The Binomial Distribution

Transcription

1 The Binomial Distribution January 31, 2018 Contents The Binomial Distribution The Normal Approximation to the Binomial The Binomial Hypothesis Test Computing Binomial Probabilities in R 30 Problems The Binomial Distribution When you flip a coin there are only two possible outcomes - heads or tails. This is an example of a dichotomous event. Other examples are getting an answer right vs. wrong on a test, catching vs. missing a bus, or eating vs. not eating your vegetables. A roll of a dice, on other hand, is not a dichotomous event since there are six possible outcomes. If you flip a coin repeatedly, say 10 times, and count up the number of heads, this number is drawn from what s called a binomial distribution. Other examples are counting the number of correct answers on an exam, or counting the number of days that your ten year old eats his vegetables at dinner. Importantly, each event has to be independent, so that the outcome of one event does not depend on the outcomes of other events in the sequence. We can define a binomial distribution with three parameters: P is the probability of a successful event. That is the event type that you re counting up - like heads or correct answers or did eat vegetables. For a coin flip, P = 0.5. For guessing on a 4-option multiple choice test, P = 1/4 =.25. For my ten year old eating his vegetables, P = N is the number of repeated events. k is the number of successful events out of N. The probability of obtaining k successful events out of N, with probability P is: N! k!(n k)! P k (1 P ) N k where N! = N(N 1)(N 2)..., or N factorial. For example, if you flip a fair coin (P=0.5) 5 times, the probability of getting 2 heads is: P r(k = 2) = 5! 2!(5 2)! (0.5)2 (1 0.5) (5 2) = (10)(0.5 2 )(0.5) 3 = Our textbook, the table handout, and our Excel spreadsheet gives you this number, where the columns are for different values of P and the rows are different values of k: 1

2 n k We can plot this binomial frequency distribution as a bar graph: probability k The shape of the probability distribution for N=5 should look familiar. It looks normal! More on this later. We just calculated the probability of getting exactly 2 heads out of 5 coin flips. What about the probability of calculating 2 or more heads out of 5? It s not hard to see that: P r(k >= 2) = P r(k = 2) + P r(k = 3) + P r(k = 4) + P r(k = 5) Using the table we can see that P r(k >= 2) = = These cumulative binomial problems are common enough that I ve provided a page in the Excel spreadsheet and a table in the handout that provides the cumulative binomial probabilities. Here s how to use the cumulative binomial spreadsheet for Pr(k>=2) for N = 5: n k

3 Notice how the first row are all 1 s. That s because you will always get zero or more positive events, so P r(k >= 0) = 1. Example: guessing on an exam Suppose you re taking a multiple choice exam in PHYS 422, Contemporary Nuclear and Particle Physics. There are 10 questions, each with 4 options. Assume that you have no idea what s going on and you guess on every question. What is the probability of getting 5 or more answers right? Since there are 4 options for each multiple choice question, the probability of guessing and getting a single question right is P = 1 4 = The probability of getting 5 or more right is P r(k >= 5). We can find this answer in the cumulative binomial distribution table with N = 10, k = 5 and P = 0.25: n k So there s about a 8 percent chance of getting 5 or more questions right if you re guessing. Better not take that class. Example for when P > 0.5: Counting wrong answers Notice that the values of P only go up to 0.5. What is P>0.5? For example, on that physics exam, what is the probability of getting 7 or more wrong out of the 10 questions. Now the probability of a successful event is = The trick to problems with P>0.5 is to turn the problem around so that a successful event has probability of 1-P. For our example, the probability of getting k=7 or more wrong is the same as the probability of getting N-k = 10-7 = 3 or fewer right. So we can rephrase the problem: What is P r(k <= 3) with N=10 and P = 0.25? We can find this using the binomial table spreadsheet: 3

4 n k So the probability of getting 7 or more wrong out of 10 is the same as the probability of getting fewer than 3 right, which is = The Normal Approximation to the Binomial The table in the book goes up to N=15, and the Excel spreadsheet goes up to N=20. But what about higher values of N? Here s the probability distribution for P = 0.5 and N = 20: probability k There s that familiar bell curve. It turns out that the discrete binomial probability distribution can be approximated by the continuous normal distribution with a known mean and standard deviation. The mean of the normal distribution is intuitive. If you have 20 coin flips, each with probability 0.5, then the average number of heads should be (20)(0.5) = 10. So: µ = NP = 10 The standard deviation is: σ = (N)(P )(1 P ) Which is for N = 20 is: 4

5 (20)(0.5)(1 0.5) = 2.24 Here s that normal distribution drawn on top of the binomial distribution for N=20: probability k You can see that it s a pretty good fit. The fit gets better with larger values of N, and for values of P that don t get too far away from 1 or -1. Since the fit is good, we can use the z-table to estimate probabilities from binomial distribution problems for appropriate values of N and P. For example, if you flip a coin 20 times, what is the probability of obtaining 13 or more heads? Let s zoom in on the figure above, coloring the events that we are counting in green: probability k Using the binomial table, the actual probability of obtaining 13 or more heads is: 5

6 Pr(k=13) + Pr(k=14) Pr(k = 20) = = Looking at the figure above, notice that the widths of each bar is 1 unit. The area of each bar (height times width) is therefore equal to the probability of that event. That means that Pr(k>=13) is equal to the sum of the areas of the green bars. So, to approximate the area of the green bars with the normal distribution (the red curve), we need to find the area under the red curve that covers the same range as the green bars. Look closely, the green bar at k = 13 covers the range from 12.5 to It follows that to approximate the area of the green bars, we need to find the area under the normal distribution above k = Since we know the mean and standard deviation of this normal distribution, we can find the z-score: z = x µ σ = = 1.12 Using the z-table: Pr(z>1.12) = This is pretty close to the actual answer of Left hander example Of the 152 students in our class that took the survey, 11 reported themselves as left-handed. If 10% of the population is left-handed, what is the probability that 11 or fewer people in will be left handed in a random sample of 152 people? The normal distribution that best approximates the distribution of left-handed people in a sample size of 152 will have a mean of: µ = NP = (152)(0.1) = 15.2 The standard deviation of: σ = (N)(P )(1 P ) = (152)(0.1)(1 0.1) = To convert our value of 11 left-handers to a z-score, we need to include the bar that ranges from 10.5 to So this time we need add 0.5 to 11 and calculate Pr(x<=11.5). z = x µ σ = Pr(z < -2.76) = = 2.76 The Binomial Hypothesis Test Seahawks example We can use our knowledge of the binomial distribution to make statistical inferences. For example, in 2017 the Seattle Seahawks football team won 9 games out of 16. Is this a better team than average? Use an α value of In other words, is the probability of winning 9 or more games out of 16 less than 0.05 under the null hypothesis that there is a 50/50 chance of winning each game? To test this, we calculate P r(k >= 9) for N = 16 and P = 0.5. Since N<20, we ll use the Cumulative Binomial table: 6

7 n k So there s about a 40 percent chance of winning 9 games or more by chance. Since > 0.05, we cannot conclude that the 2017 Seahawks were a better than average team. Mariners example How about the 2017 Seattle Mariners baseball team? They finished the 2017 with a record of 78 wins and 84 losses. What is the probability of winning 78 or fewer games? Since there were N= 162 games we ll have to use the normal approximation to the binomial distribution. With P = 0.5, the number of games that an average team wins will be distributed approximately normally with a mean of: µ = NP = (162)(0.5) = 81 and a standard deviation of: σ = (162)(0.5)(1 0.5) = Remembering to add 0.5 to 78, the z-score for winning 78 or fewer games is: z = ( ) = 0.39 The probability of winning 78 or fewer games is therefore: P r(k <= 78) = P r(z < 0.39) = Since > 0.05, we cannot conclude that the 2017 Mariners were a better than average team. Computing Binomial Probabilities in R Computing binomial probabilities is really easy in R - much easier than using the table. The function binom.test does everything for you. Note, the test always finds the exact answer, rather than the normal approximation, even if the number of trials is greater than 20. 7

8 The R commands shown below can be found here: BinomialDistribution.R # BinomialDistibution.R # Calculating binomial probabilities is easy in R. The function binom.test takes in # three variables: (1) K, the number of sucessful oucomes, (2) N, the total number of trials, # and (3) P, the probability of a succesful outcome on any given trial. # # A fourth argument can be alternative = "less", or alternative = "greater", depending on # whether you want Pr(x<k) or Pr(x>k) # Example: Given 10 flips of a fair 50/50 coin, what is the probability of obtaining 6 or more heads? out <- binom.test(6,10,.5, alternative = "greater") # The result can be found in the field p.value : [1] # Example: If you guess on a 20 question multiple choice test where each question has 5 possible # answers, what is the probability of getting 4 or less correct? out <- binom.test(4,20,1/5, alternative = "less") [1] # Example: If a basketball player has a 2 out 3 chance of making a free throw on any given try, # and all tries are independent, what is the probability of making 7 or more out of 10? out <- binom.test(7,10,2/3, alternative = "greater") [1]

9 30 Problems It s problem time. The following 30 questions are all binomial distribution problems. Use the binomial table or cumulative binomial table if N is less than or equal to 20, and use the normal approximation to the binomial if N is greater than 20. 1) For P = 0.05 and N = 14, find P r(k >= 2) 2) For P = 0.85 and N = 32, find P r(k <= 29) 3) For P = 0.75 and N = 26, find P r(k <= 19) 4) For P = 0.5 and N = 7, find P r(k >= 4) 5) For P = 0.35 and N = 5, find P r(k <= 1) 6) For P = 0.65 and N = 22, find P r(k >= 21) 7) For P = 0.8 and N = 42, find P r(k >= 33) 8) For P = 0.6 and N = 9, find P r(k <= 8) 9) For P = 0.85 and N = 33, find P r(k >= 29) 10) For P = 0.05 and N = 15, find P r(k >= 2) 11) For P = 0.6 and N = 18, find P r(k >= 4) 12) For P = 0.35 and N = 45, find P r(k <= 11) 13) For P = 0.7 and N = 44, find P r(k >= 38) 14) For P = 0.1 and N = 31, find P r(k >= 1) 15) For P = 0.25 and N = 40, find P r(k <= 13) 16) For P = 0.45 and N = 36, find P r(k <= 14) 9

10 17) For P = 0.35 and N = 16, find P r(k <= 5) 18) For P = 0.85 and N = 24, find P r(k >= 15) 19) For P = 0.85 and N = 7, find P r(k >= 3) 20) For P = 0.3 and N = 26, find P r(k >= 12) 21) For P = 0.25 and N = 25, find P r(k <= 6) 22) For P = 0.1 and N = 43, find P r(k >= 1) 23) For P = 0.25 and N = 20, find P r(k >= 2) 24) For P = 0.45 and N = 26, find P r(k >= 16) 25) For P = 0.7 and N = 7, find P r(k >= 4) 26) For P = 0.15 and N = 38, find P r(k <= 7) 27) For P = 0.8 and N = 33, find P r(k >= 28) 28) For P = 0.7 and N = 34, find P r(k >= 27) 29) For P = 0.25 and N = 41, find P r(k <= 12) 30) For P = 0.5 and N = 19, find P r(k >= 3) 10

11 30 Answers 1) For P = 0.05 and N = 14, find P r(k >= 2) P r(k >= 2) = = out<-binom.test(2,14,0.05,alternative = "greater") [1] ) For P = 0.85 and N = 32, find P r(k <= 29) µ = NP = (32)(0.85) = 27.2 σ = (32)(0.85)(1 0.85) = z = ( ) = 1.14 P r(k <= 29.5) = P r(z <= 1.14) = out<-binom.test(29,32,0.85,alternative = "less") [1] ) For P = 0.75 and N = 26, find P r(k <= 19) µ = NP = (26)(0.75) = 19.5 σ = (26)(0.75)(1 0.75) = z = ( ) = 0 P r(k <= 19.5) = P r(z <= 0) = 0.5 out<-binom.test(19,26,0.75,alternative = "less") [1] ) For P = 0.5 and N = 7, find P r(k >= 4) P r(k >= 4) = = 0.5 out<-binom.test(4,7,0.5,alternative = "greater") 11

12 [1] 0.5 5) For P = 0.35 and N = 5, find P r(k <= 1) P r(k <= 1) = = out<-binom.test(1,5,0.35,alternative = "less") [1] ) For P = 0.65 and N = 22, find P r(k >= 21) µ = NP = (22)(0.65) = 14.3 σ = (22)(0.65)(1 0.65) = z = ( ) = 2.77 P r(k >= 20.5) = P r(z >= 2.77) = out<-binom.test(21,22,0.65,alternative = "greater") [1] ) For P = 0.8 and N = 42, find P r(k >= 33) µ = NP = (42)(0.8) = 33.6 σ = (42)(0.8)(1 0.8) = z = ( ) = 0.42 P r(k >= 32.5) = P r(z >= 0.42) = out<-binom.test(33,42,0.8,alternative = "greater") [1] ) For P = 0.6 and N = 9, find P r(k <= 8) With P > 0.5 we need to switch the problem to P = = 0.4, N = 9, P r(k >= 9 8) = P r(k >= 1) 12

13 P r(k >= 1) = = out<-binom.test(8,9,0.6,alternative = "less") [1] ) For P = 0.85 and N = 33, find P r(k >= 29) µ = NP = (33)(0.85) = σ = (33)(0.85)(1 0.85) = z = ( ) = 0.22 P r(k >= 28.5) = P r(z >= 0.22) = out<-binom.test(29,33,0.85,alternative = "greater") [1] ) For P = 0.05 and N = 15, find P r(k >= 2) P r(k >= 2) = = out<-binom.test(2,15,0.05,alternative = "greater") [1] ) For P = 0.6 and N = 18, find P r(k >= 4) With P > 0.5 we need to switch the problem to P = = 0.4, N = 18, P r(k <= 18 4) = P r(k <= 14) P r(k <= 14) = = out<-binom.test(4,18,0.6,alternative = "greater") [1] ) For P = 0.35 and N = 45, find P r(k <= 11) 13

14 µ = NP = (45)(0.35) = σ = (45)(0.35)(1 0.35) = z = ( ) = 1.33 P r(k <= 11.5) = P r(z <= 1.33) = out<-binom.test(11,45,0.35,alternative = "less") [1] ) For P = 0.7 and N = 44, find P r(k >= 38) µ = NP = (44)(0.7) = 30.8 σ = (44)(0.7)(1 0.7) = z = ( ) = 2.2 P r(k >= 37.5) = P r(z >= 2.2) = out<-binom.test(38,44,0.7,alternative = "greater") [1] ) For P = 0.1 and N = 31, find P r(k >= 1) µ = NP = (31)(0.1) = 3.1 σ = (31)(0.1)(1 0.1) = z = ( ) = 1.56 P r(k >= 0.5) = P r(z >= 1.56) = out<-binom.test(1,31,0.1,alternative = "greater") [1] ) For P = 0.25 and N = 40, find P r(k <= 13) 14

15 µ = NP = (40)(0.25) = 10 σ = (40)(0.25)(1 0.25) = z = ( ) = 1.28 P r(k <= 13.5) = P r(z <= 1.28) = out<-binom.test(13,40,0.25,alternative = "less") [1] ) For P = 0.45 and N = 36, find P r(k <= 14) µ = NP = (36)(0.45) = 16.2 σ = (36)(0.45)(1 0.45) = z = ( ) = 0.57 P r(k <= 14.5) = P r(z <= 0.57) = out<-binom.test(14,36,0.45,alternative = "less") [1] ) For P = 0.35 and N = 16, find P r(k <= 5) P r(k <= 5) = = out<-binom.test(5,16,0.35,alternative = "less") [1] ) For P = 0.85 and N = 24, find P r(k >= 15) µ = NP = (24)(0.85) = 20.4 σ = (24)(0.85)(1 0.85) = z = ( ) = 3.37 P r(k >= 14.5) = P r(z >= 3.37) =

16 out<-binom.test(15,24,0.85,alternative = "greater") [1] ) For P = 0.85 and N = 7, find P r(k >= 3) With P > 0.5 we need to switch the problem to P = = 0.15, N = 7, P r(k <= 7 3) = P r(k <= 4) P r(k <= 4) = = out<-binom.test(3,7,0.85,alternative = "greater") [1] ) For P = 0.3 and N = 26, find P r(k >= 12) µ = NP = (26)(0.3) = 7.8 σ = (26)(0.3)(1 0.3) = z = ( ) = 1.58 P r(k >= 11.5) = P r(z >= 1.58) = out<-binom.test(12,26,0.3,alternative = "greater") [1] ) For P = 0.25 and N = 25, find P r(k <= 6) µ = NP = (25)(0.25) = 6.25 σ = (25)(0.25)(1 0.25) = z = ( ) = 0.12 P r(k <= 6.5) = P r(z <= 0.12) = out<-binom.test(6,25,0.25,alternative = "less") [1]

17 22) For P = 0.1 and N = 43, find P r(k >= 1) µ = NP = (43)(0.1) = 4.3 σ = (43)(0.1)(1 0.1) = z = ( ) = 1.93 P r(k >= 0.5) = P r(z >= 1.93) = out<-binom.test(1,43,0.1,alternative = "greater") [1] ) For P = 0.25 and N = 20, find P r(k >= 2) P r(k >= 2) = = out<-binom.test(2,20,0.25,alternative = "greater") [1] ) For P = 0.45 and N = 26, find P r(k >= 16) µ = NP = (26)(0.45) = 11.7 σ = (26)(0.45)(1 0.45) = z = ( ) = 1.5 P r(k >= 15.5) = P r(z >= 1.5) = out<-binom.test(16,26,0.45,alternative = "greater") [1] ) For P = 0.7 and N = 7, find P r(k >= 4) With P > 0.5 we need to switch the problem to P = = 0.3, N = 7, P r(k <= 7 4) = P r(k <= 3) P r(k <= 3) = =

18 out<-binom.test(4,7,0.7,alternative = "greater") [1] ) For P = 0.15 and N = 38, find P r(k <= 7) µ = NP = (38)(0.15) = 5.7 σ = (38)(0.15)(1 0.15) = z = ( ) = 0.82 P r(k <= 7.5) = P r(z <= 0.82) = out<-binom.test(7,38,0.15,alternative = "less") [1] ) For P = 0.8 and N = 33, find P r(k >= 28) µ = NP = (33)(0.8) = 26.4 σ = (33)(0.8)(1 0.8) = z = ( ) = 0.48 P r(k >= 27.5) = P r(z >= 0.48) = out<-binom.test(28,33,0.8,alternative = "greater") [1] ) For P = 0.7 and N = 34, find P r(k >= 27) µ = NP = (34)(0.7) = 23.8 σ = (34)(0.7)(1 0.7) = z = ( ) = 1.01 P r(k >= 26.5) = P r(z >= 1.01) =

19 out<-binom.test(27,34,0.7,alternative = "greater") [1] ) For P = 0.25 and N = 41, find P r(k <= 12) µ = NP = (41)(0.25) = σ = (41)(0.25)(1 0.25) = z = ( ) = 0.81 P r(k <= 12.5) = P r(z <= 0.81) = out<-binom.test(12,41,0.25,alternative = "less") [1] ) For P = 0.5 and N = 19, find P r(k >= 3) P r(k >= 3) = = out<-binom.test(3,19,0.5,alternative = "greater") [1]