Probability and probability

1
distribution
 Course objectives:
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 Learning Objectives
At the end of this chapter, the student will be able to:
1. Understand the concepts and characteristics of probabilities
and probability distributions.
2. Compute probabilities of events and conditional probabilities
3. Differentiate between the binomial and normal distributions
4. Understand the concepts and uses of the standard normal
distribution
 INTRODUCTION
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Definition:
In general, there is no completely satisfactory definition of
probability.
Probability is one of those elusive concepts that virtually
everyone knows but which is nearly impossible to define
entirely adequately
 E.g. A fair coin has been tossed x times.
the probability of heads [notation: pr(H)] on one toss of the coin
is about 0.5. That is, Pr(H) = 0.5
 Definition:
1. The probability that something occurs is the proportion
of times it occurs when exactly the same experiment is
repeated a very large (preferably infinite!) number of
times in independent trials.
 “independent” means the outcome of one trial of the
experiment doesn’t affect any other outcome.
 If there are n equally likely possibilities, of which one
must occur and m are regarded as favorable, or as a
“success,” then the probability of a “success” is m/n.
 Cont…
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Example: What is the probability of rolling a 6 with a well-

balanced die?
In this case, m=1 and n=6, so that the probability is 1/6 =
0.167
 Probabilities are real numbers on the interval from 0 to 1; i.e.,

0 ≤ Pr(A) ≤ 1
 If an event is certain to occur, its probability is 1, and if the

event is certain not to occur, its probability is 0.

 The sum of the probabilities that an event will occur and that it

will not occur is equal to 1; hence, P(A’) = 1 – P(A)

 Definitions of some terms commonly
encountered in probability
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 Experiment: In statistics anything that results in a count

or a measurement is called an experiment.
E.g. It may be the parasite counts of malaria patients
entering Goba Hospital, or measurements of blood
pressure among a group of students.
 Sample space: The set of all possible outcomes of an

experiment, for example, (H,T).

 Event: Any subset of the sample space H or T.
 Mutually exclusive events
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Mutually exclusive events: Two events A and B are

mutually exclusive if they have no elements in common.
 If A and B are outcomes of an experiment they cannot

both happen at the same time.

i.e. That is, the occurrence of A precludes the occurrence of
B and vice versa.
 For example, in the toss of a coin, the event A (it lands

heads) and event B ( it lands tails) are mutually exclusive.

 The additive law
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 The additive law, when applied to two mutually exclusive

events, states that the probability of either of the two
events occurring is obtained by adding the probabilities
of each event.
 Thus, if A and B are mutually exclusive events,
Pr(A or B) = Pr (A) + Pr(B)
 Extension of the additive law to more than two events
indicates that if A, B, C… are mutually exclusive events,
Pr(A or B or C or…) = Pr (A) + pr(B)+ pr(C) + …
 The additive law…
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Eg. One die is rolled. Sample space = S = (1,2,3,4,5,6)

Let A = the event an odd number turns up, A = (1,3,5)
Let B = the event a 1,2 or 3 turns up; B = (1,2,3 )
Let C = the event a 2 turns up, C= (2)
i) Find Pr (A); Pr (B) and Pr (C)
Pr(A) = Pr(1) + Pr(3) + Pr(5) = 1/6+1/6+ 1/6 = 3/6 = ½
Pr(B) = Pr(1) + pr(2) + Pr(3) = 1/6+1/6+1/6 = 3/6 = ½
Pr ( C ) = Pr(2) = 1/6
ii) Are A and B; A and C; B and C mutually exclusive?
- A and B are not mutually exclusive. Because they have the
elements 1 and 3 in common
- similarly, B and C are not mutually exclusive. They have the
element 2 in common.
- A and C are mutually exclusive. They don’t have any element in
common
 The additive law…
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 When A and B are not mutually exclusive pr(A or B) = Pr(A)

+ Pr(B) cannot be used.
 The reason is that in such a situation A and B overlap
in a venn diagram, and the elements in the overlap are
counted twice.
 Therefore, when A and B are not mutually exclusive, Pr(A
or B) = Pr (A) + Pr(B) – Pr(A and B)
 The additive law…
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E.g. Of 200 seniors at a certain college, 98 are women,

34 are majoring in Biology, and 20 Biology majors are
women.
 If one student is chosen at random from the senior

class, what is the probability that the choice will be

either a Biology major or a women.
Pr ( Biology major or woman ) = Pr (Biology major) +
Pr(woman ) – Pr (Biology major and woman)
=34/200 + 98/200 - 20/200 = 112/200 =0.56
 Conditional probabilities and the
multiplicative law
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Sometimes the chance a particular event happens depends

on the outcome of some other event.
E.g. The chance a patient with some disease survives the
next year depends on his having survived to the present
time. Such probabilities are called conditional
 The notation is Pr(B/A), which is read as “the

probability event B occurs given that event A has

already occurred.”
 Conditional probabilities…
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 Let A and B be two events of a sample space S.

 The conditional probability of an event A, given B,
denoted by
Pr (A/B )= P(A n B) / P(B) , P(B) ≠ 0

Similarly, P(B/A) = P(A n B) / P(A) , P(A) ≠ 0

 Conditional probabilities…
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Example: Suppose in country X the chance that an infant lives to age

25 is 0.95, whereas the chance that he lives to age 65 is 0.65.
 For the latter, it is understood that to survive to age 65 means to

survive both from birth to age 25 and from age 25 to 65.

What is the chance that a person 25 years of age survives to age 65?
Let,
A= Survive birth to age 25 which is 0.95
A and B= Survive both birth to age 25 and age 25 to 65 which is 0.65
B/A= Survive age 25 to 65 given survival to age 25 ?
 Then, Pr (B/A) = Pr (A n B ) / Pr (A) = 0.65/0.95 = 0.684 .

i.e. A person aged 25 has a 68.4 percent chance of living to age 65.
 Random variables and probability
distributions
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Definition:
A random variable for which there exists a discrete
definition of values with specified probabilities is a
discrete random variable.
A random variable whose values form a continuum (i.e.,
have no gaps) such that ranges of values occur with
specified probabilities is a continuous random
variable.
 A probability distribution
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 A probability distribution (mass function) is a

mathematical relationship, or rule, that assigns to any
possible value of a discrete random variable X the
probability P(X = xi).
 Cont…
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General rules which apply to any probability

distribution:
1. Since the values of a probability distribution are
probabilities, they must be numbers in the interval
from 0 to 1.
2. Since a random variable has to take on one of its
values, the sum of all the values of a probability
distribution must be equal to1.
 Cont…
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E.g. Toss a coin 3 times. Let x be the number of heads obtained.

Find the probability distribution of x.

f (x) = Pr (X = xi) , i = 0, 1, 2, 3.
Pr (x = 0) = 1/8 ……………………………. TTT
Pr (x = 1) = 3/8 ……………………………. HTT THT TTH
Pr (x = 2) = 3/8 ……………………………..HHT THH HTH
Pr (x = 3) = 1/8 ……………………………. HHH
Probability distribution of X.
 THE BINOMIAL DISTRIBUTION
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 It is derived from a process known as a Bernoulli trial.

 Bernoulli trial: is when a random process or experiment
called a trial can result in only one of two mutually
exclusive outcomes, such as dead or alive, sick or well,
the trial is called a Bernoulli trial.
 THE BINOMIAL DISTRIBUTION…
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Binomial assumptions:
1. The same experiment is carried out n times ( n trials are
made).
2. Each trial has two possible outcomes (usually these
outcomes are called “ success” and “ failure”.
If P is the probability of success in one trial, then , 1-p is
the probability of failure.
3. The result of each trial is independent of the result of
any other trial.
 THE BINOMIAL DISTRIBUTION…
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 If the binomial assumptions are satisfied, the probability

of x successes in n trials is:
 P(X=x)= px qn-x ,x=1,2,3,…..n

Where is the number of combinations of n distinct

objects taken x of them at a time.
 Application of binomial distribution
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Example: Suppose that in a certain population 52% of all recorded births

are males. If we select randomly 10 birth records
i. What is the probability that exactly 5 will be males?
Solution: n=10, x=5
Pr(X=5) = 10! x 0.52 5 x (1- 0.52)10-5 = 0.24
5!(10-5)!
ii. What is the probability that 3 or more will be females?
Pr(X≥3) = 1- Pr(X<3), while Pr(X<3)= Pr(X=0)+Pr(X=1)+Pr(X=2)
=1-[0.001+0.013+0.11]
= 1-0.125
= 0.875
 The Normal Distribution
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 The Normal Distribution is by far the most important probability

distribution in statistics.
 The distributions of many medical measurements in populations
follow a normal distribution (eg. Serum uric acid levels, cholesterol
levels, blood pressure, height and weight).

 Normal Distribution…
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A random variable X is said to follow ND, if and only if, its

probability density function is:
2
1  x - 
1  
2  

f(x) = e
 2
 π (pi) = 3.14159
 e = 2.71828,
 Range of possible values of X: -, - < x < .
 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.
 The important characteristics of the ND are:
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1) It is a probability distribution of a continuous variable.

2) It extends from minus infinity( -∞) to plus infinity (+∞).
3) It is bell-shaped, symmetrical about its mean, .
4) It is unimodal. The mean, the median and mode are almost equal.
5) The total area under the curve about the x-axis is 1 square unit.
6) The curve never touches the x-axis.
7) It is determined by two quantities: its mean ( μ ) and SD ( σ ).
26

f(x) Changing μ shifts the

distribution left or right.

Changing σ increases or
decreases the spread.
σ

μ x

Given the mean μ and variance σ we define the normal

distribution using the notation
 Cont…
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 Area under any Normal curve

SND = Z = (x - μ ) / σ
Perpendiculars of:
 ± 1 SD contain about 68%;
 ±2 SD contain about 95%;
 ±3 SD contain about 99.7% of the area under the curve.
 Cont…
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 To find the area under a normal curve between x=a and x=b, find the Z
scores corresponding to a and b (Z1 and Z2) and then find the area
under the standard normal curve between Z1 and Z2 from the
published table.
Example: Assume a distribution has a mean of 70 and a standard
deviation of 10.
 How many standard deviation units above the mean is a score of 80?

Z = (80-70) / 10 = 1
 How many standard deviation units above the mean is a score of 83?

Z = (83 - 70) / 10 = 1.3

 Cont…
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 Z-scores are important because given a Z–value we can find out the
probability of obtaining a score this large or larger (or this low or
lower).
(look up the value in a z-table).
 To look up the probability of obtaining a Z-value as large or larger
than a given value, look up the first two digits of the Z-score in the
left hand column and then read the hundredths place across the
top.
 Hence, P(-1 < Z < +1) = 0.6827 ;
 P(-1.96 < Z < +1.96) = 0.95, and
 P(-2.576 < Z < + 2.576) = 0.99.
 Using normal table

The four digit probability in a particular row and column of Table 1

gives the area under the z curve to the left that particular value of z.

Area for z  1.36

 Cont…
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Example1: Suppose a borderline hypertensive is defined as a person whose

DBP is between 90 and 95 mm Hg inclusive, and the subjects are 35-44-
year-old males whose BP is normally distributed with mean 80 and variance
144.
What is the probability that a randomly selected person from this

population will be a borderline hypertensive?

Solution: Let X be DBP, X ~ N(80, 144)
 P (90 < X < 95) = P(90-80/12 < x - μ / σ < 95-80/12)
= P(0.83 < z < 1.25)
= P (Z < 1.25) − P(Z < 0.83)
= 0.8944 − 0.7967
= 0.098
Thus, approximately 9.8% of this population will be borderline hypertensive.
 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.
a) What percent of boys in this age range have carbohydrate intake above
140g/1000 cal?
b) What percent of boys in this age range have carbohydrate intake below
90g/1000 cal?
Solution: Let X be carbohydrate intake in 12-14-year-old males and X ∼N (124,
400)
a) P(X>140) = P(Z > (140-124)/20)
= P(Z > 0.8) = 1− P(Z < 0.8)
= 1− 0.7881 = 0.2119
b) P(X < 90) = P(Z < (90-124)/20)
= P(Z < -1.7) = P(Z > 1.7)
= 1− P(Z < 1.7) = 1− 0.9554 = 0.0446
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Thanks !