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Algebra 2 Statistics and probability

Random processes and statistical experiments

20 practice questions 0 video lessons Theory + worked examples
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Theory

Random processes produce outcomes governed by chance, which we can simulate:
  • Estimate a probability by the long-run proportion.
  • The law of large numbers: proportions approach the true probability as trials grow.
  • Random assignment makes groups comparable in an experiment.
More trials give a proportion closer to the true probability.
Simulation converges As the number of trials grows, the simulated proportion approaches the true probability. 10 50 100 500 1000 50% % heads vs number of flips
The simulated proportion approaches \(50\%\).
Random processes Random processes Random processes simulation models chance events law of large numbers: long-run proportion β†’ probability random assignment enables experiments
Random processes and simulation.

Estimate a probability:

\[P(\text{event})\approx\dfrac{\text{successes}}{\text{trials}}\]
estimate probability as successes over trials
The estimate stabilizes as the number of trials grows.

How to simulate

  1. Model each trial with a random device.
  2. Run many trials.
  3. Record the proportion of successes.
  4. Use it to estimate the probability.
Example 1 β€” Simulate
How can you estimate the probability of heads by simulation?
Solution

Flip many times and take the proportion of heads.

\(\hat p\)\(=\)\(\dfrac{\text{heads}}{\text{flips}}\)
estimate by the proportion of heads over many flips
Example 2 β€” Law of large numbers
What happens to the proportion as trials increase?
Solution

It approaches the true probability.

\(\text{proportion}\)\(\to\)\(P(\text{heads})=0.5\)
the proportion approaches the true probability
Example 3 β€” Random assignment
Why randomly assign subjects to groups in an experiment?
Solution

Random assignment balances other factors, so differences can be attributed to the treatment.

random assignment lets differences be attributed to the treatment
Example 4 β€” Estimate from a trial
A spinner lands red \(18\) of \(60\) spins. Estimate \(P(\text{red})\).
Solution

Use the observed proportion.

\(P(\text{red})\)\(\approx\)\(\dfrac{18}{60}=0.3\)
about 0.3

Common pitfalls

Few trials give unstable estimates; use many.
Random assignment \(\neq\) random sampling β€” different purposes.
Short-run results vary even for a fair process.

Frequently asked questions

How do you estimate a probability by simulation?

Run many trials and take the proportion of successes.

What is the law of large numbers?

Long-run proportions approach the true probability.

What is random assignment?

Randomly placing subjects into groups so the groups are comparable.

Do short runs match the true probability?

Not necessarily β€” only long runs stabilize.