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Nonparametric Statistics
Lecture 1
Probability Distribution and
Special Discrete PDs
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
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)
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
Random Variable: X = 0, 1
= 0, if “failure” and
= 1, if “success”
= code/label/outcome
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?)
.
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)
Random Variable:
X = number of successes in the sample
= 0, 1, 2, ... , min(k, n)
where:
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.
Random Variable:
Assumptions:
.
• number of occurrences are independent for any two
disjoint time interval (or region of space)
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:
Example 7.
λ= (2,000)(0.002) = 4.
Special Discrete PDs
Geometric vs Binomial
• Binomial: independent trials
Geometric: independent trials
Random Variable:
X = the trial at which the first success occur
= 1, 2, 3, ...
Random Variable:
Example 9.