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Probability and Statistics with Programming Course Code 009959 (Spring 2018) Prof. S. M. Riazul Islam, Dept. of Computer Engineering, Sejong University, Korea Joint Probability Distributions E-mail: [email protected]

Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

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Page 1: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Probability and Statistics with Programming

Course Code 009959 (Spring 2018)

Prof. S. M. Riazul Islam, Dept. of Computer Engineering, Sejong University, Korea

Joint Probability Distributions

E-mail: [email protected]

Page 2: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Probability Distributions in R

Concepts of Joint Probability Distributions

Expected Values, Covariance, and Correlation

Central Limit Theory

Page 3: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distributions

Concepts of Joint Distribution

0-20 21-40 41-60 >60 Total

80-100 0% 2% 8% 10% 20%

60-79 0% 10% 15% 5% 30%

40-59 1% 2% 16% 16% 35%

20-39 5% 1% 4% 0% 10%

0-19 1% 0% 0% 4% 5%

Total 7% 15% 43% 35% 100%

Y: Time Studied

X: Scoreobtained

Page 4: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distributions

Joint Distribution

Page 5: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distributions

Example

Page 6: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distributions

Example

Page 7: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distributions

Marginal Distribution

Page 8: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distributions

Independent Random Variables

Page 9: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distributions

Expected Values

Page 10: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distributions

Covariance

Page 11: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distributions

Correlation

Page 12: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distribution

Distribution of the Sampling Mean

Page 13: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distributions

Example 5.24 (1/2): Sampling mean Distribution

Page 14: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distributions

Example 5.24 (2/2): Sampling mean Distribution

Page 15: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distributions

Distribution of the Sampling Mean

Page 16: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distributions

Distribution of the Sampling Mean

Page 17: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distributions

Central Limit Theorem (CLT)

Page 18: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Joint Probability Distributions

Example: CLT

Page 19: Probability and Statistics with Programminglecture.riazulislam.com/uploads/3/9/8/5/3985970/stat_8_sejong_2018_1.pdfProbability and Statistics with Programming Course Code 009959 (Spring

Q&A