About random variable and Binomial distribution

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Discussion Overview

The discussion revolves around the definition and implications of assigning values to success and failure in the context of Bernoulli trials and the Binomial distribution. Participants explore how different assignments of values to these outcomes affect the expectation and variance of the random variable.

Discussion Character

  • Exploratory
  • Technical explanation
  • Conceptual clarification
  • Debate/contested

Main Points Raised

  • One participant questions the conventional assignment of success as x_s=1 and failure as x_f=0, suggesting that other assignments could be valid, such as x_s=1 and x_f=-1 or x_s=0 and x_f=1.
  • Another participant agrees that changing the values assigned to success and failure is mathematically valid but emphasizes that it complicates the application of the Binomial distribution.
  • A participant points out that if x_s=1 and x_f=-1, the expectation value becomes 2p - 1, which does not align with the conventional expectation of p.
  • It is noted that the standard Bernoulli variable can represent any combination of outcomes, and an affine transformation can be used to calculate mean and variance.
  • One participant draws an analogy to changing the range of values on a die and how that affects the average, suggesting a general understanding of how variable assignments impact statistical measures.
  • A question is raised about the significance of the factor (x_s-x_f)^2 in the variance formula and whether there are practical applications where x_s is not equal to 0 and x_f is not equal to 1.

Areas of Agreement / Disagreement

Participants express differing views on the implications of changing the assignments of success and failure, with some agreeing on the mathematical validity of alternative assignments while others emphasize the complications that arise in practical applications. The discussion remains unresolved regarding the significance of the variance factor and the practical applications of non-standard assignments.

Contextual Notes

The discussion highlights limitations in the assumptions regarding the assignments of values to outcomes, as well as the dependence on conventional definitions in statistical applications. There is an acknowledgment that changing these assignments leads to different expectation and variance values, but the implications of these changes are not fully explored.

KFC
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Hi there,
As many texts' discussion, we usually use a variable x for any value randomly picked. For a Bernoulli trials, i.e. each random variable x can either be successful or fail. If the probability of success if p and that of failure is q=1-p, then the expectation value of x would be

[tex]\langle x\rangle = x_s p + x_f(1-p)[/tex]

where [tex]x_s[/tex] is the value of success while [tex]x_f[/tex] is the value of failure.

In many texts, it takes [tex]x_s=1[/tex] and [tex]x_f=0[/tex]. Hence,

[tex]\langle x\rangle = x_s p + x_f(1-p) = p[/tex]

I wonder why and from what point shall we define success and failure as [tex]x_s=1[/tex] and [tex]x_f=0[/tex]? Why I can't say [tex]x_s=1[/tex] and [tex]x_f=-1[/tex] OR
[tex]x_s=0[/tex] and [tex]x_f=1[/tex]? But it we change the valus of [tex]x_s[/tex] and [tex]x_f[/tex], [tex]\langle x\rangle[/tex] will definitely be changed!?
 
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What you are suggesting is perfectly valid. Using 1 for success and 0 for failure is a convention to keep things simple. Changing to other values doesn't affect the ideas, only the arithmetic.
 
mathman said:
What you are suggesting is perfectly valid. Using 1 for success and 0 for failure is a convention to keep things simple. Changing to other values doesn't affect the ideas, only the arithmetic.

Thanks. But how? It is known that [tex]\langle x\rangle = p[/tex], but if we assume for example [tex]x_s=1[/tex] and [tex]x_f=-1[/tex], then

[tex]\langle x\rangle = x_s p + x_f(1-p) = p - (1-p) = 2p - 1[/tex]

which is not consistent with [tex]\langle x\rangle = p[/tex]
 
KFC said:
Thanks. But how? It is known that [tex]\langle x\rangle = p[/tex], but if we assume for example [tex]x_s=1[/tex] and [tex]x_f=-1[/tex], then

[tex]\langle x\rangle = x_s p + x_f(1-p) = p - (1-p) = 2p - 1[/tex]

which is not consistent with [tex]\langle x\rangle = p[/tex]

You get [tex]\langle x \rangle = p[/tex] because of the current assignment of 1 and 0 to success and failure. Had the assignments been made some other way originally the expectation would be some other value.

The assignment isn't really arbitrary: in applications binomial rvs are used to count (record) the total number of successes that occur. Assigning -1 to indicate the occurrence of a failure works mathematically but it makes the application more difficult to deal with.
 
The standard Bernoulli variable is sufficiently general to represent any other combination of outcomes, e.g.

[tex]X = x_f + (x_s-x_f)B[/tex]

where B is Bernoulli. As an affine function it's easy enough to calculate the mean and variance.
 
Thanks guys. All right, I get some points here, if we change the random variable, the average will change, just like we use a dice with 6 different values but ranged from 5 to 11, the average,of course, will be different from that ranged from 1 to 6. Is my logic right?

Now let consider a more general question on variance, it is easy to get a general expression in terms of [tex]x_s[/tex] and [tex]x_f[/tex] as follows

[tex]VARIANCE[X] = (x_s-x_f)^2pq[/tex]

I understand that if we change the assignment of [tex]x_s[/tex] and [tex]x_f[/tex], the VARIANCE will also changed by a factor [tex](x_s-x_f)^2[/tex], but what's the significance of this factor [tex](x_s-x_f)^2[/tex].Or I change my question to: any practical application in which[tex]x_s\neq 0[/tex] and [tex]x_f\neq 1[/tex]?

statdad said:
You get [tex]\langle x \rangle = p[/tex] because of the current assignment of 1 and 0 to success and failure. Had the assignments been made some other way originally the expectation would be some other value.

The assignment isn't really arbitrary: in applications binomial rvs are used to count (record) the total number of successes that occur. Assigning -1 to indicate the occurrence of a failure works mathematically but it makes the application more difficult to deal with.
 

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