Professional Documents
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Points to be Covered
What is Statistics?
Need of Statistics
Basic Terminologies
Fundamentals of Statistics
Probability Theory
Probability & Cumulative Distribution Function (PDF & CDF)
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Develop a
clear
description
Identify imp.
factors
Propose or
refine a
model
Manipulate
the model
Confirm the
Solutions
Conduct
Expts.
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Conclusions
&
Recommend.
What is Statistics?
Statistics
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Basic Terminologies
Population: A collection, or set, of individuals or objects
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Variables
A variable is a characteristic or condition
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Variables (2)
Qualitative, or Attribute, or Categorical,
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Variable
Quantitative
Qualitative
Nominal
Ordinal
Discrete
Classification of Variables
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Cont.
Variables(3)
Variables can be classified as discrete or
continuous.
Discrete variables (such as class size) consist of
indivisible categories.
Continuous variables (such as time or weight) are
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Measuring Variables
To establish relationships between variables,
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soda.
There is variability in any process.
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Correlational Studies
The
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Data Collection
First problem a statistician faces: how to obtain
the data.
It is important to obtain good, or representative,
data.
Inferences are made based on statistics
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includes sampling procedures, sample size, and the datameasuring device (questionnaire, scale, ruler, etc.).
Determine the appropriate descriptive or inferential data-analysis
techniques.
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population is listed. Seldom used: difficult and timeconsuming to compile, and expensive.
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Experiments
The goal of an experiment is to demonstrate a
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Experiments (cont.)
In an experiment, one variable is manipulated
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Data
The measurements obtained in a research
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Descriptive Statistics
Descriptive
for
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Inferential Statistics
Inferential statistics are methods for using sample
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Sampling
Sampling Frame: A list of the elements
belonging to the population from which the
sample will be drawn.
Sample Design: The process of selecting
sample elements from the sampling frame.
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Types of Samples
Judgment Samples: Samples that are selected on the
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Sampling Error
The discrepancy between a sample statistic and
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Notation
The individual measurements or scores obtained for a
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Probability
The Probability of an outcome is a number
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Events
An event is a specific collection of sample
points.
The probability of an event A is calculated
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probability.
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Example
In Craps one rolls two fair dice. What is the probability of the sum of
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(1,1)
(1,2)
(1,3)
(1,4)
(1,5)
(1,6)
(2,1)
(2,2)
(2,3)
(2,4)
(2,5)
(2,6)
(3,1)
(3,2)
(3,3)
(3,4)
(3,5)
(3,6)
(4,1)
(4,2)
(4,3)
(4,4)
(4,5)
(4,6)
(5,1)
(5,2)
(5,3)
(5,4)
(5,5)
(5,6)
(6,1)
(6,2)
(6,3)
(6,4)
(6,5)
(6,6)
(1,6)
(2,5)
(3,4)
(4,3)
(5,2)
(6,1)
Probabilities of occurance
Prepared By: Dr. S.L.Lahudkar
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Outcome
So the Probability of 7 when rolling two dice is 1/6
This example illustrates the following rule:
In a Sample Space S of equally likely outcomes. The
number of events in S.
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Set Theory
AC: The Complement of A is the event that A does
not occur
AB : The Union of two events A and B is the event
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Conditional Probability
P(A | B) ~ Probability of A occuring given that B has
occurred.
P(AB)
= P(A|B)P(B)
= P(B|A)P(A)
Prepared By: Dr. S.L.Lahudkar
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Independent Variables
A and B are independent events if the occurrence of one
P(A|B)=P(A)
P(B|A)=P(B)
P(AB)=P(A)P(B)
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0.1
0.1
0.08
0.08
0.06
0.06
0.04
0.04
0.02
0.02
0
0
1
10 13 16 19 22 25 28 31 34 37 40 43 46 49
10
15
20
25
30
35
40
45
50
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f(x)
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Example:
You client told you that he will visit you between noon
and 2pm. Between noon and 2pm, the time he will arrive
at your company is totally random. Let X be the random
variable for the time he arrives (X=1.5 means he visit
your office at 1:30pm)
Let x be the possible value for the random variable X.
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f(x)
f(x)
0.5
0.5
0.5
f(x)
0.5
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Properties of PDF
f(x)0 for any x
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F ( x) P( X x)
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f(x)
F(x)=P(Xx)
x
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Properties of CDF
P(a X b) P( X b) P( X a)
F (b) F (a)
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f (u ) du
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Var( X ) ( x X ) f ( x)d x
2
X
SD( X ) X Var( X )
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Normal Distribution
A random variable X is said to be a normal random
f ( x)
1
2
( x ) 2 / 2 2
for - x
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0.12
0.1
0.1
0.08
0.08
0.06
0.06
0.04
0.04
0.02
0.02
0
1
10 13 16 19 22 25 28 31 34 37 40 43 46 49
10
15
20
Normal Distribution
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25
30
35
40
45
50
E( X )
The variance of the random variable is 2
E[( X X ) 2 ] 2
The Following notation means that a random variable has the normal
X ~ N ( , 2 )
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-6
-4
-2
0.5
0.4
Case 1
Case 2
0.3
f(x)
f(x)
0.45
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
Normal Dist with the same mean but different standard deviation
Case 1
Case3
0.2
0.1
0
0
x
-6
-4
-2
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Joint CDF
Joint
0<x< 0<y<
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F ( x1 , x2 ,, xk ) P( X 1 x1 X 2 x2 X k xk )
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F ( x1 , x2 ,, xk ) F1 ( x1 ) F2 ( x2 ) Fk ( xk )
or equivalently
f ( x1 , x2 ,, xk ) f1 ( x1 ) f 2 ( x2 ) f k ( xk )
Prepared By: Dr. S.L.Lahudkar
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Covariance
Let X and Y be a pair of continuous random variables, with
Cov( X , Y ) E ( XY ) x y
If the random variables X and Y are independent, then the
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Correlation
Let X and Y be jointly distributed random variables. The
Corr ( X , Y )
Cov( X , Y )
XY
Classified as:
Auto correlation
Cross correlation
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Autocorrelation
Autocorrelation is the correlation of a signal with itself.
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Reflected Signal,
y(n) = x(n-D) + w(n)
Autocorrelation
Prepared By: Dr. S.L.Lahudkar
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