7

1/1

2/1

-1 Data Description
-2 Statistical Inference
-3 Forecasting

:



.

:



:
-1 : Estimate Statistics

Parameters
Point Estimate

. Interval Estimate

9
-2 : Tests of Hypotheses
.

:

.

.

3/1
Data

: ) Male ( Female
) (D-D + -C-C + -B-B + -A-A+
.


:
-1 Qualitative Data
-2 Quantitative Data

:

:
- : Nominal Scale

:
: " " . : " " . : " . " .... : " "
" " ) ( 1 " " ) ( 2

10
- : Ordinal Scales
:
- : " "D-D + -C-C + -B-B + -A-A+

: " "
: " 0% 5% 10% " 15%
- " 10000-15000 5000-10000 <5000

." >20000 15000-20000

:

:
- : Interval Data
:
: " " 0o

.
: " " 0 .
- : Ratio Data " " 0
:
/ . . . . .
.

4/1

11
:
-1 .
-3

-2 .
-4 .

1 /4 /1

-1 .

-2 .

... .


.

: :

"
" .... .

.

2 /4 /1

:
-1 .

-2 .

: :

12

:
-1 .
-2 .
-3
.
-4
.
:

.

3 /4 /1

.
- :

.
- : .
) (1

:
-1 .

-2

-3 .

:
-

13

)(2

:
- . Simple Random Sample
- . Stratified Random Sample
- . Systematic Random Sample
- . Cluster Sample

:


:
- Judgmental Sample

- Quota Sample

14

1/2

.
:
-1 .
-2 .

2/2

) (
.

1 /2 /2

) (
) ( ) (.
.

) ( 1 -2
40 .

:
-1 .
-2 .
-3 .
-4 .

15

-1 ) (
.
-2 :
:


:

) (

10

13

8
4

40

Sum

.
:
)(1 -2

40

5
= 0.125
40
10
= 0.25
40
13
= 0.325
40
8
= 0.20
40
4
= 0.10
40
1.00

) ( )(f

10

13

40

Sum

16
: .

-3 :
:

) ( 1 -2 .
-4 : ) ( 1 -2 " "
32.5%
" " 10.0% .

) ( 2 -2
50 .

-1 .
-2 .

-1 :
) - _ - - - (
:
:

) (

10

12

15
5
2
50

Sum

17
:
)(2 -2
50

0.12
0.20
0.24
0.30
0.10
0.04
1.00

) (
)(f
6
10
12
15
5
2
50

Sum

-2 .
) ( 1 -2
) ( 2 -2
30%
) ( 5%
4% .

-1 .
-2 .
-3 .
-4 .

2 /2 /2

) ( 3 -2
70 .

18
75
71
69
63
74
94
78

56
66
75
65
58
72
62

70
62
71
73
60
78
88

66
67
57
66
81
91
64

60
71
69
63
80
85
87

55
61
72
58
74
77
55

70
61
57
67
74
77
57

65
67
68
73
76
83
79

65
70
72
62
73
82
64

56
60
68
72
58
76
79

:
-1 .
-2 .
-3 70 80
-4 70
-5 80

-1 :

:

)Range(R
Range = Maximum Minimum
R = 94 - 55 = 39
): Classes(C

:
5 15
8 . (C=8) :
): Length(L
:

Range
R 39
= =
= 4.875 5
Classes C
8

=L

:
) ( = 55 = + = 60=55+5 = 55 + L

" 55 to les than 60" : " 55 " 60

_ = = 60
= + = 65 = 60 + 5

"60 to les than 65" : " 60 " 65

- :

19
:

70 to les than 75 :

65 to les than 70

75 to les than 80 :

80 to les than 85 :

85 to les than 90 :

90 to les than 95 :

:
:

) (

10

55-

55 60

55 to les than 60

12

60-

60 65

60 to les than 65

65-

65 70

65 to les than 70

70-

70 75

70 to les than 75

75-

75 80

75 to les than 80

80-

80 85

80 to les than 85

85-

85 90

90-95

90 - 95

85 to les than 90
90 to les than 95

13
16

/
/

10

////
///

4
3
2

Sum

70

:
)(3 -2
70

) (

)(f
10
12
13
16
10
4
3
2
70

0.143
0.171
0.186
0.229
0.143
0.057
0.043
0.028
1.00
: 1426

-2 :
f
n

) ( 3 -2 .

55 60
60 65
65 70
70 75
75 80
80 85
85 90
90 95
Sum

20
-3 70 80
:
= 0.229 + 0.143 = 0.372 ) (80 , 70

37.2% ) . (80 , 70
-4 70
:
= 0.143 + 0.171 + 0.186 = 0.5 70

50% 70
-5 80
:
= 0.057 + 0.043 + 0.028 = 0.128 80
12.8% 80 .

3/2

1 /3 /2

Histogram

) (
.

) ( 4 -2
100
45 .
Sum

700-720

100

10

:
-1

680-

660-

640-

620-

20

25

20

15

60010

21
-2 .
-3 .

-1 )(L

L = 620 600 = 640 620 = ... = 720 700 = 20

= 20

-2 .
:
.
.
.
) ( 1 -2 .
)(1 -2
100

-3 : :
.
Sum
100
1.00

700-720
10
0.10

68020
0.20

66025
0.25

64020
0.20

62015
0.15

60010
0.10

22


:
)(2 -2
100

:
25% 680 660 .

.

- ). (n
-
.
-
) (660-680 .
- :
)(3 -2

23

2 /3 /2


.
:

) ( 5 -2
) ( 4 -2 .

:
) ( 3 -2
)(x
(600+620)/2= 610
(620+640)/2=630
650
670
690
(700+720)/710

) (
10
15
20
25
20
10
100

600620640660680700-720
Sum

:
730
0

710
10

690
20

670
25

650
20

630
15

610
10

590
0

)(x
)(y

) ( 4 -2

24
)( 4 -2
100

3 /3 /2


) ( 5 -2 .
)(5 -2

100

) ( 6 -2 :

25
)(6 -2
100

3/3

1 /3 /3

) (

) ( 6 -2

40

.
Sum

34-38

30-

26-

22-

18-

40

15

26
:
-1 .
-2 .
-3 .
-4 :
28 .
25% .

50% .

-1 .

0.00

18

18-

0.10

22

22-

0.325

13

26

15

26-

0.70

28

30

30-

0.90

36

34

34-38

1.00

40

38

40

Sum

-2 :

.
-3 :


:

27

28 0.47 .

25% 25 : .

50% 28.5 :
:

28

2 /3 /3 )(
) (
.

) ( 7 -2
) ( 6 -2 :
-1 .
-2 .

-1 .

1.00

40

18

0.90

36

22

0.675

27

26

15

26-

0.30

12

30

30-

0.10

34

34-38

0.00

38

40

1822-

Sum

29

:
-1 .
-2 .

4/3

1 /4/3
360 o
r :

)(8-2

= 360 o

500 .
sum

500

170

50

130

150

:
-1 :
= 360 o

30

360 0.30 = 108 o

0.30

150

360 0.26 = 93.6 o

0.26

130

360 0.10 = 36 o

0.10

50

360 0.30 = 122.4 o

360 o

0.34
1.00

170
500

Sum

-2

:
)(7 -2
500

34%
10%
.

31

Central Tendency

1/3

.


.

2/3

1 /2 /3

Arithmetic Mean

:
.

n . x1 , x2 ,..., xn :

x :

)(1-3

32
8 122 .
40

36

40

35

37

42

32

34

) ( 1 -3 :

x1 + x2 + ... + x

=x

n
34 + 32 + 42 + 37 + 35 + 40 + 36 + 40 296
=
=
= 37
8
8
122 37

:



.
k

x1 , x2 ,..., xk

f1 , f2 ,..., fk :

)(2-3
40 .
42-44
1

40-42
5

38-40
10

36-38
13

34-36
7

32-34
4

33
) ( 2 -3 :
-1

-2 . x

-3 ) (x f xf
-4 ). ( 2 -3

x f
33=132 4
35=245 7
37=481 13
39=390 10
41=205 5
43=43 1
1496

f
4
7
13
10
5
1
40

) (C

)2=33 (32+34
35
37
39
41
43

32-34
34-36
36-38
38-40
40-42
42-44

:
6

1496
= 37.4 k.g
40

xi f i
i =1
6

fi

=x

i =1

37.4 k.g

:
-1 x :

x : a , a ,..., a

5 63
:

x = 63 + 63 + 63 + 63 + 63 = 315 = 63 k.g
5

-2 .

) ( 1 -3

34
34, 32, 42, 37, 35, 40, 36, 40: x = 37 :
40

36

40

35

37

42

32

34

296

40-37

36-37

40-37

35-37

37-37

42-37

32-37

34-37

)( x x

-1

-2

-5

-3

)( x 37

(x 37) = 0

-3 ) (
) ( .
x1 , x2 ,..., xn : ) (a
y

y = x + a : ) y (

y
). ( 1 -3
5
} {(37+5)=42 .
296
336

40
40+5

36
36+5

40
40+5

35
35+5

37
37+5

42
42+5

32
32+5

34
34+5

45

41

45

40

42

47

37

39

:
:

y = 336

) ( x + 5 = 37 + 5 = 42

x
)y = ( x + 5

= 42

y = 336
8

=y

-4 ) (a )
( ) (

. y = a x : y :

35
.
50 100

y = a x = 2(37) = 74

) (a=2 :

-5 :

< ( x a ) 2 :

) ( x 37

a 37

:



.
sum

173

46

28

36

40

23

x
w

) (
) (

x 23+ 40+ 36+ 28+ 46 173

=
= 34.6
= n
5
5

=x

(w) = w = 231+ 40 3 + 36 3 + 28 2 + 46 4
xw

1+ 3 + 3 + 2 + 4
23+120+108+ 56+184 491
=
=
= 37.769
13
13

) (w

36

.
.
.
.
.
.
.

2 /2 /3

Median

) ( n 2 ) ( n 2
50% 50% .
.

:
:
.

n + 1

: =
2
) (n :

) (n ) (n / 2
) ((n / 2) + 1 :

37

) ( 3 -3
17
: ) (a 7 )(b

10 /
:
3

2.5

1.5

2.3

1.5

2.5

3.75

2.75 3.25

1.2

1.8

4.5

3.5

)(a

)(b

: )(a

)( n = 7

. ((n + 1) / 2 = (7 + 1) / 2 = 4 ) :

4 a:

/ Meda = 2.3

: ): (b
.

38
) ( n = 10

. ((n + 1) / 2 = (10 + 1) / 2 = 5.5) :

= ) . ( 6 5

2.5 + 3
/ = 2.75
2

= Med b

) (a

) (b . Med b > Med a :

:
.
.

n f
=
2 2

:
f1
)(n 2

f2

)( A

Med

:
=
L = Upper - Lower

)( 4-3
50

13.5 16.5
5

10.510

7.519

4.512

1.54

39
: :

= n f = 50
=
25
2
2
2

: ) (n / 2

) (n / 2 ) (25 (35 ,

) 16 7.5
. 10.5
:

). (7.5-10.5

) ( 11 -3 :

A= 7.5 , f1 = 16 , f2 = 35 , L = 10.5 7.5 = 3

:

40
25 16
3
35 16

L = 7.5 +

f1

n
2

f 2 f1

9
27
3 = 7.5 +
= 7.5 + 1.421 = 8.921 k.g
19
19

Med = A+
= 7.5 +

:
.

) (25 .
). (a
) (a .
.
. Med = 8.6

-1 .
-2 .
-3
. :

a Med

| x Med | | x a | ,

41
-1 .
-2 nominal

3 /2 /3

Mode

) ( :

:
: ) (

:
: A ) ( .

d1
d2
L

: = ) (
: = ) (
: .
=

)(5-3

122 :
67
90
80
85

58
95
86
72

70
85
65
73

65
77
76
69

77
65
88
69

77
93
65
73

77
75
80
85

75
60
69
69

77
68
65
73

80
88
80
85

42
:

:
=
.

= 77

77 4

65 3

= 65

80 3

= 80

69 3

= 69

= 73

73 3

= 85

85 3

)(6-3
30 .
14 - 17

11 -

8-

5-

2-

10

) ( 12 -3 :

(8-11) :

43

d :
d1 = (10 7) = 3 d 2 = (10 5) = 5

) ( A = 8 )( L = 3

. :

d1
L
d1 + d 2

Mod = A +

3 3 = 8 + 1 . 125 = 9 . 125
3+5

=8+

3/3

:
)(1 -3

:
= = .
) ( :
< <
) ( :
> >

)( 7-3

44
10
5 :
121

123

123

121

124 119

123

119

123

115

: .

:
1211
= 121.1
10

x
n

=x

:
(n + 1) / 2 = (10 + 1) / 2 = 5.5 :

= 10 . = ) (6 , 5
= 122

244
2

121 + 123
2

= Med

:
: 123

Mod = 123
:

: > > .

)( 8-3

45
100 .
170 - 190

150 -

130 -

110 -

90 -

70 -

50 -

15

20

28

15

:
.
.

: x
fx
480
1200
2800
2400
2100
1280
1080
11340

) (x

) ( f

60
80
100
120
140
160
180

8
15
28
20
15
8
6
100

11340
= 113.4 R.S
100

fx
f

50 70
70 90
90 110
110 - 130
130 - 150
150 170
170 - 190

=x

: Med
(n/2 =100/2 =50) :

) (50

50

70

23 f1

90

51 f1

110

71

130

86

150

94

170

100

190

46
n
= 50 , f1 = 23 , f2 = 51 , A = 90 , L = 110 90 = 20
2
:

n
f1
50 23
2
L = 90 +
20
Med = A +
51 23
f 2 f1
R.S

= 90 + 19.286 = 109.3

540
28

20 = 90 +

27
28

= 90 +

: Mod

= 28 ). (90 - 110
:
A = 90 :

d 2 = 28 20 = 8 , d1 = 28 15 = 13

L = 110 90 = 20 :

d1
13
260
L = 90 +
20 = 90 +
= 102.4 R.S
d1 + d2
13 + 8
21

Mod = A+

.
:

x = 113.4 :

Med = 109.3 :

: < <

Mod = 1024 :

4/3 Quartiles

:
: 25%

47
. Q1
: 50%
Q2 .

: 75%
. Q3

) ( 3 -3 .
)(3 -3

:
n :
)X(n
n

)X(3
3

<

<

)X(2
2

<

)X(1
1

i
R = (n + 1)
4

: (Qi ) i

R :

). Q i = X(R

R ) (Qi X(l)< Q i < X(u) :

) (Qi :

) ( 9 -3
10
:
30

27

18

20

34 29

32

29

23

25

:
:
:
30.5

28

22.25

48
34

32

30

29

29

27

25

23

20

18

10

5.5

8.25

2.75

) : (Q1
i
1
R = (n + 1) = (10 + 1) = 2.75 :
4
4
(20 < Q1 < 23) : ) ( 14 -3 :
l = 2, R = 2.75 , x(l ) = 20 .x(u ) = 23

Q1 = x(l ) + ( R l ) ( x(u ) x(l ) ) = 20 + 0.75(23 20) = 22.25

) ( Q2
i
2
R = (n + 1) = (10 + 1) = 5.5 :
4
4
(27 < Q2 < 29) : ) ( 14 -3 :
l = 5, R = 5.5 , x(l ) = 27 .x(u ) = 29

Q2 = x(l ) + ( R l ) ( x(u ) x(l ) ) = 27 + 0.5(29 27) = 28

Q3
i
3
R = (n + 1) = (10 + 1) = 8.25 :
4
4
(30 < Q3 < 32) : ) ( 14 -3 :
l = 8, R = 8.25 , x( l ) = 30 .x(u ) = 32

Q3 = x(l ) + ( R l ) ( x(u ) x(l ) ) = 30 + 0.25(32 30) = 30.5

25% 22.25 .
50% 28 .
75% 30.5 .

49

:
: ) (x 10

.
216 210 165 90 216
-1

-2

x :

) (a

)1000 (a

107

) (b

)1958 (b

291

105

) (c

) 195.8 (c

-3

50% :

-4

-5

) (a

) (a

)216 (a
-6

) (b

) (c

) (d

)1958 (b

)195.8 (c

)213 (d

)1958 (b

)195.8 (c

)347 (d

)1958 (b

) (b

)195.8 (c

) (c

)216 (d

) (d .

50

.
)216 (a

-10

) (b

) (c

) (d

) (a

-9

)216 (d

)213 (a

-8

) (d

)216 (a

-7

216

342

x:

y = 0.5 x

)216 (a

)1958 (b

)195.8 (c

)245.8 (d

)97.9 (b

)195.8 (c

)245.8 (d

50
: 50
.
19.5 22.5

16.5-

13.5 -

10.5 -

7.5

4.5

10

15

12

)( 20 -11
-11

)2 (b

)1 (a
-12

)16 (b
)14.5 (a

-13

)9 (a

-14

)8 (b

)0.20 (b

-15

-16

)225 (b
)225 (a

)13.5 (b

-17

:
)13.5 (a
)16.5- 19.5 (b
16.5

-18

:
)50 (a

)1.50 (d

)1 (c

)10 (b

)50 (c
)13.62 (c

)14 (c
17

)25 (c

)681 (d
)681 (d

)10.5 13.5 (d

)1 (d

.
)13.9 (a

)13.5 (b

)15 (c

)12.5 (d

:
)14 (a

-21

)10 (c

)3 (d

f fx

)8.33 (a

-20

) 15 (c

)13.5 (d

:
)0.30 (a

-19

)(c

)5 (d

)15 (b

)(c

13.5

)14.625 (d

20 19 16 .
) (a

) (b

) (c

) (d

51

: :
:

) ( 21 1 :

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21

)(b) (a

)(c

)(d

52

1/4

.
:
88

67

85

81

78

70

63

77

74

75

78

77

78

73

76

.


.

2/4

Dispersion Measurements

:
.

1/2/4

Rang

53

)(1-4
9
/ .
5.03

4.63

5.08

5.18

5.18

5.29

5.4

6.21

4.8

=
= 6.21

= 4.63

:
Rang=Max-Min=6.21-4.63 =1.58

1.58 / .

)(2-4
60 .
40-45

35-40

30-35

25-30

20-25

15-20

12

18

15

=
(40+45)/2=85/2=42.5 :

(15+20)/2=35/2=17.5 :

Rang = 42.5 17.5 = 25

25

-1
-2
.
-3 .
-2

54
.
.

2/2/4

)Quartile Deviation (Q

) (Q
.

Q 1 Q 3
:
=

) ( 3 -4
) ( 1 -4 .

6.21

5.4

5.29

5.18

5.18

5.08

5.03

4.8

4.63

Q 1

1
4

. (n + 1) = (9 + 1)(0.25) = 2.5

x(l ) = x(2) = 4.8 , x(u ) = x(3) = 5.03 , R = 2.5 l = 2 , R l = 0.5

,

) ) Q1 = x(l ) + (r l )( x(u ) x(l

= 4.8 + 0.5(5.03 4.8) = 4.915

) (Q 3

55
3
(n + 1) = (9 + 1)(0.75) = 7.5
4

x(l ) = x(7) = 5.29 , x(u ) = x(8) = 5.4 , R = 7.5 l = 7 , R l = 0.5

,

) ) Q3 = x(l ) + ( R l )( x(u) x(l

= 5.29 + 0.5(5.4 5.29) = 5.345

Q Q1 5.345 4.915
=
= 0.215
Q= 3
2
2

0.215 / .

) ( 4 -4
) ( 2 -4 .

:
.

) (Q 1

n(1/4)= 60(0.25)= 15

f = 15 , f1 = 12 , f 2 = 27 , A= 25 , L = 5
f f1
L
f 2 f1

Q1 = A +

= 25 + 15 12 ( 5 ) = 25 + 3 ( 5 ) = 26
15

) (Q 3

27 12

56
:
f = 45 , f1 = 45 , f 2 = 57 , A = 35 , L = 5
n(3/4)= 60(0.75)= 45

f f1
L
f 2 f1

Q3 = A +

)(0
= 35 + 45 45 (5 ) = 35 +
( 5) = 35

57 45

15

Q Q1 35 26
Q= 3
=
= 4.5
2
2

4.5 .

. .

3/2/4

)Mean Deviation (MD

x1, x2 ,..., xn ) x = x n

( ) (MD :

) ( 5 -4

:
4 5 2 10 7

) ( 4 -4
:

x
x = = 28 = 5.6
n
5

57

x 5.6

)(x x ) = (x 5.6

1.6
0.6
3.6
4.4
1.4
11.6

4 - 5.6 = -1.6
5 - 5.6 = -0.6
2 - 5.6 = -3.6
10 - 5.6 = 4.4
7 - 5.6 = 1.4
0

4
5
2
10
7
Sum

x x 11 .6
= MD
=
) ( = 2 .32
n
5

f x x

) ( 6 -4
40 .
14 17

11 14

8 - 11

5-8

2-5

10

13

) ( 5 -4
:

x x f

x x

7.2
33.6
15.6
18
38.4
112.8

7.2
4.2
1.2
1.8
4.8

x f

x
=x
n
= 10.7

428
40

3.5
52
123.5
125
124
428

3.5
6.5
9.5
12.5
15.5

1
8
13
10
8
40

2-5
5-8
8-11
11-14
14-17
sum

58

x x f 112 . 8
=
= 2 . 82
n
40

= MD

2.82 .

:
.
.

4/2/4

Variance

: ) ( 2

x1, x2 ,..., xN :

) 2 ( :

= x N :

) ( 7 -4
15
:
10

12

11

14

13

10

12

14

13

) .( 6 -4

1
x
N
(150) = 10

1
15

= )(5 + 13 + +7 + ... + 12 + 10

1
15

=
=

59

( x ) 2
:

( x ) 2 = 130

2 130
(
x

u
)

2
=
=
= 8.67
N
15
( x )2

)(x

25
9
9
16
4
1
16
4
0
9
16
16
1
4
0
130

5-10 = -5
3
-3
4
2
-1
-4
-2
0
3
4
-4
1
2
0
0

x
5
13
7
14
12
9
6
8
10
13
14
6
11
12
10
150

) ( 6 -4 :

( x ) 2

2
2
( x ) 2 = x 2 x +

= x2 2 x + 2
= x2 2 N 2 + N 2
= x2 N 2
:

x2 N 2 1

2
=
= x2 2
N
N

60
.

) (7 -4 x , x2 :

x2

x = 150 , x2 = 1630
1
1
x = (150) = 10
N
15

1
2
2
x
N
1
1630 10 2 = 108 .67 100 = 8 . 67
=
15
). ( 6 -4

= 2

25
169
49
196
144
81
36
64
100
169
196
36
121
144
100

5
13
7
14
12
9
6
8
10
13
14
6
11
12
10

1630

150

: ) ( s
2

n x1 , x2 ,..., xn

s2 :

x x = x n :

) ( 8 -4 .

61

) ( 8 -4
) ( 7 -4 5
.
9

10

13

) ( 8 -4 :
:

1
1
1
x = x = (8 + 13 + 10 + 5 + 9) = (45) = 9
n
5
5

(x x )2

45

10

13

-4

-1

) (x x

34

16

16

( x x )2

(x x )2 = 34

2
(
x

x
)

= s
=
n 1

34
34
=
= 8 .5
)( 5 1
4
8.5
.
2

) ( 8 -4

( x x) 2

62
2
2
( x x) 2 = x 2 xx + x

= x2 2 x x + x 2
= x2 2nx 2 + nx 2
= x2 nx 2

1
2
2
x nx

n 1

= s2

) ( 9 -4 :

:
45

10

13

439

81

25

100

169

64

x
x2

) ( 9 -4 :
x2 nx 2

1
n 1

1
2 1 (34 ) = 8 . 5
= 439 5 ( 9 )

5 1
4

= s2
=

) ( 10 -4 :
2
1
2 ( x)
x

n 1
n

1
= (439 405 ) = 1 (34 ) = 8 .5
4
4

= s2

1
( 45 ) 2
=
439
5 1
5

63

Standard Deviation

8.5 "
8.5 "

.
:

:
) ( 7 -4 ) (
) ( :

1
2
2
x
N
8 .67 = 2 . 94

1
= 1630 10 2
15

=
=

2.94 .

) ( 8 -4 s

1 2 ( x) 2
=s
x
n
n 1

1
(45) 2
1
1
439
405
439

=
(
)
(34) = 2.92
5 1
5
4
4

2.92 .

64

x )( xf n

) (n = f )

. (s

) ( 9 -4
) ( 6 -4
.

) ( 12 -4
. xf , x2 f :

n = f = 40
xf = 428
x2 f = 5008

x2 f

xf

12.25

3.5

3.5

2-5

338

52

6.5

5-8

9.5

13

8-11

1562.5

125

12.5

10

11-14

1922

124

15.5

14-17

5008

428

40

sum

123.5 1173.25

65

)2

( xf
x2 f
n

5008 4579 . 6

39

n 1

=s

( 428 ) 2
5008
40

10 . 984615

= 3 . 314

40 1

3.314
). (2.88

:
: :
a, a, a, ,a

x: a s x = 0 : s x

. x
:
) ( ) (

x1 , x2 ,..., xn a x
( y = x + a ) : x1 + a , x2 + a ,..., xn + a : :
: s y = sx

) ( 10 -4

0.5 5
. 1 , 1.75 , 2 , 1.25 , 2.5 :
-1 .
-2

-1 .

n=5
x = 8.5

x2

66
3.0625

1.75

1.5625

1.25

6.25

2.5

15.875

8.5

2
) 2 ( x
x

n
n 1
= 0 . 534

15 . 875 14 . 45

(8 .5 ) 2
5

= 3 . 314

15 . 875

5
10 . 984615

= sx
=
=

-2 .
0.5

y = x + 0.5 :

s y = s x = 0.534

0.534 .
:

x
y = a x : a :
. s y = a sx
4
50 100
2
.

y = 2x
s y = 2s x = 2( 4) = 8
8 .

: y = a x + b : y

67

s y = a s x :

100 y = 2 x + 5 :
y = 2x + 5
s y = 2s x = 2( 4) = 8

-1 .
-2 .
-3 .
.

68

1/5

) (







.

2/5

Skewness

1/2/5 " "Person

( 1 -5) :

" " .

69

) ( " " x Med S

:
) = ( ) ( = 0
.
) < ( ) ( > 0
.
) > ( ) ( < 0
.
)(1 -5

2/2/5 ""

100

15 ) ( v15
15% p ) (v p
:
:

)x(1) < x( 2) < ... < x( n

p
:

100
R ) ).( v15 = x( R

. R = (n + 1)

R ) (v p :

v p v100 p v50
20 80

70
:
)(2 -5

:
) (v80 ) (v50 ) (v20 ) (v50
.
) (v80 ) (v50 ) (v20 ) (v50
.
) (v80 ) (v50 ) (v20 ) (v50
.
.

v p < v50 < v100 p :

25
( v75 = Q ) 75 :
3

) ( 1 -5
8 122 .
58

74

91

80

78

52

85

-1 : " " .
-2 .

-1 " " .

66

) = Q1

( v25

71
) ( 2 -5 :
:

x = 584 , x2 = 43890
:

x2

x
x = = 584 = 73
n
8

2
x2 ( x)2 n
=s
= 43890 (584) 8
8 1
n 1

= 1258 = 179 .71428 = 13.406

7

:
(n+ 1)/2= (8+ 1)/2= 4.5 :
91
8

80 85
6
7
6.75

74
4

78
5
4.5

58 66
2
3
2.25

52
1

Med = 74 + 0.5(78 74) = 76

" "

= 0.67

)3(73 76
13.406

= ) s.c = 3( x Med
S

.
-2 .
) .( 5 -5
.
(n+ 1)/4= (8+ 1)(1/4)= 2.25 :

4356

66

7225

85

2704

52

6084

78

6400

80

8281

91

5476

74

3364

58

43890

584

72

Q1 = 58 + (2.25 2)(66 58) = 60

.
(n+ 1)/(3/4)= (8+ 1) (3/4)= 6.75 :

Q3 = 80 + (6.75 6)(85 80) = 83.75

) (

Med (Q2 ) = 76

) (Q3 Q2 ) (Q2 Q1 ) (83 .75 76 ) (76 60

= q
=
) (83 .75 60
) (Q3 Q1
.

3/5

8 .25
= 0 .35
23 .75

Kurtosis

) (K :

73

( x x) 4 n s

. 3
:
k=3 .
k>3 .
k<3 ) ( .
) ( 1 -5 :
584

58

74

80

91

x = 73
52

78

85

66

-15

18

-21

12

-7

1258

225

324

49

25

441

144

49

376246

50625

104976

2401

625

194481

20736

2401

x
)( x x
( x x) 2
( x x) 4

:
( x x ) 2
1258
=
= 13.406
n 1
7
1
1
( x x) 2 = (376246) = 47030.75

n
8

=s

47030.75
47030.75
=
= 1.456
4
)(13.406
)(32299.58

=K

4/5

1/4/5

Variation Coefficient

74




.

)( 2 -5


.

198

173

25

23

=x
=s

:
:
:

23 100 = 13.3%
v.c1 = s 100 = 173
x

25 100 = 12.8%
v.c2 = s 100 = 195
x

75
.

2/4/5

:

3/4/5

Standardized degree

x1 , x2 ,..., xn n x
s x
z :

) ( 3 -5
) ( 2 -5
178 180

198

173

25

23

=x
=s

76
180

178

) . ( 10 -5
) ( 178 Kg. :

= 0 . 22

178 173
23

x x
s

= z

) ( 180 Kg. :

= 0 . 75

180 198
25

x x
s

= z

178 0.22
180 0.75 .
.

4/4/5

x1 , x2 ,..., xn : x
s :
68% . x s
95% . x 2s
99% . x 3s

:
)(3 -5

5/4/4
" " :

(1 1 k 2 ) % . k > 1 x ks

75% x 2s

89% . x 3s

77

6/4/5 ""

Box Plot

" " Q 1

Q 3 ) ( Med
" " :
)(4 -5

" " :
-1 : Med Q 3 ,

Q 1 Med Q 1
Q 3 Med
Q 3 Q 1 . :
)(5 -5

-2 : Box

.
)(6 -5

-3 :

78
)*(
.
)(7 -5

:
:

Q = (Q 3 -Q1 )/2

) (LowLow = Q1 -3Q :

) (UppUPP = Q 3+ 3Q :

)(4-5

12:
2

11

10

18

10

:
-1 " "
-2 .

-1 " "
.
18

11

10

10

:
Max = 18

Min = 2

: Q 1
(n+ 1)(1/4)= (13/4)= 3.25

Q1Q1 = 5 + 0.25(6 5) = 5.25 :

: Med

79
(n+ 1)(1/2)= (13/2)= 6.5

Med Med = 7 + 0.5(8 7) = 7.5 :

: Q 3
(n+1)(3/4)=(13)(3/4)=9.75

Q3Q3 = 10 + 0.75(10 10) = 10 :

Q = (10 5.25) / 2 = 2.375 :

Low = Q1 3Q = 5.25 3(2.375) = 1.875

Upp = Q3 + 3Q = 10 + 3(2.375) = 17.125

" "

-2 :
: .
: 60% .
: .18
" " .

80

1/6

:
-1 .
-2 .
-3 .
-4 .
-5 .
-6 .
-7 .

)( y , x

:
)(1 -6

y , x

2/6

Simple Correlation

81


.

1/2/6

) ( r
r

:

-1 ) (r < 0
.

-2 ) (r > 0
.
-3 ) ( r = 0 .

) (1

) ( -1 < r < 1
:
)(2 -6

2/2/6 " "

)x

Pearson

( y ,

" " Pearson :

.

82
" " :

) : S xy = ( x x)( y y) (n 1 )x
)(n 1

)(n 1

) ( x x
) ( y y

(y

= : S x ) (x
= : S y ). ( y

)(1-6

1995 . 2002
2002

2001

2000

1999

1998

1997

1996

1995

217

240

214

233

289

297

313

305

747

719

699

635

607

662

603

592

) (x ( y)

)x

( y ) ( 2 -6 :

), x

.(y

x
y
x = = 2108 = 263.5 , y = = 5264 = 658
n
8
n
8

83

)y y ( y y) 2 ( x x)( y y

x x ( x x) 2

-66
-55
4
-51
-23
41
61
89
0

41.5
49.5
33.5
25.5
-30.5
-49.5
-23.5
-46.5
0

-2739
-2722.5
134
-1300.5
701.5
-2029.5
-1433.5
-4138.5
-13528

4356
3025
16
2601
529
1681
3721
7921
23850

1722.25
2450.25
1122.25
650.25
930.25
2450.25
552.25
2162.25
12040

592
603
662
607
635
699
719
747
5264

305
313
297
289
233
214
240
217
2108

( x x) 2 = 12040 , ( y y) 2 = 23850
( x x)( y y) = 13528

13528
) ( x x)( y y
=
12040 23850
( x x) 2 ( y y) 2

13528
13528
=
= 0.798
(109.727)(154.434) 16945.619

=r
=

:
) ( 2 -6
) ( 2 -6
:

:
:

x = 2108 , y = 5264
xy = 1373536

y2
350464
363609
438244

x2
93025
97969
88209

xy
180560
188739
196614

592
603
662

305
313
297

84
368449
403225
488601
516961
558009
3487562

x2 = 567498
y2 = 3487562

83521
54289
45796
57600
47089
567498

175423
147955
149586
172560
162099
1373536

607
635
699
719
747
5264

289
233
214
240
217
2108

:
) ( 3 -6
:

x y
n

xy

( x) 2
( y) 2
2
y

n
n

)(2108)(5264
8

x2

1373536

2
2

) 567498 ( 2108) 3487562 (5264

8
8

13528
13528
=
= 0.798
(12040)(23850) 16945.619

=r

3/2/6 )(

Spearman

""
" "
Spearman :

x y

d
. d = Rx Ry :
) ( 2 -6

10 :

85

+
+

:
-1 .
-2

-1 x y

) ( 4 -6 :

2
d :

d 2 = 44.5
:

d2

1
2.5
2
1
2
2.5
-2
1
-4
-1

10

7.5

8
8
2
5
3
5
8
5

10
9
4
7.5
1
6
4
4

6.25

6 d 2

)n(n 2 1

r = 1

)6(44.5
267
= 1
2
990
)10(10 1
= 1 0.2697 = 0.7303
= 1

4
1
1
6.25
4
1
16
1
44.5

+
+
+

+
+

-2 :

r = 0.703

-: " "

) ( 1 -5 ) : = 148 :

86
(

3/6

Simple Regression

:
.
.
.
.

.

1/3/6



:

:
: y ) (
: x ) (
: 0 y

x x = 0

: 1 ) ( 0 + 1 x y x
: e y
= 0 + 1 x
y e = y ( 0 + 1 x) :
.

87

2/3/6
) ( 1 , 0 ) ( 5 -6

2
2
)) e = ( y ( 0 + 1 x

x y x
y = 0 + 1 x : " y
. x

) ( 3 -6

. 10
70
20

59
16

50
15

46
19

25
13

20
13

15
12

14
12

11
10

10
10

:
-1
-2 .
-3 .
-4 50

-5 ) . ( 1

88
-1 :

) ( .
-2 .

x y

) -6

( 6 :

x2

xy

x = 320
y = 140
xy = 5111
x2 = 14664

100
121
196
225
400
625
2116
2500
3481
4900

x
x = = 320 = 32
n
10
x
y = = 140 = 14
n
10

100
110
168
180
260
325
874
750
944
1400

10
10
12
12
13
13
19
15
16
20

10
11
14
15
20
25
46
50
59
70

5111 14664

140

320

) ( 6 -6 1 :

)n xy x y (10)(5111) (320)(140
= = 2 2
2
)n x ( x
)(10)(14664) (320
6310
= 0.1426
44240

) ( 6 -6 0 :

= y 1 x = 14 (0.1426)(32) = 9.4368
:

89

y = 9.44 + 0.143x
-3 :

: 0 = 9.44
9.44 .

: 1 = 0.143
0.143 143 .

-4 x = 50

y = 9.44 + 0.143(50) = 16.59

:

ex=50 = yx=50 y x=50 = 15 16.59 = 1.59

-5 .
.
10
10.87

50
16.59

x
y

90

Probabilities and its Applications

1/7

" "

.



.

2/7

Randomized Experiment

" : " H " " T
:

} {H , T

Sample Space

S
) n(S :
-1 S:{H , T } :
. n( S ) = 2 :

91
-2 ) (
:

n( S) = 4
-3
S:{1, 2, 3, 4, 5, 6} : . n( S ) = 6 :
-4

:

} S:{H, TH, TTH, TTTH,. . n(S ) = :

-5 ) (red
) (blue ) (green :

) n( S ) = (10 9) = 90 : (.

-6
.........

Event

] [,C ,B ,A :
-1

: Simple Event
.

92
-2

: Component Event
.
) ..., n( B) , n( A .

A
B
} S:{HH, HT, TH, TT A
} A:{HH n(A)=1 B
} B:{HT, TH, HH n(B)=3 .

) (

Union

B , A

) ( A B A or B " "
Ven. Diagram :
) ( 1 -7

A
3 B :

} B:{1,3,5}, A:{3,6}, S:{1,2,3,4,5,6 B , A :

} (A B): {1,3,5,6 Ven :

) (

}(A B): {1,3,5,6

Intersection

B , A

" " :

)( A B

)(A and B

93
) ( 2 -7

}(A B): {3

Mutually Exclusive evens

B, A

A B = " " :
) ( 3 -7

( A B) =

Compliment Event

A
A A
:

A A = S , A A = :

) ( 4 -7

) ( 1 -7

A .
B .
C .
:

94
: -1

AB , AC , BC , ABC
: -2

AB , AC , BC , ABC
B -3

n( S ) = 8
:
A: {HHT,HTH,THH}, B: {HTT,THT,TTH}, C: {HHH,HHT,HTH,HTT}
n( A) = 3
n( B) = 3
n( C ) = 4

: -1

( A B) : {HHT, HTH , THH , HTT, THT, TTH } , n( A B) = 6

( A C ) : {HHT, HTH , THH , HHH, HTT} , n( A C ) = 5
(B C ) : {HHH, HHT, HTH, HTT, THT, TTH} , n( B C ) = 6
( A B C ) : {HHH, HHT, HTH , HTT, THT, TTH , THH}, n( A B C ) = 7
: -2

( A B) : , n( A B) = 0
( A C ) : {HHT , HTH } , n( A C ) = 2
(B C ) : {HTT} , n( B C ) = 1
( A B C ) : , n( A B C ) = 0

(B ) : {HHH , HHT , HTH , THH , TTT} n( B ) = 5

: B -3

3/7

95



A ) P (A
:

: Empirical probability

n : ) ( : f(A)
A
500
:
SUM

500

240

260

)(F a ce

H ) ( 1 -7
:

f ( H ) 260
=
= 0.52
n
500

= ) P (H

: Theoretical Probability

n (S) : n (A)
A S: {H, T} :

n (S) =(2) 1 = 2 : A
} A: {H A n( A) = 1 :

96
A :

n ( A) 1
= = 0 .5
n(S ) 2

= )P ( A

n :

) (0.5 .

) ) (1 n( S

} S:{1,2,3,4,5,6 ) (1/6
n (S) =6 2 =36 : :
6
)(1,6
)(2,6
)(3,6
)(4,6
)(5,6
)(6,6

5
)(1,5
)(2,5
)(3,5
)(4,5
)(5,5
)(6,5

4
)(1,4
)(2,4
)(3,4
)(4,4
)(5,4
)(6,4

3
)(1,3
)(2,3
)(3,3
)(4,3
)(5,3
)(6,3

2
)(1,2
)(2,2
)(3,2
)(4,2
)(5,2
)(6,2

1
)(1,1
)(2,1
)(3,1
)(4,1
)(5,1
)(6,1

1
2
3
4
5
6

). (1/36

) (R
) (W 3/5

:

2/5

97

) (1 4 .

4/7

Probability Laws

Addition Law

B , A ) P(AB :

)n( A B
) n( S
)n( A) + n( B) n( A B
=
) n( S
)n( A) n( B) n( A B
=
+

) n( S ) n ( S
) n( S
)= P ( A) + P ( B) P ( A B

= )P ( A B

C , B , A ) P ( A B C :

98

) ( 2 -7
:
-1 .
-2 . 10
-3 . 10
-4 7 . 10

:
6
)(1,6
)(2,6
)(3,6
)(4,6
)(5,6
)(6,6

5
)(1,5
)(2,5
)(3,5
)(4,5
)(5,5
)(6,5

S
3
4
)(1,3) (1,4
)(2,3) (2,4
)(3,3) (3,4
)(4,3) (4,4
)(5,3) (5,4
)(6,3) (6,4
n (S) = 36

2
)(1,2
)(2,2
)(3,2
)(4,2
)(5,2
)(6,2

1
)(1,1
)(2,1
)(3,1
)(4,1
)(5,1
)(6,1

1
2
3
4
5
6

-1 A :
A: {(1,1) (2,2) (3,3) (4,4) (5,5) (6.6)}, n (A)= 6

n( A) 6 1
=
=
n( S) 36 6

= )P ( A

-2 B 10 :
B: {(4,6) (5,5) (6,4)}, n (B) = 3

n( B) 3 1
=
=
n( S ) 36 12

= )P ( B

-3 ) (or 10 ) -7
( 3 :
P (B) = 1
12

P ( A) = 1
6

) ( A B 10 :

99

( A B) : {(5,5)} , n( A B) = 1
n( A B) 1
= )P ( A B
=
36

) n( S

) P ( A B ) = P ( A) + P ( B ) P ( A B
1
1
1
8
2
+

=
=
6 12 36 36 9

-4 C 7 B
10 :

})B: {(4,6) (5,5) (6,4)} , C: {(1,6) (2,5) (3,4) (4,3) (5,2) (6,1
n (B) = 3
n (C) = 6

P ( B ) = 3 36
P ( C ) = 6 36

C, B ) ( 5 -7
:
3
6
+
36 36

= ) P ( B C ) = P ( B) + P (C
9
1
=
36 4

Conditional probability

.

:

) p( A | B " A

" B " A " B

B A :

100
) ( 7 -7 ) ( 6 -7
:

) ( 3 -7
100
:

Sum
30
35
35
100

10
10
13
33

15
8
12
35

5
17
10
32

Sum

:
-1 .
-2 .
-3 .
-4 .

: A B :
Sum

A3

A2

A1

30

10

15

B1

35

10

17

35

13

10

12

B2
B3

100

33

32

35

Sum

:
. A B

101
-1 .

f ( B1 A2 ) 5
=
= 0.05
n
100

= ) P ( B1 A2

-2 .
) P ( A1 B2 ) = p( A1 ) + P ( B2 ) P ( A1 B2
35
35
8
62
=
+

=
= 0.62
100 100 100 100

-3 .

:
) P ( B2 B3 ) = p ( B2 ) + P ( B3

35
35
70
+
=
= 0.70
100 100 100

-4
" A3
B2 :
10

p( A3 B2 ) 100 10
=
= ) p( A3 | B2
=
) p ( B2
35 35

100

:

. (C , B , A) :
A
B
C

36
60
54
150

24
63
33
120

-1 B
-2

-3 C
-4 A

-5 A

60
123
87
270

102

Probability Multiplying Law

B , A

) P ( A B :

) ( 4 -7

60%

70%
80% :
-1
-2
-3
-4

} : ) (A1 ) { (A2
} : ) (B1 ) { (B2

:
-1 :

P ( A1 ) = 0.6

103
-2 :
P (B1 A1 ) = 0.7

-3
) (B1 and A1 ) ( 8 -7 :
) P ( A1 B1 ) = P ( A1 ) P (B1 A1

= (0.6 )(0.7 ) = 0.42

-4 :
) P ( A2 B1 ) = P ( A2 ) P (B1 A2
= (0.4)(0.8) = 0.32

Independent Events

B , A
) P ( A B :

B , A .

) ( 5 -7

60% 75%

50% :
-1
-2
-3

:
A " " B "
" :
P ( A) = 0.6 , P ( B) = 0.75 , P ( A B) = 0.5

:
-1 :
)P ( A B) = P ( A) + P ( B) P ( A B

= (0.6 ) + (0.75) 0.5 = 0.85

104
-2 :
P ( B ) = 1 P ( B) = 1 0.75 = 0.25

-3 ) -7
(9
P ( A) P ( B) = (0.6)(0.75) = 0.45

P ( A B) = 0.5

P ( A B) P ( A) P ( B) : ) (A
). (B

) ( 6 -7

B , A

P( B) = 0.5 , P ( A) = 0.6

). P ( A B

B, A :
)P ( A B) = P ( A) P ( B
= (0.6)(0.5) = 0.3

) P ( A B:
)P ( A B) = P ( A) + P ( B) P ( A B
= 0.6 + 0.5 0.3 = 0.8

105

Random Variables and Probability Distributions

1/8

2/8

: Random Variable

:
-1 Discrete Random Variables
-2 ) ( Continuous Random Variables

3/8

X, Y, Z,.
x, y, z, :
-1 . X: {x= 0,1,2,3,4} X
-2 10 . Y: {y= 0,1,2,3,.} Y
-3 .
-4 200 .
-5 .
.....

1 /3 /8


.
X X : {x = x1 , x2 ,..., xn }

106
) P ( X = xi ) = f ( xi xi
X
} X : {x = x1 , x2 ,..., xn
) P ( X = xi ) = f ( xi :
)(1 -8

) f ( xi :

)(1 -8

0.60

0.40 :
-1 .
-2 X :
. X
.
.

)P ( X 1.5) P ( X = 1.5) P ( X 1) P ( X = 1

:
:

107

:
x= 0 ) (
x= 1 ) (
) (
x= 2 ) (
X: {x= 0,1,2} :
X :

) f ( xi

xi

0.16
0.48
0.36
1

0
1
2

): f(x

:
) P ( X x

108
) F (x :

) f ( xi

) F ( xi
F (0) = P ( X 0) = 0.16

0.16

F (1) = P ( X 1) = 0.16 + 0.48 = 0.64

0.48

F (2) = P ( X 2) = 0.64 + 0.36 = 1.00

0.36

xi

P ( X 1.5) P ( X = 1.5) P ( X 1) P ( X = 1) -:
P ( X = 1) = f (1) = 0.48
P ( X 1) = F (1) = 0.64
P ( X = 1.5) = f (1.5) = 0
P ( X 1.5) = F (1.5) = F (1) = 0.64

.
-: 0.50 M :
P ( X M ) = F ( M ) = 0.50 ) (1,0
:
) F ( xi

xi

0.16

F ( M ) = 0.50

:
:

0.5 0.16
(1 0) = 0.71
0.64 0.16

M
0.64

1.00

M = 0+

= Mode xi .
:

Mode = 1 . f (1) = 0.48 :

109

2 /3 /8

- ) ( :

- ) 2 ( :

)(2-8

:
- :
- .
- :

- :

) ( 4 -8 ) ( 3 -8
:

) f ( xi

2
i

xi f ( xi ) , :

) xi2 f ( xi

) xi f ( xi

) f ( xi

xi

0
0.48
1.44
1.92

0
0.48
0.72
1.20

0.16
0.48
0.36
1

0
1
2

= xi f ( xi ) = 1.20

- :
2 = xi2 f ( xi ) 2 = 1.92 (1.20) 2 = 0.48

= 2 = 0.48 = 0.693

- :

110

0.693
= 100
100 = 57.7
1.2

= C.V

-:

}X : {x = 0,1,2,3,4,5

0.02

0.05

0.25 0.23

0.15 0.30

) x (

)f (x

:
-1 ) (
-2 .
-3 ) F (x :
-
- 3
- 500
3
-4 .

4/8

) f (x

.

.

1 /4/8

The Binomial Distribution

:
) : (
)
(
) (
) (

111
) (.

n :

" " p

" " q = 1 p

X " " n

X :
} X : {x = 0,1,2,..., n ) P ( X = x) = f ( x :

) ( nx

x n :

7 = 7 6 5 = 35 = 7
3 3 2 1
4
7 = 7 = 1
0 7

) ( 3 -8

0.60 5 . X
) ( .
:
-
- ) f (x .
- :
3

2
- .

112

- .

- X :
}: X : {x = 0,1,2,3,4,5
- :

n =5

q = 1 p = 0.40 p = 0.60
f ( x) = nx ( p ) x (q ) n x

)(

= 5x (0.6) x (0.4) 5 x , x = 0,1, 2,3, 4,5

- :

3 P ( x = 3) = f (3) :

P ( x 1) :

)(

5 4 3
= f (3) = 53 (0.6) 3 (0.4) 53
0.216 0.16 = 10 0.03456
3 2 1
= 0.3456

)P ( x 1) = f (1) + f (2) + f (3) + f (4) + f (5) = 1 f (0

) ([

= 1 50 (0.6) 0 (0.4) 5 = 1 1 1 0.01024 = 0.98976

2 : P ( x 2) :
)P ( x 2) = f (2) + f (1) + f (0

)(

)(

)(

= 52 (0.6) 2 (0.4) 3 + 15 (0.6)1 (0.4) 4 + 50 (0.6) 0 (0.4) 5

5 4
5
=
(0.36)(0.064) + (0.6)(0.0256) + 1(1)(0.01024
2 1
1
= 0.2304 + 0.0768 + 0.01024 = 0.31744

- :
) ( )-8
( 3 :

:
= np = 5(0.60) = 3

) ( 4 -8

113
:

2 = npq
= 5(0.60)(0.40) = 1.2

= npq
= 1.2 = 1.095

1.095
= 100
100 = 36.5%
3

= V.C

- :
p :

p = 0.5

p < 0.5

p > 0.5

p = 0.6 > 0.5 .

2 /4/8

Poisson Distribution

X : {x = 0,1,2,...} .

X : {x = 0,1,2,...} .

10 X : {x = 0,1,2,...} .

X : {x = 0,1,2,...} .

X : {x = 0,1,2,...} .

X : {x = 0,1,2,...} .

X X:
} X : {x = 0,1,2,...

114
) P ( X = x) = f ( x x
:

e e = 2.718 :
:

e 1.5
! x " " x x!= x( x 1)( x 2)...3 2 1 :

) ( 4 -8

3 X
.

:
-
- ) f (x .
- :


3
- .
- .

:
- X
: X : {x = 0,1,2,3,...} :
- :
= 3 :
:

115

, x = 0,1, 2,...

e x
= )f ( x
!x
e 3 3 x
=

!x

- :

f(2)

)e 3 32 0.0498(9
=
= 0.22404
!2
2 1

= )f (2

P ( X 1) = f (1) + f (2) + ....

e 3 30 0.0498
=
= 1 0.0498 = 0.9502
!0
1

= 1 f (0) = 1

3 :

)P ( X 3) = f (3) + f (2) + f (1) + f (0

e 3 33 e 3 32 e 3 31 e 3 30 0.0498
+
+
+
!3
!2
!1
!0
1

27 9 3 1
= 0.0498 + + + = 0.0498(13) = 0.6474
6 2 1 1

- :
) ( :
=3

:
:

2 = =3

= = 3 = 1.732

:

1.732
= 100
100 = 57.7%
3

- :
.

= V.C

116

5/8

Continuous Random Variables

X ) (a,b
{ X = x : a < x < b} : X
) (a,b :

{ X = x : 10 < x < 40} :

}{ X = x : 1000 < x < 15000

{ X = x : 1 < x < 5}

){ X = x : 55 < x < 80} (40-30

1 /5 /8

Continuous Probability

:
)(1 -8

117

Probability Distribution
) f(x

) Function(p.d.f X = {x : a x b} :
:

) f (x :
-1 ) f (x ) (a,b x (a , b) f ( x) 0 :

-2 a b
:

x = a x = b
). (a , b
-3 ) (d,c
) p(c < x < d x = c x = d
:

118

-4 ) p( x = value :

:
)(2 -8

(a + bx) n +1
)b ( n +1

e dx = e
1
(a +bx) dx = log

)( a + bx

integration

) e ( a + bx

n
= (a + bx) dx
1
b

) ( a + bx

1
b

xn +1

and

n +1

n
= x dx

e dx = e
1
) x dx = log ( x
x

and
and

)(1
)(2
)(3

gamma

( n + 1) = xn e xdx = n!= n(n 1)(n 2)...3 2 1

Incomplete
gamma

a
n

ai
I(n + 1) = xne xdx = n!1 e a
i = 0 i!

)(5

= B(m + 1, n + 1) = xn (1 x) m dx

)(6

)(4

Beta

!m!n
!)(m + n + 1

) ( 5 -8

:
cx(10 x) , 0 < x < 10
0 otherwise

:
-1 c

{ = )f ( x

119
-2 ) (8,5 .
-3 600 3

-1 c

x=b

f ( x) dx = 1

x=a

10

x2 x3
x= 0cx(10 x) dx = c x= 0(10 x x ) dx = c 10 2 3
0

x =10

x =10

10

x3
(1000)

= c 5 x2 = c (5(100)
) 0
3 0
3

500
c =1
=
3
c = 3 500 = 0.006

-2 ) (8,5 .
8

x =8

x3
p(5 < x < 8) = 0.006 x(10 x) dx = 0.0065 x2
3 5

x= 5

83
53
])= 0.006 5(8) 2 5(5) 2 = 0.006[(149.3333) (83.3333
3
3

= 0.006(66) = 0.396
-3 600 3

:
)number of family = 600 p ( x < 3
3

= 600 0.006 x(10 x)dx

0

x3
= 3.6 5 x2 = 3.6[45 9] 0 = 129.6 130
3 0

130 .

2 /5 /8

120
) f (x a < x < b x
) h(x :

) ( 5 -8

-1
10

10

= E ( x) = xf ( x)dx = x(0.006 x(10 x) ) = 0.006 (10 x2 x3 )dx

0

10

x
10000 10000

= 0.00610 = 0.006
(0 )
4 0
4
3

3
1
= 60 = 5
12
4

5 .
-2
2 = E ( x 2 ) u 2 = E ( x 2 ) (5) 2
b

10

E ( x ) = x f ( x) dx = 0.006 (10 x3 x4 )dx

2

10

x4 x5
100000 100000
= 0.00610 = 0.006

0
5
4
4 5 0
1
= 600 = 30
20

2 = 30 25 = 5 :
= var iance = 5 = 2.236

121
-3

2.236
= 100
100 = 44.72%
5

= C.V

(C.D.F) Cumulative Distribution Function

) (C.D.F)= F(x :

) ( 5 -8

) ( 5 -8 C.D.F

5 .

C.D.F
x

F ( x) = f ( x) dx
x

x3

3 0

0
x

x2
= 0.006 x(10 x)dx = 0.00610
2
0

x3
= 0.0065 x2
3

) F (5) = p ( x 5 :

x = 5 ) F(x
:

122
= )F (5) = P ( x 5
2 x3
125

= 0.0065 x = 0.006 125

3
3

250
= 0.006
= 0.5
3
50% 5 .

F ( x) 0 -1

F ( a ) = 0 -2

F (b) = 1 -3

p( x x) = 1 F ( x) -4

f ( x) = dF ( x) dx -5

6/8
Continuous Probability Distributions

1 /6 /8

Uniform distribution

p.d.f

x Uniform a < x < b

:

123

) (b, a )x ~ U (a , b

2 :
(b a ) 2
a +b
= , 2
12
2

= ) = E ( x

C.D.F

) F ( x

) ( 6 -8

1500

. :
.

:
x 0 < x < 12
:
1
1
=
, 0 < x < 12
12 0 12

= )f ( x

.
Q
:
70
) = 625 Ton
12 0

Q p( x > 7) = Q (1 F (7)) = 1500(1

124

2 /6 /8

Negative Exponential distribution

p.d.f

x < 0 < x

) (

2 :

1
2

= = E ( x) = 1 , 2

C.D.F

) F ( x

F ( x) = p ( X x) = f ( x)dx = 1 ex
0

) ( 7 -8

.
.
.

125
x
< 0 < x 1 = 2 ) ( ( = 0.5) :
:

< e0.5 x, 0 < x

f ( x) = 0.5

.
) = 0.3935

3 /6 /8

)0.5(1

p( x 1) = (1 e 0.5 x ) = (1 e

The Normal Distribution

p.d.f

x < < x

:
E (x) = :

var( x) = 2 :

x x ~ N ( , 2 ) : x

126
. 2

-2 2

-1

-3

) p( x1 < x < x2

) p( x1 < x < x2
:

) (
:
2

dx

1 x
2

x2

x2

1
= p( x1 < x < x2 ) = f ( x)dx
x1
x1 2

Transform
:
x
z=

z Standard Normal Variable

:

:
-1 E ( z) = 0 :

-2 var( z) = 1 :

127
z z ~ N (0,1) : x
) ( 0 ) . ( 1
-3 :

F ( z) = P ( Z < z) :
:

) p( x1 < x < x2 : z = ( x )
-1 ) ( x1, x2 :
. z1 = ( x1 ) , z2 = ( x2 )
-2 : p( x1 < x < x2 ) = p( z1 < z < z2 ) :

-3
)F ( z) = P ( Z < z

-4
:
P ( z < 1.57) -

P ( z < 2.33) -

P ( z > 1.96) -

128
)P (2.01 < z < 1.28

- ) P ( z < 1.57) = F (1.57

P ( z < 1.57) = F (1.57) = 0.9418 :

- ) P ( z < 2.33) = F (2.33

:
)P(z<-2.33

.08 .09

.07

.06

.05

.04

.03

.02

.01

.00

z
.
.
.
.
2.70
2.60

129
2.50
2.40
0.0099

2.30
.
.
.

P ( z < 2.33) = 0.0099 :

- ) P ( z > 1.96 :

:
)P ( z > 1.96) = 1 p( z < 1.96) = 1 F (1.96

1.96 :
p( z < 1.96) = 0.9750 :
P ( z > 1.96) = 1 0.9750 = 0.0250

- ) P (2.01 < z < 1.28 :

:
)P (2.01 < z < 1.28) = F (1.28) F (2.01

:
P (2.01 < z < 1.28) = 0.8997 0.0222 = 0.8775

) ( 8 -8

80

. 900 :
-1 .

130
-2 .
-3 60
-4 0.975

-1 .
x
:
-
:

E ( x) = = 80

- Var ( x) = 2 = 900 :

)x ~ N (80,900

-2

) (

2
1 x80
2
30
e
, < x < , = 22 / 7

1
= )f ( x
30 2

-3 60 P ( x 60) :

:
x

< P ( x < 60) = p z

60 80

< = P z
) = P ( z < 0.67 ) = F (0.67
30

P ( x < 60) = P ( z < 0.67 ) = 0.2514

-4 0.975 : ) (x
0.975 ) ( x1 :

131
x 80

P ( x < x1 ) = p z < 1
= 0.975
30

0.9750 1.9

.06 z = 1.96 :
x1 80
, Then x1 = 30(1.96) + 80 = 138.8
30
138.8 .

= 1.96

132

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