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1

1.2
. u1 , u 2 ,..., u n ,...
.

u1 u2 ... un ... un
n 1

u1 , u 2 ,... , un .
n

. S n u1 u 2 ... u n u k ,

n = 1, 2,

k 1

() .
, S1, S2, ,Sn,

u1 u 2 ... u n ... u n

n 1

.
.
lim S n S ,

S un .
n 1

. , .. ,
,
.
.
1) ,
.
2) u n Cu n , .
.
S. (C 0)

3)

(u

(u

S,

Cu

vn ) , ()
.
. u n v n S ,
vn ) S + .

(u

vn ) u n vn S
.
.
.
n

:
.
.
( )
, a1 , a2 ,..., an ,... ,
, 0 N, n > N p > 0,
, :

an p an .

1.3 .

u
n 1

( x) [a,b],

.
. ( )

u
n 1

( x) ,

>0 N(), n>N p>0


u n1 ( x) u n 2 ( x) ... u n p ( x)

[a,b].
. ( )
( (1815 1897) )

u
n 1

( x) [a,b],


:
M 1 M 2 ... M n ...
.. :
u n ( x) M n .
,

u
n 1

( x)

n 1

.
2

2.2

u
n 1

, Un0, n N
.

() , [1;), (1)
+ (2) + + (n) + =

n 1

(n) ( x)dx .

1
1
1
... ... >1 1 ..

2
3
n

dx
1
>1 1.
n 1 n
1 x
.

. 1

. f(x) () (a, b] lim

x a 0

f ( x)
h, h 0,
( x)

f ( x)dx ( x)dx .

2.3
.
.

a0 a1 x a 2 x 2 ... a n x n ... a n x n .
n 0

.
. x

x2 x3
xn

...
...
2
3
n

x n 1
u
xn
x
lim n 1 lim n n 1 lim
lim
x.
n u
n x
n n 1
n
1
n
1
n
n
, x 1 x 1 .
1 1.
1 1 1
= 1: 1 ... (. .).
2 3 4
1 1
1
= -1: 1 ... ... ( ).
2 3
n
1 .
( (1802 1829) )

. a0 a1 x a 2 x 2 ... a n x n ... a n x n x = x1 ,
n 0

x x1 .
. , ,
a n x1n k ,
k- . :
n

x
x
an x a x
k
x1
x1
, x<x1
( )
x
, .

x1
, , .
, a n x n ,
n

x n .

n
n 1

x n 1,

2 1 = 0.
. = 1 , x x1 .
, R,
, x R , x R . R
. (-R, R) .
, ,
.
:
a
R lim n 1
n a
n

3
3.2
. :
a0
(a1 cos x b1 sin x) (a2 cos 2 x b2 sin 2 x) ... (a n cos nx bn sin nx) ...
2

a
, , 0 (a n cos nx bn sin nx).
2 n1
ai, bi .
. :
a0
(a1 cos x b1 sin x) (a2 cos 2 x b2 sin 2 x) ... (a n cos nx bn sin nx) ...
2

a
, , 0 (a n cos nx bn sin nx).
2 n1
3,3
2 . a n x n =1 ,
( x1 ; x1 ) .
4
4.2
.

un, vn 0.

. un vn n,

. Sn n

. ..

, , .. n n M,

. .. un vn, Sn n
.
.
..

1
1
,
ln n n

n2
n 1

1
1
n ,
n
n2
2
.

1
1
1

...
...
ln 2 ln 3
ln n

.
..

ln n .

1
2 n ( ),

n2
n 1

un
h , h , ,
n v
n

. u n 0, vn 0 lim

4.3

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

.
,
.
df ( x) f ( x)dx 0 .
x

df ( x)

f ( x)dx;

f ( x) f ( x)dx;

f ( x) f (0) f ( x)dx;
0

2) .
[a,b]
, .. , [a,b] ,
.

n 1

n 1

u n ( x)dx u n ( x)dx; , [a, b]


3) .

u
n 1

( x) [a,b]

, ,

u ( x) ,
n 1

du ( x)
d
u n ( x) n

dx n 1
dx
n 1

, ,
( ),
,
.
.
.
( (1813 1854) )
f(z), z z 0 R ,
(z z0).
:

ck

f (k ) ( z0 )
1
f ( z )dz

k!
2i L ( z z 0 ) k 1

k 0,1,2,...

.
5
5.1
:
f ( x) P( x)e x ,
P( x) A0 x m A1 x m1 ... Am - m.
:
y x r e x Q(x)
Q(x)- , P(x), , r ,

.

6
6.1
:
f ( x) e x P1 ( x) cos x P2 ( x) sin x

1() 2() m1 m2 .
:
y x r e x Q1 ( x) cos x Q2 ( x) sin x

r i
, Q1(x) Q2(x) m, m m1 m2.

,
, ,
, , .
.. : L( y) f1 ( x) f 2 ( x) ,
y y1 y 2 , 1 2
L( y) f1 ( x) L( y) f 2 ( x)
6.2
.

.
u
lim n 1 , < 1 , > 1 .
n u
n
= 1, .

2
n 1

un

n
n 1
; u n 1 n 1 ;
n
2
2

u n 1
n u
n

lim

1
(n 1)2
n 1
n 1 1
lim

1
n
2n
2
2
2 n
: .
n

1 1
1
... ...
1! 2!
n!
n!
1
lim
lim
0 1
n ( n 1)!
n n 1
: .

. 1
un

.
.

u
1
1
; u n1
; lim n1
n!
(n 1)! n u n

7
.

. :
F1 ( x, y1 , y 2 ,..., y n , y1 , y 2 ,..., y n ) 0
F ( x, y , y ,..., y , y , y ,..., y ) 0
2
1
2
n
1
2
n

......................................................
Fn ( x, y1 , y 2 ,..., y n , y1 , y 2 ,..., y n ) 0
- , 1, 2,,n ,
.
.

.
:

dy1
dx f1 ( x, y1 , y 2 ,..., y n )

dy 2 f ( x, y , y ,..., y )

2
1
2
n
dx
........................................

dy n f ( x, y , y ,..., y )
n
1
2
n
dx

(1)

,
.
. ( ). (n-1)
f1 ( x, y1 , y 2 ,..., y n ), f 2 ( x, y1 , y 2 ,..., y n ), f n ( x, y1 , y 2 ,..., y n )
y1 , y 2 ,..., y n , ( x0 . y10 , y 20 ,..., y n0 )

y1 1 ( x), y 2 2 ( x), ... y n n ( x)
(1), 0
x0 . y10 , y 20 ,..., y n0 .
. (1)
y1 1 ( x, C1 , C2 ,..., Cn ) , y 2 2 ( x, C1 , C2 ,..., Cn ) , y n n ( x, C1 , C2 ,..., Cn ) ,
(1)
.

, .. 1
.
. u n ,
.
.

un, vn 0.

. un vn n,

. Sn n

. ..

, , .. n n M,

. .. un vn, Sn n u n ,
.
:
u
. u n 0, vn 0 lim n h , h , ,
n v
n

.
. ( )

u n q<1,
n
n u q,
n

, n
n

u n 1,

. lim n u n , <1 , >1


n

.
.
() , [1;), (1)
+ (2) + + (n) + =

n 1

(n) ( x)dx .

1
1
1
... ... >1 1 ..

2
3
n

dx
1
>1 1.
n 1 n
1 x
.
. 1

. f(x) () (a, b] lim

x a 0

f ( x)
h, h 0,
( x)

f ( x)dx ( x)dx .
a

8
.
:
u1 u 2 u3 u 4 ... (1) n1 u n ...
u n 0, n 1,2,3,...
.
u1 u 2 u3 u 4 ... (1) n1 u n ... ui
u1 u 2 u3 ... u n 0 , .
.

- .

lim

u n 1
, <1
un

, >1 . =1
.

. lim n u n , <1
n

, >1 . =1 .
. f ( x) ln(1 x).
.
1
f (0) 0, f ( x)
:
1 x
x
1
ln(1 x)
dx
1 x
0

1

1 x
.

1
1 x x 2 x 3 x 4 ... (1) n x n ...
1 x
x
x
x

1
x n1
n n
dx (1) x (1) n x n (1) n
: ln(1 x)
1 x
n 1
n 0 0
n 0
0
0 n 0
n 1
x2 x3 x4
n x
: ln(1 x) x

... (1)
...
2
3
4
n 1

9
.
( ).

u1 u 2 ... u n ... u n

(1)

n 1

, (1):

u1 u 2 ... u n ... u n

(2)

n 1

. (2) (1).
. (2) . (2) ,
>0 N, , n>N p>0
:
u n1 u n 2 ... u n p
:
u n1 u n 2 ... u n p u n1 u n 2 ... u n p
u n1 u n 2 ... u n p

(2) (1).
. u n , u n .
,
.

.
.

, ,

.
1) . u n ,
.
.
.
2) , ,
.
3) , , ,
.
,
, .
4) . (
, ,
) , .
5)

u
n 1

v
n 1

S , ,

ui vk , i, k 1,2,... ,
S - .
,
.
.
. :
a0
(a1 cos x b1 sin x) (a2 cos 2 x b2 sin 2 x) ... (a n cos nx bn sin nx) ...
2

a
, , 0 (a n cos nx bn sin nx).
2 n1
ai, bi .
,
2, .. sinnx cosnx 2.
[-; ], ,
, f(x).
.
:

0, m n, m 0,1,2,..
cos mx cos nxdx , m n, m, n 1,2,...

0, m n,
sin
mx
sin
nxdx

, m n, m, n 1,2,...

cos mx sin nxdx 0,

m 0,1,2,..., n 1,2,...


. . .
.. f(x) [-; ],


a0
f
(
x
)
dx

dx

(a n cos nx bn sin nx)dx a0

2
n 1

(a

n 1

cos nx bn sin nx)dx 0 .

: a0

1
f ( x)dx

cosnx - .


a0
f
(
x
)
cos
nxdx

cos
nxdx

(a n cos 2 nx bn cos nx sin nx)dx a n

2
n 1

: a n

1
f ( x) cos nxdx; n 1,2,...

sinnx -
.

: bn

1
f ( x) sin nxdx, n 1,2,...

0 an.
, f(x) 2,
[-; ] ,

1
an f ( x) cos nxdx; n 0,1,2,...

1
f ( x) sin nxdx, n 1,2,...

f(x).
bn

. f(x) ,
. f(x)
, , f(x) .
10
.
. ()

u
n 1

S n ( x) u k ( x), n 1,2,...
k 1

( x)

n 1

( x) (=0),

. {S n ( x0 )}

u
n 1

( x) 0.

. ,

u
n 1

( x)

.
.

u
n 1

( x) [a,b],

.
. ( )

u
n 1

( x) ,

>0 N(), n>N p>0


u n1 ( x) u n 2 ( x) ... u n p ( x)

[a,b].
. f(x) ,
. f(x)
, , f(x) .
.
. ( ) f(x) 2
[-;] ,
[-;] , f(x)
, f(x) ,
f(x) f(x),
f ( x 0) f ( x 0)
, .. .
2
f(x) ,
f(x).
f(x),
[-;].
. f(x) 2, , f(x) f(x)
[-;]
, f(x) ,
f ( x 0) f ( x 0)
f(x),
.
2
f(x) ,
f(x).
, , [;].

.

.
, f(x) [a, b]
. f1(x) c
2 b-a, f(x) [a, b].
y
f(x)

- 2T

b +2T

+ 4T

, f(x) . f1(x) .
[a, b] f(x), .. ,
f(x) [a, b].
, f(x) , 2
. , , ,
2, (b, a + 2) ,
.
, () 2
,
, f(x) [a,b]
11
.
1) .

u
n 1

( x) - [a,b] ,

S(x) [a,b].
2) .
[a,b]
, .. , [a,b] ,
.

u
n 1

( x)dx u n ( x)dx; , [a, b]


n 1

3) .

u
n 1

( x) [a,b]

, ,

u ( x) ,
n 1


du n ( x)
d
u
(
x
)

n
dx n 1
dx
n 1

, ,
( ),
,
.

. ( )
( (1815 1897) )

u
n 1

( x) [a,b],


:
M 1 M 2 ... M n ...
.. :
u n ( x) M n .
,

u
n 1

( x)

n 1

.
f(x) = 2l,
[-l, l] :

f ( x)

a0
n
n
a n cos
x bn sin
x
2 n 1
l
l
l

1
a 0 f ( x)dx;
l l
l

an

1
n
f ( x) cos
xdx, n 1,2,...

l l
l

bn

1
n
f ( x) sin
xdx , n 1,2,...

l l
l

f ( x)

a0
n
a n cos
x;
2 n 1
l
l

a0

2
f ( x)dx;
l 0

an

2
n
f ( x) cos
xdx; n 1,2,...

l 0
l

f ( x) bn sin
n 1

n
x;
l

bn

2
n
f ( x) sin
xdx; n 1,2,...

l 0
l

. ( ) f(x) 2
[-;] ,
[-;] , f(x)
, f(x) ,
f(x) f(x),
f ( x 0) f ( x 0)
, .. .
2
f(x) ,
f(x).

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

V - .
Ei, Qi.

.
1. C A+B, ,
A, B. A, B, C .
C , ,
A B. ,
Ai, i=1, ..., m.

A
2. C A B, ,
A, B.

, Ai, i=1, ..., m.

B
A
3. A-B C, ,
A, B.

B
A

4. A, .
: A B A B A B A B

5. A B ,
.
A B , .

C=AB=V
V - .

.
m .
2m -
V.
:
=(1, 2, 3)
A1=V
A2=(1)
A3=(2)
A4=(3)
A5=(1, 2)
A6=(2, 3)
A7=(1, 3)
A8=(1, 2, 3)
F. AF.
n. n - , A.
A n
n
W n ( A) A
n

.
1. 0 W n ( A) 1
2. 1. n(U)=1.
3. .
Ai, i=1, ..., k; , ..

Ai A j V

i j

A Ai
i1

W n ( A ) W n ( Ai )
i1

A.
, Ai.
, , Aj (ij)
. :
nA=nA1+nA2+...+nAk
k

nAi
k
k
nA
n
i1
W n (A)

Ai W n ( A )
n
n
i1 n
i1
,
: A
,
A.
, ,
:
( ) .
, , ,
, .
, , -
.
.

.
.
.
1:
.
. . ,
A , B , A, B, A + B, A B .
F ,
A, B F :
1) A, B F
2) (A+B) F, (AB) F
3)
4)
5) .
, F
, , . .. ,
.
- ,
.
2:
A F P(A),
A. .
- ,
F. .
1. A F 0 P ( A) 1
2. P(U)=1.
3. ,
F.

Ai A j V .

i j

A Ai ,
i1

P ( A ) P ( Ai ) .
i1

- ,
F ,
.
: R1 axb,
ba.
- ,
.
axb, axb, axb.
F - -
, F, .. .
- .
1. A F
P(A) - , [0, 1]
0 P ( A) 1 .
A.
2. P(A) [0, 1]
P(U)=1.
3. A1, A2, A3,..., Ak -

Ai A j

i j

A Ai ,
i1

P ( A ) P ( Ai ) .
i1

.
- , F (,
- - - ,
).
, - P(A)
- .
, P(A) - .
- .
, .
-
- .

.
(, , P),
- , ;
- -, - , ,
;
P - - , .. - ,
- .
1. A P ( A) 1. P(A) - A.
2. 1
P()=1.
3.
k

i 1

i 1

P ( Ai ) P ( Ai )

Ai .

Ai A j V ,

i j

k - .
:
0.
+V=. V .
:
P(+V)=P(Q)=P(U)=1
P()+P(V)=P()
1+P(V)=1
P(V)=1
={E1, E2,..., Em}
m

E i . ,
i1

P (E ) 1
i

i1

A k , {Ei1, Ei2,..., Eik}


k

P ( A) P (E ij )
j 1

: AB, P(B)P(A), B=A+C, A C .


* B=A+C, A B .
P(B)=P(A+C)=P(A)+P(C) .. 1P(C)0 - , P(B)P(A).

.

, .. , ,
.
m

U i m -
i1

P (U ) P ( i ) ,

1 P ( i ) ,

i1

P( i )

i1

j 1

j 1

1
m

A ij P ( A) P ( ij )

k
, .. A k
m

.
, , , ,

, , - .

.
P(A/B)
A, B,
A , ,
B.

m
A

AB
, t , B.
, ,
, B 1/t.
, A r/t.
r / m P ( AB )
P (A / B )

t/m
P (B )
P(A B )
P (A / B )
P(B )
P(A B )
P ( B / A)
P ( A)
P ( A B ) P ( A) P ( B / A) P ( B ) P ( A / B )

,
. .

.
nB B, nA A.
A , B.

, ..
, .
n
n / n W n ( AB )
Wn(A / B) = AB AB

nB
nB / n
W n (B)
P ( ABC ) P (A) P ( B / A) P (C / AB )
AB D : P (DC ) P (D) P (C / D)
P (D) P ( AB ) P ( A) P ( B / A)
P ( ABC ) P (DC ) P (D) P (C / D) P ( A) P ( B / A) P (C / D) P ( A) P ( B / A) P (C / AB )
A1, A2,...,Ak. ,
: P (A1A2... Ak ) P (A1) P (A2 / A1) P (A3 / A2 A1)...P (Ak / A1A2... Ak 1)
.
2 3 (. )
k-1.
P (A1A2... Ak 1) P (A1) P (A2 / A1) P (A3 / A2 A1)...P (Ak 1 / A1A2... Ak 2 )
B.
B = A1A2... Ak 1
P(A1A2...Ak-1)=P(B)
P(A1A2...Ak)=P(AkB)=P(B)P(AkB)

.
A B , P(A/B)=P(A); P(B)=P(B/A) - .
A B P(AB)=P(B)P(A/B)=P(A)P(B),
, P(B/A)=P(B); P(AB)=P(B)P(A)=P(A)P(B/A)
A1A2...Ak ,
k

P(A1A 2 ... A k ) = P(A i ) ; P(A j / A1A 2... A j-1 ) = P(A j ) .


i=1

.
* , P(A/B)=0 P(B/A)=0, .. ,
P(A/B)=P(A) P(B/A)=P(B), .. , .. P(A)=0
P(B)=0, .

.
P(A B ) P(A) P(B ) P(AB )
U -
U A B A B A B A B
, A B A B .
* , ( A B ) A B 0 ; ( A B ) A B 0 ;
.. .
P ( A B ) P ( A B ) 1

P(A B) 1 P(A B )
(1)
(1)
U A A B A B A A ( B B ) A A U A A U
, .
AA B ( AA ) B VB V
AA B ( AA ) B VB V
A BA B A A ( BB ) A A V V
:

P ( A B ) 1 P ( A) P ( A B )
P ( A B ) 1 P ( A B ) 1 1 P ( A) P ( A B ) P ( A) P ( A B )
B AB A B , , AB A B
ABA B ( AA )( BB ) VV V
:
P ( A B ) P ( A) P ( A B )
P ( A B ) P ( B ) P ( AB )
P ( A B ) P ( A) P ( B ) P ( AB )

k

i1

i1

k 1

k 2 k 1

P ( Ai ) P ( Ai ) P ( Ai A j ) P ( Ai A j Al )...
i1 j i1

i1 j i1l j 1

.
A k .
B1, B2, ..., Bk
Bi B j V
i, j , i j

A, A=B1A+B2A+...+BkA.
, B1A, B2A, BkA . BiABjA=BiBjAA=VAA=V
A. A,
, Bi, .. B1, B2, ..., Bk .
.. B1, B2, ..., Bk , :
k

i1

i1

i1

P ( A) P ( Bi A) P ( Bi A) P ( Bi ) P ( A / Bi ) ; ..
k

P ( A ) P ( B i ) P ( A / Bi )
i1

:
1 5
6 3

2 3
10 1
3 7
0 10
.
- . , .
B1 - 1.
B2 - 2.
B3 - 3.
A - .
A=B1A+B2A+B3A
B1, B2, B3 - .
: P(A)=P(B1)P(A/B1)+P(B2)P(A/B2)+P(B3)P(A/B3)
P(B1)=1/3 P(A/B1)=6/9=2/
3
P(B2)=1/5 P(A/B2)=10/11
P(B3)=7/1 P(A/B3)=0
5
P(A)=1/32/3+1/511/10+7/150=2/9+2/11=40/990.4

.
, .

, A. ,
Bi.

, - .
P(ABi)=P(A)P(Bi/A)=P(Bi)P(A/Bi)
P ( Bi ) P ( A / Bi )
P ( Bi ) P ( A / Bi )
, P ( Bi / A)
k
P ( A)
P ( Bi ) P ( A / Bi )
i1

, : P ( Bi / A)

P ( Bi ) P ( A / Bi )
k

P (B )P (A / B )
i

i1

.
, 1.

E2 ,
..., E m1
E1,

P (E1 ), P (E2 ), ..., P (E m1 )


Ei, i=1, ..., m1 - .
P(Ei), i=1, ..., m1 - .
2

Q2 ,
..., Qm 2
Q1,

P (Q1), P (Q2 ), ..., P (Qm 2 )


P(Ei), P(Qj) - .
, .
:

E iQ j

P (E iQ j )

i 1.. m1
j 1.. m2

EiQj - .
P(Ei) P(Qj) P(EiQj) .
, .
,
.
, ,
, ,
.
. E i,
.
, :
m2

A E iQ1, E iQ2 ,..., EiQm 2 E iQ j .


j 1

A.
m2

P ( A) P (E iQ j ) P (E i ) , .. .
j 1

Q j,
, B :

B E1Q j , E2Q j ,..., E m1Q j .

B EiQj, i=1, ..., m1


m1

P ( B ) P (E iQ j ) P (Q j ) , .. . :
j 1

P(AB)=P(A)P(B/A); P(B/A)=P(B); AB=E iQj ( )


A={EiQ1, EiQ2, ..., EiQj, ..., EiQm2}
B={E1Qj, E2Qj, ..., EiQj, ..., Em1Qj}
AB , A, B.
, EiQj A, B, AB= EiQj. :

P ( AB ) P (EiQ j ) P (Ei )P (Q j )

E iQ j

P (E i ) P (Q j )

, :
s1 m 2

A E ilQ j
l1 j 1

.. :

Ei1 , Ei2 ,..., Eis1 .

: Q1, Q2, ..., Q m1 .


B .
: E1, E 2 , ..., E m1 .
:

Qi1 , Qi2 ,..., Qis2 .

m1 s2

B E iQ jt
i1 t 1

s1 m 2

s1

l1 j 1

l1

P ( A) P (E ilQ j ) P ( E il ) , .. .
m1 s2

P ( B ) P ( E iQ jt )
i1 t 1
s1

..

s2

AB E ilQ jt , ( )
l1 t 1

s1

s2

s1

s2

l1 t 1

l1

t 1

P ( AB ) P (E ilQ jt ) P (E il ) P (Q jt ) P ( A)P ( B )

,
, : P(AB)=P(A)P(B).

n .
n . i- :
i
i

E2i ,
..., E mi
E1 ,

i
i
i

P ( E1 ), P ( E2 ), ..., P ( E mi )

i=1, ..., n

n , n .
n , :
i
E1i ,

E2i ,
..., E mi

i
i
i

P ( E1 ), P ( E2 ), ..., P ( E mi )

i=1, ..., n

E 1j1 , E 2j2 , ..., E jnn

1
2
n
P (E j1 E j2 ... E jn )

j1=1, ..., m1;

j2=1, ..., m2;

jn=1, ..., mn;

n .
(n - ) ,
.
A1:

m2 m3

mn

j2 1 j3 1

jn 1

A1 ... E 1j1 E 2j2 ... E jnn


An:
m1

E 1j1 .

m2

An ...
j1 1 j2 1

mn1

jn1 1

1
j1

E 2j2 ... E jnn

E 1jn .

m2 m3

mn

m2 m3

mn

jn 1

j2 1 j3 1

jn 1

P ( A1) P ( ... E 1j1 E 2j2 ... E jnn ) ... P (E 1j1 E 2j2 ... E jnn )
j2 1 j3 1

m1

m2

P ( An ) ...
j1 1 j2 1

mn1

P (E

jn1 1

1
j1

E 2j2 ... E jnn )

P ( Ai ) P (E )

i=1, ..., n

A1A2... An E 1j1 E 2j2 ... E jnn

i
ji

, :

P ( A1) P (E 1j1 )
P ( A2 / A1) P ( A2 ) P (E 2j2 )
P ( A3 / A1A2 ) P ( A3 ) P (E 3j3 )

P ( An / A1A2... An1) P ( An ) P (E jnn ) .


n

P (E 1j1 E 2j2 ... E jnn ) E iji .


i 1

, :
P(A1A2...An)=P(A1)P(A2)...P(An).
:
1
2
n

E j1 , E j2 , ..., E jn

1
2
n
P (E j1 )P (E j2 )... P(E jn )

j1=1, ..., m1;

j2=1, ..., m2;

jn=1, ..., mn;

:
1- - , 1-
2- - , 2-
n - - , n-
.
I
II

E1, E 2, E 3, E 4

1 1 1 1
4 4 4 4

E1, E 2, E 3, E 4

0,01 0,02 0,96 0,01

, ,
. , I , II E 3
.
- ( ).
, .

2 , ..., s
1,

,
P ( 1 ), P ( 2 ),..., P ( s )

H P ( i ) log2 P ( i )
i1

E1, E2 ,..., E s

p1, p2 ,..., ps
s

H Pi log2 Pi . P1=0, PilogPi=0.


i1

, :
, .. - Pi=1, 0,
.
, .. Pi 1 , .
s

0Pi1,

P 0
i

i1

E , E ,..., E i ,..., E s
1 2

1
0
0 0

1)

H () 0 log2 0 0 log2 0...1log2 1... 1log1 0 , lim p log2 p 0


p0

.. p1, p2, ..., ps , pi, 1. log1=0.


0, .. lim p log2 p 0 .
p0

2) , ,
. p 1, p2, ..., ps
s

p 1.

, ,

i1

i1

i1

F pi log2 pi pi .
p1, p2, ..., ps :

log2 pi log2 e 0

i=1, ..., s

log2 pi log2 e

, p 1.
s

..

p 1 , p = p =, ..., = p = 1/s.
i

i1

0 1

: 1 1
2 2
1
1
1 1
1
1
log2 log2 log2 log2 21 log2 2 1 , 1 .
2
2 2
2
2


. .
:

E1, E2 ,..., E s1
1:

p1, p2 ,..., ps1

Q1, Q2 ,..., Qs2


2 :

q1, q2 ,..., qs2

. :

E iQ j

1 2

P (E iQ j )

i=1, ..., s1

j=1, ..., s2


, .
.
s1

s2

s1

s2

s1

s2

i1

j 1

i1

j 1

pi q j log2 pi q j pi log2 pi q j pi q j log2 q j H (1 ) H (2 )


i1 j 1

0 H (1 2 ) H (1 ) H (2 )

.
n , ,
A , A P(A) = p; P(A) = q = 1- p
, n m :
Pn m ?

n
.
:
1

A A A A
...

A1 A

i 01
,
i 0 A
:
n

p i1

( )

P A p

P A 1 A 2 ... A n

q n m

j1

: n A m .
A C m
n - - , . m ,
A - n-m . :

pn q n m
, III :
m
n m
Pn m C m
( )
n p q

Cm
n

n!
m ! n m !


, , .

,
.
- , :
x : - , , .

, x, x .

,
x .
F(x),
x :

F x P(: x)

0 F x 1

.
:
A1 {: b

A 2 {: a }

A 3 {: a b}
a<b, a, b - .
:

A 2 A1 A 3; A1 A 2 A 3
,
A1 A 2 A 3 , A3 .

A2 -
A1 -

A1 A 2 A 3
A 3 A1 A 2
- A3 , III :

x ,

F b F a P (a b)
a , b; a b
P (a b) F b F a
F 0
F 1

F(x) -
x<y,

F y P(: y) P(: x) P(: x y) P(: x) F x

.. 0 P(: x) 1 , .

.
, , - ,
.
. . B
. . .. {: B}
-, - , ,
B. ,
.
, B

A 1 -

A : w x 1B , x B

, :

x 1x
g(x) , B

g1B x g1y, y B

- , .
, .
:
g(x) , - , .. .

, , .
B. B1 g 1B .

A 1B1 1x, x B1

.. B1 B1 , A-

, g - , .. .


, ,
, :

R , , P
1

- ;
P - ;
R1 - .
F(x)

F 0; F 1

x, , . ,
- , .
, 0<F(x)<1
, y=f(x) [a, b], .
, :
min F 0; max = F 1

.. 0<F(x)<1.
2. .
, - ,
, , ,
. .. , .
.
, ,
, -, - , .
, R1 - - ,
F(x), : :
X1, X2, ..., Xn


,
.
:
X, Y, Z
:
x , x ,..., x n
X 1 2
, n - .
p1, p 2,..., p n
:
- n- , A p,
A 1-p.

A , A ,..., A
PA , A ,..., A PA C
1

m
n

pm q n m

j 1

- .
x :
1
2
m
n
0
X n

1
n 1
2
2
n 2
m
m
n m
Cn p q
Cn p q
Cn p q
pn
q
- - , ;
- - .
: , -
, - , .
:
- ;
- ;
- .

.
X
s

MX

x p
i

i 1

xi - ;
pi - .
:
x , x ,..., x s
X 1 2

p1, p 2,..., p s
:

MX

x1 p1 x2 p 2 x3 p 3 ... x s p s
p1 p 2 p 3 ... p s

. . p1 p 2 p 3 ... p s 1,
s

MX x1 p1 x2 p 2 x3 p 3 ... x s p s

x p
i

i 1

. : ,
.


1. MC=C
C
X C 1 C
1
2. MCX=CMX
CX:

C x1 C x2 ... C xn
CX

p1 p 2 ... p n

:
n

MCX

Cxi p i C

i 1

x p
i

CMX

i 1

3. M(X+a)=MX+a, a=const
x+a
X a X 2 a ... X n a
X a 1

p1 p 2 ... p n

M X a

x i a p i

i 1

xi p i

i 1

p i p i 1 MX a
i 1

i 1
n

a p i MX a

i 1


4. M(aX+b)=aMX+b, a, b -
a x b a x2 b ... a x n b
aX b 1

p2
...
pn
p1

M a X b

i 1

i 1

i 1

i 1

i 1

a xi b p i a xi p i b p i a xi p i b p i a MX b

Y f(x) X.
Y.
Y f (x)

f x1 f x2 ... f xn

p 2 ... p n
p1
Y.
Y.
,
.
.
Y :
n

MY

f x p
i

i 1

i 1, n
- X
Xk.

k MX k

k
i

pi

i 1

- , X=X-MX
, MX 0.
n

1) MX'

x i M x i p i

i 1

x i p i MX

i 1

MX MX 0

i 1

2) M X MX MX MX 0

- - X

k M ( X' ) k

x MX

pi

i 1

i , , - ,

k
k

ni
n

k
i

i 1
s

i 1

ni
n

X, X.
s

DX 2

pi

i 1

X.
.
1. ,
.
, (xi-)2pi. , xi
, pi - . ,
xi, .
2. 0, X - const.
DX 0
s

p i 0 x i 0 x i M xi xi x i C const

i 1

3.
D(X+C)=DX
Y=X+C
Y=Y-MY=X+C-M(X+C)=X+C-MX-C=X-MX=X
DY=M(Y)2=M(X)2=DX
4.
DCX=C2DX
Y=CX
DY= M(Y)2=M(Y)2
Y=Y-MY=CX-MCX=CX-MCX=C(X-MX)=CX
DY= M(Y)2=M(CX)2=C2M(X)2=C2DX
5.
DX 2 12
s

DX

x
i 1

1 p i
2

i 1

x2i

p i 1 2

i 1

x i p i 12

p
i

i 1

i 1

x2i

p i 1 2

x p
i

i 1

2
1

. ,
.
x x2 ... x s
X 1

p1 p 2 ... p s
F x P X x

.. X, F(x)
: X x.

F(x)

P1+P2+P3
P1+P2
P2

x1

x2

x3

x4

x5


x x2 ... x s
X 1

p1 p 2 ... p s
X

Me

1Xt

1X i t

pi

i 1

m x t Me Xt

1. m x t Me Xt

Xt

pi

i 1

2.

d k m x t
dt k
d k e x i t

x ik e x i t

dt k
dk

t 0

xit

dt k

pi

k
i

e x i t p i

i 1

t= 0
s

i 1

x ik e x i t p i

x ik 1 p i

i 1

x p
i

i 1

3.

m x t 1

1
1!

2
2!

t 2 ...

k
k!

t k ...

F t F t 0

F ' t 0 t t 0

1!
to=0

F " t 0 t t 0

2!

...

1 n
n
F t 0 t t 0 ...
n!

F t 0 F 0
F ' t 0 t 0 1

e x i t p i

t 0

i 1

i 1

F " t 0 t 0 2
F t 1

1
1!

2!

t 2 ...

1
n t n ...
n!

:
, :
i, i 0, n

X i i n i

C n p q

m x t

e it C in p i q n i

i 0

et p q

n i

pe t

a b a n C1n b a n 1 ... C in b a n i ... b n

dmx t
1 MX
dt

t 0

d et p q

np e t n 1 e t p q
np pn 1 p q

n2

dt

2
t
d 2 mx t d e p q
2

dt 2
dt

i
n

i 0

DX MX

C e p q
n

n2

n et p q

dn e t p q

n 1

dt

pe t e t p q

p q

n 1

n p
2

n 1

n 1

pe t

t 0

n p 1 p

n 1

p np

n2

et et p q

e t np e 2 t pn 1 e t p q

n 1

t 0

np 2 np

DX 2 12 n 2 p 2 np 2 np n 2 p 2 np np 2 np1 p npq


,
. .
1. . ,
.
2. . , x ,
x . , , ,
, x.
3. . ,
, ,
.
, l m .

xl - , , l.

i, i 0,

Xl

P
i

1 :
MX1=
, 1. l
.

MX1=ll -
l - . l l . ,
l , 1 (
).

xi

i 0

i 0

MX1=ll
, l . ,
. l - . .
MX l l M 1 l
l, n
l
x
n
, . , ,
n
1
0
X x

Px 0 Px 1
.. x , ,
x MX x 0 Px 0 1 Px 1 Px 1
lx x, ,
1- x.
m l , m
. 3-

Pn m C m
n x 1 x
m

n m

mn ! l

m !n m ! n

l
1

n m

l
1

lim Pn m C m
n l 1 l
m

n m 1... n a

l a lim

n m

n!
l

m !n m ! n

l
1

l
1

nm a m
1
n

m!

a
1
n

lim

a m a
e
m!

a n
e
n a

a m a
e
m!

e a

m 0

m 0

am

m! e

a a

e 1

m 0

am
.
m!
m 0

m x t

m 0

mt

et a
a m a
e mt a m a

e e a
e
m!
m!
m !
m 0
m 0

e a eae e
t

a e t 1

MX DX

MX

de

a et 1

'

t 0

dt

t
2 a e 1

d e

t 0

dt 2

a et e

t
a et 1
t a e 1
e
ae e

a et 1

a et e

ae t 1

a et 1

t 0

'

t 0

a 11
ae0e a e0 e0 a 1 a

a et 1
a et 1
a et 1

t
t
a et e
et e
a e ae e

'

t 0

a 1 1 a 1 1 a 2 a

DX 2 12 2 MX a 2 a a 2 a
2


, n - , p - .
A m
m
n m
Cm
n p q
n .

a m a
e , a=p n
m!
a
m

a a
Cm
n 1
n n
m

n m

n m

a m a
a a
lim C m

e
n 1
n
n n
m!
, n p
n
m n
Cm
n p q
,
. , ,
.

.
.
: F ( x ) P(X x ) .
. ,
X a, a - .
P(X=a).
:

1
x a lim( x a )
n
n

x a

1
n

1
x a lim( x a )
n
n
1
x a lim
n n
x a

1
1
1
P( x a) lim(a X a ) lim( F (a) F (a )) lim(F (a ) F (a)) 0
n
n

n
n
n
, ,
0 . :
.
X ,
( () ), .
P(aX<b)=P(aXb)=F(b)-F(a)

,
.
f(x) - x ,
x, :

( x X x x )
F ( x x ) F ( x )
lim
F ( x )
x
x
x
x

f ( x ) lim

.
1.

2.

F(x) = P(X < x) = f(U)dU

F ( x ) = F ( x ) - F (-)
b

3.

P(a x b) = f(x)dx
a

P(a x b) = F(b) - F(a) =

f(x)dx f(x)dx f(x)dx

4.

f(x)dx 1

f(x)dx P(X ) F () F () 1 0 1

: ,
,
0.

.
x , P(xXx+x)=f(x)x+(x). ,
(x) F(x)x.
:
x
x+x
.

p( x ) c,

p( x ) 0,

a x b
ax b

p(x)=f(x).

p(x
c
)

p(x)dx p(x)dx cd(x) = cx

..

c(b a)

p(x)dx 1, b a

F(x
) 1

p( x ) e x ,

p( x ) 0,

x 0
x 0

1
p(x)=ex

x
x
x
p(x)dx e dx d(-e ) e

1 lim e x 1
x

,
, , .
, . [a, b]
, . x . ,
x

x
. x 0 :
b a

, . , .
. ,
- .

.
, X.
Y=(x)
:

M Y ( x ) f x ( x )dx , f x ( x ) - .

.
Y Y *, .
- X,
.

xn xn-1

x0 x1

xn- xn

1
2n .
X x i,
X* (xi) x - i- . , Y*
(xi) , x, Y* Y.
(xi) Y* f x ( x i )x

( x i )

Y*

f x ( x i ) x

M Y * ( x i ) f x ( x i ) x , n M Y * ( x i ) f x ( x i )dx .

1 M X xf x ( x )dx .

, .
.

M ax b aMX b
M ax b

ax bf xdx axf xdx b f xdx a xf xdx b f xdx f xdx 1 aMX b


x

x f xdx
b

fx xdx

DX 2

x f xdx
2

,
DCX C 2DX
D (C X) DX
DX 2 12

DX 2

x f xdx
2

2
2
2
2
2
CX MCX fx xdx CX CMX fx xdx C X MX fx xdx C DX

DCX

D C X DX
D C X

2
2
C X M X C fx xdx C X MX C fx xdx X MX fx xdx DX
2

DX 2 12

DX

x fx xdx

x2 2x 2 fx xdx

x2fx xdx

2x f xdx
2

2x 2 fx xdx 2 2MX 2 fx xdx 2 2 2 2 2

m x t Me xt

e f xdx
xt

, 1 2 .
d k m x t
t 0 k
dt k

d k eixt fx xdx

t 0

dt k

d k eixt fx xdx
dt k

t 0

i k x k eixt fx xdx i k

x k eix0fx xdx i k

x f xdx
k

-

,

n x, a ,

1
2

x a 2
2 2

fx x, 0

N x, a , Fx x

1
2

U a 2
2 2

dU

n x, a, dx

x a 2
2

1
x a

dx
Z; dx dZ

Z2
Z dZ

Z2

e Z dZ

2
Z

u; dZ 2du
e u du 1
2

2


xa 2

xt
1
2 2 dx x a z; x z a ; dx dz
m x t Me xt
e

z2

za t 2

eat

dz

1 2
z 2zt
2

2t 2

dz e e
at

1
2

1
zt 2
2
dt

z t

u; dz du
2

=1 ( )

m x t e
m' x t

at

2t 2
2

dm x t

t 0 a
dt
MX a , nx, ,

d 2m x t
dt

'

t 0

2t 2
2t 2
2t 2

2 at 2
2
2 at 2
2 at

2
a
2t e
e e
a
2t a
2t e

2
2
2

e a a
2 0

DX 2 12 2 a 2 a 2 2

n(x,,)

-10

10

, .. MX=0
nx,0,
0

m x t e

t 2 2
2

ea

am
m!
m 0

m x t 1

m x t MX 0

1!

2
2!

t 2 ...

t k ...

t 2 2
t 2 2
t 2 2
t 2 2 2

2
2
2
2
t 2 2 t 4 4
t k k
t k k
1

...
... 1

...

k
1!
2!
3!
2 1! 2 2!
k!
k
!
2 !
2
2

. .m x t m x t ,

k!

t 2 2
e 2
1

t 2 2
e 2

1
1!

t 0 1 0

t 2 2
1 2
2!
2!
1 3 ... 2n-1 0
t2

0 z

1
2

u2
2 du

:
1) z>0
MX=0
DX=1
(0, z)
2)

1
2

1
2

3) 0 z 0 -

1
0 z
2

u2
2 du

1
0 z 0 z
2
.
nx, ,
.
, x : x
, (a, b).

P a x b

1
2

x 2
2

1
1
x
dx
z; dx dz

z2
2 dz

z2
2 dz

1
2

z2
2 dz

b
a
0
0

.
x - .
f(x) - .
g(n) H.
X

X+dX
x

H+dH

(h, h+dh). H (h, h+dh) h(x)


x (x, x+dx). :
x h

h x

h(x), x(h), x=x(h).


.. dh 0 dx 0, dx

dxh
dh

dh

gh , dh 0dh

f xh ,

dxh
dh

dh 0 dxh

gh f xh

dx h
dh


X . DX
t
1
P x t 2
t
Z - f(Z). Z (0; ).

MZ
PZ

MZ

Zf Z dZ Zf Z dZ Zf Z dZ Zf Z dZ f Z dZ PZ

PZ

M Z

xa

x a 2 2
a - .
, x - .
a, 0

P x a P x a 2
2

M x a

2 Z x a

>0
xa

x a 2 2
2

x a 2 0

x a x a 0

x a

x a

x a

x a

x a 0

x a 0

x a

x a

, , a==MX

P x
=t .

DX

.
.
. m X 1, X2, ...,Xm.
.
: - . - m
, .
.. ,
.

. .
: (, , P). m 1(), ..., m().
. m
A.

A : 1 ( ) x1, 2 ( ) x 2,..., m ( ) x m

, A Ai :

Ai : i ( ) x i
m

A Ai
i1

.. Ai-, A-. , A
m ,
A.
F(x1, x2, ...,xm)=P(A)
m- m- .
:
1. -, 0,
.
2. , +, 1, .
3. .
4. ( , ,
1- ).

R m :

a1 x1 b1

a2 x 2 b2

B
...............

am x m bm
, P(B) , - .

a1 1 (w) b1

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

a (w) b
m
m
m
, :
b1

bm

P(B) dF(x1, x2 , ..., x m )


a1

am

.. m- - , m- (i, aibi).
- , () m-
. m- , m-
:

, m, p

, : m- . m-
F(x1, x2, ...,xm). m . g(x 1, x2, ...,xm).
g(x1, x2, ...,xm) , B

g1 (B ) B1 m . ,
. ( ) g(1 ( ),..., m ( )) -

- .

.
,
. (
), ,
. XY,
, : X:{x1, x2, ...,xs}, Y:{y1, y2, ...,yn},
X Y.
:
i 1,..., s
x i y i

j 1,..., n
P(x i y i )
X, Y, X, Y
.
XY A: XY, X
xi, Y - .
A:{x i y i , ..., x i y m }
m

P(A) P( X x i ) P(

(x i y j ))

j1

P (x y ) P (x )
i j

j1

B: XY, Y
yj.
B:{x1y j, ..., x s y j}
s

P(B) P(Y y j )

P ( x y ) P( y )
i j

i 1

P(B / A) P(y y j / x xi ) P(y j / xi )


:

P(xi y j )
P (xi y j )
P(AB)

P(A)
P (x xi )
P (xi )

P(A / B) P(x x i / y y j ) P(x i / y j )

P( x i y j )
P( x i y j )
P(AB)

P(B)
P( y y j )
P( y j )
m

P(y j / x i ) 1 ;

j1

P( x

/ y j) 1

i 1

i 1

P( x i y j )
P( y j )

P( x y )
i j

i 1

P( y j )

P( y j )
P( y j )

:
m

M ( y / x x i ) y( x i )

y jP ( y j / x i ) ;

M ( x / y y j ) x( y j )

j1

x P( x
i

/ y j)

i 1

D( y / x x i ) 2 y / x i

(y

y(x i )) 2 P(y j / x i ) ;

x(y j )) 2 P(x i / y j ) .

j1

D( x / y y j ) 2 x / y j

(x
i 1

. ,
.
. , ,
-,
, , ( XY)
.

. .

: X Y,
, . ,
, , . .

.
,
, , . X Y
.

x
: 1 ( ,
) ..
.
, XY,
x X x x
f (x, y)xy P
.
y Y y y
.

P (x X x x)
x0
x

f (x) lim

f (x) x O( x) P (x X x x)
x, y.

2 F (x, y)
f (x, y)
x y
G.

y
f(xi, yj)xiyj) -
, i, j.

i,j

x
G , G. 3-
: :

f (x , y )(xy) (o(xy) P(x X x x, y Y y y) . :


i

lim

f (x , y )(xy) (o(xy) f (x, y)dxdy ( ).

x0
y0 i

,
F x,y(x,y)=P(Xx, Yy), X, y , .
:
x y

F (x, y) P ( X x, Y y)

f (U, V)dVdU

F (x, y)
f (x, y)
x y
2

P((X, Y) G ) F (x x, y y) F (x x, y) F (x, y y) F (x, y)


P(( X, Y ) G )
F (x x, y y) F (x x, y) F (x, y y) F (x, y) 2 F (x, y)
lim

x0
x0
xy
xy
x y
lim

y0

y0

.
X Y.

P X x

f u du
x

P( X x) P( X x, Y )

x y

f (u, v)dvdu f (u, v)dvdu

f (u)du f (u, v)dvdu


x

.. ,

f x u

f u, vdv

f y v

f u, vdu

P XY G

dF x, y
G

a x b1
P 1

a 2 y b2

b1 b 2

dF x, y

a1 a 2

b1 b 2

f x, ydydx

a1 a 2

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

.
Y ,
XY , X .

f y x y
x

Py Y y y / x x f y x y y 0 y
x
.

fxy x, y
fy x y
x
f x x

A: x X x x, y

B: x , y Y y y

AB: x X x x, y Y Y y
P(AB) f (x, y) xy 0( xy)
P(A) P(x X x x) f x (x) x 0( x)
P(B / a ) P(y Y y y / x X x x)

f xy (x, y)
P(AB) f xy (x, y) xy 0( xy) f xy (x, y)

y 0( y)

P(A)
f x (x) x 0( x)
f x( x)
f x( x)
f xy x, y xy 0 xy
f xy x, yy

f xy x, y xy 0 x
f x x
0 xy 0 x

f xy x, y
f x x

f xy x, yy
f x x

f x xx 0x
f xy x, yxy
f x xx

0 xy 0 x k y 0 y

M Y / X x yx
M X / Y y xy

yf y / xdy
y/x

xf x / ydx
x/y

2y / x

y yx f y / xdy

y/x

x xy f x / ydx

2x / y

x/y

. - Y X,
Y x . MZ,
Z yx; MZ MM y / x

yx M y / x x yx

MZ M yx MY
yx

yf y / xdy

M yx yxf x xdx yf y / xdy f x xdx

y f y / xf x xdx dy yf x, ydy MY

(
)
,

P x i , y j Px i P y j

Px


/ y Px

P y j / xi P y j
i

yx i MY

x y j MX

2Y / x i 2y
, , x i y j; i 1, m; j 1, s
, X Y .

P y P x P y

Px
Px
P y P x
yx y P y / x y
y P y MY
Px

P y j / xi

P y jx i

j1

2Y / x i

i 1

j1

y i yx i P y j / x i

j1

i 1

y i MY P y jx i / Px i
2

y
i 1

MY P y j 2 y
2

.
:
,
F x, y Fx x Fy y

f x, y fx x fy y
, .

f x, y

2
2F x, y Fx xFy y dFx x dFy y

f x x f y y
xy
xy
x
y

, XY ,
X Y .

A X x, y

B X , Y y

A B .
: PAB PA PB


, m .
.

.
m ,
m- , .
m-
x1 X1 x1 x1
m

f (x1,..., x m ) x1... x m O(
x i ) P ...........................
x X x x
i1
m
m
m
m
m- m ,
:

F x1, x2 ,..., x m

... f U , U ,..., U dU
1

1 dU 2 ...dU m

P X1X 2 ... X m G ... f x1, x2 ,..., x m dx1 dx2 ...dx m

x1, x2, ... xm ,

F x1, x2 ,..., x m

F x
xj

j 1

f x1, x2 ,..., x m

f x
j 1

xj

, m- m- ,
.

f x, y
fy / x x y
fx x

fy / x

f x, ydx

.
xi1 , xi 2 ,..., xi l

n-

, ,
xi1 , xi 2 ,..., xi l
n- .

fx k 1 , x k 2 ,..., x n / x1 x1 ', x 2 x 2 ',..., x k x k ' x k 1, x k 2 ,..., x n

x1', x2 ',..., x n '

x1 ,..., x k x1 ', x 2 ',..., x k '

.
.
XY
x, y

x, y , :

, xi , yi

XY, xi,yi xi , yi .
.

(xi , y j )
, ; j 1, m

i 15
P ( x i , y j )
s

( x y ) P( x y )

M (x, y)

i j

i j

i 1 j1

M (x, y)

(x y )f
i j

xy (x i y j )dxdy

x, y :
XY xi , y j ,

XY (i,j), xi , y j .
:

M x, y x , y f x , y x y
fxy x i y j x i y j 0 x i y j
*

xy

0 x i y j

lim M (x, y)
*

xi 0
y ji 0

(x y )f (x y )dxdy
i j

i j

n-
x1, x2,..., xn -
M (x1, x2,... xn )

1
2
n

x j1 x j2 ... x jn

j 1,s1 j2 1,s2 jn =1,sn


1
2
n 1
P
(
x
x
...
x
)

j
j
j
1
2
n

M x1... x n

x
s1

sn

...

j1 1

jn 1

1
2
n
j1 , x j2 ,... x jn

P x

1
2
n
i1 , x i 2 ,... x i n

n-

M x1... x n

... x1... x n fx1,...x x1... x n dx1... dx n

1.
n

Mx

xi

i 1

i 1

n 2
M ( X Y) MX MY
)
M X1 X 2

s1

s2


i1 1 i 2 1

s1

s2

s1

x1i1 x2i 2 P x1i1 , x2i 2

i1 1

x1i1

i 2 1

s2

P x

P x1i1 , x2i 2

i1 1

x2i 2

1
2
i1 , x i 2

i 2 1

MX

MX 2

M X1 X 2

x x f x , x dx dx
1

2 x1x 2

x1 fx1x 2 x1, x2 dx1dx2 x2 fx1x 2 x1, x2 dx1 dx2 MX1 MX 2

n-

... x1... x n fx1 x1 fx 2 x2 ... fx n x n dx1dx2 ... dx n

Xi

i 1

x1fx1 x1 dx1 ... x n fx n x n dx n

i 1

MX

x1fx1 x1 dx1

i 1

X ... x f x ,..., x dx ... dx


i 1

x2fx 2 x2 dx2 ... x n fx n x n dx n

MX

i 1

2.
..

xyPx, y .. X Y , Px, y P xP y

M XY

( x, y)

M XY

xP x yP y xP x yP y MX MY
x

x, y



cov X, Y M X MX Y MY M XY XMY YMX MX MY

M XY XMY YMX MX MY MXY 2MX MY MX MY MXY MX MY

, .. .
x1,..., x n

x
l 1

l1 ,..., x l n

M x1,..., x n M


l 1

M x1,..., x n M


l 1

l 1

l1 ,..., x l kl

l x l1 ,..., x l kl ... l x l1 ,..., x l kl f x1,..., x n dx1... dx n

... l x l1 ,..., x l kl fx l ,..., x l

l 1

M x

l x l1 ,..., x l kl

kl

x l1 ,..., x l kl dx l1 ... dx l kl

M x
l

l 1

l1 ,..., x l kl

XY , ,
.
.
X - , .
n x,0,
Y=X2 (Y X ).

cov XY M X 0 X 2 MX 2 M X 3 XMX 2 MX 3 MX 2 MX
MX 0

MX 3 0

X MX
, . 0,
x


-1.

M X MX

MX MX 0
1
M X MX
x
x

1
DX x2
X MX
D
D X MX 2 2 1

x x
x
x
X Y -
M X MX Y MY cov X, Y
xy cov X *, Y *

x y

x y

X MX

X*
Y*

x
Y MY

D X Y M X Y M X Y M X Y MX MY
2

M X MX Y MY M X MX 2 X MX Y MY Y MY
2

M X MX 2M X MX Y MY M Y MY DX 2 cov XY DY
2

:
X Y , 0,
D X Y DX DY
, x1, x2,..., xn ,
n

xi

i 1

Dx

i 1

n
D
xi M xi M
i 1
i 1
n

n
M xi
i 1

n
xi M xi

i 1
i 1
n

M x i M x1

i 1
n

x i M x1

i 2
n

x i M x1


i 2
n

n
n

n
n

2
M x1 Mx1 2x1 Mx1
xi M
x i
xi M
x i

i 2
i 2

i 2
i 2

n
n

2

M x1 Mx1
xi M
x i M

i 2

i 2

2
xi Mxi

Dx
i 1

x i Mx1
xi

i 2
i 2

M x1 Mx1
xi M
x i

i 2

i 2

M x i M x i Mx i

i 1

i 1
n


1. 1 xy 1

D X * Y * DX * DY * 2 cov X *Y * 1 1 2 xy 2 1 xy

.. D X * Y * ,

2 1 xy 0 1 xy 1
2. xy 1 , 1 X Y .

xy 1
X*-Y*, M(X*-Y*)=0.

D X * Y * 1 1 2 xy 1 1 2 0
X Y , 0, ()

X* Y* 0

M X* Y* 0

X Y ,
DK
P X MX 2

.. D X Y
*

P X * Y * 0 X * Y * y ax b
, 1

x x

y=ax+b, a

y y

y
y
, b y

x
x x

xy 1 ,

y=ax+b

X
Y

y ax b z

DZ 2y 1 xy

X Y:
1, X Y
ax+b.

.
X Y - Z=X+Y. Z=z=x+y
X=x Y=y.

P Z z

PX x, Y y

xy z

, Z. X Y

P X x, Y y P X xPY y
, y=z-x

PZ z

P X x P Y y P X x P y z x
'

xy z

'

x, , z-x

y.
, P(y=z-x)=0, z-x Y,

PZ z

P X x P y z x

(1)

PZ z

P Y y P x z y

(2)

(1) (2) X Y.

Pz z

P x P z x
x

Pz z

P y P z y
y

.
X Y . f(x,y) -
XY. f(x,y) X Y
f x, y fx x fy y
Z.
Fz z PZ z Px y z

z=x +y

x
, Z z x y z, z ,
Q(x,y) 1.

zx
zy

z y

z x

P Z z
fx xfy ydydx
fx xfy ydxdy fx x fy ydydx fy y fx xdxdy

d
d
f z z
F z z
P Z z
dz
dz

d zy

d zx

f z z fx x
fy ydydx fy y
fx xdxdy
dz

dz

d
dx

f u du f x,

d
dx

x a

f u du f x a

fx xfy z xdx

f yf z ydy
y


XY , f(x,y)

f x, y

1
2 x y 1

2xy

1 2xy

2
2

x x y y 2 x x y y
xy

x
y

x
y

1.

f x, ydxdy 1

2.

f x, ydy

1
2 x

f x, ydx

1
2 y

1 x x

n x, x , x

2 2x

1 y y

2 2y

n y, y , y

.. X Y .

f x x

1
y

1 2xy

1 2xy

y y

2
x x y y
2
2y
x

x x y y
dy
2 xy

x y

dy yd

f x x

2 x y

1 2xy

2 1 2xy

u 2 2 2 xy u y d

x x

f x x

2 x y

f x x

1 2xy

2 1 2xy

u 2 2 2 xy u d

2xy u 2

u2
2

2 x 1

2 1 2xy

xy u

2xy

xy u
1 2xy

d 1 2xy dz

u2
2

e
fx x
2 x

z2
2 dz

1
2 x

u2
2

1
2 x

x 2
2 2x

3. xy 0 X Y ,

f x, y

1
2 x

x x 2
2 2x

1
2 y

x y
2 2y

f y / x

fxy x, y
fx x

2 1 2xy

2 1 2xy

2 y 1

f y / x

2 2 xy u

2 x y 1

2 xy u 2xy u 2

2xy
x x

xy u

u2
2

2 x

2 y 1 2xy

2xy

2 1 2xy

y y

1
y y xy
x x
2
x

/ y 1 2xy

2 y 1 2xy

: .
y

y xy x x x
,

y 1 2xy


n- ,

f x1, x2 ,..., x n

1
2
n

2 2

1
x x T B 1 x x
2

1
x x T B 1 x x
2

f x1, x2 ,..., x n

1
2
n

2 2

f x, y

1 2

1
2 x y 1 2xy

1
1 2xy

2
2

x x x y 2 x x x y
xy

x
y

x
y

n=2

1
2

covx, x covx, y 2x
covx, y


B
2

covy, x covy, y covy, x y

2x

cov xy

cov xy

2y

x x T B1x x
x
x
y

x , y B
x

2x 2y cov xy 2x 2y 1 2xy

x x

y y

B1

2
x y xy
1 cov xx cov yx
1

2
2
2
B cov xy cov yy x y 1 xy x y xy 2y

1
1 2xy

2x / 2x 2y x y xy / 2x 2y

1
2y
x y xy

1 xy
2 2
2 2
x y
x y

xy

x y

1
2
y

xy

x y

2x


xy
1
2

x y x x y y xy x x xy y y

x x, y y y


2
xy

2x
x
y
x
y
y

x y x

x
y y xy x x xy y y x x
x

2
2y
y y

x
y
x
y
x

x x 2 y y x x xy x x y y xy y y

x y

2y

x y

x x 2 2 xy y y x x y y

x y

2x


x
1
x x2
...

xn
B -

2y

2y

x1

x 2
x
...

xn

B cov xi x j

n
1

, , .
n- .
B 0 - B - .
, y T By 0, y, B
B .

M X1 MX1 X1 MX1

M X MX 2 X1 MX1
y1,..., y n 2

M X MX X MX
n
n
1
1

... M X1 MX1 X n MX n y1

... M X 2 MX 2 X n MX n

...

... M X n MX n X n MX n y n

n
n
y
M Yi MYi X i MX i ,
M Yi MYi X i MX i ,... 1
i 1
y2
i 1


M Yi MYi x n Mx n
...,
y

n
i 1

M Y MY Y MY M Y MY Y
n

i 1 j 1

i 1 j 1

MY j

M
Yi MYi 0
i 1