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    Sampling Distribution and Inference 1

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    Sampling Distribution and Inference 1

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    25 views38 pages

    Sampling Distribution and Inference 1

    Uploaded by

    Raja Kumar

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    © All Rights Reserved
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    Aampsing Dishribusion & Inferne 1 + Lomphlle Enumeation + sn exhaustive Atudy of the population caith regard to one's objective. + Sample: A sehacted ‘sepresentabive’ paxt of 2. populabion. Random sample can be from va finite or fe tite population. rie Auccvey + Infinite population: Units sare unidentifiable. Auppose we are interested in determining the aver rfl eft nlak dn Yalu “4 °F X: Mass of 0 kandomly selected Afar vin the golany Assume, X~ NUL, 0). Now the Lnfénite population ds choxacterised by @ probabéle dishrihudion these mean ds tohat we catth “to orm on 4 Jdeo about A xandom sample from the population. wall th a xandom aban fom the above probability tstnibactnn ‘on. Random Aamp& m_ -¥] “PT Fey >xe 4] “P[x> Fed] ate ed. ape ed, o ©" REAPER RASS £76 SORENESS se eR ePOSE SaaS 155 Cena! | WORSE + Ex3, X~@in(nsp), ¥~ Bin (m,1-p). We neyox Dotve the vonditional dist: of 1 w Ans P(¥sy | n+y-x-w), (m0) crept pment 4) te dea. fo = (2) pe" aD (G) gh pm tls, We nsy-Xx: X~ Bin (n-p) y¥~ Bin (m,9) 41 U=n-x ~ Bin (nq) h(a) « (2) qt ph PCyfey [ney -x= 0) = P(v=yg] uty =) = —Pivsy Pu sw -y) P(U+¥= 0) oe 2. Ans: Xie Karoo Xm Aisdritubion of (fre %3 x: 4S patsson (A) Zen P(xes me [EK = 4) =P (X= me Xa Hee Pre me Xa Rae P(zxi= 4) P (tye eee hye Kg ree Xp in, Bit ME tet Ket), P(Zx= 4) P(X = 4) P(X, = x2) POKn = Xn EC) PRs ra) PAE) Sgt old P(Exie 4) 8, tt Hk Akan : oe et at -ma mayt c ( au dtd. Poisson (A). Derive the wonditionag Xn) gun Fx= tO Paton (ns) [ly additive prope]. oXnexn[ Exe t) Xn Xn NZX £) ees Ba, X~ NBC Kb). Y~ NB(Ky.p). Derive the wconditvonal (distribution of XI xay foo = (7) pra VD - (t4-') ge CEG er at at Zexsy. (TERN) nen 7 ice ( z Jr re [ey adetitive property] P(x=x[ x47e t) 7 aR xey=a) P(x+y- 8) POxty= t) (ex) nage (EE) pages Ce + ”) prin gt . Coy Cr ee) nenmed ‘ Guexeor fete ith ren! ty (rem -0F | Taansformation of vaxtablus iat Ab He aH eth faesng” pnp fe in . of y= xt "% af xe | Ex\ x~ Ain (np) poaee pmf of Hoe {7 ane | SelM f= (2) peC-P) Sg ve % pean | ous we doke a transformation of ¥ fo x? w: . . Sales lies tty inva Find She prob. distr. of ys 25%) Ye. if xe aD = babes Y gas f= [«. Geet = Prey Ms. if x= 346 ] * PCR e ; Then Y= ax7+1 can fake the values 2 : = P(x= aly) BB a * Plysg) = Plaxtar | - $y) GD" PUey) = Paxtare (BET ODE, ye ott ore Ee ~Pat(A)-Find the pmf of y= ' a: x Oe bref of Y=ax. Bat ys Phe = A oes oe "whys B f % Or bey rune exh 4 = 2 %e if y+ Now we take 2 traniformation of ¥to 2x which ts Sf y- 42 takes valust 0,2,4,6,--, 0 ae ExS the jaint pf of ¥ and Xp te gin as Acai fe fares) = 2%, ye nas = POR) BE sage bays: = P(ax=4) Fund the probability distribution of Y= x, x. > P(** da) Ans. = f (4a) 2 a Ae RY Py i aoe on Yee 7/6 hae | 620 1 Ge ‘ og caldtee 208 Ye Ke Ise] Ae 2 Ghee (4p)! Ise a6 Ve] 736 Mea 6 68), (28) § 9 ; 9) SE Txansformation of Variables - es ka, ce Kas a ey, waite pel 2 Xi Xa ven {eo = axe gexec? ST ¥, = V-Rinx, Cos 2X, Find the pay of Y= %* Yq = (-alnx, - Bin 2x, dns, Nate that, > -and dhe transformation Je 11 -and ontr wou indspendent N(0,!) Now, Af = 2x dns. The joint pdf of Xi x2 ae Geet) * ints | 44[-5- pe f ot ayl ae alg ¥, = (ain& Cos 2X 2 The ply of Yas phen beg Yq = [rainx, Ain TX, a) = 2fg.e4 1 au 2 eG a {8H ae] 4 -e4.y>0 Bus az:] ° 39 : ee Pde ¥~ Exp (1) The faint PY of Ye % ds inn ass a 2 SUH) s dee BOY oe cae eet ot BME? O t eet ee TE Van a yy HE Nn, dun ue . The above fransformation is known as BOxX- MULLER transformation oye 3. tb XinXar Xa be a random sample of size . [Aishribution’ caith pap Yih of Ai, 3 from a ; fee o ¢ Now. the xX. Yas Xt Xe Ys xithetts 2 %3 2 Xe 2 Yo" TY = Y3 (I~ Ya) 2 Xa = %% (1-%5) The Jacobian of transformation is -giaen by Bu Bu Ox aie a4. Pas Dx, Dex | = Ye %" a4. 4s Bea 9% Ota 24 Ft Pd ote The faint paf ef Bs giatn, 08 fap OP ag, o C Xa) > Oe Auch thot, ? d Y= Xi 4%. | from eahich we get, X17 Ye“ %e Y, = Xe a xa and, OK ¥<2 O< <4 Now, we know that, ocx <4 20S eL 2-16 -¥ <0 eM . O (N12 %) + Such that, 2 eb - Now, the Jacobian of transformation {s gutnas ms Xe fom whith we get, X= 7% 7 24 am y= x Xa = % fay ae |. ft = Ke a bay yeep ea Now oe know that, and 0 <¥,< 00 a o0. 8 WIS The pdf o y and Y, és gian as: %- osye t (i Ye fe gitan as Qe da) = yg, OC NK OK (Use Us) ©) Tnwase dansformation f) Jesohian QD Pay of (44-483) hy marginal pal ef v, wane. The faint pdf of %1 %2 oo given as: x>0 fees BOE oe mon it pdf of (Use Us) te The ui = (tig ta) flee) +e a ae, aes) Mt, >0, tte > 0. SUR pine at The moxginal pdf of U, ce flay = fm eit te a ea = ot Pogues Gay ~ F (2,2) distribution HHO, U(or4). Faind. the distribution ef X.+X2, x, IR TA DPE IOSD! IIS Ex: X,, x2 Or dndapendent Yamma, random Vostablis tsith = poxam eats (2%, p,) and (0, p,) vespectively, Obtain the oh uho x eA Bist Rn af xX 4x Hos The foint PaF of %, sand x, axe : frm) = FOF Ca) [* x, and x, ar6 incle 7 enooh oR ee ols 1. ir Ie ofl gets. 1, OSX) Xz S00, We fake the transformation as: ye ea OMe = tx PLY BA) BE ROY ETY, = %(1-¥). The Jacobian of transformation us giuen as: 7° a | 4-9) +9. = “de 4, = Range : MX, < Ky HRs a “<1,%>0 x > a, %>o. Kit Xa ’ Again, Xi a xX, +Xe The faint pdf of 4° 4 Pith cas - Feet) = OR Gg ay ty gap te Rte Tr lel, o y is Emplites FB imped by Gre 6 Js orthogonal matrix TUE 4 the ft tad 4 “orthogonal, EEE - [ee me 2 a Pd 84, oy 2% Das ax Pn PH 8g, 3xn 9xn | aan PH Fhe 8, Yay Aon Yam S| Hay You tYa2n AA =In = IATIAL = = last > lal= 1 2 tote eens — SESARRRETO 20054, PO Thus we take the transformation as (ers BY (70,1 08) ashes, % = FSi, cos 0, 47 Tino, acr6, ze eos 0, Now, the Tacohian of transformation is giuun as Aino, cose, reas6,c080, - rsing, “20% Jay |] eee AA9, 4in0, e050, ano, rsno, cos 6, £056, Cractal ° = Ain, 208, (rain, 205 0, (- r8in 0, c08 6, c08 0,) ~ ¥e0s*0, sin 6,) ) - reaso, eas, + 8in 0, in, (- rsin*9, sin0, = *sin®, Obsexve that. TO O (7, 01, 020s Ons) The faint paf of (7, 0.,02/-1 On.) u& obtained as, + On.) = The nt (any 10, -— Ey ete Bo Aonstant is Auch that, Pho ax = 4 wonstant = 1 : ora 5 i nny. SOE Barts EX Kim (A woni- syzare distribution caith r-degeees of fusdom] ‘reader + bution cai ‘zally the Aittribubion of the Aum of Squares of n. Tadipendint N(ON) Tvs to 2 X%ny Ty shoe am any number of constrains, the digs call be Sass as mush Aint NOIE? Xfqy * Gamma (enh po n) fut the pount distribution ds N(0,!) and .2omes from a xondom sample and a Sampling distreh,tn te "pling distrébution of Propedies * & E{Xm}en > VIxim} > an Xe - Tee NOD Ceonverges). ww A nse, 20 Karon My A 2h yy ~ Kap) —> Addctive/ Reproductive property. Attexnatively ft x~ xy Melt) « Ce) « 1 Cr anta FSR sw Now, Xie Xero Xp_ MO xp —————— + My, @) = — « £ek. Zaiteyn. Gay ie Mz = ECE) = efe7*} = Te fet*} [oxi ane id ree] = My). St eae (i any" Z~ Xeap «by MAduenese fropeaty of MEF Result» Dist™ of Sample mean and sample Variance in ease of sampling from NUu, ot) dist” LA Kip Karen Xn ~ NG AY Define, Ko LZ x2» Sample mean are ate B(x 8*s samp vanes. The faint pf of (x. Xa0- Xn) oe “22 (Sy f ame Peo hon. Define, Zi 7 HA, cosy The faint poy of (2,Zarv+ Zn): . GC2r Fare Za) = eae eae ts (am)” er rayn 1 Zq AE N(r0. ZB | Ceazyrann Ba) © andor sample from NC? 7 | Lt us make She fallousing of thogonal transformation | | (hataee Ba) > (Ure Users Und. 7 | | waa + yes ane NOTE: R= QCM Bg Cae, tearene tn) ; | ; Uh 2 BB Cy Ze te ® The sample mean and sample variance in random ’ | chee say's Set Beers te FP Ure Date Ae sthowen sampling from a Normal pepuulation sass indup | ‘thot the above transformation Js orthogonal. A ofputati ey « From the propeckies of orthogonal transformation, s Bat- sur 2S The pal of (Ure User Un) te FC sb etter oe ttn) = oL et Wan)” (Wie Uses Ua) & NOD. i= lan. 44 us make the Jaltousing transformation C6 Une one Un) (71 Ore Oxtene Ong)! Lz = reos 0, 005 Og =. COS Ong Ug + T6080, C050, -. C08 Ong Ain Ong ins rain 8, wher, Dd rr0 Ww) -Deco) m= -n, ; ce = tae es Ss? us unbiased estimator of a Nore. 710;,0pe-1 Ong M2 Sndipendantty distributed. he eyes . : ; mane AZ Oe-%) a biased estimator of of 5 The pf of % 2 gin ba ; h(n) = constant €% r™*, r>0 5 ponttant is such that, fF, ye oy, 2 hed = Ta ‘ ate Lt X ~N(0,D, sndipenduntly of ¥~ 3, ve Atudint’s t- stakictic Js fined 0s: te ; DAR Transformation P tt UNVY 2% U~ Xan The faint pA] of X and U de pian by 2 eh i ~ Ka ——) foray ator wg ae ym 2 iy me pd of Sis— penne CY ieee let) 2 soonadints ed Pore) {e = seonstont. e a aay : ceonstant Auch that, fer ear ‘Lt us transform from (x,t) —> (1,0). ° x = reso Wa = rains. RassS | ERE Ar - —e———E———————EeE_ ves of patax Sransformasion = . pestis of cohere constant is fac de ot a) xtewte rt ee | | From dhe pre | from which oe ” | wo Isler : irra) ee . : | i -beocd [a .fnt | is piun as? als ‘ | rhe TO The pa of ts plan as = wonstant. 7M! gin” '0. . 70 he « PE 4 net | fore) = eon Ty <0 < : Fy. [a rere) oo : | 0 wore dndspendtly distributed. a N : “My <9 < Ma. 4, For n=4, wo oe 1 ? mrss Mt Rey eee j PE pene * TH cote 1 ty) = Lauchy (0.1) } 2 xWNOD \, independent veneie a ym Xen 3 . eee 3 2 cot’e = #Y/n Fa ar te q (1+ zot*e) = cosecto = 14 t%_ Peopertios sinten ste” Gs aymmdrte abaut 0. {tem} =o. n>4, awe 1 toy sym Fem} ree econ 2 vite) = Bg ms ar 3, ltthaugh bath NGO) and tin) Are aymmetnic about 0, 8 A(t) = tonctant- 1 “the Lt dictribution has thick faile ie. ¢ us Liptokuctic 1 (4 tA)" Ce py = —L___ . constant, - oct ew. (is tye ail _—_ — Fem te — ——<, | | vg F- Aistrdbastfon _ xXifm Re 3. Sneducon’s f= Distribution ears Be cat's | xo ~ Kem 1S slp. The pdf of Fie giuun as x2 ~ Xin (Yn) a 1 or OF) = ins pr | naluor's F abobi B(AL, Be can VF D0 | Fa Zifm nz 3 | /ns ; | joint of Karke fb zlun as? | The faint pdf of % X, Ss glue “(mien £ ey Fok Y~ Ato, (%. &) 3 | ford aa ee bola aes 2 f ; m2 Ma-2 fry | Be Lt,¥ = ———. ~ | ae 8 BIE mero ‘ Ay OY Adar (BOB) 4 £4 us transform a. ti ¥ = F ey ‘ (4%) — (710) (+ Ber) ni, x, = reos6, %2 = 78ine From propubies of pala transformatfons 4 aD xtexte rt ; ww [tl=7. : ‘ a ro ay 0<6< The The faint pdf of 710 ae glusn by : fOr0) = eonatant. e777 ROMA! met ety 0. ain re Note: 7.6 ons dndependuntly distributed. esos The pdf of © te gfusn as 40) = tonstant- coe "'0. ain™*”'6 “a 1 9<05% | 4. net ngen | Lt itn Xhy tacependints Li ae of xP ~ Kin. | Fs | x/n | re ee ee) Again Fun © en (fxm/n) = ty 1 whee t = te xafn Law n 5. Fx Fam? FY Fraaeme age el oet Eee xi/ns by The CDF approach + Guys Plyeap 47° - Pipe ah Pde gh - t-e{reg} SIH CE), Heed of F AD= poh (Gd + bib of F E(F) + vee) = 2m (mit ma-2) Tf X~ Finn 20k ¥~F pg fend P(x 2 (Jndspendent of 7.) Ten) naa n,(ng- ay" (ny 4) Median of Fm,m ‘4 Xx ~ Fn Y ~ Fasm. p(x ea) + P(Ve d) = P(x@). 24. dns a - * 3 + = — 3 . egg Dove +” STASTICAL INFERENCE Estimation a ' Z vi Testing of Hypathesis Paint Interval. Mathematical Framework, : x: bhudy variable (random vatiohls of interest) ie Shona Bandini Population (paxametex) rth (, Atedishical ye Tnfeune, Statistic. (Rv) Distezbublon In oux example, X: Lifetime Gin hrs) of a xandomly selected botiiny produced by the manufacture. fo D+ pmf [pdf of X- [x~ expo] O: fg) & kom pletely known exerpt for 0. O is the Jabelling parame er (unknown) fo. ~ bo ol 270, AP H: paxameter space (the sé of watt possible values of 0) [6 €(0,00), He (oJ, (Ky Xgreoe Xn) Random Aample (of size 7) (Har Karis Ka)! Reabésabion of (Xe Xer~ Xa) 3: Aample spoce (The set of alt possible sealisabjons Of (Kae Xaeone Xa), Te T(x rne Xn) | Ababiati ome fasic Definitions ond Lonepte 1 Huypathesis + Any claim, conjecture or vassetion abaut an unknown parameter ds known as Atodietical hypathesis. (oaith 14 to example the manufackuser’s claim wean be’ formulated 03 a. statistical hypathesis PH d= N haus). 2. Aimpls ond Lomposite Hypothesis * : A hypatheais is anid do be simple Jf it specifies She distribution completely. (H > d = 000 hours) A hypothesis Zs said $0 be compasite if tt fails to specify the diskrZhudion complately (He A> 1007 He A < 10007 3. Null ond dHenative Hypothesis A ypabheats eohich is ested for posstbte ejection te knowin 05 2 Null hypathesis. Hd # (000), (Hes A= IN hours (.05 per claim) ohy null? —> Hypathests of ‘no difference’ Hene the symbol He ee SORE | NCIC |! PE U7 hypothesis which stontradiets the null hypathests Mie known OS ternative Hypothesis HSA AN (modified © H,:1000 K~ 9, (%) > dapends on d cshich ds unknown. Unde He > =1000 Amal 210. oe Refect He if % ts too large. Now if you Look at the sample value of % i ‘and. find it Je exuding a dhe a ae validity of He ta faxaue of He (Reject He tf 20 whee eds suitably determined. from the distribution of X wundix He) + Nut Distribution 5. Lxttfeal Region Lritical Region = (7? Citical value {8 >] Tete capi Ke T (eae Keres Xn) epion] KP t er Kars Xa) 7 ee eEeEeEeEe=ees—s eee (ee kgrne Xn) EE OP (Kietars Kn) ELE Ge Pra she K-e or, @ EA ‘Accsphaner sapion zs sak tobe the criticas the Aampl. space % io Tee Gees a) € Eand. esp 1 Xn) € %-6R. Rafe foatt ite Typel ervorf or Type Derrer ei Thee ox tuto kinds of exxars in Testing of Hypathests The exxax committed sn vajecting wo true null Aypathests dis known was Type-T eran, Measuxe: P(X >¢ | Hy is true) The exer onmitted in aaaptig a fain ns s ds known was Tyg sree ci + “ighet Measure: P(X ce] yds true), — Taxgt: Te Rup the exxors at the Sowest possthd, value Tog faut, for 2 gin Velen, sample Atze, Aimullancaus mnintmisabion of the Probability. of he exxoes of the feinds is not feasible ne Reduction in the probability of one kin the dnewase in the protlaaly oo idee versa of erat Leads to of the athe kind wand. onventionally » the ype exo is eo, ati te in Prastier, ie foe the Prosiatieg eget wane A free astigned ee0 value oe. oc ape em among all deits for a ceutatn pragne ine probability ef Type-T emor &. te hse per ith ‘hich probability ef type-I exar is mention 1° nificance - dave of Aigrifencs ond Size The maximum probability with whth we sone a phe tytn con“ dhe Sur of “Aignifonce. Te zs gen ar artes Burualty denaked sas ce, The oatual probability oaith exhich ose cafect a null hypathesis ts known ad the -Aize of the 2t fee elsarly. the Alze of the test © a. ree Exact TESTS oF SIGNIFICANCE * Lontinuaus bedup * N (we). T. Tests ulated to To fut Hei arfeo against Hi iro Hii AS fro H, 1 At fo tasel: of is known, ie = OS, bay Lt Oke the distri! Bs fs a sandom sample of Sige n from Tt ds known chat %,~ NCUA, | | Define. Xn = fox: —> te ‘etie | § Lh, z-a(4 ). Mndix Ho, aa ( -- a) ~ Nort), Hi Arhe [Hi Athe Ry cc, or Xn > ey PLRn< el Ho} + PL > eu} Heh * Plz < ma 09+ {Xn >} - whee @ ts P(Ry>@ [ be) = undix Ho, Kn ~ NU foe 2 New, P (Xn>@ Ho) + P(g. GazAe) 5 (024 Bem. a r{z> Gan pen whee Z ~N(o-1). Lose I: 0 is unknown. (o*: Nutanes parameder) Hes, Kn ~ N (4,2), Hy: > Ae- 03 {Kn > 2} whee 0 ds obtained from PLR > eH}. m. Now, P(Xn>e[He) = %. crim (A)> anys. tonsidn, A" = gt ot EGn 1 my" Now, fn Cn 4) 5 (x, & 0 ee fa ~ ta» > P(t > G-aem y aloe espear io = t- yn nth) 2 (4A) Re terns LA ptadent’s tn, 3 af against Hi A> @ Hye as A: 4g Lasel: fa ds known (404, fe *fee), xi Nor A), oI Kirke 22 (0,1), i= 10m E> Ay £8 2 LE (Hi-Lo) —+ Tech stabiatic. Ze BN Xp [are] whee © te —> P (As > | Ho). = &: oe oP (E> RE te) nw 7 P(zy BEIM) 2. whee Z~x%y, 7 Ne 2 BS x, a7 Main eo ae BB Kain ain. — 2 fe ds unknown (fu: Nuinconss pornmeber) Lose EE b+ ¥en Le Be te EOe- Fn) — Teck Atobiahie ft, 2 = ns ~ Koy ww: [Br 4] whee wie — pyar elHep a x =P { oe a a Pfzrr@verlg | 2 far Mipep ae ie cag = ORE iy 8 ee Bi Xiseny (m-n Teste seboted $0 $030 Indopendsnt Normal ti XW NC fae 4) dndipendently of ¥~ NCQ,, LS (is) Kars Xn,) be a sandom sample of Aizen, xan indspendunity of (ns Yar Yn,) which te a xandom sample of bin nz from the diddribubions o X wand ¥ saspectivey " 2 = ne Dyin Keb ex. Fe Ley was the Aomple means of X and ¥ xespectively tae Boe ta EH RY ae Se sample varinnecs , ieee sie Hey -py Fe Eye i a 7 RATS SIE Tee * 7” | rate sult fo Sort) * risa pied ammeaherestes | | ainst Hii (Leshan) > 8 fase eet aa | Ty desk Ho! hrrta) = § agintt fe 2 For Aimplisity. we considex "= 02°» of (unknown) | aa (Homosce Dastie ry), : | hy Arde) 46 gids unknown, we estimate Zt by, : i ity of tes0 means, 5» 0) | (in ease of ae epality of pte ROVE haat | Define, Te Be Ce E(t) + Li-Aa. (a -n + at) vis a, a : [ecans of. ECs) = of a ; AY) Cnt) + (nan) of f(a, ety AN EC) = a te 2 AT- (Asha) } Ee ton Lasel? oF, a known ie. say On Og-and ora as Undix homosudasticity, op = o3*= a, q go AG ey E(A*) = of. Cutma-a) ge 7 (en, 2) a 4 a Te CAA ' lind He Zo: Meh) ; Vee Za 2 EN (ont), 2 2 ; Ainw o ds unknown, we a a . : | emilee want woe suplac it by A, as chfined. 3 onside “H,* (fer Ln) > 8: : Now eonsidax, {Zobs > Tf cohen o is the Level of Aigrifeance wand 7, is the Lipper cy. paint ofa N(o,1) distribution ~t |G peschert t-test 4 ———EO > Indupendunt Now we may Aeusnite aux testing problem as Jo test He i4r= 5, egainst, H,: 4, #5, Normal fon : seat to mw Na fxr fers 8 F . eye cetann be random sample of Aizen from dhe above dich rthadtion Dyin, ¥ «Lex bee ECe-¥) ¥ eR EM She ch E(n 7)" Lab, (KEN) 4 E(u GD), [Rae [rey we A Todel He P20 against Hy P#0 unde He, T= 22 be aoe fe ~ thea Latical Ragion : ae ene = fiTowl > teres nea}. 2 . ae fe. To teat Ho! SE. g) against Mi % 2 6: “4 y Define. ri : B. To dest, He: Ax- Ly = 8, against Hy Lxrkey #8) Us x* §Y UW NC Awe 2) j Define Z = x-Y. : vex-§7 Ve NG Ly. 4) Zs OU-W). te ln ee we of Alpen ov (uy) Ee Bagh Ca nile pny raed el . UV Ns fesse Live abe Os Fa) Benen 4 Oe- ADE (aay wundix He. Lov(U,v) #0 > fy =o j Note Z~ N (finn fays G4 Oy 200%) Now, we can ce-cartte aux testing problem Z~ NU figs ot) whos To dest, Hoi Ay so against Hy, 2, x0 fabte Az * fox fey Tesh Atabiatie Os = Gost - 26x oy .. Stan gga ca: { ttanel tag POA X > (Rehr onside b= b (Xie Xe Ue U Kae Xareee Xn) 2 9 U (Res Kaeo Xn) 2 Xn) > (Har hay ove Xn), WXn) he Lu Rares %n) (L.u) L Random Intewat: ‘A xandom intewol (LU) L P(L60 What ds the interpretation? 2.95 dimes Ovetl bie in For 100 supeated samples, the intewal ( 4,14), for aay sample Le (ae xd per RY © Char tty) 2 (a8, Khe we A)! ter ts) 95 times aud of 100 the value of © Lies in the - vntewal (tz, ui) f= 100 (00. (Lie roo) pice NEES ESR RE REESE ding Lonfidence Interval. (Pivotal Method) Metheds | Kim Nip) > Chrndapmr™n)) To find a 100(I-*) tt confidence interval for 4. For any 4. P [-™%, € TEC) « Ten [ete SPL tye Ee Rue My B] oy , wie > PL Ran My £,}. where we, and 0, are Auch that, Pres, er Tee [Hef woe, EC «fone Lot, oy axe known here] (ei Ned) Vane A [tahing 5, -0] Pare ne Ea eee Now, PLT<@ 07 T>C2/ He] =o = P(T< 6 [He) + P(T>e[H) = ye me = Ot, bay There wore several chaies of x, and x, : te, OS , HE Taye 7 ae } nny taygineng-2 PPL Te taginengea % Both <6 Anray + eS) Veg £ T+ tes mena Alea, ]- - FA 100(1- et confidence interval for Cnr hy) te , ee wi {Z<-Ty, or X> TF {121 > ayy erg + To find 0 100(1-%) 4 confidence Interval for ean (1 tensmanaea FEET bes mem g AFL) Ay) < Tan) slew We know, P(- Tay © To An-Ay) i Be ae =~ + To find 0 100(1-%) + confidence interval fer ce when ee EES J Lin and Loy sare known — > We kno shat, j £ hin hy 87+ Vag (Es & age ot ’ “a “ PEF ngenism 8 Gere Remi [etm § Ts (¥-9). ' ry Si/eyt + Te find a 100C1-=) 4 ceonfidenes intirvat for Chn- Ly) Pras mete when a", a are unknown. ah Fr 745 my, A Cn? + (ngzas 2 A 100(I-)-+ confidence interval for Are (y- st + (nn; n+ Ago a ; OE sins terml, fo" j aad sack Tae Relate te Rival and Patton Bitchin + Te Fad a 100C! pk sandy, 70 nko ; 1. @inomial Distribution ) A A bingle Ginomial Proportion Lt p dunotes dhe prepertion of members Ja an tHe population coho possesses a tharactoriatc A wei S (Fe Fae ny (p & unknown) p= C2-Ag) Sh For any Leg ; any Ly nei To dest, Ha © P= be (given) -against = b> o[ gan? BEAD ot | er A random sample of sige ms shrassn from the population ae ve 3 fet. x The number, of individuals or members in the sample af Aige n. who possesses, she character . 2P[-48t ny © 2 Ay SEL Joe eee ms etn Ta ten X~ Bin (np): O¢/ He) <=], soni] = 1-0 A 100(t-n4 stonfidines Interval for lan -say) fag sad ogee te pan na . {z = tenn Et tun} ie We tompute: P(x xe | He) fo Tf P(x% xe] He) So. we Tefect Hy else, oe acaxpl Hy ° “ ™ Moe Ke € Lritical region If H. P< Po. We compute, P (XE Xo | He) 3 I P(e ol to) <22E Vk th Bae saci Wh 8 Te an of members postesing the wonditionat distribubion of Xi 1X ob given by fe the Pr o tb pp ond fy inate th vadapendent popesesions (29 (Pe) a P tan chasacheiste A in 12? (x12)! = een our unknown). f ‘) “(mm “my Fe Orteone (MEM) Jo dest. He Pe against He the > Pe | 2 nen sap fp ark Rn cohich de fou of the nudesonce parameter. en we cormpute, P(X,% %ro |X = Xe) ra pe a Ls Ge sn) ho possess schaxackeristle A fase (8E%) hie Lb x.2 The number of members rm the first popubatior . bers in the sample of Tf pi cee, oe refeat He alse acipt ti, imilarly, Xz: The number of ™* aes Aige 1 ts ‘peeond population) cho possess the characteristic A dunate the observed values of X, and. Tf Wik te | He) Pa Tf P(Tdte [He) Sete ryfecl Ho - cbse refect’ Ho In wcase, H,:A< Ae We compute. P(T< t,|He) Tf P(réte[He) As, Ah (Xe Xerme Xmy) and (CX Yer Yn) denote She vendom samphs of Aizes n, and n, dracan tndipendun: from the sitters of «cee 4, Ween tipsy nm lh: DY a T.~ Paiseon (m1) sindspenduntty of T, ~ PaZsson (Mz Az), Under He, 2 =A (Say). cohich it unknown Linder Ho, T.~ Paiston(N,3) independentty of Ty ~ Patéson (n,A) 1 Te TitT, ~ Paisson {(n, +72) A} Here, Ads the nuisance parameter. Lb. thy ote, be he observed values of T, wand Ty respeatively. trot tao * te (40y) ts cthe observed value of T The wonditonal’ distribution of T, |T=t as tt, fle) = (Ff) (tm)" (ig) Beene We compute, P(T> tie [T= te) “2 toy (m_y"(_m SO) (wm) (a) Tf PCT % ty [Te te)o< oer te refech, Ho eee ie ORDER STATISTICS Kee Kare Mat Independent dnd [dentically Mistributed (10) (Random Sample). . ~ Wwe So 0. is the sunion of the following mutually disfaint sebs— Ay? | (eu tam) a ex ex, Xa ~ Hy for paints dn Ay fry, - Keng. Xa ayy) for paints In Aas {reeg.. Xs2y,, x24 foe iaanin-in Abie fixalewhena iy, a a de for paints in Aes {xy ey,, 3 Kander Xin gy} Beme Important Order Atatictres Yo Xen 1 Max { Xe-Xaon Xn} Yee Keg | mind Ky Kern Xap Ty = Tet Ig te vl 4. PCS 4)" PAX <4} : . »} SPAKE Ys bob tnen} Meter te) = LGD A)IT) § £4) £46) £646) 17,) © FU) IG Ib) (B51, 2 SHAG) La) = 6 $4OFGIIG) = Th Pcx ey) Tp Fe elf of x UFQHGG) - <4 <4.e4eZ} eae Mise hd eden TE # : st ft-r@p oF ayes x ’ AG Het) = EFGIFGIE Ga), » (range Ff 4$ergy) “ ‘ ; = yt Fey” Mangia bl of Ye hd [esata tas Ys dy Wade fiat PONT Mt of of ae BGI Et FP FG) od bef of xe = efQo- FC) PIE FGF. a we Ay P(A) = Plexachiy FT rvs aut of mare ) | + ft- Fup” eth arancey anata age Ua TEE BE We wean arrange n rvs cn 7 7 olan OO Cheping wall the restretions) “ P Cone particular arrangement) = P(A.) PCAs) PCAs) = {Faap”! feo {teu p” P (alt possible. sazrangemente) ny *) Torey PROOF f09. ft Fang For any pair of order statistics, (y,, %), 1eresen, Bde da) = ba 3 Cn (5-7-1 (n-8)) re sr PAF GDYT fe) FOIE Tc asa <4, (2%). Where, ZeYe-y , 422%, —— ij “Ns (22-2) %*2 —W. vile eAThe | Je *h(30k) = 60g.) 1 * 6, OSE

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