Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Scribd Logo
Upload

Welcome to Scribd!

  • 14 views

    Tutorial 3: Robability Models & Applications

    Uploaded by

    Usman Khan
    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.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PPT, PDF, TXT or read online from Scribd
    Flag for inappropriate content

    Tutorial 3: Robability Models & Applications

    Uploaded by

    Usman Khan
    14 views17 pages
    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.

    Original Description:

    Original Title

    Tutorial 3

    Copyright

    © Attribution Non-Commercial (BY-NC)

    Available Formats

    PPT, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    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.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PPT, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as ppt, pdf, or txt
    14 views17 pages

    Tutorial 3: Robability Models & Applications

    Uploaded by

    Usman Khan
    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.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PPT, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as ppt, pdf, or txt
    of 17

    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

    You might also like