Introduction to Statistics in R: 03-More Distributions and the Central Limit Theorem

More Distributions and the Central Limit Theorem

The normal distribution

What is the normal distribution? 正态分布

Symmetrical 对称的

Area = 1

Curve never hits 0

Described by mean and standard deviation

• Mean: 20

• Standard deviation: 3

• Standard normal distribution

• Mean: 0

• Standard deviation: 1

Areas under the normal distribution

68% falls within 1 standard deviation

95% falls within 2 standard deviations

99.7% falls within 3 standard deviations

Lots of histograms look normal

Normal distribution

Women's heights from NHANES

Mean: 161cm Standard deviation: 7cm

Approximating data with the normal distribution

What percent of women are shorter than 154 cm?

pnorm(154, mean = 161, sd = 7)  #0.159

16% of women in the survey are shorter than 154 cm

What percent of women are taller than 154 cm?

pnorm(154, mean = 161, sd = 7, lower.tail = FALSE) # 0.8413447

What percent of women are 154-157cm?

pnorm(157, mean = 161, sd = 7) - pnorm(154, mean = 161, sd = 7) # 0.1252

What height are 90% of women shorter than?

qnorm(0.9, mean = 161, sd = 7) # 169.9709

What height are 90% of women taller than?

qnorm(0.9, mean = 161, sd = 7, lower.tail = FALSE) # 152.03

Generating random numbers

# Generate 10 random heights
rnorm(10, mean = 161, sd = 7)

The central limit theorem 中心极限定理

Rolling the dice 5 times

die <- c(1, 2, 3, 4, 5, 6)
# Roll 5 times
smple_of_5 <- sample(die, 5, replace=TRUE)
sample_of_5
# 1 3 4 1 1 

mean(sample_of_5)
# 2.0

# Roll 5 times and take mean
sample(die, 5, replace=TRUE) %>% mean()
# 4.4

sample(die, 5, replace=TRUE) %>% mean()
# 3.8

Rolling the dice 5 times 10 times

Repeat 10 times:

• Roll 5 times

• Take the mean

sample_means <- replicate(10, sample(die, replace=TRUE) %>% mean())
sample_means
# 3.8, 4.0, 3.8, 3.6, 3.2, 4.8, 2.6, 3.0, 2.6, 2.0

Sampling distributions

Sampling distribution of the sample mean

100 sample means

replicate(100, sample(die, 5, replace=TRUE) %>% mean())
# 2.8 3.2 1.8 4.6 4.0 2.8 4.4 2.4 3.4 2.8 4.2 3.4...

1000 sample means

sample_means <- replicate(1000, sample(die, 5, replace=TRUE) %>% mean())

Central limit theorem

The sampling distribution of a statistic becomes closer to the normal distribution as the number of trials increases.

• Samples should be random and independent

Standard deviation and the CLT

replicate(1000, sample(die, 5, replace=TRUE)%>%sd())

Proportions and the CLT

sales_team <- c("Amir", "Brian", "Claire", "Damian")
sample(sales_team, 10, replace=TRUE)

Sampling distribution of proportion

Mean of sampling distribution

# Estimate expected value of die
mean(sample_mean)
# 3.48

# Estimate proportion of "Claire"s
mean(sample_props)
# 0.26

• Estimate characteristics of unknown underlying distribution

• More easily estimate characteristics of large populations

The Poisson distribution 泊松分布

Poisson processes

• Events appear to happen at a certain rate, but completely at random

• Examples

  • Number of animals adopted from an animal shelter per week

  • Number of people arriving at a restaurant per hour

  • Number of earthquakes in California per year

Poisson distribution

• Probability of some # of events occuring over a fixed period of time

• Examples

  • Probability of >= 5 animals adopted from an animal shelter per week

  • Probability of 12 people arriving at a restaurant per hour

  • Probability of < 20 earthquakes in California per year

Lambda(λ)

• λ = avarage number of events per time interval

  • Average number of adoptions per week = 8

Lambda is the distribution's peak

Probability of a single value

If the average number of adoptions per week is 8, what is P(# adoptions in a week = 5)?

dpois(5, lambda = 8)
# 0.09160366

Probability of less than or equal to

If the average number of adoptions per week is 8, what is P(# adoptions in a week <= 5)?

ppois(5, lambda = 8)
# 0.1912361

Probability of greater than

ppois(5, lambda = 8, lower.tail = FALSE)
# 0.8087639

If the average number of adoptions per week is 10, what is P(# adoptions in a week > 5)?

ppois(5, lambda = 10, lower.tail = FALSE)
# 0.932914

Sampling from a Poisson distribution

rpois(10, lambda = 8)
# 13 6 11 7 10 8 7 3 7 6

The CLT still applies!

More probability distributions

Exponential distribution

• Probability of time between Poisson events

• Examples

  • Probability of > 1 day between adoptions

  • Probability of < 10 minutes between restaurant arrivals

  • Probability of 6-8 months between earthquakes

• Also uses lambda(rate)

• Continuous(time)

Customer service requests

• On average, one customer service ticket is created every 2 minutes

  • λ = 0.5 customer service tickets created each minute

Lambda in exponential distribution

How long until a new request is created?

P(wait < 1 min) =

pexp(1, rate = 0.5)
# 0.3934693

P(wait > 4 min) =

pexp(4, rate = 0.5, lower.tail = FALSE)
# 0.1353353

P(1 min < wait < 4 min) =

pexp(4, rate = 0.5) - pexp(1, rate = 0.5)
# 0.4711954

Expected value of exponential distribution

In terms of rate(Poisson):

• λ = 0.5 requests per minute

Interms of time(exponential):

• 1/λ = 1 request per 2 minutes

(Student's)t-distribution

• Similar shape as the normal distribution

Degrees of freedom

• Has parameter degrees of freedom(df) which affects the thickness of the tails

  • Lower df = thicker tails, higher standard deviation

  • Higher df = closer to normal distribution

Log-normal distribution

• Variable whose logarithm is normally distributed

• Examples:

  • Length of chess games

  • Adult blood pressure

  • Number of hospitalizations in the 2003 SARS outbreak