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Distribution Theory Questionnaire

This document provides an introduction to probability and distribution theory, covering topics like set theory, probability axioms, calculating probability using combinatorics, conditional probability, discrete random variables including the Bernoulli, binomial, and Poisson distributions.

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34 views3 pages

Distribution Theory Questionnaire

This document provides an introduction to probability and distribution theory, covering topics like set theory, probability axioms, calculating probability using combinatorics, conditional probability, discrete random variables including the Bernoulli, binomial, and Poisson distributions.

Uploaded by

glenzojaye.forex
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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POPH90148: Probability & Distribution Theory - Notes

MODULE 1 - Introduction to Probability


Set Theory
A ⊂ B (subset); A is contained in B, if every point in A is also in B
∅ (null set); subset of every set
A ∪ B (union); the set of all points in A or B or both
A ∩ B (intersection); the set of all points in both A and B
A′ (complement); the set of points that are in S (universal set) but not in A
A ∩ B = ∅ (mutually exclusive); disjoint sets that have no points in common

Distributive laws given by:


A ∩ (B ∪ C ) = (A ∩ B) ∪ (A ∩ C )
A ∪ (B ∩ C ) = (A ∪ B) ∩ (A ∪ C )

De Morgan’s Laws given by:


(A ∩ B)′ = A′ ∪ B′
(A ∪ B)′ = A′ ∩ B′

Probability Axioms
• An experiment is the process by which an observation is made.
• A simple event is an event that cannot be decomposed, corresponding to one and only
one sample point (a distinct point).
• The sample space associated with an experiment is the set consisting of all possible
sample points.
• A discrete sample space is one that contains either a finite or a countable number of
distinct sample points.
• An event in a discrete sample space S is a collection of sample points - that is, any
subset of the sample space.

Suppose S is a sample space associated with an experiment. To every event A in S (A is a


subset of S), we assign a number, P(A), called the probability of A, so the following
axioms hold:
(A1) P(A) ≥ 0
(A2) P(S) = 1
(A3) For a sequence of pairwise mutually exclusive events in S:
∞
P(A1 ∪ A2 ∪ A3 ∪ . . . ) =
∑ ( i)
P A
i=1

Calculating Probability Using Combinatorics


n!
n Pr = (n − r)!
n!
nCr = r!(n − r)!
• An ordered arrangement of r distinct objects is called a permutation; the number of ways
of ordering n distinct objects taken r at a time.

The number of ways of partitioning n distinct objects into k distinct groups is:

( n1 n2 . . . nk ) n1 !n2 ! . . . nk !
n n!
N= =
The terms in the bracket are called multinomial coefficients because they occur in the
expansion of the multinomial term.

The number of combinations of n objects taken r at a time is the number of unordered


subsets, each of size r, that can be formed from the n objects.

The binomial coefficient is given by:

(r)
n

They are called binomial coefficients because they occur in the binomial expansion:
(x + y) = ∑i=0 ( i )x y
n n
n n−i i

Conditional Probability
The conditional probability of an event A, given that event B has occurred, is given by:
P(A ∩ B)
P(A | B) =
P(B)
• If the probability of event A is unaffected by occurrence or non-occurrence of event B
then the two events are independent. Formally, this means:
• P(A | B) = P(A)
• P(A ∩ B) = P(A)P(B)

• The sensitivity is the probability that someone with a condition will test positive.
• The specificity is the probability that someone without a condition will test negative.
• The positive predictive value is the probability that someone has a condition, given they
tested positive.
• The prevalence is the probability of having a condition in a population.
• The Law of Total Probability states that if the sample space, S, has been split into
mutually exclusive subsets then the probability of an event A in S can be calculated as:
k
P(A | Bi )P(Bi)
∑
P(A) =
i=1
Thus, Bayes Rule is given by:
P(A | Bj )P(Bj)
P(Bj | A) =
∑ki=1 P(A | Bj )P(Bj)
MODULE 2 - Discrete Random Variables
Random Variables
• A random variable is a real-valued function defined on the sample space; it is a variable
(measured quantity) whose value is not known ahead of time. The RV assigns a number to
each sample point in the sample space.
• A probability distribution assigns a probability to each possible value y of Y.
• A discrete random variable take on a finite or countable number of possible values.

For any discrete probability distribution, the following must be true:


1. 0 ≤ p(y) ≤ 1 for all y

∑ ( )
2. p y = 1, where the summation is over all values of y with nonzero
y
probability.

Bernoulli Distribution
Bernoulli distribution is a distribution for a discrete RV that:
• Can take on only two possible values, 0 and 1.
• P(X = 1) = p and P(X = 0) = 1 - p for some p in the range 0 ≤ p ≤ 1.

The pmf is given by:


P(X = x) = p x(1 − p)
1−x
with mean E(X) = p and Var(X) = p(1 - p)

Binomial Distribution
The Binomial distribution is a distribution for a discrete RV, denoted by X ~ Bin(n, p),
where, for x = 0, 1, 2,…,n:

(x)
n x
p (1 − p) with mean E(X) = np and Var(X) = np(1 - p)
n−x
P(X = x) =
A binomial experiment possess the following properties:
1. The experiment consists of a fixed number, n, of identical trials.
2. Each trial results in one of two outcomes: success or failure.
3. The probability of success on a single trial is equal to some value p and remains
the same from trial to trial.
4. The trials are independent.
5. The random variable of interest is X, the number of successes observed during the
n trials.

Poisson Distribution
The Poisson distribution is a distribution for a discrete RV, denoted by X ~ Pois(λ), where
for any x = 0, 1, 2,…,n:
e −λ λ x
P(X = x) = with mean E(X) = λ and Var(X) = λ
x!
Note that the Poisson distribution often provides a good model for the probability
distribution of the number of rare events that occur in space, time, volume or any other
dimension.

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