Upload
vuque
View
220
Download
0
Embed Size (px)
Citation preview
Binomial Model (an “experiment”)
1 A series of n independent trials is conducted.2 Each trial results in a binary outcome (one is labeled
“success’ the other “failure”).3 The probability of success is equal to p for each trial,
regardless of the outcomes of the other trials.
Binomial Random Variable
The number of “successes” in the binomial experiment.
Let Y = # of success in the above model.
Then Y is a binomial random variable with parameters n(sample size) and p (success probability). It is oftendenoted
Y ∼ B(n, p).
Example: Tossing a fair coin
Toss a fair coin three times, P(H) = .5.
Interest is counting the number of heads.
Y = # of heads
“success” = heads; “failure” = tails
n =
p =
Y ∼
Example: Tossing a fair coin
Toss a fair coin three times, P(H) = .5.
Interest is counting the number of heads.
Y = # of heads
“success” = heads; “failure” = tails
n = 3
p =
Y ∼
Example: Tossing a fair coin
Toss a fair coin three times, P(H) = .5.
Interest is counting the number of heads.
Y = # of heads
“success” = heads; “failure” = tails
n = 3
p = .5
Y ∼
Example: Tossing a fair coin
Toss a fair coin three times, P(H) = .5.
Interest is counting the number of heads.
Y = # of heads
“success” = heads; “failure” = tails
n = 3
p = .5
Y ∼ B(3, .5)
Example: Tossing an unfair coin
Toss a biased coin 5 times, P(H) = .7.
Interest is counting the number of heads.
Y = # of heads
“success” = heads; “failure” = tails
n = 5
p = .7
Y ∼ B(5, .7)
Example: Counting Mutations
Experiment to mutate a gene in bacteria; the probability ofcausing a mutation is .4. The experiment was repeated 10times, with 10 independent colonies.
Interest is counting the number of mutations.
Y = # of mutations.
“success” = mutation; “failure” = no mutation
n = 10
p = .4
Y ∼ B(10, .4)
Tossing a fair Coin
Consider tossing a fair coin 3 times .Y = # of heads in the 3 tosses; Y ∼ B(3, .5)Consider the Possible outcomes:
TTTHTTTHTTTHHHTHTHTHHHHH
IP{Y = 0} =12.12.12
=18
IP{Y = 1} = 3(
12.12.12
)=
38
IP{Y = 2} = 3(
12.12.12)
)=
38
IP{Y = 3} =12.12.12
=18
Tossing a Biased Coin
Consider tossing a biased coin 3 times; IP{H} = .7Y = # of heads in the 3 tosses; Y ∼ B(3, .7)Consider the Possible outcomes:
TTTHTTTHTTTHHHTHTHTHHHHH
IP{Y = 0} = 1(.3× .3× .3) = 1(.70)(.33) = .027
IP{Y = 1} =
IP{Y = 2} =
IP{Y = 3} =
Tossing a Biased Coin
Consider tossing a biased coin 3 times; IP{H} = .7Y = # of heads in the 3 tosses; Y ∼ B(3, .7)Consider the Possible outcomes:
TTTHTTTHTTTHHHTHTHTHHHHH
IP{Y = 0} = 1(.3× .3× .3) = 1(.70)(.33) = .027
IP{Y = 1} = 3 (.7× .3× .3) = 3(.71)(.32) = .189
IP{Y = 2} =
IP{Y = 3} =
Tossing a Biased Coin
Consider tossing a biased coin 3 times; IP{H} = .7Y = # of heads in the 3 tosses; Y ∼ B(3, .7)Consider the Possible outcomes:
TTTHTTTHTTTHHHTHTHTHHHHH
IP{Y = 0} = 1(.3× .3× .3) = 1(.70)(.33) = .027
IP{Y = 1} = 3 (.7× .3× .3) = 3(.71)(.32) = .189
IP{Y = 2} = 3 (.7× .7× .3) = 3(.72)(.31) = .441
IP{Y = 3} =
Tossing a Biased Coin
Consider tossing a biased coin 3 times; IP{H} = .7Y = # of heads in the 3 tosses; Y ∼ B(3, .7)Consider the Possible outcomes:
TTTHTTTHTTTHHHTHTHTHHHHH
IP{Y = 0} = 1(.3× .3× .3) = 1(.70)(.33) = .027
IP{Y = 1} = 3 (.7× .3× .3) = 3(.71)(.32) = .189
IP{Y = 2} = 3 (.7× .7× .3) = 3(.72)(.31) = .441
IP{Y = 3} = 1(.7× .7× .7) = 1(.73)(.30) = .343
Question
Is there a general formula for computing Binomialprobabilities?
We do not want to have to list all possibilities when n = 10,or n = 100.
Background: Factorials
Factorial. Multiply all numbers from 1 to n (n is a positiveinteger)
n! = n(n − 1)(n − 2)...(2)(1)
Example. n = 4.
n! = (4)(3)(2)(1) = 24.
Note. 0! = 1.
Background: Binomial Coefficients
nCj
nCj =n!
j!(n − j)!
nCj counts all of the ways that j successes can appear in ntotal trials.
Example n = 5, j = 3.
5!
3!2!=
(5)(4)
2= 10.
cf. Table 2 p.674 for the nCj numbers.
Binomial Distribution Formula
IP{Y = j} = nCj pj(1− p)n−j
Y ∼ B(n, p) (a binomial random variable based on n trialsand success probability p)
The probability of getting j successes is given by(j = 0, 1, ..., n)
IP{Y = j} = nCj pj(1− p)n−j
=n!
j!(n − j)!pj(1− p)n−j
Example
IP{Y = j} =n!
j!(n − j)!pj(1− p)n−j
Question:You toss a fair coin 3 times, what is the probability of getting 2heads.Answer:p = .5 (fair coin), n = 3 tosses, j = 2 Heads. We get
IP{Y = 2} =3!
2! 1!(.5)2(.5)1 =
3.2.12.1 1
(.5)3 = 3/8
Example
IP{Y = j} =n!
j!(n − j)!pj(1− p)n−j
Question:Y ∼ B(7, .6). Compute IP{Y = 2}.Answer:p = .6, n = 7 tosses, j = 2 Heads. We get
IP{Y = 2} =7!
2! 5!(.6)2(.4)5 =
7.6 5!
1.2 5!(.6)2(.4)5
= 21(.6)2(.4)5 = .0774
Example
A new drug is available. Its success rate is 1/6: probability thata patient is improved. I try it independently on 6 patients.
Probability that at least one patient improves?p = 1/6, n = 6, j = 1, 2, 3, 4, 5 or 6.
IP{at least one improves} = IP{Y = 1 or Y = 2 or . . . or Y = 6}= IP{Y = 1}+ IP{Y = 2}+ · · ·+ IP{Y = 6}= 1− IP{Y = 0}
= 1− 6!
0!6!(1/6)0(5/6)6 = 1− (5/6)6
= .665
Probability Distribution
IP{Y = j} =n!
j!(n − j)!pj(1− p)n−j
Y ∼ B(6, 1/6); n = 6, p = 1/6.We can compute IP{Y = j}, for j = 0, 1, 2, 3, 4, 5, 6.
y 0 1 2 3 4 5 6IP{Y = y} 0.335 0.402 0.200 0.054 0.008 0.0006 0.00002
Recall the Formula for Mean,Variance for a GeneralDiscrete Random Variable
E(Y ) =∑
yi IP{Y = yi} ,
Var(Y ) =∑
(yi − µY )2IP{Y = yi} ,
where the yi ’s are the values that the variable takes on and thesum is taken over all possible values.
What if Y ∼ Bin(100, .5)
Do I have to sum over 101 different values?!?
Mean, Variance, and Standard deviation
If Y ∼ B(n, p) thenµ = IEY = np,
σ2 = np(1− p),
and
σ =√
np(1− p)
Example
Coin tossing: Y ∼ B(100, .5). Compute the mean, variance,and standard deviation.
µY = np = 50
σ2Y = np(1− p) = 100(.5)(.5) = 25
σY =√
25 = 5.
Underlying assumptions
A binomial random variable satisfies the following fourconditions, abbreviated BInS .
1 Binary outcomes. There are two possible outcomes foreach trial (success and failure).
2 Independent trials. The outcomes of the trials areindependent of each other.
3 n is fixed. The number of trials n is fixed in advance.4 Same value of p. The probability of a success on a single
trial is the same for all trials.
Note
The binomial model with n trials is said to be made up of nBernoulli trials.
Bernoulli Trials
The Assumptions of Bernoulli Trials.
1 Each trial results in one of two possible outcomes, denotedsuccess (S ) or failure (F ).
2 The trials are independent.3 The probability of S remains constant from trial-to-trial and
is denoted by p. Write q = 1− p for the constantprobability of F .
Example - solve on the Chalk Board
IP{Y = j} =n!
j!(n − j)!pj(1− p)n−j
Question: Devin Harris likes to play basketball. Assume thatDevin’s free throw attempts are Bernoulli trials with p = .8.
1 Devin will shoot four free throws. Calculate the probabilitythat he obtains S,S,F,S in that order
2 Devin will shoot four free throws. Calculate the probabilitythat he obtains a total of three successes.
3 Can you think of any reasons why the assumptions of thebinomial model might not be satisfied for free throwshooting?