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Binomial Distribution

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<strong>Binomial</strong> <strong>Distribution</strong><br />

(discrete random variable)<br />

• Calculating probabilities<br />

– determine sample space<br />

– # events and whether equal probable<br />

– determine the events in the class<br />

– take ratio if equal probable<br />

• otherwise sum the probabilities<br />

• roulette example<br />

– 37 equally spaced slots (0-36)<br />

– 18 red, 18 black, 1 green<br />

– probability of even? divisible by 3? even and red?


Sequences of Events<br />

• A particular sequence of samples (e.g., drawing<br />

marbles)<br />

– joint event across samples<br />

– the sequence can itself be viewed as an elementary event<br />

• Counting rule for N trials of K possible events (sampling<br />

w/ replacement)<br />

– K N possible sequences if K are mutually exclusive and<br />

exhaustive<br />

– Sequences with different K on different trials<br />

• multiply the appropriate K of each trial<br />

• e.g., flipping a coin then rolling a die<br />

• Permutations (sampling w/o replacement)<br />

– ordering N distinct objects<br />

– the number of ordering is N!, where 0!=1<br />

– e.g., 10 students in 10 chairs = 3,628,800<br />

• drawing 2 red then 3 blue marbles?


• Ordered Combinations<br />

– Selecting r objects from N total objects (r ≤ N) when you care<br />

about the order of the r objects (but don’t care about the N-r<br />

remaining objects)<br />

• N! / (N-r)!<br />

• 40 lottery tickets, and 3 winners in order<br />

– # of possible results = ?<br />

• n P r on many calculators<br />

• Unordered Combinations<br />

– “Choosing” r objects from N total objects when you no longer<br />

care about the order in which they’re chosen<br />

⎛N⎞ ⎛N⎞ N !<br />

⎜ ⎟=<br />

⎝ r ⎠ r!( N − r)!<br />

• ⎜ ⎟<br />

⎝ r ⎠is<br />

sometimes called the binomial coefficient<br />

• could be written as nCr • same regardless of which you choose<br />

⎛N⎞ ⎛ N ⎞<br />

⎜ ⎟= ⎜ ⎟<br />

⎝ r ⎠ ⎝N − r⎠


Poker Hands<br />

• how many possible hands?<br />

⎛52⎞ 52!<br />

⎜ ⎟=<br />

= 2,598,960<br />

⎝ 5 ⎠ 5!47!<br />

– roughly 4 in 10 million<br />

• one pair, with 3 different remaining cards<br />

– number of ways to have a pair<br />

– number of ways to have the remaining cards<br />

⎛4⎞ 3 ⎛12⎞ 13⎜ ⎟4⎜ ⎟<br />

2 3<br />

p(one<br />

pair) =<br />

⎝ ⎠ ⎝ ⎠<br />

≈.42<br />

⎛52⎞ ⎜ ⎟<br />

⎝ 5 ⎠<br />

• full house (.0014)? flush? (.00198) nothing?<br />

⎛4⎞ 13⎜ ⎟<br />

⎝2⎠ ⎛12⎞ (4)(4)(4) ⎜ ⎟<br />

⎝ 3 ⎠


Bernoulli Trials<br />

• For Bernoulli process, just two event classes (e.g., coin<br />

flip)<br />

– p = success<br />

– q = failure = 1-p<br />

– stationary versus non-stationary<br />

– not all orders are equally probable (depends on p)<br />

– for independent stationary, the probability of a particular<br />

(ordered) sequence of N trials<br />

• prqN-r , where r is number of successes<br />

• same probability for all orders giving with this number of successes<br />

– often we want to know the probability of r successes, regardless<br />

of order<br />

⎛N⎞ ⎜ ⎟ pq<br />

⎝ r ⎠<br />

• multiply by the number of orders r N−r


<strong>Binomial</strong> <strong>Distribution</strong><br />

• <strong>Binomial</strong> sampling<br />

– typically, N and p are known, and want probability for different<br />

r successes<br />

• By considering all possible numbers of success (0-N),<br />

we can construct the binomial distribution<br />

– parameters, N and p<br />

• the mathematical rule defines a family of particular distributions<br />

⎛N⎞ r N−r px ( = rN ; , p) = ⎜ ⎟ pq , for r= 0,1, 2,..., N<br />

⎝ r ⎠<br />

– examples with 5 coin flips (p=.5) and 5 female college students<br />

(p=.1 married)


Probabilities of Intervals for <strong>Binomial</strong><br />

• for p = .30, N = 10, find p(1 ≤ x ≤ 7)<br />

– same as 1 - p(x = 0, or 8 ≤ x)<br />

– could also list the cumulative<br />

– often we express the binomial in terms of a proportion P = r/N<br />

– appendix F lists binomials (p. 1008), factorials (p. 1028), and<br />

coefficients (1029)


Subliminal Perception<br />

• Guess as to which quadrant a subliminal<br />

point of light is presented<br />

– chance performance is p=.25<br />

– out of 10 trials, 7 are correct<br />

• p(x=7; p=.25, N=10) = .0031<br />

– but even p(x=2) is only .28<br />

• what we want is guessing as compared to having<br />

some information (i.e., x ≥ 7)<br />

– p(x ≥ 7; p=.25, N=10) = .0035<br />

» this is the prob. of “rejecting null hypothesis”<br />

• how would a Bayesian deal with this problem?


Sign Test for 2 Matched Groups<br />

• Use binomial to test for a difference between two matched groups<br />

– e.g., paired/yoked subjects, pre-post test, etc.<br />

• in general is X A (type A) different than X B (type B)?<br />

– for each pair, take the difference x A –x B<br />

– positive differences are +, negative are -, and flip coin for 0 differences (or simply<br />

remove ties and reduce N)<br />

– After training 20 people, 15 improved<br />

• What’s the probability that this would be true if there was no change on<br />

average?<br />

– p(15 or more) = .02<br />

• Can we conclude that the training was effective?<br />

• What if instead we observed improvement in only 5?<br />

– one-tailed versus two-tailed<br />

• Other distributions related to binomial<br />

– geometric: number N needed for r successes<br />

– negative binomial: number of failures before rth success<br />

– Poisson: approximation to binomial with large N and small p<br />

– multinomial: more than 2 outcomes<br />

– hypergeometric: multinomial sampling without replacement

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