Mathematics 3 PDF

‘hy Engineering Mathematics - III ese BELO A ¥ Cs 9 A a Fo) “> an Rd ‘54 LD CI rs Po 5 Soe eg? C_—_—ae ae = | UPTU EXCLUSIVE > S. B. Singh Peters emer - Manoj KumarKrishna's . Engineering Mathematics - III First Edition : 2009 This book or any part thereof may not be reproduced in any form without the written permission of the publishers and authors. I. S. B. N. : 81-8283-096-6 Book Code No. : 323-1 Price : Rs. 290.00 Only Published by : Satyendra Rastogi "Mitra" for KRISHNA Prakashan Media (P) Ltd. 11, Shivaji Road, Meerut - 250 001 (U.P) India. Phones : (0121) 2642946, 2644766 Fax : 0121-2645855 Website : www-krishnaprakashan.com E-mail : info@krishnaprakashan.com Chief Editor : Er. Sugam Rastogi Typesetting : Krishna Graphic Arts, Meerut (Sajid Khan) Printed at Vimal Offset Printers, Meerut (i)CONTENTS Unit-1 Function of Complex Variables ..... 1. Analytical Functions 2. Complex Integration 3. Power Series and Calculus of Residues .. . (1-176) Unit-2 Statistical Techniques................02. sesssccsseseeee (177-298) 4. Statistics .... .179 5. Curve Fitting 217 6. Correlation and Regression . 239 7. Probability Theory .. 275 Unit-3 Statistical Techniques-Il .. (299-558) Binomial Poisson and Normal Distr 9. Sampling theory .......... 10. Tests of Significations and its Applications 11.__Time Series and Forecasting 499 12. Statistical Quality Control .... Unit-4 Number Techniques-l................::cssssssessseseore (559-674) 13.__ Solutions of Algebraic and Transcendental Equation oo. 561 14. Final Differences and Interpolation ... 593 Unit-5 Numerical Techniques-II .. (675-774) 15. Solution of system of Linear Equation 16. Numerical differentiation and Integration . 701 17. Solution of differential Equation ..... Appendix A Errors in the Numerical Computations Appendix B Question Bank «++ (777-806) ++» (807-820) (iii)1. Functions of Complex Variab!e- Analytic Functions 2. Complex Integration 3. Power Series and Calculus of Residuesaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.10 Engineering Mathematics-IIl Since the limits are not equal, hence the functions is not differentiable at z=0. In fact this function is not differentiable anywhere. Theorem 1.1.1 The necessary; and sufficient conditions for the derivative of the function w=u (xy) + iv (%y) =f@) to exist for all values of z in a region R, are @ ae 7 ot oe : a are continuous functions of x and y in R ax’ ay’ ax’ dy ... Ou _ dv du__ av . @) S=2 SL_ je ju =y,u, ax dy'dy ox These relations are known as Cauchy-Reimann equations or briefly as C- R BY, equations. Proof : Condition is necessary. Let Au and Av be small increments of u and v corresponding to the increments Ax and Ay of x and y, so that Az = Ax +iAy. Now if f (z) possesses a unique derivative at P (z), we have f(z +Az)-f@) As = lim (ut Au) +i(v + Av) -(u+iv) As—0 As te i iy = lim (uz (1.1) A230 Oz Now Az > 0 in any manner; we first assume Az to be wholly real implying that Ay =Oand Az = Ax. Then, we have " du ,, Av)_du,.av (a) = ti (AY 4 AY) OH (12 f@) jim (At 12) ax ae Oe) Further, when Az is wholly imaginary, then A x =0 and Az =iAy. Then Au Av “(z)= I eon ee £@ ayo (a Gp) But the existence of f*(e) requires that (1.2) = (1.3) =» Equating real and imaginary parts from both sides, we get au _ ay Ou _ ax ay" ay These are the necessary conditions for the existence of the derivative of f(z) ie. C_R equations should be satisfied.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.14 Engineering Mathematics-IlI complex plane is called an entire function. For example polynomial of any degree is an entire function. Apoint at which an analytic function ceases to have a derivative is called a singular point of the function. Theorem 1.1.2 If u and v are real single-valued functions of x and y such that(du/&x), (du/dy), (@v/ax), (av/ay), are continuous throughout a region R, then the Cauchy-Riemann equations du _ ov a ou ov ox ay oy ox are both necessary and sufficient conditions for the function f(z) = u + iv to be analytic in R. For Proof Refer Theorem 1.1.1 Note : (i) The real and imaginary parts of the analytic function f(z) are called conjugate functions. (ii) If the function f(z) does not satisfy the C -R equations at a point, it is not differentiable and hence not analytic at that point. (iii) Analyticity implies diffrentiability but the converse is not always true. For example f (2) =z? is differentiable at s = 0 but nowhere else. Therefore, this function is differentiable at z=0 but not analytic anywhere. (iv) A function f (z) is analytic at z=, if the function f (1/z) is analytic at z=0. (v) . If two functions f(z) and g(z) are analytic in a domain D, then their sum, difference, product are also analytic in domain D. (vi) If two functions f(z) and g(z) are analytic in domain D, then f (z)/g(z) is also analytic provided g (z) does not vanish at any point in D. Ex. 8 : Show that the function e* (cos y+ sin y) is analytic and find its derivative. Sol : Let e* (cosy + isin y) =f (2) = utiv. So, here u = e* cosy, v = e* siny, then Oe ge cosy, —=e™ siny, ax ou -e* siny, a =e* cosy ay yy du_ov du__w Here we see that — =, — =-— , that is, Cauchy-Riemann conditions are ax ay’ dy ax’ © satisfied and u,v along with their partial derivatives.are continuous. Hence the function f (z) = e* (cos y+i sin y) is analytic. We have Fe) = iB =e cosy vie? siny ox =e (cosy + isiny) = e*eY = et I= e*aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Sol : Let w =f (2) = ut iv = x2+Cyy? — xy +i(C, x2 -y?+2.xy) Equating real and imaginary parts, we have u =x?+C,y?- xy and v= Cyx?’—y2+2xy a ov ou se ia eee =2C,x+2y, ane av and & = -2y+2x ay Now C-R equations are : ‘Qu _ av f-f = 2x- dy = -2y + 2x GD ax ay du__a ay oe = 2C)y - 2x = -2C,x- 2y «+. (2) Then from (2), equating the coefficients of x and y, we get 2C\=-2 C,=-1 and -2 =-2C, + C,=1 ou ov = <= 2x-2y, S = Wty. 2 wa ay. dw du |, av The ae = otis en, f@ + = (2x- 2y) +i(2x + 2y) = 2x tix +-y +] = 2[x(1+i) +i(y +iy)] = 2[(x + iy) +i(x+ yi)]}. = Axtiy)(1+i) = WW +i)z Ex.13 : Find the point where the Cauchy-Riemann equations are satisfied for the function f (2) = xy? + ix¢y. Where does f’ (z) exist? Where is f (2) analytic? Sol : We have w = f (2) =x? + ixy=utiv au 52,2" any, 2 oy, 2? => eR Dy, x 2s x Now w=f (z) is an analytic function, if it satisfies C-R equations, i.e.when du_ av, 2_ 52 Se ay POY x ws (LD) and =~ ie Day =-2xy or 4xy=0 wwe (1.2) Solving these, we get x = y = 0. Thus, at origin C-R equations are satisfied, f '(z) exists at origin only and nowhere else. Hence f (z) is analytic at origin only. Ex.14: Show that the function =| = |is not analytic anywhere. 2 Sol : w=2| 2 |= f(z) =u+iv, where z=x+iy and] 2 |= Jx? +y?aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.2 Engineering Mathematics-IIl aM _ ON Thus oh ay ax This implies that equation (1.1) satisfies the condition of exact differential equation and hence it can be integrated so as to obtain v. Method 2 : Milne—Thomson's Method Milne's-Thomson method is an elegant method to obtain function f (z) directly when one of the conjugate function's is given. In this method if one of the conjugate functions say u(x, y) is given then we don't have to find v(x, y) as done in method(1). aes -(2)\-= 3-3) and y=(Z)e 2) fle) =ulxy) +ivesy)= + ae vf Beal We know 2 2i 2i . (1) This relation can be regarded asa formal identity in two independent variables z and z. Putting = z, we get f(@) =u G0) + iv (z, 0). Again w=f(2)=utiv = pce) =o 2 _ Ou, 2 _ dw dz ax dx dx ox ay (by C-R equations) Hence, if we write m = 6, (ey) and 2 = », (x,y), we have oy = f'@)= 4 AY) -ib2(% y) = $1 2,0) - iba (2,0) ar (:Z=25x=2, y=0) Integrating with respect to z, we have f(z) = If, (2,0) —i62(z,0) lds +C, where Cis an arbitrary constant (1.2) Thus function f (z) is constructed when u (x, y) is given. Similarly if v (x, y) is given, it can be shown that F@)= lt, 0) +iy,@, Olde +c, where wice= > and vitoy)= 2 «- (1.3) Procedure : Step (1) (a) If u(x, y) is given, take f' (z) = u,— iw,aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.36 Engineering Mathematics-Ill analytic function of the complex variable z=x-+iy. Express » +i‘¥ as a function of z. Objective Type Questions Multiple Choice Questions Tick the correct answer : 1. AnannulusC, <|z-a| ~,t -> 0. 5. (i) Continuous everywhere except where the denominatorz? - 1 = 0 orz = +1. 6. (i) Function is not continuous at z = 0. (ii) Continuous. 8. Nowhere differentiable. 9. nz, #2) is continuous everywhere. 14, (i) and (ii) non-analytic. 16. C-R equations satisfied, f' (0) does not exist, f (z) is not analytic at the origin although C-R equations satisfied there. 18. ¢ =-1, G=2,c3=-1, G=2. 19. f@ = F(z)is analytic for all values of z, except z=1. a=»? 20. (i) whenz = +1 ii) p = &. 21. v=e*siny+c, f(z)=e* +d, whered=ic. 22. v=3x2y-y3 40, f(z)=23 tic. 23. v = 3x"y -6xy +3y-y3 4c 24, () u=— >, -sinhxsiny +6, w= 7% sicoshe+e xeay leaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.44 Engineering Mathematics-III 3. Multiple point : If the equation (A) or say the equation (2.1) and (2.2) are satisfied by more than one value of t in the given range, then the point z [or say the point (x, y)] is called a multiple point of the arc. 4, Jordan are : A continuous arc without multiple points is called Jordan arc. Thus for a point z on a Jordan arc, z as expressed in equation (A) is one valued and o(t), Y(t) are continuous; in addition if ' (t) and '(t) are also continuous in the range a < t < B, then the arc is called a regular arc of a Jordan curve. Contour : By contour we mean a Jordan curve consisting of continuous chain of a finite number of regular arcs. IfA be the starting point of the first arc and B the end point of the last arc, then integral along such a curve is written as J Ff(z)dz. AB Ifthe starting point A of the are coincides with the end point B of the last arc then the contour AB is said to be closed. The integral along such closed contour is written as J f@2dz, and is read as integral f(z) taken over the closed contour C. Although Cc J (f(z) dz does not indicate the direction along the curve, but it is conventional to c take the direction positive which is anticlockwise, unless indicated otherwise. 2.3 Connected Region Simple closed path. A simple closed path is a path that does not intersect or touch itself . Connected Region. A region is said to be connected region if any two points of the region D can be connected by a curve which lies entirely within the region. Simply-Connected. A connected region is said to be a simple-connected region if all the interior points of a closed curve C drawn in the region D are the points of the Doubly Connected ‘Triply Connected region D. See Fig 2.2(a). Fig. 2.1 Example : Interior of a circle, ellipse are simply-connected. Multi-Connected Region. If all the points of the area bounded by two or more closed curves drawn in the region D, are the points of the region D, then the region D is said to be multi-connected region. For example, let there be a number of closed curves C, C,, C,, C3....all drawn in a certain region D. In other words, we can say if all the points of the area lying between the closed curves C, Cy, Cy)... is interior to C and exterior to the other curves C,,C2,C3,C, are the points of the region D, then the region D is said multi-connected region. For example : An annulus. doubly-connected, triply-connected. See Fig. 2.1. the area whichaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.48 Engineering Mathematics-III Here the line integral is converted into ordinary integral by applying the property of the curve. Illustrative Examples Evaluation of integrals by definition (ab-initio) It is difficult to find the integrals of all the complex functions by the direct application of the definition of the integral of a complex function. However, we can find the integrals of some simple functions by direct definition. Ex.1: Evaluate { de. c Sol. Refer Figure 2.4. by the definition of complex integral, we have n J f@ = lim > fer). @ - 2a) we (2.1) Cc ny Here, f(z)=1.. f(e,) =1. Therefore, from (1), we have J d= lim SL, - 24) Cc neo = lim [(@ - 29) + 2 -%)+....+ Gn -Sn4) ne = lim (sn, -29]=b-a [Since 2g =a and 2, =b.] no Ex. 2+ Evaluate {| de | c Sol : By the definition of complex integral, we have n fied = lim ¥ fle) @ - 2, -D we (2) c rel Here, f(z) = 1, therefore f(e,) =1. Substituting fe) = 1,f (@) = Land replacing ds by| ds |, we have n dz|= lim ¥1. fy, - Il | ind fi-#r-| = lim [21-0] + 22-21 /+--tn na =I (length of the curve C between z) = a to z, = b) Ex. 3: Evaluate [z dz. ¢ Sol. By the definition of complex integral, we have nt Jf@)de = lim Y fle,).@, - 274) we (21) rope Staa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.52 Engineering Mathematics-II| J 2?dz = je ae] o- y? + 6).idy OLM 1 a]? 3 [| vifoy—%5-+-992] 3 0 3 0 Also the integral of 2? along the closed path OLMO is given by J x?de= f 22de= [Pde ff ode oLMo OM +Mo oLm mo J sds~ J 27dz oO OLM M -(6+3.)- (+2) =0. 3 3 [substituting from (2.2) and (2.4)] Ex.7: Using the definition of the integral of f (2) on a given path, evaluate 543i J ede. -2ti Sol. f (z)=z° is analytic for all finite values of z, so its integration, along a curve joining two fixed points will be the same, whatever be the path. Here, we have to integrate 23 between two point (-2, 1) and (5, 3). Let the path of integration joining these points be along the curve made up of : + (2.4) 1.A line parallel to the real axis from the point (-2, 1) to the point (5, 1). On this line z = x + i, dz = dx and x varies from -2 to 5. 2. Followed by a line parallel to the axis of imagineries from the point (5, 1) to the point (5, 3). On this line z = 5 + iy, dz = idy and y varies from 1 to 3. Thus 23dz = j (xi) race] (5 +i y)idy along the chosen path -2i -2 1 a]? fl a]? =|—(x+i) | +Lern | i 2 14 1 = HG +*- (241+ G+ ay*- G44 1 = [984i - 63 or: 7). Ex. & : Evaluate [ (2? +3z +2) dz where C is the arc of the cycloid c x=a(6+sin6), y=a (1- cos@) between the points (0, 0) and (na, 2a).aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.36 Engineering Mathematics-IIl 2.11 Cauchy's Integral Theorem or Cauchy's Theorem Iff (2) is an analytic function of sand f" (2) is continuous at each point within and ona closed contour ¢, then J f(z) dz =0. c Proof. Let D be the seeicn which consists of all points within and on the contour C. IPQ OB ut 2 are all continuous functions of x and y in the region D, then by Green's theorem aQ_aP J cnarsaay = ff(52 5 Jo dy. Since f (2) = u + iv is continuous on the simple curve C and f' (2) exists and is continuous in D, therefore, u, v, ux, Uy, Vx Vyare all continuous in D, The conditions of Green's theorem are thus satisfied. Hence J f@d =J (udx-y d)+ifo dx+u dy) c Cc c av 2) (3 | =- fff] +S|ex dy i Be lax dy : & a ff ax ay [By Green's theorem] “Leahey alae [By Cauchy-Riemann equations] Hence, Jf@ dz=0. c Remark. Goursat showed that for the truth of the theorem the assumption of the continuity of f' (z) is unnecessary and that Cauchy's theorem holds if and only if f (2) is analytic within and on C. 2.12 Extension of Cauchy's Theorem to Multi-Connected Region Theorem. If C is closed curve and C,, C,, C;,.....C,, are the other closed curves which lie inside C, and if function f (z) is analyticin the region between these curves, and continuous on C, then [yeas =| fede + i Sade + f f(z) der... q Gs where integral along each curve is taken in the anti-clockwise direction. Proof. Refer Fig. 2.2 (c) Connect the curves C,, C;, Cy C4y.each to the curve C by means of the narrow cuts AB, PQ, RS, UV respectively. In this way curve C is connected to C, by aline AB going from a point A on the curve Cto a point B on C, and by another line BA going from the point B on C,, to the point A on C, thus creating a narrowaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.60 Engineering Mathematics-III To __ Preven S22) + Verify Cauchy's integral theorem for the following problems. 1. 2 (32? +is - 4)dz, C is the square with vertices at 1+i, -1+i. c (> -iz? - 52+ 2i) ds, C is the circle |z| = 1. c cosz dz, C is the rectangle with vertices -2+ i, 2+i. c 44 dz,C is the unit circle. ¢ cosh eS oe +27 sinhz cE +1)(@ -2)(z + 3) dz,C is the unit circle. ds,C is|z-i cosh? 3z ¢ +4)? +9) (s+ 5} ems 3 4 z — around (i) the circle |z - 4 = 4 of dz, C is|z -1|=1. i) z - 1] = 5 (iii) square with vertices at 2 + 2i, ~ 2:ti. Evaluate the following using the extension of Cauchy's integral theorem for multiply connected domain. 10. 11. 12, 13. 14, ari fztde 1 3 J ods. -i/3 i J (22 +13 dz. oO Mi gg 9 @+2)3 1-2 J#cos@?) dz. oOaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.64 Engineering Mathematics-IIl Sol : Singularities are (g-1) (z-2) =0,or z=1,2=2. AY Both the points z = 1, 2 lie in the circle| 2 |= 3. . x Take f (z) = sin nz” + cos xz” and let the given integral be - denoted by I. Then 2 I= j f(z) 7 5 ¢ @-DG-2 a) jetert Now, 1 - Fig 217 @-D)@-2) [By partial fraction] z-1 By Cuachy’s integral formula sinnz? +cosnz fis j @-)DE-2) = 2n (AFC) + Bf(2)] Fig. 2.18 = 2ni [(-1){sin m+ cosm} + (1){sin 12? + cosn2?}] = i [-D(-1)+ 1] = 4ni Ex. 18: Evaluate f — where C is the circle| x |= 6 G27 +16 Sol : Given integrand has two singular points at z = + 4i, both of which lie within the circle| 2 | = 6. Readers note that this problem can be solved by the help of partial fractions, It can also be solved alternatively by the following way. Let the given integral is denoted by/. Both the singular points z = +4i lie within C :| z 6. Let us construct two circles C, and C, with the points z = +4i as centres in such a way so that they do not intersect each other and lie withing C. Now f(s) = A isanalytic in Fig. 2.19 2? +16 multiply connected domain in between C, C,, and C,. Using the extension of the Cauchy's integral theorem for multiply connected domain, we have =§ = ids co 2° +16aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.68. Engineering Mathematics-III = Gni| 2 ®, (6iy3| 54 Ex. 21: Braluatef dz, where C is the circle| z |= 2-5. z2(¢— -— Sol : Given integrand has singular points at z = 0 andz = t Both of these points lie within the circle | z|=25. Let us ey construct two circles C, and C, with centers 0 and 1 12\3 respectively in such a way so that they do not intersect each other and lie within C. Applying the extension of the Cuachy integral theorem for multiply connected domain, we have Fig. 2.22 I=$ pF Fo =52 ae »? dee “oF # fy? dest +'Ty, say: g 2 = 13 Taking f (2) = e” /(z-1)° for the evaluation of I, and f (z) = e* /z? for I, and applying Cauchy's integral formula for derivatives for n =1 and n=2 respectively, we have . é{ e* } ale (5 J 2ni| — thee reer een 3 21,2 E @-D Jeg 7! [ds? oJ] _ -m{e - et - 3 PE] + ad (=) (e-1° po «([@L OL 3 ie 2 a = tae EDT Be (Gober 3 2 z=] 2 =—8ni + 3nei =(-8 + 3e) ni. 52? +3¢41 2 Ex. 22: Iff(n) = —— dz, where Cis the circle x? + y? = 4, find the values z- of f(4), f'Q-d andj" (1-i). Sol : The given circle C is x?+ y? = 4, which can be written as| z | = 2. Point z = 4 lies outside the circle | z | = 2, hence for n= 4, 522743241 f= Therefore, 7 Cauchy's integral theorem, we have which is analytic everywhere in| z | = 2.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.72. Engineering Mathematics-Ill 14. Which of the following is true : | | (a) [ seree|=f | FG) || de | |] f@rdz|< J | f@)|| as] L iL ib PL \ ' | f f@de| | J [f@| |e]. L 1 1 15. If f (2) is analytic in a domain D, then (a) f™ (w) exist in D (b) f(z) does not exist in D (c) f™ (2) = Ofor all nin D (d) none of these. 16. IfLiscircle|z-a then j is: yB-a (a) 2ni (b) ni ()0 (d) -2ni. 17. IfLisa circle|z|=1,then [ Zdzis: L (a) ni (b) 2ni (c)0 (d) none of these. Fill in the Blanks 1. _Letf (2) be single-valued analytic function in a simply connected domain D if b a,beD, then f f(@)dz is... a 2. Complex line integrals can be represented in terms of two .... integrals. 3. Simply connectedness is 4, If Cis a semi-cirenlar are|z +, on path, .. for Cauchy's integral theorem. from - 1 to 1 above the real axis then [eae = a . UfCisa ckele|2 Iereanen{ i. State True/False 1. Let f (z) be analytic in a simply connected domain D. Then the integral J £@)dz depends upon path of integration. ¢ b 2. eras = eaaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.76 Engineering Mathematics-IH The form (3.1) can be represented to form (3.2) by substituting z = € + aso that Yan @-a)"= Yang". 3.1.2 Some tests for convergence of series Here we give some tests for examining convergence of series for reference purpose. (i) If Zupis convergent, then Lim u, = 0. noe Gi) Comparison Test : Xu, is absolutely convergent if| u, convergent. Gii) Cauchy Root test : Let Lim| un [4 =L neo in| and Zv, is The series Zu, is convergent (absolutely) or divergent according as I<1 or I>1 ‘This test fails if 1 = 1. (iv) The series 5 4 is convergent if p > 1 and divergent if p< 1. n Uns Un * (v) Theseries Zu, is convergent or divergent according as Lim | |1L ne 3.1.3 Region of convergence of power series Region of convergence of a power series is the set of all points z for which the series converges. Consider the power series Za, 2" = Lup (8), say Lu, is convergent, if Lim| un (Mea. [ By root test] 1/n Lim | ay 2” | ne Taking Lim | aq |!" = 4, we have me Bley or |z| R if the series is divergent. Now if we draw a circle of radius R with centre at origin (or at a), then (1) The power series Za,2"[or £ a, (z- a)" in case of centre a } is convergent for every z Within the circle.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Power Series and Calculus of Residues 83 Taylor'ssseries. This is, therefore, the circle of convergence. Ne =—2tl _=-4, 5. ow SO" GG 4 *y-4 [By Partial fraction method] oo ear -3f e (@-2)-1 " @-2)-2- 2 =4[1 +(e - 2)+(2- 2)? +(¢-2)?+...] 2 3 atl j-f22, ee eee, | [By binomial exp.] 2 4 8 =(4-2)4(4-5 ~2\e- 22 +(4- 2-23 ( 2) ( Je an(4 aye 2) (+ ag 234... 3 @-2422 2 4 59 _ a3 gtae ay+2 Zoe a + Be- 2%... Aliter. We have Zt+1 2+1 3 =—#t) py -__ 241 3 $@)- Ga 9G@~ 5" Ga n@-H 2 To make the differentiation easier let us convert the given fraction into partial fractions i.e., f@) = 5 4 5 rel = f'@)=—— - —,, » f' (= ——_, -— = = (2-3)? (¢-4)? f (2-3)? (2-4)? 4 -8 10 -8 10 _ 27 "(Q@)= + ——~ 80 f""(2) = —— + = ft (2-3)? (2-4) (2-38 (2-3)8 4 piney 24 30 og preg 2438027 @-3)4 @-4)4 “@-3" @-a* 8 Taylor series is 2 _ ea f(@) fore anoE Gl 1a BAO" prays sive z+l 3,4, nll, @- eat (an ae @- 2177, -@-3G-4 ad ay 2 4 3! «8 oo 2? Fae 2) 2 3. @ yi i ay (z- Note. Readers are advised to follow binomials expansion method rather then applying Taylor's (or Laurent's series to be discussed in next section) directly to obtain any of these expansions. Ex. 5 : Find the Taylor series expansion of a function of the complex variable 1 =————~ about the point z = 4 f@) Gone." out the point 2aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Power Series and Calculus of Residues 101 2. 9s > Expand each of the following function in Laurent's series about the given point. o=———. a=1 22 4(3i-1)2-3i) 2 af ani 2(z° + 32-10) ii) 22e’*, a=0 Find all Taylor's series and Laurent's series with centre z = a. @—a=i0< | 2-if<2 and |2-il>2 a +1 a Spent Je-]<1 and | s—1)>1 Gi D Ajas Q| z|<1 and | s[>1 nao! 5g O<| 2|<3 and |,2|>3 2° - 92 wm—“4,a21,|2-1p 0 Vv) ,a=1,|z-1)> @-* Find the Laurent's series of the function f(z) =1/ [22?~iz] about a = Owhich converges at z =i. Objective Type Questions Multiple Choice Questions Tick the correct answer : 1, The radius of convergence of the series }' nz" is 3. nel (ajo (b) @1 (d) none of these. For the series £ (1/n? )z?, the radius of convergence is : (a2 (b) 1 (3 (d) &. The radius of convergence of the series £2" 2"! is @1 (b) 2 (Oe (d) none of these. 4. The radius of convergence for the series alls n=0 (a1 (b) 0 (c) (d) none of these.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that 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unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.The Calculus of Residues [Contour Integration] im 4 iz co 5. By integrating a round a suitable contour, prove that J sinx Deduce the = 24. Hint : Consider the integral [ f(z)dz, where f(z) = —. z c Clearly f(z) is analytic for all finite values ofz except at ik 2z=0. Therefore we take the closed contour C, consisting of the positive quadrant Cp of a large circle |z|=R and the positive real and imaginary axis Ce oF x indented at z = 0. Let r be the radius of indentation. ®. R Since there are no singularities within the contour, Fig. 3.20 hence by residue theorem, we have J f(z)dz = 2nixR* =0 c a 6. Prove that fain x*dx= J cos x*dx ==, A 22 Hint : Consider the integral J f@ dz, where f(z) = ev, % c G Clearly f(z) is analytic for all finite values of 2. Take the contour C consisting of the are Cp of the large 5“F-g->—g—y circle |z|=R, of 0S@S 7/4 bounded by two radii OA Fig. 3.21 and OB as shown in fig 3.21, f (z) is analytic at all points within and on the contour C. Therefore, by residue theorem, we have [sei freods+ [seds+ ferds=2nizr* =0 0A CR BO iz 7. Integrating a along the boundary of the square defined by ata x=0, x=R, y =0, y =R, prove that ofs 2 a= [2a oar dx,a>0 of jE ac J- l+xaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Power Series and Calculus of Residues 175 Problem Set 3.7 I z LZ 2 43 3 ¢ 4. lq * 16 5 = x "16 6. 3 mi 3ni_ Sri t ™ g=e6,e6 ,¢ © lieinsidec. & §& 9 10. = . * 2e it ia nsin1 . if 2e? 13. 14, -ne?* 15. 16. 17, -Fe 8 2. 2sin2 4. Meromorphic functionaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.184 Engineering Mathematics-Il Gii) To calculate lower quartiles B16) -gn09 4° 4 Hence Q, lies in the class interval (10-20) N ~ 40.25 — 22 sip aioe Oe io. = Q pt a =10+ 182.5 104 4.8= 14.8 38 To calculate upper Quartile 3N _3x161 -= = 12075 4 4 = Qs lies in the class interval aoe) 3N_, Hence Qg =1+ 43 i=30+ wee 106 49 = 30+ we = 30+4.21= 34.21 4.3.3 Mode Mode is that value of the variable which occurs most frequently in a set of observations. In other words, mode of a frequency distribution is the value of the variable (x) corresponding to maximum frequency. Mode of a grouped frequency distribution is given by the following formula : fm = Sma 2fm ~ Sma ~ fm+1 where I = lower limit of the modal class, f,, = frequency of the modal class, fn; = frequency of the class preceding the modal class, fm41 = frequency of the class succeeding the modal class, i = class interval. For a symmetrical distribution; mean, median and mode coincide while for a moderately asymmetrical distribution, mode is given by Mode = 3 Median - 2 Mean (emperical formula) Ex. 5: Calculate the mode from the following data : Mode = 1+ i Wages (in Rs.) Number of workers Below 100 8 100-200 200-300 300-400 400-500 Above S00 6aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.188 Engineering Mathematics-III Ex. 8: Calculate the mean-deviation from the mean for the following data : TT Marks 0-10 | 10-20 | 20-30 | 30-40 | 40-50 | 50-60 | 60-70 | 70-80 Freq. 5 8 7 | 12 | 28 | 20 | 10 | 10 Sol: Mean = [2f(x)/N] = = =45=% Class Mid-value Freq. (f;) Fi Ix-% | filx-% Interval (x) x=45 0-10 5 5 25 | 40 200 10-20 15 8 120 30 240 20-30 2s 7 175 20 140 30-40 35 12 420 10 40-50 45 28 1260 0 0 50-60 55 20 1100 10 200 60-70 65 10 650 20 200 70-80 75 10 750 30 300 Total 4500 = By (x) ‘Then mean deviation from the mean = 2% = _ 1400 _ 4, N 100 4. Standard Deviation (Root Mean Square Deviation) Consider a frequency distribution X/fi, 1=1,2,...,n, Bf =N; then we define @ Variance, aso? = x Bf i - 3)? (ii) Standard Deviation S.D.=o (x (iii) Root Mean Square Deviation. Root mean square deviation about a point “a'is defined bys = | 35 (x; - a)? N S.D. mean (iv) Coefficient of Variation. It is defined by C.V. = 100x (v) Relation between o and s is given as s? =07 + a, where d = ¥-a (vi) Different Formulae for Standard Deviation ai (x - 3)?aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.192 Engineering Mathematics-Il] Sol: Class interval|Mid-point x; |Freq. fid, Sid? Fi 1-10 5.5 3 -2 | -6 12 11-20 15.5 16 -1 -16 16 21-30 25.5 26 0 0 0 31-40 35.5 31 1 31 31 41-50 45.5 16 2 32 64 51-60 555 8 3 24 72 Total L00 = Lf; 65 195 Let assumed mean = 25.5. 0; Sfid =65, N =f, = 100; 195 3h 65 Mean, (%) = a+ xi = 2554700 x10-= 255 +65 = 32 i To calculate median Class interval Frequency f; _|Cumulative frequency F, | 1-10 3 3 11-20 16 19 21-30 26 45 31-40 31 76 41-50 16 92 51-60 8 100 Total N =100= 3f 100)" Median = Size of (2) item = Size of 50th item. Hence the median class is 31-40. N 2x4 = 314 50-45 19 = 314 50 = 32.61 31 31 vet 80, nin HE (HAY ron [85 _(SEY Now, median =1+aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.196 Engineering Mathematics-III = Wp ab + Cy dppy +"Co d? ppp 4'C3 dp, gr.td” Putting r = 0, 1, 2, ... we get various moments about ‘a’. wy) =n +d=d Ha =H2 +2pid+d? =ho +d? Wg = Hg + 32d + Bud? +d? =p3+3pgd+d? 14 =n4 t4ugdt Gn od? +4u,d° +4 =p4t4pgd+ pod? +d* 4.6 Effects of Change of Origin and Scale on Moments If variable u is related to x by XA uy =F or, - a = hy; (4.1) X-a=hit ie bar denotes the mean of the respective variable. +:(4.2) Subtracting (2) from (1), we have x, -%= fu -i) [from (1)] BE = FMC ay = uh 1 ent 1 spur youl Similarly pp = 2 B(x, -T =n L eM -m" = Illustrative Examples Ex. 13: Calculate the first four moments of the following distribution about theaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.204 Engineering Mathematics-III formula is based on the difference between the mean and mode, divided by the standard deviation. The formula thus becomes Mcan-Mode _ X-M Standard Deviation If in a particular frequency distribution, it is difficult to determine precisely the mode, or the mode is ill-defined, the coefficient of skewness can be determined by the the following changed formula : Karl Pearson's coefficient of Skewness = 3 (Mean- Mode) we 3(X-M) Standard Deviation o Gi) Bowley's Coefficient of Skewness : An alternative measure of skewness has been proposed by Professor Bowley. Its measure is based on quartiles. In a symmetrical distribution first and third quartiles are equidistant from the Median as can be seen from the following diagram. Karl Pearson's coefficient of Skewness = In an asymmetrical distribution the third quartile is the same distance over the median as the first quartile is ie. _Qg - Med = Med -Q, or Q3 +Q, - 2 Med= 0° If this distribution is positively skewed the top 25 percent of the values will tend to be farther from Median than the bottom 25 percent, i.e. Q,will be farther from Median than Q, is from Median and the reverse for negative skewness. Hence a possible measure is skewness B = (Qs -Med) - (Med - Q1) Oe Qs +Q -2Med. (Qs -Med) + (Med - Q;) 3 -& Skewness B = Bowley’s coefficient of skewness, ~ Itmust be remembered that the results obtained by these two measures are not to be compared with one another. Especially, the numerical values are not related to one another since the Bowley's measure, because of its computational basis, is limited to values between -1 and +1, while Pearson's measure has no such limits. (iii) Kelly's Coefficient of Skewness : Bowley measures neglects the two extreme quartiles. To measure the skewness, it would be better to consider the entire data or the more extreme items. His measure of skewness is based on two deciles ; ie. 10and 90" percentiles (first and Ninth Deciles), symbolically kellys coefficient of Skewness = Poo Pro ~ 250. Poo Ao Also kelly's coefficient of Skewness = a = This method is rarely used in practice.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.208 Engineering Mathematics-IIl 4.13 Kurtosis Kurtosis is yet another measure which tells us about the form of a distribution. It tells us whether the distribution, if plotted on a graph would give us a normal curve, a curve more flat than the normal curve or a curve mor peaked than the normal curve. According to Simpson and Kafa," The degree of Kurtosis <—No.1 of a distribution is measured relative to the peakeness of a normal curve". According to Croxton and Cowden, "A measure of Kurtosis indicates the degree to which a curve of frequency distribution is peaked or topped’. In the figure curve No. 1 is normal or mesokurtic, curve No. 2 is more peaked than the normal curve and is leptokurtic and curve No. 3 is more flat than the normal curve and is platykurtic. Karl Pearson in 1950 introduced the terms mesokurtic, leptokurtic and platykurtic. Apeaked curve is called 'Leptokurtie' and a flat topped curve is termed platkurtic. ‘These are evaluated by comparison with an intermediate peaked curve called 'mesokurtie! which is normal curve. These three curve differ widely in regard to convexity. These three types of curves are shown in the figure. Meso-Kurtic Measure of Kurtosis Karl Pearson has defined the following four coefficients. 2 BL w Fourth Moment 8 = £3, By ="# or og = 3 “3 Second Moment 2 4-3 n= ty Bove =B2- 324? 2 The first two is called Beta distribution and last two are called Gamma coefficient. In anormal distribution B gwill be equal to 3. If it is greater than 3, the curve is more peaked than normal, if less than 3, the curve is flatter at the top than normal.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.212 Engineering Mathematics lll Ex. 22: The fourth moment about mean of a frequency distribution is 243. What must be the value of its standard deviation in order that the distribution be (i) Leptokurtic (ii) Mesokurtic (iii) Platykurtic? Sol: Coefficient of kurtosis By = #4 B2 (i) For Leptokurtic, By > 3 or ae >3ore4 < 81 o or o<3 (ii) For Mesokurtic, B2 =3 Thus o=3 (iii) For Platykurtic, Bz < 3 Thus o>3 Ex. 23: For a distribution with mean ¥ = 10, variances” = 16, 7 = 1landBo = 4 find the first four moments about origin. Sol: Given ¥ = 10, 6? =p =16 n= = Ag = He Therefore, H3= p22? = (16)3? = (42732 = Also given Bo = ee =4 @2) . Therefore, 4g = 4162 = 1024 Moments about origin are given by wy =H +d=0+10= 10 [where d= ¥-0, ¥ = 10] be = Il + (d)? = 16+ 10 = 116 3 =H3 +3H2d+(d)? = 64+ 3(16)(10) + (10)? = 64+ 480+ 1000 = 1544 Wg =Bg + And + Gu 2(dh)?+ df = 1024 + (4) x (64) x (10) + (6) x (16)(102) + 10% = 1024+ 2560+ 9600 + 10000 = 23184 Ex. 24: For any frequency distribution, show that B 2 1. Sol: To show that B, 21. B21 If Pao BB el a4. fl 27 or if 7 Efi - 9) > Hues -0taa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.216 Engineering Mathematics-III ANSWERS 1. yy = 10.8, wy = 147.6 2. wy =-6.6, wo = 13.98,n3 = -51.42 3. hy =O, Hz =10, pz = 142 4. mean=3.973, 11 = 0.027, 12 = 1.980, "3 = -0.145, variances? = 1.979, 3 = 0.0115 5. u. =0, Wo = 53, wg =-444, Wy = 62.45 6. Mean =7, variance o? = 16, 13 =-64 8. 0.22; 1.157 9. By = 0.493, Bo = 0.655, platykurtic 10. 0,2.9 11. 7 = 0074, Bp =2-03 12. B, = 0.63, y, = 0.18 positively skew, By =3, 2 = 0, the curve is Mesokurtic. 13. 8.85, 5.25, 0.32, 1.09. Multiple Choice Questions > al 2 WET LAG - oO" oe i Q+Q3 - 2Median Q3-Q H4/u3 |. Mesokurtic -land1 8. 1875 1 >0 True /False 1. False 2. True 4. 5. True 6. Falseaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.220 Engineering Mathematics-IIl Xi Yi x? j= logy; Ix ¥; 2 144 4 2.1584 4.3168 3 | 172-8 9 2-2375 6-7125 4 207-8 16 | __2-3168 9.2672 5 248-8 25 2-3959 11-9795 6 298-5 36 | 2.4749 14-8494 Ex, = 20 Bx? =90 | Ey, = 11-5835 | Ex; ¥ = 47-1254 Thus, we get _ 90x 11-5835 ~ 47-1254 x 20 A = 2-0014, 5x 90 - (20)? aaa B= SR 47 1254-20 115835 - 0.12034 5x 90—(20) Now a = antilog A = antilog 2.0014 = 100 (App) and b = antilog B = antilog 0-12034 = 1-3183 (App) Hence y = (100) (1-3183)* is the required curve. Fitting the curve y = ax? The method to fit y = ax? to given set of points is given below Step 1 : Taking the logarithm of both sides, we get log y = b -logx + log a Step 2 : Denote log y = Y, log x = X and loga = A, we get Y = bX + A, which is a straight line, therefore, the given problem is reduced to fitting ¥ = bX +A to the given data. Step 3 : Find the value of A and b, which are given as, (5.9) and +(5.10) n- (EX?) - (2X, )? where ¥; =log y;,X;=log x; and a = antilog A. Ex. 3 : Fit the expontial curve y = ax? to the given data Sol : In this problem, the value of a = antilog A, where A is given by (5-9) and the value of b is given by (5:10). The required terms are given in the following table.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.224 Engineering Mathematics-II nay+a, 3xj;+a2 ExP+... +d, Ex? = By; do EX; +0; © Ex?-+ay Expt... tay -ExP*! = xx; 2 2 ag: Ex? +a; Ex} +agBxf +... tay Ex"? = ExPy; (5.18) dg xi'+a; Def" + ay Ex tA tay Ex] "=Exf" +; Cn solving, there above simultaneous linear equations. We can get the values of desire parameters, do, @),...dn 5.2 Data Fitting: Cubic Splines Practically the interpolating polynomial of higher degree passes through the given set of point, but they are not smooth and oscillate between the end points of the data range. To solve this problem, instead of single polynomial, some lower order polynomials are approximated to provide the smoothness to thé curve. Amongst the various available techniques for its solution, spline fitting is the one recent method. The name spline actually originated from a draft man device to draw a smooth curve. Since, there smooth curves are cubic, therefore this method is known as cubic spline : piece-wise cubic interpolating polynomials. Now consider the problem of interpolating polynomial between the data points (j, ¥iJ,i=0, 1, 2..n. by means of smooth polynomial curve : cubic spline S(x). To construct this cubic spline SG0), which is a combination of (n — 1) cubic polynomials Sj(x) corresponding to each sub-interval [x;, xj], where j = 0, 1, 2... - 2 The cubic spline S(x) and cubic polynomial S;(x) satisfy the following properties @) SQ )=y; V i=0,1, 2... Gi) S(x)=8;() Vj=0,1,2.n-2 Gil) $j(j)=S jaa Oy) V J= 01,2 GY) S5K))= Sin Y OM SAS juGV (i) S%x9) = 8% )=0 Now, Since $ j(x)is a cubic polynomial in the interval[x;, x)4] therefore, $;(x)can be written, as Sj (ay (x ~ x5 +b; (x= 4)? + 0j (Hy +d; (5.19) Now using the above conditions, we have the following equations. when x=xj, (4 )=S(xj))=y;, therefore (5.19) gives y jray (xj — xj 84D; (24g 25)? Hej (yj — 4) +d or ; +(5.20) when X= Xj. $j Oj I=S Oj =I ju therefore Yynr=ay (ju — 4) P+ by (yaa — 4)? Hey Cxjaa — ay dy (5.21) Now let Xj41 — Xj=hj41, then (5.21) becomes Yjn=az-hPy +b; hPate; hj tay ++(5.22)aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Engineering Mathematics-IIl 2 3 3 4 Now $(10) = $2(10) = - x[G6- 10) 49]+ = (16-10)+-(10-9) (10) = $210) 7470 {¢ ) 76 ) 76 ) =-— 2x 16743 x6+4x1 1470 7 "7 =~ 0.22724 22 7 0-2272+ 3-1429 S2(10) = 2-9157 5.3 Fitting a curve y=c,e™” +c,e"™ By the theory of differential equation, y=C,e™!~ +Cye™2* is the solution of 2. ay a =q ® +p y (a linear differential equation with constant coefficient). dx Now consider that in the given data dg is the initial value of x then on integrating ay =X + apy, fom ag to x, we get dy J. i2l«- afi % ® -detaz 7 ydx or B-(%) =a Gy Goran) * yar (6.33) de \ de) y209 1% Integrating again form a to x we get yl) - yay) - y'(a)(x - ao)=a J ya = ay(x - a9) yao) +02) Sio® wa (5.34) cusif'@i ai te 1 Since Jn fi I, fOddx = aa YE) ~ yo) Cao) — an) = a [7 ye aera) yla)+aa) "Ge V0 dt 1 (0) de, therefore (5.34) becomes Now to set up a linear relation between a; and a, we select two points x; and x2 such that ao — x1=xX2 — do we get YO4) - YM) - ¥ Ay) ~a)=0, f " yax ~ 40 ~%) 00) f* 6 -D yy) dt 0 and ¥b62) ~ ylag) ~ y'ay Moxa - anal? yds ~ ay(se9 - a9) yla) +02 ae —Oyudt Addinz the above two equations, we getaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.8 Engineering Mathematics-Ill Objective Type Questions Multiple Choice Questions Tick the correct answer. 1. In curve fitting, we get (a) The exact curve (b) Approximating curve (©) Ascatter diagram (a) Can not say 2. Which one of the correct result related to curve fitting (a) By a method of curve fitting we get an approximating curve (b) By a method of curve fitting we get an exact curve (c) By a method of curve fitting we get an equation to fit a curve (d) By the method of curve fitting we get a formula to fit a curve 3. To the given set of points, a smooth curve is drawn passing through the plotted points. By the method of curve fitting, we get an (a) The exact curve (b) Approximating curve (c) A scatter diagram (d) Can not say 4. Which one of the following is a method of curve fitting (a) Graphical method (b) Method of group average (c) Method of least square (d) All of these 5. To the given set of points, the number of fitted curve may be (a) One (b) two (c) three (d) infinite 6. Any smooth curve passing the plotted point is known as (@) The exact curve (>) Approximating curve (c) Ascatter diagram (d) Can not say 7. Any smooth curve passing the plotted point is known as approximating curve and its equation is known as (a) identity (b) unique equation (o) fitting equation (d) empirical equation 8. Principle of least squares provides a (a) Unique set of values (b) Different values (c) Positive values (d) Negative values Fill in the Blanks 1 Principle of least squares provides 2 To the given set of points, a smooth curve is drawn passing through the plotted points. By the method of curve fitting, we get an ... 3 > Which one of the correct results related to curve fittingaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.244 Engineering Mathematics-III n = Number of paired observations. Suppose n students taken Engineering Mathematics-I Paper and the top scorer of the marks is placed at number 1, the second at number 2, the third at number 3 and so on. Similarly the same n students are graded according to the marks obtained by them in Engineering Mathematics II and given the rank as before. Let the ranks given to Engineering Mathematics-I be x;, where i = 1, 2,...n. Similarly, let the ranks given to Engineering Mathematics II by y;, where i = 1, 2, 3,.., n and the above condition hold good for y; also. 1 a n+) nel Then 1($x]-2 (14+ 24 34.4n) = ag n y-3{ n}=La+a+se. soe nn+3) ntl nya n n 2 2 n 2 And 02 =02 -iSs}-» -i@ +22 +3%4.anty— (#2) all mane _(nei)’ n° 6 2 2 = @tYQnt+) _ (n+) (+) (4 4 2-3n-3) 6 4 12 n?-1 — (6.1) If d; denotes the difference in ranks of the ith individuals then d =x -¥, = 04 -H-O1 -Y) (- %=9] n n and DF =D -y)? isl i=l n = Dey - 8)? +07 - HN)? - 24; -NOi-)] i=] = Dley - 9? +; - 7)? - 1% - HO - JD] 23-7? +o. 9? -23,0% -D0i -)1 ial ial n Thus $e Hartel -0[ Bane] nia nis Nia nia w(6.2) n n But var) = 25 Oy -»?, vary) =2 5 ¢% -7 nia nia Cov (x, Y= 235% =O} -aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.248 Engineering Mathematics-III 6xd? n(n? - 1) ___ 6x52 1010? -1) Ex.5: The coefficient of rank correlation of marks obtained by 10 students in English and Economics was found to be 0,5. It was later discovered that the difference in ranks in the two subjects obtained by one of the students was wrongly taken as 3 instead of 7. Find the correct coefficient of rank correlation. r =Rank correlation coefficient =1- > r= =1-0.315 = 0.685 2 sot prc OM n(n* -1) 2 Here r=0.5, n=10 so, 0.5=1-—-=4 _ 10(100-1) 62d? =1-0.5=0.5 990 Correct value of d? = 82.5-32+72 = 122.5 £x1225 _ 1-235 - 0.2676 Thus correct r = 1 - 10x99 990 Ex.6: Ten competitors in a beauty contest got ranks by three judges in the following order : Use rank correlation coefficient to discuss which pair of judges have the nearest approach to common tastes in beauty. Sol:aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Correlation and Regression 261 140-0*C45) 2400- (07/10) 2400 “. The required regression line is y — 4.05 = 0.06(x - 60) or Y = 0.06x + 0.45 Then for x= 70, y = 0.06 x 70+0.45 = 4.65 Hence the most probable weekly sales volume for a score of 70 is 4.65 6.7 Standard Error of Estimate The sum of the squares of the deviation of the points from the regression line of y on xis S=E (yj ~a- by)? = ZY — bX), where Xi =x -% Y=yi-F 2 == (1 -x,] Ox = BY? - 2r (y/o) EX)¥ +1202 /02) EX? = no} -2r(Gy/ox)r. nox Oy +r? 6 702). no =no3(1-r?)=nS?, say whereSy =oy V-r2) ...(6.1) Again S, is the root mean square deviation of the point from the regression line of y on x, it is called the standard error of estimate of y. Similarly the standard error of estimate of x is given by S$, =0,)(1-r?) w«(6.2) But the sum of the squares of deviations cannot be negative, so we can say that rsi=-isrsl When r = lor -1, the sum of the squares of deviations from either line of regression is zero. Consequently each deviation is zero and the whole of the points lie on both the lines of regression. These two lines then coincide and we say that the correlation between the variables is perfect. The nearer r” is to unity the closer are the points to the lines of regression. Hence the departure of r? from unity is a measure of departure from linearity of the relationship between the variables. 6.8 Error Prediction The deviation of the predicted value from the observed value is called the standard error or prediction and is given by Where y is the actual value and y; is the predicted value.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Correlation and Regression 265 the above equations (6.2), (6.3), (6.4) are known as normal equations and can be solved by any standard method. After getting the numerical values of a, b and c, we obtain the required plane. For the better understanding see the following example. Ex.12: Find a regression plane z= ax+bx+c, by using the following points- x 1 2 3 4 y oO 1 2 3 z 12 18 24 30 Sol: First we shall construct the following table for various summation values, which are used in normal equations. i Yi a x i Xi Viti BX z Qo 12 1 0 1 0 12 2 1 18 4 1 2 18 36 3 2 24 9 4 6 48 72 4 30 16 9 122 90 120 si, =10| Zy, =6 | Zz =84] Ex? =30 | Ly? =14| Exjyy; =20 | Zy,z; =156 rat Now putting the values of these summation in normal equations (6.3), (6.4) and (6,5), we get 30a+20b+10c = 240 20a+14b+6c =156 l0at+t6b+4c = 84 On solving the above equations, we get a = 2, b= 4,c = 10. Hence the ‘required regression plane is z= 2x+4y +10aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Probability Theory 277 One of these four events must occur as the card drawn is necessarily one of the four types. Of course at any time, if any one of these events occurs the others cannot occur. Such a collection of events form a mutually exclusive and exhaustive system of events. Let E, , E, ...... E, be the subsets of a sample space S representing a system of mutually exclusive and exhaustive system of events, then we have E, 0E, =9 fori#j andE, VE, v......UE,= S. We now give equivalent forms of probability statements and the corresponding statements in set theory : Probability theory Set notation event A has occurred event A has not occurred event “A or B” event “A and B” event not A events A and B are mutually exclusive ANB=6 leventsA,, Ap, .....,A,, are mutually 7 ta nA, =o (4), UA =S lexclusive and exhaustive. AoA =00e) U ‘ Also if 13 and F are represented by the subsets E and F of the sample space S of a random: experiment, then the events: (i) only E occurs (ii) only F occurs (iii) none of them occurs (iv) at least one of them occurs; are represented by the sets ENF‘, E°aF, E°nF‘, and EU F respectively. Also (E UF)(E UF)* = E° AF*. 7.4 Probability Let an event A can happen in m ways, and fail inn ways, where all ways are equally likely 1:0 occur, then the probability of the happening of A is defined as P(A) = number of favourable cases [Total number of mutually exclusive and equally likely cases} _ om aerated od while that of its failing is defined as P (not A) = — =q, say m+naa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Probability Theory 285 9 = Probability of drawing 4 black balls P(B|A) = C4. = 24 To, 55 °C, | °Cy 12d 3 3 Then P(A 4 B) = P(A) P(B|A) = ——* 4 xi == yew Al aac9s Be, Me, 91 55 13x55 715 Ex. 15; Adie is thrown twice and the sum of the numbers appearing is observed to be 6. What is the conditional probability that the number 4 has appeared at least once? Sol : Let event A : The number 4 appears at least once. Event B : The sum of the numbers appearing is 6. Then, we have A={(4, D, (4,2), (4, 3), (4,4), 4, 5), (4, 6), CL, 4), (2,4), (3, 4), (5, 4), (6, 4)} and B = {(1, 5), (5, 1), (2, 4), (4, 2), G, 3} So that A 4B = {(2, 4), (4, 2)}. But the total number of ways in which a die can be thrown = 6 x 6 = 36 i es af P(A)= 5 P(B)= =, (ANB) = = => Pala) = PAOD) - C19 -(2) P(B) (5/36) 3)" Ex. 16: Two events A and B have probabilities 0.25 and 0.50 respectively. The probabilities that both A and B occur simultaneously is 0.14. Find the probability that neither A nor B occurs. Sol: Here P(A) = 0.25, P(B)= 0.50 and P(A B)=0.14 o P(A or B) = P(A)+P(B)-P(AMB)= 0.25 + 0.50-0.14 = 0.61 Then P (neither A nor B) = P(A'NB') = P(A UB) = 1- (AUB) =1- 0.61= 0.39 = The probability that neither A occurs nor B occurs is 0.39 Ex. 17: Two cards are drawn from a pack of 52 cards, one after another without replacement. Find the chance that one of these is an ace and the other is queen of opposite shade. Sol : There arise the following two possibilities : (@ First card drawn is an ace and the second drawn is a queen of opposite shade (colour). so the probability of this event = 3 x 3 (ii) The first card is a queen and the second is an ace of opposite shade. The 4.2 obability of this event is = — x — m y 52 51 . 2 Thus, the required probability = 4x 244%2.=—? 52 51 52 S51 13x51 13x51 2 2 4 aa fe 663 663 663aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.288 Engineering Mathematics-Iil from the product and is found to be defective. What are the probabilities that it was manufactured by machines P, Q and R? Ans. (25/69), (28/69), (16/69). 7.8 Random Variable Let the real variable X be associated with some outcome of a random experiment. Then the values, which X takes depend on chance, soit is called a random variable or astochastic variable or simply a variate. Let a random experiment E consist of tossing a pair of dice, then the sum X of the two numbers which tum up have the values 2, 3, 4..., 12 depending on chance. Thus, X is the random variable. Its values are real numbers and depend on chance. If the random variable X takes a finite set of values, then it is called a discrete variable. On the other hand, if it assumes an infinite number of values, it is called a continuous variable. 7.9 Discrete Probability Distribution Let the discrete variable X be outcome of some experiment. If the probability that X takes the values x, isp, then we can say that P(X = x) = p,orp(x) fori = 1, 2, ... where (D p(x) = 0 for all values of i, (ii) Zp(x; )=1 Such set of values x, with their probabilities p; form a discrete probability distribution. Let us further consider the discrete probability distribution for X, the sum of the numbers which turn on tossing a pair of dice is contained in the table : Now there exist 6 x 6 = 36 equally likely outcomes and hence, each has the probability (1/36). We have X = 2 for one outcome, i.e. (1, 1) ; X = 3 for two outcomes (1, 2) and (2, 1) and X = 4 forthree outcomes (1, 3), (2, 2) and (3, 1) and so on. The distribution function F(x) of the discrete variate X is defined by x FQ) = P(X S x)= Y, P(x ), where xis any integer. i=l The distribution function is also sometimes called as cumulative distribution function. Ex, 22: The probability density function of a variate X is (i) Find P(X < 4), P(& 2 5), P(33. 6 Sol: (i) If.X is a random variable, then we have > P(x )=1 i=0Probability Theory 289 => k+3k+5k+ 7k + 9k + 11k + 13k=1 =k = (1/49) Now P(X< 4) =k + 3k + Sk + 7k = 16k = (16/49) and P(x25) = 11k + 13k = 24k = (24/49) Also, we have P(3 0.3 ork >1/30 => minimum value of k = (1/30). 7.10 Continuous Probability Distribution When a variable X takes every value in an interval, it gives rise to continuous distribution of X. The distributions defined by the variable like heights, weights are continuous distributions. The probability distribution of a continuous variable x is defined by the function f(x) such that the probability of the variable x in the small interval x -} dx toxt ; dx is f(c)dx. Symbolically it can be expressed by P(x-3 as xsxtjdx]=sode The function f(x) is called the probability density function and the continuous curve Y=f (x) is called the probability curve. The range of the variable may be finite or infinite. In case the range is finite, it is convenient to consider it as infinite by supposing the density function to be zero outside the given range. Let f(x) = (x) be density function for x in the interval (a, b), then it can be written as 0, xb The density function f(x) is always positive and j feddx=1 ie, the total area under the probability curve and the x-axis is unity. This means that the total probability of happening of an event is unity. 7.11 Distribution Function or Cumulative Distribution Function IF) = PX Sx) = J fxddx, then F(x) is defined as the cumulative distribution function or simply the distribution function of the continuous variate X. It has the following properties : @ F’ (&) =f(x) 20, ie, F(X) is a non-decreasing function. ai) F(-)=0 (iii) F(@~)=1 ; . + Gv) Plasxsb) =f f(x) de= J S(de— J f(x)dx = F(b)- F(a).290 Engineering Mathematics-IIl Ex. 23: (i) Is the function defined below a density function ? fo) =e™*, x20 =0, x<0, ii) If so, determine the probability that ; the variable having this density within the interval (1, 2) ? (iii) Also find the cumulative probability function F (2). Sol : (i) f(x) 2 0, for all x in (1, 2) and - o = J fede = f Odes f eFde=t = = 0 Hence, the function f(x) defines a density function. (ii) Required probability = P(1< x < 2) 2 J e“*dx = e7! - e-? = 0.368~-0.135 = 0.233 = shaded area in fig. 73 © 1 (ii) Cumulative probability function -e? =1-0135 = 0.865 2 Oo 2 FQ)= [ f(xdx= f o.de+ J e*ae 0 shown in fig.7.3Gi) 7.12 Expectation ‘The mean value (j1) of the probability distribution of a variate X commonly known as its expectation and is denoted by E(X). Let f(x) be the probability density function of the variate X, then we have E(X) => x f(x) for discrete distribution. EQ) = J xf (x)dx for continuous distribution. In general, expectation of any function 9 (x) is E[600] =>, 6(x; ) (xq) for a discrete distribution i and Elo@] = focyeoer for a continuous distribution. Variance of the distribution is given byaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Probability Theory 293 ‘ \\ Problem Set 7.1 \\\) = Words from the letters of the word PROBABILITY are by taking all at a time. Find the probability that both A's are together and both I's are together. Out of 40 consecutive natured numbers, two are chosen at random. Whatis the probability that the sum of the numbers is odd ? A four figure number is formed from the digits 0,1,2,3,4,5. What is the probability that the number is divisible by 5. If Aand B are two independent events, the probability that both A and B occur is 1/8 and probability that neither of them occurs is 3/8. What is the probability of occurrence of A. Find the standard deviation for the following discrete distribution. & 8 12 16 20 24 po) V8 1/6 3/8 va_| ina 6. x 8. 9. 10. 11. Four coins are tossed. What is the expectation of the number of heads ? Obtain the distribution function of the total number of heads occurring in three tosses of an unbiased coin. Show that for any discrete distribution B 2 2 1 ax 20 Let fo) = o ye oO Determine c, if f (x) is the density of a continuous , x distribution. Find the corresponding distribution function. The frequency distribution of a measurable characteristics varying between 0 and 2 is as under : f@=x, O4 Show that it is a density function. Find the probability that a variate having this density will fall in the interval 20 0, elsewhere reo-| is a p.c.f. — (a)3 (b) 1/2 @2 @ -3. 16. For the continuous distribution : dF = yo(x- x? )dx 0 Oandp +q =1.When the experiment results in the event E, we say a “success”, denoted by S, has occurred. If on the other hand, the event E does not occur then E° occurs and we say that the experiment has resulted in failure. The probability of the success is p and that of a failure is 1- p. Now, let the experiment be carried out twice under identical conditions so that we can regard thet. as independent experiments. If the two experiments can be thought of as a single experiment, then following four possibilities of the occurrence of E and E° exist : (1) E occurs in the first and E occurs in the second. (2) E occurs in the first and E° occurs in the second. (3) E%occurs in the first and E occurs in the second. (4) E‘occurs in the first and £ ‘occurs in the second. In terms of success and failure these outcomes can be written as SS, SF, FS, FF. But the two experiments are independent, so the probabilities of the above four outcomes are P(SS) = P(S) . P(S) = P?, P(SF) = P(S) . POF) = pq P(FS) = P(F) . P(S) = gp, P(FF) = P(F) . P(F) = q” «. Sum of all the probabilities =1 > p* +2pq+q? =1or (p+q)* =1 weee(8.1) We now define a random variable X on S as the number of success in the above four outcomes. Then we can write P(X = Oite,, zero success ) = P(FF) =q? P(X = lie, one success) = P(SF or FS) = 2pq P(X = 2 ice, two success) = P(SS) =p? Fig 81 If the experiment is carried out 3 times then for the combined experiment there are following (23= 8 possible outcomes). In terms of success and failure, the eight possible outcomes are: SSS, SSF, SFS, SFF, FSS, FSF, FFS, FFF Ssaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.8 Binomial, Poisson and Normal Distributions Illustrative Examples Ex. 1: A die is thrown 6 times. If “getting an odd number” is a “success”, what is the probability of : (i) 5 successes ? (ii) At least 5 successes? (iii) At most 5 successes ? Sol : Here, S = {1, 2, 3, 4, 5,6}, n(S) = 6 Let ‘A’ denote “getting an odd number’. A= {1,3, 5}, n(A)=3 In one throw P=——-===- =q=l-p=l- The die is thrown 6 times, therefore n= 6 @ PX =r)="C,p'gh™ = maes-o(Q)-«() “3 (ii) For at least 5 successes P (at least 5 successes) = P(X =5) + P(X=6) => + 32 (2, (iii) P (at most 5 successes) 6 =1-P (X=6) --(5) = 83 Ex, 2: A pair of dice isthrown 4 times. If getting a doublet is considered a success, find the probability of 2 successes. 11 21 31 41 51 61 12 22 32 42 52 62 : u/13 23 33 43 53 63], _ Sol: Here, S=|17 37 34 4g 4 64f ™S)= 36 15 25 35 45 55 65 16 26 36 46 56 66. Let ‘doublet’ be a success denoted by ‘A’; then we have A={11, 22, 33, 44, 55, 66} and n (A) = 6304 Engineering Mathematics-lll Now P(X =r)="C,P%q"* rane (Gf 6 1)?(25) __25 =6x|2] | }=s— ons4, r=2) () (ae ( Ex. 3: The probability that a man aged 60 will live to 70 is 0.65. What is the probability that out of 10 men, now 60, at least 7 will live to 70? Sol : The probability that a man aged 60 will live to 70 is p= 0.65 = q=1- p=1-0.65 = 0.35 Number of men = n= 10 Hence, the probability that at least 7 men will live to 70 = (7 or 8 or 9 or 10) = P(X=7)+P(X=8)+ P(X=9)+ P(X=10) = P(7)+ P(8) + P(9) + P(10) = "90593 p7 419 Cyq2p® +! Cogp? + p! _ 10x 9x8 3 7, 10x9 2 8 Ks (0.35)° (0.65)" + “eg O55) (0.65) +10(0.35)(0.65)° + (0.65)'° = (0.65)’ [120(0.35)° + 45(0.35)(0.65) +10(0.35)(0.65)° + (0.65)'°] = 0.04901x125 [0.04116+ 0.028665 +0.011830+0.002197] = 0.5137. Ex. 4: If on an average one ship in every ten is wrecked, find the probability that out of 5 ships expected to arrive, 4 at least will arrive safely. Sol : Out of 10 ships one ship is wrecked, Hence, we can say that nine ships out of ten ships are safe. 9 9 1 Thi =—,q=1-—=— us Pot 0 10 Now P (at least 4 ships out of 5 are safe) = P(X= 4) + P(X= 5) =5 Cyp4q4 +5 Csp%q? (© 1=5) “(Gal 26 EX. 5: If 10% of bolts produced by a machine are defective, calculate the probability that out of a sample selected at random, of 7 bolts, not more than one bolt will be defective.Binomial, Poisson and Normal Distributions 305 Sol : Here probability of defective bolts =p =10%=0.1 => Probability of not defective bolts =q=1-P=09 Total number of bolts = Then the probability of not more than 1 defective bolt = P(X=0) + P(X=1) = P(0)+P(1)= Coq’ p? + 7Ciq°p =! +7q®p =(0.9)’ +7(0.9)°(0.1) = (6.9)°(1.6) Ex. 6: Ten percent of screws produced in a certain factory turn out to be defective. Find the probability thatin a sample of 10 screws chosen at random, exactly two will be defective. Sol: P = > where n=10,r =2 10 Now P(X =1r)="C,p"q?” PQ)= »e,(2) (2) = ix (aya) = 0937 10) (10. 1x2 (10) 10, Ex. 7: Five cards are drawn successively with replacement from a well-shuffled deck of 52 cards. What is the probability that (i) all the five cards are spades ? (ii) only 3 cards are spades ? (iii) none is a spade ? Sol: S = {All the 52 cards } then n(S)=52 Now let “A” represent a spade then A={13 spades} and n(A)=13 In one draw, without replacement, we have HAD Bd n(S) 52 4 1_3 =l-p=1--=- 4 B 4 4 Here n=5,r=5 Now P(X=r)="C,p'q"” racoeeih) we meson tof) aml ol mG me naenrel CS 0)306 Engineering Mathematics-III Ex. 8: The items produced by a firm are supposed to contain 5% defective items. What is the probability that a sample of 8 items will contain less than 2 defective items? sett pe Sel ogni 100 20 Dp 20 20 Here n=8,r=0,1 Now P [a sample of 8 items will contain less than 2 defective items] = P(X = 0)+ P(X = 1)= (q)* + 8C,p'q? 8 7 - (28) +9x2.x(22) 20, 20 (20, ziey 20 Ex. 9: The probability that a bulb produced by a factory will fuse after 150 days of use is 0.05. Find the probability that out of 5 such bulbs @ none (ii) not more than one (ii) more than one (iv) at least one, will fuse after 150 days of use. 1 19 Sol : 005 = 3 9 q=1-p=1-2 = 2 = pe Saget P=" 30 ~ 20 (i) P(X =r)="C,p"qr" Ss 5 s PUK =0)= sco)’ (3) -(2) For P (not more than one fuses), let us find P(X¥=0) and P(X=1) 5 5 and Pw =1) = 5c, (3 i (2) -3(2) 20) ~ 20\20 Also, P (not more than one bulb fuses after 150 days of use) 5 (19 19 24 2419 = P(X=0)+ PX = = iaelgen tal DEORE 1) 5 sy 5(3)- (3) “30 -2(3) Further P (more than one bulb fuses after 150 days of use) 19 4 = 1-[P(X = 0)+ PX = 1)] = 1-—| = [P = 0)+ PO = 1)] aayBinomial, Poisson and Normal Distributions 307 and P (at least one bulb fuses after 150 days of use) 5 19 =1-P®X = 0) =-(2) Ex. 10: For special security in a certain protected area, it was decided to put three lighting bulbs on each pole. If each bulb has a probability p of burning out in the first 100 hours of service, calculate the probability that at least one of them is still good after 100 hours. If p= 0.3, how many bulbs would be needed on each pole to ensure 99% safety that at least one is good after 100 hours? Sol : Probability of burning out in the first 100 hours of service is p = 0.3 >q=1-P =1-0.3 = 0.7 Then the probability that at least one of them is still good after 100 hours = P(X=1) +-P(X=2)+ P(X=3) = Scyq?p! + 3cpq'p? + *C3q°p = (39a po + *Cyq?p! + ACaq!p? + 3c3q°p1- *Coq>p® =1-7Cpq?p® =1-q? =1- (0.7) = 0.657 Second part. Probability = 99% = 0.99 Let the number of bulbs required be n. Now P(at least one bulb is good) = 1- q” => 0.99=1-(07)" = (07)" 0.99 = 0.01 = log (0.7)" = log (0.01) => 11 log (0.7) = log 0.01 or n= lg001_,_ 2.000, 2 _ 4, log 0.7 18451 —0.1549 Ex. 11: A bag contains 10 balls each marked with one of the digits 0 to 9. If four balls are drawn successively with replacement from the bag, what is the probability that none is marked with the digit 0 ? Sol: S= {0, 1, 2,3, 4, 5, 6, 7,8, 9} = n(S)=10 Now let A represent the digit ‘0’ then A= {0} and n(A)=1. In one draw, 2A). 1. >q nS) 10 Now PK=n="C,p'q?" 0 4 4 =. aot) (0) “CG)aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Binomial, Poisson and Normal Distributions 309 n n Now ¥) r (@r—1) "C,p'q"? =0+0+ 9) r(r—-1)"C,p"q"* r=0 > Also red n(n— 1) (n— n—r+1 = darn ‘| n(n—1)(n-1)(n_ 2)... (n—=7+)) ar (2! ee [ertsr(r-INr- 2) Qe =n(n=1)p? x preaght =n(n-1)p?(q+ p)" =n(n-I pty p+q= 1) y r?P(r) =np+n(n—1)p? r=0 o= y r?P(r)-p? =np+n(n-1)p? —n?p? 0 =np+n2p? -n2p-n2p? —np? =np(1- p)=npq [-» = np] S.D.= VVariance = ./npq Hy =0? =npq. Similarly, we can obtain the following moment generating functions : B3 =npq (q—P) Ha = npg [1+ 3pq(n—2)] Then moment coefficient of shes is given by “a wa? “Pq B.=t4= npq [1+ 3pq(n-2)]_3, 1-6pq He (npqy mpq310 Engineering Mathematics-III 6pq npg = mr =B2- Aliter. Moment Generating Function About the Origin. We have Mo(t)=E(e™ )=E"C,p'q™"e™ == "C,(pet)"q"" =(q+ pe')” Differentiating with respect to t and putting t = 0, we get the mean p1'| = np. Again Mq(t) = e"“Mo(t) = mg.f. of the binomial distribution about its mean, is given by Mm (t)= 77" (q+ Pet)" = (ge? + Pe% )" (Cs m=np, p+q=1) = (+n spa (q?-p? ar @+p? eo 2 3 t4 1? > Ltnietia Sethe Sp tha elena - +npq(4- Ps +npa [1+ 3(n~ 2pal- 4 ‘Then equating the coefficients of like powers of t on either side, we have H2 =npq,h3 =npq (q- P), 4 = npg [1+ 3(n - 2) pq]. 2 py —2py2 - Also. By = 22 = GoPY OP)" ang py = HA = 34 OPE By Mpa npq 3 npq Thus, Mean = np, Standard deviation=,/(npq) skewness=(1- 2p)//(mpq) Kurtosis= By Ex. 12: The probability of a man hitting a target is ; - fhe fires 7 times, what is the probability of his hitting the target at least twice? . Also, n = 7 Then the probability of hitting the target twice =1-{p (0+ p()}=1- "Cop°g?~ "Cypq°_ 7290 _ 4547 16384 8192 6 =1-2@4n=1 4 Ex. 13: Eight coins are thrown simultaneously. Find the chance of obtaining at least six heads. 1 Sol : P, the probability of getting head when a coin is thrown = 3 = =land n=8 2 Then P (at least 6heads) = P(6 heads)+P(7 heads) + P(8 heads) 6 2 7 8 ~ eal) (2) **er(3) (2)* e063) 2) \2 2) \2 2, 1 8 -() Oc6 +8 Cg +8 C7) - (Re 8)-2 256\2x1 1 256 Ex. 14: State reason to justify whether the following statement is true or false. “The mean of a binomial distribution is 6 and its standard deviation is 3”. Sol: Mean of B.D.= np, S.D. Now np = 6 and ./npq = 3i. = ympq pq = 9 npq_9 3. 4-2 3 q== ie,g>l > ip gq 4 ie, q Hence, the given statement is wrong. Ex. 15: Six dice are thrown 729 times. How many times do you expect at least three dice to show a five or six ? Sol: The chance of getting § or 6 with one die is p = 2 = Here n = 6 and N = 729. n Now Binomial distribution is N(q+ p)" = N >) P(r)= f(r) r=0 Whence the expected number of times at least three dice showing five or six fro} Q) “Gh G) “a G)G) “eC312 Engineering Mathematics-IIl mod [x2 +h x2? +Sxaeix]] (3° L313! 412! Si! = 160 + 60+ 12+1= 233 Ex. 16: Four coins are tossed 160 times. The number of times r heads occur (r=0, 1, 2, 3, 4) is given below: Fit a binomial distribution to this data on the hypothesis that coins are unbiased. Sol : The coins are unbiased so the probability p, of getting head with a coin is Lecyw th 2799 Here n= 4, N=160 >f(r) = 160 P(r) 4 Now f(0) = Ng” = 160 () = 160x % =10 for+n=2 2 for) 1q = fo+n= et 7F0) [- p=qand n= 4] Putting r=0, 1, 2, 3 f(l)= =" FO= 4f(0)=4x10=40 FO)= 3 f= $x 40 =3x20=60 =2fay=2x60= “ f= 5f@ 3x00 2x 20=40 and £(4) = (1/ 4) f GB) = (1/4) x40 =1%10= 10 Then the expected frequencies are Ex. 17: Assuming that the half of population are consumers of rice so that chance of an individual being a consumer is 1/2 and assuming that 100 investigations each take 10 individuals to see whether they are consumers, how many investigators would you expect to report that three people or less were consumers? Sol: Given p=1/2, n=10, N=100 = q=1-p =1- (1/2) = (1/2) Now, POr)=" CppTg"™ =! C,(1/ 2 (1/2)! =I° C,(/ 21°Binomial, Poisson and Normal Distributions 313 where f(r) =100 P(r). Then the required number = 100 [P(3) + P(2)+P(1) + P(0) ] = 100 [!°c3 (1/2)! +!° ¢5 (1/2)! +!° , (1/2)! +! Co (1/2)!9] 100, = 21°C, + Cy 419, 4° Cy] ~ 100, (102928 10% 5504) = 80 yay 1024\3x2x1 2x1 124 Ex. 18 : Adie is thrown 8 times and it is required to find the probability that 3 will show (i) Exactly 2 times (ii) At least seven times (iii) At least once. Sol : The probability of throwing 3 ina single trial is given by P = dand hence the probability of not throwing 9 ina single tial = q~ 2 6 2 6 Now, (i) P (getting 3 exactly 2 times) = 8cq5p? =28 @) () = 8x5 8 (ii) P (getting 3 exactly 2 times ) = P(getting 3, at 7 or 8 times ) 7 8 = *Cqq!p7 + *c4q° *-8(2)(2) (2) wal 79 p + “Csq’p ale) tle é (ii) P ( getting 3 at least once) =P(getting 3, at 1 or 2or3 or 4 or 5 or6 or 7or8 times) = 1-P (getting 3, at 0 times) 8o, 98,0 3° ~ 8¢ =1-(2 oatp® =1-(2) Ex. 19: If the probability of a defective bolt is 0.1, find (a) the mean (b) the standard deviation for the distribution of bolts in a total of 400. Sol: n= 400,P=0.1 Then Mean = np = 400 x0.1= 40 -. Standard deviation = V(npq) = [400% 0.101= 0.1) = V400x 0.1% 0.9 = 20x 0.3 = 6 Ex. 20: Find the binomial distribution whose mean is 5 and variance is (10/3). Sol : Mean = 5, and np = 5 and variance = s b npg= => md = 0d 8g 22 p=1-2/3)=(1/3) np 3 5 3 But np=5314 Engineering Mathematics-Ill So n=15 Hence, Binomial distribution is P(r) = "C,q"p"* = !Sc,(1/ 3)" (2/ 3)'5*. Ex. 21: Find the probability that in ten tosses of a fair coin, a head appears (a) at no time (b) once (c) twice (d) three times. (e) four times (O five times (g) six times (h) seven times (i) eight times G) nine times (k) ten times . Show the probability distribution in a diagram. Sol : Probability of a head in a single toss = p = ; 0.26 024 and the probability of no head ina single toss = q = ; om 0.18: Then by Binomial distribution, we have ous (a) P (head occurs 0 time ) 0.12 Ny? 1 0.10 wet ee i 0.08. ="c¢l-] {=| =——=0001 o(5) () 1024 0.06 0.04: (b) P (head occurs 1 time ) O82 974\I O012345678 910 =¢, (3) (3) =< o.0102 Number of heads Na) \2) ~ 1024 Fig. 82 (c) P (head occurs 2 times ) 87 4\2 ="c,(2) (Y= -00u 2) \2, 1024 (d) P (head occurs 3 times ) Try3 ="e,(3) (3) = 120 Loum 2) \2, 1024 (e) P (head occurs 4 times ) 6714 ="¢, () @) = 210 _ 9.2052 . 2) \2. 1024 (f) P (head occurs 5 times ) s 5 =", (3) () = 752 «92461 2) (2) ~ 1024Binomial, Poisson and Normal Distributions 315 (g) P (head occurs 6 times ) 474)6 = Wc,(1) (3) = 210 < 9.2052 2) (2. 1024 (h) P (head occurs 7 times) 374)7 ="c,(2) () = 2 Loin 2) 2, 1024 (i P (head occurs 8 times) 2 8 ="c,(3) (5) oi? 6.604 2) \2, 1024 (j) P (head occurs 9 times) 1 9 ="c5(3) @) =) 6.102 2) (2) ~ 1024 (k) P (head occurs 10 times) 07, )10 ="*cy(3) (3) ed 0.001 2) \2, 1024 Ex, 22: In a hurdle race, a player has to cross 10 hurdles. The probability that he will clear each hurdle is 5/6. What is the probability that he will knock down less than 2 hurdles? Sol; Herep = 5, qel-deat andn=10 6 6 6 The Binomial distribution is P(r) = "C,p"q"" P (less than 2) = P (0 or 1) = P(0)+P(1) = "Cop%q" + 9c, pq? 10 9 -(3) + 10x 2% (2) =— ti4so) 22h 6 6 (6) ~ © go p (2ormore hurdles) = 1- ao Ex. 23: An electronic component consists of three parts. Each part has probability 0.99 of performing satisfactorily. The component fails if 2 or more parts do not perform satisfactorily. Assuming that the parts perform independently, determine the probability that the component does not perform satisfactorily. Sol : Let three parts be A, B,C. The probability that the component does not perform = P (2 or more parts fail) = P (2 or 3)Engineering Mathematics-IIl = P(2) + P(3) = 2Cpp2q! + 3C3p? = 3x (0.01)? (0.99) + (0.01)° = (0.01) [2.97+ 0.01] = 0.0001 x 2.98 = 0.000298 1, 10. 11. The incidence of occupational disease in an industry is such that the work men have a 25% chance of suffering from it. What is that probability that out of six workmen 4 or more will contact the disease? An irregular six-faced die is thrown and the expectation that in 10 throws it will give five even numbers is twice the expectation that it will give four even numbers, How many times in 10,000 sets of 10 throws would you expect it to give no even number? A product is supposed to contain 5% defective items. What is the probability that a sample of 8 items will contain less than 2 defective items? A pack of 100 balloons is known to have 5% defective. If 5 balloons chosen at random are inflated, what is the probability that none of them will be defective? What is the probability that exactly 2 defective will be found? Six dice are thrown 729 times. How many times do you expect at least three dice to show a five or a six? Consider an urn in which 4 balls have been placed by the following scheme: A fair coin is tossed, if the coin falls head, a white ball is placed in the urn, and if the coin falls tail, a red ball is placed in the urn. (i) What is the probability that the urn will contain exactly 3 white balls? (ii) What is the probability that the urn will contain exactly 3 red balls, given that the first ball placed was red? Aninsurance salesman sells policies to 5 men, all of identical age in good health. According to the actual trial table the probability that a man of this particular age will be alive 30 years hence is 2/3. Find the probability that in 30 years. (a) All 5 men (b) At least 3 men (c) Only 2 men will be alive (d) At least 1 man will be alive. Out of 800 families with four children each, how many families would be expected to have : (a) 2 boys and 2 girls (b) At least one boy (c) No girl (d) At most two girls ? Find the probability that in five tosses of a fair dice a 6 appears (i) twice (ii) at least two times. . If succesive trials are independent and the probability of success on any trial is p, show that the first success occurs on the tenth trial isp(1-p)"" , n=1, 2, 3,..... If on average one ship in every tour is wrecked, find the probability that out of 5 ships expected to arrive, 4 at least will arrive safely.Binomial, Poisson and Normal Distributions 317 ———— 12. The probability of a defective bolt is 0.2. Find the mean and S.D. for the distribution of defective bolts in a total of 1000. 13. ifon an average, 1 ship in every 10 is sunk, find the chance that out of 5 ships expected at least 4 will arrive safely. 14. If the probability of hitting a target is 10% and 10 shots are fired itidependently, what is the probability that the target will be hit at least once? 15. 10% of the bolts produced by a machine are defective. 1000 samples of 5 bolts each are chosen at random . Find the number of samples containing : (a) No defective bolt (b) One defective bolt (© At least two defective bolts. 16. Ifthe chance that any one of the 10 telephone lines is busy at anyinstant is 0.2, what is the chance that 5 of the lines are busy? What is the probability that all the lines are busy? 17. If onan average 1 vessel in every 10 is wrecked, find the probability that out of 5 vessels expected to arrive, at least 4 will arrive safely. 18. A sortie of 20 aeroplanes is sent on an operational flight. The chance that an aeroplane fails to return is 5%. Find the probability that (i) one plane does not return (ii) at the most 5 planes do not return, and (iii) what is the most probable number of returns? Out of 800 families with 5 children each, how many would you expect to have (a) 3 boys (b) 5 girls (c) either 2 or 3 boys? Assume equal probabilities for boys and girls. 20. A product is 0.5% defective and is packed in cartons of 100. What percentage contains not more than 3 defective? 8.4 Poisson Distribution ‘The Poisson distribution is a particular limiting form of the Binomial distribution when p(or q) is very small and the number of trials is large enough, so that np is finite, say m. In Binomial distribution , we have P(r)= "C,q""p" where np =m = "C,(I- p)"" p" (| = n-)(n—-2).... 19. "318 Engineering Mathematics-III n a of - ") n , fi 7 When n— =, wehaveP(r)= 17, jim (-2) {. tim (1-2) =} (8.4) rt n neo n my" myn -“™ But lim (-2) = lim (-2) =e" I n ne n r Thus, we get, P(r)= —™ where r= 0, 1,2, rt 2 Thus the limit of (q+ p)" is e™™ [teat This is called Poisson Distribution. 8.5 Mean of Poisson Distribution mh We have, P(r) »For this distribution, we construct the following table : We haveBinomial, Poisson and Normal Distributions 319 We have, P(r) = , Let us frame the following table to obtain the standard deviation of Poisson distribution. We have Lfal, Lfr=m Now, Lfr? =0+e7™.m+2e-™.m? +3.e-™.320 Engineering Mathematics-II] 4am" (r-D! = men" [e™ +me™]=m+m 2 Ls? fe £) mtm > He = -j|=_|] =-=—— - = lence Sf if 7 (my =m Variance of Possion distribution => o=im Similarly, we can compute 1 1 =, =— etc. vm m 1 1 H3 =m, Hg = 3m? +m, By == Be 342.7 8.7 Recurrence Formula for the Poisson Distribution —m or ‘m rel We have P(r) = £ = pre) = 2 [u.p.7.U 2001] (r+1)! Then Per). , P(r) = P(r+)=—™ Pir), r= 0, 1, 2, 3.0.2 r+l This is called the recurrence formula for Poisson distribution. 8.8 Mean Deviation Show that in a Poission distribution with uniit mean, and the mean deviation about the mean is (2/e) times the standard deviation. r Sol : We have P(r) = mem, where mean = m=1 n and S.D. =m =1 = P(r)=2— r!Binomial, Poisson and Normal Distributions 321 Let us frame the following table : Now mean deviation about the mean 1 11,12,13 = LP(r)|r-1| =—-+ 0+ -— + -— 4+ -— +...4 EPO = E404 at at eal =tf+0 14243 ieee + ae e 2 3! 4! 1 al 14(t-2)+(2-2)+(3-3)+($-d}-(E-2- e How la a ar 3" lar at rt orl aed 2e dade, Ftp tne} 2! 3! 4! 2° 3! rl [ofetedeten ot 2 3! =lp+e-e+t] e 2222220225. ee 3 e 8.9 Applications of Poisson Distribution This distribution is applied to problems concerning with : teeces, 4 1 V4 tothe Ih 2) 3! 4 (i) Arrival pattern of ‘defective vehicles in a workshop’, ‘patients in a hospital’ or ‘telephone calls’. * (i) Demand pattern for certain spare parts. (iii) Number of fragments from a shell hitting a target. (iv) Spatial distribution of bomb hits.322 Engineering Mathematics-III Illustrative Examples Ex. 24: Fit a Poisson distribution to the following : x o i 2 3 4 £ 192 roo | 24 3 1 We have Then This is the required poisson distribuition. Ex. 25: Using Poission’s distribution, find the probability that the aces of spades will be drawn from a pack of well-shuffled cards at least once in 104 consecutive trials. use (e? = 0.1353). Sol : P(r) = 37=01,2.... r! meanp=104 x1 =2 (-n= 104, = 4) = Probability of drawing an ace of spades at least once = 1-P (0) 2 =1-0.1353= 0.8647 Ex. 26: A manufacturer knows that the condensers he makes contain on an average 1% of defective. He packs them in boxes of 100. Whatis the probability that a box packed at random will contain 3 or more faulty condensers. (use e~! = 0.3679). Sol: Wehaven =100, p=—-=001 100 => m=np=100x0.01=1Binomial, Poisson and Normal Distributions 323 m pry = ey r! rl Also P(r >3) =1-P(0) +P(r) + P(2)}=1 { z =1-0 . 3679 x 2.5=0.08025.. Ex. 27: Criticize the statement : The mean of a Poisson’s distribution is 5 while its standard deviation is 4. Sol : For a Poisson's distribution, we have mean = variance =>5 = (4)?; which is wrong. Thus, the given statement is wrong. Ex, 28: Ifthe variance of the Poisson distribution is 2 , find the probabilities for r = 1, 2,3, 4 from the recurrence relation of the Poisson distribution . Also find P(r2 4). Sol: Variance = m = 2 (U.P.T.U. 2001) r -2.50 = 2 p(oy= £2 = 0.135 rl ol We have P(r) e = PCI) 0.271, P(2)= Fr 7 01805 PCA) = 1-[P(0)+ P(1) + PQ)+PQ)] — [0.135 + 0.271+ 0271+ 0,180] = 1-[0.857] = 0.143 Ex. 29: Assume that the probability of an individual coal miner being killed in a mine accident during a year is a Use appropriate statistical distribution to calculate the probability that in a mine employing 200 miners, there will be at least one fatal accident in a year. Sol: We have P= —1_ jn = 200 and m = np = 200 = 1 2400 2400 12 Then P(at least one killed )= P(1) + P(2) + P(3) +....+ P(200) =1—P(0) -m em? o! Ex. 30: An insurance company finds that 0.005% of the population dies from a certain kind of accident each year. What is the probability that the company must pay offno more than 3 of 10,000 insured risks against such accident in a given year? =1- eM) - 10,92 = 008 Sol: p = 0.0005% = “t00° = 0,00005, n =10000 > m = np =10000 x 0.00005 = 0.5324 Engineering Mathematics-IIl ~0.5 r Also P(r) = SO 26,14... r rt and P(r > 3)=1- P(r < 3)= 1-[P(0) + P(1) + P(2)+ P(3)] 3 . =1-e 51405405) Sy , 3) 2 6 = 1- 0.6065 (1.646) = 0.0016. Ex. 31: If the prof&tbility that an individual suffers a bad reaction from a certain injection is 0.001, determine the probability that out of 2000 individuals (a) exactly 3 (b) more than 2 individuals will suffer a bad reaction. Sol : p = 0.001, n = 2000, m = np = 2000 x 0.001 = 2 Also Now PQ)= $x 0:136=0.18 and P (r>2) = P(3)+ P(4)+ P(S) = |— [P(0) + P(1) + P(2)) = 1 fe? , eF2@ , =e) 0! 1! 2! =1-5x 0.136 =1-(1+2+2)e = 1-0.680 = 0.32 Ex. 32: A car hire firm has two cars which it hires out day by day. The number of demands for a car on each day is distributed as Poisson distribution with mean 1.5. Calculate the proportion of days on which neither car is used and the proportion of days on which some demand is refused. (e~! = 0.2231). e™ (my Sol: Given m = 1.5, P(r)= 7 r! Now Proportion of days on which neither car is used eS. 3 0! = P(0)= eS — 02231 Hence proportion of the days on which some demand is refused P(r>2)=1- [P(0)+P(1)+P(2)] l-e eons | =1- 0.2231(3.625) = 0.1913aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Binomial, Poisson and Normal Distributions 327 Ex. 38: Data were collected over a period of 10 years showing number of deaths from horse kicks in each of the 20 army corps. The distribution of deaths was as follows : Fit a Poisson distribution to the data and calculate the theoretical frequencies. LAM = 5X 14 22X24 3x 341%4 9 61 may Lh 109+ 65+ 22+3+1 Sol : Mean of P.D. = mm 0.61 (0.61)" Further f(r)=N.P(r)= n= —"_ = 200, S27 pn = ¥ f= 200] TI r r = 200x 0.5435, 0-6) [- e-6! = 05435] rn a = 108.7x CO 7 Hence the various theoretical frequencies are given as under : f= 1087 x05" = 1087 x1 = 109 FCA) = 108.7 x OU oe = 66.3 = 66 f(2) = 108.7 cos = 20.2 =20 fQ)= na 060" =41=4 (4) = 108.7% 2-6" 9724 4! Ex. 39: A manufacturer knows that the razor blades he makes contain on the average 0.5% as defectives. He packs them in packets of 5. What is the probability that a packet at random will contain 3 or more defective blades. Sol: Here p = 0.5% = 0.005; n = 5; m = np = 5x 0.005 = 0.025 _ e705 (9.995)° - rl Now P(r)= 025.925) 250,025) e°°5,(0,025)° Se O02 ere ONIN Ef con M02), 3 4! st P(3 or more) = P(3)+ P(4) + P(5) = ~0.025 (9,025)> 3! [20+ 5(0.025) + (0.025)]328 Engineering Mathematics-III _ 0.975 x 0.000015625 x 20.125625 120 = 00000025555 Ex. 40: Suppose that a book of 600 pages contains 40 printing mistakes. Assume that these errors are randomly distributed throughout the book and the number of errors per page has a Poisson distribution. what is the probability that 10 pages selected at random will be free of errors? Sol : Here pest, m=np=10x xt = 2 600 «15 IS 3 r -2(2) > P(r) ea r! r! 0 (3 —4_ =e = 051 > P@=—> Ex. 41: Bortkiewicz has given the following data of men killed by the kick of a horse in certain Persian army corps in twenty years (1875-1894). Calculate the theoretical frequencies taking the disribution to be Poisson. Number of deaths Frequency Sol: Number of deaths x Frequency 2 3 4 Total Mean Efe ole 0.61 a 200Binomial, Poisson and Normal Distributions 329 0.61 r Now Poisson distribution is given by P(r) = nee eM cay _061 ag P(O) = = 0.54335 igi PQ)= seat 0.54335 x 0.61 = 03314435 0.61 PQ)= ean = 234855% 03721 _ 1010902675 6% 61) _ 0.54335x 0.226981 PQ) = S$ = SE = 0202049081520 0.61 4 P(4)= oe 0 a 138458 _ 9903124849318 Hence, the theoretical frequency is as follows : Number of deaths Theoretical Frequency 0 0.54335 x 200 = 108.67 1 0.3314435 x 200 = 66.29 2 0,1010902675 x 200 = 20.22 3 0.02049081520 x 200 = 4.10 4 0.003124849318 x 200=0.63 Ex. 42: An insurance company found that only 0.01% of the population is involved in a certain type of accident each year. If its 1000 policy holders were randomly selected from the population, what is the probability that not more than two of its clients are involved in such an accident next year ? (given that e~°! = 0.9048) Sol : Here p = 0.01%=—L x =_!_, 100 100 10000 n= 1000, eo r (01) m = np = (1000) x—_ x 1 = 9,15 pry = 2 OD P= 100) xT O060 10 © r! Thus, P(not more than 2)= P(0, 1 and 2) = P(0)+P(1)+P(2) en? , (ay! , e801)? OF 1! 2! S e(i+0. iy ot). 0.9048 x 1.105 = 0.9998 Ex. 43: The random variablex has Poisson distribution with parameter A . Find the expected value E(x) of the random variable x.330 Engineering Mathematics-lll Sol: We have E(x) = r.P(ry=T" net S nem*.e* = a mae Problem Set 8. 1. In sampling a large number of parts manufactured by machine, the mean number of defectives in a sample of 20 is 2. Out of 1000 such samples, how many would be expected to contain at least 3 defective parts? 2. Find the expectation and variance of variable X if the probability PAX =h)= yk .- = 0 otherwise (A is a positive real number). 3. Ten percent of the tools produced in a certain manufacturing process turn out to be defective. Find the probability that in a sample of 10 tools chosen at random, (i) exactly two will be defective and (ii) more than one will be defective, by using Poisson approximation. 4. Ina certain factory producing cycle tyres there is a small chance of 1 in S00 tyres to be defective. The tyres are supplied in lots of 20. Using Poisson distribution, calculate the approximate number of lots containing no defective, one defective and two defective tyres respectively in a consignment of 20,000 tyres. Given e-°-4 = 0.9608. 5. Bortkiwiez has given the following data of men killed by the kick of a horse in certain Persian army corps in twenty years (1875-1884) No. of deaths Frequency Calculate the theoretical frequencies taking the distribution to be Poisson. 6. Distribution of typing mistakes committed by a typistis given below. Assuming a Poisson model, find out the expected frequencies : Mistakes per page| 0 1 2 3 | 4 5 $ No. of Pages 142 156 69 27 | 5 t " In sampling a large number of parts manufactured by a machine, the mean number of defectives in a sample of 20 is 2. Out of 1000 such samples how many would be expected to contain at least 3 defective parts? Find the probability that at most 5 defective fuses will be found in a box of 200 fuses if experience shows that 2% of such fuses are defective. 2Binomial, Poisson and Normal Distributions 331 9. Wireless sets are manufactured with 25 soldered joints each. On the average, 1 joints in 500 defective. How many sets can be expected to be free from defective joints in a consignment of 1000 sets? 10. Inacertain factory turning out razor blades, there is a small chance of 0.002 for any blade to be defective. The blades are supplied in packets of 10, use Poisson distribution to calculate the approximate number of packets containing no defective and two defective blades respectively in a consignment of 10000 packets. 11. Acertain screw making machine produces on average of 2 defective screws out of 100, and packs them in boxes of 500. Find the probability that a box contains 15 defective screws. A car-hire firm has two cars which it hires out day-by-day. The number of demands for a car on each day is distributed as a Poisson distribution with mean 1.5. Calculate the proportion of days (i) on which there is no demand, Gi) on which demand is refused. (e!5 = 92251), 8.10 Normal Distribution 8.10.1 Continuous Distribution So far, we have been dealing with those distributions where the variable takes only the integral values and hence such distributions are called discrete distributions, whereas on the other hand when the variables (e.g. current, temperature, height, weight etc.) take all possible values in a given interval. Variables of this type are known as continuous variables. The probability distribution of a continuous random variable cannot be presented in the tabular form. The probability distribution of the continuous random variable x is represented by f(x), called the density function, x is defined over a continuous sample space, the graph of f(x) will be continuous. For example, the given figures represent the graphs of Continuous Probability Distributions. 12. I@) Sa) fe) I@ Plxj =, sothatz dz = do do _ do Po-o de or dz =O = 2 _, hence 2cb f e~®. 2. =1 = (@) J Qe) 2cb f° ,-0/2),-0, and fo Meda = 1 (8.6) af But etx" lay =T(n) oe“ dey = 10 / 2) = Vn oO OgBinomial, Poisson and Normal Distributions 333 Hence, from (8.7), V2cbVn = 1 or ¢ = ——— by(2n) sy feos 1 y-avanx-a/ty, ce ceo (8.7) by(2n) The mean p of the normal variable is given by f xe DUC AV 1? ay oe : Putting = 2, dx = bdz, we get f (a+ baye"V¥" de = “es ) =F fF egy Df gg 1/202? Qn) fe Te ) [ =at fe = a+0 (2x) Hence, mean H=a The variance o? is given by 2_ 1 Ff 2 -C/2){(x-wy/b? o* =—— | (x-p)*.e dx ime 1-H Put a 22 252, 9-1/2? o b*s «bdz es fi 2_ 1 292 p-W/2)? ge 2bY fe a2)? o= b°z*.e .dz = ——| 2”.e dz V@n) fi Tea, 2 Again put 2 ewe Beaweest =o 2 2 z Jew 2b? f we-w dW 2b? f w'2e-” aw =—— | 2 = Ven, em) @h But fw7ewaw =9 (3/2) =(V2 (V2) = (V2) 4x) 0 2 2 => o? =b?334 Engineering Mathematics-IIl The distribution of normal variate x with mean 1 and variance o? is given by aP = Ae VO HV eo x < 00 © ofan) When X has the above density function, we write X as N(u,67) and the curve 1 1 S00" Tas xo e (/DL-4)/91* is called normal probability curve. The variate z = is called standard normal variate, whose mean and variance are 0 and 1 respectively and we write z as N(0, 1). The distribution of z is called standard normal distribution and is written as : Le Oe os Sig Zoe ---(8.8) v(2n) 8.10.3 Main Characteristics of Normal Distribution (i) The mean, median and mode for a normal distribution are identical. (ii). The curve is smooth, regular, bell-shaped and symmetrical about the line x = 1 (ano because the expansion of y = f(x) = eV DH/oF , does not contain i the odd powers of [(x -p1/o)]. (iii) The ordinate of the curve decreases rapidly as | x| increases, The maximum ordinate at x =u is given by Y max = and hence the curve is unimodal. 3l- (2n)o (iv) The curve extends from — to +00 (v) Aso becomes larger, the ordinate y decreases ie. the curve spreads out more but flattened at the top. On the other hand when o becomes smaller, y increases and the curve becomes more peaked. (vi) Total area under the curve above x-axis from co to + & is always unity. Normal Curve Fig. 84 (vii)Area of normal curve between —o and p +0 is 68.27 %. (viiiWrea between pt -— 20 and pt + 20 is 95.45%. (ix) Area between pt - 30 and pt + 30 is 99.73%. (x) The area bounded by the curve with x-asis and any two ordinates equals to the probability for the interval marked on x-axis by the two ordinates. Applications of Normal Distribution This distribution is widely used in problems concerning with : (@ Calculation of errors mode by chance in experimental measurements. (ii) Computation of hit probability of a shot.Binomial, Poisson and Normal Distributions 335 (iii) Statistical inference in almost every branch of science. 8.10.4 Computation of Area Under the Normal Curve By using the transformation z = cates , we get the standard normal curve and the 3 total area under this curve is unity. The line z = 0. divides the whole area in two equal parts. Left side area to z = Ois 0.5 whereas the right side area to z = Ois 0.5. The area in between the ordinates z = 0 and z = z, say can be computed from the standard table. Illustrative Examples Ex. 44: Fit a normal curve to the following data : lenge of line (in cm.) Total | sf; = 42 Lfid'j=1 Lfid? = 133 Now, mean, 1 = 8.56 + x 0.01 = 8.56262 N_ -0/290-1/0)" Let the normal curve be y = 2m Here N= 42, p = 8.563 cms.336 Engineering Mathematics-IIl I Gsy 133) (11)? = 0.01x (3)-(8) = 0.0176 a2) \42 Hence the equation of the normal curve fitted to the given data is E fig? Also, o=ix Zhi Zhi N_ o-U(x-w?/20°} P(x) = —=e jroo S XS oV2n where jt ando are defined above and N= 42 Ex. 45: The incomes of a group of 10000 persons were found to be normally distributed with mean = Rs. 750 per month and S.D. = Rs. 50 , show that of this group about 95% had income exceeding Rs. 668 and only 5% had income exceeding Rs. 832. Sol: p =750,0 = 50 (@ P(x> 668) = 0.5 + P(668 < x < 750) Since, z =~" = 0.54 P{-1-64<2< 0}, =0-5+P{0< z< 1-64} = 0-5+0-4495 = 0-9495 Hence, the percentage of persons having income exceeding Rs. 668 = 0.9495 x 100 = 94.95%. (ii) P@& >832) = 0.5 — P(750 < x < 832) = 0.5 - P(O Hence, the area between x = 0 and x = 1.15 is 0.3746, implying that the area beyond z = 1.15 is 0.5 — 0.3746 =1.1254 Thus, the expected number of soldiers above 6 ft.=0.1254 x10000 =1254 Ex. 47: Ona final examination in mathematics, the mean was 72 and the standard deviation was 15. Determine the standard scores of students receiving grades. (a) 60 (b) 93 (©) 72.Binomial, Poisson and Normal Distributions 337 Ex. 48: Find the area under the normal curve in each of the following cases : (a)z =Oandz=1.2 (b) z = - 0.68 andz=0 (c) z = - 0.46 and z = 2.21 (d) z = 0.81 and z = 1.94 Sol : (a) Required area is the shaded area = 0.3849 (see fig. 8.6) (b) Area = Area between z = 0 and z = 0.68 = 0.2518 (see fig. 8.7) (c) Required area aa Fig, 8.7 = Area between z = 0 andz = 2.21 + Area betweenz = -0.46toz=0 = (Area between z = 0 andz = 2.21) + (Area betweenz = Oand z = 0.46) = 0.4865 + 0.1772 = 0.6637 (see Fig. 8.8 (a)) (@) Required Area = (Area between z = 0 and = 1.94) - (Area between z = 0 ands = 0.81) = 0.4738 - 0.2910 = 0.1828 (see Fig. 8.8(b)) Ex. 49: Students of a class were given an aptitude test. Their marks were found to be normally distributed with mean 60 and standard deviation 5. What percentage of students scored more than 60 marks? Sol: x = 60, X=» -60,0=5 > When , x>60, z>0. Hence area lying to the right of z = 0 is 0.5 Then the percentage of students getting more than 60 marks = 50%.338 Engineering Mathematics-IIl Ex, 50: Find the value of z in each of the cases (a) Area between 0 and z is 0.3770 (b) Area to the left of z is 0.8621 Sol: (a)z = +1.16 (b) The area is greater than 0.5 Area between 0 and z = 0.8621- 0.5 = 0.3621 Here z = 1.09 Ex. 51: In a sample of 1000 cases, the mean of a certain test is 14 and standard deviation is 2.5. Assuming the distribution to be normal, find (U.P.T.U. 2001] (i) How many students score between 12 and 15? (ii) How many scure above 18? (iii) How many score below 8? (iv) How many score 16? Sol: n = 1000, 1 = 14,0 =25 . 12-14 Here g, e2E-H AWM og ( Here xe and soe SoM 1 Log R 25 25 2-08 gz=04 Thus, the area lying between s = - 0.8 toz = 0.4 Fig. 8.11 =[Area from (z = 0) to (z = 0.8] + [Area (z = 0) to (g = 0.4)] = 0.2881 + 0.1554 = 0.4435 Hence, the required number of students = 1000 x 0.4435 = 443.5 = 444 Gijsy= 824.4 16 Then area right toz = 1.6 = 0.5 — area between (z = 0) to (@ =1.6) = 0.5 - 0.4452 = 0.0548 2716 Hence the required number of students Fig. 8.12 (a) = 1000 x 0.548 = 54.8 = 55 ae 8-14 6 iii) z= ——_ = =-2-4 Git) 25 5 Now Area left to - 2.4 = 0.5 - area between 0 and 2.4 Al = 0.5 - 0.4918 = 0.0082 24 0 Fig. 8.12 (b) Hence the required number of students = 100 x 0,0082 = 8,2=8 (iv) Between x, =15.5 and x, =16.5Binomial, Poisson and Normal Distributions 339 155-14 165-14 = nd z,= 25 25 Then area between 0.6 and 1 = 0.3413 - 0.2257 = 0.1156 Hence, the required number of students = 0.1156 x 1000 = 115.6 = 116 Ex. 52: Five thousand candidates appeared in a certain examination carrying a maximum of 100 marks. It was found that the marks were normally distributed with mean 39.5 and with standard deviation 12.5. Determine approximately the number of candidates who secured a first class for which a minimum of 60 marks is necessary. You may see the table given below (x denotes the deviation from the mean). The proportion A of the whole area of the normal curve lying to the left of the ordinate at the deviation x/o is : =i 15 1.6 1.7 18 0.93319 0.94520 0.95543 Sol : Mean = 39.5 = y and standard deviation = o = 12.5 2 ge SOS 92S) 20.5 41 oy 64 12.5 12.5 25 Area for = = z = 1.6 is 0.94520 oO Also Area for s =~ = 2 =17 is 0.95543 oO Fig. 8.13, Now difference for 0.1 = 0.01023 then difference for 0.04 = 0.004092 Thus, the area for z = % =1.64 is 0.94520 + 0.004092 = 0.949292 o Hence, the area right to ordinate 1.64 = 1 - 0.949292 = 0.050708 Then the number of candidates securing marks 60 or more = 5000 x 0.050708 = 253.54 or the candidates securing first division = 254 Ex, 53: The mean inside diameter of a sample of 200 washers produced by a machine is 0.502 cm and the standard deviation is 0.005 cm. The purpose for which these washers are intended allows a maximum tolerance in the diameter of 0.496 to 0.508 cm, otherwise the washers are considered defective. Determine the percentage of defective washers produced by the machine, assuming the diameter are normally distributed. Sol: = = 0:496= 0.502 _ 15 0.005 gy = XTH _ 0508-0502 _ 15 o 0.005 Hence, the area for non-defective washers = Area between z = -1.2 andz = + 1.2 = 2 (Area between z = 0 andz = 1.2) = 2x (0.3849) = 0.7698 = 76.98%340 Engineering Mathematics-lIl ‘ Then the percentage of defective washers = 100- 76.98 = 23.02% Ex. 54: In anormal distribution, 31% of the items are under 45 and 8% are over 64. Find the mean and standard deviation of the distribution. Sol; Let: be the mean and o the S.D., then Now area between 0 and “2 = 0.50 -0.31 = 0.19 B14 bee o 04% 0 1405 But by the table, for the area 0.19, z = 0.496 implying Fig. 8.15 A5= _ 0.496 8D o Now, area between z= 0 and = ect = 0.5 -0.08 = 0.42 aaa For area 0.42, z = 1.405, implying =1.405 ‘Then solving (8.1) and (8.2), we get w=50,0=10 (8.2) Ex. 55: Assuming that the diameters of 1000 brass plugs taken consecutively forma machine form a normal distribution with mean 0.7515 cm and standard deviation 0.0020 cm how many of the plugs are likely to be rejected if the approved diameter is 0.752 + 0.004 cm? Sol : Limits of the diameter of non-defective plugs = 0.752 - 0.004 = 0.748 cm and 0.752 + 0,004 = 0.756 cm x-H :- Now (8.1), o ze wy =0.748 = my = O748= 07515 _ _ 0.002 and X_ = 0.756 = 2 Then area between 2,= -1.75 to z, = 2.25 = (Area from z = 0 toz,= - 1.75) + (Area from z = 0 to2, = 2.25) = 0.4599 + 0.4878 = 0.9477 Hence the number of plugs likely to be rejected@=1000 (1 -0.9477)=1000 x 0.0523 = 52.3 ie., 52 plugs are likely to be rejected.Binomial, Poisson and Normal Distributions 341 Ex. 56: A random variable x has a standard normal distribution 6. Prove that P(|x| the area under the curve between z = Oand z = 1 is 0.34134). 3. If x is normally distributed with mean 4 and variance 9, find @ Pr(2.5 k) = 2[1-f ®)]. 10. The life time (in hours) of a television tube of a certain type has the exponential distribution f(x) = a exp {- a (x-q)},x > q with q = 60 anda = 0.013. What is the probability (@)_ that a tube will work for less than 100 hours ? Gi) that a tube will work for more than 500 hours ? (ii) that tube will work for between 700 and 1000 hours ? 11. The pdf of X is given by f(X) = Ae”, x2 0,2 > 0. Calculate Pr (X>EQQ]. If X~N (75, 25), find Pr [X > 80/X > 77]. If X~N (10, 4) find Pr{| X|2 5]. 12. The life time of radio tubes manufactured in a factory is known to have an average value of 10 years. Find the probability that the life time of a tube taken randomly (i) exceeds 15 years (ii) isless than 5 years, assuming that the exponential probability law is followed.Binomial, Poisson and Normal Distributions 343 Objective Type Questions Multiple Choice Questions Tick mark the correct alternative: 1. 3. The mean of a binomial distribution is 5, then its variance has to be : @)>5 (b) =5 (<5 (d) =25. » If3isthe mean and 3/2 is the S.D. of a binomial distribution, then distribution is: 12 12 a4 x me (5+) o(5+3) 12, © G y 4) (d) none of these. The mean and variance of a binomial distribution are 5/4 and 15/16 respectively, then pis : (a) 1/2 (b) 15/16 ov (3/4, . In a Poisson's distribution P(x) for x = Ois 10%. The mean of distribution is : (a) 232026 (b) 2308 (c) 1.875 (d) none of these. . If x has a Poisson distribution with parameter 3, then P(x > 3) is : (a) 13/e3 ()1- a 7/23 @1-4, e A Poisson distribution has a double mode at x =1 and x = 2. What is the probability that x will have one or the other of these two values ? (a) 2e? (b) 2e © 4e? (d) 20? + 26”. + If Xis a Poisson variate such that : P(2) = 9P(4)+ 90 P(6), then mean of X is : (a) +1 (b) +2 (c) +3 (d) none of these. . An office switch board receives telephone calls at the rate of 2 calls per minute on an average. The probability of receiving no call in a minute is : (ae? 1/2344 Engineering Mathematics-lIl 10. 11, 12. 13. 14. @e? (d) none of these. . If X and Y are independent Poisson variates such that P(X = 1) = P(X = 2)and P(Y = 2 P(Y = 3), The variance of X — 2V is: @9 (b) 12 () 11 (d) 14. If X has a Poisson distribution with P(X =1)= 0.2 and P(X = 2)=0.4then P(X = O)is: (a) ze? (b)1-e woze4 Mes, If X is normally distributed and the mean value of X is 12 and S.D. is 4. Then P(X 2 20)is : (a) 0.0228 (b) 0.4772 (©) 0.5228 (d) none of these. The marks obtained by a number of students for a certain subject are assumed to be normally distributed with mean value 65 and S.D. 5. The probability that a randomly selected student gets marks over 70 is : (a) 0.0635 (b) 0.3413 (c) 0.6587 (d) 0.1587. Records show that the probability of a car breaking down while driving ina tunnel is 0.0004. The probability that out of 2000 cars that drive the tunnel at least one will break is : aes (b)1-e”5 (1-e 75 (dite, If X follows a binomial distribution with parametor n=6 and 4P(X = 4) = P(X = 2) then Pis: (a) 1/2 (b) 1/4 v6 (4) 1/3. Fill in the Blanks 1 2. 3. 4. 5. 7. In binomial distribution standard deviation is .... In binomial distribution mean is .« than variance. In Poisson distribution variance is..... Normal distribution is a limiting form of .. p30. under condition n -> ~, In normal distribution mean and median... ssseeeand equal to The mean deviation for normal curve measured from mean value is The third moment of a Poisson distribution is ..Binomial, Poisson and Normal Distributions 345 State True/False 1. The mean of a Poisson distribution is 10, then B, and B are 0.1 and 3.1 respectively. 2. For a Poisson distribution 1 = 4.2, then 13 is 4.2. 3. Ina normal distribution the curve is bell shaped and symmetrical about the line x=h 4. Normal distribution is discrete distribution. ANSWERS Problem Set 8.1 0.0376 - 1 gy-2 0 (2). ‘ex(5) (2) 233 (i). ae (1 Be (3) “ (3) (a) (32/243) (6) (192/243) (©) 40/243) (a) (242/243) @ 300 Gi) 250 Gi) 50 iv) 600 (i) 10 (5° /6° ) Gi) 1-2 (5/6)° ove we 200, 12.6 45,927/90,000 20. 1- (0.9)! = 0.65nearly %, 0.2) 0.8)° .(0.2)"° @ 7 c,(/20) (19/20)! Gi) Y= ce, (1/20 (19/20)°°" r=0 (iii) 90 99,83 (a) 590 (b) 228 (c) 81 [45927/50000] (a) 250 (b) 25 (©) 500346 Engineering Mathematics-IIl Problem Set 8.2 324 2 Ad 3. 0.18395, 0.2642 4. 960, 38.4, 0.76864 5. 108.67, 66.29, 20.22, 4.10,0.63 6. 0.503, 193.6, 97.8, 24.5, 4.1, 0.5 7. 1-(101/e) 8. 0.7845 9. 9512 10. 2 approx. 11. (10)!e19 /(15) ! 12. (i) 0.2231 (ii) 0.1913 Multiple Choice Questions 1. (c) 2. (a) 3. (c) 4. (a) 5. (b) 6. (c) 7. (a) 8. () 9. (d) 10. (d) 11. (a) 12. (d) 14. @) Fill in the Blanks 4, binomial 1. VnPq 2, greater distribution ae 2 5. coincide, p 6. 5° State True/False 1, True 3. True 4. FalseChapter 9 Sampling Theory Introduction In our daily life, ‘we come across persons making an assessment of the population through samples. Thus trader thrusts a conical trowel in a bag of wheat and assesses the quality of wheat in the bag by having a look upon the samples so drawn. A house-wife tests a small quantity of rice to see if it has been well cooked and so on. The importance of the theory of sampling lies in the fact that for a large population, it is neither practical nor necessary to collect data for each and every member of the population. Thus in order to have an information about the economic conditions of the rural population of U.P., it would require a huge establishment to collect data from each and every individual in the villages and then to tabulate and calculate the parameters from it. It would be quite sufficient if a sample of village is selected (with due precautions) and information are collected from it. The information so gathered may be taken to represent the whole rural population of the state. Most of the industrial concerns have some sort of quality control over their manufactured goods before sending them to the market. If each and every item has to be tested, perhaps in some cases no goods can be sent to the market e.g., in case of the match boxes, a test would means the burning of all the matches. Thus the purpose of sampling is to get information about the population from the sample. The population measures e.g., mean, S.D. etc. are called parameters while the measure obtained from are samples are called statistics. 9.1 Sampling and Related Terms In statistics, a statistical population is a set of entities concerning which statistical inferences are to be drawn, often based on a random sample taken from the population. For example, if we are interested in generalizations about birds, then we would describe the set of birds that is of interest. Notice that if we choose a population like all birds, we will be limited to observing birds that exist now or will exist in the future. Probably, geography will also constitute a limitation in that our resources for studying birds are also limited. In 1786 Pierre Simon Laplace estimated the population of France by using a sample, along with ratio estimator. He also computed probabilistic estimates of the error. These were not expressed as modern confidence intervals but as the sample size that would be needed to achieve a particular upper bound on the sampling error with probability 1000/1001. His estimates used Bayes’ theorem with a uniform prior probability and it assumed his348 Engineering Mathematics-III sample was random. The theory of small-sample statistics developed by William Sealy Gossett put the subject on a more rigorous basis in the 20th century. However, the importance of random sampling was not universally appreciated and in USA in 1936 Literary Digest prediction ofa Republican win in the presidential election went badly awry, due to severe bias. More than two million people responded to the study with their names obtained through magazine subscription lists and telephone directories. It was not appreciated that these lists were heavily biased towards Republicans and the resulting sample, though very large, was deeply flawed. The sampling process comprises following several stages: * Defining the population of concern. * Specifying a sampling frame, a set of items or events possible to measure. > Specifying a sampling method for selecting items or events from the frame. + Determining the sample size. «> Implementing the sampling plan. + Sampling and data collecting. *» Reviewing the sampling process. 9.1.1 Population Population is also used to refer to a set of potential measurements or values, including not only cases actually observed but those that are potentially observable. Suppose, for example, we are interested in the set of all adult birds now alive in the state of Utter Pradesh in India want to know the mean weight of these birds. For each bird in the population of birds there is a weight, and the set of these weights is called the population of weights. 9.1.2 Subpopulation A subset of a population is called a subpopulation. If different subpopulations have different properties, they can often be better understood if they are first separated into distinct subpopulations. For instance, a particular medicine may have different effects on different subpopulations, and its effects may be obscured or dismissed if the subpopulation is not identified and examined in isolation. Similarly, one can often estimate parameters more accurately if one separates out subpopulations: distribution of heights among people is better modeled by considering men and women as separate subpopulations. 9.1.3 Sampling frame In the most straightforward case, such as the sentencing of a batch of material from production (acceptance sampling by lots), it is possible to identify and measure every single item in the population and to include any one of them in our sample. However, in the more general case this is not possible. There is no way to identify all rats in the set of all rats. Where voting is not compulsory, there is no way to identify which people will actually vote at a forthcoming election (in advance of the election). These imprecise populations are not amenable to sampling in any of the ways below and to which we could apply statistical theory. As a remedy, we seek a sampling frame which has the property that we can identify every single element andSampling Theory 349 include any one of them in our sample. The most straightforward type of frame is a list of elements of the population (preferably the entire population) with appropriate contact information. For example, in an opinion poll, possible sampling frames include: Electoral register and Telephone directory. Not all frames explicitly list population elements. For example, a street map can be used as a frame for a door-to-door survey; although it doesn’t show individual houses, we can select streets from the map and then visit all houses on those streets. (One advantage of such a frame is that it would include people who have recently moved and are not yet on the list frames discussed above.) The sampling frame must be representative of the population and this is a question outside the scope of statistical theory demanding the judgment of experts in the particular subject matter being studied. All the above frames omit some people who will vote at the next election and contain some people who will not; some frames will contain multiple records for the same person. People not in the frame have no prospect of being sampled, Statistical theory tells us about the uncertainties in extrapolating from a sample to the frame. In extrapolating from frame to population, its role is motivational and suggestive. To the scientist, however, representative sampling is the only justified procedure for choosing individual objects for use as the basis of generalization, and is therefore usually the only acceptable basis for ascertaining truth. In defining the frame, practical, economic, ethical, and technical issues need to be addressed. The need to obtain timely results may prevent extending the frame far into the future. The difficulties can be extreme when the population and frame are disjoint. This is a particular problem in forecasting where inferences about the future are made from historical data. In fact, in 1703, when Jacob Bernoulli proposed to Gottfried Leibniz the possibility of using historical mortality data to predict the probability of early death of a living man, Gottfried Leibniz recognized the problem in replying, According to Gottfried Leibniz Nature has established patterns originating in the return of events but only for the most part. New illnesses flood the human race, so that no matter how many experiments you have done on corpses, you have not thereby imposed a limit on the nature of events so that in the future they could not vary. A frame may also provide additional” ‘uxiliary information about its elements; when this information is related to variables or groups of interest, it may be used to improve survey design. For instance, an electoral register might include name and sex; this information can be used to ensure that a sample taken from that frame covers all demographic categories of interest. (Sometimes the auxiliary information is less explicit; for instance, a telephone number may provide some information about location.)Having established the frame, there are a number of ways for organizing it to improve efficiency and effectiveness. 9.1.4 Probability and Nonprobability Sampling Aprobability sampling scheme is one in which every unit in the population has a chance (greater than zero) of being selected in the sample, and this probability can be accurately determined. The combination of these traits makes it possible to produce unbiased estimates of population totals, by weighting sampled units350 Engineering Mathematics according to their probability of selection. For example if we want to estimate the total income of adults living in a given street. We visit each household in that street, identify all adults living there, and randomly select one adult from each household. (For example, we can allocate each person a random number, generated from a uniform distribution between 0 and 1, and select the person with the highest number in each household). We then interview the selected person and find their income. People living on their own are certain to be selected, so we simply add their income to our estimate of the total. But a person living in a household of two adults has only a one-in-two chance of selection. To reflect this, when we come to such a household, we would count the selected person’s income twice towards the total. (In effect, the person who is selected from that household is taken as representing the person who isn’t selected.) In this example, not everybody has the same probability of selection; what makes it a probability sample is the fact that each person’s probability is known. When every element in the population does have the same probability of selection, this is known as an ‘equal probability of selection’ (EPS) design. Such designs are also referred to as ‘self-weighting’ because all sampled units are given the same weight. Probability sampling includes: Simple Random Sampling, Systematic Sampling, Stratified Sampling, Probability Proportional to Size Sampling, and Cluster or Multistage Sampling..-These various ways of probability sampling have two things in common: Every element has a known nonzero probability of being sampled and Involves random selection at some point. Nonprobability sampling is a sampling method where some elements of the population have no chance of selection (these are sometimes referred to as out of coverage), or where the probability of selection can’t be accurately determined. It involves the selection of elements based on assumptions regarding the population of interest, which forms the criteria for selection. Hence, because the selection of elements is nonrandom, nonprobability sampling does not allow the estimation of sampling errors. These conditions place limits on how much information a sample can provide about the population. Information about the relationship between sample and population is limited, making it difficult to extrapolate from the sample to the population. For example: We visit every household in a given street, and interview the first person to answer the door. In any household with more than one occupant, this is a nonprobability sample, because some people are more likely to answer the door (e.g. an unemployed person who spends most of their time at home is more likely to answer than an employed housemate who might be at work when the interviewer calls) and it's not practical to calculate these probabilities, Nonprobability Sampling includes: Accidental Sampling, Quota Sampling and Purposive Sampling. In addition, nonresponse effects may turn a probability design into a nonprobability design if the characteristics of nonresponse are not well understood, since nonresponse effectively modifies each element's probability of being sampled.Sampling Theory 351 9.1.5 Replacement of Selected units Sampling schemes may be without replacement (‘WOR’ - no element can be selected more than once in the same sample) or with replacement (‘WR’ - an element may appear multiple times in the one sample). For example, if we catch fish, measure them, and immediately return them to the water before continuing with the sample, this is a WR design, because we might end up catching and measuring the same fish more than once. However, if we do not return the fish to the water (e.g. if we eat the fish), this becomes a WOR design. 9.1.6 Random Variables Categorical random variables yield responses such as ‘yes’ or ‘no’. Categorical variables can yield more than two possible responses. For example: ‘Which day of the week are you most likely to wash clothes?’ Numerical random variables yield numerical responses, such as your height in centimeters. There are two types of numerical variables: discrete and continuous. Discrete random variables produce numerical responses from a counting process. An example is ‘how many times do you visit the cash machine in a typical month?’ Continuous random variables produce responses from a measuring process. Height is an example of a continuous variable because the response takes on a value from an interval. Precision of the measurement instruments may lead to tied observations. A tied observation occurs when the measuring device is not sensitive or sophisticated enough to detect incremental differences in the experimental or survey data. Generally continuous random variable requires fewer samples than of discrete random variable. 9.2 Sampling Methods Within any of the types of frame identified above, a variety of sampling methods can be employed, individually or in combination. Factors commonly influencing the choice between these designs include: e+ Nature and quality of the frame. + Availability of auxiliary information about units on the frame. «+ Accuracy requirements and the need to measure accuracy. e+ Whether detailed analysis of the sample is expected. + Cost/operational concerns. 9.2.1 Simple Random Sampling Ina simple random sample (SRS) of a given size, all such subsets of the frame are given an equal probability. Each element of the frame thus has an equal probability of selection: the frame is not subdivided or partitioned. Furthermore, any given pair of elements has the same chance of selection as any other such pair (and similarly for triples, and so on). This minimizes bias and simplifies analysis of results. In particular, the variance between individual results within the sample is a good indicator of variance in the overall population, which makes it relatively easy to estimate the accuracy of results. However, SRS can be vulnerable to sampling error352 Engineering Mathematics-Il because the randomness of the selection may result in a sample that doesn’t reflect the makeup of the population. For instance, a simple random sample of ten people frora a given country will on average produce five men and five women, but any given trial is likely to overrepresented one sex and underrepresented the other. Systematic and stratified techniques, discussed below, attempt to overcome this problem by using information about the population to choose a more representative sample. SRS may also be cumbersome and tedious when sampling from an unusually large target population. In some cases, investigators are interested in research questions specific to subgroups of the population. For example, researchers might be interested in examining whether cognitive ability as a predictor of job performance is equally applicable across racial groups. SRS cannot accommodate the needs of researchers in this situation because it does not provide subsamples of the population. Stratified sampling, which is discussed next, addresses this weakness of SRS. Simple random sampling is always an EPS design, but not all EPS designs are simple random sampling. 9.2.2 Systematic Sampling Systematic sampling relies on arranging the target population according to some ordering scheme and then selecting elements at regular intervals through that ordered list. Systematic sampling involves a random start and then proceeds with the selection of every kt element from then onwards. In this case, k= (population size/sample size). It is important that the starting point is not automatically the first in the list, but is instead randomly chosen from within the first to the k element in the list. A simple example would be to select every 10th name from the telephone directory (an ‘every 10th’ sample, also referred to as ‘sampling with a skip of 10’). As long as the starting point is randomized, systematic sampling is a type of probability sampling. It is easy to implement and the stratification induced can make it efficient, if the variable by which the list is ordered is correlated with the variable of interest. ‘Every 10th’ sampling is especially useful for efficient sampling from databases. For example: Suppose we wish to sample people from a long street that starts ina poor district (house #1) and ends in an expensive district (house #1000). A simple random selection of addresses from this street could easily end up with too many from the high end and too few from the low end (or vice versa), leading to an unrepresentative sample. Selecting every 10th street number along the street ensures that the sample is spread evenly along the length of the street, representing all of these districts. (Note that if we always start at house #1 and end at #991, the sample is slightly biased towards the low end; by randomly selecting the start between #1 and #10, this bias is eliminated.) However, systematic sampling is especially vulnerable to periodicities in the list. If periodicity is present and the period is a multiple or factor of the interval used, the sample is especially likely to be unrepresentative of the overall population, making the scheme less accurate than simple random sampling. For example: Consider a street where the odd-numbered houses are all on the north (expensive) side of the road and the even-numbered houses are all on the south (cheap) side. Under the sampling scheme given above, it is impossible’ to get a representative sample; either the houses sampled will all beaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.‘Sampling Theory 359 Most sampling books and papers written by non-statisticians focus only in the data collection aspect, which is just a small though important part of the sampling process, 9.4 Review of Sampling Process After sampling, a review should be held of the exact process followed in sampling, rather than that intended, in order to study any effects that any divergences might have on subsequent analysis. A particular problem is that of non-responses. 9.4.1 Non-Response In survey sampling, many of the individuals identified as part of the sample may be unwilling to participate or impossible to contact. In this case, there is a risk of differences, between (say) the willing and unwilling, leading to selection bias in conclusions. This is often addressed by follow-up studies which make a repeated attempt to contact the unresponsive and to characterize their similarities and differences with the rest of the frame. The effects can also be mitigated by weighting the data when population benchmarks are available. Nonresponse is particularly a problem in Internet sampling. One of the main reasons for this problem could be that people may hold multiple e-mail addresses, which they don't use anymore or don’t check regularly. 9.4.2 Survey Weights In many situations the sample fraction may be varied by stratum and data will have to be weighted to correctly represent the population. Thus for example, a simple random sample of individuals in India might include some in remote areas who would be inordinately expensive to sample. A cheaper method would be to use a stratified sample with urban and rural strata. The rural sample could be under-represented in the sample, but weighted up appropriately in the analysis to compensate. More generally, data should usually be weighted if the sample design does not give each individual an equal chance of being selected. For instance, when households have equal selection probabilities but one person is interviewed from within each household, this gives people from large households a smaller chance of being interviewed. This can be accounted for using survey weights. Similarly, households with more than one telephone line have a greater chance of being selected in a random digit dialing sample, and weights can adjust for this. Weights can also serve other purposes, such as helping to correct for non-response. 9.4.3 Sampling Error In statistics, sampling error or estimation error is the error caused by observing a sample instead of the whole population. An estimate of a quantity of interest, such as an average or percentage, will generally be subject to sample-to-sample variation. These variations in the possible sample values of a statistic can theoretically be expressed as sampling errors, although in practice the exact sampling error is typically unknown. Sampling error also refers more broadly to this phenomenon of random sampling variation. The likely size of the sampling error can generally be controlled by taking a large enough random sample from the360 Engineering Mathematics-IIl population, although the cost of doing this may be prohibitive. If the observations are collected from a random sample, statistical theory provides probabilistic estimates of the likely size of the sampling error for a particular statistic or estimator. These are often expressed in terms of its standard error. Sampling error can be contrasted with non-sampling error. Non-sampling error is a catch-all term for the deviations from the true value that are not a function of the sample chosen, including various systematic errors and any random errors that are not due to sampling. Non-sampling errors are much harder to quantify than sampling error. Theoretical Examples Suggest a possible source of bias in the following : Ex. 1: The mean income per family in a certain town is sought to be estimated by sampling from motor owners. Ex. 2: Readers of newspapers are sampled by printing in it an invitation to them to send up their observation on some typical event. Ex. 3: A sample of household survey which includes several houses in which none is at home when the investigator first calls. Ex. 4: | Asample of unemployed obtained by taking every hundredth name in the register of applicants for appointments arranged in alphabetical order. Ex. 5: A survey of incomes of the residents of a locality by interviewing the owner of tenth house. Ex. 6: A barrel of apples is sampled by taking a handful from the top. Ex. 7: Amixture of sand and sawdust is sampled by scooping up a quantity from the bottom. Ex. 8: A set of digits is taken by opening a telephone directory at random and choosing the telephone numbers in the order in which they appear on the page. Sol. 1: Motor car licences are owned by only very rich people and thus the sample would represent only the wealthy class of the town. The sample is thus very much biased. Sol. 2: The sampling is not unbiased since those readers are more likely to write on the topic in which they are interested. Some of the readers are generally lethargic in writing letters and may not be represented in the sample, moreover, some others may have missed the newspaper of the date of publication of the invitation and thus are unable to send their views. Sol. 3: The surveyer may have visited at working hours so that the families in which both husband and wife are employed are absent and they would not be represented in the sample. Thus the sample is not unbiased. Sol. 4: The sample is fairly unbiased since alphabetic arrangement of names is independent of the status of the individual. It is known as Systematic Sampling which is fairly random if the attribute considered is independent of the other.Sampling Theory 361 Sol. 5: It is possible that the locality consists of ten house blocks so that every tenth house is a comer house and may belong to comparatively richer people, in which case it may be biased, Sol. 6: Generally in transportation the heaviest apples go down to the bottom and the lighter and smaller ones remain at the top, so that the apples at the top are not true representatives of the whole barrel. Moreover, a shopkeeper is likely to put the best apples at the top to attract the customer and it is possible that the other apples in the barrel may be of inferior quality. Sol. 7; The density of sand is greater than that of sawdust and hence when a sample is taken from the bottom, it is likely to consist of a higher proportion of sand than in the whole mixture. Sol. 8: If we take a used directory, the pages frequently used are more likely to be opened and thus the more popular numbers are apt to be included in the sample than others. Short Answers Type Questions 1. Write a short essay on Sampling in Statistics. (Meerut , 1983,2000) 2. Write brief note on Sampling Theory. a Write a short note on random sampling. (Meerut, 1980, 2005) S.5 Population and Samples As already explained that the word population is used to refer to any collection of objects or results of operations. For example, we may speak of the population of dairy cows in Meerut district, the population of mileages of automobile tyres, the population of prices of a commodity in a élty, We may also speak of hypothetical population of heads and tails obtained by tossing a coin an infinite number of times or the population of all possible values which the bank rate can have in twenty years time and so on. The aim of a statistical enquiry is to find out something about some specified population. It is impossible or impracticable to examine each and every member of the population since such a process will be too costly in terms or time and money. Thus the investigator is led to the study of a selected number of individuals from the population and on the basis of this limited investigation, he makes inferences regarding the whole population. This selected number of indivituals from a population is called a sample. The inferences that can be made from a sample about the whole population can never be of a categorical certainty. They can only be expressed in terms of probabilities. In order that the theory of probability can be applied, the sampling should be random. In the case of non-random sample, there is no way to measure the degree of confidence to be placed in any inference which can be made from such a sample. Recall that the selection of an individual from a population is random when each member of the population has the same chance of being selected. The aims of the theory of sampling are 1.... to find estimates of certains constants such as mean and standard deviation of the population. 2.... to determine what degree of confidence can be placed in these estimates when they areaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Sampling Theory 363 each sample we take proportion of successes, the mean proportion of successes will be P= pand the standard error of the proportion of successes is n C#9)-@) Note. If p or q become very small, then pq =p (1 - p)=p approx. Hence o = V(np) = \(M). It follows that if the proportion of successes be small, the standard error of the number of successes is the square root of the mean number of successes. 9.6.2 The Sampling of Attributes As distinguished from variables where quantitative measurement of a phenomenon is possible, in case of attributes we can only find out the presence or absence of a particular characteristic. The sampling of attributes may, therefore, be regarded as the drawing of samples froma population whose members possess the attribute A or not A. For exempted in the study of attribute literacy a sample may be taken and people classified as literates and illiterates. With such data the binomial type of problem may be formed. The selection of an individual on sampling may be called event the appearance of an attribute A may be taken as success and its non-appearance as failure’. Thus, if out of 1,000 people selected for the sample, 100 are found literates and 900 illiterates, we would say that the sample consists of 1000 units out of which 100 are successes and 900 failures. The probability of success or P= 100/ 1000 or 0.1 and the probability of failure or q = 900 / 1,000 = 0.9 so that pt+q=01+09=1 The various tests of significance for attributes are discussed under the following heads : i) ‘Test for number of successes. i) Test for proportion of success. and (iii) Test of difference between proportions. Test for Number of Successes The sampling distribution of the number of successes follows a binomial probability distribution. Hence its standard error is given by the formula : S.E. of no. of successes = /npq where n=size of sample p=probability of success in each trial q=(1- p), ie., probability of failure. 9.6.3 Conditions for Simple Sampling ‘The use of the formula ¥ coea)| or (=) for the standard error of p is justified n only under certain conditions which give rise to simple sampling in practice. There are three such conditions given below :364 Engineering Mathematics-IIl 1. The probability p for drawing an individual with attribute A on random sampling must remain constant and must be the same for all samples. This means that the proportion of individuals with attribute A in the populations remains constant at the drawing of each sample. Thus the theory of simple sampling cannot apply to the variations of the death rate in localities having population of different ages and sexes, or to death rates in successive years during a period of improved sanitary conditions. 2s The properties of individuals with attribute A must remain constant at the drawing of each individual member of the sample. Thus in the case of death rates mentioned above, the samples must not only be of the same age and sex composition and being under the same sanitary conditions, but each sample should contain persons of one age and one sex only. For if in each sample, there were persons of both sexes and different ages, the condition would be violated, the probability of death during a given period being different for the two sexes, or for different age-groups. It should be noted that the condition for the consistency of p will be satisfied if (i) The individuals are replaced after each drawing, before making the next drawing : by such a device the constitution of the population does not change so that the chance of success remains the same. (ii) The population is infinite : in this case, the removal of a finite number of individuals does not affect the proportion of individuals in the population possessing a specified attribute : (iii) The population is very large so that p may be taken to be constant without any appreciable error, provided the sample is not also large. This is very important case for the application of the theory of simple sampling to many practical data. 3. The third condition for simple sampling is that the individual events must be completely independent of one another like the throws of a coin. For example, if we were dealing with deaths from an infection or contagious disease, the theory of simple sampling could not be applied in such a case even if the sample population consisted of persons of one age and one sex only. For if one person in a certain sample has contacted the disease in question, he has increased the possibility of other persons dying from the same disease. Having discussed the above concepts let us now discuss the various situations where we have to apply the various tests of significance. For the sake of convenience and clarity these situations may be summed up under the following three heads : (i) The sampling of Attributes (ii) The sampling of variables (large samples) (iii) The sampling of variables (small samples) 9.7 Test of Significance for Large Samples We know that ifn is large, the binomial distribution tends to normal, so that in the case of large samples properties of normal curves can be used. Suppose we wish to‘Sampling Theory 365 test the hypothesis that a given large sample of size nis obtained by simple sampling from a population for which the probability of success is p. For normal distribution, we know that 99°7% of its members lie within a range + 30 i.e. + 3 V(npq) on either side of the mean np, so that only 03% of the members lie outside this range. Again only 5% of the members of a normal population lie outside the range mean + 26 [i.e. np + 2 V(npq)]. Hence we have the following test of significance for large samples : If the number of successes in a large sample of size n differs from the expected value np by more than 3 ¥ (npq): we call this difference highly significant. Sometimes a difference of more than 2 ¥(npq) may be called significant whereas a difference of less than 2 V (npq)is called insignificant. _ We may put the above test in a mathematical form as follows : If z is the standard normal variate, we have x-"™) V(npa) where x is the observed number of successes in the sample. Thus (i) If |z|> 3, difference between the observed and the expected number of successes is highly significant. Gi) ‘If 2<|z| < 3, the difference may be regarded as significant. (ii) If |s| < 2 the difference is not significant. 9.8 Standard Error ‘The standard deviation of simple sampling is called standard error. The use of the word error is justified on the ground that we usually regard the expected value as the true value and divergence from it as errors of estimation due to fluctuations of sampling. But too much importance must not be attached to the word error. Mostly the term ‘standard error’ is applied to the standard deviation of simple sampling. Apart from this, the term has got a wider meaning which we shall discuss when we deal with the theory of sampling of variable. 9.8.1 Standard Error and Sampling Distribution If the universe distribution is not normal, then the sampling distribution of sample means approaches normality as the sample size increases. The word "error" is used in place of "deviation" to emphasize that variation among sample means is due to sampling errors. It is so called because it measures the sampling variability due to change or random forces. Hence to clarify the term standard error it is necessary to describe a sampling distribution. If we select a number of independent random samples of a definite size from a given population and calculate some statistic (like the mean, standard deviation, etc.) from each sample we shall get a series of value of these statistics or functions. these values obtained from the different samples can te put in the form of a frequency distribution. The distribution so formed of all possible values of a statistic is called the sampling distribution of the probability distribution of that statistic. Thus if we draw 100 random samples from a given population and calculate their means, we shall get a series of 100 means which would form a366 Engineering Mathematics-Il] frequency distribution. This distribution will be known as the sampling distribution of the means. An explanation of sampling distribution would be incomplete without describing the universe distribution, the sample distribution and showing the relationship of these two with the sampling distribution. 9.8.2 Universe Distribution Such a distribution emerges when each and every item of the universe is studied, and we have full knowledge of its mean and standard deviation. The mean of the universe which is also called the true means is symbolized by y.. And its standard deviation by o (lower-case sigma). Greek letters are used for these manures to emphasize their differences from corresponding measures taken from a sample. Measures characterizing a universe, such as ando are called parameters. 9.8.3 The Sample Distribution If instead of all the items of the universe we study only a small part of it, i.e., take a sample, we will arrive at a sample distribution. The symbols X and S are used to designate the mean and standard deviation of the sample distribution. It may be noted that several sample distributions are possible from a given universe. The sampling distribution of a statistic reveals some important features : 1. First, a sampling distribution is generated from a population distribution, known or assumed. 2. Secondly, the sample population may generate an infinite number of sampling distributions for the statistic, each for special sample size n. 3. Finally, a population may generate sampling distributions for two or more different statistics. Sampling distributions are of great importance in theory and practice of statistics. It is because of the fact that sampling distribution of a statistic has well defined and by these properties that we can calculate risks (errors due to change) involved in making generalisation about population on the basis of samples. For example, the sampling distribution of means has the following important properties : 1. The arithmetic means of the sampling distribution is the same as the means of the universe from which samples were taken. For this reason the mean of the sampling distribution may be denoted by the same symbol as that the means of the universe involved, namely p, 2. The sampling distribution of mean has a standard deviation (a standard error) equal to the population standard deviation divided by the square root of the o a 3. The sampling distribution of means is normally distributed. Since the sampling distribution of the means is normally distributed, we can develop a method in which we can use the mean of our sample to estimate the population mean. For sample size, i. e.,Sampling Theory 367 example, if we compute an interval of X + 1.96 (c/n), the interval will include 95 percent of all the sample means. 9.8.4 Utility of the Concept of Standard Error The concept of standard error is of great significance in statistical work because of the following reasons : @ a It is used as an instrument in testing a given hypothesis. The hypothesis is generally tested at 5% level of significance. If the difference between observed and expected means is more than 1.96 standard error (S.E.), we say that the result of the experiment does not support the hypothesis at 5% level or, in other words, the difference is regarded as significanti.e., it could not have arisen due to fluctuations of sampling. On the other hand, if the difference between observed and expected results is less than 1.96 S.E., it is not regarded as significant, i.e., it could have arisen due to fluctuation of simple sampling, ie., we say that the result of the experiment does not provide evidence against the hypothesis. If the difference is more than 2.58 S.E., it is considered to b significant at 10% level. In practice, quite often a hypothesis is accepted if the difference is less than 3 S.E., because the probability of a difference is greater than 3 S.E., arising by chance, is only about 3 in thousand (0.27)% as 99.73 per cent items are covered between mean + 3c on either side of the mean. However, it must be emphasized that the use of 3o rules justified only if n is large. Some people apply a criterion of 2 S.E. in order to determine whether or not the difference could have arisen due to fluctuations of sampling. However, instead of 3 S.E. or 2 S.E., it is suggested that we should use either 5% level or 10% level of significance. (In practice, 5% level is more popular.) Standard error provide an idea about the unreliability of sample. The greater the standard error, the greater is the departure of actual frequencies from the expected ones and hence the greater the unreliability of the sample. The reciprocal of S.E., i.e., ce isa measure of reliability or precision of the sample. The reliability or precision of an observed proportation varies as the square root of the number of items in the sample. In other words, if we want to double the precision (which is th same thing as reducing the standard error to one half), the number of observation should be increased four times. (ii) With the help of S.E., we can determine the limits within which the parameter values are expected to lie. This is made possible because for large samples. Sampling distributions tend to approximate a normal distribution. In a normal distribution 68.27% of the samples will have their mean values (or any other constant) within a range of the population mean + 1 standard deviation or standard error. Similarly a range of mean + 2 S.E., will give 95.45 per cent values and mean + 3 S.E. will give 99.73 per cent values. Thus a range of +3 S.E. should be taken as the determining limit outside which the value of the parameter probability does not fall. The change ofa value lying outside+3 S.E. limits is only 0.27% (i.e., approximately 3 in 1,000)aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Sampling Theory 369 The following illustrations shall explain this methods. Numerical Examples Ex. 1: A dice is thrown 49152 times and of these we get 25145 times, 4, 5 or 6. Is this consistent with the hypothesis that the dice must be unbiased ? (ICWA. 1980) Sol : Let is take the hypothesis that the dice is unbiased. On the basis of this hypothesis, probability of gettingodd points and even points should be the same, ie, > Hence the expected number of getting 4,5 or 6 in 49,152 throws is iS? = 24576 the deviation of the actual from the expected number is (25145 - 24576) = 569 S.E. = Jnpq n= 49,152, S.E.= Difference __ 569 SE 110.85 Since the difference is more than 2.58 S.E. (1% level of significance) the hypothesis is rejected. Hence it cannot be concluded that the dice must be unbiased. Ex. 2:. A coin is tossed 400 times and it turns up head 216 times. Is it reasonable to assume that the coin is unbiased ? Sol : Let is take the hypothesis that the coin is unbiased. On the basis of this hypothesis the probability of getting a head is 1/2 and, therefore, the expected number of heads in 400 tosses is 400% 5-200. The observed number of heads is 216. The deviation of actual number of heads from expected is 16 (216-200). S.E. of no.ofheads = /npq n= 400,p=1/2, q=1/2 Since the difference between observed and expected number of heads is less than 1,96 S.E. (at 5% level of significance), the hypothesis is accepted. Hence it is not reasonable to assume that the coin is unbiased. Ex. 3: In a sample of 500 persons from a village in Rajasthan, 280 are found to be rice eaters and the rest wheat eaters. Can we assume that both the food articles are equally popular?370 Engineering Mathematics-II Sol : Let us take the hypothesis that the food articles are equally popular. The expected frequency for wheat eaters and rice eaters would be = = 250 each. — 11 S.E.= =,/500x—x— =1118 vrra 1 22 Difference between observed and expected number of rice eaters = 280- 250 =30 Difference = 30 = 268 S.E. 11.18 Since the difference is more than 2.585S.E. (1% level), it could not have arisen due to fluctuations of sampling. Hence we cannot assume that both the food articles are equally popular. Ex. 4: In a big city 325 men out of 600 men were found to be smokers. Does this information support the conclusion that the majority of men in this city are smokers ? Sol : Let us take the hypothesis that there is no significant difference in big and small city in smoking habits. Expected smokers = 300, i.e., p= q= i S.E.= \npq = 600% x5 = 1225 Dit = 25-204 S.E. 1225 Difference = 325- 300 = 25 Since the difference is more than 1.96S.E. (5% level of significance) the hypothesis is rejected. Test for Proportion of Successes Instead of recording the number of successes in each sample, we might record the 1 a would amount to dividing all figures of the record by n; the mean proportion of successes must be p, and the standard deviation of the proportiuon of successes proportion of successes, — th of the number of successes in each sample. As this Thus we have the following formula : Pq S.E.p= {Pd PYa Ex.5 : 500 apples are taken at random from a large basket and 50 are found to be bad. Estimate the proportion of bad apples in the basket and assign limits within which the percentage most probably lies. Sol : The proportion of bad apples in the given sample. Hence p = 0.landq=0.9Sampling Theory 371 s.p,> [Pt - SIN, _ 1003 _ gorg nV 500 1500 The limits within which percentage of bad apples lies -[p+9/2] 100 n =[0.1+ 3(0.013)] x 100 =[0.1+ (0.039)] x 100 = [0.14 (0.039)] x 100 =61t0 13.9 Thus, the percentage of bad apples in the consignment almost certainly lies between 6.1 and 13.9. Ex. 63. A wholesaler in apples claims that only 4% of the apples supplied by him are defective. A random sample of 600 apples contained 36 defective apples. Test the claim of the wholesaler. Sol : The wholesaler claims that only 4% of apples are defective. Hence the 95% confidence limits are given by X +1.96S.E. Pq _ [0.96% 0.04 _ 4 9g n 600 +196 S.E.= 0.96+1.96 (0.008) 96 0.0157 = 0.9443 to 0.9757 Out of 600 apples, the good apples may vary between 0.9443 x 600 = 566.58 and 0.9757 x 600 = 585.42, i.e., 567 and 585. The number of defective is thus expected to lie between 15 and 33. Since the actual number is 36. the wholesaler's claim that only 4% of its apples are defective cannot be accepted. Test for Difference between Proportions If two samples are drawn from different populations, we may be interested in finding out whether the difference between the proportion of successes is significant or Not. In such a case we take the hypothesis is that the difference between p, i.e., the proportion of successes in one sample, and pz, i.e., the proportion of successes in another sample, is due to fluctuations of random sampling. The standard error of the difference between properties is calculated by applying the following formula : Ss. 95% confidence limits the following illustrations shall explain this method. where p =the pooled estimate of the actual proportion in the population. The value of pis obtained as follows:372 Engineering Mathematics-III x +X or =." ny +n where x; and x2 stand for the number of occurrences in the two samples of sizes ny and nj respectively. is less than 1.96 S.E. (5% level of significance), the difference is due to random sampling variation, i.e., as not significant. The following illustrations shall explain the method : Ex. 7: In a random sample of 1,000 persons from town A, 400 are found to be consumers of wheat. In a sample of 800 from town B 400 are found to be consumers of wheat. Do these data reveal a significant difference between town A and town B, so far as the proport'on of wheat consumers is concerned ? Sol : Let us set up hypothesis that the two towns do not differ so far as proportion of what consumers is concerned, i = pg against H2: pj), p2- 1 1 SE (pp fPa(a } ng ny = 1000, p; = Re = Odin = 800, py = ee = 05 _ (1000x 0.4) + (800x 0.5) _ 400+ 400 1000 + 800 1800 _*+X2 _ 400+ 400 or simply ore at m +2. 1000+800 9 é aise m9 wolun 4 }20 SEP) = 9 x3 aL 000 * a) Yai rr = 0028 Pi ~ Pp =04-05=01 Difference _ 0.1 _ 4i7 S.E. 0.024 Since the difference is more than 2.58 S.E. (1% level of significance) it could not have arisen due to fluctuations of sampling. hence the data reveal a significant difference between town A and town B so far as the pruportion of wheat consumers is concemed. Ex, 8 : In a random sample of 500 persons from Maharashtra, 200 are found to be consumers of vegetable oil. In another sample of 400 persons from Gujarat, 200 are found to be consumers of vegetable oil. Discuss whether the data reveal a significant difference between Maharashtra and Gujarat so far proportion of vegetable oil consumers is concerned. Sol : Let us take the hypothesis that there is no difference between Maharashtra and Gujarat so far as the proportion of vegetable oil consumers is concerned, i.e., - Pz (null hypothesis). Computing the Standard Error of the difference of proportionsSampling Theory 373 S-E(p,-p,) = Dp m = 500 Pt as Pi ~ Pz = 0.4- 0.5 = 0.1. However, the conclusion remains the same irrespective of the fact whether the difference is positive or negative. pe 200200 400, Ronde natn ® 500+400 900 9 a 3 4 5/11 SIE) poppe Joe ( a (rr V9 ame aaa) = [22x 9 = YOOOTT = 0.003 2000 Pi ~ P2 = 0.4-0.5= 0.1 Difference __ 0.1 Difterence _ Ol _ 569 SE 0.033 Since the difference is more than 2.58 S.E. at 1% level of significance our hypothesis is rejected. Hence there is significance difference between Maharashtra and Gujarat so far as the proportion of vegetable oil consumers is concerned. Ex.9 : Before an increase in excise duty on coffee 800 people out of a sample of 1000 persons were found to be coffee drinkers. After an increase in the duty, 800 persons were found to be coffee drinkers in a sample of 1200 people. Do you think that there has been a significant decrease in the consumption of coffee after the increase in the excise duty ? Sol: Let us take the hypothesis that there has been no significant decrease in the consumption of coffee after increase in the excise duty. Computing the standard error of the difference of proportions 11 S.E. (p.-p,)= —— (Pi-P2) oof 2 2) 800 _ 0.80; pp = 2 = 0.667 1000 1200 _[g,3(1,1)_ S.E.(p,-p,)= Sx 3 (4+ 4) = 0007374 Engineering Mathematics-III PL - Po _ 0.8- 0.667 SE. 0.027 Since the difference is more than 2.58 S.E. (at 1% level of significance) it could not have arisen due to fluctuations of sampling.Hence there is a significant decrease in the consumption of coffee after the increase in excise duty. Ex. 10 : A machine produced 20 defective a. icles in a batch of 400. After overt hauling, it produced 10 defective in a batch of 300. Has the machine improved ? Sol : Let us take the hypothesis that the machine has not improved. Symbolically, = 4,93 Ho: = P2 . 20 ie, = 2° _ 005 = 400 Proportion of defective articles after overhauling . 10 ie, =— =0033 P2 = 300 Pi ~ Pz = 0.4- 0.5 = -0.1. However, the conclusion remains the same irrespective of the fact whether the difference is positive or negative. Pooled estimate of actual proportion in the population is given by : _%txX2_ 20410 _ 3 1,1 3, 67/1, 1 S.E(p,-p,) = —+—|=,J—x—|— +—_] = 0.0155 (Pi-P2) (2 2) 70 a +s) Difference = Pia P2 _ 0.05- 0.033 _ 1 S.E. 0.0155 0.0 . Since the difference is less than 1.96 S.E. (at 5% level) our hypothesis is true, i.e., machine has not improved significantly. Ex.11 : Two groups A and B consist of 100 people each who have a disease. A serum is given to group A but not to group B. It is found that is groups A and B, 75 and 65 people respectively recover from the disease. Test the hypothesis that the serum helps to curve the disease. (.C.W.A.1984) Sol : Let us take the hypothesis that there is no significane difference in the effect of the serum, i.e., py = po 75 65 =? = 075 p,;>. = 0.65 PL F998 P2409 m+n_ 100+100 200 q=1-p=03Sampling Theory 375 Difference _ 0.75-0.65_ 0.1 O° = So = 1.54 : S.E. 1065 0.065 Since the difference is less than 1.96 S.E., the hypothesis is accepted. Hence the scrum does hot help in curing the disease. At times we may be interested in comparing the proportion of persons possessing an attribute in a sample with the proportion given by the population. In such a case the following formula is applicable : n S.E. (p,-ps)= x——2___ (P1-P2)= 090 m(nyeng) where Po = Population proportion 90 = 1-Po n, = number of observation in the sample ny + Nz = Size of population Ex. 12:. There are 1000 students in a college. Out of 20000 in the whole university Ina study 200 were found smokers in the college and 1,000 in whole university. It there a significant difference between the proportion of smokers in the college and university ? Sol : Let us take the hypothesis that there is no significant difference in the proportion of smokers in the college. = 200, 1000 Proportion of smokers in the university 1000 =>—— = 0.05 20000 Difference between the two proportions = 0.20- 0.05 = 0.15 Po; i.e., proportion of smokers in the university = 0.05 do =1- Po = 0.95, my +n = 20000 nz = 20000-1000 = 19000 ny (ny +2) = /0.05x ee = ¥0.000045 = 0.0067 1000 + 20000, s Difference 015 Difference _ = 22.39 S.E. 0.0067 Since the difference is more than 2.58 S.E. (1% level of significance), it could not have arisen due to fluctuations of sampling. Hence there is a significant aifferenceaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.378 Engineering Mathematics-IIl Ex. 17: Show that for a random sample of 0 drawn with replacement, the standard error of sample proportion cannot exceed -05. Sol : Since p+q=1 (i.e. constant) the product pq will be maximum, when p=q= $ Hence the maximum value of S.E. of proportion is (")- (bxd« B }-0 0s. n \\2- 2° 100 Ex. 18: In breeding certain stocks, 408 hairy and 126 glabrous plants were obtained. If the expectation is one-fouith glabrous, is the divergence significant, or might it have occurred as a fluctuation of sampling ? Sol : Total number of plants = 408 + 126 = 534. Expected number of glabrous plants = 3 x 534 = 133-5. Observed number of glabrous plants = 126. Difference between expected and observed number of glabrous plants = 133-5-126=7-5. 1 3 Hence ==,q=~—andn = 534, Pay Hence the standard error of the number of glabrous plants = (s04 x = 10-Oapprox. which shows that the difference is very insignificant and might have occurred as a fluctuation of sampling. Ex. 19: Balls were drawn from a bag containing equal number of black and white balls each ball being returned before drawing another. The records were then grouped by counting the number of black balls in consecutive 2’s, 3’s, 4’s, 5’s. The following are the distributions derived for grouping by 5’s, 6’s and 7’s. Compare actuat with theoretical means and standard deviations. Sol: Successes (a) Grouping by (b) Grouping by | (c) Grouping by fives sixes sevens 0 30 17 9 — 1 125 65 34 2 227 166 104 3 224 192 151 4 136 1 148Sampling Theory 379 5 27 69 95 6 - 8 40 7 = - 4 Total 819 683 585 Since there are equal number of black and white balls, the chance of drawing a black ball is 3, so that we have and q = niet Nie ps 5 Hence the theoretical distribution for group (a) is given by 819 G } 4) ‘ -. Therefore mean = np = 5 x 3 =2-5 and theoretical standard deviation (s 2 Actual mean and standard deviation are found as follows : f d fa @ fa? 0 30 -2 - 60 4 120 1 125 = = 125 1 125 2 277 0 0 0 0 3 224 1 224 1 224 4 136 2 272 4. 544 5 27 3 81 9 243 Total 819 392 1256 Assumed origin 9 A=2. ‘ M=A+= 2 fd=2+ 22 = 24-48 = 2-48, 2 i o= Ril - =f) os 252 - (493° 114, Similarly theoretical and actual means and standard deviations for group (b) and (c) can be found. This is left as an exercise for the students. For group (b), Theoretically M = 3,0 = 1-225 Actually “97,06 =1-26,aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.‘Sampling Theory 381 Hence taking a (or 24. 5%) to be the estimate of families having a monthly income of Rs. 50 or less in the locality, we have that the limits are (24-54 31-5) percenti.¢. 20 percent and 29 percent approximately. Ex. 23: A dealer takes 100 samples from a consignment of 10000 items of a certain goods and finds that there are 50 items of grade I worth Rs. 5 per thousand, 30 items of grade II worth Rs. 4 per thousand and twenty items of grade. III worth Rs. 3 per thousand, Within what limits should the value of the consignment be fixed ? Sol : For items of grade I, we have _ 301 ~ 100 For items of grade II, we have 0-5 and q=1- 30 =—~ = 0-3and q=0-7, z 100 7 And for items of grade III, we get p=20/100=0-2andq=0-8 Total number of items in the sample = 100. Hence the standard error of the simple sampling is for grade 1=V(0-5x 0-5 x 100) =5-0, for grade I= V(0-3x 0-7 x 100) = 4-6, and for grade I= ¥(0-2x 0-8 x 100) = 4-0. Hence we have the lower and upper limits for the percentages of three grades as follows : I It 30-3x 4.6 = 16.2 50-3x5= 35% 20-3x4= 8% 504+3x5= 65% | 903% 46 = 43.8% 2043x4= 32%) Now the highest value that can be placed upon the consignment is the value for which grade I is the highest and grade III is the lowest, so that we get grade 1 = 65% and grade Ill = 8% The grade II = {100 — (65 + 8)} = 27% {lence the highest value of the consignment = 65% of Rs. 50 + 27 % of Rs. 40 + 8 % of Rs. 30 = Rs. 32-5+Rs. 10-8+Rs. 2-4= Rs. 45-7. Similarly, the lowest value that can be given to the consignment is that value for which grade I is the lowest and grade III the highest i. e. Grade I = 35%382 Engineering Mathematics-III Grade III = 32% so that grade II = {100 — (35 + 32)} = 33% Hence the least value of the consignment = 35% of Rs. 50 + 33% of 40 + 32% of Rs. 30 = Rs. 17-5+ Rs. 13-2+ Rs. 9:6= Rs. 40-3. Thus the value of the consignment almost certainly lies within the limits of Rs. 40-3 and 45-7. 9.9 Comparison of Large Samples ‘Two samples from distinct materials or different population give proportions of A's, as pj and pz, the numbers of observations in the samples being nj and nz respectively. Two cases arise : (a) If the two populations are really similar as regards the proportions of A's, can the difference between the two proportions have arisen merely as a fluctuation of simple sampling? In this case, we have no theoretical expectation as to the proportion of A's in the populations from which either sample has been drawn. The best guide in such cases would be to take the mean proportion in the two samples together for the proportion of A's in the populations. Hence the proportion of A's in the population can be given by = Pim _+ Pane Po= ny +Ng Let Ey and Ep be the standard errors in the two samples; then EP = 20% and £3 = Pot, my 2 If E be the standard error of the difference between p, and po, then * E? = Ef + E3 = Pogo (2 + 2) (9.1) my Rg, ea MP2 E If z > 3, the difference between p; and po is real one and is not merely due to fluctuations of simple sampling. If z < 3, the difference may be due to fluctuations of simple sampling. (b) _ If the proportions of A's are not the same in the two populations from which the samples are drawn, but p, and pz are the true values of the proportions, the standard error E of the difference in this case is given by 2 = Pit , Pada 7 n2 Ifz =P = < 3, the difference might have arisen due to fluctuations of simple sampling only and may vanish on taking fresh samples in the same way from the same material.Sampling Theory 383 Ex. 24: In a large city A, 20 percent of a random sample of 900 school boys had a certain slight physical defect. In another large city B,18-5 percent of a random sample of 1,600 school boys had the same defect. Is the difference between the proportions significant ? Sol: 201 18-5 37 Here =900 and py = 82 = 37 ny = 1600 PL T00 5’ P2="t00 200°"? Hence py = MAL + Raps _ 180+ 296 _ my +ny 900+ 1000 qo =1--19=-81. 1] Ld Now EB? = + t9x-01( toe 0017. pose (2 ™ 2) 900 1600 E =-04 approximately. Since, z <1, the difference between the proportions is not significant aud might vanish on taking fresh samples. Ex. 25: In a random sample of 500 persons from town A, 200 are found to be consumers of cheese. In a sample of 400 from town B, 200 are found to be consumers of cheese. Discuss the question whether the data reveal significant difference between A and B, so far as the proportion of cheese consumers is concerned, Sol: 200 _2 2001 Here =-4 = ===. P= 50075. °P2= 40072 > sothat pp = 2H Pata _ 200+200 4 ey 4.8 m+n, 500+400 9 99 Hence ei = 4x3 (35+2,)= cou. 9~9\500 * 400 This gives E =-033. Now Since || > 3, the difference is significant. Ex. 26: If for one half of n events, the chance of success is p and chance of failure is g, whilst for the other half, the chance of success is q and the chance of failure is p. Show that the standard deviation of the number of successes is the same as if the chance of successes were p in all the cases i.e. ¥ (npq) but the mean of the number of successes is n/2 and not np.384 Engineering Mathematics-III Sol : Let the number of successes in first and second half be denoted by x and y respectively. np ng E(d=P Ey)=4 @) 3 Oo) 2 ee var (x) = 3 npq, var (y) = = npq N E(t = ECE O=5 G+ P= var (x + y) = var (x) + var w= npq+ 2 mpq = npq. Ex. 27: In two large populations there are 30 and 25 percent respectively of fair-haired people. Is this difference likely to be hidden in samples of 1200 and 900 respectively from the two populations ? 30 25 Sol : He =~ =-30, pp =— =-25 ont ners P= T00 "2 = j00 so that Pi - Pp =-05. 52 = Pi , Pade _ 30x-70 | 25%-75 ny ng 1200 900 This given on calculation, E =- 0195. o 2- P= P2__05 _ 9 s6nearly E 0195 Hence it is unlikely that real difference will be hidden. Ex. 28: In a random sample of 500 men from a particular district of U.P., 300 are found to be smokers. In one of 1000 men from another district, 550 are smokers. Do the data indicate that the two districts are significantly different with respect to the prevalence of smoking among men ? 300_ 3 $50 _11 Sol : Here Bi Sg 52 S000 aoe 500 5 ) =-0271, 1000, and = 1-9 approx. Hence the difference is not significant i.e. the data do not indicate that the two districts are significantly different with respect to the prevalence of smoking among men.Sampling Theory Ex. 29: The subject under investigation is the measure of dependence in Tamil on words of Sanskrit origin. One newspaper article reporting the proceeding of the constituent Assembly contained 2,025 words of which 729 words were declared bya literary critic to be of Sanskrit origin. A second article by the same author describing atomic research contained 1,600 words of which 640 words were declared by the same critic to be of Sanskrit origin. Assuming that simple sampling conditions held, estimate the limits for the proportion of Sanskrit terms in the writer’s vocabulary and examine whether there is any significant difference in the independence of this wtiter on words of Sanskrit origin in writing on the two subjects. Sol : If po denote the proportion of Sanskrit terms in the writer's vocabulary in both the articles taken together, then . Po = i224 840 _ 3777 = 37-77% 2025 + 1600 and qo = 6223 = 62.23% Now the proportion of Sanskrit terms in the first article = ee =-36 = 36%and the proportion in the second article = —— = + 40 = 40% oo The difference = 40- 36=4% The standard error of the difference between these two proportions is given by | = (37-77 x 62:23) (Gs + aa) percent Podo ( My = 1-16 percent. goat 23-4>3, 1-16 And so the difference is a real one and could not have arisen from fluctuations of siraple sampling. Hence there is significant difference in the dependence of the writer on words of Sanskrit origin in writing on the two given articles. To estimate the limits for the proportion of Sanskrit terms in the writer’s vocabulary, we first find the standard error of the proportion of Sanskrit terms in the writer’s vocabulary. This is given by o= (222) where n = 2025 + 1600 = 3625 =-81 percent. Hence taking po = 37-77 percent to be the estimate to the Sanskrit words in the writer’s vocabulary, we have that the limits are 37-77 + 3 x- 81 percent i.e. 35-44% and 40-20% approximately.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Sampling Theory 389 experiment gives a value of the statistics which deviates significantly from the value of the parameter (i.e. 1 / 2), the null hypothesis is contradicted and we conclude that the coin is biased. If, however, this deviation is not significant, the hypothesis is accepted and the deviation may be attributed to sampling fluctuations. As another example, in accepting a consignment of jute bags the user wants to know whether the average warp strength of the batch is 100 Ibs. The suitable null hypothesis is that the mean batch warp strength is 100 lbs. and a sampling experiment will decide whether the hypothesis is to be rejected. Again in sampling a certain drug for immunization against a disease, the null hypothesis should be that the action of the drug and attack of the disease are independent. Neither is it assumed that the drug Prevents the discease nor that it has bad effects and accelerates the spread of disease. Thus a null hypothesis is a hypothesis which is tested for possible rejection under the assumption that it is true. By accepting a null hypothesis, we do not mean that itis proved to be true. This only implies that on the basis of the statistic calculated from the sample, we find no Teason to question the validity of the hypothesis. The only way in which hypothesis can be accepted with certainty is for us to know the population parameter which we do not have. 9.10.5 Parameter and Statistics In order to avoid verbal confusion with the statistical constants of the population, viz., mean (1), variance (67), etc, which are usually referred to as parameters, statistical measures computed from the sample observations alone, e. g., mean (X), variance (s?) etc., have been termed by Professor R.A. Fisher as statistics. In practice, parameter values are not known and the estimates based on the sample values are generally used. Thus statistic which may be regarded as an estimate of parameter, obtained from the sample, is a function of the sample values only. It may be pointed out that a statistic, as it is based on sample values and as there are multiple choices of the samples that can be drawn from a population, varies from sample to sample. The determination or the characterisation of the variation (in the values of the statistics obtained from different samples) that may be attributed to chance or fluctuations of sampling is one of the fundamental problems of the sampling theory. 9.11 Sampling Distribution of Large Sample If a large number of samples are taken from a population and some statistics such as mean, median, S.D. etc. of these samples are calculated for each sample, they will form a frequency distribution. Thus the distribution given by the means of these samples gives sampling distribution of the means, that given by the medians the sampling distribution of medians and one given by standard deviations gives the sampling distribution of the $.D.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Sampling Theory 399 Ex.35: A random sample of 200 tins of coconut oil gave an average weight of 4.95 kg with a standard deviation 0.21 kg, Do we accept the hypothesis of net weight of 5 kg. per tin, at 1 per cent level ? Sol : We have to test the bypothesi that the net weight is 5 kg. per tin. S.E.g= 4 z 6 = 0.21,n = 200 0.21 _ 21 —— = 0.01485 ¥200 14142 Diff _ 5-495 447 S.E. 0.01485 The difference is more than 2.58 S.E. (at 1% level of significance). The hypothesis is rejected. Hence the net wt. cannot be 5 kg. per tin. Ex.36 : A sample of 5,000 students from Bombay University was taken and the average weight was found to be 112 pound with a standard deviation of 25 pound. What can you infer about the average weight of the students in the entire university? o 25 25 Sol: S.E.¢ Tk 5000 mg The average weight of the student in the entire university shall be : X+35S.E. i.e., 112+3(0.354) or110.938 to 113.062 Ex.373 If it costs a rupee to draw one number of a sample, how much would it cost in sampling from a universe with mean 100 and standard deviation 10 to take sufficient number as to ensure that the mean of a sample would in a 5 per cent probability be within 0.01 per cent of the true value ? Find the extra cost necessary to double this precision. Sol: X =100,0=10 Difference between universe mean and sample means = 0.01 per cent For 95% confidence, alesence of sample mean and population mean should be equal to 1.96 S.E.. 1.96x10 =001 in vinx 0.01 = 19.6 = —— =1960 0.01 n = (1960)? = 38,41,600 Doubling the precision would imply that the difference between sample mean and population mean should be = 0.005 only. 196% 10 _ 90050 or Ji = 275, = 3920 n n = (3920)? = 15,366,400 Extra cost = 15,366,400- 3,841,600400 Engineering Mathematics-Iil = Rs,11,524,800 Hence in order to double the precision the extra cost requited is Rs: 11,524,800. Ex. 38: A sample of 400 male students is found to have a mean height of 171.38 cm. Can it be reasonably regarded as sample from a large population with mean height 171.17 cm and standard deviation 3.30 cm ? Sol : Let is take the hypothesis that there is no significant difference in the mean height of the sample and the given population value. co _ 33 _33_ S.Eg == =e = = = 0165 vn 400 20 = 17138-17117 _ 021 _j 4, 0.165 0.165 Since the difference is less than 1.96 S.E. (at 5% level of significance) the hypothesis holds true. Hence the sample could have come from a population with mean height 171.77 and standard deviation 3.3. Ex. 39: To study the correlation between the stature of father and the stature of son, a sample of 1,600 is taken from the universe of fathers and sons. The sample study gives the correlation between the two to be 0.80. Within what limits does it hold true for the inverse? Sol : The standard error of the correlation coefficient between the stature of the father and son is : S.E,= dn r=08 n=1,600 1-(08)? 1-064 _ 036 op = OR 5 TC O8 | 036 | 0.009 rT ¥1600 40 40 If the sampling was simple random sampling the correlation in the universe cannot deviate from the correlation in the sample by more than thrice the standard error. ie., 0.027. Hence correlation in the universe most probably lies between r + 3 S.E. or 0.8+ 0.027 or 0.773 and 0.827. Ex. 40: A sample of 400 items is taken from a normal population whose mean is 4 and whose variance is 4. If the sample mean is 4-45, can the sample be regarded as a truely random sample. Sol: Mean of the population p = 4. S.D. of the population o =2 S.D. of the mean of the sample s 2 vn (400) Hence vel} £84 4g o/Nn A Hence the deviation of the mean of the sample from the mean of the population is 4-5S.E. is highly significant. Therefore the sample cannot be regarded as a random sample.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Sampling Theory 411 Standard Error of the Difference between two Standard Deviations In case of two large random samples, each drawn from a normally distributed population, the S.E. of the difference between the standard deviations is given by : 2 = {St _ 82 S-Eo.-02)= Von * Ing When population standard eestor are not known 33 $2. S.E.5,-5,)= Si-S2) = Vong * Ex. 63: Intelligence test of two groups of boys and girls gave the following results : Boys : Mean score = 81. S.D, =12 n=81 (a) Is the difference in mean scores significant ? (b) Is the difference between standard deviations significant ? Sol : (a) Let us take the hypothesis that there is no difference in mean scores. mo Ne 2,my=121,ng = 81 cay [100 , 144 S.E. ——— + ———— i-¥a) W721 121" 81 = 2.604 = 1.61 Difference of means = oe 81) =3 Difference _ = 1.86 SE oli a Since the difference is less than 1.96 S.E. (at 5% level) the given facts support the hypothesis. Hence the difference in mean scores of boysand girls is not significant. (b) Let us take the hypothesis that there is no difference between the standard deviations of the two samples. of 92 o2 Oi S.E.(6,-0,) = ny * Ing 0) = 10,62= 12,n, = 121,n2= 81 Qo)? a2? 8-E-(o,-o2)= > a91 * 2x81 100 , 144 _ aoa = 114 242" 162 Difference between the two standard deviations =(12- 10) = 2 Difference _ = 1.754 SEL. aaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.414 Engineering Mathematics-III thumb that samples of size n > 30 may be considered large and the standard distribution, where the latter is the theoretically correct functional form. The following diagram compares one normal distribution with two t-distributions of different sample sizes : ‘Normal distribution t-Distribution for sample size n=15 t-Distribution for sample size n=2 Fig. 9.4 Normal distribution, t-distribution for sample size n =15, and t-distribution for sample size n = 2. The above diagram shows two important characteristics of t-distribution. First, a t-distribution is lower at the mean and higher at the tails than a normal distribution. Second, the t-distribution has proportionately greater area in its tails than the normal distribution. Interval widths from t-distribution are, therefore, wider than those based on the normal distribution. 9.18.2 Probability Tables of t-distribution The chance that on random sampling, we shall get a value oft not greater than some value tg is the area of the curve i a Yo 7 2\v+ 1/2 t 14+— [ | to the left of the ordinate at the point tg and is given by [ y di.Similarly, the probability that we get a value of t between the Fig. 9.5 limits t) and tz is given by (? y dt. Student should himseit prepared tables of the A integral Ps =f" yae for various degrees of freedom and different values of t which are generally required in practical problems. The Fisher-Yates tables give the area given by Pr =1-[', yde416 Engineering Mathematics-Ill 9.19 Test of Significance of the Mean of Random Sample from Normal Population Suppose we have to test the hypothesis that the mean of a normal population from which a small sample has been drawn isu. For this we first calculatet = (e-w) vn s and then from the tables, find the value of Ps for the given degree of freedom. If Pr <-05S, we say that the difference between the population mean and the sample mean is significant at 5 percent level of significance and the hypothesis is to be rejected. If P; <-01, the difference is said to be significant at 1 percent level of significance. In this case the difference is said to be highly significant. On the other hand, if Pp > - 05, we say that tl.e data are consistent with the hypothesis thatp is the mean of the population. Note : We shall specifically assume that the parent population is normal unless otherwise stated. Ex. 64: Find the Student’s t for the following variate values in a sample of eight -4,-2,- 2 0, 2, 2, 3, 3taking the mean of the universe to be zero. (Agra M.Sc. 2003; Kanpur M.Sc. 2007; M.U. 1990) Sol: ¥ = mean of the sample = : =-25: o2 = s.d. of the sample = 5 lc 4-257 +2(-2--25)? +(0--25)2 4+2(2--25)* +2(3--25)?] (C4: 25)? + 4 (44 (25)? } + (25)? + 2(2-75)7] 8 A 8 =} [#48 co +h. 792 _99 8 8x46 16 v o,= 1) 2. 487. Hence paZoB in Gs N= 0-250 V7 =0-27 nearly. 2-487 Ex. 65: The nine items of a sample has the following values 45, 47, 50, 52, 48, 47, 49, 53, 51. Does the mean of the nine items differ significantly from the assumed mean of 47 -5 given that P=-945 fort =1-8 v= P =-953 fort =1-9? (Kanpur M.Sc. 2006; Agra M.Sc. 2002; Meerut 2000) Sol : We find the mean and standard deviation of the sample as follows :Sampling Theory 417 x d a Remarks 45 =3 9 47 4 1 A = assumed mean = 48 wetzes ead 50 2 4 19 X=mean=A= =49-1 52 4 16 wate ee 48 0 0 a) 9 2 , 47 -1 1 OF =o’ Wy = 96 _ 100 49 1 1 Oo BI 53 5 25 = 4% 81 51 3 9 ie 6,=2-47 Total 10 66 Hence Here v=9-1=8 Now difference for -1 = -008, +. — difference for03 = me x03 =- 0024. Hence whent = 1-83, P = -945 + 0024 =- 9474, Here clearly P stands for Ps so that we have Pp = 2(1-- 9474) =-1052 >-05. It follows that the value of ¢ is not significant at 5% level of significance and therefore the test provides no evidence against the population mean being 47: 5. Ex. 66: Ten individuals are chosen at random from a population and their heights are found to be in inches : 63, 63, 66, 67, 68, 69, 70, 70, 71, 71. In the light of these data, discuss the suggestion that the mean height in the population is 66 inches having given that fort = 1-8, P = 0-947 and fort = 1-9, P = 0-955, where P is the area to the left of the ordinate att. Sol : We find mean and s.d. of the sample as follows :aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.422 Engineering Mathematics-III 1 © (my +n2-D If Ay and Ap are the assumed means for two series, then {2 (qy - F)? +E 04 -7)7} 2/2 phy E (x1 — Ay)? +E (xp - Ap)? - m (% - At)? - mo ¥p - Aa) m +ng-2 It can be shown the variate ¢ defined by (9.1) has Fisher's t—distribution with ny +N — 2 degrees of freedom since both x and ¥ are calculated from the data. andfor qi), t= 4-2 (9.2) (rr) {eg m nz having the same distribution with the same number of degrees of freedom. Paired data. If the two samples are of the same size and the data are paired, then we define t by the relation raf h dn, (9.3) Ss where Peleg a3? n-1 difference of rth members of the samples; d = means of difference, i.e., = d,; and » = population mean of the differences. If w=0t=d/sVn. (9.4) The number of degrees of freedom in this case = n - 1. Ex. 72: Eleven school boys were given a test in drawing. They were given a month’s further tuition and a second test of equal difficulty was held at the end of it. Do the marks give evidence that the students have benefitted by extra coaching ? Boys Marks - Ist test Marks - 2nd test 1 23 24 2 20 19 3 19 22 4 21 18 5 18 20 6 20 22 Z. 18 20 8 iz 20 2 23 23 10 16 20 11 19 17Sampling Theory 423 Sol : We calculate the mean and the standard deviation of difference between the marks of the two tests as follows : Boys x y jane d-d (-d re 1 23 24 1 0 0 2 20 wo | 3 2 4 3 19 22 3 2 4 4 21 18 3 4 16 5 18 20 2 1 1 6 20 22 2 1 1 z 18 20 2 1 i 8 7 20 3 2 A 9 23 23 0 1 ‘ 10 16 20 4 3 9 11 19 17 -2 23 9 Total Ed=11 Mean of the difference = d = = =1 1 3 \2_ 50 a rd-d P=2=5, so that s = 2. 24, Now we take the hypothesis that the students have not been benefitted by the extra coaching. This implies that the mean of the difference between the marks of the two tests is zero i.e. p = 0. ab 8 Vy e1= 8 V1 21-482 0 and v=11-1=10 $ 2.24 The value of ¢ for 10 degrees of freedom at 5 per cent level of significance is 2- 228 The calculated value is very much less than this value and so the difference is not significant. That is, the test provides no evidence that the students have benefitted by the extra coaching. Ex. 73: The following table shows the mean number of bacterial colonies per plate obtainable by four slightly different methods from. soif samples taken at 4 P.M. and 8 P.M. respectively : Then t Method A. Method B Method C Method D 4 P.M. 29-75 27-50 30-25 27-80 8 P.M. 39-20 40-60 36-20 42-40 Are there significantly more bacteria at 8 P.M. than at 4 P.M. Calculations of the mean and standard deviation of the difference between the number of bacterial colonies per plate at 4 P.M. and 8 P.M.426 Engineering Mathematics-III Find if the two samples are significantly different regarding the effect of diet, given that for (d.f.) v = 20, 21, 22, the five percent values of ¢ are respectively 2-09, 2-07, 2-06. (Rajasthan M.Sc. 2000) Sol : Calculation of mean and S.D. of the two series is shown below : Diet A Diet B x x-x | @-x)? y y-y¥ | o-5 10 -2 4 7 -8 64 6 -6 36 13 -2 4 16 4 16 22 7 49 17 5 25 15 0 0 13 1 1 12 -3 9 12 0 0 14 -1 8 -4 16 18 3 9 14 2 4 8 -7 49 15 3 9 21 6 36 9 -3 9 23 8 64 10 -5 25 17 2 4 120 120 180 314 0 212m =10, E(x-x)? = 120, y= eas, ng =13.0(y-y)? = 314 Ven +g —2=10+12-2= 20. We assume that the samples do not differ in weight so far as the two diets are concerned i.e., Wy —H2 =0. (¥-*X)-0 myn Hence po (F=*)=0 (e} s m +Ng Now so -pea-ey+zg-y49 my +nz-2 = p20 +314) = 94 = 21.7 20 20 _ 15-12 (2) _ 3x V(5-4545) V (21-7) \\ 22 V(21-7) _ 3x 2-335 05 4-658 4-658 so that =1-5nearly.Sampling Theory 427 For v = 20 the five percent value of t is 2-09. Since the calculated value of t is less than this value, the two diets do not differ significantly as regards the increase in weight. Ex. 77: Two horses A and B were tested according to the time (in seconds) toruna particulat track with the following result : Horse A 28 30 32 33, 33 29 34 Horse B 29 30 30 24 27 29 Test whether you can discriminate between two horses. You can use the fact that S percent value of t for 11 degrees of freedom is 2-20. Sol: Calculation of the mean and S.D. of the two samples is given below : Horse A Horse B x (#- 32) | (x - 32)? y (y= 29) | Cy - 29? | 28 - 16 29 oO 0 30 -2 30 1 1 30 1 1 24 -5 25 ay o Blole le lols S XN I XJ a 219 =5 35 169 -5 31 7 = 199 og. ny =6 a2? 231.3 = 7% 7 2169, 6 vem +n2g-2=11 2 of =A 5@-z7-8-(-3) 235: 5 ny 7. ny 02 =35-a31-43 2 1 <2 _ 31 (3) id of =— 5 (y- =-/2 an a o-y) 6 AG 2 25 =31-— = 26-83. or n2oy ; On the null hypothesis that the horses do not differ, we get JY |{_mne s \\msn,)’428 Engineering Mathematics-III (2 _ 31:43 - 28:1 where 5 = 5- 3approx. 31-3 - 28-1 3:2 5-76 so that = —————_ ||| ]= "34a Say 16-3) ls) ie °°? Pr The five percent value of ¢ for 11 degrees of freedom is given to be 2-20. The calculated value of t is greater than this value and so the difference is significant. Hence we can discriminate between the two horses. We can discriminate between the horses only with 75 degrees of confidence. Ex. 78: A certain stimulus administered to each of 12 patients resulted in the following change in blood pressure : 5,28-13,.0-215046 Can it be concluded that the stimulus will in general be accompanied by an increase in blood pressure ? (Meerut M.Sc. 2003; Delhi University 2003) d=5,28-130-21,5,0,46 d? = 25, 4, 64,1, 9, 0, 4,1, 25, 0, 16, 36 Ld=31,5 d? =185,d -3-2 583 i= = ra-ay)= (45 (id? nd *) n-1 n-1 = [Fj 085-19 0. 58)%) =3.09 n= 258 N12 9g Ss 3-09 v=12-1=11 The table of t at 5% level = 2- 201 The observed value of t is greater than the table value and hence the difference is significant i.e., the stimulus is accompanied by increase in blood pressure. Ex. 79: Two independent samples of 8 and 7 items respectively had the fullowing values : Sample 1 9 11 13 11 15 9 12 14 Sample 2 0 12 10 14 9 8 10 Is the difference between the means of samples significant ? Given that P = 0-875 fort =1-2 = 0-892 fort =1-3, (Kanpur M.Sc. 2005; Purvanchal B.Sc. 2006; Agra M.Sc. 2004) Sol : Calculation of mean; S.D. is given next :Sampling Theory 429 Sample I Sample II x (x-12) | (x-12)7 y (¥-10) | (-10)* ot =3 s 10 0 11 -1 1 12 2 13 1 1 10 0 11 -1 1 14 4 16 15 3 9 -1 1 9 -3 9 -2 4 12 0 10 oO 0 14 4 - - - Total : 94 -2 34 73 3 25 We then have 7 =8.¢= 9 =11.75, 2 2 ) or 80, =33-5. or 763 = 25-2 = 23.7 7 : p= 2175-10-43 (2) 132 03.73) eee" 15) V4) 12 =1-2144. Now for 13 degrees of freedom, we have fort = 1-2, P=0-874; fort = 1-3, P=0-892 Hence for t = 1- 2144, P = 0-8765. oo Pp = 2(1-P)=2(1— 0-8765)=-2470>0-05. Since the value of P; is considerably greater than 0-05, the difference between the mean of the two samples is not significant. Ex. 80: In three samples of 50 lines each from Shakespeare’s “Romeo and Julliet” (an early play), the following numbers of weak endings were observed; 7, 9, 10. In three similar samples from “Cymbeline” (late), the number of weak endings were 15, 11, 12. Discuss the suggestion that Shakespeare’s prosody, as judged by the number of weak endings, changed with advancing years. Sol ; Here ix=7+9+ 10 = 26, nm =350 that430 Engineering Mathematics-lll and Ex? = 49 + 81 + 100 = 230. 2 2 _ (Be f= 220 (28)° em ly 3 3 2 x2 676 or 30% = E (xX)? = 230 - == = 230 - 225.333 = 4-667. Similarly By =15+11+12=38,n2 =3. xy = 28 = 12.666 3 and dy? = 2254 121+ 144 = 490, oem =) atta Yong (ng 3 3 362 =U -7)? = 490-754 - 490 - 481-333 = 8-667. Hence —— (ee } E(x-¥)P +EQ-F)" m +12 nm +ng-2 8-666 - 12-666 (3) ae + sen|" 2, 4 =— 8 1.9947 = 97979 9 683, V (13-334) 3-651 Number of d.f.=3+3-2=4 From the tables, we get for v = 4, tgo5 = 3: 2776. Since the observed value of t is nearly equal to tgs, the difference of the means is likely to be significant which supports the suggestion. Ex. 81 : A sample of two observations x,, x2 has been drawn from a normal population. It is required to test the hypothesis that the population mean is 0. Prove that on the basis of t-test with equal test at 20% level of significance, the hypothesis will be rejected if : |x, + x2|2] x, - x2 | tan 72° or lel Sol : There are two items in the sample so that xy + XQ 1 ALT? Jo, == |m x 2 s=gha 7 xal Xy + XQ ~2° La + x21 Hence tg NGF masl gi ~22l a %2 For two tailed 20% test the table value for 1 d.f. is 3-078= tan 72°. The hypothesis is rejected ift > 3-078. Hence the result.432 Engineering Mathematics-IIl Objective Type Questions Multiple Choice Questions Tick the correct alternative : 1. 5. Standard error of number of successes is given by : (a) {2 (b) Jnpg (© npq (¢) 2 qn (e) np 95% fiducial limits of population mean are : (a) X+35.E. (b) X+ 2.51S.E. (©) X¥+2.858.E. (d) X+ 1.96S.E. 99% fiducial limits of population mean are : (a) X+ 2.58S.E. (b) X41.96S.E. (X+3S.E. (d) X¥+ 25.E. (d) none of these. Large sample theory is applicable when : (a) N is > 30 (b) N is > 30, (© N=30 (d) N is at least 100 (e) N is at least 1,000. Student's 't' distribution was discovered by : (a) Karl Pearson, (b) Laplace (©) Fisher (d) Gosset, (e) None of them, The difference of two means in case of small samples is tested by the formula : 2 MN (oe = Xe [mame ge = [_ Ss nm+Nn2 mt+ng (r= rt2 Ayana Ss nN - Xp s @t=41aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.436 Engineering Mathematics-III 23. 24. 25. 26. 27. 28. 29. 30. (d) What is a "Point estimator" ? Give examples. How will you proceed to construct an interval estimate of the mean of a normal population with known variance ? (e) Explain clearly the properties of a good estimator. (a) Explain how you would test the equality of means populations wien you know that their standard deviations are equal but unknown and the populations are independent, using small samples. (b) In a correlation study 18 pairs of values had a correlation of - 0.75, test whether this value is significant, using an appropriate 't' vest. (a) What is meant by a research hypothesis ? How is it formulated ? Mention the characteristics of a hypothesis with suitable illustrations. (b) what is test of significance ? Discuss various tests of significance for the cases when the size of the sample is large. (c) What are various tests of significance generally used in sampling of attributes ? Discuss briefly. (a) Explain the method used for testing the difference between means of two large samples. (b) What are the various tests of significance generally used in sampling of attributes ? Discuss briefly. (c) Why should those be difference in means when samples are : (a) small, and (b) large ? (a) What are the assumptions and applications of a t-test ? Explain fully and give its utility in samples. (b) What is t-test ? Explain its uses. (c) Describe the procedure followed in testing a hypothesis. (d) What is Test of Significance ' ? Explain the concept of standard error related to that. (a) Explain briefly the procedure of testing a hypothesis. (b) Define Student's t-test and explain some of its applications. (a) Explain the term Standard error and show how standard error is used in large sample test of Statistical testing hypothesis. (b) Explain the concept of ‘significance’, Give the general procedure adopted for testing the significance or testing hypothesis. (a) What do you mean by ‘level of significance’ in testing a hypothesis ? (b) Point out the characteristics of a good usable hypothesis. (c) What do you understand by ‘Standard Error' ? What are it importances ? (a) Explain the terms : (i) Type I and Type II errors ; (ii) Critical region ; and (ii) Level of Significance associated with testing hypothesis. (b) Define a "Simple Hypothesis". Outline a method of testing a simple hypothesis against a simple alternative.Engineering Mathematics-III Balls are drawn from a bag containing equal numbers of black and white balls, each being returned before drawing another. In 2250 drawings, 1018 black and 1232 white balls have been drawn. do you suspect some bias on the part of the drawer ? [z = 4-5so that it seems reasonable to suspect that the draw was biased]. Aman buys 1000 sacks of potatoes. He finds that from 1,000 potatoes, chosen from the sacks at random, 400 are of class A, worth Rs. 10 a sack, 250 are of class B, worth Rs. 7 per sack, 200 are of class C, worth Rs. 5a sack, and 150 are of class D, worth Rs. 4 per sack. What are the upper and lower bounds for the value of the potatoes ? [Hint. Find the upper and lower values for the four classes of potatoes by adding and subtracting three times the standard error of the proportions from actual proportions and express it in percentages. Then the maximum value of the potatoes is the value for which class A has the maximum value and classes C and Dthe minimum value. This gives on calculation Rs. 7667 - 10. Similarly the minimum value of the potatoes is that value for which classes C and D have the maximum value and class A the minimum. This gives Rs. 7032: 9, Thus the upper and lower bounds for the value of the potatoes are Rs. 7677-10 and Rs. 7032: 9]. Balls are drawn from a bag containing equal number of black and white balls, each ball being returned before drawing another. Out of 4,096 drawing 2,030 balls were black and 2,066 white. Is this divergence probably significant of bias 2s 2 so that the difference is not significant] Ina simple sample of 600 men from a certain large city, 400 are found smokers. In one of 900 from another city, 450 are found smokers. Do the data indicate that the cities are significantly different with respect to the prevalence of smoking among men ? [Here z = 6- 56 nearly, so that the difference is significant.] Ina random sample of 1000 persons from town A, 400 are found to be consumers of rice. In a sample of 800 from town B, 400 are found to be consumers of rice. Discuss the question whether the data reveal a significant difference between A and B so far as the proportion of rice-consumers is concerned. [z = 4-2, so that difference is significant.] One thousahd articles from a factory are examined and found to be 3 percent defective. Fifteen hundred similar articles froma second factory are found to be only 2 percent defective. Can it reasonably be concluded that the product of the first factory is inferior to that of the second ? [z=1-6, so that the difference is not significant and hence we cannot reasonably say that the product of the first factory is inferior to that of the second].aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.460 Engineering Mathematics-II] 2. Ina biochemical experiment 20 insects were put into each of 100 jars and were subjected to a fumigant After three hours, the number of living insects is shown below. Fit a binomial distribution to the data to test the goodness of fit. No. of jars 3. A Company is considering five possible names for its new product. Before choosing the name, the company. decide to test whether all five names are equally appealing. A random sample of 100 people is choosen, and each person is asked to state his or her choice of the best name among the five possibilities . The number of people who choose each one of the names are as follows : [Name [af se [ec fo] | [No.of choices] 4 | 12 | 40 | 10 _| 4. Alist of wars of modern civilization proved the following data for the year A.D. 1500 to 1931. No. of Out breaks in the year No.ofsuch years | 233 [waz] as | a5 | Fit a Poisson distribution to the data and test the goodness of fit. ‘Theoretical frequencies are given by ,-0.69 (0.69)" rl 432i r= 01,2345. 5. The number of parts for a particular spare part in a factory was found to vary from day to day. In a sample study, the following information was obtained. Days: Mon | Tues | Wed | Thur | Fri Sat No. of parts demanded : 1124 1125 1110 1120 1126 1115 Test the hypothesis that the number of parts demanded does not depend on the day of the week. 6. The number of scooter accidents per month in a certain town were as follows : 12, 8, 20, 2,14,10,15, 6,9,4 Use chi-square test to determine if these frequencies are in agreement with the belief that accident conditions were same during 10 months period. 7. A manufacturer of refills claimed that the life of their refills is 24 hours. A sample of 10 refills has mean life of 22.5 hours with a standard deviation of 3.0 hours. On the basis of available information test whether the claim of the manufacturer is correct. (Apply t-test)462 Engineering Mathematics-III Prices (Rs. per Do the prices differ significantly in the four cities. 10.9 Application of Statistics to Engineering, Agriculture, Medicine and other Sciences Statistics is the mathematical science involving the collection of data, analyzing and interpreting it to get an appropriate result. The discipline of statistics has got usages in several fields and by applying the statistical investigation; a breakthrough can be successfully achieved in respect of frauds and scams like fake currency and stamp papers. The science of statistics had got several advantages and asserted that it would be possible to clearly identify the genuineness of stamp papers and also currency notes. The various fields, including agriculture, had been benefited by statistics. Through statistical quality control and operational methods, a manufacturer can know whether his product had got approval from buyers, more particularly in the foreign market. In fact. There was no field which had not benefited by the application of statistics. For instance, a layman can take lifetime decisions, besides coming to a conclusion on wise investments. For the Government, proper application of statistics would be useful in respect of policy decisions and long range planning, for business it is useful in market research and planning and in the field of medicine, statistics would be useful in respect of diagnosis, prognosis and clinical trials, Even the parentage aspect also can be decided by statistical study. Prof. C, R. Rao, who was conferred with the US President’s National Medal of Science Laureate by President Bush, said the application of statistics was useful in the study of literature to determine the originality of an author. There is no field which is complete without statistics. Statistics is involved in every science. A number of specialties have evolved to apply statistical theory and methods to various disciplines. ‘+ Actuarial science is the discipline that applies mathematical and statistical methods to assess risk iu: the insurance and finance industries. ++ Biostatistiés is a branch of biology that studies biological phenomena and observations by means of statistical analysis, and includes medical statistics. e+ Chemometrics is the science of relating measurements made on a chemical system or process to the state of the system via application of mathematical or statistical methods. *» Demography is the statistical study of all populations. It can be a very general science that can be applied to any kind of dynamic population, that is, one that changes over time or space. ** Econometrics is a branch of economics that applies statistical methods to the empirical study of economic theories and relationships.464 Engineering Mathematics-Ill 10.9.2 Application of Statistics in the Business Field You know that in the casino game a small ball falls at random into one of the thirty-seven numbered compartments of a revolving wheel. Bets can be placed on a single number or a set of numbers, including numbers having common attributes. The payout of a winning bet on a single number is thirty-six for one but the chance of winning is actually one out of thirty-seven. The payout of a winning bet on the odd or even attribute of the drawn number is one for one but the chance of winning is eighteen out of thirty-seven. Obviously, these payout rates are lower than the probability of the outcomes. In this case, statistics is useful but not helpful. As each round of the game is statistically independent of the previous rounds, its outcome is a random variable. The only certainty is that the mathematical expectation of the payoff of the game in the long run is zero, simply because the payout rates are always in favor of the casino. This is also true of all other casino games. Markets and people are the concerns of business, Their behaviors often display patterns and trends, and therefore are not totally unpredictable. It is this partial predictability that makes the application of statistics more useful and meaningful in the business world than in the casinos. The higher the predictability of the outcome, the more statistics is applicable. For instance, time series analysis is more usefully applied to the consumer price index than the stock price index because retail prices have repetitive seasonal patterns whereas stock prices have erratic cycles. 10.9.3 Application of Statistics in Decision Making Business decisions are much more complex than gambling bets. They aim at the maximization of output, or minimization of input, or optimization of the outcome in the light of the changing market environment, changing consumer preferences and intensifying competition. As the science of inference, statistics is helpful in these respects. Sometimes decisions are made under certainty where the outcomes of the strategic options are fully predictable. They essentially deal with the management of resources, such as inventory control, where the issue in question is to optimize the available resources to achieve the best possible outcome. These are classic mathematical programming problems. Sometimes decisions are made under partial uncertainty where knowledge of the outcomes under different strategic options is incomplete. A classical case is acceptance testing in quality control where the decision is to accept or reject the batch in question, and this is a problem for pre-posterior analysis. Sometimes decisions are made under risk where only the likelihood of the outcomes of various strategic options is known. They are typical problems of risk and return in investment, where the issue in question is to optimize the payoff. The usefulness of statistical methods depends very much on the validity of the quantification of risk with the “variance”. Sometimes decisions are made under conflicts where competitors are both rational and sophisticated. The issue in question is to outperform the rivals. The development of game theory is to generalize the actions and reactions of competitors and the related payoffs with mathematical models. Although the real life situation is much more complex, hypothetical games help managers to systematically analyze the possible interactive moves of competitors against their marketing or product strategies. Someone saysTest of Significance and Applications 465 that you should know yourself and your opponents in order to win each and every battle. 10.9.4 Application of Statistics in Market Research Market research is perhaps the most common area of statistics application in business. It aims at identifying any gap between customer needs and the products and services being provided in the mass market. There are two broad approaches. The quantitative approach deals more with customer profile, behavior and preference while the qualitative approach deals more with customer attitude and perception. No matter which approach is employed, the representative ness of the data or information collected is vital to the reliability of the survey results. As it is mostly impractical to survey the entire target population, a representative sample will have to be drawn up. The fundamentals of survey sampling are randomness and sufficiency, so that any inference from the sample may be projected to the population as a whole and the possible deviation from the true picture arising from the use of a sample may be objectively assessed. As the magnitude of the sampling error is inversely related to the sample size but the survey cost increases with the sample size, the benefit of increasing the sample size is subject to the law of diminishing returns. The dilemma is the trade-off between cost and precision under time and budget constraints. However, the main cause for concern in practice is non-sampling errors. Substitutions for non-contacts or refusals are often necessary. Systematic selection rather than random selection of respondents is often inevitable in practice. Moreover, interviewer bias cannot be totally eliminated in data collection. Non-sampling errors cannot be avoided but they can be managed. The handling of non-responses in household expenditure survey is an illustration. The household expenditure survey is for deriving the weights of the components of the consumer price index. As participating households had to keep a detailed expenditure diary for four weeks, the response rate was around 50% only. This gave rise to two questions. Firstly, how could we improve the response rate and in turn the accuracy of the results? Secondly, would the results be distorted by non-responses? The answer to the first question was to double the sample size and reduce the survey cycle to two weeks. The response rate improved to over 60%. The answer to the second question was to identify the demographic and economic characteristics of the non-responses and make comparisons with those of the participants. Statistical tests showed that any distortion would be insignificant. Apart from classical hypothesis testing like chi-square and F-statistic, more sophisticated quantitative methods have been developed to measure and analyze consumer satisfaction, perception and preferen 2s, Multiple regression analysis is used to identify the contributing factors to consumer demand and the elasticity of demand. Factor analysis is used to deduce the conceptua: and beneficial dimensions underlying the expressed measures of product perception and preference. Cluster analysis is used to deduce homogenous groups from the data set for identification of potential market segments as well as competitors. Conjoint analysis deals with the trade-off in consumer preferences, and identifies the determinant attributes of brand choices. As human behavior is abstract in nature, the use of mathematical models is at best a generalization and an approximation of the real life situation. The reliability of these models in practiceTest of Significance and Applications 467 10.9.6 Some commonly used statistical tests (paired) t test | pairs rest of variance (F| analysis of variance test) using total | by ranks sum of squares observations on a generalization of the paired t or Wilcoxon matched pairs test where three or more sets of observations are made sample on a single ‘Two way analysis | Two way analysis of of variance variance by ranks x2- chi square | Fisher's exact test less 2 test As above, but tests the influence (and interaction) of two different covariates Tests hypotheses the null s that the distribution of a discontinuous variable is the same in two (or more) independent samples Parametric Example of | Purpose of test Example test non-parametric ‘Two-sample Mann-Whitney U | Compares two} To compare the height (unpaired) t test | test independent samples | of girls with boys drawn from the same population One sample | Wilcoxon matched | Compares two sets of| To compare weight of infants before and after single sample afeed One way analysis | Kruskal-Wallis Effectively, a|To determine whether plasma glucose is higher one, two, or three hours after a meal Inthe above example, to determine whether the results differ in male and female subjects To determine whether acceptance into medical school is more likely if the applicant was born in Britain Product moment] Spearman’s _ rank Assesses the strength To assess whether and allowing one value to be predicted from the other correlation coefficient (r?) of the straight line| to what extent plasma coefficient association between} HbA1 concenwation is (Pearson's r) two continuous | related to plasma variables triglyceride concentration in diabetic patients Regression —_ by | Non-parametric Describes the]To see how peak least squares] regression (various | numerical _relation| expiratory flow rate method tests) between two | varies with height quantitative variables,Chapter 1 ] Forecasting Time Series and Introduction I hope the reader will be familiar with the typical terms include stock prices, currency exchange rates, the volume of product sales, biomedical measurements, weather data, etc, which are collected over monotonically increasing time. Arrangement of these types of statistical data in chronological order i.e., in accordance with occurrence of time, is known as Time Series. Such series have a unique important place in the field of economic and business statistics. The interest of an economist always to estimates the likely population in the coming year so that proper planning can be carried out with regard to food supply, job for the people etc. Similarly, a business man guesses likely sales in the coming future, so that he could adjust his production accordingly and avoid the possibility of inadequate production to meet the demand. To solve this problem, business man usually deals with statistical data, which are collected, observed or recorded at successive intervals of time. In this chapter, we shall discuss time series and it analysis to the answer the above question. Mathematically, we always interested to find out the causal effect on a situation (variable Y) of a change in other situation (variable X) over time. 11.1 Time Series Time series is an ordered sequence of values of a variable at equally spaced time intervals. In other word, we can say that a time series is a sequence of data points, measured typically at successive times, spaced at (often uniform) time intervals. According to Mooris Hamburg - A time series is a set of statistical observations arranged in chronological order. Ya-Lun- Chou defining the time series as a time series may be defined as a collection of readings belonging to different time periods, of some economic variable or composite of variables. It is clear that a time series is a set of observations of a variable usually at equal intervals of time. Here time may be yearly, monthly, weekly, daily or even hourly usually at equal intervals of time. Hourly temperature reading, daily sales, monthly production are examples of time series. Time series occur frequently when looking at industrial data. Number of factors affects the observations of time series continuously, some with equal intervals of time and others are erratic studying and interpreting analyzing the factors is called analysis of time series. The Primary purpose of the analysis of time series is to discover and measure all types of variations which characterize a time series. The central objective is to decompose the various elements present in a time series and to use thein in business decision making.472 Engineering Mathematics-IIl The usage of time series models is twofold. Time series provides an understanding of the underlying forces and structure that produced the observed data and with the help of time series, we can fit a model and proceed to forecasting, monitoring or even feedback and feed forward control. Time series analysis is the analysis of an economic series over time. Time series analysis consists methods that attempt to understand such time series, often either to understand the underlying context of the data points (where did they come from? what generated them?), or to make forecasts (predictions). Time series forecasting is the use of a model to forecast future events based on known past events: to forecast future data points before they are measured. A standard example in econometrics is the opening price of a share of stock based on its past performance. Also, it allows you to the best forecast the value of some variable at a future date. Forecasting models do not need to be causal. Example seeing individuals carrying umbrella make you forecast rain in the future, but. umbrella do not cause rain. Regression models can also produce reliable forecasts even if their coefficients have no causal interpretation. 11.2 Components of time series The components of a time series are the various elements which can be segregated from the observed data. There are four components of time series .The following are the broad classification of these components. Long Term e> Secular Trend * Cyclical (Regular) Short Term Seasonal «> Irregular (Erratic) In time series analysis, it is assumed that there is a multiplicative relationship between these four components. Symbolically, Y = T S C I, Where Y denotes the result of the four elements; T = Trend; S = Seasonal component; C = Cyclical components; I = Irregular component. In the multiplicative model it is assumed that the four components are due to different causes but they are not necessarily independent and they can affect one another. Another approach is to treat each observation ofa time series as the sum of these four components. Symbolically ¥ = T + S+ C+ I. The additive model assumes that all the components of the time series are independent of one another. 11.2.1 Secular trend Atime series data may show upward trend or downward trend for a period of years and this may be due to factors like increase in population, change in technological progress, large scale shift in consumer demands etc. For example, population increases over a period of time, price increases over a period of years, production of goods cn the capital market of the country increases over a period of years. These are the examples of upward trend. The sales of a commodity may decrease over a period of time because of better products coming to the market. This is an exampleaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.474 Engineering Mathematics-III Demerits of Graphical Method *» It is highly subjective. Different trend curves will be obtained by different persons for the same set of data »» It is dangerous to use freehand trend for forecasting purposes. *+ It does not enable us to measure trend in precise quantitative terms. 11.2.1.1.2 Method of semi averages In this method, the given data is divided into two parts, preferably with the same number of years. For example, if we are given data from 1981 to 1998 i.e., over a period of 18 years, the two equal parts will be first nine years, i.e., 1981 to 1989 and from 1990 to 1998. In case of odd number of years like 5, 7,9,11 etc, two equal parts can be made simply by omitting the middle year. For example, if the data are given for 7 years from 1991 to 1997, the two equal parts would be from 1991 to 1993 and from 1995 to 1997, the middle year 1994 will be omitted. After the data have been divided into two parts, an average of each part is obtained. Thus we get two points. Each point is plotted at the mid-point of the class interval covered by respective part and then the two points are joined by a straight line which gives us the required trend line. The line can be extended downwards and upwards to get intermediate values or to predict future values. Ex 2 : Draw a trend by the method of semi-averages. Sales (in Rs ) 30000 | 42000 | 65000 | 72000 Year 70000 | 82000 Sol : Divide the two parts by taking 3 values in each part Fenton | Semtaemee | rnd vats 45.666 24.889 2002 45.666 2003 70.555 2004 120.333 95.444 120.333 145.222 Difference in middle periods = 2005 -2002 = 3 years Difference in semi averages = 120.333 -45.666 = 74.667 Annual increase in trend = 74.667/3 = 24.889 Trend of 2001 = Trend of 2002 -24.889 = 45.666-24.889 = 20.777 Trend of 2003 = Trend of 2002 + 24.889 = 45.666+24.889 = 70.555 Trend of 2004 = Trend of 2005 -24.889476 Engineering Mathematics-III Difference between semi-averages = 2.67 - 1.77 = 0.9 Annual trend values = 0.9/4= 0.225 Trend of 2001 = Trend of 2002 - 0.225 = 1.77-0.225 = 1.545 Trend of 2002 = 1.77 Trend of 2003 = Trend of 2002 + 0.225 1,77 + 0.225 = 1.995 Similarly we can find all the trend values Merits of Method of semi averages > Itis simple and easy to calculate « By this method every one getting same trend line. Since the line can be extended in both ways, we can find the later and earlier estimates. Demerits of Method of semi averages ++ This method assumes the presence of linear trend to the values of time series which may not exist. «+ The trend values and the predicted values obtained by this method are not very reliable. 11.2.1.1.3 Method of Moving Averages This method is very simple. It is based on Arithmetic mean. Theses means are calculated from overlapping groups of successive time series data. Each moving average is based on values covering a fixed time interval, called period of moving average and is shown against the center of the interval. The moving averages for three years stbte ret crave etc. The formula for five yearly moving a+b+c+dte b+ct+d+er+f c+dtetfre 3 3 3 Steps for calculating the moving averages for odd number of years. 1. Find the value of three years total, place the value against the second year. 2. Leave the first value and add the next three years value (ie 2nd, 3rd and 4th years value) and put it against 3rd year. 3. Continue this process until the last year’s value taken. 4. Each total is divided by three and placed in the next column. Ex 4: Calculate the three yearly averages of the following data. averages is Year | 2000 | 2001 | 2002 | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 Producd | 50 36 43 45 39 38 33 2 a 34 oninTime Series and Forecasting 479 > It cannot eliminate irregular variations completely. 11.2.2 Seasonal Variations Seasonal variations are short-term fluctuation in a time series which occur periodically in a year. This continues to repeat year after year. The major factors that are responsible for the repetitive pattern of seasonal variations are weather conditions and customs of people. In other words we can say that, seasonal variations are fluctuations within a year during the season. For example, more woolen clothes are sold in winter than in the season of summer .Regardless of the trend we can observe that in each year more ice creams are sold in summer and very little in winter season. The sales in the departmental stores are more during festive seasons that in the normal days. The umbrella sales increase in rainy season and agricultural production depends upon the monsoon etc., Secondly in marriage season the price of gold will increase, sale of crackers and new clothes increase in festival times. So seasonal variations are of great importance to businessmen, producers and sellers for planning the future. The main objective of the measurement of seasonal variations is to study their effect and isolates them from the trend. Measurement of seasonal variation The following are some of the methods more popularly used for measuring the seasonal variations. 1. Method of simple averages. 2. Ratio to trend method. 3. Ratio to moving average method. 4. Link relative method © Among the above four methods the method of simple averages is easy to compute seasonal variations. The steps for calculations: 1. _ Arrange the data season wise 2. Compute the average for each season. 3. Calculate the grand average, which is the average of seasonal averages. 4. Obtain the seasonal indices by expressing each season as percentage of Grand average The total of these indices would be 100n where ‘n’ is the number of seasons in the year. Ex 6: Find the seasonal variations by simple average method for the data given below. Year I I Il Vv 2000 30 40 36 34 2001 34 52 50 44 2002 40 58 | 54 48 2003 54 76 68 62 2004 80 92 86 82Time Series and Forecasting 481 Sol: | Year | I I Tl IV 2000 72 68 80 70 2001 76 70 82 74 2002 74 66 84 80 2003 76 74 84 78 2004 74 74 86 82 Total 372 352 416 384 Average 74.4 70.4 83.2 76.8 Seasonal Indices 97.6 92.4 109.2 100.8 Grand average = 244+ 704 * 832+768 _ 765 Seasonal Index for I quarter = First quarterly Average x 100 = 744 x100 = 97.6 Grand Average 76.2 Seasonal Index for Il quarter = Second quarterly Average , 499. 70-4. 199_ 92.4 Grand Average 76.4 Seasonal Index for III quarter = Third quarterly Average *100= B32 x 100= 100.8 Grand Average 76.2 Founltquarerly Average Seasonal Index for IV quarter = x 100= Bs x 100= 1008 Grand Average It ca be verified that the total of seasonal indices calculated must be equal to 400. Here in this case, we have Total index is equal 97.6 + 92.4 + 109.2 +100.8 = 400, hence verified. 11.2.3. Cyclical variations Cyclical variations are recurrent upward or downward movements in a time series but the period of cycle is greater than a year. The term cycle refers to the recurrent variations in time series that extend over longer period of time, usually two or more years. Also these variations are not regular as seasonal variation. There are different types of cycles of varying in length and size. The ups and downs in business activities are the effects of cyclical variation. A business cycle showing these oscillatory movements has to pass through four phases-prosperity, recession, depression and recovery. In a business, these four phases are completed by passing one to another in this order. Most of the time series relating to economic and business show some kind of cyclic variation. A business cycle consists of the recurrence of the up and down movement of business activity. It is a four-phase cycle namely. «+ Prosperity Decline «> Depression +» Recovery482 Engineering Mathematics-Ill Each phase changes gradually into the following phase. The study of cyclical variation is extremely useful in framing suitable policies for stabilizing the level of business activities. Businessmen can take timely steps in maintaining business during booms and depression. 11.2.4 Irregular variation Irregular variations are fluctuations in time series that are short in duration, erratic in nature and follow no regularity in the occurrence pattern. These variations are also referred to as residual variations since by definition they rep:esent what is left out in a time series after trend, cyclical and seasonal variations. Irregular variations are also called erratic. These variations are not regular and which do not repeat ina definite pattern. These variations are caused by war, earthquakes, strikes flood, revolution etc. This variation is short-term one, but it affects all the components of series. There is no statistical technique for measuring or isolating erratic fluctuation. Therefore the residual that remains after eliminating systematic components is taken as representing irregular variations. Irregular fluctuations results due to the occurrence of unforeseen events like floods, earthquakes, wars, famines, etc. 11.3 Utility of Time Series Analysis 1, The analysis of time series has a great important in the every field of science. 2. It helps in understanding the past behaviour of any event. We know that the plans can not be made without forecasting events and relationship they will have. Time series analysis helps in planning the future operations. 3. Since the actual performance can be compared with the expected performance and the cause of variation can be analysed, therefore the time series analysis will enable us to apply the scientific procedure of “holding other things constant” as we examine one variable at a time., For example, if we know how much is the effect of seasonal influence on business, me may devise ways and means of ironing out the seasonal influence. 4. Time series analysis facilitates comparison. Thus, by comparing two different time series, some important conclusions can draw for further reading. 5. Time Series Analysis is also used for many applications such as: Budgetary Analysis, Census Analysis, Economic Forecasting, Inventory Studies, Process and Quality Control, Sales Forecasting, Stock Market Analysis, Utility Studies, Workload Projections, Yield Projections etc. 11.4 Forecasting A very important use of time series data is towards forecasting the likely value of variable in future. In most cases, it is the projection of trend fitted into the values regarding a variable over a sufficiently long period by any of the methods discussed latter. Adjustments for seasonal and cyclical character introduce further improvement in the forecasts based on the simple projection of the trend. The importance of forecasting in business and economic fields lies on account of its role in planning and evaluation. If suitably interpreted, after consideration of other forces, say political, social governmental policies etc., this statistical technique can be of immense help in decision making. The success of any business depends on its future estimates. On the basis of these estimates a business man plans his484 Engineering Mathematics-III to analyze the past and we should try to find out what is likely to happen in future. The solution of the future course of action always lies in the facts and figures of the past. Thus when the future is decided by the systematic analysis of past, this process is called as forecasting and the obtained statement is called as forecast. Forecasting provides the best solution the future plans and helps to understand the implications for the firm’s future of the alternative courses of action to them at present. In other word we can say the future is not known with certainty, virtually every decision rest upon a forecast. The successes or failures of a plan would depend upon the ability to forecast the future course of events. Since future is not certain, therefore we can not formulate the plans once for all without the need of subsequent revisions Forecasts are needed throughout an organization — and they shculd certainly not be produced by an isolated group of forecasters. Neither is forecasting ever “finished”. Forecasts are needed continually, and as time moves on, the impact of the forecasts on actual performance is measured; original forecasts are updated; and decisions are modified, and so on. For example, many inventory systems cater for uncertain demand. The inventory parameters in these systems require estimates of the demand and forecast error distributions. The two stages of these systems, forecasting and inventory control, are often examined independently. Most studies tend to look at demand forecasting as if this were an end in itself or at stock control models as if there were no preceding stages of computation. Nevertheless, it is important to understand the interaction between demand forecasting and inventory control since this ‘nfluences the performance of the inventory system. This integrated process is shown in the following figure: lL, Forecasts |, 3 Detisions The eL__4 *| witersetan Performance Decision aa 5 a Maker }-—>| a >| Resources 4 2 Forecasting Within an Organization: Forecasting and Managerial Decision tM; ing The decision-maker uses forecasting models to assist him or her in decision-making process. The decision-making often uses the modeling process to investigate the impact of different courses of action retrospectively; that is, “as i the decision has already been made under a course of action. That is why the sequence of steps in the modeling process, in the above figure must be considered in reverse order. For example, the output (which is the result of the action) must be considered first. It is helpful to break the components of decision making into three groups: Uncontrollable, Controllable, and Resources (that defines the problem situation). As indicated in the above activity chart, forecasting has the following components: 1, Performance measure (or indicator, or objectis ¢): Measuring business performance is the top priority for managers. Management by objective works if you know the objectives. Unfortunately, most business managers do not know explicitly what it is. The development of effective performance measures is seen as increasingly important in almost all organizations. However, the challenges of achieving this in the public and for non-profit sectors are arguably considerable.Time Series and Forecasting Performance measure provides the desirable level of outcome, i.e., objective of your decision. Objective is important in identifying the forecasting activity. The following table provides a few examples of performance measures for different levels of management: Tee Performance Measure Strategic Return of Investment, Growth, and Innovations Tactical Cost, Quantity, and Customer satisfaction Operational | Target setting, and Conformance with standard Clearly, if you are seeking to improve a system’s performance, an operational view is really what you are after. Such a view gets at how a forecasting system really works; for example, by what correlation its past output behaviors have generated. It is essential to understand how a forecast system currently is working if you want to change how it will work in the future. Forecasting activity is an iterative process. It starts with effective and efficient planning and ends in compensation of other forecasts for their performance 1. What is a System? Systems are formed with parts put together in a particular manner in order to pursue an objective. The relationship between the parts determines what the system does and how it functions as a whole. Therefore, the relationships in a system are often more important than the individual parts. In general, systems that are building blocks for other systems are called subsystems. 2. The Dynamics of a System: A system that does not change is a static system. Many of the business systems are dynamic systems, which mean their states change over time. We refer to the way a system changes over time as the system’s behavior. And when the system’s development follows a typical pattern, we say the system has a behavior pattern, Whether a system is static or dynamic depends on which time horizon you choose and on which variables you concentrate. The time horizon is the time period within which you study the system. The variables are changeable values on the system. 3. Resources: Resources are the constant elements that do not change during the time horizon of the forecast. Resources are the factors that define the decision problem. Strategic decisions usually have longer time horizons than both the Tactical and the Operational decisions. 4. Forecasts: Forecasts input come from the decision maker’s environment. Uncontrollable inputs must be forecasted or predicted. 5. Decisions: Decisions inputs ate the known collection of all possible courses of action you might take. 6. Interaction: Interactions among the above decision components are the logical, mathematical functions representing the cause-and-effect relationships among inputs, resources, forecasts, and the outcome. Interactions are the most important type of relationship involved in the forecasting. When the outcome of a decision depends on the course of action, we change one or more aspects of the problematic situation with the intention of bringing about a desirable486 Engineering Mathematics-IIl change in some other aspect of it. We succeed if we have knowledge about the interaction among the components of the problem. There may have also sets of constraints which apply to each of these components. Therefore, they do not need to be treated separately. 7. Actions: Action is the ultimate decision and is the best course of strategy to achieve the desirable goal. Decision-making involves the selection of a course of action (means) in pursue of the decision maker's objective (ends). The way that our course of action affects the outcome of a decision depends on how the forecasts and other inputs are interrelated and how they relate to the outcome. 11.6 Controlling the Forecasting Forecasting is a prediction of what will occur in the future, and it is an uncertain process. Because of the uncertainty, the accuracy of a forecast is as important as the outcome predicted by the forecast. This site presents a general overview of business forecasting techniques as classified in the following figure: Classification of the Widely Used Forecasting Techniques ¥ ¥ ¥ Causal Time Series Smoothing Models Models (Techniques ¥ Regression BoxJenkins xponential & Analysis Processes ils Extensions Progressive Approach to Modeling: Modeling for decision making involves two distinct parties, one is the decision-maker and the other is the model-builder known as the analyst. The analyst is to assist the decision-maker in his/her decision-making process. Therefore, the analyst must be equipped with more thana set of analytical methods. Integrating External Risks and Uncertainties: The mechanisms of thought are often distributed over brain, body and world. At the heart of this view is the fact that where the causal contribution of certain internal elements and the causal contribution of certain external elements are equal in governing behavior, there is no good reason to count the internal elements as proper parts of a cognitive system while denying that status to the external elements. In improving the decision process, it is critical issue to translating environmental information into the process and action. Climate can no longer be taken for granted: * Societies are becoming increasingly interdependent. *> The climate system is changing. + Losses associated with climatic hazards are rising. These facts must be purposeful taken into account in adaptation to climate conditions and management of climate-related risks. The decision process is a platform for both the modeler and the decision maker to engage with human-made climate change. This includes ontological, ethical, and historical aspects of climate change, as well as relevant questions such as:aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Time Series and Forecasting 489 4 7 (b) 90 percent accurate (c) 50 percent accurate (d) depends on each individual case (e) none of these. While making forecasting it is desirable for a firm to : (a) forecast the level of the industry first (b) not to bother about the industry (c) first make prediction for itself and then think of industry (c, none of these. The best forecasts are obtained with the help of : (a) interpolation (b) time series analysis (c) regression analysis (d) econometric model. The statistical forecasting is done : (a) without assumptions (b) on the assumption "other things being equal." (c) on one assumption that what has happened in the past will not happen in future (d) none of these. Statistical forecasts’: (a) need not be supplemented with second judgement (b) should be supplemented with sound judgement (©) makes little difference in either case (d)_ none of these. O=: (a) TxS+C+I (b) T-S+C-I () T-SxCxI @) TxSxCxI (e) all fo the above The most important factors causing seasonably variations are : (a) | growth of population (b) technological improvements (©) weather and social customs (d) change in fashions (e) none of these. The most widely used method of measuring seasonal variations : (a) ratio-to-moving average method (b) ratio-to-trend method (c)_ link relative method (d) method of simple averages (e) all of these.Time Series and Forecasting 401 (d) none of these. 22. The economic rhythm theory comes under the category of : (a) analytical methods (b) naive method (c) barometric methods (d) none of these. Fill in the Blanks 1. Forecasting is using the knowledge we have at one time to estimate what will happen at some 2. Forecasting can be both. Fe 3. The risk of error generally . with extension nol the time horizon. 4. Despite all advance that have been made in the techniques of forecasting. forecasting remains more an .. than a... ave 5. All forecasts are based on certain .. 6. A time series consists of data arranged ... 7. Comparable monthly data may be obtained by mulipng each of the values by... ... and ina leap year by... 8. The additive model of a time series is expressed as 9. When the differences between successive observations of a scries are constant (or nearly so), the .. may be an appropriate representation of trend equation. 10. A polynomial of the form ¥ = a+ bX + cX? is called a.. 11. In the trend equation Y = a+ bx, ais the ... and b represents , 12. The line obtained by method of least squares is known as the line of .. 13, The equation of the Gompertz curve is of the form ... 14. A time series in a set of values arranged in .. 15. Quarterly fluctuations observed in a time series represent .. 16. Periodic changes in a business time series are called... 17. A complete cycle passes through... stages of eT 18. An overall tendency of rise and fall in a time series represents.. 19. Thetrend line obtained by the method of least square is known as the . 20. Forecasting is different from .. .and ., 21. No statistical techniques measuring or isolating .. State True/False 1, Secular trend refers to the long-term movement. 2. The most widely applied trend curve in practice is the second degree parabola. 3. When we shift the trend origin the value of b remains the same. 4. The semi-logarithmic trend curve is appropriate for those series on which period to period changes are constant in absolute amount. 5. The Gompertz and Logistic curves are J-shaped. 6. The multiplicative model assumes that the value of original data is the product of the values of the four components. 7. Asecond degree parabolic trend is expressed by the equation : Y =a+bX +cX? +Dx3. .. order.492 Engineering Mathematics-II] “8. 9. 10. 11. 12. 13. In the second degzee curve a+bX +CX*,C is the constant. Forecasting business change involves more than analysis of statistical data. Forecasting aims at reducing the areas of uncertainty that surround management decision making. Qualitative methods of forecasting are more commonly used in practices as compared ro the quantitative methods. Time lag theory is by far the most important theory of business forecasting. Specific historical analog theory is based on the assumption that all business cycles are uniform in amplitude or duration. Short/Long Answer Type Questions 1. 2. 8. a (a) Explain briefly the various methods of determining trend in a time series. Explain merits and demerits of each method. (b) Briefly explain the different methods of measuring seasonal variations. (c) What do you understand by seasonal indices ? What methods are used to determine them ? Example the nature of cyclical variations in 9 time series. How do seasonal variations differ form them ? Give an outline of the moving average method of measuring seasonal variations? Describe briefly the different components of a time series. With which components of the time series would you associate each of the following ? Why 2 (The rainfall in Kolkatta that occurred for four days in March, 1992. (ii) A decline in ice-cream sales during November to March. (iii) An era of prosperity. (iv) Increase in garment sales in October. (a) What is business forecasting ?What is the importance of business forecasting to: @ an administrator, (ii) the society ? Bring out is limitations, if any. (a) Exaplain briefly the various techniques of business forecasting. (b) What are the limitations of business forecasting theories in general? Discuss in detail and illustrate your answers. (a) Critically examine the various methods that are used for business forecasting. Why is time series considered to be an effective tool for forecasting analysis ? Explain. (>) What are the various theories of business forecasting ? Discuss any two of them in detail. Describe the techniques of forecasting that are commonly employed by a big business house. Discuss the important theories of business forecasting. Also explain the practical importance of forecasting in business. Distinguish between the ‘historical analysis of past condition’ and the 'cross- section analysis of current events' as methods of business forecasting. (a) Examine ‘long term forecasting’ and 'short term forecasting’. Examine the place of time series analysis in forecasting.Time Series and Forecasting 493 11. 12. 13. 14, 15. 16. 17. 18. 19. 20. 21. b) (a) ) © (a) (b) (b) (a) (b) (a) (b) (a) (b) (a) () (a) (b) (a) What is business forecasting ? What are the assumptions on which business forecasts are made? "Despite great limitations in statistical forecasting, it is invaluable to the business." Examine this statement. Critically examine the various methods that are used for business forecasting. What precautions will you keep in mind while using forecast techniques ? "Forecasting is much more than projecting a series mechanically into the future." Elucidate. Discuss the importance and scope of business forecasting. Discuss the internal and external factors affecting sales and profits of a large organization. Point out the role and limitations of business forecasting as a tool of analysing business data. Also explain any four methods of forecasting known to you. Discuss the importance of business forecasting. Describe one of the methods of business forecasting. "The past can never be a perfect guide to the future". Elucidate. "Much of the success in business depends on the accuracy of the forecasts." Explain. Also critically examine any two theories of forecasting known to you. What are the main types of techniques in use for solving business forecasting problems ? Describe them very briefly. Explain the difference between forecasting and decision-making. How are the two concepts related ? Write a short note on business forecasting. [ICWA, Dec. 1983] What is meant by business forecasting ? Explain briefly the main methods used in business forecasting. Explain the term "Business Forecasting". Name the different methods used in Business Forecasting. Exaplain one method which you consider most important in detail. Point out the role and limitations of business forecasting as a tool of analysing business data. Also explain critically any two methods of forecasting known to you. What is business forecasting ? Why is it done ? Mention the various methods of forecasting usually adopted by a business house, in modern times. [ICWA, May 1985] What is time series ? What is the need for the analysis of time series ? Explain briefly the different components of time series. Give some illustrations of the use of time series in economic analysis. Explain clearly the concept of Time Series Analysis. Indicate the importance of such analysis in business. Describe briefly the various characteristic movements of time series. Discuss briefly any one procedure for estimating secular trend.494 Engineoring Mathematics-IIl (b) What are the main component of time series ? How will you determine them ? Discuss how the time series data of agricultural prices are useful for preparing the agricultural developmental programme. 22. Describe the various components of time series. With which component of time series would you mainly associate each of the following and why : (a) an era of prosperity (b) heavy sales on the occasion of Deepawali (c) constantly rising demand for sugar in India and (d) price hike in Petroleum products due to Iran-Iraq war. 23. Explain the meaning of time series. What are its main components? How would you study seasonal variations in time series ? 24. (a) Explain briefly the additive and multiplicative models of times series. Which of these models is more popular in practice and why ? (b) Distinguish between ratio-to-trend and ratio-to-moving average as methods of measuring seasonal variations. Which is better and why ? 25. (a) Whatisa time series ? What are its main components ? Discuss the various methods of studying seasonal variations in a time series. (b) Explain the utility of time-series. How can you compare one time series with another ? What is ‘lag’ in time series and indicate how it is calculated ? 26. (a) What is economic time series ? Explain the meaning and importance of trend in economic time series. (b) What are the various influences on a time series. Explain briefly the different methods of measuring trend. (c) Distinguish between ‘moving average’ and ‘least squares' as methods of measuring trend in given time series. Which method is better and why ? 27. (a) Howwould you analyse a time series of records extending over 30 years ? Describe in detail. (b) Explain how would you fit a line of the form Y = a+ b* toa given set of data by the method of least squares. [ICWA, July 1985] (c) Describe any method for the determination of secular trend in a time series data. [AIMA, July 1983] (d) Discuss the merits and limitations of the moving average method for determining the trend in the analysis of time series. 28. (a) What is meant by trend ? How would you fit a straight line trend by the method of least squares ? (b) Are all ‘periodical movements' necessarily seasonal? Give reasons for your answer with appropriate illustrations.Time Series and Forecasting 497 14, Compute the average seasonal movement for the following series. [_iqiarter | ne quarter | mi quarter 2002 2003 4.1 15. Obtain seasonal fluctuations from the following time series Quarterly output of coal for four years. Year 2000 ANSWERS Multiple Choice Questions 1. Future 2. Short, long 3. Increase 4. Art, science 5. Conditions and assumptions 6. Chrono logical 7. 30.4167, 30.5 8 Y=T+S+C+I 9. Straight line Second degree equation intercept, slope of the trend line498 Engineering Mathematics-IIl Best fit . Y= Ka Chronical Seasonal Cycles Four Secular trend ). line of best fit Prediction, projection . Erratic Fluctuation. True/False 1 True . . 4. False 5. False 6. True . True 9. True 10. True 11. False 12. True 13. False 14. False 15. False Unsolved Numerical Problems 3. Trend values are 200.94, 205.31, 209.69, 214.06, 218.43, 222.80, 227.19, 231.56 . 700, 800, 900, 1000, 1100, 1200, 1300 . 16.7, 18.3, 20, 22.7, 25.7, 29, 32.7, 36.3 » 15137, 17003, 20363, 26363, 31.147, 34330 110.0, 99.88, 92.38 8. 42.1, 40.9, 39.8, 38.2. 38.1, 37.8 9. 6.2, 6.6, 6.6, 6.8, 7.0, 6.6, 6.6, 7.2, 7.6, 8.0, 8.0 10. Trend values are 4.2, 5.6, 7; 8.4, 9.8 11. 84, 86, 88, 90, 92, 94, 96 12. 446.67, 546.67, 626.67, 706.67, 786.67, 866.67 13. 40.06, 47.40, 54.74, 52.08, 69.42, 76.76, 84.10, 19.91.44 14, 94.18, 105.82, 95.19, 105.32 15. 106.4, 98.7, 94.9, 100 aap BSChapter ] 2 Quality Control Statistical Introduction The word quality is not new for you. Quality means some countable property of a product to satisfy the customer. Statistical quality control (SQC) is related toa well planned collection and its better use for deciding the reason of variation in the quality of a product, procedures, material, machines for a limited time. The study of SQC is based upon the theory of probability and sampling. To improve the quality of a product, SQC plays an important role in the industry. It covers all the factors and related techniques of productions. Simply, we can say, SQC is useful to improve the quality of material, manpower, machines and management. 12.1 History of statistical quality control In 1924, Walter Shewhart developed the control chart. In 1931, Walter A. Shewhart of bell Laboratories introduced statistical quality control in his book Economic Control of Quality of Manufactured Products. In 1940, W. Edward Deming assisted the U.S. Bureau of the Census in applying statistical sampling techniques. In 1941, W. Edwards Deming joined the U.S. War Department to tech quality-control techniques. In 1950, W. Edwards Deming addressed Japanese scientists, engineers, and corporate executive on the subject of quality. In 1951, Joseph M. Juran published the Quality Control Handbook. In 1954, Joseph M Juran addressed the Union of Japanese Scientists and Engineers (JUSE). In 1968, Kaoru Ishikawa outlined the elements of Total Quality Control (TQC). In 1970, Philip Crosby introduces the concept of zero defects. In 1979, Philip Crosby publishes Quality is Free. In 1980, Western industry began to import the concept of TQC under the name Total Quality Management (TQM). In 1980, American electric giant, Motorola, pioneered the concept of Six Sigma. In 1982, W. Edwards Deming published Quality, Productivity, and Competitive Position. In 1984, Philip Crosby publishes Quality Without Tears : The Art of Hassle-Free Management. In 1986, W. Edwards Deming published Out of Crisis. In 1987, U.A. Congress created the Malcolm Baldrige National Quality Award. In 1988, Secretary of Defense Frank Carlucci direct the U.S. Department of Defense to adopt total quality. In 1993, the total-quality approach began to be widely taught in the colleges and universities, SQC is now an important part of the of any management studies.500 Engineering Mathematics-III 12.1.1 Statistical Quality Control: Evolution or Revolution? Statistical quality control is an integral part of the paradigm of quality. For SQC to be assessed either as evolutionary or as revolutionary, one has to understand the paradigms of quality. Dooley indicates there have been three paradigms in the discipline of quality : > a pre-industrial paradigm of caveat of emptor, + an industrial paradigm of quality control and +» post-industrial paradigm of total quality management. However, since both industrial and post-industrial paradigms of quality emphasize on the statistical methods to quality control, these two paradigms are labeled as the paradigm of statistical quality control. Under the pre-industrial paradigm of caveat emptor, individuals produced goods of certain quality and it was up to the consumer to evaluate the quality of these goods. However, individual producers were at stake for goods for which quality characteristics could be ascertained in a manifest way. Dooley posits that trademarks, guilds, and punitive measures were used to such situations. On the contary, the paradigm of statistical quality brought about a broader set of changes in quality control including the development of statistical quality practices, the use of statistical methods within a framework of scientific management, the improvement of quality, the total quality management, etc. We now turn to the discussion of these two paradigms of quality - the pre-industrial paradigm of caveat emptor, and the paradigm of statistical quality control -in relation to Kuhn's normal versus revolutionary science. The pre-industrial era of quality revolves around the production of goods and services produced by a single individual or a small group of individuals. The individual or the small group producing the product or the service determined the standard of quality and was responsible for conforming to those standards. Feigenbaum calls this quality control the Operator Quality Control. However, as the industrialization took place. the focus of production changed from family-owned businesses to mass production by the industries. Complexity of products and services grew exponentially along with industrialization. The operator quality control became useless and more sophisticated measures of quality control were warranted. Quality philosophers such as Shewhart, Deming, Juran and others developed statistical methods to address the unprecedented quality issues resulting form mass production. The science of statistics replaced the traditional method of quality control. The emergence of statistical quality control is a noncumulative developmental episode in the history of quality control. The new phenomenon of mass production demanded the rejection of the old methodology of operator quality control. The paradigm of statistical quality control permitted the prediction of quality that was unheard of in the pre-industrial paradigm of caveat emptor. Therefore, the paradigm of statistical quality control emerged as a scientific revolution in the arena of quality control.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.518 Engineering Mathematics-lIl one nonconformity per inspection unit. The p-chart models "pass"/"fail" -type inspection only. Nonconformities may also be tracked by type or location which can prove helpful in tracking down assignable causes. Examples of processes suitable for monitoring with a c-chart include: * Monitoring the number of voids per inspection unit in injection molding or casting processes Monitoring the number of discrete components that must be re-soldered per printed circuit board *+ Monitoring the number of product returns per day The Poisson distribution is the basis for the chart and requires the following assumptions: «> The number of opportunities or potential locations for nonconformities is very large « The probability of nonconformity at any location is small and constant + The inspection procedure is same for each sample and is carried out consistently from sample to sample ‘The UCL and LCL for c- chart type are determined by the formula ct 3Ve where ¢ is the estimate of the long-term process mean established during control-chart setup. Hence UCL, CL and LCL are given as UCL= t-3v@, CL=% LCL=t-3ve 12.5.3 np-Chart In industrial statistics, the np-chart us a type of control chart that is very similar to the p-chart except that the statistic being plotted as a number count rather than a sample proportion of items. For example, an np-chart often shows the number of nonconforming items in each sample. Since we are counting failures or successes, clearly the appropriate data for np-charts need to be attribute data. The subgroup size must be constant, as comparisons of counts would otherwise be meaningless. In np-chart 1. The "np" stands for the number of conforming items, which can be expressed as n (sample size) times p (proportion of nonconforming items) 2. Need a good definition of nonconforming items — usually a categorical definition 3. Subgroup size must be constant 4, Normally need large subgroups — can even be up to total for the period Control limits for the np-chart are calculated on the basis of the binomial distribution and an approximation based on the central limit theorem. The UCL and LCL for np-chart type ares determined by the formula: np #3ynp (=p) Hence, UCL, CL and LCU are given as UCL= np+3/npQ-p), CL=nb, LCL=np-3ynp-(1-p)520 Engineering Mathematics-IlI LCL= A 2R=71-60-0-58x 52-67 = 36-99 the ¥is given below 4 as X chare 4 UCL = 106.21 100. 80 4 cL=716 60 40 LCL = 36.99 20 12345678 9 101112 Sample number Fig. 15: Construction of R chart In this case n = Sso D3 = Oand Dy = 2-11, hence the UCL, CL and LCL for R chart are given below UCL = D4R= 2-11x 59-67 = 125-904 cL 59-67 LCL= D3R= 0x59-67=0 the R chart is given below t R chart 195 fg = 125.9 120 7 105 & 90 g 2 7 2 - ° CL = 59.67 B 45 307 15 + LcL=0 1234567 8 9 101112 Sample number Fig. 16: Comment on X chart and R chart @ Process is out of control because the points corresponding to sample 8 and 10 out of the limits.Statistical Quality Control 521 (ii) R chart shows the process is in control. From X and R chart we can say that there are some assignable causes due to which process is not is statistical control. In this case, n = 5 therefore from control chart table d. = 2-326 Machine B The above data (pertaining to two subgroups of size 4) is from two different machines, which are supposed to be alike. Plot the necessary charts to show whether their products would support this assumption. If they do not support this assumption, does this prove that machines are not essentially alike? Sol: Control limits for X — chart, for machine-1 is given by = 40:96 _ 973 15 15Statistical Quality Control 523 LCLy = D3R =0x 0-016 =0. For a subgroup size of 4, from Table 7.1. d, = 2-059 oak 2 0016 _ 9.0078 dy 2-059 Sample No. No. of defectives (d) 1 The above data give the number of defectives in 10 independent sample of varying sizes from a production process. Construct p-chart for the data. Sol: In the given problem, we have variable sample size. Here, the total number of defectives Id, = 3187 And the total number of sample size Zn; = 17790. X4 _ 3187 _ Su 17790 - So that P 0-1791 and —P = 1-0-1791 =0-8209 q=1-p=1-0-1791=0-8209 CL=p =0-1791 UCL = p +3\pq/ 7; and LCL = p-3,{Ba/ 7;Statistical Quality Control 525 Sol : Given fraction size n = 2000 is fixed for each sample. The fraction defective is given to be B =0-1537 > q =1-p=0-8463 36 control limits for p-chart are given by UCL, =p +3\pq7n =0-1537 +3, '0-1537 x 0- 8463 2000 = 0-1537 + 3/0: 13008 / 2000 =0-1537 + 3x 0- 00806 = 0-1537 + 0- 02418 = 0:1778 LCLp = B-3\pq/n = 0-1537 - 0-2418 = 0-12952 and CLp =p =0-1537 If the sample size varied from sample to sample then np chart is not advisable because the central line as well as control limits would very from sample to sample. In this case p-chart would be better to use. Ex. 8 : An inspection of 10 samples of size 400 each from 10 lots revealed the following number of mistakes : 17, 15, 14, 26, 9, 4, 19, 12, 9, 15. Calculate control limits for the number of defective units. Plot the control limits and the observations and state whether the process is under control or not. Sol : Here samples of fixed size n = 400. The total number of defectives in a sample of 10x 400=4000 items in 10 samples is Ed =17+154+14+ 26+9+4+19+12+9+4+15=140 The fraction defective p is given by Xd _ 140 _ 9.035 ze 4000 > q=1-p=0-965 36 control limits for np-chart are given by ucL = np + {npq = 400 x 0-035 + /400x 0-035 x 0-965 =143xV13-51 UCL = 14411-02679 = 25-02679 and UCL = np — {npg = 14-11-0679 = 2-97321526 Engineering Mathematics-II] é & ‘s 5 z Sample No. —> Fig. 18 : and CL = np = 14. The np-chart for the defective units is shown above. ‘We can see that the point corresponding to ath sample the outside the control limit, the process is not in statistical control. Ex. 9 : Ina certain manufacturing process, a record was made on the number of defects found in one stream each hour and is given below : On 15.12.2003 Time (A.M) No. of defects On 16.12.2003 No. of defects On 17.12.2003 Time (A.M) No. of defects Draw the control chart for number of defects and given your comments. Sol : Let the number of defects per units is denoted by C. The total number of defects found are 144 and the total number of samples are 24. Avezage number of defects per sample is given by =~ _ 144 C=—= 24 Control limits are given by UCL, = € +3VE = 6+ 3V6 = 13-35 Cl, «C= we =6-3/6= -1:35Statistical Quality Control 527 and CL, =C =6 Here LCL, is negative, but the number of defects cannot be negative, hence we take LCL, =0. Since the none of the 24 points falls outside the control limits, process may be treated in the state of statistical control. Readers are advised to draw C-chart and verify it. Ex. 10 : During an inspection of equal length of cable, the following are the number of defects observed : 2,3, 4,0, 5, 6, 7, 4,3,2 Draw a control chart for the number of defects and comment whether the process is under control or not. Sol : Let the number of defects per unit cable length is denoted by C. Average number of defects in the 10-sample units is given by Control limits for C-chart are given by UCL, = +3VE =3-6+3x 13-6 = 3-6+3x1-8974=3-6+5.6922=0-2922 CL, = -3xVE = 36-5-6922 =-2-0922=0 (Since the number of defects cannot be negative) CL, =f =3-6 Since all the sample point lie within the control limit, the process is under statistical control. Readers are advised to draw C-chart and verify it. Ex. 11: Twenty pieces of cloth out of different rolls contained respectively, 1, 4, 3, 2,5, 4, 6, 7, 2, 3, 2, 5, 7, 6, 4, 5, 2, 1, 3 and 8 imperfections. Ascertain whether the process is in a state of statistical control. Sol: Gu ltse3+ 2. 80, 20 20 U.C.L=6+3Ve = 44+3V4 = 44+6=10 = 2 L.C.L=C-3¥C Bo =4-3x2=-20r0 § s The control limits are shown in the § 4 following chart : E 2 3 3 0 E22 5 2 4 0 2 4 0 6 1012 14 16 1820 Fig. 19:528 ring Mathemati Since none of the points lies outside the control limits, it may be presumed that the process is in a state of statistical control. Ex . 12 : The following table gives the number of errors of alignment observed at final inspection of a certain model of bus. Prepare a C-chart and comment on the state of control : Bus Number | Number of alignment No. of alignment defects defects The control limits and the central line are ; U.GL=C+31e =74+3V7 =7 + (3x 2.646) =7 +7.938 = 14.938 or 15 Central line = € =7 LC.L=€-3VC =7 ~ (32.646) = - 0.938 CONTROL CHART OF NUMBER OF DEFECTS 1004 1000 1012 1016 1020 BUS NUMBER Fig. 20:Statistical Quality Control 529 Since all the points lie within the control limits the process is in a state of control. Ex. 13 : The following table gives the inspection data on completed spark plugs : INSPECTION DATA ON COMPLETED SPARK PLUGS (2,000 spark plugs in 20 lots of 100 each) Fraction | Lot Number Defectives Construct an appropriate control chart. Sol : Since we are given fraction defectives, the suitable chart will be p-chart. Calculations for p-chart are : 1. Average fraction defective, 5 120 _ tag —_= 2000 2 UCL=p+3 Pe P) - 0.0643 evo) =0.06+3. (exam 06% 0.94 _ 9,064 3(0.0237) = 0.0711 = 0.1311 3 FD a 006-3 aaa =e =0.06- dovti= =-0.0111 Since the fraction defective cannot be negative , the I,,C,I, shall be taken as zero. p-chart 3 UCL.530 Engineering Mathematics-III 2 4 6 8 10 12 14 16 18 20 ucL=0 LOT NUMBER Fig. 21: The control chart shows that all the points are falling within control limits Hence the process is in a state of control. In order to simply the work of the person who plots the necessary points on the control charts the above chart can be modified so that be modified so that he can directly plot the number rather than the fraction or percentage of defectives. Such a chart is called the control chart for number of defectives. Such a chart is called is called the control chart for number of defectives. To obtain such a chart the central as the control limits are multiplied by n. The Central line thus becomes np and the control limits. np + 3./np (1- p) Ex: 14 : Anewshearing machine is set to cut off pieces of steel from along bar. For various reasons the machine at times cuts off a price that is too long of too short. These unacceptable pieces are automatically dropped in a box and the operator of the shearing machine must count these defectives after very 100 pieces are sheared off. The record after the first day of operation is : Number Sheared off Number of Defectives 100 5 100 6 100 7 100 4 100 8 Set out upper and lower control control limits. Sol: UPPER AND LOWER CONTROL LIMITS Number sheared of Number of Defectives Proportion Defectives 100 5 0.05 100 6 0.06 100 7 0.07 100 4 0.04 100 8 0.08 0.30aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.532 Engineering Mathernatics-IIl Control limits for X Chart : Central line = X;UCL=X+A,R ;LCL=X- Aad ® 71S. 10.66,R = S-6. 3,Ag = 0.577 UCL =10.66 + 0.577 x és eas or 14.295 UCL =10.66 - 0.577 x6.3=7 .0249 or 7.025 Control limits for R Chart : Central line = R; UCL=R D4;LCL= RD3 Hence Central line 3 UCL =6.3 x 2.115 = 13.3245 UCL =6.3x0=0. Since all the sample means and ranges lie between the control limits, the process is in a state of control. Ex : 16 : You are given the values of sample (X) and the range (R) for ten samples of size 5 each. Draw mean and range charts and comment on the state of control. Sample No. : Sample No. You may use the following control chart constants : (for n = 5, Ag = 0.58,D3 = Oand D4 =2.115) (ICWA, Dec. 1983) Sol: CALCULATION CONTROL LIMITS FOR X AND R CHARTS Sample No. x Raa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Statistical Quality Control 535 Sol: _ Totalnumber of defectives ___ 294 _ Total production 24x 200 uel =P +3 /PG-?) n tei =P - 3,]PO-P) ~ 9.961 -3(0-169) = 0-013. n Since all the points dont fall within control limits, there seems to be some thing wrong with the production process. CONTROL CHART OF FRACTION DETECTIVES FRACTION DEFECTIVE 0! 12345 6 7 8 910111213 1415 16 17 18 1920 21 2223 24 DAY'S PREDICTION Fig. 22Statistical Quality Control 537 NO Of DEFECTS iw a was @ o 123 45 67 8 9 10 SAMPLE NUMBER Fig, 24 Since all the points are lying within control limits, the process is in a state of control. Ex. 22 : Amachine is set to deliver packets of a given weight. 10 samples of the size 5 each were recorded. Below are given relevant data : Sample No. |1 Mean (X) Range (R) 7 Calculate the values for the central line and the control limits for mean chart and then comment on the state of control. (Conversion Factors for n = 5,areAy = 0'58,D3 = 0D» = 2°11) (M. Com., Delhi Univ., 1987) Sol : Calculation of Control limits for X and R chart Sample No. x 1 15Statistical Quality Control 539 Ex. 24 : From a transistor production line 20 samples (each sample of 100 transistors) is chosen. The number of defects in each sample are given below : Sample No. No. of defects Sample No. No. of defects 1 11 36 Draw an appropriate control chart and give your comments. (MBA, Kurukshetra Univ., 1985) Sol : The appropriate control chart shall be the C-chart. The computations required for preparing this chart are : ) G,ice.,average no, of defeats = 50° — 40 (2) UCL=C+3VC = 40+3V/40 =40(3 x 6325) = 40+ 18°975= 58-975 -3VE =40- 340 =40-(3x6°325)=40- 18°975= 21°025 Since all the points are lying within control limits, the process is in a state of control. Ex. 25 : The following are the number of defects noted in the final inspection of 30 bales of woollen cloth : 0, 3, 1, 4, 2, 2, 1,3, 5, 0, 2, 0, 0, 1, 2,4, 3, 0, 0, 0, 1, 2,4, 5, 0, 9, 4, 10, 3 and 6 Draw appropriate control chart and give your comments. (M.Com. Kurukshetra Univ., 1989) (3) LCL Sol : The appropriate chart would be a C-chart. Total no. of defects =87, sample size =30 é=Z~257 30 ucL=¢ +3VC =2'57+3,/257 =2'57 +4°81=7'38 UCL=C -3VC =2'57-3,/2°57Statistical Quality Control 541 The suitable chart here will be the p-chart. (® Average fraction defective =113+°0317 = 0:1447 =113-3 JS 1-13 _413_-0317 = 00813 100 920° CONTROL CHART OF FRACTION DEFECTIVES 016} 02 1447 _\. P= 0.118 L.C.L= 0.0813 0 123 4 5 6 7 8 9 1011 12 13 14 15 SAMPLES Fig. 26542 Engineering Mathematics-{II Ex. 27 : Ten sample each of size 5 are drawn at regular intervals from a manufacturing process. The sample means (X) and their range (R) are given below: 45 Siete ete 9 [51 Calculate the control limits in respect of X chart and R chart. (You are given : A> = 0.58,D3 = 0,D,4 = 2.115) Comment on the state of control charts need not be drawn.) (CA, May, 1986) Sol : (a) Control limits for X chart. Sample No. Mean ula lotr a ry Rang xfju alo wlo lato ° ¥= 2 462,R =F = Central Line =X = 46-2. UCL= X + A2R = 46:2 +'58(6'8)=46°'2+3°944= 50-144 LCL R Chart Central Line =R= 6.8 UCL=D4R =2-115(68)=14 382 LCL=Daik = 0(6'8) = 0 X — AgR = 46'2-'58(6'8)=46:2-3°944 = 42-259. In both the cases, i.e., X and R charts, some of the points are lying outside the control limits. Hence the process in not in a state of control.Statistical Quality Control 543 Ex . 28 : The number of defects on 20 items are given below : [uemvn [fi [2 [a [a [s [os |v fo |o | [wonotdetes|:[2 [o [« [2 [o fs [o [x | weno |: [ar fr2 [a3 fra [as fas [a7 [re [19 6 jo |2 |1 Jo 2 |1 Jo No. of defects Devise a suitable control chart and draw your conclusion. , (MBA : Pune Univ., 1988) Sol : Let C denotes the number of defects per item. ca 26 _35_ UcL=¢ +3¥C =1-75+3175 75 3X1°323 =5:719 LcL=¢ -3/C =1-75- 3,175 =1°75-3x1°323 =- 2:2190r0 The control chart based on these limits is given below : 8 e 7 e 6 U.C.L=5.719 f 5 a ‘ ° 5? ° a a a ee ee l1rFee e ee LC.L=0 2 4 6 8 10 12 1416 18 20 ITEM NUMBER Fig. 27: Since two of the points are lying outside the control limits, the process is not ina state of control. Ex. 29 : The following figures gives the number of defectives in 20 samples containing 2000 items. 425, 430, 216, 341, 225, 322, 280, 306, 337, 305, 356, 402, 216, 264, 126, 409, 193, 280, 389, 326aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Statistical Quality Control 549 2. 3. 4. 5. 6 7 8. % 10. 11, What are the causes of variation in the quality of product ? What do you mean by CL , UCL , LCL, in acontrol chart ? What are the common causes of variation in the quality of a product ? What is the basic model of control charts ? How can you assess the results of control chart ? What are the types of control chart ? Write a short note on the followings : (@) Variable chart (b) Construction of x-bar & R-chart chart when pt and are known (©) Construction of x-bar and R-chart when u and are known. (d) Construction of x-bar and S-chart What do you mean by attribute chart ? Write the short notes on the followings : (a) p-chart (b) c-chart (©) np-chart. What is the basic difference among p,c and np-charts ? Long Answers Type Questions 1 6. (a) What is Statistical Quality Control ? Point out its role and limitations. (b) What do you mean by "chance variation" and "assignable variation" in SQC.? How does the statistical quality control help you in industry ? Describe the procedure for drawing a control chart during production and indicate how you detect lack of control in the production process. (a) Discuss briefly the need and utility of statistical quality control in industry. (B. Com., Bombay Univ., 1981; M. Com., Agra Univ., 1984) (b) What is meant by : (i) process control, and (ii) control charts in statistical quality control ? What is their utility ? Explain very briefly the terms : specification limits, tolerance limits as used in Statistical Quality Control. (ICWA, Dec. 1980) (a) Discuss what do you mean by "process in control" and process out of control”. (b) Explain clearly the construction and function of : (i) X-chart, and (ii) C-chart. Discuss the basic principles underlying control charts. Explain in brief how control limits are determine for : (i) p-chart, (ii) c-chart, and (iii) np-chart (a) Distinguish between process control and product control. State the different types of acceptance sampling plans explaining their merits and demerits. (b) What is control chart ? How are the control limits set for C-chart ?Statistical Quality Control 551 19. 20. 21. 23. 24, 27. 28. Sample No. (each 10 of 100 items) [o.ofdefewives [12 ro [6 |e [> [o [7 [xo [u ]o | (©) State clearly the assumptions under the control chart techniques. (a) Point out the role and limitations of SQC. (b) Explain briefly the different types of control chars popularly used in practice. (c) Explain the significance of an efficient system of statistical quality control in moder business and industry. (a) Discuss briefly the need and utility of statistical quality control in industry. Also point out its limitations, if any. (®) Whatare the various types of control charts known to you ? Explain then with examples, (M. Com., M.D. Univ., 1986) "Quality controls is attained most efficiently of course, not by the inspection operation itself but by getting at the causes." Comment on the statement. Describe the various devices employed for the maintenance of quality in a uniform flow of manufactured products. Describe control charts for X and o and derive expressions for their control limits. What are the advantages of o-chart over the R-chart ? Explain the term "Statistical quality control". How is the process control achieved with the help of control chart ? What are the fundamentals underlying the construction of quality control chart ? GAS., 1984) (a) Describe how a control chart for fraction defective is set ? What modification is needed if varying numbers are inspected on different occasions ? (b) Discuss the role of C-chart in statistical quality control. (@) Distinguish between the process control and product control. (b) Distinguish between the control limits and tolerance limits. ‘What is a control chart ? Describe how a control chart is constructed and interpreted. Discuss the basic principles underlying control charts. Explain in brief the construction and use of p-chart and C-chart. What is control chart ? Explain in brief the construction and use of mean chart, p-chart and range chart. (M. Com. Dethi Univ., 1985) Unsolved Numerical Problems Construct a suitable control chart for the following data and state you conclusion: [C.L.=9 ; U.C.L, =17. 58 ; LCL =0.42]Statistical Quality Control 553 4. Construct the control chart for mean and range for the following data on the basis of fuses, sample of 5 being taken every hour. Observacions 5. (a) A drilling machine bores holes with a mean diameter of 0° 52 cm and standard deviation of 00032 cm. Calculate the 2-sigma and 3-sigma upper and lower control limits for means of sample of 4 and prepare a control chart on graph paper. (b) The following are the number of defects noted in the final inspection of 30 bales of wooler: cloth : 0, 3, 1, 4, 2, 2, 1,3, 5, 0, 2, 0,0, 1, 2, 4, 3, 0,0, 1, 2, 4, 5, 0, 9, 4, 1, 0, and 3. Construct a, control chart for C , the number of defects, plot the given data, and comment on the state of control. 6. A manufacture of transistors found the following number of defectives in 25 subgroups of 50 transistors : Construct a control chart for the fraction defective, plot the sample data on the chart and comment on the state of control. 7. The following table gives the number of defects observed in 8 woollen carpets passing as satisfactory. Construct the control chart for the number of defects : [seiarnoorcanes [1 2 [> |« [> [o |7 |o | [wovotdetees 2s s |e [» |s fr |r |g Engineering Mathematics-IIl [CL =4 ; UCL =10, LCL =4] &. The following table gives the number of defective items found in 20 successive samples of 100 items each : Find the average fraction defective p, and draw a control chart for fraction defective on a graph paper. Was the process ever out of control ? 9. (a) Write a brief note on the method of construction control charts for sample mean and the sample range R, giving the formulae of the upper and lower control limits in both cases, Sample means and ranges are given. (b) A manufacturer finds that on an average 1 in 50 of the items produced by him is defective. Draw a control chart for percentage defective for sample of size 1(X). 10. From the information given below construct an appropriate control chart : [sampieno. [1 |2 [s [+ [s [6 [> Jo [s | [no.ofdetecives [12 [7 [» [s [ro fs [> [u |e | State your conclusion. Write all the steps in the construction of the above chart including the formulae for LCL and UCL. 11. (a) A machine is supposed to drill holes with a diameter of linch. In fact. the diameters are normally distributed with a mean of 1.01 inches and a standard deviation of 0.02 inch. If there is a tolerance 0.02 inch, the holes should be between 0.91 and 1.02 inches. What percentage of the holes drilled are within tolerance ? (b) It has been ascertained that when a manufacturing process is under control, the average of the defectives per sample batch of 10 is 1.2. What limits would you set in a quality control chart based on the examination of defectives sample batches of 10 ? 12. (q) If the average fraction defective of a large sample of products is 0°1537, calculate the control limits. (Given that sub-group size is 2,000.) (ICWA, Dec. 1983) (b)_ Ina glass factory the task of quality control was done with the help of mean X and standard deviation (0) charts. 18 samples of 10 items each were chosen and EX and Eo were found to be 595.8 and 8.28 respectively. Determine 3 sigma limits for mean and standard deviation charts. 13. The following data shows the values of sample mean X and the range R for ten samples of size 5 each. Calculate the values of central line and control limits for mean chart and range chart, and determine whether the process is in control.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.~~ Copyrighted materialSolutions of Algebraic and ] 3 Transcendental Equations Introduction How to solve ax? + bx +c = 0? This is one of the problem from high school algebra. This is a quadratic equation and can be solved either by factor method or by algebraic methods. In general, there are algebraic method to deal with the problem, when the equation f(x) = 0. isa cubic or a biquadratic. On the other side, in science and engineering, there are so many situations when f(x) a is polynomial or transcendental equation (an expression having trigonometric, logarithm, hyperbolic and expontial function), algebraic methods are not applicable. In these situations, the problem is handled in a different way. This chapter discussed some techniques to find the solution of f(x) = 0, where f(x) is a polynomial of higher degree or f(x) is transcendental equation or a combination of both. For the better understanding of these techniques, the reader should be aware of some facts about the polynomial equation, which are given below. 13.1 Some facts about Polynomial Equations f (x)=0 * The maximum number of roots of an equation always equal to the degree of that equation. Ifaisa root of f(x) = Othen f(x) is divisible by (x-a). «> The number of positive roots of f(x) = Ocan not exceeds the number of changes of sign from positive to negative and from negative to positive in f(x). For example consider the polynomial F(x) _| 8x7 +5x® — 4x4 — 2x3 - 6x7 4 x-1 Sign |} + + - - - + = ‘There are three sign changes, so the maximum number of positive roots will be three. *> To determine the maximum number of negative roots of a polynomial f(x), replace x with —x and then count the changes in sign as before. For example, the polynomial f(x) = 8x” + 5x® - 4x‘ - 2x? - 6x? +.x-1 has four maximum negative roots, because has four sign changes.562 Engineering Mathematics-lll «> If the degree of f (x) = 0 is p and it has m positive roots and n negative roots, then at least p - (m+ n) roots will be imaginary roots. Ifa +ib isa root of f (x)= 0, then a - ib will always be the root of f (x) = 0. *» Ifa+-b isa root of f (x) = 0, then a — vb will always be the root of f(x) = 0. 13.2 Bisection Method Bisection method is a root finding algorithm, which repeatedly divides an interval into half and then selects the subinterval in which a root exists. Suppose we have tow points a and b such that f(a) and f(b) has opposite signs, then by Rolle's theorem, f must has at least one root in the interval [a,b]. In this method, the a+b another point c is computed between a and b, such thatc = = Now there are two possibilities, f(a) and f(c) have opposite signs or f(b) and f(c) have opposite signs. To get the desire accuracy, bisection method is then applied recursively to that sub-interval, where the sign change exists. The following fig. 1 explains the bisection method graphically to solve the equation f(x) = 0 fe) (fig. 1) 13.2.1 Steps to solve f(x) = 0 by Bisection Method Step 1 : Try to find out the interval [9 = [a9,bo] such that f (ag). f (bg) < 0. It means root is lying in the interval Ig. Step 2 : Find the mid-point a, = 20+ 50, Step 3 : Now select I; =[a9,q] if f(a9).f(aq)<0 or I, =[q,bo] if f(q). fo) <0. Step 4 : Replace Io with J, get I. and continue this procedure to get I and so on. In this method, we get a nested sequence of intervals Ig > I, > I... Here, every interval contains the root of the equation. If the procedure is repeated n times, either ee) n we find the root or an interval of length @o which contain the root. It is clear 2 that the error in the root never greater then half of the length of interval of which itaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Solutions of Algebraic and Transcendental Equations 569 Gig. 4) Ex. 8 : Find the root of the equation 2x = cos x + 3 correct to three decimal places by iteration method. Sol: Step 1 : Select xp = = Step 2 : Choose the expression x = jtcosx + 3) =$(x), In this choice ¢ () <1 Step 3 ; The required successive approximation are computed by x = Fleosais +3),1=-01,23... 1,524 | 1.523 | 1.523 Here x7, Xg give same value, therefore the required root correct to three decimal places is 1.523. 13.4 Secant method / Chord Method Secant method is an iteration method based upon first degree equation. We know if f(x) = agx + a, = Ois a first degree equation than it can be solved easily. Now when we approximate f(x) = Ois a first degree equation than it can be solved easily. Now when we approximate f(x) = Oby a first degree equation in the neighborhood of the root then we may write f(x) =agx+a,=0 or x= 2 w (13.15) 0 Now let x,_; and x, are two approximate root of f(x) = 0 then we haveEngineering Mathematics-IIl Fea =Qoxp4 +a, and fy =agx, +a} (13.16) where fx = f(a) and fk = fix,)- On solving for an and a,, we get ag = Se ~ fea) / (Xk ~ Xk) | 03.17) and ay = (Xp fia ~ Xea- Sk) / Xk - Xk) Putting the value of a; and ag from (13. 3) in (13.1), we get guy = EDR te Shed gy Mk Fk .» (13.18) fie fier fe~ fica The above expression (13.18) is known as secant method or chord method. if Oa) xf Or) Fig, 5: The first wo approximations.xjand%20f the secant method The fig. 5 explains the method geometrically. In this method, the function f(x) = Ois replace by a straight line passing through the point (x, fi.) and (x,_1, fy.) and the point of intersection of this line with x axis the next approximation to the required root. If fy. f¢1 < 0, then expression (2.18) is known as Regula-Falsi method. This method is described in the next section. Ex. 9 : Solve cosx-xe* = Oby Secant method. Sol : Taking xo = 0, x; = land fy = 1, f; =— 2.177979 as initial approximation we have x2 = x, - =1— . fy = 0.314665 are Now fy = cos(.314665) - 0.314665 x e°914665 — 9.519871 The next approximation if x3 = x2 — 2 =A «fa = -446728 2 “fi Similarly we get next approximations.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Solutions of Algebraic and Transcendental Equations 579 2.059952 x 10-9 (+)ve Therefore, the root lies in between x, and xj2. Thus the thirteenth approximation to the root is X13 = (%11 + 412)/ 2 = (23735352 + 23737794 = 23736573) £(2.3736573) = (23736573)? — 23736573 -11 = 1.18815 x 107 4(+)ve Therefore, the root lies in between x,; and x,3. Thus the fourteenth approximation to the root is X14 = C41 + X13)/ 2 = (237353524 23736573) / 2 = 23735963 Sf (23735963) = (23735963)? — 23735963 -11 =-851921x 10" 4(-)ve Therefore, the root lies in between x3 and x14. Thus the fifteenth approximation to the root is %y5 = (%13 +44) / 2 = (23736573 + 33735963) / 2 = 23736268and f(2.3736268) = - 3.66112 x 10 (ves Therefore, form x,4 and x,5 we can see that f(x,4) and f(x5) are nearly equal to zero. Hence the root correct to four decimal places is = 23736. Ex. 20 : Using bisection method, find the negative root of x8-x+11=0 Sol : Let f@)=x8 -x411 fx) = -x The negative root of f(x) = O is the positive root of f(-x) = 0. Therefore, we will find the positive root of f(-x) = 0. (x) = x3 -x-11=0 Proceeding as explained in Example 3.1, we get x = 23736 and hence. the negative root is -2.3736, EX. 21 ; Find areal 1vot of the equation x? + x? - 1 = 0 by iteration method. Sol : Let Ff) =x +x? -1 Now f(0) = -1 is negative and f(1) = 1is positive. Hence a real root lies between 0° - and1. Now, x? +x? —1 = Ocan be written as x=1/J¥@FD = ox) 60) =-30/4+0"7) Clearly, | (0)|= 4< Land|q (1) |= 1/25 <1 ie, [¢ (x)|< 1 for all xin (0,1) Hence the iterative method can be applied. Let xo = 0.65 be the initial approximation, then Sct]X = OX) =1/J(1+ x9) =1/ 1.65 = 0.7784989 x2 =1/j0+x) =1/ J1.7784989 = 0.7498479 x3 =1//0+x2) =1/ 41.7498479 = 0.7559617 Xq=1/JG+x3) — =1/1.7559617 = 0.7546446 xs =1//G+x4) = 1/11.7546446 = 0.7549278 x6 =1/JG+x5) = 1//1.7549278 = 0.7548668 X7 =1/ (+ x6) =1/V17548668 = 0.7548799 x3 =1/ JG +x7) =1/ {17548799 = 0.7548771 Xo =1/J0+xg) 9 =1/V1.7548771 = 0.7548777 mo =1/ +x) = 1/V1.758777 = 0.7548776 x1 =1//G+%0) = 1/V1.7548776 = 0.7548776 Hence the root is 0.7548776. Ex.22 : Find a real root of the equation cos x = 3x- 1 correct to seven decimal places by the method of successive approximation. Sol: Let f(x) = cosx- 3x-1=0 F(O) = -1(-) ve and f(m/2) = -3(n/ 2) - 1-ve Therefore, a real root lies in between 0 and x/2. Rewriting the equation as x=1/3(cosx +1) = (x) we have 9 (x) =-1/3sinx Now| $'(x)|= 11/3 sin x|< 1 forall x in (0,7/2). Hence, the iteration method can be applied. Let xo = 0.5 be the initia! approximation, then x, = (x9) =1/ 3[cos(0.5)+] = 0.6258608 X2 =1/ 3{cos(0.6258608) + 1] = 0.6034863 x3 = 1/ 3[cos(0.6034863) + 1] = 0.607873 x4 =1/ 3[cos(0.6077873) + 1] = 0.6069711 Xs =1/ 3[cos(0.6069711) + 1] = 0.6071264 Xp = 1/ 3[cos(0.6071264) + 1] = 0.6070969 x7 = 1/ 3{cos(0.6070969) +1] = 0.6071025, Xg = 1/ 3[cos(0.6071025) + 1] = 0.6071014 Xg =1/ 3{cos(0.6071014) +1] = 0.6071016 X19 = 1/ 3[cos(0.6071016) + 1] = 0.6071016 Hence the root is 0.6071016. Ex, 23 : Find the smallest root of the equation. eee Ey 3 10 42 216 132( Sol: Writing the given equation as 0.4431135,Solutions of Algebraic and Transcendental Equations 581 3 5 7 9 AL x= 0.4431135+%_-* 4% _* 4% _y. 3 10 42 216 1320 Neglecting powers of x? and higher powers of x in the above equation, we get x =0.4431135 (approximately). To solve it let the initial approximation be Xo = 0.44. Then x = 40) 3 5 7 9 11 = 04431135 + 24? _ (0.44) , (0.44)7 _ (0.44)? | (44)! 3 10 42-216 «(1320 = 0.4699 Similarly, Xz = (21) = $(0.4699) = 0.4755 x3 = 6(x2) = (0.4755) = 0.47664 X4 = 0(X3) = (0.47664) = 0.47686 X5 = o(x4) = (0.47686) = 0.47690 The values of x4 and xs indicate that x = 0.4769, correct to four decimal places. Ex. 24 : Find a real root of the equation x3 -2x-5=0 by the method of false position correct to three decimal places. Sol: Given : f(x) = x9 - 2x-5;a=2,b=3 Now F(a) = f(2) = 2° - 2(2)- 5 = -10)ve and f(b) = f(3) = 39 - 23)— 5 =-16(+)ve Therefore, the root of f(x) = Olies in between 2 and 3. The first approximation of the root is x, and is given by = af (b) - bf(a) _ 216) - 3(-1) fO)-f@ 16-(-1) = 35/17 = 2.0588 (approximately) Now f(y) = f(2.0588) = (2.0588)? - 2(2.0588)- 5 = -0.391()ve Therefore, the root of f(x) = Olies in between x, = 2.0588 and b = 3. The second approximation to the root is given by _ 4 F(b)- bf) _ (2.0588) (16) - 3(-0.391) Fb)- fq) 16 - (0.391) = 341138 _ 9 9g195 16.391 F(x2) = (208125) = (2.08125)° - 2(2.08125)-5 =-01470)ve which means that the root of f(x) = Olies in between xz = 208125 and b = 3. The third approximation to the root is given by xg = x2 f(b) - bf(x2) — (2.08125) (16) - 3(-0.147) f(b) - fo) 16- (-0.147)aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Solutions of Algebraic and Transcendental Equations 585 _ 2x3 +x? +10) © 3x2 +4x, +10 Now we can see that f (13.1)=-7<0 and f (13.2)=16>0. Therefore, the root lies in between 1 and 2. Let Xo = 1.2be the initial approximation (-. f(1.2) < 0). Putting n = Oin Eqn (i), first approximation x, is given by xq = XG +9 +10) _ 41.2)? +.2)? +10) 3x8 +4x9 +10 3(1.2)7+4(1.2) +10 _ 26.336 19.12 The second approximation x,is xe xP + x? +10) 3xf + 4x, +10 _ 2[(1.3774059)3 + (1.3774059)? +10) "3 (1.3774059)2 + 4(1.3774059) +10 = 29.021052 _ 13688295 21.201364 The third approximation x3is given by _ x3 + x3 +10) 3x3 + 4xq +10 _ 2[(1.3688295)° + (1.3688295)* +10] 3(1.3688295)? + 4(1.3688295) +10 — 28.876924 210964 The fourth approximation x,(to the root )is given by _ 2603 + x3 +10) 3x3 + 4x3 +10 _ 2[(1.3688081)? + (1.3688081)? +10] 3(1.3688081)* + 4(1.3688081) +10 _ 28.876567 ~-21.09614 Hence the root is 1.3688081. Ex. 28 : Using Newton-Raphson Method, find the root of the equation xlogi9x =1.2 w+ (13.1) = 1.3774059 x: = 13688081 x, = 1.3688081 (U.U,B.E., 1991, 1994, 1995) Sol: Let f(x) = xlogygx-1.2 1 F(x) = logy x +x (logige/x) = [ Sto, x= 5 0800] = logyo x +0.4343588 Engineering Mathematics-III 8. If f(x) = 8x7 + 5x® - 4x4 — 2x3 - 6x? +.x-1, then the maximum number of positive roots for f(x) = Owill be : @3 . 4 (2 (d) 7. 9. The root of the equation x° - 5x +1 =O lying in the interval : (a) (0, 1] ®) [0, -1] (©) [-2,-1] @) (1, 2]. 10. If f(x) = cos.x.e*, then initial interval is : (a) (1, 2] (b) [-1, -2] (©) (1, 0] (d) (0, 1]. Fill in the Blanks 1. The number of ... changes sign from CAN NOt «....s. the number of and from negative to positive. . roots of f(x) to 2. Bisection method does not work if two roots are almost ..... 3. Bisection method is very ... 4. Bisection method is always .. sign. .in the interval [a,b] if f(a) and f(b) have 5. Bisection method is always ..... 6. An .... than Regula Falsi method . solution is needed, to apply Newton-Raphson’s method. 7. Newton-Raphson method is based upon 8. Newton's Method can be used to solve as well as .... equations. ... can be used to get an approximate root to start Newton-Raphson method. . If we take 10. The first approximation for f(x)=log ¢ x- cos x=0 is ... Xo = 1.3 in Newton-Raphson's method. True/False 1. To determine the maximum number of negative roots of a polynomial f(x) = 0, replace x with -x. 2. Ifthe deg f(x) = pand it has m positive roots and n negative roots, then at least p-m-n roots will be imaginary. 3. Bisection method always gives exact root of the equation. 4. A suitable choice of interval [a,b ] is required to apply bisection method.Solutions of Algebraic and Transcendental Equations 589 5. 6. 8. 9. 10. Bisection method never fails. Bisection method is a slow method and the speed depend upon the choice of interval [a ,b ]. Bisection method is always convergent in the interval [a, b] if f(a) and f(b) have same sign. Regula False method is more faster than Bisection method in most cases. Newton- Raphson's method is used to find the complex root of an equation. Newton-Raphson's method can be applied directly to solve an equation. Short Answer Type Questions What are the Descarte's rules of sign ? Describe the bisection method in brief. Discuss Regula False method in brief. Discuss Newton-Raphson's method. Numerical Problems 1. Find a root of the following equations correct to three decimal places, using the Bisection method. @ x3 -x2+x-7=0 @i) x3 -2x-5=0 (ii) x? -3x-5=0 (Bangalore, BE., 1989) (iv) x3 —4x-9=0 (Mysore, B.E., 1987) (V) x4-x -10=0 (S. Gujarat B.E, 1990) (vi) x-cosx=0 (B.U. B.E., 1995) (vii) 3x-e* =0 (vill) 3x =V(1+ sin x) (ix) xlogyp x-1.2=0 Using Bisection method find the negative root of x?— 4x +9 = 0, correct to three decimal places. Find a root of the following equations correct to three decimal places, using Iteration method. @ x3+x?-100=0 (i (iii) 3x-6=logio x x=1/2+sinx (iv) xe* -cosx=0590 Engineering Mathematics-IIl 10. 11. 12. 13. 14, 15. 16. 17. 18. 19. 20. 21, (¥) sinx = e* - 3x (vi) 2x-7-logigx = 0 2 3 4 5 Wi) -x4+~ 5-4 + ~5- (an? (an? (4? GN Find a negative root of x3 — 2x +5 = 0, correct to three decimal places, using Successive Approximation method. Find a root of the following equations correct to four decimal places using the method of False Position (regula false methoc). @ x3-4x-9=0 Gi) x9+2x? +10x-20=0 Git) x3-4x-1=0 (iv) vy) wi) (vii) (viii) ae Using Newton-Raphson method, find a root correct to three decimal places of the following : x3-3x?+7x-8=0 (MU. B.E., 1992) x3-3x-5=0 (Kerala B.Tech 1989) x°-5x+3=0 (Gulbarga B.E. 1993) x4-x-10=0 xt-x-13=0 e*=1+2x xe* — cosx = 0 (Gujarat B.E., 1990; B.U., B.E., 1995) e* sinx=1 x* = 1000 3x-1= cosx BR, BE, 1993) sinx =1-x x? +4sinx =0 2xtanx =1 x(1- log, x)= 0.5 3x-e* +sinx =0 xsinx+cosx = Onearx = (Karnataka B.E., 1993)Solutions of Algebraic and Transcendental Equations 591 22. Find the iterative formulae for finding 1/1 N,3VN,4VN where Nis a positive real number, using Newton's method. Hence evaluate 1/V 17, 3 10, 4V 25. 23. Find a negative root of the following equations using Newton's method. @ x3—x?+x+100=0 (ii) x°-21x+3500=0 24. Find the cube root of 24 by Newton-Raphson's method [Hint : x3 = 24or.x3- 24taking xq = 2-7] a ey Multiple Choice Questions 1. () 2 (©) 3. (a) 4. (d) 5. @) 6. © 7. (e) 8. (a) 9. (a) 10. () Fill in the Blanks positive, exceeds, positive, negative 2. equal slow 4. convergent, opposite slow 6. approximate Taylor's series 8. transcendental, algebraic Bisection method 10. 1.30295 State True/False 1. True 2. True 3. False 4. True 5. False | 6. True 7. False 8. True 9. True 10. False | Unsolved Numerical Problem 1. @ 2.105 ii) 2.095 (iii) 2.280 (iv) 2.706 (v) 1.813 | (vi) 0.739 (vii) 0.619 (viii) 0.392 (ix) 2.740 2. - 2.706 3. @ 4.331 di) 1.497 (iii) 2.108 (iv) 0.518 (v) 0.360 (vi) 3.789 (wii) 1.445 4. -2.095 5. @ = 2.7065 di) «(1.3688 (iii) 0.2541 (iv) (1.7365 (vy) 0.8526 (wi) 0.5885 (vii) 0.7391 (viii) 2.7981 (ix) 2.7406 6. 1.674Chapter 14 Finite Differences and Interpolation Introduction Consider, we have only some points (x9; yo), (%1, ¥2)» (Xa, Yo)» (Xn In) satisfy the relation y = f(x) and the explicit nature of f(x) is not given, In this situation, we shall try to find another function > (x) such that (x) always agree at the given point. This process of approximating a polynomial is called interpolation and ¢ (x) is known as interpolating polynomial. 14.1 Finite Differences Suppose, there are (n +1) points (x9, 9), (x1, ¥1) «+ (Xn» Yn) Corresponding to any function y = f(x), which are equally spaced i.e. X= Xp th, x2 = Xo + Qh,... 4 =X +ih, i=, 1, 2, 3,...n. Now to solve the problem of interpolation, the concept of differences of a function is discussed in next discussion. For this purpose, some operators are defined, which are given below. The Shift Operator (E) Ef(x;) = f (xj +h), means Ef(x,) = f(x +h) E™ fq) = fy + nh) = fOr) The forward difference operator (A) AfOG) = FO4 +h)- FOG) Af0q) = fa +h) - fay = fG2)- fa) AT FO) = AP fea) — A" FH) The Backward difference operator (V) VfGa) = fOr) - FO -) Vf (x2) = fa) - fx2 - A) = f%2)- fa) VP FAI = VP TF) - VT) e594 Engineering Mathematics-IIl The Central-difference operator (6) h h 8 ftnd= s(n +4)-s(x 4) a" fH) =8. f(x +3)-2 (3 -}) The Averaging Operator (1) woo fra tufe 4] To calculate the differences of various order, we should know how to make a difference table. The forward, backward and central difference tables are given below. (A) Forward difference table, Here, f; = fi.,)- x fx) af Of Of Af ASF ASE AE ASE ASE Xo fy ™“ Aly nf ™ 2% “ay S i3f x2 & \ ™“ Wf Af Afy, Ash ASfy Bf Mh, Af ASfy Sag A3f ASE, a % fy Mh Af Ash, AS, sy 6 ah a, A% % fs af, Aff AG, Asi ~ Afs Mfg, AS Alf % fy arf Atty Af “ Af 56 ASE, Xf As Affe Ss Aly Mfg Xg fg A, af ’ Xo fy It is clear that all forward differences of fo, Af, A> fo...A° fo lies on a straight line sloping downward to the right. Similarly, the differences of f,, fo... fg lies on the straight line sloping downward. We should also observe that fy has 9 difference while f, has 8 and fy has 7, ...fg has only first order difference.Finite Differences and Interpolation Backward difference table, Here f; = f (x;) xf) vE ve VE var VS vf vig v8E Xf vf, xX fy or Vf, Vf, Vit hy v4 Vy as V5fs % vy as 7% aL V3 V5 2h Xe fy 7 Vs Vf a Vif as is ty is x fs 7s ty Vtg 75 Pat 2h, 2% avy Xe fs Vf, aa as aw vis 7s » Ve Pans 7 Vi 5 x fe V2 Vy % fo VE It is clear that all backward difference of fo lies on the straight line sloping upward. fg has differences upto nine order while f, has only first order difference. Central difference table, Here f; = f (x;) x @® of SF FF Sf OF Of OF OO OB Bille % fo oie Xf; ——> & Sfy2 Pen % f, ———> 8, ——> fy aya Pn Bsa % fy ——> 8, ———> fy ——> Bf, Biya Bhp Bre Ba xf, ——> 8%, ———> if, ———> 84, ——> BH Boa Bly Boa Beye By % fs ———> 8s ———> lg ———> 0%, ———> 0, ———> 819, ay Phe Bun Pua Shun Xs fg ———> 85 ———> !fy ———> 8, ——> 2 Shava Bhar Buz Ofis2 x fy ——> 8, ——> S'lg——> Of, Bisa Pisa Pun % fg ———> fg ———>> ty Sa She % fy ——> Pl Sha *0 fioaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Finite Differences and Interpolation 609 _ Ain + (n+ 4) +5) 4 (ii) Consider the series 1 1 i = 4+ it 23.4 345 45.6 Here, a, «——_* _ =1) (x+D(x+ 2)(x+ 3) But uy =Ayy yy =A Tuy =-3 x09 n+l Hence, due [- ux] tai “+? 1 n+] (x+ 1 (xt sl =-l : wo ~~ 2i(n+2y(nt+3) 23 --i 1 1] 2L(n+2)(n+3) 6 n Ex. 18: Prove that Y.u,="Cyuj+"C Am +"C3A7uy +...4A" uy rl n Hence or otherwise find the sum 'r?. 1 n Sol: Yu, =u +ugtugt..+Un r=1 =uy + Fuy + E7uy+...4 Ey H(A E+E 4. tE™ iy _|E"- 1] _|q@+ay"-1 E-1 1+ 1 "5 aceasta aay = "Cu +" Cp Au +.td" ty 0 To find the sum 1 Yor? 2174274 324.4? r=l Let us first construct the difference table for the coefficients of the series given in Eqn (i) taking uy, = 1,u2= 4,u3= 9,u4= 16andus = 25.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Finite Differences and Interpolation g X KN, Lo\N | ME NO Nw aL Na Nac a ™ Table : 3.2 Now to determine the value of constant term A), Az...,we follow the same method as in case of Gauss's Formula, thus we get, 1 Acu-Z, Apo t@cD ee) Ag = @tD 4 U-D U2) 4 ge Aas g 2 Aa gp Now putting the value of Ay, Az, A3..., Bessel's interpolation formula is written, as 1 u(u-1fu-- u(u-1) A?f4 +47fo { 2) 3 = fo tu. Afo +——_— . -——-__— + —_——“A Prd = fo +u. Afo + 2 > + B fa 4, @+Duw-DU-2) Af +a4fa 4 2 + (14.13) 14.8.4 Everett's Interpolation Formula In this formula only even order differences (A7y4, Aty2, A®y_3... ) are used, therefore Evertt's formula can be written as Py (x)= Aofo +AzA7 fg + AgA4 fin + Ag. A of gt. +A fi tAgA7fy t Ag Athy + Ag AF ot... ANG fo tANg A2 fi + Ang AA fy + Ale AO fat... Now to determine the value of Ag, A'9,A"9 ---» Ay, 41,4") ---, we follow the same procedure as in Gauss's formula. Thus, at last. We get 242: 2 42) py2 92 wel yw POI 2442 tpg, 2_42 2 42), 42-22 + uf, oh ay A that (14.14) Hereut+v=1.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Finite Differences and Interpolation 635 Here, X9= 45, ¥o= 0.7071, Ayg= 0.0589 Ay, and A3 y9=- 0.0007 Using Newton's forward interpolation formula, Y=Yo+ Payot Pe -Ddyo+ x P(P-1(p- 2° yo x where p= © ‘Ley, be the value of y at x = 52° h p= (52-45)/5=7/5= 1.4 ¥52= 0.7071 + (1.4)(0.0589) + 5a -4)(1.4-1)(-0.0057) +20.90.4- 1).4-2)(-0.0007) 0.7071 + 0.08246 - 0.001596 + 0.000392 .7880032 sin 52° = 0.7880032 P(p-1 = 7) ntl Peo a 31 yO _1.40.4-10.4-2) 6 Error Ay (c) [by taking n=2} - 10909) (-0.0007) = 0.000392 Ex. 40: The following table gives the values of density of saturated water for various temperatures of saturated steam. Temp? 100 | 150 | 200 | 250 | 300 c(=T) Density h/ lose lo17 | 865 | 799 | 712 m*(=d) Find by interpolation, the densities when the temperatures are 130° C and 275° is near the end of the table. So for the former, we use Newton's Backward interpolation formula. The difference table is as given below: T d Ad ad jacd | atd 100 958 150 |917 | -41 -11 200 865 52 -14 250 799 -66 -21 300 712 | -87 Here Ty = 100, dy = 958, Ady = — 41, A?dg~11, A°dg= —3and A‘dg= - 4. Hence the interpolation polynomial will be of degree 4.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.672 Engineering Mathematics-III (x1 ¥2)-[xo-ai] a X2~ %o 8. abe 1 1 = Vel-E7 % ohed 10. 1-E True/False 1, True 3. False 4, ‘True 5. False 6. True 8. True 9. True 10. False Exercise - A 9. 344,(n+1)3+1 7 192 10. (i) A? f(x) = ——____** _____ Os fe) x(x + 4)(x + 8)(x + 12)(x + 16) 108 OT ae (AIC) = See Hx Gx IO Ox 13) 11. A} f(x)= 459270(3x + 19) (3x + 16)(3x + 13) (3x +10) 12. (i) f(x)=2xO + 3x4 2x10 Gi) fQ) = xO4 x@_-1; (ili) f(x) = 3x + 14x 4 15x + 7x41; Gv) Foxy = x 4 9x8) 4114 5x0_7 13. f(x)= 5x +$ 2x84 3 x)4.12x4 constant 14. @) f= 7x + 96x94 26212) 4 97x0_ 3 AS(x) = 56xO)4 576x+ 1048x™ +194 A? f(x) = 336 x) + 2304 x + 2096 Gi) fx) = xO) 4 3x) 4 3xM47 A f(x) = 6x24 12x94 6 A? f(x) = 24x 4.24 15. f(x)= 244, error = -10 18. y¢=138 19. 31,129,351 20. 16.1 21. Error is at x = 2; y(2)=0 29. (i) jun +)(nt2)(n+4)Copyrighted material5 Solution of System of Linear Equation Introduction « There are many direct methods to solve simultaneous linear equations. In this chapter, we shall discuss Crout’s method to solve a system of Linear Equations. Crout’s method provides the solution after a computation that is known in advance. This chapter also describes an iterative or indirect method: Gauss-Seidel Method to solve a system of Linear Equations. In Gauss-Seidel Method, the solution starts from an approximation to the true solution and if convergent, we get a sequence of closer solution. The computations are repeated till the required accuracy is obtained. In direct method: Crout’s method, amount of computation is fixed, while in iteration method: Gauss-Seidel Method, the amount of computation depends upon the required accuracy of the solution. 15.1 Crout’s Method This method is based upon the fact that every square matrix A can be expressed as the product of a lower triangular matrix (L), an upper triangular matrix (U). Let AX = Bisa system of linear equation. So, if a matrix decomposition of a matrix Ais such that A = LDU being Lis a unit lower triangular matrix, D is a diagonal matrix and U is a unit upper triangular matrix, then Crout’s method produces A = (LD)U. After the LU decomposition of A , the solution to the system of linear equations AX = LUX = B is solved by solving the system of linear equations LY = B by forward substitution for Y, and then solving the system of linear equations UX = Y by backward substitution for X. Now consider we want solve the system of linear equation AX = B, which can be written as, % a2 43] [a] [br 91 492 423) |¥1 |=} b2 o=(15.1) 431 32 433! [m1 | [bo Let the cofficient matrix can be written as A=LU where 4 0 0 1 ug uy3 Igy log «OfandU=|0 1° Ung ly lz Iss 01 1 Then Eqn (15.1) becomes Let LUX =B + (15.2)aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing 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book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Appendix-B 819 S(- = -2, f= LAM) = 2fQ=4 67. Solve x* — 19x24 114x- 216 = 0, Given that the roots are in G.P. 68. Using Euler's modified method, solve 2 =x+y and y(0)=1 at x = 0.05 to0.20. 69. Find the root of the equation x?— 2x - 5 = 0 which lies between 2.0 and 2.1, correct toficve decimal places using the method of false position. 70. (i) Using Crout's method solve the following system xty+zs=3 2x-y +32 =16 3x+y-2=-3. (ii) Find f (1) from the following table xt -1 0 2 5 10 fQ): -2 ok 7 124 999 71. Show that (1) A-V = AV; 2) o-faasy, 72. Prove that ¥ A Ff ne 73. Find f(x) at x = 1.5 from the following data : x: 0 1 2 3 4 f@): -1 0 7 26 63 74, Prove that E =e". 75. Obtain the missing terms in the following table : lacs 1 2 3 4 5 ye 10 18 > 74 135 26. Apply the fourth order Runge-Kutta method to find an approximate value of y when x =. 2. given that y’= x+y,y(0)=1L. 77. Given x = ja+ xy? and the table x: 0 A 2 3 ly: a 06 L12 L21 evaluate y(.4) by Milne's method. 78. Compute the positive root of x*— x10 = Ocorrect to 2 decimal places.820 Engineering Mathematics-III 10 1 0 79. By Crout's method, invert the matrix]! 1 0 0 0021 80. (i) Compute the root of 4x = e*near 2 correct to 2 decimal places. 81. 82. 83. 84. 85. 86. 87. 8s. 89. 90. Gi) Solve by Crout’s method : 2x + Sy — 2 = 10, 8x- y +3z = 12, x+3y +62 =-1. Fit a straight line to the data by the method of least squares : = 0 5 10 15 20 y: 7 10 15 21 25 Solve : 6x5+ x4— 43x9_ 43x34+.x=6=0 Fita curve y = ae™ to the data : x: 0 2 4 ye 5.1 10 . 31.1 1 _dx Compute the value of x by evaluating { 5 , using Simpson's 1/3 rule with 1+x 0 10 divisions. ’ Compute the missing value : x 1 2 3 4 5 yt 0 7 26 e 124 < 1 Find the sum x x(x + 2) xsl Express x°in factorial powers. Compute the missing value : x3 ol 0 1 2 3 y: 5 2 = 0 1 Using Gauss-Seidel method,solve 28x+4y-2=35 x+3y +102 = 24 2x+17y +42 = 35 Solve by Crout's method 2x — 6y + 8s = 24 3x+y+22=6 5x+4y -35 =2 21 -1 91. Find the inverse of}0 2 1 |by Crout's method. 5 2 -3Krithnaa Best Selling Books in B.Tech. lind Year (U.P.T.U.) © Mathematics-IIl Singh & Kumar © Electromagnetic Field Theory S.K. Gupta © Discrete Mathematics M.K. Gupta © Operation Research R.K. Gupta © Database Management System Sharma & Sharma © Fundamentals of Electronic Devices Dinesh & Vaibhav © Total Quality Management (TQM) Pankaj Madan e0o Xa Buy good books Books shape thought¢ Thoughts increase knowledge Knowledge through us Action through your efforts Knowledge + Action = Confidence The confidence to achieve your goal Which is your aim a | Where aim is in your hand IU 881821830967 if KRISHNA Prakashan Media (P) Ltd., Meerut

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