- •Introduction
- •Basic concepts of probability theory
- •Classical definition of probability
- •Relative frequency
- •Geometric probabilities
- •Glossary
- •Exercises for Seminar 1
- •Exercises for Homework 1
- •Basic formulas of combinatorial analysis
- •Operations over events
- •Glossary
- •Exercises for Seminar 2
- •Exercises for Homework 2
- •Theorem of addition of probabilities of incompatible events
- •Complete group of events
- •Opposite events
- •Conditional probability
- •Theorem of multiplication of probabilities
- •Glossary
- •Exercises for Seminar 3
- •Exercises for Homework 3
- •Independent events
- •Where a is the appearance of at least one of the events a1, a2, …, An; .
- •Glossary
- •Exercises for Seminar 4
- •Exercises for Homework 4
- •Theorem of addition of probabilities of compatible events
- •Formula of total probability
- •Probability of hypotheses. Bayes’s formulas.
- •Glossary
- •Exercises for Seminar 5
- •Exercises for Homework 5
- •Repetition (recurrence) of trials. The Bernoulli formula
- •Local theorem of Laplace
- •Integral theorem of Laplace
- •Glossary
- •Exercises for Seminar 6
- •Exercises for Homework 6
- •Random variables. The law of distribution of a discrete random variable
- •A random variable is understood as a variable which as result of a trial takes one of the possible set of its values (which namely – it is not beforehand known).
- •Mathematical operations over random variables
- •(Mathematical) expectation of a discrete random variable
- •Dispersion of a discrete random variable
- •Glossary
- •Exercises for Seminar 7
- •Exercises for Homework 7
- •Distribution function of a random variable
- •Properties of a distribution function
- •Continuous random variables. Probability density
- •Properties of probability density
- •Glossary
- •Exercises for Seminar 8
- •Exercises for Homework 8
- •Basic laws of distribution of discrete random variables
- •1. Binomial law of distribution
- •2. The law of distribution of Poisson
- •3. Geometric distribution
- •4. Hypergeometric distribution
- •Glossary
- •Exercises for Seminar 9
- •Exercises for Homework 9
- •Basic laws of distribution of continuous random variables
- •1. The uniform law of distribution
- •2. Exponential law of distribution
- •3. Normal law of distribution
- •Glossary
- •Exercises for Seminar 10
- •Exercises for Homework 10
- •The law of large numbers and limit theorems
- •The central limit theorem
- •Glossary
- •Exercises for Seminar 11
- •Exercises for Homework 11
- •Mathematical statistics. Variation series and their characteristics
- •Numerical characteristics of variation series
- •Glossary
- •Exercises for Seminar 12
- •Exercises for Homework 12
- •Bases of the mathematical theory of sampling
- •Glossary
- •Exercises for Seminar 13
- •Exercises for Homework 13
- •Methods of finding of estimations
- •Notion of interval estimation
- •Glossary
- •Exercises for Seminar 14
- •Exercises for Homework 14
- •Testing of statistical hypotheses
- •Glossary
- •Exercises for Seminar 15
- •Exercises for Homework 15
- •Individual homeworks
- •Variant 1
- •Variant 2
- •Variant 3
- •Variant 4
- •Variant 5
- •Variant 6
- •Variant 7
- •Variant 8
- •Variant 9
- •Variant 10
- •Variant 11
- •Variant 12
- •Variant 13
- •Variant 14
- •Variant 15
- •Variant 16
- •Variant 17
- •Variant 18
- •Variant 19
- •Variant 20
- •Variant 21
- •Variant 22
- •Variant 23
- •Variant 24
- •Variant 25
- •Final exam trial tests (for self-checking)
- •Appendix
- •Values the functions and
- •List of the used books
- •Contents
Numerical characteristics of variation series
Arithmetic mean of variation series is the sum of products of all variants on the corresponding frequencies divided on the sum of frequencies:
where
xi
are variants of a discrete series or middles of intervals of interval
variation series; ni
are
the corresponding to then frequencies;
m
is the number of intervals or non-repeating variants, wi
are relative frequencies of variants or intervals.
Median
of variation series
is the value of the attribute falling on the middle of ranked series
of observations. For a discrete variation series with odd number of
members the median is equal to a middle variant and for a series with
even number of members – to a half-sum of two middle variants.
Mode
of
variation series
is the variant to which corresponds the greatest frequency.
The elementary parameter of a variation is the variation scope R which is equal to a difference between greatest and least variants of the series: R = xmax – xmin.
Average linear deviation of a variation series is arithmetic mean of absolute quantities of deviations of variants from their arithmetic mean:
Dispersion
s2
of
a variation series
is arithmetic mean of squares of deviations of variants from their
arithmetic mean:
Average
quadratic deviation
s of a variation series is arithmetic value of square root of its
dispersion:
Coefficient
of variation:
Initial
moment
of the k-th order of a variation series
is
Obviously,
Central
moment
of the k-th order of a variation series
is
Obviously,
Coefficient
of asymmetry of a variation series
is
Excess (or coefficient of excess) of a variation series is
Glossary
gathering – сбор; gathering data – сбор данных
ordering, systematization – систематизация
processing – обработка; data processing – обработка данных
supervision, observation – наблюдение
revealing – выявление; attribute – признак
occurring – происходящий; wheat – пшеница
farm – хозяйство; change – смена; to rank – ранжировать
frequency – частота; relative frequency – относительная частота
cumulative frequency – накопленная частота
inexpedient – нецелесообразный
arithmetic mean – среднее арифметическое
excess – эксцесс
Exercises for Seminar 12
12.1. There are 100 workers at an enterprise according to the list who have the following categories:
1, 5, 2, 4, 3, 4, 6, 4, 5, 1, 2, 2, 3, 4, 5, 3, 4, 5, 2, 1, 4, 5, 5, 4, 3, 4, 6, 1, 2, 4, 4, 3, 5, 6, 4, 3, 3, 1, 3, 4, 3, 1, 2, 4, 4, 5, 6, 1, 3, 4, 5, 3, 4, 4, 3, 2, 6, 1, 2, 4, 5, 3, 3, 2, 3, 6, 4, 3, 4, 5, 4, 3, 3, 2, 6, 3, 3, 4, 5, 4, 4, 3, 3, 2, 1, 2, 1, 6, 5, 4, 3, 2, 3, 4, 4, 3, 5, 6, 1, 5.
Compose the series of distribution of workers on categories. Find cumulative and relative frequencies. Represent the variation series graphically. Determine the average category of a worker, the modal and median category, the dispersion and the average quadratic deviation.
12.2. Determine the absolute and relative density of distribution of workers of an enterprise on the experience of their work at the given enterprise.
Distribution of workers on the experience of work
The experience of work, years |
Up to 1 |
1-5 |
5-10 |
10-20 |
20-40 |
Total |
Number of workers |
8 |
12 |
16 |
14 |
10 |
60 |
Find the average experience of work, the average quadratic deviation and the coefficient of variation (experience – стаж).
12.3. By oral interrogation the quality of production released by a firm and sold in a shop of this firm was studied. Visitors assessed the quality on a ten-mark scale. The summary data have been received.
Mark estimation of production of the enterprise
-
Estimation of quality of production, point
1-2
3-4
5-6
7-8
9-10
Number of cases
3
8
36
89
45
Determine the average score of quality of production, the average quadratic deviation, the coefficient of variation, the parameters of asymmetry and an excess (interrogation – опрос; to release – выпускать).
12.4. According to distribution of students by results of passing examinations determine: the average score of progress of students in each subject and in all subjects; the dispersions of mark of progress in a subject and as a whole in all subjects; the intergroup dispersion. Find the general dispersion of progress by using the rule of addition of dispersions.
Distribution of students of group by results of passing examinations
Estimation at examination |
Number of students who have received an estimation in subjects |
|||
1 |
2 |
3 |
4 |
|
2 |
2 |
1 |
4 |
3 |
3 |
6 |
10 |
8 |
8 |
4 |
10 |
8 |
9 |
9 |
5 |
7 |
6 |
4 |
5 |
(progress – успеваемость).
12.5. Carry out the analysis of the data of annual profit levels of three companies:
Year |
«Cherry Computers» |
«Lemon Motors» |
«Orange Electronics» |
1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 |
14,2 12,3 -16,2 15,4 17,2 10,3 -6,3 -7,8 3,4 12,2 |
-6,2 13,3 -8,4 27,3 28,2 14,5 -2,4 -3,1 15,6 18,2 |
37,5 -10,6 40,3 5,4 6,2 10,2 13,8 11,5 -6,2 27,5 |
Find the average value and the standard deviation of the profit for each of the companies. Compare the received results of their activity for 10 years. What of the companies, in your opinion, is the activity more successful for?
