From 480c57b564076efabf8c74171eda07f4373ce891 Mon Sep 17 00:00:00 2001 From: Julian T Date: Sun, 6 Jun 2021 00:33:40 +0200 Subject: Add more stat/prob notes and assignments --- sem6/prob/m1/notes.tex | 95 ++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 95 insertions(+) create mode 100644 sem6/prob/m1/notes.tex (limited to 'sem6/prob/m1/notes.tex') diff --git a/sem6/prob/m1/notes.tex b/sem6/prob/m1/notes.tex new file mode 100644 index 0000000..1de1481 --- /dev/null +++ b/sem6/prob/m1/notes.tex @@ -0,0 +1,95 @@ +\title{Eksamnens Noter} + + +The universal set or sample space is the set everything, and is denoted $S$. +Therefore the probability of hitting $S$ is $P(S) = 1$. + +This is the first of 3 axioms repeated below. + +\begin{enumerate} + \item For any event $A$, $P(A) \geq 0$. + \item The probability of hitting sample space is always 1, $P(S) = 1$. + \item If events $A_1, A_2, ...$ are \textbf{disjoint} event, then + \begin{equation} + P(A_1 \cup A_2 ...) = P(A_1) + P(A_2)\,. + \end{equation} +\end{enumerate} + +The last axiom requires that the events $A_n$ are disjoint. +If they aren't one should subtract the part they have in common. +This is called the \emph{Inclusion-Exclusion Principle}. + +\begin{principle} + The \emph{Inclusion-Exclusion Principle} is defined as + \begin{equation} + P(A \cup B) = P(A) + P(B) - P(A \cap B)\,. + \end{equation} + Definition with 3 events can be found in the in the book. +\end{principle} + +\section{Counting} + +The probability of a event $A$ can be found by +\begin{equation} + P(A) = \frac {|A|} {|S|}\,. +\end{equation} +It is therefore required to count how many elements are in $S$ and $A$. +The most simple method is the \emph{multiplication principle}. + +\begin{principle}[Multiplication principle] + Let there be $r$ random experiments, where the $k$'th experiment has $n_k$ outcomes. + Then there are + \begin{equation} + n_1 \cdot n_2 \cdot ... \cdot n_r + \end{equation} + possible outcomes over all $r$ experiments. +\end{principle} + +Possible outcomes when choosing $k$ objects from a basket with $n$ objects. +\begin{itemize} + \item Sampling with Replacement and with Ordering + \[ + n^k + \] + \item Sampling without Replacement and with Ordering + \[ + n(n - 1) \dots (n - k - 1) + \] + \item Sampling without Replacement and without Ordering + \[ + \frac{n(n-1) \dots (n - k - 1)}{k!} = \frac {n!} {(n- k)! k!} = \binom n k + \] + \item Sampling with Replacement and without Ordering + \[ + \binom {n - 1 - k} k + \] +\end{itemize} + +\section{Independence of Events} + +Describes whether the outcome of event $B$, changes the changes of event $A$ occuring. +If this is false, it can be said that $P(A|B) = P(A)$. + +\begin{definition}[Independence] + Two events are independent if + \[ + P(A \cap B) = P(A) P(B) + \] +\end{definition} + +\section{Mixed Definitions} + +\begin{definition}[Conditional Probability] + The probability that $A$ occurs given that $B$ occurs: + \[ + P(A|B) = \frac {P(A \cap B)} {P(B)}\,,\:P(B) > 0 + \] +\end{definition} + +\begin{definition}[Baye's Rule] + For any two events $A$ and $B$, where $P(A) \neq 0$, we have that + \[ + P(B|A) = \frac {P(A|B) P(B)} {P(A)}\,. + \] +\end{definition} + -- cgit v1.2.3