Probability and Hypothesis Testing Guide
Probability and Hypothesis Testing Guide
-
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
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 >
-
BINOMIAL/BERNOUII
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
-
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)]
= 1 -
+ °c ,
+
=
1 -
[1(1)(z) + b(z) x(5)s is(a)(3)) +
= 1 -
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
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
80
# Distribution >
-
continued >
-
NORMAL
PMF
/(4) =
, - 0 1
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 -
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 %
96 22 =2 .
58
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 -
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 .