概率论知识点总复习

于 2024-10-06 22:29:29 发布
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分类专栏： 大数据 文章标签： 概率论
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第一章 随机事件与概率

一、 五大公式

（1）加法

     P 
    
   
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     − 
    
   
     P 
    
   
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    P(A + B) = P(A) + P(B) - P(AB) 
   
  
</span><span class="katex-html"><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mspace" style="margin-right: 0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right: 0.2222em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right: 0.2222em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right: 0.2222em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span></span></span></span></span><br> <span class="katex--inline"><span class="katex"><span class="katex-mathml"> 
 
  
   
   
     P 
    
   
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     + 
    
   
     C 
    
   
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     = 
    
   
     P 
    
   
     ( 
    
   
     A 
    
   
     ) 
    
   
     + 
    
   
     P 
    
   
     ( 
    
   
     B 
    
   
     ) 
    
   
     + 
    
   
     P 
    
   
     ( 
    
   
     C 
    
   
     ) 
    
   
     − 
    
   
     P 
    
   
     ( 
    
   
     A 
    
   
     B 
    
   
     ) 
    
   
     − 
    
   
     P 
    
   
     ( 
    
   
     A 
    
   
     C 
    
   
     ) 
    
   
     − 
    
   
     P 
    
   
     ( 
    
   
     B 
    
   
     C 
    
   
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     + 
    
   
     P 
    
   
     ( 
    
   
     A 
    
   
     B 
    
   
     C 
    
   
     ) 
    
   
  
    P(A + B + C) = P(A) + P(B) + P(C) - P(AB) - P(AC) - P(BC) + P(ABC) 
   
  
</span><span class="katex-html"><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mspace" style="margin-right: 0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right: 0.2222em;"></span></span><span class="base"><span class="strut" style="height: 0.7667em; vertical-align: -0.0833em;"></span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mspace" style="margin-right: 0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right: 0.2222em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.0715em;">C</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right: 0.2222em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right: 0.2222em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0715em;">C</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right: 0.2222em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right: 0.2222em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mord mathnormal" style="margin-right: 0.0715em;">C</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right: 0.2222em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0715em;">BC</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right: 0.2222em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mord mathnormal" style="margin-right: 0.0715em;">BC</span><span class="mclose">)</span></span></span></span></span></p>

（2）减法

     P 
    
   
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     − 
    
   
     B 
    
   
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     = 
    
   
     P 
    
   
     ( 
    
   
     A 
    
    
    
      B 
     
    
      ˉ 
     
    
   
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     P 
    
   
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     A 
    
   
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    P(A - B) = P(A \bar B) = P(A) - P(AB) 
   
  
</span><span class="katex-html"><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mspace" style="margin-right: 0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right: 0.2222em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1.0701em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height: 0.8201em;"><span class="" style="top: -3em;"><span class="pstrut" style="height: 3em;"></span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span></span><span class="" style="top: -3.2523em;"><span class="pstrut" style="height: 3em;"></span><span class="accent-body" style="left: -0.1667em;"><span class="mord">ˉ</span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right: 0.2222em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span></span></span></span></span></p>

（3）乘法

     P 
    
   
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     P 
    
   
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    P(AB) = P(B|A)P(A) = P(A|B)P(B) 
   
  
</span><span class="katex-html"><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mord">∣</span><span class="mord mathnormal">A</span><span class="mclose">)</span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mord">∣</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span></span></span></span></span></p>

（4）全概公式（重点）

      A 
     
    
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    A_1...A_n 
   
  
</span><span class="katex-html"><span class="base"><span class="strut" style="height: 0.8333em; vertical-align: -0.15em;"></span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 0.3011em;"><span class="" style="top: -2.55em; margin-left: 0em; margin-right: 0.05em;"><span class="pstrut" style="height: 2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.15em;"><span class=""></span></span></span></span></span></span><span class="mord">...</span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 0.1514em;"><span class="" style="top: -2.55em; margin-left: 0em; margin-right: 0.05em;"><span class="pstrut" style="height: 2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.15em;"><span class=""></span></span></span></span></span></span></span></span></span></span>构成一个完全事件组，<br> <span class="katex--inline"><span class="katex"><span class="katex-mathml"> 
 
  
   
   
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      ∑ 
     
     
     
       i 
      
     
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     P 
    
   
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    P(B)=\sum_{i = 1}^n P(B | A_i)P(A_i) 
   
  
</span><span class="katex-html"><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1.104em; vertical-align: -0.2997em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position: relative; top: 0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 0.8043em;"><span class="" style="top: -2.4003em; margin-left: 0em; margin-right: 0.05em;"><span class="pstrut" style="height: 2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span class="" style="top: -3.2029em; margin-right: 0.05em;"><span class="pstrut" style="height: 2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.2997em;"><span class=""></span></span></span></span></span></span><span class="mspace" style="margin-right: 0.1667em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mord">∣</span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 0.3117em;"><span class="" style="top: -2.55em; margin-left: 0em; margin-right: 0.05em;"><span class="pstrut" style="height: 2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.15em;"><span class=""></span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 0.3117em;"><span class="" style="top: -2.55em; margin-left: 0em; margin-right: 0.05em;"><span class="pstrut" style="height: 2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.15em;"><span class=""></span></span></span></span></span></span><span class="mclose">)</span></span></span></span></span></p>

举例来说
当考虑实际生活中的例子时，我们可以思考一个关于天气和交通状况的情景。
假设你每天通勤上班，而天气状况和交通状况是你的两个关注因素。我们定义两个事件：
事件 B₁：天气晴朗。
事件 B₂：天气多云。
另外，我们定义事件 A 为你准时到达办公室。我们想要计算事件 A 的概率。
已知以下信息：
P(B₁) = 0.6：天气晴朗的概率为 0.6。
P(B₂) = 0.4：天气多云的概率为 0.4。
P(A | B₁) = 0.9：在天气晴朗的条件下，你准时到达办公室的概率为 0.9。
P(A | B₂) = 0.7：在天气多云的条件下，你准时到达办公室的概率为 0.7。
现在，我们可以使用全概公式来计算事件 A（准时到达办公室）的概率：
P(A) = P(A | B₁) * P(B₁) + P(A | B₂) * P(B₂)
代入已知值：
P(A) = 0.9 * 0.6 + 0.7 * 0.4
= 0.54 + 0.28
= 0.82
因此，根据给定的条件，你准时到达办公室的概率为 0.82，或者说约为 82%。

（5）贝叶斯公式
相当于一个反向过程，当一个复杂问题B已经搞清楚的前提下，看受原来 

      A 
     
    
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    A_i 
   
  
</span><span class="katex-html"><span class="base"><span class="strut" style="height: 0.8333em; vertical-align: -0.15em;"></span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 0.3117em;"><span class="" style="top: -2.55em; margin-left: 0em; margin-right: 0.05em;"><span class="pstrut" style="height: 2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.15em;"><span class=""></span></span></span></span></span></span></span></span></span></span>影响的概率<br> <span class="katex--inline"><span class="katex"><span class="katex-mathml"> 
 
  
   
   
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        ∑ 
       
       
       
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         1 
        
       
      
        n 
       
      
     
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       ) 
      
     
    
   
  
    P(A_i | B) = \frac{P(A_i B)}{P(B)} = \frac{P(B | A_i)P(A_i)}{\sum_{i = 1}^n P(B | A_i)P(A_i)} 
   
  
</span><span class="katex-html"><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 0.3117em;"><span class="" style="top: -2.55em; margin-left: 0em; margin-right: 0.05em;"><span class="pstrut" style="height: 2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.15em;"><span class=""></span></span></span></span></span></span><span class="mord">∣</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1.53em; vertical-align: -0.52em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 1.01em;"><span class="" style="top: -2.655em;"><span class="pstrut" style="height: 3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right: 0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right: 0.0502em;">B</span><span class="mclose mtight">)</span></span></span></span><span class="" style="top: -3.23em;"><span class="pstrut" style="height: 3em;"></span><span class="frac-line" style="border-bottom-width: 0.04em;"></span></span><span class="" style="top: -3.485em;"><span class="pstrut" style="height: 3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right: 0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mtight"><span class="mord mathnormal mtight">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 0.3281em;"><span class="" style="top: -2.357em; margin-left: 0em; margin-right: 0.0714em;"><span class="pstrut" style="height: 2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.143em;"><span class=""></span></span></span></span></span></span><span class="mord mathnormal mtight" style="margin-right: 0.0502em;">B</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.52em;"><span class=""></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1.58em; vertical-align: -0.57em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 1.01em;"><span class="" style="top: -2.655em;"><span class="pstrut" style="height: 3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mop mtight"><span class="mop op-symbol small-op mtight" style="position: relative; top: 0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 0.7047em;"><span class="" style="top: -2.1786em; margin-left: 0em; margin-right: 0.0714em;"><span class="pstrut" style="height: 2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span class="" style="top: -2.8971em; margin-right: 0.0714em;"><span class="pstrut" style="height: 2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.3214em;"><span class=""></span></span></span></span></span></span><span class="mspace mtight" style="margin-right: 0.1952em;"></span><span class="mord mathnormal mtight" style="margin-right: 0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right: 0.0502em;">B</span><span class="mord mtight">∣</span><span class="mord mtight"><span class="mord mathnormal mtight">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 0.3281em;"><span class="" style="top: -2.357em; margin-left: 0em; margin-right: 0.0714em;"><span class="pstrut" style="height: 2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.143em;"><span class=""></span></span></span></span></span></span><span class="mclose mtight">)</span><span class="mord mathnormal mtight" style="margin-right: 0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mtight"><span class="mord mathnormal mtight">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 0.3281em;"><span class="" style="top: -2.357em; margin-left: 0em; margin-right: 0.0714em;"><span class="pstrut" style="height: 2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.143em;"><span class=""></span></span></span></span></span></span><span class="mclose mtight">)</span></span></span></span><span class="" style="top: -3.23em;"><span class="pstrut" style="height: 3em;"></span><span class="frac-line" style="border-bottom-width: 0.04em;"></span></span><span class="" style="top: -3.485em;"><span class="pstrut" style="height: 3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right: 0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right: 0.0502em;">B</span><span class="mord mtight">∣</span><span class="mord mtight"><span class="mord mathnormal mtight">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 0.3281em;"><span class="" style="top: -2.357em; margin-left: 0em; margin-right: 0.0714em;"><span class="pstrut" style="height: 2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.143em;"><span class=""></span></span></span></span></span></span><span class="mclose mtight">)</span><span class="mord mathnormal mtight" style="margin-right: 0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mtight"><span class="mord mathnormal mtight">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 0.3281em;"><span class="" style="top: -2.357em; margin-left: 0em; margin-right: 0.0714em;"><span class="pstrut" style="height: 2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.143em;"><span class=""></span></span></span></span></span></span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.57em;"><span class=""></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></p>

贝叶斯如何理解，详见什么是贝叶斯公式？

二、三大概型

1. 古典概型
2. 几何概型
3. 伯努利概型

（通常指n次独立重复试验）

     P 
    
   
     ( 
    
    
    
      A 
     
    
      k 
     
    
   
     ) 
    
   
     = 
    
    
    
      C 
     
    
      n 
     
    
      k 
     
    
    
    
      p 
     
    
      k 
     
    
   
     ( 
    
   
     1 
    
   
     − 
    
   
     p 
    
    
    
      ) 
     
     
     
       n 
      
     
       − 
      
     
       K 
      
     
    
   
     ( 
    
   
     k 
    
   
     = 
    
   
     0 
    
   
     , 
    
   
     1 
    
   
     , 
    
   
     2 
    
   
     , 
    
   
     . 
    
   
     . 
    
   
     . 
    
   
     , 
    
   
     n 
    
   
     ) 
    
   
  
    P(A_k) = C_{n}^k p^k (1-p)^{n-K} (k = 0, 1, 2,...,n) 
   
  
</span><span class="katex-html"><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 0.3361em;"><span class="" style="top: -2.55em; margin-left: 0em; margin-right: 0.05em;"><span class="pstrut" style="height: 2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right: 0.0315em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.15em;"><span class=""></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1.0991em; vertical-align: -0.25em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right: 0.0715em;">C</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 0.8491em;"><span class="" style="top: -2.453em; margin-left: -0.0715em; margin-right: 0.05em;"><span class="pstrut" style="height: 2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span></span></span></span><span class="" style="top: -3.063em; margin-right: 0.05em;"><span class="pstrut" style="height: 2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right: 0.0315em;">k</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.247em;"><span class=""></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">p</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height: 0.8491em;"><span class="" style="top: -3.063em; margin-right: 0.05em;"><span class="pstrut" style="height: 2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right: 0.0315em;">k</span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right: 0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right: 0.2222em;"></span></span><span class="base"><span class="strut" style="height: 1.0913em; vertical-align: -0.25em;"></span><span class="mord mathnormal">p</span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height: 0.8413em;"><span class="" style="top: -3.063em; margin-right: 0.05em;"><span class="pstrut" style="height: 2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">−</span><span class="mord mathnormal mtight" style="margin-right: 0.0715em;">K</span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0315em;">k</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right: 0.1667em;"></span><span class="mord">1</span><span class="mpunct">,</span><span class="mspace" style="margin-right: 0.1667em;"></span><span class="mord">2</span><span class="mpunct">,</span><span class="mspace" style="margin-right: 0.1667em;"></span><span class="mord">...</span><span class="mpunct">,</span><span class="mspace" style="margin-right: 0.1667em;"></span><span class="mord mathnormal">n</span><span class="mclose">)</span></span></span></span></span>（对应二项概率公式）</p>

主要确定n和p

三、条件概率与实践的独立性

  1.       P 
     
    
      ( 
     
    
      A 
     
    
      ) 
     
    
      &gt; 
     
    
      0 
     
    
      , 
     
    
      P 
     
    
      ( 
     
    
      B 
     
    
      ∣ 
     
    
      A 
     
    
      ) 
     
    
      = 
     
     
      
      
        P 
       
      
        ( 
       
      
        A 
       
      
        B 
       
      
        ) 
       
      
      
      
        P 
       
      
        ( 
       
      
        A 
       
      
        ) 
       
      
     
    
   
     P(A) &gt; 0, P(B | A)=\frac{P(AB)}{P(A)} 
    
   
 </span><span class="katex-html"><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">&gt;</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right: 0.1667em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mord">∣</span><span class="mord mathnormal">A</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1.53em; vertical-align: -0.52em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height: 1.01em;"><span class="" style="top: -2.655em;"><span class="pstrut" style="height: 3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right: 0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight">A</span><span class="mclose mtight">)</span></span></span></span><span class="" style="top: -3.23em;"><span class="pstrut" style="height: 3em;"></span><span class="frac-line" style="border-bottom-width: 0.04em;"></span></span><span class="" style="top: -3.485em;"><span class="pstrut" style="height: 3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right: 0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight">A</span><span class="mord mathnormal mtight" style="margin-right: 0.0502em;">B</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height: 0.52em;"><span class=""></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span></li><li>独立性<br> ① 若<span class="katex--inline"><span class="katex"><span class="katex-mathml"> 
  
   
    
    
      P 
     
    
      ( 
     
    
      A 
     
    
      B 
     
    
      ) 
     
    
      = 
     
    
      P 
     
    
      ( 
     
    
      A 
     
    
      ) 
     
    
      P 
     
    
      ( 
     
    
      B 
     
    
      ) 
     
    
   
     P(AB) = P(A)P(B) 
    
   
 </span><span class="katex-html"><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mclose">)</span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span></span></span></span></span>，则称A，B相互独立<br> ② 性质：如果相互独立，A拔或B拔都对这个公式无影响<br> ③ 等价说法：（即A发不发生跟B没关系）<br> <span class="katex--inline"><span class="katex"><span class="katex-mathml"> 
  
   
    
    
      P 
     
    
      ( 
     
    
      B 
     
    
      ∣ 
     
    
      A 
     
    
      ) 
     
    
      = 
     
    
      P 
     
    
      ( 
     
    
      B 
     
    
      ) 
     
    
   
     P(B|A)=P(B) 
    
   
 </span><span class="katex-html"><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mord">∣</span><span class="mord mathnormal">A</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span></span></span></span></span><br> <span class="katex--inline"><span class="katex"><span class="katex-mathml"> 
  
   
    
    
      ⇔ 
     
    
      P 
     
    
      ( 
     
    
      B 
     
    
      ∣ 
     
     
     
       A 
      
     
       ˉ 
      
     
    
      ) 
     
    
      = 
     
    
      P 
     
    
      ( 
     
    
      B 
     
    
      ) 
     
    
   
     \Leftrightarrow P(B|\bar{A})=P(B) 
    
   
 </span><span class="katex-html"><span class="base"><span class="strut" style="height: 0.3669em;"></span><span class="mrel">⇔</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1.0701em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mord">∣</span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height: 0.8201em;"><span class="" style="top: -3em;"><span class="pstrut" style="height: 3em;"></span><span class="mord mathnormal">A</span></span><span class="" style="top: -3.2523em;"><span class="pstrut" style="height: 3em;"></span><span class="accent-body" style="left: -0.1111em;"><span class="mord">ˉ</span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span></span></span></span></span><br> <span class="katex--inline"><span class="katex"><span class="katex-mathml"> 
  
   
    
    
      ⇔ 
     
    
      P 
     
    
      ( 
     
    
      B 
     
    
      ∣ 
     
    
      A 
     
    
      ) 
     
    
      = 
     
    
      P 
     
    
      ( 
     
    
      B 
     
    
      ∣ 
     
     
     
       A 
      
     
       ˉ 
      
     
    
      ) 
     
    
   
     \Leftrightarrow P(B|A)=P(B|\bar{A}) 
    
   
 </span><span class="katex-html"><span class="base"><span class="strut" style="height: 0.3669em;"></span><span class="mrel">⇔</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mord">∣</span><span class="mord mathnormal">A</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1.0701em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mord">∣</span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height: 0.8201em;"><span class="" style="top: -3em;"><span class="pstrut" style="height: 3em;"></span><span class="mord mathnormal">A</span></span><span class="" style="top: -3.2523em;"><span class="pstrut" style="height: 3em;"></span><span class="accent-body" style="left: -0.1111em;"><span class="mord">ˉ</span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span></span><br> <span class="katex--inline"><span class="katex"><span class="katex-mathml"> 
  
   
    
    
      ⇔ 
     
    
      P 
     
    
      ( 
     
    
      A 
     
    
      B 
     
    
      ) 
     
    
      = 
     
    
      P 
     
    
      ( 
     
    
      A 
     
    
      ) 
     
    
      P 
     
    
      ( 
     
    
      B 
     
    
      ) 
     
    
   
     \Leftrightarrow P(AB) = P(A)P(B) 
    
   
 </span><span class="katex-html"><span class="base"><span class="strut" style="height: 0.3669em;"></span><span class="mrel">⇔</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span><span class="mspace" style="margin-right: 0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right: 0.2778em;"></span></span><span class="base"><span class="strut" style="height: 1em; vertical-align: -0.25em;"></span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal">A</span><span class="mclose">)</span><span class="mord mathnormal" style="margin-right: 0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right: 0.0502em;">B</span><span class="mclose">)</span></span></span></span></span><br> ④ （推广）三个事件独立性<br> a. 两两独立<br> b. 相互独立<br> 关系：相互独立一定两两独立；但两两独立不一定相互独立</li></ol>

（未完待续）






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概率论知识点总复习

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（10）MATLAB莱斯（Rician）衰落信道仿真1
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