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To'la ehtimollik va
Bayes formulalari.
Reja.
1.Shartli ehtimollik.
1.Shartli ehtimollik
P ( A⋅B)
( P( A )≠0 )
P(A) (1.11.1)
1. P( B/ A )≥0 ;
P(Ω⋅A ) P( A )
P(Ω/ A )= = =1
2. P ( A ) P( A ) ;
P( A⋅B )=P( A⋅(Ω−B ))=P ( A⋅Ω− A⋅B)=P ( A− A⋅B )=P( A )−P( A⋅B )=
=P ( A )−P ( A )⋅P( B )=P( A )⋅(1−P( B ))=P( A )⋅P( B).
P ( A i )P( B/ Ai )
P( Ai /B )=
P( B) . (1.12.5)
n
P( B)=∑ P( A i )P( B/ Ai )
Bu yerda i=1 . (1.12.5) tenglik Bayes formulasi deyiladi.
Bayes formulasi yana gipotezalar teoremasi deb ham ataladi. Agar A1 , A2 ,..., An
hodisalarni gipotezalar deb olsak, u holda P( Ai ) ehtimollik Ai gipotezaning
aprior(“a priori” lotincha tajribagacha), P( Ai /B ) shartli ehtimollik esa
aposterior(“a posteriori” tajribadan keyingi) ehtimolligi deyiladi.
0 . 35⋅0 . 04 28
P( A2 /B )= = ≈0 . 4
0 .25⋅0 . 05+0 .35⋅0 .04 +0 . 4⋅0 . 02 69 .