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distribution
By: Letekirstos(MSc)
School of Public Health
College of Health Sciences
Mekelle University
Learning Objectives
At the end of this session, the student will be able
to:
Understand the concepts and characteristics of
probabilities and probability distributions
Compute probabilities of events and conditional
probabilities
Differentiate between the binomial and normal
distributions
Understand and apply the concepts the standard
normal distribution to solve heath problems
Probability
Chance of observing a particular outcome
Is the mathematical framework for describing uncertainty.
Is a numerical measure of the likelihood that a specific
event will occur.
Probability reflects the long-run relative frequency of the
outcome.
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3
Basic properties of
probability
Mutually exclusive
Two events are said to be mutually exclusive if
they cannot occur simultaneously such that
A B =.
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Definitions
The universal Set or Sample space(S):
The set all possible outcomes.
The empty set (): a set contains no
elements.
The event (E) : is a set of outcomes in S
which has a certain characteristic. Events are
represented by uppercase letters such as A,
B, and C
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Classical Probability :
m
P( E )
For Example: in the rolling of N
the die , each of the six
sides is equally likely to be observed . So, the probability
that a 4 will be observed is equal to 1/6.
S = {1, 2, 3, 4, 5, 6}.
Each is equally likely i.e. P(1)= 1/6, P(2)= 1/6. P(6)=
1/6
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Cont
Another equally likely setting is
flipping of fair coin
Fig 1.1
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2. Subjective Probability
Probability measures the confidence that a particular
individual has in the truth of a particular proposition.
For Example :
the probability that a cure for cancer will be discovered
within the next 10 years.
If someone says that am 95% certain that a cure for
AIDS will be discovered within 5 years.
Pr(discovery of cure for AIDS within 5 years) = 95% = 0.95
Rules of Probability
1-Addition Rule
P(A U B)= P(A) + P(B) P (AB )
2- If A and B are mutually exclusive (disjoint) ,then
P (AB ) = 0
Then , addition rule is
P(A U B)= P(A) + P(B) .
3- Complementary Rule
P(A' )= 1 P(A)
where, A' = complement event
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Rules
Example
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Rules
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Solution:
1. P(E)=141/318
2. P(C)=85/318
3. P(C )= 1-P(C)=1-85/318
4. P(E U A)=P(E)+P(A)-P(E n A)
= (141/318) + (63/318) 28/318
5. P(L n D) = 60/318
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Conditional Probability
When probabilities are calculated with a subset of
the total group as the denominator, the result is a
conditional probability.
P(A\B) is the probability of A assuming that B has
happened and P(B/A) is the probability of B assuming
that A has happened.
P(A\B)=
, P(B) 0
P(B\A)=
, P(A) 0
Conditional Probability
Example :
From previous example , answer
suppose we pick a person at random and
find he is 18 years or younger (E),what is
the probability that this person will be one
who has no family history of mood
disorders (A)?
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Conditional Probability..
Solution:
P(A\E)= P(AnE)/P(E)
P(AnE)=28/318,
P(E)=141/318
P(A\E)=28/318/141/318=
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Exercise
suppose we pick a person at random
and find he has family history of
mood (D) what is the probability that
this person will be 18 years or
younger (E)?
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Joint Probability
Sometimes we want to find the
probability that a subject picked at
random from a group of subjects
possesses two characteristics at the
same time.
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Example:
what is the prob. that a person
picked at random from the 318
subjects will be early (E) and will be a
person who has no family history of
mood disorders (A)?
Solution:
P(E A)=28/318=.0881
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Multiplicative Rule:
A probability may be computed from
other probabilities.
For example, a joint probability may be
computed as the product of an
appropriate marginal probability and an
appropriate conditional probability.
This relationship is known as the
multiplication rule of probability.
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Cont..
P(AB)= P(A\B)P(B)
P(AB)= P(B\A)P(A)
Where,
P(A): marginal probability of A.
P(B): marginal probability of B.
P(B\A):The conditional
probability.
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Addition Rule
Given two events A and B, the prob.
That event A, or event B, or both
occurs is equal to the prob. That event
A occurs, plus the prob. That event B
occurs, minus the prob. that the
events occur simultaneous
P(A U B) = P(A) + P(B) P(A
B)
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Exercise:
If we selected a person randomly
from the 318 subjects. What is the
prob. that this person will be an early
age of onset subject (E) or will have
no family history of mood disorders
(A) or both?
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Independent Events:
If A has no effect on B, we said that
A,B are independent events.
Then,
1- P(AB)= P(B)P(A)
2- P(A\B)=P(A)
3- P(B\A)=P(B)
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Example
In a certain high school class consisting of 60 girls
and 40 boys, it is observed that 24 girls and 16 boys
wear eye glasses . If a student is picked at random
from this class ,
the probability that the student wears eyeglasses ,
P(E), is 40/100 or 0.4 .
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Solution:
a) using the formula:
p ( E B) 16 /100
p( E / B)
0.4
p( B)
40 /100
b) E and B are independent events:
p ( E B ) P ( B ).P ( E / B ) p ( B ) p ( E )
40
40
( )*( )
100 100
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Complementary Events:
Example :
Suppose that of 1200 admission to a
general hospital during a certain period
of time,750 are private admissions. If we
designate these as a set A, then compute
P(A) , P().
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Definition:
The probability distribution of a discrete
random variable is a table, graph, formula,
or other device used to specify all possible
values of a discrete random variable along
with their respective probabilities.
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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Example
Cont.
Number of frequency
Programs
1
2
3
4
5
6
7
8
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Total
62
47
39
39
58
37
4
11
297
P(X=x)
0.2088
0.1582
0.1313
0.1313
0.1953
0.1246
0.0135
0.0370
1.0000
=F(x)
P(X x)
0.2088
0.3670
0.4983
0.6296
0.8249
0.9495
0.9630
1.0000
Properties of probability
distribution of discrete random
variable.
0 P (X x ) 1
1. P (X x ) 1
2.
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combinations
of n distinct objects taken x
x
of them at a time.
n
n!
x !( n x )!
x
x ! x (x 1)(x 2)....(1)
Note: 0! =1
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(x ) 1
E ( X ) np
5.
var(X ) np (1 p )
2
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Example-1
If we examine all birth records from the
Ayder University Hospital for Health
statistics for year 2007, we find that 85.8
percent of the pregnancies had delivery in
week 37 or later (full- term birth).
If we randomly selected five birth records
from this population what is the probability
that exactly three of the records will be for
full-term births?
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Exercise
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) Two, three, or four will be color blind.
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The Poisson
Distribution
If the random variable X is the number of
occurrences of some random event in a certain
period of time or space (or some volume of matter).
The probability distribution of X is given by:
f (x) =P(X=x) =
, x = 0,1,..
Where:
x!
- The symbol e is the constant equal to 2.7183.
(Lambda) is called the parameter of the
distribution and is the average number of occurrences
of the random event in the interval (or volume)
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Continuous Probability
Distributions
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Properties of CPD
continuous variable is one that can
assume any value within a specified
interval of values assumed by the
variable.
1- Area under the curve = 1.
2- P(X = a) = 0, where a is a constant.
3- Area between two points a , b =
P(a<x<b) .
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The normal
distribution:
It is one of the most important probability
distributions in statistics.
The normal density is given by
1
e
f ( x)
( x )2
2 2
-< x < , -
, e : constants
: population mean.
: Population standard deviation.
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2
1 < 2 < 3
3
1
2
3
1 < 2 < 3
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Note that :
1. P( - < x < + ) = 0.68
2. P( - 2< x < + 2)= 0.95
3. P( -3 < x < + 3) = 0.997
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,-<z<
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Example :
If Z is a standard normal distribution, then
P( Z < 2) = 0.9772
is the area to the left to 2
and it equals 0.9772.
2
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Example :
P(-2.55 < Z < 2.55) is the area between
-2.55 and 2.55, Then it equals
P(-2.55 < Z < 2.55) =0.9946 0.0054 -2.55
= 0.9892.
0
2.55
Example :
P(-2.74 < Z < 1.53) is the area between
-2.74 and 1.53.
P(-2.74 < Z < 1.53) =0.9370 0.0031
-2.74
= 0.9339.
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1.53
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Example :
P(Z > 2.71) is the area to the right to 2.71.
So,
P(Z > 2.71) = 1-P(Z<2.71)=
1 0.9966 = 0.0034.
2.71
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Answer:
x 63
z
1.5
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Normal Distribution
Applications
Example :
The Uptime is a custom-made light weight battery-operated
activity monitor that records the amount of time an individual
spend the upright position. In a study of children ages 8 to 15
years. The researchers found that the amount of time children
spend in the upright position followed a normal distribution with
Mean of 5.4 hours and standard deviation of 1.3.Find
P( X < 3) = P(
<
-------------------------------------------------------------------------
P( X > 5) = P(
>
7.3 5.4
< 1.3
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