# 统计学 入门基础概念篇 Probability 概率部分 (个人笔记)

Combination : sometimes, we want to count all of the possible ways that a single set of object can be selected without regard to the order in which they are selected.

The number of combinations of n objects taken r at a time is denoted by nCr

nCr  =n * ( n - 1) * ( n - 2 ) ... ( n - r + 1) / r! =  n! / ( r! * (n - r)! )

Permutation: we want to count all of the possible ways that a single set of objects can be arranged.

nPr = n(n - 1)(n - 2) ... (n - r + 1) = n! / (n - r)!

What is probability?

the probability of an event refers to the likelihood that the event will occur.

Some definitions?

1. two events are mutually exclusive ordisjointif they can not occur at the same the time.

2. the probability that event A occurs, given that Event B has occurred, is called a conditional probability.the conditional probability of Event A, given Event B, is denoted by the symbolP(A|B)

A事件发生是建立在B事件发生的前提下的,则称A conditional on B ( 条件概率 )

3. the complement of an event is the event not occurring. the probability that event A will not occur is denoted byP(A')

4. the probability that events A and B both occur is the probability of theintersectionof A and B. it is denoted byP(AnB).

5. the probability that events A or B occur is the probability of the union of A and B. the probability of the union of events A and B is denoted byp(AuB)

6. if the occurrence of the event A changes the probability of event B, then events Ａ and B are Bdependent, on the other hand, if the occurrence of event A does not change the probability of event B, then events A and B areindependent.

Rules of probability?

Rule of multiplication:    P( A n B ) = P ( A ) P ( B | A) = P ( B ) P ( A | B)

Rule of Addition:      P( A u B ) = P ( A ) + P ( B ) - P ( A n B )

example :

A card is drawn randomly from a deck of ordinary playing cards. You win \$10 if the card is a spade or an ace. What is the probability that you will win the game?

P( A u B) = P ( A) + P ( B ) - P( A n B ) = 13 / 54 + 4 / 54 - 1 / 54

Marine明天就要结婚了,婚礼安排在一个沙漠的室外举行. 最近几年, 每年中仅有5 天下雨. 不幸的是, 天气预报预计明天将要下雨.    从历史资料看, 真实下雨,然后天气预报预报下雨的概率是 90%,  真实不下雨但是天气预报下雨的概率是 10%, 那么Marine 婚礼下雨的概率是多少?

事件A2, 在婚礼不下雨

p(A1) = 5/365

p(A2) = 360/365

p(B|A1) = 0.9

P(B|A2) = 0.1

P(A1|B) =   P(B|A1)*P(A1)  / {  P( A1 n B)  + P( A2 n B )   }

Random Variable: 一个变量的值随机的事件取得,那么这个值称为random variable

Discrete : mostly, count

continuous: mostly, a range of values. eg. the range of age.

E(X) = μx = Σ [ xi * P(xi) ]

• P(x|y) = P(x), for all values of X and Y.
• P(x  y) = P(x) * P(y), for all values of X and Y 则, XY是相互独立的.

Linear Transformation: 一个变量的值得改变通过加上/减去一个常量,或者乘以/除以一个常量.

Y = mX + b  and Var(Y) = m2 * Var(X)

where m and b are constants.

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