深度学习需要掌握的数学知识③【概率论与数理统计】

概率论部分

随机事件和概率

1.事件的关系与运算

(1) 子事件: A ⊂ B A \subset B AB,若 A A A发生,则 B B B发生。

(2) 相等事件: A = B A = B A=B,即 A ⊂ B A \subset B AB,且 B ⊂ A B \subset A BA

(3) 和事件: A ⋃ B A\bigcup B AB(或 A + B A + B A+B), A A A B B B中至少有一个发生。

(4) 差事件: A − B A - B AB A A A发生但 B B B不发生。

(5) 积事件: A ⋂ B A\bigcap B AB(或 A B {AB} AB), A A A B B B同时发生。

(6) 互斥事件(互不相容): A ⋂ B A\bigcap B AB= ∅ \varnothing

(7) 互逆事件(对立事件):
A ⋂ B = ∅ , A ⋃ B = Ω , A = B ˉ , B = A ˉ A\bigcap B=\varnothing ,A\bigcup B=\Omega ,A=\bar{B},B=\bar{A} AB=,AB=Ω,A=Bˉ,B=Aˉ

2.运算律
(1) 交换律: A ⋃ B = B ⋃ A , A ⋂ B = B ⋂ A A\bigcup B=B\bigcup A,A\bigcap B=B\bigcap A AB=BA,AB=BA
(2) 结合律: ( A ⋃ B ) ⋃ C = A ⋃ ( B ⋃ C ) (A\bigcup B)\bigcup C=A\bigcup (B\bigcup C) (AB)C=A(BC)
(3) 分配律: ( A ⋂ B ) ⋂ C = A ⋂ ( B ⋂ C ) (A\bigcap B)\bigcap C=A\bigcap (B\bigcap C) (AB)C=A(BC)

3.德 ⋅ \centerdot 摩根律

A ⋃ B ‾ = A ˉ ⋂ B ˉ \overline{A\bigcup B}=\bar{A}\bigcap \bar{B} AB=AˉBˉ A ⋂ B ‾ = A ˉ ⋃ B ˉ \overline{A\bigcap B}=\bar{A}\bigcup \bar{B} AB=AˉBˉ

4.完全事件组

A 1 A 2 ⋯ A n {{A}_{1}}{{A}_{2}}\cdots {{A}_{n}} A1A2An两两互斥,且和事件为必然事件,即
A i ⋂ A j = ∅ , i ≠ j , ⋃ n i = 1 = Ω {A_{i}}\bigcap {A_{j}}=\varnothing, i\ne j , \underset{i=1}{\overset{n}{\mathop{\bigcup}}}=\Omega AiAj=,i=j,i=1n=Ω

5.概率的基本公式

(1)条件概率:
P ( B ∣ A ) = P ( A B ) P ( A ) P(B|A)=\frac{P(AB)}{P(A)} P(BA)=P(A)P(AB),表示 A A A发生的条件下, B B B发生的概率。

(2)全概率公式:
P ( A ) = ∑ i = 1 n P ( A ∣ B i ) P ( B i ) , B i B j = ∅ , i ≠ j , ⋃ n i = 1   B i = Ω P(A)=\sum\limits_{i=1}^{n}{P(A|{{B}_{i}})P({{B}_{i}}),{{B}_{i}}{{B}_{j}}}=\varnothing ,i\ne j,\underset{i=1}{\overset{n}{\mathop{\bigcup }}}\,{{B}_{i}}=\Omega P(A)=i=1nP(ABi)P(Bi),BiBj=,i=j,i=1nBi=Ω

(3) Bayes公式:

P ( B j ∣ A ) = P ( A ∣ B j ) P ( B j ) ∑ i = 1 n P ( A ∣ B i ) P ( B i ) , j = 1 , 2 , ⋯   , n P({{B}_{j}}|A)=\frac{P(A|{{B}_{j}})P({{B}_{j}})}{\sum\limits_{i=1}^{n}{P(A|{{B}_{i}})P({{B}_{i}})}},j=1,2,\cdots ,n P(BjA)=i=1nP(ABi)P(Bi)P(ABj)P(Bj),j=1,2,,n
注:上述公式中事件 B i {{B}_{i}} Bi的个数可为可列个。

(4)乘法公式:
P ( A 1 A 2 ) = P ( A 1 ) P ( A 2 ∣ A 1 ) = P ( A 2 ) P ( A 1 ∣ A 2 ) P({{A}_{1}}{{A}_{2}})=P({{A}_{1}})P({{A}_{2}}|{{A}_{1}})=P({{A}_{2}})P({{A}_{1}}|{{A}_{2}}) P(A1A2)=P(A1)P(A2A1)=P(A2)P(A1A2)
P ( A 1 A 2 ⋯ A n ) = P ( A 1 ) P ( A 2 ∣ A 1 ) P ( A 3 ∣ A 1 A 2 ) ⋯ P ( A n ∣ A 1 A 2 ⋯ A n − 1 ) P({{A}_{1}}{{A}_{2}}\cdots {{A}_{n}})=P({{A}_{1}})P({{A}_{2}}|{{A}_{1}})P({{A}_{3}}|{{A}_{1}}{{A}_{2}})\cdots P({{A}_{n}}|{{A}_{1}}{{A}_{2}}\cdots {{A}_{n-1}}) P(A1A2An)=P(A1)P(A2A1)P(A3A1A2)P(AnA1A2An1)

6.事件的独立性

(1) A A A B B B相互独立 ⇔ P ( A B ) = P ( A ) P ( B ) \Leftrightarrow P(AB)=P(A)P(B) P(AB)=P(A)P(B)

(2) A A A B B B C C C两两独立
⇔ P ( A B ) = P ( A ) P ( B ) \Leftrightarrow P(AB)=P(A)P(B) P(AB)=P(A)P(B); P ( B C ) = P ( B ) P ( C ) P(BC)=P(B)P(C) P(BC)=P(B)P(C) ; P ( A C ) = P ( A ) P ( C ) P(AC)=P(A)P(C) P(AC)=P(A)P(C);

(3) A A A B B B C C C相互独立
⇔ P ( A B ) = P ( A ) P ( B ) \Leftrightarrow P(AB)=P(A)P(B) P(AB)=P(A)P(B); P ( B C ) = P ( B ) P ( C ) P(BC)=P(B)P(C) P(BC)=P(B)P(C) ;
P ( A C ) = P ( A ) P ( C ) P(AC)=P(A)P(C) P(AC)=P(A)P(C) ; P ( A B C ) = P ( A ) P ( B ) P ( C ) P(ABC)=P(A)P(B)P(C) P(ABC)=P(A)P(B)P(C)

7.独立重复试验 (二项分布)

将某试验独立重复 n n n次,若每次实验中事件A发生的概率为 p p p,则 n n n次试验中 A A A发生 k k k次的概率为:
P ( X = k ) = C n k p k ( 1 − p ) n − k P(X=k)=C_{n}^{k}{{p}^{k}}{{(1-p)}^{n-k}} P(X=k)=Cnkpk(1p)nk

8.重要公式与结论
( 1 ) P ( A ˉ ) = 1 − P ( A ) (1)P(\bar{A})=1-P(A) (1)P(Aˉ)=1P(A)

( 2 ) P ( A ⋃ B ) = P ( A ) + P ( B ) − P ( A B ) (2)P(A\bigcup B)=P(A)+P(B)-P(AB) (2)P(AB)=P(A)+P(B)P(AB)
P ( A ⋃ B ⋃ C ) = P ( A ) + P ( B ) + P ( C ) − P ( A B ) − P ( B C ) − P ( A C ) + P ( A B C ) P(A\bigcup B\bigcup C)=P(A)+P(B)+P(C)-P(AB)-P(BC)-P(AC)+P(ABC) P(ABC)=P(A)+P(B)+P(C)P(AB)P(BC)P(AC)+P(ABC)

( 3 ) P ( A − B ) = P ( A ) − P ( A B ) (3)P(A-B)=P(A)-P(AB) (3)P(AB)=P(A)P(AB)

( 4 ) P ( A B ˉ ) = P ( A ) − P ( A B ) , P ( A ) = P ( A B ) + P ( A B ˉ ) , (4)P(A\bar{B})=P(A)-P(AB),P(A)=P(AB)+P(A\bar{B}), (4)P(ABˉ)=P(A)P(AB),P(A)=P(AB)+P(ABˉ),
P ( A ⋃ B ) = P ( A ) + P ( A ˉ B ) = P ( A B ) + P ( A B ˉ ) + P ( A ˉ B ) P(A\bigcup B)=P(A)+P(\bar{A}B)=P(AB)+P(A\bar{B})+P(\bar{A}B) P(AB)=P(A)+P(AˉB)=P(AB)+P(ABˉ)+P(AˉB)

(5)条件概率 P ( ⋅ ∣ B ) P(\centerdot |B) P(B)满足概率的所有性质,
例如:. P ( A ˉ 1 ∣ B ) = 1 − P ( A 1 ∣ B ) P({{\bar{A}}_{1}}|B)=1-P({{A}_{1}}|B) P(Aˉ1B)=1P(A1B)
P ( A 1 ⋃ A 2 ∣ B ) = P ( A 1 ∣ B ) + P ( A 2 ∣ B ) − P ( A 1 A 2 ∣ B ) P({{A}_{1}}\bigcup {{A}_{2}}|B)=P({{A}_{1}}|B)+P({{A}_{2}}|B)-P({{A}_{1}}{{A}_{2}}|B) P(A1A2B)=P(A1B)+P(A2B)P(A1A2B)
P ( A 1 A 2 ∣ B ) = P ( A 1 ∣ B ) P ( A 2 ∣ A 1 B ) P({{A}_{1}}{{A}_{2}}|B)=P({{A}_{1}}|B)P({{A}_{2}}|{{A}_{1}}B) P(A1A2B)=P(A1B)P(A2A1B)

(6)若 A 1 , A 2 , ⋯   , A n {{A}_{1}},{{A}_{2}},\cdots ,{{A}_{n}} A1,A2,,An相互独立,则 P ( ⋂ i = 1 n A i ) = ∏ i = 1 n P ( A i ) , P(\bigcap\limits_{i=1}^{n}{{{A}_{i}}})=\prod\limits_{i=1}^{n}{P({{A}_{i}})}, P(i=1nAi)=i=1nP(Ai),
P ( ⋃ i = 1 n A i ) = ∏ i = 1 n ( 1 − P ( A i ) ) P(\bigcup\limits_{i=1}^{n}{{{A}_{i}}})=\prod\limits_{i=1}^{n}{(1-P({{A}_{i}}))} P(i=1nAi)=i=1n(1P(Ai))

(7)互斥、互逆与独立性之间的关系:
A A A B B B互逆 ⇒ \Rightarrow A A A B B B互斥,但反之不成立, A A A B B B互斥(或互逆)且均非零概率事件 ⇒ \Rightarrow A A A B B B不独立.

(8)若 A 1 , A 2 , ⋯   , A m , B 1 , B 2 , ⋯   , B n {{A}_{1}},{{A}_{2}},\cdots ,{{A}_{m}},{{B}_{1}},{{B}_{2}},\cdots ,{{B}_{n}} A1,A2,,Am,B1,B2,,Bn相互独立,则 f ( A 1 , A 2 , ⋯   , A m ) f({{A}_{1}},{{A}_{2}},\cdots ,{{A}_{m}}) f(A1,A2,,Am) g ( B 1 , B 2 , ⋯   , B n ) g({{B}_{1}},{{B}_{2}},\cdots ,{{B}_{n}}) g(B1,B2,,Bn)也相互独立,其中 f ( ⋅ ) , g ( ⋅ ) f(\centerdot ),g(\centerdot ) f(),g()分别表示对相应事件做任意事件运算后所得的事件,另外,概率为1(或0)的事件与任何事件相互独立.

随机变量及其概率分布

1.随机变量及概率分布

取值带有随机性的变量,严格地说是定义在样本空间上,取值于实数的函数称为随机变量,概率分布通常指分布函数或分布律

2.分布函数的概念与性质

定义: F ( x ) = P ( X ≤ x ) , − ∞ < x < + ∞ F(x) = P(X \leq x), - \infty < x < + \infty F(x)=P(Xx),<x<+

性质:(1) 0 ≤ F ( x ) ≤ 1 0 \leq F(x) \leq 1 0F(x)1

(2) F ( x ) F(x) F(x)单调不减

(3) 右连续 F ( x + 0 ) = F ( x ) F(x + 0) = F(x) F(x+0)=F(x)

(4) F ( − ∞ ) = 0 , F ( + ∞ ) = 1 F( - \infty) = 0,F( + \infty) = 1 F()=0,F(+)=1

3.离散型随机变量的概率分布

P ( X = x i ) = p i , i = 1 , 2 , ⋯   , n , ⋯ p i ≥ 0 , ∑ i = 1 ∞ p i = 1 P(X = x_{i}) = p_{i},i = 1,2,\cdots,n,\cdots\quad\quad p_{i} \geq 0,\sum_{i =1}^{\infty}p_{i} = 1 P(X=xi)=pi,i=1,2,,n,pi0,i=1pi=1

4.连续型随机变量的概率密度

概率密度 f ( x ) f(x) f(x);非负可积,且:

(1) f ( x ) ≥ 0 , f(x) \geq 0, f(x)0,

(2) ∫ − ∞ + ∞ f ( x ) d x = 1 \int_{- \infty}^{+\infty}{f(x){dx} = 1} +f(x)dx=1

(3) x x x f ( x ) f(x) f(x)的连续点,则:

f ( x ) = F ′ ( x ) f(x) = F'(x) f(x)=F(x)分布函数 F ( x ) = ∫ − ∞ x f ( t ) d t F(x) = \int_{- \infty}^{x}{f(t){dt}} F(x)=xf(t)dt

5.常见分布

(1) 0-1分布: P ( X = k ) = p k ( 1 − p ) 1 − k , k = 0 , 1 P(X = k) = p^{k}{(1 - p)}^{1 - k},k = 0,1 P(X=k)=pk(1p)1k,k=0,1

(2) 二项分布: B ( n , p ) B(n,p) B(n,p) P ( X = k ) = C n k p k ( 1 − p ) n − k , k = 0 , 1 , ⋯   , n P(X = k) = C_{n}^{k}p^{k}{(1 - p)}^{n - k},k =0,1,\cdots,n P(X=k)=Cnkpk(1p)nk,k=0,1,,n

(3) Poisson分布: p ( λ ) p(\lambda) p(λ) P ( X = k ) = λ k k ! e − λ , λ > 0 , k = 0 , 1 , 2 ⋯ P(X = k) = \frac{\lambda^{k}}{k!}e^{-\lambda},\lambda > 0,k = 0,1,2\cdots P(X=k)=k!λkeλ,λ>0,k=0,1,2

(4) 均匀分布 U ( a , b ) U(a,b) U(a,b) f ( x ) = { 1 b − a , a < x < b 0 , f(x) = \{ \begin{matrix} & \frac{1}{b - a},a < x< b \\ & 0, \\ \end{matrix} f(x)={ba1,a<x<b0,

(5) 正态分布: N ( μ , σ 2 ) : N(\mu,\sigma^{2}): N(μ,σ2): φ ( x ) = 1 2 π σ e − ( x − μ ) 2 2 σ 2 , σ > 0 , ∞ < x < + ∞ \varphi(x) =\frac{1}{\sqrt{2\pi}\sigma}e^{- \frac{{(x - \mu)}^{2}}{2\sigma^{2}}},\sigma > 0,\infty < x < + \infty φ(x)=2π σ1e2σ2(xμ)2,σ>0,<x<+

(6)指数分布: E ( λ ) : f ( x ) = { λ e − λ x , x > 0 , λ > 0 0 , E(\lambda):f(x) =\{ \begin{matrix} & \lambda e^{-{λx}},x > 0,\lambda > 0 \\ & 0, \\ \end{matrix} E(λ):f(x)={λeλx,x>0,λ>00,

(7)几何分布: G ( p ) : P ( X = k ) = ( 1 − p ) k − 1 p , 0 < p < 1 , k = 1 , 2 , ⋯   . G(p):P(X = k) = {(1 - p)}^{k - 1}p,0 < p < 1,k = 1,2,\cdots. G(p):P(X=k)=(1p)k1p,0<p<1,k=1,2,.

(8)超几何分布: H ( N , M , n ) : P ( X = k ) = C M k C N − M n − k C N n , k = 0 , 1 , ⋯   , m i n ( n , M ) H(N,M,n):P(X = k) = \frac{C_{M}^{k}C_{N - M}^{n -k}}{C_{N}^{n}},k =0,1,\cdots,min(n,M) H(N,M,n):P(X=k)=CNnCMkCNMnk,k=0,1,,min(n,M)

6.随机变量函数的概率分布

(1)离散型: P ( X = x 1 ) = p i , Y = g ( X ) P(X = x_{1}) = p_{i},Y = g(X) P(X=x1)=pi,Y=g(X)

则: P ( Y = y j ) = ∑ g ( x i ) = y i P ( X = x i ) P(Y = y_{j}) = \sum_{g(x_{i}) = y_{i}}^{}{P(X = x_{i})} P(Y=yj)=g(xi)=yiP(X=xi)

(2)连续型: X   ~ f X ( x ) , Y = g ( x ) X\tilde{\ }f_{X}(x),Y = g(x) X ~fX(x),Y=g(x)

则: F y ( y ) = P ( Y ≤ y ) = P ( g ( X ) ≤ y ) = ∫ g ( x ) ≤ y f x ( x ) d x F_{y}(y) = P(Y \leq y) = P(g(X) \leq y) = \int_{g(x) \leq y}^{}{f_{x}(x)dx} Fy(y)=P(Yy)=P(g(X)y)=g(x)yfx(x)dx f Y ( y ) = F Y ′ ( y ) f_{Y}(y) = F'_{Y}(y) fY(y)=FY(y)

7.重要公式与结论

(1) X ∼ N ( 0 , 1 ) ⇒ φ ( 0 ) = 1 2 π , Φ ( 0 ) = 1 2 , X\sim N(0,1) \Rightarrow \varphi(0) = \frac{1}{\sqrt{2\pi}},\Phi(0) =\frac{1}{2}, XN(0,1)φ(0)=2π 1,Φ(0)=21, Φ ( − a ) = P ( X ≤ − a ) = 1 − Φ ( a ) \Phi( - a) = P(X \leq - a) = 1 - \Phi(a) Φ(a)=P(Xa)=1Φ(a)

(2) X ∼ N ( μ , σ 2 ) ⇒ X − μ σ ∼ N ( 0 , 1 ) , P ( X ≤ a ) = Φ ( a − μ σ ) X\sim N\left( \mu,\sigma^{2} \right) \Rightarrow \frac{X -\mu}{\sigma}\sim N\left( 0,1 \right),P(X \leq a) = \Phi(\frac{a -\mu}{\sigma}) XN(μ,σ2)σXμN(0,1),P(Xa)=Φ(σaμ)

(3) X ∼ E ( λ ) ⇒ P ( X > s + t ∣ X > s ) = P ( X > t ) X\sim E(\lambda) \Rightarrow P(X > s + t|X > s) = P(X > t) XE(λ)P(X>s+tX>s)=P(X>t)

(4) X ∼ G ( p ) ⇒ P ( X = m + k ∣ X > m ) = P ( X = k ) X\sim G(p) \Rightarrow P(X = m + k|X > m) = P(X = k) XG(p)P(X=m+kX>m)=P(X=k)

(5) 离散型随机变量的分布函数为阶梯间断函数;连续型随机变量的分布函数为连续函数,但不一定为处处可导函数。

(6) 存在既非离散也非连续型随机变量。

多维随机变量及其分布

1.二维随机变量及其联合分布

由两个随机变量构成的随机向量 ( X , Y ) (X,Y) (X,Y), 联合分布为 F ( x , y ) = P ( X ≤ x , Y ≤ y ) F(x,y) = P(X \leq x,Y \leq y) F(x,y)=P(Xx,Yy)

2.二维离散型随机变量的分布

(1) 联合概率分布律 P { X = x i , Y = y j } = p i j ; i , j = 1 , 2 , ⋯ P\{ X = x_{i},Y = y_{j}\} = p_{{ij}};i,j =1,2,\cdots P{X=xi,Y=yj}=pij;i,j=1,2,

(2) 边缘分布律 p i ⋅ = ∑ j = 1 ∞ p i j , i = 1 , 2 , ⋯ p_{i \cdot} = \sum_{j = 1}^{\infty}p_{{ij}},i =1,2,\cdots pi=j=1pij,i=1,2, p ⋅ j = ∑ i ∞ p i j , j = 1 , 2 , ⋯ p_{\cdot j} = \sum_{i}^{\infty}p_{{ij}},j = 1,2,\cdots pj=ipij,j=1,2,

(3) 条件分布律 P { X = x i ∣ Y = y j } = p i j p ⋅ j P\{ X = x_{i}|Y = y_{j}\} = \frac{p_{{ij}}}{p_{\cdot j}} P{X=xiY=yj}=pjpij
P { Y = y j ∣ X = x i } = p i j p i ⋅ P\{ Y = y_{j}|X = x_{i}\} = \frac{p_{{ij}}}{p_{i \cdot}} P{Y=yjX=xi}=pipij

3. 二维连续性随机变量的密度

(1) 联合概率密度 f ( x , y ) : f(x,y): f(x,y):

  1. f ( x , y ) ≥ 0 f(x,y) \geq 0 f(x,y)0

  2. ∫ − ∞ + ∞ ∫ − ∞ + ∞ f ( x , y ) d x d y = 1 \int_{- \infty}^{+ \infty}{\int_{- \infty}^{+ \infty}{f(x,y)dxdy}} = 1 ++f(x,y)dxdy=1

(2) 分布函数: F ( x , y ) = ∫ − ∞ x ∫ − ∞ y f ( u , v ) d u d v F(x,y) = \int_{- \infty}^{x}{\int_{- \infty}^{y}{f(u,v)dudv}} F(x,y)=xyf(u,v)dudv

(3) 边缘概率密度: f X ( x ) = ∫ − ∞ + ∞ f ( x , y ) d y f_{X}\left( x \right) = \int_{- \infty}^{+ \infty}{f\left( x,y \right){dy}} fX(x)=+f(x,y)dy f Y ( y ) = ∫ − ∞ + ∞ f ( x , y ) d x f_{Y}(y) = \int_{- \infty}^{+ \infty}{f(x,y)dx} fY(y)=+f(x,y)dx

(4) 条件概率密度: f X ∣ Y ( x | y ) = f ( x , y ) f Y ( y ) f_{X|Y}\left( x \middle| y \right) = \frac{f\left( x,y \right)}{f_{Y}\left( y \right)} fXY(xy)=fY(y)f(x,y) f Y ∣ X ( y ∣ x ) = f ( x , y ) f X ( x ) f_{Y|X}(y|x) = \frac{f(x,y)}{f_{X}(x)} fYX(yx)=fX(x)f(x,y)

4.常见二维随机变量的联合分布

(1) 二维均匀分布: ( x , y ) ∼ U ( D ) (x,y) \sim U(D) (x,y)U(D) , f ( x , y ) = { 1 S ( D ) , ( x , y ) ∈ D 0 , 其他 f(x,y) = \begin{cases} \frac{1}{S(D)},(x,y) \in D \\ 0,其他 \end{cases} f(x,y)={S(D)1,(x,y)D0,其他

(2) 二维正态分布: ( X , Y ) ∼ N ( μ 1 , μ 2 , σ 1 2 , σ 2 2 , ρ ) (X,Y)\sim N(\mu_{1},\mu_{2},\sigma_{1}^{2},\sigma_{2}^{2},\rho) (X,Y)N(μ1,μ2,σ12,σ22,ρ), ( X , Y ) ∼ N ( μ 1 , μ 2 , σ 1 2 , σ 2 2 , ρ ) (X,Y)\sim N(\mu_{1},\mu_{2},\sigma_{1}^{2},\sigma_{2}^{2},\rho) (X,Y)N(μ1,μ2,σ12,σ22,ρ)

f ( x , y ) = 1 2 π σ 1 σ 2 1 − ρ 2 . exp ⁡ { − 1 2 ( 1 − ρ 2 ) [ ( x − μ 1 ) 2 σ 1 2 − 2 ρ ( x − μ 1 ) ( y − μ 2 ) σ 1 σ 2 + ( y − μ 2 ) 2 σ 2 2 ] } f(x,y) = \frac{1}{2\pi\sigma_{1}\sigma_{2}\sqrt{1 - \rho^{2}}}.\exp\left\{ \frac{- 1}{2(1 - \rho^{2})}\lbrack\frac{{(x - \mu_{1})}^{2}}{\sigma_{1}^{2}} - 2\rho\frac{(x - \mu_{1})(y - \mu_{2})}{\sigma_{1}\sigma_{2}} + \frac{{(y - \mu_{2})}^{2}}{\sigma_{2}^{2}}\rbrack \right\} f(x,y)=2πσ1σ21ρ2 1.exp{2(1ρ2)1[σ12(xμ1)22ρσ1σ2(xμ1)(yμ2)+σ22(yμ2)2]}

5.随机变量的独立性和相关性

X X X Y Y Y的相互独立: ⇔ F ( x , y ) = F X ( x ) F Y ( y ) \Leftrightarrow F\left( x,y \right) = F_{X}\left( x \right)F_{Y}\left( y \right) F(x,y)=FX(x)FY(y):

⇔ p i j = p i ⋅ ⋅ p ⋅ j \Leftrightarrow p_{{ij}} = p_{i \cdot} \cdot p_{\cdot j} pij=pipj(离散型)
⇔ f ( x , y ) = f X ( x ) f Y ( y ) \Leftrightarrow f\left( x,y \right) = f_{X}\left( x \right)f_{Y}\left( y \right) f(x,y)=fX(x)fY(y)(连续型)

X X X Y Y Y的相关性:

相关系数 ρ X Y = 0 \rho_{{XY}} = 0 ρXY=0时,称 X X X Y Y Y不相关,
否则称 X X X Y Y Y相关

6.两个随机变量简单函数的概率分布

离散型: P ( X = x i , Y = y i ) = p i j , Z = g ( X , Y ) P\left( X = x_{i},Y = y_{i} \right) = p_{{ij}},Z = g\left( X,Y \right) P(X=xi,Y=yi)=pij,Z=g(X,Y) 则:

P ( Z = z k ) = P { g ( X , Y ) = z k } = ∑ g ( x i , y i ) = z k P ( X = x i , Y = y j ) P(Z = z_{k}) = P\left\{ g\left( X,Y \right) = z_{k} \right\} = \sum_{g\left( x_{i},y_{i} \right) = z_{k}}^{}{P\left( X = x_{i},Y = y_{j} \right)} P(Z=zk)=P{g(X,Y)=zk}=g(xi,yi)=zkP(X=xi,Y=yj)

连续型: ( X , Y ) ∼ f ( x , y ) , Z = g ( X , Y ) \left( X,Y \right) \sim f\left( x,y \right),Z = g\left( X,Y \right) (X,Y)f(x,y),Z=g(X,Y)
则:

F z ( z ) = P { g ( X , Y ) ≤ z } = ∬ g ( x , y ) ≤ z f ( x , y ) d x d y F_{z}\left( z \right) = P\left\{ g\left( X,Y \right) \leq z \right\} = \iint_{g(x,y) \leq z}^{}{f(x,y)dxdy} Fz(z)=P{g(X,Y)z}=g(x,y)zf(x,y)dxdy f z ( z ) = F z ′ ( z ) f_{z}(z) = F'_{z}(z) fz(z)=Fz(z)

7.重要公式与结论

(1) 边缘密度公式: f X ( x ) = ∫ − ∞ + ∞ f ( x , y ) d y , f_{X}(x) = \int_{- \infty}^{+ \infty}{f(x,y)dy,} fX(x)=+f(x,y)dy,
f Y ( y ) = ∫ − ∞ + ∞ f ( x , y ) d x f_{Y}(y) = \int_{- \infty}^{+ \infty}{f(x,y)dx} fY(y)=+f(x,y)dx

(2) P { ( X , Y ) ∈ D } = ∬ D f ( x , y ) d x d y P\left\{ \left( X,Y \right) \in D \right\} = \iint_{D}^{}{f\left( x,y \right){dxdy}} P{(X,Y)D}=Df(x,y)dxdy

(3) 若 ( X , Y ) (X,Y) (X,Y)服从二维正态分布 N ( μ 1 , μ 2 , σ 1 2 , σ 2 2 , ρ ) N(\mu_{1},\mu_{2},\sigma_{1}^{2},\sigma_{2}^{2},\rho) N(μ1,μ2,σ12,σ22,ρ)
则有:

  1. X ∼ N ( μ 1 , σ 1 2 ) , Y ∼ N ( μ 2 , σ 2 2 ) . X\sim N\left( \mu_{1},\sigma_{1}^{2} \right),Y\sim N(\mu_{2},\sigma_{2}^{2}). XN(μ1,σ12),YN(μ2,σ22).

  2. X X X Y Y Y相互独立 ⇔ ρ = 0 \Leftrightarrow \rho = 0 ρ=0,即 X X X Y Y Y不相关。

  3. C 1 X + C 2 Y ∼ N ( C 1 μ 1 + C 2 μ 2 , C 1 2 σ 1 2 + C 2 2 σ 2 2 + 2 C 1 C 2 σ 1 σ 2 ρ ) C_{1}X + C_{2}Y\sim N(C_{1}\mu_{1} + C_{2}\mu_{2},C_{1}^{2}\sigma_{1}^{2} + C_{2}^{2}\sigma_{2}^{2} + 2C_{1}C_{2}\sigma_{1}\sigma_{2}\rho) C1X+C2YN(C1μ1+C2μ2,C12σ12+C22σ22+2C1C2σ1σ2ρ)

  4.   X {\ X}  X关于 Y = y Y=y Y=y的条件分布为: N ( μ 1 + ρ σ 1 σ 2 ( y − μ 2 ) , σ 1 2 ( 1 − ρ 2 ) ) N(\mu_{1} + \rho\frac{\sigma_{1}}{\sigma_{2}}(y - \mu_{2}),\sigma_{1}^{2}(1 - \rho^{2})) N(μ1+ρσ2σ1(yμ2),σ12(1ρ2))

  5. Y Y Y关于 X = x X = x X=x的条件分布为: N ( μ 2 + ρ σ 2 σ 1 ( x − μ 1 ) , σ 2 2 ( 1 − ρ 2 ) ) N(\mu_{2} + \rho\frac{\sigma_{2}}{\sigma_{1}}(x - \mu_{1}),\sigma_{2}^{2}(1 - \rho^{2})) N(μ2+ρσ1σ2(xμ1),σ22(1ρ2))

(4) 若 X X X Y Y Y独立,且分别服从 N ( μ 1 , σ 1 2 ) , N ( μ 1 , σ 2 2 ) , N(\mu_{1},\sigma_{1}^{2}),N(\mu_{1},\sigma_{2}^{2}), N(μ1,σ12),N(μ1,σ22),
则: ( X , Y ) ∼ N ( μ 1 , μ 2 , σ 1 2 , σ 2 2 , 0 ) , \left( X,Y \right)\sim N(\mu_{1},\mu_{2},\sigma_{1}^{2},\sigma_{2}^{2},0), (X,Y)N(μ1,μ2,σ12,σ22,0),

C 1 X + C 2 Y   ~ N ( C 1 μ 1 + C 2 μ 2 , C 1 2 σ 1 2 C 2 2 σ 2 2 ) . C_{1}X + C_{2}Y\tilde{\ }N(C_{1}\mu_{1} + C_{2}\mu_{2},C_{1}^{2}\sigma_{1}^{2} C_{2}^{2}\sigma_{2}^{2}). C1X+C2Y ~N(C1μ1+C2μ2,C12σ12C22σ22).

(5) 若 X X X Y Y Y相互独立, f ( x ) f\left( x \right) f(x) g ( x ) g\left( x \right) g(x)为连续函数, 则 f ( X ) f\left( X \right) f(X) g ( Y ) g(Y) g(Y)也相互独立。

随机变量的数字特征

1.数学期望

离散型: P { X = x i } = p i , E ( X ) = ∑ i x i p i P\left\{ X = x_{i} \right\} = p_{i},E(X) = \sum_{i}^{}{x_{i}p_{i}} P{X=xi}=pi,E(X)=ixipi

连续型: X ∼ f ( x ) , E ( X ) = ∫ − ∞ + ∞ x f ( x ) d x X\sim f(x),E(X) = \int_{- \infty}^{+ \infty}{xf(x)dx} Xf(x),E(X)=+xf(x)dx

性质:

(1) E ( C ) = C , E [ E ( X ) ] = E ( X ) E(C) = C,E\lbrack E(X)\rbrack = E(X) E(C)=C,E[E(X)]=E(X)

(2) E ( C 1 X + C 2 Y ) = C 1 E ( X ) + C 2 E ( Y ) E(C_{1}X + C_{2}Y) = C_{1}E(X) + C_{2}E(Y) E(C1X+C2Y)=C1E(X)+C2E(Y)

(3) 若 X X X Y Y Y独立,则 E ( X Y ) = E ( X ) E ( Y ) E(XY) = E(X)E(Y) E(XY)=E(X)E(Y)

(4) [ E ( X Y ) ] 2 ≤ E ( X 2 ) E ( Y 2 ) \left\lbrack E(XY) \right\rbrack^{2} \leq E(X^{2})E(Y^{2}) [E(XY)]2E(X2)E(Y2)

2.方差 D ( X ) = E [ X − E ( X ) ] 2 = E ( X 2 ) − [ E ( X ) ] 2 D(X) = E\left\lbrack X - E(X) \right\rbrack^{2} = E(X^{2}) - \left\lbrack E(X) \right\rbrack^{2} D(X)=E[XE(X)]2=E(X2)[E(X)]2

3.标准差 D ( X ) \sqrt{D(X)} D(X)

4.离散型: D ( X ) = ∑ i [ x i − E ( X ) ] 2 p i D(X) = \sum_{i}^{}{\left\lbrack x_{i} - E(X) \right\rbrack^{2}p_{i}} D(X)=i[xiE(X)]2pi

5.连续型: D ( X ) = ∫ − ∞ + ∞ [ x − E ( X ) ] 2 f ( x ) d x D(X) = {\int_{- \infty}^{+ \infty}\left\lbrack x - E(X) \right\rbrack}^{2}f(x)dx D(X)=+[xE(X)]2f(x)dx

性质:

(1)   D ( C ) = 0 , D [ E ( X ) ] = 0 , D [ D ( X ) ] = 0 \ D(C) = 0,D\lbrack E(X)\rbrack = 0,D\lbrack D(X)\rbrack = 0  D(C)=0,D[E(X)]=0,D[D(X)]=0

(2) X X X Y Y Y相互独立,则 D ( X ± Y ) = D ( X ) + D ( Y ) D(X \pm Y) = D(X) + D(Y) D(X±Y)=D(X)+D(Y)

(3)   D ( C 1 X + C 2 ) = C 1 2 D ( X ) \ D\left( C_{1}X + C_{2} \right) = C_{1}^{2}D\left( X \right)  D(C1X+C2)=C12D(X)

(4) 一般有 D ( X ± Y ) = D ( X ) + D ( Y ) ± 2 C o v ( X , Y ) = D ( X ) + D ( Y ) ± 2 ρ D ( X ) D ( Y ) D(X \pm Y) = D(X) + D(Y) \pm 2Cov(X,Y) = D(X) + D(Y) \pm 2\rho\sqrt{D(X)}\sqrt{D(Y)} D(X±Y)=D(X)+D(Y)±2Cov(X,Y)=D(X)+D(Y)±2ρD(X) D(Y)

(5)   D ( X ) < E ( X − C ) 2 , C ≠ E ( X ) \ D\left( X \right) < E\left( X - C \right)^{2},C \neq E\left( X \right)  D(X)<E(XC)2,C=E(X)

(6)   D ( X ) = 0 ⇔ P { X = C } = 1 \ D(X) = 0 \Leftrightarrow P\left\{ X = C \right\} = 1  D(X)=0P{X=C}=1

6.随机变量函数的数学期望

(1) 对于函数 Y = g ( x ) Y = g(x) Y=g(x)

X X X为离散型: P { X = x i } = p i , E ( Y ) = ∑ i g ( x i ) p i P\{ X = x_{i}\} = p_{i},E(Y) = \sum_{i}^{}{g(x_{i})p_{i}} P{X=xi}=pi,E(Y)=ig(xi)pi

X X X为连续型: X ∼ f ( x ) , E ( Y ) = ∫ − ∞ + ∞ g ( x ) f ( x ) d x X\sim f(x),E(Y) = \int_{- \infty}^{+ \infty}{g(x)f(x)dx} Xf(x),E(Y)=+g(x)f(x)dx

(2) Z = g ( X , Y ) Z = g(X,Y) Z=g(X,Y); ( X , Y ) ∼ P { X = x i , Y = y j } = p i j \left( X,Y \right)\sim P\{ X = x_{i},Y = y_{j}\} = p_{{ij}} (X,Y)P{X=xi,Y=yj}=pij; E ( Z ) = ∑ i ∑ j g ( x i , y j ) p i j E(Z) = \sum_{i}^{}{\sum_{j}^{}{g(x_{i},y_{j})p_{{ij}}}} E(Z)=ijg(xi,yj)pij ( X , Y ) ∼ f ( x , y ) \left( X,Y \right)\sim f(x,y) (X,Y)f(x,y); E ( Z ) = ∫ − ∞ + ∞ ∫ − ∞ + ∞ g ( x , y ) f ( x , y ) d x d y E(Z) = \int_{- \infty}^{+ \infty}{\int_{- \infty}^{+ \infty}{g(x,y)f(x,y)dxdy}} E(Z)=++g(x,y)f(x,y)dxdy

7.协方差

C o v ( X , Y ) = E [ ( X − E ( X ) ( Y − E ( Y ) ) ] Cov(X,Y) = E\left\lbrack (X - E(X)(Y - E(Y)) \right\rbrack Cov(X,Y)=E[(XE(X)(YE(Y))]

8.相关系数

ρ X Y = C o v ( X , Y ) D ( X ) D ( Y ) \rho_{{XY}} = \frac{Cov(X,Y)}{\sqrt{D(X)}\sqrt{D(Y)}} ρXY=D(X) D(Y) Cov(X,Y), k k k阶原点矩 E ( X k ) E(X^{k}) E(Xk);
k k k阶中心矩 E { [ X − E ( X ) ] k } E\left\{ {\lbrack X - E(X)\rbrack}^{k} \right\} E{[XE(X)]k}

性质:

(1)   C o v ( X , Y ) = C o v ( Y , X ) \ Cov(X,Y) = Cov(Y,X)  Cov(X,Y)=Cov(Y,X)

(2)   C o v ( a X , b Y ) = a b C o v ( Y , X ) \ Cov(aX,bY) = abCov(Y,X)  Cov(aX,bY)=abCov(Y,X)

(3)   C o v ( X 1 + X 2 , Y ) = C o v ( X 1 , Y ) + C o v ( X 2 , Y ) \ Cov(X_{1} + X_{2},Y) = Cov(X_{1},Y) + Cov(X_{2},Y)  Cov(X1+X2,Y)=Cov(X1,Y)+Cov(X2,Y)

(4)   ∣ ρ ( X , Y ) ∣ ≤ 1 \ \left| \rho\left( X,Y \right) \right| \leq 1  ρ(X,Y)1

(5)   ρ ( X , Y ) = 1 ⇔ P ( Y = a X + b ) = 1 \ \rho\left( X,Y \right) = 1 \Leftrightarrow P\left( Y = aX + b \right) = 1  ρ(X,Y)=1P(Y=aX+b)=1 ,其中 a > 0 a > 0 a>0

ρ ( X , Y ) = − 1 ⇔ P ( Y = a X + b ) = 1 \rho\left( X,Y \right) = - 1 \Leftrightarrow P\left( Y = aX + b \right) = 1 ρ(X,Y)=1P(Y=aX+b)=1
,其中 a < 0 a < 0 a<0

9.重要公式与结论

(1)   D ( X ) = E ( X 2 ) − E 2 ( X ) \ D(X) = E(X^{2}) - E^{2}(X)  D(X)=E(X2)E2(X)

(2)   C o v ( X , Y ) = E ( X Y ) − E ( X ) E ( Y ) \ Cov(X,Y) = E(XY) - E(X)E(Y)  Cov(X,Y)=E(XY)E(X)E(Y)

(3) ∣ ρ ( X , Y ) ∣ ≤ 1 , \left| \rho\left( X,Y \right) \right| \leq 1, ρ(X,Y)1, ρ ( X , Y ) = 1 ⇔ P ( Y = a X + b ) = 1 \rho\left( X,Y \right) = 1 \Leftrightarrow P\left( Y = aX + b \right) = 1 ρ(X,Y)=1P(Y=aX+b)=1,其中 a > 0 a > 0 a>0

ρ ( X , Y ) = − 1 ⇔ P ( Y = a X + b ) = 1 \rho\left( X,Y \right) = - 1 \Leftrightarrow P\left( Y = aX + b \right) = 1 ρ(X,Y)=1P(Y=aX+b)=1,其中 a < 0 a < 0 a<0

(4) 下面5个条件互为充要条件:

ρ ( X , Y ) = 0 \rho(X,Y) = 0 ρ(X,Y)=0 ⇔ C o v ( X , Y ) = 0 \Leftrightarrow Cov(X,Y) = 0 Cov(X,Y)=0 ⇔ E ( X , Y ) = E ( X ) E ( Y ) \Leftrightarrow E(X,Y) = E(X)E(Y) E(X,Y)=E(X)E(Y) ⇔ D ( X + Y ) = D ( X ) + D ( Y ) \Leftrightarrow D(X + Y) = D(X) + D(Y) D(X+Y)=D(X)+D(Y) ⇔ D ( X − Y ) = D ( X ) + D ( Y ) \Leftrightarrow D(X - Y) = D(X) + D(Y) D(XY)=D(X)+D(Y)

注: X X X Y Y Y独立为上述5个条件中任何一个成立的充分条件,但非必要条件。

数理统计部分

数理统计的基本概念

1.基本概念

总体:研究对象的全体,它是一个随机变量,用 X X X表示。

个体:组成总体的每个基本元素。

简单随机样本:来自总体 X X X n n n个相互独立且与总体同分布的随机变量 X 1 , X 2 ⋯   , X n X_{1},X_{2}\cdots,X_{n} X1,X2,Xn,称为容量为 n n n的简单随机样本,简称样本。

统计量:设 X 1 , X 2 ⋯   , X n , X_{1},X_{2}\cdots,X_{n}, X1,X2,Xn,是来自总体 X X X的一个样本, g ( X 1 , X 2 ⋯   , X n ) g(X_{1},X_{2}\cdots,X_{n}) g(X1,X2,Xn))是样本的连续函数,且 g ( ) g() g()中不含任何未知参数,则称 g ( X 1 , X 2 ⋯   , X n ) g(X_{1},X_{2}\cdots,X_{n}) g(X1,X2,Xn)为统计量。

样本均值: X ‾ = 1 n ∑ i = 1 n X i \overline{X} = \frac{1}{n}\sum_{i = 1}^{n}X_{i} X=n1i=1nXi

样本方差: S 2 = 1 n − 1 ∑ i = 1 n ( X i − X ‾ ) 2 S^{2} = \frac{1}{n - 1}\sum_{i = 1}^{n}{(X_{i} - \overline{X})}^{2} S2=n11i=1n(XiX)2

样本矩:样本 k k k阶原点矩: A k = 1 n ∑ i = 1 n X i k , k = 1 , 2 , ⋯ A_{k} = \frac{1}{n}\sum_{i = 1}^{n}X_{i}^{k},k = 1,2,\cdots Ak=n1i=1nXik,k=1,2,

样本 k k k阶中心矩: B k = 1 n ∑ i = 1 n ( X i − X ‾ ) k , k = 1 , 2 , ⋯ B_{k} = \frac{1}{n}\sum_{i = 1}^{n}{(X_{i} - \overline{X})}^{k},k = 1,2,\cdots Bk=n1i=1n(XiX)k,k=1,2,

2.三大分布

χ 2 \chi^{2} χ2分布: χ 2 = X 1 2 + X 2 2 + ⋯ + X n 2 ∼ χ 2 ( n ) \chi^{2} = X_{1}^{2} + X_{2}^{2} + \cdots + X_{n}^{2}\sim\chi^{2}(n) χ2=X12+X22++Xn2χ2(n),其中 X 1 , X 2 ⋯   , X n , X_{1},X_{2}\cdots,X_{n}, X1,X2,Xn,相互独立,且同服从 N ( 0 , 1 ) N(0,1) N(0,1)

t t t分布: T = X Y / n ∼ t ( n ) T = \frac{X}{\sqrt{Y/n}}\sim t(n) T=Y/n Xt(n) ,其中 X ∼ N ( 0 , 1 ) , Y ∼ χ 2 ( n ) , X\sim N\left( 0,1 \right),Y\sim\chi^{2}(n), XN(0,1),Yχ2(n), X X X Y Y Y 相互独立。

F F F分布: F = X / n 1 Y / n 2 ∼ F ( n 1 , n 2 ) F = \frac{X/n_{1}}{Y/n_{2}}\sim F(n_{1},n_{2}) F=Y/n2X/n1F(n1,n2),其中 X ∼ χ 2 ( n 1 ) , Y ∼ χ 2 ( n 2 ) , X\sim\chi^{2}\left( n_{1} \right),Y\sim\chi^{2}(n_{2}), Xχ2(n1),Yχ2(n2), X X X Y Y Y相互独立。

分位数:若 P ( X ≤ x α ) = α , P(X \leq x_{\alpha}) = \alpha, P(Xxα)=α,则称 x α x_{\alpha} xα X X X α \alpha α分位数

3.正态总体的常用样本分布

(1) 设 X 1 , X 2 ⋯   , X n X_{1},X_{2}\cdots,X_{n} X1,X2,Xn为来自正态总体 N ( μ , σ 2 ) N(\mu,\sigma^{2}) N(μ,σ2)的样本,

X ‾ = 1 n ∑ i = 1 n X i , S 2 = 1 n − 1 ∑ i = 1 n ( X i − X ‾ ) 2 , \overline{X} = \frac{1}{n}\sum_{i = 1}^{n}X_{i},S^{2} = \frac{1}{n - 1}\sum_{i = 1}^{n}{{(X_{i} - \overline{X})}^{2},} X=n1i=1nXi,S2=n11i=1n(XiX)2,则:

  1. X ‾ ∼ N ( μ , σ 2 n )    \overline{X}\sim N\left( \mu,\frac{\sigma^{2}}{n} \right){\ \ } XN(μ,nσ2)  或者 X ‾ − μ σ n ∼ N ( 0 , 1 ) \frac{\overline{X} - \mu}{\frac{\sigma}{\sqrt{n}}}\sim N(0,1) n σXμN(0,1)

  2. ( n − 1 ) S 2 σ 2 = 1 σ 2 ∑ i = 1 n ( X i − X ‾ ) 2 ∼ χ 2 ( n − 1 ) \frac{(n - 1)S^{2}}{\sigma^{2}} = \frac{1}{\sigma^{2}}\sum_{i = 1}^{n}{{(X_{i} - \overline{X})}^{2}\sim\chi^{2}(n - 1)} σ2(n1)S2=σ21i=1n(XiX)2χ2(n1)

  3. 1 σ 2 ∑ i = 1 n ( X i − μ ) 2 ∼ χ 2 ( n ) \frac{1}{\sigma^{2}}\sum_{i = 1}^{n}{{(X_{i} - \mu)}^{2}\sim\chi^{2}(n)} σ21i=1n(Xiμ)2χ2(n)

4)    X ‾ − μ S / n ∼ t ( n − 1 ) {\ \ }\frac{\overline{X} - \mu}{S/\sqrt{n}}\sim t(n - 1)   S/n Xμt(n1)

4.重要公式与结论

(1) 对于 χ 2 ∼ χ 2 ( n ) \chi^{2}\sim\chi^{2}(n) χ2χ2(n),有 E ( χ 2 ( n ) ) = n , D ( χ 2 ( n ) ) = 2 n ; E(\chi^{2}(n)) = n,D(\chi^{2}(n)) = 2n; E(χ2(n))=n,D(χ2(n))=2n;

(2) 对于 T ∼ t ( n ) T\sim t(n) Tt(n),有 E ( T ) = 0 , D ( T ) = n n − 2 ( n > 2 ) E(T) = 0,D(T) = \frac{n}{n - 2}(n > 2) E(T)=0,D(T)=n2n(n>2)

(3) 对于 F   ~ F ( m , n ) F\tilde{\ }F(m,n) F ~F(m,n),有 1 F ∼ F ( n , m ) , F a / 2 ( m , n ) = 1 F 1 − a / 2 ( n , m ) ; \frac{1}{F}\sim F(n,m),F_{a/2}(m,n) = \frac{1}{F_{1 - a/2}(n,m)}; F1F(n,m),Fa/2(m,n)=F1a/2(n,m)1;

(4) 对于任意总体 X X X,有 E ( X ‾ ) = E ( X ) , E ( S 2 ) = D ( X ) , D ( X ‾ ) = D ( X ) n E(\overline{X}) = E(X),E(S^{2}) = D(X),D(\overline{X}) = \frac{D(X)}{n} E(X)=E(X),E(S2)=D(X),D(X)=nD(X)

参数估计

  • 矩估计和区间估计
  • 最大似然估计

假设检验

  • 显著性检验
  • 正态总体参数检验
  • 方差分析
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