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Spatial Statistics (SGG 2413)

Probability Distribution

Assoc. Prof. Dr. Abdul Hamid b. Hj. Mar Iman

Former Director
Centre for Real Estate Studies
Faculty of Engineering and Geoinformation Science
Universiti Tekbnologi Malaysia
Skudai, Johor

SGG2413 - Theory of Probability 1


Learning Objectives

• Overall: To expose students to the concepts of


probability

• Specific: Students will be able to:


* define what are probability and random variables
* explain types of probability
* write the operational rules in probability
* understand and explain the concepts of
probability distribution

SGG2413 - Theory of Probability 2


Contents
• Basic probability theory
• Random variables
• Addition and multiplication rules of probability
• Discrete probability distribution: Binomial
probability distribution, Poisson probability
distribution
• Continuous probability distribution
• Normal distribution and standard normal
distribution
• Joint probability distribution
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Basic probability theory

• Probability theory examines the properties of


random variables, using the ideas of random
variables, probability & probability distributions.

• Statistical measurement theory (and practice)


uses probability theory to answer concrete
questions about accuracy limits, whether two
samples belong to the same population, etc.

•  probability theory is central to statistical


analyses

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Basic probability theory

• Vital for understanding and predicting spatial patterns,


spatial processes and relationships between spatial
patterns

• Essential in inferential statistics: tests of hypotheses are


based on probabilities

• Essential in the deterministic and probabilistic processes


in geography: describe real world processes that produce
physical or cultural patterns on our landscape

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Basic probability theory (cont.)
• Deterministic process – an outcome that can be
predicted almost with 100% certainty.
• E.g. some physical processes: speed of comet fall,
travel time of a tornado, shuttle speed
• Probabilistic process – an outcome that cannot be
predicted with a 100% certainty
• Most geographic situations fall into this category
due to their complex nature
• E.g. floods, draught, tsunami, hurricane
• Both categories of process is based on random
variable concept
SGG2413 - Theory of Probability 6
Basic probability theory (cont.)
• Random probabilistic process – all outcomes of a process
have equal chance of occurring. E.g.
* Drawing a card from a deck, rolling a die, tossing
a coin
…maximum uncertainty

• Stochastic processes – the likelihood of a particular


outcome can be estimated. From totally random to totally
deterministic. E.g.
* Probability of floods hitting Johor: December vs. January
…probability is estimated based on knowledge which will
affect the outcome

SGG2413 - Theory of Probability 7


Random Variables
• Definition:
– A function of changeable and
measurable characteristic, X,
which assigns a real number S
X(ζ) to each outcome ζ in the ζ
sample space of a random X(ζ) = x
experiment
• Types of random variables: x
– Continuous. E.g. income, age,
Sx
speed, distance, etc.
– Discrete. E.g. race, sex,
religion, etc.

SGG2413 - Theory of Probability 8


Basic concepts of random variables

• Sample Point
– The outcome of a random experiment
• Sample Space, S
– The set of all possible outcomes
– Discrete or continuous
• Events
– A set of outcomes, thus a subset of S
– Certain, Impossible and Elementary

SGG2413 - Theory of Probability 9


Basic concepts of random variables (cont.)
• E.g. rolling a dice…
Space…S = {1, 2, 3, 4, 5, 6}
Event…Odd numbers: A = {1, 3, 5}
…Even numbers: B = {2,4,6}
Sample point…1, 2,..
• Let S be a sample space of an experiment with a
finite or countable number of outcomes.
• We assign p(s) to each outcome s.
• We require that two conditions be met:
0  p  1 for each s S.
sS p(s) = 1
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Basic concepts of random variables (cont.)
E.g. rolling a dice…
Outcome, x Prob. x Cumulative prob. X

1 1/6 1/6 = 0.166

2 1/6 2/6 = 0.333

3 1/6 3/6 = 0.500

4 1/6 4/6 = 0.666

5 1/6 5/6 = 0.833

6 1/6 6/6 = 1.000

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Types of Random Variables
• Continuous • Discrete
– Probability Density – Probability Mass
Function Function

Marginal change: No marginal change:

dFX  x  PX  xk   P  X  xk 
fX  x 
dx

Bounded area: No bounded area:


x
FX  x    f X  t  dt FX  x    PX  xk  u  x  xk 
 k

SGG2413 - Theory of Probability 12


Types of Random Variables - continuous
fX(x)

fX(x)

dx x

P  x  X  x  dx  f X  x  dx

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Probability: Law of Addition
 If A and B are not mutually exclusive events:
P(A or B) = P(A) + P(B) – P(A and B)
E.g. What is the probability of types of coleoptera
found on plant A or plant B?

Plant A Plant B P(A or B) = P(A) + P(B) – P(A and B)


= 5/10 + 3/10 – 2/10
5 2 3 = 6/10
= 0.6
Types of plant coleoptera

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Probability: Law of Addition (cont.)
 If A and B are mutually exclusive events:
P(A or B) = P(A) + P(B)
 E.g. What is the probability of types of coleoptera
found on plant A or plant B?

Plant A Plant B P(A or B) = P(A) + P(B)


= 5/10 + 3/10
5 3 = 8/10

2
= 0.8

Types of plant coleoptera


SGG2413 - Theory of Probability 15
Probability: Law of Multiplication
 If A and B are statistically dependent, the probability that A
and B occur together:

P(A and B) = P(A) P(B|A)

where P(B|A) is the probability of B conditioned on A.

 If A and B are statistically independent:

P(B|A) = P(B) and then

P(A and B) = P(A) P(B)

SGG2413 - Theory of Probability 16


P(A|B)

Plant A Plant B
Plant A Plant B

5 3
5 2 3

Types of plant coleoptera Types of plant coleoptera

A & B Statistically dependent: A & B Statistically independent:

P(A and B) = P(A) P(B|A) P(A and B) = P(A) P(B)


= (5/10)(2/10) = (5/10)(3/10)
= 0.5 x 0.2 = 0.5 x 0.3
= 0.1 = 0.15
SGG2413 - Theory of Probability 17
Discrete probability distribution
• Let’s define x = no. of bedroom of sampled houses
• Let’s x = {2, 3, 4, 5}
• Also, let’s probability of each outcome be:
X nx P(x) 0.45
0.40
2 20 0.2 0.35

Probability, p(x)
0.30
3 40 0.4 0.25
0.20

4 30 0.3 0.15
0.10
0.05
5 10 0.1 0.00
2 3 4 5
Total 100 1.0 No. of bedroom, x

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Expected Value and Variance
• The expected value • The variance of X is
or mean of X is Var  X    2  E  X  E  X  
2

 

E  X    tf X  t  dt continuous
• The standard


E  X    xk PX  xk  discrete
deviation of X is
k
Std  X     Var  X 

• Properties • Properties
E c   c Var c  0

E cX   cE  X  Var cX   c2Var  X 

E  X  c  E  X   c Var  X  c  Var  X 

SGG2413 - Theory of Probability 19


More on Mean and Variance
• Markov’s Inequality
• Physical Meaning
EX 
– If pmf is a set of point P  X  a 
a
masses, then the expected
value μ is the center of • Chebyshev’s Inequality
mass, and the standard
deviation σ is a measure of 2
P  X    a   2
how far values of x are a
likely to depart from μ P  X    k   2
1
k
• Both provide crude upper
bounds for certain r.v.’s but
might be useful when little
is known for the r.v.

SGG2413 - Theory of Probability 20


Discrete probability distribution – Maduria magniplaga
Tree No. of fruit No. of Prob. of fruit Expected no.
landings fruits with landings fruits with
borers borers
(Xi) attack (fXi –mean)2
(fXi) (pXi = fXi/Xi) (fXi x pXi) (fXi –mean)2 x pXi
1 20 8 0.13 1.05 1.42 0.18
2 10 6 0.07 0.39 0.66 0.04
3 15 4 0.10 0.39 7.90 0.77
4 14 6 0.09 0.55 0.66 0.06
5 24 8 0.16 1.25 1.42 0.22
6 20 12 0.13 1.57 26.93 3.52
7 18 9 0.12 1.06 4.79 0.56
8 10 4 0.07 0.26 7.90 0.52
9 14 2 0.09 0.18 23.14 2.12
10 8 2 0.05 0.10 23.14 1.21
Sum 153 61 1.00
Mean 6.81
Variance 9.21
Std. dev.
3.04
SGG2413 - Theory of Probability 21
Discrete probability distribution – Maduria magniplaga

• Expected no. of fruits with borers:

E(Xi) = X.px
= (fXi.Xi/Xi)
= 6.81
≈7
• Variance of fruit borers’ attack: ● Standard deviation
of fruit borers’ attack:
2 = E[(X-E(X))2]
= (fni – mean)2 x pXi  = 9.21
= 9.21 = 3.04

SGG2413 - Theory of Probability 22


Discrete probability distribution: Binomial

• Outcomes come from fixed n random


occurrences, X
• Occurrences are independent of each other
• Has only two outcomes, e.g. ‘success’ or
• ‘failure’
• The probability of "success" p is the same for
each occurrence
• X has a binomial distribution with parameters
n and p, abbreviated X ~ B(n, p).
SGG2413 - Theory of Probability 23
Discrete probability distribution: Binomial (cont.)
The probability that a random variable X ~ B(n, p) is
equal to the value k, where k = 0, 1,…, n is given by

where

Mean and variance:

SGG2413 - Theory of Probability 24


Discrete probability distribution: Binomial (cont.)

• E.g. The Road Safety Department


discovered that the number of potential
accidents at a road stretch was 18, of which
4 are fatal accidents. Calculate the mean
and variance of the non-fatal accidents.

•  = np = 18 x 0.78 = 14
• 2 = np(1-p) = 14 x (1-0.78) = 3.08
SGG2413 - Theory of Probability 25
Cumulative Distribution Function
• Defined as the probability of the event {X≤x}

• Properties Fx(x)

1
FX  x   P  X  x

x
0  FX  x   1 Fx(x)
lim FX  x   1 1
x
¾
lim FX  x   0
x
½
if a  b then FX  a   FX  a  ¼

P  a  X  b  FX  b   FX  a  0 1 2 3 x

P  X  x  1  FX  x 
SGG2413 - Theory of Probability 26
Probability Density Function
dF  x 
• The pdf is computed from f X  x   X
dx
• Properties
P  a  X  b   f X  x  dx
b

a
fX(x)
x
FX  x    f X  t  dt


1  f X  t  dt fX(x)


dx x
• For discrete r.v
f X  x    PX  xk   x  xk  P  x  X  x  dx  f X  x  dx
k
SGG2413 - Theory of Probability 27
Conditional Distribution
• The conditional • The distribution function
distribution function of X can be written as a
given the event B weighted sum of
P  X  x  B conditional distribution
FX  x | B  
P  B functions n
FX  x | B    FX  x | Ai  P  Ai 
• The conditional dFX  x |pdf
B  is i 1

fX  x | B 
dx
where Ai mutally
exclusive and
exhaustive events

SGG2413 - Theory of Probability 28


Joint Distributions

• Joint Probability Mass • Joint CMF of X, Y


Function of X, Y FXY  x1 , y1   P  X  x1 , Y  y1 
p XY  x j , yk   P  X  x j   Y  y j  • Marginal CMFs
 P  X  x j , Y  yk  FX  x   FXY  x,   P  X  x

FY  y   FXY  , y   P Y  y 
• Probability of event A
PXY  X , Y   A   pXY  x j , yk 
jA kA

• Marginal PMFs (events


involving each rv in
isolation)

p XY  x j   P  X  x j    p XY  x j , yk 
k 1

SGG2413 - Theory of Probability 29


Conditional Probability and
Expectation
• The conditional CDF of Y • The conditional expectation
given the event {X=x} is of Y given X=x is
f XY  x, y ' dy '
y

FY  y | x   
E Y | x   yfY  y | x  dy
fX  x 

• The conditional PDF of Y


given the event {X=x} is
f XY  x, y 
fY  Y | x  
fX  x

f X  x | y  fY  y 
fY  y | x  
fX  x

SGG2413 - Theory of Probability 30


Independence of two Random
Variables
• X and Y are independent if • Conditional Probability of
{X ≤ x} and {Y ≤ y} are independent R.V.s
independent for every f XY  x, y   f X  x  fY  y 
combination of x, y
FXY  x, y   FX  x  FY  y  fY  y | x   fY  y 

f XY  x, y   f X  x  fY  y  f X  x | y  f X  x

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Thank you

SGG2413 - Theory of Probability 32

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