Lecture 4

Probability Distributions
Review!
• Descriptive Statistics • Inferential Statistics
• Measures of central tendency • Hypothesis Testing
• Mean
• Median
• Mode
• Measures of Dispersion
• Range
• Variance
• Standard deviation
• Coefficient of variance
• Measures of Location
• Quartile (4)
• Decile (10)
• Percentile (100)
• Tabular and Graphical Representations
• Frequency Distribution Table
• Histogram
• Polygon
• Box and Whiskers
Probability
• Basis of statistical inferences
• Occurrence of a random event
Views of Probability
1. Objective
• Classical
• If an event can occur in N mutually exclusive and equally likely
ways, and if m of these possess a trait E, the probability of the
occurrence of E is equal to m/N.
• Relative frequency
• If some process is repeated a large number of times, n, and if
some resulting event with the characteristic E occurs m times,
the relative frequency of occurrence of E, m/n, will be
approximately equal to the probability of E.
2. Subjective
• “personalistic” or subjective concept of probability.
• Bayesian Method
Example 1
1. In rolling of a 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. (Objective)
2. The probability that a cure for cancer will be discovered
within the next 10 years. (Subjective)
Symbols in Probability
Bayesian Theorem
• Priori probability of an event
• a probability based on prior knowledge, prior experience, or results
derived from prior data collection activity.
• Posteriori probability of an event
• A probability obtained by using new information to update or revise
a prior probability
• Used in the evaluation of diagnostic screening test data.
Elementary Properties of Probability
1. The probability of any event is a nonnegative number.

2. The sum of the probabilities of the mutually exclusive

outcomes is equal to 1.

3. The probability of the occurrence of either Ei or Ej is equal

to the sum of their individual probabilities. (Addition Rule)
Example 2
• The primary aim of a study by Carter et al. (A-1) 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
3.4.1 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 Later 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?
Solution
Marginal Probability

• Suppose we pick a subject at random from the 318 subjects

and find that he is 18 years or younger (E). What is the
probability that this subject will be one who has no family
history of mood disorders (A)?

Solution
Conditional Probability
Conditional Probability
• On occasion, 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
Marginal Probability
• Marginal Probability
• Unconditional probability
• No conditions were imposed to restrict the size of the
denominator.
Joint Probability
• Sometimes we want to find the probability that a
subject picked at random from a group of subjects
possesses two characteristics at the same time.
Such a probability is referred to as a joint
probability.
• For any two events A and B, the probability of joint
occurrence of conditions E and A is equal to the
product of marginal and conditional probabilities
(Multiplication Rule).
• Still in example 2 case, what is the probability that a person
picked at random from the 318 subjects will be Early (E)
AND will be a person who has no family history of mood
disorders (A)?

Solution
• Using Multiplication Rule
• If we select a person at random from the 318 subjects
represented in Table 3.4.1, 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?

E A E A

E A
Solution
Complementary Events
• The probability of an event A is equal to 1 minus the
probability of its complement. (rearranging rule 2)
Terminologies
• False Positive
• when a test indicates a positive status when the true status is
negative.
• False Negative
• when a test indicates a negative status when the true status is
positive
• Sensitivity
• The probability of a positive test result (or presence of the
symptom) given the presence of the disease.
• Specificity
• The probability of a negative test result (or absence of the
symptom) given the absence of the disease.
Terminologies
• Predictive Value Positive of a screening test
• The probability that a subject has the disease given
that the subject has a positive screening test result (or
has the symptom)
• Predictive Value Negative of a screening test
• The probability that a subject does not have the
disease, given that the subject has a negative
screening test result (or does not have the symptom).
Sensitivity Specificity
Predictive Value Positive Predictive Value Negative
Example 3
• A medical research team wished to evaluate a proposed screening test
for Alzheimer’s disease. The test was given to a random sample of 450
patients with Alzheimer’s disease and an independent random sample
of 500 patients without symptoms of the disease. The two samples were
drawn from populations of subjects who were 65 years of age or older.
The results are as follows:
Sensitivity Specificity PV Positive

False Negative False Positive PV Negative

0.97
Suppose it is known that the rate of the disease in the general
population is 11.3%. What is the predictive value positive of the
symptom and the predictive value negative of the symptom

The predictive value positive of the symptom is calculated as

The predictive value negative of the symptom is calculated as

Probability Distribution
• The relationship between the values of a random variable
and the probabilities of their occurrence may be
summarized by means of a device
• A probability distribution may be expressed in the form of
a table, graph, or formula.
Probability Distribution (Discreet)
• 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.
Example 3
• Holben et al. (A-1) looked at food security status in families in the
Appalachian region of southern Ohio. The purpose of the study
was to examine hunger rates of families with children in a local
Head Start program in Athens, Ohio. The survey instrument
included the 18-question U.S. Household Food Security Survey
Module for measuring hunger and food security. In addition,
participants were asked how many food assistance programs they
had used in the last 12 months. Table 4.2.1 shows the number of
food assistance programs used by subjects in this sample. We
wish to construct the probability distribution of the discrete
variable X, where X = food assistance programs used by the study
subjects.
What is the probability
that a randomly
selected family used
three assistance
programs?
 P (X≥5)
P (x ≤ 8) – P (X ≤ 5)
1-.0.8249
0.1751

What is the probability that a family picked at random used

two or fewer assistance programs?
Probability Distribution (Discreet)
• Can be
1. Binomial Distribution
2. Poisson Distribution
Binomial Distribution
• Derived from a process known as a Bernoulli trial, named
in honor of the Swiss mathematician James Bernoulli
(1654–1705), who made significant contributions in the
field of probability, including, in particular, the binomial
distribution.
• 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, full-term or premature,
the trial is called a Bernoulli trial.
• The mean and variance of the binomial distribution are:
Bernoulli Process
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.
Example 4
• If we examine all birth records from the North
Carolina State Center for Health Statistics (A-3) 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
Premature = 0
Full term = 1

Sequence
11001 11010
11100 10011
10101 10110
00111 01011
01101 01110
Solution
np3q2
Example 5
• As another example of the use of the binomial
distribution, the data from the North Carolina State
Center for Health Statistics (A-3) show that 14
percent of mothers admitted to smoking one or
more cigarettes per day during pregnancy. If a
random sample of size 10 is selected from this
population, what is the probability that it will
contain exactly four mothers who admitted to
smoking during pregnancy
 Solution
For small np6q4
samples
For large samples

= 10! / 4!6!
= 10x9x8x7x6x5x4x3x2x1
4x3x2x1x6x5x4x3x2x1
= 10x9x8x7
4x3x2x1
= 210
Example 6
Suppose it is known that 10 percent of a certain population is
color blind. If a random sample of 25 people is drawn from
this population, use Table B in the Appendix to find the
probability that:
a. Five or fewer will be color blind.
b. Six or more will be color blind
c. Between six and nine inclusive will be color blindore
will be
d. Two, three, or four will be color blind. color blind.
Solution
Refer to this table (page A3 – A31)
Solution
a. Five or fewer will be color blind.

b. Six or more will be color blind

c. Between six and nine inclusive will be color blind

Solution
d. Two, three, or four will be color blind.
Poisson Distribution
• If x is the number of occurrences of some random event
in an interval of time or space (or some volume of
matter), the probability that x will occur is given by:

• lambda is the parameter of the distribution and is the

average number of occurrences of the random event
in the interval (or volume).
• e is the constant (to four decimals) 2.7183.
Poisson Process
1. The occurrences of the events are independent. The
occurrence of an event in an interval of space or time
has no effect on the probability of a second occurrence
of the event in the same, or any other, interval.
2. Theoretically, an infinite number of occurrences of the
event must be possible in the interval.
3. The probability of the single occurrence of the event in
a given interval is proportional to the length of the
interval.
4. In any infinitesimally small portion of the interval, the
probability of more than one occurrence of the event is
negligible.
Example 7
In a study of drug-induced anaphylaxis among patients taking
rocuronium bromide as part of their anesthesia, Laake and
Røttingen (A-7) found that the occurrence of anaphylaxis
followed a Poisson model with λ = 12 incidents per year in
Norway.
a) What is the probability that in the next year, among
patients receiving rocuronium, exactly three will
experience anaphylaxis.
b) What is the probability that at least three patients in
the next year will experience anaphylaxis if
rocuronium is administered with anesthesia?
Solution for a
Solution for b
Example 8
In a certain population an average of 13 new cases of
esophageal cancer are diagnosed each year. If the annual
incidence of esophageal cancer follows a Poisson distribution,
find the probability that in a given year the number of newly
diagnosed cases of esophageal cancer will be: (Check with
Appendix C)
a. Exactly 10
b. At least eight
c. No more than 12
d. Between nine and 15, inclusive
e. Fewer than seven
Solution
Given: λ =13, x = 10
a. Exactly 10
P (X = 10) = e-13 1310
10!

= 0.086
b. At least eight
P (X ≥ 8) = P (X ≤ 7)
= 1 – [ P (X=0) + P (X=1) + P (X=2) + P (X=3)
+ P (X=4) + P (X=5) + P (X=6) + P (X=7)]
= 0.946
Solution
Given: λ =13, x = 10
c. No more than 12
= 0.463

d. Between nine and 15, inclusive

= 0.664

e. Fewer than seven

= 0.026
Seatwork
Tubert-Bitter et al. (A-9) found that the number of serious
gastrointestinal reactions reported to the British Committee
on Safety of Medicine was 538 for 9,160,000 prescriptions of
the antiinflammatory drug piroxicam. This corresponds to a
rate of .058 gastrointestinal reactions per 1000 prescriptions
written. Using a Poisson model for probability, with λ=0.6, find
the probability of
1. Exactly one gastrointestinal reaction in 1000 prescriptions
2. At least one gastrointestinal reaction in 1000 prescriptions
Probability Distribution (Continuous)
Normal Distribution
• First published by Abraham De Moivre (1667–1754) on
November 12, 1733.
• Many other mathematicians figure prominently in the
history of the normal distribution, including Carl Friedrich
Gauss (1777–1855).
• The distribution is frequently called the Gaussian
distribution in recognition of his contributions.
• The normal density is given by:
Characteristics
1. It is symmetrical about its mean
2. The mean, the median, and the mode are all equal.
3. The total area under the curve above the x-axis is one
square unit. This characteristic follows from the fact
that the normal distribution is a probability distribution.
Because of the symmetry already mentioned, 50
percent of the area is to the right of a perpendicular
erected at the mean, and 50 percent is to the left.
Characteristics
4. If we erect perpendiculars a distance of 1 standard
deviation from the mean in both directions, the area
enclosed by these perpendiculars, the x-axis, and the
curve will be approximately 68 percent of the total area. If
we extend these lateral boundaries a distance of two
standard deviations on either side of the mean,
approximately 95 percent of the area will be enclosed, and
extending them a distance of three standard deviations
will cause approximately 99.7 percent of the total area to
be enclosed.
Characteristics
5. The normal distribution is completely determined by the
parameters µ and σ. In other words, a different normal
distribution is specified for each different value of µ and σ.
Different values of µ shift the graph of the distribution
along the x-axis. Different values of σ determine the
degree of flatness or peakedness of the graph of the
distribution Because of the characteristics of these two
parameters, µ is often referred to as a location parameter
and σ is often referred to as a shape parameter.
Example 9
• Given the standard normal distribution, find the area under
the curve, above the z-axis between z = - ꝏ and z = 2.
0.9772
Example 10
• What is the probability that a z picked at random from the
population of z’s will have a value between -2.55 and +2.55?
Solution
• Given the standard normal distribution, find P (z ≥ 2.71)
Example 11
• Diskin et al. (A-11) studied common breath metabolites
such as ammonia, acetone, isoprene, ethanol, and
acetaldehyde in five subjects over a period of 30 days.
Each day, breath samples were taken and analyzed in the
early morning on arrival at the laboratory. For subject A, a
27-year-old female, the ammonia concentration in parts
per billion (ppb) followed a normal distribution over 30
days with mean 491 and standard deviation 119. What is
the probability that on a random day, the subject’s
ammonia concentration is between 292 and 649 ppb?
Assignment
• Questions 17 and 18, page 130-131 in Daniel and Cross
2013.