Chapter 8 Binomial Distributions Binomial Setting – will have to be able to differentiate between binomial and geometric #1. Each observation falls into 1 of just 2 categories which for convenience, we will call “successes” or “failures” #2. There is a fixed number, n, of observations #3. The n, observations are all independent that is, knowing the result of 1 observation tells you nothing about the other observations. #4. The probability of success, call it p, is the same for each observation Binomial Random Variable – the # of successes of the random variable X in a binomial setting Binomial Distribution - probability distribution of binomial random variable X ** the distribution of the count X, of successes in the binomial setting. 1) has parameters n and p 2) n = # of observations p = the probability of a success on any 1 observation 3) Possible values of X = the whole #’s from 0 to n 4) Notation: X is B(n,p) ***Binomial Random Variables are discrete !! Most important skill for using Binomial Distributions the ability to recognize situations to which they do and don’t apply. Binomial Distributions in Statistical Sampling – Steps: A) Choose an SRS of size n from a population with proportion, p, of successes. B) When the population is much larger than the sample, the count X of successes in the sample has approximately the binomial distribution with parameters n and p (n= the sample size p = to the proportion of successes in the population) Binomial Formulas – will enable us to find a formula for the probability that a binomial random variable takes any value by adding probabilities for the different ways of getting exactly that many successes in n, observations. Go over ex. 8.5 p. 517 – need to count the # of arrangements of k success in n observations Binomial Coefficient – the # of ways of arranging k successes among n observations is Without having to list them is Given by: n = n! k k!(n-k)! for k = 0,1,2, …n says: binomial coefficient n choose k ! = factorial - counts the product of the number and numbers below Ex. 5! = 5∙4∙3∙2∙1 = 120 Binomial Probability – If X has the binomial distribution with n observations and probability p, of success on each observation, the possible values of X are 0, 1, ..n. If K is any one of these values: P(X=k) = ( n )pk(1-p)n-k (k) Go over ex. 8.6 p. 519 Finding Binomial Probabilities rarely will do by hand, a calculator will do it all Ex. 8.6 p. 520 find probability that no more than 1 of 10 switches in sample fail inspection B(10,.1) (p = 1/10 = .10) P(x≤1) = P(x=1) + P(x=0) In calc: press 2nd distr binompdf (10,.1,0) + binompdf (10,.1,1) = .3487 + .3487 = .7361 says that 74% of sample will contain no more than 1 Bad switch pdf = given a discrete random variable, X, the probability distribution function (pdf) assigns a probability to each value of X. The probabilities must satisfy the rules for prob. and given in Ch #6. Ex. Nightmare from beginning – find the # of correct guesses = 4 (X = 4) So binompdf(10,.2,4) = .088 8% chance of getting 4 correct cdf = (cumulative binomial probability) – given random variable, X, the cdf of X calculates the sum of the probabilities for 0,1,2… up to the value of X. **That is: it calculates the probability of obtaining at most X successes in n trials Binomcdf(10,.1,1) calculates probability x≤1 Can also use Complement Rule – P(x>k) = 1 – P(x≤k) Binomial Mean and Standard Deviation 1) Mean(μ) = np n= # of observations 2) Standard Deviation (σ) = √np(1-p) p = probability of successes *** Only used for binomial distributions cannot be used for other discrete random V. Normal Approximation to Binomial Distributions ** As the # of trials, n, gets larger, the binomial distributions get closer to a Normal Dist. --- when n is large we can use Normal probability calculations to approximate hard to calculate binomial probabilities. DEF: Normal Approximation for Binomial Distributions *Suppose that a count X has the binomial distribution with n trials and success probability, p When n is large, the distribution of X is approximately normal N(np, √np(1-p) ) as a rule of thumb – we will use the normal approximation when n and p satisfy np≥10 and n(1-p)≥10 Go over p. 528 example Simulating Binomial Events -- in order to simulate must know: #1. How random variable, X, and success are defined #2. The probability of success #3. The number of trials. Ex. 8.14 simulating on calculator X = # of hits in 12 free throw attempts is: P(success) = .75 assign 0 = miss 1 = hit Randbin(1,.75,12) simulates 12 free throw attempts – selecting 1 75% of the time and 0 25% of the time. Run – check how many P(x≤7) Automate more by: 1) assign results to a list and then sum the entries in the list Randbin(1,.75,12) L1:sum(L1) **keep pressing enter until you have 10 #’s – record the #’s (simulates 10 games) Geometric Distribution In a Binomial Distribution the # of trials is fixed beforehand and the binomial random variable consists of the # of successes in a fixed # of trials. In Geometric are concerned that the random variable X is defined as the # of counts of the # of trials needed to obtains the 1st success Geometric Random Variable = defined as the count of the # of trials needed to obtains the 1st success. It has an infinite set of values b/c it is possible to proceed indefinitely without ever obtaining a success. A random variable X is geometric provided the following conditions are met: Geometric Setting: #1. Each observation falls into 1 of just 2 categories, which we call “success” or “failure” #2. Observations are all independent #3. The probability of a success, call it p, is the same for each observation #4. The variable of interest is the # of trials required to obtain the 1st success. Ex. go over ex. 8.16 Rule for Calculating Geometric Probabilities: **If X has a geometric distribution with probability p, of success and (1-p) of failure on each observation, the possible values of X are 1,2,3….If n is any one of these values, the probability that the first success occurs on the nth trial is: P(X=n) = (1-p)n-1p ** remember the sum of all the probabilities must still = 1 Formula for the sum of Geometric Sequence: Σ p(xi) = p 1-(1-p) Do calculator exercise p. 542 8.17 Construct a probability distribution table for x = number of rolls of a die until a 3 occurs: X P(X) 1 .1667 2 .1389 3 4 5 6 7 .1157 .0965 .0804 .0670 .0558 Geometpdf(1/6,1) The Expected Value and Other Properties of the Geometric Random Variable: Mean of Geometric Random Variable(Expected Value) – if X is a geometric random variable with probability of success p on each trial, then the mean, or expected value, of the random variable is: μ = 1/p (the expected # of trials required to get the 1st success) The variance is: (1-p) p² P(X>n) = the probability that it takes more than n trials to see the first success is: P(X>n) = (1-p)n Ex. roll a die until a 4 is observed. The probability that it takes more than 6 rolls To observe a 4 is: P(X>6) = (1-p)n = (1-1/6)6 = 5/66 = .335 1- geometcdf(1/6,6) Simulating Geometric Situations – is called “waiting time” simulations b/c you continue to conduct trials and wait until a success is observed. Ex. p. 549 Cheerios