概率论高速学习04:概率公理 全概率 贝叶斯 事件独立性
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Written In The Font
??? 数学和生活是技术之本, 有了数学,加上生活,才会开心.
??? 今天继续概率论:
- 全概率
- 贝叶斯
- 事件独立性
Content
The total probability
?????????????????????????????????????????????????????????????
The law of?total probability?is the proposition that if??is
a finite or countably infinitepartition of a sample space (in other words, a set of pairwise disjoint events whose union is the entire sample space) and each event?
?is?measurable,
then for any event?
?of the same probability space:
?????????????
example:
例. 甲、乙两家工厂生产某型号车床,当中次品率分别为20%, 5%。已知每月甲厂生产的数量是乙厂的两倍,现从一个月的产品中随意抽检一件,求该件产品为合格的概率?
设A表示产品合格,B表示产品来自甲厂
?
Bayes
for some partition {Bj} of the event space, the event space is given or conceptualized in terms of?P(Bj) and?P(A|Bj). It is then useful to compute?P(A)?using the law of total probability:????????
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?
example:
An entomologist spots what might be a rare subspecies of beetle, due to the pattern on its back. In the rare subspecies, 98% have the pattern, or?P(Pattern|Rare)?= 98%. In the common subspecies, 5% have the pattern. The rare subspecies accounts for only 0.1% of the population. How likely is the beetle having the pattern to be rare, or what is?P(Rare|Pattern)?
From the extended form of Bayes‘ theorem (since any beetle can be only rare or common),
?
One more example:
?
Independence
Two events
Two events?A?and?B?are?independent?if and only if their joint probability?equals?the product of their probabilities:
.
Why this defines?independence?is made clear by rewriting with?conditional?probabilities:
how about Three events
?
sometimes , we will see the Opposition that can be used to make the mess done. We will use the rule of independence such as :?
?
Editor‘s Note
“学吧,至少不亏.”一句良言 终身受用.
原文:https://www.cnblogs.com/llguanli/p/8438624.html
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