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People laugh as a reaction to something funny, or when they are tickled. Laughing is normally something you do when you are very happy.
You feel proud when you have a good feeling about something that you have done, or something that someone else has done. A parent may be proud of their child who has just graduated university. A child may be proud of making a very good painting.
The boy in the picture is proud of his newborn baby brother.
A scream is a loud, sharp noise that people make when they are suddenly scared or hurt. People sometimes scream in excitement too.