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Probability and probability

distributions
Dr. Kassa Daka ( MSc, PhD)

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Contents
• Definition
• Elementary properties of probability /concepts
• Probability distribution
• Calculating a probability of an event
– Simple probability calculation (P(x)= n/m)
– Binomial formula probability calculation P(x)= nCx (p)x (1-p) n-x
– Normal distribution probability calculation
– Standard normal distribution or z table calculation

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Probability
• What is probability?

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Probability
Probability
• Probability is the chance that something will
happen - how likely it is that some event will
happen.
• Sometimes you can measure a probability
with a number: "10% chance of rain", or you
can use words such as impossible, unlikely,
possible, even chance, likely and certain.
• Example: "It is unlikely to rain tomorrow".
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Probability
Which of the following is probability?
1.100% of the students attended the class
2.There is chance of 50% for this class will score A
3.50% of the students in this class are females
4.There is 50% probability to select a female
student as a class coordinator
5.There is 0.1 chance to select the student more
than 30 years old in this class

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Basic probability concepts
• The concept of probability is common in
health and it occurs in every day
communication
• Example
– A patient has a 50-50 chance of surviving a certain
operation
– 9 of 10 patients break an appointment
– Side effect of a drug occurs in 8 of 10 patients

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Basic probability concepts
• Probability expression
– Percentage 20%, 30%, 50%, 90%,
– Fractions 0.2, 0.3, 0.5, 0.9
• Thus we measure the probability of
occurrence of the events between 0 and 1
• Therefore 0≤ Pr(x) ≤1
• The least probability or non occurrence is 0
• The most or 100% occurrence is probability 1
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Basic probability concepts
Definition
• If an event can occur in M mutually exclusive
and equally likely ways, and if m of these
possess a characteristic, E, the probability of
the occurrence of E is equals to m/M.
2 4 6 8
P(E)= m example 1 4 7 9 2 6
8 12 3 4 5
M
Pr(E)= m/M
Pr (6)=2/15=individual frequency/total
frequency
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Example
From above example what is a probability of
picking
2 4 6 8
1.Number 7 from a box? 1 4 7 9 2 6
8 12 3 4 5
2.Number 10 from a box?
3.Number 8 or 7 from a box?
4.Number 2 or 6 or 8 from a box?
5.Construct a frequency table
6.Construct a probability distribution table?
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Example
• A student collected malaria prevalence data from rural kebele
of Humbo district in Wolaita zone. His data collected from
4000 participants indicates that 1400 are females, 400
patients are malaria positive, from malaria positive 240 are PF
and 160 are PV.
1. What is the probability that a randomly picked participant to
be a female?
2. What is the probability that a randomly picked participant to
be a male?
3. What is a probability that randomly picked person will be
malaria positive?
4. If randomly selected person is malaria positive what is the
probability that a person will be a PV positive?
5. What is a probability that randomly picked person will be
female or male?
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Example
• A student collected malaria prevalence data from rural kebele of
Humbo district in Wolaita zone. His data collected from 4000
participants indicates that 1400 are females, 400 patients are
malaria positive, from malaria positive 240 are PF and 160 are PV.
1. What is the probability that a randomly picked participant to be a
female? Frequency (female
participants)/total=1400/4000=14/40=0.7/2=0.35
2. What is the probability that a randomly picked participant to be a
male? 2600/4000=26/40=1.3/2=0.65
3. What is a probability that randomly picked person will be malaria
positive? 400/4000=0.1
4. If randomly selected person is malaria positive what is the
probability that a person will be a PV positive? 160/400=0.4
5. What is a probability that randomly picked person will be female
or male? P(f) + p(m)= 0.35+0.65=1
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Take class as practical example
• Sex (male and female)
• Take age
• Married and unmarried
• Number of children
• Education background
– Construct frequency table
– Calculate probability
– Construct probability table
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basic Properties of probability

► Probabilities are real numbers on the interval from 0 to 1; i.e., 0


 Pr(A)  1

► If an event is certain to occur, its probability is 1, and if an event


is certain not to occur, its probability is 0.

► If two events are mutually exclusive (disjoint), the probability


that one or the other will occur equals the sum of the
probabilities; Pr(A or B) = Pr(A) + Pr(B)

► The sum of the probabilities that an event will occur and that it
will not occur is equal to 1; i.e., P(A) = 1 – P(A)

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


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Basic probability concepts
Example/exercise 1
• Take number 1, 2, 3, 4,5, 6, 7,8, 9,10 put it in
the box and pick one by one.

1, 2, 3, 4,5, 6, 7,8, 9,10


– Show that P(E )≥0i

– Show that ∑P(E ) =1 i

– find the Probability of picking 1 or 2, P (1 or 2)


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Basic probability concepts
Number Frequency Probability
1 1 Pr(1)=0.1
1 2 3 4 5
2 1 Pr(2)= 0.1
6 7 8
3 1 0.1 9 10
4 1 0.1
5 1 0.1
6 1 0.1
7 1 0.1
8 1 0.1 Probability is determined by
9 1 0.1 the frequency
10 1 0.1
total 10 1

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Basic probability concepts
Using above table
• P(1 or 2)= P(1) + P(2)= 0.1+0.1= 0.2

• P(1 or 2 or 3)= P(1) + P(2) + P(3)=


0.1+0.1+0.1=3
Addition rule
– P(A U B)= P(A) + P(B)
– P(1 U 2) = P(1) + P(2)
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Basic probability concepts
Example in this class ?? females and ?? males If
you pick and select randomly
Exercise 2
• what is the probability selecting a female from
this class to be a class coordinator?
• What is the probability of selecting a male
from this class to be a coordinator?
• Create a frequency table of this data?
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Basic probability concepts

First create a
frequency table

sex Frequency
Male
Female
total

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Basic probability concepts
Then calculate probability
divide frequency by total
participants

sex Frequency Probability


Male 10 10/15= 0.67
Female 5 5/15= 0.33
total 15 1

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Basic probability concepts
Exercise 3 calculate the probability of selecting
or picking the numbers from the following box
Number Frequency Probability
1 2
2 1
3 3
1 7 6 1
4 2
2 3 4343
5 1 5 6 67 7 7
6 4 6 7 10 8 9 9
9 9 9
7 5
8 1
9 5
10 1
total 25
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Basic probability concepts

Exercise 4
1.Show that the total probability is 1
2.Calculate probability of taking 2 or 3
3.Calculate the probability of selecting 5 or 6 or
7

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Basic probability concepts
Example
• The study results indicates that the researcher
used 111 participants from which 75 are men
and 36 are women. The researcher studied the
frequency of their life time cocaine use in each
participant. Suppose we pick a person at
random from the participants /sample/ what is
a probability that this person will be a male?
• (see the table below)
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Basic probability concepts
Life time frequency male (M) Female (F) total
of cocaine use
1-19 times (A) 32 7 39
20-99times (B) 18 20 38
100 + times (C) 25 9 34
Total 75 36 111

mfmffffff fff
fffffffffffffffffff m mmmmmmm
fffffff mmmmmm fffff mmm
mmmmm fffff . . . . . ……. 111
total

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Basic probability concepts
1. P(M) = Number of males/total number of
participants
=75/111= 0.676
2. P(F)= Number of females/ total number of
participants
= 38/111= 0.324
3. Find P(M) + P(F)=
4. Refer to the elementary probability number 1
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Basic probability concepts
Conditional probability
Suppose we pick a participant at random from
the 111 participants find that he is a male.
What is a probability that this male will be one
who has used cocaine 100 times or more
during his life time?

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Basic probability concepts
Life time frequency male (M) Female (F) total
of cocaine use
1-19 times (A) 32 7 39
20-99times (B) 18 20 38
100 + times (C) 25 9 34
Total 75 36 111

mfmffffff fff
fffffffffffffffffff m mmmmmmm Male
fffffff mmmmmm fffff mmm
mmmmm fffff 111 total

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Probability concepts
• P( cocaine use more than 100/total male)
P (C/M) = 25/75= 0.33
Suppose we pick a participant at random from
the 111 participants find that she is a female.
What is a probability that this female will be
one who has used cocaine 100 times or more
during her life time?
• P(C/F)= 9/36= 0.25

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Basic probability concepts
Life time frequency male (M) Female (F) total
of cocaine use
1-19 times (A) 32 7 39
20-99times (B) 18 20 38
100 + times (C) 25 9 34
Total 75 36 111

Exercise
1.What is the probability that a randomly selected person will be used cocaine 1-
19times in his or her life time?
2.What is the probability that a randomly picked one will be female and used cocaine 99
times?
3.What is a probability that the randomly selected person will be male or female?
4.What is a probability that a randomly picked person is used cocaine 100 times or
more
5.What is a probability that a randomly picked person is A or B or C?

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Probability distributions
Definition
• Probability is how frequently we expect
different outcomes to occur if we repeat the
experiment over and over (“frequentist” view)
• Probability distribution of a discrete random
variable is a table, graph, formula or other
device used to specify all possible values of a
discrete random variable along with their
respective probabilities
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Probability distribution
• A probability distribution provides the
possible values of the random variable
and their corresponding probabilities. A
probability distribution can be in the form
of a table, graph or mathematical formula.

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The table below shows the probability distribution
for the random variable X, where X represents
the number of DVDs a person rents from a video
store during a single visit.

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EXAMPLE Identifying Probability Distributions

Is the following a probability distribution? If


not why?

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Answer:
0.16 + 0.18 + 0.22 + 0.10 + 0.3 + 0.01 = 0.97 <1 ,
Not a probability distribution.

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EXAMPLE Identifying Probability Distributions

Is the following a probability distribution?

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Answer:
• 0.16 + 0.18 + 0.22 + 0.10 + 0.3 + 0.04 = 1
• It is a probability distribution

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Probability distributions
Example
• Let us take prevalence of prescription and non
prescription drugs taken during pregnancy in
the certain population
• See table in next slide

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Probability distributions
Example
• Let us take prevalence of prescription and non
prescription drugs taken during pregnancy in
the certain population
• See table in next slide

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Probability distribution
Number of drugs Frequency
taken
0 1425
1 1351
1. Find a probability that
2 793 randomly selected
3 348 woman who used 8
drugs during her
4 156
pregnancy?
5 58 2. What is the probability
6 28 that a randomly picked
woman who didn’t
7 15
used any drug during
8 6 her pregnancy
9 3 3. Find a probability that a
randomly selected
10 1
woman used 10 or 11
11 1 drugs during her
Total 4185 pregnancy?
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Table of probability distribution
Number of drugs taken Frequency

Probability
0 1425 0.3405
1 1351 0.32282
2 793 0.18949
3 348 0.08315
4 156 0.03728
5 58 0.01386
6 28 0.00669
7 15 0.00358
8 6 0.00143
9 3 0.00072
10 1 0.00024
11 1 0.00024
Total 4185 1

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Cumulative probability distribution
Number of drugs taken Frequency cummulative
Probability probability
0 1425 0.3405 0.3405
1 1351 0.32282 0.66332
2 793 0.18949 0.85281
3 348 0.08315 0.93596
4 156 0.03728 0.97324
5 58 0.01386 0.98709
6 28 0.00669 0.99379
7 15 0.00358 0.99737
8 6 0.00143 0.9988
9 3 0.00072 0.99952
10 1 0.00024 0.99976
11 1 0.00024 1
Total 4185 1 

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Cumulative probability distribution
Exercise
See table above and answer the following
1. What the probability that randomly selected woman will be one who used
no drugs?
2. What is the probability that randomly selected woman will be one who
used 9 drugs?
3. What is the probability that randomly selected woman will be one who
used 3 drugs?
4. What is the probability that randomly selected woman will be one who
used 7 drugs?
5. What will be the probability that a woman picked up will be one who used
3 or fewer drugs? (use cumulative probability to answer this question)

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Probability distribution

(1) Binomial distribution-Discrete variables


(2) Normal distribution -Continuous variables

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1. Binomial distribution
• The most widely used probability distribution
• The distribution is derived from a process known as a
Bernoulli (mathematician) trial
• Process includes only one of two mutually exclusive outcomes
such as dead or alive, sick or well, male or female
• Each trial results one of two possible mutually exclusive
outcomes (success and failure)
• The probability of success denoted by p and the probability of
failure denoted by 1-p or q

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Notation Used in the
Binomial Probability Distribution
• There are n independent trials of the experiment
• Let p denote the probability of success so that
1 – p is the probability of failure.

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Binomial distribution
P- probability
n- sample
X- expected probability C =factorial
P=proportion of occurrence q= proportion
of non occurrence
P(x)= nCx (p)x (1-p) n-x

= n!/
(p)x (1-p) n-x
x!n-x!

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Binomial distribution
Example
• Suppose that in a certain population 52% of all recorded
births are males. This indicates that the probability of the
male birth is .52 . If we randomly select five birth records
from this population what is the probability that exactly
three of the records will be for male births?
• n=5 (sample)
• P=0.52 (proportion of success)
• Q=0.48 (1-p)
• X=3 (expected outcome)

f(3)= 5C3 (0.48)2 0.52 3= 5!/2!3! * (0.48)2 0.52 3


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=0 .32 48
Binomial distribution
• Example 2
• Suppose 30% of a certain population are immune to certain disease. If a
random sample of 10 is selected from this population what is the
probability that it will contain exactly 4 immune persons?
• P proportion of outcome=
• Q=
• n=
• X=

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Binomial distribution
• Example 2
• Suppose 30% of a certain population are immune to certain disease. If a
random sample of 10 is selected from this population what is the
probability that it will contain exactly 4 immune persons?
• P= 0.3
• Q=0.7
• n= 10
• X=4

p(x)= n C x * q 6 * P 4
10!
=0.2001
4! 6!

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Binomial distribution
• Suppose that in a certain population 10% of
population are color blind . If a random sample of
25 people is drawn from this population what is
the probability that 5 will be color blind?
• n=
• X=
• n-x=
• P=
• Q=
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Binomial distribution
• Suppose that in a certain population 10% of
population are color blind . If a random sample of
25 people is drawn from this population what is
the probability that 5 will be color blind?
• n= 25
• X=5 f(x)= nCx pxqn-x
• n-x=25-5=20 =25C5 0.1 0.9
5 25

25! 0.150.925
• P=0.1
(25-5) !5!
• Q=0.9 (1-p)
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Exercise Using the Binomial Probability
Distribution Function
According to the United States Census Bureau,
18.3% of all households have 3 or more cars.
(a) In a random sample of 20 households, what is
the probability that exactly 5 have 3 or more cars?
(b) In a random sample of 20 households, what is
the probability that less than 4 have 3 or more
cars?
(c) In a random sample of 20 households, what is
the probability that at least 4 have 3 or more cars?
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Binomial distribution/group work
• Take the class as example
• Male and female proportion (P and 1-P)
• Take sample (sample of 10 students randomly)
• From this sample what is the probability of
selecting two male students as class
representatives
• From this sample what is the probability that
three selected students are females
• You can take also the students academic back
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2. Normal Distribution
Characteristics of the Normal Distribution
♣ It is a probability distribution of a continuous variable. It extends from minus
infinity( -) to plus infinity (+).

♣ It is unimodal, bell-shaped and symmetrical about x = u.

♣ The mean, the median and mode are all equal

♣ The total area under the curve above the x-axis is one square unit.

♣ The curve never touches the x-axis.

♣ It is determined by two quantities: its mean (  ) and SD (  ) . Changing 


alone shifts the entire normal curve to the left or right. Changing  alone
changes the degree to which the distribution is spread out.

♣ An observation from a normal distribution can be related to a standard normal


distribution (SND) which has a published table.
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The Normal Distribution

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Standard normal distribution
♣ Since the values of  and  will depend on the particular
problem in hand and tables of the normal distribution cannot
be published for all values of  and , calculations are made
by referring to the standard normal distribution which has  =
0 and  = 1.

♣ Thus an observation x from a normal distribution with mean 


and standard deviation  can be related to a Standard normal
distribution by calculating :

SND = Z = (x -  ) / 

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The Standard Normal Distribution (Z)

All normal distributions can be converted into


the standard normal curve by subtracting the
mean and dividing by the standard deviation:
X 
Z

Comparing X and Z units

100 200 X ( = 100,  = 50)

0 2.0 Z ( = 0,  = 1)
Example
What’s the probability of getting a mathes score of 575 or less, =500 and =50?

Two ways to calculate this


1. Use this formula

575 1 x 500 2 1.5 1


1  ( ) 1  Z2
 P ( X  575)   (50)
200
2
 e 2 50 dx   

2
 e 2 dz
Example
What’s the probability of getting a mathes score of 575 or less, =500 and =50?

2. use the Z table (standard normal distribution table)

575  500
Z  1.51
50

A score of 575 is 1.5 standard deviations above the mean

look at Z= 1.51 in standard normal chart = .9332 this


indicates that the probability is 93.32%
Practice problem
If birth weights in a population are normally
distributed with a mean of 109 oz and a
standard deviation of 13 oz,
a. What is the chance of obtaining a birth
weight of 141 oz or heavier when sampling
birth records at random?
b. What is the chance of obtaining a birth
weight of 120 or lighter?
Answer
a. What is the chance of obtaining a birth
weight of 141 oz or heavier when sampling
birth records at random?

141  109
Z  2.46
13

From the chart or SAS  Z of 2.46 corresponds to a right tail (greater


than) area of: P(Z≥2.46) = 1-(.9931)= .0069 or .69 %
Answer
b. What is the chance of obtaining a birth
weight of 120 or lighter?

120  109
Z  .85
13

From the chart or SAS  Z of .85 corresponds to a left tail area of:
P(Z≤.85) = .8023= 80.23%
Looking up probabilities in the
standard normal table
What is the area to the
left of Z=1.51 in a
standard normal curve?

Area is 93.45%
Z=1.51

Z=1.51

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