STATISTICS BASICS

Statistics is the science of gathering, analyzing, interpreting, and presenting data. It

allows us to summarize complex datasets, uncover meaningful patterns, and make
predictions or decisions based on observed information."

Imagine you're working in a company as a data analyst or business intelligence

professional. You're assigned to a project aimed at uncovering key business insights.
Using statistics, you analyze sales data to identify which products are performing best,
who your primary customers are based on demographics or buying behavior, and which
products or sectors are underperforming. You then dig deeper using statistical
techniques like correlation analysis or hypothesis testing to explore the possible reasons
behind low performance—whether it’s pricing, competition, or low customer satisfaction.

Additionally, you might analyze employee data to compute median salaries, understand
employee satisfaction scores, or detect attrition patterns. All of this helps leadership
make data-informed decisions. This is a great example of how statistics goes beyond just
numbers—it's about driving strategic actions."

Types of statistics

1.Descriptive statistics

2.Inferential statistics

Before diving deep to the types of statics lets have a basic intuition by knowing their
difference

Descriptive statistics works on the whole dataset and give you the exact solution or
answer. While Inferential statistics works on taking a small sample from the large datasets

And performing the required operations on the sample and then draw conclusion on
inference from the sample for the whole dataset.

Lets dive into Descriptive statistics.

Descriptive statistics are of three types.

1.Measure of central tendency

2.Measure of dispersion
3.Measure of symmetricity

1.Measure of Central tendency>>It provides you the representative number of whole

dataset which tells that dataset is being revolved around that center value.Like planets
revolve around sun the whole dataset will revolve around the centre values.

Measure of Central tendency>>

1.Mean>> Mean is being referred to central value or the average value .But mean are of
three types.Arithematic mean,geometric mean,and harmonic mean.

Before going to each type lets know what mean actually represent in tha data

Arithmetic mean is the value that minimizes the sum of squared distance from itself

athematically,

Mean=arg⁡min⁡c∑i=1n(xi−c)2\text{Mean} = \arg\min_c \sum_{i=1}^n (x_i -

c)^2Mean=argcmin​i=1∑n​(xi​−c)2

Meaning: If you pick any other number instead of the mean, the sum of squared distances from
the data points will be larger.
Geomtric mean and harmonic meanlink

Median
"Median is a statistical measure of central tendency that identifies the middle value in a sorted
dataset. It's especially useful when the data contains outliers or is skewed, because unlike the
mean, the median is not affected by extreme values. For an odd number of values, it picks the
exact middle; for even numbers, it averages the two middle values."

🤔 Why is mean still widely used — even though median is better with outliers?

Mean is easy to compute, especially on large datasets. It requires only summing

and dividing — no sorting like median.

●​ For streaming data or distributed systems (like Spark, SQL, etc.), mean is faster and
memory-efficient.

✅ 2. Mean is Differentiable — Median is Not

This is crucial for machine learning and deep learning:

●​ The mean function is smooth and differentiable, which is necessary for gradient
descent algorithms to optimize loss functions.​

●​ In contrast, median introduces non-differentiable points, making it hard to optimize

using calculus-based methods.​

📌 That’s why mean squared error (MSE) and cross-entropy loss (which are based on
mean) are so widely used in regression and classification.

✅ 3. Mean Uses All Data Points

Mean considers every value in the dataset, so it's sensitive to the full
distribution of the data.

●​ This can be a strength when your data is normally distributed (symmetric, no

outliers).​

●​ It captures more variation, which is useful for statistical modeling and inference.
It only tells where the center is, but doesn’t use any other data.​

This makes mean + standard deviation a better pair when the goal is to analyze variability.

Mode
Mode is the value or category that appears most frequently in a dataset. It’s particularly
useful for categorical data, where other measures like mean or median aren’t
applicable. In numerical datasets, it helps identify repeated values. Mode is robust to
outliers and can be unimodal, bimodal, or even multimodal depending on the
distribution.”

We know that we take a sample from a larger dataset and draw a conclusion from that sample
for the entire dataset.But this sample in not done randomly we have different sampling
technique

1.Simple random sampling >>Simple Random Sampling (SRS) is a sampling technique in

which every data point (or unit) in the population has an equal and independent chance of
being selected.

There are two key assumptions:

●​ Every unit has equal probability.​

●​ Each selection is independent of the others.​

Suppose we're conducting a nationwide survey and using simple random sampling. Since Uttar
Pradesh has the largest population, people from UP will naturally be more likely to appear in
the sample simply because there are more people from there in the total population — not
because of a flaw in SRS.

But if your goal is to ensure equal representation across states, then SRS is not ideal. A better
method would be stratified sampling, where each state is treated as a stratum and sampled
proportionally or equally

Suppose you have a dataset of:

 ●​ 900 spam emails​

●​ 100 non-spam emails​

If you apply simple random sampling, a sample of 100 might contain almost all spam emails
and very few or zero non-spam. That hurts model learning and evaluation.

2.Stratified Sampling>>"Stratified sampling is a method where the population is divided into

homogeneous groups called strata, based on a specific feature (like gender, state, or class
label). Then, random sampling is done within each stratum to ensure that all important
subgroups are proportionally or equally represented in the final sample. This method solves the
problem of certain groups being underrepresented in simple random sampling."

3.Cluster Sampling>>"In stratified sampling, we divide the population into meaningful subgroups
(strata) and sample from each to ensure representation. In cluster sampling, we divide the
population into mini-population groups (clusters), randomly pick a few clusters, and sample all
or some items from only those. Stratified improves accuracy and representation, while cluster
sampling improves efficiency and feasibility."

4.systematic sampling>>Systematic sampling is a method where we select items at regular

intervals from an ordered population list. The first item is chosen randomly, and subsequent
items are selected using a fixed step size kkk. This method is simple, fast, and ensures uniform
coverage — but it can introduce bias if there’s a hidden pattern in the data aligned with the
interval.

Types of Data
1.Quantitative data (Numerical data)

.Descrete data >> data which are whole values example number of students (Classification)
.Continous data>> decimal value can be any number and it is solved by regression eg height
,weight

2.Qualitative data
“Categorical data is data that represents categories or labels rather than numbers. Since
machine learning models can’t learn directly from categories, we encode them into numbers. If
the categories are unordered (nominal), such as gender or city, we can use label or one-hot
encoding. If the categories are ordered (ordinal), such as education level or rankings, we use
ordinal encoding to preserve their order.”
Measure of Dispersion

“You can think of the mean or median as your hand holding a rope, and each data point
as a stone tied to the end. The rope's length reflects how far the data points are from the
center — just like standard deviation or variance measures how far the data points
spread from the mean. A shorter rope means tightly clustered data; a longer rope means
widely spread data.”

“The range measures the total spread of data but is highly sensitive to outliers, since it only
considers the min and max values. Percentiles, on the other hand, divide data into 100 equal
parts and give a clearer view of distribution. For instance, the 75th percentile means 75% of the
data lies below that value. The IQR, which is the difference between the 75th and 25th
percentiles, is often used instead of range because it’s more robust to outliers.”

“Quartiles are cut-off points that divide a dataset into four equal parts. These cuts
— Q1, Q2, and Q3 — give us insight into the distribution of the data. Using these
quartiles, we can calculate the Interquartile Range (IQR), which is useful for
detecting and handling outliers.”

"Interquartile Range (IQR) measures the spread of the middle 50% of data by subtracting the
25th percentile (Q1) from the 75th percentile (Q3). It’s a robust measure of dispersion,
unaffected by outliers, making it especially useful for exploratory data analysis and outlier
detection. In contrast to standard deviation, which uses all data points, IQR focuses only on the
core distribution, giving a more stable view in skewed or messy data."

“Mean Deviation, or Mean Absolute Deviation (MAD), is the average of the absolute differences
between each data point and the mean. It gives a simple, intuitive measure of how much data
values deviate from the center. Unlike variance or standard deviation, it doesn't square the
differences, so it's less sensitive to outliers — but also not differentiable, which limits its use in
optimization-based ML models.”

Variance

“Variance measures the average of squared deviations from the mean, and it
comes in two types: population variance (divided by NNN) and sample variance
(divided by n−1n−1n−1). It’s sensitive to outliers because squaring exaggerates
large differences, but this also makes it differentiable — which is why
variance-based losses like MSE are used in machine learning. A downside of
 variance is that it’s expressed in squared units, making it harder to interpret directly
compared to standard deviation.”

“When we calculate variance from a sample (not full data), dividing by nnn usually gives a value
that is too small. To fix this, we divide by n−1n - 1n−1, which slightly increases the result and
makes it more accurate. This is called Bessel’s Correction. Using n−1n - 1n−1 gives us an
unbiased estimate — meaning, it gives us the right value on average if we repeat the sampling
many times.”

✅ 1. Why do we need to divide at all?

Because we want to find the average squared deviation from the true mean (but we usually
don’t know the true mean).

So instead, we use the sample mean ( xˉ\bar{x}xˉ ), which is calculated from the same
sample data.

🔥 2. Why does using the sample mean cause underestimation?

Because when you use the sample mean xˉ\bar{x}xˉ, it is closer to your sample data than the
actual population mean μ\muμ.​
So the distances you calculate from xˉ\bar{x}xˉ tend to be smaller than they would be from the
real mean.

This causes the variance to look smaller than it really is.

🧠 3. Why n − 1 — and not n − 2 or n − 3?

Because you lose 1 degree of freedom when you estimate the sample mean from
the data.

Let’s explain that in a simple way:

📌 What is “degree of freedom”?

If you have nnn numbers, and you already used them to compute the sample mean xˉ\bar{x}xˉ,
then only (n − 1) numbers are “free” to vary — because the last number is fixed to make sure
the average stays the same.

Let’s say:

●​ You have 3 numbers: ?, ?, ?​

●​ You already fixed the sample mean = 10​

If the first two numbers are 9 and 11 → the third must be 10 (so mean = 10)​
You can’t change the third freely anymore → you lost 1 degree of freedom.

So you only have n − 1 independent pieces of information.

This is why we divide by n − 1 — because only n − 1 squared differences are truly free to
estimate the spread.

❌ Why not n − 2 or n − 3?
●​ Dividing by n−2n − 2n−2 would make the result too large — an overestimate.​

●​ Dividing by n−1n − 1n−1 gives a result that is just right — it makes the variance
unbiased, meaning on average, it matches the true population variance.​

🔁 Think of it like Goldilocks correction:

●​ n → too small (underestimates variance)​

●​ n−2 or n−3 → too big (overestimates variance)​

●​ ✅ n−1 → just right ✅ (unbiased)​

🎯 Final Summary (Simple):

We divide by n − 1 when calculating sample variance because we’re using the
sample mean (which uses up 1 degree of freedom). Using n would underestimate
the variance, and using n−2 or n−3 would overestimate it. Dividing by n − 1 gives us
 ✅
the most accurate average result over many samples — that’s why it’s called an
unbiased estimator, and that’s why we use Bessel’s correction.

"We square the deviations in variance to make all values positive and to penalize larger
deviations more heavily. This helps capture outliers and spread more effectively than just taking
absolute values. Also, squaring allows us to use calculus, which is essential in machine learning
optimization. Unlike absolute values, squared deviations are differentiable and mathematically
convenient. That’s why variance is widely used in statistics and machine learning, even though
mean absolute deviation is more robust."

"Squaring in variance is both an advantage and a disadvantage depending on context. It's an

advantage when you want to detect outliers or emphasize large errors — because squaring
magnifies those differences. But it's also a disadvantage when you want a stable measure of
overall spread, since outliers can inflate variance and mislead interpretation. That’s why robust
alternatives like MAD or IQR are used in real-world noisy data."

Standard deviation is a measure of how much the values in a dataset vary from the
mean. It is calculated as the square root of variance, which makes it easier to
interpret because it has the same unit as the original data. For example, if your data
is in kilograms, the standard deviation will also be in kilograms, unlike variance
which would be in kg². However, standard deviation is still sensitive to outliers,
since it's based on squared deviations — so large differences from the mean can
still heavily influence it."

🧠 Bonus: When is Standard Deviation Useful?

●​ Comparing spread across different features (with the same unit)​

●​ Understanding normal distributions (e.g., 68–95–99.7 rule)​

●​ ML feature scaling (e.g., StandardScaler in sklearn)​

●​ Confidence intervals, hypothesis testing​

Skewness of data
Skewness describes the asymmetry of a data distribution. In symmetric distributions, the mean,
median, and mode are equal. In right-skewed data, outliers on the high end pull the mean
higher than the median and mode. In left-skewed data, outliers on the low end pull the mean
lower. Skewness is often caused by outliers or natural boundaries in the data. It's important to
detect because it can affect model performance and how we summarize the data.”

These)
Method Use Case What It Does

Log transformation Right-skewed data (e.g., Compresses large values, pulls

(np.log(x + 1)) income, counts) in right tail

Square root Mild right skew Similar to log, less aggressive

(np.sqrt(x))

Box-Cox Transformation Continuous, positive data Tries multiple power

transformations to find best fix

Yeo-Johnson Works on both positive & Similar to Box-Cox but more

Transformation negative values flexible

Reciprocal (1/x) Strong right skew Very aggressive

Power transforms Custom control Useful for fine-tuning skewness

(x**0.5, x**0.3)

Winsorization Replaces outliers with Reduces skew caused by

nearest non-extreme values extreme outliers

Binning (discretization) If feature has few unique Converts skewed continuous into
values categorical-like data

📊 Python Libraries You Should Be Aware Of:

●​ np.log1p(), np.sqrt()​

●​ scipy.stats.boxcox()

Covariance measures how two variables vary together. If they increase together, it’s positive; if
one increases while the other decreases, it’s negative. The formula is the average of the product
of their deviations from the mean. Covariance tells us about the direction of the relationship but
not its strength, and it's scale-dependent — meaning we can’t compare covariances directly
across different variable pairs because they’re in different units and have no fixed range. That’s
why we use correlation, which normalizes covariance by dividing it by the product of the
standard deviations, giving us a unitless value between −1 and 1.”

“In supervised learning, correlation helps us understand which features are strongly
associated with the dependent variable. Highly correlated features with the target
may be more predictive. However, if two features are highly correlated with each
other, they may cause multicollinearity, which can be harmful in linear models. In
such cases, we might drop one of them or use dimensionality reduction like PCA.”

"Pearson correlation measures linear relationships between variables, but it fails when the
relationship is non-linear. To handle non-linear but monotonic relationships, we use Spearman
correlation. It converts the data into ranks and then calculates Pearson correlation on those
ranks. This makes it suitable for data that increases or decreases consistently, even if not in a
straight line."

n interviews, if they ask:

“You got a Pearson correlation of near 0. Does that mean the variables are
unrelated?”

✅ Answer:
“Not necessarily. Pearson only detects linear relationships. I would check Spearman
correlation next to see if there’s a non-linear but monotonic relationship.”

df.cov(numeric_only = True)

#correlation >> -1 to 1, dimensionless quantity

df.corr(numeric_only = True)

heatmap
corr = df.corr(numeric_only = True)
corr

sns.heatmap(corr)

np.percentile(data, [0, 25, 50, 75, 100])

ns.boxplot(data) #upper fence>>Q3+1.5*IQR, lower fence = Q1-1.5*IQR

np.var(data) #Population variance

np.std(data)

import statistics
statistics.variance(data) #sample variance >> denominator is n-1

statistics.pvariance(data)

Some interview Qustions

Q1.Explain the difference between covariance and correlation.

"Covariance and correlation both measure the relationship between two variables, and
both are used in feature selection. The issue with covariance is that its value can range
from negative to positive infinity, which means it's hard to compare across different
variable pairs. Also, covariance has units — for example, if one variable is in meters
and another in kilograms, the covariance will be in meter-kilograms — so we can't
compare it across variables unless they have the same unit and scale.

Correlation solves both of these problems. It standardizes covariance by dividing it by

the product of the standard deviations of the two variables. This brings the result into a
fixed range of −1 to +1, and makes it dimensionless — so it's easy to interpret and
compare. A correlation of +1 means perfect positive linear relationship, −1 means
perfect negative, and 0 means no linear relationship."

Also, correlation assumes a linear relationship. So if there’s a non-linear relationship, Pearson

correlation might give a value near zero, even if the variables are dependent. In such cases, I would
also check Spearman correlation.”

Q2. When would you use covariance instead of correlation?

"I’d use covariance when I’m more interested in the raw, unnormalized measure of how two variables
move together — especially when both variables are in the same unit or when I’m using algorithms
like PCA that directly rely on the covariance matrix. But for comparing relationships across features
or explaining the strength of a relationship in a standardized way, I’d use correlation."
Q3.Why is correlation preferred over covariance in many cases

“Correlation is preferred over covariance in many cases because it's a standardized,

dimensionless measure that always lies between −1 and +1. This fixed range makes it easy to
interpret and directly compare the strength and direction of relationships between different variable
pairs. Covariance, on the other hand, depends on the scale and units of the variables — so unless
the variables have the same unit and scale, you can't meaningfully compare two covariance values.
That’s why correlation is often used in feature selection, heatmaps, and exploratory data analysis.”

Q4.. How does correlation help in understanding relationships between variables

Correlation helps quantify the strength and direction of a linear relationship between two variables. It
ranges from −1 to +1. A positive correlation means that as one variable increases, the other tends to
increase as well, and a negative value means they move in opposite directions. A value close to 0
means there’s no linear relationship. For example, a correlation of 0.5 indicates a moderate positive
linear association, but it doesn't mean that 50% of the values are changing together — correlation is
not a percentage, but a measure of trend.”

Q5.Write Python code to calculate the covariance between two variables using NumPy.

import numpy as np

# Sample data
x = np.array([10, 20, 30, 40, 50])
y = np.array([5, 15, 25, 35, 45])

# Calculate covariance matrix

print(np.cov(x, y, bias=False))
cov_matrix = np.cov(x, y, bias=False)

# Print the covariance value between x and y

cov_xy = cov_matrix[0, 1]
print("Covariance between x and y:", cov_xy)

How would you calculate Pearson correlation in Python using Pandas?

import numpy as np
import pandas as pd
import seaborn as sns
data=sns.load_dataset("tips")
df=pd.DataFrame(data)
df
df.head()
print(df.corr("pearson",numeric_only=True))

“A random variable is a function that assigns a numerical value to each outcome of a

random experiment. For example, when rolling a die, the outcome is uncertain — you
might get any number from 1 to 6. Each outcome is associated with a probability, so the
number you get is a random variable. It’s not fixed — it depends on chance.”

✅ What is a Cumulative Distribution Function (CDF)?

A CDF is a function that gives the cumulative probability that a random variable X
will take a value less than or equal to x.

Mathematically:

F(x)=P(X≤x)F(x) = P(X \leq x)F(x)=P(X≤x)

So the CDF accumulates the probabilities from the left up to x.

🔁 Difference from PMF and PDF:

Concept What It Represents

PMF (for discrete) Exact probability: P(X=x)P(X = x)P(X=x)

PDF (for continuous) Probability density at a point (not exact prob.)

CDF (for both) Probability that X≤xX \leq xX≤x

✅ CDF for Discrete Random Variable (Example: Tossing
2 Coins)
Let’s say you toss two fair coins, and define XXX as the number of heads.

X Probability CDF F(x)=P(X≤x)F(x) = P(X \leq

x)F(x)=P(X≤x)

0 1/4 1/4

1 2/4 1/4 + 2/4 = 3/4

2 1/4 3/4 + 1/4 = 1.0

So:

●​ F(0)=0.25F(0) = 0.25F(0)=0.25​

●​ F(1)=0.75F(1) = 0.75F(1)=0.75​

●​ F(2)=1.0F(2) = 1.0F(2)=1.0​

✅ The CDF is non-decreasing and always ends at 1.

✅ CDF for Continuous Random Variable (e.g., Normal

Distribution)
Let X∼N(0,1)X \sim N(0,1)X∼N(0,1) (a standard normal distribution).

●​ F(0)=P(X≤0)=0.5F(0) = P(X \leq 0) = 0.5F(0)=P(X≤0)=0.5​

●​ F(1)=P(X≤1)≈0.841F(1) = P(X \leq 1) ≈ 0.841F(1)=P(X≤1)≈0.841​

●​ F(2)≈0.977F(2) ≈ 0.977F(2)≈0.977​

In this case, the CDF is a smooth, S-shaped curve, and we compute it using integration of the
PDF:

F(x)=∫−∞xf(t)dtF(x) = \int_{-\infty}^{x} f(t) dtF(x)=∫−∞x​f(t)dt

Where:
 ●​ f(t)f(t)f(t) is the probability density function​

●​ F(x)F(x)F(x) is the cumulative probability up to x​

🔍 Key Properties of a CDF:

Property Explanation

Non-decreasing F(x1)≤F(x2)F(x_1) \leq F(x_2)F(x1​)≤F(x2​) if x1<x2x_1 < x_2x1​<x2​

Limits lim⁡x→−∞F(x)=0\lim_{x \to -\infty} F(x) = 0limx→−∞​F(x)=0, and

lim⁡x→∞F(x)=1\lim_{x \to \infty} F(x) = 1limx→∞​F(x)=1

Right-continuous F(x+)=F(x)F(x^+) = F(x)F(x+)=F(x)

Fully defines the Once you have the CDF, you know the full behavior of X
distribution

✅ Interview-Ready Definition:
“A CDF, or Cumulative Distribution Function, gives the probability that a random
variable X will take a value less than or equal to x. For discrete variables, it adds up the
probabilities from the PMF. For continuous variables, it is the integral of the PDF from
minus infinity to x. The CDF always starts at 0 and approaches 1 as x increases, and it
completely characterizes the distribution of the random variable.”

✅ Python Example (Using SciPy)

python
Copy code
from scipy.stats import norm
import matplotlib.pyplot as plt
import numpy as np

x = np.linspace(-3, 3, 100)
cdf = norm.cdf(x, loc=0, scale=1) # Standard normal distribution

plt.plot(x, cdf, label="CDF")

plt.title("CDF of Standard Normal Distribution")
plt.xlabel("x")
plt.ylabel("P(X ≤ x)")
plt.grid(True)
plt.legend()
plt.show()

✅ Interview-Ready Summary:
"The PDF is the derivative of the CDF, and it gives the probability density — not the
actual probability at a point. We use integration of the PDF to find probability over a
range. It is possible for the PDF to have values greater than 1, as long as the total area
under the curve is 1. The CDF accumulates these probabilities and always lies between
0 and 1."

✅ Interview-Ready Definition:
“A uniform distribution is a distribution where all outcomes are equally likely. In the
discrete case, like a fair die, each outcome has the same probability. In the continuous
case, like picking a random number between 0 and 1, the probability density is constant
across the interval. The uniform distribution is often used in simulations and random
sampling because of its simplicity and neutrality.”
🔍 What is Bernoulli Distribution?
The Bernoulli distribution models binary outcomes:

X∈{0,1}X \in \{0, 1\}X∈{0,1}

With:

●​ P(X=1)=pP(X = 1) = pP(X=1)=p​

●​ P(X=0)=1−pP(X = 0) = 1 - pP(X=0)=1−p​

📌 PMF (probability mass function):

P(X=x)=px(1−p)1−x,x∈{0,1}P(X = x) = p^x (1 - p)^{1 - x}, \quad x \in \{0,
1\}P(X=x)=px(1−p)1−x,x∈{0,1}

It is the simplest discrete probability distribution — used when we have only two outcomes:
success/failure, yes/no, positive/negative, etc.
🤖 How It Connects to Machine Learning (Binary
Classification)
In binary classification tasks (e.g. is the email spam or not?):

●​ We model the output label as a Bernoulli random variable.​

●​ That means:​
y∼Bernoulli(p)y \sim \text{Bernoulli}(p)y∼Bernoulli(p)​
where ppp is the model’s predicted probability that y=1y = 1y=1.​

✅ Where Does Sigmoid Come In?

The sigmoid function is:

σ(z)=11+e−z\sigma(z) = \frac{1}{1 + e^{-z}}σ(z)=1+e−z1​

This squashes any real number z∈Rz \in \mathbb{R}z∈R (usually the output of a linear
transformation z=wTx+bz = w^T x + bz=wTx+b) into a value between 0 and 1 — which we interpret
as:

📌 The predicted probability that the output is 1, i.e., P(y=1∣x)P(y=1 \mid x)P(y=1∣x)
So yes — sigmoid gives us the Bernoulli parameter ppp for each input!

🧠 Big Idea:
In binary classification with sigmoid, we are modeling the target as a Bernoulli
variable, and using the network to learn the probability ppp of that Bernoulli.

📦 Even the Loss Function Reflects This

In binary classification with a sigmoid output, we use:

🔥 Binary Cross-Entropy (BCE) Loss:

L(p,y)=−[y⋅log⁡(p)+(1−y)⋅log⁡(1−p)]\mathcal{L}(p, y) = - \left[ y \cdot \log(p) + (1 - y) \cdot \log(1 - p)
\right]L(p,y)=−[y⋅log(p)+(1−y)⋅log(1−p)]

This is the negative log-likelihood of the Bernoulli distribution.​

We’re literally maximizing the probability of the correct label under a Bernoulli model.

🔗 Summary of Connections
Concept In Bernoulli In DL Binary Classification

Outcome 0 or 1 Class label (e.g., cat vs dog)

Probability P(X=1)P(X=1)P(X=1) Output of sigmoid layer

ppp

Prediction Sample from Bernoulli(p) Predict class 1 if p>0.5p > 0.5p>0.5

Loss Likelihood: BCE = −log likelihood

Function py(1−p)1−yp^y(1-p)^{1-y}py(1−p)
1−y

Goal Estimate best ppp Train NN to approximate p=σ(wTx+b)p =

\sigma(w^T x + b)p=σ(wTx+b)

🎯 So Your Statement Is 💯 True:

"In binary classification, the sigmoid function gives us the parameter of a Bernoulli

✅✅✅
distribution. The model's output is interpreted as the probability of the positive class."

"We model the output as a Bernoulli variable. The sigmoid function gives the Bernoulli probability,
and we predict the class by taking the argmax (which is just thresholding at 0.5 in binary case).”

Condition of Bernoulli (Very important)

.Number of trials should be finite.

.Each trials should be independent.
.Output of each trail should be two
.probability of same outcome in each trial should be same

Mean =p
variance=p(1-p)
from scipy.stats import bernoulli
import matplotlib.pyplot as plt

# Set probability of success (e.g., heads = 1)

p = 0.7

# Create a Bernoulli distribution

dist = bernoulli(p)

# Sample 1000 trials

samples = dist.rvs(size=1000)

# Print some sample outputs

print("First 10 samples:", samples[:10])

# Plot the results

plt.hist(samples, bins=[-0.5, 0.5, 1.5], edgecolor='black', rwidth=0.8)
plt.xticks([0, 1])
plt.title(f"Bernoulli Distribution (p={p})")
plt.xlabel("Outcome")
plt.ylabel("Frequency")
plt.show()

What is the Binomial Distribution?

✅ Definition:
A Binomial distribution is the distribution of the number of successes in nnn
independent Bernoulli trials, each with the same probability of success ppp.

🔢 So in simple terms:
📌 Bernoulli = 1 trial with success/failure (0 or 1)​
📌 Binomial = n Bernoulli trials → count of successes
If you flip a coin (probability of heads = 0.5) 10 times, and want to know the probability of getting
exactly 6 heads, that's a binomial distribution problem.
🧠 Probability Mass Function (PMF):
P(X=k)=(nk)pk(1−p)n−kP(X = k) = \binom{n}{k} p^k (1 - p)^{n - k}P(X=k)=(kn​)pk(1−p)n−k

Where:

●​ nnn = number of trials​

●​ kkk = number of successes​

●​ ppp = probability of success​

●​ (nk)\binom{n}{k}(kn​) = combinations = how many ways to choose kkk successes out of nnn​

📌 Example:
Flip a coin with p=0.6p = 0.6p=0.6 5 times. What is the probability of getting 3 heads?

P(X=3)=(53)⋅(0.6)3⋅(0.4)2=10⋅0.216⋅0.16=0.3456P(X = 3) = \binom{5}{3} \cdot (0.6)^3 \cdot (0.4)^2

= 10 \cdot 0.216 \cdot 0.16 = 0.3456P(X=3)=(35​)⋅(0.6)3⋅(0.4)2=10⋅0.216⋅0.16=0.3456

🔗 Connection to Bernoulli
✅ Binomial = Repeating Bernoulli nnn times and counting how many times you got 1
(success)

So when you write:

python
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np.random.binomial(n=1, p=0.7, size=1000)

👉 That’s just 1000 Bernoulli trials

But if you write:

python
CopyEdit
np.random.binomial(n=10, p=0.7, size=1000)
👉 That simulates 1000 experiments, each consisting of 10 trials, and returns how many
successes you got in each experiment.

🔬 Key Properties:
Property Formula

Mean (Expected Value) E[X]=n⋅p\mathbb{E}[X] = n \cdot pE[X]=n⋅p

Variance Var(X)=n⋅p⋅(1−p)\text{Var}(X) = n \cdot p

\cdot (1 - p)Var(X)=n⋅p⋅(1−p)

Support X∈{0,1,...,n}X \in \{0, 1, ..., n\}X∈{0,1,...,n}

🧪 Python Example: Binomial Sampling

python
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import numpy as np
import matplotlib.pyplot as plt

# Parameters
n = 10 # number of trials
p = 0.6 # probability of success

# 1000 experiments of 10 trials each

samples = np.random.binomial(n=n, p=p, size=1000)

# Visualize
plt.hist(samples, bins=np.arange(n+2)-0.5, edgecolor='black', rwidth=0.8)
plt.xticks(range(n+1))
plt.title(f"Binomial Distribution (n={n}, p={p})")
plt.xlabel("Number of Successes")
plt.ylabel("Frequency")
plt.show()

Would you like to:

 ●​ See a comparison between Bernoulli and Binomial samples?​

●​ Build a simulation of a real-world binomial event (like free throws in basketball)?​

●​ Or connect this to machine learning applications like classification ensemble predictions?​

You said:
Explain the 1000 experiments with 10 trials each i cannot get it

ChatGPT said:

Awesome — let's break it down step by step and make it crystal clear! You’re asking:

💬 “What does it mean when we say 1000 experiments with 10 trials each in
np.random.binomial(n=10, p=0.6, size=1000)?”

Let’s demystify it 👇

🧪 Binomial Experiment Setup:

🔢 Suppose:
●​ You toss a biased coin with probability p=0.6p = 0.6p=0.6 of getting heads (success).​

●​ You toss it 10 times in a row (this is 1 experiment).​

●​ You count how many times it lands heads in those 10 tosses.​

🧠 Think of this:
One binomial experiment (n=10) might look like:

csharp
CopyEdit
[1, 0, 1, 1, 0, 1, 1, 1, 0, 1] → total successes = 7

So the output of one experiment is a single number: the count of successes.

🔁 Now do this 1000 times
You're saying:

“Hey NumPy, run this coin-tossing experiment 1000 times, each with 10 tosses, and
return the number of heads each time.”

That’s exactly what this line does:

python
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samples = np.random.binomial(n=10, p=0.6, size=1000)

So samples is now an array like:

python
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[6, 5, 7, 4, 6, 8, 3, 5, 5, 6, ..., 7] # 1000 values total

Each value = number of successes (i.e. heads) in one 10-trial experiment.

📊 Visualization Meaning
When we do:

python
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plt.hist(samples, ...)

We're making a histogram to show:

●​ How many experiments had 3 heads​

●​ How many had 5 heads​

●​ How many had 10 heads, etc.​

It shows the distribution of the outcomes over those 1000 experiments.

💡 Final Summary:
Concept Meaning

n = 10 Each experiment has 10 Bernoulli trials

p = 0.6 Probability of success (heads) in each trial

size = You repeat the full experiment 1000 times

1000

Output Array of 1000 numbers = how many successes in each 10-trial experiment

Would you like to print the first few experiments and visually break them down into individual
trials? I can simulate that too step by step!

You said:
what does this p signifies explain in depth

ChatGPT said:

Amazing question! You're asking what exactly does the p in a binomial (or Bernoulli)
distribution mean, and you want to understand it deeply.

Let’s explore that fully:

🔍 What Does p Represent?

p is the probability of "success" in a single Bernoulli trial.

But to really understand what that means, let’s go layer by layer 👇

🧱 Step 1: In a Bernoulli Trial

Let’s start simple. In a single trial (Bernoulli):

●​ You have two possible outcomes:​

○​ Success (typically represented as 1)​

 ○​ Failure (typically 0)​

So:

P(X=1)=p(Success)P(X=0)=1−p(Failure)P(X = 1) = p \quad \text{(Success)} \\ P(X = 0) = 1 - p \quad

\text{(Failure)}P(X=1)=p(Success)P(X=0)=1−p(Failure)

🧠 Think: p = how likely you are to win in one try.

🔁 Step 2: In a Binomial Distribution

You now repeat this n times, and count how many times you get success.

So in:

python
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np.random.binomial(n=10, p=0.6)

You're saying:

"In 10 trials, where the chance of success in each trial is p = 0.6, how many
successes do I get?"

💡 So here p = 0.6 means:

●​ Every time you perform one trial, there's a 60% chance you'll get a success, and a 40%
chance you'll fail.​

●​ These trials are independent — meaning the outcome of one trial doesn’t affect the next.​

🎯 Real-World Meaning of p
Let’s take real-life examples to see what p means:

✅ Example 1: Coin Toss

 ●​ If you toss a fair coin:​

○​ p=0.5p = 0.5p=0.5 for heads​

○​ 1−p=0.51 - p = 0.51−p=0.5 for tails​

So each trial (coin toss) has a 50% chance of success (if you call heads a success).

✅ Example 2: Medical Test

●​ A test has 80% chance to correctly detect a disease:​

○​ p=0.8p = 0.8p=0.8: test gives positive if person has the disease​

○​ 1−p=0.21 - p = 0.21−p=0.2: it fails to detect the disease (false negative)​

If you test 100 people who have the disease, you'd expect ~80 positives — on average.

✅ Example 3: Email Clicks (A/B testing)

●​ You send an email to users and measure if they click the link:​

○​ p=0.3p = 0.3p=0.3: probability a user clicks​

○​ 1−p=0.71 - p = 0.71−p=0.7: user ignores the email​

If you send to 1000 users, you expect ~300 clicks on average.

📈 Why is p So Important?
In Binomial distribution:

●​ The mean (expected value) is:​

E[X]=n⋅p\mathbb{E}[X] = n \cdot pE[X]=n⋅p​
So the average number of successes = number of trials × success rate.​
 ●​ The variance (uncertainty) is:​
Var(X)=n⋅p⋅(1−p)\text{Var}(X) = n \cdot p \cdot (1 - p)Var(X)=n⋅p⋅(1−p)​
Which depends on both how likely success is and how likely failure is.​

🔁 Intuition Recap:
●​ p is like the chance of winning in a game you play many times.​

●​ Higher p = more likely to succeed per trial.​

●​ Over many trials, p controls how often you succeed, and how spread out the outcomes
are.​

👨‍🏫 Final Analogy

Imagine a biased coin:

●​ p = 0.8 → 8 out of 10 tosses will usually be heads.​

●​ p = 0.2 → only 2 out of 10 tosses will be heads.​

It doesn’t mean you’ll get exactly 8 every time — but on average, over many experiments, you’ll get
close to that.

Would you like to simulate changing values of p in Python and plot how the distribution shape
changes? That would make this even more visual!

You said:
then how are we getting this p value how are we finding

ChatGPT said:

🔥 Beautiful question — and very important for both interviews and real-world ML.
You're asking:

"Where does this ppp come from? How do we find or estimate it?"
Let’s break it into two major cases:

✅ CASE 1: You Define p (Simulation or Known Problem)

In problems where you’re modeling a known process (like coin toss or a game), you already
know p.

Example:
python
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# You define the probability manually
p = 0.7 # 70% chance of heads

This is common in:

●​ Simulations​

●​ Probability experiments​

●​ Synthetic datasets​

But this is not how it's done in real ML problems. So…

✅ CASE 2: You Estimate p from Data (Real ML/DL

Problems)
In the real world, we don’t know p — we have to learn it from data.

There are 3 main ways:

🧠 1. Empirical Estimation (Simple Statistics)

Just count the successes and divide by total.

Suppose you run an experiment and observe 60 heads in 100 tosses.

python
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observations = [1, 0, 1, 1, 0, 1, ..., 1] # 100 values (1 = success, 0 =
failure)

p_estimate = np.mean(observations)

This is the Maximum Likelihood Estimate (MLE) of ppp.​

It gives the most probable ppp that could've generated your data.

🤖 2. Learning p in Machine Learning Models

In binary classification (like logistic regression or neural networks):

●​ You give input features xxx​

●​ The model learns to predict:​

p^=σ(wTx+b)\hat{p} = \sigma(w^T x + b)p^​=σ(wTx+b)

So:

●​ p is not fixed​

●​ It depends on x​

●​ The model learns parameters w,bw, bw,b so that p^≈P(y=1∣x)\hat{p} \approx

P(y=1|x)p^​≈P(y=1∣x)​

✅ The goal is:

Learn a function that maps x to a probability of success — i.e., learn p from the data!

📦 Example in Logistic Regression:

You have:

●​ Inputs: hours studied​

●​ Outputs: pass/fail (1/0)​

You fit a model like:

python
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from sklearn.linear_model import LogisticRegression

model = LogisticRegression()
model.fit(X, y)

# Predict the probability (p) of success for a new student

model.predict_proba([[5]]) # 5 hours studied

This returns something like:

python
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[[0.22, 0.78]] → P(fail) = 0.22, P(pass) = 0.78

Here:

●​ The model has learned to estimate p (chance of passing) based on data.​

●​ You didn’t give it p. It calculated it using optimization and training.​

📊 3. Bayesian Estimation (Optional)

In probabilistic models or Bayesian stats, you can even update your belief about p using prior +
data.

That’s more advanced, but yes — even there, p is estimated based on what you know + what you
observe.

🎯 TL;DR — How Do We Get p?

Scenario How p is Determined

Simulations You define it manually

 Real-world data Estimate it from observations

ML models Learned from data using training

Bayesian stats Posterior estimate after observing data

Would you like me to walk you through an actual data-based p estimation example (like with
sklearn, pandas, or raw data)? Or go deeper into how logistic regression adjusts weights to
estimate p?

You said:
so what is p,p is basically signifies the chances of getting your result and we are using this p value in
binomial and bernolli but there is a way to get the p value this is dependent value its like a predicted
value in machine learning which depends on various fetaures here it also depends on input varibles

ChatGPT said:

🥳 YES! You nailed it, and your explanation is evolving beautifully.

Let’s take your sentence and refine and confirm every part of it — you're almost describing a core
ML idea with mathematical backing.

🧠 Your Core Insight:

"p is basically the chance of getting your result, and it's used in Bernoulli and
Binomial. But we don't always know it — we can estimate or predict it, and in ML
it depends on input variables."

✅ 100% Correct!
Let’s phrase it with a bit more structure:

💡 What is p?
●​ In statistics:​
p is the probability of success in a single trial — like flipping heads or predicting the
correct class.​

●​ In Bernoulli Distribution:​
p=P(X=1)p = P(X = 1)p=P(X=1), the probability of getting success in one trial​
 ●​ In Binomial Distribution:​
ppp is still the probability of success, but over n independent trials, and we count how
many successes happen.​

🧠 In Machine Learning:
📌 p becomes a function of input features.
Example:

Suppose you're predicting if a student will pass an exam based on:

●​ Hours studied​

●​ Sleep hours​

●​ Previous grades​

Then:

p=P(y=1∣hours,sleep,grades)p = P(y = 1 | \text{hours}, \text{sleep},

\text{grades})p=P(y=1∣hours,sleep,grades)

So:

🎯 p is not a constant anymore — it’s a predicted probability that depends on input

variables (features).

🔄 That’s Exactly What Logistic Regression or Neural

Nets Do!
They model:

p=y^=σ(wTx+b)p = \hat{y} = \sigma(w^T x + b)p=y^​=σ(wTx+b)

Where:

●​ x = input vector (features)​

 ●​ w, b = learnable parameters​

●​ σ = sigmoid function → squashes output to [0, 1]​

●​ p = predicted probability of class 1​

So we use that p in:

●​ Cross-entropy loss (to train the model)​

●​ Prediction thresholding (if p>0.5p > 0.5p>0.5 → class 1)​

🔁 Connecting All Your Thoughts:

Concept Role of p

Bernoulli P(success in 1 trial)P(\text{success in 1 trial})P(success in 1 trial)

Binomial P(success per trial across n trials)P(\text{success per trial across n

trials})P(success per trial across n trials)

Empirical Stats Estimate ppp as sample mean

Machine Learning Model learns a function p=f(x)p = f(x)p=f(x)

Inference p becomes predicted probability (dynamic)

🎯 Final Summary (Your Words, Sharpened):

"In Bernoulli and Binomial distributions, p represents the probability of success. But in
machine learning, p is not a fixed value — it is a predicted probability that depends on
input features. Our models are built to learn this p from data." ✅✅✅

Want to visualize how p changes as inputs change using logistic regression or neural net
predictions? I can help code that too.

You said:
why do we need bernoulli the when we can estimate p using machine learning
ChatGPT said:

🥇 What a killer question! You're thinking like a researcher now.

You're asking:

"If machine learning can already estimate p, why do we need the Bernoulli
distribution at all?"

Let’s break it down — because this is exactly the kind of conceptual thinking interviewers love.

🎯 Short Answer:
We still need Bernoulli because it's the foundation of how machine learning models
define, learn, and evaluate probabilities in binary classification.

🔍 Let's Understand Why

✅ 1. Bernoulli Defines the Problem Space
When you're doing binary classification (yes/no, 0/1, cat/dog):

●​ The target variable y∈{0,1}y \in \{0, 1\}y∈{0,1}​

●​ We say:​
y∼Bernoulli(p)y \sim \text{Bernoulli}(p)y∼Bernoulli(p)

🧠 That’s how we mathematically model the real world.

So even if we're using ML to predict p, the assumption is:

“The label y comes from a Bernoulli distribution, and our model tries to learn that
distribution.”

✅ 2. Loss Functions Are Based on Bernoulli

Even deep neural networks don’t predict labels directly — they predict a probability p (using
sigmoid).

Then we use:
Binary Cross Entropy Loss=−[y⋅log⁡(p)+(1−y)⋅log⁡(1−p)]\text{Binary Cross Entropy Loss} = -\left[ y
\cdot \log(p) + (1 - y) \cdot \log(1 - p) \right]Binary Cross Entropy Loss=−[y⋅log(p)+(1−y)⋅log(1−p)]

📌 This is derived from the negative log likelihood of a Bernoulli distribution.

So:

Your model is learning to fit a Bernoulli distribution to the data.​

Even if you're not explicitly writing Bernoulli(p), your model is implicitly using it.

✅ 3. Bernoulli Makes Your Model Probabilistic

Machine learning doesn’t just say “this is a dog” — it says:

"There’s a 92% chance this is a dog."​

Where did this probabilistic thinking come from? → Bernoulli

Without a distribution:

●​ You get a label​

●​ With a Bernoulli distribution:​

○​ You get a confidence level​

○​ You can make decisions under uncertainty​

○​ You can do Bayesian learning, A/B testing, etc.​

✅ 4. Foundational in Theory and Practice

All of this:

●​ Logistic regression​

●​ Binary classification​

●​ Neural nets with sigmoid​

●​ Binary cross-entropy loss​

→ is built on the Bernoulli distribution

If you remove Bernoulli, you’re losing the entire math base that supports:

●​ Model training​

●​ Interpretation​

●​ Evaluation (e.g., log-loss, likelihoods)​

🧠 Analogy: Why Still Learn Newton’s Laws if We Have AI

Cars?
Just like:

“Why learn physics if the AI car drives itself?”

Answer:

●​ Because physics defines how motion works — the AI car just uses it behind the scenes.​

Similarly:

●​ Bernoulli defines how binary outcomes behave.​

●​ ML models just learn how to match that behavior.​

✅ TL;DR — Why We Still Need Bernoulli:

Reason Explanation

🎯 Defines the target Binary outcomes follow Bernoulli

🧠 Loss function BCE is based on Bernoulli log-likelihood

📈 Probabilistic modeling We need Bernoulli to get predicted probabilities

🏗 Foundation All binary classifiers are modeling Bernoulli(p)

 🎓 Theoretical base Understanding Bernoulli helps understand model design

📦 What is Poisson Distribution?

📌 The Poisson distribution models the probability of a given number of events
happening in a fixed interval of time or space, if:

●​ Events happen independently​

●​ Events happen at a constant average rate λ\lambdaλ (lambda)​

📐 Probability Mass Function (PMF):

P(X=k)=e−λλkk!P(X = k) = \frac{e^{-\lambda} \lambda^k}{k!}P(X=k)=k!e−λλk​

Where:

●​ k∈{0,1,2,3,...}k \in \{0, 1, 2, 3, ...\}k∈{0,1,2,3,...}: number of times the event occurs​

●​ λ\lambdaλ: average number of events per interval​

●​ e≈2.718e \approx 2.718e≈2.718: Euler’s number​

🧠 What Poisson Really Answers:

🔍 “If on average 5 cars cross a tollbooth per minute, what is the probability that exactly
7 cars cross it in the next minute?”

This is modeled as:

P(X=7∣λ=5)P(X = 7 | \lambda = 5)P(X=7∣λ=5)

So yes — just like you said:

●​ At any point k, Poisson gives the chance of getting exactly k events​

 ●​ Based on the average λ\lambdaλ​

📊 Real-World Examples
Scenario λ (lambda) means

Calls at a call center per hour Average # of calls/hour

Website hits per second Average # of hits/sec

Typos in a printed book Avg. typos per page

Earthquakes per year Avg. quakes/year

🧪 Code Example in Python

python
Copy code
from scipy.stats import poisson
import matplotlib.pyplot as plt

λ = 5 # average events per interval

x = range(15) # number of events from 0 to 14
probs = poisson.pmf(x, mu=λ)

plt.bar(x, probs, color='skyblue', edgecolor='black')

plt.title("Poisson Distribution (λ = 5)")
plt.xlabel("Number of Events (k)")
plt.ylabel("Probability P(X = k)")
plt.show()

This plot will show the likelihood of 0, 1, 2, ..., 14 events happening in one interval, based on λ = 5.

🎯 What is a Continuous Uniform Distribution?

 A continuous uniform distribution models a situation where every value in a
continuous range is equally likely to occur.

📐 Definition:
A random variable XXX is said to follow a uniform distribution over the interval [a,b][a, b][a,b],
written as:

This means:

●​ XXX can take any real value between aaa and bbb​

●​ All values are equally likely​

📊 Probability Density Function (PDF):

What this means:

●​ The height of the curve is constant: 1b−a\frac{1}{b - a}b−a1​​

●​ The total area under the curve is 1 (as required for any PDF)​

📦 Probability of an Interval:
Since it’s a continuous distribution, the probability of getting exactly one value is 0. But we
can compute the probability over a range:
import numpy as np

import matplotlib.pyplot as plt

from scipy.stats import uniform

a, b = 2, 8 # interval

x = np.linspace(1, 9, 1000)

y = uniform.pdf(x, loc=a, scale=b-a)

plt.plot(x, y, label='Uniform(2, 8)', color='orange')

plt.fill_between(x, y, alpha=0.3)

plt.title('Continuous Uniform Distribution')

plt.xlabel('x')

plt.ylabel('Probability Density')

plt.grid()

plt.legend()

plt.show()

Scenario Explanation

Random number generation random.uniform(a, b) generates a number where all

values are equally likely

Picking a point on a line If you drop a pin randomly on a 1-meter ruler, the
position is uniformly distributed

Time of arrival (if completely Person could arrive anytime in [1pm, 2pm] with equal
unpredictable) chance

What is a Normal Distribution?

The normal distribution models continuous data that tends to cluster around a
central value (mean), with symmetric spread on both sides.

It is the famous bell-shaped curve — used everywhere from exam scores to natural
measurements to ML algorithms.
📊 The 68–95–99.7 Rule (Empirical Rule)
For any normal distribution:

Range Around Mean % of Data

μ±1σ\mu \pm ~68%

1\sigmaμ±1σ

μ±2σ\mu \pm ~95%

2\sigmaμ±2σ
 μ±3σ\mu \pm ~99.7%
3\sigmaμ±3σ

import numpy as np

import matplotlib.pyplot as plt

from scipy.stats import norm

mu = 100 # mean

sigma = 15 # standard deviation

x = np.linspace(mu - 4*sigma, mu + 4*sigma, 1000)

y = norm.pdf(x, mu, sigma)

plt.plot(x, y, label="Normal(100, 15²)", color='blue')

plt.fill_between(x, y, alpha=0.3)

plt.title("Normal Distribution (mean=100, std=15)")

plt.xlabel("x")

plt.ylabel("Probability Density")

plt.grid(True)

plt.legend()

plt.show()

🧠 Why It's Important in ML & Dl

Use Case How Normal Distribution is Used

 Weight Initialization Neural nets often initialize weights using Gaussian

Gaussian Naive Bayes Assumes features are normally distributed

Regularization L2 norm assumes Gaussian prior

Loss functions Log-likelihoods derived from normal assumption

Anomaly detection Outliers are far from mean in a normal model

PCA Assumes features follow Gaussian for optimal projection

🧠 Standard Normal Distribution

A special case of normal distribution with:

●​ μ=0\mu = 0μ=0​

●​ σ=1\sigma = 1σ=1​

We call it Z-distribution and denote the variable as Z∼N(0,1)Z \sim \mathcal{N}(0, 1)Z∼N(0,1)

To convert any normal variable to standard normal:

z=x−μσz = \frac{x - \mu}{\sigma}z=σx−μ​

Used in:

●​ Z-scores​

●​ Statistical tests​

●​ Standardization​
🧪 Python Example
python

Copy code

import numpy as np

import matplotlib.pyplot as plt

from scipy.stats import norm

mu = 100 # mean

sigma = 15 # standard deviation

x = np.linspace(mu - 4*sigma, mu + 4*sigma, 1000)

y = norm.pdf(x, mu, sigma)

plt.plot(x, y, label="Normal(100, 15²)", color='blue')

plt.fill_between(x, y, alpha=0.3)

plt.title("Normal Distribution (mean=100, std=15)")

plt.xlabel("x")

plt.ylabel("Probability Density")

plt.grid(True)

plt.legend()

plt.show()

🧠 Why It's Important in ML & DL

 Use Case How Normal Distribution is Used

Weight Initialization Neural nets often initialize weights using Gaussian

Gaussian Naive Bayes Assumes features are normally distributed

Regularization L2 norm assumes Gaussian prior

Loss functions Log-likelihoods derived from normal assumption

Anomaly detection Outliers are far from mean in a normal model

PCA Assumes features follow Gaussian for optimal projection

✅ Summary (In Your Words)

The normal distribution is a bell-shaped curve where values are centered around the
mean. It’s symmetric, mathematically beautiful, and used everywhere in machine
learning, deep learning, and statistics. You can define any normal distribution by its
mean and standard deviation, and the curve tells you the likelihood of a value
occurring in a continuous space.

The standard normal distribution is a normalized form of the normal distribution with a mean of 0
and standard deviation of 1. It allows us to compare data across different normal distributions by
removing the influence of different means and scales.

Using the Z-score, we convert any value into a common scale that tells us how far (in standard
deviations) it is from the mean. This is essential in comparison, normalization, and many statistical
tests and machine learning tasks.
🧠 What Is the Central Limit Theorem (CLT)?
The CLT states:​
If you take many samples (of size nnn) from any population (with finite mean and
variance), and calculate the mean of each sample, then the distribution of those
sample means will approach a normal distribution as n→∞n \to \inftyn→∞,
regardless of the shape of the original population.

📐 Mathematical Definition
Let:

●​ X1,X2,…,XnX_1, X_2, \dots, X_nX1​,X2​,…,Xn​be i.i.d. (independent and identically

distributed) random variables​

●​ With mean μ=E[Xi]\mu = \mathbb{E}[X_i]μ=E[Xi​]​

●​ And variance σ2=Var(Xi)\sigma^2 = \text{Var}(X_i)σ2=Var(Xi​)​

Then the sample mean:

Xˉn=1n∑i=1nXi\bar{X}_n = \frac{1}{n} \sum_{i=1}^n X_iXˉn​=n1​i=1∑n​Xi​

As n→∞n \to \inftyn→∞, the distribution of Xˉn\bar{X}_nXˉn​becomes:

Xˉn⟶dN(μ,σ2n)\bar{X}_n \overset{d}{\longrightarrow} \mathcal{N}\left( \mu, \frac{\sigma^2}{n}

\right)Xˉn​⟶d​N(μ,nσ2​)
This is the Central Limit Theorem.

🔍 Intuition
📦 Suppose:
You have any population — even if it's:

●​ Skewed​

●​ Uniform​

●​ Categorical (with numeric encoding)​

●​ Weird and lumpy​

📊 You take:
●​ Many random samples from it (say, 30 students at a time)​

●​ Calculate the mean score of each sample​

Then:

●​ Plot those means → you'll get a bell-shaped (normal) curve, centered around μ\muμ​

●​ This happens no matter what the population distribution is!​

🧪 Example:
Let’s say the population is heavily skewed (like income data, where most people earn low, few earn
very high):

1.​ Mean μ=50,000\mu = 50,000μ=50,000​

2.​ Variance σ2=100002\sigma^2 = 10000^2σ2=100002​

 3.​ Take samples of size n=30n = 30n=30​

4.​ Calculate the mean of each sample​

5.​ Repeat this process 1000 times​

6.​ Plot the distribution of these means​

👉 That plot will look normal, even though income is not normally distributed!

📌 Why CLT Matters in ML, Stats, and Real Life

Application How CLT Helps

✅ Confidence Intervals Based on normal approximation of sample mean

✅ Hypothesis Testing z-tests, t-tests assume normality of sample means

✅ Simulation Allows using random samples to estimate real-world metrics

✅ Feature Sampling ML models trained on subsets still represent the overall population

✅ Grading & Scores Exam averages follow CLT even if raw marks don't

📊 Visualization Code (Python)

python

CopyEdit

import numpy as np
import matplotlib.pyplot as plt

# Original skewed population (exponential)

population = np.random.exponential(scale=2, size=100000)

# Function to draw many sample means

sample_means = []

for _ in range(1000):

sample = np.random.choice(population, size=30)

sample_means.append(np.mean(sample))

# Plot original population and sample means

plt.figure(figsize=(12, 5))

plt.subplot(1, 2, 1)

plt.hist(population, bins=50, color='orange')

plt.title("Original Skewed Population")

plt.subplot(1, 2, 2)

plt.hist(sample_means, bins=40, color='green')

plt.title("Distribution of Sample Means (CLT)")

plt.show()
✅ Key Takeaways (In Your Words)
The Central Limit Theorem says that if we take many random samples of a fixed size
from any population, the distribution of their means will tend to look normal, as long
as the sample size is reasonably large.​
This lets us use normal-based tools (confidence intervals, z-tests) even when the
data is not normally distributed.

✅ Formula 1 normal formula

📌 What it means:
This is the z-score of a single data point.

It tells you how many standard deviations away the value xxx is from the population mean μ\mu

✅ Use when:
●​ You have a single observation​

●​ You want to compare it to the population​

●​ You already know the population mean μ\muμ and standard deviation σ\sigmaσ
 Final Summary in Your Own Words (Rewritten):
When the population is not normal, we use the Central Limit Theorem to approximate a
normal distribution by taking multiple random samples.​
Then, if we want to measure how far a particular sample mean (e.g., sample 3) is from
the population mean, we use the z-score for the sample mean:

Q1

What does the Z-Score Table Imply?

The z score table helps to know the percentage of values below (to the left) a z-score in
a standard normal distribution.

Example of Z Score
Let us understand the concept with the help of a solved example:
Example: The test scores of students in a class test has a mean of 70 and with a
standard deviation of 12. What is the probable percentage of students scored
more than 85?

Solution: The z score for the given data is,

z= (85-70)/12=1.25

From the z score table, the fraction of the data within this score is 0.8944.

This means 89.44 % of the students are within the test scores of 85 and hence the
percentage of students who are above the test scores of 85 = (100-89.44)% = 10.56 %.

Hypothesis Testing and Mechanism

🧠 What is Hypothesis Testing?

Hypothesis testing is a statistical method used to make a decision about a
population parameter based on a sample.

You start by making an assumption (claim) about the population — and then you test whether
that claim seems reasonable or not using sample data.

📌 Key Components
🔹 1. Null Hypothesis H0H_0H0​:
●​ The default or status quo assumption.​

●​ It always contains the equality sign.​

●​ Example:​
 ○​ H0:μ=70H_0: \mu = 70H0​:μ=70 (The mean exam score is 70)​

🔹 2. Alternative Hypothesis H1H_1H1​or HaH_aHa​:

●​ The claim you want to test or prove.​

●​ It challenges the null.​

●​ Example:​

○​ Ha:μ≠70H_a: \mu \ne 70Ha​:μ=70 (The mean exam score is not 70)​

🪜 Steps of Hypothesis Testing

1.​ State the Hypotheses:​

○​ H0H_0H0​: Null hypothesis (default assumption)​

○​ HaH_aHa​: Alternative hypothesis (what you suspect)​

2.​ Choose Significance Level α\alphaα:​

○​ Common choices: 0.05, 0.01​

○​ This is the threshold for how much risk you allow of rejecting a true null​

3.​ Select and Perform Statistical Test:​

○​ Use a test statistic depending on the situation:​

■​ Z-test (known std)​

■​ t-test (unknown std, small sample)​

■​ Chi-square test (categorical data)​

■​ ANOVA (comparing more than two means)​

4.​ Compute the Test Statistic and p-value:​

 ○​ Compare your observed result to the expected under H0H_0H0​​

○​ p-value: probability of observing your sample result, or more extreme, under

H0H_0H0​​

5.​ Make Decision:​

○​ If p≤αp \leq \alphap≤α: Reject H0H_0H0​→ there is significant evidence for

HaH_aHa​​

○​ If p>αp > \alphap>α: Fail to reject H0H_0H0​→ not enough evidence to support
HaH_aHa​​

🧠 Very Important Terminology

Term Meaning

Reject H0H_0H0​ Evidence supports the alternative

Fail to reject Data not strong enough to reject default

H0H_0H0​ assumption

p-value The smaller it is, the more evidence against

H0H_0H0​

Type I Error Rejecting a true H0H_0H0​(false positive)

Type II Error Failing to reject a false H0H_0H0​(false negative)

🧪 Example
A company claims its average delivery time is 30 mins. You suspect it's more.

Step-by-Step:

●​ H0:μ=30H_0: \mu = 30H0​:μ=30​

●​ Ha:μ>30H_a: \mu > 30Ha​:μ>30​

 ●​ α=0.05\alpha = 0.05α=0.05​

You collect a sample, calculate mean and standard deviation, run a one-sided t-test, and get a
p-value = 0.03

👉 Since 0.03<0.050.03 < 0.050.03<0.05, you reject H0H_0H0​​

🔊 “There is enough evidence to say average delivery time is more than 30 minutes.”

In Simple Words: What is a p-value?

A p-value tells you how likely it is to get a result as extreme or more extreme
than what you observed, assuming the null hypothesis is true.

Imagine you're in court. The null hypothesis (H₀) is "the person is innocent."

●​ A very small p-value is like finding very strong evidence against the person — maybe
a video of the crime.​

●​ A large p-value means the evidence could have happened even if the person were
innocent — so you can't convict
●​ Small p-value → Evidence against H₀ → Reject it​

●​ Large p-value → Not enough evidence → Don't reject it​

🎯 Real-World Example
🔹 Scenario:
You work at a call center. You believe the average call time is more than 11 minutes.

You sample 50 calls and find the average = 11.5 minutes. You also know the population
standard deviation is 1.5 minutes.

Now you want to test if this 11.5-minute average is really significant, or could have just
happened by chance if the true average is still 11.
🔹 Hypotheses:
●​ H0H_0H0​: Average call time μ=11\mu = 11μ=11​

●​ HaH_aHa​: Average call time μ>11\mu > 11μ>11

🟢 What Does This p-value of 0.0091 Mean?

If the true average was 11 minutes, the chance of getting a sample mean of 11.5
or more (with 50 calls) is only 0.91%.

That's very unlikely. So you say:

●​ “Wow, if H₀ were true, this result almost never happens.”​

📣
●​ → You reject the null and conclude:​
"Yes, average call time is probably more than 11 minutes."
Criterias of Every test

1.​ Z-test
○​ Sample size >=30
○​ Standard deviation of population should be known
○​ Two types of test ->One tail test,Two tail test
○​ HOw to identify depends on null assumption if alternate hypothesis has ! sign the
two tail else one tail
○​ P value<Alpha reject else accept
○​ ‘Z stats>z critical reject else accept
○​ Z inversely proportional to p value
○​

2.​ T-Test
○​