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Mas S Mohktar

Email: mas_dayana@um.edu.my
Phone (office): 0379677681
 Consider what happens when you roll a die?
 Here are the possible outcomes of the single die roll
 What if you rolled two dice? In that case you would get,
 The outcome of each die roll is called an event
 Events are also coin flips, results of experiments, the weather
and so on
 The set of all possible events is called the sample space
 An event that cannot happen is called a null event
 Two events that cannot both happen are called mutually
exclusive events
 For example event A=“Male” and B=“Pregnant” are two
mutually exclusive events (as no males can be pregnant)
Intersection
Union
Complement
 Measure of the likelihood of the occurrence of an event
 If an experiment is repeated n times under identical conditions,
and event A occurs nA times, then the probability that “event A
occurs”, denoted by P(A) is:
 The probability assigned to each experimental outcome must
be between 0 and 1(inclusive)
 That is if Oi represents the ith possible outcome, we must have
0<P(Oi)<1; for all i
 The sum of the probabilities for all experimental outcomes
must equal to 1
 That is for n mutually exclusive exhaustive outcomes O1,
O2,…On, we must have;

P(O1) + P(O2) + P(O3)+….+ P(On)=1


 Probability of the union of two events
P(A∪ B)= P(A)+P(B) – P(A∩B)

 when A and B are mutually exclusive events (since A∩B = 0) the


above reduces to
P(A∪ B)= P(A)+P(B)
 Mutually exclusive events A and B are events that can’t happen
simultaneously
 Probability of the complement of an event
 If Ac is the complementary event of A, then
 The probability of an event B occurring conditional (or given)
that event A occurs (or has occurred) is defined as:
 Consider the following events:
 A= “A person in Selangor is alive at age 60”
 B= “A person in Selangor will live to the age of 65”

 Compute the probability of the event


B | A=“A 60 year-old person in Selangor will live to the age of
65.”
“Given that out of 100,000 individuals born, in 1988, 85,331 have
reached 60 years of age while 79,123 have reached 65 years of
age”

P(A) = P(“Lives to 60”) ≈ ?


P(B) = P(“Lives to 65”) ≈ ?
P(A∩B)=P(“Lives to 60”and “Lives to 65”)= ?
 Two events A and B are said to be independent if knowing
whether or not A has occurred tells us nothing about whether
or not B has or will occur and vice versa

 and
Note that under independence of A and B;
 P(A∩B)= P(A)P(B)
 P(A∪B)= P(A)+P(B) – P(A)P(B)
 We have seen that when two events A and B are dependent,
then P(A|B)≠ P(A)
 That is, the information that B has occurred affects the probability
that A will occur
 Bayes’ Theorem provides a way to use new (information event B
has occurred) to go from our probability before the new
information was available;
 P(A), which is called the prior probability, to a probability that takes
the new information into account P(A|B), which is called the
posterior probability
 Bayes’ Theorem allows us to take the information about P(A) and
P(B|A) and compute P(A|B)
 If A1, A2, · · · , and An are n mutually exclusive and exhaustive
events such that
P(A1∪ A2 ∪ · · · ∪ An) =
P(A1) + P(A2) + · · · + P(An) = 1
 Bayes’ theorem states that

for each i, 1≤ i ≤ n
For example, the 163157 persons in the National Health
Interview Survey of 1980-1981 (S) were subdivided into three
mutually exclusive categories:
 the current employed (E1),
 the currently unemployed (E2),
 and those not in the labor force (E3):
 Calculate P(E1), P(E2), P(E3)
 Let H be the event that an individual has a hearing impairment
due to injury
 Calculate P(H), P(H|E1), P(H|E2), P(H|E3)
 Then using the Bayes Theorem, calculate P(E1|H), P(E2|H),
P(E3|H)
 Bayes’ theorem is often employed in issues of diagnostic testing
or screening
 Sensitivity and Specificity

24

 PPV
Sensitivity (SE)

 NPV
1-Specificity (1-
SP)

25
 Let say we have:
 D+ = “Drug user”
 D- = “Not a drug user”
 T+ =“Positive drug test”
 T− = “Negative test”
 P(“Drug user”) = P(D+)
 Using the Bayes Theorem calculate P(D+|T+) and P(D-|T-)

D+ D- Total
T+ 20 180 200
T- 10 1820 1830
Total 30 2000 2030
 Assignment

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