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Probability and Probability Distributions
Probability and Probability Distributions
AND PROBABILITY
DISTRIBUTIONS
Note: This is essentially the same presentation that the
Training on Statistical Inference Philippine Statistical Association is using in its training
with the Use of MS where it acknowledged “Elementary Statistics: A Handbook
of Slide Presentation prepared by Z.V.J. Albacea, C.E.
Excel Reano, R.V. Collado, L.N. Comia and N.A. Tandang in
2005 for the Institute of Statistics, CAS, UP Los Banos” as
ILC UP Cebu a primary source of the materials.
July 17-18, 2009 However, I made revisions, additions and deletions. I take
responsibility for errors and omissions that might be
present.
N. T. Ison, UPVCC.
TEACHING BASIC STATISTICS …
Questions:
n How do we assess the reliability of our estimate?
n What is an adequate sample size? [ We would expect a
large sample to give better estimates. However, large
samples are more costly.]
Session 2.2
TEACHING BASIC STATISTICS …
Session 2.3
TEACHING BASIC STATISTICS …
To introduce probability….
Random experiment
Sample space
Event as subset of sample
space
Likelihood of an event to occur
- probability of an event
Session 2.4
TEACHING BASIC STATISTICS …
Session 2.5
TEACHING BASIC STATISTICS …
EXAMPLES
Rolling a die and
observing the
number of dots on
the upturned face
Tossing a one-peso
coin and observing
the upturned face
Measuring the
height of a student
enrolled this term
Session 2.6
TEACHING BASIC STATISTICS …
SAMPLE SPACE
It is the set of all possible
outcomes of a random experiment.
Any performance of the
experiment results in exactly one
outcome in the sample space.
It is usually denoted by S or Ω
Session 2.7
TEACHING BASIC STATISTICS …
ILLUSTRATION
Rolling a die and observing
the number of dots on the
upturned face
S={ , , , , , }
S={1, 2, 3, 4, 5, 6}
Session 2.8
TEACHING BASIC STATISTICS …
EVENT
A subset of the sample space whose
probability is defined
Usually denoted by capital letters like E, A
or B
Observance of the elements of the subset
implies the occurrence of the event, i.e.,
an event occurred if the outcome of the
experiment belongs in the event
Can either be classified as simple or
compound event
Session 2.9
TEACHING BASIC STATISTICS …
ILLUSTRATION
S = {1, 2, 3, 4, 5, 6}
An event of An event of
observing odd- observing even-
number of dots number of dots
in a roll of a die in a roll of a die
E1 = { 1, 3, 5} E2 = { 2, 4, 6}
Session 2.10
TEACHING BASIC STATISTICS …
Visualizing Events
Contingency Tables
Ace Not Ace Total
Black 2 24 26
Red 2 24 26
Total 4 48 52
Session 2.11
TEACHING BASIC STATISTICS …
Session 2.12
TEACHING BASIC STATISTICS …
PROBABILITY
1 Certain
The numerical measure of
the likelihood that an event
will occur
Between 0 and 1 0.5
Note: Sum of the probabilities
of all mutually exclusive
events in the sample space
is 1
0 Impossible
Session 2.13
TEACHING BASIC STATISTICS …
Assigning Probabilities
Subjective
confident student views chances of passing
a course to be near 100 %
Logical
symmetry/equally likely: coin, dice, cards etc.
(A PRIORI assignment)
Empirical
chances of rain 75 % since it rained 15 out of
past 20 days (A POSTERIORI)
Session 2.14
TEACHING BASIC STATISTICS …
Session 2.15
TEACHING BASIC STATISTICS …
Session 2.16
TEACHING BASIC STATISTICS …
Session 2.17
TEACHING BASIC STATISTICS …
Session 2.18
TEACHING BASIC STATISTICS …
Session 2.19
TEACHING BASIC STATISTICS …
ILLUSTRATION
S = {1, 2, 3, 4, 5, 6}
Assuming that the probability of each of the
outcomes 1,2, and 3 is 1/12 while each of the
outcomes 4, 5 and 6 has likelihood to occur
equal to 1/4.
The probability of an event of observing odd-
number of dots in a roll of a die is
P[E1] = sum of P{1}, P{3} and P{5}
= 1/12 + 1/12 + 1/4 = 5/12.
Session 2.20
TEACHING BASIC STATISTICS …
A POSTERIORI APPROACH
Session 2.21
TEACHING BASIC STATISTICS …
ILLUSTRATION
Suppose the experiment was done for
100 times and it was observed that an
odd-number of dots occurred 60 times
and even-number of dots occurred 40
times.
The (empirical) probability of an event
of observing odd-number of dots in a
roll of a die is the relative frequency of
the event or P[E1] = 60/100 = 0.6
Session 2.22
TEACHING BASIC STATISTICS …
Rules on Probability
Property 1. The probability of an event E
is any number between 0 and 1 inclusive.
and P()=1 while P()=0.
Property 2. The sum of the probabilities
of a set of mutually exclusive and
exhaustive events (all events in the
sample space) is 1. (n events are
mutually exclusive if no pair of events
among the n can occur simultaneously)
Session 2.23
TEACHING BASIC STATISTICS …
Rules on Probability
A
B
Session 2.24
TEACHING BASIC STATISTICS …
Computing Probability
P(King or Spade)
= P(King) + P(Spade) - P(King and Spade)
4 13 1 16 4
=
52 52 52 52 13
P(King or Queen) = P(King) + P(Queen)
4 4 8 2
=
52 52 52 13
since King and Queen are mutually exclusive then P(King and Queen)=0
Session 2.25
TEACHING BASIC STATISTICS …
Marginal Probability
A Deck of 52 Cards
Color
Type Red Black Total
Ace 2 2 4
Non-Ace 24 24 48
Total 26 26 52
P(Ace) = 4
52
Session 2.26
TEACHING BASIC STATISTICS …
Session 2.27
TEACHING BASIC STATISTICS …
Conditional Probability
A Deck of 52 Cards
Color
Type Red Black Total
Ace 2 2 4
Non-Ace 24 24 48
Total 26 26 52
Session 2.29
TEACHING BASIC STATISTICS …
Examples:*
Random Variable
A rule or a function that maps each element
of the sample space of an experiment to one
and only one real number
Each value that a random variable can take
has a probability associated with it.
The set of all the values that the random
variable can take together with the
corresponding probabilities define the
probability distribution of the random
variable.
Session 2.31
TEACHING BASIC STATISTICS …
Random Variable
A random variable defined on a sample
space that is countable* is a discrete random
variable, e.g., no. of persons in a household,
no. in favor of a proposition.
A random variable that can take all possible
values within a range is a continuous
random variable, e.g., weight, income,
temperature, crop yield.
Session 2.33
TEACHING BASIC STATISTICS …
(1,1),
2
(1,2), (2,1),
3
(1,3), (2,2), (3,1),
4
(1,4), (2,3), (3,2), (4,1),
5
(1,5), (2,4), (3,3), (4,2), (5,1),
6
(1,6), (2,5), (3,4), (4,3), (5,2), (6,1),
7
(2,6), (3,5), (4,4), (5,3), (6,2),
8
(3,6), (4,5), (5,4), (6,3),
9
(4,6), (5,5), (6,4),
10
(5,6), (6,5),
11
(6,6)
12
Session 2.34
TEACHING BASIC STATISTICS …
Session 2.35
TEACHING BASIC STATISTICS …
Session 2.36
TEACHING BASIC STATISTICS …
Session 2.37
TEACHING BASIC STATISTICS …
Session 2.38
TEACHING BASIC STATISTICS …
Session 2.39
TEACHING BASIC STATISTICS …
VARIANCE OF A DISCRETE
RANDOM VARIABLE
If X is a discrete random variable with probability distribution P(X=x)
x : x1 x2 … xn
P(X=x) : P(X=x1) P(X=x2) … P(X=xn)
then the variance of X is:
Session 2.40
TEACHING BASIC STATISTICS …
Session 2.41
TEACHING BASIC STATISTICS …
Session 2.42
TEACHING BASIC STATISTICS …
0 1
Session 2.43
TEACHING BASIC STATISTICS …
Session 2.44
TEACHING BASIC STATISTICS …
x
Session 2.45
TEACHING BASIC STATISTICS …
Session 2.47
TEACHING BASIC STATISTICS …
Session 2.48
TEACHING BASIC STATISTICS …
Session 2.49
TEACHING BASIC STATISTICS …
2 2
f x : density function of random variable X
3.14159; e 2.71828
: population mean
: population standard deviation
Session 2.50
TEACHING BASIC STATISTICS …
N(5,4)
0.20
0.15
N(5,9)
0.10
0.05
0.00
-15 -10 -5 0 5 10 15 20
Session 2.51
TEACHING BASIC STATISTICS …
N(10,4)
0.15
0.10
0.05
0.00
-5 0 5 10 15 20
Session 2.52
TEACHING BASIC STATISTICS …
Session 2.53
TEACHING BASIC STATISTICS …
Session 2.54
TEACHING BASIC STATISTICS …
X
c d
Session 2.55
TEACHING BASIC STATISTICS …
Session 2.56
TEACHING BASIC STATISTICS …
Session 2.57
TEACHING BASIC STATISTICS …
THE Z-TABLE
This table summarizes the cumulative probability
distribution for Z (i.e. P[Z z])
Examples:
1. P[Z 0] = 0.5
2. P[Z 1.25] = 0.8944
3. P[Z 1.96] = 0.9750
0z
P[Z z]
Session 2.58
TEACHING BASIC STATISTICS …
Standardizing Example
X 6.2 5
Z 0.12
10
Normal Distribution Standard Normal Distribution
10
Z 1
5 Z 0
6.2 X 0.12 Z
Session 2.59
Shaded Area Exaggerated
TEACHING BASIC STATISTICS …
X 2.9 5 X 7.1 5
Z .21 Z .21
10 10
10 .0832 Z 1
.0832
Session 2.62
TEACHING BASIC STATISTICS …
Cumulative Standard
Normal Distribution Table Z 0 Z 1
(Portion)
Z .00 .01 .02
.4168
-0.3 .3821 .3783 .3745
Shaded Area
Exaggerated
-0.2 .4207 .4168 .4129
Session 2.63
TEACHING BASIC STATISTICS …
Example: P X 8 .3821
X 85
Z .30
10
Normal Distribution Standard Normal
10 Distribution
Z 1
.3821
8 X 0.30 Z
5 Z 0
Session 2.64
Shaded Area Exaggerated
TEACHING BASIC STATISTICS …
P X 8 .3821
Example: (continued)
Cumulative Standard Normal
Distribution Table (Portion) Z 0 Z 1
Z .00 .01 .02
.6179
0.0 .5000 .5040 .5080 Shaded Area
Exaggerated
0.1 .5398 .5438 .5478
Session 2.65
TEACHING BASIC STATISTICS …
Example
Suppose that women’s heights can be modeled by a normal
curve with a mean of 1620 mm and a standard deviation
of 50 mm. What height corresponds to the 10th percentile?
Session 2.67
TEACHING BASIC STATISTICS …
Example - continuation
From X
Z
X 1620
1.282
50
Session 2.68
TEACHING BASIC STATISTICS …
P[Z = a] = 0
P[Z a] can be obtained directly
from the Z-table
P[Z a] = 1 – P[Z a]
P[Z -a] = P[Z +a]
P[Z -a] = P[Z +a]
P[a1 Z a2] = P[Z a2] – P[Z a1]
Session 2.69