Binomial distribution, drawing with replacement

Johanna Phillipp

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You want to study the probability of trash in a production process and for this purpose draw a representative sample of the produced parts. You estimate the unknown probability of trash and determine the corresponding 95% confidence interval. You repeat this procedure every month for five months, where each month you draw a new independent sample. Then, the probability that all five intervals cover the true unknown parameter is smaller than 95%. How large is this probability exactly? How likely is it, that at least four of the five confidence intervals cover the true unknown parameter?
 
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What's the probability that an individual interval actually includes the parameter?

You've got 5 identically distributed samples. Treat this as a binomial distribution.
 
BTW: Binomial distribution, drawing with replacement

This language is mostly unnecessary. Without replacement, you don't have a Binomial Distribution. The Binomial Distribution is from a series of Bernoulli Experiments with the SAME probabilities. Without replacement, the probabilities are NOT the same.
 
Thank you all for your help. I am very new to statistics and need a lot of time to understand the theory in order to be able to solve exercises. I don't get explanations from the professor, we just get our exercises we have to solve in the RStudio and that's it. We mainly use r codes and don't solve anything on paper using mathematical equations, etc. That's why I do not even know how to start with this one.
 
A Bernoulli experiment is an idealized experiment where there are exactly two possible outcomes (like heads or tails) frequently denoted as success or failure. Furthermore, the result of one experiment is independent of the result of any other experiment. Got the constraints?

Suppose we do the experiment n times. The Binomial Distribution tells us the probability of k successes and n - k failures.

Here is an example. Suppose we have a fair die, and we consider success to be rolling a 6. So the probability of success on a single experiment is 1/6, and the probability of failure is 5/6.

These are usually denoted p = 1/6 and q = 1 - p = 5/6. ...........................................[edited]

With me so far? Suppose we roll three times (n = 3).

What is the probability of zero success? Because the experiments are assumed to be independent, zero successes means three failures or (5/6)(5/6)(5/6) = 125/216.

What is the probability of exactly one success? It could happen on the first roll, the second roll, or the third roll. Those are mutually exclusive so we simply add probabilities to get

(1/6)(5/6)5/6) + (5/6)(1/6)(5/6) + (5/6)5/6)(1/6) = 3 * 25/216.

What is the probability of exactly two successes? We could have success on the first and second rolls, or the first and third, or the second and third. Again, those are mutually exclusive. So

(1/6)(1/6)(5/6) + (1/6)(5/6)(1/6) + (5/6)(1/6)(1/6) = 3 * 5/216.

What is the probability of exactly three successes?

(1/6)(1/6)(1/6) = 1/ 216.

Although it is not a formal proof, there is a reasonableness check. Because you must get 0, 1, 2, or 3 successes on three rolls, the probabilities should add to 1.

125/216 + 3(25/216) + 3(5/216) + 1/216 = (125 + 75 + 15 + 1)/216 = 216/216 = 1.

Did you follow that? The general formula ASSUMING THE CONDITIONS ARE MET is

[MATH]\text {Probability of exactly k successes in n trials} = \dbinom{n}{k} * p^k * q^{n-k)}[/MATH]
 
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Thank you JeffM, I understand the Bernoulli experiment now!
Current, Relevant News, an open letter:

Dear Mr. Elon Musk,

We hear that you have received 4 COVID tests on the same day under very similar circumstances. This almost sounds like four Bernoulli Experiments! You seem to be making a big deal out of the results, 2 Positive and 2 Negative. Let's do a little arithmetic around this test that is 90% accurate in detecting positive results.

6 * 0.9^2 + 0.1^2 = 0.0486

Thus, in considering the experiment you ran, one can expect to get 2 positive and 2 negative about 5% of the time if we run this experiment a very large number of times. Thus, your single outcome is really not very alarming . Sorry, but your claim that "Something extremely bogus is going on." is simply not supported by this evidence. There may be "Something extremely bogus ... going on," but this evidence doesn't expose it.

tkhunny

P.S. And this is one reason why we study mathematics and statistics, to protect ourselves from bogus claims in our sound-bite society.
P.P.S. And this answers the question, "When will I use this stuff in my real life?" Answer? You will need it when you need it and you will most likely not know when that is until it pops up.
 
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