Elementary Probability and

Probability Distributions

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 Learning objectives

At the end of this chapter, the student will be able to:

• Recognize the concepts and characteristics of probability and
probability distributions
• Compute probabilities of events and conditional probabilities
• Differentiate between the binomial and normal distributions

• Explain the concepts and uses of the standard normal

distribution
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 Probability

• Chance of observing a particular outcome or Likelihood

of an event

• Assumes a “stochastic” or “random” process: i.e.. the

outcome is not predetermined - there is an element of

chance

• An outcome is a specific result of a single trial of a

probability experiment
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 Con…
• Probability is the language of chance i.e. the chance
an event to occur?
• The frequentist definition is usually used in statistics.
• This states that the probability of the occurrence of a
particular event equals the proportion of times that
the event would (or does) occur in a large number of
similar repeated trials
• It has a value between 0 and 1
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 Con…

• Probability theory developed from the study of

games of chance like dice and cards
• A process like flipping a coin, rolling a die or drawing
a card from a deck are probability experiments
• Central to the understanding of inferential statistics

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 Con…
• When can we talk about probability ?
• When dealing with a process that has an uncertain
outcome

– Birth of male or female child?

– Tossing a coin?
– A patient taking a certain drug (cure/no)?
– The fate of the patient?
– Etc
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 Con…

• Probability theory is a foundation for statistical

inference, &
• Allows us to draw conclusions about a population of
patients based on information obtained from a
sample of patients drawn from that population.

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Definitions of some terms commonly encountered in
probability
 Experiment = any process with an uncertain outcome.
 An experiment is a trial and all possible outcomes are
events
 Event = something that may happen or not when the
experiment is performed (either occur or not)
 Events are represented by uppercase letters such as A,
B, C, etc
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• Sample space: The set of all possible outcomes of an
experiment , for example, (H,T).

• Probability
– Can be defined as the number of times in which that event
occurs in a very large number of trials

• Probability of an Event E
– A number between 0 and 1 representing the proportion of
times that event E is expected to happen when the experiment
is done over and over again under the same conditions
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 Two Categories of Probability

1. Objective and

2. Subjective Probabilities

Objective probability

Classical probability

Relative frequency probability

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 Classical Probability

• Is based on gambling ideas

• Definition: If an event can occur in N mutually
exclusive and equally likely ways, and if m of these
posses a characteristic, E, then the probability of the
occurrence of (E) = m/N.
– P(E)= the probability of E = m/N

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 Con..
• If we toss a die, what is the probability of coming up (4)?
– m = 1 (which is 4) and N = 6
– The probability of 4 coming up is 1/6
• There are 2 possible outcomes {H, T} in the set of all
possible trials of Tossing of coin
P(H) = 0.5
P(T) = 0.5
SUM = 1.0
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 Relative Frequency Probability
• The proportion of times the event A occurs in a large
number of trials repeated under essentially identical
conditions
• Probabilities can be expressed as proportions that
range from 0 to 1
– Definition: If a process is repeated a large number
of times (n), and if an event with the characteristic
E occurs m times, the relative frequency of E,
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 Con…

• If you toss a coin 100 times and head comes up 40 times,

P(H) = 40/100 = 0.4.

• If we toss a coin 10,000 times and the head comes up

5562,

P(H) = 0.5562.

• Therefore, the longer the series and the longer sample

size, the closer the estimate to the true value (0.5)
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 Example:
• The tuberculin skin test is a routine screening test to
detect TB. The results can be categorized as either
positive, negative, or uncertain.
– If the probability of a positive test is 0.1, it means that
if a large number of such tests were performed, about
10% would be positive.
• The actual percentage of positive tests will be
increasingly close to 0.1 when more tests are performed.
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Subjective Probability
 Personalistic (An opinion or judgment by a decision maker
about the likelihood of an event)
 Personal assessment of which is more effective to provide
cure- traditional/modern
 Personal assessment of which sports team will win a match
 Also uses classical and relative frequency methods to assess
the likelihood of an event, but does not rely on repeatability of
any process.
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 Mutually Exclusive Events

• Two events A and B are mutually exclusive if they

cannot both happen at the same time

P (A ∩ B) = 0
– If E1 occurs, then E2 doesn’t occurs
– If E2 occurs, then E1 doesn’t occurs

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 Con…

Example:
– A coin toss cannot produce head and tail
simultaneously.
– Weight of an individual can’t be classified
simultaneously as “underweight”, “normal”,
“overweight”
– Blood pressure reading: A=(DBP<90) and
B=(DBP<95), can’t occur at the same time
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 Independent Events
• Two events A and B are independent if the probability of the
first one happening is the same no matter how the second
one turns out. or

• The outcome of one event has no effect on the occurrence

or non-occurrence of the other

Example:
– The outcomes on the first and second coin tosses are
independent
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 Dependent Events
• Occurrence of one affects the probability of the other
– P(A ∩ B) ≠ P(A) x P(B)
• Example: Consider the DBP measurements from a
mother and her first-born child.
Let:
– A = {mother’s DBP 95}
– B = {first-born child’s DBP 80}
• Suppose P{A ∩ B} = 0.05 P{A} = 0.1 P{B} = 0.2, then P {A
∩ B} = 0.05 > P{A} x P{B} = 0.02
• then Events A and B would be dependent
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 Con…

 Dependent events
E1 = Rain forecasted on the news

E2 = Take umbrella to work

 Probability of the second event is affected by the

occurrence of the first event

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 Intersection and union
• The intersection of two events A and B, A ∩ B, is the event
that A and B happen simultaneously
– P ( A and B ) = P (A ∩ B )

• Let A represent the event that a randomly selected newborn

is LBW, and B the event that he or she is from a multiple birth

• The intersection of A and B is the event that the infant is both

LBW and from a multiple Birth

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 Con….

• The union of A or B, A U B, is the event that either A

happens or B happens or they both happen
simultaneously
– P ( A or B ) = P ( A U B )
• Here, the union of A and B is the event that the
newborn is either LBW or from a multiple birth, or
both
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 Properties of Probability

1. The numerical value of a probability always lies between 0

and 1, inclusive.

0 ≤P(E)≤1
 A value 0 means the event can not occur
 A value 1 means the event definitely will occur
 A value of 0.5 means that the probability that the event will
occur is the same as the probability that it will not occur
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 Con…

2. The sum of the probabilities of all mutually exclusive

outcomes is equal to 1.
P(E1) + P(E2 ) + .... + P(En ) = 1.
3. For two mutually exclusive events A and B,

P(A or B ) = P(AUB)= P(A) + P(B).

• If not mutually exclusive:

P(A or B) = P(A) + P(B) - P(A and B)

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 Con..

4. The complement of an event A, denoted by Ā or Ac, is

the event that A does not occur
• Consists of all the outcomes in which event A does not
occur
P(Ā) = P(not A) = 1 – P(A)
• occurs only when A does not occur.
• These are complementary events.
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 Co…

• In the example of LBW, the complement of A is the

event that a newborn is not LBW
• In other words, A is the event that the child weighs
2500 grams or more at birth

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 Basic Probability Rules

1. Addition rule

If events A and B are mutually exclusive:

 P(A or B) = P(A) + P(B)
 P(A and B) = 0

More generally:
 P(A or B) = P(A) + P(B) - P(A and B)
 P (event A or event B occurs or they both occur)
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Example: The probabilities below represent years of
schooling completed by mothers of newborn infants
Mother’s education Probability
≤ 8 years 0.056
9 to 11 years 0.159
12 years 0.321
12 to 15 years 0.218
≥ 16 years 0.230
Not reported 0.016

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 Con…
• What is the probability that a mother has completed < 12
years of schooling?

– P(≤ 8 years) = 0.056 and

– P(9-11 years) = 0.159

• Since these two events are mutually exclusive,
– P(≤ 8 or 9-11) = P(≤ 8 U 9-11)
= P(≤ 8) + P(9-11)
= 0.056+0.159
= 0.215
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 Con…

• What is the probability that a mother has completed

12 or more years of schooling?
– P(≥12) = P(12 or 13-15 or ≥16)
= P(12 U 13-15 U ≥16)
= P(12)+P(13-15)+P(≥16)
= 0.321+0.218+0.230
= 0.769
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 The following data are the results of electrocardiograms
(ECGs) and Radionuclide Angiocaridograms (RAs) for 19
post-traumatic myocardial confusions.

 7 patients developed both ECG and RA

abnormality

 17 patients developed ECG abnormal

 2 patients developed RA abnormal

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 Con…
 P(ECG abnormal and RA abnormal)=7/19=0.37
 P(ECG abnormal or RA abnormal)
 = P(ECG abnormal) + p(RA abnormal) - P(Both ECG and RA
abnormal)
 =17/19 + 2/19-7/19=19/19 – 7/19 = 1-0.37 = 0.63
 Note : The problem is that the 7 patients whose ECGs and RAs
are both abnormal are counted twice.(if the intersection was
not subtracted)
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 Con…

2. Multiplication rule
– If A and B are independent events,
– Then P(A ∩ B) = P(A) × P(B)
• More generally (both independent & dependent),
– P(A ∩ B) = P(A) P(B|A) = P(B) P(A|B)
– P (A and B) denotes the probability that A and B
both occur at the same time
36
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 Example

• In tossing two coins, what is the probability that a

head will occur both on the first coin and the
second coin?
– Since there is independence between events
– Then P(A ∩ B) = P(A) × P(B)

=½x½=¼
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 Conditional Probability
• Refers to the probability of an event, given that
another event is known to have occurred. T/F
– “What happened first is assumed”
• The conditional probability that event B has occurred
given that event A has already occurred is denoted P(B|
A) and is defined

•01/23/2023
Provided that P(A) > 0 38
 Example:

• A study investigating the effect of prolonged exposure

to bright light on retina damage in premature infants:
Retinopathy
Light exposure Yes No Total

Bright light 18 3 21
Reduced light 21 18 39
Total 39 21 60

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 Con…
• The probability of developing retinopathy is:
P (Retinopathy) = No. of infants with retinopathy
Total No. of infants
= (18+21)/(21+39)
= 0.65

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 Con…

• The conditional probability of retinopathy, given

exposure to bright light, is:
• P(Retinopathy/exposure to bright light) =
No. of infants with retinopathy exposed to bright light
No. of infants exposed to bright light

= 18/21 = 0.86

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 Con…

• P(Retinopathy/exposure to reduced light) =

# of infants with retinopathy exposed to reduced light
No. of infants exposed to reduced light

= 21/39 = 0.54
• The conditional probabilities suggest that premature
infants exposed to bright light have a higher risk of
retinopathy than premature infants exposed to reduced
light
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 Con…

• For independent events A and B

– P(A/B) = P(A) or
• For independent events A and B
– P(A and B) = P(A/B) P(B)
• (General Multiplication Rule)
• Given that P(B) > 0

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 Example

 In a study of optic-nerve degeneration in Alzheimer’s disease,

postmortem examinations were conducted on 10 Alzheimer’s patients.
The following table shows the distribution of these patients according to
sex and evidence of optic-nerve degeneration
 Are the events “patients has optic-nerve degeneration” and “patient is
female” independent for this sample of 10 patients?

Optic-nerve Degeneration
Sex Present Not Present
Female 4 1
Male 4 1

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 Solution
 P(Optic-nerve degeneration/Female)=
No.of females with optic-nerve degeneration
No. of females

4/5=0.80

P(Optic-nerve degeneration)=

No.of Patients with optic-nerve degeneration

Total No. of patients
= 8/10=0.80
 The events are independent for this sample.
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 • Look at the previous example a study investigating
the effect of prolonged exposure to bright light on
retina damage in premature infants:
Retinopathy
Light exposure Yes No Total

Bright light 18 3 21
Reduced light 21 18 39
Total 39 21 60
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 Con…
• Are the events “presence of retinopathy” and “light
exposure” independent/dependent for this sample?
 P(Retinopathy/Bright light) = P(Retinopathy) if
independent
= 18/21 39/60, 0.86 ≠ 0.65, dependent
 P(Retinopathy/Reduced light) = P(Retinopathy) if
independent
= 21/39 39/60, 0.54 ≠ 0.65, dependent
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 Example
• Culture and Gonodectin (GD) test results for 240
Urethral discharge specimens

Culture result
GD test result Gonorrhea No Gonorrhea Total

Positive 175 9 184

Negative 8 48 56
Total 183 57 240

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 Con…
• What is the probability that a man has gonorrhea?
– P (gonorrhea) = No. of persons with gonorrhea
Total No. of sample persons
= 183/240
= 0.76

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 Con…

• What is the probability that a man has a positive GD test

and have the disease Gonorrhea?
– P(test negative | they don’t have the disease)
– P (gonorrhea) = No. of persons with true positives for test
Total No. of persons with Disease Gonorrhea)

= 175/183
= 0.96 * 100% = 96%
– N.B: True positives = Positive test result and the disease
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 Con…

• What is the probability that a man has a negative GD test

and does not have gonorrhea
– P (test positive | they have the disease)
P (-ve test ∣ No gonorrhea) = No. of persons who are true negatives for test
Total No. of persons without Gonorrhea
= 48/57
= 0.84 = 84%
N.B: True negatives = Negative test result and don’t have disease

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 Con…

• What is the probability that a man has the disease

(Gonorrhea) given the test reads positive
• P (gonorrhea ∣ the test reads positive) =

No. of persons with true positives for test

Total No. of persons with positive test result
= 175/184
= 0.95; 95%
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 Con…
• What is the probability that a man has not the disease
(Gonorrhea) given the test reads negative
• P (No gonorrhea ∣ the test reads negative) =

No. of persons with true negatives for test

Total No. of persons with Negative test result
= 48/56
= 0.86; 86%
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 Probability Distributions
• Random Variable: Any quantity or characteristic
that is able to assume a number of different values
such that any particular outcome is determined by
chance
• The variable X is a random or stochastic variable since
the value that it takes is subject to chance
• Random variables can be categorical, discrete or
continuous
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 Con...

• A discrete random variable is able to assume only a

finite or countable number of outcomes
• A continuous random variable can take on any value
in a specified interval
• For categorical variables, we obtain the frequency
distribution of each variable

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 Con...

• With numeric variables, the aim is to determine

whether or not normality may be assumed
– If not we may consider transforming the variable
or categorize it for analysis (e.g. age group)

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 Con…
Probability distribution
• It is a device used to describe the behavior that a
random variable may have by applying the theory of
probability

• The distribution of all possible values (outcomes) of a

random variable along with their respective
probabilities
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 Con…
• It is a list of the probabilities associated with the
values of the random variable obtained in an
experiment
• Therefore, the probability distribution of a random
variable is a table, graph, or mathematical formula that
gives the probabilities with which the random variable
takes different values or ranges of values.
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 Con…

• It is a function that assigns probability for each

element of random variable
• A probability distribution defines the relationship
between the outcomes and their likelihood of
occurrence
• Probabilities and probability distributions are nothing
more than extensions of the ideas of relative
frequency and histograms, respectively
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 Discrete Probability Distributions

• A discrete random variable is a variable that can

assume only a countable number of values
• Many possible outcomes:
– No. of patients tested for HIV

– No. of patients attending a health facility per day

• Only two possible outcomes:

– Yes or no responses, positive or negative test result

– Gender: male or female

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 Con…
• For a discrete random variable, the probability distribution
specifies each of the possible outcomes of the random variable
along with the probability that each will occur

• The relationship between the values and their associated

probabilities = Probability Mass Functions

• Examples can be:

– Frequency distribution
– Relative frequency distribution
– Cumulative frequency distribution
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 Con….
Properties of probability distribution of discrete random
variable
0 ≤ P(X = x) ≤ 1

∑ P(X = x) = 1

Examples of probability distributions for discrete random

variables:
– Binomial distribution

– Poisson distribution
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 Con…
• The following data shows the number of diagnostic
services a patient receives
No_ of service P (X=x)
0 0.671
1 0.229
2 0.053
3 0.031
4 0.010
5 0.006

• The sum of all the individual probabilities is 1

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 Con…
• The Cumulative Probability Distribution of X, f(x):

– It shows the probability that the variable X is less

than or equal to a certain value, P(X ≤ x)

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 Con…
• What is the probability that a patient receives exactly
3 diagnostic services?

P(X=3) = 0.031
• What is the probability that a patient receives at most
one diagnostic service or less than or equals to one?
P (X≤1) = P(X = 0) + P(X = 1)

= 0.671 + 0.229

= 0.900
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 Con…

• What is the probability that a patient receives at least

four diagnostic services?
P (X≥4) = P(X = 4) + P(X = 5)
= 0.010 + 0.006

= 0.016

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The Expected Value of a Discrete Random variable

• If a random variable is able to take on a large number

of values, then a probability mass function might not
be the most useful way to summarize its behavior
• Instead, measures of location and dispersion can be
calculated (as long as the data are not categorical)

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• The average value assumed by a random variable is
called its expected value, or the population mean
• It is represented by E(X) or µ
• To obtain the expected value of a discrete random
variable X, we multiply each possible outcome by its
associated probability and sum all values with a
probability greater than 0

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• For the diagnostic service data:

Mean (X) = 0(0.671) +1(0.229) +2(0.053)

+3(0.031) +4(0.010) +5(0.006)
= 0.498 ≈ 0.5
• We would expect an average of 0.5 services for each
visit

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01/23/2023 70
The Variance of a Discrete Random Variable

• The variance of a random variable X is called the

population variance and is represented by Var(X)or 2
• It quantifies the dispersion of the possible outcomes
of X around the expected value μ

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 For the diagnostic service data: (µ=0.5)
σ2 = ∑(xi-µ)2 p(X=xi)
= (0− 0.5)2(0.671) +(1 − 0.5)2(0.229)
+(2 − 0.5)2(0.053) +(3 − 0.5)2(0.031)
+(4 − 0.5)2(0.010) +(5 − 0.5)2(0.006)
= 0.782
Standard deviation = σ = √0.782 = 0.884

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 Binomial Distribution (CHOICE)
 It is one of the most widely encountered discrete
probability distributions
 Consider dichotomous (binary) random variable
 Is based on Bernoulli trial, James Bernouli (1654 –1705).
– When a single trial of an experiment can result in only
one of two mutually exclusive outcomes (success or
failure; dead or alive; sick or well, male/female, etc)

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 Example:
• If you take blood sample for HIV test, then
– Let Y= 1 positive and Y = 0 negative

• If you are also interested in determining whether a

newborn infant will survive until his/her 70th birthday
• Let Y represent the survival status of the child at age 70
years
– Y = 1 if the child survives and Y = 0 if he/she does not
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 Con…
 The outcomes are mutually exclusive and exhaustive

 Suppose that 72% of infants born survive to age 70

years
• P(Y = 1) = p = 0.72
• P(Y = 0) = 1 − p = 0.28
• The probability distribution of Y is:
Y=y P(Y=y)
0 0.28
1 0.72
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• A binomial probability distribution occurs when the
following requirements are met:
1. The procedure has a fixed number of trials (n)
2. The trials must be independent
3. Each trial must have all outcomes that fall into two
categories (dichotomous outcome)
4. The probabilities must remain constant for each trial
[P(success) = p]

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 Characteristics of a Binomial Distribution

 The experiment consist of n identical trials

 Only two possible outcomes on each trial
 The probability of A (success), denoted by p, remains
the same from trial to trial
 The probability of B (failure), denoted by q, (q = 1- p)
 The trials are independent
 n and  are the parameters of the binomial
distribution
 The mean is n and the variance is n(1- )
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• If an experiment is repeated n times and the outcome is
independent from one trial to another, the probability that
outcome X occurs exactly x times is:

–n : denotes the number of fixed trials

–x : denotes the number of successes in the n trials

–p : denotes the probability of success

–q : denotes the probability of failure (1- p)

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• Where is the number of combinations of n
distinct objects taken x of them at a time:

– X! = x (x-1) (x-2) …….. ( 1)

– Note: 0! =1 (by definition)

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 Con…

 The probability x successes in n trials, with probability of

success p in each trial

–n: number of trials (sample size)

–x : number of successes in the n trials

–p : probability of success

–q : probability of failure (1- p)

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 Example:

• Suppose we know that 40% of a certain population

are cigarette smokers. If we take a random sample of
10 people from this population, what is the
probability that we will have exactly 4 smokers in our
sample?

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• If the probability that any individual in the population
is a smoker to be P=0.40, then the probability that x=4
smokers out of n=10 subjects selected is:

P(X=4) =10C4(0.4)4(1-0.4)10-4

= 10C4(0.4)4(0.6)6 = 210(.0256)(.04666)

= 0.25
• The probability of obtaining exactly 4 smokers in the
sample is about 0.25.
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 Con…

• We can compute the probability of observing zero

smokers out of 10 subjects selected at random, exactly 1
smoker, and so on, and display the results in a table, as
given (next slide)

• E.g. The third column, P(X ≤ x), gives the cumulative

probability of selecting 3 or fewer smokers into the
sample of 10 subjects is
– P(X ≤ 3) =0.3823, or about 38%
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01/23/2023 84
 Exercise

• Each child born to a particular set of parents has a

probability of 0.25 of having blood type O. If these parents
have 5 children;
What is the probability that
– Exactly two of them have blood type O
– At most 2 have blood type O
– At least 4 have blood type O
– 2 do not have blood type O
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The mean and variance of binomial distribution

 once n and p are specified, we can compute the

proportion of success
p = x/n
• And the mean and variance of the distribution are
given by :
E(X) = μ = np, σ2 = npq, σ =

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 Example:
• 70% of a certain population has been immunized for
polio. If a sample of size 50 is taken, what is the
“expected total number”, in the sample who have been
immunized?
– µ = np = 50(.70) = 35
• This tells us that “on the average” we expect to see 35
immunized subjects in a sample of 50 from this
population.
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 Con…
• If repeated samples of size 10 are selected from the
population of infants born, the mean number of children
per sample who survive to age 70 would be (given p=0.72)
µ = np = (10)(0.72) = 7.2
• The variance would be npq = (10)(0.72)(0.28) = 2.02 and
the SD would be:
√2.02 = 1.42

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 Exercise: Suppose that in a certain malarious area past
experience indicates that the probability of a person with a high
fever will be positive for malaria is 0.7. Consider 3 randomly
selected patients (with high fever) in that same area.
1) What is the probability that no patient will be positive for
malaria?
2) What is the probability that exactly one patient will be positive for
malaria?
3) What is the probability that exactly two of the patients will be
positive for malaria?
4) What is the probability that all patients will be positive for
malaria?
5) Find the mean and the SD of the probability distribution given
above.

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 Con…

Answer:
1) 0.027
2) 0.189
3) 0.441
4) 0.343
5) μ = 2.1 and σ = 0.794

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Continuous Probability Distributions CHOICE

• A continuous random variable X can take on any value

in a specified interval or range
• With a large number of class intervals, the frequency
polygon begins to resemble a smooth curve
• The probability distribution of X is represented by a
smooth curve called a probability density function

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 Con…
• Instead of assigning probabilities to specific outcomes of
the random variable X, probabilities are assigned to
ranges of values
– A continuous probability distribution describes how likely
it is that a continuous random variable takes values
within certain ranges
• The probability associated with any one particular value is
equal to 0
– Therefore, P(X=x) = 0

– Also, P(X ≥ x) = P(X > x)

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 Con…
• Probability distributions for a continuous random
variable differ from discrete distributions in several
ways:
– An event can take on any value within the range of the
random variable and not just integers
– The probability of any specific value is zero
– Probabilities are expressed in terms of an area under a
curve (probability is measured area under the curve)
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 Con…

• Thus, the probability that X will assume some value

in the interval enclosed by two ranges say x1 and x2

• As a continuous variable can take an infinite number

of values, it helps to visualize the probability
distribution as a curve and probabilities as ‘area
under the curve’
• It is also called normal distribution
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 The Normal Distribution
• The ND is the most important probability distribution in
statistics
• Frequently called the “Gaussian distribution” or bell-shape
curve

• A normal distribution is a continuous, symmetric, bell-shaped

distribution of a variable
• Variables such as blood pressure, weight, height, serum
cholesterol level, and IQ score are approximately normally
distributed
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 Con…

• The ND is vital to statistical work, most estimation

procedures and hypothesis tests underlie ND
• The concept of “probability of X=x” in the discrete
probability distribution is replaced by the
“probability density function f(x)

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 Con…
• The normal distribution is a theoretical, continuous
probability distribution whose equation is:

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 Properties of the Normal Distribution
 It is a probability distribution of a continuous variable. It
extends from minus infinity( -∞) to plus infinity (+∞).
 It is symmetrical about its mean
 The mean, the median and mode are almost equal. It is
unimodal
 The total area under the curve about the x-axis is 1
square unit
01/23/2023
The curve never touches the x-axis. i.e. It is asymptotic 99
 Con…

• The distribution is completely determined by the

parameters μ and σ.
• Changing μ alone shifts the entire normal curve
to the left or right
• Changing σ alone changes the degree to which
the distribution is spread out

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1. The mean μ tells you about location -
– Increase μ - Location shifts right

– Decrease μ – Location shifts left

– Shape is unchanged

2. The standard deviation tells you about narrowness or flatness of the

bell
– Increase standard deviation - Bell flattens

• Extreme values are more likely

– Decrease standard deviation - Bell narrows

• Extreme values are less likely

– Location is unchanged
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 Con…

• If the variable X has a normal distribution, the

probability that X has a value within:
– One standard deviation of the mean is 0.68
– Two standard deviation of the mean is 0.95

– Three standard deviation of the mean is 0.997

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Perpendiculars of:
±1 SD contain about 68%;
±2 SD contain about 95%;
±3 SD contain about 99.7% of the area under the curve.

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 Con…

• 68% of the values of X fall within one standard

deviation of the mean,
• 95% of the values are found within two standard
deviations of the mean and
• 99.7% of the values are found within three standard
deviations of the mean

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 Con…

• We have different normal distributions depending on

the values of mean and standard deviation
• We cannot tabulate every possible distribution
• Tabulated normal probability calculations are
available only for the ND with μ = 0 and standard
deviation=1

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 Standard Normal Distribution

• It is a normal distribution that has a mean equal to 0

and a SD equal to 1, and is denoted by N(0, 1).
• The main idea is to standardize all the data that is
given by using Z-scores.
• These Z-scores can then be used to find the area (and
thus the probability) under the normal curve.

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 Z – Transformation CALCULATION(4PT)

• If a random variable X~N(µ,σ) then we can transform it to

a SND with the help of Z transformation

• Translate from x to the standard normal (the “z”

distribution) by subtracting the mean of x and dividing by

its standard deviation:

01/23/2023
Z represents the Z-score for given x value
108
 Con…

• If x is normally distributed with mean of 100 and

standard deviation of 50, the z value for x = 250 is:

• This says that x = 250 is three standard deviation

(3 increments of 50 units) above the mean of 100

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 Con…
• This process is known as standardization and gives
the position on a normal curve with µ=0 and δ=1,
i.e., the SND, Z
• A Z-score is the number of standard deviations that
a given x value is above or below the mean (µ)
• A z-score measures the distance of any observation
from its distribution’s mean in units of standard
deviation
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The total area under the curve is 1.0, and the curve is
symmetric, so half is above the mean, half is below

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 Finding normal curve areas

• The table gives different areas of probability

• To find the area under any normal curve, we first find the

z-score of the normal random variable

• By using the formula

• Then we use a table to find the area

• Draw a standard normal curve and shade the desired

area
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 Con…

• Find the z value in tenths in the column at left margin

and locate its row
• Find the hundredths place in the appropriate column

• Read the value of the area (P) from the body of the
table where the row and column intersect
• Values of P are in the form of a decimal point and
four places
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 Exercise

• If Z = 0.10, the area to the left of Z is ______.

• If Z = 1.14, the area to the right of Z is ______.
• If Z = -1.14, the area to the left of Z is ______.

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 Example-1

• Suppose that total carbohydrate intake in 12-14 year old

males is normally distributed with mean 124 g/1000 cal
and SD 20 g/1000 cal
A) What percent of boys in this age range have
carbohydrate intake above 140g/1000 cal?
B) What percent of boys in this age range have
carbohydrate intake below 90g/1000 cal?
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 Con…

• Let X be carbohydrate intake in 12-14-year-old males

and X ∼ N (124, 400)
a) P(X > 140) = P(Z > (140-124)/20) = P(Z > 0.8)
= 0.2119
b) P(X < 90) = P(Z < (90-124)/20) = P(Z < -1.7)
= 0.0446

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 Example-2

• A data collected on systolic blood pressure (SBP) in

normal healthy individuals is normally distributed with
μ = 120 mmHg and σ = 10 mmHg
1) What proportion of normal healthy individuals
have a SBP above 130 mmHg?
2) What proportion of normal healthy individuals
have a SBP between 100 and 140 mmHg?

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 Solutions
• X~N(120,10 )
• P(X>130)= P(Z>130-120/10)

= P(Z>1)
= 0.1587
⇒ 15.9% of normal healthy individuals have a systolic
blood pressure greater than 130mm Hg.

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P(100<X<140) = P(100-120/10<Z<140-120/10)
= P(‐2<Z<2)
= 0.9544
• ⇒ 95.4% of normal healthy individuals have a systolic
blood pressure between 100 and 140 mm Hg.

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 Example-3
• Assume that among diabetics the fasting blood level of
glucose is approximately normally distribute with a mean of
105 mg per 100 ml and SD of 9 mg per 100 ml.

a) What proportions of diabetics have levels between 90 and 125 mg

per 100 ml?
b) What proportions of diabetics have levels below 87.4 mg per 100 ml?
c) What level cuts of the lower 10% of diabetics?
d) What are the two levels which encompass 95% of diabetics?

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 Con…

a. P(90<X<125) = P(90-105/9<Z<125-105/9)

= P(‐1.67<Z<2.22)

= 0.9393 (93.9%)
b. P(Z<87.4-105/9)
=P(Z<-1.96)

=0.025 (2.5%)

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 Con…
c. The lower 10% of diabetes
• p=0.1……………….. Find this probability from
SND table and the corresponding Z-value
Z=-1.28 (since it is the lower 10%)
Z=X-105/9
-1.28 = X-105/9
X = (9 x -1.28)+105
X = 93.75

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 Con…
d. The points encompass 95% of diabetics
95% means -1.96 to 1.96
The lower (-1.96) and the upper (1.96)
-1.96=X-105/9 and 1.96=X-105/9
X=(-1.96x9)+105 and X=(1.96x9)+105
X=87.36 and X=122.64

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Thank
you
01/23/2023 129