UNIVERSITY OF NORTHEASTERN PHILIPPINES

School of Graduate Studies and Research

Iriga City

Name of Student: GAUDENCIO F. ADUVISO

COURSE: MASTER OF ARTS IN EDUC. MAJOR IN ADMINISTRATION
AND SUPERVISION
Subject: INFIRENTIAL STATISTICS
Professor: MARIA P.DE LA VEGA Ph.D
Time/Day: 11:00-1:30 SAT/SUN
Topic : BASIC PROBABILITY

BASIC PROBABILITY CONCEPTS

Outlines
■ What is Probability
■ Views of probability
■ Elementary properties of probability
■ Rules of probability
■ Bayes’ Theorem

Introduction of probability
■ A good deal of statistical reasoning depends on probability
Introduction of probability
Probability theory – foundation for statistical inference eg. 50-50 chance of surviving an operation
95% certain that he has a stomach cancer
Nine out of ten patients take drugs regularly
Probability - expressed in terms of percentage (generally) -
expressed in terms of fractions (mathematically)
Probability of occurrence – between zero and one
What is probability?
A number that represents the chance that a particular event will occur for a random variable.
Eg: Odds of winning a lottery, chance of rolling a seven when rolling two dice, percent chance of rain in a
forecast
The frequentist definition of probability used in statistics
Betty R. Kirkwood, Jonathan A.C. Sterne, “Essential Medical statistics”, 2 nd edition
■ This states that the probability of the occurrence of a particular event equals the proportion of times
that the event would (or does) occur in a large number of similar repeated trials.
■ Random variable – numerical quantity that takes on different values depending on chance
■ Population – the set of all possible outcomes for a random variable ( only hypothetical population, not
a population of people)
■ An event – an outcome or set of outcomes for a random variable
■ Probability – the proportion of times an event is expected to occur in the long run. Probabilities are
always numbers between 0 and 1 corresponding to always.
B.Burt Gerstman,”Basic Biostatistics,2nd edition
Types of Random Variables
Discrete random variables no: of Leukemia cases in geographic region no: of smokers in a simple
random sample of size n
Continuous random variables
Amount of time it take to complete a task average weight in simple random sample of newborn the
height of individual
Probability of an event
The probability of an event is viewed as a numerical measure of the chance that the event will occur.
Event: An outcome of an experiment or survey.
Eg: rolling a die and turning up six dots
Elementary event: An outcome that satisfies only one criterion.
Eg: A red card from a standard deck of cards
Joint event: An outcome that satisfies two or more criteria
Eg: A red ace from a standard deck of cards
Three basic event operations

The complement of an event A, denoted by Ā is the set of all elementary outcomes that are not in A.

The occurrence of Ā means that A does not occur.

The union of two events A and B, denoted by A U B, is the set of all elementary outcomes that are in A,
B, or both. The occurrence of A U B means that either A or B or both occur.

Richard A. Johnson, Gouri K. Bhattacharyya, “Statistics: Principles and methods”, 6 th edition

Three basic event operations
 The intersection of two events A and B, denoted by A ∩ B, is the set of all elementary outcomes that
are in A and B. The occurrence of A ∩ B means that both A and B occur.

Note: The operations of union and intersection can be extended to more than two events.
Richard A. Johnson, Gouri K. Bhattacharyya, “Statistics: Principles and
methods”, 6th edition
Two views of Probability
Objective probability
Classical or a priori probability
Relative frequency or a posteriori probability
Subjective probability
Three views of Probability
Three views of probability:
the subjective-personalistic view,
the classical, or logical view, and
the empirical relative-frequency view
Roger E. Kirk, “Statistics: An introduction”, 5th edition
Objective probability
a. Classical or a priori probability
A fair six-sided die – Number one --- 1/6
A well-shuffled playing cards – Heart – 13/52
■ 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 E is equal to m / N.
P (E) = m /N
Objective probability
b. Relative frequency or a posteriori probability
 depends on repeatability of some process/ability to count number of repetitions and number of times
that the event of interest occurs
■ If some process is repeated a large number of times,
n, and if some resulting event with the
characteristic E occurs m times, the relative
frequency of occurrence of E, m /n , will be
approximately equal to the probability of E

P (E) = m /n [ m /n is an estimate of P (E) ]

Subjective Probability
Personalistic or subjective concept of probability
An event that can occur once eg. The probability that a cure for cancer will be discovered within the
next 10 years.
Some statisticians do not accept it.
Subjective Probability
Subjective definition, where the size of the probability simply represents one’s degree of belief in the
occurrence of an event, or in an hypothesis.
This definition corresponds more closely with everyday usage and is the foundation of the Bayesian
approach to statistics.
In this approach, the investigator assigns a prior probability to the event (or hypothesis) under
investigation.
The study is then carried out, the data collected and the probability modified in the light of the results
obtained, using Bayes’ rule.
The revised probability is called the posterior probability.
Betty R. Kirkwood, Jonathan A.C. Sterne, “Essential Medical statistics”, 2 nd edition
Elementary properties of probability

Three properties:
(1) Given some process (or experiment) with n mutually exclusive outcomes (called events), E1, E2, …., En,
the probability of any event Ei is assigned a nonnegative number.
ie. P(Ei) ≥ 0 (Two mutually exclusive outcomes –Two not occurring at the same time)
 Mutually exclusive: the probability of both events A and B occurring is 0. This means that the two
events cannot occur at the same time. Eg: On a single roll of a die, you cannot get a die that has a face
with three dots and also have four dots because such elementary events are mutually exclusive.
Elementary properties of probability
Three properties:
 Mutually exclusive (Incompatible) event
Two events A and B are called incompatible or mutually exclusive if their intersection AB is empty.

Elementary properties of probability

Three properties:
(2) The sum of the probabilities of mutually exclusive outcomes is equal to 1
P(E1) + P(E2) + … + P(En) = 1
(Property of exhaustiveness –→ all possible events)
 Collectively exhaustive event: A set of events that includes all the possible events.
Eg: Heads and tails in the toss of a coin, male and female, all six faces of a die.
Elementary properties of probability
Three properties:
(3) Consider any two mutually exclusive events, Ei and Ej.
The probability of the occurrence of either Ei or Ej is equal to the sum of their individual properties
P(Ei + Ej) = P(Ei) + P(Ej)
Elementary properties of probability
Three properties:
The probability of an event must be between 0 and 1. The smallest possible probability value is 0. You
cannot have a negative probability. The largest possible probability value is 1.0. You cannot have a
probability greater than 1.0.
If events in a set are mutually exclusive and collectively exhaustive, the sum of their probabilities must
add up to 1.0.
If two events A and B are mutually exclusive, the probability of either event A or event B occurring is the
sum of their separate probabilities.
Betty R. Kirkwood, Jonathan A.C. Sterne, “Even you can learn statistics”, 2 nd edition
Calculating the probability of an event
Table 1. Frequency of family history of mood disorder by age group among bipolar subjects

The probability that a person randomly selected from total population will be 18 year or younger = ? P
(E) = 141 / 318 = 0.4434
Calculating the probability of an event
Unconditional or Marginal Probability
One of marginal total was used in numerator and
The size of total group serve as the denominator
No conditions were imposed to restrict the size of the denominator
Conditional Probability
 When probabilities are calculated with a subset of the total group as the denominator, the result is a
conditional probability
Calculating the probability of an event
Conditional Probability
The probability that a person randomly selected from those 18 yr or younger will be the one without
family history of mood disorder=?
P (A | E) = 28 / 141 = 0.1986
P (A | E) is read as “ probability of A given E”
Calculating the probability of an event
Joint Probability
When a person selected possesses two characteristics at same time, the probability is called ‘joint
probability’
The probability that a person randomly selected from total population will
be early (E) and will be the one without family history of mood disorder (A)
=?
P (E ∩ A) = 28 / 318 = 0.0881
(Symbol ∩ is read ‘intersection’ or ‘and’)
Rules of probability
1. Multiplicative rule
Joint probability can be calculated as the product of appropriate marginal
probability and appropriate conditional probability
This relationship is known as multiplication rule of probability
P (A ∩ B) = P (B) P (A | B), if P (B) ≠ 0
P (A ∩ B) = P (A) P (B | A), if P (A) ≠ 0
[ Note: P (B), P (A) are marginal probabilities ]
Rules of probability
Rules of probability
1. Multiplicative rule
Marginal probability P (E) = 141 / 318 = 0.4434 Conditional probability P (A | E) = 28 / 141 =
0.1986
Joint probability P (E ∩ A) = 28 / 318 = 0.0881
Joint probability = Marginal probability × Conditional probability
P (E ∩ A) = P (E) P (A | E)
= (141 / 318) (28 / 141)
= 0.0881
Rules of probability
1. Multiplicative rule
Joint probability = Marginal probability × Conditional probability
P (E ∩ A) = P (E) P (A | E)
Conditional probability = Joint probability/Marginal probability
P (A | E) = P (E ∩ A) / P (E)
 Conditional probability of A given E is equal to the probability of E ∩A divided by the probability of E,
provided the probability of E is not zero
Definition
Conditional probability of A given B is equal to the probability of A ∩ B divided by the probability of B,
provided the probability of B is not zero
P (A | B) = P (A ∩ B) / P (B), P (B) ≠ 0
Rules of probability
1. Multiplicative rule
Conditional probability = Joint probability/Marginal probability
P (A | E) = P (E ∩ A) / P (E)
= (28/318) / (141/318)
= 0.1986
Conditional probability P (A | E) = 28 / 141
= 0.1986
Rules of probability
2. Additive rule
The probability of the occurrence of either one or the other of two mutually exclusive events is equal to
the sum of their individual probabilities (Third property of probability)
The probability that a person will be early age (E) or later age (L) = ?
P(E U L) = P (E) + P (L)
= 141/318 + 177/318
=1
[Symbol ‘U’ is read as ‘union’ or ‘or’]
Rules of probability
2. Additive rule
 Given two events A and B, the probability that event A, or event B, or both occur is equal to the
probability that event A occurs, plus the probability that event B occurs, minus the probability that the
events occur simultaneously (ie not mutually exclusive)
P(A U B) = P (A) + P (B) - P (A ∩ B)
The probability that a person will be an early age (E) or no family h/o (A) or both = ?
P(E U A) = P (E) + P (A) - P (E ∩ A)
= 141/318 + 63/318 – 28/318
= 0.5534 (duplication/overlapping is adjusted)
Rules of probability
Two rules underlying the calculation of all probabilities
the multiplicative rule for the probability of the occurrence of both of two events, A and B, and;
the additive rule for the occurrence of at least one of event A or event B. This is equivalent to the
occurrence of either event A or event B (or both).
Betty R. Kirkwood, Jonathan A.C. Sterne, “Essential Medical statistics”, 2 nd edition
Independent events
 Occurrence of event B has no effect on the probability of event A (i.eThe probability of event A is the
same regardless of whether or not B occurs)
i.e. P(A | B) = P(A), P(B | A) = P(B), P(A ∩ B) = P(A) (B)
(if P (A) ≠ 0, P (B) ≠ 0 )
(Note: The terms ‘independent’ and ‘mutually exclusive’ do not mean the same thing)
If A an B are independent and event A occurs, the occurrence of B is not affected.
If A and B are mutually exclusive, however, and event A occurs, event B cannot occur.
xample of independent events

Girl (B-) Boy (B) Total

Eyeglasses wearing (E) 24 16 40

36 24 60
No eyeglasses wearing (E-
)

P(E) = 40/10060= 0.4

Total 40 100
The

probability that a person randomly selected wears eyeglasses = ?

I,e Wearing eyeglasses is not concerned with gender)
Complementary Events
 Given some variable that can be broken down into m categories designated by A1, A2, …Ai...Am and
another jointly occurring variable that is broken down to n categories designated by B1, B2…Bj...Bn, the
marginal probability of Ai, P(Ai) , is equal to the sum of the joint probabilities of A i with all the categories
of B.
P(Ai) = ΣP(Ai ∩ Bj ), for all value of j
Example: P (B) = 1- P (B-)
B and B- are complementary events
Event B and its complement event B- are mutually exclusive
(third property of probability)
BAYES’ THEOREM
BAYES’ THEOREM
Thomas Bayes, an English Clergyman (1702-1761)
stimates of the predictive value positive and predictive value negative of a test → based on test’s
sensitivity, specificity and probability of the relevant disease in general population
Bayes’ rule for relating conditional probabilities:

BAYES’ THEOREM
Suppose that we know that 10% of young girls in India are malnourished, and that 5% are anaemic, and
that we are interested in the relationship between the two. Suppose that we also know that 50% of
anaemic girls are also alnourished. This means that the two conditions are not independent, since if they
were then only 10% (not 50%) of anaemic girls would also be malnourished, the same proportion as the
population as a whole. However, we don’t know the relationship the other way round, that is what
percentage of malnourished girls are also anaemic. We can use Bayes’ rule to deduce this.
BAYES’ THEOREM
Probability (malnourished) = 0.1
Probability (anaemic) = 0.05
Probability (malnourished given anaemic) = 0.5 Using Bayes rule gives:
Prob (anaemic given malnourished)

We can thus conclude that 25%, or one quarter, of malnourished girls are also anaemic.
The sensitivity of a test (or symptom) is the probability of a positive test result (or presence of the
symptom) given the presence of the disease.

Sensitivity

The specificity of a test (or symptom) is the probability of a negative test result (or absence of the
symptom) given the absence of the disease.

Specificity
 The predictive value positive of a screening test (or symptom) is the probability that a subject has the
disease given that the subject has a positive screening test result (or has the symptom)

Predictive value positive

The predictive value negative of a screening test (or symptom) is the probability that a subject does
not have the disease given that the subject has a negative screening test result (or does not have the
symptom)

Predictive value negative

BAYES’ THEOREM
Predictive value positive of a screening test (or symptom)

Predictive value negative of a screening test (or symptom)

Example
Sensitivity of the test
P(T/D) = 436 / 450 = 0.9689
Specificity of the test
P(T-/D-) = 495 / 500 = 0.99
Example
Sensitivity of the test
P(T/D) = 436 / 450 = 0.9689
Specificity of the test
P(T-/D-) = 495 / 500 = 0.99
Predictive value positive of the test
If P(D) = 0.113 (11.3% of the U.S population aged 65 and over have
Alzheimer’s disease)

Example
Predictive value positive of the test

If P(D) = 0.113 (11.3% of the U.S population aged 65 and over have Alzheimer’s disease)

Predictive value of positive test is very high.

*The predictive value positive of the test depends on the rate of the disease in the relevant population in
general
Example
Predictive value negative of the test

The predictive value negative is also quite high.

NORMAL DISTRIBUTION
Normal Distribution
 Also known as Gaussian distribution [Carl Friedrich Gauss (1777-1855)]
Normal density

Characteristics of Normal Distribution

It is symmetrical about the mean, µ . The curve on either side of µ is mirror image of the other side
The mean, the median and mode are all equal.
Characteristics of Normal Distribution

3. The total area under the curve above the x axis is one square unit. Normal distribution is probability
distribution. 50% of the area is to the right of a perpendicular erected at the mean and 50% is to the left.
Characteristics of Normal Distribution

4. 1 SD from the mean in both directions, the area is 68%. For 2 SD and 3 SD, areas are 95% and 99.7%
respectively
Characteristics of Normal Distribution
5. The normal distribution is determined by µ and σ
Different values of µ cause the distribution graph shift along the x axis
Therefore, µ is often referred to as a location parameter
Characteristics of Normal Distribution
5. The normal distribution is determined by µ and σ
Different values of σ cause the degree of flatness or peakedness of distribution graphs

σ is often referred to as a shape parameter