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Introduction to Probability
Distributions
Data science and AI Certification Course
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Random Variable
• A random variable x takes on a defined set of
values with different probabilities.
• For example, if you roll a die, the outcome is random (not
fixed) and there are 6 possible outcomes, each of which
occur with probability one-sixth.
For example, if you poll people about their voting
preferences, the percentage of the sample that responds
“Yes on Proposition 100” is a also a random variable (the
percentage will be slightly differently every time you poll).
•
• Roughly, probability is how frequently we
expect different outcomes to occur if we
repeat the experiment over and over
(“frequentist” view)
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Random variables can be
discrete or continuous
n Discrete random variables have a countable
number of outcomes
n
Examples: Dead/alive, treatment/placebo, dice,
counts, etc.
Continuous random variables have an
infinite continuum of possible values.
n
n
Examples: blood pressure, weight, the speed of a
car, the real numbers from 1 to 6.
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Probability functions
n A probability function maps the possible
values of x against their respective
probabilities of occurrence, p(x)
p(x) is a number from 0 to 1.0.
The area under a probability function is
always 1.
n
n
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Discrete example: Roll of
a die
x
p(x)
1/6
1 2 3 4 5 6
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Probability Mass Function
(pmf)
x p(x)
1 p(x=1)=1
/6
2 p(x=2)=1
/6
3 p(x=3)=1
/6
4 p(x=4)=1
/6
5 p(x=5)=1
/6
6 p(x=6)=1
/61.0
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Cumulative distribution
function (CDF)
x
P(x)
1 2 3 4 5 6
5/6
2/3
1/2
1/3
1/6
1.0
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Practice Problem:
n The number of patients seen in the ER in any given hour
is a random variable represented by x. The probability
distribution for x is:
x 10 11 12 13 14
P(x .4 .2 .2 .1 .1)
Find the probability that in a given hour:
a. exactly 14 patients arrive p(x=14)= .1
b. At least 12 patients arrive p(x³12)= (.2 + .1 +.1) = .4
c. At most 11 patients arrive p(x≤11)= (.4 +.2) = .6
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Definitions
9
n Probability: the chance that an
uncertain event will occur (always
between 0 and 1)
n Event: Each possible type of
occurrence or outcome
n Simple Event: an event that can be
described by a single characteristic
n Sample Space: the collection of all
possible events
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Types of Probability
There are three approaches to assessing the probability of an
uncertain event:
1.a priori classical probability: the probability of an event is based
on prior knowledge of the process involved.
2.empirical classical probability: the probability of an event is
based on observed data.
3.subjective probability: the probability of an event is determined
by an individual, based on that person’s past experience, personal
opinion, and/or analysis of a particular situation.
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Calculating Probability
1. a priori classical probability
total number of possibleoutcomes
= number of ways the event can occur
T
Probability of Occurrence = X
2. empirical classical probability
Probability of Occurrence = number of favorableoutcomes observed
total number of outcomesobserved
These equations assume all outcomes are equally likely.
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Example of a priori
classical probability
Find the probability of selecting a face card (Jack,
Queen, or King) from a standard deck of 52 cards.
T total number of cards
= number of face cards
Probability of Face Card =
X
X = 12facecards = 3
T 52 total cards 13
12
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Example of empirical
classical probability
13
Taking
Stats
Not Taking
Stats
Total
Male 84 145 229
Female 76 134 210
Total 160 279 439
Find the probability of selecting a male taking statistics
from the population described in the following table:
84
Probability of Male Taking Stats =
number of males takingstats
= =0.191
total numberof people 439
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Examples of Sample
Space
The Sample Space is the collection of all possible
events
ex. All 6 faces of a die:
ex. All 52 cards in a deck of cards
ex. All possible outcomes when having a child: Boy
or Girl
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Events in Sample Space
15
n Simple event
n An outcome from a sample space with one
characteristic
n ex. A red card from a deck of cards
n Complement of an event A (denoted A/)
n All outcomes that are not part of event A
n ex. All cards that are not diamonds
n Joint event
n Involves two or more characteristics
simultaneously
n ex. An ace that is also red from a deck of cards
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Visualizing Events in
Sample Space
n Contingency
Tables:
n Tree Diagrams:
Ace Not
Ace
Total
Black 2 24 26
Red 2 24 26
Total 4 48 52
Full Deck
of 52 Cards
Red Card
Black Card
Not an Ace
Ace
Ace
Not anAce
Sample
Space
2
16
24
2
24
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Definitions Simple vs.
Joint Probability
n Simple (Marginal) Probability refers to
the probability of a simple event.
17
n ex. P(King)
n Joint Probability refers to the
probability of an occurrence of two or
more events.
n ex. P(King and Spade)
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Definitions Mutually
Exclusive Events
n
18
Mutually exclusive events are events that
cannot occur together (simultaneously).
n example:
n
n
A = queen of diamonds; B = queen of clubs
Events A and B are mutually exclusive if only one
card is selected
n example:
n
n
B = having a boy; G = having a girl
Events B and G are mutually exclusive if only one
child is born
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Definitions
Collectively Exhaustive
Eventsn
19
Collectively exhaustive events
n
n
One of the events must occur
The set of events covers the entire sample space
n example:
n
n
n
A = aces; B = black cards; C = diamonds; D = hearts
Events A, B, C and D are collectively exhaustive
(but not mutually exclusive – a selected ace may also
be a heart)
Events B, C and D are collectively exhaustive and
also mutually exclusive
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Computing Joint and
Marginal Probabilities
n The probability of a joint event, A and B:
n Computing a marginal (or simple)
Pp(Aro)b=aPb(Ailitayn:dB ) + P(Aand B ) + L + P(A and B )
1 2 k
n Where B1, B2, …, Bk are k mutually exclusive
and collectively exhaustive events
P(A and B) = number of outcomes satisfyingA and B
total number of elementary outcomes
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Example:
Joint Probability
P(Red and Ace)
=number of cards that are red and ace = 2
total number of cards 52
Ace Not
Ace
Total
Black 2 24 26
Red 2 24 26
Total 4 48 52
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Example:
Marginal (Simple)
Probability
P(Ace)
2 4
52
+
52
=
52
=P(Ace and Red) +P(Ace and Black) =
2
Ace Not Ace Total
Black 2 24 26
Red 2 24 26
Total 4 48 52
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Joint Probability Using a
Contingency Table
Event
Event
Total 1
Joint Probabilities Marginal (Simple) Probabilities
A1
A2
B1 B2 Total
P(B1) P(B2)
P(A1 and B1) P(A1 and B2) P(A1)
P(A2 and B1) P(A2 and B2) P(A2)
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Probability
Summary So Far
n Probability is the numerical measure
of the likelihood that an event will
occur.
n The probability of any event must be
between 0 and 1, inclusively
n 0 ≤ P(A) ≤ 1 for any event A.
n The sum of the probabilities of all
mutually exclusive and collectively
exhaustive events is 1.
n
n
P(A) + P(B) + P(C) = 1
A, B, and C are mutually exclusive
and collectively exhaustive
Certain
Impossible
.5
1
0
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General Addition Rule
25
P(A or B) = P(A) + P(B) - P(Aand B)
General Addition Rule:
If A and B are mutually exclusive,then
P(A and B) = 0, so the rule can besimplified:
P(A or B) = P(A) +P(B)
for mutually exclusive events A andB
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General Addition Rule
Example
Find the probability of selecting a male or a statistics student
from the population described in the following table:
P(Male or Stat) = P(M) + P(S) – P(M AND S)
= 229/439 + 160/439 – 84/439 = 305/439
Taking Stats Not Taking Stats Total
Male 84 145 229
Female 76 134 210
Total 160 279 439
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Conditional Probability
n A conditional probability is the probability of one
event, given that another event has occurred:
P(B)
P(A| B) =P(A and B)
P(A)
P(A andB)
P(B|A) =
The conditional
probability of A
given that B has
occurred
The conditional
probability of B
given that Ahas
Where P(A and B) = joint probability ofAoacncduBrred
P(A) = marginal probability of A
P(B) = marginal probability of B
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Computing Conditional
Probability
n Of the cars on a used car lot, 70%
have air conditioning (AC) and 40%
have a CD player (CD). 20% of the
cars have both.
n What is the probability that a car has
a CD player, given that it has AC ?
n We want to find P(CD | AC).
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Computing Conditional
Probability
CD No CD Total
AC 0.2 0.5 0.7
No
AC
0.2 0.1 0.3
Total 0.4 0.6 1.0
=
.7
=.2857P(CD | AC)=P(CDandAC) .2
P(AC)
Given AC, we only consider the top row (70% of the cars). Of
these, 20% have a CD player. 20% of 70% is about 28.57%.
Given
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Computing Conditional
Probability: Decision
Trees
Has CD
Doesnot haveCD
HasAC
Does nothaveAC
HasAC
Does nothaveAC
P(CD)= .4
P(CD/
)= .6
P(CD and AC) = .2
P(CD and AC/) = .2
P(CD/ and AC/) =.1
P(CD/ and AC) =.5
.4
.2
.5
.6
.1
.6
30
All
Cars
.2
.4
Given CD or
no CD:
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Computing Conditional
Probability: Decision
Trees
HasAC
Doesnot haveAC
Has CD
Does nothave CD
Has CD
Does nothave CD
P(AC)= .7
P(AC/
)= .3
P(AC and CD) = .2
P(AC and CD/) = .5
P(AC/ and CD/) =.1
P(AC/ and CD) =.2
.7
.5
.2
.3
.1
.3
31
All
Cars
.2
.7
Given AC or
no AC:
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Statistical
Independence
§ Two events are independent if and only if:
P(A | B)=P(A)
§ Events A and B are independent when the
probability of one event is not affected by the
other event
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Multiplication Rules
33
n Multiplication rule for two events A
and B:P(Aand B) =P(A | B) P(B)
P(A| B)=P(A)
If A and B are independent, thenn
and the multiplication rule
simplifiPe(Asatnod:B) =P(A) P(B)
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Multiplication Rules
34
n Suppose a city council is composed of 5
democrats, 4 republicans, and 3
independents. Find the probability of
randomly selecting a democrat followed
by an independent.
P(I and D) =P(I | D)P(D) =(3/11)(5/12) =5/44 =.114
n Note that after the democrat is selected
(out of 12 people), there are only 11
people left in the sample space.
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Marginal Probability
Using Multiplication
Rules
35
§ Marginal probability for event A:
P(A) =P(A | B1)P(B1) + P(A| B2 )P(B2 ) + L + P(A| Bk )P(Bk )
§ Where B1, B2, …, Bk are k mutually exclusive and
collectively exhaustive events
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Bayes’ Theorem
n Bayes’ Theorem is used to revise
previously calculated probabilities
based on new information.
n Developed by Thomas Bayes in the
18th Century.
n It is an extension of conditional
probability.
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Bayes’ Theorem
P(A| Bi )P(Bi )
37
iP(B | A) =
P(A| B1)P(B1) + P(A| B2 )P(B2 ) + K + P(A| Bk )P(Bk )
where:
Bi = ith event of k mutually exclusive and
collectively exhaustive events
A = new event that might impact P(Bi)
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Bayes’ Theorem
Example
n A drilling company has estimated a 40%
chance of striking oil for their new well.
n A detailed test has been scheduled for more
information. Historically, 60% of successful
wells have had detailed tests, and 20% of
unsuccessful wells have had detailed tests.
n Given that this well has been scheduled for
a detailed test, what is the probability that
the well will be successful?
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Bayes’ Theorem
Example
n Let S = successful well
U = unsuccessful well
n P(S) = .4 , P(U) = .6 (prior
probabilities)
n Define the detailed test event as D
n Conditional probabilities:
39
n P(D|S) = .6
n Goal: To find
P(D|U) = .2
P(S|D)
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Bayes’ Theorem
Example
= .667
40
.24+.12
.24
(.6)(.4) + (.2)(.6)
P(D |S)P(S)
P(D |S)P(S) + P(D | U)P(U)
(.6)(.4)
P(S| D) =
=
=
Apply Bayes’Theorem:
So, the revised probability of success, given that this
well has been scheduled for a detailed test, is .667
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Bayes’ Theorem
Example
n Given the detailed test, the revised probability of
a successful well has risen to .667 from the
original estimate of 0.4.
Event Prior
Prob.
Conditional
Prob.
Joint
Prob.
Revised
Prob.
S (successful) .4 .6 .4*.6 = .24 .24/.36 = .667
U (unsuccessful) .6 .2 .6*.2 = .12
S= .36
.12/.36 = .333
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Review Question 1
If you toss a die, what’s the probability that you
roll a 3 or less?
a. 1/6
b. 1/3
c. 1/2
d. 5/6
e. 1.0
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Review Question 1
If you toss a die, what’s the probability that you
roll a 3 or less?
a. 1/6
b. 1/3
c. 1/2
d. 5/6
e. 1.0
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Review Question 2
Two dice are rolled and the sum of the face
values is six? What is the probability that at
least one of the dice came up a 3?
a. 1/5
b. 2/3
c. 1/2
d. 5/6
e. 1.0
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Review Question 2
Two dice are rolled and the sum of the face
values is six. What is the probability that at least
one of the dice came up a 3?
a. 1/5
b. 2/3
c. 1/2
d. 5/6
e. 1.0
How can you get a 6 on
two dice? 1-5, 5-1, 2-4, 4-
2, 3-3
One of these five has a 3.
1/5
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Important discrete
probability distribution:
The binomial
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Binomial Probability
Distribution
n A fixed number of observations (trials), n
n e.g., 15 tosses of a coin; 20 patients; 1000
people surveyed
A binary outcomen
n e.g., head or tail in each toss of a coin; disease
or no disease
Generally called “success” and “failure”
Probability of success is p, probability of failure
is 1 –p
n
n
n Constant probability for each observation
n e.g., Probability of getting a tail is the same
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Binomial distribution
Take the example of 5 coin tosses.
What’s the probability that you flip
exactly 3 heads in 5 coin tosses?
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Binomial distribution
Solution:
One way to get exactly 3 heads: HHHTT
What’s the probability of this exact
arrangement?
P(heads)xP(heads) xP(heads)xP(tails)xP(tails)
=(1/2)3 x (1/2)2
Another way to get exactly 3 heads: THHHT
Probability of this exact outcome = (1/2)1 x (1/2)3
x (1/2)1 = (1/2)3 x (1/2)2
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Binomial Distribution
In fact, (1/2)3 x (1/2)2 is the probability of
each unique outcome that has exactly 3
heads and 2 tails.
So, the overall probability of 3 heads and 2
tails is:
(1/2)3 x (1/2)2 + (1/2)3 x (1/2)2 + (1/2)3 x (1/2)2
+ ….. for as many unique arrangements as
there are—but how many are there??
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Outcome Probability
THHHT
HHHTT
TTHHH
HTTHH
HHTTH
HTHHT
THTHH
HTHTH
HHTHT
THHTH
(1/2)3 x (1/2)2
(1/2)3 x (1/2)2
(1/2)3 x (1/2)2
(1/2)3 x (1/2)2
(1/2)3 x (1/2)2
(1/2)3 x (1/2)2
(1/2)3 x (1/2)2
(1/2)3 x (1/2)2
(1/2)3 x (1/2)2
(1/2)3 x (1/2)2
10 arrangements x (1/2)3 x (1/2)2
The probability
of each unique
outcome (note:
they are all
equal)
ways to
arrange 3
heads in
5 trials
5C3 = 5!/3!2! = 10
Factorial review: n ! = n(n-1)(n-2)…
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P(3heads and 2 tails)= x P(heads)3 x P(tails)2 =
10 x (½)5=31.25%
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x
4 50 1 32
Binomial distribution
function:
X= the number of heads tossed in
5 coin tosses
p(x)
number of heads
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Binomial Distribution,
Generally
1-p = probability
of failure
p =
probability of
success
X = #
successes
out of n
trials
Note the general pattern emerging à if you have only two possible
outcomes (call them 1/0 or yes/no or success/failure) in n independent
trials, then the probability of exactly X “successes”=
n = number of trials
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Binomial Distribution:
example
n If I toss a coin 20 times, what’s the
probability of getting exactly 10
heads?
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Binomial Distribution:
example
n If I toss a coin 20 times, what’s the
probability of getting of getting 2
or fewer heads?
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**All probability distributions are
characterized by an expected value
and a variance:
If X follows a binomial distribution
with parameters n and p: X ~ Bin
(n, p)
Then:
E(X) = np
Var (X) = np(1-p)
SD (X)=
Note: the variance
will always lie
between
0*N-.25 *N
p(1-p) reaches
maximum at p = . 5
P(1-p)=.25
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Practice Problem
n 1. You are performing a cohort study. If the
probability of developing disease in the
exposed group is .05 for the study duration,
then if you (randomly) sample 500 exposed
people, how many do you expect to develop
the disease? Give a margin of error (+/- 1
standard deviation) for your estimate.
n 2. What’s the probability that at most 10
exposed people develop the disease?
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Answer
1. How many do you expect to develop the disease? Give a
margin of error (+/- 1 standard deviation) for your estimate.
X ~ binomial (500, .05)
E(X) = 500 (.05) = 25
Var(X) = 500 (.05) (.95) = 23.75
StdDev(X) = square root (23.75) = 4.87
25± 4.87
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Answer
2. What’s the probability that at most 10
exposed subjects develop the disease?
This is asking for a CUMULATIVE PROBABILITY: the probability of 0 getting the
disease or 1 or 2 or 3 or 4 or up to 10.
P(X≤10) = P(X=0) + P(X=1) + P(X=2) + P(X=3) + P(X=4)+….+ P(X=10)=
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Practice Problem:
You are conducting a case-control study of
smoking and lung cancer. If the probability of
being a smoker among lung cancer cases is .6,
what’s the probability that in a group of 8 cases
you have:
a. Less than 2 smokers?
b. More than 5?
c. What are the expected value and variance of the number
of smokers?
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Answer
1 2 3 4 5 6 7 80
X P(X)
1(.4)8
=.000650
1 8(.6)1
(.4)7
=.008
2 28(.6)2
(.4)6
=.04
3 56(.6)3
(.4)5
=.12
4 70(.6)4
(.4)4
=.23
5 56(.6)5
(.4)3
=.28
6 28(.6)6
(.4)2
=.21
7 8(.6)7
(.4) 1
=.090
8 1(.6)8
=.0168
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Answer, continued
1 2 3 4 5 6 7 80
E(X) = 8 (.6) = 4.8
Var(X) = 8 (.6) (.4) =1.92
StdDev(X) = 1.38
P(<2)=.00065 + .008 = .00865 P(>5)=.21+.09+.0168 = .3168
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Review Question 4
In your case-control study of smoking and lung-
cancer, 60% of cases are smokers versus only
10% of controls. What is the odds ratio
between smoking and lung cancer?
a. 2.5
b. 13.5
c. 15.0
d. 6.0
e. .05
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Review Question 4
In your case-control study of smoking and lung-
cancer, 60% of cases are smokers versus only
10% of controls. What is the odds ratio
between smoking and lung cancer?
a. 2.5
b. 13.5
c. 15.0
d. 6.0
e. .05
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Review Question 5
What’s the probability of getting exactly
5 heads in 10 coin tosses?
a.
b.
c.
d.
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Review Question 5
What’s the probability of getting exactly
5 heads in 10 coin tosses?
a.
b.
c.
d.
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Review Question 6
A coin toss can be thought of as an example of a
binomial distribution with N=1 and p=.5. What are
the expected value and variance of a coin toss?
a. .5, .25
b. 1.0, 1.0
c. 1.5, .5
d. .25, .5
e. .5, .5
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Review Question 6
A coin toss can be thought of as an example of a
binomial distribution with N=1 and p=.5. What are
the expected value and variance of a coin toss?
a. .5, .25
b. 1.0, 1.0
c. 1.5, .5
d. .25, .5
e. .5, .5
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Review Question 7
If I toss a coin 10 times, what is the expected
value and variance of the number of heads?
a. 5, 5
b. 10, 5
c. 2.5, 5
d. 5, 2.5
e. 2.5, 10
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Review Question 7
If I toss a coin 10 times, what is the expected
value and variance of the number of heads?
a. 5, 5
b. 10, 5
c. 2.5, 5
d. 5, 2.5
e. 2.5, 10
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Review Question 8
In a randomized trial with n=150, the goal is to
randomize half to treatment and half to control. The
number of people randomized to treatment is a random
variable X. What is the probability distribution of X?
a. X~Normal(µ=75,s=10)
b. X~Exponential(µ=75)
c. X~Uniform
d. X~Binomial(N=150, p=.5)
e. X~Binomial(N=75, p=.5)
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Review Question 8
In a randomized trial with n=150, every subject has a
50% chance of being randomized to treatment. The
number of people randomized to treatment is a random
variable X. What is the probability distribution of X?
a. X~Normal(µ=75,s=10)
b. X~Exponential(µ=75)
c. X~Uniform
d. X~Binomial(N=150, p = . 5)
e. X~Binomial(N=75, p=.5)
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Review Question 9
More than 2 standard deviationsd.
In the same RCT with n=150, if
69 end up in the treatment group
and 81 in the control group, how
far off is that from expected?
a. Less than 1 standard deviation
b . 1 standard deviation
c . Between 1 and 2 standard deviations
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Review Question 9
More than 2 standard deviationsd.
In the same RCT with n=150, if
69 end up in the treatment group
and 81 in the control group, how
far off is that from expe
a. Less than 1 standard deviation
b . 1 standard deviation
c . Between 1 and 2 standard devia
cted?
tions
Expected = 75
81 and 69 are both 6 away
from the expected.
Variance = 150(.25) = 37.5
Std Dev @ 6
Therefore, about 1 SD away
from expected.
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Proportions…
n The binomial distribution forms the basis
of statistics for proportions.
A proportion is just a binomial count
divided by n.
n
n For example, if we sample 200 cases and find
60 smokers, X=60 but the observed
proportion=.30.
Statistics for proportions are similar to
binomial counts, but differ by a factor of n.
n
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Stats for proportions
For binomial:
For proportion:
P-hat stands for “sample
proportion.”
Differs by
a factor
of n.
Differs
by a
factor
of n.
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It all comes back to
normal…
n Statistics for proportions are based
on a normal distribution, because
the binomial can be approximated
as normal if np>5
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Multinomial distribution
(beyond the scope of this course)
The multinomial is a generalization of the
binomial. It is used when there are more than
2 possible outcomes (for ordinal or nominal,
rather than binary, random variables).
n Instead of partitioning n trials into 2
outcomes (yes with probability p / no with
probability 1-p), you are partitioning n
trials into 3 or more outcomes (with
probabilities: p1, p2, p3 , ..)
n General formula for 3 outcomes:
pD - pR )zx y
D Rp p (1-
x!y!z!
n!
P(D =x, R =y, G =z) =
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Multinomial example
Specific Example: if you are randomly choosing 8
people from an audience that contains 50%
democrats, 30% republicans, and 20% green
party, what’s the probability of choosing exactly 4
democrats, 3 republicans, and 1 green party
member?
(.5)4
(.3)3
(.2)1
4!3!1!
8!
P(D =4, R =3,G =1) =
You can see that it gets hard to calculate very
fast! The multinomial has many uses in
genetics where a person may have 1 of many
possible alleles (that occur with certain
probabilities in a given population) at a gene
locus.
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Introduction to the Poisson Distribution
n Poisson distribution is for counts—if events
happen at a constant rate over time, the
Poisson distribution gives the probability of
X number of events occurring in time T.
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Poisson Mean and Variance
n Mean
n Variance and Standard
Deviation
µ =l
s 2
=l
s = l
where l = expected number of
hits in a given time period
For a Poisson
random
variable, the
variance and
mean are the
same!
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Poisson Distribution, example
The Poisson distribution models counts, such as the number of new
cases of SARS that occur in women in New England next month.
The distribution tells you the probability of all possible numbers of
new cases, from 0 to infinity.
If X= # of new cases next month and X ~ Poisson (l), then the
probability that X=k (a particular count) is:
k!
lk
e-l
p(X =k ) =
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Example
n For example, if new cases of West
Nile Virus in New England are
occurring at a rate of about 2 per
month, then these are the
probabilities that: 0,1, 2, 3, 4, 5, 6,
to 1000 to 1 million to… cases will
occur in New England in the next
month:
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Poisson Probability table
X P(X)
0 2 0
e - 2
0 !
=.135
1 2 1
e - 2
1 !
=.27
2 2 2 e - 2
2 !
=.27
3 2 3
e - 2
3 !
=.18
4 =.09
5
… …
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Example: Poisson
Distribution
Suppose that a rare disease has an incidence of 1 in 1000 person-
years. Assuming that members of the population are affected
independently, find the probability of k cases in a population of
10,000 (followed over 1 year) for k=0,1,2.
The expected value (mean) =l = .001*10,000 = 10
10 new cases expected in this population per yearà
= .00227
2!
=.0000454
0!
= .000454
1!
(10)2
e-(10)
P( X =2) =
(10)1
e-(10)
P( X =1) =
(10)0 e-(10)
P( X =0) =
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more on Poisson…
“Poisson Process” (rates)
Note that the Poisson parameter l can be
given as the mean number of events that
occur in a defined time period OR,
equivalently, l can be given as a rate, such as
l=2/month (2 events per 1 month) that must
be multiplied by t=time (called a “Poisson
Process”) à
X ~ Poisson(lt()lk)e-lt
k!
P(X =k ) =
E(X) = lt
Var(X) = lt Visit: Learnbay.co
Example
For example, if new cases of West Nile
in New England are occurring at a rate
of about 2 per month, then what’s the
probability that exactly 4 cases will
occur in the next 3 months?
X ~ Poisson (l=2/month)
= 13.4%
4!4!
P(X = 4 in 3 months)= =
(2* 3)4
e-(2*3)
64
e-(6)
Exactly 6 cases?
= 16%
6!6!
P(X =6 in 3 months) =
(2 * 3)6
e- (2*3)
=
66
e-(6)
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Practice problems
1a. If calls to your cell phone are a
Poisson process with a constant rate
l=2 calls per hour, what’s the
probability that, if you forget to turn
your phone off in a 1.5 hour movie, your
phone rings during that time?
1b. How many phone calls do you
expect to get during the movie?
Visit: Learnbay.co
Answer
1a. If calls to your cell phone are a Poisson process with
a constant rate l=2 calls per hour, what’s the
probability that, if you forget to turn your phone off in a
1.5 hour movie, your phone rings during that time?
X ~ Poisson (l=2 calls/hour)
P(X≥1)=1 – P(X=0)
= .05
0! 0!
-3(3)0
e-3(2*1.5)0
e-2(1.5)
P(X = 0) = = e
P(X≥1)=1 – .05 = 95%
chance
1b. How many phone calls do you expect to get during the movie?
E(X) = lt = 2(1.5) = 3
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THANK YOU!!!
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Probabilities distributions

  • 1. Introduction to Probability Distributions Data science and AI Certification Course Visit: Learnbay.co
  • 2. Random Variable • A random variable x takes on a defined set of values with different probabilities. • For example, if you roll a die, the outcome is random (not fixed) and there are 6 possible outcomes, each of which occur with probability one-sixth. For example, if you poll people about their voting preferences, the percentage of the sample that responds “Yes on Proposition 100” is a also a random variable (the percentage will be slightly differently every time you poll). • • Roughly, probability is how frequently we expect different outcomes to occur if we repeat the experiment over and over (“frequentist” view) Visit: Learnbay.co
  • 3. Random variables can be discrete or continuous n Discrete random variables have a countable number of outcomes n Examples: Dead/alive, treatment/placebo, dice, counts, etc. Continuous random variables have an infinite continuum of possible values. n n Examples: blood pressure, weight, the speed of a car, the real numbers from 1 to 6. Visit: Learnbay.co
  • 4. Probability functions n A probability function maps the possible values of x against their respective probabilities of occurrence, p(x) p(x) is a number from 0 to 1.0. The area under a probability function is always 1. n n Visit: Learnbay.co
  • 5. Discrete example: Roll of a die x p(x) 1/6 1 2 3 4 5 6 Visit: Learnbay.co
  • 6. Probability Mass Function (pmf) x p(x) 1 p(x=1)=1 /6 2 p(x=2)=1 /6 3 p(x=3)=1 /6 4 p(x=4)=1 /6 5 p(x=5)=1 /6 6 p(x=6)=1 /61.0 Visit: Learnbay.co
  • 7. Cumulative distribution function (CDF) x P(x) 1 2 3 4 5 6 5/6 2/3 1/2 1/3 1/6 1.0 Visit: Learnbay.co
  • 8. Practice Problem: n The number of patients seen in the ER in any given hour is a random variable represented by x. The probability distribution for x is: x 10 11 12 13 14 P(x .4 .2 .2 .1 .1) Find the probability that in a given hour: a. exactly 14 patients arrive p(x=14)= .1 b. At least 12 patients arrive p(x³12)= (.2 + .1 +.1) = .4 c. At most 11 patients arrive p(x≤11)= (.4 +.2) = .6 Visit: Learnbay.co
  • 9. Definitions 9 n Probability: the chance that an uncertain event will occur (always between 0 and 1) n Event: Each possible type of occurrence or outcome n Simple Event: an event that can be described by a single characteristic n Sample Space: the collection of all possible events Visit: Learnbay.co
  • 10. Types of Probability There are three approaches to assessing the probability of an uncertain event: 1.a priori classical probability: the probability of an event is based on prior knowledge of the process involved. 2.empirical classical probability: the probability of an event is based on observed data. 3.subjective probability: the probability of an event is determined by an individual, based on that person’s past experience, personal opinion, and/or analysis of a particular situation. Visit: Learnbay.co
  • 11. Calculating Probability 1. a priori classical probability total number of possibleoutcomes = number of ways the event can occur T Probability of Occurrence = X 2. empirical classical probability Probability of Occurrence = number of favorableoutcomes observed total number of outcomesobserved These equations assume all outcomes are equally likely. Visit: Learnbay.co
  • 12. Example of a priori classical probability Find the probability of selecting a face card (Jack, Queen, or King) from a standard deck of 52 cards. T total number of cards = number of face cards Probability of Face Card = X X = 12facecards = 3 T 52 total cards 13 12 Visit: Learnbay.co
  • 13. Example of empirical classical probability 13 Taking Stats Not Taking Stats Total Male 84 145 229 Female 76 134 210 Total 160 279 439 Find the probability of selecting a male taking statistics from the population described in the following table: 84 Probability of Male Taking Stats = number of males takingstats = =0.191 total numberof people 439 Visit: Learnbay.co
  • 14. Examples of Sample Space The Sample Space is the collection of all possible events ex. All 6 faces of a die: ex. All 52 cards in a deck of cards ex. All possible outcomes when having a child: Boy or Girl 14Visit: Learnbay.co
  • 15. Events in Sample Space 15 n Simple event n An outcome from a sample space with one characteristic n ex. A red card from a deck of cards n Complement of an event A (denoted A/) n All outcomes that are not part of event A n ex. All cards that are not diamonds n Joint event n Involves two or more characteristics simultaneously n ex. An ace that is also red from a deck of cards Visit: Learnbay.co
  • 16. Visualizing Events in Sample Space n Contingency Tables: n Tree Diagrams: Ace Not Ace Total Black 2 24 26 Red 2 24 26 Total 4 48 52 Full Deck of 52 Cards Red Card Black Card Not an Ace Ace Ace Not anAce Sample Space 2 16 24 2 24 Visit: Learnbay.co
  • 17. Definitions Simple vs. Joint Probability n Simple (Marginal) Probability refers to the probability of a simple event. 17 n ex. P(King) n Joint Probability refers to the probability of an occurrence of two or more events. n ex. P(King and Spade) Visit: Learnbay.co
  • 18. Definitions Mutually Exclusive Events n 18 Mutually exclusive events are events that cannot occur together (simultaneously). n example: n n A = queen of diamonds; B = queen of clubs Events A and B are mutually exclusive if only one card is selected n example: n n B = having a boy; G = having a girl Events B and G are mutually exclusive if only one child is born Visit: Learnbay.co
  • 19. Definitions Collectively Exhaustive Eventsn 19 Collectively exhaustive events n n One of the events must occur The set of events covers the entire sample space n example: n n n A = aces; B = black cards; C = diamonds; D = hearts Events A, B, C and D are collectively exhaustive (but not mutually exclusive – a selected ace may also be a heart) Events B, C and D are collectively exhaustive and also mutually exclusive Visit: Learnbay.co
  • 20. Computing Joint and Marginal Probabilities n The probability of a joint event, A and B: n Computing a marginal (or simple) Pp(Aro)b=aPb(Ailitayn:dB ) + P(Aand B ) + L + P(A and B ) 1 2 k n Where B1, B2, …, Bk are k mutually exclusive and collectively exhaustive events P(A and B) = number of outcomes satisfyingA and B total number of elementary outcomes 20Visit: Learnbay.co
  • 21. Example: Joint Probability P(Red and Ace) =number of cards that are red and ace = 2 total number of cards 52 Ace Not Ace Total Black 2 24 26 Red 2 24 26 Total 4 48 52 21Visit: Learnbay.co
  • 22. Example: Marginal (Simple) Probability P(Ace) 2 4 52 + 52 = 52 =P(Ace and Red) +P(Ace and Black) = 2 Ace Not Ace Total Black 2 24 26 Red 2 24 26 Total 4 48 52 22Visit: Learnbay.co
  • 23. Joint Probability Using a Contingency Table Event Event Total 1 Joint Probabilities Marginal (Simple) Probabilities A1 A2 B1 B2 Total P(B1) P(B2) P(A1 and B1) P(A1 and B2) P(A1) P(A2 and B1) P(A2 and B2) P(A2) 23Visit: Learnbay.co
  • 24. Probability Summary So Far n Probability is the numerical measure of the likelihood that an event will occur. n The probability of any event must be between 0 and 1, inclusively n 0 ≤ P(A) ≤ 1 for any event A. n The sum of the probabilities of all mutually exclusive and collectively exhaustive events is 1. n n P(A) + P(B) + P(C) = 1 A, B, and C are mutually exclusive and collectively exhaustive Certain Impossible .5 1 0 24Visit: Learnbay.co
  • 25. General Addition Rule 25 P(A or B) = P(A) + P(B) - P(Aand B) General Addition Rule: If A and B are mutually exclusive,then P(A and B) = 0, so the rule can besimplified: P(A or B) = P(A) +P(B) for mutually exclusive events A andB Visit: Learnbay.co
  • 26. General Addition Rule Example Find the probability of selecting a male or a statistics student from the population described in the following table: P(Male or Stat) = P(M) + P(S) – P(M AND S) = 229/439 + 160/439 – 84/439 = 305/439 Taking Stats Not Taking Stats Total Male 84 145 229 Female 76 134 210 Total 160 279 439 26Visit: Learnbay.co
  • 27. Conditional Probability n A conditional probability is the probability of one event, given that another event has occurred: P(B) P(A| B) =P(A and B) P(A) P(A andB) P(B|A) = The conditional probability of A given that B has occurred The conditional probability of B given that Ahas Where P(A and B) = joint probability ofAoacncduBrred P(A) = marginal probability of A P(B) = marginal probability of B 27Visit: Learnbay.co
  • 28. Computing Conditional Probability n Of the cars on a used car lot, 70% have air conditioning (AC) and 40% have a CD player (CD). 20% of the cars have both. n What is the probability that a car has a CD player, given that it has AC ? n We want to find P(CD | AC). 28Visit: Learnbay.co
  • 29. Computing Conditional Probability CD No CD Total AC 0.2 0.5 0.7 No AC 0.2 0.1 0.3 Total 0.4 0.6 1.0 = .7 =.2857P(CD | AC)=P(CDandAC) .2 P(AC) Given AC, we only consider the top row (70% of the cars). Of these, 20% have a CD player. 20% of 70% is about 28.57%. Given 29Visit: Learnbay.co
  • 30. Computing Conditional Probability: Decision Trees Has CD Doesnot haveCD HasAC Does nothaveAC HasAC Does nothaveAC P(CD)= .4 P(CD/ )= .6 P(CD and AC) = .2 P(CD and AC/) = .2 P(CD/ and AC/) =.1 P(CD/ and AC) =.5 .4 .2 .5 .6 .1 .6 30 All Cars .2 .4 Given CD or no CD: Visit: Learnbay.co
  • 31. Computing Conditional Probability: Decision Trees HasAC Doesnot haveAC Has CD Does nothave CD Has CD Does nothave CD P(AC)= .7 P(AC/ )= .3 P(AC and CD) = .2 P(AC and CD/) = .5 P(AC/ and CD/) =.1 P(AC/ and CD) =.2 .7 .5 .2 .3 .1 .3 31 All Cars .2 .7 Given AC or no AC: Visit: Learnbay.co
  • 32. Statistical Independence § Two events are independent if and only if: P(A | B)=P(A) § Events A and B are independent when the probability of one event is not affected by the other event 32Visit: Learnbay.co
  • 33. Multiplication Rules 33 n Multiplication rule for two events A and B:P(Aand B) =P(A | B) P(B) P(A| B)=P(A) If A and B are independent, thenn and the multiplication rule simplifiPe(Asatnod:B) =P(A) P(B) Visit: Learnbay.co
  • 34. Multiplication Rules 34 n Suppose a city council is composed of 5 democrats, 4 republicans, and 3 independents. Find the probability of randomly selecting a democrat followed by an independent. P(I and D) =P(I | D)P(D) =(3/11)(5/12) =5/44 =.114 n Note that after the democrat is selected (out of 12 people), there are only 11 people left in the sample space. Visit: Learnbay.co
  • 35. Marginal Probability Using Multiplication Rules 35 § Marginal probability for event A: P(A) =P(A | B1)P(B1) + P(A| B2 )P(B2 ) + L + P(A| Bk )P(Bk ) § Where B1, B2, …, Bk are k mutually exclusive and collectively exhaustive events Visit: Learnbay.co
  • 36. Bayes’ Theorem n Bayes’ Theorem is used to revise previously calculated probabilities based on new information. n Developed by Thomas Bayes in the 18th Century. n It is an extension of conditional probability. 36Visit: Learnbay.co
  • 37. Bayes’ Theorem P(A| Bi )P(Bi ) 37 iP(B | A) = P(A| B1)P(B1) + P(A| B2 )P(B2 ) + K + P(A| Bk )P(Bk ) where: Bi = ith event of k mutually exclusive and collectively exhaustive events A = new event that might impact P(Bi) Visit: Learnbay.co
  • 38. Bayes’ Theorem Example n A drilling company has estimated a 40% chance of striking oil for their new well. n A detailed test has been scheduled for more information. Historically, 60% of successful wells have had detailed tests, and 20% of unsuccessful wells have had detailed tests. n Given that this well has been scheduled for a detailed test, what is the probability that the well will be successful? 38Visit: Learnbay.co
  • 39. Bayes’ Theorem Example n Let S = successful well U = unsuccessful well n P(S) = .4 , P(U) = .6 (prior probabilities) n Define the detailed test event as D n Conditional probabilities: 39 n P(D|S) = .6 n Goal: To find P(D|U) = .2 P(S|D) Visit: Learnbay.co
  • 40. Bayes’ Theorem Example = .667 40 .24+.12 .24 (.6)(.4) + (.2)(.6) P(D |S)P(S) P(D |S)P(S) + P(D | U)P(U) (.6)(.4) P(S| D) = = = Apply Bayes’Theorem: So, the revised probability of success, given that this well has been scheduled for a detailed test, is .667 Visit: Learnbay.co
  • 41. Bayes’ Theorem Example n Given the detailed test, the revised probability of a successful well has risen to .667 from the original estimate of 0.4. Event Prior Prob. Conditional Prob. Joint Prob. Revised Prob. S (successful) .4 .6 .4*.6 = .24 .24/.36 = .667 U (unsuccessful) .6 .2 .6*.2 = .12 S= .36 .12/.36 = .333 41Visit: Learnbay.co
  • 42. Review Question 1 If you toss a die, what’s the probability that you roll a 3 or less? a. 1/6 b. 1/3 c. 1/2 d. 5/6 e. 1.0 Visit: Learnbay.co
  • 43. Review Question 1 If you toss a die, what’s the probability that you roll a 3 or less? a. 1/6 b. 1/3 c. 1/2 d. 5/6 e. 1.0 Visit: Learnbay.co
  • 44. Review Question 2 Two dice are rolled and the sum of the face values is six? What is the probability that at least one of the dice came up a 3? a. 1/5 b. 2/3 c. 1/2 d. 5/6 e. 1.0 Visit: Learnbay.co
  • 45. Review Question 2 Two dice are rolled and the sum of the face values is six. What is the probability that at least one of the dice came up a 3? a. 1/5 b. 2/3 c. 1/2 d. 5/6 e. 1.0 How can you get a 6 on two dice? 1-5, 5-1, 2-4, 4- 2, 3-3 One of these five has a 3. 1/5 Visit: Learnbay.co
  • 47. Binomial Probability Distribution n A fixed number of observations (trials), n n e.g., 15 tosses of a coin; 20 patients; 1000 people surveyed A binary outcomen n e.g., head or tail in each toss of a coin; disease or no disease Generally called “success” and “failure” Probability of success is p, probability of failure is 1 –p n n n Constant probability for each observation n e.g., Probability of getting a tail is the same Visit: Learnbay.co
  • 48. Binomial distribution Take the example of 5 coin tosses. What’s the probability that you flip exactly 3 heads in 5 coin tosses? Visit: Learnbay.co
  • 49. Binomial distribution Solution: One way to get exactly 3 heads: HHHTT What’s the probability of this exact arrangement? P(heads)xP(heads) xP(heads)xP(tails)xP(tails) =(1/2)3 x (1/2)2 Another way to get exactly 3 heads: THHHT Probability of this exact outcome = (1/2)1 x (1/2)3 x (1/2)1 = (1/2)3 x (1/2)2 Visit: Learnbay.co
  • 50. Binomial Distribution In fact, (1/2)3 x (1/2)2 is the probability of each unique outcome that has exactly 3 heads and 2 tails. So, the overall probability of 3 heads and 2 tails is: (1/2)3 x (1/2)2 + (1/2)3 x (1/2)2 + (1/2)3 x (1/2)2 + ….. for as many unique arrangements as there are—but how many are there?? Visit: Learnbay.co
  • 51. Outcome Probability THHHT HHHTT TTHHH HTTHH HHTTH HTHHT THTHH HTHTH HHTHT THHTH (1/2)3 x (1/2)2 (1/2)3 x (1/2)2 (1/2)3 x (1/2)2 (1/2)3 x (1/2)2 (1/2)3 x (1/2)2 (1/2)3 x (1/2)2 (1/2)3 x (1/2)2 (1/2)3 x (1/2)2 (1/2)3 x (1/2)2 (1/2)3 x (1/2)2 10 arrangements x (1/2)3 x (1/2)2 The probability of each unique outcome (note: they are all equal) ways to arrange 3 heads in 5 trials 5C3 = 5!/3!2! = 10 Factorial review: n ! = n(n-1)(n-2)… Visit: Learnbay.co
  • 52. P(3heads and 2 tails)= x P(heads)3 x P(tails)2 = 10 x (½)5=31.25% Visit: Learnbay.co
  • 53. x 4 50 1 32 Binomial distribution function: X= the number of heads tossed in 5 coin tosses p(x) number of heads Visit: Learnbay.co
  • 54. Binomial Distribution, Generally 1-p = probability of failure p = probability of success X = # successes out of n trials Note the general pattern emerging à if you have only two possible outcomes (call them 1/0 or yes/no or success/failure) in n independent trials, then the probability of exactly X “successes”= n = number of trials Visit: Learnbay.co
  • 55. Binomial Distribution: example n If I toss a coin 20 times, what’s the probability of getting exactly 10 heads? Visit: Learnbay.co
  • 56. Binomial Distribution: example n If I toss a coin 20 times, what’s the probability of getting of getting 2 or fewer heads? Visit: Learnbay.co
  • 57. **All probability distributions are characterized by an expected value and a variance: If X follows a binomial distribution with parameters n and p: X ~ Bin (n, p) Then: E(X) = np Var (X) = np(1-p) SD (X)= Note: the variance will always lie between 0*N-.25 *N p(1-p) reaches maximum at p = . 5 P(1-p)=.25 Visit: Learnbay.co
  • 58. Practice Problem n 1. You are performing a cohort study. If the probability of developing disease in the exposed group is .05 for the study duration, then if you (randomly) sample 500 exposed people, how many do you expect to develop the disease? Give a margin of error (+/- 1 standard deviation) for your estimate. n 2. What’s the probability that at most 10 exposed people develop the disease? Visit: Learnbay.co
  • 59. Answer 1. How many do you expect to develop the disease? Give a margin of error (+/- 1 standard deviation) for your estimate. X ~ binomial (500, .05) E(X) = 500 (.05) = 25 Var(X) = 500 (.05) (.95) = 23.75 StdDev(X) = square root (23.75) = 4.87 25± 4.87 Visit: Learnbay.co
  • 60. Answer 2. What’s the probability that at most 10 exposed subjects develop the disease? This is asking for a CUMULATIVE PROBABILITY: the probability of 0 getting the disease or 1 or 2 or 3 or 4 or up to 10. P(X≤10) = P(X=0) + P(X=1) + P(X=2) + P(X=3) + P(X=4)+….+ P(X=10)= Visit: Learnbay.co
  • 61. Practice Problem: You are conducting a case-control study of smoking and lung cancer. If the probability of being a smoker among lung cancer cases is .6, what’s the probability that in a group of 8 cases you have: a. Less than 2 smokers? b. More than 5? c. What are the expected value and variance of the number of smokers? Visit: Learnbay.co
  • 62. Answer 1 2 3 4 5 6 7 80 X P(X) 1(.4)8 =.000650 1 8(.6)1 (.4)7 =.008 2 28(.6)2 (.4)6 =.04 3 56(.6)3 (.4)5 =.12 4 70(.6)4 (.4)4 =.23 5 56(.6)5 (.4)3 =.28 6 28(.6)6 (.4)2 =.21 7 8(.6)7 (.4) 1 =.090 8 1(.6)8 =.0168 Visit: Learnbay.co
  • 63. Answer, continued 1 2 3 4 5 6 7 80 E(X) = 8 (.6) = 4.8 Var(X) = 8 (.6) (.4) =1.92 StdDev(X) = 1.38 P(<2)=.00065 + .008 = .00865 P(>5)=.21+.09+.0168 = .3168 Visit: Learnbay.co
  • 64. Review Question 4 In your case-control study of smoking and lung- cancer, 60% of cases are smokers versus only 10% of controls. What is the odds ratio between smoking and lung cancer? a. 2.5 b. 13.5 c. 15.0 d. 6.0 e. .05 Visit: Learnbay.co
  • 65. Review Question 4 In your case-control study of smoking and lung- cancer, 60% of cases are smokers versus only 10% of controls. What is the odds ratio between smoking and lung cancer? a. 2.5 b. 13.5 c. 15.0 d. 6.0 e. .05 Visit: Learnbay.co
  • 66. Review Question 5 What’s the probability of getting exactly 5 heads in 10 coin tosses? a. b. c. d. Visit: Learnbay.co
  • 67. Review Question 5 What’s the probability of getting exactly 5 heads in 10 coin tosses? a. b. c. d. Visit: Learnbay.co
  • 68. Review Question 6 A coin toss can be thought of as an example of a binomial distribution with N=1 and p=.5. What are the expected value and variance of a coin toss? a. .5, .25 b. 1.0, 1.0 c. 1.5, .5 d. .25, .5 e. .5, .5 Visit: Learnbay.co
  • 69. Review Question 6 A coin toss can be thought of as an example of a binomial distribution with N=1 and p=.5. What are the expected value and variance of a coin toss? a. .5, .25 b. 1.0, 1.0 c. 1.5, .5 d. .25, .5 e. .5, .5 Visit: Learnbay.co
  • 70. Review Question 7 If I toss a coin 10 times, what is the expected value and variance of the number of heads? a. 5, 5 b. 10, 5 c. 2.5, 5 d. 5, 2.5 e. 2.5, 10 Visit: Learnbay.co
  • 71. Review Question 7 If I toss a coin 10 times, what is the expected value and variance of the number of heads? a. 5, 5 b. 10, 5 c. 2.5, 5 d. 5, 2.5 e. 2.5, 10 Visit: Learnbay.co
  • 72. Review Question 8 In a randomized trial with n=150, the goal is to randomize half to treatment and half to control. The number of people randomized to treatment is a random variable X. What is the probability distribution of X? a. X~Normal(µ=75,s=10) b. X~Exponential(µ=75) c. X~Uniform d. X~Binomial(N=150, p=.5) e. X~Binomial(N=75, p=.5) Visit: Learnbay.co
  • 73. Review Question 8 In a randomized trial with n=150, every subject has a 50% chance of being randomized to treatment. The number of people randomized to treatment is a random variable X. What is the probability distribution of X? a. X~Normal(µ=75,s=10) b. X~Exponential(µ=75) c. X~Uniform d. X~Binomial(N=150, p = . 5) e. X~Binomial(N=75, p=.5) Visit: Learnbay.co
  • 74. Review Question 9 More than 2 standard deviationsd. In the same RCT with n=150, if 69 end up in the treatment group and 81 in the control group, how far off is that from expected? a. Less than 1 standard deviation b . 1 standard deviation c . Between 1 and 2 standard deviations Visit: Learnbay.co
  • 75. Review Question 9 More than 2 standard deviationsd. In the same RCT with n=150, if 69 end up in the treatment group and 81 in the control group, how far off is that from expe a. Less than 1 standard deviation b . 1 standard deviation c . Between 1 and 2 standard devia cted? tions Expected = 75 81 and 69 are both 6 away from the expected. Variance = 150(.25) = 37.5 Std Dev @ 6 Therefore, about 1 SD away from expected. Visit: Learnbay.co
  • 76. Proportions… n The binomial distribution forms the basis of statistics for proportions. A proportion is just a binomial count divided by n. n n For example, if we sample 200 cases and find 60 smokers, X=60 but the observed proportion=.30. Statistics for proportions are similar to binomial counts, but differ by a factor of n. n Visit: Learnbay.co
  • 77. Stats for proportions For binomial: For proportion: P-hat stands for “sample proportion.” Differs by a factor of n. Differs by a factor of n. Visit: Learnbay.co
  • 78. It all comes back to normal… n Statistics for proportions are based on a normal distribution, because the binomial can be approximated as normal if np>5 Visit: Learnbay.co
  • 79. Multinomial distribution (beyond the scope of this course) The multinomial is a generalization of the binomial. It is used when there are more than 2 possible outcomes (for ordinal or nominal, rather than binary, random variables). n Instead of partitioning n trials into 2 outcomes (yes with probability p / no with probability 1-p), you are partitioning n trials into 3 or more outcomes (with probabilities: p1, p2, p3 , ..) n General formula for 3 outcomes: pD - pR )zx y D Rp p (1- x!y!z! n! P(D =x, R =y, G =z) = Visit: Learnbay.co
  • 80. Multinomial example Specific Example: if you are randomly choosing 8 people from an audience that contains 50% democrats, 30% republicans, and 20% green party, what’s the probability of choosing exactly 4 democrats, 3 republicans, and 1 green party member? (.5)4 (.3)3 (.2)1 4!3!1! 8! P(D =4, R =3,G =1) = You can see that it gets hard to calculate very fast! The multinomial has many uses in genetics where a person may have 1 of many possible alleles (that occur with certain probabilities in a given population) at a gene locus. Visit: Learnbay.co
  • 81. Introduction to the Poisson Distribution n Poisson distribution is for counts—if events happen at a constant rate over time, the Poisson distribution gives the probability of X number of events occurring in time T. Visit: Learnbay.co
  • 82. Poisson Mean and Variance n Mean n Variance and Standard Deviation µ =l s 2 =l s = l where l = expected number of hits in a given time period For a Poisson random variable, the variance and mean are the same! Visit: Learnbay.co
  • 83. Poisson Distribution, example The Poisson distribution models counts, such as the number of new cases of SARS that occur in women in New England next month. The distribution tells you the probability of all possible numbers of new cases, from 0 to infinity. If X= # of new cases next month and X ~ Poisson (l), then the probability that X=k (a particular count) is: k! lk e-l p(X =k ) = Visit: Learnbay.co
  • 84. Example n For example, if new cases of West Nile Virus in New England are occurring at a rate of about 2 per month, then these are the probabilities that: 0,1, 2, 3, 4, 5, 6, to 1000 to 1 million to… cases will occur in New England in the next month: Visit: Learnbay.co
  • 85. Poisson Probability table X P(X) 0 2 0 e - 2 0 ! =.135 1 2 1 e - 2 1 ! =.27 2 2 2 e - 2 2 ! =.27 3 2 3 e - 2 3 ! =.18 4 =.09 5 … … Visit: Learnbay.co
  • 86. Example: Poisson Distribution Suppose that a rare disease has an incidence of 1 in 1000 person- years. Assuming that members of the population are affected independently, find the probability of k cases in a population of 10,000 (followed over 1 year) for k=0,1,2. The expected value (mean) =l = .001*10,000 = 10 10 new cases expected in this population per yearà = .00227 2! =.0000454 0! = .000454 1! (10)2 e-(10) P( X =2) = (10)1 e-(10) P( X =1) = (10)0 e-(10) P( X =0) = Visit: Learnbay.co
  • 87. more on Poisson… “Poisson Process” (rates) Note that the Poisson parameter l can be given as the mean number of events that occur in a defined time period OR, equivalently, l can be given as a rate, such as l=2/month (2 events per 1 month) that must be multiplied by t=time (called a “Poisson Process”) à X ~ Poisson(lt()lk)e-lt k! P(X =k ) = E(X) = lt Var(X) = lt Visit: Learnbay.co
  • 88. Example For example, if new cases of West Nile in New England are occurring at a rate of about 2 per month, then what’s the probability that exactly 4 cases will occur in the next 3 months? X ~ Poisson (l=2/month) = 13.4% 4!4! P(X = 4 in 3 months)= = (2* 3)4 e-(2*3) 64 e-(6) Exactly 6 cases? = 16% 6!6! P(X =6 in 3 months) = (2 * 3)6 e- (2*3) = 66 e-(6) Visit: Learnbay.co
  • 89. Practice problems 1a. If calls to your cell phone are a Poisson process with a constant rate l=2 calls per hour, what’s the probability that, if you forget to turn your phone off in a 1.5 hour movie, your phone rings during that time? 1b. How many phone calls do you expect to get during the movie? Visit: Learnbay.co
  • 90. Answer 1a. If calls to your cell phone are a Poisson process with a constant rate l=2 calls per hour, what’s the probability that, if you forget to turn your phone off in a 1.5 hour movie, your phone rings during that time? X ~ Poisson (l=2 calls/hour) P(X≥1)=1 – P(X=0) = .05 0! 0! -3(3)0 e-3(2*1.5)0 e-2(1.5) P(X = 0) = = e P(X≥1)=1 – .05 = 95% chance 1b. How many phone calls do you expect to get during the movie? E(X) = lt = 2(1.5) = 3 Visit: Learnbay.co