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Probability Lecture

Probability Lecture

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- UT Dallas Syllabus for ee3341.5u1.08u taught by Md Ali (mohammed)
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of a random experiment.

Example: In a single die toss experiment, the sample space consists of six

elements, 1, …, 6, denoted by i, i=1,…,6. A random variable may be

defined for this experiment: let the value of the random variable be equal

to the value of the dice, i.e

x(i) = i, i=1, 2, …, 6

The random variables discussed in our example could take on only a set of

discrete numbers. Such random variables are know as discrete random

variables (i.e. variables assume countable values). Random variables of another

type, know as continuous random variables, may take on values anywhere

within a continuous ranges.

Binomial Distribution

In many Geographic studies, we often face a situation where we deal with a

random variable that only takes two values, zero-one, yes-no, presence-absence,

over a given period of time. Since there are only two possible outcomes,

knowing the probability of one knows the probability of the other.

P(1)=p

P(0)=1-p=q

If the random experiment is conducted n times, then the probability for the event

to happen x times follow binomial distribution:

n x n x n!

P( x) p q p x q n x

x x!(n x)!

Binomial Distribution Example

the profit of agriculture due to irrigation costs added in a dry year. Suppose a

geographer is hired to do risk analysis for an Ag. Company whether a piece

of land is profitable for agriculture. Past experience shows that irrigation can

be afforded only one year in five. According to weather record, 4 out of the

last 25 years suffered from drought in the area.

P(1)=4/25=0.16, so P(0)=1-0.16=0.84.

Drought occurrence probability in 5 years (probability mass function):

5!

P(0) 0.160 0.8450 0.418

0!(5 0)!

5! The probability of profitable

P(1) 0.161 0.8451 0.398

1!(5 1)! agriculture is summation of

probabilities of no drought

5! and one drought in five years,

P(2) 0.162 0.8452 0.152

2!(5 2)! i.e. 0.418+0.398=0.816

P(3) 0.163 0.8453 0.029

3!(5 3)! years.

5!

P(4) 0.164 0.8454 0.003

4!(5 4)!

5!

P(5) 0.165 0.8455 0.000

5!(5 5)!

Poisson Distribution

if its probability mass function is

e x

P( x)

x!

Poisson Distribution Example

Suppose a geographer is assessing the risk of summer wheat yields to devastating

hailstorms in a particular geographic location. Weather records show

that in the past 35 years show that 10 years with no hailstorm, 13 years with one

hailstorm, 8 years with 2 hailstorms, 3 years with 3 hailstorms, and 1 year with

1 hailstorm. Assume the occurrence of hailstorm is independent of past or

future occurrences and can be considered random. Then the number of hailstorms

happening in any given year follows Poisson distribution. In the above example,

there are 42 hailstorms in 35 years, thus the mean number of hailstorms in a

year is 1.2, then

e 1.21.20 e 1.21.21

P(0) 0.301 P(1) 0.361

0! 1!

e1.21.22 e1.21.23

P(2) 0.217 P(3) 0.087

2! 3!

e1.21.24

P(4) 0.026

4!

Normal Distribution

( x )2

1

f ( x) e 2 2 Where (, ) are the distribution

2 parameters

f(x)

x

What Does the Mean Tell Us?

For a random variable that follows normal distribution (, ),

f(x)

1 2 x

What Does the Variance Tell Us?

f(x)

1

2 > 1

2

x

The variance tell how the value is spread. The larger the variance,

the more even the value spreads over a large range. Is this good

or bad?

f(x)

x

x

f(x)

x

x

Does the variance change here? Why?

Standard Normal Distribution

Prob

-3 -2 -1 0 1 2 3

68.3%

95.5%

99.7%

Hypothesis Testing

is a standard statistical analysis for “difference” or “effect”. For example,

before a new drug is put into market, FDA requires a detailed statistical

analysis report on how effective the new drug is. This often requires a lot of

random experiments. What they do is they usually ask a group of volunteers

to test the new drug, and in the meantime, they have another group who

may not take anything or a traditional drug for the same purpose. Then

they test how effective the new drug is. The way they do this analysis is

based on two statements:

Statement 1: The new drug is not effective

Statement 2: The new drug is effective

naturally goes to statement 2. These two statements are hypotheses. The

experimental results from the volunteers will be used to test which statement

is acceptable, or we call it hypothesis testing.

Hypothesis Testing

distribution will be developed and its probability

is then used to test the hypotheses.

statistics is not always correct.

We make mistakes. Types of error we -3 -2 - + +2 +3

have. 68.3%

95.5%

Type I: H0 is true,but is rejected

Type II: H0 is false, but is not rejected 99.7%

Student t distribution

Probability Density Function:

k 1

k 1

2 2

2 x

f ( x) 1 Where k is degrees of freedom

k

k k

2

Mean: 0

Exponential Distribution

Probability density function

x

f ( x) e

Mean: 1/λ

Variance: 1/ λ2

Chi-Square distribution

Probability Density Function:

k

1 2

Where k is degrees of freedom, and x≥0

k x

f ( x) 2

x 2 1 e 2

k

2

Mean: k

Variance: 2k

F distribution

Probability Density function:

U1

d1 Where U1 and U2 are chi-square distribution

f ( x) with d1 and d2 degrees of freedom, respectively

U2

d2

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