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, n . Un.

n Un.
:
1) n n ;
2) n .
Un?
Pn ( n).
, n ,
1,2,...n. ,
Un . n (:
n ). ,
n-1 (:
n-1 ). n(n-1)
. n2 , ,
n(n-1)(n-2) . , , n
n n - 1n - 2...3 2 1.
Pn = n(n - 1)(n - 2)...321
n(n - 1)(n - 2)...321, 1 n,
"n-" n!. Pn =n!
. 5 ! = 5 4 3 2 = 120 .
: 1!=1; 0!=1.
n k
, k , Un - (, n
). n k Ank ( "
n k").
,
1) 15 5 5
?
2) 20 12 ?
k<n. , k=n,
k
An = Pn = n!
Ank , Pn
, k . n , ,
, n-1 .
k- . k-1
n-(k-1) ( n-k+1). k
,
n(n - 1)(n - 2)...(n - k + 2)(n - k + 1) =

: Ank =

n!
(n - k ) !

n!
( n- k ) !

. 4- 9-
4 ?
A94 =

9!
9!
=
= 9 8 7 6 = 3024
(9 - 4) ! 5 !

n k ,
k Un (, n ).
(
, ).
n k Cnk ( "C n
k").
, :
1) 15 6
?
2) 20 12 ?
. Un
Un, k (
). :
1) - k n
Un ,
, Cnk ;
2) k , Pk = k ! .
Cnk Pk ( ), :
Ank = Cnk Pk ,

Cnk

Ank
n!
=
=
Pk
(n - k)! k !

: 6 15 ,
C156 =

15 14 13 12 11 10
15 !
=
= 5005
9! 6!
6 5 4 3 2


. .
1.
. ?
, ,
, ,
A73 =

7!
= 7 6 5 = 210
4!

2. 1 ,
, .
, ,
.

C73 =

7!
= 35
4 ! 3 !

3. 7 .
? ( ,
).
,
, , , - .
.
( , ..). ,
(,
). , 77=49
. - ,
7 (,
).
, 497=73 . (
n, 7n ).
4. 3, "
" " "?
5. 1 :
4- .
?
A73 A43
.

73 43 =

7! 4!

= 7!
4 ! 1!

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

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


.
W ( ) i- wi (w-
).
n ,
W=(w1, w2 ,..., wn ).
,
W=(, ,...).
- , W=(1,2,3,4,5,6).
W ,
W.
, N
- .
:
,
.
: ,
x, 1< x 2.
W ,
( ).
. ,
: W=(1,2,3,4,5,6). A ,
, : =(2,4,6); B , ,
, 3-: B=(3,4,5,6).
, , , .
,
. 1
W ,
,
A, .
,

.1
.
() B ( AUB )
, ,
B.
AUB ,
B.
.
,
.2
, 1- , B - ,
2-. AUB , , , ,
.

() AB B
,
, B. 3
B
.
AB ,
.
.3
\B -B
B ,
, B.
B 4.
\B
, ,
.
.4
W (
).
. A =W\A
.
B ,
, B, AB = .
5 B.

: AU A =W; A A =; AUB = A B ; A 1 B = AUB .
'.
.5


, ,
, , , (
).
wi W
Pi ,
w i ,
P1 + P2 +...+ Pn +... =

P
i

i: M W
i

=1

( i, : w iW).
, 0 Pi 1 i.

, . ().
P( A) =

P
P(M ) =
i
i: M A i
i: M A
i
i

(*)

,
1) 0 P(A) 1;
2) P(W)=1;
5

3) P()=0.
, ,
9
wi P(wi ) =Pi.
:
P(wi ) ?

.
P(wi ) , ,
(
).
,
N , ,
N
. :
, ,
.
1

. , NA
N
, (*)
P( A) =


.
. , 10 , 4
, 5 . ,
2 ?
,
. C105 ,
C105 .
" ",
?
:
, , C42 .
,
, 63 . , ,
, C42 63 .
, P, :

P=

C42 C63
5
C10

10
21

.
, ,
, .
.
( , ..) . ,
, .
, , ? , ,
n ( n- , n=1000
n=5000), n3 ,
, n3/n -
.
, , ..
,
.
P(Mi)
Mi n,

mn (M i )
,
n
n

Pi = P(M i ) = lim

mn(Mi) ( n
),
Mi.
,
, ,
.



.
W
S ( )
- , -
,
, I ( ),
S,
P( A) =

s
,
S

s s, S S.
. , 12 13 .
10
. ?
x , y
12 x 13; 12 y 13 .
7

-
(x;y) (
)
, 1, ,
12 X Y,
6. , ,
, ,
12.30, - 13.00. , ,
.
.6
(y x),
0 y - x 1/6 (10 .- 1/6 ).
(x y),
0 x - y 1/6..
,
, s,
7 ,
- c.
p
s ..
. 7
, s

, 7. :
25 11
p = 1=
36 36

.
, ,
( ).
W .
, (
) A1 , A2 ,... An W.
:
1) W ;
2) A ;
3) Ai Aj Ai U Aj

.
W . ,
:
1) W, ; 2) W, , A , ( W) .
A1 A2 . , A1 \ A2 A1 A2
.
9
, .
, .. .

P(), , P()
:

1) (9
9)=1
2) A1, A2,..., An ,
P(A1UA2U...UAn) = P (A1) + P (A2) +...+ P(An)
W,
, ,
, .

W.
W.

.
2 , A1 A2
,
P(A1UA2) = P(A1) + P(A2)
A1 A2 , A1UA2 =(A1\ A2)UA2, ,
A1\A2 A2 . :
P(A1UA2) = P(A1\ A2) + P(A2)

(*)

: A1 = (A1\ A2)U(A1A2), A1\ A2 A1A2 -


, : P(A1) = P(A1\ A2) + P(A1A2)
P(A1\ A2) (*).
:
P(A1UA2) = P(A1) + P(A2) P(A1A2)

, A1A2 = .
.
32 .
( ) = 4/32 = 1/8; ( ) = 8/32 = 1/4;
( ) = 1/32;
(( ) U ( )) = 1/8 + 1/4 - 1/32 =11/32

, .

.
. 30
1 5 26 30. ,
, 20. ,
?

: W=(1,2,3,...,28,29,30).
, :
= (1,...,5,25,...,30,), ,
: = (1,2,3,...,20)
: (1,2,3,4,5), 5/30.
5/20 20/30. 20/30 -
B. 5/20
, ( (/)).

P() = (/) (B)
,
(/) A.
.. , 7 3 ,
( ) . ,
, ?
X , , Y
, . XY - ,
, , . P(Y/X) =3/9
=1/3 ,
. , P(X) = 7/10,
: P(XY) = 7/30
(:
), (/)=().

P() = () (B)
, , A B
.
. , ,
: ,
, .
, -
. ( )
7/10. - - 3/10.
: P() = 21/100.
, ,
.
,
7000 3000,

.

10

.
H1, H2,..., Hn ,
:
1) : Hi Hj =; i, j=1,2,...,n; ij
2) W:
W=H1U H2U ... U Hn.
, H1, H2,...,Hn
.
.
- : W
( 8).

.8

P(A) = P(A/ H1)P(H1) + P(A/ H2)P(H2) + ...+ P(A/ Hn)P(Hn) ==

P( A / Hi )P( Hi )

i =1

. : A = (AH1) U (AH2) U...U (AHn),


AHi (i = 1,2,...,n) .

P(A) = P(AH1) + P(AH1) +...+P(AHn )
, P(AHi) = P(A/Hi) P(Hi) (i = 1,2,...,n),


.
. ,
- 30%, - 50%, - 20%.
5%, 3% 2%. ,
.
H1 ,
, H2 , H3 - . :
P(H1) = 3/10, P(H2) = 5/10, P(H3) = 2/10.
, ;
A/Hi , , ,
i- . :
P (A/H1) = 5/10; P(A/H2) = 3/10; P(A/H3) = 2/10

P( A) =

3
5
5 3
2 2
17

=
10 100 10 100 10 100 500

11


H1,H2,...,Hn - W - .

P( Hk / A)

P( Hk 1 A)
P(A)

(*)

P(Hk /A) - () Hk
, Hk , .
(*)

P(HkA) = P(AHk) = P(A /Hk) P(Hk)
(*)

n

P(A)=

P( A / Hi )P( Hi )

i =1

(*) , :
P( A / H k )P( H k )
P( H k / A) = n
P( A / Hi )P( Hi )
i =1

Hk
, .
.
. ,
. ,
. ,
.

P( H 2 / A) =

P( A / H 2 )P( H 2 )
P( A)

: P(H2 / A) = 15/34
.
.1. 7 3 , - 8 2 .
.
.
, .
2. 1 .
. ,
.

12

. .

.
, .

:
1) ;
2) A , (, )
P(A) p (0<.p<1).
P( A) A q: P( A ) = 1- p=q.
:
1) : - ; A - .
P(A) = P( A ) = 0,5.
2) : - , , A
.
P(A) =1/6, P( A ) =5/6.
3) , 7 3 , (
): - , A -
P(A) = 0,7; P( A ) = 0,3
n ,
. n ,
, , : i , i- 1,
( A), i- 0.
, , 5 , 2 -
5- ,
: 0; 1; 0; 0; 1.
n
n 1 0, ,
A A n , :
1; 1; 0; 1; 0; 1; 0; 0; ... 0; 1; 1; 0
"""""" """""!
n
2 n (
).
, P
A A
. , ,
P = ppqpqpqq...qppq

13

3
(
, n-x ),
pnqn-x , x n-x .
, , n A x
, A n-x , .
( ),
, pnqn-x .
,
n, x "1" n-x "0".
, x
"1" ( n-x "0") n ,
Cnx = Cnn- x
:
Pn(x) = Cnx p x qn - x
A "x" n
, p - A
, q - A .
"
" " "
x A n
.
. , 2 6
5 . , 4
.
n=8; p=1/4; q=3/4; x=5.
:
1 4 3 15
P8 (5) = C54 =
4 4 1024

:
x=0,1,2,3,4,5.
, , 20000,
60000, p q .
(
x) : x=0,1,2,...
.
p n
x (0 x n). :
?
, ,
, ""
"" :
Pn(x) Pn (x-1); Pn(x) Pn (x+1)

(1)

(*) :

14

3
Cnx p x qn- x Cnx -1 p x -1qn- x +1 ,

p
q

qx pn - px + p . :
x n- x +1

x np + p
(1),
x np - q

, , (
),
np - q x np + p

np + p ( np q ), : x=np
1
q x=np + p . , n = 7; p = ,
2
: x = 3; x = 4.

, .
:
1) n - ,
2) p - A
x
0 x n , x A n (
A).
, ,
n , x,
, 0, 1, 2,...n.
x (
) .
.

( Pn  x )
n p. x

 x, Pn  x .

,
.

15

p = 0,5 , 9,
x=np
( p 0,5,
)
p
,
, . 10
p=0,2
n, 6-.

p, 1,
. 11
, p=0,8 n=6.

16

.

, n
n.
. ,
Pn  x .
k x l, , ,
:
70
, 0,4.
, 25 35 ,
Pn(25 x 35).
n
. ,
n .
n , p - ,
()
Pn  x  =

cnx p x q n - x

lx -1
e
x!

l = np ( l - "").
.
.
. 1000 .

0,05. ,
7 .
l = np = 5. x - .
x, 0, 1, K ,7.
50 - 5
5 -1
57 - 7
P0  = e ;P1 = e ;KP7  = e
0!
1!
7!
-5

5 2 53 5 4 55
56
57

0,867
P0 x 7  = e 1 + 5 + + +
+
+
+
2
6
24
120
720
5040

17

n , p 0,5,
-,
.
Pn  x  =

cnx

p q

n- x

1
e
2Fnpq

-t 2
2

t =

x - np
npq

, np
.
p=0.5.
, 50
p=0.45 30 ,
y = ex .
"" .
y=

1
e
2F

-t 2
2

n , p 0,5,
:
Pn m1 x m2  =

m2

cnx p x q n - x = F>  - F= 

x = m1

- u2
x - pn
x - np
1 t 2

du

>= 2
;= = 1
; . t  =
e
npq
npq
2F 0
, .

1) . 0 = 0

2) .  = 0,5

3) .  - t  = -. t .

t=3,5
. t  = 0,499767, . t  -
, t > 3,5
. t  = 0,5 .
. 800 . ,
, 3, 280 294 ?

18

1
2
n = 800; p = ;q =
3
3

1
280 - 800 1
294 - 800
3 - F
3=
P300 280 x 294  = F

1 2
800 1 2
800
3 3
3 3

F 2,05 - F1 = 0,479818 - 0,341343 0,14

19

.
. ,
: 1,2,3,4,5,6.

.
. ,
.

xk .
,
.
,
, .
: x
(), h (),
x1, x2,, xn,
, x, ,
wk
xk, xk = x(wk).
xk , w
x.
, , .
k ,
xk (k = 1,2,,n) x.

Ak =

7 wi

i :x w i = x k

, k ( ,
). k
k 0, : k = P(Ak). ,
n

k =1

i =1

7 Ak = W , AiAj = (i,j = 1,2,,n, ij), pk = 1.

xk x
k = P(Ak) k.
,
x.

20

2
3
(1)
1
n
x

P
p1
p2
p3
pn

pi
i . ,
, ,
.

x = {x1,x2,,xn}; h = {1, 2,,m}

(2)

. i
(i = 1,2,,n) , , i
x, j (j = 1,2,,m) , ,
i h,
z = x + h,
zij = xi + yj. zij z
pij , i j:
pij = P(AiBj).


. x h,
N
( ,
xh
D
h ).

x = {x1,x2,,xn}; h = {1, 2,,m},
,

x

1
p11

xi
p1i

y1
p12

yj
p 2j

, i j
((x = i)

(h = yj)) =

p1i p 2j

1. . ,
, x. ,

21

h. , ((x = i)(h = j)) (i = 1,2,,6;


j = 1,2, ,6) , 36,
P((x = i)(h = j)) =

1
36

1
1
P(h = j)) = , , x h
6
6
.

P(x = i) =

2. x h

0
1
1
2
x
h
1
2
1
3

3
3
4
4
a b : a = x + h,
b = xh. , a b.
a. a 1.
a = 1 (x = 0)(h = 1),
1 1 1
x h = . a = 2
3 4 12
((x = 0)(h = 2)) 7 ((x = 1)(h = 1)).
1 3 2 1 5
+ = .
3 4 3 4 12
1
. ,
2
a
1
2
3
a
1
5
6

12
12
12
b
0
1
2
b
1
5
1

3
12
2
a = 3 b = 0. ,

a, 3,

(a = 3) (b = 0) =

1 1 1
=
2 3 6

22

, (a = 3)(b = 0) , a = 3
x = 1, b = 0 x = 0. ,
((a = 3)(b = 0)) = 0,
, , ,
a b . ,
.
.
x.
1
2
3
n
x

P
p1
p2
p3
pn

x ( (x)) x

Mx = xi pi
i =1

. ,
,
( , 30 ).

,
: 0*1+1*7+2*8+3*9+4*2+5*1 = 63.
, ,
30, 2,1.
30,
1 7 4 3 1 1
; ; ; ; ; ,
10 30 15 10 15 30


,
. , ,
, ,
:

23

1
1
7
4
3
1
+ 1 + 2 + 3 + 4 + 5 = 2,1
10
30
15
10
15
30


, ,
(, ,
)

. , ,

. ,
, . , ,
, 1 1,
0,5, , .
. ,

1
0
x

p
q
p + q = 1.
Mx = 1 + 0q =
.
1. x
, x ,
.
2. x = , k , (kx) = kMx (
, ,
,
).
3. x = , k , (k + x) = k + Mx (

).

x h,

x

(x + h)

1
p11

(1 + 1)((x = 1) (h = 1))+ (2 + 1)((x = 2) (h = 1)) +

xn
p1n

y1
p12

yk
pk2

+(i + j)((x = i) (h = j)) + + (n + k)((x = n) (h = k))

24

, nk
. :
(x + h) = 1 ((x=1)(h=1)) + 1 ((x=1)(h=2)) ++1 ((x=1)(h=k)) +
+ 2((x=2)(h=1)) + 2((x=2)(h=2)) + + 2((x=2)(h=k)) +
+ n((x=n)(h=1)) + n((x=n)(h=2)) + + n((x=n)(h=k)) +
+ 1((x=1)(h=1)) + 1((x=2)(h=1)) + + 1((x=n)(h=1)) +
+ 2((x=1)(h=2)) + 2((x=2)(h=2)) + + 2((x=n)(h=2)) +
+ k((x=1)(h=k)) + k((x=2)(h=k)) + + k((x=n)(h=k)) =
= 1(((x=1)(h=1)) + ((x=1)(h=2)) + + ((x=1)(h=k))) +
+ 2(((x=2)(h=1)) + ((x=2)(h=2)) + + ((x=2)(h=k))) + +
+ n(((x=n)(h=1)) + ((x=n)(h=2)) + + ((x=n)(h=k))) +
+ 1(((x=1)(h=1)) + ((x=2)(h=1)) + + ((x=n)(h=1))) +
+ 2(((x=1)(h=2)) + ((x=2)(h=2)) + + ((x=n)(h=2))) +
+ k(((x=1)(h=k)) + ((x=2)(h=k)) + + ((x=n)(h=k))) =
= 1(x=1) + 2(x=2) ++ n (x=n) +
+ 1(h=1) + 2(h=2) ++ 1(h=1) = Mx + Mh
, , ,
x=1
(x=1)(h=1), (x=1)(h=2), , (x=1)(h=n).
.
n x1, x2, , xn

1
0
xi
P
p
q
.
.
n

M( x i ) =
i =1

Mx i = np

i =1

.
x h ,
(xh) = xh
.

xh
25

xi

xn

y1

yj

yk

p11

p1i

p1n

p12

p2j

pk2


:
(xh) =

i y j pi1 p 2j

i =1 j =1

1 p11

j =1

y j p 2j

+2 p12

j =1

y j p 2j

++

i p1i

j =1

y j p 2j

n p1n

y j p 2j

j =1

= 1 p11 Mh + 2 p12 Mh + + i p1i Mh+ n p1n Mh = Mh xi pi = xh


i =1

.
Dx x
Dx = M(x Mx)2

.
x
1
2
3
x
1
1
1

6
2
3
.
Mx = 1 1 + 2 1 + 3 1 = 13
6
2
3
6
x Mx
x Mx

5
-7
-1
6
6
6
1
1
1

6
2
3
(x Mx)2
25
49
1
(x Mx)2
36
36
36
1
1
1

2
3
6
Dx :

26

Dx =

1 1
25 1 49 1 17
+
+
=
36 2 36 3 36 6 36

,
:
Dx =

xi - Mx 

i =1

pi

:
Dx =

xi - Mx 

i =1

pi = xi 2 - 2 xi Mx + M 2 x pi =
i =1

i =1

i =1

i =1

2
xi pi - 2Mx xi pi + M 2 x pi = Mx 2 - 2Mx Mx + M 2x =

= Mx2 M2x
, .
.
,
x

1
p

0
q

, Mx = . , Mx2 = . ,
, Dx = 2 = pq.

.

,
.

,
.
.
1. k , D(kx) = k2 Dx.
.

27

D(kx) = M(kx M(kx))2 = M(kx k Mx)2 = M(k2 (x Mx)2) = k2M(x Mx)2 =


= k2 Dx
2. x1, x2,, xn

i =1

i =1

D x i = Dx i

.
.
x h
:
x

0
0,25

1
0,75

1
0,7

2
0,7

, D(x + h) = Dx + Dh.

28

.
n N p (0 p 1).
[0; n] ,
.
( b)
b

Cnk p k (1 - p ) n - k

, b .
n
,
p.
i- .

W = {A, A}

xi :
xi = 1, ;
xi = 0, A
xi
.
1
0
xi

p
q = 1p
Mx = ; Dx = q
i = 1,2,,n n xi,
.
b
: b =

Ni .

i =1

Ni ,

i =1

, b,

,

n

Mb = M i =

M i =

p = np;

i =1

i =1

i =1

Db = D i =
i =1

D i =

i =1

pq = npq

i =1


. n
. *
x
* = .
n
.
20 4
. ,
* = 4/20 = 0,2.
, * . *
(
20-
). *?
, n , x
= np. *
x
: Mp* = M , n ,
n

Mp* =

1
1
Mx = np = p
n
n

, ,
. * : *
.

* .
.

.
,
, .
,
. , , : (a; b], ( ; a), [b;), (; ).
. ,
, , , 5 5,3
,
0,0000001 ( ),
. ,
1 .

,
. ,
.
x , x =
, ,
,
, ,
. , ,
5245,7183 ,
0,001059
. ,
,
,
,
.

. ,
, 0,5 0,5000025 .
, ,

31

, , .
. ,
, , , 20
, ,
, .
x .
< x < + D
P( < x < + D).
D .
, D 0, P( < x < + D) 0. ()
P( < x < + D)
D 0,
:
P( x < x < x + Dx)
= p( x)
Dx
Dx 0

lim

(1)

() .
(1) , D,
():
P( < x < + D) ( p(x)D

(2)

, p(x) .
, x [a, b]
, x1, 2,, n
=0<1<x2<<xn<b=xn+1.
[a, b] n+1 , [0, 1),
[1, 2), ,[n, b]. :
D0= 1 0, D1= 2 1, , Dn = b n,
n

p ( xi ),xi . ,
i =1

,
Di . p(x)

32

(; b),

p( xi ),xi

i =1

[a; b] p(x), :
P(a x b) =

p x dx

(3)

().
,
(1, 2) ,
[1, 2] ,
p(x)
()
= 1, = 2,
x1
x2
x
1.

. 1

(; b), ()
b

p( x)dx = 1

() ,
,
.

(), :
1) () 0;
2)

p( x)dx = 1

, (),
.
x,
[a; b]. ()
:

33

c a x b
p( x) =
0 x < a; x > b

2) ()

p( x)dx = cdx = c(b - a) = 1

1
.
b-a
1
() 2.
c= b-a

c =

p(x)

x
,
. 2

.
,
1. , x ,
, ,
.
, .
x . F(x),

F ( x ) = P ( x ) ,


x.

F ( x) =

p(t )dt .


F ( x) = p ( x) . ()
.
F(x) x
.
1. F(x) .

34

2.

lim F ( x) = 0 ; lim F ( x) = 1

x -

1 2 F(x).
3. F(x) (1; 2) ,
x :
F(x2) F(x1) = P(x1 < x x2)
.
F(x2) = P(x x2) = P(x x1) + P(x1 < x x2) = F(x1) + P(x1 < x x2)

P(x1 < x x2) = F(x2) F(x1)


, x

P(x1 < x x2) = P(x1 < x < x2) = P(x1 x < x2) = P(x1 x x2)
F(x) :
x a
0
x
dt
x-a
F ( x) =
a < x < b
=
b
a
b
a
a
1
x b

F(x) 3.
. 3

(), F(x).

35

36

3- I ( ).

x
, s2. x ( 3s; + 3s), , x
, ,
.
P( 3s< x < + 3s)=(3) (3)=2(3)
(3)=0,49865, , 2(3)
. , :
,
3s.
( 3 :
2,8, 2,9 3,2 . ,
(2)=0,477, 2 .)

.
W
, wij
x, xi h, yj.
:
1. ,
.
. ,
x h ( , ,
, ).
2.
, x
, h
, , .

x h .
x h (x n
, h k ),
x h , xi, yj ( xi
x, y j h)
pij, , wij (
),
x = xi ; h = y j .
:

37

x
x1
xi
xn

y1

y2

yj

yk

11

i1

n1
P1

12

i2

n2
P2

1j

ij

nj
Pj

1k

ik

nk
Pk

P1

Pi

Pn

(*)

j
pi = 1
i =1 j =1

ij i ,
k

j
pi = Pi

j =1

, x xi. ,
ij j ,
n

j
j
pi = P

i =1

, h y j.
xi Pi (i = 1,2,,n) x,
yj P j (j = 1,2,,k)
h.
n

i =1

j =1

j j
M x = xi Pi , M h = y P .

, x h ,
pij=PiP j (i=1,2,,n; j=1,2,,k).
, x h .
x h
?
y1. xi
pi1
pi/1=
(1)
P1
x= xi h=y1.
, Pi x= xi, (1)
P( A 1 B)
.
P( A / B) =
P( B)

xii/1, (i=1,2,,n)

38
x h=y1.
n

pi / 1 = 1 .
i =1

x
h, y2; y3,, yn ,
pij n
xi pi/j =
( pi / j = 1 ).
Pj i =1
x
h=yj
x

x1

x2

pi/j

p1j
Pj

p2j
Pj

xi

pij
Pj

xn

pnj
Pj

x h = yj
n
pij
1 n
M ( x / h = y j ) = xi j = j xi pij
P
P i =1
i =1
, x h . h
x=xi
pi j
y
(j = 1,2,,k)
Pi

h x=xi :
j
k
1 k j j
j pi
M ( h / x = xi ) = y
=
y p
Pi
Pi j =1 i
j =1
, x h ,
x
(, x (*)
). ,
(x/h = yj) j = 1,2,,k, x.
x h
, , x h .
I.
x h . , ,
x,
h.
j

39
2

1/36
0
2/36
1/36
2/36
3/36
1/36
8/36
6/36 12/36

(. 1).

x h.
II. ( ).
x h

0
0
2/36
16/36
18/36

x
10
20
30
40

0
1/3

1
2/3

1/36
3/36
7/36
25/36

1
3/4

2
1/4

a=x+h b=x*h
a

1
3/12

2
7/12

3
2/12

0
4/12

1
6/12

2
2/12

a b.
a
1
2
3

3/12
0
0
3/12
1/12
6/12
0
7/12
0
0
2/12
2/12
4/12
6/12
2/12
a=2 b=0, x 0, h
2. x h ,
(a=2; b=0)= (x=0; h=2)=(x=0)*(h=2)=1/12.
(a=3; b=0)=0.

40

. a
b :
b=1 a=2, b=2 a=3,
b=0 , a
3

1
4

1
2.
4

III.
x h,
x
1
2
3

1/30
3/30
2/30
1/5
3/30
9/30
6/30
3/5
1/30
3/30
2/30
1/5
1/6
3/6
2/6
P(x=xi; h=yj)=P(x=xi)*P(h=yj),
i=1,2,3; j=1,2,3,

x
ph=1 ( x) = ph= 2 (x) =
= ph=3 (x) = ph= 4 (x)

1
1/5

2
3/5

3
1/5

h=1,2,3
x.
x h .
x h
x h
(
),
.
cov(x; h) = M((xMx)(hMh))
x = {x1, x2, x3,, xn}, h = {y1, y2, y3,,yn}.
n

cov(x; h)= ( xi - Mx)( y j - Mh)P((x = xi ) 1( h = y j ))


i =1 j =1

(2)

41
. x
h, x
h, (2)
, .
(xi Mx)(yj Mh),
, ,
x h
,
.
: x
h .
: x
h .

(xi Mx)(yj Mh)pij, ,
.
.
,
P((x = xi)(h = yj)) = P(x = xi)P(h = yj) (i = 1,2,,n; j = 1,2,,k),
cov(x; h)= 0.
(2)
n

 xi - Mx y j - Mh Px = xi P h = y j =

i =1 j = 1

i =1

j =1



=  xi - MxPx = xi  y j - Mh P h = y j =
= M  x - Mx M  h - Mh = 0 0 = 0
:

.
(
).
n

i =1

i =1

i =1

M x - Mx =  xi - Mx P xi  = xi P xi  - Mx P xi  = Mx - Mx = 0


cov(x; h)=M(xhxMhhMx+MxMh)=M(xh)M(xMh)M(hMx)+M(MxMh)=
=M(xh)MhMxMxMh+MxMh=M(xh)MxMh

.

42
:
x h , (xh)=xh. ( ,
n m

M(xh) = xi y j P x = xi P h = y j )
i =1 j =1

, x h cov(x;h)=0.

43

.
cov(x;h) , x
h. (, x h .
1 , cov(x;h) ,
1 , cov(x;h) ,
( cov(x;h)0)). cov(x;h)
.
,

N - MN N - MN
D - MD D - MD
N* =
=
=
; D* =
IN
ID
DD
DN

x h.
x* h* (
) , .
x*.
N - MN 1
1
=
MN * = M

MN - M MN  =
MN - MN  = 0
I
I
I
N
N
N

D - MD
= 1 DD - MD  = DD = 1
DN * = D
2
I
I 2
IN
N
N

x* h*
x h ( rND).
N - MN D - MD M N - MN D - MD 
=

covN , D  = HND = M
=
I

I
I
I
N
D
N D

covN ;D  M ND  - MNMD


=
=
; s N = Dx ; s D = Dh.
I NID
I NID
x h rND=0, cov(x;h)=0
.
(

), .
:
1. x .
x=0. h=x2. (x h)=(x3)=0, x3
. xh=0, x=0.
M ND  - MNMD
= 0.
HND =
INID

44

2. x h

h
1
2
x
1
1/5
0
1/5
2
0
3/5
3/5
3
1/5
0
1/5
2/5
3/5
:
1
3
1
2
3 8
MN = 1 + 2 + 3 = 2 ; MD = 1 + 2 = ;
5
5
5
5
5 5
1
3
1 16
MND = 1 1 + 2 2 + 3 1 = ; MND - MNMD = 0 .
5
5
5 5
, rND=0. , h x.
rND ,
x x1=x+ x2=kx (

k , k > 0),
x .
h.
!
D(xh)=Dx+Dh+2cov(x;h)
x h:
D(xh)=Dx+Dh
.
1.
1rND1
2.
rND=1, h=kx+b, k b, k>0.
3.
rND= 1, h= kx+b, k<0.
4.
h=kx+b, (k0) x=k1h+b1,
rND=1 k>0
rND= 1 k<0.
rND 1 1
, x h
x; h, x h
.
rND<1, .
rND x; h
rND
x h.

45

. rND

1
2
3
h
x
10
1/36
0
0
1/36
20
2/36
1/36
0
3/36
30
2/36
2/36
2/36
6/36
40
1/36
9/36
16/36
26/36
6/36
12/36
18/36
1
3
6
26
MN = 10 + 20 + 30 + 40
@ 35,83
36
36
36
36
6
12
18
MD = 1 + 2 + 3
@ 2,3
36
36
36
1
3
6
2
2
2
DN = 10 - 35,83 + 20 - 35,83 + 30 - 35,83 +
36
36
36
2 26
+ 40 - 35,83
@ 57,64
36
sN @ 7,6
6
2
2 12
2 18
DD = 1 - 2,3 + 2 - 2,3 + 3 - 2,3
@ 0,556
36
36
36
sD @ 0,746
2
2
1
2
1
M ND  = 10 1 + 20 1 + 20 2 + 30 1 + 30 2 +
36
36
36
36
36
16
9
1
2
+ 30 3 + 40 1 + 40 2 + 40 3 = 86,94
36
36
36
36
86,94 - 2,3 35,83
HN D =
@ 0,8
7,6 0,746
x h.
x
h ( ), x
h.
x h.
x h, x h
.
, ,
.
, .

x h x h. , x
h , x

46

h . ( ,
x h).
x
h, x h ,
, x h .
( ) ( )
rND. rND ,
.
x
h , x
, ()
.

.

.
[a; b] x
[c0=a; c1]; [c1; c2]; [c2; c3],,[cn-1; cn=b].
x .
h,
[e; f] [g0 = e; g1]; [g1; ge][gk-1; gk=f],
h [gk-1; gk].
x*={x1; x2; xn} h*={y1; y2; yk},
(xi; yj)
Pij = P((x[ci1; ci])(h[gi1; gi]))
.

10.

?2.
n x1, x2, ..., xn,
,
, , .
n

c 2 = xi

i =1

c2 . ,
. n
.
n > 1
c2
, 1.
,
c2 -
,

c2 .

0,99

0,975

0,95

...

0,1

0,05

0,01

0,0315

0,0398

0,0239

...

2,71

3,84

6,63

...

...

...

...

...

...

...

...

10

2,56

3,25

3,94

...

16,0

18,3

23,2

...

...

...

...

...

...

...

...

1.

q n
cq2, q cq2
P(c2 > cq2) = q.
: , c2
, cq2, q.
1 c2.
, c2 10-
47

10.

q = 0,95 , 3,94,
q = 0,975 0,00098.
. (c12, c22),
c2 10-

, 0,9.
.

c2 10-

2. , (
) . :
P(c2 < c12) = P(c2 > c22) = (1 - 0,9)/2 = 0,05,

(1)

P(c12 < c2 < c22) = 0,9.


(1) : c22 = 18,3.

P(c2 > c12) = 0,95. 1.
: c12 = 3,94 , :
c2 0,9
(3,94; 18,3).

.

t=

N k
,
D

x h , x
Mx = 0 Dx = 1, h
c2 c k .
t
k .

48

10.



3.

.

k q
tq, P(|t| > tq) =
q. 2.
q

0,1

0,05

...

0,01

0,005

...

6,314

12,71

...

63,57

318

...

...

...

...

...

...

...

...

12

1,782

2,179

...

3,055

3,428

...

...

...

...

...

...

...

...

2
. ,
, 12-
, 0,9.
. :
P(x < t < x) = P(|t| < x) = 1 P(|t| x) = 0,9.
:
P(|t| x) = 0,1 , (n = 12).
: x = 1,782.
,
, ,
, .

49

10.

. x P(t > x) = 0,995 , t


, 12-
.
. 4

12- . ,

x1 0,995 ,

0,005. x1,
, 5.
,

0,005. : x1= x,
x2 = x, x
P(|t| > x) = 0,01. 2 : x = 3,055.
:
P(t > 3,055) = 0,995.

.

N
k
kN
F= 1 = 2 ,
D
k1D
k2

x , c2 k1
, h , c2 k2
.
F ,
k1 k2 .

50

10.

k1 k2 q
Fq ,
P(F > Fq) = q.
q, 0,05
0,01, .
3.
k1

...

10

...

20

...

161,4

...

241,9

...

248

...

k2
1

647,8

6056

6209

...

...

...

...

...

...

...

10

4,96

...

2,97

...

2,77

...

10,04
...

...

4,85
...

...

4,41
...

...

...

3.

Fq
q = 0,05 , q = 0,01.

51

11.

.


.
,
,
,
, ,
, . .
.

), ,

. .

.
,
.
,

.
,
, ,

. ,
,

. ,

,
, .

52

11.


: .

.
MN DN.
,
,
.
,

(,
) ,
.

.

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

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

53

11.

,
()
, .

, ,
().
.
1. .

, , 30-
.
.
2. .
,
,
,
(
, ).
,
.
3. .
() .
4. .
,
.

,
,
.
.
, ,
.
,
54

11.

.
,
, . , ,
,
, .
, ,
, MN DN.
,
, ,
N,

.
n,
. x1
,
N1,
, N. x2
N2
, N.
x3, x4,..., xn .

N1, N2, ..., Nn, ,
N,
. x1, x2, ..., xn ,
1-, 2-, ...,
n- .

.

, (
, , ).
N,

55

11.

. n
n :
x1, x2,..., xn.

(*)

.
(*) .
,
, ,
xi mi,
(*):
x1

x2

x3

...

xk

m1

m2

m3

...

mk

, .
mi i- .
, xi (*) xi
.
k

mi = n .
i =1


,

, ,
.
,
, .
[=i; =i+1)
(=i+=i+1)/2,
. , , ,

[49,5; 50,5), ,
50.

56

11.

.

(, ,
. .), ,
MN, DN.
.
n .

x=

x1m1 + x2 m2 + ... + xk mk
m
m
m
= x1 1 + x2 2 + ... + k
n
n
n
n

mi

n
xi. ,
,

M i =

1 n
x = xi .
n i =1

x
MN. , ,
.

1 n
2
I =  xi - x  M i =  xi - x 
n i =1
i =1
2

DN
.
.

x y.
.

.
57

11.

-
, .

N, D. x, y
.
N D,
,
, .
n ,
i- (i= 1,2,...n) xi, yi :
x2

x1

...

xn

y1
y2
...
yn

rxy =

xy - x y
I xI y

1 n
1 n
2
xy = xi yi , I x = I x =
xi - x  ,
n i =1
n i =1
2

Iy = Iy

1 n
=
 yi - y  .
n i =1


HND,
.
x, sx , rxy ,

.
.

58

11.

@
,

M@ =,.
.

n n
N1, N2,... Nn ,
, N,
.

:
Mxi = MNi =MN;
Dxi = DNi =DN k = 1,2,...n.
, x
,
,
N:
Mx = M

x1 + x2 + ... + xn 1
1
= MN1 + MN 2 + ... + MN n  = nMN = MN .
n
n
n

:
Dx = D

x1 + x2 + ... + xn
n

DN
1
1


D
D
D
n
D
.
N
+
N
+
...
+
N
=
N
=
1
2
n
1
n
n2
n2

,
I 2. I 2 :
1 n
1 n
2
2
I =  xi - x  =  xi - MN + MN - x  =
n i =1
n i=1
2

1 n
2
2
=  xi - MN  - 2 xi - MN  x - MN  +  x - MN  =
n i =1

59

11.

1 n
xi - MN 2 - x - MN 2

n i =1

:
n

i =1

i =1

2xi - MN x - MN  = 2x - MN  xi - MN  =


n

n
2
= 2 x - MN  xi - MN = 2 x - MN nx - nMN  = 2n x - MN 
i =1

i =1

, I 2,
.
2
1 n

MI = M  xi - MN  -  x - MN  =
n i =1

1 n
1
2
2
M  xi - MN  - M  x - MN  = n DN - Dx =

n i =1
n

= DN -

DN n - 1
DN .
=
n
n

Ms 2 Dx,
.

n
,
.
n -1
n
s 2 =
I 2 ,
n -1
.
s2 =

1 n
 xi - x 2

n - 1 i =1

60

11.


. , .
n dn ,
,
D. , A
C nAC , n,
n > nAC P@ n - D < A  > 1 - C .
x s 2 ,
MN DN.

61

12.

.

,
. ,
, .
(
, ),

.

( N,
).
,.
,1 ,2, :
P(,1< ,< ,2) =P (,(,1; ,2)) = g
,1 ,2 , (,1, ,2)
,. g
.
. 0.95,
0.99 0.999. ,
(,1, ,2) . (,1 + ,2) / 2
,
(,2 ,1) / 2,
.
,1 ,2
x1, x2,..., xn ,
. (,1, ,2)
. , .
, ,
,.

62

12.


.
N (
) ,
DN = I 2 (I > 0). (
)
n. x1, x2,..., xn
n , N (,
).
:
Mx1 = Mx2 = ... = Mxn = MN;
Dx1 = Dx2 = ... = Dxn = DN;
M x = MN;
D x = DN /n;
( ),
x
.
MN a
C d > 0 , :
P(| x a| < d) = C

(1)

x
M x = MN = a D x = DN /n = I
2
/n, :
P(| x a| < d) =P(a d < x < a + d) =

+
a
d
a
a
d
a
- F
= 2F d n
= F
I
I

n
n

63

12.

d ,
d n C
d n
= .
= C F
2F
I
I
2

C [0;1] t,
.( t )= C / 2. t .

d n
=t
I
It
.
n
, (1) :

d: d =

It
It

<a<x+
P x =C .
n
n

: C

It
It

;x +
x
n
n

a = MN .
: x
MN d=I t / n g.
.
, ,
6,25. n = 27
x = 12.
,

C =0,99.
.
t . (t) = C / 2 = 0,495.
t = 2,58 (

64

12.

) d: d = 2,52,58 / 27 1,24.
: (10,76; 13,24).


.
N ,
MN,
a . n.
x s2
.

t=

x - a 

n 1 .
, C
n 1 tC ,

x - a  n
< tC
P
s

=C

(2)


s
s

< a < x + tC
P x - tC
= C.
n
n

(3)

,
a ,
. C ,
x s.
tC C, (2)
:

65

12.

x - a  n
tC
P
s

= 1- C

t,
, 1 C n 1
tC . (3) .
. 20-
2000
(
), 11- . ,

. 0,95
.
. 1 C 0,05.
, , 19,
: tC = 2,093. : 2,093121/ 20 =
56,6. :
(1943,4; 2056,6).


.
N ,
DN . n .
s2.


n - 1s 2
=
DN

?2 c n 1 .
C ?12 ?22 ,
,

P ?1 < ? 2 < ? 2 = C

(*)
66

12.

?12 ?22 :
P(?2 ?12) = (1 C )/ 2

(**)

P(?2 ?22) = (1 C )/ 2

(***)

,
(*).
?2
P(?2 ?q2) = q . q
n 1 ?q2.
, ?22 (***).
?12 (**):
P(?2 ?12) = 1 (1 C )/ 2 = (1 + C )/ 2
?12.
, ?12 ?22, (*)

2 n - 1s 2
2
< ? 2 = C .
P ?1 <
DN

,

DN:
n - 1s 2

n - 1s 2

< DN <
P
2
2
=C .
?
?
2
1

,
:

n - 1s
?2

< DN <

n - 1s
?1

=C

(****)

67

12.

. ,

, .
20 , (
) .
22,5. ,

98%.
. , 19,
(1 0,98)/2 = 0,01 ?2
?22 = 36,2. (1 + 0,98)/2 = 0,99
?12 = 7,63. (****),
: (3,44; 7,49).

68

13.

.


.


( ),
( Mx, Dx ),
,
.


( ,
).
,
, () .



.

.
,
, .
.
,
( )
, .
(
, ).
,
, H0.

69

13.

H0
, H1. :
1) H0: Mx= 0

2) H0: Mx= 0

3) H0: Mx= 0

H1: Mx> 0
H1: Mx= 2
H1: Mx 0
K
H0. H0
K
pK(x).
a, 0,05 , 0,01
. K
,
:
P(K> K) = a

(1)

P(K< K) = a

(2)

P((K< K1)(K> K2)) = a

(3)

, ,
.
(1) ( (2) (3))
: a, pK(x),
, K.
(1)?
H0 , , K
K 0,05 , 0,01
, . K K,
, K,
,
H0 ( , a=0,01 , ,
, H0
, ). ,

70

13.

H0
. K K, ,
H0,
.
(1) K> K
. K ,
H0 .
(1) K < K
. K ,
H0 .
1.
(1). pK(x)

K
H0.

a, K
K,
. H0 ,
, ,
a. a
H0.

. a .

.

,
(1)
1., .

(2)

.
71

13.

2.
, 1. 2.
, a.

(3)

.
3.

.


K1 K2 , :
P(K K) = P(K K) = a / 2.
3. a / 2.
,
.
,
H0, ,
.
H0
,
,
.
H0 K
p0(x),
H1 p1(x).
4.
K
. K, ,
, K, H0 . ,
H1.
H0
b, ,
p1(x)
72

13.

, K.
, b
,
H0.


. b
. 1 b, ,
, . 4
,
p1(x).
, K.

,
.

73

14.



.
x,,

. , Dx = s 2. Mx
. , , Mx = a,
a (
,
. .). ,
, , Mx = a1, a1 > a.
I. H0: Mx = a;
H1: Mx = a1.
n: x1, x2,..., xn .
, x ( )
s 2/n ,
a H0, a1
H1.
, x ,
H0 H1.
x H1.
:
,
( )
. x
H0, x
H1.
.

z=

x - a 
I

74

14.

, Mz = 0 Dz = 1 (
)
H0. H1,
Mz = a* = ( a1 a ) n /s, Dz = 1.
1.
p0(z) p1(z) z

H0

H1,
.
x ,
, , z ,
H1.
x z,
H0. ,
. = ( = =
0,05), , z
, K
a = P(K < z <) = F() F(K) = 0,5 F(K).
1 - 2=
,
2
K.
z, x ,
(z < K), H0
( , H0).
z , H0
.
:

F( K ) =

1 - > = F() - F( K -

a1 - a 
I

n)

, a1 a.

75

14.

II. :
H0: Mx = a;
H1: Mx = a1 , a1 < a,
,

,
2. ,
, a* = ( a1 a ) n /s, K

a = P( < z < K) = F( K) F() = F( K) +

1
.
2

F( K) = F( K), :
F( K) =

1 - 2=
.
2

, K .
z, ,
K, H0. z
(z < K), H0 ,
H1.
III. :
H0: Mx = a;
H1: Mx a.

z

H0,

, 3.
K
P(K < z < K) = 1 = = F( K) F( K) = 2F( K) .

76

14.

:
F( K) =

1-=
.
2

.

,

,
,
() , .
x
, ,
h
, .
: n1,
n2 (,
, , ,
).
: s12 s22
.
:
H0: Dx = Dh.
, ,
,
, .
:
F=

S **
.
S*

S** s12 s22, S*


.
77

14.

F k1 k2
.
k1 = n11, k2 = n21, S**= s12;
k1 = n21, k2 = n11, S**= s22.

,
F .
q ( q =0,05 q =0,01)
F
. F > F H0 , F < F
.
,
, .

, x1 x2,
, .
n1=21
, 0,75.
n2=11.
, 0,25. H0: Dx1=Dx2.
H1 , Dx1>Dx2.
F 3.
q = 0,05 k1=20, k2=10
F=2,77. F > F,
.


.
d
D
H0: D = 0,
H1: D 0. H0 , @
.
78

14.

x h,
,
.

x h.
H0: rND = 0;
H1: rND 0.
HND .
n
r.

t=

r n-2
1- r2

n 2 .
,
r [1;1]. ,
t
, 1,
r. 1 r H0,

t.
= n 2
t.
t t, H0

. , |t| < t
H0,
.

79