Probability and probability distribution

Samrawit .F(Msc. Biostatistics)

1
 Objectives
At end of this session students are able to:
• Understand the concepts and characteristics of probabilities and probability
distributions
• Understand the different events
• Compute probabilities of events
• Differentiate the difference between marginal, conditional and joint probabilities
of events.
• Differentiate b/n permutation and combination
• Understand the rules of probability
 Introduction
People use the term probability many times each day. For example, physician says that
a patient has a 50-50 chance of surviving a certain operation..
• The theory of probability provides the foundation for statistical inference. It helps
us to deal with uncertainty.
Definition:
In general, probability is the chance of an outcome of an experiment. It is the measure
of how likely an outcome is to occur
If an event can occur in N mutually exclusive and equally likely ways, and if m of
these possess a trait, E, the probability of the occurrence of E is read as: P(E) = m/N
 Review of set theory

l Set - a collection of elements or objects of interest

üEmpty set (denoted by )
l a set containing no elements
üUniversal set (denoted by S)
l a set containing all possible elements
üComplement (Not). The complement of A is
A
l a set containing all elements of S not in A
 Complement of a Set

Venn Diagram illustrating the Complement of an event

 Cont’d….

ü Intersection (And)
– a set containing all elements in both A and B
ü Union (Or)
– a set containing all elements in A or B or both
üMutually exclusive or disjoint sets
–sets having no elements in common, having no intersection, whose
intersection is empty set
Sets: A Intersecting with B
S

A
B
Sets: A Union B
S

A
B
Mutually Exclusive or Disjoint Sets have nothing in common

B
A
 Definition
v Experiment : Any process of observation or measurement or any process which
generates well defined outcome.
It consists of a number of trials under the same condition.

v Probability experiment : It is an experiment that can be repeated any number of

times under similar conditions.

is an action through which specific results (counts, measurements or responses) are

obtained.
 Cont’d….
Example: If a fair die is rolled once it is possible to list all the possible outcomes
i.e.1, 2, 3, 4, 5, 6 but it is not possible to predict which outcome will occur.
üCoin toss: Heads, Tails
üThrow die: 1, 2, 3, 4, 5, 6

v Outcome: The result of a single trial in a probability experiment

vSample space: collection of unique, non-overlapping possible outcomes

of a random circumstance. The set of all possible outcomes for an
experiment is the sample space.
E.g.: Roll a regular six-sided die
 Cont’d….
vEvent: subset of sample space. A collection of one or more simple
events in the sample space; often written as : A, B, C, and so on.

They are denoted by capital letters. E.g. Possibility to get Even

number and getting number 7
A = {2,4,6} , B= {}

v Equally-likely outcomes: Events which have the same chance of occurring

vComplement sometimes, we want to know the probability that an

event will not happen; an event opposite to the event of interest is
 Cont’d….

v If A is an event, its complement is The probability of the

complement is AC or A-
• Example: The complement of male event is the female.

v Suppose A and B are complementary events. Therefore:

P (B) = P (� ) = 1- P (A): Where P (A) + P (B) = 1.00
 Cont’d….
vMutually Exclusive Events: Two events which cannot happen at the
same time.

vIndependent Events: Two events are independent if the occurrence

of one does not affect the probability of the other occurring.

v Dependent Events: Two events are dependent if the first event

affects the outcome or occurrence of the second event in a way the
probability is changed.
 The Probability of an Event
v P(A) must be between 0 and 1 inclusive.
If event A can never occur, P(A) = 0. If event A always occurs when the
experiment is performed, P(A) =1.
v The sum of the probabilities for all simple events in S equals 1. A probability
lies on the interval [0,1] or 0≤Pr(E)≤1.
v Probabilities can be found using
ü Estimates from Empirical studies
ü Common sense estimates based on equally likely events (classical
probability)
 Views of Probability
1) Subjective:
It is an estimate that reflects a person’s opinion, or best guess about
whether an outcome will occur.
• It could be mentioned that subjectively assessed probabilities
(and probability distributions) play an important role in the
Bayesian approach to statistics which is likely to become
increasingly important in future.
 Cont’d….
2) Objective
a) Classical/theoretical Probability
• It is well known that the probability of flipping a fair coin and
getting a “tail” is 0.50.
• If a coin is flipped 10 times, is there a guarantee, that exactly 5 tails
will be observed
• If the coin is flipped 100 times? With 1000 flips?
• As the number of flips becomes larger, the proportion of coin flips
 Cont’d….
v Classical (or theoretical) probability is used when each outcome in a

sample space is equally likely to occur. The classical probability for

event E is given by
Number of outcomes in event
P (E)=
Total number of outcomes in sample space

Example:

A die is rolled. Find the probability of Event A: rolling a 5

 Example
Example 1: A fair die is tossed once. What is the probability of getting
a) Number 4?
b) An odd number?
c) An even number?
d) Number 8?
Example 2: A box of 80 candles consists of 30 defective and 50 non
defective candles. If 10 of this candles are selected at random, what
is the probability that
a) All will be defective.
b) 6 will be non defective
Example 1
Example 2
 Cont’d…..
b) Empirical (or statistical) probability: is based on observations
obtained
from probability experiments. The empirical frequency of an event E is
the relative frequency of event E.

Assuming that an experiment can be repeated many times and assuming

that there are one or more outcomes that can result from each repetition.
Then, the probability of a given outcome is the number of times that
outcome occurs
 Example
• Example: A travel agent determines that in every 50 reservations
she makes, 12 will be for a cruise. What is the probability that the
next reservation she makes will be for a cruise?
12
P(cruise) = � = = 0.24
50
 Probability

Marginal, Conditional and Joint Probabilities

 Problem 1

Blood
Males Females Total
Group

O 20 20 40
A 17 18 35
B 8 7 15
AB 5 5 10

Total 50 50 100
 Problem 2
• an outbreak of food poisoning occurs in a group of students who
attended a party

ill not ill Total

Ate Barbecue 90 30 120

Did not eat

20 60 80
Barbecue

Total 110 90 200

 Marginal probabilities
• Named so because they appear on the “margins” of a probability
table. It is probability of single outcome

• Example: In problem 1, P(Male), P(Blood group A)

P(Male) = number of males/total
number of subjects
= 50/100
= 0.5
 Conditional probabilities
• It is the probability of an event on condition that certain criteria is
satisfied
Example: If a subject was selected randomly and found to be female
what is the probability that she has a blood group O
Here the total possible outcomes constitute a subset (females) of
the total number of subjects.
This probability is termed probability of O given F
 Joint probability

• It is the probability of occurrence of two or more events

together
Example: Probability of being male & belong to blood group
AB
P(M and AB) = P(M∩AB)
= 5/100
= 0.05
 Properties
ü The probability ranges between 0 and 1

üIf an outcome cannot occur, its probability is 0

üIf an outcome is sure, it has a probability of 1

üThe sum of probabilities of mutually exclusive outcomes is

equal to 1
P(M) + P(F) = 1
P (M and F) =0
 Rules of probability

1. Multiplication rule
2. Additive rule
3. Bayes Rule
1) Independence and multiplication rule: suppose events A
and B are independent
P(A and B) = P(A) P(B)
P(B/A)=p(B)
 Example
The joint probability of being male and having blood type O

v To know that two events are independent compute the marginal and
conditional probabilities of one of them if they are equal the two
events are independent. If not equal the two events are dependent:
P(O) = 40/100 = 0.40
P(O\M) =20/50 = 0.40
• Then the two events are independent
P(O∩M) = P(O)XP(M) = (40/100)X(50/100)
 Rules of probability
Multiplication rule: - in a sequence of n events in which the first event has k
possibilities… the nth event has kn possibilities, then the total possibilities of the
sequence will be k1.k2….kn.

Dependence and the modified multiplication rule -P(A and B) = P(A) P(B\A)

A and B are not independent P(B\A) ≠ P(B)

• Example: - in a personnel department a larger corporation wishes to issue each

employee an ID cards with two letters followed by two digit numbers. How
many possible ID cards can be imposed?
 Cont’d….
• Solution

• Thus the total number of ID cards issued could be:

=26*26*10*10=67600(with repetition)
=26*25*10*9=58500 (with repetition)
 Rules of probability ….
2) Addition rule
A and B are mutually exclusive The occurrence of one event precludes
the occurrence of the other

• P(A OR B) = P(A U B) = P(A) + P(B)

Example: The probability of being either blood type O or blood type

A
P(OUA) = P(O) + P(A)
 Cont’d….
• A and B are non mutually exclusive (Can occur together)

P(A) P(B)

P(A ∩ B)

P(A OR B) = P(A U B) = P(A) + P(B) - P(A ∩ B)

 Example:
• Two events are not mutually exclusive or joint (male gender and
blood type O).
P(M OR O) = P(M)+P(O) – P(M∩O)
= 0.50 + 0.40 – 0.20
= 0.70
 The Law of Total Probability

• Let S1 , S2 ,..., Sk be mutually exclusive and exhaustive events

(that is, one and only one must happen). Then the probability of
another event A can be written as:
� � = � (� ∩ � 1) + � � ∩ � 2 +…..+ � (� ∩ � � )
= P(� 1)� (� |� 1) + P(� 2)� (� |� 2)+…+ P(� � )� (� |�
� )
 Bayes’ Rule
vBayes’ theorem (alternatively Bayes’ law or Bayes’ rule) describe the
probability of an event, based on prior knowledge of conditions that
might be related to the event. For example, if cancer is related to age,
then, using Bayes’ theorem, a person's age can be used to more
accurately assess the probability that they have cancer than can be done
without knowledge of the person’s age

v Bayes’ Rule is a simple formula relating the values of P(A|B) and

P(B|A). It has several forms and interesting consequences.
 Bayes’ Rule
• Given events H and E in a sample space S with probability measure

P it holds that P(H|E)=P(H)P(E|H)/P(E)

• Proof: By definition of conditional probability,
P(H|E)=P(HE)/P(E). By the product rule P(HE)=P(H)P(E|H).
Therefore P(H|E)=P(H)P(E|H)/P(E).

• Here we use H and E to stand for Hypothesis and Evidence. We

sometimes conceive of Bayes’ Rule as telling us how to revise the
 Bayes’ Rule
• Example: You are living in a dorm. One night the fire alarm goes off. How likely is it that there is a fire?
Here H is the event “there is a fire” and E is the event “the fire alarm goes off.” You want to know P(H|E).
You estimate that all things being equal a fire is unlikely on a given night, setting P(H)=0.001
(roughly one fire in three years). You know that in a typical semester of about 100 days there are about 3
fire alarms (typically false alarms), so you estimate P(E)=0.03. Finally you guess that it is nearly certain
someone would set off the alarm if there really were a fire, so you estimate P(E|H)=0.98. By Bayes’ Rule,
P(H|E)=P(H)P(E|H)/P(E)=(0.001)(0.98)/(0.03)=0.033
 Cont’d….
• Notes to the example: From one point of view the alarm is almost meaningless. There is
only 3.3% chance of a fire. Why is it so low? Your probabilities say that in 100 days you
should expect 30 alarms but only one fire. Thus your chance of having fire with the alarm
is 1/30. From another point of view the alarm carries a lot of weight: The alarm raises the
likelihood of a fire thirtyfold,from 0.1% to 3.3% (that is 1/1000 to 1/30). This is how the
evidence (alarm) causes you to revise your estimate of the hypothesis (fire). In any case
the difference between P(H|E) and P(E|H) is large: 0.033 to 0.98, a clear example of how
these quantities need not be equal.
 Bayes’ Rule

• Theorem 2.17 (Bayes’ Rule, extended form)

– Under the same circumstances as before
 Cont’d….
• Example
– At a college, 40% of the students are freshmen, 25%
sophomores, 20% juniors, and 15% seniors (These are your H’s,
partitioning the whole population of students). Among students
on the honor roll (your evidence E), 5% are freshmen (the
percentage of E among freshmen), 10% are sophomores, 18%
are juniors, and 22% are seniors. What percentage of
honor roll students are sophomores? By Bayes’ Rule the
probability is .
0.25∗0.1
= = 0.219=21.9%
0.4∗0.05 +0.25∗0.1 +0.2∗0.18 +0.15∗0.22
 3) The rules of Probability
• Rule l: let A be an event and A’ be the complement of A with respect to a given
sample space of an experiment, then P(A’)=1-P(A)
• Proof: let S be a sample space S=A UA’ and, A and A’ are mutually exclusive
• A∩ A’ = ⊘
• P(S) = P (A UA’) = P (A’) + P (A) and P(S) = 1
• 1= P (A’) + P (A) => P (A’) = 1-P (A)
• Rule 2: let A and B are events of a sample space S, then
• P (A’∩ B) = P (B)-P (A ∩ B)
• Proof: B =S∩ B = (A∪A’) ∩B = (A ∩B) U (A’ ∩B)
• Case 1: if A∩ B ≠ ⊘ , then P (B) =P (A ∩B) +P (A’∩ B)
• P (A’∩ B) = P (B) – P (A ∩B)
• Case 2: if A∩ B = ⊘ , then P (B) =P (A∩ B) + P (A’ ∩ B)
since P (A ∩ B) = P (⊘ ) =0
=> P (B) = P (A’ ∩ B)
 Cont’d….
• Rule 3: Suppose A and B are two events of a sample space, then
P (AU B) = P (A) + P (B) - P (A∩ B)
P ( A  B )  0 so P ( A  B )  P ( A )  P ( B )

Example: A fair die is thrown twice. Calculate the probability that the sum of
spots on the face of the die that turn up is divisible by 2 or 3.
Solution:
• S={(1,1),(1,2),(1,3),(1,4),(1,5),(1,6),(2,1),(2,2),(2,3),(2,4),(2,5),(2,6),
(3,1), (3,2), (3,3),(3,4),(3,5),(3,6),(4,1),(4,2),(4,3),(4,4),(4,5),(4,6),(5,1), (5,2),
(5,3),(5,4), (5,5),(5,6),(6,1),(6,2),(6,3),(6,4),(6,5),(6,6)}
 Solution

• This sample space has 6*6 =36 elements let E1 be the event that the sum of
the spots on the die is divisible by 2 and E2 be the event that the sum of the
spots on the die is divisible by three, then
• P (E1 or E2) = P (E1 U E2)
= P (E1) +P (E2) – P (E1 ∩ E2)
= 18/36 + 12/36 -6/36
= 24/36 = 2/3
Fundamental of Counting Principle

Permutations and combination

 Permutations

A permutation is an ordered arrangement of objects. The number

of different permutations of n distinct objects is n!.
n! = n · (n – 1)· (n – 2)· (n – 3)· …· 3· 2· 1

• Example: How many different surveys are required to cover all

possible question arrangements if there are 7 questions in a
survey?
7! = 7 · 6 · 5 · 4 · 3 · 2 · 1 = 5040 surveys
 Permutation of n Objects Taken r at a Time

v The arrangement of n objects in a specified order using r objects at a time is

called the permutation of n objects taken r objects at a time. It is written as and

the formula is n !
n P r 
( n  r )!

The number of permutations of n objects in which k1 are alike k2 are alike

n!

k1!*k 2 * ... * k n
Example:
You are required to read 5 books from a list of 8. In how many different
orders can you do so?
 Distinguishable Permutations

• The number of distinguishable permutations of n objects, where n1

are one type, n2 are another type, and so on is
�!
where n1+n2+n3……nk=n
�1!.�2!.�3!……��!

• Example: Jessie wants to plant 10 plants along the sidewalk in her

front yard. She has 3 rose bushes, 4 daffodils, and 3 lilie. In how
many distinguishable ways can the plants be arranged?
 Combination of n Objects Taken r at a Time
• A combination is a selection of r objects from a group of n things
when order does not matter. The number of combinations of r objects
selected from a group of n objects is
n n!
   n C r 
r  r ! ( n  r )!

Example: You are required to read 5 books from a list of 8. In how many different
ways can you do so if the order doesn’t matter?
 Application of Counting Principles
• Example:
In a state lottery, you must correctly select 6 numbers (in any order) out of 44 to win
the grand prize.
a.) How many ways can 6 numbers be chosen from the 44 numbers?
b.) If you purchase one lottery ticket, what is the probability of winning the top prize?
44!
a) 44C6= = 7,059,052 combinations
6!38!

b) there is only one winning ticket therefore

1
p(win)= = 0.00000014
7059052
 Exercises

1 A lock consists of five parts and can be assembled in any order.

A quality control engineer wants to test each order for efficiency
of assembly. How many orders are there?
2. Three members of a 5-person committee must be chosen to
form a subcommittee. How many different subcommittees could
be formed?
Probability Distributions

5
5
 Objectives

At the end of this sessions, students will be able to:

o The differentiate the different probability distributions.

o Understand the assumptions of probability distributions

o Apply discrete probability distributions

o Compute mean and variance for different discrete
probability distribution.

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6
 Probability distributions
• If we measure a random variable many times, we can build up a

distribution of the values it can take.

• Imagine an underlying distribution of values which we would get if it

was possible to take more and more measurements under the same

conditions. This gives the probability distribution for the variable.

• A probability distribution is a definition of probabilities of the values of

random variable.
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 Usage of Probability Distribution
• Distribution (discrete/continuous) function is widely used in simulatio n studies
• A simulation study uses a computer to simulate a real phenomenon or process as
closely as possible.
• The use of simulation studies can often eliminate the need of costly experiments and is
also often used to study problems where actual experimentation is impossible.

• Examples 4.4:
1) A study involving testing the effectiveness of a new drug, the number of cured patients
among all the patients who uses such a drug approximately follows a binomial
distribution.
2) Operation of ticketing system in a busy public establishment (e.g., airport), the arrival of
passengers can be simulated using Poisson distribution.
 Families of probability Distributions
1) Families of Discrete Probability 2) Families Continuous Distributions
Distributions o Continuous uniform probability
o Discrete uniform probability distribution
distribution
o Normal distribution
o Geometric distribution
o Standard normal distribution
o Binomial probability distribution
o Chi-squared distribution
o Poisson probability distribution
o Gamma distribution
o Multinomial distribution
o Exponential distribution
o Hyper-geometric distribution
o Lognormal distribution

o Weibull distribution
59
 Families of discrete prob. Distr…

• Do not use a particular distribution unless you are

satisfied that the assumptions which underlie it are (at least

approximately)satisfied.

60
 Random Variables
A random variable x represents a numerical value associated with
each outcome of a probability distribution.
A random variable is discrete if it has a finite or countable number
of possible outcomes that can be listed.

0 2 4 6 8 10

A random variable is continuous if it has an uncountable number or

possible outcomes, represented by the intervals on a number line.

x
0 2 4 6 8 10
Discrete Probability Distributions
A discrete probability distribution lists each possible value the
random variable can assume, together with its probability. A
probability distribution must satisfy the following conditions.
In Symbols
In Words

1. The probability of each value of 0  P (x)  1

the discrete random variable is
between 0 and 1, inclusive.

2. The sum of all the probabilities ΣP (x) = 1

is 1.
 Probability functions
• A probability function maps the possible values of x
against their respective probabilities of occurrence,
p(x)

• p(x) is a number from 0 to 1.0.

• The area under a probability function is always 1.

63
Discrete example:
roll of a die
p(x)

1/6

x
1 2 3 4 5 6

 P (x) 1
all x
64
Probability mass
function (PMF)
x p(x)
1 p(x=1)=1/6

2 p(x=2)=1/6

3 p(x=3)=1/6

4 p(x=4)=1/6

5 p(x=5)=1/6

6 p(x=6)=1/6
1.0 65
Cumulative Distribution
Function (CDF)

1.0 P(x)
5/6
2/3
1/2
1/3
1/6
1 2 3 4 5 6 x

66
Cumulative distribution
function
x P(x≤A)
1 P(x≤1)=1/6

2 P(x≤2)=2/6

3 P(x≤3)=3/6

4 P(x≤4)=4/6

5 P(x≤5)=5/6

6 P(x≤6)=6/6
67
 Examples
1. What‟s the probability that you roll a 3 or less?

P(x≤3)=1/2

2. What‟s the probability that you roll a 5 or higher?

P(x≥5) = 1 – P(x≤4) = 1-2/3 = 1/3

68
 Practice Problem
Which of the following are probability functions?

a. f(x)=.25 for x=9,10,11,12

b. f(x)= (3-x)/2 for x=1,2,3,4

c. f(x)= (x2+x+1)/25 for x=0,1,2,3

69
 Answer
(a)
a. f(x)=.25 for x=9,10,11,12

x f(x) Yes, probability

function!
9 .25
10 .25
11 .25

12 .25
1.0 70
 Answer
(b)
b. f(x)= (3-x)/2 for x=1,2,3,4

x f(x)
Though this sums to 1,
1 (3-1)/2=1.0 you can‟t have a
negative probability;
2 (3-2)/2=.5 therefore, it‟s not a
probability function.
3 (3-3)/2=0

4 (3-4)/2=-.5
71
 Answer
(c)
c. f(x)= (x2+x+1)/25 for x=0,1,2,3

x f(x)

0 1/25
1 3/25 Doesn‟t sum to 1. Thus,
it‟s not a probability
2 7/25
function.
3 13/25
24/25 72
 Practice Problem:
• The number of ships to arrive at a harbor on any given day is a random
variable represented by x. The probability distribution for x is:

x 10 11 12 13 14
P(x) .4 .2 .2 .1 .1

Find the probability that on a given day:

a. exactly 14 ships arrive p(x=14)= .1
b. At least 12 ships arrive p(x12)= (.2 + .1 +.1) = .4
c. At most 11 ships arrive p(x≤11)= (.4 +.2) = .6

73
 Practice Problem:
You are lecturing to a group of 1000 students. You ask them to each randomly pick an
integer between 1 and 10. Assuming, their picks are truly random:
• What’s your best guess for how many students picked
the number 9?

Since p(x=9) = 1/10, we’d expect about 1/10th of the 1000 students to pick 9. 100
students.
• What percentage of the students would you expect picked a number less than or
equal to 6?
Since p(x≤ 6) = 1/10 + 1/10 + 1/10 + 1/10 + 1/10
+ 1/10 = 0.6= 60%

74
 Constructing a Discrete Probability Distribution
Guidelines
Let x be a discrete random variable with possible outcomes x1, x2,
… , xn.
1. Make a frequency distribution for the possible
outcomes.
2. Find the sum of the frequencies.
3. Find the probability of each possible outcome by
dividing its frequency by the sum of the frequencies.
4. Check that each probability is between 0 and 1 and
that the sum is 1.
 Constructing a Discrete Probability Distribution
Example: The spinner below is divided into two sections. The
probability of landing on the 1 is 0.25. The probability of landing on
the 2 is 0.75. Let x be the number the spinner lands on. Construct a
probability distribution for the random variable x.

1 x P (x)
1 0.25 Each probability is
2
2 0.75 between 0 and 1.
Constructing a Discrete Probability Distribution
Example: The spinner below is spun two times. The probability of
landing on the 1 is 0.25. The probability of landing on the 2 is 0.75.
Let x be the sum of the two spins. Construct a probability distribution
for the random variable x.

1 The possible sums are 2, 3, and 4.

2 P (sum of 2) = 0.25  0.25 = 0.0625

Spin a 1 on the first “and” Spin a 1 on the second

spin. spin.
Constructing a Discrete Probability Distribution
Example continued:

P (sum of 3) = 0.25  0.75 = 0.1875

1 Spin a 1 on the first “and” Spin a 2 on the second
spin. spin.
2

“or”
P (sum of 3) = 0.75  0.25 = 0.1875
Sum of
P (x)
spins, x Spin a 2 on the first“and”
Spin a 1 on the second
spin.
2 0.0625 spin.
3 0.375
4 0.1875 + 0.1875
Constructing a Discrete Probability Distribution
Example continued:

1
P (sum of 4) = 0.75  0.75 = 0.5625
Spin a 2 on the first“and” Spin a 2 on the second
2
spin. spin.

Sum of
P (x) Each probability is between 0 and 1, and
spins, x
2 0.0625 the sum of the probabilities is 1.
3 0.375
4 0.5625
 Graphing a Discrete Probability Distribution
Example:
Graph the following probability distribution using a histogram.

Sum of P(x)
Sum of Two Spins
P (x)
spins, x 0.6
2 0.0625 0.5
3 0.375
0.4
4 0.5625

Probability
0.3

0.2

0.1

0 x
2 3 4
Sum
 Mean
The mean of a discrete random variable is given by
μ = ΣxP(x).
Each value of x is multiplied by its corresponding probability and the
products are added.

Example: Find the mean of the probability distribution for the sum
of the two spins.

x P (x) xP (x)
2 0.0625 2(0.0625) = 0.125 μ = ΣxP(x) = 3.5

3 0.375 3(0.375) = 1.125 The mean for the two spins is

3.5.
4 0.5625 4(0.5625) = 2.25 81
 Variance
The variance of a discrete random variable is given by
2 = Σ(x – μ)2P (x).

Example: Find the variance of the probability distribution for the

sum of the two spins. The mean is 3.5.

ΣP(x)(x – 2)2
x P (x) x– μ (x – μ)2 P ( x )(x – μ ) 2
 0.376
2 0.0625 –1.5 2.25  0.141
3 0.375 –0.5 0.25  0.094
The variance for the
4 0.5625 0.5 0.25  0.141 two spins is
approximately 0.376
82
 Standard Deviation
The standard deviation of a discrete random variable is
given by
σ= σ 2.
Example: Find the standard deviation of the probability distribution
for the sum of the two spins. The variance is 0.376.

σ  σ2
x P (x) x– μ (x – μ) 2 P ( x )(x – μ)2
 0.376  0.613
2 0.0625 –1.5 2.25 0.141
Most of the sums
3 0.375 –0.5 0.25 0.094
differ from the
4 0.5625 0.5 0.25 0.141 mean by no more
than 0.6 points. 83
 Expected Value
The expected value of a discrete random variable is equal to the
mean of the random variable.
Expected Value = E(x) = μ = ΣxP(x).

Example: At a raffle, 500 tickets are sold for $1 each for two prizes
of $100 and $50. What is the expected value of your gain?

Your gain for the $100 prize is $100 – $1 = $99.

Your gain for the $50 prize is $50 – $1 = $49.

Write a probability distribution for the possible gains (or

outcomes).
84
 Expected Value
Example continued: At a raffle, 500 tickets are sold for $1 each for
two prizes of $100 and $50. What is the expected value of your
gain?

Gain, x P (x) E(x) = ΣxP(x).

1
$99 500  $99  1  $49  1  ($1)  498
1 500 500 500
$49
500
 $0.70
498
–$1
500
Because the expected value is negative, you
Winning no
can expect to lose $0.70 for each ticket you
prize
buy.
85
 Binomial Distribution
• In many situations, an outcome has only two outcomes: success and failure.
– Such outcome is called dichotomous outcome.
• An experiment when consists of repeated trials, each with dichotomous
outcome is called Bernoulli process. Each trial in it is called a Bernoulli trial.
Example 4.5: Firing bullets to hit a target.
• Suppose, in a Bernoulli process, we define a random variable X ≡ the
number of successes in trials.
• Such a random variable obeys the binomial probability distribution, if the
experiment satisfies the following conditions:
1) The experiment consists of n trials.
2)Each trial results in one of two mutually exclusive outcomes, one labelled
a “success” and the other a “failure”.
3) The probability of a success on a single trial is equal to �. The value of �
remains constant throughout the experiment.
4) The trials are independent. 86
 Binomial Experiments
Example: Decide whether the experiment is a binomial experiment. If it is,
specify the values of n, p, and q, and list the possible values of the random
variable x. If it is not a binomial experiment, explain why?
Example: A study on health is concerned with the incidence of childhood
measles in parents of childbearing age in a city. For each couple, we would like
to know how likely, it is that either the mother or father or both have had
childhood measles. The current census data indicates that 20% adults between the
ages 17 and 35 (regardless of sex) have had childhood measles.
X = having had childhood measles a success
p = 0.2, the probability that a parent had childhood measles
n = 2, here a couple is an experiment and an individual a trial, and the
number of trials is two
Thus,
2!
� � = 0 = 0! 2−0 !
(0.2)0 (0.8)2−0 = �. ��
2!
� �=1 = (0.2)1 (0.8)2−1 = �. ��
1! 2 − 1 !
2!
� �=2 = (0.2)2 (0.8)2−2 = �. ��
2! 2 − 2 !
 Binomial Experiments
Example: Decide whether the experiment is a binomial experiment.
If it is, specify the values of n, p, and q, and list the possible values
of the random variable x. If it is not a binomial experiment, explain
why.

• You roll a die 10 times and note the number the die lands on.

This is not a binomial experiment. While each trial (roll) is

independent, there are more than two possible outcomes: 1, 2, 3, 4,
5, and 6.
 Binomial Probability Formula
In a binomial experiment, the probability of exactly x
successes in n trials is
P (x )  nC x p x q n  x  (n n ! p xq nx.
 x )! x !

Example: A hospital involves 100 patients admitted in Medical ward, 50 in

Medical ward A and 50 in Medical ward B. Three patients are selected, with
replacement. Find the probability that you select exactly one patient from Medical
ward B.
p = the expected probability of selecting a patient from Medical ward B = 0.50

q = 1 – p = 0.50
n=3
x=1 89
 Binomial Probability Distribution
Example: A hospital involves 100 patients admitted in Medical ward, 50 in
Medical ward A and 50 in Medical ward B. Three patients are selected, with
replacement. Find the probability that you select exactly one patient from
Medical ward B.
x P (x)
0 0.125 The binomial
1 0.375 probability formula is
2 0.375 used to find each
probability.
3 0.125

90
 Graphing Binomial Probabilities
Example: The following probability distribution represents the
probability of selecting 0, 1, 2, or 3 patients admitted to medical
ward B when 3 patients are already selected. Graph the
distribution using a histogram.
P (x)
Selecting patients admitted to Medical ward B
0.5

x P (x) 0.4

Probability
0 0.125 0.3
1 0.375 0.2
2 0.375 0.1
3 0.125 0 x
0 1 2 3
Number of patients admitted to Medical ward B
91
 Mean, Variance and Standard Deviation

Population Parameters of a Binomial Distribution

Mean: μ  np
Variance: σ 2  npq
Standard deviation: σ  npq
Example: One out of 5 students at a local college say that they skip
breakfast in the morning. Find the mean, variance and standard
deviation if 10 students are randomly selected.

n  10 μ  np σ 2  npq σ  npq
p  1  0.2  10(0.2)  (10)(0.2)(0.8)  1.6
5
q  0.8 2  1.6  1.3
92
 Binomial Distribution
Example 4.7: Verify with real-life experiment
Suppose, 10 pairs of random numbers are generated by a computer (Monte-Carlo
method)

15 38 68 39 49 54 19 79 38 14

If the value of the digit is 0 or 1, the outcome is “had childhood measles”,

otherwise, (digits 2 to 9), the outcome is “did not”.
For example, in the first pair (i.e., 15), representing a couple and for this couple,
x = 1. The frequency distribution, for this sample is
x 0 1 2
f(x)=P(X=x) 0.7 0.3 0.0

Note: This has close similarity with binomial probability distribution!

41
 Poisson Distributions
• Poisson distributions are often used to describe the number of
occurrences of a „rare‟ event. For example

– The number of breast cancer cases per season

– The number of road traffic accidents per week
• The main assumptions are that events occur
– at random (the occurrence of an event doesn‟t change the
probability of it happening again)
– at a constant rate
• Poisson distributions also arise as approximations to binomials
when n is large and p is small.
52
 Poisson Distribution
The Poisson distribution is a discrete probability distribution of a
random variable x that satisfies the following conditions.
1. The experiment consists of counting the number of times an
event, x , occurs in a given interval. The interval can be an
interval of time, area, or volume.
2. The probability of the event occurring is the same for each
interval.
3. The number of occurrences in one interval is independent of
the number of occurrences in other intervals.
The probability of exactly x occurrences in an interval is
� −�� ��� � −� ��
P(x) = =
�! �!
where e  2.71818 and μ is the mean number of occurrences.
 Poisson Distribution
Example: The mean number of road traffic accidents in city X is 4
per week. Find the probability that in a given week,
a.) There are exactly 3 accidents,
b.) There are more than 3 accidents .

a.)   4, x  3 b.) P (more than 3)

 1  P (x  3)
3 -4
P (3)  4 (2.71828)
3!  1  [P (3)  P (2) + P (1) + P (0)]

 0.195  1  (0.195  0.147  0.073  0.018)

 0.567
96
 Descriptive Measures
Given a random variable X in an experiment, we have denoted � � =
� � = � , the probability that � = �. For discrete events � � = 0 for all
values of � except � = 0, 1, 2, … . .
Properties of discrete probability distribution
1. 0 ≤ �(�) ≤ 1
2. ∑ � � = 1
3. � = ∑ �. �(�) [ is the mean ]
4. � 2 = ∑ � − � 2 . �(�) [ is the variance ]
In 2, 3 ��� 4, summation is extended for all possible discrete values of �.
Note: For discrete uniform distribution, � � = �1 with � = 1, 2, … … , �
�
1
� = � ∑ ��
� =1

and � 2 = �1 ∑��=1(��−�)2

97
 Descriptive measures
1. Binomial distribution
The binomial probability distribution is characterized with � (the
probability of success) and � (is the number of trials). Then
� = �. �
� 2 = �� 1 − �
� = �2

2. Poisson Distribution
The Poisson distribution is characterized with �� where
� = �ℎ� ���� �� �������� and � = ���� ��������.
� = ��
� 2 = �t

98
 Exercise
s
1. Suppose it is known that in a certain population 10 percent of the population is
color blind. If a random sample of 25 people is drawn from this population, find
the probability that

a) Five or fewer will be color blind.

b) Six or more will be color blind
c) Between six and nine inclusive will be color blind.
d) Compute population mean and Variance?
e) compute population mean and variance?
2. Suppose there are 2 cancer cases reported per month in a certain region.
a) What will be the probability of reporting exactly 4 cases per unit time?
b) What will be the probability of reporting at most 3 cases?
c) What will be the probability of reporting at least 4 cases?
99
 Exercises

1 Suppose that a shipment contains 5 defective items and 10 non

defective items .If 7 items are selected at random without replacement ,
what is the probability that at least 3 defective items will be obtained?

2. If a random variable X has a hyper geometric distribution with

parameters A=8 , B=20 and n, for what value of n will Var(x) be
maximum ?
 Continuous Probability Distributions

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 Objective
At the end this session, students will able to:

• Familiarize with different continuous prob. Distribution.

• Apply normal/standard normal distribution to solve real

problems.
• Understand how to read the z-table which will be used
throughout the course.

• Understand normal approximation of the binomial distribution.

• Understand normal approximation of the Poisson distribution.

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2
 Continuous probability distribution

– Continuous uniform probability distribution

– Normal distribution
– Standard normal distribution
– Chi-squared distribution
– Gamma distribution
– Exponential distribution
– Lognormal distribution
– Weibull distribution
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3
 Random variables can be discrete or
continuous
• Discrete random variables have a countable number of
outcomes

– Examples: Dead/alive, treatment/placebo, dice, counts,

etc.

• Continuous random variables have an infinite continuum

of possible values.

– Examples: blood pressure, weight, the speed of a car.

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10
4
 Continuous
case
 The probability function that accompanies a
continuous random variable is a continuous
mathematical function that integrates to 1.

 The probabilities associated with continuous functions

are just areas under the curve (integrals!).

 Probabilities are given for a range of values, rather

than a particular value (e.g., the probability of getting a
math SAT score between 700 and 800 is 2%).
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10
5
 Continuous
case
 For example, recall the negative exponential
function (in probability, this is called an
“exponential distribution”):
f (x)  e  x

 This function integrates to 1:



 e  x
 e  x
0
 0  1  1
0

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10
6
 Continuous case: probability density function
(pdf)

p(x)=e-x

The probability that x is any exact particular value (such as 1.9976)

is 0; we can only assign probabilities to possible ranges of x.

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10
7
 For example, the probability of x falling within 1 to 2:

p(x)=e-x

x
1 2
2
2
P(1 x  2)   e  x  e  x  e  2  e 1  .135 .368  .23
1
1

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8
 Cumulative distribution function
As in the discrete case, we can specify the “cumulative
distribution function” (CDF):
The CDF here is P(x≤A)

A
A

 ex ex
0
eA e0 eA 11eA
0

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10
9
 Exampl
e
p(x)

2 x

P ( x  2)  1 - e 2  1 - . 1 3 5  . 8 6 5

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11
0
 Example 2: Uniform distribution
The uniform distribution: all values are equally likely
The uniform distribution:
f(x)= 1 , for 1 x 0 p(x)

1 x

We can see it’s a probability distribution because it

integrates to 1 (the area under the curve is 1):
1
1

1  x 0
 1 0  1
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11
1
 Example: Uniform distribution

What’s the probability that x is between ¼ and ½?

p(x)

¼ ½ x
1

P(½ x ¼ )= ¼
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11
2
 Practice
Problem
Suppose that survival drops off rapidly in the year following
diagnosis of a certain type of advanced cancer. Suppose that the
length of survival (or time-to-death) is a random variable that
approximately follows an exponential distribution with parameter 2
(makes it a steeper drop off):

probability function: p(x  T )  2e 2T




[note: 2e 2x  e 2x
0
 0  1  1]
0

What’s the probability that a person who is diagnosed with this

illness survives a year?
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3
 Answer

The probability of dying within 1 year can be calculated using

the cumulative distribution function:

Cumulative distribution function is:

T
P(xT) e 2x 1e2(T)
0
The chance of surviving past 1 year is: P(x≥1) = 1 – P(x≤1)

1  (1  e2(1) )  .135
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4
 Continuous Probability
Distributions
• When the random variable of interest can take any value in an
interval, it is called continuous random variable.
– Every continuous random variable has an infinite,
uncountable number of possible values (i.e., any value in an
interval)
• The depth or density of the probability, which varies with x, may
be described by a mathematical formula f (x ), called the
probability distribution or probability density function for the
random variable x.

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5
 Properties of Probability Density
Function
The function �(�) is a probability density function for the continuous random
variable �, defined over the set of real numbers �, if

1. � � ≥ 0, for all � ∈ �
�
2. ∫− � � �� =
1 �
�
3. � � ≤ � ≤ � = ∫� �(�) ��
f(x)
�
4. � = ∫− ��(�) ��
�
2 � 2� a b
5. � =∫ �−� � ��
−�
X=x

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6
 Continuous Uniform Distribution
• One of the simplest continuous distribution in all of statistics is the continuous uniform
distribution.

Definition: Continuous Uniform Distribution

The density function of the continuous uniform random variable � on the interval
, �, �- is:
1
�≤�≤�
� �: �, � = { � − �
0 ��ℎ������

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11
7
 Continuous Uniform Distribution

f(x)
c

A B
X=x
Note:
−∞ 1
a) ∫∞ � � �� = �−� × (� − �) = 1
�−�
b) �(� < � < �)= �−� where both � and � are in the interval (A,B)
c) � = �+�
2
(�−�) 2
d) � 2 =
12
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8
 Normal Distribution
• The most often used continuous probability distribution is the
normal distribution; it is also known as Gaussian distribution.
• Its graph called the normal curve is the bell-shaped curve.
• Such a curve approximately describes many phenomenon occur
in nature, industry and research.
– Physical measurement in areas such as meteorological
experiments, rainfall studies and measurement of
manufacturing parts are often more than adequately
explained with normal distribution.
• A continuous random variable X having the bell-shaped
distribution is called a normal random variable.

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9
 Normal Distribution
The mathematical equation for the probability distribution of the
normal variable depends upon the two parameters � and �, its
mean and standard deviation.

f(x)
�

�
x

Definition: Normal distribution

The density of the normal variable � with mean � and variance � 2 is
1 − (�−�) 2 /
� � = � 2� �
2� 2 −∞ < � < ∞

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where � = 3.14159 … and � = 2.71828 … . ., the Naperian constant
12
0
 Normal Distribution
σ1 = σ2
σ1

σ2

µ1 = µ2
µ1 µ2 Normal curves with µ 1 = µ 2 and σ 1 < σ 2

Normal curves with µ1< µ2 and σ1 = σ2

σ1

σ2

µ1 µ2
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Normal curves with µ 1 <µ 2 and σ 1 <σ 2
 Properties of Normal
o Distribution
The curve is symmetric about a vertical axis through the mean �.
o The random variable � can take any value from −∞ �� ∞.
o The most frequently used descriptive parameter s define the curve itself.
o The mode, which is the point on the horizontal axis where the curve is a
maximum occurs at � = �.
o The total area under the curve and above the horizontal axis is equal to 1.
2 1
∞ 1 ∞ − 2 (� −
∫−∞ � � �� = ∫−∞ � � 2�
)
�� = 1
� 2�
∞ 1 ∞ 1 2
– � =∫ �. � � �� = ∫ �. � −2�2 (�−�) ��
−∞ � 2� −∞

2 1 ∞ 2 − 1 , (�−�) / 2 -
– � = � 2� ∫−∞(� − �) . � 2 � ��
1 � 2 − 1 2 (�−�) 2
– � �1 < � < �2 = � 2� ∫�1 � 2� ��
denotes the probability of x in the interval (�1, �2 ).
� x1 x2

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 Standard Normal Distribution
• The normal distribution has computational complexity to calculate
� �1 < � < �2 for any two (�1, �2) and given � and �
• To avoid this difficulty, the concept of �-transformation is
followed.
� = �−� [Z-transformation]
�

• X: Normal distribution with mean � and variance � 2 .

• Z: Standard normal distribution with mean � = 0 and variance � 2 = 1.
• Therefore, if f(x) assumes a value, then the corresponding value of �(�) is given by
1 2
1 � − 2 (� −
�(�: �, �) : � �1 < � < �2 = ∫� 2 � � 2�
) ��
� 2� 1
1 � −1 �2
= � 2�
∫� 2 � 2 ��
1

= �(�: 0, �)
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 Standard Normal Distribution
The Standard Normal Distribution is a normal
probability distribution that has a mean of 0 and
a standard deviation of 1.

• m = 0, s = 1
• In this way the formula giving the heights of the normal
curve is simplified greatly.

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 Standard Normal Distribution

Definition: Standard normal distribution

The distribution of a normal random variable with mean 0 and variance 1 is
called a standard normal distribution.

0.09
0.4
0.08
σ σ=1
0.07
0.3
0.06

0.05
0.2
0.04

0.03

0.02 0.1

0.01

0.00 0.0
-5 0 5 10 15 20 25 -3 -2 -1 0 1 2 3

x=µ µ=0
f(x: µ, σ) f(z: 0, 1)
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 Standard Normal
Probabilities

P(0  z  1) represents the probability that z takes on values

between 0 and 1, which is represented by the area under the curve
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between 0 and 1. P(0  z  1) = 0.3413 126
 P(0  z  1) = 0.341
• Since the mean is 0 and the standard deviation is 1, this
tells us that the probability that z is within one standard
deviation of the mean (either below or above) is
(2)(0.341)= 0.682.

• Agrees with Empirical Rule: 68% of data lies within

one standard deviation of the mean
 Finding Probabilities when given z-
scores.
• For a given z-score, the probability can be found in a
table in the back of the text (Table IV), also see inside
front cover.

• Note: The table only gives the areas under the curve to
the right between 0 and z. To find other intervals
requires some tricks.

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 Table
5.1

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 Find probability z is between -1.33 and
+1.33.

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 Want probability z is between -1.33 and +1.33.
Solution: Locate 1.33 in the row labeled 1.3 and the column labeled
.03. By symmetry, P (-1.333<Z<1.33) = 2(0.4082) = .8164

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 Find probability z exceeds 1.96 in absolute
value.

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 Areas under the standard normal curve for z exceeding 1.96
in absolute value

P (Z<=-1.96 or Z>=1.96) = A1 +A2 = 0.025 +0.025 = 0.05

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 Normal Approximation to the binomial distribution
• Suppose a binomial distribution has parameters n and p. If n i s
moderately large and p is either near 0 or near 1, then the binomial
distribution will be very positively or negatively skewed, respectively.

• Similarly, when n is small, for any p, the distribution tends to be

skewed.
• However, if n is moderately large and p is not too extreme, then the
binomial distribution tends to be symmetric and is well approximated
by a normal distribution.
• the mean and variance of a binomial distribution are np and npq,
respectively. A natural approximation to use is a normal distribution
with the same mean and variance—that is, N(np, npq).
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 Normal Approximation…

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 Normal Approximation…

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 Normal Approximation…

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 Normal Approximation…

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 Normal Approximation to Poisson Distribution

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 Normal Approximation to Poisson Distribution

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 Normal Approximation to Poisson Distribution

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 Exercises

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 References
1) Fundamentals of Biostatistics, 7th edition.
2) Probability and Statistics for Enginneers and
Scientists (8th Ed.) by Ronald E. Walpole,
Sharon L. Myers, Keying Ye (Pearson), 2013.

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 u!!
yo
ank
T h