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Chapter 3 – Discrete Random Variables and Probability Distributions Distributions

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Page 1: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Chapter 3 – Discrete Random Variables and Probability

DistributionsDistributions

Page 2: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Outline – Random variables

Page 3: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Outline – Discrete randomOutline Discrete random variables and distributions

Page 4: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Outline – Expected values ofOutline Expected values of discrete random variables

Page 5: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Outline – Binomial probabilityOutline Binomial probability distribution

Page 6: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Outline – Hypergeometric andOutline Hypergeometric and negative binomial distributions

Page 7: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Outline – Poisson probabilityOutline Poisson probability distribution

Page 8: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Random Variables

Page 9: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Discrete random variables

Page 10: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Continuous random variables

Page 11: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Probability mass function

Page 12: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Plotting the pmf

Page 13: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Parameters of a distribution

Page 14: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Cumulative Distribution Function

Page 15: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

CDF (cont’d)

Page 16: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Plot of CDF

Page 17: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Enhanced Plot of CDF

Page 18: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Plots from CDF’s defined in R

Page 19: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Expected value

Page 20: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Expected value of a function of x

Page 21: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Variance of a distribution

Page 22: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Binomial Probability Distribution

Page 23: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Binomial distribution in R

Page 24: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Calculations with binomialCalculations with binomial distributions

Page 25: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Calculations with binomialCalculations with binomial distributions (cont’d)

Page 26: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

pmf of binomial

Page 27: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

cdf of binomial

Page 28: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Sampling with or withoutSampling with or without replacement

Page 29: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Hypergeometric distribution

Page 30: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Properties and Examples

Page 31: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Approximation ofApproximation of hypergeometric by binomial

Page 32: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Negative Binomial

Page 33: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Negative Binomial (cont’d)

Page 34: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Poisson distribution

Page 35: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Approximating binomials

Page 36: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Comparison plot of binomial andComparison plot of binomial and Poisson approximation

Page 37: Chapter 3 – Discrete Random Variables and Probability ... · Variables and Probability Distributions. Outline – Random variables. Outline – Discrete randomDiscrete random

Poisson process