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Lecture 4.1 - Inferential Statistics (Discrete Distributions)

Inferential statistics

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Masresha Melkamu
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0% found this document useful (0 votes)
3 views

Lecture 4.1 - Inferential Statistics (Discrete Distributions)

Inferential statistics

Uploaded by

Masresha Melkamu
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 24

Several Useful Discrete

Distributions

By:
Haftom Temesgen (PhD)
Biostatistics Department
Mekelle University
Some graphic screen captures from Seeing Statistics ® Copyright ©2006 Brooks/Cole
Some images © 2001-(current year) www.arttoday.com A division of Thomson Learning, Inc.
Introduction
• Discrete random variables take on only a finite or
countably number of values.
• There are several discrete probability distribution,
but here we will see the two discrete probability
distributions serve as models for a large number
of practical applications:

The binomial random variable


The Poisson random variable

Copyright ©2006 Brooks/Cole


A division of Thomson Learning, Inc.
The Binomial Distribution:
• The binomial distribution is one of the most
widely encountered probability distributions in
applied statistics.
– It is derived from a process known as a
Bernoulli trial.
• Bernoulli trial is:
When a random process or experiment called a
trial can result in only one of two mutually
exclusive outcomes, such as dead or alive, sick or
well, the trial is called a Bernoulli trial.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
The Binomial Random Variable
Many types of probability problems have only two outcomes or
can be reduced to two outcomes.
Example:
 When a coin is tossed, it can land heads or tails.
 When a baby is born, it will be either male or female.
 A true/false item can be answered in only two ways, true or false.
Other situations can be reduced to two outcomes. For example:
 A medical treatment can be classified as effective or ineffective,
depending on the results.
 A person can be classified as having normal or abnormal blood
pressure, depending on the measure of the blood pressure.
Situations like these are called binomial experiments.

Copyright ©2006 Brooks/Cole


A division of Thomson Learning, Inc.
The Binomial Experiment
A binomial experiment is a probability experiment that
satisfies the following requirements:
1. The experiment consists of n identical trials. (There
must be a fixed number of trials)
2. Each trial results in one of two outcomes, success (S) or
failure (F). That is, Each trial can have only two
outcomes or outcomes that can be reduced to two
outcomes.
3. The probability of success on a single trial is p and
remains constant from trial to trial. The probability
of failure is q = 1 – p.
4. The trials are independent.
5. We are interested in x, the number of successes in n
trials. Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
The Binomial Random Variable
• The coin-tossing experiment is a
simple example of a binomial random
variable. Toss a fair coin n = 3 times
and record x = number of heads.

x p(x)
0 1/8
1 3/8
2 3/8
3 1/8
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Binomial or Not?
• Very few real life applications satisfy these
requirements exactly.

• Select two people from the U.S. population,


and suppose that 15% of the population has
the Alzheimer’s gene.
• For the first person, p = P(gene) = 0.15
• For the second person, p  P(gene) =0.15,
even though one person has been removed
from the population.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
The Binomial Probability
Distribution
• For a binomial experiment with n trials and
probability p of success on a given trial, the
probability of k successes in n trials is
nk n! k n k
P( x  k )  C p q
n k
 p q for k  0,1,2,...n.
k!(n  k )!
k

n!
Recall C  n

k!(n  k )!
k

with n! n(n  1)( n  2)...( 2)1 and 0! 1.


Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
The Mean and Standard
Deviation
• For a binomial experiment with n trials and
probability p of success on a given trial, the
measures of center and spread are:

Mean :   np
Variance :  2  npq
Standard deviation :   npq

Copyright ©2006 Brooks/Cole


A division of Thomson Learning, Inc.
Example 1: Tossing Coins
A coin is tossed 3 times. Find the probability of getting exactly two heads.
Solution
This problem can be solved by looking at the sample space. There are three ways
to get two heads.
HHH, HHT, HTH, THH, TTH, THT, HTT, TTT
The answer is 3/8, or 0.375.
Looking at the problem in Example 1 from the standpoint of a binomial
experiment, one can show that it meets the four requirements.
1. There are a fixed number of trials (three).
2. There are only two outcomes for each trial, heads or tails.
3. The outcomes are independent of one another (the outcome of one toss in no
way affects the outcome of another toss).
4. The probability of a success (heads) is in each case.
In this case, n = 3, X = 2, p =0.5 and q =0.5. Hence, substituting in the formula
gives
n 3 n2
P( x  2)  C3 p q  0.375
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Example2
A marksman hits a target 80% of the
time. He fires five shots at the target. What is
the probability that exactly 3 shots hit the
target?
n= 5 success = hit p = .8 x = # of hits

5!
P( x  3)  C p q
n
3
3 n3
 (.8)3 (.2)53
3!2!

 10(.8)3 (.2)2  .2048

Copyright ©2006 Brooks/Cole


A division of Thomson Learning, Inc.
Example 2(cont.,,)

What is the probability that more than 3 shots


hit the target?

P( x  3)  C45 p 4q54  C55 p5q55

5! 5!
 (.8) (.2) 
4 1
(.8)5 (.2)0
4!1! 5!0!

 5(.8)4 (.2)  (.8)5  .7373

Copyright ©2006 Brooks/Cole


A division of Thomson Learning, Inc.
MY APPLET
Example

What is the probability that more than 3 shots


hit the target?

P(x > 3) = 1 - P(x  3)


= 1 - .263 = .737

Copyright ©2006 Brooks/Cole


A division of Thomson Learning, Inc.
Example
• Here is the probability
distribution for x = number of
hits. What are the mean and
standard deviation for x?
Mean :   np  5 (.8 )  4

Standard deviation :   npq

 5 (.8 )(. 2 )  0.89


Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Example: Survey on Fear of Being Home Alone at
Night
Public Opinion reported that 5% of Americans are
afraid of being alone in a house at night. If a random
sample of 20 Americans is selected, Find these
probabilities:

a) There are exactly 5 people in the sample who are


afraid of being alone at night. (Ans. =0.002)
b) There are at most 3 people in the sample who are
afraid of being alone at night. (Ans. = 0.984)
c) There are at least 3 people in the sample who are
afraid of being alone at night. (Ans. = 0.076)
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Exercise 1
• If we examine all birth records from the North
Carolina State Center for Health statistics for
year 2001, we find that 85.8 percent of the
pregnancies had delivery in week 37 or later
(full-term birth).

If we randomly selected five birth records from


this population what is the probability that
exactly three of the records will be for full-term
births?
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Exercise 2
• Suppose it is known that in a certain population
10 percent of the population is color blind. If a
random sample of 25 people is drawn from this
population, find the probability that
a) Five or fewer will be color blind.
b) Six or more will be color blind
c) Between six and nine inclusive will be color
blind.
d) Two, three, or four will be color blind.

Copyright ©2006 Brooks/Cole


A division of Thomson Learning, Inc.
The Poisson Random Variable
• When there is a large number of trials, but a small
probability of success, binomial calculation becomes
impractical

• A discrete probability distribution that is useful when


n is large and p is small and when the independent
variables occur over a period of time is called the
Poisson distribution.

• The Poisson random variable x is a model for data


that represent the number of occurrences of a
specified event in a given unit of time or space.
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Cont…
Examples:
• The number of calls received by a switchboard during
a given period of time.

• The number of machine breakdowns in a day

• The number of traffic accidents at a given intersection


during a given time period.

Copyright ©2006 Brooks/Cole


A division of Thomson Learning, Inc.
The Poisson Probability Distribution
• x is the number of events that occur in a period of
time or space during which an average of µ such
events can be expected to occur. The probability of k
occurrences of this event is

 k e
P( x  k ) 
k!
The letter e is a constant approximately equal to 2.7183.
For values of k = 0, 1, 2, … The mean and standard deviation of
the Poisson random variable are
Mean: 
Standard deviation:   
Copyright ©2006 Brooks/Cole
A division of Thomson Learning, Inc.
Example 1
The average number of traffic accidents on
a certain section of highway is two per week.
Find the probability of exactly one accident
during a one-week period.
k  2
 e
1
2e 2
P( x  1)    2e  .2707
k! 1!

Copyright ©2006 Brooks/Cole


A division of Thomson Learning, Inc.
Example: Typographical Errors
If there are 200 typographical errors randomly
distributed in a 500-page manuscript, find the
probability that a given page contains exactly 3 errors.

Solution
First, find the mean number l of errors. Since there
are 200 errors distributed over 500 pages, each page
has an average of µ = 200/500 =2/5= 0.4 or 0.4 error
per page. Since X = 3, substituting into the formula
yields 0.0072

Copyright ©2006 Brooks/Cole


A division of Thomson Learning, Inc.
Key Concepts
I. The Binomial Random Variable
1. Five characteristics: n identical independent trials, each
resulting in either success S or failure F; probability of success
is p and remains constant from trial to trial; and x is the
number of successes in n trials.
2. Calculating binomial probabilities
n k n k
a. Formula: P( x  k )  Ck p q

3. Mean of the binomial random variable:   np


4. Variance and standard deviation:  2  npq and   npq

Copyright ©2006 Brooks/Cole


A division of Thomson Learning, Inc.
Key Concepts
II. The Poisson Random Variable
1. The number of events that occur in a period of time or
space, during which an average of  such events are expected
to occur
2. Calculating Poisson probabilities

a. Formula:  k e
P( x  k ) 
k!

3. Mean of the Poisson random variable: E(x)  


4. Variance and standard deviation:  2   and   
5. Binomial probabilities can be approximated with Poisson
probabilities when np < 7, using   np.

Copyright ©2006 Brooks/Cole


A division of Thomson Learning, Inc.

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