3) Probability - Normal Distribution

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PROBABILITY

* BASIC PROBABILITY
*Events, Conjunctions (AND / OR),
*Conditional Probability
* THEORETICAL PROBABILITY DISTRIBUTIONS
*Binom,
*Poisson and
*Normal (Gauss) Distribution
PROBABILITY
An experiment can be repeated many times, with each
replication (repetition) called a trial; and assume that are
one or more outcomes that can result from each trial.
Then, the probability of a given outcomes
is the number of times that outcome occurs
divided by the total number of trials.

The mening of the term n Xi


Probability P( X i ) 
N
P(x) : probability of an event's occurance
n(x) : number of times xi has occured in N.
N : total number in population
PROBABILITY AND PROBABILITY
DISTRIBUTIONS
1 – CLASSICAL PROBABILITY
1-Permutations and Combinations
2-Basic probability
*Events, Conjunctions (AND/OR),
*Conditional Probability
2 – PROBABILITY DISTRIBUTIONS
1-Discrete probability distributions
a-Binomial Distribution
b-Poisson Distribution
2-Continuous probability distributions
*Normal Distribution
Permutations and Combinations
The binomial distribution compute the probability of "r" specific
outcomes (called "succes") in "n" total events, with a general
probability of success of  , in this case ;

P( r )  Crn  r (1   ) nr

n!
C n

r !(n  r )!
r

Crn is the "combination " of r in n and 1- is the probability of a


failure (the other outcome then the specified one)

It must be noted that, if n is more the a certain value (>20) the


calculation become almost impossible with
a sample calculator ?
Mutually Exclusive Events
and Addition Rule
Two or more events are mutually exclusive
events if the occurrence of one event
precludes the occurrence of the others.
By definition, outcomes are mutually exclusive.
P(A or B) = P(A) + P(B)
Independent Events and
The Multiplication Rule

Two different events are independent events, if the


outcome of one event has no effect on the outcome of
the second event.
The probability of two independent events is the probability
that both events occur. This probability is found by
multiplying the probabilities of two events,
which is called the multiplication rule for probabilities.

If A,B,and C are independent , then


P(A and B and C) = P(A) * P(B) * P(C)
If two events such as B and D are not independent , then
P(B and D) = P(B) * P(D/B) or P(B and D) = P(D) * P(B/D)
Table : Distribution of Blood type by Gender
BLOOD TYPE BY GENDER Males Females TOTAL
O 0.21 0.21 0.42
A 0.215 0.215 0.43
B 0.055 0.055 0.11
AB 0.02 0.02 0.04
TOTAL 0.50 0.50 1.00

Example; Probability of being either blood type O or blood type A


is P (O or A) = P(O) + P(A) = 0.42 + 0.43 = 0.85
The probability of two independent events is the probability
that both events occur. This probability is found by
multiplying the probabilities of two events, which is called
the multiplication rule for probabilities.
For example, the probability of being "male" and being "blood type O" is

P(male and blood type O) = P(male) * P(blood type O) = 0.50 * 0.42 = 0.21
The probability of a being male and having blood type
O, 0.21, is called a joint probability; it is probability
of both "male" and "type O" occuring jointly.

In summarization of the multiplication rule,


the multiplication for the occurrence of both of two or
more events is as follows :

• If A,B,and C are independent , then


P(A and B and C) = P(A) * P(B) * P(C)

• If two events such as B and D are not independent , then

P(B and D) = P(B) * P(D/B) or P(B and D) = P(D) * P(B/D)


A-Discrete probability distributions
If the variable in question is a qualitative one, "probability
distributions of discrete variables" are used, Otherwise,
if an "continuously" measured quantitative variable is used
"probability distributions of continuous variables" are used.

A1-Binomial Distribution
P( r )  Crn  r (1   ) nr
  0,05
[ Mean = np , Variance = np(1-p) ]

A2 - Poisson Distribution
  0,05 e  r
p( r ) 
p(r events in a given unit of time or space) r!
Continuous case
• There is no necessity that the numbers associated
with probabilities be integers. In the previous
examples, x was an integer ; hence these were
labeled as discrete cases.

• The values of x might include intermediate values


between integers. This situation defines continuous,
probability distributions.

• Now turn to the most famous probability distribution


in statistics, called Normal, or Gaussian, distribution.
Continuous Probability Distributions

NORMAL DISTRIBUTION
Population of µ 

In Symmetrical Distributions,
µ, Mode and Median are overlapped.
10
Mean  1 SD (SD=5)

Mean  1 SD (SD=10)

Mean  1 SD (SD=15)
TRANSFORMATION OF STANDARD NORMAL
__From “z” to “A(z)”__
[ A(z) : Areas uder the normal curve ]

Z A(z)
0.10 0.040
0.12 0.048
.... ...
1 0.341
1.66 0.451
1.96 0.475
Z değeri mutlak değer olarak hesaplanır
İlgilenilen x’in ortalamaya göre büyük veya küçük
olmasına göre ve sorulan olasılık sorusunun yönüne
göre işlem yapılır
124  12 mmHg p(x > 106 ) = ?

z = (124 - 106 ) / 12 = 1.50


A(1.5) = 0.433

p(x>106) =
p(124>x>106) + p(x>=124)
0.433 + 0.50 = 0.933

0.433

106 124
40+ yaş kadın toplumunda BK1 22.4  1.5 unite
p(x > 24.2 ) = ?

z = (24.2 – 22.4 ) / 1.5 = 1.2


A(1.2) = 0.385

p(x>24.2) = 0.50-0.385 = 0.115

0.385

22.4 24.2
3200 yetişkin sağlıklı erkekde yapılan ölçümde
SAB :124  12 mmHg p(130 >x > 115 ) = ?

z1 = (124 - 115 ) / 12 =0.75


A(0.75) = 0.273

z2 = (130 - 124 ) / 12=0.50


A(0.50) = 0.191

p(130>x>115) =
z1 z2 0.273 + 0191 = 0.464

115 124 130


Kaç kişinin SAB düzeyi bu aralıkta kalır ?
n = 0.464 * 3200 = 1484.8  1485 kişi
2500 üniversite öğr. IQ düzeyi : 118  10
p(128 < x < 140 ) = ?

z1 = (140 - 118 ) / 10 = 2.2


A(2.2) = 0.486

z2 = (128 - 118 ) / 10 = 1 A(1)


z2 = 0.341

z1

128 140
118 p(128 <x<140) =
0.486 - 0.341 = 0.145

Yaklaşık 362 kişinin zeka katsayısı 128-140 arasındadır.


40+ yaş kadın toplumunda SAB 124  11 mmHg
Hipotansiyonlu tanısı için sınır değer nedir ?
P (x < ? ) = 0.025 = ?

p(x<?) = 0.025
(?-124) =0.5 – 0.025 = 0.475
0.475

A(z) =0.475 => Z = 1.96


X=? 124
1.96=((124-x)/11)
xµ
Z X = 124 – (1.96*11)
 X = 102.44  103

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