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Tutorial 3: Robability Models & Applications

The document provides an overview of probability models and applications including the Poisson distribution, approximating the binomial distribution with the Poisson distribution, conditional probability, conditional probability mass functions, and conditional probability density functions. Examples are provided to demonstrate how to calculate probabilities and densities using these concepts. The document also gives a brief introduction on how to use Matlab for plotting functions and performing computations.

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Usman Khan
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31 views

Tutorial 3: Robability Models & Applications

The document provides an overview of probability models and applications including the Poisson distribution, approximating the binomial distribution with the Poisson distribution, conditional probability, conditional probability mass functions, and conditional probability density functions. Examples are provided to demonstrate how to calculate probabilities and densities using these concepts. The document also gives a brief introduction on how to use Matlab for plotting functions and performing computations.

Uploaded by

Usman Khan
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Tutorial 3

Probability Models & Applications

1
Poisson Distribution
 A random variable X, taking on one of
the values 0, 1, 2, …, is said to be a
Poisson random variable with parameter
λ, if for some λ> 0,

 i
p (i )  P{ X  i}  e
i!

2
Approximate Binomial by
Poisson Distribution
 Suppose X is a binomial random
variable with parameter (n,p) and
let λ = np.
n!
P{ X  i}  p i (1  p) n i
(n  i )!i!
i n i
n!     
   1  
(n  i )!i!  n   n
(1   )n
n(n  1)...(n  i  1)  i
n

ni i! (1   ) i
n 3
Approximate Binomial by
Poisson Distribution (con’t)
 Now, for n large and p small,
n i
   n(n  1)...(n  i  1)  
1    e 1 1    1
 n n i
 n

 Hence, for n large and p small,


 i
P{ X  i}  e
i!
4
Example 1
 Suppose that the probability that an item
produced by a certain machine will be
defective is 0.1. Find the probability that
a sample of 10 items will contain at most
1 defective item.

 Using Binomial dist,


10  10 
P   (0.1) (0.9)   (0.1)1 (0.9) 9  0.7361
0 10

0 1

5
Example 1 (con’t)
 Using Poisson approximation,
Now n = 10, p = 0.1, Let λ= 10x0.1 = 1

 P = P{X = 0} + P{X = 1}
0 1
1 1
 e 1  e 1
0! 1!
1 1
e e
 0.7358  0.7361

6
Conditional Probability

 Two events E and F, the conditional


probability of E given F is defined, as
long as P(F) > 0, by

P ( EF )
P( E | F ) 
P( F )

7
Conditional Probability Mass Function
 X and Y are discrete r.v.,
the conditional probability mass function
of X given Y = y, is defined by
p X |Y ( x | y )  P{ X  x | Y  y}
P{ X  x, Y  y}

P{Y  y}
p ( x, y )

pY ( y ) 8
Example 2
 Suppose that p(x,y) , the joint probability
mass function of X and Y, is given by
p(1,1)=0.5, p(1,2)=0.1, p(2,1)=0.1, p(2,2)=0.3
Calculate the probability mass function
of X given that Y=1.

 We first note that


pY (1)   p( x,1)  p(1,1)  p (2,1)  0.6
x

9
Example 2 (con’t)
 Hence, p X |Y (1 | 1)  P{ X  1 | Y  1}
P{ X  1, Y  1}

P{Y  1}
p (1,1)

pY (1)
5

6

p (2,1) 1
 Similarly, p X |Y ( 2 | 1)  
pY (1) 6
10
Conditional Probability Density Function
 X and Y have a joint probability density
function f(x,y), then the conditional
probability density function of X, given
Y=y, is defined for all values of y such
that fY ( y )  0 , by
f ( x, y )
f X |Y ( x | y ) 
fY ( y )

11
Example 3
 Suppose the joint density of X and Y is
6 xy (2  x  y ) ,0  x  1,0  y  1
f ( x, y ) 
0 , otherwise

Compute the conditional density function


of X given Y=y, where 0<y<1.

12
Example 3 (con’t)
f ( x, y )
f X |Y ( x | y ) 
fY ( y )
6 xy (2  x  y )
 1
 6 xy(2  x  y)dx
0

6 xy (2  x  y )

y (4  3 y )
6 x(2  x  y )

4  3y
13
Matlab
 1) After logon to a workstation, type “matlab”
to run the matlab program.

 2) How to program:
i) Compute in the command prompt.
ii) Use editor to edit the matlab file and same
as .m extension.

 3) Type the file name to run the matlab file


(e.g. filename mat.m, then type name “mat”
to run the file)
14
Matlab (con’t)
 Syntax of Matlab
– To make a 1x3 matrix called mat
>> mat = [ 1 3 2]
– Multiple the matrix by 5
>> mat*5
– plot the matrix
– >> plot(mat)

15
Matlab (con’t)
 Edit the .m file
– How to plot the equation Y = 3X + 4?

Result = []; %declare a matrix


for i=0:100,
R = 3*i+ 4;
Result = [Result R];
end
plot(Result);

16
Matlab (con’t)

 Special function in matlab


– who to check the existing variable
– clear variable_name to clear a variable
with name variable_name
– clear to clear all the existing variable
– helpwin to get help for matlab

17

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