Probability and Probability Distributions

BY: Haymanot N.

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 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 standard
normal distribution
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 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
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 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

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 Definition
The definitions for probability

1.Classical probability
Objective probability
2.Relative frequency

3.Subjective probability

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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.

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 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.
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 Example

number of times that the event occurs

Relative Frequency =
number of trials

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 8
 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).

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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%.

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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}

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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

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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)?
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 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

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 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

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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

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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.

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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 18
 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
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 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 20
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?
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 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 22
 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.
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 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.
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 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. 25
 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
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 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]
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 DISEASE STATUS
Test (Gold 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)

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 DISEASE STATUS
Test (Gold 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)

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 .
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)

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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)

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 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) ) No

(D Total

positive(T) 436 5 441

) (Negativ
T 14 495 509

Total 450 500 950

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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
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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)

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 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).
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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

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 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)

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 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)

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 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)

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Probability distribution

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Probability distribution

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 Random Variable
 Random Variable = is a numerical description of the
outcome of a statistical experiment.

 When the values of a variable (height, weight, or age)

can’t be predicted in advance, the variable is called a
random variable.

 E.g. The weight of a child to be born

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 Random variable(cont….

 Random variables can be either discrete or

continuous

A discrete random variable: is able to assume

only a finite or countable number of outcomes

 A continuous random variable: can take on any

value in a specified interval

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 Probability distribution(cont….
• A probability distribution is a device used to
describe the behaviour that a random variable may
have by applying the theory of probability.
• The term probability distribution refers to the collection of all
possible outcomes along with their probabilities.

• The relationship between the values and their associated probabilities

= Probability Mass Function (Probability distribution)
• Every random variable has a corresponding probability distribution.

• A probability distribution of a random variable can be displayed by a

table or a graph or a mathematical formula. 44
Example
Toss a coin 3 times. Let x be the number of heads
obtained. Find the probability distribution of x .
f (x) = Pr (X = xi) , i = 0, 1, 2, 3.
Pr (x = 0) = 1/8 …………………………. TTT
Pr (x = 1) = 3/8 ……………………. HTT THT
TTH
Pr (x = 2) = 3/8 …………………..HHT THH
HTH
Pr (x = 3) = 1/8 ………………………HHH
X=xi 0 1 2 3
• The probability
Pr(X=xi) 1/8 distribution
3/8 3/8 of X 1/8

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 Probability distribution(cont…

Example:
The following table shows the number of non
prescription drugs used during pregnancy among
women who delivered at some hospital X.
Number of Frequency
drugs
0 220
1 200
2 140
3 55
4 50
5 20
6 10
Total 695
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 Probability distribution(cont…
• The probability distribution for the number of non
prescription drugs used during pregnancy is as
follows.
Number of Frequency Number of P(x)
drugs drugs(X)
0 220 0 220/695 =0.317
1 200 1 200/695= 0.288
2 140 2 0.201
3 55 3 0.079
4 50 4 0.072
5 20 5 0.029
6 10 6 0.014
Total 695 total 1
47
 Probability distribution(cont…
• The probability distribution can also be displayed in
graphs. The above probability distribution on the
number of non prescribed drugs can be represented as
follows.

48
Examples
What is the probability that a randomly selected woman
will be one who used 2 non-prescription drug?
Solution: P(x=2) =? Number P(x)
of
P(x=2) = 0.201 drugs(X)
0 0.317
What is the probability that a 1 0.288
randomly selected woman is one 2 0.201
who used either one or two drugs? 3 0.079
4 0.072
P(1U2) = P(1) +P(2) 5 0.029
6 0.014
=0.288 + 0.201= 0.489
total 1

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 Exercise
What is the probability
of using 2 or more
Number P(x)
drugs? of
drugs(X)
0 0.317
P(X > 2)=? 1 0.288
2 0.201
P(X > 2)
3 0.079
=P(x=2)+P(X=3)+P(x=4)+P(x=5)
4 0.072
+P(X=6)
5 0.029
= 0.201+ 0.079+ 0.072 +0.029 +0.014 6 0.014
=0.395 total 1

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 The Cumulative Probability Distribution

Number P(x) F(x)= P(X≤ x)

of
It shows the drugs(X)
probability that the 0 0.317 0.317
1 0.288 0.605
variable X is less than 2 0.201 0.806
or equal to a certain 3 0.079 0.885
value, P(X  x). 4 0.072 0.957
5 0.029 0.986
6 0.014 1
total 1

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 Probability distribution(cont…

• General rules which apply to any probability

distribution:
– They must be numbers in the interval from 0
to 1.
– Since a random variable has to take on one
of its values, the sum of all the values of a
probability distribution must be equal to 1.

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 Permutations and Combinations
Permutations

The number of permutations of n things taken k at a time is

P =n(n−1)×...×(n−k+1)
n k OR P =n!/(n−k)!
n k

It represents the number of ways of selecting k items of n,

where the order of selection is important.
Example:

Suppose 4 schizophrenic women and 7 eligible controls live in the same

community. How many ways are there of selecting 4 controls?

The number of ways = 7P4 = 7(6)(5)(4) = 840.

OR, 7P4 = 7!/3! = 5040/6 = 840.
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 Permutations and Combinations…

Combination
It represents the number of ways of selecting k
objects out of n where the order of selection does
not matter.
The number of combinations of n things taken k at
a time is
æn ö n!
æn ö n(n - 1)´ ...´ (n - k +1) n k ç ÷
C = =
n Ck =ç ÷=
OR èk ø k!(n - k)!
èk ø k!

54
 The binomial distribution
• A process that has only two possible outcomes
• Is based on Bernoulli trial, James Bernouli (1654 –
1705).
– 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/female, etc)

 In statistics the two outcomes are frequently denoted as

success and failure.
 The probabilities of a success or a failure are denoted
by p and q, respectively. Note that p + q = 1.
55
 Binomial distribution…
Binomial distribution assumptions:

1) The same experiment is carried out n times ( n trials are made).

2) Each trial has two possible outcomes ( usually these outcomes

are called “ success” and “ failure”.
 If P is the probability of success in one trial, then 1-p is the
probability of failure.

3) The result of each trial is independent of the result of any other

trial.
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Definition: If the binomial assumptions are satisfied, the
probability of x successes in n trials is:

• Then Pr(X=x) = n! p x (1- p)n-x

x!(n-x)!

57
 Example
 Suppose that in a certain population 52% of all recorded births are
males. If we select randomly 5 birth records What is the probability
that exactly 3 will be males?
 Let the five selected persons be in the following order

MFMMF this can be coded as 10110

Then the probability is p(1,0,1,1,0)= p q p p q = q2p3

But we are not only interested only in the above order.

58
• We can also have the following sequences with
probabilities q2p3 for each

• So to find the probability we multiply the above

probability by 10
• So the probability is 10(0.52) 3(0.48)2 =0.32
59
• What can we do when we have a large sample?

Represents the number of ways of

selecting x objects out of n where the
order of selection does not matter
(Combination)
• So the above example represents
Pr(X=x) = n! p x (1- p)n-x
x!(n-x)!
= 5! (0.52) 3(0.48)2 =10(0.52) 3(0.48)2
3!(5-3)!
=0.32
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 Binomial distribution…
 Suppose that in a certain population 52% of all recorded births are
males. If we select randomly 10 birth records What is the probability
that exactly
 5 will be males?

Given n= 10 p=0.52

required Pr(X=5)=?
• Pr(X=x) = n! p x (1- p)n-x
x!(n-x)!
Pr(X=5) = 10! 0.52 5 (1- 0.52)10-5 =0.24
5!(10-5)!
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 3 or more will be females?

Given n=10 p=0.48

Pr(X=0) = 10! 0.48 0 (1- 0.48)10-0 =0.0014

0!(10-0)!

Pr(X=1) = 10! 0.48 1(1- 0.48)10-1=0.0133

1!(10-1)!

Pr(X=2) = 10! 0.48 2(1- 0.48)10-2=0.111

2!(10-2)!

Pr(X≥3) = 1- Pr(X<3) = 1-[Pr(X=0)+Pr(X=1)+Pr(X=2) ]

=1-[0.001+0.013+0.111]= 1-0.125=0.875

62
 Mean and variance

• The mean is the average value of the random

variable in the long run.
– It is also called the expected value or expectation
and
– For random variable X usually denoted by E(X).
• Any random variable which takes discrete
values the mean, is found by summing each
possible value multiplied by its probability.

63
 Mean and variance(cont…
• The variance of a random variable is the average
squared difference from the mean.

• So for the previous example

• For the number of heads in tosses of two coins,
– 0 is 1 unit from the mean with probability 1/4
– 1 is 0 units from the mean with probability 1/2
– 2 is 1 unit from the mean and occurs for 1/4 of pairs.

• Variance =(0-1)2x1/4+(1-1)2x1/2+(2-1)2x1/4
=1/2
64
 Mean and variance(cont…
• We can now find the mean and variance of the
Binomial distribution with parameters n and p. First
consider n = 1. Then the probability distribution is:

Value probability
0 1-p
1 p

• The mean is therefore 0(1-p)+1(p)=p

• The variance is :(0-p)2x(1-p)+(1-p)2xp
=p2(1-p)+(1-p)2p= p(1-p)

65
 Binomial distribution…
• Now, a variable from the Binomial distribution with
parameters n and p is the sum of n independent
variables from the Binomial distribution with
parameters n and p.

• If the true proportion of events of interest is P,

then in a sample of size n
the mean of the binomial distribution is: mean = np
the standard deviation is

66
 Exercise
Suppose that in a certain malarious area past experience
indicates that the probability of a person with a high fever
will be positive for malaria is 0.7. Consider 3 randomly
selected patients (with high fever) in that same area.
1)What is the probability that no patient will be positive ?
2)What is the probability that exactly 1 patient will be
positive?
3) What is the probability that exactly 2 of the patients will
be positive?
4) What is the probability that all 3 patients will be positive?
5) Find the mean and the SD of the probability distribution
given above.

67
Answer
Given n= 3 p=0.7

required Pr(X=0)=? Pr(X=1)=? Pr(X=2)=? Pr(X=3)=?

Pr(X=x) = n! p x (1- p)n-x
x!(n-x)!
1) Pr(X=0) = 3! 0.7 0(1- 0.7)3-0=0.027
0!(3-0)!

2) Pr(X=1) = 3! 0.7 1 (1- 0.7)3-1=0.189

1!(3-1)!

3) Pr(X=2) = 3! 0.7 2 (1- 0.7)3-2= 0.441

2!(3-2)! 68
4) Pr(X=3) = 3! 0.7 3 (1- 0.7)3-3=0.343
3!(3-3)!

5) Mean =np = 3(0.7)=2.1

Standard deviation =√np(1-p)
= √3 (0.7)(1-0.7)= √0.63
=0.749

69
 The Poisson Distribution

• Is a discrete probability distribution used to

model the number of occurrences of an event
that takes place infrequently in time or space.
• Applicable for counts of events over a given
interval of time, for example:
– number of patients arriving at an emergency
department in a day
– number of new cases of HIV diagnosed at a clinic
in a month

70
 The Poisson Distribution(cont..

• In such cases, we take a sample of days and observe

the number of patients arriving at the emergency
department on each day, or a sample of months and
observe the number of new cases of HIV diagnosed at
the clinic.

• We are observing a count or number of events, rather

than a yes/no or success/failure outcome for each
subject or trial, as in the binomial.

71
 The Poisson Distribution(cont..
• Three assumptions must be met for a Poisson
distribution to apply:
1. The probability that a single event occurs within a
given small subinterval is proportional to the length of
the subinterval

2. The rate at which the event occurs is constant over the

entire interval t.
3.Events occurring in an interval of time or space does
not affect the event in the same interval or other
interval.
72
 The Poisson Distribution(cont..
• If x is the number of occurrences of some
random event in an interval of time or space (or
some volume of mater ),the probability that x
will occur is given by:

• λ (lambda) represents the rate at which the event

occurs, or the expected number of events per
unit time
• e =2.71828 73
 The Poisson Distribution(cont..

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 1 case
c) Getting 2 cases
d) Getting 3 cases
e) Getting 4 cases
74
 The Poisson Distribution(cont..
Answer
A) Given X=0 ,λ= 2.2 and t=1

P(X=0)= =0.111

B) P(X=1) = 0.244
C) P(X=2) = 0.268
D)(X=3) = 0.197
E) P(X=4) = 0.108
75
Poisson distribution

76
 Exercise
The monthly suicide in country x between 1977
and 1987 followed a Poisson distribution with
parameter λ= 2.75.what is the probability that a
randomly selected month will be one in which
three adolescent suicides occurred.(e=2.72)

77
 Probability distribution of continuous variables
E.G Suppose, X represents the continuous variable ‘Height’; X can
assume an infinite number of intermediate values between 170 and 171
cm 170.1, 170.2, 170.3 etc.
rarely is an individual exactly equal to 170cm tall
Because a continuous random variable X can take on an infinite
number of values, the probability associated with any particular 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
•The probability is the area under the graph enclosed by two points say x 1 and
x2

78
 The Normal Distribution

• It is the probability distribution of continuous variables

and has an especially important role in statistics.

• It is also sometimes known as the Gaussian distribution.

79
 The Normal Distribution(cont…
Characteristics of the normal distribution:

1.It extends from minus infinity( -∞) to plus infinity (+∞).

2.It is uni-modal, bell-shaped and symmetrical about x = μ.

3.It is determined by two quantities: its mean ( μ ) and SD (σ ).

 - determines the location of the curve.

 - Determines the shape of the curve(flatness or peaked

ness)

4. The height of the frequency curve cannot be taken as the

probability of a particular value
80
 The Normal Distribution(cont…
• The formula that generates the normal
probability distribution is:

2
11xx 2
11
  
22  
ff ((xx)) ee for
for  xx

 22
7183  33..1416
ee 22..7183 1416
 andand arearethe
thepopulation
populationmean
meanand
andstandard
standarddeviation.
deviation.
f(x) represents the height of the curve at point x .

81
 The Normal Distribution(cont….)
• For continuous random variable probabilities are
areas under the curve.
• So for normal distribution the area between two
points represents the probabilities.
• To find P(c < x < d), we need to find the area
under the appropriate normal curve.
1  x  μ 2
P(c < X < d) = d 1  
e 2  σ  dx

c 2 πσ

• So, rather than using such complex formula for

every normal distributions which is changing as
mean and standard deviation is changing
82
 The standard normal distribution

 Since a normal distribution could be an infinite number of

possible values for its mean and SD, it is impossible to tabulate
the area associated for each and every normal curve.

 Instead only a single curve for which μ = 0 and σ = 1 is

tabulated.

 The curve is called the standard normal distribution (SND).

83
 The standard normal distribution

• To simplify the tabulation of these areas, we

standardize each value of x by expressing it
as a z-score, the number of standard deviations
it lies from the mean.

xx 
zz 


84
 The standard normal distribution

 Assume a distribution has a mean of 70 and a standard deviation

of 10.
 How many standard deviation units above the mean is a score of
80?

Answer: Z= ( 80-70) / 10 = 1
 How many standard deviation units above the mean is a score of
83?

Answer: Z = (83 - 70) / 10 = 1.3

85
 The Standard Normal (z)
Distribution

• Mean = 0; Standard deviation = 1

• When x = mean , z = 0 Symmetric about z = 0

• Values of z to the left of center are negative

• Values of z to the right of center are positive

• Total area under the curve is 1.

86
 Using normal table

The four digit probability in a particular row and column of Table 1

gives the area under the z curve to the left that particular value of z.

Area for z  1.36

87
 Example
Use z Table to calculate these probabilities:
P(z1.36)
P(z 1.36)==??

P(z1.36)
P(z 1.36)==.9131
.9131

P(z >1.36) =?

P(z
P(z>1.36)
>1.36)=0.0869
=0.0869 or
or
==11--0.913
0.913==.0869
.0869

88
• Find P(Z< -1.20) =? P(Z>1.20) =? P(Z< 1.20) =?
P(z> -1.20) =?

• P(Z< -1.20) =?
P(Z< -1.20)= 0.1151
• P(Z> 1.20) =?
P(Z> 1.20) =0.1151
• P(Z< 1.20) =?
P(Z< 1.20) = 1-0.1151=0.8849
• P(z> -1.20) =?
P(Z> - 1.20) = 1-0.1151=0.8849

89
 Example(cont…

P(-1.20 < z < 1.36)=?

90
 Example

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) 

.4772  .4332  .0440

91
 Example
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
From
FromTableTable zzvalue valuefor
for0.01
0.01isis2.33
2.33
??11
22..3333
..11
??22..33
33(.(.11))1111..233
233

92
 The standard normal distribution
 From the symmetry properties of the stated normal distribution,
P(Z ≤ -x) = P(Z ≥ x) = 1– P(z ≤ x)
 Hence, P(-1 < Z < +1) = 0.6827

 P(-1.96< Z < + 1.96) = 0.95 and

 P(-2.576 < Z < + 2.576) = 0.99

93
 Fig. Percentage of area under a normal distribution with mean μ and
standard deviation σ
For any normal distribution
 about 68% (most) of the observations is contained within one SD of the mean.
about 95% (majority) of the probability is contained within two SDs
and 99% (almost all) within three SDs of the mean. 94
 Other Distributions

1. Student t-distribution
2. F- Distribution
3. Chi square Distribution
4. Uniform distribution
5. Exponential distribution

95
 Exercise
Assume that among diabetics the fasting blood
level of glucose is approximately normally
distribute with a mean of 105 mg per 100 ml
and SD of 9 mg per 100 ml.
A)What proportions of diabetics have levels
between 90 and 125 mg per 100 ml?
B)What proportions of diabetics have levels
below 87.4 mg per 100 ml?
C) What level cuts of the lower 10% of diabetics?

96
Answer
A)P(90<X<125)
=P(90-105/9<X-µ/ <125-105/9)
= P(-1.67<Z<2.22)
=0.4525 +0.4868=0.9393
B)P(X<87.4)
=p(Z<87.4-105/9)=p(z<-1.96)=0.5-0.4750
=0.025
C)P(X<?)=0.1 P(Z<?-105/9)=0.1
from the table Z=-1.28
-1.28=x-105/9 X=93.48
97
 Exercise
• Suppose the height of adult female is normally
distributed with a mean of 162.2 cm and a
standard deviation of 6.8cm.,what is the
probability of a randomly selected female is
taller than 170 cm .
• Ans
A)P(X>170)
=p(Z>170-162.2/6.8)=p(z>1.15)=0.1251

98
 Exercise

• Find the probability of the following under the SND

– Above 1.96?

– Below –1.96?

– Between –1.28 and 1.28?

– Between –1.65 and 1.08?

99
100