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Probability and Hypothesis Testing Guide

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0% found this document useful (0 votes)
16 views26 pages

Probability and Hypothesis Testing Guide

Uploaded by

nandhank2k3
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

probability >

-
S (a + b + C
,
Lower limit
,
upper limit)

SD >
-
Mode >
-
SD >
-

shift ]

P(2() :
P()
P(0(2x) : Q(C) -
P(2) : RID

Unit 3

-Large valued : 2 test &


Testing Hyptesis -
> small valued : Chi test O
sq . .

Unit

>
-
conditional thedm >
-

Baye's them ③
probability
>
-
Expectation & variane
, d
S

- Random variable

↓ X
Discreate continued

↓ ↓
PRF PDF

① Distribution -
> Stambed distribution

Discrete- (DF
↓ E

.
Continut


↓ ↓ normal
Binancial Poisson
Probability and Distribution .

# Distribution >
-

standard distribution >


-
Discreate >
-

BINOMIAL/BERNOUII

=> only two outcome : condition


=> sample space 3 = & success
,
failurely

x) Cop qu
"

P(X =
=
Eg : 3 ,
4

p a
+
=
1

(M) Mean = P

variance = P

LC) S D
.
=
po

Parameters = (n ,
P)

= (
.
Mean > Variance
.
D Six dice thrown 729 .
times How times do expect
a re
many you
atleast 3 did to show a fire or a sixt ?

-
X↑
is a br with Parament (n, p).
f)
: .
P(X =
x)"(xpq ,
c = 0
, !2 ...,
n

n = 6

probability of getting 526 = p =


7 =

-
a = 1 -
p =
213

(x(5)"(z)(
-
y
=>

P(x ( 3) = 1 -
P(x 3)<

= 1 -

2P(x = 0 + P(X =
1) + P(x = 2)]

200(z)(5 (0 (3)(5) z(5) (5) 3


0

= 1 -

+ °c ,
+

=
1 -
[1(1)(z) + b(z) x(5)s is(a)(3)) +

= 1 -

256 (64 + 192 + 240)


Y
1 -
=
q =
when 6 died are thon 729 time
,
the no .
% times 3 dief Shows & 6 is 233
# Distribution
- standard distribution >
-
Discreate -> POISSON

condition :

(i) finite
(ii) n is
very large ,
P is
very small
.

PRF :
P(X = 7) =
2 OCLCA

X = P is Parameter

c = 2 -

7183

S
Mean x = P
M = V com 0

Varian x
= P

s .
D =
X

if to =
t2 mrg is
l

to Ft2
if

=E
& A is a Poisson distribution Random valiable such that

P(X = 1) = 0 .
3 PLX 2) = 0 2 = .

·
Find p(X = 0).
,

x -
PD(x =
R .
P)

=> P(x =
1) = 0 .
3 =
P(x =
2) = 0 .
2

x = 0 .

3
= 0

+ =

e
-

x+ =
0 -
3 -

O e
- +
x 0
.

4 -

(0
= o
=

x =
#

a
*
= PLX =
0) =

= c =
e
-
*
3 = 0 .

263

which himed for


& A con him firm had two rais it been day byday
basid with 15 find Particular day
mean
of ·
on
.
i) some demand is
refused
ii) no her is used

iii) no demand is refused


.

x = 1 .

:) P(X >
2) =
1 -
P(x 12)
= 1 -

2P(x =
0) + P(x =
1) + p(x =
2)

Ge (1
+ + 1 3 +2
Y}
.

= 1 -

= 1 -0 .

808

i) P(x 0)
1
=

= =
e = 0 .
223

ii) P(X12) = P(x =


0) + p(x = 1) + p(x =
2)
= 0 .

80
# Distribution >
-

standard distribution >


-

continued >
-

NORMAL

PMF
/(4) =
, - 0 1

Meat are Parameter


Hypothesis Testing
M⑭
Cristal
al >
Knull hypothesis
.
valof
direction ↓
note Two-tailed
-

g
Ho : M = 23
Ho Hi Rejection
Lower)
(higher or
: M + 23 12 Region

-
Alternate hypothesis
two-tailed
Ho : M 23 -

Left tailed = F

Directional failed H
,: M (2]
(c)
-
Z L left-tailed

M
One = & right-tailed
higher & and
Ho : M123 Right tailed
lawel)
-

H ,: M > 23 -

121 < 22 Hoid accepted


Large Sample-proportions. ,

(i) Type 1 : Teating of Significance for


single proportion
.

Test Statistic 2 =
- standard . Enchs
where ,
S = .
=
n =
size of sample

p = sample proportion
P =
population proportion

Q = 1 -
P

(i) Type 2 :
Testing of significance for difference between two proportion

=
statistic
rest 2 P2

- Jo
E .

=> SE =L .

-
=> P e

the
=

n .
= size of Sample /

12 =
Singe of sample

Pi Proportion of
=
sample I

P2-proportion of Sample 2
.

Large Sample-Mean
(ii) Type 111 :
Testing of Significance for Single population mean

=
Tcht Statistic z

= Sample mean
) Sie

u = population mean

= .
S D .
of population
n =
Size of sample
.
>
is unknow, use
If
=
2
a
the
so same

Sy . 1 .

96

1 % = 2 . 58

as type :
Testing of significance for difference of population
In
means

statistic
Test

if
= 0
c
=
01

2 = #

e
Type I crish-fade negative

Type .
11 Cr
-

False Positive

clinical wall of Z 2 = St 2= 1 %

Two failed test 22 = 1 .

96 22 =2 .
58

one bailed text 26 = 11 645 .

26 = 1 2 33 .
D
n > 30 (Large Sample)

OBSERVED P
, = 0 .

3
Female :
= 0 .

3
Pc = 0 .

375
EXPECTED

Female
=
n 400
0
: x 400 = 150 = = 0 .
375 n = nL = =
,

Ho : 22
11 =

H .: 121722
=> Two tailed test

Los : 2 = 5%

=> 22 = 1 .
96

Type 2 :
Testing of significant -

difference between two proportion

P Pic
x( PL)
=
= 3 0 .

337
= =
n
,
+
n

Q = 1 -
p =
0 .

663

SE =

+1 =
35X 000S 0
.

= Not
0 83342
.

statistic

=
Test 2

sus

0 .
03342

2 = 2 .
25

25 71 96
121 = 2
Hoid rejected
.
.

,
s)p = as %
n = 200

P =
18 =
100 = 0 -

09

Hp : 121122
H ,: <
121 In
=>
left tailed

LOS : 2 = SY
=>
22 = -
1 .

645

Type
I
,

S E . = 05 = 0 .

05

P
09
Test Statistic = p
-

=
,2 -

S E -

= 55 .

84

121 2 Ho is rejected .

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