2. Probability and Probability Distributions
2. Probability and Probability Distributions
Probability
Distributions
Tufa Kolola
(MPH, Ass’t. Prof.)
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Probability
A quantitative measure of uncertainty
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Probability theory developed from the study of
games of chance like coin, dice and cards
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Why Probability
in Statistics?
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When can we talk
about probability ?
When dealing with a process that has an uncertain
outcome
- Birth of male or female child?
- A patient taking certain drug(cure/no)?
Experiment = any process with an uncertain
outcome. An experiment is a trial and all possible
outcomes are events
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Sample space
The sample space is the set of all possible outcomes
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Probability of an Event E, denoted by Pr(E),
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Probability theory is a foundation for statistical
inference, &
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More importantly probability theory 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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The two categories of
Probability
Objective probability
1) Classical probability &
2) Relative frequency probability
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Classical
Probability
Is based on gambling of ideas
Rolling a dice
Tossing of a coin
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Relative frequency
Probability
In the long run process
The proportion of times that the event A occurs in a
large number of trials repeated under identical
conditions
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In real life, experiments cannot be performed an
infinite number of times
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Example: Suppose we are interested in the probability of a
male live birth among all live births
Probability of a male live birth of United States during the
period 1965–1974
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Example:
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Example:
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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 happen (OR The
outcome of one event has no effect on the
occurrence or non-occurrence of the other).
Example:
– The outcomes on the first and second coin
tosses are independent
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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. 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}.
– If the primary determinants of elevated blood pressure
were genetic, the probability that both mother and father
are hypertensive are independent (the hypertensive
status of the mother does not depend at all on the
hypertensive status of the father)
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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 )
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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
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Properties of Probability
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Example, Let A represent the event that a randomly
selected newborn is LBW, the complement of A is
the event that a randomly selected newborn is not
LBW
P(Ā) = 1 − P(A)
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Example:
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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 and B) = 0
More generally:
– If A and B are any events, then 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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a. What is the probability that a mother has
completed < 12 years of schooling?
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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
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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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2. Multiplication rule
If A and B are independent events, then
P(A ∩ B) = P(A) × P(B)
Two events A and B are called dependent events if
P(A ∩ B) ≠ P(A) × P(B)
More generally:
- If A and B are any events, then 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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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. 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}. Suppose that Pr(A) =
0.1, Pr(B) = 0.2. If the primary determinants of elevated
blood pressure were genetic, then what is the probability
that both mother and father are hypertensive?
38
Example:
Hypertension, Genetics: Consider all possible
DBP measurements from a mother and her first-
born child. Let event A = {mother’s DBP ≥ 95}, B =
{first-born child’s DBP ≥ 80}. Suppose Pr(A ∩ B) =
0.05, Pr(A) = 0.1, Pr(B) = 0.2
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Conditional
Probability
Refers to the probability of an event, given that
another event is known to have occurred
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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
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Example:
Hypertension, Genetics: Consider all possible
DBP measurements from a mother and her first-
born child. Let event A = {mother’s DBP ≥ 95}, B =
{first-born child’s DBP ≥ 80}. Suppose Pr(A ∩ B) =
0.05, Pr(A) = 0.1, Pr(B) = 0.2
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Example: A study investigating the effect of prolonged
exposure to bright light on retina damage in premature
infants
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a. What is the probability of developing retinopathy?
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The probability of developing retinopathy is:
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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.
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The conditional probability of retinopathy, given
exposure to bright light, is:
= 18/21 = 0.86
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P(Retinopathy/exposure to reduced light) =
= 21/39 = 0.54
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Test for
Independence
Two events A and B Two events A and B
are independent if: are dependent if
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REVIEWQUESTIONS
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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
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A. Discrete Probability
Distributions
For a discrete random variable, the probability
distribution specifies each of the possible
outcomes of the random variable along with the
probability that each will occur
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We represent a potential outcome of the random
variable X by x
0 ≤ P(X = x) ≤ 1 and
∑ P(X = x) = 1
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The following data shows the number of diagnostic
services a patient receives
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What is the probability that a patient receives
exactly 3 diagnostic services?
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What is the probability that a patient receives
exactly 3 diagnostic services?
P(X=3) = 0.031
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What is the probability that a patient receives at
least four diagnostic services?
P (X≥4) = P(X = 4) + P(X = 5)
= 0.010 + 0.006
= 0.016
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Probability distributions can also be displayed
using a graph
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Examples of discrete probability distributions are
the binomial distribution and the Poisson
distribution.
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1. Binomial
Distribution
It is one of the most widely encountered discrete
probability distributions
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Example:
We are interested in determining whether a
newborn infant will survive until his/her 70th
birthday
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The outcomes are mutually exclusive and
exhaustive
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Characteristics of a
Binomial Distribution
The experiment consist of n identical trials.
Only two possible outcomes on each trial.
The probability of A (success) remains the same
from trial to trial. This probability is denoted by p,
and the probability of B (failure) is denoted by q.
q = 1- p.
The trials are independent.
n and are the parameters of the binomial
distribution.
The mean is n and the variance is n(1- )
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Suppose an event can have only binary
outcomes A and B.
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If an experiment repeated n times and the outcome
is independent from one trial to another, the
probability that outcome A occurs exactly x times
is: n = number of trials
n x
P(X x) p (1 p)n x , x = 0, 1, 2, ..., n.
x
X = number
of successes p = probability
out of n trials of success
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n n!
x x!(n x)!
n! n x
P( X x) p (1 p )
x
x!(n x)!
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Example:
Suppose we know that 40% of a certain population
are cigarette smokers. If we take a random sample
of 10 people from this population, what is the
probability that we will have exactly 4 smokers in
our sample?
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If we assume that the probability that any individual
in the population is a smoker to be P= 0.40, then
the probability that x=4 smokers out of n=10
subjects selected is:
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We can compute the probability of observing zero
smokers out of 10 subjects selected at random,
exactly 1 smoker, and so on, and display the results
in a table, as given, below.
0 0.0060 0.0060
1 0.0403 0.0463
2 0.1209 0.1672
3 0.2150 0.3822
4 0.2508 0.6330
5 0.2007 0.8337
6 0.1115 0.9452
7 0.0425 0.9877
8 0.0106 0.9983
9 0.0016 0.9999
10 0.0001 1.000
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Exercise
Each child born to a particular set of parents has
a probability of 0.25 of having blood type O. If
these parents have 5 children.
What is the probability that,
a. Exactly two of them have blood type O
b. At most 2 have blood type O
c. At least 4 have blood type O
d. 2 do not have blood type O
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2. Poisson
Distribution
Is the second most frequently used discrete
probability distribution
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Poisson
Distribution
In such cases, we take a sample of days
and observe the number of patients arriving
at the emergency department on each day,
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Poisson
Distribution
Assumptions...
(2) The rate at which the event occurs is constant
throughout the entire time interval t
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Poisson
Distribution
If events happen at a constant rate over time, the
Poisson distribution gives the probability of x
number of events occurring in time t
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Poisson
Pr(X=x) Distribution
x
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Poisson
Distribution
Suppose events happen randomly and
independently in time at a constant rate. If events
happen with rate λ events per unit time, the
probability of x events happening in unit time is:
t
(t ) ex
p( X x) , for x 0,1,2,...
x!
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Poisson
Distribution
Where,
x is a potential outcome of X
e = 2.71828
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Poisson mean and
variance
Mean
2
For a Poisson random variable, the variance and
mean are the same!
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Example
In a given geographical area, cases of tetanus
are reported at a rate of 4 per two months.
a) What is the probability that no cases of tetanus
will be reported in a given month?
0 4
4 e
a ) p ( X 0) 0.0183
0!
2 4
4 e
b) p ( X 2) 0.1465
2!
c) 4 per 2 months; 2 per month
1 2
2 e
p ( X 1) 0.2707
1!
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B. Continuous Probability
Distributions
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The area under the smooth curve is equal to 1
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We calculate:
Pr [ a < X < b], the probability of an
interval of values of X
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The Normal
distribution
The ND is the most important probability
distribution in statistics
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A random variable is said to have a normal
distribution if it has a probability distribution that is
symmetric and bell shaped
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The real importance of the ND will be seen in the
areas of estimation and hypothesis testing
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A random variable X is said to follow normal
distribution, if and only if, its probability density
function is:
2
1 x -
1
2 , - < x < .
f(x) = e
2
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π (pi) = 3.14159
e = 2.71828, x = Value of X
Range of possible values of X: -∞ to +∞
µ = 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
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The normal distribution with mean µ and
variance σ2 is represented by N(µ and σ2 )
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1. The mean µ tells you about location -
– Increase µ - Location shifts right
– Decrease µ – Location shifts left
– Shape is unchanged
2. The variance σ2 tells you about narrowness
or flatness of the bell -
– Increase σ2 - Bell flattens. Extreme values are
more likely
– Decrease σ2 - Bell narrows. Extreme values are
less likely
– Location is unchanged
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Properties of the
Normal Distribution
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6. If the data distribution is bell-shaped, then the
interval:
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Standard distribution in
normal distribution curve
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7. The distribution is completely determined by the
parameters and .
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Standard Normal
Distribution
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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
Z= x-
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Consider redefining the scale to be in terms of how
many SDs away from mean for normal distribution,
μ=110 and σ=15
Value x
50 65 80 95 110 125 140 155 170
-4 -3 -2 -1 0 1 2 3 4
SDs from mean using
(x-110)/σ = (x-μ)/σ
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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.
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Finding normal
curve areas
1. The table gives areas between -∞ and the value
of z for P(X ≤ x), and gives areas between the
value of z and +∞ for P(X ≥ x).
.
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a) What is the probability that z < -1.96?
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b) What is the probability that z > 1.96?
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c) What is the probability that -1.96 < z < 1.96?
110
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Applications of the
Normal Distribution
The normal distribution is used as a model to
study many different variables.
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Example:
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a) What is the probability that a randomly selected
male has a blood pressure above 95 mm Hg?
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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
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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
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d. What value of DBP cuts off the upper 5% of this
population?
Looking at the table, the value Z = 1.645 cuts off
an area of 0.05 in the upper tail
We want the value of X that corresponds to Z =
1.645
Z=X–μ
σ
1.645 = X – μ, X = 99.7
σ
Approximately 5% of the men in this population
have a DBP greater than 99.7 mm Hg
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Exercise
Hypertension: Suppose a mild hypertensive is
defined as a person whose DBP is between 90 and
100 mm Hg inclusive, and the subjects are 35- to
44-year-old men whose blood pressures are
normally distributed with mean 80 and variance
144. What is the probability that a randomly
selected person from this population will be a mild
hypertensive?
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Exercise
Suppose the distribution of serum-cholesterol
level is normally distributed, with mean = 220
mg/dL and standard deviation = 35 mg/dL. What
is the probability that serum-cholesterol level
will range from 200 to 250 inclusive (that is, a
high normal range)?
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Exercise
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