probabilities - People Server at UNCW
Download
Report
Transcript probabilities - People Server at UNCW
• Probability
– classical approach
• P(event E) = Ne/N, where N = total number of possible
outcomes, Ne = total number of outcomes in event E
• assumes equally likely outcomes
• examples? various coin tossing…
– relative frequency approach
• this is the empirical approach: do the experiment, count the
number of times the event occurs, divide by the total number
of times the experiment is done and this becomes the
approximate value of the probability of the event.
• use R to do the experiment “toss a penny and a dime”
penny=sample(c("H","T"),size=100,replace=T)
dime=sample(c("H","T"),size=100,replace=T)
expt=paste(penny,dime,sep=""); table(expt)
– subjective approach
• Rules for events A, B
–
–
–
–
0≤P(A)≤1, for every event A
P(not A) = 1- P(A)
P(A or B) = P(A) + P(B), if A, B are mutually exclusive
P(A and B) = P(A) P(B), if A, B are independent
• Random variables: Discrete
– # of possible values is countable
– distribution is a list of values along with the
corresponding probabilities
– examples: (i) # of Head’s in 3 tosses of a fair coin
(ii) # of voters out of 25 randomly sampled who approve
of the job President Bush is doing
(iii) # of health workers testing positive to TB in an office
of 50 workers
• Random variables: Continuous
– possible values over an interval of numbers
– examples: (i) measurements of lengths, weights,
volume, time, etc. ;
(ii) scores on exams
• The distribution is a density curve
– always lies above the horizontal axis
– total area under the curve is 1
– areas correspond to relative frequencies and
probabilities
– examples: (i) Normal (ii) t (iii) Chi-square (iv) F
(see Figure 4.8 on p. 140)
• Now we’ll look at an important example of each
of these types of random variables: the binomial
is discrete and the normal is continuous.
• Binomial R.V. arises as a count of “successes” in
n independent trials on which there are only two
possible outcomes for each trial.
– X=# of Heads in 10 tosses of a fair coin
– Y=# of seeds in a pack of 25 that germinate
– Z=# of O+ donors waiting in a line of 14 people at the
Red Cross Blood Center
• Knowledge of the distribution of X (or Y or Z)
allows us to answer questions about how likely
the various values of X (or Y or Z) are?
• One of the best known examples of a binomial
experiment is the political poll: Can we estimate
the percentage of adults in the U.S. who have a
favorable rating of the job President Bush is
doing?
• Check out the file of approval ratings of the
President since he took office based on polls
taken by the Pew Research Center:
bush=read.csv(file=file.choose(),header=T)
bush[1:5,] #note the variable named “approve”
attach(bush); approve[1:100]
plot(app[100:1],type=“b”,ylim=c(0,100))
#plot the vector backwards since the file is from
#most recent to earliest in time…
• This poll gives percent
approval - the binomial is
the number of approvals out of n , where n is the
size of the sample of adults taken. In most
national polls, n is around 1000. Look at smaller
values of n to develop the binomial distribution…
n!
P(Y y)
y (1 ) ny , where y 0,...,n
y!(n y)!
n!
P(Y y)
y (1 ) ny , where y 0,...,n
y!(n y)!
Try Example 4.7 on page 132…Can you tell what n and are?
Let’s use R to compute these probabilities… try
help.start() #and then search for Binomial
#the binom function has several types… try them all
#start with this one…
plot(0:20,dbinom(0:20,size=20, prob=.85))
#to see the B(20,.85) distribution - notice the
#skewness to the left!
The mean and standard deviation of a B(n,) r.v. are given by the
formulas:
mean = n and standard deviation = sqrt(n ))
Use R to do some simulation of the binomial variable… try rbinom
• HW (discrete/binomial):
#4.5,4.6,4.10,4.16,4.22-23 (use R), 4.28
(use R)
• HW (continuous/normal): #4.33-44, 4.46
4.48
7