3.

Probability and Probability Distribution

Definition
• The concept of probability is frequently encountered
in everyday communication.

• For example, a physician may say that a patient has

a 50-50 chance of surviving a certain operation.
Another physician may say that she is 95% certain
that a patient has a particular disease.
 Probability…cont’d
• Most people express probabilities in terms of percentages.

• But, it is more convenient to express probabilities as fractions.

(Percentages result from multiplying the fractions by 100).

• Thus, we may measure the probability of the occurrence of

some event by a number between 0 and 1.

• The more likely the event, the closer the number is to one. An
event that can't occur has a probability of zero, and an event
that is certain to occur has a probability of one.
• Probability as a general concept can be defined as

the chance of an event occurring.
Some definitions:
Equally likely outcomes:
• Are the outcomes that have the same chance of
occurring.

Mutually exclusive:

• Two events are said to be mutually exclusive if they

cannot occur simultaneously such that A  B =Φ.

3
• The universal Set (S): The set all possible outcomes.
• The empty set Φ : Contain no elements.
• The event, E : is a set of outcomes in S which has a certain
characteristic.
• Classical Probability : If an event can occur in N mutually
exclusive and equally likely ways, and if m of these possess a
triat, E, the probability of the occurrence of event E is equal to
m/ N .
• For Example: in the rolling of the die , each of the six sides is
equally likely to be observed . So, the probability that a 4 will be
observed is equal to 1/6.

4
Relative Frequency Probability:
Def: If some process is repeated a large number of
times, n , and if some resulting event E occurs, m
times , the relative frequency of occurrence of E ,
m/n will be approximately equal to probability of E .
P(E) = m/n .
Subjective Probability:
Probability measures the confidence that a particular
individual has in the truth of a particular proposition.
For Example : the probability that a cure for cancer
will be discovered within the next 10 years.

5
 Elementary Properties of Probability:
1. Given some process (or experiment ) with n mutually exclusive
events E1, E2, E3,…, En, then the probability of any event Ei is
assigned a nonnegative number. That is, P(Ei ) ≥ 0

2. The sum of the probabilities of the mutually exclusive outcomes is

equal to 1. P(E1 )+ P(E2) +……+P(En )= 1

3. Consider any two mutually exclusive events, Ei and EJ. The

probability of the occurrence of either Ei or EJ is equal to the sum of
their individual probabilities.

P(Ei + EJ) = P(Ei ) + P(EJ )

6
 Rules of Probability
1. Addition Rule
• Given two events A and B, the probability that event A, or
event B, or both occur is equal to the probability that event A
occurs, plus the probability that event B occurs, minus the
probability that the events occur simultaneously.

P(A U B)= P(A) + P(B) – P (A∩B)

2. If A and B are mutually exclusive (disjoint), then

P (A∩B ) = 0 Then , addition rule is P(A U B)= P(A) + P(B).

7
 Rules of Probability
3. Complementary Rule
• The probability of an event A is equal to 1 minus the
probability of its complement, which is written Ā, and
P(Ā )= 1 – P(A)
• This follows from the third property of probability since the
event, A, and its complement, are mutually exclusive.

• EXAMPLE: Suppose that of 1200 admissions to a general

hospital during a certain period of time, 750 are private
admissions. If we designate these as set A, then Ā is equal to
1200 minus 750, or 450.
 Rules of Probability

• We may compute

• P(A) = 750/1200 = 0.625, and

• P(Ā) = 450/1200 = 0.375 , and see that

 P (Ā) = 1 – P(A)

0.375 = 1 – 0.625

0.375 = 0.375
Example: Frequency of Family History of Mood Disorder by Age
Group

Family history of Early = 18 Later >18 Total

Mood Disorders (E) (L)

Negative (A) 28 35 63

Bipolar 19 38 57
Disorder (B)
Unipolar (C) 41 44 85

Unipolar and 53 60 113

Bipolar(D)
Total 141 177 318

10
 Answer the following questions:
Suppose we select a person at random from the sample in the previous slide
1. The probability that this person will be 18-years old or younger?
2. The probability that this person has family history of mood orders
Unipolar (C)?
3. The probability that this person has no family history of mood orders
Unipolar (C )?

4. The probability that this person is 18-years old or younger or has no

family history of mood orders Negative (A)?
5. The probability that this person is more than18-years old and has family
history of mood orders Unipolar and Bipolar (D)?

11
 Conditional Probability:
• Sometimes, the set of “all possible outcomes” may constitute a
subset of the total group.

• In other words, the size of the group of interest may be reduced

by conditions not applicable to the total group.

• When probabilities are calculated with a subset of the total group

as the denominator, the result is a conditional probability.
• P(A\B) is the probability of A assuming that B has happened.

P( A  B)
P(A\B)= P( B) , P(B)≠ 0

P( A  B)
P(B\A)= P( A)
, P(A)≠ 0
12
 Example
From previous example, answer
• Suppose we pick a person at random and find he is 18
years or younger (E),what is the probability that this
person will be one who has no family history of mood
disorders (A)?

P(A/E) = 28/141 = .1986

13
 Multiplicative Rule:
• A probability may be computed from other probabilities. For example, a
joint probability may be computed as the product of an appropriate
marginal probability and an appropriate conditional probability. This
relationship is known as the multiplication rule of probability.

• P(A∩B)= P(B)P(A\B)
• P(A∩B)= P(A)P(B\A)
Where,
P(A): marginal probability of A.
P(B): marginal probability of B.
P(B\A):The conditional probability.
14
EXAMPLE
• We wish to compute the joint probability of Early age at onset (E)
and a negative family history of mood disorders (A) from
knowledge of an appropriate marginal probability and an
appropriate conditional probability.

• Solution: The probability we seek is

• P(E∩A)= P(E)P(A\E)

• P(E)= 141/318 = .4434 (marginal probability)

• P(A\E)= 28/141= 0.1986 (conditional probability)

• P(E∩A)= 0.4434*0.1986= 0.0881

 Independent Events:
• If A has no effect on B, we said that A and B are independent
events.
• Thus, we see that if two events are independent, the
probability of their joint occurrence is equal to the product of
the probabilities of their individual occurrences.

1. P(A∩B)= P(B)P(A)

• Note that when two events with nonzero probabilities are

independent, each of the following statements is true:
2. P(A\B)= P(A)
3. P(B\A)= P(B)
16
 Example
• In a certain high school class consisting of 60 girls and 40 boys,
it is observed that 24 girls and 16 boys wear eyeglasses . If a
student is picked at random from this class, the probability
that the student wears eyeglasses , P(E), is 40/100 or 0.4 .

A) What is the probability that a student picked at random

wears eyeglasses given that the student is a boy?
P(E/B)

= 0.4

17
B) What is the probability of the joint occurrence of the
events of wearing eye glasses and being a boy?
Solution

but, since we have shown that events E and B are

independent we may replace P(E/B) by P(E) to obtain
P(E B)= P(B)P(E)
=0.4*0.4= 0.16

18
 Probability Distributions
• The relationship between the values of a random variable
and the probabilities of their occurrence may be summarized
by means of a device called a probability distribution.

• Knowledge of the probability distribution of a random

variable provides a researcher with a powerful tool for
summarizing and describing a set of data and for reaching
conclusions about a population of data on the basis of a
sample of data drawn from the population.
Probability Distributions of Discrete Variables

The probability distribution of a discrete random

variable is a table, graph, formula, or other
device used to specify all possible values of a
discrete random variable along with their
respective probabilities.

20
Examples

21
 Mean and Variance of Discrete
Probability Distributions

Where p(x) is the relative frequency of a given

random variable X.
The standard deviation is simply the positive square
root of the variance.
22
 The Binomial Distribution:
The binomial distribution is one of the most widely
encountered probability distributions in applied
statistics. 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.
23
 The Bernoulli Process
• A sequence of Bernoulli trials forms a Bernoulli process
under the following conditions
1. Each trial results in one of two possible, mutually
exclusive, outcomes. One of the possible outcomes is
denoted (arbitrarily) as a success, and the other is
denoted a failure.
2. The probability of a success, denoted by p, remains
constant from trial to trial. The probability of a failure, 1-p,
is denoted by q.
3. The trials are independent, that is the outcome of any
particular trial is not affected by the outcome of any other
trial.
24
 Example
• We are interested in being able to compute the probability of x
successes in n Bernoulli trials.

• For example, if we examine all birth records from the Black Lion
Hospital for the calendar year 2001, we find that 85.8 percent of
the pregnancies had delivery in week 37 or later. We will refer to
this as a full-term birth. With that percentage, we can interpret the
probability of a recorded birth in week 37 or later as .858.

• If we randomly select five birth records from this population, what

is the probability that exactly three of the records will be for full-
term births?
 Solution
• It will also be convenient to assign the number 1 to a success
(record for a full-term birth) and the number 0 to a failure (record
of a premature birth).

• Suppose the five birth records selected resulted in this sequence of

full-term births: 10110

• The resulting probability is that of obtaining the specific sequence

of outcomes in the order shown. We are not, however, interested in
the order of occurrence of records for full-term and premature
births but the probability of the occurrence of exactly three records
of full-term births out of five randomly selected records.
• Instead of occurring in the sequence shown above (call it
sequence number 1), three successes and two failures could
occur in any one of the following additional sequences as
well:
Number Sequence
2 11100
3 10011
4 11010
5 11001
6 10101
7 01110
8 00111
9 01011
10 01101
• Each of these sequences has the same probability of occurring, and
this probability is equal to q2 p3.

• What is the probability of getting sequence number 1 or sequence

number 2 . . . or sequence number 10? From the addition rule we
know that this probability is equal to the sum of the individual
probabilities.

• In the present example we need to sum the 10 q2 p3 or,

equivalently, multiply q2 p3 by 10.

• What is the probability, in a random sample of size 5, drawn from

the specified population, of observing three successes (record of a
full-term birth) and two failures (record of a premature birth)?
• Since in the population,
• p= .858, q= (1-p) = (1 - .858) = .142
• 10 (.142)2(.858)3
• 10 (.0202) (6316)
• =.1276
• As the size of the sample increases, listing the number of
sequences becomes more and more difficult and tedious.
What is needed is an easy method of counting the number of
sequences.
• Such a method is provided by means of a counting formula
that allows us to determine quickly how many subsets of
objects can be formed.
• When the order of the objects in a subset is immaterial, the
subset is called a combination of objects.
• When the order of objects in a subset does matter, we refer to
the subset as a permutation of objects.
Permutation rule
We consider rearrangement of the same items to be
different (the permutation of ABC is different from
CBA and is counted separately)

Combination rule
We consider rearrangement of the same items to be
the same (the combination of ABC is the same as
CBA)

31
 The probability distribution of the binomial random
variable X, the number of successes in n independent
trials is:

 n  X n X
f (x )  P (X  x )    p q , x  0,1,2,...., n
x 
 
n 
Where  is the number of combinations of n distinct
x 
objects taken x of them at a time.
n  n!
  
x  x !(n  x )!
 

x !  x (x  1)(x  2)....(1)

* Note: 0! =1 32
 Example
• 14% of women admitted to Debre Berhan Referral
Hospital drink tella during pregnancy. If 10 women are
selected randomly, what is the probability that it will
contain exactly 4 mothers who drink tella during
pregnancy?

f(4)=10C4(.86)6(.14)4

=10!/4!6!*(.4045672)(.0003842)

=.0326
 Properties of the binomial distribution
1. f (x )  0
2.  f (x )  1
3. The parameters of the binomial distribution
are n and p. They are sufficient to specify a
binomial distribution.

34
 The Poisson Distribution
If the random variable X is the number of occurrences of some
random event in a certain period of time or space (or some
volume of matter).
The probability distribution of X is given by:
f (x) =P(X=x) = e
 x ,x = 0,1,…..
x!

• The symbol e is the constant equal to 2.7183.  (Lambda) is

called the parameter of the distribution and is the average
number of occurrences of the random event in the interval (or
volume)

35
Properties of the Poisson distribution

1. f (x )  0 , for every x
2.  f (x )  1 , so that the distribution satisfies
the requirements for a probability
distribution.

3.   E (X )  
4.  2  var(X )  

36
 Example
• In a study of a drug-induced anaphylaxis among
patients taking rocuronium bromide as part of their
anesthesia, Laake and Rottingen found that the
occurrence of anaphylaxis followed a Poisson model
with  = 12 incidents per year in Norway .Find
1. The probability that in the next year, among patients
receiving rocuronium, exactly three will experience
anaphylaxis?

37
2. The probability that less than two patients receiving
rocuronium, in the next year will experience
anaphylaxis?
3. The probability that more than two patients receiving
rocuronium, in the next year will experience
anaphylaxis?
4. The variance of patients receiving rocuronium, in the
next year who will experience anaphylaxis
5. The standard deviation of patients receiving
rocuronium, in the next year who will experience
anaphylaxis
38
 Continuous Probability Distribution

Properties of continuous probability Distributions:

1. Area under the curve = 1.

2. P(X = a) = 0 , where a is a constant.

3. Area between two points a , b = P(a < x < b).

39
 The normal distribution:
• It is one of the most important probability distributions in
statistics. The distribution is frequently called the Gaussian
distribution in recognition of his contributions.
• The normal density is given by

• π & e, are the familiar constants, 3.14 and 2.7183,

respectively
• µ: population mean.
• σ : Population standard deviation.

40
Characteristics of the normal distribution:
The following are some important characteristics of the
normal distribution:

1. It is symmetrical about its mean, µ ,i.e., the curve on

either side of µ is a mirror image of the other side

2. The mean, the median, and the mode are all equal.

3. The total area under the curve above the x-axis is one.

4. The normal distribution is completely determined by the

parameters µ and σ.

41
• µ determines the
location of the curve
(location parameter)
1 2 3
1 < 2 < 3

But,  determines 1
the scale of the curve, i.e.
the degree of flatness or 2
peakedness of the curve
(shape parameter) 3

1 < 2 < 3
42
5. If we erect perpendiculars a distance of 1σ from the mean in
both directions, the area enclosed by these perpendiculars, the
x-axis, and the curve will be approximately 68% of the total area.
If we extend these lateral boundaries a distance of 2σ on either
side of the mean, approximately 95% of the area will be
enclosed, and extending them a distance of 3σ will cause
approximately 99.7% of the total area to be enclosed.
1. P( µ- σ < x < µ+ σ) = 0.68
2. P( µ- 2σ< x < µ+ 2σ) = 0.95
3. P( µ-3σ < x < µ+ 3σ) = 0.997

43
The Standard normal distribution:
Is a special case of normal distribution with mean
equal 0 and a standard deviation of 1.
The equation for the standard normal distribution is
written as

1 
z2 , -∞<z<∞
f ( z)  e 2

2

44
 Characteristics of the standard normal
distribution

1. It is symmetrical about 0.
2. The total area under the curve above the x-axis is
one.
3. We can use table (D) to find the probabilities and
areas.

45
 “How to use tables of Z”
Note that
The cumulative probabilities P(Z  z) are given in
tables for -3.49 < z < 3.49. Thus,
P (-3.49 < Z < 3.49)  1.
For standard normal distribution,
P (Z > 0) = P (Z < 0) = 0.5
Example 4.6.1:
If Z is a standard normal distribution, then
1) P( Z < 2) = 0.9772
is the area to the left to 2
and it equals 0.9772.

2 46
Example 4.6.2:
P(-2.55 < Z < 2.55) is the area between
-2.55 and 2.55, Then it equals -2.55 2.55
0
P(-2.55 < Z < 2.55) =0.9946 – 0.0054
= 0.9892.
Example 4.6.2:
P(-2.74 < Z < 1.53) is the area between
-2.74 and 1.53.
P(-2.74 < Z < 1.53) =0.9370 – 0.0031
= 0.9339.
-2.74 1.53

47
Example 4.6.3:
P(Z > 2.71) is the area to the right to 2.71.
So,
P(Z > 2.71) =1 – 0.9966 = 0.0034.

Example : 2.71

P(.84 ≤ z ≤ 2.71)
P (z ≤ 2.71) – P(Z ≤ .84)
= .9966 – 7995 = .1971

0.84
48
 How to transform normal distribution (X) to
standard normal distribution (Z)?

This is done by the following formula:

x
z 

Example:
If X is normal with µ = 3, σ = 2. Find the value of
standard normal Z, If X= 6?
Answer:
x 63
z   1.5
 2

49
 Normal Distribution Applications
Example
The average daily emergency patients number in
Leghare General Hospital is 28 and standard
deviation is 2.4.
A) What is the probability that the number of patients
is to be less than 26?

50
B) What is the probability that the number of patients
is to be greater than 26?
1- 0.2 = 0.8
C) What is the probability that the number of patients
is to be greater than 36?

=3.33; P at 3.33=0.9996

There fore 1- 0.9996 = 0.0004

51
C) What is the probability that the number of patients
is to be 29 and 33?
=0.42 P at 0.42 is 0.6628

And =2.08 P at 2.08 is 0.9812

The area between the two is 0.9812-0.6628

=0.3184

52