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CS 485 Lecture 3 Scribes: Myle Ott, Alex Tsiatas Date: 1/26/07 1 1.1 Review of Probability (cont’d) Distributions Bernoulli: X ∼ Ber(p) S = {0, 1} P (X = 1) = p, P (X = 0) = 1 − p E(X) = 0 · (1 − p) + 1 · p = p var(Y ) = E(X 2 ) − (E(X))2 = p − p2 = p(1 − p) Binomial: Y ∼ Bin(n, p) S = {0, . . . , n} P (Y = k) = nk pk (1 − p)n−k P Y = ni=1 X ∼ Ber(p), independent) Pi (where XiP n E(Y ) = E( ni=1 X ) = i=1 Pn i PnE(Xi ) = np var(Y ) = var( i=1 Xi ) = i=1 var(Xi ) = np(1 − p) Poisson: Z ∼ P oiss(λ) 1 0 ... n→∞ p→0 np → λ; λ > 0 constant Bin(n, p) −→ P oiss(λ) S = 0, 1, . . . k P (Z = k) = λk! e−k 1 Why? Fix k: n k nk k λ λk −λ p (1 − p)n−k = n→∞ lim lim P (Z = k) = n→∞ lim P (Y = k) = n→∞ p (1 − )n = e k k! n k! p→0 p→0 p→0 np→λ np→λ np→λ E(Z) = limn→∞ np = λ var(Z) = limn→∞ np(1 − p) = λ Normal: W ∼ N (µ, σ 2 ) S=R Probability density function: f (x) = α(σ)e− (x−µ)2 2σ 2 Note: P (W ∈ (µ − 3σ, µ + 3σ)) > 0.99 Note: The normal distribution is continuous, whereas the other distributions are discrete. 2 Central Limit Theorem “any sum is normally distributed” If {Xi }ni=1 is independent and identically distributed* (i.i.d.) with expected value µ and variance σ 2 , then: n X Xi ∼ N (nµ, nσ 2 ) i=1 *meaning all Xi must come from the same type of distribution 3 Random Graphs (cont’d. . . ) (Back to G(n, p)) • Take the # of edges to be the random variable X 1 if edge e is present ∀ edges e, Ye = 0 otherwise Ye ∼ Ber(p) P X = e Ye ∼ Bin n+1 2 ,p 2 Note: a sum of entirely Bernoulli distributions is exactly a binomial distribution. If there are some non-Bernoulli distributions in the sum, then a normal distribution is a reasonable estimate of the true distribution. Q. A. expected # of edges p n+1 2 Q. P [randomly chosen G from G(n, p) has m edges] n+1 n+1 2 pm (1 − p)( 2 )−m m A. 3.1 Degree Distribution Let G(V, E) ∈ G(n, p). Xv : degree of vertex v Yv,w : edge between v and w is present ({v, w} ∈ E) Yv,w ∼P Ber(p) Xv = w∈V Yv,w ∼ Bin(n, p) Q. A. P [v has degree k] P [Xv = k] = nk pk (1 − p)(n−k) E(Xv ) = np var(Xv ) = np(1 − p) • vertex degree in G(n, nd ) Bin(n, nd ) −→ n→∞ P oiss(d) p(n)→0 np(n)→d E(Xv ) = d var(Xv ) = d Note: each vertex in G(n, 21 ) is ofdegree close to √ √ i.e. P Xv ∈ n2 − 23 n, n2 + 23 n ≥ 0.99 3 n 2.