Undergraduate
數學與統計

機率論 01

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Eyu Lu

Eyu Lu

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ページ1:

§ 1. Probability
a set)
§ 1.1. Properties of Poliability
S. a sample space C
A ES is called an
Def 1.1-1.
event
A function P: [ events } → R is a Probability if
(a) P(A) 0 for all evento A ;
(b) P(S) = 1
(c)
if A,
A;
--- An ---- are disjoint events (j.e, Ai ~ Aj = 4 )
if itj
then P(A,UVA) = P(A₁) + + P(Ak) for each KEN.
Thm 1.1
P(AUUAU) = P(A₁) ++p (Ak) + .....
A, B, & C are events
(i) P(A) = 1-P(A°)
(ii) P() = 0
(iii) if AB then P(A) = P(B)
(iv) P(A) = 1
(v) P(AUB) = P(A) + P(B) = P(AB)
-
(vi) P(AUBU C) P(A) + P(B) +
=
P(c) -P(ANB)-P(Anc) -p (Bnc)
+P(AnBac)

ページ2:

proof (i) Note that S = AUA° & A^A² = 4
Then = =
1= P(S) = P(AU A²) = P(A) + P(AF), which implies
(b)
PIA) = 1-PLA)
(ii) Note that
(c)
1 = P(S) = P(US) = p(4) + P(s) = p($) +1
<b
=> p(&) = 0.
(c)
( B- Au(Bn A°) & An (Bn A²) = 4
(b)
Hence, P(B) = P(A) + PC Bn A°) = P(A) + 0 = P(A)
(c)
P(B) = P(A)
(a)
(iv) Since As S,
By ciiis. We have P(A) = P(S) = 1.
(V) Note that
A = (AnB²) U (ANB)
disjoint
B= (BOA) (AMB),
disjoint
B
A
Ang
B
AnB
BAA
AUB = (ANB) (BOA) U (AMB)
disjoint
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