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Section 5.1

Section 5.1 - Contents I Probability 5 1 Sets and...

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Contents I Probability 5 1 Sets and Probability 7 1.1 Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 1.1.1 Basic Definitions . . . . . . . . . . . . . . . . . . . . . 8 1.1.2 Venn Diagrams . . . . . . . . . . . . . . . . . . . . . . 14 1.1.3 Proportions . . . . . . . . . . . . . . . . . . . . . . . . 21 1.2 Counting Techniques . . . . . . . . . . . . . . . . . . . . . . . 34 1.3 Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59 1.3.1 Random Experiments, Sample Spaces and Events . . . 59 1.3.2 Probability . . . . . . . . . . . . . . . . . . . . . . . . 65 1.4 Conditional Proportions and Probabilities . . . . . . . . . . . 84 1.4.1 Conditional Proportions . . . . . . . . . . . . . . . . . 84 1.4.2 Conditional Probabilities . . . . . . . . . . . . . . . . 87 1.4.3 Multiplicative Rule . . . . . . . . . . . . . . . . . . . . 91 1.4.4 Independence . . . . . . . . . . . . . . . . . . . . . . . 92 1.5 Compound Experiments . . . . . . . . . . . . . . . . . . . . . 107 1.5.1 Finding Probabilities and Conditional Probabilities in Compound Experiments . . . . . . . . . . . . . . . . . 108 1.5.2 Notation for Events in Compound Experiments . . . . 117 1.5.3 Using the Multiplicative Rule to Find Probabilities in Compound Experiments . . . . . . . . . . . . . . . . . 119 1.5.4 More Examples . . . . . . . . . . . . . . . . . . . . . . 124 1.6 Bayes’ Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 145 2 Variables 163 2.1 Variables and their Distributions . . . . . . . . . . . . . . . . 164 2.1.1 Basic Definitions of Variables and Random Variables . 164 2.1.2 Classifying Variables . . . . . . . . . . . . . . . . . . . 168 2.1.3 Distributions of Variables and Random Variables . . . 169 1

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2 CONTENTS 2.1.4 Distributions of Categorical Variables . . . . . . . . . 170 2.1.5 Distributions of Numerical Discrete Variables . . . . . 175 2.1.6 Distributions of Numerical Continuous Variables . . . 180 2.1.7 Experimental Distributions . . . . . . . . . . . . . . . 191 2.2 Percentiles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204 2.3 Mean and Standard Deviation . . . . . . . . . . . . . . . . . . 215 2.3.1 The Mean . . . . . . . . . . . . . . . . . . . . . . . . . 215 2.3.2 Variance and Standard Deviation . . . . . . . . . . . . 225 2.4 Joint Distributions . . . . . . . . . . . . . . . . . . . . . . . . 241 2.5 Conditional Distributions and Independence . . . . . . . . . . 259 2.5.1 Conditional Distributions . . . . . . . . . . . . . . . . 259 2.5.2 Independence . . . . . . . . . . . . . . . . . . . . . . . 264 2.5.3 Interpreting Scatterplots . . . . . . . . . . . . . . . . . 267 2.6 Covariance and Correlation . . . . . . . . . . . . . . . . . . . 277 2.6.1 Covariance . . . . . . . . . . . . . . . . . . . . . . . . 277 2.6.2 Correlation . . . . . . . . . . . . . . . . . . . . . . . . 281 2.6.3 Observations and Properties of Correlation . . . . . . 287 2.7 Combining Variables . . . . . . . . . . . . . . . . . . . . . . . 299 2.7.1 Y = f ( X ) . . . . . . . . . . . . . . . . . . . . . . . . . 299 2.7.2 W = f ( X, Y ) . . . . . . . . . . . . . . . . . . . . . . . 305 2.7.3 Sums of Many Variables . . . . . . . . . . . . . . . . . 313 2.7.4 Portfolio Analysis . . . . . . . . . . . . . . . . . . . . 314 3 Important Families of Distributions 325 3.1 Using Distributions to Find Probabilities . . . . . . . . . . . 326 3.2 Binomial and Hypergeometric Distributions . . . . . . . . . . 329 3.2.1 The Binomial Distribution . . . . . . . . . . . . . . . . 329 3.2.2 The Hypergeometric Distribution . . . . . . . . . . . . 337 3.2.3 Proportions of Successes . . . . . . . . . . . . . . . . . 344 3.2.4 The Binomial Distribution as an Approximation to the Hypergeometric Distribution . . . . . . . . . . . . 346 3.3 The Poisson and Exponential Distributions . . . . . . . . . . 356 3.3.1 Poisson Processes . . . . . . . . . . . . . . . . . . . . . 356 3.3.2 Poisson Distributions . . . . . . . . . . . . . . . . . . . 357 3.3.3 Exponential Distributions . . . . . . . . . . . . . . . . 363 3.4 The Uniform and Normal Distributions . . . . . . . . . . . . 373 3.4.1 Uniform Distributions . . . . . . . . . . . . . . . . . . 373 3.4.2 Normal Distributions . . . . . . . . . . . . . . . . . . . 376 3.5 Sampling Distributions . . . . . . . . . . . . . . . . . . . . . . 400 3.5.1 Mean and Standard Deviation of Σ X and ¯ X . . . . . 402
CONTENTS 3 3.5.2 Complete Distribution of Σ X and ¯ X . . . . . . . . . . 404 3.5.3 The Normal Approximation to the Binomial Distribu- tion . . . . . . . . . . . . . . . . . . . . . . . . . . . . 414 3.5.4 Normal Approximation to the Poisson Distribution . . 418 II Statistics 425 4 Estimation 427 4.1 Point Estimation . . . . . . . . . . . . . . . . . . . . . . . . . 428 4.1.1 Parameters, Statistics and Point Estimators . . . . . . 428 4.1.2 Assessing the Quality of a Point Estimator . . . . . . 430 4.1.3 Point Estimators for Common Parameters . . . . . . . 434 4.2 Introduction to Interval Estimation . . . . . . . . . . . . . . . 444 4.2.1 Guiding Example and Definition . . . . . . . . . . . . 444 4.2.2 Confidence Interval for μ when σ is Known . . . . . . 449 4.2.3 Determining the Sample Size . . . . . . . . . . . . . . 452 4.2.4 A Closer Look at Confidence Intervals . . . . . . . . . 453 4.3 More Confidence Intervals . . . . . . . . . . . . . . . . . . . . 459 4.3.1 Estimating μ when σ is not known . . . . . . . . . . . . 459 4.3.2 Estimating a population proportion, p . . . . . . . . . . 469 5 Hypothesis Testing 481 5.1 Introduction to Hypothesis Testing . . . . . . . . . . . . . . . 482

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4 CONTENTS
Part I Probability 5

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Chapter 1 Sets and Probability 7

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162 CHAPTER 1. SETS AND PROBABILITY
Chapter 2 Variables 163

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324 CHAPTER 2. VARIABLES
Chapter 3 Important Families of Distributions 325

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Part II Statistics 425

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Chapter 4 Estimation 427
480 CHAPTER 4. ESTIMATION

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Chapter 5 Hypothesis Testing 481
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