www.0et1.

com

probabilits

(1

Exprience alatoire

: -1- 8 1 . 8
-a .
Eventualits
1 2 ... 8
} = {1, 2,...,8

card = C81 = 8

-b .
i j / {i, j} :

1 i 8

1 j 8

card = C82 = 28

* : } {3, 4 ) ) (Evnement .( 7
} {1, 6 } {2,5 .
.
}}A = {{1, 6} , {2,5} , {3, 4

* } {7, 6 ) .( 13

}}B = {{6, 7} , {7,8

.
.

" : -2- "

P F
card = 2

} = { P, F

(2 .
.1
)( . .
)(Eventualit
.2
.
.1-2 . :

].
.

.2-2 . :
.
.

 www.0et1.com
.3-2 :

.4-2 :

A C = A
A

A A = = A A

.5-2 :

A B A B
A B A B.
.6-2 :

A B . A B
A B A . B
.7-2 :

A B = . A B
: -1-

10 1 .10
.
} 1 k 10 1 i 10 1 j 10 j k i k = {{i, j , k} , i j

card = C = 120
A .1
cardA = C11C92 = 36
3
10

} 2 k 10 2 j 10 j k

} A = {{1, j , k

} 2 k 10 2 j 10 2 i 10 j k i k A = {{i, j , k} / i j
card A = card cardA = 120 36 = 84
B .9
A B ) (.

: -2-

1 .6
} = {1, 2,3, 4,5, 6
:
A .5
B .3
C .
D .
} B = {3, 6 }A = {5

} D = {1,3,5 }C = {2, 4, 6

A .
C =D D=C
B C.
}B C = {6
= AC

B C .

(3
.1 : : -1- 3 .

 www.0et1.com
.
:
A .
B .
cardA . cardB A B. A B : -2- ) (.
:
n

=
= f
N

3
6

3

6
3
1

=
=
6
2

2
.
6
2 1
= .
6 3
:
R .
V .
3

=
R
6

.

2
6

.2

:
0.1
0 .
1 .
:

= {e1 , e2 ,..., en } :

} {ei i

}{1, 2,..., n

ei pi 0 pi 1 : p1 + p2 + ....... + pn = 1
p .
} {ei . pi

p ({ei } ) = pi

) ( , p .

www.0et1.com
(1 p ) P ( ]. [ 0,1
} A = {e1 , e2 ,....ek

(2

) P ( A ) = p ( e1 ) + p ( e2 ) + .... + p ( ek

.3
.
p1 = p2 = .............. = pn

p1 + p2 + .............. + pn = 1

1
}i {1, 2,..., n
= pi

n
} A = {e1 , e2 ,..., ek
A

1 k
= P ( A ) = p1 + ........ + pk = k
n n
cardA = k

card = n
k cardA
= = )P ( A
n card

cardA
card

= )P ( A

)P ( A

Probabilit conditionnelle

:
D1 D2 1 6
>> A << 5
:
} i + j 5 1 j 6 A = {( i, j ) /1 i 6
})= {(1,1) , (1, 2 ) , (1,3) , (1, 4 ) , ( 2,1) , ( 2, 2 ) , ( 2,3) , ( 3,1) , ( 3, 2 ) , ( 4,1

:
:

card = 36
10 5
=
= )P ( A
36 18

cardA = 10

D2 5
A D1 5
B >> D2 <<5
A B . PB ( A ) = 0 : P ( A / B ) = 0
:
:

}) B = {(1,5 ) , ( 2,5 ) , ( 3,5 ) , ( 4,5 ) , ( 5,5 ) , ( 6,5

= A B

www.0et1.com

C >> D1 <<1
}) C = {(1,1) , (1, 2 ) , (1,3) , (1, 4 ) , (1,5 ) , (1, 6
A C D2 3 -2 -1. 4
4
= ) PA ( C ) = P ( C / A
. :
10
:

}) A C = {(1,1) , (1, 2 ) , (1,3 ) , (1, 4

cardA C = 4

) 4 cardA C P ( A C

=
= = ) PC ( A
cardC
) P (C
6

) P ( A C ) = P ( C ) PC ( A

A 5
C
4
C A 4 10 :
= ) PA ( C ) = P ( C / A
10
) cardA C P ( A C

= ) PA ( C
=
cardA
)P ( A
:
P ( A ) 0 :
A B
B A :

)P ( A B
)P ( A

= ) PA ( B ) = P ( B / A

" "
A B P ( A B ) = P ( A ) PA ( B ) = P ( B ) PB ( A ) :
: 1
60% 20% 40% 10 % .

-1 :
>> A2 <<
>> A1 <<
>> A4 <<
>> A3 <<
-2
: 2
3
-1 .
>> A <<
-2 .
>> B <<

Les probabilits totales

:
.

card = A32 = 6 :
:

}) B1 = {(V , B

 www.0et1.com
}) B2 = {( B, R ) , (V , R

}) B3 = {( R, B ) , ( R, V ) , ( B, V

B1 B2 = : = B1 B3 = B2 B3
B1 B2 B3 =

B3

B2

B B B
:

,
p

) (

B1
partition d un ensemble

A1 A2 An :
- i j } {1, 2,........, n Ai Aj = . i j
-

= A1 A2 ....... An

An

B
:
:

. .

A2

A1

B = B = B
B = ( A1 A2 ..... An ) B
) = ( A1 B ) ( A2 B ) ...... ( An B

) p ( B ) = P ( A1 B ) + P ( A2 B ) + .... + P ( An B
) = p ( A1 ) p A1 ( B ) + ..... + p ( An ) p An ( B

:
A1 A2....... An
B
) p ( B ) = p ( A1 ) p A1 ( B ) + ..... + p ( An ) p An ( B
:
C1 C2 C3
C1
C2
C3


B >> <<
>> C1 << C1
>> C2 << C2

 www.0et1.com
>> C3 << C3
:

1
3

= ) p ( C1 ) = p ( C2 ) = p ( C3
= C1 C2 C3

)p ( B) = p ( B

) = p ( ( C1 C2 C3 ) B

) = p ( C1 B ) + p ( C2 B ) + p ( C3 B
) = p ( C1 ) pC1 ( B ) + p ( C2 ) pC2 ( B ) + p ( C3 ) pC3 ( B

1 1 1 2 1 3 1
= = + +
3 4 3 4 3 4 2

:
-1 n . les .
preuves repetees
(1 :
(2 n
-2 D 1 6
D 5
Ck >> k <<2
Ck k
:
A p
n k A :

nk

) , Cnk ( p ) (1 p
k

)(k n

:
3 . 10
-1 4 .
-2 3 .

Les variables alatoires

(1:
- 1 8 1 . 8 4 .
X .
(a )(X=4).... (X=0
(b
-2 . .
X .
(a X
(b . (X=4) , (X=3) , (X=2) , (X=1) :
(c . P(X=3) , P(X=2) , P(X=1) :
(2:
) ( , P .

 www.0et1.com
:
)X( X } X ( ) = { x1 , x2 ,...., xk) = xk

(X

x1 x2 ..... xk

>> X << xk

) ( X xk >> X << xk
(3 :
:
.
4
)P(X=4

2
)P(X=2

3
)P(X=3

1
)P(X=1

xi
)P(X= xi

:
) ( X f xi ) X(
) (X=xi ) f ( xi ) = P ( X = xi
:
X X()

P ( X = xi ) = pi

X ( ) = x , x ,...x
1 2
k

: X
: 1999
3 3 .
.
X .
-1 . X
-2 P( X=1)= 3/10 : P(X=2)=3/20
-3 . X
(4 :
:
X ) ( , P
n

} :
:

E ( X ) = pi xi

. X

i =1

X ( ) = x , x ,...x ) pi = P ( X = xi
1 2
n
E(X ) = X

(5 La variance et lecart-type
:

www.0et1.com

X ( ) = x , x ,...x
X :
1 2
n
) E(X . X
:

)) V ( X ) = p ( x E ( X

i =1

) ( X ) = V ( X X ) pi = P ( X = xi 1 i n

: 1
2

)) V ( X ) = p ( x E ( X
i =1

) ) = pi ( xi2 2 xi E ( X ) + E ( X
n

i =1

i =1

i =1

i =1

) = pi xi2 2 E ( X ) pi xi + E ( X
2

)) = E ( X 2 ) 2 ( E ( X )) + ( E ( X
2

:
: 2

)) = E ( X ) ( E ( X

)) V ( X ) = E ( X ) ( E ( X

V (X )0

La fonction de rpartition

(6
:

) ( , P . X X ( ) = x , x ,...x :
1 2
n
x1 x2 .... xn :
= ], x1 ] ] x1 , x2 ] ] x2 , x3 ] ..... ] xn , +[ :

x :
:1
x = xi :

}i {1, 2,...., n

) = x1 ) ( X = x2 ) .... ( X = xi 1

:2
:

xi x xi +1

: 3

x xi

) = x1 ) ( X = x2 ) .... ( X = xi

: 4

xn x
x

= )( X x

( X x) =
)( X x

( X xi ) = ( X

( X xi ) = ( X

 www.0et1.com
F :

] [ 0,1
)P ( X x

X
:
X
F

) ( , P

F ( X ) = P ( X x) :

X
: .
(7 :
:
n. A P ( A ) = p :
k A
:

nk

)(k n

) Cnk p k (1 p

A
nk
:
) P ( X = k ) = Cnk p k (1 p

n p X
:
X

n : p
nk
) P ( X = k ) = Cnk p k (1 p

:

:
X n . p
E ( X ) = np

V ( X ) = np (1 p ) :
:
.
.
.
X
-1 . X . X
-2 E(X) : ) V(X )(X