Chap1-Probability_revised(英文版).pdf

Statistics and Practice Fall Semester-2010 Chapter 1 1 Chapter 1: Discrete and Continuous Probability Distributions Contents: 1.0 Some basics of probability theories 1.1 Set Theory Appraoch 5 1.2 Permutation and Combination 6 1.3 Conditional Probability 9 1.4 Bayes Theorem 12 2.0 Discrete probability distributions 2.1 Random Variables and Probability Distributions 15 2.2 Discrete Random Variable and Probability Distribution 15 2.3 Expected (Mean) Value of Random Variable X 18 2.4 Binomial Distribution 19 2.5 Negative Binomial Distribution (optional) 24 2.6 Poisson Distribution 25 3.0 Continuous probability distributions 3.1 Continuous Random Variable and Probability Distribution 27 3.2 Mean and Variance of continuous random variable X 28 3.3 Uniform distribution 31 3.4 Normal (Gauss) Distribution 32 3.5 Converting Nonstandard Normal Distribution 33 3.6 Relationship between Gaussian and Binomial distribution 35 Statistics and Practice Fall Semester-2010 Chapter 1 2 1.0 Basics of Probability Theory Probability refers to the study of randomness and uncertainty. It is a commonly used term that relates to the chance that a particular event will occur when some experiment is performed, where we use the word experiment in a very broad sense. Experiment: a repeatable procedure with a well-defined set of possible outcomes Sample space is the set of all possible outcomes. An event is a set of outcomes. Any set of outcomes of the experiment is called an event. Example 1.1: Consider an experiment of rolling a 6-sided die. Sample Space, S : {1, 2, 3, 4, 5, 6} Events, Ek: E1: composite number is rolled. → Equivalently, {4, 6}. E2: number less than four is rolled. → Equivalently, {1, 2, 3}. Example 1.2: If the outcome of the experiment is the gender of a child, then Sample Space, S : {g,b} Events, E