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2010

519.2: 519.6

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/ . : ,
2010.102 .


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211000

, 211000.68



2007-2008


,

.

2015 , .

, 2010
.., 2010


1. .....................................................................................................4
1.1. ...................................................................................4
1.2. ......................................................................5
1.3. STATISTICA .....................................................7
2.
..............................................................................9
2.1. ..............................................................................................9
2.2. .............................................................................11
2.3. .....................................11
2.4. ............................................................................14
2.5. , .................16
2.6. .........................................................................18
3. ............................................................20
3.1. ,
..........................................................................20
3.2.
........................................................................................................22
4. , ,
........................................................................................22
4.1. .
. .......................................................................................22
4.2. ...........................23
4.3. .........24
4.4. ......24
4.5. ...................................................26
4.6. STATISTICA .....27
5. ...................................................30
5.1. ...................................................................30
5.2. , ....................................................35
5.3. ,
............................................................................................................37
5.4. STATISTICA............................................................38
6. ..........................................40
6.1. ........................40
6.2. .....................44
6.3. STATISTICA ................................................46
7. ....................................................................50
7.1. .....................................................................................50
7.2. .....................................................................54
2

7.3. ........................................................................55
7.4. STATISTICA........................................59
8. ............................................................................61
8.1. , ...................................................61
8.2. STATSTICA...............................................65
9. ...............................................................67
9.1. , .......................................................67
9.2. STATISTICA ...................................69
10. ..................................................................................74
10.1. ..............................................74
10.2. .............................82
11. ...........................................................................84
11.1. .................................................84
11.2. .....................................94
12. .......................................................98
12.1. ............................................................................98
12.2. ..............................................................................98
13. .......99

1.

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1.3. STATISTICA
STATISTICA

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STATISTICA (. 1.3.1) (data
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7

STATISTICA .
:
Base ,
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Advanced Linear/Non-Linear Models
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Multivariate Exploratory Techniques
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QC (quality control) ,
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STATISTICA
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STATISTICA.

1.3.1. STATISTICA.
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2.1.
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p ( A1 ) n

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p Ai
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18

p ( A2 )
p( A )
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m n,
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p ( A1 A2 ... An ) p ( A1 ) p ( A2 ) p ( A3 ) ... p ( An )

19

p ( A)

a1 a 2
(a1 b1 )(a 2 b2 )

(2.6.4)

(2.6.4):
p ( A1 )

a1
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p ( A A) p ( AA) p ( A A) p ( AA) p ( A) p ( A)

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(3.1.1)
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4.2.

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23

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4.3.

X, B(n, p) , x : 0,
1, 2, ..., n. X
:
(4.3.1)
P[ K k ] C nk q n k p k ,
: k 0,1, ... n ; q 1 p ; C nk

n!
n k.
(n k )!k!


STATISTICA [7], binom(x; p; n)
, , X,
n, p x.
, P[ X x] ,
:
x

P[ K k ] C
k 0

k
n

q nk p k

(4.3.2)

k 0

,
STATISTICA ibinom(x; p; n).
:
P[ K k ]

k
e ,
k!

(4.3.3)

STATISTICA
poisson(k; ),
ipoisson(k; ).
:
(4.3.4)
P[ K k ] (1 p ) k 1
STATISTICA
geom(k; p),
igeom(k; p).
4.4.
[a,b], R(a,b),
, :
1
, x [ a, b]

p( x) b a
0, x [a, b]

24

(4.4.1)

P(x)
:

0, x a;
x a

P( x) p ( x)dx
, x ( a, b)
b

0, x b.

( xm)2

p( x)

(4.4.2)

2 2

2
x

(4.4.3)

P(x) :
x

P( x)

p( y)dy

( y m)2

2 2

dy

(4.4.4)

m
(m) ( 2 ) X:

M[X ]

D[ X ] M [ X ] ( M [ X ])

( xm)2

dx m ,

(4.4.5)

dx m 2 2

(4.4.6)

( xm)2

2 2

2 2


.
STATISTICA (4.4.3)
, normal(x; m; ).
x: inormal(x; m; ).

m=0, , 2=1,
.
:
p( x)

2
x

( x )2
2

(4.4.7)

:
P( x)

1
2

(t )2
2

dt

(4.4.8)

, ,
:

25

e x , x 0
p( x)
0, x 0

(4.4.9)

.
P(x) X,
:
x t
x
e dt 1 e , x 0
.
P( x) 0
0, x 0

(4.4.10)

STATISTICA
(4.4.9) , expon(x; ).
x: iexpon(x; ).


, , , .
, ,
:

n 1
1
t
2

e dt

x
1
n
e dt

p( x)

n 1
2

n
1
t
2

n t

(4.4.11)

: n .
STATISTICA
, student(x, n).
x: istudent(x, n).
4.5.

(X,Y) p(x,y),
:
p ( x, y )

1
2 1 2 1 2

( x m1 ) 2 2 ( x m1 )( y m2 ) ( y m2 ) 2
1
exp

1 2
22
2(1 2 ) 12

(4.5.1)

m1, m2, 1, 2, (m) ( 2 )


X, Y , .
X, p(x),
:

p X ( x)

p( x, y)dy

( x m1 ) 2
exp

2 12
2

1
1

26

(4.5.2)

Y, p(y),
:

pY ( y )

f ( x, y )dx

1
2

( x m2 ) 2
exp

2 22
2

(4.5.3)

(4.5.2, 4.5.3) ,
p(x,y) X, Y
, : M[X]=m1, D[X]=12 M[Y]=m2,
D[Y]=22.
X Y :
cov( X , Y ) M ( X m1 )(Y m2 )

( x m )( y m
1

) p ( x, y )dxdy 1 2

(4.5.4)

(4.5.4) ,
X Y.
X Y =0, (4.5.1)
:
(4.5.5)
p ( x, y ) p X ( x ) pY ( y ) .

.
4.6. STATISTICA
STATISTICA 8.0.
,
. STATISTICA
, :
Spreadsheet ( .), ,
;

Workbook ( .),
Spreadsheet ,
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: FileNew Workbook
Insert empty spreadsheet ( )
OK.
spreadsheet (1010),
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27

, : InsertAdd Cases,
(How many),
(Insert after cases).
InsertAdd Variables
, (FileSave As)
.
(4.4.3,
4.4.4),
50-.
Var1 =normal(x; m; ),
,
Var1,
Var1 ( )
Variable Specs Long name,
=normal(v0;25;10) OK. v0,
( ) 1, 2, 3 , v0-1 0,
1, 2
Long name (Var2) =inormal(v0;25;10),
Var3
, Long name (Var3) =v1.

, STATISTICA

Graphs2D
GraphsScatterplots, Advanced Graph
typeDouble-Y
: FitSpline.
Variables X: Var3, Y Left: Var1 Y Right: Var2.
OK.
4.6.1. , , ,
, ,

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28

4.6.1.
.

. STATISTICA
.
.
(0,max) =rnd(max), max
. Long name
(Var4) =vnormal(rnd(1);25;10),
.
,
StatisticsBasic Statistics/Tables
Descriptive statistics, Var4,
Variables, Histograms,
4.6.2.
STATISTICA
F1.

29

4.6.2.
.
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5.2. ,

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x1 , x 2 , ... p1 , p 2 , ...
[] X :
(5.2.1)
M [ X ] xi p i
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(5.2.1) , ,
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M[X ]

x p( x)dx

(5.2.2)

p(x) X.
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3. Z
X: Z = h(X). , Z =tg(X).
Z M[Z],
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M [ Z ] h( xi ) p i
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4. X 1 , X 2 , ..., X n
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M X 1 X 2 ... X n M X 1 M X 2 ... M X 3 .
5. Y
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X Y :
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M [ X Y ] M [ X ] M [Y ] .

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, (5.2.4) ,
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35

X
D[X].

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(5.2.5)
D[ X ] M [( X M [ X ]) 2 ] ( xi M [ X ]) 2 pi ,
i 1

, (5.2.5) .
D[ X ]
X.
.
1. D[ X ] 0 .
2. X ,
: D[ X ] 0 .
3. D[cX ] c 2 D[ X ] , c=const.
4. D[ X c] D[ X ] , c=const.
5. Y
:
D[ X Y ] D[ X ] D[Y ]

, ,
X
N.

X:
x

1
N

(5.2.6)

i 1

:
x2

1
N

(x

x) 2

(5.2.7)

i 1

x2
:
x


x :

1
N

(x

x) 2 .

(5.2.8)

i 1

1 N
( xi x) 2 .

N 1 i 1

(5.2.9)

, (5.2.9) , (5.2.8)
( N),
X.
36

5.3. ,

x1 , x 2 , ...x n
:
x g x1 x 2 ... x n
(5.3.1)
:
n

lg( x )
i

lg( x g )

i 1

(5.3.2)

xH :
1 n 1
x H
n i 1 xi

(5.3.3)

,

: [/], [/] ..
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x xg xH .
(5.3.4)
X
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5.3.1. .
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(5.3.5)

90- 10- :
(5.3.6)
P90 P10 x0.9 x0.1

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x
x

(5.3.7)

:
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x
x

100% .

(5.3.8)

x (1 , 2 ) ,
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P1 x 2 1 .
1 ,
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0,95; 0,99.
X.

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:
n

H ( x) pi log 2 pi .

(5.3.10)

i 1

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