Epidemiology 9509 - Principle of Biostatistics Chapter 5 Probability Distributions...
Transcript of Epidemiology 9509 - Principle of Biostatistics Chapter 5 Probability Distributions...
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Epidemiology 9509 probability dist’ns (continued)
Epidemiology 9509Principle of Biostatistics
Chapter 5Probability Distributions (continued)
John Koval
Department of Epidemiology and BiostatisticsUniversity of Western Ontario
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Epidemiology 9509 probability dist’ns (continued)
What was covered previously
1. probability P(A)setsP(A and B); P(A or B)
2. probability distributions2.1 discrete
2.1.1 equiprobable
2.1.2 bernoulli
2.1.3 binomial
2.1.4 poisson
2.2 continuous
2.2.1 uniform
2.2.2 normal
3. calculating probabilities
3.1 discretePr(X = x)
3.2 continuousintervals: Pr(X < a), Pr(a < X < b)
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Epidemiology 9509 probability dist’ns (continued)
What is being covered now
Using SAS to
1. calculate probabilities
2. calculate and plot probability distributions
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Epidemiology 9509 probability dist’ns (continued)
Calculating probabilities
SAS function PDF
title ’calculate binomial probability’;
data binom1;
prob = pdf(’binomial’, 4, 0.4, 10);
output ;
proc print data=binom1;
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Epidemiology 9509 probability dist’ns (continued)
binomial probability
calculate binomial probability
Obs prob
1 0.25082
Does this agree with previous calculations?
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Epidemiology 9509 probability dist’ns (continued)
binomial probability
calculate binomial probability
Obs prob
1 0.25082
Does this agree with previous calculations?0.251, Lecture Chapter 5, page 8
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Epidemiology 9509 probability dist’ns (continued)
Calculating probability distribution
title "calculate binomial probability distribution’;
data binom2;
do x = 0 to 10 by 1;
prob = pdf(’binomial’, x, 0.4, 10);
output;
end;
proc print data=binom2;
proc gplot;
plot prob*x;
run;
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Epidemiology 9509 probability dist’ns (continued)
binomial probability distribution
calculate binomial probability distribution
Obs x prob
1 0 0.00605
2 1 0.04031
3 2 0.12093
4 3 0.21499
5 4 0.25082
6 5 0.20066
7 6 0.11148
8 7 0.04247
9 8 0.01062
10 9 0.00157
11 10 0.00010
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Epidemiology 9509 probability dist’ns (continued)
GPLOT of pdf
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Epidemiology 9509 probability dist’ns (continued)
Calculating cumulative probabilities
values up to and includingSAS function CDF
title ’calculate cumulative binomial probability’;
data binom3;
prob = cdf(’binomial’, 7, 0.4, 20);
output ;
proc print data=binom3;
run;
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Epidemiology 9509 probability dist’ns (continued)
binomial cumulative distribution calculation
calculate cumulative binomial probability
Obs prob
1 0.41589
Does this agree with previous calculations ?
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Epidemiology 9509 probability dist’ns (continued)
binomial cumulative distribution calculation
calculate cumulative binomial probability
Obs prob
1 0.41589
Does this agree with previous calculations ?0.4159, using R, Lecture Chapter 5, page 30
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Epidemiology 9509 probability dist’ns (continued)
cumulative continuous probabilities
Pr(X < b)
= Pr
(
ZN <b−µ
σ
)
= Φ(
b−µ
σ
)
Φ() given by SAS function PROBNORM
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Epidemiology 9509 probability dist’ns (continued)
example
Recall normal approximation to binomial
wantPr(Xnorm < 7.5)= Pr(ZN <
(
7.5−82.19
)
= Φ(−.228)
title ’calculate Normal probability’;
data norm1;
prob =probnorm(-0.228);
output;
proc print data=norm1;
run;
;
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Epidemiology 9509 probability dist’ns (continued)
binomial cumulative distribution calculation
calculate Normal probability
Obs prob
1 0.40982
Does this agree with previous calculations ?
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Epidemiology 9509 probability dist’ns (continued)
binomial cumulative distribution calculation
calculate Normal probability
Obs prob
1 0.40982
Does this agree with previous calculations ?0.4098by linear interpolation,see lecture Chapter 5, page 30
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Epidemiology 9509 probability dist’ns (continued)
Probability of interval
Pr(17 < X < 22)= Pr
(
17−205 < ZN <
22−205
)
= Pr(−0.6 < ZN < 0.4) = Φ(0.4) − Φ(−0.6)
title ’calculate Normal probability for interval’;
data norm2;
a=-0.6;
b=0.4;
proba =probnorm(a);
probb = probnorm(b);
probint = probb - proba;
output;
proc print data=norm2;
run;
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Epidemiology 9509 probability dist’ns (continued)
binomial cumulative distribution calculation
calculate Normal probability for interval
Obs a b proba probb probint
1 -0.6 0.4 0.27425 0.65542 0.38117
Does this agree with previous calculations ?
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Epidemiology 9509 probability dist’ns (continued)
binomial cumulative distribution calculation
calculate Normal probability for interval
Obs a b proba probb probint
1 -0.6 0.4 0.27425 0.65542 0.38117
Does this agree with previous calculations ?0.3809,see lecture Chapter 5, page 26
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Epidemiology 9509 probability dist’ns (continued)
Plotting normal density function
not usually done in practice
data norm3;
do x = 0 to 10 by 0.05;
density = pdf(’normal’, x, 4, 1.55);
output ;
end;
proc gplot data = norm3;
plot density*x;
symbol interpol=join;
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Epidemiology 9509 probability dist’ns (continued)
GPLOT of pdf of Normal N(4,2.4)
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Epidemiology 9509 probability dist’ns (continued)
normal approximation to binomial
title ’Normal approximation to binomial’;
data normbinom;
n=20;
pi=0.4;
mu = n*pi;
var = n*pi*(1-pi);
sd = sqrt(var);
do i = 0 to 20.975 by 0.025;
binompdf = pdf(’binomial’, floor(i), pi, n);
x = i-0.5;
normpdf = pdf(’normal’, x, mu, sd);
output normbinom;
end;
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Epidemiology 9509 probability dist’ns (continued)
normal approximation to binomial(continued)
proc gplot data=normbinom;
plot binompdf * x normpdf * x/
haxis=-1 to 21 by 1 vaxis=0 to 0.2 by 0.05 overlay;
symbol interpol=join;
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Epidemiology 9509 probability dist’ns (continued)
GPLOT of normal approximation to Bin(20,0.4)
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Epidemiology 9509 probability dist’ns (continued)
another normal approximation to binomial
non-symmetric distribution Bin(10,.2)
data normbinom2;
n=10;
pi=0.2;
mu = n*pi;
var = n*pi*(1-pi);
sd = sqrt(var);
do i = 0 to 10.9075 by 0.025;
binompdf = pdf(’binomial’, floor(i), pi, n);
x = i-0.5;
normpdf = pdf(’normal’, x, mu, sd);
output normbinom2;
end;
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Epidemiology 9509 probability dist’ns (continued)
non-symmetric distribution (continued)
proc gplot data=normbinom2;
plot binompdf * x normpdf * x /
haxis=-1 to 11 by 1 vaxis=0 to 0.5 by 0.05 overlay;
symbol interpol=join;
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Epidemiology 9509 probability dist’ns (continued)
Normal approximation to Bin(10,0.2)
original distribution is asymmetricnot a good fit to the normal
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