Calcul des Probabilits

.I :
.1 :
:

Exprience alatoire :

9 : 1 .
: ) ( face : F ) . ( pile : P
P . F .
) (ventualit
} = {F , P .
) (Univers des ventualits
) (vnement lmentaire
} A = {P .
.
) (vnement impossible
.
) (vnement certain
9 : 2 .
. = {PP , PF , FP , FF } : . Card ( ) = 4 :
:

} {PP

} {PF } {FP } . {FF

9 : 3 16
. = {1, 2,3, 4,5, 6} :
{1} : } {2 } {3 } {4 } {5 } . {6 . Card ( ) = 6 :
9 : 4
= Ds Cubique
1 . 6
. 1 = {1, 2,3, 4,5, 6} : :
}y 1

. = 12 = {( x , y ) / x 1 . Card ( ) = 36 :

7
A :
. A = {(1, 6 ) ; ( 2,5 ) ; ( 3, 4 ) ; ( 4,3) ; ( 5, 2 ) ; ( 6,1)} :. Card ( A ) = 6 : Card ( ) = 36 = 6
2

7
A :
A C A . A ( vnement complmentaire ). A = { / A } :

.2 :
.

B ) ( B = A
) contraires

-1-

(vnements

 : A A : A .
.
= . A B
A B :
) ( A et B sont incompatibles
A : B .
: A A : A . A A = .
.

.

.II :
.1 :

Espaces Probabiliss Finis :

:

.
0,1
p ) P ( ] [

. p () = 1

.i

) p (A B ) = p (A ) + p (B

.ii

A B ) . P (

) ( , p ( ) , p .

.i : . 1
.ii .

.2 :

) ( , p ( ) , p .

][ 0,1
) p (A

): P (
A

. p ( ) = 0

.i

) p (A ) p (B

.ii

. A B ) p ( :

A B

) (

.iii

) . p A = 1 p (A

.iv

) p (A B ) = p (A ) + p (B ) p (A B

.i = . p ( ) = p ( ) = p ( ) + p ( ) : . p ( ) = 0 :
.ii A B B = A ( B A ) : = ) A ( B A

p ( B ) = p ( A ) + p ( B A ) : p ( B ) p ( A ) = p ( B A ) 0 :
. p ( A ) p ( B ) :

.iii A A = : . A A = ( ) :
. p ( A ) = 1 p ( A ) :

1 = p () = p A A = p ( A ) + p A

-2-

 .iv A B = A ( B A ) :

= ) . A (B A

. p ( A B ) = p ( A ) + p ( B A ) :

) B = (A B ) (B A

= )( A B) ( B A

p ( B ) = p ( A B ) + p ( B A ) p ( B A ) = p ( B ) p ( A B ) :

) . p (A B ) = p (A ) + p (B ) p (A B

Hypothse dEquiprobabilits :

.III :

) ( , P ( ) , p . = {1 , 2 ,..., n } : :

.1 :

Card ( ) = n )

. (n

.
) }. k = p ({1

.2 : :

p ({1} ) = p ({2 } ) = p ({3 } ) = p ({4 } ) = p ({5 } ) = p ({6 } ) = k

} . = {1} + {2 } + {3 } + {4 } + {5 } + {6

1 = p ( ) = p ({1} ) + p ({2 } ) + p ({3} ) + p ({4 } ) + p ({5 } ) + p ({6 } ) :

1
1
=
) n Card (

1
1
=
) n Card (

:
:

= ) }1 = n p ({1} ) p ({1
= ) } k {1, 2,..., n } : p ({k

9 . 1
9 0 . 1
9 ] p : P ( ) [ 0,1 :

. 0

. p () = 0

p . 1
p .
9 A
. A

.3 :

) ( , P ( ) , p
A :

) Card ( A
) Card (

= )P (A

: A . A A = {a1 , a2 ,..., ak } : :

) Card ( A
1
k
=
=
) Card ( ) Card ( ) Card (
-3-

. p ( A ) = p ({a1} ) + p ({a2 } ) + ... + p ({ak } ) = k

 .4 :
.
.
.1 - .
- .
- .
- .
.2 .
.3 .
.4 .
.5 .
: : . 11
.1 - : A . A :
Card ( A ) C 22
1
= ) p (A
= = 2
Card ( ) C 11 55
- : B

. B :

Card ( B ) C 42
6
= ) p (B
= = 2
Card ( ) C 11 55

- :C

. C :

- : D

. D :

Card (C ) C 22
1
= ) p (C
= = 2
Card ( ) C 11 55

Card ( D ) C 32
3
= ) p (D
= = 2
Card ( ) C 11 55

. M :
.2 : M
2
2
C + C 4 + C 22 + C 32 1 + 6 + 1 + 3 1
. p (M ) = 2
=
=
C 112
55
5
M = A B C D : A B C D . :
1
6 1
3 1
p ( M ) = p ( A ) + p ( B ) + p (C ) + p ( D ) = + + +
=
55 55 55 55 5
. N
.3 : N
1 4
M N :
= p (N ) = p M = 1 p (M ) = 1
5 5
.4 : F . F :
C 2 10 2
= . p ( F ) = 52
=
C 11 55 5
.5 :G . G :
C 1 C 81 + C 32 3 8 + 3 27
V V V V
. p (G ) = 3
=
=
C 112
55
55

) (

.IV :

La Probabilt Conditionnelle :

.1 : 1 .
.
: A :
: B
) p (A B
.
.1 :
) p (A

-4-

 .2 B A ) . ) ( p A ( B
.3

.1
Card ( A ) A A
3 4 3
. :
= ) . p (A
=
=
=
2
) Card (
A5
5 4 5
1
4

1
3

: .
: A B :
Card ( A B ) A 31 A 21 3 2
3
:
= ) . p (A B
=
=
=
2
) Card (
A5
5 4 10
:

3
p ( A B ) 10 1
=
=
.
3
) p (A
2
5

A 21 2 1
= = . pA ( B ) = 1
.2 B A :
A4 4 2
A
.
. U
.3 :

) p (A B
) p (A

= ) . pA ( B

) ( , p A ) P ( . p ( A ) 0

.2 :

B A :
) p A ( B ) p ( B / A :

.3 :

) p (A B
) p (A

) p (A B
) p (A

= ) pA ( B

9 :
) Card ( A B
B A :
) Card ( A

.4 : 2

= ) pA ( B

9 A :
]p A : P ( ) [ 0,1
B
) pA ( B
250 :

250 .
.

-5-

 .1 :
: G
.
: F
.
: E
.
: I
.2
.

:
200 4
=
250 5

.1 :

) Card (G
) Card (

Card ( F ) 50
1
=
=
Card ( ) 250 5
110 11
=
250 25

140 14
=
250 25

) Card ( E
) Card (
) Card ( I

) Card (

= ) . p (G
= ) . p (F
= ) . p (E

= ) . p (I

80
2
.2 :
=
200 5

.5 :
:

= ) . pG ( E

Formule des Probabilits Composes :

A B :
) p ( A B ) = p ( A ) pA ( B ) = p ( B ) pB ( A
:
:

) p (A B
) p ( A B ) = p ( A ) pA ( B
) p (A

) p (A B
) p ( A B ) = p ( B ) pB ( A
) p (B

= ) . pA ( B
= ) . pB ( A

A B :
) p ( A ) pB ( A
=
) p ( B ) pA ( B

Les Probabilits Totales :

.V :

Partition dun ensemble :

.1 :

: } . = {1, 2,3, 4,5, 6 A1 = {2, 4, 6} : } A 2 = {1 }. A 3 = {5, 6

:
= A1 A 2 = A1 A 3 = A 2 A 3 . = A1 A 2 A 3
A1 A 2 A 3 .
A1 A 2 A 3 .

.2 :

) ( , p

. n

A1 A 2 . . . A n
. :
= A i A j 1 i n 1 j n . i j
-
-

= A1 A 2 ... A n

-6-

 .3 :
) ( , p

. n

A1 A 2 ... A n B . B :
) p ( B ) = p ( A1 ) p A1 ( B ) + p ( A 2 ) p A2 ( B ) + ... + p ( A n ) p A n ( B

: A1 : A 2 ... A n . B :

B = B
) B = B ( A1 A 2 ... A n
) B = ( B A1 ) ( B A 2 ) ... ( B A n

A1 A 2 ... A n B A1 B A 2 ...

) p ( B ) = p ( B A1 ) + p ( B A 2 ) + ... + p ( B A n

B A n . :

) p ( B ) = p ( A1 ) p A1 ( B ) + p ( A 2 ) p A2 ( B ) + ... + p ( A n ) p An ( B

.4 : :
1

:
: U1 .
: U2 .

:
9 1 . U1

9 2 . U2
.1 .
.2 .
.3 . U1
:
: A1 : 1 . : . U1
: A 2 2 . : . U2
A1 A 2 .
.
.1 : B :
2 2 2 3
43
= . p ( B ) = p ( A1 ) p A1 ( B ) + p ( A 2 ) p A2 ( B ) = +
0, 41
B :
3 5 6 7 105
.
.2 : R :
2 3 2 4
62
= . p ( R ) = p ( A1 ) p A1 ( R ) + p ( A 2 ) p A 2 ( R ) = +
0,59
R :
3 5 6 7 105
.3 U1 ) . p B ( A1
p ( B ) p B ( A1 ) = p ( A1 ) p A1 ( B ) : :

2 2

4 105 28
==3 5
=
0, 65
43
15 43
43
) p (B
105
:

) p ( A1 ) p A1 ( B

-7-

= ) p B ( A1

Lindpendance :

.VI :
.1 :

) ( , p . A B :

) p (A B ) = p (A ) p (B
p ( A ) 0 A : B ) . p A ( B ) = p ( B

.2 :
1 6 . :
: A 2 .
.
: B 7
:C .
.1 p ( A ) : ) ( B ) p ( A B :
A B .
.2 A C
:
.1 C :

1 6
6
1
=
=
2
6
36 6
1

) Card ( A

) Card (

= ) . p (A

B = {(1, 6 ) ; ( 2,5 ) ; ( 3, 4 ) ; ( 4,3) ; ( 5, 2 ) ; ( 6,1)} : C :

6
1
=
2
6
6
11 11
1
A B = {( 2,5 )} : :
=
2
6
36

) Card ( B
) Card (

) Card ( A B
) Card (

= ) . p (B

= ) . p (A B

.2 p ( A B ) = p ( A ) p ( B ) : A B .
) Card (C

32
9
1
= ) . p (C
.3 C :
= = 2
=
36 4
Card ( ) 6

A C = {( 2, 2 )} : A C :

Card ( A C ) 11 11
1
= = 2
) Card (
6
36

= ) . p (A C

1 1
1
1
= = ) p ( A ) p (C
= ) p ( A C
:
6 4 24
36
. p ( A C ) p ( A ) p (C ) : A C .
-8-

Lindpendance des preuves alatoires :

.3 :
:
.
(i 9 n ) . (
(ii 9 n m ) . ( n m

) (
(iii 9 n m .
(iv 9 n .
.
.
: ) (i ) (iii ) . (iv
) . (ii
) ( ...

.
Les preuves rptes :
:
9 :
.
.
n .
9 : .
3 .
: : .
.
:1 : S : 3
2 1
= = ) . p (S

S = {3, 6} :
6 3
S .

C 54 : . S

1
: S
3

= ) p ( S E = S :

) (

1 2
= . p ( E ) = p S = 1 p (S ) = 1
3 3
1

) (

1 2
SESSS . ( p ( S ) ) p S = : :
3 3
3 :
4
1
10
2
4 1
= C5
0, 41
243
3 3
: 2
.
: A 3
A :
-9-

Card ( A ) C 54 24 41
2 4
1 2
=
= C 54 = C 54
= ) p (A
6
6
) Card (
6 6
3 3

) ( , p

n S p

.
n S k ) :
n k

( 0 k n :

) C nk p k (1 p

. :
2
.1
. .
3
.
.2 0 1
. 2 .
. 1

.VII :

.1 : 1
B1 B2
. :
.
B1 B2
.1 :

:E

:F

. 2 S :
17
= ) . p (S
- :
30
-
.
S
.2 : 2
)
( . :
.
.
.1 - .
- .
.2
.
.3 : 3
60% 40% . 20% 10%
. .
.1 :
.
.
.
.
.2 .
.3 .

- 10 -