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. .

2002

542(042)
24..73
70

. . ;

. .

70

. .
: . 2 . . 1 / . . . - .: , 2002. - 68 .
ISBN 985-445-790-7.

- , .
IV .
542(042)
24..73

ISBN 985-445-790-7(. 1)
ISBN 985-445-792-3

. ., 2002
, 2002


_______________________________________________________5
___________________________________________________________7
1 ____________________________________________________________9
1.1.
. .
. ________________________________________________ 9
1.2.

. _____________ 12

1.3. .
.________________________________________ 15

2 ___________________________________________________________18
2.1. .
. . _________________ 18
2.2. .
. . _________________________________ 22

3 ___________________________________________________________26
3.1. .
. .
. ___________________________________________________________ 26
3.2.

. _________________________________ 29

3.3.
. . ___________________ 31

4 ___________________________________________________________35
4.1. ,
. ______________________________________________________________ 35
4.2. , ,
. _____________________________________________________________ 37
4.3.
. . ____________ 40

5 ___________________________________________________________43
5.1. . ____________ 43
5.2.

. _____ 46

5.3.

. . _____________________ 48

6 ___________________________________________________________51
6.1. .
. _______________________________________________________________ 51
6.2.

. . ___________ 54

6.3.

. ________________________ 56

6.4.
. . ___________________ 57

_______________________________________________________60
1 ____________________________________________________________ 60
2 ____________________________________________________________ 63
3 ____________________________________________________________ 64
4 ____________________________________________________________ 65
5 ____________________________________________________________ 67
6 ____________________________________________________________ 68
7 ____________________________________________________________ 69
8 ____________________________________________________________ 69


IV , , - ,
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:
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.
,
.
, - .

,
.
,
.
, . ,
5

,
,
.
;
.

, . ,
. . -. ,
, .
,
:
1. .., .. . .: . ., 1985. 327 .
2. .., .. - . .: , 1970. 221 .
3. . . .: , 1985. 272 .

- , , - .
,
. - , -,
( 24 10 ) , -, . , ,
. ,
, .


-
- . . , ,
. ,
, , .

(. 1), x1, , xk
; w1, , wl , (
); y1, , ym . x1,
, xk , . ,
, . ,
, ,
. ,
, .

, .
, . ,
.

. 1. .

, , , , :
y = (x1, x2,, xk).
x1, x2,, xk , x1, x2,, xk ,
.
.
, . , . () ,
.
.
. , .
. .

1
. .
. . . . .

1.1 . . .
.
, , , .
,
- . , ,
.
. .
, . .
, ,
, .
.
. (
, ).
(, , ..) . ,
, .
:
1. . , , , .
2.
. , ,
9

.
3. , .
, , ( ).
: , , , .

,
, , , .
,
,
.
, (
). ( ) :
= = ,

(1.1)

= .

(1.2)

. ,

(1.3)

. ,

(1.4)


(1.5)
( + .) ( - .),
. .
(1.6)
- . + ..
,
, :
10


,
A

(1.7)

A = .

(1.8)

,
(1.9)
.
A

. A .

(1.10)

. =

.
A

(1.11)

. A = . .

(1.12)

,
. : ,
. . << A , << a , :
a . a . .

A = a = a 1 a (1 ) A a 1 . .
(1.13)
a

, 100 .

11

1.2.

. , . -

, , .
, X1, X2, , n
1, 2, , n
Z = f (X1, X2, , n).

(1.14)

, ,
:

Z + z = f ( X 1 + x1 , X 2 + x2 , ..., X n + xn ) ,

(1.15)

z Z.
(1.15) :

Z + z = f ( X 1 , X 2 , ..., X n ) +
n

xi +
+
X

i
i =1
i =1

1 2 f 2
xi + ... .
2 X i2

(1.16)

, , i Xi, (1.16) , .
n

(1.17)

Xf x .

(1.18)

Z + z f ( X 1 , X 2 , ..., X n ) +

xi ,
X

i
i =1

(1.14)
n

i =1

12


n :
n

i =1

f
xi =
Xi

Xf
i =1

i ,

(1.19)

.. ,
. ,
i xi , .
, , (1.14)
, :
2

xi .
Xi

i =1

(1.20)

(1.19) (1.20) . , :
1. .
X
Z = BX,
, Z
z = B x .

(1.21)

2. . X1, X2, , n 1, 2, , n
Z = (X1 + + m) (k + + n),
,
Z :
z =

( x1 )2 + ... + ( xm )2 + ( xk )2 + ... + ( xn )2 ;
13

(1.22)

,
(1.23)
z x1 + ... + xm + xk + ... + xn .
3. . X1, X2, ,
n 1, 2, , n

X ... X m
Z= 1
,
X k ... X n
, Z :
x
= 1
Z
X1

+ ... + m
X

xk
+
X
k

+ ... + n
X

; (1.24)

,
z
Z

x1
X1

+ ... +

xm
Xm

xk
Xk

+ ... +

xn
Xn

(1.25)

4. . X
Z = f (X), Z
z =

Z
x .
X

(1.26)

5. . X
Z = X m ( m ),
Z m , :
z
Z

= m

x
.
X

(1.27)

(1.21) - (1.27), .
,
: 1) , 2) , 3) (
).
14

Z
(, 1),
.

(1.19) (1.20).
1.3.

. .

1, 2, , n. mi, i,
n = i.
(mi / n) . ( n )
i, = i ( ):
i = ( = i) (mi / n).
(1.28)
, :
n

pi = 1.

(1.29)

i =1

, i i:
1
1

2
2

3
3

n
n

, . .
, ,
, , .
15

,
. , .
( ) = F(x)

(1.30)

( ,
) .
, (. 2 3). F(x) , ..
1 2, F(1) F(2) (. 3).

. 2.
.

. 3.
.

F(x), i, , i. ,
1 2,
(1 2) = F(2) - F(1).

(1.31)

F() : F(-) = 0,
F(+) = 1. ,
. , ,
(. 2).

.
F() ,
16

f ( x) =

dF ( x)
.
dx

(1.32)

f (x) . (. 4).

. 4.
.

, , = 1 = 2
, , 1 2:
x2

(1 2) =

f ( x) d x = F( ) - F( ).
2

(1.33)

x1

F() = (- )=

f ( x) d x .

(1.34)

- < < +
,
+

f ( x) d x = 1.

17

(1.35)

2
. . . . .
. .

2.1.

. . .


(),
, .
(
) ( ),
.
( ) ( ) [],
mx m.

n

xi pi ,

m = M [X] =

(2.1)

i =1

m = M [X] =

x f ( x) d x .

(2.2)

, x .
:
1. ( ),
(2.3)
[c] = c,
[c] = c [].
18

(2.4)

2.
:
(2.5)
[1 + 2 + + n] = [1] + [2] + + [n].
3. :
[123n] = [1] [2] [3] [n].
(2.6)
,
, .
4. Z
n
Z = f (X1, X2, , n),
,
M [Z ] = f (M [ X 1 ], M [ X 2 ], ..., M [ X n ]).
(2.7)
( ) , . .
D [X] = M [(X mx)2].
(2.8)
:
n

D [X] =

( xi mx ) 2 pi ,

(2.9)

i =1

D [X] =

( x mx )

f ( x) d x .

(2.10)

: Dx, x2, 2(X).


.
( ,
):
x = =

D [X ] .

:
19

(2.11)

1. ( ),
2(c) = 0,

(2.12)

(2.13)
2(c) = 2 2().
2. :
2() = [ X 2 ] m x2 .

(2.14)

3.
:
2(1 + 2 ++ n) = 2(1) + 2(2) + + 2(n).

(2.15)

(2.15) .
,
(2), ().
4. Z n
Z = f (X1, X2, , n),
,
2

f 2
f 2
( X 1 ) +
( X 2 ) +
( Z ) =
X
X

2
2

f 2
( X n ) .
+ ... +
X

(2.16)

(2.16) ,

.
, x3, :
+

= ( x m x ) 3 f ( x) d x / 3x .

20

(2.17)

. 5 , .

. 5.
.

,
X mx
,
(2.18)
X0 =
x

(2.19)
[X0] = 0, D [X0] = 1.
, (2.19):
X mx 1
1
[M ( X ) m x ] = 0 ,
M[X0] = M
M [ X mx ] =
=

x
x
x

X mx 1
D[ X ]
1
D[ X 0 ] = D
= 2 D( X m x ) = 2 [D( X ) 0] =
= 1.

x
2x
x x
, 0 :
1
1 x mx
,
f1 ( x0 ) =
f1
x
x x

(2.20)

f1 ( x0 ) = x f ( x) = x f (m x + x x0 ) ,

(2.21)

f ( x) =

21

x mx
,
F ( x) = F1 ( x0 ) = F1
x

(2.22)

F1 ( x0 ) = F ( x) = F (mx + x x0 ) .

(2.23)

()
.
. . F(x)
F(x) = , . . ,
( x) = . 1/2, (. 6).

. 6. .


. , 1/2 = mx
2.2.

. . .


,
( x mx ) 2
1
, ( < x < +) ,
exp
f ( x) =
2

2 x
2

(2.24)

mx 2x .
22


1
F ( x) =
2 x

( x mx ) 2
d x.
exp
2

(2.25)


. ( ) ,
. ,

. , , .
, (. 7).

. 7. .

. 8. F0(x)
.


.
1
F0 ( x) =
2

exp( x 2 / 2) d x ,

(2.26)

. 8.
, 01 02,
(01 0 02) = F0(02) F0(01).
23

(2.27)


() = F0()

() = F0() = F0() F0(0) =

1
2

(2.28)
x

exp( x

/ 2) d x . (2.29)

( 1).
, . . (-) = -(), () > 0.
(2.27) (2.28)
:
(01 0 02) = F0(02) F0(01) =
= (02) + - (01) - = (02) - (01).

(2.30)

x mx
x mx
=
X0 2
P( x1 X x2 ) = P 1

x
x

x mx
x mx
.
1
(2.31)
= 2
x
x
1 2
, .
x = X mx .

(2.32)

, :
P( x ) = P (mx - X mx + ).

(2.33)

,
P ( x0 ) = P (- X0 +) = () (-) = 2().

(2.34)

mx



= 2 .
P ( x ) = P x0
x

x
/ = k, (2.35)
24

(2.35)

P ( x k) = 2(k),

(2.36)

P ( x ) = 2(1) = 0.6826,
P ( x 2) = 2(2) = 0.9544,
P ( x 3) = 2(3) = 0.9973.
, , ( ), .
2 ( 3 ) , , .
:
1 2 ,
Y = X1 + X2
, ,
M [Y ] = M [ X 1 ] + [ X 2 ],
(2.37)
[Y ] = 2 2 [ X 1 ] + 2 2 [ X 2 ] .

25

(2.38)

3
.
. . . .
. .

3.1. . . .
.

( )
. , , . - ,
,
,
, . , ,
,
, . ,
, .
.
(),
. , . , 1, 2, , n
. nx ,
. (nx / n) ,
, . , , , ( )
Fn(x) = nx / n.
(3.1)
26

, , 1, n Fn(x) F(x) . ,
. 1 < 2 < < n ( , ).
, 1/n.
x < x1,
Fn(x) = 0
Fn(x) = k/n

xk x < xk+1, k = 1, 2, , n 1,

x xn.
Fn(x) = 1
Fn(x) . 9. . = k
(k 1)/n k/n,
.

. 9. .

: n .
min xmax
k ( j = 1, 2, , k).
, :
k = 1+ 1.39 ln n
(3.2)
.
h = ( x max x min ) / k .
(3.3)

27

, j-, nj.

p*j = n j / n

(3.4)

j. , j-, :
x*j = ( x j 1 + x j ) / 2 .

(3.5)

. 1.
1
.

1
2

(min, x1)
(1, x2)

(k-1, xmax)

x1 *
x2 *

xk*

n1
n2

nk
n

p1*
p2*

pk*
1

, . 1,
, , (. 10). . 11
Fn(x),
.

. 10. .

. 11. Fn(x),

.

.
28

. .
( , ..), .
*(1, 2, , n) , n ( ) . () .
*(1, 2, , n) , , . . [*] = .

,
.
3.2. .
.
.
, n .

f (x, a), , . 1, 2,
, n. i . (i - / 2), (i + / 2) f (x, a) . n ,
, , ..,
(x, a) = f (x1, a)f (x2, a)f (xn, a) n =
= f (x1)f (x2)f (xn) n .
(3.6)

, , 29

. * ,
, ..
P ( x, a )
= 0.
a a =a *

(3.7)


2 P ( x, a )
< 0.
a2

(3.8)

,
L ( x, a ) = ln

P ( x, a )
n

ln f ( xi , a) ,

(3.9)

i =1

.
L
,
L
1 P
=
ln P =
, P > 0.
(3.10)
a a
P a
,
, :
1*, 2*, , k*,
.


f ( x) = exp(x), 0 x <

(3.11)

1, 2, , n.
:
n

L=

ln( exp(x )) = n ln x .
i

i =1

i =1

30

(3.12)

L n
xi = 0 ,
=
i = 1

(3.13)

1
,
x

(3.14)

* =

xi

i =1

x .
3.3.
.
.

f ( x) =

( x m) 2
1
1
=
exp
2
2 2 22

( x m) 2
.
exp
2
2

n
= xi (i = 1, 2, , n)
2

P ( x, m, ) =

(2 )
2

1
exp
2 2

( xi m)

i =1

(3.15)


n
n
1
L ( x, m, ) = ln n = ln 2 - ln 2 2
2
2

2
2

( xi m) 2 .

(3.16)

i =1

(3.16) m
L
2
= 2
m 2

( xi m) = 0 .
i =1

1/2 0,
n

( xi m) = 0 .
i =1


31

(3.17)

1
m =x=
xi ,
n i =1

(3.18)

x ( ). , . , Z
n
Z = f (X1, X2, , n),

z = f ( x1 , x 2 , ..., x n ) .
(3.16) 2,
L

n 1
1
=

+
2 2 2( 2 ) 2
2
1
1
2 n 2

( xi m) 2 = 0 ,

(3.19)

i =1

( xi m) = 0 .

i =1
n

(3.20)

1/(22) 0,
1
n 2

( xi m) 2 = 0 ,

(3.21)

i =1

s12 :
2 *

( ) =

s12

1
(xi x )2 .
=
n i =1

(3.22)

, ,
. , s12

n 1 2
M [ s12 ] =
.
(3.23)
n
s12
n/(n - 1)

32

s 2 = s12

n
=
n 1

( xi x) 2
i =1

n 1

(3.24)

(3.24)
, x , ,
. , ,
. , n l, .
f=nl
(3.25)
.
s2
, (3.24) :

s =

xi

n
i =1
2

xi
n
i =1

n 1

(3.26)

, : x m
s2 2.

, . 1, 2, , n , 1, 2, , n
, Z
(3.27)
Z = 1X1 + 2X2 + + nXn ,
Z :

2 ( Z ) = a12 2 ( X 1 ) + a22 2 ( X 2 ) + ... + an2 2 ( X n ) .

(3.28)

1, 2, ,
n. ,
: 1', 2', , n'; 1'', 2'', , n'' .. 1, 2, ,
33

n n 2(1), 2(2), , 2(n).



, :
2(1) = 2(2) = = 2(n) = 2.
(3.29)
(3.28) , Z ( 1 = 2 = = n = 1/n):

1 2
1
2
2
2
2
x
x
x
n

(
)
+

(
)
+
...
+

(
)
=

=
. (3.30)
1
2
n
n
n2
n2
(3.30) , n
,

( x ) =
.
(3.31)
n
2 ( x) =

(x)
,
. .

,

s 2 ( Z ) = a12 s 2 ( X 1 ) + a22 s 2 ( X 2 ) + ... + an2 s 2 ( X n ) ,


s(X )
s2 (X )
,
, s ( x) =
n
n
s2 , s .
s 2 ( x) =

34

(3.32)
(3.33)

4
, . , ,
. . .

4.1.

,
.

, , , , .

.
*. (,
) = f (),

P a * a = .

(4.1)

,
*, .

p = 1 ,
(4.2)
. (4.1) ,

a * a a * + .

(4.3)

. I = a* . a = a* -
a = a* + .

.
,
: , I ( ). 35

.
(0,9; 0,95 0,99)
I. :

P a * a = P ( a ) = F ( ) F (- ) =

f (a) da = .

(4.4)

,
, .
n.
m x

*

( x) = / n .
,

.
(4.5)
P ( x mx ) = = 2
( x)
,
( 1) k = / ( x) .

x k ( x ) m x x + k ( x ) ,

(4.6)

m x x + k
.
(4.7)
n
n
(4.7) ,
.
. 1,

x k

36

x1 U1 p / 2 mx x1 + U1 p / 2 ,

(4.8)

U1-p/2 ( 2).
* , , . , :
1) n 50 , :

k = / ( x ) / s ( x ) ;
2) *
*, , n .
.
(1) / 2 * (1+ ) / 2 ,

(4.9)

p/2 * 1 p/2 .

(4.10)

(4.2)

4.2.

, ,
.


. , ( ), , , , .
0 1.
, . , 0.10, 0.05 0.01. , * ( ),
, , p/2
37

1-p/2. p/2 1-p/2 ; * < p/2 * > 1-p/2


( ) (. 12).

. 12.
.

. 13.
.

0 p/2 1-p/2,
. 0
, . , .
. , ,
.
. ,
, .
, , .
, (1 - ) .
. 13 , 0 1.
> p, 0 1, , < p.
,
0 p, , . . .
, 1
p, ,
p (1 - ). , ,
38

(1 - ).
,
.

p = 0,05, , , , ; , .
, a1* a2*
, 1 2. , a1* a2*
1 2 ,
. . 1 = 2. , -.
, a1*
a2* . -

a* = a1* a2* ,
. a1* / a2* ,
.
, , : a1* > a2* a1* < a2* .
,
,
( , ).
(. 12).
, = 0,05 0.025 0.975, . . () *, * < 0.025 * > 0.975. (, * < 0.025) * > 0.975.
0,025, , , 0,025. , ,
,
.
, , 39

. , , , .

= 0,05, = 0,10, 0.05 0.95. - , , 0.95.
0.05. 0.975. 0.95 < 0.975, , , ,
.
4.3.

.
.

.
( 4.6 4.8).
2 ,
s2.
, n. n 50 (4.7) . ,
.


, t-. t
t=

x mx
n
sx

40

(4.11)

(t) =

f + 1
f +1

2 2
1
2 1 + t
,
f
f
f

2

< t < + ,

(4.12)

(f ) - :

( z ) = e y y z 1dy ;

(4.13)

f . s2 x
, f = n 1.
f, . . 14 t- f
.

. 14. .

t-
, f
t . f s 2 2 ,
( ) .
, (tp/2;
t1-p/2),
41

P (t p/2 t t1 p/2 ) = 1 p = .

(4.14)

,
t p/2 = t1- p/2 .
(4.15)
t-, tp(f ), f , ,
. . , t (tp/2; t1p/2). (4.14) t (4.11) (4.15),
t1 p/2

x mx
n t1 p/2 ,
sx

(4.16)


s
s
x x t1 p/2 m x x + x t1 p/2 .
(4.17)
n
n
t1-p/2 f
3. (4.17)
,

( x s ( x) t1 p/2 ) ( x + s ( x) t1 p/2 )

(4.18)

. (4.18)
.
s
s ( x) t1 p/2 = x t1 p/2 = ,
(4.19)
n
. . , . :
s
X = x = x x t1 p/2 .
(4.20)
n

42

5
.
; . , .

5.1. .

:
Z = f (X1, X2, , k),

X1, X2, , k. Z

,
. -
. ,
.
, Z
X: Z = f (X). ,
. 1, 2, , n n . i zi,
z s2(Z)
f = n 1.

( Z ) = s ( z ) t1 p/2 =

s (Z )
t1 p/2 .
n

(5.1)


:
s (Z )
t1 p/2 .
(5.2)
n
f (x) zi i ,
Z = z ( Z ) = z

43

x s (X),
z s (Z) :
z = f (x) ,
s (Z ) =

f
X

(5.3)
s(X ).

(5.4)

X =x

, Z c , :
1) X1, X2, , k .
2) Z .
3) z

s 2 ( z) = 2 ( z) .

(5.5)

. :
z = f ( x1 , x 2 , ..., x k ) ,

(5.6)

x1 , x 2 , ..., x k .

k

s 2 ( z) =
X j
j =1

s2 (x j ) .

X j = x j

(5.7)

( Z ) = U1 p / 2 s ( z ) ,

(5.8)

U1-p/2 ( 2), 1,96 = 0,05.


= 0,95 :

Z = z ( Z ) = z U1 p / 2 s ( z ) = z 1.96 s ( z ) z 2 s ( z ) . (5.9)
,
44

( 1) , :
2

( Z ) 2 s ( z ) =

x j =
X j

j =1

(2 s ( x j ) )2 , (5.10)
X j

j =1

x j = 2 s (x j ) .

(5.11)


, . , , :
= + .

(5.12)

,
, . , , , 0,01 ( 0,005 );
0,1% 0,01%; . . , ,

( 1)
k

j =1

f
x j .
X j

(5.13)

.
:

Z = z = z ( + ) .

45

(5.14)

5.2.

2 ,
s2.

2-.
n 1, 2, , n
. ,

xi x
=

i =1
2

(5.15)

f = n 1 . 2 f:

( )

1
2
(2) = f /2
2 ( f /2 )

f -2
2 e 2

0 2 ,

(5.16)

(f ) -. . 15 2 f. , f.

. 15. 2-.

= 1 2
2p/2 2 12- p/2 ,
46

(5.17)


2 12-p , 2 2p .

(5.18)

12- p f 4.

n

s2 =

(xi x ) (xi x )2
2

i =1

n 1

i =1

(5.15) :
2 = f s 2 / 2 .

(5.19)

(5.19) (5.17) 2, :
2p/2 f s 2 2 12- p/2 ,

(5.20)

f s2
f s2
2
2 .
12- p/2
p/2

(5.21)

:
2 f s 2 2p , 2 f s 2 12- p .

(5.22)

2- , . , n 30
s
ms =

s = / 2 f .

(5.23)

(5.23) n 30

s s / 2 f .

(5.24)

(4.8) ( 4)
s ( s / 2 f ) U1 p/2 s + ( s / 2 f ) U1 p/2 .
47

(5.25)

5.3.

. .


. , , : ?
1, 2, , xn1 ' 1, 2, , xn 2 ' ' ,
x1 x2 . f1 = n1 1 f2 = n2 1:
n1

s12 =

(xi ' x1 )
i =1

f1

n2

; s22 =

(xi ' ' x2 )


i =1

f2

(5.26)

, s12 s22
.
, 12 ,
22 . 0: 12 = 22 . , s12 s22 .

. (F-, v2-)
( s12 / 12 )
F= 2 2 .
( s2 / 2 )

(5.27)

F-
f + f2
1
f1 2

F ( f1 2 ) / 2
2 f1


(F) =
, 0 F ,
( f1 + f 2 ) / 2
f1 f 2 f 2

f

1 + 1 F
2
2

f2

48

(5.28)

(f ) -.
f1 f2. . 16
F- f1 f2.
.

. 16. F-.

5 F1-p ( )
= 0,05. F
1
.
(5.29)
F p ( f1 , f 2 ) =
F1- p ( f 2 , f1 )
12 = 22 12 / 22 = 1 , , F-
s12 / s22 . (1 ) F
F p / 2 ( f1 , f 2 ) F F1 p / 2 ( f1 , f 2 )

(5.30)

1
F F1 p / 2 ( f1 , f 2 ) .
F1 p / 2 ( f 2 , f1 )

(5.31)

(5.29)

F = s12 / s22 , , (1 )
s12
1

F1 p / 2 ( f1 , f 2 )
F1 p / 2 ( f 2 , f1 ) s 22
49

(5.32)

, , :
s12
s 22

F1 p ( f1 , f 2 ) .

(5.33)

, (5.32) (5.33),
;
. , . s12 .
12 = 22
, 12 > 22 , . .
. (5.33) ,
s12
s22

> F1 p ( f1 , f 2 ) .

(5.34)

F1-p ( f1, f2) = 0,05 5.


12 22 , . .
. (5.32)
,

s12
s22

> 1,

1
<1
F1 p / 2 ( f 2 , f1 )

. ,
s12
s 22

> F1 p / 2 ( f1 , f 2 ) .

(5.35)


, ( ).

50

6
.
; , . ;
. . ; , .

6.1.

. .


,
. ,
( ). n (,
) y1,
y2, , yn ,
n

2
s.
=

( yu y )

yu

u =1

, y =

n 1

u =1

(6.1)

( )
2
s. = s.

(6.2)

,
. . , k , : n1, n2, , nk.
s12 , s22 , , sk2 .
: f1 = n1 1, f2 = n2 1, , fk = nk 1.
(
):

51

2
s.

f1s12 + f 2 s22 + ... + f k sk2


=
=
f1 + f 2 + ... + f k

(n1 1)s12 + (n2 1) s22 + ... + (nk

1) sk2

n1 + n2 + ... + nk k

(6.3)

, k :
f . = n1 + n2 + ... + nk k =

n j k .

(6.4)

j =1

(n1 = n2 = =
= nk = n),
k

2
s

(
n 1) (s12 + s22 + ... + sk2 )
=
=

(n 1)

s 2j

s 2j

j =1

j =1

,
(6.5)
nk k
k (n 1)
k
. . . f. = k (n - 1).
,
. .
,

.
,
k

2
s

f1s12 + f 2 s22 + ... + f k sk2


=
=
f1 + f 2 + ... + f k

f j s 2j
j =1

(6.6)

.
. , /,
52

B=

2
f ln s

ln s 2j ,

(6.7)

1
1

,
f j f

(6.8)

j =1

1
C = 1+
3(k 1)

j =1

2 k 1 ,
fj > 2. ,

B / C 12 p .

(6.9)

, .
> 1, B 12 p ;
B > 12 p , .

(n1 = n2 = = nk = n),
.

G=

2
smax
k

s 2j

(6.10)

j =1

G k f = n 1, .
6 G1-p
= 0,05.
G < G1 p (k , f ) ,
(6.11)

.
, .
53

6.2. . .
, , .
n1 n2.
mx x2, my y2. : x , s x2 y , s 2y .
: mx = my x2 = y2 = = 2. s x2 s 2y .
z = x y.

(6.12)

( 2.37 2.38) z
mz = mx m y ,
(6.13)
2
1 1
2x y
=
=
+
= 2 + .
n1 n2
n1 n2

2z

2x

+ 2y

z m z (x y ) m x m y
=
.
z
(1/n1 + 1/n2 )

(6.14)

(6.15)

,
:
t=

(x y ) (mx m y )
s (1/n1 + 1/n2 )

(6.16)

f = n1 + n2 2.
,
s=

f1s12 + f 2 s 22
=
f1 + f 2

(n1 1) s12 + (n2 1) s22 .


n1 + n2 2

(6.17)

= 1
(mx - my)
54

x y t1 p / 2 s (1 / n1 + 1 / n2 ) m x m y
x y + t1 p / 2 s (1 / n1 + 1 / n2 )

(6.18)


m x m y x y + t1 p s (1 / n1 + 1 / n2 ) ,

(6.19)

m x m y x y t1 p s (1 / n1 + 1 / n2 ) .

(6.20)

mx = my (6.18) (6.20)
.
,
x y > t1 p / 2 s (1 / n1 + 1 / n2 ) ,

(6.21)

,
x y > t1 p s (1 / n1 + 1 / n2 ) .

(6.22)


, .
,
(. . 2x 2y ).
.
n1 = n2 = n t-:
t

f =

(x y )

(6.23)

s x2 + s 2y
n 1
c 2 (1 c) 2

, c =

s x2
s x2 s 2y

s x2 f1 = n1 1, s 2y f2 = n2 1,
.
T=

1 t1 p / 2 ( f1 ) + 2 t1 p / 2 ( f 2 )
1 + 2

1 = s x2 / n1 2 = s 2y / n2 . ,
55

(6.24)

x y >T .
,
/2 .
t-, .
,
.
k ( j = 1, 2,, k) :
s (x j )
xj
t1 p / 2 ( f j ) = x j x j .
(6.25)
nj
, :
w j =1 x j2 .

(6.26)

( )
X =

wj x j wj ,
j =1

(6.27)

j =1


X =

wj .

(6.28)

j =1

6.3. .
, , ,
. . ,
, .. .
, , . . ,
.

56

1, 2, , n . max (min)
() .
=

xmax x
,
n 1
s
n

(6.29)

x xmin
(6.30)
n 1
s
n
, f = n 2. 7 ()
= 0,10; 0,05; 0,025 0,01 1 23. max (min) (
), (6.29) (6.30)
.
,
.
(), ,
(). . x , s () . ,
.
,
() ,
x , s, ..
' =

6.4.
.
.
.
. , , . ,
57

, . , ,
.
: ( 2) .
. 2
n k ( 8 20). ,
i-, ni.
.
, .

i i-. , ,

k

(ni

i =1

np i )2
,
np i

(6.31)

k ; n .
(6.31) 2- f = (k c 1)
,
, . = 2, x , s .

, 2 12- p , 12- p
f
( 4). , .
2 ,
: n 50 150, ni 5 8.
i

58

b x
a x
P(a X b ) =

.
s
s

i ,
-; +.
.
Fn(x) F(x):
(6.32)
D = max Fn ( x ) F ( x ) ,
:
= nD.
(6.33)
1- 8. < 1-,
F(x) Fn(x) . 1- ( ).
0.2
0.3.
F(x)
F (x ) =

1
x x
+
.
2
s

(n < 20) ,
, .
.

59


1
() =

0.00
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.10
0.11
0.12
0.13
0.14
0.15
0.16
0.17
0.18
0.19
0.20
0.21
0.22
0.23
0.24
0.25
0.26
0.27
0.28

()
0.0000
0.0040
0.0080
0.0120
0.0160
0.0199
0.0239
0.0279
0.0319
0.0359
0.0398
0.0438
0.0478
0.0517
0.0557
0.0596
0.0636
0.0675
0.0714
0.0753
0.0793
0.0832
0.0871
0.0910
0.0948
0.0987
0.1026
0.1064
0.1103

()
0.1141
0.1179
0.1217
0.1255
0.1293
0.1331
0.1368
0.1406
0.1443
0.1480
0.1517
0.1554
0.1591
0.1628
0.1664
0.1700
0.1736
0.1772
0.1808
0.1844
0.1879
0.1915
0.1950
0.1985
0.2019
0.2054
0.2088
0.2123
0.2157

0.29
0.30
0.31
0.32
0.33
0.34
0.35
0.36
0.37
0.38
0.39
0.40
0.41
0.42
0.43
0.44
0.45
0.46
0.47
0.48
0.49
0.50
0.51
0.52
0.53
0.54
0.55
0.56
0.57
60

1
2

exp( x 2 / 2) d x .

0.58
0.59
0.60
0.61
0.62
0.63
0.64
0.65
0.66
0.67
0.68
0.69
0.70
0.71
0.72
0.73
0.74
0.75
0.76
0.77
0.78
0.79
0.80
0.81
0.82
0.83
0.84
0.85
0.86

()
0.2190
0.2224
0.2257
0.2291
0.2324
0.2357
0.2389
0.2422
0.2454
0.2486
0.2517
0.2549
0.2580
0.2611
0.2642
0.2673
0.2703
0.2734
0.2764
0.2794
0.2823
0.2852
0.2881
0.2910
0.2939
0.2967
0.2995
0.3023
0.3051

0.87
0.88
0.89
0.90
0.91
0.92
0.93
0.94
0.95
0.96
0.97
0.98
0.99
1.00
1.01
1.02
1.03
1.04
1.05
1.06
1.07
1.08
1.09
1.10
1.11
1.12
1.13
1.14
1.15
1.16
1.17
1.18
1.19
1.20
1.21

()
0.3078
0.3106
0.3133
0.3159
0.3186
0.3212
0.3238
0.3264
0.3289
0.3315
0.3340
0.3365
0.3389
0.3413
0.3438
0.3461
0.3485
0.3508
0.3531
0.3554
0.3577
0.3599
0.3621
0.3643
0.3665
0.3686
0.3708
0.3729
0.3749
0.3770
0.3790
0.3810
0.3830
0.3849
0.3869

()
0.3883
0.3907
0.3925
0.3944
0.3962
0.3980
0.3997
0.4015
0.4032
0.4049
0.4066
0.4082
0.4099
0.4115
0.4131
0.4147
0.4162
0.4177
0.4192
0.4207
0.4222
0.4236
0.4251
0.4265
0.4279
0.4292
0.4306
0.4319
0.4332
0.4345
0.4357
0.4370
0.4382
0.4394
0.4406

1.22
1.23
1.24
1.25
1.26
1.27
1.28
1.29
1.30
1.31
1.32
1.33
1.34
1.35
1.36
1.37
1.38
1.39
1.40
1.41
1.42
1.43
1.44
1.45
1.46
1.47
1.48
1.49
1.50
1.51
1.52
1.53
1.54
1.55
1.56
61

1.57
1.58
1.59
1.60
1.61
1.62
1.63
1.64
1.65
1.66
1.67
1.68
1.69
1.70
1.71
1.72
1.73
1.74
1.75
1.76
1.77
1.78
1.79
1.80
1.81
1.82
1.83
1.84
1.85
1.86
1.87
1.88
1.89
1.90
1.91

()
0.4418
0.4429
0.4441
0.4452
0.4463
0.4474
0.4484
0.4495
0.4505
0.4515
0.4525
0.4535
0.4545
0.4554
0.4564
0.4573
0.4582
0.4591
0.4599
0.4608
0.4616
0.4625
0.4633
0.4641
0.4649
0.4546
0.4664
0.4671
0.4678
0.4686
0.4693
0.4699
0.4706
0.4713
0.4719

1.92
1.93
1.94
1.95
1.96
1.97
1.98
1.99
2.00
2.02
2.04
2.06
2.08
2.10
2.12
2.14
2.16
2.18
2.20
2.22
2.24
2.26

()
0.4726
0.4732
0.4738
0.4744
0.4750
0.4756
0.4761
0.4767
0.4772
0.4783
0.4793
0.4803
0.4812
0.4821
0.4830
0.4838
0.4846
0.4854
0.4861
0.4868
0.4875
0.4881

()
0.4887
0.4893
0.4898
0.4904
0.4909
0.4913
0.4918
0.4922
0.4927
0.4931
0.4934
0.4938
0.4941
0.4945
0.4948
0.4951
0.4953
0.4956
0.4959
0.4961
0.4963
0.4965

2.28
2.30
2.32
2.34
2.36
2.38
2.40
2.42
2.44
2.46
2.48
2.50
2.52
2.54
2.56
2.58
2.60
2.62
2.64
2.66
2.68
2.70

62

2.72
2.74
2.76
2.78
2.80
2.82
2.84
2.86
2.88
2.90
2.92
2.94
2.96
2.98
3.00
3.20
3.40
3.60
3.80
4.00
5.00

()
0.4967
0.4969
0.4971
0.4973
0.4974
0.4976
0.4977
0.4979
0.4980
0.4981
0.4982
0.4984
0.49846
0.49856
0.49865
0.49931
0.49966
0.49984
0.499928
0.499968
0.499997

2
.
p

1 p / 2

U 1 p / 2

1 p / 2

U 1 p / 2

0.80
0.50
0.40
0.30
0.25
0.20
0.15
0.10

0.60
0.75
0.80
0.85
0.875
0.90
0.925
0.95

0.25
0.67
0.84
1.04
1.15
1.28
1.44
1.64

0.05
0.04
0.02
0.01
0.005
0.002
0.001
0.0001

0.975
0.980
0.990
0.995
0.9975
0.999
0.9995
0.99995

1.96
2.05
2.33
2.58
2.81
3.09
3.29
3.89

63

t1 p / 2

f
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
22
24
26
28
30
40
60
120

3
(t p ( f )) .


0.20
3.08
1.89
1.64
1.53
1.48
1.44
1.42
1.40
1.38
1.37
1.36
1.36
1.35
1.34
1.34
1.34
1.33
1.33
1.33
1.33
1.32
1.32
1.32
1.31
1.31
1.30
1.30
1.29
1.28

0.10
6.31
2.92
2.35
2.13
2.02
1.94
1.90
1.86
1.83
1.81
1.80
1.78
1.77
1.76
1.75
1.75
1.74
1.73
1.73
1.73
1.72
1.71
1.71
1.70
1.70
1.68
1.67
1.66
1.64

0.05
12.71
4.30
3.18
2.78
2.57
2.45
2.37
2.31
2.26
2.23
2.20
2.18
2.16
2.15
2.13
2.12
2.11
2.10
2.09
2.09
2.07
2.06
2.06
2.05
2.04
2.02
2.00
1.98
1.96

64

0.02
31.82
6.97
4.54
3.75
3.37
3.14
3.00
2.90
2.82
2.76
2.72
2.68
2.65
2.62
2.60
2.58
2.57
2.55
2.54
2.53
2.51
2.49
2.48
2.47
2.46
2.42
2.39
2.36
2.33

0.01
63.66
9.93
5.84
4.60
4.03
3.71
3.50
3.36
3.25
3.17
3.11
3.06
3.01
2.98
2.95
2.92
2.90
2.88
2.86
2.85
2.82
2.80
2.78
2.76
2.75
2.70
2.66
2.62
2.58

0.005 0.001
127.32 636.32
14.09 31.60
7.45
12.94
5.60
8.61
4.77
6.86
4.32
5.96
4.03
5.41
3.83
5.04
3.69
4.78
3.58
4.59
3.50
4.44
3.43
4.32
3.37
4.22
3.33
4.14
3.29
4.07
3.25
4.02
3.22
3.97
3.20
3.92
3.17
3.88
3.15
3.85
3.12
3.79
3.09
3.75
3.07
3.71
3.05
3.67
3.03
3.65
2.97
3.55
2.91
3.46
2.86
3.37
2.81
3.29

4
12 p .

f
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30


0.99

0.98

0.95

0.90

0.00016 0.0006 0.0039


0.020 0.040 0.103
0.115 0.185 0.352
0.30
0.43 0.71
0.55
0.75 1.14
0.87
1.13 1.63
1.24
1.56 2.17
1.65
2.03 2.73
2.09
2.53 3.32
2.56
3.06 3.94
3.1
3.6
4.6
3.6
4.2
5.2
4.1
4.8
5.9
4.7
5.4
6.6
5.2
6.0
7.3
5.8
6.6
8.0
6.4
7.3
8.7
7.0
7.9
9.4
7.6
8.6
10.1
8.3
9.2
10.9
8.9
9.9
11.6
9.5
10.6 12.3
10.2
11.3 13.1
10.9
12.0 13.8
11.5
12.7 14.6
12.2
13.4 15.4
12.9
14.1 16.2
13.6
14.8 16.9
14.3
15.6 17.7
15.0
16.3 18.5

0.70

0.50

0.30

0.016 0.064 0.148


0.211 0.446 0.713
0.584 1.005 1.424
1.06 1.65 2.19
1.61 2.34 3.00
2.2
3.07 3.83
2.83 3.82 4.67
3.49 4.59 5.53
4.17 5.38 6.39
4.86 6.18 7.27
5.6
7.0
8.1
6.3
7.8
9.0
7.0
8.6
9.9
7.8
9.5
10.8
8.5
10.3 11.7
9.3
11.2 12.6
10.1 12.0 13.5
10.9 12.9 14.4
11.7 13.7 15.4
12.4 14.6 16.3
13.2 15.4 17.2
14.0 16.3 18.1
14.8 17.2 19.0
15.7 18.1 19.9
16.5 18.9 20.9
17.3 19.8 21.8
18.1 20.7 22.7
18.9 21.6 23.6
19.8 22.4 24.6
20.6 23.4 25.5

0.455
1.386
2.336
3.36
4.35
5.35
6.35
7.34
8.34
9.34
10.3
11.3
12.3
13.3
14.3
15.3
16.3
17.3
18.3
19.3
20.3
21.3
22.3
23.3
24.3
25.3
26.3
27.3
28.3
29.3

1.07
2.41
3.66
4.9
6.1
7.2
8.4
9.5
10.7
11.8
12.9
14.0
15.1
16.2
17.3
18.4
19.5
20.6
21.7
22.8
23.9
24.9
26.0
27.1
28.2
29.3
30.3
31.4
32.5
33.5

65

0.80

0.20

0.10

0.05

0.02

0.01

0.005

0.002 0.001

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30

1.64
3.22
4.64
6.0
7.3
8.6
9.8
11.0
12.2
13.4
14.6
15.8
17.0
18.2
19.3
20.5
21.6
22.8
23.9
25.0
26.2
27.3
28.4
29.6
30.7
31.8
32.9
34.0
35.1
36.3

2.7
4.6
6.3
7.8
9.2
10.6
12.0
13.4
14.7
16.0
17.3
18.5
19.8
21.1
22.3
23.5
24.8
26.0
27.2
28.4
29.6
30.8
32.0
33.2
34.4
35.6
36.7
37.9
39.1
40.3

3.8
6
7.8
9.5
11.1
12.6
14.1
15.5
16.9
18.3
19.7
21.0
22.4
23.7
25.0
26.3
27.6
28.9
30.1
31.4
32.7
33.9
35.2
36.4
37.7
38.9
40.1
41.3
42.6
43.8

5.4
7.8
9.8
11.7
13.4
15.0
16.6
18.2
19.7
21.2
22.6
24.1
25.5
26.9
28.3
29.6
31.0
32.3
33.7
35.0
36.3
37.7
39.0
40.3
41.6
42.9
44.1
45.4
46.7
48.0

6.6
9.2
11.3
13.3
15.1
16.8
18.5
20.1
21.7
23.2
24.7
26.2
27.7
29.1
30.6
32.0
33.4
34.8
36.2
37.6
38.9
40.3
41.6
43.0
44.3
45.6
47.0
48.3
49.6
50.9

7.9
10.6
12.8
14.9
16.3
18.6
20.3
21.9
23.6
25.2
26.8
28.3
29.8
31.3
32.8
34.3
35.7
37.2
38.6
40.0
41.4
42.8
44.2
45.6
46.9
48.3
49.6
51.0
52.3
53.7

9.5
12.4
14.8
16.9
18.9
20.7
22.6
24.3
26.1
27.7
29.4
31
32.5
34
35.5
37
38.5
40
41.5
43
44.5
46
47.5
48.5
50
61.5
53
54.5
56
57.5

66

10.8
13.8
16.3
18.5
20.5
22.5
24.3
26.1
27.9
29.6
31.3
32.9
34.5
36.1
37.7
39.2
40.8
42.3
43.8
45.3
46.8
48.3
49.7
51.2
52.6
54.1
55.5
56.9
58.3
59.7

F1 p
f1

f2
1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
22
24
26
28
30
40
60
120

5
= 0.05.

164.4 199.5 215.7


18.5 19.2 19.2
10.1 9.6
9.3
7.7
6.9
6.6
6.6
5.8
5.4
6.0
5.1
4.8
5.6
4.7
4.4
5.3
4.5
4.1
5.1
4.3
3.9
5.0
4.1
3.7
4.8
4.0
3.6
4.8
3.9
3.5
4.7
3.8
3.4
4.6
3.7
3.3
4.5
3.7
3.3
4.5
3.6
3.2
4.5
3.6
3.2
4.4
3.6
3.2
4.4
3.5
3.1
4.4
3.5
3.1
4.3
3.4
3.1
4.3
3.4
3.0
4.2
3.4
3.0
4.2
3.3
2.9
4.2
3.3
2.9
4.1
3.2
2.9
4.0
3.2
2.8
3.9
3.1
2.7
3.8
3.0
2.6

224.6
19.3
9.1
6.4
5.2
4.5
4.1
3.8
3.6
3.5
3.4
3.3
3.2
3.1
3.1
3.0
3.0
2.9
2.9
2.9
2.8
2.8
2.7
2.7
2.7
2.6
2.5
2.5
2.4

67

12

24

230.2 234.0 244.9 249 254.3


19.3 19.3 19.4 19.5 19.5
9.0
8.9
8.7
8.6
8.5
6.3
6.2
5.9
5.8
5.6
5.1
5.0
4.7
4.5
4.4
4.4
4.3
4.0
3.8
3.7
4.0
3.9
3.6
3.4
3.2
3.7
3.6
3.3
3.1
2.9
3.5
3.4
3.1
2.9
2.7
3.3
3.2
2.9
2.7
2.5
3.2
3.1
2.8
2.6
2.4
3.1
3.0
2.7
2.5
2.3
3.0
2.9
2.6
2.4
2.2
3.0
2.9
2.5
2.3
2.1
2.9
2.8
2.5
2.3
2.1
2.9
2.7
2.4
2.2
2.0
2.8
2.7
2.4
2.2
2.0
2.8
2.7
2.3
2.1
1.9
2.7
2.6
2.3
2.1
1.8
2.7
2.6
2.3
2.1
1.8
2.7
2.6
2.2
2.0
1.8
2.6
2.5
2.2
2.0
1.7
2.6
2.4
2.1
1.9
1.7
2.6
2.4
2.1
1.9
1.6
2.5
2.4
2.1
1.9
1.6
2.5
2.3
2.0
1.8
1.5
2.4
2.3
1.9
1.7
1.4
2.3
2.2
1.8
1.6
1.3
2.2
2.1
1.8
1.5
1.0

G1 p

6
= 0.05.

k
2
3
4
5
6
7
8
9
10
12
15
20
24
30
40
60
120

10

16

36

9985
9669
9065
8412
7808
7271
6798
6385
6020
5410
4709
3894
3434
2929
2370
1737
0998
0000

9750
8709
7679
6838
6161
5612
5157
4775
4450
3924
3346
2705
2354
1980
1576
1131
0632
0000

9392
7977
6841
5981
5321
4800
4377
4027
3733
3264
2758
2205
1907
1593
1259
0895
0495
0000

9057
7454
6287
5441
4803
4307
3910
3584
3311
2880
2419
1921
1656
1377
1082
0765
0419
0000

8772
7071
5895
5065
4447
3974
3595
3286
3029
2624
2195
1735
1493
1237
0968
0682
0371
0000

8534
6771
5598
4783
4184
3726
3362
3067
2823
2439
2034
1602
1374
1137
0887
0623
0337
0000

8159
6333
5175
4387
3817
3384
3043
2768
2541
2187
1815
1422
1216
1001
0780
0552
0292
0000

7880
6025
4884
4118
3568
3154
2829
2568
2353
2020
1671
1303
1113
0921
0713
0497
0266
0000

7341
5466
4366
3645
3135
2756
2462
2226
2032
1737
1429
1108
0942
0771
0595
0411
0218
0000

6602
4748
3720
3066
2612
2278
2022
1820
1655
1403
1144
0879
0743
0604
0462
0316
0165
0000

5000
3333
2500
2000
1667
1429
1250
1111
1000
0833
0667
0500
0417
0333
0250
0167
0083
0000

G1-p , , ,
. , n = 6, f = 3 G0.95 = 0.5321.

68

7
() .

f
1
2
3
4
5
6
7
8
9
10
11


0.10

0.05

0.01

1.406
1.645
1.791
1.894
1.974
2.041
2.097
2.146
2.190
2.229
2.264

1.412
1.689
1.869
1.996
2.093
2.172
2.237
2.294
2.343
2.387
2.426

1.414
1.723
1.955
2.130
2.265
2.374
2.464
2.540
2.606
2.663
2.714

f
12
13
14
15
16
17
18
19
20
21
22


0.10

0.05

0.01

2.297
2.326
2.354
2.380
2.404
2.426
2.447
2.467
2.486
2.504
2.520

2.461
2.493
2.523
2.551
2.577
2.600
2.623
2.644
2.664
2.683
2.701

2.759
2.800
2.837
2.871
2.903
2.932
2.959
2.984
3.008
3.030
3.051

8
.
p

1-

1-

1-

0.99
0.90
0.80
0.70
0.60

0.44
0.57
0.64
0.71
0.77

0.50
0.40
0.30
0.25
0.20

0.83
0.89
0.97
1.02
1.07

0.15
0.10
0.05
0.02
0.01

1.14
1.22
1.36
1.52
1.63

69



1

..
. .
..

18.10.2002. 60x84/16.
3,95 . . . 3,72. 100 . . 1275.

315 14.07. 98.
220050, , , 4
-


461 14.08.2001.
220030, , . , 6

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