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TV MS 40
TV MS 40
, Xn
P
Bi(1, ), 0<<1. , T (X) = ni=1 Xi .
. , P (X=x | T (X)=t) :
n n
o
X
P X1 =x1 , . . . , Xn =xn , T (X) = t
P X=x | T (X)=t =
Xi Bi(n, ) =
=
P T (X)=t
i=1
=
n
P
i=1
xi
1
t
n
Cnt 1
n
P
= (1)
(k)Cnk k
k=0
n
P
1 = EX =
k=0
a b:
q
a = M1 3 (M2 M12 ) ,
q
b = M1 + 3 (M2 M12 ) .
P X(n) [, ] 1.
, T (X).
, T (X) = X(n)
(0, +).
(k)Cnk k n , -
2. X1 , . . . , Xn
[a; b]. a b.
n
Y
n
I P
xk !
3. X1 , . . . , Xn
[0; ]. T (X)=X(n) .
. X(n)
0,
y < 0,
n
y
F (x) =
X(n)
n , y [0, ],
1,
y > 0,
xk =t
k=1
(n)t
t!
t!
n
I P
= t
n x 1 ! . . . xn !
E T (X) =
. ET (X)=EX1 =. T (X) = X .
:
DX
> 0 P X EX < > 1 2 1,
n
(k) exp(n)
k=0
(n)k
0
k!
DX =
T (X) = X .
7. X1 , . . . , Xn
[0, ]. , T (X)= max Xi - .
1in
. T (X). X=(X1 , . . . , Xn ) :
L(X; ) =
n
Y
1
k=1
I
, , T (X)=X(n) .
T (X) .
Ln (X, ) =
10
n
P
k=1
2 3X
Xk
k
2
n
P
(12)k=1
2 3X
Xk
k
2
+1
= g T (X), h(X),
12
21
n
P
T (X)=
12. X1 , . . . , Xn Xi =
(Xk2 3Xk )
k=1
n
X
k=1
(12) =
(Xk2 3Xk ),
h(X)=1.
T (X) , ,
.
() n1 0,
10. X1 , . . . , Xn
[, +1]. .
. :
= I
L(X, ) = I
1in
X(1) X(n) +1
8. X Bi(n, 21 ).
n.
1
.
2n
{an } .
x
an+1 1 Cn+1
1 (n+1)! x! (nx)!
n+1
=
=
1
=
an
2 Cnx
2 k! (n+1x)! n!
2(nx+1)
(x) =
X(1)
, .
2x1 n.
1, ,
9. X1 , . . . , Xn Xi = 2, ,
3, 12.
.
(x1)(x2)
2
2
x2 + 3x
2
(12)
x2
3x
+1
2
2
X(n) 1X(1)
X(n)
d
F (x) = n(+1x)n1 ,
dx X(1)
(x) =
X(n)
d
F (x) = n(x)n1 ,
dx X(n)
, X(1) X(n)
Z +1
Z +1
n
1
,
EX(n) =
,
x f (x) dx = +
EX(1) =
x f (x) dx = +
X(n)
X(1)
n+1
n+1
X(1) +X(n) 1
=.
, E
2
X(1) +X(n) 1
X(1) +X(n) 1
,
[X(n) 1, X(1) ] , T (X)=
2
2
.
11. X1 , . . . , Xn - (, 2).
T (X) = X
() = 2/.
. ET (X) = EX1 = 2/ = (). T (X) ().
1
2
DX1 = 2 .
n
n
,
: DX =
. X1 , , 2:
(12)
.
n
X2
1 X
1
1
X2
exp k2 =
exp 2
2
2 k=1 k
2
( 2 )n
n
n
n
1 X 2
n X 2
ln L(X, ) = + 3
X 2 .
X = 3
k=1 k
k=1 k
n
Y
an () = /n, (). .
15. X1 , . . . , Xn - (, ).
.
. 5,
X = M1 = 1 = EX = ,
X 2 = M = = EX 2 = ( + 1) ;
2
2
2
M12
=
.
M2 M12
DX
(1)
P X < > 1 2 = 1
1,
n
, T (X).
T (X)=X
17. X1 , . . . , Xn
1
N (, 1). , X ()=2 .
n
.
n
Y
(X )2
1
exp i
= K() exp nX h(X),
2
2
i=1
n
n2
1X
1
, h(X)= n exp
X2 .
K()= exp
2
2 i=1 i
2
L(X, ) =
14
18. X1 , . . . , Xn
(
exp{(x)}, x > ,
f (x, ) =
0,
x .
Xi
i=1
. ET (X)=EX1 = .
1
(1)
.
: DX= DX1 =
n
n
,
x2
5x
+3
2
2
(x1)(x2)
2
2 x
2 +4x+3
x2
3x
(11 2 ) 2 2 +1 .
+3
n
P
2 k=1
Xk2 +4Xk +3
n
P
(11 2 )k=1
Pn
= exp n
n
X
i=1
Xi I
X(1)
b
=X(1) , .
19. X1 , . . . , Xn - 1/, 1 .
n
1P
Xi .
n i=1
, T (X)=
. , , ,
()
T (X) () = an () ln L(X, ).
n
Y1
Xi
L(X, ) =
exp
,
i=1
Pn
Xi
n
n
ln L(X, ) = + i=1
= 2 X .
2
an ()= /n, (), , T (X) .
+1
=
= g T (X), 1 , 2 h(X),
2
h(X)=1.
T (X)=
k=1 Xk ,
k=1 Xk ,
T (X) , , .
13. X1 , . . . , Xn - (, ),
- . .
.
n
n
n
X
Y
1
Y
n
exp(Xk ) Xk1 =
exp
Xk
Xk
,
()
(())n
k=1
k=1
n
n
n
n X
X
X
ln L(X, ) =
n ln n ln ()
Xk + (1)
ln Xk =
Xk .
k=1
k=1
k=1
L(X, ) =
k=1
ln L(X, b
) = 0
b
= .
X
b
,
n
2
ln L(X, ) = 2 < 0.
2
.
, b
= X .
14. X1 , . . . , Xn
n
1P
X 2 ()=2 .
n i=1 i
. (22) ,
an () ,
ln L(X, ).
()
ln L(X, ) = 0
.
n
n (X )2 o
Y
1
i
exp
;
L(X; ) =
4
4
i=1
n
n
1 X 2 n
ln L(X, ) = + 2
Xi .
2 4 i=1
4
2 + 2 X 2 = 0.
> 0, ,
q
b
= 1 + 1+X 2 .
,
q
2
n
n
1+X 2 1+X 2 < 0.
ln L(X, ) = 3 X 2 b = 3
2
2
2
=
21. X1 , . . . , Xn
2
n
X - 1/, 1 . , T (X)=
n+1
2 .
.
L(X; ) =
n
1
exp X .
n
X , X
n
2
X
. , T (X) =
n+1
2
2
2
n
n
n 1
=
EX =
DX+ EX
DX1 + EX1
=
n+1
n+1
n+1 n
n 2
+ 2 = 2 = (),
=
n+1 n
.
ET (X) =
22.
X1 , . . . , Xn
exp (x)exp[(x)] .
.
. :
n
n
n
o
X
X
L(X, ) = exp n
Xi
exp( Xi ) .
i=1
20. X1 , . . . , Xn
N (, 2). .
15
2
Xk
3X
2k
2
13
T (X)=X
. X
.
2
, X 1/n
2 1
2 1
2 1
1
1
= EX = DX+ EX = DX1 + 2 = 2 ,
E X
n
n
n
n
n
.
. :
n
Y
L(X, ) =
exp (Xi ) I
> 0
(11 2 )
T (X) () = an ()
:
M1
=
,
M2 M12
2
Xk
5X
2k
2
12
11
k=1
(x1)(x3)
1
N (0, 2 ). , T (X) =
DX
1 2
> 0 P X 2/< 1 2 = 1 2 2 1,
n n
T (X)
2/, T (X).
P
n
P
Ln (X; 1 , 2 ) = 1 k=1
2, , , 1, 2 3
, 12 .
L(X, ) =
= 1
Pn
[X(n) 1, X(1) ].
x [, +1]
F (x) = 1P X(1) x = 1 (+1x)n ,
F (x) = P X(n) x = (x)n ,
X(1)
. X
1
L(x, ) = Cnx n .
2
(x1)(x3)
1
(x2)(x3)
2
X=(X1 , . . . , Xn ):
() 0 (0, +).
, E T (X) 0 0 T (X),
T (X)= max Xi .
1, 1 ,
2, 2 ,
3, 1 .
1
2
. X1 :
L1 (x; 1 , 2 ) = P (X1 =x) = 1
(x2)(x3)
2
I
= g T (X), h(X),
= 1 I
X(n)
n 0X(1)
1
.
, h(X) = I
g T (X), = n I
X(n)
0X(1)
X=(X1 , . . . , Xn ):
0Xk
() , E T (X) 0 (0, +).
ny n1
d
, y [0; ]
n
F
(y) =
f
(y) =
X(n)
dy X(n)
0,
.
Z
Z
ny n1
(y) n dy 0 =
E (X(n) ) =
(y)y n1 dy 0.
0
0
()
5. X1 , . . . , Xn
[a, b]. a b 2 .
1
1
1
DX1 = 0.
n
n n
() ,
, , .
=0 E T (X) = (0), , (0) = 0. ()
, (1) = 0.
( () ),
(k)=0, k = 0, 1, 2, . . . ,
P , 0 T (X),
T (X) = ni=1 Xi .
()
xk =t
k=1
T (X) . , .
max. , -
6. X1 , . . . , Xn N (, 1).
T (X) = X .
xk
exp()
k=1
en
, b : bb = X(n) .
4. X1 , . . . , Xn
P
(), >0. , T (X) = ni=1 Xi .
. , P X=x | T (X)=t :
n
n
o
X
P X=x, T (X)=t
P X=x | T (X)=t =
= T (X)=
Xi (n) =
P T (X)=t
i=1
. :
n
Y
1
I
L(X; a, b) =
f (Xk ) =
(ba)n aX(1) X(n) b
k=1
an = Cnx
a+b
,
2
1 2
a + ab + b2 .
3
2 = EX 2 =
ny n1
n
dy =
6=
n
n+1
(k)Cnk k
k=0
1
(ba)n
,
n
X
,
: (k)=0, k = 0, n.
, E T (X) =0 (0, 1) 0 T (X), T (X).
, T (X) 1.
. > 0
n
0,
P X(n) < =
n
i=1
= 1 I P
n
xi =t
Cnt
n
o
n
X
=, (0, +) =
E T (X) =
(k)Cnk k (1)nk =
1
k=0
n
X
EX(n) =
xi =t
i=1
. M1 =X, M2 =X 2
.
[a, b] X :
xi
i=1
n
nt I P
T (X) .
() , E T (X) =0 (0, 1).
X(n) :
n1
ny
, y [0, ]
n
f (x) =
X(n)
0,
.
i=1
n
X
ln L(X, ) = n
exp( Xi ) = 0,
i=1
b
= ln n ln
n
X
i=1
16
exp(Xi ).
T (X)
, T (X).
26. X1 , . . . , Xn
Bi(1, ). , ()=n+1 .
DX
> 0 P X EX < > 1 2 1,
n
T (X)
, T (X).
. , ().
: T (X) ,
ET (X) = n+1 .
n1
+ . . . + T (1, . . . , 1)
X(1)
n, () .
, ()=n+1 .
27. X1 , . . . , Xn
Bi(1, ). , () = 1 .
. 26.
() = (1).
28. X1 , . . . , Xn (). , 2 .
X
. (X) E(X), ()
X.
2
2
n
n
ET (X) =
=
EX EX =
DX + EX
n1
n1
1
n
(1) 2 = (1),
=
n1
n
T (X) () = (1).
. 26, , .
T (X) = T (X1 , . . . , Xn ) ,
ET (X) = 2
()
T (i1 , . . . , in ) exp(n)
(i1 ,...,in )
ik 0, k=0..n
ET (X) =
X
i1 +...+in
=
exp(n)ai i .
i1 ! . . . in !
i=0
y dy =
X(1)
na
b
+
,
n+1 n+1
a+b
1
.
ET (X) = (EX(1) +EX(n) ) =
2
2
.
> 0
P X(n) > b = 1 P X(n) b = 1
ba
ba
n
b.
X(n)
1,
n
a.
X(1)
,
T (X)=
,
2
2
. :
na
b
+
,
n+1 n+1
EX(1) =
EX(n) =
nb
a
+
,
n+1 n+1
,
lim 2 = +,
lim ET (X) = a0 ,
+0
ET (X) = b a.
+0
, () T (X).
.
P
b,
X(n)
a,
X(1)
18
exp(n)ai i = 2 .
19
yf
30. X1 , . . . , Xn
n+1
X(n) X(1) [a; b]. , T (X)=
n1
(a, b)=ba.
P
n+1
ba.
X(n) X(1)
n1
i=0
17
T (X)=
ET (X1 , . . . , Xn ) =
X(n)
EX(1) =
. :
n
n
P
P
n
Xi
Xi
X
L(X, ) = i=1 (1) i=1 = (1)n exp n ln
1
n
ya
,
ba
n(y a)n1
f (y) =
,
X(n)
(b a)n
Z b
a
nb
y f (y) dy =
EX(n) =
+
.
X(n)
n+1 n+1
a
(y) =
X(1)
24. X1 , . . . , Xn X(1X) n
n1
n
ya
,
(y) = 1 1
ba
n(y a)n1
(y) =
,
(b a)n
ET (X1 , . . . , Xn ) =
(a, b) =
()
. ET (X) = EX1 = . .
1
DT (X) = DX1 = 0.
n
n n
,
29. X1 , . . . , Xn
X(1) +X(n)
2
a+b
.
2
. ,
.
, .
X
2
ln L(X, ) =
exp( Xi ) < 0.
2
i=1
31. X1 , . . . , Xn
[0; ].
max Xi
1in
, G(X, ) =
.
g2
g1
g2
g1
1
1
X(n)
g1 g2
X
X
X(n)
(n)
(n)
= P(1 < < 2 ) = P g1 <
< g2 = P
< g2 P
< g1 = g2n g1n ,
0 g1 < g2 1.
, g1 g2 .
1
1
X(n)
g2 = 1, g1 = n 1 .
,
, X(n)
.
G(X, ), X(n) ,
n
1
(X) =
1, T (X) < c ,
, T (X) = c0 ,
0, T (X) > c0 ;
Pc0 1
i=0
c0 c0
Cn 0 (10 )nc0
0
0
W () = E (X) = P T (X)<c0 + P T (X)=c0 = P T (X)<c0 + c (1)nc =
c0 1
X
i=0
c0 1
c0 (1)nc0
X
.
Cni i (1)ni +
Cni 0i (10 )ni c0
0 (10 )nc0
i=0
, H1 (
H1 : =1 ). 1 : ,
1 < 0 . , .
33. X1 , . . . , Xn
N (, 1).
, n(X).
.
Pn
i=1 Xi n
n X =
N (0, 1).
n
1
2
P 1 < G(X, ) < 2 = P X < < X .
n
n
G(X, ) =
32. X1 , . . . , Xn
Bi(1, ), 0<<1.
H0 : = 0 H1 : < 0 . .
. H0
H1 : = 1 , 1 < 0 , :
n
P
Xi
n
P
Xi
L1
i=1 (11 ) i=1
= 1
n
P
n
Xi
L0
n
P
Xi (10 )
i=1
11
10
n !
1
11
0
10
n
"P
Xi
i=1
c T (X) =
0i=1
n
X
i=1
Xi c0 .
C c0 :
X
i=0
c 1
i=0
= 0 :
(
1, T (X) c0
.
(X) =
0, T (X) > c0
< 0 ,
= E 0 (X) = P0 T (X)<c0 + P0 T (X)=c0
=
20
. -:
n
Q
1
(
n
I
1 {06Xi 61 }
,
X(n) > 0
I{X(n) 61 }
L1
0
=
= 0 n
= i=1
n
Q
L0
1
I{X(n) 60 }
, X(n) 0
1
1
I
i=1
0 {06Xi 60 }
(
1, X(n) > 0 ,
, X(n) 0 .
> 0 ) + P0 (X(n) 0 ) = 1 0 + 1, = .
W (, 1 ) = E 1 (X) = 1 P1 X(n) > 0 + P1 X(n) 0 =
= 1 P1 X(n) 0 + P1 X(n) 0 =
n
n
Y
0
= 1 (1)
P1 Xk 0 = 1 (1)
.
1
k=1
00
0 00
g1 , g2
.
(
F4n (g2 ) F4n (g1 ) = ,
()
0
0
F4n (g2 ) = F4n (g2 ).
. H0
H1 : =1 , 1 >0 , -:
n
Q
1 exp(1 Xi ) n
n
n
n
o
X
X
L1 (X, )
1
= i=1
exp 0 1
=
Xi > c T (X)=
Xi c0 .
n
Q
L0 (X, )
0
i=1
i=1
0 exp(0 Xi )
Fm (a) =
FT (X) (t; ) =
(n)k
k
P X =
.
= P xX = k = exp(n)
n
k!
[nt]
exp(n)
k=0
0,
Ra
(n)n
, t 0,
k!
t < 0;
c0
37. X1 , . . . , Xn - (, 2).
,
n
P
Xi
(n)[nt]
[nt]!
FT (X) (t; 2 ) =
2,2n
. H1 :
= 1 , 1 < 0 . :
n
Q
Xi
n
P
e1 1
L1
Xi ! 1 i=1 Xi
=
= i=1
exp n(1 0 ) c
Xi
n
L0
0
Q
e0 0
Xi !
i=1
, T (X) (n). c0
G(X, ) =
1
2
t = T (X).
i=1
. ,
n
1
1
X
= 2
Xi , 2n = 24n .
2Xi , 2
2
2
i=1
:
g
g2
1
= P g1 < 2G(X, ) < g2 = P
<<
= F4n (g2 ) F4n (g1 ),
2nX
2nX
F0 (y) =
[y]
X
1, T (X) < c ,
(X) = , T (X) = c0 ,
0, T (X) > c0 ;
exp(n0 )
36
T (X)=
n
X
i=1
Xi c0 .
c0 Z,
(n0 )k
.
k!
F 0 (c 1)
.
F0 (c0 ) F0 (c0 1)
c0 Z , F0 (c0 ) = , :
(
1, T (X) c0 ,
(X) =
0, T (X) > c0 .
, H1 - (H1 : =1 ).
1 : , 1 <0 .
, .
:
W (, ) = E (X) = 1 P T (X) < c0 + P T (X) = c0 = F (c0 1) + F (c0 ),
F (y) =
[y]
X
k=0
F0 (y) T (X) , H0 :
k=0
(1 , 2 )
1+
,
2
2,2n
=
=
=
, 2,2n F2n (y).
2(
0
2
1, T (X) ,2n 20 ,
(X) =
2
0, T (X) > ,2n 21 .
20 c0
:
2
.
W () = E (X) = P T (X) c0 = P 2T (X) 2c0 = F2n
0 ,2n
, H1 , H1 :
=1 . 1 , ,
1 >0 . , .
0,
FT (X) (t; 1 ) =
38. X1 , . . . , Xn ().
H0 : = 0 H1 : < 0 . .
i=1
.
nX (n),
,
g
g2
1
,
, g1 g2 - 2nX 2nX
().
G(X, ),
i=1
n
X
20 XiP
12 , 1 = 22
Xi 20 c0 =
= P0 (T (X) c0 ) = P0 20
= F2n (20 c0 ),
20 ni=1 Xi 22n
Xi (),
34. X1 , . . . , Xn
[0; ].
H0 : = 0 H1 : = 1 > 0 . .
27
c0
35. X1 , . . . , Xn
(). ,
T (X) = X.
T (X)
2
2 = X .
n
26
36. X1 , . . . , Xn - (, 1).
H0 : =0 H1 : >0 . .
(X) =
= E 0 (X) = 1 P0 (X(n)
1
1 = X ,
n
2 1
2 1 =
n
= P 1 < G(X, ) < 2 = (2 ) (1 ),
(x) .
, 2 = 1 = 1+ , 1+ 2
2
1+
(x).
2
, ,
1+
1+
G(X, ), X 2 , X + 2 .
n
n
c0 1
00 =
(1 , 2 ),
37
exp(n)
(n)k
.
k!
39. X1 , . . . , Xn
(
exp (x) , x > ,
f (x, ) =
0,
x .
H0 : =0
H1 : =1 < 0 . .
. :
n
Q
exp(1 Xi )I
Xi >1
I X(1) >1
L1
= i=1
= exp n(1 0 )
n
> c .
Q
L0
I
X(1) >0
exp(0 Xi )I
:
1. = 1,
W (, 1 ) = E 1 (X) = 1;
0 n
, W (, 1 ) = E 1 (X) = P1 (X(n) 1 ) = .
2. =
1
Xi >0
i=1
:
n
X(n)
1
1
=
,
= E 0 (X) = P0
0
0
0
n n o
0
= min 1 ; 1 .
(
L1
,
X(1) 0 ,
=
L0
exp n(1 0 ) , X(1) > 0 ;
X(1) 0
L1
> c
L0
(
1, X(1) 0 ,
(X) =
, X(1) > 0 .
:
= E 0 (X) = 1 P0 X(1) 0 + P0 X(1) > 0 ) = 1 0 + 1,
= .
W (, 1 ) = E 1 (X) = P1 X(1) 0 + P1 X(1) > 0 ) =
n
Z +
n
Z +
exp(1 x) dx = 1 (1) exp n(1 0 ) .
+
exp(1 x) dx
= 1
0
40. X1 , . . . , Xn
[0, ].
H0 : =0 H1 : =1 < 0 . .
. ,
( , X(1) <0 X(n) > 0 ):
n
Q
1
n I
I
0,
X(n) > 1 ,
1
0Xi 1
X(n) 1
0
L1
n
= i=1
=
n
= 0 , X .
Q
L0
1 I
1
1
(n)
X(n) 0
I
1
0
i=1
0Xi 0
,
(
, X(n) 1 ,
(X) =
0, X(n) > 1 .
38
39