\chapter{组合概率} \section{事件与概率} 略。 \section{独立重复试验} 略。 \section{大数定律} 抛一枚硬币$n$次,正面朝上的次数记为$X$,有$X \sim B \left(n, \dfrac{1}{2}\right)$。对$k \in [0, n]$,有$P(X = k) = \dfrac{\binom{n}{k}}{2^n}$。 \begin{theorem}[Bernolli大数定律]\label{Bernolli's law of large numbers} $\forall \varDelta > 0$,当$n \to \infty$有 \[P\left(\left|\dfrac{X}{n} - \dfrac{1}{2}\right| < \varepsilon\right) \to 1 \eqper\] \end{theorem} \begin{theorem}\label{corollary of Bernolli's law of large numbers} 若$X \sim B \left(2n, \dfrac{1}{2}\right)$,则$\forall t \in [0, n]$,有 \[P(\vert x - n \vert > t) \leq e^{-\frac{t^2}{n+t}} \eqper\] \end{theorem} 我们先证明定理\ref{corollary of Bernolli's law of large numbers}。 \begin{proof} 注意到 \begin{equation*} \begin{aligned} P(\vert X - n \vert > t) & = P(X < n - t \text{或} X > n + t)\\ & = P(X = 0) + P(X = 1) + \dots + P(X = n - t - 1)\\ & \ \ \ + P(X = n + t + 1) + \dots + P(X = 2n)\\ & = 2[P(X = 0) + \dots + P(X = n - t - 1)]\\ & = \frac{2\left[\binom{2n}{0} + \dots + \binom{2n}{n-t-1}\right]}{2^{2n}}\\ \end{aligned} \end{equation*} 应用引理\ref{lemma for Bernolli's law of large numbers}: \begin{align*} P(\vert X - n \vert > t) & < \binom{2n}{n-t} \bigg/ \binom{2n}{n}\\ & \leq e^{-\frac{t^2}{n+t}}\eqper \qedhere \end{align*} \end{proof} 我们可利用定理\ref{corollary of Bernolli's law of large numbers}证明定理\ref{Bernolli's law of large numbers}。 \begin{proof} 我们需要证明 \[n \to \infty \text{时} P\left(\left|\frac{X}{2n} - \frac{1}{2} \right| < \varepsilon \right) \to 1\] 只需证 \[n \to \infty \text{时} P\left(\left|\frac{X}{2n} - \frac{1}{2} \right| > \varepsilon \right) \to 0\] 注意到 \begin{equation*} P\left(\left|\frac{X}{2n} - \frac{1}{2} \right| > \varepsilon \right) = P\left(\left|X - n\right| > 2n\varepsilon \right) \end{equation*} 应用\ref{corollary of Bernolli's law of large numbers},这里的$2n\varepsilon$即为定理中的$t$,从而 \begin{equation*} P\left(\left|X - n\right| > 2n\varepsilon \right) \leq e^{- \frac{4n^2\varepsilon^2}{n+2n\varepsilon}} \end{equation*} 当$n \to \infty$时,$e^{- \frac{4n^2\varepsilon^2}{n+2n\varepsilon}} \to 0$,因此$P\left(\left|X - n\right| > 2n\varepsilon \right) \to 0$。 \end{proof}