Distributions∗

USC Linguistics

August 17, 2007

binomal pdf:  
N
p(c(t)) = p(t)c(t) (1 − p(t))N −c(t) (1)
c(t)
 
n n! n ∗ (n − 1) ∗ ... ∗ (n − (k − 1))
= = (2)
k k!(n − k)! k!
N  
0
X N
p(c (t) > ci (t)) = p(t)ci (t) (1 − p(t))N −ci (t) (3)
ci (t)
i

Binomial PDF; p(t)=.5

0.18
0.16
0.14
0.12
0.1
p(c(t))
0.08
0.06
0.04
0.02
0
0 5 10 15 20
c(t); N=20 events

multinomial pdf:
N!
p(c(v1 ), ..., c(vk )) = p(v1 )c(v1 ) ...p(vk )c(vk ) (4)
c(v1 )!...c(vk )!

∗
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1
normal distribution:
1 (x−µ)2
√ e 2σ2 )
(−
(5)
σ 2π

Normal PDF
0.18 √
µ = 10, σ = 5
0.16
0.14
0.12
0.1
0.08
0.06
0.04
0.02
0
0 5 10 15 20

µ = N p : 20 ∗ .5 = 10 (6)
σ 2 = N p(1 − p) : 10 ∗ .5 = 5 (7)

∞ Z e
X 1 1
e= ; dx = 1 (8)
k! x
k=0 1

δ logb e δ 1
logb (x) = ; loge (x) = (9)
δx x δx x
poisson distribution:

e−E(c(t))E(c(t))c(t)
p(c(t)) = (10)
c(t)!
totaltime 10minutes
E(c(t)) = = = 2.5 (11)
averagetime/event 4minutes/event

E(c(t)) = µ = σ 2 (12)

2
 Normal & Poisson PDFs
0.14 √
µ = 10, σ = 10
0.12 ♦ ♦ E(c(t)) = 10 ♦
♦ ♦
0.1
♦ ♦
0.08
p(c(t)) ♦
0.06 ♦
♦
0.04 ♦ ♦
0.02 ♦ ♦
♦
♦ ♦ ♦
0♦ ♦ ♦ ♦
0 5 10 15 20
c(t)

gamma function:
Z∞
Γ(α) = xα−1 e−x dx (13)
0

for α ∈ N:
Γ(α) = (α − 1)! (14)
gamma pdf:
λα α−1 −λx
p(x) = x e (15)
Γ(α)
χ2 : f◦ =degrees of freedom
f◦ 1
α= ,λ = (16)
2 2
f◦
( 21 ) 2 f◦
−1 1
p(x) = ◦ x 2 e− 2 x (17)
Γ( f2 )

f ◦ = (#rows − 1)(#columns − 1) (18)

T otal(row) ∗ T otal(col)
E= (19)
N
X (O − E)2
χ2 = (20)
E

3
 Gamma PDF (χ2 : f ◦ = 2α; λ = .5)
0.5
α = 10, λ = 2
α = 5, λ = 2
0.4 α = 3, λ = .5
α = 1, λ = .5
α = .5, λ = .5
0.3

0.2

0.1

0
0 2 4 6 8 10

α α
E[X] = ; V ar[X] = 2 (21)
λ λ

E[χ2 ] = 2α = f ◦ ; V ar[χ2 ] = 4α = 2f ◦ (22)

Observed Expected
poor rich poor rich
greedy 80 40 120 greedy 84 36 120
lazy 60 20 80 lazy 56 24 80
total 140 60 200 total 140 60 200

16 16 16 16
χ2 = + + + = 1.59 (23)
84 36 56 24
p(χ2 > 1.59, f ◦ = 1) = .2073 (24)

References
Baird, Davis (1983) “The Fisher/Pearson Chi-Squared Controversy: A Turning Point for Inductive
Inference,” Br J Philos Sci, 34(2), 105–118.