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2004
519.2
22.172
66

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:
. 2- ., . : - -
, 2004. 128 .
ISBN 5861341214.
461 , -
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. 6. . 26 .

: 630090 , ., 4.
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E-mail: korshunov@math.nsc.ru, cher@nsu.ru

160209000001
.
82(03)04

ISBN 5861341214
c . ., . ., 2004

c
. . . , 2004

I. 8
1. . . . . . . . . . . . . . . . . . 8
2. . . . . . . . . . . . 15

II. 20
3. . . . . . . . . . . . . . . . . . . . . . . . . . 20
4. . . . . . . . . . . . . 25
5. . . . . . . . . . . . . . . . . . . . . . . . 30

III. 34
6. . . . . . . . . . . . . . . 34
7. . . . . . . . . . . . . . . . . 43

IV. 52
8. . . . . . . . . . . . . . . . . . 52
9. . . . . . . . . . . . . . . . . . . . . 54
10. . . . . . . . . . . . . . . . . . . . . 55
11. . . . . . . . . . . . . . . . . . . . . . . . 60
12. . . . . . . . . . . . . . . . . . . . . . . 63
13. . . . . . . . . . . . . . . . . . . 67

V. 74
14. . . . . . . . . . . . . . . . . . . . 74
15. . . . . . . . . 77
4
VI. 81
16. : . . . 81
17. . . . . . . . . . . . . 83
18. . . . . . . . . . . . . . . . . . . 85
19. . . . . . . . . . . . 91
20. . . . . . . . . . . . . . . . . . . . . . . . 93

VII. 102
21. . . . . . . . . . . . . . . . . . . . . . . . 102
22. . . . . . . . . . . . . . . . . . . . . . . . . 106

110
1. . . . . . . . . . . . 110
2. . . . . . . . . . . . . 111
3. . . . . . . . . . . . . . 112
4. 2 - . . . . . . . . . . . . . . . . . . . 113
5. . . . . . . . . . . . . . . 114
6. . . . . . . . . . . . . . 115

116

118

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2004 . . .
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-
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-
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, . .
2000 . 2001 . . .
I

1.

F .
n F
X1 , . . . , Xn F .
, . . -
S(X1 , . . . , Xn ), S
Rn R.
. -

n
1X
X = Xi ,
n i=1

k
n
1X k
Xk = Xi .
n i=1

, g : R R
n
1X
g(X) = g(Xi ).
n i=1


n
1 X
S 2 = X 2 (X)2 S02 = (Xi X)2 .
n 1 i=1


. n X1 , . . . , Xn

X(k) : X(1) 6 6 X(n) , X(k) -
,
, X1 , . . . , Xn n.
1. 9

X(k) , k- , k-
. X(1) -
, X(n) .

n = 2m 1 (),
(
X(m) ,

= X(m) + X(m+1)
, n = 2m ().
2
(0, 1) -
X([n]+1) ; [x] x.

1.1. X1 , . . . , Xn -
[a, b], a < b, a .
?
) 2X; ) X; ) 199;
) X(n) a/n; ) X1 /(b a); ) X1 + X3 + 1;
n
P
) (a + b)/2; ) Xi ; ) X(1) .
i=1
. ), ) ,
; ) ,
b.
1.2. X1 , . . . , Xn -
> 0.
?
Xi n n
Xi2 ;
Q
) Q e ; ) X1 ; )
Xi ! i=1
n
(Xi )2 ; ) 2 + ;
P
) 201; )
i=1
n
P
) X; ) Xi ; ) X(n) .
i=1
1.3. X1 , . . . , Xn -
a 2 .
) X.
X?
) .
) S 2 S02 .
1.4. X1 , . . . , Xn
10 i.

. -
X. X ? -
?
1.5. X1 , . . . , Xn -
[a, b].
X. X -
? ?
1.6. X1 , . . . , Xn -
3. Y1 , . . . , Yn ,
Yi = 1 e3Xi .
. Y1
y [0, 1)
P{Y1 < y} = P{1 e3X1 < y}
n ln(1 y) o
= P X1 < = 1 eln(1y) = y.
3
, Y1 , . . . , Yn -
[0, 1].
1.7. X1 , . . . , Xn -


2y y [0, 1],
f (y) =
0 y 6 [0, 1].
Y1 , . . . , Yn , Yi = Xi2 ?
1.8. X1 , . . . , Xn -

2/y 3 y > 1,

f (y) =
0 y < 1.
Y1 , . . . , Yn , Yi = 11/Xi2 ?
1.9. X1 , . . . , Xn -
[0, 1]. Y1 , . . . , Yn ,
Yi = ln Xi .
1.10. X1 , . . . , Xn -
F , F (y)
. Y1 , . . . , Yn ,
Yi = F (Xi )?
1. 11

1.11. X1 , . . . , Xn -
F F (y). -
Y1 , . . . , Yn , Yi = F (Xi )?
1.12. X1 , . . . , Xn
p. Y1 , . . . , Yn ,
Yi = F (Xi ), F (y) ?
1.13. X1 , . . . , Xn
. Y1 , . . . , Yn ,
Yi = F (Xi ), F (y) ?
1.14. X1 , . . . , Xn -
F f . -
(X(1) , . . . , X(n) ).
1.15.

) X(n) ;
) X(1) .
. ) {X(n) < y}
{X1 < y, . . . , Xn < y} X1 , . . . , Xn ,

P{X(n) < y} = P{X1 < y, . . . , Xn < y}


= P{X1 < y} . . . P{Xn < y} = F n (y).

1.16. P{X(k) < y, X(k+1) > y}


.
1.17. k- -
X(k) F (y).
1.18.
[0, ]
) X(1) ;
) X(n) ;
) k- X(k) .
. ) 1.17 -
12 i.

X(k) :
n
d X i i
f (y) = Cn y ( y)ni /n
dy
i=k
 n n1 
1 X i i1 ni
X i i ni1
= n iCn y ( y) (n i)Cn y ( y)

i=k i=k
k1 k1 nk n
= nCn1 y ( y) / ;
i1
iCni
= nCn1 (n i)Cni = nCn1
i
.
:
f (y) dy = P {X(k) (y, y + dy)}.
{X(k) (y, y + dy)} , n
dy, k 1 y n k -
y.
:
n!  y k1 dy  y nk
P {X(k) (y, y + dy)} =
(k 1)! 1! (n k)!
 
k1 k1
= nCn1 y ( y)nk /n dy.

, X(k)
k1 k1
nCn1 y ( y)nk /n . , X(k) / -
- k n k + 1.

1.19. F f

) X(1) ;
) X(n) ;
) k- X(k) .
1.20.
[0, ] ,
) X(1) ;
) X(n) ;
) k- X(k) .
1.21. X1 , . . . , Xn -
P{X1 = m} = pm , N
P
m=0 p m = 1.
k- X(k) .
1. 13

1.22. -

F .
1.23.
[0, ]
) X(1)
X(n) ;
) X(1) X(n) -
;
) X(k) X(j) , 1 6 k < j 6 n;
) X(k) X(j) , 1 6 k 6 j 6 n.
1.24.
.
) , X(1) , X(2) X(1) , . . . ,
X(n) X(n1) .
)
X(1) ?
) -
X(k+1) X(k) ?
)
EX(k) = a1 ((n k + 1)1 + + n1 ).
1.25. :
X1 , . . . , Xn .
X(n)
, X(n) -
, X1 .
1.26. F ,
lim y(1 F (y) + F (y)) = 0.
y

, X(1) /n 0 X(n) /n 0 .
1.27. -
. , X(1) /n 0 X(n) /n 0
.
14 i.

1.28. -
[0, ] n

) nX(1) /; ) n( X(n) )/.


1.29.
[0, ]. k. -
n
) nX(k) /; ) n( X(nk+1) )/
- 1 k.
. ) 1.18), -
fn (y) nX(k) / y < n:
k1
fn (y) = Cn1 (y/n)k1 (1 y/n)nk .
k 1 n 1
pn1 = y/n. -
, y [0, n]

y k1 y

fn (y) e 6 (n 1)p2n1 6 y 2 /n.

(k 1)!
, y > 0 -
fn (y) -
y k1 y y k1 y
lim fn (y) = e = e .
n (k 1)! (k)
-
nX(k) / - 1 k.
1.30.
F (y). k > 1
n -

) nF (X(k) ); ) n(1 F (X(nk+1) )).


1.31.
[0, ]. k > 1 j > 1 -
n

(nX(k) /, n( X(nj+1) )/).


2. 15

1.32.
[0, ]. k > 1 j > 1, k < j,
n -

(nX(k) /, nX(j) /).
1.33.
[0,1]. , k n ,

k/n p, n (X(k)
k/n)
p(1 p).
1.34.
[0,1]. , k, j n ,
k/n p j/n s, p < s,

( n (X(k) k/n), n (X(j) j/n))
. -
.
1.35.
.
X(n) ln n.

2.
Pn , X1 , . . . , Xn ,
,
B R
n
n (B) 1X
Pn (B) = = I{Xi B},
n n i=1

n (B) , B. -
Pn R.
B Pn (B) :
R .
Fn (y),
X1 , . . . , Xn ,
n
1X
Fn (y) = I{Xi < y}.
n i=1
16 i.

Fn (y) = Pn ((, y)). -


Fn -
R. y Fn (y) :
R .

. F (y) -
. n

sup |Fn (y) F (y)| 0.
yR

2.1. (0,8; 2,9; 4,3; 5,7; 1,1; 3,2)


. -
, F6 (5) = 1/6, F6 (0) = 1/2 F6 (4) = 5/6.
2.2. (3, 0, 4, 3, 6, 0, 3, 1) -
. -
, F8 (1) = 1/4, F8 (3) = 3/8 F8 (5) = 7/8.
2.3. n -
p -
Fn (y).
2.4. 2 ,
-
:

Fn (y) 6
1






-
1 3 5 7 9 x

. : (1, 1, 5, 7, 8, 8), (1, 5,


1, 7, 8, 8), (1, 1, 1, 1, 8, 8, 8, 8, 7, 7, 5, 5).
2.5. Fn (y) 2.4
, ? -
? ?
2. 17

2.6. Fn (y) , -
X1 , . . . , Xn n. a -
. -
Fn (ay)? ,
?
2.7. a > 0 b
. Fn , -
X1 , . . . , Xn , Gn -
, Y1 , . . . , Yn , Yi = aXi + b.
, y
y b
Gn (y) = Fn .
a
2.8. Fn (y) , -
X1 , . . . , Xn n. -

) Fn (y 3 ); ) (Fn (y))3 ?
, ?
2.9. Fn (y) , -
X1 , . . . , Xn n, Gn (y)
Y1 , . . . , Yn n.
(Fn (y) + Gn (y))/2? ,
?
2.10. Fn , -
X1 , . . . , Xn , Gn
, Y1 , . . . , Yn , Yi = G(Xi )
G . ,
y v
P{Fn (y) < v} = P{Gn (G(y)) < v}.

2.11. X1 , . . . , Xn F . -
, y R k {0, 1, . . . , n}
(. 1.16)
P{Fn (y) = k/n} = Cnk F k (y)(1 F (y))nk .
18 i.

2.12. F
) EFn (y); ) DFn (y); ) D(Fn (z) Fn (y)).
2.13. -
p m (. 1.21)
P{Fn (y + 0) Fn (y) = k/n}.
2.14. P{Fn (y) < Fn (z)}?
2.15.
2/n,
?
2.16. ,
F (y) t [0, 1]
n o n o
P sup |Fn (y) F (y)| > t = P sup |Gn (y) y| > t ,
y 06y61

Gn (y)
,
[0, 1] (

).
2.17. , F
t [0, 1]
n o n o
P sup |Fn (y) F (y)| > t 6 P sup |Gn (y) y| > t ,
y 06y61

Gn (y) ,
[0, 1].
2.18. X1 , . . . , Xn Y1 , . . . , Yn -
n
, Fn Gn -
, . ,
t (0, 1]
n o n o
P sup |Fn (y) Gn (y)| < t = P sup |Sk | < tn S2n = 0 ,

yR 16k62n

Sk = 1 + + k , i
P{i = 1} = P{i = 1} = 1/2.
2. 19

2.19. X1 , . . . , Xn -
; pk = P{X1 = k}.
k (n) , k. ,

1 X k (n)
sup |Pn (A) P{X1 A}| = pk .

2 n

AZ k=

2.20. X1 , . . . , Xn
1/4, Fn (y)
F (y) . ,
n 1
sup |Fn (y) F (y)| 0.
yR

2.21. X1 , . . . , Xn -
1. n > 1 n
, 2.
cn ,

(n cn )/ n n
.
.
2.22. , R -

Z
n () = eiy Fn (dy)
R
n -
() = EeiX1 .
2.23. , K R n
K
sup |n () ()| 0.
K

2.24. F
. , n
R
sup |n () ()| 0.
R
II

3.
{F , } -
, d- Rd .
X1 , . . . , Xn F .
(d = 1) -
.
g : R R ,
Z
m() = E g(X1 ) = g(y)F (dy)
R

. -
n ,
n
1X
m(n ) = g(X) = g(Xi ).
n i=1
, , ,
g. g
g(y) = y k ; m() k- ,
.
(d > 2)
d gj : R R, j = 1,
. . . , d,
mj () = E gj (X1 ).
gj ,
mj () = zj , j = 1, . . . , d,
d-
. n ,
mj (n ) = gj (X), j = 1, . . . , d.
gj .
3. 21

3.1. -
a 2 . ,
) a;
) 2 , a ;
) (a, 2 ).
. ) g(y) = y.
m(a) = Ea,2 g(X1 ) = Ea,2 X1 = a.
m (y) = y an X.
1

) g(y) = y 2
m( 2 ) = Ea,2 g(X1 ) = Ea,2 X12 = 2 + a2 .
m1 (y) = y a2 ( 2 )n
X 2 a2 .
) g1 (y) = y g2 (y) = y 2 ,
m1 (a, 2 ) = Ea,2 g1 (X1 ) = Ea,2 X1 = a,
m2 (a, 2 ) = Ea,2 g2 (X1 ) = Ea,2 X12 = a2 + 2 .

an = X


(an )2 + ( 2 )n = X 2 ,

: an = X ( 2 )n = X 2 (X)2 S 2 .
3.2.
) g(y) = |y a|; ) g(y) = (y a)2 ,
2 > 0 -
a.
3.3. g1 (y) = y g2 (y) = y 2 , -
> 0

) 2; ) 2 .
3.4. y 2k , k = 1, 2, . . . ,
2
.
3.5. , -

) [0, ], > 0; ) [0, 2], > 0;
) [ 1, + 1], R; ) [, ], > 0.
22 ii.

3.6. g1 (y) = y g2 (y) = y 2 , -


(a, b) -

) [a, b], a < b; ) [a, a + b], b > 0.
3.7. g(y) = y k , k = 1, 2, . . . ,
> 0
[0, ].
3.8. g(y) = y,
> 0 .
3.9. g(y) = y,
R

 y
e y > ,
f (y) =
0 y < .
3.10. -

 1 (y)/
e y > ,
f, (y) =
0 y < .
, > 0
R.
3.11. g(y) = y k , k N, -

) ; ) 1/
> 0.
3.12. -
g(y), > 0 .
3.13. , -

1/ .
3.14.
.
g(y) = y, () = P {X1 > 1}.
3.15. -
> 0 > 0.
) , ;
3. 23

) , ;
) (, ).
3.16. -
.
) > 1, > 0 ;
) > 0, > 1 ;
) (, ), > 2 > 0.
3.17. -
> 1 > 0, .
g(y) = y .
3.18. -
> 0 1. ,
g(y) = y .
3.19.
 2 3 (y/)3
3y e y > 0,
f (y) =
0 y < 0.
> 0
g(y) = y k .
3.20. g(y) = y,
> 0,
) y 1 y [0, 1]; ) 2y/2 y [0, ].
3.21. -
y, y 2 , y 3 , . . .
?
3.22. g(y) = y,
p .
3.23. -
g(y) p -
, X?
3.24.
m p. ,
) p, m ;
) m, p ;
) (m, p).
24 ii.

3.25.
2 p. -
g(y) = y, = e2p .
3.26.
) g(y) = y; ) g(y) = y 2 ,
> 0 .
3.27. , > 1
ln .
3.28. -
. g(y) =
I{y = 1}, = () = e .
3.29.
,
; -
, .
, -
.
,
, . .
1  k1 1 k2 2 
P{X1 = k} = e + e , k = 0, 1, 2, . . . ,
2 k! k!
1 < 2 .
, (1 , 2 ).
3.30. , p (0, 1)
.
3.31. P Q -
a b , a < b.
P P Q:
P = P + (1 )Q, 0 6 6 1.
,
P .
3.32. , -
g(y) = y.
4. 25

4.

{F , } -
.
R, . . , -
. F -
f :
dF
f (y) = (y).
d
X1 , . . . , Xn F . -

n
Y
f (X1 , . . . , Xn ) = f (Xi ).
i=1

n = n (X1 , . . . , Xn ) -
, n -
( X1 , . . . , Xn ).
-

n
X
L (X1 , . . . , Xn ) = ln f (X1 , . . . , Xn ) = ln f (Xi ).
i=1

, L n .

4.1.
(a, 2 ) .
.
n
n n 1 X
La,2 (X1 , . . . , Xn ) = ln 2 ln 2 2 (Xi a)2 .
2 2 2 i=1

, (!) L,
:
La,2 (X1 , . . . , Xn ) La,2 (X1 , . . . , Xn )
= 0, = 0,
a ( 2 )
. .
n n
1 X n 1 X
(Xi a) = 0, + (Xi a)2 = 0.
2 i=1 2 4 i=1

an = X ( 2 )n = X 2 (X)2 .
26 ii.

4.2.
2 , a .
4.3.
> 0,

) 2; ) 2 .
4.4.
> 0 [0, ].
.
 n
, Xj [0, ],
f (X1 , . . . , Xn ) =
0, Xj 6 [0, ]
 n
, X(n) 6 ,
=
0, X(n) > .
(, , -
X(n) ) f (X1 , . . . , Xn )

f (X) 6

n
1/X(n)

-
X(n)

= X(n) .
n = X(n) .
4.5.

) [, 0], > 0; ) [, + 2], R;
) [, ], > 0; ) [, 2], > 0.
4.6.
(a, b) [a, b].
4.7.
.
4.8.
4. 27

R
 y
e y > ,
f (y) =
0 y < .
4.9. X1 , . . . , Xn

 1 (y)/
e y > ,
f, (y) =
0 y < ,
> 0, R.
(, ).
4.10.
R
f (y) = e|y| /2.
4.11. -

f, (y) = e|y|/ /2,
R > 0.
(, ).
4.12. -
> 0 -, .
4.13. -
> 0 > 0.
) , ;
) , ;
) (, ).
4.14. -
.
> 0, > 1 .
4.15.
> 0
 2 3 (y/)3
3y e y > 0,
f (y) =
0 y < 0.
28 ii.

4.16.
g 0 (y) (g(y))2 /2
f (y) = e ,
2
g(y) . -
.
4.17.
> 0,
) y 1 y [0, 1];
) 2y/2 y [0, ];
2 p
) e /2y / 2y 3 y > 0;
) ln1 y /y y [1, e];


) e|y| /2(1 e ) |y| 6 .


4.18. -
.

) 1; ) 2.
4.19. -
, -
.
1 , ,
.

. :
xoy, oz
- ; -
,
n = 2.
4.20. -
p .
. fp (y) -
( {0, 1})
fp (y) = py (1 p)1y .
4. 29


n
X  n
X 
Lp (X1 , . . . , Xn ) = Xi ln p + n Xi ln(1 p).
i=1 i=1

, L,
n n
Lp (X1 , . . . , Xn ) 1X 1  X 
= Xi n Xi = 0.
p p i=1 1p i=1

pn = X.
4.21.
p (0, 1) m. -

) p, m ;
) m n = 1, p .
4.22.
> 0 .
4.23.
p (0, 1) .
4.24. X1 , . . . , Xn
m p (0, 1):
P{X1 = k} = p(1 p)k , k = 0, . . . , m 1,
P{X1 = m} = 1 P{X1 6 m 1} = (1 p)m .
p.
4.25.
{1, . . . , },
.
4.26.
a , a
: 1 2.
a.
. = {1, 2} , -
an (X1 , . . . , Xn ) 1,
f1 (X1 , . . . , Xn ) > f2 (X1 , . . . , Xn ),
1 1 P 2 1 1 P 2
e 2 (Xi 1) > e 2 (Xi 2) .
( 2)n ( 2)n
30 ii.

,

1, X < 3/2,
an =
2, X > 3/2.

4.27.
, 1, 2 3.
.
4.28. X1 , . . . , Xn -
, (0, 1/3):
P {X1 = 1} = , P {X1 = 2} = 2, P {X1 = 3} = 1 3.
.
4.29. f (y) =
f (y ), f (y)
y = 0. 1 -
X1 .
4.30. f (y) -
|y|. , -
n , n,
[X(1) , X(n) ].
4.31. -
,
.
4.32. , -
,
g(y) = y.

5.
{F , } -
.
R, . . , -
. f -
F .
q(t) -
.
f (t, x1 , . . . , xn ) = ft (x1 , . . . , xn )q(t)
5. 31

Rn
n . , X1 , . . . , Xn ,

Z
n = tq(t|X1 , . . . , Xn )(dt),

q(t|x1 , . . . , xn )

ft (x1 . . . , xn )q(t)
q(t|x1 , . . . , xn ) = R .
fs (x1 , . . . , xn )q(s)(ds)

5.1.
a , a -
-
2 . a.
.
2
/2 2
q(t) = (2 2 )1/2 et ,
Pn 2
n/2 i=1 (xi t) /2
ft (x1 , . . . , xn ) = (2) e ,
q(t|x1 , . . . , xn ) ( t) -
q(t)ft (x1 , . . . , xn ) , ,
2
/2 2 n 2 2
(1/ 2 +n)/2+xntnx2 /2
P
et i=1 (xi t) /2 = et .

t2  1  1 1  Xn 2 (Xn)2
2
+ n + Xnt = 2
+n t 2
+
2 2 1/ + n 2(1/ 2 + n)
q(t|x1 , . . . , xn )
Xn 2 /(1 + n 2 ) 2 /(1 + n 2 ).

Xn 2
Z
an = tq(t|X1 , . . . , Xn ) dt = .
1 + n 2

5.2.
a , a -
b -
2 . a.
32 ii.

5.3.
a , a -
1/2.
a.
5.4.
[0, ],
) q(t) = 1/t2 t > 1;
) [0, 1].
5.5.
[0, ], 1 2 -
. .
5.6. -
, -
. .
5.7. -

 y
e y > ,
f (y) =
0 y < ,
[0, 1].
.
5.8. -
2y/2 [0, ],
) [0, 1];
) 32 [0, 1];
) 1,
> 0 .
5.9. -
p, p [0, 1].
p.
5.10. -
p, p 1/2 1/3
. p.
5.11. -
p, p q(t) = t1 [0, 1],
> 0 . p.
5. 33

5.12. -
, -
1. .
5.13. ,
1 2 1/3 2/3
. .
5.14.
p, p
{1/4, 1/2, 3/4}. p.
III

6.
{F , } -
. X1 , X2 , . . . F n = n (X1 , . . . , Xn )
, .
n ,
n n .
n ,
n n .
n bn () = E n .
n , bn () = 0
.

6.1. -
[0, ] X(n)
.
. X(n) ny n1 /n
y [0, ].
Z
ny n1 n
EX(n) = y dy = .
n n+1
0
, X(n) /(n + 1) -
, . :
(0, )
 n
P{| X(n) | > } = P{X(n) 6 } = 0

n . , X(n) . ,
, X(n) -
1.
6.2. X1 , . . . , Xn -
[0, ].
6. 35

:
) 2X; ) X(1) + X(n) ;
) X + X(n) /2; ) n+1
n X(n) .
) (n + 1)X(1) ;
6.3. X1 , . . . , Xn -
[0, ].
:
) 2X; ) X(n) .
6.4. X1 , . . . , Xn -
[a, b]. n = X(n) X(1)
b a? ?
6.5. X1 , . . . , Xn -
[, ]. -
? ?
6.6. X1 , . . . , Xn -
[3, ]. n = 4X(n) + X(1)
? ?
6.7. X1 , . . . , Xn -
q [0, ]. ,
=
k,n
k
(k + 1)X k
) k > 1;
) k > 2.
q
k
. ) , = (k + 1)E X k .
p
k
y > 0 g(y) = (k + 1)y k > 2, -


E k,n = E g(X k ) < g(E X k ) = ,
, X k
.
6.8. X1 , . . . , Xn
. , X -
( )
m1 = EX1 .
6.9. X1 , . . . , Xn -
k- mk = EX1k .
36 iii.

X k k
( ) mk ?
6.10. X1 , . . . , Xn -
. ,
n
1X
S2 = (Xi X)2
n
i=1
( ) -
2 = DX1 . S 2
2 ? , -
2 .
6.11. X1 , . . . , Xn -
a = EX1 .
-
:
n 2 n
1 P
) n1 (Xi a)2 ;
P
) n1 Xi X ;
i=1 i=1
n
1
) X 2 a2 ; (Xi a)2 .
P
) n1
i=1
6.12. X1 , . . . , Xn -
a -
2 . , n = /2 |X a|
p

.
6.13. X1 , . . . , X2n 2n -
.
2
n
2 1 X
( )n = (X2i X2i1 )2 .
2n
i=1

6.14. (X1 , Y1 ), . . . , (Xn , Yn ) , -


(, ), . . P{X1 < x, Y1 < y} = P{ <
x, < y}. ,
n
1 X
m1,1 = (Xi X)(Yi Y )
n1
i=1
6. 37

Cov(, ).
6.15. 8
, :
369, 378, 315, 420, 385, 401, 372, 383 .
,
) 375 ; ) .
6.16. n d -
. , Xi = d + i
i , -

2 . -
:

s = (X)2 S02 /n .

4
6.17. n -
a . ,
Xi = a + i
i ,
2 .
:
s = (X)2 S02 /n /2.


6.18. X1 , . . . , X3n 3n
a .
a:
2n n
1 X 1X
) Xi ; ) X3i .
n n
i=n+1 i=1

6.19. X1 , . . . , Xn -
. n = 1/X ?
, . ?
6.20. X1 , . . . , Xn -
. = () -
n = eX ? n
?
38 iii.

6.21. X1 , . . . , Xn -

1/ . n = (X)2
? ?
6.22. X1 , . . . , Xn -
.
q
k
k = k!/X k , k = 1, 2, . . . ,
. ?
6.23. X1 , . . . , Xn -

 y
e y > ,
f (y) =
0 y < .
, -
:
) X(1) ; ) X 1.
6.24. X1 , . . . , Xn

 1 (y)/
e y > ,
f, (y) =
0 y < ,
> 0
R,
.
6.25.
q
2

n = 1 + 1 + X /S 2 n = X(1 1/ )
> 2 > 0 .
6.26.
n = 1/(ln X ln X(1) ) n = X(1) ,
n > 2, .
. , ln X1 -

e(yln ) y > ln ,

f (y) =
0 y < ln .
6. 39

ln X ln X(1) , Y Y(1) ,
Yi . -
nY nY(1) , 1.24. Y(k+1) Y(k)
(n k), k =
(n k)(Y(k+1) Y(k) ) ,
k . n
P Pn
i=1 Yi = i=1 Y(i) ,
n1
X n1
X
nY nY(1) = (n k)(Y(k+1) Y(k) ) = k .
k=1 k=1

(n 1)/(1 + + n1 ) 6.19
/(n 2). n 2/(n 2).
6.27. -
, .
1/X .
6.28. X -
?
6.29. n m . -
p -
m/n.
.
6.30. X1 , . . . , Xn

p. pn = (X)2
p? ?
6.31. X1 , . . . , Xn -
p. , (p) = 1/p
.
6.32. X1 , . . . , Xn -
p. , Xn , X1 (1 Xn )
X1 Xn p, p(1 p) p2
. ?
6.33. X1 , . . . , Xn
p.
nX +
pn = , > 0, > 0.
n+
pn .

, = n/2 = n p.
40 iii.

6.34. X1 , . . . , Xn -
2 p. = (p)
n = eX ? n
?
6.35. X1 , . . . , Xn
. , (X1 +Xn )/2, I{X = k}
Xn , k e /k! -
. ?
6.36. X1 , . . . , Xn n > 5 -
. = ()
n = X1 . . .X5 ?
n ?
6.37. X1 , . . . , Xn
. = () n =
XeX ? n
?
. X ,
n = XeX n () = e .
nX n,

X k k/n (n)k n
E n = E XeX = e e
n k!
k=0
 k
en

X n e1/n 1/n
1)1/n
= = en(e ,
n (k 1)!
k=1

. . n ( ) -
= () = e .

6.38. X1 , . . . , Xn -
. = () -
n = I{X = 1} ? n
?
6.39. X1 , . . . , Xn -
ln . n = eX
? ?
6. 41

6.40. X1 -
:
k e
P{X1 = k} = , k > 1.
k! 1 e
, =
1 e

0, X1 ,
1 =
2, X1 .
6.41. ,

) ;
) .
6.42. X1 , . . . , Xn -
. , () = 1/
.
6.43. X1 , . . . , Xn -
{1, . . . , }, -
. -
.
6.44. X1 , . . . , Xn -
p. pn = 1/(1 + X) -
? ?
6.45. Pq , q (0, 1/2):
5
q k = 1,
5
Pq {X1 = k} = 1 q q k = 2,
q k = 3.

n , 1.
qn = 5 n /n q? -
p

?
6.46. X1 , . . . , Xn -
a 2 . ,
-
a.
42 iii.

6.47. X1 , . . . , Xn -
F , F 0 (y) . ,
(0, 1) -
= F 1 ().
6.48. F , -

= sup{y: F (y) 6 }.
6.49. X1 , . . . , Xn -
[0, 2]. ,
.
6.50. X1 , . . . , Xn F
{1, 2, . . . , N }, F1 6= F2 1 6= 2 .
(F, G) = sup |F (y) G(y)|. , n , -
y

(Fn , Fn ) = min (Fn , F ),

.
6.51. b() = 2.
.
6.52. n
D n 0 n . ,
n .
6.53. F , R,
= f (), f .
. , -
= f ( ) .
?
6.54. ,
) ;
) ;
) ;
) .
6.55. , X -
S 2 ,
. : , Cov(X, S 2 ) = n1
n2
EX13 .
7. 43

6.56. , y -
Fn (y) () -
-
F (y).
6.57. X1 , . . . , Xn
F n ,
[a, b), a < b . , -
n /n
F (b) F (a).
6.58. , R -

Z

n () = eiy Fn (dy)
R
() -
() = EeiX1 .

7.

{F , } -
. X1 , X2 , . . . F n = n (X1 , . . . , Xn )
, .
n -
2 () > 0,

(n ) n n
2 ().

7.1. -
. , X
= EX1 . -
.
.
n
1 X
n(X ) = (Xi EX1 ).
n i=1
44 iii.



n(X )

DX1
. ,
X -
2 = DX1 .

7.2. Eg 2 (X1 ) < . , g(X) -


=
Eg(X1 ). .
7.3. , S 2 -
EX14 -
. .
. a = EX1 2 = DX1 .
S 2 = n1 (Xi X)2 S 2 = (X a)2 (X a)2 . ,
P

1
n(X a)2 = ( n(X a))2
n
n ,

Pn 2 2
1 (Xi a) nE(X1 a)
n((X a)2 2 ) =
n

D(X1 a)2 . -
, ,

n(S 2 2 ) = n((X a)2 2 ) n(X a)2

D(X1 a)2 .
, S 2 2
D(X1 a)2 = E(X1 a)4 4 .

7.4. ,
.
7.5. n
2 , E (n )4 < C/n2 .
, n
E (n )2 = 2 n1 (1 + o(1)).
7. 45

7.6. n -
2 . 6= 0. , (n )2
2 .
.
.

n (n )2 2 = n(n )(n + ).
p
n (. 7.4), n + 2. -
2 -

n(n ) ,

2, n((n )2 2 )
4 2 2 .

7.7. .
| | ||?
7.8. n -
2 (), H(y)
H 0 () 6= 0. , H(n )
H()
e2 () = (H 0 ())2 2 ().

7.9. X1 , . . . , Xn EX1 = a -
DX1 = 2 > 0. H(t)
t = a H 0 (a) = 0. ,

) n(H(X) H(a)) n -
;
) n(H(X) H(a))
n -
,
H 00 (a) 2 /2.
7.10. X1 , . . . , Xn -
a 2 , a .
p


n = /2 |X a|?
7.11. X1 , . . . , X2n 2n
46 iii.

.
n
1 X
(X2i X2i1 )2 .
2n
i=1

2 ?
7.12. X1 , . . . , Xn -
q[0, ] k > 1. -
k
(k + 1)X k
.
7.13. , -
X
k,n (n) k . X(n)
?
7.14. X1 , . . . , Xn -
[0, ]. n+1 n X(n) -
?
7.15. X1 , . . . , Xn -
[/2, ]. , ln(4X/3) -
= ln .
.
7.16. X1 , . . . , Xn -
[0, a]. = (a)
n = ln X ? -
.
7.17. X1 , . . . , Xn -
q  . , -

k k k! X k
. -
.
7.18. X1 , . . . , Xn -
. , ln X -
= ln .
.
7.19. X1 , . . . , Xn -
. = () -
7. 47
2
n = eX ?
.
7.20. X1 , . . . , Xn -

 y
e y > ,
f (y) =
0 y < .
, -
:
) X(1) ; ) X 1?
, .
7.21. X1 , . . . , Xn

 1 (y)/
e y > ,
f, (y) =
0 y < .
)

n = S n = X S 2 > 0 R.
2

.
) -
n = X X(1) n = X(1)
? , -
.
. ) Yi = Xi ,
1/.
  
q q 
2
n (n ) = n X X 2 (X)2 n Y Y 2 (Y ) .
p
h(t1 , t2 ) = t1 t2 t21 ,
q
2
G(F ) = h(EF Y1 , EF Y12 ), G(Fn ) = h(Y , Y 2 ) = Y Y 2 (Y ) .
h(t) a = (EY1 , EY12 ) = (, 2
2 ).
(2, 1/2), h(a) = 22 2 = 0.
2 :
1,1 = DY1 = 2 ,
2,2 = DY12 = 204 ,
1,2 = 2,1 = Cov(Y1 , Y12 ) = 43 .
48 iii.

1 [4, . 1, 7] ,
  
q 
n Y Y 2 (Y )2 = n h(Y , Y 2 ) h(a)
h h
= t 1
(a) 1 + t 2
(a) 2 = 21 2 /2,
(1 , 2 ) -
2 .

D = 41,1 + 2,2 /42 2 2 1,2 /2 = 2 .

, n 2 .
7.22. -
.
n = 1/(ln X ln X(1) ) n = X(1)
? , -
. :
6.26.
7.23. -
> 0. -
1/X
> 0?
7.24. X1 , . . . , Xn -

p. = (p)
n = arcsin X ? -
.


.
n = arcsin X n = H(g(X)),
H(t) = arcsin t, g(y) = y. H(t)
Ep g(X1 ) = p,
1 1
H 0 (t) = p H 0 (t) t=E g(X ) = p

, .
2 (1 t)t p 1
2 (1 p)p
, n
p
= arcsin Ep g(X1 ) = arcsin p
2
2 (p) = H 0 (Ep g(X1 )) Dp g(X1 ) = 1/4.

7.25. X1 , . . . , Xn
p. , arcsin(2X 1)
= arcsin(2p1).
7. 49

.
7.26. X1 , . . . , Xn -
m p. = (m, p)
n = eX ?
.
7.27. , X
.
.
7.28. X1 , . . . , Xn

. , X -
= . -
.
7.29. X1 , . . . , Xn
, 6= 1. = ()
n = X eX ?
.
7.30. ,
-
.
7.31. X1 , . . . , Xn -
p. pn = 1/(1 + X)
p? -
.
7.32. X1 , . . . , Xn -
EX1 = 1 DX1 = 2 > 0; Sn =
X1 + + Xn . -


n Sn3 /n5/2 n.

7.33. , 2n , 2 -
n , p

-
: 22n 2n
n .
50 iii.

7.34. , 2n , 2 -
n , -
:
p p 
9n/2 3 2n /n 1 + 2/9n
n .
7.35. X1 , . . . , Xn -
[0, 2]. ,
.
.
7.36. X1 , . . . , Xn
a. ,
a.
.
7.37. X1 , . . . , Xn -
. ,
= (ln 2)/.
.
7.38. X1 , . . . , Xn -
F ,
f (x) -
F . , -

F . -
.
7.39. X1 , . . . , Xn
F , f (x) -
. ,
(0, 1)
= F 1 (). -
.
7.40. , y ,
0 < F (y) < 1,
Fn (y) -
F (y).
7. 51

.
7.41. , R -

Z
n () = eiy Fn (dy)
R
-
() = EeiX1 .
. -

n(eiX ()) -
+ i, (, ) -
(,
, )
 
D cos(X1 ) Cov(cos(X1 ), sin(X1 ))
2 = .
Cov(cos(X1 ), sin(X1 )) D sin(X1 )
IV

8.
{F , } -
. X1 , X2 , . . . F n = (X1 , . . . , Xn )
, .
n
E (n )2 .
:
E (n )2 = D n + b2 ().
n
n ,
E (n )2 6 E (n )2 .
n -
n , n n

E (n )2 < E (n )2 .

8.1. X1 , . . . , Xn -
a > 0 .
X max(0, X) a .
8.2. X1 , . . . , Xn -
a 2 . -
2
n n
2 1 X 2 2 1X
S0 = (Xi X) S1 = (Xi a)2 .
n1 n
i=1 i=1
8.3. X1 , . . . , X2n 2n
a 2 . -
8. 53

2
2n n
1 X 1 X
S02 = (Xi X)2 ( 2 )2n = (X2i X2i1 )2 .
2n 1 2n
i=1 i=1

8.4. X1 , . . . , Xn -
a 2 . ,

n
X
cn (Xi X)2 .
i=1
.
8.5. X1 , . . . , Xn -
[0, ]. 2X, X(n) , n+1
n X(n)
X(1) + X(n) .
8.6. X1 , . . . , Xn -
[0, ]. k,n = n+k X
n (n) , k = 0, 1,
2, . . . , .
8.7. X1 , . . . , Xn -
[0, ]. ,
cn X(n) .
.
8.8. X1 , . . . , Xn -
[, 2].
aX(1) + bX(n) .
.
8.9. X1 , . . . , Xn -
[, +1].
) X 1/2,
X(1) X(n) 1 .
) , -
-
a(X(n) 1) + (1 a)X(1) , a [0, 1].
8.10. X1 , . . . , Xn -
54 iv.


 y
e y > ,
f (y) =
0 y < .
X 1, X(1)
X(1) 1/n .
8.11. X1 , . . . , Xn -
.
.
8.12. 1 2 12 ()
2 () , 12 () 6 22 () ,
2

E (1 )2 > E (2 )2 .
8.13. , 1 2
, D 1 6 D 2
, E (1 )2 6 E (2 )2 .

9.


. -
, . -
, 1 -
12 ()
2 22 (), -
12 () 6 22 ()
12 () < 22 ().

9.1. X1 , . . . , Xn -
a 2 .

2 :
n n
1 X 2 1X
|Xi a| (Xi a)2 .
2 n n
i=1 i=1
9.2. X1 , . . . , Xn -
a 2 > 0. -
10. 55


a.
9.3. X1 , . . . , Xn , -
, , 92%
a -
1, 8% -
a 16.

a.
9.4. X1 , . . . , Xn -
[0, ].
q
k,n = (k + 1)X k ?
k

9.5. X1 , . . . , Xn -
[0, 2].

.
9.6. X1 , . . . , Xn -
.
q
=
k,n
k
k!/X k ?

10.
{F , } -
X1 , X2 , . . . F .
S(X1 , . . . , Xn ), X1 , . . . , Xn , -
,
S
P {(X1 , . . . , Xn ) B | S = s}, B Rn ,
1 .

R, . . , -
. f -
F .
1
-
, ,
, .
56 iv.

. S -
, -

n
Y
f (x1 , . . . , xn ) f (xi ) = (S(x1 , . . . , xn ), ) h(x1 , . . . , xn ).
i=1

10.1. X1 , . . . , Xn F .

X1 = x1 , . . . , Xn = xn .

) ; ) ?
10.2. F f
. -
, , , -
X1 , . . . , Xn , -
.
10.3. X1 , . . . , Xn -
a . -
X1 + + Xn = y.
X a?
10.4. X1 , . . . , Xn -
2 .
2 R.
10.5. X1 , . . . , Xn -
a 2 . X 2

) (a, 2 );
) 2 , a = 0;
) 2 , a = 3?
10.6. X1 , . . . , Xn -
a 2 .
(a, 2 ) R2 .
10.7. X1 , . . . , Xn -
[0, ].
R.
10. 57

10.8. X1 , . . . , Xn -
[a, b]. -
(a, b) X? X(n) ?
(X(1) , X(n) )?
10.9. X1 , . . . , Xn -

) [, + 1]; ) [, 2].

R2 .
10.10. X1 , . . . , Xn -
[, ].
R.
10.11. X1 , . . . , Xn -
.
S(X1 , . . . , Xn ) R ,
S
( S ).
10.12.
R
 y
e y > ,
f (y) =
0 y < .
X ?
10.13. X1 , . . . , Xn

 1 (y)/
e y > ,
f, (y) =
0 y < ,
> 0, R.
) , ;
) , ;
) = (, ).
10.14. X1 , . . . , Xn - -
= 1/ , . -
> 0 R?
X/. ?
58 iv.

10.15. X1 , . . . , Xn - -
.
(, ) R2 ?
10.16. -
> 0 > 0.
) , ;
) , ;
) (, ).
10.17. -
> 0 > 0. ,
.
10.18. X1 , . . . , Xn -
x1 x (0, 1), > 0. -
.
10.19. X1 , . . . , Xn -
p. X
p? , S = g(nX) -
, g : {0, . . . , n} R
.
. k {0, 1, . . . , n} k1 , . . . , kn {0, 1} ,
k1 + + kn = k.
P{X1 = k1 , . . . , Xn = kn }
P{X1 = k1 , . . . , Xn = kn |nX = k} =
P{nX = k}
pk (1 p)nk 1
= = k.
Cnk pk (1 p)nk Cn
, nX = k k n k
1/Cnk p.
10.20. X1 , . . . , Xn -
m p. -
X1 + + Xn = k. X
p m?
10.21. X1 , . . . , Xn -
.
X1 + + Xn = k. X -
?
10. 59

(X)2 , X 2 sin X?
10.22. S = nX 5
?
:
) 2S; ) sin S;
2
) S ; ) eS ;
2
) S/n ; ) S?
10.23. X1 , . . . , Xn -
. , S = g(nX)
,
g : Z+ R .
10.24. X1 , . . . , Xn -
p. -
X1 + + Xn = k. X
p?
10.25. X1 , . . . , Xn F
{1, . . . , m}. , m -

X n
(k) = I{Xi = k}, k = 1, . . . , m,
i=1
.
. m = 2. (1) = n1 (2) = n n1 .
X1 , . . . , Xn -
,
n1 n n2 ;
.
10.26. X1 , . . . , Xn -
{1, . . . , }, -
. -
.
10.27. , -
,
-
.
60 iv.

10.28. F , , -
, k Z
inf F (k) > 0.

S ,
S T . , -
T .

11.

{F , } -
X1 , . . . , Xn F . S(X1 , . . . , Xn ),
, , E g(S)
,
P {g(S) = 0} = 1 .

11.1. X1 , . . . , Xn F ,
Rk , S(X1 , . . . , Xn ) -
Rm . g1 g2 ,
Rm Rk , , g1 (S) g2 (S) .
, S , P {g1 (S) = g2 (S)} = 1.
11.2. X -
a 1.
. X
a 1/n, Ea g(X) = 0 -
a
Z
1 2
p g(x) e(xa) n/2
dx 0,
2/n

. ,

Z
H(a) h(x) eax dx,

2
h(x) = g(x) ex n/2 . h -
: h(x) = h+ (x) h (x),
h+ (x) = h(x) I{h(x) > 0} > 0 h (x) = h(x) I{h(x) < 0} > 0.
11. 61

H(a) 0 a
Z Z
H + (a) = h+ (x) eax dx = h (x) eax dx = H (a).

a = 0
Z Z
c= h+ (x) dx = h (x) dx.

f (x) = h (x)/c f (x) = h (x)/c -


+ +

F + F R.
, :
Z Z
+
(a) = ax +
e f (x)dx eax f (x)dx = (a).

+ (a) (a) -
.
Z Z
+ (a + ib) = e(a+ib)x f + (x)dx (a + ib) = e(a+ib)x f (x)dx

-
.
, , -
a = 0. , + (ib) (ib)
b F + F .
f + (x) = f (x)
. , h+ (x) = h (x)
, , , h(x) = 0. g(x) = 0 -
, X .

11.3. X1 , . . . , Xn -
2 .
X 2 2 .
11.4. X -
.
11.5. X1 , . . . , Xn -

 y
e y > ,
f (y) =
0 y < ,
62 iv.

R. X(1) .
11.6. X1 , . . . , Xn

 1 (y)/
e y > ,
f, (y) =
0 y < ,
> 0, R.
) , X(1) -
.
) , X
.
) -
= (, ).
11.7. X1 , . . . , Xn -
[0, ], . , X(n)
= (0, ).
X(n) = (1, )?
11.8. S = max{|X1 |, . . . , |Xn |}
[, ].
11.9. X1 , . . . , Xn -
[, +1]. ,
(X(1) , X(n) ) .
. n gn : R2 R
, E gn (X(1) , X(n) ) = 0 R, P {gn (X(1) , X(n) ) =
0} 6= 1 ( ).
E X(1) = + 1/(n + 1) E X(n) = + 1 1/(n + 1).
gn (x, y) = y x + 1 + 2/(n + 1).
11.10. X1 , . . . , Xn -
[, 2]. ,
(X(1) , X(n) ) .
11.11. X1 , . . . , Xn -
y 1 y (0, 1), > 0. ,
ln X .
11.12. X -
p.
12. 63

. nX -
n p.
Xn Xn  p k
Ep g(X) = g(k/n)Cnk pk (1 p)nk = (1 p)n g(k/n)Cnk .
1p
k=0 k=0

n k k
P
k=0 g(k/n)Cn x n -
x = p/(1 p). Ep g(X) = 0 p (0, 1) -
, x (0, ) . -
, g(k/n)Cnk .
g(k/n) = 0 k = 0, 1, . . . , n, , , X .
11.13. X -
m p, m
.
11.14. X -
.
11.15. X -
p.
11.16. X1 , . . . , Xn -
{1, . . . , }, -
. , X(n) -
.
11.17. X1 , . . . , Xn F ,
. E X1 = . , X1 , . . . , Xn
.

12.
{F , } -
. X1 , . . . , Xn F n = n (X1 , . . . , Xn )
bn () = E n .
n bn (),

bn ().

. S = S(X1 . . . , Xn ) -
. E{n |S} -
bn ().
64 iv.

12.1. -
, .
.
12.2. X1 , . . . , Xn -
. -
E(X1 | X).
. .
(Xi , X) i {1, . . . , n}. -
, E(X1 | X) = E(X2 | X) = = E(Xn | X). ,
n
1X
E{X1 | X} = E{Xi | X} = E{X | X} = X.
n i=1

12.3. X1 , . . . , Xn -
a .
a = X1
X. , ,
. -
?
12.4. X1 , . . . , Xn -
[0, ].
n+1 n X(n) -
X(n) .
12.5. X1 , . . . , Xn -
[0, ].
= 2X1 . -
-
X(n) . .
?
. 2X1 ,
X(n) . X(n) = u
X1 1/n X(n) , , u. -
(n 1)/n X1 X(n)
[0, u]. X1
X(n) = u
u n1u n+1
+ = u.
n n 2 2n
12. 65

,
n+1
E{2X1 |X(n) } = X(n)
n
.
12.6. X1 , . . . , Xn -
[0, ].
(, y) = P {X1 > y}.
12.7. -
n > 2.
12.8. X1 , . . . , Xn -

 y
e y > ,
f (y) =
0 y < .
R.
12.9. X1 , . . . , Xn

 1 (y)/
e y > ,
f, (y) =
0 y < ,
> 0, R.
) , ;
) , ;
) = (, ).
12.10. X1 , . . . , Xn
, . -
.
12.11. X1 , . . . , Xn -
, . ,
X -
. () = 1/.
12.12.
g 0 (y) (g(y))2 /22
f (y) = e ,
2
g(y) . -
66 iv.


) , ;
) 2 , .
12.13. X1 , . . . , Xn -
y 1 y (0, 1), > 0. -
() = 1/.
12.14. p -
-
X.
. p = X1 E{p | X}.
12.2 , p = E{p | X} = E{X1 | X} = X.

, X -
p .
12.15. X1 , . . . , Xn -
m p m.

) pn = X1 ; ) pn = X1 /m
p.
X. -
.
?
12.16. X1 , . . . , Xn -
. n = X1
X. -
.
?
12.17. X1 , . . . , Xn -
. = e =
P {X1 = 0} n = I{X1 = 0}. -
bn () = E n
bn () -
.
. bn () = 0. nX -
13. 67

. , n 0 1.
E {n | nX = k} = 0 P {n = 0 | nX = k} + 1 P {n = 1 | nX = k}
= P {X1 = 0 | nX = k}.

, -
E {n | nX = k} = (1 1/n)k . n = (1 1/n)nX
.
12.18. X1 , . . . , Xn , n > 2,
p (0, 1).
) , S = nX
k
Pp {S = k} = Cn+k1 pn (1 p)k k = 0, 1, . . . .
) , S = nX
.
) pn = I{X1 = 0}. ) ),
.
12.19. X1 , . . . , Xn -
{1, . . . , }, -
. ,
n+1
X(n) (X(n) 1)n+1
n (X n
X(n) (n) 1)

-
.
12.20. 1 2
. , 1 = 2 1. :
(1 + 2 )/2.

13.
{F , } -
, -
R, . . ,
. F -

dF
f (x) = (x).
d
68 iv.

X1 , X2 , . . . F n = n (X1 , . . . , Xn )
bn () = E n .

( ). -

p : ( ) y
f (y)
 ln f (X ) 2
1
I() E

. n > 1

(1 + b0n ())2
E (n )2 > + b2n ().
nI()

n R-
bn (), -
. R- bn () -
.

13.1. -
(1 + b0 ())2 .
:
) , b0 (), b();
) , , -
b0 () = 1;
) ,
, .
13.2. X1 , . . . , Xn F , .
, n R-
bn () = /n, -
.
.
13.3. , -
R-.
13.4. -
c > 0 , n
Dn > c/n?
13. 69

13.5. -
, :
) 2 , > 0;
) [, + 1];
) [, 0], > 0;
) ey y > 0;
) e+y y < ;
) 5 , 0 < < 1;
) , > 0;
) F (y) = 1 /y y > , > 1;
) 4( y)3 /4 [0, ]?
13.6. , R- -
a -
.
. X
a 2 /n. :
  1 2 2
2
I(a) = Ea ln e(X1 a) /2
a 2
 2
= Ea (X1 a)2 /2 2 = Ea (X1 a)2 / 4 = 1/ 2 .
a
, 2 /n
X. X -
R-.
13.7. , R-
) ;
) S02
2 .
13.8. X1 , . . . , X3n 3n
a .
R- () -
a:
2n n n
1 X 1X 1X
) Xi ; ) X3i ; ) Xi ?
n n n
i=n+1 i=1 i=1
13.9. X1 , . . . , Xn , -
, , 92%
70 iv.

a
1, 8% a
16. R-
a?
13.10. X1 , . . . , Xn , n > 2,
. R-
n1
n = ?
nX
?
13.11. X1 , . . . , Xn

 1 (y)/
e y > ,
f, (y) =
0 y < ,
> 0, R. . R-
? ?
13.12. X1 , . . . , Xn -
13.11. . R--
? ?
R- -
? ?
13.13. X1 , . . . , Xn -
[0, ]. R-
n+1
= X(n) ?
n
?
13.14. X1 , . . . , Xn -
[, + 1]. R-
= X(1) (n + 1)1 ?

13.15. X1 , . . . , Xn -

ey
f (y) = , y R.
(1 + ey )2
13. 71

) , X .
) X -
. :
Z
y 2
dy = .
1 + ey 12
0

) .
) R- X.
13.16. X1 , . . . , Xn -
y 1 , y [0, 1], > 0. , ln X -
R- = 1/ .
13.17. X1 , . . . , Xn -
, . ,
X R- = 1/
.
13.18. X1 , . . . , Xn
a. R- -
a.
. 7.36 ,
a
2 /4.
lim inf nD > 2 /4.
n


Z
8 t2
I(a) = dt = 1/2.
(1 + t2 )3
0
2
/4 > 2, R- ,
, n.

13.19. F -
f (y). f (y) -
. F
f (y ), R. ,
R- .
72 iv.

13.20. , R- -
p .
. X
p p(1 p)/n.
 2
I(p) = Ep ln pX1 (1 p)1X1
p
 2
= Ep X1 ln p + (1 X1 ) ln(1 p)
p
1 1 1 1 1
= 2 Ep X1 + Ep (1 X1 ) = + = .
p (1 p)2 p 1p p(1 p)
p(1 p)/n
X. , X
R-.

13.21. , R- -
p -
m p, m .
13.22. , R- -
.
13.23. X1 , . . . , Xn -
. = e -
n = I{X = 0}.
bn () = En , R-
.
13.24. X1 , . . . , Xn -
p. R-
= 1/p n = 1 + X?
13.25. X1 , . . . , Xn -
, (0, 1/3):
P {X1 = 1} = , P {X1 = 2} = 2, P {X1 = 3} = 1 3.
R- -
.
. 4.28
n = Y /3, 
1, Xi 6= 3,
Yi =
0, Xi = 3.
13. 73

f (y) ( {1, 2, 3})



y = 1,
f (y) = 2 y = 2,
1 3 y = 3.

. -

 2
I() = E ln f (X1 )

 2  2  2
= ln + 2 ln 2 + (1 3) ln(1 3)

3
= .
(1 3)
n Dn = 3(1 3)/9n.
. R--
, , .
13.26. {F , } -
, f (X1 , . . . , Xn ) -

f (X1 , . . . , Xn ) = eA()T (X1 ,...,Xn )+B() h(X1 , . . . , Xn ).

) a 2 , -
2 ;
) a 2 , -
a ;
) - , -
;
) - , -
;
) p;
) ;
) [a, b]?
13.27. X1 , . . . , Xn -
, A() B() -
. , n = T (X1 , . . . , Xn ) -
.
V

14.

{F , } -
, R, X1 , . . . , Xn F .
n = n (X1 , . . . , Xn ) n+ = n+ (X1 , . . . , Xn ) -
. (n , n+ )
1 ,
P { (n , n+ )} > 1 .
(n , n+ ) -
1 ,
P { (n , n+ )} = 1 .


. G(x1 , . . . , xn , ) , -
P {G(X1 , . . . , Xn , ) } (
). G
X1 ,
. . . , Xn . , , G .
t(X1 , . . . , Xn , y) , G(X1 , . . . , Xn , ) -
. 1
t(X1 , . . . , Xn , y ), t(X1 , . . . , Xn , y + ) ,


y y + ( , )
P {y < G(X1 , . . . , Xn , ) < y + } = 1 .

14.1. X1 , . . . , Xn -
a 2 , 2 .
a.
14. 75

14.2. X1 , . . . , Xn -
a 2 , a -
. 2 ,
S12 = (X a)2 .
14.3. -
2 , |X a|.
?

. n |X a|/ 2 ||,
.
.

P 0,5+/4 < || < 1/4 = 1
1 -

( )
|X a| n(X a)2 n(X a)2
 
2
P 0,5+/4 < n < 1/4 = P 2
< < 2
.
2 1/4 0,5+/4

! !
n(X a)2 n(X a)2 2 2 2 2
2
, 2
= 2
, 2
1/4 0,5+/4 1/4 0,5+/4
n. ,
,
n.
, 2 n
. nS12 /1/2 , nS12 //2


2 1 . -

= n + n + o( n)
2 n.
14.4. X1 , X2 2 -
2 3. c ,
X1 cX2 X1 + X2 .
14.5. X1 , X2 2 -
1 2. S1 = X1 + X2
S2 = X12 + X22 . c ,
S1 cS2 S12 .
14.6. X1 , X2 2 -
0 5. c ,
76 v.

|X1 2X2 | (cX1 + X2 )3 .


14.7.
a 2 .
14.8.
> 0 2
1 .

. n|X|/ ||, -

n . -
||, . . P{|| < } = .

( n|X|/1/2 , n|X|//2 ).

14.9. 3 -
.
1. -
, -
0,9.
14.10. X1 , . . . , Xn -
[0, ], (0, 1].
,
) 2X; ) X(n) .
14.11. X1 1 -
[0, ] -
1 .
14.12. X1 , . . . , Xn -
[0, ]. X(n)
1 .
. Yi = Xi /, i = 1, . . . , n,
n [0, 1]. -
Y(n) = X(n) / . (0, 1) ,
P{ < Y(n) < 1} = 1 .
Y(n) F (y) = y n 0 < y < 1. 1 n = 1 ,

, = n .

1 = P{ < X(n) / < 1} = P{X(n) < < X(n) /}.

(X(n) , X(n) / n ).
15. 77

14.13. X1 , . . . , Xn n
[0, ]. ,
1
(X(n1) , X(n1) /),
n1 (n (n 1)) = .
14.14. X(1) -
n
) [, + 1];
) [, 2].
14.15. X(1) n -
-
.
14.16. X1 , . . . , Xn -
. -
, S1 (X) ~ = X1
~ = X(1) .
S2 (X)

15.
(n , n+ ) -
1 ,
lim inf P { (n , n+ )} > 1 .
n

(n , n+ ) -
1 ,
lim P { (n , n+ )} = 1 .
n

15.1. X -
1 p
.
. -
Pn
Xi np
pi=1
np(1 p)
, X -
78 v.

p.

n(X p)
q
X(1 X)
. ,

q q !
1/2 X(1 X) 1/2 X(1 X)
X , X+
n n
1 ,
1/2 1 /2 .

15.2. 400 40
.
0,99 .
15.3. X -
1 p
( m ).
15.4. X
1 -
.
15.5. X
1 p -
.
15.6. X1 , . . . , Xn F -
, E X1 = D X1 = 2 (), () -
. X -
1 .
15.7. n -
2 (), ()
. n -
1 .
15.8. X1 , . . . , Xn -
[0, ]. 1.28, -

X(n) .
15. 79

15.9. X1 , . . . , Xn -
[0, ].p
1 = 2X 2 = 3X 2 -
1 ,
.
15.10. X1 , . . . , Xn -
. q
1 = 1/X 2 = 2/X 2 -
1 ,
.
15.11. X1 , . . . , Xn -
. -
X
1. -
14.15.
?
15.12. -
. 7.22,
.
15.13. X1 , . . . , Xn -
a 2 , 2 .
a, -
.
, -
.
15.14. X1 , . . . , Xn
a.
a, .
15.15. X1 , . . . , Xn -
a 2 , a .

p 2 , -
/2 |X a|. -
, -
.
. n =
p
/2 |X a| -
80 v.

2 (/2 1) (. 7.10). -
(n )2 = (/2)(|X a|)2
2 4 4 (/2 1).
2 :
2(n )2 1/2 /2 1 n + 2(n )2 1/2 /2 1 
 p p

n , ,
n n
1/2 1 /2 -

4 2 1/2 /21
.
n
. -
(. 14.3)
nS12 nS12
,
n n1/2 + o( n) n + n1/2 + o( n)
2 2 1/2

n
. ,
.
VI

16. :

X1 , . . . , Xn . , -
F1 F2 , H1 H2
: Hj , Fj ,
j = 1, 2. H1 , H2 .

: Rn {0, 1}. (X1 , . . . , Xn ) = 1,
; (X1 , . . . , Xn ) = 0,
.

: Rn [0, 1]. (X1 , . . . , Xn ) -
.
j- -

j = PHj { Hj },
PHj , X1 , . . . , Xn
Fj .
-

1 = EH1 (X1 , . . . , Xn ),

2 = 1 EH2 (X1 , . . . , Xn ).

(), 1 2 () ().
,
1.
82 vi.

16.1. X1 , . . . , Xn -
a .
a = 0 a = 1 -
: , X(n) < 3,
. -
.
.
1 = PH1 { H1 } = PH1 {X(n) > 3}
n n
= 1 PH1 {X(n) < 3} = 1 PH1 {X1 < 3} = 1 1 (3)

2 = PH2 { H1 } = PH2 {X(n) < 3}


n n n
= PH2 {X1 < 3} = PH2 {X1 1 < 2} = 1 (2) .

16.2. X1 , . . . , Xn -
a .
: a = 1 a = 0.
-
: , X < n ;
.
.
, .
16.3. : , -
,
, . -
,
.
16.4. X1 , . . . , Xn ,
: H1 , Xi

 (y6)
e y > 6,
f1 (y) =
0 y < 6,
H2 , , Xi
 2(y3)
2e y > 3,
f2 (y) =
0 y < 3.
17. 83

n -
: H1
,

) X > 3,5 + 1/ n; ) X > 3,5 + 1/n; ) X > 3,5.
16.5. X1 , . . . , Xn
. : = 1
= 3. ,
X(n) 6 1, . -
,
.
16.6. ,
-
1/2.

, 100 -
70 -
. -
?

17.

X1 , . . . , Xn . , k -
F1 , . . . , Fk k H1 , . . . , Hk :
Hj , Fj , j = 1,
2, . . . , k.
-
= (1 , . . . , k ) : Rn {0, 1}k , (x1 , . . . , xn ) Rn
( j) j (x1 , . . . , xn ) 1, 0.
j = 1, Hj .

= (1 , . . . , k ) : Rn [0, 1]k , (x1 , . . . , xn ) Rn

k
X
i (x1 , . . . , xn ) = 1.
i=1

j Hj .
84 vi.

j- -

j () = PHj {j (X1 , . . . , Xn ) = 0}.
j-

j () = 1 EHj j (X1 , . . . , Xn ).

. , Fj ,
, . -
Hj ;

P{Hj } = qj ,
q = (q1 , . . . , qk ) .
:
k
X
() = qj j ().
j=1

q ,
.

R. fj (y) Fj
.

. q = (q,1 , . . . , q,k )
q. : q
Hj , . . q,j (x1 , . . . , xn ) = 1,
qj fj (x1 , . . . , xn ) = max qi fi (x1 , . . . , xn ).
i=1,...,k

() = max j ().
j

,
().

17.1. n
a -
-
a, .
18. 85

17.2. X1 , . . . , Xn -
a , a

) 1 2; ) 1, 2 3
.
= (X). (3).
17.3. X1 , . . . , Xn -
,
1, 2 3 . -
.
17.4. X1 , . . . , Xn -
p, p
1/2 1/4 1/3 2/3 .
.
17.5. X1 , . . . , Xn -
m p, p
1/3 2/3 1/5 4/5 -
, m .
.
17.6. 1
a -
-
a.

18.
F1 F2 ,
H1 H2 : Hj ,
Fj , j = 1, 2.
, H1
H2 , ( , ),
() 6 , ,
, .

R. F1
f1 (x), F2 f2 (x). f1 (x1 , . . . , xn ) -
f2 (x1 , . . . , xn ) .

86 vi.

.
> 0
f2 (x1 , . . . , xn )
1,
> c,


f1 (x1 , . . . , xn )

f2 (x1 , . . . , xn )
(x1 , . . . , xn ) = 0, < c,

f1 (x1 , . . . , xn )

, f2 (x1 , . . . , xn ) = c,



f1 (x1 , . . . , xn )
c
EH1 (X1 , . . . , Xn )
n f (X , . . . , X ) o n f (X , . . . , X ) o
2 1 n 2 1 n
= PH 1 > c + PH1 = c = .
f1 (X1 , . . . , Xn ) f1 (X1 , . . . , Xn )

18.1. .
, -
. , -
1/2. -
,
, 1/2.
18.2. X1 1 -
f X1 : H1 = {f = f1 }
H2 = {f = f2 }.
 
2y y [0, 1], 2(1 y) y [0, 1],
f1 (y) = f2 (y) =
0 y 6 [0, 1], 0 y 6 [0, 1].

.
. n = 1 1/x1 1.
, 1/x1 1 > c,
x1 < c1 . c1
() = PH1 {X1 < c1 } = c21 = .

, c1 = , X1 < .


() = PH2 {X1 < c1 } = 1 (1 c1 )2 = 1 (1 )2 .

18.3. f -
X1 , . . . , Xn : H1 = {f = f1 } -
18. 87

H2 = {f = f2 }.
 
1 y [0, 1], 2y y [0, 1],
f1 (y) = f2 (y) =
0 y 6 [0, 1], 0 y 6 [0, 1].

) n = 1; ) n = 2.
18.4. X1 1 ,
X1 [0, 1], -
, X1

3/2 y [0, 1/2],
f (y) = 1/2 y (1/2, 1],
0 y 6 [0, 1].

1/4.
. 3/2, x1 [0, 1/2],
1/2, x1 (1/2, 1]. , 1/2 6 c < 3/2
n f (X ) o
2 1
PH 1 > c = PH1 {0 6 X1 6 1/2} = 1/2 > 1/4.
f1 (X1 )
c > 3/2, PH1 {f2 (X1 )/f1 (X1 ) > c}
, 1/4. c = 3/2
1 n f (X )
2 1 3o n f (X )
2 1 3o
= PH 1 > + PH1 = = PH1 {0 6 X1 6 1/2} = .
4 f1 (X1 ) 2 f1 (X1 ) 2 2
= 1/2. 1/4
: (X1 ) = 0 ( H1 ) X1 (1/2, 1] (X1 ) = 1/2
( H2 1/2) X1 [0, 1/2].
18.5. X1 1. -
,
[0, 1]. ,
1. -

.
18.6. X1 1 -
. : = 1
= 2. = (X1 ) -
= 1 e1 .
.
88 vi.

18.7. X1 1. ,
X1 = 2.
, X1

1/2 y [0, 1],
f2 (y) = 1 y [3/2, 2],
0 y 6 [0, 1] [3/2, 2].

1/3.
18.8. X1 1. ,
X1 [1, 2]. -
, X1

1/2 y [0, 1),
f2 (y) = 1 y [1, 3/2],
0 y 6 [0, 3/2].

1/6.
18.9. X1 1. ,
X1 p = 1/2. -
, X1 -
m = 2 p = 1/2.
1/5.
18.10. -
p. -
p = 0
p = 0, 01 ,
0,01.
18.11. , ,
, 18% ,
14%, (. .
0,17). -
,
n . -
, -
. n = 2
0,0196.
18.12. X1 1.
18. 89

F X1 : H1 = {F = F1 } -
H2 = {F = F2 }. F1
-
[0, 1]. F2
-
2y [0, 1].
1/2. [0, 1], -

.
18.13. X1 , . . . , Xn -
a 2 . -
H1 =
{a = a1 } H2 = {a = a2 }, a1 < a2 .
?
.
H1 ,
.
( n
)
f2 (X1 , . . . , Xn ) 1 X 2 2
exp (Xi a1 ) (Xi a2 ) > c,
f1 (X1 , . . . , Xn ) 2 2 i=1

X > c1 , c1
:

() = PH1 X > c1
X a1 c1 a1  c a 
 
1 1
= PH 1 n > n = n = .


, n(c1 a1 )/ = 1 , 1 1 -

. c1 = a1 +1 / n


1, X > a1 + 1 / n,
=
0, X < a1 + 1 / n.


() = PH2 X > a1 + 1 / n
X a2 a2 a1 a2 a1 
  
= PH 2 n > 1 n = 1 n .

1 n ,

1 n(a2 a1 )/ . .
90 vi.

18.14. n
-

, -
.
18.15. X1 , . . . , Xn -
a 2 . -
H1 = {a = a1 , 2 = 12 }
H2 = {a = a2 , 2 = 22 }.
18.16. -
-
, = 1
= 2 , 1 < 2 .
n .
18.17.

, = 1 = 2 ,
1 < 2 .
n .
18.18. -
m p -
, p = p1
p = p2 , p1 < p2 .
n .
18.19. -
p -
, p = p1
p = p2 , p1 < p2 .
n .
18.20. p .
p = p1 p = p2 ,
p2 > p1 , , -
, . -
ps1 , s > 1 . -
.
19. 91

18.21. c,
( ),
, , -
H1 H2 1/3
2/3?
18.22. .
18.23. m()
.
, m() > .

19.
{F , } -
X1 , X2 , . . . F .
= 0 0 , 0 -
, 0 , 0 6 0 .

() = E0 (X1 , . . . , Xn )
,
() = 1 E (X1 , . . . , Xn ), 0 ,
.

( , ), () 6 -
, , 0
, ().

19.1. X1 , . . . , Xn -
a 2 . -
X,
H1 = {a = a1 }
H2 = {a > a1 }.
. , 18.13, a2 , . .
a = a2 > a1 .

a = a1 a > a1 .
92 vi.

19.2. X1 , . . . , Xn -
a -
2 . (X a)2 ,

H1 = { 2 = 12 } H2 = { 2 < 12 }.
19.3. X1 , . . . , Xn -
.
X,
H1 = { = 1 }
H2 = { > 1 }.
19.4. X1 , . . . , Xn

 1 (y)/
e y > ,
f, (y) =
0 y < ,
> 0, R.
) . X(1) ,

H1 = { = 1 } H2 =
{ 6= 1 }.
)
H1 = { = 1 , = 1 } -
H2 = { < 1 , < 1 }.
19.5. X1 , . . . , Xn -
[0, ]. X(n) ,

H1 = { = 0 } H2 =
{ 6= 0 }.
19.6. X1 , . . . , Xn
p. X,

H1 = {p = p1 } H2 = {p > p1 }.
19.7. 16.6
0,1 100 .
19.8. X1 , . . . , Xn
. X,
20. 93


H1 = { = 1 } H2 = { > 1 }.
19.9. X1 , . . . , Xn -
p.
X,
H1 = {p = p1 }
H2 = {p > p1 }.
19.10. X1 1 -
, X1 ,
, , X1 -
P{X1 [0, 1]} = 0. -
.
?

20.

X1 , . . . , Xn F .
F1 . , -
H1 = {F = F1 }, .
H2 = {F 6= F1 }.
H1 .
d(Pn , F1 ),
: c ,
PH1 {d(Pn , F1 ) > c} = lim PH1 {d(Pn , F1 ) > c} = .
n

d(Pn , F1 )
.
() , -
d, : -
, d(Pn , F1 ) c.
d(Pn , F1 ) n ,
F F1 , -
. , F , F1 ,
.
. X1 , . . . , Xn -
F Fn (y) -
, . F1
F1 (y). -
94 vi.

H1 = {F = F1 }

d(X1 , . . . , Xn ) = n sup |Fn (y) F1 (y)|.
yR


. F = F1 , n



X 2 2
K(y) = (1)j e2j y
, y > 0.
j=


, d(X1 , . . . , Xn )
1 1 .
-. X1 , . . . , Xn
F F1 .
k 1 , . . . , k , -
R. pj = F1 (j )
F1 j , -
j .
H1
(F (1 ), . . . , F (k )) (p1 , . . . , pk ) -
-
k
X (j npj )2
2 (X1 , . . . , Xn ) = .
j=1
npj

. H1 , n -
- 2 - k 1
.

-
, - 2 (X1 , . . . , Xn ) -
1 1 2 - k 1 .

20.1. X1 , X2 , X3 3. -
, [0, 1]
, :
, sup |F3 (y) y| > 1/3. -
y[0,1]

. ?
20. 95

20.2. .
20.3. , -
[0, 1] , -
-
Z1
2
= (Fn (y) y)2 dy.
0

, 2 > ,
> 0 . , -
[0, 1]
E 2 = 1/6n.
, -
.
20.4. , 0 6 X(1) 6 X(n) 6 1 -

Z1 n
1 1 X 2k1 2
(Fn (y) y)2 dy = + X (k)
12n2 n n
0 k=1

( -
2 ).
20.5. , -
F , -

Z1
2 = (Fn (y) F (y))2 dF (y).
0
,
2 F .
20.6. n = 4040 2048
1992 .
, p = 1/2
?
96 vi.

20.7. n = 4000 A1 ,
A2 A3 , , 1905,
1015 1080 . ,
0,05 H = {p1 = 1/2, p2 = p3 = 1/4},
pj = P{Aj }.
20.8. X1 , . . . , Xn -
a . -
1 () = -
H1 = {a = a0 }, H2 = {a < a0 } H3 = {a > a0 },
2 () 0 a < a0 3 () 0 a > a0 .

. n X a0 , -
H1 . 1/2
1 /2 , -


H2 , n X a0 < 1/2 ,
(X1 , . . . , Xn ) = H1 , 1/2 6  n X a0 6 1/2 ,

H3 , n X a0 > 1/2

.
:
 
PH2 { 6= H2 } = PH2 n X a0 > 1/2 0,
p
X a0 a a0 < 0 a < a0 ,

n X a0 n .
.

20.9. X1 , . . . , Xn
p. -
p = p0
p 6= p0 .
20.10. X1 , . . . , Xn -
. - -
= 0
6= 0 .
20.11. , -
( ) -
= 1
20. 97

) 1;
) 1 ;
) ;
) /2;
) .
20.12. X1 , . . . , Xn -
a 2 .
, a = a0 ,

n X a0
p .
S02
, .
20.13. X1 , . . . , Xn n
a , Y1 , . . . ,
Ym m -
b ; X Y . -
a b.
H1 = {a = b} , X Y 6 1.
H2 = {|a b| > 1}.
( n, m )? -
.
20.14. X1 , . . . , Xn n
a , Y1 , . . . ,
Ym m -
b ; X Y . -
, a > b. -
a b. H1 = {a = b} -
,
r
nm 
X Y 6 c.
n+m
H2 = {a > b}.
c > 0 .
c.
.
20.15. X1 , . . . , Xn n -
98 vi.

a 12 ,
Y1 , . . . , Ym m
b 22 ; X Y -
. H1 = {a = b}
H2 = {a > b}. - -
,
X Y
T =p .
12 /n + 22 /m
20.16. X1 , . . . , Xn n -
a 2 ,
Y1 , . . . , Ym m -
b 2 . ,
a = b,
r
nm
X Y
n+m
v
u n m
!.
u 1 X  2 X  2
t Xi X + Yi Y
n+m2
i=1 i=1

, .
20.17. X1 , . . . , Xn Y1 , . . . , Yn -
.
Zi =
Xi Yi , i = 1, . . . , n. -
,
Z1 , . . . , Zn n/2 , > 0 -
( ).
-
n . -
,
? ?
20.18. 1901 . -
( ) 15 729 000
16 799 000 ; 3 497 3 072 -
.
20. 99

, .
. , ,
-

X Y
T = p ,
p (1 p )(1/n + 1/m)
( )
. n m -

P P X1 , . . . , Xn Y1 , . . . , Ym ,
Xi + Yj
p = n+m
p, -
. -
, T = 7,91489.
( , -
)
= P{|| > T } = 2(7,91),
. 0
. -
, ,
-
.

20.19. ,
k = 2.
20.20. ,
-.
20.21. 0, 1, 2, . . . , 9 800 -
74, 92, 83, 79, 80, 73, 77, 75, 76, 91
. -
{0, 1, . . . , 9} .
20.22. 1935 .
88 273 , 7280 , -
6957, 7883, 7884, 7892,
7609, 7585, 7393, 7203,
6903, 6552 7132 .
,
365
?
100 vi.

20.23. 4096 ,
12 ( ).
, -
( ). -
.

>7
0 1 2 3 4 5 6

447 1145 1181 796 380 115 24 8 4096

20.24. [13] , . -
, -

4 1963 . 18 1964 . -
.
.


- -

63 25 13 63 30 17
63 31 16 63 31 17
63 30 12 63 30 28
63 31 18 63 31 32
63 30 23 64 31 23
63 31 16 64 29 17
63 31 15 64 18 7

, -
? -

.
B.


37 53 35 27 30 44 28
20. 101

, -

? ?
C.



02 14 12 14 31
24 17 14 16 30
46 5 16 18 26
68 8 18 20 29
8 10 5 20 22 31
10 12 25 22 24 23

, -

? , , . .
10.00 24.00.
VII

21.

21.1. X1 , . . . , Xn -
a 2 .
) S 2 = X 2 (X)2
1 n
S02 = n1 2 2
P
i=1 (Xi X) .
) , a 2 . -
,
.
)
= (a, 2 ). -
, .
) , -
a?
) , a
, a.
) S 2 S02 -
.
) (X, S02 )
(a, 2 )?
) (X, S02 ) ?
) -
(a, 2 ).
) 1
a 2 .
21. 103

21.2. X1 , . . . , Xn -
[0, ].
n+1
) 2X, X(n) n X(n) .
) , .
, -
.
)
, -
.
) , -
1 2, .
n+1
) 2X, X(n) n X(n) -
.
) X X(n) ?
) X(n) ?
) R- 2X?
) .
) 2X, -
1 .
) X(n) , -
1 .
21.3. X1 , . . . , Xn -
G Rd .
Z Z
a= f (x1 , . . . , xd )dx1 . . . dxd
G
-
n
1X
an = f (Xi ).
n
i=1

) Ean Dan .
) an .
104 vii.

)
Z Z
f 4 (x1 , . . . , xd )dx1 . . . dxd ,
G
-
a 1 .
21.4. X1 , . . . , Xn -
.
) , .
, -
.
) .
) X ,
= 1/.
) X ?
) X ?
) .
) -
1 .
21.5. X1 , . . . , Xn -

 y
e y > ,
f (y) =
0 y < .
) , .
,
.
) -
,
.
) X 1 X(1) -
.
) X(1) ?
) X(1) ?
) .
21. 105

) 1
.
21.6. X1 , . . . , Xn
p.
) X, X(n) X1 .
) , p.
, -
.
) p
, -
.
) , p 1/4 3/4 -
1/4 3/4 ,
p.
) X X1
.
) X, X(n) 2X ?
) X, X(n) 2X ?
) R- X?
) p.
) X, -
1 p.
21.7. X1 , . . . , Xn
.
) X X1 .
) , .
, -
.
) .
) , 1 2
, .
) X X1
.
) X, X(n) 2X ?
) X, X(n) 2X ?
106 vii.

) R- X?
) .
) X, -
1 .

22.

22.1. X1 , . . . , Xn . H1
,
 y
2 ln 2 y 6 0,
f1 (y) =
0 y > 0.
H2 ,

 y
3 ln 3 y 6 0,
f2 (y) =
0 y > 0.
a) 1 H1 ,
X > 1/ ln 2; H2 , X < 1/ ln 2.

n .
)
= 0,05 .
) 2 H1 ,
X(n) 6 1/4 H2 , X(n) > 1/4. -
2 .
22.2. X1 , . . . , Xn -
a 2 .
a) 1 a = 1,

X < 1 + 1/ n; a = 2.
.
) 2 a = 1,
X < 3/2; a = 2.
.
) X, -
H1 =
22. 107

{a = a1 } H2 = {a = a2 }. -
.
) X, -

H1 = {a = a1 } H2 = {a > a1 }.
.
)
H1 = {a = a1 }
H2 = {a < a1 }. .
22.3. X1 , . . . , Xn -
a -
2 .
a) 1 2 = 1,
(X a)2 6 1; 2 = 2.
.
) 2 2 = 1,
X < 4/3; 2 = 2.
.
) (X a)2

H1 = { 2 = 12 } H2 = { 2 = 22 }. -
.
) (X a)2 , -
-
H1 = { 2 = 12 } H2 = { 2 > 12 }.
.
)
H1 = { 2 = 12 }
H2 = { 2 < 12 }. .
22.4. X1 , . . . , Xn -
.
a) 1 = 2,
X 6 1/2; = 4. -
.
) 2 = 2,
108 vii.

X > 1/3; = 4.
.
) X, -
H1 =
{ = 1 } H2 = { = 2 }. -
.
) X, -

H1 = { = 1 } H2 = { > 1 }.
.
)
H1 = { = 1 }
H2 = { < 1 }. .
22.5. X1 , . . . , Xn -
[0, ].
a) 1 = 2,
X 6 3; = 4.
.
) 2 = 2,
X(n) < 3; = 4. -
.
) X(n) , -
H1 =
{ = 1 } H2 = { = 2 }. -
.
) X(n) , -
-
H1 = { = 1 } H2 = { 6= 1 }.
.
22.6. X1 , . . . , Xn
p.
a) 1 p = 1/2,
X 6 1/2; p = 3/4.
-
.
22. 109

) 2 p = 1/2,
X < 1/3; p = 3/4.
-
.
) X, -
H1 =
{p = p1 } H2 = {p = p2 }. -
.
) X, -

H1 = {p = p1 } H2 = {p > p1 }.
.
)
H1 = {p = p1 }
H2 = {p < p1 }. .
22.7. X1 , . . . , Xn
.
a) 1 = 10,
X 6 11; = 12.
.
) 2 = 10,
X(n) < 9; = 12.
.
) X, -
H1 =
{ = 1 } H2 = { = 2 }. -
.
) X, -

H1 = { = 1 } H2 = { > 1 }.
.
)
H1 = { = 1 }
H2 = { < 1 }. .

1.


k P{ = k}

, Bp p [0, 1] k = 0, 1 P{ = 0} = 1 p
P{ = 1} = p

k k
, m {1, 2, . . .}, k = 0, . . . , m Cm p (1 p)mk
Bm,p p [0, 1]

k
m {1, 2, . . .}, k = 0, 1, 2, . . . Cm+k1 (1 p)k pm
, p (0, 1]
B m,p

, p (0, 1] k = 0, 1, 2, . . . p(1 p)k


Gp

k
, (0, ) k = 0, 1, 2, . . . e
k!
111
2.


- y
y
1 2
yR ey /2
, N0,1 2

1 2 2
a R, yR e(ya) /2
2 2
, Na,2 2 > 0

a, b R, y [a, b] (b a)1
[a, b], Ua,b a<b y 6 [a, b] 0

(+) 1
-, , > 0 y [0, 1] y (1y)1
()()
B, y 6 [0, 1] 0

(- >0 y>0 ey
), E y<0 0

, L >0 yR (/2)e|y|

1 y
, , > 0, > 0 y>0 y e
()
y<0 0

, Ca,2 a R, yR
( 2 + (y a)2 )
>0
(1/2)n/2 n/21 y/2
- n - n {1, 2, ...} y>0 y e
(n/2)
, 2n y<0 0

n - n {1, 2, ...} yR cn (1 + y 2 /n)(n+1)/2 ,


((n+1)/2)
, tn cn =
n(n/2)

, W, > 0, > 0 y>0 y 1 ey
y<0 0
, P, > 0, > 0 y> y (+1)
y< 0
112

3.
Z
1 2
(y) = ez /2
dz.
2
y

y 0 1 2 3 4 5 6 7 8 9
0,0 ,500 ,496 ,492 ,488 ,484 ,480 ,476 ,472 ,468 ,464
0,1 ,460 ,456 ,452 ,448 ,444 ,440 ,436 ,433 ,429 ,425
0,2 ,421 ,417 ,413 ,409 ,405 ,401 ,397 ,394 ,340 ,386
0,3 ,382 ,378 ,374 ,371 ,370 ,363 ,359 ,356 ,352 ,348
0,4 ,345 ,341 ,337 ,334 ,330 ,326 ,323 ,319 ,316 ,312
0,5 ,309 ,305 ,302 ,298 ,295 ,291 ,288 ,284 ,281 ,278
0,6 ,274 ,271 ,268 ,264 ,261 ,258 ,255 ,251 ,248 ,245
0,7 ,242 ,239 ,236 ,233 ,230 ,227 ,224 ,221 ,218 ,215
0,8 ,212 ,209 ,206 ,203 ,200 ,198 ,195 ,192 ,189 ,187
0,9 ,184 ,181 ,179 ,176 ,174 ,171 ,169 ,166 ,164 ,161
1,0 ,159 ,156 ,154 ,152 ,149 ,147 ,145 ,142 ,140 ,138
1,1 ,136 ,134 ,131 ,129 ,127 ,125 ,123 ,121 ,119 ,117
1,2 ,115 ,113 ,111 ,109 ,107 ,106 ,104 ,102 ,100 ,099
1,3 ,097 ,095 ,093 ,092 ,090 ,089 ,087 ,085 ,084 ,082
1,4 ,081 ,079 ,078 ,076 ,075 ,074 ,072 ,071 ,069 ,068
1,5 ,067 ,066 ,064 ,063 ,062 ,061 ,059 ,058 ,057 ,056
1,6 ,055 ,054 ,053 ,052 ,051 ,049 ,048 ,047 ,046 ,046
1,7 ,045 ,044 ,043 ,042 ,041 ,040 ,039 ,038 ,038 ,037
1,8 ,036 ,035 ,034 ,034 ,033 ,032 ,031 ,031 ,030 ,029
1,9 ,029 ,028 ,027 ,027 ,026 ,026 ,025 ,024 ,024 ,023
2,0 ,023 ,022 ,022 ,021 ,021 ,020 ,020 ,019 ,019 ,018
2,1 ,018 ,017 ,017 ,017 ,016 ,016 ,015 ,015 ,015 ,014
2,2 ,014 ,014 ,013 ,013 ,013 ,012 ,012 ,012 ,011 ,011
2,3 ,011 ,010 ,010 ,010 ,010 ,009 ,009 ,009 ,009 ,008
2,4 ,008 ,008 ,008 ,008 ,007 ,007 ,007 ,007 ,007 ,006
2,5 ,006 ,006 ,006 ,006 ,006 ,005 ,005 ,005 ,005 ,005
2,6 ,005 ,005 ,004 ,004 ,004 ,004 ,004 ,004 ,004 ,004
2,7 ,003 ,003 ,003 ,003 ,003 ,003 ,003 ,003 ,003 ,003
2,8 ,003 ,002 ,002 ,002 ,002 ,002 ,002 ,002 ,002 ,002
2,9 ,002 ,002 ,002 ,002 ,002 ,002 ,002 ,001 ,001 ,001

(3) = 0, 00135; (4) = 0, 00003167; (5) = 0, 0000002867;


(6) = 0, 00000000099
113
4. 2 -
zn (p) p -
2 n , . . zn (p),
P{2n < zn (p)} = p, p [0, 1].

@p
n@ 0,01 0,02 0,05 0,1 0,2 0,3 0,5 0,7 0,8 0,9 0,95 0,98 0,99 ,995 ,999
1 ,000 ,001 ,004 ,016 ,064 ,148 ,455 1,07 1,64 2,71 3,84 5,41 6,64 7,88 10,8
2 ,020 ,040 ,103 ,211 ,446 ,713 1,39 2,41 3,22 4,61 5,99 7,82 9,21 10,6 13,8
3 ,115 ,185 ,352 ,584 1,01 1,42 2,37 3,67 4,64 6,25 7,82 9,84 11,3 12,8 16,3
4 ,297 ,429 ,711 1,06 1,65 2,20 3,36 4,88 5,99 7,78 9,49 11,7 13,3 14,9 18,5
5 ,554 ,752 1,15 1,61 2,34 3,00 4,35 6,06 7,29 9,24 11,1 13,4 15,1 16,8 20,5
6 ,872 1,13 1,64 2,20 3,07 3,83 5,35 7,23 8,56 10,6 12,6 15,0 16,8 18,5 22,5
7 1,24 1,56 2,17 2,83 3,82 4,67 6,35 8,38 9,80 12,0 14,1 16,6 18,5 20,3 24,3
8 1,65 2,03 2,73 3,49 4,59 5,53 7,34 9,52 11,0 13,4 15,5 18,2 20,1 22,0 26,1
9 2,09 2,53 3,33 4,17 5,38 6,39 8,34 10,7 12,2 14,7 16,9 19,7 21,7 23,6 27,9
10 2,56 3,06 3,94 4,87 6,18 7,27 9,34 11,8 13,4 16,0 18,3 21,2 23,2 25,2 29,6
11 3,05 3,61 4,58 5,58 6,99 8,15 10,3 12,9 14,6 17,3 19,7 22,6 24,7 26,8 31,3
12 3,57 4,18 5,23 6,30 7,81 9,03 11,3 14,0 15,8 18,5 21,0 24,1 26,2 28,3 32,9
13 4,11 4,77 5,89 7,04 8,63 9,93 12,3 15,1 17,0 19,8 22,4 25,5 27,7 29,8 34,5
14 4,66 5,37 6,57 7,79 9,47 10,8 13,3 16,2 18,2 21,1 23,7 26,9 29,1 31,3 36,1
15 5,23 5,99 7,26 8,55 10,3 11,7 14,3 17,3 19,3 22,3 25,0 28,3 30,6 32,8 37,7
16 5,81 6,61 7,96 9,31 11,2 12,6 15,3 18,4 20,5 23,5 26,3 29,6 32,0 34,3 39,3
17 6,41 7,26 8,67 10,1 12,0 13,5 16,3 19,5 21,6 24,8 27,6 31,0 33,4 35,7 40,8
18 7,02 7,91 9,39 10,9 12,9 14,4 17,3 20,6 22,8 26,0 28,9 32,3 34,8 37,2 42,3
19 7,63 8,57 10,1 11,7 13,7 15,4 18,3 21,7 23,9 27,2 30,1 33,7 36,2 38,6 43,8
20 8,26 9,24 10,9 12,4 14,6 16,3 19,3 22,8 25,0 28,4 31,4 35,0 37,6 40,0 45,3
21 8,90 9,92 11,6 13,2 15,4 17,2 20,3 23,9 26,2 29,6 32,7 36,3 38,9 41,4 46,8
22 9,54 10,6 12,3 14,0 16,3 18,1 21,3 24,9 27,3 30,8 33,9 37,7 40,3 42,8 48,3
23 10,2 11,3 13,1 14,8 17,2 19,0 22,3 26,0 28,4 32,0 35,2 39,0 41,6 44,2 49,7
24 10,9 12,0 13,8 15,7 18,1 19,9 23,3 27,1 29,6 33,2 36,4 40,3 43,0 45,6 51,2
25 11,5 12,7 14,6 16,5 18,9 20,9 24,3 28,2 30,7 34,4 37,7 41,6 44,3 46,9 52,6
26 12,2 13,4 15,4 17,3 19,8 21,8 25,3 29,2 31,8 35,6 38,9 42,9 45,6 48,3 54,1
27 12,9 14,1 16,2 18,1 20,7 22,7 26,3 30,3 32,9 36,7 40,1 44,1 47,0 49,6 55,5
28 13,6 14,8 16,9 18,9 21,6 23,6 27,3 31,4 34,0 37,9 41,3 45,4 48,3 51,0 56,9
29 14,3 15,6 17,7 19,8 22,5 24,6 28,3 32,5 35,1 39,1 42,6 46,7 49,6 52,3 58,3
30 15,0 16,3 18,5 20,6 23,4 25,5 29,3 33,5 36,3 40,3 43,8 48,0 50,9 53,7 59,7
31 15,7 17,0 19,3 21,4 24,3 26,4 30,3 34,6 37,4 41,4 45,0 49,2 52,2 55,0 61,1
32 16,4 18,2 20,1 22,3 25,1 27,4 31,3 35,7 38,5 42,6 46,2 50,5 53,5 56,3 62,5
114

5.
zn (p) tn -
n ,
P{|tn | > zn (p)} = p, p [0, 1].
Q p
n Q 0,9
Q 0,8 0,7 0,6 0,5 0,4 0,3 0,2 0,1 0,05 0,02 0,01 0,001
1 ,158 ,325 ,510 ,727 1,00 1,38 1,96 3,08 6,31 12,7 31,8 63,7 637
2 ,142 ,289 ,445 ,617 ,816 1,06 1,39 1,89 2,92 4,30 6,96 9,92 31,6
3 ,137 ,277 ,424 ,584 ,765 ,978 1,25 1,64 2,35 3,18 4,54 5,84 12,9
4 ,134 ,271 ,414 ,569 ,741 ,941 1,19 1,53 2,13 2,78 3,75 4,60 8,61
5 ,132 ,267 ,408 ,559 ,727 ,920 1,16 1,48 2,02 2,57 3,36 4,03 6,87
6 ,131 ,265 ,404 ,553 ,718 ,906 1,13 1,44 1,94 2,45 3,14 3,71 5,96
7 ,130 ,263 ,402 ,549 ,711 ,896 1,12 1,41 1,89 2,36 3,00 3,50 5,41
8 ,130 ,262 ,399 ,546 ,706 ,889 1,11 1,40 1,86 2,31 2,90 3,36 5,04
9 ,129 ,261 ,398 ,543 ,703 ,883 1,10 1,38 1,83 2,26 2,82 3,25 4,78
10 ,129 ,260 ,397 ,542 ,700 ,879 1,09 1,37 1,81 2,23 2,76 3,17 4,59
11 ,129 ,260 ,396 ,540 ,697 ,876 1,09 1,36 1,80 2,20 2,72 3,11 4,44
12 ,128 ,259 ,395 ,539 ,695 ,873 1,08 1,36 1,78 2,18 2,68 3,05 4,32
13 ,128 ,259 ,394 ,538 ,694 ,870 1,08 1,35 1,77 2,16 2,65 3,01 4,22
14 ,128 ,258 ,393 ,537 ,692 ,868 1,08 1,35 1,76 2,14 2,62 2,98 4,14
15 ,128 ,258 ,393 ,536 ,691 ,866 1,07 1,34 1,75 2,13 2,60 2,95 4,07
16 ,128 ,258 ,392 ,535 ,690 ,865 1,07 1,34 1,75 2,12 2,58 2,92 4,02
17 ,128 ,257 ,392 ,534 ,689 ,863 1,07 1,33 1,74 2,11 2,57 2,90 3,97
18 ,127 ,257 ,392 ,534 ,688 ,862 1,07 1,33 1,73 2,10 2,55 2,88 3,92
19 ,127 ,257 ,391 ,533 ,688 ,861 1,07 1,33 1,73 2,09 2,54 2,86 3,88
20 ,127 ,257 ,391 ,533 ,687 ,860 1,06 1,33 1,72 2,09 2,53 2,85 3,85
21 ,127 ,257 ,391 ,532 ,686 ,859 1,06 1,32 1,72 2,08 2,52 2,83 3,82
22 ,127 ,256 ,390 ,532 ,686 ,858 1,06 1,32 1,72 2,07 2,51 2,82 3,79
23 ,127 ,256 ,390 ,532 ,685 ,858 1,06 1,32 1,71 2,07 2,50 2,81 3,77
24 ,127 ,256 ,390 ,531 ,685 ,857 1,06 1,32 1,71 2,06 2,49 2,80 3,75
25 ,127 ,256 ,390 ,531 ,684 ,856 1,06 1,32 1,71 2,06 2,49 2,79 3,73
26 ,127 ,256 ,390 ,531 ,684 ,856 1,06 1,32 1,71 2,06 2,48 2,78 3,71
27 ,127 ,256 ,389 ,531 ,684 ,855 1,06 1,31 1,70 2,05 2,47 2,77 3,69
28 ,127 ,256 ,389 ,530 ,683 ,855 1,06 1,31 1,70 2,05 2,47 2,76 3,67
29 ,127 ,256 ,389 ,530 ,683 ,854 1,06 1,31 1,70 2,05 2,46 2,76 3,66
30 ,127 ,256 ,389 ,530 ,683 ,854 1,06 1,31 1,70 2,04 2,46 2,75 3,65
40 ,126 ,255 ,388 ,529 ,681 ,851 1,05 1,30 1,68 2,02 2,42 2,70 3,55
60 ,126 ,254 ,387 ,527 ,679 ,848 1,05 1,30 1,67 2,00 2,39 2,66 3,46
120 ,126 ,254 ,386 ,526 ,677 ,845 1,04 1,29 1,66 1,98 2,36 2,62 3,37
,126 ,253 ,385 ,524 ,674 ,842 1,04 1,28 1,65 1,96 2,33 2,58 3,29
115
6.


X 2 2
K(y) = (1)j e2j y , y > 0.
j=

y 0 1 2 3 4 5 6 7 8 9
0,3 ,0000 ,0000 ,0000 ,0001 ,0002 ,0003 ,0005 ,0008 ,0013 ,0019
0,4 ,0028 ,0040 ,0055 ,0074 ,0097 ,0126 ,0160 ,0200 ,0247 ,0300
0,5 ,0361 ,0428 ,0503 ,0585 ,0675 ,0772 ,0876 ,0987 ,1104 ,1228
0,6 ,1357 ,1492 ,1632 ,1778 ,1927 ,2080 ,2236 ,2396 ,2558 ,2722
0,7 ,2888 ,3055 ,3223 ,3391 ,3560 ,3728 ,3896 ,4064 ,4230 ,4395
0,8 ,4559 ,4720 ,4880 ,5038 ,5194 ,5347 ,5497 ,5645 ,5791 ,5933
0,9 ,6073 ,6209 ,6343 ,6473 ,6601 ,6725 ,6846 ,6964 ,7079 ,7191
1,0 ,7300 ,7406 ,7508 ,7608 ,7704 ,7798 ,7889 ,7976 ,8061 ,8143
1,1 ,8223 ,8300 ,8374 ,8445 ,8514 ,8580 ,8644 ,8706 ,8765 ,8823
1,2 ,8878 ,8930 ,8981 ,9030 ,9076 ,9121 ,9164 ,9206 ,9245 ,9283
1,3 ,9319 ,9354 ,9387 ,9418 ,9449 ,9478 ,9505 ,9531 ,9557 ,9580
1,4 ,9603 ,9625 ,9646 ,9665 ,9684 ,9702 ,9718 ,9734 ,9750 ,9764
1,5 ,9778 ,9791 ,9803 ,9815 ,9826 ,9836 ,9846 ,9855 ,9864 ,9873
1,6 ,9880 ,9888 ,9895 ,9902 ,9908 ,9914 ,9919 ,9924 ,9929 ,9934
1,7 ,9938 ,9942 ,9946 ,9950 ,9953 ,9956 ,9959 ,9962 ,9965 ,9967
1,8 ,9969 ,9971 ,9973 ,9975 ,9977 ,9979 ,9980 ,9981 ,9983 ,9984
1,9 ,9985 ,9986 ,9987 ,9988 ,9989 ,9990 ,9991 ,9991 ,9992 ,9992
2,0 ,9993 ,9994 ,9994 ,9995 ,9995 ,9996 ,9996 ,9996 ,9997 ,9997
2,1 ,9997 ,9997 ,9998 ,9998 ,9998 ,9998 ,9998 ,9998 ,9999 ,9999

K(2, 2) = 0, 999874; K(2, 25) = 0, 999920;


K(2, 3) = 0, 999949; K(2, 35) = 0, 999968;
K(2, 4) = 0, 999980; K(2, 45) = 0, 999988;
K(2, 49) = 0, 999992

1. . ., . . -
. .: - -, 1998.
2. ., . . 1, 2.
.: , 1983.
3. . ., . . -
. .: , 1965.
4. . . . : -
; - , 1997.
5. . . .: .
., 1960.
6. . .
. . .: , 1970.
7. . . .: , 1979.
8. . ., . . -
. .: -
-, 1967.
9. . . .: , 1975.
10. . ., . ., . .
. .: , 1989.
11. . ., . . .
.: , 1984.
12. . ., . ., . .
. .: , 1989.
13. ., . . -
. .: , 1984.
14. ., . -
. .: , 1981.
117
15. . ., . . -
. : - , 1997.
(2- ., . : . . -, 2003).
16. . . .: , 1975.
17. . . .: , 1964.
18. . . . .:
- -, 1963.
19. . -
. . . :
-, 1989.
20. , -
. . . -
. .: , 1965.
21. .
. .: , 1990.
22. . . .: , 1967.
23. . .
. 2. .: , 1984.
24. . ., . . -
. .: - -, 1990.
25. Dacunha-Castelle D., Duflo M. Exercices de probabilites et statistiques.
Tome 1. Problemes a temps fixe. Paris e.a.: Masson, 1982.
26. Garthwaite P. H., Jolliffe I. H., Jones B. Statistical Inference. Prentice
Hall, 1995.

1.

1.1. ), ), ), ) ; ), ) . 1.2. ), ), ), ), ) ; ), ), ),
) . 1.3. ) a, 2 /n, Na,2 /n ; ) a; ) 2 (n 1)/n, 2 . 1.4. , /n, ,
. 1.5. (a + b)/2, (b a)2 /12n, , . 1.6. U0,1 . 1.7. U0,1 . 1.8. U0,1 .
1.9. E1 . 1.10. U0,1 . 1.11. U0,1 . 1.12. n P{YP 1 = 1 p} = o 1 P{Y1 =
k1 i

0} = p. 1.13. P{Y1 = 0} = e ; P Y1 = i=0 e /i! = k e /k!,
k > 1. 1.14. y1 < < yn , n!f (y1 ) . . . f (yn ),
n
0. 1.15.Pn ) Fi (y); ) 1 (1 F (y))n . 1.16. Cnk F k (y)(1 F (y))nk .
1.17. i=k Cn F (y)(1F (y))ni . 1.18. ) n(y)n1 /n ; ) ny n1 /n ; )
i
k1 k1
nCn1 y ( y)nk /n . 1.19. ) n(1 F (y))n1 f (y); ) nF n1 (y)f (y);
k1 k1
) nCn1 F (y)(1 F (y))nk f (y). 1.20. ) /(n + 1), 22 /(n + 1)(n + 2),
n /(n+1) (n+2); ) n/(n+1), n2 /(n+2), n2 /(n+1)2 (n+2); ) k/(n+
2 2

1), k(k + 1)2 /(n + 1)(n + 2), k(n k + 1)2 /(n + 1)2 (n + 2). 1.21. P{X(k) >
Pk1 i Pl i P ni
N
l} = i=0 Cn m=0 pm m=l+1 pm . 1.22. P{X(1) < y, X(n) <
n n
z} = F (z) (F (z) F (y)) y < z P{X(1) < y, X(n) < z} =
F n (z) . 1.23. ) n(n 1)(z y)n2 /n 0 6 y < z 6 ; )
k1 jk1 k1
2 /(n + 1)2 (n + 2); ) n(n 1)Cn2 Cnk1 y (z y)jk1 ( z)nj /n
0 6 y < z 6 ; ) k(nj+1)2 /(n+1)2 (n+2). 1.24. ) En ; ) E(nk) .
1.28. ), ) E1 . 1.30. ), ) 1,k . 1.31. -
, 1,k , 1,j . 1.32.
(1 , 1 +2 ), 1 2 1,k 1,jk .
1.34. ; p(1 p) s(1 s);
p(1 s). 1.35.
x
ee , x R.

2.

2.3. Fn (y) = 0 y 6 0, Fn (y) = 1 X 0 < y 6 1


Fn (y)
= 1 y > 1. 2.4. (1, 1, 5, 7, 8, 8), (1, 5, 1, 7, 8, 8). 2.5. ,
, , . 2.6. ; (X1 /a, . . . , Xn /a). 2.8. ) , ( 3 X1 , . . . , 3 Xn );
119
) , n3 , X(k) k 3 (k 1)3
. 2.9. ; (X1 , . . . , Xn , Y1 , . . . , Yn ). 2.12. )
F (y); ) F (y)(1 F (y))/n; ) (F (z) F (y))(1 F (z) + F (y))/n, -
y < z. 2.13. Cnk (Cm y y
p (1 p)my )k (1 Cm y y
p (1 p)my )nk
y {0, . . . , m}; 0 . 2.14. 1 (1 F (z) + F (y))n , y < z.
2.15. 0. 2.21. cn = n(1 1/e2 ), N0,1/e2 1/e4 ; cn = n(1 1/e2 ) + 13 n,
N13,1/e2 1/e4 .

3.

3.1. ) X; ) X 2 a2 ; ) X, S 2 . 3.2. ) (/2)(|X


q a|)2 ; )q (X a)2 . 3.3. )
p
k
max(0, X), 1 + X 2 1; ) max(0, X); X 2 /2. 3.4. X 2k /(2k 1)!!.
p
3.5. ) 2X; ), ) X; ) 3X 2 . 3.6. ) a = X 3S 2 , b = X + 3S 2 ;
q
) a = X 3S 2 , b = 2 3S 2 . 3.7. (k + 1)X k . 3.8. 1/X. 3.9. X 1.
k

q q
3.10. = S 2 , = X S 2 . 3.11. ) k!/X k ; ) X k /k!. 3.12. y 2 ,
k k

q
2/X 2 . 3.13. (X)2 . 3.14. e1/X . 3.15. ) = /X; ) = X; )

q= X/S 2 , = (X)2 /S 2 . 3.16. ) X/(X ); ) X(1q 1/); ) =
2
1+ 1 + (X) /S 2 , = X(11/ ). 3.17. 1/X . 3.19. X k /(1 + k/3).
k

3.20. ) X/(1X); ) 3X/2. 3.21. . 3.22. X. 3.23. . 3.24. ) X/m;


) X/p; ) pn = 1 S 2 /X,
q
mn = (X)2 /(X S 2 ). 3.25. eX . 3.26. ) X; ) X 2 + 1/4 1/2.
p

3.27.
p eX
. 3.28. n = I{X = 1}. 3.29. 1 = X S 2 X, 2 = X +

S 2 X. 3.30. 1/(X + 1). 3.31. n = (b X)/(b a), a 6 X 6 b;
0, X < a; 1, X > b. 3.32.
.

4.
p q 
4.1. X, S 2 . 4.2. (X a)2 . 4.3. ) 1 + X 2 1; ) 12 (X)2 + 4X 2 X .
4.4. X(n) . 4.5. ) X(1) ; ) max{X(1) , X(n) } = max{|Xi |}; ) -
[X(n) 2, X(1) ]; ) X(n) /2. 4.6. an = X(1) , bn = X(n) . 4.7. 1/X.
4.8. X(1) . 4.9. n = X X(1) , n = X(1) . 4.10.
Pn .
4.11. = , = n1 i=1 |Xi |. 4.12. =
/X. 4.13. ) 1/(ln X ln ); ) X(1) ; ) (1/(ln X ln X(1) ), X(1) ).
p
3
4.14. 1/X . 4.15. X 3 . 4.16. g(X). 4.17. ) 1/ln X; ) X(n) ; )
120
p
1 X 1 ; ) 1/ln ln X; ) max {|Xi |}. 4.18. ) X1 ; ) (X1 + X2 )/2,
16i6n
p
|X1 X2 | 6 2; (X1 + X2 )/2 (X1 X2 )2 /4 1 (
|X1 X2 | > 2). 4.19. . 4.18). 4.20. X. 4.21. ) X/m;
) [X1 /p], X1 /p , X1 /p 1 X1 /p, X1 /p .
4.22. X. 4.23. 1/(X + 1). 4.24. pn = n /(nX + n ), n -
, m. 4.25. X(n) . 4.26. an = 1,
X < 3/2; an = 2, X > 3/2. 4.27. = 1, X > ln 2; = 2,
ln 3/2 < X < ln 2; = 3, X < ln 3/2. 4.28. I{X 6= 3}/3. 4.29. X1 .
4.31. U,+7 . 4.32. U,+7 .

5.
2
 1
5.2. nX2
n +1
+b
. 5.3. 1 + en/2nX
. 5.4. ) n+1
n max(X(n) , 1); )
n1
n1 X(n) X(n) 1
n2 1X n1 . 5.5. n = 1 + (1 + 2n ) , X(n) 6 1; n = 2,
(n)

1 < X(n) 6 2. 5.6. (n + 1)/(nX + ). 5.7. aena /(ena 1) 1/n, a =


2n1 2n3
2n1 X(n) X(n) 2n3 X(n) X(n)
min(1, X(1) ). 5.8. ) 2n2 X 2n1 1 ; ) 2n4 X 2n3 1 ; ) max(X(n) , 1)
(n) (n)
+2n
+2n1 . 5.9. (nX + 1)/(n + 2). 5.10. (22n+1nX + 3n+1 )/6(22nnX + 3n ).
5.11. (nX +)/(n+1+). 5.12. (nX +1)/(n+1). 5.13. (en +2nX+2 )/(en +
2nX+1 ). 5.14. (3nX + 4 2nX + 9)/4(3nX + 2 2nX + 3).

6.

6.1. . 6.2. ), ), ) -
; ) ; ) -
. 6.4. ; . 6.5. ; . 6.6. ; . 6.9. ; (). 6.10. ;
S02 . 6.11. ), ), ) ; ) -
. 6.12. . 6.13.
. 6.15. ) 814,86 2 ; ) 921,84 2 . 6.16. ,
. 6.17. , . 6.18. ), ) , .
6.19. , /(n 1); . 6.20. = e1/ ; . 6.21. ; . 6.22. -
k. 6.23. ) , -
; ) , . 6.24. -
. 6.25. . 6.26.
. 6.27. . 6.28. . 6.29. -
. 6.30. ; . 6.32. . 6.33. bn (p) =
(p)/(n+), E(pn p)2 = (np(1p)+(p)2 )/(n+)2 . 6.34. = e2p ;
. 6.35. , . 6.36. = 5 ; .
121
6.37. = e , . 6.38. = e ; . 6.39. ; . 6.41. ) n+3 n+4 X;
) (X1 + X3 )/2. 6.43. ; . 6.44. ; . 6.45. -
. 6.46. . 6.48. B1/2 , = 1/2.
6.49. , . 6.51. /3. 6.53.
, f .
6.54. ) U0, , g(y) = y 9 ; ) Bp ; ) , = X7 ; ) , n = X + 1/n.

7.

7.1. DX1 . 7.2. Dg(X1 ). 7.3. D(X1 a)2 . 7.6. 4 2 2 . 7.7.


6= 0. 7.10. ; 2 (/2 1). 7.11. ; 4 4 . 7.12. 2 /(2k + 1).
7.13. . 7.14. . 7.15. 1/27. 7.16. = ln(a/2), 2 (a) = 1/3.
(2k)! (k!)2 2 2 2
7.17. 2 2
. 7.18. 1. 7.19. = e2/ , 2 () = 20 e4/ /4 .
k (k!)
7.20. ) ; ) , 1. 7.21. ) , 22 ; ) , 2 ,
. 7.22. n , 2 () = 2 ; n . 7.23. , 2 . 7.24. 1/4.
7.25. 1. 7.26. = emp , 2 (m, p) = mp(1 p)e2mp . 7.27. . 7.28. 1/4.
2
7.29. = e , 2 () = (1 ) e2 . 7.30. X + 5/ 5 n. 7.31. ,
p2 (1 p). 7.32. N0,92 . 7.35. 2 . 7.36. 2 /4. 7.37. 1/2 . 7.38. 1/4f 2 ().
7.39. (1 )/f 2 ( ). 7.40. F (y)(1 F (y)).

8.

8.1. . 8.2. DS02 = 2 4 /(n 1), DS12 = 2 4 /n.


8.3. DS02 = 2 4 /(2n 1), D( 2 )2n = 2 4 /n. 8.4. cn = 1/(n + 1); -
= 2 2 /(n + 1). 8.5. : 2 /3n,

22 /(n + 1)(n + 2), 2 /n(n + 2), 22 /(n + 1)(n + 2). 8.6. 1,n -

; 0,n , 2,n ; k,n , k+1,n k > 2.
8.7. cn = (n + 2)/(n + 1); = 1/(n + 1)2 . 8.8. -
a = (n + 1)/(5n + 4), b = 2a,
E ( )2 = 1/(n + 2)(5n + 4). 8.9. )
, ; ) (X(1) +X(n) 1)/2.
8.10. E(X 1)2 = 1/n, E(X(1) )2 = 2/n2 , E(X(1) 1/n)2 = 1/n2 .
8.11. , 1 = (X1 + X2 )/2 ,
2 = X1 . 8.12. (0, 1),
1 = X + 33, 2 = X1 .

9.

9.1. . 9.2. . 9.3. -


. 9.4. . 9.5. . 9.6. , k = 1.
122

10.

10.1. (x1 , . . . , xn ); ), ) . 10.3. -


P{X1 B1 , . . . , Xn Bn | nX = y} () -
2 , -
2
ii = (n 1)/n,
ij = 1/n, i 6= j, (y/n, . . . , y/n). 2 -
2

2 , -
(1 , . . . , n ) 2 + (y/n, . . . , y/n) = (1 + y/n, . . . , n
+ y/n), i
; . 10.4. X 2 10.5. ) ;
) ; ) . 10.6. (X, X 2 ). 10.7. X(n) . 10.8. , , . 10.9. ),
) (X(1) , X(n) ). 10.10. max{X(1) , X(n) } = max |Xi |. 10.11. S = X.
10.12. 2X(1) ; . 10.13. ) X(1) ; ) X; ) (X(1) , X). 10.14. ; -
n/ n; . 10.15. (X, ln X). 10.16. )
ln X; ) X(1) ; ) (ln X, X(1) ). 10.17. (ln X, X ). 10.18. ln X. 10.19. .
10.20. P{X ~ = (k1 , . . . , kn ) | nX = k} = Qn Cnki /Cnm k
, k1 + +kn =
i=1
k; . 10.21. : P(X ~ = (k1 , . . . , kn ) | nX =
k! 1 2
k) = k1 !...k k , k1 + +kn = k; X, (X) , sin X (
n! n
2
2 ), X . 10.22. ), ), ), ), ) ; ) .
~ = (k1 , . . . , kn ) | nX = k} = 1/C k
10.24. P{X n+k1 , k1 + + kn = k,

P
{(k1 , . . . , kn ) : ki = k}; . 10.26. X(n) . 10.27.
a 1.

11.

11.6. ) (X(1) , X). 11.7. .

12.

12.1. /( + 1). 12.3. X, N (a, 1/n); . 12.4. n+1


n X(n) . 12.5. -
0, 2 /12; n+1 n X(n) , 0,
2 /n(n + 2), . 12.6. (1 (n 1)y/nX(n) )I{X(n) > y}.
12.7. (n 1)/nX. 12.8. X(1) 1/n. 12.9. ) X(1) /n; ) X ; )
= (n1)(X X(1) )/n, = (nX(1) X)/(n1). 12.10. (11/n)X(1) .
12.11. X . 12.12. ) g(X); ) (g(X) )2 . 12.13. ln X. 12.14. X.
12.15. ) p(m1), mp(1p); X, p(m1),
mp(1 p)/n;
123
p(m1). ) 0, p(1p)/m; X/m, 0, -
p(1 p)/nm; . 12.16. X,
0, /n; . 12.17. bn () = 0, n = (1 1/n)nX .
12.18. ) 0; (n 1)/(nX + n 1).

13.

13.1. ) :
, b0 () b();
) , , -
b0 () = 1; ) .
13.2. nn /(n + 1). 13.3. -
[3, + 5]. 13.4. .
Dn c/n2 . 13.5. ), ), ), ), ) ; ), ), ),
) . 13.6. R-. 13.7. ) R-; ) . 13.8. )
; . 13.9. . 13.10. ; . 13.11. ; . 13.12. ; ; ;
. 13.13. ; . 13.14. . 13.15. ) 2 /3n; ) 1/3; ) -
. 13.20. R-. 13.21. R-. 13.22. R-.
13.23. 0; . 13.24. . 13.26. ) ; ) .

14.

14.1. (X 1/2 / n, X + 1/2 / n), 1/2
1 /2 N0,1 . 14.2. (nS12 /1/2 , nS12 //2 ),
2 n .
14.3. (n(X a)2 /1/4
2
, n(X a)2 /0,5+/4
2
), -
; . 14.4. c = 1.
14.5. c = 2. 14.6. c = 2. 14.7. a: (X S0 1/2 / n, X +S0 1/2 / n),
1/2 1 /2 n 1
p
, S0 = S02 . 2 : (nS 2 /1/2 , nS 2 //2 ),
2 n p 1 p .
14.9. (1/ ln 20, 1/(ln 20 ln 19)). 14.10. ) (2X 1/3n, 2X + 1/3n);
) (X(n) , X(n) + /(n +1)). 14.11. (X1 , X1 /).14.12. (X(n) , X(n) / n ).
14.14. ) (X(1) 1 + n , X(1) ); ) (X(1) /(2 n ), X(1) ). 14.15. (X(1) +
(ln )/n, X(1) ). 14.16. (0, (ln )/X1 ); (0, (ln )/nX(1) ).

15.

q q
15.1. X1/2 X(1 X)/ n, X+1/2 X(1 X)/ n , 1/2
1 /2 N0,1 .
124

q
15.2. (0,061; 0,139). 15.3. X/m 1/2 X(1 X/m)/ n, X/m +

q
1/2 X(1 X/m)/ n , 1/2 1 /2

N0,1 . 15.4. X 1/2 X/ n, X + 1/2 X/ n ,
1/2 1 /2 N0,1 .


1/2 pn 1pn 1/2 p 1pn
15.5. pn
n
, p
n + n
n
, pn = 1/(1 + X)
1/2 1 /2 N0,1 . 15.6. (X

1/2 (X)/ n, X + 1/2 (X)/ n), 1/2 -
1 /2 N0,1 . 15.7. (n 1/2 (n )/ n, n +
1/2 (n )/ n), 1/2 1 /2 -

N0,1 . 15.8. (X(n) , nX(n) /(n + ln )). 15.9. 1 1 1/2 / 3n, 1 +
 
1 1/2 / 3n 2 2 1/2 / 5n, 2 + 2 1/2 / 5n , 1/2
1 /2 N0,1 . 15.10. 1
 p
1 1/2 / n, 1 + 1 1/2 / n 2 5/42 1/2 / n, 2 +
p
5/42 1/2 / n , 1/2 1 /2 -


N0,1 . 15.11. X 1 1/2 / n, X 1 + 1/2 / n ,
1/2 1 /2 N0,1 .

,  1/n,
1/ n. 15.12. 1/2 / n, + 1/2 / n , = 1/(ln X

ln X(1) ). 15.13. 1/2 / 2n , + 1/2 / 2n , 1/2
1 /2 N0,1 ; , - 
X, . 15.14. 1/2 /2 n, + 1/2 /2 n ,
1/2 1 /2 N0,1 . 15.15. n
p p 
2(n )2 1/2 /2 1/ n, n + 2(n )2 1/2 /2 1/ n , 1/2
1 /2 N0,1 .

16. :

n n
16.1. 1 1 (3) 1 0,99865n ; 1 (2) 0,977n . 16.2. >
1/2. 16.3. , -
. 16.4. ) 0, (2); ), ) 0, 1/2. 16.5. () >
n > (ln(1 ))/(ln 4 3). 16.6. (4) 0,000032.

17.

17.1. a = a1 , X < (a1 + a2 )/2,


a = a2 . 17.2. ) (X) = (1, 0), X < 3/2;
125
(X) = (0, 1); (3) = (0, 1); ) (X) = (1, 0, 0), X < 3/2;
(X) = (0, 1, 0), 3/2 6 X < 5/2; (X) = (0, 0, 1), 5/2 6 X;
(3) = (0, 0, 1). 17.3. (X) = (1, 0, 0), X > ln 2; (X) = (0, 1, 0),
ln 3/2 < X 6 ln 2; (X) = (0, 0, 1), X 6 ln 3/2. 17.4. (X) = (1, 0),
X < (n 1)(ln 2)/n(ln 3 ln 2). 17.5. (X) = (1, 0), X < m/2
1/n. 17.6. {a = a1 } , X1 < (a1 + a2 )/2,
{a = a2 }.

18.

18.1. , , X1 <
0
X 1 > 0. 18.2. = 1, X 1 < ; () =
(1 )2 . 18.3. ) = 1, X1 > 1 ; ) = 1, X1 X2 > t,
t t(1 ln t) = 1 . 18.4. = 0, X1 >
1/2; = 1/2, X1 6 1/2. 18.5. = 0, X1 (, 1); = 1
; () = 1 + 1/e 1/e . 18.6. = 0, X1 = 0; = 1 ;
() = 1 e2 . 18.7. = 1, X1 (a, 1] [3/2, 2]; = 0 ,
a = 21 ln(1/3e3 +e4 +e2 ) 0,413685. 18.8. = 0, X1 (3/2, 2];
= 1/3, X1 [1, 3/2]; = 1, X1 [0, 1]. 18.9. = 0,
X1 = 0; = 2/5, X1 = 1; = 1, X1 = 2. 18.10. = 0,
X = 0; n = 459; : = 1, X > 0;
= 0,01 ; n = 458. 18.11. ,
. 18.12. = 1, X1 [1/2, 1]; = 1/2, X1 = 0; = 0,
X1 (0, 1/2); (1/4, 3/4). 18.13. = 1, X > a1 + 1 / n,
1 1 N0,1 ; .
18.14. H1 = { 2 = 12 }, H2 = { 2 = 22 }, 22 < 12 ; = 1, X 2 <
12 /n, 2 - n P
n
. 18.15. 12 < 22 i=1 Xi +
 2
(a2 12 a1 22 )/(22 12 ) > c. 18.16. = 1, X < 1/1 + /1 n,

N0,1 ; 1. 18.17. = 1,
X > 1 + 1 1 / n, 1 p 1

N0,1 ; 1. 18.18. = 1, X > mp1 + mp1 (1 p1 )1 / n, 1
1 N0,1 ; 1. 18.19. = 1, X <
(1 p1 )/p1 + (1 p1 ) /p21 n,
N0,1 ; 1. 18.20. = 1, X1 > s; = 0 ; ps2 . 18.21. 1/2.

19.

19.2. = 1, (X a)2 < 12 /n; = 0 , -


2 - n . 19.3.
126

, X > 1/1 + /1 n, -
N0,1 . 19.4. ) , X(1) [1 , 1
(ln )/n]; ) , 1 6 X(1) 6 X 6 1 + 1 1 /n,
1 1,n
1 . 19.5. -
, X(n) [ n 0 , 0 ]. 19.6. -
p
, X < p1 + p1 (1 p1 )1 / n, 1
1 N0,1 . 19.7. H1 = {p = 1/2}, -
H1 = {p > 1/2}; ,


56 . 19.8. ,
X < 1 + 1 1 / n, 1 1
N0,1 . 19.9. , X > (1p1 )/p1 +(1p1 ) /p21 n,
N0,1 ; 1. 19.10. ,
, X1 [1/3, 1/2] -
; 0,5 + (1).

20.

20.1. {X(1) > 1/3} {X(2) < 1/3} {X(2) > 2/3} {X(3) < 2/3};
7/9. 20.3. = 1/6n. 20.6.
( )

p0,189. 20.7. . 20.9. p = p0
, n |X p0 |/ p0 (1 p0 ) < 1/2 , 1/2 -
1 /2
N0,1 . 20.10. = 0 -
, n |X 0 |/ 0 < 1/2 , 1/2 -
1 /2
N0,1 . 20.11. , : )
|X 1| < 1/2 / n, 1/2 1 /2 -
N0,1 ; ) /2 < n(X 1)2 < 1/2 , 2 -
n ; ) X(1) < (ln )/n; ) |2X 1| <

q
1/2 X(2 X)/ n, 1/2 1 /2 -

N0,1 ; ) |X 1 < 1/2 X/ n, 1/2 -
p 
1 /2 N0,1 . 20.13. ; 1 () = 2 nm/(n + m) .
20.14. (c); . 20.15. , -
T < 1 , 1 1 N0,1 .
P[n/2] i n
20.17. 2 i=0 Cn /2 ; 2(2/ n); n1/2 /2, 1/2
1 /2 N0,1 . 20.21.
( -
) 0,823. 20.22. .
2,7 1049 . 20.23.
( -
127
) 0,654.
20.24. A. , 0,058;
, 0,79. B. , -
0,022; , :
0,28. C. , -
1,3 107 ; ,
0,9.

15.03.04. 60 84 1 /16 . .
. . . 7,7. .-. . 5,1. 300 . 17.

,
. , 4, 630090 , .
,
. , 4, 630090 , .