1. Computing Fundamentals 2 Lecture 7 Statistics, Random Variables, Expected Value. Lecturer: Patrick Browne http://www.comp.dit.ie/pbrowne/

2. Statistics Raw data are just lists of facts and numbers. The branch of mathematics that organizes, analyzes and interprets raw data is called statistics.

3. Recall: Permutations, Combinations P(n,r) = n! / (n-r)! Permutations a, b, and c taken 2 at a time is 3*2/1=6,,,,, C(n,r) = n! /r! (n-r)! Combinations of a, b, and c taken 2 at a time is 3*2/2*1=3. {ab},{ac},{bc} {set} {ab} is the same combination as { ba}, but, are distinct permutations

4. Recall Probability Calculations Calculation of union, sum P(A  B) = P(A) + P(B) – P(A  B) Calculation of intersection, product P(A ∩ B) = P(A) × P(B|A) Conditional probability of A given E : P(A|E) = P(A  E)/P(E) Test for independence P(A  B) = P(A) × P(B)

5. Frequency Table One way of organizing raw data is to use a frequency table (or frequency distribution), which shows the number of times that an individual item occurs or the number of items that fall within a given range or interval.

6. Frequency Distribution Suppose that a sample consists of the heights of 100 male students at XYZ University. We arrange the data into classes or categories and determine the number of individuals belonging to each class, called the class frequency. The resulting table is called a frequency distribution or frequency table

7. The first class or category, for example, consists of heights from 60 to 62 inches, indicated by 60–62, which is called class interval. Since 5 students have heights belonging to this class, the corresponding class frequency is 5. Since a height that is recorded as 60 inches is actually between 59.5 and 60.5 inches while one recorded as 62 inches is actually between 61.5 and 62.5 inches, we could just as well have recorded the class interval as 59.5 – 62.5. In the class interval 59.5 – 62.5, the numbers 59.5 and 62.5 are often called class boundaries. Frequency Distribution

8. The midpoint of the class interval, which can be taken as representative of the class, is called the class mark. A graph for the frequency distribution can be supplied by a histogram. Frequency Distribution

9. Frequency table & class interval 3110 0105 2100 895 590 785 780 375 070 FrequencyTempRange 16 35 124 73 142 81 Frequency#tennents

10. Probability Assume that all sample events are equally likely. We define classical probability that an event A will occur as P(A) = #Simple Events in A #Simple Events in S So P(A) is the number of ways in which A can occur, divided by the number of possible individual outcomes, assuming all are equally likely. Where S is the sample space.

11. Example Tossing a coin twice: – S = {HH, HT, TH, TT}, Probability 1/4 for each simple event. – A = {Exactly One Head} = {HT,TH} Then P(A) = 2/4 = 1/2 Does this tell us how often A would occur if we repeated the experiment many times? (e.g. “toss a coin N times”)

12. Relative frequency The probability of an event is the long run frequency of occurrence. To estimate P(A) using the frequency approach, repeat the experiment n times (with n large) and compute x/n, where x = # Times A occurred in the n trials. The larger we make n, the closer x/n gets to P(A).

13. Relative frequency If there have been 126 launches of the Space Shuttle, and two of these resulted in a catastrophic failure, we can estimate the probability that the next launch will fail to be 2/126 = 0.016. The relative frequency allows us to determine the probability from actual data. It is more widely applicable than the classical approach, since it doesn't require us to specify a sample space consisting of equally likely simple events.

14. Relationships between probability and frequency Frequencies are relevant when modelling repeated trials, or repeated sampling from a population.

15. Mean The arithmetic mean is the sum of the values in a data collection divided by the number of elements in that data collection.

16. Mean The arithmetic mean is the sum of the values in a data collection divided by the number of elements in that data collection. x = ∑x i n x = ∑f i x i where f denotes frequency ∑f i

17. Range The range measures dispersion. It is the difference between the lowest and highest values in the data. For example: The highest CA = 48, lowest = 27 giving a range of 21. The highest exam = 45 and lowest = 12 giving a range of 33. There was wider variation in the students’ performance in the exam. than in the CA.

18. Variance & Standard Deviation List A: 12,10,9,9,10 List B: 7,10,14,11,8 The mean ( x ) of A & B is 10, but the values in A are more closely clustered around the mean than those in B (or there is greater desperation or spread in B ). We use the standard deviation to measure this spread ( SD(A)≈1.1,SD(B) ≈2.4 )

19. Standard Deviation The standard deviation measures the spread of the data about the mean value. It is useful in comparing data which may have the same mean but a different range. The range measure of dispersion and is the difference between the lowest and highest values in the data.

20. Variance & Standard Deviation The variance is always positive and is zero only when all values are equal. variance = ∑(x i - x ) 2 n standard deviation = Alternatively

21. Variance of a frequency distribution

22. Median The median is the middle value. If the elements are sorted the median is: Median = valueAt[(n+1)/2] odd Median = average(valueAt[n/2], valueAt[n/2+1]) even For odd and even n respectively. Example {1,2,3,4,5}, Median = 3 Example {1,2,3,4,5,6}, Median = 3.5

23. Mode The mode is the class or class value which occurs most frequently. mode([1, 2, 2, 3, 4, 7, 9]) = 2 We can have bimodal or multimodal collections of data. The height of the bars is the number of cases in the category

24. Bernouilli Trials Independent repeated trial with two outcomes are called Bernouilli Trials. The probability of k successes in a binomial experiment is: Where n is the number of trials and (n-k) is the number of failure and p, q are probabilities of events.

25. Bernouilli Trials: Example Probability John hits target: p=1/4, Probability John does not hit target: q=3/4, John fires 6 times, n=6,: What is the probability that John hits the target 2 times out of 6?

26. Bernoulli Trials: Example Probability John hits target: p=1/4, John fires 6 times, n=6,: What is the probability John hits the target at least once? Probability that John does not hit target (3^6)/(4^6) Probability that John hits target at least once No success (0), all failures, Anything to the power of 0 is 1 Only 1 way to pick 0 from 6 0 to the power 0 is undefined, anything else to the power of zero is 1. EXCEL =1-((3/4)^6)

27. Bernoulli Trials: Example Probability that Mary hits target: p=1/4, Mary fires 6 times, n=6,: What is the probability Mary hits the target more than 4 times? In EXCEL =(6)*((1/4)^5)*((3/4)^1)+(1/4)^6

28. Random variables and probability distributions. Suppose you toss a coin two times. There are four possible outcomes: HH, HT, TH, and TT. Let the variable X represents the number of heads that result from this experiment. The variable X can take on the values 0, 1, or 2. In this example, X is a random variable; because its value is determined by the outcome of a statistical experiment.

29. Random variables and probability distributions. A probability distribution is a table or an equation that links each outcome of a statistical experiment with its probability of occurrence. The table below, which associates each outcome (the number of heads) with its probability. This is an example of a probability distribution. S={HH,HT,TH,TT} A=number of heads {0,1,2}

30. Random Variable A random variable X on a finite sample space S is a function (or mapping) from S to a number R in S’. Let S be sample space of outcomes from tossing two coins. Then mapping a is; S={HH,HT,TH,TT} (assume HT≠TH) X a (HH)=1, X a (HT)=2, X a (TH)=3, X a (TT)=4 The range (or image) of the function X a is: S’={1,2,3,4} https://www.youtube.com/watch?v=IYdiKeQ9xEI

31. Random Variable Let S be sample space of outcomes from tossing two coins, where we are interested in the number of heads. Mapping b is: S={HH,HT,TH,TT} X b (HH)=2, X b (HT)=1, X b (TH)=1, X b (TT)=0 The range (image) of X b is: S’’={0,1,2}

32. Random Variable A random variable is a function that maps a finite sample space into to a numeric value. The numeric value has a finite probability space of real numbers, where probabilities are assigned to the new space according to the following rule: point i = P(x i )= sum of probabilities of points in S whose range is x i. Recall function F : Domain -> Range (Image)

33. Random Variable The function assigning p i to x i can be given as a table called the distribution of the random variable. p i = P(x i )= number of points in S whose image is x i number of points in S (i = 1,2,3...n) gives the distribution of X

34. Random Variable The equiprobable space generated by tossing pair of fair dice, consists of 36 ordered pairs (1) : S={,,... } Let X be the random variable which assigns to each element of S the sum of the two dice integers: 2,3,4,5,6,7,8, 9,10,11,12

35. Random Variable Continuing with the sum of the two dice. There is only one point whose image is 2, giving P(2)=1/36. There are two points whose image is 3, giving P(3)=2/36. ( ≠, but their sums are =) Below is the distribution of X. 1/362/363/364/365/366/365/364/363/362/361/36 pipi 12111098765432 xixi =36/36

36. Example: Random Variable A box contains 9 good items and 3 defective items (total 12 items). Three items are selected at random from the box. Let X be the random variable that counts the number of defective items in a sample. X has a range space R x = {0,1,2,3}. –The sample space 12-choose-3 = 220 different samples of size 3. –There are 9-choose-3 = 84 samples of size 3 with 0 defective items. –There are 3 * 9-choose-2 = 108 samples of size 3 with 1 defective. –There are 3-choose-2 * 9 = 27 samples of size 3 with 2 defective. –There 3-choose-3 = 1 samples of size 3 with 3 defective items. –Where n-choose-r means the number of combinations (sets): 84 108 27 1 ----- 220 84=COMBIN(9,3), 220=COMBIN(12,3))

37. Probability for Random Variable A box contains 9 good items and 3 defective items (total 12 items). Three items are selected at random from the box. Let X be the random variable that counts the number of defective items in a sample. X can have values 0-3. Below is the distribution of X. 1/22027/220108/22084/220 pipi 3210 xixi = 220/220 84 108 27 1 ----- 220

38. Expectation and variance of a random variable Let X be a discrete random variable over sample space S. X takes values x 1,x 2,x 3,... x t with respective probabilities p 1,p 2,p 3,... p t An experiment which generates S is repeated n times and the numbers x 1,x 2,x 3,... x t occur with frequency f 1,f 2,f 3,... f t (  f i =n) If n is large then one expects

39. Expectation of a random variable So becomes The final formula is the population mean, expectation, or expected value of X is denoted as  or E(X).

40. Expected value, Variance, Standard Deviation E(X)= μ = μ x =  ∑ x i p i Var(X)=  2 =  2 x = ∑ (x i - μ ) 2 p i SD(X)=  x =

41. Example : Random Variable & Expected Value A box contains 9 good items and 3 defective items. Three items are selected at random from the box. Let X be the random variable that counts the number of defective items in a sample. X can have values 0-3. Below is the distribution of X. 1/22027/220108/22084/220 pipi 3210 xixi

42. Example : Random Variable & Expected Value μ is the expected value of defective items in in a sample size of 3. μ =E(X)= 0(84/220)+1(108/220)+2(27/220)+3(1/220)=132/220=? Var(X)= 0 2 (84/220)+1 2 (108/220)+2 2 (27/220)+3 2 (1/220) - μ 2 =? SD(X) sqrt( μ 2 )=? 1/22027/220108/22084/220 pipi 3210 xixi

43. Fair Game1? If a prime number appears on a fair die the player wins that value. If an non-prime appears the player looses that value. Is the game fair?(E(X)=0) S={1,2,3,4,5,6} E(X) = 2(1/6)+3(1/6)+5(1/6)+(-1)(1/6)+(-4)(1/6)+(-6)(1/6)= -1/6 Note: 1 is not prime 1/6 pipi -6-4532 xixi

44. Fair Game2? A player gambles on the toss of two fair coins. If 2 heads occur the player wins 2 Euro. If 1 head occurs he wins 1 Euro. If no heads occur he looses 3 Euro. Is the game fair?(E(X)=0) S={HH,HT,TH,TT}, X(HH) = 2, X(HT)=X(TH)=1, X(TT)=-3 E(X) = 2(1/4)+1(2/4)-3(1/4) = 0.25