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Pn ( n).
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10
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.
.
- : W
( 8).
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P( A / Hi )P( Hi )
i =1
3
5
5 3
2 2
17
=
10 100 10 100 10 100 500
11
H1,H2,...,Hn - W - .
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P( Hk 1 A)
P(A)
(*)
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, Hk , .
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(*)
n
P(A)=
P( A / Hi )P( Hi )
i =1
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i =1
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P( H 2 / A) =
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: P(H2 / A) = 15/34
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:
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 ,
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( A), i- 0.
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5- ,
: 0; 1; 0; 0; 1.
n
n 1 0, ,
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n
2 n (
).
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A A
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13
3
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pnqn-x , x n-x .
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, 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 .
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x A n
.
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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.
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(
x) : x=0,1,2,...
.
p n
x (0 x n). :
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(1)
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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),
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, , (
),
np - q x np + p
np + p ( np q ), : x=np
1
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2
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1) n - ,
2) p - A
x
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A).
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x, 0, 1, K ,7.
50 - 5
5 -1
57 - 7
P0 = e ;P1 = e ;KP7 = e
0!
1!
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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
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.
p=0.5.
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p=0.45 30 ,
y = ex .
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1
e
2F
-t 2
2
n , p 0,5,
:
Pn m1 x m2 =
m2
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 . ,
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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
19
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.
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xk .
,
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x1, x2,, xn,
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wk
xk, xk = x(wk).
xk , w
x.
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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
xk x
k = P(Ak) k.
,
x.
20
2
3
(1)
1
n
x
P
p1
p2
p3
pn
pi
i . ,
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.
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
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yj
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1. . ,
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21
1
36
1
1
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6
6
.
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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,
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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
,
. , ,
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:
23
1
1
7
4
3
1
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10
30
15
10
15
30
, ,
(, ,
)
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0,5, , .
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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
xn
p1n
y1
p12
yk
pk2
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
.
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
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
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n
n
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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) ()
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) = 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
(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
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)
.
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.
.
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
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)
(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*
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