STATS & PROB Interpretations of Probability

Classical Probability

Probability Distributions - It is applied when each of the outcomes

is assumed to have an equal likelihood of
- Likelihood of a certain outcome to
happening
happen
- The probability of an event is solved by
- Arrangement of random variables and
dividing the number of outcomes by the
the probabilities assigned to each of its
number of possible outcomes
values
Probability Classical =
# 𝒐𝒇 𝒐𝒖𝒕𝒄𝒐𝒎𝒆𝒔 𝒊𝒏 𝒂𝒏 𝒆𝒗𝒆𝒏𝒕
Planning # 𝒐𝒇 𝒐𝒖𝒕𝒄𝒐𝒎𝒆𝒔 𝒊𝒏 𝒂 𝒔𝒂𝒎𝒑𝒍𝒆 𝒔𝒑𝒂𝒄𝒆
- Making inferences (conclusion) about
Ex.: Rolling a dice
the future and is usually based on
gathered data about the situation Equal chance of occurring
- Assuming or making an educated guess
three even numbers - three outcomes

six outcomes in the sample

Inferential Stats 𝟑 𝟏
P = 𝟔 or 𝟐
- The process of using gathered data in
making inferences about sample or a
population
Empirical Probability
- Collecting and analyzing data
- Educated guess - can be determined by carrying out an
experiment
- more reliable if an experiment is carried
Population out with numerous trials

- Group being studied Probability Empirical =

- The data gathered from a population is
called a parametric data or parameter
- Kumukuha ng sample sa population
𝒇𝒓𝒆𝒒𝒖𝒆𝒏𝒄𝒚 𝒐𝒇 𝒕𝒉𝒆 𝒆𝒗𝒆𝒏𝒕
𝒕𝒐𝒕𝒂𝒍 𝒇𝒓𝒆𝒒𝒖𝒆𝒏𝒄𝒆 𝒊𝒏 𝒕𝒉𝒆 𝒅𝒊𝒔𝒕𝒓𝒊𝒃𝒖𝒕𝒊𝒐𝒏
Ex.: What is the probability that a randomly
asked selected student got a score of 3?

Sample SCORE FREQUENCY

5 13
- Subgroup that is selected from the 4 16
population 3 12
2 7
1 1
Sampling Technique TOTAL: 49
- Selecting a group that best represents
the entire population 𝟏𝟐
Probability Empirical =
- Close approximation 𝟒𝟗
- Ex.: 3 coins – 8 possible outcomes

Subjected Probability
 - based on educated guess or estimation We can only measure the water from 0
- it is applied when each of the outcomes to 1L {0L < x < 1L}
is assumed to have equal likelihood of
happening
Properties

1. The total Probability of all values should

Random Variables
be equal to one.
- determined by chance – stock market, 2. The Probability of each values should be
no. of customers that a store will have in more than or equal to 0 and less than or
a given day, score of any sporting event equal to 1. That is, 0 < P(x) < 1
- variables that assume values as
Ex.:
determined by chance are called
random variables No. of 0 1 2 3 4
- characteristics or measurement that pack sold
take on values as determined by chance per
- Ex.: not all experiment is always defined customer
numerically. Probability 0.1 0.2 0.4 0.2 0.1
Person’s height can be measured, but A store that sells candy recorded how
the sex cannot many packs of candy it sold per
Mass of coin, but not the outcome of a customer. This record was used to create
coin flip a probability distribution of the number of
packs of candy sold per customer.
The sum of all the probabilities is equal to
1.
Classification of Random Variables None of the probabilities is less than zero
or greater than 1.

Discrete Classical Interpretation of Probability

- Finite, countable Distribution
𝒔
- Ex.: dice – x can be taken on values of P (X) =
𝒏
1,2,3,4,5, and 6 P (x) = probability
S = {1,2,3,4,5,6} s = number of outcomes
- There are only finite number of n = total number of outcomes
values/elements of x
- Ex.: basketball score – can only have - Ex.: a raffle with 50 entries is drawn. Of the
scores/data of whole nos. with separate 50 entries, 10 are assigned to Monica, 14
values/distinction are assigned to Rachel, 26 are assigned
to Phoebe. If a numerical value is
assigned to each person so that “0” is
Continuous Monica, “1” is Rachel, and “2” is Phoebe,
- Infinite number of values create a probability distribution to
- Measurable instead of countable determine the probabilities assigned to
- Ex.: exact temperature of liquid water in 0,1, and 2.
𝟏𝟎 𝟏
degrees Celsius in standard atmospheric P (0) = =
pressure 𝟓𝟎 𝟓
𝟏𝟒 𝟕
Sample space is {0ºC < x < 100ºC} P (1) = =
𝟓𝟎 𝟐𝟓
- Ex.: exact volume of water inside one-
liter jar
 𝟐𝟔 𝟏𝟑
P (2) = =
𝟓𝟎 𝟐𝟓

Probability Mass Function

# of Outcomes # of Probability - P(x) refers to a function that defines the

boys outcomes probability of a random variable X.
0 GGG 1 𝟏
- A probability mass function of a discrete
𝟖
1 BGG, 3 𝟑 random variable, denoted as P(x), is the
GBG, GGB 𝟖 function that defines the probability that
2 BBG, BGB, 3 𝟑
event X will happen.
GBB 𝟖
- Instead of using table or histogram, the
3 BBB 1 𝟏
𝟖 probabilities can be expressed by simply
using function.
# of boys, 0 1 2 3
X
Probability, 𝟏 𝟑 𝟑 𝟏
P (x) 𝟖 𝟖 𝟖 𝟖 Characteristic

1. 0 < P(x) < 1, where X is a real number

2. ∑P(x) = 1. The sum of all product is equal
to 1
Probability Distributions through Graphs Ex.: A card is drawn from a standard
Probability Histogram deck of playing cards, and the random
variables to be considered is the kind of
- A way of presenting a probability card picked. Clubs are marked as “1”,
distribution using vertical bars placed Spades are marked as “2”, Hearts are
side by side, where the height of each marked as “3”, and Diamonds are
bar represents the probability assigned marked as “4”. What is the probability
to a value of random variables. mass function that defines the
- X – axis represents the possible values of probabilities of each random variable X?
random variable, while P(x)=
𝟏

- Y – axis represents the probability 𝟒

probability of getting club, spade, heart,
assigned to them
and diamond
Ex.: A random variable with an outcome
space S = (0,1,2,3,4) has a probability
𝟒!
function expressed as P(x) = .
𝟏𝟔 [𝒙!(𝟒−𝒙)!]
This illustrate the probability distribution
for each possible value of X and
construct its histogram.
Solution: Prob. Of each values Mean, Variance and Standard Deviation – D, R,
V
4!
1. P(0) =
16 [0!(4−0)!] Mean
4·3·2·1
P(0) = - a number that attempts to represent all
16 [4·3·2·1]
1 the data gathered about a variable
P(0) = (Average)
16
Variance and Standard Deviation
4!
2. P(1) = - measure how spread out the distribution
16 [1!(4−1)!]
data is
4·3·2·1
P(1) =
16 [3·2·1]
1
P(1) = Mean – Ungrouped (Small)
4
∑𝒙
x̄ =
𝒏
4!
3. P(2) = 94, 82, 78, 90, 84, 82, 88, 91, 89
16 [2!(4−2)!]
4·3·2·1 78, 82, 82, 84, 88, 89, 90, 91, 94
P(2) =
16 [2·1·2·1]
𝟕𝟕𝟖
12 3
P(2) = or x̄ =
𝟗
32 8
x̄ = 86.4 ≈ 86

4!
4. P(3) = Mean of Prob. Distribution
16 [3!(4−3)!]
4·3·2·1
P(3) = 𝝁 = ∑ [x · 𝑷(𝒙)]
16 [3·2·1(1!)]
1 𝝁 − mean of the discrete random variables
P(3) =
16
X – random variable

P(x) – probabilities of random variables

4!
5. P(4) =
16 [2!(4−4)!]
4·3·2·1 Ex.: x – 1,2,3,4,5,6
P(4) =
16 [0!] 1
1 P(X) -
P(4) = 6
16
𝜇 = ∑ [x· 𝑃(𝑥)]
1 1 1 1 1 1
𝜇 = (1 · ) + (2 · ) + (3 · ) + (4 · ) + (5 · ) +(6 · )
6 6 6 6 6 6
1 2 3 4 5 6 21 1
𝜇 = 6 + 6+6+ 6+6 + 6 = 6
OR 3 2
OR 3.5
 Formula – Standard Deviation

𝝈 = √𝜎2

𝝈 = √∑ [(𝑥2 · 𝑃(𝑥)] − 𝜇2

√25 = 52

Variance and Standard Deviation of a D.R.V √12 = √4 · 3 = 2√3

- the standard deviation of a probability √9 √16

distribution is the measure of deviation of 12−9 3
3+ =
the data from the mean. 16−9 7

- The variance is the square of the 3

3 or ≈ 3.43
standard deviation 7

- The variance (𝜎 2 ) of the probability

distribution is solved using this equation.
√1.18
Equation
√1 √4
𝝈 = ∑ [(𝒙 · 𝑷(𝒙)] -
𝟐 𝟐
𝝁𝟐 1+
1.18−1 0.18
= 3
4−1
𝝈𝟐 = variance
1.06 ≈ 1.1
X – random variable

𝝁 – mean
The Probability Density Function of a Continuous
P(x) – probability of the random variable Random Variable

Continuous Random Variable

- Can assume all numbers within a given

interval
- Ex.: If a continuous random variable is
said to assume values from 0 to 1, that
means that the random variable can
take on ALL values from 0 to 1. It can take
on values such as 0.0001, 0.0000345, and
0.099999
 Ex.: In the given probability density function f(x),
shade the area of the probability that x takes on
Discrete and Continuous
values between 1 to 3.
Discrete

- The probability assigned to each value

can be illustrated using the probability
mass function, P(x)

Continuous

- Described by probability density

functions, denoted as f(x). The value of
f(x) does not define the probability
assigned to a specific value X.

Continuous Random Variable

- in order to solve for the probability in a

probability density function, you have to
define X to any number between a
particular value, a and another value, b.
- the probability that X takes on values
between a and b is equal to the area
bound by f(x), x = a, and x = b.
Ex.: In the given probability density function f(x),
shade the area of the probability that X takes
on values between 2 and 3 or between 5 and
6.

To Summarize:

- the probability that a continuous random Normal Distribution

variable takes on any value between a
and b is equal to the area bound by f(x),
x = a, and x = b.
- the probability density function, f(x)
should always be positive.
- The area under the entire curve of f(x) =
1.
- There are many continuous random
variables that we measure in everyday
instances that have a defined normal
range; IQ scores, blood pressures, and
test scores.
 - In this case, the scores might take on
values that are less than or greater than
the normal range.
- The distribution on these cases
approximately follows a bell shaped-
curve.

Standard Deviation

- It affects how spread out the probability

distribution is from the mean
- The value of f(x) at the mean is high if the
standard deviation is low. The value of
f(x) at the mean is low if the standard
deviation is high.
- The normal distribution become flatter
and more spread out as the standard
- The peak of the bell-shaped curve is deviation increases.
found at the center of the distribution. It
is also the position of the mean.
- The curve can be stretched to infinity at
both sides and will never reach the x –
axis. It can get really close to x – axis but
it will never touch it.

Equation for Normal Distribution

−(𝒙−𝝁)𝟐 Properties of Normal Distribution

𝟑
𝟐𝝈𝟐 - A normal distribution is characterized by
F(x) =
𝝈√𝟐𝝅 a bell-shaped curve with the mean,
e ≈ 2.718 median and mode as its center and
peak.
𝝁 = population mean - The mean, median and mode are equal
- The normal distribution is symmetric at
𝝈 = standard deviation the mean
- The normal distribution is a continuous
𝝅 = 3.14 curve and always has a positive value of
f(x)
- The mean of the normal distribution
Mean determines its position. The standard
deviation determines how steep or flat
- The mean is located at the peak of the
the distribution is.
normal distribution
- The values of the normal random
- Each curve is symmetric at the mean
variable ranges from -∞ to ∞. For all
possible values of X, the curve never
reaches the x – axis.
 Solving for z – score
𝒙− 𝝁
z=
𝝈
Standard Normal Distribution
z = z – score
- It can have different variations
depending on its mean and standard x = value of the random variable
deviation 𝝁 = population mean
- It is convenient to analyze only a normal
distribution with a mean of 0 and a 𝝈 = population of standard deviation
standard deviation of 1 – which is called
Standard Normal Distribution
Ex.: a group of university students take an IQ
test. the IQ scores follow a normal distribution
Equation for a Standard Normal Distributions and has a mean of 75 and a standard deviation
of 2.5. If a student got a score of 85, what is the
𝑥2
corresponding z – score?
𝑒2
F(z) = 𝒙− 𝝁
√2𝜋 z=
𝝈
e ≈ 2.718
𝟖𝟓− 𝟕𝟓
z = z – score z=
𝟐.𝟓

𝜋 ≈ 3.14
z=
𝟏𝟎
𝟐.𝟓
z=4
Note
Ex.: In the given problem in Example 1, what is
- The standard normal distribution is a the IQ score of a student who has a z - score of
function of z, not a random variable x. -2?
- This value is called z – score replaces the
𝒙− 𝝁 (𝒙− 𝝁)𝝈
x – value of the continuous random (z = ) 𝝈 = 𝒛𝝈 =
variable in the standard normal 𝝈 𝝈
distribution X = 𝒛𝝈 + 𝝁
- This means that the horizontal axis of a
standard normal distribution consists of x = (-2)(2.5) + 75
possible z – scores, which is any real x = -5 + 75
numbers.
x = 70

Ex.: In the same scenario in example 1, how far

Standardizing a Normal Distribution away is an IQ score of 100 from the mean in the
- By converting the possible values of a terms of standard deviations?
normally distributed random variable to 𝒙− 𝝁
z=
its corresponding z – score, the normal 𝝈
distribution is standardized, thus making it
𝟏𝟎𝟎− 𝟕𝟓
easier to analyze. z=
𝟐.𝟓
z = 10
 𝒏!
C(n,r) = 𝒓!(𝒏−𝒓)!
Random Sampling and Sampling Distribution 10!
C=
Sampling 3!(10−3)!

- How to choose a sample size out of a 10! 10 · 9 ·8 720

C= - = = 120
population 3(7!) 3 ·2 ·1 6

Random Sampling 5! 5! 5 · 4 ·3 ·2 ·1 20
Ex.: C(5,2) = = = 2 ·1(3 · 2 ·1) = 2
= 10
2!(5−2)! 2!(3!)
Population – total number of observations in a
situation that is the subject of the study 8! 8! 8 · 7 · 6 · 5 · 4 ·3 ·2 ·1
Ex.: C(8,4) = = = 4 · 3 · 2 ·1(4 · 3 · 2 ·1)
=
4!(8−4)! 4!(4!)
- It can be finite or infinite 1680
= 70
a. Finite 24

- A number of students in a particular

school, coins and bills in your wallet, shoe
sizes in a certain store
b. Infinite
- Total number of car tires manufacture in
the entirety of a given region
Ex.: Grade 11 – 300 students
Sampling
- When it is impractical to observe an
entire population, statisticians usually
depend on studying its subset to make
inference about a whole population.

Sample – a subset or a part of a population

Ex.: 50 students Sampling Distribution

- We normally use sampling in order to

obtain information about a
Random Sample characteristic of a certain population
- It is a sample of size n chosen from a finite
population of size N, such that each
subset of size n has equal probability of Parameter and Statistic
being selected. That is, each subset has - A parameter is any quantity that
1
a probability of 𝐶 . This kind is a sample describes a characteristic of a
𝑁 𝑛
called a simple random sample. population
- A statistic is any quantity that describes a
Combination – a set of objects or elements characteristic of a sample
taken from a population
𝟏
– subset of probability (simple random
𝑵 𝑪𝒏 Statistic
sample)
- Is a random variable computed from the
N – population values of in a sample
n – sample size - Ex.: mean, median, mode, and sample
standard deviation
c – combination
1 1 1
- =
𝑁 𝐶𝑛 10 𝐶3 120
Ex.: Average Cost of Transportation

Sampling Variable – describes the occurrence

of a variation of a particular value of statistics
from sample to sample depending on a certain
sample selected from a given population.

Ex.:
148+72+58+162+90+102+114+150
µ= 8
896
µ= 8

µ = P112.00
148+72
1st two employees x̄ = 2
= P110.00
Sampling Distribution of the Sample Mean
∑(𝒙−𝝁)𝟐
𝝈𝟐 =
𝑵

𝝈𝟐 =
(𝟏𝟒𝟖−𝟏𝟏𝟐)𝟐 + (𝟕𝟐−𝟏𝟏𝟐)𝟐 + 𝟓𝟖−𝟏𝟏𝟐)𝟐 + (𝟏𝟔𝟐−𝟏𝟏𝟐)𝟐 + (𝟗𝟎−𝟏𝟏𝟐)𝟐 + (𝟏𝟎𝟐−𝟏𝟏𝟐)𝟐 + (𝟏𝟏𝟒−𝟏𝟏𝟐)𝟐
𝟖

𝝈𝟐 = 1,293

√𝝈𝟐 = √𝟏, 𝟐𝟗𝟑

𝝈 = 35.96

Random Sample
𝒏!
C(n,r) =
𝒓!(𝒏−𝒓)!

𝟖! 8 · 7 · 6 · 5 · 4 ·3 ·2 ·1
C (8,2) = = = 28
𝟐!(𝟖−𝟐)! 2 ·1(6 ·5 ·4 · 3 · 2 ·1)

We can obtain a total of 28 samples

Possible Results: