5 Pages

stat400lec9

Course: STAT 400, Fall 2008
School: University of Illinois,...
Rating:
 
 
 
 
 

Word Count: 314

Document Preview

400 Statistics Lecture 9 Section 2.4 Bernoulli Trials Bernoulli Experiment: A Bernoulli experiment is a random experiment, the outcome of which can be classified as success and failure. Let X be random variable of Bernoulli distribution. Outcome Probability Success 1 p Failure 0 q=1-p Notation: X ~ Ber (p) pmf Mean E[X]=p Variance Var[X]=pq A sequence of Bernoulli Trials: A sequence of Bernoulli experiments are...

Register Now

Unformatted Document Excerpt

Coursehero >> Illinois >> University of Illinois, Urbana Champaign >> STAT 400

Course Hero has millions of student submitted documents similar to the one
below including study guides, practice problems, reference materials, practice exams, textbook help and tutor support.

Course Hero has millions of student submitted documents similar to the one below including study guides, practice problems, reference materials, practice exams, textbook help and tutor support.
400 Statistics Lecture 9 Section 2.4 Bernoulli Trials Bernoulli Experiment: A Bernoulli experiment is a random experiment, the outcome of which can be classified as success and failure. Let X be random variable of Bernoulli distribution. Outcome Probability Success 1 p Failure 0 q=1-p Notation: X ~ Ber (p) pmf Mean E[X]=p Variance Var[X]=pq A sequence of Bernoulli Trials: A sequence of Bernoulli experiments are conducted independently and the probability of success (p) remains the same. Ping Ma Lecture 9 Fall 2006 -1- Example: For a million of instant lottery tickets, suppose that 20% are winners, If 5 tickets are purchased, (1) what is the probability we have (0,1,0,1,0)? (2) what is the probability we have (0,0,1,1,0)? (3) What is the probability we have two winning tickets? Binomial distribution 1. A Bernoulli experiment is performed n times 2. The trials are independent 3. The probability of success on each trial is a constant p; The probability of failure each on trial is a constant 1-p 4. The random variable X equals the number of successes in the n trials. X~Bin(n,p) ( b(n,p) ) n and p are parameters of binomial distribution. Ping Ma Lecture 9 Fall 2006 -2- Example: What is the probability that we have at most two winning tickets among 5 tickets? Cumulative distribution function (CDF) F(x)=P(X x) Example: Your job is to examine light bulbs on an assembly line. You count the number of defective light bulbs after examining 10 light bulbs. Let X = number of defective light bulbs P (defective) = .2 N = 10 1. What is the probabil...

Find millions of documents on Course Hero - Study Guides, Lecture Notes, Reference Materials, Practice Exams and more. Course Hero has millions of course specific materials providing students with the best way to expand their education.

Below is a small sample set of documents:

University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Lecture 10 Section 2.5 The Moment-generating function Moment-generating function (Laplace Transform)tx M(t)=E[etX]= e f (x )M'(t)= M"(t)= xetxf (x ) f ( x)M'(0)= M"(0)= x f ( x ) =E[X] x2x e2 txf ( x ) =E[X2]Thus
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Lecture 11 Section 2.6 The Poisson DistributionPoisson distributionf ( x) =x e - , x=0,1,2,. x!E[X] = Example:Var[X]= (1) Let X have a Poisson distribution with a variance of 3, Find P(X=2), P(X 6)(2) If X has a Poisson
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Lecture 12 Continuous Type Data Random Variable: (R.V.) is a variable whose value is a numerical outcome of a random phenomenon. Notation: X, Y, Z Note: When a random variable X describes a random phenomenon, the sample space S just li
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Lecture 13 Continuous Distributions Random Variable: (R.V.) is a variable whose value is a numerical outcome of a random phenomenon. Notation: X, Y, Z Note: When a random variable X describes a random phenomenon, the sample space S jus
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Lecture 14 Waiting Time Review: Continuous distribution Percentile : The (100p)th percentile p is a number such that the area under f(x) to the left of p is p. That is:first quartile: 25th percentile median: 50th percentile third qua
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Lecture 15 Waiting Time Review: Example: Customers arrive at Staples according a Poisson distribution with mean rate 1/3 per minute. On Thanksgiving morning, Staples opens 5:00am in the Morning. The first 10 customers will get a free f
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Lecture 16 Review Random Variable: (R.V.) is a variable whose value is a numerical outcome of a random phenomenon. Notation: X, Y, Z Probability Theorem 2.1-1: Complementary Rule: P (A') = 1-P (A) Theorem 2.1-2: P( )=0 Theorem 2.1-3:
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Lecture 17 Functions of a Random Variable X is a continuous random variable Y is a continuous random variable defined as Y=u(X). What is the distribution of Y CDF of Y is G(y)=P(Y<y)=P[u(X)<y] pdf of Y is g(y)=G'(y) Example: X has a ga
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Correlation CoefficientDiscrete random variables (X,Y)Joint probability mass function of (X,Y) x1 y1 y2 y3 f(x1, y1) f(x1, y2) f(x1, y3) . . ym f(x1, ym) x2 f(x2, y1) f(x2, y2) f(x2, y3) . f(x2, ym) x3 f(x3, y1) f(x3, y2) f(x3, y3)
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Conditional DistributionDiscrete random variables (X,Y)Joint probability mass function of (X,Y) x1 y1 y2 y3 f(x1, y1) f(x1, y2) f(x1, y3) . . ym f(x1, ym) x2 f(x2, y1) f(x2, y2) f(x2, y3) . f(x2, ym) x3 f(x3, y1) f(x3, y2) f(x3, y3)
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Transformation of Random Variables Too complicated to discuss in this class One important distribution to remember Let U and V are two independent chi-square random variables with r1 and r2 degrees of freedom, respectively.F= U / r1 V
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Section 4.5 Random Sample If the distributions of the independent random variables X1 and X2 are the same, the collection of the two random variables X1 and X2 is called a random sample of size 2 from the distribution.If the distribu
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Section 4.6 Distribution of sums of the independent random variables Theorem 4.6-1 If X1, X2, ., Xn are n independent random variables with respective 2 2 2 means 1, 2, ., n and variances 1 , 2 , ., n , then the mean and n varianc
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 The Normal Distribution Normal Curves: Describe the Normal Distribution All normal curves have the same shape: Probability density function1 ( x - )2 f ( x) = exp[ - ] 2 2 2Graph: bell shaped-< x < Mean: : at the center of
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Section 5.3 Distribution of sums of the independent random variables Review If X1, X2, ., Xn are n independent random variables with respective 2 2 2 means 1, 2, ., n and variances 1 , 2 , ., n , then the mean and n variance of Y=
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Section 5.4 Central limit theorem Central Limit Theorem (CLT) If X1, X2, ., Xn are observations of a random sample of size n from a distribution with mean and variance 2 , Then we have W=X - X i - n = N(0,1) as / n nnIn anoth
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Section 5.5 Central limit theorem Central Limit Theorem (CLT) If X1, X2, ., Xn are observations of a random sample of size n from a distribution with mean and variance 2 , Then we have W=X - X i - n = N(0,1) as / n nnIn anoth
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Section 5.6 Bivariate normal distribution Two random variables X and Y have a bivariate normal distribution with 2 means X and Y , variances X and Y2 , correlation coefficient .2 X X X ~ , N Y Y X Y X Y
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Lecture 29 Review Continuous distribution: Probability density function Properties of p.d.f f(x): (a) f(x)>0; (b) f ( x )dx = 1 ; (c) P(a<X<b)= a f ( x )dx Cumulative distribution function (c.d.f) F(x)= P( X x ) = F'(x)=f(x) Expected
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Chapter 6 Estimation Maximum likelihood estimates Example: If X1, X2, ., X16 are observations of a random sample of size 16 from a normal distribution N(50,100), Find Blah blah blah How do we know that the mean is 50 and the variance i
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Section 6.2 Method of momentsReview:We consider random variables for which the function form of pdf is known, but of the parameter of the pdf, say , is unknown. Parameter space : all possible values of . Estimator: The function of X
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Confidence intervals for means The Statistical End Goal: draw conclusions about the data we have collected and analyzed. Every time we estimate using statistic X , we will never get the same answer. Due to sampling variability Need t
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Section 6.5 Confidence Intervals for Proportions Binomial distribution Let Y ~ b(n,p) Objective: construct confidence interval for pY - np Y /n- pW= np(1 - p ) = p(1 - p ) / n N(0,1) "sufficiently large": np 5 and n(1-p) 5Ping
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Section 6.7 Sample Size Calculation Review: Confidence Interval Form: estimate margin of error n s x t / 2 * nx z / 2 *Y Y / n (1 - Y / n ) z / 2 n nThe length of the interval = 2*margin of error Tow factors associated with w
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Tests of Statistical Hypothesis Confidence Intervals: Creates an interval where we think the true parameter we are estimating will fall with a certain probability or level of confidence. Serve the purpose when the goal is to estimate
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Tests of Statistical Hypotheses Simple hypothesis Composite HypothesisTypes of Error Type I Error: If we reject Ho when Ho is true Type II Error: If we fail to reject Ho when Ho is false Ho True Reject Ho Type I error Ha True Correct
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Tests about Proportions Recall:^ Proportions: ( p = ) Y nCount the number of successes and take into account the sample Normal Approximation of proportions Draw a random sample of size n from a large population with p = P ^ (Success
University of Illinois, Urbana Champaign - STAT - 400
Statistics 400 Comparing Two Means and Two Variances Two Sample Problems: Compare the responses in two groups Each group is an individual sample from a distinct population The responses from either group are independent of each other When a two-sa
University of Illinois, Urbana Champaign - STAT - 400
Final Review We consider random variables for which the function form of pdf is known, but of the parameter of the pdf, say , is unknown. Parameter space : all possible values of . Estimator: The function of X1, X2,., Xn used to estimate , say the st
Washington - A - 506
Basic Legal Skills- Section A Prof. Laura F. EinsteinSpring Quarter 2008 Professor Tom Cobb Email: einstl@u.washington.edu Telephone: 206.547.0757 Office: William H. Gates Hall Room 317 Office hours: Wednesday 10:00-1:00 Secretary: Cindy Fester, csf
Clarkson - COMM - 341
Study Abroad AsiaFaculty Coordinators: Weiling Ke Bill MacKinnon Destinations Beijing 4 days Shanghai 3 days Kuala Lumpur 3 days Singapore 3 daysTime: 15 days following final exams in May Study IT Outsourcing Supply Chain
Clarkson - COMM - 341
Argentina and ChileBuenos Aires ArgentinaThis is the Body of Buenos AiresTango is its soulBuenos Aires.Buenos AiresPuerto de Buenos AiresSome of the Institutions we will visitCaminito Buenos AiresTangoRecoleta Buenos AiresEstanc
Clarkson - COMM - 341
Overview of Seminar in International Business (SB693) Rome, Italy May or June 2008 Dates of Seminar Meet weekly during Spring '08 semester. Exact dates TBA. There will be 12-14 days in Rome in May or June 2008. Course Facilitators Mark Frascatore Off
Virginia Tech - CS - 6104
bk66nynXy B R ' b j 0) ( & $ @ u) G @ A a'eB'vj4AR'qB6 h ) G 0 S 494Ro Ay 4 'k65msQ'6 2 1I ) G 3 @ ) knPXRb%q3 V bj R ` 7031S D 0 D 8 & 2 703 FI 78I f B9@P4Xe
Virginia Tech - CS - 6104
Y YI `e !6 X W V T R 5 Q H & F E D B @ 7 5 4 & ) & $ " 0 ' #!VU'T(!gS '3PI2(G9!CA39863'210('%#! p p xqW e !'Vv'H'6v'6v'cv!6'66'H'2 ' 6'6x't!'H6'a
Delaware - CISC - 370
brickerjkcottoncmfbenkarelskohndcmatarjmesserbraimerrjwilderdwisejinyumblakedronepconrad
UNC Wilmington - CHM - 101
Chemistry 101 : Chap. 1Matte and Me r asure e m nt (1) What is Chemistry and Why we study it (2) Classification of Matter (3) Properties of Matter (4) Units of Measurement (5) Uncertainty in Measurement (6) Dimensional AnalysisThe Study of Chemist
UNC Wilmington - CHM - 101
Chemistry 101 : Chap. 2Atoms, Molecules and Ions (1) Atomic Theory of Matter (2) The discovery of Atomic Structure (3) The Modern View of Atomic Structure (4) Atomic Weight (5) Periodic Table (6) Molecules and Molecular Compounds (7) Ions and Ionic
UNC Wilmington - CHM - 101
Chemistry 101 : Chap. 4Aque Re ous actions and S olution S toichiom try e(1) General Properties of Aqueous Solutions (2) Precipitation Reactions (3) Acid-Base Reactions (4) Concentration of Solutions (5) Solution Stoichiometry and Chemical Analysis
UNC Wilmington - CHM - 101
Chemistry 101 : Chap. 5The oche istry rm m(1) The Nature of Energy (2) The First Law of Thermodynamics (3) Enthalpy (4) Enthalpy of Reaction (5) Calorimetry (6) Hess's Law (7) Enthalpy of FormationNOTE: Wewill discuss chapte 19, "C m The odynam r
UNC Wilmington - CHM - 101
Chemistry 101 : Chap. 6El ectr oni c Str uctur e of Atoms(1) The Wave Nature of Light (2) Quantized Energy and Photon (3) Line Spectra and Bohr Models (4) The Wave Behavior of Matter (5) Quantum Mechanics and Atomic Orbitals (6) Representations of
UNC Wilmington - CHM - 101
Chemistry 101 : Chap. 8Basic Concepts of Chemical Bonding (1) Chemical Bonds, Lewis Symbols and the Octet Rule (2) Ionic Bonding (3) Covalent Bonding (4) Bond Polarity and Electronegativity (5) Drawing Lewis Structures (6) Resonance Structures (7) E
UNC Wilmington - CHM - 101
Chemistry 101 : Chap. 9Molecular Geometry and Bonding Theories (1) Molecular Shape (2) The VSEPR Model (3) Molecular Shape and Molecular Polarity (4) Covalent Bonding and Orbital Overlap (5) Hybrid Orbitals (6) Multiple BondsMolecular Shape 3-dim
UNC Wilmington - CHM - 101
CHM101- A Quiz #1Name _KEY_Question #1 (4 points) Classify each of the following as a pure substance, homogeneous mixture or heterogeneous mixture. (a) air : homogeneous mixture (c) salt : pure (b) propane gas : pure (d) beach sand : heterogeneou
UNC Wilmington - CHM - 101
CHM101- B Quiz #1Name _KEY_Question #1 (4 points) Classify each of the following as a pure substance, homogeneous mixture or heterogeneous mixture. (a) air : homogeneous mixture (c) sugar : pure (b) propane gas : pure (d) tomato juice : heterogen
UNC Wilmington - CHM - 101
CHM101 Quiz #2 (A)Name_Key_ Section#_1. The complete combustion of octane, C8H18, a component of gasoline, proceeds as follow. 2C8H18(l) + 25O2(g)MW=114 MW=3216CO2(g) + 18H2O(g)MW=44 MW=18(a) What is the limiting reactant when 26.5g of octa
UNC Wilmington - CHM - 101
CHM101 Quiz #2 (B)Name_Key_Section#_1. One of the steps for converting ammonia to nitric acid is the conversion of NH3 to NO: 4NH3(g) +MW=175O2(g)MW=324NO(g) + 6H2OMW=30 MW=18(a) What is the limiting reactant when 26.5g of ammonia reac
UNC Wilmington - CHM - 101
CHM101 Quiz #2 (C)Name_ Section#_1. The complete combustion of acetylene (C2H2) proceeds as follow. 2C2H2(g) + 5O2(g)MW=26 MW=324CO2(g) + 2H2O(g)MW=44 MW=18(a) What is the limiting reactant when 26.5g of acetylene reacts with 26.5g of oxyge
UNC Wilmington - CHM - 101
CHM101 Quiz #3 (A)Name_KEY_ Section#_1. Calculate Go for the following reaction. Is the reaction spontaneous at 25oC? [5 points] CH4 (g) + 2O2 (g) CO2(g) + 2H2O (g) Hf (kJ/mol) So (J/mol-K)oO2(g) 0 205.0CH4(g) -74.80 186.3CO2(g) -393.5 21
UNC Wilmington - CHM - 101
CHM101 Quiz #3 (B)Name_KEY_ Section#_1. Calculate Go for the following reaction. Is the reaction spontaneous at 25oC? [5 points] 2 K (s) + 2 H2O (l) 2 KOH (aq) + H2(g) Hf (kJ/mol) So (J/mol-K)oH2(g) 0 130.6KOH(aq) -482.4 91.6K(s) 0 64.7
UNC Wilmington - CHM - 101
CHM101 Quiz #4 (A)Name_KEY_ Section#_1. What is the effective nuclear charge of 2p electron in 7N ? [4 points] N = [He]2s22p3 or 1s22s22p3 [1 point] or identify "core" electrons in some ways. Zeff = 7 2 [ 2 points] = +5 [1 point] 2. Of the five
UNC Wilmington - CHM - 101
CHM101 Quiz #4 (B)Name_KEY_ Section#_1. What is the effective nuclear charge of 4s electron in 20Ca ? [4 points] Ca = [Ar]4s2 [1 point] or identify "core" electrons in some ways. Zeff = 20 18 [2 points] = +2 [1 point] 2. Of the five atoms liste
UNC Wilmington - CHM - 101
CHM101 Quiz #4 (C)Name_KEY_ Section#_1. What is the effective nuclear charge of 3s electron in 11Na? [4 points] Na = [Ne]3s1 [1 point] or identify "core" electrons in some ways. Zeff = 11 10 [2 points] = +1 [1 point] 2. Of the five atoms listed
Uni. Worcester - CS - 4341
IF month ?x decemberTHENseason ?x winterIF month ?x januaryTHENseason ?x winter#IF month ?x februaryTHENseason ?x winter#.#IFseason ?x winterTHEN thermostat_setting ?x 70#IF season ?x .#IFthermostat_setting ?x ?toutside_te
Berkeley - E - 151
University of California Department of Economics Economics 151 Labor EconomicsFall 2000 Professor M. ReichThis course focuses on the institutions surrounding the world of work and pay, including but not limited to the price and quantity of labor
Maryland - CMSC - 250
CMSC 250 : Syllabus - Summer 2009 : M-F 11:00-12:20Lecturer: Evan Golub Office: AVW 1115 Phone: 301-405-0180 Teaching Assistant: TBA Office: AVW 1151 Textbook : Discrete Mathematics with Applications 3rdE-Mail: egolub@glue.umd.eduEdition - Susa
American - ITEC - 200
The Edge of ITITEC-200 Spring 2008Business World TransactionsERP, Supply Chain Mgt, etc.Transaction ProcessingDecision Support Distributed Collaboration Enterprise Collaboration Financial Management etc.InformationServer ApplClient Appl
American - ITEC - 200
The Edge of IT ITEC-200 Spring 2007Business World TransactionsERP, Supply Chain Mgt, etc.Transaction ProcessingDecision Support Distributed Collaboration Enterprise Collaboration Financial Management etc.InformationServer ApplClient Appl
American - ITEC - 200
The Edge of ITITEC-200 Spring 2008Business World TransactionsERP, Supply Chain Mgt, etc.Transaction ProcessingDecision Support Distributed Collaboration Enterprise Collaboration Financial Management etc.InformationServer ApplClient Appl
Kentucky - CHE - 226
Department of ChemistryUniversity of KentuckyEXPERIMENT 5 Molecular Absorption Spectroscopy: Determination of Iron with 1,10-PhenanthrolineUNKNOWN Submit a clean, labeled 100-mL volumetric flask to the instructor so that your unknown iron solut
Kentucky - CHE - 226
Department of ChemistryUniversity of KentuckyEXPERIMENT 8Determination of Copper by ElectrogravimetryUNKNOWN Submit a clean, labeled 100-mL volumetric flask to the instructor so that your unknown copper solution may be issued. Your name, sect