Sie sind auf Seite 1von 61

# Probability and probability

distribution
By: Letekirstos(MSc)
School of Public Health
College of Health Sciences
Mekelle University

## School of Public Health

Learning Objectives
At the end of this session, the student will be able
to:
Understand the concepts and characteristics of
probabilities and probability distributions
Compute probabilities of events and conditional
probabilities
Differentiate between the binomial and normal
distributions
Understand and apply the concepts the standard
normal distribution to solve heath problems

## School of Public Health

Probability
Chance of observing a particular outcome
Is the mathematical framework for describing uncertainty.
Is a numerical measure of the likelihood that a specific
event will occur.
Probability reflects the long-run relative frequency of the
outcome.

## The theory of probability provides the

foundation for statistical inference.
School of Public Health

12/13/16
3

## Why Probability in Health care?

Medicine is not exact science, physicians
seldom predict an outcome with absolute
certainty.
E.g. Formulate a diagnosis
Although no test result is absolutely accurate, it
does affect the probability of the presence or
absence of a disease. Sensitivity and specificity
Understanding of probability is fundamental for
quantifying the uncertainty that is inherent in
decision-making process.
Allows us to draw conclusions about a
population based on the information obtained
from
a ofsample.
School
Public Health

Basic properties of
probability

## Always expressed in number

The probability of an event is non-negative (P(E
(
i
) 0, i= 1,2,3,n).
The result is always b/n zero and one
The sum of the probabilities that an
event will occur and that it will not
occur is equal to 1; hence, P(A) = 1
P(A)

## Definitions of Key terms

A random experiment is a procedure whose
outcome in a particular performance or trial
cannot be predetermined
Equally likely outcomes
Are the outcomes that have the same chance of
occurring.

Mutually exclusive
Two events are said to be mutually exclusive if
they cannot occur simultaneously such that
A B =.
School of Public Health

12/13/16 12:53

Definitions
The universal Set or Sample space(S):
The set all possible outcomes.
The empty set (): a set contains no
elements.
The event (E) : is a set of outcomes in S
which has a certain characteristic. Events are
represented by uppercase letters such as A,
B, and C
School of Public Health

## Two views of Probability

1. Objective Probability--Classical and Relative

Classical Probability :

## If an event can occur in N mutually exclusive and equally

likely ways, and if m of these possess a trait, E, the
probability of the occurrence of event E is equal to m/ N .

m
P( E )
For Example: in the rolling of N
the die , each of the six
sides is equally likely to be observed . So, the probability
that a 4 will be observed is equal to 1/6.
S = {1, 2, 3, 4, 5, 6}.
Each is equally likely i.e. P(1)= 1/6, P(2)= 1/6. P(6)=
1/6

## School of Public Health

12/13/16 12:53

Cont
Another equally likely setting is
flipping of fair coin
Fig 1.1

## There are 2 possible outcomes in the set of

all possible outcomes {H, T}.
Pr(H) = 0.5
Pr(T) = 0.5
School of Public Health

## Relative Frequency Probability:

If some posses is repeated a large number of times,
n, and if some resulting event E occurs m times , the
relative frequency of occurrence of E , m/n will be
approximately equal to probability of E .
P(E) = m/n
If you toss a coin 100 times and head comes up 40
time.
P(H) = 40/100 = 0.4.
If we toss a coin 10,000 times and the head comes
up 5562.
P(H) = 0.5562.
Therefore, the longer the series and the longer sample size, the
closer the estimate to the true value.
School of Public Health

12/13/16 12:53

## In 1998, there were 2,500,000 registered live births; of

these, 200,000 were LBW infants.
The probability that a newborn is LBW is estimated by
Pr (LBW) = 200,000/2,500,000 = 0.08

2. Subjective Probability
Probability measures the confidence that a particular
individual has in the truth of a particular proposition.
For Example :
the probability that a cure for cancer will be discovered
within the next 10 years.
If someone says that am 95% certain that a cure for
AIDS will be discovered within 5 years.
Pr(discovery of cure for AIDS within 5 years) = 95% = 0.95

## School of Public Health

Rules of Probability
P(A U B)= P(A) + P(B) P (AB )
2- If A and B are mutually exclusive (disjoint) ,then
P (AB ) = 0
P(A U B)= P(A) + P(B) .
3- Complementary Rule
P(A' )= 1 P(A)
where, A' = complement event
School of Public Health

12/13/16 12:53

Rules
Example

12/13/16 12:53

Rules

questions:

## Suppose we pick a person at random from this sample.

1-The probability that this person will be 18-years old or
younger?
2-The probability that this person has family history of mood
orders Unipolar(C)?
3-The probability that this person has no family history of
mood orders unipolar
C ( )?
4-The probability that this person is 18-years old or younger
or has family history of mood orders Negative (A)?
5-The probability that this person is more than18-years old
and has family history of mood orders Unipolar and
Bipolar(D)?
School of Public Health

12/13/16 12:53

Solution:
1. P(E)=141/318
2. P(C)=85/318
3. P(C )= 1-P(C)=1-85/318
4. P(E U A)=P(E)+P(A)-P(E n A)
= (141/318) + (63/318) 28/318
5. P(L n D) = 60/318
School of Public Health

12/13/16 12:53

Conditional Probability
When probabilities are calculated with a subset of
the total group as the denominator, the result is a
conditional probability.
P(A\B) is the probability of A assuming that B has
happened and P(B/A) is the probability of B assuming
that A has happened.
P(A\B)=

, P(B) 0

P(B\A)=

, P(A) 0

## School of Public Health

Conditional Probability
Example :
suppose we pick a person at random and
find he is 18 years or younger (E),what is
the probability that this person will be one
who has no family history of mood
disorders (A)?

## School of Public Health

12/13/16 12:53

Conditional Probability..
Solution:

P(A\E)= P(AnE)/P(E)
P(AnE)=28/318,
P(E)=141/318
P(A\E)=28/318/141/318=

## School of Public Health

12/13/16 12:53

Exercise
suppose we pick a person at random
and find he has family history of
mood (D) what is the probability that
this person will be 18 years or
younger (E)?

## School of Public Health

12/13/16 12:53

Joint Probability
Sometimes we want to find the
probability that a subject picked at
random from a group of subjects
possesses two characteristics at the
same time.

## School of Public Health

12/13/16 12:53

Example:
what is the prob. that a person
picked at random from the 318
subjects will be early (E) and will be a
person who has no family history of
mood disorders (A)?
Solution:
P(E A)=28/318=.0881
School of Public Health

12/13/16 12:53

Multiplicative Rule:
A probability may be computed from
other probabilities.
For example, a joint probability may be
computed as the product of an
appropriate marginal probability and an
appropriate conditional probability.
This relationship is known as the
multiplication rule of probability.
School of Public Health

12/13/16 12:53

Cont..
P(AB)= P(A\B)P(B)
P(AB)= P(B\A)P(A)
Where,
P(A): marginal probability of A.
P(B): marginal probability of B.
P(B\A):The conditional
probability.

## School of Public Health

12/13/16 12:53

Given two events A and B, the prob.
That event A, or event B, or both
occurs is equal to the prob. That event
A occurs, plus the prob. That event B
occurs, minus the prob. that the
events occur simultaneous
P(A U B) = P(A) + P(B) P(A
B)
School of Public Health

12/13/16 12:53

Exercise:
If we selected a person randomly
from the 318 subjects. What is the
prob. that this person will be an early
age of onset subject (E) or will have
no family history of mood disorders
(A) or both?

## School of Public Health

12/13/16 12:53

Independent Events:
If A has no effect on B, we said that
A,B are independent events.
Then,
1- P(AB)= P(B)P(A)
2- P(A\B)=P(A)
3- P(B\A)=P(B)

## School of Public Health

12/13/16 12:53

Example
In a certain high school class consisting of 60 girls
and 40 boys, it is observed that 24 girls and 16 boys
wear eye glasses . If a student is picked at random
from this class ,
the probability that the student wears eyeglasses ,
P(E), is 40/100 or 0.4 .

## a) What is the probability that a student picked at

random wears eye glasses given that the student is
a boy?
b) What is the probability of the joint occurrence of the
events of wearing eye glasses and being a boy?
School of Public Health

12/13/16 12:53

Solution:
a) using the formula:

p ( E B) 16 /100
p( E / B)

0.4
p( B)
40 /100
b) E and B are independent events:

p ( E B ) P ( B ).P ( E / B ) p ( B ) p ( E )
40
40
( )*( )
100 100
School of Public Health

12/13/16 12:53

Complementary Events:

Example :
Suppose that of 1200 admission to a
general hospital during a certain period
of time,750 are private admissions. If we
designate these as a set A, then compute
P(A) , P().
School of Public Health

## Probability Distributions for

Discrete Random Variables

## School of Public Health

12/13/16 12:53

Definition:
The probability distribution of a discrete
random variable is a table, graph, formula,
or other device used to specify all possible
values of a discrete random variable along
with their respective probabilities.
The Cumulative Probability
Distribution of X, F(x):
It shows the probability that the variable X is
less than or equal to a certain value, P(X x).
School of Public Health

12/13/16 12:53

Example

## School of Public Health

Cont.
Number of frequency
Programs
1
2
3
4
5
6
7
8
12/13/16 12:53
Total

62
47
39
39
58
37
4
11
297

P(X=x)
0.2088
0.1582
0.1313
0.1313
0.1953
0.1246
0.0135
0.0370
1.0000

=F(x)
P(X x)
0.2088
0.3670
0.4983
0.6296
0.8249
0.9495
0.9630
1.0000

Properties of probability
distribution of discrete random
variable.
0 P (X x ) 1
1. P (X x ) 1
2.

12/13/16 12:53

12/13/16 12:53

## The Bernoulli Process

A sequence of Bernoulli trials forms a Bernoulli
process under the following conditions

## 1- Each trial results in one of two possible, mutually

exclusive, outcomes. One of the possible
outcomes is denoted (arbitrarily) as a success, and
the other is denoted a failure.
2- The probability of a success, denoted by p,
remains constant from trial to trial. The probability
of a failure, 1-p, is denoted by q.
3- The trials are independent, that is the outcome of
any particular trial is not affected by the outcome
of any other trial
School of Public Health

12/13/16 12:53

## The probability distribution of the binomial

random variable X, the number of
successes in n independent trials is:
n
f (x ) P (X x ) p X q n X
, x 0,1, 2,...., n
x
the number of
Where n
is

combinations
of n distinct objects taken x
x
of them at a time.
n
n!

x !( n x )!
x

x ! x (x 1)(x 2)....(1)

Note: 0! =1
School of Public Health

12/13/16 12:53

distribution
1. f ( x ) 0
2.

(x ) 1

## 3.The parameters of the binomial

distribution are n and p
4.

E ( X ) np

5.

var(X ) np (1 p )
2

## School of Public Health

12/13/16 12:53

Example-1
If we examine all birth records from the
Ayder University Hospital for Health
statistics for year 2007, we find that 85.8
percent of the pregnancies had delivery in
week 37 or later (full- term birth).
If we randomly selected five birth records
from this population what is the probability
that exactly three of the records will be for
full-term births?
School of Public Health

12/13/16 12:53

Exercise
Suppose it is known that in a certain
population 10 percent of the population is
color blind. If a random sample of 25
people is drawn from this population, find
the probability that
a) Five or fewer will be color blind.
b) Six or more will be color blind
c) Between six and nine inclusive will be
color blind.
d) Two, three, or four will be color blind.
School of Public Health

12/13/16 12:53

The Poisson
Distribution
If the random variable X is the number of
occurrences of some random event in a certain
period of time or space (or some volume of matter).
The probability distribution of X is given by:

f (x) =P(X=x) =

, x = 0,1,..

Where:
x!
- The symbol e is the constant equal to 2.7183.
(Lambda) is called the parameter of the
distribution and is the average number of occurrences
of the random event in the interval (or volume)

distribution
1. f (x ) 0
2. f (x ) 1
3. E (X )
2
4. var(X )

## School of Public Health

12/13/16 12:53

Continuous Probability
Distributions

## School of Public Health

12/13/16 12:53

Properties of CPD
continuous variable is one that can
assume any value within a specified
interval of values assumed by the
variable.
1- Area under the curve = 1.
2- P(X = a) = 0, where a is a constant.
3- Area between two points a , b =
P(a<x<b) .
School of Public Health

The normal
distribution:
It is one of the most important probability
distributions in statistics.
The normal density is given by

1
e
f ( x)

## < < ,2>0

( x )2

2 2

-< x < , -

, e : constants
: population mean.
: Population standard deviation.
School of Public Health

## Characteristics of the normal

distribution
The following are some important characteristics of
the normal distribution:

## 1- It is symmetrical about its mean, .

2- The mean, the median, and the mode are all equal.
3- The total area under the curve above the x-axis is
one.
4-The normal distribution is completely determined
by the parameters and .

12/13/16 12:53

## 5- The normal distribution

depends on the two
parameters and .
determines the
location of
the curve.
But, determines
the scale of the curve, i.e.
the degree of flatness or
Peaked ness of the curve.

2
1 < 2 < 3

3
1
2
3

1 < 2 < 3
School of Public Health

12/13/16 12:53

Note that :
1. P( - < x < + ) = 0.68
2. P( - 2< x < + 2)= 0.95
3. P( -3 < x < + 3) = 0.997

12/13/16 12:53

distribution:

## Is a special case of normal distribution

with mean equal 0 and a standard
deviation of 1.
The equation for the standard normal
distributionz is written as
f ( z)

,-<z<

12/13/16 12:53

## Characteristics of the standard

normal distribution
1- It is symmetrical about 0(zero).
2- The total area under the curve
above the x-axis is one.
3- We can use table to find the
probabilities and areas.

12/13/16 12:53

## How to use tables of Z

Note that
The cumulative probabilities P(Z z) are given in
tables for -3.49 < z < 3.49.
Thus,
P (-3.49 < Z < 3.49) 1.
For standard normal distribution,
P (Z > 0) = P (Z < 0) = 0.5

Example :
If Z is a standard normal distribution, then
P( Z < 2) = 0.9772
is the area to the left to 2
and it equals 0.9772.
2
School of Public Health

12/13/16 12:53

Example :
P(-2.55 < Z < 2.55) is the area between
-2.55 and 2.55, Then it equals
P(-2.55 < Z < 2.55) =0.9946 0.0054 -2.55
= 0.9892.

0
2.55

Example :
P(-2.74 < Z < 1.53) is the area between
-2.74 and 1.53.
P(-2.74 < Z < 1.53) =0.9370 0.0031
-2.74
= 0.9339.
School of Public Health

1.53

12/13/16 12:53

## School of Public Health

12/13/16 12:53

Example :
P(Z > 2.71) is the area to the right to 2.71.
So,
P(Z > 2.71) = 1-P(Z<2.71)=
1 0.9966 = 0.0034.

2.71

12/13/16 12:53

## How to transform normal

distribution (X) to standard
normal
distribution
(Z)? formula:
This is done
by the following
Example:

## If X is normal with = 3, = 2. Find the

value of standard normal Z, If X= 6?

x 63
z

1.5

## School of Public Health

12/13/16 12:53

Normal Distribution
Applications

## The normal distribution can be used to model the distribution

of many variables that are of interest. This allow us to answer
probability questions about these random variables.

Example :
The Uptime is a custom-made light weight battery-operated
activity monitor that records the amount of time an individual
spend the upright position. In a study of children ages 8 to 15
years. The researchers found that the amount of time children
spend in the upright position followed a normal distribution with
Mean of 5.4 hours and standard deviation of 1.3.Find

## If a child selected at random ,then

1-The probability that the child spend less than 3
hours in the upright position 24-hour period

P( X < 3) = P(

<

## ) = P(Z < -1.85) = 0.0322

-------------------------------------------------------------------------

## 2-The probability that the child spend more than 5

hours in the upright position 24-hour period

P( X > 5) = P(

>

## = 1- P(Z < - 0.31) = 1- 0.3520= 0.648

-----------------------------------------------------------------------

## 3-The probability that the child spend exactly 6.2

hours in the upright position 24-hour period
P( X = 6.2) = 0

## 4-The probability that the child spend from 4.5 to 7.3

hours in the upright position 24-hour period
P( 4.5 5.4
1.3

7.3 5.4
< 1.3

## P( 4.5 < X < 7.3) =

<
)
= P( -0.69 < Z < 1.46 ) = P(Z<1.46) P(Z< -0.69)
= 0.9279 0.2451 = 0.6828

12/13/16 12:53

12/13/16 12:53