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-

.. .. ..

- 2003

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1. .
1.1. .
1.
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2. ,
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= x,
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, x .
:
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3. ,
, .

= f(x1, x2..xn),
, x1, x2..xn,
. , ,
.

: R = D/2,
S = D2 V = D3/6
D.
4.
.

yi =f (x1i, x2i,xni ; a, b, c, ...), i = 1, 2 ... N,
yi, x1i, x2i, ... xni , ( ) i-
; , b, , ... .
,
. .

l: = aln, n
, .
5.
,
, .

,
.
,
1 = x1,
2 = x2 ,
1+2 = x3,
C1C2/(C1 + 2) = x4.

1.2.
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,

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30 .
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2.
2.1. . .
1. ,
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.

(
) . 1 2
. 3
(" "), ,
- .
,
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,
.
, ..
.
N n() . n()/N
.
N , n(A)/N
, N
, :
n(A)/N () N .

.
, , , .. 0
() 1, () = 1, (n() = N),
() = 0. (n() = 0).
.
, ,
.
2. ,
,
.

, .
,
. ,
.
1, ..., AN .
,
, ..

P(A1 2, ... N) =

P( A ) = 1
k =1

,
N

P( Ak )

k =1

= NP ( Ak ) = 1, P ( Ak ) = 1/ N


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

2.2. . .
X
.
(), .
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,
.
, .


,
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,

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, .

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.

( ),
, x0
.
,
. (
). :
x1, x2, ... xN . N
.
, , , ..
: x1 x2 ... xN.
. R = xm xmin, .
, 1.2,
,
,
( )
.

2.3. .
, . xmin xmax
(. 2.1) ,
, xk, k- (k=1, 2K) (xk /2,
xk + /2). , x1 . Nk,
k- , .
, ,
N .
k fk = Nk/(N), N
.
(. 2.1).


. ,
, ,
.
.
.
, .

= 1 + 3.2 lg N,
N . , e
.
= (xmax xmin)/K

.
, 2.2 Pk = Nk/N
,
fk = Nk/N= k/ ,

k xk.
fk= Nk/N= k
k.. ,
[x1, x2],
.
, :
K

Nk 1
=
N
N
k =1

Pk =

k =1

Nk = N = 1 .

(2.3.1)

, -
(xmax, xmin) .
. 2.1 ,
,
,
. , fk

k, ,
.
xk Nk
,
x S x2 ,
,
1
x=
N

N k xk = Pk xk ,

S x2

N k ( xk x ) 2

=
; Pk ( xk x ) 2 ,
N 1

(2.3.2)

N 1 N . S x2
, S x = S x2
( x). Sx
.
( N ),
, ,
. ,
, f(x).
(2.3.1), (2.3.2) , Pk
dP ( x) ( x, x + dx ).
(a, b) (,
: a = , b = ),
b

dP( x) = f ( x)dx = 1,
(2.3.3)
b

x = xdP ( x) = xf ( x)dx,
(2.3.4)
2

= ( x x ) dP ( x) = ( x x ) 2 f ( x)dx
a

(2.3.5)
f ( x) = dP ( x ) / dx
, x , 2 ,

= 2 .
,
.
,

10

(2.3.3),
. ,
.

2.4.

. ,
( )
,
.
f ( x)
x
( x x )2

f ( x) =

x 2

22x

(2.4.1)

2 > 1 x
x X. x0 ,
, . 2.2.
3 > 2
2
x
=
x
, (2.4.1) (2.3.4), (2.3.5). , 0
, x = 2
1
= f ( x0 )
x = .
x 2

, x

, ,

. 2.2
(2.3.3).
, x X,
, (x1, x2)
f(x) .
P ( x1 < x < x2 ) =

x2

1
x 2

( x x0 )2

22x

dx

(2.4.2)

x1

x0,
x1 = x0 t P x , x2 = x0 + t P x , tP ,
x.
u = ( x x0 ) x , (2.4.2)
P (t P < u < t P ) =

tP

1
e
2 t

u2
2 du

(2.4.3)
P u (tP, tP) tP ,
(2.4.3) . P tP
P :

11

P
tP

0.683
0.7
0.866
0.95
0.954
0.99
0.997
1.0
1.14
1.5
1.9
2.0
2.58
3.0
tP , u

x.

t P < u = ( x x0 ) x < t P

x0 t P x < x < x0 + tP x P x x0 < x = t P x P.

2.5. . .
,
,
. , ,
, x0 x ,
, , x0
P. ,
.


x=

1
N

x
i =1

x1 + x2 + ... + xN
,
N

(2.5.1)

. x
, ,
X: x1 , x2 ... xk , ,

.

f ( x ) x0. f ( x ) , ,
x0 . (. 2.5.1) x1
x2 , f ( x ) x1 x2
( 1 P ) 2 . f ( x ) (x1, x2)
P,
: x1 < x < x2 c .
:

x1 = x0 x1 ,

x2 = x0 + x2 .

f ( x ) , x1 = x2 = x . x .
2.5.1

.
, x X
x
,
x0 x = x

N , N

12

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

( tP, tP) u = ( x x0 ) / x
x . .
, , x
P,
x0 t P x < x < x0 + t P x P.
x0
x t P x < x0 < x + t P x P,
tp , .

x = x0 = x x P,
(2.5.2)
x = t P x .

2.6.
x
x = t P x = t P x

x , , ,

f ( x) x X,
,
. ,
x , .
x

Sx =

( xi x )2
i =1

N 1

(2.6.1)
( x)
. S x 2 .
2
N 1 N, S x

x .

13

N 1 N
.
S x ,
( x ) x = x

N .

x . k N
, xk , k=1,K x .
1
xk =
N

xk ,i ,
i =1

1
x=
K

xk ,

k =1

Sx =

( xk x )2 .
k =1

, S x N,
N

Sx =

Sx
=
N

( xi x )2 .
i =1

N ( N 1)

x , , . ,
,

x = t P, N S x , P,
t P, N , P
N, x S x . ,
t P, N 1 N1 N .
N ( N 20) x S x ,
, x0 x ,
tP, N tP .

: x =

R, R = xmax xmin .

P,N

tP,N P,N
( = 95%) N
.

x = x0 = x x P.
,
,
,
.
( 50 ). (N <<

14

15), ,
.
2.4, ,
( )
,
. , : 1)
; 2)
, , .

2.7. .

Z = X + X . Z
z=

1
N

zi =
i =1

1
N

( xi + yi ) = x + y ,
i =1


sz2

1 N
1 N
2
=
( zi z ) =
[( xi x ) + ( yi y )]2

N 1 i =1
N 1 i=1


sz 2 =

N
N
N
1
[ ( xi x ) 2 + ( yi y ) 2 + 2 ( xi x )( yi y )].
N 1 i =1
i =1
i =1

X Y , ,
Sz2 = Sx2 + Sy2.
.. ,
.
Z = + bY, , ,
Sz2 = aSx2 + bSy2.
N

Z = a1X1+a2X2 ++aNXN =

ai xi ,
i =1

S z2

2
= ai2 S xi
i =1

(2.7.1)

S x , S x .
S x S x . , ,
, N ,

15

x=

1
N

xi = N x1 + N x2 + ... + N xN .

2
, (2.7.1), i = 1/N, S xi
= S x2

x :
S x2 =

1
N

( S x2 + S x2 + ... + S x2 ) =
2
1

NS x2
N2

S x2
N

, x
Sx = Sx / N .

(2.7.2)

2.8.

, : ,
, .
( ..) , -
, . ,
, (),
, , ,
,
.
1. ,

(x1=xmin x2 xN = xmax) ,
. ui = xi +1 xi R ,
R = xmax xmin . ui > uP,N i=1 i=N1, uP,N , N (.
), xmin xmax ,
, .
xN = xmax x1 = xmin ,
, .
, xN1 xN2 , , x2 x3 ..
,
, ,
ui > uP,N i=2N2. , ,
.
2.
x1 x. , v = |x1 x|/SX > vP,N , Sx

16

, vP,N , , , x1
.

2.9. .
,
. , .
, ,
,
:
1. ,
. ,
, , , .
2. : , ,
, ,
3. , -
(), .
4. ,
, ,
, ,
, ..

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

, ,
.

. ,
, .

2.10. .

(, )
, (),
.

17

,
.
, .
(), .
, .
.
,
, . (,
, , .)
. ;
(293 5); (100 4); (65 15)%;
220 10%.
,
,
(-x, x) ,
,
. x
.
.
, . ,
.
,
, , .
.

: 6; 4; 2,5; 1,5; 1,0; 0,5; 0,2; 0,1; 0,05; 0,02; 0,01.
, , , ,
. .
1. , , ,
,
(x= ).
x= x/100,
x .
2. ,
( ),
, .
x= /100, x = x/x = /x.
, ,
. , -30 +60
=60 (-30)= = 90.

18

, . ,
0 60 30 60 , = 60 .
. / , ,
, .
x= + (/x 1 ), x= x x/100,
, x .
4. , x
.

2.11. .
.

,
,
. x i = xi +
. , ,

x =

1
N

( x + ) = N x + N =x + .
i

x = t P, N S x , x = P,NR, xi x = ( xi + ) ( x + ) = xi x ,

xmin
= xmax xmin
S x , R = xmax
.
,
x0
( x x, x + x ) , . 2.5.

,
x = x , x0.
.
x x

x = x x .


x = x x = x ( x + x ) = x x ,

19

x = x + x

( x x , x + x ) x0,
x | | (.2.5). , ,
,
,
.

x = x x P > P0 ,

P0 .
,
x,
. , 16263-76
x = k( x + x), k
( = 95%

0.7

0.8).

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

, ,
. ,

x = x + x .

, .
x0
.

2.13.

. ( ) ,
. ,
- .
.
, .

20

.
:
1. :
: ,
, , . ,
x = 0.22 0.03 = (22 3) 10-2 = 22 3 .
x = 22 10-2 30 10-3 x = 0.22 3 10-2 .
2.
, x
, 2, ,
1.
,

.
3. x ,
x:

1237.2 32
(7.854 0.0476) 10-3
83.2637 0.0126
2.48 0.931
2.48 0.96


(12.4 0.3) 102
(7.85 0.05) 10-3
83.264 0.013
2.5 0.9
2.5 1.0

, ,
,
: x = 3.48 0.10.

2.13.
1. ().
2. .
3. .
4. .
5. x .
6. : S x = S x N .
7. x = tP,NS x , tP,N .
t95%,N N II.
8.
x = P,NR. , ,
.
9. x .
10.
: x = x + x .

21

11.
12.
13.

x = (x/ x ) 100%.
.
: x = x x , P > ...%, x = .... % .

:
xi
xi

15.8
15. 7

Ui=(xi+1xi)/R
xi= xi x
(xi)2

15.7
15. 8

0.25
-0.2
0.04

16.1
15.9

0.25
-0.1
0.01

Sx =

16.0
16.0
0.25

0
0

( xi )2

0.1
0.01

15.9
16.1
0.25
0.2
0.04

x=0.2
x = 15.9,
R=xNx1=0.4
Ui<UP,N=0.64
xi=0
(xi)2=0.1

N ( N 1) =0.071,

x = t P, N S x = 2.8 0.071 = 0.198 ,

x = P, N R = 0.51 0.4 = 0.204 ,

x = x + x = 0.198 + 0.2 = 0.398 ,

x = x x = 15.9 0.398 ,

x x ,

x = 15.9 0.4, P > 95%, N = 5 .

3.
f X,,Z,...,
f = f(x,,z...) . , x,y,z...
, f ,
. f:
.

3.1.
, x, y, z ...,
f, {x },{ },{z }....
x i, y i, z i
x0, 0, z0,... ,
. .
x, y, z...,

(x)

(y)

, .... , f

(z)

: f
,

. f

N.
i- fi =f(x i, y i, z i),

22

x i = xi

y i = yi +

(x)

(y)

fi = f ( x + xi x,...) = f ( x + xi ,...)

x = x + ( x ) ,

xi = xi x = xi x ,...

(x)

(y)

(z)

fi ( x, y, z )
fi = f + fi = f + a x xi + a y yi + a z zi

(3.1.1)

f = f ( x, y , z ) = f x + ( x) , y + ( y ) , z + ( z ) ,
, f i , a x =

ay =

f
y

x, y, z

, az =

f
z

x, y, z

f
x

x, y, z

( x, y, z) .
.
. (3.1.1)
S2 =
f

1
1
fi2 =
(a x xi + a y yi + a z zi ) 2

N ( N 1)
N ( N 1)

S2 =
f

1
a x2 xi2 + a 2y yi2 + a z2 zi2 + 2a x a y xi yi + ...
N ( N 1)

xi yi

.
S 2 = a x2 S x2 + a 2y S y2 + a z2 S z2
f

(3.1.2)

2 2
2
S x , S y , S z .
2
(3.1.2) t P, N , N ,
2 2
2
x, y, z S x , S y , S z ,

f = f x2 + f y2 + f z2 ,
f x = a x x , f y = a y y , f z = a z z .
(3.1.1), ,

23

f = f + ( f ) = f + a x ( x ) + a y ( y ) + a z ( z )

(3.1.3)

f = f ( x , y , z ) , ( f )
. (3.1.3) , ,
,
f = f ( f ) = f a x ( x ) a y ( y ) a z ( z ) ,

(3.1.4)

(x)

, ( f ) , .

(y)

(x)

(y)

(z)

(z)

. , ,

( f ) = 2f

( x)

+ 2f

( y)

+ 2f

(z)


f = 2f + 2f + 2f
x

f x = ax x , f y = a y y , fz = az z
, x |

|, y |

(x)

ax , a y , a z

|, z |

(y)

(z)

x, y, z x , y , z

.
( f ) (3.1.4)
f ( f ) f .
f = f f .

f = f f = f ( f + f ) = f f
f = f + f .

1.
f =

( ax x ) 2 + ( a y y )

2.

2
+ ( a z z ) .

f =

( ax x ) 2 + ( a y y )

2
+ ( az z ) .

24

3. ()
f = f + f .
.
, ,
,
f = x + y + z .
. , ,
,
.
,
.
,
.

, ,
.. .
, ,
, .
, ln(axn/(ymtg x)) = ln a+ n ln x m ln - ln tg x.

(3.12)

, ,
.

3.2.
,

{ } { } { }
f = f ( x , y , z ,...) , f

xi , yi , zi ...
,

, ,
, .. ,
: xi = xi + ( x) , yi = yi + ( y ) ,
zi = zi + ( z ) .

25


,
f min
)
( R = f max
1
f=
N

fi ,

Sf =

i =1

( fi f )2
i =1

(3.2.1)

N ( N 1)

f = t P, N S f , f = P, N R .
i-

fi = f xi , yi , zi = f xi + ( x ) , yi + ( y ) , zi + ( z )

xi , yi , zi ,
:
fi = fi + ( f )i = fi + a xi ( x )i + a yi ( y )i + a zi ( z )i
fi = f ( xi , yi , zi ) , a xi =

f
x

xi , yi , zi

, a yi =

f
y

xi , yi , zi

, a zi =

f
z

xi , yi , zi

(3.2.2)
.

( x ) , ( y ) , ( z ) xi , yi , zi
xi , yi , zi .
(2)
f=
( f ) =

1
N

1
N

i =1

fi =

1
N

i =1

fi +

1
N

( f ) i = f + ( f )

(3.2.3)

i =1

( f )i = N ( ( f ) xi + ( f ) yi + ( f ) zi )
1

( f ) xi = axi ( x ) , ( f ) yi = a yi ( y ) , ( f ) zi = a zi ( z )
.
(3) fi = fi ( f )i ,
( x ) , ( y ) , ( z ) ,
( f ) .
( f ) f ( f ) .
f =

1
N

fi =
i =1

1
N

( fxi
i =1

+ fyi + fzi

26

fxi = a xi x , fyi = a yi y , fzi = a zi z

, xi , yi , zi .

, , fi = a x x + a y y + a z z
a x =

1
N

axi

, ay =

1
N

a yi

, az =

1
N

azi .

f = f f .

f = f f = f f + f = f f ,
f = f + f .

.
,
. ,
,
,


,
. ,

fi = fi f = ( f i f ) + ( a xi a x ) (x ) + a yi a y ( y ) + ( a zi a z ) (z )

a xi ax , a yi a y , azi az fi fi f .
, , f ,

,
(), .

3.4.

, x, y, z
,
( ). ,
,
f .

27

1. x , x, x; y , y, y; z , z, z.
2. f = f( x , y ,z ),
3.
ax =

dF
dx

x , y ,z

, ay =

dF
dy

, az =
x , y ,z

d ln F
dx

bx =

x , y ,z

dF
dz

, by =

x , y ,z

d ln F
dy

, bz =
x , y ,z

d ln F
dz

x , y ,z

4. f =

x , y , z .

( ax x ) 2 + ( a y y )

+ ( az z )

( )
: f = f ( bx x ) 2 + ( by y ) + ( bz z ) 2 .
2

5.
f =

( ax x ) 2 + ( a y y )

( bx x ) 2 + ( by y )

f = f

+ ( az z )
2

+ ( bz z )

6.
7.

x=
y=
x= ,
R=x1-xN=
UP,NR=
xi=0
(xi)2=

xi
yi
xi
Ui=(xi+1-xi)
xi= xi x
(xi)2
Sx =

( xi )2
i

x = x + x =

N ( N 1) =
,

, x = t P , N S x =

x = x x =

, P = 95%, N = 5

yi

y= ,

Ui=(yi+1-yi)
yi= yi y
(yi)2

R=y1-yN=
UP,N R =
yi=0
(yi)2=

28

Sy =

( yi )2
i

y = y + y =
F = F (x, y) =
F =
F =

N ( N 1) =
,

, y = t P, N S y =

y = y y =

F = F + F

, P = 95%, N =

F = F F ,

P = ...%

29

3.3.


,
, .
F(x,y,z)
x, y, z. F
; , , ,
x,y,z, F .
Fi = F(xi,yi,zi).
1. ( )
, . . N
i xi, yi, zi ( (xi,
i = 1..N), (yi, i = 1..N) (zi, i = 1..N) !),
F .
(Fi, i = 1..N) ,
F F. F
dF ( xi , yi , zi )

dF ( xi , yi , zi )
dF ( xi , yi , zi )
F = max
xi +
yi +
zi
dx
dy
dz
i =1... N

(,
) , F
,
d ln F ( xi , yi , zi )

d ln F ( xi , yi , zi )
d ln F ( xi , yi , zi )
F = max Fi
xi +
yi +
zi .
dx
dy
dz
i =1... N

F = F + F
xi
yi
Fi
Fi
UFi=(Fi+1-Fi)/R
Fi= Fi F
(Fi)2
Fi

x=
y=
F= ,
R=F1-FN=
P= , N=
UP,N=
Fi=0
(Fi)2=
F =max F i=
=

30

SF =

( Fi )2

N ( N 1) =

, F = t P, N S F = ,

F = F + F ,
F = , P = 95%, N =

tP,N N
= 95%:
N
tP,N

2
3
4
5
6
7
8
9
10
100
12.7
4.3
3.2
2.8
2.6
2.5
2.4
2.3
2.3
2.0
P,N

x =

R N = 95%:

P,N

3
4
5
6
7
8
9
10
11
12
1.30
0.72
0.51
0.40
0.33
0.29
0.25
0.23
0.21
0.19
P,N
uP,N
N = 95%:

N
uP,N

3
4
5
7
10
15
20
30
100
0.94
0.76
0.64
0.51
0.41
0.34
0.30
0.26
0.20
7 N
N = 95%:

N
vP,N

3
4
5
6
7
1.15
1.46
1.67
1.82
1.94
:

xn
eax
ax
ln x
sin x
cos x

nxn-1
aeax
ax ln a
1/x
cos x
sin x

8
2.03

tg x
ctg x
( u + v )
( uv )
( u / v )
f=f(u(x))

9
2.11

10
2.18

11
2.23

12
2.29

1 / cos2 x
-1 / sin2 x
u + v
uv + uv
( uv uv ) / v2
f x = f u ux

31