Probability II

Dr. Yasin Yasin

Terms and definitions
Let’s call flipping a coin as experiment or trial / Rolling a die is an
experiment or trial

Independent trials: the outcome of one trial does not affect the
outcome of other trials.

Independent events: the occurrence of one event does not affect

the probability of occurrence of another events.

Mutually exclusive events: only one of the two possibilities may

occur for given trial. I.e. The probability that both occur on a
given trial is 0.
Binomial Distribution

• Binomial Distribution can be thought of as the probability

of a success or failure outcome in a trial that is repeated
multiple times.
• Repeated: e.g., give meds to patient 1, give med to patient
2, give meds to patient 3
• Outcome (med is effective vs. meds not effective)
• Each trial is independent. In other words, none of the trials
have an effect on the probability of the next trial.
Binomial Distribution Formula

n! 𝐱
𝐏(𝐱   successes)= 𝐩 ¿
x ! (𝐧− 𝐱 )!

n = number of x = number of
times trial is p = P(success) successes of
repeated interest

where ! denotes factorial, defined as n! = n(n – 1)(n – 2) … 1. For

example, 4! = 4(3)(2)1 = 24, 2! = 2(1) = 2 and 1! = 1.
Binomial Distribution
• Example: Antihypertensive medication is effective in reducing BP in 80% of patients. If
medication is given to 10 patients, what is the probability it is effective in 7?

n = number of times process is repeated = 10 x = number of successes of interest = 7

P =0.8

10 !
P(7 successes)= 0.87 ¿
7 ! ( 10 −7 ) !
3,628,800
P ( 7 successes )= 0.2097 (0.008)
5,040 ( 6 )
P ( 7 successes )=120   (0.2097)(0.008) = 0.2013
Binomial Distribution

Exercise 1: 
80% of people who purchase private health insurance are women. If 9 private health
insurance owners are randomly selected, find the probability that exactly 6 are women.

• n (the number of randomly selected items) is 9.

• X (the number you are asked to find the probability for) is 6.

=0.176
Binomial Distribution Formula

Exercise 2: 

Antiemetic drug was claimed to be effective in 70% of the patients. If antiemetic is given to
five patients, what is the probability it is effective on exactly three?
Success = Antibiotic is effective: n = 5, p = 0.7, x = 3

= 10(0.343)(0.09) = 0.3087
Exercise
• Consider the example where adults with allergies report relief from allergic
symptoms with a specific medication. Suppose we know that the medication is
effective in 80% of patients with allergies who take it as prescribed. If we provide
the medication to 10 patients with allergies, what is the probability that it is
effective in exactly 7 patients?
 • Mean and variance of the binomial
distribution
• M = np
• Variance = np (1 – p)
Binomial • What is the SD?
Distribution
• Example, from the previous exercise, n=5,
P=0.7
• The mean (or expected) number of patients
in whom the antibiotic is effective is 5*0.7 =
3.5
Normal Distribution

• The Normal Distribution is a ‘bell curve’ shaped

continuous distribution used for continuous
variables, e.g., weight, or height.
• Normal distribution model is an important
probability distribution model that is
appropriate when a particular experiment or
process results in a continuous outcome.
 STAT205
NORMAL DISTRIBUTION
For most measurable variables
in the universe, if we gather
Enough data, we will find a
normal distribution
• Examples: height, weight, BP, pulse, daily
temperature, annual rainfall, etc., etc.
This is both amazing, and extremely useful
• IF the data follows a normal distribution, AND we
know the mean and SD, we can make a lot of useful
inferences about individuals and the sample or
population
(more about this later)
 STAT205
RECOGNIZING NORMAL
DISTRIBUTIONS

1. Distribution forms a bell-shaped curve

2. Curve is symmetrical around the mean
- if you fold it in half, one side looks like a mirror
image of the other
3. Mean = Median = Mode
SAMPLE SIZE
& NORMAL
DISTRIBUTION

• As the sample size

increases, the histogram
gets more symmetrical

• Typically, need
minimum n of 30 to see
something we can say
approximates a ND
STAT205
QUICK TEST FOR ND

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HISTOGRAM: DESCRIPTIVE STATISTICS

• Fold test • Mean ~ Mean ~ Mode
Areas under the normal
curve
• Weight for adult males is normally distributed
with a mean of 80 kg and standard deviation of 5.
P(X<85)=?

• What is the probability that an adult male has a

weight less than 85 kg? 65 70 75 80 85 90 95

• What is the probability that an adult male has a

weight less than 75 kg?

P(X<75)=?
In order to solve this, we need to use the
standardized normal distribution.
What is the standard normal distribution?

65 70 75 80 85 90 95
Standard Normal Distribution Z
• Standard normal distribution is a normal distribution
with m = 0 and s = 1
• It is always centered at 0 and has intervals that
increase by 1
• Each number in the horizontal access corresponds to a Z
score.

• For example, a SD of -2 tells us that this observation is 2 SD

to the left of the mean

• a Z score allows us to calculate how much area under the

carve the Z score is associated with.

• It is also called Z distribution.

Standard Normal Distribution Z
• a z score allows us to calculate how
much area under the carve the Z
score is associated with.

• We can find that area using a Z

score table.
• The table tells us the total
amount of area contained to
the left of any Z score
Example 1:
Weight for adult males is normally distributed with. a
mean of 80 kg and standard deviation of 5. What is
the probability that an adult male has a weight less
than 85 kg?

P(X<85)=?

65 70 75 80 85 90 95
= 1.0
According to the table, a Z score of 1.0 has an area of
0.84 to the left of it. So, P (X<85) = 0.84
Exercise

• Weight for adult males is normally distributed with a mean of 80 and standard deviation of 5. What is
the probability that an adult male has a weight less than 75?
• -1.0

65 70 75 80 85 90 95
The 68-95-99.7 Rule (for the Normal Distribution)
• In a normally distributed population, approximately 68%
of the observations fall within +/− 1 SD of the mean.
• Approximately 95% of the observations fall within +/− 2
SDs of the mean.
• Approximately 99.7% of the observations fall within +/−
3 SDs of the mean.
• (E.g.) We are studying a college students' population. All
the college students have a mean ) body weight of 80 kg
and a standard deviation (σ) of 5, then
• approximately 68% of students weight 75-85 kg,
• approx. 95% weight between 70-90 kg,
• and approx. 99.7% between 65-95 kg.
65 70 75 80 85 90 95
The 68-95-99.7 Rule (for the Normal Distribution)

Why is this rule important?

We can use this rule to determine if our dataset follows a
normal distribution.
If we are given the mean and SD of a normally distributed
population, we can also determine what the probability is
of certain data occurring .

65 70 75 80 85 90 95
Central Limit Theorem (CLT)

• The Central Limit Theorem states that

• If a random sample (x1, x2,X3 ..., xn) comes from any distribution, not only normal, but
all from the same distribution with a known mean (µ) and a known variance (σ2), then
when n is large enough (mora than 30), the sample mean (X¯) and the sample sum
standard deviation approximately follow a normal distribution.

• a population with known mean () and standard deviation. If we take simple random
samples of size n and repeat the trial, then for large n (mora than 30), the sampling
distribution of the sample means is approximately normal.
Sample Distribution
•From the CLT, when many samples are drawn from a population, the means of these
samples tend to be normally distributed
Standard Deviation vs Standard Error
If we randomly select 5
students and measure their Mean
weights
Sample 1= 5 students’ wts

SD on both sides of the mean

which represents how much the
values deviate from the mean

Z=(x−μ)/σ
If we repeat the trial 5 times, using different students each time, this will
results in 5 means and 5 SDs

SD on both side of the mean of

Mean of the the mean = STANDARD ERROR Z=(x−μ)/
means (SE)
SE=
Standard Deviation vs Standard Error
• The SD measures the variability within a single sample

• The Standard Error (SE) estimates the variability between sample means that we would
get if we took multiple samples from the same population.

• SE =
Central Limit Theorem (CLT)-summary
• If we keep drawing larger samples from a population and calculating their means, the
sample means (several means) will have normal distribution (the sampling distribution).
• The mean of the sample means will equal the population mean.
• The standard deviation of the distribution of the sample means is called the standard
error (SE) of the mean, and is equal to the population standard deviation (σ) divided by
the square root of the sample size (n) i.e.., SE =
• Therefore, the SE estimates the variability between sample means that you would obtain
if you took multiple samples from the same population.

• Z for a random variable (sample means) =