Chapter2

PROBABILITY
2.1 Introduction
Probability lays the foundation for statistical inference. This chapter provides a brief
overview of the probability concepts necessary for the understanding of topics covered in the
chapters that follow. It also provides a context for understanding the probability distributions
used in statistical inference, and introduces the student to several measures commonly found
in the medical literature
The concept of probability is frequently encountered in everyday communication. For
example, we may hear a physician say that a patient has a 50-50 chance of surviving a
certain operation. Another physician may say that he is 95 percent certain that a patient has a
particular disease. Thus we are accustomed to measuring the probability of the occurrence of
some event by a number between zero and one. The more likely the event, the closer the
number is to one; and the more unlikely the event, the closer the number is to zero. An event
that cannot occur has a probability of zero, and an event that is certain to occur has a
probability of one.

2.2 Basic Definitions.

We begin our development of probability by defining some basic key words.
(A) Experiment
The term experiment refers to the process of obtaining an observed result of some
phenomenon, and a performance of an experiment, is called a trial of the experiment. An
observed result, on a trial of the experiment, is called an outcome. This terminology is rather
general, our interest will be in situations, called random experiments, where there is
uncertainty about which outcome will occur when the experiment is performed. By a random
experiment we will mean any procedure that:
1- all possible outcomes can be completely defined in advance.
2- can be repeated, theoretically, any number of times under identical conditions.
3- any performance of the experiment results in an outcome that is not known to certain
occur in advance.
For example, a coin is tossed, assuming that the coin does not land on the side, there are two

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possible outcomes of the experiment: heads (denoted by H) and tails (denoted by T). On any
performance of this experiment one does not know what the outcome will be. The coin can be
tossed as many times as desired.

(B) Sample Space

The Sample Space, denoted by S, associated with a random experiment is the set of all
possible outcomes of that experiment. Note that one and only one of the possible outcomes
will occur on any given trial of the experiment.

Example 2.1
An experiment consists of selecting two students, and the observed gender of each
student is of interest. The set of all possible outcomes may be represented by the sample
space;
S = { MM , MF , FM , FF }
If we are interested in the total number of males obtained, an appropriate sample space could
then be written as
S ={ 0 , 1 , 2 }
Thus, different sample spaces may be appropriated for the same experiment, depending on
the characteristic of interest.
In selecting three students, the sample space consists of 8 outcomes,
S = { MMM , MMF , MFM , FMM , MFF , FMF , FFM , FFF }

First selection Second selection Third selection

M MMM
M
F MMF
M
M MFM
F
F MFF
M M FMM
F F FMF
F M FFM
F FFF

Note that, in selecting n students, the sample space consists of 2n outcomes.

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(C) Event S
An event A is a collection of some of the possible
outcomes of the random experiment.
In the language of the set theory, A is a subset of the A
sample space S i.e.
AS

In particular, we may regard each individual outcome as an event; since each outcome is a
subset of S. (These are sometimes called elementary events). Also, the null set  (i.e. the set
which consists of no outcomes) and the complete sample space S are each special cases of
subsets of S, and thus both  and S may be regarded as events.  is known as the impossible
event and S as the certain event.
For example, in tossing a die, S ={1, 2, …, 6}, we might consider the following as typical
events;
A1 : Score is 1, i.e. {1}
A2 : Score is even, i.e. {2,4,6}
A3 : Score is less than 5, i.e. {1,2,3,4}.

(D) Occurrence of an event.

We say that an event A had occurred if the outcome of the experiment belongs to the
set A. For example, if the outcome in throwing a die was a score 6, then, as described above,
A2 occurred, but A1 did not occur and A3 did not occur.
S

(E) Union of Events.

Given two events A & B, the union of A & B, written
A B
AB
is defined as the set of outcomes which belong to either A
or B or both. Thus, the event (A  B) occurs whenever A or
B occurs or both occur. AB

(F) Intersection of events.

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 S
The intersection of A &B written as A  B is defined
as the set of outcomes which belong to both A and B. The
set (A  B) occurs when both A & B occur. A B

A B

(G) Mutually exclusive Events S

Two events A and B are called mutually exclusive if
both A and B cannot occur in the same time i.e. if
A B
AB= 
so that A and B are disjoint.
A  B= 

(H) Complimentary event

Given an event A, the complimentary, A (or A/), is defined as that subset of S which
do not belong to A. Thus the event A occurs whenever A does not occur and vice versa.

(I) Equally Likely Events.

If no outcome of a random experiment is any more likely to occur than any other,
The outcomes are said to be equally likely.

2.3 Classical Probability

If a random experiment can result in N mutually exclusive and equally likely
outcomes, n(A) of which corresponds to the occurrence of some event A, then the
probability that the event A will occur, denoted by P(A), will defined as the ratio n(A)/N,
symbolically.

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 n(A) number of outcomes belong to A
P(A) = = (1.1)
N total number of outcomes belong to S

The relative frequency approach to probability depends on the repeatability of some

process and the ability to count the number of repetitions, as well as the number of times that
some event of interest occurs. We may define the probability of observing some
characteristic, A, of an event as follows:
If some process is repeated a large number of times, N, and if some resulting event
with the characteristic, A, occurs n times, the relative frequency of occurrence of A, n/N, will
be approximately equal to the probability of A.

Example 2.2
The tuberculin skin test is a routine screening test used to detect tuberculosis. The
results of this test can be categorized as either positive, negative, or uncertain. If the
probability of a positive test is 0.1, it means that if a large number of such tests were
performed, about 10% would be positive. The actual percentage of positive tests will be
increasingly close to 0.1 as the number of tests performed increases.
Example 2.3
The probability of developing a breast cancer over 30 years in 40-year-old women
who have never had breast cancer is approximately 1/11. This probability means that over
a large sample of 40-year-old women who have never had breast cancer, approximately 1
in 11 will develop the disease by age 70, with this proportion becoming increasingly close
to 1 in 11 as the number of women sampled increases.

2.4 Axiomatic Approach to Probability

For a given experiment, S denotes the sample space, a set real function that associates
a real value P(A) with each event A is called a probability function (or a probability
measure), and P(A) is called the probability of A, if the following properties are satisfied:

Axiom I. P(A) ≥ 0, for every event A  S.

Axiom II. P(S) = 1,

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 Axiom III. If A and B are two mutually exclusive events of S, then
P(A  B) = P(A) + P(B)

These axioms all seem to agree with our intuitive concept of probability and these few
axioms are sufficient to allow a mathematical structure to be developed.
Note, if A and B are two mutually exclusive events of S, then
P (A  B) = P (A) + P (B)

Example 2.4 Hypertension

Let A be the event that a person has normotensive diastolic blood pressure (DBP)
readings (DBP <90), and let B be the event that a person has border line DBP readings (90 ≤
DBP < 95). Suppose that P(A) = .7, and P(B) = .1. Let C be the event that a person has a
DBP < 95. Then
P (C) = P (A) + P (B) = .8
because the events A and B cannot occur at the same time (mutually exclusive).

2.5 Some Rules of Probability

Based on the three axioms of probability, we can derive many other rules which have
important applications. Among them, the next rules are immediate consequences of the
axioms.
1. P (  ) = 0
2. P(A ) = 1 - P(A)
3. If A and B are events in S and A  B, then P(A)  P(B) ⇒ 0  P(A)  1.
4. If A and B are any two events in S, then the probability of occurrence of A and non-
occurrence of B is given by
P( A∩ B ) = P( A \ B ) = P(A) - P(A ∩ B)
5. If A and B are any two events in a sample space S, then
P(A  B) = P(A) + P(B) - P(A∩B)

6. Probability of neither A nor B occurs is

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 ________
P(A B ) = P(A B) = 1 − P (A B)

Example 2.5
In a certain population of women 4% have had breast cancer, 20% are smokers and
3% are smokers and have had breast cancer. A woman is selected at random from the
population. What is the probability that:
a- She has had breast cancer or smokes?
b- She has had breast cancer and she is not a smoker?
Solution
If C is the event "she has breast cancer" and M the event "she is a smoker ", then we
have P(C) = 0.04, P(M) = 0.20 and P(C∩M) = 0.03.
a- P (C M) = P(C) + P(M) - P(C M) = 0.04 + 0.20 - 0.03 = 0.21
b- P( C∩ M ) = P(C) - P(C∩M) = 0.01

2.6 Conditional Probability

A major objective of probability modeling is to determine how likely it is that an
event A will occur when a certain experiment is performed. However, there are numerous
cases in which the probability assigned to A will be affected by knowledge of the occurrence
or nonoccurrence of another event B. In such an example we will use the terminology
"conditional probability of A given B", and the notation P(A|B) will be used to distinguish
between this new concept and ordinary probability P(A).
As an illustration, consider the event B of getting a 4 when a fair die is tossed. Based
1
on the sample space S = {1,2,3,4,5,6} the probability of B occurring is . Now suppose that
6
it is known that the toss of the die resulted in a number greater than 3. We are now dealing
with a reduced sample space A= {4,5,6}, which is a subset of S. Relative to the sample space
A, we find that the probability that B occurs is 1/3. This example illustrates that events may
have different probabilities when considered relative different sample spaces, and we would
write
1
P(B|A )= ,
3
which can also be written

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 1 1 / 6 P(A B)
P(B | A) = = =
3 3/6 P (A)
where P(A∩B) and P(A) are found from the original sample space S. In other words, a
conditional probability relative to a subspace A of S may be calculated directly from the
sample space S itself.

Definition
If A and B are any two events in S and P(A) > 0, the conditional probability of B given
A is
P(A B)
P(B | A) = (2.3)
P(A)
We may illustrate the concept of conditional probability by referring the table in the
following example.

Example 2.6
Drug users in New York City use the term “split a bag” or “get down on a bag” to
refer to the practice of dividing a bag of heroin or other injectable substances. A common
practice includes splitting drugs after they are dissolved in a common cooker, a procedure
with considerable HIV risk. Although this practice is common, little is known about the
prevalence of such practices. The researchers asked injection drug users in four
neighborhoods in the South Bronx if they ever “got down on” drugs in bags or shots. The
results classified by gender and splitting practice are given below:

Gender Split Drugs Never Split Drugs Total

(D) (N)
Male (M) 349 322 671
Female (F) 221 128 349
Total 570 450 1020
Let
D be the event that a person picked at random "admits to splitting drugs ";
N be the event that a person picked at random "never split drugs ";
M be the event that a person picked at random is "Male" and
F be the event that a person picked at random is "Female"
Then from the above table we have;

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 P(M) = 671/1020, P(D) = 570/1020 and P(M∩D)= 349/1020
Now a person picked at random and is found to be a male, what is the probability that he
admits to splitting drugs? This is the conditional probability of occurrence of D given that
M has been occurred and from the above table is given by:
349 349/1020 P (M D)
P (D | M) = = =
671 671/1020 P (M)

Example 2.7
The probability that a student, selected at random from certain college, will pass
economics is 0.8 and will pass in both economics and religion is 0.5. What is the probability
that he will pass religion if it is known that he had passed economics?
Solution
If E is the event "passing economics" and R the event "passing religion", then
P ( E R ) 0.5 5
P( R|E)= = = = 0.625
P(E) 0.8 8
Multiplication Rule
If we multiply the expressions on both sides of (1.3) by P(A), we obtain the following
multiplication rule: if A and B are two events in S, then
P (A B) = P (A) P(B | A) = P (B) P (A | B)

Example 2.8
If we randomly pick two television tubes in succession from a shipment of 240
television tubes of which 15 are defective, what is the probability that they will both
defective?
Solution
If we assume equal probabilities for each selection (which is what we mean by
"randomly" picking the tubes), the probability that the first tube will be defective is
15
P(D1 ) =
240
and the probability that the second tube will be defective given that the first tube is defective
is

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 14
P(D2 | D1 ) =
239
Thus, the probability that both tubes will be defective is
15 14 7
P (D1  D2 ) = P (D1 ) P (D2 | D1 ) = . =
240 239 1 , 912
This assumes that we are sampling without replacement, namely, that the first tube is not
replaced before the second tube is selected.
Theorem 1.7 can easily be generalized so that it applies to more than two events; for
instance, for three events we have

Example 2.9
A box of fuses contains 20 fuses, of which 5 are defective. If 3 of the fuses are
selected at random and removed from the box in succession without replacement, what is the
probability that all three fuses are defective?
Solution
If D1 is the event that the first fuse is defective, D2 is the event that the second fuse is
defective, and D3 is the event that the third fuse is defective, then
5 4 3
P ( D1 ) = , P ( D2 | D1 ) = , P ( D3 | D2 D1 ) =
20 19 18
and substitution into the formula yields
5 4 3 1
P( D1∩D2∩ D3 ) = P( D1 D2 D3 ) =
. . =
20 19 18 114
Further generalization of Theorem 1.7 and its corollary to k events is straightforward,
and the resulting formula can be proved by mathematical induction.

2.7 Independent Events

Informally speaking, two events A and B are said to be independent if the occurrence
or nonoccurrence of either one does not affect the probability of the occurrence of the other.
Symbolically, two events A and B are independent if
P ( B | A ) = P ( B ) and P(A | B) = P(A)

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and it can be shown that either of these equalities implies the other when both of the
conditional probabilities exist, namely, when neither P(A) nor P(B) equals zero.
Now, if we substitute P(B) for P(B/A) into formula (1.3), we get
P(A B) = P(A) P(B | A)

= P(A)P (B)
and this is used as the formal definition of independence.

Definition
Two events A and B are independent if and only if
P(A B) = P (A) P(B)

otherwise, A and B are dependent.

It can be shown that if A and B are events such that P(A) > 0 and P(B) > 0, then A and
B are independent iff either of the following holds
P ( B | A ) = P ( B ) and P( A|B)=P( A)

Example 2.10
Suppose A and B are events such that P(A) = 0.2, P(B) = 0.6 and P(A or B) = 0.68.
Are A and B independent events?
Solution
Note that P(A∩B) = P(A) + P(B) - P(A∪B)= 0.2 + 0.6 – 0.68 = 0.12
P(A) P(B) = (0.2)(0.6) = 0.12
Since P(A∩B) = P(A) P(B), we conclude that the events A and B are independent.

Example 2.11
Suppose that 3 percent of the people in a population of adults have attempted
suicide. It is also known that 20 percent of the population are living below the poverty
level. If these two events are independent, what is the probability that a person selected at
random from the population will have attempted suicide and be living below the poverty
level?
Solution
Let A be the event that the selected person have attempted suicide, and B be the
event that the selected person is living below the poverty level. Then

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P(A) = 0.03, P(B) = 0.20, since A and B are independent then,
P(A B ) = P(A) P(B) = (0.03)(0.2) = 0.006

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 EXERCISES

[1]For a certain population we define the following events for mother’s age at time of
giving birth:
A=under 20 years; B=20–24 years; C=25–29 years; D=30–44 years.
a- Are the events A, B,C, and D pairwise mutually exclusive?
b-State in words the event E=(A∪B)
c-State in words the event F = (B∪C)
d-Comment on the event G =(A∩B)
e- Comment on the event H =(A∪ D )
[2]Set C consists of the citizens of a certain town who voted "yes" for water
fluoridation. Set D consists of the citizens of the same town who have preschool
children. Define:
(a) C D (b) C D (c) C D

[3] Let A, B and C be three arbitrary events. Find expressions for the following events that
of A, B and C.
a- Only A occurs, b- All three events occur, c- Non occurs,
d- At least one occurs, e- Not more than 2 occur, g-One and only one occurs.

[4]A pharmacist has filled a box with six different kinds of antibiotic capsules. There are a
total of 300 capsules, which are distributed as follows: tetracycline(15), penicillin (30),
minocycline (45), Bactrim (60), streptomycin (70),and Zithromax (80). She asks her
assistant to mix the pills thoroughly and to withdraw a single capsule from the box.
What is the probability that the capsule selected is:
a) either penicillin or streptomycin,
b) neither Zithromax nor tetracycline,
c) Bactrim,
d) not penicillin,
e) either minocycline, Bactrim, or tetracycline?

[5]In an ablation procedure, the probability of acute success (determined at completion of

the procedure) is 0.95 when an image mapping system is used. Without the image
mapping system, the probably of acute success is only0.80. Suppose that Patient A is
given the treatment with the mapping system and Patient B is given the treatment
without the mapping system. Determine the following probabilities:
a. Both patients A and B had acute successes.

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 b. A had an acute success but B had an acute failure.
c. B had an acute success but A had an acute failure.
d. Both A and B had acute failures.
e. At least one of the patients had an acute success.
f. Describe two ways that the result in (e) can be calculated based on the results from
(a), (b), (c), and (d).
[6] A researcher looked at the effectiveness of cardiopulmonary resuscitation (CPR)
training in people over 55 years old. They compared the skill retention rates of subjects
in this age group who completed a course in traditional CPR instruction with those who
received chest-compression only cardiopulmonary resuscitation (CC-CPR).
Independent groups were tested 3 months after training. The table below shows the
skill retention numbers in regard to overall competence as assessed by video ratings
done by two video evaluators.
Rated Overall
Competent CPR CC-CPR Total
Yes 12 15 27
No 15 14 29
Total 27 29 56
(a) Find the following probabilities and explain their meaning:
1. A randomly selected subject was enrolled in the CC-CPR class.
2. A randomly selected subject was rated competent.
3. A randomly selected subject was rated competent and was enrolled in the CPR
course.
4. A randomly selected subject was rated competent or was enrolled in CC-CPR.
5. A randomly selected subject was rated competent given that he or she enrolled in
the CC-CPR course.
(b) We define the following events to be
A = a subject enrolled in the CPR course
B = a subject enrolled in the CC-CPR course
C = a subject was evaluated as competent
D = a subject was evaluated as not competent
Then explain why each of the following equations is or is not a true statement:
1. P(A∩C)= P(C∩A) 2. P(A) = P(A∪C) + P(A∪D)
3. P((D|A) = P(D) 4. P(C∩B) = P(C) P(B)
5. P(B∪C) = P(B) + P(C) 6. P(A∩B) = 0
7. P(C∩B) = P(B) P(C|B)

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[7] In a certain population the probability that a randomly selected subject will have been
exposed to a certain allergen and experience a reaction to the allergen is .60. The
probability is .8 that a subject exposed to the allergen will experience an allergic
reaction. If a subject is selected at random from this population, what is the probability
that he or she will have been exposed to the allergen?
[8] The probability that a student, selected at random from a certain college, passes
mathematics is 0.8, the probability that passes English is 0.6 and the probability of
passing at least one of them is 0.9.
a- What is the probability that he failed both Math. and English ?
b- What is the probability that he failed Math. only?
c- If the student passed Math., what is the probability that he also passes English ?
d- If the student failed Math., what is the probability that he also
failed English ?

[9] Suppose an influenza epidemic strikes a city. In 10% of families the mother has
influenza; in 10% of families the father has influenza; and in 2% of families both the
mother and father have influenza.
a. Are the events A1 = {mother has influenza} and A2 = {father has influenza}
independent?
b. Suppose there is a 20% chance each child will get influenza, whereas in 10% of two-
child families both children get the disease, what is the probability that at least one
child will get influenza?
c. If the mother has influenza, what is the probability that the father has influenza?
d. If the mother does not have influenza, what is the probability that the father has
influenza?

[10] In a high school graduating class of 100 students, 54 studied mathematics, 69 studied
English and 35 studied both mathematics and English. If one of these students is
selected at random, find the probability that:
a-the student took mathematics or English,
b- the student did not take either of these subjects,
c- the student took English but not mathematics.

[11] Let A and B events with P(A) = ½, P(B) = 1/3 and P(AB) = 7/12. Find P(A|B), P(A|
B ), P( A |B) and P( A | B ).

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[12] Given P(A) = 0.5 and P(AUB) = 0.8 , find P(B) if:
a) A and B are mutually exclusive b) A and B are independent
c) P(A|B)=0.4. d) A is a subset of B.

[13] The following table shows 1000 nursing school applicants classified according to
scores made on a college entrance examination and the quality of the high school
from which they graduated, as rated by a group of educators:
Quality of High Schools
Poor Average Superior
Score (P) (A) (S) Total
Low (L) 105 60 55 220
Medium (M) 70 175 145 390
High (H) 25 65 300 390
Total 200 300 500 1000
(a) Calculate the probability that an applicant picked at random from this group:
1. Made a low score on the examination.
2. Graduated from a superior high school.
3. Made a low score on the examination and graduated from a superior high school.
4. Made a low score on the examination given that he or she graduated from a
superior high school.
5. Made a high score or graduated from a superior high school.
(b) Calculate the following probabilities:
1. P(A) 2. P(H) 3. P(M) 4. P(A|H) 5. P(M∩P) 6. P(H|S)

[14] If the probability that a public health nurse will find a client at home is 0.7, what is
the probability (assuming independence) that on two home visits made in a day both
clients will be home?
[15] Multiple choice:
1. If the knowledge that an event A has occurred implies that a second event B cannot
occur, the events A and B are said to be
a- independent b- mutually exclusive c- A contains B d- none of the above.
2. If P(A)=0.4, P(B)=0.5 and A & B are disjoint, then the probability of occurrence of
both A and B is:
a- 0.0 b- 0.1 c- 0.2 d- 0.9

3. If P(A) = 0.4, P(B) = 0.45 and P (A  B ) = 0.15 then P(AB) is :

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 a- 0.6 b- 0.9 c- 0.95 d- none of the above.

4. If P(A) = ½, P(B) = 1/3 and P(AB) = 2/3 then the events A and B are:
a- independent b- mutually exclusive c- dependent d- none of the above.
5. If P(A) = 0.6 and P( A B) = 0.5 then the probability of neither A nor B occurs is:
a- 5/6 b- 0.1 c- 0.05 d- none of the above.
6. If P(A) = P(B)=0.5 and P(AB) = 0.75, then A and B are:
a. independent b. dependent c. A  B d. mutually exclusive
7. If P(A|B)=1, then A & B are:
a. independent b. B  A c. A  B d. none of the above.
8. If P (A | B ) = 1 , then A & B are:
a. independent b. B  A c. A  B d. mutually exclusive
9. If P (B | A ) = 0 , then A & B are:
a. independent b. B  A c. A  B d. mutually exclusive
10. If a person is randomly selected, find the probability that his or her birthday is in May. Ignore
leap years.
31
1
a. 365 b. 121 c. 365 d. 311
11. Which of the following cannot be a probability?
a. 53 b. 12 c. 23 d. 53
12. A class consists of 13 women and 49 men. If a student is randomly selected, what is the
probability that the student is a woman?
a. 53 b. 12 c. 23 d. 53

13. Event A occurs with probability 0.4., the conditional probability that A occurs given
that B occurs is 0.5, while the conditional probability that A occurs given that B does
not occur is 0.2. What is the conditional probability that B occurs given that A occurs?
a-5/6 b-4/7 c-5/8 d-Cannot be determined from the information given
14. In a certain college 80% of the students passed mathematics, 90% of the students passed
computer and 75% of the students passed both mathematics and computer. A student is
selected at random, then the probability that he passed mathematics if he failed computer
is
a- 0.3 b- 0.5 c- 0.9 d-none of the above

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15. The probability that a person selected at random from a population will exhibit the
classic symptom of a certain disease is 0.2, the probability that he has the disease is 0.26
and the probability that he has the symptom and also has the disease is 0.18. A person
selected at random from a population does not have the symptom, then the probability
that he has the disease is
a. 0.9 b. 0.5 c. 0.1 d. none of the above.
16. 85% of the adults living in a region are non-smokers, and 24% are non-smokers with
emphysema (a chronic lung disease). What is the probability that a randomly selected
person has emphysema, given that this person is a non-smoker?
a. 0.15 b. 0.182 c. 0.625 d. 0.282 e. 0.931

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