Lecture 4
A Probability Primer
What is probability?
A classical notion of probability is the so-called frequentist view. If you toss a
coin or roll a die infinitely many times, the ratio of having a particular outcome
among all possible outcomes would converge to a certain number between zero
and one, and that is the probability.
An alternative idea of probability is the "Bayesian" view, which regards
probability as a measure of belief about the predicted outcome of an event.
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Discrete random variable:
Values constitute a finite or countably infinite set.
Probability mass function (PMF):
The PMF is the probability that a discrete random variable takes at an exact value.
Continuous random variable:
Set of possible values is the set of real numbers R, one interval, or a disjoint union of
intervals on the real line.
Probability density function (PDF):
The PDF is the probability that a continuous random variable takes at a specified
interval.
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Example (Probability distribution of discrete random variable or PMF)
1. Let a die is rolled then the probability of getting a number equal to 4 is an
example of probability mass function. The sample space for the given event is {1,
2, 3, 4, 5, 6} and X be the random variable for getting a 4. The probability mass
function evaluated for X = 4 is 1/6.
2. A lab has 6 computers. Let X denote the total number of these computers that are
in use simultaneously during lunch hour – {0,1,2...6}. Suppose that the probability
distribution of X is as given in the following table:
x 0 1 2 3 4 5 6
p(x) .05 .10 .15 .25 .20 .15 .10
Example: Suppose that there is an imperfection on a tire. Consider the reference
line is connecting the valve stem on a tire to the center point, and the precision of
measurement is 1°.
Let X be the angle measured anti-clockwise to the location of an imperfection.
f(x)
The PMF for X is
x
This means that the probability of the angle being between 0 and 360 degrees is
equally likely and equals to 1/360, and the probability of the angle being outside of
this range is 0.
Q: What is the probability of the angle of occurrence lies between 90° and 180°
inclusive, in other words, how do we calculate P (90°≤ X ≤ 180°)?
The formula for the PDF is: f(x) = 1/360
The x-axis of the graph represents the possible values of X. The y-axis represents
the probability that X will take on a particular value. The shaded area in the graph
represents the probability that X will be between 90 and 180.
P (90°≤ X ≤ 180°) = (1/360) × (180 – 90) = 0.25
Important Distributions
Certain probability distributions occur with such regularity in real-life
applications that they have been given their own names. E.g.,
1. Binomial
2. Poisson
3. Uniform
4. Normal
5. Exponential
The first two are discrete and the last two are continuous. Uniform
distributions are probability distributions with equally likely outcomes. A
discrete form of uniform distribution takes all possible discrete values, for
example, 1°, 2°, 3°, 4°, … , 360°.
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Binomial Distribution
The Binomial r.v. counts the total number of successes out of n trials,
where X is the number of successes.
- Each trial must be independent of the previous experiment
- The probability of success must be the same for each trial
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Consider the following scenarios:
- The number of heads/tails in a sequence of coin flips
- Vote counts for two different candidates in an election
- The number of male/female employees in a company
- The number of accounts that are in compliance or not in
compliance with an accounting procedure
- The number of successful sales calls
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Binomial Distribution
Example: A die is tossed four times. A “success” is defined as
rolling a 1 or a 6
- The probability of success is 1/3
- What is P(X = 2)?
- What is P(X = 3)?
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There is a set of assumptions which, if valid, would lead to a
binomial distribution. These are:
1. A set of n experiments or trials are conducted
2. Each trial could result in either a success or a failure
3. The probability p of success is the same for all trials
4. The outcomes of different trials are independent
5. We are interested in the total number of successes in these n
trials.
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Binomial Distribution Formula
Where
n= the number of trials (or the number being sampled)
x= the number of successes desired
p= probability of getting a success in one trial
q= 1-p = the probability of getting a failure in one trial
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The graph in the picture is a scatter plot that shows
the relationship between the number of successes
(x-axis) and the probability of success (y-axis) in a
binomial distribution. The x-axis represents the
number of successes, and the y-axis represents the
probability of that number of successes. The three
curves on the graph represent three different
binomial experiments, each with a different
probability of success (p) and number of trials (n).
The first curve (blue) represents an experiment with p = 0.5 and n = 20. This means that there is a
50% chance of success on each trial, and the experiment is conducted 20 times. The second curve
(green) represents an experiment with p = 0.7 and n = 20. This means that there is a 70% chance of
success on each trial, and the experiment is conducted 20 times. The third curve (red) represents an
experiment with p = 0.5 and n = 40. This means that there is a 50% chance of success on each trial, and
the experiment is conducted 20 times. The curves are all bell-shaped, and they become more spread
out as the number of trials increases. This is because the binomial distribution becomes more variable
as the number of trials increases. Note that blue and red bell shaped curve reaches their peak at 10
and 20 respectively, whereas the peak of the green curve reaches its peak at 14. Therefore we can
generalize that the binomial distribution attains its peak at p times n. 14
Example: Multiple-Choice Exam
Consider an exam that contains 10 multiple-choice questions
with 4 possible choices for each question, only one of which is
correct.
Suppose a student is to select the answer for every question
randomly. Let X be the number of questions the student
answers correctly. Then, X has a binomial distribution with
parameters n=10 and p=0.25. (Convince yourself that all
assumptions for a binomial distribution are reasonable in this
setting.)
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What are the probabilities of a student getting no answer correct and two answers
correct in a 10-question multiple choice test, where the probability of guessing the
correct answer for each question is 0.25?
What is the probability of a student to fail the exam (i.e. when less than 6 questions are answered
correctly)?
= 0.0563 + 0.1877 + 0.2816 + 0.2503 + 0.1460 + 0.0584
= 0.9803 16
Mean and Variance in Binomial distribution
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Normal Distribution…..
The normal distribution is the most important distribution in
statistics, since it arises naturally in numerous applications. The
key reason is that large sums of (small) random variables often
turn out to be normally distributed.
ROLLING A DIE SHOWS NORMAL DISTRIBUTION
The probability of rolling any of the numbers is 1/6.
The distribution of frequency of rolling a number as a
histogram
Probability distribution for rolling two dice
Now, let’s roll 5 (or 10, 20, 30) dice simultaneously for 500
times.
The histograms for each set of means show that as the
sample size increases, the distribution of sample means
comes closer to normal.
Normal Distribution
• The shape of a Normal curve depends on two parameters, µ and σ, which correspond,
respectively, to the mean and standard deviation of the population for the associated random
variable.
• The graph below shows a set of Normal curves, for various values of µ and σ. The curve is
always bell shaped, and always centered at the mean µ. Larger values of σ give a curve that is
more spread out. The area beneath the curve is always 1.
Properties of a Normal Curve
• All Normal Curves have the same general bell shape.
• The curve is symmetric with respect to a vertical line that passes through the
peak of the curve.
• The curve is centered at the mean µ which coincides with the median and the
mode and is located at the point beneath the peak of the curve.
• The area under the curve is always 1.
• The curve is completely determined by the mean µ and the standard
deviation σ. For the same mean, µ, a smaller value of σ gives a taller and
narrower curve, whereas a larger value of σ gives a flatter curve.
• The area under the curve to the right of the mean is 0.5 and the area under
the curve to the left of the mean is 0.5.
A random variable x is said to have the normal distribution with
parameters 𝜇 and 𝜎 if its density function is given by:
i.e., f(x) = 1 / (√(2π) σ) * exp{-1/2 * ((x - μ) / σ)^2} for -∞ < x < ∞.
It can be shown that E(X) = μ and V(X) = σ^2.
