1.

Sample Space and Probability

Part IV: Pascal Triangle and
Bernoulli Trials
ECE 302 Spring 2012
Purdue University, School of ECE
Prof. Ilya Pollak

ConnecGon between Pascal triangle and

probability theory: Number of successes in a
sequence of independent Bernoulli trials
A Bernoulli trial is any probabilisGc experiment with two
possible outcomes

Ilya Pollak

ConnecGon between Pascal triangle and

probability theory: Number of successes in a
sequence of independent Bernoulli trials
A Bernoulli trial is any probabilisGc experiment with two
possible outcomes, e.g.,
Will CiGgroup become insolvent during next 12 months?
Democrats or Republicans in the next elecGon?
Will Dow Jones go up tomorrow?
Will a new drug cure at least 80% of the paGents?

Ilya Pollak

ConnecGon between Pascal triangle and

probability theory: Number of successes in a
sequence of independent Bernoulli trials
A Bernoulli trial is any probabilisGc experiment with two
possible outcomes, e.g.,
Will CiGgroup become insolvent during next 12 months?
Democrats or Republicans in the next elecGon?
Will Dow Jones go up tomorrow?
Will a new drug cure at least 80% of the paGents?

Terminology: someGmes the two outcomes are called

success and failure.
Suppose the probability of success is p. What is the
probability of k successes in n independent trials?
Ilya Pollak

Probability of k successes in n
independent Bernoulli trials
n independent coin tosses, P(H) = p

Ilya Pollak

Probability of k successes in n
independent Bernoulli trials
n independent coin tosses, P(H) = p
E.g., P(HTTHHH) = p(1-p)(1-p)p3 = p4(1-p)2

Ilya Pollak

Probability of k successes in n
independent Bernoulli trials
n independent coin tosses, P(H) = p
E.g., P(HTTHHH) = p(1-p)(1-p)p3 = p4(1-p)2
P(specic sequence with k Hs and (n-k) Ts) = pk (1-p)n-k

Ilya Pollak

Probability of k successes in n
independent Bernoulli trials

n independent coin tosses, P(H) = p

E.g., P(HTTHHH) = p(1-p)(1-p)p3 = p4(1-p)2
P(specic sequence with k Hs and (n-k) Ts) = pk (1-p)n-k
P(k heads) = (number of k-head sequences) pk (1-p)n-k

Ilya Pollak

Probability of k successes in n
independent Bernoulli trials

n independent coin tosses, P(H) = p

E.g., P(HTTHHH) = p(1-p)(1-p)p3 = p4(1-p)2
P(specic sequence with k Hs and (n-k) Ts) = pk (1-p)n-k
P(k heads) = (number of k-head sequences) pk (1-p)n-k

Ilya Pollak

An interesGng property of binomial

coecients
Since P(zero H's) + P(one H) + P(two H's) + + P(n H's) = 1,
n
n k
it follows that p (1 p) nk = 1.
k
k= 0
Another way to show the same thing is to realize that
n
n k
nk
n
n
p
(1
p)
=
(
p
+
(1
p))
=
1
= 1.
k
k= 0

Ilya Pollak

Binomial probabiliGes: illustraGon

Ilya Pollak

Binomial probabiliGes: illustraGon

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Comments on binomial
probabiliGes and the bell curve
Summing many independent random
contribuGons usually leads to the bell-shaped
distribuGon.

Ilya Pollak

Comments on binomial
probabiliGes and the bell curve
Summing many independent random
contribuGons usually leads to the bell-shaped
distribuGon.
This is called the central limit theorem (CLT).
We have not yet covered the tools to precisely
state the CLT, but we will later in the course.

Ilya Pollak

Comments on binomial
probabiliGes and the bell curve
Summing many independent random
contribuGons usually leads to the bell-shaped
distribuGon.
This is called the central limit theorem (CLT).
We have not yet covered the tools to precisely
state the CLT, but we will later in the course.
The behavior of the binomial distribuGon for
large n shown above is a manifestaGon of the
CLT.
Ilya Pollak

InteresGngly, we get the bell curve even for

asymmetric binomial probabiliGes

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This tells us how to empirically esGmate the

probability of an event!
To esGmate the probability p based on n ips,
divide the observed number of Hs by the total
number of experiments: k/n.
To see the distribuGon of k/n for any n, simply
rescale the x-axis in the distribuGon of k.
This distribuGon will tell us
What we should expect our esGmate to be, on
average, and
What error we should expect to make, on average
Ilya Pollak

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Note:
o for 50 flips, the most likely outcome is the correct one, 0.8
o its also close to the average outcome
o its very unlikely to make a mistake of more than 0.2

Ilya Pollak

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If p=0.8, when estimating based on 1000 flips,

its extremely unlikely to make a mistake of
more than 0.05.

Ilya Pollak

If p=0.8, when estimating based on 1000 flips,

its extremely unlikely to make a mistake of
more than 0.05.
Hence, when the goal is to forecast a two-way
election, and the actual p is reasonably far from
1/2, polling a few hundred people is very likely
to give accurate results.

Ilya Pollak

If p=0.8, when estimating based on 1000 flips,

its extremely unlikely to make a mistake of
more than 0.05.
Hence, when the goal is to forecast a two-way
election, and the actual p is reasonably far from
1/2, polling a few hundred people is very likely
to give accurate results.
However,
o independence is important;
o getting a representative sample is important
(for a country with 300M population, this is
tricky!)
o when the actual p is extremely close to 1/2
(e.g., the 2000 presidential election in Florida or
the 2008 senatorial election in Minnesota),
pollsters forecasts are about as accurate as a
random guess.

Ilya Pollak

The 2008 Franken-Coleman elecGon

Franken 1,212,629 votes
Coleman 1,212,317 votes
In our analysis, we will disregard third party
candidate who got 437,505 votes (he actually
makes pre-elecGon polling even more
complicated)
EecGvely, p 0.500064

Ilya Pollak

ProbabiliGes for fracGons of Franken vote in pre

-elecGon polling based on n=2.5M (more than all
Franken and Coleman votes combined)
Even though we are unlikely to make
an error of more than 0.001, this is not
enough because p-0.5=0.000064!
Note: 42% of the area under the bell
curve is to the left of 1/2.
When the election is this close, no poll
can accurately predict the outcome.
In fact, the noise in the voting process
itself (voting machine malfunctions,
human errors, etc) becomes very
important in determining the outcome.

Ilya Pollak

EsGmaGng the probability of success in

a Bernoulli trial: summary
As the number n of independent experiments
increases, the empirical fracGon of
occurrences of success becomes close to the
actual probability of success, p.
The error goes down proporGonately to n1/2.
I.e., error aler 400 trials is twice as small as
aler 100 trials.
This is called the law of large numbers.
This result will be precisely described later in
the course.

Ilya Pollak