Materi Uts (Baru)
Materi Uts (Baru)
Materi Uts (Baru)
TO ATTEND LECTURES
PROBABILITY AND
STATISTICS
SOEWONO
LEKTOR, NIDN: 0408014101
Probability is a mathematical
discipline, the aim of which is to
describe random experiments
Is a hard subject.
Students find it
hard.
Is a difficult
subject
PROBABILITY Teachers find it
hard.
Text book writers
find it hard.
THE STUFF
OF RANDOM EXPERIMENT
PROBABILITY (CHANCE EXPERIMENT)
An element in
is called a
sample point
Each outcome of a
random experiment
correspondent to a
sample point
AXIOMATIC
THE APPROACHES
OF PROBABILITY SUBJECTIVE
OBJECTIVE
CLASSICAL EMPIRICAL
(equally likely) (relative frequency)
POPULATION SAMPLE
STATISTICS
inductive reasoning
Proof :
so,
from
A
B
Proof :
But,
2. Given that
Find:
4. Suppose
where A, B, C are mutually exclusive events.
Determine the numerical values of :
Definition:
Analogue:
Hence:
↓
Law of Multiplication
TREE DIAGRAM
Is depict events or sequences
PROBABILITY TREE
of events as branch of a tree.
PROBABILITY TREE DIAGRAM
Mathematically:
THE SIMPLEST
CONFIGURATIO
N
C1
C2
THE PARALLEL
SYSTEM
Cn
C1 C2 Cn
C2
A D
0.95 0.90
B E
0.90 0.90 G
0.95
C F
0.90 0.90
(a) R R R
(b)
R (c) R R
R R
R
A C
B C E
A
D D
0.9
0.95
L 0.9 0.99 R
0.95
0.9
0.02
0.01 0.01
L R
0.01 0.01
0.02
Corollary:
If operation can be performedin ways,
respectively, then the sequence (operation , operation ,
… ,operation ) can be performed in
ways.
PERMUTATIONS COMBINATIONS
Permutations/Lineups Combinations/selections or
Committees
IS AN ARRANGEMENT OF
ARE PERMUTATIONS IN WHICH
THE OBJECTS OF A SET IN A
ORDER IS NOT IMPORTANT
PARTICULAR ORDER
A permutation is an arrangement of A combination is a selection of
objects in a difinite order. objects without regard to order.
WE USE
NOTATION
To denote the
combinations of
Elements taken from
A set of elements
WITHOUT REPLACEMENT/WOR
Sampling WOR, means that the
selected item is removed and
cannot be selected again.
SAMPLING
WITH REPLACEMENT/WR
Sampling WR means that the selected
item is replaced and can be selected
again
WOR WR
ORDERED
UNORDERED
Solution :
(a) Let A be the event defined by X = 2, then we have:
Properties of
1. from definition
RANDOM VARIABLES
MIX RANDOM VARIABLES
CONTINUOUS RANDOM
VARIABLES X is a continuous random
𝑑𝐹 (𝑥 ) variable, only if its range
pdf : 𝑓 𝑋 ( 𝑥 ) = contains an interval of real
𝑑𝑥 numbers
Properties:
a. Sketch
b. If X is the random variable whose CDF is given by ,
find:
Suppose
that a random variable has a probability
density function (pdf) . We often need to find the pdf
of for some given function .
We say that is a strictly monotonic-increasing
function of if and only if , whenever
is a strictly monotonic-decreasing function if and
only if , whenever
Strictly monotonic function is always increasing or
decreasing as a function of .
𝑦=𝑎+𝑏𝑥 → 𝑖𝑓 𝑏 >0
STRICTLY MONOTONIC
INVERSE FUNCTION
FUNCTION
𝑦=𝑎+𝑏𝑥 → 𝑖𝑓 𝑏 <0
DECREASING
𝑦 = 1 ; 𝑦 =𝑒 − 𝑥 ; 𝑥 >0
𝑥
03/06/2021 PROBABILITY AND STATISTICS 66
long as is strictly monotonic function of , it is possible to
As
find the unique value of corresponding to nay fixed values of
; this value will be denoted .
Proof:
qed
Hence,
Suppose is the linear operator.
Consider the affine transformation , where . For a given
value of , the corresponding value of lies on the line .
For :
why?
For
For
Given pdf of
1.
If , find pdf of
RATIO
DATA
ORDINAL can be measured NOMINAL
on one of four
scales
INTERVAL
Example
The following are 32 scores on a statistics exam :
61 89 69 87 83 82 99 75 58 78 66 61 71 70 68 70
80 84 65 86 65 64 47 68 93 66 51 80 62 61 63 62
Box–and–whisker display
Box–and–whisker diagram
BOX PLOT → emphasizes the spread of the data.
It shows, the median, the quartiles, which Tukey calls
Hinges, and the high and low values.
QUICK BOX-PLOT
SCALE
LQ MD UQ
SMALLEST LARGEST
Outlier Criterion
1. Define ONE STEP as the number that is 1,5 times the
inter quartile range.
2. Define the upper outlier threshold/upper fences to be the
upper quartile plus one step.
Lower OF Q1 Q3 upper OF
Q2
Lower IF
upper IF