概率和随机学习课件.pptVIP

* Chp. 2 Probability and Stochastic Process Basic concepts Events (rolling die): Event A : The complement of event A : A and are mutually exclusive events The union (sum) is : The intersection is : Probability of event A is : P(A) Joint events Considering two dice A and B, the joint probability is also ; ; Condition probability Statistical independence Event A does not depends on event B, then Probability (cumulative) distribution function (cdf) Probability density function For the multiple random variables, it has Function of Random variables Example: The random variable Y is defined as G