Вы находитесь на странице: 1из 125

2006

, . .-. . ..

,
.

,
,
.
, , ,
, , , ,
.
(le hazard) .
, , ,
, .
, XIV , , XVII
, , , .
,
, () (1607-1648),
, ,
(1607-1648) .
:
1) ,
;
2) ,
? 1654 .
(1601-1665) .
,

. . (1629-1695)
(1657 .)
, .

, XVII
. XVI-XVII

. XVIII
, , .
,
.
. . ,
,
.
,
: , , .

2006


, . .-. . ..


(1654-1705).
(1713), 20
,
, .
(16671754), (1749-1827), (1777-1855), (1781-1840). ,
XIX ,
.. (1804-1889), .. (18211894), .. (1856-1922), .. (1857-1918).

.. , .. (1879-1954),
.. , .. (1894-1959), .. , .. ,
.. ., -
( . ), . , . , . , . .
..
.
,
..
.
. ,
,
.

: ,
, ,
, ..


.
. (,
) ,
,
. ,
, ,
, .
, , : ,
, - .
( )
,
.
: (), () ,
. -

2006


, . .-. . ..

, , (,
). ()
: A,B,C.
:
, , ,
, ,
,
.
(, ..),
,
.
, A,
B, , A B (
) A B . A B
B A , A B . A
B ,
. A B
.
1.
. A , B
, .
A , 3 , , 3 ,
A . , A
. A , .. A,
, ,
. .
A1 , A2 ,..., An (
), .
2.
. A1 , A2 ,..., A10

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

.
2 A1 , A2 ,..., A10 ,
A1 , A2 ,..., A6 .

. , 2
B={ 5}, ={
5}.
B, A6 , A7 , A8 , A9 , A10 .

2006


, . .-. . ..

,
, (
-). ,
, A .
.
3. .
,
. ,
.
, .
4. , .
,
.
, ,
, . :
,
(, )
.
:
,
, ..


. , ,
,
, ;
,
, ..
.

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

1 , 2 ..., n , .

2006


, . .-. . ..

i ,
i .
(
),
( ),
, P(A) ,
:

P ( ) = .
(1.1)

, , .
:
1. .
.
,
, = , (1.1), () = 1.
2. .
.
, = 0 (1.1)
P( ) = 0.
3.
0 P( A) 1 .
.
m ,
0 m n (0 n ), (1.1)
, 0 P( A) 1 .
, ( )
( ),
.
5. , 6 4 ,
. , .
. , ,
. ,
,
. , 10,
, ( ) 6 (
). ,
6
P ( ) = = = 0,6.
10
, (1.1)
.
.
.,
. .
5

2006


, . .-. . ..

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

, ,
.
. , ,
. ,
.
.
()
W(A) A ,
, :
W ( A) =

M
,
N

(1.2)

N , ,
.
,
,
W(A) ,
P* ( A) .

P* ( A) = W ( A)

. P ( A) ,
,
P* ( A) , .
,
, .
1. (1.2) , ,
,
.

,
, ,
:
1) ,

;
2) , ,
. ,

2006


, . .-. . ..


( , ),
.

2.

.
6.
(, =0,7),
,
, ,
.


, ,
,
, . .
1. .
m ,
n , m+n .
2. .
m
n ,
mn .

.
7.
. 5.
.
N = 8 8 8 = 83
,
.

= !
(1.3)
8. (
) 7 ?
. 7 = 7! = 234567 = 5040.
,
, ,
.
= ( 1)( 2)...( + 1).
(1.4)
9.
(, , ), 10
?
. 103 = 10 9 8 = 720.

2006


, . .-. . ..

,
( ,
).
=

!
.
!( )!

(1.5)

10. 10 ,
.
?
. ,
, , 10 3:
103 =

10! 8 9 10
= 120.
=
3!7!
6



, .

.
MN . ,
MN ( )
.
MN
. ,
CD ( ), MN,
:
l
P( A) = CD ,
(1.6)
LMN
l CD, L MN.
,
G ,
g:
s
P ( A) = g ,
(1.6`)
SG
s g G, S G.
, ,
, , :
v
P( A) = ,
(1.6``)
V
v , V .
. ,
, ,
A ,
, .. . P(A)

2006


, . .-. . ..

mes(A) (
mesure) mes() .
P( A)
mes( A)
P ( A) =
mes()
11. X Y
.
10 , . ,

?
. 14 15 [0, 1]
1 . () () X Y
[0, 1].
1: = {( , ) : 0 1, 0 1} = [0,1] [0,1] .

, .
A:
A = {(, ) : 1 6}
(10 = 1/6 ). A
, X Y .
mes( A) S A 1 (5 6 ) 11
=
=
=
P( A) =
mes() S
1
36
2

12. : , D
. , , D
.
. , D x, y z

(, , z). 1,
, 1.
,
: x + y > z, x + z > y, y + z > x.
, x + y = z, x + z = y, y + z = x

2006


, . .-. . ..

.1.

( , x + y = z, .1).
,

v = 1 3

1 1
v 1
1
= . p = = : 1 = .
6 2
V 2
2

10

1 1
1
1 = . ,
3 2
6

2006


, . .-. ..

2

-
, .

.
, , .. .
1. : 1,..,
6.
.
.

, ( = {1 , 2 ..., N })
( = {1 , 2 ,..., n ,...} ).
1

= {1 , 2 , 3 , 4 , 5 , 6 }. ,
, A = { 2 , 4 , 6 }, A .
,
.
( A + B A B )
, , , .
, A + B : ,
, , , , ..
.
2. .
, , +
.
1 , ,
B = 1 + 3 + 5 .
( A B )
, , ,
. , ,
.
2 .
3. ,
, , ,
.
( A B A \ B )
, , , .

,
.

11

2006


, . .-. ..

A B , ,
.
A = \ A .
3 \ ,
. , \ , .

.
+

.
AB = . ,
, .
,
, ,
,
. ,
. :
.

1. P( + )
( + ) = P() + P() P().
(2.1)
. .
, ,
, , - ,
, ( ,
). ,
+ , + ( ( + )
: , , , ).
, (1.1):
+
P( + ) =
=
+

= P( ) + P( ) P ( ),

1. 1
. , ,
( + + ) = P() + P() + P() P() P() P() + P()
(2.2)
2. , = 0, , ,
:

12

2006


, . .-. ..

( + ) = P() + P().

(2.3)

3. 1:
P() + P( ) = 1.
(2.4)
. ,
, +
. , ( + ) = 1. , ,
(2.3) , ( + ) = P() + P( ). , P() + P( ) = 1,
.
. ,
, ,
(2.4).
4. , 2 6 ,
5 . ,
.
. , , ,
5 ,
, .
(1.5):
= 85 =

8!
67 8
=
= 56,
5!3!
6

,
5 :
= 65 = 6.

P( ) =

6
3
3 25
= , P( ) = 1
= .
56 28
28 28



,
.

. , 30 1-
3- 28- 30-. , ,
1- 20- ( ).
={ }
, ,
={1,2,,30}. (1.1) :
6 1
P( B) =
= . ( )
30 5
20 ,
3 . ,

13

2006


, . .-. ..

P( B | A) = PA ( B) , ,
3
.
PA ( B) =
20
. ,
.
5. 32 ,
, . ,
,
4 1
: P( ) = P ( ) =
= = 0,125.
32 8
, ,
31 , 3 .
3
PA ( ) = 0,097.
31
6.
, ,
, PA() P().
2 ( ).

, :
P () = P () PA ().
(2.5)
. 1.
PA() (
), ,
, (). ,

P ( )
PA ( ) = =
=
, .


P( )
7. .
0,2, ,
. ,
.
. ,
. P() = 0,2, PA() = 0,4, P() = 0,20,4 = 0,08.
. ,
, , P() = P() PB().
,
P() PA() = P() PB().
(2.6)
,
, PA () = P().
. , .
, (2.6) , P()P()=P()PB(),
PB() = P(). , .
:
14

2006


, . .-. ..

P()=P()P() ,
(2.7)

.

:
P ( A1 A2 A3 ... An ) = P( A1 ) PA ( A2 ) PA A ( A3 )...PA A ... A ( An )
(2.8)

.
8. .
0,6 0,7.
:
;
;
;
D .
. 1 , 2
.
= 1 + 2, B = H1 2 + 1 2 , = 1 2 , D = H1 H 2 . 1 2
,
, (2.7). , P() = 0,60,7 = 0,42,
P() = 0,6 + 0,7 0,42 = 0,88,
P(B) = 0,60,3 + 0,70,4 = 0,46 ( 1 2 1 2 ),
P(D) = 0,40,3 = 0,12. , D
,
P() = 1 P(D).
1

1 2

n1


3.
1, 2,,
(2.8)
P() = 1 q1q2qn ,
qi i , i .
.
1, 2,, , 1 2 ... ,
3 1 1.
, 1, 2,, , 1 , 2 ,..., ,
, P( 1 2 ... )= P( 1 ) P ( 2 )...P ( ) = q1 q2 ...q n .
(2.8).
9. ,
0,9 ?
.
( ) 0,5.
1- (0,5) .
1- (0,5) > 0,9 , > log210 4.

15

2006


, . .-. ..

.


.
H 1 , H 2 ,, H n
, :
1. H i H j = , i j , i = 1,2,..., n; j = 1,2,..., n

2. H 1 + H 2 + + H n = .
4 ( ).
()
H i , i = 1, n , ,
n

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

(2.9)

i =1

. H 1 , H 2 ,, H n
, A
,
A = A = ( H 1 + H 2 + ... + H n ) A = H 1 A + H 2 A + ... + H n A

H i , i = 1, n H i A, i = 1, n .
(2.3):
n

P( A) = P( H 1 A) + P( H 2 A) + ... + P( H n A) = P( H i A)

(2.10)

i =1

P ( H i A ) = P ( H i ) PH ( A ) .
(2.10), :
i

P( A) = P( H 1 ) PH ( A) + P ( H 2 ) PH ( A) + ... + P( H n ) PH ( A) = P( H i ) PH ( A) ,
1

i =1

.
10. -

.
,
0,45; 0,25.
, ,
0,40. ?
. = . H 1
. H 2 .
P(H1 ) = 0,4 , P(H 2 ) = 1 0,4 = 0,6 .
PH ( A) = 0,25 , PH ( A) = 0,45 .

P( A) = P(H 1 ) PH ( A) + P(H 2 ) PH ( A) .
1

P( A) = 0,4 0,25 + 0,6 0,45 = 0,1 + 0,27 = 0,37 .

16

2006


, . .-. ..


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

P( H 1 ), P( H 2 ), ..., P( H n ) , ..
( )
PA ( H 1 ), PA ( H 2 ), ..., P A ( H n ) .
5 ( ). ,
H i , i = 1, n
, :
P(H i ) PH ( A)
P(H i ) PH ( A)
PA (H i ) =
= n
(2.11)
P ( A)
P(H i ) PH ( A)

i =1

.
H i :
P ( AH i ) = P ( A) PA ( H i ) = P ( H i ) PH ( A) ,
i

PA ( H i ) =

P( H i ) PH ( A)
i

P( A)

(2.10): PA ( H i ) =

P ( H i ) PH ( A)
i

P( H ) P
i =1

Hi

( A)

.
, ,
.. ,
. ,
,
,
..
11. -
,
0,15; 0,70 0,15
.
0,60, ; 0,30,
, 0,10, .
.
, ?
. = , 1 =
, 2 =
, 3 = .
: P(H1 ) = 0,15 , P(H 2 ) = 0,70 , P(H 3 ) = 0,15 . :
PH ( A) = 0,60 , PH ( A) = 0,30 , PH ( A) = 0,10 . PA (H 1 ) .
:
1

17

2006


, . .-. ..

PA (H 1 ) =

P(H 1 ) PH ( A)
1

P(H 1 ) PH ( A) + P(H 2 ) PH ( A) + P(H 3 ) PH ( A)


1

0,15 0,6
0,09
0,09
=
=
0,286.
0,15 0,6 + 0,7 0,3 + 0,15 0,1 0,09 + 0,21 + 0,015 0,315
12.
1:4:5. , ,
1-, 2- 3- ,
98%, 88% 92% .
1. ,
.
2.
. .
. :
H i i- ( i = 1,2,3 )
.
:
x
PH ( A) = 0,98
P( H 1 ) =
= 0,1
x + 4 x + 5x
4x
= 0,4
PH ( A) = 0,88
P( H 2 ) =
x + 4 x + 5x
5x
= 0,5
PH ( A) = 0,92
P( H 3 ) =
x + 4 x + 5x
(2.9),
:
P( A) = 0,1 0,98 + 0,4 0,88 + 0,5 0,92 = 0,91
A .
P ( A ) = 1 P ( A) = 1 0,91 = 0,09
PH ( A ) = 1 0,98 = 0,02
PA (H 1 ) =

PH ( A ) = 1 0,88 = 0,12
PH ( A ) = 1 0,92 = 0,08
(2.11)
0,1 0,02
0,4 0,12
0,5 0,08
PA ( H 1 ) =
= 0,022 PA ( H 2 ) =
= 0,533 PA ( H 3 ) =
= 0,444
0,09
0,09
0,09
: ,
A H 2 P( H 2 ) = 0,4
PA ( H 2 ) = 0,533 , H 3 P( H 3 ) = 0,5
PA ( H 3 ) = 0,444 . , A ,
H 3 , , (
A ), H 2 2-
.
2

18

2006


, . .-. . ..

3
( )
,

, m
A n .

A , n-
.

, A
.
(
) p
q = 1 p .
.
1. p A
, Pn (m) , A
m n ,
:
nm
Pn (m) = C nm p m (1 p ) = C nm p m q n m .
(3.1)
. Ai Ai
A i - ( i = 1,2,..., n ), Bm ,
, n A m
. Bm Ai . ,
n = 3, m = 2 B2 = A1 A2 A3 + A1 A2 A3 + A1 A2 A3 .

Bm = A1 A2 ... Am Am +1 ... An + A1 A2 A3 ... Am Am +1 ... An 1 An + ... + A1 A2 ... An m An m +1 ... An , (3.2)


.. Bm ( (3.2))
m A n m A .
( (3.2)) n
m , A , .. C nm .

p m q n m . ,
,
Pn (m) = P( Bm ) = p m q n m + ... + p m q n m = nm p m q n m .


C nm

19

2006


, . .-. . ..

1. 5% .
, : )
; ) .
.
) n = 5, p = 0,05 .
( ) ,
. ,
n = 5, m = 0, p = 0,05 .
:
P5 (0) = C50 0,050 0,955 = 1 1 0,774 = 0,774 .
) n = 5, m = 2, p = 0,05 :
54
P5 (2) = C52 0,05 2 0,953 =
0,0025 0,857 = 0,021.
2
m0 n
,
Pn (m0 ) Pn (m)
m .
, n
np q np + p :
np q m0 np + p .
(3.3)
, , np + p (np q ) = p + q = 1 ,
m0 , (3.3).
np q , np q np + p .
2. 1
5 .
. (3.3) 5 0,05 0,95 m0 5 0,05 + 0,05
0,7 m0 0,3 . ,
, m0 = 0 , P5 (0) = 0,774
1.
3. .
0,8. ,
?
. np q m0 np + p m0 .
n = 4, p = 0,8, q = 1 0,8 = 0,2 :
4 0,8 0,2 m0 4 0,8 + 0,8 3 m0 4 .
, m0 = 3 m0 = 4 .

20

2006


, . .-. . ..


, Pn (m)
A n , , P500 (300) .
300
p 300 q 200 . ,
(3.1) : P500 (300) = C500
,
, , p q .
, ,
Pn (m) n . ,
, ,
, .
2. p A
0 ( p 0 ) n
( n ), np
( np ), Pn (m) , A m n
,
me
(3.4)
lim Pn (m) =
m!
n
, p 0 n ,
np , ,

p = const . , p ( p < 0,1),
n ( n > 100 ) = np 10 ,
(3.4) :
m e
(3.5)
Pn (m)
m!
4. 1825 .
, 1
?
. , 1 ,

p= 1
0,027 < 0,1 .

n = 1825 > 100

365
= np = 1825 1365 = 5 10 . :
5 4 e 5
P1825 (4)
0,1755 .
4!
, 17,5%.
p A 1,
n , Pn (m)
. ,
A n m .

21

2006


, . .-. . ..

3. p A
n 0 ( p 0,1) 1 ( p 0,9 ),
Pn (m) , A m
n n ( n > 100 )
:
( x)
Pn (m)
,
(3.6)
npq
2
1
m np
( x ) =
.
e x 2 , x =
npq
2
( x )
. ,
( x ) :

1. ( x ) , .. ( x ) = ( x)
2. ( x ) x ,
x , ( x) 0 . ,
x > 4 ( x) 0 .
(3.6) .
1
5. .
4
, 300 75?
1 3
1
. p = , m = 75, n = 300 , q = 1 p = 1 = .
4 4
4
1
75 300
m np
4 = 0 . ( 0 ) = 0,3989 .
=
x =
npq
1 3
300
4 4
( x ) 0,3989 4 0,3989
=
=
0,053 .
P300 (75) =
30
npq
900
16
5 ,
, , 70 150.

P300 (70 m 150) = P300 (70) + P300 (71) + P300 (72) + ... + P300 (150) .

- (3.6),
. .
4. p n
,
22

2006


, . .-. . ..

, ,
A n
n
m1 np
1 m np
,

Pn (m1 m m2 ) 2

2 npq
npq
,

m
m1 m2
(3.7)
q =1 p ,

t 2

2 x 2
( x ) =
e dt ( ) ,
2 0
(x) .
(3.7) . n , .
npq 20 (3.7),
.
( x ) :
3. ( x ) , .. ( x ) = (x)
4. ( x )
x , x +, ( x) 1 . ,
x > 4 ( x) 1 .
6. 768
1
. ,
4
564 600.
.

n = 768, p = 0,75, m1 = 564, m2 = 600.



564 768 0,75
1 600 768 0,75
P ( 564 m 600 )

=
2 768 0,25 0,75
768 0,25 0,75
1 600 576
1
564 576 1
=

= ( ( 2 ) + (1) ) ( 0,9545 + 0,6827 ) = 0,8186.
2
12
12
2

7. 1000 ,
.
.
, 0,99
.
?
. = .
, p = P( A) = 0,5 , n = 1000 .
k,
k n = 1000
= 0,5 1 0,99 = 0,01.
. ,

23

2006


, . .-. . ..

k, P1000 = (k , 1000 ) 0,01 .


-:
1 1000 500
k 500
P1000 ( k m 1000 ) 0,01


2
250
250
1 100
1
k 500
k 500
=

1

.
2 5 10
2
5
10
5
10

k 500
,
0,98 .
5 10
k 500

(),

2,33 ,
5 10
k = 2,33 5 10 + 500 536,8 . , 537 .

24

2006


. , . .-. . ..

4
( )

.
,

, , .
,
1 .

(,Y,Z,),
(x, y,).
:
, ;
10 ;
;
.
,
:
( 6 11 ),
, ,
, .
,
(), ,
.
: .
(),
{ x1 , x2 ,..., xn ,...} (..
).
(),

.
,
.

,
, .
,
.

25

2006


. , . .-. . ..



, , ..
, ,
.
,
,
.
:
x1
x2

xi
xn
p1

p2

pi
pn
pi = P( X = xi ) , i = 1, 2,..., n,... .
, X = x1 , X = x2 , , X n = xn ,
,
n()

p
i =1

(4.1)

= 1.

1. .
0,6 0,7.

.
. , : 0, 1 2.
:
A1 A2
.
P ( X = 0) = P ( A1 A2 ) = 0, 4 0,3 = 0,12
P ( X = 1) = P( A1 A2 + A1 A2 ) = 0, 4 0, 7 + 0, 6 0,3 = 0, 46
P ( X = 2) = P( A1 A2 ) = 0, 6 0, 7 = 0, 42

, :
i
pi

0
0,12

1
0,46

2
0,42


.

, .
( xi , pi )
, ,
.
2. ,

-2
-1
0
2
4
xi
0,1
0,2
0,3
0,2
0,2
pi
26

2006


. , . .-. . ..

.
. xi , 2, 1, 0, 2, 4,
:
y

. .
.
.

3 0,3

0,2

-2

0,1

-1

A1 , A2 , A3 , A4 , A5 ,
A1 A2 A3 A4 A5 .
3. : 5000 ..,
4 250 . ., 5 200
.. 1000 7 ..
, ,
.
.
0 7 = 7 .. ( ), 200 7 = 193 , 2507=243, 5000-7=4993 ..(
, ). , 1000
990, 5,
4 1, , :
P ( X = 7) = 990

= 0,990
1000
P ( X = 193) = 5
= 0, 005
1000
P ( X = 243) = 4
= 0, 004
1000
P ( X = 4993) = 1
= 0, 001
1000

:
i
pi

-7
0,990

193
0,005

243
0,004

4993
0,001


, .
X , ,
.
(), .. -,
; -, ,
.
27

2006


. , . .-. . ..



: X = x x ,
, X < x ,
x . P( X < x) , , x , ..
x .

F ( x ) , ,
:
F (x ) = P( X < x )
(4.2)
,
,
:
<x
0

1)
0F(x)1.
,
, ,
( 0 p 1) .
2)

, F(x2) F(x1) 2 > x1. ,
F(x2)=P(X<x2)=P((X<x1)+(x1X<x2))=P(X<x1)+P(x1X<x2)=
=F(x1)+P(x1X<x2).
(4.3)
.. P(x1 X < x2 ) 0 , (4.3) F(x2 ) F(x1 ) .
3)

F ( x) x0 , ..
lim F ( x) = F ( x0 ) F ( x0 0) = F ( x0 )

x x0 0

4)

(4.4)

lim F ( x) = 0, lim F ( x) = 1. ,

x +

[a, b], F(x)=0 F(x)=1 b.


, X < a , X < b .
5)

P ( X = x0 ) = F ( x0 + 0) F ( x0 0) = F ( x0 + 0) F ( x0 )

(4.5)

6)
,
[a, b),
:
P( a X < b ) = F(b) F(a).
(4.6)
(4.3).

28

2006


. , . .-. . ..

, ,
F () = 0, F (+) = 1
. : ,
1)-6),
.
,
.
F(x)
,
.

F ( x ) = P ( X = xk )

(4.7)

xk < x

,
x , X ,
(4.5).
X , X ,
F(x) .
X , n , F(x)
- n + 1
.
4. F(x) 1:

0, x 0

0,12, 0 < x 1

F ( x) =
0,12 + 0,46 = 0,58, 1 < x 2
0,58 + 0,42 = 1, x > 2

:
F(x)
1
0.58
0.12

().
,
,
, . (4.5)
P ( X = x0 ) = 0 , .. X ,
, .
:
P(x1 X x2 )= P(x1 < X x2 )= P(x1 X < x2 )= P(x1 < X < x2 ) .
(4.8)

29

2006


. , . .-. . ..

, ,
.
, p ( x) ,
x :
P ( x < X < x + x )
p ( x) = lim
(4.9)
x 0
x
p ( x) .
p ( x) .

.
1)

F ( x) = P( X < x) =

p( )d

(4.10)

(4.10) , ,
p ( x) F ( x) . F ( x )
.
2) , p ( x) x ,
F ( x) ,
p ( x) = F ( x )
(4.11)
, (4.9)
P ( x < X < x + x)
F ( x + x ) F ( x )
p ( x) = lim
= lim
= F ( x)
x 0
x 0
x
x
(4.11) , ,
F ( x) p ( x) . ,
p ( x) .
(4.9) (4.11) ,
3)
F ( x) p ( x) 0 x .
+

4)

p( x)dx = 1

(4.12)

, (4.12) (4.1) .
3) 4) ,
Ox
1.
5)
X ,

:
b

P ( a X b ) = P ( a < X b ) = P ( a X < b ) = P ( a < X < b ) = p ( x)dx


a

(4.13)

(4.13) , P ( a X b )
,
y = 0, x = a, x = b .
30

2006


. , . .-. . ..

5

,
,
. .
kX
k , kxi
pi (i = 1,2,..., n) , .
m - , .. X m ,
, xim
pi (i = 1, 2,..., n) .
1. X
-3
1
3
xi
0,5
0,4
0,1
pi

Y = 2 X Z = X 2
.
Y:
-6
2
6
yi
0,5
0,4
0,1
pi
Z:
1
9
zi
0,4
0,6
pi
( )
Y , xi y j
( xi + y j xi y j ), i = 1,2,..., n; j = 1, 2,..., m pij ,
X


xi , Y
y j : pij = P ( ( X = xi )(Y = y j ) ) .

Y , ..
X = xi Y = y j ,

pij = P ( X = xi ) P (Y = y j ) = pi p j
(5.1)
2.

X:
1
3
xi
0,4
0,6
pi

31

2006


. , . .-. . ..

Y:
yj

-1

pj

0,5

0,4

0,1

Z = X Y U = XY .
.
Z:
-1
0
1
yj
pj

xi

pi

0,4

0,5
2

0,4
1
0,2

0,6

0,1
0
0,16

3
0,3

0,04
2

0,24

0,06

, Z = X Y :
0
0,04

zk
pk

1
0,16

2
0,26

3
0,24

4
0,3

U:
yj

-1

0,5
-1

0,4
0

0,1
1

pj
xi

pi

0,4
0,2

0,6

-3

0,16
0

0,3

0,04
3

0,24

, U = XY :
-3
-1
0
1
uk
0,3
0,2
0,4
0,04
pk

32

0,06

3
0,06

2006


. , . .-. . ..


: ,
.
(
) .
,
.
(,
),
.
.
.
3. X Y
, .
1
2
3
4
5
6
7
8
9
10
xi 0
0,1
0,05 0,03 0,05 0,12 0,11 0,04 0,05 0,13 0,22
pi 0,1

yj

p j 0,01

10

0,02

0,06

0,09

0,1

0,25

0,2

0,1

0,1

0,05

0,02

, .
X Y ,
- .

, . ,
,
. .
.


:
n

M(X)= x1 p1 + x2 p2 + ... + xn pn = xi pi

(5.2)

i =1

, ,

M ( X ) = xi pi , .
i =1

,
.
4. X :
xi
pi

2
1

22
1 2
2

23
1 3
2

33

2i
1

2i

2006


. , . .-. . ..

i =1

i =1

M ( X ) = xi pi = 2 1

= 1= .
2i
i =1
, ,
, ,
.
5. X Y
3.
.
i

11

M ( X ) = xi pi = 0 0,1 + 1 0,1 + ...9 0,13 + 10 0, 22 = 5,8


i =1
11

M (Y ) = y j p j = 0 0,01 + 1 0,02 + ...9 0,05 + 10 0,02 = 5, 41


j =1

, M ( X ) M (Y ) , ,
.
.
,
.
6.
, 10 ,
2 .
. . ,

1,
2,
3.
1
2
2
1
3
C C
1
C C
7
C
7
p ( X = 1) = 8 3 2 = , p ( X = 2) = 8 3 2 = , p ( X = 3) = 83 = .
C10
15
C10
15
C10 15
1
7
7
M ( X ) = 1 + 2 + 3 = 2, 4.
15
15
15
.
1)
,

.
, a b
x1 , x2 ,..., xn , (5.2) :
a ( p1 + p2 + ... + pn ) M(X)= x1 p1 + x2 p2 + ... + xn pn b( p1 + p2 + ... + pn )
, p1 + p2 + ... + pn = 1 , a M ( X ) b .
2)
:
() = .
(5.3)
.
, = 1,
() = 1 = .

34

2006


. , . .-. . ..

3)

:
() = ().
(5.4)
.

x1
x2

xi
xn
p1
p2

pi
pn
:
x1
x2

xi
xn
p1
p2

pi
pn

() = 11 + 22 + + = ( 11 + 22 + + ) = ().
4)

:
M(XY) = M(X)M(Y).
(5.5)
. ,
Y :
x1
x2
xi
p1
p2
pi
i
gi

1
g1

2
g2

XY :
x1y1
x2y1
x1y2
Y
p1g1
p2 g1
p1g2
p

x2y2
p2g2

, M(XY) = x1y1p1g1 + x2y1p2g1 + x1y2p1g2 + x2y2p2g2 = y1g1(x1p1 +


x2p2) + y2g2(x1p1 + x2p2) = (y1g1 + y2g2) (x1p1 + x2p2) = M(X)M(Y).
1.
.
2. 4
,
.
5)
(
) :
M (X + Y) = M (X) + M (Y).
(5.6)
. ,
, 3.
X + Y 1 + 1, 1 + 2, 2 + 1, 2 + 2.
11, 12, 21 22.
( +Y ) = (x1 + y1)p11 + (x1 + y2)p12 + (x2 + y1)p21 + (x2 + y2)p22 =
= x1(p11 + p12) + x2(p21 + p22) + y1(p11 + p21) + y2(p12 + p22).
, 11 + 22 = 1. , , , X + Y
1 + 1 1 + 2 11 + 22,

35

2006


. , . .-. . ..

, , = 1 ( 1).
, p21 + p22 = 2, p11 + p21 = g1, p12 + p22 = g2. ,
M(X + Y) = x1p1 + x2p2 + y1g1 + y2g2 = M (X) + M (Y).
. 4 ,
.
7. ,
.
. ,
:
1
6

7
2

(1) = (1 + 2 + 3 + 4 + 5 + 6) = .
,
.
7 35
, 5) M ( X 1 + X 2 + ... + X 5 ) = 5 =
.
2 2


. X , p ( x) ,
, [a, b] . [a, b]
n [a, x1 ], [ x1 , x2 ],...,[ xn1 , b] ,
xi = xi xi 1 , i = 1,2,..., n,
x0 = a, xn = b . [ xi 1 , xi ]
i p(i )xi ,
(4.9) pi X
[ xi 1 , xi ] .

(5.2),
n

i =1

i =1

M ( X ) = i pi i p (i )xi
( )
max xi 0 ,

lim

max xi 0

p( )x = xp( x)dx
i =1


X , ..

M ( X ) = xp ( x)dx

(5.7)

X (, +) ,

36

2006


. , . .-. . ..
+

M (X ) =

xp( x)dx

(5.8)

, .
. ,
.
X M ( X ) X
M ( X ) .
. , .
,
M ( X M ( X )) = M ( X ) M ( M ( X )) = M ( X ) M ( X ) = 0
(5.9)
,
, ;
.

,
:
, ,
. ,
,
, . (5.9) ,

. .
8. : Y,

100
yj 0
xi 49 50 51
p j 0,5 0,5
pi 0,1 0,8 0,1

() = 490,1 + 500,8 + 510,1 = 50, (Y) = 00,5 + 1000,5 = 50.


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

()


:
D(X) = M (X M(X)).
(5.10)
9. (
) 6 .
37

2006


. , . .-. . ..


:(1 2,4)2 = 1,96; (2 2,4)2 = 0,16; (3 2,4)2 = 0,36. ,
1
7
7 28
D ( X ) = 1,96 + 0,16 + 0,36 =
0,373.
15
15
15 75
. ,
.
:
D(X) = M(X ) M (X).
(5.11)
. , () ,
, (5.10) :
D(X) = M(X M(X)) = M(X - 2XM(X) + M(X)) = M(X) 2M(X)M(X) + M(X) =
M(X) 2M(X) + M(X) = M(X) M(X), .
10. Y,
9.
D() = (4920,1 + 5020,8 + 5120,1) 502 = 2500,2 2500 = 0,2.
D(Y) = (020,5 + 1000,5) 50 = 5000 2500 = 2500.
,
. ,
, ,
, Y
.
.
:
1)
D (C) = 0.
(5.12)
. D(C) = M((C M(C))) = M((C C)) = M(0) = 0.
2)
,
:
D(CX) = CD(X).
(5.13)
.
D(CX) = M((CX M(CX))) = M((CX CM(X))) = M(C(X M(X))) = CD(X).
3)

:
D(X + Y) = D(X) + D(Y).
(5.14)
. (5.11)
D(X + Y) = M(X + 2XY + Y) (M(X) + M(Y)) = M(X) + 2M(X)M(Y) +
+ M(Y) M(X) 2M(X)M(Y) M(Y)=(M(X)M(X))+(M(Y)M(Y))=D(X)+D(Y).
1.
.
2.
.
4)

:
D(X Y) = D(X) + D(Y).
(5.15)
38

2006


. , . .-. . ..

. D(X Y) = D(X) + D(-Y) = D(X) + (-1)D(Y) = D(X) + D(X).



; ,
.

:
= D(X ) .
(5.16)
,
,
, X .
, ,
.
11. 11 Y
= 0,2 0,447; = 2500 = 50.
. ,


:
n

D( X ) = ( xi M ( X ) ) pi
2

(5.17)

i =1

D( X ) = xi 2 pi ( M ( X )) 2

(5.18)

i =1

:
+

D( ) =

( x M ( X ))

p ( x) dx

(5.19)

p ( x)dx M 2 ( X )

(5.20)

D( ) =

.
[a, b], (5.19) (5.20)
.
12. :

0, x < 2

3
p ( x) = ( x 2 6 x + 8), 2 x 4
4
0, x > 4.

(), D(X), .
. M ( X ) =

4
4
3
3 x4
2
3
2
x
(
x

6
x
+
8)
dx
=

2
x
+
4
x

= 3;
4 2
4 4
2

39

2006
3
D(X ) =
4


. , . .-. . ..
4

4
3 x5 3x4 8x3
x ( x 6 x + 8) d x 9 =

+
9 = 9, 2 9 = 0, 2;
4 5
2
3
2
2

= 0,2 0,447.



, , X
(, ), .. xi
pi .
, , M ( X )
() , D( X )
( X ) ,
, .. .
. , X ,
( , ,
.),
,
().
.
,
.

, .
. . .


,
.
Mo( X ) X
( pi p ( x)
).
pi p ( x)
, , .

Me( X ) X
,

40

2006

P( x < Me( X )) = P ( x > Me( X )) =


. , . .-. . ..

1
2

(5.21)

1
.
2
q ( q -)
xq ,

P( x < Me( X )) = F ( x = Me( X )) =

, q , ..
F ( xq ) = P ( x < xq ) = q
(5.22)
0,5.
x0,25 x0,75
. : ,
x0,1 , x0,2 ,..., x0,9 x0,01 , x0,02 ,..., x0,99 .

.
k - X
k - :
k = M (X k )
(5.23)
X
k -

k - X
.
k = M ( X M ( X ))k
(5.24)
k = 1 X ,
.. 1 = M ( X ) ; k = 2 , ..
2 = D( X ) .
k
k :
1 = 0

2 = 2 12
3 = 3 3 1 2 + 2 13
4 = 4 4 1 3 + 6 12 2 3 14 ..
,
3 = M ( X M ( X )) 3 = M ( X 3 3 X 2 M ( X ) + 3 XM ( X ) 2 M ( X ) 3 ) =

= M ( X 3 3 X 2 1 + 3 X 12 13 ) = M ( X 3 ) 3 M ( X 2 ) 1 + 3 M ( X ) 12 13 =
= 3 3 1 2 + 3 13 13 = 3 3 1 2 + 2 13
3
() . .
, 3 . A
:
41

2006

A=


. , . .-. . ..

3
3

(5.25)

,
A = 0 .

4
( ) .

E=

4
3
4

(5.26)

4
, ..
4

, ,

4
= 3 . , , ,
4

42

2006


. , . .-. . ..

6
,
, ,
.

, -
- .


.
: 0, 1,,m,,.
:
p ( = m) = Cnm p m q nm
(6.1)
(p ).
:

0
1
2

xi
m
n
pi
qn
Cn1 p1q n1 Cn2 p 2 q n2
Cnm p m q nm
pn

,
, (4.1) ,
n

p
i =0

( ):
Cn0 q n + Cn1 p1q n1... + Cnm p m q nm + ... + Cnn1 p n1q1 + Cnn p n = ( q + p) n = 1n = 1.
(6.2)
1. ,
,
:
M ( X ) = np
(6.3)
D( X ) = npq
(6.4)
. X m A n
n
n

X = X 1 + X 2 + ... + X n = X k ,
k =1

:
0
1
xi
q
p
pi
X k , A ,
A k - k = 1,2,..., n , ..
A X k = 1 p , A X k = 0
q . A
(5.2), (5.18):

43

2006


. , . .-. . ..

M(X k )= x1 p1 + x2 p2 = 1 p + 0 q = p

(6.3 * )
D( X k ) = x12 p1 + x2 2 p2 ( M ( X k )) 2 = 12 p + 02 q p 2 = p (1 p ) = pq (6.4 * )
,
X :
M(X)= M(X 1 + X 2 + ... + X n ) = p + p + ... + p = np


D(X)= D(X 1 + X 2 + ... + X n ) = pq + pq + ... + pq = npq .




,
. .
(3.3) ,
, , ,
:
np q Mo( X ) np + p
(6.5)
1. ,
5 ,
0,8.
.
P(=0)=1(0,2)5 = 0,00032; P(=1) = 50,8(0,2)4 = 0,0064;
P(=2) = 10(0,8)2(0,2)3 = 0,0512; P(=3) = 10(0,8)3(0,2)2 = 0,2048;
P(=4) = 5(0,8)40,2 = 0,4096; P(=5) = 1(0,8)5 = 0,32768.
, :
0
1
2
3
4
5
xi
pi 0.00032 0.0064 0.0512 0.2048 0.4096 0.32768
(6.3)
M ( X ) = np = 5 0,8 = 4 , (6.4)
D( X ) = npq = 5 0,8 0, 2 = 0,8 .

,
(0, 1, 2,, ,),
, .
, , ,
(3.5):

P ( = ) =

!
,
.
:

44

2006


. , . .-. . ..

xi
pi

m
m

2!
m!
, ,
(4.1) ,
1:

2 m

( = ) = + +
+
+ ... =
= = 1

m!
2!
=0
=0 !
( e x x = ).
. 3 ,

. .
2. ,
,
:
M (X ) =
(6.6)
(6.7)
D( X ) =
.

m m
1

=
=
= =
M ( X ) = xi i = m
m!
i =1
m =1
m =1 ( m 1)!
=1 ( 1)!
(5.18).
m
n

me
(m 1 + 1) m
2
2
2 e

M ( X ) = xi pi = m
= m
=e
=
m
!
(
m

1)!
(
m

1)!
i =1
m =1
m =1
m =1

=e

m2

+ e

m1

= e 2 e + e e = 2 +

(m 2)!
m =1 ( m 1)!
D( X ) = M ( X 2 ) ( M ( X )) 2 = 2 + 2 = , .
3. ,
1 2 ,
1 + 2 .

, ,
. ,
-, t
,
,
..
m=2

45

2006


. , . .-. . ..


, (1, 2,,
,), , ,
, ,
, :
P ( X = m) = pq m1
:
1
2

xi
m
p
pq

pi
pq m1

, :

p
p
= = 1,

pi = p + pq + pq 2 + ... + pq m1 + ... =

1 q p
i =1

S=

b1
1 q

.
4. ,
,
:
1
(6.8)
M (X ) =
p
q
D( X ) = 2
(6.9)
p
2.
.
(
).
.
:
1
2

xi

pi
1
1 2
1 n
2
2
2
1
( ) =
= 2.
1
2

D( X ) = 2 = 2 .
1
4


N ,
. n
. ,
, n . , =m,
m = 0,1,2,...,min{n, M } ,

46

2006


. , . .-. . ..

C Mm C NnmM
.
P( X = m ) =
C Nn
5. ,
, :
M
(6.10)
M (X ) = n ,
N
M M
n
D( X ) = n
(6.11)
1 1 .
N 1
N N
3. 6 36
, 3, 4, 5 6 6
36 (
).

. ?
.
6 36
,
n = 6, M = 6, N = 36 . X
0
1
2
3
4
5
6
xi
pi
28275
40716
19575
1450
2175
15
1
92752
92752
92752
34782
649264 162316 1947792


6
1450
2175
15
1
+
+
+
P(3 X 6) = P ( X = i ) =
0,043
34782
649264
162316
1947792
i =3
(6.10) (6.11) :
M 66
M (X )= n =
=1
N
36
M M
n 36 30 30 5
D( X ) = n
1 1 = = .
N 1
N N 35 36 36 7
, 6 1,
4%.


.
,
.

[a, b], ()
, ..

47

2006


. , . .-. . ..

c a x b,
p( x) =
0 x < a, x > b.

(6.12)

f ( x)dx = cdx = c(b a) = 1,

1
, , (6.12)
f ( x) = c =
ba

1
a x b,

p ( x) = b - a
(6.13)
0
x < a, x > b.

[ , ] : (a < b)

1

dx =
.
(6.14)
ba
ba
,
,
x a,
0
x a

F ( x) =
a < x b,
(6.15)
b
a

x > b.
1
,
P( < X < ) =

x a F ( x ) =

p( )d = 0d = 0

a < x b F ( x ) =

x
1
1
xa
|=
d =
ba
ba a ba
a

p ( )d = 0d +

1
1 b ba
|=
x > b F ( x ) = p ( )d = 0d +
d + 0d =
=1
b

a
b

a
b

a
a
a
b

a+b
,
(6.16)
M ( X ) =
2
+
b
1
1 2 b b2 a 2 a + b
, M ( X ) = p ( )d =
d =
|=
=
ba
b a 2 a 2(b a )
2
a

2
(
b a)
D( X ) =
,

(6.17)

12
(5.20)
+

1
1 x3 b b + a
b+a
D ( ) = x p ( x) dx M ( X ) = x
dx
|
=
=
b

a
2
b

a
3
2
a

48

2006


. , . .-. . ..
2

b3 a 3 b + a b 2 + ab + a 2 b 2 + 2ab + a 2 b 2 2ab + a 2 (b a ) 2
=

=
=
=
3(b a ) 2
3
4
12
12
ba
( X ) =
.
(6.18)
2 3
4. 5 .
,
2 .
. ,
[0, 5]. (6.14)
2
p (0 x 2) = = 0,4.
5

()

() ,
:
x < 0,
0
p ( x ) = x
(6.19)
x 0.
e
,
,
x < 0
0
F ( x) =
(6.20)
x
1
e

x
0.

x 0 F ( x ) =
x > 0
F ( x) =

p( )d = 0d = 0

p( )d = 0d + e

d = e
0

d ( ) = d (e ) = e | = e x + 1
0

() F ( x )
:
F()

()

,
49

2006


. , . .-. . ..

M (X )=

(6.21)

(5.8) :
M (X ) =

xp( x)dx = x 0dx + x(e

)dx = xd (e
0

) = lim xd (e x ) =
b+

b
x b b x
b

1
0
= lim xd (e ) = lim xe | e dx = lim be 0e + d (e x ) =
b +
b+
b+
0
0
0
0

b
1
1
1

= lim be b 0e 0 + e x | = lim be b + e b e0 =
b +
b +

1
1 1
b
1
1
1
b
lim b + b = lim b = lim b =
b + e
e
b+ e
b+ e

1
1
(X )= .
(6.22)
D( X ) = 2 ,
b

(a; b )
, ,
P ( a < X < b ) = e a e b .
(6.22)
.

, .
,
. ,
, .

,
F ( t ) = P (T < t ) = 1 e t ( > 0 )
(6.23)
t.
,
( ).

R ( t ) = e t
(6.24)

t.
5. ,
, .
, 15 ,
12 .
,
.

50

2006


. , . .-. . ..

. M ( X ) =

= 12 ,

1

12
1
1
x
1 12 x
12
: p( x ) = e ; F ( x ) = 1 e ( x 0 ).
12
P( X 15) , :
15
15

12
12
P( X 15) = 1 P( X < 15) = 1 F (15) = 1 1 e
=e
= 0,2865 .

( X ) = M ( X ) = 12 .
6. ,
.
: F1 (t ) = 1 e 0,1t ;
=

F2 (t ) = 1 e 0, 2t ; F3 (t ) = 1 e 0,3t . ,
(0; 5) . : ) ; )
; ) .
.
P1 = F1 (5) = 1 e 0,15 = 1 e 0,5 = 1 0,5957 = 0,4043 .

P2 = F2 (5) = 1 e 0, 25 = 1 e 1 = 1 0,3779 = 0,6321.

P3 = F3 (5) = 1 e 0,35 = 1 e 1,5 = 1 0,2231 = 0,7769 .

) P = p1q2 q3 + q1 p2 q3 + q1q2 p3 = 0,034 + 0,084 + 0,1749 = 0,2929 .
) P = p1 p2 q3 + p1q2 p3 + q1 p2 p3 = 0,057 + 0,1187 + 0,2925 = 0,4682 .
) P = p1 p2 p3 = 0,1985 .



.
.
,
,
.
,
,
.

51

2006


. , . .-. . ..


( ) 2 ,
:
( x a )2

1
2
p( x) =
e 2 , < x < + .
(6.25)
2

.

.

2( x a ) 1
p ( x ) =

e
2 2 2

( x a )2

( x a )2
2 2

, < x < +

( x a)

( x a )2

( x a )2

( x a)2
p ( x ) =
e
+
e
=
e
1
2
2 3
2 5
2 3

.. 0 x = a
+ -, x = a (6.25)
1
.
, pmax ( a ) =
2
.. 0 x = a
1
1
, ( a + ,
(a ,

2 e
2 e
(6.25) .
() 2 , ..
N a; 2 :
1

2 2

2 2

2 2

(
)
1
2
1

2e

, ,
M (X ) = a ,
(6.26)
D( X ) = 2 .
(6.27)

a . = const a
52

2006


. , . .-. . ..

, ,
.
a = const
,
1
pmax ( a ) =
, ..
2
1,
1
, Ox , pmax ( a ) =
2
,
.

, , (4.9)
(4.12)
, (6.25)
. (
), .
2
2 x 2t
( x ) =
e dt
(6.28)
2 0
,
, ()
1 1 xa
(6.29)
F ( x) = +

2 2

[ , ]
1 a
a
(6.30)
P ( x ) = F ( ) F ( ) =

.
2

, ,
,
> 0 ( ),
1 a + a
a a

P ( x a ) = P ( a x a + ) =

= .(6.31)
2


:
2 , .. N a; 2 ,
, (a 3 ; a + 3 ) :
3
P ( x a 3 ) =
(6.32)
= ( 3) = 0,9973 .

X
, 3 , , ..
:

53

2006


. , . .-. . ..

3
P ( x a >3 ) = 1
= 1 ( 3) = 1 0,9973=0,0027

..
, A = 0 .
=0
.
7. ,
:
( x 1)2

1
p( x ) =
e 72 .
6 2
,
.
. ()
, ,
,
= 1 = 6 .
M ( X ) = 1, ( X ) = 6 , D( X ) = 36 .
:
1 1 x 1
(6.33)
F ( x) = +
.
2 2 6
8.
15 ..
0,2 . .
, : ) 15,3 . .; )
15,4 . .; ) 14,9 15,3 . . ,
.
. = 15 = 0,2 ,
1 1 15,3 15 1 1 3
= + =
P ( X 15,3) = F (15,3) = +
2 2 0,2 2 2 2

1 1
+ 0,8664 = 0,9332.
2 2

1 1 15,4 15 1 1
P ( X 15,4 ) = 1 F (15,4 ) = 1 +
= 2 2 ( 2) =
2
2
0,2

1 1
= 0,9545 = 0,0228.
2 2
1 15,3 15
14,9 15 1

P (14,9 x 15,3) =

= (1,5 ) + ( 0,5 ) =
2 0, 2
0,2 2
=

1
( 0,8664 + 0,3829 ) = 0,6246.
2
54

2006


. , . .-. . ..

P( X 15 0,6) = 0,9973 , ,
15 0,6 X 15 + 0,6 . 14,4 X 15,6 .
9. , .
,
= 0,1 a = 10 , , 0,9973
.
.
= 0,1 ( (6.31)):

= 0,9973 .

= 3.
,

, = 3 = 0,3 .
X 10 < 0,3
0,3 < X 10 < 0,3 9,7 < X < 10,3
10. ,
.
175 , 6 .
,
170 180 .
. ,
(170;180 ) :
1 180 175
170 175
P (170 < x < 180 ) =

=
2
6
6

1
= ( 0,83) + ( 0,83) = ( 0,83) = 0,5935 0,6.
2
,
(170; 180) q=10,6=0,4.
, 5 170
180 :
P = 1 q 5 = 1 0,4 5 = 0,9898 .

55

2006


. , . .-. . ..

6

,


( ,
). ,
,
.
, .

,
, ,
.
.
1 ( ). X
,
A
M (X )
(7.1)
P( x > A)
A
M (X )
(7.2)
P( x A) 1
A
. ,
xi :
1
2

1
2

A xi :
1. A < x1 , x > A P ( x > A) = 1 .
1 x1 M ( X ) xn ,
M (X )
> 1 . (7.1)
A < M ( X )
A
.
2. A > xn , x > A P ( x > A) = 0 .
1 x1 M ( X ) xn ,
M (X )
> 1 . (7.1)
A < M ( X )
A
.
3. x1 , x2 ,..., xk A ,
xk +1 , xk +2 ,..., xn A . X
(5.2):

56

2006


. , . .-. . ..

M(X)= x1 p1 + x2 p2 + ... + xk pk + xk +1 pk +1 + ... + xn pn


k ,
M(X) xk +1 pk +1 + ... + xn pn .
xk +1 , xk + 2 ,..., xn
A ,
M(X)
.
M(X) A ( pk +1 + ... + pn ) pk +1 + ... + pn
A

X = xk +1 ,..., X = xn , ..
M (X )
.
X > A . P( x > A)
A
, X > A X A ,
P ( x > A) (7.1) 1 P ( x A) ,
(7.2).
.
1. ,
150 000 ,
50 000 .
M (X )
. P ( X > A )
,
A
50 000 1
= .
P ( X > 150 000 )
150 000 3
1
: P ( X > 150 000 ) .
3
2.
90. ,
240 .
M (X )
,

P ( X A) 1
A
90
P ( X 240 ) 1
= 1 0,375 = 0,625 .
240
: P ( X 240 ) 0,625 .
2 ( ). X ,
,
D( X )
P( X M (X ) > )
,
(7.3)
2

P( X M (X ) ) 1
> 0 .

D( X )

57

(7.4)

2006


. , . .-. . ..

. (7.1)
2
X = ( X M ( X ) ) , A = 2 :
P (( X M ( X ) ) > 2 )
2

M ( X M ( X )) 2

(7.5)

2
2
.. ( X M ( X ) ) > 2 X M ( X ) > ,
M ( X M ( X )) 2 = D ( X ) , (7.5) (7.3).
, X M ( X ) > X M ( X ) ,
(7.3) (7.4) ,
.
3. ,

.
. (7.3), ,
= 3 , D ( X ) = 2 :

2 8
P ( X M ( X ) < 3 ) 1 2 = = 0,889 .
9
9
4.
20 000 -, 200 -.

, 0,96?
. (7.3):
D( X )
P X M ( X ) < 1
.
2

D ( X ) 200 = 40 000 , 0,96:


40 000
40 000
40 000
2
1
0,96
0,04
, 1000 .

0,04
2
2
,
0,96 20 000 1000 , ..
X [19 000; 21 000].
: 19000 21000.
2


3 ( ). 1, 2,,
,
, .. D(Xi) C, n
:
+ 2 + ... + ( 1 ) + ( 2 ) + ... + ( )

lim P 1

< = 1. (7.6)
n

58

2006


. , . .-. . ..

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

:
X + X 2 + ... + X n
D 1

1 + 2 + ... + ( 1 ) + ( 2 ) + ... + ( )

< 1
P
2

, ,

,
:
X + X 2 + ... + X n D( X 1 ) + D( X 2 ) + ... + D( X n ) Cn C
2 = .
D 1
=
n
n2
n
n

, :
+ 2 + ... + ( 1 ) + ( 2 ) + ... + ( )

(7.7)
P 1

< 1 2 .

:
+ 2 + ... + ( 1 ) + ( 2 ) + ... + ( )

lim P 1

< 1.
n

1, ,
+ 2 + ... + ( 1 ) + ( 2 ) + ... + ( )
lim P ( 1

< ) = 1.

.
. (7.6) :
n

Xi

M (X )
i

.
(7.8)

n n
n
(7.8) ,
,
.
i =1

i =1

X
i =1

M (X )
i =1

, ,
n n
n
n

1 + 2 + ... + ( 1 ) + ( 2 ) + ... + ( )

<
(7.9)

, (7.8) .
, (7.9) ,
, n (7.9) 1,

59

2006


. , . .-. . ..


n .
. 1, 2, ,
,
, , > 0
+ 2 + ... +
< 1,
1

. ,
+ 2 + ... +

lim P 1
< = 1.
(7.10)
n

:
, ,
. ,
- , :
) ,

;
) (

);
) , ,
;

.

. ,
, ;

. ( )

,
( ) ,

.
.
( )
( )
( ).

5.
. ,

5 , , 1000

60

2006


. , . .-. . ..


0,5 .
.

1 n
1 n
C
P X i M ( X i ) < 1 2 .
n i =1
n

n i =1
n = 1000 , = 0,5 , C = 5 2 = 25 . ,

1 1000
1 1000
25
P
Xi
M ( X i ) < 0,5 1
= 0,9 .

1000 i =1
1000 0,25

1000 i =1
: P 0,9 .
4 ( ). n
,
p , n
p
:
m

lim P p < = 1.
(7.11)
n
n

P
m
p
(7.12)

n n
.
1, 2, , , Xi ( A .
6 ) i- .
Xi : 1( ) 0 (
q = 1 p). ,
(
(6.4 * ) D(Xi) = pq, p + q = 1, pq ). ,
Mi = p . (6.3 * ):
+ 2 + ... +
lim P( 1
< ) = 1.
n

1 + 2 + ... +
= , Xi , 1,

, , 0, .
m

, lim P p < = 1, .
n
n

. A (7.7),
(6.3 * ) (6.4 * )

m

pq
P p < 1 2 .
(7.13)
n
n

61

2006


. , . .-. . ..

6.
, 15 . 100
. ,
400
0,05.
. (7.13). n = 400 ,
= 0,05 . ,
15
= 0,15 .
p =
100
m

0,15 0,85
, P p < 1
= 0,8725 .
400 0,052
n

: P 0,8725 .
7. , ,
0,9. ,
0,95 ,
0,9 0,01?
. (7.13). p = 0,9 ,
q = 1 0,9 = 0,1 , = 0,01 .
:
0,9 0,1
900
1
0,95
0,05 n 18 000 .
n 0,0001
n
: n 18 000 .

62

2006


. , . .-. . ..

8
C
,
,
,
,
: X1, X 2 ,... X n .
- ,
( ), - .


G
X = ( X1, X 2 ,... X n ) .
G
x = ( x1, x2 ,... xn ) .
G
x = ( x1, x2 ,... xn )

G
X = ( X1, X 2 ,... X n ) .


(, Y)
,
X = xi
Y = y j ij=p(xi, yj)= P(( X = xi )(Y = y j )) ,
(, Y) (xi, yj):

Y
y1

yj

ym

x1
p(x1, y1)

p(x1, yj)

p(x1, ym)

x2
p(x2, y1)

p(x2, yj)

p(x2, ym)

xi
p(xi, y1)

p(xi, yj)

p(xi, ym)

xn
p(xn, y1)

p(xn, yj)

p(xn, ym)

[( X = xi )(Y = y j )] (i=1,2,,n; j=1,2,,m),


, xi, Y
yj, , ..
, 1, ..
n

pij = 1

i =1 j =1

,
. , =1
(X=x1, Y=y1), (X=x1, Y=y2),,
(X=x1, Y=ym), (=1)=p(x1, y1) + p(x1, y2) ++ p(x1, ym) (
, , =1).

63

2006


. , . .-. . ..

.
Y ,
, Y=yj.
1. :
Y

X
-2
0,1
0,15

-0,8
-0,5

3
0,3
0,25

6
0,1
0,1

.
. ,
:
-2
3
6

0,25
0,55
0,2

, Y:
-0,8
-0,5
Y
0,5
0,5
p

F(x, y) (X, Y)
X<x Y<y:

F(, )=P(X<x, Y<y).

(8.1)

y
.1.
F(, )
(X, Y) , .1,
(, ).
,
.

64

2006


. , . .-. . ..

.
, .

:

F(, ) =

pij

(8.2)

i
j
xi < x y j < y

:
1)

0 F(x, y) 1 ( F(x, y) ).

2)

F(x, y) :
F(x2, y) F(x1, y), x2 > x1;
F(x, y2) F(x, y1), y2 > y1.

. F(x2, y)=P(X<x2, Y<y)=P(X<x1, Y<y)+p(x1X<x2, Y<y)


P(X < x1, Y < y) = F(x1, y). .

3)

) F(-, y) = 0;

b) F(x, - ) = 0; c) F(- , -) = 0; d) F( +, +) = 1.

. ), b) ) (
<- Y<-), d) ,
.

=+
4)
:
F(x,+) = F1(x).

(8.3)

=+
Y:
F(+, y)=F2(y).

(8.4)

. Y<+ , F(x,+)=P(<x)=F1(x).
.

P[( x1 < X < x2 )( y1 < Y < y2 )] = F ( x2 , y2 ) F ( x1, y2 ) F ( x2 , y1 ) + F ( x1, y1 )

(8.5)

(X, Y) ,
F(, ) ,

65

2006


. , . .-. . ..

, :
2 F ( x, y )
xy

(
)
2-
:
f ( x, y ) =

2 F ( x, y )
.
xy

(8.6)

.

0, 0.

:
f(x, y) 0 (. :
1)
, ,
, ).
2)

y x

F ( x, y ) =

f ( x, y)dxdy

(8.7)

(c ).
3)

+ +

f ( x, y )dxdy = 1

(8.8)

( , ,
).
4)

D.
, ,
( )
f(x, y), D. ,
, .
f ( i , i )xy ,
( i , i ) , .

66

2006


. , . .-. . ..

D
n

i =1

f ( i , i )xy ,

P(( X , Y ) D) = f ( x, y )dxdy.

(8.9)

,
, (8.3) (8.7) ((8.4)
(8.7)):
+ x

F1(x)=F(x,+)= f ( x, y )dxdy

(8.10)

y +

F2(y)=F(+,y)= f ( x, y )dxdy

(8.11)

d f ( x, y )
dF ( x) dF ( x, )
= f ( x, y )dy.
f1 ( x) = 1
=
=

dx
dx
dx

(8.12)

f 2 ( y) =

f ( x, y)dx.

(8.13)


, Y
(, Y=1). ,
=1, =2,, =, Y=1.

, . ,

( xi | y1 ) =

P(( X = xi )(Y = y1 ))
.
P(Y = y1 )


, Y :

67

2006


. , . .-. . ..

( xi | y j ) =

P (( X = xi )(Y = y j ))
P (Y = y j )

(8.14)

Y:
p ( y j | xi ) =

P (( X = xi )(Y = y j ))
P ( X = xi )

(8.15)

2. Y=-0,8
Y =3 ,
1.
.
( x1 | y1 ) =

0,1 1
0,3 3
0,1 1
= = 0,2; ( x2 | y1 ) =
= = 0,6; ( x3 | y1 ) =
= = 0,2.
0,5 5
0,5 5
0,5 5

( 1 | 2 ) =

0,3
6
= ;
0,55 11

( 2 | 2 ) =

0,25 5
= .
0,55 11

f ( x | y ) = f y ( x)
Y=
f ( | ) = f y ( x) =

f ( x, y )
=
f2 ( y)

f ( x, y )

(8.16)

f ( x, y )dx

Y =:
f ( | ) = f x ( y ) =

f ( x, y )
=
f1 ( )

f ( x, y )

(8.17)

f ( x, y )d

, ,
.
k, s
(, Y) Xk Ys:

k,s=M(XkYs).

68

(8.18)

2006


. , . .-. . ..

k , s = xik y sj pij ,
i

(8.19)


+ +

k , s = x k y s f ( x, y )dxdy.

(8.20)

k, s
(, Y) (X M(X))k
(Y M(Y))s:

k,s=M(((X M(X))k(Y M(Y))s).

(8.21)


k , s = ( xi M ( X )) k ( y j M (Y )) s pij
i

(8.22)

k , s = ( x M ( X )) k ( y M (Y )) s f ( x, y ) dxdy

(8.23)

() = 1,0, M(Y) = 0,1, D(X) = 2,0, D(Y) = 0,2.


(), M(Y), D(X), D(Y)

: y(), Mx(Y),
Dy(X), Dx(Y).
,
+

M y ( X ) = xf y ( x) dx

D y ( X ) = ( x M ( X )) 2 f y ( x ) dx


( )
1,1:

Kxy=1,1=M(((XM(X))(YM(Y))).

69

(8.24)

2006


. , . .-. . ..

= ( xi M ( X ))( y j M (Y )) pij

(8.25)

i j

= ( x M ( X ))( y M (Y )) f ( x, y ) dxdy

(8.26)

:
= M ( XY ) M ( X ) M (Y )

,
= M ( XY Y M ( X ) X M (Y ) + M ( X ) M (Y ))
:

(8.27)

= M ( XY ) M (Y M ( X )) M ( X M (Y )) + M (M ( X )M (Y )) =
= M ( XY ) M (Y ) M ( X ) M ( X ) M (Y ) + M ( X )M (Y ) = M ( XY ) M ( X ) M (Y )

.
X Y ,
Kxy=0.
, Y Kxy=0. ,
f(x,y)=f1(x)f2(y),

K xy = ( x M ( X )) f1 ( x) dx ( y M (Y )) f 2 ( y ) dy = 1 ( x)1 ( y ) = 0.

, .
, ,
, .
, ,
. , Y=aX+b, K xy = x y .


rxy =

K xy

x y

(8.28)

70

2006


. , . .-. . ..

1.
| rxy | 1.
. , | K xy | x y . ,
Z 1 = y X x Y ,
: D( Z1 ) = 2 x2 y2 2 x y K xy . ,
2 x2 y2 2 x y K xy 0,

| K xy | x y .

K xy

x y

= rxy 1,

, f(x, y)==const
0 .
a x b, c y d .
1
1
S = (b a)(d c)
f ( x, y ) = np

,
.

, (8.8):
+ +

bd

ac

f ( x, y ) dxdy = Cdxdy = C (b a )( d c) = 1 C =

1
(b a )( d c )

:
y x

1
( x a)( y c)
F ( x, y ) =
dxdy =
a<x<b, c<y<d,

(b a)(d c) c a
(b a)(d c)

F(x, y)=0 x a y c,
F(x, y)=1 x b, y d.
, ,
4 , :
F1 ( x) =

xa
,
ba

F2 ( y ) =

yc
.
d c

71

2006


. , . .-. . ..



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. C .
.
27. C .
.
28. .
29.
.

72

2006


. , . .-. . ..


1
.
.

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

( ),

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

() .
:
1. ,

;
2.
.
:
) ;
; , ;

..
)
, .

( ),
( ) .

.

73

2006


. , . .-. . ..


,
. ,
,
.
, x1 , x 2 , , x N
, .
.
,
( ,
, ).
,
n x1 , x2 , , xn .
,
, .
x max
xmin : = x max x min .
( ) ( n
N ) . , , 1000
85,
N =1000, n =85.
,
, ,
. (),

. , .
. , ,
, ,
.
, , ,
.
( ),
( ..),
() . ,
(). ,
x1 , x2 , , xn
(1.1)
. .
x1 , x2 , , xn ,
(
).
( , ),
(
). .

74

2006


. , . .-. . ..

() , ~
x1 . ,
, ~
x1
. n

() .
k
~
(1.2)
x1 , ~
x2 , , ~
xk
, ( ).
(1.2) k .
~
x1 , ~
x2 , , ~
xk . (1.2),
, .
(1.2) ,
x1* , x2* , , , xr* .
x1* n1 , x2* n2 ,, xr* nr
r

* *
ni = n , n , x1 , x2 ,

i =1

.
, xr*

. ni , i = 1, 2, , p , ,
ni n i :
r
r n
n
1 r
i = i , i = 1, p; i = i = ni = 1.
(1.3)
n
n i =1
i =1
i =1 n
=n

i
x1
x2
xr
r

pi
p1
p2
pr
pi = 1
i =1



.

( xi , ni ) , i = 1, k , x1 , x2 ,, xk
, n1 , n2 ,..., nk x1 , x2 ,, xk ,
k

ni = n .

i =1

xi
x1
x2
xk
k

ni
n1
nk
n2
ni = n
i =1


.
( )
( xi , ni ) , i = 1, k , ( xi , ni n ), i = 1, k (

75

2006


. , . .-. . ..

xi , ni
i ):

1. ,
( ) 7, 17, 14, 17, 10, 7, 7, 14, 7, 14;

xj : 7, 7,7,7, 10, 14,14,14,17,17 , j = 1,2,, n , n = 10;
n1 = 4

n2 = 1

n3 = 3

n4 = 2

( i = 1,2,, k , k = 4):

7
4

xi
ni

10
1

14
3

17
2.

(,
),
.
( xmin xmax ) k h ( k
5 20) n i (
i ) , . ni h
, i h .
xi* i - , ni ,
i - ( ,
, ). ,
,
xi* , :

xi
x1
x2
xk

ni

n1

n2

nk

ni = n

i =1

2. ,
( ) 3,14; 1,41; 2,87; 3,62; 2,71; 3,95;

xj : 1,41; 2,71; 2,87; 3,14; 3,62; 3,95; j = 1,2,, n , n = 6;

( i = 1,2,, k , k = 3):

xi
ni

12
1

23
2
76

34
3.

2006


. , . .-. . ..

.

, ,
h i h ,
i .


, i h
. , i -
i , i - .
,
(.. 1),
n .
3. 80
(.):
xi 150 250 350 450 550 650 750
1
3
7
30 19 15
5 .
ni
. (.) .
.
k = 7,
(
).
.
(. 1).

77

2006


. , . .-. . ..

35
30
25
20
15
10

5
0
0

100

200

300

400

500

600

800 x

700

. 1

4. 100
():

xi1xi 2224 2426


2
12
ni

2628
34

2830
40

3032
10

3234
2.

. ().
, .

(.
2),

h = ( x k x0 ) k = (34 22) 6 = 2 (k = 6) ni h :

xi1xi 2224 2426


1
6
ni h

2628
17

2830
20

28
26
. 2

30

3032
5

3234
1.

n/h
20
15
10
5
0
22

24

78

32

34

2006


. , . .-. . ..


( )
; n x ,
, x , .. < x ; n
( ). < x
nx n . x nx n , .. nx n
x . (..
) , .
( )

n
(1.4)
F * ( x) = x ,
n
x < x .
(1.4) n x , x (n x = ni , xi , n
xi < x

). :
nx
F * ( x) = i
xi < x n

(1.5)

, , F * ( x3 ) F * ( x3 ) = nx3 n , n x3 ,
x3 :

xi1xi x0 x0x1 x1x2

xi1xi

xk1xk
F (xi)
0
F (xk1)+ k = 1;
1
F (xi1)+ i
1 + 2
F ( x)
.
F * ( x) F ( x) ,
F ( x) < x , F * ( x)
. F * ( x) F ( x) .
F * ( x) :
1. F * ( x) [0,1]; F * ( x) [0;1];
2. F * ( x) ;
3. x1 , xk , F * ( x) = 0
x x1 , F * ( x) = 1 x > xk ;
4. F * ( x) .
F * ( x)
F ( x)
.

79

2006


. , . .-. . ..

5.

2
6
10
3
xi
n = ni = 60.
i =1
ni 12
18
30
. x1 = 2 , , F * ( x) = 0
x 2 ; x3 = 10 , F * ( x) = 1 x > 10 .
2 < x 6 F * ( x ) = nx n =

ni

n =12/60=0,2, 6 < x 10

xi < x

F * ( x) =(12+18)/60=0,5.

F * ( x) , :
0, x 2
0,2 , 2 < x 6

*
F ( x) =
,
0
,
5
,
6
10
<

1, x > 10

i (x i , i )
12
18
30
1 = = 0,2, 2 = = 0,3, 3 = = 0,5, i = 1 .
60
60
60

80

2006


. , . .-. . ..

2
.

, ,
.

. , :

0 0,5 1 1,5 2 2,5

, [0,5;2,5] .

ni

, .
, , ,
. -

, . ,
, (
( x a )2

2
2
f ( x) =
e 2 ),
2
: a .
,
.
.

M , D ,
. (.. )
.
.
.

81

2006


. , . .-. . ..

.
,
. .
() x1 , x 2 ,, x n
, n ,
.
( ) n*

f ( x1 , x 2 , , x n )
() x1 , x 2 , , x n ,
. x1 , x 2 , , x n

, n*
,
n .
().
.
,
*
n = f ( x1 , x2 ,, xn ) ( * ), x1 , x2 , , xn
n () .
* :
1. , , * ,
, ,
..
(2.1)
M (* ) = .
, (2.1), .
,
.

.
,
.
2. , n
* , ..
P

n lim P( * < ) = 1
*

(2.2)

, (2.2), .
* ,
D(* ) 0 n ,
(2.3)
* .
D(* )
*
P( < ) 1 2

82

2006


. , . .-. . ..

3. 1* *2 , 1*
, *2 ,
D* < D* .
1

(2.4)

,
min D.
,
n .

.
x
.
x1 , x 2 , , x N
N ,
N

xi

x = i =1 .
(2.5)
N
x1 , x2 ,, x k
k

N1 , N 2 , , N k , N i = N ,
i =1

x=

xi Ni

i =1

(2.6)

..
, .

n .

x M ,
D D ,
S .
x1 , x2 , , xn n ,
n

xi

x = i =1 ,
(2.7)
n
.. x
. x1 , x 2 , , x k
k

n1 , n2 , , nk , ni = n, ,
i =1


83

2006


. , . .-. . ..
k

ni xi

i =1

x =

,
(2.8)
n
.. ,
. ,
M * M
x , . . M * = x
, .. x1 , x 2 , , x n
, ,
n

(2.7)

xi

n
1
1 n
1
M xi = M ( xi ) = nM = M ,
n
n i =1
n i =1
n
(2.1)
*

M (M ) = M

i =1

.. M *
.
DM * :
n

xi

n
D
1
1 n
1
DM * = Dx = D i =1 = 2 D xi = 2 D( xi ) = 2 nD =
,
n
n
n i =1
n i =1
n
D . DM * 0 n ,

(2.3) , M *
.
: D = M [ M ]2 . D
[ M ]2 , D
:
N

( xi x )

2 = i =1

(2.9)

2
( xi x ) Ni

2 = i =1

D =

(x x )
i =1

D =

n (x x )
i =1

(2.9*)

n
i

Ni = N

i =1

(2.10)
2

n = n.
i =1

(2.10*)

D 2
. .
84

2006


. , . .-. . ..

D
.
(2.10):
1 n
1 n
D = ( xi x ) 2 = [( xi M ) ( x M )]2 =
n i =1
n i =1
n
n
1
1
1
= ( xi M ) 2 2 ( x M ) ( xi M ) + n ( x M ) 2 =
n i =1
n
n
i =1
2
2
1 n
1 n
= ( xi M ) 2 ( x M ) 2 + ( x M ) 2 = ( xi M ) ( x M ) 2 .
n i =1
n i =1
D :
2
1 n
1
MD = M ( xi M ) M ( x M ) 2 = n D D =
n i =1
n
D
D
n 1
= D = D =
D .
(2.11)
n
n
n
(2.11) , .. MD D , :

n 1
D .
n
D ,

MD =

1 n
( xi x ) 2 = S 2 .
(2.12)

n 1 i =1
, (2.1)
n
1
n
1 n
n
n n 1
M ( xi x )2 =
MS 2 =
M ( xi x )2 =
MD =
D = D .
n 1 i=1
n 1
n i=1
n 1
n 1 n
.

1 n
2
S =
( xi x ) 2 .
(2.13)

n 1 i =1
x1 , x 2 , , x k n1 , n2 ,, nk ,

1 k
2
S2 =
(2.13*)
ni ( xi x ) .
n 1 i =1


D

S=

( xi x )2
i =1

,
(2.15)
n 1
, , .
(2.10) (2.13), (2.10*) (2.13*) ,
. ,

85

2006


. , . .-. . ..

n (2.10), (2.10*)
(2.13), (2.13*) .
n < 30 .
D :
2

k
n
k

x
n
x
__

i
i
i

ni xi
i =1
D = x2 ( x ) 2 = i =1 i =1 = i =1
(2.16)
.
n
n
n
n

R = max min
n

xi2

100 % ( x 0 ) .
x
. ,
v < 33 % , .
1.
:
1
2
3
4
xi
v=

ni

20

15

10

n=50

.
__
20 1 + 15 2 + 10 3 + 5 4
20 1 + 15 4 + 10 9 + 5 16
= 2; x2 =
x =
= 5.
50
50

__
k
1
50
D = x2 ( x ) 2 = 1; S 2 =
ni ( xi x ) 2 = .
49
n 1 i =1
, xi ,
, x
, .. ui = xi c.
Dui = Dxi .

__

niui

i =1
D (ui ) = ui2 (ui ) 2 = i =1

n
n

Mui = Mxi Mc = x c.
k

niui2

(2.17)
(2.18)

,
k

x = +

ui ni
i =1

86

(2.19)

2006


. , . .-. . ..

2.
xi
1250
1270
1280
n=10
ni
2
5
3
.
. ,
. =1270,
ui ui = xi 1270.

ui
-20
0
10
ni
2
5
3

20 2 + 10 3
= 1269.
x = 1270 +
10
3. 80
(.):
xi 150 250 350 450 550 650 750
1
3
7
30 19 15
5.
ni

.
. (.) .
:

, (i ,.)
( ni )

150
250
350
450
550
650
750

1
3
7
30
19
15
5
80

i ni

(i x )2 ni

i2 ni

150
750
2450
13500
10450
9750
3750
40800

129600
202800
179200
108000
30400
294000
288000
1232000

22500
187500
857500
6045000
5747500
6337500
2812500
22040000 .

1 k
40800
= 510 (.)
xi ni =
80
n i =1
.
.
1 k
123200
1) (2.10) D = (xi x ) 2 ni =
= 15400.
80
n i =1
2) (2.16)
1 k
22040000
D = x 2 x2 , x 2 = xi2 ni =
= 275500.
80
n i =1

x =

87

2006


. , . .-. . ..

D = 275500 (510)2 = 15400.

= D = 15400 124
(
124 .)
R = max min = 750 150 = 600 (.).

124
v = 100 % =
100 % 24,3 %.
510
x
24,3 %<33% , .

4.
( 2).
. ()
. .
, ,
.
xi1xi xi . :

1 (, ): xi1xi

2224
2426
2628
2830
3032
3234

x =

( ni )
2
12
34
40
10
2
100

xi

xi ni

( xi x )2 ni

( xi )2 ni

23
25
27
29
31
33
-

46
300
918
1160
310
66
2800

50
108
34
40
90
50
372

1058
7500
24786
33640
9610
2178
78772 .

1 k
2800
= 28 () .
xi ni =
n i =1
100
.
1 k
372
= 3,72 ;
1) D = ( xi x ) 2 mi =
n i =1
100
1 k
78772
2
2
2
= 787,72 ;
2) D = ( x ) x2 , ( x ) = ( xi ) mi =
n i =1
100
D = 787,72 (28)2 = 3,72.

= D = 3,72 1,93 (),



1,93 .
R = max min = 34 22 = 12 ().

1,93
v = 100 % =
100 % 6 ,9 % .
28
x

88

2006


. , . .-. . ..

( )

, .. .
,
. ,
, ,
.
,

.

.
,

( x a )2

1
2
e 2 , a = M , = D .
2
a ,
x1 , x2 ,..., xn .
.
.
( = 0,95; 0,99; 0,9) ,
. , > 0 ,
,
, :
f =

P * < = .

(2.20)

, -
* , .
= 1 .
(2.20) :
P (* < < * + ) = .
(2.21)
(2.21) ,
I ,

I = (* ; * + ) ,

(2.22)

, .. * I .
, 2 , .. , ,
. (2.21)
I , ,
I :
89

2006


. , . .-. . ..

0 1

* , 1 = * , 2 = * + .

(), I .
(1 , 2 )

= 1 , ""
, ..
P( (1 , 2 )) = P(1 < < 2 ) = .
(2.23)
1 2 .

, .
.,
..
1 2 .

* .
* ,
.
, (2.20). ,
* ,
, , , .




,
. a
x , .. ,

a . x (.. x
), x1, x2 , ... xn
(..
F (x) )
1, 2 , ... n ( ).

. (1894-1981) -
. (1890-1962)

90

2006


. , . .-. . ..

x1, x2 , ... xn

xi = , i = 1, n.
, ,

a , .. M xi = a,


M = a, D =

, =

.
n
n
P ( a < ) = ,

P( a < ) = ( ) , , , =
,

n
t
n
n
. , =
P(| a |< ) =
.
= (t ), t =

t
, P(| a |< ) = (t ). , ,
n
x ,
t
t

P x
< a < x +
( 2.24 )
= t = .
n
n

, ( )
t
t

, x
; x +

n
n

a
t
. t
=
n
(t ) = , ( x) .

( )

t,

, .
3. = 3 .
a
x , n = 36
= 0.95 .

( )

. t = = 0.95 .

t = 1.96 ; , =
t 1.96 3
=
=
= 0.98. ( x , x + )
6
n

91

2006


. , . .-. . ..

( x 0.98, , x + 0.98). , 0.95


( x 0.98, x + 0.98 ) .
: = 0.95 ,
, 95%
,
a ; 5% a
.
4.

.
400 ,
. 9,4 . ,
,
0,97 ,
, , = 1,7 .
. .
= 1,7,
. n = 400,
: x = 9,4. = 0,97
a :
t
t
.
x
< a < x +
n
n
0,97
= 0,485
(t)
2
2,17 1,7
2,17 1,7
t = 2,17; : 9, 4
< a < 9,4+
,
400
400
9,4 0,18 << 9,4 + 0,18. , 9,22 < < 9,58,
9,22 9,58 (
= 0,97).
.
= 0,99, (t) = 0,495, t = 2,58. :
2,58 1,7
2,58 1,7
9, 4
< a < 9,4+
, 9,4 0,22 << 9,4 + 0,22 .
20
20
: 9,18 < < 9,62.



, .
a
() .

92

2006


. , . .-. . ..

, ..
. x1, x2 , ... xn
x S 2 .
, ,
t , n S
t , n S

(2.25)
P x
< a < x +
=.
n
n

t , n S
t , n S

, x
; x +

n
n

a .
n t , n ( t ,n = t ( , n) ).
5.
. n=16 x = 20.2
S = 0.8.

=0.95.
. t n=16, =0.95 t , n =2.13.

S
2.13 0.8
S
2.13 0.8
x t , n
= 20.2
= 19.774; x + t , n
= 20.2 +
= 20.626.
4
4
n
n
, =0.95 a
(19.774, 20.626).
6.

.
30 .

.
6,85 , S = 0,7 . ,
, = 0,95
,
.
. .
.
n = 30,
: x = 6,85; S = 0,7. = 0,95
a :
t , n S
t ,n S
,
x
< a < x +
n
n

93

2006


. , . .-. . ..

t,n t- t,n = t(0,95; 30)=2,045.


:
2,045 0,7
2,045 0,7
, 6,85 0,26 << 6,85 + 0,26 .
6,85
< a < 6,85+
30
30
, 6,59 < < 7,11 , = 0,95

6,59 7,11 .

,
,
,
:
) (2.24):
t 2 2
(2.26)
n= 2 ,

t = .

( )

)
, S 2 , 2 S 2 ,
:
t 2 S 2
(2.27)
n= 2 ,

7. ,
, 0.2
0.98,
= 4.
. (t ) = 0.98 t = 2.33 .
(2.30) : n =

t 2 2
2

2.332 16
2171 .
0.22

94

2006


. , . .-. . ..

3


. ,

, ,
,
..

.
,
(, ), :
.
.
, ,
. ,
0 , : = 0 .
.

, .
, , , ,
.. ,

.
.
,
.
,
. ,
. ,
" A 13 ", "
a = 0, 2 = 1 "
: " A
13 1 2 ", "
". ,

. ,
, .
, , ,
.
,
.

95

2006


. , . .-. . ..

()
H 0 . , , ,
, ,
,
H 0 : a = a0 , = 0 . H 0
() H1 . H 0 ,
.
() H1 ,
H 0 . H 0 H1
,
. , H 0 : = 0 ,
H1 : 0 , H1 : > 0 ,
H1 : < 0 .
,
.
, .

: ,
;
. , .
, :
1) , ;
2) , .

. , ,
:
,
,
,
(. ).
H0
H 0
H 0

II

I , .. H 0 ,
, .
= 0.1, 0.05, , 0.01. : = 0.05 5
100 I , ..
. II , ..
H 0 , , .
1 II , ..
H 0 , , .

96

2006


. , . .-. . ..


, " " ( "
"),
,
, " ",
,
. I
, , , ,
II ,
.
H 0
K ,
. K ,
H 0 , ( ).


() K .


,
(
), .

K , H 0 .
(
) K ,
H 0 .
.
K K
, ;
, .
K ,
. ,
, .
, .
() k ,
.
1.4 ,

,
( I , II
). I II ( )
97

2006


. , . .-. . ..

.
. ,

, .

.
I , II .
I II ,

, ,
II .
( )
.

K > k p , k p > 0 .

K < k p , k p < 0 .

K < k1 , K > k 2 , k 2 > k1 .


,
K < k , K > k , k p > 0
, , K > k .
? K = K ( x1 , x 2, , x n )
, H 0 , k 0
, k 0 R. ,
K > k p , k p > 0 .
k p . P( K > k 0 )
, H 0 . , k 0
P( K > k 0 ) . k 0 ,
P( K > k0 ) . ,
k p
P( K > k p ) = .
k p ,
H 0 , K
, k p , :
P( K > k p ) = .
(3.1)
(,
, 2 , -, .)
98

2006


. , . .-. . ..

, k p ,
. k p
() K K . ,
K > k p , (.. ),
H 0 . , H 1 .
K < k p ,
H 0 . , H 0 . ,

( ).
K < k p ,
k p < 0 . k p ,
H 0 , K
, k p , :
P ( K < k p ) = .
(3.2)

K < k1 , K > k 2 , k 2 > k1 . k1 , k 2 ,


H 0
, K , k1
k 2 , :
P ( K < k1 ) + P ( K > k 2 ) = .
(3.3)
,

k p k p , k p > 0 , P ( K < k p ) = P( K > k p ) , P ( K < k1 ) + + P ( K > k 2 ) =

P( K > k p ) = .
(3.4)
2

.
,
.
H 0 ,
, ,
.

,
,
.
,
. ,
, .
99

2006


. , . .-. . ..

,

.

(..
) 2 .


X ,
D ( X ) = 2 (.. ).
a , ,
() a0 . , X
xi , , , a
a0 . ()
, x ,
x a0 . ,
; ,
.
X x1,, xn

n , x . 2 .
, x1,, xn X1,, X n ,
, ,
( , , ..).
x
H 0 : a = a0 a
a0 .
x , ..
M ( X ) = a , H 0 : a = a0 H 0 : M ( X ) = a0 .
, ,
X a0 , ..
X a0 .
H 0

( X )=

U=

X a0
(X )

(.

1.4.1) H 0

U=

X a0

U
N (0;1) (.. a = 0, = 1 ).

100

2006


. , . .-. . ..

H1 . H 0 ,
U U ,
.
1.
H 0 : a = a0 a
2
a0 H1 : a a0 ,
x a
U = 0 n

(3.5)



( u ) = 1 .
(3.6)
U < u H 0 ; U > u
H 0 .
2. H1 : a > a0
u

( )

u = 1 2

(3.7)

U < u H 0 ; U > u
H 0 .
3. H1 : a < a0
u 2,
= u . U > u
u
H 0 ; U <u H 0 .
. 1 , H 0

u < U < u ,

U (; u ) (u ; +)
1. = 0.49
n = 49
x = 21.7 . = 0.05 H 0 : a = a0 = 21
H1 : a > 21 .

21.7 21
x a
49 = 10 .
U = 0 n =
0.49

H1 H1 : a > 21 ,
. 2 u

( )

u = 1 2 = 1 2 0.05 = 0.9 .

u = 1.65. U = 10 > 1.65 , H 0


. ,
.

101

2006


. , . .-. . ..

, D ( X ) = 2 ,
, (.. ).
, , .
H 0
X a0
n 1 ,
(3.8)
T=
S
S "" .
T k = n 1 .
,
D ( X ) = 2 ,
.
1. ,
H 0 : a = a0 a

2
a0 H1 : a a0 ,
x a0
n 1
(3.9)
T =
s
,
, ,
k = n 1 t.. ( ; k )
. T < t.
H 0 ; T > t. H 0 .
2. H1 : a > a0
,
, k = n 1
t.. ( ; k ) .
T < t.

H 0 ;

T > t. H 0 .
3. H1 : a < a0 2
"" t.. ( ; k ) ,

t .. ( ; k ) =t.. ( ; k ) . T >t.
H 0 ; T <t. H 0 .

,
(3.8):
t
x = a 0 +
s
(3.10)
n 1
102

2006


. , . .-. . ..

2. n = 20 ,
, x = 18
"" s = 4.5 .
0.05 H 0 : a = a0 = 17
H1 : a 17 .
. :
x a0
18 17
n 1 =
19 = 0.99 .
T =
4.5
s
H1 : a 17 ,
= 0.05 ,
,
k = 20 1 = 19 , 1,
t.. ( ; k ) = t.. (0.05;19) = 2.09 . T = 0.99 < < t. = 2.09 ,
H 0 : a = a0 = 17 . ,

.
3.
a0 = 120
.. 10
x = 135 .. s = 20 ..
0.05 , .
x ,
130 ..
. H 0 : a = x = 120
H1 : a > 120 . 2 ,
t .
:
x a0
135 120
T =
n 1 =
10 1 = 2.25 .
s
20
H1 : a > 120 ,

= 0.05 , ,
k = 10 1 = 9 ,

2,

t.. ( ; k ) = t.. (0.05;9) = 1.83 . T = 2.25 > 1.83 ,


H 0 , .. 5%-
.
H1 : a > 120 ,

(3.10):

103

2006


. , . .-. . ..

20
= 132.2 ..
n 1
10 1
, x (132.2; + ) .
4. ,
18.2 . 50
, x = 18.9 , S = 2.18 .
= 0.05 ,
?
. H 0 : a = a0 = 18.2
H1 : a 18.2 . 1 .
T t.. . :

x = a 0 +

s = 120 + 1.83

x a 0
18.9 18.2
n 1 =
50 1 0.5
s
2.18
t.. ( ; k ) = t.. (0.05;49) = 2.02

T =

T = 0.5 < t.. = 2.02 ,


H 0 . .. 95% ,
.

-
, ,
..
, , x* , x1, x2 ,..., xn ,

x* .
.
x1, x2 ,..., xn x
S .
H 0 : x = x* x*

x x*
(3.11)
T=
S
t = n 1 .
H1 : x > x* x < x*
,
. H 0 , T. > t. , ,
T. < t.
5. 8
(/):
26.5 26.2 35.9 30.1 32.3 29.3 26.1 25.0
104

2006


. , . .-. . ..

,
x* = 35.9 .
( ) 5%- ?
. x* = 35.9 ,

xi

26.5 + 26.2 + 30.1 + 32.3 + 29.3 + 26.1 + 25.0


x = i =1 =
= 27.93 (/)
n
7
1 n
1
2
2
2
( xi x ) 2 = ( 26.5 27.93) + ( 26.2 27.93) + ( 30.1 27.93) +
S2 =

6
n 1 i =1

+ ( 32.3 27.93) + ( 29.3 27.93) + ( 26.1 27.93) + ( 25.0 27.93)


2

) = 7.109

S = 2.67 (/)
x x* 27.93 35.9
=
2.98 .
T. =
S
2.67
t. = t1 2; n 1 = t0.9; 6 = 1.94 .

T.

t.

( T. > t. ),

H 0 : x = x*

x* ) . ,
x* = 35.9 , .
.
(
), ,

.
0, ,
0.

M

p0 n
n

,
U=
p0 q0

(3.12)

M(U)=0, (U)=1 (
). q0=1p0.
(

pq
).
n

105


. , . .-. . ..

2006

1)
0: = 0, 1: 0,
,
.
, ,

( ) = 1 ,
(; ) ( ;+) .
:
U

p0 n
n

=
.
p0 q0

(3.13)

|U|<u, .
|U|>u, .
2)
1: >p0,
U>u, ,
(U>u)=. (0 < U < u ) = 1 2 . ,
, ( ) = 1 2 .
(3.13).
U<u, .
U>u, .
3)
1: < p0
U <- u, ,
.
U > - u, .
U < - u, .
6. 50 ,
0,12.
=0,01 0: =0,1
1: >0,1.
.

U =

(0,12 0,1) 50
0,1 0,9

= 0,471.

, ()=1 2 0,01 = 0,98.


=2,33. , U<u,
, =0,1, .

1.6
. ,
, (,
),

:
H 0 : A.

106

2006


. , . .-. . ..

,
,
.
,
.
:

, ,
,
.
.

.
2 (
).

, ,
.
ni (.. )
ni (..
) , , , .
() () ?
.

, X
. .
1. X ( n )
k ( xi , xi +1 ) ,
(x +x )
xi* = i i +1
2

. ni

xi* , i - .
:

xi
x 1*
x 2*
xk*
k

ni
n1
n2
nk
ni = n
i =1

2. x* * .
3. X , ..
( zi , zi +1 ) :

Z=

( X x* )
*

( x x* )
( x x* )
zi = i
, zi +1 = i +1
,
*
*

z1 = , zk = + .

107

2006


. , . .-. . ..

4. pi X
1
( xi , xi +1 ) pi = ( ( zi +1 ) ( zi ) ) ( ( z )
2
). ni = npi .
n
X

xi
x1
x2
xk
k

ni
n1
n2
nk
n =n
i =1

ni .

H 0 : { }.
H 0
2
n n
k
2 = i i
(3.14)

n
i =1
i
, .. ,
. , 2 0 ni ni , ..
ni ni ,

2 . , (3.14)
.
, n (3.14)
2 . (3.14)
2 , 2 .
= k r 1 , k
( ), r
, (
r = 2 , = k 3 ).
(..
"" H 0 ), , ,
H 0 ,
:
2
P [ 2 >
( ; )] = . ,
2
2 >
( ; ) , H 0
2
2 <
( ; ) .
(3.14), ,
2
.

108

2006


. , . .-. . ..

H 0 .
H 0 : {
},
ni 2

( ni ni )2 .

ni
= k 3
2 (; ) .
i =1

2 < 2 (; ) ,
H 0 (. 5)).
2


2
(; ) , H 0
2 >

(. 5)).
f (

=P ( 2> 2)

a).

f ( 2 )

=P ( 2> 2)

2 2

. 5

, 2

k n2
2
.
(3.15)
i n=

n
i =1 i

109

2006


. , . .-. . ..

, (3.14) :
2

n n
l
l n 2 2n n n 2
l n2
i
i
2
i
i
i
i
i
=
=
=

+
2n + n =
i i

n
n
n i = 1 n
i =1
i = 1 ni
i
i
i
i

l
l
l
l n2
l n2
l n2
l n2
i
i
i
=
2 n + npi =
2n + n pi =
2n + n = i n
i
i =1
i =1
i =1
i = 1 ni
i = 1 ni
i = 1 ni
i = 1 ni

7. 0,05,
,
, ,
:
ni

14

18

32

70

20

36

10

ni

10

24

34

80

18

22

12.

. 0 1.
0: .
1: , .
.
2
k ( n n )
2
i
i
=
,
ni
i =1
2 = k 3 = 7 3 = 4 .
2 .
:
2
( ni ni )
ni
ni
ni

14
18
32
70
20
36
10
200

10
24
34
80
18
22
12
200

1,6
1,5
0,118
1,25
0,222
8,909
0,333
13,932 .

2
2
2

13,93;
(0,05; 4) = 9,5 ( ).

2
2
2

(0,05; 4).
>
(0,05; 4),

(. . 5)),
, ,
, ,
.
110

2006


. , . .-. . ..

4
.

.
X Y ,

(,
).
, .. .
.

(,
)

,
.
,
, ,
, ,
.

,
... ,
Y X . , ,
,
. x
, ..

M x (Y ) ( M (Y X = x) ,
.. Y , ,
X x ) x .
.
( )

.
, , :

;

, .
Y , X
, .
1. Y , X
. (
)
, .. Y
X : Y f ( X ) . , ,

111

2006


. , . .-. . ..

,
. , Y X
().

.
Yx = M (Y X = x) Y
X = x.

, , .. .
, x1 = 2 Y y1 = 3, y2 = 7, y3 = 5,
y + y2 + y3 3 + 7 + 5
=
= 5 .
y x1 = 1
3
3
M x (Y ) Y x : M x (Y ) = f ( x) ,
Y X . x
, .. Yx = f (x) x ,
, Y X .
Y X
Yx x .
y = f ( x ) Y X .
f ( x ) Y X , Y
X .
X
M y ( X ) ( M ( X Y = y ) ,

X y = M ( X Y = y ) , X Y ,
X Y : ( y ) = X y .
:
1. , ..
(, , ..).
2. Y X ,
Y Yx .
Y X .
Y X .
,
f ( x), ( y ) . , X Y
( ).
, , ( X , Y )
.
, .
,
. n X Y :

112

2006


. , . .-. . ..

( x1 , y1 ) , ( x2 , y2 ) , ..., ( xn , yn ) .


X Y ,
( xi , yi ), i = 1, n ,
.
, .

.
, ( X , Y )
M ( X ), M (Y ) D( X ) = 2X , D(Y ) = Y2 ,

()
K ( X ,Y ) =
K ( X ,Y )
= M {[ X M ( X )][Y M (Y )]} r =
( X )(Y )
K ( X , Y )
X Y : X Y , K ( X , Y ) = 0 , , r = 0 .
X Y ,
(, , )
. X Y ,
.
X Y .
r .
K ( X ,Y )

r =
( X )(Y )
,
r
K ( X ,Y )
r =
,
(4.1)
( X ) (Y )
K ( X , Y ) ,
1 n
1 n
K ( X , Y ) = ( xi x )( yi y ) = xi yi x y = xy x y ,
n i =1
n i =1

( X ) = D ( X ) = x2 ( x ) 2 , (Y ) = D (Y ) = y2 ( y ) 2

X Y . , (4.1)

xy x y
r =
(4.2)
2
2
2
2
x ( x ) y ( y )
(4.2) , .. x y
. r
, r ,

.
113

2006


. , . .-. . ..


( ):
1. r [1;1] , ..
1 r 1.
2. ()
,
.
r = 1

3.
. Y X X Y
, .
4. , r > 0 ,
, r < 0 .
5. r = 0 ,
, Y
X X Y .
. r = 0
(.. X Y ),
,
.
r
K ( X ,Y )
r =
,
( X )(Y )
X Y .

r , , , ,
r . r ,
,
r r .



( X , Y )
. n
r , , r 0 .
, , r 0 .
,
r
.

114

2006


. , . .-. . ..

.
H 0 : r = 0
H 1 : r 0 .

H 0
( =0.05; 0.01; 0.1).
| r |
T =
n 2, n .
1 r2

k = n 2 t = t ;n 2 . T < t
H 0 . T > t , H 0
. , r , .. X
Y . ,
.
2. n = 102 ,
,
r = 0.3. 0.05
r H 1 : r 0 .
T =
.

| r |
| 0 .3 |
30

,
2
102
2
=

=
= 28.62 .
2
2
0
.
954
1 r
1 0 .3
r 0 , ,
. = 0.05
k = n 2 = 100

t = t ;n 2 = t (0.05;100) = 1.98. T = 28.62 > t = 1.98,


H 0 , ..
. , X Y .

( X , Y ) .
f ( x), ( y ) Y X X Y , , X Y
.
. , ,
Y X :
Y f ( x) = a + bX , a, b , .
.
(). f (x) "
" Y ,

115

2006


. , . .-. . ..

M [Y f ( X )]2 . f (x)
Y X .
1. Y X

f ( x) = m y + r y ( x m x ) ,
(4.3)
x
K ( X ,Y )
m x = M ( X ), m y = M (Y ), x = D( X ) , y = D(Y ) , r =

x y
X Y .
1 , (4.3) a, b :

a = m y r y m x , b = r y . b = r y
x
x
x

X ,

y m y = r y ( x mx )

Y
x
Y X .

X Y : x m x = r x ( y m y ) ,
y

r x X Y .
y
Y X X Y , r = 1 .

, y m y = r y ( x m x ) , x m x = r x ( y m y )
x
y
(m x ; m y ) , X
Y.
Y X : M (Y X = x) = f ( x) X
Y : M ( X Y = y ) = ( y ) .
M (Y X = x) x , M ( M (Y X = x)) , ..
y x , x : y x = f * ( x) ; f * ( x)
s
(4.3) f * ( x) = y + r y ( x x ) .
sx
Y X ; f * ( x)
Y X , Y X .
s
, x y = * ( y ) , * ( y) = x + r x ( y y ) ,
sy
X Y ; * ( y )
X Y , X Y .
( x1 ; y1 ), ( x2 ; y 2 ),, ( xn ; y n ),
n , f * ( x), * ( y ) ,
116

2006


. , . .-. . ..

? X Y
, ?
X Y .
, ,
Y X : f * ( x) = Y = a + bx .
, ( xi ; yi ), i = 1, n .
a, b , ( x1 ; y1 ), ( x2 ; y 2 ),, ( xn ; y n ),
xOy ,
Y = a + bx . ,
a, b ,
Yi yi , i = 1, n , . Yi ,
() Yi = a + bx i ,
xi , y i , xi .
,
n

F ( a, b ) = (Yi yi ) = ( ( a + bxi ) yi ) min


i =1

i =1

a ,b

(4.4)


F (a, b)
a = 0,

F (a, b) = 0.
b
,
:
n
n

+
=
n
a
b
x
yi ,

i =1
i =1
,
(4.5)
n
n
n
2
a x + b x = x y .
i
i i
i =1 i
i =1
i =1
, n :
a + bx = y ,
,

2
ax + bx = xy
1 n
1 n
1 n
1 n
x = xi , y = yi , x2 = xi 2 , xy = xi yi .
n i =1
n i =1
n i =1
n i =1

1 x
2
2
=
=
x

x
= D ,
(
)

x x2
a, b :

117

2006


. , . .-. . ..

2
2
2
y x2 x xy
a xy x
( y x2 y ( x ) ) + y ( x ) x xy
=
==
a=
=
2 =
2
2
x2 ( x )
x2 ( x )
x2 ( x )

= y

= y

x xy y ( x )
x2 ( x )

x ( xy y x ) (4.1)
= y
=
2
x2 ( x )

x K ( X , Y )
x r ( X , Y ) ( X ) (Y )
x (Y )
,
= y
= y r ( X , Y )
2
2
(X )
(X )
(X )
1 y

x xy
xy y x K ( X , Y ) (4.1)
b
b=
=
=
=
2 =
2
x2 ( x )
2 ( X )
x2 ( x )

r ( X , Y ) ( X ) (Y )
(Y )
=
r
(
X
,
Y
)
.

2 ( X )
(X )
, y = a + bx Y
X :
x (Y )
(Y )
+ r ( X , Y )
x,
y = y r ( X , Y )
(X )
(X )
(Y )
y y = r ( X , Y )
( x x ) .
(X )
X
(X )
Y : x x = r ( X , Y )
( y y ) .
(Y )
( X , Y ) , , ..
=

( xi , yi ), i = 1, n ( X , Y ) .
m x , m y , x , y , r :

( X ) , (Y )
1 n
1 n 2
n 2
2
S x2 =
x ,
( xi x ) =
xi
n 1 i =1
n 1 i =1
n 1
1 n
1 n 2
n 2
2
S 2y =
y ,
( yi y ) =
yi
n 1 i =1
n 1 i =1
n 1
x, y y x , x y ,

Sy
yx y = r
( x x ) ,
(4.6)
Sx
S
(4.7)
x y x = r x ( y y ) .
Sy

118

2006


. , . .-. . ..

, ,
( x , y ) .
,
.
X n x , Y n y .
( x, y ) n xy .
, n x , n y , n xy .
. :
xi , i = 1, k ,
y j , j = 1, m .
n xi y j , i = 1, k ,

j = 1, m

.
n xi , i = 1, k n y j , j = 1, m , n (
).

xi

x1

x2

xk

ny j

y1

n11

n12

n1k

n1i

y2

n21

n22

yi

ym
nxi

nm1

nm 2

n j1

j =1

n j2

j =1

n2 k

nmk

119

n j1

j =1

i =1
k

n2i

i =1

nmi

i =1
k

n = nxi = n y j
i =1

j =1

2006


. , . .-. . ..


xi

[ x1, x2 )

[ x2 , x3 )

[ y1, y2 )

n11

n12

n1k

[ y2 , y3 )

n21

n22

n2 k

nm1

nm 2

yi

[ ym 1, ym ]
nxi

n j1

j =1

n j2

j =1

[ xk 1, xk ]

ny j
k

n1i

i =1
k

n2i

i =1

nmi

nmk

i =1
k

n = nxi = n y j

n j1

j =1

i =1

j =1

nij () ,
[ xi , xi +1 ), [ y j , y j +1 ) , i = 1, k 1 , j = 1, m 1 .

.
( xi , yi ), i = 1, n ( X , Y )

, yi xi ( y = ax 2 + +bx + c ,

n

S ( a, b, c ) = axi + bxi + c yi
i =1

min

a, b, c . ,
a, b, c .

yi xi , , ..
, ,
. , ,
( xi , yi ), i = 1, n ( X , Y ) H 0 : yi xi

a, b y = aebx . ,
ln y = ln a + bx ln e . Y = ln a, A = ln a, B = b,
Y = A + Bx,
A, B .

a = e A , b = B , ,

y = e A+ Bx .

120

2006


. , . .-. . ..

()
.
. ,
: z = ax + by + c .


z x y.
,
.

, .. ,
,
.

().
3. (Y, .)
(, . .)
. :

2
1,9

3
1,7

4
1,8

5
1,6

6
1,4 .

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

, ,
. . (i , yi)

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

5
. 6

, .

121

2006


. , . .-. . ..

.
:
xy x y
r =
x2 ( x ) 2 y2 ( y ) 2
:

yi

2
3
4
5
6
20

1,9
1,7
1,8
1,6
1,4
8,4

i yi
3,8
5,1
7,2
8,0
8,4
32,5

x i2
4
9
16
25
36
90

y i2
3,61
2,89
3,24
2,56
1,96
14,26.

1 n
20
1 n
8, 4
x
=
=
y
=
= 1,68;
4;
i
yi =

n i =1
n i =1
5
5
1 n
32,5
xy = xi yi =
= 6,5;
n i =1
5
1 n
90
1 n
14,26
x 2 = xi2 =
= 18; y 2 = yi2 =
= 2,852;
n i =1
n i =1
5
5
x =

2x = x 2 x 2 = 18 16 = 2; 2y = y 2 y 2 = 2,852 (1,68) 2 = 0,0296;


6,5 4 1,68
r =
0,90.
2 0,0296
.
:
0: r = 0,
1: r 0. = 0,05 .

| r |
T =
n 2 , k = n 2 = 3
1 r2
.
0,90 3
=
3,58.
1 0,81
t.(0,05; 3) = 3,18.
t(0,05; 3). T > t , ,
, : r 0,
, r . Y . r
, ,
.

122

2006


. , . .-. . ..

. D = r2 100 % = 0,81 % ,
81 %
.

:
yx y b( x x ) ,
xy x y 0,22
=
= 0,11 .
2
2x
y x 1,68 = 0,11 (x 4) y x 0,11x + 2,12.
b=

, 1
. . 0,11 .
,
5,2 . . :
y x 0,11 5,2 + 2,12 = 1,55 (.)
4.
(, .)
(Y, ).
n = 51 : r = 0,8 , x = 8, x = 3,2 ,
y = 40, y = 8. = 0,02.
.
. , .
Y , .
, .
,
,
, .
,
r = 0,8. ,
.
:
0: r = 0,
1: r 0.
,
k = n 2 = 49

| r |
T=
n2.
1 r2

0,8 49
9,33.
=
1 0,64
t.(, k) = t.(0,02; 49) = 2,40.

123

2006


. , . .-. . ..

t.(0,02; 49). > t.(0,02; 49),


, ,
: r 0, Y ,
r .
D = r2 100 % = 64 % ,
64 %
.
:
y x y b ( x ).
b
:
xy x y
xy x y
b=
; r =
.
2
x y
x
, :

y
xy x y y

= r .
x y x
x
:
b = 0,8 8/32 = 2; y x 40 2(x 8) y x 24 + 2x .
,
1 ., 2 .
b=

1. .
. .
2. .
3. .
4. .
5. .
.
6. .
7. .
8. .
9. .
10. .
11.
.
12. .
13. .
14. .
.
124

2006


. , . .-. . ..

15.
16. .
.
17.

18.

19.
20. .
21. .
22. , .
.
23. .
24. .
25. .
26. .
27. .

1. .. . .:
, 1977.
2. ..
. .: , 1997.
3. .., .. . .:
, 1994.
4. .., .., ..
( ).
: , 1996.
5. .., .. .
. .:
, 1998. 182 .
6. .. . .:
, 2001.542.
7. .., .. .
. : , 2000.287.
8. ..
.: , 1975.250.
9. .. .: - -
, 1962564.

125

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