Statistical methods

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

Variation Range Interquartile Range Variance Standard Deviation Coefficient of Variation

Measures of Central Tendency

Overview Central Tendency

Mean

Median

Mode

x=

x
i =1 n

x=

f x
i =1 i

Midpoint of ranked values

Most frequently observed value

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

For a Grouped data:

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

Calculate the mean for following data.

Value (x) Frequency (f) 1 10 2 15 3 10 4 9 5 5 fx 10 30 30 36 25 fx = 131

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

By short-cut method Let A = 3, (Assumed mean = 3)

Value (x) 1 2 3 4 5 Frequency d = (x A) (f) 10 -2 15 -1 10 0 9 1 5 2 f = 49 fd -20 -15 0 9 10 fd = - 16

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

B.Man A = x 12 115 6 73 7 19 119 36 84 29 Total

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

d 2 d 2 = 930 .2 ( 24 ) 2 = 18 .8 MeanB = 27, S.D B = n n Coariation A = ( 41 .8 / 50 ) x100 = 83 .6 %, CovB = (18 .8 / 27 ) x100 = 69 .6 %

2

Measuring variation
Small standard deviation Large standard deviation

Comparing Standard Deviations

Data A
11 12 13 14 15 16 17 18 19 20 21

Mean = 15.5 s = 3.338

Data B
11 12 13 14 15 16 17 18 19 20 21

Mean = 15.5 s = 0.926 Mean = 15.5 s = 4.570

Data C
11 12 13 14 15 16 17 18 19 20 21

Advantages of Variance and Standard Deviation

Each value in the data set is used in the calculation Square of S.D is Variance Values far from the mean are given extra weight
(because deviations from the mean are squared)

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

Mean (Expectation) of a Random Variable X : Discrete : E[ X ] = x p( x)

Continuous : E[ X ] = x f ( x)dx

Variance of a Random Variable X :

Var ( X ) = E[( X ) 2 ] = E[ X 2 ] ( E[ X ]) 2

Standard Deviation : = Var[ X ]

Coefficien t of Variation : =

Moments and Moment Generating Function : n - th moment of X : E[ X n ]

Moment Generating Function : M X (t ) = E[e ]
tX
( M (0) = E[ X ], M (0) = E[ X 2 ], M Xn ) (0) = E[ X n ] X X
Chap 3-17

Probability Mass/Density Function:

Probability mass function of a discrete random variab

p ( x ) = P[ X = x ]

A p.m.f. must satisfy: a) 0 p ( x ) 1 (b) p ( x) = 1

x

Probability density function of a continuous random b variable f(x) for which: P[ X (a, b)] = f ( x).
a

A p.d.f. must satisfy:

( a ) f ( x ) 0 (b) f ( x)dx = 1
Chap 3-18

Example: X~Exp(), f ( x) = 1 e x / , x > 0

Cumulative Distribution Function:

F ( x ) = P[ X x ]

Discrete random variable:

F ( x) = p( )
x

Continuous random variable: F ( x) = f (t )dt

Example: X~Exp(),

F ( x) = 1 e x /
Chap 3-19

Probability distribution of the discrete random variable X.

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

Discrete Distribution Function (p(x) is known as probability mass function )

The distribution function F(x) of the discrete variate X is defined by F(x) = P(X x) = p(x i ) where x is any integer. Also called
i =1 x

cumulative distribution function. This is a STEP FUNCTION

Let X be a discrete random variable. The expectation of the squared discrepancies about the mean, (X- x )2, is called the variance, denoted x2 and given by x =E[(X- x = [x x ] P ( x ) x The standard deviation, x, is the positive square root of the variance.
2

)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