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You are on page 1of 61

Nonparametric Statistics

Lecture 1

Probability Distribution and

Special Discrete PDs

College of Arts and Sciences

University of the Philippines Manila

Population, Experiment, Outcomes, Sample Space

Example: Students in this class: Carlos, Chloe, Crissa, Cris

that can be repeated under the same set of conditions

Outcomes: Results of the experiment

Sample Space (S): Set of all the possible outcomes

Examples:

Population, Experiment, Outcomes, Sample Space

Examples:

Experiment 1. Selecting a student from this class (observe sex)

Sample Space: {M, F}

Experiment 2: Selecting 2 students from this class (observe sex)

Sample Space: {MM, MF, FM, FF}

Experiment 3. Tossing a coin

Sample Space: {H, T}

Experiment 4. Tossing two coins

Sample Space: {HH, HT, TH, TT}

Experiment 5: Rolling a die

Sample Space: {1, 2, 3, 4, 5, 6}

Experiment 6: Rolling 2 dice

Sample Space: {11, 12, 13, 14, 15, 16

21, 22, …, 31, 32, …, 66}

Sample Space, Random Variable, Probability

Experiment. Selecting a student from a class of 10 students, observe sex

Random variable (X). A function that maps the outcomes to numerical

quantities (real numbers)

Define: X = number of males

Probability, P(x). A function that maps the values of X to [0, 1]

S [0, 1]

M 1 0.1

M 1 0.1

F 0 0.1

F 0 0.1

M 1 0.1

M 1 0.1

M 1 0.1

F 0 0.1

M 1 0.1

F 0 0.1

X P(X)

Probability Distribution: Example

Probability distribution. Listing of all possible values of X together

with the corresponding probabilities

The probability

distribution

of the random variable X:

S [0, 1]

M

M

1

1

0.1

0.1

S X P(X)

F 0 0.1

F 0 0.1

M 1 0.1

M

M

1

1

0.1

0.1

M 1 0.6

F 0 0.1

M 1 0.1

F 0 0.1

F 0 0.4

X P(X)

Probability Distribution: Example

Experiment: Flip a coin 2 times (or flipping 2 coins)

S: {HH, HT, TH, TT}

X: Number of tails

x: 0, 1, 2

distribution

HH 0 1/4 of the random variable X:

HT 1 1/4

TH 1 1/4

TT 2 1/4

Probability Distributions

Discrete: Probability mass function or pmf

Assigns probabilities (masses) to individual outcomes

Assigns probabilities to range of outcomes (density)

function:

Total probability assigned to all values less than a

given value

PMF vs CDF

PMF vs CDF: Example 1

Experiment: Rolling 2 Dice (Red/Green)

Y = sum of the up faces

S = {2, 3, 4, ... 12}

PMF vs CDF: Example 2

Experiment: Rolling 2 Dice

PMF: p(y)

PMF vs CDF: Example 2

CDF: F(y)

Mean, Variance, and SD

Mean (Expected Value): Average value of an RV (or

function of RV)

realization of a RV (or function of RV) and its

mean

Notations:

Mean: E(Y) = μ

Variance: V(Y) = σ2

Standard Deviation: σ

Mean, Variance, and SD

Review!

1. What is an outcome?

2. What is a sample space?

3. What is a random variable?

4. What is a probability distribution?

5. Differentiate probability function and distribution function?

6. Relate frequency function with anyone of these concepts.

7. Differentiate pmf and pdf?

8. Differentiate f(y) and F(y).

9. Prove each of the properties of the mean and variance.

10. What do mean and variance represent?

Discrete Probability Distribution

• probability distribution for discrete random variable

• discrete rvs are those that take a discrete set of values

Examples: number of heads (or tails)

number of cellphone numbers

…)

Examples: population size

number of patients

Special Discrete PDs

Uniform Discrete

Experiment:

• single trial

• observe the outcome

Random Variable: X = x1, x2 , … , xk

= code/label/outcome

= 1, 2, ... , k

Parameter: k = number of possible outcomes

Assumption: Outcomes are equally likely: p(xi) = 1/k

Examples:

• Tossing a fair coin and observing face up

.

X = 1, 2 (1 for a Head and 2 for a Tail): k = 2

• Tossing a fair die and observing face up

X = 1, 2, ... , 6: k = 6

Special Discrete PDs

Uniform Discrete

Special Discrete PDs

Uniform Discrete

Example 1.

A box contains 2 white balls, 2 blue balls, and 2

red balls. Draw a ball at random then observe the

color.

X=1 if the ball drawn is white;

X=2 if the ball drawn is blue; and

X=3 if the ball drawn is red.

Special Discrete PDs

Uniform Discrete

Solution:

Special Discrete PDs

Uniform Discrete

Solution:

Special Discrete PDs

Bernoulli

Experiment:

• single trial

• classify outcome as “success” or “failure”

Random Variable: X = 0, 1

= 0, if “failure” and

= 1, if “success”

= code/label/outcome

(can be classified as Success or Failure).

Special Discrete PDs

Bernoulli

Example:

• Tossing a fair coin: consider Head as “success”

X = 0, if outcome is a Tail

= 1, if outcome is a Head

. p = 0.5 (Why?)

X = 0, if outcome is a 3, 4, 5, or 6

= 1, if outcome is a 1 or a 2

p = 1/3 (Why?)

Special Discrete PDs

Bernoulli

Special Discrete PDs

Bernoulli

Example 2.

A box containing 7 red balls and 11 white balls.

Draw one ball at random from the box. Observe if

the color is red.

Let:

X= 0, if the ball drawn is white

= 1, if the ball drawn is red.

Give the pmf, cdf, mean, and variance of X.

Special Discrete PDs

Bernoulli

Special Discrete PDs

Bernoulli

Special Discrete PDs

Binomial

Experiment:

• n identical trials, n≥1

• classify outcome in each trial as “success” or

“failure”

• series of Bernoulli trials

Random Variable:

X = number of successes in n trials

= 0, 1, 2, ... , n

Parameters: n = number of trials

p = probability of success

Assumptions:

• p is constant for all trials: p1 = p2 = …

• trials are independent: P(1st and 2nd) = P(1st).P(2nd)

Special Discrete PDs

Binomial

Examples:

X = number of heads

= 0, 1, 2, 3

p = 1/2 (Why?)

.

X = number of 2’s

p=?

Special Discrete PDs

Binomial

Special Discrete PDs

Binomial

Special Discrete PDs

Binomial

Special Discrete PDs

Binomial

Special Discrete PDs

Binomial

Example 3.

In a certain city, the need for money to buy drugs

is stated as the reason for 75% of all thefts.

Find the probability that among the next 5 thefts

cases reported in this district,

a. exactly 2 resulted from the need for money to

buy drugs,

b. at most 3 resulted from the need for money to

buy drugs, and also

c. give the mean and variance

Special Discrete PDs

Binomial

Solution: Let X= number of thefts due to need for money to

buy drugs

a.

Special Discrete PDs

Binomial

Solution: Let X= number of thefts due to need for money to buy

drugs

b.

c.

Special Discrete PDs

Hypergeometric vs Binomial

• Binomial: n trials or n samples with replacement

(to satisfy the requirement of “independence among

samples”)

Hypergeometric: n samples without replacement

(“independence” is not required)

“success” or “failure”

Hypergeometric: each sample can fall into 2 categories

“success” or “failure”

Special Discrete PDs

Hypergeometric

Experiment:

.

N

• each sample falls into one of two categories

Random Variable:

X = number of successes in the sample

= 0, 1, 2, ... , min(k, n)

N = population size (finite)

k = number of successes in the population

Special Discrete PDs

Hypergeometric

Example: Drawing 2 balls WOR from an urn containing 5

white balls and 3 red balls and observing the

number of white balls included in the sample

where:

Special Discrete PDs

Hypergeometric

Special Discrete PDs

Hypergeometric

Example 4.

selected from 4 doctors and 2 nurses.

random variable representing the number of doctors

on the committee and

2. Find .

Special Discrete PDs

Hypergeometric

Solution: Let X = number of doctors on the committee

a.

b.

Special Discrete PDs

Binomial Approximation to Hypergeometric

When to Use:

If a random sample of size n is selected from a finite

population of size N, where N is large.

The population size is considered large if the sampling fraction

n/N is quite small (say, below 0.10).

How to Use:

If k ≥ n , use p = k/N.

If k < n, p = n/N.

Special Discrete PDs

Binomial Approximation to Hypergeometric

Example 5.

residents of a town are against a new sales tax.

If 15 eligible voters are selected at random and

asked about their opinion, what is the probability

that at most 7 favor the new tax?

Special Discrete PDs

Binomial Approximation to Hypergeometric

Solution:

Let X= number of voters who favor …

Special Discrete PDs

Poisson

Experiment:

characteristic (successes) in time or space

Random Variable:

interval (or region of space)

= 0, 1, 2, ...

.

Parameter: λ = mean number of occurrences:

.

Special Discrete PDs

Poisson

.

Assumptions:

.

• number of occurrences are independent for any two

disjoint time interval (or region of space)

proportional to the length of time interval/space.

negligible

Special Discrete PDs

Poisson

Examples:

1-hr interval

Special Discrete PDs

Poisson

Special Discrete PDs

Poisson

Example 6.

Hospital administrators in large cities anguish about

problems with traffic in emergency rooms in hospitals. For

a particular hospital in a large city, the staff on hand

cannot accommodate the patient traffic if there are more

than 10 emergency cases in a given hour. On the average,

5 emergencies arrive per hour.

no longer accommodate the traffic?

arrive during a 3-hour shift of personnel?

Special Discrete PDs

Poisson

Solution:

Special Discrete PDs

Poisson Approximation to Binomial

When to use:

When n is very large, particularly when p

deviates markedly from 0.5, in such a way that

np = λ is a constant.

How to use:

Special Discrete PDs

Poisson Approximation to Binomial

Example 7.

respiratory infection is 0.002. Find the probability

that fewer than 5 of the 2,000 so infected will die.

Solution:

infection, then

Special Discrete PDs

Poisson Approximation to Binomial

Since p = 0.002 is very close to zero and n =

2,000 is quite large, we shall approximate with the

Poisson distribution using for

λ= (2,000)(0.002) = 4.

Special Discrete PDs

Geometric vs Binomial

• Binomial: independent trials

Geometric: independent trials

Geometric: each trial can result in “success” or “failure”

Geometric: probability of success is constant

(successes occur at random from trial 1 to trial n)

Geometric: trials are repeated until the first success

occurs (the only one success occurs at the last

trial)

Special Discrete PDs

Geometric

Experiment:

• observing at which trial the “first success” occurs

• each trial is classified as success or failure

Random Variable:

X = the trial at which the first success occur

= 1, 2, 3, ...

the first Tail occurred

Special Discrete PDs

Geometric

Special Discrete PDs

Geometric

Example 8.

University of Massachusetts sociologists, about

two-thirds of the 20 million persons in this country

who take Valium are women.

the probability that on a given day the fifth

prescription written by a doctor for Valium is the

first prescribing valium for a woman.

Special Discrete PDs

Geometric

Solution:

Special Discrete PDs

Geometric vs Negative Binomial

Negative Binomial: number of trials until the “rth success”

when the Poisson model does not fit well

due to over-dispersion:

V(Y) > E(Y).

Special Discrete PDs

Negative Binomial

Experiment:

• observing at which trial the “rth success” occurs

• each trial is classified as success or failure

Random Variable:

= r, r+1, r+2, r+3, ...

Special Discrete PDs

Negative Binomial

𝑥−1 𝑥 x = r, r+1, r+2, r+3, ...

𝑝 𝑥 = 𝑝 (1 − 𝑝)𝑥−𝑟

𝑟−1

𝑟 𝑟(1−𝑝)

𝐸 𝑋 = V 𝑋 =

𝑝 𝑝2

Example 9.

sociologists, about two-thirds of the 20 million persons in this country who

take Valium are women.

given day the fifth prescription written by a doctor for Valium is the third

prescribing valium for a woman.

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