Lecture 4: Probability Distributions PDF
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Uploaded by BelovedSulfur
2024
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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.
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LECTURE 4 September 17, 2024 Mean and Variance Sample mean 1 ๐=ยต= ๐ฅ1 + ๐ฅ2 + โฆ + ๐ฅ๐ ๐ Sample Variance 1 ๐2 = [ ๐ฅ โ๐ 2 + โฆ + ๐ฅ๐ โ ๐ 2 ]...
LECTURE 4 September 17, 2024 Mean and Variance Sample mean 1 ๐=ยต= ๐ฅ1 + ๐ฅ2 + โฆ + ๐ฅ๐ ๐ Sample Variance 1 ๐2 = [ ๐ฅ โ๐ 2 + โฆ + ๐ฅ๐ โ ๐ 2 ] ๐โ1 1 Expected value ๐ = ๐ธ ๐ฅ = ๐1 ๐ฅ1 + ๐2 ๐ฅ2 + โฆ + ๐๐ ๐ฅ๐ ) Variance 1 ๐2 = [ ๐ฅ1 โ ๐ 2 + โฆ + ๐ฅ๐ โ ๐ 2 ] ๐โ1 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 ๐ธ๐น = ๐ ๐ธ ๐ ๐น Conditional Probabilities โ ๐(๐ธ|๐น) = ๐(๐ธ๐น)/๐(๐น) 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 โบ/m Benjamini-Hochberg procedure โ Sort the p-values in ascending order โ (โบ/m) * rank