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Galton board

The Galton board, also known as the Galton box or quincunx or bean machine, is a device invented by Sir Francis Galton[1] to demonstrate the central limit theorem, in particular that with sufficient sample size the binomial distribution approximates a normal distribution. Among its applications, it afforded insight into regression to the mean or "reversion to mediocrity".

Galton box
A Galton box demonstrated

Description

The Galton board consists of a vertical board with interleaved rows of pegs. Beads are dropped from the top and, when the device is level, bounce either left or right as they hit the pegs. Eventually they are collected into bins at the bottom, where the height of bead columns accumulated in the bins approximate a bell curve. Overlaying Pascal's triangle onto the pins shows the number of different paths that can be taken to get to each bin.[2]

Large-scale working models of this device created by Charles and Ray Eames can be seen in the Mathematica: A World of Numbers... and Beyond exhibits permanently on view at the Boston Museum of Science, the New York Hall of Science, or the Henry Ford Museum.[3] The Ford Museum machine was displayed at the IBM Pavilion during 1964-65 New York World's Fair, later appearing at Pacific Science Center in Seattle.[4][5] Another large-scale version is displayed in the lobby of Index Fund Advisors in Irvine, California.[6]

Boards can be constructed for other distributions by changing the shape of the pins or biasing them towards one direction, and even bimodal boards are possible.[7] A board for the log-normal distribution (common in many natural processes, particularly biological ones), which uses isosceles triangles of varying widths to 'multiply' the distance the bead travels instead of fixed sizes steps which would 'sum', was constructed by Jacobus Kapteyn while studying and popularizing the statistics of the log-normal in order to help visualize it & demonstrate its plausibility.[8] As of 1963, it was preserved in the University of Groningen.[9] An improved log-normal machine, using skewed triangles, which avoids shifting the median of the beads to the left.[10]

Distribution of the beads

If a bead bounces to the right k times on its way down (and to the left on the remaining pegs) it ends up in the kth bin counting from the left. Denoting the number of rows of pegs in a Galton Board by n, the number of paths to the kth bin on the bottom is given by the binomial coefficient  . Note that the leftmost bin is the 0-bin, next to it is the 1-bin, etc. and the furthest one to the right is the n-bin - making thus the total number of bins equal to n+1 (each row does not need to have more pegs than the number that identifies the row itself, e.g. the first row has 1 peg, the second 2 pegs, until the n-th row that has n pegs which correspond to the n+1 bins). If the probability of bouncing right on a peg is p (which equals 0.5 on an unbiased level machine) the probability that the ball ends up in the kth bin equals  . This is the probability mass function of a binomial distribution. The number of rows correspond to the size of a binomial distribution in number of trials, while the probability p of each pin is the binomial's p.

According to the central limit theorem (more specifically, the de Moivre–Laplace theorem), the binomial distribution approximates the normal distribution provided that the number of rows and the number of balls are both large. Varying the rows will result in different standard deviations or widths of the bell-shaped curve or the normal distribution in the bins.

Another interpretation more accurate from the physical view is given by the Entropy: since the energy that is carried by every falling bead is finite, so even that on any tip their collision are chaotic because the derivative is undefined (there is no way to previously figure out for which side is going to fall), the mean and variance of each bean is restricted to be finite (they will never bound out of the box), so the Gaussian shape arises because it is the maximum entropy probability distribution for a continuous process with defined mean and variance. So, the rise of the normal distribution could be interpreted as that all possible information carried by each bean related to which path it has travel have been already completely lost through their downhill collisions.

Examples

History

Sir Francis Galton was fascinated with the order of the bell curve that emerges from the apparent chaos of beads bouncing off of pegs in the Galton Board. He eloquently described this relationship in his book Natural Inheritance (1889):

Order in Apparent Chaos: I know of scarcely anything so apt to impress the imagination as the wonderful form of cosmic order expressed by the Law of Frequency of Error. The law would have been personified by the Greeks and deified, if they had known of it. It reigns with serenity and in complete self-effacement amidst the wildest confusion. The huger the mob, and the greater the apparent anarchy, the more perfect is its sway. It is the supreme law of Unreason. Whenever a large sample of chaotic elements are taken in hand and marshalled in the order of their magnitude, an unsuspected and most beautiful form of regularity proves to have been latent all along.[1]: 66 

Games

Several games have been developed utilizing the idea of pins changing the route of balls or other objects:

References

  1. ^ a b Galton, Sir Francis (1894). Natural Inheritance. Macmillan. ISBN 978-1297895982
  2. ^ "The Galton Board". www.galtonboard.com. Four Pines Publishing, Inc. Retrieved 2018-03-06.
  3. ^ "Henry Ford museum acquires Eames' Mathematica exhibit". Auction Central News. LiveAuctioneers. 20 March 2015. Retrieved 2018-03-06.
  4. ^ "Pavilions & Attractions - IBM - Page Six". New York World's Fair. Retrieved 22 December 2011.
  5. ^ "Mathematica Exhibition from the Office of Charles and Ray Eames Opens inside Henry Ford Museum of American Innovation, Sept. 23" (press release). Henry Ford Museum of American Innovation. September 21, 2017.
  6. ^ Archived at Ghostarchive and the : "IFA.tv - From Chaos to Order on the Galton Board -- A Random Walker". YouTube. 23 December 2009. Retrieved 2018-03-06.
  7. ^ Brehmer et al 2018, "Mining gold from implicit models to improve likelihood-free inference": "Simulator Mining Example"
  8. ^ Kapteyn 1903, Skew frequency curves in biology and statistics v1; Kapteyn & van Uven 1916, Skew frequency curves in biology and statistics v2
  9. ^ Aitchison & Brown 1963, The Lognormal Distribution, with Special Reference to its Uses in Economics 2019-08-02 at the Wayback Machine
  10. ^ Limpert et al 2001, "Log-normal Distributions across the Sciences: Keys and Clues"

External links

  • Galton Board informational website with resource links
  • An 8-foot-tall (2.4 m) Sir Francis: the Probability Machine - From Chaos to Order - Randomness in Stock Prices from Index Fund Advisors IFA.com
  • Quincunx and its relationship to normal distribution from Math Is Fun
  • A multi-stage bean machine simulation (JS)
  • Pascal's Marble Run: a deterministic Galton board
  • Log-normal Galton board (animation)
  • A music video featuring a Galton board by Carl McTague

galton, board, also, known, galton, quincunx, bean, machine, device, invented, francis, galton, demonstrate, central, limit, theorem, particular, that, with, sufficient, sample, size, binomial, distribution, approximates, normal, distribution, among, applicati. The Galton board also known as the Galton box or quincunx or bean machine is a device invented by Sir Francis Galton 1 to demonstrate the central limit theorem in particular that with sufficient sample size the binomial distribution approximates a normal distribution Among its applications it afforded insight into regression to the mean or reversion to mediocrity Galton box source source source source source source source source source source source source source source source source A Galton box demonstrated Contents 1 Description 2 Distribution of the beads 3 Examples 4 History 5 Games 6 References 7 External linksDescription EditThe Galton board consists of a vertical board with interleaved rows of pegs Beads are dropped from the top and when the device is level bounce either left or right as they hit the pegs Eventually they are collected into bins at the bottom where the height of bead columns accumulated in the bins approximate a bell curve Overlaying Pascal s triangle onto the pins shows the number of different paths that can be taken to get to each bin 2 Large scale working models of this device created by Charles and Ray Eames can be seen in the Mathematica A World of Numbers and Beyond exhibits permanently on view at the Boston Museum of Science the New York Hall of Science or the Henry Ford Museum 3 The Ford Museum machine was displayed at the IBM Pavilion during 1964 65 New York World s Fair later appearing at Pacific Science Center in Seattle 4 5 Another large scale version is displayed in the lobby of Index Fund Advisors in Irvine California 6 Boards can be constructed for other distributions by changing the shape of the pins or biasing them towards one direction and even bimodal boards are possible 7 A board for the log normal distribution common in many natural processes particularly biological ones which uses isosceles triangles of varying widths to multiply the distance the bead travels instead of fixed sizes steps which would sum was constructed by Jacobus Kapteyn while studying and popularizing the statistics of the log normal in order to help visualize it amp demonstrate its plausibility 8 As of 1963 it was preserved in the University of Groningen 9 An improved log normal machine using skewed triangles which avoids shifting the median of the beads to the left 10 Distribution of the beads EditIf a bead bounces to the right k times on its way down and to the left on the remaining pegs it ends up in the kth bin counting from the left Denoting the number of rows of pegs in a Galton Board by n the number of paths to the kth bin on the bottom is given by the binomial coefficient n k displaystyle n choose k Note that the leftmost bin is the 0 bin next to it is the 1 bin etc and the furthest one to the right is the n bin making thus the total number of bins equal to n 1 each row does not need to have more pegs than the number that identifies the row itself e g the first row has 1 peg the second 2 pegs until the n th row that has n pegs which correspond to the n 1 bins If the probability of bouncing right on a peg is p which equals 0 5 on an unbiased level machine the probability that the ball ends up in the kth bin equals n k p k 1 p n k displaystyle n choose k p k 1 p n k This is the probability mass function of a binomial distribution The number of rows correspond to the size of a binomial distribution in number of trials while the probability p of each pin is the binomial s p According to the central limit theorem more specifically the de Moivre Laplace theorem the binomial distribution approximates the normal distribution provided that the number of rows and the number of balls are both large Varying the rows will result in different standard deviations or widths of the bell shaped curve or the normal distribution in the bins Another interpretation more accurate from the physical view is given by the Entropy since the energy that is carried by every falling bead is finite so even that on any tip their collision are chaotic because the derivative is undefined there is no way to previously figure out for which side is going to fall the mean and variance of each bean is restricted to be finite they will never bound out of the box so the Gaussian shape arises because it is the maximum entropy probability distribution for a continuous process with defined mean and variance So the rise of the normal distribution could be interpreted as that all possible information carried by each bean related to which path it has travel have been already completely lost through their downhill collisions Examples Edit Galton Board 7 5 in by 4 5 in Before and after the spin A working replica of the machine following a slightly modified design The quincunx as drawn by Sir Francis GaltonHistory EditSir Francis Galton was fascinated with the order of the bell curve that emerges from the apparent chaos of beads bouncing off of pegs in the Galton Board He eloquently described this relationship in his book Natural Inheritance 1889 Order in Apparent Chaos I know of scarcely anything so apt to impress the imagination as the wonderful form of cosmic order expressed by the Law of Frequency of Error The law would have been personified by the Greeks and deified if they had known of it It reigns with serenity and in complete self effacement amidst the wildest confusion The huger the mob and the greater the apparent anarchy the more perfect is its sway It is the supreme law of Unreason Whenever a large sample of chaotic elements are taken in hand and marshalled in the order of their magnitude an unsuspected and most beautiful form of regularity proves to have been latent all along 1 66 Games EditSeveral games have been developed utilizing the idea of pins changing the route of balls or other objects Bagatelle Pachinko Payazzo Peggle Pinball Plinko The WallReferences Edit a b Galton Sir Francis 1894 Natural Inheritance Macmillan ISBN 978 1297895982 The Galton Board www galtonboard com Four Pines Publishing Inc Retrieved 2018 03 06 Henry Ford museum acquires Eames Mathematica exhibit Auction Central News LiveAuctioneers 20 March 2015 Retrieved 2018 03 06 Pavilions amp Attractions IBM Page Six New York World s Fair Retrieved 22 December 2011 Mathematica Exhibition from the Office of Charles and Ray Eames Opens inside Henry Ford Museum of American Innovation Sept 23 press release Henry Ford Museum of American Innovation September 21 2017 Archived at Ghostarchive and the Wayback Machine IFA tv From Chaos to Order on the Galton Board A Random Walker YouTube 23 December 2009 Retrieved 2018 03 06 Brehmer et al 2018 Mining gold from implicit models to improve likelihood free inference Simulator Mining Example Kapteyn 1903 Skew frequency curves in biology and statistics v1 Kapteyn amp van Uven 1916 Skew frequency curves in biology and statistics v2 Aitchison amp Brown 1963 The Lognormal Distribution with Special Reference to its Uses in Economics Archived 2019 08 02 at the Wayback Machine Limpert et al 2001 Log normal Distributions across the Sciences Keys and Clues External links Edit Wikimedia Commons has media related to Galton box Galton Board informational website with resource links An 8 foot tall 2 4 m Sir Francis the Probability Machine From Chaos to Order Randomness in Stock Prices from Index Fund Advisors IFA com Quincunx and its relationship to normal distribution from Math Is Fun A multi stage bean machine simulation JS Pascal s Marble Run a deterministic Galton board Log normal Galton board animation A music video featuring a Galton board by Carl McTague Retrieved from https en wikipedia org w index php title Galton board amp oldid 1122139965, wikipedia, wiki, book, books, library,

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