Probability and Probability

Distributions

BY: Haymanot N.
 Learning out comes
• At the end of this chapter the
student is able to:
– Explain the concepts and characteristics
of probabilities
– Compute probabilities of events and
conditional probabilities
– Discuss different rules in probability
– Explain characteristics of probability
distribution
– Differentiate between the different
distributions
– Understand the concepts and uses of the
 Introduction
 Probability is a measure of how likely it is for an event
to happen.
 Probability is the language of chance.

 Probability theory was developed out of attempting to

solve problems related to games of chance such as
tossing a coin, rolling a die etc.
 probability theory is used to understand:
 About probability distributions
 Sampling and sampling distributions
 Estimation
 Hypothesis testing
 Advanced statistical analysis
 Definition of terms
Experiment = any process with an uncertain outcome.

Outcomes : results of each trial.

Sample Space(S): The set of all possible outcomes of an
experiment
Example : {H,T}
Probability of the sample space= P(S)=1

Event =Event is any subset of the sample space

e.g. {H }or {T} or {HT}

• Events are represented by uppercase letters such as A, B, C, etc

 Definition
The definitions for probability

1.Classical probability
Objective probability
2.Relative frequency

3.Subjective probability
Definition:

1. Classical Probability: 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 .

 m = success & N= possible outcomes
Example:
Roll a fair die

If we toss a die, what is the probability of 4 coming up?

m=1(which is 4) and N=6

The probability of 4 coming up is1/6.

 Definition cont….
2. Relative frequency probability:
• If a process is repeated a large number of times (n),
and if an event with the characteristic E occurs m times,
the relative frequency of E is approximately the
probability of E.
Probability of E = P(E) = m/n

• The probability of an event is the proportion

of times it occurs when exactly the same
experiment is repeated a very large number
of times in independent trials.
 Example

number of times that the event occurs

Relative Frequency =
number of tr ials

No freq Relative freq

1 25 25/250 = 0.1
2 34 34/250 = 0.136
3 32 32/250 = 0.128
4 30 30/250 = 0.12
5 34 34/250 = 0.136
6 95 95/250 = 0.38
250 trials
 Definition cont….
Example
•If you toss a coin 100 times and head comes up 40
times,
P(H) = 40/100 = 0.4.
•If we toss a coin 10,000 times and the head comes up
5562,
 P(H) = 0.5562.
•Therefore, the longer the series and the longer
sample size, the closer the estimate to the true
value(0.5).
3. Subjective probability:
 A subjective probability is an individual’s degree of belief in the
occurrence of an event..

P(X)=the degree of belief that X is true

Example:
 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%.
Mutually exclusive events and the additive law:
• Two events A and B are mutually exclusive if they
have no elements in common.
• If A and B are outcomes of an experiment they
cannot both happen at the same time.

Eg. One die is rolled. Sample space = S =

{1,2,3,4,5,6}
• Let A = the event an odd number turns up, A =
{1,3,5}
• Let B = the event 1,2 or 3 turns up; B = {1,2,3 }

• Let C = the event 2 turns up, C= {2}

A = {1,3,5} B = {1,2,3 } C= {2}

i.Are A and B; A and C; B and C mutually exclusive?

Answers:
A and B are not mutually exclusive. Because they have the
elements 1 and 3 in common
similarly, B and C are not mutually exclusive. They have the
element 2 in common.
 A and C are mutually exclusive. They don’t have any element
in common
Thus, if A and B are mutually exclusive events,
Pr(A or B) = Pr (A) + Pr(B).
When two events A and B are not mutually exclusive,
Pr(A or B) = Pr (A) + Pr(B) – Pr(A and B).
From the previous example One die is rolled. Sample space = S =
{1,2,3,4,5,6}
•Let A = the event an odd number turns up, A = {1,3,5}
•Let B = the event 1,2 or 3 turns up; B = {1,2,3 }
•Let C = the event 2 turns up, C= {2}
Find Pr (A), Pr (B) and Pr (C)
what is the
 Pr (A or C)?

 Pr (A or B)?
 Answers
Pr(A) = Pr(1) + Pr(3) + Pr(5) = 1/6+1/6+ 1/6 = 3/6 = 1/2

Pr(B) = Pr(1) + pr(2) + Pr(3) = 1/6+1/6+1/6 = 3/6 = ½

Pr ( C ) = Pr(2) = 1/6
 Pr (A or C)?

 Pr (A or B)?

•Pr(A or C) = Pr (A) +
Pr(C)=1/2+1/6=2/3
•Pr(A or B) = Pr (A) + Pr(B) – Pr(A and
B).
=1/2+1/2-2/6 =2/3
 Example
• The weight of new born infants was found
from a large hospital is classified as follows
Weight of new Probability
born
1500- 2500g 0.201
2501-3500g 0.233
3501- 4500g 0.321
4501- 5500g 0.245
What is the probability that a randomly selected
newborn from this hospital has a weight less than or
equal to 3500g? Weight of new Probabilit
born y
P(< 3500g)=
1500- 2500g 0.201
P(1500-2500g)+P(2501-3500g)
2501-3500g 0.233
=0.201 +0.233 = 0.434
3501- 4500g 0.321

4501- 5500g 0.245

Conditional probabilities and the multiplicative law:

• Conditional probability refers to the chance of a particular event

depends on the outcome of some other event.

• The notation is Pr(B/A), which is read as “the probability event B

occurs given that event A has already occurred .”

• Let A and B be two events of a sample space S.

• The conditional probability of an event A given B denoted by

Pr ( A/B )= P(A n B) / P(B) , P(B) ≠ 0.

• Similarly, P(B/A) = P(A n B) / P(A) , P(A) ≠ 0.

• This can be taken as an alternative form of the multiplicative law.

Example
The following table shows the frequency of cocaine use by gender
among adult cocaine users

Life time frequency Male (M) Female(F) total

of cocaine use
1-9 times(A) 32 7 39
20-99 times(B) 18 20 38
100+ (C) 25 9 34
total 75 36 111

Suppose you pick person at random what is the probability of this

person is male?

P(M)=number of male /total number of subjects

=75/111 =0.676
 Example(cont…

What is the probability that a person picked at random

will be male and used cocaine 100 or more times in his
life time?
P(C n M)=?
P(C n M)=25/111 =0.2252
 Example(cont…

Suppose you pick person at random and find that he is

male. what is the probability that this male will be a
person who used cocaine 100 or more times during his
life time?
P(C/M) =? P(C/M)=P(C n M)/P(M)
=25/111 = 0.333
75/111
Example(cont…

Suppose you pick person at random and find that

she is female. what is the probability that this
female will be a person who used cocaine 20-
99 times during her life time?
 Example(cont…

What is the probability that the person randomly selected will be

male or will have used cocaine 100 or more times during his life
time or both ?
P(M U C) =?
P(M U C) = P(M) +P( C ) –P(M n C)
=75/111+ 34/111-25/111
=84/111 = 0.757
 Example 2
• High grade fever and typhoid
High grade Typhoid total
fever yes no

yes 80 40 120
No 10 30 40
total 90 70 160
• What is probability that in this group a child with
Typhoid will have high grade fever also is:
• PROB(High grade Fever | Typhoid) = 80/90 = 0.88
• the proportion of children with typhoid who have high
grade fever also.
 Example 2(cont…
High grade Typhoid total
fever yes no

yes 80 40 120
No 10 30 40
total 90 70 160
• What is the probability that a child with high grade
fever will have Typhoid.
• PROB(typhoid| High grade fever) = 80/120 = 0.66
• the proportion of children with High grade fever who
have Typhoid also.
 Example 3
Suppose in country X the chance that an infant lives to age 25
is .95, whereas the chance that he lives to age 65 is .65
 For the later it is understood that to survive to age 65 means to
survive both from birth to age 25 and from age 25 to 65.
 What is the chance that a person 25 years of age survives to age
65?

P(A)=probability to survive to age 25

 Then, Pr(B/A) = Pr(A n B ) / Pr(A) = .65/.95 = .684 .

 That is, a person aged 25 has a 68.4 percent chance of living to

age 65.
 Probability in Testing
• Sensitivity: probability of a positive test result given
that the individual tested has the disease
• Specificity :probability that test result is negative
given that the individual tested does not have the
disease
• Predictive value positive test: Among those persons
who test positive for disease, what is the relative
frequency of disease?
• Predictive value negative test– Among those
persons who test negative for disease, what is the
relative frequency of absence of disease?
– All are conditional probabilities
 BAYES' THEOREM
• Follows from the multiplicative rule
• Often employed in diagnostic testing or
screening
Pr[A/B] = Pr[A n B] = Pr[B/A] Pr[A] provided Pr[B]
not = 0

Pr[B] Pr[B]
Pr[B/A] = Pr[A n B] = Pr[A/B] Pr[B] provided Pr[A] not =
0

Pr[A] Pr[A]
05:18
 DISEASE STATUS (Gold
Test standard)
result PRESENT( ABSENT (
D) D)

+(T) TP (a) FP (b) TP+FP

_ ( T) FN (c) TN (d) FN+TN
Total TP +FN FP+TN TP+FP+FN
+TN

The sensitivity of the test

oThis is the probability of a positive result given
that the subject has the disease.
o It is denoted by P(T|D)

05:18
 DISEASE STATUS (Gold
Test standard)
result PRESENT( ABSENT (
D) D)

+(T) TP (a) FP (b) TP+FP

T
_ ( ) FN (c) TN (d) FN+TN
Total TP +FN FP+TN TP+FP+FN
+TN

The specificity of the test

oThis is the probability of negative result given
that the subject does not have the disease.
o It is denoted by P(T | D)
 .
The predictive value positive of the test
This is the probability that a subject has the
disease given that the subject has a positive
screening test result
It is calculated using Bayes Theorem through the
following formula
P (T | D) P ( D)
P( D | T ) 
P (T | D) P ( D)  P (T | D) P ( D)

Where P(D) is the rate of the disease which is

always given P( D) 1  P( D)
p (T | D) 1  P(T | D)

05:18
The predictive value negative of the test
This is the probability that a subject does not have the disease
given that the subject has a negative screening test result
It is calculated using Bayes Theorem through the following
formula
P(T | D) P( D)
P( D | T ) 
P(T | D) P( D)  P(T | D) P( D)

where,
p(T | D) 1  P(T | D)
 Example

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 or older. The results are as follows.

Test Result Yes (D) ) (D

No Total

positive(T) 436 5 441

) (Negativ
T 14 495 509

Total 450 500 950

In the context of this example
a)What is a false positive?
A false positive is when the test indicates a positive result (T) when
the person does not have the disease D

b) What is the false negative?

A false negative is when a test indicates a negative result (T ) when
the person has the disease (D).

c) Compute the sensitivity of the symptom.

436
P(T | D)  0.9689
450
d) Compute the specificity of the symptom.
495
P(T | D)  0.99
500
e) 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 screening is calculated as
P (T | D) P ( D)
P( D | T ) 
P (T | D) P ( D)  P (T | D) P ( D)
(0.9689)(0.113)
 0.925
(0.9689)(0.113)  (.01)(1 - 0.113)

The predictive value negative of the screening is calculated as

P (T | D) P ( D)
P( D | T ) 
P (T | D) P ( D)  P (T | D) P ( D)
(0.99)(0.887)
 0.996
(0.99)(0.887)  (0.0311)(0.113)

05:18
 Independent Events

• The occurrence or nonoccurrence of one event

does not in any way affect the occurrence or
nonoccurrence of the other event.

• Thus, if events A and B are independent,

Pr(B/A) = P(B) and Pr(A/B) = P(A).
E.g. n tosses of a coin and the chances that on each toss it lands heads.

These are independent events.

 The chance of heads on any one toss is independent of the number of
previous heads.
 No matter how many heads have already been observed, the chance of
heads on the next toss is ½.
 With independent events, the multiplicative law becomes :

Pr(A and B) = Pr(A) Pr(B)

 Hence, Pr(A) = Pr(A and B) / Pr(B) , where Pr(B) ≠ 0

 Pr(B) = Pr(A and B) / Pr(A) , where Pr(A) ≠ 0

 Example
In certain high school class ,consisting of 60
girls and 40 boys ,it is observed that 24 girls
and 16 boys wear eye glasses. If a student
is picked at random from this class the
probability that the student wears eyeglass
P(E) ,is 40/100 or 0.4.what is the probability
that a student picked at random wears eye
glasses, given that the student is a boy?
Ans
• P(E/B)=p(E n
B)/P(B)=16/100/40/100=0.4
• P(E)=P(E/B)
 Example cont…
• What is the probabillity that a
student picked at random is a
boy given that the student wears
eye glasses?
Ans
• P(B/E)=p(E n
B)/P(E)=16/100/40/100=0.4
• P(B)=P(B/E)
 Properties of probability

1. Probabilities are real numbers on the interval from 0 to 1.

2. If an event is certain to occur, its probability is 1, and if the event is certain not
to occur, its probability is 0.
3. The sum of the probabilities of all mutually exclusive outcomes is equal to
P(E1) + P(E2 ) + .... + P(En ) = 1

4. If two events are mutually exclusive ,then Pr(A or B) = Pr(A) + Pr(B).

5. If A and B are two events, not mutually exclusive , then

Pr( A or B)= Pr (A) +Pr (B) – Pr( A and B).

6. The sum of the probabilities that an event will occur and that it will not occur is
equal to 1; hence, P(A’) = 1 – P(A)

7. If A and B are two independent events, then Pr ( A and B) = Pr (A) Pr (B)

Probability distribution