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. . , . .

2010

519.220+368
22.17

.., .. :
. :
, 2010. 180.
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,
,
,
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-
,
, - .

.. , - .-. ,

.. , . . , , .

.. , . -

, 2010
.., .., 2010


.

...
...

..............................................................................
-

.
...
1. .
........
1.1. ..
1.2.
..

2. ..
2.1. ...
2.2. .
2.3. ...
2.4. ..
2.5. ...
..

3.


.....................
3.1. .
3.2. .
3.3. ..
3.4. , ..
3.5. .
3.6. ...
..

4.
.........................................................................................
..
4.1. ..
4.2.

..
3

5
6
6
7
9
9
11
12
12
13
21
33
33
35
36
40
43
46
50
55
57
58
59
63
68
73
76
77
87
88
90
91
91

4.3. .
4.4.
4.5.
4.6. .
.......
...

5. ...
..

..
.
.
.
.

1. ..
2.
3.
4. .
5.

93
94
96
10
0
10
6
10
6
10
7
11
3
11
4
11
5
11
6
14
0
14
7
15
3
15
9
16
0
16
1
16
3
16
5
16
9
17
8




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,

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12

10

23

20

34

30

24
22
115

2
1
8

1
1
6

21
20
101


1. .

.
, ,
.
2.
. .
.

. .

, ,
.

, .
. .

. : , ,
.
3.


. .

. . . .
. .

. .
. . -
. - .
, . -.
7

4.
.
.
.

.
5.
.
.
.

1.

2.

3.

10

10
20

20
30

10


4.

21

5.

20

10

30

21

20

.


.

-
.
.

.
1.1 1.8

2.1 2.6


3.1 3.9

4.1 4.4

5.1 5.2

1 10

15

10

1 10

6 24

30

1 10

25 34

30

13

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12

35 50

15
100

, 60 .

11


1. .

.
:

.
:

12

1.1.

.

: = {1 , 2 , , n ,} .
A ,
:
1.

A A A

2.

A, B A A B

A,
A,

A B

A.

A -, 2
.

A .

, ,
.
, ,
.
,
.
+ ,
.
,
.
1 , 2 , , n ,
.
, ,
.

13

( , A, P ) ,
, A , -,
P , A, :

1. ( ) P( A) 0 ,

A A,

2. ( ) P( ) =1 ,
3.

1 , 2 , , n ,

Ai =P( Ai ) .
i

P( A) A .
A B ,
A B (

P( B ) > 0 .
P( A B ) )

A , , B .
P( A B )

P ( A B ) = P( B ) .
: P( A B ) = P( A) P ( A B ) .

.
H1 , H 2 ,..., H n
, ..
H1 , H 2 ,..., H n

Hi H j =

(i j )

H i = .

i =1

() P( H1 ) > 0, P( H 2 ) > 0,..., P( H n ) > 0 .


, A
H1 , H 2 ,..., H n P(A| H1 ), P(A|
H 2 ),, P(A| H n ). P ( A)

:
P ( A) =

P( H i ) P( A | H i ) .
i 1

14

A , ,

P ( H1 ), P ( H 2 ),..., P ( H n )

, () P( H1 | A ),
P( H 2 | A ),, P( H n | A ), :

P( H k | A )

P( H k ) P( A H k )
n

P( H i ) P( A H i ) .
i =1


() ,
, , x R
{ : ( ) < x} .

, ,
.
.
, ,
.

F ( x ) = P ( < x ) .

:
F1.

.
F2. .
F3.

F ( ) = 0 , F ( + ) =1 .

4. P( a < b ) = F ( b ) F ( a ) .
5. P( = x0 ) = F ( x0 + 0) F ( x0 ) .
.

15

,
x1 , x2 , , xn ,

x1 , x2 , , xn ,

p1 , p2 , , pn , , .

F ( x ) =

pi .

i: xi <x

f ( x ) 0 ,

f(x )dx =1,

F( x ) =

f(t )dt .

f ( x )

.

p ( 0 < p < 1) , 0 1 p
1 p .

n p ( n , 0 < p < 1) ,
0, 1, 2, , n

P( = k ) = Cnk p k (1 p ) n k .


( > 0) ,

k e
P( = k ) =
.
k!

p ( 0 < p < 1) ,
P( = k ) = (1 p ) k 1 p .

16

( a, b )
,
x a,
0,
1
f ( x ) =
, a < x < b,
b

x b.
0,


a ( a R, > 0) ,

( x a) 2
1
.
exp

2
2 2

f ( x ) =

a = 0 = 1
.

()

0,

x < 0,

f ( x ) = e x , x 0.

.
.

E =

xi pi . ,
i

xi pi
i

. , .
.

17

E =

x f( x )dx . ,

x f(x )dx .

.
:
1.

EC = C , C = Const .

2.

Ea = aE ,

3.

E1 + 2 = E1 + E 2 , E1 E2 .

4.

1 2 , E1 2 = E1 E 2 .

Ea +b = aE + b .


D = E ( E ) 2 .

:
1.

DC = 0 , C = Const .

2.

Da = a 2 D , Da +b = a 2 D .

3.

D = E

E2 .

1 2 , D1 + 2 = D1 + D 2 .

= D

, .

5.

{ n }

18

( E

= a, D n = 2 .

Fn ( x )

k an , ..
k =1

k an

Fn ( x ) = P k =1
< x .
n

( x )

, ..
( x ) =

1
2

u2

du .

).

{ n }

( E

= a, D n = 2 .
n

k an

k =1
P
< x n
( x ) .

, ,
, ,
,
.

0 ( x ) =

1
2

u2

e 2 du

:
1.

0 ( x ) = 0 ( x ) .

2.

0 ( + ) =

3.

( x ) = 0 ( x ) +

4.

x1 , x2 : ( x2 ) ( x1 ) = 0 ( x2 ) 0 ( x1 ) .

1
.
2
1
.
2

19

-.
, n
n

p . S n = k
k =1

, k
p ,
E k = p, D k = pq .

S n np
npq

n .
( -).
n ,
k1 k 2 ,
P( k1 S n k 2 ) 0 ( x2 ) 0 ( x1 ) ,

x1 =

k1 np
,
npq

x2 =

k 2 np
.
npq

( -).
n , k ,

P( S n = k )

k np
x=
npq ,

x2

1 2
( x) =
e
2

1
( x ) ,
npq

.
p n , .. pn = p( n ) .
.

pn n 0 ,

npn n > 0 ,

n ,
k ,
P( S n = k )

20

k e
.
k!

1.2.

.
, t C
(, , ,
..). t
C = C i
C . C ,
.
;

i = C/C

( t , t + t ) .

, C
. i1
, i2 .
C :
1. ,

. C = C i1 + C i2 . ,
i = C / C = i1 + i2 .
2. ,

, .


+ C = C (1 + i1 ) ( 1 + i2 ) .

1 + i = ( 1 + i1 ) (1 + i2 ) , .. i = i1 + i2 + i1 i2 .
,


.
21

,
, ,
.

. , -
, .
.
; ,
( ) .

(
, ) ,
i . , t 0 = 0 C
t .
t0 + t C C ( t ) = C (1 + i ) t . A( t ) = (1 + i )t

t .


C ( t + t ) C ( t ) C ( t )
=
= ( ln C ( t ) ) = ln (1 + i ) .
t 0
C ( t ) t
C( t )

= lim

i = e 1 ,


A( t ) = e t .

.
= ( t )

t
0

C ( t ) = C ( t0 ) exp ( z ) dz .


22

1/ p .

, :
p =12

( );

();

p =2

p =4

().

i( p )

i( p ) = (1 + i )1 / p 1 = e / p 1 .

i( p ) ,

1/ p

(.. )


i ( p ) = p i( p ) .

i ( p )
() p .

, t > 0
C . t
C t 0 = 0 P = C (1 + i ) t ,

t P

P (1 + i )t = C .

P C t .

..

().

v = (1 + i ) 1 = e


P = Cv t .


, t 0 = 0 .
t =1 (1 + i ) ,
: = i .
C i , t =1,
t 0 = 0 ,
23

C i (1 + i ) 1 .

, t 0 = 0
, , ,
d = i / (1 + i )

C . d

.
d
v :
d = 1 v = 1 e .

, C = 1

1/ p

i( p ) = i ( p ) /p = (1 + i )1/p 1 .

t =1/p

. t 0 = 0 ,

i( p ) (1 + i ) 1/p = 1 (1 + i ) 1/p .

d( p )

1 /

i = d / (1 d ) ,

d( p ) = 1 (1 d )1 / p .

(. )

1/p ,

(.. , )

d ( p ) = p d ( p ) = p 1 (1 d )1/p

).

d ( p ) ,
p .


,
,
t 0 = 0 ,
, ..

a
n b1 , b2 , , bn ,
24

t1,t 2 , ,t n . a
, , ,
(
) , , t1,t 2 , ,t n ,
b1,b2 , ,bn .
a = b1vt1 + b2vt 2 + + bn vt n .


1, ,ck , 1, , k ,
ci bi
:
c1v 1 + + ck v k = b1vt1 + + bk vt k .


,
.

,
,
.
,
.
.

n

( 0,1), , ( n 1, n ) .

t0 = 0

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

25

n , 1,
, ..

0 , 1, 2 , ,n 1 ,

.

.

t =1,

n
a

. n 1,

.
.

an

.
, n
t 0 = 0 ,
:
an = v + v2 + + vn =

1 vn
i

an = 1 + v + v 2 + + v n 1 =

an

n
a

1 vn
d

,
.
,
, .

( 0.1) ( , ..

t 0 = 0 , ,

.. t1 =1 , ).
. ,

26

( 0,1), (1,2 ), , ( m 1, m ), ( m, m +1), ( m + n 1, m + n )

( t0 = 0

).

n , 1,

( m, m + 1), ( m + n 1, m + n ) ,

..

m + 1, ,m + n ,

.
t 0 = 0

. ,

n m + 1, ,m + n
, :
m

= v m +1 + + v m +n = v m an

n , 1,

( m, m + 1), ( m + n 1, m + n ) ,

..

m, ,m + n 1 ,

.
t 0 = 0

. ,

n m, ,m + n 1
, :
m

n = v m + + v m +n 1 = v m a
n
a

,
.
,

,
a s .
,

sn

tn = n ,

sn

tn = n , ..
.

27

sn

sn

n tn = n
:
s n = (1 + i ) n 1 + (1 + i ) n 2 + + 1 =

(1 + i ) n 1 ,

sn = (1 + i ) n + (1 + i ) n 1 + + (1 + i ) =

(1 + i ) n 1 .
d

, p

( 0,1), , ( n 1, n ) .

t0 = 0

.
n p
1 /

np ,

1/ p ,

, ..
1/p, 2 /p, ,p/p =1; 1 +1/p, 1 + 2 /p, ,1 + p/p = 2; ;n 1 +1/p, ,n 1 + p/p = n

, p .
t 0 = 0

a( p) ,
n

tn = n

s( p) .
n

np ,

1/ p ,

, ..
0 , 1/p, ( p 1) /p; 1, 1 +1/p, 1 + 2 /p, ,1 + ( p 1) /p; ;n 1, ,n 1 + ( p 1) /p ,

,
t 0 = 0

( p )
a
n

p .

tn = n

s ( p )
n

28

a( p)
n

s( p) ,
n

( p )
a
n

s ( p )
,
n

, .
:
a( p) = s( p) v n
n

s ( p ) = a ( p ) (1 + i ) n

( p ) = s ( p ) v n
a
,
n

s ( p ) = a
( p ) (1 + i ) n
,

( p )
a( p) = a
n

1 1 n
+ v .
p p

p -

p =12

(,

,
).

i( p ) = i ( p ) /p ,

i ( p )

,
p . ,

d( p ) = d ( p ) / p ,

v( p ) = v1 / p .

, p
( 0, n ) , ,
( 0, np ) .

1/ p

, :
( p )
a

n @i

@i

a
p np

@i ( p ) /p

. , :
a ( p )

n @i

a( p)
n

1 vn
d
= ( p ) an
(
p)
d
d

:
a( p) =
n

1 vn
i
= ( p ) an
(
p)
i
i

29

,
p [0, n] , ,
p .
d
1 v
n =
lim a ( p ) = a
n
p

i
1 vn
lim a ( p ) = an =
p n

,
.

p ,
(
1/ p .

1/ p

),

, .
.

.
t 0 = 0 a n .

p =
,

an

a n = v dt = e t dt =
t

1 vn

[0, n] ,

p(t )

t . t 0 = 0

n

p (t )dt .

,
:
( p ) a n
a
n

a( p) a n
n

30


1
a ( p ) = a n 1 +
+ o ,
n
2
p p

1
a ( p ) = a n 1
+ o .
n
2p p

, t
1,
at

st

. ,

t :
st = at

(
1 + i) t 1
.
(1 + i ) =
t

( 0,1), , ( n 1, n ) .

t 0 = 0

,
.
n
,

..

1, 2 , ,n ,

t1 = 1 ,

t 2 = 2 ,, tn = n ,

.
t 0 = 0 ( Ia ) n .

,
:

( Ia ) n

= v + 2v 2 + 3v3 + + nv n = v

1 ( n + 1) v n + nv n +1

(1 v ) 2

n 1, 2 , ,n ,
( 0,1), , ( n 1, n ) , .. t 0 = 0 , t1 =1 ,, tn 1 = n 1 ,


t 0 = 0 I a :
n

31

n n+ 1

(
)
1

n
+
1
v
+ nv
2
n 1
I a = 1 + 2v + 3v + + nv =
.
2
( 1 v)
n


.
.

A, B , ...

..,

,, ... ..

,
( ,
, ).

.

, ,

,
.

1.

. .

2.

.
3.

. .

4.

(,

).
5.

. .
32

6.

7.

8.

. .

9.

10.

. .

33

2.

( ,
, , );


( , ,
).
:

.
:

34

2.1.
, ,
,
, ,


.
.
,

,

, .
T .

F ( x ) = P( T < x ) .

F ( x ) =1 F ( x ) .

1 F ( x ) ,
x .

s ( x ) =1 F ( x )

: s( x ) = P( T x ) .
:
1. s ( x ) ( x 0 );

2. s( 0 ) = 1 ;
3.

s ( + ) = 0 ;

4. s( x ) .
,
,
35

.
. ,
( = 100 120 )

s( x ) = 0

x > .

, ,
,
.
. ,
l0 (
l0 = 100000 ) .

x
L( x ) .

lx = EL( x ) = l0 s( x ) .

s( x )

.

s( x ) ,

l x ( l0 ).

f ( x) .

f ( x ) = s( x ) (,
, l0 f ( x ) ) .
l0 f ( x ) .
l0 ,
x . d x
d x = l x l x +1 . d x l0 f ( x ) .

s ( x ) :

f (u )du =s( x ) ,
x

36

x =

f ( x)
s( x )

. , x
, t x t
( x, x + t ) .
s ( x )
:

s ( x ) = exp u du ,


.


:
1.

e 0 =ET = xf ( x )dx = s ( x )dx ,

2.
DT = ET 2 ( ET ) 2 ,

ET 2 = x 2 f ( x )dx =2

3.

m( 0 ) ,

xs( x )dx ,

s ( m ) = 0,5 .

,
.

37

,
..


. ,
.
1729. ,
,

( 0,) , . 0 < x <


f ( x) = 1 ,

F ( x) = x ,

s( x ) = 1 x ,

x = 1

( x) .


s ( x ) ,

f ( x) ,

, .
, ,

f ( x)

,
80 .
, 1825. ,
x x = Bex ,
> 0 B > 0 .

[ (
) ],
f ( x ) = Bexp[x B (e 1) / ] .
s( x ) = exp B ex 1 /

1860 . ,
x x = A + Be x .
A ,
( ),
.

) ],

s ( x ) = exp Ax B e x 1 /

38

Be x

] [

) ]

f ( x ) = A + Be x exp Ax B e x 1 / .

, 1889 ,
x x = A + Hx + Be x .

) ],
/ 2 B ( e 1) / ] .

s( x ) = exp Ax Hx 2 / 2 B e x 1 /

] [

f ( x ) = A + Hx + Be x exp Ax Hx 2

1939
x x = kx n .

s( x ) = exp kx n +1 / ( n + 1)

),

f ( x ) = kx n exp kx n +1 / ( n + 1)

x
a( x + a )

s( x ) =

).

.
x +a
x
exp ,
a
a

f ( x) =

x
x
exp .
2
a
a

2.2.
,
.
.
x (
( x ) ),
, x , ,
, , T > x
.

T , Tx = T x .
Tx
T x , T > x :
P( x < T < x + t )
=
P( T > x )
F ( x + t ) F ( x ) s ( x ) s ( x + t ) l x l x +t
=
=
=
.
1 F ( x)
s( x )
lx
Fx ( t ) = P( Tx < t ) = P (T x < t T > x ) =

39

s x ( t ) = 1 Fx ( t )

sx ( t ) =

s( x + t )
,
s( x )

Tx :
fx (t ) =

f ( x +t)
,
1 F ( x)

0 t < .

, Tx ,
x(t) =

f x ( t ) f ( x + t ) / s( x ) f ( x + t )
=
=
= x+t .
Fx ( x ) s( x + t ) / s( x ) s ( x + t )

, t
, x ,

x+t

. ,

x + t .
,
P( Tx < t ) (.. x
t ) t q x .
t qx

s( x ) s( x + t ) lx l x + t
=
.
s( x )
lx

P( Tx > t ) (.. ,
x t )
t p x :
t

p x = P( Tx > t ) =

s( x + t ) lx +t
=
.
s( x )
lx

t =1
. t q x t p x .
, q x ,
x , p x
, x
.
q x = P( Tx < 1) =

s ( x ) s( x + 1) l x lx +1
=
,
s( x )
lx
40

p x = P( Tx > 1) =

s( x + 1) l x +1
=
.
s( x )
lx

px

t p x :
t

p x = p x p x +1 p x + t 1 .

, ,
x t

u , .. t < Tx < t + u .
t u qx

= P( t < Tx < t + u ) =t +u q x t q x =

t u qx

s( x + t ) s ( x + t + u )
.
s( x )

u = 1
. .
,

qx

, x

t , .
t

qx =

s( x + t ) s ( x + t + 1)
.
s( x )

ETx

ex

e x = ETx = P (Tx >t )dt =

1
s( x )

s(u )du .
x

:
E (Tx ) 2 =

2
s( x )

ts ( x +t )dt .
0


. l0
x ,
x . ,
i- , T ( i ) , x ,
x . T ( i ) > x , T ( i ) x .

Ex = l x e x .

41

min ( Tx ,n ) ,

e x:n

1
=
s( x )

x +n

s(u )du .
x

2.3.
,
1, 3, 5 ..
.
Tx K x = [Tx ] . ,
, , Tx =18 9 = 18.75 , K x = 18 .
K x ()

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

K x ,
(
) , , ..
P( K x = k ) , k = 0, 1, 2,
{K x = k} , {k Tx < k + 1},
:
P( K x = k ) = P (k Tx < k + 1).

P(k Tx < k + 1) Tx
P(k < Tx k + 1) ,

qx .

K x
:
P( K x = k ) =

s ( x + k ) s ( x + k + 1) l x + k l x + k +1 d x + k
=
=
s ( x)
lx
lx

:
42

x +k

x +k +1

P ( K x = k ) exp u du exp
u du

x
x

K x
Tx . ,
t = n + , 0 < 1 ( n =[t ] ).

P( K x t ) = P( K x n ) = P( Tx < n + 1) = P( Tx < [ t ] + 1) .

Tx
T .
T = T0 , , ,
K 0 = [T ] :
P( K 0 = k ) = s ( k ) s( k + 1) =

lk lk +1 d k
=
l0
l0

k +1

P ( K 0 = k ) = exp( u du ) exp( u du ) .

P ( K 0 = k ) k

f (k ) ,

f ( x)

T . ,

Kx

e x :
e x EK x .

ex =

kP( K x =k ).
k =1

e x :
e x = EK x =

43

1
s( x )

s( x + k ) .
k =1

E (K x )2 ,

DK x , :

E[ K x ]2 = k 2 P ( K x = k ) =
k =0

1
2
(2k 1)s ( x + k ) =

ks( x + k ) e x .
s ( x ) k =1
s ( x ) k =1


e x = p x ( 1 + e x +1 ) ,

,
:
qx =

1 + e x +1 e x
.
1 + e x +1

n =1

n =1

ex EK x = P ( K x n) = P (Tx n) .

P (Tx n) n p x = p x n 1 p x +1 .

ex = p x n 1 p x +1 = p x
n =1

n =0

n =1

n p x +1 = p x (1 + n p x +1 ).

n p x+1 e x +1 .
n =1

,
ex = p x (1 + e x +1 ),

:
px =

ex
,
1 + e x +1

.
2.4.

,
. ,

, .
44

.
.
,
.
s( x ) ,
:
1)

l x = l0 s( x )

l0 = 100000 x .
2)

d x = l x l x +1 ,

x x +1 .
3)

q x = d x /l x

x .
4)

ex

.

,

.

.
, ,
. , ,
; ,
, , ;
, , ,
(, x
). ,
,
(, , ..). ,
45


.
. ,

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

. ,
, , ,
,
. ,

52

19701972 . 0,344% ,
0,429 0,603%,
2 .
, ,
: x , t ,
.

f [ x ]+t .

x + t [ x ]
46

f [ x ]+t

f x +t .


, :
1)

q[ x ]+t

x + t , t (.. x )
;
2)

p[ x ]+t

, x + t ,

t (.. x ) ,
;
3)

, x + t ,

n q[ x ] +t

t (.. x ) ,
n ;
4)

, x + t ,

p[ x ] +t

t (.. x ) ,
n ;
5)

n m q[ x ] +t

, x + t ,

t , n , m
;
6)

q[ x ]+t

, x + t ,

t , n ,
.

q[ x ]+t ,

,
p[ x ] +t =1 q[ x ] +t ,

p[ x ] +t = p[ x ] +t p[ x ] +t +1 p[ x ] +t + n 1 .


,
. , ,
, ,

47

. ,
.

r ,

,
.

. q x (

q[ x-t ] +t

t r ) .
.

,
l[ x ]+t ,

q[ x ] +t

l x +t .
,

l[ x ]+t

r ,

:
l[ x ] +t =

l[ x ] +t +1
p[ x ] +t

r ,

l[ x ] +t = l x +t ,

t r .
p[ x ] +t =
n q[ x ] +t

l[ x ] +t +1
,
l[ x ] +t

l[ x ] +t l[ x ] +t + n
l[ x ] +t

q[ x ] +t =
n m q[ x ] +t

l[ x ] +t l[ x ] +t +1
,
l[ x ] +t

l[ x ] +t + n l[ x ] +t + n + m
l[ x ] + t

l[ x ]+t .

2.5.
K x
Tx , K x

Tx .
48

K x , x (
). ,

, .
, ,

x , .
Tx ,
K x = [Tx ] (
x ). t

Tx K x :
P (Tx t ) = P ( K x t 1), t = 1,2,3,...

s ( x)

s ( x ) ).

,
s ( x)

s ( x) ,

, ..

.

:
s ( x ) = a n + bn x n x n + 1.

s (n)

s ( n +1)

a n + bn n = s (n),
a n + bn (n + 1) = s(n + 1)

an bn :
a n = (n + 1) s (n) ns ( n + 1) ,
bn = s (n + 1) s (n).

49

, n x n + 1

s ( x)

:
s ( x) = (n +1 x) s (n) + ( x n) s (n +1),

x x = n + t ,

0 t <1,

n x n +1.

s ( n + t ) = (1 t ) s ( n) + ts ( n +1),
f ( x)

0 t 1.

f ( x ) = s ' ( x ) = s ( n) s ( n +1),

n < x < n + 1.

x
:
x =

s ( n) s ( n +1)
,
( n +1) s( n) ns ( n +1) x[ s ( n) s (n +1)]

n < x < n + 1.

qn = ( s (n) s(n + 1)) / s (n) ( ,


n )
:
x =

qn
, n < x < n + 1,
1 ( x n) q n

, ,
n +t =

qn
, 0 < t < 1.
1 tq n


.
t q n ( n ,

t (0,1) ).

:
t qn

P(Tn < t ) = 1 P (Tn > t ) = 1 s n (t ) = 1

=1

s (n + t )
=
s (n)

(1 t ) s (n) + ts (n + 1)
s (n) s (n + 1)
=t
= tqn .
s ( n)
s ( n)

, n
t u qn

(t , t +u ) (0,1)

P (t < Tn < t + u ) = P (Tn < t + u ) P (Tn < t ) = (t + u )q n tq n = uq n .

,
() (..
t qn

= tq n ), ( )

50

. ,

s (n + t )
,
s ( n)
s (n +1)
qn =1
.
s ( n)

qn =1

t qn = tq n ,
s ( n + t ) = (1 t ) s ( n) + ts ( n +1).

,
() (.. t qn = tqn ),
( )
.
x ,
Tx : x = { Tx } . , Tx = K x + x , K x
. x .

1) x ( 0,1) ;
2) K x x .

s ( x)

n x n + 1

a n e bn x .

s (n)

s ( n +1)

,
a n e bnn = s (n),
a n e bn ( n+1) = s ( n + 1)

an bn :
a n = s (n) p nn ,
bn = ln p n ,

pn = s (n + 1) / s(n) ,

n .
,
s ( x) = s ( n) p nx n , n x x + 1 .

51

x x = n + t ,

0 t <1,

s(n + t ) = s(n) p nt ,

f ( x)

0 t 1.

:
f ( x ) = s ( n) p nx n ln p n , n < x < n + 1.

:
x = ln p n , n < x < n + 1,

..

.


, , ,

1 s( x) .

:
1
n +1 x
x n
=
+
, n x n +1,
s( x)
s ( n)
s ( n +1)
1
1 t
t
=
+
, 0 t 1.
s ( n + t ) s (n) s ( n +1)


s(n + t ) =

s ( x)

n x n + 1 :

s (n) s (n + 1)
s (n + 1)
=
(1 t ) s ( n + 1) + ts (n) pn + tqn

pn qn ,
n ,
, n
, .

f ( x)

f (n + t ) =

s (n + 1)q n
( p n + tq n ) 2

, 0 < t < 1.

x
:
n+ t =

qn
, 0 < t < 1.
pn + tq n
52

1t qn +t

( n ,

t (0,1)

). :
P (Tn +t < 1 t ) = 1 P (Tn +t > 1 t ) = 1

1t qn +t

= (1 t )

s (n + t +1 t )
s ( n + 1)
=1
s(n + t )
s(n + t )

s ( n) s ( n + 1)
= (1 t ) qn .
s ( n)

,
.
,

1t q n +t

(..

= (1 t ) q n ),

( ) .

,
, ,
,
.
.
.

,

.
,
.

53

,
,
, ,
.

.

,
;
;
,
, , .
, ,

.
K x , x
( ). ,

,


,
.
.

1.

. , .

2.

. .

3.

4.

54

5.

.
6.

.
7.

.
8.

; ; .

55

3.


( ,
, );


.
:

.
:

56

3.1.

() ().
( )
,

.
:
.


,
.
, .

l x x
n .

S.

,
, x + n ,
1
: nl x +n S , =

1+i

i , .

, ,
P=

nl x + n S
lx

(1)

, ,
.

57

,
,
. x
P , Pl x .
n

(1 +i) n .

Plx (1 + i)n .
Sl x +n , (1).
(1)

S = P (1 + i ) n

), ,

p x

x + n , x .
, -
.
, , ,
,
.
.
(1)
S .


.
.

Fx ,

lx ,

(
F

x
) f x = l ,
x

Fx (1 + i ) ,
d x ,

58

F (1 + i )

f (1 + i )

x
x
f x +1 = l d = 1 q .
x
x
x

x
ix =

f x +1 f x i + q x
=
i + qx .
fx
1 qx

(2)

( ). (2)
, i
.

4-5%, ,
, 50 2,2%,
60 4,3%.

:
s x = 1 + ix =

1+ i
l
=s x ;
1 qx
lx +1

x =

1
l
= x +1 .
sx
lx

(3)

(1) , S
(
):
P = x x +1 x + n 1S = n

l x +1l x + 2 l x + n 1l x + n
l
S = n x +n S.
l xl x +1 l x + n 2l x + n 1
lx

(4)

,
,
.
,

,
.

,
59

,
.
.
,
.

1898 .
.
A ,

a .


,
, :
Ax: n1 = n

l x+n
= n n px .
lx

(5)

(5)
, .. n
(4).
Ax:

1
n +m

= Ax:

1
n

Ax +n:

1
m

n + m x + n + m
x
m x + n + m x + n , n
x .


, . ,

D x = x l x .

(6)

l0

60

x , (6)

, .. .
(5)
Ax: n1 =

Dx +n
.
Dx

(7)

3.2.

,
.
.

.
, , ,
.. .
.

,
.
,
.
t 0 = 0

( ).
.

,
.
l x

x ,


61

.
l x +1 , l x +2 .. ,
.
.
l x +1, 2l x +2 , , x l .

l x +1 + 2l x +2 + + x l =

k l x +k .
k =1

(1)

, x ,

ax =

k =1

l x +k
=
lx

k k p x .
k =1

(2)

(2)
, ,
x . , ,

a x . ,
,

p x .

,
.
(2) ,

1, 2, 3, ..


ax =

Ax:

k =1

1
k

62

k
k =1

l x +k
lx

(3)


,
. t 0 = 0
(
).
.


, :
x =
a

k =0

Ax:

1
k

k =0

l x +k
=
k k px
lx
k =0

(4)


, . (3) (4)
a x = a x + 1

(5)




Nx =

k =0

t =x

Dx +k =Dt .

(6)

:
l0

x , (6)
.
(3) (4) :
a x =

Nx
,
Dx

63

ax =

N x +1
.
Dx


, n
, .
t 0 = 0 , ,
x .
,
, t =1, , n .


a x:

k
k =1

l x +k
= a x Ax:
lx

1
n

a x +n =

N x +1 N x +1+n
Dx

t 0 = 0 , ,
x .
, ,
t 0 = 0 , , n . ,
n (.. Tx > n ), n
; Tx < n , K x + 1 .

64

x:
a

n 1

k
k =0

l x +k
N N x +n
x Ax: n1 a
x +n = x
=a
lx
Dx


,
.
( )
.
t 0 = 0 , ,
x . m
,
, t = m + 1 , ,
. m + 1 ,
.

m
m

ax =

k =m +1

l x +k
l
= m x +m a x +m = Ax:
lx
lx

1
m

a x +m =

N x +m +1
.
Dx

t 0 = 0 , ,

x . m

,
, t = m , ,
. m ,
.


65

x =
a

k =m

l x +k
l
N
x +m = Ax: m1 a
x +m = x +m
= m x +m a
lx
lx
Dx


m a x:

m +n

k =m +1

l x +k
l
= m x +m a x +m:
lx
lx

= Ax:

1
m

a x +m:

N x +m +1 N x +m +n +1
.
Dx


x:
m a

m +n 1

k =m

l x +k
l
x +m:
= m x +m a
lx
lx

= Ax:

1
m

x +m:
a

N x + m N x +m + n
Dx

3.3.
(
) ,
.
: ) ; ) ,
,
, .


l x

.
l x +1 , d x = l x l x +1 .
,
.
66

d x , 2 d x +1 , 3 d x +2 ..
( ).

k +1d x +k .

Ax l x =

(1)

k =0


Ax =

k +1
k =0

(2)

d x +k
lx

(2)

. (2),
d

x+k
x+k
x+k
l = l l = q x + k k p x ,
x
x+k
x

Ax =

k +1q x +k k p x .

(2)

k =0

(2) , k + 1
,
( k + 1) - ,
,
.

( n )

A1x:

n 1

k +1
k =0

d x +k
D
= Ax Ax +n x +n
lx
Dx

3 .

67

(3)

1
t = 0 Ax: 3

, 0 1
( ) ,

t =1

), 1-
2- , t = 2
,
t = 3 , ,
.


:
C x = x +1d x ,
Mx =

(4)

C x +k .

(5)

k =0

(2) (3) :
Ax =

Mx
;
Dx

A1x: n =

M x M x+ n
.
Dx

(6)


,
. ,
,
.

, ,
: k +1 k +t , t ( k + 1) -
( ).

68


. ,
,
.
.

. ( k + 1) - m
1 m ,

d x+ k

. ,

, , ..
m - .

k

d x +k
m

m 1

(p+1 )/m = k
p =0

d x +k
1
1/m
.
m
s
1

(7)

( (7)
)
( m ),

ln s
ln s
s1/m exp
;
1+
m

m
m

m s1/m 1 ln s .
m

:
k +1d x +k

i
.
ln (1 + i )

,
, ( Ax ) :
Ax =

d
i
i
k +1 x +k =
Ax .
ln (1 + i ) k =0
lx
ln (1 + i )

69

(8)


.
, ..
. (8) (2)

.

i
i

1 + i .
2
ln ( 1 + i) i i 2 2

n (3)
1
A x: n

n 1

d
i
i
=
k +1 x +k =
A1x:
ln s k =0
lx
ln s

(9)


3
.

t = 0

A x:

,
(
), ,
,
.
.
70

3.4. ,

. , ,
.
. ,
,
,

.
, ;

d x (u ) = u d x ;

n qx

= u qx .

, q
.

1 q

, , .

,
, q :
(q)
a
x:

q 1
q 1
l x +k + p/q
Dx +k + p/q
1 n 1
1 n 1
k + p/q
=
q k =0 p =0
lx
q k =0 p =0
Dx

(1)

q -
,
,
, (..
).
D

:
71

p
( Dx +k +1 Dx +k ) .
q

D x + k + p / q Dx + k +

(2)

(2) (1) k
:
n 1

Dx +x k

x:
=a

k =0

n 1

D x +k +1 Dx +k Dx + Dx +n
D
=
= 1 + x +n
Dx
Dx
Dx
k =0

p
:
(q)
a
x:

x:
=a

D
1 x +n
Dx

q 1

x:
=a
2
p =0 q

D
q 1
1 x +n
2q
Dx

(3)


a (q)
x: n = a x: n +

q 1 Dx + n
1
.
2q
Dx

(4)

,
(2) D , .
q -

,
(2) D .
l

x +u
( u px = l = 1 u + u px ),
x

.

(q)
a
x:

n 1 q 1 D

D
1
x +k + p/q
x:n (q)
= (q) a
1 x +n

q k =0 p =0
Dx
Dx

1 D
x:n + 1 x + n ,
a (q)
x: n = (q) a
q
Dx

(q) =

id
;
( q ) ( q)
i d

(q) =

i i(q)
;
i (q)d (q)

72

i (q) , d (q)

, 1 q

,
i (q) = q(1 + ie ) 1/q q ; ie = (1 + i/q ) q 1 ( );
d (q) = q q(1 d e )1/q ;

d e =1 ( ).


, ,
( ).
(3)
(4) q :
a x: n = a x: n +

Dx Dx+ n
D Dx + n a x: n + a x: n
.
= a x: n x
=
2Dx
2 Dx
2

3.5.

, ,
. ,
, .

,
. ,
,

,
.

,
.

73

l x x
1, n
l x s n . x + n
s x:n =

lx s n
1
1
l x +n
Ax:n

(1)

(1) ,
,
, .

1 ( ), n

sx:n =

n 1

n 1
l x +k s n k n 1
D x +k
N N x +n
1
=
=
= x
1
l x +n
A
D x +n
D x +n
k =0
k =0 x +k: n k
k =0

(2)

(
),
s x:n =

Dxx++kn =
k =1

N x +1 N x +n +1
.
D x +n

(3)
N

x
x +1
(2), (3) a x = D a x = D ,
x
x


a x:n
s x:n

x:n
a
sx:n

= Ax:

1
n

(4)

3.6.



.

. ,
, , .

74

,
. ,

.

,
().
,

. ,
,
( ).

:

.
n x ,
A ,
P ,
x:n
A = Pa

x:n
a

(1)

.

P=

A
x:n
a

(2)

(2) ,
,
x:n
a

.
75

(
l = const, i = 0) ,

n .

.
, ..
.
m .
, m - .

P=

A
x:m
a

(3)

.
-


.
x , n
A
P
=
.
a x:n
,
:
Px: n1

76

Ax:

1
n

x:n
a

(1)


, .
,
.
m
,
Px:

1
n

Ax:

1
n

x:m
a

P=

A
x:m
a

(2)


,


(

).
,
, ,

.
,
. ,
() p ,
x
m = p x .
m

a x =

N x +m N p
=
Dx
Dx

(3)

,
,
77

a x: m =

N x N x+m N x N p
=
Dx
Dx

(4)

(3) (4),
m

Px =

x
a

x:m
a

N x +m
N x N x +m

(5)

,

p x

Px =

p x

x
a

x:m
a

Np
N x N x +m

(6)

n
p x

Px:n =

p x

x:n
a

x:m
a

N p N p +n
N x N x +m

(7)



, .. ,
,
. , ,
, ,
.
,
, (..

),

.
,

Px =

M
Ax
i
=
x
a x ln (1 + i ) N x

(8)


( p ),
x:
a

px

78

Nx N p
Dx

(9)

Mx
Ax
i
=

x: p x
a
ln (1 + i ) N x N p

Px =

(10)

n
1

P x:n =

x:n

x: p x
a

M x M x +n
i

ln (1 +i )
N x N p

(11)

()

.
( ).

, .

:
Ax:n = A1x:n + Ax:

1
n

(12)

Px:

Ax:

x:n
a

(13)


,
.
,

Ax:n = A1x:n + Ax:

1
n

Sd
,
Ss

.
-

79

(14)

.


.

.
,
. ,

, .
.
,

. ,

.
.
.

. ,
, ,
( )
.

,
p .
x ,

80

d = p x

x =
a

N x +d N p
=
Dx
Dx

(1)

-
,
m
Px =

a x: m =

p x

x
a

x:m
a

Np
N x N x +m

(2)

N x N x+m
().
Dx

( d = m ),
(2) x + m p .
q

1/ q ,

p ,


px

(q) =

id
;
( q ) ( q)
i d

a x( q ) =

(q) =

Dp ( q) Dp
a p =
( q ) a p ( q )
Dx
Dx

],

(3)

i i(q)
;
i (q)d (q)

,
. r ,

Px( r )

x( q )
p x a
( r )
a
x:m

p ( q )
D p ( q ) a

x:m ( r )(1 Dx +m / Dx )
Dx ( r ) a

].

(4)

, . -


-. -
.
( ), 81

. -
-.
, -,
,
=

100 ,
100

-.
.
1.

( )

,
, , ,
..

(), ,
,
. ,

, -
. ,
()
,

.
2.

( )

, .
.
3.

(, ,
82

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

.

; ,
,
.
,
,
( n ),
( m ).
-
:
:
x:m = A + +
x:m +
x:n
a

(1)

m n
, -,
.
-
=

1
( P + P + P );
(1 )

83

P =

x:m

P =

x:n

x:m

(2)

-,

. ,

,
. ,
,
,
.
, .

() ().
( )
,

.

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

84


,
.
.
,
, , .. .
: , ,
, .


. ,
, , .

,
().
,

.

:

.

( ), -
. - .

1.

2.

, ?
85

3.

.
4.

. ,

.
5.

. , .

6.

. , .

7.

, . .

8.

.
9.

. .

10.

11.

12.

. ,

.
13.

?
14.

- .

15.

- .

16.

- .

17.

() .

18.

19.

20.

-.

86

4.

.
:

()
.
:

() ;

87

4.1.

,
. ,
;
1 . ,
. , ,
, .
4.2.

.
p (
), ,
, b
, (
, ,
).
(, ).
, , ,
: b >> p ,
.

.
.
;
, 0; ,
b .


.
88

,
.
.
:

px , i = 0
,
i = P( = i) =
qx , i = b
x - , q x - ,
x , ,
, p x =1 q x .

E = 0 0 + b b = b q x ,


= E 2 ( E ) 2 = 0 2 0 + b 2 b (b q x ) 2 = b 2 q x b 2 q x2 = b 2 p x q x

, ,

L = p

.
: p

b p >0

p x q x .

px

q x ,

b p

EL = E p = bq x p .
. ,
, .. p bq x .
p p0 = bq x .
-.
(- )
-. ()
, ,
, .
,
89

,
,
.
1 1000. ,
1000
.
4.3.

,
. S ,
u , .
S > u , ;
. ,
P(S > u ) ,

..

P( S u )


.
,

S = 1 + ... + n ,


R = P(1 + ... + N > u ) ,

N , i
i - . , N ,
1 ,..., N ( ,
,
, ).

90


.
4.4.
.

.
, .

. ,
N P(1 + ... + N x)
( , x
N ),

.
.
( ) .

.
:

1 ,..., N

a 2 , N

1 + ... + N N a S ES
=
N
DS

,
x

( x) =

t2

1
e 2 dt
2

:
S ES

P
x (x),
DS

, ,
91

u ES
P ( S u )
.
DS


, i , ,
..
.
, ( ,
N ), ,

S ES

P
< x .
DS

, ,

.

( x)

+ 0 1

.
, . -
.

(x ) ,

.
t2

f ( x) =

1 ( x )

1
e 2.
2

1< x < 4

x
1.0
1.1
1.2
1.3
1.4
1.5
1.6

1 ( x )

15.87%
13.57%
11.51%
9.68%
8.08%
6.68%
5.48%

x
2.0
2.1
2.2
2.3
2.4
2.5
2.6

1 ( x )

2.28%
1.79%
1.39%
1.07%
0.82%
0.62%
0.47%
92

x
3.0
3.1
3.2
3.3
3.4
3.5
3.6

1 ( x )

0.135%
0.097%
0.069%
0.048%
0.034%
0.023%
0.020%

1.7
1.8
1.9

4.46%
3.59%
2.87%

2.7
2.8
2.9

0.35%
0.26%
0.19%

3.7
3.8
3.9

0.011%
0.007%
0.005%

x ,
1 :
1
x

1%
2.33

2%
2.05

3%
1.88

4%
1.75

5%
1.645

4.5.
, ,
, .

,
, , ,
,

..
.
,
,
p .
.

p = ,

, .
,
E , ..

, ..
( ).
93

, , N
, 1 ,..., N

, S = 1 + ... + N .
pi i - Ei ,

N
N
u = E i = E i = ES .
i =1
i =1


R = P ( S > ES ).

, :
1
S ES

R = P ( S ES > 0) = P
> 0 1 (0) = .
2
DS

. , ..

p = E

.
, ,
, , ,
, ,

E .

. ,

l,

, . ,
i - pi = E i + li , li .
N

u = ( Ei + li ) = ES + l ,
i =1

l = li .
i =1


R = P( S > u ) = P( S > ES + l ).

, :

94

S ES
R = P
>
DS

l
DS

l
1

DS

, (
, 1),

l/

DS

x ,

..
l = x DS

DS

,

, ,
.

l = x DS

l .

,
.
l Ei , ..

li = k E i

li = l

E i = ES ,

k :
k = x

DS
.
ES

DS
.
pi = (1 + k ) Ei = Ei 1 + x
ES

pi p0 = Ei ,
-. li = k Ei

( ) , i = li / EX i
.


, ..
95

Di ( - Ei ).
, . ,
l
N

DS = Di ,
i =1

l li ,

Di

Di

, ..

,
li = k Di

li = k Di

i =1,..., N

:
x
DS

k=

k = x

DS
N

j =1

D j

.
:
pi = E i +

x
E i
DS


pi = E i + x

DS
N

j =1

D j

D i

.


i =

x D i

DS E i

96

i = x

DS
N

j =1

D j

D i
E i

.
4.6. .


, ,

. ,
X ( ).
, (

p = (1 + ) EX

). ,

,
, ,

. ,

. , ,
,
.

, ,

.
, (
)
,
.

.
.
,
,

97

, , ,
.

,
, , .


.

, 0 1, , 1 ,
. .
,

r , ,

r , r

r .

, .

r .


. ,
.
,

..

(1 + 1 ) Eh( X ) , Eh( X ) ,

1 ,

.
98


. ,

.
, ,
,
.

,
.
:
-

;
-

N ;

; ;
-

( ,
X 1 ,..., X N , X i i - ).

S = X 1 + ... + X N . ,

u ,
.
P ( X 1 + ... + X N > u ) .

,

.
99


,
S = X 1 + ... + X N ,
S = X 1 + ... + X N .

.
u + (1 + ) ES ,

u ,

.
(1 + 1 ) (1 ) ES ,

(1 ) ES

, 1

.

u + (1 + ) ES (1 + 1 ) (1 ) ES = u + ( 1 + (1 + 1 ) ) ES .

,
P (S > u + ( 1 + (1 + 1 ) ) ES ) = P ( S > (1 + 1 + (

u
+ 1 ) / ) ES ) .
ES

u
1 < + ES ,

( ) 0 ( )

P( S > (1 + +

u
) ES ) .
ES


I = (1 + ) ES (1 + 1 )(1 ) ES ES = ( 1 + 1 ) ES .

1 >
(1 ) ES . ,
, ,

(1 )

0).
u
, 1 < + ES ,

( ).
100

u
1 > + ES ,

.
u
, , 1 = + ES ,

. ,
,
.

,
X
max( X r ,0) = X X ( r )

X ( r ) = min( X , r )

, .. X 1 ,..., X N
.
,
S = X 1 + ... + X N ,

S ( r ) = X 1( r ) + ... + X N ( r ) .

, .
(
):
Np = N (1 + ) p0 ,

p0 = EX -, .

N (1 + 1 ) ( EX EX ( r ) ) , EX EX (r )
, 1

.

N (1 + ) EX N (1 + 1 ) ( EX EX ( r ) ) = N ( 1 ) EX + N (1 + 1 ) EX ( r ) .

,
101

P( S ( r ) > N ( 1 ) EX + N (1 + 1 ) EX ( r ) ) .

S ( r ) N EX ( r ) N ( 1 ) EX + N 1EX ( r )

P
>

(r )
(r )
N DX
N DX

( 1 ) EX + 1EX ( r )
1 N
.
DX ( r )

,
. ,
,

r ,

r:

(r ) =

[ ( 1 ) EX + 1 E min( X , r )] 2
D (min( X , r ))

0 r . ,
r = + , ;
r = 0 , .

102



- .
, ,
.

b p
. p
( ,
, ,
..), ,
.

( ),
.

1.

?
2.

, ,

.
3.

.
4.

()
?
5.

6.

7.

8.

?
103

5.

-
.
:

-.
:

-
.

104

,
.

. ,
,

i = e 1 ,
v=

1
1+i

.


.
. ,
,
. ,
,

, ,
.
(Tx ) .
, ,
.

. bt ,
t .
(t ) bt ,
.
.

105

.

.
b =1

(t ) = t , bt = 1 .

n -

b =1 n ,
. n .
(t ) bt
(t ) = n ,

1, t > n
bt =
0,t n.

n - .

b =1 ,

, .. n
. n ,
. :
(t ) = t ,

1, t n
bt =
0,t < n.

n -

b =1 .

,
.
,
n . ,
,
106

.
(t ) bt :
(t ) = min(t , n) , bt =1 .

, m

bt =1 ,

m - .
, m
, .
(Tx ) bt :
(t ) = t ,

0,t m
bt =
1,t > m.



.
, .

.
, Tx .

(t ) = t , bt = t .


,
(t ) bt .
Z = bT x v (T x ) bT x e (T x )


x .
Z ,

107

Z@ .

A@ = EZ = EbT x v (T x ) EbT x e (T x )

,
.
,
bt 0 1, ..

t ,
.
, ,
. bt j = bt
Z j @ = bT x e ( j ) (Tx ) ,

..

- ,

,
,
j . , ..
EZ @ j = A@ j .

,
DZ @ = EZ @ 2 ( EZ @ ) 2 = A@ 2 ( A@ ) 2 .

-
, -
, bt (t ) ,
A = EZ ,
(T )
(T x )
Z = bT x v x = bT x e
,

, x
.

. , ,
, A Z
. , , :
108

1.

: Ax .
2. , ..

, :

Ax .

n ,
x n ,

3.

Ax : n

4.
m

m ,

Ax .

5. ,

I : IA .
.


x

Zx ,


Ax

Ax .

Ax = v t f x (t ) dt =
0

1
v x s ( x)

f (t ) dt

n - .

Ax : n 1

:
Ax : n 1 = v n

l
s ( x + n)
= v x + n xx+ n .
s( x)
v lx

n -

x :
n

Ax : n = v t f x (t ) dt + v n P (Tx > n) .
0

109

, m

:
m

Ax = Ax A 1 x : m .

.

:

( IA ) x

( I A ) x = tv t f x (t )dt
0

,
.

.
,
v=

1
1+i

i = e 1



.
. ,
,
. ,
,

, ,
.
(Tx ) .

110

, ,
.

. bt ,
t .
(t ) bt ,
.
.

1.

2.

?
3.

4.

()?

5.

111



.
.
, ,
, .
,

, .
.

.
,
.

.

,

.
.
, ,
.
, ,
, .

112


.

.

1. .

1.1.
. 6 , 10
4 . ,
, p1 = 0,6 ; p2 = 0,5 ;
p3 = 0,9 .

60 13?
.
k ( k =1, 60 ) ,

{k }

,
.
( E k = a )
( k = ) .
P( k = 0) = q1 q2 q3 = 0,02 ;
P( k = 4) = q1 q2 p3 = 0,18 ;
P( k = 6) = p1 q2 q3 = 0,03 ;
P( k = 10 ) = q1 p2 q3 + p1 q2 p3 = 0,29 ;
P( k = 14 ) = q1 p2 p3 = 0,18 ;
P( k = 16) = p1 p2 q3 = 0,03 ;
P( k = 20) = p1 p2 p3 = 0,27 .
113

0
0,02

Ek = a =

4
0,18

6
0,03

10
0,29

14
0,18

16
0,03

20
0,27

xi pi =12,2 ;
i

k = = Dk = Ek2 E 2k = 35,08 5,923 .

,
, 13.
n

k an
1 n

k =1

13

an
13 n an
P
k <13
= P
<
=
=
n

n
n

k =1

= (1,046 ) 0,85.

1.2. 0,002.
.
, 1000 .
.
( )
n = 1000 , ( ) p = 0,001

( npq < 10 ),
:
P( S n = k )

k e
.
k!


P( S1000 2 ) = 1 [ P( S1000 = 0) + P( S1000 = 1) ]
20 e 2 21 e 2
1
+
0,592.
1!
0!

1. 3. 80% 20%
. , 40%
, ,
, 30%
. ,
?
.
114

A = {
}, B = { }.

A C

P ( A) = 0,8 , P( A ) = 0,2 ,

P (C ) = 0,4

P (C A) =0,3 .

A C + AC = C ,

P ( A C ) = P (C ) P ( A) P (C A) = 0,4 0,8 0,3 = 0,16

1.4. , ,
0,1.

. P{ > 1} .
.

p = 0,9

q = 0,1 .

x1 = 0 ,

p1 ,

x2 = 1 ,
p2 ,

x3 = 2
p3

x4 = 3 .

p4

: pk = Ckn p k q nk :
P3 (0) = P{ = 0} = C30 p 0 q 3 = 1 1 0,13 = 0,001 ;
P3 (1) = P{ = 1} = C31 p1q2 = 3 0,9 0,12 = 0,027
P3 (2) = P{ = 2} = C32 p 2 q1 = 3 0,9 20,11 = 0,243 ;
P3 (3) = P{ = 3} = C33 p 3q 0 = 1 0,930,10 = 0,729 .

0,001

0,243

0,243

0,729

P{ > 1} = P{ = 2} + P{ = 3} = 0,243 + 0,729 = 0,972 .

1.5.
i = 7% . 1 2010 C = 8500 .
31 2016 ?
.
115

1 2010 31 2016 t = 7 .
31 2016

A = C (1 + i ) t = 8500(1,07 ) 7 13649,14 .


A C 13649,14 8500 = 5149,14

1.6. C = 10000 . ,

i1 = 7% . i2
. ,
[ 6%,8%] . ,
?
.

A = C (1 + i1 ) 3 (1 + i2 ) 3 = 10000(1,07) 3 (1 + i2 ) 3 .

(1 + i2 3 )
,

[1,06

;1,083

] .

A [14590,46;15432,01] .

1.7. :
1.

5000 . 1 2009 ;

2.

3000 . 1 2012 ;

3.

2000 . 1 2013 ;

4.

8000 . 1 2015 .

1 2008 . ,
, i = 5% .
.
, 1 2008 ,

1
12

116

1.

6
1 2009 t1 =1 ;

2.

2
1 2012 t 2 = 4 ;

3.

9
1 2013 t3 = 5 ;

4.

3
1 2015 t 4 = 7 .

12

12

12

12

v
v=

1
1
=
0,95238 ,
1 + i 1,05

1 2008 :
5000v1,5 + 3000v 50 / 12 + 2000v 5,75 + 8000v 7, 25 14222,53 .

1.8. ,

i1 = 10% .
i2 = 6% .
1000 . .
.
t 0 = 0
1, 2, 3, 4, 5
1000 a 5 @ i

@ i1
, , ..
1 v15
1000
3791 .
i1

t5 = 5 6, 7,
8, 9, 10
1000 a 5 @ i = 1000
2

1 v25
4212
i2

t 0 = 0 , v15 ,
2616 . , 3791 .+2616 .=6407 .

2.
117

2.1. ,
60 .
.

t
t qx=

l x l x +t
.
lx


30 q 30 =

l30 l60 91419 50246


=
0,45038 .
l30
91419

2.2. , 30 , 37
. , 30 ?
.

30
30 .

30 p30 30 p37 =

l60
l67
80460 34501

= 0,335 .

l30 l37 96253 86197

x
2.3. s( x ) = 1
, 0 x 100 .
100

:
a)

30 ;

b)

, 40 60

65 .
.
a)


x =

s ( x )
.
s( x )

x =

s( x )
=
s( x )

1
1
1

2(100 x )
x 100
x
2 1
1
100
100
1

118

30 =

1
0,00714 .
2(100 30 )

b)

, x t ,

u ,
t u qx

s( x + t ) s( x + t + u )
.
s( x )

60
65
s( 60) s( 65) 1 100 1 100
=
0,053 .
20 5 q40 =
s( 40)
40
1
100

x .
2.4. x = 1 cos
100

s( x ) .
.

s ( x ) = exp u du .

x
x


100

s ( x ) = exp 1 cos
u du = exp u +
sin
u =

100

100 0

100

= exp x +
sin
x .

100

2.5. f ( x ) = Ae 2 . :
a)

s ( x ) ;

b)

DT .

.
a)

f ( x )dx =1.
0

f ( x )dx = A e

2 dx

= 2 Ae

=2 A

A=

119

1
.
2


s( x ) =

f (u )du =

b)

1 2
e du = e 2
2

=e


DT = ET 2 ( ET ) 2 .

ET = xf ( x )dx = s ( x )dx = e

2 dx

= 2e

= 4 xe 2
+ 4 e 2 dx
0

= 8e 2

=2 .

ET 2 = x 2 f ( x ) dx = 2 xs ( x )dx = 2 xe

2 dx

=[ ] =

= 8.

DT = ET 2 ( ET ) 2 = 8 2 2 = 4 .

2.6. , 50-
:
a)

b)

.
a)

p50 =

s( 50,5) 0,5s ( 50 ) + 0,5s( 51) l50 + l51


=
=
.
s ( 50)
s( 50)
2l50

,
1

b)
1

p50 =

70354 + 68353
0,98578 .
2 70354


p50 =

p50
1 q50
s( 50,5)
s( 51)
=
=
=
.
s( 50 ) ( p50 + 0,5q50 ) s( 50 ) ( p50 + 0,5q50 ) 1 0,5q50

,
1

p50 =

1 0,028442
0,98557 .
1 0,5 0,028442

120

3.


3.1. , l50 = 70354 , l51 = 68353 , l52 = 66246 ,
i = 16% .
50 .
,
50000 .
.
,

x:n =
a

1
l x + vl x +1 + v 2l x +2 + + v n 1l x +n 1
lx

),

1
v =
.
1+i

, P ,
50:3
P =50000 a

a50:3 =

1
l50

(l

50

+ vl51 + v 2l52 = 2,5373194 .

P = 50000 2,5373194 = 126866 .

3.2.
, 18 . 5
, 90000 . i = 5% .
.
.

7:5
P =90000 11 a

11

7:5
a

,
.
121

a x:n =

N x +m N x +m +n

Dx

x , N x
Dx ( ).

7:5 =
11 a

N18 N 23 772493,4 588600,4


=
= 2,63991 .
D7
69658,85

P = 90000 2,63991 = 237592 .

3.3. 45 120000
(), 65
. i = 5% .
.
.
, S ,
S =

a x =

120000
45 .
20 a

N m+ x

Dx

, N x Dx (
).
20

a45 =

S=

N 65 13273,4
=
= 1,541106407 .
D45 8612,903

120000
= 77866 .
1,541106407

3.4. 50
, 100000
. i = 5% . .
.
, P ,
P = 100000 A50 .

Ax =

M
i
i
Ax =
x ,
ln(1 + i )
ln(1 + i ) Dx

, .
122

0,05 M 50
0,05 2888,06

= 0,4824142 .
ln(1,05) D50 ln (1,05) 6135,131

A50 =

P = 100000 0,4824142 = 48241 .

3.5. 60
40000 .
i = 5% . .
.
, P ,
P = 40000 a60 .

N x +1
Dx

ax =

N x Dx (
).
a60 =

N 61 21749,14
=
= 8,0853445 .
D60 2689,946

P = 40000 8,0853445 = 323414 .

3.6. 40 ,
, 65 ,
50000 .
i = 5% . ,
40 65 .
.
, P ,
P = 5000025 P40 = 50000

Px =

x
a

x:m
a

N x +m
N x N x +m

25

40
a

40:25
a

.
P = 50000

25

40
a

40:25
a

= 50000

N 65
13273,74
= 50000
= 4573 .
N 40 N 65
158412,7 13273,74

123

3.7. 40 100000
(), 65
. i = 5% .
.
.

a x =

100000
40 ,
25 a

N x+m

Dx

.
25

a40 =

N 65 13273,74
=
= 1,1212198 .
D40 11838,66

100000
= 89189 .
1,1212198

3.8. () 47
,
. 150000 ,
i = 5% . .
.
150000 P 47 ,

Px =

M
Ax
i
=
x
x
a
ln (1 + i ) N x

.
P 47 =

A 47
M
0,05
0,05
2661,98
=
47 =

= 0,019817921 .
47
a
ln (1,05) N 47
ln (1,05) 137652,6

150000 0,019817921 = 2973 .


3.9.
18 .
5 , 110000 .
i = 5% . .
.
110000 13 P5:5 ,
124

p x

p x

Px:n =

x:n
a

x: p x
a

N p N p +n
Nx N p

.
185

P5:5 =

18 5

5:5
a

5:185
a

N18 N 23
690374,2 509368,8
=
= 0,24112873 .
N 5 N18
1441033 690374,2

110000 0,24112873 = 26524 .


4.
4.1. , N = 3000

q = 0,3% .

b = 250000 .

, .
, , 5%.
.
.
,
S .
ES = NE = 3000 0.003 = 9,
DS = ND = 3000 0,997 0.003 9.

S ES u ES
S ES u 9
u 9
P ( S u ) = P

= P

.
3
DS
3
DS
DS

, 5%,

x0,95

= 1,645, ..

u = 3 1,645 + 9 13,935

u 9
3

) 3 483 750 .
4.2. , N = 10000
:

1000000 .,

250000 . ,
125

.
0.0005.
. N
, N1 = 4000 N 2 =
6000 q1 = 0.004 q2 = 0.002
.

, 95%.
.

250 000 .

.
: 0, 1 4 0.9955, 0.0040 0.0005
:
0
0,9955

1
0,004

4
0,0005



m1 = 1 0,004 + 4 0,0005 = 0,006 ,
12 = 12 0,004 + 4 2 0,0005 m12 0,012.


0,1 4, : 0,9975, 0,002 0,0005:
0
0,9975

1
0,002

4
0,0005

m2 = 1 0,002 + 4 0,0005 = 0,004


22 = 12 0,002 + 4 2 0,0005 m22 0,01.

:
ES = N1 m1 + N 2 m2 = 4000 0,006 + 6000 0,004 = 48,

126

DS = N1 12 + N 2 22 4000 0,012 + 6000 0,01 = 108.

, 95% ,
ES + l = 48 + l , l

l = x0,95 DS

l = 1,645 108
.
I. l -,
(6.5.3)

=

l
35.6%.
ES


p1 = m1 (1 + ) 0.00814 = 2034 .


p2 = m2 (1 + ) 0,00542 = 1356 .

II. l ,
k
k=

l
15,8%.
DS


l1 = k 12 0,001899,


p1 = m1 + l1 0,007899 = 1975 .


1 =

l1
31.7%.
m1


l2 = k 22 0,001583,


127

p2 = m2 + l2 0,005583 = 1396 .


2 =

III.

l2
39,6%.
m2

( 1 0,1095
2 = 0,1 ),
k
k=

l
0,0165.
N11 + N 2 2


l1 = k 1 0,001804,


p1 = m1 + l1 0,007804 = 1951 .


1 =

l1
30%.
m1


l2 = k 2 0,001647,


p2 = m2 + l2 0,005647 = 1412 .


2 =

l2
41%.
m2

: 1 = 35,6%, 31,7%, 30%.



: 2 = 35,6%, 39,6%, 41% . ,

DS
1 =1,25,
ES

128

() 12 / m1 1 = 1
(

22 / m2 1 = 1.5 ).


c1 = 1 / m1 18.26,


c 2 = 2 / m2 = 25.

,
E j / ES ,

N1 m1
N m
+ c2 2 2
ES
ES
24
24 c1 + c 2
= c1 + c 2
=
21.63.
48
48
2

c = c1

4.3.
.
:

500 000
1 000 000

0,1
0,01

20%.
,
.
,
95% ?
.
N . X k k -
, S = X 1 + ... + X N ,
,
p = (1 + ) EX k .

P ( S < Np ) = 0,95 .

S ES Np ES
Np ES
P ( S < Np ) = P
<

=
DS
DS
DS

129

EX k

.
DX k

x0,95

EX k
= x0,95 1,645 ,
VarX k

0,95 ()

.
:
2

x
0,95 DX k
.
N= 2
2
( EX k )
,
EX = 500 000 0,10 +1 000 000 0,1 = 60 000 ,
EX 2 = 500 000 2 0,10 +1 000 000 2 0,01 = 35 109 ,

DX = 314 108 ,

4.4.

590.

ABC

.
:

1
2
3
4

100
100
200
200

1
1
2
2

0,1
0,2
0,1
0,2

ABC ,
.
, , ,
.
, 95%
.

.
.
130

q , SA
.

SA q ,

1 q

: 0

EX = q SA ,

DX = q (1 q ) SA2 .

. (
) :
ES = N EX
DS = N DX .

SA

EX

DX

ES

DS

100

0,1

0,1

0,09

10

100

0,2

0,2

0,16

20

16

200

0,1

0,2

0,36

40

72

200

0,2

0,4

0,64

80

128

() S
, ()
,
ES = 150 ,

DS = 225 .

u = ES + ES . ,

P ( S u ) = 0,95 ,

, ,
S ES u ES
P

= 0,95 .
DS
DS

, :
131

u ES
= x0,95 .
DS

:
= 0,1x0,95 0,1645 .

0,1645 0,4 = 0,0658 .

, = 6,58% .

5.
5.1. ,
120 ,
15%. -
40 , :
) ;
) 5- ;
) , 2 ;
)
.
.
,

f 40 (t ) =

1
, 0 < t < 80 .
80

(0, x) = (0,80) ,

= ln(1 + i ) 13,9762% ,

v = 1 /(1 + i ) 86,9565% .

:
)
80

A40 = v t
0

1
1 v 80
dt =
= 8,944% .
80
80

) 5-
5

A40 : 5 = v t
0

80
1
1
1 v 80
dt + v 5 dt =
= 51,107% .
80
80
5 80

132

) , 2
80

A40 = v t
2

1
v 2 v 80
dt =
= 6,763% .
80
80

) ,
80

( I A ) 40 = tv t
0

1
1 (1 + 80 )v 80
dt =
= 63,982% .
80
80 2

5.2. 10000
. ,

= 0,04 ,

, = 6% .
, 95%
.
.
-.

Ax = v t f x (t ) dt =
0

v
s( x)

f (t ) dt

, f x (t )

. ,

s x (t ) = e t ,

, , f x (t ) :
f x (t ) = e t .

-:

Ax = e ( + )t dt =
0

= 0,4 .
+


EZ x2 =2Ax =

= 0,25 ,

,
DZ x = 0,25 0,16 = 0,09 .

133

= x

DZ x
Ax N

= 1,645

0,09
= 1,23375% .
0,4 10000


p = Ax (1 + ) = 40,4935% .

, b
, , , ,
b = 100000 , p = 40493,5 .

134

1. .

1.

. 600 1500 .
( ) 0,005, ,

120000

, ?
2.

, ,
.
3.

, 29- ,

30- 0,008.
10$.
1000$.
?
4.

, ,

0,1.
3 .
P{ > 1} .
5.

x 0,
0,

f ( x) = a(3x x 2 ), 0 < x 3,
0,
x > 3.

P (0 1) .

135

F ( x ) ,

6.

1000 ,

.
0,001.
, 3
?
7.

, 25- ,

26- 0,005. 10000 25 , 1200


.
100000 . ,
:
a)

b)

6000000 ;

c)

4000000 ?

8.

i = 9% . 1 2008 C = 7500 .
31 2012 ?
9.

C = 5000 . ,


i1 = 7% . i2
. ,
[ 6%,9%] . ,
?
10.


i1 = 15% .
i2 = 10% .
2000 . .
2.
1.

, :
136

a)

, 20- 70 .

b)

, 25- 40 45

.
c)

, 25- 40

45 .
d)

, 35- 50 .

2.

30 40 35- .

, 30- , 20 ,
10 , 40-
10 .
3.

30% 25 75 6 ,

50 . , 25- , 50
, 15%.
4.

25

p50 .

:
a)

, 30- 10 ,

.
b)

.
x

5.

f ( x ) = Ae 3 . :

a)

s ( x ) ;

b)

DT .

6.

a
, 0 x < ,

f ( x ) = (1 + x ) 3
0 ,
x < 0.

s ( x ) .
7.

x = 0,001x .

s( 50 ) .
8.

1
s( x ) = (1 + x ) 2 .

39 10 .
137

9.

25

= 100 .
, 25 .
10.

s ( x ) = e x

, 30 20 .
3.


1.

40 ,

50000 ,
55 . i = 5% .
.
2.

25

500 .., 55 .
,
20 .
-, i = 5% .
3.

30

200000 , .

. .
4.

55 .

30000 .

i = 15% .
5.

37 100000

(), 65 .
i = 5% . .

138

6.

39 ,

100000 .
i = 5% . .
7.

18 . 5
, 100000 . i = 5% .
.
8.

() 51

9 ( 5%).
- (%).
9.

() 45

10 ( 5%,
80000 .). .
10.

44

6 ( 5%, 60000
.). .
4.
1. , N = 1000

q = 0,4% .

b = 350000 .

, .
, , 5%.
2. .

:

100 000
1 000 000

25%.

139

0,1
0,02

,
.
,
95% ?
3.
.
:

1
2
3
4

50
50
100
100

1
1
2
2

0,1
0,2
0,1
0,2

,
.
, , ,
.
, 95%
.

.
5.
1.

100 ,
11%. - 37 ,
:
) ;
) 7- ;
) , 3 ;
)
.
140

2.

40000

. ,

= 0,04 ,

, = 8% .
, 95%
.

141

1.

2.

() 1 2
( x +1) 2
() 1 2

() 1 2
f ( x ) =
e 4 .
2
() 1 2
a

4
1
2
p

0,1

0,6

0,3

E ( 2 1)

() 3
() 1,6
() 0,6
() 0,8
() 0,019
() 0,027
() 0,036
() 0,051
() 1 e 5
() e 5
() 1 +e 5
() 2e 5

3.


70% . ,
200 , 150

4.

1000 .

0,005.
,
,

() 5

0
3
2
() 5,16
p
0,5
0,1
0,4
() 5,24
D( 3 )
() 8,16
s( x ) = P( T x ) , () 1

() 2
x
1)

() 3
x
2)
T
() 3

3)
x
4)
T
x .
s( x ) = P( T x ) () 1
f ( x )
() 2
x
() 3
s( x ) = f (u )du
1)
() 4
0

5.

6.

7.

2)

s( x ) =

3)

s( x ) =

f (u )du

f (u )du
x

4)

s( x ) =

x +T

f (u )du
x

8.

s ( x ) = P( T x )

142

() 1

x
1)
2)
3)
4)
9.

10.

11.

s ( x ) = exp u du

s ( x ) = exp u du

s ( x ) = exp u du

s ( x ) = exp u du



x = kx n
1)
x = A + Bex
2)
x = Bex
3)
4)

x =

1
x

() 1
() 2
() 3
() 4

s( x ) = P( T x )

s( x ) = e x
1)
s ( x ) = e x
2)
s ( x ) =1 e x
3)
s ( x ) =1 e x
4)
s( x ) = P( T x )

x
s ( x ) =1
1)

3)

1
s( x ) =
x
x
s( x ) =

4)

s( x ) =

2)

12.

() 2
() 3
() 4

() 1
() 2
() 3
() 4
() 1
() 2
() 3
() 4

1
+x

x () 1
s ( x ) f ( x )
() 2
s( x )
() 3
x =
1)
f ( x)
() 4
2)
3)
4)

s( x )
f ( x)
f ( x)
x =
s( x )
f ( x)
x =
1 s( x )

x =1

143

13.

() 1

, 0 x < ,

2
f ( x ) = (1 + x )
, () 2
0 ,
x < 0.
() 3

14.

2 x ,
f ( x ) = x e

0,
3

0 x < ,
x < 0.


15.

16.

x = 0,002 x .
s ( 45)

s( x ) = 1

x
110

x
110

0 x 110 . , 30

15 ,
17.

s( x ) = 1

0 x 110 . , 40

18.

19.

20.

21.

20 5
,
1
s( x ) =

(1 + x ) 2 .
39
10

s( x ) =

s( x ) =

(1 + x ) 2 .
, 19
30 ,
(1 + x ) 2 .
, 49
,
2

s ( x ) = e x .
, 30
15 ,

22.

35

= 100 . ,
25 ,

23.

20
144

() 4
() 1
() 2
() 3
() 4
() e 2,025
() e 0,025
() e 3,025
() e 1,025
() 413
() 513
() 415
() 515
() 0,0799
() 0,0112
() 0,0434
() 0,0689
() 0,5
() 0,36
() 0,4
() 0,46
() 0,16
() 0,26
() 0,2
() 0,1
() 0,0596
() 0,0186
() 0,0676
() 0,0396
() e 1025
() e 1125
() e 925
() e 1100
8
() 13
5
() 13
1
() 13
9
() 13
() 17

24.

25

26

27

28

29

30

31

32

() 75
= 90 . () 2
7
20
4
() 7
55 () 0,4
() 0,2
= 80 . , () 0,5
5 10 ,
() 0,7
() 45 () 189
5 ( 5%, () 214
40000 ., 11%). () 228

-,

() 239
,
() 42 () 5119
7 ( () 5424
5%, 45000 ., 10%). () 5931

-,

() 6140
,
() 40 () 3193
10 ( () 5444
5%, 60000 ., 9%). () 7837

-,

() 9158
,
() 34 () 1126
( 5%, () 1549
100000 ., 9%). () 2391

-,

() 2703
,
() 39 () 1126
4 ( () 1549
5%, 70000 ., () 2391
9%). -, () 2703
,
() 42 () 521
2 ( () 790
5%, 50000 ., 10%). () 932

-,

() 1130
,
() 40 () 1934
( 5%, () 2105
80000 ., 15%). () 2309

-,

() 2552
,
() 40 () 3421
6 ( () 5979
145

33

34

35

36

37

38

39

40

41

5%, 70000 .).


-, ,

() 52
8 (
5%, 70000 ., 4%).

-,

,
() 32
10 (
5%). - (%),
,

= 90 , i = 15%
. 50
. -
(%)

= 80 , i = 15%
. 55
5 . -
(%)

= 80 , i = 15%
. 40
10 . -
(%)

= 100 ,
i = 15% . 60
, 5 . (%)

200000 .

= 0,03 , = 7% .
-
,
7 , 100000 .

= 0,02 ,

= 10% . -

() 7351
() 9919
() 5250
() 5703
() 6141
() 6529
() 0,238175
() 0,341926
() 0,411102
() 0,465497
() 17,82
() 20,32
() 25,32
() 15,32
() 4,497
() 5,497
() 3,497
() 6,497
() 26,99
() 20,99
() 15,99
() 30,99
() 5,55
() 3,53
() 4,24
() 8,11
() 50000
() 60000
() 20000
() 30000
()
()
()
()

e 0,84
6

0
e ,34
6

0
e ,84
8
e 0,34
8

() 12962,95
146

42

43

44

45

46

47

48

49

70000 .

= 0,025 , = 11% .
-
,
5 , 300000 .

= 0,01 ,

= 9% . -

() 13962,95
() 14962,95
()15962,95
()
()
()
()

e 0,35
5

0
e ,35
6

0
e ,35
4

0
e ,35
7

() 440000
1000000 . () 685000
t 2
, () 583400
p
=
exp
t x
2
() 236000

i = 5% . -
() 53907
70000 . () 55907
t 2
() 65907

p
=
exp

t x
1,5 , () 63907

i = 5% . -
, l45 = 92232 , l46 = 91783 , l47 = 91302 , () 188995
i = 14% . () 128895
45 . () 138895
, () 168895
70000
,
, l42 = 86999 , l43 = 86182 , l44 = 85310 , l45 = 84379 , () 16876
i = 11% . () 178776
42 . () 161776
() 198776
,
50000 ,
() () 99584
, () 116320
18 . 5 , () 130794
47000 . i = 5% . () 151040

45 200000 () 65930
(), () 70485
60 . i = 5% . () 75791

() 80141
40 () 15120
, () 19431
100000 . () 22921
147

50

i = 5% .
() 45 ,
, 65 ,
50000
. i = 5% .
,
45 65 ,

() 27540
() 5344
() 7150
() 8965
() 9540

10

11

12

13

14

15

16

17

18

19

20

21

22

23

24

25

26

27

28

29

30

31

32

33

34

35

36

37

38

39

40

41

42

43

44

45

46

47

48

49

50

148


***
1.

xe x ,
f ( x) =
0,

0 x < ,
x < 0.

s(19)
1)

19e 19

2)

20e 19

3)

21e 19

4)

19e19

.
s ( x ) ( )
f ( x)

s( x ) =

f (u )du .
x

s (19 ) =

ue u du =[

]= ue u

19
19
=19e
e u

19

19
=20e

+
19

du =

19

: 2)
2. 30
= 90 .
, 10
5 ,
1)

2)

3)

1
12

4)

9
9

3
.

, x t
u
149

t u qx

s( x + t ) s( x + t + u )
.
s( x )

s( x )

s( x ) =1

10 5 q30

s ( 40 ) s( 45)
=
s( 30 )

40
45
1 +
90
90 = 1
12 .
30
1
90

: 3)
3. 40
5 ( 5%, 100000 .,
9%). -,
,
1)

1397,3

2)

1535,5

3)

1721,5

4)

1940,8
.
- () n ,

( )
,
Px1:n =

M x M x+n
,
N x N x +n

M x , N x (
).
- ()

100
,
100

() S = S .
M

4295,191 3563,375

1
40
45
P40:5 = N N = 158412,7 106040,1 = 0,0139733 ,
40
45

150

Px1:n 100
100

S =

0,0139733 100
100000 =1535,5
100 9

().

: 2)
4.
= 90 , i = 15% .
50 10 .
- (%)
1)

7,855

2)

9,743

3)

11,625

4)

13,466
.

( 0, x ) :
f 50 ( t ) =

1
, 0 < t < 40.
40

= ln(1 + i ) 13,9762% ,

1
86,9565% .
v =
1+ i

- n

x:n

= v t f x ( t )dt

50:10

10

10

= v t f 50 ( t ) dt = v t

10

1
1
1 v10
dt =
v =
=13,466%
40
40 0
40

: 4)
5. 40 100000
(), 65 .
i = 5% .

1)

159236
151

2)

121550

3)

89189

4)

75620
.
S
S=

P
x
m a

P ,
m

x =
a

N x +m

Dx

x ,
).

S=

25

a 40 =

N 65 13273,74
=
= 1,12122 ,
D40 11838,66

P
100000
=
89189 .
40 1,12122
25 a

: 3)

152

N x Dx (


1. .
2. .
3. , . .
4. (, , ).
5. .
6. . .
7. , .
8. .
.
9. (,
, ).
10. .
11. .
12.
.
13. .
14. .
15. .
16. .
17. .
18.:
.
19. .
.
20. , .
21. , p .

22. -.

153



1.

..

..: , 1996. 261.


2.

.., .. . .: ,

2003. 190.
3.

.. . .:

, 1994. 80.
4.

.. . .: - . -,

1994. 140.

1.

. . .: , 1995. 156.

2.

.., .. . .:

, 2004. 240.
3.

.. . .: -

, 1998. 302.
4.

.. . .:

, 1995. 148.
5.

. . .:

, 1995. 119.

154

1
( x ) =

x2

1
e 2
2

0,0

0,3989

3989

3989

3988

3986

3984

3982

3980

3977

3973

0,1

0,3970

3965

3961

3956

3951

3945

3939

3932

3925

3918

0,2

0,3910

3902

3894

3005

3876

3867

3857

3847

3836

3825

0,3

0,3814

3802

3790

3778

3765

3752

3734

3726

3712

3697

0,4

0,3683

3660

3653

3637

3621

3605

3589

3572

3555

3538

0,5

0,3521

3503

3485

3467

3448

3429

3410

3391

3372

3352

0,6

0,3332

3312

3292

3271

3251

3230

3209

3187

3166

3144

0,7

0,3123

3101

3079

3056

3034

3111

2989

2966

2943

2920

0,8

0,2897

2874

2850

2827

2803

2780

2756

2732

2709

2685

0,9

0,2661

2637

2613

2509

2565

2541

2516

2492

2468

2444

1,0

0,2420

2396

2371

2347

2323

2299

2275

2251

2227

2203

1,1

0,2179

2155

2131

2107

2083

2059

2036

2012

1979

1965

1,2

0,1942

1919

1895

1872

1849

1826

1804

1781

1758

1736

1,3

0,1714

1691

1669

1647

1626

1604

1582

1561

1539

1518

1,4

0,1497

1476

1456

1435

1415

1394

1374

1354

1334

1315

1,5

0,1295

1276

1257

1238

1219

1200

1182

1163

1145

1127

1,6

0,1109

1092

1074

1057

1040

1023

1006

0989

0973

0957

1,7

0,0940

0925

0909

0893

0878

0863

0848

0833

0818

0804

1,8

0,0790

0775

0761

0748

0734

0721

0707

0694

0681

0669

1,9

0,0656

0644

0632

0620

0608

0596

0584

0573

0562

0551

2,0

0,0540

0529

0519

0508

0498

0488

0478

0468

0459

0449

2,1

0,0440

0431

0422

0413

0404

0396

0387

0379

0371

0363

155

2,2

0,0355

0347

0339

0332

0325

0317

0310

0303

0297

0290

2,3

0,0283

0277

0270

0264

0258

0252

0246

0241

0235

0229

2,4

0,0224

0219

0213

0208

0203

0198

0194

0189

0184

0180

2,5

0,0175

0171

0167

0163

0158

0154

0151

0147

0143

0139

2,6

0,0136

0132

0129

0126

0122

0119

0116

0113

0110

0107

2,7

0,0104

0101

0099

0096

0093

0091

0088

0086

0084

0081

2,8

0,0079

0077

0075

0073

0071

0069

0067

0065

0063

0061

2,9

0,0060

0058

0056

0055

0053

0051

0050

0048

0047

0046

3,0

0,0044

0043

0042

0040

0039

0038

0037

0036

0035

0034

3,1

0,0033

0032

0031

0030

0029

0028

0027

0026

0025

0025

3,2

0,0024

0023

0022

0022

0021

0020

0020

0019

0018

0018

3,3

0,0017

0017

0016

0016

0015

0015

0014

0014

0013

0013

3,4

0,0012

0012

0012

0011

0011

0010

0010

0010

0009

0009

3,5

0,0009

0008

0008

0008

0008

0007

0007

0007

0007

0006

3,6

0,0006

0006

0006

0005

0005

0005

0005

0005

0005

0004

3,7

0,0004

0004

0004

0004

0004

0004

0003

0003

0003

0003

3,8

0,0003

0003

0003

0003

0003

0002

0002

0002

0002

0002

3,9

0,0002

0002

0002

0002

0002

0002

0002

0002

0001

0001

156

2
0 ( x ) =

1
2

0 ( x )

0 ( x )

0 ( x )

0,00
0,01
0,02
0,03
0,04
0,05
0,06
0,07
0,08
0,09
0,10
0,11
0,12
0,13
0,14
0,15
0,16
0,17
0,18
0,19
0,20
0,21
0,22
0,23
0,24
0,25
0,26
0,27
0,28
0,29
0,30
0,31
1,26
1,27
1,28

0,0000
0,0040
0,0080
0,0120
0,0160
0,0199
0,0239
0,0279
0,0319
0,0359
0,0398
0,0438
0,0478
0,0517
0,0557
0,0596
0,0636
0,0675
0,0714
0,0753
0,0793
0,0832
0,0871
0,0910
0,0948
0,0987
0,1026
0,1064
0,1103
0,1141
0,1179
0,1217
0,3962
0,3980
0,3997

0,32
0,33
0,34
0,35
0,36
0,37
0,38
0,39
0,40
0,41
0,42
0,43
0,44
0,45
0,46
0,47
0,48
0,49
0,50
0,51
0,52
0,53
0,54
0,55
0,56
0,57
0,58
0,59
0,60
0,61
0,62
0,63
1,59
1,60
1,61

0,1255
0,1293
0,1331
0,1368
0,1406
0,1443
0,1480
0,1517
0,1554
0,1591
0,1628
0,1664
0,1700
0,1736
0,1772
0,1808
0,1844
0,1879
0,1915
0,1950
0,1985
0,2019
0,2054
0,2088
0,2123
0,2157
0,2190
0,2224
0,2257
0,2291
0,2324
0,2357
0,4441
0,4452
0,4463

0,64
0,65
0,66
0,67
0,68
0,69
0,70
0,71
0,72
0,73
0,74
0,75
0,76
0,77
0,78
0,79
0,80
0,81
0,82
0,83
0,84
0,85
0,86
0,87
0,88
0,89
0,90
0,91
0,92
0,93
0,94
0,95
1,92
1,93
1,94

0,2389
0,2422
0,2454
0,2486
0,2517
0,2549
0,2580
0,2611
0,2642
0,2673
0,2703
0,2734
0,2764
0,2794
0,2823
0,2852
0,2881
0,2910
0,2939
0,2967
0,2995
0,3023
0,3051
0,3078
0,3106
0,3133
0,3159
0,3186
0,3212
0,3238
0,3264
0,3289
0,4726
0,4732
0,4738

157

e
0

z2
2 dz

0 ( x )

0,96
0,97
0,98
0,99
1,00
1,01
1,02
1,03
1,04
1,05
1,06
1,07
1,08
1,09
1,10
1,11
1,12
1,13
1,14
1,15
1,16
1,17
1,18
1,19
1,20
1,21
1,22
1,23
1,24
1,25
1,26
1,27
2,50
2,52
2,54

0,3315
0,3340
0,3365
0,3389
0,3413
0,3438
0,3461
0,3485
0,3508
0,3531
0,3554
0,3577
0,3599
0,3621
0,3643
0,3655
0,3686
0,3708
0,3729
0,3749
0,3770
0,3790
0,3810
0,3830
0,3849
0,3869
0,3883
0,3907
0,3925
0,3907
0,3925
0,3944
0,4938
0,4941
0,4945

0 ( x )

0 ( x )

0 ( x )

0 ( x )

1,29
1,30
1,31
1,32
1,33
1,34
1,35
1,36
1,37
1,38
1,39
1,40
1,41
1,42
1,43
1,44
1,45
1,46
1,47
1,48
1,49
1,50
1,51
1,52
1,53
1,54
1,55
1,56
1,57
1,58

0,4015
0,4032
0,4049
0,4066
0,4082
0,4099
0,4115
0,4131
0,4147
0,4162
0,4177
0,4192
0,4207
0,4222
0,4236
0,4251
0,4265
0,4279
0,4292
0,4306
0,4319
0,4332
0,4345
0,4357
0,4370
0,4382
0,4394
0,4406
0,4418
0,4429

1,62
1,63
1,64
1,65
1,66
1,67
1,68
1,69
1,70
1,71
1,72
1,73
1,74
1,75
1,76
1,77
1,78
1,79
1,80
1,81
1,82
1,83
1,84
1,85
1,86
1,87
1,88
1,89
1,90
1,91

0,4474
0,4484
0,4495
0,4505
0,4515
0,4525
0,4535
0,4545
0,4554
0,4564
0,4573
0,4582
0,4591
0,4599
0,4608
0,4616
0,4625
0,4633
0,4641
0,4649
0,4656
0,4564
0,4671
0,4787
0,4686
0,4693
0,4699
0,4706
0,4713
0,4719

1,95
1,96
1,97
1,98
1,99
2,00
2,02
2,04
2,06
2,08
2,10
2,12
2,14
2,16
2,18
2,20
2,22
2,24
2,26
2,28
2,30
2,32
2,34
2,36
2,38
2,40
2,42
2,44
2,46
2,48

0,4744
0,4750
0,4756
0,4761
0,4767
0,4772
0,4783
0,4793
0,4803
0,4812
0,4821
0,4830
0,4838
0,4846
0,4854
0,4861
0,4868
0,4875
0,4881
0,4887
0,4893
0,4898
0,4904
0,4909
0,4913
0,4918
0,4922
0,4927
0,4933
0,4934

2,56
2,58
2,60
2,62
2,64
2,66
2,68
2,70
2,72
2,74
2,76
2,78
2,80
2,82
2,84
2,86
2,88
2,90
2,92
2,94
2,96
2,98
3,00
3,20
3,40
3,60
3,80
4,00
4,50
5,00

0,4948
0,4951
0,4953
0,4956
0,4959
0,4961
0,4963
0,4965
0,4967
0,4969
0,4971
0,4973
0,4974
0,4976
0,4977
0,4979
0,4980
0,4981
0,4982
0,4984
0,4985
0,4986
0,49865
0,49931
0,49966
0,499841
0,499928
0,499968
0,499997
0,499997

158

lx

dx

qx

lx

dx

qx

0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37

100000
97953
97753
97640
97555
97477
97403
97334
97272
97215
97158
97104
97050
96994
96931
96861
96756
96605
96397
96136
95837
95486
95107
94719
94344
93952
93511
93038
92509
91966
91419
90822
90183
89488
88731
87934
87102
86197

2047
200
113
85
78
74
69
62
57
57
54
54
56
63
70
105
151
208
261
299
351
379
388
375
392
441
473
529
543
547
597
639
695
757
797
832
905
907

0,02047
0, 00242
0, 001156
0, 000871
0, 0008
0, 000759
0, 000708
0, 000637
0, 000586
0, 000586
0,000556
0,000556
0,000577
0,00065
0,000722
0,001084
0,001561
0,002153
0,002708
0,00311
0,003662
0,003969
0,0048
0,003959
0,004155
0,004694
0,005058
0,005686
0,00587
0,005948
0,00653
0,007037
0,007707
0,008459
0,008982
0,009462
0,01039
0,010522

100000
98488
98327
98229
98160
98103
98058
98017
97978
97939
97902
97871
97840
97809
97774
97736
97689
97621
97529
97437
97344
97251
97157
97062
96964
96866
96767
96660
96528
96391
96253
96104
95940
95768
95588
95391
95173
94939

1512
161
98
69
57
45
41
39
39
37
31
31
31
35
38
47
68
92
92
93
93
94
95
98
98
99
107
132
137
138
149
164
172
180
197
218
234
250

0, 01512
0, 001635
0, 000997
0, 000702
0, 000581
0, 000459
0, 000418
0, 000398
0, 000398
0, 000378
0, 000317
0, 000317
0, 000317
0, 000358
0, 000389
0, 000481
0, 000696
0, 000942
0, 000943
0, 000954
0, 000955
0,000967
0,000978
0,00101
0,001011
0,001022
0,001106
0,001366
0,001419
0,001432
0,001548
0,001706
0,001793
0,00188
0,002061
0,002285
0,002459
0,002633

159

38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80

85290
84350
83344
82199
81001
79807
78599
77387
76095
74701
73322
71890
70354
68353
66246
64090
61947
59859
57831
55857
53940
52070
50246
48119
45661
43266
40957
38723
36556
34501
32492
30537
28604
26671
24769
22949
21146
19411
17629
15798
14036
12302
10615

940
1006
1145
1198
1194
1208
1212
1292
1394
1379
1432
1536
2001
2107
2156
2143
2088
2028
1974
1917
1870
1824
2127
2458
2395
2309
2234
2167
2055
2009
1955
1933
1933
1902
1820
1803
1735
1782
1831
1762
1734
1687
1461

0,011021
0,011926
0,013738
0,014574
0,014741
0,015137
0,01542
0,016695
0,018319
0,01846
0,01953
0,021366
0,028442
0,030825
0,032545
0,033437
0,033706
0,03388
0,034134
0,03432
0,034668
0,03503
0,042332
0,051082
0,052452
0,053368
0,054545
0,055962
0,056215
0,05823
0,060169
0,0633
0,067578
0,071313
0,073479
0,078566
0,082049
0,091804
0,103863
0,111533
0,123539
0,137132
0,137635
160

94689
94422
94143
93833
93489
93107
92690
92232
91781
91302
90790
90243
89672
88992
88145
87261
86295
85336
84387
83435
82481
81472
80460
79339
78005
76506
74885
73140
71355
69543
67709
65865
63951
61876
59678
57303
54778
52076
49089
45916
42579
39041
35642

267
279
310
344
382
417
458
449
481
512
547
571
680
847
884
966
959
949
952
954
1009
1012
1121
1334
1499
1621
1745
1785
1812
1834
1844
1914
2075
2198
2375
2515
2712
2987
3173
3337
3538
3399
3301

0,00282
0,002955
0,003293
0,003666
0,004086
0,004479
0,004941
0,004868
0,005241
0,005608
0,006025
0,006327
0,007583
0,009518
0,010029
0,01107
0,011113
0,011121
0,011281
0,011434
0,012233
0,012421
0,013932
0,016814
0,019217
0,021188
0,023302
0,024405
0,025394
0,026372
0,027234
0,029059
0,032447
0,035523
0,039797
0,043889
0,0495
0,057358
0,064638
0,072676
0,083093
0,087062
0,092615

81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100

9154
7871
6718
5640
4680
3819
3028
2388
1859
1428
1080
805
597
439
301
206
140
95
63
41

1283
1153
1078
960
861
791
640
529
431
348
275
208
158
138
95
66
45
32
22
41

0,140157
0,146487
0,160464
0,170213
0,183974
0,207122
0,211361
0,221524
0,231845
0,243697
0,25463
0,258385
0,264657
0,314351
0,315615
0,320388
0,321429
0,336842
0,349206
1

161

32341
29054
25830
22674
19523
16522
13603
10985
8683
6704
5045
3690
2617
1794
1184
750
454
262
143
73

3287
3224
3156
3151
3001
2919
2618
2302
1979
1659
1355
1083
823
610
434
296
192
119
70
73

0,101636
0,110966
0,122184
0,13897
0,153716
0,176674
0,192458
0,209558
0,227917
0,247464
0,268583
0,290786
0,314482
0,340022
0,366554
0,394667
0,422907
0,454198
0,48951
1

5%

Dx

Nx

ax

Ax

100000

1887590

1949,524 10114,77 342608,9

17,8759

0,101148

93288,57

1787590

181,4059 8165,244 332494,2 18,16194

0,087527

88664,85

1694301

97,61365 7983,838 324328,9 18,10905

0,090045

84345,10

1605636

69,92971 7886,224 316345,1 18,03651

0,093499

80258,74

1521291

61,11504 7816,294 308458,9 17,95484

0,097389

76375,78

1441033

55,21994 7755,179 300642,6 17,86766

0,10154

72683,62

1364657

49,03701 7699,959 292887,4

17,7753

0,105938

69173,46

1291973

41,96404 7650,922 285187,4

17,6773

0,110605

65837,52

1222800

36,74271 7608,958 277536,5 17,57299

0,115572

62665,66

1156962

34,99306 7572,216 269927,6 17,46246

0,120835

10

59646,58

1094297

31,57268 7537,223 262355,3 17,34634

0,126365

11

56774,70

1034650

30,06922

254818,1 17,22379

0,132201

12

54041,07 977875,3

7475,581 247312,5 17,09504

0,138331

13

51437,99 923834,2

31,81928 7445,883 239836,9 16,96015

0,144755

14

48956,74 872396,2

33,6712

16,81974

0,151441

15

46591,80 823439,5

48,10171 7380,392 224976,9 16,67349

0,158405

16

44325,04 776847,7

65,8808

7332,29

217596,5 16,52616

0,165421

17

42148,44 732522,7

86,4283

7266,41

210264,3 16,37959

0,1724

18

40054,94 690374,2

103,2866 7179,981 202997,8 16,23568

19

38044,28 650319,3

20

36119,96

612275

Cx

29,698

112,69

Mx

7505,65

7414,063

Rx

232391

0,179253

7076,695 195817,9 16,09375

0,186012

125,9888 6964,005 188741,2 15,95116

0,192802

162

21

34273,97

22

576155

129,5611 6838,016 181777,2 15,81028

0,19951

32512,32 541881,1

126,3217 6708,455 174939,2 15,66695

0,206336

23

30837,79 509368,8

116,2755 6582,133 168230,7 15,51768

0,213444

24

29253,05

115,7587 6465,858 161648,6 15,35833

0,221032

25

27744,29 449277,9

124,0272 6350,099 155182,7 15,19353

0,22888

26

26299,10 421533,6

126,6923 6226,072 148832,6 15,02844

0,236741

27

24920,07 395234,5

134,9445

142606,5 14,86009

0,244758

28

23598,46 370314,5

131,9199 5964,435 136507,2 14,69232

0,252747

29

22342,80

126,5635 5832,515 130542,7 14,51802

0,261047

30

21152,29 324373,2

131,5546 5705,952 124710,2 14,33513

0,269756

31

20013,49 303220,9

134,1045 5574,397 119004,3 14,15083

0,278532

32

18926,36 283207,4

138,9114 5440,293 113429,9 13,96365

0,287445

33

17886,19 264281,1

144,0986 5301,381 107989,6

13,7757

0,296395

34

16890,37 246394,9

144,4884 5157,283 102688,2 13,58789

0,305339

35

15941,58 229504,5

143,651

5012,794

97530,9

13,3966

0,314448

36

15038,81 213562,9

148,8142 4869,144

92518,1

13,20079

0,323772

37

14173,86 198524,1

142,0411 4720,329 87648,96 13,00636

0,333031

38

13356,87 184350,3

140,1991 4578,288 82928,63

12,8019

0,342767

39

12580,63 170993,4

142,898

12,5918

0,352772

40

1 1838,66 158412,7

154,8974 4295,191 73912,25 12,38097

0,362811

41

11120,01 146574,1

154,3499 4140,294 69617,06 12,18111

0,372328

42

10436,14 135454,1

146,5091 3985,944 65476,77 11,97933

0,381937

43

9792,67

125017,9

141,1685 3839,435 61490,83 11,76648

0,392072

44

9185,184 115225,3

134,8914 3698,266 57651,39 11,54469

0,402634

45

8612,903 106040,1

136,9477 3563,375 53953,12 11,31177

0,413725

478531

346716

6099,38

4438,089 78350,34

163

46

8065,817 97427,19

47

7541,007 89361,37

48

140,7232 3426,427 50389,75 11,07902


3285,704 46963,32 10,85006

0,435712

7049,332 81820,36

131,1195 3153,124 43677,62 10,60683

0,447294

49

6582,53

74771,03

133,9449 3022,005 40524,49 10,35901

0,459095

50

6135,131

68188,5

166,1854

2888,06

37502,49 10,11443

0,470741

51

5676,797 62053,37

166,656

2721,874 34614,43 9,931054

0,479474

52

5239,817 56376,57

162,4112 2555,218 31892,56 9,759264

0,487654

53

4827,891 51136,76

153,7447 2392,807 29337,34 9,591946

0,495622

54

4444,246 46308,86

142,6655 2239,062 26944,53 9,419959

0,503811

55

4089,95

131,9676 2096,397 24705,47 9,235973

0,512573

56

3763,223 37774,67

122,3368 1964,429 22609,07

9,03785

0,522007

57

3461,685 34011,44

113,1469 1842,092 20644,64 8,825112

0,532138

58

3183,696 30549,76

105,117

1728,946 18802,55

8,59569

0,543062

59

2926,974 27366,06

97,6488

1623,829

17073,6

8,349608

0,554781

60

2689,946 24439,09

108,4477

1526,18

15449,78 8,085346

0,567364

61

2453,406 21749,14

119,3563 1417,732

13923,6

7,864879

0,577863

62

2217,22

110,7592 1298,376 12505,86

7,70267

0,585587

63

2000,879 17078,52

101,6972 1187,617 11207,49 7,535506

0,593547

64

1803,902 15077,64

93,70844 1085,919 10019,87 7,358345

0,601984

65

1624,294 13273,74

86,56955

8933,951 7,172005

0,610857

66

1460,377 11649,44

78,18596 905,6415

7941,74

6,977011

0,620142

67

1312,649 10189,07

72,79601 827,4555 7036,099 6,762216

0,630371

68

1177,346 8876,416

67,46603 754,6595 6208,643 6,539344

0,640984

69

1053,816

63,5303

70

940,1039 6645,254

41864,62

19295,74

7699,07

132,58

0,424808

992,211

687,1935 5453,984 6,305897

60,50505 623,6632

164

4766,79

6,068639

0,6521
0,663398

71

834,832

5705,15

56,69973 563,1581 4143,127 5,833891

0,674577

72

738,3783 4870,319

51,67168 506,4584 3579,969 5,595966

0,685906

73

651,5458

48,75146 454,7867 3073,511

5,34175

0,698012

74

571,7683 3480,394

44,67886 406,0353 2618,724 5,087071

0,710139

75

499,8624 2908,626

43,70398 361,3564 2212,689 4,818853

0,722912

76

432,3555 2408,764

42,76735 317,6524 1851,332 4,571258

0,734702

77

368,9998 1976,408

39,19589 274,8851

4,356123

0,744947

78

312,2324 1607,408

36,73622 235,6892 1258,795 4,148115

0,754852

79

260,628

34,03856

1023,106 3,969443

0,76336

80

214,1786 1034,548

28,07482 164,9144 824,1526 3,830305

0,769985

81

175,9048 820,3694

23,48033 136,8396 659,2382 3,663712

0,777918

82

144,0481 644,4646

20,09636 113,3593 522,3986 3,473956

0,786954

83

117,0923 500,4165

17,89442

409,0393 3,273695

0,796491

84

93,62201 383,3243

15,17682 75,36848 315,7764 3,094382

0,805029

12,96353 60,19166

2,915583

0,813544

86

57,50028 215,7153 1 1,34247 47,22812 180,2163 2,751552

0,821355

87

43,4197

158,215

8,740206 35,88566 132,9882 2,643852

0,826483

88

32,61189 114,7953

6,880311 27,14545 97,10253 2,520044

0,832379

89

24,17863 82,18339

5,338759 20,26514 69,95708 2,399009

0,838142

90

17,68851 58,00476

4,105377 14,92638 49,69194 2,279233

0,843846

91

12,74082 40,31625

3,089706

0,849317

92

9,044413 27,57542

2,225658 7,731297 23,94456

2,04889

0,854815

93

6,388068 18,53101

1,610138 5,505639 16,21326 1,900879

0,861863

94

4,473737 12,14294

1,339355 3,895501 10,70762 1,714273

0,870749

95

2,921347 7,669204

0,878114 2,556146 6,812123 1,625229

0,874989

85

73,987

4131,94

1295,176

289,7023

198,953

93,2629

10,821

165

1533,68

240,408

34,76556 2,164336

96

1,904121 4,747858

0,581008 1,678032 4,255977 1,493465

0,881264

97

1,232441 2,843737

0,377278 1,097025 2,577945 1,307403

0,890124

98

0,796475 1,611296

0,255511 0,719747

1,023034

0,903665

99

0,503037 0,814821

0,167299 0,464236 0,761173 0,619803

0,922867

100

0,311784 0,311784

0,296937 0,296937 0,296937

0,952381

1,48092

5%

Dx

Nx

Cx

100000

1977650

1440

93798,1

Mx

Rx

ax

Ax

18,7765

0,058262

1877650

146,0317 4386,207 220837,4 19,01799

0,046762

89185,49 1783852

84,65608 4240,176 216451,2 19,00159

0,047543

84853,9

1694666

56,76647

212211,1 18,97157

0,048973

80756,47

1609812

44,66099 4098,753 208055,5 18,93416

0,050754

76866,27

1529056

33,57969 4054,092 203956,8 18,89241

0,052742

73172,39

1452189

29,13793 4020,512 199902,7 18,84614

0,054946

69658,85

1379017

26,39674 3991,374 195882,2 18,79672

0,057299

66315,37

1309358

25,13975 3964,978 191890,8 18,74442

0,05979

63132,35

1243043

22,71479 3939,838 187925,8 18,68947

0,062406

10

60103,34

1179910

18,12506 3917,123

18,63136

0,065173

11

57223,15

1119807

17,26196 3898,998 180068,9 18,56913

0,068137

12

54480,97

1062584

16,43996 3881,736 176169,9 18,50376

0,071249

13

51870,2

1008103

17,67738 3865,296 172288,1 18,43511

0,074519

14

49382,51 956232,8

18,27865 3847,619 168422,8 18,36379

0,077915

15

47012,69 906850,3

21,53124

164575,2 18,28948

0,081453

16

44752,46 859837,6

29,66817 3807,809 160745,9 18,21319

0,085086

17

42591,72 815085,1

38,2279

0,088706

5826,207 226663,7

4155,52

3829,34

183986

3778,141 156938,1 18,13717

166

18

40525,31 772493,4

36,40752 3739,913 153159,9

18,062

0,092286

19

38559,13 731968,1

35,05072 3703,505

17,983

0,096047

20

36687,93

693409

33,38164 3668,455 145716,5 17,90019

0,099991

21

34907,5

656721

32,13389 3635,073 142048,1 17,81318

0,104134

22

33213,11 621813,5

30,92927 3602,939

17,72193

0,108479

23

31600,6

30,38666

134810,1 17,62624

0,113036

24

30065,42 556999,8

28,93967 3541,623

25

28604,8

526934,4

27,84283 3512,683 127696,4 17,42119

0,1228

26

27214,82 498329,6

28,65977 3484,841 124183,7 17,31096

0,128049

27

25890,22 471114,8

33,67236 3456,181 120698,9 17,19663

0,133494

28

24623,68 445224,6

33.28365 3422,509 117242,7 17,08116

0,138993

29

23417,84 420600,9

31,93009 3389,225 113820,2

16,9607

0,144728

30

22270,77 397183,1

32,83356 3357,295

16,83427

0,150749

31

21177,43 374912,3

34,41805 3324,461 107073,7 16,70339

0,156981

32

20134,56 353734,9

34,37808 3290,043 103749,2 16,56854

0,163403

33

19141,39 333600,3

34,26386 3255,665 100459,2 16,42821

0,170085

34

18195,63 314458,9

35,71419 3221,401 97203,52 16,28211

0,177043

35

17293,46 296263,3

37,63932 3185,687 93982,11 16,13152

0,184213

36

16432,32 278969,8

38,47794 3148,048 90796,43 15,97689

0,191577

37

15611,35 262537,5

39,15134

87648,38 15,81709

0,199186

38

14828,81 246926,1

39,82251 3070,418 84538,81 15,65179

0,207058

39

14082,85 232097,3

39,63075 3030,596 81468,39 15,48085

0,215198

40

13372,61 218014,5

41,9373

78437,8

15,30306

0,223664

41

12693,88 204641,9

44,32083 2949,028 75446,83

15,1213

0,232319

42

12045,09

46,87308 2904,707

14,93579

0,241153

588600,4

191948

3572,01

3109,57

2990,965

167

149420

138413

131238

110431

72497,8

17,52626

0,117797

43

11424,64 179902,9

48,73118 2857,834

44

10831,88 168478,3

50,9738

45

10265,1

14,74692

0,250147

2809,103 66735,26 14,55393

0,259337

157646,4

47,59251 2758,129 63926,16 14,35751

0,26869

46

9728,693 147381,3

48,55657 2710,537 61168,03 14,14914

0,278613

47

9216,865 137652,6

49,22476

58457,49 13,93486

0,288816

48

8728,742 128435,7

50,08546 2612,755 55795,51 13,71412

0,299328

49

8263,002

119707

49,79333

53182,76 13,48711

0,310138

50

7819,733

111444

56,47479 2512,876 50620,09 13,25164

0,321351

51

7390,89

103624,2

66,99461 2456,402 48107,21 13,02054

0,332355

52

6971,948 96233,36

66,59159 2389,407 45650,81 12,80294

0,342717

53

6573,359 89261,41

69,30347 2322,815

12,57927

0,353368

54

6191,038 82688,05

65,52502 2253,512 40938,59 12,35609

0,363996

55

5830,702 76497,01

61,75405 2187,987 38685,08 12,11969

0,375253

56

5491,295 70666,31

58,99931 2126,233 36497,09 1 1,86879 0,387201

57

5170,806 65175,02

56,30786 2067,234 34370,86 11,60442

58

4868,269 60004,21

56,71821 2010,926 32303,62 1 1,32557 0,413068

59

4579,729 55135,94

54,17795 1954,207

30292,7

11,03913

0,426708

60

4307,468 50556,21

57,15554

28338,49 10,73687

0,441101

61

4045,195 46248,74

64,77677 1842,874 26438.46 10,43301

0,455571

62

3787,79

69,32275 1778,097 24595,59

0,469429

63

3538,096 38415,76

71,39501 1708,774 22817,49 9,857748

0.482964

64

3298,221 34877,66

73,19661 1637,379 21108,71 9,574691

0,496443

65

3067,966 31579,44

71,30902 1564,183 19471,34 9,293284

0,509811

66

2850,563 28511,48

68,94062 1492,874 17907,15

9,00205

0,523712

67

2645,881 25660,91

66,4549

1423,933 16414,28 8,698437

0,53817

42203,55

2661,98

2562,67

1900,03

168

69593,1

43261,4

10,142

0,399789

68

2453,432 23015,03

63,63547 1357,478 14990,35 8,380749

0,553298

69

2272,967

20561,6

62,90584 1293,843 13632,87 8,046151

0,56923

70

2101,824 18288,63

64,94981 1230,937 12339,02 7,701314

0,585652

71

1936,788 16186,81

65,52366 1165,987 11108,09 7,357555

0,602021

72

1779,036 14250,02

67,4287

7,009968

0,618573

73

1626,891 12470,99

68,00328 1033,035 8841,637 6,665531

0,634975

74

1481,417 10844,09

69,83807 965,0315 7808,602 6,320082

0,651425

75

1341.035 9362,677

73,25689 895,1935

5,981679

0,667539

76

1203,92

74,11294 821,9366 5948,377 5,662939

0,682717

77

1072,477 6817,723

74,23195 747,8236

5,356987

0,697286

78

947,1748 5745,245

74,95545 673,5917 4378,617 5,065666

0,711159

79

827,1158 1798,071

68,58154 598,6362 3705,025 4,800966

0,723764

80

719,1478 3970,955

63.43257 530,0547 3106,389 4,521751

0,737059

81

621,4701 3251,807

60,15575 466,6221 2576,334 4,232444

0,750836

82

531,7205 2630,337

56,19313 406,4664 2109,712 3,946842

0,764436

83

450,2074 2098,617

52,38849 350,2732 1703,246 3,661444

0,778026

84

376,3804 1648,409

49,81475 297,8847 1352,972 3,379636

0,791446

85

308,6428 1272,029

45,18417

1055,088 3,121362

0,803745

86

248,7613

41,85671 202,8858 807,0176 2,872732

0,815584

87

195,0589 714,6247

35,7529

161,0291 604,1317 2,663636

0,825541

88

150,0174 519,5658

29,94041 125,2762 443,1026 2,463369

0,835078

89

112,9333 369,5484

24,5137

95,3358

317,8264

2,27227

0,844178

90

83,04186

19,57132

70,8221

222,4906 2,090189

0,852848

91

59,51617 173,5732

15,22382 51,25078 151,6685 1,916403

0,861124

92

41,45824

11,4814

0,868994

8021,642

963,386

256,615

114,057

1100,464

248,07

9942,1

6843,57

5126,44

36,02695 100,4177

169

1,75113

93

28,00264 72,59875

8,386982 24,54555 64,39079 1,592569

0,876544

94

18,28219 44,59612

5,920337 16,15857 39,84524

1,43932

0,883842

95

11,49128 26,31392

4,011594 10,23823 23,68667 1,289904

0,890957

96

6,932479 14,82264

2,605732 6,226639 13,44843 1,138145

0,898184

97

3,996629 7,890166

1,609718 3,620907 7,221796 0,974205

0,90599

98

2,196595 3,893537

0,950181 2,011188 3,600889 0,772533

0,915594

99

1,141814 1,696942

0,532314 1,061007 1,589701

0,48618

0,92923

100

0,555128 0,555128

0,528693 0,528693 0,528693

0,952381

170

0 < p <1

Bp

nN

Bn, p

0 < p <1

>0

Gp

0 < p <1

E = p

P( = 0 ) = 1 p

k =0, 1

D = p(1 p )

P( =1) = p

P( = k )

k = 0, 1, , n

= C nk

p (1 p )
k

E = np

n k

D = np(1 p )
E =

k e
P( = k ) =
k!

k = 0, 1,

D =
E =

P( = k ) = (1 p ) k 1 p

k = 0, 1,

D =

1
p

1 p
p2

aR

U ( a, b )

bR

aR

a,

>0

>0

x a,
0,
1
f ( x ) =
, a < x < b,
b

x b.
0,
f ( x ) =

( x a)
1
exp

2
2 2

E =
D =

a +b
2

(b a) 2
12

E = a

D = 2

E =

x < 0,
0,
f ( x ) = x
e , x 0.

D =

1
2

()
()

a x =

a x: n =

Nx
Dx

N x N x+n
Dx

ax =

a x: n =

171

N x +1
Dx

N x +1 N x +1+ n
Dx

a x =

N x+m
Dx

a x: n

N
N x + m+n
= x+m
Dx

a x: n =

ax =

N x + m +1
Dx

N x + m +1 N x + m+ n +1
Dx

, ( )
x: n
a(q)
x: n = a

q 1 Dx + n
1

2q
Dx

a (q)
x: n = a x: n +

q 1 Dx + n
1

2q
Dx

, ( )
a(q)
x:

D
= (q) a x:n (q)1 x +n
Dx

(q) =

id
i d

( q ) ( q)

1 D
x:n + 1 x + n
a (q)
x: n = (q) a
q
Dx

(q)
i i
(q) = ( q ) ( q ) ;
i d

i (q) , d (q) ,

:
i (q) = q(1 + ie ) 1/q q ; ie = (1 + i/q ) q 1
d (q) = q q(1 d e ) 1/q ;

d e =1

q ,

( );
( ).


a x: n = a x: n +

Dx Dx+ n
D Dx + n a x: n + a x: n
= a x: n x
=
2Dx
2 Dx
2

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