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... 08.02.03.

8:
, .
. .
( )

" , ". .
. , .
. .
( )

: 8.1. . . . . . . . 8.2. . . . . . . . . . . 8.3. . . . . . . .


. 8.4. .
. . . . . .
. .

8.1. [28,29].
- , , .
. () ().
, .
- ,
. - ,
. -
, .. , .
,
. - () . , 1-6
- . 6 - . , , . - (, - 1 , - 2 ..).
, (, ), , ,
, . , -

2
( , , ,
.) (
, , .).
.
, , ,
, . - "" . , , ,
. , (, , ..)
, . ,
,

.
,
,
.
. ( ), .
1 13 - . ( ), .
, 1 12 - .
, . 1-6 .
,
. , ,
, - . ,

( ).
, : S = A+B+...+N. -
( ""), S = AB...N. , ,, - 1-, 2- 3- ,
S=A+B+C - , .. , .

, : S = AB ... N. ( ""), S = AB...N. , Z - -

3
, : Z = ABC.
, : += =.
. - ,
, .. : ++ ... +N = (
). 1-6 - .
, , .
, - , : A . + A = . . , A = .
. () . .
- .
. , D, , :
D = AB C +A B C+ A BC+ABC

8.2. [30,28,29].
. .
, - 12 .
,
" ".
. (
). . .
. N n . , ,
:
P(A) = lim n
(8.2.1)
N

n 0 n N,
, 0 1.
. 5 7 . 3
?
3 12 12 3:
N = 12!/(3!9!) = 220.
5 3: n = 5!/(3!2!) = 10.
: P = n/N = 10/220.

(n/N)
( ) .
-

4
, , , .
. () , i , .. = i.
i

P(), ,
:
1. P() = 1, .. , (i ), 1 ( ).
2. ,
, , (+) = () + (),
.. , ,
, .


, . 8.2.1.
i , 1 i , ,
. 8.2.1.
i . A , .
.
1. ,
0 1.
0 () 1.
2. 1.
() = 1.
(8.2.2)

: = i. ,
i

1, .. .


1 (. 8.2.2):
P(A+ A ) = 1.
(8.2.3)
. 8.2.2.
.
. 1
.
3. 0.
() = 0.
(8.2.4)

5
- ( ).
+ = ,
(. 8.2.3). , (+) = () + () = (), () = 0. , . 8.2.3.
,
. , = ( ) () = 0.
.
. . , = + , , (+) = ()+()
. :
n
P(A+B) = lim n + m = lim + lim m = P(A) + P(B),
N

n m - N .
. , (8.2.3):
P( A ) = 1 - ().
(8.2.5)
(. 8.2.4):
P(A+B+...+N) = P(A) + P(B) + ... + P(N),
(8.2.6)
( ). . 8.2.4.
, (8.2.2):
P(A) + P(B) + ... + P(N) = 1.
(8.2.7)
.

(. 8.2.5):
P(A+B) = P(A) + P(B) - P(AB).
(8.2.8)
,
. 8.2.5.
: ', A'' B', B''. '' B'' ,
, .
:
= A''B'' '' '' , P(C) = P(A'') = P(B'') = P(AB).
P(A) = P(A')+P(A''),
P(A') = P(A)-P(A'') = P(A)-P(AB).
P(B) = P(B')+P(B''),
P(B') = P(B)-P(B'') = P(B)-P(AB).
A', B' :
P(A+B) = P(A'+B'+C) = P(A') + P(B') + P().
,
(8.2.8). :
,
.
. (52 ). ,
, ?
= () + () - ( ) = (4/52) + (13/52) - (1/52) = 16/52.

, m 1, 2, ..., m:

6
P(A1+...+ Am) = P(Ai) - P(AiAj) + P(AiAjAk) -...+(-1)m+1P(A1A2 ... Am). (8.2.9)
i

i< j

i < j< k

. 8.2.6 (8.2.9) . , , , , ,
. 8.2.6.
(.. ), .
. ,
N n1 ( P(A) = n1/N), - n2 , - n12 . :
P(A) = n12/N = (n1/N)(n12/n1) = P(A)(n12/n1).
(8.2.10)
(8.2.10) n1 , , ..
, . (/):
(/) = ()/().
(8.2.11)
. (52 ). - .
- . ?
() = 13/52. , , (/) = (13-1)/(52-1).

, 1, 2 .: (/1,2,...).
B A
A(B).
.
( , .
8.2.7), ,
(8.2.11):
. 8.2.7.
() = ()(/) ()(/).
(8.2.12)
. (52 ). - .
- . ?
() = 13/52. (/) = (13-1)/(52-1). () = (1312)/(5251) 0.0588

,
:
n -1

P(A1A2...An) = P(A1)P(A2/A1)P(A3/A2A1) ... P(An/ Ai).


i =1

(8.2.12')

. , ,
. (/) = (), (/) = ()
() = ()().
. (52 ). - , .
() = 4/52. () = 13/52. () = 1/52. () = ()() = (4/52)(13/52) = 1/52.
.

, , , ... N

7
, :
(8.2.13)
P(AB ... N) = P(A)P(B) ... P(N).
, , . (8.2.13) ,
(, , .), .
. 1, 2, ...,AN ( ), , :
(2.2.14)
1 + 2 + ... + N = .
i P(Ai) > 0,
:
N

P(B) = P(Ak)P(B/Ak),
k= 1

(8.2.15)

(8.2.14) :
B = B = BA1+BA2+...BAN.
P(B) = P(BA1)+P(BA2)+... +P(BAN) = P(A1)P(B/A1)+P(A2)P(B/A2)+...+P(AN)P(B/AN).
. B N , N-M . - , . , ?
() = M/N. ( A ) = (N-M)/N. (/A) = (M-1)/(N-1). (/ A ) = M/(N-1).
: () = ()(/) + ( A )(/ A ) = M/N, .. () = ().
, , ,
M/N.
, , ,
.

( ). Ai -

(8.2.14) (8.2.15), k (8.2.12)


(k) = (k)(/k) ()(k/),
:
(k/) = (k)(/k) / ().
() (8.2.15),
:
K

(k/) = (k)(/k) / P(Ak)P(B/Ak).


k= 1

(8.2.16)

,
1:
K

k= 1

k= 1

k= 1

(k/) = (k)(/k) / P(Ak)P(B/Ak) = 1

. Ak -
() ,
P(Ak). - (),
P(B/Ak) Ak. Ak . , P(Ak) - -

8
Ak, P(Ak/B) - Ak, ,
.
. ""
( ).
P(k) ,
: P(1=0) = 0.2, P(2=1) = 0.4, P(3=2) = 0.3, P(4=3) = 0.1.
0 ( = 0).
P(B/Ak) B

( ): P(B/Ak) = (Ak) exp(-Ak) /B!


P(0/0) = 1, P(0/1) = 0.368, P(0/2) = 0.135, P(0/3) = 0.05.
4

P(Ak)P(B/Ak) = 0.393.

k= 1

P'(Ak) = P(Ak/B) = P(Ak/0) :


P'(1=0) = 0.509, P'(2=1) = 0.375, P'(3=2) = 0.103, P'(4=3) = 0.013.
4

P'(Ak) = 1.

k= 1

8.3. [30,31,2,4,15].
.
,
, .
, , -,
, , , .
, ,
, (), ,
" ", .
,
,
.
. 8.3.1.
, -
, .. .
,
, ( - ). . 8.3.1 3
, 20- .
.

9
,
() , . , - ,
.
,
.
() ( ). , . () , .
, .
, .

k .
k- .
. p(x) ( - ) Xi
dx:
(8.3.1)
p(x)dx = P(x < Xi x+dx).
:
1. p(x) 0, - < x < . .
2.

p(x) dx = 1. -

1, .. .
3.

x2
x1

p(x) dx = P(x1<Xx2).

.
4. P(x) =

p(u) du ,

.
P(x) ( - ). , . :
1. : 0 P(x) 1, - < x < .
2. P(-) = 0, P() = 1.
3. P(x) .
4. P(x1<X x2) = P(x2) - P(x1).
. 8.3.2 p(x) = (a/2)exp(-a|x|)
P(x).
. 8.3.2.

10
:
P(xi) = 1.
Pi(x) = P(xi < Xi xi+1),
i

. , Y y =
f(x) (. 8.3.3). dx |dy| = |f'(x)|dx,
:
px(x)dx = py(y)|dy|. :
. 8.3.3.
py(y) = px(x)|dx/dy|,
(8.3.2)
x = g(y) - ,
y = f(x). , :
py(y) = px[g(y)]|dg(y)/dy|,
(8.3.2')
|dy| |dx/dy| |dg()/dy|
py(y), .
Y , , , . 8.3.4, , dy px(x1)dx1 + px(x2)dx2 + ..., :
py(y) = pi(xi)|dxi/dy| = px[gi(y)]|dgi/dy|,
(8.3.2'')
i

. 8.3.4.

. Y Y = aX+b.

p(x) =

1
exp[
2

(x x) 2
2 2

:
p(y) =

] . Y X x = (y-b)/a |dx/dy| = 1/|a|,

1
(y - b - x a) 2 ,
exp[
]
| a | 2
2a 2 2

y = b+ x a, 2 = 2 2

.
- , .
, .

.
,
, .
n- X ( )
n- :
n

mn {X } Xn =
n

x p(x) dx,

(8.3.3)

M{X } Xn -
n
, .
, :

11
n

mn {X } Xn = xin pi.

(8.3.3')

n- , ( ) :
n

n M{(X- X ) } X0 =
n

(x-m1) p(x) dx,

(8.3.4)

(8.3.4')

n M{(X- X ) } X0 = (xi-m1) pi,


i

X - 1- ( ), X0 = X- X - .
:
1=0, 2=m2-m12, 3=m3-3m2m1+2m13, 4=m4-4m1m3+6m12m2-3m14, ..
,
.

, ..
. -
( ). , .. n- N
, :
N

xn = (1/N) xin Xn ,
i= 1

xon = (1/N) (xi- x )n X0 .


n

i= 1

(8.3.5)

N .

-
1- ( )
2- ( ).
x = 0
, ..
:

M{X} X =

x p(x) dx,

X = xn P(xn).
n=

(8.3.6)

, ( ) .
:
M{Y}= M{cX} = cM{X}.
N- ( ):
N

x = (1/N) xi
i= 1

(8.3.7)

X
, x , . x (8.3.7):
N

M{ x } = (1/N) M{ xi} = (1/N) M{Nxi} = M{X} = X .


i= 1

12
, .. x X .

, :
D{X} M{(X- X )2} M{X02}=

(x- X )2 (x) dx.

(8.3.8)

N- :
N

Dx = (1/N) (xi- x )2 D{X}.

(8.3.9)

i= 1

Dx (x x)2 = x2 2xx + x2 = x2 - x 2.
(8.3.9')
, = const, :
D{cX}=M{(cX-M{cX})2}=M{(cX-cM{X})2}=M{c2(X-M{X})2}=c2D{X}.
( ), :
= Dx ,
(8.3.10)
( ). x = /mx ( ) .
. : p(x) = (a/2)exp(-a|x-b|), =2, b=4.
:

X=

x p(x) dx = b = 4, D{X} =

(x-b)2 (x) dx = 2/a2 = 0.5.

: = {2.75, 4.08, 3.9, 3.82, 3.68, 3.03, 4.16, 5.74, 3.78, 2.77, 4.03}.
:
11

x = (1/11) xi = 3.79,
i= 1

11

x2 = (1/11) xi = 15,
i= 1

Dx = x2 - x 2 = 0.62.

x N - x ( (8.3.7)):
N

i= 1

i= 1

D( x ) = D((1/N) xi) = (1/N2) D( xi) = (1/N) D(xi),


.. x N- N
. , x
:
( x ) = x/ N .
. ( ). , x x2, N
x x
x2/N ( ).
, , S .

13
- ,
.
.
- . . 8.3.5
.
,
. 8.3.5.
,
,
"" .
( ),
, ..:
(X<Mex) = (X>Mex) = 0.5.
. 8.3.6.
.
,
, , , . 8.3.6.
( )
X - , :
Sx = 3/x3 M{(X- X )3/x3 X0 /x3.
3

Mox < Mex ( , S > 0), Mox > Mex . 8.3.7.


. Mox
= Mex = X . . 8.3.7 .
( )
:
Ex = 4/x4 - 3 M{(X- X )4/x4 -3 X0 /x4 - 3.

(. , 8.3.15),
. 8.3.8.
0.
, , -
(. 8.3.8).
.
, Y Y = g(x). x :
4

14
g(x) = g( x ) + (x- x )g'( x ) + (x- x )2g''( x )/2! + ...
y :

(8.3.11)

M{g(x)}= M{g( x )}+M{(x- x )g'( x )}+M{(x- x )2g''( x )/2!}= g( x ) + 0 + x2g''( x )/2! +...
, :
y = g( x ).
(8.3.12)
D(g(x)) = Dy:
(8.3.13)
Dy = M{[g(x) - M{g(x)}]2} M{[g(x)-g( x )]2}.
(8.3.11) :
g(x) - g( x ) = (x- x )g'( x ) + (x- x )2g''( x )/2! + ...
(8.3.13) 2- :
(8.3.14)
Dy M{[(x- x )g'( x )]2} = [g'( x )]2Dx.
y = g'( x )x,
y = g'( x )x.
g(x) ~ ax+b (8.3.12-14) .

.
.
1 2 (. 8.3.9):
() = 1/(2-1), 1 2,
= 0,
< 1, > 2.
. 8.3.9.
{X}= (1+2)/2, D{X}= (x2-x1)2/12.
N :
Pi = 1/N, M{X} = (x1+x2)/2, D{X} = [(x2-x1)2/12][(N+1)/(N-1)].
( ).

-
x ( ) 2:
p(x) =

1 exp (x x)
22
2

].

(8.3.15)


. 8.3.10.
, x = x , .. , . ||
. = const
. 0.607 p(x) 2.
x , 3, 0.0028,
:
xmax x + 3, xmin x - 3,
x (xmax+xmin)/2, (xmax-xmin)/6.
. , , . , 1, 2, ..., n, ( ), , . 8.3.10.

15
.
.
.
. , :
k
(8.3.16)
Pk = e , k - .
k!
k = , Dk = , k = , k = 1/ .

, ,
.
- () :
1.
(, , , -
..).
2. , (, , .) , , (2
) , .
3. .

. - m = 1
.
1, 5 10 .
.
(8.3.16) = mT, . Pk
. 8.3.11. ,
.

. 8.3.11.

. 8.3.11,
. k = >20
x = 2 = .
. , , ,
, .
, = nt, n - t
( , t - ). t+dt, t
( (8.3.16) 0 = (nt)0e-nt/0! = e-nt), -

16
dt 0 ( P1 = (ndt)1e-ndt/1! = ndt, e-ndt 1
dt 0). , , , p(t)dt t
0 1, .. p(t)dt = e-ntndt, t:
p(t) = ne-nt, t 0.
(8.3.17)
n = 5 . 8.3.12.
, , :

p(t) dt = 1.

:
t=

t p(t) dt = n

. 8.3.12.

t e-nt dt = 1/n.

:
t2 =

t2 p(t) dt = n

t2 e-nt dt = 2/n2.

, :
2

Dt = t2 - t = 1/n2, t = Dt = 1/n, t = t/ t = 1.
. 8.3.12, ,
. , t = 1/n, , , 2-3 , (
). , - .
(t) () :
C(v) =

p(x) exp(j2vx) dx.

(8.3.18)

,
(). :
p(x) =

C(v) exp(-j2vx) dv,

(8.3.19)

.. ,
, , ,
.
( ) , :
dnC(v)/dvn = jn

xn p(x) exp(j2vx) dx.

v = 0 (8.3.3), :
mn = j-n dnC(0)/dvn = j-n C(n)(0).
(8.3.20)
(8.3.2)
, .

17

8.4. [31,2,4,15].

{1,2,...,Xn}, .
. ,
n-
.
, (, ..).
1.
() Xi (i = 1,2,...,k ), .
( ) - xi. k- - M{Xi}.
2. 10
- - .
xi (i = 1,2,...k) Xi (k- ).
3. 2 -- () yi, () ni - () zi. Yi, Ni Zi.
xi, yi, ni zi ( ) 4- Xi, Yi, Ni Zi, , 5- X, Y, N, Z (5-
5- ).

, -
, . , , (X,Y)
x0y X Y, (xi,yi)
. . 8.4.1 . 8.4.1.
(X,Y). .
, , , .
(n- ) , {1,2,...,Xn} :
(8.4.1)
P(x1,x2, ... ,xn) = P(X1 x1, X2 x2, ... ,Xn xn).
(. 8.4.2) (X,Y) () (x,y).

. 8.4.2.
:
1. 0 P(x1,x2, ... ,xn) 1, - <x1< , - <x2< , ... , - <xn< .

18
2. P(x1,x2, ... ,xn) xi.
3. P(x1,x2, ... ,xn) = 0, - .
4. P(x1,x2, ... ,xn) = 1, .
5. P( ,x2, ... ,xn) = P1(x2, ... ,xn), P(x1,, ... ,xn) = P2(x1,x3, ... ,xn), ... ..
xi = P(,, ... ,xn) =
Pj(xn), Pi
.
. 8.4.3.
(X,Y) . 8.4.3.
:
(8.4.2)
p(x1,x2,...,xn) dx1 dx2 ... dxn = P{x1<X1x1+dx1, ... ,xn<Xnxn}.
n
p(x1,x2,...,xn) = P(x1,x2, ... ,xn) / x1 x2 ... xn .
(8.4.3)


, . 8.4.4.
, ( ):
. 8.4.4.
1. p(x,) 0, - < x < , - < x < . .
2.

p(x,) dx dy = 1.

(X,Y) 1.
3.

x2

y2

x1

y1

p(x,y) dx dy = P(x1<Xx2, y1<Yy2). -

Y Y.
n- m- m<n "" :
p(x1,x2,...,xm) =

...

p(x1,x2,...,xn) dxm+1 ... dxn.

(8.4.4)

. (8.4.4) , .
, , .
, .. .
, , . ,
(8.2.10-12) .
, , .. .

19
, , . ,
X Y
Y :
p(x/y) = p(x,y)/p(y), p(y/x) = p(x,y)/p(x).
(8.4.5)
,
:
(8.4.6)
p(x,y) = p(x)p(y/x) p(y)p(x/y).

(8.4.4).
. (8.4.5-6) ,
, ..
:
x (y) = M{X/y}=

x p(x/y) dx,

y (x) = M{Y/x}=

y p(y/x) dy.

(8.4.7)

x = x (y), y= y (x)
(8.4.8)
X Y Y . , x =
x (y,z,...) .
.
X (X1, X2, ...)
, . , , - .
, .
, , , .
, :
(8.4.9)
p(x1,x2,...,xn) = p1(x1) p2(x2) ... pn(xn).
. Y
.
1. p(x,y) = 1/[2(1+x2+y2+x2y2)]. 1+x2+y2+x2y2
(1+2)(1+2), , , p(x,y) = p(x)p(y). Y .
2. p(x,y) = x+y, 0 x 1, 0 y 1. C :

p(x) =

1
0

(x+y) dy = x+1/2, p(y) =

1
0

(x+y) dx = y+1/2. p(x,y) p(x)p(y). Y .

(8.4.5): p(x/y) = (x+y)/(y+0.5), p(y/x) = (x+y)/(x+0.5).

.
Xi, ( ). , , n- , :

xi2

Xi =

...

...

xi p(x1,x2,...,xn) dx1dx2...dxn,

(xi- xi )2 p(x1,x2,...,xi) dx1dx2...dxn.

(8.4.10)
(8.4.11)

20
, .
.
. :
R12 = M{X1X2}= X1X2 =

x1x2 p(x1,x2) dx1dx2.

(8.4.12)

, n- :
Rij = M{XiXj}= XiX j =

...

xixj p(x1,x2,...,xn) dx1dx2...dxn, i,j = 1...n

Rij n n , .
, Rij = Rji, (. ) i = j,

R11 R12
R
21 R 22
...
...

R n1 R n2

Kij = M{(Xi- Xi )(Xj- X j )}=

...

2
1
K 21

...
K n 1

R1n

...

R 2n

... ...

... R nn

K 12

...

K1 n

22

...

K 2n

...

...

K n2

...

n 2
...

Kij

(xi- xi )(xj- x j ) p(x1,x2,...xn) dx1dx2...dxn

( )
i j. Kij i j (. i2).
(8.4.13) (8.4.14)
:
Kij = Rij - xi x j .

...

Rij

Xi, .. Xi = Rij i = j.

. ,
, , ,
i2 = Kij i = j Xi
(. ).

(8.4.13)

(8.4.14)

2 0
1
0 22

... ...
0
0

...
0

... ...

2
... n
...

, , 1,
:
ij = Kij /(ij) = ( XiX j - xi x j )/ij.
(8.4.15)
-1
+1. = 0
(, (,Y) . 8.4.1), || = 1 -
(, = bY b), ||
1, , , ( <0).

. 8.4.5.

21
Y . 8.4.5
.
,
, , ,
, .
(8.4.9).
(8.4.9) . ,
:
M{X1X2} =

x1 p1(x1) dx1

x2 p2(x2) dx2 = M{X1}M{X2},

(8.4.16)

.. .
,
.
. : p(x,y) = x+y, 0 x 1, 0 y 1.
N

: p(x)= (x+y) dy =x+1/2, p(y)=


k=1

1
0

(x+y) dx = y+1/2.

Y=
X=

XY =

1
0
1
0

x(x+1/2) dx = 7/12,
y(y+1/2) dy = 7/12,
1

Dy =
Dx =

0
1
0

(x-7/12)2 (x+1/2) dx = 11/144.


(y-7/12)2 (y+1/2) dy = 11/144.

xy(x+y) dx dy = 1/3.
2

: xy = ( XY - X Y )/xy = (1/3 - (7/12) )/(11/144) = -1/11.

.
.
, . - , ,
( ) . ,
, ..
. ,
(8.4.15) . , - . ,
, /4/ .

(8.4.4)
, -

22
, .
() :
Xi X j ... Xi X j ... ,
(8.4.17)
.
.
() , (8.3.9') (8.4.15):
X2 = x2 + X 2 ,
XY = X Y + xy x y
() , :
(X Y)2 = X2 2 XY + Y2 = x2 + X 2 2 X Y 2 xy x y + y2 + Y 2 =
x2 + y2 2 xy x y + ( X Y )2.
, :

(X Y)2 - ( X Y )2 (xy)2 = x2 + y2 2 xy x y.
(8.4.18)
,
.
()

. , . Z=X+Y px(x) py(y).
p(z) = p(x,y)
P(z) = P(Z z) = P(X+Y z), z=x+y , , x=z-y y=z-x. ,
X Y, , , p(x,y) = px(x)py(y), P(z) :
P(z) =

z y

p(x,y) dx dy =

py(y)

z y

px(x) dx dy.

(8.4.19)

z , z
, :
d P(z)/dz p(x,y) =

py(y) px(z-y) dy py(y) * px(z-y).

(8.4.20)

, y=z-x (8.3.19), :
p(x,y) =

px(x) py(z-x) dx px(x) * py(z-x).

(8.4.20')

,
.
Z=X-Y (8.3.19) z+y, :
p(x,y) =

py(y) px(z+y) dy

py(x-z) px(x) dx.

(8.4.21)

.
Z=X+Y X Y (8.3.15) (8.4.20):

23
p(z) =

2 x y
p(z) =

exp

[- (x2-x) ] exp [- (z -2x- y) ] dx

2(2x + 2y)

2
x

exp

2
y

[- (z2(-(x ++ y))) ] .
2

2
x

2
y

(8.4.22)

Z=X-Y:
p(z) =

2(2x + 2y)

exp

[- (z2(-(x+- y))) ] .
2
x

2
y

(8.4.23)

,

, ,
, . . 8.4.6 . 8.4.6.
X ( x =4, x=0.5), Y
( y =2, y=0.4) Z=X+Y, N=X-Y.

.
, . ,
(8.4.18). , ,
.

30. ., . - .: , 1970. - 296 .


31. .. :
. - .: , 1971.- 328 .
28. .. . - ,:
, 1982. - 256 .
29. .., .. : . - .: , 1982. - 256 .
2. .. : . - .: , 1988.- 448 .
4. ., . . .: , 1989.
540 .
15. ., . .
.: , 1989. 376 .
, : prodav@narod.ru.
.
Copyright 2004 Davydov .V.

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