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# 1. X1 , . . .

, Xn

P
Bi(1, ), 0<<1. , T (X) = ni=1 Xi .
. , P (X=x | T (X)=t) :
 n n
o
X
 P X1 =x1 , . . . , Xn =xn , T (X) = t

P X=x | T (X)=t =
Xi Bi(n, ) =
=
P T (X)=t
i=1
=

n
P

i=1

xi

1
t

n

Cnt 1

n
P

= (1)

(k)Cnk k

k=0

n
P

1 = EX =

k=0

a b:
q
a = M1 3 (M2 M12 ) ,
q

b = M1 + 3 (M2 M12 ) .


P X(n) [, ] 1.

, T (X).
, T (X) = X(n)

(0, +).

(k)Cnk k n , -

2. X1 , . . . , Xn
[a; b]. a b.

n
Y

n
I P
xk !

3. X1 , . . . , Xn
[0; ]. T (X)=X(n) .
. X(n)

0,
y < 0,

n
y
F (x) =
X(n)
n , y [0, ],

1,
y > 0,

xk =t

k=1

(n)t
t!

t!
n
I P
= t
n x 1 ! . . . xn !


E T (X) =

. ET (X)=EX1 =. T (X) = X .
:



DX
> 0 P X EX < > 1 2 1,
n

(k) exp(n)

k=0

(n)k
0
k!

DX =

T (X) = X .

7. X1 , . . . , Xn
[0, ]. , T (X)= max Xi - .
1in

. T (X). X=(X1 , . . . , Xn ) :
L(X; ) =

n
Y
1

k=1

I

, , T (X)=X(n) .

T (X) .

Ln (X, ) =

10

n
P

k=1

2 3X
Xk
k
2

n
P

(12)k=1

2 3X
Xk
k
2

+1


= g T (X), h(X),

12

 21

n
P

T (X)=

12. X1 , . . . , Xn Xi =

(Xk2 3Xk )

k=1

n
X
k=1

(12) =
(Xk2 3Xk ),

h(X)=1.

T (X) , ,
.


() n1 0,

10. X1 , . . . , Xn
[, +1]. .
. :
= I
L(X, ) = I

1in

X(1) X(n) +1

8. X Bi(n, 21 ).
n.

1
.
2n

{an } .
x
an+1 1 Cn+1
1 (n+1)! x! (nx)!
n+1
=
=
1
=
an
2 Cnx
2 k! (n+1x)! n!
2(nx+1)

(x) =

X(1)

, .

2x1 n.

## , a1 < . . . <a2x2 <a2x1 = a2x >a2x+1 > . . . >an . 2x1 2x, n.



1, ,

9. X1 , . . . , Xn Xi = 2, ,

3, 12.
.
(x1)(x2)
2

2
x2 + 3x
2

(12)

x2
3x
+1
2
2

X(n) 1X(1)

X(n)

d
F (x) = n(+1x)n1 ,
dx X(1)

(x) =

X(n)

d
F (x) = n(x)n1 ,
dx X(n)

, X(1) X(n)
Z +1
Z +1
n
1
,
EX(n) =
,
x f (x) dx = +
EX(1) =
x f (x) dx = +
X(n)
X(1)
n+1
n+1



X(1) +X(n) 1
=.
, E
2
X(1) +X(n) 1
X(1) +X(n) 1
,
[X(n) 1, X(1) ] , T (X)=
2
2
.


11. X1 , . . . , Xn - (, 2).
T (X) = X
() = 2/.
. ET (X) = EX1 = 2/ = (). T (X) ().
1
2
DX1 = 2 .
n
n
,
: DX =

. X1 , , 2:
(12)

.
n

 X2 
 1 X
1
1
X2
exp k2 =
exp 2
2
2 k=1 k
2
( 2 )n
n
n

n
1 X 2
n X 2

ln L(X, ) = + 3
X 2 .
X = 3

k=1 k
k=1 k
n
Y

an () = /n, (). .

15. X1 , . . . , Xn - (, ).
.
. 5,

X = M1 = 1 = EX = ,

X 2 = M = = EX 2 = ( + 1) ;
2
2
2
M12
=
.
M2 M12



DX
(1)
P X < > 1 2 = 1
1,
n

, T (X).
T (X)=X


17. X1 , . . . , Xn
1
N (, 1). , X ()=2 .
n
.


n
Y

(X )2
1
exp i
= K() exp nX h(X),
2
2
i=1
n

 n2 
 1X
1
, h(X)= n exp
X2 .
K()= exp
2
2 i=1 i
2

L(X, ) =

14

18. X1 , . . . , Xn
(
exp{(x)}, x > ,
f (x, ) =
0,
x .

Xi

i=1

. ET (X)=EX1 = .
1
(1)
.
: DX= DX1 =
n
n
,

x2
5x
+3
2
2

(x1)(x2)
2

2 x

2 +4x+3

x2

3x

(11 2 ) 2 2 +1 .

+3

n
P

2 k=1

Xk2 +4Xk +3

n
P

(11 2 )k=1

Pn



= exp n

n
X
i=1


Xi I

X(1)

b
=X(1) , .


19. X1 , . . . , Xn - 1/, 1 .
n
1P
Xi .
n i=1

, T (X)=

. , , ,

()
T (X) () = an () ln L(X, ).

n


Y1
Xi
L(X, ) =
exp
,

i=1
Pn

Xi

n
n
ln L(X, ) = + i=1
= 2 X .

2
an ()= /n, (), , T (X) . 

+1

=

= g T (X), 1 , 2 h(X),

2
h(X)=1.
T (X)=
k=1 Xk ,
k=1 Xk ,
T (X) , , .


13. X1 , . . . , Xn - (, ),
- . .
.
n
n
n
 X
 Y
1
Y
n

exp(Xk ) Xk1 =
exp
Xk
Xk
,
()
(())n
k=1
k=1
n
n
n
 n X
X
X


ln L(X, ) =
n ln n ln ()
Xk + (1)
ln Xk =

Xk .

k=1
k=1
k=1

L(X, ) =

k=1

ln L(X, b
) = 0

b
= .
X

b
,

n
2
ln L(X, ) = 2 < 0.
2

.
, b
= X .

14. X1 , . . . , Xn
n
1P
X 2 ()=2 .
n i=1 i

. (22) ,
an () ,

ln L(X, ).

()

ln L(X, ) = 0

.
n
n (X )2 o
Y
1
i

exp
;
L(X; ) =
4
4
i=1
n
n
1 X 2 n

ln L(X, ) = + 2
Xi .

2 4 i=1
4

2 + 2 X 2 = 0.

> 0, ,
q
b
= 1 + 1+X 2 .

,
q


2
n 
n
1+X 2 1+X 2 < 0.

ln L(X, ) = 3 X 2 b = 3
2
2
2
=
21. X1 , . . . , Xn

2
n
X - 1/, 1 . , T (X)=
n+1
2 .
.
L(X; ) =

 n 
1
exp X .
n

X , X
n
2
X
. , T (X) =
n+1
2 
2 
2
n
n 
n 1
=
EX =
DX+ EX
DX1 + EX1
=
n+1
n+1
n+1 n

n  2
+ 2 = 2 = (),
=
n+1 n
.

ET (X) =

22.
X1 , . . . , Xn


exp (x)exp[(x)] .
.
. :
n
n
n
o
X
X
L(X, ) = exp n
Xi
exp( Xi ) .
i=1

20. X1 , . . . , Xn
N (, 2). .

15

2
Xk
3X
2k
2

13

T (X)=X
. X
.
2
, X 1/n
 2 1
2 1
2 1
1
1
= EX = DX+ EX = DX1 + 2 = 2 ,
E X
n
n
n
n
n
.


. :
n 
Y

L(X, ) =
exp (Xi ) I

## 16. X1 , . . . , Xn Bi(1, ). T (X)=X

.

> 0

(11 2 )

T (X) () = an ()

:
M1
=
,
M2 M12

2
Xk
5X
2k
2

12

11

k=1

(x1)(x3)
1

N (0, 2 ). , T (X) =



DX
1 2
> 0 P X 2/ < 1 2 = 1 2 2 1,

n n

T (X)
2/, T (X). 
P

n
P

Ln (X; 1 , 2 ) = 1 k=1

2, , , 1, 2 3
, 12 .

L(X, ) =

= 1

Pn

[X(n) 1, X(1) ].
x [, +1]


F (x) = 1P X(1) x = 1 (+1x)n ,
F (x) = P X(n) x = (x)n ,
X(1)

. X
1
L(x, ) = Cnx n .
2

(x1)(x3)
1

(x2)(x3)
2

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

() 0 (0, +).

, E T (X) 0 0 T (X),
T (X)= max Xi .


1, 1 ,
2, 2 ,

3, 1 .
1
2

. X1 :
L1 (x; 1 , 2 ) = P (X1 =x) = 1

(x2)(x3)
2


I
= g T (X), h(X),
= 1 I
X(n)
n 0X(1)

1
.
, h(X) = I
g T (X), = n I
X(n)
0X(1)

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

## L1 (x; ) = P (X1 =x) =

0Xk


() , E T (X) 0 (0, +).

ny n1
d
, y [0; ]
n
F
(y) =
f
(y) =
X(n)

dy X(n)
0,
.
Z
Z
ny n1
(y) n dy 0 =
E (X(n) ) =
(y)y n1 dy 0.

0
0

()

5. X1 , . . . , Xn
[a, b]. a b 2 .
1

1
1
DX1 = 0.
n
n n

() ,

, , .


=0 E T (X) = (0), , (0) = 0. ()
, (1) = 0.
( () ),
(k)=0, k = 0, 1, 2, . . . ,
P , 0 T (X),

T (X) = ni=1 Xi .

()

xk =t

k=1

T (X) . , .

max. , -

6. X1 , . . . , Xn N (, 1).
T (X) = X .

xk

exp()

k=1

en

, b : bb = X(n) .

4. X1 , . . . , Xn
P
(), >0. , T (X) = ni=1 Xi .

. , P X=x | T (X)=t :
 n
n
o
X
 P X=x, T (X)=t

P X=x | T (X)=t =
= T (X)=
Xi (n) =
P T (X)=t
i=1

. :
n
Y
1

I
L(X; a, b) =
f (Xk ) =
(ba)n aX(1) X(n) b
k=1

an = Cnx

a+b
,
2

1 2
a + ab + b2 .
3

2 = EX 2 =

ny n1
n
dy =
6=
n
n+1

(k)Cnk k

k=0

1
(ba)n

,
n
X

,
: (k)=0, k = 0, n.

, E T (X) =0 (0, 1) 0 T (X), T (X).


## b. L(X; a, b) max, a X(1)

a b
a = X(1) .

, T (X) 1.
. > 0
n



0,
P X(n) < =
n

i=1

= 1 I P

n
xi =t
Cnt

n
o
n
 X
=, (0, +) =
E T (X) =
(k)Cnk k (1)nk =
1
k=0
n
X

EX(n) =

xi =t

i=1

. M1 =X, M2 =X 2
.
[a, b] X :

xi

i=1

n
nt I P

T (X) . 
() , E T (X) =0 (0, 1).

X(n) :
n1
ny
, y [0, ]
n
f (x) =
X(n)

0,
.

i=1

n
X

ln L(X, ) = n
exp( Xi ) = 0,

i=1

b
= ln n ln

n
X
i=1

16

exp(Xi ).

T (X)
, T (X).


26. X1 , . . . , Xn
Bi(1, ). , ()=n+1 .

## 23. X1 , . . . , Xn (), > 0.

T (X)=X .



DX
> 0 P X EX < > 1 2 1,
n

T (X)
, T (X).

. , ().
: T (X) ,
ET (X) = n+1 .

n1

## = T (0, . . . , 0) (1) + T (1, 0, . . . , 0) (1)

+ . . . + T (1, . . . , 1)

X(1)

n, () .
, ()=n+1 .

27. X1 , . . . , Xn
Bi(1, ). , () = 1 .
. 26.

() = (1).

28. X1 , . . . , Xn (). , 2 .

X
. (X) E(X), ()
X.


2 
2
n 
n 
ET (X) =
=
EX EX =
DX + EX
n1
n1


1
n
(1) 2 = (1),
=
n1
n
T (X) () = (1).

. 26, , .
T (X) = T (X1 , . . . , Xn ) ,
ET (X) = 2

()

T (i1 , . . . , in ) exp(n)

(i1 ,...,in )
ik 0, k=0..n

ET (X) =

X
i1 +...+in
=
exp(n)ai i .
i1 ! . . . in !
i=0

y dy =

X(1)

na
b
+
,
n+1 n+1

a+b
1
.
ET (X) = (EX(1) +EX(n) ) =
2
2
.
> 0


P X(n) > b = 1 P X(n) b = 1

ba
ba

n

b.
X(n)

1,
n

a.
X(1)
,
T (X)=

## X(1) +X(n) P a+b

,
2
2

. :
na
b
+
,
n+1 n+1

EX(1) =

EX(n) =

nb
a
+
,
n+1 n+1

,
lim 2 = +,

lim ET (X) = a0 ,

+0

ET (X) = b a.

+0

, () T (X).

.
P

b,
X(n)

a,
X(1)
18

exp(n)ai i = 2 .

19

yf

30. X1 , . . . , Xn

n+1
X(n) X(1) [a; b]. , T (X)=
n1
(a, b)=ba.

 P
n+1
ba.
X(n) X(1)
n1

i=0

17

T (X)=

ET (X1 , . . . , Xn ) =

## . ET (X) = EX1 = 2/. .

1
: DX = DX1 = 2/n 0.
n
n
,


DX
> 0 P X EX < > 1 2 1,
n

X(n)

## 25. X1 , . . . , Xn (, 2). T (X) =

X () = 2/.

EX(1) =

. :
n
n


P
P
n
Xi
Xi

X
L(X, ) = i=1 (1) i=1 = (1)n exp n ln
1

n
ya
,
ba
n(y a)n1
f (y) =
,
X(n)
(b a)n
Z b
a
nb
y f (y) dy =
EX(n) =
+
.
X(n)
n+1 n+1
a
(y) =

X(1)

24. X1 , . . . , Xn X(1X) n

n1

n

ya
,
(y) = 1 1
ba
n(y a)n1
(y) =
,
(b a)n

ET (X1 , . . . , Xn ) =

## Bi(1, ), 0<<1. , T (X) =

(a, b) =

()

. ET (X) = EX1 = . .
1

DT (X) = DX1 = 0.
n
n n
,

29. X1 , . . . , Xn
X(1) +X(n)

2
a+b
.
2
. ,
.
, .

## [a; b]. , T (X)=

X
2
ln L(X, ) =
exp( Xi ) < 0.
2
i=1

31. X1 , . . . , Xn
[0; ].
max Xi
1in
, G(X, ) =
.

## . g1 < G(X, ) < g2 , (1 , 2 ):

X(n)
X(n)
X(n)
X(n)
X(n)
g1 <
< g2
<<
: 1 =
, 2 =
.

g2
g1
g2
g1
1
1

X(n)
g1 g2



X

X

X(n)
(n)
(n)
= P(1 < < 2 ) = P g1 <
< g2 = P
< g2 P
< g1 = g2n g1n ,

0 g1 < g2 1.

, g1 g2 .
1
1
X(n)

## g2n g1n = , 0 g1 < g2 1

g1 g2

g2 = 1, g1 = n 1 .
, 

 , X(n)
.

G(X, ), X(n) ,
n
1

(X) =

1, T (X) < c ,
, T (X) = c0 ,

0, T (X) > c0 ;

Pc0 1
i=0
c0 c0

## Cni 0i (10 )ni

Cn 0 (10 )nc0




0
0
W () = E (X) = P T (X)<c0 + P T (X)=c0 = P T (X)<c0 + c (1)nc =
c0 1

X
i=0

c0 1

 c0 (1)nc0
X
.
Cni i (1)ni +
Cni 0i (10 )ni c0
0 (10 )nc0
i=0

, H1 (
H1 : =1 ). 1 : ,
1 < 0 . , .


33. X1 , . . . , Xn
N (, 1).
, n(X).
.

Pn


i=1 Xi n

n X =
N (0, 1).
n


1
2 
P 1 < G(X, ) < 2 = P X < < X .
n
n
G(X, ) =

32. X1 , . . . , Xn
Bi(1, ), 0<<1.
H0 : = 0 H1 : < 0 . .
. H0
H1 : = 1 , 1 < 0 , :
n
P

Xi

n
P

Xi

L1
i=1 (11 ) i=1
= 1
n
P
n
Xi
L0
n
P
Xi (10 )

i=1

11
10

n !

1
11
0
10

n
"P
Xi
i=1

c T (X) =

0i=1

n
X
i=1

Xi c0 .

C c0 :
X
i=0

c 1

## Cni 0i (10 )ni = .

i=0

= 0 :
(
1, T (X) c0
.
(X) =
0, T (X) > c0
< 0 ,


= E 0 (X) = P0 T (X)<c0 + P0 T (X)=c0
=

20

. -:
n
Q
1
(
 n
I
1 {06Xi 61 }
,
X(n) > 0
I{X(n) 61 }
L1
0
=
=  0 n
= i=1
n
Q
L0
1
I{X(n) 60 }
, X(n) 0
1
1
I
i=1

0 {06Xi 60 }

(
1, X(n) > 0 ,
, X(n) 0 .
> 0 ) + P0 (X(n) 0 ) = 1 0 + 1, = .



W (, 1 ) = E 1 (X) = 1 P1 X(n) > 0 + P1 X(n) 0 =


= 1 P1 X(n) 0 + P1 X(n) 0 =
n
 n
Y

0
= 1 (1)
P1 Xk 0 = 1 (1)
.
1
k=1

00
0 00

g1 , g2
.
(
F4n (g2 ) F4n (g1 ) = ,
()
0
0
F4n (g2 ) = F4n (g2 ).

. H0
H1 : =1 , 1 >0 , -:
n
Q
1 exp(1 Xi )  n
n
n
n
o
X
X
L1 (X, )
1
= i=1
exp 0 1
=
Xi > c T (X)=
Xi c0 .
n
Q
L0 (X, )
0
i=1
i=1
0 exp(0 Xi )

Fm (a) =

FT (X) (t; ) =



(n)k
k
P X =
.
= P xX = k = exp(n)
n
k!

[nt]

exp(n)

k=0

0,

Ra

## km (x) dx, km (x) 2m .

(n)n
, t 0,
k!
t < 0;

c0

37. X1 , . . . , Xn - (, 2).
,
n
P
Xi

(n)[nt]

< 0.

[nt]!

FT (X) (t; 2 ) =

2,2n

. H1 :
= 1 , 1 < 0 . :
n
Q
Xi
n
P
e1 1

L1
Xi !  1 i=1 Xi
=
= i=1
exp n(1 0 ) c
Xi
n
L0
0
Q

e0 0
Xi !
i=1

, T (X) (n). c0

## F0 (c0 1) < F0 (c0 ),

G(X, ) =

1
2

t = T (X).


i=1

. ,
n

1
1 
X
= 2
Xi , 2n = 24n .
2Xi , 2
2
2
i=1

:
 g

g2 
1
= P g1 < 2G(X, ) < g2 = P
<<
= F4n (g2 ) F4n (g1 ),
2nX
2nX

## F4n (y) 24n .

g2 g1
F4n (g2 ) F4n (g1 ) = .
:

F0 (y) =

[y]
X

1, T (X) < c ,
(X) = , T (X) = c0 ,

0, T (X) > c0 ;

exp(n0 )

36

T (X)=

n
X
i=1

Xi c0 .

c0 Z,

(n0 )k
.
k!

F 0 (c 1)
.
F0 (c0 ) F0 (c0 1)

c0 Z , F0 (c0 ) = , :
(
1, T (X) c0 ,
(X) =
0, T (X) > c0 .
, H1 - (H1 : =1 ).
1 : , 1 <0 .
, .
:


W (, ) = E (X) = 1 P T (X) < c0 + P T (X) = c0 = F (c0 1) + F (c0 ),
F (y) =

[y]
X
k=0

## F () = g2 g1 (F4n (g2 ) F4n (g1 ) ).

28

F0 (y) T (X) , H0 :

k=0

(1 , 2 )
1+
,
2

2,2n

=
=
=
, 2,2n F2n (y).
2(
0
2 
1, T (X) ,2n 20 ,
(X) =
2 
0, T (X) > ,2n 21 .
20 c0

:




2
.
W () = E (X) = P T (X) c0 = P 2T (X) 2c0 = F2n
0 ,2n
, H1 , H1 :
=1 . 1 , ,
1 >0 . , .


0,

FT (X) (t; 1 ) =

38. X1 , . . . , Xn ().
H0 : = 0 H1 : < 0 . .

i=1

.
nX (n),

,
 g
g2 
1
,
, g1 g2 - 2nX 2nX
().


G(X, ),

i=1



n

 
X
20 XiP
12 , 1 = 22
Xi 20 c0 =
= P0 (T (X) c0 ) = P0 20
= F2n (20 c0 ),
20 ni=1 Xi 22n

Xi (),

34. X1 , . . . , Xn
[0; ].
H0 : = 0 H1 : = 1 > 0 . .
27

c0

35. X1 , . . . , Xn
(). ,
T (X) = X.

T (X)

2
2 = X .
n

26

36. X1 , . . . , Xn - (, 1).

H0 : =0 H1 : >0 . .

(X) =
= E 0 (X) = 1 P0 (X(n)

1
1 = X ,
n

2 1
2 1 =
n

= P 1 < G(X, ) < 2 = (2 ) (1 ),

(x) .
, 2 = 1 = 1+ , 1+ 2
2
1+
(x).
2
, , 
1+
1+ 

G(X, ), X 2 , X + 2 .
n
n

c0 1

00 =

(1 , 2 ),

37

exp(n)

(n)k
.
k!

39. X1 , . . . , Xn
( 

exp (x) , x > ,
f (x, ) =
0,
x .
H0 : =0
H1 : =1 < 0 . .
. :
n
Q


exp(1 Xi )I
Xi >1
 I X(1) >1
L1
= i=1
= exp n(1 0 ) 
n
> c .
Q
L0
I

X(1) >0
exp(0 Xi )I

:
1. = 1, 

W (, 1 ) = E 1 (X) = 1;

0 n
, W (, 1 ) = E 1 (X) = P1 (X(n) 1 ) = . 
2. =
1

Xi >0

i=1

:
 n


X(n)
1
1
=
,

= E 0 (X) = P0
0
0
0
n  n o
0
= min 1 ; 1 .

(
L1
,
X(1) 0 ,

=
L0
exp n(1 0 ) , X(1) > 0 ;

X(1) 0

L1
> c
L0
(
1, X(1) 0 ,
(X) =
, X(1) > 0 .

:

= E 0 (X) = 1 P0 X(1) 0 + P0 X(1) > 0 ) = 1 0 + 1,

= .


W (, 1 ) = E 1 (X) = P1 X(1) 0 + P1 X(1) > 0 ) =

n 
Z +
n
Z +

exp(1 x) dx = 1 (1) exp n(1 0 ) .
+
exp(1 x) dx
= 1
0

40. X1 , . . . , Xn
[0, ].
H0 : =0 H1 : =1 < 0 . .
. ,
( , X(1) <0 X(n) > 0 ):
n
Q
1 
 n I

I
0,
X(n) > 1 ,

1
0Xi 1
X(n) 1
0
L1
n
= i=1
=
n
= 0 , X .
Q
L0
1 I
1 
1
(n)

X(n) 0
I
1
0
i=1

0Xi 0

,
(
, X(n) 1 ,
(X) =
0, X(n) > 1 .
38

39

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