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Probability and Probability Distributions

The document provides an overview of probability and probability distributions, detailing key concepts such as types of probability, conditional probability, and various distribution tables. It emphasizes the importance of understanding probability in decision-making and statistical analysis, particularly in fields like medicine. Additionally, it covers basic terms related to probability experiments, sample spaces, events, and counting rules.

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© © All Rights Reserved
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0% found this document useful (0 votes)
2 views

Probability and Probability Distributions

The document provides an overview of probability and probability distributions, detailing key concepts such as types of probability, conditional probability, and various distribution tables. It emphasizes the importance of understanding probability in decision-making and statistical analysis, particularly in fields like medicine. Additionally, it covers basic terms related to probability experiments, sample spaces, events, and counting rules.

Uploaded by

Maህ
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Jimma University

Faculty of Public Health

Department of Epidemiology
and Biostatistic
s
Probability and probability distribution

ab
Objective of the chapter
At the end of this chapter, students are expected to understand the
following
Probability
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
Probability
 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.
Chance Probability…
 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.

4
Probability…
 Medicine is also not an exact science, physicians seldom can
predict an outcome with absolute certainty.
 E.g., to formulate a diagnosis, a physician must rely on available
diagnostic information about a patient
–History and physical examination
–Laboratory studies, X-ray findings, ECG, etc
 Although no test result is absolutely accurate, it does affect the
probability of the presence (or absence) of a disease.
Probability cont…
 An understanding of probability is fundamental for
quantifying the uncertainty that is inherent in the decision-
making process

 Probability theory also allows us to draw conclusions about a


population of patients based on known information about a
sample of patients drawn from that population.
Probability cont…

Conclusions/Inferences in science are using probability 5


Basic terms
Probability experiment: is an action through which specific results/
outcomes (counts, measurements or responses) are obtained.
Example:
Tossing a coin and observing the face showing up is a probability
experiment.
 rolling a six-sided die and observing the number which appears on the
uppermost face of the die. The result can be any of the numbers 1, 2, 3, …,
6.
 the outcome of the sex of a newborn from a mother in delivery room is
either Male or female
Outcome: It is the result of a single trial in a probability experiment.
It is also called simple event.
Example: the outcome of the sex of a newborn from a mother in
delivery room is either Male or female
Basic terms…
Example 3:
 rolling a six-sided die and observing the number which
appears on the uppermost face of the die. The result can be
any of the numbers 1, 2, 3, …, 6.
 the outcome of the sex of a newborn from a mother in
delivery room is either Male or female
 the number of customers who enter a bank in a given time
interval when the bank is open. Or
• measurements of blood pressure among a group of
students. etc. This is a random experiment since the
outcome is uncertain.
Probability allows us to quantify the variability in the
outcome of a random experiment.
Basic terms cont…
 Sample space: The set of all possible outcomes for an experiment

 Example: The sample space for the sex of newborns when two
mothers are in the gynecology ward to give birth is:
{MM, MF, FM, FF}

 An event consists of one or more outcomes and is a subset of the


sample space

 Example: From the above experiment, an event consisting of at


least one female is E = {MF, FM, FF}
Basic terms…
An event:- is a subset of the sample space that consists of one or
more outcomes
From the above experiment, an event consisting of at least one
female is E = {MF, FM, FF}

N.B. The empty set, φ, is a subset of S and S is also a subset of

S. φ and S are therefore events.


We call φ the impossible event and S the certain event.
Basic terms cont…

 Random variable: It is a variable associated with a randomly


selected sample
 Probability function: A function that for each possible value of a
discreet random variable takes on the probability of that value
occurring

 Probability density function: A curve that specifies by means of the


area under the curve over an interval, the probability that a
continuous random variable falls within the interval.
Types of probability
Classical (or theoretical) probability
 It is used when each outcome in a sample space is equally
likely to occur.
 That is if an experiment has n equally likely outcomes, then
each possible outcome must have probability of 1/n to occur.
Or, equivalently the probability for event E is;
Number of outcomes in event Total number of outcomes
P (E ) in sample space .

Example: The probability of getting at least one female birth from


two pregnant mothers is: ¾ = 0.75

9
Types of probability cont…
Empirical (or statistical) probability is based on observations
obtained from experiments /a large number of trials or from
historical data.
Frequency of Event E
PE
( ) Total frequency
f
Example: n
A medical doctor realized that out of 100,000 patients visited
the hospital, there are 50 cancer cases.
What is the probability that a patient to be examined will be
positive for cancer?

P(+ve for cancer) = 50/100,000 = 0.0005


Empirical (or statistical) probability cont...
If the number of trials in an experiment is repeated over and
over, the empirical probability of an event approaches the
classical /theoretical (actual) probability of the event.

Example: See how the probability of getting head changes as


the number of trials of tossing a coin change:

Number of Number of Probability


tosses Heads

10 3 0.30
100 61 0.61
1000 496 0.496 ≈ 0.50
Types of probability cont…
Subjective Probability: It is usually set from intuition,
educated guesses, or estimates.

For any event E, the probability of its occurrence ranges


from 0 to 1, inclusive. That is
0 P(E) 1.

Impossibl Even Certain


e to chanc to
occur e occur
E.g. If some one says that he is 95% certain that a cure for
AIDS will be discovered within 5 years, then he means that
Pr(discovery of cure of AIDS within 5 years) = 95%.
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=Cigarette B =With lung
smoking cancer

AnB=Smokers with lung cancer


18
Additive Law of Probability
Let A and B be two events in a sample space S.
The probability of the union of A and B is

P( A B) P( A)  P(B)  P( A B).

A AnB B

14
Mutually Exclusive Events

Mutually Exclusive Events: Events that have no basic


outcomes in common, or equivalently, their intersection is
empty set.

Let A and B be two events in a sample space S. The


probability of the union of two mutually exclusive events A
and B is:
P(A B) P(A)P(B).

A B

S 15
Independent Events
Two events are independent if the occurrence of one of the
events does not affect the probability of the other event.

That is, A and B are independent if :


P (B |A) = P (B) or if P (A |B) = P (A).

Example:
Let event A stands for “the sex of the first child from a
mother is female”; and event B stands for “the sex of the
second child from the same mother is female”
Are A and B independent?

Solution
P(B/A) = P(B) = The occurrence of A does not affect the probability
of B, so the events are independent.
0.5
Multiplicative rule of probability

If A and B are two events in a sample space S, the probability of


the joint occurrence of both A and B is given by:
P(A n B) = P(A)P(B/A)
or
P(A n B) = P(B n A) = P(B)P(A/B)

However, if A and B are independent events, then P(A n B) =


P(A)P(B)
Conditional
probabilities
 If A and B are events with Pr(A) > 0, the conditional
probability of B given A is

Example: Drug test

Women Men Total A = {Patient is a women}


B = {Drug fails} Pr(B|A) =
Success 200 1800 2000
1800/2000 Pr(B|A) = 0.9
Failure 1800 200 2000
Total 2000
Based on 2000
the result 4000
from the above table, are A and B
independent events?

18
Bayes Theorem

 Allows us to calculate some conditional probabilities using


other conditional probabilities

PBPA | B
PB | A
PBPA | B  PB'PA | B'
Application of conditional probability

Disease status Total


D+ D-
Exposure E+ a b a+b
Status
E- c d c+d
Total a+c b+d a+b+c+d
Application of conditional prob.
cont…
OR = Odds of diseased among exposed
Odds of diseased among non-exposed
E.g. Calculating probability of an
event

Table bellow 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
---------------------------------------------------------------------------------------------
Questions

a. What is the probability of a person randomly picked is a


male?

b. What is the probability of a person randomly picked uses


cocaine more than 100 times?

c. Given that the selected person is male, what is the


probability of a person randomly picked uses cocaine more
than 100 times?

d. Given that the person has used cocaine less than 100 times,
what is the probability of being female?

e. What is the probability of a person randomly picked is a


male and uses cocaine more than 100 times? 23
Counting Rules

We have three different counting rules.

 Basic multiplication rule


 Permutations
 Combinations
Counting Rules cont…
Basic multiplication rule
 If we have an experiment with k parts (such as
k tosses), and

 Each part has n possible outcomes (such as


heads & tails), then

 The total number of possible outcomes for the


experiment is nk
This is the simplest multiplication rule.
Basic multiplication rule cont…
E.g. Assume we have a coin & a die. If we toss a
coin first and then the die, how many possible
outcomes does the experiment have?

We have: n1xn2 = 2 x 6 = 12 possibilities


Counting Rules cont…
Permutations
The number of possible permutations is the number of
different orders in which particular events occur. The number
of possible permutations are
n!
n
pr ( 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.

27
Permutations cont…
 Example: Five different new drugs are given
simultaneously to each of the five patients. The drugs are
compared by the length of time taken to cure the patients.
(assume that the five patients are same in all other
characteristics like: disease type, severity status, sex, age
etc. )

a) How many possible drugs we have for the 1st place (the
fastest to cure).
b) How many possible arrangements we have for the first
three drugs?
c) How many possible arrangements of all the drugs
we have?
Counting Rules cont…
Combinations
When the order in which the events occurred is of no interest,
we are dealing with combinations. The number of possible
combinations is

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.

29
Combinations cont…

 To carry out an experimental study on the vaccine trial, twelve


healthy individuals are to be randomized to the new drug and
placebo groups with 1 : 1 ratio.

 How many different types of samples can be assigned to


the new drug?
Ans. 12c6
Sampling with and without
replacement
We can carryout the sampling processes in two ways:
a. Sampling with replacement from finite population or
sampling from infinite population
 Here if the population is finite, the selected unit will be
returned back to the population after being observed
 The probability of selecting a sampling unit from a
population remains constant every time

b. Sampling without replacement for finite population


 We do not return back the selected object/individual
 As a result, the probability of selecting a sampling unit
changes every time
Sampling with and without replacement
cont…
 Example: From a population of 10 TB patients who are
numbered 1 up to 10, two are randomly selected sequentially
and assigned to a new drug treatment .

 How many possible samples of size 2 can we form if sampling


is:

a. With replacement?

a. Without replacement?
Sampling with and without … (answer)
 If sampling is with replacement:
Number of ways = 10 x 10 = 100

 If sampling is without replacement:


Number of ways= 10 X 9 = 90
Here it is the same as 10p2
Question:
 If sampling was not sequential (taking the two patients
simultaneously), find all the possible samples

 What is the probability of getting patients numbered 1 and


2 in the above three situations?
Probability distribution of
categorical variables
Probability distribution

 Every random variable has a corresponding probability


distribution.

 and probability distribution or just distribution refers to the


way data are distributed, in order to draw conclusions about
a set of data.

 It also refers to the underlying, usually unknown, distribution


of the population or random variable.

 The probability distribution of a categorical variable tells us


with what probability the variable will take on the different
possible values (outcomes).

 With numeric variables, the aim is to determine whether or


not normality may be assumed.
35
Probability distribution of a categorical
variables

Example on categorical random variable

 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
 In any prob. distribution, each probability must be between 0
and 1 and that their sum must be 1.

36
Probability distribution of categorical
cont…
37

 On the other hand, frequency distribution refers to the


observed distribution of the sample.

 When the number of observations is large, the observed


relative frequency distribution (empirical probability)will
tend to look the true probability distribution (theoretical).

 E.g. If the number of trials in throwing a die increases from


100 to 10,000, the frequency distribution approaches the
theoretical probability distribution of 1/6 for each of the six
outcomes

 A probability distribution of a random variable can be


displayed by a table or a graph or a mathematical formula.
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Probability distribution of a categorical
variables cont..

Bernoulli Distribution
When a random process or experiment, called a trial, can
result in only one of two mutually exclusive outcomes, such
as
 Male or female
 dead or alive,
 sick or well,
 full-term or premature, the single trial is called
a Bernoulli trial.
38
Bernoulli Distribution cont…
 In a Bernoulli trial, the outcome of an
experiment can either be success (i.e., 1) or
failure (i.e., 0).

 Pr(X=1) = p and Pr(X=0) = 1-p,


or

 E[X] = p and Var(X) = p(1-p)


Binomial distribution
 The binomial distribution is derived from a process known as a
Bernoulli trial
 For X (the number of successes in n trials) to be Bi(n, p), we
must have n independent Bernoulli trials

In general the binomial distribution involves three assumptions


I. There are fixed n number of Bernoulli trials each of which
results in one of two mutually exclusive outcomes.
II. The outcomes of n trials are independent.
III. The probability of “success” is constant for each trial

Pr (X=success) = Pr (X=1) = p


 Pr (X=failure) = Pr (X=0) = 1-p
45
Binomial distribution, generally

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” is:
n = number of trials
n
p X (1  p)n X
X
1-p =
probability of
X=# failure
p=
success probability
es out of success
of n
trials 46
Binomial distribution….

Example 1: 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 and p = 0.52
Pr (X= ) = n! x (1- ) n- x
x ! (n -x )!

Therefore, 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)]
47
=1-[0.001+0.013+0.055]= 1-0.069=0.931
Binomial distribution….

 Example 2: The exam has five questions and each


question has four multiple choice in which one of the
choice is the correct answer. If a student answers all the
question by guess.

1. What is the probability that he will answer 3 out of 5


questions correctly?

2. What is the probability that he will answer more than 3


questions correctly?

43
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 3: 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=n.p=1000x0.29 = 290

S.d = √1000(0.29X0.71) = 14.4


Plots of Binomial Distribution

50
Probability distribution
The Poisson distribution
 When the probability of “success” is very small, e.g., the
probability of a mutation, then pX and (1 – p)n – X become too
small to calculate exactly by the binomial distribution.
 In such cases, the Poisson distribution becomes useful.

 Where x is the number of success, λ is the expected


number of successes in a process consisting of n trials, i.e.,
λ = np.
 The mean and variance of a Poisson distributed variable
51
are given by: mean = variance = λ
Plots of Poisson Distribution

52
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

 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!
53
Continuous Probability
Distributions
Continuous probability Distributions

A continuous random variable has an infinite number of


possible values that can be represented by an interval on
the number line.
Proportion of patients with positive HIV test result per day

0% 12.5% 25% 37.5% 50% 62.5% 75% 87.5% 100%

The proportion of patients with


positive HIV test result can be
any number between 0% and
100% inclusive.

The probability distribution of a continuous random


variable is called a continuous probability distribution.
Continuous Probability Distributions

f (x) Normal
Uniform Skewed

x
 There are infinite number 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.

51
Properties of Normal Distributions
The most important probability distribution in statistics is
the normal distribution.

Normal curve

A normal distribution is a continuous probability


distribution for a random variable, x.

The graph of a normal distribution is called the normal


curve.
The Normal Distribution

 The formula that generates the normal probability distribution is:

1 x
1  ( )2
f ( x) e 2
2
Where, = Population variance
This is a bell shaped
µ = population mean curve with different
centers and spreads
e =2.718…, π= 3.14… depending on and
53
Properties of Normal Distributions
Properties of a Normal Distribution
1. The mean, median, and mode are equal.
2. The normal curve is bell-shaped and symmetric about
the mean.
3. The total area under the curve is equal to one.
4. The normal curve approaches, but never touches the x-
axis as it extends farther and farther away from the
mean.
5. Between µ  σ and µ + σ (in the center of the curve), the
graph curves downward. The graph curves upward to the
left of µ  σ and to the right of µ + σ. The points at which
the curve changes from curving upward to curving
downward are called the inflection points.
Properties of Normal Distributions

Total area = 1 Inflection points

x
µ  3σ µ  2σ µ σ µ µ +σ µ + 2σ µ + 3σ
The Family of Normal Distribution

A normal distribution can have any mean and


any positive standard deviation.

The Line of symmetry for the curve indicates the


mean of the distribution, and the spread shows the
magnitude of the standard deviation
The area under the curve
 The area under a curve can be obtained:
a.By taking the integral of an interval, (a, b)
b

Area under the curve b/n a & b = f(x)dx


a

1
f
Where ( x ) e (x )2/2 2
ab
2
b. By preparing a tables containing areas for each curve

However, both of these are not good solutions because:


i. Either it requires us to have some knowledge of calculus or
ii. Preparing tables for the infinite family of normal curves is
impossible
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The Standard Normal Distribution
Standardization solves the above two problems

Each data value of normally distributed random variable x


can be transformed into a z-score by using the formula:
Value - Mean x - µ
z= =
Standard deviation σ
.

z-score = no. of σ-units above (positive z) or below (negative


z) a distribution mean µ
The resulting distribution will be the standard normal with a
mean of 0 and a standard deviation of 1.
The horizontal scale
corresponds to z-scores.

3 2 1 0 1 2 3
z
The Standard Normal Distribution

 The area that fallsin the interval


under the unstandardized normal curve
(the x-values) is the same as the area
under the standard normal curve (within
z the corresponding z-boundaries)
3 2 1 0 1 2 3
X
3, 2, 1 µ , , 3
1 2
 That means standardization preserves
area.

After the formula is used to transform an x-value into a z-


score, a Standard Normal Table can be used to find the
cumulative area under the curve.
The Standard Normal Table
Properties of the Standard Normal Distribution
1. The cumulative area is close to 0 for z-scores close to z = 3.49.
2. The cumulative area increases as the z-scores increase.
3. The cumulative area for z = 0 is 0.5000.
4. The cumulative area is close to 1 for -scores close to z = 3.49

Area is close to 0. Area is close to 1.


z

z = 3.49
3 2 1 0 1 2 3 z = 3.49
z=0
Area is 0.5000.
The Standard Normal Table
Example:
Find the cumulative area that corresponds to a z-score
of 2.71.
Standard Normal Table
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09

0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359

0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753

0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141

2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964

2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974

2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981

Find the area by finding 2.7 in the left hand column, and
then moving across the row to the column under 0.01.
The area to the left of z = 2.71 is 0.9966.
The Standard Normal Table
Example:
Find the cumulative area that corresponds to a z-score
of 0.25.
Standard Normal Table
z .09 .08 .07 .06 .05 .04 .03 .02 .01 .00

3 .4 .0002 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003

3 .3 .0003 .0004 .0004 .0004 .0004 .0004 .0004 .0005 .0005 .0005

0 .3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821

0 .2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207

0 .1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
0 .0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the area by finding 0.2 in the left hand column, and then
moving across the row to the column under 0.05.
The area to the left of z = 0.25 is 0.4013
Guidelines for Finding Areas
Finding Areas Under the Standard Normal Curve
1. Sketch the standard normal curve and shade the
appropriate area under the curve.
2. Find the area by following the directions for each case
shown.
a.To find the area to the lef of , find the area that
corresponds to z in the Standard Normal Table.

2. The area to the


left of z = 1.23 is
0.8907.

z
1.23
1. Use the table to fin0 d
the area for the z-score.
Guidelines for Finding Areas
Finding Areas Under the Standard Normal Curve
b.To find the area to the right of z, use the Standard
Normal Table to find the area that corresponds to z.
Then subtract the area from 1.

2. The area to the 3. Subtract to find the area to


left of z = 1.23 is the right of z = 1.23:
0.8907. 1  0.8907 = 0.1093.

z
0 1.23
1. Use the table to find the
area for the z-score.
Guidelines for Finding Areas
Finding Areas Under the Standard Normal Curve
c.To find the area between two z-scores, find the area
corresponding to each z-score in the Standard
Normal Table. Then subtract the smaller area from
the larger area.
4. Subtract to find the area of
2. The area to
the region between the two
the left of z =
z-scores:
1.23 is 0.8907. 0.8907  0.2266 = 0.6641.
3. The area to the left of z =
0.75 is 0.2266.

z
0.75 0 1.23

1. Use the table to find the area for


the z-score.
Normal Distributions
and Probabilities
Probability and Normal Distributions

 We know that the area under any normal curve is 1 unit

 Therefore, we can link these areas with probability

 i.e. if a random variable, x, is normally distributed, the


probability that x will fall in a given interval is the area under
the normal curve for that interval.

 Or 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.
Probability and Normal Distributions
Normal Distribution Standard Normal Distribution
µ = 10 µ=0
σ=5 σ=1

P(x < 15) P(z < 1)

x z
µ =10 15 µ =0 1

Same area

P(x < 15) = P(z < 1) = Shaded area under the curve
= 0.8413
Probability and Normal Distributions
Example: The average weight of pregnant women attending a
prenatal care in a clinic was 78kg with a standard deviation of
8kg. If the weights are normally distributed:

a) Find the probability that a randomly selected pregnant


woman weights less than 90kg.
z x - σµ = 90 - 78
8
µ = 78
σ=8 = 1.5

P(x < 90)


The probability that a
randomly selected
x
µ =78 90 pregnant woman weights
1.5 z less than 90kg. is 0.9332.
µ =0
?
P(x < 90) = P(z < 1.5) = 0.9332
Probability and Normal Distributions
Example:
b) Based on the above example, find the probability that a
pregnant woman weights greater than 85kg.

µ = 78 z = x -σµ = 85 - 788
σ=8
= 0.875 0.88
P(x > 85)
The probability that a
x randomly selected
µ =78 85 pregnant woman weights
z
greater than 85kg. is
µ =0 0?8. 0.1894.
8
P(x > 85) = P(z > 0.88) = 1  P(z < 0.88) = 1  0.8106 = 0.1894
Probability and Normal Distributions
Example:
From the above example, find the probability that a randomly
selected pregnant woman weights between 60 and 80.

z1 = x -σµ = 60 - 78
8
= -2.25

P(60 < < 80) z2 - - = 0.25


σ = 8
µ = 78
σ=8
The probability that a
x randomly selected
60 µ =78 80 pregnant women weights
z
between 60 and 80 is
2?2. 5 µ =0 0.25
? 0.5865.
P(60 < x < 80) = P(2.25 < z < 0.25) = P(z < 0.25)  P(z < 2.25)
= 0.5987  0.0122 = 0.5865
Finding z-Scores
Example:
In a certain population, the proportion of individuals with uric
acid level less than a certain limit is 36.7%.
a. Find the z-score that corresponds to this cut of point
b. If the distribution of uric acid level is normal with mean and
standard deviation of 8 and 2.5 units respectively, find the
value of the cut of point in its unit .
z .09 .08 .07 .06 .05 .04 .03 .02 .01 .00

0 .3 .3483 .3520 .3557 .3594 .3632 .3669 .3707 .3745 .3783 .3821

0 .2 .3859 .3897 .3936 .3974 .4013 .4052 .4090 .4129 .4168 .4207

0 .1 .4247 .4286 .4325 .4364 .4404 .4443 .4483 .4522 .4562 .4602
0 .0 .4641 .4681 .4724 .4761 .4801 .4840 .4880 .4920 .4960 .5000

Find the z-score by locating 0.367 in the body of the Standard


Normal Table. Use the value closest to 0.367.
The z-score is 0.34.
Finding a z-Score Given a Percentile

Example:
Find the z-score that corresponds to P75

Area = 0.75

z
µ =0 0.6?7

The z-score that corresponds to P 75 is the same as the z-score


that corresponds to an area of 0.75.

The z-score is 0.67.


Transforming a z-Score to an x-Score
To transform a standard z-score to a data value, x, in a given
population, use the formula
x µ+ zσ.
Example:
The monthly expenses for cigarette by smokers in a city are
normally distributed with a mean of 120Birr and a standard
deviation of 16 Birr. Find the monthly expense corresponding to a
z-score of 1.60.
x µ+ zσ
= 120 +1.60(16)
= 145.6
We can conclude that an expense of 145.60 Birr for cigarette is
1.6 standard deviations above the mean.
Quiz
A population of sandwich has a mean weight of 250
grams with standard deviation of 20 grams. Based on this
information give a short answer to the following questions.

1. What proportion of sandwiches will weight above 289.2


grams?
2. What is the probability that a randomly selected
sandwich will weight between 250 and 289.2 grams?
3. What is the 75 percentile in gram for the distribution of
weight of sandwiches?
4. What is the probability that a randomly selected sandwich
will weight exactly 260 grams?
Table : Normal distribution
Area between 0 and
z
0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.080.09
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.03190.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.07140.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.11030.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.14800.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.18440.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.21900.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.25170.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.28230.2852
0.8 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.31060.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.33650.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.35990.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.38100.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.39970.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.41620.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.43060.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.44290.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.45350.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.46250.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.46990.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.47610.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.48120.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.48540.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.48870.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.49130.4916
76

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