Probablity
Probablity
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
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.…
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!!!!