Students: Dr. Naresh Gill JR-3, Dept of Community Medicine T.N.

Medical College, Mumbai

History of Probability
The word Probability derives from latin

word probabilitas that can also mean probity, a measure of the authority of a witness in a legal case in Europe, and often correlated with the witness's nobility. Probability is distinguished from statistics. While statistics deals with data and inferences from it, probability deals with the stochastic (random) processes which lie behind data or outcomes.

 Probability has a dual aspect: on the one hand the probability or likelihood of hypotheses given the evidence for them, and on the other hand the behaviour ofstochastic

processes such as the throwing of dice or coins. The study of the former is historically older in, for example, the law of evidence, while the mathematical treatment of dice began with the work of Pascal and Fermat in the 1650s.

 Origins: Ancient and medieval law of evidence developed

a grading of degrees of proof, probabilities, presumptions and half-proof to deal with the uncertainties of evidence in court. In Renaissance times, betting was discussed in terms of odds such as "ten to one" and maritime insurance premiums were estimated based on intuitive risks, but there was no theory on how to calculate such odds or premiums.
The mathematical methods of probability arose in the

correspondence of Pierre de Fermat and Blaise Pascal (1654) on such questions as the fair division of the stake in an interrupted game of chance. Christiaan Huygens (1657) gave a comprehensive treatment of the subject.

History of Probability
Around 1900, the English statistician Karl Pearson

heroically tossed a coin 24,000 times and recorded 12,012 heads, giving a proportion of 0.5005.

Probability
Probability: defined as Relative frequency or

probable chances of occurrence with which an event is expected to occur on an average. It denotes the relative frequency or ODDs with which an event is expected to occur. The elements of Uncertainty is associated with every conclusion because all the information on all happenings is not available This Uncertainties numerically expressed as Probability

Probability
Probability is the possibility that an event

occur. If we repeat many times an experiment, expected result is divided by number of experiments to know the probability. Probability usually expressed by symbol p. Probability of nonoccurrence is denoted by q If a result is sure that occur the probability will be 1 (100%). If an event is sure that does not occur the probability will be 0. p + q = 1 . Therefore q = 1 - p

Why we should study probability?

The understanding the concepts of probability

helps us to interpret the statistics in skillful way. It measures the relative frequency of particular event happening by chance in long run. Various inference or conclusions drawn after various statistical analyses are based on theory of probability. Sample values ( means and proportions) can be compared with those of the population. The chance variability can be ruled out and inference about the population can be drawn.

Definition of probability
There are two types of definitions of Probability:

1. Classical definition of probability 2. Relative frequency definition of

probability

Classical definition of probability

If an event can occur in N mutually exclusive, equally

likely ways and if nA of these outcomes have attribute A, then the probability of A, written as P(A), equals nA /N. P(A)=nA /N

This is an a priori definition of probability, that is, one

determines the probability of an event before it has happened.

Relative frequency definition of probability

This is defined as the number of times that the event of interest has occurred divided by the total number of trials (or opportunities for the event to occur).

P(M)=m/n
Since it is based on previous data, it is called the

a posteriori definition of Probability.

Basic Properties of Probability

1. Two events, A and B, are said to be mutually exclusive (disjoint) if only one or the other, but not
both, can occur in a particular experiment.

2. Given n mutually exclusive events, E1, E2, ., En, the probability of any event is non-negative and
less than or equal to 1. 0 P(E i)1

Basic Properties of Probability

3. The sum of the probabilities of an exhaustive
collection (i.e. at least one must occur) of mutually exclusive outcomes is 1:

4. The impossible event always has a probability of

zero.

P()= 0, for any sample.

Basic Properties of Probability

5. The probability of all events other than an event A is denoted by P(Ac) [Ac stands for A complement] or P() [A bar]. P(Ac) = 1 P(A)

Laws of Probability 1.Additive Law 2.Multiplicative Law 3.Conditional Probability 4.Bayes Theorem

Additive Law of Probability

If there are mutually exclusive events (i.e., if one occurs, the other cannot), the probability of

either one or the other occurring is the sum of their individual probabilities. P(A or B)=P(A)+P(B) If two events A and B are not mutually exclusive, then the probability that event A or event B

occurs is

P(A or B) = P(A)+ P(B)P(A)P(B)

 E.g. Of the students at Any town High school, 30%

have had the mumps, 70% have had measles and 21% have had both. What is the probability that a randomly chosen student has had at least one of the above diseases? P(at least one) = P(mumps or measles) = .30 + .70 - .21 = .79
Probability that a card drawn at random from a well

shuffled standard pack will be either spade or club? P(S or C)= P(S) + P(C)=1/4 +1/4= 1/2

Multiplicative Law of Probability

If there are two independent events (i.e., the

occurrence of one is not related to the occurrence of the other), the joint probability of their occurring together (jointly) is the product of the individual

probabilities.

P(A and B)=P(A B)=P(A)P(B) Easy to extend for independent events A,B,C, : P(ABC) = P(A)P(B)P(C)

 Probability of new born being female Rh +ve? Two of two new born being female Rh +ve?
Newborns and second Rh factor by sex of newborn Rh factors Male 45 Female 45 Total 90

--

5
50

5
50

10
100

P( Female , Rh +ve)=P1XP2=1/2 x 9/10=0.45 P( F Rh +ve, F Rh +ve)= 0.45X0.45=.2025

Conditional Probability
The probability of A, given that B has

occurred, is called the conditional probability of A given B, and is written symbolically as P(A|B).

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

Conditional Probability
Deduction of formula

we divide both numerator and denominator by N, the total number of all possible outcomes, we obtain

 Let's look at the events associated with rolling a dice in

the form of octahedron, a shape with eight faces. The sample space naturally consists of 8 equiprobable outcomes: = {1, 2, 3, 4, 5, 6, 7, 8}. Let A be the event of getting an odd number, B is the event getting at least 7. Then P(A) = 4/8 = 1/2, P(B) = 2/8 = 1/4. so that, P(A|B) = P(AB)/P(B) = 1/2 = P(A).

Bayesian Probability
Bayesian Probability or inverse probability is a

method in which some kind of evidence or observations are used to calculate the probability. The term "Bayesian" comes from its use of the Bayes' theorem in the calculation process. Bayes' theorem was deduced in several special cases by Thomas Bayes. "Bayesian Probability" refers to the use of a prior probability over hypotheses to determine the likelihood of a particular hypothesis given some observed evidence.

Bayesian Probability

A review of of record of a hospital reveals the following:

1.
2. 3. 4.

Total no of patients=18176 C/f of cough, haemoptysis and fever of long duration=530 No of patients diagnosed as Pulm Kochs=41 No of Pulm kochs who had those 3 complaints=32 P(complaints/disease)=32/41=0.7805 P (disease)=41/18176=0.002256 P (complaints)=530/18176=0.02916

Bayes rule=P(ds/complaints)=0.7805X0.002256/0.02916=0.060

Screening an Application of Bayes Rule

Odds and Probability

In medicine, odds are often used to

calculate an odds ratio. An odds ratio is simply the ratio of two odds.

Likelihood Ratio
A related concept is the likelihood ratio (LR), which

tells us how likely it is that a certain result would arise from one set of circumstances in relation to how likely the result would arise from an opposite set of circumstances.

It is the ratio of probability of a particular test result

for an individual with disease of interest to the probability of a particular test result of an individual without the disease of interest.

 LR+=

P(T+/D+) P(T+/D-)

LR- = P(T-/D+) P(T-/D-)

D+ individual is having a disease by gold standard D- individual is not having a disease by gold standard T+ individual is having a disease by a new diagnostic

kit T- individual is not having a disease by a new diagnostic kit

 The larger the value of LR+ the better the relationship

between diagnostic test giving positive result and the individual having disease by gold standard. The lesser the value of LR- the better the relationship between diagnostic test giving negative result and the individual not having disease by gold standard

Uses of Probability
Used in healthcare services and industries. Used by insurance companies. Used by meteorologists. Used in various games. Used in bating and gambling. Probability is used in business to

evaluate financial and decision making risk. Probability is used to improve business performance.