1

1.1
,
,
,
. ,
, ,

.
, (deterministic) (random).
o, , ,
. :
00
( ).

(
,
) ..
(-) , ,
.
.

 1.1.1
(sample space)
, ( )
.
, - .
1.1.2
(1) :
= {, } = {,}
(2) () , 36 :
1.1.3

10

20
1
2
3
4
5
6

1
1-1
2-1
3-1
4-1
5-1
6-1

2
1-2
2-2
3-2
4-2
5-2
6-2

3
1-3
2-3
3-3
4-3
5-3
6-3

4
1-4
2-4
3-4
4-4
5-4
6-4

5
1-5
2-5
3-5
4-5
5-5
6-5

6
1-6
2-6
3-6
4-6
5-6
6-6

(3) , ,
:
= {2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12}
1.1.4 . ( )
. .
(4)

, :
= {0,1, 2, 3 , k }

k
.

(5)

= [ a, b]
[a, b] , a, b
, .
1,2,3,4,
5 .

(
),
()
,

.
1.1.5 :
= {a1 ,a 2 ,

an }

j ,
, 0 1, p j , j = 1,2

, n (

j = 1,2
n

p
j =1

,n
= 1)

{ j }, j = 1,2 , n , :
P ({a j }) = p j

j = 1,2,

,n

{ j }
(probability of the simple event { j } ).
, , (event),

A = ai1 ,a i2 ,

a ik

( ) :
P ( A) = pi1 + pi2 +

+ p ik

1.1.6 (i) , ,
( -a )


. (
) .
(ii)
.
(1)

P() = 1 ( )

(2)

0 P( A) 1

(3)

, = ( , ) :
P ( ) = P ( ) + P ()

,
,
.

1.1.7 ( )
n ,
.
, f ( A)
n ( ). :

fA =

f ( A)
n

.
n ,
( ) .
:
(1) f A 0
(2) f = 1
(3) = f A = f A + f

(1.1.5) (1.1.7) (.. ).
.

 1.1.8 ( Kolmogorov)

:
P : [0, 1]
(-) ,
1.1.6 (),
(3) , :
{Ai }iN Ai A j = , i j :

i =1

i =1

P ( Ai ) = P( Ai )

(1.1.9)

.
,

(
) , :
= {a1 ,a 2 ,

an }

:
P ({a j }) =

1
1
=
n # ()

j = 1,2,

,n

(1.1.10)

#() ( ).
1.1.11 :

= {, }
(=, =)
P ({ }) = P({}) =
, :

A = ai1 ,a i2 ,
:
P ( ) =

a ik

k # ( )
=
n # ()

1
2

}
(1.1.12)

 1.1.13 :
, ={1,2,3,4,5,6} ={2,4,6} :

P ( ) =

3 1
=
6 2

.
(i)

P ( ' ) = 1 P ( )
A' , .

(ii)

P ( ) = P ( ) + P ( ) P ( )
,, :
P ( ) = P ( ) + P ( ) + P ( ) P ( ) P ( )
P ( ) + P ( )

, :
1.1.14 (Poincare).
n A1 , A2 , , An :
P ( A1 A2

An ) = P( Ai )
i =1

P( A A

1i < j < k n

P( A A ) +

1i < j n

Ak )

+ (1) n 1 P( A1 A2

An )

n.
1.1.14 O

P ( ) = P ( ) + P ( )
( )
, .
(iii) :
() P ( ) P()
() P ( ) = P() P( ) : B A = {x B, x A}
(iv) P ( ' ) = P( ) P( )

1.2
. :
1.2.1 , , ,
() .
.. ,
.

, ,
:
1.2.2 , ()
:

P ( ) = P ( ) P ()

(1.2.3)

.
.. ,,
:
P ( ) = P ( ) P ( ) , P ( ) = P ( ) P ( ) , P ( ) = P ( ) P ( )

P ( ) = P ( ) P ( ) P ( )

1.2.4 () . , , , .

()
.
, ( ),
( ) ( ). :
, ( ) = P ( ) = 0

 , :
P ( ) = P ( ) P ( ) = 0 P ( ) = 0

P ( ) = 0 = =

, .

1.3
, .
, ,

. , :
P ( / )
:
1.3.1 (conditional probability) :

P ( / ) =

P ( )
P ( )

,
P ( ) > 0 .
1.3.2 . :

P ( / ) = P ( )

(1.3.3)

, . :
P ( ) = P ( / ) =

P ( )
P ( ) = P ( ) P ( )
P ( )

, .

 , ,
P () = P ( / )
( P ( ) = P( / ) ). : ,
P ( ) = P ( ) P ( ) P ( / ) =

P ( ) P ( ) P ( )
= P ( )
=
P ( )
P ( )

:
1.3.4 , ()
:

P () = P ( / )
( P ( ) = P( / ) ).
, :

1.3.5 () , :

P ( ) = P ( / ) P ( )
( P ( ) = P( / ) P( B) ).
:

P ( / ) =

P ( )
P ( ) = P ( / ) P ( )
P ( )

.
.

1.3.6 , , ,
P () > 0 :

P ( / ) =

P ( / ) P ( )
P ( )

(1.3.7)

P ( / ) =

P ( ) P ( / ) P ( )
=
P ( )
P ()

 ,
:
1, 2, ..., n, , :
()

= 1 2 n

()

i j = ,

i j ,

i, j = 1,2,, n

( () () )
:
1.3.8 ( ) 1, 2, ..., n,
, 1, 2, ..., n , :
n

k =1

k =1

P () = P( k ) = P( | k ) P( k )
n

k =1

k =1

(1.3.9)

: = = ( Ak ) = ( Ak ) -

Ak , k = 1, 2,

,n

( -

1, 2, ..., n ), :
n

k =1

k =1

k =1

P () = P( ( Ak )) = P( Ak ) = P( | Ak ) P( Ak )

1.3.10 (Bayes) 1, 2, ..., n, , 1, 2, ..., n , :

P ( j / ) =

P ( j )
P ( )

P ( / j ) P ( j )
P ( / 1 ) P ( 1 ) + P ( / 2 ) P ( 2 ) + + P ( / n ) P ( n )

10

1.4
1.4.1

. ;
:
() 4.
()
() 4
() .

1
1-1
2-1
3-1
4-1
5-1
6-1

1
2
3
4
5
6

2
1-2
2-2
3-2
4-2
5-2
6-2

2
3
4
1-3
1-4
2-3
2-4
3-3
3-4
4-3
4-4
5-3
5-4
6-3
6-4

5
1-5
2-5
3-5
4-5
5-5
6-5

6
1-6
2-6
3-6
4-6
5-6
6-6

36 :

:
= 4 ,
=
= 4
=
: = {1 - 3, 2 - 2 , 3 - 1, 2 - 6 , 3 - 5, 4 - 4, 5 - 3, 6 - 2, 6 - 6}

( #()=9)

#() = .
= {2 - 2, 2 - 4 , 2 - 6 , 4 - 2 , 4 - 4, 4 - 6, 6 - 2, 6 - 4, 6 - 6}

( #()=9)

= {1 - 5, 2 - 6, 5 - 1, 6 - 2}

( #()=4)

= {1 - 2, 2 - 1 , 2 - 3 , 3 - 2 , 3 - 4, 4 - 3, 4 - 5, 5 - 4, 5 - 6, 6 - 5}

( #()=10)

: P(A) =
1.4.2

9
,
36

P(B) =

9
,
36

P() =

4
,
36

P() =

10
.
36

1,2,3,4,,50.
6 8;

= {1,2,3,4,...,50}

11

#() = 50 :
= 6 8 =
= {6,8,12,16,18,24,30,32,36,40,42,48}
:

1.4.3

P(A)=

#()=12

12
.
50

1 , 25% ,
15% 10% . :
()
;
() ,
;
() ,
;
() , ;

=
=
:
()

( ) = ( ) + ( ) ( ) = 0,25 + 0,15 0,10 = 0,3

()

( ' ) = ( ) ( ) = 0,25 0,10 = 0,15

()

(|) =

0,1 2
( )
=
=
()
0,15 3

()

(|) =

0,1 2
( )
=
=
()
0,25 5

1.4.4

3 .
.
;
= 3 ,
2 = 2
3 (2) = 1

12

1
: +2+3 (2) = 1 9 = 1 = .
9

1.4.5

P()=0,6 , P()=0,5 P( )=0,3

() :
(ii) P( ' )
(i) P( B)
(iv) P( ' ')

P( ' B)

(v)

(iii) P( ' ')

(vi) P(A|B)

() , ; ;

() :

(i)

P(A B) = P(A)+P(B)P(A B) = 0,6+0,50,3 = 0,8

(ii)

P( ' ) = 1 P(A) = 10,6 = 0,4

(iii) :
( '' ) = ( )'
( de Morgan)
( '' ) = ( )'
P( ' ') = P( (A B )' ) = 1 P(A B) = 10,3 = 0,7
(iv) P( ' ') = P( (A B )' ) = 1 P(A B) = 10,8 = 0,2
(v)

P( ' B)= P(B)P(A B)=0,50,3=0,2

(vi) P(A|B)=

( ) 0,3
=
= 0,6
( )
0,5

() , = P(A B) = 0
P(A B) = 0,3 , .
P(A B) = 0,3 = 0,60,5 = P(A) P(B) , .
1.4.6

8
1
4
, P( ) = P(|) =
15
3
7
:
(i) P(B)
(ii) P( B)

(iii) P(| ' )

(iv) P( ' ')

(vi) P( ' B)

P() =
()

()

(v)

(vii) P(B|)
, ;

() :

13

P( ' ' )

(i)

1
( )
( ) 3 7
( | ) =
( ) =
= =
4 12
( )
( | )
7

(ii)

P(A B) = P(A)+P(B)P(A B) =

(iii)

3
( ') () ( ) 12 15
=
=
P(| ' ) =
=
7
1 ( )
( ' )
28
15

(iv)

P( ' ') = P( (A B )' ) = 1 P(A B) = 1

1 2
=
3 3

(v)

P( ' ') = P( (A B )' ) = 1 P(A B) = 1

47 13
=
60 60

(vi)

P( ' B) = P(B)P(A B) =

(vii)

1
5
( )
( | ) =
= 3 =
8 8
( )
15

8
7 1 47
+ =
15 12 3 60

7 1 1
= = 0,25
12 3 4

() :
( | ) =
1.4.7

5
( )
8

, .

() , .
0,003.
.

:
1 = 1 2 = 2 ,

( 1 ) = 0,997=( 2 ) ,

( ) = ( )=
= ( 1 2 ) = ( 1 ) + ( 2 ) ( 1 2 ) =
( )
= ( 1 ) + ( 2 ) ( 1 ) ( 2 ) =

14

= 0,997+0,9970,9970,997 = 0,999991 99,99%.

1.4.8

200 :

20

30

50

20
130
150

40
160
200

, :
() .
() .
() ,
;
() .
()
;

= , = ,
:
()
()
()

20
30
50

()
20
130

150

:
()

() =

50
= 0,25
200

()

() =

40
= 0,2
200

()

20
( ') 200 20
( ' |) =
=
=
= 0,5
40
40
( )
200

()

( ) = ( ) + ( ) ( ) =

15

50
40
20
70
+

=
200 200 200 200

40
160
200

20
( ) 200 20
(|)=
=
=
= 0,5 0,25 = ( )
40
40
( )
200

()

1.4.9 () :

'

'

20
80

40

60

100

, . ,,,.

, , :

( )=
:

1.4.10

100

= () () =

20 40
8

=
=8
100 100
100 100

+ = 40 = 32
+ = 20 = 12
+ = 80 = 48 .

() : ,
' ' .

( ' ') = ( ( )' ) = 1 ( ) =

= 1()()+( ) = ( )
= 1()()+() () = ( ' ) ()+() () =
= ( ' ) () {1 ( )}= ( ' ) () ( ' ) =
= ( ' ) {1 ()}=
= ( ' ) ( ' )
' , ' .

16

1.4.11 () ,,
:
(ii) ,
(iii) ,
(i) ,

(i) (( ) ) = (( ) ( )) =

= ( )+( )( ) =
= ()()+()() ()()() =
= (){ ()+() ()()} = () ( )
,
( ( ))= ()()()= () ( ) ,
.

(ii)

(iii) , :
(( ) ( )) = ( ) ( )
:

(( ) ( )) = ( ) = () () ()

( )( ) = () () () () = ()2 () ()
: ()2()() = () () ()
()>0, ()>0 :
()2 = () ()=0 ()=1
1.4.12.

( ) 5
3 . . ;

:
1 = , 2 = ,

:
( ) =
= ( 1 2 ) = ( 2 | 1 ) ( 1 ) =

1.4.13.

4 5 5
= .
7 8 14

( ) 5%
. 70%
90%

17

 .
() ;
() , ;
()
;
()
;

= ,
=
: ()=0,05, ( ' ) =0,95 (|)=0,7, ( ' |)=0,3 ( ' | ' ) =0,9
()

( ' ) = ( ' )+( ' ' ) = ( ' |) ()+( ' | ' ) ( ' ) =
= 0,3 0,05+ 0,9 0,95 = 0,87

( ) ( | ) ( ) 0,7 0,05
=
=
= 0,27
0,13
( )
( )

()

(|) =

()

( ' ) = ( ' )+() ( ' ) = ( ' )+() ( ' |) () =

= 0,87+0,05 0,3 0,05 = 0,905

()

(|) = 0,7 0,13 = () = 1( ' ) .

'

0,035

0,015

0,05

'

0,095

0,855

0,95

0,13

0,87

(;).
(: 1.4.8).

18