Topic Statistics

Engineering Mathematics 2
STATISTICS
• Topic Outline
Elementary sampling theory for normal
population
Central limit theorem
Statistical inference of means
Proportion and variances
Power and operating characteristics of tests
Chi-square test of goodness of fit
Simple linear regressions
Mathematics for Technology II (CT034-3-2) Statistics Slide 2 (of 59)

Learning Outcomes
 A the end of this topic, You should be able

to:
 Understand the concepts of sampling

theory and Central limit theorem.
 Perform statistical inference using

estimation and hypothesis testing.

Key Terms you must be able to use
If you have mastered this topic, you should be

able to use the following terms correctly in your
assignments and final exam:

Central Limit Theorem
If
X 1 , X 2, X 3 ,... X n ,...is a sequence of independent random variables

X i ) µi var(=
with E (= X i ) σ=
2
i,i 1, 2,3, 4,5, 6........n and if
S n = X 1 + X 2 + X 3 + ... + X n ,...then under certain general conditions
n n
µ = ∑ µi and variance σ 2 = ∑ σ i2 as n tends to infinity.
i =1 i =1
Mathematics for Technology II (CT034-3-2) Statistics

Sampling Theory- Population or
universe
An aggregate of objects (animate/ inanimate)
under study is called population or universe. It
is thus a collection of individuals or of their
attributes or of results of operations which
can be numerically specified.
A universe containing a finite number of

individuals or members is called finite
universe . For example , the universe of the
weight of the students in a particular class.
Sampling Theory
A universe of concrete objects is an existent

universe .
The collection of all possible ways in which a

specified event can happen is called a
hypothetical universe.
The universe of heads and tails obtained by

tossing a coin in an infinite number of times.

Sampling Theory
The statistician is often confronted with the

problem of discussing universe of which he
cannot examine every member i.e. of which
complete enumeration is impracticable.
For example if we want to have an idea of the
average per capital income of the people of
India ,enumeration of every earning individual
in the country is a very difficult task.

Sampling Theory
Naturally the question arises:

What can be said about a universe of which
we can examine only a limited number of
members?
The question is the origin of the THEORY OF
SAMPLING.

Sampling Theory
Sample: A finite subset is called a sample. A

sample is thus a small portion of the universe.
Sample size: The number of individuals in a

sample is called the sample size.
Sampling : The process of selecting a sample

from a universe is called a sampling.

Sampling Theory
The theory of sampling is a study of

relationship existing between a population
and samples drawn from the population.
The fundamental object of sampling is to get
the information as possible of the whole
universe by examining only a part of it.
An attempt of is thus made through sampling
to give the maximum information about the
parent universe with the minimum effort .
Sampling Theory
Sampling is quite often used in our daily life.
For example , in a shop we asses the quality of

sugar , rice or any other product only by
taking it from the bag and then decide
whether to purchase it or not .

Sampling Theory
A house wife normally tests the cooked

products to find if they are properly cooked
and contain the proper quality of salt or sugar,
by taking a spoonful of it.

Random Sampling
The selection of an individual from the

universe in such a way that each individual of
the universe has the same chance of being
selected is called Random Sampling
A sample obtained by the random sampling is
called a random sample
The simplest method which is normally used
for random sampling is the lottery system

Random Sampling
Sampling of attributes: The sampling of

attributes may be regarded as the drawing of
samples from a universe whose numbers
possess the attributes A or B
The universe is thus divided into two mutually

exclusive and collectively exhaustive classes-
one class possessing the attribute A and the
other class not possessing the attribute A
Random Sampling
The presence of a particular attribute in

sampled unit may be termed as success and
its absence is failure.

Random Sampling
By simple sampling we mean random

sampling in which each event has the same
probability of success and the probability of
event is independent of the success or failure
of events in the preceding trials.
Thus the simple sampling is a special case of
random sampling in which the trials are
independent and probability of success is
constant.
Random Sampling
For example , counting the number of

successes in the throwing of a dice or tossing
of a coin is a case of simple sampling since the
probability of getting heads with the a coin is
unaffected by the previous trials and remains
constant irrespective of the number of trials
made provided the coin remains unbiased.

Random Sampling
Sampling , through random , need not be

simple.
Random sampling from an infinite universe

always simple but random sampling from a
finite universe may or may not be simple
according as the members drawn are replaced
or not.

Random Sampling
The conditions of simple sampling viz,

constant probability p, and independent
events satisfy the basic assumptions of the
Binomial Distribution.
The binomial probability distribution thus

determined is called the sampling distribution
of the number of successes in the sample.
Student’s ‘t’ test
Gosset , who wrote under the pen name of student , derived

a theoretical distribution which has come to be known as
Student’s ‘t’ distribution.
The quantity ‘t’ is defined
−
as
x− µ
t=
s
n
n = number of the observations in the sample
Where x− is the sample mean
………… µ is the population mean
………….S is the sample standard deviation.

Application of Student’s ‘t’ test
To test the significance of a sample mean
To test the significance of the difference

between two sample means
To test the significance of the coefficient of

correlation.

SNEDECOR’S F-test-For equality of
Population Variances
=xi (i 1,=
Let
2,...n) and y j ( j 1, 2,...n)be the values of two independent random samples
drawn from the normal populations with the same var iance.
− −
Let x and y be the sample means.
2 2
  −
  −
n1 n2
1 1
Let S =
x
2
∑  i
n1 − 1 i 1 =

x − x 

& S =
2
y ∑  j
n2 − 1 i 1 
y − y 

Then S x2
=F if S 2
x > S 2
y
S y2
or
S y2
=F 2
if S 2
y > S 2
x
Sx
SNEDECOR’S F-test-For equality
of Population Variances
Taking the hypothesis that the two samples have
drawn from normal populations with the same
variance , we compare the calculated value F with its
table value.
If the calculated value of F > the table value of F with
5% level of significance , the ratio is significant and
the hypothesis may be rejected
If the calculated value of F < the table value of F with
5% level of significance ,the hypothesis may be
rejected
Chi Square Test
When a coin is tossed 200 times , the theoretical

considerations lead us to expect 100 heads and 100 tails.
But in practice the results are rarely achieved.
The quantity χ a Greek letter , pronounced as CHI SQUARE
2
describes the magnitude of discrepancy between the theory

and observation.
Then
 ( − ) 
2
n
O E
χ = ∑
2 i i

i =1  E 
 i
=
Oi (i 1,= 2,...n) Obseved frequency
=
Ei (i 1,=
2,...n) Expected frequency

Chi Square Test
Degrees of freedom = n-1

Chi square test is one of the simplest and
most general test known.
It is applicable to a very large number of
problems in practice which can be summed up
under the following heads:
Chi square test of goodness of fit
Chi square test of independence of attributes.

Chi Square Test
Conditions for applying chi square test:

Following are the conditions which should be
satisfied before Chi square test is applied .
N , the total number of frequencies should be
large.
It is difficult to say what constitutes largeness,
but as an arbitrary figure , we may say that N
should be at least 50, however , few the cells.

Chi Square Test
No theoretical cell frequency should be small.
5 should be regarded as the very minimum

and 10 is better.
It is important to remember that the number

of degrees of freedom is determined with the
number of classes after regrouping

Regression
Regression is the estimation or prediction of

unknown values of one variable from known
values of another variable.
After establishing the fact of correlation
between two variables , it is natural curiosity
to know the extent to which one variable
varies in response to a given variation in
another variable

Regression
To know about the nature of relationship

between the two variables.
Regression measures the nature and extent

of correlation.

Linear Regression
If two variables x and y are correlated i.e.

there exists an association or relationship
between them, then the scatter diagram will
be more or less concentrated round a curve.
This curve is called the curve of regression.
The relation ship is said to be expressed by
means of curvilinear regression.

Linear Regression
When the curve is a straight line , it is called a

line of regression and the regression is said to
be linear
A line of regression is the straight line which
gives the best fit in the least square sense to
the given frequency.

Regression Lines
If the line of regression is so chosen that the

sum of squares of deviation parallel to the axis
of y is minimized , it is called the line of
regression of y on x
It gives the best estimate of y for any given

values of x

Regression Lines
If the line of regression is so chosen that the

sum of squares of deviations parallel to the
axis of x is minimized , it is called the line of
regression of x on y
It gives the best estimate of x for any given

values of y

Lines of Regression
Y on X
− σy −
y − y = byx = r ( x − x)
σx
X on Y
− σx −
x − x = bxy = r ( y − y)
σy

Regression Lines
If r = 0 , the two lines of regression becomes

− −
=y y=
,x x
The two straight lines are parallel to X and Y axes respectively

and passing through the means
They are mutually perpendicular
If r = ±1 , the two lines of regression will coincide.

Properties of Regression coefficients
Correlation coefficients is the geometric mean

between the regression coefficients.
If one of the regression coefficients is greater

than unity, the other must be less than unity.
Arithmetic mean of regression coefficients is

greater than the correlation coefficient.

Properties of Regression coefficients
Regression coefficients are independent of

change of origin but not of scale.
The correlation coefficient and the two

regression coefficients have the same sign

Angle between two Regression lines
Angle between two regression lines
 1 − r   σ xσ y 
2
tan θ =    2 2 
 r  xσ + σ 
y 

Quick Review Question

Summary of Main Teaching Points
• Topic Outline
Central Limit theorem
Testing of hypothesis
Correlation
Regression

Question and Answer Session
Q&A

Next Session
Matrices and Determinants

Topic Statistics

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Engineering Mathematics 2

Mathematics for Technology II (CT034-3-2) Statistics Slide 2 (of 59)

 A the end of this topic, You should be able

 Understand the concepts of sampling

 Perform statistical inference using

Mathematics for Technology II (CT034-3-2) Statistics Slide 3 (of 59)

If you have mastered this topic, you should be

Mathematics for Technology II (CT034-3-2) Statistics Slide 4 (of 59)

X 1 , X 2, X 3 ,... X n ,...is a sequence of independent random variables

Mathematics for Technology II (CT034-3-2) Statistics

A universe containing a finite number of

A universe of concrete objects is an existent

The collection of all possible ways in which a

The universe of heads and tails obtained by

Mathematics for Technology II (CT034-3-2) Statistics

The statistician is often confronted with the

Mathematics for Technology II (CT034-3-2) Statistics

Naturally the question arises:

Mathematics for Technology II (CT034-3-2) Statistics

Sample: A finite subset is called a sample. A

Sample size: The number of individuals in a

Sampling : The process of selecting a sample

Mathematics for Technology II (CT034-3-2) Statistics

The theory of sampling is a study of

Sampling is quite often used in our daily life.

For example , in a shop we asses the quality of

Mathematics for Technology II (CT034-3-2) Statistics

A house wife normally tests the cooked

Mathematics for Technology II (CT034-3-2) Statistics

The selection of an individual from the

Mathematics for Technology II (CT034-3-2) Statistics

Sampling of attributes: The sampling of

The universe is thus divided into two mutually

The presence of a particular attribute in

Mathematics for Technology II (CT034-3-2) Statistics

By simple sampling we mean random

For example , counting the number of

Mathematics for Technology II (CT034-3-2) Statistics

Sampling , through random , need not be

Random sampling from an infinite universe

Mathematics for Technology II (CT034-3-2) Statistics

The conditions of simple sampling viz,

The binomial probability distribution thus

Gosset , who wrote under the pen name of student , derived

Mathematics for Technology II (CT034-3-2) Statistics

To test the significance of a sample mean

To test the significance of the difference

To test the significance of the coefficient of

Mathematics for Technology II (CT034-3-2) Statistics

When a coin is tossed 200 times , the theoretical

describes the magnitude of discrepancy between the theory

Mathematics for Technology II (CT034-3-2) Statistics

Degrees of freedom = n-1

Mathematics for Technology II (CT034-3-2) Statistics

Conditions for applying chi square test:

Mathematics for Technology II (CT034-3-2) Statistics

No theoretical cell frequency should be small.

5 should be regarded as the very minimum

It is important to remember that the number

Mathematics for Technology II (CT034-3-2) Statistics

Regression is the estimation or prediction of

Mathematics for Technology II (CT034-3-2) Statistics

To know about the nature of relationship