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In Prob & Stat II, the "Dust" comes from calculation errors, not hard concepts. If you master these two
areas, you pass.
📘 UNIT 2: PROBABILITY & STATISTICS II
The Strategy: Calculus meets Data.
1. THE GUARANTEED QUESTION: Continuous Random
Variables (PDFs)
(This appears in 100% of exams. It uses the integration skills you practiced in Calc 1.)
The Cheat Sheet:
• Total Probability Rule: The area under the curve must equal 1.
∫−∞∞f(x) dx=1 \int_{-\infty}^{\infty} f(x) \, dx = 1 ∫−∞∞f(x)dx=1
• Expectation (Mean)
E(X)E(X)E(X)
:
E(X)=∫x⋅f(x) dx E(X) = \int x \cdot f(x) \, dx E(X)=∫x⋅f(x)dx
• Variance
Var(X)Var(X)Var(X)
:
Var(X)=E(X2)−[E(X)]2 Var(X) = E(X^2) - [E(X)]^2 Var(X)=E(X2)−[E(X)]2
(You must find
E(X2)E(X^2)E(X2)
first:
∫x2⋅f(x) dx\int x^2 \cdot f(x) \, dx∫x2⋅f(x)dx
)
WORKED EXAM QUESTION:
A continuous random variable
XXX
has the probability density function (PDF):
f(x)=kx2for0≤x≤3,0elsewhere. f(x) = kx^2 \quad \text{for } 0 \leq x \leq 3,
\quad 0 \text{ elsewhere.} f(x)=kx2for0≤x≤3,0elsewhere.
(a) Find the value of the constant
kkk
.
• Formula:
∫03f(x) dx=1\int_{0}^{3} f(x) \, dx = 1∫03f(x)dx=1
• Integrate:
∫03kx2 dx=[kx33]03 \int_{0}^{3} kx^2 \, dx = \left[ \frac{kx^3}{3}
\right]_0^3 ∫03kx2dx=[3kx3]03
• Plug in limits:
k(3)33−0=27k3=9k \frac{k(3)^3}{3} - 0 = \frac{27k}{3} = 9k 3k(3)3
−0=327k=9k
• Equate to 1:
9k=1 ⟹ k=19 9k = 1 \implies k = \frac{1}{9} 9k=1⟹k=91
• So, the function is
f(x)=19x2f(x) = \frac{1}{9}x^2f(x)=91x2
.
(b) Find the Mean
E(X)E(X)E(X)
.
• Formula:
∫03x⋅f(x) dx\int_{0}^{3} x \cdot f(x) \, dx∫03x⋅f(x)dx
• Setup:
∫03x⋅(19x2) dx=∫0319x3 dx\int_{0}^{3} x \cdot (\frac{1}{9}x^2) \, dx =
\int_{0}^{3} \frac{1}{9}x^3 \, dx∫03x⋅(91x2)dx=∫0391x3dx
• Integrate:
[19⋅x44]03=[x436]03 \left[ \frac{1}{9} \cdot \frac{x^4}{4}
\right]_0^3 = \left[ \frac{x^4}{36} \right]_0^3 [91⋅4x4]03=[36x4]03
• Calculate:
3436=8136=2.25 \frac{3^4}{36} = \frac{81}{36} = 2.25 3634=3681=2.25
2. THE "PLUG & PLAY" QUESTION: Hypothesis Testing
(This looks scary but requires zero thinking. You just hunt for numbers in the paragraph.)
The Cheat Sheet:
1. Null Hypothesis (
H0H_0H0
):
μ=statedmean\mu = \text{stated mean}μ=statedmean
.
2. Alternative Hypothesis (
H1H_1H1
):
μ≠…\mu \neq \dotsμ=…
(Two-tailed) or
μ>…\mu > \dotsμ>…
(One-tailed).
3. The Test Statistic (
ZZZ
or
ttt
):
• Use Z-test if sample size
n≥30n \geq 30n≥30
.
Z=xˉ−μsn Z = \frac{\bar{x} - \mu}{\frac{s}{\sqrt{n}}} Z=nsxˉ−μ
• Use t-test if sample size
n<30n < 30n<30
. (Same formula, just look up t-table).
WORKED EXAM QUESTION:
A manufacturer claims that light bulbs last 1000 hours (
μ\muμ
). A sample of 50 bulbs (
nnn
) has a mean lifespan of 980 hours (
xˉ\bar{x}xˉ
) with a standard deviation of 40 hours (
sss
). Test this claim at the 5% significance level.
Step 1: State Hypotheses
• H0:μ=1000H_0: \mu = 1000H0:μ=1000
(Claim is true)
• H1:μ≠1000H_1: \mu \neq 1000H1:μ=1000
(Claim is false - Two-tailed because it could be more or less)
Step 2: Calculate Test Statistic (Z)
• Since
n=50n=50n=50
(which is
>30>30>30
), we use Z-test.
Z=980−10004050 Z = \frac{980 - 1000}{\frac{40}{\sqrt{50}}} Z=5040
980−1000
• Numerator:
−20-20−20
• Denominator:
40/7.07=5.6540 / 7.07 = 5.6540/7.07=5.65
• Result:
Z=−20/5.65=−3.54Z = -20 / 5.65 = -3.54Z=−20/5.65=−3.54
Step 3: Find Critical Value (from table)
• For 5% significance (two-tailed), the magic number is usually 1.96.
• Memorize this: 5% = 1.96. 1% = 2.58.
Step 4: Conclusion
• Ignore the minus sign for a moment. Is
[Link]
bigger than
[Link]
? YES.
• Verdict: Reject
H0H_0H0
. The manufacturer is lying.
3. THE BACKUP: Confidence Intervals
(Sometimes this is attached to the Hypothesis question. It's free marks.)
Formula:
CI=xˉ±Z(sn) \text{CI} = \bar{x} \pm Z \left( \frac{s}{\sqrt{n}} \right)
CI=xˉ±Z(ns)
Using numbers from above:
• Mean (
xˉ\bar{x}xˉ
) = 980
• Z (for 95%) = 1.96
• Standard Error (
sn\frac{s}{\sqrt{n}}ns
) = 5.65
• Calc:
980±(1.96×5.65)980 \pm (1.96 \times 5.65)980±(1.96×5.65)
• 980±11.07980 \pm 11.07980±11.07
• Interval:
(968.93,991.07)(968.93, 991.07)(968.93,991.07)
🛑 TOMORROW MORNING'S MISSION
When you wake up for Prob & Stat II:
1. Memorize the Z-score formula:
(Mean−Target)/(SD/n)(\text{Mean} - \text{Target}) / (\text{SD} /
\sqrt{n})(Mean−Target)/(SD/n)
.
2. Practice Integration: Do one question where you have to find
kkk
in a PDF.
3. Check the "T-Table": Remind yourself that if
n<30n < 30n<30
, you look at the T-table, not the Z-table.
Go to sleep. You have a plan. Your brain processes information while you sleep. If you stay up, you
will forget everything.
Goodnight. We tackle OOP 1 tomorrow.