一、随机事件
在一定条件下,可能发生也可能不发生的实验结果叫做随机事件。
随 机 事 件 ( 事 件 ) { 必 然 事 件 不 可 能 事 件 随机事件(事件)\begin{cases} 必然事件 \\ 不可能事件 \end{cases} 随机事件(事件){必然事件不可能事件
二、概率的基本性质
1、对任一事件 A,有 0 ≤ P ( A ) ≤ 1 0 ≤ P(A) ≤ 1 0≤P(A)≤1, P ( A ˉ ) = 1 − P ( A ) P(\bar{A}) = 1-P(A) P(Aˉ)=1−P(A)
2、必然事件 P ( M ) = 1 P(M) = 1 P(M)=1;不可能事件 P ( ∅ ) = 0 P(∅) = 0 P(∅)=0
3、对任意两个事件,有 P ( A ∪ B ) = P ( A ) + P ( B ) − P ( A B ) P(A∪B)=P(A)+P(B)-P(AB) P(A∪B)=P(A)+P(B)−P(AB);
- 若事件A、B
互不相容(互斥)
,有 P ( A ∪ B ) = P ( A ) + P ( B ) P(A∪B)=P(A)+P(B) P(A∪B)=P(A)+P(B) - 若B
⊂
\subset
⊂ A(事件B的发生必然导致事件A的发生),则A发生而B不发生
( P(A\B) ① )的概率为 ① = P ( A ) − P ( B ) ①=P(A)-P(B) ①=P(A)−P(B)
4、若事件
A
1
,
A
2
,
⋅
⋅
⋅
,
A
K
A_{1} ,A_{2} ,···,A_{K}
A1,A2,⋅⋅⋅,AK 是两两互不相容
的事件,即有
A
i
∩
A
j
=
∅
(
i
≠
j
)
A_{i} ∩A_{j} =∅(i≠j)
Ai∩Aj=∅(i=j),则
P
(
⋃
i
=
1
k
A
i
)
=
P
(
A
1
)
+
P
(
A
2
)
+
⋅
⋅
⋅
+
P
(
A
K
)
P(\bigcup_{i=1}^{k} A_{i})= P(A_{1}) +P(A_{2})+···+P(A_{K})
P(⋃i=1kAi)=P(A1)+P(A2)+⋅⋅⋅+P(AK)
三、概率的常用计算公式
1、条件概率与乘法公式
P(A|B)
:在事件 B 已发生的条件下事件 A 发生的概率
当
P
(
B
)
>
0
P(B)>0
P(B)>0时,
P
(
A
∣
B
)
=
P
(
A
∩
B
)
P
(
B
)
P(A|B) = \frac{P(A \cap B)}{P(B)}
P(A∣B)=P(B)P(A∩B)
当
P
(
B
)
=
0
P(B)=0
P(B)=0时,规定
P
(
A
∣
B
)
=
0
P(A|B) =0
P(A∣B)=0, 由此得出乘法公式:
- P ( A ∩ B ) = P ( A ∣ B ) ( B ) = P ( B ∣ A ) P ( A ) P(A\cap B)=P(A|B)(B)=P(B|A)P(A) P(A∩B)=P(A∣B)(B)=P(B∣A)P(A)
- 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 ⋅ ⋅ ⋅ A n − 1 ) > 0 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}···A_{n-1}) > 0 P(A1A2⋅⋅⋅An)=P(A1)P(A2∣A1)P(A3∣A1A2)⋅⋅⋅P(An∣A1A2⋅⋅⋅An−1),P(A1A2⋅⋅⋅An−1)>0
2、独立性公式
- 若 P ( A ∣ B ) = P ( A ) P(A|B)=P(A) P(A∣B)=P(A),则称事件A关于事件B是独立的
- 事件A、B相互独立的
充要条件
: P ( A ∩ B ) = P ( A ) P ( B ) P(A \cap B)=P(A)P(B) P(A∩B)=P(A)P(B)
3、全概率公式
若事件
B
1
,
B
2
,
⋅
⋅
⋅
B_{1} ,B_{2} ,···
B1,B2,⋅⋅⋅ 满足
B
i
∩
B
j
=
∅
(
i
≠
j
)
互
斥
B_{i} ∩B_{j} =∅(i≠j) 互斥
Bi∩Bj=∅(i=j)互斥
P
(
⋃
i
=
1
k
B
i
)
=
1
,
P
(
B
i
>
0
)
,
i
=
1
,
2
,
⋅
⋅
⋅
P(\bigcup_{i=1}^{k} B_{i})=1,P(B_{i}>0),i=1,2,···
P(i=1⋃kBi)=1,P(Bi>0),i=1,2,⋅⋅⋅
对任一事件A,有下式成立(若
B
i
B_{i}
Bi 只有 n 个也成立)
∑
i
=
1
∞
P
(
A
∣
B
i
)
P
(
B
i
)
\sum_{i=1}^{\infty } P(A|B_{i})P(B_{i})
i=1∑∞P(A∣Bi)P(Bi)推导:
P
(
A
)
=
P
(
A
B
1
)
+
P
(
A
B
2
)
+
⋅
⋅
⋅
+
P
(
A
B
n
)
=
P
(
A
∣
B
1
)
(
B
1
)
+
P
(
A
∣
B
2
)
(
B
2
)
+
⋅
⋅
⋅
+
P
(
A
∣
B
n
)
(
B
n
)
=
∑
i
=
1
n
P
(
A
∣
B
i
)
P
(
B
i
)
\begin{aligned} P(A)&=P(AB_{1})+P(AB_{2})+···+P(AB_{n})\\ &=P(A|B_{1})(B_{1}) +P(A|B_{2})(B_{2})+···+P(A|B_{n})(B_{n}) \\ &=\sum_{i=1}^{n } P(A|B_{i})P(B_{i}) \end{aligned}
P(A)=P(AB1)+P(AB2)+⋅⋅⋅+P(ABn)=P(A∣B1)(B1)+P(A∣B2)(B2)+⋅⋅⋅+P(A∣Bn)(Bn)=i=1∑nP(A∣Bi)P(Bi)
4、贝叶斯(Bayes)公式(要求各事件彼此独立
)
若事件
B
1
,
B
2
,
⋅
⋅
⋅
B_{1} ,B_{2} ,···
B1,B2,⋅⋅⋅ 满足全概率公式条件,则对于任一事件 A (P(A) > 0)有下式成立(若
B
i
B_{i}
Bi 只有 n 个也成立)
P
(
B
i
∣
A
)
=
P
(
A
∣
B
i
)
P
(
B
i
)
∑
i
=
1
∞
P
(
A
∣
B
i
)
P
(
B
i
)
P(B_{i}|A)=\frac{P(A|B_{i})P(B_{i})}{\sum_{i=1}^{\infty } P(A|B_{i})P(B_{i})}
P(Bi∣A)=∑i=1∞P(A∣Bi)P(Bi)P(A∣Bi)P(Bi)
四、概率推理方法(不精确推理)
概率方法不精确性推理的目的就是求出在证据 E 下结论 H 发生的概率 P(H|E)
概率推理方法具有较强的理论基础和较好的数学描述。当证据和结论彼此独立时,计算并不复杂,但是获取概率数据相当困难。
如果证据间存在依赖关系,那么不能直接采用这种方法。
1、设有产生式规则:IF E THEN H
对象 | 说明 |
---|---|
E | 证据/前提条件 |
H | 结论 |
目的 | 求 P(H|E) |
P(H) | H 的先验概率 |
使用贝叶斯方法用于不精确推理
的一个原始条件是:P(E)、P(E|H)、P(H)已知,有
P
(
H
∣
E
)
=
P
(
E
∣
H
)
P
(
H
)
P
(
E
)
P(H|E)=\frac{P(E|H)P(H)}{P(E)}
P(H∣E)=P(E)P(E∣H)P(H)
2、若一个证据 E 支持多个假设 H 1 , H 2 , ⋅ ⋅ ⋅ , H n H_{1},H_{2},···,H_{n} H1,H2,⋅⋅⋅,Hn,即 IF E THEN H i H_{i} Hi,i = 1,2,···,n,则可得贝叶斯公式 P ( H i ∣ E ) = P ( E ∣ H i ) P ( H i ) ∑ j = 1 n P ( E ∣ H j ) P ( H j ) , i = 1 , 2 , ⋅ ⋅ ⋅ , n P(H_{i}|E)=\frac{P(E|H_{i})P(H_{i})}{\sum_{j=1}^{n } P(E|H_{j})P(H_{j})},i=1,2,···,n P(Hi∣E)=∑j=1nP(E∣Hj)P(Hj)P(E∣Hi)P(Hi),i=1,2,⋅⋅⋅,n
3、若有多个证据
E
1
,
E
2
,
⋅
⋅
⋅
,
E
m
E_{1},E_{2},···,E_{m}
E1,E2,⋅⋅⋅,Em 支持多个假设
H
1
,
H
2
,
⋅
⋅
⋅
,
H
n
H_{1},H_{2},···,H_{n}
H1,H2,⋅⋅⋅,Hn(n为结论 H 的个数
),并且每个证据都以一定程度支持结论,则可得贝叶斯公式
P
(
H
i
∣
E
1
E
2
⋅
⋅
⋅
E
m
)
=
P
(
E
1
∣
H
i
)
P
(
E
2
∣
H
i
)
⋅
⋅
⋅
P
(
E
m
∣
H
i
)
P
(
H
i
)
∑
j
=
1
n
P
(
E
1
∣
H
j
)
P
(
E
2
∣
H
j
)
⋅
⋅
⋅
P
(
E
m
∣
H
j
)
P
(
H
j
)
P(H_{i}|E_{1}E_{2}···E_{m})=\frac{P(E_{1}|H_{i})P(E_{2}|H_{i})···P(E_{m}|H_{i})P(H_{i})}{\sum_{j=1}^{n } P(E_{1}|H_{j})P(E_{2}|H_{j})···P(E_{m}|H_{j})P(H_{j})}
P(Hi∣E1E2⋅⋅⋅Em)=∑j=1nP(E1∣Hj)P(E2∣Hj)⋅⋅⋅P(Em∣Hj)P(Hj)P(E1∣Hi)P(E2∣Hi)⋅⋅⋅P(Em∣Hi)P(Hi)此时,知道P(
H
i
H_{i}
Hi),
P
(
E
1
∣
H
i
)
、
P
(
E
2
∣
H
i
)
、
⋅
⋅
⋅
、
P
(
E
m
∣
H
i
)
P(E_{1}|H_{i})、P(E_{2}|H_{i})、···、P(E_{m}|H_{i})
P(E1∣Hi)、P(E2∣Hi)、⋅⋅⋅、P(Em∣Hi),就可求得
P
(
H
i
∣
E
1
E
2
⋅
⋅
⋅
E
m
)
P(H_{i}|E_{1}E_{2}···E_{m})
P(Hi∣E1E2⋅⋅⋅Em)
五、例题
1、设
H
1
,
H
2
,
H
3
H_{1},H_{2},H_{3}
H1,H2,H3 为三个结论,E 是支持这些结论的证据,且已知:
P ( E ∣ H 1 ) = 0.5 P(E|H_{1}) = 0.5 P(E∣H1)=0.5 P ( E ∣ H 2 ) = 0.3 P(E|H_{2}) = 0.3 P(E∣H2)=0.3 P ( E ∣ H 3 ) = 0.4 P(E|H_{3}) = 0.4 P(E∣H3)=0.4
求
:
P
(
H
1
∣
E
)
,
P
(
H
2
∣
E
)
,
P
(
H
3
∣
E
)
P(H_{1}|E),P(H_{2}|E),P(H_{3}|E)
P(H1∣E),P(H2∣E),P(H3∣E) 的值。
解
:根据题意 n = 3,分别将 i = 1,2,3 代入下列公式
P
(
H
i
∣
E
)
=
P
(
E
∣
H
i
)
P
(
H
i
)
∑
j
=
1
n
P
(
E
∣
H
j
)
P
(
H
j
)
,
i
=
1
,
2
,
⋅
⋅
⋅
,
n
P(H_{i}|E)=\frac{P(E|H_{i})P(H_{i})}{\sum_{j=1}^{n } P(E|H_{j})P(H_{j})},i=1,2,···,n
P(Hi∣E)=∑j=1nP(E∣Hj)P(Hj)P(E∣Hi)P(Hi),i=1,2,⋅⋅⋅,n
得
P
(
H
1
∣
E
)
=
P
(
E
∣
H
1
)
P
(
H
1
)
P
(
E
∣
H
1
)
P
(
H
1
)
+
P
(
E
∣
H
2
)
P
(
H
2
)
+
P
(
E
∣
H
3
)
P
(
H
3
)
=
0.15
0.15
+
0.12
+
0.2
(
≈
0.32
)
=
0.32
\begin{aligned} P(H_{1}|E)&=\frac{P(E|H_{1})P(H_{1})}{P(E|H_{1})P(H_{1})+P(E|H_{2})P(H_{2})+P(E|H_{3})P(H_{3})}\\ &=\frac{0.15}{0.15+0.12+0.2}(\approx0.32 )\\ &=0.32 \end{aligned}
P(H1∣E)=P(E∣H1)P(H1)+P(E∣H2)P(H2)+P(E∣H3)P(H3)P(E∣H1)P(H1)=0.15+0.12+0.20.15(≈0.32)=0.32
P
(
H
2
∣
E
)
=
0.26
,
P
(
H
3
∣
E
)
=
0.43
P(H_{2}|E)=0.26,P(H_{3}|E)=0.43
P(H2∣E)=0.26,P(H3∣E)=0.43
计算结果表明
:由于证据 E 的出现,
H
1
H_{1}
H1 成立的可能性略有增加,而
H
2
H_{2}
H2、
H
3
H_{3}
H3 成立的可能性却有不同程度的下降。
2、已知:
P ( E 1 ∣ H 1 ) = 0.5 P(E_{1}|H_{1}) = 0.5 P(E1∣H1)=0.5 P ( E 1 ∣ H 2 ) = 0.6 P(E_{1}|H_{2}) = 0.6 P(E1∣H2)=0.6 P ( E 1 ∣ H 3 ) = 0.3 P(E_{1}|H_{3}) = 0.3 P(E1∣H3)=0.3
P ( E 2 ∣ H 1 ) = 0.7 P(E_{2}|H_{1}) = 0.7 P(E2∣H1)=0.7 P ( E 2 ∣ H 2 ) = 0.9 P(E_{2}|H_{2}) = 0.9 P(E2∣H2)=0.9 P ( E 2 ∣ H 3 ) = 0.1 P(E_{2}|H_{3}) = 0.1 P(E2∣H3)=0.1
求
:
P
(
H
1
∣
E
1
E
2
)
,
P
(
H
2
∣
E
1
E
2
)
,
P
(
H
3
∣
E
1
E
2
)
P(H_{1}|E_{1}E_{2}),P(H_{2}|E_{1}E_{2}),P(H_{3}|E_{1}E_{2})
P(H1∣E1E2),P(H2∣E1E2),P(H3∣E1E2) 的值。
解
:根据题意 n = 3,m = 2 ,分别将 i = 1,2,3 代入下列公式
P ( H i ∣ E 1 E 2 ⋅ ⋅ ⋅ E m ) = P ( E 1 ∣ H i ) P ( E 2 ∣ H i ) ⋅ ⋅ ⋅ P ( E m ∣ H i ) P ( H i ) ∑ j = 1 n P ( E 1 ∣ H j ) P ( E 2 ∣ H j ) ⋅ ⋅ ⋅ P ( E m ∣ H j ) P ( H j ) P(H_{i}|E_{1}E_{2}···E_{m})=\frac{P(E_{1}|H_{i})P(E_{2}|H_{i})···P(E_{m}|H_{i})P(H_{i})}{\sum_{j=1}^{n } P(E_{1}|H_{j})P(E_{2}|H_{j})···P(E_{m}|H_{j})P(H_{j})} P(Hi∣E1E2⋅⋅⋅Em)=∑j=1nP(E1∣Hj)P(E2∣Hj)⋅⋅⋅P(Em∣Hj)P(Hj)P(E1∣Hi)P(E2∣Hi)⋅⋅⋅P(Em∣Hi)P(Hi)得 P ( H 1 ∣ E 1 E 2 ) = P ( E 1 ∣ H 1 ) P ( E 2 ∣ H 1 ) P ( H 1 ) P ( E 1 ∣ H 1 ) P ( E 2 ∣ H 1 ) P ( H 1 ) + P ( E 1 ∣ H 2 ) P ( E 2 ∣ H 2 ) P ( H 2 ) + P ( E 1 ∣ H 3 ) P ( E 2 ∣ H 3 ) P ( H 3 ) = 0.45 \begin{aligned}P(H_{1}|E_{1}E_{2})&=\frac{P(E_{1}|H_{1})P(E_{2}|H_{1})P(H_{1})}{ P(E_{1}|H_{1})P(E_{2}|H_{1})P(H_{1}) + P(E_{1}|H_{2})P(E_{2}|H_{2})P(H_{2})+ P(E_{1}|H_{3})P(E_{2}|H_{3})P(H_{3})}\\ &=0.45\end{aligned} P(H1∣E1E2)=P(E1∣H1)P(E2∣H1)P(H1)+P(E1∣H2)P(E2∣H2)P(H2)+P(E1∣H3)P(E2∣H3)P(H3)P(E1∣H1)P(E2∣H1)P(H1)=0.45
P ( H 2 ∣ E 1 E 2 ) = 0.52 , P ( H 2 ∣ E 1 E 2 ) = 0.03 P(H_{2}|E_{1}E_{2}) = 0.52,P(H_{2}|E_{1}E_{2})=0.03 P(H2∣E1E2)=0.52,P(H2∣E1E2)=0.03
计算结果表明
:由于证据
E
1
E_{1}
E1 和
E
2
E_{2}
E2 的出现,使
H
1
H_{1}
H1 和
H
2
H_{2}
H2 成立的有不同程度的增加,而
H
3
H_{3}
H3 成立的可能性下降了。