Lecture 1-2
Lecture 1-2
Lecture 1-2
Statistics (MA203)
Dr. Masihuddin
August 5, 2024
1
Lecture Notes on MA203 (IIITG) 2
1 Introduction
We begin this course with a brief discussion of what “Probability” and “Statistics” is.
Then we review some mathematical foundations that are needed for developing proba-
bility theory.
2
Lecture Notes on MA203 (IIITG) 3
Population
A population is the set of all elements of interest in a particular study.
Sample
A sample is a subset of the population.
The process of conducting a survey to collect data for the entire population is called
a census. The process of conducting a survey to collect data for a sample is called a
sample survey. As one of its major contributions, statistics uses data from a sample
to make estimates and test hypotheses about the characteristics of a population
through a process referred to as statistical inference.
(ii) Sample space: The collection of all possible outcomes of a random experiment is
called the sample space. A sample space will usually be denoted by Ω. ■
3
Lecture Notes on MA203 (IIITG) 4
Example 1.1. (i) In the random experiment of casting a die one may take the sample
space as Ω = {1, 2, 3, 4, 5, 6}, where i ∈ Ω indicates that the experiment results in i
(i = 1, . . . , 6) dots on the upper face of die.
(ii) In the random experiment of simultaneously flipping a coin and casting a die one
may take the sample space as
Ω = {H, T } × {1, 2, . . . , 6} = {(r, i) : r ∈ {H, T }, i ∈ {1, 2, . . . , 6}},
where (H, i) ((T, i)) indicates that the flip of the coin resulted in head (tail) on the upper
face and the cast of the die resulted in i (i = 1, 2, . . . , 6) dots on the upper face.
(iii) Consider an experiment where a coin is tossed repeatedly until a head is observed.
In this case the sample space may be taken as Ω = {1, 2, . . .} (or Ω = {T, T H, T T H, . . .}),
where i ∈ Ω (or T T · · · T H ∈ Ω with (i − 1) T s and one H) indicates that the experiment
terminates on the i-th trial with first i − 1 trials resulting in tails on the upper face and
the i-th trial resulting in the head on the upper face.
(iv) In the random experiment of measuring lifetimes (in hours) of a particular brand
of batteries manufactured by a company one may take Ω = [0, 70000], where we have
assumed that no battery lasts for more than 70,000 hours. ■
Definitions
Event: Let Ω be the sample space of a random experiment and let E ⊆ Ω. If the
outcome of the random experiment is a member of the set E, we say that the event
E has occurred.
(Mutually Exclusive Events) : Two events E1 and E2 are said to be mutually
exclusive if they cannot occur simultaneously, i.e., if E1 ∩ E2 = ϕ, the empty set.
In a random experiment some events may be more likely to occur than the others. For
example, in the cast of a fair die (a die that is not biased towards any particular outcome),
the occurrence of an odd number of dots on the upper face is more likely than the
occurrence of 2 or 4 dots on the upper face. Thus it may be desirable to quantify the
likelihoods of occurrences of various events.
Probability of an event is a numerical measure of chance with which that event occurs.
To assign probabilities to various events associated with a random experiment one may
assign a real number P (E) ∈ [0, 1] to each event E with the interpretation that there is a
(100 × P (E))% chance that the event E will occur and a (100 × (1 − P (E)))% chance that
the event E will not occur. For example if the probability of an event is 0.25 it would
mean that there is a 25% chance that the event will occur and that there is a 75% chance
that the event will not occur. Note that, for any such assignment of possibilities to be
meaningful, one must have P (Ω) = 1. Now we will discuss two methods of assigning
probabilities.
4
Lecture Notes on MA203 (IIITG) 5
|Ω|
(iii) P (Ω) = |Ω|
= 1.
fN (E)
P (E) = lim rN (E) = lim .
N →∞ N →∞ N
5
Lecture Notes on MA203 (IIITG) 6
(iii) P (Ω) = 1.
Limitations: Although the relative frequency method seems to have more applicability
than the classical method, this method also has some limitations.
Another difficulty with relative frequency method is that it assumes that the exper-
iment can be repeated a large number of times. This may not be always possible
due to budgetary and other constraints (e.g., in predicting the success of a new
space technology it may not be possible to repeat the experiment a large number
of times due to high costs involved).
(i) A set E is said to be finite if either E = ϕ (the empty set) or if there exists a one-one
and onto function f : {1, 2, . . . , n} → E (or f : E → {1, 2, . . . , n}) for some natural
number n;
The following results, can be found in any standard textbook on set theory, provides
some of the properties of finite, countable and uncountable sets.
Results:
(vi) If E is a finite set and F is a set such that there exists a one-one and onto function
f : E → F (orf : F → E) then F is finite;
6
Lecture Notes on MA203 (IIITG) 7
(vii) If E is a countably infinite (continuum) set and F is a set such that there exists
a one-one and onto function f : E → F (orf : F → E) then F is countably
infinite(continuum);
(viii) A set E is countable if and only if either E = ϕ or there exists a one-one and onto
map f : E → N0 , for some N0 ∈ N;
(ix) A set E is countable if, and only if, either E is finite or there exists a one-one map
f : N → E;
(x) A set E is countable if, and only if, either E = ϕ or there exists a one-one map
f : E → N;
(xii) Unit interval (0, 1) is uncountable. Hence any interval (a, b), where −∞ < a < b <
∞, is uncountable;
(xiii) N × N is countable;
(xiv) Let Λ be a countable set and let {Aα , α ∈ Λ} be a (countable) collection of countable
sets. Then ∪α∈Λ Aα is countable. In other words, countable union of countable sets
is countable;
(a) Class of sets : A set whose elements are themselves set is called a class of sets.
A class of sets will be usually denoted by script letters A, B, C, . . .. For example
A = {{1, 3} . {2, 5, 7} , {8, 10, 11}};
7
Lecture Notes on MA203 (IIITG) 8
In many practical situations, we are often interested in finding the probability of some
event A (say). If event A is our some event of interest, then the event Ac (non-occurrence
of A) also carries significance and hence we consider Ac as another event. Similarly,
one may also be interested in “union of events” as an event. However, due to technical
reasons, we should only consider finite or countably infinite unions. This special structure
of collection of events is usually written in terms of a “ σ- field of subsets of Ω. Moreover,
we also see “complimentation” and countable unions generate other events. This leads
to the introduction of the following definition.
Definition 1.2.2. A sigma-field (σ-field) of subsets of Ω is a class F of subsets of Ω
satisfying the following properties:
Ω ∈ F;
A ∈ F ⇒ Ac = Ω − A ∈ F (closed under complements);
Ai ∈ F, i = 1, 2, . . . ⇒ ∞
S
i=1 Ai ∈ F (closed under countably infinite unions).
Let Ω be a sample space associated with a random experiment and let F be the event
space (a σ-field of subsets of Ω). Recall that members of F are called events. Now we
provide a mathematical definition of probability based on a set of axioms.
8
Lecture Notes on MA203 (IIITG) 9