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An Introduction To Basic Statistics and Probability: Shenek Heyward
An Introduction To Basic Statistics and Probability: Shenek Heyward
and Probability
Shenek Heyward
NCSU
Pr(A ∩ B)
Pr(B|A) =
Pr(A)
Rooms X 1 2 3 4 5 6 7
Probability .083 .071 .076 .139 .210 .224 .197
σ 2 = V ar(X)
R
X
= (xi − µ)2 Pr(X = xi )
i=1
R
X
= x2i Pr(X = xi ) − µ2
i=1
E(X)
V ar(X)
Pr [a unit has at least 5 rooms]
Variance
σ 2 = V arX
Z ∞
= (x − EX)2 f (x)dx
−∞
Z ∞
= x2 f (x)dx − (EX)2
−∞
Z 1/2
P (1/4 ≤ X ≤ 1/2) = f (x)dx
1/4
Z 1/2
= 2xdx
1/4
= 3/16 An Introduction to Basic Statistics and Probability – p. 25/4
Example
(
2x when 0 ≤ x ≤ 1,
f (x) =
0 otherwise.
Find P(X ≥ 1/2)
Find EX
Find V arX
1
(x − µ)2
f (x) = √ exp −
σ 2π 2σ 2
EX = µ
V arX = σ 2
Notation: X ∼ N (µ, σ 2 )
means that X is normally distributed with mean µ and
variance σ 2 .
Φ(−z) = 1 − Φ(z)
60 − 64 70 − 64
Pr(60 < X < 70) = Pr <Z<
2.7 2.7
= Pr(−1.48 < Z < 2.22)
= Φ(2.22) − Φ(−1.48)
= .9868 − .0694
= .9174
V ar(X) = σ 2 /n.
The
√
standard deviation of the sample mean is given by
σ/ n. This quantity is called the standard error (of the
mean).