Lec 5(Probability)
Lec 5(Probability)
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Learning objectives
At the end of this chapter, the student will be able to:
• Categories of Probability
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Why Probability in Statistics?
of uncertainty.
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Why Probability in Medicine?
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cont..
Although no test result is absolutely accurate, it does affect
the probability of the presence or absence of a disease.
Sensitivity and specificity
An understanding of probability is fundamental for
quantifying the uncertainty that is inherent in the decision-
making process.
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Cont..
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Probability
The chance that an uncertain event will occur/ chance of
occurrence.
Likelihood of an event
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Cont..
Outcome
A specific result of a single trial of a
probability experiment
Experiment
any process with an uncertain outcome
• When an experiment is performed, one and
only one outcome is obtained
• An experiment is a trial and all possible
outcomes are events.
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Cont..
Event
Something that may happen or not when the
experiment is performed.
• An event is any set of outcomes of interest
Sample Space
is the collection of all possible outcomes
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Cont..
2. Subjective Probabilities
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cont..
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Con..
Example: If we toss a die, what is the probability of coming up (4)?
– E = 1 (which is 4) and S = 6
• There are 2 possible outcomes {H, T} in the set of all possible trials
of Tossing of coin
P(H) = 0.5
P(T) = 0.5
SUM = 1.0
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Relative Frequency Probability
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Cont..
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Cont..
• E.g. Suppose that of 158 people who attended a dinner party
99 were ill due to food poisoning.
– The probability of illness for a person selected at random is
Pr(illness) = 99/158 = 0.63 or 63%.
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Subjective probability
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Unions and Intersections
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Cont..
• Unions of Two Events
• The union of A or B, A U B, is the event that either A
happens or B happens or they both happen simultaneously
– P ( A or B ) = P ( A U B )
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Mutually exclusive
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Basic Probability Rules
1. Addition rule
If events A and B are mutually exclusive:
P(A and B) = 0
More generally:
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Con…
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Cont..
Answer
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Cont..
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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Example: The probabilities below represent years of
schooling completed by mothers of newborn infants
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cont..
What is the probability that a mother has
completed < 12 years of schooling?
P( 8 years) = 0.056 and
P(9-11 years) = 0.159
Since these two events are mutually exclusive,
P( 8 or 9-11) = P( 8 U 9-11)
= P( 8) + P(9-11)
= 0.056+0.159
= 0.215
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cont..
What is the probability that a mother has completed
12 or more years of schooling?
P(12) = P(12 or 13-15 or 16)
= P(12 U 13-15 U 16)
= P(12)+P(13-15)+P(16)
= 0.321+0.218+0.230
= 0.769
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Con…
2. Multiplication rule
– If A and B are independent events,
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Example
=½x½=¼
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Independent Events
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Dependent Events
• When the outcome or occurrence of the first
event affects the outcome or occurrence of the
second event in such a way that the probability
is changed, the events are said to be
dependent events.
For example:
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Conditional Probability
Bright light 18 3 21
Reduced light 21 18 39
Total 39 21 60
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Con…
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Con…
• The conditional probability of retinopathy, given
exposure to bright light, is:
Culture result
GD test result Gonorrhea No Gonorrhea Total
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Cont..
A. What is the probability that a man has gonorrhea?
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Con…
• What is the probability that a man has gonorrhea?
– P (gonorrhea) = No. of persons with gonorrhea
Total No. of sample persons
= 183/240
= 0.76
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Con…
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Con…
• What is the probability that a man has not the disease
(Gonorrhea) given the test reads negative
• P (No gonorrhea ∣ the test reads negative) =
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Properties of probability
4. The sum of the probabilities that an event will occur and that it will
(A).Pr(B)
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Probability distribution
distribution.
• A random variable is a variable whose values are
determined by chance.
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Cont..
• 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.
• Continuous random variables can assume an infinite number of
values and can be decimal and fractional values.
• With numeric variables, the aim is to determine whether or not
normality may be assumed.
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Cont..
• For categorical variables, we obtain the frequency
distribution of each variable.
• A categorical distribution is a discrete probability distribution
that describes the probability that a random variable will take
on a value that belongs to one of K categories, where each
category has a probability associated with it.
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Probability distribution of a
categorical variables
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• The most obvious example of a categorical
distribution is the distribution of outcomes
associated with rolling a dice. There are K =
6 potential outcomes and the probability for
each outcome is 1/6:E.g.
Value on Face 1 2 3 4 5 6
Probability 1/6 1/6 1/6 1/6 1/6 1/6
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Discrete Probability Distributions
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Cont..
• What is the probability that a patient receives
exactly 3 diagnostic services?
P(X=3) = 0.031
• What is the probability that a patient receives at
most one diagnostic service or less than or equals
to one?
P (X≤1) = P(X = 0) + P(X = 1)
= 0.671 + 0.229
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= 0.900
Cont..
• What is the probability that a patient receives at least four
diagnostic services?
P (X≥4) = P(X = 4) + P(X = 5)
= 0.010 + 0.006
= 0.016
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Cont..
Properties of probability distribution of discrete
random variable
0 ≤ P(X = x) ≤ 1
∑ P(X = x) = 1
random variables:
– Binomial distribution
– Poisson distribution
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Binomial distribution
Binomial 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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• If the binomial assumptions are satisfied and an
experiment is repeated n times and the outcome
is independent from one trial to another, the
probability that outcome X occurs exactly x times
is: Pr(X=x) = n! p x (1- p)n-x
x!(n-x)!
– X! = x (x-1) (x-2) …….. ( 1)
– Note: 0! =1 (by definition)
– 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)
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Example
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Cont..
Solution
P=0.40
x=4
n=10
P(X=4) =10C4(0.4)4(1-0.4)10-4
= 10C4(0.4)4(0.6)6 = 210(.0256)(.04666)
= 0.25
The probability of obtaining exactly 4 smokers in the sample
is about 0.25.
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Cont..
3. 70% of a certain population has been immunized for polio. If a
sample of size 50 is taken, what is the “expected total number”,
in the sample who have been immunized?
– µ = np = 50(.70) = 35
• This tells us that “on the average” we expect to see 35
immunized subjects in a sample of 50 from this population.
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Binomial distribution, generally
Note the general pattern emerging if you have only
two possible outcomes (call them 1/0 or yes/no or
success/failure) in n independent trials, then the
probability of exactly X “successes”=
n = number of trials
n X n X
p (1 p )
X 1-p = probability of
failure
X=# p = probability of
successes out success
of n trials
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Poisson distribution
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Cont..
Where:
The symbol e is the constant equal to 2.7183.
λ (Lambda) is the rate at which the event occurs, or
the expected number of events per unit time).
X is a potential outcome of X
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Example
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Probability distribution of
continuous variables
• A continuous random variable: any value that can assume
any value in a specified interval or range.
• Under different circumstances, the outcome of a random
variable may not be limited to categories or counts.
• Let us consider the data of grouped frequency distribution
presented in Table under descriptive Statistics and its
histogram.
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Cont..
• Smooth curves are used to represent graphically the
distributions of continuous random variables.
• This has some important consequences when we deal with
probability distributions.
• Instead of assigning probabilities to specific outcomes of the
random variable X, probabilities are assigned to ranges of
values.
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Example: Distribution of the age of women at the time of
marriage
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Cont..
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Cont..
– A continuous probability distribution describes how likely
it is that a continuous random variable takes values
within certain ranges.
• The probability associated with any one particular value is
equal to 0
– Therefore, P(X=x) = 0
– Also, P(X ≥ x) = P(X > x)
– the total area under the curve is equal to one,
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Cont..
• Probability distributions for a continuous
random variable differ from discrete
distributions in several ways:
– An event can take on any value within
the range of the random variable and
not just integers
– The probability of any specific value is
zero
– Probabilities are expressed in terms of
an area under a curve (probability is
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measured area under the curve) 77
Cont..
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Cont..
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Cont..
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Cont..
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Properties of the Normal Distribution
The total area under the curve about the x-axis is 1 square
unit
The distribution is completely determined by the parameters
μ and σ.
The curve never touches the x-axis. i.e. It is asymptotic
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Cont..
1. The mean μ tells you about location -
– Increase μ - Location shifts right
– Shape is unchanged
2. The standard deviation tells you about narrowness or flatness of the bell
– Increase standard deviation - Bell flattens
– Location is unchanged
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Cont..
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Cont..
Every random variable normally distribute with its
mean and SD, 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).
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Standard normal distribution.
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Z - Transformation
• Z score tells you how many standard deviations away from the mean an
individual value (x) lies
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Cont..
• This process is known as standardization and gives the
position on a normal curve with µ=0 and δ=1, i.e., the SND, Z
• A Z-score is the number of standard deviations that a given x
value is above or below the mean (µ)
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Cont..
E.g. If x is normally distributed with mean of 100
and standard deviation of 50, the z value for x =
250 is:
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Z-score/Z-value
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Solution
Given
• Mean= 65 SD= 9
A. P(X < 54)=??
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Note that –Empirically proven
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Cont..
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Cont..
General Properties of probability distribution of
continuous random variable
• P(x<a) = 1-P(x>a)
• P(x=a)=0
• P(X ≥ a) = P(X > a)
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Cont..
NB
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Exercise
1. Suppose that total carbohydrate intake in
12-14 year old males is normally distributed
with mean 124 g/1000 cal and SD 20 g/1000
cal.
a) What percent of boys in this age range
have carbohydrate intake above 140g/1000
cal?
b) What percent of boys in this age range
have carbohydrate intake below 90g/1000
cal?
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Thank you!!!
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