confidentiality refers to the doctor is legally not allowed to share information pertaining to the patient he or she is caring for. Their health care is confidential, therefore it is against the law to share it without the patients consent.
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Privacy refers to a right the patient has to privacy in that they should be allowed to be covered and when they ask for privacy they should get privacy (obviously if they are suicidal they probably won't get privacy) The patient should have privacy from the doctor and staff, they shouldn't speak of the patient when they are away from the patient.
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Security means that the patient will always be secure in that they will never have to worry about their own safety while in the hospital setting. The patient should know that the doctor is caring for them very well and the patient should have no reason to fear for their safety at any time.