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Lecture Notes Sec 1-3

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0% found this document useful (0 votes)
20 views28 pages

Lecture Notes Sec 1-3

Uploaded by

yiouliu413
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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{ }

{1, 2, 3, 4, 5, 6, 7, 8, 9, 10}
{a, b, c, ..., z} .

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

...
{a, b, c, ..., z}
{1, 2, 3, ...}

|
x x
{x œ R | x > 0} .
1 10
{x œ N | 0 < x Æ 10, x }

2 œ {1, 2, 3, 4, 5, 6, 7, 8, 9, 10} .

™ A B A
B A B A™B
{2, 4, 6, 8, 10} ™ {1, 2, 3, 4, 5, 6, 7, 8, 9, 10} .
N N = {1, 2, 3, ...} .

Z Z = {..., ≠2, ≠1, 0, 1, 2, ...} .


; <
Q Q= a
b
: a œ Z, b œ N .

R fiœR

[a, b], (a, b) a b


a b

N™Z™Q™R

( )

(x, y, z),
( , , , )

(1, 2, 3, 4) ”= (4, 3, 2, 1) ”= (2, 4, 1, 3) .

(pÊ | Ê œ {hh, ht, th, tt})

9
ÿ
1+2+3+4+5+6+7+8+9= n,
n=1
1 1 1 ÿŒ
1
1+ + + + ... =
22 32 42
n=1 n
2
ÿ
pÊ = 1, .
ʜ

(r < 1)
Œ
ÿ a
arn = ;
n=0 1≠r

Œ
ÿ xn
= ex
n=0 n!

n! = n ◊ (n ≠ 1) ◊ (n ≠ 2) ◊ · · · ◊ 3 ◊ 2 ◊ 1


·
1 · 2 · 3 · 4 = 24
r

n
Ÿ
2n = 2,
i=1
Ÿ
1 ◊ 4 ◊ 6 ◊ 10 = (2n)
nœ{ 12 ,2,3,5}

x=3 y=5

xy = 15 .

f (x) = x2 f (◊) = ei◊ f :DæR


D
R
1 12
lim 1 ≠ = 0.
næ1 n

1
n 1 1≠ n
0

1 x 2n
lim 1 ≠ = e≠x .
næŒ n
n (1≠x/n)n
≠x
e

f (x) x
f (x) = x2 a b
⁄ ⁄ C Db
b b
2 x3 b 3 a3
f (x)dx = x dx = = ≠
a a 3 a
3 3
f (x, y)

⁄ ⁄ ⁄ A⁄ B
b d b d
f (x, y)dxdy = f (x, y)dx dy
a c a c

a, b, c, d
y
f (x, y) = x2 +y
0ÆxÆ1 0ÆyÆ1
⁄ 3⁄ 4 ⁄ C D1 ⁄ C D1
1 1
2
1 x3 1 1 y y2 4
x + y dx dy = + xy dy = + y dy = + =
0 0 0 3 0 0 3 3 2 0
6
= {1, 2, 3, 4, 5, 6}.

A = {2, 4, 6}.

A 1/2

Ê Êœ

A A
A™

A P(A)
( , F, P)

P : F æ [0, 1]

F P
F ‡
F

A
P(A) AœF A Êœ
A™

P Pr P P
P
P P

( , F, P)

E
n
#n E E
nøŒ
#n E
lim = P(E).
næŒ n

Ê=3
= {2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12}
A = {7} B =
{2, 7} C={ } = {2, 4, 6, 8, 10, 12}
= {hh, ht, th, tt}

= {2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12}

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

= N0 = {0, 1, 2, 3, . . .}

= (0, Œ)

= {Ê1 , Ê2 , Ê3 , . . . , Ên } nœN
= {Ê1 , Ê2 , Ê3 , . . .} N

A F
P({Ê}) Ø 0 Êœ
q
Êœ P({Ê}) = 1

ÿ
P(E) = P({Ê}).
ÊœE

E P(E) = 0

{Ê} Ê P
{Ê} Ê
{Ê} ™ Êœ

{Ê}

Ê
Ê
Ê

P
= {Ê1 , Ê2 , Ê3 , . . . , Ên }

c œ (0, 1]

P({Ê}) = c Êœ .

| |

ÿ ÿ ÿ 1
1= P({Ê}) = c=c 1 = c| | ∆ c= .
ʜ ʜ ʜ | |

|E| E

1
P({Ê}) =
,
| |
ÿ ÿ 1 1 ÿ |E|
P(E) = P({Ê}) = = 1= .
ÊœE ÊœE | | | | ÊœE | |
= {hh, ht, th, tt}
p = P(hh) = P(ht) = P(th) = P(tt) = 1/| | = 1/4

E = { } = {hh, ht, th}

E =
{hh, ht, th}
1 1 1 3
P(E) = P({hh}) + P({ht}) + P({th}) = + + = .
4 4 4 4

ÿ
1= P(Ê) = P(E) + P({tt}),
ʜ

1 3
P(E) = 1 ≠ P({tt}) = 1 ≠ = .
4 4

c (0, 1]
c=0
Ê (Ê1 , Ê2 )
Ê1 Ê2
(Êi )i=1
k
:= (Ê1 , Ê2 , . . . , Êk )

= {(Êi )ki=1 | Êi œ i i}
i ni i
k
Ÿ
| |= ni = n1 ◊ n2 ◊ n3 ◊ . . . ◊ nk .
i=1

A, K, Q, 4, 2
A, K, Q
E
E

E
Ó - Ô
E = (Ê1 , Ê2 , Ê3 ) -- Ê1 œ {1, 2, 3}, Ê2 œ {1, 2}, Ê3 œ {1} ,

|E| = 3 ◊ 2 ◊ 1 = 6.
| | = 5 ◊ 4 ◊ 3 = 60
P(E) = |E|/| | = 6/60 = 10%

n
n
n

n≠1 n≠1

n≠2
n≠2

nth

n ◊ (n ≠ 1) ◊ (n ≠ 2) ◊ . . . ◊ 2 ◊ 1

n!

n n

n! := n ◊ (n ≠ 1) ◊ (n ≠ 2) ◊ . . . ◊ 2 ◊ 1.
0! := 1

n n
k n

n n

n≠1 n≠1

k th (n ≠
k + 1)

n
n!
= n ◊ (n ≠ 1) ◊ (n ≠ 2) ◊ . . . ◊ (n ≠ k + 1)
(n ≠ k)!

n k
kÆn k n
n!
Pkn := .
(n ≠ k)!

2 {1, 2, 3}

{(1, 2), (2, 1), (1, 3), (3, 1), (2, 3), (3, 2)}.

3! 3!
P23 = = = 3! = 3 ◊ 2 ◊ 1 = 6.
(3 ≠ 2)! 1!

k
k n

2
{1, 2, 3}

{(1, 2), (2, 1), (1, 3), (3, 1), (2, 3), (3, 2)}

(1, 2) (2, 1) {1, 2}

2!

{{1, 2}, {1, 3}, {2, 3}}

P23 3! 3! 3!
= = = = 3.
2! (3 ≠ 2)!2! 1!2! 2!

k n
n!
(n ≠ k)!k!

n k
kÆn k n
A B
n n!
Ckn := := .
k (n ≠ k)!k!

{·, ·}
A K Q 4 2
A, K, Q E
E

A B
5
| |= = 10
3

{A, K, Q}

|E| 1 1
P[E] = = 152 = .
| | 10
3

| | = P35 = 60
3!

{(A, K, Q), (A, Q, K), (K, A, Q), (K, Q, A), (Q, A, K), (Q, K, A)}

|E| 3! 6 1
P[E] = = 5 = =
| | P3 60 10

0<kÆmÆn
m! m!
Pkm (m≠k)! (m≠k)!k! Crn
= n! = n! = .
Pkn (n≠k)! (n≠k)!k!
Ckn
A K Q 4 2

A, K, Q
E E

| | = 5 ◊ 5 ◊ 5.
A K Q 3!

|E| 3! 6
P= = = = 4.8%.
| | 5◊5◊5 125

A K Q 4 2
A, K, Q E
E
| | = 5 ◊ 4 ◊ 3.

A K Q

|E| 1 1
P= = = ¥ 1.7%.
| | 5◊4◊3 60

B, A, N, A, N, A

6!

BAN AN A
N BAN AN A

6!
N 2!

3! A
3!

B, A, N, A, N, A
6!
= 60
1!3!2!

6 59

5 1 50 2
1 12
7 35 5

2.219 ◊ 10≠8 7.151 ◊ 10≠9


P

P
[0, 1]

A B

A=B A B A B
A™B A B A B
A B A B

œ œ
/
ÊœA ÊœB
ÊœA ÊœB
ʜA ʜ
/B

A B

A, B A B A B A B

A=B A™B

A B

Ê
A
B

œ ™ œ


A
XX ⇠ XX ⇠
Ê A⇠
⇠ œ⇠
X
X Ê⇠
⇠ ™⇠
X
X Ê
A ÊœAœF

A, B, F, Ê, {Ê}, , P( )

A B
Ê Ê B A {Ê}
œ ™

A B

AfiB A B A B
AflB A B
A B
A\B A B A B
Ac A A
?

A fi B = {Ê œ |ÊœA Ê œ B}
A fl B = {Ê œ A | Ê œ B}
A \ B = {Ê œ A | Ê œ
/ B}
Ac = \ A = {Ê œ |Êœ
/ A}
? = {}.
A B AflB =?

A, B, C ™
AfiB =BfiA (A fl B)c = Ac fi B c
AflB =BflA A fi Ac =
A fi (B fi C) = (A fi B) fi C A fl Ac = ?
A fl (B fl C) = (A fl B) fl C (Ac )c = A
AfiA=AflA=A A \ B = A fl Bc
A, B AflB =? (A \ B) fi (A fl B) = A
(A fi B) = A fl B
c c c
(A \ B) fl B = ?

A fi (B fl C) = (A fi B) fl (A fi C)
A fl (B fi C) = (A fl B) fi (A fl C)

Ê œ A fl (B fi C)
ÊœA Ê œ BfiC
ÊœB ÊœC ÊœB
ÊœC

ÊœA ÊœB
∆ Ê œAflB
∆ Ê œ (A fl B) fi (A fl C) .

ÊœA ÊœC
∆ Ê œAflC
∆ Ê œ (A fl B) fi (A fl C) .

Ê œ A fl (B fi C) Ê œ (A fl B) fi (A fl C)
Ê œ (A fl B) fi (A fl C) Ê œ A fl (B fi C)
A A

=
B C B C

A fl (B fi C) (A fl B) fi (A fl C)

A fl (B fi C) = (A fl B) fi (A fl C)

(Ai )Œ
i=1
Œ

Ai Ai Ai
i=1

Ai
Ai
Œ

Ai = {Ê œ | i Ê œ Ai }
i=1
1€Œ 2 Œ

Ai fl B = (Ai fl B) B
i=1 i=1

= {Ê1 , Ê2 , Ê3 , . . .}
Œ

= {Êi }.
i=1
P

( , F, P)
P : F æ [0, 1]

P( ) = 1
(Ai )Œ
i=1 Ai fl Aj = ?
i ”= j
1€
Œ 2 Œ
ÿ
P Ai = P(Ai ).
i=1 i=1

P(?) = 0

ÿ
P( ) = P({Ê}) = 1,
ʜ

1€
Œ 2 ÿ Œ ÿ
ÿ Œ
ÿ
P Ai = P({Ê}) = P({Ê}) = P({Ai }),
i=1 ÊœfiŒ
i=1 Ai i=1 ÊœAi i=1
Ai
A1 , A2 . . . An Œ

A B

P(?) = 0
P(Ac ) = 1 ≠ P(A)
P(A \ B) = P(A) ≠ P(A fl B)
A™B P(A) Æ P(B)
A B P(A fi B) = P(A) + P(B)
A, B P(A fi B) = P(A) + P(B) ≠ P(A fl B)

Ai
?

? Cfl? = ? C
?
Ai = ? iœN

1€
Œ 2 Œ
ÿ Œ
ÿ
P Ai = P(Ai ) = P(?).
i=1 i=1 i=1

? i=1 Ai = fii=1 ? = ?
fiŒ Œ

1€
Œ 2
P(?) = P Ai .
i=1

Œ
ÿ
P(?) = P(?).
i=1

P(?) ”= 0 P(?) 1= i=1 1=
Œ P(?) ”= 0
P(?) = 0
A1 = A A2 = B Ai = ? i>2 A
B ?
(Ai )Œ
i=1
P(?) = 0
1€
Œ 2 Œ
ÿ Œ
ÿ
P Ai = P(Ai ) = P(A) + P(B) + P(?)
i=1 i=1 i=3
ÿŒ
= P(A) + P(B) + 0
i=3
= P(A) + P(B).
? i=1 Ai = A1 fi A2 = A fi B
fiŒ

1€
Œ 2
P(A fi B) = P Ai = P(A) + P(B).
i=1

A fl Ac = ? A Ac

P(A fi Ac ) = P(A) + P(Ac ).


A fi Ac =
P( ) = 1
1 = P(A) + P(Ac ).
P(A) 1≠P(A) = P(Ac )

A B
P(B \ A) = P(B) ≠ P(A fl B).
A B
A ™ AflB
AflB ™ A A, B AflB = A

P(B \ A) = P(B) ≠ P(A).

P(A) Æ P(A) + P(B \ A) = P(B).


(A \ B) fi B = A fi B B
B A
1 2
P(A fi B) = P (A \ B) fi B .

(A \ B) fl B = ? A\B B

P((A \ B) fi B) = P(A \ B) + P(B) = P(A) ≠ P(A fl B) + P(B).

P(A fi B) = P(A) + P(B) ≠ P(A fl B).

A B

P(AfiB) = P(A)+P(B)≠P(AflB)

A B AflB

AfiB AflB

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