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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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概率论高速学习04:概率公理 全概率 贝叶斯 事件独立性

原创地址:?http://www.cnblogs.com/Alandre/?(泥沙砖瓦浆木匠),须要转载的,保留下! Thanks

? ? ? ?加油! 大牛总是不断努力,你却更须要加倍努力.

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


In the Set :
????技术分享图片?技术分享图片技术分享图片

?????????????????????????????????????????????????????????????技术分享图片

The law of?total probability?is the proposition that if?技术分享图片?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?技术分享图片?is?measurable, then for any event?技术分享图片?of the same probability space:

?????????????技术分享图片

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?

A表示产品合格,B表示产品来自甲厂

技术分享图片

?

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:????????

???????????????????????????????技术分享图片

?

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),

技术分享图片

?

One more example:

技术分享图片

?

Independence


Two events

Two events?A?and?B?are?independent?if and only if their joint probability?equals?the product of their probabilities:

技术分享图片.

Why this defines?independence?is made clear by rewriting with?conditional?probabilities:

技术分享图片

how about Three events

???????????技术分享图片

?

sometimes , we will see the Opposition that can be used to make the mess done. We will use the rule of independence such as :?技术分享图片

?

Editor‘s Note

“学吧,至少不亏.”一句良言 终身受用.


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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原文地址:https://www.cnblogs.com/llguanli/p/8438624.html

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