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Concept of Random variable. Probability density and Distribution functions Problems, Elements of error analysis
Data Analysis
Describing Data Numerically
Central Tendency Arithmetic Mean Median Mode Geometric Mean harmonic Mean
Mean
Median
Mode
x=
x
i =1 n
x=
f x
i =1 i
Arithmetic mean
Arithmetic Mean
The arithmetic mean (mean) is the most common measure of central tendency
For a ungrouped values:
x
i =1
x1 + x 2 + L + x n = n
x=
f x
i =1 n i
f
i =1
f1x1 + f 2 x 2 + L + f n x n
f
i =1
Arithmetic Mean
(continued)
The most common measure of central tendency Affected by extreme values (known as outliers)
0 1 2 3 4 5 6 7 8 9 10
0 1 2 3 4 5 6 7 8 9 10
Mean = 3
1 + 2 + 3 + 4 + 5 15 = =3 5 5
Mean = 4
1 + 2 + 3 + 4 + 10 20 = =4 5 5
Value (x) 1 2 3 4 5
Frequency (f) 10 15 10 9 5 f = 49
fx 131 x= = = 2.67 N 49
Chap 3-6
fd 16 x= A+ =3 + = 2.67 N 49
Chap 3-7
Measures of Variability
Variation
Range Interquartile Range Variance Standard Deviation Coefficient of Variation
Measures of variation give information on the spread or variability of the data values.
Same center, different variation
Variance=square of S.D
Standard deviation
n
SD(from
actual mean) = =
(x i x ) 2
i =1
SD(assumed
mean) = =
d
N
n
d , N
SD(from
actual mean) = =
f(x i x ) 2
i =1
SD(assumed
mean) = =
fd N
fd ,d = x A N
SD Example
Size x Freq f 3 6 9 13 8 5 4 Total f=48 D=x-9 -3 -2 -1 0 1 2 3 fxd -9 -12 -9 0 8 10 12 fxd2 27 24 9 0 8 20 36 Sum=124
Example
6 7 8 9 10 11 12
S.D =
f i (x i x) 2
i =1
124 = = 48
f i (d i ) 2
i =1
fi d i = 1.607 fi
2
d1=x-51
d12
B.Man B = y 47 12 16 42 4 51 37 48 13 0
d2=y-51
d22
-10
17508
Total
2
-240
9302
meanA = 50 , S.D A =
d1
n
d1 = 1750 .8 ( 1) 2 = 41 .8 n
2
Measuring variation
Small standard deviation Large standard deviation
Data B
11 12 13 14 15 16 17 18 19 20 21
Data C
11 12 13 14 15 16 17 18 19 20 21
Random variable
Definition: A Random variable X (be associated with the outcome of a random experiment , which depends on chance) is function defined on the sample space S of an experiment. Its values are real numbers. For every number a the probability P(X=a) with which X assumes a is defined.
Chap 3-15
Mathematical expectation
Expected Value The expected value, E(X), of a discrete random variable X is defined as E(X) = x1P ( x1) + x2 P ( x2 ) + x3 P ( x3 ) + .. where the notation indicates that summation extends over all possible values x. The expected value of a random variable is called its mean and is denoted x.
Chap 3-16
Var ( X ) = E[( X ) 2 ] = E[ X 2 ] ( E[ X ]) 2
p ( x ) = P[ X = x ]
Probability density function of a continuous random b variable f(x) for which: P[ X (a, b)] = f ( x).
a
( a ) f ( x ) 0 (b) f ( x)dx = 1
Chap 3-18
F ( x) = p( )
x
Example: X~Exp(),
F ( x) = 1 e x /
Chap 3-19
Discrete Probability Distribution The probability distribution P(x), of a discrete random variable X expresses the probability that X takes the value x, as a function of x. P(X=xi)=pi, for all values of i=1,2,3 where Properties of Probability Distribution of Discrete Random Variables Let X be a discrete random variable with probability distribution function, P(x). Then
(i) p(xi) 0 for any value x (ii) The individual probabilities sum to 1; i.e
p( x ) = 1
i
Chap 3-20
)2]
Variance of a Discrete Random Variable The variance of a discrete random variable X can be expressed as x2
=E(X2)- x2
Chap 3-21