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( )

A, B, C ,
a, b, c,

a A
A

a A

A={a, b, c, d}
d c b a

A
b

f A

A {1,3,5,7}
B {a, b, c, d }
C {1,2,3,}

X
A

A={x:

x}

B={x:

x}

C={x:

x}

D={x: 0x 12

x}

A={(1,6), (2,5), (3,4), (4,3), (5,2), (6,1)

A={ (x,y) : x + y = 7 }

A={x:

x}

B={x:

x}

A {2,4,6,8}
B {1,2,3,..,100}
C {x, y, z, w, u}

X
B

A={x:

x}

B {10,20,30,....}
U

proper subset

subset

A
A B

A B

A
B A

A B

A=B

B {1,2,3,4,5,6,7,8}

A {2,4,6}

A B

A B

A B, B A A B

{1,1} {x : x 2 1}

} {x

A B

1)

A B

1) A {1,3,5,7} , B {3,1,5,7}

2)

A B

2) A {0,1,2} , B {a, b, c}

A B B

A={1 , 2, -6 , -7}
B={-6, -7, -11}
( A B) = {1, 2, -6, -7, -11}

A B B

A
B

A={1 , 2, -6 , -7}
B={-6, -7, -11}
A B = {-6, -7}

S
A

A
B

S={1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20}
A={1, 3, 5, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19}
B={1, 2, 3, 6, 8, 11, 12, 14, 16}
A ={2, 4, 6, 20}
B ={4, 5, 7, 9, 10, 13, 15, 17, 18, 19, 20}

A-B

B {3,4,5, x, w}

B A

A {1,2,3, x, y}

A B {1,2, y}

B {3,4,5, x, w}

A {1,2,3, x, y}

U {1,2,3,4,5, w, x, y, z}

5) B

B {1,2, y, z}
4

4)

A {4,5, w, z}

3)

A B

A B {1,2, y}

2)

A B

A B {3, x}

1)

A B

A B {1,2,3,4,5, x, y, w}

B {4, x, y, z}

A {3,4,5, x, y}

(i ) 3 A
(ii ) 3 B
(iii ) x A
(iv ) x B
(v ) z A
(vi) z B
(vii) 1 A
(viii ) 1 B

h c

i.

A={x:

ii.

B={x:

iii.

C={y: h c

iv.

D={x:

x}
x}
y}
x}

VIN Figures

S
S
Events Union
B

B A
B

B A
( A B )
5

( A B )

A1 , A2, A3, .. An
n

A1 A2 A3 ...... n

i 1

Ai

i 1

B A
A={1 , 2, -6 , -7}
B={-6, -7, -11}
( A B) = {1, 2, -6, -7, -11}

A ( B C ) ( A B) ( A C )

( A B) ( B A)
Events Intersection
B

( A B)

B A

A and B

s
A

( A B)

B A
A1 , A2, A3, .. An
n

A A A
i

A3 ...... n

i 1

Ai

i 1

A={1 , 2, -6 , -7}
B={-6, -7, -11}
( A B) = {-6, -7}

A ( B C ) ( A B) ( A C )

( A B) ( B A)
Complementary Event

Ac

A
A

Ac

Ac

A
S={1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20}
A={1, 3, 5, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19}
B={1, 2, 3, 6, 8, 11, 12, 14, 16}
A ={2, 4, 6, 20}
B ={4, 5, 7, 9, 10, 13, 15, 17, 18, 19, 20}
Mutually Execlusive Events

A B

B A
A A
c

A B
A

B A

A Ac

A Ac S

B A B A

A Ac

B A B A

S
A B

B
B

A S S

A
B

A S A

A A B

A
A

B
B

B A B
B A

A B C

C B A

C B A

A B C
A B C

A B C
B

A
C

( A B C) ( A B C) ( A B C)

( A B)

( A C)

( A B)

( A B)

( A B)


= {(HHH), (HHT), (HTH), (HTT), (THH), (THT), (TTH), (TTT)}
A

A= {(HHH), (HHT), (HTH), (HTT)}

H
B

B= {(HHH), (HHT), (HTH), (HTT), (THH), (THT), (TTH)}


H
C
C = {(THH), (THT)}
H

( A B) = {(HHH), (HHT), (HTH), (HTT)}

( A C ) = {(HHH), (HHT), (HTH), (HTT), (THH), (THT), (TTH)}

( A B) = (THH), (THT), (TTH), (TTT)}


( A B) =
( A B)

(THH), (THT), (TTH), (TTT)}


(Event)

Random Experiment

o
o
o

Possible Cases

(Event)

(Experiment)
(Sample Space)

10

Favorable Cases

H
= {H , T}

={(H,H), (H,T), (T,H), (T,T)}

= {(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)}
X,y

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

H
H
H
H

11

= {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}

A1

H
A1 ={HTT, THT, TTH}
A2

H
A2 ={HHT, HTH, THH}

A3

H
A3 ={HHH}
A4

A1

H
A4 ={TTT}

T
H

H
T
H

H
T

H
T

R
GG

12

G
={GG, GR, RG, RR}

A
B
C
D
E
F

X,y
1
2
3
4
5
6

1
1,1
2,1
3,1
4,1
5,1
6,1

2
1,2
2,2
3,2
4,2
5,2
6,2

3
1,3
2,3
3,3
4,3
5,3
6,3

4
1,4
2,4
3,4
4,4
5,4
6,4

5
1,5
2,5
3,5
4,5
5,5
6,5
x

6
1,6
2,6
3,6
4,6
5,6
6,6

A={(1,6), (2,5), (3,4), (4,3), (5,2), (6,1)}

A={ (x,y) : x + y = 7 }

B={(1,2), (2,1), (2,3), (3,2), (3,4), (4,3), (4,5), (5,4), (5,6), (6,5)}

B={ (x,y) : x y = 1 }
9

C={(4,5), (4,6), (5,4), (5,5), (5,6), (6,3), (3,6) , (6,4), (6,5), (6,6)}

C={ (x,y) : x + y 9 }
1

D={(1,1), (1,2), (1,3), (1,4), (1,5), (1,6)}

D={ (x,y) : x = 1 }
13

E={(1,1), (1,2), (1,3), (1,4), (1,5), (2,1), (2,2), (2,3), (3,1), (3,2), (4,1), (1,6), (6,1), (5,1)}

E={ (x,y) : x * y 6 }
2

F={(1,1)}

F={ (x,y) : x + y 2 }

G ={(1,1), (2,2), (3,3), (4,4), (5,5), (6,6)}


H ={(1,1), (2,1), (1,2), (3,1), (2,2), (1,3)}
I ={(5,1), (1,5), (6,2), (2,6)}
J ={(1,4), (2,4), (3,4), (4,4), (5,4), (6,4)}
K ={(2,2), (2,4), (2,6), (4,2), (4,4), (4,6), (6,2), (6,4), (6,6)}

G
H
I
J
K

(Possible Cases)

(Favorable Cases)

14

(Equally Likely Cases)

(Mutually Exclusive Events)


B

(Independent Events)
B

(Exhaustive Events)
C B A

E2

E1

n m

n = 2
m=3
n m = 23=6
15

E2

E1

4 3 2 = 24

n
n+ m

3 + 4 + 2 + 1 = 10

n!
(

n
(

n!= n (n - 1)!
= n (n - 1) (n - 2)!
= n (n - 1) (n - 2) (n - 3)!

16

( ) ( )
( ) ( )

5
5

( )
( )

6
7

P
n

n!
n!
n!
(n n)! 0!
a, b, c
abc, acb, bac, bca , cab, cba

P(n, n)
(, )

n!

p(n, n) n! 3 2 1 6
(, )

6! n!

6! 6 5 4 3 2 1 720
6

Shift

720

Shift

rn

P(n, r )
17

n!
(n r )!

a, b, c, d .e
P(5,2)

2 r

5!
5! 5 4 3!

5 4 20
(5 2)! 3!
3!

P(5,2) 5 4 20

5-1

P(100,3) 100 99 98 970200


P(32,4) 32 31 30 29 863040

3 r

P(6,4) 6 5 4 3 360

n3

n2

6! 6 5 4 3 2 1

360
2!
2 1

n1

Statistics

1!
10!

10

10!

10!
10 9 8 7 6 5 4 3!

3!3!2!1!1!
3!3!2!1!1!
10 9 8 7 6 5 2 50400

0,1,2,3,4,5,6,7,8,9

1010 10,000,000,000

18

n!
n1!n2 !n3!...

Statistics
3

P(6,4)

0,1,2,3,4,5,6,7,8,9

103 1000

0,1,2,3,4,5,6,7,8,9

10! 10 9 8 7 6 5 4 3 2 1 3628800

0,1,2,3,4,5,6,7,8,9

P(10,3)

10!
10! 10 9 8 7!

10 9 8 720
(10 3)! 7!
7!

C (n, r )
n!
n
C (n, r )
r r!(n r )!

a, b, c
n
2

ab, ac, bc

3!
3 2!
3
C (n, r )

3
2 2!(3 2)! 2!1!

19

Shift

20
C (20,4)

20!
20 19 18 17 16! 116280

4845
4!16!
4!16!
24

4845

20

Shift

C (8,5)

( )

8!
8 7 6 5!
336

56
5!3!
5!3!
3 2 1

( )
1

1 20

( )

( )

12
20

( )
( )
( )
( )

20

( )

0.08

100

Rational Probability Definition


A

N
f N ( A) A
N

N
A
A

A
0 f N ( A) 1

A
N
N

A
A

f N ( A B) f N ( A) f N ( B)

f N (A)

30
50
80
100
300
500
1000
1500
0.5

21

f N ( A) 0

B A
A

f N ( A) 1


H
12
20
38
49
150
250
500
750


12 / 30
20 / 50
0.475
0.49
0.5
0.5
0.5
0.5
N

: Classical Probability Definition


A

P( A)

P( A) 0

NA
N

P() 1

A1 A2

A2 A1

P( A1 A2 ) P( A1 ) P( A2 )

n
P( A1 A2 A3 ..... An ) P( A1 ) P( A2 ) P( A3 )... P( An )

= 1, 2, 3, 4, 5, 6
P(A=5)=1/6
P(A=2,4, 6)=3/6
P(A2)=4/6
P(A7)=6/6=1
P(A=7)=0/6=0

22

A
P(A)=

= 23/50= 0.46
B

P(B)=

= 27/50= 0.54
C

P(C)=

= 12/50= 0.24

D
P(D)=

=( 12+22)/50=34/50=0.68

P(D)=

= 5/50=0.1

P( S ) 1
P( ) 0
0 P( A) 1

P( A B) 0

B A

P( A B) P( A) P( B)

23

P( Ac ) 1 P( A)

Ac

A B

P( A) P( B)

P( A B) P( A) P( B) P( A B)

P( B A) P( B) P( A B)

40

60

100
20

100

A B

A B

P( A B) P( A) P( B) P( A B)
60
40 20

100 100 100


80

100

24

60
100
40
P( B)
100
P ( A)

P( A B)

20
100

A1

A1
A2

A2

P(A1)=12/50
P(A2)=22/50
P(A1 A2) =P(A1)+P(A2)= (12/50)+(22/50) = 34/50= 0.68
A1

A1

A2

A2

P(A1)=27/50
P(A2)=12/50
P(A1 A2) =P(A1)+P(A2)-P(A1 A2) = (27/50)+(12/50)-(7/50) = 32/50= 0.64
A1

A1
A2

A2

P(A1)=16/50
P(A2)=23/50
P(A1 A2) =P(A1)+P(A2)-P(A1 A2) = (16/50)+(23/50)-(10/50) = 29/50= 0.58
Conditional Probability
A1

P: (A2)

A2 , A1
A2

P (A1A2)

25

P( A1 A2 )
P( A2 )

A2 , A1

A2

A1
A2

0.32

0.64

A1
A2
P(A2)=0.64
P(A1A2)=0.32
P (A1A2)
P (A1A2)

P( A1 A2 ) 0.32

0.5
P( A2 )
0.64

0.5

A1
A2
B1
B2

0.259

26

7
P( A1 A2 ) 50
7

0.259
P (A1A2)
27 27
P( A2 )
50

10
P( B1 B2 ) 50 10

0.625
P (B1B2)
16 16
P ( B2 )
50

0.625

P( A \ B)

P( A B)
P( B)

P( A B) P( B) P( A \ B)
P( A B) P( A) P( A \ B)
P( A B C) P( A) ( B \ A) (C \ A, B)

0.1

0.3

0.4

0.2

P( A) 0.3 0.1 0.4

P( B \ A)

85%

27

P( A B) 0.3

0.75
P( A)
0.4

60%

B\A

A B
P( A B) P( A) P( B \ A)

100
100%
\

28

60 85
5100

51%
100 100 10000

P( A \ B) P( A)
P( B \ A) P( B)
P( A B) P( B) P( A \ B)
P( B) P( A)
P( A B) P( A) P( B \ A)
P( A) P( B)

s
P( A) 0.5

P( B) 0.6

P( A B) 0.8
B

P( A B) P( A) P( B) P( A B)
0.8

0.5 0.6 P( A B)

P( A B) 0.5 0.6 0.8


= 0.3

P( A) P( B) 0.5 0.6 0.3


P( A B) P( A) P( B)
B

(Bayes' Theorem)
P(A1), P(A2), P(An)

A1, A2, .. An

Ar

B
B

P( Ar B)

P( Ar ) P( B Ar )
n

P( A ) P( B A )
i 1

29

1 r n

B
A1

A2

A3

.. Ar ..

An

P(A1)=0.2

A1

P(A2)=0.35

A2

P(A3)=0.45

A3
{
P(BA1)=0.02
P(BA2)=0.025
P(BA3)=0.03

P( A1 B)

P( A1 ) P( B A1 )
n

P( A ) P( B A )
i 1

P( A2 B)

P( A2 ) P( B A2 )

P( A ) P( B A )
i

0.2 0.02
0.152
(0.2 0.02) (0.35 0.025) (0.45 0.03)

0.35 0.025
0.333
(0.2 0.02) (0.35 0.025) (0.45 0.03)

i 1

30

} =B

P( A1 B)

P(A1)=0.3

P(BA1)=0.15

A1

P(A2)=0.4

P(BA2)=0.18

A2

P(A3)=0.2

P(BA3)=0.12

A3

P(A4)=0.1

P(BA4)=0.09

A4

P( A1 ) P( B A1 )
4

P( A ) P( B A )
i 1

P( A2 B)

P( A2 ) P( B A2 )

P( A ) P( B A )
i

0.3 0.15
0.3
(0.3 0.15) (0.4 0.18) (0.2 0.12) (0.1 0.09)

0.4 0.18
0.48
(0.3 0.15) (0.4 0.18) (0.2 0.12) (0.1 0.09)

i 1

P( A1c B) 1 0.3 0.7

31

S HH , HT , TH , TT

A HH , HT , TH
3
P( A)
4
X

X 2,1,0

Random Variable

Discrete Random Variables

Continuous Random Variables

x, y, z,

X, Y, Z,...

X:{x=0,1,2,3,4}
Y:{y=0,1,2,3,...} Y

X
10

200

32

P( X xi ) f ( xi )

X : {x x1 , x2 ,..., xn }

xi
X : {x x1 , x2 ,..., xn }
P( X xi ) f ( xi )

f ( xi )

1)

0 P ( xi ) 1

2)

i 1

P ( xi ) 1

0.60
0.40

33

x=0
x=1
x=2
X:{x=0,1,2}
X

xi

f ( xi )

0
1
2

0.4 0.4 = 0.16


(0.6 0.4) + (0.6 0.4) = 0.48
0.6 0.6 = 0.36
1

f(x)

xi f ( xi )
2

2 ( xi ) 2 f ( x i )
xi2 f ( xi )

34

f ( xi ) ,

xi

f ( xi )

xi f ( xi )

xi2 f ( xi )

0
1
2

0.16
0.48
0.36

00.16=0
0 0.48=0.48
2 0.36=0.72

0
0.48
1.44

1.20

1.92

2
i

f ( xi )

xi f ( xi ) 1.20
2 xi2 f ( xi ) 2 1.92 (1.20) 2 0.48

2 0.48 0.693
C.V

0.693
100
100 57.7

1.2

2: Data

shift

1:ON

4: STAT

( Mode

0=1=2=

0.16=0.48=0.72=
1.2

2:

4: Var

0.693
0.48

shift

3:

0.16
1)

shift

4: Var

1)

AC

shift

35

p
q 1 p

X : {x 0,1,2,..., n}

P(X)

n
P ( X x ) P x (1 P ) n x
x
n!
P( X x )
P x (1 P ) n x
x! ( n x )!

0! =1, n. (n-1). (n-2)3.2.1 =

n!

np

np(1 p)

0.5

36

p 0.5

p 0.5

p 0.5

p 0.5

TT,TH,HT,HH

P( X 0)

1
4

P(X 1)

0.25
0.50
0.25

1/2

and

P(X 2)

1
4

0
1
2

n!
P x (1 P) n X
X !(n X )!

P( X )

P(4)

TT
TH,HT
HH

1
2

6!
1 1
6 5 4 3 2 1 1 1
1
15
( )4 ( )2
( )( ) 15( )
0.23
4!(6 4)! 2 2
4 3 2 1 2 1 16 4
64
64

50%

np (6)(1 2) 3

1/2 50%

np(1 p) (6)(1 / 2)(1 / 2) 6 / 4 1.5 1.22heads

x
x

e 2.718
x! x( x 1)(x 2)...3 2 1

P(x)

e
x!

e x
P( x)
x!
, x 0,1,2,...

37

X : {x 0,1,2,...}

X : {x 0,1,2,...}

X : {x 0,1,2,...}

10

X : {x 0,1,2,...}

X : {x 0,1,2,...}

X : {x 0,1,2,...}

X : {x 0,1,2,...}

P( X x) f ( x)

3
X

X : {x 0,1,2,3,...}

3
P( x)

2.718

38

e x
x!
e33 x
x!

, x 0,1,2,...

p(2)

e 3 32 0.04989
P(2)

0.22404
2!
2 1

0.0498

3-

ALPHA

3
P( X 3) p(3) p(2) p(1) p(0)
0.0498
p(3) , p(2)
p(2)

33 32 31 30 0.0498

3! 2! 1! 0! 1
27 9 3 1
0.0498 0.049813 0.6474
6 2 1 1

( )

3
2 3

3 1.732
C.V

1.732
100
100 57.7%
3

e x
x!
e55x

, x 0,1,2,...
x!

P ( X 2)

39

(0.00674)( 25)
0.08425
( 2)(1)

Continuous Random Variables


X

{X x : a x b}

(a,b)
(a,b)

{X x : 10 x 40}

{X x : 1000 x 15000}

{X x : 1 x 5}

{X x : 55 x 80} (40-30)

Probability Distribution Function(p.d.f)

f(x)
X {x : a x b}

a xb

40

f (x)

x
x
1

41

var( x) 2

E (x)

x ~ N ( , 2 )

p( x1 x x2 )

x2

x2

1
p( x1 x x2 ) f ( x)dx
x1
x1 2
42

1 x
2

dx

Transform

x
z


Standard Normal Variable

( 1, 0

x
68.26%

99.74% 2

95.54%

Z
Z

0.6827

0.9545

0.9973

1.96

Z=1.96

Z=0

.06

1.9

Z
0.9750

Z=0, Z=1.96

(100%

1)

97.50%

Z=-1.96 , Z=0
97.50%
43

0.9750

P(Z 0)=0.5000=50%
2

0.9772 2

Z
1 P(Z 2) = 0.0228

P(0 Z 0.5) = P(Z 0.5 ) - P(Z 0)


= 0.6915 0.5000
=0.1915
0

0.5 0

0.5

-0.5 0.5

0.5 0
0 , -0.5

0.1915 = Z

- 0.5

0 , 05
0.1915

(0, -0.5)

Z
Z

Z
0.383 0.1915 2

100

-0.5 0.5

500
700

100

500
700

44

700 500 200

2
100
100
P(Z 2 )

P(Z 2) = 1 - P(Z 2)
= 1- 0.9772 = 0.0228

95.45%
1-0.9545=0.0455
0.0455/2=0.02275

0.02275

2
700

3: R(

5:Distr

SHIFT

AC

1: 1-VAR

3: STAT

Mode

R((700-500)100)=0.02275

Z
Z <+2

-1< Z <+3

Z
0.0

Z
Z=0.00

0.00

P(Z > 0.000)=0.5000


0.5000

45

0.5000

1.64 <
Z

.00

.01

.02

.03

.04

1.6

.05

0.9495
Z

1.64 0.04 1.6


P(Z<1.64)=0.9495

0.04

1.6

1.64

0.9495

Z
1.64

1.64 >

( )
P(Z>1.64) = 1 - P(Z<1.64) = 1 - 0.9495 = 0.0505

46

Z=-1.65

-1.65
P(Z>-1.65) = P(Z<1.65)

-1.65

1.65

P(Z<1.65) = 0.9505
P(Z<1.65) = P(Z>-1.65) = 0.9505

X
25

60

X
50
65

77.45
10000

60

77.45

60

50

P( X 50) P(

25

50 60
) P( Z 2) 1 0.9772 0.0228
25
65

P( X 65) P(

65 60
) P( Z 1) 1 P( Z 1) 1 0.8413 0.1587
25
77.45

P(60 X 77.45) P(

60

60 60
77.45 60
Z
)
25
25

P(0 Z 3.49) P( Z 3.49) P( Z 0)


0.9998 0.5000 0.4998

10000

77.45

60

10000 (0.4998) = 4998


155

47

150

t
w.s. Gosset

t
V

student

t1,t2,t3 tdf)
1, 2, 3, , df

t
t
t

(n>=z)

X
S
n
n-1)

diffuse

z
t

n
t

48

(n-1)

s
S 2
t

df

t
t

30
1.035
Z

49

df>30

10

10

t
1.397

P(t 8 1.397) .10

P(1.397 t 8 1.397) .80


10%

t
80%

10%

165

50

164

statistical inference

Population
Population

(census)

51

(Sampling method)
(Sample)

52

53

Random Sampling Error


Variation

54

(Parameters of
population)

(Statistics)

55

n
n

E( X ) X
Var ( X )

{0,2,4,6}

2
X

2
n

N=4

0246
3
4
(0 3) 2 (2 3) 2 (4 3) 2 (6 3) 2
2
5
4

n=2
Nn = 42 = 16
6 0

1
2
3
4
5
6
7
8

56

0
0
0
0
2
2
2
2

0
2
4
6
0
2
4
6

0
1
2
3
1
2
3
4

9
10
11
12
13
14
15
16

4
4
4
4
6
6
6
6

0
2
4
6
0
2
4
6

2
3
4
5
3
4
5
6

Xi

(P)

1/16

2/16

3/16

4/16

3/16

2/16

1/16

x X i P 0. 116 1. 216 2. 316 3. 416


P

4. 3 5. 2 6. 1 3
16
16
16

E( X ) X
2

X 1 , X 2 , X 3 , ... ... X n

X
/ n

/ n

9
600

2,900

X ~ N (2900, (600) 2 )

(600) 2
X ~ N 2900,
n

3100
X 3100

P( X 3100) P

/ n
/ n
Z
2

3100 2900
P Z

600 / 9

200

P Z

200

PZ 1
1 PZ 1 1 0.8413 0.1587

57

Z
1.00
0.8413

3200

2700

2700
X 3200

P (2700 X 3200) P

/ n
/ n
/ n
2700 2900
3200 2900
P
Z

3200 2700
600 / 9
600 / 9
300
200
P
Z

200
200
P 1 Z 1.5
1.00

PZ 1.5 PZ 1 1

Z
1.50

0.9332 0.8413 1 0.7745

.00

0.9332

18

65
74

36
2

X ~ N (65, (18) 2 ) , X ~ N (65,

(600)
) , n 36
2

X 74

P( X 74) P

/ n / n

74 65
P Z

18 / 36

P Z
3

PZ 3

1 PZ 3 1 0.9987 0.0013

3
X

X 1 , X 2 , X 3 , ... ... X n

(n 30) n

/ n

X
/ n

58

80

1,000
48
(n 48 30)

(80) 2
X ~ N 1000,
48

X 1000 , 2 X
X 2X

2
n

(80) 2 6400

133.33
48
48

80
48

133.33 11.55

1072

X 1072 1000

P( X 1072) P

/ n
/ n

1072 1000
P Z

80 / 48

72

P Z

11.55

PZ 6.23 1 P( Z 6.23) 1 1 0
980

X 980

P( X 980) P

/ n / n

980 1000
P Z

80 / 48

PZ 1.73 1 P( Z 1.73) 1 0.9582 0.0418

14

135
6.24
48

X 1 6240
P X 130
P(Y 6240) P

48

48

X 130

/ n / n

130 135
P Z

14 / 48

PZ 2.47 1 P( Z 2.47) 1 0.9932 0.0068


59

X 1 , X 2 , X 3 , ... ... X n

X
S/ n

n1

T ~ t n1

70
11

9
75

X ~ N (70, 2 )

T ~ t8

70
11

X 70
11 / 9

75
X 75

P ( X 75) P

S/ n
S/ n

8
1.363
10%

t
1.397

75 70
P T
, T ~ t8

11 / 9

P T

11 / 3

15

P T

11

PT 1.363 P (T 1.397) 10%

25
18

194 188
60

20

Range

34

(40 + 6) (40 - 6)
46
34, 46

Confidence intervals

61

0.95

99 %

95%

Confidence Levels
0.99

95%

34

46

95
95%

X 1 , X 2 , X 3 , ... ... X n

X
/ n

/ n

P( z Z z ) 95%

X
P z
z 95%
/ n

P z / n X z / n 95%

P X z
X z
95%
n
n

z
1
2

62

95%

X z / n
(X z

, X z

(1 95%) 95%

( 5%) 5%

(1

1.96

2.5%) 2.5%

1 2.5%) 97.5%

0.9750

Z
(z

(z

(z

(z

90%

1.64) 1.64

90%

1.96) 1.96

95%

2.58) 2.58

99%

1.64

(1 ) %

N ( , 2 )

(X z

95%
1.96

N ( ,9)

X 11.3

,X z

n = 16

95%

X 11.3
(X z

,X z

3
3
) (11.3 1.96
, 11.3 1.96 )
4
4
n
(11.3 1.47 , 11.3 1.47)
(9.83 , 12.77)

63

95%

1.96)

X 60

n = 25

(X z

,X z

99%

4
4
, 60 2.58 )
5
5
(60 2.064 , 60 2.064)

) (60 2.58

(57.936 , 62.064)

(57.936 , 62.064)

99%

1%

n 30

2
2

(1 ) %

(X z

,X z

n 30

2 25

X 52

n = 100

90%

X 52

(X z

,X z

90%

5
5
, 52 1.64
)
10
10
(52 0.82 , 52 0.82)

) (52 1.64

(51.18 , 52.82)

(X z

,X z

5
5
, 52 2.58
)
10
10
(52 1.29 , 52 1.29)

) (52 2.58

(51.71 , 53.29)

64

99%

n < 30

2
3

(1 ) %

(X t

95%

S
S
,X t
)
1
n
n
2
n-1

X 17.4

S = 2.1

n = 15

5%

15-

95%
0.025

0.025

1=14
2.145

S
S
(X t
,X t
)
1
1
n
n
2
2
2.1
2.1
(17.4 2.145
, 17.4 2.145
)
15
15
(17.4 1.16 , 17.4 1.16)
(16.2 , 18.56)

14

S 2.1

X 17.4

n = 15

S
S
,X t
)
1

n
n
2
2
2.1
(17.4 1.761
15
(17.4 0.95
(16.45 , 18.35)

(X t

SPSS

65

90%

S
S
,X t
)
1

n
n
2
2
2.1
2.1
(17.4 1.761
, 17.4 1.761
)
15
15
(17.4 0.95 , 17.4 0.95)

(X t

(16.45 , 18.35)

X z / n

e
2
n

z
1
2

z 2 2
n
e2

15
5
99%

(1 )% 99%

15

e5

z2 2
(2.58) 2 (15) 2
6.6564 225

59.9076 60
2
2
e
(5)
25

60
99%

90%

15

(1 )% 90%

15

e3

n
n

66

z2 2
(1.64) 2 (15) 2
2.6896 225

67.24 67
2
2
e
(3)
9

P
P

(1 p

p
n

Z p Z

(1 p

p
n

P
P

Z
P p

(1 p

p

60

144
95%

60
0.42
144

n 144

(1 )% 95%

1.96
P

Z
P p

(1 p )
p
0.42 0.58
0.42 1.96

n
144

0.42 (1.96 0.0411)


0.42 (0.08)

[0.34 , 0.50]

67

95%

95%

0.50 , 0.34
50%
5%

95%

100

90%
30

30
0.30
100

n 100

(1 )% 90%

1.64
P

Z
P p

(1 p
)
p
0.30 0.70
0.30 1.64

n
100

0.30 (1.64 0.046)


0.30 (0.08)

[0.22 , 0.38]

68

90%

Testing Statistical Hypotheses

(Statistical Inferences)

(Estimation)
(Testing Hypothess)

Significant

Test of Significant

69

Parametric Tests

Non Parametric Test

HO (Null Hypothesis)

Nul

(Ha) Alternative Hypothesis

99%

95%

90%
Significance Levels

70

95%

(1 ) 95%

Type I error

71

Type II error

Ha)

HO)

HO)
(

HO)

Level of Significance

1% 5%

5%

95%

100%

95%

5%

Critical region

72

200

200
200
95%
2.5%
5%
5%


200
5%

73

5%

200

Ho
20

Ho : 20

H1

H1 : 20

20
20

74

H1 : 20

H1 : 20

ZX

ZX

X
S
n

n-1

5%

1%

i
Two Tail Test
Sig.
/2

75

One Tail Test

P-value

ii
Sig.

49
75
5%

72

72
14

72

Ho : 72
72

HI : 72

ZX

n 49 , 14 , X 75 , 72

ZX

75 72
3
3

1.5
14
14 2
7
49

1.5

5%

+1.9
6
0.4750

1.

0.4750

2
1.96

+1.96

76

-1.96

0.95

1.5

3
4

5%

72

5%

1%
0

/2

0.01
0.005
2

/ 2

0.01
0.005
2

- 2.58

+ 2.58
1.5
1%

1000

n = 100

X = 980

S = 80
5%

1,000
H1 : 1,000

n > 30
1.96

77

H0 : = 1,000

X 0

5%

X 0
X 0
20

2.5
8
/ n 80 / 100

H0

z
1,000

5%

= 1,000

H1

95%
1.1
X = 520

500

n = 25
S = 75
> 500
H1 : > 500

n 1 = 24

H0 : = 500

n < 30

5%

t
t
95%

78

5%

X 520 500 20

1.33
s/ n
75 / 25 15

= 500

H0

H 0 : 0
H a : 0 or H a : 0
H a : 0

H 0 : 1 2
H a : 1 2 or H a : 1 2

H a : 1 2

H 0 : 1 2 r

H a : at least two are different

79

One Sample Test

Z-test
2

S2

30

n
S2

2
Z

X - 0

t-test
Z

2.5

Ho :=2.5

H a : 2.5
H a : 2.5
H a : 2.5

5%

0.05

X
0

(Z)

X - 0

Z
Z
Z
Z

80

H1 : 0

Z
Z

H1 : 0

H1 : 0

H0

H0

H0

Z / 2

H0

Z /2

H0

H0

H0

Z
12
49

6
14

Ho: =12
H1: >12
0.05 =
(Z)

X - 0

14 12
2.33
6 49

0.05

Z
1.645

H0

H0

%95

0.05
1.645

81

t-test

S2

30

n
Z

W.S. Gosset
t

Student

t
S

X
S
n
Z

t
t
2

82

= 0
< 0

= 0
> 0

= 0
0

H0
H1

df

df

X
S
n

df

df

df

df

df

df

df

1
2

1
2

155.95

250
158

2.94

= 0

0
0.05
1.960 249

0.05

158

83

2.94

X 155.95 158

11.006
S
2.94
n
250

250

155.95

0.05

-1.96

-11.006

SPSS

One Sample T-Test

SPSS

Data Editor

Compare Means
One-Sample T Test

One-Sample T Test

84

Analyze
t

Test Variable(s)

Test Value
158

Options
Confidence Interval
95%
Continue

OK

Sig. (2-tailed)

249

df

0.05

-11.006

t-test

0.000

Sig. (2-tailed)

0.000

Independent Samples t-test


Significance
Independent

22

12

5
S
85

30

30

N1
N2

1
2

n2

= 0
< 0

22

n1

= 0
> 0

H0

= 0
0

H1

df

df

df

1
2

df
df

86

X1 X 2
1 1
S

n1 n2

df
df
df

df

1
2

n1

n2

1
2

12

50

25

n2

25

X2

7.60

X1

2.27

S12

1.78

S 22

n1

0.05

1 = 2
1 > 2
0.05
48

25

25

0.05

1.68
t

X1 X 2
1 1
S

n1 n2

S2

(n 1)(S ) (n

S2

(25 1)(2.27) (25 1)(1.78) 4.16

1)( S 22 )
n1 n2 2
2
1

25 25 2

S S 2 4.16 2.04

87

X1 X 2
7.60 6.0

2.77
1 1
1
1
S

2.04

n1 n2
25 25

0.05

1.68

2.77

0.05
t

Weltch

X1 X 2

n1

S g2
S

n2

2
l

S g2
Sl2

1 n2 1 n1
SPSS

F
Independent Samples T-Test

SPSS

Data Editor

group

dss

Compare Means
Independent Samples T-Test

88

Analyze

Independent Samples T-Test

Test Variable(s)
Test Variable(s)
Grouping Variable

group

Define Groups

Options
Confidence Interval
95%
Continue

89

OK

0.05

0.301

1.095

2.771 t-test
0.008

Equal variances assumed


Sig. (2-tailed)

0.008 Sig. (2-tailed)

48 df
0.05

7.60

Paried Samples t-test


Correlated Data

90

Significance

22

= 0
< 0

= 0
> 0

12

H0

= 0
0

H1

df

df

df

1
2

X1 X 2
S S
S12 S 22

2r 1 2
n n
n1 n2
1 2

df
df

df

df

df

df

1
2

1
2

r = 0.46

100
58.66
64

n2
X2

S 22

100
54.28
49

0.05
91

n1
X1

S12

1 = 2
2 1
0.05
99

100

0.05

1.980

X2

0.05

1.980

X1 X 2
S S
S12 S 22

2r 1 2
n n
n1 n2
1 2

58.66 54.28
64.0 49.0
8 7

20.46

100 100
100 100

5.57

X1

5.57

0.05

SPSS

Paired Samples T-Test


SPSS
Data Editor

pretest posttest
92

Compare Means

Analyze

Paired-Samples T-Test

Paired-Samples T-Test

Paired Variables

Paired Variable(s)

93

Options
Confidence Interval
95%
Continue

OK

Posttest

SPSS

54.2800

Pretest

8.00

58.6600

Paired

7.00
0.458

5.575
0.05

t-test
0.000

Paired Sample Test


Sig. (2-tailed)

0.000 Sig. (2-tailed)

0.05

94

Sample Correlation

99

df

F
R.A. Fisher

Analysis of Variance

Fisher

Variance ratio

nk

Snedecor

k1

12 22
H 0 : 12 22

H 0 : 1 2 3 ....

95

One Way ANOVA

statistical model
variance

Total Sum Squares

ANOVA

96

S2

X3 3

X2 2

X1 1

2
2
3

4
6
7

7
10
10

11

12

20

35

50

One Way ANOVA

X2

X
X
x
X

Total Sum of Squares

Total..SS X 2

Total SS = Between SS + Within SS

Between Sum of Squares

ng

ng

n
97

X X
Between ..SS
2

ng

Within Sum of Squares


2

Xg

Within ..SS X g
ng

Within SS = Total SS - Between SS

Between groups degrees of freedom


K

K 1

nK

n 1

Within groups degrees of freedom


K
Total degrees of freedom

Between mean square

Beween ..groups..mean..square

Between ..SS
K 1

Within mean square

Within ..groups..mean..square

Within ..SS
n K
F

Between ..groups..mean..square
Within ..groups..mean..square
F

98

X3 3
2

X2 2
X2

X1

X1

16
36
49

4
6
7

49
100
100

7
10
10

81

121

11

36

81

144

12

102

20

263

35

514

50

X3

X2

4
4
9

2
2
3

49

X3

X1 1

H0:

HA
0.01

(F)

0.05

50
10
5
35
X
7
5
20
X
4
5

X1

X2

X3

Total Sum of Squares

Total..SS X 2

ng

(n g )(k )

879

1052
15

144

Between Sum of Squares

X X

Between ..SS

ng

(n g )(k )

502 352 202 1052


5

X g
Within ..SS X g2
ng

514

50

14
5
2

35
2
x2 263 5 18
202 22
2
x

102

3
5
2
1

Within sum of squares = 14 + 18 + 22 = 54


99

90

Within Sum of Squares

15


Between groups degrees of freedom

( K 1) 3 1 2
Within groups degrees of freedom

(n K ) 15 3 12
Total degrees of freedom

(n 1) 15 1 14

Between mean square

Beween ..groups..mean..square

Between ..SS 90

45
K 1
2

Within mean square

Within ..groups..mean..square

Within ..SS 54

4.5
n K 12

F
F

Between ..groups..mean..square 45

10
Within ..groups..mean..square
4.5

10

Means

df

45

90

4.5

12

54

14

144

SS
Between groups
Within groups
Total

3.89

0.05
10

Multiple Comparisons

100

12

SPSS
One Way Analysis of Variance
One Way Analysis of Variance
SPSS

Data Editor

Compare Means

Analyze
One-Way ANOVA

101

One-Way ANOVA

Dependent List

Dependent List
Factor

Independent Variable

Options
Statistics
Missing Values

Means Plot
Continue

102

Post Hoc

F
Scheffe

Tukey

Scheffe
S-N-K Newman-Keuls

Studentize range

Tukey

Continue
OK

103

SPSS

ANOVA
0.003 Sig.

F
12 2 df

10

0.05

0.003

F Sig.

Post Hoc Comparisons


1

104

10

Nonparametric Methods

robust

105

Some Examples of Nonparametric Methods


Mann Whitney U

n2

n1
2

H0 : 1 = 2

HA : 1 2

Or HA : 1 < 2
Or HA : 1 > 2
Mann Whitney U

SPSS

106

10
3

14
7

7
15

8
14

16
7

13
10

6
11

5
10

12
10

3
14

5%

2 Independent Samples

107

Nonparametric tests

Analyze

codes

Test Variable List

Samples

Define Groups

[Group 2 ]

Grouping Variable

[Group 1 ]

5%

0.648

Continue

Ok

P.Value

: Wilcoxon Test

Sign rank
T
Post test

108

Pre test

H0 : 1 = 2

H1 : A 2

Or HA : 1 < 2
Or HA : 1 > 2
SPSS

80
85
85
82
75
80
84
86

Wilcoxon Test

85
96
80
95
90
88
103
98

Wilcoxon
5%

109

2 Related Samples

Nonparametric tests

Analyze

after

before

Test Pair(s) List

Ok

1.5

5%

110

4.93

0.021

P.Value

Kruskal-Wallis Test

n2

n1

1 ,2 ,,k

nk

H0 : 1 = 2 = = k

H1 :
SPSS

5
6
15
10
14
6
6
12

Kruskal-Wallis Test

4
7
10
12
6
10
13
18

13
14
14
15
15
17
4
16
5%

111

k independent Samples

codes

Nonparametric tests

Analyze

Test Variable List

samples
Grouping Variable

Maximum

Define Groups

Minimum

Continue

Ok

112

5%

0.095

P.Value

Test Hypothesis Using Chi-Square Distribution 2

2
2

=0

Testing of Independence
Chi-Square test of independency)
K
p-Value

H0
V2

V1

Null hypothesis)

V2

V1

H0: V1 is independent of V2

113

HA

Alternative hypothesis
V2

V1

V2

V1

HA: V1 is dependent on V2
SPSS

Test of Independence Chi Squre

0.05

(Gender)
2

114

(Gender)

(Result)
=3

(Result)

Descriptive Statistics

Analyze
Cross tabs

115

Columns

Gender

Rows

Result

Statistics

Continue

116

Chi-Square

Cell

Continue

Expected

Ok

Cross tabulati

117

5 9.76
6
8

12

37

6.17

72
5

6.32

8
5.35

9.24

9
7

8.74

5.83

6.68

35

5.65
7

8.26

2.437

Asymp. Sig. (2-sided) = 0.656


0.05

118

Goodness of Fit Test Kolmogorov-Smirnov

H0 : Fn(X) = F0(X)
HA : Fn(X) F0(X)
Fn(X) < F0(X)
Fn(X) > F0(X)

SPSS

Goodness of Fit Test Kolmogorov-Smirnov


Dinner

Non-Parametric Test

Analyze
1-Sample K-S

119

Normal
Poisson

Uniform

Ok

Exponential

6.782

15.26
0.573

Asymp. Sig. (2-tailed) =0.898


0.05
15.26

6.782

X : N 15.26 , 6.782

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120