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2010

336.2
65.261.4
74

( ): 74 / . .. . .: -:
, 2010. XI, 320 . ( ).
ISBN 978-5-16-003782-0 (-)
ISBN 978-5-9558-0127-8 ( )

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65.261.4

ISBN 978-5-16-003782-0 (-)


ISBN 978-5-9558-0127-8 ( )

, 2010


. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . VIII
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IX
1.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1. . . . . 1
1.2. ,
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.2.1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.2.2. . . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.3. . . . . . . . . . . . . . . . . 22
1.4.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.5.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
1.6.
. . . . . . 37
2.
. . . . . . . . . . . . . . . . . . . . . . . . . . 43
2.1. . . . . . . . . . . . . . . . . . . . . . . 43
2.2.
-
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
2.3.

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.4.

()

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
3. . . . . . . . . . . 63
3.1. . . . . . . . . . . 63
3.2.
.
. . . . . . . . . . . . . . . . . . . . . . 67
3.2.1.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
3.2.2. . . . . . . . . . 69
3.2.3.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
3.3. . . . 73
3.4.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
III

3.4.1.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
3.4.1.1.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
3.4.1.2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
3.4.1.3. . . . . . . . . . . . . . . . . 85
3.4.1.4. . . . . . . . . . . . . . . . . . . . . . . . . . . 88
3.4.2. (hard-to-tax). . . . . . . . . . . 90
3.4.3. . . . . . 92
3.5. . . . . . . . . . . 97
3.5.1. ,
. . . 97
3.5.2.
. . . . . . . . . . . . . . . . . . . . . . . 103
3.6.
( , )
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
3.6.1. ,
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
3.6.2.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
4. C
()
. . . . . . . . . . . . . . . . . . . . . . . 120
4.1. . . . . . . . . . . . . . . . . . . . . . . . . . . 120
4.2.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
4.3. ,
,

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
4.4. -

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
4.4.1. . . . . . . . . . . 132
4.4.2.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138
4.4.3. . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
4.4.4.
- . . . . . . . . . . 147
4.5.
. . . . . . . . . . . . . 148
5.
. . . . . . . . . . . . . . . . . . . 152
5.1.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
5.2.
()
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
5.3.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
IV

5.3.1. . . . . . . . . . . . . . . 156
5.3.2.
. . . . . . . . . . . . . . . . . . . . . . . . 159
5.4.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
5.4.1. . . . . . . . . . . . 162
5.4.2.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
5.4.3. - ,
. . . . . . . . . . . . . . 172
5.5. . . . . . . . . . . . . . . . . . . . . . . . 174
5.6.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
6.
-
- . . . . . . . 183
6.1.
-
. . . . . . . . . . . . . . . . . . . . . 183
6.2.

- . . . 185
6.2.1.
- . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186
6.2.2. -,
. . . . . 186
6.2.2.1. I. . . . . . . . . . . . . . . . 186
6.2.2.2. II. . . . . . . . . . . . . . . . . . 192
6.2.2.3. III. - . . . 197
6.2.2.4. IV.
- . . . . . . . . . . . . . . . . . . . . . . . . . . 203
6.2.2.5. V.
. . . . . . . . . . . . . . . . . . . . . . . . . . 204
7.
-
( ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
7.1. . . . . . 205
7.2. . . . . . . . . . . . . . . 206
7.3.
7.3.1.
7.3.2.
7.3.2.1.
7.3.2.2.
7.3.2.3.
7.3.3.
7.3.4.

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
, . . . . . . . . . . . . . 209
. . . . . 212
,
,
. . . . . . . . . . . 212
,
,
. . . . . . . . . 213

. . . . . . . . . . . . . . . . . . . . . . . . 213
. . . . . . . . . . . . . . . . . . . . . . . . . 214


. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
V

7.4.
,
. . . . . . . . . . . . . . . . 221
7.4.1.
. . . . . . . . . . . . . . . . . . . . . . . . 221
7.4.2. . . . . . . . . . 223
7.4.2.1. . . . . . . . . . . . . . . . . . . . . . . . . . 224
7.4.2.2.

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
7.4.2.3.

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226
7.4.2.4. . . . 227
8.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229
8.1. . . . . . . . . . . . . . . . . . . . . . . . . . 231
8.2. . . . . . . . . . . . . . . . 233
8.3.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234
8.4.

. . . . . . . . . . . . . . . . . . . . . . . 240
8.4.1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 240
8.4.2.
. . . . . . . 243
8.5.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244
8.6.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252
8.6.1. . . . . . . . . . . . . . . . . . . . 253
8.6.2.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
9.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
9.1.

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
9.1.1.

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
9.1.2.
. . . . . . . . . . . . . . . . . . . . . . 258
9.1.3.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . 260
9.1.4.
,

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263
9.1.5. ,

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271
VI

9.1.6. ,

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 276
9.2.
. . . . . . . . . . . . . . . . . . 281
9.2.1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 282
9.2.2.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284
9.2.3. . . . . . . . . 286
9.2.4. ,
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 288
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 290
1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 290
2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295
3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 300
. 3.1. . . . . . . . . . . 300
. 3.1.1. . . . . . . . . . . . . . . . . . . . . . . . . . 300
. 3.1.2. . . . . . . . . . . . . . . . . . . . . . . . . . 300
. 3.1.3. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302
. 3.2. . . . . . . . . . . . 303
. 3.2.1.
. . . . . . . . . . . . . . . . 303
. 3.2.2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305
. 3.3. . . . . . . . . . . 306
. 3.3.1.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 306
. 3.3.2. . . . . . . . 307
. 3.3.3.
(-) . . . . . . . . . . . . 308
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 310

. 1
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, (social norms) [138],
, (process-orientated), , (outcome-orientated) [138].

, [154], , , , [140, 144].
[135] ,
(expected utility theory) (prospect
theory).
:

I , I i > 0
U (I i ) = i
, 0 1. (3.15)
0, I i < 0

D, ,
:
(1 p)( I ) + p ( I ) , I > 0
NA
A
A
E (U ) =
.

(1 p)( I NA ) , I A < 0

(3.16)

IA, INA . 3.2.


, (3.7)
, . (Dhami S.) - (Ali al-Nowaihi) (2004)
,
[135]:
1

(tf + ) p 1

.
D = I 1 (1 t ) (tf + t ) + t
t (1 p)

(3.17)

87

, , . R ,

, , X = I R.
[153, 182]:
X , X > 0
U (X ) =
,
(3.18)

( X ) , X < 0
0 1,
:
0,88. > 0 , , : 2,25 [182].
, R, .
(Tversky A.) . (Kahleman D.) (2004), ,
[183].
() , (an old tax
is no tax), (1 t)I
, . ,
R = (1 t)I. XA = IA R = IA (1 t)I, XNA = INA R = INA (1 t)I.
IA INA,
:
XA = [tf ](I D).
(3.19)
XNA = t(I D);
(3.16) (3.19), [183],
,
. ,
, . .
3.4.1.4.
, , ( , , [149];
[158]; [185]; [131]).
, ,
20% ,
[135].
, , , ,
(collective decision process) .
, [103, 168].
,
[174]. ,
, , 88

, , (attribution
theory). [173].

. , .
(Frey B.S.) . (Fild L.P.) (2002) [142] . B = B(e)
e, :
Be > 0, B ee
< 0.

(3.20)

, , C,
. -, , , . -,
;
D (deterrence), . , M: , . , :
= C(e, D, M);

C e > 0, C ee
> 0;

CD > 0, C M
> 0.

(3.21)

e*
(B C)e = 0, ..
Be = C e .

(3.22)

M,
(Crowding theory) ,
( R ,
(respect)) D.
[142] .
,
, ,
,
.

, ,
- ,
.
,
. , ,

[182].
,
, [133], (Cognitive Evaluation Theory).
, (intrinsic motivation)
[133].
89

M
:
M = M(R, D);

MR > 0, MD 0.

(3.23)

(3.21) (3.22) ,
R D :
* = f (D, R).

(3.24)

[142], (3.21), (3.24),


,
, . ,
, , ,
. , ,
,
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, . ,
(Internal Revenue Service) 64 ,
[107]. , .

3.4.2.

(hard-to-tax)


, ,
. , (Hard-to-Tax).
,
,
, .. , .
, .
, Hard-to-Tax (HTT), . . 90

(Das-Gupta A.) (1994) [129]


-, , . , , ,
, ..
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, . [129]
,
. , . (Alm J.) . -
(Martinez-Vazguez J.) (2003) [99], ,
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,
() . , . [187],

.
. [105]

, . , .
(Brou D.) (2001) [120]
,
, .
. (Alm J.) . - (Martinez-Vazguez J.) (2003) [99]
. :
1) X;
2) , Y;
3) , , Z.

, , (
91

)
. ,
, (K) (L).
,
.
. .
, Y Z . (TK) (TL)
X. ,
X, ,
Y Z, . .
, TCMP [35].

3.4.3.

,
, . (Pamela
Ann Green) [148],
Corporate Tax Compliance ( ).
,
, ,
,
[148, . 46].
.
,
[98]. , . ,
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, . (Greene P.A.) [148],
.
E. P (Rice E.M.) (1992) [173] . , [148],
, ,
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92

.
. (1997)
, ,

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[148],
, .
[148] [173] .
( ) , 5,3 , .
, TCMP, General Accounting Office (GAO)
( ), Coordinated Examination Program (CEP), Internal Revenue Service (IRS) ( ) .
IRS
,
. IRS .
(CEP), 1500 . , . , IRS
TCMP- .
IRS 1500
, ,
,
, .
IRS ,
, ,
. , 1990 . 70% 250 . ,
250 . . 2%.
(Audit Rate)
. 70%
2% 250
250 . .
93


. 1993 . CEP- 1500 20% IRS, 80%
. ,


. CEP .
, , IRS. , , . ,
CEP ,
.
, . , ,

.
(GAO) , 10 .
GAO .
IRS
. ,
; ,
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.
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, (Audit rate)
.
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94

-, , , .
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TCMP-.
. d E(d ) . P(A) .
E A(d ) ,
; E A (d) ,

, , A
.
, E(d ) = E A(d ).
IRS
, E A(d ) > E(d ) (, , ).
, E A(d )
, , E(d ) (
). EA(d ) , E A(d )
, .
:
,

E(d ) = E A(d )P(A) + E A (d)P(A ).


(3.25)

, E A(d ), , E A (d), E(d ). , IRS , , ,

(3.26)
E A(d ) > E(d ) > E A (d).
,
, :
(E A(d ))it = (E(d ))i /(P(A))it
(E A (d))i (1 (P(A))it)/(P(A))it + it .
(3.27)
95

.
AVADTAX it = (E A(d )) it
i- t- .
(P (A))it = CARit (Corporate Audit Rate); 1i = (E(d ))i ,

2i = (E(d | A ))i = (E A (d))i .


1i = (E(d ))i (
i- ) 2i = (E(d | A ))i = (E A (d))i (
i- , )
.
E A(d ), CARit
i t,
(3.27) i

AVADTAXit = 1i (1/ CARit) 2i (1 CARit)/ CARit + it ,

(3.28)

it ; (P(A))it = CARit .
AVADTAXi = yi , CARi = xi ,
yi = 1i (1/xi ) 2i (1 xi )/xi = (1i 2i )/ xi + 2i .
1/ xi = wi , 2i = ai ,
:
yit = ai + bi wit + it ,

bi = 1i 2i , (3.29)

yit i- t- , wit , () . ai = 2i = (E A (d))i


i- , .
bi , . 1i 2i .
(3.28) (3.29)
[148], , , , IRS/CEP.
.
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a
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5 50 ., IRS , , ,
.
96

2. , .. , IRS
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3.5.

3.5.1.



. ,
97

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98

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, :
1) , , ;
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1988 .,
1994 . TCMP, -
. , 150 . [186].
2002 . TCMP - ,
,
,
.

(National
Research Program (NRP ))
- 16 2002 . [153].
99

, , , .
NRP TCMP :
1) ;
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NRP :
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;
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100

NRP
,
,

(Classification)

3 .
(Calibration)

30 .
(face-to-face)

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8 .

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NRP


NRP



NRP,




. 3.8. , NRP


:


(
) ,

(Casebuilding)

,

(National Research Program NRP)

, NRP
(, ) , (, , ,
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(classification), ,
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:
1) (accepted as filed)
(accepted with adjustments);
2) (correspondence audit);
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calibration).
,
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, NRP .

. 8 . ,
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3 . 50 .
(line-by-line) .

, . : ,
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3.5.2.


.
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X = (X1, X2, ..., Xn) ; B = (B1,
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.

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104

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Z
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105

Z.
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IL IU
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( ),
:
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IU

IL

IL

(tI C ) h(I )dI +

tZ h(I )dI .

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Z * = IU C/t.
. -, , ,
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.
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(1982), . (Greenberg J.) (1984) [147], ,
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. , , , , (, ).
, C
(IRS) 22, Darwin Oracle Data Mining. .
. , IRS
.
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, : ,
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,
. ,
.

Neural Works Professional
II Plus.
107

, .
[105].
[139].
,
, . , ,
,
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3.6.


( , )

3.6.1.

,
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136

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4.4.2.

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S (Q ) =

(4.3)

j =1

.
139

f ( x)
^

f (x)
1

X
X1 X2

X3 X4

X5

Xn

. 4.4. Y X

, ,
.
. 4.2 .
(.. n = 2).

()


( )

Y = min (X1 /a1; X2 /a2)

,



.

E = AX 1 X 2



( ),

140

4.2

. 4.2

()

Y = a1 X1 + a2 X2


( ,
),


Y = a0 X1 X2 a1 X1 a2 X 22


,



.


(CES)-

Y = (a1X 1 + a2X 2)

,



,


.

( )


(LES)-

Y = X 1 (a1 X1 + a2 X2)

Y = min (X1 /a1; X2 /a2;


(a3 X 1 + a4 X 2) )


,


, ( )

Y = (a1X 1 + a2X 2)

(a12 X 1 + a22 X 2)

141

, ,
, , ,
f(x). .
:
.

. , f^(x), N

( f( x j ) Y j )2
j =1

, xj -

. f^(x)
, (xj , yj ), f(x).
( ) ,
f(x) = E(Y | x).
, f^(x) f(x) (. . 4.4). : Y^(x) = f^(x).
Y(x) Y^(x) :
1 ;
2 .
. 4.4 1 2 = 3.
1
.
, , .
, , -
:
| f(x) f^(x)| .
(4.4)
, (7.9),
= 2 / n , (7.7). ,
f^(x)
f(x) Y ,
.. 2 0. , , .. 1 Y. , E(Y | x)
(.. f(x)) . ,
Y
f(x) = E(Y | x), , Y.
142

1 2.
(., , (4.3)). ,
f(x)
f^(x), , .
, . , ,
, . ,
.. f^(x) f(x) ,
.
1 2,
.
, :
1 ;
2 ;
3 .
3 (), X j (k = 1, l ; l < n) , .
k

4.4.3.


.

; ,
, .
[44, 58],
, , [42].

- 1990- . ( 10 ),
. , .
. . ( ) ,
143

, , , ,
.
- . .

,
. ,
Y = F (X1, X2 , ..., Xn )

(4.5)


X1, X2 , ..., Xn Y.
(
), (,
),
, ..
(4.5)
.
(Back
Propagation) ,
.
, , . , , .
.
.

Y = F (X1, X2 , ..., Xn ; W1, W2 , ..., Wp ),


F , ( , ), W1, W2 , ...,
Wp . .
, X1 , X2 , ..., Xn , Y
Y.
.
, ( )
.
144


[44, . 61].
n . F: [0, 1]n [0, 1]

.
..

.

. ,
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.
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,
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.
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,

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145

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. 146

. , (4.5) ,
,
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, .
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(4.3), . , ,
.

.
, .
, .
(4.3). f(x) (4.4).

4.4.4.



-

: , R2- ,
Y
X. ,
:
; .
, , , ,
(4.4).
, ,
.
;
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. 147

, , - ,
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,
(4.4), -
. (4.4)
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. .
.

4.5.

.
, , . , ,

.

.
,

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.
.
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, .
,
148


. ,
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.


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149

.

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,

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,

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150

, , .

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,
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,
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.
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.

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( ). .

.

5



(), ,
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().

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.
1. ;
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2. , .. ,
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3.
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4.
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153


.

. , ,
.

5.1.

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

, -. ,
.

,
.

:
1) ;
2) () ;
3) - (Y )
(x):
Y = f(x);

(5.1)

4) (5.1)
;
5) ;
6) .

5.2.


()

, , .
154


.
0- . .
1. - , ( ).
2. ()
.
3.
,
(. . 5.4.2).
4. Z = (Z1, Z2 , ..., Zl )

, .
5. D() = D0() D(, Z) ()
Z; D0() (
Y ), D(, Z) .
6.
( Z ) = i Pi ( Z ) ( i
i-o ; Pi (Z)
).
7. Z , . 6,
, ,
| Z |,
l

, a | Z | = Z i
i =1
.
8. (Z ) , .. Z * = (Z *1 , Z *2 , ..., Z *l ),
(Z * ) = max (Z ). Z,
|Z| M. Z *i e
i- . D() = D0() D (, Z )
() Z.
18 .
, Z i-o
. ,
155

(.. e ).
,
: - , .
.

.

5.3.


. , .
, . 5.5
, . 5.6 .
, , . 5.2, ,
. , . 0- ,
, ,
. 18
- , .. .

5.3.1.



.
- () :
1) ;
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3) ();
4) ;
5) .
,
.
156

1.
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.

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157

3)
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3. ()

. ,
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.

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1)
2)
3)

4.
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5.
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()
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c .
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.
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. , ,

.

Y = F (X0, Y1(X1), Y2 (X2 ), ..., Ym (Xm )),

(5.2)

Y ; Yi (i = 1, ..., m) ; Xi (i = 1, ..., m) ,
Yi i- ; X0
, .

5.3.2.


, .
, ,
: .
159


,
- , .
, - , () - .
. , ,
.
. :
;
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, ..
.
.
.


.

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.



, .
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,
.
i , .
( i ), ( i ) (i = 1, 2, ..., m),
i mi i . ,

= 1 , ..., m , m +1 , ..., n ,
160

(5.3)

i
(i = m + 1, ..., n).
mi
+

3
i
, .

(5.3), ..

i =

i i
i

(i = 1, 2, ..., m), i = 3

( )
2
i

12

(5.4)

( )
i

2
i

12

(5.5)

i .
, ,
i
. 6.4, 3 (. 3.1).


,
.
, ( ).
, - . . ,

, .
, , , -
-
. -
. 4.4.1.
. 5.4.2.
, . D . .
()
(, ) . 3 (. 3.2)

.
,
.
161

5.4.

5.4.1.

, ,
- , .


.

- , (5.3) ,
(5.4).
() ,
(5.1)
, . , (5.1).
()
(5.1) .

(. . 1, 2, 6),
( ).


, : [29];
[13, 14, 52]; [57];
..
, , [21],
.
(. 5.1).
. ,
, Xj
( j = 1, 2, ..., k), .
.
A = (aij)ijk = 1 ,
aij = 1, Xi Xj , aij = 0 .
162

. 5.1.

[21] ,
, .. .
.. [29] . , Xj Xi , Xj
Xk (k i, j)
Xi .

i- j- . , :
Xi = (Xi1, Xi2, ..., Xin).
163

.
, .
1 l1 .
,
.
l1 + 1 l2. ,
- .
i-
j- ( j > i, j, i = 1, , k):

 ij
,
Pij = ij E i ,
 
i
ij
ij
(.. ij = 1, i-
j-, ij = 0 ); E(, ) x; ~i ~
X i ,
~
~
X 1, ..., X i 1, ~ij , ~
~
~
~
X 1, ..., X i 1, X i + 1, ..., X j 1; ~i ~ij
~i ~ij .
.
Pij , , ,
i- j-.


, .. , ,
.
(
. . 7.4). ,
, . . 7.1
.
, , ,

. ,

B = N ,
N ( ), .
, , , , ,
, .
164

.
.
,
, . , , .
,
. , Y
:
Y = Y1 + Y2 + ... + Yp .
(5.6)

(5.7)
Y(X ) = Y (X ) K (X ) K (X ) ... K (X ),
0

Y0(X 0) , Ki (X i ) .
, (X 0, X 1, ..., X l) . , , , .
X 0 , Ki (X i ) , , ..

. 7.4, . 3.2 3.
.
. , , , , ,
, ..
. ,
(, , ), ( )
, .
, , . ,
(. (5.9)).
, .
.
,

, 165

, (),
:
) () , . ,
;
) ;
) .

5.4.2.


, . ,
(
).
.
1. X i
Xi .
i (ai i bi )
ai bi

ai = min aik ,
bi = max bik ,
k

aik bi k k- , ai bi
aik bi k (ai, bi ).
,
(5.8)
ai i bi .
(5.8),
.
.

.
Xi aik .
,
, : ;
;
..
2. .

.
, ,
166

.. ,

,
.
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: ; ; ;
;
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.
- ,
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3. .
.
( ), , .
x A X
(nA ), xB
, , B
nB . x A xB , :

? :
A, B =

(nA 1) 2A + (nB 1) 2B
,
nA + nB 2

(5.9)

2A 2B , .
167

t-:
t A, B =

x A xB
S A, B

nA nB
.
nA + nB

tA, B
t, n
(nA + nB 2), .
X (5.9).


.
. 13
.


(, )
n1, n2, ..., nm. X :
x=

x0 p0 + x1 p1 + ... + xm pm
,
p0 + p1 + ... + pm

(5.10)

x0 , x1 , ..., xm .
.
pk (k = 0, ..., m) , nk k, ..
n
n
n
p0 : p1 : ... : pm = 0 : 1 : ... : m .
0 1
m
,
( x ) =

1 2

( )
nk2

nk
.

(5.11)

Y = f (x1, x2, ..., xl),

(5.12)


Y^ = E(Y | x) = f (x , x , ..., x ),
1

168

(5.13)

(-) ,
Y^ = f0(x0, 1(x1), ..., k(xk)),
(5.14)
xi = (xi1, xi2, ..., xil ), i = 0, k , (x) i
, . Y^i = i (xi),
(5.14)
(5.15)
Y^ = f (x , x , ..., x , Y^ , ..., Y^ ).
0

01

02

0l0

Xi , , ,
Xi Y
Y.

. ,
Xi .
, , ,
3 (. . 3.3).
, (5.15)
Y = f (x),
(5.16)
x = (x1, ..., xl ) , X0, X1, ..., Xk .
a (5.15) (5.16) .
(5.15) Y^i = i (xi), (5.15) ,
(5.16), , , li
xi Y^i (i = 1, k ) , x. ,
.
, ,
, .
Yi (i = 1, k ) ,
xi ^ , ..., ^x ) (p < l ), ,
x^i = (x
i1
ipi
i
i
^
Y i = i (x^i).

.

, ,
, 169

(, ,
..).
X01, X02, ..., X0p, Y^1, ..., Y^k,
(5.15).
X0, Y^1, ..., Y^k
, , .
R = (rij)ijl = 1.
X j ( j = 1, l , l = p + k ):
l

ei =

pij X j

(i = 1, ..., l ).

(5.17)

j =1

X j = X j ( j = 1, p), X j = Y j ( j = p + 1, l ).
,
.
, . Y,
.
, Y^i (i = 1, ..., k)
ei (i = 1, ..., l) . ei
, Y^i
.

B = N ,
N , ,
, ,
, N , N .
, X =
= (X1, ..., Xl ) (X01, ..., X0p, Y^1, ..., Y^k),
(5.17).
,


.
.

() .
, , .
, , .
170

,


.
.

.
.

.

,

(5.3), Z , Z = (Z1,
Z2, ..., Zm) , Zi .
,
, , .
,

. .

i ,
,

i
. ,
. , , ,
i
.
(5.4). ,
Z i ().
()
|| || = lim || ( Z )||.
| Z |

||(Z)||
(. 5.2).
171


|| ||

|| ||
Z

|| Z
. 5.2. ||

5.4.3.

-
,

, , .
, , ,
. ,
.

. . 5.3.
Y

x
xB

. 5.3.
172

,
(xi , yi ), . , (xi , yi ), , . , ,
. , , ,
x xB .

.
. 4, .


, . 5.2, ..
.
, Y
(5.12)
(5.15), Yi = i (xi).
, , . .
, , ( ) Xi ,

(5.18)
X^ = f (x , ..., x )
i

i1

ip

(Xi1, Xi2, ..., Xip), x . Xi X^i


() Xi .
, . ,
, , , , (5.18).
,
.
1. .
2. , , .
3.
.
4.
.
5. .
173

6. ; , .
(.
. 5.4.2).
7. .
8. , .
, ( ) ,
() .
,
,
, ..
(5.19)
Y^ = f (x , x , ..., x ),
i1

i1

i11

i21

ip1

Y^i1 (i = 1, 2, ..., m1),


a Xi1 = (Xi 1, ..., Xi 1) , 1
p
Yi1.
(5.19)

(5.20)
Y^ = f (x1, ..., x),
, Yi1 (5.19).
(5.20) , (5.20),
. , . 5.4.2 . 3.2.
f (x1, ..., x) (5.20) ,
Y X = (X1, ..., X).
. 5.4.2 . 3.2.

,
. 5.2, . , ,
3, 58.

5.5.

,
,

. ,
. 8, .
174



.
.
, ,
.

. 8.
D
. , D
, , . .

F = a(D) + (1 a)Vp (D),
a [0, 1], (D) , Vp (D) .
F
F(Z0) Z0 .
(Z0) = F(Z0) Z0 .
, F
, Z ),
, F = F(
0

= ( , Z0) = F( , Z0) Z0.





Z0 . ,
Z , ,

, Z ) = (
(Z ), Z ) = F(Z , Z ) Z .
= (
0
0
0
0
~
Z|=
Z = (Z , Z0) | 

Zi

i =0

,
S
~
~
~
~
S = S(Z ) = F(Z ) |Z |, F(Z )

.
, ~
Z ),
m S(Z ). F ( z ) = max F ( 
| z
|Z

175

S(z) = F(z) z, .. F(z)



z. F(z) , . 5.4.
z.
, S(z)
, . 5.5, , z*0 .
F(z)

. 5.4. F(z)
z

S(z)

z
z*0

. 5.5. S(z) z

z*0 Z * = (Z *0, Z *1, ..., Z *m)


. , [31],
.
176

5.6.


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

.
. 3 . ,
() ,
.
.
, , d^
w, d^ = f (w)
; , , , f (w) . , [148], ,
, , , .

, .
, ,
.

,
, .
. d
, E(d) , E A(d ) = E (d | A)
( ) , , E A (d ) = E (d | A ) .
177


E (d ) = E A (d ) P ( A) + E A (d )P ( A ),

(5.21)

P(A) () .
,
E A (d ) = E (d )/ P ( A) E A (d )(1 P ( A ))/ P ( A) =
= E A (d ) + ( E (d ) E A (d ))/ P ( A).

(5.22)



, (5.22)

d^ = a + b/w,
(5.23)
d^ , w ,
a b :
E A (d ) a E (d ) E A (d ) b .
x = 1/w, (5.23)
:
d^ = a + bx.
(5.24)
,
a b ,
= E A (d ) = E (d ) E A (d ):
[a t Sa],

[b t Sb],

t k = n 2 (n
),
n

Sa =

S e2 x 2j
j =1

n (x j x )

Sb =

S e2

(x j x )

j =1

j =1

Se =

(d j d j )2
j =1

n2

x =

1 n
x .
n j =1 j

e ,
, , .
,

.
, M , (5.23)
178


d
= a + b/w
M


d = aM + bM / w .

(5.25)

(5.23). ,
. ,
w w0 > 0.
a E A (d ), ..
. ,
, . ( ) .
b E (d ) E A (d ),
, , , , . , b.
,
, b , ..
, d^ = a + b/w,
, .
1. (5.23) (5.22), , , , , E A (d ) w. , w 0,02
0,06, .. 2 6% ,
E A (d ) ,

(9498%) .
2.
, (5.22) E(d)
. (5.23)
:
d^ = a + (E(d) )/w.

.

1 , (5.23)
. ,
, , , . E A (d ) .
179

. 7. ,
, :
(5.26)
E (d) d^ = f(w).

(. 2), E(d). (5.21) (5.26),



, :
E (d ) wf (w )
E A (d ) d =
.
1w

(5.27)


N , n , w = n/N.

g .
= S Z, S , Z . (5.26)

= (w) = nf(w) ng = Nw( f (w) g).

(5.28)

, w = w*, w( f (w) g).


, (w) =
= w( f (w) g).

, (5.27),
e E(d). , , E(d)
, .. w*
E (d ) w * f (w * )

= g.
(5.29)
1 w*
, f (w) w [w1, w2], w*, (w) = w( f (w) g) [w1, w2].
, , [w1, w2] (5.23) (. 1), (w) = w( f (w) g) = b + (a g)w
, .. w* w1, w2 . ,
a g = E A (d ) g > 0,

w * = w2 ,

w * = w1 .


a g = E A (d ) g < 0,
180

(5.26)
.
, .
:
/Z = (w) = ( f (w) g)/g.

(5.30)

, ,
(w) w, ,
.


Z m .
nj , gi
j- .

n j f j Nj g j ,

Nj j- .
:

(5.31)

j =1

nj g j Z ,

(5.32)

n j w 1N j

(5.33)

j =1

( j = 1, ..., m).

(5.32) , Z, (5.33) ,
.
nj = n*j ( j = 1, ..., m) ,
(5.32), (5.33), = (n1,
n2, ..., nm) .

. , Z . ,
,
. .
,
, , (5.30), .
181

, nj /Nj w1 (..
),
, , nj gj .
, , ,
, .

6


-
-

. 2 ,

. . 4, -
.

.

( ),
.
. 7, . 8.

6.1.

,
. ( I)
1998 . ( II 2000 .) .
:

. ,
;

;

, ;
, .
- :
183

. 100% .
,
.
, ,
.
.
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- () , .
, ,
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;

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.
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() , :
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;
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);
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; ,
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,
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.
1. ( ,
184

) , .
2. ,
-


() .
3. , - , ,
, , (- ) .

.
,
XXI .

.
,
. .
, ( )
,

.

6.2.

,

.
(.. )
.
, ,
, ,
. ,
( ,
,
).
;
185

,
.

6.2.1.

, - ( ),
.
1. . .
2. . ,
( ): (
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6.2.2.4. IV.
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203

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() ( 200661033).

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x f (x; Q), f (..., ...)
, Q ,
, ,
f (x) x. 2(x) .
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( x, xi ) yi
i

( x, xi )

(7.1)

205

( x, xi ) = 1 + b ( xk xik )2

1 2

(7.2)

~
x = (x1, x2, ..., xn) ; X b (xi, yi); b ; i = 1, 2, ..., N.
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xi x.
b . . , b
, , .
.
, b , Y^(x) Y.
b d(b):

d (b) = n yi
i =1
2

( x j , xi ) yi / ( x j , xi ) ,

j i
j i

(7.3)

7.2.

(7.1), (7.2) .
,
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.
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.
1. , ,
. ,
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x
N i =1 ik
xk = xk / x (x Xk).
k
k
.
2. .
206

3. . .
(), , (7.4). . ,
, x1, x2, ..., xl . 12

2
r = r ( x ) = ak xk , ak
k =1

. 12

2
ri = ak ( xik )

k =1
k- .
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zj = min ri xi Bj zj = max ri xi Bj . B~j Bj , 10% Bj 1 Bj + 1; ~
r j
~
r j
B~j . , .
, , . m = 1, m = 2, , , m = 3,
.. , .
4. .
4.1.

B j ( j = 1, m).
4.2. ~
~
(7.1), X b = B j , (x, xi)
n

aik2
( x, xi ) =

n
k =1 1 + b ( x x )2
k ik

k =1

12

,
X k (k = 1, n).
b
d 2(b), (7.3).
4.3. .
j- ( j + 1)- , :
207


Y( x, B
 ), r

j
( j 1) r ( x ) r( j +1) ,

 ), r r ( x ) r
Y( x ) = Y( x, B
j +1
( j + 2 ) ,
j

r ( x ) r( j +1)

, r( j 1) r ( x ) rj ,
z j + ( z j +1 z j ) r r
( j +1)
j

x 
x 
j = 2, m 1, z j = Y r( j +1)
B j , z j +1 = Y rj
B j +1 .
r ( x)

r ( x)

4.4. .
, .
,
,
Y Y i
i = i
,
Y i
, i . .
, ,
.
4.5. 24.3,
, .
, .

2 
1 k d j (B j )
(k ) =
,
(7.4)
k j =1 
nj
B^j B~j , , n^j B^j , d 2j (B^j) (7.3),
B^ ()
bj .

7.3.

. .
. y = f (x)
x = (x1, x2, ..., xn)
, .
xi (i = 1, N ), yi = f (xi) ,
208

, .. yi Yi = yi + i .
(xi , Yi) , Y x. ,
E(Y | x) = f(x),

.
,
.

7.3.1.

: , . . 4.4.2
, .
.
: , F-,
R 2 S y . .
f(x) = E(Y | x) ,
,

12

1
(7.5)
S =
(Yi Yi )2 ,

y
N m 1 i =1

Yi , Y^i Y, m + 1 .


Y = Y/(Ymax Ymin), Ymax Ymin o o
Y, (7.5)
12

1
S =
(Yi Yi )2 / (Ymax Ymin ).
(7.6)

y
N m 1 i =1

, f(x)
. [13] ( , )

^
,

2 =

n2 j m 1
j =1

(Y f ( x )) .
2

j =1 ( x ,Y ) B
i i
n

(7.7)

~
, B N =
= {(x1, Y1), ..., (xN, YN)} k 
B
(
n1


) B n
n n (j = 1, , k),
2

1j

2j

209

f^j (x) = f^(x, ^n ), ^n ,


1j
1j
 .
B
n1
^

(  / N ,
X) 2
^. ,
Y(x) 2
f (x) f^(x),
^ 2 .

, , (7.7)
2 =

N
2
1
Yi f i ( xi ) .

N m 1 i =1

(7.8)

. , Sy^ , (7.5) (7.6), . ,


Y^(x) = f^(x) , Sy^ ,
Sy^ , Y(x) . (7.7), (7.8)
,
.

^ 2, (7.8).

N:
/ N ,
f ( x ) f ( x ) 2
,
Y ( x ) Y( x ) 2

(7.9)
(7.10)

f (x) = E(Y | x) , f^(x) =Y^(x)


f (x).
^

 = min d (b),

(7.11)

d(b) (7.3).
^ ( n )
[13]

, , N
(7.10) 0,95, Y Y^ .
(7.9), (7.10) N .

, f (x) .
210

E = max f ( x ) f ( x )

, (7.9),
/ N .
. , E
^ , ,
N
Y(x) f (x).
. .
.
, Y^(x) = f^(x) . ,
:
X 0 = ( xij )iN, j,=n1
(i = 1, ..., N; j = 1, ..., n);
Y0 = (yi ) N
i =1 ;
X = ( xij )iN, ,j =n1 ;
Y = (yi ) N
i =1 .

Y^(x) = f^(X , Y , x).
0


, a : X Y,
> 0 ,
| ^f (X0 + X, Y0 + Y, x) f^(X0, Y0, x)| C ||X || ||Y ||,

(7.12)

||X || ||Y || .
,
X Y . = X /||X ||, = Y/ ||Y ||,
X = k1, Y = k2 .

| ^f (X0 + k1, Y0 + k2 , x) f^(X0, Y0, x)| C (k1, k2) .

(7.13)

(7.12) (7.13) ,
o
. (7.12)
| ^f (X0 + X, Y0 + Y, x) f^(X0, Y0, x)| / | f^(X0, Y0, x)|
C

|| X || || Y ||
,

|| X 0 || ||Y0 ||

(7.14)

(7.13) : |||| = ||X0||, |||| = ||Y0 || .


211

C (k1, k2) ,
k 10, k 02 , , k 10 100%,
k 02 100%.
, .
: -
(. . 4.4.2 4.4.4).
i = Yi f^(xi):
( );
; : R 2 = 1

i=1

i=1

2i / (Yi Y ) ,
2

Y X = (X1, ..., Xn).



Y^(x) = f^(x)
f(x) = E(Y | X = x). f(x)
, E = max f ( x ) f ( x )

 / N (7.9).
2

7.3.2.

7.3.2.1. ,
,

1. :
y = y(x) = a0 x1 + a1 x2 +...+ an xn;

y= e

x1 + x2 + ... + xn

( x1 + x2 + ... + xn )

) (e

x1 + x2 + .... + xn

(7.15)
+e

( x1 + x2 + ... + xn )

(7.16)

D = {x: x = (x1, ..., xn),


0 xi 1, i = 1, ..., n} : X N = {Xi = (x1i , ..., xni),
i = 1, ..., N}; = 0,1.
n N = N(n),
| y(xi) y^(xi)|
, (7.15), (7.16).
212

(7.17)

7.3.2.2. ,
,

2. (7.15), (7.16) n = 1
n = 5 X N ~
y i = y(xi) + ki
~
yi = y(xi)(1 + ki), , , , . N = N(k), (7.17), .
7.3.2.3.


3. 2 , , .

||Y Y ||
=
||Y ||

 2
| yi yi |
i =1

N 2

yi
i =1

12

12

= C (k ),

(7.18)

^yi ^y i X N, Y N X N, Y~N ,
Y N = (y(x1), ..., y(xN)),

Y~N = (y~(x1), ..., ~


y (xN)).

C(k).

4. (7.18), ^yi
X N, Y N , ^y i
~N, Y N , X
~N , X~N = X N + k =
X
j
j
= (xj1 + k1, ..., xjN + kN)T X Nj = (xj1 (1 + k1), ..., xjN (1 + kN)),
j = 1, 2, ..., p. C(k).

5. (7.18), ^y i
~N , i- ~N, Y N , X
X
, , X N. .

6. E (7.9), ^ (7.11) X N, Y~N .
N E = E(N)
 ( N )/ N .
2
213

7.3.3.

,
(7.15) (7.16) n = 1, n = 5. a < xi 1
(i = 1, n).
, yi = f (xi) (. 1),
N = 20 ^y = f^(x) y = f (x) .
E = max | f (x) f^(x)| . 7.1.

7.1


n
1
5
1
5

20
20
20
20

0,0005
0,001
0,003
0,005

, N = 20
.
N
k = (Y ) = 1.
. 7.17.4
N. ,
,
(),
. , N = 100
10%.
(n = 1)
E
1,40
1,20

1,00
0,80
0,60
0,40

0,20
0

20

40

N
60

80

100

120

. 7.1. n = 1
214

(n = 1)

E
0,60
0,50
0,40

0,30
0,20

0,10
0

N
20

40

60

80

100

120

. 7.2. n = 1

(n = 5)

E
1,40
1,20

1,00
0,80
0,60
0,40

0,20
0

N
20

40

60

80

100

120

. 7.3. n = 5

(n = 5)

E
1,40
1,20
1,00

0,80
0,60
0,40

0,20
0

N
20

40

60

80

100

120

. 7.4. n = 5
215

,
,
(. 2)
. 7.5, , , 10%, , N,
N .
N
200

180

(n = 5)
(n = 5)

160
140

(n = 1)
(n = 1)

120
100
80
60
40
20
0

k
0,2

0,4

0,6

0,8

1,2

1,4

. 7.5.

k, (Xi, Yi)N
i =1
y i = f(xi) + k, Yi ~
,
, , . N = N(k),
E = max | f (x) f^(x)| 0,1.
. 7.5. , , , (7.9).

(. 3)
. 7.3.1. ,
k 100%, (k) 100%.

C (k ) =

||Y Y ||
=
||Y ||

  2
( y i y i )

12

,
12
2
y i
y^ i , ,
^y i .
(k), k, ,
, k 100% e.
216

(. 7.6) , 8095%
.

.
3040% ,
7080% (. 7.7).
k 1,5 ()

f^(x) . N,
10 200, E = max | f (x) f^(x)| :

(n = 1) 0,005 E 0,35;

(n = 5) 0,01 E 1;
(n = 1) 0,007 E 0,35;
(n = 5) 0,01 E 1.
C(k)
(n = 5)
(n = 1)

16
14
12
10

(n = 5)

(n = 1)

6
4
2
0

k
0,2

0,4

0,6

0,8

1,2

1,4

. 7.6.

C(k)
(n = 5)

80
70
60

(n = 1)
(n = 5)
(n = 1)

50
40
30
20
10
0

k
0,2

0,4

0,6

0,8

1,2

1,4

. 7.7.

217

7.3.4.

. 6 (. . 6.2)
, Y ,
X1, X2, ..., X5.
.
. 7.2 7.3.

7.2

Pr

Yi ,
. .

Y^i ,
. .

Yi Y^i ,
. .

i =

Yi Yi
,
Yi
%

218

25

22

4492,293

4579,056

86,7631

26

78

3054,251

4214,083

1159,83

38

27

48

4493,144

4276,984

216,1604

28

47

5035,283

3768,173

1267,11

25

29

78

2802,087

3445,029

642,942

23

30

77

3387,202

3532,388

145,186

31

68

216,54

2134,248

1917,71

886

32

73

1753,692

2459,589

705,897

40

33

11

458,97

4503,631

4045,66

881

34

62

5454,206

3757,78

1696,426

31

35

60

1487,79

3199,266

4687,05

315

36

62

4875,368

3385,537

1489,831

31

37

76

2044,83

1369,606

675,224

33

38

11

482,697

3578,186

3095,49

641

39

12

1981,652

3652,05

1670,4

84

40

12

1660,2

2833,5

1173,3

71

41

50

3960,982

5260,835

1299,85

33

42

46

758,576

3142,602

2384,03

314

43

07

7118,099

3882,97

3235,129

45

44

03

1962,422

3354,534

1392,11

71

45

49

2854,674

4391,61

1536,94

54

46

37

2859,797

3814,412

954,615

33

47

60

2617,836

2684,736

66,9004

48

07

7361,017

4700,529

2660,488

36

49

37

4139,849

4252,699

112,85

50

38

4417,029

3785,839

631,1903

14

. 7.2

Pr

Yi ,
. .

Y^i ,
. .

Yi Y^i ,
. .

i =

Yi Yi
,
Yi
%

51

61

6098,672

2944,082

3154,59

52

52

41

23,884

3061,278

3037,39

12 717

53

39

2237,891

3827,041

1589,15

71

54

39

1981,097

3141,653

1160,56

59

55

38

3640,613

4297,397

656,784

18

56

18

772,196

2402,027

1629,83

211

57

06

4244,59

3714,927

529,6626

12

58

46

1103,274

3329,651

2226,38

202

59

42

1394,248

2758,377

1364,13

98

60

50

4776,744

3860,249

916,4951

19

61

42

2290,432

2581,223

290,791

13

62

09

2788,575

3447,091

658,516

24

63

06

3259,15

3690,702

431,552

13

64

40

1203,983

3248,965

2044,98

170

65

09

3807,925

3300,943

506,9824

13

66

26

104,281

2326,283

2222

2131

67

30

1602,262

2871,502

1269,24

79

68

08

3501,616

3270,728

230,8882

69

17

3431,798

3592,409

160,611

70

40

362,669

2947,819

2585,15

713

7.3

Yi Yi
,
Yi

Pr

Yi ,
. .

Y^i ,
. .

Yi Y^i ,
. .

25

22

4492,293

4203,70

288,593

6
18

i =

%
26

78

3053,251

3592,07

537,819

27

48

4493,144

4307,42

185,724

28

47

5035,283

4814,33

220,953

29

78

2802,087

2894,16

92,073

30

77

3387,202

3338,55

48,652

31

68

216,54

787,22

570,68

264

32

73

1753,692

1821,72

68,028

33

11

458,97

2730,50

2271,53

495
219

. 7.3

Pr

Yi ,
. .

Y^i ,
. .

Yi Y^i ,
. .

i =

Yi Yi
,
Yi
%

220

34

62

5454,206

5145,29

308,916

35

60

-1487,79

3931,93

5419,72

364

36

62

4875,368

4662,95

212,418

37

76

2044,83

2107,81

62,98

38

11

482,697

659,91

177,213

37

39

12

1981,652

2051,89

70,238

40

12

1660,2

1762,15

101,95

41

50

3960,982

3791,78

169,202

42

46

758,576

989,60

231,024

30

43

07

7118,099

2567,97

4550,13

64

44

03

1962,422

2118,60

156,178

45

49

2854,674

2850,65

4,024

46

37

2859,797

2861,81

2,013

47

60

2617,836

2849,37

231,534

48

07

7361,017

2993,89

4367,13

59

49

37

4139,849

3910,90

228,949

50

38

4417,029

4143,47

273,559

51

61

6098,672

3702,10

2396,57

39

52

41

23,884

2908,84

2884,96

12 079

53

39

2237,891

2358,06

120,169

54

39

1981,097

2206,47

225,373

11

55

38

3640,613

3440,67

199,943

56

18

772,196

2568,60

1796,4

233

57

06

4244,59

3661,22

583,37

14
57

58

46

1103,274

1734,35

631,076

59

42

1394,248

1525,95

131,702

60

50

4776,744

3277,44

1499,3

31

61

42

2290,432

1714,86

575,572

25

62

09

2788,575

2526,24

262,335

63

06

3259,15

2756,20

502,95

15

64

40

1203,983

1318,26

114,277

65

09

3807,925

1453,30

2354,63

62

66

26

104,281

1027,76

923,479

886

67

30

1602,262

1586,92

15,342

68

08

3501,616

1604,03

1897,59

54

69

17

3431,798

1565,86

1865,94

54

70

40

362,669

1588,83

1226,16

338

, , 46 , . 7.3, 100% 7 , . 7.2 11 . 7 , 100%


. 7.3, 100% . 7.2. : Y^i (
),
.

7.4.

7.4.1.


- . . 7.8, :
I ;
II - .
- , ().
, , ,
.

, . ,

,
. . 7.4.2;
III (
) , .
221

i=i+1

x i

xi - ^
Y

Xi

-
Xi = f (Z1, Z2, , Zl)

Xi

II

~
Y II

^
Y I

~ II
Y = f (Z1, Z2, , Zk)


^
Y I = f(x1, x2, , xn)

III

. 7.8.

^
Y

in


^
Y = f(x1, x2, , xn)


^
Y = f(x1, x2, , xn)
i=1


, :
;
;
.

,
, .
,
.
: Y^ .

() (Z ). .

7.4.2.


.
. 7.9.

, Y
:
Y = F (x2, x3, x4, 1(x11, x12, x13), 2(x51, x52, x53)),
x13 = 3(x131, x132); x51 = 4(x511, x512, x513); x53 = 5(x531, x533).
Y, x1, x5, x13, x51, x53
Yi (i = 1, 6), xi (i = 1, 13),
, , . 7.9,
:
Y1 = f1 (x1, x2, x3, Y2, Y3) + 1,
Y2 = f2 (x4, x5, Y4) + 2,
Y3 = f3 (x6, Y5, Y6) + 3,
Y4 = f4 (x7, x8) + 4,
Y5 = f5 (x9, x10, x11) + 5,
Y6 = f6 (x12, x13) + 6.
i (i = 1, 6) () .
223

x1

x11

x12

(x4)

(x5)

(Y1)

x2

x3

x4

(x1)

(x2)

(x3)

(Y2)

x13

(Y4)

(Y5)

x5

(Y3)

x52

x51

x53

(Y6)

(x6)

x131

x132

x511

x512

x513

x531

x532

(x7)

(x8)

(x9)

(x10)

(x11)

(x12)

(x13)

. 7.9.

, . (, [87]), .
x ,
, , . .
7.4.2.1.
,
( ),

Y = f0 (x0, Z1, ..., Zm ) + 0 ;
Z k = fk ( xk , Z k +1 , ..., Z m ) + k

(7.19)
(k = 1, m),

(7.20)

xk = (xk1, ..., xk, n ), k (k = 0, m) () k


.
, ,
,
.
.
(7.19) (7.20), Zk = fk(xk) + k.
Y :
(7.21)
Y^ = f (x , Z , ..., Z );
0

Y^ = F (x0, Z1, ..., Zj, Z^j + 1, ..., Z^m ),


Z^k = fk (xk).
224

(7.22)
(7.23)

, Zk
. , Zk
(7.23).
7.4.2.2.



Zi xi , .

Zi Z^i
(7.23)
(7.21) (7.22), , Z^i
, Zi .

~
x~ik = xik + xik
(k = 1, ..., li),
(7.24)
Z i = Zi + Zi ,
Zi xik
mZi, mxik Z , x .
i

ik

, mZi = 0 mxik = 0,
Zi xik .
Zi , i .
:
Z^ = f (x + x , ..., x + x ) f (x , ..., x ),
1

2
Z^. ,
Z
Z Z^ ,  < Z .
Z
, , , Z^, ,


Z

Gk ( x1, ..., xl ) xk .

(7.25)

k =1

Gk(x),
x = (x1, ..., xl),
N

Gk ( x ) =

hk ( x, x j ) Z j dk ( x)Z( x).

(7.26)

j =1

Z j, x j = (x 1j , x 2j , ..., x lj ) ( j = 1, N )
Z x;
N

( x, x j ) j
z
xk
j =1

hk ( x, x j ) =

( x, x j );

(7.27)

j =1

225

( x, x j )
xk
j =1

dk ( x ) =

( x, x j ),

(7.28)

j =1

(x, y) ,
Z = f(x), . , :
l

( x, y) = 1 + b ( yk xk )2

k =1

1 2

( x, x ) = 1 + b ( xkj xk )2

k =1

1 2

( x, x j )
= b 1 + b ( xkj xk )2
xk

k =1

,
3 2

( xk xkj ).

(7.25) , xk ,


Z

= Gk2 ( x ) 2x
k
k =1

12

(7.29)

, Z
x = (x1, ..., xl), ..  =  ( x ). Z x
Z
Z
k
Z x, :
, Z = Z, x = xkk ,
k
k Z xk .
:


Z

Z =

1
N

Z ( x j );

1
N

(7.30)

j =1

Z ( Z j ).

(7.31)

j =1

7.4.2.3.


(7.21) (7.22).
,
,
, .

Y^ , 226

Y, E(Y | x),
X = x.
( ) Y , .
, Zi , xi ,
,
.

^, e
(7.11), (7.3).
7.4.2.4.
1. (7.21)
. 7.4.

7.4

x01

x0n

Z1

Zm

x 101

x 10n

Z 11

Z 1m

Yj

j
x 01

j
x 0n

Z 1j

Z mj

YN

x N01

x N0n

Z 1N

Z mN

2. (7.22) (i = 1, 2, ..., m) . 7.5.

Zi

xi1

xili

Z^i

Z 1i

x 1i1

x 1ili

Z^ 1i

Z ij

x i1j

xilji

Z^ ij

Ni

Z Ni

xi1 i

xil

Ni
i

7.5

N
Z^ i i

3. (7.22) . 7.5 .
4.
Zi , xi (i = 1, 2, ..., r m, pi li ) . 7.6.
, , Zi , xi
xik .
227

7.6

Zi

xi1

xipi

Z 1i

x 1i1

x1ipi

Z ij

x i1j

x ipj i

Ni

Z Ni

xi1 i

xip i

N
i

5. (7.31) Z
i
Zi , (7.26)(7.30)
Z Zi .
i
 < Z , . 7.4 Zi
Zi

. , , Zi ,
, . 7.5 s (s r m) Z1, ..., Zs Z^1, ..., Z^s .
6. :
(7.32)
Y^ = f (x0, Z^1, ..., Z^s , Zs + 1, ..., Zm);
^
Y = f (x0, Z^1, ..., Z^s , Z^s + 1, ..., Z^m).

(7.33)

^ (Y^ )
^ (Y^ ),
7. (7.11)
^() ,
,
Zs + 2 .

, , :
.
,
, .
Y~ Y^
.
,
, Y^ . , Y Y^ .
Y Y^ ,
. ,
Y Y~ = Y Y^ +
+ (Y^ Y~) ,
.
, .
[32, 34,
60, 77]
(Y~) = (Y^ Y~) P (Y > Y~),
(8.1)
1

Y~ , Y^ , Y () , P (Y > Y~) , , ..
.
,
, .
(8.1)
, Y^ > Y~. ,
Y^ , P (Y > Y~) Y~ = Y^ 0,5, ..
, , 50%.
Y^ Y~
.
229

, , (8.1) ,
Y^ . ,
Y^ Y~ ,
P (Y > Y~) 1 0,5.
(8.1)
(Y~) = (Y^ Y~) / K (Y~),
(8.2)
2

K (Y~) .
Y~ < Y^ .
Y^ Y~ P (Y > Y~) , K (Y~) . (8.2)
. (8.2) .
(8.1) (8.2)
,
:
(8.3)
(Y~) = E(Y Y~) P (Y > Y~),
3

E(Y Y~) P (Y > Y~) .


, , .
(8.3), .
, P (Y > Y~) Y^ = f (X), X = (X1, ..., Xn) ,
, .

,
.
,
: ,
,
.

, Y^ = f (x).

230

(n) =

1
k

 2 (B
 )

j =1

nj + n j

j

(8.4)

^ (B^ ) (7.11); n^
j
j
j
j- , nj ;
k .
(8.4) :
k

g j n j C,

(8.5)

j =1

gj j- .
. 8.2.

8.1.

,
Y , Y~.
Y Y~ :
0, Y Y,
 ( y ) =


( y )/ P (Y > Y ), Y > Y ,
(y) Y.

E(Y Y~ )
P (Y > Y~)

Y

Y

E (Y Y )P (Y > Y ) = ( y Y ) ( y )dy = y ( y )dy YP (Y > Y );

y ( y)dy


(Y Y )2 
exp
+ Y P (Y > Y );
2
2
2

(Y Y )2 

(Y ) = E (Y Y ) P (Y > Y ) =
exp
+ (Y Y )P (Y > Y ).
2 2
2

(8.6)

(8.7)

(8.8)

, (y) E(Y) = Y^ , Y^ Y.
231

(8.6), (8.7) ,
Y Y
P (Y > Y ) = 1 P (Y Y ) = 1
,

(x) ( x ) =

t2
exp
2 dt,
2

 

(Y Y )2
 Y ) 1 Y Y .
+
exp
(
Y
(8.9)

2 2
2


, (Y~) (Y~)
(Y ) =

Y Y

1 < 0.

(Y~) . , Y~ , .
. Y^ = F (x) , (),

. Y Y^, .. Y Y^,
, Y Y^ . , (, ), Z = (Y Y^)/Y^
. D(Z )
Z , E(Z ) = 0,
Y = Y^ + Y^Z, ,
E(Y Y^) = 0;
E(Y ) = Y^;
D(Y Y^) = D(Y) = Y^2D(Z );
(Y ) = Y^(Z ).
,
Z = (Y Y^)/Y^, (Y~) = (Y Y~)
P(Y > Y~) (8.9), Y^, ..
(Y ) =
232

(Y Y )2
Y Y

+ (Y Y ) 1
Y exp
.

2 2Y 2
2
Y

(8.10)

Y~t Y^t m , .. t
T m T, T .
Y~t = Y^t Y~t
Yt = Y^t Yt , Yt Y
t. ( ) Pt (Y^t Yt < Y^t Y~t) =
= Pt (Yt >Y~t).
Yt ,
Y t Y
(8.11)
Pt (Yt > Y t ) = Pt ( Yt < Y t )
,

1 T
=
( Y t Y )2

m t =T m

T
1
Y ,
Y =

m + 1 t =T m t

12

Pt (Yt >Y~t) ,
,
Pt (Yt > Y ) =
0

t :Yt >Y t0

Yt

t =T m

Yt ,

t, Y~t > Y~t .


0
t0 [T m, T ].

8.2.

(8.4) (8.5) . .
:
^ + n ),
(n) = d 2(B^ ) / (n
j

1 k
(n),
k j =1 j
fk () = min k (n),

(n) =

gk

nk* () = arg min

gk

k (n),

.. nk*() n, k(n)
.
, n
gk
233

, :
fm () = min

gm

nm* () = arg min

(n) + f ( ng ) ;
m +1
m
m

gm

(n) + f ( ng ) ,
m +1
m
m

m = 2, ..., k 1. m = 1 :
f1 (C ) = min

C
g1

1 (n) + f2 (C ng1 ) ;

n1* = n1* (C ) = arg min

C
g1

1 (n) + f2 (C ng1 ) .

(n1*, n2*, ..., nk* ),


m 1

n1* = n1*(C ), n2* = n2* (C n1* g1), , nm* = nm* C n*j g j .

j =1

. 5.6.

8.3.

, N. Sj j- ,
tk (k = T mj , T mj + 1, ..., T ) ,
T , mj j-
.
Cj , j- . ,
M.
:
Y~j (tk) k- ;
Y^ (t ) ;
j

Yj (tk) ()
.
tk (tk = T)
, .. Y~j (T) = Y~j , Y^j (T) = Y^j , Yj (T) = Yj .
,
Y~ij (tk), Y^ij (tk), Yij (tk) ,
i- .

.
1
Y~j Y^j
Cj . Cj , Cj = const,
Cj = 0.
234

1.
:
Y j Y j
j =
Y j

j = 1, N .

2.
1
m =
N

1 N

=
( j m )2

N 1 j =1

j =1

12

3. j-
:





(Y j Y j )2
 Y ) 1 Y j Y j ,


(Y j ) =
Y j exp
+
(
Y

j
j
2

Y j

2 
2
2

j
(x)
( x ) =

1
2

t2
2

dt .

4. (Y~j) Cj .
5. ,
P (, P = 0,9), ..
Y j Y j
Pj = P (Y j > Y j ) = 1
> P.
Y j

Pj
j0 = j(P) , Pj > P, Pj + 1 P.
0
0
ZP ,
P(Yj > Y~j ) > P ; ,
ZP =

j0

Cj .
j =1

ZP M, P .
, , qM, ,
235

j0

j0

C j qM ;
j =1

j0 +1

C j > qM .
j =1

q,
, .
6. ,
, ( j = 1, ..., j0),
, (Y~j ).
7. (Y~j ) .
2

Y~j (T), Y^j (T) ( j = 1, N ) :
Y~ (t ), Y^ (t ) (k = T m , T m + 1, ..., T ).
j

1.
Y j (tk ) Y j (tk )
jk =
Y j (tk )

j = 1, N , k = T m j , T .

2.
m =

jk / N + m j ;
j ,k

= ( jk m )2 / N +
j ,k

12

m j 1

(8.12)

3.

2

Y j (tk ) Y j (tk )

(Y j (tk )) = Y j (tk ) exp


+
2
2 
2

2 Y j (tk )

Y j (t ) Y j (t )
k
k
+ (Y j (tk ) Y j (tk )) 1
.


Y j (tk )
236

4. , ,
~
~
P (t ) = P (Y (t ) > Y (t )) = P (Y^ (t ) Y (t ) < Y^ (t ) Y (t )) =
j

Y j (t ) a
k
j
=
,

j
~
~
Y j (tk) = Y^j (tk) Y j (tk),
aj =

T
1
Yj (tk ),

m j + 1 k =T m
j

j =

k =T m j

( Yj (tk ) a j )2 /(m j + 1).

5.
~
~
(Y j (tk)) = Pj (tk)(Y j (tk)).
1
j- , Pj (T ) = .
2
~
6. (Y j (tk)) Cj , l ,
l ( j, k) = ( jl , kl) . ,
: ( j, k) l =
j 1

(mi + 1) + 1 + k,

i =1
j 1

(mi + 1) < l,

l ( j, k), j

i =1

(mi + 1) l,
i =1

j 1

k = l (mi + 1) 1. mi + 1
i =1

i- i < j.
7.
~
Pjk = Pj (tk)P (Yj (tk) > Y j (tk)) =

Y j (t ) Y j (t )
k
k
= 1
Pj (tk ),


Y j (tk )
, Pr = Pjk, r ( j, k) = ( jr , kr).
q, , .
l0 , :
l0

l0 +1

Cl qM ,

Cl > qM .
237

8.
( j) (tk),
.
, . 7, ,
. 6.
9. ~
(Y j ) .
. 4
mj , . ,
,
~ (Y^ ),

j
:
~ (Y^ ) Y^ ;
)
j
) ~
j (Y^ ) 1/2 , Y^ j (tk) aj .
Pj (tk), . 4, .

( ).
~ (Y^ ) B
j
,
.
3

( (Y (t ))P (t ) C )

( i , j , k ) u

ij

ij

ij

, u , .

Y~ij (tk), Y^ij (tk) (i = 1, n; j = 1, N ; k = T m j , T ), i , Cij i- j- .
1.
Y ij (tk ) Y ij (tk )
ijk =
i = 1, n; j = 1, N ; k = T m j , T .
Y ij (tk )
2.
mi =

ijk / N + m j ;
j ,k

i = ( ijk mi )2 /
j ,k
238

N +

12

m j 1

3.

2

Y ij (tk ) Yij (tk )

i (Yij (tk )) = i Yij (tk ) exp


+
2
2 
2

2 i Y ij (tk )

Y (t ) Y (t )
ij k
+ (Yij (tk ) Yij (tk )) 1 ij k
.
Y (t )

i ij k
4.
Yij (t ) a
k
ij
Pij (tk ) =
,

ij
~
~
Y ij (tk) = Y^ij (tk) Y ij (tk),
aij =

T
1
Yij (tk ),
m j + 1 k =T m
j

ij =

k =T m j

( Yij (tk ) aij )2 /(m j + 1).

5.
~
~
i (Y ij (tk)) = Pij (tk)i (Y ij (tk)).
1
j- , Pij (T ) = .
2
~
6. i (Y ij (tk)) Cij , l
l (i, j, k) = ( il , jl , kl).
7.
Y (t ) Y (t )
ij k

Pijk = Pij (tk ) P (Yij (tk ) > Y ij (tk )) = 1 ij k

Y (t )
i ij k
, , l0.
8.
( i), ( j) (tk).
, , .
9. .
. 3 . , 3 2;
, 3 1. ,
, ,
3 k.
239

8.4.

, , .
, , , . 8.3.
, , VAR- ( ).

8.4.1.

. , , () X f (x) , e
z, .

z

Kz =

g ( x z ) f ( x )dx

(8.13)

g ( x z ) f ( x )dx
z

g(x) . X , a Pi (xi) ,
X xi ,

g ( xi z ) Pi ( xi )

Kz =

xi < z

g ( xi z ) Pi ( xi )

xi z

, g(x) ,
, X , , X . X
X.
, VARp-, ,

f ( x ) dx = p.

f (x)

X, p . , , X , VARp(X) = V = Vp
p. ,
,
.
. 6 , 240

, - Y.

~
2(Y ), (8.2).

~
~
(Y ) = (Y^ Y )P/K C,
4

K ; C , P , , .
Pj (tk) . 4
. 8.3, ~
a = Y j (Y ) j

. Yj (tk) =
~
~
= Yj (tk) Y j (tk) Y^ j (tk) = Y^ j (tk) Y j (tk)

Y j Yj (tk) (k = T mj , ..., T ).
j, , n , n1
, n2 = n n1. 1 2 Y(tk) Y^ (tk),
Y(tk) Y^ (tk). , 2
1, . (5.9) (5.10),
:
 = Y = n1 Y + n2 Y / n1 + n2 ;
a
(8.14)

1
2
2
1
1 2
 = n / n1 + n2 ,

1 2
n

1 1
Y1 = Yk ,
i
n1 i =1

(8.15)
1
Y2 =
n2

n2

Yk .
j =1

ki (i = 1, n1 ) ,
, k j ( j = 1, n2 ) , .
(8.14) ,
(1 << 2), (8.15) , n1
~ .
n
2
1
,
Pj (tk), , . 8.3 (. 2,
. 4), aj j
(8.14) (8.15).
241

1 2
Z(tk) = Y(tk) / Y^ (tk),
~
Pj (tk) = P (Yj (tk) > Y j (tk)) = P(Zj (tk) < Z^j (tk)) =
 a

Z
j
j
=
,

j

(8.16)

Z^j (tk) = Y^ j (tk) / Y^ j (tk),

n j,1
n j, 2
 = n j , 1 Z + n j , 2 Z
+
a
j
,

j,1
j, 2 /
2
1
j,1 j, 2
Z j , 1 =

1
n j,1

n j ,1

Z k ,
i =1

Z j , 2 =

1
n j, 2

(8.17)

n j ,2

Z k .
l

l =1

ki (i = 1, n j , 1 ) , j- , kl (l = 1, n j , 2 )
.
, 1 2 Z(tk).
.
, ,
..
Yj (tk) Cj . , g(x) = 1 + | x |, z = 0, ,
Yj (tk) Cj Y^j (tk) Cj , = Y^j (tk),
(8.12),
0

K j (tk ) =

(1 x ) exp ( x Y j (tk ) + C j )

/ [2 ( Y(tk ))2 ] dx

(8.18)



2
2
(1 + x ) exp ( x Y j (tk ) + C j ) / [2 ( Y (tk )) ] dx
0

( x ) =

exp t

2
:

/ 2 dt ,

2 (1 m j (tk )) ( j (tk )) + Y j (tk ) exp 2j (tk )/ 2

, (8.19)
K j (tk ) =

2

2 (1 + m j (tk ))[1 ( j (tk ))] + Y j (tk ) exp j (tk )/ 2

mj (tk) = Y^j (tk) Cj , j (tk) = mj (tk)/Yj (tk).


242

VARp- . ,
,
, p
.
VAR- , ,
Yj (tk),
,
V (t ) = VAR (Y (t )) = Y^ (t ) + t Y^ (t ),
j

t0 (t0) = 1 p.
, VARp(Yj (tk)) < Cj
Y^j (tk) < Cj t0 Y^j (tk).

8.4.2.

(8.20)

. 8.3,
.
( Y j (tk ) Pj (tk ))/( K j (tk ) C j )
( j , k ) u

, u
, .
1 2 1, 2 2 . 8.3.
1.
Y j (tk ) Y j (tk )
jk =
j = 1, N , k = T m j , T .
Y j (tk )
2.
m =

jk / N + m j ;

j ,k

= ( jk m )2 / N +
j ,k

12

m j 1

3. Kj (tk) (8.19).
4.
Yj (tk) :
Y (t ) Y (t )
l = l (tk ) =
p

jl

jl

kp

Y jl (tk )

kp

kp , jl -
.
243

5.
m =

l
lp

/ N1 ,

N1 ,
12

= ( l m )2 / ( N 1)
p
l

, , Pj (tk) (8.16), (8.17),


1 = , 2 = .
7.
(Yj (tk)) = Yj (tk)Pj (tk)/Kj (tk);
1
j- , Pj (T ) = .
2
8. Z = j k = (Yj (tk)) Cj
, l ,
l ( j, k) .
9. p, , ..
, VARp (Yj (tk)) < Cj , (8.20).
10. l0 ,
l0

Cl
l =1

M;

l0 +1

Cl

> M,

l =1

l , 8.
11.
( j ) (tk).
12. .

8.5.


12 , . 8.1 ( , . .). . 8.2 ,
, . 8.3 , .
244

218,59

165,79

10

11

10

1321,10

1282,40

1633,50

1623,30

1486,40

1242,70

1417,70

1370,30

1802,40

1311,40

198,55

277,67

368,42

449,93

372,22

406,08

377,73

429,68

~
Y , . .

1321,51

1193,81

1599,57

1174,71

1431,76

973,79

1211,75

1080,21

1513,66

1253,63

377,85

750,13

473,82

390,25

589,20

413,95

652,35

432,82

688,12

Y, . .

1362,18

1049,28

1148,80

1025,18

1066,12

910,71

1005,81

1036,87

1286,79

1070,69

704,98

749,46

755,71

822,53

805,07

781,53

751,57

717,81

722,04

733,73

Y^, . .
2,00

42,00
41,00
40,00
39,00
38,00
37,00

411,88
331,98
420,27
598,11
484,7
233,11

36,00

43,00

11,00

13,00

9,00

8,00

7,00

6,00

5,00

4,00

3,00

333,42

41,08

8.1

,
. .

44,00

177,640

VAR

515,60

0,96794

45,00

0,49811

240,70

539,19

530,86

557,15

544,86

436,66

331,59

379,34

311,73

344,31

304,04

~
Y^ Y ,
. .

246

10

11

11

10

11

317,60

309,50

311,50

376,40

76,80

321,60

307,30

362,70

411,40

1005,98

1100,98

959,27

649,55

1756,55

1326,19

941,71

1827,16

1139,65

564,19

1316,00

~
Y , . .

496,40

427,53

407,18

284,03

377,10

454,32

421,47

415,18

1176,97

1625,81

827,08

2960,69

1616,04

1729,58

1817,92

1301,62

1301,45

Y, . .

546,92

529,38

526,37

510,26

422,19

513,00

530,07

535,56

537,68

1855,12

1945,32

1813,81

1833,08

3207,32

1883,60

1826,96

1811,22

1762,63

1716,16

1319,96

Y^, . .

13,00

35,00

,
. .

229,32

219,88

214,87

133,86

345,39

191,40

222,77

172,86

126,28

849,14

844,345

854,532

1183,53

1450,77

557,41

885,25

0,49544

0,52742

89,757

11,00

11,00

11,00

11,00

11,00

11,00

11,00

11,00

11,00

21,00

21,00

21,00

45,00

54,00

78,00

46,00

13,00

420,991

0,00

VAR

15,94

0,56997

0,97931

12,00

0,49879

2,54534

622,98

1151,97

3,96

~
Y^ Y ,
. .

. 8.1

10

11

11

10

10282,00

9529,00

5641,00

3001,00

2378,00

2117,00

63,35

0,00

0,00

81,57

243,79

309,56

259,73

166,46

5711,00

3854,00

2683,00

9177,00

4513,00

1980,00

~
Y , . .

10284,64

9667,83

5644,10

2708,77

2332,51

2513,33

88,20

74,32

117,14

287,02

307,71

308,79

219,44

3897,79

2676,93

9184,59

4515,89

1979,08

Y, . .

10284,67

9736,21

5718,67

2600,69

2269,70

2618,69

133,71

103,76

140,23

243,26

291,30

302,18

312,48

337,37

5778,64

3918,40

2561,74

9187,26

4539,28

1978,85

Y^, . .

13,00

13,00

,
. .

0,52818

38,789

21,00

400,30

2,67

207,21

21,00

21,00

21,00

21,00

108,29
77,67

21,00

10,00

10,00

10,00

10,00

501,69

70,36

103,76

140,23

161,69

10,00

10,00

47,50

7,38

10,00
10,00

0,48370

13,00
13,00

52,75

170,90

67,64

64,40

13,00
3,541

VAR

121,25
0,75019

13,00

0,79447

65,26

26,27

1,14

~
Y^ Y ,
. .

. 8.1

248

10

11

10

11

10

11

3113,00

2577,00

1785,30

1656,68

1689,58

1608,89

1563,86

9115,58

5114,27

370,80

459,69

631,05

236,78

479,79

339,40

441,65

490,64

16101,00

13371,00

12996,00

~
Y , . .

2600,00

2400,00

2200,00

1600,00

5546,00

200,00

699,00

741,00

500,00

13132,87

13123,69

Y, . .

2334,76

2739,96

2541,37

3016,23

2897,16

1667,82

1689,81

1125,90

6217,59

2578,61

533,61

1671,58

635,46

829,71

669,16

382,10

585,22

15776,43

13114,95

13421,66

Y^, . .

0,00

0,00

0,00

17,00

0,00163

778,23

6,89927

17,00

17,00

17,00

17,00

17,00

162,96

756,07

1359,55

1207,57

58,92

17,00

23,00

4006837,00

7989,60
125,94

23,00

23,00

23,00

23,00

23,00

23,00

1103,32

2207,81

73,92

1040,52

398,67

349,92

23,00

23,00

59,54
329,76

23,00

0,00

94,58

0,39631

21,00

2,35771

324,57

,
. .
21,00

VAR

256,04

21,00

425,66

~
Y^ Y ,
. .

. 8.1

10

11

10

10

11

11

11

11

11

11

11

10

12

10

11

10

11

10

10

10

10

11

10

11

1181,90

947,35

406,06

659,63

1062,33

915,26

1636,37

652,23

934,27

1168,58

1262,41

3482,73

3206,22

3544,02

3647,97

3725,05

3645,07

3482,73

246,02

2960,20

~
Y , . .

1456,00

500,00

1110,00

1650,00

1000,00

1300,00

3254,00

3700,00

3900,00

256,00

3000,00

Y, . .

1819,82

1274,02

673,43

713,84

829,42

819,75

1168,89

498,30

1067,25

1039,51

1133,41

2829,96

3495,16

3603,87

3397,81

3471,85

4178,07

3504,67

298,56

2862,77

Y^, . .

39,706

12,00

232,90

0,91418

12,00

95,51

0,49683

12,00

637,92

326,66

267,38

12,00

12,00

12,00

12,00

12,00

153,92
467,48

54,21

12,00

132,97

12,00

129,06

13,00
12,00

652,77
129,00

13,00

288,49

13,00

13,00

59,84

13,00

13,00

13,00

13,00

,
. .

250,15

0,00

VAR

253,20

0,00249

13,00

5176232,00

532,99

21,94

52,53

97,42

~
Y^ Y ,
. .

. 8.1

250

10

11

12

12

12

12

12

12

12

12

12

526,59

650,68

895,02

1076,80

843,10

917,09

871,60

846,10

1185,70

~
Y , . .

, Z

1356,35

1553,13

1449,17

1549,54

1565,58

1514,83

1520,25

1670,86

1738,73

Y^, . .

829,76

902,45

554,15

472,74

722,48

597,74

648,64

824,76

553,03

~
Y^ Y ,
. .

0,49877

0,98754

1628,18

12
1533,29

1053,51

577,28

11

1111,00

1455,00

1420,00

Y, . .

439,29

342,166

VAR

114,00

12,00

12,00

12,00

12,00

12,00

12,00

12,00

12,00

12,00

8.2

,
. .

. 8.1

0,1256

0,1639

0,2018

0,1805

0,0246

0,4134

0,0960

0,3152

0,1892

0,0924

0,2483

0,0888

^ , . .
m
j

0,5324

0,3313

0,4222

0,4069

0,0049

0,4970

0,0047

0,3714

0,2224

0,0286

0,0830

0,4126

10

11

12

0,9875

0,9142

0,0025

0,0016

0,0000

0,3963

0,5282

0,7502

0,5274

0,5700

0,9793

0,9679

Pj

0,1401

0,1153

0,0282

0,1001

0,3730

0,0015

0,2137

0,0069

0,2035

0,2021

0,1652

0,2884

~ , . .
m
jl

0,0895

0,2781

0,0945

0,0937

0,3668

0,0262

0,2292

0,0214

0,0789

0,1789

0,1285

0,1919

jl

1,0000

0,9093

0,0031

0,0000

0,0000

0,1999

0,9136

0,8069

0,9969

0,9235

0,9048

0,9935

=
P jl

0,4988

0,4968

10000,0000

10000,0000

10000,0000

2,3577

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0,7945

0,4954

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2,5453

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Kj

1628,1815

577,2838

0,0000

0,0000

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29,3057

114,0048

55,4975

439,2871

1533,2907

11,0336

1053,5143

8.3


12 :
1) ( ) ;
2) ( 1);
3) (12 .)
(829 .).
3
:
1) ( ) ;
2) ( 0,92);
3) (21 .)
(849 .)
12 3.
12 , 3 (3
2 ).
12 3 (
1).
(0,4988).
. 3 (21 . 11).
,
12, 3 (1628 1533), 12
3.
1 , , 12
3, , 1 .
1 (1053,5143).
7 - ( 10 000). - ,

.

8.6.

, , .
,
X k (k = 1, n), ,
, ,
252

, .

,

.

8.6.1.

:
N

Y = f ( x ) = ( x, x j )Y

j =1

( x, x j ),
j =1

(x 1j ,

x = (x1, ..., xn), x =


..., x nj ), Y j
, (x, y) . , Xk Xk
Y. Y
X k (k = 1, n):
n

Y =

Gk ( x ) X k .

(8.21)

k =1

Gk(x),
x, (7.26)(7.28),
Z Y.
,
Gk . , Gk < 0, Xk , Gk > 0, .
Xk , E(Xk ) Xk .
.
Xk
. , Xk
.
, Zk = Xk / Wk , Wk .
, Xk , Wk .
. 7 8
Y^. , ,
.
253

Xk N ,
Zk Zkp = Xkp /Wkp ( p = 1, N ).
p Xk .
Zk :
1
mk =
N

Z kp ;
p =1

N
1

k =
( Z kp mk )2

N 1 p =1

12

j- , :
~
E(Xkj ) = E(Xkj Xkj ) = Wkj mk ;
(Xkj ) = Wkj k .

, j .

( )
Xk :
~
~
~
E(Xk Xk )P(Xk > Xk ) = Wk mk P(Xk Xk > 0) =
= Wk mk P(ZkWk > 0) = Wk mk P(Zk > 0) = Wk mk (1 P (Zk < 0)) =

m
m
M
= Wk mk 1 k = Wk mk k = M k k .
k
k
k

Mk = Wk mk , k = Wk k Xk .
,
m
Mk
E(X k 
X k )P ( X k < 
X k ) = Wk mk k = M k
.
k
k
mk
Vk = GkWk mk
,
k
+, Gk > 0, , Gk < 0,
() X k (k = 1, n). , Gk Xk
mk
Y, Wk mk

k

Xk .
254

8.6.2.

, , :
Xk ();
Xk ;
Xk ;
Xk .
Xk X^k
(8.22)
X^ = f (x , x , ..., x ).
k

k1

k2

knk

(8.22) :
Xk Xk1, Xk2, ..., Xkn ;
k

X ki (i = 1, nk ) ;
X ki (i = 1, nk ) .
, , Xk , ,
, , , , Xk , , Xk .

Xk X^k
Xk
. 7.4.2.2 7.4.2.3.
Xk
(8.22), , Xk (8.21):
1 
Xk =

nk

Gki ( xk1, ..., xkn

i =1

) X ki .

(8.23)

1X^k , Xki X ki (i = 1, nk ) .
Mki ki
Xki .
 = E ( 
M
k
1X k) =
nk

 =
2 2

Gki ki
k
i =1

nk

Gki M ki ,
i =1

12

.
255

. 8.6.1 , :
^ (M
^ /
^ );
E( X^k )P ( X^k > 0) = M
k
k
k
^ (M
^ /
^ ).
E( X^k )P ( X^k < 0) = M
k
k
k
Y

Y^ = f (x1, x2, ..., xm , X^m + 1, X^m + 2 , ..., X^n ).

(8.24)
^
Xm + 1, ..., Xn X m , ..., X^n
(8.22).
m

Y =

Gk ( x, X ) X k +

k =1

X^k = 1 X^k + 2 Xk ,

k = m +1

G k ( x, 
X )
Xk,

2 Xk = X^ Xk .

X k (k = 1, n)
:
1) Gk (k = 1, n);
2) Xk k m X^k m + 1 k n;
3) Gk Xk , Gk X^k , Xk .
a. , . 8.6.1 8.6.2, . , .
.
,
, ( Gk ), ,

.

9



9.1.

9.1.1.

,
, :
;
;
;
;
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.

:
;

;

( , );
;
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257

,
[68, . 7378].
.
1. ,
( - - ) [3, . 34].
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, ( 5 2001 . 130- . 12 . 7
).

9.1.2.

.
, .
5 2001 . 130-
, , , . ,
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- ( ). , - , .

, . , 5 . . (. 118 ).
20%
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. 104, 105 115 .
2
,
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258

: ; , .
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12
.
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, .

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259

9.1.3.


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16 .

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262

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9.1.4.

, , ( ).

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.
. 83
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,
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500 1000 .

2000 3000 .

2. 15.4
.
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263

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3. . 15.5 .
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4. ,
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10 .
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266

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)

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. . 12 . 76
.
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267

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.


1000 2000 .





2000 3000 .

6. . 15.8

() .
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()
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, 268

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7.
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269


).

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270

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.

2000 3000 .

9.1.5.


1992 .,
. 162.2 162.3.
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:
198 ()
;
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:
;
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).

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271

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1

200 . 500 . .
18 3 3
272

2. () (. 199
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;
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3

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3

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.

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, () :
274

100 . 300 . .
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2
3

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3

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275

9.1.6.

200 . 500 . .
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3

, (. 9.1).
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. 116



:
90
;
90

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. 118




276



:
90
;

5 . .
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10% ,
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90

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. 119




:
180
;

180

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5%
,

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100 .
30%
,

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181-



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:
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10%

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277

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()


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5 . .




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278

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1 . .

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)

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279

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280

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281


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285

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9.2.3.

,


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)


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292



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21 1991
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GUM- ( Guide to the Expression
of the Uncertainty of Measurement),
() . ,
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300

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12 S
n (m3 m)
2

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S ; n ; m
.
0 < W < 1, 0 , 1 .
,
.
n, , ,
Sx. , 301

, n, :
n=

Sx
.
SQ

(. 3.2)

SQ ,
n

SQ =

1
1
( x x )2 ,

n1 1 i =1 i


x ; n1 , .
;
, .
, .
. 3.1.3.
.
, :
;
c () (Y) Y .

. Y
E[Y ], . a- (Y) Y (Z) Z:
Y , Y E [Y ],
Z=
0, Y > E [Y ].
1(Y ) = (Z) Y.
( ),
a (Y )/E(Y ).
, VAR-,
p ( Y ), .. VAR(Y) = V = Vp , V

f ( y)dy =

p; f(y) -

Y. -, -.
302

,
z

K z (Y ) =

| y z | f ( y)dy

(. 3.3)

( y z ) f ( y)dy
z

.
z , Kz(Y)
, , , .
, - -.
( )
Y ,
, .

Y (Y [a, b]), (b a)/2
(b a)(b + a) Y ,
,
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.

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. , ,
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, .

:
(. 3.1, 3.4.2);
(5.4.2);
(. 3.2.1);
(. 3.2.2).
. ,

() .

.
. 3.2.1.

(. . .) jk ,
303

( j),

y = f (x) + (x),

(. 3.4)

(
x (. 3.4)).

(k)

2jk = 1

E x D( j (( k ) ) | ( k ) = x )

,
( j)
D

(. 3.5)

j ((k))
( j) = f((k)) + j ((k)),

(. 3.6)

a Ex [D( j ((k)) | (k) = x)]


(k) j ((k)), ,
(k) = x.
( ) ^jk . . . ( 0x(k))
s

2jk = 1

vl

( xli( j ) xl( j ) )2
l =1 i =1
s vl

l =1 i =1

.
( xli( j )

( j) 2

s 0x(k);
vl (( j) , (k)), l- ; x (lij) i-
( j) l- (i = 1, 2, ..., v l);
vl
( j)
xl = xli / vl ( j), ,
i =1
s vl
( j)
l- , x = xli / n
l =1 i =1
( j)
, .
. . . ^jk = 0
( j) ( k) ; ^ = 1, ( j) ( k) jk

( j) = f (( k) ), .. j ((k)) (. 3.6).
jk rjk
jk , .. jk kj . ,
, ( j) (k)
.
304

. . ., ..
H0 : jk = 0

(. 3.7)


ns
n =
s 1

2

jk
2
1
jk

(. 3.8)

(. 3.7) F(s 1; n s) .
, ,
ns
s 1

2

jk
2
1
jk

> F ( s 1; n s ),

(. 3.9)

(. 3.7) ( , ..
, ). F (s 1; n s) 100%-
F- s 1 n s.
( P0 = 1 2)
2jk
2
(n s )
jk
 2 )F (m; n s )
n(1
jk

<

s 1 2
< jk <
n

2
(n s )
jk
 )F (m; n s )
n(1
jk 1
2

s 1
,
n

(. 3.10)

^ )], [z]
^ )2 / (s 1 + 2n
m = [(s 1 + n
jk
jk
z, F (m; n s) 100%- F (m; n s)-.
. 3.2.2.
, () ,
,
.
, .
,
,
, .
305

. 3.3.
. 5.4.2 . ,
,
.
. 7. ,
. . P , ,
. , , , .
. 3.3.1.
Y = f (x1, x2, ..., xl).

(. 3.11)

my = E [Y ] =

f ( x ) ( x )dx ;

(. 3.12)

f 2 ( x ) ( x )dx m2f ,

(. 3.13)

Dy = D[Y ] =

x = (x1, ..., xl), (x)


X = (X1, X2, ..., Xl). , , ,
(x)
X = (X1, ..., Xl). , :
E ai X i + a0 =

ai E[ X i ] + a0 ;

(. 3.14)

D ai X i + a0 =

ai a j K ij ,

(. 3.15)

ij

Kij (j i) Xi Xj , Kii Xi .
Y = XZ, :
my = mxz = E[XZ] = E [X]E[Z] Kxz;

(. 3.16)

Dy = Dxz = E[X 2 Z 2] m2xy .

(. 3.17)

, X Z ,
Dy = Dxz = DxDz + m2xDy + m2zDx.
306

(. 3.18)

(. 3.14)(. 3.18)
Y = f (x1, ..., xl),
f (x) = f (x1, ..., xl)

ai xi + aij xi x j .

f ( x ) = a0 +

ij

Y, (. 3.11)
x 0 = (x 01, ..., x 0l) (x 0k = xk mx ), f (x)
k
,
. :
my = f (mx , mx , ..., mx );
1

Dy =

x
i

(. 3.19)

Dx +
i

1 f f

K ,

2 i < j xi x j ij
m
m

(. 3.20)

f
= f x (mx , mx , ..., mx ).
i
1
2
l
xi m
f (x)
:
my = f (mx , ..., mx ) +
l

1 2 f
D +
2 xi2 xi
m

2 f
K ij .
i< j
i
j

x x

(. 3.21)

Y . Xi , , ,
2

f
1 2 f 2
1 2 f
D
+
D y = Dx +
Dx Dx .

x
xi m i 2 i < j xi m i 2 i < j xi x j m i j

(. 3.22)

. 3.3.2.
Y
X = (X1, X2, ..., Xl)

E y = E [Y ] = f (x1, x2, ..., xl).


(. 3.23)
X = (X1, X2, ..., Xl )
Y
+

E [Y ] = f ( x ) =

f ( x ) ( x x )dx .

(. 3.24)

, f (x) x,
, :
307

f ( x ) = f ( x ) +

x ( xi xi ),
i

f
E [Y ] = f ( x ) +
xi x

ti (t ) dt ,

t = x x, ti = x i xi , (t) = (t1, ..., tl)


X = (X1, ..., Xl).
+

ti (t ) dt = mi

i- ,
E [Y ] = Y( x ) = f ( x ) +

x
i

mi .

(. 3.25)

, , mi = 0 (i = 1, l)
^
E [Y ] = Y (x) = f (x),

(. 3.26)

.. , .
Y , (. 3.24)
^
, Y(x) = Y (x) + (x), (x)
^
^
^
Y(x) Y (x). D[Y] = D[Y ] + D[Y(x) Y (x)].
^
D[Y ] , ^
. 3.3.1, D [E = Y(x) Y (x)] (. 3.24)
.
. 3.3.3.
(-)
,
- ,
Y = f0 (x0 , 1(x1), ..., k(xk)),

(. 3.27)

xi = (xi1, ..., xil ), i (xi )


i
(. 3.11), (. 3.26).
, , 1(x1), ..., m(xm)
(. 3.11), m + 1 (xm + 1), ..., k(xk)
(. 3.26). ^
^
X0,1, X0,2, ..., X0,l , Y 1 = 1(x1), ..., Y k = k(xk). 0

308

^
X0,i , Y i
(i = 1, ..., k), , , . Y , . 3.3.1, f0 ,
, . 3.3.2, f0 . , :
^
^ ^
^
^
^
Y = f 0(x0,1, ..., x0,l0, Y 1, ..., Y m, Y m + 1, ..., Y k).

(. 3.28)


1.
2.
3.

4.

5.

6.

7.
8.

9.

10.

11.
12.
13.

14.
15.
16.
17.
310

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22.
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. 188200.

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// www.irs.
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92.

93.
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