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1.7(易) 因果関係と相関関係,独立性

Last updated at Posted at 2021-07-08

方針

確率変数XとYが無相関であるとは,

E[XY]=E[X]E[Y]

が成り立つことを言い,一方確率変数XとYが独立であるとは

P[XY]=P[X]P[Y]

が成り立つことをいう.本問では,確率変数が

  • A: 確率cでA_1を.1-cでA_2を取る
  • B: 確率bでB_1を,1-bでB_2を取る.

とされているため,独立性を用いるなどして連立方程式を解く.

答案

1.

薬の服用に関する確率変数をA,病気の治癒に関する確率変数をBとおく.今,AとBは独立であるから,

P[A=A_1,B=B_1]=P[A=A_1]P[B=B_1]

などが成り立つので,

\begin{align}
\begin{cases}
a&= bc\\
\frac{1}{9}&= (1-b)\\
\frac{4}{9}&= b(1-c)
\end{cases}
\end{align}

を連立して解くと,

a=\frac{2}{9},\ b=\frac{2}{3},\ c=\frac{1}{3}

となる.

2.

P[A=A_1] = P[A=A_1,B=B_1]+P[A=A_1,B=B_1]

などを用いて,

\begin{align}
\begin{cases}
a+\frac{4}{9}=b\\
a+\frac{1}{9}=c\\
\frac{1}{9}+d=1-b\\
\frac{4}{9}+d=1-c
\end{cases}
\end{align}

これらを連立して解くと,

a=\frac{4}{9}-d,\ b=\frac{8}{9}-d,\ c=\frac{5}{9}-d

参考文献

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