Topic 6: Probability

Dr J Frost (jfrost@tiffin.kingston.sch.uk)
www.drfrostmaths.com

Last modified: 31st August 2015

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Questions used in university
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Frost A Frosty Special
Questions from the deep dark
recesses of my head.
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Well known problems in maths.
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Exam used as a condition for
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Note: Some of these slides will likely be unsuitable for
those who have not done S1/S2. For those that haven’t,
I recommend just covering Part 1 and Part 3d
(Geometric).

Topic 6: Probability
Part 1 – Manipulating Probabilities

Part 2 – Random Variables

a. Random Variables
b. Discrete and Continuous Distributions
c. Mean and Expected Value
d. Uniform Distributions
e. Standard Deviation and Variance

Part 3 – Common Distributions

a. Binomial
b. Bernoulli
c. Poisson
d. Geometric
e. Normal/Gaussian
Some starting notes
Only some of those reading this will have done a Statistics module at A Level. Therefore
only GCSE knowledge is assumed.
There is some overlap with the field of Combinatorics. For probability problems relating
to ‘arrangements’ of things, look there instead.

Probability and Stats questions in…

In university interviews… In SMC In STEP

Probability questions Harder probability questions are Two questions at
frequently come up (although quite rare (although one the end of every
not technically requiring any appeared towards the end of paper. You could
more than GCSE theory). 2012’s paper) avoid these, but
In my experience, applicants you broaden
tend to do particularly bad at In BMO your choice if
these questions. Used to be moderately common, you prepare for
but less so nowadays these.

  some basic probability/statistics will broaden your maths ‘general knowledge’. You’ll
But
know for example what scientists at CERN mean when they refer in the news to the “
test” needed to verify that a new particle has been discovered!
ζ
Topic 6 – Probability

Part 1: Manipulating Probabilities

Events and Sets
An event is a set of outcomes.
 
“Even number thrown on a die” ?
 Giventhat events can be represented as sets, we can use set
operations. Suppose , say the event of throwing an even
number, and , say the event of throwing a prime number.
Then:
 means set intersection. It gives the items
 
𝐸 ∩ 𝑃={2?} which are members of both sets. It represents
“numbers that are even AND prime”.
 
𝐸 ∪ 𝑃={2 , 3 , 4?, 5 , 6}  means set union. It gives the items which
are members of either. It represents
“numbers that are even OR prime”.
GCSE Recap
 
When and are mutually exclusive (i.e. and can’t happen at the same time, or
more formally , where is the ‘empty set’)…
 
𝑃 ( 𝐴 ∪ 𝐵 )= 𝑃 ( ?𝐴 )+ 𝑃 (𝐵)
 When and are independent (i.e. and don’t influence each other)…
 
𝑃 ( 𝐴 ∩ 𝐵 )=𝑃 ( 𝐴
? ) × 𝑃 (𝐵)

 When and are mutually exclusive…

 
𝑃 ( 𝐴 ∩𝐵
? ) =0
More useful identities
 When and are not mutually exclusive…

 
𝑃 ( 𝐴 ∪ 𝐵 )=𝑃 ( 𝐴 )+ 𝑃 ( 𝐵 ) ?− 𝑃( 𝐴 ∩ 𝐵)

 When and are independent and mutually exclusive…

 
𝑃 ( 𝐴 ∪ 𝐵 )=𝑃 ( 𝐴 )+ 𝑃 ( 𝐵? ) − 𝑃 ( 𝐴 ) 𝑃( 𝐵)
Conditional probabilities
We might want to express the probability of an event given that another
occurred:

 
𝑃 ( 𝐴 The
∨𝐵 probability that A occurred given B
occurred.
)
To appreciate conditional probabilities, consider a probability tree:

1st pick 2nd pick

 3
Red
6 This represents the
probability that a green
 4 Red counter was picked
7  3 Green second GIVEN that a red
6 counter was picked first.

 3 Green
7
Conditional probabilities
Using the tree, we can construct the following identity for condition
probabilities:
𝑝(𝐵∨𝐴)
 
B  𝑝( 𝐴 ∩ 𝐵)

𝑝(
  𝐴) A

 
or
Conditional probabilities

 If and are independent, then what is ?

The Common Sense Method The Formal Method

 If and are independent, then  

the probability of occurring is
not affected by whether
occurred, so:
 
Because and are
? ? independent.
Examples
 The events A and B are independent with and . Find:
(Source: Edexcel)

  𝑃 ( 𝐵 )   𝑃 ( 𝐵′ ∨ 𝐴 )

   because and are independent.

? So ?

  𝑃 ( 𝐴′ ∩ 𝐵 )
 

?
Bayes’ Rule
Bayes’ Rule relates causes and effects. It allows us find the probability of the
cause given the effect, if we know the probability of the effect given the
cause.

  𝑃 ( 𝐸|𝐶 ) 𝑃 (𝐶 )
𝑃 ( 𝐶| 𝐸 )=
𝑃 ( 𝐸)
  House is trying to find the cause of a disease. He
Dr
suspects Lupus (as he always does) due to their kidney
failure. The probability that someone has this symptom
if they did have Lupus is 0.2. The probability that a
random patient has kidney damage is 0.001, and the
probability they have Lupus 0.0001. What is the
probability they have Lupus given their observed
symptom?

?
 Bayes’ Rule
But we don’t always need to know the probability of the effect.
  𝑷 ( 𝑬|𝑪 ) 𝑷 (𝑪 )
𝑷 ( 𝑪| 𝑬 )=
𝑷 ( 𝑬)
 Notice that in the distribution , is fixed, and the distribution is over different
causes, where . This suggests we can write:

𝑷 ( 𝑪| 𝑬 )=𝒌 𝑷 ( 𝑬|𝑪 ) 𝑷 ( 𝑪 )
 

 where is a normalising constant that is set to ensure our probabilities add up

to 1, i.e.

Question: The probability that a game is called off if it’s

raining is 0.7. The probability it’s called off if it didn’t rain
(e.g. due to player illness) is 0.05. The probability that it
rains on any given day is 0.2.
Andy Murray’s game is called off. What’s the probability
that rain was the cause?
 Bayes’ Rule
Question: The probability that a game is called off if it’s
raining is 0.7. The probability it’s called off if it didn’t rain
(e.g. due to player illness) is 0.05. The probability that it
rains on any given day is 0.2.
Andy Murray’s game is called off. What’s the probability
that rain was the cause?

 Write down information:

So ?
Then using Bayes’ Rule:

But . So , so . ?
Then
ζ
Topic 6 – Probability

Part 2: Random Variables

Random Variables
A random variable is a variable which can have multiple values, each with
an associated probability.

The variable can be thought of as a ‘trial’ or ‘experiment’, representing

something which can have a number of outcomes.

A random variable has 3 things associated with it:

The outcomes The values the random variable can have

1 (formally known as the ‘support vector’) (e.g. outcomes of the throw of a die)

A probability function The probability associated with each

2 outcome.

Parameters These are constants used in our probability

3 function that can be set (e.g. number of
throws)
Example random variables
This symbol means “for all”

Random variable (X) Outcomes Parameters? Probability Function

The single throw {1, 2, 3, 4, 5, 6} None   1

? ? 𝑃 ( 𝑋 = 𝑥 )?= ∀𝑥
of a fair die. 6

The single throw {1, 2, 3, 4, 5, 6} We can set the

 𝑃 ( 𝑋 = 𝑥𝑖 ) = 𝑝𝑖 ∀ 𝑖
of an unfair die. probability of
? ?
each outcome: ?
p1, p2, …, p6

We use capital letters for

random variables.
Parameters are values we can control, but
do not change across different outcomes.
We’ll see plenty more examples.
For
  an outcome x and a random variable X, we
express the probability as , meaning “the
probability that the random variable X has the
outcome x”.
We sometimes write for short, with a
lowercase p.
In this example, we can use the probability
associated with the particular outcome. We
sometimes use to mean the ith outcome.
Sketching the probability function
Probabilities It’s often helpful to show the probability
function as a graph. Suppose a random
variable X represents the single throw of a
biased die:

P(X)

1 2 3 4 5 6
X Outcomes
 Discrete vs Continuous Distributions
Discrete distributions are ones where the outcomes are discrete, e.g. throw of a die,
number of Heads seen in 10 throws, etc.
In contrast continuous distributions allow us to model things like height, weight, etc.

Here’s two possible probability functions:

Discrete Continuous

0.4

0.3
P(X=k)

P(X=h)
0.2

0.1

1.2m 1.4m 1.6m 1.8m 2.0m 2.2m 2.4m

1 2 3 4
Height of randomly picked person (h)
Number of times target hit (k)
 Discrete vs Continuous Distributions

Discrete

0.4  
Probabilities add up to 1.
i.e.
0.3
P(X=k)

  probabilities must be between 0

All
0.2
and 1, i.e.
.
0.1

We call the probability function the:

1 2 3 4 Probability mass function (PMF for
Number of times target hit (k) short)

 
Because our probability function is ultimately just a plain old function
(provided it meets the above properties), we usually see the function
written as “” rather than .
 Continuous Distributions
𝟏. 𝟔
  Does it make sense to talk about
𝒑 ( 𝟏. 𝟒 ≤ 𝒉< 𝟏. 𝟔 )= ∫ 𝒑?( 𝒉 ) 𝒅𝒉
𝟏. 𝟒 the probability of someone being
exactly 2m?
  We find the area under the
i.e.
graph. Note that the area Clearly not, but we could for
under the entire graph will be example find the probability
1: of a height being in a

P(X=h)
particular range.

1.0m 1.2m 1.4m 1.6m 1.8m 2.0m 2.2m 2.4m 2.6m

Height of randomly picked person (h)
The probability associated with a particular value is known as the probability density. It’s
value alone is not particular meaningful (and can be greater than 1!), but finding the area in
a range gives us a probability mass. This is similar to histograms, where the y-axis is the
‘frequency density’, and finding the area under the bars gives us the frequency.
 Probability Density
Question: Archers fire arrows at a target. The probability of the arrow being a
certain distance from the centre of the target is proportional to this distance. No
archer is terrible enough that his arrow will be more than 1m from the centre.
What’s the probability that an arrow is less than 0.5m from the centre?
Source: Frosty Special

 
Answer: ?
Probability is proportional to distance.
2
Maximum distance is 1m.
P(X=x)

Since area under graph must be 1,

then maximum probability density
must be 2, so that the area of
triangle is ½ x 2 x 1 = 1.

We’re finding the probability of the

arrow being between 0m and 0.5m,
so find the area under the graph in
0.5 1 this region. We can see this will be
Distance of arrow from centre (x) 0.25.
 Probability Density
Question: Archers fire arrows at a target. The probability of the arrow being a
certain distance from the centre of the target is proportional to this distance. No
archer is terrible enough that his arrow will be more than 1m from the centre.
What’s the probability that an arrow is less than 0.5m from the centre?
Source: Frosty Special

Alternatively, using a cleaner integration approach:

Step 1: Use the information to express the proportionality relationship:
  ? , so .

 Step 2: Determine constant by using the fact that

 
So and thus ?

Step 3: Finally, integrate desired range.

0.5
 
∫ 2 𝑥?𝑑𝑥 = 0.25
0
Mean and Expected Value
Mean of a Sample Mean of a Random Variable

  what about the mean of a random

But
 
The process of using a random
variable X?
variable to give us some values is
This is known as the “expected value of
known as sampling. For example, we
X”, written E[X]. It can be calculated using:
might have measured the heights of a
sample of people:
The mean of a sample you’ve known or
how to do since primary school: depending on whether your variable is
discrete or continuous.

 Archery scores: 57, 94, 25, 42  X is “times target hit out of 3 shots”.
x 0 1 2 3
? P(X=x) 0.25 0.5 0.05 0.2

?
Expected Value
Question: Two people randomly think of a real number between 0 and 100. What
is the expected difference between their numbers? (i.e. the average range)
(Source: Frosty Special)
(Hint: Make your random variable the difference between the two numbers )

As with many problems, it’s easier to consider a simpler scenario.

Consider just say integers between 0 and 10. How many ways can the numbers
be chosen if the range is 0? Or the range is 1? Or 2? What do you notice?
Step 1: Use the information to express the proportionality relationship:
 
We can consider the two numbers (with range ), as a ‘window’ which we can
‘slide’ in the 0 to 100 region. The bigger?the window, the less we can slide it. If
they were to choose 0 and 100, we can’t slide at all.

 Step 2: Determine constant by using the fact that

 
Integrating we get . If the limits are 0 and 100, we get , so
?
Expected Value
Question: Two people randomly think of a real number between 0 and 100. What
is the expected difference between their numbers? (i.e. the average range)
(Source: Frosty Special)
(Hint: Make your random variable the difference between the two numbers )

Step 3: Finally, given our known PDF, find E[X]

  100
𝐸 [ 𝑋 ] = ∫? 𝑥 𝑝 ( 𝑥 ) 𝑑𝑥
0

One of the harder problem sheet exercises is to consider what happens

when we introduce a 3rd number!
Modifying Random Variables
We often modify the value of random variables.

Example: X = outcome of a single throw of a die,

Y = outcome of another die

Consider X + 1

What does it mean? We add 1 to all the outcomes of the die (i.e. we
now have 2 to 7)
?
The probabilities remain unaffected.

How does the expected  

Clearly the mean value will also increase by one.
value change? i.e.: ?

  In general: ?
Modifying Random Variables
We often modify the value of random variables.

Example: X = outcome of a single throw of a die,

Y = outcome of another die

Now consider X + Y
We consider all possible outcomes of X and Y,
What does it mean?
and combine them by adding them. The new
? Clearly we need to
set of outcomes is 2 to 12.
recalculate the probabilities.
 Uniform Distribution
A uniform distribution is one where all outcomes are equally likely.

Discrete Example Continuous Example

  throw a fair die. What’s the probability

You  
You’re generating a random triangle. You
of each outcome? pick an angle in the range to use to
construct your triangle, chosen from a
uniform distribution.
(This ensures the probabilities add up to 1). What is the probability (density) of
picking a particular angle?
?

This ensures the area under your PDF

graph (a rectangle with width and
height ) is 1. ?
Standard Deviation and Variance
 
Standard Deviation gives a measure of ‘spread’. It can roughly be thought of as the
average distance of values from the mean. It’s often represented by the letter .

The variance is the standard deviation squared. i.e.

Variance of a Sample Variance of a Random Variable

 
This is very similar to the sample variation.
  find the average of the squares of
We
We’re finding the average of the squared
the displacements from the mean.
displacement from the mean, i.e.:
Example:
1cm 4cm 7cm 12cm
Using the fact that :
Mean = 6
Displacements are -5, -2, 1, 6
The expected value of a value
So variance is: is just the value itself.

Since
 

i.e. We can find the “mean of the squares minus

the square of the mean”.
Standard Deviation and Variance
Example: Find the variance of this biased spinner (which just has the values 1 and
2), represented by the random variable X.

k 1 2
P(X=k) 0.6 0.4

?
So
STEP Question
 Fire extinguishers may become faulty at any time after manufacture and are tested
annually on the anniversary of manufacture. The time T years after manufacture until
a fire extinguisher becomes faulty is modelled by the continuous probability density
function:

A faulty fire extinguisher will fail an annual test with probability p, in which case it is
destroyed immediately. A non-faulty fire extinguisher will always pass the test. All of
the annual tests are independent.

a) Show that the probability that a randomly chosen fire extinguisher will be destroyed
exactly three years after its manufacture is

b) Find the probability that a randomly chosen fire extinguisher that was destroyed
exactly
(We’ll dothree
part (b)years after its manufacture was faulty 18 months after its manufacture.
a bit later)

What might be going “I need to consider “I have a PDF. This requires me to

through your head: each of the 3 cases.” use definite integration.”
 STEP Question
  2𝑡

{
𝑓 ( 𝑡 ) = ( 1 +𝑡 2 )2
, 𝑓𝑜𝑟 𝑡 ≥ 0

¿ 0 , 𝑜𝑡h𝑒𝑟𝑤𝑖𝑠𝑒

Since
  we have a PDF, it makes sense to integrate it so we can find the probability of the extinguisher failing between
some range of times.

The probability the extinguisher fails sometime in the first year is , during the second year and during the third year
Let’s consider the three cases:

a) If it fails during the first year, it must survive the first two tests, before failing the third. This gives a probability of
b) If it fails during the second year, it must survive the second test and fail on the third, giving (note that on the first
test, the probability of it surviving given it’s not faulty is 1)
c) If it fails during the third year, then it fails during the third year. We get .

Adding these probabilities together gives us the desired probability.

Mean and Variance of Random Variables
  point P is chosen (with uniform distribution) on the circle . The random variable
A
denotes the distance of from . Find the mean and variance of X. [Source: STEP1
1987]

  important first question is how we could chosen a random point on the

An
circle with uniform distribution.
Question: Could we for example choose the x coordinate randomly between
-1 and 1, and use to determine ?

Click to choose
points uniformly
across x.

No: We can see that because the lines are steeper

either side of the circle, we’d likely have less points in
these regions, and thus we haven’t chosen a point
with uniform distribution around the circle. We’d
have a similar problem if we were trying to pick a
random point on a sphere, and picked a random
latitude/longitude coordinate (we’d favour the poles)
Mean and Variance of Random Variables
  point P is chosen (with uniform distribution) on the circle . The random variable
A
denotes the distance of from . Find the mean and variance of X. [Source: STEP1
1987]

In which case, how can we make sure we pick a point randomly?

 
Introduce a parameter for the angle anticlockwise from
the x-axis say. Clearly this doesn’t give bias to certain
? the ‘uniform distribution’
regions of the arc (satisfying
bit).

 So what is the distance X?  𝑋

 𝜃
(It’s an isosceles triangle, so split into 2)
? (1,0)
 

 So what is E[X]?

?
Summary
•  Random variables have a number of possible outcomes, each with an associated
probability.
• Random variables can be discrete or continuous.
• Discrete random variables have an associated probability mass function. We require
that across the domain of the function (i.e. possible outcomes).
• Continuous random variables have an associated probability density function.
Unlike ‘conventional’ probabilities, these can have a value greater than 1. We require
that , i.e. the total area under the graph is 1.
We can find a probability mass (i.e. the ‘conventional’ kind of probability) by finding
the area under the graph in a particular range, using definite integration.
• While we have a ‘mean’ for a sample, we have an ‘expected value’ for a random variable,
written . It can be calculated using for a discrete random variable, and for a continuous
random variable. The expected value for a fair die for example is 3.5.
• The variance gives a measure of spread. For specifically it’s the average squared distance
from the mean. We can calculate it using , which can be remembered using the
mnemonic “mean of the square minus the square of the mean”, or “msmsm”.
• . i.e. Scaling our outcomes/adding has the same effect on the mean.
ζ
Topic 6 – Probability

Part 3: Common Distributions

Common Distributions
We’ve seen so far that can build whatever random variable we like using two essential
ingredients: specifying the outcomes, and specifying a PMF/PDF that associates a
probability with each outcome. But there’s a number of well-known distributions for
which we already have the outcomes and probability function defined: we just need to
set some parameters.

Bernoulli Multivariate Binomial

e.g. Throw of a (possible
biased) coin.
Multinomial
e.g. Counting the
number of each face in
10 throws of a die.
Exponential
e.g. Throw of a (possibly e.g. Counts the number of
biased) die. heads and tails in 10
throws.
Poisson Geometric
e.g. Number of cars which e.g. The number of times
pass in the next hour given I have to flip a coin before
a known average rate. I see a heads.
We won’t
Dirichlet explore these.

e.g. The possible time e.g. The possible probability distributions for the throw
before a volcano next of a die, given I threw a die 60 times and saw 10 ones,
erupts. 10 twos, 10 threes, 10 fours, 10 fives and 10 sixes.
Bernoulli Distribution
The Bernoulli Distribution is perhaps the most simple distribution. It
models an experiment with just two outcomes, often referred to as
‘success’ and ‘failure’.

It might represent the single throw of a coin. (where ‘Heads’ could

represent a ‘success’)

Description Outcomes Parameters? Probability Function

p, the  𝑃 ( 𝑋 = 𝑥 ) = 1− 𝑝 𝑥= 0
?{
A single trial with “Failure”/”Success”,
two outcomes. or {0, 1} ? ? of
probability 𝑝 𝑥=1
success.

A trial with just two outcomes is known as a Bernoulli Trial.

A sequence of Bernoulli Trials (all independent of each other) is known as a

Bernoulli Process.
An example is repeatedly flipping a coin, and recording the result each time.
Binomial Distribution
 Suppose I flip a biased coin. Let heads be a ‘success’ and
tails be a ‘failure’. Let there be a probability that I have a
success in each throw.

The Binomial Distribution allows us to determine the

probability of a given number of successes in n (Bernoulli)
trials, in this case, the number of heads in n throws.

Question: If I throw a biased coin (with probability of heads p) 8 times, what is the
probability I see 3 heads?

H H H T T T T T

 Theprobability of this particular sequence is: ?

But there’s ?ways in which we could see 3 heads in 8 throws.
Therefore ?
Binomial Distribution
Therefore, in general, the probability of k successes in n trials is:
 

Description Outcomes Parameters? Probability Function

Binomial D {0, 1, 2, … , n} ,  the probability of  𝑝 ( 𝑋= 𝑘 ) = 𝑛   𝑝𝑘 ( 1 − 𝑝 )𝑛 −𝑘
Number of i.e. between 0
?
a single success.
? of
( ?)
𝑘
‘successes’ in n and n successes. , the number
trials. trials

 We can write B(n,p) to represent the Binomial Distribution, where n and p are
the parameters for the number of trials and probability of a single success.

If we want some random variable X to use this distribution, we can

use . The means “has the distribution of”.
Frost Real-Life Example
While on holiday in Hawaii, I was having lunch with a family, where an unusually high
number were left-handed: 5 out of the 8 of us (including myself). I was asked what
the probability of this was. (Roughly 10% of the world population is left-handed.)

 
Suppose X is the random variable representing the
number of left handed people.

Then ?

(This example points out one of the assumptions of the Binomial Distribution: that each trial
is independent. But this was unlikely to be the case, since most on the table were related, and
left-handedness is in part hereditary. Sometimes when we model a scenario using an ‘off-the-
shelf’ distribution, we have to compromise by making simplifying assumptions.)
Summary of Distributions so far
Similarly, a multivariate distribution represents a single trial with any number of
outcomes.
A multinomial distribution is a generalisation of the Binomial Distribution, which
gives us the probability of counts when we have multiple outcomes.

Generalise to
Bernoulli n trials Binomial
e.g. “What’s the e.g. “What’s the
probability of getting a probability of getting 3
Heads?” Heads and 2 Tails?”

Generalise to
k outcomes

Generalise to
Multivariate n trials
Multinomial
e.g. “What’s the e.g. “What’s the
probability of getting probability of rolling
a 5? 3 sixes, 2 fours and a
1?

(Use your combinatorics knowledge to try and work out the probability function for this!)
Poisson Distribution
Cars pass you on a road at an average rate of 5
cars a minute. What’s the probability that 3
cars will pass you in the next minute?

When you have a known average ‘rate’ of

events occurring, we can use a Poisson
Distribution to model the number of events that
occur within that period.
 We use to represent the average rate.

We can see that when the average rate is

10 (say per minute), we’re most likely to
see 10 cars. But technically, we could see
a million cars (even if the probability is
very low!)

k is the number of events (e.g. seeing a

car) that occur.
Poisson Distribution
Assumptions that the Poisson Distribution makes:

1. All events occur independently (e.g. a car passing

you doesn’t affect when the next car will pass you).
2. Events occur equally likely at any of time (e.g.
we’re not any more likely to see cars at the
beginning of the period than at the end)

Description Outcomes Parameters? Probability Function

Number of events {0, 1, 2, … } up to ,  the average   𝜆𝑘 − 𝜆

number of 𝑃 ( 𝑋 = 𝑘 )= 𝑒
occurring within a
fixed period given
infinity.
? events ?in that ? 𝑘!
an average rate. period.

i.e. The Poisson

 is Euler’s Number, with the value
Distribution is a DISCRETE
2.71…
distribution.
Poisson Distribution
Example: An active volcano erupts on average 5 times each year. It’s
equally likely to erupt at any time.

Q1) What’s the probability that it erupts 10 times next year?

  510
? 10 ! 𝑒− 5 =0.018
𝑝 ( 𝑋 = 10 ) =

Q2) What’s the probability that it erupts at all next year?

  50 −5
1 − 𝑝 ( 𝑋 = 0 ) =1 −? 𝑒 =1 − 𝑒− 5=0.993
0!
Q3) What’s the probability that it next erupts between 2 and 3 years
after the current date?
 i.e. It erupts 0 times in the first year, 0 times in the second year, and at
least once the third year. ?
Relationship to the Binomial Distribution
Imagine that we segment this fixed period into a number of smaller chunks of time, in
each of which an event can occur (which we’ll describe as a ‘success’), or not occur.

1 minute

A car passed in A car passed in

this period! this period!

If we presumed that we only had at most one car passing in each of these smaller
periods of time, then we could use a Binomial Distribution to model the total number
of cars that pass across 1 minute, because it models the number of successes.

Of course, multiple cars could actually pass within each smaller segment of time.
How would we fix this?
Relationship to the Binomial Distribution
We could simply use smaller chunks of time – in the limit, we have tiny slivers of time, so
instantaneous that we couldn’t possibly have two cars passing at exactly the same time.

1 minute

 
Now if we’d divided up our time into chunks where is large, and we   𝝀
expect an average of cars to pass, what then is the probability of a car 𝒑= ?
passing in one chunk of time? (Only Year 8 probability needed!) 𝒏

 Therefore, as n becomes infinitely large (so our slivers of time become

instantaneous moments), we can use the Binomial Distribution to represent the
number of events that occur within some period:
We need some fiddly
 maths to show this.
tends to arise in
maths when we have
limits.
 Uniform Distribution
We saw earlier that a uniform distribution is where each outcome is equally likely.

Description Outcomes Parameters? Probability Function

Each outcome is x1, x2, …, xn None.   1

𝑝 ( 𝑋 = 𝑥𝑖 ) = ∀ 𝑖
equally likely. 𝑛
? ? ?

Examples: The throw of a fair die, the

throw of a fair coin, the possible lottery
numbers this week (presuming the ball
machine isn’t biased!).
Geometric Distribution
You, Christopher Walken, are captured by the Viet Cong during the Vietnam War, and
forced to play Russian Roulette. The gun has 6 slots on the barrel, one of which has a
bullet, and the other slots empty. Before each shot, you rotate the barrel randomly,
then shoot at your own head. If you survive, you repeat this ordeal.

 𝟏
𝟔?
Q1) What’s the probability that you die on the first shot?

 Q2) What’s the probability that you die on the second shot?

You survive the first then die on the second:

?

 Q3) What’s the probability that you die on the shot?

?
 Geometric Distribution
If you have a number of trials, where in each trial you can have a ‘success’ or ‘failure’,
and you repeat the trial until you have a success (at which point you stop), then the
geometric distribution gives you the probability of succeeding on the 1 st trial, the 2nd
trial, and so on.

Description Outcomes Parameters? Probability Function

𝑥− 1
Succeeding on the { 1, 2, 3, … }  
The probability  𝑝 ( 𝑥 ) =( 1− 𝑝 ) 𝑝
xth trial after The trial on which of success.
previously failing.
?
you succeed.
? ?

 
Note that if , then
For example, if we tossed a fair die until we saw a 1, we’d expect to have to throw the die
times on average before we see a 1 (where the count includes the last throw).

 Side Note: The distribution is called ‘geometric’ because if we were to list out the
probabilities for , , and so on, we’d have a geometric series!
 Geometric Distribution
 
Tom and Geri have a competition. Initially, each player has one attempt at hitting a target. If
one player hits the target and the other does not then the successful player wins. If both
players hit the target, or if both players miss the target, then each has another attempt,
with the same rules applying. If the probability of Tom hitting the target is always and the
probability of Geri hitting the target is always , what is the probability that Tom wins the
competition?

     
A:  B:  C: 
   
D:  E:  SMC
Level 5
 
The probability that they both hit or miss is .
So Tom can win by either winning immediately , or initially drawing Level 4
before winning: , or drawing twice and then winning: and so on. This
Level 3
gives us an infinite geometric series with and . Using , we get .
Level 2
Level 1
Frost Real-Life Example
My mum (who works at John Lewis), was selling London Olympics ‘trading cards’, of
which there were about 200 different cards to collect, and could be bought in packs.
Her manager was curious how many cards you would have to buy on average before
you collected them all. The problem was passed on to me!
(Note: Assume for simplicity that each card is equally likely to be acquired – unlike say ‘Pokemon cards’ [a
childhood fad I never got into], where lower numbered cards are rarer)

Hint: Perhaps think of the trials needed to collect the next card as a geometric process?
Then consider these processes all combined together.

 Answer: cards?
Explanation on next slide…
Frost Real-Life Example

 Answer: cards
  get the first card, we just need to buy 1 card.
To
To get the second card, each time we buy a card, we have a chance of buying a new card
(if not, we keep buying until we have a new one). Since the number of cards we need to
buy to get this next card is geometrically distributed, we expected number of cards is
Combined these expected number of cards we need to buy for each new card, we get . The
bracketed expression is known as a ‘Harmonic Series’, which can be represented as . Typing
“200 * H(200)” into www.wolframalpha.com got me the answer above.

This problem is more generally known as the “Coupon Collector’s Problem” http://
en.wikipedia.org/wiki/Coupon_collector%27s_problem
Coin Conundrums
How would you model a fair coin given you have just a fair die?
Solution: Easy! Roll the die. If you get say an even number, declare
‘Heads’, else declare ‘Tails’.
?
How would you model a fair die given you have just a fair coin?
 
Solution: A bit harder! Throw the coin 3 times, giving us 8 possible outcomes. Label the
first 6 of these outcomes (e.g. HHH, HHT, …). If we get the last two outcomes, then reject
these outcomes and repeat.
An interesting side question is how many times on average we’d expect to have to throw
? is , the expected value of a geometric
the coin. If the probability of being able to stop
distribution is , i.e. . Since we throw the coin 3 times each time, then we expect an
average of 4 throws.

How would you model a fair coin using an unfair coin?

 
Solution: Suppose the probability of Heads on the unfair coin is . Then throw this coin
two times. We have four outcomes: HH, HT, TH and TT, with probabilities , , and
respectively. Two of these outcomes have the ? same probability. So declare ‘Heads’ if
you threw HT on the biased coin, ‘Tails’ if you threw HT, and repeat otherwise. (You’d
expect to have to throw times on average).
Gaussian/Normal Distribution
A Gaussian/Normal distribution is a continuous distribution which has a ‘bell-curve’
type shape. It’s useful for modelling variables where the values are clustered,
about the mean, and spread out around it with probability dropping off.

IQ is a good example. The mean is (by

definition) 100, and the probability of
having an IQ drops off symmetrically, with
Standard Deviation 15 (by definition).
P(X=x)

 Suppose there’s a known mean and a

known standard deviation . We
distribution is denoted as ,
70 85 100 115 130 145 parameterised by the mean and
variance.
IQ (“Intelligence Quotient”) x
Then if :
Z-values
 We might be interested to know what
percentage of the population have an IQ
below 130.

The z-value is the number of Standard

Deviations above the mean.

Some rather helpful mathematicians have

compiled a table of values that give us , i.e. the
P(X=x)

probability of being below a particular z-value,

for different values of z. This is unsurprisingly
known as a z-table.

70 85 100 115 130 145  If and , how many Standard Deviations
IQ (“Intelligence Quotient”) x above the mean is 130?

Answer = 2
?
Z-values

…and our hundredths

digit here.

 
We look up the units So ?
and tenths digit of
our z-value here…
Z-values

 It’s useful to remember that 68% of values are within 1 s.d. of the mean,
95% within two, and 99.7% within 3 (when the variable is ‘normally
distributed’)

When scientists referred to a “ test” needed to officially ‘discover’ the Higgs Boson,
they mean that were the data observed to occur ‘by chance’ in the situation where the
Higgs Boson didn’t exist (known as the null hypothesis), then the probability is less than
that of being away from the mean of a randomly distributed variable: a 1 in 3.5m