0.5
respectively. Assuming that the weight distributions are normal, test the hypothesis that the true variances are
equal, against the alternative hypothesis that they are not.
Solution: " = 11, % = 9, ["% = 0.8 , [%% = 0.5,Null Hypothesis: óM : ;J% = ;Ó% ,Alternate Hypothesis : ó" : ;J% ≠ ;Ó%
24
3 "" M.^ 3 3 ‘ M.n 3 3
2 ¼2 3 ¼3 M.oM\
æ"% = = = 0.704 , æ%% = = = 0.28125, Õ = 2
3 = = 2.503,
2 " "" " 3 " ‘ " 3 M.%^"%n
d.f. = " − 1, % − 1 = 10, 8 at 5% LOS = 3.34. Calculate value F < Tabulated F. G is accepted.
14. The time taken by workers in performing a job by Method I and Method II is given below
Method I 20 16 26 27 23 22 -
Method II 27 33 42 35 32 34 38
Do the data show that the variances of time distribution form population from which these samples are drawn do
not differ significantly?
∑ 2 "]\ ∑ 2Ö %\"
Solution: " = 6, % = 7, = = = 22.3, t = = = 34.4
2 a 3 o
20 -2.3 5.29 27 -7.4 54.76
16 -6.3 39.69 33 -1.4 1.96
26 3.7 13.69 42 7.6 57.76
27 4.7 22.09 35 0.6 0.36
23 0.7 0.49 32 -2.4 5.76
22 -0.3 0.09 34 -0.4 0.16
∑ B = HŽ’ ∑ B−B V
= H. Ž’
38 3.6 12.96
∑ = V’H ∑ − V = HŽV. ëV
∑ ̅ 3 ^".]\ ∑ Ö Ö 3 "]].o% 3 %%.%‘
æJ% = = = 16.268, æÓ% = = = 22.29 , Õ = 3 = "a.%a^ = 1.37,
2 " a " 3 " o "
d.f. = % − 1, " − 1 = 6, 5 at 5% LOS = 4.95. Calculate value F < Tabulated F. G is accepted.
15. Two horses A and B were tested according to the time (in seconds) to run a particular track with the following
Horse A 28 30 32 33 33 29 34
Horse B 29 30 30 24 27 29 -
Test whether the two horses have the same running capacity.
∑ 2 %"‘ ∑ 2Ö "a‘
Solution: " = 7, % = 6, = = = 31.28, t = = = 28.2
2 o 3 a
28 -3.28 10.75 29 0.8 0.64

30 -1.28 1.64 30 1.8 3.24
32 0.72 0.52 30 1.8 3.24
33 1.72 2.96 24 -4.2 17.64
33 1.72 2.96 27 -1.2 1.44
29 -2.28 5.20 29 0.8 0.64
34 2.72 7.40 - - -
∑ B = VH• ∑ B−B = VH. V
V ∑ = H“• ∑ − V
= HG
F - Test
Null Hypothesis : óM : ;J = ;Ó , Alternate Hypothesis : ó" : ;J% ≠ ;Ó%
% %
∑ ̅ 3 ]".\] ∑ Ö Ö 3 %a.^\ 3 n.]a^

æJ% = "
= o "
= 5.238, æÓ% = = = 5.368 , Õ = 3 = n.%]^ = 1.02 ,
2 3 " a "
degree of freedom = % − 1, " − 1 = 5, 6 at 5% LOS = 4.39.
Calculate value F < Tabulated F. G is accepted. Conclusion: The two horses have the same running capacity.
t – test and F – Test
16. The nicotine contents in milligrams in two samples of tobacco were found to be as follows
Sample A 24 27 26 21 25 -
Sample B 27 30 28 31 22 36
Can it be said that two samples come from normal populations.
25
∑ 2 "%] ∑ 2Ö "o\
Solution: = 5, % = 6, = = = 24.6, t = = = 29
"
2 n 3 a
24 -0.6 0.36 27 -2 4
27 2.4 5.76 30 1 1
26 1.4 1.96 28 -1 1
21 -3.6 12.96 31 2 4
25 0.4 0.16 22 -7 49
∑ B = HVŽ ∑ B − B V = VH. V
36 7 49
∑ = Hë’ ∑ − V
= HG
Student’s t test
Null Hypothesis : óM: BH = BV , Alternate Hypothesis : ó" : BH ≠ BV (Two tailed)
∑ ̅ 3? ∑ Ö Ö 3 %".%?"M^ ̅ Ö %\.a %‘
[% = = = 14.35, , = = = −1.92 ⇒ | | = H. •V,
2? 3 % n?a %
ý 3 4 2 ? 2 9 ý"\.]n 4 ? 9
2 2
2 3 ¯ °
degree of freedom = " + % − 2 = 9 at 5% LOS for two tailed test = 2.26.

F - Test
∑ ̅ 3 %".% ∑ Ö Ö 3 "M^ 3 %".a
æJ% = "
=n "
= 5.3, æÓ% = =a = 21.6 , Õ = 3 = = 4.07 ,
2 3 " " n.]
degree of freedom = % − 1, " − 1 = 5, 4 at 5% LOS = 6.26.
Calculate value F < Tabulated F. G is accepted.
Conclusion: We conclude that the two samples come from same normal population.
øV − test
The χ% distribution function is one of the most extensively used distribution functions in statistics.
Application (or uses) of øV distribution
1. To test the goodness of fit.
2. To test the independence of attributes.
3. To test if the hypothetical value of the population variance is σ% .
4. To test the homogeneity of independent estimates of the population variance.
5. To test the homogeneity of independent estimates of the population correlation coefficient.
Condition for validity of øV – test
1. The sample observations should be independent.
2. Constraints on the cell frequencies, if any, should be linear, e.g., ∑ "# = ∑ P#
3. N, the total frequency should be reasonably large, say, greater than 50.
4. No theoretical cell frequency should be less than 5. ( The chi square distribution is frequency is less than t) . If
any theoretical cell frequency is less than 5, then for the application of $ % test, it is pooled with the preceding or
succeeding frequency so that the pooled frequency is more than 5 and finally adjust for the degree of freedom
lost in pooling.
øV − test of Goodness of fit
This is a powerful test for testing the significance of the discrepancy between theory and experiment –
discovered by Karl Pearson in 1900. It helps us to find if the deviation of the experiment from theory is just by
chance or it is due to the in adequacy of the theory to fit the observed data.
%š
, where "# – set of observed frequencies, P# - Set of expected frequencies. d.f. =
V
øV = ∑CšLH š
−1
š
16. The following table gives the number of aircraft accidents that occurred during the various days of the week. Test
whether the accidents are uniformly distributed over the week.
Days Mon Tue Wed Thu Fri Sat
No. of Accidents 14 18 12 11 15 14
Solution: HM : Accidents occur uniformly over the week.
26
^]
Total number of accidents = 83. Based on óM , the expected number of accidents on any day = = 14.
a
Degree of freedom = − 1 = 6 − 1 = 5 at 5% LOS = 11.07
% %−
%
%−
V
V
14 14 0 0 0
18 14 4 16 1.143
12 14 -2 4 0.286
11 14 -3 9 0.643
15 14 1 1 0.071
14 14 0 0 0
2.143
%š
= V. H’Ž, Calculated $ % <tabulated $ % , òG is accepted. The accidents are uniformly distributed.
V
øV = ∑CšLH š
š
17. The theory predicts the proportion of beans, in the four groups A, B, C, and D should be 9 : 3 : 3 : 1. In an
experiment with 1600 beans the numbers in the four groups were 882, 313, 287, and 118. Does the experimental
Solution: HM : The experimental result support the theory. d.f. = − 1 = 4 − 1 = 3 at 5% LOS = 7.81
result support the theory.
% %− %− V % V
9
× 1600 = 900
16
882 -18 324 0.36
3
× 1600 = 300
16
313 13 169 0.563
3
× 1600 = 300
16
287 -13 169 0.563
1
× 1600 = 100
16
118 18 324 3.24
4.726
= ’. ëV“, Calculated $ % <tabulated $ % , òG is accepted.

%š V
øV = ∑CšLH š
š
The experimental results support the theory.
øV − test of Independence of Attributes
Literally, an attribute means a quality or characteristic. E.g.: drinking, smoking, blindness, honesty, etc.
( ' (+'
l Z l+Z
(+l '+Z r
Degree of freedom = i − 1 l − 1 , where i − number of rows, l − number of colums.
+?' +?* '+Z (+'
P ( = P ' = (+'
´ r
(+l l+Z '+Z l+Z
P l = P Z = l+Z
r r
(+l '+Z r
18. On the basis of information given below about the treatment of 200 patients suffering from a disease, state
whether the new treatment is comparatively superior to the conventional treatment.
Favourable Not Favourable Total
New 60 30 90
Conventional 40 70 110
100 100 200
Solution: HM : New and conventional treatment are independent.
27
90 × 100 90 × 100
P 60 = = 45 P 30 = = 45
200 200
90
110 × 100 110 × 100

P 40 = = 55 P 70 = = 55
200 200
110
100 100 200
% %−
%
%−
V
V
60 45 15 225 5
30 45 -15 225 5
40 55 -15 225 4.09
70 55 15 225 4.09
18.18
%š V
øV = ∑CšLH š
= H . H , d.f. = i − 1 l − 1 = 2 − 1 2 − 1 = 1 at 5% LOS = 3.841.
š
Calculated $ > tabulated $ % , òG is rejected. New and conventional treatment are not independent.
%
19. Given the following contingency table for hair colour and eye colour. Find the value of chi square. Is there good
association between the two.
Hair Colour
Total
Fair Brown Black
Blue 15 5 20 40
Eye Colour Grey 20 10 20 50
Brown 25 15 20 60
Total 60 30 60 150
Solution: HM : The two attributes Hair colour and eye colour are independent.
% %− %− V % V
15 16 -1 1 0.0625
5 8 -3 9 1.125
20 16 4 16 1
20 20 0 0 0
10 10 0 0 0
20 20 0 0 0
25 24 1 1 0.042
15 12 3 9 0.75
20 24 -4 16 0.666
3.6458
60 × 40 30 × 40 60 × 40
P 15 = = 16 P 5 = =8 P 20 = = 16
150 150 150
40
60 × 50 30 × 50 60 × 50
P 20 = = 20 P 10 = = 10 P 20 = = 20
150 150 150
50
60 × 60 30 × 60 60 × 60
P 25 = = 24 P 15 = = 12 P 20 = = 24
150 150 150
60
60 30 60 150
%š V
øV = ∑CšLH š
= Ž. “’œ , d.f. = i − 1 l − 1 = 3 − 1 3 − 1 = 4 at 5% LOS = 9.488.
š
Calculated $ % < tabulated $ % , òG is accepted. The hair colour and eye colour are independent.
All the Best
Dr. P. Godhanda Raman, Assistant Professor(Senior Grade), Department of Mathematics, SRM IST, Kattankulathur
28
t – test table
29
F test Table
30
Chi-Square Test Table
Regards!
Dr. P. Godhanda Raman, Assistant Professor(Senior Grade), Department of Mathematics, SRM IST, Kattankulathur
.
31

15MA207 - PQT - UNIT 2, 3 - Cycle Test II - Revised Aug 18x

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

15MA207 - PQT - UNIT 2, 3 - Cycle Test II - Revised Aug 18x

Uploaded by

Copyright:

Available Formats

PROBABILITY

(As per SRM UNIVERSITY Syllabus)

Discrete Distribution Continuous Distribution

Binomial Poisson Geometri Uniform Exponential Normal

(i) = 0 = 20 M 0.1 M 0.9 %M M = 0.1216

(i) ≥ 2 =1− <2 =1−T =0 + =1 U

Problems in Poisson distribution

∑¡ \MM ´ 6¥ 5 \MM 62 "5

" \ " " \

Large Sample Small Sample

Z – Test øV − ÷O¸ F - Test − ÷O¸

Single Difference Single Differenc Goodnes Independent Single Difference

STATISTICS BASIC DEFINITIONS

|Þ| > Þû , óM is rejected. Þû = 2.33 at 1% level of significance, |Þ| < Þû , óM is accepted

Two Tailed Test

Þû = 1.96 at 5% level of significance, |Þ| < Þû , óM is accepted.

Left Tailed Test

Þû = 1.96 at 1% level of significance, |Þ| > Þû , óM is rejected and ó" is accepted.

Right Tailed Test

Degree of freedom: n − 1 = 10 − 1 = 9 at 5% level of significance for two tailed test = 2.262.

Calculate value t > Tabulated t. G is rejected.

Calculate value t < Tabulated t. G is accepted.

1.81. Calculate value t < Tabulated t. G is accepted.

28 -3.28 10.75 29 0.8 0.64

∑ ̅ 3 ]".\] ∑ Ö Ö 3 %a.^\ 3 n.]a^

degree of freedom = " + % − 2 = 9 at 5% LOS for two tailed test = 2.26.

= ’. ëV“, Calculated $ % <tabulated $ % , òG is accepted.

110 × 100 110 × 100

100 100 200

You might also like