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How Likely
In the real world events can not be predicted with total certainty. The best we can do is say how likely they are to happen, using the idea of probability.

Tossing a Coin
When a coin is tossed, there are two possible outcomes:

heads (H) or tails (T)

We say that the probability of the coin landing H is 1/2. Similarly, the probability of the coin landing T is 1/2.

Throwing Dice
When a single die is thrown, there are six possible outcomes: 1, 2, 3, 4, 5, 6. The probability of throwing any one of these numbers is 1/6.

In general: Number of ways it can happen Total number of outcomes

Probability of an event happening =

Example: the chances of rolling a "4" with a die Number of ways it can happen: 1 (there is only 1 face with a "4" on it) Total number of outcomes: 6 (there are 6 faces altogether) 1 So the probability = 6 Example: there are 5 marbles in a bag: 4 are blue, and 1 is red. What is the probability that a blue marble will be picked? Number of ways it can happen: 4 (there are 4 blues) Total number of outcomes: 5 (there are 5 marbles in total) 4 So the probability = 5 = 0.8

Probability Line
You can show probability on a Probability Line:

The probability is always between 0 and 1

Probability is Just a Guide

Probability does not tell us exactly what will happen, it is just a guide Example: toss a coin 100 times, how many Heads will come up? Probability says that heads have a 1/2 chance, so we would expect 50 Heads. But when you actually try it out you might get 48 heads, or 55 heads ... or anything really, but in most cases it will be a number near 50.

Some words have special meaning in Probability: Experiment: an action where the result is uncertain. Tossing a coin, throwing dice, seeing what pizza people choose are all examples of experiments. Sample Space: all the possible outcomes of an experiment Example: choosing a card from a deck There are 52 cards in a deck (not including Jokers) So the Sample Space is all 52 possible cards: {Ace of Hearts, 2 of Hearts, etc... } The Sample Space is made up of Sample Points: Sample Point: just one of the possible outcomes Example: Deck of Cards

the 5 of Clubs is a sample point the King of Hearts is a sample point "King" is not a sample point. As there are 4 Kings that is 4 different sample points.

Event: a single result of an experiment Example Events:

Getting a Tail when tossing a coin is an event Rolling a "5" is an event. An event can include one or more possible outcomes:

Choosing a "King" from a deck of cards (any of the 4 Kings) is an event Rolling an "even number" (2, 4 or 6) is also an event

The Sample Space is all possible outcomes. A Sample Point is just one possible outcome. And an Event can be one or more of the possible outcomes.

Hey, let's use those words, so you get used to them:

Example: Alex decide to see how many times a "double" would come up when throwing 2 dice.
Each time Alex throws the 2 dice is an Experiment. It is an Experiment because the result is uncertain. The Event Alex is looking for is a "double", where both dice have the same number. It is made up of these 6 Sample Points: {1,1} {2,2} {3,3} {4,4} {5,5} and {6,6} The Sample Space is all possible outcomes (36 Sample Points): {1,1} {1,2} {1,3} {1,4} ... {6,3} {6,4} {6,5} {6,6} These are Alex's Results: Experiment {3,4} {5,1} {2,2} {6,3} ... Is it a Double? No No Yes No ...

After 100 Experiments, Alex had 19 "double" Events ... is that close to what you would expect?

Statistics Notes Probability Examples using the Addition Rule and Conditional Probability
Filed under: Statistics Tags: Statistics bowman @ 2:40 am

Addition Rule: If events A and B are mutually exclusive (disjoint), then P(A or B) = P(A) + P(B). Otherwise, P(A or B) = P(A) + P(B) P(A and B) Example 1: mutually exclusive In a group of 101 students 30 are freshmen and 41 are sophomores. Find the probability that a student picked from this group at random is either a freshman or sophomore. Note that P(freshman) = 30/101 and P(sophomore) = 41/101. Thus P(freshman or sophomore) = 30/101 + 41/101 = 71/101 Example 2: not mutually exclusive In a group of 101 students 40 are juniors, 50 are female, and 22 are female juniors. Find the probability that a student picked from this group at random is either a junior or female. Note that P(junior) = 40/101 and P(female) = 50/101, and P(junior and female) = 22/101. Thus P(junior or female) = 40/101 + 50/101 22/101 = 68/101 Not sure why? When we add 40 juniors to 50 females and get a total of 90, we have overcounted. The 22 female juniors were counted twice; 90 minus 22 makes 68 students who are juniors or female. . Conditional Probability Recall that the probability of an event occurring given that another event has already occurred is called a conditional probability.

In a card game, suppose a player needs to draw two cards of the same suit in order to win. Of the 52 cards, there are 13 cards in each suit. Suppose first the player draws a heart. Now the player wishes to draw a second heart. Since one heart has already been chosen, there are now 12 hearts remaining in a deck of 51 cards. So the conditional probability P(Draw second heart|First card a heart) = 12/51. . Suppose an individual applying to a college determines that he has an 80% chance of being accepted, and he knows that dormitory housing will only be provided for 60% of all of the accepted students. The chance of the student being accepted and receiving dormitory housing is defined by P(Accepted and Dormitory Housing) = P(Accepted) P(Dormitory Housing|Accepted) = (0.80) (0.60) = 0.48 . To calculate the probability of the intersection of more than two events, the conditional probabilities of all of the preceding events must be considered. In the case of three events, A, B, and C, the probability of the intersection P(A and B and C) = P(A) P(B|A) P(C|A and B). Consider the college applicant who has determined that he has 0.80 probability of acceptance and that only 60% of the accepted students will receive dormitory housing. Of the accepted students who receive dormitory housing, 80% will have at least one room mate. The probability of being accepted and receiving dormitory housing and having no room mates is calculated by: P(Accepted and Dormitory Housing and No Roommates) = P(Accepted) P(Dormitory Housing|Accepted) P(No Room mates|Dormitory Housing and Accepted) = (0.80) (0.60) (0.20) = 0.096. The student has about a 10% chance of receiving a single room at the college. Not happening. . The probability that event B occurs, given that event A has already occurred is P(B|A) = P(A and B) / P(A) This formula comes from the general multiplication principle and a little bit of algebra. I showed you on an earlier post.

Since we are given that event A has occurred, we have a reduced sample space. Instead of the entire sample space S, we now have a sample space of A since we know A has occurred. So the old rule about being the number in the event divided by the number in the sample space still applies. It is the number in A and B (must be in A since A has occurred) divided by the number in A. If you then divided numerator and denominator of the right hand side by the number in the sample space S, then you have the probability of A and B divided by the probability of A. The question, Do you smoke? was asked of 100 people. Results are shown in the table. .Yes Male Total ..19 ..31 Female 12 No 41 28 69 Total ..60 ..40 100

What is the probability of a randomly selected individual being a male who smokes? This is just a joint probability. The number of Male and Smoke divided by the total = 19/100 = 0.19 What is the probability of a randomly selected individual being a male? This is the total for male divided by the total = 60/100 = 0.60. Since no mention is made of smoking or not smoking, it includes all the cases. What is the probability of a randomly selected individual smoking? Again, since no mention is made of gender, this is a marginal probability, the total who smoke divided by the total = 31/100 = 0.31. What is the probability of a randomly selected male smoking? This time, youre told that you have a male think of stratified sampling. What is the probability that the male smokes? Well, 19 males smoke out of 60 males, so 19/60 = 0.3167 What is the probability that a randomly selected smoker is male? This time, youre told that you have a smoker and asked to find the probability that the smoker is also male. There are 19 male smokers out of 31 total smokers, so 19/31 = 0.6129

Introduction to Statistics
Statistics is a mathematical science including methods of collecting, organizing and analyzing data in such a way that meaningful conclusions can be drawn from them. In general, its investigations and analyses fall into two broad categories called descriptive and inferential statistics. Descriptive statistics deals with the processing of data without attempting to draw any inferences from it. The data are presented in the form of tables and graphs. The characteristics of the data are described in simple terms. Events that are dealt with include everyday happenings such as accidents, prices of goods, business, incomes, epidemics, sports data, population data. Inferential statistics is a scientific discipline that uses mathematical tools to make forecasts and projections by analyzing the given data. This is of use to people employed in such fields as engineering, economics, biology, the social sciences, business, agriculture and communications.

Introduction to Population and Sample

A population often consists of a large group of specifically defined elements. For example, the population of a specific country means all the people living within the boundaries of that country. Usually, it is not possible or practical to measure data for every element of the population under study. We randomly select a small group of elements from the population and call it a sample. Inferences about the population are then made on the basis of several samples. Example 1: A company is thinking about buying 50,000 electric batteries from a manufacturer. It will buy the batteries if no more that 1% of the batteries are defective. It is not possible to test each battery in the population of 50,000 batteries since it takes time and costs money. Instead, it will select few samples of 500 batteries each and test them for defects. The results of these tests will then be used to estimate the percentage of defective batteries in the population.

Quantitative and Qualitative Data

Data is quantitative if the observations or measurements made on a given variable of a sample or population have numerical values. Example: height, weight, number of children, blood pressure, current, voltage. Data is qualitative if words, groups and categories represents the observations or measurements. Example: colors, yes-no answers, blood group. Quantitative data is discrete if the corresponding data values take discrete values and it is continuous if the data values take continuous values. Example of discrete data: number of children, number of cars. Example of continuous data: speed, distance, time, pressure.

Analysis of variance
From Wikipedia, the free encyclopedia In statistics, analysis of variance (ANOVA) is a collection of statistical models, and their associated procedures, in which the observed variance in a particular variable is partitioned into components attributable to different sources of variation. In its simplest form, ANOVA provides a statistical test of whether or not the means of several groups are all equal, and therefore generalizes t-test to more than two groups. Doing multiple two-sample t-tests would result in an increased chance of committing a type I error. For this reason, ANOVAs are useful in comparing two, three, or more means.

ANOVA: ANalysis Of VAriance between groups

Click here to start ANOVA data entry

ANOVA: How many groups? Size of largest group?

You are about to enter your data for a ANalysis Of VAriance. For this to make sense you should have several groups of data (at least 3; maximum: 26). Number of groups: Each group includes a certain number of data items. (Often all the groups have the same number of items, but that is not required.) What is the size (i.e., the number of items) of largest group? (maximum: 99) Size of largest group: There is no harm is over estimating the group size: blanks will be ignored. You do need to correctly enter the number of groups.
Click here for copy & paste data entry

ANOVA: How many groups?

You are about to enter your data for a ANalysis Of VAriance. For this to make sense you should have several groups of data (at least 3; maximum: 26). Number of groups: Each group includes a certain number of data items (minimum:3, maximum: 1024). (Often all the groups have the same number of items, but that is not required.) You will be asked to enter this data into the appropriate box. If you have lots of data you may want to copy the data from a different screen and paste it into the correct box. You can also just type in the points separated by spaces, tabs, or commas. Boxes left completely blank will be ignored.

You might guess that the size of maple leaves depends on the location of the trees. For example, that maple leaves under the shade of tall oaks are smaller than the maple leaves from trees in the prairie and that maple leaves from trees in median strips of parking lots are smaller still. To test this hypothesis you collect several (say 7) groups of 10 maple leaves from different locations. Group A is from under the shade of tall oaks; group B is from the prairie; group C from median strips of parking lots, etc. Most likely you would find that the groups are broadly similar, for example, the range between the smallest and the largest leaves of group A probably includes a large fraction of the leaves in each group. Of course, in detail, each group is probably different: has slightly different highs, lows, and hence it is likely that each group has a different average (mean) size. Can we take this difference in average size as evidence that the groups in fact are different (and perhaps that location causes that difference)? Note that even if there is not a "real" effect of location on leaf-size (the null hypothesis), the groups are likely to have different average leaf-sizes. The likely range of variation of the averages if our location-effect hypothesis is wrong, and the null hypothesis is correct, is given by the standard deviation of the estimated means: /N where is the standard deviation of the size of all the leaves and N (10 in our example) is the number of leaves in a group. Thus if we treat the collection of the 7 group means as data and find the standard deviation of those means and it is "significantly" larger than the above, we have evidence that the null hypothesis is not correct and instead location has an effect. This is to say that if some (or several) group's average leaf-size is "unusually" large or small, it is unlikely to be just "chance". The comparison between the actual variation of the group averages and that expected from the above formula is is expressed in terms of the F ratio:

F=(found variation of the group averages)/(expected variation of the group averages) Thus if the null hypothesis is correct we expect F to be about 1, whereas "large" F indicates a location effect. How big should F be before we reject the null hypothesis? P reports the significance level. In terms of the details of the ANOVA test, note that the number of degrees of freedom ("d.f.") for the numerator (found variation of group averages) is one less than the number of groups (6); the number of degrees of freedom for the denominator (so called "error" or variation within groups or expected variation) is the total number of leaves minus the total number of groups (63). The F ratio can be computed from the ratio of the mean sum of squared deviations of each group's mean from the overall mean [weighted by the size of the group] ("Mean Square" for "between") and the mean sum of the squared deviations of each item from that item's group mean ("Mean Square" for "error"). In the previous sentence mean means dividing the total "Sum of Squares" by the number of degrees of freedom. Why not just use the t-test? The t-test tells us if the variation between two groups is "significant". Why not just do t-tests for all the pairs of locations, thus finding, for example, that leaves from median strips are significantly smaller than leaves from the prairie, whereas shade/prairie and shade/median strips are not significantly different. Multiple t-tests are not the answer because as the number of groups grows, the number of needed pair comparisons grows quickly. For 7 groups there are 21 pairs. If we test 21 pairs we should not be surprised to observe things that happen only 5% of the time. Thus in 21 pairings, a P=.05 for one pair cannot be considered significant. ANOVA puts all the data into one number (F) and gives us one P for the null hypothesis.

"Analysis of Variance." A statistical test for heterogeneity of means by analysis of group variances. ANOVA is implemented asANOVA[data] in the Mathematica package ANOVA` . To apply the test, assume random sampling of a variate with equal variances, independent errors, and a normal distribution. Let be the number of replicates (sets of identical observations) within each of factor levels (treatment groups), and be the th observation within factor level . Also assume that the ANOVA is "balanced" by restricting to be the same for each factor level. Now define the sum of square terms (1)




(5) which are the total, treatment, and error sums of squares. Here, is the mean of observations within factor

level , and is the "group" mean (i.e., mean of means). Compute the entries in the following table, obtaining the P-value corresponding to the calculated F-ratio of the mean squared values

category freedom model error total SSA SSE SST SS mean squared Fratio

If the P-value is small, reject the null hypothesis that all means are the same for the different groups.