Statistika Probability1
Statistika Probability1
Densiti
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PROBABILITAS
SUMBER PROBABILITAS:
Model
Nilai ditaksir dari model (sederhana)
Contoh:
Coin simetri, diundi menghasilkan
probabilitas
Data
Hasil experiment
Contoh:
John Kerrich mengundi coin 10000 kali,
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hasil ~
PROBABILITAS
SUMBER PROBABILITAS:
Subjective
Perkiraan seseorang berdasar
pengetahuan/pengalaman
Contoh:
Fatality rates of nuclear reactors
accidents
1 minggu: 1 dalam 300,000,000
20 minggu: 1 dalam 16,000,000
Dasar data tsb. chain mechanism + subjective
estimate
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PROBABILITAS
MODEL PROBABILITAS SEDERHANA:
Outcomes
Sample Spaces
Events
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PROBABILITAS
MODEL PROBABILITAS SEDERHANA:
Outcomes
Keluaran/hasil suatu peristiwa atau
experiment
Contoh:
outcomes undian coin: H atau T
outcomes undian dadu: 1,2,3,4,5,6
outcomes WTC ditabrak pesawat:
terbakar, roboh sebagian, runtuh total,
.
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PROBABILITAS
MODEL PROBABILITAS SEDERHANA:
Events
kumpulan keluaran (outcomes)
terjadi bila keluaran (outcome) yang
mendukung terjadi
Contoh:
Event A=satu H keluar dari undian sekali
2 coin A={TH, HT}
Event A terjadi bila outcome TH atau HT
terjadi
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PROBABILITAS
MODEL PROBABILITAS SEDERHANA:
Sample space, S
A A
Event,
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PROBABILITAS
MODEL PROBABILITAS SEDERHANA:
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PROBABILITAS
MODEL PROBABILITAS SEDERHANA:
S
A
A
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PROBABILITAS
MODEL PROBABILITAS SEDERHANA:
Gabungan Event
Union,
A B
AB
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PROBABILITAS
MODEL PROBABILITAS SEDERHANA:
Gabungan event
Intersection
A B
AB
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PROBABILITAS
MODEL PROBABILITAS SEDERHANA:
Gabungan event
Mutually exclusive
A B
Mutually exclusive
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HUKUM PROBABILITAS
AXIOMA:
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HUKUM PROBABILITAS
TEOREMA:
Event gabungan
Bila A1, A2 adalah event
P[A1 A2] = P[A1] + P[A2] - P[A1 A2]
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HUKUM PROBABILITAS
TEOREMA:
Partisi
Event C1, C2, C3, .., Ck membentuk partisi
(pembagian) sample space bila event-
event tersebut mutually exclusive dan
menghabiskan seluruh sample space.
C1C2C3...Ck = S
P[C1C2C3...Ck] = P[C1] + P[C2] +
P[C3] + + P[Ck]
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HUKUM PROBABILITAS
TEOREMA:
Partisi C2 A C3
C2 C1
C3
C1
C6 C4
C5 C4
C6 C5
Ci A Ci (diarsir gelap)
P[A] = P[A C1] + P[A C2] + + P[A Ck]
k
= P[A Ci]
i=1
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HUKUM PROBABILITAS
TEOREMA:
Probabilitas Bersyarat (Conditional
Probability)
Event A terjadi bila event B terjadi
Probability-nya
P[A B]
P[A|B] = syarat P[B] 0
P[B]
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Example of Conditional Probability:
Proportion of women with the given eyesight
grades
Grade of Left Eye
Highest Second Third Lowest Total
Grade of Right Eye
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Example of Conditional Probability:
3 Cards Trick
Randomized
blue blue red & draw one blue
red blue red
?
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Example of Conditional Probability:
3 Cards Trick
Top
Blue Red total
Blue 2/6 1/6 1/2
Bottom
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Example of Conditional Probability:
3 Cards Trick
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Independence and Multiplication
Rule
Independent Events
Two events are independent if one may
occur irrespective of the other
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Independence and Multiplication Rule
Example:
A1 = sample contains Pb P[A1] = 0.32
A2 = sample contains Hg P[A2] = 0.16
sample contains both P[A1A2] = 0.10
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Independence and Multiplication Rule
Answer
P[A2|A1] = P[A1A2] / P[A1]
= 0.10/0.32 = 0.31
P[A2] = 0.16
A1 and A2 are not independent
Independent if
P[A2|A1] = P[A2]
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Bayes Theorem
P [B | A ]P [ A ]
i 1
i i
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Bayes Theorem
Example
Blood type distribution Estimated that during handling
in a country is emergency there are
probability of wrong blood type
type A = 41%
identification
type B = 9% type O identified A =
type AB = 4% 4%
type O = 46% type A identified A =
88%
type B identified A =
4%
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29 A=
10%
Bayes Theorem
AB O
B
A OTA
ABTA
ATA BTA
TA
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Bayes Theorem
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Bayes Theorem
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Bayes Theorem
DISKRIT
VARIABLE & VALUE
RANDOM VARIABLE & RANDOM
VALUE
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DISTRIBUSI PROBABILITAS DISKRIT
(Discrete Probability Distribution)
DISKRIT
terpisah jelas satu dengan lainnya
dapat dihitung/cacah (countable)
masing-masing bernilai sendiri dan
terpisah
tidak dapat dipecah atau dibagi
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DISTRIBUSI PROBABILITAS DISKRIT
(Discrete Probability Distribution)
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DISTRIBUSI PROBABILITAS DISKRIT
(Discrete Probability Distribution)
Cara penulisan
Nilai: x
Variabel: X
Probabilitas variabel X bernilai x:
P[X=x]
Probabilitas bila x bermacam-macam:
f(x) = P[X=x] x = macam-macam
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DISTRIBUSI PROBABILITAS DISKRIT
(Discrete Probability Distribution)
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DISTRIBUSI PROBABILITAS DISKRIT
(Discrete Probability Distribution)
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PARAMETER DISTRIBUSI:
NILAI HARAPAN (Expected Value)
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PARAMETER DISTRIBUSI:
NILAI HARAPAN (Expected Value)
v Statistik:
nilai harapan = mean =
atau x
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PARAMETER DISTRIBUSI:
NILAI HARAPAN (Expected Value)
TEOREMA
Andaikan X dan Y adalah variabel
random
Andaikan c adalah sebarang
E[X
bilangan + Y] = E[X] + E[Y]
real
E[cX ] = cE[X]
E[c] = c
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PARAMETER DISTRIBUSI:
VARIANCE dan STANDARD DEVIASI
Definisi Variance
Andaikan X adalah random variable
dengan Mean
Variance X
Var X = 2 = E[(X-)2] hitung dulu
atau
2 = E[X2] - (E[X])2 lebih praktis
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PARAMETER DISTRIBUSI:
VARIANCE dan STANDARD DEVIASI
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PARAMETER DISTRIBUSI:
VARIANCE dan STANDARD DEVIASI
TEOREMA
Andaikan X dan Y adalah variabel
random dan c adalah bilangan real
Var c = 0
Var cX = c2 Var X
Var(X + Y) = Var X + Var Y
untuk X dan Y tak saling terikat
(independent)
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Undian Bernoulli
(Bernoulli Trial)
CIRI
Outcomes: sukses dan gagal
Undian identik dan independent
Probabilitas sukses, p, tetap
pada setiap undian
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Undian Bernoulli
(Bernoulli Trial)
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Distribusi Geometrik
Variabel random X berdistribusi
geometrik dengan parameter p
apabila densitas probabilitasnya
f(x) = (1- p)x-1p
untuk 0<p<1 dan x=1,2,3,4,
dan (1- p)x-1p = 1
x=1
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Distribusi Geometrik
Ciri
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Trial Geometrik:
Coba terus sampai berhasil!!
p = 3/4 q = 1 - p = 1/4
1x s f(1)= 3/4
1.0000
0.8000
probability
0.6000
density
0.4000 cuml
0.2000
0.0000
0 2 4 6
trial
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Distribusi Binomial
Definisi
Variabel random X berdistribusi
geometrik dengan parameter n
dan p apabila densitas
n
probabilitasnya
x
f(x) = (1- p)n-xpx
n n!
x = C( n,x ) =
x! (n-x)!
7! 7.6.5
C(7,3) = = = 35
3! (7-3)! 3.2.1
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Distribusi Binomial
Teorema
Andaikan X variabel random dengan
parameter n dan p, maka
Expected Value, E(X)
= = np
- Varian, 2(X)
= npq q=1-p
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Distribusi Binomial
Ciri
Berlaku Bernoulli trial
Jumlah n tetap pada setiap trial
Tiap trial identik dan independent
Probability sukses p tetap
X menyatakan jumlah sukses
dalam setiap trial n
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Distribusi Binomial
Contoh
Anggap probabilitas hujan setiap
hari, p
Anggap p tetap = 0.15
Berapa probabilitas 3 hari hujan
dalam seminggu?
n = 7 p = 0.15 q = 0.85
x=3
P[3] = C(7,3)(0.85)4(0.15)3
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= 0.062
Sampling
with Binomial
replacement Distribution
Sampling
without Hypergeometric
replacement Distribution
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Sampling without Replacement
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Hypergeometric Distribution
Example
There are 20 small balls inside a bowl.
12 of them are black and 8 are white
All balls are well mixed inside the bowl
5 balls are sampled from the bowl
without replacement
X represents the number of black balls
in the sample
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Hypergeometric Distribution
Limiting case
if n << r and n << (N-r) then
distribution approaching Binomial
distribution
practically n < 10% of a large
population can be assumed as
limiting
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Hypergeometric Distribution
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Hypergeometric Distribution
Hypergeometric solution
N = 5000 r = 250 n = 100
P[X=0] = C(250,0)C(4750,100)/C(5000,100) = 0.0056
P[X=1] = C(250,1)C(4750,99)/C(5000,100) = 0.0302
P[X=2] = C(250,2)C(4750,98)/C(5000,100) = 0.0800
P[X=3] = C(250,3)C(4750,97)/C(5000,100) = 0.1392
P[X=4] = C(250,4)C(4750,96)/C(5000,100) = 0.1792
P[X=5] = C(250,5)C(4750,95)/C(5000,100) = 0.1818
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Hypergeometric Distribution
Binomial solution
n = 100, p = 0.05
P[X=0] = C(100,0)(0.05)0(0.95)100 = 0.0059
P[X=1] = C(100,1)(0.05)1(0.95)99 = 0.0312
P[X=2] = C(100,2)(0.05)2(0.95)98 = 0.0812
P[X=3] = C(100,3)(0.05)3(0.95)97 = 0.1396
P[X=4] = C(100,4)(0.05)4(0.95)96 = 0.1781
P[X=5] = C(100,5)(0.05)5(0.95)95 = 0.1800
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Hypergeometric Distribution
Limiting Case Comparison
Hypergeometric Binomial
P[X=0] = 0.0056 P[X=0] = 0.0059
P[X=1] = 0.0302 P[X=1] = 0.0312
P[X=2] = 0.0800
P[X=2] = 0.0812
P[X=3] = 0.1392
P[X=4] = 0.1792 P[X=3] = 0.1396
P[X=5] = 0.1818 P[X=4] = 0.1781
P[X=5] = 0.1800
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Poisson Distribution
Definition
French mathematician: Simeon
Denis Poisson (1781-1840)
A random variable X has a Poisson
distribution with parameter k if its
density is
e-kkx
f(x) = ------------ x = 0,1,2,
x! k>0
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Poisson Distribution
Theorem
Let X be a Poisson random variable
with parameter k
E[X] = k
Var[X] = k
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Poisson Distribution
Features
Connected to Poisson processes
Poisson process:
observing discrete and infrequent events
in a continuous interval of time, length,
or space
X is the number of occurrences of
the event in the interval of s units
k = s, = rates of occurrence per
units
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Poisson Distribution
Example
Average white blood-cell count of a
healthy person = 6000/mm3 of blood.
To detect white blood-cell deficiency, a
0.001 mm3 of blood is taken and the
number of white cells X is counted.
How many white cells are expected in a
healthy person?
If at most 2 cells are found, is there
evidence of white blood-cell deficiency?
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Poisson Distribution
Example
Solution
unit = mm3 s = 0.001
= 6000 s = (6000)(0.001)
=6
BINOMDIST(number_s,trials,probability_
s,cumulative)
Returns the individual term binomial distribution
probability.
Number_s : the number of successes in trials.
Trials : the number of independent trials.
Probability_s : the probability of success on
each trial.
Cumulative : a logical value. TRUE for the
cumulative distribution function, FALSE for the
probability density/mass function.
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Worksheet Functions
BINOMIAL DISTRIBUTION
Example
The flip of a coin can only result in heads or
tails. The probability of the first flip being
heads is 0.5, and the probability of exactly 6 of
10 flips being heads is:
BINOMDIST(6,10,0.5,FALSE) equals 0.205078
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Worksheet Functions
BINOMIAL DISTRIBUTION
Remarks
Number_s and trials are truncated to integers.
If number_s, trials, or probability_s is
nonnumeric, BINOMDIST returns the
#VALUE! error value.
If number_s < 0 or number_s > trials,
BINOMDIST returns the #NUM! error value.
If probability_s < 0 or probability_s > 1,
BINOMDIST returns the #NUM! error value.
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Worksheet Functions
COMBINATION
COMBIN(number,number_chosen)
Returns the number of combinations for a given
number of items.
Number is the number of items.
Number_chosen is the number of items in each
combination.
Example
Suppose you want to form a two-person team
from eight candidates, and you want to know
how many possible teams can be formed.
COMBIN(8, 2) equals 28 teams.
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Worksheet Functions
COMBINATION
Remarks
Numeric arguments are truncated to integers.
If either argument is nonnumeric, COMBIN
returns the #NAME? error value.
If number < 0, number_chosen < 0, or number <
number_chosen, COMBIN returns the #NUM!
error value.
A combination is any set or subset of items,
regardless of their internal order. Combinations
are distinct from permutations, for which the
internal order is significant.
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Worksheet Functions
HYPERGEOMETRIC DISTRIBUTION
HYPGEOMDIST(sample_s,
number_sample, population_s,
number_population)
Returns the hypergeometric distribution.
HYPGEOMDIST returns the probability of a given
number of sample successes, given the sample
size, population successes, and population size.
Sample_s: the number of successes in the
sample.
Number_sample: the size of the sample.
Population_s: the number of successes in the
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Worksheet Functions
HYPERGEOMETRIC DISTRIBUTION
Example
A sampler of chocolates contains 20 pieces.
Eight pieces are caramels, and the remaining 12
are nuts. If a person selects 4 pieces at
random, the following function returns the
probability that exactly 1 piece is a caramel:
HYPGEOMDIST(1,4,8,20) equals 0.363261
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Worksheet Functions
HYPERGEOMETRIC DISTRIBUTION
Remarks
All arguments are truncated to integers.
If any argument is nonnumeric, HYPGEOMDIST
returns the #VALUE! error value.
If sample_s < 0 or sample_s is greater than the
lesser of number_sample or population_s,
HYPGEOMDIST returns the #NUM! error
value.
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Worksheet Functions
HYPERGEOMETRIC DISTRIBUTION
If sample_s is less than the larger of 0 or
(number_sample - number_population +
population_s), HYPGEOMDIST returns the
#NUM! error value.
If number_sample < 0 or number_sample >
number_population, HYPGEOMDIST returns
the #NUM! error value.
If population_s < 0 or population_s >
number_population, HYPGEOMDIST returns
the #NUM! error value.
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Worksheet Functions
HYPERGEOMETRIC DISTRIBUTION
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Worksheet Functions
POISSON DISTRIBUTION
POISSON(x,mean,cumulative)
Returns the Poisson distribution.
X is the number of events.
Mean is the expected numeric value.
Cumulative is a logical value. TRUE for
cumulative Poisson probability and FALSE for
probability density/mass function
Examples
POISSON(2,5,FALSE) equals 0.084224
POISSON(2,5,TRUE) equals 0.124652
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Worksheet Functions
POISSON DISTRIBUTION
Remarks
If x is not an integer, it is truncated.
If x or mean is nonnumeric, POISSON returns
the #VALUE! error value.
If x 0, POISSON returns the #NUM! error
value.
If mean 0, POISSON returns the #NUM!
error value.
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Continue to Probability2
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