Introduction to Probability

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 Probability
Probability is the chance of observing a particular outcome or likelihood of
observing an event.
Assumes a “random” process: i.e... the outcome is not predetermined - there
is an element of chance
Probability theory developed from studying 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.

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 Common terms in probability
Experiment = any process with an uncertain outcome

Random experiment: an action or process that leads to one of several

possible outcomes whose results depend on chance, that is the result cannot be
predicted.
An outcome is a specific result of a single trial of a probability experiment.

Event = something that may happen when the experiment is performed.

 Events are represented by uppercase letters such as A, B, and C

 Sample space = set of all possible outcomes of an experiment

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We talk about probability when dealing with a process that has an
uncertain outcome

When an experiment is performed, one and only one outcome is

obtained

An event either occurs or it does not occur

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 Why Probability in Statistics
and medicine?
There is uncertainty and variation in scientific data.

Results are not certain

To evaluate how accurate our results are:

 Given how our data were collected, are our results accurate ?
 Given the level of accuracy needed, how many observations need to
be collected?
Because medicine is an inexact science, physicians seldom
predict an outcome with absolute certainty.

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 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 repeatedly under the same conditions
 Any event can be expressed as a subset of the set of all
possible outcomes (S)
P(S) = 1

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An understanding of probability is fundamental for quantifying the

uncertainty that is inherent in the decision-making process

Probability theory is a foundation for statistical inference, &

Allows us to conclude a population of patients based on

information obtained from a sample of patients drawn from that

population.

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 Probability concept is used to understand:
 About probability distributions: Binomial, Poisson, and Normal
Distributions
 Sampling and sampling distributions

 Estimation

 Hypothesis testing

 Advanced statistical analysis

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 Two Categories of
Probability
Objective and Subjective Probabilities.
Objective probability
1) Classical probability and
2) Relative frequency probability.
Classical Probability
Definition: If an event can occur in N mutually exclusive and equally
likely ways, and if m of these posses a characteristic, E the probability of
the occurrence of E = m/N.

P(E)= the probability of E = P(E) = m/N

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E.g In Rolling a dice
 There are 6 possible outcomes:
 Total ways = {1, 2, 3, 4, 5, 6}.
 Each is equally likely
 P(i) = 1/6, i=1,2,...,6. P(1) = 1/6, P(2) = 1/6……. P(6) = 1/6,SUM =
1

If we toss a die, what is the probability of 4 coming up?

m = 1(which is 4) and N = 6, The probability of 4 coming up is 1/6.

Another “equally likely” setting is the tossing of a coin

 There are 2 possible outcomes in the set of all possible outcomes {H, T}.

 P(H) = 0.5, P(T) = 0.5, SUM = 1

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 Relative Frequency Probability

In the long run process …..

The proportion of times the event A occurs — in many trials repeated under
essentially identical conditions

Definition: If a process is repeated many times (n), and if an event

with the characteristic E occurs m times, the relative frequency of E,

Probability of E = P(E) = m/n.

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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.

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Example: Of 158 people who attended a dinner party, 99 were ill.

P (Illness) = 99/158 = 0.63 = 63%.

In 1998, there were 2,500,000 registered live births; of these, 200,000
were LBW infants.
Therefore, the probability that a newborn is LBW is estimated by P
(LBW) = 200,000/2,500,000 = 0.08

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 Subjective Probability
Personalistic (represents one’s degree of belief in the occurrence 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.

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E.g., If someone says that he is 95% certain that a cure for AIDS will be
discovered within 5 years, then he means that:
P(discovery of cure for AIDS within 5 years) = 95% = 0.95
Although the subjective view of probability has enjoyed increased
attention over the years, it has not fully accepted by scientists.

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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
Example:
 A coin toss cannot produce heads and tails simultaneously.
 Weight of an individual can’t be classified simultaneously as
“underweight”, “normal”, “overweight”

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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.
The outcome of one event does not affect the occurrence or non-occurrence of
the other.

P(A∩B) = P(A) x P(B) (Independent events)

P(A∩B) ≠ P(A) x P(B) (Dependent events)

Example:
 The outcomes on the first- and second-coin tosses are independent

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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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The union of A and 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 )
In the example above, 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=impossible event
 A value 1 means the event definitely will occur=sure event
 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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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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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)

Ā occurs only when A does not occur.

These are complementary events.

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In the example, 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 at
birth

P(Ā) = 1 − P(A)

P(not low bwt) = 1 − P(low bwt)

= 1− 0.076

= 0.924

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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 n 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.

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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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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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If A and B are not mutually exclusive events,
then subtract the overlapping:
P(AU B) = P(A)+P(B) − P(A ∩ B)

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 2. Multiplication rule
 If A and B are independent events, then

P(A ∩ B) = P(A) × P(B)

 More generally,

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.

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 Conditional Probability
Refers to the probability of an event, given that another event is
known to have occurred.

“What happened first is assumed”.

Hint - When thinking about conditional probabilities, think in stages.

Think of the two events A and B occurring chronologically, one after

the other, either in time or space.

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The conditional probability that event B has occurred given that
event A has already occurred is denoted P(B|A) and is defined
provided that P(A) ≠ 0.

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Example:
A study investigating the effect of prolonged exposure to
bright light on retina damage in premature infants.

Retinopathy Retinopathy TOTAL

YES NO
Bright light 18 3 21
Reduced light 21 18 39
TOTAL 39 21 60

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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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We want to compare the probability of retinopathy, given that the
infant was exposed to bright light, with that the infant was
exposed to reduced light.
Exposure to bright light and exposure to reduced light are
conditioning events, events we want to take into account when
calculating conditional probabilities.

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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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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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 For independent events A and B

P(A/B) = P(A).

For non-independent events A and B

P(A and B) = P(A/B) P(B)

(General Multiplication Rule)

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 Test for
Independence
Two events A and B are Two events A and B are dependent
independent if: if:

P(B|A)=P(B) P(B|A) ≠P(B)

or or

P(A and B) = P(A) • P(B) P(A and B) ≠P(A) • P(B)

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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?

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 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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 Exercise:
Culture and Gonodectin (GD) test results for 240 Urethral
Discharge Specimens
Culture Result
GD Test Gonorrhea No Gonorrhea Total
Result

Positive 175 9 184

Negative 8 48 56
Total 183 57 240

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1. What is the probability that a man has gonorrhea?

2. What is the probability that a man has a positive GD test?

3. What is the probability that a man has a positive GD test and

gonorrhea?

4. What is the probability that a man has a negative GD test and does
not have gonorrhea?

5. What is the probability that a man has a positive GD test given he

has gonorrhea ?

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6. What is the probability that a man has a negative GD test given he
does not have gonorrhea ?

7. What is the probability that a man has a positive GD test given he

does not have gonorrhea ?

8. What is the probability that a man has gonorrhea given he has

positive GD test?

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 Probability
distribution
Probability distribution refers to the way data are distributed, to conclude a
set of data.

It tells us how total probability 1 is distributed among the various values
that the random variable can take.

A probability distribution of a random variable can be displayed by a table a

graph or a mathematical formula.

Random Variable = Any quantity or characteristic that can assume several

different values such that any particular outcome is determined by chance.

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 Random variables: can be either discrete or continuous.

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

The probability distribution can be displayed in the form of a table

giving the values and their associated probabilities and/or it can be
expressed as a mathematical formula giving the probability of all possible
values.

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 Common Probability
distributions
1. Binomial distribution
Consider a dichotomous variable (a nominal variable with only two
possible values).

The two mutually exclusive outcomes are referred as “failure” and

“success”.

E.g. Let X represents smoking status; X=1 smoker and X=0 non-smoker.
The two outcomes are mutually exclusive.

E.g In USA; in 1987, 29% of the adults in USA were smokers, therefore
Pr (X=1) = 0.29 and Pr (X=0) = 1-0.29 = 0.71.
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 Binomial distribution…

In general in binomial distribution:

There are a fixed n number of trials each of which results in one of
two mutually exclusive outcomes.
The outcomes of n trials are independent.

The probability of “success” is constant for each trial

Pr (X=success) = Pr (X=1) = p , Pr (X=failure) = Pr (X=0) = 1-p

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If an experiment is repeated n times, the probability P(X=x) that
outcome X occurs exactly x times is
Pr (X= x) = n! p x (1- p) n- x
x ! (n- x )!

 n (trials) & p (probability outcome of event X) are parameters of the

binomial distribution.

x is number of successes. and n! read as ”n factorial” or factorial

n” is the product of all integers 1 to n inclusive.

By definition 1!=0!=1.

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 Binomial distribution….

In addition to the probabilities of individual outcomes, we can also

compute the numerical summary measures associated with a
probability distribution.

The mean value for a binomial distribution or the average number of

successes in repeated samples of n is equal to n × p and the standard
deviation S = √np(1-p)

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 Binomial distribution….
Suppose that in a certain population 52% of all recorded births are
males. If we select randomly 10 birth records What is the probability
that : A. Exactly 5 will be males? n=10, x=5,

Pr (X= x) = n! p x (1- p) n- x

x ! (n -x )!

Pr (X=5) = 10! X 0.52 5 x (1- 0.52)10-5 =0.24

5!(10-5)!
B. Less than 3 will be females?
Pr(X<3) = [Pr(X=0)+Pr(X=1)+Pr(X=2)]
=[0.001+0.013+0.055]= 0.069

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 2. Normal Distributions
The ND is the most important probability distribution in statistics

Frequently called the “Gaussian distribution” or bell-shape curve.

Variables such as blood pressure, weight, height, serum cholesterol

level— are approximately normally distributed

The ND is vital to statistical work, most estimation procedures and

hypothesis tests underlie ND.

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 Properties of the Normal
Distribution
1. It is symmetrical about its mean, .

2. The mean, the median and mode are almost equal, and it is uni-
modal.

3. The total area under the curve about the x-axis is 1 square unit.

4. The curve never touches the x-axis.

5. As the value of  increases, the curve becomes more and more flat.

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6. The distribution is completely determined by the parameters 
and .

7. ± 1SD contains about 68%;

±2 SD contains about 95%;
±3 SD contains about 99.7%
of the area under the curve.

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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.
The standard normal distribution has mean 0 and variance 1

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 Z - Transformation
If a random variable X~N(,) then we can transform it to a SND with
the help of Z-transformation xx 
zz 


Z represents the Z-score for a given x value.
Tells us how many SDs away from mean for normal distribution.

This process is known as standardization and gives the position on a

normal curve with μ=0 and σ=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.
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 Finding normal curve areas
1. The table gives areas between -∞ and the value of z.

2. Find the z value in tenths in the column at the left margin and locate its row.
 Find the hundredth place in the appropriate column.

3. 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.

 Following the model of the ND, a given value of x must be converted to a z

score before it can be looked up in the z table.

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 Some Useful Tips
Only a single curve for which μ = 0 and σ = 1 is tabulated.

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59
a) What is the probability that z < -1.96?

(1) Sketch a normal curve

(2) Draw a perpendicular line for z = -1.9

(3) Find the area in the table

(4) The answer is the area to the left of the line P(z < -1.96) = 0.0250

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b) What is the probability that -1.96 < z < 1.96?

The area between the values P(-1.96 < z < 1.96)

= .9750 - .0250 = .9500

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c) What is the probability that z > 1.96?

 The answer is the area to the right of the line; found by subtracting table value
from1.0000;P(z>1.96)=1.0000-.9750=.0250

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 Exercise
1. Compute P(-1 ≤ Z ≤ 1.5)

2. Find the area under the SND from 0 to 1.45

0.4265

3. Compute P(-1.66 < Z < 2.85)

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 Example on z-transformation
The diastolic blood pressures of males 35–44 years of age are normally
distributed with µ = 80 mm Hg and σ2 = 144 mm Hg2, Let individuals with
BP above 95 mm Hg are considered to be hypertensive

a. What is the probability that a randomly selected male has a BP above

95 mm Hg?

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Approximately 10.6% of this population would be classified as
hypertensive.

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b. What is the probability that a randomly selected male has a
DBP above 110 mm Hg?
Z = 110 – 80 = 2.50
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P (Z > 2.50) = 0.0062

Approximately 0.6% of the population has a DBP above 110

mm Hg

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c. What is the probability that a randomly selected male has a DBP
below 60 mm Hg?

Z = 60 – 80 = -1.67

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P (Z < -1.67) = 0.0475

Approximately 4.8% of the population has a DBP below 60 mm Hg.

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 The normal distribution
depends on the two
parameters  and .
 determines the  1 
2 
3

 1
 <<
location of the curve. 1 2 3


2

But,  determines

the scale of the curve, i.e.
3

the degree of flatness or 

 < <
peakedness of the curve.
1 2 3

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 Student’s t Distribution
The t distribution was discovered by W. S. Gosset in 1908 under a
family of continuous probability distributions

He used the pseudonym Student to avoid getting fired for doing
statistics on the job!!!

The shape of the t distribution is very similar to the shape of the

standard normal distribution.

They are all symmetric and uni-modal.

They are all centered at 0.

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Flatter/broader than the Normal (0,1).

This means:
The variability of t is greater than that of a Z that is normal(0,1).

Thus, there is more area under the tails and less at center

Because variability is greater, resulting confidence intervals will be

wider.

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 Student’s t Distribution…….
The t distribution has a (slightly) different shape for each possible
sample size.

As the df gets larger, the student’s t-distribution looks more and

more like the SND with mean=0 and variance=1.

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 Student’s t Table

The body of the table contains Look up 

t values, not probabilities

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Thank You for Being
Patient Till the End!!!

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