Stochastic Processes · 免费预览
概率、独立性与条件概率
概率通过三条公理为事件赋予数值,由此可导出补集法则、容斥原理、条件化与独立性,它们是本课程中每个模型的基本术语。
1. Sample spaces and events
Sample spaces and events
2. Adding probabilities the right way
Adding probabilities the right way
3. Conditioning shrinks the sample space
Conditioning shrinks the sample space
4. Independence and its traps
Independence and its traps
5. Computing with the complement
Roll two dice. Use the complement rule to find the probability that at least one die shows a 4, and identify the complement event.
6. The two-stage urn
An urn holds six blue and four red balls. Two balls are drawn without replacement. What is the probability both are blue, and which computation produces it?
7. Partitioning a two-stage experiment
Roll a four-sided die, then flip that number of coins. Using the partition formula with the four possible rolls, the probability of exactly one heads works out to which value?
8. Checking independence numerically
Let A be the event the first die shows 4 when two dice are rolled. Which of these events is independent of A?
9. Pairwise is not enough
Three coins are flipped. Let A be the first two match, B the last two match, and C the first and last match. Which statement about A, B and C is true?
10. Reading a conditional probability
From the urn with six blue and four red balls, the first drawn ball is blue. What is the probability the second draw is also blue, and why?
11. Neither die shows a four
Roll two dice. Compute the probability that neither die shows a 4, that is the complement of seeing at least one 4, and write the exact fraction.
12. The second draw given the first
From the urn with six blue and four red balls, given that the first ball drawn is blue, compute the conditional probability that the second ball drawn is blue, and write the exact fraction.
13. All three coins match
Three fair coins are flipped. Compute the probability that the first two match and the last two match and the first and last match, the triple intersection of the lesson's three events, and write the answer.