# STAT 134 (P2): Concepts of Probability (3 Units) # Spring 2013, UC Berkeley # # The binomial distribution: Demonstration of convergence to the Normal distribution, empirical distribution, law of large numbers, and convergence to the Poisson distribution # Author: Prof. Yun S. Song # Date : February 7, 2013 setwd("DIRECTORY_NAME") # Replace DIRECTORY_NAME with the directory on your computer that contains "binomial.R" source("binomial.R") # Loading the script # Central Limit Theorem; convergence to the Normal distribution plotBinDist(10,0.1) plotBinDist(20,0.1) plotBinDist(50,0.1,zoom=T) plotBinDist(100,0.1,zoom=T) plotBinDist(1000,0.1,zoom=T) # Slower convergence plotBinDist(10,0.01) plotBinDist(20,0.01) plotBinDist(50,0.01,zoom=T) plotBinDist(100,0.01,zoom=T) plotBinDist(1000,0.01,zoom=T) # Fluctuation / Empirical distribution sampleBin(50,0.1,1) sampleBin(50,0.1,10) sampleBin(50,0.1,100) sampleBin(50,0.1,1000) sampleBin(50,0.1,10000) sampleBin(50,0.1,100000) # Law of large numbers P(|#successes/n - p| < epsilon) # epsilon = 0.05 LLN(10,0.1,10000,0.05) LLN(100,0.1,10000,0.05) LLN(1000,0.1,10000,0.05 # epsilon = 0.01 LLN(10,0.1,10000,0.01) LLN(100,0.1,10000,0.01) LLN(1000,0.1,10000,0.01) LLN(10000,0.1,10000,0.01) LLN(20000,0.1,10000,0.01) # Convergence to the Poisson distribution plotBinDist(10,0.2,upper=10) plotBinDist(100,0.02,upper=10) plotBinDist(1000,0.002,upper=10) plotBinDist(10000,0.0002,upper=10) plotBinDist(100000,0.00002,upper=10)