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5 Probability Distributions
5 Probability Distributions
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PD cont.…
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PD cont.…
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A. Discrete Probability Distributions
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Properties of Probability Distribution:
1. P ( x) 0, if X is discrete.
f ( x) 0, if X is continuous.
2. P( X = x ) = 1 ,
x
if X is discrete.
f ( x)dx
x
= 1 , if is continuous.
Note:
•If X is a continuous random variable then
b
P ( a X b) = f ( x)dx
a
•Probability of a fixed value of a continuous random
variable is zero.
P ( a X b) = P ( a X b) = P ( a X b) = P ( a X b)
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cont.…
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cont.…
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cont.…
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Definition:
•Let a discrete random variable X assume the values X1,
X2, …, Xn with the probabilities P(X1), P(X2), ….,P(Xn)
respectively. Then the expected value of X ,denoted as
E(X) is defined as:
E ( X ) = X 1 P( X 1 ) + X 2 P( X 2 ) + .... + X n P( X n )
n
= X i P( X i )
i =1
•Let X be a continuous random variable assuming the
b
values in the interval (a, b) such that f ( x)dx = 1
b a
,then E ( X ) = x f ( x)dx
a
Where:
n
E ( X ) = xi P( X = xi ) , if X is discrete
2 2
i =1
= x 2 f ( x)dx , if X is continuous.
x
There are some general rules for mathematical expectation.
Let X and Y are random variables and k is a constant.
RULE 1 E (k ) = k
RULE 2 Var (k ) = 0
RULE 3 E (kX ) = kE ( X )
RULE 4 Var (kX ) = k 2Var ( X )
RULE 5 E ( X + Y ) = E ( X ) + E (Y )
cont.…
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Discrete cont.…
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Cont…
• To obtain the expected value of a discrete random variable X,
we multiply each possible outcome by its associated
probability and sum all values with a probability greater than
0.
• Or P X = μ = σni=1 xiP(X = xi) Where the xi’s are the
values the random variable assumes with positive probability
Example: Consider the random variable representing the
number of episodes of diarrhea in the first 2 years of life.
Suppose this random variable has a probability mass function
as below
R 0 1 2 3 4 5 6
P(X=r) 0.129 0.264 0.271 0.185 0.095 0.039 0.017
Biostatistics 17
Cont…
• What is the expected number of episodes of diarrhoea in the
• E(X)=0(.129)+1(.264)+2(.271)+3(.185)+4(.095)+5(.039)+6(.01
7)=2.038
defined by 𝑉 𝑋 = 𝜎 2 = σ𝑘𝑖=1 𝑥𝑖 − 𝜇 2
∗ 𝑃 𝑋 = 𝑥𝑖 = σ𝑘𝑖=1 𝑥𝑖 2 𝑃 𝑋 = 𝑥𝑖 − 𝜇 2
Biostatistics 18
cont.…
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1. Binomial Distribution
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Binomial cont.…
Example:
• We are interested in determining whether a newborn
infant will survive until his/her 70th birthday
• Let Y represent the survival status of the child at age 70
years
• Y = 1 if the child survives and Y = 0 if he/she does not
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Binomial cont.…
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Binomial cont.…
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Binomial cont.…
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Binomial cont.…
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Binomial cont.…
• P (X=x) = , x = 0, 1, 2, ..., n
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Binomial cont.…
Example:
• Suppose we know that 40% of a certain population are
cigarette smokers. If we take a random sample of 10
people from this population, what is the probability that
we will have exactly 4 smokers in our sample?
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Binomial cont.…
• P(X=4) =10C4(.4)4(1-.4)10-4
= 10C4(.4)4(.6)6 = 210(.0256)(.04666)
= 0.25
• Or the probability of obtaining exactly 4 smokers in the
sample is about 25%
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Binomial cont.…
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Binomial cont.…
Exercise
• Each child born to a particular set of parents has a
probability of 0.25 of having blood type O. If these
parents have 5 children.
• What is the probability that?
a. Exactly two of them have blood type O
b. At most 2 have blood type O
c. At least 4 have blood type O
d. 2 do not have blood type O.
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Binomial cont.…
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P(x = 2) = (0.25) (0.75)
2 5-2
2
= 0.2637
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Binomial cont.…
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Binomial cont.…
Example:
• 70% of a certain population has been immunized for
polio. If a sample of size 50 is taken, what is the
“expected total number”, in the sample who have been
immunized?
µ = np = 50(.70) = 35
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Binomial cont.…
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Exercise
• Suppose that in a certain malarious area past experience indicates
that the probability of a person with a high fever will be positive for
malaria is 0.6.
• Consider 4 randomly selected patients (with high fever) in that
same area.
• 1) What is the probability that no patient will be positive for malaria?
2) What is the probability that exactly one patient will be positive for
malaria?
3) What is the probability that exactly two of the patients will be
positive for malaria?
4) What is the probability that all patients will be positive for
malaria?
5) Find the mean and the SD of the probability distribution given
above.
Biostatistics 38
b) The Poisson distribution
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The Poisson distribution cont’d…
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The Poisson distribution cont’d…
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The Poisson distribution cont’d…
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B. Continuous Probability Distributions
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Continuous cont.…
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Continuous cont.…
• We calculate:
✓Pr [ a < X < b], the probability of an interval of values
of X.
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The Normal distribution
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Normal cont.…
• Distribution of weights of 57 children; the frequency
distribution consists of intervals with a width of 10 lb.
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Normal cont.…
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Normal cont.…
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Normal cont.…
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Normal cont.…
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Normal cont.…
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Normal cont.…
• π (pi) = 3.14159
• e = 2.71828, x = Value of X
• Range of possible values of X: -∞ to +∞
• µ = Expected value of X (“the long run average”)
• σ2 = Variance of X
• µ and σ are the parameters of the normal distribution —
they completely define its shape
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Normal cont.…
• The normal distribution plays an important role in
statistical inference because:
1. Many real-life distributions are approximately normal.
2. Many other distributions can be almost normalized by
appropriate data transformations (e.g., taking the log).
When log X has a normal distribution, X is said to have
a lognormal distribution.
3. As a sample size increases, the means of samples
drawn from a population of any distribution will
approach the normal distribution. This theorem, when
stated rigorously, is known as the central limit
theorem.
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Normal cont.…
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Normal cont.…
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Normal cont.…
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Normal cont.…
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Normal cont.…
6. Perpendiculars of:
± SD contain about 68%;
±2 SD contain about 95%;
±3 SD contain about 99.7%
of the area under the curve.
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Normal cont.…
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Standard Normal Distribution
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SND cont.…
Z= x-
• Z represents the Z-score for a given x value
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SND cont.…
Value x
50 65 80 95 110 125 140 155 170
-4 -3 -2 -1 0 1 2 3 4
SDs from mean using
(x-110)/σ = (x-μ)/σ
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SND cont.…
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SND cont.…
3. Read the value of the area (P) from the body of the
table where the row and column intersect. Values of P
are in the form of a decimal point and four places.
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SND cont.…
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SND cont.…
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SND cont.…
• The answer is the area to the right of the line; found by subtracting
table value from 1.0000; P(z > 1.96) =1.0000 - .9750 = .0250
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Applications of the Normal Distribution
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Applications cont.…
Example:
• The diastolic blood pressures of males 35–44 years of age
are normally distributed with µ = 80 mm Hg and σ2 = 144
mm Hg2
σ = 12 mm Hg
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Applications cont.…
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Applications cont.…
Z = 110 – 80 = 2.50
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Applications cont.…
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Applications cont.…
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Exercise cont.…
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Exercise cont.…
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Exercise cont.…
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Example2: Suppose that total carbohydrate intake
in 12–14-year-old males is normally distributed with
mean 124 g/1000 cal and SD 20g/1000 cal.
140−124
• A) P(X>140)=𝑃(𝑍 > =P(Z>0.8)= 1-
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Biostatistics 84
90−124
• P(X<90)= P(Z< )= P(Z< -1.7)=1-P(Z>1.7)
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Biostatistics 85
a) What proportions of diabetics have levels
between 90 and 125 mg per 100 ml?
Biostatistics 86
Exercise: Diskin et al. studied common breath metabolites such