.

2004
 vii
1. 1
1. ...................................................................................................... 1
2. .................................................................. 1
3. ........................................................................................ 6
4. , ................................................ 9
5. .....................................................................................13
6. ....................................................... 14
7. ................................................................................. 20
8. ................................................................................ 26
9. .............................................. 29
10. ...................................................................................................... 34

2. 40
1. ! " ................................................ 40
2. " .................................................... 44
3. " ................................................... 47
4. # " ................................................ 50
5. ........................................................................................................ 56
3. 60
1. .................................................................................................... 60
2. Bernoulli ................................................ 60
2.1. Bernoulli ................................................................................ 60
2.2. .............................................................................. 61
3. $ Pascal ................................................... 64
3.1. $ ............................................................................ 64
3.2. Pascal .................................................................................... 67
4. % ............................................................................ 71
5. Poisson .......................................................................................... 74
6. ........................................................................................................ 79
4. 81
1. & ' .................................................................................. 81
2. Erlang ....................................................... 83
2.1. ................................................................................ 83
2.2. Erlang .................................................................................... 85
3. ....................................................................................... 88
5. ........................................................................................................ 95

5.
98
1. " .............................. 98
2. " ............................... 100
3. ............................................................................... 104
4. " ............................................. 106
5. ( ............................................... 109
6. ( ............................................................................. 115
7. ...................................................................................................... 119

6. 122
1. ! .............................................................................................. 122
2. ................................................................................... 124
3. ) .................................................................... 126
4. ...................................................................................................... 128

7. 130
1. ................................................. 130
2. .......................................... 133
3. ' ............................................................ 134
4. ( ........................................................................... 136
5. ..................................................................................................... 139

8. 141
1. ......................................... 141
2. * ........................................... 143
3. * ' ............................................... 147
4. + ................................................................................ 153
5. ...................................................................................................... 154
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# A1 , A2 , ..., A , ... &
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# & ! # & & A1 , A2 , ..., A , ... .

2 " (# & ) ( & !)
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# A1 , A2 , ..., A . ,
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! !1 !2 ! ! # & & # + ' ! .

4

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2.1: A B 2.2: A B

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0 {( , )} , 1 {( , ), ( , )} 2 {( , )}
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2.2. # # # & ( ) * &

"+ . !$ 0 ! "+ &
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1 {1} , 2 {2} , 3 {3} , 4 {4} , 5 {5} 6 {6}
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# , #"
1 {1} , B2 {1, 2} , B3 {1, 2, 3} , B4 {1, 2, 3, 4} ,
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& $! # " # 1, 2, 3, 4, 5 6
# . # &
B1 A1 , B2 A1 A2 , B3 A1 A2 A3 ,

B4 A1 A2 A3 A4 , B5 A1 A2 A3 A4 A5 , B6 !.
2.3. # # ! # ! &
& # 0 1. !$ !# !
# , & #"
! {(0, 0, 0), (1, 0, 0), (0, 1, 0), (0, 0, 1), (1, 1, 0), (1, 0, 1), (0, 1, 1), (1, 1, 1)} .
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+! 0 !# :

0 {(0, 0, 0)} , 1 {(1, 0, 0), (0, 1, 0), (0, 0, 1)} ,

2 {(1, 1, 0), (1, 0, 1), (0, 1, 1)} , 3 {(1, 1, 1)} ,

& & ! # # 1 +! 0
!#
{(1, 0, 0), (0, 1, 0), (0, 0, 1), (1, 1, 0), (1, 0, 1), (0, 1, 1), (1, 1, 1)}

1 2 3 .
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& # ! & # " # , &# &
# + 0" $ # .
( ) !$ & $ # , #"
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. & ! # $ # #" !1

{1, 2, ..., ' } .

. # &( ) & , !
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{0} .
( & # # # & $
# ' ! " ! +! !# #
&
!2 {0,1, ..., ,...} .
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!#
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 7

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! # !# .
# # & # # &
# ( # ) '
8

0 : # # & ! '& &

( # ! #! #! ) #
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& & # #
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P( A) , (3.4)
(! )
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& (3.1) & .
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# & Aj $! # # j$ &* $ ,
j 0,1, 2 . 5 # " & P( A j ) , j 0,1, 2 .
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. !# , & # # , # :
1
Pi ({ }) Pi ({ }) , i 1, 2 .
2
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2 * & # #"
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# & & ! {, } & .(
& # " (3.3) # 4 !# !2 # :
1 1 1 1 1 1
P({( , )}) P1 ({ }) P2 ({ }) , P({( , )}) P1 ({ }) P2 ({ }) ,
2 2 4 2 2 4
1 1 1 1 1 1
P({( , )}) P1 ({ }) P2 ({ }) , P({( , )}) P1 ({ }) P2 ({ }) .
2 2 4 2 2 4
, $ &' # & # & & (3.1)
0 {( , )} , 1 {( , ), ( , )} , 2 {( , )} ,
# ! &
1 1 1
P( A0 ) , P( A1 ) , P( A2 ) .
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3.2. )# & & # r ! #
' # # ' $,
& $ r .5 # & & & #
# # & .
& ! ' + &
(!) ' $.
 9

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A B

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P( A) .
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2
r
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# !' !+ # !# ( # "
# + ! # . 2 #
( # # ), " " + #
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10

#$% & $' #$ . A1 , A2 , ..., A # !'" 0

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N ( A1 A2 A) N ( A1 ) N ( A2 ) N(A )

2 0 : # ( ) i

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! 1 2 & .

($ )($% ( *$++ *+ #, ). A1 , A2 , ..., A -

# #" , &
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# ) & # .
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& .
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1
$ 0 ! 1 2 3 ( 1) .

(+) / $ 0 ,

( ) !
, (4.2)
! !( )!
 11

* /.. ( ) ( ! 0 ( 1, 2 , ..., ) #
! { 1 , 2 , ..., } ! , # 1 & #"
# , ! # 2,
# , "
& & 1,
$ & #"
1# ! ! .. 1 , 2 , ..., 1 # - ,
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# # (4.1) # ! (4.2).
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U( , ) . (4.3)
* /.. " & # ! 0 ( 1 , 2 , ..., )
# ! { 1 , 2 , ..., } ! ! * # i
& #" # . ) # , #" $
# # ,# ! (4.3).
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1 ( 1) ( 1) ( 1)!
. (4.4)
! !( 1)!
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! { 1, 2 , ..., } ! ! *& #
i1 , i 2 , ..., i & & " . 2 & #
' & $&# # ! $
# & # # " ' & . .& 1 i1 i2 i
# # # & { i1 , i2 , ..., i } # # # # &{ j1 , j2 , ..., j }

j1 i1 , j 2 i2 1, ... , j i ( 1) ,

1 j1 j2 j 1, #
# # " $ ! $ ! #
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# # & 1 # # & W { 1, 2 , ..., 1 } !

( ! * ). 2 # # ! & & # #
! ! * # & # # 1
! ( ! * ).
12

4.1. ( ) 1 .
# #$ { 1, 2 , ..., } " #
# ! {c1 , c 2 , ..., c } . & & #
#$ # # !, #
,
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# & !.
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j 1, 2, ..., 1 2 , #
!
,
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!

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1 1 1

1 2

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! # & #$ # # !
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,
 13

& # # ! , # # !
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1
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& # # ! ! *.

5.

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# # # ! ! ( $ & ) # & #
!# # # ! & ,
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$ # & # & & .
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& # # " " # &
.
# & # # & ( $ & ) & !
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# & A ! . )# & # *
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n ( ) $ .2# # & & o &
n ( )
.
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n ( )
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( & ,& " # , &

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!.
2 & # & # # & $ ! &
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# " & . # #" # # (5.1)
& ! & & " #
#" # .
14

6. !

# # " # " & &# #

# # " & ! #
! # &# # # # #
" ! 0 & # & & .
# & & ! & # #
# & & & .
6.1. " ! ( ) (
). 2 A !
( ) P ( A)
% ( ):
( ) : P ( A) 0 A !,
(+) : P(! ) 1 ,
( ) :
P ( A1 A2 A ) P ( A1 ) P ( A2 ) P( A )

0 % Ai ! , i 1, 2, ..., , ... .
# . . 6.1. ( # # " !
0 # # & # # 0
( 1) : P ( A B ) P ( A) P(B) % ( $
) A, B ! ,
& # ! ! # #
P ( A1 A2 A) P ( A1 ) P ( A2 ) P( A ) ,

!' " 0 & Ai , i 1, 2, ..., .

( & 0 & # & & ' !
$ # ( " ) # " (# ! # ) & P ( A) !
& A !. ' # # & #
# ! # P ( A) , A ! & . 2 " 0
&# # # & ! &
# " # # # # &
$ # ( " ) # " & ..
# 0 !' # & .
6.1. 3 . #
# & ! { 1, 2 , ..., ' } ' (! ) ' #
{ i1 , i2 , ..., i } ! & .2 & P ( A) "
$ # # # # !:
P ({ i }) pi , i 1, 2, ..., N .

( , # & A { i1 } { i2 } { i } # ! ,
#" $ 0 # & , $ #
P( A) P({ i1 }) P({ i2 }) P({ i })
 15

#
P( A) pi1 pi2 pi .

( & , #" $ 0 # "

4(! ) p1 p2 pN , & # "
# #
p1 p2 pN 1.
( # !, # # # " , #
# # &
& . & "
"* & 0 # ! # # ! #
# # # " ! . 0' # & #
# # ! # ,
1
pi P({ i }) , i 1, 2, ..., N ,
N
$ # & P ( A) +! $
N ( A)
P( A) ,
N
# $ # & # & & .
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!$ 0 ! "+ &
" ! #"
! {1, 2, 3, 4, 5, 6}
' ' (! ) 6 !# .
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# # & &, & &
$! # :
1
pj P ({ j}) , j 1, 2, 3, 4, 5, 6 .
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H & & & "
N ( A)
P( A) ,
6
# & . ) #, & $! # "
" # 5, & A {5, 6} N ( A) 2, &
1
P ( A) .
3
(+) ( # "+ & # , #
& $! # # ! "(
) $ , &
pj P ({ j}) cj , j 1, 2, 3, 4, 5, 6 ,
16

& c # # . , p1 p2 p3 p4 p5 p6 1, &
c(1 2 3 4 5 6) 1 # c 1 / 21 . &
A { j1 , j 2 , ..., j } ! & "
j1 j2 j
P ( A) .
21
)# & $! # " # 5, &
A {5, 6}
5 6 11
P ( A) .
21 21
( '& # 0 ( ), (+) ( ) " # &
+ # & & .
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P( ) 0. (6.1)
(+) Ai ! , i 1, 2, ..., 0 % ( $ )
,
P ( A1 A2 A ) P ( A1 ) ( A2 ) P( A ) . (6.2)
( ) A , !,

P ( A ) 1 P ( A) . (6.3)
( ) A, B ! ,
P( A B) P ( A) P ( AB ) (6.4)
B A,
P( A B ) P ( A) P ( B ) . (6.5)
( ) A, B ! ,
P( A B) P ( A) P ( B ) P ( AB ) (6.6)

P ( A B ) 1 P ( A) P ( B ) P ( AB ) . (6.7)
* /.. ( ) Ai , i 1, 2, ... , A1 A2 A
# 0 ( )# ! # #
P( ) P ( A1 A2 A ) P ( A1 ) P ( A2 ) P( A )
P( ) P( ) P( ) .
, #" $ 0 ( )
P( ) 0.
# ! & ,
P( ) P( ) 0,
 17

, & P( ) 0 .
(+) # & Ai , i 1, 2, ... . .&
# 0 ( ) (6.1) # &
P ( A1 A2 A ) P ( A1 A2 A A 1 )

P ( A1 ) P ( A2 ) P( A ) P( A 1 ) P ( A1 ) ( A2 ) P( A )
( ) " & & A 0 ( +
& ), A A , A A !. # (6.2)
2 0 (+) # ! # #
P ( A) P( A ) P (! ) 1
# ! (6.3).
( ) " & & 0 0" :
(A B) (A B) A (B B) A

(A B ) (A B) [( A B) A] [( A B) B]
A [( A B) (B B )] A (A B) A.
, # (6.2) 2, # !
P ( A) P[( A B ) (A B )] P( A B ) P( A B)
#
P( A B ) P( A B) P ( A) P ( AB ) .
( # B A AB B
P( A B ) P ( A) P ( B ) .
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(A B ) B A B. #" $ (6.2),
P( A B) P[( A B ) B] P( A B) P ( B)
# (6.5) # ! (6.6). AB (A B) ,
$ &' (6.3) # (6.7).
2 & # # !
# # (6.6) # & & # .
6.1. A, B, , ! ,
P( A B ,) P ( A) P ( B ) P ( , ) P ( AB ) P ( A, ) P ( B, ) P ( AB, ) (6.8)

P ( A B , ) 1 P ( A) P ( B ) P ( , ) P ( AB ) P ( A, ) P ( B, ) P ( AB, ) . (6.9)
* /.. 2 & # A B , , #" $
(6.6) $ !' 0 :
P[( A B) ,] P( A B) P ( , ) P[( A B) , ]
P( A) P ( B ) P ( AB ) P ( , ) P[( A, ) ( B, )] .
18

# , #" $ ! (6.6),
P[( A, ) ( B, )] P ( A, ) P ( B, ) P ( AB, )
# # ! $ # (6.8). AB, (A B ,) , $ &'
(6.3) # (6.9).
- . 6.2. ( P ( A), A !, $ [0,1] :
0 P ( A) 1 A ! (6.10)
% :
P ( A) P( ) A, B ! A B. (6.11)
* /.. " & , #" $ 0 ( ) & ,

P ( A) 0 , P( A ) 0 ! A !
& # (6.3), P ( A ) 1 P ( A) , # ! (6.10).
# , #" $ 0 ( ) & , &
B A ! ,
P( B A) 0,
#" $ (6.5),
P( B A) P ( B ) P ( A) ,
$&# A B, # ! (6.11).
+ # & & # 6.1 #
& # 6.1 & & & $ # !' ,
# ! # & $ # & .
6.3. # # ! # ! &
& # 0 1 & .5 #
& & ! # # 1.
" & # & & B
# 0 # .2 & P( B ) -
' " & P( B) . ( , & +!
# !# (+ . ! 2.3) & &
# B , &
1
P( B ) ,
8
#" $ (6.3)
1 7
P( B) 1 P( B ) 1 .
8 8
) ! & # " & P( B) #
& # ! '" 0 A1 , A2 A3
1, 2 3# ! 1, # . .&
3 3 1 7
P( B) P ( A1 A2 A3 ) P ( A1 ) P ( A2 ) P ( A3 ) .
8 8 8 8
 19

6.4. 5 $ . # #" &

!$ .( & 365
& # , & 366 . # &
& # # & & ! ., ,#
# # , " # & 365
0# ./ , #
& & " ! # & ! .
" & # & & "
# " & ! 0 (i1 , i2 , ..., i ) # & 365
{1, 2, ..., 365} ! ! *,& ir # r & ,
r 1, 2, ..., . & !, +! !0 ,
N (! ) 365 # !# . )# & & "
! # & ! .. # &
& A & ! $
. " & & P( A ) ' " &
& P ( A) . ( , & A +! !0
(i1 , i 2 , ..., i ) # & 365 {1, 2, ..., 365} ! ( ! *)
# '( ) (365) . $ &' (6.1), # ! &
(365)
P( A )
365
#" $ (6.5) # ' & :
(365)
P ( A) 1 P ( A ) 1 .
365
( & 23 , P ( A) 1 / 2 .
6.5. )# & & 10 #$
& 0 9 ! + ! & ./ ! &
! # 0 & #$ # .
# # # & 3( ) # .5 #
& & " &
5.
. & & " & 5 "
# $ !A B & " &
& " {0,1, 2, 3, 4, 5}
& " & & "
{0,1, 2, 3, 4} . " & B A #" $ (6.5)
P( A B ) P ( A) P ( B ) .
# & " ! 3 #
# N (! ) 10 3 , & !0 10 {0,1, 2, ..., 9}
!3 ! *, & # #
3
'( ) 6 , & !0 6 {0,1, 2, 3, 4, 5} !3
! *. ' ( ) 53 #
20

63 53
P( A B ) 0,091 .
10 3 10 3
6.6. ( ). 5 # &
" 0 1( & ! # $ ! ).
# & " 0 1,
# . .& A B & " 0 1( &
! # $ ! ) #" $ (6.7),
P( A B ) 1 P( A) P( B) P( AB) .

& # # N ( A) 9 3 , &
!0 9 {1, 2, ..., 9} !3 ! *, &
3
# # N ( B) 9 , & !0 9
{0, 2, 3, ..., 9} !3 ! * & # AB #
3
N ( AB) 8 , & !0 8 {2, 3, ..., 9} !3
! *.
93 83
P( A B ) 1 2 0,054 .
10 3 10 3

7. "

2 ! # # & $" # #
& # + # & (# # ") !
+ + & # & . ( ,
# & ! & P( A)
! & A !. # & # ! # ! #
# & A ! . .& , &# $ !
+ # , & # # #"
& ( & !) # #
& , AB # + ' B| A +!' : &
( ) .2 & ,
# + ' P( B | A) , ! # &
( ), # , & $ # &, & P( A)
P( AB) . . & ! # " # " & # #
# # & .
7.1. # 5 #$
& 1 5. . #$ 1 2 !# #$
3, 4 5 " .
( ) )# & # # #$ 0!
# & 0 # !# #$ . &
" ! +! # !# :
!1 {1, 2, 3, 4, 5} & 0 !# #$ +!
# : A {1, 2} . , #" $ # & # & & ,
2 3
P( A) , P( A ) .
5 5
 21

(+) )# & , ! # # #$ 0! #
# , # " # #$ 0!
# & 0 # !# #$ .O # &
& P(B) # #" # #$ #
# 0 #$ .( , #
# # !
0 &# & P(B) , #" $
& 0 !' ! . . ! &
" ! # # & P( B | A) ,
. , #" # & P( B | A)
& P( A) P( AB) , # ! & #" # "
# # & (#" ) , " # &
# & # ( # ) & .
( ) )# & & 0! " #$ ,
! ! , ! # . & ! #" "
! +! 0 N N (! ) (5) 2 20 # !
# :
! {(1, 2), (1, 3), (1, 4), (1, 5), (2,1), (2, 3), (2, 4), (2, 5), (3,1), (3, 2),
(3, 4), (3, 5), (4,1), (4, 2), (4, 3), (4, 5), (5,1), (5, 2), (5, 3), (5, 4)} .
To & ( & !), 0 !# #$ #
# , +! & N ( A) 8 !# :
A {(1, 2), (1, 3), (1, 4), (1, 5), (2,1), (2, 3), (2, 4), (2, 5)} ,
o & ( & !), 0 !# #$
# " # , +! & N ( B) 8 !# :
B {(1, 2), (2,1), (3,1), (3, 2), (4,1), (4, 2), (5,1), (5, 2)} .
) # , #" $ # & # & & , &
# #
N ( A) 8 2
P( A) ,
N 20 5
# # $ # # !
( ) # .
# & # # # !
& , 0 !# #$ .2 #
# + + & + #
# ! # & ! # #"
& # &
AB {(1, 2), (2,1)}
N ( AB) 2. # & #

N ( AB) 2 1
P( B | A) .
N ( A) 8 4
22

" & , # # #
N ( AB) N ( A)
P( AB) , P( A)
N N
# ! # & $ #
P( AB)
P( B | A) .
P( A)
( & , #" $ # & # &, ( # ) &-
#
N ( B) 8 2
P( B) .
N 20 5
2 & , &# # "# # # "
! # !# &# # &
# ,& $ ! , " # #
& (+ . ! 7.3).
# & # & 0 # -
!# # ! # .
7.1. " ! ( ) (
) A ! P ( A) 0 . ( ,
, P( B | A) , B ! , 0 % :
P( AB)
P( B | A) , B !. (7.1)
P( A)
6 P( A) 0, P( B | A) 0 . , B !
P( B | A) .
1 # # # " & # &
0 ,
( ) : P( B | A) 0 B !,
(+) : P(! | A) 1 ,
( ) :
P( B1 B2 B | A) P( B1 | A) P( B2 | A) P( B | A)

0 % Bi ! , i 1, 2,..., ,... ,
# # & . ( & & & ( )
# ! # # #
P( B1 B2 B | A) P( B1 | A) P( B2 | A) P( B | A)

! '" 0 ( + & ) & Bi

!, i 1, 2,..., . 2
# & # & & &
& . - ! , B # & ,
# & P( B | A) P( AB ) / P( A) , P( AB ) P( A) P( AB) ,
$ !' # # # & P( B | A) P( AB ) / P( A)
P( B | A) 1 P( B | A) .
 23

2 # & # $ #
& .( ! " &
- . 7.1. (3 ). " Ai !, i 1, 2,..., ,
P( A1 A2 A 1 ) 0. 5

P( A1 A2 A ) P( A1 ) P( A2 | A1 ) P( A3 | A1 A2 ) P( A | A1 A2 A 1) . (7.2)
* /.. " &
A1 A2 A 1 A1 A2 A 2 A1 A2 A1 ,
&
P( A1 A2 A 1) P( A1 A2 A 2 ) P( A1 A2 ) P( A1 )

P( A1 A2 A 1) 0, &

P( A1 ) 0 , P( A1 A2 ) 0, ..., P( A1 A2 A 1) 0 ..
# & # 0& (7.2)
( ' ). (" $ # & (7.1)
P ( A1 A2 ) P( A1 A2 A3 )
P( A2 | A1 ) , P( A3 | A1 A2 ) ,,
P( A1 ) P( A1 A2 )
P( A1 A2 A 1 A )
P( A | A1 A2 A 1)
P ( A1 A2 A 1 )

P( A1 A2 ) P ( A1 A2 A3 ) P( A1 A2 A )
P( A1 A2 A ) P( A1 )
P ( A1 ) P( A1 A2 ) P( A1 A2 A 1)
P ( A1 ) P ( A2 | A1 ) P( A3 | A1 A2 ) P( A | A1 A2 A 1) .

7.3. # #$
& 1 # & r & #$ ! !# .
0! ! # ! ! #$ . 5
# & & 0 & #$ !# .
)# Aj & 0 !# #$ # j- # 0
j 1, 2, ..., . .& A1 A2 A & & 0 &
#$ !# ' & , #" $ (7.2),
P( A1 A2 A ) P( A1 ) P( A2 | A1 ) P( A | A1 A2 A 1)

r r 1 r 1 (r )
.
1 1 ( )
( # " Lotto 49 #$
6 . . r #$ $ " #
# ' ! .)# # # # r 6 ", &
" 6 "
1
p ! 0,00000007 .
13.998.816
24

2 & " # ! #
# # #
". 2 ! # # " !
' 0 :
/ Ai ! , i 1, 2, ..., ,... , ! '"
0 , Ai Aj , i j, # !, A1 A2 A !,
!.
- . 7.2. (. ). { A1 , A2 , ..., A ,...}
! P( A ) 0, 1, 2, ..., ,....
!,

P( B) P( A ) P ( B | A ) . (7.3)
1

* /.. " &

B ! ( A1 A2 A )B A1 B A2 B AB ,

& & , A B, 1, 2, ..., ,... ! '" 0 0"

i j ,i , j ( Ai A j ) B . , #" $ 0
# # & ,
P( B) P ( A1 B) P( A2 B ) P( A B) .

P( A ) 0, & # & # & , &

P( A B) P( A ) P( B | A ) , 1, 2, ..., ,... ,
&
P( B) P ( A1 ) P ( B | A1 ) P( A2 ) P( B | A2 ) P( A ) P ( B | A ) .

# . . 7.1. 2 # & & # #

& & ( & ) & . " &
# # # & 0 :
)# & # & ! P( A) 0 . &
{ A1 , A2 , ..., A ,...} " # ! P( A | A) 0 , 1, 2, ..., ,...
& # 6, &

P( B | A) P( A | A) P( B | AA ) . (7.4)
1

- . 7.3. (5 Bayes). A { A1 , A2 , ..., A ,...}

! P( A ) 0, 1, 2, ..., ,...
! P( B) 0,
P( Ar ) P ( B | Ar )
P( Ar | B ) , r 1, 2, ..., ,... . (7.5)
P( A ) P( B | A )
1
 25

* /.. 7 # # & # &

&
P( Ar B) P( Ar ) P( B | Ar )
P( Ar | B) , r 1, 2, ..., ,... .
P( B)
P( A ) P( B | A )
1

# . . 7.2. & P( A ) , 1, 2, ..., ,... , ' &

# ! , " (a priori)
& , # & P( Ar | B) , r 1, 2, ..., ,... ,
' #
! # ! , " # (a
posteriori) & .
7.3. " # !# # #
# + 25 . # & & +
2 " 0! ! # 2 .5
# " ( ) & 0 " # "
0 (+) # & 0 &
# 0 & 0 & # "
0 .
( ) # & 0 "
# " 0 , # . .& , &
0 " # " 0 '
# # & 0 :
3 2 22 3 3
P( B) P ( A) P ( B | A) P( A ) P ( B | A ) .
25 24 25 24 25
(+) 2 # & 0 & #
0 & 0 & # "
0 ' # # " Bayes 0 :
P ( A) P ( B | A) 3 2 3 2 22 3 1
P( A | B) .
P( A) P( B | A) P( A ) P( B | A ) 25 24 25 24 25 24 12
7.4. # & #"# " &
&, & . & # # #
& #"# ,# ! $+ &0
1. & , & "+ , +! # 0 # 1
& 0,02 # 1 # 0 & 0,03. 5 # "
# & * & ( ) # 0 (+) #
1 , # $& # , # & &
# 0.
( ) # & A0 # & & # 0,
& A1 * & & # 0 A2 &
* & # 0. 2 # & P( A2 | A0 ) , *
& # 0 # & & # 0,
#" $ " & (7.4), & :
P( A2 | A0 ) P( A1 | A0 ) P( A2 | A0 A1 ) P ( A1 | A0 ) P ( A2 | A0 A1 )
26

P( A2 | A0 A1 ) P( A2 | A1 ) , P( A2 | A0 A1 ) P( A2 | A1 ) ,

P( A2 | A0 ) P( A1 | A0 ) P( A2 | A1 ) P( A1 | A0 ) P( A2 | A1 )
0,98 0,98 0,02 0,03 0,961 .
(+) 2 # & P( A2 | A0 ) , * & # 1
# & & # 0, &
P( A2 | A0 ) 1 P( A2 | A0 ) 1 0,961 0,039 .

8. !

# & ! " & A, B !. &

# & # & # ! & ( ) &
0 0" , AB , & P( B | A) 0 ,
# #
, (+) & & ,
A B, & P( B | A) 1 , # # !
# . " #
& # # "
$ & # . 8 !
& # # # # &
! # # # ,
P( B | A) P( B ) .
( # & # # 0!
. , #" $ # # & " , # "
P( AB ) P( A) P( B | A) P( B) P ( A | B) ,
# # & # # 0!
&
P( AB) P( A) P( B | A)
P( A | B ) P ( A) ,
P(B) P ( B)
& # # 0!

P( AB) P ( A) P ( B) .
/ # # # # #!
0 # " .( & # &.
8.1. " ! ( ) (
) A, B ! . 5 %

P( AB) P ( A) P ( B) . (8.1)

# . . 8.1. " & 0! , &

& B 0! .." # ! & # # & 0
# : ( ) 2 0 # # ! &
 27

# # !# #
(+) # # B .. # #
& # # # # #
P( AB ) P( A) P( AB) , P( B ) 1 P ( B )
& # 0 # ,
P( AB) P ( A) P ( B) ,
0 :
P ( AB ) P( A) P( AB ) P( A) P( A) P( B) P ( A)[1 P ( B )] P( A) P( B ) .
A ! # & ,# # , & A ,&
# & A B , 0! .
8.1. )# & 3 ! .
# & & & ! "
$" & & " #.5 0 # ! &#
& 0! .
" & AB & &
+ #. " ' & :
3 2 3 1
P( A B) , P( A) 1 P( A ) 1 , P( B) .
8 8 4 2
E # " # # (8.1) & 0! .
2 # # 0 #
##& & " & . # ! &
A1 , A2 , A3 ! # & !' " 0! & # "
# #
P( A1 A2 ) P( A1 ) P( A2 ) ,
P( A1 A3 ) P ( A1 ) P( A3 ) , (8.2)

P( A2 A3 ) P( A2 ) P ( A3 ) .

2 0 # A1 &# & A2 &# & A3 # !

! 0 # A1 & A2 A3 (+ . ! 8.2).
" & , (8.2), # " # #
P[ A1 ( A2 A3 )] P( A1 ) P( A2 A3 ) , (8.3)
& # " # #
P( A1 A2 A3 ) P( A1 ) P( A2 ) P( A3 ) . (8.4)
# $ , (8.2), # " (8.4), & # " (8.3), &
# # #
P[ A2 ( A1 A3 )] P( A2 ) P( A1 A3 ) , (8.5)
P[ A3 ( A1 A2 )] P( A3 ) P ( A1 A2 ) . (8.6)
28

/ ! # & # &
# # 0 # .
8.2. " ! ( ) (
) A1 , A2 , ..., A !. 5 A1 , A2 , ..., A
( $ ) %
P( Ai1 Ai2 Ai ) P( Ai1 ) P( Ai2 ) P( Ai ) (8.7)

{i1 , i2 , ..., i } {1, 2, ..., }

2, 3, ..., .
(" $ # & &, 0 # 3
# " # # (8.2) (8.4).
8.2. 1 0 % .
# " * & # "+ # A1 &
$! # ! "# * , A2 & $! # !
"# " * A3 & ! #
$ ' # " * ! &.5 0 # ! &#
& A1 , A2 A3 0! .
& ! ! " * "+
2
+! N (! ) 6 36 # !# , !0
6 ( ) {1, 2, ..., 6} !2 ! *. #
A1 {(2,1), (2, 2), (2, 3), (2, 4), (2, 5), (2, 6), (4,1), (4, 2), (4, 3),
(4, 4), (4, 5), (4, 6), (6,1), (6, 2), (6, 3), (6, 4), (6, 5), (6, 6)} ,
A2 {(1, 2), (1, 4), (1, 6), (2, 2), (2, 4), (2, 6), (3, 2), (3, 4), (3, 6) ,
(4, 2), (4, 4), (4, 6), (5, 2), (5, 4), (5, 6), (6, 2), (6, 4), (6, 6)} ,
A3 {(1,1), (1, 3), (1, 5), (2, 2), (2, 4), (2, 6), (3,1), (3, 3), (3, 5) ,
(4, 2), (4, 4), (4, 6), (5,1), (5, 3), (5, 5), (6, 2), (6, 4), (6, 6)} .

A1 A2 A1 A3 A2 A3 A1 A2 A3
{(2, 2), (2, 4), (2, 6), (4, 2), (4, 4), (4, 6), (6, 2), (6, 4), (6, 6)} .
(" $ # & # & & ,
18 1
P( A1 ) P ( A2 ) P( A3 ) ,
36 2
9 1
P( A1 A2 ) P( A1 A3 ) P( A2 A3 ) ,
36 4
9 1
P( A1 A2 A3 )
36 4
#
P( A1 A2 ) P( A1 ) P( A2 ), P( A1 A3 ) P ( A1 ) P( A3 ) , P( A2 A3 ) P( A2 ) P ( A3 ) ,
 29

P( A1 A2 A3 ) P( A1 ) P( A2 ) P( A3 ) .

& A1 , A2 A3 ! '" 0!
0! .
8.3. # * & #
# . )# Aj & $! # # j # * &*
$ ( ), j 1, 2, 3 . 5 0 # ! &# & A1 , A2 A3
0! .
& #"
! {( , , ), ( , , ), ( , , ), ( , , ), ( , , ), ( , , ), ( , , ), ( , , )}

A1 {( , , ), ( , , ), ( , , ), ( , , )} ,
A2 {( , , ), ( , , ), ( , , ), ( , , )}
A3 {( , , ), ( , , ), ( , , ), ( , , )} .
#
A1 A2 {( , , ), ( , , )} , A1 A3 {( , , ), ( , , )} ,

A2 A3 {( , , ), ( , , )} , A1 A2 A3 {( , , )} .
(" $ # & # & & ,
4 1
P( A1 ) P ( A2 ) P( A3 ) ,
8 2
2 1
P( A1 A2 ) P( A1 A3 ) P( A2 A3 ) ,
8 4
1
P( A1 A2 A3 )
8
#
P( A1 A2 ) P( A1 ) P( A2 ), P( A1 A3 ) P ( A1 ) P( A3 ) , P( A2 A3 ) P( A2 ) P ( A3 ) ,

P( A1 A2 A3 ) P( A1 ) P( A2 ) P( A3 ) .

& A1 , A2 A3 0! .

9. !

2 0 & ! + # &
# ## # # " ( ) !
. - # #
! " ! " !1 !2 . 2 (
& ) # " ! ' ( )
. ) ! &
" ! # &( # # &) &
!1 !2 {( 1 , 2 ): 1 !1 , 2 !2 } .
30

) !# #" # # # #
& ! & ! &
" ! . ( # , #
!1 ! !2 !, & # & & !
& ,
!2 {( 1 , 2 ): i ! , i 1, 2} .
# & Ai !i ( & !i ),
i 1, 2 . . & & & !1 ! 2 , #
! , $ !'& #" Bi !1 ! 2 , i 1, 2 , & B1 A1 ! 2
B2 !1 A2 . . & B1 B2 $ & 0 -
& " , # . & , #
# !1 ! !2 ! & B1 B2 $
& 0 & " ! ,
# . 2 # Bi 0 ! # !
& # i- # " ! ( i- # ), i 1, 2 . 2
# # 0 # $ # !-
!# # ! .( :
!1 !2 %

P( B1 B2 ) P ( B1 ) P( B2 ) (9.1)
B1 A1 !2 B2 !1 A2 (
!1 !2 ) % , .
2 # # 0 ! &
0 ! , # & "
# " # # # # " ( ).
( # ' ! ' 0 ! &
P(B) ! & B !1 !2 ! 0 !' ! &#
# # (9.1) # 0 # ! (
! ). ! # , '
& Pi ( Ai ) ! & Ai
!i i 1, 2 ! &
! 0! ' & P(B) !
& B !1 !2 # # # " # # (9.1). ( & , &
! *, & # 0 # !
! 0 # # ! & " #" $
# # ! # .
# & & P(B) ! & B !1 !2 #
Pi ( Ai ) ! & Ai !i i 1, 2 , # #
& ! 0! , ! 0 :
!, # (9.1), ' & ! #
& {( 1 , 2 )} " !1 ! 2 :
P({( 1 , 2 )}) P1 ({ 1 }) P2 ({ 2 }) .
 31

2 & P(B) ! & B !1 !2 , ' & , #

& # , & # #
P( B) P({( 1 , 2 )}) .
( 1, 2) B

" & B1 A1 ! 2 B2 !1 A2 , &

P( B1 ) P1 ( A1 ) , P( B2 ) P2 ( A2 ) .
#
P( A1 A2 ) P1 ( A1 ) P2 ( A2 )
#
P( B1 B2 ) P( B1 ) P( B2 ) .
# !# , !
# , # # & ! (
! ).
9.1. # 5 * & '"
"+ . 5 # & & # 2 ! # *
& $ ' " "+ + & $ '
"+ .
# , !, * & '"
"+ &
! {(i, j ) : i 1, 2,...,6, j 1, 2,...,6} ,

+! N (! ) 6 2 36 # !# .. &
& & $ ' " "+ + &
$ ' "+ ,
A {(i, j ) : j i 1, i 2,...,6, i 1, 2,...,6} ,
+! N ( A) 15 !# . 7 '
& # & & A , &
! " # !1 { , } . .&
15 5 21 7
p Pi ({ }) , q Pi ({ }) .
36 12 36 12
, & ! 5 *
& '" "+
!5 {( 1 , 2 , 3 , 4 , 5 ): i { , } , i 1, 2, 3, 4, 5} .
To & # # 5 * ( ):
B {( 1 , 2 , 3 , 4 , 5 ): i + i {1, 2, 3, 4, 5}}
+!
5
32

!# , &# & #
& 5 # ! # . ! & # ,
+! # # # 5 # , &
P ({( 1 , 2 , 3 , 4 , 5 ) }) P1 ({ 1 }) P2 ({ 2 }) P3 ({ 3 }) P4 ({ 4 }) P5 ({ 5 })
5
5 7
.
12 12
& p P( B) &
5
5 5 7
p , 0,1, ..., 5 .
12 12
2 & & # 2 ! # * & $ ' "
"+ + & $ ' "+ , # Q2 ,
# & 2 ! # , #
5 4
7 5 7
Q2 1 p0 p1 1 5 1 0,0675 0,2412 0,6913 .
12 12 12
9.2. N Mendel. 2 &
# $ # " $ . . "
& # ", 0 # "
(# ! ), $ ! '" "
" .) # ! '" $ " !
# & # & & , ( !
! # 0" ). $ & #
# " " , # , #
# " 0# & " "
.. ! " & & . )#
& & , $ ' # # # ! p , 2q r, # ,
p 2q r 1 0! $" .
& " , &
" # " 0 : #
& A1 , A2 A3 & # &!
& & # & " , , #
& B1 , B2 B3 & &! &
& # & " , , # . #
# & & & ' " &
( # " ") " # " # &
, # . .& , #" $
& ,
1
P ( A) P ( A1 ) P ( A | A1 ) P ( A2 ) P ( A | A2 ) p 1 2q p q
2

P ( A ) 1 P ( A) 1 ( p q ) q r,
$ &# p 2q r 1.
P( B) p q , P( B ) q r.
 33

# & ,1 , , 2 ,3 & &

' " & ( # " ") " # "
" , , # . .& ,1 AB , , 2 AB A B
,3 A B . . & 0! , & &# &
B &# & A & A B
0! (+ . # 8.1).
P( ,1 ) P ( AB ) P ( A) P ( B ) ( p q) 2 ,
P( , 2 ) P ( AB A B) P ( AB ) P( A B)
P ( A) P ( B ) P( A ) P( B) 2( p q )(q r ) ,

P( , 3 ) P( A B ) P( A ) P ( B ) (q r ) 2 .

9.3. 1 . .
# # .. $ ' # ! '"
+ +!' ( ! ) # # &
# &'. &
$ &' # # ! . . $" ' & "
# 7 8 ! ! $ '" # ! .
. # !$ '" 78 ! '" 77. ) #
+ +!' 7 &# $" & & ' &
&# 7 8 + +!' .
. # &# 7 # #
&# 8. ) # !, " # 7, "
# # !, &# 7,
$ ' !. . " * , &
" $ , " # ! -
# &# 7. )# C # &' c &
" * ( $ ). . ! # &
" CC, Cc cc, # !# & "
" C c. ) & & CC # !' *
( $ ), " Cc $ * ( $ )
" cc # !' * ( $ ). # , # &
& C # !' * ( $ ), " c
# !' * ( $ ).
)# p # #& # &' " C q 1 p # # &
" " c * ( $ ), &# #
# ! &# # !! . .& & !
# !' * ( $ ) # p # !'
* ( $ ) # q 1 p. & u, 2v w
" CC, Cc cc * ( $ )#
# &, # , " # " 0 : #
& A1 A2 & ! &
# & # " C c, #
& B1 , B2 B3 & ! &
# & " CC, Cc cc, # . #
# & & & & '
34

" & ( # " ") " # " #

C & , # . .&
P ( A) P ( A1 ) P ( A | A1 ) p 1 p

P ( A ) 1 P ( A) q.
# , #" $ & ,
1
P( B) P ( B1 ) P ( B | B1 ) P ( B2 ) P ( B | B2 ) u 1 2v u v
2

P ( B ) 1 P ( B ) 1 (u v) v w,
$ &# u 2v w 1 . " & B1 AB , B2 AB A B B3 AB .
# & 0! , & &# & B
&# & A & A B 0! .

u P ( B1 ) P ( AB ) P ( A) P ( B ) p (u v) ,
2v P ( B2 ) P( AB A B) P( AB ) P( A B)
P ( A) P ( B ) P( A ) P( B) p (v w) q (u v) ,
w P ( B3 ) P( A B ) P( A ) P ( B ) q (v w) .
" # # , # & q 1 p v w 1 (u v) ,
# ' #
qu pv , ( 2 p 1)u ( 2 p 1)v p
#
u p2 , v pq , w q2.
# & & w& # !' *
# ! & q& ! # !' * .

10.

1. 2 # ! 0 # ##! ! , $, ' #
$ & 0 '& &
. 5 # ! & $
" ! . )# & & ! 0 #
& ! $ 0 # " .5 "
!# A, B, A B A B.
2. ! 4 $ & #
& :A& & # " & # ,
& & # !## ( $ ! # ! # ) ,
& ! $" " !.
& & ! " # #
!# # ! & &
$ .
 35

3. )# & " $ ' # # ! ( . .# ! ,

!+ , ) " ' .
5 # ! & ! $ "
! . # & &
# # # !, # .5 "
!# A, B , A B A B.
4. )# & & $ & $ &
! .5 # & & ## *$
$ !.
5. A $ $ . )# & # & $
0 ! & #& ## ! . 5 # " &
++ # ( ) ##! & # $ & & $ , (+) " &
# & $, & & # & $ & & #
& $ ( ) " & # & $.
6. + . ( & 1 !
# &# " ! , # . . . !
! # # & & * #
0" .5 # & # &
( ) # * # * # (+) $ #
! .
7. # #" 1 & { 0 , 1, 2 , ..., }
!$ . 5 # & & ! 0

! # & & ! { 1 , 2 , ..., }.

8. )# & # # ! {c1 , c 2 , ..., c } "

! ! #$ . # # !( ) &
#$ # c (+) & # " " #$ -
, # " # & & " ##&
& .
9. 5 $ , . # *
"+ & & ! # 0 " 9 10
# . ) & $ - & # &
$! # & & .." "#
0 # # & & 1 & & ! 6# :
1 2 6 1 3 5 1 4 4 2 2 5 2 3 4 3 3 3 9,
1 3 6 1 4 5 2 2 6 2 3 5 2 4 4 3 3 4 10 .
- # " ! & # ! # & # !
& P ( A) P( B) & * & P ( A) P( B) . 5
# " & P ( A) P( B) .
10. & ! ! & & # " .
! # #& , !' - !
0 & . 5 # & " ,
1, 2..., v .
36

11. )# & #$ 0! ! ! ,
! # , & #$ &
.5 # " & ( ) & &
#$ & & (+)
& & & #$ & &
& #$ & &
.
12. # ' # # #&
! .) & # r r # '. 5
# & & & # # # & .
13. )# ! { 1, 2 , ..., } & & # # " ! .
P ({ i }) 2 P ({ i 1 }) , i 1, 2, ..., 1, # " &
# P ({ i }) , i 1, 2, ..., . #
& { 1, 2 , ..., }, .
14. )# ! & # # " ! !,
& # & . A # & # "
P ( A ) 2 P ( A) 1 / 5 # & P ( A) .
15. ( ). 3P ( A ) 4 P ( A) , # & P ( A) .
1 1
16. ( ). 0 P ( A) 1 , & 4.
P( A) P( A )
17. # * & "+ #
& & ! # 0 " 10. 9 0 &
& # & & # " #"
# & '( ) '( ) # ! & P( ) .
18. # & ! & # # " ! #
, ! &
2 P ( A) 3P ( B ) 4 P ( AB ) , P ( B A) 1 / 2 .
5 # " & P ( A) , P ( B ) P ( AB ) # #
& P ( A B ) , P ( A B ) , P ( A B ) , P ( AB A B) .
19. P ( A) 3 / 4 , P ( B ) 2 / 3 P ( AB ) 3/5 # "
& : P( A B ) , P( A B) P( A B ) .
20. # 5 * "
"+ . 5 # & & ! & '" (5, 6) (6, 5)
(6, 6) $ # ! # $ !.
21. # & #
1 , 2 3 . 5 # " & & # 5 "
! # $ ! ( ) # 1 2 (+) #
1, 2 3.
 37

22. & ! !# " #$ 0!

! ! # " #$ ! $ ! 0 " &
#$ .5 # & & & ' ! " &
!# " #$ .
23. #$! # !## " # 10
! & # #" . )#
& & & & # !
! # # " / 100 , 1, 2, ...,10 . # #$ #
# / 55 #$ ' #
1, 2, ...,10 . & #$ # # $
! # # " # ! ! & #
, 1, 2, ...,10 ;
24. )# & # #& # !# &
0,001. . # ! ! ! #
# & 0,97. 9 & # &
& !# ! & ;
25. )# & 7% 2% !# & * .
48% # " " ! 52%
# & & ! & # &
& * .
26. )# & 50% $ .
& # # 1/2. 5
& & $ &
# & !1/3.
27. )# & # # & &
$ ! " 4/5.
$ ! !# & 3/5 & & 2/5
# & $ ! !# .
28. & 21 #$ $ "
{1, 2, ..., 21} 0! ! ! # #$ . A
& 0 " # 3# - # 0 , 1, 2, 3 ,
# " & P ( A2 ) , P( A1 | A2 ) P ( A3 ) .
29. # & #"# " & &,
& . & # # # & #"# ,
# ! $+ & 0 1.
& , & "+ , +! # 0 # 1
& 0,03 # 1 # 0 & 0,05. 5 # "
# & * & ( ) # 0 (+) #
1 , # $& # , # & &
# 1.
30. # & # 0 1#
2 3. ) # ! +! # # # 3%
# " # 4% # .5 # "
& ( ) !+ # 0 (+) "
38

!+ # 1. ( ) !+ # 0 "
# 1, & & # " ; ( )
!+ # 1 " # 0, & &
# " ;
31. )# & & " # # 0 1 2 & &
1/4, 1/2 1/4, # . # #"
" ! & & & & , . A
& & & ! , 0,1, 2
Br & & & " ! r,
r 0,1, ..., 6 , # " & P ( B0 ) , P ( B1 ) P ( A2 | B1 ) .
32. )# & # # & & # !# &
# + # 0,01. ) ! +! # " 0! 0"
# & ! ! # & 0,95. 5
# " # & !# ! ( ) &
! # # & (+) & " # !.
33. 9" # $ & + ! # & . )# &
& " + & 0,8 & $ 0,6. &
" #$ # #& , # & # .
34. ( * & # " $ #
& & $ # : 0 $ ! # $ !, : #
* 0 ! ,: # ! * $ 0.
8 ' # & , 0 &
P ( B | A) P ( B ) , P ( , | A) P( , ) , P( , | ) P( , ) .
35. )# & & 1 , A2 A3 0! . 9 0 &
& ( ) A1 A2 A3 , (+) A2 A1 A3 ( ) A3 A1 A2
0! .
36. P ( A) 1 / 2 , P ( B ) 1 / 3 P( A B) 2/3 0# ! &#
& 0! . P ( A) 1 / 2 P ( B ) 1 / 5
P( A B ) 3/5 .
37. )# & & # ! $ . #
& $! # " &* # &
$! # "$ ! &* $ . 5 0 # ! &#
& 0! .
38. )# & & 6 #$ { 1, 2 ,..., 6 } 0! -
! ! ! ! # & #$ . # , #
A1 & 0 #$ 1 & 0 #$
2 , A2 & 0 #$ 3 & 0
#$ 4 A3 & 0 #$ 5 &
0 #$ 6 .5 0 # ! &# & 1 , A2 A3
0! .
 39

39. # & # &# & ,

$ ' # # # ! p , 2q r # p 2q r 1 0! $" .
)# & & ( ) , #" $
Mendel, # ! & .5
# # & "
& " .
40. # # &# & "
& .8 & & !
# !' * q, & # !'
* q 2 (+ . ! 9.3). )# & !
& # & &. 5 # " & &
& ! ( ) # !' # * (+)
# !' * .
 2

1.

( )
( ) ( ! ) " , #
# $
, % & ! & % ,
# #
. ! # $
" " . &! ,
! ( ) ( ) !
' $ " "
.( "! & " .
1.1. ( ) .

( . .). ! "
! x X( ).
( %& ! % &$ &
# X , Y , Z ,W X 1 , X 2 , ..., X !
x, y , z , w x1 , x 2 , ..., x .
& RX R # %& & ! -
( ) ( ! ).
( , x] % ! . &&
B RX " .
! # # & " .
1.2.
F ( x) P( X x) P({ :X( ) x}) , x
( . .) ! ( . . .)
. . .
( . .
% &$ FX x FX (x) .
( , # " , & % !
[0,1] :
0 F ( x) 1 , x .
 41

) ,
F ( x1 ) F ( x2 ) , x1 x2 ,
{ :X( ) x1 } { :X( ) x2 }
F( ) lim F ( x) 0, F( ) lim F ( x) 1 ,
x x

lim { :X( ) x} , lim { :X( ) x} .

x x

* " # %& % !
# " "
.( & " " .
1.1. F .#
P( X ) F( ) F( ) (1.2)
! ! .
. { : X } " #
! # # ) :
{ : X } { :X( ) } { :X( ) }
{ :X( ) } { :X( ) }, . ! #, -
(6.5) . 1, , # (2.1), ! (2.2).
! 1.1. "# ! ' " .
+ && & &!
&
{( , ), ( , ), ( , ), ( , )} ,
' & ' .*
0, ( , )
X( ) 1, {( , ), ( , )}
2, ( , )

$ ! &
RX {0,1, 2}
%& $ " # ' .
* F . . & $ # ) :,
, x 0
{0} , 0 x 1
{ :X( ) x}
{0,1}, 1 x 2
, 2 x
# 1.2,
0 , x 0
1/ 4, 0 x 1
F ( x) P( X x)
1/ 2, 1 x 2
1 , 2 x .
42

* F (x) ( 1.1. ,
&# & x 0,1, 2 !" 1/4, 1/2, 1/4
.

f(x)
1
3/4
1/2
1/4

0 1 2 3 4 x

"# 1.1. * F (x) .

! 1.2. "# ' " % .

! ) #! %
&
{1, 2, 3, 4, 5, 6} .
+ # !& ' ( ! ) #! ) % .
*
X( ) ,
%& .* F & $ # ) :
,
, x 1
{1}, 1 x 2
{1, 2}, 2 x 3
{ :X( ) x} {1, 2, 3}, 3 x 4
{1, 2, 3, 4}, 4 x 5
(1, 2, 3, 4, 5}, 5 x 6
, 6 x

# 1.2,
0, x 1
1 / 6, 1 x 2
2 / 6, 2 x 3
F ( x) P( X x) 3 / 6, 3 x 4.
4 / 6, 4 x 5
5 / 6, 5 x 6
1, 6 x
 43

* F (x) ( 1.2. ,
&# & x 1, 2, 3, 4, 5, 6 !" 1/6 "
! .
f(x)

1
5/6
4/6
3/6
2/6
1/6

0 1 2 3 4 5 6 x

"# 1.2. * F (x)

! 1.3. "# %& ! x
[0, 1] "! " & P(0 X 1) 1 !
[0, 1] ( &
$ % 0 1). ( # "
" % ( x1 , x2 ] 0 x1 x 2 1 &
: P( x1 X x 2 ) c( x2 x1 ) , c " & .
&! ! P( X 0) 0 , P(1 X ) 0.
* " c & $ "! x1 0 x2 1 ,
P (0 X 1) c
P (0 X 1) 1 c 1. * F

0, x 0
F ( x) P( X x) x, 0 x 1
1, 1 x .

* F (x) ( 1.3. ,
.
f(x)
1

0 1 x
"# 1.3. * F (x)
44

2. $

* &! && ! %& !

& # # % : #
# # %& .( "! & " .
2.1. ( ! ) ,
! 1, ! ( " ! )
RX {x 0 , x1 , ..., x , ...} . f ! x , 0,1, ... ,
!
f (x ) P( X x ) P ({ :X( ) x }) , 0,1, ... , (2.1)
! !
.
(
. . % &$ fX x f X (x ) . ( ,
RX {x 0 } {x1 } {x } , "
P( X RX ) 1 , . . " 1 ! & RX ,

P( X x ) 1.
0

" , # ,

f (x ) 0, 0,1, ... f ( x) 0 , x RX (2.2)

f ( x ) 1. (2.3)
0

( # & # %&
! , RX {x 0 , x1 , ..., x } , (2.3) ! ! "

f ( x ) 1.
0

* " f (x ) P( X x ), 0,1, ...

%& ! F ( x) P( X x) ,
x .( ! , # x0 x1 x2 ,
!
r
F ( x) f ( x ) , xr x xr 1 , r 0,1, ... , (2.4)
0

F ( x) 0 x x0

f (x ) F (x ) F (x 1 ), 1, 2, ... (2.5)

f ( x0 ) F ( x0 ) . - !
 45

F ( x) f (x ) , x , (2.6)
x x

" & x x.
2.2.
,
f ( x) 0 , x , (2.7)

f ( x) dx 1 , (2.8)

" ! !

P( X ) f ( x)dx . (2.9)

f (x) !
.
. ! # F (x)
f (x) %& !
x
F ( x) f (t ) dt , x . (2.10)

f (x) x # $ !

dF ( x)
f ( x) . (2.11)
dx

( ! (2.10) (2.11) # (2.2)

(2.4) %& ! . * f (x) , "
" , " ! .
* " P( X x0 ) 0 ! # f ( x0 ) %!%
" . / & & ) #,
# (2.9), " . ! h 0!
P( x X x h) f ( x )h .
! 2.1. !&" , 1.1, #
'# " % . " # #
' %& & #
R X {0, 1, 2} ( " ). * " . .
& $ # ) :
1
f ( 0) P( X 0) P[( , )] ,
4
1
f (1) P( X 1) P[( , ), ( , )] ,
2
46

1
f ( 2) P( X 2) P[( , )] .
4
(
2
1 1 1
f ( x) 1,
x 0 4 2 4
# %& .

! 2.2. "# %& ! x

[0, 1] "! & " !
(%&. , 1.3). 0 "
.
* ! & " , 1.3
0, x 0
F ( x) x, 0 x 1
1, 1 x .

, # $ , # (2.10),
. .
1, 0 x 1
f ( x)
0, x 0 x 1.

! 2.3. + #
%&
2(! x)
f ( x) ,0 x !,
!2
! 0 . 0 & "
F (x ) , x , " P( X ) , P( X )
!.
* 0 x !
x 0 x x x
2 (! t ) 2
F ( x) f (t )dt f (t )dt f (t )dt (! t )dt
0 !2 0 !2 0

(! x) 2
1 .
!2
F ( x) 0, x 0 F ( x) 1 , ! x .
1 (1.2) $
" & $ #
(! )2 (! )2
P( X ) F( ) F( )
!2

(! )2
P( X ) 1 P( X ) 1 F( ) .
!2
 47

3.

( " "# &! ( ) (

! ), # & ,
%& Y g( X ) ,
&& %& # . ( "#
! # %&
%& $ .( #
$ & , , .
* $ $
. * ! %&
Y g( X ) ,
FY ( y ) P (Y y) P[ g ( X ) y] ,
%&
& { x : g ( x ) y} . &
y g (x ) ! ! & RX #
& RY # $ .
1
x g ( y) . ( # !
1
g ( x) y ! x g ( y) , y g (x ) )
1
! x g ( y) , y g (x ) " ! #
FY ( y ) P[ X g 1 ( y )] FX ( g 1 ( y )) ,
y g (x ) )

FY ( y ) P[ X g 1 ( y )] 1 P[ X g 1 ( y )] 1 FX ( g 1 ( y )) ,

y g (x ) " . x g 1 ( y)
# $ # dg 1 ( y ) / dy " y RY ,
# $ # ! #! FY ( y ) , #
" , !
dg 1 ( y )
fY ( y ) f X ( g 1 ( y )) ,
dy
y g (x ) ) !

dg 1 ( y )
fY ( y ) f X ( g 1 ( y )) ,
dy
y g (x ) " . ! #

dg 1 ( y )
fY ( y ) f X ( g 1 ( y )) .
dy
&! '$ & " "
48

3.1. %
f X (x ) , x RX . & Y g( X ) " "
1
RX RY g ( R X ) dg ( y ) / dy
! y RY , Y g( X )

dg 1 ( y )
fY ( y ) f X ( g 1 ( y )) , y RY . (3.1)
dy
( # y g ( x) x , ! " !
1
0, x g ( y) (y )/
1
dg ( y ) / dy 1 / . + & " .
3.1.
f X (x ) , x RX . # Y , 0,

#y 1
fY ( y) fX ! , y RY . (3.2)
" | |
! 3.1. "# %&

1 (x )2
f X ( x) exp 2
, x ,
2 2
0 .(
.0 "
%& Y X .
1 (3.2)
1 (y )2
fY ( y) exp , y .
| | 2 2( )2
2!
Y , Y | | ,

1 (y Y )2
fY ( y) exp 2
, y ,
Y 2 2 Y

!
Y Y | | .
1/ / , Y 0 Y 1,
%&
X
Y
 49

1 y2 / 2
fY ( y) e , y ,
2
# # ! .
* # y g (x ) ! !
& RX # & RY # $
# " & { x : g ( x ) y} ,
, %& $. 3 !
# ) $ .
! 3.2. "# %&
f X (x ) , x R X FX (x ) , x R. ( ) 0
" f Y ( y) , y RY %&
2
Y X . (%) ( # %& ! !

1 x2 / 2
f X ( x) e , x ,
2
" f Y ( y) , y RY Y X2.
( )* %& $ ! ! ! FY ( y ) 0
y 0,

FY ( y ) P (Y y) P( X 2 y) P( y X y) FY ( y ) FY ( y)
0 y . , # $ , #
" ,
1
fY ( y ) {fX ( y) fX ( y )} , 0 y .
2 y
(%) , f X ( x) , f X ( x) f X ( x) , !
# ! #! fY ( y ) f X (x )
1
fY ( y ) fX ( y) , 0 y .
y
! #
1 y/2
fY ( y) e ,0 y .
2 y

! 3.3. + # %&
f X ( x) , x RX FX ( x ) , x R. ( ) 0
" f Y ( y) , y RY %&
Y | X | . (%)
1 x2 / 2
f X ( x) e , x ,
2
50

" f Y ( y) , y RY Y | X |.
( )* %& $ ! ! ! FY ( y ) 0
y 0,
FY ( y ) P (Y y) P(| X | y ) P( y X y) FY ( y ) FY ( y ) ,
0 y . , # $ , #
" ,
fY ( y) f X ( y) f X ( y) , 0 y .
(%) , f X ( x) , f X ( x) f X ( x) , !
# ! #! fY ( y ) f X (x )
fY ( y) 2 f X ( y) , 0 y .
! #
2 y/2
fY ( y) e ,0 y .

4. $

* " %& , # ! -
, "
" . / &
" "# %& !
" &! % ! # .* !
& ! "! & !
# %& % !
%& . (
& ! %& .
* ! %& & " !
& " .( ! ! & " .
4.1. ( )
! f (x ) P( X x ), 0,1, ... . # " ,
%( ) $ , "

E( X ) x f (x ) . (4.1)
0

(%)
f ( x) , x .# " "

E( X ) xf ( x)dx . (4.2)

)$ #" & ) ! %&

! % $ . $ !
x0 , x1 , ... " f (x ) $ x , 0,1, ... ,
(4.1) ! % ( ).
$ ! " f ( x)
 51

$ x, (4.2) $ & ! % . /
! ! "# # ! " .
! 4.1. + # " #! '
" % (%&. , 1.2). 0 & " ! E( X ) .
* " . .
1
f ( x) P( X x) , x 1, 2, ..., 6 .
6
! #, # 4.1 ( ),
1 6
1 2 3 4 5 6 21 7
E( X ) x .
6 x 1 6 6 2
( , # & , !
%& ! ! .
! 4.2. "# %&
! [ !, !] . 0 & " ! E( X ) .
* . .
1
f ( x) , ! x !.
2!
! #, # 4.1 (%),
!
x2
!
1
E( X ) xf ( x)dx xdx 0.
2! !
4! !

( ! %( ) 0, ) ! !.
( ! " $ # #
! . 4 ! &
# .
"# %& , "
f X ( x ) P( X x ) , 0,1, ... f X ( x) ,
x .( Y g( X )
%& " f Y ( y r ) P (Y yr ) , r 0,1, ... -
f Y ( y) , y $ ! # "
f X (x ) , 0,1, ... f X ( x) %& . ! #
! ! ! & ! Y g( X ) .
& , # 4.1,
& " " $.
" # .( & " !

E (Y ) E[ g ( X )] g(x ) f X (x ) , (4.3)
0

E (Y ) E[ g ( X )] g ( x) f X ( x)dx , (4.4)

.
52

* %& & ! ! #
%& .* ) !
! # # ! & ! (%&.
, 4.2) " # ! ! .* ,
" # ,
2
! & g( X ) ( X ) , %&
! E( X ) & $ # (4.3)
(4.4) & %& .
4.2. " E( X ) . #
2 2
, V (X ) X
, "
2
V (X ) E[( X )2 ]. (4.5)
! V (X ) ,

X V (X ) (4.6)
.
( # (4.3) (4.4), . .
" f ( x ) P( X x ), 0,1, ... ,

V (X ) (x )2 f (x )
0

. . f ( x) ,

V (X ) (x ) 2 f ( x)dx .

( & ) !
%& ! % $ )
! % .
( " % ! !
.
4.1. , ! ". #
E( X ) E( X ) , (4.7)
E[ g ( X ) h( X )] E[ g ( X )] E[h( X )] , (4.8)

2
V( X ) V (X ) , (4.9)

V (X ) E ( X 2 ) [ E ( X )]2 . (4.10)
. + # %&
" f (x ) P( X x ), 0,1, ... . # (4.3)

E( ) ( x ) f (x ) x f (x ) f (x ) E( X )
0 0 0
 53

E[ g ( X ) h( X )] [ g ( x ) h( x )] f ( x ) g(x ) f (x ) h( x ) f ( x )
0 0 0

E[ g ( X )] E[h( X )] .
( # , (4.4),
(4.7) (4.8).
( # 4.2 ! (4.7)
(4.8) !
V( X ) E ([ X ) E( X )]2 E ([ X E( X ) ]2 )
2
E( [X E ( X )]2 ) 2
E[( X %)2 ] 2
V (X ) .

# (X )2 , & . . !
E( X ) , 0 # , (4.7) (4.8)

V (X ) E[( X )2 ] E( X 2 2 X 2
) E ( X 2 ) E (2 X 2
)

E( X 2 ) 2 E( X ) 2
E ( X 2 ) [ E ( X )] 2 .
%# 4.1. # " . %&
2
E( X ) V (X ) , %&
X
Z (4.11)
! ! , # (4.7),
E(Z ) E[( X ) / ] [E ( X ) ]/ 0
, # (4.9),
2
V ( Z ) V [( X ) / ] V (X ) / 1.
* %& ' $ (4.11) & !
%& .
%# 4.2. ( " ". * ! (4.10) &
& %& , #
. %& ,
& $ &
) ,
( 2) E[( X ) 2 ] ,

(X )2 X (X 1) . ( ! !
V (X ) E[( X ) 2 ] E ( X ) [ E ( X )]2 . (4.12)
* ! (4.10)

(2) E[( X ) 2 ] E[ X ( X 1)] E( X 2 X) E( X 2 ) E( X ) .

! 4.3. + # " #! '

" % .0 & " V (X ) .
54

* " . .
1
f ( x) P( X x) , x 1, 2, ..., 6 .
6
! #, # (4.3)
1 6
1 4 9 16 25 36 91
E( X 2 ) x2 .
6 x 1 6 6
1 (4.10) (%&. , 4.1)
7
E( X )
2

2
91 # 7 91 49 35
V (X ) E ( X 2 ) [ E ( X )]2 ! .
6 "2 6 4 12
! 4.4. "# & " '# "
$ " ' .+ #
" # ! # '#. * "
%&
x
#1
f ( x) P( X x) ! , x 1, 2, ... .
"2
0 & " " # ' # E( X )
" # ' # V (X ) .
, # $ #

tx (1 t ) 1 , 1 t 1
x 0
!

xt x 1
(1 t ) 2 , x( x 1)t x 2
2(1 t ) 3 , 1 t 1.
x 1 x 2

! #
x 1 2
1 #1 1# 1
E( X ) xf ( x) x! !1 2,
x 1 2 x 1 "2 2" 2
2 x 2 3
#1 #1 1# 1
E[( X ) 2 ] ( x) 2 f ( x) ! x( x 1)! !1 4
x 2 "2 x 2 "2 2" 2
# (4.12)
V (X ) E[( X ) 2 ] E ( X ) [ E ( X )]2 4 2 22 2.

! 4.5. 0 & " %&

1
f ( x) , ! x !.
2!
 55

1 (4.4)
!
x3 !2
!
2 2 1 2
E( X ) x f ( x)dx x dx
2! !
6! !
3
# (4.10) (%&., 4.2)
E( X ) 0,

!2
V (X ) E( X 2 ) .
3
! 4.6. + #
%&
2(! x)
f ( x) ,0 x !,
!2
! 0 (%&. , 2.3). 0 & "
! E( X )
V (X ) .
* ! E( X ) , # 4.1,
!
x2 2x3
!
2 !
E( X ) xf ( x)dx x(! x)dx .
!2 0 ! 3! 2 0
3
(4.4),
!
2x3 x4 !2
!
2 2 2
E( X ) x f ( x)dx 2
x 2 (! x)dx
! 0 3! 2! 2 0
6
!
!2 !2 !2
V (X ) E ( X 2 ) [ E ( X )]2 .
6 9 18
! 4.7. + # ! ( & )
%&
1
f ( x) ,0 x !.
!
* $( ) # # -
2
! Y aX . 0 & " ! E( X )
V (X ) .
1 (4.4)
!
x3 !2
!
2 2 2
E (Y ) E( X ) x f ( x)dx x dx
!0 ! 3 0
3

2 2 !
2 2 4 2 4 4 x5 2
!4
E (Y ) E( X ) x f ( x)dx x dx ,
! ! 5 0
5
56

2
!4 2
!4 4 2! 4
V (Y ) E (Y 2 ) [ E (Y )] 2 .
5 9 45

5. A

1. + # %& !
0, x 0,
1
, 0 x 1,
5
13
, 1 x 2,
25
F ( x)
19
, 2 x 3,
25
23
, 3 x 4,
25
1, 4 x .
0 & " ( ) " P(1 X 3) , P( X 2) (%)
" f ( x) P( X x) , x 0,1, 2, 3, 4 .
2. + # & ! "
%&
0, x 0,
x
, 0 x 1,
2
1
F ( x) , 1 x 2,
2
x
, 2 x 4,
4
1, 4 x .

0 & " ( ) " P( X 2) , P(1 X 3) , P( X 3) (%)

f (x) .
3. "# ' ! # %#
! # %& (i, j )
i j 2 , i 1, 2, ..., 6 , j 1, 2, ..., 6 . 0 & "
" f X ( x) P( X x) , x 0,1, ...,10
FX ( x ) P( X x) , x %& .
4. (( ! ). + # $ & # $ ! # .
0 & " " fY ( y) P(Y y ) , y 0,1, ..., 5
FY ( y ) P(Y y ) , y %& $.
 57

5. + # ! %&
"
4 p3, x 0,
5 p (1 3 p ), x 1,
f ( x) P( X x)
2 p ( p 3) 1, x 2,
0, x 0, 1, 2.
0 & " " p, P( X 1) P (0 X 2) .
6. + # ! %&
"
#x 1
f ( x) c!! , x , 1,..., .
"k 1
1 # Pascal,
#x #x 1 #x 1
!! !! !!
" " " 1
& " c F (x) , x .
7. + # %&
f ( x) c | x |, | x | c ,
c 0. 0 & " ( ) " c, (%) F (x) ,
x ( ) " P(| X | 3 / 4) .
8. * % $ ( & & ) #& % $
! %&
cx, 0 x 1,
c, 1 x 2,
f ( x)
c(3 x), 2 x 3,
0, 3 x .
0 & " ( ) " c (%) " P ( X 3 / 4) ,
P(1 / 2 X 5 / 2) , P ( X 9 / 4) ( ) ! E( X ) V (X ) .
9. *
%&
f ( x) cx 3 (1 x) , 0 x 1.
( ) 0 & " " c " p1 P (0 X 1 / 3)
p 2 P(1 / 3 X 2 / 3) . (%) #& 4j &
( j 1) / 3 X j /3, $ 3j
, j 1, 2, 3 , & " ! ! &
! .
58

10. + # "# , & ,

%&
4 & 10 4
f X ( x) , 10 x .
x5
0 & " ( ) FX (x) , x (%) !
E( X ) V (X ) .
11. () " ). & & ( ) $ ) & #
.+ # Y g( X ) ,
0, 10 x 20,
1
, 20 x 40,
10
g ( x) 2
, 20 x 60,
10
3
, 60 x .
10
0 & " ( ) " f Y ( y) , y 0, 1 / 10, 2 / 10, 3 / 10
(%) ! & & E (Y ).
12. () " ). ' $
Z h( X ) ,
0, 10 x 20,
x 20
, 20 x 40,
10
h( x) 2( x 30)
, 20 x 60,
10
3( x 40)
, 60 x .
10
0 & " ( ) FZ (z ) , z (%)
" f z (z ) , z , ( ) !
E (Z ) .
13. !' , ,
%&
!x
f ( x) ! 2 xe ,0 x , (0 ! ).
0 & " ( ) F (x) , x , (%) "
# !' " ( )
! !' E( X ) .
14. + # %& "
1
f ( x) , x '1, ' 2, ..., ' .
2
0 & " ! E( X ) V (X ) .
 59

15. + # %&
f X ( x) 1 / 3 , 1 x 2.
0 " f Y ( y) Y | X |.
16. * & "# " #
%& ! [10, 12] .
! 2 ohm, "
2
Y 2X .
 3

1.

,
! " 2. # " $ ! -
. % & $
( ) '
& & " $ ( ()
( " (. )
( ) , &) -
. &)
' .* ( " &$ &
( ( ( $ $.# " $
! .

2. BERNOULLI

2.1. Bernoulli

( & $
. A ( ,
( A, A ) ' & ' $ , "
A A A A .+ ) ( (
A ( . % ,
& $ ' ( { , }. ,
Bernoulli. , (
P({ }) p , P({ }) 1 P({ }) 1 p q, (2.1)
( .
2.1. Bernoulli
p ( q 1 p ). ( - )
( - ) Bernoulli p.
, (
Bernoulli $ .
2.1. Bernoulli p

f ( x) P( X x) p x q1 x , x 0,1 . (2.2)
 61

0, x 0,
F ( x) q, 0 x 1, (2.3)
1, 1 x .

Bernoulli p
2
E( X ) p, V (X ) pq . (2.4)
! ". ( $ Bernoulli
{ , } X( ) 0 , X ( ) 1, &

P( X 0) P ({ :X( ) 0}) P ({ }) q,
P( X 1) P({ : X ( ) 1}) P({ }) p,
& (2.2).
(2.3) ' (2.2) (2.4) ". 2.
H
1
E( X ) xp x q 1 x
p
x 0

& ( ! :
1
2
V (X ) E[( X )2 ] (x p) 2 p x q1 x
p 2q q 2 p pq .
x 0

2.2. # $ % %

2.1.
Bernoulli p( q 1 p ),
Pi ({ }) p , Pi ({ }) q 1 p , i 1, 2, ..., ,
( ) .
p.
( -
& $ .
2.2.
p
f ( x) P( X x) p xq x
, x 0,1, ..., (2.5)
x

0, x 0,
[ x]
F ( x) p q , 0 x , (2.6)
0

1, x ,
[x] x.
62

! ". & $ (
! ( $ Bernoulli , ' "( " 9 ". 1, -
& { , } ,

{( 1 , 2 , ..., ): i { , }, i 1, 2,..., } .
+ {X x} & ' x

$ , ( &$ ( x
x
( & . $
, ! ,
x x
p q .
(

f ( x) P( X x) p xq x
, x 0,1, ..., .
x
# $
f ( x) 0, x 0,1, ..., , f ( x) 0 , x {0,1, ..., }
' "( ' (' - '( ,

f ( x) p xq x
( p q) 1,
x 0 x 0 x
( .
(2.6) ' (2.5)
(2.4) ". 2.
(2.5) (2.6)
( ' & '
( ' ' , # .
% 1 (2.5) & 1, 2, ..., 20
p 0,05, 0,10, ..., 0,50 . # ( p 0,5 q 1 p 0,5 ,
'

p xq x
q x
p ( x)
. (2.7)
x x

# $ & (
.
2.3.
(2.5). !

2
E( X ) p, V (X ) pq (2.8)
! ". . . , ' "( ,

E( X ) x p xq x
.
x 1 x
 63

. $
! ( 1)! 1
x x
x x!( x)! ( x 1)!( x)! x 1

1 1 1
E( X ) p xq x
p p yq 1 y

x 1 x 1 y 0 y
' "( ' (' - '(
1
E( X ) p( p q) p.

(2) E[( X ) 2 ] ( x) 2 p xq x
x( x 1) pxq x

x 2 x x 0 x

! ( 2)! 2
x( x 1) x( x 1) ( 1) ( 1)
x x!( x)! ( x 2)!( x)! x 2

2 2 2
(2) E[( X ) 2 ] ( 1) p xq x
( 1) p 2 p yq 2 y

x 2 x 2 y 0 y

( 1) p 2 ( p q ) 2
( 1) p 2 .
(
2
V (X ) E[( X ) 2 ] E ( X ) [ E ( X )]2 ( 1) p 2 p 2
p2 pq .

& '! ( 2.1. ( $ (

0 1 & . ( ) -
' ( ( (
1. ( ) - & ' P( X 2) P( X 7) .
( ) Bernoulli
1 ' ( $ 0
( . % ( ! Bernoulli
1/ 2 . + ( $
, ' "( /$ 2.2,

1
f ( x) P( X x) , x 0,1, ..., .
x 2
( ). $ % 1
2 8
P( X 2) (0,5) 8 0,0039 0,0312 0,1094 0,1445 ,
x 0 x
8 8
P( X 7) (0,5) 8 0,0312 0,0039 0,0351 .
x 7 x
64

& '! ( 2.2. ( &

AA, A " ) p, 2 q r, ! "' .
, ( & ( ) , ' "(
Mendel, & .
( ) & ( & )
( " & )
& AA . . ) "1 (
& AA ( ( ( , &
' ' ( ( Bernoulli ( .% &
9.2 ". 1)
p1 P ({ }) P( "1 ) ( p q ) 2 , q1 P ({ }) P( " 1 ) 1 ( p q) 2 .
( & ( ! ( $ Bernoulli
( $ & AA
(

f ( x) p1x q1 x
, x 0,1, ..., .
x
# ( ( $ & '(
p q r 1/ 4 , p1 1 / 4 , q1 3 / 4 , (
$ & AA , ' 4 $,

x 4 x
4 1 3
f ( x) , x 0,1, 2, 3, 4 .
x 4 4
( 4 & AA
4
3 175
P( X 1) 1 P( X 0) 1 0,6834 .
4 256
$ & AA
1
E( X ) 4 1.
4

3. PASCAL

3.1. # % %

3.1. Bernoulli
p( q),
Pi ({ }) p , Pi ({ }) q 1 p , i 1, 2, ... ,
( ) .
. # p.
& (
& $ .
 65

3.1. # p

f ( x) P( X x) pq x 1 , x 1, 2, ... (3.1)

0, x 1
F ( x) [ x]
(3.2)
1 q , 1 x ,
[x] x.
! ". + {X x} , $ & x-
, & ( $ )
&
{( , , ..., , )} ,
x 1 ( ) x- ( )
.. $ ! '
qx 1p .
( . .
f ( x) P( X x) pq x 1 , x 1, 2, ... .
# $
f ( x) 0 , x 1, 2, ... , f ( x) 0 , x {1, 2, ...}
' "( ' ( ( ( & (
( ),
f ( x) p qx 1
p (1 q ) 1
1,
x 1 x 1

( .
(3.2) '
(3.1) (2.4) ". 2.
# $ & & (
.
3.2. #
(3.1). !

1 2 q
E( X ) , V (X ) (3.3)
p p2
! ". ' ! & & (

E( X ) xpq x 1
p xq x 1

x 1 x 1

(2) E[( X ) 2 ] ( x) 2 pq x 1
pq x( x 1) q x 2 .
x 2 x 2
66

% ' , &(& ) & (

qx (1 q ) 1 ,
x 0
&
xq x 1
(1 q ) 2
, x( x 1)q x 2
2(1 q ) 3
.
x 1 x 2
(
p 1
E( X ) p xq x 1
,
x 1 (1 q ) 2 p

2 pq 2q
(2) E[( X ) 2 ] pq x( x 1) pq x 2
,
x 2 (1 q ) 3 p2

2 2q 1 1 q
V (X ) E[( X ) 2 ] E ( X ) [ E ( X )] 2 .
p p p2 p2
$ & ( .
' $ .
3.3. #
(3.1). !
P( X r|X ) P( X r) , , r 0, 1, ... . (3.4)
! ". {w : X ( w) r}
{w : X ( w) }, 0 {w : X ( w) r}
{w : X ( w) } $ (3.2),
P( X r, X ) P( X r)
P( X r|X )
P( X ) P( X )
r
1 F( r) q
qr
1 F( ) q

P( X r ) 1 F (r ) qr
& (3.4).
# $ $ & (
. '
r $
& $ ( )
' r $ .
( " ! ( ) !
) ( ( ).
& 3.1. '% ( $
$ &) Y X 1
(3.1) ( ! :
g ( y) P(Y y) P( X y 1) pq y , y 0,1, ... . (3.5)
 67

. .% & ( p. H
' (3.3):
q q
E (Y ) E ( X 1) E( X ) 1 , V (Y ) V ( X ) . (3.6)
p p2
& '! ( 3.1. + & $ " &
500 $. ' ,&
&
100 $. 1 !
p 4/5 ) $ . - & ' ( )
' 4 ' $ ( )
$ .
( ) ( $ $ & (

x 1
4 1
f ( x) P( X x) , x 1, 2, ...
5 5

0, x 1
F ( x) 1
[ x]

1 , 1 x .
5
(
4
1
P( X 4) F ( 4) 1 0,9984 .
5
( ) % $
Y 500 X 100( X 1) 600 X 100

E (Y ) 600 E ( X ) 100 .

1 5
E( X )
p 4
$
E (Y ) 650 .

3.2. Pascal

3.2. Bernoulli
p( q),
Pi ({ }) p , Pi ({ }) q 1 p , i 1, 2, ... ,
( ) . r-
. Pascal
r p.
68

Pascal &
$
3.4. Pascal r
p
x 1
f ( x) P( X x) prq x r , x r , r 1, ... (3.7)
r 1

0, x r
F ( x) [ x]
1 r r
(3.8)
p q , r x ,
r r 1
[x] x.
! ". + { X x} & ( $
) ( 1 , 2 , ..., x 1 , ) , r 1 x 1 $
x 1
x- , , (
r 1
&$ ( r 1 ( & x 1 .
&
prq x r .
(
x 1
f ( x) P( X x) prq x r , x r , r 1, ... .
r 1
# $
f ( x) 0, x r , r 1, ... , f ( x) 0 , x {r , r 1, ...}
$ ( & ,
r x 1
tx (1 t ) r , 1 t 1, (3.9)
x 0 x
&
x 1 r y 1
f ( x) prq x r
pr qy p r (1 q ) r
1,
x r x r r 1 y 0 y
( .
(3.8) '
(3.7) (2.4) ". 2.
# $ &
Pascal.
3.5. Pascal
(3.7). !

r 2 rq
E( X ) , V (X ) . (3.10)
p p2
 69

! ". . .
x 1
E( X ) x prqx r ,
x r r 1
, $
x 1 ( x 1)! x! x
x x r r
r 1 (r 1)!( x r )! r!( x r )! x r
(3.9), & "
x r y r
rp r qx r
rp r qy rp r (1 q ) r 1
.
x r x r y 0 y p
' ! & . .
x 1
[ 2] E[ X ( X 1)] x( x 1) prqx r
,
x r r 1
, $
x 1 ( x 1)!
x( x 1) x ( x 1)
r 1 ( r 1)!( x r )!

( x 1)! x 1
r ( r 1) r ( r 1)
( r 1)!( x r )! x r
(3.9), & "
x 1 r y 1
[ 2] E[ X ( X 1)] r ( r 1) p r qx r
r ( r 1) p r qy
x r x r y 0 y

r ( r 1) p r (1 q ) r 2
r ( r 1) p 2 .

( . .

2 r (r 1) r r2 rq
V (X ) E[ X ( X 1)] E ( X ) [ E ( X )] 2 .
p2 p p2 p2
& 3.2. ( % ( $ r-
! ( $ Bernoulli
p. ' &
Y X r
(3.7) .,
r y 1
g ( y) P (Y y) P( X r y) prq y , y 0,1, ... . (3.11)
y
. . % Pascal (
r p. ' '0
(3.10) ( ! :
r rq 2 rq
E (Y ) E( X ) r r , V (Y ) V ( X ) . (3.12)
p p p2
70

& 3.3. &' Pascal .

X r ,P ( $ r-
! ( $ Bernoulli p X ,

( $ ! ( $ Bernoulli
p. +
P( X r ,P ) P( X , r) , (3.13)

( ( $ r-
' ' ( ( $
r.
P( X r ,P 1) pP ( X , r 1) , (3.14)

( r- & 1
( ! ( ( ( & ' r 1
1 . (3.14) '
) % 1 ( ( (
& & ( ( Pascal.
& '! ( 3.3. 2 & ! '
& ., ( & & ' p 0,49 . - & '
( ) ( & '4 '
( ) $ & '
& '.
( ), ( ( $ & ' & '.
+ . . Pascal r 2, p 0,49
4
P( X 4) ( 1)(0,49) 2 (0,51) 2
(0,49) 2 {1 2(0,51) 3(0,51) 2 } 0,67 .
2

( ) $ & ' & ',

' "( $ (3.10),
2
E( X ) 4,08 .
0,49
& '! ( 3.4. ! Banach. #
& ( ' Banach, o Steinhaus
' "
(
& ( " & Pascal. , )
! .3 )
( &
( ' ! ( $ Bernoulli
p q 1/ 2 . , ( (
& & $ " '
. + & ( .
z 0,1, ..., . - &
f Z ( z ) P( Z z ) , z 0,1, ..., .
( ( &
! .% ' !
z ( $
 71

( 1) x ( 1) ( z) 2 z 1. + '
& ( ' $. ( , ' "( (3.7),
2 z
2 z 1
f Z ( z) P(Z z) 2 P( Z 2 z 1) , z 0,1, ..., .
2

4. &

( , ' "(
, ' & . , ( &
& & & , ( .
( ( &
& ( . #
.
4.1. r s ' )
# , , ) .&
( ) o )
# . . . # r, s .
& ( &
$ .
4.1. #
r, s

r s r s
f ( x) P( X x) , x 0, 1, ..., . (4.1)
x x
r s
! ". & $ N( ) & ,

( - ( " ( ' ! '. + &

r s
. + {X x} -
x x
" ( x r x ' s. ( , ' "(
,
r s r s
f ( x) P( X x) , x 0, 1, ..., .
x x
# $
f ( x) 0, x 0,1, ..., , f ( x) 0 , x {0,1, ..., }
' "( ' Cauchy,
r s r s
, (4.2)
x 0 x x
'
r s r s
f ( x) 1,
x 0 x 0 x x
72

( .
)
0 x ,0 x r, 0 x s
x
max{0, s} x min{ , r} .
# $ & & (-
.
4.2. #
(4.1). !

r 2 r s r s
E( X ) , V (X ) . (4.3)
r s r s r s r s 1
! ". . . , ' "( ,
r s r s
E( X ) x .
x 1 x x
. $
r r! ( r 1)! r 1
x x r r
x x!( r x)! ( x 1)!( r x)! x 1
' (4.2) Cauchy,
r 1 s r s 1 r 1 s r s
r r
x 1 x 1 x y 0 y 1 y

r s 1 r s r
r .
1 r s
H ' ! & . .
r s r s
(2) E[ X ( X 1)] x( x 1) .
x 2 x x
. $
r r! ( r 2)! r 2
x( x 1) x( x 1) r ( r 1) r (r 1)
x x!( r x)! ( x 2)!(r x)! x 2
' (4.2) Cauchy &
r 2 s r s 2 r 2 s r s
(2) r ( r 1) r (r 2)
x 2 x 2 x y 0 y 2 y

r s 2 r s r ( r 1)
r ( r 1) ( 1) .
2 ( r s )( r s 1)
 73

(
2
2 2 ( 1) r ( r 1) r r
V (X ) E[( X ( X 1)] E ( X ) [ E ( X )]
(r s )( r s 1) r s r s
r s r s
.
r s r s r s 1
& ( ' && ,& & u r s
( ' "( $ .
4.3. #
r
(4.1) u r s. u, r , s lim p,
u u
(r ) x ( s )
lim x
p x (1 p ) x
, x 0,1, ..., . (4.4)
u x (u ) x
r s r
! " . #' "( lim p 1
u u u u
s r
lim 1 lim 1 p.
u u u u
c
lim 0& (( u) c. (
u u
(r ) x r r 1 r x 1
lim lim px ,
u ux u u u u u u
( s) x s s 1 r x 1 x
lim x
lim (1 p ) ,
u u u u u u u u
(u ) 1 1
lim lim 1 1 1 1.
u u u u u
. $ & (4.4).
& '! ( 4.2. * ' $ (Feller, 1968). A
& ( u0 $.
0 ' r0 ' !
" ' . 2 0 '
0 ' . -
& u & pu , '
& 0 $ 0 .
% ' '
& ( ' ' ' ( ) ' "( (4.3)
pu ,

r u r u
pu , .

* & ( u $
74

pu , (u r )(u ) 1 ( / u)
pu 1, (u r )u 1 ( ) /(u r )

& ' 1 ( / u) ( ) /(u r ) 1

( / u) ( ) /(u r ) . ( pu , ( u !
u r/ , " u r/ &
& u [ r/ ] , [x ] x. u
& pu , ' (
0 $ .

5. POISSON

5.1.
x
f ( x) e , x 0,1, ... , (5.1)
x!
0 . . . Poisson .
# $
f ( x) 0, x 0,1, ... , f ( x) 0 , x {0,1, ...}
$ & ez ,
zx
ez , (5.2)
x 0 x!

x
f ( x) e e e 1,
x 0 x 0 x!
( .
. .
0, x 0
F ( x) [ x] (5.3)
e , 0 x ,
0 !
[x] x.
O % 2 (5.1)
Poisson & 0,1, 0,2, ...,10 .
Poisson * Simeon Denia Poisson
(1781-1840) ( && ( . #
Poisson ! 1837 $ .
5.1.
(2.5). # p 0 p (
# lim p ), 0 ,
 75

x
lim p x (1 p ) x
e , x 0,1, ... . (5.4)
x x!
! ". (2.5) ( , ' "(
p / , 1, 2, ... , ' & " ( !
x x
( )x
p x (1 p ) x
x
1 1 .
x x!
. $
( )x 1 x 1
lim x
lim 1 1 1 1,

lim 1 e , lim 1 1,

& (5.4).
& 5.1. && (5.4) & 20 p 10 / .
p " ( )
( ( p 0 & ) Poisson ( (
. " ( .
# Poisson '
$
5.2. Poisson
(5.1). !

2
E( X ) , V (X ) . (5.5)
! ". . . , ' "( ,
x x 1
E( X ) xe e ,
x 1 x! x 1 ( x 1)!
, $ (5.2) & $ (5.5).
' ! & . .
x x 2
2
(2) E[ X ( X 1)] x( x 1)e e
x 2 x! 2 ( x 2)!
, $ (5.2)
2
(2) E[ X ( X 1)] .

(
2
V (X ) E[ X ( X 1)] E ( X ) [ E ( X )] 2 2 2
.
& '! ( 5.1. &(& ' 4
& ( & $ '
' ' ( ) ( ! ( $ Bernoulli. 2
76

4 ' ( ( o
& " & ( p 0,01 . -
& ( $ 20 ( 4 '
' ( .
, ( ( ( $ ( 4 $ ( 20
(. (

20
P( X x) (0,01) x (0,99) 20 x , x 0,1, ..., 20 .
x
E 20 & p 0,01 $ p 0,2
10 && Poisson

0, 2 (0,2) x
P( X x) e , x 0,1, ...
x!
.. $ % 2 ,
P( X 1) P( X 0) P( X 1) 0,8187 0,1637 0,9824 .
# $ $ ( ,
P( X 1) P( X 0) P( X 1) 0,8180 0,1652 0,9832 .

& 5.2. & ( ) Poisson. (

" )
( & ) " & " $
( , ). * &
) "! &
& ( Petri
' (
' ! () "
( ). 1
$ " (
' ! !' ( ! .
, ( &
" & , $
( & ' "
.
# Xt " (
( t. * t, Xt
0,1, ... , $ t , Xt ,
t 0, ) & ( $
( ).
* Xt ( )
(0, t ] & ( +t t/ . #
' "(
& ( ) p ! +t t/ , 0,
& ( ) q 1 p .
 77

' Xt " ( ( !
)
t
P( X t x) ! p xq x
, x 0,1, ... , p ! .
x
& +t 0, lim p t, (
&
t ( t) x
P( X t x) e x 0,1, ... , ( 0, t 0) . (5.6)
x!
!) $ &
" ( " ) ! '
( ' Poisson.
( ) 2 & & ( . ( ( (
" $ t & (
& Poisson. # "
( Rutherford, Chadwick Ellis (1920) &
& & 2608 ( 7,5 (.+
' (
Poisson 3,87 .
( ) & ( ( ( "( $ (,
' . ,
( ( "( $ (
Poisson. ( "( $ (
" "(
Poisson.
(&) ( ( (
' ' ( , , . .)
Poisson. + ( "
& ( ' ( ( & ' &
.
( ) ( $ " )
$ $ $ . 2 0
& $
$ " .
( ) " ( "
. ( $ " " t
&( $ ( &' ( Poisson.
'
& .
( )2 Petri (,
( , ( ) &( . (
( " t &( ( Poisson.
& " , (
& & ( , " Poisson. #
! & " &
Poisson.
78

& '! ( 5.2. # & !

80 ( 4
" ) $ .% ( )
' ( ) & ! ' ;
( $ " ) $
Poisson

4 4x
P( X x) e , x 0,1, ... .
x!
(, $ % 2 &
( ( )
P( X 2) 1 P ( X 0) P ( X 1) 1 0,0183 0,0733 0,9084 ,
! 0 .* (
( )
4
P( X 5) 1 P( X x) 1 0,0183 0,0733 0,1465 0,1954 0,1954 0,3711 ,
x 0

& ! 0 .
& '! ( 5.3. ( $ ' &
& Poisson 3 ' .
- & ' ( ' ( ) '2
,( ) '4 2 $ , (&) 2
2 ' ' .
Xt ( $ ' & &
t $ Poisson

3t (3t ) x
P( X t x) e , x 0,1, 2, ... .
x!
(, $ % 2 , ( )
2
3 3x
P( X 1 2) e 0,0498 0,1494 0,2240 0,4232
x 0 x!
( )
4
6 6x
P( X 2 4) e 0,0025 0,0149 0,0446 0,0892 0,1339 0,2851 .
x 0 x!
% ( $ 2 ' ' (
3
P (Y y) (0,4232) y (0,5768) 3 y , y 0,1, 2, 3
y
(&)
3 3
P (Y 2) (0,4232) 2 (0,5768) (0,4232) 3 0,3857 .
2 3
 79

6.

1. , ( ' ' 12 " . -

' ( 0( $
' ' .
2. , ( 10 0
" 5" " " 4"
" .- & 5 0 "
" " .
3. , ( ' p 0,3 . -
& ( $ ' $
" & ' 0,9.
4. , ( ( (
! p q 1 p. 1
" ! (
0. X ( , ! ( )
Y (X )/2 (
( , p) ( ) E ( X ) v( 2 p 1) , V ( X ) 4 pq .
5. , ' &) " .
'& p 0,1 . - & '
( ) '& ( )
( & ( ' & .
6. , ( ' 0,9. -
& ' ( ) ' 5 ' &
( ) ( $ ' & .
7. ( ! ( $ Bernoulli
p 1/ 2 ( ( $ "
& $ " ' ( $.5 !

1 [ x / 2]
x
f ( x) P( X x) x 2
, x 0, 1,... .
2 0

8. , ( " & -
" $ 0 . , ( ( 0(
' . p ( 0 0
& & ' ( ) f ( x) P( X x) ,
x , 1,... ( ) E( X ) V (X ) .
9. , ( ' &( ) & $
' ) $ &
& p q 1 p.
( ( $
! ( & $ & f ( x)
P( X x ) , x 1, 2,..., .
80

10. ( ! ( $ Bernoulli
p. - & ' ( ) &
$ ( ) $ r
.
11. 125 & ) 50 & ., ( &
& & & 5 & ) .- &
( !' ( 5 2 & , $ ( )
' ( & $ !' ( 5 ( ) &&
.
12. ( 1 ,
!& ( . , (
& ' !& .- & ' ( )
f ( x) P( X x) ( ) E( X ) V (X ) .
13. , ( 350 ( 42 & " .
& ' ( ) (
& x ( ) ( 10
& 3 .
14. 2 " $ 0,1% '
' .
" 5000 & ' ' '
( ) '3 ( ) '2
' (&) '4 ' .
15. , ( ( $ ' & &-
Poisson.
'
' ' $ , & ' ( )
( ) ' ' ' '
.
 4

1.

H
( ) ! "
( ) ! ( ) # .
$# " , % "
! [ , ], # . &
!' "
P( x1 X x2 ) c( x 2 x1 ) , x1 x2 , (1.1)
c " . (" x1 , x2
" P( X ) P( X ) 1
1
c . (1.2)

$ , %
, P( X x) 0 # ! x R, #
! ! # . )
.
& ! % , (1.1)
(1.2),
0, x
x
F ( x) , x (1.3)

1, x .
& ! " # #' ! !#
! % :
1
, x
f ( x) (1.4)
0, x x .

1.1.
(1.4). . . U( , )
[ , ]. ! .
82

$ ! "
.
1.1. "
U( , ) . ! "

2 ( )2
E( X ) , V (X ) . (1.5)
2 12
.& " . . , ,

1 x2 2 2
E( X ) xdx
2( ) 2( )
2 2
( ) ( )( ),

E( X ) .
2

1 x3 3 3
E( X 2 ) x 2 dx
3( ) 3( )
3 3 2 2
( )( ),
2 2
E( X 2 ) .
3
& ! . .
2 2 2 2
2 2 ( )2
V (X ) E ( X 2 ) [ E ( X )]2 .
3 4 12
1.1. " # " %
* . ) # " *
## " " . ) !
## " "
4 4
U( , ) 10 / 2 , 10 / 2 . + #
( ) ! "
4
# 10 / 3 (%) " ! !
" .
( ), (1.3) 10 4 / 2 , 10 4 / 2

P (| X | 10 4 / 3) 1 P (| X | 10 4 / 3) 1 [ F (10 4 / 3) F ( 10 4 / 3)]
2 1
1 .
3 3
(%) $ (1.5) "
2
E( X ) 0, V ( X ) 10 8 / 12 .
 83

1.2. - ! # " #
! 10 !, ' #! 5 . . "
%! ! "
! 7:20 7:40 # " ( )
4 ! (%) ! 7 !.
- ! . %! , !
# 7:20. ) . . " !
[0, 20] "
0, x 0
x
F ( x) , 0 x 20
20
1, x 20.

( )) # %! " 4 !
! ! 7:26 7:30 ! 7:36
7:40. "
2
P( A) P (6 X 10) P(16 X 20) {F (10) F (6)} {F (20) F (16)} .
5
(%) ) $ %! " ! 7 !
! ! 7:20 7:23 7:30 7:33.
"
3
P( B) P (0 X 3) P (10 X 13) {F (3) F (0)} {F (13) F (10)} .
10

2. ERLANG

2.1. !" #!$ ! # %& $

2.1.
x
e , 0 x
f ( x) (2.1)
0, x 0,
0 . . . .
$ ! (2.1)
x x
f ( x)dx e dx e 0 1,
0

! .
& ! . . , (2.10) . 2,
0, x 0
F ( x) x
(2.2)
1 e , 0 x .
2.1. " -
(2.1). ! "
1 2 1
E( X ) , V (X ) 2
. (2.3)
84

.& " . . , ,

x 1
E( X ) xf ( x)dx xe dx ye y dy ,
0 0

y x. '
! !#

ye y dy yde y
[ ye y ]0 e y dy [ ye y
e y ]0 1
0 0 0

"
1
E( X ) .

1
E( X 2 ) x 2 f ( x)dx x2e x
dx 2
y 2 e y dy
0 0

y 2 e y dy y 2 de y
[ y 2 e y ]0 2 ye y dy [ y 2e y
2 ye y
2e y ] 0 2
0 0 0

2
E( X 2 ) 2
.
"
1
V (X ) E ( X 2 ) [ E ( X )] 2 2
.

& . )
.
2.2. "
(2.1). !
P( X x y| X x) P( X y) , x 0, y 0. (2.4)
.& " " {X x y} "
" {X x} , %! * {X x y} { X x}
(2.2),
P( X x y, X x) P( X x y )
P( X x y| X x)
P( X x) P( X x)
(x y)
1 F ( x y) e y
x
e
1 F ( x) e

y
P( X y) 1 F ( y) e
" (2.4).
 85

#$ 2.1. " . Poisson X t , t 0 "

E( X t ) t (% . / 5.2 . 3) !
" # ( !
" #). {T t} ,
# ! # t,
{ X t 0} , " # t " ,
(5.6) . 3, !# "
t
P (T t) P( X t 0) e ,t 0
! . . !,
0, t 0
F (t ) t
(2.5)
1 e , 0 t .
" , (2.2) ! " #
" . Poisson " . 0
! .
" . Poisson " .
2.1. - ! ! , "
! , " 10 !.
," # ! ! #
" " ! ! ! " " .+
# " ( ) 10 !
(%) . 10 20 .
! ,
0, x 0
F ( x) x / 10
1 e , x 0
' ( )
1
P( X 10) 1 F (10) e 0,3679 ,
(%)
1 2
P (10 X 20) F ( 20) F (10) e e 0,3679 0,1353 0,2326 .

2.2. # %& $ Erlang

2.2.

1 x
x e , 0 x
f ( x) ( 1)! (2.6)
0, x 0,
" 0 . . .
Erlang " .
$ ! (2.6)

I x 1e x dx ( 1)! , 1, 2,... , (2.7)

0
86

1 x 1 1
f ( x)dx x e dx y e y dy 1 ,
( 1)! 0 ( 1)! 0
! .
) I , 1, 2,... # , '
! !# , . :

I 1 x e x dx x de x
[ x e x ]0 x 1
e x dx
0 0 0

"
I 1 I , 1, 2,... . (2.8)
' ! # # "

I1 e x dx 1 ,
0

!# (2.7).
2.3. " Erlang
(2.6). ! "
2
E( X ) , V (X ) 2
. (2.9)

.& " % ,

x 1
E( X ) xf ( x)dx x e dx y e y dy
( 1)! 0 ( 1)! 0
(2.7) !#
!
E( X ) .
( 1)!

1
E( X 2 ) x 2 f ( x)dx x 1
e x
dx 2
y 1
e y dy
( 1)! 0 ( 1)! 0

( 1)! ( 1)
E( X 2 ) 2 2
.
( 1)!
" ! . .
2
2 ( 1)
V (X ) E ( X 2 ) [ E ( X )] 2 2 2 2
.
 87

#$ 2.2. " . Poisson X t , t 0 "

E( X t ) t (% . 5.2 . 3) T
" # - ( !
" #). {T t} , -
# ! # t
{X t }, " # t
, (5.6) . 3, !# "
1 1
t ( t)
P (T t) P( X t ) P( X t ) e ,t 0.
0 0 !
& ! . .T

t
1
( t)
F (t ) 1 e ,t 0, (2.10)
0 !
F (t ) 0, t 0. / # #' t
d t
1
( t) t
1
( t) 1
F (t ) e e
dt 0 ! 1 ( 1)!
" ! . .T

1 t
f (t ) t e ,0 t .
( 1)!
& 1 A. K. Erlang (1878-1929).
$ " (2.10),
t
1 x
F (t ) x e dx
0
( 1)!
!# #" "
t
1 x t
1
( t)
F (t ) x e dx 1 e . (2.11)
0
( 1)! 0 !

2.2. & ! " #

% %
Erlang " E ( X ) 10 % !
V (X ) 5 % . & "# " #
" 15 % . + #
!#
" # .
& % " !
1 x
f ( x) x e ,0 x
( 1)!
" 0 .& " ! ,
(2.9)
E( X ) , V (X ) 2
88

E ( X ) 10 , V ( X ) 5,
4, 2/ 5.
"
( 2 / 5) 4 3 2x/5
f ( x) x e ,0 x
3!
!#
" #
(2 / 5) 4 3 2x/5
P( X 15) x e dx .
15
3!
, (2.11) / 2 !

3
6 6
P( X 15) e 0,1422 .
0 !
2.3. - !
% ! !# !#
Poisson " 8! ! " .+ #
( ) " ! . ,
" , ! 12 (%) "
" ! . .
( ) Xt ! t
Poisson " E( X t ) t, 8 / 24 1 / 3 .
T3 Erlang !
2
t/3 (t / 3)
F (t ) 1 e .
0 !
"
2
4 4
P(T3 12) 1 F (12) 1 e
0 !
/ 2 !
Poisson
P(T3 12) 1 (0,0183 0,0733 0,1465) 0,7619 .

(%) & " T3 , (2.9),

3
E (T3 ) 9.

3. ANONIKH KATANOMH

& ! *
! * # .&
! De Moivre Laplace # "##
# #! . Gauss, ! ,
##
 89

! . & !
Karl Pearson.
3.1. X
2
1 x
1 2
f ( x) e , x , (3.1)
2
0 .
2
N( , )
2
" .
$ ! (3.1)
! z (x )/ u z/ 2
Euler,

u2
e du ,
2

2
1 x
1 2 1 z2 / 2 2 u2
f ( x) dx e dx e dz e du 1 ,
2 2 0

! .
#$ 5.1. & ." " "
( / $ #!
# .$# " , ! ' !
" . 0 # ,
" " " . , " "
" ! "
## .) ! " #!
! "## .!
! " . , ! -
! ! ( . . * , %! , % # )
( # ! ! )
& " ! !#
.
3.1. "
(3.1). ! "

2
E( X ) , V (X ) . (3.2)
.& " %
2
1 x
1 2
E( X ) xe dx .
2
(" z (x )/ , x z,
90

1 z2 / 2 1 z2 / 2 1 z2 / 2
E( X ) e dz ze dz e .
2 2 2
& ! %
2
1 x
1 2 2
V (X ) (x ) e dx .
2
(" z (x )/ ! !#

2 1 z2 / 2 1 z2 / 2
V (X ) z 2e dz 2
zde
2 2

2 1 z2 / 2 2 1 z2 / 2 2
ze e dz ,
2 2
" . .
) !# ! f (x) , x
.& ! ' "
!. x ! . "
. $# " , .
#! " (% "
$ 3.1).

'$ 3.1. & ! f (x)

" !'
2
" 0 ! 1. $ ! "
% Z (X )/ " ! (% " / ! #
3.1 3)
1 z2 / 2
( z) e , z .
2

& % %, N (0, 1) , "

. & # ! !
" $ 3.2. &
 91

"

z
1 t2 / 2
&( z) e dt , z .
2

" " &( z) #

z 0 " 3 % 0,01. 0 &( z) # z
3 " 0 "
.

'$ 3.1. & ! "

3.2. "
&( z) , z , "
&( z) &( z) 1 , z .
.& ! &( z)
z
1 t2 / 2
&( z) e dt ,
2
t u,
z
1 t2 / 2 1 u2 / 2
&( z) e dt e du .
2 2 z

"
z
1 t2 / 2 1 u2 / 2 1 t2 / 2
&( z ) &( z) e dt e du e dt 1.
2 2 z 2
. .
& "## ! # #!
( ! ! ) ! ,
! # p 1/ 2 De Moivre 1733 # -
p Laplace 1812, . .
3.3.
92

f ( x) p xq x
, x 0,1, ..., ,
x
q 1 p 0 p 1. ! ( ! ) '
"
2
1 x p
1 2 pq
f ( x) " e , x .
pq 2

, #" .
3.1.
" p. ! ( ! ) ' "
p p
P( X )"& & , .
pq pq

#$ 3.1. ( " . & "##

!
#! . 0 !, "##
" ## % ! -
" .$ f ( x) P( X x) ,
x 0,1, ... ## ' P( x 1 / 2 X x 1 / 2) "
"##

x p 1/ 2 x p 1/ 2
P( X x) " & & .
pq pq
0

p 1/ 2 p 1/ 2
P( X )"& & , .
pq pq

3.1. " ! X #
" 270 " 30
" . + # !
! .
!# " % Z (X )/ , 270
30 , !# # ' " "
X 270 210 270
P( X 210) P P( Z 2) & ( 2) 1 & ( 2) .
30 30
" " & ( 2) 0,9772
"
P( X 210) 1 0,9772 0,0228 " 2% .

3.2. - %
2
N( , ). + # " "
" ,# 1, 2, 3 .
 93

!# " % Z (X )/ !# #
' " "
P(| X | ) P(| Z | ) P( Z ) &( ) & ( ) 2& ( ) 1 .
" " & (1) 0,8413 ,
& ( 2) 0,9772 , & (3) 0,9987 "
P( X ) P(| X | ) 0,6826 " 68% ,
P( 2 X 2 ) P(| X | 2 ) 0,9544 " 95% ,
P( 3 X 3 ) P(| X | 3 ) 0,9974 " 99,7% .
$ !, 68% ' '
' , 95% '
99.7% "
'.
3.3. ! X #
" 30 !
1,2 !. + # ( ) !
% 28 ! (%) ! 2 10
! % 28 !.
( ) !# " % Z (X )/ , 30
1,2 , ! % 28
!
X 30 28 30
P( X 28) P P( Z 1,67) 1 & (1,67) 0,0475 " 5%
1,2 1,2
(%) ) ! 28
10
p P( X 28) 0,05 ,
10
P(Y y) (0,05) y (0,95)10 y , y 0,1, ...,10 .
y
" ! 2 10 !
% 28 !
P(Y 2) 1 P(Y 2) 1 P (Y 0) P(Y 1)
10 10
1 (0,05) 0 (0,95)10 (0,05)1 (0,95) 9 0,086 .
0 1

3.4. - " # "# "

# p !
# " " .( )+ # "# # "
# ! " "
# p # 1%
! 95%. (%) # p 0,03 (
! " ) " "# # ;
94

( ) # !
" , %
" p. ) # !
" X/ , ' .
X
P p 0,01 0,95 .

, "##
" '

X X 0 ,01 X p 0 ,01
P p 0,01 P 0,01 p 0,01 P
pq pq pq

0 ,01 0 ,01 0 ,01

"& & 2& 1
pq pq pq

0 ,01
2& 1 0,95
pq

0,01
& 0,975 .
pq

/ 3 " " # (1,96) 0,975

0.01
1,96
pq
"
38416 p (1 q ) .

/ ! g ( p) p (1 p ) p p2 # #
p 0,5 ,
p (1 p ) 0,5(1 0,5) 0,25
" "# #
38416 $ 0,25 " 9604 .
(%) # p 0,03 ,
p (1 p ) 0,03(1 0,03) 0,0021
" "# #
38416 $ 0,0021 " 81 .
 95

6.

1. - % " !
[ , ]. E( X ) 1 V (X ) 3, ( ) # " , (%)
! % Y |X| (#)
% E (Y ) V (Y ) .
2. - % " !
[0, 1] . 1 . ! %
1 1
Y log
1 X

0, y 0
FY ( y ) y
1 e , 0 y .
! .
3. (* " ). - Z h( X ) , h( x) z # 1 qz x 1 qz 1, z 0, 1,... ,
0 q 1. 1 . % % #
!
f Z ( z) pq z , z 0, 1,... ,
p 1 q.
4. - Xt ! !
" ! t . # " ! [0, s]
"% " ! , . # ! !
! [0, s] .
5. ' "
" E ( X ) 1000 .) # ! -
!' ## ! .+ # "
! 0,95 ' ## .
6. # !
" E( X ) . 0 !
# ! " . + #
.
7. ' # " #
" 3 " . + # ( )
" ! % # !
! 2 " 4 " (%) " " !
% # ! # 5 ! " "
" 2 " ! . (#) # 3 !
10 ! % # ! !
2 " 4 " .
96

8. - ! " % '
" " Erlang " 5
! 2,5 ! . . "
# " " " 8 ! #
" ' .
9. ) %! #" # "
" 3,400 ! # # 3,350 ! #
0,400 ! # # 0,350 ! #
.+ # ( )" #" # " %!
# 4,000 (%) " #" " %!
# 3,000 3,700 .
10. ) * X
" 175 5 . + -
# ! * ( ) # 175,
(%) # 180 (#) . 170 180. + #
# 6 ( ) * ! 180
( ) * " " " .
11. 2 !' %
" 40
1. % [39, 40] , %
. + # ( )
% !# , (%) # 5%
(#) # 100
% 20 " .
12. - ! ( # )
" 50 ! 4. - 25 "
! X 47 " " 25 . X 47
# " " 15 . + # -
" ! .
13. ( ) X % " !
2
c" # "
P(X c ) 2P ( X c) ,

c 0,43
(%) "
" 110 mg/dl ! 25 mg/dl %
c # % !
% .
14. ( ) + # 40 *
20 " "##
" . (%) / ! % ;
15. $ #
. % # !
! ' 295 " #" 240 "
 97

#" . " !
" 9 10 " , !
# !# " ;
16. & # "
! "## " 250
50. ( ) + #
. 200 260. (%) + %
c " 10%
% c.
17. - " # "# " #
p .( )+ #
# " # p
# 0,05 ! 0,99. (%) #
# p 0,3 , " "#
# ;
18. - % "
% !
f ( x) 2(1 x) , 0 x 1.
' % "
# 1 / 2. + # %
"
! 0,98.
K 5

1.

! " # #
! # ! . $ "
# % 2 # !# # #
! " # " ! "
" , # # # & .
', ' !" (
" ! " # . ) #
! # ( ! ! " " .
# !# ( ! ! " ( )
# ! " .) .
1.1. ( ) .
( X ,Y )
.
( x, y )
x X( ) y Y( ) .
) " ( " ,! ) # # # & "
! # ( ) # & # .
1.2. #
F ( x, y ) P( X x, Y y) P ({ :"( ) x , Y( ) y}) , (1.1)
x , y ,
( X ,Y ) "
!.
) " # !
# & ( X ,Y ) & #
( FX ,Y
( x, y ) FX ,Y ( x, y ) .
) " &
[0,1] ,
0 F ( x, y ) 1 , x , y . (1.2)
#
 99

F( , y) lim F ( x, y ) P( ) 0 , F ( x, ) lim F ( x, y ) P( ) 0,
x y

F( , ) lim F ( x, y ) P( ) 1 .
x
y

F ( x, ) lim F ( x, y ) P( " x) FX ( x) , x , (1.3)

y

F( , y) lim F ( x, y ) P (Y x) FY ( y ) , y . (1.4)
x

FX ( x ) P( X x) , x # & X
# # & ( X ,Y ) # ,
, ". #
FY ( y ) P(Y y) , y # & ! #
!.
1.1.
# # !# 0, 1 2. ! "
#
{(0, 0), (0,1), (0, 2), (1, 0), (1,1), (1, 2), (2, 0), (2,1), (2, 2)} ,

32 9 * " {0,1, 2} ',

! ( ! (i, j ) i # " j #
.) " 9 ! # # # .+ "
1 ! 2
. , ! F ( x, y ) ,
x , y " FX (x) ,
x FY ( y ) , y # & " " !.
" ! !#
(
1.1 * .- # & " !
x 0, 1, 2 y 0,1, 2 #
" :
( ){ : "( ) x, Y( ) y} ,
! x 0, y , x , y 0,
(&) { :"( ) x , Y( ) y} {(0, 0)} ,
! 0 x 1, 0 y 1,
(!) { :"( ) x, Y( ) y} {(0, 0), (0, 2), ( 2, 0)} ,
! 0 x 1, 1 y 2,
( ){ :"( ) x, Y( ) y} {(0, 0), (0, 2), (2, 0), ( 2, 2)} ,
! 0 x 1, 2 y ,
( ){ :"( ) x, Y( ) y} {(0, 0), (0,1), (1, 0)} ,
! 1 x 2, 0 y 1,
100

( ){ :"( ) x, Y( ) y} {(0, 0), (0,1), (0, 2), (1, 0), (1, 2), ( 2, 0), ( 2,1)} ,
! 1 x 2, 1 y 2,
(() { :"( ) x, Y( ) y} {(0, 0), (0,1), (0, 2), (1, 0), (1, 2), ( 2, 0), ( 2,1), ( 2, 2)} ,
! 1 x 2, 2 y ,
( ){ :"( ) x, Y( ) y} {(0, 0), (0,1), (1, 0), (1,1)} ,
! 2 x , 0 y 1,
( ){ :"( ) x, Y( ) y} {(0, 0), (0,1), (0, 2), (1, 0), (1,1), (1, 2), ( 2, 0), ( 2,1)} ,
! 2 x ,1 y 2,
(){ :"( ) x, Y( ) y} ,
! 2 x , 2 y .

0, x 0, y ,
x , y 0,
1 / 9, 0 x 1, 0 y 1,
3 / 9, 0 x 1, 1 y ,
4 / 9, 0 x 1, 2 y ,
F ( x, y ) 3 / 9, 1 x 2, 0 y 1,
7 / 9, 1 x 2 1 y 2,
8 / 9, 1 x 2, 2 y ,
4 / 9, 2 x , 0 y 1,
8 / 9, 2 x , 1 y 2,
1, 2 x , 2 y .
" # & " " !, #
(1.3) (1.4), '
#
0, x 0, 0, y 0,
4 / 9, 0 x 1, 4 / 9, 0 y 1,
FX ( x) FY ( y )
8 / 9, 1 x 2, 8 / 9, 1 y 2,
1, 2 x y. 1, 2 y .

2.

2.1. $ ( X ,Y )
1
R X ,Y {( x0 , y 0 ), ( x0 , y1 ), ( x1 , y 0 ), ..., ( xi , y j ), ...} . # f
( xi , y j ) , i 0,1, ... , j 0,1, ... ,

f ( xi , y j ) P( X xi , Y yj) P({ :"( ) xi , Y ( ) y j }) , (2.1)

 101

i 0,1, ... , j 0,1, ... ,

( X ,Y ) "
!.
) " # !
# & ( X ,Y ) & #
( f X ,Y
( xi , y j ) f X ,Y ( xi , y j ) . ) " , "
R X ,Y {( x0 , y 0 )} {( x0 , y1 )} {( xi , y j )} , P[( X , Y ) R X ,Y ] -
! #

P[( X , Y ) R X ,Y ] P( X xi , Y y j ) 1.
j 0 i 0

# (2.1), ,
# :
f ( xi , y j ) 0, i 0,1, ... , j 0,1, ... , f ( x, y ) 0 , ( x, y ) R X ,Y (2.2)

f ( xi , y j ) 1 . (2.3)
j 0 i 0

f ( xi , y j ) P ( X xi , Y y) , i 0,1, ... , j 0,1, ... ,

# &
F ( x, y ) P ( X x, Y y ) , x , y . )! -
# x0 x1 x 2 y0 y1 y2 ,

0, x x0 , y x , y y0
s r
F ( x, y ) (2.4)
f ( xi , y j ), x r x xr 1 , ys y s 1 , r, s 0,1, ...
j 0 i 0

f ( xi , y j ) F ( xi , y j ) F ( xi 1 , y j ) F ( xi , y j 1 ) F ( xi 1 , y j 1 ) , (2.5)

! i 0,1, ... , j 0,1, ... , x 1 , y 1 ..

F ( x, y ) f ( xi , y j ) , x , y ,
y j y xi x

# xi # # # x
yj # # # y.

2.2. $ ( X ,Y )
,
f ( x, y ) 0, x , y (2.6)

f ( x, y ) dxdy 1 (2.7)
102

, , ,

P( " , ! ) f ( x, y )dxdy . (2.8)

# f ( x, y ) , x , y
( X ,Y )
" !.
) " # !
# & ( X ,Y ) & #( f X ,Y ( x, y )
f X ,Y ( x, y ) . ) " (2.8) #
y x
F ( x, y ) f (t , u )dtdu , x , y . (2.9)

f ( x, y ) # # ( x, y ) ! !#
(
#
2
F ( x, y )
f ( x, y ) . (2.10)
y x
(2.9) (2.10) # # (2.4) (2.5) ! #
# & . ) !"!
" (2.10) ! !!
P( x X x h1 , y Y y h2 ) f ( x, y )h1h2
! h1 0 , h2 0.
# # &
( X ,Y )
f ( xi , y j ) P( X xi , Y yj), i 0,1, ... , j 0,1, ...

f X ( xi ) f ( xi , y j ) , i 0,1,... . (2.11)
j 0

/ "

P( X xi ) P( X xi , Y yj), i 0,1, ...

j 0

# # #
& ",
f X ( xi ) P( X xi ) , i 0,1,... ,
# # # & ( X ,Y )
# , , ". !
" f Y ( yi ) P(Y yj), j 0,1, ... #
& !:
fY ( y j ) f ( xi , y j ) , j 0,1, ... . (2.12)
i 0
 103

f X ( xi ) fY ( y j ) -
# , # f ( xi , y j )
# & ( X ,Y ) , ! # #
-# 2.1. ) " # #
# # # !
(2.11) (2.12) # # ! " " .
f ( x, y )
! y0 y1 yj f X (x)
"
x0 f ( x0 , y 0 ) f ( x 0 , y1 ) f ( x0 , y j ) f X ( x0 )

xi f ( x1 , y 0 ) f ( x1 , y1 ) f ( x1 , y j ) f X ( x1 )

xi f ( xi , y 0 ) f ( xi , y1 ) f ( xi , y j ) f X ( xi )

fY ( y) f Y ( y0 ) f Y ( y1 ) fY ( y j ) 1

! 2.1. " .

) # # & ( X ,Y )
f ( x, y ) , x , y "
# & " " ! #

f X ( x) f ( x, y )dy , x (2.13)

fY ( y) f ( x, y )dx , y . (2.14)

2.1. # & " ! - #

!
1.1. " " !, #
!#( 2.1 (2.11) (2.12), #
-# 2.2.
f ( x, y )
! 0 1 2 f X (x)
"
0 1/9 2/9 1/9 4/9
1 2/9 2/9 0 4/9
2 1/9 0 0 1/9
fY ( y) 4/9 4/9 1/9 1

! 2.2. " .
104

2.2. # # & ( X ,Y ) #
! 0 x 1 , 0 y 1. ,
"
# & " " !.
!
P( x1 X x 2 , y1 Y y2 ) C ( x2 x1 )( y 2 y1 )
0 x1 x 2 1 , 0 y1 y 2 1 C # !# . 0
x1 0 , x 2 1 , y1 0 , y 2 1 #
P (0 X 1, 0 Y 1) C
P (0 X 1 , 0 Y 1) 1 # C 1.
F ( x, y ) P ( X x , Y y) , x , y
# & ( X ,Y ) #
0, x 0, y ,
x , y 0,
xy, 0 x 1, 0 y 1,
F ( x, y )
x, 0 x 1, 1 y ,
y, 1 x , 0 y 1,
1, 1 x , 1 y .
- ! !#
( ! ( X ,Y ) :
1, 0 x 1, 0 y 1
f ( x, y )
0,
" " !, (2.13)
(2.14), #
1
f X ( x) dx 1 , 0 x 1
0

1
fY ( y) dy 1 , 0 y 1.
0

3.

/ # &
# # & ! #
& . ! ! ! # #
. . ! ! * ! #
# & .
# # & ( X ,Y )
f X ,Y ( xi , y j ) P( X xi , Y yj), i 0,1, ... , j 0,1, ...
 105

fY ( y j ) P(Y yj), j 0,1, ...

" !.
f X ,Y ( xi , y j )
f X |Y ( xi | y j ) ,i 0,1, ... (3.1)
fY ( y j )

xi , yj # & !
! # fY ( y j ) 0, # # . )! ,
,
P( X xi , Y yj)
P( X xi | Y yj) ,i 0,1, ...
P (Y yj)

#
f X |Y ( xi | y j ) P( X xi | Y yj), i 0,1, ... . (3.2)
! # .
3.1. ( X ,Y ) f X ,Y ( xi , y j ) ,
i 0,1, ... , j 0,1, ... f Y ( y j ) , j 0,1, ...
!. # (3.1)
" Y yj.

! #
( ! X xi .
" # # & ( X ,Y )
f X ,Y ( x, y ) , x , y fY ( y) ,
y " !.
f X ,Y ( x, y )
f X |Y ( x | y ) , x (3.3)
fY ( y)
x, y! # fY ( y) 0 , # #
. # !! ! h1 0 , h2 0
P( x X x h1 | y Y y h2 ) f X |Y ( x | y )h1 . (3.4)
1 .
3.2. ( X ,Y ) f X ,Y ( x, y ) ,
x , y fY ( y) , y
!. # (3.3)
" Y y.
! #
( ! X x.
3.1. + ( X ,Y ) # # &
106

x y
f X ,Y ( x, y ) , x 1, 2 , y 1, 2, 3 .
21
, ! "
Y y ! X x.
" " ! #
3
x y 3x 6
f X ( x) , x 1, 2 ,
y 1 21 21
2
x y 2y 3
fY ( y) , y 1, 2, 3 ,
x 1 21 21
( # ,
(3.1),
x y
f X |Y ( x | y ) , x 1, 2 ,
2y 3
x y
f Y | X ( y | x) , y 1, 2, 3 .
2x 6
3.2. + ( X ,Y ) # &

f X ,Y ( x, y ) 8 xy , 0 x y 1.
, ! "
Y y ! X x.
" " ! #
1
f X ( x) f ( x, y )dy 8 x ydy 4 x(1 x 2 ) , 0 x 1,
x

fY ( y) f ( x, y )dx 8 y xdx 4 y3 , 0 y 1.
0

, (3.3), "
Y y #
2x
f X |Y ( x | y ) ,0 x y.
y2
% #
2y
f Y | X ( y | x) , x y 1.
1 x2

4. "

* # # & " !
#
# & " .) .
 107

4.1. % " ! &

& x y

FX ,Y ( x, y ) FX ( x ) FY ( y ) . (4.1)
) " # * # #
& " & "
. 2 " #
# (2.4), (2.5), (2.9) (2.10) #
(2.4), (2.5), (2.9) (2.10) % # 2 #
.
# $ 4.1. ( ) ' " !
f X ,Y ( xi , y j ) , i 0,1, ... , j 0,1, ...
f X ( xi ) , i 0,1, ... fY ( y j ) , j 0,1, ...
&
f X ,Y ( xi , y j ) f X ( xi ) f ( y j ) , i 0,1, ... , j 0,1, ... (4.2)
(&) ' " !
f X ,Y ( x, y ) , x , y
f X (x) , x , fY ( y) , y , &

f X ,Y ( x, y ) f X ( x) f Y ( y ) , x , y . (4.3)
%& $ $ 4.1. ( &
.+ " ! # &
f Y ( xi ) , i 0,1, ... fY ( y j ) , j 0,1, ... . 2
f X |Y ( xi | y j ) , i 0,1, ... , f Y | X ( y j | xi ) , j 0,1, ... , #

f X |Y ( xi , y j )
f X |Y ( xi | y j ) f X ( xi ) , i 0,1, ...
fY ( y j )

! yj fY ( y j ) 0,

f X |Y ( xi , y j )
f Y | X ( y j | xi ) fY ( y j ) , j 0,1, ...
f X ( xi )
! xi f X ( xi ) 0, * #
& # & " ! #
* . # # # &
# # ! # & .
! # " ! # #
# & .
) * # # & " "
# & " ! # * # &
Z g( X ) W h(Y ) # * .
4.1. # # 5
# {1, 2, 3, 4, 5} # {1} # {2,3} #
108

{4,5} # .+ *! # ( ) # (&)
. " # *! # !
*! # , !
" # & " " !
* # # * .
( ) ! " # *! ! # !#
# #
{(1, 2), (1, 3), (1, 4), (1, 5), ( 2,1), ( 2, 3), (2, 4), ( 2, 5), (3,1), (3, 2),
(3, 4), (3, 5), ( 4,1), ( 4, 2), ( 4, 3), (4, 5), (5,1), (5, 2), (5, 3), (5, 4)} ,
20 5 2. 2 20 ! # # # .
f ( x, y ) "
f X (x) fY ( y) !#( 2.1
(2.11) (2.12) # -# 2.3.
f ( x, y )
! 0 1 2 f X (x)
"
0 1/10 4/10 1/10 3/5
1 2/10 2/10 0 2/5
fY ( y) 3/10 6/10 1/10 1
! 2.3.
- f ( x, y ) f X ( y ) f Y ( y ) , x 0,1 , y 0,1, 2 #
& " ! # * .
(&) ! " # *! ! # !#
! " #
{(1,1), (1, 2), (1, 3), (1, 4), (1, 5), (2,1), ( 2, 2), ( 2, 3), (2, 4), ( 2, 5), (3,1), (3, 2), (3, 3),
(3, 4), (3, 5), ( 4,1), ( 4, 2), (4, 3), ( 4, 4), ( 4, 5), (5,1), (5, 2), (5, 3), (5, 4), (5, 5)} ,
25 5 2 ' . 2 25 ! # #
# . f ( x, y ) "
f X (x) fY ( y) !#
(
2.1 (2.11) (2.12) # -# 2.4
f ( x, y )
! 0 1 2 f X (x)
"
0 4/25 8/25 4/25 16/25
1 4/25 4/25 0 8/25
2 1/25 0 0 1/25
fY ( y) 9/25 12/25 4/25 1
! 2.4
 109

- f ( x, y ) f X ( x) f Y ( y ) , x 0,1, 2, y 0,1, 2
# & " ! # * .
4.2. . # #
# .+
# ( X ,Y ) # # &
( x2 y 2 ) / 2
f X ,Y ( x, y ) xye ,0 x ,0 y .
H " " #

x2 / 2 y2 / 2 x2 / 2
f X ( x) f X ,Y ( x, y )dy xe ye dy xe ,0 x .
0

#
y2 / 2
fY ( y) ye ,0 y .

f X ,Y ( x, y ) f X ( x) f Y ( y ) , 0 x ,0 y
" ! # * .

5.

( ) ( ) #
& , ! # !
( ) ( , #
# # & . ) #
# & ( X ,Y ) # Z g ( X ,Y ) . ) #
( ) # & f Z (z )
P( Z z ), 0,1, ... f Z ( z) , z #
(
f X ,Y ( xi , y j ) P( X xi , Y yj), i 0,1, ... , j 0,1, ...
f X ,Y ( x, y ) , x , x #
& ( X ,Y ) . # !
Z g ( X ,Y ) . ! !# ,
( ) # & , "
# ). 2 #
! # !# # .)

E(Z ) E[ g ( X , Y )] g ( xi , y j ) f X ,Y ( xi , y j ) (5.1)
j 0 i 0

# & ( X ,Y ) #

E(Z ) E[ g ( X , Y )] g ( x, y ) f X ,Y ( x, y )dxdy (5.2)

( X ,Y ) # ./ " !

E[ g ( X , Y ) h( X , Y )] E[ g ( X , Y )] E[ h( X , Y )] (5.3)
110

#
E[ g ( X ) h(Y )] E[ g ( X )] E[ h(Y )] . (5.4)
g( X ) " h(! ) Y #
E( " !) *( " ) * (! ) . (5.5)
# " ! # * # & , "
(5.1) (5.2) !
E[ g ( X ) h(Y )] E[ g ( X )]E[ h(Y )] (5.6)

E ( XY ) E ( X ) E (Y ) . (5.7)
( ) # &
#
( ! , # , .
+ ! ! (5.1)
(5.2). ) .
5.1. ( X ,Y ) " *( " )
! * (! ) . # ( ) " !,
C( " ,Y ) " ,! ,

" ,! C( X ,Y ) E[( X " )(! ! )] . (5.8)

) " & .
# $ 5.1. ( ) ' " ! , ,

C( " , ! ) C( X ,Y ) . (5.9)
(&) # " ! + & :
C( X ,Y ) E ( XY ) E ( X ) E (Y ) . (5.10)
' ($. ( ) ) 5.1 " !
,
E( " ) *( " ) , *( ! ) * (! ) ,
!
C( " , ! ) *{[ " *( " )][ ! *( ! )]}
*{[ " *( " ) ][ ! * (! ) ]}
*{[ " * ( " )][! * (! )]} C( X ,Y ) .
(&) / " (5.3) (5.5) #
C( X ,Y ) E[ X " )(! ! )] * ( "! ! " !! " ! )
* ( "! ) * ( ! " "! " ! )
* ( "! ) ! *( " ) " * (! ) " ! * ( "! ) * ( " ) * (! ) .
 111

- # & " ! # * ,
(5.10) " (5.7) #
C( X ,Y ) 0. 2 # ! . # &
( # .+ #

5.2. ( X ,Y )
" ,! C( X ,Y ) . % " !
C( X ,Y ) 0.
#
# & " " .
# $ 5.2. " ! .

2 2
V( " !) V (X ) V (Y ) 2 C( X ,Y ) . (5.11)
' " ! & ( )
2 2
V( " !) V (X ) V (Y ) . (5.12)
' ($. / " (5.3) #
V( " !) *{[ " ! *( " ! )]2 } *{[ ( " " ) (! ! )] 2 }
2
*[( " " )2 ] *[(! ! )2 ] 2 *[( " " )(! ! )]
2 2
V (X ) V (Y ) 2 C( X ,Y ) .
) # " ! # * ( " )
C( X ,Y ) 0 (5.11) # (5.12).
# & " " !, (5.9),
& & # . . !
! # & " # #
! .
5.3. ( X ,Y )
2 2
" ,! C( X ,Y ) " V (X ) ! V (Y ) . %
" ! ( " ,! ) " ,!

C( X ,Y ) " ,!
( " ,! ) . (5.13)
V ( X ) V (Y ) " !

) " #
& " & & # . # ,
, # & "
& & .
# $ 5.3. ' " ! , ,
0,
112

( " ,! ) 0,
( " , ! ) (5.14)
( " ,! ) 0.
' ($. / " (5.9)
2 2
V( " ) V (X ) , V ( Y ) V (! )
! , 5.3,
C( " , ! )
( X , ! )
V( " ) V( ! )
C( X ,Y )
( " ,! ) ,
| | | | V ( X ) V (Y ) | |

# # (5.14).
# $ 5.4. ' ( X ,Y )
" !,
1 1. (5.15)
' ($. - " # &
) (" " )/ " ,W (Y ! )/ !

! # (5.14) 1/ " , " / "

1/ ! , ! / ! , 1 /( " !) 0,
( Z ,W ) ( " ,! ) .
# , 5.3 *() ) * (W ) 0 , V ( Z ) V (W ) 1 ,
( Z ,W ) E ( ZW ) .

( " ,! ) * ( ZW ) . (5.16)
# & U tZ W t .2
E (U 2 ) t 2 E ( Z 2 ) 2tE ( ZW ) E (W 2 ) t2 2tE ( ZW ) 1 , t ,

E(Z 2 ) V (Z ) 1 E (W 2 ) V (W ) 1 . $ E (U 2 ) 0

t2 2tE ( ZW ) 1 0 , t .
2 & # # !
# "
[ E ( ZW )]2 1 0

1 E ( ZW ) 1 .
# ! , ! (5.16), (5.15).
# # & "
(! * ) " .
 113

# $ 5.5. " !
r r( X ,Y ) . 1
1
! " . (5.17)
' ($. # " ! #
&
) (" " )/ " ,W (Y ! )/ !

U ) W.2
E (U ) * ( ) ) * (W ) 0

2 2 2
V (U ) V ( Z ) V (W ) 2 C ( Z ,W ) 1 2 C (Z ,W ) 1
C ( Z ,W ) ( Z ,W ) ( " ,! ) .
1 V (U ) 0.
$
V (U ) 0 P (U 0) 1

1 ! !
!
(" " )
"
1
U ) W (" " )/ " (! ! )/ ! .
%& $ $ 5.1. ( " ,! ) # & "
" ! # [ 1,1] , 0" 5.4. 0,
C( X ,! ) 0 , # & " ! # . 1 #
& " ! ( )
0" 5.5 # & . 2
( 1 1 * !
* # & " " ! " ( 0
* * # . ) ,
# & " # &
! * .
5.1. + ( " ,! ) # # &

x y
f X ,Y ( x, y ) , x 1, 2, y 1, 2, 3 .
21
, ! # # & " " !.
+
3 2 3
xy ( x y ) y ( y 1) 2 y ( y 2)
E ( XY )
y 1 x 1 21 y 1 21
3
y (3 y 5) 24
.
y 1 21 7
114

" " ! # (& .

- ! 3.1)
x 2 2y 3
f X ( x) , x 1, 2 , f Y ( y ) , y 1, 2, 3 .
7 21
) "
2
x ( x 2) 11 2
x 2 ( x 2) 19
E( X ) , E( X 2 ) ,
x 1 7 7 x 1 7 7
12
V (X ) E ( X 2 ) [ E ( X )]2
49

3
y (2 y 3) 46 3
y 2 ( 2 y 3) 114
E (Y ) , E (Y 2 ) ,
y 1 21 21 y 1 21 21
278
V (Y ) E (Y 2 ) [ E (Y )] 2 .
441
# & " " ! # #
24 11 46 2
C( X ,Y ) E ( XY ) E ( X ) E (Y )
7 7 21 147

C( X ,Y ) 1
( " ,! ) .
V ( X ) V (Y ) 834
5.2. + ( X ,Y ) # # &

f X ,Y ( x, y ) 8 xy , 0 x y 1.
, ! # # & " " !.
! # & " " ! #
1 y 1
8 5 4
E ( XY ) xyf X ,Y ( x, y )dxdy 8 x 2 y 2 dxdy y dy .
0 0
30 9
" " ! # (& . - !
3.2)
f X ( x) 4 x(1 x 2 ) , 0 x 1 , fY ( y) 4y3 , 0 y 1

1
8
E( X r ) x r f X ( x)dx 4 x r 1 (1 x 2 )dx , r 1, 2, ... ,
0
(r 2)(r 4)
1
4
E (Y r ) y r f Y ( y )dy 4 y r 3 dy , r 1, 2, ... ,
0
r 4
 115

2
8 2 2 1 8 11
E( X ) , V (X ) E ( X ) [ E ( X )] ,
15 3 15 225
2
4 2 2 2 3 2
E (Y ) , V (Y ) E (Y ) [ E (Y )] .
5 3 5 75
" !, (5.10), # #
4 8 4 4
C( X ,Y ) E ( XY ) E ( X ) E (Y )
9 15 5 225

C( X ,Y ) 4 / 225 4
( ",! ) .
V ( X ) V (Y ) (11 / 225)(2 / 75) 66

6.

# & #
# & !
. 1 !
# &
" " & " .
+ !# , #
& " # # & Y y,
& ( E( X | y j ) m X |Y ( y j ) " m( y j ) #
! , #

m X |Y ( y j ) E( X | y j ) xi f X |Y ( xi | y j ) (6.1)
i 0

" #

m X |Y ( y ) E ( X | y) xf X |Y ( x | y )dx (6.2)

" # .
6.1. ( X ,Y ) m X |Y ( y ) E ( X | y)
" Y y.# &
x m X |Y ( y ) (6.3)

( ) " !. # m X |Y ( y )
" !.
% # #
( ! X:
mY | X ( x) E (Y | x) ( ) ! ":

y mY | X ( x) . (6.4)
116

) # # & " " !

# # , ( " ,! ) 1,
0" 5.5 ! # # " 1

! " ,

m X |Y ( y ) E ( X | y) E[(Y ) / | y] (y )/ ,

mY | X ( x) E (Y | x) E[ " | | x) x

x m X |Y ( y ) y mY | X ( x) #
# y x .
# & " ! # *
m X |Y ( y ) E ( X | y) E( X ) " , m X |Y ( x) E (Y | y ) E (Y ) Y

x m X |Y ( y ) y mY | X ( x) # #
x " y ! # # * y x #
# ( " , ! ).
) ! # x m X |Y ( y ) y mY | X
# ! #. $ ' !" #
!! " # #! .2 !
# x ay b " ! "
aY b,
E{[ X ( aY b)] 2 } , (6.5)
# .) " # # & !!
x m X |Y ( y ) #
!
E{[m X |Y (Y ) (aY b)] 2 } . (6.6)

# $ 6.1. ( X ,Y )
2 2
E( X ) " , * (! ) ! , V (X ) , V (Y ) ! , ( " ,! ) " ,! .

x y
(6.5),
min E{[ X ( aY b)] 2 } E{[ X ( Y )] 2 } , (6.7)
a ,b

" ,!
"
(6.8)
!
& x

" " ,!
"
! . (6.9)
!
 117

*
*{[ " ( ! )] 2 } 2
" (1 2
" ,! ). (6.10)
' ($. ! (6.5) a
b, Q ( a, b ) , ! # ,

Q ( a, b ) E{[ X " ) a (Y ! ) ( " a ! b)] 2 }

E[( X " ) 2 ] a 2 E[(Y ! )2 ]

2aE[( X " )(! ! )] ( ! a ! b) 2

2
" a2 2
! 2a " ,! " ! ( " a ! b) 2 .
& !"! a b
# ! * " :
2
a ! " ,! " ! ! ( " a ! b) 0

" a ! b 0.
, ( , ), #

" ,!
"
, " " ,!
"
!
! !

# Q ( a , b) . !
Q ( a , b) & ! :

Q( , ) E{[ X ( ! )] 2 } *{[( " " ) " ,!

"
(! ! )] 2 }
!
2
*[( " " )2 ] 2
" ,!
"
2
*[(! ! )2 ] 2 " ,!
"
*[ " " )(! ! )]
! !
2 2
" (1 " ,! ).

6.2. ( " ,! )
2 2
*( " ) " , * (! ) ! , V (X ) " , V (Y ) ! , ( " ,! ) " ,! .
#
x " " ,!
"
(y ! )
!
" !. #

*{[ " ( ! )] 2 } 2
" (1 2
" ,! )
+ " !
.
6.1. + ( " ,! ) # # &
118

f X ,Y ( x, y ) 8 xy , 0 x y 1.
, ! ( ) ( ) (&) #
! " ! ! " (!) !
( ) " Y y !
X x # (& . - ! 3.2)
2x 2y
f X |Y ( x | y ) ,0 x y , f Y | X ( y | x) , x y 1.
y2 1 x2

y
2 2y
E ( X | y) 2
x 2 dx ,
y 0 3
1
2 2(1 x 3 ) 2( x 2 x 1)
E (Y | x) y 2 dy
1 x2 x 1 x2 3( x 1)
( ) " ! ! " #
2y 2( x 2 x 1)
x y ,
3 3( x 1)
# .
(&) , #
& " " ! # (& . - ! 5.2)
2 2
" 8 / 15 , ! 4/5, " 11 / 225 , ! 2 / 75 , " ,! 4 66 .

#! " !, x y , (6.8)
(6.9) #
" 2
" ,!
! 3
* x #
8 2 4
" " ,!
"
! " ! 0.
! 15 3 5
# #
2y
x .
3
# ! #! ! ", y " ,
4 4 4 8 20
! " ,!
!
, ! "
" 11 5 11 15 33

4(3 x 5)
y .
33
 119

(!) " ! # # #
#! " ! " !
" # #.

6.

1. ) # # #
' & " *
" & ! ! * .,
# ( )
# & ( X ,Y ) (&)
" !.
2. f ( x, y ) # & " X
Y #
1 1 1
f (1, 1) f ( 2, 1) , f (1, 2) , f ( 2, 2) .
8 4 2
( ) , & " f X (x) f Y ( y) ,
f X |Y ( x | y ) f Y | X ( y | x) * #
# & " ! # * . (&) , !
E( X ) E (Y ) E( X | Y y ) , y 0, 1 ,
E (Y | X x) , x 0, 1 .
3. H f ( x, y ) # & " X
Y #
1
f (0, 0) f (0, 1) f (1, 1) .
3
( ) , & " f X (x) f Y ( y) ,
f X |Y ( x | y ) f Y | X ( y | x) * #
# & " ! # * . (&) , !
E( X ) E (Y ) E( X | Y y ) , y 0, 1 ,
E (Y | X x) , x 0, 1 .
4. # & " X Y #

x 2y
2e x 0, y 0
f ( x, y )
0 " .

( ) , & " f X (x) f Y ( y)

* # # & " ! # * . (&) ,
! P( X 2) , P(Y 1) , P( X 2 | Y 1) , P( X 2, Y 1)
P( X Y ) .
5. + # & ( X ,Y )
#
! 0 x , 0 y , 0 x y , 0 . 3 #*
#
2
f ( x, y ) 2
,0 x y, 0 y
120

!# f X |Y ( x | y ) , 0 x y
# & " Y y ! 0 y .
6. + ( X ,Y ) # &

f ( x, y ) x( y x )e y , 0 x y .
, ! ( ) " f X (x) f Y ( y)
(&) f X |Y ( x | y ) f Y | X ( y | x) .
7. + # & "
! #( Y y # ( y, p) , " !
# Poisson ., #
".
8. + " Y y #
( , y) , " ! # (0, 1) . 3 #*
" # {0, 1,..., } .
9. + # & ( X ,Y )
#
f ( x, y ) 1 , | x | y 1 .
3 * # & " ! # * .
10. + " ! # &

f ( x, y )
! 0 1 2
"
-1 0 1/4 0
0 1/4 0 1/4
1 0 1/4
( ), ! " f X (x) , f Y (x)
# # & " ! # * . (&) , #
E ( XY ) E ( X ) E (Y ) # & " ! #
* .
11. # 3 , 4 5 #
*! # 3 # .+ " *!
! *! # ., ! ( )
" X Y. (&) E ( X ) , E (Y )
V ( X ) , V (Y ) (!) X ,Y C( X ,Y )
X ,Y ( X ,Y ) .
12. + 15% ! " , 20%
1, 35% 2 30% 3. #
 121

! # # ! # 1/ 2 . " #
! " ! " ! , ( )
! " " !
(&) * # # & " ! # * . (!)
, ! # ( X ,Y ) .
13. + # & ( X ,Y )
#
! 0 x y , 0. ( ) 3 #
* #

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

(&) 4 !# ( X ,Y )
E ( X | y) , 0 y E (Y | x) , 0 x .
14. + ( X ,Y ) # &

x y 2
f ( x, y ) , x 1, 2, 3 , y 1, 2, 3 .
18
, ! ( ) ( X ,Y ) (&) ( )
" !, x m X |Y ( y ) ! y 1, 2, 3 .

15. + ( X ,Y ) # &

2( x 2 y )
f ( x, y ) ,0 x 1, 0 y 1.
3
, ! ( ) ( X ,Y ) (&) ( )
! ", y mY | X ( x) ! 0 x 1.
K 6

1.

(
! , " ), ( -
# ) $ ! ( -
). % ! # !& !
! !
' $ . ( ! ! )
' .
% ' $ , ,
.% ! ( ! )
' # !& ! ! !
) . ) , , ( )
' ) . )
! F (x | ) , x R, . %
' .*
$ # % +
! , , ' $ '
# !# ! .% -
! (# ) ) ( ) . % '
) # ! , ( )
. ) )
( ! ) .%
&' ( , ) ! ! '
{( , ) : , 0 }.
* ' ' . "
$ : -
! ' $
( ! ) ' ' x1 , x 2 , ..., x
$ ' .* X )
x '
- ' , 1, 2, ..., , ! '
' $ .
* $
! # !& ! ! )
, & ' ) X 1 , X 2 , ..., X .
 123

' x1 , x 2 , ..., x ) '

.
( -
, , "
' $! $ "
! '. (
.
1.1. A F (x | ) ,
x R, .
X 1 , X 2 , ..., X
F (x | ) , x R, .
H ' ! X 1 , X 2 , ..., X

F ( x1 , x 2 , ..., x | ) F ( x1 | ) F ( x 2 | ) F (x | ) ,

x R, 1, 2, ..., , .( '
! f (x | ) ,
' ! 1, 2 ,...,

f ( x1 , x 2 , ..., x | ) f ( x1 | ) f ( x 2 | ) f (x | ) ,

x R, 1, 2, ..., , .
1.1. ' ! #
$ ! ! , '
# .% , p, # $ !
.% !
(# ) $ ! # !& !
) & $ :
0, # $ !
X
1, # $ ! .
H ) (
') ! Bernoulli,
f ( x | p) p x (1 p )1 x , x 0,1 , 0 p 1.
*
0, i# $ !
Xi
1, i# $ ! .
' ! X 1 , X 2 , ..., X

f ( x1 , x 2 , ..., x | p) p x1 x2 x
(1 p ) ( x1 x2 x )
,

xi 0,1 , i 1, 2, ..., , 0 p 1.
124

1.

, #
$ , ! # '
. ' $
! !
! ' . ( !
.
2.1. " X 1 , X 2 , ..., X
F (x | ) , x R , . # T ( X 1 , X 2 , ..., X )
X 1 , X 2 , ..., X , ,
.
! , ! ) ,
) . ' -
( ) ! ())
) &
( !) '. * ,
X 1 , X 2 , ..., X , ) & X, &

1
X Xi (2.1)
i 1

, ) & S2 , &
1
S2 (X i X )2 . (2.2)
i 1

!
!
1
S A2 (X i X )2 . (2.3)
1i 1

( S S2 .
# ! ' $ '
! '. *
' $ &
) ( X 1 , Y1 ), ( X 2 , Y2 ), ..., ( X , Y ) . (
, ) & S XY , &
1
S XY (X i X )(Yi Y). (2.4)
i 1

, ) & r, &

(Xi X )(Yi Y)
S XY i 1
r . (2.5)
S X SY 2 2
(X i X) (Yi Y)
i 1 i 1
 125

$ ! ,
! !
, ! . +
# # ! -
! , ,
.( !# &
! ! )
X S2 !# !&
.
2.1. " X 1 , X 2 , ..., X
2
.
2
E( X ) , V (X ) (2.6)

1
E(S 2 ) 2
. (2.7)

. - $ )
2
X 1 , X 2 , ..., X E( X i ) , V (X i ) , i 1, 2, ..., ,

1 1 1
E( X ) E Xi E( X i ) ,
i 1 i 1

2
1 1 1 2
V (X ) V Xi 2
V (X i ) 2
.
i 1 i 1

, '
1 1 1
S2 (X i X )2 ( X i2 2 XX i X 2) X i2 X2
i 1 i 1 i 1

1 1
E(S 2 ) E ( X i2 ) E ( X 2 ) {V ( X i ) [ E ( X i )] 2 } {V ( X ) [ E ( X )] 2 }
i 1 i 1

2
1 2 2 2 1 2
( ) .

!" 2.1. ( ) ( (2.2) (2.3) !

S A2 S2
1

E ( S A2 ) E (S 2 ) .
1
'# (2.7)
E ( S A2 ) 2
. (2.8)
126

()) X 1 , X 2 , ..., X
2
X ! Y1 , Y2 , ..., Y
2
! $! Y ! $ ,
'# (2.6),
2 2
E( X Y) X Y , V (X Y) $
.

3. #

2
( ! ), t ( Student) F( Snedecor)
! ' .(
!# ( $
' & )) . , ).
3.1. %
(1/ 2) / 2 ( / 2) 1 u/ 2
f (u ) u e ,0 u
& ( / 2)
2
( ) .
2
/ # !
,
u
(1 / 2) / 2
F (u ) x( / 2) 1
e x/2
dx ,
& ( / 2) 0

!# F (u ) 1, 2, ..., 35 . / 35

N( , 2 ) .
3.1. " Z 1 , Z 2 , ..., Z
N (0,1) .

U Z 12 Z 22 Z2
2
- .
3.2. %
( 1) / 2
1 t2
f (t ) 1 , t
B(1 / 2, / 2)
Student t- .
! t ,
t
1
F (t ) (1 x 2 / ) ( 1) / 2
dx ,
B(1 / 2, / 2)
 127

!# F (t ) 1, 2, ..., 35 . / 35 -
N 0, /( 2) .
3.2. " ' U
2
N (0,1) - ,
.
Z
T
U /
t- .
3.3. %
/2 /2
w( / 2) 1
f , ( w) ,0 w
B( / 2, / 2) ( w) ( )/2

Snedecor F- .
/ # !
/2 /2 w
x( / 2) 1
F , ( w) dx
B( / 2, / 2) 0 ( x) ( )/2

!# w, F , ( w) , 1, 2, ... .

3.3. " U U -
2
- , .

U /
W,
U /
F- .
) !
( ) ' ()) ! ( )
'
! '
.( .
3.4. " X 1 , X 2 , ..., X
2
N( , ).
2
( ) X N( , / ),
2 2 2
( ) S / - 1

() X S2
(X ) 1
T 1
S
t- 1 .
128

3.5. " X 1 , X 2 , ..., X Y1 , Y2 , ..., Y

2 2
N( X , ) N( $, $ ), .
( ) ( $
2 2
N( $,( / ) ( $ / )) .
()) o
S X2 / 2
X

S Y2 / 2
$
F- 1 1 .
2 2 2
( ) ) $ ,
(X Y) ( X Y )
2 ,
2 2
S X S Y 1 1
2
t- 2 .
3.6. (! ). " X 1 , X 2 , ..., X
2
.
,
X .
3.7. (* ). " X 1 , X 2 , ..., X
2
.
X
,
/
, ,
X
P z +( z) .
/

4.

1. * X 1 , X 2 , ..., X
( ) Bernoulli !
f ( x | p) p x (1 p )1 x , x 0,1 , 0 p 1,
()) !
f ( x | p) pq x , x 0,1, 2, ... , q 1 p , 0 p 1.
( ) Poisson !
x
f (x | ) e , x 0,1, ... , 0 .
x!
0 ) ! !
! T i 1
Xi .
 129

2. * X 1 , X 2 , ..., X #

1
f (x | N ) , x 1, 2, ..., N .
N
0 ! T max{X 1 , X 2 , ..., X } !

t (t 1)
g (t | N ) P (T t) ,t 1, 2, ..., N .
!
3. * X 1 , X 2 , ..., X :
x
f (x | ) e ,0 x ,0 .

0 ) ! ! T i 1
Xi .
2
4. (, ). 0 ) ' 2 i 1
Xi
2 ) ' .
5. (, ). ' $! X 1 , X 2 , ..., X
:
x
f X ( x| ) e ,0 x ,0
Y1 , Y2 , ..., Y :
y
fY ( y | ) e ,0 y ,0 .

N ) W ( X ) /( Y ) F-
2 2 ) ' .
6. * X 1 , X 2 , ..., X #
,
1
f (x | 1 , 2) , 1 x 2 ,0 1 2 .
2 1

0 ) ' '
T1 min{ X 1 , X 2 , ..., X } 2 max{ X 1 , X 2 , ..., X } .
2
7. * ) U - ) '
.0 ! fW ( w) )
W (U )/ 2 , , !
.
8. * ) T t- ) '
.0 ! fW ( w) )
W 2T / , , ! -
.
 7

1.

! F (x | ) , x R ,
" " " " . # "
! Bernoulli
0, x 0
F ( x | p) 1 p, 0 x 1
1, 1 x

" " $ % $ p
%! " (0,1) ! !
z
2 1 x2 / 2
F (x | , ) e du , z (x )/ , x
2
2
" " $ & $ ( , ),
2
$ " $. ' ( ",
, " " % & $
. % $ $ $ $
"& % . !
% $
!$ " .) " " $ ($ $
%! $ $ $ $ $ ! " "
( ) $ ($ $ ( $ * $ $
( " " " ( %$ ! ). % "
.
1.1 1, 2 , ...,

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K !( x1 , x 2 , ..., x ) : t 1, / 2 .
s/ 1
3.3. ! " " ( (
( " . ! $"
$ " ! " #( X , 2) #( ,Y
2
).
+ # "! $ ! H0 : X Y "!
! H1 : X # Y . X 1 , X 2 , ..., X Y1 , Y2 , ..., Y $"
2 2
# $ #( X , ) #( Y , ),
#, !
2 2
L( X , Y , ) % L( X , Y , | x1 , x 2 , ..., x , y1 , y 2 , ..., y )

2 ( )/2 1 1
(2 ) exp 2
( xi X )2 2
(y j Y )2
2 i 1 2 j 1

sup{L ( X , Y , 2
), X Y % , $ $, 0 2
$} L( ~, ~, ~ 2 ) .
'

2 2 ( )/2 1 1
L( , , ) (2 ) exp 2
( xi )2 2
(y j )2
2 i 1 2 j 1

2 2 1 1
log L ( , , ) log 2 2
( xi )2 2
(y j )2 .
2 2 i 1 2 j 1

2
& log L( , , )
2
(x ) 2
(y ),
&
152

2
& log L ( , , ) 1 1
( xi )2 (y j )2
& 2 2 2
2 4
i 1 2 4
j 1

~ x y
,

~2 1 ~) 2 ~) 2 1 (x y) 2
( xi (y j s X2 sY2 ,
i 1 j 1

( )/2
2 (x y) 2
L( ~, ~, ~ 2 ) s 2
X s 2
Y ' exp .
2

2 2
sup{L( X , Y , ), - $ X $, $ Y $, 0 $} L( X , Y , 2 )
'

2 2 ( )/2 1 1
L( X , Y , ) (2 ) exp 2
( xi X )2 2
(y j Y )2
2 i 1 2 j 1

2 2 1 1
log L ( X , Y , ) log 2 2
( xi X )2 2
(yj Y )2 .
2 2 i 1 2 j 1

2 2
& log L ( X , Y , ) & log L ( X , Y , )
2
(x X ), 2
(y Y )
& X & X
2
& log L ( X , , ) 1 1
Y
( xi X )2 (y j Y )2
& 2 2 2
2 4
i 1 2 4
j 1

X x , Y y,

1 s X2 sY2
2 ( xi x)2 (y j y)2 ,
i 1 j 1

( )/2
2
L( X , Y , 2 ) (s 2
X sY2 ) exp
2
.

! (
( )/2 ( )/2
s X2 sY2 (x y ) 2 /( ) t2
1 ,
s X2 sY2 2
 153

(x y) /( )
t .
( s X2 sY2 ) /( 2)

#
" (x y) /( )
* *
K !( x1 , x 2 , ..., x , y1 , y 2 , ..., y ) : c ,
* ( s X2 sY2 ) /( 2) *

! c , $$ $ , '
#
(x y) /( )
PX Y
c a.
( s X2 sY2 ) /( 2)

- " H0 : X Y ! ,

(X Y) /( )
T 2
2 2
( S X S ) /(
Y 2)

! t- 2 & ! " ! . ,
# ( t-
2& ! " ! , F 1 ( t) 1 F 1 (t ) ,

(X Y) /( )
PX Y
c PX Y
(| T 1 | c )
2 2
( S X S ) /(
Y 2)

1 [F 1 (c ) F 1 ( c )] 2[1 F 1 (c )] a.

& ' t 2, / 2 / 2- t- 2
& ! " ! , ' #
P (T 2 t 2, / 2 ) 1 F 2 (t 2, / 2 ) / 2,

c t 2, / 2

" (x y) /( )
* *
K !( x1 , x 2 , ..., x , y1 , y 2 , ..., y ) : t 2, / 2 .
2 2
* ( s X s ) /(
Y 2) *

4.

% # ($ ) (
! ! ( $
, ! $ (!
+ $ ), $" ! , " ! ( ,
.
154

4.1. !
.+ X 1 , X 2 , ..., X # $ $ Bernoulli
! :
f ( x | p) p x (1 p )1 x , x 0, 1, 0 p 1.
/ #! $ ! H0 : p p0
! H1 : p p1 p0 p1 .
" - $ 2.1, # ($ )
( ( ! ! T i 1
Xi $
! t c. ! $
(! + $) ) $" ! , "
! ( , # ( p, p(1 p ) ) .
#
"* x p0 *
K !( x1 , x 2 , ..., x ) : c ,
* p 0 (1 p 0 ) / *

! c , $$ $ , '
#

X p0
Pp0 c a.
p 0 (1 p 0 ) /

- " H0 : p p0 ! ,

X p0
Z
p 0 (1 p 0 ) /
! N (0,1)
c z .

5.

1. + X 1 , X 2 , ..., X # $ Poisson ! :
x
f (x | ) e , x 0,1, ... , 0 $.
x!
/ #, $ , $ ! H0 : 0

! H1 : 1 , 0 1 , !
#" # ".
2. + X 1 , X 2 , ..., X # $ !
2
# (0, ). / #! , $ , $
2 2 2 2
! H0 : 0 ! H1 : 1 ,
2 2
0 1 , ! #" # ".
 155

3. + X 1 , X 2 , ..., X # $ !
:
x
f (x | ) e , 0 x $, 0 $.
/ #, $ , $ ! H0 : 0

! H1 : 1, 0 1, !
#" # ".
4. + X 1 , X 2 , ..., X # $ !
:
1
f (x | ) x , 0 x 1, 0 $.
/ #, $ , $ ! H0 : 0

! H1 : 1 , 0 1 .

5. + X 1 , X 2 , ..., X # $ !
# ( , 1) . / #! , $ , $ !
H0 : 0 1 ! H1 : 0 1

! #" # ".
6. + X 1 , X 2 , ..., X # $ !
2
# (0, ). / #! " , $ , '"
2 2 2 2 2 2 2 2
! (i) H 0 : 0 H1 : 0 (ii) H 0 : 0 0 1
2 2 2
H1 : 0 1 .
7. (' ). / #! , $ , $ !
H0 : 2 2
0 ! H1 : 2
# 2
0 .

8. + X 1 , X 2 , ..., X # $ !
2
#( , ). / #! , & !
! ( $ , $ !
2 2 2 2
H0 : 0 ! H1 : 0 !
#" # ".
9. + X 1 , X 2 , ..., X Y1 , Y2 , ..., Y $" # $
2 2 2
#( X , X ) #( Y , Y ), #, $ X
2
Y . / #! , & !
! ( $ , $ !
H0 : X Y ! H1 : X # Y.

10. + X 1 , X 2 , ..., X Y1 , Y2 , ..., Y $" # $

2 2
# (0, X ) # (0, Y ), #. / #! , & !
! ( $
2 2
, $ ! H0 : X Y
2 2
! H1 : X # Y .
156

11. + X 1 , X 2 , ..., X Y1 , Y2 , ..., Y $" # $

2 2
#( X , X ) #( Y , Y ), #. / #! ,
& ! ! ( $
2 2
, $ ! H0 : X Y
2 2
! H1 : X # Y .
12. + X 1 , X 2 , ..., X Y1 , Y2 , ..., Y $" # $
! 1 2 , #. / #, & !
! ( $ ,
$ ! H0 : 1 2 ! H1 : 1 # 2 .