Inference and Probability
Table of contents
Inference
Inference is the part of statistics that make inference about features from a sample to a population.
A population is the whole group you are interested in, and its size doesn’t matter! Descriptive statistics that are applied to populations, for example, the mean or standard deviation, are called parameters and they represent the whole population.
However, in most cases, we cannot use the population, but we are allowed to sample from the population. The properties of the sample are called statistics. Because we won’t have the same sample all the time, there is an error and a variability included in every sampling. Therefore we don’t expect our sample to be the same and represent perfectly our population.
Probability
Probability is a measure of how likely some event is to occur. It’s a number between 0 (impossible) and 1 (certain).
Example: How likely is to flip a fair coin and get heads? The two possible outcomes are Heads and Tails, and our desired outcome is head. By flipping only one fair coin there is a probability of $1/2$ of getting head. What if we flip it two times? What if we keep flipping this coin forever?
A distribution is a mathematical function that can be thought of as providing the probability of occurrence of different possible outcomes in an experiment. For each value on our study, there is a probability associated with it. An easy way to visualise it is making a histogram or a density plot.
par(mfrow = c(2,2))
hist(data$Age_death, col = "skyblue", freq = F, las = 1, main = 'Age of death')
hist(data$Brain_ph, col = "orange", freq = F, las = 1, main = 'Brain pH')
hist(data$Therapy_Fluphenazine, col = "lightpink", freq = F, las = 1, main = 'Fluphenazine (mg)')
hist(data$Age_onset, col = "gray25", freq = F, las = 1, main = 'Age on diagnosis')
par(mfrow = c(1,1))
Another way to plot the density function of a variable is to use the function density().
par(mfrow = c(2,2))
hist(data$Age_death, col = "skyblue",
freq = F, las = 1,
main = 'Age of death')
lines(density(data$Age_death)$x,
density(data$Age_death)$y,
col = "blue")
hist(data$Brain_ph, col = "orange",
freq = F, las = 1,
main = 'Brain pH')
lines(density(data$Brain_ph)$x,
density(data$Brain_ph)$y,
col = "yellow")
hist(data$Therapy_Fluphenazine,
col = "lightpink", freq = F,
las = 1, main = 'Fluphenazine (mg)')
lines(density(data$Therapy_Fluphenazine, na.rm = T)$x, density(data$Therapy_Fluphenazine, na.rm = T)$y, col = "red")
hist(data$Age_onset, col = "gray25",
freq = F, las = 1,
main = 'Age on diagnosis')
lines(density(data$Age_onset, na.rm = T)$x,
density(data$Age_onset, na.rm = T)$y,
col = "gray25")
par(mfrow = c(1,1))
There is an infinity of distributions, some are very well known, and we will briefly talk about them.
Each distribution has its own characteristics, that gives its shape and form. For example, to describe a Normal distribution, we need the mean and variance. Distributions are divided into Discrete and Continuous, based on the values of the random variable.
Discrete Distributions
If a variable can assume just integers numbers, or it’s counting than its distribution is discrete. Some examples of discrete distributions are: Discrete Uniform, Poisson, Bernoulli, Binomial etc.
They can be simulated on R using the functions: runif(), rbinom(), rnbinom(), rpois().
- Uniform: All the values inside this distribution have the same probability to happen. Notation: $X\sim U(a,b)$, $a\leqslant b$.
seq(0, 10) %>% dunif(.,min = 0, max = 10) %>%
plot(., type = "p",
las = 1,
col = "red",
pch = 20,
main = "Uniform X ~ U(0,10)",
xlab = "X values",
ylab ="Probability")
-
Bernoulli: This is an outcome of one yes/no experiment. Notation: $X\sim Bernoulli(p)$.
-
Binomial: This is conventionally interpreted as the number of successes in n Bernoulli experiments. Notation: $X\sim Bin(n,p)$.
rbinom( n=3, size = 100, prob = 0.5)
seq(0, 100) %>% dbinom(.,100,0.2) %>%
plot(., type = "p",
col = "violetred",
pch = 20,
main = "Binomial",
xlab = "X values",
ylab ="Probability",
xlim = c(0,100),
ylim = c(0,0.12), axes = F )
seq(0, 100) %>% dbinom(.,100,0.5) %>%
lines(., type = "p",col = "springgreen", pch =16)
seq(0, 100) %>% dbinom(.,100,0.8) %>%
lines(., type = "p",col = "steelblue", pch =18)
legend("topright", c("X ~ Bin(100,0.2)",
"X ~ Bin(100,0.5)",
"X ~ Bin(100,0.8)"),
lwd = c(2,2,2), col = c("violetred",
"springgreen",
"steelblue"),
bty="n" )
axis(1, las = 2)
axis(2, las = 2)
- Negative Binomial: This is conventionally interpreted as the number of successes in a sequence of independent and identically distributed Bernoulli trials before a specified (non-random) number of failures (denoted r) occurs. Notation: $X\sim NegBin(p,r)$.
rnbinom(n = 3, size = 100, prob = 0.5)
seq(0, 300) %>% dnbinom(.,100,0.4) %>%
plot(.,
type ="p",col = "violetred", pch =20,
main = "Negative Binomial", xlab = "X values",
ylab ="Probability", xlim = c(0,300), ylim = c(0,0.05), axes = F)
seq(0, 300) %>% dnbinom(.,100,0.5) %>%
lines(., type = "p",col = "springgreen", pch = 16)
seq(0, 300) %>% dnbinom(.,100,0.6) %>%
lines(., type = "p",col = "steelblue", pch = 18)
legend("topright", c("X ~ NegBin(100,0.4)",
"X ~ NegBin(100,0.5)",
"X ~ NegBin(100,0.6)"),
lwd = c(2,2,2), col = c("violetred", "springgreen", "steelblue"), bty="n" )
axis (1, las = 1)
axis (2, las = 2)
- Poisson: Expresses the probability of a given number of events occurring in a fixed interval of time and/or space if these events occur with a known average rate and independently of the time since the last event. Notation: $X\sim P(\lambda)$.
rpois(n = 3, lambda = 3)
seq(0, 100) %>% dpois(.,1) %>%
plot(.,
type = "p",
col = "violetred",
pch = 20,
main = "Poisson",
xlab = "X values",
ylab = "Probability",
xlim = c(0,15),
ylim = c(0,0.5),
axes = F)
seq(0, 100) %>% dpois(.,2) %>%
lines(.,
type = "p",
col = "springgreen",
pch =16)
seq(0, 100) %>% dpois(.,5) %>%
lines(.,
type = "p",
col = "steelblue",
pch =18)
legend("topright",
c("X ~ P(1)", "X ~ P(2)", "X ~ P(5)"),
pch = c(20,16,18),
col = c("violetred", "springgreen", "steelblue"),
bty = "n")
axis (1, las = 1)
axis (2, las = 2)
Continuous Distributions
If a variable cannot assume just integers numbers than its distribution is continuous. A continuous distribution doesn’t have a probability associated to a certain point, but to a range. Some examples of continuous distributions are: Uniform, Gamma, Normal, Exponential etc.
They can be simulated on R using runif(), rexp(), rgamma(), rnorm().
- Uniform: All the intervals of the same length are equally probable. Notation: $X\sim U(a,b)$, $a\leqslant b$.
runif(n = 3, min = 1, max = 10)
seq(0, 1, length.out = 50) %>% dunif(.) %>%
plot(x = seq(0, 1, length.out = 50),
y = .,
col = "violetred",
type = "l",
lwd = 2,
las = 1,
main = "Uniform",
xlab = "X values",
ylab ="Density",
xlim = c(-1,5),
ylim = c(0,1),
xaxs = "i")
seq(0, 4, length.out = 50) %>% dunif(., min = 0, max = 4) %>%
lines(x = seq(0, 4, length.out = 50),
y = .,
col = "springgreen",
lwd = 2)
seq(1, 3, length.out = 50) %>% dunif(., min = 1, max = 3) %>%
lines(x = seq(1, 3, length.out = 50),
y = .,
col = "steelblue",
lwd = 2)
legend("topright",
c("X ~ U(0,1)", "X ~ U(0,4)", "X ~ U(1,3)"),
lwd = 2,
col = c("violetred", "springgreen", "steelblue"),
bty = "n")
- Exponential: It is often used to model the time elapsed between events. It also is independent of the last step. Notation: $X\sim Exp(\lambda)$.
rexp(n = 3, rate = 3)
seq(0, 100, length.out = 500) %>% dexp(., 3) %>%
plot(x = seq(0, 100, length.out = 500),
y = .,
col = "violetred",
type = "l",
lwd = 2,
las = 1,
main = "Exponencial",
xlab = "X values",
ylab ="Density",
xlim = c(0,8),
ylim = c(0,3),
xaxs = "i")
seq(0, 100, length.out = 500) %>% dexp(.,1) %>%
lines(x = seq(0, 100, length.out = 500),
y = .,
col = "springgreen",
lwd = 2)
seq(0, 100, length.out = 500) %>% dexp(.,0.5) %>%
lines(x = seq(0, 100, length.out = 500),
y = .,
col = "steelblue",
lwd = 2)
legend("topright",
c("X ~ Exp(0.5)", "X ~ Exp(1.0)", "X ~ Exp(3.0)"),
col = c("steelblue", "springgreen", "violetred"),
lwd = 2,
bty = "n")
- Gamma: Gamma is used to model time to death or failure. Notation: $X\sim G(\alpha,\beta)$, $\alpha,\beta > 0$.
rgamma(n = 3, shape = 3, scale = 3)
seq(0, 100, length.out = 500) %>% dgamma(.,10,2) %>%
plot(x = seq(0, 100, length.out = 500),
y = .,
col = "violetred",
lwd = 2,
las = 1,
type = "l",
main = "Gamma",
xlab = "X values",
ylab ="Density",
xlim = c(0,20),
ylim = c(0,0.8),
xaxs = "i")
seq(0, 100, length.out = 500) %>% dgamma(.,1.5,1) %>%
lines(x = seq(0, 100, length.out = 500),
y = .,
col = "springgreen",
lwd = 2)
seq(0, 100, length.out = 500) %>% dgamma(.,5,3) %>%
lines(x = seq(0, 100, length.out = 500),
y = .,
col = "steelblue",
lwd = 2)
seq(0, 100, length.out = 500) %>% dgamma(.,8,1) %>%
lines(x = seq(0, 100, length.out = 500),
y = .,
col = "orange",
lwd = 2)
seq(0, 100, length.out = 500) %>% dgamma(.,2,0.4) %>%
lines(x = seq(0, 100, length.out = 500),
y = .,
col = "salmon",
lwd = 2)
legend("topright", c("X ~ G(10,2)",
"X ~ G(1,0.5)",
"X ~ G(5,3)",
"X ~ G(8,1)",
"X ~ G(2,0.4)"),
lwd = 2,
col = c("violetred", "springgreen", "steelblue", "orange", "salmon"),
bty = "n")
- Normal: It is one the most important distributions, mainly because of the central limit theorem, which states that averages of random variables independently drawn from independent distributions converge in distribution to the normal, that is, become normally distributed when the number of random variables is sufficiently large. The normal distribution is symmetric about its mean, the mean is the same as median and mode. Notation: $X\sim N(\mu,\sigma)$.
rnorm(n=3, mean = 0, sd = 1)
seq(-10, 10, length.out = 500) %>% dnorm(.) %>%
plot(x = seq(-10, 10, length.out = 500), y = .,
col = "violetred",
lwd = 2,
type = "l",
main = "Normal",
xlab = "X values",
ylab = "Density",
xlim = c(-10,10),
##ylim = c(0,1),
xaxs = "i")
seq(-10, 10, length.out = 500) %>% dnorm(.,2,2) %>%
lines(x = seq(-10, 10, length.out = 500),
y = .,
col = "springgreen",
lwd = 2)
seq(-10, 10, length.out = 500) %>% dnorm(.,0,4) %>%
lines(x = seq(-10, 10, length.out = 500),
y = .,
col = "steelblue",
lwd = 2)
legend("topright", c("X ~ N(0,1)",
"X ~ N(2,2)",
"X ~ N(0,4)"),
lwd = 2,
col = c("violetred", "springgreen", "steelblue"),
bty = "n")
