PROBABILITY AND PROBABILITY DISTRIBUTIONS

Probability is the chance of an outcome of an experiment.

It is the measure of how likely an outcome is to occur.

Many people are familiar with probability from observing or playing

games of chance, such as card games, lotteries.

Definitions of some probability terms

Experiment: Any process of observation or measurement or any

process which generates well defined outcome.

Example: flipping a coin, rolling a die, drawing a card from a

deck,…etc.

Abriham S. 2
Sample Space: is the set of all possible outcomes of a statistical
experiment and is represented by the symbol S.
Example: Consider the experiment of tossing a die.

S={1,2,3,4,5,6}.

Sample point: is any element of the Sample space.

Example: A coin is tossed, there are two possible outcomes:

head or tail.
Event is a subset of a sample space.
From tossing a die getting a odd number. E={1,3,5}.

Equally Likely Events: Events which have the same chance of occurring.
Abriham S. 3
Complement of an Event: the complement of an event A means non-
occurrence of A and is denoted by A‘ contains those points of the sample
space which don’t belong to A.

Elementary Event: an event having only a single /sample point.

Mutually Exclusive Events:

Two events which cannot happen at the sane time.

Independent Events: Two events are independent if the occurrence of one

does not affect the probability of the other occurring.

Dependent Events: Two events are dependent if the first event affects the
outcome or occurrence of the second event in a way the probability is
changed. Abriham S. 4
 Types of Probability
Subjective probability: probability of an event in a certain experiment
to be occurred based on individual’s belief or attitude.
Is an individual opinion or belief about the probability of occurrence.
Objective probability: the probability of an event in a certain
experiment based on experimental evidence.
Types of Objective Probability

Classical Probability: If a random experiment with N equally likely

outcomes is conducted and out of these NA outcomes are favorable to the
event A, then the probability that event A occur denoted P(A) is defined as:

NA No.of favorable to A n(A)

P A = = =
N Total number of outcomes n(S)
Abriham S.
5
Example: If we toss a die, what is the probability of 4 coming up?
P 4 coming up = 1/6
Relative Frequency Probability

If a process is repeated a large number of times n, and if an event with the

m
characteristic E occurs m times, the relative frequency of E, P E =
n

Example 1: If you toss a coin 100 times and head comes up 40 times
P H = 40/100 = 0.4

Example 2: In 1998, there were 2,500,000 registered live births; of

these, 200,000 were LBW infants.
P LBW = 200000/2500,000 = 0.08

Abriham S. 6
Counting Rules

Abriham S. 7
 1. Addition Rule

If a task can be accomplished by k distinct procedures where the

𝑖𝑡ℎ procedure has 𝑛𝑖 alternatives, then the total number of ways of
accomplishing the task equals 𝑛1 +𝑛2 + ⋯ + 𝑛𝑘

Example: Suppose one wants to purchase a certain commodity and that

this commodity is on sale in 5 government owned shops, 6 public shops
and 10 private shops. How many alternatives are there for the person to
purchase this commodity?

Solution: Total number of ways =5+6+10=21 ways

Abriham S. 8
 2. Multiplication principle
If a choice consists of k steps of which the first can be made in 𝑛1 ways,
for each of these the second can be made in 𝑛2 ways,…, and for each of
these the 𝑘 𝑡ℎ can be made in 𝑛𝑘 ways, then the whole choice can be
made in 𝑛1 ∗ 𝑛2 ∗ ⋯ ∗ 𝑛𝑘 ways.
Example: Four coins are tossed. How many ways can the four coins fall?
𝑛1 =2, 𝑛2 =2, 𝑛3 =2, 𝑛4 =2, 𝑛1 ∗ 𝑛2 ∗ 𝑛3 ∗ 𝑛4 =2*2*2*2=16
Factorials: Given the positive integer n, the product of all the whole
numbers from n down through 1 is called n factorial and is written n!.

n! = n x(n-1)x(n-2)x…x2x1

= n x(n-1)!

By definition; 0!=1
Abriham S. 9
 3. Permutation
An ordered arrangement of objects.

The arrangement of n objects in a specified order using r objects at a time

is called the permutation of n objects taken r objects at a time.

It is written as 𝑛𝑃 𝑟 and the formula is

𝒏!
𝒏𝑷 𝒓 =
𝒏−𝒓 !

Abriham S. 10
Example: 1. Suppose we have a letters A,B, C and D
a) How many permutations are there taking all the four?
b) How many permutations are there two letters at a time?
Solutions:
a) n=4, there are four distinct objects
There are 4! = 24 permutations
b) n=4, r=2
4!
There are 4𝑃 2 = =12 permutations
4−2 !

Abriham S. 11
4. Combination
A selection of objects with out regard to order is called combination.
Example: Given the letters A, B, C, and D list the permutation and
combination for selecting two letters.
Solutions:
Permutation Combination
AB BA CA DA AB BC
AC BC CB DB AC BD
AD BD CD DC AD CD
Note that in permutation AB is different from BA. But in combination AB is
the same as BA.
The number of ways of choosing r out of n different objects, disregarding
order, is given by:
𝒏 𝒏!
𝒓
=
𝒓! 𝒏−𝒓 !
Abriham S. 12
Properties of Probability

Abriham S. 13
1. A probability value must lie between 0 and 1 i.e. 0 ≤ P(E) ≤ 1.
A value of 0 means the event can not occur
A value of 1 means the event definitely will occur
2. The sum of the probabilities of all mutually exclusive outcome is
equal to 1 i.e. P(𝐸1)+ P(𝐸2 ) +… + P(𝐸𝑛 ) = 1.
3. For any two events A and B
P(A or B) = P(A) + P(B) ‐ P(A and B)
4. For two mutually exclusive events A and B, P(A or B ) = P(A) + P(B).
5. The conditional probability of an event A given that B has already
occurred, denoted by P(A/B) is
P(A|B)= P(A∩B )/(𝑃(𝐵)), provided P(B)>0
6. For any two independent events A and B
P(A and B) = P(A) P(B), P(A|B)= P(A) and P(B|A)= P(B)
7. If A’ is the complementary event of the event A, then
P(A’) = 1 ‐ P(A) Abriham S. 14
Note: If a random experiment with N equally likely outcomes is
conducted and out of these NA outcomes are favorable to the event A,
then the probability that event A occur denoted P(A) is defined as:
𝑁𝐴 𝑁𝑜. 𝑜𝑓 favorable to A 𝑛(𝐴)
P 𝐴 = = =
𝑁 𝑇𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝑛(𝑆)

1. A sack contains 6 red marbles & 9 blue marbles. Two marbles are
chosen at random from the sack. What is the probability that both
marbles are red?

15 15! 6 6!
𝑛(𝑆) = 2
= = 105, n(A) = 2
= = 15
2! 15−2 ! 2! 6−2 !

𝑛 𝐴 15
𝑃 𝐴 = = =0.143
𝑛 𝑆 105
Abriham S. 15
2. Suppose a die is tossed once. What is the probability that

A. An even numbers or a numbers less than 5 appears?

B. Neither odd numbers nor even numbers?

C. An odd numbers or a numbers greater than 3 appear?

D. Not obtaining a prime number?

E. Number 8?

Abriham S. 16
 Example: Relationship between Gender and Age

Marginal probabilities can be calculated:

P Male = 50/200 = 0.25, P Young = 70/200 = 0.35
Joint probability can be calculated:
P Female and Older = P Female ∩ Older = 110/200 = 0.55
150 130 110
P Female or Older = P F) + P(O − P F n O = + − = 0.85
200 200 200
Conditional Probabilities
P Older given Female = P Female ∩ Older /P(F) = 110/150 = 0.73
P Older given Male = P Male ∩ Older /P(M) = 20/50 = 0.4
17
PROBABILITY DISTRIBUTION

18
Random variable(RV) is a numerical description of the outcomes of
the experiment or a numerical valued function defined on sample space,
usually denoted by capital letters.
A random variable takes a possible outcome and assigns a number to it.
Example: Flip a coin three times, let X be the no. of heads in three tosses.

S= HHH, HHT, HTH, HTT, THH, THT, TTH, TTT

X(HHH) =3
X(HHT)= X(HTH) = X(THH) =2
X(HTT)= X(THT) = X(TTH) = 1
X(TTT) = 0
X= 0,1,2,3
X assumes a specific number of values with some probabilities.
Abriham S. 19
 Types of Random Variables
Discrete random variables: are variables that can assume only a
a specific number of values. They have values that can be counted
o Probability distribution of the discrete RV X if, for each possible
outcome x,
❖𝑃(𝑥) ≥0
❖ σ𝑥 𝑃 𝑋 = 𝑥 = 1
❖P(𝑎 ≤ 𝑋 ≤ 𝑏) =σ𝑏𝑥=𝑎 𝑃 𝑥
o The cumulative distribution function F(x) of a discrete RV X with
probability distribution f (x) is
F x = P X ≤ x = σt≤x f(t), for −∞ < x< ∞
Abriham S. 20
 Mean and Variance of a discrete RV
E x = σni=1 xi P(X = xi )
n
2
Var x = ෍ xi −μ P(X = xi )
i=1

Example 1: Consider the experiment of tossing a coin three times. Let

X be the number of heads. Construct the probability distribution of X.
S= HHH, HHT, HTH, HTT, THH, THT, TTH, TTT

P X = 0 =P TTT = 1/8,

P X = 1 =P HTT + P THT + P TTH = 3/8

3
P X = 2 =P HHT + P HTH + P THH =
8

P X = 3 = P HHH = 1/8

Abriham S. 21
Find
a) Expected value
b) Variance
2. Two dice are rolled. Let X be RV denoting the sum of the numbers on
the two dice.
i) Give the probability distribution of X
ii) Compute the expected value of X and its variance
Solution (exercise)

Abriham S. 22
Continuous random variables: are variables that can assume all
values between any two given values.

o The function f(x) is a probability density function (pdf) for the

continuous random variable X, defined over the set of real no., if:

❖ f 𝑥 ≥ 0, 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥 ∈ 𝑅
∞
❖ ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 1

𝑏
❖ P(a<X <b)= ‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥

o The cumulative distribution function F(x) of a continuous random

variable X with density function f(x) is:
x
F(x) = P X ≤ x = ‫׬‬−∞ f t dt, for −∞ < x < ∞
Abriham S. 23
 Mean and Variance of a Continuous RV

Var X = E(X 2 ) − E(X) 2

∞
E(X 2 ) = ‫׬‬−∞ X 2 f x dx

𝑥2
, −1 < 𝑥 < 2
Example: f(x)=൞ 3

0 other wise
a) Verify that f(x) is a probability density function.

b) Expected Value

c) Variance

d) Find P(0<X≤1). Abriham S. 24

 Properties of Expectation and Variance

If X and Y are random variables and a and b are constants then:

1. E(a) = a
2. E (a X) = a E(X)
3. E(a X + b) = a E(X) + b
3. E (X + a) =E(X) + a

4. E(X + Y)= E(X) +E(Y)

5. E(XY) = E(X) E(Y), if X,Y are independent RVs

6. Var (a)=0

7. Var (a X) = 𝑎2 Var(X)
8. Var(X + Y) =Var(X) +Var(Y), if X and Y are independents
Abriham S. 25
 Common Discrete Probability Distributions
Binomial Distribution: is the outcomes of the binomial experiment and
the corresponding probabilities of these outcomes
❖ It is one of the most widely encountered discrete probability distributions.
❖ Consider dichotomous (binary) random variable.
❖ Is based on the Bernoulli trial
When a single trial of an experiment can result in only one of two mutually
exclusive outcomes(success or failure; dead or alive; sick or well, male or female)
Characteristics of a Binomial Distribution
❖ The experiment consists of n identical trials.
❖ Each trial has only one of the two possible mutually exclusive outcomes,
success or failure.
❖ The probability of each outcome does not change from trial to trial,
❖ The trials are independent, thus we must sample with replacement.
❖ n and P are the parameters of the binomial distribution.
Abriham S. 26
 𝑛
P(X=x)= 𝑥
𝑃 𝑥 (1 − 𝑃)𝑛−𝑥 , x=0,1,2,…n

❖ n denotes the number of fixed trials

❖ x denotes the number of successes in the n trials
❖ P denotes the probability of success
❖ q denotes the probability of failure (1-P)
𝑛 𝑛!
❖ 𝑥
=
𝑥! 𝑛−𝑥 !
Represents the number of ways of selecting x objects out of n
where n!=n(n-1)(n-2)…(1) , and 0!=1
❖ The mean is np and the variance is nP(1‐P)
❖ And this is sometimes written as X ~ Bin(n, P)
❖ When using the binomial formula to solve problems, we have to identify
three things:
❖ The number of trials (n)
❖ The probability of a success on any one trial (P) and
❖ The number of successes desired (X ).
Abriham S. 27
Example: Suppose that an examination consists of six true and false
questions, and assume that a student does not know the subject matter.
The probability that the student will guess the correct answer to the
first question is 30%. Likewise, the probability of guessing each of the
remaining questions correctly is also 30%. What is the probability of
getting
a) more than three correct answers?
b) at least two correct answers?
c) at most three correct answers?
d) less than five correct answers?
e) Exactly four correct answer?
Abriham S. 28
 The Poisson Distribution
✓ Is a discrete probability distribution used to model the number of
occurrences of an event that takes place frequently in time or space.
✓ Is appropriate for describing the number of occurrences of an event
during a period, provided that these events occur independently of
each other and at random.
✓ The Poisson distribution is used as a distribution of rare events, such as:
o Number of patients arriving at an emergency department in a day
o Number of new cases of HIV diagnosed at a clinic in a month
o We are observing a count or number of events

Abriham S. 29
A random variable X is said to have a Poisson distribution if its
probability distribution is given by:
x
 e −
P( X = x) = , x = 0,1,2,....
x!
𝑥 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑠𝑢𝑐𝑐𝑒𝑠𝑠𝑒𝑠 𝑝𝑒𝑟 𝑢𝑛𝑖𝑡
𝝺 = expected number of successes per unit
e = base of the natural logarithm system (2.71828...)
Poisson Distribution Characteristics

Abriham S. 30
Example: The daily number of new registrations of cancer is 2.2
on average. What is the probability of

a) Getting no new cases

b) Getting 4 cases
Solution:
2.20 e−2.2
a) P X = 0 = = 0.111
0!
2.24 e−2.2
b) P X = 4 = = 0.108
4!

Abriham S. 31
Note:

The Poisson probability distribution provides a close approximation

to the binomial probability distribution when n is large and p is
quite small

np ≤ 5 or n(1-p) ≤ 5 or quite large with, np = λ .

(np)x e−np
P X=x = , x=0,1,2,…
x!

Where λ = np, the average number

Abriham S. 32
Common Continuous Probability Distributions

Abriham S. 33
 Normal Distribution
A random variable X is said to have a normal distribution if its probability
density function is given by
−1
1 𝑥−𝜇 2
𝑓 𝑥 = 𝑒 2𝜎 2 , −∞ < 𝑥 < ∞, −∞ < 𝜇 < ∞, 𝜎 > 0
𝜎 2𝜋

Where 𝜇 = 𝐸 𝑋 , 𝜎 2 = Variance X , 𝜇 𝑎𝑛𝑑 𝜎 2 are the Parameters of the

Normal Distribution, π=3.14 and e=2.718
1. The mean µ tells you about location –Increase µ -Location shifts right
Decrease µ -Location shifts left
Shape is unchanged
2. The variance 𝜎 2 tells you about narrowness or flatness of the bell .
• Increase 𝜎 2 -Bell flattens.
• Decrease 𝜎 2 -Bell narrows.
• Location is unchanged Abriham S. 34
Effects of μ and σ

Abriham S. 35
Properties of Normal Distribution

Abriham S. 36
1. The curve is symmetric about the mean i.e.
P Z ≤ −z = P Z ≥ z
2. The curve is continuous; that is, there are no gaps or holes
∞
3. Total area under the curve sums to 1 i.e. ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 1
4. A normal distribution curve is bell-shaped.
5. The mean=median=mode and are located at
the center of the distribution
6. A normal distribution curve is unimodal (i.e., it has only one mode).
7. The curve never touches the x axis.
8. As the value of 𝜎 increases, the curve becomes more and more
flat and vice versa.
Abriham S. 37
Total area under the curve sums to 1.
∞
න 𝑓 𝑥 𝑑𝑥 = 1
−∞

Abriham S. 38
Standard Normal Distribution

Abriham S. 39
o Standard normal distribution is a normal distribution with mean 0
and variance 1.
o Normal distribution can be converted to a standard normal
distribution as follows.
o A If X has normal distribution with mean µ and standard deviation δ
, then the standard normal distribution Z is given by:
𝑥−𝜇
z=
𝜎
−1 2
1
f z = e2z
σ 2π

Abriham S. 40
o The standard normal distribution curve areas between Z = 0 and a
positive value of Z.
o A random variable X with mean μ and standard deviation σ

a−μ X−μ b−μ

P a<X<b =P < <
σ σ σ

a−μ b−μ
=P <Z<
σ σ

P a < X < b =P a ≤ X < b =P a < X ≤ b =P a ≤ X ≤ b

P Z<z +P Z>z =1

P Z < 0 = P Z > 0 = 0.5

Abriham S. 41
Find the area under the standard normal distribution which lies
a) Between Z=0 and Z=0.96
Solution:
Area = P 0 < Z < 0.96 = 0.3315
b) Between Z=-1.45 and Z=0
Solution:
Area = P −1.45 < Z < 0
= P 0 < Z < 1.45 = 0.4265
c) To the right of Z=-0.35
Solution:
Area = P Z > −0.35
= P −0.35 < Z < 0 + P(Z > 0)
= P 0 < Z < 0.35 + P(Z > 0)
= 0.1368+0.5 = 0.6368

Abriham S. 42
d) Between Z= −0.67 and Z=0.75
Solution:
Area = P −0.67 < Z < 0.75
= P −0.67 < Z < 0 + P(0 < Z < 0.75)
= P 0 < Z < 0.67 + P(0 < Z < 0.75)
= 0.2486 + 0.2734 = 0.5220
e) Between Z= 0.25 and Z = 1.25

Solution (Exercise)

Abriham S. 43
Example: A random variable X has a normal distribution with a mean of 80 and a
standard deviation 4.8. What is the probability that it will take a value
a) Less than 87.2 b) Greater than 76.4 c) Between 81.2 and 86.0
X − μ 87.2 − 80
a) P X < 87.2 = P < = P Z < 1.5
σ 4.8

= P(Z < 0) + P 0 < Z < 1.5

= 0.5 + 0.4332 = 0.9332

X − μ 76.4 − 80
b) P X > 76.4 = P > = P Z > −0.75
σ 4.8
= P(Z > 0) + P 0 < Z < 0.75
= 0.5 + 0.2734 = 0.7734
81.2−80 X−μ 86−80
c) P 81.2 < X < 86 = P < < = P O. 25 < Z < 1.25
4.8 σ 4.8
= P 0 < Z < 1.25 − P 0 < Z < 0.25

= 0.3934 − 0.0987 = 0.2957 Abriham S. 44

 Exercise

1. The diastolic blood pressures of males 35–44 years of age are

normally distributed with µ = 80 mm Hg and 𝜎 2 = 144 mm 𝐻𝑔2

What is the probability that a randomly selected male has a DBP?

A. Above 95 mm Hg

B. Between 110 and 130 mmHg?

C. Below 60 mm Hg?

2. A random variable has a normal distribution with 5 = σ. Find its

mean if the probability that the random variable will assume a

value less than 52.5 is 0.6915. Abriham S. 45

Abriham S. 46
Abriham S.
47