, ,

..
, ? ,
, .
,
,
.

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1. . . . . . . . . . . . . 6
1. . . . . . . . . . . . . . . . 6
2. . . . . . . . . . . . . . . . 11
2. . . . . . . . . . . . . . . . . 18
1. . . . . . . . . . . . . . . . . . . . . . . 18
2. . . . . . . . . . . . . . 20
3. . . . . . . . . . . . . 22
1. - . . . . . . . . . . . . . . . . 22
2. . . . . . . . . . . . . . . . . . . . . 27

1.
2.
3.
4.

4. ,
. . . . . . . . . . . . .
. . . . . . . . . . . . . . . . .
. . . . . . . . .
. . . . . . . . . . . . . . . .

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

33
33
34
36
37

1.
2.
3.
4.

5. . . . . . . . . . . . . . . . . . . . . . .
n . . . . . . . . .
. . . . . . . . . . . . .
. . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5. . . . . . . . . . . . .

1.
2.
3.
4.
5.
6.
7.

6. .
. . . . . . . . . . . . . . . . .
. . . . . . . . .
. . . . . . . . . . . . . . .
. . . . . . . .

. . . . . . . . .
. . . . . . .

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.

39
39
40
41

. 42
. 43
.
.
.
.
.
.
.
.

46
46
49
53
53
55
59
63

7. . . . . . . . . . . . 65
1. . . . . . . . . . . 65
2. . . . . . . . . . 66

1.
2.
3.
4.
5.
6.
7.

8. . . . .
. . . . . . . . .
. . . . .
. . .
. . . . . .
. . . . .
. . . .

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.

69
69
70
72
73
74
76
78

1.
2.
3.
4.
5.

9. . . . . . . .
. . . . . . .
. . . . . . . . . . . . .
. . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

.
.
.
.
.

81
81
82
84
86

. 87

10. . . . . . . . . 91
1. . . . . . . . . . . . . . . . 91
2. . . . . . . . . . . . . . . . . . . . . . 93

3. . . . . . . . . . . . . . . . 94
4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
11.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1. . . . . . .
2. . . . . . . . . . . . . . . . . . . . . .
3. . . . . . . . . . . . . . . . . . . . . . .
4. . . . . . . . . . . .

. 99
. 99
. 104
. 106
. 108

12. . . . . . . . . . . .
1. ? . . . . . . . . . . . . . . . . . . . . . . . .
2. . . . . . . . . . . . . . . . . . . . . . . . .
3. . . . . . . . . . . . . . . .
4. . . . . . . . . . . .
5. . . . . . . . . . . . . . . . . .

. 110
. 111
. 114
. 115
. 116

1.
2.
3.
4.

. 120
. 120
. 122
. 125
. 126

13. . . . . . . .
. . . . . . . . . . . . . . . .
. . . . . .
. . . . . . . . . . .

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

.
.
.
.
.

. 110

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
. . . . . . . . . . . . . . . . . . . . . . . . 131
. . . . . . . . . . . . . . . . . . . . . . . . . . . 135
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139

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

, ,
, .
- , , .


.
2004/5 . . , . ,
, , , 13, 5, 13.
, , .
, , ( )
.
,

.
. . . . ,
,
.
. .

. . . , ,
. :
,
, . , , , ,
. , , , , ,
, : , .
.., ?

1.
.
, - ( , ).
,
, .
. , .
?
1. A k : A =
= {a1 , . . . , ak }, B m : B = {b1 , . . . , bm }.
km (ai , bj ),
A, B.
1. 1 : k , m ,
km .

. a1 m :
(a1 , b1 ), (a1 , b2 ), . . . , (a1 , bm ). a2 , a3 k

 1.

A. . . km , A, B.
)
)
)
)
)

. 1 , :
2 2 2 = 8 ;
, 6 6 = 36 ;
9 10 10 = 900;
, , 9 9 8;
9 10 5;

. (), n
(). k ; k . ,
k n, . ,
: ) , ( ), ) ,
.
.
1. :
, .
k .
2. : , .
, ( k )
. .
1. :
, .
, , 5 ,
(1, 5, 2), (2, 5, 1) (4, 4, 5) , .
2. :
, . ,
, .
, (1, 5, 2) (2, 5, 1)
, .
,
( ,
).
.
.
, : (1, 1), (1, 2), (1, 3),
(1, 4), (2, 2), (2, 3), (2, 4), (3, 3), (3, 4), (4, 4).

1.

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


( , ),
n(n 1)
, . . n(n 1)(n 2). , ,
k n(n 1) . . . (n k + 1).
k n k + 1
k- , .
1. n ,
n! .
. n n. Ann = n!
. , :
) 36 , ;
) , , - ;
) ;
) , , .

.
3. k
n
Cnk =

Akn
n!
=
k!
k!(n k)!

n k .
. 1, k
k! . ,

 1.

, k! , . . .
k! ,
. Akn /k! = Cnk .
. , :
) 36 , ;
) .

.
4. k
n nk .
. n .
n ,
k . n n . . . n = nk .
. , :
) 36 ;
) ;
) .

.
.
,
,

. ,
(1, 1)
(1, 1)
- (2, 2)
(2, 2)
,

o
(1, 2)

, 3
(1, 2)
(2, 1)
4 .
5. k
n
n1
k
Cn+k1
= Cn+k1
.

. , n = 2 k = 2 3.

. , . , . . , k
. k1 , k2 , . . . , kn , ki

10

1.

i , k1 + . . . + kn = k. ki N{0}.
, k1 , k2 , . . . , kn
( ki ).
, , . n ,
k . . k1 , k2 , . . . , kn , ki
i, k1 + . . . + kn = k. ki
.
, , :
|

.
, , , .
:
|

, , , k n1+k . n1+k : n n + 1 , ,
n1 . ,
n1+k , . k
n1+k ( ),
.
n1
k
, Cn1+k
= Cn+k1
k n 1 + k .
n 1 + k k .
.
) k n
, .
) k n .
) , . .

 1.

11

2.
. , . , .

.
() , ,
. . ,
, : A , ,
n(A) / n , , n,
P(A). A .
, , . ,
.
.
1.
() , , .
().
2.
. ,
A ,
, A.
2. , , .
.

1. . = {1, 2, 3, 4, 5, 6} =
= { , , , , , },
.
: A = {1, 2} = { , } ;
B = {1, 3, 5} = { , , } .

12

1.

2. . ,
, . (i, j), i (, j) , () : = {(i, j), 1 6 i, j 6 6}.
:
A = {(1, 1), (1, 2), (1, 3), (1, 4), (1, 5), (1, 6)}
;
B = {(1, 1), (2, 1), (3, 1), (4, 1), (5, 1), (6, 1)}
;
C = {(1, 1), (2, 2), (3, 3), (4, 4), (5, 5), (6, 6)}
;
D = {(1, 1), (1, 3), (1, 5), (3, 1), (3, 3), (3, 5), (5, 1), (5, 3), (5, 5)}
.
3. . . .
, . {(x, )},
x R2 [0, 2) .
.
4. ,
. ,
: = { , , , , , , . . .},
, .
3. 1. ,
, . . , .
2. ,
, . . , ( ). , .
.
, .
4. 1. A B A B
, ,
AB
A
A, B, .
A B , B
A,
B.

 1.

13

2. A B A B ,
, A B
A
. A B
AB
, , B
A B.
3. ( )
A A = \A,
A
, A . . . A A
, A.
4. A\B B A A\B
, , A, B. . . A\B A
B
, A,
B.
5.
1. A B , A B = .
2. A1 , . . . , An
A
, i 6= j,
1 6 i, j 6 n, Ai Aj .
B
3. , A B,
A B, , A, B.
, ,
A
B
A, B, . . A B.
.
, : = {1 , 2 , . . . , n , . . . }.
, 1, 2 4 ( 3)
.
3. , - .
, (), (), . .
, .

, . .

14

1.

6. i
pi [0, 1] ,
X
pi = 1.
i

pi i .
A
X
P(A) =
pi ,
i A

, A. A = P(A) = 0.
4. , ,
, . ,
,
( ).
, 6, .

, .
1. 0 6 P(A) 6 1;
P() = 1;
P(A) = 1 P(A);
2. A B , P(A B) = P(A) + P(B);
3. P(A B) = P(A) + P(B) P(A B);
4. A B, P(A) 6 P(B).
. 1 4, 6.

.
. , , N : = {1 , 2 , . . . , N }. ,
-
.
1 / N . - (
, , ).
A = {i1 , . . . , ik } k ,
k / N :
|A|
1
P(A) = pi1 + . . . + pik = k
=
,
N
||
|A| A.

 1.

15

7. , , || = N .
A
|A|
,
||
.
P(A) = |A| / || : A , A,
. 1 : (Ars Conjectandi, 1713 .)
,
,
. .
1. , . : , , , .
4, 2, 3 nk , Akn ,
Cnk . .
5. , , . , , , . . 1/4:
P(A) =

( , ), ( , ), ( , ), ( , ).
, , , :
( ), ( ), ( ).
1/4,
1/4 + 1/4 = 1/2.
. 2.
, ? ( 5
). , C72 = 21.
? .
1 Jacob

Bernoulli (27.12.1654 16.08.1705, Basel, Switzerland)

16

1.

.
6. , K N K ,
n , n 6 N . ,
n . , k n k .
. k > K n k > N K
, . k 6 K
n k 6 N K.
n . .
.
.
n- , N :
n
|| = CN
3.
Ak , .
Ak , k
n k . ( 1) k K
nk
k
CN
n k N K, . . |Ak | = CK
K .
Ak
P(A) =

nk
k
CN
CK
K
.
n
CN

(1)

.
N n . 2
|| = AnN = N (N 1) . . . (N n + 1).
k n k
n. , , k
n, Cnk , k
K , AkK , n k N K , Ank
N K . (?) ,
|Ak | = Cnk AkK Ank
N K ,

P(Ak ) =

nk
k
CK
CN
Cnk AkK Ank
K
N K
=
.
n
AnN
CN

k
n k P(Ak ) n
, K N K .

 1.

17

8. k
nk
k
CK
CN
K
,
n
CN
k , 0 6 k 6 n, k 6 K n k 6 N K,
.
,
.
() -
.
k . k P(Ak ). -.
: , , , , , .

P(Ak ) =

. .

. , , (?). , .
7. = N.
i N : pi = 1/2i . , 6. 1/2 1/2 < 1 :

X
X
1
1/2
pi =
=
= 1.
i
2
1

1/2
i=1
iN

8. = N
: p1 = . . . = p100 = 0,01, pi = 0 i > 100.
9. = N p1 = 0,3, p1372 = 0,7,
pi . A =
= {1000, 1001, . . . , 1500} .
7i 7
e i =
10. = N {0}. pi =
i!
= 0, 1, 2, . . . , . , :

X
X
7i
pi = e7
= e7 e7 = 1.
i!
i=0
i

: - , , ,
. , , h. . . i ,
, , , 1/.
. ,

1.
- Rm ( , , ). , (, ,
q
, ) .
'
$
,
. ,


A
A

&
%
A .
9. , Rm , A A , A :
(A)
P(A) =
,
()
(A) A (, , ..).
, , , ,
.
11. [0, 1].
0,5 , , -

 2.

19

( ). 0,5 . ,
- , -
, 9.
.
12. X Y
.
10 , .
,
?
. 14 15 [0, 1] 1 . () () X Y
[0, 1]. 1: = {(, ) | 0 6 6 1, 0 6 6 1} = [0, 1][0, 1]. ,
.
A:
6
A = {(, ) | | | 6 1/6}
(10 = 1/6 ).
A ,
X Y .

1/6

P(A) =

(A)
()

1 (5/6)
11
=
.
1
36

2 .
13. , 2a.
2l < 2a. , -
?
. , .
() - . (2 Georges

Louis Leclerc Comte de Buffon (7.09.1707 16.04.1788, France)

20

2.

) .
x [0, a] 6
,
l
[0, ] -
2a
.
l

x
? = [0, ] [0, a].
, : x 6 l sin .
x
A , a 6
,
x = l sin

Z

(A) =
l sin d = l cos  = 2l.
0

() = a , P(A) = 2l / a.

2.
,
.
5. , A
A . , . . ,
. !

14 ( 3 ).
, . : ;
, , .
( , [0, 2]).
. ,
n n 6= 0 (. . 2n
2k n = k = 0).
x [0, 2] , x 2n,
n = 1, 2, . . ., x. ,
x , .
3 Giuseppe

Vitali (26.08.1875 29.02.1932, Italy)

 2.

21

. ,
2n n. ,
.
, . . , , . . .
A0 : . An
A0 2n, n = 1, 2, . . ..
,
2n, n = 1, 2, . . ., A0
, ,
.

S
,
An = [0, 2]. , l(A0 ) n=

A0 . An ,
A0 . ,
:
!
(

[
X
X
, l(A0 ) > 0,
2 = l
An =
l(An ) =
l(A0 ) =
0, l(A0 ) = 0.
n=
n=
n=
, A0
.
, , ( ).
, .
, , , ,
.
, 4 , : - (
) , , ,
2 1 .

(25.04.1903 20.10.1987)

,
( )

1. -
.
(. . ). , , ,
.
, ,
. , , . . , , . .
10. A, ( ) ( ), :
(A1) A ( );
(A2) A A, A A (
);
(A3) A A B A, A B A (
).
(A1) (A2) , =
A. (A3) ,
: n > 2, A1 , . . . ,
An A A1 . . . An A.
.
1. 10 (A3) (A4):
(A4) A A B A, A B A.

 3.

23

. , (A1) (A2) (A3)

(A4). A, B A, A A, B A (A2).
(A3) , A B A, , (A2), A B A. ,
:
A B = A B A.
, (A1) (A2) (A4) (A3), . . .
15. = {, , , }
. ( ):
1. A = {, } = {{, , , }, } .
2. A = {, , {}, \ {}} = {{, , , }, ,
{}, {, , }}.
3. A = {, , A, A} = {, , , }, , A, A , A ( A = {}).
4. A = 2 .
. , n ,
2n .

- .
. (A3)
: , .
.
11. F, ( ) - ( ), :
(S1) F (- );
(S2) A F, A F ( - );
(S3) A1 , A2 , . . . F, A1 A2 . . . F (
- ).
.
) , (S1) F.
) (S1) (S2), F.

F . ,
1 .

24

3.

2. 11 (S3) (S4):
(S4) A1 , A2 , . . . F, A1 A2 . . . F.
, - .
3. F -, (A3), . . A F B F A B F.
. A, B : A, B, B, B, B, . . . , . . A1 = A, Ai = B
i > 2. A B
Ai . F -,

[
AB =
Ai F.
i=1

. , A, B F A \ B F.
, - , . , -.

16. = R, A ,
R (. . ,
) . , {0, 2, } A, (, 7,2) (7,2, 5) (5, ) A.
, A . ,
= R , A
, R \ A A A A . (A3)
:
A.
R \ A, A , R \ B, B
( ). R \ A R \ B, R A B,
.
A .
, , . , N
A. A -: ,
Ai = {i} A
N = A1 A2 . . . A.
15 -,
. , - . - .

 3.

25

5 - R. -,
, - .
- R
-, . , -, , . ,
R -, . - ? .
17. = R . , -, ,
-.
1. A = {R, , [0, 1], {0}} -,
, , [0, 1] = R \ [0, 1] = (, 0) (1, ) 6 A. , A -
( -), , , A:
F = { R, , [0, 1], {0}, (, 0) (1, ), (0, 1], (, 0] (1, ),
(, 0) (0, )}. :
12. -, A, -, A.
, 12 :
-, ,
- ( = R).
. , -,
A, - (!), A.
. -,
R : A = {R, , [0, 1], {3}}.

2. A R
(a, b), a < b:
A = {(a, b) | < a < b < }.
. , A
, -! :
A, A;
A, A.
13. -, A
, -

R B(R).
5 Felix

Edouard Justin Emile Borel (7.01.1871 3.02.1956, France)

26

3.

, B(R)
. .
, B(R), .
, , B(R), B(R)
-. , B(R) ,
, .
, R B(R). (S1)
-, (S2), (S3).
B (n, n) A, , B(R)
n N, . . (n, n) B(R). B(R) -,
,

[
(n, n) B(R).
R=
n=1

, (a, b ] ( [a, b), [a, b ]), a < b, B(R).

B (a, b + 1/ n) B(R) n N.


\
1
(a, b ] =
a, b +
n
n=1
(S4) B(R).
. , (a, b ] =

(a, b + 1/n) -

n=1

: x A B , x A x B.

{b} R B(R).
B , {b} = (a, b ] \ (a, b), A \ B = A B
- -.
. , (a1 , b1 ) (a2 , b2 )
B(R), N B(R), Q B(R).
3. - Rn , R.
-,

(a1 , b1 ) . . . (an , bn ) , R,
R2 , R3 . . B(Rn )
, . , R2 .

 3.

27

, F
, - , (, , ) F F, . .
.
A F.
, (,
).
, , :
, - F . .
2.
- .
14. F -
. : F R {+}
(, F), :
(1) A F : (A) > 0;
(2)
A1 , A2 , A3 , . . . F (. . , Ai Aj = i 6= j)
:
[
 X

Ai =
(Ai )
i=1

i=1

( - ).
. (2) , ? - : F R
(A B) = (A) + (B) A B?
. .
A (A)?

18. = {a, b, c}, F = 2 . F : {a} = 3, {b} = 17, {c} = 1,

{a, b} = 20, {a, c} = 4, {b, c} = 18, {a, b, c} = 21, () = 0.
({a}) {a}.
19. = N, F = 2N . F : (A) = |A|
A ((A) = , A ).
6 Henri

Leon
Lebesgue (28.06.1875 26.07.1941, France)

28

3.

20 ( 6 ).
, A Rm , , ,
. -- 14? ,
.
6. , : --,
, . 2 .
- . -, , -, -

. (a, b) R b a
(a, b).
:
1. (R, B(R)),
: (a, b) =
= b a. .
7. 7
-, (R, B(R)).

, .
,
, (2) 14.
2 ( ).
B1 B2 B3 . . . F

T
, (B1 ) < B =
Bn . (B) = lim (Bn ).
n

n=1

. Cn : Cn =
= Bn \ Bn+1 . B, C1 , C2 , C3 , . . .
.
[

[


B1 = B
Ci ,
Bn = B
Ci

B3
B2
B1

i=1

i=n

, (2), :

X
X
(B1 ) = (B) +
(Ci ),
(Bn ) = (B) +
(Ci ).
i=1

i=n

(Ci ) (B1 ) <

i=1

( ). 7 Constantin

Caratheodory
(13.09.1873 2.02.1950, Germany)

 3.

, ,

29

(Ci ),

i=n

n .

X
(Bn ) = (B) +
(Ci ) (B) + 0 = (B).
i=n

.
. Bn = (x 1/n, x + 1/n), ,
{x} : {x} = 0. , , (N) = 0, (Z) = 0, (Q) = 0, (a, b) = [ a, b ].
8. (B1 ) < ( (Bn ) <
n > 1), ,
(B) = lim (Bn ) .
n

, B(R) : (B) = 0, B ,
(B) = . Bn = (x 1/n, x + 1/n) :
B=

Bn = {x},

(Bn ) = 6 (B) = 0.

n=1

.
.
15. F -
. : F R ,
() = 1.
.
:
16. , F - ().
(, F) P : F R,
:
(P1) A F P(A) > 0;
(P2)
A1 , A2 , A3 , . . . F
[
 X

P
Ai =
P(Ai );
i=1

i=1

(P3) : P() = 1.
(P1) (P3) .
17. h, F, Pi, , F - P
F, .

30

3.

, . , .
0. P() = 0.
B Ai = , i > 1, ,
. (P2),

X
X
P() =
P(Ai ) =
P().
i=1

i=1

P() = 0.
(P2)
.
1. A1 , . . . , An F
[
 X
n
n
Ai =
P
P(Ai ).
i=1

i=1

B Ai = i > n. ,
0, . A1 , . . . , An , , , , . . . , (P2),
[

[
 X
n

n
X
Ai = P
Ai =
P
P(Ai ) =
P(Ai ).
i=1

i=1

i=1

i=1

.
2. A : P(A) = 1 P(A).
B A A = , A A ,
(P3) 1 P(A) + P(A) = P() = 1.
3. A B, P(B \ A) = P(B) P(A).
B B : B =
= A (B \ A). 1, P(B) = P(A) + P(B \ A).
, (P1) P(B) = P(A) + P(B \ A) P(A),
.
4. A B, P(A) 6 P(B).
5. A : 0 6 P(A) 6 1.
B P(A) > 0 (P1). A , P(A) 6 P() = 1.
6. P(A B) = P(A) + P(B) P(A B).
B AB B, P(B \(AB)) = P(B)P(AB) 3. A B = A (B \ (A B)), A B \ (A B) .
1, :
P(A B) = P(A) + P(B \ (A B)) = P(A) + P(B) P(A B).

 3.

31

(P1) .
8 7.
7. P(A B) 6 P(A) + P(B).
n
P
8. P(A1 . . . An ) 6
P(Ai ).
i=1

. ,
A
,
A , , , .
9. A1 , . . ., An :
n
X
X
P(A1 . . . An ) =
P(Ai )
P(Ai Aj ) +
i=1

i<j
n1

P(Ai Aj Am ) . . . + (1)

P(A1 A2 . . . An ). (2)

i<j<m

B .
n = 2 6. 9 n = k 1. ,
n = k. 6,
[

 k1

k
k1
[ 
[ 
Ai = P
Ai + P (Ak ) P Ak
Ai .
P
(3)
i=1

i=1

i=1

, (3)
 k1
[  k1
X
X
P
Ai =
P(Ai )
P(Ai Aj ) +
i=1

i=1

16i<j6k1
k2

P(Ai Aj Am ) . . . + (1)

P(A1 A2 . . . Ak1 ). (4)

16i<j<m6k1

(3)

 k1
 k1
k1
[ 
[
X
P Ak
Ai = P
Ai Ak =
P(Ai Ak )
i=1

i=1

i=1

P(Ai Aj Ak ) +

16i<j6k1
k2

P(Ai Aj Am Ak ) . . . + (1)

P(A1 A2 . . . Ak1 Ak ). (5)

16i<j<m6k1

. (4), (5) (3) .

, 9
. .

32

3.

21. n n . . ,
, n .
. Ai , i = 1, . . . , n, , i-
.
A = { } = A1 . . . An .
A1 , . . ., An , (2).
Ai . () n n .
|| = n!, Ai (n 1)! ,
, i-, .
P(Ai ) = (n 1)! / n! = 1/ n i. , i 6= j
P(Ai Aj ) =

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

P(Ai Aj Am ) =

(n 3)!
1
=
.
n!
n(n 1)(n 2)

, P(A1 . . . An ) = 1/ n!
(2). , 1 6 i < j < m 6 n Cn3
n , {i, j, m} .
(2), :
1
1
1
n1 1
Cn2
+ Cn3
. . . + (1)
=
n
n(n 1)
n(n 1)(n 2)
n!
1
1
n1 1
= 1 + . . . + (1)
1 e1 n
2! 3!
n!

P(A) = n

. e1 ,
P(A) 1 e1 n .

,
, ,
.
. ,

1.
22. . ,
. ,
?
, ,
:
= {4, 5, 6}, A = { } : A = {4, 6}. P(A) = 2/3.
.
: = {1, 2, 3, 4, 5, 6}. ,
, B =
= {4, 5, 6}. , ? , ,
B A. A,
, ( B ), P(A | B).
, , A B (. . A B), AB
A
, B.
P(A | B) =

2/6
P(A B)
2
=
=
.
3
3/6
P(B)

, .

34

4. ,

18. A ,
B,
P(A B)
P(A | B) =
.
P(B)
, P(B) > 0.

,
, . ,
.
6. P(B) > 0 P(A) > 0,
P(A B) = P(B) P(A | B) = P(A) P(B | A).
7. A1 , . . . , An :
P(A1 . . . An ) = P(A1 ) P(A2 | A1 ) P(A3 | A1 A2 ) . . . P(An | A1 . . . An1 ),
.
. 7 .
. , 7 , P(A1 . . . An1 ) > 0.

2.
19. A B , P(A B) = P(A)P(B).
23. 1. , , . ,
x, y R A = { < x} B = { < y} .
2. , (1, 0), (0, 0) (0, 1). , A = { < 1/2} B =
= { < 1/2} .

1 6

1 6
@
@
@
1

@
@
@

@1
x
1
1
2
1. x, y [0, 1] ( ).
P(A) = x, P(B) = y, P(A B) = xy, . . A = { < x} B =
= { < y} .

 4. ,

35

2. , :
2
P(A) = 3/4, P(B) = 3/4, P(A B) = 1/2 6= (3/4) , . . A =
= { < 1/2} B = { < 1/2} .
A B , A , B , , . , ,
19.
4. P(B) > 0. A B
, P(A | B) = P(A).
P(A) > 0, A B , P(B | A) = P(B).
. , .

5. A B . , P(A) = 0 P(B) = 0.
( ?) ,
( ) .
-: A B = , A B, . . A
B . :
, . . .
. ,
A, ,
B, .

6. A B , A B, A B, A B.
. A = (A B) (A B), A B
A B , P(A) = P(A B) + P(A B). P(A B) =
= P(A) P(A B) = P(A) P(A)P(B) = P(A)(1 P(B)) = P(A)P(B).
.
, ,
P(A1 . . . An ) = P(A1 ) . . . P(An ) . , A1 A2
.
24. 0 < P(A) < 1. A1 = A, A2 = A, A3 =

0 = P(A1 A2 A3 ) = P(A1 ) P(A2 ) P(A3 ) = 0,
A1 A2 :

2
P(A1 A2 ) = P(A) 6= P(A1 ) P(A2 ) = P(A) .

36

4. ,

, : , A1 A2 A3 A4 A5 .
20. A1 , . . . , An
, 1 6 k 6 n
1 6 i1 , . . . , ik 6 n :
P(Ai1 . . . Aik ) = P(Ai1 ) . . . P(Aik ).

(6)

9. A1 , . . . , An ,
, . . Ai , Aj . (6) k = 2. , , :
.

25 ( 8 ).
, , ,
, . A ( B, C) , , ( , ) .
1/2,
.
1/4, .
1/4 = 1/2 1/2, .
1/4, 1/8, . . .
, (6) k = 2, k = 3.
3.
26. , .
25%, 35%
40% . 5% , 3% 4% .
. )
; ) ,
, .

, . . 0,050,25 + 0,030,35 + 0,040,4.
, . .
0,050,25
.
0,050,25 + 0,030,35 + 0,040,4
8

(5.03.1880 26.10.1968)

 4. ,

37

, . .
21. H1 , H2 , . . . , P(Hi ) > 0 i
H1 H2 . . . = , .
H1 , H2 , . . ., , .
A P(A | Hi ) ( A Hi )
P(Hi ) ( Hi ). , , A?
8 ( ). H1 , H2 , . . .
A :

X
P(A) =
P(Hi ) P(A | Hi ).
i=1

. ,
[
 [

Hi =
(A Hi ),
A=A=A
i=1

i=1

(A H1 ), (A H2 ), . . . .
[
 X

X
P(A) = P
(A Hi ) =
P(A Hi ) =
P(Hi ) P(A | Hi ).
i=1

i=1

i=1

-
( ?), 6 .
4. 9
9 ( ). H1 , H2 , . . .
, A ,
. ,
Hk ,
A, :
P(Hk ) P(A | Hk )
P(Hk | A) = P
.

P(Hi ) P(A | Hi )
i=1
9 Thomas

Bayes (1702 17.04.1761, England)

38

4. ,

. ,
P(Hk | A) =

P(Hk A)
P(Hk ) P(A | Hk )
= P
.

P(A)
P(Hi ) P(A | Hi )
i=1

27. 26. . : Hi =
= { i- }, i = 1, 2, 3. : P(H1 ) = 0,25, P(H2 ) = 0,35, P(H3 ) = 0,4.
A = { }.
P (A | H1 ) = 0,05, P (A | H2 ) = 0,03, P (A | H3 ) = 0,04.
, 26
, .
28. ,
( ). 1, 0,00001.
: H1 = { 1- }
H2 = { 2- }. (apriori ) : P(H1 ) = P(H2 ) = 1/2.
A = { }. ,
P(A | H1 ) = 1,

P(A | H2 ) = 0,00001.

P(A) = 1/2 1 + 1/2 0,00001.
, A .
(aposteriori ) Hi ? , ( , 100 000
). ,
P(H1 | A) =

1/2 1
1
=
0,99999,
1/2 1 + 1/2 0,00001
1 + 0,00001

P(H2 | A) =

1/2 0,00001
0,00001
=
0,00001.
1/2 1 + 1/2 0,00001
1 + 0,00001

n .
.
, t ,
, , .
, ,
, k?
,

1. n
22. , ,
p (0, 1), q = 1 p.
, . ,
, , n A1 = { }, . . . , An = { n-
}. ,
{, }:
= {(a1 , a2 , . . . ) | ai {, }}.

.
n , n . n
n . , n
, n .

40

5.

10 ( ). k = 0, 1, . . . , n
:
nk

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

= Cnk pk q nk .

. A = {n = k} , n k . A :
(, , . . . , , , , . . . , ),
{z
} | {z }
|
k

nk

k , . ,
pk (1 p)nk . A
k n .
Cnk k n . A Cnk ,
pk (1 p)nk .


23. Cnk pk (1 p)nk , k = 0, 1, . . . , n .
2.
p . 1, 2, 3, . . . ,
.
11. ,
k N = {1, 2, 3, . . .}, P( = k) = p q k1 .
. k 1
, ,
P( = k) = P(, . . . , , ) = p q k1 .
24. {p q k1 , k = 1, 2, 3, . . . }
.

, .
12. P( = k) = p q k1 k N.
n k :
P( > n + k | > n) = P( > k).
, , ( ) , :

 5.

41

- , , ,
.
.
. ,
P( > n + k)
P( > n + k, > n)
=
.
(7)
P( > n + k | > n) =
P( > n)
P( > n)
, { > n + k} { > n}, { > n + k}.
m > 0 P( > m):

X
X
p qm
P( > m) =
P( = i) =
p q i1 =
= qm .
1

q
i=m+1
i=m+1
P( > m) : { > m} , m , . . q m . (7),
P( > n+k | > n) =

q n+k
P( > n + k)
= n = q k = P( > k).
P( > n)
q

3.
,
, ,
.
29. .
: ) ; ) .
. ) 1/6 ( ).

10

10
P(15 = 10) = C15
(1/6)

1510

(1 1/6)

) , :
, , .
.
,
, .
m : 1, 2, . . . , m, i
pi , p1 + . . . + pm = 1.

42

5.

P (n1 , . . . , nm ) , n =
= n1 + . . . + nm 1 n1 , 2 n2 , . ., m nm .
13. n n1 > 0, . . . , nm > 0 ,
n1 + . . . + nm = n, :
n!
pn1 . . . pnmm .
P (n1 , . . . , nm ) =
n1 ! . . . nm ! 1
. , n1 , n2 , . . . , nm m-:
(1, . . . , 1, 2, . . . , 2, . . . , m, . . . , m).
| {z } | {z }
| {z }
n1

n2

nm

n , . n pn1 1 . . . pnmm .
1, 2, . . . , m n .
n n1 , n2 , . . . , nm m, . .
n!
n2
n3
nm
Cnn
. . . Cnn
=
Cnn1 Cnn
.
1
1 n2
1 ...nm1
n1 ! . . . nm !
29() :
1/6, ( ) 4/6, ,
 2
1 1
15!
4
.
P (10, 3, 2) =
10! 3! 2! 610 63 6
4.

, N , K ,
N K . ( )
n . PN,K (n, k) , k n k , (. 8
):
PN,K (n, k) =

nk
k
CK
CN
K
.
n
CN

, , ,
,

 5.

43

PN,K (n, k)
:
 k 
nk
K
K
k
P(n = k) = Cn
1
.
N
N
.
14. N K , K/N p (0, 1),
n 0 6 k 6 n
PN,K (n, k) =

nk
k
CN
CK
K
Cnk pk (1 p)nk .
n
CN

. PN,K (n, k) :
PN,K (n, k) =

K!
(N K)!
n!(N n)!
=
k!(K k)! (n k)!(N K (n k))!
N!
nk

}|
{z
}|
{
z
k K(K 1) . . . (K k+1) (N K)(N K 1) . . . (N K (nk)+1)
= Cn
.
N (N 1) . . . (N n+1)
|
{z
}
n=k+(nk)

, n , n .
k (K a) / (N b) a b p K/N p. n k (N K a) / (N b)
1p K/N p.
K
p.
PN,K (n, k) Cnk pk (1 p)nk
N
5. 10
,
0,003. ,
:
1X
000

C1k 000 (0,003)k (0,997)1 000k = 1

k=7

6
X

C1k 000 (0,003)k (0,997)1 000k .

k=0

-
10 Simeon

Denis Poisson (21.06.1781 25.04.1840, France)

44

5.

. n . p = pn 6 0, , , . p = pn
. (. ). :
, p1 , , p2 , . . n,
pn .
, ,
.
15 ( ). n pn 0 ,
npn > 0. k > 0
k n pn
k e / k! :
k

e .
k!
. n = n pn > 0. pn = n /n

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

n 
k
n(n1) . . . (nk+1) kn
n
n
k
=
1

e . (8)
k
n
n
n
k!
|
{z
} k! |
{z
}|
{z
}

1
e
1
nk

Cnk pkn (1 pn )

(8) , kn k n
(1 n /n) e . :

n



 2 
n
n
n
n
ln 1
= n ln 1
=n
+O
.
n
n
n
n2
n k
o

25.
e , k = 0, 1, 2, . . .
k!
> 0.
15

0,003, . n = 1 000 , pn = 0,003 , , = npn = 3, -

 5.

45

6
X

C1k 000 (0,003)k (0,997)1 000k 1

k=0

6
X
3k
k=0

k!

e3 =

X
3k
k=7

k!

= 3 (7) 0,034.

e3 =
(9)

, n = 10 , pn = 0,003 ,
P(n = k)
k e / k! .
,
, .
16 ( ). A , n n p,
= np. C :

 X

X k
X k

 

k k
nk
2


 P(n A)

C
p
(1

p)

=
e
e
n



 6 np .
k!
k!
kA

kA

kA

, 16 , n , p , . (9)? A =
= {0, 1, . . . , 6}, :


6
 
X

 
3k 3  
 P(1000 > 7) 0,034  =  1 P(1000 6 6) 1
e
=

k!
k=0


6
X

3k 3 

=  P(1000 6 6)
e  6 np2 = 0,009.
k!
k=0

,
(0,034 0,009, 0,034 + 0,009) = (0,025, 0,043).
16. ,
, , min(p, np2 ).
0,003 0,009,
: (0,031, 0,037).

, -, .
.
M. ,
,

1.
,
,
.
,
. , , .
,
, .
h, F, Pi.
26. : R
, B B(R) 1 (B) , . . - F.
1 (B) = { | () B},
, () B, B.
10. , f X Y , - F G X Y .
f , B G
f 1 (B) F.
11. , ,
- , ,
, , , R.
, .

 6.

47

, , ,
.
,
P( = 5) = P{ | () = 5}, P( [3, 7]), P( > 3,2),
P( < 0) (
). ,
, , - .
, B
P( B).
26 - . ,
: { | () (a, b)} F,
: { | () < x} F.
, , 26 27:
27. : R , a < b { | () (a, b)}
- F.
26, 27.
26, 27,
(a, b) .
, . (a, b)
1 ((a, b)) F. , .
A = {B R | 1 (B) F} , . A (a, b). , A -.
, B A , 1 (B) =
= { | () B} F.
1. , R A. 1 (R) = F , , R A.
2. , B A B A. 1 (B) F.
1
(B) = { | () 6 B} = \ 1 (B) F, F -.
3. , B1 B2 . . . A B1 , B2 , . . . A.
1 (Bi ) F i > 1. F -,
S
 n 
o

S
S

1
Bi =  ()
Bi =
1 (Bi ) F.
i=1

i=1

i=1

, A - .
B(R) -, . , A B(R) : B(R) A.

48

6.

.
30. . = {1, 2, 3, 4, 5, 6},
R : () = , () = 2 .
- F, . , - - F, F.
1. F , ,
F, { | () B} { | () B}.
, , :

16

25

36

1
6

1
6

1
6

1
6

1
6

1
6

1
6

1
6

1
6

1
6

1
6

1
6

P( = 1) = . . . = P( = 6) = P( = 1) = . . . = P( = 36) = 16 .
2. - F :


F = , , {1, 3, 5}, {2, 4, 6} ,
. . , , . , - , , . , , B = {4}. ,
{ | () = 4} = {4} 6 F { | () = 4} = {2} 6 F.
.


) F = , , {1, 3, 5}, {2, 4, 6} ?
) , , F = {, }.
) , -
() = c ().
31. = [0, 2], F = B(R) [0, 2] -
[0, 2], P() = () F

A , 14.

(
1, A,
() = IA () =
0, 6 A
, , ,
1 ({1}) = { | () = 1} = A F.
P( = 1) = (A) .
.

 6.

49

2.
28.
(B) = P( B) R.
B B(R) P( B).

. , , ,
.
, .
, ( ).
32.
1. .
. - . . :
() = 1, = , () = 0, = ;
() = 0, = , () = 1, = .
, B R
B .
() () . . . ,
.
2. [0, 1]. [0, 1] - [0, 1]
. , : () = () = 1 ( )
B. B
[0, 1]. , , : = 0,5 ( () ()).
3. [0, 1] : () = 0 ;
() = 0 , = 0,5, = 0,5 () = 17.
( ) , . () ()
, -

50

6.

= 0,5. , : P( = ) = 1.
. ,
.
, , ,
, .
29. C
,
{a1 , a2 , . . . } ,

X
P( = ai ) = 1.
i=1

, ,
. : x, P( = x) > 0.
, B R
X
P( B) =
P( = ai ).
ai B

, pi = P( = ai ):

a1
a2
a3
...
P
p1
p2
p3
...
30. C
,
f (x) , B
:
Z
P( B) =

f (x) dx.
B

f (x) .
12. , . , , ,

B. B, , . , , f (x)
( ), ,
.

 6.

51

17. :

Z
(f1) f (x) > 0 x;
(f2)
f (t) dt = 1.

. (f1) , (f2) :
Z
P( R) = 1 = f (x) dx.
R

:
18. f (f1) (f2),

, f .
. ,
f . (f2). F , P () F.
, .
B B(R) :
Z
DB
P( B) = P( DB ) =
= f (x) dx.
(10)

B

f (x)
DB
B

DB ,
B. , (10) , f
.
7. , P( = x) = 0 x R.
30 12,
, , .
, , ,
, , ,
.

52

6.

31. ,
, B (B) = 0 , P( B) = 1,
P( = x) = 0 x B.
.
B, , P . , B , P( B) =
P( = xi ),
xi B. ,
P( B) = 1.
,
.
,
(, !).
,
, .
32. ,
, 1 , 2 3 ,
( ),
p1 , p2 , p3 [0, 1), p1 + p2 + p3 = 1, B B(R)
:
P( B) = p1 P(1 B) + p2 P(2 B) + p3 P(3 B).
1 , 2 , 3 p1 +p2 +p3 = 1
: ,
P( = k) = pk k = 1, 2, 3, k B B(R)
{ = k} {k B} .
: () = k (), () = k,
k = 1, 2, 3. :
P( B) = P(1 B, = 1) + P(2 B, = 2) + P(3 B, = 3).
,
P( B) = p1 P(1 B) + p2 P(2 B) + p3 P(3 B).
, , ( ).

 6.

53

3.
P( B)
: .
, . - .
:
.
-
? - B(R) (
(, x)),
x R.
.
13. (, x], (x, ), [x, ).

33. F : R [0, 1], x R

, x:
F (x) = P( < x) = P{ : () < x}.
.
4.
. ,
= I ,
c R, :
c
c 1, . . P( = c) = 1.
:
F (x)
6
(
q
b
1
0, x 6 c;
F (x) = P( < x) = P(c < x) =
1, x > c.
r
c

. ,
= B , p, :
p
1 0 p 1 p .
p :

0
1
. :
.
P
1p p

54

6.

x 6 0;
0,
F (x) = P( < x) = 1 p, 0 < x 6 1

1,
x > 1.

F (x)
p
16
1p b

r
0

b
r
p

. ,
n N p (0, 1), = B
:
n,p , k = 0, 1, . . . , n
P( = k) = Cnk pk (1 p)nk . n
p. :

0
(1 p)n

1
np(1 p)n1

...
...

k
Cnk pk (1 p)nk

...
...

n
.
pn

B1, p .
. ,
p (0, 1), = G , k = 1, 2, 3, . . .

p
P( = k) = p(1 p)k1 .

p. :

1
p

2
p(1 p)

...
...

k
p(1 p)k1

...
...

. ,
= ,
, > 0, :

k = 0, 1, 2, . . . P( = k) =

k!
.

e .

. , n, N K,
K 6 N , n 6 N , k ,
nk
k
n
0 6 k 6 K, 0 6 nk 6 N K, P( = k) = CK
CN
K / CN .
n , , K N K .
.
, .

 6.

55

5.
. , = U
[a, b], :
a,b , [a, b] :

6f (x)
1 , x [a, b],
1
ba
f (x) = b a
0,
x 6 [a, b].
a

,
f (x) > 0. f (x) .
= U

a,b ,
[a, b]. 30
:
x
R

0 dt,
x < a,

Zx
R0
Rx 1
0 dt +
dt,
a 6 x 6 b,
F (x) = P( < x) = f (t) dt =

a ba

Ra
Rx
Rb 1

dt + 0 dt, x > b.
0 dt +

a ba
b
:

F (x)
6

0,
x < a;

1

x a


, a 6 x 6 b
F (x) =


ba


1,
x > b.
a

. ,
= E ,
() > 0, :

:
(
0,
f (x) =
ex ,

x < 0,
x > 0.

f (x)
6

:
(
0,
F (x) = P( < x) =
1 ex ,

x < 0,
x > 0.

F (x)
16

56

6.

, (
).
= E . x, y > 0
19.

P( > x + y | > x) = P( > y).

(11)

. 19. ,
(11) x, y > 0, .

. , (11 ) a 2 , a R, > 0, :
= N

a, 2 , :
f (x) 6
2

(xa)
1
f (x) = e 22 ,
2

x R.
-

, f (x) .
f (x) > 0 x R, (f1) . (f2):
"
#

Z
Z

(xa)2
1
2 2
xa
e
dx =
=
f (x) dx =
t=
, dx = dt
2

2
1
1
et /2 dt =
2
2

et

/2

I
dt =
= 1,
2

I ( 12 )

2
I=
ex /2 dx = 2.

11 Johann
12

Carl Friedrich Gauss (30.04.1777 23.02.1855, Germany)

:

Z
Z
Z
Z
2
2
2
2
I2 =
ex /2 dx
ey /2 dy =
e(x +y )/2 dx dy.

: x = r cos , y = r sin , dx dy = r dr d, x2 + y 2 = r 2 :
2
2
Z
Z
Z
Z

2
2
r 2 /2
I =
re
dr d =
er /2 d(r 2 /2) d = 2, I = 2.
0 0

0 0

 6.

57

N0, 1 a = 0 2 = 1 . 2
1
f (x) = ex /2 .
2

( ) a, 2 (x)
Na, 2 . 2
, ex
.
a, 2 (x) :
Zx
(ta)2
6
1
22
1
e
dt,
a, 2 (x) =
2

Zx

0, 1 (x)

0,5
t2
1
e 2 dt.
2

0, 1 (x) , . . x . .
-. , -
=
> 0, > 0, :
, ,
:
(
0,
x 6 0,
f (x) =
1 x
cx e
, x > 0,
c (f2) :

Z
Z
Z
c
c
1=
f (x) dx = c x1 ex dx = (x)1 ex d(x) = (),

c = / (). ()

Z
() = x1 ex dx = ( 1)( 1),
0

- 13 ; (k) = (k 1)!
k, (1) = 1. (1/2) = .
, -: E = , 1 .
13 Leonhard

Euler (15.04.1707 18.09.1783, Switzerland, )

58

6.

. , < 1,
= 1 > 1, , .

- ,
, :
Zx

t1 et dt.
F (x) =
()
0

:
F (x) = 1

1
X
(x)k

k=0

k!

ex =

X
(x)k
k=

k!

ex .

(12)

. (12) .
= x .
: F (x) = P( > ),

. , 14
= C
a R, > 0, :
a, ,
:

1
x R.
f (x) =
2 + (x a)2
x =
= a ,
. 


1
1
xa
x.
F (x) = + arctg
2

. , 15
> 0, :

(
1 1 , x > 1,
,

x
>
1,
+1
x
f (x) =
F (x) =
x
0,
0,
x < 1;
x < 1.
, [1, ), [c, ) c > 0.
(-

, ,
, , )
. 14 Augustin
15 Vilfredo

Louis Cauchy (21.08.1789 23.05.1857, France)

Pareto (15.07.1848 20.08.1923, France, Italy, Switzerland)

 6.

59

, .
6.
.
F (x) = P( < x).
:
20. :
(F1) : x1 < x2 , F (x1 ) 6 F (x2 );
(F2) c lim F (x) = 0
x

lim F (x) = 1;

x+

(F3) :
F (x0 0) =

lim

xx0 0

F (x) = F (x0 ).

(F1). x1 < x2 { < x1 } { < x2 }, . . { < x1 } { < x2 }. ,

F (x1 ) = P{ < x1 } 6 P{ < x2 } = F (x2 ).

( 3, 2, . 28, 2).
(F2). , (F2), (F3) F (x). lim F (x) =
x

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

lim

xx0 0

F (x) = F (x0 ).

- {xn },
.
, F (n) 0 n . Bn = { < n}:




Bn+1 = < (n+1) Bn = < n n > 1.
B , () . () ,
. ,
T Bn
, . . B = Bn = .
, F (n) = P(Bn ) P(B) = 0 n .
.

60

6.

, F (n) 1 n , . . 1F (n) = P( > n) 0.

Bn Bn = { > n}. Bn :




Bn+1 = > (n + 1) Bn = > n n > 1,
B ,
. , 1F (n) =
= P(Bn ) P(B) = 0 n .
(F3). , F (x0
1/n) F (x0 ) n . ,
:




1
1
1
F (x0 ) F x0
= P( < x0 ) P < x0
= P x0 6 < x0 .
n
n
n
. {x0 1/n 6 < x0 } Bn , .

, . ,
, , ,
.
21. F : R [0, 1] (F1)(F3), F , . .
h, F, Pi , F (x) F (x).
. (
= [0, 1] - ) , .
. ! , , () = sup{x : F (x) < }.

20,
:
(F4) x0 F (x0 + 0) F (x0 ) P( = x0 ):
F (x0 + 0) F (x0 ) =

lim

xx0 +0

F (x) F (x0 ) = P( = x0 ),

, , F (x0 + 0) = F (x0 ) + P( = x0 ) = P( 6 x0 ).
. ( , (F2) (F3)).

, F (x0 +0)F (x0 )

x0 x0 . ,
() x0 . .

 6.

61

14. P( 6 x).
, ,
. , P( = x0 )
, .

(F5) :
P(a 6 < b) = F (b) F (a).

(13)

F (x) a b,
P(a 6 < b) = P(a < < b) = P(a 6 6 b) = P(a < 6 b) = F (b)F (a).
. (13). (F4).
, { < a} {a 6 < b} = { < b}, . P{ < a} + P{a 6 < b} = P{ < b},
F (a) + P{a 6 < b} = F (b), .
. ,
. , :
X
F (x) = P( < x) =
P( = ak ).
k : ak <x

(F4) (F5) .
8. , F (x)
. ai
F (x), pi = P( = ai ) = F (ai + 0) F (ai ) .
. ,
( ).
1/2 ? ?
1/3? 1/4?

. f (t). x :
Zx
F (x) = P( < x) = P( (, x)) =
f (t) dt.
(14)

62

6.

(14)
.
(f3) , .
. 7 (F4). ,
(f3) (14) .
(f4) , ,
d
F (x) x.
f (x) = F0 (x) =
dx
15. , ()
x .

, . , , .
,
. . , . , ,
, , .
(f4) (14), :
F (x) , x
Zx
F (x) =
F0 (t) dt.

7
:
(f5) , a < b :
Zb
P(a < < b) = P(a 6 < b) = P(a < 6 b) = P(a 6 6 b) = f (t) dt.
a

 6.

63

. , . 31,

B
. P( R \ B) = 0. (13),
P( [a, b)) = 0, F (b) = F (a), . .
B. R \ B
( , , . . ). , F (x) , P( = x) = 0 x R.
:
F (x)
16

1
3

2
3

.
, .
,
, .
7.
a, 2 (x) 0, 1 (x).
9. x R :
x a
a, 2 (x) = 0, 1
.

.
xa
Zx
Z
x a
(ta)2 / 22
2
1
1
e
ey / 2 dy = 0, 1
a, 2 (x) =
dt =
.

2
2

y = (t a) / , dt = dy,
t = x y = (x a) / .
:

64

6.
= N
2.
a, 2 , =

= N

0, 1 .

. ,
0, 1 (x):
 a

F (x) = P( < x) = P
< x = P( < x + a) =

 x + a a 
= a, 2 (x + a) = 0, 1
= 0, 1 (x).

= N
3.
a, 2 ,

P(x1 < < x2 ) = a, 2 (x2 ) a, 2 (x1 ) = 0, 1

x a
2

0, 1

x a
1

, 0, 1 (x). ( ):
10. 0, 1 (0) = 0,5, 0, 1 (x) = 1 0, 1 (x).
= N
11.
0,1 , x > 0
P(|| < x) = 1 20, 1 (x) = 20, 1 (x) 1.
. x > 0 :
P(|| < x)

= P(x < < x) = 0, 1 (x) 0, 1 (x) =

= 1 20, 1 (x) = 20, 1 (x) 1.

= N
12 ( ).
a, 2 ,

P(| a| > 3) = 0,0027 ( ).

. :







 a
P | a| > 3 = 1 P | a| < 3 = 1 P 
<3 .

= ( a) / ,
11: 1 P(|| < 3) = 1 (1 20, 1 (3)) =
= 20, 1 (3) = 2 0,00135 = 0,0027 ( !).
0,0027 , ,

a 3 a + 3.

. . . .
. , ...

h, F, Pi . g : R R , g() ,
g() . , ,
. . ,
, , .
1.
g() .
22. , g : R R
( ) , . . ,
B g 1 (B) . g() .
. , g() : R . B B(R) B1 = g 1 (B). B1 ,
g . (g())1 (B):
{ | g(()) B} = { | () g 1 (B) = B1 } = 1 (B1 ) F,
B1 B(R) .
. , , , ,
. , , .

66

7.

2.
.
, g g() ,
.
.
F (x)
f (x). g : R R = g().
, , .
16. = g() g. , g -,
, .
. g , = g() :
) ; ) .
= g() , -

, , g () .
, ,
. ,
. , . ,
. , (14),
x
Zx
F (x) =
h(y) dy, h(y) > 0,

: f (x) = h(x).
, , . . (f1) (f2).
23. F (x) f (x), a .
= a + b
1 x b
f (x) =
f
.
|a|
a
. a > 0.
(xb)/a
Z

x b
x b
F (x) = P(a + b < x) = P <
= F
=
f (t) dt.
a
a

 7.

67

. t
y : t = (y b) / a. dt = dy / a,
t = (x b) / a y = x,
t = y = .
Zx
1 y b
F (x) =
f
dy.
a
a

f (y) = a + b a > 0.
a < 0.
+
Z

x b
F (x) = P(a + b < x) = P >
=
f (t) dt.
a
(xb)/a

t = (y b) / a, y = at + b.
t = + y = , a < 0.

Zx
Z
1 y b
1 y b
f
f
dy =
dy.
F (x) =
a
a
|a|
a
x

f (y)
= a + b a < 0.
g :
24. f (x),
g : R R . = g()


0


f (x) = g 1 (x) f g 1 (x) .

0
g 1 , g, g 1 (x) .
. 24.

23 :
= N
= N
4.
0,1 , = + a
a,2 .
. ,
(xa)2
1 x a
1
f (x) = f
= e 22 .

2
= N
= N
2
5.
,

( a) /
0,1 .
a,
=
=
6. U0, 1 , a + b Ub, a+b a > 0.
= E ,
= E .
7.

68

7.

.
25. F (x) = F (x) . = F () [0, 1] .
. . , 0 6 6 1. ,
F . ,

x 6 0,
0,
1
(15)
F (x) = P(F () < x) = P( < F (x)), x (0, 1),

1,
x > 1.


1
1
= U
P( < F (x)) = F F (x) = x, . .
0,1 .
F ,
. F 1 (x)
{t | F (t) = x} x (0, 1).
(15)


P( < F 1 (x)) = F F 1 (x) = x
x (0, 1).
25
(, ).
, F . F 1 (x)
t, F (t) > x:
F 1 (x) = inf{t | F (t) > x}.
F 25.
= U
26.
0,1 , F . = F 1 ( ) ( ) F .
= U
8.
0, 1 . :
1
= C
=
= E ,
ln(1 )
a + tg( /2)
1

a, ,
0,1 () N0,1 .

. 26 8,
. ? ? (: ).

.
.

1.
1 , . . . , n
h, F, Pi.
34.
F1 , ..., n (x1 , . . . , xn ) = P(1 < x1 , . . . , n < xn )
(1 , . . . , n )
1 , . . . , n .
. (1 , 2 ) .
(F0) x1 , x2 : 0 6 F1 , 2 (x1 , x2 ) 6 1.
(F1) F1 , 2 (x1 , x2 ) (x1 , x2 ).
(F2) i = 1, 2 lim F1 , 2 (x1 , x2 ) = 0. xi

lim

lim F1 , 2 (x1 , x2 ) = 1.

x1 + x2 +

(F3) F1 , 2 (x1 , x2 ) (x1 , x2 )

.
(F4) 1 2 , +:
lim F1 , 2 (x1 , x2 ) = F2 (x2 ),

x1 +

lim F1 , 2 (x1 , x2 ) = F1 (x1 ). (16)

x2 +

. (F0)(F3) . . .
F : R2 R ,
.

70

8.

. ,
(
0, x1 6 0 x2 6 0 x1 + x2 6 1;
F (x1 , x2 ) =
1, x1 > 0, x2 > 0, x1 + x2 > 1.
(F0)(F3),
(1 , 2 ) , , , [a1 , b1 ) [a2 , b2 ), ( ) :
P(a1 6 1 < b1 , a2 6 2 < b2 ) < 0.

(, ), a1 < b1 , a2 < b2
: P(a1 6 1 < b1 , a2 6 2 < b2 ) = F1 , 2 (b1 , b2 ) +
+ F1 , 2 (a1 , a2 ) F1 , 2 (a1 , b2 ) F1 , 2 (b1 , a2 ).
(F0)(F3) F ( a1 < b1 , a2 < b2 ).
2.
:
(1 , 2 )
, . ,
,
: ,
().
.
35. , 1 , 2 ,
{ai , bj } ,
X

X
P(1 = ai , 2 = bj ) = 1.
i=1 j=1

, i- j- P(1 = ai , 2 = bj ),
1 2 .
1 , 2 ( , ) :

X
X
P(1 = ai ) =
P(1 = ai , 2 = bj ), P(2 = bj ) =
P(1 = ai , 2 = bj ).
j=1

i=1

, , {2 = b1 }, {2 = b2 }, . . .
, {1 = ai }

 8.

71

[
{1 = ai } =
{1 = ai , 2 = bj }.
j=1

.
36. , 1 , 2 , f1 , 2 (x1 , x2 ) , B B(R2 )

ZZ
P((1 , 2 ) B) =
f1 , 2 (s1 , s2 ) ds1 ds2 .
B

f1 , 2 (x1 , x2 ) ,
1 , 2 .
, 6
B -x2
f1 , 2 (x1 , x2 )
B (x1 , x2 ),
B
x1
.
1 , 2 , x1 , x2 :
x

x
Z1
Z2

F1 , 2 (x1 , x2 ) = P(1 < x1 , 2 < x2 ) =

f1 , 2 (s1 , s2 ) ds2 ds1 .

,
:
(f1) : f1 , 2 (x1 , x2 ) > 0 x1 , x2 R;
ZZ
(f2) :
f1 , 2 (x1 , x2 ) dx1 dx2 = 1.
R2

: , , . .

:
2
(f3) f1 , 2 (x1 , x2 ) =
F , (x1 , x2 ) (x1 , x2 ).
x1 x2 1 2
1 2 . , -

72

8.

(, ) R2
( ). , , : ,
.
27. 1 2
f (x1 , x2 ),
1 2 :

Z
Z
f1 (s1 ) =
f (s1 , s2 ) ds2 ; f2 (s2 ) =
f (s1 , s2 ) ds1 .

n > 2 1 , . . . , n f (x1 , . . . , xn ) f .
. , (16),

x
x
Z1
Z
Z1

F1 (x1 ) = lim F1 , 2 (x1 , x2 ) =

f (s1 , s2 ) ds2 ds1 = f1 (s1 ) ds1 .
x2 +

.
3.
.
. S Rn (S). , (1 , . . . , n )
S, f1 , ..., n (x1 , . . . , xn ) S
:

1 , (x , . . . , x ) S,
1
n
(17)
f1 , ...,n (x1 , . . . , xn ) = (S)

0,
(x1 , . . . , xn ) 6 S.
, :
Z
Z
1
1
f1 , ..., n (x1 , . . . , xn ) dx1 . . . dxn =
dx1 . . . dxn =
(S) = 1.
(S)
(S)
Rn

, (1 , . . . , n ) S , S.

 8.

73

. > 0 (n n), 1 , ~a Rn n- -.
: ~aT = (a1 , . . . , an ).
, (1 , . . . , n ) N~a, ~a , f1 , ..., n (x1 , . . . , xn )


1
1
f~ (~x) =

n exp (~x ~a)T 1 (~x ~a) .
2
det 2
,
, . (~x ~a)T 1 (~x ~a)
(xi ai ): , B = 1 bij
n
n X
X
bij (xi ai )(xj aj ).
(~x ~a)T B(~x ~a) =
i=1 j=1

, ,
~a .
,
21 , . . . , 2n , :
(
)
n
1
1X 1
f~ (~x) =
(xi ai )2 =

n exp
2 i=1 2i
1 . . . n
2
=

1 2

(xa)2
221

...

n 2

(xa)2
22n

, 1 , . . . , n .
4.
, ,
, , , . ( ),
. , , .

74

8.

,
, , .
. ( ) , , :

.
33.
p = 1/2
: 0 6 r 6 1/2
P( = 0, = 0) = r,
P( = 1, = 0) =

1
r,
2

P( = 0, = 1) =

1
r,
2

P( = 1, = 1) = r,

r = 0, P( + = 1) = P( = 0, = 1) + P( = 1, = 0) = 1,
. . + 1.
r = 1/2, P( + = 0) = P( + = 2) = 1/2, . . + , 0 2
.
r = 1/4, P( + = 0) = 1/4, P( + = 2) = 1/4 P( +
+ = 1) = 1/2, . . +
2 1/2.
r = 1/3, P( + = 0) = 1/3, P( + = 1) = 1/3
P( + = 2) = 1/3, . . + 1, 2 3
( ).
, r .
.
34. .
= . , + = 0 .
= . + = 2 , N0, 4 (!).
, , , . ( ,
).

 8.

75

5.
37. 1 , . . . , n
( ), B1 , . . . , Bn B(R) :
P(1 B1 , . . . , n Bn ) = P(1 B1 ) . . . P(n Bn ).
38. 1 , . . . , n
, .
, .
17.
.
R.

35. 25.
A, B C 1 , 2 3 . , 1 = 1, A , 1 = 0, A . 1 , 2 3 (),
:
1
4

P(1 = 1, 2 = 1, 3 = 1) = P(A B C) = ,
1
8

P(1 = 1) P(2 = 1) P(3 = 1) = P(A) P(B) P(C) = .

. , , .
:
39. 1 , . . . , n ( ), x1 , . . . , xn :
F1 , ..., n (x1 , . . . , xn ) = F1 (x1 ) . . . Fn (xn ).

:
40. 1 , . . . , n
( ), a1 , . . . , an :
P(1 = a1 , . . . , n = an ) = P(1 = a1 ) . . . P(n = an ).
. , 37 39 (
. 4 . 3 . . ).

76

8.

. , 37 40 .

:
41. 1 , . . . , n ( ),
1 , . . . , n , . . x1 , . . . , xn : f1 ,..., n (x1 , . . . , xn ) = f1 (x1 ) . . . fn (xn ).
18. ( ).
.

. 39 41.
27, 1 , . . . , n , 1 , . . . , n
. 1 , . . . , n
39, . . x1 , . . . , xn
F1 ,..., n (x1 , . . . , xn ) = F1 (x1 ) . . . Fn (xn ).

x
x
Z1
Zn
F1 ,..., n (x1 , . . . , xn ) =
...
f1 ,..., n (s1 , . . . , sn ) ds1 . . . dsn = I1 ,

, n- :
x
Z1

F1 (x1 ) . . . Fn (xn ) =

xZn

f1 (s1 ) ds1 . . .

x
Z1

x
Zn

...

fn (sn ) dsn =

f1 (s1 ) . . . fn (sn ) ds1 . . . dsn = I2 .

I1 = I2 x1 , . . . , xn , x1 , . . . , xn , ( ), . . 41.
, .

 8.

77

6.
1 2 f1 , 2 (x1 , x2 ), g : R2 R. ( , )
= g(1 , 2 ).
, , .
28. x R, Dx R2 (x1 , x2 ) , g(x1 , x2 ) < x.
= g(1 , 2 )
ZZ




F (x) = P g(1 , 2 ) < x = P (1 , 2 ) Dx =
f1 , 2 (x1 , x2 ) dx1 dx2 .
Dx

, 1 2 , . . f1 , 2 (x1 , x2 ) f1 (x1 ) f2 (x2 ). g(x1 , x2 ) 1 2 .

9 ( ). 1
2
f1 (x1 ) f2 (x2 ),
1 + 2 f1 f2 :

Z
Z
f1 + 2 (t) =
f1 (u) f2 (t u) du =
f2 (u) f1 (t u) du
(18)

. 28 g(x1 , x2 ) = x1 + x2 . Dx =
= {(x1 , x2 ) | x1 + x2 < x}
: x1 ,
+, x2 , x1
, x x1 . Dx = {(x1 , x2 ) | x1 R, x2 (
, x x1 )}.

Z xx
Z 1
ZZ

F1 + 2 (x) =
f1 (x1 ) f2 (x2 ) dx2 dx1 =
f1 (x1 )f2 (x2 ) dx2dx1 .
Dx

x2 t : x2 = t x1 .
x2 (, x x1 ) t (, x), dx2 = dt. :

78

8.

F1 + 2 (x)
x

Z
Z
Zx
Z
f1 (x1 ) f2 (t x1 ) dtdx1 = f1 (x1 ) f2 (t x1 ) dx1dt.

, F1 + 2 (x)
Rx
f1 + 2 (t) dt,

Z
Z
f1 + 2 (t) =
f1 (x1 ) f2 (t x1 ) dx1 =
f1 (u) f2 (t u) du.

,
- 1 2 .
9
, (!),
.
. , :
, .

, ,
:
. P( = ai ) = pi ,
f (x),
. , +
P
f+ (x) =
pi f (x ai ).
.

7.
36. . , a = 0 2 = 2.
. ,

f+ (x) =

1 u2/2 (xu)2/2
e
e
du =
2

x2/4

=e



x2
u2 + 2 xu

1
e
2

2
1
1 (u x )2
2
e
du = ex /4
2
2

du =
2

2
ex /4
1
ev dv = .

 8.

79

,
1
a = 0 2 = .
2
, ,
0 2.

(, ) , , .
, ,
.
=
=
3.

.
=
+
.
+
= B
= B
4.
n,p
m,p =
. + Bn+m,p .
= N
=
5.
a1 ,21 Na2 ,22 = N
. +
a1 +a2 , 21 +22 .
=
=
6.
, 1
,2 =
. +
.
,1 +2
, , , 36.
,
-, .
7. 1 , . . . , n =
E = ,1 . 1 + . . . + n
,n .
. . n = 1
E = , 1 .
n = k 1. , n = k.
Sk1 = 1 +. . .+ k1 , k1 , . .
Sk1

x 6 0,
0,
fSk1 (x) =
k1

xk2 ex , x > 0.
(k 2)!
Sk = 1 + . . . + k

Z
Z
k1
fSk (x) =
fSk1 (u)fk (x u) du =
uk2 eu fk (x u) du.
(k 2)!

80

8.

fk (x u) = 0 x u < 0, . . u > x,
, 0 6 u 6 x x > 0. x 6 0
, fSk (x), . x > 0 :
Zx k1

k
fSk (x) =
uk2 eu e(xu) du =
xk1 ex .
(k 2)!
(k 1)!
0

Sk , k , .
37. .

[0, 1] , , .
= U
1 , 2
0, 1 . (1 , 2 )
, . F1 + 2 (x) = P(1 + 2 < x) x2 = x x1 .
0 < x 6 1, 1 < x 6 2. :

0,
x 6 0;

6
x6

1 @@
x /2,
0 < x 6 1; 1
F1 + 2 (x) =
@

2x x2 /2 1, 1 < x 6 2; x

@
1,
x > 2.
@
@1
1

x 6 (0, 2);
0,
f1 + 2 (x) = x,
0 < x 6 1;

2 x, 1 < x 6 2.
=

. ,
.

a b,
(a + b)/2.
.

1.
42. E (
, ) , P( = ai ) = pi , i Z,

X
X
E =
ai pi =
ai P( = ai ),
i

P
, . . |ai |pi < .
, .
43. E (
, ) f (x)

Z
E =
xf (x) dx,

, . .

|x|f (x) dx < .

.
:
, ai pi (
), f (x) (
), E
.

82

9.

38. , .
E =

6
X

k=1

1
1
= (1 + 2 + 3 + 4 + 5 + 6) = 3,5.
6
6

3,5 .
39. , [a, b].
b
Zb
b2 a2
1
x2 
a+b
=
E = x
dx =
=

ba
2(b a) a
2(b a)
2
a

.
2.
, .
E1. g : R R
P

g(ak )P( = ak ), ;
k
E g() =
R

g(x)f (x) dx, .

. ( ) . g() c1 , c2 , . . .
X
P(g() = cm ) =
P( = ak ) .
k: g(ak )=cm

E g() =

cm P(g() = cm ) =

X
m

m k: g(ak )=cm

cm

P( = ak ) =

k: g(ak )=cm

g(ak ) P( = ak ) =

g(ak ) P( = ak ) .

10.
, E || < .
.
42 43. (E1) E g() < g(x) = |x|.

 9.

83

E2. : E c = c.
E3. :
E (c ) = c E .
. (E1) g(x) = c x.
E4.
, :
E ( + ) = E + E .
. xk yn .
g : R2 R , (E1) (
). g(x, y) = x + y:
X
E ( + ) =
(xk + yn )P( = xk , = yn ) =
=
=

k, n
X
k
X
k

xk

P( = xk , = yn ) +

xk P( = xk ) +

X
n

yn

P( = xk , = yn ) =

yn P( = yn ) = E + E .

E5. > 0 . ., . . P( > 0) = 1, E > 0.

. .
19. . . 1. ,
.
. , ,
() > 0 , , .

E6. > 0 . ., E = 0, = 0 . ., . . P( = 0) = 1.
. , ,
ai > 0.
P
E = ai pi = 0 ,

, . . pi , , ai = 0.
(E5) (E6) :
11. 6 . ., E 6 E .
12. 6 . ., E = E , = . .
13. a 6 6 b . ., a 6 E 6 b.

84

9.

E7.
: ,
E () = E E .
. :
X
E () =
(xk yn ) P( = xk , = yn ) =
=

k, n
X
k

xk P( = xk )

yn P( = yn ) = E E .

20. (E7) :
E () = E E .

40. 0 1
1/3 , = 2 . :
1 1
P( = 1, = 0) = P( = 1, 2 = 0) = 0 6= = P( = 1) P( = 0).
3 3
E = 0 E () = E (3 ) = 0, E () = E E .
= U
41.
0, 2 , = cos = sin ().
- , . , (E1) :
Z 2
Z 2
1
1
cos x dx = 0, E =
sin x dx = 0,
E =
2

0
0
Z 2
1
cos x sin x dx = 0 = E E .
E =
2

0
3.
44. E ||k < . E k
k k- , E ||k
k- , E ( E )k k- , E | E |k k-
. D = E ( E )2 ( )
.
42. , ,
0 0,99999, 100 0,00001. , , -

 9.

85

:
E

0 0,99999 + 100 0,00001 = 0,001,

E 2

02 0,99999 + 1002 0,00001 = 0,1,

E 4

04 0,99999 + 1004 0,00001 = 1 000,

E 6

06 0,99999 + 1006 0,00001 = 10 000 000.

43. D = E ( E )2 . ,
.
1 , 10 . E = E = 0, D = E 2 = 1, D = E 2 = 100. ,
.
45. = D .
, . -, , ,
:
29. t > 0
, s, 0 < s < t.
. x :
|x|s 6 max{ |x|t , 1} 6 |x|t + 1.
, |x|s 6 |x|t |x| > 1, |x|s 6 1 |x| 6 1.
, |()|s 6 |()|t + 1 . 11
:
E ||s 6 E ||t + 1.
t , . . E ||t < . E ||s < .
.
30 ( 16 ). g : R R
( , . . ).
: E g() > g(E ).
. .
16 Johan

Ludwig William Valdemar Jensen (8.05.1859 5.03.1925, Denmark)

86

9.

8. g . y c(y) , x
g(x) > g(y) + c(y)(x y).
,
.
y = E , x = .
g() > g(E ) + c(E )( E ).
.
E ( E ) = 0, 11, E g() > g(E ).
.
t
14. E || < , 0 < s < t
q
q
t
s
t
s
E || 6 E ||
. 0 < s < t, g(x) = |x|t/s
. = ||s ,
(E ||s )t/s = (E )t/s = g(E ) 6 E g() = E ||t/s = E ||st/s = E ||t .
t.
4.
. , .
.
2
D1. : D = E 2 (E ) .
. a = E .
D = E ( a)2 = E (2 2a + a2 ) = E 2 2aE + a2 = E 2 a2 .
D2. c
c2 : D (c) = c2 D .
. .

D3. : D > 0.
: D = 0, = const
. ., .
.
( E )2 , (E5).

 9.

87

(E6), D = 0, ( E )2 = 0 . ., . . = E . .
: = c . ., D = E (c E c)2 = 0.
D4. : D ( + c) = D .
. .

D5. , D ( + ) = D + D .
. ,
D ( + ) = E ( + )2 (E ( + ))2 =
2

= E 2 + E 2 + 2E () (E ) (E ) 2E E = D + D ,

.
21. . 20.

15. ,
D ( ) = D ( + ) = D + D .
. (D5) (D2) :
D ( ) = D ( + ()) = D + D () = D + (1)2 D = D + D .
16. :


D ( + ) = D + D + 2 E () E E .
D6.

: D = E ( E )2 = min E ( a)2 .
a

. E ( a) :

2
E ( a)2 = E ( E ) + (E a) =

2



2
= D + E a + 2(E E ) E a = D + E a > D ,
2

a = E .
5.

44 ( Ic ).
(E2)
(D3): E c = c, D c = 0.
45 ( Bp ). : E = 1 p + 0 q = p; E 2 = 12 p + 02 q = p;
2
D = E 2 (E ) = p p2 = pq.

88

9.

46 ( Bn, p ).
4 (. 79). - n 1 , . . . , n
Bp = B1, p . Sn = 1 + . . . + n Bn, p , (E4) :
E Sn =

n
X

E i = nE 1 = np.

i=1

i , pq,
n
X
D Sn =
D i = nD 1 = npq.
i=1
= B
, E = np, D = npq
n, p .
47 ( Gp ). :

X
X
X
dq k
k q k1 = p
k p q k1 = p
E =
=
dq
k=1
k=1
k=1
!



d X k
d
q
1
1
= p
q
=p
=p
= .
2
dq
dq 1 q
(1 q)
p

k=1

:
E ( 1)

k(k 1) p q k1 = p q

k=1

X
d2 q k
k=0

d2
= pq 2
dq

1
1q


= pq

dq 2

d2
= pq 2
dq

!
qk

k=0

2
2q
= 2.
(1 q)3
p

:
2q
1
1
2q 1 + p
q
D = E ( 1) + E (E )2 = 2 + 2 =
= 2.
p
p p
p2
p
48 ( ). :

X
X
X
k
k
k
E =
k
e = e
k
= e
=
k!
k!
(k 1)!
k=0

k=1

k=1

X
X
k1
m
= e
= e
= e e = .
(k 1)!
m!
m=0
k=1

 9.

89

E [m] = E ( 1) . . . ( m + 1) m. ,

X
X
k
k2
2
E ( 1) =
k(k 1)
e = e
= 2 e e = 2 .
k!
(k 2)!
k=0

k=2

E 2 = E ( 1) + E = 2 + D = E 2 (E )2 = .
49 ( Ua,b ). :

Z
Zb
1
a+b
E =
xf (x) dx = x
dx =
;
ba
2

E 2 =

Zb
x2 f (x) dx = x2

1
b3 a3
a2 + ab + b2
dx =
=
.
ba
3(b a)
3

D = E (E )2 = (b a)2 / 12.
50 ( N0, 1 ).
E ||:

Z
Z
2
2
2
2
x2/2
E || =
xe
dx =
ex /2 d(x2/2) = < .
2
2
2
2

Z
Z
2
1
E =
xf (x) dx =
x ex /2 dx = 0,
2

. ,

Z
Z
Z
2
1
2
2
2 x2/2
2
2 x2/2
E =
x e
dx =
x e
dx =
x dex /2 =
2
2
2


Z
Z
2
1 x2/2
2x x2/2 
1

ex /2 dx = 1.
+
2
= e
e
dx
=
0
+

2
2
2
0
0

D = E (E ) = 1 0 = 1.
= N
51 ( Na, 2 ).
a, 2 ,
=
= ( a) / N0, 1 . E = 0, D = 1.
2

90

9.

( , )
E = E ( + a) = E + a = a;

D = D ( + a) = 2 D = 2 .

52 ( E ).
k N k.

Z
Z
Z
k!
1
k
k
k
x
E =
x f (x) dx = x e
dx = k (x)k ex d(x) = k .

- :

Z
(k + 1) = uk eu du = k!
0

E =

E 2 =

2
2

D = E 2 (E )2 =

1
2

53 ( C0, 1 ). ,

Z
Z
1
1
1
E || =
|x|
dx
=
dx2 = lim
ln(1 + x2 ) = +.
x+
(1 + x2 )
(1 + x2 )

- , 1/x. , .
Ca, .
54 ( ). t < ,

Z
Z
1
1
E ||t = xt +1 dx = t+1 dx
x
x
1

t < , 1 / xs+1 , s = t > 0.

. t < .
? ?

 10

, ,
; ,
.
, ,
, .
. . ,

1.
, .



D ( + ) = D + D + 2 E () E E .
(19)
E () E E ,
( (E7) ). , ,
40 41.
.
46. cov(, )



cov(, ) = E ( E )( E ) .
13. : cov(, ) = E () E E ;
cov(, ) = D ; cov(, ) = cov(, ); cov(c , ) = c cov(, ).
. 13.
. 14,
(a + b)2 = a2 + b2 + ab + ba = a2 + b2 + 2ab = aa + bb + ab + ba
n .

92

10.

14. :
n
X
X
D (1 + . . . + n ) =
D i +
cov(i , j ) =
i=1

n
X
i=1

i6=j

D i + 2

X
i<j

cov(i , j ) =

cov(i , j ).

i,j

, , .
1. cov(, ) , . , .
,
. ,
, , ,
. .
55. , ,
. ,
( ?). , + :


2
E ( + ) = E 2 + E E ,
E E ( + ) = (E ) + E E ,


2
cov(, + ) = E 2 + E E (E ) + E E = D > 0. , + .
. , + , D = 0.

2. cov(, ) : , , 3 .
, -
.
( ),
. .
- , , :
) ;
) .

 10.

93

22. ,
. ,
, = a + b . .
. , 1 , 2 , . . . = 1 + . . . + 24 + 25 = 25 +
+ 26 + . . . + 90 , , :
25 . 25
25- 90-?

, ,
.
2.
47. (, ) , ,

cov(, )
(, ) = p p
.
D D
23. ,
:


E ( E )( E )
q
(, ) = q

2

2 .
E E
E E

E E , , cov(, ) ,
, cov(, ).
56. 55, -

,
, . + :
cov(, + )
D
D
1
(, + ) = p p
=p p
=p p
= .
2
D D ( + )
D D + D
D 2D
+ 45 , + , .
. ,
, , , 2 :
) ,
;
) 2/ 5, .

94

10.

3.
, .
31. :
1) , (, ) = 0;
2) |(, )| 6 1;
3) |(, )| = 1 , . . , . . a 6= 0 b , P( = a + b) = 1.
.
1) (1) (?) . ,
40 41 ,
(1) .
2) 2 2 , (?) = :
0 6 D = D ( ) + D ( ) + 2cov( , ) =
= 2 2 + 2 2 2 cov(, ) = 22 2 (1 (, )).
:
D
D +
1 (, ) = 2 2 > 0.
1 + (, ) = 2 2 > 0,
2
2

(20)

, 1 6 (, ) 6 1.
3) :
. (
,
1, a > 0;
(, a + b) =
1, a < 0.

, a2 = |a|, a!
(3): |(, )| = 1,
a 6= 0 b , P( = a + b) = 1.
(, ) = 1. -

(20) :
D
0 = 1 (, ) = 2 2 ,
2
. . D = 0. , (D3), = c . ., c
. , = c . .,

c
=

= a + b . .

 10.

95

(, ) = 1 (20) . 31 .
.
48. , , (, ) < 0, , (, ) > 0, , (, ) = 0.
(, ) (, ) = 1.
a = a + b . . , (, ) = 1 ,
, . , (, ) = 1 ,
, . , |(, )| < 1, ,
, ,
.
, + 55 56 , .
,
.
15.
a 6= 0 b
:
(
1, a > 0;
(a + b, ) = sgn(a) (, ), sgn(a) =
1, a < 0.
. (a + b, ), :
cov(a + b, )
a cov(, )
a
p
p
=p
=
(, ).
2
|a|
D (a + b) D
a D D

(a + b, ) = p

, a sgn(a) = a/|a|.
4.
57. ,
D (2, 0), (0, 0) (0, 1), (, ) . : ,
.
, . -,
(
(
x
1 , 0 6 x 6 2;
2 2y, 0 6 y 6 1;
2
f (x) =
f (y) =
0,
,
0,
;

96

10.

() E = 2/3 E = 1/3.
-,
D,
ZZ
Z2 1x/2
Z
1
E ( ) =
x y 1 dx dy =
x y dy dx = ().
6

. . ( ) .
. 57 ?
?
- ?

58. n .
i {1, . . . , 6} i ,
i n . cov(1 , 6 ). i n 1/6, E i = n / 6, D i = 5n / 36.
, 1 + . . . + 6 = n. - E 1 2 , E 1 3 , . . . , E 1 6 (, ,
2
E 1 1 = E 21 = D 1 + (E 1 ) = 5n / 36 + n2 / 36).
E 1 (1 + + 6 ). ,
E 1 (1 + . . . + 6 ) = E 1 n = n2 / 6,
,
E 1 (1 + . . . + 6 ) = E 21 + 5E 1 6 = 5n / 36 + n2 / 36 + 5E 1 6 .
5E 1 6 = n2 /6 5n/36 n2 /36, . . E 1 6 = (n2 n)/36.
,
(1 , 6 ) =

E 1 6 E 1 E 6
(n2 n)/36 n2 /36
1
p
=
= .
5n/36
5
D 1 D 6

, n.
. , (1 , 6 ) . (1 , 2 ) (1 , 1 ).

59. . ,
:
nk
nk
k
k
X CK
X CK
CN
CN
K
K
k
,
E 2 =
k2
,
E =
n
n
CN
CN
k

 10.

97

, ( ), k ,
0 6 k 6 K 0 6 n k 6 N K.
, K N K ,
n . , n ,
.
i , i = 1, . . . , n, , i-
: i = 1, i-
, i = 0. = 1 + . . . + n
, :
E = E (1 + . . . + n ) = E 1 + . . . + E n .
, 1 , . . . , n Bp , p = K / N .
: K,
K + 1 N . n
n N . || = AnN 2.
Ai = {i = 1}. Ai
(), i- , n 1
N 1 . 1
Ai K An1
N 1 . K
i- ,
An1
N 1 n1
N 1 .
n1

K AN 1
K
|Ai |
=
=
,
n
||
AN
N
: , , ,
.
:
nK
.
E = E 1 + . . . + E n = nE 1 = np =
N
.
1 , . . . , n :
. . p = P(i = 1) = P(Ai ) =

98

10.

1 , . . . , n : , , A1 =
= {1 = 1}, K / N :
K 1
K
P(2 = 1 | 1 = 1) =
6=
= P(2 = 1).
N 1
N
14. i j , i 6= j.
E (i j ). i j : i j = 1,
i- j- .

K(K 1)An2
|Ai Aj |
K(K 1)
N 2
P(i j = 1) = P(Ai Aj ) =
=
=
.
||
AnN
N (N 1)

cov(i , j ) = E (i j ) E i E j =

K(K 1) K K
K(N K)

= 2
.
N (N 1) N N
N (N 1)

D i = p(1 p) i
j , :
n
X
X
D = D (1 + . . . + n ) =
D i +
cov(i , j ) =
i=1

i6=j

= np(1 p) + n(n 1)cov(1 , 2 ) =

= n

K
K
K(N K)
K
K 
n1 
1
n(n1) 2
=n
1
1
.
N
N
N (N 1)
N
N
N 1

: , , i ,
n p = K / N np = nK / N ,
.
, i j i 6= j.

 11

, , , -, , ,
, , ,
, ,
,
, ,
, , .
, (1713)

1.
, () . {n }
n=1 , , , .
. ,
, .
, 1 (), 2 (), 3 (), . . . , -,
, .
, . , .
49. , {n }
n , :
n . ., P { : n () () n } = 1. ,
n () () n , , , A,
A , .

100

11.

: , 7 n (). , , ,
.
, , - {n }
?
, , ,
, n () - (),
n. , .
50. , {n }
p
n , : n , > 0
P (|n | > ) 0 n ( P (|n | < ) 1 n ).
60. 1 , 2 , . . . ,
:
n


0 n7 P n = n7 = 1/n = 1 P(n = 0). ,
.
> 0. n,
n0 , n70 > , P(n > ) = P(n = n7 ) = 1/ n.

1
P |n 0| > = P n > = P n = n7 =
0 n .
n

, n n

, .
, {n }
h, F, Pi = h[0, 1], B([0, 1]), i :
n ()
3 ()

4 ()

5 ()

57

n7

47
37
2
3

3
4

4
5

1- n1 1

 11.

101

, n () = 0 [0, 1 1/ n] n () = n7
(1 1/ n, 1]. ,
,
, .
24. . , , , . , [0, 1) n0 ,
[0, 1 1/n0 ], n > n0 n () .
n [0, 1] - , .
1 / n, n () = n7 , [0, 1],
[0, 1] , , ,
nk () .
, P(n = n7 )
(, 1/n2 ), . .
(. 2 1 . 6 . 134 . .
).

p
: n
, E n E . , 60
p
n = 0, E n = n6 6 E = 0. E n .
n7 n ( 1/ n), E n = 1 6 E = 0.
.

n
0 n ,
60, E n = 1/ n E = 0,
: E 2n = 1 6 E 2 = 0.

, :
p
p
16. n n , :
p
p
1. n + n + ;
2. n n .
. .
1. : A B (A B), A
B: A B, P(A) 6 P(B).
. , :
) ?
) a > b c > a, c > b?
) a + b > 2, a, b ?
) ?
) ?

102

11.

, .
. , , .
, . > 0. , P(|n + n | > ) 0
n . (. ):
()

|n + n | 6 |n | + |n |,

()

()

{|n +n | > } {|n |+|n | > } {|n | > /2}{|n | > /2}.

P(|n + n | > )

()
P |n | > /2 |n | > /2 6

6
()

P(|n | > /2) + P(|n | > /2) 0

6
p

n , n n .
2. , ()(), :
, (F2) , P(|| > M ) M .
|n n | |(n )(n ) + (n ) + (n )|.
() ,
P(|n n | > )

P(|n | |n | > /3) + P(|| |n | > /3) +

P(|| |n | > /3).

, ,
( ). An = {|| |n | > /3} . M > 0 An
B = {|| > M } B = {|| < M }:




P(An ) = P(AB) + P(AB) = P An , || > M + P An , || < M .
(), , || |n | > / 3 || < M
M |n | > / 3. :




P(An ) 6 P(|| > M ) + P M |n | >
= P(|| > M ) + P |n | >
.
3
3M
M > 0 n , lim P(An ) 6 P(|| > M ),
n

M , .

, ,
.

 11.

103

17.
p
p
1. n g(x) , g(n ) g().
p
p
2. n c g(x) c, g(n ) g(c).
. , : = c =
= const ( , g c)
g ( ?).
, > 0 > 0,
, |n () ()| < ,
|g(n()) g(( ))| < .


. . |n | < |g(n ()) g(())| < .
, . ,
> 0,
:




1 P |n | < 6 P |g(n ()) g(())| < 6 1.
, .
, 17 .
.
p

18. n . ., n .
. .
, n () () .
. , n () () n ,
> 0 N = N (, ) > 0 , n > N
|n () ()| < . ,
|N () ()| , . . N (, )
( N = 0, |n () ()| <
n > 1).
, A = {n > N (, )} B = {|n () ()| < }.



1 > P(B) > P(A) = P N (, ) < n = FN (,) (n) 1 n


(F2) . P(B) = P |n () ()| <
. ,
p
n .
, A = {n > N (, )} , . . N (, ) N ( ). , {N (, ) = n} .
n > 1:

\




{N (, ) = n} = |n () ()| >
|k () ()| < F,
k=n+1

104

11.

|k () ()| . n = 0
{|n ()()| > } . , {N (, ) = n} F,
.

, P (|n | > ) n. n , . , n (
!) ,
, - .
, P (|n | > )
-, ,
: 0 6 P(...) 6 ... 0. , 17 .
2.
. , , , 18 .
32 ( ). E || < ,
x > 0

E ||
P || > x 6
.
x
. .
51. A
I(A), , A , ,
A .
, I(A) p = P(I(A) = 1) = P(A),
p = P(A).
I(A) + I(A) = 1.
|| = || I(|| < x) + || I(|| > x) > || I(|| > x) > x I(|| > x).

E || > E x I(|| > x) = x P || > x .

(21)

(21) x.

.
17
18

(16.05.1821 8.12.1894)
(14.06.1856 20.07.1922)

 11.

105

17 ( ).
g R. E g() < ,
x R

E g()
P >x 6
.
g(x)




. , P > x 6 P g() > g(x) , g .
, g:

E g()
P g() > g(x) 6
.
g(x)
19 , .
18 ( ). D , x > 0

D
P | E | > x 6 2 .
x
. x > 0 | E | > x
( E )2 > x2 ,

2



E E
D
2
2
P | E | > x = P ( E ) > x 6
= 2.
x2
x
,
,

, . ,
: , , 0,0027
. 12.

.

1
19. E 2 < , P | E | > 3 D 6 .
9

. 18,
p

D
1
P | E | > 3 D 6
2 = .
9
3 D

. P | E | > 3 D ,
) - ;
) - ;
) 1/2.
19 Iren
ee-Jules

Bienayme (28.08.1796 19.10.1878, Paris)

106

11.

3.
52. , 1 , 2 , . . .
(),
1 + . . . + n
E 1 + . . . + E n p

0 n .
(22)
n
n
,
.
, .
33 ( ). 1 , 2 , . . . E 21 < :
1 + . . . + n p
E 1 .
(23)
n
, , ( , , E 1 ), (22)
(23).
, . , ,
.
,
( ) ,
, .
. Sn = 1 + . . . + n
n . :
 
E 1 + . . . + E n
n E 1
Sn
=
=
= E 1 .
E
n
n
n
> 0. ( 18) :
 
Sn

 

D
 Sn
Sn 
D Sn
D 1 + . . . + D n
n

P 
E
> 6
= 2 2 =
=
n
n 
2
n
n2 2
=

n D 1
D 1
=
0 n ,
2
2
n
n2

(24)

 11.

107

D 1 < . ,
, - cov(i , j ) 14 i 6= j.
n D 1 - .
25. ,
E 1 :



 1 + . . . + n

D 1
P 
E 1  > 6
.
(25)
n
n2

,
, . . ,
(24), ,
.
34 ( ).
1 , 2 , . . .
:
D Sn
0 n ;
n2
) 1 , 2 , . . . D 1 + . . . + D n = o(n2 ), . .

) D Sn = o(n2 ), . .

D 1 + . . . + D n
0 n ;
n2
) 1 , 2 , . . . ,
( ).
, , n n.

. , , D 1 6= 0 n 1 , Sn = n1 , (23)
( !). ()
: D Sn = D (n1 ) = cn2 .
.
.
.
35 ( 20 ).
1 , 2 , . . . ( ) E |1 | <

108

11.

:
1 + . . . + n

E 1 .
n
, 35 . . (1 + . . . + n )/n E 1 . () ,
.

. . , ,
.
36 ( ). A n p, n (A) A n
.

n (A)

p. > 0



p(1 p)
p  > 6
.
n
n2

n

 n (A)


. , n (A) , , p = P(A) ( ,
A): n (A) = 1 + . . . + n ,
(
1, A i- ;
i = Ii (A) =
0, A i- ;
E 1 = P(A) = p, D 1 = p(1p).
(25).
4.
61. 10 000 .
, 1/2 0,01 .
1 , . . . , n , p = 1/2 ,

, . 


Pn
1
 n
P   > 0,01 , n = 104 , n = i=1 i n
2
. D 1 = 1/2 1/2 = 1/4,
20

(19.07.1894 18.11.1959)

 11.

109

:



 n
1
1 
1
D 1

P   > 0,01 6
=
= .
2
4
4
n
2
4 10 10
4
n 0,01
, , 10 000 1/2 . , ,
.
62. 1 , 2 , . . . , C, i
j (i 6= j), , .
?
(24) 14:


 
 Sn
Sn 
D Sn

> 6 2 2;
P 
E

n
n
n
D (1 + . . . + n ) =

n
X
i=1

D i + 2

cov(i , j ).

(26)

i<j

i < j cov(i , j ) = 0 i 6= j 1. ,
(26) , , , cov(1 , 2 ),
cov(2 , 3 ), . . . , cov(n1 , n ) ( n 1 ).
, , :
p

p
cov(i , j ) 6 D i D j 6 C C = C,
D Sn =

n
X
i=1

D i + 2

n1
X

cov(i , i+1 ) 6 nC + 2(n 1)C.

i=1

, 1 , 2 , . . . ,
() : D Sn = o(n2 ).

 12

.
, , ,
, ,
, - . .

, .
,

1.
?
, , Sn = 1 + . . . + n
n Sn p
E 1 n. ,
.
n
,
Sn n E 1 p
0.
n
n ( ,
, ), :
? -,
, n,
( , )?
-. ,
(-) . - , ? , , ?

 12.

111

,
Sn n E 1
Sn n E 1

= n
n
n
. ! ,
,
, ,
, .
2.
1 , 2 , . . . ,
F F , F.
53. , 1 , 2 , . . .
: n , x , F x, Fn (x) F (x)
n .
,
.
26. , n , :
, : n .
,
. . , ( ).
53 : n F, . . n F, : n
F: Fn F.

. 6
, .
19. n , F a b, P(n (a, b)) P( (a, b)). ,
a b F
P(n (a, b)) P( (a, b)), n .
(a, b) [a, b], (a, b] [a, b).
.
p

20.
1. n , n .
p
2. n c = const, n c.

112

12.

, .
(. 26).
.
. (1) .
(2):
. n c, . .
(
0, x 6 c;
Fn (x) Fc (x) =
1, x > c
x,
Fc (x), . . x 6= c.
> 0 , P(|n c| < ) 1:
P( < n c < ) = P(c < n < c + ) > P(c /2 6 n < c + ) =
= Fn (c + ) Fn (c /2) Fc (c + ) Fc (c /2) = 1 0 = 1,
c + c /2 Fc , , ,
Fn (c + ) Fc (c + ) = 1
Fn (c /2) Fc (c /2) = 0.
, P(|n c| < ) 1,
P(|n c| < ) 1.
, , .
27. n n , n + n +
,
+ ,
, .

.
.
p

21. 1. n c = const n , n n c.
p
2. n c = const n , n + n c + .
. , .
, n , cn c c + n c + ().
21 c = 1,
c = 0.
, .
p
n 0 n . , n + n .
x0 F (x). , Fn +n (x0 ) F (x0 ).
> 0 , F (x) x0 .

 12.

113

C H1 = {|n | > } H2 = {|n | < } ,

Fn +n (x0 ) = P(n + n < x0 ) =
= P(n + n < x0 , H1 ) + P(n + n < x0 , H2 ) = P1 + P2 .
P1 + P2 . P1 :
0 6 P1 = P(n + n < x0 , H1 ) 6 P(H1 ) = P(|n | > ),
n .
P2 , ,
P2 = P(n + n < x0 , < n < ) 6 P( + n < x0 ) = P(n < x0 + ).
: n > n + n < x0 , ,
, + n < x0 .
,
P2 = P(n + n < x0 , < n < ) > P( + n < x0 , < n < ) >
> P( + n < x0 ) P(|n | > ) = P(n < x0 ) P(|n | > ).

{ + n < x0 , < n < } {n + n < x0 , < n < },
{ + n < x0 }
n , n < . :
P(AB) 6 P(B), P(AB) = P(A) P(AB) > P(A) P(B).
P1 + P2 , . . Fn +n (x0 ):
P(n < x0 ) P(|n | > ) 6 Fn +n (x0 ) 6 P(|n | > ) + P(n < x0 + ),

Fn (x0 ) P(|n | > ) 6 Fn +n (x0 ) 6 P(|n | > ) + Fn (x0 + ).

n , , x0 F ,
F (x0 ) 6 lim Fn +n (x0 ) 6 lim Fn +n (x0 ) 6 F (x0 + ).
(27)
.
,
x0 F , , ,
(27).
0 , x0 F , ,
Fn +n (x0 ) n F (x0 ).

(1) 20.
p
21 , n
n .
n n = (n )+ .
n ,
. .
21. .

114

12.

37. n , , xn x0 [, ]
. Fn (xn ) F (x0 ).
, ,
F (), : F () = 0, F (+) = 1.
. x0 R,
p
21. , xn x0 , xn x0 .
n . (2) 21 ,
n xn x0 . Fx0 (x) F (x)
,
. , x = 0
n
Fn (xn ) = P(n xn < 0) = Fn xn (0) Fx0 (0) = P(x0 < 0) = F (x0 ).
x0 = . , Fn (xn ) F () = 0.
, xn n, M > 0 N , n > N : xn 6 M .
, 0 6 Fn (xn ) 6 Fn (M ).
M , ,
Fn (M ) F (M ). M F (M )
. Fn (xn )
, . . .
x0 = + .
.
.
3.
21 ,


. , Sn n : Sn = 1 + . . . + n .
21

(6.06.1857 3.11.1918)

 12.

115

38 ( ). 1 , 2 , . . .
: 0 < D 1 < .
S n n E 1

N0,1
n D 1
.
,
a,2 (x) R (?),
:
20. 1 , 2 , . . . .
:
) x < y n


Zy
2
1
Sn n E 1
6 y 0,1 (y) 0,1 (x) = et /2 dt;
P x6
n D 1
2
x

)
,


p

Sn
S n n E 1
= N

n
E 1 =
D 1
0,D 1 .
n
n
28. ,
,
- ,
.

.
,
, .
4.
22
23 . , .
22 Abraham

de Moivre (26.05.1667 27.11.1754, France, England)

Laplace (23.03.1749 5.03.1827, France)

23 Pierre-Simon

116

12.

39 ( ).
A n
p n (A)
A n .
(A) np
pn
N0,1 n ,
np(1 p)
. . x < y
!
Zy
2
n (A) np
1
P x6 p
6 y 0,1 (y) 0,1 (x) = et /2 dt;
2
np(1 p)
x

. n (A) , ,
, ( p: n (A) = 1 + . . . + n ,
1, A i- ;
i = Ii (A) =
0, A i- ;
E 1 = p,

D 1 = p(1 p).

.
5.
63. 61. 10 000 .
, .



1

. P  n  > 0,01 , n = 10 000,
n
2
n = 1 + . . . + n = Sn , i , 1/2.
.
n = 100

D 1 = 1/2.




 

 n

1 
n  Sn
n


=
P   < 0,01 = P
E 1  < 0,01
n
2
D 1  n
D 1

 




n  Sn
Sn nE 1

=P
E 1  < 2 = P 2 <
<2
D 1  n
nD 1
0,1 (2) 0,1 (2) = 1 20,1 (2) = 1 2 0,0228 = 1 0,0456.
0,0456:




 n
 n
1
P   > 0,01 = 1 P 
n
2
n



1 
<
0,01
0,0456.
2

 12.

117

,
. . ( )?
. ? ? .
? . , ,
63.

63 , :
? 0,0456? .
40 ( ).
x R 1
 


3


E |1 E 1 |
 P Sn n E 1 < x 0,1 (x)  6 C

3.


n D 1
n D 1
29. C , :
) C 0,7655,
) , i . , C 0,4, n,
.
..
, . 264291.

63. , .. 1
3

E |1 E 1 | = |0 p| P(1 = 0) + |1 p| P(1 = 1) = pq(p2 + q 2 ).

63 n = 104 p = q = 1/2
pq(p2 + q 2 )
p2 + q 2
1
C

3 = C n pq 6 0,4 100 = 0,004,
npq pq



1

P  n  > 0,01 , 0,0456 +
n
2
+0,004. ,
61.

118

12.

, : n


Sn
P
< E 1 P (E 1 < E 1 ) = 0,
n



Sn
6 E 1 P (E 1 6 E 1 ) = 1.
P
n
64. 1 , 2 , . . . 2 = D 1 ,
Sn = 1 + + n n . c


Sn
P
< c P (E 1 < c) ?
n
. , Sn / n , , , , E 1 .
, Fn (c) = P (Sn / n < c) F (c) =
= P (E 1 < c), F (x) c ( ,
F (x) c).
(
0, c 6 E 1 ;
F (c) = P (E 1 < c) =
1, c > E 1

c, c = E 1 .
, : P (Sn / n < c) P (E 1 < c) c, , , c = E 1 .
, c = E 1 .
,


 


Sn
1
n Sn
P
< E 1 = P
E 1 < 0 0,1 (0) = ,
n

n
2
P (E 1 < E 1 ) = 0 6= 1/2. , , P (Sn / n 6 E 1 ). 1/2,
P (E 1 6 E 1 ) = 1. , , 1/2 . , Sn / n E 1 n
.
.

 12.

119

. ,
0,999999n
Z

lim

1
y n1 ey dy = 0;
(n 1)!

Zn
lim

1
1
y n1 ey dy = ;
(n 1)!
2

0
1,000001n
Z

lim

1
y n1 ey dy = 1.
(n 1)!

.
- . ,
- .
65. 1 , 2 , . . .

D 1 = 2 > 0. , a < b
lim P(a 6 Sn 6 b) = 0.

:
 a nE
S nE
b nE 1 
1 6 n 1 6

P(a 6 Sn 6 b) = P
.
n
n
n

(Sn nE 1 ) / ( n) . , 37.
a nE 1
b nE 1

yn =

n
n
n. E 1 < 0, xn + yn +. E 1 = 0,

E 1 > 0, xn =

xn 0 yn 0 n . 37,






Sn nE 1

P xn 6
6 yn 0, 1 lim yn 0, 1 lim xn = 0,
n
n
n
E 1 0, 1 (x) lim xn lim yn
( , , 1/2).
. , 2 = 0, . .
1 c ? c = 0
c 6= 0.

 13

, . , , .
. -,

i = 1 , t , eit = cos t + i sin t , E ( + i) = E + i E

+ i, ()
() .
,
p
 it  z = x + iy |z| =
2
2
= x + y , e  = 1.
54. (t) = E eit t
.
1.
66. p.
(t) = E eit = eit0 P( = 0) + eit1 P( = 1) = 1 p + peit .

67. n p.
(t)

= E eit =

n
X

eitk P( = k) =

k=0

n
X

Cnk peit

n
X

nk

eitk Cnk pk (1 p)

k=0

k

nk

(1 p)

= 1 p + peit

k=0

n

 13.

121

68. .
= E eit =

(t)

eitk P( = k) =

eitk

k=0

k=0

X
eit
= e
k!

k

k!

e =

it
= e ee = exp{ eit 1 }.

k=0

69. > 0.

Z
Z
Z
it
itx
itx
x
(t) = E e = e
f (x) dx = e e
dx = ex(it) dx =
=

it

 

ex(it) 
=

it

x  + ex(it) = ex eitx
 x(
: e it)  = ex 0.
70. -
.

Z
Z

(t) = E eit = eitx f (x) dx = eitx

x1 ex dx =
()
=

()

x(it)


dx =

it


1

it


.

-: y = x( it)

Z
Z
1
()
1 x(it)
x
e
dx =
y 1 ey dy =
.

( it)
( it)
0

71. .

Z
Z
2
2
1
1
itx x2 /2
(t) =
e e
dx =
et /2 e(xit) /2 dx =
2
2

= et

/2

e(xit)

/2

d(x it) = et

/2

122

13.

2
1
, R eu /2
2
( ?).
: ? ? .
2.
(1). :


| (t)| = E eit  6 1.
. D > 0,

2
E 6 E 2 :

2

2

2
| (t)|2 = E cos(t) + iE sin(t) = E cos(t) + E sin(t) 6


6 E cos2 (t) + E sin2 (t) = E cos2 (t) + sin2 (t) = E 1 = 1.
(2).
( , ). . . , .
, ,
. , ,
,

Z
1
f (x) =
eitx (t) dt.
2

.
(3). a + b
:
a+b (t) = E eit(a+b) = eita E ei(tb) = eita (tb).

72. , a 2 . , = ( a)/ 2
(t) = et /2 . = a +
(t) = a+ (t) = eita (t) = eita e(t)

/2

 13.

123

(4). :
, , (E7)
,
+ (t) = E eit(+) = E eit E eit = (t) (t).
30. n , . (E7) .

(4) , , 5,
.
= N
=
5.
a1 , 21 Na2 , 22 . +
ita1 t2 21 / 2 ita2 t2 22 / 2

+ (t) = (t) (t) = e

it(a1 +a2 ) t2 (21 +22 )/2

=e

,
a1 + a2 21 + 22 . = N
, +
a1 +a2 , 21 +22 (2).
3, 4, 7.
,
-, 66 70.











+ (t) = exp eit 1
exp eit 1 = exp ( + ) eit 1
+ .
Bn,p Bm,p

n

m

n+m
+ (t) = (t) (t) = 1 p + peit
1 p + peit
= 1 p + peit
n + m p.
n ( ) E
n

 n  n 
it
+...+ (t) = (t)
=
=
1

1
n
1
it

- , n .

124

13.

(5.) k N ,
. . E ||k < . (t) k , k- k :


 k



d
(k)
it
 = E ik k eit  = ik E k .
E
e
(0) =


d tk
t=0

t=0

k- , .
. , 2k
E 2k = (2k 1)!! = (2k 1) (2k 3) . . . 3 1.
, .

, 24 .
(6). k N ,
. . E ||k < . (t) t = 0
(t)

= (0) +

k
X
tj
j=1

j!

(j)

(0) + o(|tk |) = 1 +

k
X
ij tj
j=1

j!

E j + o(|tk |) =

t2
ik tk
= 1 + it E E 2 + . . . +
E k + o(|tk |).
2
k!
.
, , .
41 ( 25 ).
n , t n (t) (t).

hF , i
h , i .
24 Brook
25 Paul

Taylor (18.08.1685 29.12.1731, England)

(15.09.1886 15.12.1971, France)
Pierre Levy

 13.

125

,
, .
.
3.
1 , 2 , . . .
E |1 | < . a E 1 . ,
1 + + n p
Sn
=
a.
n
n
20 . a ,
Sn / n a. ,
, t R
S

n /n

(t) a (t) = E eita = eita .

Sn / n. (3) (4),
 t    t  n
S /n (t) = S
= 1
.
n
n
n
n
, 1 , (6) 1 (t) :
(t) = 1 + it E 1 + o(|t|) = 1 + ita + o(|t|).
1

t/n, ,
 t 
t
ita
 
=
1
+
+
o

  ,
1
n
n
n
   n 
 t n
t
ita
 
S /n (t) = 1
= 1+
+o  
.
n
n
n
n


x n
ex , n , 1 +
n


 t n
ita
 
S /n (t) = 1 +
+o  
eita ,
n
n
n
.

126

13.

4.
1 , 2 , . . .
. a E 1 2
D 1 . ,
Sn na
1 + . . . + n na

=
N0,1 .
n
n
i = (i a)/
(). Zn Zn =
= 1 + + n = (Sn na)/ . ,
Zn / n N0,1 .
Zn / n
 t    t  n

(t)
=

= 1
.
(28)

Zn
Zn / n
n
n
1
,
E 1 = 0, E 21 = D 1 = 1.
t2
t2
E
21 + o(t2 ) = 1
+ o(t2 ).
1
2
2

, t/ n, (28) n . .
 
n 
 t2   n
t 
t2
t2 /2

=
1

+
o

e
n .
(t)
=

1
Zn / n
2n
n
n
(t) = 1 + it E 1

.
Z
S na
n = n
N0,1 .
n
n
:
. > 0 . ,
, ( ) / . 68.


, , ,
n .
,
.
, .
1 , 2 , . . . , F1 (x) .
N. n = max{1 , . . . , n }
, n = min{1 , . . . , n } n 1 , . . . , n .
N. , n () = max{1 (), . . . , n ()}, . . n
i , 1 6 i 6 n,
( ).
N. , n ,
, , ,
1/n:
1
P(max{1 , . . . , n } = 1 ) = = P(1 > 2 , . . . , 1 > n ).
n
, {1 > 2 , . . . , 1 > n }
, .
, ( ) 1 , . . . , n ( {1 = 2 } ).

N.
n = max{1 , . . . , n } n = min{1 , . . . , n }

n

n
Fn (x) = 1 1 F1 (x) .
Fn (x) = F1 (x)
. Fn (x).
n x ,
x. {n < x} n -

128

{1 < x}, . . . , {n < x}, F1 (x):

Fn (x) = P max{1 , . . . , n } < x = P 1 < x, . . . , n < x =





n

n
= P 1 < x . . . P n < x = P 1 < x
= F1 (x) .
Fn (x). n
x , x:




Fn (x) = P min{1 , . . . , n } < x = 1 P min{1 , . . . , n } > x =






= 1 P 1 > x, . . . , n > x = 1 P 1 > x . . . P n > x =


n

n
= 1 P 1 > x
= 1 1 F1 (x) .
N. 1 , 2 , . . .
[0, 1].
, 1 = 1 , 2 =
= max{1 , 2 }, 3 = max{1 , 2 , 3 }, . . . . :
n n
. .
1. . > 0.
, n 6 1, , [0, 1] . .




P |n 1| > = P 1 n > .
, ,
, . , .
() .




P 1 n > = P n 6 1 = Fn (1 ).
[0, 1]

0,
x < 0,
0, x < 0,

n n
F1 (x) = x, 0 6 x 6 1,
Fn (x) = F1 (x) = x , 0 6 x 6 1,

1, x > 1;
1,
x > 1.
, 1 < 1,
(
0,
1 < 0, . . > 1,
Fn (1 ) =
n
(1 ) , 0 6 1 < 1, . . 0 < 6 1.


, P |n 1| > = Fn (1 ) 0 n .

129

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


E (1 n )
1 E n
P 1 n > 6
=
.
(29)

n E n :

0,
x < 0;

0
fn (x) = Fn (x) = nxn1 , 0 6 x 6 1

0,
x > 1;
Z1
E n = x nxn1 dx =

n
.
n+1

(29),
n
1

1 E n
1
n+1 =
=
0 n .
P 1 n > 6

(n + 1)
2. .
( 20). , n . ,
Fn (x) F1 (x) = P(1 < x) x 6= 1 ( 1?).
x < 0 : Fn (x) = 0 F1 (x) = 0 n .
0 6 x < 1 : Fn (x) = xn F1 (x) = 0 n .
x > 1 : Fn (x) = 1 F1 (x) = 1. x = 1 :
Fn (1) = 1, F1 (1) = 0. x = 1 :
(
0, x 6 1;
F1 (x) =
1, x > 1;
, n , , , .
N + 1. ( (1), (1) (2), ,
(N), 1 , 2 , 3 , . . .
( n n
).

, , . , , :

130

1 , 2 , . . .
[a, b], n = max{1 , . . . , n },
n = min{1 , . . . , n }. , :
1) n(b n )/(b a) n
1;
2) n(n a)/(b a);
3) , b n n a
;

n
4) P(n > x, n < y) = P(x 6 1 < y) ,
n , n , , , .
, , , {n < (a + b)/2} {n > (a + b)/2},
.


1. - .
2. A . , A ?
3.
?

 4. = {1, 2, 3, 4}.

, {1, 2, 3, 4}, {1, 2}, {2, 3, 4}, {2} ?
5. - = {0, 1, . . . , 10}.
6. = {1, 2}. 2 : {1, 2} =
= 3, {1} = 1, {2} = 1. ?
7. - = {0, 1, . . . , 10}.
8. - B(R) B(R)
-?
9. Q -, R?
10. - R : (B) = 1
B. ?
11. 2R : (B) = 1, 0 B,
(B) = 0, 0 6 B.
R?
12. - , ,
- B(R) .
. 28, 29, 30 ..

13. , P(Ai ) = 0 i = 1, 2, . . .,
[

\


P
Ai = 0 P
Ai = 0.
i=1

i=1

. 4 (. 30) 7 (. 31).

132

14. , P(Ai ) = 1 i = 1, 2, . . .,
[

\


P
Ai = 1 P
Ai = 1.
i=1

i=1

. 4 (. 30) 7 (. 31).

15. 2005- , 1 9,
.
. - (. 31).
16. , 52

.
. - (. 31).
17. , {4} .
18. , [1, 2] .
19. , .
. 13 11.
20. ?
21. . ?
22. A, B, C D?
23.
P(A B C) = P(A)P(B)P(C)
A, B C ?
24. A, B, C?
25. h, F, Pi = h[0, 1], B([0, 1]), i, . [0, 1] .
26. = [0, 1], F = 2 , () = . P
, .
27. = [0, 1], F = 2 , () = . P ,
.
28. , .

133

29. ,
.
30. , . ,
|| .
31. , n
.
32. ,
, f g f () g().
33. -
: ) ?
) ? )
?
.
34. -
: ) ? )
? )
?
35.
, .
36. , , .
37. 6= , , .
. 55.
= N
= N
38.
1,9
1,1 . ?
39. E || = 0?
40. , E 2 = E 3 = E 4 . ,
P( = 0) + P( = 1) = 1.
, , 2 = .

41. , , .
42. E (4 ) (E )4 .

134

43.
, ,
.
44. , E ( + ) , E , E .
45. , E E , E ().
46. ,
, + , + +
.
, .
47.
,

48. ,


= E
,
E

.
49. , ,
:
.
f (t) = pet t < 0 f (t) =
= (1 p)et t > 0, 0 < p < 1, > 0, > 0 .

50. ,
.
+ . . . + n
51. , 1
n
1 , 2 , . . .
.
52. 1 , 2 , . . .
.
, , . ?
53. ,

Sn nE 1

nD1

.
n .



, 50
, 71
, 22
, 23
, 50

, 108
, 53
, 39
, 40
, 117
, 40, 54
, 88
, 88
, 120

-, 25
, 65
, 19

, 29
, 30
, 29
, 29
, 38
, 38
, 18
, 14
, 34
, 28

, 7, 8
, 79
, 7, 9
, 79
, 53
, 87
, 87
-, 57

, 121
- , 57
, 56
, 18
, 40, 54
, 88
, 88
, 16, 54
, 96
, 96
, 13
, 50
, 84
, 87

, 87
, 88
, 88
, 96
, 90
, 89
, 90
, 88
, 90
, 89
, 89
, 87, 91
n , 92
, 12

, 19
, 19
, 32
, 106
, 108
, 107
, 107, 125
, 106
, 19

136

, 46
, 104
, 56
, 63
, 68
, 14
, 91
, 13
, 58
, 93
, 94

, 84
, 84
, 84
, 89
, 116

, 12

, 39

, 75
, 75
, 34
, 63
, 36
, 36
, 127
, 20, 65

- , 28

, 81
, 117
, 81
, 85
, 83
, 104
, 84
, 105

, 105
, 87
, 13
, 88
, 40
, 88
, 56
, 96
, 89
, 90
, 89
, 89
, 63
, 90
, 122
, 88
, 90
, 12
, 89

, 89
, 18
, 83
, 15
, 27
, 29

, 28
, 58
, 29
, 13
-, 25
, 8
, 127

, 50
, 20, 65
, 77
, 23
, 71
, 13
, 55
, 20
, 90
, 12
, 90
, 13
, 121
, 120
, 42

, 37
, 81
, 13
k, 84
, 64, 105

, 36
, 11
, 13
, 13

, 56
, 44
, 44, 54
, 12
, 55
, 89
, 89
, 37
, 8
, 17
, 53
, 87
, 120
, 40, 54
, 88
, 120

, 71
, 70
, 53
, 87
, 56
, 57
, 121
, 40, 54
, 88
, 16, 54
, 96
, 58
, 90
, 127
, , 70
, 127
, 73
, 56
, 89
, 63
, 122
, 58
, 90
, 44, 54
, 88
, 121

137

, 55
, 90
, 121
, 42
, 55
, 89
, 72
, 96
, 80
, 49
, 50
, 50
, 52
, 52
, 69
, 57
, 89
, 121
, 40
, 55
, 90
, 121

, 28

, 40
, 56

, 40
, 56
-, 23
, 25
, 25
, 52
, 46

, 75
, 75
, 95
, 95
, 95
, 52
, 11, 22, 27
, 12
, 12
, ,
13

, 13

138

, 34
, 36
, 36
, 13
, 13
, 8
, 81
, 85
, 57
, 89
, 89
, 121
, 11
, 39

, 101
, 100
, 101
, 111
, 99
, 111
, 111

, 29
, 27
, 13

, 50
, 70

, 108
, 107
, 107, 125
, 106
, 52
, 124
, 116
, 117
, 28
, 113
, 124
, 6
, 44
, 45

, 43
, 34
, 115, 126
, 115, 126

, 23
, 7
, 34

, 79
-, 79
, 79
, 79
, 89

, 37
, 40
-, 31
, 122
, 37
, 77
, 120

, 65
, 46
, 65
, 53
, 69
, 59
, 69
, 120
, 122
, 120
, 122
, 115, 126

, 8
, 8
, 8
, 55
, 90
, 90
, 121
, 11


1.
2.
3.
4.

. . . ., 1988.
. . . ., 1982.
. . . ., 1986.
. ., . . . ., -, 1997.
5. . ., . .
. , 1997.
6. . ., . ., . . . ., 1986.
7. . ., . . (
,
). ., 1973.