INTRODUCTION TO

PROBABILITY
Lecture outline
•Definition
•Types of events
•Basic probability rules
•Conditional probability
 Probability
• Chance of observing a particular outcome
• Likelihood of an event

• Assumes a “random” process: i.e.. the outcome is not

predetermined - there is an element of chance.
• An outcome is a specific result of a single trial of a
probability experiment.
 Probability…
• Probability theory were developed from the
study of games of chance like dice and cards.
• A process like flipping a coin, rolling a die or
drawing a card from a deck are probability
experiments.
• Central to the understanding of inferential
statistics.
•Probability theory is a foundation for
statistical inference, &
•Allows us to draw conclusions about a
population of patients based on information
obtained from a sample of patients drawn
from that population.
 When can we talk about
probability ?
When dealing with a process that has an
Uncertain outcome
Birth of male or female child?
Tossing a coin?
 A patient taking a certain drug (cure/no)?
The fate of a patient
 Definitions
• Experiment = any process with an uncertain
outcome. An experiment is a trial and all possible
outcomes are events
• Event = something that may happen or not when the
experiment is performed (either occurs or does not
occur)
• Events are represented by uppercase letters such as
A, B, C, etc
 Cont’d…
Event:
o result of an observation/experiment or
a description of some potential
outcome.
1.Someone is HIV free (Uninfected)
2.A mother gives a baby to baby girl
3.A couple has one boy and 2 girls
 Definition
 Probability Can be defined as the number of times in
which an event occurs in a very large number of trials under
virtually identical conditions. (The frequentist definition)

 Probability of an Event E
• Is a number between 0 and 1 representing the proportion of
times that event E is expected to happen when the
experiment is done over and over again under the same
conditions.
 Sample space: is the set of all possible
outcomes of an experiment.
E.g. the sample space for tossing a fair
coin is (H, T).
- All 6 faces of a die.
- All 52 cards of a bridge deck.
 Classical Probability
• Is based on gambling ideas
• Rolling a die -
• – There are 6 possible outcomes:
• – Total ways = {1, 2, 3, 4, 5, 6}.
• Each event is equally likely to occur
• – P(i) = 1/6, i=1,2,...,6.
• P(1) = 1/6
• P(2) = 1/6
• …….
• P(6) = 1/6
• SUM = 1
• Definition: If an event can occur in N mutually
exclusive and equally likely ways, and if m of
these posses a characteristic, E, the probability of
the occurrence of E = m/N.
• P(E)= the probability of E = m/N
• If we toss a coin, what is the probability of Head
coming up?
• m = 1 (which is head) and N = 2
• The probability of head coming up is 1/2.
 Relative Frequency Probability
• In the long run process …..
• The proportion of times the event A occurs — in a large
number of trials repeated under essentially identical
conditions
• Definition: If a process is repeated a large number of
times (n), and if an event with the characteristic E
occurs m times, the relative frequency of E,
• Probability of E = P(E) = m/n.
 Example
• If you toss a coin 100 times and head comes up 40
times,
• P(H) = 40/100 = 0.4.
And If we toss a coin 10,000 times and the head comes
up 5562 times,
• P(H) = 0.5562.
• Therefore, the longer the series and the longer sample
size, the closer the estimate to the true value (0.5).
 Example: Probability of male live births during the
period 1965 - 1974
Time Period No. of Male births No. of live births Probability of
male births

1965 1,924,054 3,760,358 0.51447

1965 – 1969 9,219,202 17,989,361 0.51348

1965 – 1974 17,857,857 34,832,051 0.51268

These are empirical probabilities based on a finite amount of data. If the sample
size increased indefinitely, an increasingly more precise estimate (0.5) can be
obtained.
 Mutually Exclusive Events
 Two events A and B are mutually exclusive if
they cannot both happen at the same time.
P (A ∩ B) = 0

 If E1 occurs then E2 cannot occur

 E1 and E2 have no common elements
Example:
– A coin toss cannot produce heads and tails
simultaneously.
– Weight of an individual can’t be classified
simultaneously as “underweight”, “normal”, “overweight”
Blood pressure reading: A=(DBP<90) and B=
(90≤DBP<95), can’t occur at the same time
 Independent Events
• Two events A and B are independent if the probability of the first
one happening is the same no matter how the second one turns out.
• The outcome of one event has no effect on the occurrence or non-
occurrence of the other.
• P(A ∩ B) = P(A) x P(B) (Independent events)
• Example:
• The outcomes on the first and second coin tosses are independent
 Dependent events
• Occurrence of one event affects the probability of the other
• P(A ∩ B) ≠ P(A) x P(B)
Example: Consider the DBP measurements
• from a mother and her first-born child. Let:
A = {mother’s DBP95}
B = {first-born child’s DBP80}
Suppose P{A ∩ B} = 0.05, P{A} = 0.1, P{B} = 0.2
• Then P{A ∩ B} = 0.05 > P{A} x P{B} = 0.02
• And Events A and B would be dependent.
• Dependent events

• E1 = rain forecasted on the news

• E2 = take an umbrella to work

 Probability of the second event is

affected by the occurrence of the first
event
 Intersection and Union
• The intersection of two events A and B, A ∩ B, is the
event that A and B happen simultaneously.
• P ( A and B ) = P (A ∩ B )
• Let A represent the event that a randomly selected
newborn is Male, and B the event that he or she belong to
blood group AB.
• The intersection of A and B is the event that the infant is
both Male and has a blood group AB.
Intersection of events

A B

P(A ∩ B)
 Union
• The Union of A and B, A U B, is the event that
either A happens or B happens or they both
happen simultaneously
• P ( A or B ) = P ( A U B )
• Here, the union of A and B is the event that the
newborn is either male or has blood group AB,
or both.
Union of events
A B

P(A U B)
 Properties of Probability
• 1. The numerical value of a probability always lies
between 0 and 1, inclusive.
0 ≤ P(E) ≤ 1
 A value 0 means the event can not occur
 A value 1 means the event definitely will
occur
 A value of 0.5 means that the probability
that the event will occur is the same as the
 Properties…
2. The sum of the probabilities of all mutually
exclusive outcomes is equal to 1.
• P(E₁) + P(E₂ ) + .... + P(En ) = 1.
3. For two mutually exclusive events A and B,
• P(A or B ) = P(AUB)= P(A) + P(B).
• If not mutually exclusive:
• P(A or B) = P(A) + P(B) - P(A and B)
 Cont’d…
4. The complement of an event A, denoted by Ā ,
is the event that A does not occur
• Consists of all the outcomes in which event A
does NOT occur
• P(Ā) = P(not A) = 1 – P(A)
• Ā occurs only when A does not occur.
 Cont’d…
• In the example of Male birth, the
complement of A is the event that the
newborn is Female.
• If the P(A) = 0.48, then:
• P(Ā) = 1 - P(A)
= 1 - 0.48
= 0.52
 Basic Probability Rules
1. Addition rule
• If events A and B are mutually exclusive:
• P(A or B) = P(A) + P(B)
• P(A and B) = 0
 More generally:
• P(A or B) = P(A) + P(B) - P(A and B)
• P (event A or event B occurs or they both occur)
• If two events E₁ and E₂ are mutually exclusive, then:

• P (E₁ and E₂) = 0

E₁ E₂

So
• P(E1 or E2) = P(E1) + P(E2) –
= P(E1) + P(E2) = 0 if
mutually exclusive P(E1 and E2)
 A and B are non mutually exclusive

(Can occur together)

Example: Male and Smoker

P(A ∩ B)

P(A) P(B)

P(A OR B) = P(A U B) = P(A) + P(B) - P(A ∩ B)

Don’t count common elements twice

Example: Probability of year of schooling
completed by mothers
Mother’s Education Probability

≤ 8 years 0.056

9 – 11 yeas 0.159

12 years 0.329

13 – 15 years 0.226

≥ 16 years 0.230
 Exercise
 What is the probability that a mother has
completed < 12 years of schooling?
 What is the probability that a mother has
completed 12 or more years of schooling?
 What is the probability that a mother has
completed at least 12 years of education?
 Exercise
 What is the probability that a mother has
completed < 12 years of schooling? = 0.215
 What is the probability that a mother has
completed 12 or more years of schooling? = 0.769
 What is the probability that a mother has
completed at least 12 years of education? = 0.769
 2. Multiplication rule
•If A and B are independent events, then
•P(A ∩ B) = P(A) × P(B)
More generally (both independent &
dependent),
•P(A ∩ B) = P(A) P(B|A) = P(B) P(A|B)
•P (A and B) denotes the probability that A and
B both occur at the same time.
 Conditional Probability
• Refers to the probability of an event, given that
another event is known to have occurred.
• “What happened first is assumed”
• When thinking about conditional probabilities,
think in stages. Think of the two events A and B
occurring chronologically, one after the other, either
in time or space.
 Conditional …
• 
E.g. Calculating conditional probability of an event
• Example: A study investigating the effect of prolonged exposure to
bright light on retina damage in premature infants.
_ ___________________________________________________________________________ _____________ ______

Exposure to light Retinopathy No retinopathy Total

_____________________________________________________________________________________ _________

Bright light 18 3 21
Reduced light 21 18 39
--------------------------------------------------------------------------------------------------------------------------
Total 39 21 60
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 Cont’d…
• 
 Cont’d…
• 
 Cont’d…
• 
 Test for Independence
 Two events A and B are  Two events A and B are
independent if: dependent if
P(B|A) ≠ P(B)
• P(B|A) = P(B) or
or
P(A and B) ≠ P(A) • P(B)
P(A and B) = P(A) • P(B)
E.g. Calculating probability of an event
Table 7: Shows the frequency of cocaine use by gender
among adult cocaine users
____________________________________________________________________________ ___________________

Life time frequency Male Female Total

of cocaine use
_____________________________________________________________________________________ _________

1-19 times 32 7 39
20-99 times 18 20 38
more than 100 times 25 9 34
---------------------------------------------------------------------------------------------------------
Total 75 36 111
-------------------------------------------------------------------------------------------------------------------------------
 Exercise
1. What is the probability of a person randomly picked
is a male?
2. What is the probability of a person randomly picked
uses cocaine more than 100 times?
3. Given that the selected person is male, what is the
probability of a person randomly picked uses cocaine
more than 100 times?
4. Given that the person has used cocaine less than 100
times, what is the probability of being female?
5. What is the probability of a person randomly picked
 Answers
1. What is the probability of a person randomly picked is a
male? P(M) = Males/Total = 75/111 = 0.68
2. What is the probability of a person randomly picked uses
cocaine more than 100 times? 34/111 = 0.31
3. Given that the selected person is male, what is the
probability of a person randomly picked uses cocaine more
than 100 times? 25/75 = 0.32
4. Given that the person has used cocaine less than 100 times,
what is the probability of being female? 27/77 = 0.35
5. What is the probability of a person randomly picked is a
male and uses cocaine more than 100 times? 25/111 =0.23
 Reading assignment
 Bayes’ Theorem
 Application of Bayes’ theorem on diagnostic tests
Thank you!