Bernoulli Distribution - Bern(0.

5)
1 Flip a coin and record the outcome. Trial Outcome
2 Compute the (population) mean and variance 1
Mean = 2
Variance = 3
4
3 Throw a coin 100 times, record the results. 5
Head = 1 6
Tail = 0 7
8
9
10
Some useful equations: 11
Mean 12
13
14
Variance 15
16
17
Sample Mean 18
19
20
21
Sample Variance 22
23
24
25
Unbiased Variance 26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
Unbiased Sample
Variance
Sample Mean Sample Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
1 n
i
i
X X
n

2
2
1
1 n
n i
i
S X X
n

2
2
1
1
1
1
n
n i
i
S X X
n

[ ] E X p
( ) (1 ) Var X p p
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
The following data comes from another group 101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Size 10 20 30 40 50 60 70 80 90 100
Sample Mean
Sample Var
Unbiased Var
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 10 20 30 40 50 60 70 80 90 100
Sample Mean Sample Var Unbiased Var
Binomial Distribution - Bin(5, 0.5)
1 Flip 5 fair coins at the same time and count Trial Outcome
the total number of head. 1 1
2 Compute the (population) mean and variance 2 1
Mean = 3 0
Variance = 4 1
5 2
3 Repeat 100 times, record the results. 6 4
Head = 1 7 4
Tail = 0 8 1
9 2
10 5 2.1 2.49 2.766666667
Some useful equations: 11 3
Mean 12 2
13 4
14 4
Variance 15 2
16 3
17 3
Sample Mean 18 2
19 1
20 1 2.3 1.81 1.905263158
21 4
Sample Variance 22 2
23 4
24 0
25 2
Unbiased Variance 26 3
27 3
28 4
29 4
30 3 2.5 1.783333333 1.844827586
31 4
32 3
33 3
34 3
35 3
36 3
37 3
38 4
39 2
40 4 2.675 1.519375 1.558333333
41 2
42 2
43 4
44 4
45 1
46 4
47 2
48 4
49 2
50 1 2.66 1.5044 1.535102041
51 3
52 2
53 3
54 2
55 2
56 2
57 4
58 5
59 3
60 3 2.7 1.41 1.433898305
61 1
62 3
63 2
64 3
65 2
66 3
67 3
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
0.5
1.5
2.5
1
1 n
i
i
X X
n

2
2
1
1 n
n i
i
S X X
n

2
2
1
1
1
1
n
n i
i
S X X
n

[ ] E X np
( ) (1 ) Var X np p
68 4
69 3
70 1 2.671428571 1.334897959 1.354244306
71 2
72 4
73 5
74 2
75 1
76 3
77 2
78 2
79 1
80 1 2.625 1.384375 1.401898734
81 3
82 4
83 1
84 4
85 1
86 4
87 2
88 2
89 4
90 2 2.633333333 1.387777778 1.403370787
91 3
92 3
93 5
94 2
95 4
96 2
97 3
98 3
99 3
100 5 2.7 1.39 1.404040404
The following data comes from another group 101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
10
15
20
25
30
10
15
20
25
30
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Size 10 20 30 40 50 60 70 80 90 100
Sample Mean 2.1 2.3 2.5 2.675 2.66 2.7 2.671 2.625 2.633 2.7
Sample Var 2.49 1.81 1.783 1.519 1.504 1.41 1.335 1.384 1.388 1.39
Unbiased Var 2.767 1.905 1.845 1.558 1.535 1.434 1.354 1.402 1.403 1.404
0
0.5
1
1.5
2
2.5
3
0 10 20 30 40 50 60 70 80 90 100
Sample Mean Sample Var Unbiased Var
1 ~ 100 1 2 3 4 5
Count 15 27 28 23 5
1 ~ 200 1 2 3 4 5
Count 15 27 28 23 5
15
27
28
23
5
0
5
10
15
20
25
30
1 2 3 4 5
15
27
28
23
5
0
5
10
15
20
25
30
1 2 3 4 5
Binomial Distribution - Bin(10, 0.5)
1 Flip 10 fair coins at the same time and count Trial Outcome
the total number of head. 1
2 Compute the (population) mean and variance 2
Mean = 3
Variance = 4
5
3 Repeat 100 times, record the results. 6
Head = 1 7
Tail = 0 8
9
10
Some useful equations: 11
Mean 12
13
14
Variance 15
16
17
Sample Mean 18
19
20
21
Sample Variance 22
23
24
25
Unbiased Variance 26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
1 n
i
i
X X
n

2
2
1
1 n
n i
i
S X X
n

2
2
1
1
1
1
n
n i
i
S X X
n

[ ] E X np
( ) (1 ) Var X np p
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
The following data comes from another group 101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
10
15
20
25
30
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Size 10 20 30 40 50 60 70 80 90 100
Sample Mean
Sample Var
Unbiased Var
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 10 20 30 40 50 60 70 80 90 100
Sample Mean Sample Var Unbiased Var
1 ~ 100 1 2 3 4 5 6 7 8 9 10
Count 0 0 0 0 0 0 0 0 0 0
1 ~ 200 1 2 3 4 5 6 7 8 9 10
Count 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
1 2 3 4 5 6 7 8 9 10
15
27
28
23
5
0
5
10
15
20
25
30
1 2 3 4 5
0 0 0 0 0 0 0 0 0 0
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
1 2 3 4 5 6 7 8 9 10
Geometric Distribution - Geom(0.25)
1 Flip 3 coins at the same time. Record the total Trial Outcome
number of trials until you get all heads or tails. 1 4
2 Compute the (population) mean and variance 2 15
Mean = 3 5
Variance = 4 1
5 1
3 Repeat 100 times, record the results. 6 1
Head = 1 7 3
Tail = 0 8 2
(Record 15 if the number > 15.) 9 2
10 1 3.5 16.45 18.27777778
Some useful equations: 11 2
Mean 12 4
13 6
14 13
Variance 15 5
16 4
17 1
Sample Mean 18 3
19 7
20 7 4.35 14.1275 14.87105263
21 1
Sample Variance 22 1
23 2
24 1
25 8
Unbiased Variance 26 3
27 8
28 1
29 2
30 3 3.9 12.09 12.50689655
31 1
32 8
33 1
34 6
35 3
36 1
37 2
38 1
39 3
40 15 3.95 13.6475 13.9974359
41 10
42 4
43 1
44 5
45 11
46 2
47 2
48 1
49 3
50 10 4.14 13.8804 14.16367347
51 1
52 1
53 5
54 2
55 4
56 1
57 15
58 3
59 1
60 1 4.016666667 14.44972222 14.69463277
61 6
62 1
63 4
64 5
65 6
66 1
67 2
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
10
12
14
16
18
20
1
1 n
i
i
X X
n

2
2
1
1 n
n i
i
S X X
n

2
2
1
1
1
1
n
n i
i
S X X
n

[ ] 1/ E X p
2
( ) (1 ) / Var X p p
68 1
69 5
70 3 3.928571429 12.98061224 13.16873706
71 4
72 4
73 5
74 3
75 2
76 2
77 1
78 15
79 1
80 1 3.9125 13.32984375 13.49857595
81 1
82 2
83 1
84 8
85 2
86 2
87 3
88 8
89 1
90 8 3.877777778 12.81839506 12.96242197
91 2
92 1
93 4
94 2
95 10
96 5
97 1
98 4
99 15
100 1 3.94 13.4764 13.61252525
The following data comes from another group 101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
10
15
20
25
30
35
10
15
20
25
30
10
15
20
25
30
35
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Mean Sample Variance
Unbiased Sample
Variance
Sample Size 10 20 30 40 50 60 70 80 90 100
Sample Mean 3.5 4.35 3.9 3.95 4.14 4.017 3.929 3.913 3.878 3.94
Sample Var 16.45 14.13 12.09 13.65 13.88 14.45 12.98 13.33 12.82 13.48
Unbiased Var 18.28 14.87 12.51 14 14.16 14.69 13.17 13.5 12.96 13.61
0
2
4
6
8
10
12
14
16
18
20
0 10 20 30 40 50 60 70 80 90 100
Sample Mean Sample Var Unbiased Var
1 ~ 100 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
Count 32 17 11 10 8 4 2 6 0 3 1 0 1 0 5
1 ~ 200 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
Count 32 17 11 10 8 4 2 6 0 3 1 0 1 0 5
32
17
11
10
8
4
2
6
0
3
1
0
1
0
5
0
5
10
15
20
25
30
35
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
15
27
28
23
5
0
5
10
15
20
25
30
1 2 3 4 5
32
17
11
10
8
4
2
6
0
3
1
0
1
0
5
0
5
10
15
20
25
30
35
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
Questions
1 Describe the shapes of the graphs in each experiment. Explain for each graph, why the graphs have these shapes? (10 marks)
2 Compare the biased and the unbiased versions of the sample variance. Which is closer to the true distribution variance? (10 marks)
3 Compare the two Binomial distributions, which result that you learned in the lectures explains the differences between them? How? (10 marks)
4 In the Geometric distribution trials, on average we need to throw 4 times to get the result. If now I want you to guess how many times it take to get all heads or all tails,
in order to optimize your chance to win, which number will you guess? Why? (10 marks)
5 Combine your experiment outcomes with another group's (i.e., assume another group's outcome is your 101~200).
Compare the sample mean, sample variance (biased and unbiased) with the mean and variances of the distributions. What do you observe? Why? (10 marks)
6 In the turning pen experiment, do you see the law of large numbers and/or central limit theorem? How and why? (10 marks)
Remark:
1 The completion of each experiment is 10 marks. So, a total of 40 marks is given for those experiments.
2 The turning pen experiment will be done later in the class.
3 Each student should submit an individual report on 10-Sep.
Describe the shapes of the graphs in each experiment. Explain for each graph, why the graphs have these shapes? (10 marks)
Compare the biased and the unbiased versions of the sample variance. Which is closer to the true distribution variance? (10 marks)
Compare the two Binomial distributions, which result that you learned in the lectures explains the differences between them? How? (10 marks)
In the Geometric distribution trials, on average we need to throw 4 times to get the result. If now I want you to guess how many times it take to get all heads or all tails,
Combine your experiment outcomes with another group's (i.e., assume another group's outcome is your 101~200).
Compare the sample mean, sample variance (biased and unbiased) with the mean and variances of the distributions. What do you observe? Why? (10 marks)
In the turning pen experiment, do you see the law of large numbers and/or central limit theorem? How and why? (10 marks)
The completion of each experiment is 10 marks. So, a total of 40 marks is given for those experiments.