Académique Documents
Professionnel Documents
Culture Documents
Section four
1
Paul, the Psychic Octopus?
Born Sea Life Centre, January
2008 Weymouth, died 26th
October 2010 Oberhausen.
3
ScotlandDNA and the Red Hair Gene
Only 1-2% of worlds population
has red hair but 13% (650k) of
Scots do.
Could be as many as 1.6m red-hair
gene carries.
Physical colouring is a mixture of
black and red/yellow melanin but
pigmentation protein MCR1 is
disrupted and black melanin is
suppressed.
Result - fair skin and red hair.
6
Probability: Some Key Words
An Experiment: an action/process with a well defined set
of outcomes. On any single repetition (trial), one and only 1
of the possible outcomes will occur (e.g., roll a dice).
7
Events and their Probabilities
Probability of an Event: = sum of the probabilities of all the
elements that make up the event.
Example: 223 customers of a stationary supplier settle their
accounts every 1 or 3 months, using card, cheque or cash.
8
Combining Events: Addition Rules
There are four rules of probability, two each with a specific
and a general case. The trick is how to combine them.
9
Customer Accounts: Addition Rules
Lets return to the customer accounts example.
Specific General
13
What is a Random Variable?
It is a numerical description of the outcomes of an experiment.
Think of it as a quantity whose value is not fixed, but which can
take on different values from one trial to the next.
Flip 5 coins and count the number of heads.
The amount of rainfall in Cardiff on a particular day.
14
Some Examples of Random Variables
What are the outcomes to the following experiments? Are they
continuous or discrete random variables?
15
Probability Distributions
A probability distribution is a listing of all the possible outcomes
(values) of an experiment together with the chance of occurring.
It gives the probability of each value of a random variable.
(Strictly speaking, these definitions apply more to discrete distributions).
Frequency
value
Relative
2 147 0.471
0.3
3 40 0.128
4 15 0.048 0.0
5 10 0.032 0 1 2 3 4 5
312 1.000
17
The Binomial Distribution
Arises in many real world situations:
Example: flipping coins, airline meals, sales-force compensation.
It is appropriate when there are n identical trials, and we
want to know the probability of getting x successes.
Assumptions:
The n trials should be identical.
Each trial has two outcomes: success and failure.
The trials should be independent.
The probability of success (p) is constant for each trial.
TTT(0),
HTT, THT, TTH (1)
HHT, HTH, THH (2),
HHH (3)
Probability Distribution
X 0 1 2 3
P(X = x) 0.1250 0.3750 0.3750 0.1250
19
The Binomial Formula
In a binomial scenario the random variable (X) of interest is
the number of trials that are successes.
To calculate the probability of x successes in n trials, we
simply substitute into the formula:
n! n x
x
P( x _ successes ) p (1 p)
(n x)! x!
20
Applying the Binomial Formula
Example: Imagine flipping a biased coin (51% chance of heads)
three times, what is the probability of getting two heads?
Solution: Apply binomial formula with n = 3, p = 0.51, x = 2.
n! x n x
P( X x) p (1 p)
(n x)! x!
This could occur if the first and second coins are heads (HHT)
This occurs with the probability 0.51 x 0.51 x 0.49
Or 0.512 x 0.491 = 0.127 (if unbiased = 0.125, 1 in 8 chance)
n! 3! 3 x 2 x1
3
( n x)! x! (3 2)!2! 1x 2 x1
Aside: How many ways can I choose 6 lottery balls from 49?
22
Putting the Binomial Together
Returning to our biased coin example (51% heads), what is
the probability of exactly two heads from three flips?
Solution: Binomial formula with n = 3, p = 0.51, and x = 2.
n! x n x
P( X x) p (1 p)
(n x)! x!
3! 1
P ( X 2) 1 0.51)
2
(3 2)!2! 0.51 (
= 3 x 0.2601 x 0.49 = 0.3823
23
Points to Remember
When Using the Binomial Formula
n! denotes the factorial function
n! = 1 x 2 x 3 x . x (n-1) x n
p0 = 1, also p1 = p
24
The Travelling Salesman
Q: A sales rep has observed that 1 in 5 potential customers he
visits makes a purchase. He visits on average 5 customers
per working day. What is the probability that he makes:
(i) Exactly 1 sale?
(ii) Less than 2 sales?
Solution to (i)
This is a binomial situation where n = 5, x = 1, and p = 0.2
10.2) 0.4096
5! 4
P( x 1)
1
(5 1)!1! 0.2 (
10.2) 0.3277
5! 5
P( x 0)
0
(5 0)!0! 0.2 (
P(x < 2) = 0.41 + 0.33 = 0.74
26
Graphical Illustration: Probability that
At Least 3 Customers Make a Purchase
0.45 At least 3 =
0.4 1 [P(0)+P(1)+P(2)]
0.35
0.3
Probability
0.25
0.2 At least 3 =
0.15 P(3) +P(4) + P(5)
0.1
0.05
0
0 1 2 3 4 5
27
Some More Binomial Distributions
Prob. of success = 0.2 Prob. of success = 0.5
0.45 0.35
0.4
0.3
0.35
0.25
0.3
Probability
Probability
0.25 0.2
0.2 0.15
0.15
0.1
0.1
0.05
0.05
0 0
0 1 2 3 4 5 0 1 2 3 4 5
0.45 0.7
0.4 0.6
0.35
0.5
0.3
Probability
Probability
0.25 0.4
0.2 0.3
0.15
0.2
0.1
0.05 0.1
0 0
0 1 2 3 4 5 0 1 2 3 4 5
0 End
Occurrence of goals in
90 minutes football match
29
The Poisson Distribution
Two properties / assumptions must be satisfied:
30
Poisson or Binomial Distributions?
Which of the following problems are best described by a
Poisson or Binomial probability distribution? The number of
31
The Poisson Distribution Formula
If is the average number of times the event is expected
to occur in the interval, then the probability of the event
actually occurring x times in the interval is:
x
e Check your
P( X )
x! Calculators!
Where e is a constant, such that e = 2.7183
If e is raised to the power 2, e2 = 7.3891
But here e is raised to a negative power, e- = 1 / e
So if e is raised to the power 2, e-2 = 1 / 7.3891 = 0.1353
32
It Only Takes A Second
Example: If the average number of goals scored during a 90
minute football match is 2.8, what is the probability exactly 5
goals will be scored during a game?
e x x
2.8 e 2.8
P( X x)
x! x!
5 2.8
2.8 e 172.10 * 0.0608
P( X 5) 0.0872
5! 120
Solution: The number of goals is the random variable. We are
interested in the chance of exactly 5 goals being scored (x = 5)
when on average () 2.8 goals are scored. Answer: 9 in 100.
33
Waiting in Line
The number of people arriving at a bank is monitored for each 5
minute interval in the morning on a given day, and the mean was
found to be 2.6 people. The same exercise was undertaken in
the afternoon and found to be 2.1. What is the probability that:
34
Waiting in Line
Poisson Probability Functions:
x 2.6
2.6 e 2.1x e 2.1
a.m. : P( X ) p.m. : P( X )
x! x!
(a). One person will arrive during the 5 minute interval:
1 2.6
2.6 e 2.11 e 2.1
a.m. : P( X 1) 0.1931 p.m. : 0.2570
1! 1!
Probability
0.2 0.2
0.1 0.1
0 0 1 2 3 4 5 6 0 0 1 2 3 4 5 6
No upper-limit No upper-limit
Morning: Afternoon:
X=x 2.6x e-2.6 x! Prob. X=x 2.1x e-2.1 x! Prob.
0 1.00 0.0743 1 0.0743 0 1.00 0.1225 1 0.1225
1 2.60 0.0743 1 0.1931 1 2.10 0.1225 1 0.2572
2 6.76 0.0743 2 0.2510 2 4.41 0.1225 2 0.2700
3 17.58 0.0743 6 0.2176 3 9.26 0.1225 6 0.1890
4 45.70 0.0743 24 0.1414 4 19.45 0.1225 24 0.0992
5 118.81 0.0743 120 0.0735 5 40.84 0.1225 120 0.0417
6 308.92 0.0743 720 0.0319 6 85.77 0.1225 720 0.0146
36
Waiting in Line Cont.
(c). What is the expected number of people arriving within any
10 minute period at the bank in the morning?
5.2 x e 5.2 1
5.2 e 5.2
a.m. : P( X ) P( X 1) 0.0287
x! 1!
Be careful: chance of 1 arrival in any 10 minute period is not
double (half) that of 1 arrival in any 5 min. period (P = 0.17).
37
The Poisson Assumptions Revisited
A solicitors medical negligence claims department receives on
average 15 enquiries per 5 day week. Discuss the applicability /
validity of the Poisson assumptions to this scenario.
38