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Learning outcomes

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 PROBABILITY CONCEPTS

Introduction
Probability lays the foundation for statistical inference
This chapter provides a brief overview of the probability
concepts necessary for understanding topics covered in
the chapters that follow
It also provides a context for understanding the probability
distributions used in statistical inference

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 Probability
• Because medicine is not an exact science, physicians
seldom can predict an outcome with absolute certainty.

E.g., to formulate a diagnosis, a physician must rely on

available diagnostic information about a patient
– History and physical examination

– Laboratory studies, X-ray findings, ECG, etc

• Although no test result is absolutely accurate, it does

affect the probability of the presence (or absence) of a
disease.
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 Basic Terms of Probability
• Probability experiment: is an action through which
specific results/outcomes (counts, measurements or
responses) are obtained.
Example:
• Tossing a coin and observing the face showing up is a
probability experiment.
• Outcome: It is the result of a single trial in a probability
experiment. It is also called simple event.
Example: the outcome of the sex of a newborn from a
mother in delivery room is either Male or female

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 Basic terms…

 Certain event: An event which is sure to occur.

 Impossible event: An event which can't occur.

 Complement of an event: The complement of event A

(denoted by A), consists of all the sample points in the
sample space that are not in A.

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 Basic Terms Cont…
• Sample space: The set of all possible outcomes of a statistical
experiment is called the sample space and is represented by the
symbol S.
Example: The sample space for the sex of newborns when two
mothers are in the gynecology ward to give birth is: S= {MM,
MF, FM, FF}
• An event: consists of one or more outcomes and is a subset
of the sample space
Example: From the above experiment, an event consisting of
at least one female is E = {MF, FM, FF}
• Random Variable: is a function that associates a unique
numerical value with every outcome of an experiment.

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 Exercise
Find the sample space for the gender of the children
if a family has three children. Use B for boy and G
for girl
And also find:
a. The probability of obtaining at least two girls in a
family?
b. The probability of getting at most two boys in a family?
c. The probability of getting one boys and two girls in a
family?

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 Basic terms cont…
• The value of the random variable will vary from trial
to trial as the experiment is repeated.

• Two different broad classes of random variables:

– A continuous random variable: can take any value in
an interval or collection of intervals.

– A discrete random variable: can take one of a

countable list of distinct values.

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 Types of probability
Classical (or theoretical) probability
 It is used when each outcome in a sample space
is equally likely to occur.
 That is if an experiment has n equally likely
outcomes, then each possible outcome must have
probability of 1/n to occur Or, equivalently the
probability for event E is;

Example: The probability of getting at least one female

birth from two pregnant mothers is: ¾ = 0.75

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 Types of probability cont…
Empirical (or statistical) probability: is based on
observations obtained from experiments /a large
number of trials or from historical data.

Example:
• A medical doctor realized that out of 100,000 patients
visited the hospital, there are 50 cancer cases. What
is the probability that a patient to be examined will be
positive for cancer?
P(+ve for cancer) = 50/100,000 = 0.0005
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Example 2
In a sample of 50 people, 21 had type O blood, 22 had type A
blood, 5 had type B blood, and 2 had type AB blood. Set up
a frequency distribution and find the following probabilities
a. A person has type O blood
b. A person has type A or type B blood
c. A person has neither type A nor type O blood
d. A person does not have type AB blood

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Solution
Blood type Frequency
A 22
B 5
AB 2
O 21
Total 50

 P(o) = 21/50 = 0.42

 P(A)= 22/50 = 0.44
 P (A or B)=p(A)+P(B)= 22/50+5/50=27/50
 Do others in this way?

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 3. Axiomatic approach

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 Mutually exclusive
events/Disjoint events:
• Two events E1 and E2 are said to be mutually exclusive
events if there is no sample point which is common to both
events E1 and E2. That means, E1∩ E2 = 0.

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The Venn diagram to show two disjoint events A
and B might look like this one:

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• Union of events: The union of two events A and B, denoted
by (AUB) , consists of all outcomes that are in A or in B or
both A and B.
 If A and B are two events, then
 P(A ∪ B) = P(A) + P(B) − P(A ∩ B).
 If A and B are mutually exclusive/independent, then
 P(A ∪ B) = P(A) + P(B)
Example
In a hospital unit there are 8 nurses and 5 physicians; 7 nurses
and 3 physicians are females. If a staff person is selected,
find the probability that the subject is:
a. nurse or a male
b. physician or female

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Solution
Staff Gender
Male Female Total
Physician 2 3 5
Nurse 1 7 8
Total 3 10 13

The probability is
P(N ∪ M) = P(N) + P(M) - P(M∩N)
= 8/13+3/13-1/13
= 0.615 + 0.23-0.077
= 0.768

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Intersection of events: The intersection of event A and B,
denoted by (A∩B), consists of all outcomes that are in both A
and B.
P(A ∩B) = P(A) * P(B\A) if the two events are dependent
P(A ∩B) = P(A) * P(B) if the two events are independent

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 Conditional probability
The probability that the second event B occurs given that the first event A
has occurred can be found by dividing the probability that both events

occurred by the probability that the first event has occurred. The formula is

P(A/B) =P(A∩B)/P(B)

Where: P(B)≠0
Special case: When events A and B are independent, then:
P(A|B) = P(A)

P(A∩B)=P(A)×P(B)

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 Example

b. What is the probability the events of wearing eyeglasses

and being a boy?
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 Example
• The following data shows the association between aspirin
use and heart attack.
• Table 4.1: Data for treatment versus Myocardial Infarction
Myocardial Infarction
Treatment
Yes No Total
Placebo 100 500 600
Aspirin 60 900 960
Total 160 1400 1560

Let us define A and B as, positive for Myocardial Infarction

And Aspirin used respectively
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 Example cot…
• Find;
A. P(A/B), B. p(B/A)
C. Are the characteristics of A and B independent
Solution:
A. P(A/B) = P(A n B)/P(B) = 60/1560 ÷ 960/1560 = 0.0625
B. P(B/A) = P(B n A)/P(A) = 60/1560 ÷ 160/1560 = 0.375
C. To test independency p(A/B) = p(A) or p(A ∩ 𝐵) = p(A)×p(B)
Therefore: P(A/B) = 0.0625 where as p(A) = 160/1560 =0.103

Now P(A/B) ≠ p(A) i.e. 0.0625≠ 0.103

So, the characteristics of A and B are not independent, i.e.
they are dependent
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 Counting rules of probability

• We have three different counting rules.

– Basic multiplication rule
– Permutations
– Combinations

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 Factorial
For any positive integer n, n factorial denoted as
n! is defined as:
n! = n×(n-1) ×(n-2) ×…. ×3x2x1
e.g. 3!=3x2x1=6
5!= 5x4x3x2x1=120

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 Permutation rules
• Permutation: is the number of possible
permutations is the number of different orders in
which particular events occur. The number of
possible permutations are

p( n, r) =

example: 6p2=

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 Combination
The number of ways r objects can be chosen a set of n
objects without considering the order of selection is
called the number of combination of n objects taking r
of them at a time, denoted by

C(8,6) =

C(8,0)=
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 Probability Distribution
Definition of random variables and probability
Distribution
a variable: is defined as a characteristic or attribute that can
assume different values.
Random variable: - is numerical valued function defined on
the sample space.
 A random variable: is a variable whose values are
determined by chance
 Generally a random variables are denoted by capital letters
X,Y,Z…and the value of the random variables are denoted by
small letters x, y, z

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• Discrete random variables: have a finite number of possible
values or an infinite number of values that can be counted
– The word counted means that they can be enumerated
using the numbers 1, 2, 3, etc
– Variables that can assume all values in the interval
between any two given values are called continuous
variables
– Continuous random variables can assume an infinite
number of values and can be decimal and fractional
values

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Examples of discrete random variable:
• Toss a coin “n” time and count the number of heads.
• number of car accidents per week.
• Number of defective items in a given company.
• Number of bacteria per two cubic centimeter of water
Examples of continuous random variable:
• Height of students at certain college.
• Mark of a student.
• Life time of certain disease .
• Length of time required to complete a given training

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The probability distribution of a discrete random variable is a
table, graph, formula, or other device used to specify all
possible values of a random variable along with their
respective probabilities
Example:
Consider the experiment of tossing a coin three times. Let X be
the number of heads. Construct the probability distribution
of X

X 0 1 2 3
P(x) 1/8 3/8 3/8 1/8

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Example 2:
Construct a probability distribution for rolling a single die.
Solution
Since the sample space is 1, 2, 3, 4, 5, 6 and each outcome
has a probability of , the distribution

X 1 2 3 4 5 6
p(x) 1/6 1/6 1/6 1/6 1/6 1/6

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 Two requirements for probability distribution
• The sum of the probabilities of all events in the sample
space must be equal to 1; i.e. 𝑝 𝑋 = 𝑥𝑖 = 1

• The probabilities of each event in the sample space must be

between or equal to 0 and 1; i.e. 0 ≤ 𝑝 𝑋 = 𝑥𝑖 ≤ 1

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Properties of continuous probability distribution
1.

1. The total area under the curve is one i.e.  f ( x)  1



2. P(a  X  b)  the area under the curve between the

point a and b.
3. P X   0
4. P X  a  0
5. Pa  X  b  Pa  X  b  P(a  X  b)  P(a  X  b)
b
P(a  x  b)   f(x) dx
a

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 Introduction to expectation
Definition: the expected value (also known as the
mean) of a random variable is a measure of the
center location for the random variable.
1. Discrete R.V

n
E(X) = X1P(X1) +X2P(X2) +…. +XnP(Xn) =  X .P X  i i
i 1

2. Continuous R.V
b
EX    X . f ( x)d ( x)
a

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 Variance Probability distribution
• The expected value of X is its mean
Mean of X= E(X)
• The variance of X is given by:
Variance of X=Var(x) = E  X 2
  ( E  X ) 2

n
E ( X )   X i .P X i  if X is discrete
2 2

i 1

  X 2 f x d ( x) if X is continuous
x
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 1. Bernoulli Distribution:
• The random variable X takes value 1 or 0.
• Ω = {0, 1}, P(X = 1) = p, P(X = 0) = 1 − p
• Then, the probability function is:
P(Y = y) =
• We write:

Example 1: Flip a fair coin. Let 1 represent H, 0

represent T.

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 Example
• The prevalence of HIV infection is 11%. Let X be the HIV
status of a randomly chosen person. X = 1 if HIV+; X = 0
if HIV-. Then, X has a Bernoulli distribution.
• p(X = 1) = 0.11, p(X = 0) = 0.89.
• In all the above examples, the experiments have an
outcome that is random and can only take either of two
possible outcomes “success” or “failure”.
• These experiments are called “Bernoulli trials”. The
distribution of the random variable is a ”Bernoulli
distribution”.
• If we perform two trials and the outcome of either trial
does not affect the other, these are independent trials.

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 2. Binomial Distribution
A binomial experiment is a probability experiment that satisfies
the following four requirements called assumptions of a
binomial distribution.
– The experiment consists of n identical trials.
– Each trial has only one of the two possible mutually
exclusive outcomes, success or a failure.
– The probability of success does not change from trial to
trial, and
– The trials are independent, thus we must sample with
replacement

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 Binomial distribution Cont..

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When using the binomial formula to solve problems, we have to
identify three things:

 The number of trials (n)

 The probability of a success on any one trial (P) and

 The number of successes desired (x)

• We call the distribution for random variable X Binomial
Distribution and often X~Binom(n, p).

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Example: Suppose that an examination consists of six true and
false questions, and assume that a student has no
knowledge of the subject matter. The probability that the
student will guess the correct answer to the first question is
30%. Likewise, the probability of guessing each of the
remaining questions correctly is also 30%.
a) What is the probability of getting exactly three correct
answers?
b) What is the probability of getting exactly two correct
answers?
c) What is the probability of getting at most two correct
answers?
d) What is the probability of getting less than five correct
answers?
e. Find expected value and standard deviation?
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Solution:
a.

b.p 𝑋 ≥ 2 = 1 − 𝑝 𝑋 < 2
=1− 𝑝 𝑥 =1 +𝑝 𝑥 =0
6 1 5 6
1− 0.3 × 0.7 + 0.30 × 0.76
1 0

1 − 0.303 + 0.118 = 1 − 0.421 = 0.579

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c.𝑝 𝑋 ≤ 2 = 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2
6 0 6 6
= 0.3 × 0.7 + 0.31 × 0.75 +
0 1
6
0.32 × 0.74
2
= 0.76 + 6 × 0.3 × 0.75 + 15 × 0.32 × 0.74
= 0.118 + 0.303 + 0.324 = 0.745
d.𝑝 𝑋 < 5 = 1 − 𝑝 𝑋 ≥ 5
6 5 1 6
=1− 0.3 × 0.7 + 0.36 × 0.70
5 6
= 1 − 6 × 0.00243 × 0.7 + 0.00073

= 1 − 0.011 = 0.989
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Exercise
1. Suppose 14 percent of mothers admitted to smoking one or
more cigarettes per day during pregnancy. If a random
sample of size 10 is selected from this population, what is
the probability that it will contain exactly four mothers who
admitted to smoking during pregnancy?

2. Suppose that 80% of adults with allergies report

symptomatic relief with a specific medication. If the
medication is given to 10 new patients with allergies, what is
the probability that it is effective in exactly seven? assume
that the replications are independent.
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 3.Poisson distribution
The probability distribution of a Poisson random variable X
representing the number of successes occurring in a given
time interval or a specified region of space is given by the
formula:

Where
• k=Number of successes per unit time
• e=The base of the natural logarithm
• λ= The expected number of successes per unit time
• If λ is the average number of successes occurring in a
given time interval or region in the Poisson distribution,
then the mean and the variance of the Poisson distribution
are both equal to λ.
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The following statements describe what is known as the
Poisson process
1. The occurrences of the events are independent. The
occurrence of an event in an interval1 of space or time
has no effect on the probability of a second occurrence
of the event in the same, or any other, interval

2. Theoretically, an infinite number of occurrences of the

event must be possible in the interval.

3. The probability of the single occurrence of the event in a

given interval is proportional to the length of the interval.
.

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Example:
In a study of drug-induced anaphylaxis among patients taking
rocuronium bromide as part of their anesthesia, the
occurrence of anaphylaxis followed a Poisson distribution
with λ =12 incidents per year in Norway. Find the probability
that in the next year, among patients receiving rocuronium,
a. exactly three will experience anaphylaxis.
b. At least two will experience anaphylaxis
c. At most two experience anaphylaxis

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Solution:
a.

b. 𝑝 𝑥 ≥ 2 = 1 − 𝑝 𝑥 < 2
𝑒 −12 × 120 𝑒 −12 × 121
=1− + = 0.9
0! 1!

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Exercise
In a certain population an average of 13 new cases of
esophageal cancer are diagnosed each year. If the annual
incidence of esophageal cancer follows a Poisson
distribution, find the probability that in a given year the
number of newly diagnosed cases of esophageal cancer will
be:
A. Exactly 10 cases
B. At least three cases
C. No more than 3
D. Between nine and 12, inclusive
E. Fewer than two

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 CONTINUOUS PROBABILITY DISTRIBUTIONS

• If a random variable is a continuous variable, its probability

distribution is called a continuous probability distribution.
• A continuous probability distribution differs from a discrete
probability distribution in several ways by:
• Under different circumstances, the outcome of a random
variable may not be limited to categories or counts.

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 Normal distribution
The normal distribution refers to a family of continuous
probability distributions described by the normal equation
and described as follows:

where
• X is a normal random variable,
• μ is the mean
• σ is the standard deviation
• pi is approximately 3.14159, and e is approximately 2.71828.
• The random variable X in the normal equation is called the
normal random variable.

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 Characteristics of Normal Distribution
• It links frequency distribution to probability distribution
• Has a Bell Shape Curve and is Symmetric
• It is Symmetric around the mean: Two halves of the
curve are the same (mirror images)
• Hence Mean = Median=mode
• The total area under the curve is 1 (or 100%)
• Normal Distribution has the same shape as Standard
Normal Distribution.

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 Normal Curve
• The graph of the normal distribution depends on two factors:
 the mean and the standard deviation.
• The mean of the distribution determines the location of the center of the
graph, and the standard deviation determines the height and width of the
graph.
• When the standard deviation is large, the curve is short and wide; when
the standard deviation is small, the curve is tall and narrow.
• All normal distributions look like a symmetric, bell-shaped curve.

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 Standard Normal Distribution
• It makes life a lot easier for us if we standardize our normal
curve, with a mean of zero and a standard deviation of 1
unit.
• We can transform all the observations of any normal random
variable X with mean μ and variance σ to a new set of
observations of another normal random variable Z with mean
0 and variance 1 using the following transformation:

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• About 95% of the area under the curve falls within 2
standard deviations of the mean
• About 99.7% of the area under the curve falls within 3
standard deviations of the mean
• A graph of this standardized (mean 0 and variance 1) normal
curve is given in Graph:

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 Probability and Normal Distributions
• We know that the area under any normal curve is 1 unit
 Therefore, we can link these areas with probability
i.e. if a random variable, x, is normally distributed, the probability that
x will fall in a given interval is the area under the normal curve for
that interval.
 Or P(a < x < b) = area under the curve between a and b.

• There is no probability attached to any single value of x.

• That is, P(x = a) = 0.
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Probability and Normal Distribution
• For the solution of problems using the standard normal
distribution, a two-step process is recommended
Step 1: Draw the normal distribution curve and shade the
area.
Step 2: Find the appropriate figure in the Procedure
Table and follow the directions given

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 Table of normal distribution
• Example 1: Suppose we want to compute the area
under the normal curve to the left of 1.45
• This area can be computed by finding the probability under
the normal curve.
• The probability can be read at the normal curve by combining
the value of 1.4 under the first column and 0.05 under the
first row.
• The left side of the area in the diagram represents the area
that is within 1.45 standard deviations from the mean.
• The area of this shaded portion is 0.9265(or 92.65% of the
total area under the curve).

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Example:
Find the area to the left of z = 2.06
Solution
Step 1: Draw the figure

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Step2: We are looking for the area under the standard normal
distribution to the left of z = 2.06, It is 0.9803. Hence, 98.03%
of the area is less than z = 2.06.

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 Find the area between z = 1.68 and z =-1.37.
Solution
Step 1: Draw the figure as shown.

Step 2 Since the area desired is between two given z values, look up
the areas
corresponding to the two z values and subtract the smaller area from the
larger area. (Do not subtract the z values.) The area for z=1.68 is 0.9535,
and the area for z= -1.37 is 0.0853. The area between the two z values is
0.9535 - 0.0853 = 0.8682 or 86.82%

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Example:
For subject A, a 27-year-old female, the ammonia concentration
in parts per billion (ppb) followed a normal distribution over 30
days with mean 491 and standard deviation 119.What is the
probability that on a random day, the subject’s ammonia
concentration is between 292 and 649 ppb?
Solution:
We find the z value corresponding to an x of 292 by

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The area desired is the difference between these, 0.9082 -
0.0475 = 0. 8607.
Exercise:
1. For another subject (a 29-year-old male), the acetone levels
were normally distributed with a mean of 870 and a standard
deviation of 211 ppb. Find the probability that on a given day
the subject’s acetone level is:
a. Between 600 and 1000 ppb
b. Over 900 ppb
c. Under 500 ppb
d. Between 900 and 1100 ppb

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2. If the total cholesterol values for a certain population are
approximately normally distributed with a mean of 200
mg\100 ml and a standard deviation of 20 mg\100 ml, find the
probability that an individual picked at random from this
population will have a cholesterol value:
a. Between 180 and 200 mg\100 ml
b. Greater than 225 mg\100 ml
c. Less than 150 mg\100 ml
d. Between 190 and 210 mg\100 ml

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 Student t-distribution
• It is often the case that one wants to calculate the size
of sample needed to obtain a certain level of
confidence in survey results.
• Unfortunately, this calculation requires prior
knowledge of the population standard deviation σ.
• Realistically, σ is unknown
• Often a preliminary sample will be conducted so that a
reasonable estimate of this critical population
parameter can be made.
• If such a preliminary sample is not made, but
confidence intervals for the population mean are to be
constructing using an unknown σ, then the distribution
known as the Student t distribution can be used.
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 Student’s t-distribution cont…
• Suppose we have a simple random sample of size n
drawn from a Normal population with mean μ and
standard deviation σ. Let us denote the sample mean
by 𝑥 and sample standard deviation by s, then the
quantity:
𝑥−𝜇
𝑡= 𝑠
𝑛
has a t distribution with n-1 degrees of freedom.

The degrees of freedom are the number of values that are

free to vary after a sample statistic has been computed
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Some properties of t-distribution are;
The t distribution shares some characteristics of the normal
distribution and differs from it in others. The t distribution is
similar to the standard normal distribution in these ways:
1. It is bell-shaped.
2. It is symmetric about the mean.
3. The mean, median, and mode are equal to 0 and are located
at the center of the distribution.
.Converges to the normal distribution as the sample size gets
large
5. The curve never touches the x axis.

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The t distribution differs from the standard normal distribution in
the following ways:
 The variance is greater than 1.

 The t distribution is actually a family of curves based on

the concept of degrees of freedom, which is related to
sample size.

 As the sample size increases, the t distribution

approaches the standard normal distribution

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