CFA一级考试攻略:贝叶斯法则
2019-05-13cfa
下面欣欣老师就带大家来一一掌握。
CFA一级考试的独立事件和互斥事件
1independent events 独立事件
(1)理解:A和B的发生是互不影响的,A、B发不发生,跟对方都没有关系。
(2)公式:P(B|A)=P(B) P(A|B)=P(A) P(AB)= P(A)P(B)
2mutually exclusive events 互斥事件
(1)理解:A和B不能同时发生,互斥一定不独立。
(2)公式:P(AB)=P(A|B) =P(B|A)=0 P(A or B)=P(A)+P(B)
Total probability rule
CFA全概率计算
1公式
For unconditional probability of event A,P(A)=P(A|S1 )P(S1 )+P(A|S2 )P(S2 )+……+P(A|S
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