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You are on page 1of 37

(options A to F for each question), but

having done no work, selects his answers to

each question by rolling a fair die (A = 1, B =

2, etc.).

If the exam contains 100 questions, what is

the probability of obtaining a mark below 20?

Simulation

Now, let us simulate a large number of

realisations of students using this random

method of answering multiple choice

questions. We still require the same

1

Binomial distribution with n=100 and a= 6

This can be done on R using the command

rbinom.

For example, let’s simulate 1000 students.

> xsim=rbinom(1000,100,1/6)

> xsim

[1] 18 22 9 17 18 20 21 16 8 18 11 16 16 13 16 14 25 15 16 17

[21] 13 25 11 24 17 16 13 21 10 17 18 10 17 18 19 17 19 15 13 12

[41] 15 11 21 23 19 14 19 25 23 19 20 17 17 15 16 14 13 16 17 14

[61] 24 21 19 8 18 20 22 16 15 20 19 17 13 15 13 21 22 12 12 12

[81] 11 14 11 12 16 16 17 21 17 16 17 14 9 17 16 17 12 20 16 17

[101] 18 13 15 16 12 15 17 16 17 26 18 14 21 15 10 23 12 16 16 12

[121] 17 18 22 17 18 14 19 22 13 17 21 15 21 16 17 16 16 28 16 17

[141] 18 19 16 11 14 18 16 18 18 14 20 13 19 19 22 22 13 17 19 17

[161] 18 20 11 22 19 25 15 15 17 18 5 15 14 13 18 15 17 15 20 17

[181] 16 14 23 17 16 10 12 16 21 30 16 13 22 14 15 16 17 14 16 18

[201] 14 20 16 19 25 14 15 24 22 19 15 17 22 10 20 13 10 15 14 22

[221] 17 12 16 19 20 17 15 21 14 13 21 11 19 9 21 22 16 13 13 12

[241] 14 13 18 8 14 18 10 16 10 12 21 18 15 17 16 8 19 17 11 18

[261] 23 17 20 16 12 20 11 16 22 17 16 13 22 20 15 15 20 17 22 14

[281] 18 23 18 20 20 16 19 16 15 19 18 17 14 22 15 24 17 15 17 22

[301] 18 22 10 19 24 21 16 14 11 14 20 15 21 11 17 16 20 19 13 14

[321] 17 17 19 15 17 13 18 23 16 12 25 13 13 21 19 16 20 27 19 18

[341] 18 24 15 23 13 13 14 15 23 13 19 15 11 19 17 12 15 15 17 14

[361] 18 20 17 13 16 14 13 20 18 15 18 16 17 20 14 19 21 12 13 17

[381] 22 17 19 16 14 18 16 18 12 16 13 15 16 9 15 16 18 22 14 16

[401] 14 17 12 16 21 16 21 13 14 19 18 18 16 19 17 17 17 13 17 11

[421] 16 16 13 10 26 12 20 17 11 19 18 12 15 14 14 20 15 15 15 11

[441] 18 23 20 23 13 12 18 22 12 16 13 21 22 14 18 21 17 12 19 16

[461] 17 18 15 22 22 20 15 16 13 12 19 22 16 20 19 19 16 8 15 12

[481] 29 26 19 16 20 15 11 22 15 20 21 14 16 13 17 15 10 13 17 12

[501] 18 20 17 14 13 19 23 11 27 19 17 16 17 20 21 15 20 20 21 19

[521] 21 16 13 21 16 19 13 9 10 20 12 18 14 13 18 19 22 19 21 18

[541] 6 17 17 19 19 22 23 18 13 12 17 16 21 16 18 21 19 13 22 19

[561] 20 17 18 15 17 15 15 10 18 13 23 17 14 23 22 10 18 11 11 18

[581] 16 17 14 13 9 12 14 14 21 23 24 19 12 15 17 18 11 14 19 19

[601] 19 16 17 13 13 15 17 18 17 13 9 19 18 22 17 13 14 22 13 23

[621] 23 19 19 16 24 14 17 18 17 13 16 12 7 15 17 16 18 22 19 15

[641] 16 18 18 13 20 18 12 6 15 11 16 19 12 13 11 17 11 15 11 19

[661] 17 16 16 21 12 18 20 19 16 14 18 17 16 14 11 17 17 16 17 17

[681] 17 18 16 18 12 18 18 20 19 13 12 16 14 13 13 6 15 12 19 14

[701] 20 17 16 14 21 19 15 26 17 20 12 24 13 11 19 21 18 13 9 16

[721] 9 16 17 16 15 12 11 21 21 13 19 13 13 16 11 17 15 19 22 19

[741] 11 13 14 16 20 15 16 12 18 14 12 14 21 12 23 21 19 10 24 17

[761] 17 19 19 15 18 12 14 14 14 20 12 20 12 21 19 20 21 20 17 18

[781] 15 12 16 23 16 16 19 15 12 14 21 25 12 19 20 22 17 16 21 20

[801] 23 24 17 20 17 19 14 22 20 25 10 12 15 16 7 14 14 18 22 10

[821] 15 22 23 18 12 10 14 18 15 15 18 10 21 11 20 15 20 10 13 16

[841] 16 17 22 19 19 16 8 20 17 13 21 16 25 16 13 17 14 17 19 21

[861] 17 19 14 22 20 18 14 19 17 23 20 18 14 11 16 18 26 24 24 18

[881] 21 16 23 20 14 16 15 13 14 11 12 13 14 16 18 17 16 17 13 20

[901] 22 8 17 17 16 16 14 22 17 18 18 21 15 11 20 21 18 15 19 21

[921] 16 22 14 12 16 20 16 21 11 13 19 14 23 12 12 17 14 15 26 17

[941] 18 14 21 17 14 24 21 12 21 13 20 22 11 20 10 16 16 15 19 13

[961] 16 15 16 17 9 14 11 12 19 17 16 15 21 14 15 14 15 17 15 16

[981] 19 11 15 17 17 17 11 18 21 14 15 17 18 16 11 22 19 16 14 15

It makes sense now to look at properties of

these 1000 simulations which have been

placed in the vector “xsim”.

> mean(xsim)

[1] 16.624

> median(xsim)

[1] 17

> sd(xsim)

[1] 3.778479

> var(xsim)

[1] 14.2769

>

Now compare the actual values from the

simulations, with the theoretical values from

the probability distribution.

SIMULATION THEORETICAL

MEAN 16.624 16.66667

VARIANCE 14.2769 13.88889

A full summary of the results of the simulation

is given with:

> table(xsim)

xsim

5 6 7 8 9 10 11 12 13 14 15 16 17

1 3 2 7 10 21 40 57 72 80 82 118 118

18 19 20 21 22 23 24 25 26 27 28 29 30

85 83 61 55 46 25 14 9 6 2 1 1 1

>

A Histogram can also be plotted of this:

> hist(xsim)

Notice that a BARPLOT of xsim does

NOT produce a useful graph!

> barplot(xsim)

A barplot of the TABLE of xsim does

work,though.

> barplot(table(xsim))

Poisson Distribution

The Poisson distribution is used to model the

number of events occurring within a given time

interval. The formula for the Poisson

probability density (mass) function is

−λ x

e λ

p( x ) =

x!

λ is the shape parameter which indicates the

average number of events in the given time

interval.

Some events are rather rare - they don't

happen that often. For instance, car

accidents are the exception rather than the

rule. Still, over a period of time, we can say

something about the nature of rare events.

safety, where the government wants to know

whether seat belts reduce the number of

death in car accidents. Here, the Poisson

distribution can be a useful tool to answer

questions about benefits of seat belt use.

Other phenomena that often follow a Poisson

distribution are death of infants, the number of

misprints in a book, the number of customers

arriving, and the number of activations of a

Geiger counter.

The distribution was derived by

the French mathematician

Siméon Poisson in 1837, and

the first application was the

description of the number of

deaths by horse kicking in the

Prussian army.

Example

Arrivals at a bus-stop follow a

Poisson distribution with an average

of 4.5 every quarter of an hour.

Obtain a barplot of the distribution

(assume a maximum of 20 arrivals in

a quarter of an hour) and calculate

the probability of fewer than 3 arrivals

in a quarter of an hour.

The probabilities of 0 up to 2 arrivals

can be calculated directly from the

formula

−λ

e λ x

with λ =4.5

p( x ) =

x!

−4.5 0

e 4.5

p(0) = So p(0) = 0.01111

0!

Similarly p(1)=0.04999 and p(2)=0.11248

is 0.01111+ 0.04999 + 0.11248 =0.17358

R Code

codes

dpois and

ppois

will do the calculations for you.

> x=dpois(0:20,4.5)

>x

[1] 1.110900e-02 4.999048e-02 1.124786e-01 1.687179e-01 1.898076e-01

[6] 1.708269e-01 1.281201e-01 8.236295e-02 4.632916e-02 2.316458e-02

[11] 1.042406e-02 4.264389e-03 1.599146e-03 5.535504e-04 1.779269e-04

[16] 5.337808e-05 1.501258e-05 3.973919e-06 9.934798e-07 2.352979e-07

[21] 5.294202e-08

>

> barplot(x,names=0:20)

Now check that ppois gives the same answer

(ppois is a cumulative distribution).

> ppois(2,4.5)

[1] 0.1735781

>

Consider a collection of graphs for

different values of λ

λ =3

λ =4

λ =5

λ =6

λ =10

In the last case, the probability of 20

arrivals is no longer negligible, so

values up to, say, 30 would have to be

considered.

Properties of Poisson

The mean and variance are both equal to

λ .

The sum of independent Poisson variables

is a further Poisson variable with mean

equal to the sum of the individual means.

As well as cropping up in the situations

already mentioned, the Poisson distribution

provides an approximation for the Binomial

distribution.

Approximation:

Binomial distribution with parameters n and

p, ( B(n;p) ), is well approximated by the

Poisson distribution with parameter np, i.e.

by the Poisson distribution with the same

mean

Example

Calculate the probability of fewer than

10 successes.

> pbinom(9,100,0.075)

[1] 0.7832687

>

manual calculation as the factorials

are very large and the probabilities

very small

The Poisson approximation to the

Binomial states that λ will be equal

to np, i.e. 100 x 0.075

so λ =7.5

> ppois(9,7.5)

[1] 0.7764076

>

Manually, this would have been much

simpler to do than the Binomial.

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