SAMPLING DISTRIBUTION

David M. Lane. et al. Introduction to Statistics: Chapter 9

ioc.pdf

[email protected] Practicum 5 1/9

Binomial Distribution in R
Problem
Suppose there are twelve multiple choice questions in an class quiz. Each question has ve
possible answers, and only one of them is correct. Find the probability of having four or less
correct answers if a student attempts to answer every question at random.

The probability of answering a question correctly by random is 1/5 = 0.2. We can nd the
probability of having exactly 4 correct answers by random attempts as follows.

> dbinom(4, size=12, prob=0.2)

[1] 0.1328756

To nd the probability of having four or less correct answers by random attempts, we apply the
function dbinom with x = 0, . . . , 4.

> dbinom(0, size=12, prob=0.2) + dbinom(1, size=12, prob=0.2) +

dbinom(2, size=12, prob=0.2) + dbinom(3, size=12,
prob=0.2) + dbinom(4, size=12, prob=0.2)
[1] 0.9274445

Alternatively, we can use the cumulative probability function for binomial distribution pbinom:

> pbinom(4, size=12, prob=0.2)

[1] 0.9274445 ioc.pdf

[email protected] Practicum 5 2/9

Poisson Distribution Pois(λ )

The Poisson distribution can be used to calculate the probabilities of various numbers of
successes based on the mean number of successes.

In order to apply the Poisson distribution, the various events must be independent.

Keep in mind that the term success does not really mean success in the traditional
positive sense. It just means that the outcome in question occurs.

ioc.pdf

[email protected] Practicum 5 3/9

Poisson Distribution Pois(λ )

When is the Poisson distribution an appropriate model?

The Poisson distribution is an appropriate model if the following assumptions are true.

K is the number of times an event occurs in an interval and K can take values 0, 1, 2, . . .

The occurrence of one event does not aect the probability that a second event will
occur. That is, events occur independently.

The rate at which events occur is constant. The rate cannot be higher in some intervals
and lower in other intervals.

Two events cannot occur at exactly the same instant.

The probability of an event in an interval is proportional to the length of the interval.

If these conditions are true, then K is a Poisson random variable, and the distribution of K is a
Poisson distribution.

ioc.pdf

[email protected] Practicum 5 3/9

Poisson Distribution Pois(λ )
Probability mass function:

λ x e −λ
f (x) = P(k events in interval )= ,
x!

where λ is the average number of events per interval and x = 0, 1, 2, . . .

Mean and variance: µ = σ 2 = λ .

Example
The mean number of calls to a re station on a weekday is 8. What is the probability that on a
given weekday there would be 11 calls?

Answer:
8
11 e −8
p= = 0.072
11!

ioc.pdf

[email protected] Practicum 5 3/9

Poisson Distribution in R

Problem
If there are twelve cars crossing a bridge per minute on average, nd the probability of having
seventeen or more cars crossing the bridge in a particular minute.

The probability of having sixteen or less cars crossing the bridge in a particular minute is given
by the function ppois (cumulative Poisson probability).

> ppois(16, lambda=12) # lower tail

[1] 0.898709

Hence the probability of having seventeen or more cars crossing the bridge in a minute is in the
upper tail of the probability density function.:

> ppois(16, lambda=12, lower=FALSE) # upper tail

[1] 0.101291

ioc.pdf

[email protected] Practicum 5 4/9

Normal Distribution in R
Assume the variable X with normal distribution N (m, s) is given. Then

pnorm(x, mean=m, sd=s) gives the distribution function, i.e. the probability P(X < x);
dnorm(x, mean=m, sd=s) gives the value of probability density function f (x);
pnorm(x) gives the Standard Normal Distribution function i.e. pnorm(x, mean=0, sd=1);
dnorm(x) gives its density i.e. dnorm(x, mean=0, sd=1);
rnorm(n, mean=m, sd=s) generates n random numbers that are distributed as N (m, s);
qnorm(x, mean=m, sd=s)inverse to pnorm(x, mean=m, sd=s) , i.e. this is the quantile
function that yields the boundary probability P(X < x) that determines the given area x).
The parameter x have to belong to the section 0 6 x 6 1.

Problem
Assume that the test scores of a college entrance exam ts a normal distribution. Furthermore,
the mean test score is 72, and the standard deviation is 15.2. What is the percentage of
students scoring 84 or more in the exam?

We apply the function pnorm of the normal distribution with mean 72 and standard deviation
15.2. Since we are looking for the percentage of students scoring higher than 84, we are
interested in the upper tail of the normal distribution.

> pnorm(84, mean=72, sd=15.2, lower.tail=FALSE)

[1] 0.2149176 ioc.pdf

[email protected] Practicum 5 5/9

Other functions for normal distribution in R
rnorm(n, mean=m, sd=s) generates n random numbers that are distributed as N (m, s);
qnorm(x, mean=m, sd=s) inverse to pnorm(x, mean=m, sd=s) quantile
, i.e. this is the
function that yields the boundary probability P(X < x) that determines the given area x).
The parameter x have to belong to the section 0 6 x 6 1.

> qnorm(0.85,mean=70,sd=3)
[1] 73.1093
> pnorm(73.1093,mean=70,sd=3)
[1] 0.85

ioc.pdf

[email protected] Practicum 5 6/9

Example: probability that you would get 8 heads out of 10 ips of a coin.

The p
parameters of the
p normal distribution
p are µ = 10 · 0.5 = 5 and
σ= Np(1 − p) = 10 · 0.5(1 − 0.5) = 2.5) = 1.5811

> mu <- 5
> (sigma <- sqrt(2.5))
[1] 1.581139
> (A <- pnorm(8.5, mean = mu, sd = sigma))
[1] 0.9865717
> (B <- pnorm(7.5, mean = mu, sd = sigma))
[1] 0.9430769
> A-B
[1] 0.0434948 ioc.pdf

[email protected] Practicum 5 7/9

Condence interval example
Randomly selected a group of 10 of the larger class with a mean score of 89 (sd = 6) on
the midterm.

What guess can we make as to the true mean of the class?

Let's say we want a 95% condence interval.

The condence interval is [q 025, q 975], where the boundaries

can be computed by the following R commands

> (q025<-round(qnorm(0.025,89,6/sqrt(10)),2))
[1] 85.28
> (q975<-round(qnorm(0.025,89,6/sqrt(10),
+ lower.tail=FALSE),2))
[1] 92.72

Then we can say that the 95% condence interval is

85.28 < µ < 92.72 or µ = 89 ± 3.72.

ioc.pdf

[email protected] Practicum 5 8/9

Condence interval example

Randomly selected a group of 10 of the larger class with a mean score of 89 (sd = 6) on
the midterm.

What guess can we make as to the true mean of the class?

Alternatively:
Transform the sample mean and standard error so that the standard normal distribution
can be used:

> z025 <- qnorm(0.025)

> z975 <- qnorm(0.025,lower.tail = FALSE)
> (q025 <- round(89+z025*6/sqrt(10),2))
[1] 85.28
> (q975 <- round(89+z975*6/sqrt(10),2))
[1] 92.72

ioc.pdf

[email protected] Practicum 5 9/9