- •Introduction
- •Basic concepts of probability theory
- •Classical definition of probability
- •Relative frequency
- •Geometric probabilities
- •Glossary
- •Exercises for Seminar 1
- •Exercises for Homework 1
- •Basic formulas of combinatorial analysis
- •Operations over events
- •Glossary
- •Exercises for Seminar 2
- •Exercises for Homework 2
- •Theorem of addition of probabilities of incompatible events
- •Complete group of events
- •Opposite events
- •Conditional probability
- •Theorem of multiplication of probabilities
- •Glossary
- •Exercises for Seminar 3
- •Exercises for Homework 3
- •Independent events
- •Where a is the appearance of at least one of the events a1, a2, …, An; .
- •Glossary
- •Exercises for Seminar 4
- •Exercises for Homework 4
- •Theorem of addition of probabilities of compatible events
- •Formula of total probability
- •Probability of hypotheses. Bayes’s formulas.
- •Glossary
- •Exercises for Seminar 5
- •Exercises for Homework 5
- •Repetition (recurrence) of trials. The Bernoulli formula
- •Local theorem of Laplace
- •Integral theorem of Laplace
- •Glossary
- •Exercises for Seminar 6
- •Exercises for Homework 6
- •Random variables. The law of distribution of a discrete random variable
- •A random variable is understood as a variable which as result of a trial takes one of the possible set of its values (which namely – it is not beforehand known).
- •Mathematical operations over random variables
- •(Mathematical) expectation of a discrete random variable
- •Dispersion of a discrete random variable
- •Glossary
- •Exercises for Seminar 7
- •Exercises for Homework 7
- •Distribution function of a random variable
- •Properties of a distribution function
- •Continuous random variables. Probability density
- •Properties of probability density
- •Glossary
- •Exercises for Seminar 8
- •Exercises for Homework 8
- •Basic laws of distribution of discrete random variables
- •1. Binomial law of distribution
- •2. The law of distribution of Poisson
- •3. Geometric distribution
- •4. Hypergeometric distribution
- •Glossary
- •Exercises for Seminar 9
- •Exercises for Homework 9
- •Basic laws of distribution of continuous random variables
- •1. The uniform law of distribution
- •2. Exponential law of distribution
- •3. Normal law of distribution
- •Glossary
- •Exercises for Seminar 10
- •Exercises for Homework 10
- •The law of large numbers and limit theorems
- •The central limit theorem
- •Glossary
- •Exercises for Seminar 11
- •Exercises for Homework 11
- •Mathematical statistics. Variation series and their characteristics
- •Numerical characteristics of variation series
- •Glossary
- •Exercises for Seminar 12
- •Exercises for Homework 12
- •Bases of the mathematical theory of sampling
- •Glossary
- •Exercises for Seminar 13
- •Exercises for Homework 13
- •Methods of finding of estimations
- •Notion of interval estimation
- •Glossary
- •Exercises for Seminar 14
- •Exercises for Homework 14
- •Testing of statistical hypotheses
- •Glossary
- •Exercises for Seminar 15
- •Exercises for Homework 15
- •Individual homeworks
- •Variant 1
- •Variant 2
- •Variant 3
- •Variant 4
- •Variant 5
- •Variant 6
- •Variant 7
- •Variant 8
- •Variant 9
- •Variant 10
- •Variant 11
- •Variant 12
- •Variant 13
- •Variant 14
- •Variant 15
- •Variant 16
- •Variant 17
- •Variant 18
- •Variant 19
- •Variant 20
- •Variant 21
- •Variant 22
- •Variant 23
- •Variant 24
- •Variant 25
- •Final exam trial tests (for self-checking)
- •Appendix
- •Values the functions and
- •List of the used books
- •Contents
Relative frequency
The relative frequency (statistical probability) of an event is the ratio of the number of trials, in which the event has appeared, to the total number of actually made trials.
Thus, the relative frequency of the event A is defined by the formula:
where m is the number of appearances of the event, n is the total number of trials.
Comparing the definitions of probability and relative frequency, we conclude: the definition of probability does not demand that the trials should be made actually; the definition of relative frequency assumes that the trials were made actually. In other words, the probability is calculated before an experiment, and the relative frequency – after an experiment.
Example. The quality department has detected 3 non-standard details in a group consisting of 80 randomly selected details. The relative frequency of appearance of non-standard details is W(A) = 3/80.
Example. There have been made 24 shots in a target, and 19 hits were registered. The relative frequency of hit in the target is W(A) = 19/24.
The long observations have shown that if experiments are made in identical conditions, in each of which the number of trials is rather great, the relative frequency has a stability property. This property is that for different experiments the relative frequency is changed a little (the less changes, the more trials were made), oscillating about some constant number. There was found out that this constant number is the probability of appearance of the event.
Thus, if the relative frequency is established by a practical experiment, the obtained number can be accepted for approximate value of probability.
Geometric probabilities
To overcome defect of the classical definition of probability consisting that it is inapplicable to trials with infinite number of events (outcomes) enter geometric probabilities – the probability of hit of a point in area (segment, part of a plane and etc.).
Let a segment l be a part of a segment L. A point is set (thrown) at random in the segment L. It means that the following suppositions hold: the thrown point can appear in any point of the segment L, the probability of hit of the point in the segment l is proportional to the length of this segment and does not depend on its disposition concerning the segment L. In these suppositions the probability of hit of the point in the segment l is determined by the equality
P = the length of l / the length of L
Example. A point B(x) is thrown at random in a segment OA of the length L of the numeric axis Ox. Find the probability that the smaller of the segments OB and BA has the length more than L/3. It is assumed that the probability of hit of a point in the segment is proportional to the length of the segment and does not depend on its disposition on the numeric axis.
Solution: Let's divide the segment OA by points C and D on three equal parts. The request of the problem will be executed if the point B(x) will hit in the segment CD of the length L/3. The required probability P = (L/3)/L = 1/3.
Let a flat figure g be a part of a flat figure G. A point is thrown at random in the figure G. It means that the following suppositions hold: the thrown point can appear in any point of the figure G, the probability of hit of the thrown point in the figure g is proportional to the area of this figure and does not depend on both its disposition concerning the figure G and the form of g. In these suppositions the probability of hit of the point in the figure g is determined by the equality
P = the area of g / the area of G
Example. Two concentric circles of which the radiuses are 5 and 10 cm respectively are drawn on the plane. Find the probability that the point thrown at random in the large circle will hit in the ring formed by the constructed circles. It is assumed that the probability of hit of a point in a flat figure is proportional to the area of this figure and does not depend on its disposition concerning the large circle.
Solution:
The area of the ring (the figure g)
The
area of the large circle (the figure G)
The
required probability
