Probability and Probability

distributions
Mengistu Y. (BSC, MPH-HI, Assi. Prof,
of Public Health)

09/15/25
 Session Objectives
At the end of this session , students will be able to:
 Define Probability
 Mention the difference between probability and
probability distribution
 Types of probability
 Conditional probability
 Distribution for categorical variable
 Distribution for continuous variable
 Different distribution tables
Normal distribution
Student t-distribution
Chi-square distribution
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 Probability and Probability Distributions
• Probability is the language of chance.
• The deliberate use of chance is the central idea of
statistical designs for producing data.
• Probabilities are used in everyday communication
• Probability theory was developed out of attempting to
solve problems related to games of chance such as
tossing a coin, rolling a die etc.
i.e. trying to quantify personal beliefs regarding
degrees of uncertainty.

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Question from Simple Probabilities
1. What is the probability that a card drawn at random
from a deck of cards will be an ace ?
2. A book contains 32 pages numbered 1, 2, ..., 32. If a
student randomly opens the book, what is the
probability that the page number contains digit 1?
3. A mother in the delivery room to give birth and the
health worker informed her as she will deliver at
9:30 pm. She is eager to give birth of a daughter.
What is the probability that she will get what she
wants?

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 Chance

• When a meteorologist states that the chance of

rain is 50%, the meteorologist is saying that it is
equally likely to rain or not to rain. If the chance
of rain rises to 80%, it is more likely to rain. If the
chance drops to 20%, then it may rain, but it
probably will not rain.
• These examples suggest the chance of an
occurrence of some event of a random variable.
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 Basic terms
• Experiment: Is any activity from which result can
be obtained.
• Example: 1. flipping a coin
2. rolling a die
3. drawing 30 individual from the pop
• Sample space: set of possible outcome from the
experiment
Example: 1. coin toss {H, T}
2. Rolling a die {1, 2, 3, 4, 5, 6}
• Event: a collection of outcomes
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 • The Sample Space is all
possible outcomes.
• A Sample Point is just one
possible outcome.
• And an Event can be one or
more of the possible
outcomes.

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 Properties of probability
1. Possible outcome of probability range 0-1
2. Generally the probability of two events
happening is given by
 P(AuB)=P(A)+P(B)-P(AnB)
3. If two events are mutually exclusive then
 P(AuB)=P(A)+P(B)
4. If two events are independent then
 P(AnB)=P(A).P(B)
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Unions and Intersections
Unions of Two Events
•“If A and B are events, then the union of A and B, denoted by
AUB, represents the event composed of all basic outcomes in A
or B.”
• Intersections of Two Events
“If A and B are events, then the intersection of A and B,
denoted by AnB, represents the event composed of all basic
outcomes in A and B.”

A B

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 Addition rules
• Rule 1: If 2 events, B & C, are mutually exclusive
(i.e., no overlap) then the probability that one
or both occur is P(B or C) = P(B ∪ C) = P(B) + P(C)
• Rule 2: For any given pair of events, if the sum
of their probabilities is equal to one, then those
two events are mutually exclusive.
• Rule 3: For any 2 events, A & B, not mutually
exclusive, the probability that one or both occur
is P(A or B) = P(A∪B) = P(A)+P(B)-P(A n B)
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• Example 1: One die is rolled. Sample space = S = (1, 2, 3, 4, 5,
6)
Let A = the event an odd number turns up, A = (1, 3, 5)
Let B = the event a 1, 2 or 3 turns up; B = (1, 2, 3)
Let C = the event a 2 turns up, C= (2)
I) Find Pr (A); Pr (B) and Pr (C)
• Pr (A) = Pr (1) + Pr (3) + Pr (5) = 1/6+1/6+ 1/6 = 3/6 = 1/2
• Pr (B) = Pr (1) + pr (2) + Pr (3) = 1/6+1/6+1/6 = 3/6 = ½
• Pr (C) = Pr (2) = 1/6
II) Are A and B; A and C; B and C mutually exclusive?
• A and B are not mutually exclusive. Because they have the
elements 1 and 3 in common
• Similarly, B and C are not mutually exclusive. They have the
element 2 in common
• A and C are mutually exclusive. They don’t have any element
in common
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 Summary of the Additive Rule

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 Conditional probabilities and the multiplicative law

• Let’s assume two questions on a test, the

first question is a true/false and the second
is a multiple question type with five possible
answers (a, b, c, d, e)
• True or False: Heart is an organ which pumps blood
in our body.
• MCQ: Which of the following human organ is used
for breathing?
a. Brain b. Liver c. Lung d. Kidney e. Heart
• If the answers are random guesses the 10
possible outcomes are equally likely so
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• A tree diagram is a picture of the possible
outcomes of a procedure

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09/15/25
 Multiplicative Rule
• When two events are said to
be independent of each other, what this
means is that the probability that
one event occurs in no way affects
the probability of the other event occurring.
• For any two events A and B with non-zero
probability are Independent events, each of
the following must be true:
• P (A/B)= P(A) , and P(B/A)= P(B) ; and so, P(A
and B)= P(A) P(B)
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• Eg. 1) A classic example is n tosses of a coin and
the chances that on each toss it lands heads.
These are independent events. The chance of
heads on any one toss is independent of the
number of previous heads. No matter how many
heads have already been observed, the chance
of heads on the next toss is ½.
• Eg 2) a similar situation prevails with the sex of
offspring. The chance of a male is approximately
½. Regardless of the sexes of previous offspring,
the chance the next child is a male is still ½.
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• Sometimes the chance a particular event happens
depends on the outcome of some other event. This
applies obviously with many events that are spread
out in time
• Eg. The chance a patient with some disease survives
the next year depends on his having survived to the
present time. Such probabilities are called conditional.
• The notation is Pr (B/A), which is read as “the
probability event B occurs given that event A has
already occurred.”
• Let A and B be two events of a sample space S. The
conditional probability of an event A, given B, denoted
by Pr (A/B) = P (A n B) / P (B), P (B)  0.

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• Similarly, P (B/A) = P(A n B) / P(A) , P(A)  0.
This can be taken as an alternative form of the
multiplicative law.
• Where for non-independent events A and B
• P (A and B) = P (A/B) P(B) or P(A and B)=
P(B/A)P(A)
• Eg. Suppose in country X the chance that an
infant lives to age 25 is .95, whereas the chance
that he lives to age 65 is .65. For the latter, it is
understood that to survive to age 65 means to
survive both from birth to age 25 and from age
25 to 65. What is the chance that a person 25
years of age survives to age 65?
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Notation Event Probability

A Survive birth to age 25 .95

A and B Survive both birth to age 25 and age 25 .65

to 65
B/A Survive age 25 to 65 given survival to ?
age 25

Then, Pr (B/A) = Pr (A n B) / Pr (A) = .65/.95 = .684.

That is, a person aged 25 has a 68.4 percent chance of
living to age 65.
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Example
1)Consider selecting a child at random from a
kindergarten; let A = event a child is infected with
ascariasis, G = event a child has giardiasis. Suppose
P(A) = .30, P(G) = .25, P(A n G) = .13.
a) What’s the probability that a child randomly selected
from the KG has giardiasis, given that we know s/he
has ascariasis?
b) What is the probability that a child randomly selected
from the KG will test negative for these intestinal
parasites?
2. Of 200 senior students at a certain college, 98 are women,
34 are majoring in Biology, and 20 Biology majors are
women. If one student is chosen at random from the
senior class, what is the probability that the choice will be
either a Biology major or a woman).

09/15/25
 Exercise: Calculating probability of an event
Table 1: shows the frequency of cocaine use by gender among adult
cocaine users
_______________________________________________________________________________________________

Life time frequency Male Female Total

of cocaine use
_______________________________________________________________________________________________

1-19 times 32 7 39
20-99 times 18 20 38
more than 100 times 25 9 34
--------------------------------------------------------------------------------------------
Total 75 36 111
---------------------------------------------------------------------------------------------

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Questions
1.What is the probability of a person randomly
picked is a male?
2. What is the probability of a person randomly
picked uses cocaine more than 100 times?
3.Given that the selected person is male, what
is the probability of a person randomly
picked uses cocaine more than 100 times?
4.Given that the person has used cocaine less
than 100 times, what is the probability of
being female?
5.What is the probability of a person randomly
picked is a male and uses cocaine more than
100 times?
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 Summary for the Multiplicative
Rule

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 Random variable and Probability distributions
• A random variable is a variable that has a single
numerical value, determined by chance, for
each outcome of a procedure.
• A discrete random variable has either a finite
number of values or a countable number of
values. Eg. The number of eggs that a hen lays
in a day(possible values are 0, or 1, or 2
• A continuous random variable has infinitely
many values, and those values can be
associated with measurements on a
continuous scale in such a way that there are
no gaps or interruptions.
Eg. Voltage of electricity
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Every probability distribution must satisfy
each of the following two requirements
• Since the values of a probability
distribution are probabilities, they
must be numbers in the interval
from 0 to 1.
• Since a random variable has to take on one
of its values, the sum of all the values of a
probability distribution must be equal to 1.

09/15/25
 Random Variable
• A Random Variable is a set of possible
values from a random experiment
• Example: Tossing a coin: we could get Heads or
Tails.
• Let's give them the
values Heads=0 and Tails=1 and we have a
Random Variable "X":
random possible random
variable values events
0 H
X =
1 T
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• So:
• We have an experiment (like tossing a coin)
• We give values to each event
• The set of values is a Random Variable

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• Eg. Toss a coin 3 times. Let x be the number of heads
obtained. Find the probability distribution of x .
f (x) = Pr (X = xi) , i = 0, 1, 2, 3.
• Pr (x = 0) = 1/8 …………………………….. TTT
• Pr (x = 1) = 3/8 ……………………………. HTT THT TTH
• Pr (x = 2) = 3/8 ……………………………..HHT THH HTH
• Pr (x = 3) = 1/8 ……………………………. HHH
• Probability distribution of X.
X = xi 0 1 2 3

Pr(X=xi) 1/8 3/8 3/8 1/8

• The required conditions are also satisfied. i) f(x)  0

ii)  f (xi) = 1
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 The birth of a son or a daughter
are mutually exclusive events
because the two events will not
happen at the same time.

The birth of a daughter and the

birth of carrier of the sickle-cell
anemia allele are not mutually
exclusive because the two events
can happen at the same time (they
are independent events).

09/15/25
Example .: Sex Ratio in a Family of 3
• Assume that the probability of a boy = child child child
1/2 and the probability of a girl = 1/2.
#1 #2 #3

i. How many possibilities are there for a B B B

family to have the sex distribution? B B G
B G B
i. What is the probability of occurrence
of each event? B G G
G B B
ii. What is the chance of 2 boys AND 1
girl? G B G
G G B
G G G
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• Solution:
i. 8 possibilities
ii. The probability of each event is 1/8
( 1/2 x 1/2 x 1/2).
iii. The chances of 2 boys AND 1 girl are
3. This occurs: BBG, BGB, and GBB.
– Thus, the chance is 1/8 + 1/8 + 1/8 =
3/8.

09/15/25
 The expected value of a discrete
random variable
The expected value, denoted by E(x) or , represents the “average” value of the random variable. It is
obtained by multiplying each possible value by its respective probability and summing over all the values
that have positive probability.

Definition: The expected value of a discrete random variable is defined as

n
E(X) =  =  x i P(X x i )
i 1

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Where the xi’s are the values the random variable assumes with positive probability

Example: Consider the random variable representing the number of episodes of diarrhea in the first 2
years of life. Suppose this random variable has a probability mass function as below
R 0 1 2 3 4 5 6
P(X .129 .264 .271 .185 .095 .039 .017
= r)
What is the expected number of episodes of diarrhoea in the first 2 years of life?
E(X) = 0(.129) +1(.264) +2(.271) +3(.185) +4(.095) +5(.039) +6(.017) = 2.038

Thus, on the average a child would be expected to have 2 episodes of diarrhoea in the first 2 years of life
09/15/25
 The variance of a discrete random
variable
The variance represents the spread of all values that have positive probability relative to the expected
value. In particular, the variance is obtained by multiplying the squared distance of each possible value
from the expected value by its respective probability and summing overall the values that have positive
probability.

Definition: The variance of a discrete random variable denoted by X is defined by

2 k 2 k 2 2
V(X) = σ   ( x i  μ ) P(X x i )   x i P(X x i )  μ
i 1 i1
Where the Xi’s are the values for which the random variable takes on positive probability. The SD of a
random variable X, denoted by SD(X) or  is defined by square root of its variance.

09/15/25
Example: Compute the variance and SD for the random variable representing number of episodes
of diarrhea in the first 2 years of life.

E(X) =  = 2.04
n
 x i P(X x i ) = 02(.129) + 12(.264) + 22(.271) + 32(.185) + 42(.095) + 52(.039) + 62(0.017) = 6.12
i 1

Thus, V(X) = 6.12 – (2.04)2 = 1.967 and the SD of X is σ  1.967 1.402

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 Probability as a Numerical Measure of the Likelihood of Occurrence

Increasing Likelihood of Occurrence

0 . 1
Probabilit 5
y:
The occurrence of the
event is
just as likely as it is
unlikely.

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 Permutations
The number of possible permutations is the number of
different orders in which particular events occur. The
number of possible permutations are
n!
Np 
r ( n  r )!
where r is the number of events in the series, n is the
number of possible events, and n! denotes the factorial
of
n = the product of all the positive integers from 1 to n.

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 Combinations
When the order in which the events occurred is of no
interest, we are dealing with combinations. The number
of possible combinations is
n  n!
Nc  
r  r!(n  r)!
where r is the number of events in the series, n is the
number of possible events, and n! denotes the factorial
of n = the product of all the positive integers from 1 to
n. 
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 Probability distribution
• Every random variable has a corresponding probability
distribution.
• A probability distribution applies the theory of probability to
describe the behavior of the random variable.
• The term probability distribution or just distribution refers to
the way data are distributed, in order to draw conclusions about
a set of data.
• A probability distribution of a random variable can be displayed
by a table or a graph or a mathematical formula.
• With categorical variables, we obtain the frequency distribution
of each variable.
• With numeric variables, the aim is to determine whether or not
normality may be assumed.
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 I. Probability distribution of a categorical variables
• The probability distribution of a categorical variable tells us with
what probability the variable will take on the different possible
values.
• That is it specifies all possible outcomes of the categorical variable
along with the probability that each will occur.
E.g. Consider the value on the face showing up from tossing a die. The
probability distribution of this variable is
Value on Face 1 2 3 4 5 6
Probability 1/6 1/6 1/6 1/6 1/6 1/6
• Notice that the total probability is 1.

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Bernoulli Distribution
• A random experiment with only two possible
outcomes with probability p and q; where p+q=1,
is called Bernoulli trials
• The outcome of an experiment can either be
success (i.e., 1) and failure (i.e., 0).
• Pr(X=1) = p, Pr(X=0) = 1-p, or
x 1 x
p ( x)  p (1  p)
• E[X] = p, Var(X) = p(1-p)
• Bernoulli trial is a random experiment with only
two possible outcomes
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 Binomial distribution
• In general the binomial distribution involves three assumptions
– There are 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

n  k n  k
P(k)   p 1 p
k 

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 The binomial distribution
A process that has only two possible outcomes is
called a binomial process. In statistics, the two
outcomes are frequently denoted as success and
failure. Binomial distribution is a sum of
independent and evenly distributed Bernoulli
trials. The binomial distribution gives the
probability of exactly k successes in n trials

n  k n  k
P(k)   p 1 p
k 
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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 and variance values for a binomial distribution or the
average number of successes in repeated samples of n is equal to

 np
V  npq
• Example 1: From the sample of 1000 US population, there are
290 smokers, if we want to get the mean and standard deviation
of the proportion of smokers, we can use the formula of the
following;
• Mean=nxp=1000x0.29=290

______________
S.d = √1000(0.29X0.71) = 14.4

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Binomial distribution….
Example 2: 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
exactly
– 5 will be males? Given n=10, x=5, Pr (X= x) =
– n! p x (1- p) n- x

x ! (n -x )!
So Pr (X=5) = 10! X 0.52 5 x (1- 0.52)10-5 =0.24
5!(10-5)!
– 3 or more will be females?
• Pr(X≥3) = 1- Pr (X<3) = 1-[Pr(X=0)+Pr(X=1)+Pr(X=2)]
=1-[0.001+0.013+0.055]= 1-0.069=0.931
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 Binomial distribution, generally
Note the general pattern emerging  if you have only two
possible outcomes (call them 1/0 or yes/no or success/failure) in n
independent trials, then the probability of exactly X “successes”=
n = number of trials

 n X n X
  p (1  p )
X 1-p = probability of
failure

X=# p = probability of
successes out success
of n trials

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 Exercise
1. 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
a. Exactly two of them have blood type O
b. At most 2 have blood type O
c. At least 4 have blood type O
d.2 do not have blood type O.
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Exercise….
2. Suppose past experiences in a certain malarious area
indicated 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.
a) What is the probability that no patient will be positive
for malaria?
b) What is the probability that exactly one patient will be
positive for malaria?
c) What is the probability that exactly two of the patients
will be positive for malaria?
d) What is the probability that all patients will be positive
for malaria?
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 The Poisson distribution
When the probability of “success” is very small, e.g., the
probability of a mutation, then pk and (1 – p)n – k become too
small to calculate exactly by the binomial distribution. In
such cases, the Poisson distribution becomes useful. Let 
be the expected number of successes in a process
consisting of n trials, i.e.,  = np. The probability of
observing k successes is
k
 e 
P(k) 
k!
The mean and variance of a Poisson distributed variable are
given by  =  and V = , respectively.
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 Plots of Poisson Distribution

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 The Poisson distribution…
• Example 3. Suppose x is a random variable representing
the number of individuals involved in a road accident
each year (In US 2.4 are involved per 10,000 population
each year)
– I.e. λ = 2.4 per 10000
• Pr (X=0) = e-2.4 2.40 = 0.091
0!
• Pr (X=1) = e-2.4 2.41 = 0.218
1!
• Pr (X=2) = e-2.4 2.42 = 0.262
2!
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II. Probability distribution of Numeric variables

1. Probability distribution of a discrete variable

• Let X be a discrete random variable, such
as number of new AIDS cases reported
during one year period, number of children
in a family

• To construct the probability distribution for

X we list each of the values x the variable
assumes and its associated probability
(relative frequency).
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Characteristics of a distribution
• Features commonly used to describe a distribution are
location, dispersion, modality and skew ness.
– Location tells us something about the average
value of the variable.
– Dispersion tells us something about how
spread out, the values of the variable are.
– Modality refers to the number of peaks in the
distribution.
– Skew ness refers to whether or not the
distribution is symmetric
• A distribution is said to be symmetric if it is
symmetrically distribute about its mode.
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2.Probability distribution of continuous variables
• Under different circumstances, the outcome of a
random variable may not be limited to categories or
counts.
– E.g. Suppose, X represents the continuous
variable ‘Height’; rarely is an individual
exactly equal to 170cm tall
– X can assume an infinite number of
intermediate values 170.1, 170.2, 170.3 etc.
• Because a continuous random variable X can take on
an uncountably infinite number of values, the
probability associated with any particular one value is
almost equal to zero.
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 Continuous Random Variables
• A smooth curve describes the probability distribution of a
continuous random variable.

•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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 Properties of Continuous Probability Distributions

• The area under the curve is equal to 1.

• P(a  x  b) = area under the curve
between a and b.

•There is no probability attached to

any single value of x. That is, P(x =
a) = 0.
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Continuous Probability Distributions

• There are many different types of continuous

random variables
• We try to pick a model that
– Fits the data well
– Allows us to make the best possible
inferences using the data.
• One important continuous random variable is the
normal random variable.
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The Normal(Gaussian) Distribution
• The normal distribution is used extensively in the
analyses of continuous variables and has an especially
important role in statistics.
• It has been found to be a good approximation for many
distributions that arise in practice.
• The normal distribution is a uni-modal and symmetric.
• The normal distribution is completely described by two
parameters, referred as the mean μ (read as ‘mu’) and
standard deviation σ (read ‘sigma’).
• The mean μ can be any number (negative, positive or
zero).
• The standard deviation σ must be a positive number.
• The mean μ defines the location of the distribution and
the SD (standard deviation) σ defines the dispersion of
the distribution about the mean.

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 The Normal Distribution

• The formula that generates

the normal probability
distribution is:
2
1  x   2
11   1  x   
22    
ff((xx))
 ee for 
for xx

 22
ee 7183  
22..7183 33..1416
1416
and
and are
arethe
thepopulation
populationmean
meanand
andstandard
standarddeviation.
deviation.

• The shape and location of the normal curve

changes as the mean and standard deviation
change.

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How the Normal curve shifts when parameters
change

-a μ a X

-
-1 0 11 X-μ

-1 0 1 X-μ
𝜎
Biostatistics course by
Girma Taye
(PhD), AAU
Same location (μ) but different 𝜎 (S.D)

𝜎=1

𝜎-2

𝜎=3

μ
Biostatistics course by Girma Taye
(PhD), AAU
Same 𝜎 but different location (mean)

μ=0 μ=1 μ=2

Biostatistics course by Girma Taye

(PhD), AAU
The standard normal distribution

• Since a normal distribution could be an infinite

number of possible values for its mean and SD,
it is impossible to tabulate the area associated
for each and every normal curve.

• Instead only a single curve for which μ = 0

and σ = 1 is tabulated.
• The curve is called the standard normal
distribution (SND).
09/15/25
The Standard Normal Distribution

• To find P(a < x < b), we need to find the area under
the appropriate normal curve.
• To simplify the tabulation of these areas, we
standardize each value of x by expressing it as a z-
score, the number of standard deviations  it lies
from the mean .
xx 
zz 


09/15/25
 The Standard Normal
(z) Distribution

• Mean = 0; Standard deviation = 1

• When x = , z = 0
• Symmetric about z = 0
• Values of z to the left of center are negative
• Values of z to the right of center are positive
• Total area under the curve is 1.
09/15/25
Using normal table
The four digit probability in a particular row and
column of Table 1 gives the area under the z
curve to the left that particular value of z.

09/15/25
Area for z = 1.36
 Example
Use Table 1 to calculate these probabilities:

P(z
P(z 1.36)
1.36)
=
= .9131
.9131
P(z
P(z >1.36)
>1.36)
=
= 11 -- .9131
.9131
=
= .0869
.0869
P(-1.20
P(-1.20  zz  1.36)
1.36)
== .9131
.9131 -- .1151
.1151
== .7980
.7980
09/15/25
 Example
The weights of packages of ground beef are
normally distributed with mean 1 pound and
standard deviation .10. What is the
probability that a randomly selected
package weighs between 0.80 and 0.85
pounds?
P (.80  x  .85) 
P ( 2  z   1.5) 
.0668  .0228 .0440

09/15/25
 Example
What is the weight of a package
such that only 1% of all
packages exceed this weight?

PP((xx ?)?) ..01

01
?? 11
PP((zz  ))..01
01
..11
?? 11
From
FromTableTable1, 1, 
22..33
33
..11
?? 33(.(.11))11
22..33 11..233
233
09/15/25
Approximating the Binomial
Make sure to include the entire rectangle
for the values of x in the interval of interest.
This is called the continuity correction.
Standardize the values of x using

xx np
np
zz 

npq
npq

Make sure that np and nq are both

greater than 5 to avoid inaccurate
approximations!
09/15/25
 Exercise
A data collected on systolic blood pressure in normal
healthy individuals is normally distributed with μ= 120
and σ= 10 mm Hg.
1)What proportion of normal healthy individuals have a
systolic blood pressure above 130 mm Hg
2)What proportion of normal healthy individuals have a
systolic blood pressure between 100 and 140 mm Hg?
3)What level of systolic blood pressure cuts off the lower
95% of normal healthy individuals?

09/15/25
 μ-3σ μ-2σ μ-σ μ μ+σ μ+2σ μ+3σ

Fig.3. Percentage of area under a normal distribution with

mean μ and standard deviation σ

For any normal distribution,

 about 68% (most) of the observations is contained within one SD of
the mean.
about 95% (majority) of the probability is contained within two SDs
and 99% (almost all) within three SDs of the mean.

09/15/25
 Exercises

• Find the probability of the following under

the SND
– Above 1.96?
– Below –1.96?
– Between –1.28 and 1.28?
– Between –1.65 and 1.08? 0.8502
– What level cuts the upper 25%?
– What level cuts the middle 99%?

09/15/25
 Table 1: Normal distribution
Area between 0 and z

0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857

09/15/25 2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
 Table 2: Student’s t-distribution
t table with right tail probabilities

df\p 0.40 0.25 0.10 0.05 0.025 0.01 0.005 0.0005

1 0.324920 1.000000 3.077684 6.313752 12.70620 31.82052 63.65674 636.6192

2 0.288675 0.816497 1.885618 2.919986 4.30265 6.96456 9.92484 31.5991

3 0.276671 0.764892 1.637744 2.353363 3.18245 4.54070 5.84091 12.9240

4 0.270722 0.740697 1.533206 2.131847 2.77645 3.74695 4.60409 8.6103

5 0.267181 0.726687 1.475884 2.015048 2.57058 3.36493 4.03214 6.8688

6 0.264835 0.717558 1.439756 1.943180 2.44691 3.14267 3.70743 5.9588

7 0.263167 0.711142 1.414924 1.894579 2.36462 2.99795 3.49948 5.4079

8 0.261921 0.706387 1.396815 1.859548 2.30600 2.89646 3.35539 5.0413

9 0.260955 0.702722 1.383029 1.833113 2.26216 2.82144 3.24984 4.7809

10 0.260185 0.699812 1.372184 1.812461 2.22814 2.76377 3.16927 4.5869

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 Table 3: Chi-square table
Right tail areas for the Chi-square Distribution

d/\
.995 .990 .975 .950 .900 .750 .500 .250 .100 .050 .025 .010 .005
area

1 0.0000 0.0001 0.0009 0.0039 0.0157 0.1015 0.4549 1.3233 2.7055 3.8414 5.0238 6.6349 7.8794

2 0.0100 0.0201 0.0506 0.1025 0.2107 0.5753 1.3862 2.7725 4.6051 5.9914 7.3777 9.2103 10.596

3 0.0717 0.1148 0.2158 0.3518 0.5843 1.2125 2.3659 4.1083 6.2513 7.8147 9.3484 11.344 12.838

4 0.2069 0.2971 0.4844 0.7107 1.0636 1.9225 3.3566 5.3852 7.7794 9.4877 11.143 13.276 14.860

5 0.4117 0.5543 0.8312 1.1454 1.6103 2.6746 4.3514 6.6256 9.2363 11.070 12.832 15.086 16.749

6 0.6757 0.8720 1.2373 1.6353 2.2041 3.4546 5.3481 7.8408 10.644 12.591 14.449 16.811 18.547

7 0.9892 1.2390 1.6898 2.1673 2.8331 4.2548 6.3458 9.0375 12.017 14.067 16.012 18.475 20.277

8 1.3444 1.6465 2.1797 2.7326 3.4895 5.0706 7.3441 10.218 13.361 15.507 17.534 20.090 21.954

09/15/25