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Probability and Statistics for Computer Science Who discovered this? n 1 + 1 e = lim n n Credit: wikipedia Hongye Liu, Teaching Assistant Prof, CS361, UIUC, 09.24.2020 the number ? what is an pkqn = In - k " ( Pt q ) k


  1. Probability and Statistics ì for Computer Science Who discovered this? � n � 1 + 1 e = lim n n →∞ Credit: wikipedia Hongye Liu, Teaching Assistant Prof, CS361, UIUC, 09.24.2020

  2. the number ? what is an pkqn = In - k " ( Pt q ) k - - O ( I ) = ? an - ( Te ) au - Pt f- I chen ⇒ E- aiapkq " - " , = k=#

  3. A - B ? How many paths lead that i ! in

  4. Last time , R Random variable expectations of * Review Markov 's Inequality * 's inequality chebyshev Lyga numbers law of weak * The

  5. Proof of Weak law of large numbers � Apply Chebyshev’s inequality P ( | X − E [ X ] | ≥ � ) ≤ var [ X ] � 2 var [ X ] = var [ X ] � SubsQtute and E [ X ] = E [ X ] N P ( | X − E [ X ] | ≥ � ) ≤ var [ X ] 0 N � 2 N → ∞ N →∞ P ( | X − E [ X ] | ≥ � ) = 0 lim

  6. Applications of the Weak law of large numbers � The law of large numbers jus$fies using simula$ons (instead of calculaQon) to esQmate the expected values of random variables N →∞ P ( | X − E [ X ] | ≥ � ) = 0 lim � The law of large numbers also jus$fies using histogram of large random samples to approximate the probability distribuQon funcQon , see proof on P ( x ) Pg. 353 of the textbook by DeGroot, et al.

  7. Histogram of large random IID samples approximates the probability distribution � The law of large numbers jusQfies using histograms to approximate the probability distribuQon. Given N IID random variables X 1 , …, X N � According to the law of large numbers read � N i =1 Y i N → ∞ off line E [ Y i ] Y = . N � As we know for indicator funcQon text ph - # . so I . E [ Y i ] = P ( c 1 ≤ X i < c 2 ) = P ( c 1 ≤ X < c 2 )

  8. Objectives Bernoulli Distribution Distribution ) Bernoulli Binomial trials Distribution Geometric Distribution Uniform Discrete Variable Random continuous

  9. Random variables variable A maps random Numbers , outcomes so eo all CK ) ( W ) Bernoulli function ! ! it's a = panicky w is tail XXXX is head w I Xcw )

  10. Bernoulli Random Variable X ( w )= f w = event A Heard → ' → T ail w = otherwise O Pc A) P = ? fPcX=K ) .

  11. Bernoulli Distribution apex ) ECXI = ? var Ext = ? x O 2- xpcx , E- Cx ) = - fi - pi =p I - P t o = ECXT - ETXT var [ XI = - p2 = -2*2 pox ) T.pt o ? CEB ) " - P = - p =p pups

  12. Bernoulli Distribution apex ) ECXI = ? i var ( x ) = ? - P i > x I xp to - Ci - xp ) E- ( X ) = I xp CK ) = =p E EXT - ETH u ar Cx ) = - p~ =p . - p ' I ? P t o ? c c - p ) = =p co - p ,

  13. Bernoulli distribution � A random variable X is Bernoulli if it takes on two values 0 and 1 such that x = I p pcX= 24=1 , - p x - o - otherwise o E [ X ] = p var [ X ] = p (1 − p ) Jacob Bernoulli (1654-1705) Credit: wikipedia

  14. Bernoulli distribution � Examples � Tossing a biased (or fair) coin � Making a free throw � Rolling a six-sided die and checking if it shows 6 � Any indicator func:on of a random variable = f Event A happens t IA otherwise PCA > =p • Ix PLA ) to x CI - peas ) E- ( Ita ) = PC Event A) =

  15. Binomial Distribution N Xs RV of the Binomial sum is RVs Bernoulli independent Xicat-fgw-eey.it " = I Xi Xg w -_ other . i -_ I is ? Range at Xs

  16. Binomial Distribution N Xs RV of the Binomial sum is RVs Bernoulli independent biased coin , times µ → Toss a heads ? how many K N - k k - m (7) p Cl - p ) - fi - p , - A) = ? - p - p Pl Xs - - - . . pkci-pY-kk-2-kc.co = ( Ye ) . , N ]

  17. I t i - - - - ¥0 O O ④ # - G positions e.g µ posit : . ( ie ) k head a

  18. Expectations of Binomial distribution � A discrete random variable X is binomial if � N � p k (1 − p ) N − k P ( X = k ) = for integer 0 ≤ k ≤ N k I - with E [ X ] = Np & var [ X ] = Np (1 − p ) fan = -2 " P " ' when µ = = I kpck ) , → Bernoulli " - k pickup , = Eh - ' T.pa.us - ECHT ]=TCX UNH Efx ' - = ,

  19. N = Iki Xs Kii [ =/ = Effi , xij iia Elks ) . EC*l=EG ] N = I Efxi ) t Bernoulli E- I RU N 2- p = f- I Np =

  20. tdI vgrfxtTI-vmcxltuarCTJ.at vast Xs ) ECCX - ECT 's ] = varf -2 Xi ) - Xi are Rv ii d ' i . = I varlxi ] - identical i independent - p ) = N.ph Bernoulli of varix : ) indent ⇒ # mandate pix , = pctp > a

  21. ⇒ Binomial distribution " ( Ya ) pkqlh - K ) ( pegs = k=o 4245=1 - t ) ifc peg - P = 0.5 Credit: Prof. Grinstead

  22. Binomial distribution: die example O � Let X be the number of sixes in 36 rolls of a fair six-sided die. What is P(X=k) for k =5, 6, 7 P = } - 36 N - P ix. k ) = ( Irb ) .pk c , - f ,36 - k � Calculate E[X] and var[X] - - Efx ] = Nip =3 Gift = 6 - 36 × 8 × 53 . pit - p ) - 5 war CxI= N =

  23. Distribution Geometric a time D= p peons µ . p u times ) = ( t - p ) pl N TH 7=4 - pip n . - pi TT H ' - = FH TET ' i - - . IX ' l l , c . a H k time see w " - ' Pl K times ) = Ci - p ) p - K 31

  24. Geometric distribution � A discrete random variable X is geometric if P ( X = k ) = (1 − p ) k − 1 p k ≥ 1 H, TH, TTH, TTTH, TTTTH, TTTTTH,… � Expected value and variance E [ X ] = 1 var [ X ] = 1 − p & p 2 p Edit

  25. Geometric distribution P ( X = k ) = (1 − p ) k − 1 p k ≥ 1 i. P= 0.2 P= 0.5 p go Credit: Prof. Grinstead

  26. Geometric distribution � Examples: � How many rolls of a six-sided die will it take to see the first 6? � How many Bernoulli trials must be done before the first 1? � How many experiments needed to have the first success? � Plays an important role in the theory of queues

  27. Derivation of geometric expected value ∞ ECx7= Expose , � k (1 − p ) k − 1 p E [ X ] = kpck , K - T K k =1 Pik , ∞ =p IT , K - I Kei - p > � k (1 − p ) k − 1 = p = Ip E Kei - p ) " k =1 ∞ p k (1 − p ) k = 1 � K = - - I 1 − p x p n k =1 I nx = - I - n

  28. Derivation of geometric expected value ∞ � k (1 − p ) k − 1 p E [ X ] = k =1 ∞ � k (1 − p ) k − 1 = p k =1 ∞ p k (1 − p ) k = 1 � = 1 − p p k =1

  29. Derivation of geometric expected value ∞ � k (1 − p ) k − 1 p E [ X ] = k =1 ∞ � k (1 − p ) k − 1 = p k =1 ∞ p � k (1 − p ) k = 1 − p k =1

  30. Derivation of geometric expected value ∞ � k (1 − p ) k − 1 p E [ X ] = k =1 ∞ � k (1 − p ) k − 1 = p k =1 ∞ p � k (1 − p ) k = 1 − p k =1 ✺ For we have this power series:

  31. Derivation of geometric expected value ∞ � k (1 − p ) k − 1 p E [ X ] = k =1 ∞ � k (1 − p ) k − 1 = p k =1 l - p ' = K ∞ p - ftp.tp#--pt � k (1 − p ) k = - 1 − p k =1 ✺ For we have ∞ x nx n = � (1 − x ) 2 ; | x | < 1 this power series: I n =1

  32. Derivation of the power series ∞ x nx n = � (1 − x ) 2 ; | x | < 1 S ( x ) = n =1 ∞ S ( x ) ∞ 1 Proof: ; x n = � nx n − 1 � = | x | < 1 1 − x ; x n =1 n =0 � x ∞ S ( t ) 1 x x n = x · � = 1 − x = 1 − x t 0 n =1 S ( x ) x ′ = ( 1 − x ) Read a tame x x S ( x ) = (1 − x ) 2

  33. Geometric distribution: die example � Let X be the number of rolls of a fair six-sided die needed to see the first 6. What is P ( X = k ) - for k = 1, 2? - pixel > =p '= } p=f pcx=z)=ct µ p=5zxt=z÷ - ECxI=pt=¥=6 � Calculate E[ X ] and var[ X ] so =i-p_ = E [ X ] = 1 var [ X ] = 1 − p was & a- p 2 p -

  34. Betting brainteaser � What would you rather bet on? � How many rolls of a fair six-sided die will it take to see the first 6? � How many sixes will appear in 36 rolls of a fair six-sided die? � Why?

  35. Multinomial distribution � A discrete random variable X is MulQnomial if N ! n 1 ! n 2 ! ...n k ! p n 1 1 p n 2 2 ...p n k P ( X 1 = n 1 , X 2 = n 2 , ..., X k = n k ) = k where N = n 1 + n 2 + ... + n k � The event of throwing N Qmes the k-sided die to see the probability of gepng n 1 X 1 , n 2 X 2, n 3 X 3 …n k X k - line Read off

  36. Multinomial distribution � A discrete random variable X is MulQnomial if N ! n 1 ! n 2 ! ...n k ! p n 1 1 p n 2 2 ...p n k P ( X 1 = n 1 , X 2 = n 2 , ..., X k = n k ) = k where N = n 1 + n 2 + ... + n k � The event of throwing k-sided die to see the probability of gepng n 1 X 1 , n 2 X 2, n 3 X 3 … 8! off - line 3!2!1!1!1! Read ILLINOIS? I L

  37. Multinomial distribution � Examples � If we roll a six-sided die N Qmes, how many of each value will we see? � What are the counts of N independent and idenQcal distributed trials? � This is very widely used in geneQcs off - line head

  38. Multinomial distribution: die example � What is the probability of seeing 1 one, 2 twos, 3 threes, 4 fours, 5 fives and 0 sixes in 15 rolls of a fair six- sided die? - line oft solve

  39. Discrete uniform distribution � A discrete random variable X is uniform if it xwr.si :÷ takes k different values and P ( X = x i ) = 1 Xk For all x i that X can take k ÷ � For example: � Rolling a fair k-sided die � Tossing a fair coin (k=2)

  40. Discrete uniform distribution � ExpectaQon of a discrete random variable X that takes k different values uniformly k E [ X ] = 1 � x i k i =1 � Variance of a uniformly distributed random variable X . k var [ X ] = 1 � ( x i − E [ X ]) 2 k i =1

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