Stat 198 for 134 Instructor: Mike Leong

Size: px
Start display at page:

Download "Stat 198 for 134 Instructor: Mike Leong"

Transcription

1 Chapter 2: Repeated Trials ad Samplig Sectio 2.1 Biomial Distributio 2.2 Normal Approximatio: Method 2.3 Normal Approximatios: Derivatio (Skip) 2.4 Poisso Approximatio 2.5 Radom Samplig Chapter 2 Table of Cotets Chapter 2: Repeated Trials ad Samplig... 1 Chapter 2 Table of Cotets... 1 Chapter 2 Outlies Outlie: Biomial Distributio Outlie: Normal Approximatio: Method Outlie: Poisso Approximatio Outlie: Radom Samplig Chapter 2 Worksheets Worksheet: Biomial Distributio Worksheet: Normal Approximatio: Method Worksheet: Poisso Approximatio Worksheet: Radom Samplig Chapter 2 Aswers Aswers: Biomial Distributio Aswers: Normal Approximatio: Method Aswers: Poisso Approximatio Aswers: Radom Samplig Writte by Mike Leog, mleog@berkeley.edu Page 1 of 24 Chapter 2: Repeated Trials ad Samplig

2 Chapter 2 Outlies Sectio 2.1 Biomial Distributio Normal Approximatio: Method Normal Approximatios: Derivatio (Skip) Poisso Approximatio Radom Samplig... Writte by Mike Leog, mleog@berkeley.edu Page 2 of 24 Chapter 2: Repeated Trials ad Samplig

3 2.1 Outlie: Biomial Distributio Coutig factorial! = ( 1) 1 Ex: 3! = 6 order k terms () k = ( 1) ( k + 1) k terms =! ( k)! Ex: (10) 3 = = 720 choose k k =!, k = 0, 1,, k! ( k)! Ex: 10 10! = 3 3! 7! = 720 k = () k, k = 0, 1,, k! Ex: 10 3 = (10) 3 = 120 3! Values of k such that choose k evaluates to 0 = 0 if k 0, 1,, k Ex: 10 = 0, = 0 Symmetric idetity of choose k = k k Ex: 10 3 = 10 7 Special cases of choose k 0 = = 1 = 1 choose k 1,, k r Suppose k k r =.! k 1, k 2,, k =, r k 1! k 2! k r k 1, k 2,, k = r k k 1 k 1 k 2 k 1 k r 1 1 k 2 k 3 k r 10 Ex: 2, 3, 1, 4 = 10! 2! 3! 1! 4! = Ex: 2, 3, 1, 4 = = Writte by Mike Leog, mleog@berkeley.edu Page 3 of 24 Chapter 2: Repeated Trials ad Samplig

4 Pascal s Triagle (tilted) k = 0 k = 1 k = 2 k = 3 k = 4 k = 5 = = 1 = = = 1 = = = = 1 = = = = = 1 = = = = = = 1 = = = = = = = 1 Relatioships of Cosecutive Biomial Coefficiets Relatioships Let k = = k k + 1 k = 5 3 k = k k = k 1 k = k = 4 2 Iterpretatio Symbol Expressio Number! factorial # of ways to order distict elemets () k order k # of ways to order distict elemets i k positios k choose k elemets # of ways to order elemets where you have k elemets # of ways to choose k uordered elemets from distict k 1, k 2,, k, r choose k 1, k 2,, k r of oe type ad k elemets of aother type # of ways to choose k 1, k 2,, k r uordered elemets from distict elemets # of ways to order elemets where there are r types ad k i elemets of type i Writte by Mike Leog, mleog@berkeley.edu Page 4 of 24 Chapter 2: Repeated Trials ad Samplig

5 Permutatios 1! = 1 2! = 2 3! = 6 4! = 24 1 A 1 AB 1 ABC 1 ABCD 7 BACD 13 CABD 19 DABC 2 BA 2 ACB 2 ABDC 8 BADC 14 CADB 20 DACB 3 BAC 3 ACBD 9 BCAD 15 CBAD 21 DBAC 4 BCA 4 ACDB 10 BCDA 16 CBDA 22 DBCA 5 CAB 5 ADBC 11 BDAC 17 CDAB 23 DCAB 6 CBA 6 ADCB 12 BDCA 18 CDBA 24 DCBA Combiatios ad Number of Arragemets A B C D E A B C D E A B A C A D A E B C B D B E C D C E D E A B C A B D A B E A C D A C E A D E B C D B C E B D E C D E A B C D A B C E A B D E A C D E B C D E A B C D E ! = 0 0! 5! = 1 5 5! = 1 1! 4! = 5 5 5! = 2 2! 3! = ! = 3 3! 2! = ! = 4 4! 1! = 5 5 5! = 5 0! 5! = 1 Writte by Mike Leog, mleog@berkeley.edu Page 5 of 24 Chapter 2: Repeated Trials ad Samplig

6 Biomial Distributio Biomial Formula (a + b) = 2 = k k=0 k=0 k ak b k 0 = ( 1) k k k=0 Biomial Distributio Let X = # of successes i idepedet trials, where p = probability of success for each trial. X ~ BBB(, p) o {0, 1,, } P(X = x) = x px (1 p) x Coditios to use the Biomial Distributio i) is fixed. ii) p is costat. iii) Trials are idepedet. Cosecutive Odds Ratio P(X = x) R(x) = P(X = x 1) R(x) > 1 R(x) > 1 R(x) < 1 R(x) < 1 R(x) <1 R(x) > 1 R(x) > 1 R(x) = 1 R(x) < 1 R(x) < 1 To fid the mode, look for the largest x such that R(x) 1. Biomial Cosecutive Odds Ratio P(X = x) x + 1 R(x) = = p P(X = x 1) x q, x = 1, 2,, Mode Let m = + p. m, + p Z Mode(X) + = m, m 1, + p Z + Multiomial Distributio: Extesio of the Biomial Distributio X ~ MMMMMM(, p 1, p 2,, p k ) x P(X = x) = x 1, x 2,, x p 1 x k 1 p 2 x 2 p k k x = (x where 1, x 2,, x k ) x 1 + x x k = Writte by Mike Leog, mleog@berkeley.edu Page 6 of 24 Chapter 2: Repeated Trials ad Samplig

7 2.2 Outlie: Normal Approximatio: Method Stadard Normal Z ~ N(0, 1) φ(z) = 1 2π e 1 2 z2 The iflectios are at: z = ±1 Symmetry: φ( z) = φ(z) Iflectio poits 1 2π Cumulative Stadard Normal z Φ(z) = 1 2π e 1 2 t2 dd Middle Area of the Stadard Normal P( 1 < Z < 1) 68%, P( 2 < Z < 2) 95%, P( 3 < Z < 3) 99.7% Commet: More accurately, P( 2 < Z < 2) 95.4% ad P( 1.96 < Z < 1.96) 95% Areas of a Stadard Normal Curve P(Z < z) = Φ(z) P(Z > z) = 1 Φ(z) P(a < Z < b) = Φ(b) Φ(a) P( z < Z < z) = 2Φ(z) 1 Normal X ~ N(μ, σ 2 ) φ(z) = 1 2πσ e 1 2 x μ σ 2 = 1 2πσ 2 e (x μ) 2 2σ 2 Writte by Mike Leog, mleog@berkeley.edu Page 7 of 24 Chapter 2: Repeated Trials ad Samplig

8 Square Root Law for Biomial Suppose X ~ BBB(, p). SS(X) = (1 p) Let p = 1 X. p(1 p) SS(p ) = Normal Approximatio to the Biomial X ~ Bi(, p) o {0, 1,, }, µ = E ( X ) = p, σ = SD( X ) = p(1 p) 1 1 b + 2 µ a Φ Φ 2 µ P ( a X b) σ σ Coditios whe the Normal Approximatio to the Biomial is appropriate Large σ: 3 As icreases, the σ icreases. As p gets closer to 0.5 from either directio (less skewed), the σ icreases. Law of Large Numbers (Weak Law of Numbers) ε > 0, lim P( p p < ε) = 1 Higher Orders of the Stadard Normal φ (z) = zz(z) (2.2-15a) φ (z) = (z 2 1)φ(z) (2.2-15b) φ (z) = ( z 3 + 3z)φ(z) (2.2-16a) Writte by Mike Leog, mleog@berkeley.edu Page 8 of 24 Chapter 2: Repeated Trials ad Samplig

9 2.4 Outlie: Poisso Approximatio Taylor Series of e x e x = x + 1 1! 2! x2 + Poisso Distributio X ~ PPPP(μ) o {0, 1, 2, } μx μ P(X = x) = e x! P(X = 0) = e μ P(X 1) = 1 e μ Commet: The rage of a Biomial distributio is x = 0, 1, 2,,. I a Poisso, the rage is from 0 to. For a small μ, the Poisso probabilities are stacked at the lower values of x. This is a skewed right distributio. Poisso Approximatio to the Biomial (Guidelies) Ideal for large ad small p where μ = 3 However, if is too large ad p is ot small eough such that μ = > 9, the use a ormal approximatio. Cosecutive Odds Ratio P(X = x) R(x) = P(X = x 1) = μ, x = 1, 2, x Mode Let m = μ. m, m Z Mode(X) = + m, m 1, m Z + Coutig the Complemet If is large ad p is large, cout the complemet evet. Writte by Mike Leog, mleog@berkeley.edu Page 9 of 24 Chapter 2: Repeated Trials ad Samplig

10 2.5 Outlie: Radom Samplig Hypergeometric Distributio X ~ HHHHHH(, N, G) o {max(0, + G N),, mi(, G)} G G N P(X = x) = x x N G x 0 G x x mi(, G) x 0 x x 0 N G + x 0 x 0 x max(0, + G N) x + G N Relatig the Hypergeometric Probability to a Sequece of Probabilities G g B b P(X = x) = N = g (G) g(b) b (N) where G + B = N, g + b = Calculatig the Hypergeometric probability from either directio i a 2 by 2 table. Good Bad Sample x x Ur G x B + x or N N G + x G B N I a sample of, we wat x good elemets ad x bad elemets. G g B b P(X = x) = N Of the G good elemets, assig x to the sample ad G x to the ur. N x P(X = x) = G x N G Extesio of the Hypergeometric Distributio N 1 N 2 N k x P(X = x) = 1 x 2 x k N x = (x 1, x 2,, x k ) where x 1 + x x k = N 1 + N N k = N Writte by Mike Leog, mleog@berkeley.edu Page 10 of 24 Chapter 2: Repeated Trials ad Samplig

11 Chapter 2 Worksheets Biomial Distributio Normal Approximatio: Method Poisso Approximatio Radom Samplig Writte by Mike Leog, mleog@berkeley.edu Page 11 of 24 Chapter 2: Repeated Trials ad Samplig

12 2.1 Worksheet: Biomial Distributio 1. How may ways are there to arrage the followig elemets? a) ABCDE b) AABBB c) ABCDEFGHIJ d) AABBBCCCCD 2. Out of 10 studets, how may ways are there to cout the followig? a) Select 3 studets as officers. b) Select 3 studets as officers where there is a presidet, a vice-presidet, ad a treasurer. c) Assig umerical scores from 1, 2,, 10 to all 10 studets ad there are o ties. d) Assig grades of 2 A s, 3 B s, 3 C s, 1 D ad 1 F. 3. Out of 10 people, how may ways are there to choose the followig? Assume all groups formed are distiguishable. a) Form a group of 3. b) Form 2 groups of 5. c) Form 2 groups of 3, a group of 2, ad 2 groups of Out of 32 people, how may ways are to form idistiguishable groups? a) Form a group of 15 ad a group of 17. b) Form 2 groups of 16 each. c) Form 3 groups of 2, 4 groups of 5, ad a group of Toss a p-coi 5 times ad record the outcome of each trial. Fid the probability of the followig evets. a) HHHTT b) HTHTH c) 3 heads d) At least 1 head e) Not all heads f) A eve umber of heads 6. Roll a fair die 10 times. Let X be the umber of oes. Fid: a) average of X b) mode of X c) modes of X if the die is rolled 11 times 7. Suppose X ~ BBB(, p). a) Prove the mea of a biomial distributio. b) Prove the cosecutive odds ratio (or ratio of cosecutive probabilities) of a biomial distributio. c) Prove the mode of a biomial distributio. Writte by Mike Leog, mleog@berkeley.edu Page 12 of 24 Chapter 2: Repeated Trials ad Samplig

13 8. Simplify each of the followig summatio expressios. Also match each summatio to a problem that ivolves rollig a die 10 times. a) x px (1 p) x x=0 b) x px (1 p) x x=1 c) x p 1 x p 2 x x=0 1 d) x p 1 x p 2 x x=1 A. Fid the probability that you get at least 1 six. B. Fid the probability that you get oes ad twos ad o other values i your 10 trials. C. Fid the probability that you get either a oe or a two o each trial. D. Fid the probability that you get 0 to 10 sixes. 9. A licese plate is made of 3 letters ad 5 umbers. A letter or umber ca be used more tha oce uless the umbers ad letters are specified. Fid the umber of licese plates that ca be created uder each coditio. a) give 8 umbers ad letters: ABC12345 b) give 8 umbers ad letters: AAB11122 c) 3 give letters, ABC, followed by the 5 umbers, d) 3 give letters, AAB, followed by the 5 umbers, e) 3 letters followed by 5 umbers f) 3 uique letters followed by 5 uique umbers g) 3 uique letters i alphabetical order followed by 5 uique umbers i ascedig order h) 3 letters ad 5 umbers (Ex S777E86E) i) 3 uique letters ad 5 uique umbers (Ex S123L98C) j) 3 uique letters i alphabetical order ad 5 uique umbers i ascedig order (Ex A135C68E) 10. Roll a die 20 times. Let X = # of sixes i the 20 trials. Let X 1 = # of sixes i the first 5 trials, X 2 = # of sixes i the last 15 trials, ad X 3 = # of sixes i the last 19 trials. Fid: a) P(4 sixes) b) P(4 sixes 1 ss trial is a six) c) P(4 sixes at least 1 six) d) P(2 sixes i the first 5 trials 1 ss five showed up o the 6 th trial) e) P(4 sixes at least 1 five) f) P(1 six i the first 5 trials ad 3 sixes i the last 15 trials) g) P(1 six i the first 5 trials 4 sixes) h) P(more tha 3 sixes i the 1 ss 5 trials ad more tha 5 sixes total) 11. Roll a die util you see 3 sixes. Let X = # of trials whe you stop. a) P(X = 10) b) P(X > 10) 12. Roll a fair die 12 times. Let X be the umber of oes, Y be the umber of twos or threes, ad Z be the umber of fours, fives, or sixes. Fid: a) P(2 oes, 3 twos or threes, 7 fours, fives, or sixes) b) P(2 oes give there are o twos ad o threes) Writte by Mike Leog, mleog@berkeley.edu Page 13 of 24 Chapter 2: Repeated Trials ad Samplig

14 2.2 Worksheet: Normal Approximatio: Method 1. Suppose Z ~ N(0, 1). Give Φ(1.28) = 0.90, fid the followig: a) Φ( 1.28) b) P( 1 < Z < 2) 2. Roll a die 600 times. Let X = # of sixes. Approximate the followig probabilities with a ormal distributio. a) P(more tha 120 sixes) b) P(more tha 20% sixes) c) P(betwee 90 ad 115 sixes iclusive) 3. A studet guesses o all 100 questios of a multiple choice exam. There are 5 choices per questio, oly 1 of which is correct. Let X = # of questios that he guesses correctly. Use the followig methods to fid the probability he gets 20 correct. a) Biomial b) Cumulative desity fuctio (CDF) of ormal curve c) Normal curve desity fuctio d) Stirlig s Approximatio to the Biomial (optioal)! 2ππ e 4. A studet guesses o all 100 questios of a multiple choice exam. There are 5 choices per questio, oly 1 of which is correct. Suppose the studet gets 4 poits for each correct aswer ad loses 1 poit for each wrog aswer. Let Y = # of total poits. Use the followig methods to fid the probability he gets 0 poits. a) Cumulative desity fuctio (CDF) of ormal curve b) Normal curve desity fuctio 5. Roll a die 600 times. Let X = # of sixes. The probability of gettig 100 ± d sixes is approximately 90%. Fid d. 6. Roll a die util you see 100 sixes. Let X = # of trials whe you stop. Fid the probability exactly usig a computer program, ad approximate with the ormal distributio. a) P(X = 613) b) P(X > 612) Writte by Mike Leog, mleog@berkeley.edu Page 14 of 24 Chapter 2: Repeated Trials ad Samplig

15 2.4 Worksheet: Poisso Approximatio 1. Derive the followig properties of the Poisso distributio. a) Prove the sum of all the probabilities over its rage is 1. μx μ e = 1 x=0 x! b) Derive the Poisso distributio usig the limit defiitio of e. e = lim c) Derive the Poisso distributio usig cosecutive odds ratio. R(x) = P(x) P(x 1) = μ, x = 1, 2, x 2. I a statistics class of 1000 studets, each studet will flip a coi 10 times. Fid the followig probabilities exactly usig the biomial distributio ad approximately usig the Poisso distributio. a) P(o oe will get all heads) b) P(at least 1 studet will get all heads) c) P(3 studets will get all heads) d) P(less tha 3 studets will get all heads) 3. Prove the mode of a Poisso distributio has the followig properties. There is either a sigle mode or a double mode. A double mode occurs whe μ is a iteger. Let m = μ. m, m Z Mode(X) = + m, m 1, m Z + 4. Suppose that every day that this circuit system is tured o is cosidered a idepedet trial. Also assume the circuits are idepedet. Let p i be the probability that the i th circuit is workig. I a year, fid the probability that the system is workig for more tha 361 days. p 1 = 0.9 p 2 = 0.8 p 3 = 0.7 Writte by Mike Leog, mleog@berkeley.edu Page 15 of 24 Chapter 2: Repeated Trials ad Samplig

16 2.5 Worksheet: Radom Samplig 1. How may ways are there to choose 3 elemets from {ABCDEFGHIJ} uder each coditio? (The order does ot matter.) a) A elemet ca be chose oce. b) A elemet ca be chose more tha oce. There are 3 of a kid. c) A elemet ca be chose more tha oce. There are 1 of a kid ad 2 of a kid. d) A elemet ca be chose more tha oce. There are 3 distict elemets (same as part a)). e) A elemet ca be chose more tha oce. 2. Draw cards without replacemet from a stadard deck. Fid the probability distributio of X ad state its rage. a) Draw 5 cards from a deck. Let X = # of hearts. b) Draw 5 cards from a deck. Let X = # of aces. c) Draw 20 cards from a deck. Let X = # of umeric cards. A umeric card is defied to be ay card with a rak from a ace through te. d) Draw 40 cards from a deck. Let X = # of hearts. 3. I a ur of 40 gree ad 60 blue marbles, draw 8 marbles without replacemet. a) Place the appropriate umbers ito a 2 by 2 table. Gree Blue Sample x x Ur G x N G + x N G B N b) Fid the probability of gettig 3 gree marbles. 4. I a ur of 40 gree, 60 blue, ad 50 red marbles, draw 12 marbles without replacemet. a) Place the appropriate umbers ito a 2 by 3 table. Gree Blue Red Sample x y z Ur G x B y R z N G B R N b) Fid the probability of gettig 3 gree, 5 blue, ad 4 red marbles. 5. Deal i cards from a stadard deck to 4 players. Let X i = # of hearts that the i th player gets. Fid: Player 1 Player 2 Player 3 Player 4 Hearts x 1 = 2 x 2 = 3 x 3 = 1 x 4 = 7 G = 13 No-Hearts 1 x 1 = 8 2 x 2 = 17 3 x 3 =5 4 x 4 = 9 B = 39 1 = 10 2 = 20 3 = 6 4 = 16 N = 52 a) P(X 1 = 2) b) P(X 1 = 2, X 2 = 3, X 3 = 1, X 4 = 7) Writte by Mike Leog, mleog@berkeley.edu Page 16 of 24 Chapter 2: Repeated Trials ad Samplig

17 6. Out of a total of N = 52 raffle tickets, each of 4 players buys 13 tickets. There are 3 prizes. Fid: a) P(1 triple wier) b) P(1 sigle wier ad 1 double wier) c) P(3 sigle wiers) 7. There are 4 wiig tickets out of 200. Distribute the 200 tickets evely to 10 idividuals. Let X = # of idividuals that have wo. a) Fid the distributio of X. b) If there are exactly 2 wiers, fid the probability they have the same umber of wiig tickets. 8. Draw = 10 cards from a deck. Fid the probability of: a) o large cards {Large cards: 10, J, Q, K, A}; b) at least oe ace, but o other large cards; c) o aces, but at least 1 other large card; d) at most oe kid of large card. 9. I a poker had of = 5 cards, fid the followig probabilities. (Deal 5 cards without replacemet.) a) P(3 of a kid, 2 of a kid) {raks: 3a, 2b} b) P(2 pairs) {raks: 2a, 2b, c} 10. I a poker had of = 7 cards, fid the followig probabilities. a) P(4 of a kid, 3 of a kid) {raks: 4a, 3b} b) P(4 of a kid, a pair) {raks: 4a, 2b, c} c) P(3 of a kid, 2 pairs) {raks: 3a, 2b, 2c} d) P(2 pairs) {raks: 2a, 2b, c, d, e} 11. Deal 13 cards each from a stadard deck to 4 players. Fid the probability of each evet: a) each player has a ace b) 1 player has a pair of aces, ad 2 other players have 1 each c) exactly 2 players have a pair of aces d) 1 player has 3 aces ad aother player has 1 ace Writte by Mike Leog, mleog@berkeley.edu Page 17 of 24 Chapter 2: Repeated Trials ad Samplig

18 Chapter 2 Aswers Biomial Distributio Normal Approximatio: Method Poisso Approximatio Radom Samplig Writte by Mike Leog, mleog@berkeley.edu Page 18 of 24 Chapter 2: Repeated Trials ad Samplig

19 2.1 Aswers: Biomial Distributio 1. a # = 5! b # = 5! 2! 3! = 5 2 = c # = 10! d # = 2, 3, 4, 1 2. a # = 10 3 b # = (10) 3 10 c # = 10! d # = 2, 3, 3, 1, 1 3. a # = 10 3 b # = 10 5 c 10 # = 3, 3, 2, 1, 1 4. a # = b # = 1 2! c # = 1 3! 4! 32 2, 2, 2, 5, 5, 5, 5, 6 5. a P(HHHTT) = p 3 q 2 b P(HTHTH) = p 3 q 2 c P(X = 3) = 5 3 p3 q 2 d P(X 1) = 1 q 5 e P(X 5) = 1 p 5 f 6. a μ = 10 6 c mode(x) = 2, 1 P(X {2, 4, 6}) = 5 0 q p2 q p4 q b mode(x) = 1 7. a μ = b R(x) = c m, + p Z Mode(X) + = m, m 1, + p Z + x + 1 x p q 8. a x px (1 p) x = 1, D b x px (1 p) x = 1 q, A x=0 c x p 1 x x p 2 x=0 d x p 1 x x p 2 = (p 1 + p 2 ) x=1, C = (p 1 + p 2 ) p 1 p 2, B 9. a # = 8! b 8 8! # = = 2, 1, 3, 2 2! 3! 2! c # = 3! 5! d # = 3! 2! 5! 3! e # = f # = (26) 3 (10) 5 g # = h # = 8! 3! 5! x=1 1 i # = 8! 3! 5! (26) 3 (10) 5 = 8! j # = 8! 3! 5! Writte by Mike Leog, mleog@berkeley.edu Page 19 of 24 Chapter 2: Repeated Trials ad Samplig

20 10. a P(X = 4) = b P(X = 4 I 1 = 1) = c 20 P(X = 4 X 1) = d P(X 1 = 2 W = 6) = e P(X = 4 T 1 1) 20 = g P(X 1 = 1 X = 4) = f P(X 1 = 1, X 2 = 3) = h P(X 1 4, X 6) = a P(X = 10) = b P(X > 10) = a P(X = 2, Y = 3, Z = 7) = 12 2, 3, b P(X = 2 Y = 0) = Writte by Mike Leog, mleog@berkeley.edu Page 20 of 24 Chapter 2: Repeated Trials ad Samplig

21 2.2 Aswers: Normal Approximatio: Method 1. a Φ( z) = 0.10 b P( 1 < Z < 2) = Φ(2) Φ( 1) a P(X > 120) 1 Φ(2.246) b P(p > 0.2) 1 Φ(2.246) c P(90 X 115) Φ(1.70) Φ( 1.15) a P(X = 20) = b P(X = 20) 2Φ c P(X = 20) 2π d P(X = 20) 2π a P(Y = 0) 2Φ b P(Y = 0) 1 8 2π d = 15 P(X = 613) = a P(X = 613) Φ Φ P(X > 612) = 612 b y 1 6 y y y=0 P(X > 612) Φ 2.5 = Writte by Mike Leog, mleog@berkeley.edu Page 21 of 24 Chapter 2: Repeated Trials ad Samplig

22 2.4 Aswers: Poisso Approximatio μx μ x=0 x! 1. a e 2. a 3 = 1 b P(X = x) = μx x! e μ c R(x) = P(x) P(x 1) = μ, x = 1, 2, x c d P(X = 0) = b P(Y = 0) = e 1000/ P(X = 3) = P(Y = 3) = e 1000/1024 (1000/1024) ! 2 P(X < 3) = i 1024 i i P(Y < 3) = i=0 2 i=0 (1000/1024)i 1000/1024 e i! Let m = μ. m, m Z Mode(X) = + m, m 1, m Z + 4 P(X > 361) e ! ! ! P(X 1) = P(Y 1) = 1 e 1000/ Writte by Mike Leog, mleog@berkeley.edu Page 22 of 24 Chapter 2: Repeated Trials ad Samplig

23 2.5 Aswers: Radom Samplig 1. a # = 120 b # = 10 c # = 90 d # = 120 e # = a P(X = x) = x 5 x , x = 0, 1,, 5 b P(X = x) = x 5 x 5 52, x = 0, 1,, 4 5 c P(X = x) = x 20 x 52, x = 8, 9,, 20 d P(X = x) = x 40 x 52, x = 1, 2,, a Sample Ur Gree x = 3 G x = 37 G = 40 Blue x = 5 N G + x = 55 B = 60 = 8 N = 92 N = b P(X = 3) = a Gree Blue Red Sample x y z = 12 Ur G x = 40 x B y = 60 y R z = 50 z N = 138 G = 40 B = 60 R = 50 N = b P(X = 3, Y = 5, Z = 4) = 3 5. a P(X 1 = 2) 13 = = b = P(X 1 = 2, X 2 = 3, X 3 = 1, X 4 = 7) 13 = a P(3A) = b P(A, 2B) = (4) c P(A, B, C) = Writte by Mike Leog, mleog@berkeley.edu Page 23 of 24 Chapter 2: Repeated Trials ad Samplig

24 7. a x P(X = x) b P(same umber of wiig tickets X = 2) = a P(X + Z = 0) = b P(X 1, Z = 0) = c P(X = 0, Z 1) = d P(X + Z = 0) + 5P(X 1, Z = 0) = P(3 A, 2 B) P(2 A, 2 B, 1 C) 9. a = (13) b = a P(4 A, 3 B) b P(4 A, 2 B, 1 C) = (13) = (13) c P(3 A, 2 B, 2 C) d P(2 A, 2 B, 1 C, 1 D, 1 E) = = a 13 b P(X 1 = 1, X 2 = 1, X 3 = 1, X 4 = 1) = P(2 A, 1 B, 1 C) = c P(2 A, 2 B) = d P(3 A, 1 B) = (4) Writte by Mike Leog, mleog@berkeley.edu Page 24 of 24 Chapter 2: Repeated Trials ad Samplig

Math for Liberal Studies

Math for Liberal Studies Math for Liberal Studies We want to measure the influence each voter has As we have seen, the number of votes you have doesn t always reflect how much influence you have In order to measure the power of

More information

Final Review for MATH 3510

Final Review for MATH 3510 Fial Review for MATH 50 Calculatio 5 Give a fairly simple probability mass fuctio or probability desity fuctio of a radom variable, you should be able to compute the expected value ad variace of the variable

More information

Lecture 3 : Probability II. Jonathan Marchini

Lecture 3 : Probability II. Jonathan Marchini Lecture 3 : Probability II Jonathan Marchini Puzzle 1 Pick any two types of card that can occur in a normal pack of shuffled playing cards e.g. Queen and 6. What do you think is the probability that somewhere

More information

Set Notation and Axioms of Probability NOT NOT X = X = X'' = X

Set Notation and Axioms of Probability NOT NOT X = X = X'' = X Set Notation and Axioms of Probability Memory Hints: Intersection I AND I looks like A for And Union U OR + U looks like U for Union Complement NOT X = X = X' NOT NOT X = X = X'' = X Commutative Law A

More information

The Binomial Theorem

The Binomial Theorem The Biomial Theorem Lecture 47 Sectio 9.7 Robb T. Koether Hampde-Sydey College Fri, Apr 8, 204 Robb T. Koether (Hampde-Sydey College The Biomial Theorem Fri, Apr 8, 204 / 25 Combiatios 2 Pascal s Triagle

More information

IE 230 Seat # Name < KEY > Please read these directions. Closed book and notes. 60 minutes.

IE 230 Seat # Name < KEY > Please read these directions. Closed book and notes. 60 minutes. IE 230 Seat # Name < KEY > Please read these directios. Closed book ad otes. 60 miutes. Covers through the ormal distributio, Sectio 4.7 of Motgomery ad Ruger, fourth editio. Cover page ad four pages of

More information

Stat 400: Georgios Fellouris Homework 5 Due: Friday 24 th, 2017

Stat 400: Georgios Fellouris Homework 5 Due: Friday 24 th, 2017 Stat 400: Georgios Fellouris Homework 5 Due: Friday 4 th, 017 1. A exam has multiple choice questios ad each of them has 4 possible aswers, oly oe of which is correct. A studet will aswer all questios

More information

It is always the case that unions, intersections, complements, and set differences are preserved by the inverse image of a function.

It is always the case that unions, intersections, complements, and set differences are preserved by the inverse image of a function. MATH 532 Measurable Fuctios Dr. Neal, WKU Throughout, let ( X, F, µ) be a measure space ad let (!, F, P ) deote the special case of a probability space. We shall ow begi to study real-valued fuctios defied

More information

MATH 1823 Honors Calculus I Permutations, Selections, the Binomial Theorem

MATH 1823 Honors Calculus I Permutations, Selections, the Binomial Theorem MATH 823 Hoors Calculus I Permutatios, Selectios, the Biomial Theorem Permutatios. The umber of ways of arragig (permutig) obects is deoted by! ad is called factorial. I formig a particular arragemet (or

More information

What is Probability?

What is Probability? Quatificatio of ucertaity. What is Probability? Mathematical model for thigs that occur radomly. Radom ot haphazard, do t kow what will happe o ay oe experimet, but has a log ru order. The cocept of probability

More information

Introduction to Probability and Statistics Twelfth Edition

Introduction to Probability and Statistics Twelfth Edition Itroductio to Probability ad Statistics Twelfth Editio Robert J. Beaver Barbara M. Beaver William Medehall Presetatio desiged ad writte by: Barbara M. Beaver Itroductio to Probability ad Statistics Twelfth

More information

PRACTICE PROBLEMS FOR THE FINAL

PRACTICE PROBLEMS FOR THE FINAL PRACTICE PROBLEMS FOR THE FINAL Math 36Q Fall 25 Professor Hoh Below is a list of practice questios for the Fial Exam. I would suggest also goig over the practice problems ad exams for Exam ad Exam 2 to

More information

Permutations, Combinations, and the Binomial Theorem

Permutations, Combinations, and the Binomial Theorem Permutatios, ombiatios, ad the Biomial Theorem Sectio Permutatios outig methods are used to determie the umber of members of a specific set as well as outcomes of a evet. There are may differet ways to

More information

Mathematical Statistics - MS

Mathematical Statistics - MS Paper Specific Istructios. The examiatio is of hours duratio. There are a total of 60 questios carryig 00 marks. The etire paper is divided ito three sectios, A, B ad C. All sectios are compulsory. Questios

More information

Lecture 2 31 Jan Logistics: see piazza site for bootcamps, ps0, bashprob

Lecture 2 31 Jan Logistics: see piazza site for bootcamps, ps0, bashprob Lecture 2 31 Jan 2017 Logistics: see piazza site for bootcamps, ps0, bashprob Discrete Probability and Counting A finite probability space is a set S and a real function p(s) ons such that: p(s) 0, s S,

More information

Chapter 1 Problem Solving: Strategies and Principles

Chapter 1 Problem Solving: Strategies and Principles Chapter 1 Problem Solving: Strategies and Principles Section 1.1 Problem Solving 1. Understand the problem, devise a plan, carry out your plan, check your answer. 3. Answers will vary. 5. How to Solve

More information

Lecture 7: Properties of Random Samples

Lecture 7: Properties of Random Samples Lecture 7: Properties of Radom Samples 1 Cotiued From Last Class Theorem 1.1. Let X 1, X,...X be a radom sample from a populatio with mea µ ad variace σ

More information

Probability and statistics: basic terms

Probability and statistics: basic terms Probability ad statistics: basic terms M. Veeraraghava August 203 A radom variable is a rule that assigs a umerical value to each possible outcome of a experimet. Outcomes of a experimet form the sample

More information

Approximations and more PMFs and PDFs

Approximations and more PMFs and PDFs Approximatios ad more PMFs ad PDFs Saad Meimeh 1 Approximatio of biomial with Poisso Cosider the biomial distributio ( b(k,,p = p k (1 p k, k λ: k Assume that is large, ad p is small, but p λ at the limit.

More information

Random Variables, Sampling and Estimation

Random Variables, Sampling and Estimation Chapter 1 Radom Variables, Samplig ad Estimatio 1.1 Itroductio This chapter will cover the most importat basic statistical theory you eed i order to uderstad the ecoometric material that will be comig

More information

Section 5.1 The Basics of Counting

Section 5.1 The Basics of Counting 1 Sectio 5.1 The Basics of Coutig Combiatorics, the study of arragemets of objects, is a importat part of discrete mathematics. I this chapter, we will lear basic techiques of coutig which has a lot of

More information

P1 Chapter 8 :: Binomial Expansion

P1 Chapter 8 :: Binomial Expansion P Chapter 8 :: Biomial Expasio jfrost@tiffi.kigsto.sch.uk www.drfrostmaths.com @DrFrostMaths Last modified: 6 th August 7 Use of DrFrostMaths for practice Register for free at: www.drfrostmaths.com/homework

More information

CH5. Discrete Probability Distributions

CH5. Discrete Probability Distributions CH5. Discrete Probabilit Distributios Radom Variables A radom variable is a fuctio or rule that assigs a umerical value to each outcome i the sample space of a radom eperimet. Nomeclature: - Capital letters:

More information

CSE 191, Class Note 05: Counting Methods Computer Sci & Eng Dept SUNY Buffalo

CSE 191, Class Note 05: Counting Methods Computer Sci & Eng Dept SUNY Buffalo Coutig Methods CSE 191, Class Note 05: Coutig Methods Computer Sci & Eg Dept SUNY Buffalo c Xi He (Uiversity at Buffalo CSE 191 Discrete Structures 1 / 48 Need for Coutig The problem of coutig the umber

More information

14 Classic Counting Problems in Combinatorics

14 Classic Counting Problems in Combinatorics 14 Classic Coutig Problems i Combiatorics (Herbert E. Müller, May 2017, herbert-mueller.ifo) Combiatorics is about coutig objects, or the umber of ways of doig somethig. I this article I preset some classic

More information

1 of 7 7/16/2009 6:06 AM Virtual Laboratories > 6. Radom Samples > 1 2 3 4 5 6 7 6. Order Statistics Defiitios Suppose agai that we have a basic radom experimet, ad that X is a real-valued radom variable

More information

Closed book and notes. No calculators. 60 minutes, but essentially unlimited time.

Closed book and notes. No calculators. 60 minutes, but essentially unlimited time. IE 230 Seat # Closed book ad otes. No calculators. 60 miutes, but essetially ulimited time. Cover page, four pages of exam, ad Pages 8 ad 12 of the Cocise Notes. This test covers through Sectio 4.7 of

More information

3.1 Counting Principles

3.1 Counting Principles 3.1 Coutig Priciples Goal: Cout the umber of objects i a set. Notatio: Whe S is a set, S deotes the umber of objects i the set. This is also called S s cardiality. Additio Priciple: Whe you wat to cout

More information

Problems from 9th edition of Probability and Statistical Inference by Hogg, Tanis and Zimmerman:

Problems from 9th edition of Probability and Statistical Inference by Hogg, Tanis and Zimmerman: Math 224 Fall 2017 Homework 4 Drew Armstrog Problems from 9th editio of Probability ad Statistical Iferece by Hogg, Tais ad Zimmerma: Sectio 2.3, Exercises 16(a,d),18. Sectio 2.4, Exercises 13, 14. Sectio

More information

Discrete probability distributions

Discrete probability distributions Discrete probability distributios I the chapter o probability we used the classical method to calculate the probability of various values of a radom variable. I some cases, however, we may be able to develop

More information

Parameter, Statistic and Random Samples

Parameter, Statistic and Random Samples Parameter, Statistic ad Radom Samples A parameter is a umber that describes the populatio. It is a fixed umber, but i practice we do ot kow its value. A statistic is a fuctio of the sample data, i.e.,

More information

Exam 2 Instructions not multiple versions

Exam 2 Instructions not multiple versions Exam 2 Istructios Remove this sheet of istructios from your exam. You may use the back of this sheet for scratch work. This is a closed book, closed otes exam. You are ot allowed to use ay materials other

More information

Lecture 5. Random variable and distribution of probability

Lecture 5. Random variable and distribution of probability Itroductio to theory of probability ad statistics Lecture 5. Radom variable ad distributio of probability prof. dr hab.iż. Katarzya Zarzewsa Katedra Eletroii, AGH e-mail: za@agh.edu.pl http://home.agh.edu.pl/~za

More information

Do in calculator, too.

Do in calculator, too. You do Do in calculator, too. Sequence formulas that give you the exact definition of a term are explicit formulas. Formula: a n = 5n Explicit, every term is defined by this formula. Recursive formulas

More information

Randomized Algorithms I, Spring 2018, Department of Computer Science, University of Helsinki Homework 1: Solutions (Discussed January 25, 2018)

Randomized Algorithms I, Spring 2018, Department of Computer Science, University of Helsinki Homework 1: Solutions (Discussed January 25, 2018) Radomized Algorithms I, Sprig 08, Departmet of Computer Sciece, Uiversity of Helsiki Homework : Solutios Discussed Jauary 5, 08). Exercise.: Cosider the followig balls-ad-bi game. We start with oe black

More information

IE 230 Probability & Statistics in Engineering I. Closed book and notes. No calculators. 120 minutes.

IE 230 Probability & Statistics in Engineering I. Closed book and notes. No calculators. 120 minutes. Closed book ad otes. No calculators. 120 miutes. Cover page, five pages of exam, ad tables for discrete ad cotiuous distributios. Score X i =1 X i / S X 2 i =1 (X i X ) 2 / ( 1) = [i =1 X i 2 X 2 ] / (

More information

(ii) Two-permutations of {a, b, c}. Answer. (B) P (3, 3) = 3! (C) 3! = 6, and there are 6 items in (A). ... Answer.

(ii) Two-permutations of {a, b, c}. Answer. (B) P (3, 3) = 3! (C) 3! = 6, and there are 6 items in (A). ... Answer. SOLUTIONS Homewor 5 Due /6/19 Exercise. (a Cosider the set {a, b, c}. For each of the followig, (A list the objects described, (B give a formula that tells you how may you should have listed, ad (C verify

More information

Expectation and Variance of a random variable

Expectation and Variance of a random variable Chapter 11 Expectatio ad Variace of a radom variable The aim of this lecture is to defie ad itroduce mathematical Expectatio ad variace of a fuctio of discrete & cotiuous radom variables ad the distributio

More information

Homework 5 Solutions

Homework 5 Solutions Homework 5 Solutios p329 # 12 No. To estimate the chace you eed the expected value ad stadard error. To do get the expected value you eed the average of the box ad to get the stadard error you eed the

More information

The Random Walk For Dummies

The Random Walk For Dummies The Radom Walk For Dummies Richard A Mote Abstract We look at the priciples goverig the oe-dimesioal discrete radom walk First we review five basic cocepts of probability theory The we cosider the Beroulli

More information

Math 10A final exam, December 16, 2016

Math 10A final exam, December 16, 2016 Please put away all books, calculators, cell phoes ad other devices. You may cosult a sigle two-sided sheet of otes. Please write carefully ad clearly, USING WORDS (ot just symbols). Remember that the

More information

Binomial Distribution

Binomial Distribution 0.0 0.5 1.0 1.5 2.0 2.5 3.0 0 1 2 3 4 5 6 7 0.0 0.5 1.0 1.5 2.0 2.5 3.0 Overview Example: coi tossed three times Defiitio Formula Recall that a r.v. is discrete if there are either a fiite umber of possible

More information

7.1 Convergence of sequences of random variables

7.1 Convergence of sequences of random variables Chapter 7 Limit Theorems Throughout this sectio we will assume a probability space (, F, P), i which is defied a ifiite sequece of radom variables (X ) ad a radom variable X. The fact that for every ifiite

More information

0, otherwise. EX = E(X 1 + X n ) = EX j = np and. Var(X j ) = np(1 p). Var(X) = Var(X X n ) =

0, otherwise. EX = E(X 1 + X n ) = EX j = np and. Var(X j ) = np(1 p). Var(X) = Var(X X n ) = PROBABILITY MODELS 35 10. Discrete probability distributios I this sectio, we discuss several well-ow discrete probability distributios ad study some of their properties. Some of these distributios, lie

More information

Lecture 4. Random variable and distribution of probability

Lecture 4. Random variable and distribution of probability Itroductio to theory of probability ad statistics Lecture. Radom variable ad distributio of probability dr hab.iż. Katarzya Zarzewsa, prof.agh Katedra Eletroii, AGH e-mail: za@agh.edu.pl http://home.agh.edu.pl/~za

More information

This section is optional.

This section is optional. 4 Momet Geeratig Fuctios* This sectio is optioal. The momet geeratig fuctio g : R R of a radom variable X is defied as g(t) = E[e tx ]. Propositio 1. We have g () (0) = E[X ] for = 1, 2,... Proof. Therefore

More information

LOGO. Chapter 2 Discrete Random Variables(R.V) Part1. iugaza2010.blogspot.com

LOGO. Chapter 2 Discrete Random Variables(R.V) Part1. iugaza2010.blogspot.com 1 LOGO Chapter 2 Discrete Radom Variables(R.V) Part1 iugaza2010.blogspot.com 2.1 Radom Variables A radom variable over a sample space is a fuctio that maps every sample poit (i.e. outcome) to a real umber.

More information

Topic 5: Basics of Probability

Topic 5: Basics of Probability Topic 5: Jue 1, 2011 1 Itroductio Mathematical structures lie Euclidea geometry or algebraic fields are defied by a set of axioms. Mathematical reality is the developed through the itroductio of cocepts

More information

f X (12) = Pr(X = 12) = Pr({(6, 6)}) = 1/36

f X (12) = Pr(X = 12) = Pr({(6, 6)}) = 1/36 Probability Distributios A Example With Dice If X is a radom variable o sample space S, the the probability that X takes o the value c is Similarly, Pr(X = c) = Pr({s S X(s) = c}) Pr(X c) = Pr({s S X(s)

More information

Probability theory and mathematical statistics:

Probability theory and mathematical statistics: N.I. Lobachevsky State Uiversity of Nizhi Novgorod Probability theory ad mathematical statistics: Law of Total Probability. Associate Professor A.V. Zorie Law of Total Probability. 1 / 14 Theorem Let H

More information

7.1 Convergence of sequences of random variables

7.1 Convergence of sequences of random variables Chapter 7 Limit theorems Throughout this sectio we will assume a probability space (Ω, F, P), i which is defied a ifiite sequece of radom variables (X ) ad a radom variable X. The fact that for every ifiite

More information

FACULTY OF MATHEMATICAL STUDIES MATHEMATICS FOR PART I ENGINEERING. Lectures

FACULTY OF MATHEMATICAL STUDIES MATHEMATICS FOR PART I ENGINEERING. Lectures FACULTY OF MATHEMATICAL STUDIES MATHEMATICS FOR PART I ENGINEERING Lectures MODULE 5 STATISTICS II. Mea ad stadard error of sample data. Biomial distributio. Normal distributio 4. Samplig 5. Cofidece itervals

More information

CS / MCS 401 Homework 3 grader solutions

CS / MCS 401 Homework 3 grader solutions CS / MCS 401 Homework 3 grader solutios assigmet due July 6, 016 writte by Jāis Lazovskis maximum poits: 33 Some questios from CLRS. Questios marked with a asterisk were ot graded. 1 Use the defiitio of

More information

( ) = p and P( i = b) = q.

( ) = p and P( i = b) = q. MATH 540 Radom Walks Part 1 A radom walk X is special stochastic process that measures the height (or value) of a particle that radomly moves upward or dowward certai fixed amouts o each uit icremet of

More information

STAT 350 Handout 19 Sampling Distribution, Central Limit Theorem (6.6)

STAT 350 Handout 19 Sampling Distribution, Central Limit Theorem (6.6) STAT 350 Hadout 9 Samplig Distributio, Cetral Limit Theorem (6.6) A radom sample is a sequece of radom variables X, X 2,, X that are idepedet ad idetically distributed. o This property is ofte abbreviated

More information

UNIT 2 DIFFERENT APPROACHES TO PROBABILITY THEORY

UNIT 2 DIFFERENT APPROACHES TO PROBABILITY THEORY UNIT 2 DIFFERENT APPROACHES TO PROBABILITY THEORY Structure 2.1 Itroductio Objectives 2.2 Relative Frequecy Approach ad Statistical Probability 2. Problems Based o Relative Frequecy 2.4 Subjective Approach

More information

Math 152. Rumbos Fall Solutions to Review Problems for Exam #2. Number of Heads Frequency

Math 152. Rumbos Fall Solutions to Review Problems for Exam #2. Number of Heads Frequency Math 152. Rumbos Fall 2009 1 Solutios to Review Problems for Exam #2 1. I the book Experimetatio ad Measuremet, by W. J. Youde ad published by the by the Natioal Sciece Teachers Associatio i 1962, the

More information

CEE 522 Autumn Uncertainty Concepts for Geotechnical Engineering

CEE 522 Autumn Uncertainty Concepts for Geotechnical Engineering CEE 5 Autum 005 Ucertaity Cocepts for Geotechical Egieerig Basic Termiology Set A set is a collectio of (mutually exclusive) objects or evets. The sample space is the (collectively exhaustive) collectio

More information

PRACTICE PROBLEMS FOR THE FINAL

PRACTICE PROBLEMS FOR THE FINAL PRACTICE PROBLEMS FOR THE FINAL Math 36Q Sprig 25 Professor Hoh Below is a list of practice questios for the Fial Exam. I would suggest also goig over the practice problems ad exams for Exam ad Exam 2

More information

Estimation for Complete Data

Estimation for Complete Data Estimatio for Complete Data complete data: there is o loss of iformatio durig study. complete idividual complete data= grouped data A complete idividual data is the oe i which the complete iformatio of

More information

Discrete Probability Distributions

Discrete Probability Distributions 37 Contents Discrete Probability Distributions 37.1 Discrete Probability Distributions 2 37.2 The Binomial Distribution 17 37.3 The Poisson Distribution 37 37.4 The Hypergeometric Distribution 53 Learning

More information

4. Partial Sums and the Central Limit Theorem

4. Partial Sums and the Central Limit Theorem 1 of 10 7/16/2009 6:05 AM Virtual Laboratories > 6. Radom Samples > 1 2 3 4 5 6 7 4. Partial Sums ad the Cetral Limit Theorem The cetral limit theorem ad the law of large umbers are the two fudametal theorems

More information

This exam contains 19 pages (including this cover page) and 10 questions. A Formulae sheet is provided with the exam.

This exam contains 19 pages (including this cover page) and 10 questions. A Formulae sheet is provided with the exam. Probability ad Statistics FS 07 Secod Sessio Exam 09.0.08 Time Limit: 80 Miutes Name: Studet ID: This exam cotais 9 pages (icludig this cover page) ad 0 questios. A Formulae sheet is provided with the

More information

Discrete Probability Distributions

Discrete Probability Distributions Chapter 4 Discrete Probability Distributions 4.1 Random variable A random variable is a function that assigns values to different events in a sample space. Example 4.1.1. Consider the experiment of rolling

More information

f X (12) = Pr(X = 12) = Pr({(6, 6)}) = 1/36

f X (12) = Pr(X = 12) = Pr({(6, 6)}) = 1/36 Probability Distributios A Example With Dice If X is a radom variable o sample space S, the the probablity that X takes o the value c is Similarly, Pr(X = c) = Pr({s S X(s) = c} Pr(X c) = Pr({s S X(s)

More information

Some discrete distribution

Some discrete distribution Some discrete distributio p. 2-13 Defiitio (Beroulli distributio B(p)) A Beroulli distributio takes o oly two values: 0 ad 1, with probabilities 1 p ad p, respectively. pmf: p() = p (1 p) (1 ), if =0or

More information

Discrete Mathematics for CS Spring 2005 Clancy/Wagner Notes 21. Some Important Distributions

Discrete Mathematics for CS Spring 2005 Clancy/Wagner Notes 21. Some Important Distributions CS 70 Discrete Mathematics for CS Sprig 2005 Clacy/Wager Notes 21 Some Importat Distributios Questio: A biased coi with Heads probability p is tossed repeatedly util the first Head appears. What is the

More information

ST 305: Exam 3 ( ) = P(A)P(B A) ( ) = P(A) + P(B) ( ) = 1 P( A) ( ) = P(A) P(B) σ X 2 = σ a+bx. σ ˆp. σ X +Y. σ X Y. σ X. σ Y. σ n.

ST 305: Exam 3 ( ) = P(A)P(B A) ( ) = P(A) + P(B) ( ) = 1 P( A) ( ) = P(A) P(B) σ X 2 = σ a+bx. σ ˆp. σ X +Y. σ X Y. σ X. σ Y. σ n. ST 305: Exam 3 By hadig i this completed exam, I state that I have either give or received assistace from aother perso durig the exam period. I have used o resources other tha the exam itself ad the basic

More information

STAT 516 Answers Homework 6 April 2, 2008 Solutions by Mark Daniel Ward PROBLEMS

STAT 516 Answers Homework 6 April 2, 2008 Solutions by Mark Daniel Ward PROBLEMS STAT 56 Aswers Homework 6 April 2, 28 Solutios by Mark Daiel Ward PROBLEMS Chapter 6 Problems 2a. The mass p(, correspods to either o the irst two balls beig white, so p(, 8 7 4/39. The mass p(, correspods

More information

CIS Spring 2018 (instructor Val Tannen)

CIS Spring 2018 (instructor Val Tannen) CIS 160 - Sprig 2018 (istructor Val Tae) Lecture 5 Thursday, Jauary 25 COUNTING We cotiue studyig how to use combiatios ad what are their properties. Example 5.1 How may 8-letter strigs ca be costructed

More information

Discrete Mathematics for CS Spring 2008 David Wagner Note 22

Discrete Mathematics for CS Spring 2008 David Wagner Note 22 CS 70 Discrete Mathematics for CS Sprig 2008 David Wager Note 22 I.I.D. Radom Variables Estimatig the bias of a coi Questio: We wat to estimate the proportio p of Democrats i the US populatio, by takig

More information

Econ 325/327 Notes on Sample Mean, Sample Proportion, Central Limit Theorem, Chi-square Distribution, Student s t distribution 1.

Econ 325/327 Notes on Sample Mean, Sample Proportion, Central Limit Theorem, Chi-square Distribution, Student s t distribution 1. Eco 325/327 Notes o Sample Mea, Sample Proportio, Cetral Limit Theorem, Chi-square Distributio, Studet s t distributio 1 Sample Mea By Hiro Kasahara We cosider a radom sample from a populatio. Defiitio

More information

Sequences A sequence of numbers is a function whose domain is the positive integers. We can see that the sequence

Sequences A sequence of numbers is a function whose domain is the positive integers. We can see that the sequence Sequeces A sequece of umbers is a fuctio whose domai is the positive itegers. We ca see that the sequece 1, 1, 2, 2, 3, 3,... is a fuctio from the positive itegers whe we write the first sequece elemet

More information

Math 155 (Lecture 3)

Math 155 (Lecture 3) Math 55 (Lecture 3) September 8, I this lecture, we ll cosider the aswer to oe of the most basic coutig problems i combiatorics Questio How may ways are there to choose a -elemet subset of the set {,,,

More information

CS 330 Discussion - Probability

CS 330 Discussion - Probability CS 330 Discussio - Probability March 24 2017 1 Fudametals of Probability 11 Radom Variables ad Evets A radom variable X is oe whose value is o-determiistic For example, suppose we flip a coi ad set X =

More information

n outcome is (+1,+1, 1,..., 1). Let the r.v. X denote our position (relative to our starting point 0) after n moves. Thus X = X 1 + X 2 + +X n,

n outcome is (+1,+1, 1,..., 1). Let the r.v. X denote our position (relative to our starting point 0) after n moves. Thus X = X 1 + X 2 + +X n, CS 70 Discrete Mathematics for CS Sprig 2008 David Wager Note 9 Variace Questio: At each time step, I flip a fair coi. If it comes up Heads, I walk oe step to the right; if it comes up Tails, I walk oe

More information

Economics 250 Assignment 1 Suggested Answers. 1. We have the following data set on the lengths (in minutes) of a sample of long-distance phone calls

Economics 250 Assignment 1 Suggested Answers. 1. We have the following data set on the lengths (in minutes) of a sample of long-distance phone calls Ecoomics 250 Assigmet 1 Suggested Aswers 1. We have the followig data set o the legths (i miutes) of a sample of log-distace phoe calls 1 20 10 20 13 23 3 7 18 7 4 5 15 7 29 10 18 10 10 23 4 12 8 6 (1)

More information

A sequence of numbers is a function whose domain is the positive integers. We can see that the sequence

A sequence of numbers is a function whose domain is the positive integers. We can see that the sequence Sequeces A sequece of umbers is a fuctio whose domai is the positive itegers. We ca see that the sequece,, 2, 2, 3, 3,... is a fuctio from the positive itegers whe we write the first sequece elemet as

More information

Exercise 4.3 Use the Continuity Theorem to prove the Cramér-Wold Theorem, Theorem. (1) φ a X(1).

Exercise 4.3 Use the Continuity Theorem to prove the Cramér-Wold Theorem, Theorem. (1) φ a X(1). Assigmet 7 Exercise 4.3 Use the Cotiuity Theorem to prove the Cramér-Wold Theorem, Theorem 4.12. Hit: a X d a X implies that φ a X (1) φ a X(1). Sketch of solutio: As we poited out i class, the oly tricky

More information

Intermediate Math Circles November 4, 2009 Counting II

Intermediate Math Circles November 4, 2009 Counting II Uiversity of Waterloo Faculty of Mathematics Cetre for Educatio i Mathematics ad Computig Itermediate Math Circles November 4, 009 Coutig II Last time, after lookig at the product rule ad sum rule, we

More information

STAT Homework 1 - Solutions

STAT Homework 1 - Solutions STAT-36700 Homework 1 - Solutios Fall 018 September 11, 018 This cotais solutios for Homework 1. Please ote that we have icluded several additioal commets ad approaches to the problems to give you better

More information

Binomial distribution questions: formal word problems

Binomial distribution questions: formal word problems Biomial distributio questios: formal word problems For the followig questios, write the iformatio give i a formal way before solvig the problem, somethig like: X = umber of... out of 2, so X B(2, 0.2).

More information

Chapter 8: Estimating with Confidence

Chapter 8: Estimating with Confidence Chapter 8: Estimatig with Cofidece Sectio 8.2 The Practice of Statistics, 4 th editio For AP* STARNES, YATES, MOORE Chapter 8 Estimatig with Cofidece 8.1 Cofidece Itervals: The Basics 8.2 8.3 Estimatig

More information

Topic 9: Sampling Distributions of Estimators

Topic 9: Sampling Distributions of Estimators Topic 9: Samplig Distributios of Estimators Course 003, 2016 Page 0 Samplig distributios of estimators Sice our estimators are statistics (particular fuctios of radom variables), their distributio ca be

More information

10.1. Randomness and Probability. Investigation: Flip a Coin EXAMPLE A CONDENSED LESSON

10.1. Randomness and Probability. Investigation: Flip a Coin EXAMPLE A CONDENSED LESSON CONDENSED LESSON 10.1 Randomness and Probability In this lesson you will simulate random processes find experimental probabilities based on the results of a large number of trials calculate theoretical

More information

05 - PERMUTATIONS AND COMBINATIONS Page 1 ( Answers at the end of all questions )

05 - PERMUTATIONS AND COMBINATIONS Page 1 ( Answers at the end of all questions ) 05 - PERMUTATIONS AND COMBINATIONS Page 1 ( Aswers at the ed of all questios ) ( 1 ) If the letters of the word SACHIN are arraged i all possible ways ad these words are writte out as i dictioary, the

More information

Infinite Series and Improper Integrals

Infinite Series and Improper Integrals 8 Special Fuctios Ifiite Series ad Improper Itegrals Ifiite series are importat i almost all areas of mathematics ad egieerig I additio to umerous other uses, they are used to defie certai fuctios ad to

More information

PH 425 Quantum Measurement and Spin Winter SPINS Lab 1

PH 425 Quantum Measurement and Spin Winter SPINS Lab 1 PH 425 Quatum Measuremet ad Spi Witer 23 SPIS Lab Measure the spi projectio S z alog the z-axis This is the experimet that is ready to go whe you start the program, as show below Each atom is measured

More information

Lecture Notes 15 Hypothesis Testing (Chapter 10)

Lecture Notes 15 Hypothesis Testing (Chapter 10) 1 Itroductio Lecture Notes 15 Hypothesis Testig Chapter 10) Let X 1,..., X p θ x). Suppose we we wat to kow if θ = θ 0 or ot, where θ 0 is a specific value of θ. For example, if we are flippig a coi, we

More information

Statistical Inference (Chapter 10) Statistical inference = learn about a population based on the information provided by a sample.

Statistical Inference (Chapter 10) Statistical inference = learn about a population based on the information provided by a sample. Statistical Iferece (Chapter 10) Statistical iferece = lear about a populatio based o the iformatio provided by a sample. Populatio: The set of all values of a radom variable X of iterest. Characterized

More information

12.1. Randomness and Probability

12.1. Randomness and Probability CONDENSED LESSON. Randomness and Probability In this lesson, you Simulate random processes with your calculator Find experimental probabilities based on the results of a large number of trials Calculate

More information

AMS570 Lecture Notes #2

AMS570 Lecture Notes #2 AMS570 Lecture Notes # Review of Probability (cotiued) Probability distributios. () Biomial distributio Biomial Experimet: ) It cosists of trials ) Each trial results i of possible outcomes, S or F 3)

More information

Simulation. Two Rule For Inverting A Distribution Function

Simulation. Two Rule For Inverting A Distribution Function Simulatio Two Rule For Ivertig A Distributio Fuctio Rule 1. If F(x) = u is costat o a iterval [x 1, x 2 ), the the uiform value u is mapped oto x 2 through the iversio process. Rule 2. If there is a jump

More information

Some Basic Counting Techniques

Some Basic Counting Techniques Some Basic Coutig Techiques Itroductio If A is a oempty subset of a fiite sample space S, the coceptually simplest way to fid the probability of A would be simply to apply the defiitio P (A) = s A p(s);

More information

Massachusetts Institute of Technology

Massachusetts Institute of Technology Solutios to Quiz : Sprig 006 Problem : Each of the followig statemets is either True or False. There will be o partial credit give for the True False questios, thus ay explaatios will ot be graded. Please

More information

Chapter 7 COMBINATIONS AND PERMUTATIONS. where we have the specific formula for the binomial coefficients:

Chapter 7 COMBINATIONS AND PERMUTATIONS. where we have the specific formula for the binomial coefficients: Chapter 7 COMBINATIONS AND PERMUTATIONS We have see i the previous chapter that (a + b) ca be writte as 0 a % a & b%þ% a & b %þ% b where we have the specific formula for the biomial coefficiets: '!!(&)!

More information

B Supplemental Notes 2 Hypergeometric, Binomial, Poisson and Multinomial Random Variables and Borel Sets

B Supplemental Notes 2 Hypergeometric, Binomial, Poisson and Multinomial Random Variables and Borel Sets B671-672 Supplemetal otes 2 Hypergeometric, Biomial, Poisso ad Multiomial Radom Variables ad Borel Sets 1 Biomial Approximatio to the Hypergeometric Recall that the Hypergeometric istributio is fx = x

More information

Statisticians use the word population to refer the total number of (potential) observations under consideration

Statisticians use the word population to refer the total number of (potential) observations under consideration 6 Samplig Distributios Statisticias use the word populatio to refer the total umber of (potetial) observatios uder cosideratio The populatio is just the set of all possible outcomes i our sample space

More information

L = n i, i=1. dp p n 1

L = n i, i=1. dp p n 1 Exchageable sequeces ad probabilities for probabilities 1996; modified 98 5 21 to add material o mutual iformatio; modified 98 7 21 to add Heath-Sudderth proof of de Fietti represetatio; modified 99 11

More information

Chapter 6 Conditional Probability

Chapter 6 Conditional Probability Lecture Notes o robability Coditioal robability 6. Suppose RE a radom experimet S sample space C subset of S φ (i.e. (C > 0 A ay evet Give that C must occur, the the probability that A happe is the coditioal

More information