| Class Example 18: |
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| Probability
Histograms for the Binomial(n,p) distribution |
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| 1.
Different choices of p: |
p: |
0.05 |
0.1 |
0.2 |
0.5 |
0.8 |
0.9 |
0.95 |
0.99 |
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x |
P{X = x} |
P{X = x} |
P{X = x} |
P{X = x} |
P{X = x} |
P{X = x} |
P{X = x} |
P{X = x} |
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0 |
0.358485922 |
0.121576655 |
0.011529 |
9.54E-07 |
1.05E-14 |
1E-20 |
9.54E-27 |
1E-40 |
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| Note: careful choice of $ signs |
1 |
0.377353603 |
0.270170344 |
0.057646 |
1.91E-05 |
8.39E-13 |
1.8E-18 |
3.62E-24 |
1.98E-37 |
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| means that a single formula |
2 |
0.188676801 |
0.285179807 |
0.136909 |
0.000181 |
3.19E-11 |
1.539E-16 |
6.54E-22 |
1.86E-34 |
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| can be "dragged" in both
directions |
3 |
0.059582148 |
0.190119871 |
0.205364 |
0.001087 |
7.65E-10 |
8.3106E-15 |
7.46E-20 |
1.11E-31 |
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4 |
0.013327586 |
0.089778828 |
0.218199 |
0.004621 |
1.3E-08 |
3.1788E-13 |
6.02E-18 |
4.65E-29 |
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5 |
0.002244646 |
0.031921361 |
0.17456 |
0.014786 |
1.66E-07 |
9.15496E-12 |
3.66E-16 |
1.47E-26 |
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6 |
0.000295348 |
0.008867045 |
0.1091 |
0.036964 |
1.66E-06 |
2.05987E-10 |
1.74E-14 |
3.65E-24 |
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7 |
3.10893E-05 |
0.001970454 |
0.05455 |
0.073929 |
1.33E-05 |
3.70776E-09 |
6.61E-13 |
7.23E-22 |
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8 |
2.65895E-06 |
0.000355776 |
0.022161 |
0.120134 |
8.66E-05 |
5.4226E-08 |
2.04E-11 |
1.16E-19 |
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9 |
1.86593E-07 |
5.27076E-05 |
0.007387 |
0.160179 |
0.000462 |
6.50711E-07 |
5.17E-10 |
1.53E-17 |
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10 |
1.08028E-08 |
6.44204E-06 |
0.002031 |
0.176197 |
0.002031 |
6.44204E-06 |
1.08E-08 |
1.67E-15 |
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11 |
5.16878E-10 |
6.50711E-07 |
0.000462 |
0.160179 |
0.007387 |
5.27076E-05 |
1.87E-07 |
1.5E-13 |
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12 |
2.04031E-11 |
5.4226E-08 |
8.66E-05 |
0.120134 |
0.022161 |
0.000355776 |
2.66E-06 |
1.12E-11 |
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13 |
6.60829E-13 |
3.70776E-09 |
1.33E-05 |
0.073929 |
0.05455 |
0.001970454 |
3.11E-05 |
6.8E-10 |
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14 |
1.73902E-14 |
2.05987E-10 |
1.66E-06 |
0.036964 |
0.1091 |
0.008867045 |
0.000295 |
3.37E-08 |
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15 |
3.6611E-16 |
9.15496E-12 |
1.66E-07 |
0.014786 |
0.17456 |
0.031921361 |
0.002245 |
1.33E-06 |
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16 |
6.02155E-18 |
3.1788E-13 |
1.3E-08 |
0.004621 |
0.218199 |
0.089778828 |
0.013328 |
4.13E-05 |
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17 |
7.45703E-20 |
8.3106E-15 |
7.65E-10 |
0.001087 |
0.205364 |
0.190119871 |
0.059582 |
0.000961 |
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18 |
6.54125E-22 |
1.539E-16 |
3.19E-11 |
0.000181 |
0.136909 |
0.285179807 |
0.188677 |
0.015856 |
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19 |
3.62396E-24 |
1.8E-18 |
8.39E-13 |
1.91E-05 |
0.057646 |
0.270170344 |
0.377354 |
0.165234 |
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20 |
9.53674E-27 |
1E-20 |
1.05E-14 |
9.54E-07 |
0.011529 |
0.121576655 |
0.358486 |
0.817907 |
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| Small p: |
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| larger p means more Heads |
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| p = 0.05, "expect 1 Head in
20", so 0 |
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| and 1 are most likely, bigger
numbers |
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| very unlikely. |
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| p = 0.1, "expect 1 Head in 10", so 2 is |
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| most likely, near 2 happens a lot. |
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| p = 0.2, "expect 1 Head in 5", so 4 is |
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| most likely |
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| p = 0.5, "expect 1/2 will be
Heads", so |
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| 10 is most likely, "shape"
looks familiar? |
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| Large p: |
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| Symmetric with small p, not surprising |
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| since #S's ~ Bi(n,p), |
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| while #F's ~ BI(n,1-p) |
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| Thus lessons similar to above |
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| "at this end". |
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| Extremely large p: |
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| p = 0.99: "expect 99 out of 100 Heads" |
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| so see X = 20 "almost all the
time" |
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| Clearly not a normal distribution here |
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| "less variability" for more
extreme p |
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| 2. Different choices of n: |
p = 0.3 |
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n |
3 |
10 |
30 |
100 |
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100, N.A. |
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x |
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0 |
0.343 |
0.028247525 |
2.25E-05 |
3.23E-16 |
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4.30021E-11 |
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1 |
0.441 |
0.121060821 |
0.00029 |
1.39E-14 |
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1.75215E-10 |
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2 |
0.189 |
0.233474441 |
0.001801 |
2.94E-13 |
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6.80722E-10 |
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3 |
0.027 |
0.266827932 |
0.007203 |
4.12E-12 |
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2.52167E-09 |
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4 |
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0.200120949 |
0.020838 |
4.28E-11 |
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8.90692E-09 |
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5 |
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0.102919345 |
0.04644 |
3.52E-10 |
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2.99975E-08 |
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6 |
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0.036756909 |
0.082928 |
2.39E-09 |
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9.63301E-08 |
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7 |
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0.009001692 |
0.121854 |
1.37E-08 |
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2.94957E-07 |
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8 |
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0.001446701 |
0.150141 |
6.85E-08 |
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8.6114E-07 |
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9 |
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0.000137781 |
0.157291 |
3E-07 |
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2.39722E-06 |
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10 |
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5.9049E-06 |
0.141562 |
1.17E-06 |
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6.36301E-06 |
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11 |
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0.110308 |
4.1E-06 |
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1.61041E-05 |
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12 |
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0.074852 |
1.3E-05 |
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3.88623E-05 |
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13 |
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0.044418 |
3.78E-05 |
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8.94213E-05 |
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14 |
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0.023115 |
0.000101 |
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0.000196188 |
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15 |
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0.010567 |
0.000248 |
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0.000410415 |
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16 |
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0.004246 |
0.000564 |
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0.00081864 |
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17 |
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0.001498 |
0.001194 |
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0.001556977 |
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18 |
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0.000464 |
0.00236 |
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0.002823519 |
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19 |
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0.000126 |
0.004365 |
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0.004882235 |
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20 |
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2.96E-05 |
0.007576 |
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0.008049445 |
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21 |
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6.04E-06 |
0.012368 |
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0.012654136 |
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22 |
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1.06E-06 |
0.019034 |
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0.018967861 |
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23 |
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1.58E-07 |
0.027665 |
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0.027109626 |
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24 |
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1.97E-08 |
0.038039 |
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0.036944348 |
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25 |
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2.03E-09 |
0.04956 |
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0.048005589 |
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26 |
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1.67E-10 |
0.061269 |
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0.059477801 |
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27 |
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1.06E-11 |
0.071967 |
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0.070264719 |
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28 |
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4.88E-13 |
0.080412 |
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0.079147835 |
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29 |
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1.44E-14 |
0.085562 |
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0.085008054 |
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30 |
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2.06E-16 |
0.086784 |
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0.087056343 |
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31 |
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0.083984 |
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0.085008054 |
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32 |
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0.077611 |
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0.079147835 |
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33 |
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0.068539 |
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0.070264719 |
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34 |
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0.057884 |
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0.059477801 |
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35 |
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0.04678 |
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0.048005589 |
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36 |
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0.036199 |
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0.036944348 |
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37 |
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0.026834 |
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0.027109626 |
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| Don't need to see part for x = 41,…100, |
38 |
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0.019067 |
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0.018967861 |
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| since all prob's really small |
39 |
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0.01299 |
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0.012654136 |
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40 |
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0.00849 |
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0.008049445 |
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| Increasing n: |
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| more trials means more Heads |
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| more trials means "more
variability" |
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| shape "more normal" for larger
n? |
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| Which normals approximate? |
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| i.e. what is mu? sigma? |
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| mu increases with n? |
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| sigma increases with n? |
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| 3.
Normal Approximation: |
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| a.
n = 100, p = 0.3 |
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| Looks very close |
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| np >= 10? |
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| 30 |
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| n(1-p) >= 10? |
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| 70 |
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p |
0.5 |
0.05 |
0.95 |
0.2 |
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| b.
n = 20, p = 0.5 |
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0 |
8.09991E-06 |
0.241808866 |
1.25E-83 |
0.018306 |
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| c.
n = 20, p = 0.05 |
1 |
5.41551E-05 |
0.409306143 |
3.58E-75 |
0.054652 |
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2 |
0.000296442 |
0.241808866 |
3.58E-67 |
0.119372 |
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| d.
n = 20, p = 0.95 |
3 |
0.001328563 |
0.04985906 |
1.25E-59 |
0.190755 |
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4 |
0.004874891 |
0.003588095 |
1.52E-52 |
0.223016 |
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| e.
n = 20, p = 0.2 |
5 |
0.014644983 |
9.01222E-05 |
6.47E-46 |
0.190755 |
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6 |
0.036020845 |
7.90037E-07 |
9.61E-40 |
0.119372 |
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7 |
0.072537073 |
2.41719E-09 |
4.98E-34 |
0.054652 |
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8 |
0.119593416 |
2.5812E-12 |
9E-29 |
0.018306 |
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9 |
0.161434226 |
9.62014E-16 |
5.68E-24 |
0.004486 |
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10 |
0.178412412 |
1.25138E-19 |
1.25E-19 |
0.000804 |
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11 |
0.161434226 |
5.68125E-24 |
9.62E-16 |
0.000106 |
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12 |
0.119593416 |
9.00217E-29 |
2.58E-12 |
1.01E-05 |
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13 |
0.072537073 |
4.97849E-34 |
2.42E-09 |
7.11E-07 |
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14 |
0.036020845 |
9.60942E-40 |
7.9E-07 |
3.65E-08 |
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15 |
0.014644983 |
6.47357E-46 |
9.01E-05 |
1.37E-09 |
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16 |
0.004874891 |
1.52208E-52 |
0.003588 |
3.77E-11 |
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17 |
0.001328563 |
1.24905E-59 |
0.049859 |
7.59E-13 |
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18 |
0.000296442 |
3.57744E-67 |
0.241809 |
1.12E-14 |
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19 |
5.41551E-05 |
3.57611E-75 |
0.409306 |
1.2E-16 |
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20 |
8.09991E-06 |
1.24766E-83 |
0.241809 |
9.47E-19 |
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| b.
n = 20, p = 0.5 |
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| Looks very close |
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| np >= 10? |
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| 10 |
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| n(1-p) >= 10? |
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| 10 |
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| Right on boundary |
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| c.
n = 20, p = 0.05 |
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| Not too bad, except boundary |
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| np >= 10? |
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| 1 |
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| n(1-p) >= 10? |
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| 19 |
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| Unacceptable on left side |
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| d.
n = 20, p = 0.95 |
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| Not too bad, except boundary |
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| np >= 10? |
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| 19 |
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| n(1-p) >= 10? |
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| 1 |
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| Unacceptable on right side |
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| e.
n = 20, p = 0.2 |
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| distortion not terrible? |
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| np >= 10? |
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| 4 |
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| n(1-p) >= 10? |
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| 16 |
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| criterion sets high standards! |
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