Chapter 3

Probability
The Basis of the
Statistical inference
 Key words:

Probability, equally likely

Mutually exclusive, multiplicative rule
Conditional Probability, independent events,
Bayes theorem
 3.1 Introduction
 The concept of probability is frequently encountered in
everyday communication. For example, a physician may
say that a patient has a 50-50 chance of surviving a certain
operation.
Another physician may say that she is 95 percent certain
that a patient has a particular disease.
 Most people express probabilities in terms of percentages.
 But, it is more convenient to express probabilities as
fractions. Thus, we may measure the probability of the
occurrence of some event by a number between 0 and 1.
 The more likely the event, the closer the number is to one.
An event that can't occur has a probability of zero, and an
event that is certain to occur has a probability of one.
 Equally likely & Mutually

exclusive
 Some definitions:
1.Equally likely outcomes:
Are the outcomes that have the same
chance of occurring.
2.Mutually exclusive:
Two events are said to be mutually exclusive
if they cannot occur simultaneously such
that A B =Φ .
 The universal Set (S): The set of all
possible outcomes.
 The empty set Φ : Contain no elements.
 The event ,E : is a set of outcomes in S
which has a certain characteristic.
 Classical Probability : If an event can
occur in N mutually exclusive and equally
likely ways, and if m of these possess a
triat, E, the probability of the occurrence
of event E is equal to m/ N .
 For Example: in the rolling of the die ,
each of the six sides is equally likely to be
observed . So, the probability that a 4 will
be observed is equal to 1/6.
 Relative Frequency Probability:
 Def: If some posses is repeated a large
number of times, n, and if some resulting
event E occurs m times , the relative
frequency of occurrence of E , m/n will be
approximately equal to probability of E .
P(E) = m/n .
 3.3 Elementary Properties of
Probability:
 Given some process (or experiment )
with n mutually exclusive events E1,
E2, E3,…………, En, then
 1-P(Ei ) => 0, i= 1,2,3,……n
 2- P(E1 )+ P(E2) +……+P(En )=1
 3- P(Ei +EJ )= P(Ei )+ P(EJ ),
Ei ,EJ are mutually exclusive

 Rules of Probability
 1-Addition Rule
 P(A U B)= P(A) + P(B) – P (A∩B )

 2- If A and B are mutually exclusive

(disjoint) ,then
 P (A∩B ) = 0
 Then , addition rule is
 P(A B)= P(A) + P(B) .
 3- Complementary Rule
 P(A' )= 1 – P(A)
 where, A' = = complement event
 Consider example 3.4.1
 Table 3.4.1 in Example 3.4.1
Family history of Early = 18 Later >18 Total
Mood Disorders (L)
(E)

Negative(A) 28 35 63

Bipolar 19 38 57
Disorder(B)
Unipolar (C) 41 44 85

Unipolar and 53 60 113

Bipolar(D)
Total 141 177 318
 **Answer the following questions:
Suppose we pick a person at random from this
sample.
1-The probability that this person will be 18-years old
or younger?
2-The probability that this person has family history of
mood orders Unipolar(C)?
3-The probability that this person has no family history
of mood orders Unipolar(C )?
4-The probability that this person is 18-years old or
younger or has no family history of mood orders
Negative (A)?
5-The probability that this person is more than18-
years old and has family history of mood orders
Unipolar and Bipolar(D)?

 Conditional Probability:

P(A\B) is the probability of A assuming

that B has happened.

P(A  B)
 P(A\B)= P (B ) , P(B)≠ 0

P(A  B)
 P(B\A)= P ( A) , P(A)≠ 0
 Example 3.4.2
From previous example 3.4.1, answer
 suppose we pick a person at random and
find he is 18 years or younger (E),what is
the probability that this person will be one
who has no family history of mood
disorders (A)?
 suppose we pick a person at random and
find he has family history of mood (D) what
is the probability that this person will be 18
years or younger (E)?
 Calculating a joint Probability :
 Example 3.4.3.
 Suppose we pick a person at
random from the 318 subjects. Find
the probability that he will early (E)
and has no family history of mood
disorders (A).
 Multiplicative Rule:
 P(A∩B)= P(A\B)P(B)
 P(A∩B)= P(B\A)P(A)
 Where,
 P(A): marginal probability of A.
 P(B): marginal probability of B.
 P(B\A):The conditional probability.
 Independent Events:
 If A has no effect on B, we said that
A,B are independent events.
 Then,
 1- P(A∩B)= P(B)P(A)
 2- P(A\B)=P(A)
 3- P(B\A)=P(B)
 Example 3.4.7
 In a certain high school class consisting of
60 girls and 40 boys, it is observed that
24 girls and 16 boys wear eyeglasses . If a
student is picked at random from this
class ,the probability that the student
wears eyeglasses , P(E), is 40/100 or 0.4 .
 What is the probability that a student
picked at random wears eyeglasses given
that the student is a boy?
 What is the probability of the joint
occurrence of the events of wearing eye
glasses and being a boy?
 Example 3.4.8
 Suppose that of 1200 admission to a
general hospital during a certain period of
time,750 are private admissions. If we
designate these as a set A, then compute
P(A) , P( A).

 Exercise: Example 3.4.9.

Baye's Theorem
Definition.1

The sensitivity of the symptom

This is the probability of a positive result given that the subject

has the disease. It is denoted by P(T|D)

Definition.2

The specificity of the symptom

This is the probability of negative result given that the subject

does not have the disease. It is denoted by
 P(T | D) P( D)
P( D | T ) 
P(T | D) P( D)  P(T | D) P( D)

P( D)  1  P( D)
p(T | D)  1  P(T | D )
Definition.4
The predictive value negative of the symptom
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 ) 
where,
P(T | D) P( D)  P(T | D) P( D)

p(T | D) 1 P(T | D)

Example 3.5.1
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
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
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 symptom 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 symptom is calculated as

P (T | D ) P ( D )
P( D | T ) 
P (T | D ) P ( D )  P (T | D ) P ( D )
(0.99)(0.8 87)
  0.996
(0.99)(0.8 87)  (0.0311)(0 .113)