- •2 The classical definition of probability.
- •3)Geometric definition of probability. The problem of meeting. Geometric Probability
- •4)Elements of the combinatory
- •5) A permutation. The number of permutations of n objects.
- •Example
- •6)A combination. The number of combinations of n distinct objects taken r at a time.
- •An Example of Combinations
- •7. Additive Rules (Addition formula of probability). 1) a1, a2, . . . , An are mutually exclusive. 2) a1, a2, . . . , An eny events.
- •8. Conditional probability.
- •9. Independence
- •Independent events
- •11. The Theorem of total probability.
- •12. Bayes’ Rule.
- •13. Bernoulli scheme. Bernoulli distribution.
- •14. Poisson approximation formula.
- •15. The Local Moivre-Laplace’s theorem
- •18. Independence of random variables.
- •21. Discrete random variable
- •22. Discrete Probability Distributions. Probability Density function.
- •23. Discrete Probability Distributions
- •24. Continuous distribution function
- •25. Continuous distribution function
- •Example
- •27. Joint Density Function
- •28. Conditional distribution
- •29. Statistical Independence
- •Independent events
- •30. Mathematical expectation
- •31. Mathematical expectation to the case of two random variables
- •32. Variance of random variables
- •33. Standard deviation.
- •35. Covariance of Random Variables
- •36. The correlation coefficient.
- •37. Means and Variances of Linear Combinations of Random Variables. We are still working towards finding the theoretical mean and variance of the sample mean:
- •Example
- •38. Chebyshev’s Theorem.
- •Example
- •39. Some Discrete Probability Distributions. Binomial and Multinomial Distributions.
- •40. Geometric Distribution.
- •41. Poisson Distribution.
- •42. Continuous Uniform Distribution. Normal Distribution.
- •43. Exponential Distributions.
- •44. Moments and Moment-Generating Functions.
- •45. Populations and Samples. Some Important Statistics.
- •46. Location Measures of a Sample: The Sample Mean, Median, and Mode.
- •1.Sample Mean.
- •Note that the statistics X(отрицание) assumes the value
- •47. The Sample Variance, Standard Deviation and Range.
- •48. The Central Limit Theorem.
- •49. The Likelihood Function.
- •50. Point estimate.
- •51. Estimating the Mean.
- •53. Single Sample: Estimating the Variance.
- •54. Sampling Distribution of s2.
- •55. Statistical Hypotheses: General Concepts.
- •56. Prove the formula of Poisson distribution:
53. Single Sample: Estimating the Variance.
If a sample
of size n is drown from normal population with variance
and the Sample variance
is computed the obtain a value of statistics
.
This computed sample variance is used as a point estimate of
hence, statistics
is called Estimator of
.
If we use the definition of chi-square distribution with (n-1)
degrees of freedom we may right
P(
<
)=1-α
there
and
is leaving areas of
to the right. If we substituting
=
(*)
formula with (*)we may write the next formula P[
]=
1-α
Def2. Confidence interval for . If the variance of random sample of size n from a normal population 100(1-α)% confidence interval for is equal where - is value is leaving the area to the right
And v=(n-1)degree of freedom.
54. Sampling Distribution of s2.
Def1.
Sampling distribution of important statistics allow as to learn
information about parameters. If
is the variance of random sample of size n taken from a normal
population having the variance
then statistics
(ши/хи)
.
=
=
And the statistics has a chi-squared distribution with v=(n-1)-degrees of freedom.
Remark1.
The values of are calculate from each sample by the formula
=
The probability that a random sample produce a value greater than some specified value is equal to the area under the curve to the right of this area and this figure
Example:
=2,167
V=7
α = 0,95
55. Statistical Hypotheses: General Concepts.
Null and alternative Hypotheses
Type of
Alternative Hypotheses(for initial simple parameter hypotheses)
13.4.1
Alternative
Hypotheses is
:
and (gamma)ϓ+α=1 and we consider the critical areas
The double-side critical area(domain)
Remark.3 The double-side critical area is area there null hypotheses is not allowed. 13.4.2
:
>
13.4.3 : <
56. Prove the formula of Poisson distribution:
m=0,1,2,…
where
λ is the average number of outcomes np-λ, for n->
=
=1…
|p
|
=
=1|
