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1.2. . .................................................................................. 14
1.3. ............................................................................................................... 19
1.4. . .................................................................................... 22
1.5. . ................................................................................. 25
1.6. . .......................................................................................... 28
2. . . ................ 32
2.1. ....................................................................................................... 32
2.2. . ..................................................................................................... 36
2.3. .......................................................................................... 38
2.4. ................................................................................................................. 41
3. : .......................................... 44
3.1. . .......................................................................................... 44
3.2. ....................................................................... 45
4. .................................................................. 48
4.1. .................................................................................... 48
4.2. ............................................................................................................................. 49
5. ..................................................................................... 59
5.1. . ........................................................................................................................... 59
5.2. . ................................................................................ 59
5.3. , , . .......................................................................... 62
5.4. ............................................................................................................................. 64
6. . ................................................... 69
6.1. . .................................................................... 69
6.2. ........................................................................................... 72
6.3. ........................................................................................................ 73
6.4. . ........................................................................................................... 76
6. .................................................................................................................. 80
6.1. . .............................................................................. 80
6.2. - . ................................................................ 82
6.3. . . .................................... 89
7. ................................................................................................ 92
7.1. ................................................................................... 92
7.2. . ............................................................................................. 98
7.3. . ....................................................................................................................... 102
7.4. . ............................................................................. 105
7.5. . ................................................................................................. 108
7.6. ...................................................................................................... 109

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27

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m
= P( B) .
n

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P( AB)
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P ( AB ) = P ( B ) P( A / B) .
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A B ,
AB = BA, .. P(AB) = P(BA), :

34

P( AB)
,
P ( A)
P ( AB ) = P ( A) P( B / A) .
P ( B / A) =

(2.2)
(2.2)

. (2.1) (2.2)
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P ( A / B) P ( B ) = P ( B / A) P( A) .

(2.3)

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P( A )
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.
P( A ) 1 P ( A )

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n
n
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35

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n n n + n + n

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P( A / B) = P( A), P( B / A) = P( B) .

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2
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3
2
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2.1. A B ,

36

(2.5)

P( AB) = P( A) P( B) .

. ,
A B . , (. (1.1),
(2.5) 1.2 1.4):
P( AB ) = P ( A + B ) = 1 P( A + B ) = 1 ( P( A) + P( B ) P( AB)) =
= 1 P( A) P( B ) + P( A) P( B ) = (1 P ( A))(1 P( B )) = P ( A) P ( B ).

2.1.

A1 , A2 , ..., An
( ), k (k n) :

Aj1 , Aj2 , ..., A jk , 1 j1 , j2 , ..., jk n

(2.5)

P ( Aj1 Aj2 ... Ajk ) = P( Aj1 ) P ( Aj2 )...P ( A jk ) .

k = 2 ,
A1 , A2 , ..., An .
.
1) A1 , A2 , ..., An
A1 , A2 , ..., An .
.
2)
. .
, X, Y, Z,
X, Y
Z. A, B, C
, ,
X, Y Z.
2
4

1
2

: P( A) = P( B) = P(C ) = = . , ,
P ( AB) = P( AC ) = P ( BC ) =

1
4

, ).
1
4

, A, B, C . , P( ABC ) = ,

37

1 1 1
2 2 2

1
8

P( A) P( B) P(C ) = = . A, B, C
.
, 2.1, .. (2.5) (
(2.4)) .
.
-, ,
(2.5), ,
(2.4). -, ,
,
..
.
,
. ,
,
. , ,
( )
.
, :
A B , P( AB) = P( A) P( B ) , :
, A B , ,
P( AB) = P( A) P( B ) ..
, , ,
() .
,
.

( ).
.

. ,
. ,
, .
, , (..
) .
2.3. .
.
, ,
, N1 , N2
N3 . ,
38

 : n1%,
n2% n3%.
. ,
?

. .

2.2. H1 , H 2 , ..., H n
, , ..
H j H k = , j k , j , k = 1,2,..., n ,

:
H1 + H 2 + ... + H n = .
.
1. (
) .
2. A A (..
A , ).
3.
, ( )
2.1.
2.1 ( ). A
, H1 , H 2 , ..., H n ,
:

P( A) = P( A / H1 ) P ( H1 ) + P ( A / H 2 ) P( H 2 ) + ... + P( A / H n ) P( H n ) ,

(2.6)

(2.6)*

P( A) = P( A / H k ) P( H k ) .
k =1

, H1 , H 2 , ..., H n , ,
,
H1 + H 2 + ... + H n = H j H k = ,

j k,

j , k = 1,2,..., n ,

(. (1.2)):
A = A = A( H1 + H 2 + ... + H n ) = AH1 + AH 2 + ... + AH n ,
39


( AH k )( AH j ) = A( H k H j ) = k j , k , j = 1,2,..., n .
(1.3):
(*)

P ( A) = P( AH1 ) + P ( AH 2 ) + ... + P ( AH n ) .

, (2.1) P ( AH k ) = P( A / H k ) P( H k ) .
(*), (2.6), .
,
. , ,
.
, A , ,
.
. H k ,
, k- ( k = 1,2,3 ).
, H1 , H 2 , H 3 . ,
,
(+)

P( A) = P ( A / H1 ) P( H1 ) + P( A / H 2 ) P( H 2 ) + P( A / H 3 ) P( H 3 ) .

, , , :
N1
N
N
, P ( H 2 ) = 2 , P( H 3 ) = 3 , N = N1 + N 2 + N 3 ;
N
N
N
n
n
n
P ( A / H1 ) = 1 , P ( A / H 2 ) = 2 , P ( A / H 3 ) = 3 .
100
100
100

P ( H1 ) =

(+), :
n1 N1 + n2 N 2 + n3 N 3
.
100( N1 + N 2 + N 3 )

P( A) =

P( A) = 1 P( A) = 1

n1 N1 + n2 N 2 + n3 N 3
.
100( N1 + N 2 + N 3 )

40

. ,
, ,
, ,

.
2.4. .
(2.3)
, , .
, , H1 , H 2 , ..., H n .
A . (2.3) :

P ( H j / A) P( A) = P ( A / H j ) P ( H j ),

j = 1, 2, ..., n .

, (2.6),
:
(2.7)

P ( H j / A) =

P( A / H j ) P( H j )
P( A / H1 ) P( H1 ) + P( A / H 2 ) P( H 2 ) + ... + P( A / H n ) P( H n )

:
(2.7)*

P ( H j / A) =

P( A / H j ) P( H j )
n

P( A / H
k =1

j = 1, 2, ..., n .

) P( H k )

. , ,

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

41

 , ) 23
, ,
.. , (
) .
, ,
,
, (2.7)
( ).
,
, ,
.
, , ,
, N1 , N2
N3 . ,
:
n1%, n2% n3%.
. ,
. , ,
, , , ?
. ,
:
P( A / H 2 ) P( H 2 )
=
P ( A / H1 ) P ( H1 ) + P ( A / H 2 ) P ( H 2 ) + P ( A / H 3 ) P ( H 3 )
n2 N 2
.
=
n1 N1 + n2 N 2 + n3 N 3

P ( H 2 / A) =

.

. .
, H1 , H 2 , ..., H n .
A .
P ( H j )
P( A / H j )
. P ( H j )
H j , P( A / H j )
A H j .
,
23

. 1.1.
42

 .
P( H j / A)
H j ,
A, .

43

 3. :
3.1. .
,

(..
). :
.
,
, ,
, , .
, ,
, ,
. ,
, ,
(,
) , ,
. 24
, ( )

. , ,
, , ..
,
, . , ,
.

.
, , ,
,
, ,
1.4. ,
,
.
, (2.1) (2.2)
24

, ,
, , .
44

, ,
. ( 2.1,
2.1 2.1) ,

. , ,
.
3.2. .
.
j :

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

, j (). M
. 25
P( j ) p j , 0 < p j < 1,

(3.1)

j = 1, 2, ..., n, ... , ,

p1 + p2 + ... + pn + ... = 1.
A M ,

A = j1 , j2 ,..., jm ,... ,
, A, ,
. 26
3.1. A

P( A) = P ( j1 ) + P( j2 ) + ... + P( jm ) + ... ,

P( A) = p j1 + p j2 + ... + p jm + ... ,

A = P () = 0 . P ( j ) p j

{ j } .

,
25

. 1.8 1.3.
, (3.1) , ,
. , ,
, , .
26

45

 . 3.1
= {1 , 2 ,..., n } , p j 1 , j = 1, 2, ..., n ,
n
(. 1.5).

.
3.1. P(A) :

1. 0 P( A) 1 .
2. P() = 1, P() = 0 .
3. A B , .. AB=,
P ( A + B ) = P ( A) + P( B ) .
3.
A1 , A2 , ..., An
, ..
A j Ak = , j k , j , k = 1, 2,..., n ,

(3.2)

P( A1 + A2 + ... + An ) = P ( A1 ) + P ( A2 ) + ... + P( An ) .

, ,
(3.1). 27 3 ,
1.1. ,
A = j1 , j2 ,..., jm ,... , B = k1 , k2 ,..., ks ,... ,

, A B, r
r.
A + B = j1 , j2 ,..., jm ,..., k1 , k2 ,..., ks ,... ,

(. 3.1):
P( A + B) = P( j1 ) + P( j2 ) + ... + P( jm ) + ... + P(k1 ) + P(k2 ) + ... + P(ks ) + ... =

= P ( j1 ) + P( j2 ) + ... + P ( jm ) + ... + P (k1 ) + P (k2 ) + ... + P(ks ) + ... =

= P ( A) + P ( B),
.
3 3 .
.
27

. 1.3 1.2.
46

 ,


. 28

( )
,
. .

28

. , 1.
47

 4.
4.1. .

(2.1), (2.2).
4.1 ( ).
A1 , A2 , ..., An - .
:

(4.1)

P ( A1 A2 ... An ) =
= P( A1 ) P( A2 / A1 ) P( A3 / A1 A2 ) P( A4 / A1 A2 A3 ) ... .P( An / A1 A2 ... An 1 ).

.
n = 2 ( (2.1)).
n = k . , n = k + 1. ,
k + 1 A1 , A2 , ..., Ak , Ak +1 ; A = A1 A2 ... Ak . ,
(2.1) :

P( A1 A2 ... Ak Ak +1 ) = P( AAk +1 ) = P( A) P( Ak +1 / A) .

P ( A) = P ( A1 A2 ... Ak ) =
= P( A1 ) P( A2 / A1 ) P( A3 / A1 A2 ) P( A4 / A1 A2 A3 ) ... .P( Ak / A1 A2 ... Ak 1 ),

, , .
4.2 ( ).
A1 , A2 , ..., An , H - .
:

(4.2)

P ( A1 A2 ... An / H ) = P( A1 / H ) P ( A2 / A1 H ) P( A3 / A1 A2 H ) ... .P( An / A1 A2 ... An 1 H ).

, (2.2) 4.2 :

48

P ( A1 A2 ... An H ) P( HA1 A2 ... An )

=
=
P( H )
P( H )
P( H ) P( A1 / H ) P( A2 / A1 H ) P( A3 / A1 A2 H ) ... .P( An / A1 A2 ... An 1 H )
=
=
P( H )
= P( A1 / H ) P( A2 / A1 H ) P( A3 / A1 A2 H ) ... .P( An / A1 A2 ... An 1 H ) ,
P ( A1 A2 ... An / H ) =

.
. , A1 , A2 , ..., An
, ,

(4.3)

P ( Ap / Aj1 Aj2 ... Ajk H ) = P( Ap / H ),

p j1 , j2 , ..., jk ,

.
(4.2) (4.3) :
(4.4)

P( A1 A2 ... An / H ) = P( A1 / H ) P ( A2 / H ) P ( A3 / H ) ... P ( An / H ) .

(4.3) . ,
2.2, (2.4).
(4.3) , ,
. (4.4) (2.5),
(2.5). , (4.3)
Ap = A;

A j1 = Aj2 = ... = Ajk = B; H = ,

(2.4). (4.2), (4.3) H = , (4.4)

(2.5). 29
4.2. .

,
, .
1 ( ).
1.1. (. 4.1);
.
p1

p2

p3

. 4.1
29

A1 , A2 , ..., An .
49

 . (
) p1 , p2 , p3 . P
.
.
. (
) , ,
.
. A1 , A2 , A3 , ,
,
. A, ,
, : A = A1 A2 A3 .
A1 , A2 , A3 , (2.5) :
P = P ( A) = P ( A1 A2 A3 ) = p1 p2 p3 .

(4.5)

1.2.
(. 4.2). ( )
p1 , p2 .
.
p1
p

p2
. 4.2

(..
) p.
, ,
. 30
. :
A , , ;
A1 , , 1 ;
A2 , , 2 ;
A , , .

, .. A ,
30

, , .
50

. 31 P( A) = 1 P( A) .
: A = A1 ( A2 + A )
, 1
, 2.
(1.1) A2 + A = A2 A ,
P ( A) = P ( A1 ) P( A2 + A ) = P( A1 ) P( A2 A ) =
= (1 P( A1 ))(1 P( A2 A )) = (1 P( A1 ))(1 P ( A2 ) P ( A )) =
= (1 p1 )(1 p2 p ).
, P(A) :
(4.6)

P( A) = 1 (1 p1 )(1 p2 p) .

, , . . p = 1,
(4.6)

P( A) = 1 (1 p1 )(1 p2 ) .

. ,
,
(4.5).
( )
(4.6), (4.6). .
1.3. ,
( ) (. . 4.3).
. .
P .

. 4.3

31

P ( A)

P( A) , A

: A = A1 + A2 . P ( A) = P ( A1 + A2 ) = P( A1 A2 ) = P( A1 ) P ( A2 ) ,
2.1 A1 A2 .
51

. ,
, ,
, ,
() . Aj , j = 1, 2, 3, 4, 5 ,
, 1, 2, 3, 4 5 . A
, , .
(4.5) : P ( A) = P ( A1 ) P ( A2 )...P( A5 ) . (4.6):
P ( A1 ) = 1 (1 p1 ) 2 ; P( A2 ) = 1 (1 p2 )3 ;
P ( A3 ) = p3 ; P( A4 ) = p4 ; P( A5 ) = 1 (1 p5 ) 2 .
:
P = P( A) = (1 (1 p1 ) 2 )(1 (1 p2 )3 ) p3 p4 (1 (1 p5 ) 2 ) .

.
2. 32 .
.
60,
240 360.
, ;
p.
.
, ,
P. , .

:
1) ,
;
2)
.
. , ,

( !).

H1 ;
H 2

32

, .
52

360 240 1
=
360
3

1
2
: P( H1 ) = ; P ( H 2 ) = .
3
3
, A , , .
A1 , A2 , A3 , , ,
. , , B1 , B2 , B3 ,
, (
) , .
1) ,
,
, :
(*)

P( A) = 1 P ( A) = 1 ( P ( A / H1 ) P ( H1 ) + P ( A / H 2 ) P( H 2 )) .

A = A1 A2 A3 (..
, ,
). ,
( , ,
, , A1 A2 A3
) , (. (4.4)):
P( A / H k ) = P ( A1 A2 A3 / H k ) = P( A1 / H k ) P( A2 / H k ) P( A3 / H k ), k = 1, 2 .
k=1, .. ,
:
(+)

P ( A1 / H1 ) = P( A2 / H1 ) = P ( A3 / H1 ) = 1 P ,

P( A / H1 ) = (1 P )3 .

k=2
. :
33
Aj = A j B j + A j B j . B j Aj , Aj B j = B j .
Aj H 2 = B j H 2 + Aj B j H 2 P( Aj H 2 ) = P( B j H 2 ) + P( Aj B j H 2 ) ,

B j H 2 A j B j H 2 (?). :

33

, Bj , , j- .
53

P( Aj / H 2 ) =

P( Aj H 2 )
P( H 2 )

= P( B j / H 2 ) + P( Aj B j / H 2 ) .

P( B j / H 2 ) = p; P( A j B j / H 2 ) =
=

P( Aj B j H 2 ) P( B j / H 2 )
P( H 2 B j )

P( Aj B j H 2 )
P( H 2 )

P( Aj B j H 2 ) P( B j / H 2 )
P( H 2 ) P( B j / H 2 )

= P ( Aj / H 2 B j ) P( B j / H 2 ) = (1 P )(1 p)

( (2.2): P( H 2 ) P ( B j / H 2 ) = P ( H 2 B j ) ). ,
P ( Aj / H 2 ) = p + (1 P )(1 p ) = 1 (1 p ) P .

(++)

P( A / H 2 ) = [1 (1 p) P ] .
3

(*):
1
2
3
P1 ( A) = 1 (1 P )3 [1 (1 p ) P ] .
3
3
2) ,

(.. P( Aj ), j = 1, 2, 3 ),
A1 , A2 , A3 .
, (. (*)):
(**)

P( A j ) = 1 P ( A j ) = 1 ( P( A j / H1 ) P( H1 ) + P( A j / H 2 ) P ( H 2 )) .

(+) (++) :
(***)

1
2
p1 = P( Aj ) = P + (1 p ) P,
3
3

j = 1, 2, 3 .

A = A1 A2 A3 A1 , A2 , A3 ,

54

P( A) = 1 P ( A) = 1 P ( A1 A2 A3 ) = 1 P ( A1 ) P( A2 ) P( A3 ) = 1 (1 p1 )3 .

(***), :
3

2
1

P2 ( A) = 1 1 P + (1 p ) P .
3
3

. ,
, , .. P2 ( A) > P1 ( A) .
3. : w1 b1
; 34 w2 b2 ; w3
( ). .
. ,
.
. .
:
1 ;
2 ;
3 .

, ( )
:
1
P ( H1 ) = P ( H 3 ) = P ( H 3 ) = .
3
A .
:
P ( A / H1 ) =

w1
w2
; P( A / H 2 ) =
; P( A / H 3 ) = 1 .
w1 + b1
w2 + b2

,
:
P ( H1 / A) =

P ( A / H1 ) P ( H1 )
=
P ( A / H1 ) P ( H1 ) + P ( A / H 2 ) P ( H 2 ) + P ( A / H 3 ) P ( H 3 )

w1
w1 + b1
=
=
.
w1
w2
1
+
+1
[ P ( A / H1 ) + P ( A / H 2 ) + P ( A / H 3 ) ]
3
w1 + b1 w2 + b2
1
P ( A / H1 )
3

34

white black .
.
55

 4. 10 , , 3
, 4 , 2 1 .
20 .
20 ,
16, 10, 5.

( ). , : )
; ) .
. :
1 ;
2 ;
3 ;
4 .

( ) :
P ( H1 ) = 0,3; P ( H 2 ) = 0, 4; P( H 3 ) = 0, 2; P( H 4 ) = 0,1 .

( .
):
16 15 14
0, 491 ;
20 19 18
10 9 8
5 4 3
P ( A / H 3 ) = 0,105; P( A / H 4 ) = 0, 009 .
20 19 18
20 19 18
P ( A / H1 ) = 1; P( A / H 2 ) =

:
0,3 1
0,3
=
0,58 ;
0,3 1 + 0, 4 0, 491 + 0, 2 0,105 + 0,1 0, 009 0,518
0,1 0, 009
) P( H 4 / A) =
0, 002 .
0,518

) P( H1 / A) =

. P( A / H 2 )
. D1, D2, D3 ,
, , .
: A = D1D2 D3 . P( A / H 2 ) , ,
4.2, :
P( A / H 2 ) = P( D1D2 D3 / H 2 ) = P ( D1 / H 2 ) P ( D2 / H 2 D1 ) P( D3 / H 2 D1D2 ) .

:
56

16
(
20
16 20 );
15
P( D2 / H 2 D1 ) =
(
19
15
19 );
14
P( D3 / H 2 D1D2 ) =
(
18

14 18 ).
P ( D1 / H 2 ) =

, : P( A / H 2 ) =

16 15 14
0, 491 .
20 19 18

,
, .
5. ,
3 3 , 5 2
. ,
.
.
1) ,
?
2) , ,
,
?
. .

H ww , ,
(white) ;
H wb , ,
(black) ;
H bb , ,
.
:
N ww ,
;
N wb ,
;
Nbb ,
;
57

N , ()
.

:
N ww = 3; N wb = 9; N bb = 3; N = 15 .

( !) :
P ( H ww ) =

N ww 1
N
N
3
1
= ; P ( H wb ) = wb = ; P ( H bb ) = bb = .
5
5
5
N
N
N

Aw , ,
. :
1)
P ( Aw ) = P( Aw / H ww ) P( H ww ) + P( Aw / H wb ) P( H wb ) + P( Aw / H bb ) P( H bb ) .

7
6 2
5
P ( Aw / H ww ) = ; P( Aw / H wb ) = = ; P ( Aw / H bb ) = ,
9
9 3
9

9 ,
H ww 7 ( 2 ),
H wb 6 ( 3 ) , ,
H bb 5 ( 4 ).
, :
7 1 2 3 5 1 2
P ( Aw ) = + + = .
9 5 3 5 9 5 3

2) :
2 3

P( Aw / H wb ) P( H wb ) 3 5 3
P ( H wb / Aw ) =
=
= .
2
5
P( Aw )
3
2
3

3
5

: P( Aw ) = , P( H wb / Aw ) = .
58

5.
5.1. .


: ,
m n (n>m) .
, , ,
36 ,
: , .. (
)
36
6 , 36
6 , , ..
, , ,
( combino ).

(
)
,
, ,
.
(, )
, .
,
, ,
..
(, , n )
( n ).
, m ,
m , m (
).
5.2. .
.
1.

{a1, a2 ,..., am }

{b1 , b2 ,..., bn }

59

 m n .
mn (a j , bk ) ,
.
, ,
m n , , (a j , bk )
j- k- . (a j , bk )
, .
5.1 ( ). r
:

1-
2-

{a , a ,..., a } - n
{b , b ,..., b } - n
1

n1

n2

..
r- x1 , x2 ,..., xnr

- nr .

n1 n2 ... nr

(a

j1

, b j2 ,..., x jr ,

.

1.

1.

5.1. r ,
n1 , - n2
, , r- - nr . r
,
r

n1 n2 ... nr = n j .
j =1

.
1. 16 .
?
. 16 . ,
, ,
15 . , ,
, 1615 =
240.
60

2. 0, 1, 2, 3, 4,
5, :
) ;
) ;
) ( )?
. ) 5 1, 2, 3,
4, 5 (, 0 ). ,
5 (0
), 4 , 3 .
2, 5543 = 300.
) 5 1, 2, 3, 4, 5 (5
), 6
(0, 1, 2, 3, 4, 5). , 5666 = 1080.
) 1, 2, 3, 4, 5,
0, 1, 2, 3, 4, 5, 1, 3, 5 (
). ,
5663 = 540.
3.

.
,

, (
) . , , 17 ,
2217 = 68 .
4. 12
. ,
,
2 , 3 .
?
.
2 , 4 3 . ,
23333 = 162
. , , 16212 = 1944
.
5. . r
n .
( ,
.. 0 r)?
. n
. , r n
r
n .
6. ,
5?
. 5,
, 0 5. ,
9 (1, 2, 3, 4, 5, 6, 7, 8, 9),
61

, 10 (0, 1, 2, 3, 4, 5, 6, 7, 8, 9),
2 (0, 5).
91010102 = 18000.
5.3. , , .

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

(, : ,
).
,
, , ,
, ,
5 ( 6) . .

n (m n
).
, ..
() .

1. .
n m
m ,
n .
,
, .
, 4: (1, 3, 7, 4) (3, 7, 4, 1)
(1, 2, 3, 4, 5, 6, 7, 8, 9) 9
.
m

5.2. Pn n

m. Pn = n( n 1)(n 2)...( n m + 1) .
m

, n
, (n 1) , (n 2) ,
, m- (n m + 1) .
. .
62

. Pn

An .
2. .
n
n , n
.

5.3. n

n(n 1)(n 2) ... 2 1 = n! .

. n
Pn .
3. .
n m
m ,
n .
n
m m! (
) .
,
m

5.4. Cn n

m. :
(5.1)

Pnm n(n 1)(n 2)...(n m + 1)

n!
.
C =
=
=
m!
m!
m!(n m)!
m
n

. ,
n m
:

(5.2)

( a + b) n =
= Cn0 a n + Cn1 a n1b + Cn2 a n2b 2 + ... + Cnm a nmb m +

+... + Cnn1ab n1 + Cnnb n .

63

, , , n-
n
2 . ,
, k
n k. n ( )

Cn0 + Cn1 + Cn2 + ... + Cnk + ... + Cnn1 + Cnn = (1 + 1) n = 2n .

5.4. .
1. 8 10
. 3
3 6
?
. 3 8 ,
8!
C83 =
= 56 , 3 10 ,
3!5!
10!
C103 =
= 120 . 3 ,
3!7!
6 , P63 = 120 ;
3
, 3! = 6. , ,
, 56 120 120 6 = 4 838 400 .

2. ,
?
. ,
,
C63 = 20 . 35 ( )
3! = 6 . ,
206 = 120.
3. ,
(, , 67876, 17071)?
. ,
.
, (.. 1 9).
35

, ,
,
.
64

 ( 1 9 0). ,
91010 = 900.
4. 19
5 , 4 4 ,
3 ?
. 4
, C194 = 3876 . 4 ,
, , C154 = 1365 ;
, C114 = 330 , , C74 = 35 .
, .
, , 4
4 5. 4 5
C54 = 5 .
,
C194 C154 C114 C74 C54 = 305 540 235 000 .
,
.
5. r n . r
n ?
,
0 r.
. n + 1
( ),
. ,
|***|*| | | |****|
, r = 8 n = 6 ,
3, 1, 0, 0, 0, 4 .
, n 1 r
.
r
n + r 1 (, , n 1
n + r 1 ), n + r 1
r (, , n 1 ):
Cnr+ r 1 = Cnn+r11 .
. ,
n! (?).
5.1. ,
r n
, . ,
65

 r n.
.
: ( )
. ,
n 1 r 1 .
, ,
Crn11 .
5.2.
r1 , r2 ,..., rn
r1 + r2 + ... + rn = r , rj 0 .
( r1 , r2 ,..., rn : ,
r1 = 2, r2 = 3 r1 = 3, r2 = 2 ).
. ,
r n . ,
Cnr+ r 1 = Cnn+r11 . 36
,
Crn11 (r n).
6. .
5.5. r1 , r2 ,..., rk - ,
r1 + r2 + ... + rk = n, rj 0 .
, n
k , r1 ,
- r2 .., 37
n!
.
r1 !r2 !... rk !

,


: 5
,
. ,
36

, , ,
, r
n :

r f ( x1 , x2 ,..., xn ) x1r1 x2r2 ...xnrn

r n ,
, .
, .
37
rj = 0 , 0! = 1.
66

 . ,
, , ,
( r1 = 2, r2 = 3 ) ( r1 = 3, r2 = 2 ) .
. , r1
. , Cnr1 .
r2 , , ,
Cnr2r1 , , Cnr3r1 r2 ..

(k 1) - , n r1 r2 ... rk 1 = rk ,
(..
). ,
( 5.1), ,
n k
, r1 , - r2 ..,

N = Cnr1 Cnr2r1 Cnr3r1 r2 ... Cnrkr11 r2 ...rk 2 .
:
N=

n!
(n r1 )!
(n r1 r2 )!
(n r1 r2 ... rk 2 )!

...
=
r1 !(n r1 )! r2 !(n r1 r2 )! r3 !(n r1 r2 r3 )!
rk 1 !(n r1 r2 r3 ... rk 1 )!
n!
=
, n r1 r2 ... rk 1 = rk . .
r1 !r2 !... rk 1 !rk !

.
n = 52 13 ( r1 = r2 = r3 = r4 = 13 ).
, ?
. 13
, 52
4 13 , .., 5.5,
52!
.

(13!) 4
4! = 24 . 48
( 5.5) 48! (12!) 4 . ,

48!(13!) 4
48!134
24
= 24
= 0,105... .
(12!) 4 52!
52!
,
. , ,
67

 6 36 ,
. 24 36,
, 24
36. C3624 = 36! (24!12!) .
, , 24 4
6 5.5 24! (6!) 4 . ,
, 6
24!
36 , C3624
.
(6!) 4
4! = 24 . ,
5 32
20!
. ,
, C3220
(5!) 4

20!
24 C3220
32!12!64
24 1296
(5!) 4
= 24
=
0,022 .
24!
12!36!
33
34
35
36

24
C36
(6!) 4

68

6. .
6.1. .
,
.
. ,
, n
m ? : n ;
, m 5 6 .
,

. , , , ,
( ) , .. .
, :
( ),
, ( ) ?
, , .
, ,
. ,
5 6
. , ,
,
5 6 .
.
,

. , ,
(1654-1705),
. 38
.
,
.


38

.
1713 . . (1667-1748) (1700-1782)
,
.
69

; p. , p
; q = 1 p
. , .
() .
: ,
n (.. )
m ? 39
.
.
, , 3 ,
: 40
AAA; AAA; AAA; AAA;

AAA; AAA; AAA; AAA.

, m (,
, n m );
.
. ,
n ,
: m n m
.
p;
, , q = 1 p .

; ,
, .. p m q nm = p m (1 p ) nm .
, ,
m ,
.
,
m
.
,
Kp m q nm , K .
, , , m
n , n
n!
m, .. Cnm = Cnnm =
.
m!(n m)!
, m
n
39
40

, m = 0, 1, 2, , n.
A , , .. .
70

(6.1)

Pn ( m) = b(m; n, p ) = Cnm p m q nm = Cnm p m (1 p) nm .

.
b(m; n, p ) , ,
, (6.1)
m n
p. n p
m.
,
, . ,
, ,
. ,
.
.
26 306 12
,
(), 5 6 .
6.1.
6.1.

,
71

. b(k ;12,1 3)
. , ,
p = ,
b(k ;12, 0.3377) p = 0.3377 .
, ,
, .

,
(, ). , .
. , n
.
, ,
p
. ,
, k ,
b(k ; n, p )
j- ( j = 1,2,..., n) ,
. ,
12 , 41
p = 12 60 = 0.2 . , 7
10 ,
b(7;10, 0.2) + b(8;10, 0.2) + b(9;10, 0.2) + b(10;10, 0.2) 0.000864 .
, 6 ,
0.000864. ,
1 0.000864 1157 , .. 12
. , ,

.
.
, 12 ,
, 1 2 0.0278 , .. 36 .
6

, , ,
, . ,
.
6.2. .
, , n
. , ,
,
41

, , .
72

 k A1 , A2 , ..., Ak ,


p1 , p2 , ..., pk ; p j > 0; p1 + p2 + ... + pk = 1 .
, n A1
m1 , A2 m2 .., Ak
mk .
,
mj 0 ,

m1 + m2 + ... + mk = n .
, ,
,
p1m1 p2m2 ... pkmk . ,
, n
k m1 , m2 ,..., mk . ,
n!
.
5.5,
m1 !m2 !...mk !
, , n
A1 m1 , A2
m2 .., Ak mk ,
n!

mk
m1 m2
Pn (m1 , m2 ,..., mk ) = m !m !...m ! p1 p2 ... pk ;
1
2
k

(6.2)
p j > 0; p1 + p2 + ... + pk = 1;

m j 0; m1 + m2 + ... + mk = n.

.
.
,
p1 = 0.4, p2 = 0.35, p3 = 0.25 . ,
12 5 , 4 3
?
.
n = 12. (6.2),
12!
: P12 (5, 4, 3) =
(0.4)5 (0.35) 4 (0.25)3 0.067 .
5!4!3!
6.3. .
. 6.1
. a, b , 0 a < b n .
, n
a b?
73

 ,
. , ,

(6.3)

Pn (a, b) = Cnk p k q nk =
k =a

= Cna p a q na + Cna +1 p a +1q na 1 + Cna + 2 p a + 2 q na 2 + ... + Cnb p b q nb .

. n
,
. , Pn (k < m)
, n k
, m; Pn (m1 k < m2 ) ,
n k m1 ,
m2 ; Pn (a, b)
Pn (a k b) .. ,

.
.
m = m0 , b(m; n, p )
. m0
( n ).
, b(m; n, p) m
n p,
(6.1).

b(m; n, p )
(n m + 1) p
( n + 1) p m
=
=1+
,
b(m 1; n, p )
mq
mq
, q = 1 p . , b(m; n, p )
m m < (n + 1) p m > (n + 1) p . , m0
, ,
m0 () ,

(6.4)

(n + 1) p 1 < m0 (n + 1) p .

.
1. . ,
, 12,
?
. p , .. 12 ,
74

 p = 1

. n
36
, k . Pn (k 1) = 1 Pn (k = 0) .

Pn (k = 0) = Cn0 p 0 (1 p ) n = 35

36 )

(0.972) n .

, n
(0.972) n 0.5 .
, : n 25 .
2.
0.2, 0.3 0.4 .
, ,
, , ,
, , ,
. 3 .
, .
. , ,
. B1 , B2 , B3 , ,
, .
B1 , B2 , B3 ,
(2.6) :
(*)

P( A) = P( A / B1 ) P ( B1 ) + P ( A / B2 ) P( B2 ) + P( A / B3 ) P( B3 ) .

, (*).
P ( B j ) .

,
.
, ;
:
P( B1 ) = P6 (k 4) = C64 (0.5)6 + C65 (0.5)6 + C66 (0.5)6 = 11 ;
32
0
6
1
6
2
6
P( B2 ) = P6 (k 2) = C6 (0.5) + C6 (0.5) + C6 (0.5) = 11 ;
32
3
6
P ( B3 ) = P6 (k = 3) = C6 (0.5) = 5 .
16
,
, :
P( A / B1 ) = b(2; 3, 0.2) = C32 (0.2) 2 0.8 = 0.096 ;
P( A / B2 ) = b(2; 3, 0.3) = C32 (0.3) 2 0.7 = 0.189 ;
P( A / B3 ) = b(2; 3, 0.4) = C32 (0.4)2 0.6 = 0.288 .
(*)
P( A) = 0.188 .
75

3. n = 50
p = 0.7 . m0 ,
, Pn (m0 ) .
. P50 (m0 ) = C50m0 (0.7) m0 (0.3)50m0 ,
m0 50 ,
P50 (m0 ) . ,
(6.4). n = 50, p = 0.7 .
(6.4), : 51 0.7 1 < m0 51 0.7 , 34.7 < m0 < 35.7 , m0 = 35 .
P50 (35) = C5035 (0.7)35 (0.3)15 0.123 .
6.4. .
(6.1) (6.3) ,
. ,
, n m, .

.
1837
(1781-1840).
.
,
n , p
, = np . 42

(6.5)

b ( k ; n, p )

e , = np .

k!

. (6.5)
.
, (6.5),
:

(6.6)

p(k , ) =

e ; k = 0,1, 2, ... ; > 0 .

k!
p (k , )
b(k ; n, n) , n .
, (6.5),
.
6.2
n = 100, p = 0.01, = 1 .
42

, , 6.
76

, .
n, .
. pk ,
500 k
. 500 ,
n = 500
p = 1 365 . (6.1)
(6.5) = 500 365 1,3699 6.3. ,
,
.
6.2.

6.3.
k b(k ; 500, 1/ 365)
0
0,2537
1
0,3484
2
0,2388
3
0,1089
4
0,0372
5
0,0101
6
0,0023

p(k , )

0,2541
0,3481
0,2385
0,1089
0,0373
0,0102
0,0023

.
77

 ,
0,002. 1000 .
, 7 .
. ,
, .
.
( p = 0,002 ) ,
( n = 1000 ) . ,
.
= 0,002 1000 = 2 . , ,

27 2
p (7, 2) = e 0,0034 .
7!
.

.
. -, ,
? ,

. , ,
:
, ,
.
(6.5) .
, ,
(..

). 43 ,
.
, ,
, , ,
,
, -
. ,

( )
.
-, ,
,
, ,
. ,
43

, . ,
.
78

 (6.5). ,
, n
( ), = np
0 10.
,
.
, 1000
10 000 .
- .
.

. n = 10 000 (
), : k ,
, k
. 44 , 1000, , k-
, p = 1/1000 (
).

= np = 10 000 1 1000 = 10 . :
10k 10
P10000 (k ) p (k ,10) =
e .
k!
, ,
(k = 0) , e 10 0,5 104 . ,
(6.4), 10.
1010 10
P10000 (10)
e 0,125 .
10!
,
, . ,
, , ,
. . ,
,

p, n .
,
, = np . k-
() ,
k.

44

, .
79

 6.

,
.
, ,

.


.
6.1. .
.
. 6.4
,
..
(6.5).
, , .
.
,
, ,
. , n p,
(6.5), , 0.
p
.
,
. , (n = 1)
p1 , m1
(, m1 = 1, m1 = 0 ); , (n = 2)
2 , p2 ,
m2 (, m2 = 1 , m2 = 2 , m2 = 0 ),
.. n- n pn ,
mn .
.

80

 6.1 ( ). n , pn 0 ,
, npn , .
k = 0,1, 2, ...

Pn (mn = k )

e .

k!
( Pn (mn = k ) k n-
: Pn (mn = k ) = b(k ; n, pn ) . . 6.1).
, (6.1)
n!
Pn (mn = k ) = b(k ; n, pn ) =
( pn ) k (1 pn ) nk .
k !(n k )!
n , npn , :

pn =

n
n

, n 0 n .

:
(*)

Pn (mn = k ) =

n!
( pn ) k (1 pn ) nk =
k !(n k )!

n(n 1)...(n k + 1) n
=
+
k!
n n
:
k

(**)

n
1
n n

nk

n n
+ = k 1 + = k n ,
n
n
n n
k

1 , n 0 .
n = 1 + n
n

n
(+)
1
n n
,

nk

= 1 n 1 n
e .
n
n n
n n

n
1 ,
1
n
n n
n

+ n
n

) .
1 = exp n ln(1
n
n
n

, , n , ln(1 + n ) n .

+ n
+ n
ln 1
n

n
n

81

 + n
+ n
= lim n
lim n ln 1

= lim( n ) = .
n
n n
n n

,
n
+ n
n

lim 1 = exp lim n ln(1

) = e ,
n
n
n
n
n

(+).
,
n(n 1)...(n k + 1) 1 1 2 k 1
1
= 1 1 ...1
.
(++)

k
n
k !n
k ! n n
n
k!
(**), (+) (++) (*), :
lim Pn (mn = k ) =

e ,

k!
. .
n

6.2. - 45 .
6, , ,
,
p, .. .
.

Pn (k ) = b(k ; n, p)
p. , .

, .
, ,

. , -

,
.
, ,
.
6.1.
1 x2 2
, < x<
( x) =
e
2
45

- (1749-1827) , ,
. .
,
. .
1802 .
82

 ,
.
6.1.

. 6.1. .
6.2.
x
x
1
t 2 2
( x) =
e dt = (t )dt , x
2
, .
6.2.

( x) .
1
1. () lim ( x) =
x
2

t 2 2

dt = 1 ,

1
t 2 2
() lim ( x) =
e
dt = 0 .
x
2
2. ( x)
(, ) .
d ( x)
= ( x) .
3.
dx
83

4. ( x) = 1 ( x) .
b

5. (t )dt = (b) (a ) (. -).

a

. 62. .
(t ) (t ) 6.1.
.

x
1
t 2 2
F ( x) =
e
dt , x .
2 0
1
( x) F ( x) ( x) = + F ( x) .
2
, F ( x) = F ( x) . ,
( x) ( 4),
F ( x) ( x) .
,
.
.
x > 0 :
1
1 1
3 ( x) < 1 ( x) < ( x) .
x
x x
, , , x

84

2
1
1
1 ( x) ( x) =
e x 2 .
x
2 x
6.1.

.
6.1 ( -). mn
n
p, p 0 1. , , q = 1 p .

(6.1)

m np

< x
( x) x (, ) .
P n
n
npq

.
1. (6.1) ,
, mn ,
.
mn < np + x npq .
, < .
85

2. -
.
m np

< x ( x) .
f n ( x) = P n
npq

x n (..
n 0 n ) , f n ( x) n x (, ) .

(6.2)

m np

P n
< x ( x) ,
npq

x (, ) n 1 .
n 1 (: n ) , n
; n
. , ,
(6.5), (6.2) p
.
(6.2),
.
m np
n = n
.
npq
(6.2)
(6.3)

P { n < x} ( x) .
P {a < n < b}

{a < n < b} .

, , { n a} {a < n < b} ,
{ n < b} . :

P { n < b} = P { n a} + P {a < n < b} ,

:
P {a < n < b} = P { n < b} P { n a} .
, (6.3) 1 , :
(6.4)

P {a < n < b} (b) (a ) ,

( ) <
.
.
86

 (6.1) (6.4)
. , k = 1,2,...
1

P { n x} = lim P n < x + .
k +
k

n:
1
1

P n < x + ( x + ) .
k
k

1
( x) , ( x + )
( x) .
k+
k
, , (6.3)
n x (, ) . n 1
1
1

P { n x} = lim P n < x + lim ( x + ) = ( x) .

k+
k k+
k

, , ,
P { n = x}
0 x (, ) .
n
. ,
.
,
. 46 .
n (..
) , ,
.

. , - ,
. , n
, .. , mn .
n
n

, ..
m
n = n .
n
: ,
n p ,
> 0 ? -
(, ).
n :
46

, , .
87

mn np
n
=
( n p ) .
npq
pq
> 0 . (6.2),

( n p ) < , < n p <
. :
n
n
.
< n p <
< n <
pq
pq
(6.4) :

n =

n
n
< n <
P { ( n p ) < } = P

pq
pq

n
n
n


= 2

1 ,

pq
pq
pq

4 ( x) : ( x) = 1 ( x) .
0 < p < 1 pq = p (1 p ) 1 4 ,
( x) :

2 n .

pq

(6.5)

P { ( n p) < } 2 2 n 1 .

. ,
, 0,95
n
p = P ( A) , 0,01, n

2 0,01 n =

1 + 0,95
= 0,975 .
2

6.1 0,02 n 2,0 , n 10000 . = 0,05

n 400 .

(6.5).
88

P { n < p < n + } 2 2 n 1 .

( n , n + )
p ,
(6.6)

P { n < p < n + } .

,
p .

n
(6.7)

2 2 n = 1 + .

, , , ,
(6.6) ,
(..

47). ,
,
..
,
. ,
n = 100 = 0,95 , (6.7)
0,1.
6.3. . .

.
.
,
.
n-
(n + 1) - ,
n- (n + 1) -
b. , 0 a, b 1 . :
47

,
(6.6) .
89

 p1 ,
pn n- .
An - , n-
. , An
An n (.
2), (2.6) :
P( An+1 ) = P ( An ) P ( An+1 An ) + P( An ) P( An+1 An ) .
, P( An+1 ) = pn+1 , P ( An ) = pn ,

P( An ) = 1 pn , P( An+1 An ) = a , P( An+1 An ) = b .
(*)

pn+1 = apn + b(1 pn ), n = 1, 2, ... .

(*) 48 pn
n (n 2), a, b p1 .
, ,
b
p=
1 a + b

(**)

p = ap + b(1 p ) ,

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

p + pn*+1 = ap + apn* + b(1 p ) bpn* ,
, (**):
pn*+1 = pn* (a b) .
, ,
pn*+1 = p1* (a b) n .
pn* pn , :
48

.
90

pn*

pn+1 p = ( p1 p )(a b) n ,
:
(+)

pn+1 =

b
b

n
+ p1
( a b) ,
1 a + b
1 a + b

.
. a 1 , b 0 .
, a = 1, b = 0 , (*)
pn+1 = pn = pn1 = ... = p1 . , ,
.
0 a < 1 0 < b 1, (+) ,
, n ,
p1 , :
b
lim pn =
.
n
1 a + b


,49 .

49

(1856-1922) ,
1890 .
91

7.

,
,
, ,
,
.
7.1. .
, ,
.

. (. 1.5),
,
(, ).
2.1,

. , ,
, ,
.
.
7.1.

nj

pj

10

11

12

1/36

1/18

1/12

1/9

5/36

1/6

5/36

1/9

1/12

1/18

1/36

, , ,
.
2 . 1.6 (
, - . 1.5).
, ..

. , ,
, r
, , r [ rk 1 , rk ) , ,
, rk , k = 1, 2, 3, 4 ,
. . 1.6 pk ,
92

 rk 1 r < rk .
.
7.2.

[0, 1)

[1, 2 )

[ 2, 3)

[3, 4 )

1/16

3/16

5/16

7/16

pk

, , ,

, 7.1, 7.2,

. ,
-
, , ,
, , 50
,
.
, ,
,
.
. , ,
, ,
.
,
( )
,
.
.

. .
, ,
,
(
),
.
( ,
), ,
,
. , , , ..
. ,
50

, .
93

 ,
.
, ,
. ,


, .
, ,
, ,

, ,
.
.
,
,
. ,
,
, ,
,
.
, ,
, ,
,
, .
, ,
.
7.1.
, :

: (, ) ,

= ( ), , (, ) .

.
1.
. ,
, ,

() .
2. ,
. , ,
94

 ,
( ), ..,
. , ,
R = (, ) .
3.
, , ,... ,
X , Y , Z ,... . , , , .
4.
, : ( )
A ,
, ( ) .
:
(7.1)
A = { : ( ) } , A = { ( ) } .
,
(7.2)
B = B( , x) = { : ( ) = x} = { ( ) = x}
, ( ) = x .
5.
, , ..
x R ,
, ( ) = x .

() , R . :

() = R = { x R : : ( ) = x} .

, R (, ) .

7.2. ,
, ..
R = { x1 , x2 , ..., xn , ...} , x j R ,
,
, ..
n

R = i ,
i =1

i - . 51
,
, .
,

51

(a, b), (a, b], [a, b), [a, b] .

95

 ,
,
. ,

, ,
,
- 4
.

.
( ...),
- 52
x1 , x2 , ..., xn , ... .
.
, ,
, , ..
(. 3).
... (7.2),
. :
(7.3)
(7.4)

B j = { : ( ) = x j } = { ( ) = x j } = { = x j } ,
p j = P( B j ) = P { : ( ) = x j } .

(. .7.1):
(7.3)

: x1 x2 ... xn ...

.
P
:
p
p
...
p
...
1
2
n

(7.3) ... . ,
.
, ,
, . ,

( ) , , ,
. ,
, , .
, ( )
,
52

, , ,
. , ,
. ,
, .
96

: { x1 , x2 , ..., xn , ...}
, .
, P( ) ,

p j = P { : ( ) = x j } .
, { x1 , x2 , ..., xn , ...}
. p j
, , : 0 p j 1
(*)

p j = P { = x j }
j

xj

= P ( ) = P( ) = 1 .

xj
: ( ) = x j

: ,
P( )
: ( ) = x j

, ( ) = x j , .., (7.3),
B j . ,
P { = x j } =

P ( )

: ( ) = x j

, (
B j ) ,
(. 3, . 3.2).
(*) , p j
.
...
,
.
, x1 , x2 , ..., xn , ...
, p j .
, ,
, .
, ,
.
, .

97

7.2. .
7.3. ... 53 ( ) .
M =

(7.4)

( ) P( )

... .
. ,
(7.4) .
, .
, , ...
.
x1 , x2 , ..., xn , ... - ... , p1 , p2 , ..., pn , ... ( ,
).

7.1. ... ,
M = x j p j ,

(7.5)

.
,
:
.
.
. (7.4)
, ,
. :
M =

( ) P( ) =

xj

: ( )= x j

P
(

)
=

: ( )= x j

( ) P( ) = x j

xj

= x j P { = x j } = x j p j .
xj

(7.4) 54 , ,
. ,
,
53
54

: ... .
.. .
98

 . , ,
, .
.
. , ,
| ( ) | P( ) = | x j | p j ,

, .
, ( ) P ( )

x p
j

(7.5)

. ,
x1 , x2 , ..., xn , ...

p1 , p2 , ..., pn , ... , , p j = 1 , , (7.5)

. 55
. ,
, ,
.

7.2. , ,
. a b
. a + b
,
M (a + b ) = aM + bM .

(7.6)

. :
aM + bM = a ( ) P( ) + b ( ) P ( ) =

[ a ( ) + b ( )] P( ) = (a + b )( ) P( ) =M(a + b ) .

(a + b )( ) a + b
.
;
, .. , ,
.

55

.
99

 7.3. f ( x) -
x, -
x1 x2 ... xn ...

.
p
p
...
p
...
2
n
1

(+)

Mf ( ) = f ( x j ) p j
j

( ,
, ).
. :

Mf ( ) =

f ( ( )) P ( ) = f ( ( )) P ( ) =
xj

: ( ) = x j

= f ( x j ) P ( ) = f ( x j ) p j , ...
: ( ) = x j
xj
j

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

f ( x1 )

p1

f ( x2 ) ...
p2 ...

f ( xn ) ...

pn ...

... f ( ) . , , . ,
x1 , x2 , ..., xn , ... ... , ,
, , ,
f ( x1 ), f ( x2 ), ..., f ( xn ), ... . ,
(++) ... f ( ) .
, f ( x j ) ,
, f ( x) .
.
1 ( ). n
p.
. ,
0, 1, 2, , n.
(6.1) :

100

1
2
...
m
... n
0
.
n
1
n 1
2 2 n2
m m nm
n
q
C
pq
C
p
q
...
C
p
q
...
p
n
n
n

.
(7.5):
(7.7)

m=1

m =1

m =1

M = m Pn (m) = mCnm p m q nm = m

n(n 1)(n 2)...(n m + 1) m nm

p q =
m!

n(n 1)(n 2)...(n m + 1) m nm

p q =
(m 1)!
m =1
n

(n 1)(n 2)...((n 1) k + 1) k ( n1)k

pq
= np ( p + q ) n1 = np .
k!
k =0
n 1

= np

k = m 1 , p + q = 1.
(5.2).
, M = np .
2 ( ). (6.6)

:

(7.8)

1!

2
2!

...
e

...

n .
...
e ...
n!

k =1

k!

M = k

e = e
k =1

k
(k 1)!

m+1

m =0

m!

= e

m =0

m!

= e

m! = e .
m =0

, M = .

101

= e e = .

7.3. .

,
, .. , .
, ,
,
. ,

: 10
P : 0,1

3
0,4

3
0,4

10
,
0,1

M = 0 , , ,
.
-
.
7.4.
D = M ( M ) ,

2
( M ) .

= D ; ,

(7.9)

2 ( D ).
. (7.9)
; M 2 M ( 2 ) .
M (M ) 2 .

2
M ( M ) ?
, , ,
4
3
M M M ( M ) , M M .
, , (7.9), -
,
, 56 ,
,
.
56

,
, .
102

 .
.
7.3 :
D = M ( M ) = ( x j M ) 2 p j .
2

xj

,
D = M ( M ) = M ( 2 2 M + (M ) 2 ) =
2

= M 2 M ( 2 M ) + M (M ) 2 = M 2 2(M )(M ) + (M ) 2 =
= M 2 ( M ) 2 .
7.2 , M
() .
, , , .. ,
MC = C .
,
2

D = M 2 (M ) 2 = x 2j p j x j p j .
j
j

(7.10)

. (7.10) ,
: DC = 0 . ,
( 7.2 7.3), :
D(C ) = M (C 2 2 ) (M (C )) 2 = C 2M 2 (CM ) 2 =
= C 2 M 2 (M ) 2 = C 2 D .

.
1 ( ). ,

(7.7).
. ,
M = np . :

D = M 2 (M ) 2 = M 2 (np ) 2 = xm2 pm (np ) 2 =

m

= m2
m =1

n(n 1)(n 2)...(n m + 1) m nm

p q (np) 2 = S (np ) 2 ,
m!
103

S = m2
m =1

n(n 1)(n 2)...(n m + 1) m nm

p q .
m!

:
n

S = m
m =1

n(n 1)(n 2)...(n m + 1) m nm

p q =
(m 1)!

n 1

k = m 1

= np (k + 1)
k =0

n 1

= np k
k =0

(n 1)(n 2)...((n 1) k + 1) k ( n1)k

pq
=
k!

(n 1)(n 2)...((n 1) k + 1) k ( n1)k

pq
+
k!

(n 1)(n 2)...((n 1) k + 1) k ( n1)k

p q
=
k!
k =0
n 1

+ np

(n 1)(n 2)...((n 1) k + 1) k ( n1)k

pq
+ np ( p + q) n1 =
(k 1)!
k =1
n 1

= np

j = k 1

n(n 1) p

(n 2)...((n 2) j + 1) j ( n2) j
pq
+ np =
j!
j =0

n2

= n(n 1) p 2 ( p + q ) n2 + np = n(n 1) p 2 + np =
= (np ) 2 + np (1 p ) = (np ) 2 + npq ,
, p + q = 1.
,
: D = S (np ) 2 = npq .
, , :
= npq .
2 ( ).
(7.8), , M = . :

D = M (M ) = M = k
2

k =1

104

k
k!

e 2 =

m = k 1

e (m + 1)
m =0

= e

m m
2
2 = e m
+
=
m!
m =0 m ! m =0 m!

(m 1)! + e m!

m =1

j = m 1

m=0

= e

j =0

j
j!

j =0

j +1
j!

+ e e 2 =

+ 2 = 2e e + 2 = .

, D = (..
).
, ,
= .
7.4. .
,
. ,
.

. ,
,
{ A} { B} (,
{ : ( ) A} { : ( ) B} )..
, ,
,
.

7.5.
,
{ A} { B} , .. (. 2, . 2.2)
:

(7.11)

P ({ A} { B} ) = P { A} P { B} .

. { A} { B} , ..
, ( ) A ( ) B :
{ A} { B} = { : ( ) A, ( ) B}
105

{ A, B} .

, { = ai , = b j }

, ( ) = ai ( ) = b j , ..
{ = ai } = { : ( ) = ai } { = b j } = { : ( ) = b j } :

{ = a , = b } = { = a } { = b } = { : ( ) = a , ( ) = b } .

x1 , x2 , ..., xn , ... ... P( = xi ) = pi ,

y1 , y2 , ..., ym , ... ... P( = y j ) = q j .
, (7.10)
A = {xi } B = { y j } ( ), :
(7.12)

P ( = xi , = y j ) = P ( = xi ) P( = y j ) = pi q j .

: x1 , x2 , ..., xn , ...
y1 , y2 , ..., ym , ... (7.12),
. , :
P ( A, B ) =

P ( = xi , = y j ) =

(7.12)

xi A, y j B

xi A, y j B

P( = xi ) P ( = y j ) =

= P ( = xi ) P( = y j ) = P( A) P( B) ,
xi A

y j B

.
, ,
7.4.
, xi y j (7.12).

, .
7.5.
M M ,

(7.13)

M ( ) = M M .
106

. :

M ( ) = ( ) ( ) P ( ) = ( ) ( ) P( ) =

xi , y j ( ) = xi

:
( ) = y j

= xi y j P( ) = xi y j P ( = xi , = y j ) =
( ) = x
xi , y j
xi , y j
: ( ) = yi
j

(7.12)

xy
i

xi , y j

pi q j =( xi pi ) ( y j q j ) = M M , ...
xi

yj

+ , ,
. :
(7.6)

D( + ) = M [ + M ( + ) ] = M [ ( M ) + ( M ) ] =
2

= M ( M ) 2 + M ( M ) 2 + 2M [ ( M )( M ) ] .
cov( , ) = M [ ( M )( M ) ]

. (7.6) (7.13):
cov( , ) = M ( M )M ( M ) = 0 .
,
7.6.
(7.14)

D( + ) = D + D + 2cov( , ) .

(7.15)

D( + ) = D + D .

. 1 , 2 , ..., n
(.. i j i j )
Di (i = 1, 2, ..., n) ,
107

(7.15)

D(1 + 2 + ... + n ) = D1 + D 2 + ... + D n .

, (7.15)
, , .
.
, , , . :
(+)

D( + + ) = D( + ( + )) = D + D( + )+ 2cov( , + ) =
= D + D( + )+ 2cov( , + ) = D + D + D + 2cov( , + ) .

cov( , + ) :
cov( , + ) = M [ ( M )( + M ( + )) ] =
= M [ ( M )( + M M ) ] .


, , , cov( , + ) = 0 . (+) :

D( + + ) = D + D + D , ...
7.5. . 57
,
,
.
7.7 ( ). ... ,
M D . > 0 :
D
P ( M ) 2 .
(7.16)

.
1. P ( M )

57

(1821-1894)
XIX , ,
1856 .
108

P { : ( ) M } =

xi : xi M

P ( = xi )

(, , x1 , x2 , ..., xn , ...
).
2. ,
D
M .

.

. :

D = ( xi M ) 2 P( = xi ) .
xi

xi xi ,
xi M , . :

xi : xi M

xi : xi M

( xi M ) 2 P ( = xi )

P ( = xi ) = 2 P ( M ) ,

, , (7.16).

7.6. .

, ,

. , ,
1 , 2 , ..., n ,
1
(1 + 2 + ... + n ) ( n)
n
, .. (
). ,
n
, .. ,
,
. , , ,
.
109

 .
,
, .
,
,
(-),

. (
) ,
58 , ,
,
.
,
,

. ,
( )
.
( ),

. ,

, .. M = x j p j . ,
,
.

,
.. ( x (1) + x (2) + ... + x ( n ) ) n ,
, -
(
). ,
, ..
M
?

( ), .

7.8. 1 , 2 , ..., n
, .. Di c
i. n :

58

, .
110

 + + ... + n M1 + M 2 + ... + M n

P 1 2

> 0.
n
n

. (7.6):

M1 + M 2 + ... + M n
+ + ... + n
= M 1 2
.
n
n

, 1 , 2 , ..., n , (7.15),
D(C ) = C 2 D , 59 :

nc c
+ + ... + n 1 n
D 1 2
= 2 Di 2 = ,
n
n
n

n i =1
.
:
+ + ... + n M1 + M 2 + ... + M n

P 1 2

> =
n
n

+ + ... + n

+ + ... + n

= P 1 2
M 1 2
>

n
n

+ + ... + n
D 1 2

n 0 .
2
n 2
.

. M1 = M 2 = ... = M n = a , > 0
n
+ + ... + n

P 1 2
a > 0.
(7.17)
n

.
,
. ,
59

. (7.10).
111

 ,
, ,
, ,
. ,
,
.
(7.17) ,
, :
.
.
.
,
;
, (7.17).

7.9. 1 , 2 , ..., n
:
Mi = a Di = 2 i. > 0 n 1
n
+ + ... + n

a 2
P 1 2
1,

( x) - (6, . 6.2).
, ( x)
- ( 6.1).
(7.18)

(7.18)
() a
. , n = 3 ( 3)
+ + ... + n

P 1 2
a 0,997 ,
n

. , ,
1 n . ,
1
(1 + 2 + ... + n )

n
.
, (
2 ),
. ,
, .

112