- •Introduction
- •Basic concepts of probability theory
- •Classical definition of probability
- •Relative frequency
- •Geometric probabilities
- •Glossary
- •Exercises for Seminar 1
- •Exercises for Homework 1
- •Basic formulas of combinatorial analysis
- •Operations over events
- •Glossary
- •Exercises for Seminar 2
- •Exercises for Homework 2
- •Theorem of addition of probabilities of incompatible events
- •Complete group of events
- •Opposite events
- •Conditional probability
- •Theorem of multiplication of probabilities
- •Glossary
- •Exercises for Seminar 3
- •Exercises for Homework 3
- •Independent events
- •Where a is the appearance of at least one of the events a1, a2, …, An; .
- •Glossary
- •Exercises for Seminar 4
- •Exercises for Homework 4
- •Theorem of addition of probabilities of compatible events
- •Formula of total probability
- •Probability of hypotheses. Bayes’s formulas.
- •Glossary
- •Exercises for Seminar 5
- •Exercises for Homework 5
- •Repetition (recurrence) of trials. The Bernoulli formula
- •Local theorem of Laplace
- •Integral theorem of Laplace
- •Glossary
- •Exercises for Seminar 6
- •Exercises for Homework 6
- •Random variables. The law of distribution of a discrete random variable
- •A random variable is understood as a variable which as result of a trial takes one of the possible set of its values (which namely – it is not beforehand known).
- •Mathematical operations over random variables
- •(Mathematical) expectation of a discrete random variable
- •Dispersion of a discrete random variable
- •Glossary
- •Exercises for Seminar 7
- •Exercises for Homework 7
- •Distribution function of a random variable
- •Properties of a distribution function
- •Continuous random variables. Probability density
- •Properties of probability density
- •Glossary
- •Exercises for Seminar 8
- •Exercises for Homework 8
- •Basic laws of distribution of discrete random variables
- •1. Binomial law of distribution
- •2. The law of distribution of Poisson
- •3. Geometric distribution
- •4. Hypergeometric distribution
- •Glossary
- •Exercises for Seminar 9
- •Exercises for Homework 9
- •Basic laws of distribution of continuous random variables
- •1. The uniform law of distribution
- •2. Exponential law of distribution
- •3. Normal law of distribution
- •Glossary
- •Exercises for Seminar 10
- •Exercises for Homework 10
- •The law of large numbers and limit theorems
- •The central limit theorem
- •Glossary
- •Exercises for Seminar 11
- •Exercises for Homework 11
- •Mathematical statistics. Variation series and their characteristics
- •Numerical characteristics of variation series
- •Glossary
- •Exercises for Seminar 12
- •Exercises for Homework 12
- •Bases of the mathematical theory of sampling
- •Glossary
- •Exercises for Seminar 13
- •Exercises for Homework 13
- •Methods of finding of estimations
- •Notion of interval estimation
- •Glossary
- •Exercises for Seminar 14
- •Exercises for Homework 14
- •Testing of statistical hypotheses
- •Glossary
- •Exercises for Seminar 15
- •Exercises for Homework 15
- •Individual homeworks
- •Variant 1
- •Variant 2
- •Variant 3
- •Variant 4
- •Variant 5
- •Variant 6
- •Variant 7
- •Variant 8
- •Variant 9
- •Variant 10
- •Variant 11
- •Variant 12
- •Variant 13
- •Variant 14
- •Variant 15
- •Variant 16
- •Variant 17
- •Variant 18
- •Variant 19
- •Variant 20
- •Variant 21
- •Variant 22
- •Variant 23
- •Variant 24
- •Variant 25
- •Final exam trial tests (for self-checking)
- •Appendix
- •Values the functions and
- •List of the used books
- •Contents
Glossary
binomial – биномиальный; Poisson – Пуассон
lawsuit – судебный процесс; tremendous – огромный
moderate – небольшой, доступный; diverse areas – разнообразные области
particle – частица; to discharge – разряжать
circuit – схема; hypergeometric – гипергеометрический
Exercises for Seminar 9
9.1. A die is tossed three times. Write the law of distribution of the number of appearance of 6.
9.2. Find an average number (mathematical expectation) of typing errors on page of the manuscript if the probability that the page of the manuscript contains at least one typing error is 0,95. It is supposed that the number of typing errors is distributed under the Poisson law (typing error – опечатка; an average number – среднее число).
The answer: 3.
9.3. The switchboard of an enterprise serves 100 subscribers. The probability that a subscriber will call on the switchboard within 1 minute is equal 0,02. Which of two events is more probable: 3 subscribers will call or 4 subscribers will call within 1 minute? (Subscriber – абонент, switchboard – коммутатор).
9.4. A die is tossed before the first landing «six» aces. Find the probability that the first appearance of «six» will take place:
(a) at the second tossing the die;
(b) at the third tossing the die;
(c) at the fourth tossing the die.
The answer: (a) 5/36.
9.5. Suppose that a batch of 100 items contains 6 that are defective and 94 that are non-defective. If X is the number of defective items in a randomly drawn sample of 10 items from the batch, find (a) P(X = 0) and (b) P(X > 2).
9.6. There are 7 standard details in a set of 10 details. 4 details are randomly taken from the set. Find the law of distribution of the random variable X equal to the number of standard details among the taken details.
9.7. An urn contains 5 white and 20 black balls. 3 balls are randomly taken from the urn. Compose the law of distribution of the random variable X equal to the number of taken out white balls.
9.8. At horse-racing competitions it is necessary to overcome four obstacles with the probabilities equal 0,9; 0,8; 0,7; 0,6 respectively. At the first failure the sportsman in the further competitions does not participate. Compose the law of distribution of a random variable X – the number of taken obstacles. Find the mathematical expectation of the random variable X (obstacle – препятствие).
The answer: M(X) = 2,4264.
9.9. Two shooters make on one shot in a target. The probability of hit by the first shooter at one shot is 0,5, and by the second shooter – 0,4.
(а) Find the law of distribution of the random variable X – the number of hits in the target;
(b) Find the probability of the event X 1.
The answer: b) 0,7.
9.10. A set of families has the following distribution on number of children:
xi |
x1 |
x2 |
2 |
3 |
pi |
0,1 |
p2 |
0,4 |
0,35 |
Determine x1, x2, p2, if it is known that M(X) = 2, D(X) = 0,9.
