I don't believe that the specific reason is known in Europeans. The popular theory is that being a carrier of cystic fibrosis gave survival advantage against chlorea.
Carriers of one abnormal cystic fibrosis gene (CFTR) are completely healthy. It requires two abnormal copies of the CFTR gene to have cystic fibrosis.
Incidence of CF in white Europeans is about 1 per 4000. The incidence drops off in non-Europeans fairly dramatically, and it's about 1 per 40,000 in asians (includes middle east and india).
The specific genes that lead to cystic fibrosis are inherited from parents - you get one gene from our mother and one gene from your father. The most common abnormal gene mutation in white Europeans in delta F508.
The CFTR gene determines the function of a chloride channel protein. The actual mutation determines just how damaged the function of that protein will be. A mutation such as F508 leads to severe loss of function. Other mutations lead to less severe damage.
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