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. . ..

..

, 2001 .

www.mitht.ru/e-library

66-9.001.4/.5:65.012.2
24:30.606:6
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. - . .: , 2001 ., 93 .

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...... 5
1. 8
1.1. .... 8

.. 4

(STATGRAPHICS

Plus for Windows 2.1;Excel 97; Mathcad 8 PRO).


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1.2. ... 11
1.3. .16
1.4. .. 18
2. - 20
2.1. ........ 20
2.2. ........ 21
2.3. ... 38
2.4. . 42
2.5. .. 45
3. ..... 51
3.1. .. 51
3.2. ... 59
4. .

. .., 2001


...... 70

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STATGRAPHICS Plus for Windows 2.1 [3];

Excel 97 [4]; Mathcad 8 PRO [5, 6]

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1.

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y1, y2 ..
.

yj=yj(xi,...,xn)
j=1, 2,..., m.

, y.

(1.1)

y.

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10

11

, .2. x1 x2. .
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13

12
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1
y ji
k i 1

(j=1,2,...,N)

(1.2)

k - ,
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N k 2 4.

:

s2j

1 k
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(1.3)

yj

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1
2
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y11 y12 ... y1k y1


y21 y22 ... y2k y 2
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(1.4)

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s2j

j1

G -

. G, -

N -

1, ,

f, , f=k-1.

www.mitht.ru/e-library

14

15

Gp G

Samples
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(1.5)

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.

STATGRAPHICS Plus [3]. ,
StatFolio ,
Compare. , Multiple

Multiple

Samples

Comparison. Tabular Options,



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y (%),
x1 (C) x2 (%).
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:

Samples, Multiple

Gp

Samples Comparison.

max s 2j

s 2j

1.28
0.51
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, ,

G=0.967 1.

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16

17

s 2y

x1, C

x2, %

yj1, %

s 2j

y j ,%

1 N 2
sj
N j1

(1.6)

.
f=N(k-1).
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24

45

35.0

36.0

35.5

0.50

1
s 2y (0.50 0.72 1.28) 0.83
3

24

55

39.3

38.1

38.7

0.72

f=N(k-1)=3(2-1)=3

26

45

31.8

33.4

32.6

1.28

: =0.95; N=3; f=k-

2
y

1=2-1=1.
GpG , ,

s 2y
k

(1.7)


f=N(k-1).

1.1

1.3.

s 2y

0.83
0.42
2

y,

www.mitht.ru/e-library

18

s 2y .

19

III - 05

, -

VI - 30

, -

s2y.

III, II, IV, VI, V, I ( I, V, VI, IV, II, III)


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I - 60

IV - 15

II - 12

V - 34

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.

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20

21

100 , .. -

100 .

1 100 , - -

. -

,
, -


, :

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- ;

;
- .

2. -

,
, -

-.

2.1.
, -

2.2.

. -

www.mitht.ru/e-library

23

22
-

Xi -

(x01, x02, ...,

x0n).

. 3. .

(.3). -

y= 0+ 1X1+ 2X2++ nXn+ 12X1X2++


+ (n-1)nXn-1Xn+ 11X21+ 22X22++ nnX2n+

(2.2)

Xi=(xi-x0i)/xi

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

(2.1)

xi - Xi.

x0i xi

. -

x imax x imin
x 0i
;
2

,
-

x imax x imin
x i
;
2

0=y(0, ..., 0) -

max
i

min
i

. ,
,

www.mitht.ru/e-library

24

25

, , -

x2

.
, ,
, b.

x1

, 0

y=b0+b1X1+b2X2+...+bnXn+

+b12X1X2+...+

+b(n-1)nXn-1Xn

(2.3)

. 4. .

-
.
-

.3 -

, ,

+1 -1.

, .3,

, -

(.4).

www.mitht.ru/e-library

26

27

X1

X2

-1
+1
-1
+1

-1
-1
+1
+1

.
:

X ji 0

(2.4)

j1
N

1
2
3
4

X 2ji N

y1
y2
y3
y4

(2.5)

j1
N

X jl X jm

( lm).

(2.6)

j1

N - . 4 -

j - ;

i,l,m - .

. .5

, (2.6),

. ,

. 3,4 5 -

(. , 2.8-2.10).

;
,

www.mitht.ru/e-library

N=2n,

(2.7)

28

29

X1

X2

X3

X4

-1

-1

-1

-1

y1

+1

-1

-1

-1

y2

-1

+1

-1

-1

y3

X1

X2

X3

-1

-1

-1

y1

+1

-1

-1

y2

-1

+1

-1

y3

+1

+1

-1

-1

y4

+1

+1

-1

y4

-1

-1

+1

-1

y5

-1

-1

+1

y5

+1

-1

+1

-1

y6

+1

-1

+1

y6

-1

+1

+1

-1

y7

-1

+1

+1

y7

+1

+1

+1

-1

y8

+1

+1

+1

y8

-1

-1

-1

+1

y9

10

+1

-1

-1

+1

y10

11

-1

+1

-1

+1

y11

12

+1

+1

-1

+1

y12

13

-1

-1

+1

+1

y13

14

+1

-1

+1

+1

y14

15

-1

+1

+1

+1

y15

16

+1

+1

+1

+1

y16

n .
, :

1 N
b0 y j
N j1

(2.8)

www.mitht.ru/e-library

31

30

1 N
b i X ji y j
N j1
1 N
b lm X jl X jm y j
N j1

(2.9)

,
.

( lm)

(2.10)

,
, .. -

. , -

, - , -

, -

Fp

s 2b

s 2y
N

(2.11)

2
s

max(s 2 , s 2y )
2

2
y

min(s , s )

(2.13)

- .

C -

(2.13) ,

- -

bsbt

(2.12)

1 N
s
( y j y pj ) 2

N B j1
2

t - (.
3). , t
,

s 2y .

(2.14)

-
, ;

www.mitht.ru/e-library

32

33

yj, ypj - -
j- ;

Dependent Variable -

N - .

, ,

Independent

Variables ,
. OK.

(2.15)

, - -

f=N-B

FpF,

(2.16)

F - ( 4).

2.1. ,
y (%)

x1 (C) -

x2 (%).

(2.13).

,
-


x01=50C x02=25 %.

. -

STATGRAPHICS Plus [3]. ,

StatFolio

, -

y=b0+b1X1+b2X2

Multiple regression.

www.mitht.ru/e-library

35

34

X1

x1 x 01
x x 02
, X2 2
x 1
x 2


, .6.

1
b 0 (35.5 38.7 32.6 36.2) 35.6
4
1
b1 (35.5 38.7 32.6 36.2) 1.95
4

6
7

X2

x1, C

x2, %

-1

-1

45

24

35.5

+1

-1

55

24

38.7

26

-1

+1

45

26

32.6

24

+1

+1

55

26

36.2

x1, C

x2, %

50

25

55

45

. 7.

,
(2.8) (2.9):

y,

X1

1
b 2 (35.3 38.7 32.6 36.2) 1.35
4
,

s 2y

1.3 0.42. ,
3 .

www.mitht.ru/e-library

37

36

sb

s 2y
N

y1p 35.6 1.95(1) 1.35(1) 35.0

0.42
0.32
4

y p2 35.6 1.95(1) 1.35(1) 38.9


y 3p 35.6 1.95(1) 1.35(1) 32.3

3, , -

y p4 35.6 1.95(1) 1.35(1) 36.2

=0.95 3 t=3.18.

(2.14) -

Sbt=0.323.18=1.03

2
s

1 N
1
p 2
[(35.5 35.0) 2
(y j y j )
N B j1
43

b 0 35.6 s b t

(38.7 38.9) 2 (32.6 32.3) 2 (36.2 36.2) 2 ]

b1 1.95 s b t

0.38

b 2 1.35 s b t

f=N-B=4-3=1.

,
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Fp

y=35.6+1.95X1-1.35X2

www.mitht.ru/e-library

2
max(s
; s 2y )
2

2
y

min(s ; s )

0.42
1.11
0.38

38

39

,
4. ,

2.3.

X1

X2

X3

-1

-1

-1

y1

+1

-1

-1

y2

-1

+1

-1

y3

+1

+1

-1

y4

-1

-1

+1

y5

+1

-1

+1

y6

-1

+1

+1

y7

+1

+1

+1

y8

(2.7).

, .

: 1/2, 1/4 ..
(. .8).
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1/4
1/2
1/4

1/4
1/2
1/4

, ,

8 . c .

y=b0+b1X1+b2X2+b3X3

www.mitht.ru/e-library

40

41

. 8 X1X2 -

(. 9) -

X3 .

X1X2 X3.

b12 b3 . -

23-1

X1

X2

X1X2

X3

(2.9)

1
4

b12+b3= (y1-y2-y3+y4)

-1

-1

+1

+1

y1

+1

-1

-1

-1

y2

-1

+1

-1

-1

y3

4.

+1

+1

+1

+1

y4

(2.8), :

1
4

b0= (y1+y2+y3+y4)
(2.9) :

, . 2n-p, n - , - ,
. . 8 23-1.

1
4

b1= (-y1+y2-y3+y4)

1
4

b2= (-y1-y2+y3+y4)

www.mitht.ru/e-library

42

43

2.4. -


X, . X=X1X2X3.


,

, -

,
X=+1, - X=-1.
, .9, 24-1
X=X1X2X3.

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y=b0+b1X1+b2X2+b3X3+b12X1X2+b23X2X3+

, -

+b123X1X2X3

, -

, .

www.mitht.ru/e-library

b00;

b22

b11;

b33

45

44

b1212;

1
8

b2323

b1313;

b1= [-(y1+)+(y2+)-(y3+)+(y4+)-(y5-)+

b123123+

1
8

+(y6-) --(y7-)+(y8-)]= (-y1+y2-y3+y4-y5+y6 10

-y7+y8)

X1

X2

X3

X=X1X2X3

1
8

b123= [(y1+)+(y2+)+(y3+)+(y4+)-(y5-)-(y6

1
8

-)-(y7-)-(y8-)]= (y1+y2+y3+y4-y5-y6-y7-y8)+

-1

-1

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y1+

+1

-1

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+1

y2+

, ,

-1

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y3+

b123, , -

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y4+

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y5-

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-1

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-1

y7-

, -

+1

+1

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-1

y8-

, . -

, , b1 b123:

www.mitht.ru/e-library

46

47

, - .

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ymin, ,

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ymax, ,

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www.mitht.ru/e-library

48

49

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50

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52

53

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b1x1.

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www.mitht.ru/e-library

54

x1*

b1x1

55
2. y.

(3.1)

, - y

xi*=bixi

(3.2)

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(.5).

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xi .

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y,

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xi .

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www.mitht.ru/e-library

56

57
3.1. -

4 ,

( 2.1)

x1*
4

0.41
b1x1 195
. 5

y1=35.6+1.95X1. 5. .

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1.35X2

2.1, y1 - , X1 - , X2

x2*=b2x2=0.41(-1.35).1=-0.55

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y 2,

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y22.5.

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30 x1120

y1

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10%x270%

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y1p

y 2

- .

www.mitht.ru/e-library

59

58

x1, x2 ,

11.

.11, N 4 -

x1

x2

X1

X2

50

25

35.6

35.1

2.9

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0.8

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1

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N 3. x1 x2
.

3.2.


N 1

54

24.5

0.8

-0.5

36.5

36.9

3.2

N 2

58

24.0

1.6

-1.0

37.4

37.2

3.7

N 3

62

23.5

2.4

-1.5

38.2

38.5

2.8

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66

23.0

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39.1

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70

22.5

4.0

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40.0

38.1

1.9

N 6

74

22.0

4.8

-3.0

40.9

37.2

1.6

(2.1)

www.mitht.ru/e-library

60

61
-

. 6. .

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5.

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1, 2, 3).

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1, 2 3,

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62

63

12

, .
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X1

X2

...

Xn-1

Xn

k1

k2

...

kn-1

kn

y1

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k2

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kn-1

kn

y2

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kn-1

kn

y3

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n-1

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kn-1

kn

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1
ki
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Ri=iki
i - .

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,
. 12 (3.3) (3.4), . 13.

(3.4)

www.mitht.ru/e-library

64

65

xi

. 12 13
,

2 n1
( x ji x*i ) x*i
n j1

(3.6)

n - ;
j - ;

xi=x0i+xiXi

(3.5)

, (2.1).
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i - ;
xi* - i-
.
,

13

X1

X2

X3

,
, -

X4

1 n 1
xi
x ji
n 1 j1

0.5

0.289

0.204

0.158

-0.5

0.289

0.204

0.158

-0.578

0.204

0.158

i=1,2,...,n, .. -

-0.612

0.158

-0.632

(3.7)

www.mitht.ru/e-library

66

67

14

xn+1=x0(n+1)+xn+1(Rn+1+kn+1)

(3.8)

x0(n+1) - ;

xn+1 -

x1, .-3

1.0

0.1

x2, .-3

1.5

0.2

x3, oC

60.0

5.0

;
Rn+1, kn+1 - , (3.3) (3.4).

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,

x31=1+0.1.0=1

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x32=1.50+0.2(-0.578)=1.38

x33=60+5.0.204=61

(%),
.

-3

x1 x2 ( )
o

x3 ( ).

,
- .

, ,

. 14.

. -

(3.5) .12, -

www.mitht.ru/e-library

68

69

15

x1

x2

x3

.
,

1.05

1.56

61

72.3

0.95

1.56

61

70.1

1.00

1.38

61

65.4

1.00

1.50

57

68.2

1.00

1.70

58

73.9

1.00

1.72

63

76.5

, , .
500 /.
x4
x4=100 /.
(.
.15) N 1,2,5 6.
,
N 7 (.16). N 7 (3.7) (3.8):

N 5, -

x71=(1/4)(1.05+0.95+2.1.00)=1.00

(3.6):

x72=(1/4)(2.1.56+1.70+1.72)=1.64

x51=(2/3)(1.05+0.95+1.00)-1.00=1.00

x73=(1/4)(2.61+58+63)=61

x52=(2/3)(2.1.56+1.50)-1.38=1.70

x74=500+100(0.632+0.158)=579580

x53=(2/3)(2 61+57)-61=58

, N 1, 2,
4 5, "" N 4. -

,
.

N 6, , (3.6).

www.mitht.ru/e-library

70

71

16.

(). -

x1

x2

x3

x4

1.05

1.56

61

500

72.3

0.95

1.56

61

500

70.1

1.00

1.70

58

500

73.9

1.00

1.72

63

500

76.5

1.00

1.64

61

580

78.1

N=2n+2n+1

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2n - , ;
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73

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76
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78

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80

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82

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www.mitht.ru/e-library

85

84
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www.mitht.ru/e-library

86

87

n,

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y y y ,
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89

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0.677

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0.560

0.841

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0.598

0.544

0.507

0.478

0.781

0.616

0.532

0.480

0.445

0.418

0.727

0.561

0.480

0.431

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0.680

0.516

0.438

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0.360

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90

91

66 25 32 38 64 70 26 27 67 77 40 04

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63 88 23 62 51 07 69 59 02 89 49 14

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2.78

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2.14

2.57

15

2.13

2.45

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2.36

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2.11

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18

2.10

2.26

19

2.09

10

2.23

20

2.09

44 08 67 79 41 61 41 15 60 11 88 83
24 40 09 00 65 46 38 61 12 90 62 41
27 84 05 99 85 75 67 80 05 57 05 71
39 30 02 34 99 46 68 45 15 19 74 15
43 96 38 13 83 80 72 34 20 84 56 19
85 77 30 16 69 32 46 46 30 84 20 68
48 84 88 24 55 46 48 60 06 90 08 83
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43 75 12 91 20 36 25 57 92 33 65 95

www.mitht.ru/e-library

92

93

4
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f1

( )

f2

161.45

199.50

215.71

224.58

18.51

19.00

19.16

19.25

10.13

9.55

9.28

9.12

7.71

6.94

6.59

6.39

6.61

5.79

5.41

5.19

5.99

5.14

4.76

4.53

5.59

4.74

4.35

4.12

5.32

4.46

4.07

3.84

5.12

4.26

3.86

3.63

10

4.97

4.10

3.71

3.48

1. . . 3- . 1: / .., .., .. ./
. .. - .: , 1996. - 376 .
2. C.. . .: , 1975. - 48 .
3. . .
: , 1997. 240 .
4. . Microsoft Excel 97 : 2
. : BHV - -, 1997. . II. - 640 .
5. .., .. Mathcad 8 PRO
, Internet. : , 1999. 512 .
6. .., .. Mathcad: : .
. .: , 1999. - 656 .
7. .., .., ..

. .: , 1976. 279 .
8. .., ..
. .:
, 1980. 280 .
9. .., ..
. .:
. , 1978. - 319 .

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6090/16

. . .

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..
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