Introduction to Statistics in R：02-Random Numbers and Probability

Random Numbers and Probability

What are the chances?

Measuring chance

What's the probability of an event?

Example: a coin flip

Assigning salespeople

Sampling from a data frame

sales_counts

sales_count %>%
    sample_n(1)

sales_count %>%
    sample_n(1)

Setting a random seed

set.seed(5)
sales_counts %>%
    sample_n(1)

set.seed(5)
sales_couonts %>%
    sample_n(1)

Sampling with replacement in R

sales_counts %>%
    sample_n(2, replace=TRUE)

sample(sales_team, 5, replace=TRUE)

Independent events

Two events are independent if the probability of the second event isn't affected by the outcome of the first event.

Sampling with replacement = each pick is independent

Dependent events

Two events are dependent if the probability of the sencond event is affected by the outcome of the first event.

Sampling without replacement = each pick is dependent

Discrete distributions

Rolling the dice

Choosing salespeople

Probability distribution

Describes the probability of each possible outcome in a scenario

Visualizing a probability distribution

Probability = area

Uneven die

Visualizing uneven probabilities

Adding areas

Discrete probability distributions

Discribe probabilities for discrete outcomes

Sampling from discrete distributions

die

mean(die$n)

rolls_10 <- die %>%
	sample_n(10, replace = TRUE)
rolls_10

Visualizing a sample

ggplot(rolls_10, aes(n)) +
	geom_histogram(bins = 6)

Sample distribution vs. theoretical distribution

A bigger sample

Law of large numbers

As the size of your sample increases, the sample mean will approach the expected value

Continuous distribution

Waiting for the bus

Continuous uniform distribution

Probability still = area

Uniform distribution in R

punif(7, min = 0, max = 12)
# 0.5833333

lower.tail

punif(7, min = 0, max = 12, lower.tail = FALSE)
# 0.4166667

punif(7, min = 0, max = 12) - punif(4, min = 0, max = 12)

Total area = 1

Other continuous distributions

Other special types of distributions

The binomial distribution

Coin fipping

Binary outcomes

A single flip

rbinom(# of trials, # of coins, # probability of heads/success)

1 = head, 0 = tails

rbinom(1, 1, 0.5)
# 1

rbinom(1, 1, 0.5)
# 0

One flip many times

rbinom(8, 1, 0.5)
# 1 0 0 1 0 0 1 0

Many flips one time

rbinom(1, 8, 0.5)
# 3

Many flips many times

rbinom(10, 3, 0.5)
# 2 0 1 0 1 1 3 3 3 1

Other probabilities

rbinom(10, 3, 0.25)
# 1 1 0 0 1 1 1 1 2 1

Binomial distribution

Probability distribution of the number of successes in a sequence of independent trials

E.g. Number of heads in a sequence of coin flips

Describe by n and p

• n: total number of trials

• p: probability of success

What's the probability of 7 heads?

P(heads = 7)

#dbinom(num heads, num trials, prob of heads)
dbinom(7, 10, 0.5)
# 0.1171875

What's the probability of 7 or fewer heads?

P(heads <= 7)

pbinom(7, 10, 0.5)
#0.9453125

What's the probability of more than 7 heads?

P(heads > 7)

pbinom(7, 10, 0.5, lower.tail = FALSE)
# 0.0546875

1 - pbinom(7, 10, 0.5)
# 0.0546875

Expected value

Expected value = n x p

Expected number of heads out of 10 flips = 10 x 0.5 = 5

Independence

The binomial distribution is a probability distribution of the number of successes in a sequence of independent trials

Probabilities of second trial are altered due to outcome of the first

If trials are not independent, the binomial distribution does not apply!