From c16372206c42b0cc3d1a29b4c71ad676a3b7c08e Mon Sep 17 00:00:00 2001 From: Caleb Burke Date: Mon, 25 May 2026 23:13:21 -0700 Subject: [PATCH] MORE chapter 1 progress --- .../README.md | 2 +- .../ch1/notes.ipynb | 142 ++++++++++++++++-- .../ch1/summary.ipynb | 43 +++++- 3 files changed, 168 insertions(+), 19 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 b57b9f3..59f8c30 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 73 +**Currently reading:** chapter 1, page 80 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 2314251..82e439e 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 @@ -543,7 +543,7 @@ "id": "4790a1dc", "metadata": {}, "source": [ - "## Example 1.20\n", + "### Example 1.20\n", "\n", "$S = [1:11]$\n", "\n", @@ -560,23 +560,137 @@ "$P(A|B) = P(A) \\therefore A$ and $B$ are independent. \n" ] }, + { + "cell_type": "markdown", + "id": "b16a508d", + "metadata": {}, + "source": [ + "### Example 1.21\n", + "\n", + "$P(HHHHT) = P(H)P(H)P(H)P(H)P(T) = \\frac{1}{2^5} = \\frac{1}{32}$" + ] + }, + { + "cell_type": "markdown", + "id": "08fe32c4", + "metadata": {}, + "source": [ + "### Example 1.22\n", + "\n", + "Number of plane rides over 20 years $= 20 \\cdot 20 = 400$\n", + "\n", + "Let $A_i$ be the flight businessman dies where $i \\in [1:401]$\n", + "\n", + "We want to find $P(A_1 \\cup A_2 \\cup A_3 \\cup \\dots \\cup A_{400})$\n", + "\n", + "\\begin{align*}\n", + "P(A_1 \\cup A_2 \\cup A_3 \\cup \\dots \\cup A_n) &= 1 - (1 - P(A_1))(1 - P(A_2))\\cdots(1 - P(A_{400})) \\\\\n", + "&= 1 - (1 - \\frac{1}{4\\cdot 10^6})^{400} \\\\\n", + "\\approx 10^{-4}\n", + "\\end{align*}" + ] + }, + { + "cell_type": "markdown", + "id": "42589434", + "metadata": {}, + "source": [ + "### Example 1.23\n", + "\n", + "a.\n", + "\n", + "What is the probability someone makes a shot in a round?\n", + "\n", + "Let $A$ be the event player 1 makes the shot, and $B$ the event player 2 makes the shot. \n", + "\n", + "\\begin{align*}\n", + "P(A \\cup B) &= 1 - (1 - P(A))(1 - P(B)) \\\\\n", + "&= 1 - (1 - p_1)(1 - p_2) \\\\\n", + "&= p_1 + p_2 - p_1p_2\n", + "\\end{align*}\n", + "\n", + "What is the probability nobody makes a shot in a round?\n", + "\n", + "$$P((A \\cup B)^c) = 1 - p_1 - p_2 + p_1p_2 = 1 - (1 - p_1)(1 - p_2)$$\n", + "\n", + "What is the probability player one wins in the first round?\n", + "\n", + "$$P(W_1(1)) = p_1$$\n", + "\n", + "What is the probability player one wins in the second round?\n", + "\n", + "\\begin{align*}\n", + "P(W_1(2)) = P(R_1(1)) + P(R_1(2)) \\\\\n", + "= p_1 + P((A \\cup B)^c)p_1 \\\\\n", + "= p_1 + (1 - (1 - p_1)(1 - p_2))p_1\n", + "\\end{align*}\n", + "\n", + "What is the probability player one wins in the third round?\n", + "\n", + "\\begin{align*}\n", + "P(W_1(3)) = P(R_1(1)) + P(R_1(2)) + P(R_1(3)) \\\\\n", + "= p_1 + P((A \\cup B)^c)p_1 + P((A \\cup B)^c)P((A \\cup B)^c)p_1 \\\\\n", + "\\end{align*}\n", + "\n", + "What is the probability player one wins on round $n$?\n", + "\n", + "\\begin{align*}\n", + "P(W_1(n)) = P(R_1(1)) + P(R_1(2)) + P(R_1(3)) + \\dots + P(R_1(n)) \\\\\n", + "= p_1 + P((A \\cup B)^c)p_1 + P((A \\cup B)^c)P((A \\cup B)^c)p_1 + \\dots + P((A \\cup B)^c)^np_1 \\\\\n", + "= p_1 + (1 - p_1 - p_2 + p_1p_2)p_1 + (1 - p_1 - p_2 + p_1p_2)^2p_1 + \\dots + (1 - p_1 - p_2 + p_1p_2)^np_1 \\\\\n", + "= p_1 (1 + (1 - p_1 - p_2 + p_1p_2) + (1 - p_1 - p_2 + p_1p_2)^2 + \\dots + (1 - p_1 - p_2 + p_1p_2)^n) \n", + "\\end{align*}\n", + "\n", + "Let $x = 1 - p_1 - p_2 + p_1p_2$, substitute for \n", + "\n", + "\\begin{align*}\n", + "P(W_1(n)) = p_1 (1 + x + x^2 + \\dots + x^n) \n", + "\\end{align*}\n", + "\n", + "Notice that $|x| \\lt 1$. Proof\n", + "\n", + "$$x = 1 - p_1 - p_2 + p_1p_2 = (1 - p_1)(1 - p_2)$$\n", + "\n", + "Since $0