概率论习资料（Probability study data）.docVIP

概率论习资料（Probability study data） This article is contributed by hu6213852 DOC documents may experience poor browsing on the WAP side. It is recommended that you first select TXT, or download the source file to the local view. Probability and mathematical statistics review a brief summary of probability and mathematical statistics Chapter 1 stochastic events and probabilities The relationship between 1. events A B A, B AB A B AB = BA A phi AB = Phi (AB) C = A (BC) (AB, C) = (A, C) (B, C) The 2. operational rules (1) A, B = B, A (2) (A, B), C = A (B, C), (3) (A, B) = C (AC), (BC) (4) A, B = A B AB = A, B P (A) 3. probability satisfy three axioms and properties: (1) 0 P (A) = 1 (2) (P = 1) (3) for mutually incompatible events, A1, A2, and An, there is P ((4) P (PHI) = 0 (5) P (A) = 1 P (A) U A) = Sigma P (A) K, K, =1, K, =1, K N N (n can be called H-infinity) (6)P ( A B ) = P ( A) P ( AB ) , A B , P ( B A) = P ( B ) P ( A) ,P ( A) ≤ P ( B ) 若 则 (7) P ( A ∪ B ) = P ( A) + P ( B ) P ( AB ) (8) P ( A ∪ B ∪ C ) = P ( A) + P ( B ) + P (C ) P ( AB ) P ( AC ) P ( BC ) + P ( ABC ) 4.古典概型:基本事件有限且等可能 5.几何概率 6.条件概率 (1) 定义:若 P ( B ) 0 ,则 P ( A | B ) = (2) 乘法公式: P ( AB ) = P ( B ) P ( A | B ) 若 B1 , B2 , Bn 为完备事件组, P ( Bi ) 0 ,则有 (3) 全概率公式: P ( A) = P (AB) P (B) Sigma P (B) P (A | B) I =1 I I N (4) Bayes formula: P (Bk | = A) P (Bk) P (A | Bk) Sigma P (B) P (A | B) I =1 I I N Independence of 7. events: A, B, independent P (AB) = P (A), P (B) One (note the application of independence) The second chapter, random variables and probability distribution (2) of 1. discrete random variables: finite or countable value (X = P, xi = Pi) satisfy (1) pi = 0, (3) of any D R, P (X = D) Sigma p I I =1 I: Xi and D Sigma p I 2. continuous random variable with probability density function (x), f (1) F content (x) = 0, (2) P (a = X = b = 3.) of several commonly used random variable name and mark two distribution B (1, P) B (n, P binomial distribution) Poisson P (a) distribution or density Formula + 2