Introductory Statistics-Stochastic Process-Lecture Slides, Slides of Stochastic Processes

Main topics for this course are Stochastic process, random variables, linear congruent generators, pdfs and cdfs, rejection method, metropolis methods, sampling techniques, random walks and genetic algorithm. This lecture includes: Introductory, Statistics, Population, Sample, Inductive, Deductive, Discrete, Continuous, Variable, Graph, Frequency, Distribution, Tabular

Typology: Slides

2011/2012

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Lecture Four : Introductory Statistics
Monte Carlo Methods
Monte Carlo Methods
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Download Introductory Statistics-Stochastic Process-Lecture Slides and more Slides Stochastic Processes in PDF only on Docsity!

Lecture Four :

Introductory Statistics

Monte Carlo Methods

Monte Carlo Methods

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Basic Ideas Population:

The whole group of objects to be analyzed is called

Population or universe. Sample:

When we examines a small part of the population then

it is termed as Sample.

Statistics is concerned with the scientific methods forcollecting, organizing, summarizing, presenting andanalyzing data.

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Graphs: bar graphs

africa

asia

europe

north america

oceania

south america

russia

0

5

10

15

20

25

30

Area (millions of square Kilometers)

Continent

area

africa

asia

europe

north america

oceania

south america

russia

Table showing area of various continents of the world.

This figure shows a bargraph in which bars arehorizontal instead ofvertical.

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Graphs: bar graphs

Continent

area

africa

asia

europe

north america

oceania

south america

russia

Table showing area of various continents of the world.

This figure shows a bargraph in vertical form.

africa

asia

europe n. america oceania s. america

russia

5 0 30 25 20 15 10

Area (millions of square kilometers)

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Graphs: bar graphs

time

Value

Table showing area of various continents of the world.

This figure shows a line graph.

0

2

4

6

8

10

0

80 60 40 20

140 120 100

number of tonnes

time (year)

scales

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9

Example: Radioactive decay Plot this data on a linear graph paper.

Time (min)

R(counts/s)

0

50

100

150

200

0 50 450 400 350 300 250 200 150 100

Count Rate (# per sec)

Time (min)

data values

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11

0

50

100

150

200

1

10

100

1000 Count Rate

Time (min)

data value

Time(min)

R

(counts/s)

4

392.

36

161.

68

65.

100

26.

132

10.

164

4.

196

1.

218

1

Example: Radioactive decay

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Inverse Square Law

r (cm)

Dose (μSv/h)

Exposure X

(mR/h)

The exposure and doserate decreases as thedistance between thesource and the personincreases. The governing relationis known as Inversesquare Law

2

r

A

X

Γ

=

&

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Frequency Distributions Raw Data:

It is the collected data that has not been organized yet.

Arrays:

An array is an arrangement of the raw numerical data in ascending

or descending order of magnitude. Range of the data

is the difference between maximum and minimum of data.

Weight

(kg)

Number of

students

Total:

Data is often distributed into classesor categories or bins. Number of classes

depend on user.

And to determine number ofindividuals in each class is calledclass frequency. The tabular for of data in form offrequency versus classes is calledfrequency distribution

shown here in

table.

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Frequency Distribution

Class Limits

Class

Boundaries

Class

Mark (X)

Number of students (f)

Total:

Class intervals and

Limits:

The class interval is forexample 60 –

in this table

for first class. The endnumbers are class limits. Class

Boundaries:

If weight

is recorded to nearestkilogram then measurementwill include 59.5 to 62.5 in thefirst class. These are realboundaries. The Size or class inreval:

It

is the difference between thelower and upper classboundaries. Class Mark:

It is the mid

point of the class interval. Forfirst class (60 + 62)/2 = 61

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17

Histogram and Frequency Polygon

60

62

64

66

68

70

72

5 0 45 40 35 30 25 20 15 10

Frequency

Weight, X, (kg)

Frequency Polygonconsists of a linegraph of the classfrequency (f) plottedagainst the classmark (X). This is shown here.

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Cumulative Frequency Distribution

60

62

64

66

68

70

72

74

76

0 80 60 40 20 100

Frequency

Weight, X, (kg)

Weight

(kg)

Number of

students

Less than 59.

Less than 62.

Less than 65.

Less than 68.

Less than 71.

Less than 74.

The total frequency of all values less than the upper class boundary of agiven class is called the cumulative frequency upto

that class.

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Median and Mode Median For a set of numbers arranged in order of magnitude, it is eithermiddle value or the AM of two middle values. Example:

The set of numbers 3,4,4,6,8,8,8 and 10 has median

6. Mode The mode of a set of numbers is the value that is repeatedmaximum times. Example:

The set 2, 2, 5, 7, 9, 9, 9, 10, 11, 12

and

18 has

mode 9.

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Mean Value Calculations

Weight

(kg)

Class Mark

(X)

Number of

students

( f )

f X

Total sum =

Example: Average weight ofthe students.

=

fX

f

= 6745 / 100

= 67.45 kg

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