chapter five

Introduction to Probability

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 Probability
Probability is the chance of observing a particular outcome or likelihood of
observing an event.
Assumes a “random” process: i.e.. the outcome is not predetermined - there
is an element of chance
Probability theory 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.

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 Why Probability in Statistics and
medicine?
• Because medicine is not an exact science,
physicians seldom can predict an outcome with
absolute certainty.

E.g., to formulate a diagnosis, a physician must

rely on available diagnostic information about a
patient
– History and physical examination

– Laboratory studies, X-ray findings, ECG, etc

• Although no test result is absolutely accurate, it

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An understanding of probability is fundamental for quantifying the

uncertainty that is inherent in the decision-making process

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.

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 Basic Terms of
Probability
• Probability experiment: is an action through
which specific results/outcomes (counts,
measurements or responses) are obtained.
Example:
• Tossing a coin and observing the face showing
up is a probability experiment.
• Outcome: It is the result of a single trial in a
probability experiment. It is also called simple
event.
Example: the outcome of the sex of a newborn
from a mother in delivery room is either Male
or female

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 Basic Terms
Cont…
• Sample space: The set of all possible outcomes of a statistical
experiment is called the sample space and is represented by the
symbol S.
Example: The sample space for the sex of newborns
when two mothers are in the gynecology ward to
give birth is: S= {MM, MF, FM, FF}
• An event: consists of one or more outcomes and is a
subset of the sample space
Example: From the above experiment, an event
consisting of
at least one female is E = {MF, FM, FF}
• Random Variable: is a function that associates a unique
numerical value with every outcome of an experiment.
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 Basic terms…
 Certain event: An event which is sure to occur.

 Impossible event: An event which can't occur.

 Complement of an event: The complement of

event A (denoted by A` ), consists of all the

sample points in the sample space that are not
in A.

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 Two Categories of
Probability
Objective and Subjective Probabilities.
Objective probability
1) Classical probability and
2) Relative frequency probability.

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 Types of
probability
Classical (or theoretical)
probability
It is used when each outcome in a sample
space is equally likely to occur.
That is if an experiment has n equally likely
outcomes, then each possible outcome must
have probability of 1/n to occur Or, equivalently
the probability for event E is;

Example: The probability of getting at least one

female birth from two pregnant mothers is:
¾ = 0.75

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 Types of probability
cont…
Empirical (or statistical) probability: is based
on observations obtained from
experiments /a large number of trials or
from historical data.

Example:
•A medical doctor realized that out of 100,000
patients visited the hospital, there are 50
cancer cases. What is the probability that a
patient to be examined will be positive for
cancer?
P(+ve
02/08/25 for cancer) = 50/100,000 = 0.0005
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Example 2
In a sample of 50 people, 21 had type O blood, 22 had
type A blood, 5 had type B blood, and 2 had type
AB blood. Set up a frequency distribution and find
the following probabilities
a. A person has type O blood
b. A person has type A or type B blood
c. A person has neither type A nor type O blood
d. A person does not have type AB blood

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Solutio
n
Blood type Frequency
A 22
B 5
AB 2
O 21
Total 50

 P(o) = 21/50 = 0.42

 P(A)= 22/50 = 0.44
 P (A or B)=p(A)+P(B)=
22/50+5/50=27/50
 Do others in this way?

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Example: Of 158 people who attended a dinner party, 99 were ill.

P (Illness) = 99/158 = 0.63 = 63%.

In 1998, there were 2,500,000 registered live births; of these, 200,000
were LBW infants.
Therefore, the probability that a newborn is LBW is estimated by P
(LBW) = 200,000/2,500,000 = 0.08

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 Subjective Probability
Personalistic (represents one’s degree of belief in the occurrence of
an event).

Personal assessment of which is more effective to provide cure –

traditional/modern

Personal assessment of which sports team will win a match.

Also uses classical and relative frequency methods to assess the

likelihood of an event.

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E.g., If someone says that he is 95% certain that a cure for AIDS will be
discovered within 5 years, then he means that:
P(discovery of cure for AIDS within 5 years) = 95% = 0.95
Although the subjective view of probability has enjoyed increased
attention over the years, it has not fully accepted by scientists.

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 Mutually Exclusive
Events
Two events A and B are mutually exclusive if they cannot both Happen
at the same time:
P (A ∩ B) = 0
Example:
 A coin toss cannot produce heads and tails simultaneously.
 Weight of an individual can’t be classified simultaneously as
“underweight”, “normal”, “overweight”

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 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)

P(A∩B) ≠ P(A) x P(B) (Dependent events)

Example:
 The outcomes on the first and second coin tosses are independent

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 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 LBW,

and B the event that he or she is from a multiple birth

The intersection of A and B is the event that the infant is both LBW
and from a multiple birth

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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 )
In the example above, the union of A and B is the event that the
newborn is either LBW or from a multiple birth, or both

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 Probability concept is used to understand:
 About probability distributions: Binomial, Poisson, and Normal
Distributions
 Sampling and sampling distributions

 Estimation

 Hypothesis testing

 Advanced statistical analysis

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 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=impossible event
 A value 1 means the event definitely will occur=sure event
 A value of 0.5 means that the probability that the event will occur
is the same as the probability that it will not occur.

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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)

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4. The complement of an event A, denoted by Ā or Ac, 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.

These are complementary events.

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In the example, the complement of A is the event that a newborn is
not LBW
In other words, A is the event that the child weighs 2500 grams at
birth

P(Ā) = 1 − P(A)

P(not low bwt) = 1 − P(low bwt)

= 1− 0.076

= 0.924

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 Basic Probability
Rules
1. Addition rule
 If events A and B are mutually exclusive:

P(A or B) = P(A) + P(B)

P(A n 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)

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Example: The probabilities below represent years of
schooling completed by mothers of newborn infants.

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What is the probability that a mother has completed < 12 years of
schooling?
P( 8 years) = 0.056 and
P(9-11 years) = 0.159
Since these two events are mutually exclusive,

P( 8 or 9-11) = P( 8 U 9-11)

= P( 8) + P(9-11)
= 0.056+0.159
= 0.215

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What is the probability that a mother has completed 12 or more years of
schooling?

P(12) = P(12 or 13-15 or 16)

= P(12 U 13-15 U 16)

= P(12)+P(13-15)+P(16)

= 0.321+0.218+0.230

= 0.769

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 If A and B are not mutually exclusive events,
then subtract the overlapping:
P(AU B) = P(A)+P(B) − P(A ∩ B)

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 2. Multiplication rule
 If A and B are independent events, then

P(A ∩ B) = P(A) × P(B)

 More generally,

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.

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 Conditional Probability
Refers to the probability of an event, given that another event is
known to have occurred.

“What happened first is assumed”.

Hint - 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.

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The conditional probability that event B has occurred given that
event A has already occurred is denoted P(B|A) and is defined
provided that P(A) ≠ 0.

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Example:
A study investigating the effect of prolonged exposure to
bright light on retina damage in premature infants.

Retinopathy Retinopathy TOTAL

YES NO
Bright light 18 3 21
Reduced light 21 18 39
TOTAL 39 21 60

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The probability of developing retinopathy is:

P (Retinopathy) = No. of infants with retinopathy

Total No. of infants

= (18+21)/(21+39)

= 0.65

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 We want to compare the probability of retinopathy, given that the
infant was exposed to bright light, with that the infant was
exposed to reduced light.
Exposure to bright light and exposure to reduced light are
conditioning events, events we want to take into account when
calculating conditional probabilities.

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The conditional probability of retinopathy, given exposure to bright
light, is:

P(Retinopathy/exposure to bright light) =

No. of infants with retinopathy exposed to bright light

No. of infants exposed to bright light

= 18/21 = 0.86

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P(Retinopathy/exposure to reduced light) =

# of infants with retinopathy exposed to reduced light

No. of infants exposed to reduced light

= 21/39 = 0.54
The conditional probabilities suggest that premature infants exposed
to bright light have a higher risk of retinopathy than premature infants
exposed to reduced light.

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 For independent events A and B

P(A/B) = P(A).

For non-independent events A and B

P(A and B) = P(A/B) P(B)

(General Multiplication Rule)

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 Test for
Independence
Two events A and B are Two events A and B are dependent
independent if: 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)

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 Example
In a study of optic-nerve degeneration in Alzheimer’s disease,
postmortem examinations were conducted on 10 Alzheimer’s
patients.

The following table shows the distribution of these patients according

to sex and evidence of optic-nerve degeneration.

Are the events “patients has optic-nerve degeneration” and “patient is

female” independent for this sample of 10 patients?

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 Optic-nerve Degeneration
Sex
Present Not Present

Female 4 1

Male 4 1

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 Solution
P(Optic-nerve degeneration/Female) =

No. of females with optic-nerve degeneration

No. of females

= 4/5 = 0.80

P(Optic-nerve degeneration) =

No of patients with optic-nerve degeneration

Total No. of patients

= 8/10 = 0.80

The events are independent for this sample.

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 Example
• The following data shows the association between
aspirin use and heart attack.
• Table 4.1: Data for treatment versus Myocardial
Infarction
Myocardial Infarction
Treatmen Yes No Total
t

Placebo 100 500 600

Aspirin 60 900 960
Total 160 1400 1560
Let us define A and B as, positive for Myocardial
Infarction And Aspirin used respectively
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 Example
cot…
• Find;
A. P(A/B), B. p(B/A)
C. Are the characteristics of A and B independent
Solution:
A. P(A/B) = P(A n B)/P(B) = 60/1560 ÷ 960/1560 = 0.0625
B. P(B/A) = P(B n A)/P(A) = 60/1560 ÷ 160/1560 = 0.375
C. To test independency p(A/B) = p(A) or p(A ∩ 𝐵) =
p(A)×p(B) Therefore: P(A/B) = 0.0625 where as p(A) =
160/1560 =0.103

Now P(A/B) ≠ p(A) i.e. 0.0625≠ 0.103

So, the characteristics of A and B are not independent,
i.e. they are dependent
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 Probability
distribution
Probability distribution refers to the way data are distributed, in
order to draw conclusions about a set of data.
It tells us how total probability 1 is distributed among the various
values which the random variable can take.
A probability distribution of a random variable can be displayed by a
table or a graph or a mathematical formula.
Random Variable = Any quantity or characteristic that is able to
assume a number of different values such that any particular
outcome is determined by chance.

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 Random variables: can be either discrete or continuous.

A discrete random variable is able to assume only a finite or countable

number of outcomes

A continuous random variable can take on any value in a specified

interval

The probability distribution can be displayed in the form of a table

giving the values and their associated probabilities and/or it can be
expressed as a mathematical formula giving the probability of all possible
values.

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 Common Probability
distributions
1. Binomial distribution
Consider a dichotomous variable (a nominal variable with only two
possible values).
The two mutually exclusive outcomes are referred as “failure” and
“success”.

E.g. Let X represents smoking status; X=1 smoker and X=0 non-smoker.
The two outcomes are mutually exclusive.
E.g In USA; in 1987, 29% of the adults in USA were smokers, therefore
Pr (X=1) = 0.29 and Pr (X=0) = 1-0.29 = 0.71.

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 Binomial distribution…

In general in binomial distribution:

There are a fixed n number of trials each of which results in one of
two mutually exclusive outcomes.
The outcomes of n trials are independent.

The probability of “success” is constant for each trial

Pr (X=success) = Pr (X=1) = p , Pr (X=failure) = Pr (X=0) = 1-p

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If an experiment is repeated n times, the probability P(X=x) that
outcome X occurs exactly x times is
Pr (X= x) = n! p x (1- p) n- x
x ! (n- x )!

 n (trials) & p (probability outcome of event X) are parameters of the

binomial distribution.

x is number of successes. and n! read as ”n factorial” or factorial

n” is the product of all integers 1 to n inclusive.

By definition 1!=0!=1.

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 Binomial distribution….

In addition to the probabilities of individual outcomes, we can also

compute the numerical summary measures associated with a
probability distribution.

The mean value for a binomial distribution or the average number of

successes in repeated samples of n is equal to n × p and the standard
deviation S = √np(1-p)

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 Binomial distribution….
Suppose that in a certain population 52% of all recorded births are
males. If we select randomly 10 birth records What is the probability
that : A. Exactly 5 will be males? n=10, x=5,

Pr (X= x) = n! p x (1- p) n- x

x ! (n -x )!

Pr (X=5) = 10! X 0.52 5 x (1- 0.52)10-5 =0.24

5!(10-5)!
B. Less than 3 will be females?
Pr(X<3) = [Pr(X=0)+Pr(X=1)+Pr(X=2)]
=[0.001+0.013+0.055]= 0.069

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 2. Normal Distributions
The ND is the most important probability distribution in statistics

Frequently called the “Gaussian distribution” or bell-shape curve.

Variables such as blood pressure, weight, height, serum cholesterol

level— are approximately normally distributed

The ND is vital to statistical work, most estimation procedures and

hypothesis tests underlie ND.

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 Properties of the Normal
Distribution
1. It is symmetrical about its mean, .

2. The mean, the median and mode are almost equal and it is uni-modal.

3. The total area under the curve about the x-axis is 1 square unit.

4. The curve never touches the x-axis.

5. As the value of  increases, the curve becomes more and more flat.

6. The distribution is completely determined by the parameters  and .

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 Standard Normal Distribution
It is a normal distribution that has a mean equal to 0 and a
SD equal to 1, and is denoted by N(0, 1).
The main idea is to standardize all the data that is given by
using Z-scores.
These Z-scores can then be used to find the area (and thus
the probability) under the normal curve.
The standard normal distribution has mean 0 and variance 1

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 Z - Transformation
If a random variable X~N(,) then we can transform it to a SND with
the help of Z-transformation xx 
zz 


Z represents the Z-score for a given x value.
Tells us how many SDs away from mean for normal distribution.

This process is known as standardization and gives the position on a

normal curve with μ=0 and σ=1, i.e., the SND, Z.
A Z-score is the number of standard deviations that a given x value is
above or below the mean.
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 Finding normal curve areas
1. The table gives areas between -∞ and the value of z.

2. Find the z value in tenths in the column at left margin and locate its row.
 Find the hundredths place in the appropriate column.

3. Read the value of the area (P) from the body of the table where the row and
column intersect.
 Values of P are in the form of a decimal point and four places.

 Following the model of the ND, a given value of x must be converted to a z

score before it can be looked up in the z table.

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 Some Useful Tips
Only a single curve for which μ = 0 and σ = 1 is tabulated.

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a) What is the probability that z < -1.96?

(1) Sketch a normal curve

(2) Draw a perpendicular line for z = -1.9

(3) Find the area in the table

(4) The answer is the area to the left of the line P(z < -1.96) = 0.0250

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b) What is the probability that -1.96 < z < 1.96?

The area between the values P(-1.96 < z < 1.96)

= .9750 - .0250 = .9500

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c) What is the probability that z > 1.96?

 The answer is the area to the right of the line; found by subtracting table value
from1.0000;P(z>1.96)=1.0000-.9750=.0250

 Formula

 P(x<Z<Y)=p(y)-1-P(X)

 P(x<Z)=1-P(x=Z)

 P(x>Z)=1-P(x=Z)

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 Exercise
1. Compute P(-1 ≤ Z ≤ 1.5)

2. Find the area under the SND from 0 to 1.45

0.4265

3. Compute P(-1.66 < Z < 2.85)

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 Example on z-transformation
The diastolic blood pressures of males 35–44 years of age are normally
distributed with µ = 80 mm Hg and σ2 = 144 mm Hg2, Let individuals with
BP above 95 mm Hg are considered to be hypertensive

a. What is the probability that a randomly selected male has a BP above

95 mm Hg?

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Approximately 10.6% of this population would be classified as
hypertensive.

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b. What is the probability that a randomly selected male has a
DBP above 110 mm Hg?
Z = 110 – 80 = 2.50
12

P (Z > 2.50) = 0.0062

Approximately 0.6% of the population has a DBP above 110

mm Hg

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c. What is the probability that a randomly selected male has a DBP
below 60 mm Hg?

Z = 60 – 80 = -1.67

12

P (Z < -1.67) = 0.0475

Approximately 4.8% of the population has a DBP below 60 mm Hg.

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 The normal distribution
depends on the two
parameters  and .
 determines the  1 
2 
3

 1
 <<
location of the curve. 1 2 3


2

But,  determines

the scale of the curve, i.e.
3

the degree of flatness or 

 < <
peakedness of the curve.
1 2 3

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 Student’s t Distribution
The t distribution was discovered by W. S. Gosset in 1908 under a
family of continuous probability distributions

He used the pseudonym Student to avoid getting fired for doing
statistics on the job!!!

The shape of the t distribution is very similar to the shape of the

standard normal distribution.

They are all symmetric and uni-modal.

They are all centered at 0.

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Flatter/broader than the Normal (0,1).

This means:
The variability of t is greater than that of a Z that is normal(0,1).

Thus, there is more area under the tails and less at center

Because variability is greater, resulting confidence intervals will be

wider.

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 Student’s t Distribution…….
The t distribution has a (slightly) different shape for each possible
sample size.

As the df gets larger, the student’s t-distribution looks more and

more like the SND with mean=0 and variance=1.

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 Student’s t Table

The body of the table contains Look up 

t values, not probabilities

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 Thank You for Being
Patient Till the End!!!

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