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b:head_first_statistics:geometric_binomial_and_poisson_distributions [2025/10/06 20:58] – [Another way to see E(X) and Var(X)] hkimscilb:head_first_statistics:geometric_binomial_and_poisson_distributions [2025/10/13 08:59] (current) – [Binomial Distributions] hkimscil
Line 73: Line 73:
 ## rather than p * q^(r-1) ## rather than p * q^(r-1)
 dgeom(x = 0:n, prob = p) dgeom(x = 0:n, prob = p)
-hist(dgeom(x = 0:n, prob = p))+hist(dgeom(x = 0:n, prob = p)) 
 +barplot(dgeom(x=0:n, p))
 </code> </code>
  
Line 87: Line 88:
 [29] 0.0003868563 0.0003094850  [29] 0.0003868563 0.0003094850 
  
-> hist(dgeom(x = 0:n, prob = p))+hist(dgeom(x = 0:n, prob = p)) 
 +> barplot(dgeom(x=0:n, p))
 </code> </code>
  
-{{:b:head_first_statistics:pasted:20191030-023820.png}} +<code> {{:b:head_first_statistics:pasted:20191030-023820.png}} </code> 
 +{{:b:head_first_statistics:pasted:20251013-080224.png}}
 r번 시도한 이후, 그 이후 어디서든지 간에 성공을 얻을 확률 r번 시도한 이후, 그 이후 어디서든지 간에 성공을 얻을 확률
 $$ P(X > r) = q^{r} $$ $$ P(X > r) = q^{r} $$
Line 737: Line 739:
 $Var(X) = \displaystyle \frac{q}{p^{2}}$ $Var(X) = \displaystyle \frac{q}{p^{2}}$
  
 +<code> 
 +> p <- .4 
 +> q <- 1-p 
 +>  
 +> p*q^(2-1) 
 +[1] 0.24 
 +> dgeom(1, p) 
 +[1] 0.24 
 +
 +> 1-q^4 
 +[1] 0.8704 
 +> dgeom(0:3, p) 
 +[1] 0.4000 0.2400 0.1440 0.0864 
 +> sum(dgeom(0:3, p)) 
 +[1] 0.8704 
 +> pgeom(3, p) 
 +[1] 0.8704 
 +
 +> q^4 
 +[1] 0.1296 
 +> 1-sum(dgeom(0:3, p)) 
 +[1] 0.1296 
 +> 1-pgeom(3, p) 
 +[1] 0.1296 
 +> pgeom(3, p, lower.tail = F) 
 +[1] 0.1296 
 +>  
 +> 1/p 
 +[1] 2.5 
 +
 +> q/p^2 
 +[1] 3.75 
 +>  
 +</code>
  
  
Line 787: Line 822:
 \begin{eqnarray*}  \begin{eqnarray*} 
 P(X = r) & = & _{n}C_{r} \cdot p^{r} \cdot q^{n-r} \;\;\; \text{Where,} \\ P(X = r) & = & _{n}C_{r} \cdot p^{r} \cdot q^{n-r} \;\;\; \text{Where,} \\
-_{n}C_{r} & = & \frac {n!}{r!(n-r)!}+\displaystyle _{n}C_{r} & = & \displaystyle \dfrac {n!}{r!(n-r)!} \\ 
 +\text{c.f.,  } \\ 
 +\displaystyle _{n} P_{r} & = & \displaystyle \dfrac {n!} {(n-r)!} \\
 \end{eqnarray*}  \end{eqnarray*} 
 +
 +see [[:b:head_first_statistics:permutation_and_combination#what_if_horse_order_doesn_t_matter|Permutation chapter]]
 +
  
 p = 각 시행에서 성공할 확률 p = 각 시행에서 성공할 확률
Line 877: Line 917:
 c <- choose(n,r)  c <- choose(n,r) 
 ans1 <- c*(p^r)*(q^(n-r)) ans1 <- c*(p^r)*(q^(n-r))
-ans1+ans1    # or 
 + 
 +choose(n, r)*(p^r)*(q^(n-r)) 
 + 
 +dbinom(r, n, p) 
 </code> </code>
 +
 <code> <code>
 > p <- .25 > p <- .25
Line 888: Line 934:
 > ans <- c*(p^r)*(q^(n-r)) > ans <- c*(p^r)*(q^(n-r))
 > ans > ans
 +[1] 0.2636719
 +>
 +> choose(n, r)*(p^r)*(q^(n-r))
 +[1] 0.2636719
 +>
 +> dbinom(r, n, p)
 [1] 0.2636719 [1] 0.2636719
  
  
 </code> </code>
 +
 +
 +
 +
 +
  
 Ans 2.  Ans 2. 
Line 903: Line 960:
 ans2 <- c*(p^r)*(q^(n-r)) ans2 <- c*(p^r)*(q^(n-r))
 ans2 ans2
 +
 +choose(n, r)*(p^r)*(q^(n-r))
 +
 +dbinom(r, n, p)
 +
 </code> </code>
 <code> <code>
Line 914: Line 976:
 > ans2 > ans2
 [1] 0.08789062 [1] 0.08789062
 +
 +> choose(n,r)*(p^r)*(q^(n-r))
 +[1] 0.08789062
 +
 +> dbinom(r, n, p)
 +[1] 0.08789063
 +
  
 </code> </code>
  
-Ans 3. +Ans 3. 중요 
 <code> <code>
-ans1 + ans2 +ans1 + ans2 
 +dbinom(2, 5, .25) + dbinom(3, 5, .25)  
 +dbinom(2:3, 5, .25) 
 +sum(dbinom(2:3, 5, .25)) 
 +pbinom(3, 5, .25) - pbinom(1, 5, .25)
 </code> </code>
  
-<code>> ans1 + ans2 +<code> 
 +> ans1 + ans2
 [1] 0.3515625 [1] 0.3515625
 +> dbinom(2, 5, .25) + dbinom(3, 5, .25) 
 +[1] 0.3515625
 +> dbinom(2:3, 5, .25)
 +[1] 0.26367187 0.08789063
 +> sum(dbinom(2:3, 5, .25))
 +[1] 0.3515625
 +> pbinom(3, 5, .25) - pbinom(1, 5, .25)
 +[1] 0.3515625
 +
 </code> </code>
  
Line 979: Line 1062:
 > </code> > </code>
  
 +Q. 한 문제를 맞힐 확률은 1/4 이다. 총 여섯 문제가 있다고 할 때, 0에서 5 문제를 맞힐 확률은? dbinom을 이용해서 구하시오.
 +<code>
 +p <- 1/4
 +q <- 1-p
 +n <- 6
 +pbinom(5, n, p)
  
 +1 - dbinom(6, n, p)
 +</code> 
 +<code>
 +> p <- 1/4
 +> q <- 1-p
 +> n <- 6
 +> pbinom(5, n, p)
 +[1] 0.9997559
 +> 1 - dbinom(6, n, p)
 +[1] 0.9997559
  
 +</code>
  
-===== From a scratch (Proof of Binomial Expected Value=====+중요 . . . .  
 +<code> 
 +# http://commres.net/wiki/mean_and_variance_of_binomial_distribution 
 +# ################################################################## 
 +
 +p <- 1/4 
 +q <- 1 - p 
 +n <- 5 
 +r <- 0 
 +all.dens <- dbinom(0:n, n, p) 
 +all.dens 
 +sum(all.dens) 
 + 
 +choose(5,0)*p^0*(q^(5-0)) 
 +choose(5,1)*p^1*(q^(5-1)) 
 +choose(5,2)*p^2*(q^(5-2)) 
 +choose(5,3)*p^3*(q^(5-3)) 
 +choose(5,4)*p^4*(q^(5-4)) 
 +choose(5,5)*p^5*(q^(5-5)) 
 +all.dens 
 + 
 +choose(5,0)*p^0*(q^(5-0)) +  
 +  choose(5,1)*p^1*(q^(5-1)) +  
 +  choose(5,2)*p^2*(q^(5-2)) +  
 +  choose(5,3)*p^3*(q^(5-3)) +  
 +  choose(5,4)*p^4*(q^(5-4)) +  
 +  choose(5,5)*p^5*(q^(5-5)) 
 +sum(all.dens) 
 +#  
 +(p+q)^n 
 +# note that n = whatever, (p+q)^n = 1 
 + 
 +</code> 
 + 
 +<code> 
 +> # http://commres.net/wiki/mean_and_variance_of_binomial_distribution 
 +> # ################################################################## 
 +> # 
 +> p <- 1/4 
 +> q <- 1 - p 
 +> n <- 5 
 +> r <- 0 
 +> all.dens <- dbinom(0:n, n, p) 
 +> all.dens 
 +[1] 0.2373046875 0.3955078125 0.2636718750 0.0878906250 
 +[5] 0.0146484375 0.0009765625 
 +> sum(all.dens) 
 +[1] 1 
 +>  
 +> choose(5,0)*p^0*(q^(5-0)) 
 +[1] 0.2373047 
 +> choose(5,1)*p^1*(q^(5-1)) 
 +[1] 0.3955078 
 +> choose(5,2)*p^2*(q^(5-2)) 
 +[1] 0.2636719 
 +> choose(5,3)*p^3*(q^(5-3)) 
 +[1] 0.08789062 
 +> choose(5,4)*p^4*(q^(5-4)) 
 +[1] 0.01464844 
 +> choose(5,5)*p^5*(q^(5-5)) 
 +[1] 0.0009765625 
 +> all.dens 
 +[1] 0.2373046875 0.3955078125 0.2636718750 0.0878906250 
 +[5] 0.0146484375 0.0009765625 
 +>  
 +> choose(5,0)*p^0*(q^(5-0)) +  
 ++   choose(5,1)*p^1*(q^(5-1)) +  
 ++   choose(5,2)*p^2*(q^(5-2)) +  
 ++   choose(5,3)*p^3*(q^(5-3)) +  
 ++   choose(5,4)*p^4*(q^(5-4)) +  
 ++   choose(5,5)*p^5*(q^(5-5)) 
 +[1] 1 
 +> sum(all.dens) 
 +[1] 1 
 +> #  
 +> (p+q)^n 
 +[1] 1 
 +> # note that n = whatever, (p+q)^n = 1 
 +>  
 +</code> 
 +===== Proof of Binomial Expected Value and Variance =====
 [[:Mean and Variance of Binomial Distribution|이항분포에서의 기댓값과 분산에 대한 수학적 증명]], Mathematical proof of Binomial Distribution Expected value and Variance [[:Mean and Variance of Binomial Distribution|이항분포에서의 기댓값과 분산에 대한 수학적 증명]], Mathematical proof of Binomial Distribution Expected value and Variance
 ====== Poisson Distribution ====== ====== Poisson Distribution ======
b/head_first_statistics/geometric_binomial_and_poisson_distributions.1759751894.txt.gz · Last modified: by hkimscil

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