Probability Theory: Experiments, Models, and Probabilities, Lecture notes of Probability and Stochastic Processes

Probability and stochastic processes solution chapter 1

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2018/2019

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201872215 71 Kok
I
.Experiments ,Models and Probabilities
1. I.Applying set theory to probability
(set algebra >Lprobability>
set event
element outcome
union
intersection
complement
universal set sample
sponge
5=41.2 . --.
. 6
*mutually exclusive f- disjoint):Ain Aj =§,itj
*collectively exhaustive :A,UAsu ...uAn =S
*Sample Space :finest grain ,mutually exclusive ,collectively exhaustive
set of all possible outcomes
1. 2.Probability Axioms
PEAT Zo ,PCS )=I
,
PLA ,uAsu ...]=PLAN tPLAIT :
F
F
mutually exclusive events
1. 3.Conditional Probability
NAIB )=
¥31
PCB)
1. 4.partitions and the law of Total Probability
*"A,partition IBi ,Bz ,
--.
.Bm 's PCA )=¥,
Plan Bi )
*Law of total probability :for apartition IBi ,Be
,
.
iii. Bm )
PLA)=
,
PCAIBIIPCB'D
pf3

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201872215 71 Kok

I .

Experiments ,^ Models^ and Probabilities

  1. (^) I. Applying set theory to^ probability ( set (^) algebra > L (^) probability>

set event

element outcome

union

intersection

complement

universal set sample

sponge5=41.2. - -.. 6

mutually exclusive^ f-^ disjoint)^ :^ Ain^ Aj^ = § (^) , itj

collectively exhaustive^ :^ A^ ,^ U^ Asu^

... u An =^ S

  • (^) Sample Space : finest (^) grain (^) , mutually exclusive (^) , (^) collectively exhaustive set of all (^) possible outcomes
  1. (^2). Probability Axioms ① (^) PEAT Zo (^) , ② (^) PCS )^ =^ I

,^ ③^ PLA^

, u^ Asu^.^.^.^ ]^ =^ PLAN^ t^ PLAIT^ : FF mutually exclusive^ events

  1. (^3). Conditional (^) Probability NAIB ) = ¥31PCB)
  2. (^4). partitions and the (^) law (^) of Total Probability

* "^ A

, (^) partition I Bi (^) , Bz (^) ,^ -^ -^.. Bm 's ⇒^ PCA^ )^ = ¥

Plan Bi )

  • Law (^) of total probability : (^) for (^) a partition I Bi^ ,^ Be^ ,^. iii. Bm^ ) PLA ) =

PCAIBIIPCB'D

Bayes

theorem :^ PLBIA)^ =^ PCBJMAIBIPCAI

Independence

Independent

⇐ PCAB )^ =^ PCAIPCB)

L, PEAT -^ - PCAIB ]

PCB ]^ =^ PCBIA^ ]

S =^ LAD^ , 20 ,^ -^ -^. ,^ K^ Y

✓ 52 I

nl =^13

(a) PLAIT PCB ] = 3/7113 ) t^ PCB )^ = 4/7137=1 i.^ PIBI -^ - 114

(b) PEAU BI^ = PCB PLANT^ )^ - PCA

B)

=P# :^.^ PCB^ )^

    • (^) o

(c) PEAU BI^ -^ - -^ PIB) PYATT= PHAPCB)^ -^ PIA^ ABI^21413 )^

- - PEAABIEPIB )

: PCB) -^ -^ O

PLL]^ =^ 0.16^ ,^ PCH^ )^

    • (^) o

. I

PCLH I^ LUH ) -^ -^ o^.^ I^ = =

PCL Un ) Plum^ ]

=^ Pan -^ ]

Past PCH^ )^ - Pkn ]

PCLH)

(a) O . I =^ -

0.26 - PCLH )

: . Pun ) = =

Cbi paint -^ -

¥t=¥=¥