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data_analysis:probability_distributions [2023/02/25 15:58] prgram created |
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====== Probability Distributions ====== | ====== Probability Distributions ====== | ||
+ | {{INLINETOC}} | ||
===== Discrete ===== | ===== Discrete ===== | ||
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=== Binomial과 관계 === | === Binomial과 관계 === | ||
- | $$ N | + | https://m.blog.naver.com/mykepzzang/220839789774 |
+ | $ N \rightarrow \infty $ 면 Binomial | ||
+ | $ X, Y \sim^\text{indep} \text{Bin} $ 일 때 $ P( X | X+Y ) $ (조건부확률) 은 Hypergeometric | ||
+ | $ ( X \sim Bin(n,k), Y \sim Bin(N-n, K-k) ) $ | ||
+ | |||
+ | |||
+ | |||
+ | ==== Negative Binomial ==== | ||
+ | probability of the number of failures $r$ before observing $k$ successes in a sequence of independent and identically distributed Bernoulli trials. | ||
+ | 실패 r번, 성공 k번 | ||
+ | |||
+ | ** 실패횟수에 초점 ** | ||
+ | $X \sim \text{NegBin}(k, p)$ or $X \sim \text{NegBin}(r, p)$, depending on the parameterization used. The two parameterizations are related by the identity $r = k - 1$. | ||
+ | |||
+ | $$P(X = k) = {k+r-1 \choose r} p^k (1-p)^r$$ | ||
+ | |||
+ | where $X$ is the random variable representing the number of trials until the $k$th success is observed, $p$ is the probability of success in a single trial, and $r$ is the number of failures before observing the $k$th success. | ||
+ | |||
+ | === how? === | ||
+ | ** 성공횟수에 초점** | ||
+ | m번실험 시도에 n번 성공 -> m-1번째까지 n-1번 성공 & m번째 성공 | ||
+ | $$P(Y=n) = {m-1 \choose n-1} p^{n-1} (1-p)^{m-n} p $$ | ||
+ | $n=k$ (성공횟수) -> $m=r+k$ -> $ m-n = r $ | ||
+ | $ {k+r-1 \choose r} = {k+r-1 \choose k-1} $ | ||
+ | |||
+ | === example === | ||
+ | For example, the negative binomial distribution can be used to model the number of phone calls a telemarketer must make before getting a fixed number of sales, the number of defective products produced before a certain number of acceptable products are produced, or the number of attempts required to solve a particular puzzle or problem. The negative binomial distribution is also used in some areas of biology to model the distribution of offspring from a single parent in a population. | ||
+ | |||
+ | |||
+ | ==== Geometric ==== | ||
+ | Negative Binomial에서 k=1 일때 -> 성공할 때까지의 실험회수 (r=x-1) | ||
+ | $$P(X = x) = p(1-p)^{x-1}$$ | ||
+ | ==== Poisson ==== | ||
===== Continuous ===== | ===== Continuous ===== |