Probability theory and mathematical statistics study notes (Zhejiang University - Fourth Edition)

The first chapter the basic concepts of probability theory

1. The common concept

class name definition
Two phenomena OK phenomenon Under certain conditions inevitable , called to determine the phenomenon
Random phenomenon Individual test results are presented in the uncertainty, and a large number of repeat test its results but also has statistical regularity phenomenon, called a random phenomenon
  Randomized trial  
  Sample space  
Sample points  
Ten events Random events Suppose the test sample space E is S, E S of the sample space subset , referred to as random events E
The basic events Of a sample point one-point set consisting of basic event called
Inevitable event Example: A = [1,2,3], B = [1,2,3,4], it is inevitable A∈B
Unlikely event Example: A = [4,5,6], B = [1,2,3,4], it is impossible A∈B
Equal event A∈B
And events A∪B, event A occurs, or at least one of B
Product event A∩B, events A, B occur simultaneously
The difference incident A-B
Mutually exclusive events A∩B = ∅, events A, B content or mutually exclusive
Inverse time, the opposite event A∪B = S and A∩B = ∅, events A, B must be a occurs, and only one occurrence
De Morgan law

2. Classical Probability Model

3. Conditional Probability

name official Explanation
Multiplication formula P(AB)=P(B|A)P(A)

P (AB) represents the probability of simultaneous events AB

P (B | A) represents the probability of event B under the conditions of occurrence of an event A occurs

P (A) represents the probability of event A occurs

  Test sample space E is S, A is the event E, B . 1 , B 2 ... B n- a division of S, and P (B I )> 0, where i = 1,2 ... n, j = 1,2 ... n
Full probability formula P(A)=P(A|B1)P(B1)+P(A|B2)P(B2)+...+P(A|B2)P(B2
Bayesian formula


2. randomized trial

2, and distributed random variables

3, multi-dimensional random variables and their distribution

4, wherein the digital random variables

5. The Law of Large Numbers and the Central Limit Theorem

6, the sample set sampling distribution

7, parameter estimation

8, hypothesis testing

9, variance and regression analysis

10, bootstrap method

11. Application of Excel Software in Mathematical Statistics

12, stochastic process and statistical description

13, Markov chain

14, stationary random process

 

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