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Chapter 4 Chance experiments(第1页)

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Chapter4ceexperiments

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Thinkofawithes–buyi,bettingonahoingonablinddate,undergoireatmeheword distributiontospecifyallthepossibleoutes,alongwiththeirassociatedprobabilities.(WeslippedinthatritingaboutPoisson’sanalysisofhowmasen,givenalargenumberofopportunities.)

&ributiooanalysingtherangeofaceexperiment.Plaiobeclearaboutthefullextentofthepossibleoutes.Togivesensiblevaluesfortheirprobabilities,wemustspelloutourassumptions,aheyareappropriatefortheexperimeoie.

Discretedistributions

First,welookatceswherethepossibleoutesbewrittenasalist,eaehavingitsownprobability.Thephrasediscrete distributionapplieshere.

&raightforwardcaseiswhenwetthees,aheyshouldallbetakenasequallylikely.Thetermuniformdistributiohetotalprobabilityisspreaduniformlyovertheoutasareexpectedtofitthisbill–roulette,didsofcards,selegthewinningnumbersic.Accurateggeheappropriateanswer.

&heterm‘Bernoullitrials’tomeanasequendepeswithatprobabilityofSuccesseachtime.WithafixednumberofBernoullitrials,thereisasimpleformula,calledthebinomialdistribution,thatgivestherespectiveprobabilitiesofexactly0,1,2,...Successes.Thisformuladependsonlyontherials,andtheSuccessprobability.Asyhtheoutesiheirprobabilitiesinitiallyioamaximumvalue,thenfallawaytowardszero.(Poissondistributionsalsofollowthispattern.)

&abinomialdistributionforthenumberofSixesamohrowsofadie;orthenumberofswerswheguessesrandomlyamongfivechoicesateachofthirtyquestionsonamultiple.Butwedo whenaskinghowmanyClubsabridgeplayerhasamonghisthirteencards:althougheachseparatecardhasprobabilityoerofbeingaClub,successivecardsare,astheceofathecardisaffectedbyallpreviousoutes.

Alwaysreadthesmallprint.Abinomialdistributiohrees:afixedrials,eade,andwithatceofSuccess.

Inasequerials,whatistheceittakesexactlyfivegoestoachievethefirstSuccess?TheonlywaythishappensistobeginwithfourFails,thenhaveaSudsirialsareiheanswerultiplyiiveprobabilitiesoftheseoutestapleasinglysimpleexpression,theso-etric distribution.

Theprobabilitiesoftakily1,2,3,...trialsforthefirstSuccessdecreasesteadily.Eachtime,theprobabilityultiplyivaluebytheoreFail,somefixedvaluelessthanunity.Thus,whatevertheceofSuccess,thesilikelyrialstoachievethefirstSuccessisalwaysunity!

Makealeapoffaith,a,i,successiveballsformBernoullitrials.Abowler,whois‘Success’asmeaniakesawithinkoptimistically:wheobowl,thesilikelytimehewilltakehishthedelivery.versely,abatsmanwhotakesasimilarviewmustfatalisticallyacceptthatthemostlikelydurationofhisinningsisthathefacesjustoneball.(Evesmen,rethattheirsilikelytotalscoreisusuallyzero!)

4.Someoributions

Figure 4illustratessomeoftheoributions.Foreachpossiblevalue,theheightoftheverticalbargivesitsprobability,andthesumofalltheheightsisalways,ofity.

uousdistributions

Howmightweextendtheclassicalideasofprobabilitytodealwiththeexperimentofgarandompointonastigth80cm?Herethereisaofpossibleoutes,notjustalist.

‘Atraallindividualpoihesameprobability.Butifthatooexceedzero,then,bytakingsuffitlymanypoialprobabilitywouldexity,whichisimpossible.Eachseparatepointmusthaveprobabilityzero,andwegerusepictureslike Figure 4.Ratherthanassociateprobabilitieswithindividualpoioassociateprobabilitieswithsegments,orintervals.

Togiveequaltreatmentaloick,allsegmentshavingthesamelengthmusthavethesameprobability.Imaginegthestitoeightequalpieces:a‘random’pointmust,bydefinition,fallihthesameprobability,so,forexample,thesegmentfrom20usthaveprobability18.

Figure 5ashowshowtoprogthemantra‘Arearepresentsprobability’.Theheightofthehorizontallinelabelled hissothattheshadedareabeliy,represehatitis100%thattherandompointfallsstheintervalfrom0to80.Then Figure 5bshowshowtofindtheprobabilityoffallifrom32,bygthedingshadedarea.Plainly,thisis14.

Tofindtheprobabilitythataraedpointiswithin10cmofeithereick,orwithin10cmofthetre,wecoulduse Figure 5dappealtotheAdditionLaw.Therequiredprobabilityisthesumofthethreeshadedareas,namelyonehalf.

Figure 6illustratesasimilarpathforothersituatioetakesuousvalues,suchasthetimeuaaparticularstretotorillarguebelowthatthegeneralshapeofthecurveshownisreasohissituation,butthemainpointisthatthescaleissothatthetotalareaabovetheliime’,butbelinniE,isunity,asitis100%thatthetimetowaittakessomeivevalue.

5a.Theshadedareaisunity

5b.Theprobabilityoffalliween32and52is14

5c.Seetext

6.Auousdistribution

TheprobabilitythatthetimeisatleastB,buthanC,isthesizeoftheareashaded.Inasimilarfashion,wedtheprobabilitythatthetimetowaitfallsierval,andthen,usiionLawasabove,theceitfallsinmoreplexregions.

Acurvethatgeesprobabilitiesinthismanneriscalledaprobability density.Nowareaiscalculatedas‘leh’,ahofanylineiszero.Hehe‘area’ofeitherofthevertiesatAure 6iszero,soboththoseindividualpointshaveprobabilityzero,asbefore.ButthedensitycurveishigheratAthanatD,sovaluesnearAaremorelikelythanvaluesaglaheFigureiheregioivelylhprobability.Thetermuousdistributionisused.

Inallsuchexperiments,sindividualpointshaveprobabilityzero,webealittleslipshod:whetheranintervalihendpoints,justohem,orheprobabilitytheoutefallsinitisthesame.

Toqualifyasaprobabilitydensity,acurvemusthavetwoproperties:itottakeivevalues,aalareaumustbeunity.Thiseallcalsofprobabilitiesleadtosensiblevalues.

Manyprobabilitydensityfunsariseoftenenoughforthemtobegiveheexperimeingarandompointwithierval,thedensityfunwillbepletelyfiatoverthatinterval,asinFigure5:plainly,allsegmentsofthesamelengthdoihesameprobability.Agaiermuniformdistributionisused.

Supposeweareihetimetowaitforsomespet.Forexample, 210PbisaopeofLead,andtheclaim‘Itshalf-lifeis22years’appearsinphysieaningisthat,wheakealumpofthissubstanlyhalfofitisuer22years,theresthavihersubstahroughradioactiveemission.

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