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2011

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-, .
2013.

1.1

1.2

1.3

11

2.1

11

2.2

12

2.3

12

15

3.1

15

3.1.1

15

3.1.2

15

3.1.3

16

3.2

3.2.1

17
18

3.2.2

18

3.2.3

18

3.2.4

19

20

4.1

20

4.2

21

4.3

21

22

5.1

22

5.2

23

5.3

23

24

6.1

24

6.1

25

6.2

27

27

7.1

27

7.2

28

29

.
( pdf)


.1

,
.
:
) *,
;
) {*x x} , , *x
x;
) P{*x x; a, b} F(; , b)
*x , a b , P -
, (
() - );
) P{*x > x; a, b} = 1 F(x) F (x) - ;
) q p = 1 q.
)
: ,
, , ..
.2
. (1654 1705).
: A, A, A, A. A, A, A. .., A , A, p =
= 1 q. , , ,
- ,
(, , ..).
,
,
, , n-

: (n+1)- A q
p = 1 q n = 1, 2, 3, .


:
*rn

n ( 1);
*kr

r- A

( 2);
*nr

r- A

( 3) , , *n1
A (
3.2).
,

.3
Microsoft Office (, 2003 ) qn(r)
FBi(r;n,q)
1 Microsoft Office Excel.
, ,
, n = 5
(I) 30 q = 0,01 (0,01) 0,50. ,
n q,
, 1 6.
,
[I] , , [2].

, ( 3 6),
FBi (k;r,q), FPa (n;r,q),
FB (x;r,k) FF (z;2r,2k).
.


6

(r) (n q)
,
.

FBi (k;r,q)

F-Bi (k;r,q)
FPa (n;r,q)
F Pa (n;r,q)
FB (x;r,k)
F B (x;r,k)
FF (z;2r,2k)
F F (z;2r,2k)

FBi(r;n,q) = FBi (k 1;n,p)

k
r1

r+k
r+k

p
q

nr
r1

n
n

p
q

k1
r1

r+k1
r+k1

1x
x

k1
r1

r+k1
r+k1

k/(rz + k)
(rz)/(rz + k)

, 7
, n q,
, .
1 .
.4 , ,


.
,
.
, , ,
, ,
.

.

- ( ,
)

1
1.1
1.1.1 .
q.

*r

n.

n .
r n
2:
qn(r) = Cnr qrpn r
Cnr =

(1)

n!
- n r, p = 1 q, r = 0, 1, 2,...n .
r!(n - r )!


, n n
,
, .
1.1.2

*r

{*r r}, r
: r = 0, 1, 2,..n.
,
(1) 0 r:
r

FBi(r; n, q) =

qn ( r ) =
i =0

i =0

C ni qipn i

(2)

1.2
1.2.1
( ) mr s r2
*r :
mr = nq

(3)

s r2 = npq

(4)

1.2.2
(2) q 0,5.
q > 0,5
:
FBi(r; n, q) = 1 FBi(n r 1; n, p) F Bi (n r 1; n, p)

(5)

( )

.
, , nq < 0,8 n > 6
. nq 0,8
n > 6 (. 7).
1.2.3 qn(r)
(I), ,
Microsoft Office Excel,
:
qn(r) = FBi(r; n, q) FBi(r 1; n, q)

q 0,5

qn(r) = FBi(n r; n, p) FBi(n r 1; n, p) q > 0,5

(6a)
(6b)

1.3
1.
.
(, ) q = 0,07
. ,
23 ( ), :
1)

2)
) ,
) ,
) .

.
1) (2) (3), :
- ()
mr = nq = 230,07 1,6 ;
-
r = npq =

23 0,07 0,93 1,2 .

2)
) *r - , n
(n ). {*r r} ,
r
FBi(r;n,q) n = 23 q = 0,07.
r q , r = 0
FBi(0; 23, 0,07) = 0,1884 0,19.
, , ,
23- , ,
0,19.
) r = 2: FBi(2; 23, 0,07) = 0,7846 0,78.
, ,
, 0,78.
) , 3,
{*r >3} = F Bi (3; 23, 0,07).
,
3: FBi(3; 23, 0,07) = 0,9269,
: F Bi (3; 23, 0,07) = I 0,9269 = 0,0731 0,073.
2. q = 0,02.
,
) ,
) ;
) , , .

10

.
) n = 12, q = 0,02 r = 0
: FBi(0; 12, 0,02) = 0,7847 0,78.
) , ,
(6). n = 12 q = 0,02 :
q12(1) = FBi(I; 12, 0,02) FBi(0; 12, 0,02) = 0,9769 0,7847 = 0,1922 0,19.
) , , ,
2, {*r > 2} = F Bi (2; 12, 0,02).
n = 12, q = 0,02 r = 2 FBi(2; 12, 0,02) = 0,9985,
F Bi (2; 12, 0,02) = 1 0,9985 = 0,0015.

2
2.1
2.1.1 .
, q,
,
.

r-

*k,

*k

:
qr(k) = Ckk+ r -1 qrpk ,

(1)

Ckk+ r -1 - k + r 1 k , k = 0, 1, 2, 3, ...
r .
2.1.2

*k

{*k k}, k
: k = 0, 1, 2, 3,,...
,
(1) 0 k :
FBi (k ;r, q) =

i =0

Cii+ r -1 q p

(2)

11

2.2
2.2.1
( ) mk
s k2 *k - :

mk = rp/q

(3)

s k2 = rp/q2

(4)

2.2.2 (2)
,
(. ):

2.2.3

FBi (k;r,q) = FBi (r 1; k + r, q), q 0,50

(5a)

FBi (k;r,q) = FBi(k; k + r; p)

(5b)

q > 0,50

qr(k)

(1)

qn(k) = FBi(r 1; k + r 1, q) FBi(r 1; k + r , q) q 0,5

(6a)

qn(k) = FBi(k; k + r; p) FBi(k 1; k + r 1, p)

(6b)

q > 0,5

2.3 .
1.
.
, .
q =
= 0,01. ,
28.
.
*k
(r = 2).

F - Bi (27; 2; 0,01) = FBi(r 1 = 1; r+k = 29, q = 0,01).

12

F - Bi (27; 2; 0,01) = FBi(1; 29, 0,01) = 0,9976.

,
2- 4- .
,

, , ,
.
,
.

2.
. ,
( ) 20.
q = 0,95.
, 4.

1)
P{*k 4; r = 20, q = 0,95} = F-Bi(4; 20; 0,95)
F-Bi(4; 20; 0,95) = FBi(4; 24; 0,05),
.
n = 24, q = 0,05 r = 4 :
F-Bi(4; 20; 0,95) = 0,9940.
,
, 24 .
(5b) .
2) , (3) (4),
*k :
-
mk = rp/q = (200,05)/0,95 1,05
-

k = (200,05)0,5 / 0,95 1,05.

13

3.

(r =
= 2, , , ,
,
- ..). ,
20
(*k 20), q =
0,01.

.
.
1) ,
20 ,
P{*k 20; r = 2, q = 0,01} = 1 F-Bi(19; 2; 0,01),

:

1 FBi (19; 2, 0,01) = FBi (1; 21, 0,01).

r = 1, n = 21 q = 0,01 :
P{*k 20; r = 2, q = 0,01} 0,9815,
, 0,98
20 .
2) (2) (3), :
-
mk = rp/q = (20,95)/0,05 38;
- *k

k = (20,95)0,5 / 0,05 27,6.

14

3
3.1
3.1.1
3.1.1.1 .
- r.
, , q.
*nr - r-

( r-

).

*nr

nr

.
3.1.1.2 {*nr = n; r, q} :
qr(n) = Cnr--11 qrpn r
C nr--11 =

(n - 1)!
, p=1q
(r - 1)!(n - r )!

(1)

n = r, r + 1, r + 2, .. .

3.1.1.3 *nr
{*nr n}, n
: n = r, r + 1, r + 2, ... . ,
(1) r n :
FPa(n;r,q) =

q (n) =
i= r

i= r

Cir--11 q p

ir

(2)

3.1.2
3.1.2.1
(, ) mn s n2
*n :

mn = r/q ,

(3)

s n2 = rp/q2.

(4)

(4)

.
.

15

3.1.2.2

(2) ,
:
__
FPa(n;r,q) = FBi (r 1; n, q) q 0,5

(5)

FPa(n;r,q) = FBi(n r; n, q)

(5b)

q > 0,5

3.1.2.3
(1) :
qr(n) = FBi (r1; n1, q) FBi (r1; n, q) q 0,5

(6)

qr(n) = FBi (nr; n, p) FBi (n r1; n, p) q > 0,5

(6b)

3.1.3
1.
0,05.
. ,
5.
.
,
n = 5
(r = 3). , {*n > 5; r = 3, q = 0,95} = 1 FPa(5; 3; 0,95).
, :
1 FPa(5; 3; 0,95) = 1 FBi (n r = 2; n = 5, p = 0,05)

:
_
FPa (5; 3, 0,95) = 1 0,9988 = 0,0012 0,001, ..

5.
2. , ,
: ,
.
q = 0,03. ,

16

30- , (
) .
.
, ,
(r = 2)
*n, .
30
{*n >30; r = 2, q = 0,03 } = F Pa (30; 2; 0,03) = FBi(I; 30; 0,03),
.
n = 30, q = 0,03 r = 1,
F Pa (30; 2; 0,03) = FBi(I; 30; 0,03) = 0,77308 0,773.

, 77 100
30 .
3. 4
. - -
, , ,
, . ,
10 ,
0,2.
.

, r

q = 0,8.
n = 10 :
FPa(n;r,q) = FBi(n r; n, 1 q) = FBi(6; 10; 0,2),
r = 6, n = 10 q = 0,2
FPa (10; 4; 0,8) = 0,99914,

10 .
17

3.2

3.2.1
3.2.1.1 .
: r = 1.
, , q.
*n1 -
,
n . ,
3 r = 1.

:
q1(n) = qpn 1

n = 1, 2, ...

(7)

3.2.2
3.2.2.1
( ) mn n2
*n :
mn = 1/q ,

(8)

n2 = p/q2.

(9)

3.2.2.2 :
FG (n; q) = q

i=1

pi 1 = 1 p n

(10)

n = 1, 2, ...
3.2.3
1.
.
()
q = 0,005. ,
.
3

,
.

18


.
.
1) ,
*n, (
r = 1).
365 (10):
{*n >365; r = 1, q = 0,005} = F Pa (365; 1; 0,005) = 1 FG (365; 0,005) = 0,995365
0,16. ,
:
F Pa (365; 1, 0,005) = FBi (0; 365, 0,005).

2) (8) (9), :
-

mk = rp/q = (10,995)/0,005 = 199;
- *k
k = (10,995)0,5 / 0,005 199,5.

(365) = ,
: ()1/365. , 0,9,
(0,9)1/365 0,0025, . ,
,
.

3.2.4

(10),

:
_
FG(k;q) = pk = (1 q)k

(11)

(11), t
(1 qkt/kt)k = [1 (q/t)(t/k)]k , t k t .

t , k ,
q/t = const . ,

19

_
FG(k;q) = lim(1 t/k)k = e t ,

(12)


.
q
. t = 1, t
k. (11) (12),
:
FG(k;q) = 1 (1 q)k 1 e kq

(13)

.
k = 100
q = 10- 4 .
.
k q (11),
:
_
FG(k;q) = (1 10 - 4)100 = 0,9900493.

, (13)
:
_
FG(k;q) e kq = 1000,0001 = 0,9900498.

, ,
.

4 -
4.1
4.1.1 . *tr *tk

fEr(t; , ) =

l (lt )n -1 -lt
e , t 0,
(n - 1)!

(1)

20

= r ( = k) ( ), > 0
,

*xr,k

= *tr /(*tr + *tk ) -


fB(x; r, k) =

(r + k - 1)! r 1
x (1 x)k1 , x [0, 1]
(r - 1)!(k - 1)!

(2)

*tr *tk r- k-
, *tr *tk r k
, .

(2) 0 , r k
(. ):
FB (x; r, k) = FBi(k 1; r + k 1, 1 x)

(3)

4.2
4.2.1 ( ) mn s x2
*xr,k :
mx = r/(r + k)
s x2 =

rk
(r + k ) (r + k + 1)
2

(3)
(4)

4.2.2 -
:
FB(x; r, k) = F Bi (r 1; r + k , n = 5, x) x 0,50

(5)

FB(x; r, k) = F Bi (k 1; r + k 1, n = 5, 1 x) x > 0,50

(5b)

4.3
1. ,
, (r = 3),
.
(k = 5). (t3) (t3
+ t5) 0,2. ,

21

0,2, ,
.
.

x3,5 =

t3/(*t3 +

t5) -

r = 3 k = 5.
(5):
FB(x = 0,2; r = 3, k = 5) = 1 FBi (2; 7 , 0,2), :
FB( 0,2; 3, 5) = 1 0,8520 = 0,1480 0,15.
x3,5
0,2
,
.
2. r k
6 10 ( ).

6,10 0,2.
.

(15) :
FB(x = 0,2; r = 6, k =10) = 1 FBi (5; 1 5 , 0,2) 1 0,9389 0,06.

. , .
.

5
5.1
5.1.1 . *tr *tk
(13),
*

z2r,2k =

(1 / r ) * tr
(1 / k ) * tk

22

fF(z; 2r, 2k) =

(r + k - 1)! r r
z r -1
,
( )
(r - 1)!(k - 1)! k (1 + r z ) r + k
k

(1)

2r 2k - , z 0.
:
1) (1) -,
r k ,
2r 2k .
2) *z2r,2k
, r k .

5.1.2 (1) 0 z,

.
FF(z; 2r, 2k) = FBi(k 1; n = r + k 1, q = k/(rz + k))

(2)

5.2
5.2.1 ( ) mz s z2
*z2r,2k :
mz = k/(k 1)
s x2 =

(3)

rk
(r + k ) (r + k + 1)

(4)

-
(2) k/(rz + k) 0,5 (.
):
FF(z; 2r, 2k) = FBi(k 1; r + k 1, k/(rz + k))

k/(rz + k) > 0,5.

(5)

5.3
1. 1 4.3 t3 = 2500 t5 =
= 10000 .

z6,10 = (25003)/(100005) = 0,4167.

0, 4167 ,
.
.

:

23

FF(z = 0,4167; 2r = 6, 2k = 10) = F Bi (r 1 = 2; r + k 1 = 7 , rz/(rz + k) = 0,2) =


= 1 FBi (2; 7, 0,2)= 1 0,8520 0,15,
, 4.3.1.
, - :
FF(z; 2r, 2k) = FB(rz /(rz + k)).
,
tr.. tk ,
(tr /r) /(tk /k) tr /( tr + tk).
2. 25000 . 18000
20 , 7000 10
. ,
.
.
(tr /r) /(tk /k) = (18000/20)(10/7000) = 1,2857.

, ,
1,2857 (r =20, k = 10) ,
:
F F (z= 1,2857; 2r = 40, 2k = 20) = 1 FBi (k 1 = 9; r + k 1 = 29, k/(rz + k) = 0,28)=

= 1 0,7225 = 0,2775 0,28.


,
, 1,2857,
.
.

6
6.1
q < 0,01 () n > 30
.
,

24

.
, :
qn(i) = [(n + 1 i)/i](q/p)qn(i 1), i 1, qn(0) = pn , FBi(r;n,q) =

q (i)
i=0

(1)

,

.
6.2
6.2.1 nq < 0,8 n > 6
:
r

FBi(r;n,q) FPs(r;a) = e -a
i=0

a=

ai
i!

(2)

( 2n - r ) q
.
1+ p

6.2.2 . ,
q 0,005. ,
(n = 100) (r = 2)
( , , 0,02). ,

.
.
1) ,

,
F Bi (r = 1; n = 100, q = 0,005) = P{*r > 1; n, q}.
nq = 0,5 < 0,8 n > 6,
. a = (1980,005)/1,995 = 0,49624. (21)
{*r 1}:
FPs(r=1;a = 0,49624) = e- 0,49624(1 + 0,49624) = 0.91093 0,911,
P{*r > 1; 100, 0,005} = 1 0,911 = 0,089.

25

,
.

. .
2) ,
,
(1) :
100
99
F Bi (r = 1;n = 100, q = 0,005) = 1 0,995 1000,0050,995 = 0,910178 0,910.


(0,09 0,089)/0,09 0,011, 1 %.
, ,

nq < 0,8 n > 6.

.

2 ( -):
FPs(r; a) = F c (2a;2r + 2) ,
2

(3)

:
1) 2
. 2 *
:

c n2 = * y 12 + * y22 + ... + * yn2 , * yi ,

i = 1, n FNN(y; 0, 1).
FN(; mx, ) (mx) ,
() .
(x) (y)
y = (x mx)/ ( ). ,
,
.
2) 2

(., [1]). ,
(1) (2)
2-.
.

26

6.3
6.3.1 nq 0,8 n > 6
:
FBi(r;n,q) FNN(y; 0, 1),

y=3 (

(4)

1
1
v2
w2 - 1
)] ,
+ ) 2 [v (1 - w(1 9(r + 1)
1 - 9k
r +1 k

v = [(r + 1)p]1/3 , w = (kq)1/3 , k = n r .


6.3.2 . (n = 100) ,
q = 0,1.
. ,
(r 4).
.
nq = 10 > 0,8 n > 6,
.
v = 1,65096, w = 2,12532 y = 1,98271 ,
[1] FNN (1,98271) = 0,02370
, 0.02371.

7
7.1
.
,
pdf.

n < 5
1,
. q ,
, .
,
.
,
.

27

7.2


FBi( r; n, q) q ,
.
:
y y1 + y1(q q1)102

(1)

y FBi( r; n, q) y y2 y1 = FBi( r; n, q2) FBi( r; n, q1).


FBi( r; n, q),
, 4-
q1 < q2 < q < q3 < q4 :
y y1 + y1(q q1)102 + (2y1/2)(q q1)(q q2)104 +
+ (3y1/6)(q q1)(q q2)(q q3) 106 ,
2y1 = y3 2y2 + y1

(2)

3y1 = y4 3y3 + 3y2 y1.

. (2) FBi( r; n, q)
n = 7, q = 0,512, r = 0.
.
q1 = 0,04 q2 = 0,05 q3 = 0,06 q4 = 0,07
y1 = 0,7505

y2 = 0,6983

y3 = 0,6485

y4 = 0,6017.

yi qi , i = 1,4 (19), :
y 0,75145 0,053111,12 + (0,00325/2)1,120,12 + (0,00007/6)1,120,120,88 =
= 0,69219 , ,
:
FBi(r = 0; n = 7, q = 0,0512) = (1 0,0512)7 = 0,69219.
FBi(r = 0; n = 7, q = 0,0512)
0,69245. FBi()
0,04 %, .

28


1 .. , .. . .
.: , 1983. 416 .
2 .. , .. , .. , .. .

. .. . .: , 1975. 606 .
3 . . ( 1).
.: , 1964. 498 .
4 .. . . .: , 1988. 446 .
5 . .
. .. . .: , 1985. 608 .
6 . , . . F - ,
. .: , 1984. 254 .

29