BADM 522

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BADM 522

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- Fundamentals of Statistics 2
- Book
- Introduction
- ecen303notes[1]
- Midterm Notes
- slides day 4.pdf
- TutorialMetrologists2011Nov22
- HM1
- EE230_lecturenotes
- Session3__PSQT_dkj
- Probability Distributions.pptx
- Statistics Tutorial
- 6 Annotated Ch5 Discrete Random Variables I
- Chapter 10
- Probability Using R
- 122421248(1).pdf
- Day 3-4
- Elec2600 Lecture Part III h
- SQQS1013-Ch4-A122
- Excellent Yet to Read Dmop

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Slide 1

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2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 2

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Managers often base their decisions on an analysis

of uncertainties such as the following:

if we increase prices?

will increase productivity?

be profitable?

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Slide 3

or duplicated, or posted to a publicly accessible website, in whole or in part.

Probability is a numerical measure of the likelihood

that an event will occur.

from 0 to 1.

unlikely to occur.

certain to occur.

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Slide 4

or duplicated, or posted to a publicly accessible website, in whole or in part.

Increasing Likelihood of Occurrence

0 .5 1

Probability:

is very of the event is is almost

unlikely just as likely as certain

to occur. it is unlikely. to occur.

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Slide 5

or duplicated, or posted to a publicly accessible website, in whole or in part.

In statistics, the notion of an experiment differs

somewhat from that of an experiment in the

physical sciences.

outcomes.

the same way, an entirely different outcome may

occur.

2015

times called random experiments.

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Slide 6

or duplicated, or posted to a publicly accessible website, in whole or in part.

An experiment is any process that generates well-

defined outcomes.

all experimental outcomes.

point.

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Slide 7

or duplicated, or posted to a publicly accessible website, in whole or in part.

Experiment Experiment Outcomes

Toss a coin Head, tail

Inspection a part Defective, non-defective

Conduct a sales call Purchase, no purchase

Roll a die 1, 2, 3, 4, 5, 6

Play a football game Win, lose, tie

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Slide 8

or duplicated, or posted to a publicly accessible website, in whole or in part.

Investment Gain or Loss

in 3 Months (in $1000s)

Markley Oil Collins Mining

10 8

5 -2

0

-20

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Slide 9

or duplicated, or posted to a publicly accessible website, in whole or in part.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 10

or duplicated, or posted to a publicly accessible website, in whole or in part.

Markley Oil: n1 = 4

Collins Mining: n2 = 2

Total Number of

Experimental Outcomes: n1n2 = (4)(2) = 8

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Slide 11

or duplicated, or posted to a publicly accessible website, in whole or in part.

Markley Oil Collins Mining Experimental

(Stage 1) (Stage 2) Outcomes

Gain 8 (10, 8) Gain $18,000

(10, -2) Gain $8,000

Gain 10 Lose 2

Gain 8 (5, 8) Gain $13,000

Gain 5

Gain 8

(0, 8) Gain $8,000

Even

(0, -2) Lose $2,000

Lose 20 Lose 2

Gain 8 (-20, 8) Lose $12,000

Lose 2 (-20, -2) Lose $22,000

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Slide 12

or duplicated, or posted to a publicly accessible website, in whole or in part.

N N!

CnN

n n !(N - n )!

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Slide 13

or duplicated, or posted to a publicly accessible website, in whole or in part.

N N!

PnN n !

n (N - n )!

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Slide 14

or duplicated, or posted to a publicly accessible website, in whole or in part.

1. The probability assigned to each experimental

outcome must be between 0 and 1, inclusively.

where:

Ei is the ith experimental outcome

and P(Ei) is its probability

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Slide 15

or duplicated, or posted to a publicly accessible website, in whole or in part.

2. The sum of the probabilities for all experimental

outcomes must equal 1.

where:

n is the number of experimental outcomes

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Slide 16

or duplicated, or posted to a publicly accessible website, in whole or in part.

Classical Method

Assigning probabilities based on the assumption

of equally likely outcomes

Assigning probabilities based on experimentation

or historical data

Subjective Method

Assigning probabilities based on judgment

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Slide 17

or duplicated, or posted to a publicly accessible website, in whole or in part.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 18

or duplicated, or posted to a publicly accessible website, in whole or in part.

Number of Number

Polishers Rented of Days

0 4

1 6

2 18

3 10

4 2

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Slide 19

or duplicated, or posted to a publicly accessible website, in whole or in part.

Number of Number

Polishers Rented of Days Probability

0 4 .10

1 6 .15

2 18 .45 4/40

3 10 .25

4 2 .05

40 1.00

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Slide 20

or duplicated, or posted to a publicly accessible website, in whole or in part.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 21

or duplicated, or posted to a publicly accessible website, in whole or in part.

Exper. Outcome Net Gain or Loss Probability

(10, 8) $18,000 Gain .20

(10, -2) $8,000 Gain .08

(5, 8) $13,000 Gain .16

(5, -2) $3,000 Gain .26

(0, 8) $8,000 Gain .10

(0, -2) $2,000 Loss .12

(-20, 8) $12,000 Loss .02

(-20, -2) $22,000 Loss .06

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 22

or duplicated, or posted to a publicly accessible website, in whole or in part. 1.00

An event is a collection of sample points.

the probabilities of the sample points in the event.

experiment and assign a probability to each, we

can compute the probability of an event.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 23

or duplicated, or posted to a publicly accessible website, in whole or in part.

Event M = Markley Oil Profitable

M = {(10, 8), (10, -2), (5, 8), (5, -2)}

P(M) = P(10, 8) + P(10, -2) + P(5, 8) + P(5, -2)

= .20 + .08 + .16 + .26

= .70

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Slide 24

or duplicated, or posted to a publicly accessible website, in whole or in part.

Event C = Collins Mining Profitable

C = {(10, 8), (5, 8), (0, 8), (-20, 8)}

P(C) = P(10, 8) + P(5, 8) + P(0, 8) + P(-20, 8)

= .20 + .16 + .10 + .02

= .48

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Slide 25

or duplicated, or posted to a publicly accessible website, in whole or in part.

Complement of an Event

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Slide 26

or duplicated, or posted to a publicly accessible website, in whole or in part.

The complement of event A is defined to be the event

consisting of all sample points that are not in A.

Sample

Event A Ac Space S

Venn

Diagram

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Slide 27

or duplicated, or posted to a publicly accessible website, in whole or in part.

The union of events A and B is the event containing

all sample points that are in A or B or both.

Sample

Event A Event B Space S

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Slide 28

or duplicated, or posted to a publicly accessible website, in whole or in part.

Event M = Markley Oil Profitable

Event C = Collins Mining Profitable

M C = Markley Oil Profitable

or Collins Mining Profitable (or both)

M C = {(10, 8), (10, -2), (5, 8), (5, -2), (0, 8), (-20, 8)}

P(M C) = P(10, 8) + P(10, -2) + P(5, 8) + P(5, -2)

+ P(0, 8) + P(-20, 8)

= .20 + .08 + .16 + .26 + .10 + .02

2015 = Reserved.

Cengage Learning. All Rights .82 May not be scanned, copied

Slide 29

or duplicated, or posted to a publicly accessible website, in whole or in part.

The intersection of events A and B is the set of all

sample points that are in both A and B.

Sample

Event A Event B Space S

Intersection of A and B

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Slide 30

or duplicated, or posted to a publicly accessible website, in whole or in part.

Event M = Markley Oil Profitable

Event C = Collins Mining Profitable

M C = Markley Oil Profitable

and Collins Mining Profitable

M C = {(10, 8), (5, 8)}

P(M C) = P(10, 8) + P(5, 8)

= .20 + .16

= .36

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 31

or duplicated, or posted to a publicly accessible website, in whole or in part.

The addition law provides a way to compute the

probability of event A, or B, or both A and B occurring.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 32

or duplicated, or posted to a publicly accessible website, in whole or in part.

Event M = Markley Oil Profitable

Event C = Collins Mining Profitable

M C = Markley Oil Profitable

or Collins Mining Profitable

We know: P(M) = .70, P(C) = .48, P(M C) = .36

Thus: P(M C) = P(M) + P(C) - P(M C)

= .70 + .48 - .36

= .82

(This result is the same as that obtained earlier

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

using the definition of the probability of an event.)

or duplicated, or posted to a publicly accessible website, in whole or in part.

Slide 33

Two events are said to be mutually exclusive if the

events have no sample points in common.

occurs, the other cannot occur.

Sample

Event A Event B Space S

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Slide 34

or duplicated, or posted to a publicly accessible website, in whole or in part.

If events A and B are mutually exclusive, P(A B = 0.

There is no need to

include - P(A B

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Slide 35

or duplicated, or posted to a publicly accessible website, in whole or in part.

The probability of an event given that another event

has occurred is called a conditional probability.

by P(A|B).

P( A B)

P( A|B)

P( B)

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Slide 36

or duplicated, or posted to a publicly accessible website, in whole or in part.

Event M = Markley Oil Profitable

Event C = Collins Mining Profitable

P(C| M ) = Collins Mining Profitable

given Markley Oil Profitable

We know: P(M C) = .36, P(M) = .70

P(C M ) .36

Thus: P(C | M ) .5143

P( M ) .70

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Slide 37

or duplicated, or posted to a publicly accessible website, in whole or in part.

The multiplication law provides a way to compute the

probability of the intersection of two events.

P(A B) = P(B)P(A|B)

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Slide 38

or duplicated, or posted to a publicly accessible website, in whole or in part.

Event M = Markley Oil Profitable

Event C = Collins Mining Profitable

M C = Markley Oil Profitable

and Collins Mining Profitable

We know: P(M) = .70, P(C|M) = .5143

Thus: P(M C) = P(M)P(M|C)

= (.70)(.5143)

= .36

(This result is the same as that obtained earlier

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

using the definition of the probability of an event.)

or duplicated, or posted to a publicly accessible website, in whole or in part.

Slide 39

Collins Mining

Markley Oil Profitable (C) Not Profitable (Cc) Total

Not Profitable (Mc) .12 .18 .30

Joint Probabilities

(appear in the body

Marginal Probabilities

of the table)

(appear in the margins

of the table)

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 40

or duplicated, or posted to a publicly accessible website, in whole or in part.

If the probability of event A is not changed by the

existence of event B, we would say that events A

and B are independent.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 41

or duplicated, or posted to a publicly accessible website, in whole or in part.

The multiplication law also can be used as a test to see

if two events are independent.

P(A B) = P(A)P(B)

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Slide 42

or duplicated, or posted to a publicly accessible website, in whole or in part.

Event M = Markley Oil Profitable

Event C = Collins Mining Profitable

Are events M and C independent?

Does P(M C) = P(M)P(C) ?

We know: P(M C) = .36, P(M) = .70, P(C) = .48

But: P(M)P(C) = (.70)(.48) = .34, not .36

Hence: M and C are not independent.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 43

or duplicated, or posted to a publicly accessible website, in whole or in part.

Do not confuse the notion of mutually exclusive

events with that of independent events.

both mutually exclusive and independent.

the other cannot occur.; thus, the probability of the

other event occurring is reduced to zero (and they

are therefore dependent).

2015 or might

Cengage Learning. All Rightsnot be independent.

Reserved. May not be scanned, copied

Slide 44

or duplicated, or posted to a publicly accessible website, in whole or in part.

Application

Prior New Posterior

of Bayes

Probabilities Information Probabilities

Theorem

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Slide 45

or duplicated, or posted to a publicly accessible website, in whole or in part.

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Slide 46

or duplicated, or posted to a publicly accessible website, in whole or in part.

A1 = town council approves the zoning change

A2 = town council disapproves the change

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Slide 47

or duplicated, or posted to a publicly accessible website, in whole or in part.

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Slide 48

or duplicated, or posted to a publicly accessible website, in whole or in part.

P(B|A1) = .2 P(B|A2) = .9

P(BC|A1) = .8 P(BC|A2) = .1

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Slide 49

or duplicated, or posted to a publicly accessible website, in whole or in part.

Town Council Planning Board Experimental

Outcomes

P(B|A1) = .2

P(A1 B) = .14

P(A1) = .7

c

P(B |A1) = .8 P(A1 Bc) = .56

P(B|A2) = .9

P(A2 B) = .27

P(A2) = .3

c

P(B |A2) = .1 P(A2 Bc) = .03

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or duplicated, or posted to a publicly accessible website, in whole or in part. 1.00 Slide 50

P( Ai )P( B| Ai )

P( Ai |B)

P( A1 )P( B| A1 ) P( A2 )P( B| A2 ) ... P( An )P( B| An )

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Slide 51

or duplicated, or posted to a publicly accessible website, in whole or in part.

P( A1 )P( B| A1 )

P( A1 |B)

P( A1 )P( B| A1 ) P( A2 )P( B| A2 )

(. 7 )(. 2 )

(. 7 )(. 2 ) (. 3)(. 9)

= .34

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Slide 52

or duplicated, or posted to a publicly accessible website, in whole or in part.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 53

or duplicated, or posted to a publicly accessible website, in whole or in part.

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Slide 54

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(1) (2) (3) (4) (5)

Prior Conditional

Events Probabilities Probabilities

Ai P(Ai) P(B|Ai)

A1 .7 .2

A2 .3 .9

1.0

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Slide 55

or duplicated, or posted to a publicly accessible website, in whole or in part.

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Slide 56

or duplicated, or posted to a publicly accessible website, in whole or in part.

(1) (2) (3) (4) (5)

Prior Conditional Joint

Events Probabilities Probabilities Probabilities

Ai P(Ai) P(B|Ai) P(Ai I B)

A1 .7 .2 .14

A2 .3 .9 .27

.7 x .2

1.0

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 57

or duplicated, or posted to a publicly accessible website, in whole or in part.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 58

or duplicated, or posted to a publicly accessible website, in whole or in part.

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Slide 59

or duplicated, or posted to a publicly accessible website, in whole or in part.

(1) (2) (3) (4) (5)

Prior Conditional Joint

Events Probabilities Probabilities Probabilities

Ai P(Ai) P(B|Ai) P(Ai I B)

A1 .7 .2 .14

A2 .3 .9 .27

1.0 P(B) = .41

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Slide 60

or duplicated, or posted to a publicly accessible website, in whole or in part.

P( Ai B)

P( Ai | B)

P( B)

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Slide 61

or duplicated, or posted to a publicly accessible website, in whole or in part.

(1) (2) (3) (4) (5)

Prior Conditional Joint Posterior

Events Probabilities Probabilities Probabilities Probabilities

Ai P(Ai) P(B|Ai) P(Ai I B) P(Ai |B)

A1 .7 .2 .14 .3415

A2 .3 .9 .27 .6585

1.0 P(B) = .41 1.0000

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.14/.41

Slide 62

or duplicated, or posted to a publicly accessible website, in whole or in part.

.40

.30

.20

.10

0 1 2 3 4

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Slide 63

or duplicated, or posted to a publicly accessible website, in whole or in part.

A random variable is a numerical description of the

outcome of an experiment.

finite number of values or an infinite sequence of

values.

numerical value in an interval or collection of

intervals.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 64

or duplicated, or posted to a publicly accessible website, in whole or in part.

Let x = number of TVs sold at the store in one day,

where x can take on 5 values (0, 1, 2, 3, 4)

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 65

or duplicated, or posted to a publicly accessible website, in whole or in part.

Let x = number of customers arriving in one day,

where x can take on the values 0, 1, 2, . . .

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Slide 66

or duplicated, or posted to a publicly accessible website, in whole or in part.

Question Random Variable x Type

size reported on tax return

Distance from x = Distance in miles from Continuous

home to store home to the store site

Own dog x = 1 if own no pet; Discrete

or cat = 2 if own dog(s) only;

= 3 if own cat(s) only;

= 4 if own dog(s) and cat(s)

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 67

or duplicated, or posted to a publicly accessible website, in whole or in part.

The probability distribution for a random variable

describes how probabilities are distributed over

the values of the random variable.

with a table, graph, or formula.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 68

or duplicated, or posted to a publicly accessible website, in whole or in part.

Two types of discrete probability distributions will

be introduced.

to experimental outcomes to determine probabilities

for each value of the random variable.

to compute the probabilities for each value of the

random variable.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 69

or duplicated, or posted to a publicly accessible website, in whole or in part.

The probability distribution is defined by a

probability function, denoted by f(x), that provides

the probability for each value of the random variable.

function are:

f(x) > 0

f(x) = 1

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 70

or duplicated, or posted to a publicly accessible website, in whole or in part.

There are three methods for assign probabilities to

random variables: classical method, subjective

method, and relative frequency method.

discrete probability distributions leads to what is

called an empirical discrete distribution.

example

on next

slide

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Slide 71

or duplicated, or posted to a publicly accessible website, in whole or in part.

Number 80/200

Units Sold of Days x f(x)

0 80 0 .40

1 50 1 .25

2 40 2 .20

3 10 3 .05

4 20 4 .10

200 1.00

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Slide 72

or duplicated, or posted to a publicly accessible website, in whole or in part.

Graphical

.50 representation

of probability

.40 distribution

Probability

.30

.20

.10

0 1 2 3 4

Values

2015 Cengage Learning. All Rights of Random

Reserved. May not beVariable x (TV

scanned, copied sales) Slide 73

or duplicated, or posted to a publicly accessible website, in whole or in part.

In addition to tables and graphs, a formula that

gives the probability function, f(x), for every value

of x is often used to describe the probability

distributions.

by formulas are the discrete-uniform, binomial,

Poisson, and hypergeometric distributions.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 74

or duplicated, or posted to a publicly accessible website, in whole or in part.

The discrete uniform probability distribution is the

simplest example of a discrete probability

distribution given by a formula.

random variable

are equally likely

where:

n = the number of values the random

variable may assume

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 75

or duplicated, or posted to a publicly accessible website, in whole or in part.

The expected value, or mean, of a random variable

is a measure of its central location.

E(x) = = xf(x)

values the random variable may assume. The

weights are the probabilities.

random variable can assume.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 76

or duplicated, or posted to a publicly accessible website, in whole or in part.

The variance summarizes the variability in the

values of a random variable.

Var(x) = 2 = (x - )2f(x)

deviations of a random variable from its mean.

The weights are the probabilities.

positive square root of the variance.

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Slide 77

or duplicated, or posted to a publicly accessible website, in whole or in part.

x f(x) xf(x)

0 .40 .00

1 .25 .25

2 .20 .40

3 .05 .15

4 .10 .40

E(x) = 1.20

expected number of

2015 Cengage Learning. TVs Reserved.

All Rights sold inMay

a day

not be scanned, copied

Slide 78

or duplicated, or posted to a publicly accessible website, in whole or in part.

x x- (x - )2 f(x) (x - )2f(x)

0 -1.2 1.44 .40 .576

1 -0.2 0.04 .25 .010

2 0.8 0.64 .20 .128

3 1.8 3.24 .05 .162 TVs

4 2.8 7.84 .10 .784 squared

Variance of daily sales = 2 = 1.660

Standard deviation of daily sales = 1.2884 TVs

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 79

or duplicated, or posted to a publicly accessible website, in whole or in part.

A probability distribution involving two random

variables is called a bivariate probability distribution.

two values, one for each random variable.

Example: rolling a pair of dice

we are often interested in the relationship between

the random variables.

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Slide 80

or duplicated, or posted to a publicly accessible website, in whole or in part.

Benefits Job Satisfaction (y)

Package (x) 1 2 3 Total

1 28 26 4 58

2 22 42 34 98

3 2 10 32 44

Total 52 78 70 200

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 81

or duplicated, or posted to a publicly accessible website, in whole or in part.

Benefits Job Satisfaction (y)

Package (x) 1 2 3 Total

1 .14 .13 .02 .29

2 .11 .21 .17 .49

3 .01 .05 .16 .22

Total .26 .39 .35 1.00

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Slide 82

or duplicated, or posted to a publicly accessible website, in whole or in part.

x f(x) xf(x) x - E(x) (x - E(x))2 (x - E(x))2f(x)

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Slide 83

or duplicated, or posted to a publicly accessible website, in whole or in part.

y f(y) yf(y) y - E(y) (y - E(y))2 (y - E(y))2f(y)

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Slide 84

or duplicated, or posted to a publicly accessible website, in whole or in part.

s f(s) sf(s) s - E(s) (s - E(s))2 (s - E(s))2f(s)

3 0.24 0.72 -1.02 1.0404 0.249696

4 0.24 0.96 -0.02 0.0004 0.000960

5 0.22 1.10 0.98 0.9604 0.211376

6 0.16 0.96 1.98 3.9204 0.627264

E(s) = 4.02 Var(s) = 1.660552

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 85

or duplicated, or posted to a publicly accessible website, in whole or in part.

Varxy = [Var(x + y) Var(x) Var(y)]/2

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 86

or duplicated, or posted to a publicly accessible website, in whole or in part.

x 0.5051 0.7107038

y 0.6019 0.7758221

xy

xy xy 0.276776 0.526095

x y

0.526095

xy 0.954

0.7107038(0.7758221)

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 87

or duplicated, or posted to a publicly accessible website, in whole or in part.

1. The experiment consists of a sequence of n

identical trials.

on each trial.

not change from trial to trial.

stationarity

4. The trials are independent. assumption

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 88

or duplicated, or posted to a publicly accessible website, in whole or in part.

Our interest is in the number of successes

occurring in the n trials.

occurring in the n trials.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 89

or duplicated, or posted to a publicly accessible website, in whole or in part.

n!

f (x) p x (1 - p )( n - x )

x !(n - x )!

where:

x = the number of successes

p = the probability of a success on one trial

n = the number of trials

f(x) = the probability of x successes in n trials

n! = n(n 1)(n 2) .. (2)(1)

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 90

or duplicated, or posted to a publicly accessible website, in whole or in part.

n!

f (x) p x (1 - p )( n - x )

x !(n - x )!

Probability of a particular

Number of experimental

sequence of trial outcomes

outcomes providing exactly

with x successes in n trials

x successes in n trials

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 91

or duplicated, or posted to a publicly accessible website, in whole or in part.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 92

or duplicated, or posted to a publicly accessible website, in whole or in part.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 93

or duplicated, or posted to a publicly accessible website, in whole or in part.

Experimental Probability of

Outcome Experimental Outcome

(S, F, F) p(1 p)(1 p) = (.1)(.9)(.9) = .081

(F, S, F) (1 p)p(1 p) = (.9)(.1)(.9) = .081

(F, F, S) (1 p)(1 p)p = (.9)(.9)(.1) = .081

Total = .243

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 94

or duplicated, or posted to a publicly accessible website, in whole or in part.

Using the

Let: p = .10, n = 3, x = 1 probability

function

n!

f ( x) p x (1 - p ) (n - x )

x !( n - x )!

3!

f (1) (0.1)1 (0.9)2 3(.1)(.81) .243

1!(3 - 1)!

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 95

or duplicated, or posted to a publicly accessible website, in whole or in part.

Using a tree diagram

1st Worker 2nd Worker 3rd Worker x Prob.

L (.1) 3 .0010

Leaves (.1)

S (.9) 2 .0090

Leaves

(.1) L (.1) 2 .0090

Stays (.9)

S (.9) 1 .0810

L (.1) 2 .0090

Leaves (.1)

Stays S (.9) 1 .0810

(.9) L (.1)

1 .0810

Stays (.9)

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 96

S part.

or duplicated, or posted to a publicly accessible website, in whole or in (.9) 0 .7290

Statisticians have developed tables that give

probabilities and cumulative probabilities for a

binomial random variable.

textbooks.

statistical software packages, such tables are

almost unnecessary.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 97

or duplicated, or posted to a publicly accessible website, in whole or in part.

p

n x .05 .10 .15 .20 .25 .30 .35 .40 .45 .50

3 0 .8574 .7290 .6141 .5120 .4219 .3430 .2746 .2160 .1664 .1250

1 .1354 .2430 .3251 .3840 .4219 .4410 .4436 .4320 .4084 .3750

2 .0071 .0270 .0574 .0960 .1406 .1890 .2389 .2880 .3341 .3750

3 .0001 .0010 .0034 .0080 .0156 .0270 .0429 .0640 .0911 .1250

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 98

or duplicated, or posted to a publicly accessible website, in whole or in part.

Expected Value

E(x) = = np

Variance

Var(x) = 2 = np(1 - p)

Standard Deviation

np(1 - p )

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 99

or duplicated, or posted to a publicly accessible website, in whole or in part.

Example: Evans Electronics

Expected Value

Variance

Standard Deviation

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 100

or duplicated, or posted to a publicly accessible website, in whole or in part.

A Poisson distributed random variable is often

useful in estimating the number of occurrences

over a specified interval of time or space

an infinite sequence of values (x = 0, 1, 2, . . . ).

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 101

or duplicated, or posted to a publicly accessible website, in whole or in part.

Examples of Poisson distributed random variables:

pine board

booth in one hour

the arrival of phone calls.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 102

or duplicated, or posted to a publicly accessible website, in whole or in part.

1. The probability of an occurrence is the same

for any two intervals of equal length.

interval is independent of the occurrence or

nonoccurrence in any other interval.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 103

or duplicated, or posted to a publicly accessible website, in whole or in part.

x e-

f ( x)

x!

where:

x = the number of occurrences in an interval

f(x) = the probability of x occurrences in an interval

= mean number of occurrences in an interval

e = 2.71828

x! = x(x 1)(x 2) . . . (2)(1)

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 104

or duplicated, or posted to a publicly accessible website, in whole or in part.

Since there is no stated upper limit for the number

of occurrences, the probability function f(x) is

applicable for values x = 0, 1, 2, without limit.

large enough so that f(x) is approximately zero

and the probability of any larger values of x

becomes negligible.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 105

or duplicated, or posted to a publicly accessible website, in whole or in part.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 106

or duplicated, or posted to a publicly accessible website, in whole or in part.

Using the

probability

= 6/hour = 3/half-hour, x = 4 function

3 4 (2.71828)-3

f (4) .1680

4!

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 107

or duplicated, or posted to a publicly accessible website, in whole or in part.

Poisson Probabilities

0.25

0.20

Probability

Actually,

0.15

the sequence

0.10 continues:

11, 12, 13

0.05

0.00

0 1 2 3 4 5 6 7 8 9 10

Number

2015 Cengage Learning. All Rights Reserved. of be

May not Arrivals in 30 Minutes

scanned, copied

Slide 108

or duplicated, or posted to a publicly accessible website, in whole or in part.

A property of the Poisson distribution is that

the mean and variance are equal.

= 2

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 109

or duplicated, or posted to a publicly accessible website, in whole or in part.

=2=3

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 110

or duplicated, or posted to a publicly accessible website, in whole or in part.

The hypergeometric distribution is closely related

to the binomial distribution.

to trial.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 111

or duplicated, or posted to a publicly accessible website, in whole or in part.

r N - r

x n - x

f ( x)

N

n

where: x = number of successes

n = number of trials

f(x) = probability of x successes in n trials

N = number of elements in the population

r = number of elements in the population

labeled success

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 112

or duplicated, or posted to a publicly accessible website, in whole or in part.

r N -r

x n-x

f (x) for 0 < x < r

N

n number of ways

n x failures can be selected

number of ways from a total of N r failures

x successes can be selected in the population

from a total of r successes

in the population number of ways

n elements can be selected

2015 Cengage Learning. All Rights Reserved. May notfrom a population

be scanned, copied of size N

Slide 113

or duplicated, or posted to a publicly accessible website, in whole or in part.

The probability function f(x) on the previous slide

is usually applicable for values of x = 0, 1, 2, n.

2) n x < N r are valid.

x, the corresponding f(x) equals 0.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 114

or duplicated, or posted to a publicly accessible website, in whole or in part.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 115

or duplicated, or posted to a publicly accessible website, in whole or in part.

Using the

probability

function

r N - r 2 2 2! 2!

1

x n - x 2 0 2!0! 0!2!

f ( x ) .167

N 4 4! 6

n

2

2!2!

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 116

or duplicated, or posted to a publicly accessible website, in whole or in part.

Mean

r

E ( x) n

N

Variance

r r N - n

Var ( x) n 1 -

2

N N N - 1

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 117

or duplicated, or posted to a publicly accessible website, in whole or in part.

Mean

r 2

n 2 1

N 4

Variance

2 2 4 - 2 1

2 1 -

2

.333

4 4 4 - 1 3

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 118

or duplicated, or posted to a publicly accessible website, in whole or in part.

Consider a hypergeometric distribution with n trials

and let p = (r/n) denote the probability of a success

on the first trial.

(N n)/(N 1) approaches 1.

E(x) = np and Var(x) = np(1 p).

value and variance of a binomial distribution.

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

continued

or duplicated, or posted to a publicly accessible website, in whole or in part.

Slide 119

When the population size is large, a hypergeometric

distribution can be approximated by a binomial

distribution with n trials and a probability of

success p = (r/N).

2015 Cengage Learning. All Rights Reserved. May not be scanned, copied

Slide 120

or duplicated, or posted to a publicly accessible website, in whole or in part.

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