PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The...

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Transcript of PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The...

Page 1: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

PROBABILITY

Page 2: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

CONDITIONAL PROBABILITY

Page 3: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

Random variable• A variable defined on a sample space. Fx: The value of a card.•Interpretation: A variable that takes different values with different probabilities.

(Some) Characteristics of a random variable X: •Mean value E(X).•Variation V(X) = E((X-E(x))^2).

Graphical representation by histogram.

Cumulative mass function/distribution function of a random variable:F(x) = P(X ≤ x)

Page 4: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

BINOMIAL DISTRIBUTION

Page 5: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

BINOMIAL DISTRIBUTION

Page 6: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

BINOMIAL DISTRIBUTION

Page 7: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

POISSON DISTRIBUTION

Page 8: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

POISSON DISTRIBUTION

Page 9: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

POISSON DISTRIBUTION

Page 10: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.
Page 11: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

CONTINOUS DISTRIBUTIONS

Page 12: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

CONTINOUS DISTRIBUTIONS

Page 13: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

NORMAL DISTRIBUTION

Page 14: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

NORMAL DISTRIBUTION

Page 15: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

NORMAL DISTRIBUTION

Page 16: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

NORMAL DISTRIBUTION

Page 17: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

LOG-NORMAL DISTRIBUTION

Page 18: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

Fractile/QQ-plotsHow can we access information about the distribution of a sample?By comparing fractiles – the QQ-plot in SPSS.

The proposed distribution is good, if the fractiles follow a linear pattern.

Notice:•The variability of the points decreases when the sample size increases.•The variation of the points around the line is largest in the ends. Hence, pay more attention to the points in the middle of the plot.

Detrended QQ-plots•The points should be spread evenly above/below the horizontal line.•There should be no pattern.

Page 19: PROBABILITY. CONDITIONAL PROBABILITY Random variable A variable defined on a sample space. Fx: The value of a card. Interpretation: A variable that takes.

Examples of QQ-plots

Normal distribution Skew distribution Uniform distribution

QQ-plot QQ-plotQQ-plot

Detrended QQ-plot Detrended QQ-plotDetrended QQ-plot