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Review
概率
离散型随机变量及分布
Na b Na b / N P (AB )
P (B |A ) = —— = ———— = ————
Na Na / N P (A )
乘法公式 如果P (A ) >0,则有
P (AB ) = P (A ) P (B |A )
一般的乘法公式
设A 1 ,A2 ,…,An 是任意的n 个随机事件,并
且P ( A 1 A2 … An ) >0 ,则有:
P ( A 1 A2 … An )
= P (A 1 ) ×P (A2 |A 1 ) ×P (A3 |A 1 A2 ) ×…
×P (A |A A …A ) ×P (A |A A … A )
n -1 1 2 n -2 n 1 2 n -1
全概率公式
P (A ) = ∑ n P (B ) P (A| B )
i = 1 i i
贝叶斯公式
P (B ) P (A |B )
i i
P (Bi |A ) = ———————————
∑ n P (B ) P (A |B )
j = 1 j j
• Example 1:Two airlines, Southwest Airlines and United Airlines,
serve a small town in California. South- west Airlines has 60% of all
the scheduled flights and United Airlines has the remaining 40%.
The on-time rates are 90% and 80%, respectively. Let A ={A flight is
a South-west}, Ac ={A flight is a United}, and B = {On time
departure}, and Bc = {Not on time departure}.
(a) Find the joint probabilities P(A and B);P(A and Bc);P(Ac and
B);P(Ac and Bc):
(b) Find the marginal probabilities P(A);P(B):
(c) Find the conditional probabilities P(B|A);
(d) Explain whether the events A and B are independent.
(e) Explain whether the events A and B are mutually exclusive.
(f) Find P(A or B):
(g) A plane has just left on time. What is the probability that it was a
Southwest?
• Example 2: 有两箱零件,第一箱装50件,其
中20件一等品。第二箱装30件,其中18件
是一等品。现从两箱中随意挑出一箱,然
而从该箱中先后任取两个零件,试求:
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