概率论与数理统计英文版总结.pdfVIP

Sample Space 样本空间 The set of all possible outcomes of a statistical experiment is called the sample space. Event 事件 An event is a subset of a sample space. certain event （必然事件）： The sample space S itself, is certainly an event, which is called a certain event, means that it always occurs in the experiment. impossible event （不可能事件）： The empty set, denoted by , is also an event, called an impossible event, means that it never occurs in the experiment. Probability of events （概率） If the number of successes in n trails is denoted by s , and if the sequence of relative frequencies s/ n obtained for larger and larger value of n approaches a limit, then this limit is defined as the probability of success in a single trial. “equally likely to occur probability” （古典概率） If a sample space S consists of N sample points, each is equally likely to occur. Assume that the event A consists of n sample points, then the probability p that A occurs is n p P(A) N Mutually exclusive( 互斥事件 ) Definition 2.4 .1 Events A , A ,L , A are called mutually exclusive , if A I A , i j . 1 2 n i j Theorem 2.4.1 If A and B are mutually exclusive, then P( A U B) P( A ) P( B) (2.4.1) Mutually independent 事件的独立性 Two events A and B are said to be independent if P( A I B) P(A) P(B) Or Two events A and B are independent if and only if P( B | A) P(B) . Conditional Probability 条件概率 The probability of an event is frequently influenced by other events. Definition The conditional