概率论与数理统计 - 上海交通大学数学科学学院

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1、《Probabilityandstatistics》Textbook：《probabilityandstatistics》JayL.DevoreHigherEducationPressReferences。《Introductiontoprobabilityandstatisticsforengineersandscientists》HenryLAlder,EdwardBRoessler。《IntroductiontoprobabilitytheoryandstatisticalInference》LarsonHJ.。《概率论与数理统计》浙江大学

2、盛骤等。Theconceptsofchanceanduncertaintyareasoldascivilizationitself.Peoplehavealwayshadtocopewithuncertaintyabouttheweather，theirfoodsupply，andotheraspectsoftheirenvironment，andhavestriventoreducethisuncertaintyanditseffects.。Eventheideaofgamblinghasalonghistory.Byabouttheyear3

3、500B.C.，gamesofchanceplayedwithboneobjectsthatcouldbeconsideredprecursorsofdicewereapparentlyhighlydevelopedinEgyptandelsewhere.CubicaldicewithmarkingsvirtuallyidenticaltothoseonmoderndicehavebeenfoundinEgyptiantombsdatingfrom2000B.C.。Weknowthatgamblingwithdicehasbeenpopulare

4、versincethattimeandplayedanimportantpartintheearlydevelopmentofprobabilitytheory.Cha1.IntroductionItisgenerallybelievedthatthemathematicaltheoryofprobabilitywasstartedbytheFrenchmathematiciansBlaisePascal（1623-1662）andPierreFermat（601－1665）whentheysucceededinderivingexactprob

5、abilitiesforcertaingamblingproblemsinvolvingdice.In1654,theChevalierdeMere,agambler,wasconsideringthefollowingproblem:Agameisplayedbetweentwopersons,andanyonewhofirstlyscoresthreepointswinsthegame.Inthegame,eachoftheparticipants’placesatstake32countersandthewinnerwilltakeenti

6、restakeofthe64counters.TheChevalierwasconcernedthatiftheplayersleftoffplayingwhenthegamewasonlypartiallyfinished,howshouldthestakesbedivided?Unabletofindananswertothisproblem,heconsultedBlaisePascal.PascalsolvedtheproblemandcommunicatedthissolutiontoFermat.Later,FermatandPasc

7、al,twoofthegreatestmathematiciansoftheirtimes,laidafoundationforthetheoryofprobabilityintheircorrespondencesfollowingPascal’ssolution.Someoftheproblemsthattheysolvedhadbeenoutstandingforabout300years.However.numericalprobabilitiesofvariousdicecombinationshadbeencalculatedprev

8、iouslybvGirolamoCardano（1501－1576）andGalileoGalilei（1564－1642）.Theth