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Probability & Probability Distribution

The document outlines a Biostatistics course at Aksum University, focusing on inferential statistics, probability, and probability distributions. It details the course objectives, teaching methods, evaluation criteria, and key concepts such as types of probability, conditional probabilities, and the application of Bayes' theorem in public health. Additionally, it includes examples and exercises related to probability calculations and sampling methods.

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0% found this document useful (0 votes)
2 views

Probability & Probability Distribution

The document outlines a Biostatistics course at Aksum University, focusing on inferential statistics, probability, and probability distributions. It details the course objectives, teaching methods, evaluation criteria, and key concepts such as types of probability, conditional probabilities, and the application of Bayes' theorem in public health. Additionally, it includes examples and exercises related to probability calculations and sampling methods.

Uploaded by

danuberh
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Aksum University, CHS & CSH School of Public Health

Department of Epidemiology and Biostatistics


 Course Title = Biostatistics
 Course code= PuHe601
 Credit = 4hrs
 Target group =GMPH
 Teaching methods: Lecture/discussion
:Individual/group assignment
:Seminars/PBL
Evaluation: Assignments, Computer Lab & Written Exams
 Course Instructor :Getachew M( MPH, Asst. Professor)

1
Inferential Statistics

Probability and Probability Distribution

2
Objectives
At the end of this course, students will be able to
Explain Probability and Types of probabilities

Find the conditional probability of an event

The difference between probability and


probability distribution

Understand distribution for continuous and


categorical variables

3
Probability and probability distribution
Probability refers to likelihood of an event occuring, as a
value b/n 0 and 1, where 0 indicates impossibility &1
indicates certainty of an event to happen.

4
Probability and probability distribution………..
An understanding of probability is fundamental for
quantifying the uncertainty that is inherent in the
decision-making process

Probability theory also allows us to draw conclusions


about a population of patients based on known
information about a sample of patients drawn from that
population

5
Probability and probability distribution………..
Basic terms
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.
6
Probability and probability distribution………..
Sample space: The set of all possible outcomes for an
experiment
Example: The sample space for the sex of newborns
when two mothers are in the gynecology ward to give
birth is: {MM, MF, FM, FF}

An event consists of one or more outcomes and is a


subset of the sample space
Event is something that may happen or not when the
experiment is performed
Example: From the above experiment, an event
consisting of at least one female is E = {MF, FM, FF}

7
Probability and probability distribution………..
Random variable: It is a variable associated with a
randomly selected sample
RV can take on different values according to the
outcome of a random experiment.

Probability function: A function that for each possible


value of a discrete random variable takes on the
probability of that value occurring

Probability density function: A curve that specifies by


means of the area under the curve over an interval,
the probability that a continuous random variable falls
within the interval
8
Probability and probability distribution………..
Types of probability
Classical(or theoretical)probability/Priori 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 of1/n
to occur.
Each possible outcome must have probability of1/n to
occur. Or, equivalently the probability for event E is;

Number of outcomes in event


P (E)= Total number of outcomes in sample space
Example: The probability of getting at least one female
birth from two pregnant mothers is: ¾ = 0.75
9
Probability and probability distribution………..
Empirical(or statistical)probability/Posteriori is also
called relative frequency probability 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 for cancer) = 50/100,000 = 0.0005
If we toss a coin 10,000 times and the head comes up
5562, P(h) = 0.5562. 10
Probability and probability distribution………..
If the number of trials in an experiment is repeated
over and over, the empirical probability of an event
approaches the classical /theoretical (actual)probability
of the event.
Example: See how the probability of getting head
changes as the number of trials of tossing a coin
change:

11
Probability and probability distribution………..
Subjective Probability: It is usually set from
intuition, educated guesses, or estimates.

For any event E, the probability of its occurrence


ranges from 0 to 1, inclusive. That is
0≤P(E)≤1
E.g. If some one says that he is 95% certain that a
cure for AIDS will be discovered within 5 years, then
he means that Pr(discovery of cure of AIDS within 5
years) = 95%.

12
Unions and Intersections
Unions of Two Events
―If A and B are events, then the union of A and B, denoted
by AUB, represents the event composed of all basic
outcomes in A or B.‖
Intersections of Two Events
―If A and B are events, then the intersection of A and B,
denoted by AnB, represents the event composed of all
basic outcomes in A and B.‖

13
Probability and probability distribution………..
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
 A value 1 means the event definitely will occur
 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.
The sum of the probabilities of all mutually
exclusive outcomes is equal to 1.
P(E1) + P(E2 ) + .... + P(En ) = 1.
14
Probability and probability distribution………..
For two mutually exclusive events A and B,
 P(A or B ) = P(A) + P(B).
 If not mutually exclusive:
 P(A or B) = P(A) + P(B) - P(A and B)

The complement of an event A, denoted by A‘ or


Ac, is the event that A does not occur
Consists of all the outcomes in which event A
does NOT occur
P(A’) = 1 – P(A)
These are complementary events. 15
Basic Probability Rules
Additive Law of Probability
Let A and B be two events in a sample space S.
The probability of the union of A and B is
P( AU B) = P (A) + P (B) – P( AnB)
Mutually Exclusive Events
Mutually Exclusive Events: Events that have no basic
outcomes in common, or equivalently, their
intersection is empty set.

16
Example
The following data are the results of
electrocardiograms (ECGs)
and radionuclide angiocardiograms (RAs) for 19
patients with
post-traumatic myocardial confusions.
– 7 patients developed both ECG and RA
abnormality
– 17 patients developed ECG abnormal only
– 9 patients developed RA abnormal only
What is the probability of ECGs and RAs
P(ECG abnormal and RA abnormal) = 7/19 = 0.37
What is the probability of ECGs or RAs
P(ECG abnormal) + P(RA abnormal) – P(Both ECG
and RA abnormal)
= 17/19 + 9/19 – 7/19 = 19/19 =1 17
Probability and probability distribution………..
Multiplication rule
If A and B are two events in a sample space S, the
probability of the joint occurrence of both A and B is
given by

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. I,e both events happening
together that is what we call it joint probability.
Probability and probability distribution………..
To convert joint probabilities in to public health
language,
Smoking & Lung Cancer :
P(A) =Probability of some one being smoker =.0.3(30%)
P(B) =Probability of that person developing lung
cancer=0.4(40%)
Then the joint probability of both smoking and
developing lung cancer due to smoking is

P(AnB)=P(A)P(B/A)=P(B)P(A/B)=0.3*0.4=0.12(12%)

Luck of exercise and heart disease; The joint


occurrence is the probability of some one both not
exercising and developing heart disease
19
Probability and probability distribution………..
Two events A and B are independent if the
probability of each event remains
the same whether or not the other occurs.
In symbols: If P(A) = 0 and P(B) = 0, then A
and B are independent if
P(B|A) = P(B) or, equivalently, P(A|B) = P(A)
However, if A and B are independent events,
then:
 P(A n B) = P(A)P(B)
 P(A/B)= P(A), P(B/A) =P(B)
20
Probability and probability distribution………..
A die is rolled twice. It is reasonable to believe that the
outcome of the second roll is not affected by the
outcome of the first roll.

Therefore, knowing the outcome of the first roll does


not help to predict the outcome of the second roll. The
two rolls are independent.

21
Probability and probability distribution………..
• A system contains two components, A and B. Both components
must function for the system to work. The probability that
component A fails is 0.08, and the probability that component B
fails is 0.05. Assume the two components function independently.
• What is the probability that the system fails?
• P(A fails and B fails) = P(A fails) P(B fails)
= (0.08)(0.05) = 0.004

Assume the two components function independently.

• What is the probability that the system functions? Try it!

22
Conditional probabilities
CP is the probability of an event occurring
given that another event has already occurred.
Denoted by (P(A/B)),read as the probability of
event A given event B‖

If A and B are events with Pr(A) > 0, the


conditional probability of event B has
occurred given that event A has occurred is
denoted P(B|A) and is defined

23
Application of conditional probability in public health
 Conditional probability plays a crucial role in
understanding the likelihood of disease transmission
given certain conditions.

 For instance, consider the prob of a person


contracting a contagious disease given that the person
has been exposed to an infected individual

 This can help public health officials assess the risk of


disease spread to take appropriate control measures.

24
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

25
Probability and probability distribution………..
The probability of developing retinopathy is:
P(Retinopathy) = No. of infants with retinopathy
Total No. of infants
= (18+21)/(21+39) = 0.65

26
Probability and probability distribution………..
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

27
Probability and probability distribution………..
Bayes Theorem
Allows us to calculate some conditional probabilities
using other conditional probabilities

28
Probability and probability distribution………..
Application of Bayes theorem & conditional probability

29
Probability and probability distribution………..

30
Probability and probability distribution………..

31
Exercise
A. What is the probability of a person randomly picked
is a male?

B. What is the probability of a person randomly picked


uses cocaine more than 100 times?

C. Given that the person has used cocaine less than 100
times, what is the probability of being female?

D. What is the probability of a person randomly picked


is a male and uses cocaine more than 100 times?

32
Probability and probability distribution………..
Counting Rules

Basic multiplication rule

Permutations

Combinations

33
Probability and probability distribution………..

Basic multiplication rule


If we have an experiment with k parts (such as k
tosses), and
Each part has n possible outcomes (such as heads &
tails), then
the total number of possible outcomes for the
experiment is nk
E.g. Assume we have a coin & a die. If we toss a coin
first and then the die, how many possible outcomes
does the experiment have?
We have: n1xn 2 = 2 x 6 = 12 possibilities

34
Probability and probability distribution………..
Permutations
The number of possible permutations is the number of
different orders in which particular events occur. The
number of possible permutations are

Where ‗‘r’ ’is the number of events in the series n is the


number of possible events, and n! denotes the factorial
of n =the product of all the positive integers from 1 to n

35
Probability and probability distribution………..
Example: Five different new drugs are given
simultaneously to each of the five patients. The drugs
are compared by the length of time taken to cure the
patients.(assume that the five patients are same in all
other characteristics like: disease type, severity status,
sex, age etc. )
a)How many possible drugs we have for the 1st place
(the fastest to cure).

b)How many possible arrangements we have for the


first three drugs?

c)How many possible arrangements of all the drugs


we have?
36
Probability and probability distribution………..
Combinations
When the order in which the events occurred is of no
interest, we are dealing with combinations. The number of
possible combinations is

Where r is number of events in the series


n is the number of possible events
n! Denotes the factorial of n; product positive
integers from 1 to n

37
Probability and probability distribution………..
Example:
Three members of a 5-person committee must
be chosen to form a subcommittee. How many
different subcommittees could be formed?

38
Sampling with and without replacement
Sampling with replacement from finite population or
sampling from infinite population
Here if the population is finite, the selected unit will
be returned back to the population after being
observed
The probability of selecting a sampling unit from a
population remains constant every time
Sampling without replacement for finite population
We do not return back the selected object/individual
As a result, the probability of selecting a sampling
unit changes every time.

39
Probability and probability distribution………..
• Example: From a population of 10 TB patients who
are numbered 1 up to 10, two are randomly selected
sequentially and assigned to a new drug treatment .
How many possible samples of size 2 can we form if
sampling is:
a. With replacement/with more possibilities?
a. Without replacement/only one chance to draw?

40
Probability distribution
A probability distribution is complete description of the
probabilities of all possible outcomes of a random variable
.
Probability distribution is possibilities of multiple outcomes

probability distribution or just distribution refers to the way data


are distributed, in order to draw conclusions about a set of data.

The probability distribution of a categorical variable tells us


with what probability the variable will take on the different
possible values (outcomes).

With numeric variables, the aim is to determine whether or not


normality may be assumed

41
Probability distribution……
Probability distribution of a categorical variables
Discrete probability distributions
The binomial distribution and
The Poisson distribution

42
Probability distribution……
Bernoulli Distribution
When a random process or experiment, called a trial, can
result in only one of two mutually exclusive outcomes,
such as

Male or female

dead or alive,

sick or well,

full-term or premature, the single trial is


called a Bernoulli trial

43
Probability distribution……
Binomial Distribution
Based on Bernoulli trial = When a single trial of some
experiment can result in only one of two mutually
exclusive outcomes (success or failure; dead or alive;
sick or well, male or female)
In general the binomial distribution involves three
assumptions
There are fixed n number of Bernoulli trial search
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 44
Probability and probability distribution………..
• If you have only two possible outcomes (call them 1/0 or
yes/no or success/failure) n independent trials, then the
probability of exactly X― successes‖ is:

45
Probability and probability distribution………..
• Example 1: 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 exactly 5 will be males?

46
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.

47
Probability and probability distribution………..
 In addition to the probabilities of individual outcomes, we can
also compute the numerical summary measures associated
with a probability distribution.

 The mean and variance values for a binomial distribution


or the average number of successes in repeated samples of n is
equal to

 Example 2: From the sample of 1000 US population, 29 % are


smokers, if we want to get the mean and standard deviation
of the proportion of smokers, we can use the formula of the
following;
Mean= n.p=1000x0.29 = 290
S.D = npq = 1000*0.29*0.71 =14.4
48
Plots of Binomial Distribution

49
The Poisson distribution
When the probability of ―success‖ is very small, e.g.,
the probability of a mutation, then
p x and (1 –p)n– x become too small to calculate
exactly by the binomial distribution.In such cases, the
Poisson distribution becomes useful

Where x is the number of success, λ is the expected


number of successes in a process consisting of n
trials, i.e., λ=np.(Average number of events)
The mean and variance of a Poisson distributed
variable are given by:
mean = variance =λ
e=Eules’s constant =2.7182818259… 50
Probability and probability distribution………..
Example : Suppose x is a random variable representing
the number
of individuals involved in a road accident each year (in
US 2.4 are
involved per 10,000 population each year)
i.e. λ= 2.4

51
Continuous Probability Distributions

52
Continuous Probability Distributions……
A continuous random variable has an infinite number of
possible values that can be represented by an interval on
the number line.

The proportion of patients with positive HIV test result


can be any number between 0% and
100% inclusive.

The probability distribution of a continuous random


variable is called a continuous probability distribution. 53
Continuous Probability Distributions……

54
Continuous Probability Distributions……
The Normal Distribution

55
Continuous Probability Distributions……
Properties of a Normal Distribution
The mean, median, and mode are equal.

The normal curve is bell-shaped and symmetric about


the mean.

The total area under the curve is equal to one.

The normal curve approaches, but never touches the


x axis as it extends farther and farther away from the
mean.
56
Continuous Probability Distributions……
Between µ− σ and µ + σ (in the center of the curve), the
graph curves downward. The graph curves upward to
the left of µ− σ and to the right of µ + σ.
The points at which the curve changes from curving upward to
curving downward are called the inflection point

57
Continuous Probability Distributions……

It is frequently called the ―Gaussian distribution‖ or


bell-shape curve.

Variables such as blood pressure, weight, height,


serum cholesterol level, and IQ score — are
approximately normally distributed

58
The Standard Normal Distribution
SND 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.
Z-transformation: If a random variable
X~N(,) then we can transform it to a SND
with the help of Z-transformation
Z= x-

Z represents the Z-score for a given x value
59
Properties of the Standard Normal Distribution
The cumulative area is close to 0 for z- scores close to z=− 3.49.
The cumulative area increases as the z- scores increase.
The cumulative area for z= 0 is 0.5000.
The cumulative area is close to1forz- scores close to z=3. 49

60
Guidelines for Finding Areas
1)Sketch the standard normal curve and shade the
appropriate area under the curve.
2) Find the area by following the directions for each case shown.

To find the area to the left of z , find the area that


corresponds to z in the Standard Normal Table ; I;e Pr[<Z]

61
Guidelines for Finding Areas
• Finding Areas Under the Standard Normal Curve
b. To find the area to the right of z , use the Standard Normal
Table to find the area that corresponds to z. Then subtract the
area from 1 ; I;e Pr[>Z]

62
To find the area between two z- scores, find the area
corresponding to each z- score in the Standard Normal Table.
Then subtract the smaller area from the larger area I,e
P r [ a < X < b],

63
The Standard Normal Table
• Example: Find the cumulative area that corresponds to a z- score
of 2.71.

• Find the area by finding 2.7 in the left hand column, and then
moving across the row to the column under 0.01.
The area to the left of z= 2.71 is 0.9966 64
The Standard Normal Table……………

65
Normal Distributions and Probabilities

66
Normal Distributions and Probabilities………

67
Normal Distributions and Probabilities……….
• The diastolic blood pressures of males 35–44 years of age are
normally distributed with µ = 80 mm Hg and σ2 = 144 mmHg2
σ = 12 mm Hg
• Let individuals with BP above 95 mm Hg are considered to be
hypertensive.
• What is the probability that a randomly selected male has a
blood pressure above 95 mm Hg?
Solution:

Pr(Z >1.25) = 0.8944


Approximately 89.4% of this population would be classified as
hypertensive

68
Exercise
A population of sandwich has a mean weight of
250 grams with standard deviation of
20 grams. Based on this
information give a short answer to the
following questions.
1.What proportion of sandwiches will weight above 289. 2
grams?

2.What is the probability that a randomly selected sandwich will


weight between 250 and 289.2 grams?

3.What is the 75 percentile in gram for the distribution of


weight of sandwiches?

4.What is the probability that a randomly selected sandwich will


weight exactly 260 grams?

69
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Thank You For Attention!

73

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