stascal inference on proporons -...
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![Page 1: Stascal inference on proporons - emeyers.scripts.mit.eduemeyers.scripts.mit.edu/emeyers/wp-content/uploads/CS149_slides/class16.pdfPaul the Octopus In the 2010 World Cup, Paul the](https://reader034.vdocuments.site/reader034/viewer/2022042404/5f1b60153057a643a52256b3/html5/thumbnails/1.jpg)
Sta$s$cal inference on propor$ons
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Outline for today
Reviewofthebinomial,normaldistribu5onsBayesianinferenceHypothesistestsforpropor5ons
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Announcement
Openingdaywasyesterday
TheRedSoxbeatthePirates5-3Offtoagoodstart!
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Announcement 2
CathyO’Neilspeakingon“WeaponsofMathDestruc5on”
When:SaturdayApril8th,at10:30amWhere:HookerAuditorium,ClappLaboratory,MountHolyoke
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Ques$ons about worksheet 7?
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Review: Discrete probability models
Discretedistribu5ons:randomvariableXtakesondiscretenumbers
• Examples?
BernoulliDistribu5on:
• Whatdoesitmodel?• Probabilityofsuccessonasingletrial(coinflip)
• Whatisthesamplespace?• Xisin{0,1}
• Whataretheparameters?• π:probabilityofsuccess
• i.e.,Pr(X=1)
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Review: Binomial distribu$on
Whatdoesitmodel?• Itmodelstheprobabilityofksuccessoutofntrials
Whataretheparameters?• n:numberoftrials• π:probabilityofsuccessoneachtrial• k:numberofsuccesses
InR:• Pr(X=k):dbinom(x=k,size=n,prob=pi)• Pr(X≤a):pbinom(a,size=n,prob=pi)
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Con$nuous probability distribu$ons
Con5nuousdistribu5onshaveprobabilitydensityfunc2onsthatcanbeusedtocalculatetheprobabilitythatanevenisinsomeinterval[ab]
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Normal Density Curve
Anormaldistribu2onfollowsabell-shapedcurve• Usefulfordescribingthemeanofmanyrandomoutcomes
Therearetwoparametersthatcharacterizenormalcurves,whichare:
• Themean:μ• Thestandarddevia5on:σ
Nota5on:X~N(μ,σ)
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Normal curves with different means
N(0,1) N(2,1)
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Normal curves with different variances
N(0,1) N(0,.5)
N(0,2)
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Normal probability
R: pnorm(88, 100, 10)
Example:IQscoresarenormallydistributedwithμ=100,sd=10
WhatistheprobabilitysomeonewouldhaveanIQlessthan88?
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Why the normal distribu$on?
Centrallimittheorem:themean(x̅)ofanumberofrandomvariablesindependentlydrawnfromthesamedistribu5onisnormal
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Example: Binomial distribu$on comes normal as n increases
Binomialdistribu5onisthesumofBernoullioutcomes• e.g.,binomialdistribu5onsaysifItossacoinn5mes,whatistheprobabilityIgetkheads
Bythecentrallimittheorem,itshouldbecomelikeanormaldistribu5onasnincreases
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Example: Binomial distribu$on comes normal as n increases (here π = .3)
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Examples of normal distribu$ons in baseball?
Canyouthinkofanyexamples?• Heightofplayers?• Weightofplayers?• Lengthofgames?
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Examining player heights…
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Examining player heights…
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Any ques$ons about probability?
Ontosta5s5calinference!
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Sta$s$cal inference
Sta2s2calinference:usesampleofdatatodeduceproper5esofanunderlyingpopula5on,orstochas5cprocess
Inthecontextofbaseballthisusuallymeans:lookingataplayer’sperformancetotellsomethingabouttheplayer’sability• Ability:innatetalent• Performance:outcomesfromplayinganumberofgames
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Sta$s$cal inference
We’veseenmanycasesofsimula5ngaplayer’sperformancebasedonpre-specifiedabili5es(probability)
• E.g.,wecansimulatea.333OBPbyrollingadie(orusinganRfunc5on)togeneraterandomdataconsistentwitha.333OBP
Withsta5s5calinferencewegointheotherdirec5on:wetakeacollec5onofoutcomesandes5matetheprobabilitymodelparameters
Hit,Out,Hit,Out,Out,Out,…
Hit,Out,Hit,Out,Out,Out,… Es5mateπhit
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Bayesian Inference: Determining the ability of a player
Supposethereare3playerswithdifferenttrueOBPabili5es:• PlayerH1’strueOBPis.200H1:π=.200• PlayerH2’strueOBPis.333 H2:π=.333• PlayerH3’strueOBPis.500 H3:π=.500
Oneplayerisselectedatrandomandweobservetheplayerfor10plateappearances
CanwetellwhetheritwasplayerH1,H2,H3,whowaspicked?
Let’ssimulatethiswitha4,6,and10sideddie• 1or2isonbase• Highernumbersareouts• Iwillrollthedie105mes…
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Bayesian Inference: Determining the ability of a player
Supposewegot5onbaseeventsoutof5plateappearances
Ques5on:Whatdiewaschosen?• i.e.,whatvalueisπ?
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Determining the ability of a player
Herearethesimula5onresultsfrom1000simula5onsofrollingthedifferentdice105mes:
Pr(π=.200|5hits)=35/361=.097Pr(π=.333|5hits)=121/361=.335Pr(π=.500|5hits)=205/361=.568
0 1 2 3 4 5 6 7 8 9 10
0.200 95 271 315 199 80 35 5 0 0 0 0
0.333 17 81 206 270 226 121 59 16 4 0 0
0.500 7 44 111 206 252 205 122 47 6 0 0
Totalnumberofsimula5onsthatproduced5hits=35+121+205=361
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Determining the ability of a player
Resultsbasedonthebinomialdistribu5on• Whataren,kandπhere?
0 1 2 3 4 5 6 7 8 9 10
0.200 0.11 0.27 0.3 0.2 0.09 0.03 0.01 0 0 0 0
0.333 0.02 0.09 0.2 0.26 0.23 0.14 0.06 0.02 0 0 0
0.500 0 0.01 0.04 0.12 0.21 0.25 0.21 0.12 0.04 0.01 0
sum 0.13 0.37 0.54 0.58 0.53 0.42 0.28 0.14 0.04 0.01 0
0 1 2 3 4 5 6 7 8 9 10
0.200 0.85 0.73 0.56 0.34 0.17 0.07 0.04 0.00 0.00 0.00
0.333 0.15 0.24 0.37 0.45 0.43 0.33 0.21 0.14 0.00 0.00
0.500 0.00 0.03 0.07 0.21 0.40 0.60 0.75 0.86 1.00 1.00
Binomialdistribu5onresultsnormalized
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Bayesian inference
Givesaprobabilitydistribu5onoverability(parameters)giventhatwehaveobservedsomeperformance(data)
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Hypothesis tests
Ovenwewanttotestifaparameterisequaltoapar5cularvaluee.g.,wemightwanttotestifπ=.350
Totestifaparameterisequaltoapar5cularvaluewecanusehypothesistests
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Paul the Octopus
Inthe2010WorldCup,PaultheOctopus(inaGermanaquarium)becamefamousforcorrectlypredic5ng11outof13soccergames
Ques5on:isPaulpsychic?
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Paul the Octopus
Ques2on:IfPaulwaspsychic,whatpropor5onofgameswouldweexpecthimtoguesscorrectly?
• Answer:π=.5Ques2on:HowcouldwecalculatetheprobabilityPaulwouldguess11ormoregamescorrectly?
• Answer1:Wecouldflipafaircoin135mesandseehowmany5mesweget11ormoreheads.Thenrepeatthisprocess10,0005mes.
• Wecandothissimula5oninRusingthefollowingcommands:• >simulated.correct.guesses<-rbinom(10000,13,.5)• >num.sims.as.good.as.paul<-sum(simulated.correct.guesses>=11)• >propor5on.as.good.as.paul<-num.sims.as.good.as.paul/10000
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Paul the Octopus
Whataresomeanswersforhowovenarandomlyguessingoctopuswouldguess11outof13gamescorrect?Igot:129of10,000simulatedtrialshave11ormorecorrectguesses• IfPaulwasguessing,hewouldonlyget11right129/10,000=1.2%ofthe5me
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Paul the Octopus
DoyouthinkPaulispsychic?
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Paul the Octopus: second approach
Ques2on:IfPaulwaspsychic,whatpropor5onofgameswouldhehaveguessedcorrectly?
• Answer:π=.5Ques2on:Howcanwecalculatetheprobabilityhewouldguess11gamescorrectly?• Answer2:Wecouldusethebinomialdistribu5ontotheprobabilityofge{ng11ormoreheads
• WecandothisinRusing:
• >sum(dbinom(11:13,13,.5))#sumPr(X=11)+Pr(X=12)+Pr(X=13)• >1–pbinom(10,13,.5)#equivalently:1–Pr(X≤10)