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Introduction to mathematical statistics
Many kinds of investigations may be characterized in part by the fact that repeated experimentation, under essentially the same conditions, is more or less standard procedure. For instance, in medical research, interest may center on the effect of a drug that is to be administered; or an economist may be concerned with the prices of three specified commodities at various time intervals; or the agronomist may wish to study the effect that a chemical fertilizer has on the yield of a cereal grain. The only way in which an investigator can elicit information about any such phenomenon is to perform the experiment. Each experiment terminates with an outcome. But it is characteristic of these experiments that the outcome cannot be predicted with certainty prior to the performance of the experiment.
Suppose that we have such an experiment, but the experiment is of such a nature that a collection of every possible outcome can be described prior to its performance. If this kind of experiment can be repeated under the same conditions, it is called a random experiment, and the collection of every possible outcome is called the experimental space or the sample space.
Example 1.1. In the toss of a coin, let the outcome tails be denoted by T and let the outcome heads be denoted by H. If we assume that the coin may be repeatedly tossed under the same conditions, then the toss of this coin is an example of a random experiment in which the outcome is one of the two symbols T and H\ that is, the sample space is the collection of these two symbols.
Example 1.2. In the cast of one red die and one white die, let the outcome be the ordered pair (number of spots up on the red die, number of spots up on the white die). If we assume that these two dice may be repeatedly cast under the same conditions, then the cast of this pair of dice is a random experiment. The sample space consists of the 36 ordered pairs: (1,1),..., (1,6), (2,1),..., (2,6),..., (6,6).
Let C denote a sample space, let c denote an element of C, and let C represent a collection of elements of C. If, upon the performance of the experiment, the outcome
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