-

/ /

- ; {}
A, A

0; {0}
n
A1 , A2 ,..., An ; Ak
k 1


- : N

N ( A), (0 N ( A) N )
N ( A)
N

/ k / n / k/n
: N ( A)
P( A)
N
N


-
N
: F - :
1.
F ,
2.
A A F Ac F,

3.
Ai , Ai F , i 1,2,... i 1 Ai F .
: P : F R :
1.
: (A F )(P( A) 0)
2.
: P() 1
-: A1, A2 ,... F , Ai Aj 0, i j P( Ai ) P( Ai )
3.
i


-
:
P0 0 ,
1.
c
2. (A F )( P ( A ) 1 P ( A)),
3. (A, B F )( A B P( A) P( B)),
4. (A F )(P( A) 1),
5. (A, B F )(P( A B) P( A) P( B) P( AB)) .


-
.


: D, D
:

m( D )
P( D)
m()

m E n


- B,
.
P(B |A)
P( AB )
: P( A) 0 , : P( B | A)
.

P( A)

: ,
, -.
n

: P( B) P( Ai ) P( B | Ai )
i 1
A

F
B F , i

n
, A , A ,..., A ; A P( A) 0
i
1
2
n
i 1


- :

:
P( Ai ) P( B | Ai )
P( Ai | B) n
, i 1,2,...,n
j 1 P( Aj ) P( B |Aj )

:
:

P( AB) P( A) P( B)


- : X
X ( ) ,
:
1.
{ : X ( ) x} F x R
2.
.
P{X } P{X } 0
R
X

w
1
W


- :

1 0
0

I A :
c
P( A ) P( A) 1 p

IA

1
,0 p P( A) 1
p

x1 , x2 ,...xn
X

p1 , p2 ,...pn
P{ X xn } pn , p1 p2 ... pn 1

10


- :

x1 , x2 ,...,xn ,...
, i 1 pi 1
X
p1 , p2 ,..., pn ,...
{ X xi } { : X ( ) xi }

11


-
.
: F : R R :

F ( x) P{ X x}, x R

X.
,

F ( x) F ( x 0)

12


- :
1. F (x) ,
2.
F () 0, F () 1 ;
3. F (x) x R .
X
,
(a,b),
x :

Px X x x
lim
f x , x (a, b).
x 0
x

13


- f x
. x R :
f ( x) 0 ,
1.

2.
f (t )dtx 1 ,
3.
F ( X ) f (t )dt .

X
:
dF ( x)

f ( x)

dx

, P{ X A} f ( x)dx, A R.
A

! .

14


- :
: T (x)
( )
X x .

1
1
T ( x)

P{ X x} 1 F ( x)

15


- -

P(x 1<X<x 2)

f(x)

f(x)

P(X>x2 )

P(X<x1 )

x1 x2

x1 x2

16

X , X: R, ,
:RR {: (X()) O y} F
yXR. Y= (X) -
: FY ( y ) P{Y y} P{ ( X ) y}
- -,
:

FY ( y) P{ X ( y)} FX ( ( y))

FX - X.
- :

FY ( y) P{ ( X ) y} 1 FX ( ( y)) P{ X ( y)}

17

,
:

dFY ( y) f X ( ( y)) ( y),

f Y ( y)

dy
f X ( ( y)) ( y),
( y )

d
dy

18


-
: (X,Y)
X Y, , F , P.
( X , Y ) : R 2 , ( X , Y )( ) ( X ( ), Y ( )),
2
{ : X ( ) x , Y ( ) y} F , ( x, y ) R
( X , Y )
( ).
:
F ( X , Y ) P{ : X ( ) x, Y ( ) y} P{X x, Y y}.
{ : a1 X ( ) a2 b1 Y ( ) b2 }.
P{a1 X a2 b1 Y b2 }
:
F (a2 , b2 ) F (a2 , b1 ) F (a1 , b2 ) F (a1 , b1 )

19


-
-
: , F , P.
1.
- ,
2.
()
,
3.
F ( , y ) F ( x, ) 0, F ( , ) 1 .
: R2
S {( xi , y j ) : xi , y j R, i, j 1,2,...} , P{( X , Y ) S} 1,
(X,Y) .

20


-

(X,Y)
(xi,yj) .

pij p ( xi , y j ) P{( X xi , Y y j )}, i, j 1,2,...

pij 1

:
pi p( xi ) P{X xi , Y } ... pij
j

p j q ( y j ) P{ X , Y y j , } ... pij

:
FX ( x) P{ X x, Y } ...

P{X x , Y yj}

i
xi x

j
21


-
: - g(x,y) :
x
y
1. F ( x, y )
g (t , s)2dtds ,
2.
,
g ( x, y ) 0, ( x, y ) R
(X,Y)
g(x,y) .
(x,y) - g(x,y) :
2 F ( x, y )
g ( x, y )
xy
:

g (t , s )dtds 1

22


-

(X,Y) :

g ( x, s)ds

g X ( x)

gY ( y )

g (t, y)dt

(X,Y) :

FX ( x )

g (t , s )dtds

FY ( y )

g (t , s )dtds
23


- : (X,Y)
p ( xi , y j ), i, j 1,2,...
X {Y y j },
P{Y y j } q( y j ) p j 0 :
p( xi | y j ) P({X xi } | {Y y j })

P({X xi } {Y y j })
P{Y y j }

p ( xi , y j )
q( y j )

Y { X xi },
P{ X xi } p( xi ) pi 0 :

p( y j | xi ) P({Y y j } | { X xi })

P({X xi } {Y y j })
P{ X xi }

p( xi , y j )
p( xi )

pij
p j

pij
pi
24

25


- : X Y
,
{: (X()) O x}
{:Y() O y} x, y R 2

: F ( x, y ) FX ( x) FY ( y ).
:

g ( x, y) g X ( x) g Y ( y).

p( xi , y j ) p ( xi ) q ( y j ), i, j..

26

27

What's the difference between a physicist, a

mathematician, and a statistician? The physicist
calculates until he gets a correct result and concludes
that he has proven a fact.
The mathematician calculates until he gets a wrong
result and concludes that he has proven the contrary
of a fact.
The statistician calculates until he gets a correct
result about an obviously wrong proposition and
concludes NOTHING, because the explanation is the
task of the scientist who consulted the statistician.

28