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(
???????????
:
Probability theory
)? ?? ??????? ???? ????
??????
??????? ?????????? ??????? ?????????? ?????????? ????? ?????? ?? ?????? ??? 0 ?1 ???? ?????? ???? ?? ??? ???? ??? ???? ?????? ?? ??? ????.
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probability measure ???
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(
???????????
:
Probability distribution
)? ?? ?????
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?? ????? ?????? ??????? ????? ??????? ????? ???? ????????? ?????? ?? ??? ???????. ???? ??? ???????
X
?????? ??????? ??? ??????? ????????? ??????? ?? ???? ?????? [
a
,
b
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(
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:
Central limit theorem
)? ?????? ????? ?????? ?????????? ??? ?? ????? ???
??????? ??????? ???????? ??????
? ???? ??? ?????? ??? ????? ??????? ????.
[6]
[7]
[8]
??? ??? ????????? ???? ??? ??? ???? ????????? ???????? ???? ??????? ????? ??? ??????? ???? ??? ?????? ?????? ?? ??? ???? ?????? ???????? ??????.
????
?????? ??????? ????????
???? ????????? ???????? ??????? ?? ???????.
???? X1, X2, X3,... Xn ??????? ?? ??????????????? ?????????? ?? ???????
??????? ???????? ??? ???? ???? ???? ????? ????? μ ???????? σ2 > 0.
???? ?????? ??????? ???????? ?? : ???? ????? ??? ?????? n ,??? ??????? ?????? ??? ????????? ????????? ????? ??
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- ???? ???????? ??????? ???????? ??????.
- ???? ???????? ?????? ???????? ???? ?????? ?? ???? ?????? ??? ??????? ???????? ?????? .
- ??? ????? ??????? ?????????? ??????????.
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??? ????? ???????? ????? ??????? ??????? ?????? ??? ?? ??? ??? ????? ??? ????? ??
???????? ?????? ?? ?????? (Subjective Probabilities)
[
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]
???????? ???? ?????? ??? ??? ??? ???? ????? ?? ??????? ??? ??????? ??? ????? ?? ??? ???? ??????? ??? ???? ?? ???? ?????.
?????????? ????????? ??????? (The Relative Frequency)
[
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???? ?????? ??? ???:
?) ???? ???? ????? ??? ??? ???? ?? ???? ?????? ??????? ??????.
?) ???? ???? ????? ?? ??? ???? ?? ????????? ?? : ??? ???? ????? ????? ??? ??? ???? ????? ??????? .
???????? ???????? ????????
[
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??????? ????????? (RANDOM SAMPLING): ?? ????? ???? ?? ???? ??????? ??? ????? ?? ???? ????? ????? ?? ??? ????? ???????? ????????? ??? ?? ????? ???? ?????? ?????? ??.
??????? ????????? ?????? ???? ?????? ???? ??????? ???????? {????? ?????} ??? ??? ?? ???? ????? ?????? ???????? ?????? ??????.
??????? ????????? ?????? ??? ????? ???? ?????? ????????
??? ??? ?? ????? ????? ...
???? ??????? (Sample Space)
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?? ???? ???? ??? ?????? ?? ????? ??????? ??????? ?????? ???????? ?????????.
???????
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????? ??????
( Simple event ): ??? ????? ?????? ?? ???? ???? ???
?? ????? ????? ??? ????? .
????? ??????
( Compound event ): ????? ?????? ?? ???? ?? ???? ???
??? ????? ???? ?? ????? ????? ??? ?????.
????? ????????
: ????? ???? ?? ???? ?? ???? ???? ???? ?????
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????? ??????: ????? ???? ??? ???? ????? ?????? ???? ???? ??? ??? ??
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( Mutually Exclusive events ): ??????? ?????? ?? ?????? ?? ?? ???? ???????? ???????? ??????? ??
???
? ????? ???????? ??? ???????.
??????? ????????
(dependent events): ????????? ?? ??????????. ??? ????? ????? ??? ????? ??? ????? ????:
??????? ???????
( Exhaustive events ): ??? ???
???? ???? ?? ??? ???????
????? ??? ???? ?????? ??????? ??????:
- ??????? ???? ????? ??:
?
?
- ???? ???? ???? ????? ?? :
?
?
- ??????? ?????
?? :
??????? ???????
(Complementary events): ??????? ?????? ??????? ????? ???? ?????? ?????
??? ???
????? ?????? ???
??????? ?????????
( Independent events ): ?????? ?? ????? ?? ???? ?????? (??? ????? ?? ???? ?? ????? ????? ?? ??? ???? ?????) .
????? ????? ?????????? ??????? ????????
???? ????? ??? ??????? ????? ?? ??? :
??????? ????? ??????
(????????) Conditional Probability: ????? ???? ?????? ???? ?? ???? ????? ??? ??? ???? ?? ????? ????? ??? ????? ??? ???? ?????? ??? ???? ????? ???? ?????? ???? ??? ??????? (?? 52 ??? 51) ????????
,
???? ??? ????
???? ????
???????
?????:
???? ?? ??????? ?? ????? ??? ????? ?????? ?? ????? ??? ???? ?? ????? ?? ????? .
??? ?????? ???? ????? A ???? ???? ????? B ? ?? ??? ????? ???? ???? ????? ?????? ????? ??? .
??? ???? ??????? ??????? ?? ?? ???? ???? ?????? ??? ????? ( when A and B are independent events ) ???? ???????:
????:
????? ???? 14 ??? ???? 8 ?????? 6 ????? ???? ????? (????????) ?? ??????? ??????? ???? ?????? ??? ????? ( ?? ??? ????? ???? ).
???? ?????? ?? ???? ??????? ????? ?????? (?????? ????? ???????? ?????). (???? ?????).
????:
???? A = ??? ??? ??? ????? ?????
????? B = ??? ??? ??? ????? ?????
???????? ??
???
?????? ????????
?????? ??????.
???? ??? ????? ??? ????? = ?(?? ?) + ?(?? ?) = (8÷14)×(7÷13) + (6÷14)×(5÷13) = 0.4725
???? ??? ????? ???????? ?? ????? = ?(?? ?) + ?(?? ?) = 0.2637 + 0.2637 = 0.5274
???? ????? ?????????? ???????? 0.4725 + 0.5274 = 0.9999 ? 1
????? ????????
[
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1) ??? ???
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2) ??????? ?????????? (?????????) :
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4)??????? ??????????
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,
≪????? ????? ??? ??? ???? ?? ????? ????????≫.
5) ??? ???
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(1) ?? ????? ????? ???? ???? ???? ????? ????? ????? ???? ???? ???????
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(2) ???? ??? ????? ??? ?? ??? ????
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.
(3) ??? ??? ?????? ???? ??? ??
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???? ?? ???????? ??????? ?? ????? ?????? ???????? ?????? ?? ?? ??????? ????? ?????? ?????? ????? ??:
: ??? ?? ???? ????? ?
: ??? ?? ???? ????? ??? :
.
(4) ??? ?? ???? ??????? ?????? ????? (???? ??????) ??? ??????????
?
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(5) ??? ?? ???? ??????? ?????? ?????? ????? (???? ??????) ??? ??????????
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(6) ??? ??? ?????? ?????? ?? ???? ????????? ??
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: ?????? ?????? ?? ???? ?????????
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