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Statistical and Mathematical Methods For Data Analysis

This document discusses statistical and mathematical methods for data analysis presented by Dr. Faisal Bukhari. It covers topics including the continuous uniform distribution and normal distribution. For the normal distribution, it provides the probability density function and discusses properties such as the distribution being bell-shaped and symmetric around the mean. It also describes the 68-95-99.7 rule where 68%, 95%, and 99.7% of values lie within 1, 2, and 3 standard deviations of the mean, respectively.

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61 views

Statistical and Mathematical Methods For Data Analysis

This document discusses statistical and mathematical methods for data analysis presented by Dr. Faisal Bukhari. It covers topics including the continuous uniform distribution and normal distribution. For the normal distribution, it provides the probability density function and discusses properties such as the distribution being bell-shaped and symmetric around the mean. It also describes the 68-95-99.7 rule where 68%, 95%, and 99.7% of values lie within 1, 2, and 3 standard deviations of the mean, respectively.

Uploaded by

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Copyright
© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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Statistical and Mathematical

Methods for Data Analysis


Dr. Faisal Bukhari
Punjab University College of Information Technology
(PUCIT)
Textbooks

Probability & Statistics for Engineers & Scientists,


Ninth Edition, Ronald E. Walpole, Raymond H.
Myer

Elementary Statistics: Picturing the World, 6th


Edition, Ron Larson and Betsy Farber

Elementary Statistics, 13th Edition, Mario F. Triola

Dr. Faisal Bukhari, PUCIT, PU, Lahore 2


Reference books
 Probability and Statistical Inference, Ninth Edition,
Robert V. Hogg, Elliot A. Tanis, Dale L. Zimmerman

 Probability Demystified, Allan G. Bluman

 Practical Statistics for Data Scientists: 50 Essential


Concepts, Peter Bruce and Andrew Bruce

Schaum's Outline of Probability, Second Edition,


Seymour Lipschutz, Marc Lipson

Python for Probability, Statistics, and Machine


Learning, José Unpingco
Dr. Faisal Bukhari, PUCIT, PU, Lahore 3
References
Readings for these lecture notes:

Probability & Statistics for Engineers & Scientists, Ninth


edition, Ronald E. Walpole, Raymond H. Myer

Probability Demystified, Allan G. Bluman

These notes contain material from the above resources.

Dr. Faisal Bukhari, PUCIT, PU, Lahore 4


Continuous Uniform Distribution [1]
One of the simplest continuous distributions in all of
statistics is the continuous uniform distribution. This
distribution is characterized by a density function that
is ‘‘flat,’’ and thus the probability is uniform in a closed
interval, say [A, B].

Uniform distribution: The density function of the


continuous uniform random variable X on the
distribution interval [A, B] is
1
f(x; A, B) = , A ≤ x ≤ B,
B−A
= 0, otherwise

Dr. Faisal Bukhari, PUCIT, PU, Lahore


Continuous Uniform Distribution [3]
Example: Suppose that a large conference room for a
certain company can be reserved for no more than 4
hours. However, the use of the conference room is such
that both long and short conferences occur quite often.
In fact, it can be assumed that length X of a conference
has a uniform distribution on the interval [0, 4].
(a) What is the probability density function?

(b) What is the probability that any given conference


lasts at least 3 hours?

Dr. Faisal Bukhari, PUCIT, PU, Lahore


SOLUTION:
1
a) f(x; 0, 4) = , 0≤ x ≤ 4,
4
= 0, otherwise

41 1 1
b)P(x ≥ 3) = ‫׬‬3 4 dx =
4
(4 - 3) =
4

Dr. Faisal Bukhari, PUCIT, PU, Lahore


The mean and variance of the uniform
distribution are
A+B
 Mean =
2

(B−A)2
 Variance =
12

Dr. Faisal Bukhari, PUCIT, PU, Lahore


Normal Distribution [1]
The most important, continuous probability
distribution in the entire field of statistics is the normal
distribution. Its graph, called the normal curve, is the
bell-shaped curve. It describes approximately many
phenomena that occur in nature, industry, and
research. Physical measurements in areas such as
meteorological experiments, rainfall studies, and
measurements of manufactured parts are often more
than adequately explained with a normal distribution.

In addition, errors in scientific measurements are


extremely well approximated by a normal
distribution.

Dr. Faisal Bukhari, PUCIT, PU, Lahore


Normal Distribution [2]
The normal distribution is often referred to as the
Gaussian distribution, in honor of Karl Fricdrich Gauss
(1777-1855), who also derived its equation from a
study of errors in repeated measurements of the same
quantity.

Dr. Faisal Bukhari, PUCIT, PU, Lahore


Normal Distribution [3]
The density of the normal random variable X, with
mean 𝝁 and variance 𝝈𝟐 , is distribution

𝟏 2
n(x; 𝝁, 𝝈) =
𝟏 −
𝒆 𝟐𝝈 𝟐(𝒙 − 𝝁)
, −∞ ≤ 𝒙 ≤ +∞
𝝈 𝟐𝜫

Here 𝚷 = 3.1416, e = 2.7183

Dr. Faisal Bukhari, PUCIT, PU, Lahore


Normal Distribution [4]

The normal curve

Dr. Faisal Bukhari, PUCIT, PU, Lahore


Normal Distribution [5]

Normal curves with 𝝁1 < 𝝁2 and 𝝈1 = 𝝈2

Dr. Faisal Bukhari, PUCIT, PU, Lahore


Normal Distribution [5]

Normal curves with 𝝁1 = 𝝁2 and 𝝈1 < 𝝈2

Dr. Faisal Bukhari, PUCIT, PU, Lahore


Normal Distribution [6]

Normal curves with 𝝁1 < 𝝁2 and 𝝈1 < 𝝈2

Dr. Faisal Bukhari, PUCIT, PU, Lahore


Normal Distribution [7]

Normal distributions with 𝜎 𝑓𝑖𝑥𝑒𝑑 𝜎 = 1


𝝈1 = 𝟏, 𝝈2= 1, 𝝈3=𝟏, 𝝁1=-2, 𝝁2=0, 𝝁3=2
Dr. Faisal Bukhari, PUCIT, PU, Lahore
Normal Distribution [8]

Normal distributions with 𝛍 𝐟𝐢𝐱𝐞𝐝 𝛍 = 𝟎


𝝈1 = 𝟏/𝟐, 𝝈2= 1, 𝝈3=𝟐, 𝝁1= 0 , 𝝁2=0, 𝝁3= 0
Dr. Faisal Bukhari, PUCIT, PU, Lahore
Properties Normal Distribution [1]
The normal distribution has the following properties:
1. It is bell-shaped.
2. The mean, median, and mode are at the center of
the distribution.
3. It is symmetric about the mean. (This means that it
is a reflection of itself if a mean was placed at the
center.)
4. It is continuous; i.e., there are no gaps.
5. It never touches the x axis.

Dr. Faisal Bukhari, PUCIT, PU, Lahore


Properties Normal Distribution [2]

6. The total area under the curve is 1 or 100%.

7. About 0.68 or 68% of the area under the curve falls


within one standard deviation on either side of the
mean. (Recall that is the symbol for the mean and is
the symbol for the standard deviation.) About 0.95 or
95% of the area under the curve falls within two
standard deviations of the mean. About 1.00 or 100%
of the area falls within three standard deviations of
the mean.
Dr. Faisal Bukhari, PUCIT, PU, Lahore
Properties Normal Distribution [3]
Note: It is somewhat less than 100%, but for
simplicity, 100% will be used here. See Figure 9-1 in
next slide.
Pr(μ − 1σ ≤ x ≤ μ + 1σ) = 0.6827
Pr(μ − 2σ ≤ x ≤ μ + 2σ) = 0.9545
Pr(μ − 3σ ≤ x ≤ μ + 3σ) = 0.9973

Dr. Faisal Bukhari, PUCIT, PU, Lahore


Properties Normal Distribution [4]
8. The mode, which is the point on the horizontal axis
where the curve is a maximum, occurs at x = μ.

9. The curve is symmetric about a vertical axis through


the mean μ.

10. The curve has its points of inflection at x = μ ± σ; it


is concave downward if μ − σ < X < μ + σ and is concave
upward otherwise.

Dr. Faisal Bukhari, PUCIT, PU, Lahore


Properties Normal Distribution [5]
Note: In differential calculus, an inflection point, point
of inflection, flex, or inflection (inflexion) is a point on
a curve at which the curve changes from being concave
(concave downward) to convex (concave upward), or
vice versa.

11. The normal curve approaches the horizontal axis


asymptotically as we proceed in either direction away
from the mean.

Dr. Faisal Bukhari, PUCIT, PU, Lahore


Mean and Variance of Normal
distribution
The mean and variance of n(x; μ, σ) are μ and σ2,
respectively. Hence, the standard deviation is σ.

Dr. Faisal Bukhari, PUCIT, PU, Lahore


Normal Distribution [9]

Dr. Faisal Bukhari, PUCIT, PU, Lahore


The 68-95-99.7 Rule - or Three-Sigma
Rule, or Empirical Rule
About 68.27% of the values lie within 1 standard deviation of the
mean. Similarly, about 95.45% of the values lie within 2 standard
deviations of the mean. Nearly all (99.73%) of the values lie
within 3 standard deviations of the mean.

Dr. Faisal Bukhari, PUCIT, PU, Lahore

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