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Probablity

The document provides an overview of key concepts in probability and probability distributions. It defines probability as a measure of chance and discusses approaches to calculating probability, including classical, empirical, and axiomatic approaches. It also defines important probability terms like sample space, events, random variables, and describes properties of probability distributions. Discrete distributions like binomial, Poisson, and negative binomial are summarized, along with assumptions and examples.
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0% found this document useful (0 votes)
43 views37 pages

Probablity

The document provides an overview of key concepts in probability and probability distributions. It defines probability as a measure of chance and discusses approaches to calculating probability, including classical, empirical, and axiomatic approaches. It also defines important probability terms like sample space, events, random variables, and describes properties of probability distributions. Discrete distributions like binomial, Poisson, and negative binomial are summarized, along with assumptions and examples.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Debre Tabor University

Probability and Probability Distribution


BY: Miss.Tigabnesh.A (Mph in Biostatistics)
Learning Objective

After completing this unit, the students will be able to know


 Concept of Probability
 Approaches of probability
 Discrete Probability
 Continuous Probability
Concept of Probability

Nothing in life is certain. In everything we do, we gauge the chances of successful


outcomes.
Probability is away of chance.
medical and public health practitioners seldom can predict an outcome, Although
no test result is absolutely accurate.
Example: To formulate a diagnosis, a physician must rely on available diagnostic
information about a patient
History and physical examination
Laboratory studies, X-ray findings, etc
Basic terms of Probability

Random phenomena – a phenomena is called random if its outcome can’t be


determined with certainty.
Probability experiment: is any procedure that can be infinitely repeated and has a
well-defined set of possible outcomes.
E.g.: Tossing a coin and observing the face showing up.
Outcome: It is the result of a single trial in a probability experiment.
Sample space – is the collection of all possible outcomes.
Event – is any subset of the sample space.
 Experiment – any process with uncertain outcome.
Cont.……

Certain Event: An event that can certainly occur.


Impossible Event: An event can not be occurred.
Complement of an event: If A is complement of an event denoted by(A’) consists
of all samples in a sample space but not A.
Sample space: The set of all possible outcomes of statistical experiment.
Symbolized as: S
An event: consists of one or more outcomes and is a subset of the sample space.
Random Variable: is a function that associates a unique numerical value with every
outcome of an experiment.
Cont..

The value of the random variable vary from trial to trial as the
experiment is repeated.
classes of random variables:
A continuous random variable: any value in an interval or decimal
point.
 A discrete random variable: one of a countable list of distinct values.
Approaches of Probability

1. Classical Probability: It is used when each outcome in a sample space is


equally likely to occur.
If an experiment has ‘n’ equally likely outcomes, then each possible outcome
must have probability of 1/n to occur.
P(E)=
Example: The probability of getting at least one female
birth from a pregnant mothers is: = 0.5
Cont.…

2. Empirical Probability:: It is based on observations obtained from experiments.

P(E)= =

Example 2
In a sample of 50 people, 21 had type O blood, 22 had type A blood, 5 had type B
blood, and 2 had type AB blood. Set up a frequency distribution and find the following
probabilities:
a. A person has type O blood, b. A person has type A or type B blood
c. A person has neither type A nor type O blood, d. A person does not have type AB
blood
Cont.…

3. Axiomatic approach: If a random experiment and sample space associate


with an event associate a real number designed by P(A) satisfies the
following probability.
1. 0≤ ≤1
2. P(S)=1
Additional hint in Probability

Mutually exclusive events: Two events A1 and A2 are said to be mutually


exclusive events if there is no intersection point in common. For events A1
and A2.That means, A1∩ A2 = 0.
Union of events: The union of two events A and B, denoted by (AUB) ,
consists of all elements that are in A or in B or both A and B.
If A and B are two events, then
 P(A ∪ B) = P(A) + P(B) − P(A ∩ B).
If A and B are mutually exclusive/independent, then
P(A ∪ B) = P(A) + P(B)
Example
In a hospital unit there are 8 nurses and 5 physicians; 7 nurses
and 3 physicians are females. If a staff person is selected,
find the probability that the subject is:
a. nurse or a male
b. physician or female
Solution:
Intersection of Events

The intersection of events A and B denoted by (A∩ ), consists of


all outcomes both in A and B.
P(A∩B)=P(A)× / ℎ .
P(A∩B)=P(B)× (A), ℎ .
Conditional probability: The probability that the second event B
occurs given that the first event A has occurred can be founded by
P(A/B )=P(A∩ )/P(B),where P(B)≠ 0.
Counting rules of probability

Three different counting rules.


 Basic multiplication rule(Factorial):For any positive integer n, n
factorial denoted as n! is defined as: n*(n-1)*(n-2)………3*2*1.
Permutations: is the number of possible permutations is the number of
different orders in which particular events occur. Number of possible
permutation is given by the general formula:
!
p( n, r) = e.g. find 8p3
( )!
Cont..

Combinations: The number of ways r objects can be chosen a


set of n objects without considering the order of selection.
Given by: C(n,r)= = !/( − )! !
Example: Find 8C4 Solution 8C4=8!/(8-
∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗
4)!4!= = =70
!∗ ∗ ∗ ∗ ∗ ∗ ∗
Probability Distribution
Definition of terms
 Variable: is defined as a characteristic or attribute that can
assume different values.
 Random variable: - is numerical valued function defined on
the sample space. whose values are determined by chance,Generally a random
variables are denoted by capital letters
X,Y,Z…and the value of the random variables are denoted by
small letters x, y, z.
Cont..

Discrete random variables: have a finite number of possible values or an infinite


number of values that can be counted.
Continuous random variables can assume an infinite number of values and can be
decimal and fractional values.
The probability distribution of a discrete random variable is a table, graph, formula,
or other device used to specify all possible values of a random variable along with
their respective probabilities.
Example: Consider the experiment of tossing a coin three times. Let X be the
number of tails. Construct the probability distribution of X
Properties of probability Distribution

1.The sum of the probability of all events in the sample space must
be 1; ∑ ( = )=1.
2.The probability of each event in the sample space must be
between zero and one. i.e 0≤ ( = ) ≤ 1.
Discrete probability Distribution
Bernoulli Distribution: The random variable X takes value 1 or 0.
outcome = {0, 1}, P(X = 1) = success, P(X = 0) = 1 − p=failure. Then,
the probability function is: P(Y=y)= (1 − ) where, y=0,1,2,3..
General formula for Bernoulli distribution Y~ ( ), B(1,p).
The prevalence of covid19 is 10% in a certain country. Let X be the
covid19 status of a randomly chosen person. X = 1 if covid19+; X = 0
.if covid19-. Then, X has a Bernoulli distribution. p(X = 1) = 0.1, p(X =
0) = 0.9.
Cont
These experiments are called “Bernoulli trials”. The distribution of the
random variable is a ”Bernoulli distribution”.
Binomial Distribution: It is defined as the outcome of the binomial
experiment and the corresponding probability of these outcomes.
The probability of success on an individual p, the binomial probability
is defined as : P(X=x)=P(x,n,p)= (1 − )
!
= Where n- number of experiment
! !
x -number of success
p- probability of success
(1-p)- probability of failure
 Assumptions of Binomial distribution
The experiment consists of n identical trials.
Each trial has only one of the two possible mutually exclusive
outcomes, success or a failure.
The probability of success does not change from trial to trial.
The trials are independent, thus we must sample with replacement.
Example: Suppose that 80% of adults with allergies report symptomatic
relief with a specific medication. If the medication is given to 10 new
patients with allergies, what is that the reply the probability that it is
effective in exactly seven? assume cations are independent.
Poisson distribution :The probability distribution of a Poisson random
variable X representing the number of successes occurring in a given
time interval or a specified region of space is given by:

P(X=k)= , Where
!
k=Number of successes per unit time
e=The base of the natural logarithm
λ= The expected number of successes per unit time
In poisson distribution
The occurrences of the events are independent.
 The occurrence of an event in an interval1 of space or time
has no effect on the probability of a second occurrence of the event in the
same, or any other, interval.
 Theoretically, an infinite number of occurrences of the event must be
possible in the interval.
The probability of the single occurrence of the event in a given interval
is proportional to the length of the interval.
Example
In a study of drug-induced anaphylaxis among patients taking
rocuronium bromide as part of their anesthesia, the occurrence of
anaphylaxis followed a Poisson distribution with λ =12 incidents per
year in Norway. Find the probability that in the next year, among patients
receiving rocuronium,
a. exactly three will experience anaphylaxis.
b. At least two will experience anaphylaxis
c. At most two experience anaphylaxis
Negative Binomial Distribution
Consider the Bernoulli trial with two outcomes. S and F. repeat this
trial in identical and independently.
Count the number of trials until the rth success is observed. If
independent trials with success and failure the negative binomial
distribution
b*(x,n,p) = , where p-is the probability of success.
Mean= , Variance=
Geometric probability distribution: A special case for k = 1 is known
as the Geometric probability distribution.
A discrete random variable X has a Geometric probability
Distribution. if the discrete probability function is given by ;
b*|(x;1,p)=p

Mean= Variance=
Continuous probability distribution
If a random variable is a continuous variable, its probability distribution is
called a continuous probability distribution.
A continuous probability distribution differs from a discrete probability
distribution in several ways by: under different circumstances, the outcome
of a random variable may not be limited to categories or counts.
Normal distribution :The normal distribution refers to a family of
continuous probability distributions described by the normal equation and
described as follows:
( )
( )
Y= × ×
Cont.…
where
 X is a normal random variable,
 μ is the mean
 σ is the standard deviation
 is approximately 3.14159, and e is approximately 2.71828.
 The random variable X in the normal equation is called the normal
random variable.
Characteristics of Normal Distribution
 It links frequency distribution to probability distribution
 Has a Bell Shape Curve and is Symmetric
It is Symmetric around the mean: Two halves of the curve are the
same (mirror images).
Hence Mean = Median=mode
The total area under the curve is 1 (or 100%)
Normal Distribution has the same shape as Standard Normal
Distribution.
Normal Curve
The graph of the normal distribution depends on two factors: the mean
and the standard deviation.
The mean of the distribution determines the location of the center of
the graph, and the standard deviation determines the height and width
of the graph.
 When the standard deviation is large, the curve is short and wide;
when the standard deviation is small, the curve is tall and narrow.
All normal distributions look like a symmetric, bell-shaped curve.
Cont.….
Standard Normal Distribution:
 If we standardize our normal curve, with a mean of zero and a
standard deviation of 1 unit. We can transform all the observations of
any normal random variable X with mean μ and variance σ to a new
set of observations of another normal random variable Z with mean 0
and variance 1 using the following transformation:
Z=
We know that the area under any normal curve is 1 unit. Therefore, we
can link these areas with probability.
If a random variable, x, is normally distributed, the probability that
x will fall in a given interval is the area under the normal curve for that
interval. P(a < x < b) = area under the curve between a and b.
Non standardized variable can be standardized
by the following form
Example
Find P(-2<Z<2) using z table
Thank you!!!!

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