THl.J ... ilOl'lj Tl!

l'U10lJ

An(B uC) =(An8)u(A-nC)

Au{BnC)={A uB)n(AuC)

'\ v,:i-~

-- - -

Au8=AnB

An8=AuB

nn::moi'l '::l'vnn .2

. nann amna TIIlf)!XYl C, B ,A

peA u. 8) = peA) +J)(B) -peA n 8)

it=\ :: t" ,- " '. " ',0:'

peA) ~ PCA nB)+P(A n 8)

P(AuBuC) = P(A)+ P(B)+P(C)-P(A nB)-P(AnC)-P(BnC}+P(A nBnC)

r 'nn:l DI'i"Jnil DIYDi'01 (~)~:> '19 ~v vynn LP(E, nE" n ... nE,) ODO"

~ <12<,,,<1,-

. {1,2, ... ,n} i1~[lj7il7\!J

r'n> fl')JJ...:> 11 j lJl'q ,orr-A (-f

( 0) rtt,nOrnn (p) o',no
~n+r-I)= (n+r-I)! mrnn Oll
"-
n n!(r-l)! nT
**
(n) m n! il,rni11t1'7
r = r!(n-r)! (n-r)!
~ \~ ~ .D'1<11 r~ @! D'"lI"D n "lrrh nI'n1!l9H;t "lOOD na mr (n + : -I) - . i =: 1 ... k i non o'nw n, 'W1I(J 01110 k-'7 OIj7'7lnnil. o'nw n n-nm 3.2 k

.n-nr 110il mum [lJn~i1 n . Lni = n 1=1

[l1lj7nm

nJ

n1'····· n I

• • k"

k

. L n, = n DHj1nnt. i -il il:lfl::l.j1i1 '7,.11 lilT nj '''10 1=1

nrzn 'NJ mnln nrunoil .4

. PCB) > 0 ,n J. nuruxn B~A Pit' .rrrnn 4.1

P(A/B)= P(A(") B) PCB)

:0":1 nnom m.l?\uil rmanonn nnou 4.2

n

PCB) = LP(BI Aj)P(Aj)ilY.l?\Uil rmanonn nnon

i=1

P(BI Aj)P(Aj)

P(A/B)::; n o=annou

L P(BI AJP(Ai}

i=1

:nunnm ?l!J rirzn-x 4.3

12 ~ ;Jf7 7,,](J fJ'fJ" ii/I A/

:ON (n'':l.) DIII?n 'n?J. 1K1j71 n -J. nnruxn A. B

f

P(A tl B) = P(A)P(B)

il?SOY.lil pm 4.4

fel!c):p : p(fJ) f flu)

n-1

p(nAi»O :\U1) n-J.nllrmm A1,A2t .... An Ilil' i=1

I 'Ii

n ~

p(nAj) = P(A1)P(A2 f A1)P(Asl A1 nA2)···P(An ,nAj}

~ ~

- g:;z. -

9'Y) '1i7Tl ilJn~m i'T.l'1i7Tl runem
fx(x) n19'9Y n'Yj7J19 PX(X) nnanon n'Yi7lI9 -nnanon 11'9l'{
.n-nnon .n-nuon .
fx(x) ~ 0 O::s;Px(x)::s;1
co LPx(X)=1
ffx(X)dx = 1
x
-co
co E(X) = LXPx(X) mrun
E(X) = JxfX{X)dx
x
_..,
co E(xn) = LXnpx(X) n TIOTl OlnlTl
E(X') = Jx"f x (x)dx 0::1'::10
x
-co
VeX) = E[X - E{X)12 = E(X2) - [E(X)12 nlllv
•
ax =.JV(X) 1j711 n-co rnmnn rmon 52

E(bX+a) = bE(X)+a Dtl1l:l(1 ab

n

,E(~j: Xl) :;: ,FiX 1 ) + .... + E(Xn) IrK 1f"Q )(1·· .. · .. .x, , 'Ji!1{

nmen nuon 5.3

. ,

n

VeL Xi) = V(X1)+····+ V(Xn) trl'{ n'n TlIITl x, ........ x, ox

1=1

.'

...... nmm 11IJl10I Jl"Jli1
nllJJlWJl nllll!l rmanon nl~i'119
D'=>"UI nmru
nln~i1i1 '5)Oll np(1-p) np P(X =~) = (~}k(1_ p)o-k Inn':). .\
'71J1:l "IO'l n -:l X-B(n,p)
.n":l *
k = O.l,. ....• n
O"IO'lil '5)O)'J 1-p 1 P(X = k) = (1_p)k-1p l,o-m?<l;t
&bL)/ 1'.\.1 IUniil -- - X - G(p)
p2 P k = 1,2, ... _ .... }
i1n7~iln7:lj77 *
rrrroa iilllUN'l
.n'':!. '71J"U. "IO'l
n=ro-m '5)0)'J r(1-p) r . P(x=~)=e-1}'(1-P)H '7'7,;!) -nn I:).
1'.\.IlUniil p2 p X-NB(r,p)
nln~iI r nnj77 r-1 II
1<
r "lOll rrrroa k =f,r+1, ....
n":l. '71J1:l.
o-rrn-nn '5)01l. ** R PiX ='k) = (an~~) II OY.ll1(I;rml il
o"r.lj7l1)'J n n(R+W) X - Hyp(n,R. W)
n n~li'I:l. •
rtf; Q',:l'i'{ . (R:W)
mrnn
711;0 iI'017)INll
R i1:l1U (R+W) k = 0,1, ...... min(n, W)
.n-rru-n
Oll15)l)'J '5)0)'J A A . .: .. <.'._;, .. ' ·~:e"'i.) ... k ")e,) IIORI9
11~11l1l A .ili'n'7 P(X·=·k}=· . \\ 1'>">
k!
QllJE>l1l ,5)07) k =0,1,2 ..... . X-P(A.)
. 01" n'7
n'N'1j7N iI,'m (N-M+1)2 -1 N+M 1 linN.
Q7\!J '15)0)'J 71U 2 P(X=k)=
.[M, N] 110j7:l. 12 N-M+1
X-U[M,N]
.4"' .. K=M,M+1, ...... N X/'v Dc u.f!t 1/ .0<p<1 TII.:1'7In:l. '101).:1 iln7~il7 nnanonn In~n p *

Itt

-0)

, ' ,

"10:) ,j.;j),J

II

• .A.~

cO ,,_

-).-- lr~l

Sed- drC01d-1Y

-cD <. J) a /JO C

(1'-"0/ Ive)

i

nlllet nmm nI9·9~. nl~i7119 IlID'Ot DUnn
(b-a)2 a+b 1 ,.1 me
-- -- a<x<b X-U(a,b)
12 2 b-a
fx{x) =
0 n,n?{
1 1 f( (~J71 r-'~ _{"'e-" x~O ('j) Or-\"\) * 1'1?{'~IOOj7?{
-
j.} 'J... ~ 100
fx(X)- . X -exp('J...)
lO 0 \\1,)
'. n,nN. 1,.>0
0-2 !..I. 1 - (X-lLY *- I'nlln
fx(X) = & e 2T X _1'-J(Jlr(j2)
2ita
-oo<x<oo -oo<p:<oo
(j>0
a. a. 'J...e-b(A.xt-1 lOlA
- x~o X .... Gamma (A., a.)
J! A fx(x) = r(a.)
0 n,nx a.>0 A.>O
** ! 1 fX(X)={(!X:re {;) Weibull
a.llr(1 +-} x~O X - Weibul~a.,~)
J3 a.,J»O
n")f\?{
0 .,
2 fx(x) = a. e-alx! .» (IN!0'19'1) 119:> Exp
-
a.2 2
X .... Laplacian( a.)
0.>0
.. --oo<x<oo
1t1 n1l1lj1 ?{1 a. '\!lIj7
f (x)-
n1lHj7 x - 1t{ 2 . 2}
X +<1.
-oo<x<oo X .... cauchy(a.)
a.>0
n 0 {n+1} \!l9Jn mrrr n Dl1 t
-- i x)= 1. r[(n+1)t2}(1+ X')-2
n-2
& r(n/2) n X-t(n)
n>2 -Ix><x<oo
2n n {0-2} ~ n', n Dl1lJoru -n
X 2 e 2
fx(X}= . n X-X2(n}
22r(;) -s~-

·In;)JT Ion ·1N:~JlI90j7N.i'l n"nil *

2

VeX) = Cl j{r(1 + 2) -[r(1+1)]2} **

f3 f3

i=1, ... n

flill (2)

.'

\1 '" ~,l' ',r" ",7

'IN/v', "

. . L -'

C17) - ,,)

----, ... ~-----

\

V(X -1:: )

'" t .

- ';)Nl? /'I r2£J\~ _____ --

fI I!'

,1 /\ ::c /'J,!

Y--,)Yz, __ ~'"

(I) E f: rJ~

V ::: u (;2

l

J

/

I

r 1

~ , l , ( ,

:'D'Di1'71:::un o9lWl8.4

\

1) !I/ c.;:' /

, I

\,--1

\

)

ll)

.nI71l11:li1 nlli9ni17 lin,)) :lni1 (8.4.2)

XA .... B(n,p)

limn~ p(f" -np ,;a) == 4>(a) np(1-p)

nn np>V (a)

// IN

/ >25 {b)

:ID{ . '711l':lil n"'lli 'in'lli1 :lnj7i n-xmn oln"j7nDl X-B(n,p) I) nl11 :.\II~':l

0.1 s P $;0.

\ i

P(Xsk)=P(Zx $; k+o.5-np)=<pt+o.5-np)

..jnp(1-p) ~np(1-p)

P(X=k)=p(k-o.5-np < Zx:::; k+o.5-np)

~np{1-p) .Jnp(1-p)

x- P(A.)

lim,_p(X~'. ,,;a)~+(a) . A.~10 ,W}o ::l.nlj7::l I!I7lnWi'l7 In1llWl1Jl IgUo.

P(X::;k)==P(Zx::; k+~-A.}= cp(k+~-A.) P{X==k)=p(k-~-A. sz, ~ k+~-A.)

'.

ViSta: The Visual Statistics System

1.

Example from Graveter and Wallnau

• The point of this exampte is:

i. Even though the population is not nonnal, the sampling distribution will approximate a normal distribution.

2. The .approximation becomes better as the sample size gets larger.

• Graveter and WsUnau consider a population that oniy has 4 scores:

{2.4,6,8}.

This population is very non-normal (irs called "uniform"). It's distribution looks like this:

~~ Population IJistribuUon ::!l~
0 0 0 0
2 >4 IS 8 ~ Population Distribution for [2, 4, 6, 8]

This Population is very non-normaJ (uniform)

• Graveter and Wallnau use this population as the basis for constructing a distribution of sampte means for sample size of 2 {that is: N=2}. They explain how this distribution is constructed. The distribution is shown below:

~ Sample Means, N=2 ~

2 3:

456

7

a

sampling Distribution of Sample Means {N=2} This distribution is only roughly nonnal

• We extend their example by constructing distn1:luiions of sample means for sample sizes of N=3, N=4 and N=5, following the same approach taleen by Graveter and Wallnau. All four sampling distributions of the sample means are shown below. You can do\VI11oad the ViSta App!et thai creates these dismbutions.

-68-

http://forrest.psych. unc.edulresearcb/vista-frames/help/lecturenotesllecture06/sampling.html 11/02/2004

l

ViSta: The Visual Statistics System

Sample Means, N-3

I

1

2 jlnn2 91

2:>; 4:5 67 e ~

Sampling Oistribution of Sample Means (N=3) Normality is beiterthan those above.

Sample Means, 1'01-4

.-

5

7

8

Sampling Distribution ofSampfe Means (N=4) Normality is even beiterthan those above.

3

5

4

6

7

s

Sampling Distribution of Sample Means (N=5) This distribution is very normal.

Sample Means, N-6

2

3

:5

6

7

• To repeat the point of this example:

1. Even though the population is not normal, the sampling diSiIibution will approximate a normal distribution.

2. The approximation becomes better as the sample size gets larger,

4

http://forrest. psych. unc_edulresearchlvista-fi'ameslhelptlecturenoresflecture06/samplingJrtml 11/02/2004

Sampling Dism1>ution of Sample Means (N=6) This distribution is even more normal.

J!~1)"~ n~tl_',un M!l"mn ml'imlltJ "'211 tlJ(z)m).*

z

z 1.00 .Of .02

.03 .04

.05 .06 .07

.08 .09

0.0 .5000 .5040 ,5060 0.1 ,5398 .5438 .5478 0.2 .5793 .5832 .5871 0.3 .6179 .6217 .6255 0.4 .6554 .6591 .6628

.5120 .5100 .5517 .5557 .5910 .5948 .6293 .6331 .6664 .6700

.5199 .5239 .5279 .5596 .5636 .5675 .5987 .6026 .0064 .6368 .6400 .6443 .6736 .5772 .6808

.5319 .5359 .5714 .5753 .6103 .6141 .6480 .6517 .6844 .6879

0.5 .6915 .6950 .6985 .70.*9 .'({1Q4 .1Q88 .7123 .7157 .7190 .7224 0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549 0.7 .7580 .7611 .7642 .7673 .'1704 .7734 .7784 .7794 .7823 .7852 0.8 .7881 .7S1(} .7969 .7981 .1995 .8023 .8051 .8078 .8106 .8133 0.9 .8159 .8l~"cJI212 .(i238 ,?264 .8289 .8315 .8340 .8365 .8389

1.0 .8413 1.1 .8643 1.2 .8849 1.3e .9032 1.4 .9192

1.5 .9332 1.6 ._9452 1.7 .9554 1.8 .9641 1.9 .9713

2.0 .9772 2.1 .9821 22 .9861 2.3 .9893 2.4 .9918

2.5 .9938 2.6 .9953 2.7 .9965 2.8 .9974 2.9 .9981

3.0 .9987 3.1 .9990 3.2 .9993 3.3 .9995 3.4 .9997

z

.8438 .8461 .8485 .8508 .8531 .8554 .8685 .8686 .8708 .8729 .8749 .8770 .8869 .8888 .8907 .8925 .8944 .8962 .9049 .9066 .0082 .9099 .9115 .9131 .9207 .9222 .9236 .9251 .9265 .9279

.8577 .8790 .eseo .9147 .9292

.8599 .8810 .8997 .9162 .9306

.8621 .8830 .9015 .9177 .9319

.9845 .9357 .9370 .9382 .9394 .9406 .9418 .9429 .9441 ;9495 .9505 .9515 .9525 .9535 .9545

'_,~ .9616 .$625 .9633 .$64$ ,', ~9686 .9893 .9699 .9700

.911$ .9726 .~ .$'-.44 .9150 .9756 .9761 .9767

.9808 .9812 .9817 .9850 .9854 .9857 .9884 .9887 .9890 .9911 .9913 .9916 .9932 .9934 .9936

.9948 .9949 .9951 .9952 .9961 .9962 .9963 .9964 .$$n .9972 .9973 .9974

8 .9919 .9979 .9980 .9981 .9984 .9985 .9985 .9986 .9966

.99ai. .999.j

.9993 .9995 .9997

.;c; "-j .9994'

.9995 .9996 .9996

97,- .9997 .9997

.9989 .9992 .9994 .9996 .9997

.9990 .9993 .9995 .9996 .9997

.9990 .9993 .9995 .9997 .9998

.9989 .9992 .9994 .9996 .9997

.9989 .9992 .9995 .9996 .9997

1.282

1.645 1.960

2-576

3.090 3.291 3.891 4.417

2.326

0.9S5

0.999 0.9995 0.99995 0.999995

4I(z)

0.90

0.95 0.975

0.99

G1

1