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Probability Lecture

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17 views

Probability Lecture

Uploaded by

enoch taclan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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EPI 100 Biostatistics and

Epidemiology
PROBABILITY MLS 3
Enoch Caryl B. Taclan BSBiol
MScBiol*
OUTLINE
Introduction to Probability
Sample Space and Events
Mutually Exclusive Events
Union and Intersection
Joint Probability
Complementary Events
Conditional Probability
Multiplication Law of Probability
INTRODUCTION
▪The theory of probability provides the foundation
for statistical inference
▪The concept of probability is not foreign to health
workers and is frequently encountered in everyday
communication
EXAMPLES
A physician say that a patient has a 50-50 chance of surviving a certain operation
A physician may say that she is a 95 percent certain that a patient has a particular
disease
A public health nurse may say that nine times out of ten a certain client will break an
appointment

 As these examples suggest, most people express probabilities in terms of percentages


INTRODUCTION
▪In dealing with probabilities mathematically, it is more convenient to express
probabilities as fractions
▪Thus, we measure the probability of the occurrence of some event by a number
between zero and one
▪The more likely the event, the close 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
SAMPLE SPACE (S)
▪The sample space is the set of all possible outcomes
▪The sample space is represented by the symbol S.
▪There are 2 possible outcomes with the sample space of
tossing a coin;
S = {Head, Tail}
▪There are 6 possible outcomes with the sample space of
rolling a dice;
S = { 1,2,3,4,5,6}
▪There are 52 possible outcomes with the sample space of
drawing a card

S = {2 ,2 ,2 ,2 ,3 ,3 ,3 ,3 , …, A ,A ,A
,A }
EVENT
▪An event is a subset of a sample space S.
▪In referring to the probabilities of events, an event is any set of outcomes of interest
▪The symbol {} is used as shorthand for the phrase “the event”
▪The probability of an event E, denoted by P(E) or Pr (E), always satisfies
0 ≤ Pr(E) ≤ 1.
PROBABILITY
The probability of an event is the relative frequency of this set of outcomes over an
indefinitely large ( or infinite) number of trials
PROBABILITY
The probability of an event is the relative frequency of this set of outcomes over an
indefinitely large ( or infinite) number of trials
EXAMPLE
The primary aim of a study by Carter et al. was to investigate
the effect of the age at onset of bipolar disorder on the
course of the illness. One of the variables investigated was
family history of mood disorders. Table shows the frequency of
a family history of mood disorders in the two groups of
interest (Early age at onset defined to be 18 years or younger
and late age at onset defined to be later than 18 years).
Suppose we pick a person at random from this sample . What
is the probability that this person will be 18 years old or
younger?
MUTUALLY EXCLUSIVE
▪Two events A and B are mutually exclusive or disjoint, if A ∩ B = φ

or
▪Two events A and B are mutually exclusive if they cannot both happen at the same time

▪If outcomes A and B are two events that cannot both happen at the same time , then ;

Pr (A or B) = Pr (A) + Pr (B)
MUTUALLY EXCLUSIVE ( EXAMPLES)
Example 1 : Hypertension
▪Let A be the event that a person has normotensive diastolic blood pressure (DBP)
readings ( DBP < 90)
▪Let B be the event that a person has borderline DBP readings (90 ≤ DBP ≤ 95)
Suppose that Pr (A) = 0.7 and Pr (B) = 0.1
▪Let Z be the event that a person has a DBP < 95.
Then Pr (Z) = Pr (A) + Pr (B) = 0.8
▪The events A and B are mutually exclusive because they cannot occur at the same
time
EXAMPLE 2: HYPERTENSION
Let X be diastolic blood pressure (DBP)
Let C be the event X ≥ 90 and
Let D be the event 75 ≤ X ≤ 100.

Events C and D are not mutually exclusive, because they both occur when 90 ≤ X ≤
100
UNION
The union of the two events A and B, denoted by the symbol A ∪ B, is the event containing
all the elements that belong to A or B or both
There are two special cases in the union
i. A ∪ B can be mutually exclusive
ii. A ∪ B cannot be mutually exclusive

The given figure diagrammatically depicts A ∪ B both for the case in which A and B are and
are not mutually exclusive.
UNION ( EXAMPLES)
Example 1 When A ∪ B is mutually exclusive
Let events A is defined as A = { X < 90),
Let events B is defined as B = { 90 ≤ X , 95},
Where X = diastolic blood pressure (DBP)
Then A ∪ B = {X < 95}
EXAMPLE: WHEN AUB IS NOT MUTUALLY
EXCLUSIVE
Example Hypertension
Let events C is defined as C = { X ≥ 90),
Let events D is defined as D = {75 ≤ X ≤ 100),
Where X = diastolic blood pressure (DBP)
Then C ∪ D = {X ≥ 75}
JOINT PROBABILITY OR INTERSECTION
Example 1: What is the probability that a person picked at random from 328 subjects will be Early (E) and
will be a person who has no family history of mood disorders (A)?

The joint probability may be written in symbolic notation as P (E ∩ A)


The symbol ∩ is read either as “Intersection” or “and “
The statement indicates the joint occurrence of conditions E and A
The number of subjects satisfying both of the desired conditions is found at the intersection of the column
labeled E and the row labeled A and is seen to be 28
Since the selection will be made from the total set of subjects, the denominator is 318
Thus, we may write the joint probability as P(E ∩ A) = 28/ 318 = 0.881
JOINT PROBABILITY OR INTERSECTION (EXAMPLE
3)
Example 3: Classroom
Let E be the event that a person selected at random in a classroom is majoring in
MLS and
Let F be the event that the person is female
Then E ∩ F is the event of all female MLS students in the classroom.
COMPLEMENTARY EVENTS
▪Ā is the event that A does not occur. It is called the complement of A
▪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 (Ā)
COMPLEMENTARY EVENTS (EXAMPLE -1)
Example: hypertension
Let events A is defined as A = {X < 90}
Let events C is defined as C = {X ≥ 90}
Suppose that Pr (A) = 0.7
Where x = diastolic blood pressure (DBP)
The C = Ā because C can only occur when A does not occur
Notice that Pr ( C )= Pr (Ā ) 1 – 0.7 = 0.3
Thus, if 70 % of people have DBP < 90, then 30 % of people must have DBP ≥ 90
COMPLEMENTARY EVENTS ( EXAMPLE -2)
Suppose that of 1200 admissions to a general hospital during a certain period of time, 750
are private admissions. If we designate as set A, then Ā is equal to 1200 minus 750 or 450.
We may compute
P (A) = 750/1200 = .625
and
P (Ā ) = 450/1200 = .375
and see that
P (Ā ) = 1 – P (A)
.375 = 1 - .625
.375 = .375
INDEPENDENT EVENTS
▪Two events A and B are called independent events if
Pr (A ∩ B) = Pr (A) x Pr (B)

▪If we want to compute the probability of two or several events occurring simultaneously,
and if the events are independent, then we can use the multiplication law of probability to
do so .
▪When probabilities are calculated with a subset of the total group as the
denominator, the result is a conditional probability
▪If two events are independent the
Pr ( A ∩ B) = Pr (A) x Pr (B)
▪The conditional probability can be calculated by dividing both sides by Pr (A) or Pr
(B) depending what is the given condition should go in the denominator), then
Pr (B) = Pr( A ∩) / Pr (A) = Pr (B | A)
THE MULTIPLICATION LAW OF PROBABILITY
If A1 , . . . , Ak are mutually independent events , then

Pr ( A1 ∩ A2 ∩ . . . ∩ Ak) = Pr (A1) x Pr (A2) x. . .x Pr (Ak)


INDEPENDENT EVENTS (EXAMPLE 1)
Example: Hypertension, Genetics
Suppose we are conducting a hypertension screening program in the home. Consider all possible
pairs of DBP measurements of the mother and father within a given family, assuming that the
mother and father are not genetically related. This sample space consists of all pairs of numbers of
the form (X, Y) where X > 0, Y > 0. Certain specific events might be of interest in this context. In
particular, we might be interested in whether the mother or father is hypertensive, which is
described, respectively by events A = {mother’s DBP ≥ 95}, B = { father’s DBP ≥ 95}.
These events are diagrammed in this figured. Suppose that Pr (A) = 0.1, Pr (B) = 0.2
Compute the probability that both mother and father are hypertensive if the events are
independent
If A and B are independent events, then
Pr ( A ∩ B) = Pr (A) x Pr (B))
Pr (A ∩ B) = 0.1 x 0.2 = 0.02
DEPENDENT EVENTS
If two events are not independent, then they are said to be dependent events..
Two events A and B are dependent if
Pr (A ∩ B) ≠ Pr (A) x Pr (B)
DEPENDENT EVENTS (EXAMPLE)
Example: Hypertension, Genetics
▪Consider all possible diastolic blood pressure (DBP) measurements from a mother and her first
born child
Let A = { mother’s DBP ≥ 80},
Suppose Pr (A ∩ B) = 0.05, Pr (A) = 0.1 , Pr (B) = 0.2
Then Pr (Pr (A ∩ B) = 0.05 > Pr (A) x Pr (B) = 0.02
The events A, B would be dependent.
▪This outcome would be expected because the mother and first bon child both share the
same environment and are genetically related
▪In other words, the firstborn child is more likely to have elevated blood pressure in
households where the mother is hypertensive than in households where the mother is not
hypertensive
THE ADDITION LAW OF PROBABILITY
We know that if A and B are mutually exclusive events, then Pr (A ∪ B) = Pr (A) + Pr
(B).
A more general formula for Pr (A ∪ B) can be developed when events A and B are
not necessarily mutually exclusive
The addition law of probability , is stated as follows:
If A and B are any events, then

Pr (A ∪ B) = Pr (A) + Pr (B) - Pr (A ∩ B)
THE ADDITION LAW OF PROBABILITY
▪The addition law of probability of two events A and B is
Pr (A ∪ B) = Pr (A) + Pr (B) - Pr (A ∩ B)
The are Two Special cases of the addition law of probability
➢First Case: If events A and B are mutually exclusive
Then, Pr (A ∩ B) = 0 and the addition law reduces to
Pr (A ∩ B) = Pr (A) + Pr (B)
➢Second Case: If events A and B are independent
Then , by definition (Pr (A ∩ B) = Pr (A) x Pr (B) and Pr (A ∪ B) can be rewritten as
Pr (AUB) = Pr (A) + Pr (B) – Pr (A) x Pr (B)
 This leads to the following important special case of the addition law
▪If two events A and B are independent, then
Pr (AUB) = Pr ( A) + Pr (B) x [ 1 – Pr (A)]
THE ADDITION LAW OF PROBABILITY
▪It is possible to extend the addition law to more than two events. In particular, if there are three
events A, B and C, then

Pr ( AUBUC) = Pr (A) + Pr (B) + Pr ( C) – Pr ( A ∩ B ) – Pr (A ∩ C) – Pr ( B ∩ C) + Pr (A∩B∩C)

▪This result can be generalized to an arbitrary number of events.


THE ADDITION LAW OF PROBABILITY (EXAMPLE
1)
Example: Hypertension, Genetics
Let event A = { mother’s DBP ≥ 95}, Pr (A) = 0.1 and Pr (B) = 0.2
Assume A and B are independent events. Suppose a “hypertensive household” is defined as one in
which either the mother or the father is hypertensive, with hypertension defined for the mother
and father, respectively, in terms of events A and B. What is the probability of a hypertensive
household?
Solution
Pr ( hypertensive household) is
Pr ( AUB) = Pr (A) + Pr ( B) x [1-Pr (A)]
Pr (AUB) = 0.1 + 0.2 x {1-0.1]
Pr (AUB) = 0.28
Thus 28 % of all households will be hypertensive.
THE ADDITION LAW OF PROBABILITY (EXAMPLE 2)
If we select a person at random from the 318 subjects represented in the Table, what is the probability that this
person will be an Early age of onset subject (E ) or will have no family history of mood disorders (A) or both?

Solution
From the information in Table, we calculate ;
P( E ) = 141/318 +0.4434
P (A) = 63/318 = 0.1981
P (E ∩A = 28 / 318 = 0.0881
P (E UA) = P (E ) + P (A) – P ( E ∩A )
P( EU A) = 0.4434+ 0.1981 – 0.0881 = 0.5534
ASSIGNMENT
Let A = { serum cholesterol = 250-299}
B = {serum cholesterol ≥ 300}
C = { serum cholesterol ≤ 280)
3.1 Are the events A and B mutually exclusive?
3.2 Are the events A and C mutually exclusive?
3.3 Suppose Pr (A) = .2 , Pr (B) = .1 , What is Pr (serum cholesterol ≥ 250) ?
3.4 What does A ∪ C mean?
3.5 What does A ∩ C mean?
3.6 What does B ∪ C mean?
3.7 What does B ∩ C mean?
3.8 Are the events B and C mutually exclusive?
3.9 What does the event B mean? What is its probability?

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