Geoscience Reference
In-Depth Information
Box 2.2: Probability Generating Function and Moments
If X is a discrete random variable with probability distribution P ( X
¼
k )
¼
p k
( k
¼
0,
1,
2,
...
),
then
its
probability
generating
function
is:
h
i
d k
p 2 x 2
1
k!
1
k!
g ðÞ 0
gs
ðÞ ¼
p 0 þ
p 1 x
þ
þ ...
with p k ¼
ds k gs
ðÞ
¼
ðÞ
0
r ¼ k ¼0 p k ¼
g ( r ) (1). For the mean and
The r -th moment of X satisfies:
μ
[ g 0 (1)] 2 .
Suppose that X and Y are two independent discrete random variables with
probability distributions P ( X
g 0 (1);
2 ( X )
g 00 (1) + g 0 (1)
variance ( cf .Feller 1968 ,p.360): E ( X )
¼
˃
¼
¼
k )
¼
p k ; P (Y
¼
k )
¼
q k ( k
¼
0, 1, 2,
...
), then
the probability distribution of their sum Z
¼
X + Y satisfies: g z ( s )
¼
g x ( s )
g y ( s ).
2.2.3 Binomial and Poisson Distributions
Suppose the outcome of an experiment, like observing presence or absence of
a rock type at a point, is either Yes or No. Presence or absence can be denoted as
1 or 0. The experiment is called a Bernoulli trial. If X is a Bernoulli variable with
P ( X
p )+ ps.
The binomial distribution results from n successive Bernoulli trials. Repeated
application of the Bernoulli distribution's generating function gives the generating
function:
¼
0)
¼
1
p , P ( X
¼
1)
¼
p,
its generating function is: g ( s )
¼
(1
n
gs
ðÞ ¼
½
ð
1
p
Þþ
ps
It follows that the mean and variance of a binomial variable are E ( X )
¼
np
2
and
p ).
For n Bernoulli trials, there are ( n + 1) possible outcomes: n, (n
˃
¼
np (1
,2,1,0.
The ( n + 1) probabilities for these outcomes are given by the successive terms of the
series obtained by expanding the expression ( p + q ) n . The probability that the
outcome is exactly k Yesses in n trials satisfies:
1),
...
!
p k q nk where
¼
P X
n
n
!
n
k
n
k
X i ¼
k
¼
k
!
ð
n
k
Þ!
i
¼1
This is the binomial frequency distribution. Petrographic modal analysis
(Chayes 1956 ) provides an example of application of the binomial frequency distri-
bution. Suppose that 12 % by volume of a rock consists of a given mineral A.
The method of point-counting applied to a thin section under the microscope consists
of how many times a mineral is observed to occur at points that together form a
regular square grid. Suppose that 100 points are counted. From p
¼
0.12 and n
¼
100
it follows that q
¼
μ ¼
np
¼
0.88, and for mean and standard deviation:
12 and
˃ ¼ ( npq ) 0.5
¼3.25.
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