Lecture 4: Probability Distributions PDF

Summary

This lecture covers various probability distributions such as binomial, Poisson, exponential, Gaussian, and chi-squared distributions, with examples and applications. The lecture also introduces concepts like mean, variance, sample space, and conditional probabilities.

Full Transcript

LECTURE 4 September 17, 2024 Mean and Variance Sample mean 1 ๐‘š=ยต= ๐‘ฅ1 + ๐‘ฅ2 + โ€ฆ + ๐‘ฅ๐‘ ๐‘ Sample Variance 1 ๐‘†2 = [ ๐‘ฅ โˆ’๐‘š 2 + โ€ฆ + ๐‘ฅ๐‘ โˆ’ ๐‘š 2 ]...

LECTURE 4 September 17, 2024 Mean and Variance Sample mean 1 ๐‘š=ยต= ๐‘ฅ1 + ๐‘ฅ2 + โ€ฆ + ๐‘ฅ๐‘ ๐‘ Sample Variance 1 ๐‘†2 = [ ๐‘ฅ โˆ’๐‘š 2 + โ€ฆ + ๐‘ฅ๐‘ โˆ’ ๐‘š 2 ] ๐‘โˆ’1 1 Expected value ๐‘š = ๐ธ ๐‘ฅ = ๐‘1 ๐‘ฅ1 + ๐‘2 ๐‘ฅ2 + โ€ฆ + ๐‘๐‘ ๐‘ฅ๐‘ ) Variance 1 ๐›”2 = [ ๐‘ฅ1 โˆ’ ๐‘š 2 + โ€ฆ + ๐‘ฅ๐‘ โˆ’ ๐‘š 2 ] ๐‘โˆ’1 Standard deviation Sample Space Set of all possible outcomes of an experiment โ€“ Coin = {H,T} โ€“ Die = {1,2,3,4,5,6} โ€“ What about two coins? โ€“ What about three coins? โ€“ What about the sum of rolling two dice? Probability The likelihood of an event occurring Tossing a coin (1/2) Rolling a dice (1/6) What is the probability of the name Jon in the being drawn from a list of names in the room? What is the probability of rolling a total of 2 on two dice? What is the probability of rolling a total of 1 on two dice? What is the probability of rolling a total of 11 on two dice? Probability Independence โ€“ ๐‘ƒ ๐ธ๐น = ๐‘ƒ ๐ธ ๐‘ƒ ๐น Conditional Probabilities โ€“ ๐‘ƒ(๐ธ|๐น) = ๐‘ƒ(๐ธ๐น)/๐‘ƒ(๐น) Probability Distributions Distribution Type Examples Binomial Tossing a coin n times Poisson Rare events Exponential Forgetting the past Gaussian = Normal Averages of many tries Log-normal Logarithm has normal distribution Chi-squared Distance squared in n dimensions Multivariable Gaussian Probabilities for a vector Normal Distribution Many biological and physiological measurements, such as height, weight, blood pressure, etc, have a normal distribution Central limit theorem โ€“ As N goes to infinity, the sample mean will be approximately normally distributed. Skewness โ€“ Positive skewness indicates a longer right tail โ€“ Negative skewness indicates a longer left tail Poisson Distribution Used to describe the distribution of rare events in a large population. โ€“ For example: How often a cell within a large population of cells will acquire a mutation Exponential Distribution Used to model random events occurring over time at a constant rate โ€“ For example, the decay of a protein or the rate of mutations on a DNA strand Binomial distribution A discrete probability distribution that can be used to calculate the probability of a certain number of successes in a given number of trials How do we compare samples? Odds ratio A statistic that quantifies the strength of the association between two events Odds of exposure in cases โ€“ The number of cases with exposure compared to the number of cases without exposure Odds of exposure in controls โ€“ The number of controls with exposure compared to the number of controls without exposure t-test An inferential statistic used to determine if there is a significant difference between the means of two groups Paired (Dependent) T-test Equal Variance (Independent) T-test Unequal Variance (Independent) T-test Multiple hypothesis testing What happens when you are testing multiple things at the same time? โ€“ Gene expression โ€“ Mutational burden of genes โ€“ GO term analysis Multiple testing correction Bonferroni โ€“ โบ/m Benjamini-Hochberg procedure โ€“ Sort the p-values in ascending order โ€“ (โบ/m) * rank

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