3probability and Probability Distn
3probability and Probability Distn
Distributions
MEKIDIM K
outline
Probability
Definition of Probability and related terms
Categories of Probability
Properties of probability
Basic Probability Rules
Conditional probability
Probability distribution
The Binomial distribution
The Normal distribution
Standard normal distribution
2
Learning Objectives
At the end of this chapter, the student will be able to:
1. Understand the concepts and characteristics of
probabilities and probability distributions
2. Compute probabilities of events and conditional
probabilities
3. Differentiate between the binomial and normal
distributions
4. Understand the concepts and uses of the standard
normal distribution
Probability
• Chance of observing a particular outcome
• Likelihood of an event
• Objective probability
1) Classical probability and
2) Relative frequency probability.
Classical Probability
• If there are n equally likely possibilities, of which
one must occur and m are regarded as favorable, or
as a “success,” then the probability of a “success” is
m/n.
• Rolling a die -There are 6 possible outcomes:
– Total ways = {1, 2, 3, 4, 5, 6}.
• Each is equally likely
– P(i) = 1/6, i=1,2,...,6.
P(1) = 1/6
P(2) = 1/6
…….
P(6) = 1/6
SUM = 1
• Definition: If an event can occur in N mutually
exclusive and equally likely ways, and if m of
these posses a characteristic, E, the probability
of the occurrence of E = m/N.
• 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.
Example:
– The outcomes on the first and second coin tosses
are independent
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
P(Ā) = 1 − P(A)
P(not low bwt) = 1 − P(low bwt)
= 1− 0.076
= 0.924
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:
P(A or B) = P(A) + P(B) - P(A and B)
P(event A or event B occurs or they both occur)
Mutually exclusive events and the additive law
- Pr ( C ) = Pr(2) = 1/6
ii) Are A and B; A and C; B and C mutually
exclusive?
More generally,
P(A ∩ B) = P(A). P(B|A) = P(B). P(A|B)
45
Conditional probabilities and the multiplicative
law
• Sometimes the chance a particular event
happens depends on the outcome of some
other event.
• This applies obviously with many events that
are spread out in time.
• Eg. The chance a patient with some disease
survives the next year depends on his having
survived to the present time. Such probabilities
are called conditional.
Conditional Probability
• The notation is Pr(B/A), which is read as
“the probability event B occurs given that
event A has already occurred .”
= 18/21 = 0.86
• P(Retinopathy/exposure to reduced light) =
= 21/39 = 0.54
Female 4 1
Male 4 1
Solution
• P(Optic-nerve degeneration/Female) =
Culture Result
GD Test No Gonorrhea Total
Result Gonorrhea
Value on Face 1 2 3 4 5 6
Probability 1/6 1/6 1/6 1/6 1/6 1/6 67
Probability Distributions of a discrete variable
68
The following data shows the number of families
with number of children
69
1.What is the probability that a family picked at random will be
one who has 3 children?
P(X=3) = 4/50 = 0.08
2.What is the probability that a family picked at random will be
one who has 3 or more children?
P (X≥3) = P(X=3) + P(X=4) + P(X=5)
= 4/50 + 9/50 + 6/50
= 0.38
3.What is the probability that a family selected at random will be
one who has 4 or fewer children?
P (X≤4) = P(X=1) + P(X=2) + P(X=3) +P(X=4)
=11/50+20/50+4/50+9/50= 0.88
70
1. Binomial Distribution
It is one of the most widely encountered probability
distributions.
Consider dichotomous (binary) random variable
• success or failure
• dead or alive
• sick or well
71
A binomial probability distribution occurs when
72
Binomial distribution, generally
If you have only two possible outcomes in n independent
trials, then the probability of exactly X “successes”=
n = number of trials
n X n X
p (1 p )
X 1-p = probability of
failure
X = # of
p = probability of
successes out
success
of n trials
73
Or
Where;
74
75
Represents the number of ways of selecting x objects out of n
where the order of selection does not matter.
76
Example 1:
1.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?
77
Solution
P=0.40
x=4
n=10
P(X=4) =10C4(0.4)4(1-0.4)10-4
= 10C4(0.4)4(0.6)6 = 210(.0256)(.04666)
= 0.25
The probability of obtaining exactly 4 smokers in the
sample is about 0.25.
78
Example 2:
2.Suppose that in a certain population 52% of all
recorded births are males. If we randomly select
five birth records from this population, What is the
probability that exactly 3 of the records will be
male?
Solution
P=0.52, x=3 , n=5
79
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
np
V npq
Example : From the sample of 1000 US population, there are
290 smokers, find the mean and standard deviation of the
of smokers;
proportion
Mean=nxp=1000x0.29=290
_____________________
S.d = √1000(0.29X0.71) = 14.4 80
Probability distribution of continuous
variables
A continuous random variable X can take on any value in a
specified interval or range
Under different circumstances, the outcome of a random
variable may not be limited to categories or counts.
E.g. Suppose, X represents the continuous variable ‘Height’
X = 170.1, 170.2, 170.3 etc.
Because a continuous random variable X can take on an
unaccountably infinite number of values, the probability
associated with any particular one value is almost equal to
zero.
Instead of assigning probabilities to specific outcomes of the
random variable X, probabilities are assigned to ranges of
values 81
The Normal Distribution
84
Properties of a Normal Distribution
• The graph of a normal distribution is called the
normal curve.
• A normal distribution has the following properties.
1. The mean, median, and mode are equal.
2. The normal curve is bell shaped and is symmetric
about the mean.
3. The total area under the normal curve is equal to
one.
4. The normal curve approaches, but never
touches, the x-axis as it extends farther and farther
away from the mean.
5. Between - and + (in the center of the
curve) the graph curves downward.
The graph curves upward to the left of - and to
the right of + The points at which the curve
changes from curving upward to curving
downward are called inflection points.
6. Perpendiculars of:
± 1SD contain about 68%;
±2 SD contain about 95%;
±3 SD contain about 99.7%
of the area under the curve
87
Fig: Areas under the normal curve that lie between 1,2
and 3 standard deviations
yayehiradon
A each side of the mean88
89
The standard normal distribution
xx
zz
91
The Standard Normal (z)
Distribution
93
1.Calculate Z score for blood pressure of 140 if the sample
mean is 110 and the standard deviation is 10
Z=X–μ
σ
Z = 140 – 110 / 10 = 3
94
NB
95
Using normal table
The four digit probability in a particular row and column of Table gives the
area under the z curve to the left that particular value of z.
96
e.g.1 calculate P(-1.20 z 1.36)
P(z 1.36)
P(z 1.36) == .9131
.9131
P(z
P(z >1.36)
>1.36)
== 11 -- .9131
.9131 == .0869
.0869
P(-1.20 zz 1.36)
P(-1.20 1.36)
== .9131
.9131 -- .1151
.1151
== .7980
.7980
97
2.What is the probability that z < -1.96?
1.Sketch a normal curve
2.Draw a perpendicular line for z = -1.96
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
98
3. What is the probability that -1.96 < z < 1.96?
99
4. What is the probability that z > 1.96?
100
5.The weights of packages of ground beef are normally
distributed with mean 1 pound and standard deviation 0 .10.
What is the probability that a randomly selected package weighs
between 0.80 and 0.85 pounds?
P (.80 x .85)
P (2 z 1.5)
.0668 .0228 .0440
101
6.What is the weight of a package such that
only 1% of all packages exceed this weight?
PP((xx ?)?)..0101
??11
PP((zz ))..01
01
..11
??11
From
FromTableTable,, 22..33
33
..11
??22..33
33(.(.11))1111..233
233
102
7.The diastolic blood pressures of males 35–44 years of age
are normally distributed with µ = 80 mm Hg and σ2 = 144 mm
Hg2, σ = 12 mm Hg
103
a. What is the probability that a randomly selected male has a
BP above 95 mm Hg?
104
b. What is the probability that a randomly selected male has a
DBP above 110 mm Hg?
Z = 110 – 80 = 2.50
12
105
c. What is the probability that a randomly selected male has a
DBP below 60 mm Hg?
Z = 60 – 80 = -1.67
12
106
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
107
Table 1: Normal distribution
Area between 0 and z
0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890 108
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
Table 2: Student’s t-distribution
t table with right tail probabilities
109
Table 3: Chi-square table
Right tail areas for the Chi-square Distribution
d/\
.995 .990 .975 .950 .900 .750 .500 .250 .100 .050 .025 .010 .005
area
1 0.0000 0.0001 0.0009 0.0039 0.0157 0.1015 0.4549 1.3233 2.7055 3.8414 5.0238 6.6349 7.8794
2 0.0100 0.0201 0.0506 0.1025 0.2107 0.5753 1.3862 2.7725 4.6051 5.9914 7.3777 9.2103 10.596
3 0.0717 0.1148 0.2158 0.3518 0.5843 1.2125 2.3659 4.1083 6.2513 7.8147 9.3484 11.344 12.838
4 0.2069 0.2971 0.4844 0.7107 1.0636 1.9225 3.3566 5.3852 7.7794 9.4877 11.143 13.276 14.860
5 0.4117 0.5543 0.8312 1.1454 1.6103 2.6746 4.3514 6.6256 9.2363 11.070 12.832 15.086 16.749
6 0.6757 0.8720 1.2373 1.6353 2.2041 3.4546 5.3481 7.8408 10.644 12.591 14.449 16.811 18.547
7 0.9892 1.2390 1.6898 2.1673 2.8331 4.2548 6.3458 9.0375 12.017 14.067 16.012 18.475 20.277
8 1.3444 1.6465 2.1797 2.7326 3.4895 5.0706 7.3441 10.218 13.361 15.507 17.534 20.090 21.954
110
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