Engineering Mathematics 2

STATISTICS

 Topic Outline Elementary sampling theory for normal population Central limit theorem Statistical inference of means Proportion and variances Power and operating characteristics of tests Chi-square test of goodness of fit Simple linear regressions
Mathematics for Technology II (CT034-3-2) Statistics Slide 2 (of 59)

Learning Outcomes
 A the end of this topic, You should be able to:  Understand the concepts of sampling theory and Central limit theorem.

 Perform statistical inference using estimation and hypothesis testing.

Mathematics for Technology II (CT034-3-2)

Statistics

Slide 3 (of 59)

Key Terms you must be able to use

If you have mastered this topic, you should be able to use the following terms correctly in your assignments and final exam:

Mathematics for Technology II (CT034-3-2)

Statistics

Slide 4 (of 59)

Central Limit Theorem

If
X 1 , X 2, X 3 ,... X n ,...is a sequence of independent random variables with E ( X i ) ! Qi var( X i ) ! W 2i , i ! 1, 2,3, 4,5, 6........n and if Sn ! X 1  X 2  X 3  ...  X n ,...then under certain general conditions Q ! Qi and variance W ! W i2as n tends to infinity.
2 i !1 i !1 n n

Mathematics for Technology II (CT034-3-2)

Statistics

Sampling Theory- Population or universe

An aggregate of objects (animate/ inanimate) under study is called population or universe. It is thus a collection of individuals or of their attributes or of results of operations which can be numerically specified. A universe containing a finite number of individuals or members is called finite universe . For example , the universe of the weight of the students in a particular class.
Mathematics for Technology II (CT034-3-2) Statistics

Sampling Theory
A universe of concrete objects is an existent universe . The collection of all possible ways in which a specified event can happen is called a hypothetical universe. The universe of heads and tails obtained by tossing a coin in an infinite number of times.
Mathematics for Technology II (CT034-3-2) Statistics

Sampling Theory
The statistician is often confronted with the problem of discussing universe of which he cannot examine every member i.e. of which complete enumeration is impracticable. For example if we want to have an idea of the average per capital income of the people of India ,enumeration of every earning individual in the country is a very difficult task.
Mathematics for Technology II (CT034-3-2) Statistics

Sampling Theory
Naturally the question arises: What can be said about a universe of which we can examine only a limited number of members? The question is the origin of the THEORY OF SAMPLING.

Mathematics for Technology II (CT034-3-2)

Statistics

Sampling Theory
Sample: A finite subset is called a sample. A sample is thus a small portion of the universe. Sample size: The number of individuals in a sample is called the sample size. Sampling : The process of selecting a sample from a universe is called a sampling.
Mathematics for Technology II (CT034-3-2) Statistics

Sampling Theory
The theory of sampling is a study of relationship existing between a population and samples drawn from the population. The fundamental object of sampling is to get the information as possible of the whole universe by examining only a part of it. An attempt of is thus made through sampling to give the maximum information about the parent universe with the minimum effort .
Mathematics for Technology II (CT034-3-2) Statistics

Sampling Theory
Sampling is quite often used in our daily life. For example , in a shop we asses the quality of sugar , rice or any other product only by taking it from the bag and then decide whether to purchase it or not .

Mathematics for Technology II (CT034-3-2)

Statistics

Sampling Theory
A house wife normally tests the cooked products to find if they are properly cooked and contain the proper quality of salt or sugar, by taking a spoonful of it.

Mathematics for Technology II (CT034-3-2)

Statistics

Random Sampling
The selection of an individual from the universe in such a way that each individual of the universe has the same chance of being selected is called Random Sampling A sample obtained by the random sampling is called a random sample The simplest method which is normally used for random sampling is the lottery system
Mathematics for Technology II (CT034-3-2) Statistics

Random Sampling
Sampling of attributes: The sampling of attributes may be regarded as the drawing of samples from a universe whose numbers possess the attributes A or B The universe is thus divided into two mutually exclusive and collectively exhaustive classesone class possessing the attribute A and the other class not possessing the attribute A
Mathematics for Technology II (CT034-3-2) Statistics

Random Sampling
The presence of a particular attribute in sampled unit may be termed as success and its absence is failure.

Mathematics for Technology II (CT034-3-2)

Statistics

Random Sampling
By simple sampling we mean random sampling in which each event has the same probability of success and the probability of event is independent of the success or failure of events in the preceding trials. Thus the simple sampling is a special case of random sampling in which the trials are independent and probability of success is constant.
Mathematics for Technology II (CT034-3-2) Statistics

Random Sampling
For example , counting the number of successes in the throwing of a dice or tossing of a coin is a case of simple sampling since the probability of getting heads with the a coin is unaffected by the previous trials and remains constant irrespective of the number of trials made provided the coin remains unbiased.

Mathematics for Technology II (CT034-3-2)

Statistics

Random Sampling
Sampling , through random , need not be simple. Random sampling from an infinite universe always simple but random sampling from a finite universe may or may not be simple according as the members drawn are replaced or not.
Mathematics for Technology II (CT034-3-2) Statistics

Random Sampling
The conditions of simple sampling viz, constant probability p, and independent events satisfy the basic assumptions of the Binomial Distribution.

The binomial probability distribution thus determined is called the sampling distribution of the number of successes in the sample.
Mathematics for Technology II (CT034-3-2) Statistics

Students t test
Gosset , who wrote under the pen name of student , derived a theoretical distribution which has come to be known as Student s t distribution. The quantity t is defined as

x Q t! s n
n = number of the observations in the sample  Where x is the sample mean is the population mean Q .S is the sample standard deviation.
Mathematics for Technology II (CT034-3-2) Statistics

Application of Students t test

To test the significance of a sample mean To test the significance of the difference between two sample means To test the significance of the coefficient of correlation.

Mathematics for Technology II (CT034-3-2)

Statistics

SNEDECORS F-test-For equality of Population Variances

Let
xi (i ! 1, 2,...n) and y j ( j ! 1, 2,...n) be the values of two independent random samples drawn from the normal populations with the same var iance.

Let x and y be the sample means. Let S 2 ! x Then

1 1 2 xi  x & S y ! n  1 y j  y n1  1 i !1 i !1 2
S x2 2 F ! 2 if S x2 " S y Sy or F!
2 Sy

n1

n2

2 x

2 if S y " S x2
Statistics

Mathematics for Technology II (CT034-3-2)

SNEDECORS F-test-For equality of Population Variances

Taking the hypothesis that the two samples have drawn from normal populations with the same variance , we compare the calculated value F with its table value. If the calculated value of F > the table value of F with 5% level of significance , the ratio is significant and the hypothesis may be rejected If the calculated value of F < the table value of F with 5% level of significance ,the hypothesis may be rejected
Mathematics for Technology II (CT034-3-2) Statistics

Chi Square Test

When a coin is tossed 200 times , the theoretical considerations lead us to expect 100 heads and 100 tails. But in practice the results are rarely achieved. The quantity G a Greek letter , pronounced as CHI SQUARE describes the magnitude of discrepancy between the theory and observation. Then
2

Oi  i 2 G2 ! i !1 i Oi (i ! 1, 2,...n) ! Obseved frequency

n

Ei (i ! 1, 2,...n) ! Expected frequency

Mathematics for Technology II (CT034-3-2) Statistics

Chi Square Test

Degrees of freedom = n-1 Chi square test is one of the simplest and most general test known. It is applicable to a very large number of problems in practice which can be summed up under the following heads: Chi square test of goodness of fit Chi square test of independence of attributes.
Mathematics for Technology II (CT034-3-2) Statistics

Chi Square Test Conditions for applying chi square test: Following are the conditions which should be satisfied before Chi square test is applied . N , the total number of frequencies should be large. It is difficult to say what constitutes largeness, but as an arbitrary figure , we may say that N should be at least 50, however , few the cells.
Mathematics for Technology II (CT034-3-2) Statistics

Chi Square Test No theoretical cell frequency should be small. 5 should be regarded as the very minimum and 10 is better. It is important to remember that the number of degrees of freedom is determined with the number of classes after regrouping
Mathematics for Technology II (CT034-3-2) Statistics

Regression Regression is the estimation or prediction of unknown values of one variable from known values of another variable. After establishing the fact of correlation between two variables , it is natural curiosity to know the extent to which one variable varies in response to a given variation in another variable
Mathematics for Technology II (CT034-3-2) Statistics

Regression
To know about the nature of relationship between the two variables. Regression measures the nature and extent of correlation.

Mathematics for Technology II (CT034-3-2)

Statistics

Linear Regression
If two variables x and y are correlated i.e. there exists an association or relationship between them, then the scatter diagram will be more or less concentrated round a curve. This curve is called the curve of regression. The relation ship is said to be expressed by means of curvilinear regression.

Mathematics for Technology II (CT034-3-2)

Statistics

Linear Regression
When the curve is a straight line , it is called a line of regression and the regression is said to be linear A line of regression is the straight line which gives the best fit in the least square sense to the given frequency.

Mathematics for Technology II (CT034-3-2)

Statistics

Regression Lines
If the line of regression is so chosen that the sum of squares of deviation parallel to the axis of y is minimized , it is called the line of regression of y on x It gives the best estimate of y for any given values of x

Mathematics for Technology II (CT034-3-2)

Statistics

Regression Lines
If the line of regression is so chosen that the sum of squares of deviations parallel to the axis of x is minimized , it is called the line of regression of x on y It gives the best estimate of x for any given values of y

Mathematics for Technology II (CT034-3-2)

Statistics

Lines of Regression
Y on X


y  y ! byx ! r

Wy Wx

( x  x)

X on Y


xx !

xy

 Wx ( y  y) !r Wy

Mathematics for Technology II (CT034-3-2)

Statistics

Regression Lines
If r = 0 , the two lines of regression becomes
 

y ! y,x ! x
The two straight lines are parallel to X and Y axes respectively and passing through the means They are mutually perpendicular If r ! s1 , the two lines of regression will coincide.

Mathematics for Technology II (CT034-3-2)

Statistics

Properties of Regression coefficients Correlation coefficients is the geometric mean between the regression coefficients. If one of the regression coefficients is greater than unity, the other must be less than unity. Arithmetic mean of regression coefficients is greater than the correlation coefficient.
Mathematics for Technology II (CT034-3-2) Statistics

Properties of Regression coefficients Regression coefficients are independent of change of origin but not of scale. The correlation coefficient and the two regression coefficients have the same sign

Mathematics for Technology II (CT034-3-2)

Statistics

Angle between two Regression lines

Angle between two regression lines

1  r W xW y an U ! 2 2 r Wx W y
2

Mathematics for Technology II (CT034-3-2)

Statistics

Quick Review Question

?
Mathematics for Technology II (CT034-3-2) Statistics Slide 56 (of 59)

Summary of Main Teaching Points Topic Outline  Central Limit theorem  Testing of hypothesis  Correlation  Regression

Mathematics for Technology II (CT034-3-2)

Statistics

Slide 57 (of 59)

Question and Answer Session

Q&A
Mathematics for Technology II (CT034-3-2) Statistics Slide 58 (of 59)

Next Session

Matrices and Determinants

Mathematics for Technology II (CT034-3-2)

Statistics

Slide 59 (of 59)