概率论与数理统计 2 Probability（概率） (下篇)

2.3 Counting Techniques

If a list of the outcomes is easily obtained(结果列表很容易获得) and N is small, then N and N(A) can be determined without the benefit of any general counting principles(一般计数原则).

There are, however, many experiments for which the effort involved in constructing such a list is prohibitive(令人望而却步的) because N is quite large.

The Product Rule(乘法原理) for Ordered Pairs

Our first counting rule applies to any situation in which a set (event) consists of ordered pairs(有序数对) of objects and we wish to count the number of such pairs.

If the first element or object of an ordered pair can be selected in $n_1$ ways, and for each of these $n_1$ ways the second element of the pair can be selected in $n_2$ ways, then the number of pairs is $n_1{n}_2$.

In many counting and probability problems, a configuration called a tree diagram(树状图) can be used to represent pictorially all the possibilities.such as：

A More General Product Rule

We will call an ordered collection of k objects a k-tuple (so a pair is a 2-tuple and a triple is a 3-tuple).

Suppose a set consists of ordered collections of k elements (k-tuples) and that there are $n_1$ possible choices for the first element; for each choice of the first element, there are $n_2$ possible choices of the second element; . . . ; for each possible choice of the first elements, there are $n_k$ choices of the $k$th element. Then there are n possible k-tuples.

Permutations(排列) and Combinations(组合)

An ordered subset is called a permutation. The number of permutations of size k that can be formed from the n individuals or objects in a group will be denoted by $P_{k,n}$. An unordered subset is called a combination. One way to denote the number of combinations is $C_{k,n}$, but we shall instead use notation that is quite common in probability books:$\left(\genfrac{}{}{0ex}{}{n}{k}\right)$ , read “n choose k”

$$P_{k,n}=\frac{n!}{(n-k)!}$$

$$\left(\genfrac{}{}{0ex}{}{n}{k}\right)=\frac{P_{k,n}}{k!}=\frac{n!}{k!(n-k)!}$$

Notice that $\left(\genfrac{}{}{0ex}{}{n}{n}\right)=1$ and $\left(\genfrac{}{}{0ex}{}{n}{0}\right)=1$ since there is only one way to choose a set of (all) n elements or of no elements, and $\left(\genfrac{}{}{0ex}{}{n}{1}\right)=n$ since there are n subsets of size 1.

2.4 Conditional Probability(条件概率)

For a particular event A, we have used P(A) to represent the probability, assigned to A; we now think of P(A) as the original（原始的）, or unconditional（无条件的） probability, of the event A.

We will use the notation P(A|B) to represent the conditional probability of A given that the event B has occurred(A在B条件下发生的概率). B is the “conditioning event(条件事件)”.

The Definition of Conditional Probability

For any two events A and B with P(B)>0 , the conditional probability of A given that B has occurred is defined by

$$P(A|B)=\frac{P(A\cap B)}{P(B)}$$

The Multiplication Rule for P(A $\cap$ B)

The Multiplication Rule

$$P(A\cap B)=P(A|B)\cdot P(B)$$

The multiplication rule is most useful when the experiment consists of several stages in succession(由几个连续的阶段组成时).

$$P(A_1\cap A_2\cap A_3)=P(A_3|A_1\cap A_2)\cdot P(A_1\cap A_2)=P(A_3|A_1\cap A_2)\cdot P(A_2|A_1)\cdot P(A_1)$$

where $A_1$ occurs first, followed by $A_2$, and finally $A_3$.

Bayes’ Theorem(贝叶斯定理)

Events $A_1$, . . . , $A_k$ are mutually exclusive(互斥的) if no two have any common outcomes.

The events are exhaustive(穷举的) if one $A_i$ must occur, so that $A_1$ $\cup$ … $\cup$ $A_k$ = $S$

The Law of Total Probability（全概率公式）:

Let $A_1$, . . . , $A_k$ be mutually exclusive and exhaustive events. Then for any other event B,

$$P(B)=P(B|A_1)P(A_1)+...+P(B|A_k)P(A_k)=\sum _{i=1}^{k}P(B|A_i)P(A_i)$$

Bayes’ Theorem(贝叶斯定理)：

Let $A_1$, $A_2$, . . . , $A_k$ be a collection of k mutually exclusive and exhaustive events with prior probabilities $P(A_i)(i=1,...,k)$. Then for any other event B for which $P(B)>0$, the posterior probability of $A_j$ given that B has occurred is

$$P(A_j|B)=\frac{P(A_j\cap B)}{P(B)}=\frac{P(B|A_j)P(A_j)}{{\sum }_{i=1}^{k}P(B|A_i)P(A_i)}j=1,...,k$$

2.5 Independence

Definition:

Two events A and B are independent if $P(A|B)=P(A)$ and are dependent otherwise.

The definition of independence might seem “unsymmetric” because we do not also demand that $P(B|A)=P(B)$. However, using the definition of conditional probability and the multiplication rule,

$$P(B|A)=\frac{P(A\cap B)}{P(A)}=\frac{P(A|B)P(B)}{P(A)}$$

The right-hand side of Equation is $P(B)$ if and only if $P(A|B)=P(A)$ (independence).

It is also straightforward to show that if A and B are independent, then so are the following pairs of events: (1) A’ and B, (2) A and B’, and (3) A’ and B’.

The Multiplication Rule for $P(A\cap B)$

Proposition:

$$P(A\cap B)=P(A)\cdot P(B)$$

Independence of More Than Two Events

Definition:

Events $A_1$, . . . , $A_n$ are mutually independent if for every $k(k=2,3,...,n)$ and every subset of indices(目录) $i_1$, $i_2$, . . . , $i_k$,

$$P(A_{i_1}\cap A_{i_2}\cap ...\cap A_{i_k})=P(A_{i_1})\cdot P(A_{i_2})\cdot ...\cdot P(A_{i_k})$$