CS 109 Lecture 11 April 20th, 2016

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1 CS 09 Lecture April 0th, 06

2 Four Prototypicl Trjectories Review

3 The Norml Distribution is Norml Rndom Vrible: ~ Nµ, σ Probbility Density Function PDF: f x e σ π E[ ] µ Vr σ x µ / σ Also clled Gussin Note: fx is symmetric bout µ where < x f x < µ x

4 Simplicity is Humble µ probbility σ vlue * A Gussin mximizes entropy for given men nd vrince

5 Antomy of beutiful eqution N µ, exponentil the distnce to the men fx p e x µ probbility density t x constnt sigm shows up twice

6 And here we re N µ, CDF of Stndrd Norml: A function tht hs been solved for numericlly F x x µ The cumultive density function CDF of ny norml Tble of Φz vlues in textbook, p. 0 nd hndout

7 Symmetry of Phi ɸ- ɸ ɸ- µ 0 ɸ -

8 Intervl of Phi µ 0 ɸc ɸd c d

9 Intervl of Phi ɸd - ɸc µ 0 ɸc ɸd c d

10 Four Prototypicl Trjectories Gret in clss questions

11 Four Prototypicl Trjectories 68% rule only for Gussins?

12 68% Rule? Wht is the probbility tht norml vrible Nµ, hs vlue within one stndrd devition of its men? µ µ µ µ + µ P µ <<µ+ P < < P <Z< [ ] [0.843] Only pplies to norml

13 68% Rule? Counter exmple: Uniform Uni, Vr p Vr p P µ <<µ+ pple p p pple p 0.58

14 Four Prototypicl Trjectories How do you smple from Gussin?

15 How Does Computer Smple Norml? Inverse Trnsform Smpling pick uniform number y between 0, CDF of the Stndrd Norml x -5 0 Find the x such tht x y 5 Further reding: Box Muller trnsform

16 Four Prototypicl Trjectories Where we left off

17 Norml Approximtes Binomil There is deep reson for the Binomil/Norml pproximtion

18 Stnford Admissions Stnford ccepts 480 students Ech ccepted student hs 68% chnce of ttending # students who will ttend. ~ Bin480, 0.68 Wht is P > 745? np np p np p 3.3 Use Norml pproximtion: Y ~ N686.4, P Y > P P > 745 P Y > Y > Φ Using Binomil: P >

19 Chnges in Stnford Admissions Stnford Dily, Mrch 8, 04 Clss of 08 Admit Rtes Lowest in University History by Alex Zivkovic Fewer students were dmitted to the Clss of 08 thn the Clss of 07, due to the increse in Stnford s yield rte which hs incresed over 5 percent in the pst four yers, ccording to Colleen Lim M.A. 80, Director of Undergrdute Admission. 68% 0 yers go 80% lst yer

20 Four Prototypicl Trjectories Next distribution: Exponentil

21 Exponentil Rndom Vrible is n Exponentil RV: ~ Expλ Rte: λ > 0 Probbility Density Function PDF: λe f x 0 E[ ] Cumultive distribution function CDF, F P x: Represents time until some event o λ Vr λx λ if x 0 where < x < if x < 0 λx F x e where x f x x Erthquke, request to web server, end cell phone contrct, etc. 0

22 time until some event occurs ~ Expλ Wht is P > s + t > s? After initil period of time s, P > t for witing nother t units of time until event is sme s t strt Memoryless no impct from preceding period s nd s P t s P s P s t s P s t s P > + > > > + > > + > t P t F e e e s F t s F s P t s P t s t s > + > + > + λ λ λ So, t P s t s P > > + > Exponentil is Memoryless

23 Four Prototypicl Trjectories E[] nd Vr for exponentil

24 A Little Clculus Review Product rule for derivtives: d u v Derivtive nd integrl of exponentil: d e dx du dx Integrtion by prts: u e u du v + u dv e u du e u d u v u v v du + u dv u dv u v v du

25 Compute n-th moment of Exponentil distribution Step : don t pnic, think hppy thoughts, recll... Step : find u nd v nd du nd dv: Step 3: substitute.k.. plug nd chug 0 ] [ dx e x E x n n λ λ x n e v x u λ dx e dv dx nx du n λx λ + dx e nx e x du v v u dx e x dv u x n x n x n λ λ λ λ ] [ 0 ] [ n x n x n x n n E dx e x dx e nx e x E n n λ λ λ λ λ λ,... ] [ ] [ so, [] ] [ cse : Bse 0, λ λ λ λ E E E E And Now, Clculus Prctice

26 Visits to Website Sy visitor to your web site leves fter minutes On verge, visitors leve site fter 5 minutes Assume length of sty is Exponentilly distributed ~ Expλ /5, since E[] /λ 5 Wht is P > 0? P > 0 F0 e λ0 e Wht is P0 < < 0? P0 < < 0 F0 F0 e 4 e 0.70

27 Replcing Your Lptop # hours of use until your lptop dies On verge, lptops die fter 5000 hours of use ~ Expλ /5000, since E[] /λ 5000 P You use your lptop 5 hours/dy. Wht is Pyour lptop lsts 4 yers? Tht is: P > > 7300 F7300 e 7300/ 5000 e Better pln hed... especilly if you re coterming: P > 95 F95 e yer pln P > 0950 F0950 e yer pln

28 Continuous Rndom Vribles Uniform Rndom Vrible Uni, All vlues of x between lph nd bet re eqully likely. Norml Rndom Vrible N µ, Ak Gussin. Defined by men nd vrince. Goldilocks distribution. Exponentil Rndom Vrible Exp Time until n event hppens. Prmeterized by lmbd sme s Poisson. Alph Bet Rndom Vrible How mysterious nd curious. You must wit few clsses J.

29 Four Prototypicl Trjectories Joint Distributions

30 Four Prototypicl Trjectories Events occur with other events

31 Discrete Joint Mss Function For two discrete rndom vribles nd Y, the Joint Probbility Mss Function is: p Y Mrginl distributions:,, b P, Y b p P p, Y, y Exmple: vlue of die D, Y vlue of die D y p b P Y b p x, b Y, Y x 6 6 p, Y, y y y 36 P 6

32 Probbility Tble Sttes ll possible outcomes with severl discrete vribles Often is not prmetric If #vribles is >, you cn hve probbility tble, but you cn t drw it on slide All vlues of A All vlues of B b PA, B b Remember, mens nd Every outcome flls into bucket

33 It s Complicted Demo Go to this URL:

34 A Computer or Three In Every House Consider households in Silicon Vlley A household hs C computers: C Mcs + Y PCs Assume ech computer eqully likely to be Mc or PC Y 0 3 p Y y P C c c 0 c c c ? p x

35 A Computer or Three In Every House Consider households in Silicon Vlley A household hs C computers: C Mcs + Y PCs Assume ech computer eqully likely to be Mc or PC Y 0 3 p Y y P C c c 0 c c c p x

36 A Computer or Three In Every House Consider households in Silicon Vlley A household hs C computers: C Mcs + Y PCs Assume ech computer eqully likely to be Mc or PC Y 0 3 p Y y P C c c 0 c c c p x Mrginl distributions

37 Joint This is joint A joint is not mthemticin It did not strt doing mthemtics t n erly ge It is not the reson we hve joint distributions And, no, Chrlie Sheen does not look like joint o o But he does hve them He lso hs joint custody of his children with Denise Richrds

38 Four Prototypicl Trjectories Wht bout the continuous world?

39 Jointly Continuous Rndom vribles nd Y, re Jointly Continuous if there exists PDF f,y x, y defined over < x, y < such tht: P <, b < Y b f, b b Y x, y dy dx Let s look t one:

40 Jointly Continuous < <,, P, b b Y dx dy y x f b Y b b b f,y x, y x y

41 Cumultive Density Function CDF: Mrginl density functions: b Y Y dx dy y x f b F,,,,,,,, b F b f Y Y b dy y f f Y,, dx b x f b f Y Y,, Jointly Continuous

42 For two continuous rndom vribles nd Y, the Joint Cumultive Probbility Distribution is: Mrginl distributions: < < b b Y P b F b F Y, where,,,,,, P, < F Y P F Y,, P, b F b Y b Y P b F Y Y < Continuous Joint Distribution Functions

43 Joint Drt Distribution 900 y 0 x 900

44 Drts! y -Pixel Mrginl x Y-Pixel Mrginl N 900, 900 Y N 900 3, 900 5

45 Multiple Integrls Without Ters Let nd Y be two continuous rndom vribles where 0 nd 0 Y We wnt to integrte gx,y xy w.r.t. nd Y: First, do innermost integrl tret y s constnt: xy dx dy xy dx dy 0 y 0 x 0 y 0 x 0 y 0 y 0 x y dy y dy Then, evlute remining single integrl: y 0 y dy y 4 0 0

46 Computing Joint Probbilities Let F,Y x, y be joint CDF for nd Y P >, Y > b P >, Y > bc c c P > Y > b P Y b P + PY b P, Y b F FY b + F,Y, b

47 ,,,,, P b F b F b F b F b Y b + < < b b The Generl Rule Given Joint CDF Let F,Y x, y be joint CDF for nd Y

48 Y is non-negtive continuous rndom vrible Probbility Density Function: f Y y Alredy knew tht: But, did you know tht:?!? Anlogously, in the discrete cse, where,,, n dy y f y Y E Y ] [ dy y P Y Y E > 0 ] [ n i i P E ] [ Lovely Lemm

49 In the discrete cse, where,,, n E[ ] How this lemm ws mde n i n P i i P i Ech row is n expnsion of P + P + P P n + P + P P n + P P n +... P n P + P + + np n E[]

50 Four Prototypicl Trjectories Life gives you lemms, mke lemmnde!

51 Disk surfce is circle of rdius R f, Y Imperfections on Disk A single point imperfection uniformly distributed on disk if x + y R x, y π R where < x,y < 0 if x + y > R Z f x f,y x, ydy Z Zx R dy +y ppler Z p Z p R x R p p R p R x R x dy pple Only integrte over the support rnge Mrginl of Y is the sme by symmetry

52 Disk surfce is circle of rdius R Imperfections on Disk A single point imperfection uniformly distributed on disk Distnce to origin: D + Y Wht is E[D]? R Z Z R E[D] Z 0 pple pple 0 Z R π π R P D P D >d R d 3 R 3R 0 Z R 3 Z Z R 0 R P Dpplepple d Becuse of eqully likely outcomes

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