Hypergeometric Binomial Poisson
160 likes | 377 Vues
Finding the Mean , the Variance , and Approximate Answers for Problems involving the Special Discrete Probability Distributions. Hypergeometric Binomial Poisson. Finding the Mean and the Variance for the Special Discrete Probability Distributions. Hypergeometric Binomial Poisson.
Hypergeometric Binomial Poisson
E N D
Presentation Transcript
Finding the Mean, the Variance,andApproximate Answersfor Problems involving theSpecial Discrete Probability Distributions • Hypergeometric • Binomial • Poisson
Finding the Meanand the Variancefor the Special Discrete Probability Distributions • Hypergeometric • Binomial • Poisson
Mean and Variance Hypergeometric and Binomial
Sampling w/o replacement it is hypergeometric, and the probability distribution is given by: X P(X) 0 1 2 3 4 Consider the example problem with the six white balls and the four black balls from which we select n = 4. Success = White Success = White Sampling with replacement it is binomial, and the probability distribution is given by: X P(X) 0 1 2 3 4
Sampling with replacement it is binomial, and the probability distribution is given by: X P(X) 0 .0256 1 .1536 2 .3456 3 .3456 4 .1296 Sampling w/o replacement it is hypergeometric, and the probability distribution is given by: X P(X) 0 .00476 1 .11429 2 .42857 3 .38095 4 .07143 Consider the example problem with the six white balls and the four black balls from which we select n = 4. Success = White Success = White
Sampling with replacement it is binomial, and the expected value is given by: XP(X) 0 .0256 1 .1536 2 .3456 3 .3456 4 .1296 = 2.4 Sampling w/o replacement it is hypergeometric, and the expected value is given by: X P(X) 0 .00476 1 .11429 2 .42857 3 .38095 4 .07143 = 2.4 In the sample of 4 balls, what is the expected # of white balls?
Sampling with replacement it is binomial, and the variance is given by: (X- )2P(X) (0-2.4)2 .0256 (1-2.4)2 .1536 (2-2.4)2 .3456 (3-2.4)2 .3456 (4-2.4)2 .1296 2 = .96 Sampling w/o replacement it is hypergeometric, and the variance is given by: (X- )2P(X) (0-2.4)2 .00476 (1-2.4)2 .11429 (2-2.4)2 .42857 (3-2.4)2 .38095 (4-2.4)2 .07143 2 = .64 In the sample of 4 balls, what is the variance of the number of white balls in the sample?
It is a lot of work to get the mean and the variance from the definition, but there is a much easier and faster way. Sampling with replacement it is binomial, and the expected value is given by: XP(X) 0 .0256 1 .1536 2 .3456 3 .3456 4 .1296 = np = 4(.6) = 2.4 Sampling w/o replacement it is hypergeometric, and the expected value is given by: X P(X) 0 .00476 1 .11429 2 .42857 3 .38095 4 .07143 Let p = S/N and = np = 4(6/10) = 2.4
In the sample of 4 balls, what is the variance of the number of white balls in the sample? Sampling w/o replacement it is hypergeometric, and the variance is given by: (X- )2P(X) (0-2.4)2 .00476 (1-2.4)2 .11429 (2-2.4)2 .42857 (3-2.4)2 .38095 (4-2.4)2 .07143 Let p = S/N and 2 = np(1-p)(N-n)/(N-1) 2 = 4(.6)(1-.6)(10-4)/9 = .64 Sampling with replacement it is binomial, and the variance is given by: (X- )2P(X) (0-2.4)2 .0256 (1-2.4)2 .1536 (2-2.4)2 .3456 (3-2.4)2 .3456 (4-2.4)2 .1296 2 = np(1-p) = 4(.6)(1-.6) = .96
Mean and Variance Poisson
For the Poisson problems λ= = E(X) = mean and λ= σ2= E(X-)2 = variance
Notation condition A B means A may be approximated by B if condition is true
DISCRETE TO DISCRETEAPPROXIMATIONS n 20 and n 0.05N p 0.05 HYPERGEOMETRIC BINOMIAL POISSON
DISCRETE TO CONTINUOUSAPPROXIMATIONS np 5 and n(1-p) 5 BINOMIAL NORMAL Let p = S/N np 5 and n(1-p) 5 HYPERGEOMETRIC NORMAL > 20 POISSON NORMAL