biostatistics lecture 7 4/7/2015. chapter 7 theoretical probability distributions
TRANSCRIPT
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Biostatistics
Lecture 7 4/7/2015
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Chapter 7 Theoretical Probability Distributions
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Outline
• 7.1 Probability Distribution7.1 Probability Distribution
• 7.2 The Binomial Distribution7.2 The Binomial Distribution
• 7.3 The Poisson Distribution7.3 The Poisson Distribution
• 7.4 The Normal Distribution7.4 The Normal Distribution
• 7.5 Z-score and Applications 7.5 Z-score and Applications
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7.1 Probability Distribution
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Random Variable
• Any characteristic that can be measured or categorized is called a variablevariable.
• If a variable can assume different valuesdifferent values such that any particular outcome is
determine by chanceby chance, it is called a
random variablerandom variable.
• A probability distributionprobability distribution applies the theory of probability to describe the random variable.
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Discrete and Continuous Random Variables• A random variable is discretediscrete if it can
assume a countablecountable number of values. For example, the “coin” example assumes only 2 values – 1 and 0.
• A random variable is continuouscontinuous if it can assume an uncountable number of values. For example, a height or a weight, which can take on any value within a specified interval or continuum.
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Probability Distribution
• In probability theory and statistics, a probability distributionprobability distribution identifies either – the probability of each valueeach value of an
unidentified random variable (when the variable is discrete), or
– the probability of the value falling the value falling within a particular intervalwithin a particular interval (when the variable is continuous).
• Every random variable has a corresponding probability distribution.
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Example
P(X=4)=0.058P(X=1 or X=2)=P(X=1)+P(X=2)=0.746
A discrete probability distribution of the birth order of children born birth order of children born to womento women in US (based on the experience of the US population in 1986).
=
Additive rule of probability for mutually exclusive events.
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Comments• In previous example, it is possible to tabulate
the distribution because of limited count for this random variable.
• If a random variable can take on a large number of values, a probability distribution may not be a useful way to summarize its behavior.
• In this case, a number of summarization can help – population mean, population variance and population standard deviation.
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Population Mean (Expected Value期望值 )• Given a discrete random variable X with
values xi, that occur with probabilities p(xi), the population mean of X is
ixall
ii xpxXE )()( ixall
ii xpxXE )()(
For the case of rolling a dice, for example, we have
5.36
216
16...
6
12
6
11)(
XE
5.36
216
16...
6
12
6
11)(
XE
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Population Variance
• Let X be a discrete random variable with possible values xi that occur with probabilities p(xi), and let E(X) = μ.
The variance of X is defined by
ixall
ii xpxXEXV )()()()( 222
2
standard
isdeviationThe
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For the dice-rolling example
916667.26
1)25.625.225.025.025.225.6(
6
1)5.36(...
6
1)5.32(
6
1)5.31(
)()(
222
22
XEXV
707825.1916667.2
isdeviationstandardThe
2
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A brief summary
• This example tells you that, if you roll the dice many times, the average you may get is 3.5 points.
• It is likely that the average may ‘mostly’ be within the range 3.5±1.7 points.
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pmfpmf and pdfpdf
• In probability theory, a probability massmass function (abbreviated pmf) is a function that gives the probability that a discrete a discrete random variablerandom variable is exactly equal to some value.
The graph of a probability mass function. All the values of this function must be non-negative and sum up to 1.
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Cont’d
• A pmf differs from a probability density probability density functionfunction (abbreviated pdf) in that the values of a pdf are defined only for continuouscontinuous random variables.
• It is the integralintegral of a pdf over a range of possible values that gives the probability of the random variable falling within that range.
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a1=?
a2=?
a3=?
a4=?
Given a normal distribution
a2=?
a4=?
11: area within IQR
22: area between Q3 (or 0.6745) to Q3+1.5*IQR (or 2.698)
33: area within 1
44: area between 1 to 3
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Summary
• Probabilities calculated based on a finitefinite amount of data (such as the birth order example mentioned previously) are called empirical probabilityempirical probability.
• The probability distributions for many other random variables of interest, however, can be determined (or approximated) based on theoretical consideration.
• These are called theoretical probability theoretical probability distributionsdistributions.