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-

. .

2007

519.21
1773-2
493

. . : . / . .
-. , 2007. 160 .
ISBN 978-5-94356-506-9

,
10
. , , , ,
, .

061800 .
.

. .-. . .

- , , , .

c

, 2007
ISBN 978-5-94356-506-9

c . ., 2007

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I.
1. . . . . . . . . . . . . . .
2. . . . . . . . . . . .
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II. . . . . . . . . . . 27
1. - . . . . . . . . . . . . . . . . 27
2. . . . . . . . . . . . . . . . . . . . 32
III.
1. . . . . . . . . . . . . . . . .
2. . . . . . . . . . . . . . . .
3. . . . . . . . . . . . .
4. . . . . . . . . . . . . . . . . . . . .

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37
37
38
40
41

IV. . . . . . . . . . . . . . .
1. n . .
2. . . . . . . .
3.
4. . . . . .

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43
43
44
45
46

V.
1. . . . . . . . . . . . . . . . . . . .
2. . . . . . . . . . . .
3. . . . . . . . . . . . . . . . . .
4. . . . . . . . . . .

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49
49
52
56
57

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5. . . . . . . 59
6. . . . . . . . . . . . . . . . 64
7. . . . . . . . . . . . . . 69
VI. . . . . . . . . 71
1. . . . . . . . . . 71
2. . . . . . . . . 72
VII. . .
1. . . . . . . . . . .
2. . . . . .
3. . . .
4. . . . . . .
5. . . . . .
6. . . . .
7.

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75
75
76
79
80
81
83
85

VIII. . . .
1. . . . . . . .
2. . . . . . . . . . . . . . .
3. . . . . . . . . . . . .
4. . . . . . . . . . . . . . . . . . . . . . . . .
5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
6. . . . . . . .

89
89
90
93
95
96
100

IX. . . . . . . 102
1. . . . . . . . . . . . . . 102
2. . . . . . . . . . . . . . . . . . . . . 104
X.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1. . . .
2. . . . . . . . . . . . . . . . . . . .
3. . . . . . . . . . . . . . . . . . . .

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

111
111
115
117

XI. . . . . . . . . . . 121

1. ? . . . . . . . . . . . . . . . . . . . . . . . .
2. . . . . . . . . . . . . . . . . . . . . . . . .
3. . . . . . . . . . . . . . . . .
4. . . . . . . . . . . . .
XII. . . . . .
1. . . . . . . . . . . . . . . .
2. . . . . . .
3. . . . . . . . . . . . .
4.

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121
122
126
127
129
129
131
134
135

. . . . . . . . . . . . . . . . . . . . . . . 137
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
. . . . . . . . . . . . . . . . . . . . . . . 155
. . . . . . . . . . . . . . . . . . . . . . . . . 159

, ? ,
,
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I

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: , .
. . . ?

1.
. , - (
, ).
.
. :
k , m ,
km .
1. A = {a1 , . . . , ak }
k , B = {b1 , . . . , bm } m . km (ai , bj ),
A, B.
. a1 m :
(a1 , b1 ), (a1 , b2 ), . . . , (a1 , bm ). a2 k A. ,

10

I.

km ,
A, B.
. 1 , :
) 2 2 2 = 8 ;
) , 6 6 = 36 ;
) 9 10 10 = 900 ;
) , , 998.
. (), n
. k ;
k . , k
n, . . .
, :
) ;
) .
.
1. : , .
k .
2. : ,
.
, ( )
. .
1. : , . , (1, 5, 2), (2, 5, 1) (4, 4, 5) .
2. : , . , (1, 5, 2) (2, 5, 3)
, (1, 5, 2) (2, 5, 1) .
,
: ,
.
2. k n
k

A n = n(n 1) . . . (n k + 1) =
k

n!
.
(n k)!

A n n k , .

1.

11

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

Cn =

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

Cn n k , .
. k k! .
k! . , , (), k! , ().
. :
) 36 ;
) .
4. k n nk .

12

I.

. n .
n ,
k . n n . . . n = nk .
. :
) ;
) .
) ;
) 10 ;
) .
.
.
, :
(1, 1), (2, 2), (1, 2), (2, 1).
,
. :
1- , 2- , .
,
, . - , , 3 4 .
5. k n
k

n1

Cn+k1 = Cn+k1 .
. , n = 2 k = 2
.
. ,
.
, . . , k .
k1 , . . . , kn , ki > 0 i , k1 + . . . + kn = k.

13

2.

,
k1 , . . . , kn .
, , . n ,
k . . k1 , . . . , kn , ki > 0
i, k1 + . . . + kn = k.
, , :
|

.
, ,
, .

:
|

, ,
k n1+k . n1+k
: n n+1 , ,
n 1 .
, n1+k , . k
n1+k , . k
n1
, 3 Cn1+k = Cn+k1
k n 1 + k .
. :
) k N n , ;
) k n ;
) , . .
2.

14

I.

. .
1. , . .
, - .
2. . , A, , A.
. ,
, . .
, , .
, . , = {1, 2, . . . , 100} , .
, .
, = { R | 2 < 9} (3, 3).
1. . = {1, 2, 3, 4, 5, 6} =
= { , , , , , }.
.
A = {1, 2} = { , } ,
; B = {1, 3, 5} = { , , } ,
. C = {6} = { }
.
2. .
, . (i, j), i
, , j .

2.

15

6 6 = 36 :
(1, 1) (1, 2) (1, 6)
(2, 1) (2, 2) (2, 6)
.........
(6, 1) (6, 2) (6, 6)

(1)

, 36 : ,
. ,
. ,
(1), , . .
, .

: 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 = {(2, 2), (3, 1), (1, 3)} , ; D = {(1, 1), (2, 2), (3, 3),
(4, 4), (5, 5), (6, 6)} .
3. .
(i, j), i 6 j.
, (1, 2) ,
, .
:
(1, 1) (1, 2) (1, 6)
(2, 2) (2, 6)
......
(6, 6)
:
, (1, 2) ,
(1, 1). 2, (1).

(2, 2) (1, 3).
- .
,
A = {(1, 1), (1, 2), (1, 3), (1, 4), (1, 5), (1, 6)} ,
(. 2).

16

I.

4. . . .
. , , , ,
.
5. ,
. ,
: = { , , , , , , . . .},
, . :
A = { , , , . . . }.
6. .
.
.
1 = {, } . , , :
, .
, ( - ).
2 = {1 , 2 , } .
7. .
. . , ( ).
:
= {(1 , 2 ), (1 , ), (2 , )}.
1 = (1 , 2 ),
: 2 =
= (1 , ), 3 = (2 , ).
, 6, , : 1 = {(, ), (, )}
.
, .

17

2.

.
(), .
.
A B A B ,
, A B .
A,
B (. 1).
A B A B ,
, A B.
, A,
B. A B AB.

AB

A
AB

. 1.

A \ B B A ,
, A, B. A \ B
, A, B.
( ) A
A = \ A , , A . A
, A (. 2).

A\B
A
A

. 2.

.
,
, . . ,
.

18

I.

, , . . , .
, = , = , A A = , A A = . , .
,
:
A B = A B, A B = A B.
8. Ai , i - ,
1 6 i 6 3 . A :



A = A1 A2 A 3 A 1 A 2 A3 A1 A2 A 3 .
: , , ,
, , .
B = A1 A2 A3 .

: C = A1 A2 A3 C = B.
.
, .
.
A B , : A B = .
A1 , . . . , An , , . . Ai Aj = i 6= j.
, A B, A B, , A, B.
, , A, B, . . A B (. 3).

A1
A

A3
A2

. 3.

3.

19

9.
: .

. ,
. . : ,
, .

.
3.
, : = {1 , 2 , . . . , n , . . . }.
, 1, 2, 3, 5, 6 7 ( 4)
.
. , - . N
, Z ( !), Q ( !), . . , .
, , . . , . .
3. i
p i [0, 1] , p1 + p2 + . . . = 1. A

X
P(A) =
p i,
i A

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

20

I.

(
).
3.
10. 5
.
:
i : , , , , . . .
pi :

1
,
4

1
,
2

1
,
8

1
,
16

...

, : ,

X
1
1/2
p1 + p2 + . . . =
=
= 1.
i
/
11 2

i=1

c A = {2 , 4 , . . .} (
) :
P(A) = p2 + p4 + . . . =

X
1
i=1

22i

1/4
1
=
.
1 1/4
3

11. = N : p1 = . . . = p100 = 0,01, p i = 0 i > 100.


12. = N {0} .
pi =

7i 7
e
i = 0, 1, 2, . . .
i!

, . ,
X
i

pi = e

X
7i
i=0

i!

= e7 e7 = 1.

, ,
, ( ?).
, .

3.

21

. ,
.
, , : = {1 , 2 , . . . , N },
- . - ( , , , ).
,
, . 1

. A = { i1 , . . . , ik } k
N
,
P(A) = p i1 + . . . + p ik = k

1
|A|
=
.
N
||

(2)

|A| A.
P(A) =

|A|
||

: A
, , .
, . 1 :
( , 1713 .)
, () ,
. .
: n k . ,
. : , ,
, .
nk , Akn Cnk .
1

Jacob Bernoulli (27.12.165416.08.1705, Basel, Switzerland).

22

I.

,
.
.
13. ,
, . ,
1
, , .. :
4

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

1
,
4

1
1
1
+ = . ,
4
4
2

.
. 2 3. ? 1
3.
?
21

,
.
14. , K N K , n , n 6 N (. 4).
, n . , k n k
.

N
N K

K
n
k

nk

. 4. n N

. n .
. n
3 || = CN . Ak ,
, k n k .
k 6 K n k 6 N K, P(Ak ) = 0.

23

4.
k

nk

CK k K CN K n k N K.
.
k
nk
|Ak | = CK CN K ,
k

nk

C C K
|A |
P(Ak ) = k = K N
.
n
||
CN

(3)

Ak ,
k n k
. (3) .
, .
()
- .
15. , , , , .
,
.
. || = 5! . , .
: 1 2 2 1 . 2
1
=
.

5!

60

16. . .
.
|| = 63 . , , .
: (1, 1, 2), (1, 2, 1), (2, 1, 1). 1
3
.
3 =
6

72

. , 4
,
. -

24

I.

, . .
.
4.
- Rk ( , ,
). , (, ,
) . ,
. ,
A
A . A.
:
(A)
P(A) =
.
(4)
()
, , , , .
17. [0, 1].
0,5 , ,
( ). 0,5
.
18. c .
,
r (0, 1).
. { < r} ,
r .
(4), :
r2
P( < r) =
= r2.

,
[0, 1]. P( < r) = r, r2 .
19 ( ). X Y .
10 , .
,
?

25

4.

. [0, 1]. [0, 1] [0, 1] X Y (. 5).


(, )

:
1

1/

= {(, ) | 0 6 6 1, 0 6 6 1}.

1/

1/6

A = {(, ) | | | 6 1 / 6}.

A :

1
1/6
A . 5.
, X
Y .
A :
 2
5
1
(A)
11
6
.
P(A) =
=
=
36
()
1

.
, .

, A
A .
, . . ,
.
20 ( 2 ). , . :
;
, , .
1 ( , [0, 2]). . ,
n n 6= 0.
2

Giuseppe Vitali (26.08.187529.02.1932, Italy).

26

I.

() x [0, 2] , x
2n, n = 1, 2, . . . , x. , x , .
.
, 2n n.
, . ,
. ,
. .
A0 :
. An
A0 2n, n = 1, 2, . . .
,
2n, n = 1, 2, . . . , A0
, , ,
.
, l(A0 ) A0 .
An , A0 .
,
[0, 2] :
!
(

[
X
X
, l(A0 ) > 0,
2 = l
An =
l(An ) =
l(A0 ) =
0, l(A0 ) = 0.
n=
n=
n=
, A0
.
, , ( ). ,
. A
, , , , .
, 3 ,
: -
( ) , .
3

(25.04.190320.10.1987).

II

,

1. -
.
(. . ). ,
, ,
.
, ,
. , , . .
, , . .
4. A,
( ) ,
:
(A1) A ( );
(A2) A A, A A (
);
(A3) A A B A, A B A (
).
(A1) (A2) , =
A, . . .
(A3) , : n N,
A1 , . . . , An A A1 . . . An A.

28

II.

.
1. 4 (A3) (A4):
(A4) A A B A, A B A.
. , (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), . . .
21. = { , , , } .
( !):
a) A = {, } = { { , , , } , } ;
) A = { { , , , } , , { } , { , , } } ;
) A = 2 .
. , n ,
2n .
- .

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

1. -

29

. , (S1) F. (S1) (S2), F.


F . , 1 .
2. 5 (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, . . . , . . A1 = A, Ai = B i > 2. A B Ai
. F -,
AB =

Ai F.

i=1

, - , . , -.
22. = 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 ( ) . .
A .
, , . ,
N A. A -: -

30

II.

, Ai = {i}
A N = A1 A2 . . . A.
21 -, . ,
- .
- ( !).
4 -. -,
, -
.
- R
-, . , -, , . ,
R -, . - ? .
= R .
, -, , -.
23. A = {R, , [0, 1], { 0 } }
-, , , {0} = R \ {0} = (, 0) (0, ) 6 A .
, A
- ( -), ,
, A :
F = { R, , [0, 1], { 0 } , (, 0) (1, ), (0, 1], (, 0] (1, ),
(, 0) (0, ) }.
6. -,
A, -, A.
, 6 :
-, ,
- .
. , -, A, -, A.
. -, R : A = {R, , [0, 1], { 3 } } .
-. -
= R, A 4

Felix Edouard Justin Emile Borel (7.01.18713.02.1956, France).

1. -

31

(a, b), a < b : A = {(a, b) | < a < b < }.


, -.
7. -,
A ,
- R B(R).
, B(R)
. . , B(R), . , ,
B(R), B(R) -. , B(R)
,
,
.
, R B(R) (S1). ,

{x},  x R, B(R). , 
1
1
x , x +
B(R), , n.
n
n
B(R) (S4):


\
1
1
x , x+
B(R).
{x} =
n=1

, (a, b ] ( [a, b), [a, b ] ), a < b,


B(R) (
): (a, b ] = (a, b) {b}.
. , N
Q B(R).
- Rn , R.
-,
(a1 , b1 ) . . . (an , bn ) , R, R2 , R3 . . B(Rn )
, . , R2
.
, F , - .
F F, . .
. A F.

32

II.

,
(, ).
, , :
,
- F . .
2.
8. , F
- . : F R {+}
(, F), :
( 1) (A) > 0 A F;
( 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)?
24. = {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}.
25. = N, F = 2N
. F : (A) = |A| A (, A ).
26 ( 5 ). , A Rm ,
, , 5

Henri Leon Lebesgue (28.06.187526.07.1941, France).

33

2.

. -- 8? ,
.
- . -, , -, . (a, b) b a
(a, b).
:
6. (R, B(R)), : (a, b) = b a.
.
, .
,
, ( 2) 8.
7 ( ).
B1 B2 B3 . . . F,

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

n=1

. Cn : Cn = Bn \ Bn+1 .
B, C1 , C2 , . . . .
 
 
S
S
Ci , Bn = B
Ci
B1 = B
i=1

i=n

, ( 2), :
(B1 ) = (B) +

(Ci ),

(Bn ) = (B) +

i=1

(Ci ).

i=n

(Ci ) (B1 ) <

i=1

( ).
P
, ,
(Ci ), i=n

n .
(Bn ) = (B) +

X
i=n

(Ci ) (B) + 0 = (B).


n

34

II.

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

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

T
B=
Bn = {x}, (Bn ) = 6 (B) = 0.
n=1

, .
9. , F -
. : F R ,
() = 1. .
:
10. ,
F - (). (, F) P : F R,
:
(P1) P(A) > 0 A F;
(P2)
A1 , A2 , A3 , . . . F
  X

S
P
Ai =
P(Ai );
i=1

i=1

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

35

2.

8. .
1. P() = 0.
2.
A1 , . . . , An F :
P(A1 . . . An ) = P(A1 ) + . . . + P(An ).
P(A) = 1 P(A).
A B, P(B \ A) = P(B) P(A).
A B, P(A) 6 P(B) ( ).
P(A B) = P(A) + P(B) P(A B).
n
P
7. P(A1 . . . An ) 6
P(Ai ).

3.
4.
5.
6.

i=1

8. -:
P(A1 . . . An ) =

n
X

P(Ai )

i=1

P(Ai Aj ) +

i<j

P(Ai Aj Am ) . . . + (1)n1 P(A1 A2 . . . An ).

(5)

i<j<m

. 1. A1 = , Ai = , i > 2, , . (P2),
1 = P() =

P(Ai ) = 1 +

i=1

P().

i=2

P() = 0.
2. Ai = i > n. A1 , . . . , An , , , . . .
, (P2),

 n
  X

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

i=1

i=1

i=1

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

36

II.

7. n = 2 6:
P(A B) = P(A) + P(B) P(AB) 6 P(A) + P(B).
. 7 (5) .
, - .
27 ( ). n n . . , .
. Ai , i = 1, . . . , n, , i -
.
A = { } = A1 . . . An .
C A1 , . . . , An , (5).

Ai . n n . || =
= n!, Ai (n 1)! ,
, i -, . P(Ai ) =
=

(n 1)!
1
= i.
n!
n
1
1
(n 2)!
=
, P(Ai Aj Am ) =
P(Ai Aj ) =
n!
n(n 1)
n(n 1)(n 2)

. .

(5). , 1 6 i < j < m 6 n Cn3


n . (5), :
2
3
1
1
1
1
Cn
+ Cn
. . . + (1)n1
=
n
n(n 1)
n(n 1)(n 2)
n!
1
1
1
= 1 + . . . + (1)n1 .
2!
3!
n!

P(A) = n

. e1 , P(A) 1 e1 n .

III

. . . . . .
.
. .

1.
28. . ,
. ,
?
B = {4, 5, 6} , ,
A = {1, 3, 5} . A, , B ? , B, , .
: 4, 5
6 . A : . 1 / 3.
, A B , A, B.
P(A | B).
12. A ,
B,
P(A B)
P(A | B) =
.
P(B)
, P(B) > 0.
.

, -

38

III.

, .
.
9. P(B) > 0 P(A) > 0,
P(A B) = P(B) P(A | B) = P(A) P(B | A).
10. A1 , . . . , An :
P(A1 . . . An ) = P(A1 ) P(A2 | A1 ) P(A3 | A1 A2 ) . . . P(An | A1 . . . An1 ),
.
. 10 . , 10
, P(A1 . . . An1 ) > 0.
2.
13. A B , P(A B) = P(A)P(B).
29. 36 .
?
4
1
. P(A) =
= . 36
9
1
.
4
1
P(AB) =
.
36

P(B) =

C A B , P(AB) = P(A)P(B).
A B ,
A , B , ,
. , , 13.
4. P(B) > 0. A B
, P(A | B) = P(A).
. .
, , . . , , .
5. A B . , P(A) = 0 P(B) = 0.

2.

39

( ?) ,
( ) .
-: A B = , A B, . .
A B .
. , A, ,
B, .
6. A B ,
A B, A B, A B.
. A = (A B) (A B), A B
AB , P(A) = P(AB)+P(AB). P(AB) =
= 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
.
30. 0 < P(A) < 1. A1 = 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) .
,
: , A1 A2 A3 A4 A5 .
14. A1 , . . . , An
, 1 6 k 6 n
1 6 i1 , . . . , ik 6 n
P(Ai1 . . . Aik ) = P(Ai1 ) . . . P(Aik ).

(6)

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

40

III.

31 ( 6 ).
, , ,
, . A
( B, C ) , , (
, ) .
1
,
2
.
1
,
4

. , = .
4
2 2
ABC ( )
1
1
, , . . .
4
8
, (6) k = 2, k = 3.
3.
32. , . 25 %, 35, 40 %
. 5 % , 3 % 4 % . . : )
; ) , , .

, . . 0,05 0,25 + 0,03 0,35 + 0,04 0,4.
, . .
0,05 0,25
.
0,05 0,25 + 0,03 0,35 + 0,04 0,4

15. H1 , H2 , . . . , P(Hi ) > 0 i


H1 H2 . . . = ,
.
H1 , H2 , . . . , , .
A P(A | Hi )
P(Hi ). , , A?
6

(5.03.188026.10.1968).

41

4.

11 ( ).
H1 , H2 , . . .
A

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

. ,



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

i=1

A H1 , A H2 , . . . .

 X

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

i=1

i=1

- ( ?), 9 .
4. 7
12 ( ). H1 , H2 , . . .
, A , . , Hk , A,

P(Hk ) P(A | Hk )

P(Hk | A) = P

P(Hi ) P(A | Hi )

i=1

. ,
P(Hk | A) =

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

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

33. 32. . : 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.
7

Thomas Bayes (170217.04.1761, England).

42

III.

, 32 ,
.
P(Hi ), , , (apriori ). P(Hi | A)
(aposteriori ). ,
. , , . .
34. ,
( ).
1, 105 .
: H1
1- ( ) H2 2- ( ).
1
: P(H1 ) = P(H2 ) = .
2
? A . ,
P(A | H1 ) = 1,

P(A | H2 ) = 105 .


P(A) =

1
1
1 + 105 .
2
2

, A .
P(H1 | A) = 1
2

P(H2 | A) = 1
2

1
1
1
2
=
0,999 99,
1
1 + 105
1 + 105
2
1
105
105
2
=
0,000 01.
5
1
1
+
10
5
1 + 10
2

105 , .

IV

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

1. n
16. , ,
p (0, 1), q = 1 p.
, . ,
, , n A1 = { }, . . . , An = { n -
}.
, {, } :
= {(a1 , a2 , . . . ) | ai {, }}.

.
n , n .

44

IV.

n n . , n
, n .
13 ( ). k = 0, 1, . . . , n
:
P(n = k) = Cnk pk q nk .
. A = {n = k} , n k .
A :
(, , . . . , , , , . . . , ),
|
{z
} |
{z
}
k

nk

k , . ,
pk q nk . A k n . Cnk k n . A
Cnk ,
pk q nk .


17. Cnk pk q nk , k = 0, 1, . . . , n .
2.
p . 1, 2, 3, . . . , .
14. ,
k N = {1, 2, 3, . . .}, P( = k) = p q k1 .
. k 1 , ,
P( = k) = P(, . . . , , ) = p q k1 .
18. {p q k1 , k = 1, 2, 3, . . . } .
, .

3.

45

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

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

(7)

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

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

15 .
3.
,
.
35. 15 . , .
, : ,
, . c.
.
m : 1, 2, . . . , m, i - pi , p1 + . . . + pm = 1.
P (n1 , . . . , nm ) , n n1 , n2 ,
. ., , m - nm .

46

IV.

16. n
n1 , . . . , nm , n,
P (n1 , . . . , nm ) =

n!
pn1 1 . . . pnmm .
n 1 ! . . . nm !

. , n1 , n2 . .:
(1, . . . , 1, 2, . . . , 2, . . . , m, . . . , m).
| {z }
| {z } | {z }
n1

n2

nm

n ,
.
pn1 1 . . .pnmm .
1, 2, . . . , m n .
n n1
, n2 , . .
n

m
2
3
Cn 1 Cnn
Cnn
. . . Cnn
=
1
1 n2
1 ...nm1

n!
.
n 1 ! . . . nm !

35 : ,
 10  3  2
1
4
15!
1

,
P (10, 3, 2) =

10! 3! 2!

1 / 6, ( ) 4 / 6.
4. 8
,
0,003. ,
:
1X
000
k=7

C1k 000

1 000k

(0,003) (0,997)

=1

6
X

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

k=0


k p. n .
p ,
8

Simeon Denis Poisson (21.06.178125.04.1840, France).

47

4.

. p = pn .
(. ). : ,
p1 , , p2 . .
, , .
17 ( ). n pn 0
, npn > 0. k > 0
k n pn
k e / k! :
P(n = k) = Cnk pkn (1 pn )nk

k!

e .

. n = npn . n > 0.
pn = n /n :
Cnk pkn (1 pn )nk

k
k n
Cn k
n


n nk

1
n


k
n(n1) . . . (nk+1) n
n n
=
1
k
k!
n
|
{zn }
{z
}
|

e
1
=

=


n k
k
1

e .
k!
|
{zn }

(8)

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

19.
e , k = 0, 1, 2, . . . k!
> 0.
17

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

1

6
X
k=0

C1k 000

1 000k

(0,003) (0,997)

6
X
3k
k=0

k!

e3 0,034.

(9)

48

IV.

, n = 103 , pn = 0,003 ,
.
.
,
, .
18 ( ). A , n
n p, = np,
C

X

X k
X k




k k
nk
2


P( A)

C
p
(1p)

=
e
e
n
n

6 min(p, np ).
k!
k!
kA

kA

kA

, 18 , n , p , . (9)? A =
= {0, 1, . . . , 6},

6
 

X
k


3
3
P(

=
e
1000 > 7) 0,034 = 1 P(1000 6 6) 1

k=0

k!



6
X
k


3
e3 6 min(p, np2 ) = 0,003.
= P(1000 6 6)
k!
k=0

, , (0,034 0,003, 0,034 + 0,003) = (0,031, 0,037).

V

, , . . .
,
, ,
, ?..
. . . 1908

1.
,
,
. , .
, , . ,

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

50

V.

, , ,
, R.
,
.
, , ,
.
, P( = 5) = P{ | () = 5}, P( [3, 7]),
P( > 3,2), P( < 0)
. ,
,
, - . , B
P( B).
20 - .
, :
{ | () (a, b)} F, : { | () < x} F.
21. : R , a < b { | () (a, b)}
- F.
. 20 21.
20, 21,
(a, b) .
, .
B = (a, b) 1 (B) F. ,
.
A = {B R | 1 (B) F} B , . , B A
, 1 (B) F.
A (a, b). , A -.
1. , R A. 1 (R) = F , , R A.
2. , B A B A. 1 (B) F.
1 (B) = { | () 6 B} = \ 1 (B) F, F -.

51

1.

3. , B1 B2 . . . A B1 , B2 , . . . A.
1 (Bi ) F i > 1. F -,
  n
o

S
S

1 S

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

i=1

i=1

, A - . B(R) -,
. , B(R) A.
.
36. . = {1, 2, 3, 4, 5, 6}
R : () = , () = 2 .
- F, . , - - F, F.
1. F ,
, F, { | () B} { | () B}.


, , :

1 2 3 4 5 6

1 4 9 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} ,

(10)

. . , , . , - , . , , B = {4}. , { | () = 4} = {4} 6 F
{ | () = 4} = {2} 6 F.
: ) ,
- F (10);
) , , F =
= {, } -;
) , - () = c ().

52

V.

37. = [0, 2], F = B(R) [0, 2] -


[0, 2], P(B) = (B)/2 F A , 20 (. 25).
(
1, A,
() = IA () =
0, 6 A
, , , { | () = 1} = A F.
P( = 1) = (A)/2 .
.
2.
22. (B) = P( B)
R.

B B(R) P( B).

. , , ,

. , .
, ( ).
38. .
.
- , .
() = 1, = , () = 0, = ;
() = 0, = , () = 1, = .
, B R B . () () . ,
, .
39. [0, 1]. [0, 1] - [0, 1]

2.

53

. , : () = () = 1 (
)
B. B [0, 1]. ,
: = 0,5 ( () ()).
40. = [0, 1] :
() = 0 ; () = 0 , = 0,5,
= 0,5 () = 17.
( ) , . () () , = 0,5. ,
: P( = ) = 1.
. ,
.
, , ,
, .
23. ,
a1 , a2 , . . . ,
P( = ai ) > 0 i,

P( = ai ) = 1.

i=1

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

, pi = P( = ai ) :

54

V.

a1
p1

a2
p2

a3
p3

...
...

24. C , f (x)
, B :
Z
P( B) = f (x) dx.
B

f (x) .
. , .
, , ,
B. B, , . ,
, f (x)
( ), ,
.
19. :

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

. (f1) , (f2) 24. ,


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

.
20. f (f1) (f2),

, f .
. ,
f.
(f2). F , P () F. ,

55

2.

. B B(R)
Z
DB
= f (x) dx.
P( B) = P( DB ) =

(11)

f (x)
DB
B

. 6. DB = { B}

DB B
(. 6). , (11) ,
f .
.
7. , P( = x) = 0 x R.
24
: , , .
, , ,
, , ,
.
25. , B (B) = 0 , P( B) = 1, P( = x) = 0
x B.
.
B, ,

P . , B
, P( B) =
P( = xi ), xi B.
, P( B) = 1.
,
. -

56

V.

,
9 (, ).
,
, .
26. , 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 (). :
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).
, , ( ).
3.
P( B)
: .
, . - .
: .
-
? - B(R) ( (, x) ),
9

Georg Ferdinand Ludwig Philipp Cantor (3.03.1845, Russia 6.01.1918, Germany).

4.

57

x R.
.
. (, x], (x, ), [x, ).
27.
F : R [0, 1], x R , x :
F (x) = P( < x) = P{ : () < x}.
.
4.
. ,
= Ic ,
c R, :
c 1, . . P( = c) = 1.

(
0, x 6 c,
F (x) = P( < x) = P(c < x) =
1, x > c.
. , = Bp ,
p, :
1 0 p 1 p .
p :
.
:

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

1,
x > 1.
. ,
n N p (0, 1),
= Bn,p , k = 0, 1, . . . , n :
P( = k) = Cnk pk (1 p)nk .
n -

58

V.

p.

0
1
(1 p)n np(1 p)n1

...
...

k
Cnk pk (1 p)nk

...
...

n
.
pn

,
B20, 1 .
6
B1, p .
. ,
p (0, 1),
= Gp , k = 1, 2, 3, . . .

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 .

k!

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

59

5.

5.
. ,
= Ua,b , [a, b], :
[a, b] :
( 1
, x [a, b],
f (x) = b a
0,
x 6 [a, b].
, f (x) > 0.
f (x) .
= Ua,b ,
[a, b]. 24 :
x
R

0 dt,
x < a,

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

Ra
Rb 1
Rx

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

a ba

x < a;

0,
xa
, a 6 x 6 b
F (x) =
ba

1,
x > b.
[a, b] . 7.

F (x)

f (x)
1
1
(ba)

. 7. Ua, b

. , () > 0, :

60

V.

= E , :

(
0,
f (x) =
ex ,

x < 0,
x > 0.

:
(
0,
x < 0,
F (x) = P( < x) =
1 ex , x > 0.
. 8.

f (x)

F (x)
1

. 8. E

, { < 0}
.
, : x
{ > x} .
,
( ).
= E . x, y > 0
21.
P( > x + y | > x) = P( > y).

(12)

. 21. , (12) x, y > 0, .


. ,
(10 ) a 2 , a R, > 0,

61

5.

= Na, 2 , :
:
(xa)2

f (x) = e 22 ,
2

x R.

. 9
a .
21 < 22 < 23

Na,22

Na,21
Na,23
a
. 9.

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

Z
Z
(xa)2

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

2
1
1
et /2 dt =
2
2

et

2 /2

I
= 1,
2

dt =

I ( 11 )

2
I=
ex /2 dx = 2.

10
11

Johann Carl Friedrich Gauss (30.04.177723.02.1855, Germany).


:

Z
Z
Z
Z
2
2
2
x2 /2
y 2 /2
I =
e
dx
e
dy =
e(x +y )/2 dx dy.

: x = r cos , y = r sin , dx dy = r dr d, x2 + y 2 = r2 :
2
2
Z
Z
Z
Z

2
2
r 2 /2
I =
re
dr d =
er /2 d(r2 /2) d = 2, I = 2.
0 0

0 0

62

V.

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

a, 2 (x) Na, 2 (. 10).


2
ex .
a, 2 (x)
Zx
a, 2 (x) =

Zx

(ta)2

e 22
2

dt,

t
1

e 2 dt.
2

0, 1 (x) =

0, 1 (x) , . . x . .

a, 2 (x)

1
0,5

. 10. Na,2

-. , -
= , , > 0, > 0, :
:
(
0,
x 6 0,
f (x) =
c x1 ex , x > 0,
c (f2) :

1=

f (x) dx = c

x1 ex dx =

(x)1 ex d(x) =

(),

5.

63

c = / (). ()

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

- 12 ; (k) = (k 1)!
k, (1) = 1. (1/2) = .
, -: E = , 1 .
. ,
< 1, = 1 > 1,
, .
- ,
, :
Zx

F (x) =
t1 et dt.
()


:
F (x) = 1

1
X
(x)k

k!

k=0

X
(x)k
k=

k!

ex .

(13)

. (13). = x .
: F (x) = P( > ),
. , 13
= Ca, , a R, > 0, :
:
f (x) =

2 + (x a)2

x R.


x = a ,
.


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

12
13

Leonhard Euler (15.04.1707, Switzerland 18.09.1783, Russia).


Augustin Louis Cauchy (21.08.178923.05.1857, France).

64

V.

. , > 0,
:
(
(
1
, x > 1,
1 , x > 1,

+1
x
f (x) = x
F (x) =
0,
x < 1;
0,
x < 1.
14

, [1, ), [c, ) c > 0.


(-
, ,

, , )
. ,
.
6.
. F (x) = P( < x).
22. :
(F1) : x1 < x2 , F (x1 ) 6 F (x2 );
(F2) c lim F (x) = 0 lim F (x) = 1;
x
x+
(F3) :
F (x0 0) =

lim F (x) = F (x0 ).

xx0 0

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


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

(. 33, 7).
(F2). , (F2), (F3)
F (x).
lim F (x) = 0, lim F (x) = 1 lim F (x) = F (x0 ).
x

x+

xx0 0

- 14

Vilfredo Pareto (15.07.184820.08.1923, France, Italy, Switzerland).

65

6.

{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 .
.
, F (n) 1 n , . . 1F (n) = P( > n) 0.
Bn Bn = { > n}. Bn :




Bn+1 = > (n + 1) Bn = > n n > 1,
B : ,
. ,
1 F (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 < x 0 .
n

. {x0 1/n 6 < x0 } Bn ,


.
, . ,
, , ,
.
23. F : R [0, 1] (F1)(F3), F , . . h, F, Pi
, F (x) F (x).
. (

66

V.

= [0, 1] - ) , .
. ! , , () = sup{x | F (x) < }.
22,
:
8. x0 F (x0 + 0) F (x0 )
P( = x0 ). , F (x0 + 0) = F (x0 ) + P( = x0 ) = P( 6 x0 ).
. ( , (F2) (F3)).
F (x0 + 0) F (x0 ) x0
x0 . ,
() x0 . .
. P( 6
x). ,
, . P( = x0 )
, .
9.
P(a 6 < b) = F (b) F (a).
. { < b} : { < 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

8 9 .
10. , F (x)
ai pi = P( = ai ) = F (ai + 0) F (ai ),
.
. ,
( ). -

6.

67

1/2 ? 1/3 ? 1/4 ?


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


,
(14) .
11. , .
. 7 8. ,
(14) .
12. , ,
f (x) = F0 (x) =

d
F (x) x.
dx

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

68

V.

12 (14), :
F (x) , x
Zx
F (x) =
F0 (t) dt.

,
11 .
13. , a < b :
Zb
P(a < < b) = P(a 6 < b) = P(a < 6 b) = P(a 6 6 b) = f (t) dt.
a

.
, . 25, B
. P( R \ B) = 0. (9),
P( [a, b)) = 0, F (b) = F (a). ,
B.
R \B . , F (x) , P( = x) = 0
x R.
(. 11).
F (x)
1 6

1
3

2
3

. 11.

69

7.

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


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

. ,
Zx
a, 2 (x) =

xa
(ta)2 / 22

e
2

dt =

y =

2
1

ey / 2 dy = 0, 1
2

xa

ta

, dt = dy,
xa

t = x y =
.

:
= Na, 2 , =
2.

= N0, 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).

= Na, 2 ,
3.

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

x2 a

0, 1

x1 a

, 0, 1 (x). (
).
15. 0, 1 (0) = 0,5,
0, 1 (x) = 1 0, 1 (x).

70

V.

= N0,1 , x > 0
16.

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.
= Na, 2 ,
17 ( ).

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


. :





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

16:
1 P(|| < 3) = 20, 1 (3) = 2 0,00135 = 0,0027.
0, 1 (3) = 0,00135 .
0,0027 , ,

a 3 a + 3.

VI

. . .
.
. . . . .

1.
h, F, Pi . g() ,
g() . , , . . ,
,
.
g() .
24. , g : R R ( ) , . . ,
B g 1 (B)
. g() .
. ,
g() : R .
B B(R) B1 = g 1 (B). B1 , g . (g())1 (B) =
= 1 (B1 ). F, B1
.
. , , , , -

72

VI.

. , , .
2.
. , g() , . .
F (x)
f (x). g : R R = g().
( ).
.
= g() g. ,
g -, .
. f (x)
g , = g() : ) ; ) .
, ,
. , . , .
,
. x
Zx
h(y) dy, h(y) > 0,
F (x) =

: f (x) = h(x).
, , . . (f1) (f2).
25. F (x)
f (x), a .
= a + b


xb
1
f (x) =
f
.
|a|

73

2.

. a > 0.
(xb)/a
Z





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

f (t) dt.

. t dy
yb
. dt =
,
y : t =
a
a
t = y = ,
xb
y = x.
t =
a

Zx
F (x) =

1
f
a

yb
a

dy.

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


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

(xb)/a

.
t = + y = , a < 0.

Zx
Z




1
yb
yb
1
F (x) =
f
dy =
f
dy.
a

|a|

f (y) = a + b a < 0.
25 .
= N0,1 , = + a
= Na,2 .
4.
. ,


(xa)2
1
xa
1

f (x) = f
= e 22 .

= Na,2 ,
5.

= N0,1 .

= U0, 1 , a + b
= Ub, a+b a > 0.
6.
= E ,
= E1 .
7.

74

VI.

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

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

1,
x > 1.

= U0,1 .
P( < F 1 (x)) = F F 1 (x) = x, . .
F , . F 1 (x)
{t | F (t) = x}. (15) 
P( < F 1 (x)) = F F 1 (x) = x x (0, 1).
26.
, F.
F 1 (x) t, F (t) > x :
F 1 (x) = inf{t | F (t) > x}.
F 26.
= U0,1 , F 27.
. = F 1 ( ) ( ) F.
= U0, 1 . :
8.

= E ,
ln(1 )

= Ca, ,
a + tg( /2)

= N0,1 .
1
0,1 ()

. 27 8, . ? ? (:
).

VII

.

1.
1 , . . . , n
h, F, Pi.
28.
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 ).

x2 +

(16)

. (F0)(F3) . ,

76

VII.

F : R2 R , .
. ,
(
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.
(, ),
(1 , 2 ) [a1 , b1 ) [a2 , b2 ) : P(a1 6 1 < b1 , a2 6 2 < b2 ) =
= F (b1 , b2 ) + F (a1 , a2 ) F (a1 , b2 ) F (b1 , a2 ).
(F0)(F3) F ( a1 < b1 , a2 < b2 ).
2.
:
(1 , 2 )
, . ,
, : ,
().
29. 1 , 2
,
{ai , bj } ,
X

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

i=1 j=1

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

77

2.


P(1 = ai ) =

P(1 = ai , 2 = bj ),

P(2 = bj ) =

j=1

P(1 = ai , 2 = bj ).

i=1

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

{1 = ai , 2 = bj }.

j=1

30. 1 , 2
,
f1 , 2 (x, y) , B B(R2 )

ZZ
P((1 , 2 ) B) =
f1 , 2 (x, y) dx dy.
B

f1 , 2 (x, y) ,
1 , 2 .

f (x, y)

y
x

B
. 12. R2

, B
f1 , 2 (x, y) B (x, y), . 12.
,
:
(f1) : f1 , 2 (x, y) > 0 x, y R;

78

VII.

ZZ
f1 , 2 (x, y) dx dy = 1.

(f2) :
R2

: , , . .
1 , 2 , x1 , x2
x

xZ1
Z2

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


f1 , 2 (x, y) dy dx.


: f1 , 2 (x, y) =

2
F
(x, y) xy 1 , 2

(x, y).
1 2 . ,
(, ) R2 ( ).
, , : ,
.
28. 1 2 f (x, y), 1
2 :

Z
Z
f1 (x) =
f (x, y) dy; f2 (y) =
f (x, y) dx.

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

xZ1
xZ1
Z
F1 (x1 ) = lim F1 , 2 (x1 , x2 ) =
f (x, y) dydx = f1 (x) dx.
x2 +

79

3.

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

Rn

(S)

, (1 , . . . , n ) S ,
S.
. > 0 (n n), 1
, ~a Rn n - -.
: ~aT = (a1 , . . . , an ).
, (1 , . . . , n ) N~a, ~a ,
f1 , ..., n (x1 , . . . , xn )
n
o
1
1
T
1
f~ (~x) =
x ~a) (~x ~a) .
n exp (~
det

, , . (~x ~a)T 1 (~x ~a) (xi ai ).


, B = 1 bij
T

(~x ~a) B(~x ~a) =

n X
n
X
i=1 j=1

bij (xi ai )(xj aj ).

80

VII.

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

1 2

(x1 a)2
221

...

i=1

n 2

(xn a)2
22n .

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

.
41.
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,

5.

81

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
= B 1.
P( + = 1) = 1/2, . . +
2, 2
r = 1/3, P( + = 0) = 1/3, P( + = 1) = 1/3
P( + = 2) = 1/3, . . + 1, 2 3
( ).
, r .

.
42. .
= . , + = 0 .
= . + = 2 , N0, 4 ().
.
.
5.
31. 1 , . . . , n ( ), B1 , . . . , Bn B(R)
P(1 B1 , . . . , n Bn ) = P(1 B1 ) . . . P(n Bn ).
32. 1 , . . . , n , .
, .
. .
R.

82

VII.

43. 31.
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) = .


. , , .
.
33. 1 , . . . , n
( ), x1 , . . . , xn
F1 , ..., n (x1 , . . . , xn ) = F1 (x1 ) . . . Fn (xn ).
.
34. 1 , . . . , n
( ), a1 , . . . , an
P(1 = a1 , . . . , n = an ) = P(1 = a1 ) . . . P(n = an ).
. , 31 33.
. ,
31 34 .

.
29. 1 , . . . , n ( ) ,
, . . x1 , . . . , xn
: f1 ,..., n (x1 , . . . , xn ) = f1 (x1 ) . . . fn (xn ).
.
( ). -

6.

83


.
. 1 , . . . , n , . . x1 , . . . , xn
F1 ,..., n (x1 , . . . , xn ) = F1 (x1 ) . . . Fn (xn ).
, n - :
xZ1

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

xZn

f1 (s1 ) ds1 . . .

Zx1
=

x
Zn

...

fn (sn ) dsn =

f1 (s1 ) . . . fn (sn ) ds1 . . . dsn = F1 ,..., n (x1 , . . . , xn ).


, .
, .
:
x
Zx1
Zn
F1 ,..., n (x1 , . . . , xn ) = . . .
f1 (s1 ) . . . fn (sn ) ds1 . . . dsn =

= F1 (x1 ) . . . Fn (xn ),
. . 33.
6.
1 2 f1 , 2 (x1 , x2 ), g : R2 R.
( , ) = g(1 , 2 ).
, , .

84

VII.

30. x R, Dx R2
(u, v) , g(u, v) < x. = g(1 , 2 )

ZZ


f1 , 2 (u, v) du dv.
F (x) = P g(1 , 2 ) < x = P (1 , 2 ) Dx =
Dx

, 1 2
, . . f1 , 2 (u, v) f1 (u) f2 (v).
g(1 , 2 )
1 2 .
9 ( ).
1 2
f1 (u) f2 (v),
1 + 2 f1 f2 :

f1 (u) f2 (t u) du =

f1 + 2 (t) =

f2 (u) f1 (t u) du.

(18)

. 30
g(u, v) = u + v. Dx = {(u, v) | u + v < x} : u,
+, v,
u , x u.

Z xu
Z
ZZ
f1 (u)f2 (v) dvdu.
F1 + 2 (x) =
f1 (u) f2 (v) dv du =
Dx

v t : v = t u.
v (, xu) t (, x), dv = dt.
:

Z Zx
Zx
Z
F1 + 2 (x) =
f1 (u) f2 (t u) dt du = f1 (u) f2 (t u) dudt.

, F1 + 2 (x) x f1 + 2 (t)
(18).

85

7.

9 , ,

.
. , :
, .
, ,
:
.
P( = ai ) = pi , f (x), .
, +
P
f+ (x) =
pi f (x ai ). .
7.
44.
. ,
a = 0 2 = 2.
. ,

f+ (x) =

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

x2/4

=e



x2
2
u + 2 xu

1
e
2

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

du =

2
1 v 2
ex /4
e
dv = .

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

(, )
, ,
.
.

86

VII.

=
= 1.
= + .
. +
. . k > 0

P( + = k) =

k
X
i=0
k
X

P( = i, = k i) =
P( = i) P( = k i) =

i=0

i=0

(+) 1

=e

k
X
i

k!

k
X
i=0

i!

ki

(k i)!

e =

k
k!
i ki
(+) ( + )

=e
.
i! (k i)!
k!

.
= Bn, p
= Bm, p 2.
= Bn+m, p .
. +
2 :
n m
, n + m . ,
1.
= N
=
3.
a1 , 21 Na2 , 22
= N
. +
a1 +a2 , 21 +22 .
= , 1
= , 2 4.
= , 1 +2 .
. +
, , .
,
-, . 4.
5. 1 , . . . , n = ,n .
E . 1 + . . . + n
. . n = 1
E = , 1 . n = k 1. , n = k. , Sk1 = 1 + . . . + k1 , k1 ,

7.

87

. . Sk1

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

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)!

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

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

(k 1)!

0
= , k , .
Sk

45. .

[0, 1] , ,
.
= U0, 1 . ,
,
.
F+ (t) = P( + < t)
y = t x. . 13 ( 0 < t 6 1) ( 1 < t 6 2).
[0, 1] :

0,
t 6 0,

t 6 (0, 2),
0,
1 t2 ,
0 < t 6 1,
F+ (t) = 2 1
f+ (t) = t,
0 < t 6 1,
2 , 1 < t 6 2,

(2

t)

2
2 t, 1 < t 6 2.

1,
t > 2;

88

VII.

y
t
1

1
t

t 1

1 t x

. 13. { + < t} t


. , .
46.
,
1.
x > 0 30
 ZZ


<x =
f (u)f (v) du dv,
P

Dx

< x.
Dx (u, v) ,
u
u v :
.
Dx = {(u, v) | 0 < u < , 0 < v < ux} :

Z ux
Z



1
P
< x = eu ev dv du = 1
.

x+1

. .
,

(
1
1 , x > 0,
1
, x > 0,
2
x+1
F (x) =
f (x) = (x + 1)
0,
0,
x 6 0;
x 6 0.

VIII

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

1.
35. E

X
X
ak P( = ak ),
ak p k =
E =
k

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

E =

x f (x) dx,

, . .

Z
|x| f (x) dx < .

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

90

VIII.

), E
.
47. , .
E =

6
X

k=1

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

3,5 .
48. , [a, b].
Zb
E =
a

b

b 2 a2
1
a+b

=
x
dx =
=

ba
2(b a) a
2(b a)
2
x2

.
2.
, .
(E1) g : R R
X

g(ak )P( = ak ),

k
;

Z
E g() =

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 ) =

X
k

g(ak ) P( = ak ) .

2.

91

10.
, E || < .
. 35 36. E g() < g(x) = |x|.
(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.


. .
. . .
1 . , .
. , , () > 0 ,
,
.
(E6) > 0 . . E = 0, = 0 . .

92

VIII.

. , ,


P
ak > 0. E =
ak pk = 0 ,
, . . pk , ,
ak = 0.
(E5) (E6) .
11. 6 . ., E 6 E .
12. a 6 6 b . ., a 6 E 6 b.
(E7) , E () = E E .
.
X
E () =
(xk yn ) P( = xk , = yn ) =
=

k, n
X

xk P( = xk )

yn P( = yn ) = E E .

. (E7) : E () = E E .
49. 0 1
1/3 , = 2 . :
P( = 1, = 0) = P( = 1, 2 = 0) = 0 6=

1
1
= P( = 1) P( = 0).
3
3

E = 0 E () = E (3 ) = 0, E () = E E .
= U0, 2 , = cos = sin
50.
. :



 

1
1
1
1
P > , > = 0 6= P > P > > 0.
2

- ,
. , (E1)
Z 2
Z 2
1
1
E =
cos x dx = 0, E =
sin x dx = 0,
0

E =

Z 2
0

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

3.

93

3.
37. E ||k < . E k k k - , E ||k k - , E (E )k
k - , E | E |k k -
. D = E ( E )2 (
) .
51. , , 0 0,99999 100 0,00001.
, , :
E
E 2
E 4
E 6

=
=
=
=

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


02 0,99999 + 1002 0,00001 = 0,1,
04 0,99999 + 1004 0,00001 = 1 000,
06 0,99999 + 1006 0,00001 = 10 000 000.

52. D = E ( E )2
. , .
1 , 10 . E = E = 0, D = E 2 = 1, D = E 2 = 100.
, .

38. = D .
,
. -, ,
,
.
31. 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.

94

VIII.

, |()|s 6 |()|t + 1 .
11
:
E ||s 6 E ||t + 1.
t , . . E ||t < . E ||s < .
.
32 ( 15 ). g ( , . .
).
: E g() > g(E ).
.
. .
6. g . x0 c(x0 ) , x
g(x) > g(x0 ) + c(x0 )(x x0 ).
, .
x0 = E , x = .
g() > g(E ) + c(E )( E ).
.
E ( E ) = 0, 11, E g() > g(E ).
.
13. E ||t < , 0 < s < t
q
q
t
s
s
E || 6 E ||t
. 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.
15

Johan Ludwig William Valdemar Jensen (8.05.18595.03.1925, Denmark).

95

4.

, , :
E e > eE ,
E ln 6 ln(E ),

E 2 > (E )2 ,
E1 > 1 ,

E || > |E |,
p
p
E 6 E .

.
4.
. ,
.
.
(D1) : D = E 2 (E )2 .
. 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). , (E6)
( 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 =
= E 2 + E 2 + 2E () (E )2 (E )2 2E E = D + D ,

.

96

VIII.

. . 2.
14. ,
D ( ) = D ( + ) = D + D .
. (D5) (D2)
D ( ) = D ( + ()) = D + D () = D + (1)2 D = D + D .
15.

D ( + ) = D + D + 2 E () E E .
(D6)
: D = E ( E )2 = min E ( a)2 .
a

E ( a)2

.
:

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

2
= D + E a + 2(E E ) E a = D + E a > D ,
a = E .
5.

53 ( Ic ).
(E2)
(D3): E c = c, D c = 0.
54 ( Bp ). : E = 1 p + 0 q = p; E 2 = 12 p + 02 q = p;
D = E 2 (E )2 = p p2 = pq.
55 ( Bn, p ).
2 (. 86). -
n 1 , . . . , n Bp = B1, p . Sn = 1 + . . . + n
Bn, p (E4)
E Sn =

n
X
i=1

E i = nE 1 = np.

97

5.

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

X
X
X
dq k
k1
k1
=
E =
kpq
=p
kq
=p
k=1

k=1

d
= p
dq

!
q

k=1

k=1

d
=p
dq

q
1q

=p

dq

1
1
=
.
p
(1 q)2

:
E ( 1) =

k(k 1) p q k1 = p q

k=0

k=1

= pq

X
d2 q k

d2
dq 2

1
1q

= pq

dq 2

= pq

d2
dq 2

!
qk

k=0

2
2q
=
.
(1 q)3
p2

:
D = E ( 1) + E (E )2 =

2q
1
1
2q 1 + p
q
+

=
=
.
p
p2
p2
p2
p2

57 ( ). :

X
X
X
k
k
k

k e =e
E =
k =e
=
k=0

= e

k!

X
k=1

k=1
k1

(k 1)!

= e

k!

k=1

X
m=0

m!

(k 1)!

= e e = .


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

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

k!

k=2

(k 2)!

E 2 = E ( 1) + E = 2 + D = E 2 (E )2 = .

98

VIII.

58 ( Ua,b ). E =
:

a+b
48. 2

E 2 =

Zb
x2 f (x) dx = x2

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

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

xe

x2/2

2
dx =
2

2
< .
2

ex /2 d(x2/2) =

E =

1
2

x ex /2 dx = 0,

xf (x) dx =

. ,
1
E 2 =
2

x2/2

x2 e

2
dx =
2

x2/2

x2 e

2
dx =
2

x dex /2 =
0


Z
Z
2
2
2x x2/2
1
1
ex /2 dx = 1.
= e
+ 2 ex /2 dx = 0 +

2
2
2
0

D = E 2 (E )2 = 1 0 = 1.
60 ( Na, 2 ). ,
a

= Na, 2 , =
= N0, 1 . E = 0

D = 1 .

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

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

, a 2 .

99

6.

61 ( E ).
k N k:

Z
Z
Z
1
k!
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

k
E =

E 2 =

,
2

D = E 2 (E )2 =

1
2

62 ( C0, 1 ). ,

Z
Z
1
1
1
2
E || =
dx
=
dx
=
lim
ln(1 + x2 ) = +.
|x|
2
2
(1 + x )

x+

(1 + x )

, 1/x. ,
.
Ca, .
. , k 6 1 . R, .
63 ( ). t < ,

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

t < ,
1 / xs+1 , s = t > 0.
. t < . ? 2 317-
?

100

VIII.

6.
, .
.

,
P( 6 ) >

1
,
2

P( > ) >

1
.
2

, . , 3 1 2
[1, 2]. ,
0, 1, 2 3 1 , 3 , 3 1 .
8
8
8
8
[1, 2]
P( 6 ) > 1 ,
2

P( > ) > 1 .
2

.

F
F () = 1 . , 2
(. 14).
f,
.
. F .
(0, 1) F (x ) = .

F (x)

f (x)

1
0,8
1
2

1
2

0,1

x0,1

x0,8

. 14.

x
, 1 .
= 1 .
2

6.

101

, 0,01,
, , 0,1, , ,
0,25, .

. ai , ,
(, ).
Na, 2 , a. , ,
. .
( ), ( ) ,
.
.



a 3
,
1 = E

p
a = E , = D .
. 1 > 0,
; 1 < 0 .



a 4
3.
2 = E

a
. , Na, 2 =

.
: E 4 = 3 ( 59).
2 = 0.
2 > 0 ,
, 2 < 0, , .

IX

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

1.
, .


D ( + ) = D + D + 2 E () E E .
(19)
E () E E ,
( (E7) ).
, , 49 50 (. 92).
.
39. cov(, )


cov(, ) = E ( E )( E ) .
18. : cov(, ) = E () E E ;
cov(, ) = D ; cov(, ) = cov(, ); cov(c , ) = c cov(, ).
. 18.
. 19,
(a + b)2 = a2 + b2 + ab + ba = a2 + b2 + 2ab = aa + bb + ab + ba
n .

103

1.

19. :
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

, , .
cov(, ) , . ,
. , . ,
,
. .
64. ,
, . ( ? ). ,
+ :

E ( + ) = E 2 + E E ,
E E ( + ) = (E )2 + E E .
, cov(, + ) = D > 0. ,
+ .
. , + , D = 0.
cov(, ) :
, , 3 .
, 100 100 . 100 ,
. .
- , , :
) ;
) .

104

IX.

. , .
, ,
= a + b . . . ,
1 , 2 , . . . = 1 + . . . + 24 + 25 = 25 + 26 + . . . + 90 ,
, : 25 . 25
25 - 90 -?
, , .
2.
40. (, )
, ,
cov(, )
(, ) = p p
.
D

. , :

E ( E )( E )
(, ) = q
2 q
2 .
E E
E E

E E
, , cov(, ) ,
, cov(, ).
65. 64,
, , .
+ :
cov(, + )
D
1
D
(, + ) = p q
= p p
= p p
= .
2
D D + D
D 2D
D D ( + )

+ 45 ,
+ ,
.

105

2.

. ,


, , , 2 :
) , ;

) 2/ 5, .
33. :
1) , (, ) = 0;
2) |(, )| 6 1;
3) |(, )| = 1 , . . , . . a 6= 0 b , P( = a + b) = 1.
. (1) (?) . , 49 50
, (1) .
E
(2). b =
D

, . b
:
E

E b = E

E E

= 0;
D

E
D ( E )
= 1.
E b 2 = D b = D
=


: (, ) = E b b
.
, (x y)2 > 0
1
2

(x2 + y 2 ) 6 xy 6

1 2
(x + y 2 ).
2

b x, b
y , (2):



1
1
2 6 (, ) = E b
b
6
E b 2 + b
2 = 1. (20)
1 = E b 2 + b
2

(3). : = a + b,
(
1, a > 0,
aD
E ((a + b)) E E (a + b)

(, a + b) =
= 2
=
D a D
D D (a + b)
1, a < 0.

106

IX.

(3): |(, )| = 1,
a 6= 0 b , P( = a + b) = 1. 
(, ) = b, b
= 1. (20) :


2
1
E b b
= E b
2 + b
2 , . . E b
b
= 0.
2


2
2
b b

, b b

= 0, . .
E

p
=
,
D
D

+ E

E = a + b.

(, ) = 1
(20) . 33 .
.
41. , , (, ) < 0; , (, ) > 0;
, (, ) = 0.
(, ) (, ) = 1.
a = a + b . . , (, ) = 1 ,
, . , (, ) = 1 ,
, .
, |(, )| < 1,
, , ,
.
, + 64 65 , .
, .
20.
a 6= 0 b a
(a + b, ) = sgn(a) (, ), sgn(a) =

|a|
a.
. (a + b, ),
:
cov(a + b, )
a cov(, )
a
p
(a + b, ) = q
= p
=
(, ).
p
|a|
a2 D D
D (a + b) D

107

2.

66. ,
D (2, 0), (0, 0) (0, 1),
(, ) . :
, .
, . -,
(
(
x
1 , 0 6 x 6 2,
2 2y, 0 6 y 6 1,
2
f (y) =
f (x) =
0,

0,
;
() E = 2/3 E = 1/3.
-,
D,
Z2

ZZ
E ( ) =

1x/2
Z

x y 1 dx dy =

x y dy dx =
0

1
.
6

( ) .
. 66 ? ? ?
?
67. n
.
i {1, . . . , 6} i ,
i n . cov(1 , 6 ). i
1
n
5n
n , E i = , D i =
.
6

36

, 1 + . . . + 6 = n. - E 1 2 , E 1 3 , . . . , E 1 6 ,
5n

n2

E 1 1 = E 21 = D 1 + (E 1 )2 =
+ . E 1 (1 + + 6 ).
36
36
,
E 1 (1 + . . . + 6 ) = E 1 n =

n2
.
6

108

IX.

,
E 1 (1 + . . . + 6 ) = E 21 + 5E 1 6 =
n2

5n

5n
n2
+
+ 5E 1 6 .
36
36

n2

, . . E 1 6 =
5E 1 6 =
6
36
36

(1 , 6 ) =

n2 n
. ,
36

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

, n.
. (1 , 6 ). n .
68. . ,
:
X C k C nk
X C k C nk
2
K N K
K
k
k2 K N
E =
,
E =
,
n
n
k

CN

CN

, ( ), 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
n
. || = A N .

109

2.

Ai = {i = 1}. Ai
(), i -
, n 1
N 1 . 1
Ai K An1
N 1 .
K i -
, An1
N 1 n
1 N 1 .
n1

K A N 1
K
|A |
=
,
p = P(i = 1) = P(Ai ) = i =
n
||
N
AN

: 20- ,
19, ,
.
:
E = E 1 + . . . + E n = nE 1 = np =

nK
.
N

.
1 , . . . , n :

. . 1 , . . . , n : , ,
A1 = {1 = 1},
K / N :
P(2 = 1 | 1 = 1) =

K 1
K
6=
= P(2 = 1).
N 1
N

19. i j , i 6= j.
E (i j ). i j : i j = 1,
i- j - .

n2

K(K 1)A N 2
|A Aj |
K(K 1)
P(i j = 1) = P(Ai Aj ) = i
=
=
.
n
||
N
(N
1)
AN

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)

110

IX.

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 ) =







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

N (N 1)

N 1

: , ;
c i ,
K
n p =

N
nK
,
np =
N

.
, i j i 6= j.

, , , -, ,
, , , , , , ,
, ,
, , .
.

1.
, () . {n }
n=1 , .
. ,
, .
, 1 (), 2 (), 3 (), . . .
,
.
, .
, .
42. , {n } n , :
n . ., P { | n () () n } = 1. ,

112

X.

n () () n , , , A,
A , .
: , 7 n (). , , ,
.
, , -
{n } ?
, , , , n () - (),
n.
,
.
43. , {n } n
p
, n , > 0
P (|n | > ) 0 n ( P (|n | < ) 1 n ).
69. 1 , 2 , . . . ,
:
n 
7
7
0 n P n = n = 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 () = 0
[0, 1 1/ n] n () = n7 (1 1/ n, 1].
, , ,
.
. . , , , -

1.

113

. , [0, 1)
n0 , [0, 1 1/n0 ], n > n0
n () .
n [0, 1]
- , .
1 / n, n () = n7 ,
[0, 1], [0, 1]
, , ,
nk () .
p
: n
, E n E . , 69
p
n = 0, E n = n6 6 E = 0.
E n .
n7 n ( 1/ n ),
E n = 1 6 E = 0. .

n
n

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

. , p
n E n E .
.
p

34. n n .
E n E :
1. : |n | 6 C = const.
2. : |n | 6 , E < .
3. > 1 , E |n | 6 C = const n.
, .
( ).

114

X.

, ,
.
21. g R R.
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.
.
, .
22. g R2 R.
p
p
1. n , n n , g(x, y)
p
, g(n , n ) g(, ).
p
p
2. n c1 , n c2 n , g(x)
p
(c1 , c2 ), g(n , n ) g(c1 , c2 ).
. . :
> 0 > 0, ,





An = |n () c1 | < ,
Bn = |n () c2 | < ,

|g(n (), n ()) g(c1 , c2 )| < .


An Bn C = |g(n , n ) g(c1 , c2 )| < ,
. , -

115

2.

, :



P(An Bn ) = 1 P An Bn > 1 P An P Bn 1.
P(C) > P(An Bn ) 1 n .
22 , . ,
g(x, y) = x + y g(x, y) = xy R2 , ()
() .
p

23. n n , n + n +
p
n n .
.
p

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


1 > P(B) > P(A) = P N (, ) < n = FN (,) (n) 1 n
(F2) . , P(B) 1,
p
. . n .
2.
, P (|n | > ) n. n , .
,
P (|n | > ) . .

16 .
16

(16.05.18218.12.1894).

116

X.

35 ( 17 ). E || < ,
x > 0

E ||
P || > x 6
.
x

. .
44. 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 .
x.
16 ( ).
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)

.
g(x) = ex .
17 ( ). D , x > 0

D
P | E | > x 6 2 .
x

. x > 0 | E | > x ( E )2 > x2 ,


2

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


17

(14.06.185620.07.1922).

2
E E
D
6
= 2.
2
x
x

3.

117

, , ,
: x > 0




p 
E
D
1


>
x
=
P
|

|
>
x
P
D

6
=
.
x2 D
x2
D
, x = 10 0,01.
3.
45. , 1 , 2 , . . . (),
1 + . . . + n

E 1 + . . . + E n p
0 n .
n

(21)

,
.
, .
36 ( ).
1 , 2 , . . .
E 21 <
1 + . . . + n

E 1 .

(22)

, , ( , , E 1 ),
(21) (22).
, .
,
,
.
, ( ) ,
, .

118

X.

. Sn = 1 + . . . + n n .
 
E

Sn
n

E 1 + . . . + E n
n E 1
=
= E 1 .
n
n

> 0. ( 17) :



Sn
D

 

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

n
n
nD
D
= 2 21 = 21 0 n ,
n
n

(23)

D 1 < .
, -
cov(i , j ) 19 (. 103) i 6= j.
. ,
E 1
:



D
1 + . . . + n

(24)
P
E 1 > 6 21 .
n


, .
. .
37 ( ).
1 , 2 , . . .
D Sn
, D Sn = o(n2 ), . .
0 n .
n2
, , n n.

. , , D 1 6= 0 n 1 , Sn = n1 , (22)
( !). : D Sn = D (n1 ) = cn2 . .
. .

119

3.

38 ( 18 ).
1 , 2 , . . . ( )
E |1 | <
:
1 + . . . + n

E 1 .

, , . , 38 . . (1 + . . . + n )/n E 1 .
()
, .
. ,
,
.
39 ( ). A n p, n (A) A n
.

n (A)

p. > 0




p(1 p)
n (A)

P
p > 6
.
2
n

. , n (A) ,
,
p = P(A) ( , A ): n (A) = 1 + . . . + n ,
(
1, A i- ;
i =
0, A i- ;
E 1 = P(A) = p, D 1 = p(1 p).
(24).
70. 104 .
1
,
0,01 .
2

18

(19.07.189418.11.1959).

120

X.

1 , . . . , n , p = 1/2 ,
, .



n
P
1

i
P n > 0,01 , n = 104 , n =
n

i=1

1 1
1
. D 1 = = ,
2 2
4

:



1
n
P > 0,01 6
n

D 1
1
1
=
= .
2
4
4
4
4 10 10
n 0,01

, , 10 000
1

.
2
, ,
.

XI


. ,
, , ,
, , - . .

, .
.

1.
?
, , Sn = 1 + . . . + n
n
p
S
. n E 1 n. ,
n
,
Sn n E 1 p
0.
n

n ( ,
, ), :
? -,
, n,
( )?
. , . - ,
, , -
?

122

XI.

S n n E 1
S n E 1

= n n
n

. ! ,
,
, ,
, .
2.
1 , 2 , . . . , F F
, F.
46. , 1 , 2 , . . . : n , x , F x, Fn (x) F (x)
n .
,
.
. , n , : , : n .
. .
25. n , F a b, P(n (a, b)) P( (a, b)).
a b F
P(n (a, b)) P( (a, b)), n .
p

26. 1. n , n .
p
2. n c = const, n c.
, .
(. ). .

2.

123

. .
,
. 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.
, , .
.
: n , n
, . n n . ,
.
.
p

27. 1. n c = const n , n n c.
p
2. n c = const n , n + n c + .
.
, .
, n , cn c c + n c +
().
27 c = 1, c = 0.
, p
. n 0 n . , n + n .

124

XI.

x0 F (x). , Fn +n (x0 ) F (x0 ). > 0 , F (x) x0 .


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

Fn +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 ) = Fn (x0 + ).
, < n n + n < x0 ,
+ n < x0 . ,
P2 = P(n + n < x0 , < n < ) > P( + n < x0 , < n < ) >
> P( + n < x0 ) P(|n | > ) = Fn (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 ) :
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 + ).

(25)


. , x0 F
, , (25). 0 , x0
F , , Fn +n (x0 ) n F (x0 ).

2.

125

(1) 26.
p
27 , n
n .
n n = (n ) + . n ,
. .
27. .
40. n , , xn x0 [, ]
. Fn (xn ) F (x0 ).

F (), : F () = 0, F (+) = 1.
. x0 R,
p
27. , xn x0 , xn x0 .
n xn x0 27. Fx0 (x) F (x) ,
. ,
x = 0 n
Fn (xn ) = P(n xn < 0) = Fn xn (0) Fx0 (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 = + .

.

126

XI.

3.
19 ,

. , Sn n : Sn = 1 + . . . + n .
41 ( ). 1 , 2 , . . . : 0 < D 1 < .
S n n E 1
p
N0,1
n D 1


.
,
a,2 (x) R (?),
.
18. 1 , 2 , . . . .
:
) x < y n


Zy
2
S n E 1
1

P x 6 np
6 y 0,1 (y) 0,1 (x) =
et /2 dt;
2

n D 1

) ,

p
 Sn
S n E 1
= N0,D .
n
E 1 = n
D 1
1
n


. ,
19

(6.06.18573.11.1918).

127

4.

,
.
4.

20 21 . ,
.
42 ( ).
A n p n (A)
A n .
(A) np
pn
N0,1 n ,
np (1 p)

. . x < y


Zy
2
(A) np
1

6 y 0,1 (y) 0,1 (x) =


et /2 dt;
P x 6 pn
2

np (1 p)

. n (A) , , , p : n (A) = 1 + . . . + n ,
E 1 = p, D 1 = p(1 p). .
71. 70 (. 119).



1
n
P > 0,01 ,
n

n = 10 000, n . . p n = 100 p (1 p) = 1/2.










n
n
n 1
n

P < 0,01 = P p
=
p < 0,01 p
n
2
p (1 p) n
p (1 p)






n np
n
n

=P p
<2
p < 2 = P 2 < p
p (1 p)

np (1 p)

0,1 (2) 0,1 (2) = 1 20,1 (2) = 1 2 0,0228 = 1 0,0456.


20
21

Abraham de Moivre (26.05.166727.11.1754, France, England).


Pierre-Simon Laplace (23.03.17495.03.1827, France).

128

XI.

0,0456 :






1
1
n
n
P > 0,01 = 1 P < 0,01 0,0456.
n

, . . ( )?
.
? ? .
? . ,
71.
71 .
.
43 ( ).
x R 1





E |1 E 1 |3
S

n
E

n
1

P

<
x

(x)
6
C

0,1

3 .


nD
n

D 1

. C 0,4.
71. , 1
E |1 E 1 |3 = |0 p |3 P(1 = 0) + |1 p |3 P(1 = 1) = p q(p2 + q 2 ).
1
71 n = 104 p = q =
2

p q(p2 + q 2 )

p2 + q 2

= C 6 0,4
= 0,004,
100
n pq
npq( pq)



1
n
. . P > 0,01 , 0,0456 +
n

+0,004. ,
4
70.

XII

, . ,
, .
. -.

1.

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


+ i, ( )
( ) .
, p

itz = x + iy 2
2
|z| = x + y , e = 1.
47. (t) = E eit t .
72. p.
(t) = E eit = eit0 P( = 0) + eit1 P( = 1) = 1 p + peit .

73. n p.
it

(t) = E e

n
X

itk

k=0

n
X

Cnk peit

P( = k) =

n
X

eitk Cnk pk (1 p)nk =

k=0

k

n
(1 p)nk = 1 p + peit .

k=0

130

XII.

74. .
it

(t) = E e

itk

P( = k) =

k=0

= e

X
k=0

eitk

k!

k=0

e =

k

it
eit
= e ee = exp{ eit 1 }.
k!

75. - .

Z
Z

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


x1 ex dx =
()

()

1 x(it)

dx =

it

= 1


it

-: y = x( it)

Z
Z
()
1
1 y
.
y
e
dy
=
x1 ex(it) dx =

( it)

( it)

, E = , 1

(t) =
.
it

76. .

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

= et

2 /2

e(xit)

/2

d(x it) = et

2 /2

2
1
, R eu /2
2
( ?).

2.

131

: ? ? .
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).

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

132

XII.

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

. n , .
(E7) .
(4) , , 3 (. 86),
.
= N
=
3.
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 , 2 +2 (2).
1

1, 2, 4 (. 86). ,
-,
72 75.








+ (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.

133

2.

- , 1
, 2
 




it 2
it (1 +2 )
it 1
1
= 1
+ (t) = 1

- , 1 +2 .
(5.) k N
, . . E ||k < . (t)
k k -
k





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

t=0

k - , , .
. , 2k
E 2k = (2k 1)!! = (2k 1) (2k 3) . . . 3 1.
, .
, 22 .
(6). k N ,
. . E ||k < . (t)
t = 0
(t) = (0) +

k
X
tj
j=1

= 1 + it E

(j)

(0) + o(|t |) = 1 +
j!

t2
2

E 2 + . . . +

ik tk
k!

k
X
ij tj
j=1

j!

E j + o(|tk |) =

E k + o(|tk |).

.
, ,
.
44 ( 23 ).
n
22

Brook Taylor (18.08.168529.12.1731, England).

134

XII.

, t n (t)
(t).

hF , i
h , i .
,

, .
.
3.
1 , 2 , . . .
E |1 | < . a E 1 .
,
+ . . . + n p
Sn
= 1
a.
n
n

26 (. 122) . a , S
n a. ,
n
, t R

S /n (t) a (t) = E eita = eita .
n
S

n . n
(3) (4),
    n
t
t
S /n (t) = S
=

.
n
n
1
n

, 1 , (6) 1 (t) :
(t) = 1 + it E 1 + o(|t|) = 1 + ita + o(|t|).
1

t/n
 

23

t
n

 

ita
t
= 1+
+o ,
n
n

Paul Pierre Levy (15.09.188615.12.1971, France).

135

4.

S /n (t) =
n

 n
t
n

 n

ita
t
1+
+o
n
n


x n
1+
ex ,
n

n ,

 n

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

n
n

.
4.
1 , 2 , . . .

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

= 1
N0,1 .
n
n

i = (i a)/
. Zn :
Zn = 1 + . . . + n =

Sn na

, n n

. Z
n
n

  
n
t
t

= 1
.
(26)

(t) = Z
n
Zn / n

1 ,
E 1 = 0, E 21 = D 1 = 1 :
t2
t2
2
2
E 1 + o(t ) = 1
+ o(t2 ).
(t) = 1 + it E 1
1
2
2

, t/ n, (26) n . :
 
 n 
 2  n
2
t
t
t
t2 /2

=
1

+
o

e
n .
(t) =
1
Zn / n

2n

. -

136

XII.


Sn na
Z
n =

N0,1 .
n
n

.
. > 0 . , , ( ) / .

74.


IIV
1. ?
2. . .
3. . .
4. . .
5. : .
, . .
6. .
. .
7. . . .
8. ? ? ?
9. ? ?
10. , , A, B, C : ) ; ) ; )
; ) A, B, C ; )
A , B C .
11. . A = {
}. A.
12. B A ? A ?
13. ? ? ? ?
14. ?
15.

138

?
16. ?
17. ?
18. : ?
19. ?
20. A = {1, 2}, B = {1}. : A B
B A?
21. , A B.
22. . : 1-
2- ?
23. A = A1 A2 A3 B = A1 A2 ?
24. .
25. - = N
.
26. - = Z
.
27. = N , pi
?
28. .
29. 22 .
. ?
30. . 100 000
, . 40 035 .
, ?
31. ?
32. ?
33. . ,
?
34. ,
?
35. .
?
36. Cnk ?
37. Akn ?

139

38. . . ||.
39. ?
40. P(A) ?
41. . ?
42. A 6= , P(A) = 0.
43. A 6= , P(A) = 1.
44. : P(A B) = 0 A B = ? ,
?
45. : P(A B) = 1 A B = ? ,
?
46. .
47. = {1, 2, 3, 4}. F = {, {1, 2, 3, 4}, {1, 2}, {2, 3, 4}, {2}} ?
48. - = {0, 1, . . . , 10}.
49. 2 , = {, }. 2 ?
50. 2 , = { , }. 2 ?
51. 2 , = {a, b, c}. 2 ?

52.
2 , = {1, 2, 3}. 2 ?
53. 2 , = {1, 2, 3, 4, 5}.
54. F . , A \ B F, A, B F.
55. F . , A B C F,
A, B, C F ?
56. - .
57. ? ,
?
58. :
= { , , , }. - F , .
59. - ?
60. , -.
61. F A1 , A2 , . . . F. ,
n

S
S

Ai F n N. ,
Ai F ?
i=1

i=1

62. -? - -

140

?
63. - ? ?
? ?
64. .
65. ?
?
66. R2 ? R ?
67. , (A) = 0 A,
(, F), = {a, b, c}, F = 2 ?
68. = {0, 1, 2}, F = 2 , (B) = 5, 1 B, (B) = 0
. (B) B F.
69. .
70. ?
71. h, F, Pi.
A P(A), ?
72. ?
73. ? ?
74. ?
75. ?
76.
?
77. ?
78. = {a, b, c}. - .
79. = {a, b, c}, F = 2 . P ,
P{a, c} = 5/8 P{b, c} = 7/8.
P{a}, P{b}, P{c}.
80. = N. - .
81. = R. - .
82. , ,
P() = 0 P(A) = 1 P(A).
83. ?
84. ?
85. A B.
?
86. : P(A B) P(A) ?

141

87. : ?
88. ? ?
89. ? .
90. B A. ,
P(A\B) = P(A) P(B) ? , P(B\A) = P(B) P(A)?
91. -.
92. .
93.
B1 ?
94. -, A?
95. - B(R).
96. (1, 5) ?
97. , [0, 1), [1, 2], {4} .
98. (0, 1) (2, 3) ?
99. - R : (A) = 1 A. ?
100. R.
101. [0, 1]? {0, 1}? Z? (0, +)?
102. .
103. ?
104. , ?
105. ? ?
106. n . ?
107. P(ABC), ?
108. ? ?
109. . ?
110. .
111. . ?
112. .
113. .

142

? ?
114. .
?

?
115. ?
116. ?
117. ?
118. ? ?
119. , , .
120. , ?
121. A B . P(A B) ?
122. .
123. n .
124. , A, B, C, D .
125. P(A B C) = P(A)P(B)P(C) A, B, C ?
126. ?
127.
p . , , ?
128. .
20- , 19 ?
129. . ,
, ?
130. .
131. n
p ?
132. ?
133. 1/4 ?
134. 10 -

143

?
135. 10 ?
136. 75
200 ?
137.
?
138.
, 10- ?
VIX
1. .
2. , .
3. .
? ?
4. , .
5. ?
6. ? ?
7.
?
?
8. .
B1/2 .
9. . .
.
10. . .
11. , 0 6 6 3 . .
12. ? ,
?
13. P( [2, 4]) ?
= ?
14. P( [2, 5])

144

15. P( [2, 4]), P( < 3), P( > 3)


?
16. N0,1
P(0 6 6 2), P( < 2) P( > 3).
17. , , ?
18. , f .
19. f g . 2
1
f +g
, 2f + 2g, f g, f + g?
2f, f + g,
2
3
3
20.
.
21.
, .
22. ,
F .
23.
, P( = 5) = 1.
24. F :
) F ;
2
1
ex /2 x;
2

) F (x) =

) F (99) = 0, F (0) = 1/4, F (101) = 1 ?


25. , F (1 1/n) F (1) n ? .
26. P( < 1/n) P( < 0) n ? ,
.
27. P( < 1/n) P( < 0) n ? ?
28. lim F (1 + 1/n), lim F (n) lim F (n).
n
n
n
29. ?
?
30. P(2 6 < 3), P( > 3)?
31. ?
32. : F (x) = 0 x < 0; F (x) = x/2
x [0, 1] F (x) = 1 x > 1. C
?

145

33. x P( = x), ?
34. F (x) ,
P( = 1) = 1/2.
35. ?
36. : P( < 2) = P( 6 2) , . . .
37. : P( > 0) = 1 F (0) , . . .
= Na,2 ?
38. P(x1 < < x2 ),
39. P(1 6 6 2).
.
= N0, 1 ? x,
40. P( < 0)
= Na, 2 ?
0,1 (x) < 1/2 ? P( < a)
41. P( < 3), P( < 1,96), P( < 1,6),
= N0, 1 .
P( < 1,6), P( < 1,96) P( < 3)
42. a + b?
43. , 2, + 2?
44. ,
, 5 + 7?
= U0, 5 45.
= U0, 1 ?

= U0, 1 46.
= U0, 5 ?
= E1 ?

= E5 47.
= E1 ?

= E1 48.
= E5 ?

= N5, 9 49.
= N0, 1 ?

50. ?
51. ?
52. ?
53. ?

146

54. ?
55.
?
56. ?
57. ?
58. , .
59. ?
60. n
.
61. n ?
62. - B1 B2
P( B1 , B2 ) = P( B1 ) P( B2 ). ?
63. .
64. , P( < 0, < 0) = P( < 0) P( < 0),
?
65. P( R, R) = P( R) P( R)? , ? ?
66. ,
x P( < x, < x) = P( < x) P( < x).
67. .
68. .
69. 1 , . . . , n . 1 , . . . , n .
= B1/2 , = . , .
70.
= 1 , = . , .
71.
72. ?
73.
, ?
74. -

147

.
= ,
= ,
75.
+ .
76. .
= Bn,p ,
= Bm,p ,
77.
+ .
78. ,
Bp ,
B2, p .
79. .
= N0,1 ,
= N0,1 ,
80.
+
6 = N0,2 .
= N0,1 ,
= N0,1 ,
81.
+ .
= N1,9
= N1,1 .
82.
?
83. -
.
84. ?
85. . ?
86.
. ?
87. ?
88. ?
89. ?
90. , .
91. 3.
92.
.

148

93. ,
= Na, 2 .
E (3) E ( + 1)
94. ?
95. ?
96. ,
?
= Bn,p .
97. E(2 e ),

= .
98. E(2 cos ),
= E .
99. E e
= E .
100. E
101. , P( (5, 5)) = 1. E ?
102. E || = 0 ? ?
103. .
104. E (e ) eE , E ln ln(E ).
105. .
106.
?
107. 1?
108. , D = 0?
109. ?
= . D(2 3) ?
110.
111. DSn , Sn = 1 + . . . + n 2 .
= E . D(1 2 ).
112. 1 , 2
113. E2 (E)2 . ?
114. D(4 3)
?
= N0,1 . D(1 + 2 + 3 )
115. 1 , 2 , 3
D(31 ).
116. .
117. = 2, ?
118. , 1?
119. ,
?
120. ,

149

?
121. ?
?
122. D( + ) = D + D, ,
? .
XXII
1. .
2. .
3. .
4. .
5. ? ?
6. , P(|n | > 0, 001) 0 n . ,
p
n ?
= B 1?
7. n
1 n
8. ?
9. : ?
10. E || = 1. P(|| > 3).
11. .
12. ?
13.

P(| E | < x), x > 0 D ?


?
14.
, , ?
15. ?
16. ?
17.
?
18.
?
19. -
, 0,5
0,05?
20. , , .

150

21. 1 , 2 , . . . .
3 + . . . + 3

n
1
n ?
n
22. .
23.
? .
24.
? .
25. .
26. n 0.
1
27. , n =
n
.
1
28. , n =

n
.
29. ?
30. .
31. .
32. .
33. S E Sn
np
n ?

D Sn

34.
S E Sn
np
?
D Sn

35. n




Sn nE1
Sn nE1
p
p
P
< 1/n
P
<n ?
nD1

nD1

36. = ?
i
37. , .
38.
n


Sn
P
< E 1 ?
n


1

,
,

P( = k)

Ic , c R

P( = c) = 1

Bp
p (0, 1)

k = 0, 1

P( = 0) = 1p,
P( = 1) = p

p(1 p)

Cnk pk (1 p)nk

np

np(1 p)

k
e

p(1 p)k1

1
p

1p
p2

Bn, p
p (0, 1)
n = 1, 2, . . .

k = 0, . . . , n


>0

k = 0, 1, 2, . . .

Gp
p (0, 1)

k = 1, 2, . . .

n, K, N N
0 6 n, K 6 N

k!


max(0, n+KN )
min(n, K)

k C nk
CK
N
K

n
CN

K
n
N

K
n
N

K
1
N

N n
N 1

152

2

,
,


[a, b]
Ua, b , a < b

1 , x [a, b],
ba
0,
x
6 [a, b]

0,

x > 0,
x60

1
2
2
e(xa) /2 ,
2

, ,
> 0, > 0


x1 ex , x > 0,
()

0,
x60

(b a)2
12

1,2

< x <

( > 1)

6(3 +2 62)
,>4
(3)(4)

,>3

(
, x > 1,
x+1
0,
x<1

< x <

2 2(+1)

,>2

|x|
e
,

, > 0

a+b
2

2 + (x a)2

L, ,

< x <

Ca, ,
a R, > 0

> 0, R

(1)2 (2)

()
Na, 2 ,
a R, > 0

ex ,

()
E = , 1 ,
>0

153

3

1
0, 1 (x) =
2
x

0, 1 (x)

5
4, 5
4
3, 8
3, 6
3, 4
3, 2
3
2, 98
2, 96
2, 94
2, 92
2, 9
2, 88
2, 86
2, 84
2, 82
2, 8
2, 78
2, 76
2, 74
2, 72
2, 7
2, 68
2, 66
2, 64
2, 62
2, 6
2, 58
2, 56
2, 54
2, 52
2, 5

0, 0000003
0, 0000034
0, 0000317
0, 0000724
0, 0001591
0, 0003370
0, 0006872
0, 0013
0, 0014
0, 0015
0, 0016
0, 0018
0, 0019
0, 0020
0, 0021
0, 0023
0, 0024
0, 0026
0, 0027
0, 0029
0, 0031
0, 0033
0, 0035
0, 0037
0, 0039
0, 0041
0, 0044
0, 0047
0, 0049
0, 0052
0, 0055
0, 0059
0, 0062

2, 48
2, 46
2, 44
2, 42
2, 4
2, 38
2, 36
2, 34
2, 32
2, 3
2, 28
2, 26
2, 24
2, 22
2, 2
2, 18
2, 16
2, 14
2, 12
2, 1
2, 08
2, 06
2, 04
2, 02
2
1, 99
1, 98
1, 97
1, 96
1, 95
1, 94
1, 93
1, 92

0, 1 (x)
0, 0066
0, 0069
0, 0073
0, 0078
0, 0082
0, 0087
0, 0091
0, 0096
0, 0102
0, 0107
0, 0113
0, 0119
0, 0125
0, 0132
0, 0139
0, 0146
0, 0154
0, 0162
0, 0170
0, 0179
0, 0188
0, 0197
0, 0207
0, 0217
0, 0228
0, 0233
0, 0239
0, 0244
0, 0250
0, 0256
0, 0262
0, 0268
0, 0274

Zx

et

2/2

dt

x
1, 91
1, 9
1, 89
1, 88
1, 87
1, 86
1, 85
1, 84
1, 83
1, 82
1, 81
1, 8
1, 79
1, 78
1, 77
1, 76
1, 75
1, 74
1, 73
1, 72
1, 71
1, 7
1, 69
1, 68
1, 67
1, 66
1, 65
1, 64
1, 63
1, 62
1, 61
1, 6
1, 59

0, 1 (x)
0, 0281
0, 0287
0, 0294
0, 0301
0, 0307
0, 0314
0, 0322
0, 0329
0, 0336
0, 0344
0, 0351
0, 0359
0, 0367
0, 0375
0, 0384
0, 0392
0, 0401
0, 0409
0, 0418
0, 0427
0, 0436
0, 0446
0, 0455
0, 0465
0, 0475
0, 0485
0, 0495
0, 0505
0, 0516
0, 0526
0, 0537
0, 0548
0, 0559

x
1, 58
1, 57
1, 56
1, 55
1, 54
1, 53
1, 52
1, 51
1, 5
1, 49
1, 48
1, 47
1, 46
1, 45
1, 44
1, 43
1, 42
1, 41
1, 4
1, 39
1, 38
1, 37
1, 36
1, 35
1, 34
1, 33
1, 32
1, 31
1, 3
1, 29
1, 28
1, 27
1, 26

0, 1 (x)
0, 0571
0, 0582
0, 0594
0, 0606
0, 0618
0, 0630
0, 0643
0, 0655
0, 0668
0, 0681
0, 0694
0, 0708
0, 0721
0, 0735
0, 0749
0, 0764
0, 0778
0, 0793
0, 0808
0, 0823
0, 0838
0, 0853
0, 0869
0, 0885
0, 0901
0, 0918
0, 0934
0, 0951
0, 0968
0, 0985
0, 1003
0, 1020
0, 1038

154

. 3
x
1, 25
1, 24
1, 23
1, 22
1, 21
1, 2
1, 19
1, 18
1, 17
1, 16
1, 15
1, 14
1, 13
1, 12
1, 11
1, 1
1, 09
1, 08
1, 07
1, 06
1, 05
1, 04
1, 03
1, 02
1, 01
1
0, 99
0, 98
0, 97
0, 96
0, 95
0, 94

0, 1 (x)
0, 1056
0, 1075
0, 1093
0, 1112
0, 1131
0, 1151
0, 1170
0, 1190
0, 1210
0, 1230
0, 1251
0, 1271
0, 1292
0, 1314
0, 1335
0, 1357
0, 1379
0, 1401
0, 1423
0, 1446
0, 1469
0, 1492
0, 1515
0, 1539
0, 1562
0, 1587
0, 1611
0, 1635
0, 1660
0, 1685
0, 1711
0, 1736

0, 1 (x)

0, 93
0, 92
0, 91
0, 9
0, 89
0, 88
0, 87
0, 86
0, 85
0, 84
0, 83
0, 82
0, 81
0, 8
0, 79
0, 78
0, 77
0, 76
0, 75
0, 74
0, 73
0, 72
0, 71
0, 7
0, 69
0, 68
0, 67
0, 66
0, 65
0, 64
0, 63
0, 62

0, 1762
0, 1788
0, 1814
0, 1841
0, 1867
0, 1894
0, 1922
0, 1949
0, 1977
0, 2005
0, 2033
0, 2061
0, 2090
0, 2119
0, 2148
0, 2177
0, 2206
0, 2236
0, 2266
0, 2296
0, 2327
0, 2358
0, 2389
0, 2420
0, 2451
0, 2483
0, 2514
0, 2546
0, 2578
0, 2611
0, 2643
0, 2676

x
0, 61
0, 6
0, 59
0, 58
0, 57
0, 56
0, 55
0, 54
0, 53
0, 52
0, 51
0, 5
0, 49
0, 48
0, 47
0, 46
0, 45
0, 44
0, 43
0, 42
0, 41
0, 4
0, 39
0, 38
0, 37
0, 36
0, 35
0, 34
0, 33
0, 32
0, 31
0, 3

0, 1 (x)
0, 2709
0, 2743
0, 2776
0, 2810
0, 2843
0, 2877
0, 2912
0, 2946
0, 2981
0, 3015
0, 3050
0, 3085
0, 3121
0, 3156
0, 3192
0, 3228
0, 3264
0, 3300
0, 3336
0, 3372
0, 3409
0, 3446
0, 3483
0, 3520
0, 3557
0, 3594
0, 3632
0, 3669
0, 3707
0, 3745
0, 3783
0, 3821

x
0, 29
0, 28
0, 27
0, 26
0, 25
0, 24
0, 23
0, 22
0, 21
0, 2
0, 19
0, 18
0, 17
0, 16
0, 15
0, 14
0, 13
0, 12
0, 11
0, 1
0, 09
0, 08
0, 07
0, 06
0, 05
0, 04
0, 03
0, 02
0, 01
0

x > 0 0, 1 (x) :
0, 1 (x) = 1 0, 1 (x).

0, 1 (x)
0, 3859
0, 3897
0, 3936
0, 3974
0, 4013
0, 4052
0, 4090
0, 4129
0, 4168
0, 4207
0, 4247
0, 4286
0, 4325
0, 4364
0, 4404
0, 4443
0, 4483
0, 4522
0, 4562
0, 4602
0, 4641
0, 4681
0, 4721
0, 4761
0, 4801
0, 4840
0, 4880
0, 4920
0, 4960
0, 5000



, 54
, 77
, 27
, 28
, 101
, 53

, 119
, 57
, 43
, 44
, 128
, 44, 57
, 96
, 96
, 129

-, 31
, 71
, 34
, 34

, 42
, 42
, 24
, 21
, 37
, 33

, 10, 11
, 1012
, 1012
, 10, 11
, 57

, 96
, 96
-, 62
, 130
- , 63
, 61
, 44, 58
, 97
, 97
, 22,
58
, 108
, 108

, 19
, 53
, 93
, 96

, 96
, 96
, 97
, 108
, 99
, 98
, 99
, 97
, 98
, 98
, 98
, 95, 102
n , 103
, 17
, 17

156

, 24
, 36
, 117
, 119
, 118
, 119
, 119, 134
, 117
, 49
, 116
, 61
, 68
, 100
, 74
, 21
, 102
, 63

, 101
, 101
, 104
, 105

, 33
, 34
-, 30

, 25, 71
, 28
, 25
, 101

, 89
k , 93
, 93
, 93
, 97
, 35
, 127

, 17

, 43

, 81
, 81
, 38

, 39
, 39
, 89
, 25, 71
, 89
, 33
, 91

, 92
, 128

, 94
, 96
, 116
, 96
, 116
, 97
, 116
, 108
, 18
, 99
, 44
, 98
, 61
, 99
, 98
, 97
, 98
, 98
, 69
, 98
, 131
, 98
, 17
, 91
, 100
, 63
, 32
, 17

, 34

, 54
, 84
, 77
, 60
, 98
, 98
, 46
, 40
, 18
, 70
, 40
, 14
, 19
, 17

, 61
, 47
, 47, 58
, 59
, 98
, 98
, 10
, 23
, 57
, 96
, 129
, 44, 57
, 96
, 129

, 77
, 76
, 57
, 96
, 61
, 62
, 130
, 44, 58
, 97
, 22, 58
, 108
, 63
, 99
, , 76
, 79

157

, 61
, 98
, 69
, 131
, 63
, 99
, 47, 58
, 97
, 130
(), 60
, 98
, 46
, 59
, 98
, 79
, 88
, 75
, 62
, 98
, 130
, 88
, 101
, 44
, 52
, 54
, 53
, 55
, 56

, 33

, 45
, 60
-, 28
, 31
, 30
, 88
, 55
, 49

, 81
, 81
, 106
, 106

158

, 106
, 56
, 14, 27, 31
, 17
, 17
, 17

, 18
, 38
, 39
, 39
, 18
, 18
, 11
, 89
, 93
,
62
, 98
, 98
, 130
, 43

, 113
, 112
, 114
, 122
, 111
, 122
, 122

, 34
, 32

, 38
, 126, 135
, 88
, 28

, 54
, 76

, 56
, 133
, 127
, 33
, 125
, 133
, 9
, 47

, 11
, 10
, 11

, 101
, 10
, 37

, 86
-, 86
, 86
, 86
, 97

, 41
, 44
-, 35
, 131
, 41
, 84
, 129

, 71
, 49
, 71
, 57
, 75
, 64
, 75
, 129
, 129
, 126, 135

, 60
, 98
, 98
, 101
, 14


. . . .: , 1988. 406 .
. . . .: , 1986. 432 .
. ., . . . .: -, 1997. 302 c.
. ., . . . . .: , 1998. 328 .
. . .
.: , 2002. 496 .
. ., . .
. : , 2003. 119 .
. ., . .
. .: . ., 2000. 366 .
. .
. .: . , 2006. 404 .

. .

10.05.2007 .
60 84 1 /16 . .
.-. . 10. . . . 9,3. 200 .

- .
630090, -90, . , 2.