Adigrat University

Collage of Medicine and Health Sciences

Department of Public Health

Probability and probability distribution

BERHANE F. (MPH in Epidemiology & Biostatistics)

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 LEARNING OBJECTIVES
At the end of this chapter, you should be able to:
 Describe the concepts and characteristics of
probabilities and probability distributions
 Compute probabilities of events and conditional

probabilities
 Differentiate between the binomial and normal

distributions
 Describe the concepts and uses of the standard

normal distribution

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 Probability is:

 A quantitative measure of uncertainty

 A measure of the strength of belief in the

occurrence of an uncertain event

 A measure of the degree of chance or likelihood of

occurrence of an uncertain event

 Measured by a number between 0 and 1 (or

between 0% and 100%)
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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 a diamond ?

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. 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, what is the chance that
he will answer 3 out of 5 correctly?

4. 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
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wants?
 Why Probability in Statistics?

• 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 ?
• To deal with a process that has an uncertain outcome

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 Why Probability in Healthcare?

• Because medicine is an inexact science, physicians

seldom 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 investigation, 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.
– Sensitivity and specificity
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 Why Probability in Healthcare?cont …

• To quantifying the uncertainty that is inherent in the

decision-making process

• Probability theory is a foundation for statistical

inference, &

• Allows us to draw conclusions about a population of

patients from a sample of patients
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 More importantly probability theory 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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 Types of Probability

A. Objective or Classical Probability

based on equally-likely events
based on long-run relative frequency of events
not based on personal beliefs
 is the same for all observers (objective)
Examples: toss a coin, throw a die, pick a card

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 Types of Probability (Continued)

B. Subjective Probability
• Personalistic (represents one’s degree of belief in the
occurrence of an event).
• different for all observers (subjective)
• Examples:
 Personal assessment of which is more effective to provide cure
– traditional/modern medicine
 Personal assessment of which sports team will win a match.
• It 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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 Classical Probability
Example:
• Rolling a die -
– 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
2/13/2020 SUM = 1 12
• 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

• 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.

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• 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 a large
number of trials repeated under essentially identical
conditions

• Definition: If a process is repeated a large number of

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.
• Therefore, the longer the series and the longer sample
size, the closer the estimate to the true value.

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• Since trials cannot be repeated an infinite number
of times, theoretical probabilities are often
estimated by empirical probabilities based on a
finite amount of data
• 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
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= 0.08
 Basic Definitions
• Experiment: Process that leads to one of several
possible outcomes *, e.g.:
Coin toss (Heads, Tails)
Throw die (1, 2, 3, 4, 5, 6)
Pick a card (AH, KH, QH, ...)
Introduce a new product
• Each trial of an experiment has a single observed
outcome.
• The precise outcome of a random experiment is
unknown before a trial.

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 Basic Definitions…
 Sample Space or Event Set: Set of all possible
outcomes (universal set) for a given experiment
 E.g.: Roll a regular six-sided die
– S = {1,2,3,4,5,6}

 Event: Collection of outcomes having a common

characteristic
 E.g.: Even number
– A = {2,4,6}
– Event A occurs if an outcome in the set A occurs
 Probability of an event
 Sum of the probabilities of the outcomes of which it
consists
 P(A) = P(2) + P(4) + P(6)

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 Basic Definitions…
 Set - a collection of elements or objects of interest
Empty set (denoted by )
 a set containing no elements

Universal set (denoted by S)

 a set containing all possible elements

Complement (Not).The complement of A is

 a set containing all elements of S not in A  A

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 Complement of a Set

Venn Diagram illustrating the Complement of an event

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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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 Sets: A Intersecting with B

A
B

A B
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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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 Sets: A Union B

A
B

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A B 25
 Mutually Exclusive Events
 sets having no elements in common, having no
intersection, whose intersection is the empty set
 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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 Mutually Exclusive or Disjoint Sets

Sets have nothing in common

B
A

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 Independent Events
• If the probability of the first one happening is the
same no matter how the second one turns out. OR
• The outcome of one event has no effect on 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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 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).

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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
 A value 1 means the event definitely will occur
 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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 Properties of Probability…

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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 Properties of Probability…

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 and 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

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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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 Basic Probability Rules …

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”
• 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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 Conditional Probability

• Conditional Probability - Probability of A given B

P( A  B)
P( A B)  , where P( B)  0
P( B)

 Independent events:
P( A B)  P( A)
P( B A)  P( B)

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 Conditional Probability (continued)

Rules of conditional probability:

P( A B)  P( A  B) so P( A  B)  P( A B) P( B)
P( B)
 P( B A) P( A)

If events A and B are statistically independent:

P ( A B )  P ( A)
so P( A B)  P( A)P(B)
P ( B / A)  P ( B )

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 Example for Conditional Probability
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

The probability of developing retinopathy is:

P (Retinopathy) = No. of infants with retinopathy
Total No. of infants
= (18+21)/(21+39)
2/13/2020 = 0.65 43
 Conditional Probability (continued)
• 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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 Conditional Probability (continued)

• 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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 Conditional Probability (continued)

• 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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 Test for Independence of events
• Two events A and B • Two events A and B
are independent if: are dependent 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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 Combinatorial Concepts
Consider a pair of six-sided dice. There are six possible outcomes
from throwing the first die {1,2,3,4,5,6} and six possible outcomes
from throwing the second die {1,2,3,4,5,6}. Altogether, there are
6*6 = 36 possible outcomes from throwing the two dice.
In general, if there are n events and the event i can happen in
Ni possible ways, then the number of ways in which the
sequence of n events may occur is N1N2...Nn.
 Pick 5 cards from a  Pick 5 cards from a
deck of 52 - with deck of 52 - without
replacement replacement
 52*52*52*52*52=525  52*51*50*49*48 =
380,204,032 different 311,875,200 different
possible outcomes possible outcomes
2/13/2020 51
 More on Combinatorial Concepts
(Tree Diagram)

.
Order the letters: A, B, and C
C
. ABC

. .. B
C B .. ACB

. . .
A
B A C

.. BAC

. .
C
C
A
A
B
BCA

2/13/2020
. B
A
. CAB

CBA
52
 Factorial

How many ways can you order the 3 letters A, B, and C?

There are 3 choices for the first letter, 2 for the second, and 1 for
the last, so there are 3*2*1 = 6 possible ways to order the three
letters A, B, and C.

How many ways are there to order the 6 letters A, B, C, D, E,

and F? (6*5*4*3*2*1 = 720)

Factorial: For any positive integer n, we define n factorial as:

n(n-1)(n-2)...(1). We denote n factorial as n!.
The number n! is the number of ways in which n objects can
be ordered. By definition 1! = 1 and 0! = 1.
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 Permutations (Order is important)
What if we chose only 3 out of the 6 letters A, B, C, D, E, and F?
There are 6 ways to choose the first letter, 5 ways to choose the
second letter, and 4 ways to choose the third letter (leaving 3
letters un chosen). That makes 6*5*4=120 possible orderings or
permutations.
Permutations are the possible ordered selections of r objects out
of a total of n objects. The number of permutations of n objects
taken r at a time is denoted by nPr, where

P  n!
n r (n  r )!
Forex ample :
6! 6! 6 * 5 * 4 * 3 * 2 *1
P     6 * 5 * 4  120
(6  3)!
6 3
2/13/2020 3! 3 * 2 *1 54
 Combinations (Order is not Important)
Suppose that when we pick 3 letters out of the 6 letters A, B, C, D, E, and F
we chose BCD, or BDC, or CBD, or CDB, or DBC, or DCB. (These are the
6 (3!) permutations or orderings of the 3 letters B, C, and D.) But these are
orderings of the same combination of 3 letters. How many combinations of 6
different letters, taking 3 at a time, are there?

Combinations are the possible selections of r items from a group of n items  n

regardless of the order of selection. The number of combinations is denoted  r
and is read as n choose r. An alternative notation is nCr. We define the number
of combinations of r out of n elements as:
 n n!
  n C r 
r r! (n  r)!
Forexam ple:
 n 6! 6! 6 * 5 * 4 * 3 * 2 *1 6 * 5 * 4 120
 6 C3       20
 
r 3! ( 6  3)! 3!3! (3 * 2 * 1)(3 * 2 * 1) 3 * 2 * 1 6
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 Probability Distributions
• A probability distribution is a device used to describe
the behaviour that a random variable may have by
applying the theory of probability.

• It is the way data are distributed, in order to draw

conclusions about a set of data

• Random Variable = Any quantity or characteristic that

is able to assume a number of 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

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• 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
– If not we may consider transforming the variable or
categorize it for analysis (eg age group)

 Therefore, the probability distribution of a

random variable is a table, graph, or
mathematical formula that gives the
probabilities with which the random variable
takes different values or ranges of values.
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 A. Discrete Probability Distributions
• For a discrete random variable, the probability
distribution specifies each of the possible outcomes of
the random variable along with the probability that
each will occur

• Examples can be:

– Frequency distribution
– Relative frequency distribution
– Cumulative frequency
2/13/2020 59
 A. Discrete Probability Distributions…

• We represent a potential outcome of the random

variable X by x

0 ≤ P(X = x) ≤ 1
∑ P(X = x) = 1

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The following data shows the number of diagnostic
services a patient receives

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• What is the probability that a patient receives exactly 3
diagnostic services?
P(X=3) = 0.031
• What is the probability that a patient receives at most
one diagnostic service?
P (X≤1) = P(X = 0) + P(X = 1)
= 0.671 + 0.229
= 0.900
• What is the probability that a patient receives at least
four diagnostic services?
P (X≥4) = P(X = 4) + P(X = 5)
= 0.010 + 0.006
2/13/2020 = 0.016 62
 Probability distributions can also
be displayed using a graph
0.8
Probability, X=x
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0 1 2 3 4 5
No. of diagnostic services, x

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 The Expected Value of a Discrete
Random variable
• If a random variable is able to take on a large number
of values, then a probability mass function might not
be the most useful way to summarize its behavior

• Instead, measures of location and dispersion can be

calculated (as long as the data are not categorical)

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 The Expected Value …

• The average value assumed by a random variable is

called its expected value, or the population mean

• It is represented by E(X) or µ

• To obtain the expected value of a discrete random

variable X, we multiply each possible outcome by its
associated probability and sum all values with a
probability greater than 0

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• Example: For the diagnostic service data:

Mean (X) = 0(0.671) +1(0.229) +2(0.053)

+3(0.031) +4(0.010) +5(0.006)
= 0.498 ≈ 0.5

• We would expect an average of 0.5 services for each

visit

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 The Variance of a Discrete Random
Variable

• The variance of a random variable X is called the

population variance and is represented by Var(X) or
2

• It quantifies the dispersion of the possible outcomes

of X around the expected value μ

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Example: For the diagnostic service data
σ2 = ∑(xi-µ)2P(X=xi)
= (0− 0.5)2(0.671) +(1 − 0.5)2(0.229)
+(2 − 0.5)2(0.053) +(3 − 0.5)2(0.031)
+(4 − 0.5)2(0.010) +(5 − 0.5)2(0.006)
= 0.782

Standard deviation = σ = √0.782 = 0.884

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• Examples of discrete probability distributions
are the binomial distribution and the Poisson
distribution.

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 Binomial Distribution

• It is one of the most widely encountered discrete

probability distributions.
• Consider dichotomous (binary) random variable

• Is based on Bernoulli trial

– When a single trial of an experiment can result in
only one of two mutually exclusive outcomes
(success or failure; dead or alive; sick or well, male
or female)

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 Binomial Distribution…

• Example: We are interested in determining whether a

newborn infant will survive until his/her 70th birthday
• Let Y represent the survival status of the
child at age 70 years
• Y = 1 if the child survives and Y = 0 if he/she does not

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• The outcomes are mutually exclusive and
exhaustive
• Suppose that 72% of infants born survive to age
70 years
P(Y = 1) = p = 0.72
P(Y = 0) = 1 − p = 0.28

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A binomial probability distribution occurs
when the following requirements are met.

1. The procedure has a fixed number of trials.

2. The trials must be independent.
3. Each trial must have all outcomes that fall into
two categories.
4. The probabilities must remain constant for each
trial [P(success) = p].
• The probability of P(failure), denoted by q,
q = 1- p.
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• If an experiment is repeated n times and the
outcome is independent from one trial to
another, the probability that outcome A occurs
exactly x times is:

• P (X=x) = , x = 0, 1, 2, ..., n.

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 • n denotes the number of fixed trials
• x denotes the number of successes in
the n trials
• p denotes the probability of success
• q denotes the probability of failure (1- p)

• Represents the number of ways of selecting x objects out of

n where the order of selection does not matter.
• where n!=n(n-1)(n-2)…(1) , and 0!=1
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 Example:

• Suppose we know that 40% of a certain

population are cigarette smokers. If we take a
random sample of 10 people from this
population, what is the probability that we will
have exactly 4 smokers in our sample?

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• If the probability that any individual in the
population is a smoker to be P=0.40, then the
probability that x=4 smokers out of n=10 subjects
selected is:

P(X=4) =10C4(0.4)4(1-0.4)10-4
= 10C4(0.4)4(0.6)6 = 210(.0256)(.04666)
= 0.25

• The probability of obtaining exactly 4 smokers in the

sample is about 0.25.
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• We can compute the probability of observing zero
smokers out of 10 subjects selected at random, exactly 1
smoker, and so on, and display the results in a table, as
given, below.

• The third column, P(X ≤ x), gives the cumulative

probability. E.g. the probability of selecting 3 or fewer
smokers into the sample of 10 subjects is
P(X ≤ 3) =0.3823, or about 38%.

2/13/2020 78
2/13/2020 79
 The probability in the above table can
be converted into the following graph
0.3
0.25
Probability

0.2
0.15
0.1
0.05
0
0 1 2 3 4 5 6 7 8 9 10
No. of Smokers

2/13/2020 80
 Exercise
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.

2/13/2020 81
 Solution for ‘a’
 5
P(x  2) =  (0.25) (0.75)
2 5-2

 2
 0.2637

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 The Mean and Variance of a
Binomial Distribution
• Once n and P are specified, we can compute the
proportion of success,

P = x/n

• and the mean and variance of the distribution are given by

:
E(X) = μ = np, σ2 = npq, σ = √npq

2/13/2020 83
 Example:
• 70% of a certain population has been immunized for
polio. If a sample of size 50 is taken, what is the
“expected total number”, in the sample who have been
immunized?

µ = np = 50(.70) = 35

• This tells us that “on the average” we expect to see 35

immunized subjects in a sample of 50 from this
population.
2/13/2020 84
• If repeated samples of size 10 are selected from the
population of infants born, the mean number of children
per sample who survive to age 70 would be
µ = np = (10)(0.72) = 7.2

• The variance would be npq = (10)(0.72)(0.28) = 2.02

and the SD would be
√2.02 = 1.42

2/13/2020 85
 Poisson Distribution
the distribution of the number of occurrences x of some
random event in an interval of time or space, or some volume
of matter.
For example, a hospital administrator has been studying
daily emergency admissions over a period of several months
and has found that admissions have averaged three per day.
He or she is then interested in finding the probability that no
emergency admissions will occur on a particular day.

The Poisson distribution is characterized by its probability

density function

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2/13/2020 89
 B. Continuous Probability
Distributions
• A continuous random variable X can take on any
value in a specified interval or range

• With a large number of class intervals, the frequency

polygon begins to resemble a smooth curve.

• The probability distribution of X is represented by a

smooth curve called a probability density function

2/13/2020 90
 Distribution of serum
triglyceride

• The area under the smooth curve is equal to 1

• The area under the curve between any two
points x1 and x2 is the probability that X takes a
value between x1 and x2

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• Instead of assigning probabilities to specific outcomes
of the random variable X, probabilities are assigned to
ranges of values
• The probability associated with any one particular
value is equal to 0
• Therefore, P(X=x) = 0
• Also, P(X ≥ x) = P(X > x)
• We calculate:
Pr [ a < X < b], the probability of an
interval of values of X.

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 The Normal distribution (ND)
• 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, and IQ score — are approximately
normally distributed

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 A random variable is said to have a normal distribution
if it has a probability distribution that is symmetric and
bell-shaped

2/13/2020 94
• The ND is vital to statistical work, most estimation
procedures and hypothesis tests underlie ND
• The concept of “probability of X=x” in the discrete
probability distribution is replaced by the “probability
density function f(x)
• The ND is also an approximating distribution to other
distributions (e.g., binomial)

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• A random variable X is said to follow ND, if
and only if, its probability density function
is:
1  x-  
2

1   

2  
f(x) = e , - < x < .
 2

2/13/2020 96
 π (pi) = 3.14159

 e = 2.71828, x = Value of X

 Range of possible values of X: -∞ to +∞

 µ = Expected value of X (“the long run average”)

 σ2 = Variance of X.

 µ and σ are the parameters of the normal distribution

— they completely define its shape

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2/13/2020 98
1. The mean µ tells you about location -
– Increase µ - Location shifts right
– Decrease µ – Location shifts left
– Shape is unchanged
2. The variance σ2 tells you about narrowness or flatness
of the bell -
– Increase σ2 - Bell flattens. Extreme values are
more likely
– Decrease σ2 - Bell narrows. Extreme values are
less likely
– Location is unchanged
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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. It

is unimodal.

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

square unit.

4. The curve never touches the x-axis.

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5. As the value of  increases, the curve becomes more
and more flat and vice versa.
6. Perpendiculars of:
± 1SD contain about 68%;
±2 SD contain about 95%;
±3 SD contain about 99.7%
of the area under the curve.
Next slide
7. The distribution is completely determined by the
parameters  and .

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2/13/2020 103
• We have different normal distributions depending on
the values of μ and σ2.
• We cannot tabulate every possible distribution
• Tabulated normal probability calculations are
available only for the ND with µ = 0 and σ2=1.

2/13/2020 104
 Normal Probability Distributions
All of these are normal probability density functions, though each has a different mean and
variance.
Normal Distribution:  =40, =1
0.4
Normal Distribution:  =30, =5 Normal Distribution:  =50, =3
0.2 0.2
0.3
f(w)

0.2

f(x)

f(y)
0.1 0.1
0.1

0.0
35 40 45
0.0 0.0
w 0 10 20 30 40 50 60 35 45 50 55 65
x y

W~N(40,1) X~N(30,25) Y~N(50,9)

Normal Distribution:  =0, =1
0.4 Consider:
0.3
The probability in each
P(39  W  41) case is an area under a
f(z)

0.2

0.1 P(25  X  35) normal probability density

0.0 P(47  Y  53) function.
P(-1  Z  1)
-5 0 5
z

2/13/2020
Z~N(0,1) 105
 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.

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 The Standard Normal Distribution
The standard normal random variable, Z, is the normal random
variable with mean  = 0 and standard deviation  = 1: Z~N(0,12).

Standard Normal Distribution

0 .4

0 .3

=1
f(z)

{
0 .2

0 .1

0 .0
-5 -4 -3 -2 -1 0 1 2 3 4 5

=0
Z

Approximately 68% of the area under the standard normal curve lies
between ±1, about 95% between ±2, and about 99% between ±2.5 SD
2/13/2020 107
 Z - Transformation

• If a random variable X~N(,) then we can transform

it to a SND with the help of Z-transformation
Z= x-

• Z represents the Z-score for a given x value
• 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.
2/13/2020 108
• Consider redefining the scale to be in terms of how
many SDs away from mean for normal distribution,
μ=110 and σ=15.

Value (x)
50 65 80 95 110 125 140 155 170
-4 -3 -2 -1 0 1 2 3 4
SDs from mean using
(x-110)/15 = (x-μ)/σ

2/13/2020 109
 Finding normal curve areas
1. The table gives areas between +∞ and the value of Zo.

2. Find the z value in tenths in the column at left margin

and locate its row. Find the hundredths 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.

2/13/2020 110
 Some Useful Tips

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Standard Normal
Table

P(Z>2.575) Z

0.0 2.575

2/13/2020 112
2/13/2020 113
 Finding Probabilities of the Standard
Normal Distribution: P(0 < Z < 1.56)
Standard Normal Probabilities
Standard Normal Distribution z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359
0.4 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
0.3 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
f(z)

0.2 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
0.1 1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.56 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
0.0 1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
-5 -4 -3 -2 -1 0 1 2 3 4 5 1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
Z 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

Look in row labeled 1.5 2.1

2.2
0.4821
0.4861
0.4826
0.4864
0.4830
0.4868
0.4834
0.4871
0.4838
0.4875
0.4842
0.4878
0.4846
0.4881
0.4850
0.4884
0.4854
0.4887
0.4857
0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
and column labeled .06 to 2.4
2.5
0.4918
0.4938
0.4920
0.4940
0.4922
0.4941
0.4925
0.4943
0.4927
0.4945
0.4929
0.4946
0.4931
0.4948
0.4932
0.4949
0.4934
0.4951
0.4936
0.4952

find P(0  z  1.56) = 2.6

2.7
0.4953
0.4965
0.4955
0.4966
0.4956
0.4967
0.4957
0.4968
0.4959
0.4969
0.4960
0.4970
0.4961
0.4971
0.4962
0.4972
0.4963
0.4973
0.4964
0.4974
2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.4980 0.4981
0.4406 2.9
3.0
0.4981
0.4987
0.4982
0.4987
0.4982
0.4987
0.4983
0.4988
0.4984
0.4988
0.4984
0.4989
0.4985
0.4989
0.4985
0.4989
0.4986
0.4990
0.4986
0.4990

2/13/2020 114
 Finding Probabilities of the Standard
Normal Distribution: P(1< Z < 2)
To find P(1  Z  2): z
.
.00
.
...

. .
1. Find table area for 2.00 .
0.9
.
0.3159 ...

F(2) = P(Z  2.00) = .5 + .4772 =.9772

1.0 0.3413 ...
1.1 0.3643 ...
. .
. .
2. Find table area for 1.00 . .
1.9 0.4713 ...
F(1) = P(Z  1.00) = .5 + .3413 = .8413 2.0
2.1
0.4772
0.4821
...
...

3. P(1  Z  2.00) = P(Z  2.00) - P(Z  1.00)

. .
. .
. .

= .9772 - .8413 = 0.1359

Standard Normal Distribution
0.4

0.3
Area between 1 and 2
P(1  Z  2) = .9772 - .8413 = 0.1359
f(z)

0.2

0.1

0.0
-5 -4 -3 -2 -1 0 1 2 3 4 5
Z

2/13/2020 115
 Finding Probabilities of the Standard
Normal Distribution: P(Z < -2.47)
z ... .06 .07 .08
To find P(Z<-2.47): . . . .
. . . .
Find table area for 2.47 . . . .
P(0 < Z < 2.47) = .4932 2.3 ... 0.4909 0.4911 0.4913
2.4 ... 0.4931 0.4932 0.4934
P(Z < -2.47) = .5 - P(0 < Z < 2.47)2.5 ... 0.4948 0.4949 0.4951
= .5 - .4932 = 0.0068 .
.
.

Standard Normal Distribution

Area to the left of -2.47 0.4
P(Z < -2.47) = .5 - 0.4932
= 0.0068 0.3 Table area for 2.47
P(0 < Z < 2.47) = 0.4932
f(z)

0.2

0.1

0.0
-5 -4 -3 -2 -1 0 1 2 3 4 5
Z
2/13/2020 116
 Finding Values of the Standard Normal
Random Variable: P(0 < Z < z) = 0.40
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
To find z such that 0.0
0.1
0.0000
0.0398
0.0040
0.0438
0.0080
0.0478
0.0120
0.0517
0.0160
0.0557
0.0199
0.0596
0.0239
0.0636
0.0279
0.0675
0.0319
0.0714
0.0359
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

P(0  Z  z) =0.40: 0.4

0.5
0.1554
0.1915
0.1591
0.1950
0.1628
0.1985
0.1664
0.2019
0.1700
0.2054
0.1736
0.2088
0.1772
0.2123
0.1808
0.2157
0.1844
0.2190
0.1879
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
1. Find a probability as close as 0.9
1.0
0.3159
0.3413
0.3186
0.3438
0.3212
0.3461
0.3238
0.3485
0.3264
0.3508
0.3289
0.3531
0.3315
0.3554
0.3340
0.3577
0.3365
0.3599
0.3389
0.3621
possible to 0.40 in the table of 1.1
1.2
0.3643
0.3849
0.3665
0.3869
0.3686
0.3888
0.3708
0.3907
0.3729
0.3925
0.3749
0.3944
0.3770
0.3962
0.3790
0.3980
0.3810
0.3997
0.3830
0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
standard normal probabilities. . . . . . . . . . . .
. . . . . . . . . . .
. . . . . . . . . . .

2. Then determine the value of z Standard Normal Distribution

from the corresponding row
0.4
and column. Area to the left of 0 = .50
P(z  0) = .50 0.3
Area = .40 (.3997)
P(0  Z  1.28)  .40
f(z)

0.2

Also, since P(Z  0) = .50

0.1

0.0

P(Z  1.28)  .90

-5 -4 -3 -2 -1 0 1 2 3 4 5
Z
2/13/2020
Z = 1.28117
A) What is the probability that z > 1.96?

(1) Sketch a normal curve

(2) Draw a perpendicular line for z = 1.96
(3) Find the area in the table
(4)The answer is the area to the right of the line; found by
subtracting table value from 1.0000; P(z > 1.96)
=1.0000 - 0.9750 = 0.0250
2/13/2020 118
2/13/2020 119
 Exercise

1. Compute P(-1 ≤ Z ≤ 1.5)

Ans: 0.7745

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

Ans: 0.4265

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

Ans: 0.9493

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 Applications of the Normal
Distribution
• The ND is used as a model to study many different
variables.

• The ND can be used to answer probability questions

about continuous random variables.

• 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.

2/13/2020 121
 Example:
• The diastolic blood pressures of males 35–44 years of
age are normally distributed with µ = 80 mm Hg and σ2
= 144 mm Hg2
σ = 12 mm Hg

• Therefore, a DBP of 80+12 = 92 mm Hg lies 1 SD

above the mean
• Let individuals with BP above 95 mm Hg are
considered to be hypertensive

2/13/2020 122
a. What is the probability that a randomly selected male
has a BP above 95 mm Hg?

• Approximately 10.6% of this population would be

classified as hypertensive

2/13/2020 123
b. What is the probability that a randomly selected male
has a DBP above 110 mm Hg?

Z = 110 – 80 = 2.50
12

P (Z > 2.50) = 0.0062

• Approximately 0.6% of the population has a DBP
above 110 mm Hg

2/13/2020 124
c. What is the probability that a randomly selected male
has a DBP below 60 mm Hg?
Z = 60 – 80 = -1.67
12

P (Z < -1.67) = 0.0475

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

2/13/2020 125
 d. What value of DBP cuts off the upper 5% of this
population?
• Looking at the table, the value Z = 1.645 cuts off an
area of 0.05 in the upper tail
• We want the value of X that corresponds to Z = 1.645
Z=X–μ
σ
1.645 = X – μ, X = 99.7
σ
• Approximately 5% of the men in this population have
a DBP greater than 99.7 mm Hg

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 Other Distributions

1. Student t-distribution

2. F- Distribution

3. 2 -Distribution

2/13/2020 127
 The student t- distribution
• We use the normal distribution
if our sample is taken from a normally distributed
population whose population standard deviation (δ) is
known, or
 if the sample size is large (i.e. greater than 30) so
that we can use the Central Limit Theorem (CLT).
• The student t-distribution (t- statistic) is used only when we
get the following three conditions:
a sample from normally distributed population is used,
Population variance is unknown, and
the sample size is small (less than 30)

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Otherwise we use non-parametric test
 Student’s t distributions cont…

• Student’s t distributions are

 Unimodal;
 Asymptotic to the horizontal axis;
 Symmetrical about zero,
 Dependent on n or the degrees of freedom (v = n-1);
 More variable than the standard normal distribution;
 If degree of freedom or v is large, approximately the same as
the standard normal distribution

2/13/2020 129
 Student’s t distributions cont…
The test - statistic for students t-distribution is :

Since the t-distribution is symmetrical, the critical values for

the lower tail can be obtained from the upper tail

i.e.

Where α and v are the probability of making type I error and

the degree of freedom respectively

2/13/2020 130
 Table : 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 : Student’s t-distribution cont…

2/13/2020 132
 Table 3: Chi-square table
Right tail areas for the Chi-square Distribution

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

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

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 Test of associations for 2x2 tables

• If we call the frequencies in the four cells of 2x2

table a, b, c and d then the table is given by

Exposure Status Disease status Row total

D ND
E a(e11) b(e12) nE

NE c(e21) d(e22) nNE

Column total nD nND N

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 The Chi-squared test (2-test with d.f. = (r-1)x(c-1))

nad  bc 
2
 
2
for 2 x 2 table
(a  c)(b  d )( a  b)(c  d )

 
2
Oij  Eij 
2

for rxc table

i, j Eij

i th raw total  jth column tot al Ri  C j

Eij  
grand total n
Oij=observed frequency, Eij=expected frequency of the cell at the
juncture of I th raw & j th column

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 The Chi-squared test…..

• The Chi-squared test measures the disparity between

observed frequencies (data from the sample) and
expected frequencies (probability distribution)

• The Chi-squared test is valid

– If no observed cell is 0
– And no 20% of expected cell is less than 5

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 Example
• Consider the following 2X2 table
Head injury Wearing helmet
Yes No Total

Yes 17 218 235

No 130 428 558
Total 147 646 793

χ2 = __(ad-bc)2N__= (17*428-218*130)2*793= 28.26

nD nND nE nNE 235*559*147*646
critical value χ2 = 3.84

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 THANKS

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