From 2b936d82c596ccdd88ab8a177cf377e522bf1f7b Mon Sep 17 00:00:00 2001 From: Caleb Burke Date: Tue, 26 May 2026 00:39:57 -0700 Subject: [PATCH] 8 pages read --- .../README.md | 2 +- .../ch1/notes.ipynb | 54 +++++++++++++++++++ .../ch1/summary.ipynb | 33 +++++++++++- 3 files changed, 87 insertions(+), 2 deletions(-) diff --git a/study/001_introduction-to-probability-statistics-and-random-processes/README.md b/study/001_introduction-to-probability-statistics-and-random-processes/README.md index 59f8c30..19fd00d 100644 --- a/study/001_introduction-to-probability-statistics-and-random-processes/README.md +++ b/study/001_introduction-to-probability-statistics-and-random-processes/README.md @@ -2,4 +2,4 @@ total pages=1007 -**Currently reading:** chapter 1, page 80 +**Currently reading:** chapter 1, page 88 diff --git a/study/001_introduction-to-probability-statistics-and-random-processes/ch1/notes.ipynb b/study/001_introduction-to-probability-statistics-and-random-processes/ch1/notes.ipynb index 82e439e..c57bec5 100644 --- a/study/001_introduction-to-probability-statistics-and-random-processes/ch1/notes.ipynb +++ b/study/001_introduction-to-probability-statistics-and-random-processes/ch1/notes.ipynb @@ -685,6 +685,60 @@ "$$p_1 = \\frac{p_2}{1 + p_2}$$" ] }, + { + "cell_type": "markdown", + "id": "7be1e873", + "metadata": {}, + "source": [ + "### Example 1.24\n", + "\n", + "Let $A$ be the event where my chosen marble is red.\n", + "\n", + "Let $B_1$ be the set of the first bag, $B_2$ the second bag, $B_3$ the third bag.\n", + "\n", + "Notice that $B_1, B_2,$ and $B_3$ are disjoint and therefore form a partition of our sample space.\n", + "\n", + "\n", + "\\begin{align*}\n", + "P(A) &= P(A|B_1)P(B_1) + P(A|B_2)P(B_2) + P(A|B_3)P(B_3) \\\\\n", + "&= \\frac{75}{100} \\cdot \\frac{1}{3} + \\frac{60}{100} \\cdot \\frac{1}{3} + \\frac{45}{100} \\cdot \\frac{1}{3} \\\\\n", + "&= \\frac{180}{300} = \\frac{6}{10} = 0.6\n", + "\\end{align*}\n", + "\n" + ] + }, + { + "cell_type": "markdown", + "id": "a3160c4c", + "metadata": {}, + "source": [ + "### Example 1.25\n", + "\n", + "Let $A$ be the event we chose a red marble and let $B$ be the event we chose from the first bag.\n", + "\n", + "\\begin{align*}\n", + "P(B|A) &= \\frac{P(A|B)P(B)}{P(A)} \\\\\n", + "&= \\frac{\\frac{75}{100} \\cdot \\frac{1}{3}}{\\frac{6}{10}} \\\\\n", + "&= \\frac{75}{300} \\cdot \\frac{10}{6} \\\\\n", + "&= \\frac{750}{1800} = \\frac{75}{180} = \\frac{15}{36} = \\frac{5}{12} \\\\\n", + "\\end{align*}\n" + ] + }, + { + "cell_type": "markdown", + "id": "34782cd8", + "metadata": {}, + "source": [ + "### Example 1.26\n", + "\n", + "Let $A$ be the event we chose a red marble and let $B$ be the event we chose from the first bag.\n", + "\n", + "\\begin{align*}\n", + "P(B|A) &= \\frac{P(A|B)P(B)}{P(A)} \\\\\n", + "\n", + "\\end{align*}" + ] + }, { "cell_type": "code", "execution_count": null, diff --git a/study/001_introduction-to-probability-statistics-and-random-processes/ch1/summary.ipynb b/study/001_introduction-to-probability-statistics-and-random-processes/ch1/summary.ipynb index 6a2b181..474ec3d 100644 --- a/study/001_introduction-to-probability-statistics-and-random-processes/ch1/summary.ipynb +++ b/study/001_introduction-to-probability-statistics-and-random-processes/ch1/summary.ipynb @@ -133,13 +133,44 @@ "$$P(A_1 \\cup A_2 \\cup \\dots \\cup A_n) = 1 - (1 - P(A_1))(1 - P(A_2))\\dots(1 - P(A_n))$$" ] }, + { + "cell_type": "markdown", + "id": "90cf5b00", + "metadata": {}, + "source": [ + "## Law of Total Probability (1.4.2)\n", + "\n", + "$$P(A) = P(A|B)P(B) + P(A|B^c)P(B^c)$$\n", + "\n", + "**Definition.** Law of Total Probability: \\\n", + "If $B_1, B_2, B_3, \\dots $ is a partition of the sample space $S$, then for any event $A$ we have\n", + "\n", + "$$P(A) = \\sum_i P(A \\cap B_i) = \\sum_i P(A|B_i)P(B_i)$$" + ] + }, { "cell_type": "markdown", "id": "c33df800", "metadata": {}, "source": [ - "\n" + "## Bayes' Rule (1.4.3)\n", + "\n", + "**Definition.** Bayes' Rule\n", + "\n", + "- For any two events $A$ and $B$, where $P(A) \\neq 0$, we have\n", + "\n", + "$$P(B|A) = \\frac{P(A|B)P(B)}{P(A)}$$\n", + "\n", + "- If $B_1, B_2, B_3, \\dots$ form a partition of the sample space $S$, and $A$ is any event with $P(A) \\neq 0$, we have\n", + "\n", + "$$P(B_j|A) = \\frac{P(A|B_j)P(B_j)}{\\sum_i P(A|B_i)P(B_i)}$$" ] + }, + { + "cell_type": "markdown", + "id": "849d7c99", + "metadata": {}, + "source": [] } ], "metadata": {