Inference of Random Value Distribution Formula
Watching Central Limit Theorem lecture (suddenly I enrolled Model Thinking class), I wished to generalize model of coin flipping and get common formula for distribution of random value described below.
So, let’s suppose we have N things to happen in 1 experiment and we are running K experiments. What is distribution of X – count of certain single result appearances?
As for me, the best way is to infer formula from simple example. Imagine, we have 3 balls in a box: “1”, “2”, “3”, next, our experiment looks like this: take a ball, write its number, put it back. Given 4 experiments what results can we have?
Let’s write simple script to model our experiment.
from itertools import product, groupby from operator import itemgetter c = ["".join(x) for x in product("123", repeat=4)] d = sorted([(x, x.count("1")) for x in c], key=itemgetter(1)) for x in d: print(x[0] + ": " + str(x[1]))
So, here are the results (combination itself and count of “1”):
2222: 0 2223: 0 2232: 0 2233: 0 ... 3333: 0 1222: 1 1223: 1 ... 1333: 1 2122: 1 2123: 1 ... 3331: 1 1122: 2 1123: 2 1132: 2 ... 3311: 2 1112: 3 1113: 3 1121: 3 ... 3111: 3 1111: 4
So, let’s start from 0 appearances. In this case combination can be composed from only 2 balls, that is (N-1), since third has no appearances. Ok, how much combinations we can compose from 2 balls taken 4 times? Right, 2^4 = 16.
Next, let’s consider case when certain ball appears only once. Here we have slightly more complex case: we still have 2 balls and 3 positions for them, but now we can also insert third ball in the combination – 1xxx, x1xx and so on. Accounting that, there are C(4,1) ways to do this insertion, that’s why final count of combinations is C(4,1)*2^3 = 32.
Now we have 2 appearances. This case is pretty similar to above one, but at the moment we have to pick 2 places for “1” and there are 2 places left for “2” and “3”. So, combinations count is C(4,2)*2^2 = 24.
Next case, with 3 appearances of “1”, is again very similar to previous ones: we are picking 3 places for “1” and we have only one place for “2” or “3”. Combinations count is C(4,3)*2 = 8.
Last case is the simplest one – we can have 4 appearances of “1” in 4 experiments only once.
So, looking at our consideration, we can infer common formula: Q(x) = C(K,x)*(N-1)^(K-x).
Let’s test this formula with case from Central Limit Theorem lecture. So, we have a coin and 5 flips. Due to nature of process we are expecting normal distribution. Let’s verify that: Q(x) = C(5,x)*(2-1)^(5-x) = C(5,x).
So, our formula is correct, giving us next results:
Q(0) = C(5,0) = 1 Q(1) = C(5,1) = 5 Q(2) = C(5,2) = 10 Q(3) = C(5,3) = 10 Q(4) = C(5,4) = 5 Q(5) = C(5,5) = 1
P. S. Despite I like mathematics, I am not shielded from errors, so, if you’ve spotted any mistake here, please, tell me about that. Thanks!