Чернова Н.И. - Теория вероятностей - 1999

, ,
1 ,

1998-99 .
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.
1.
1.1
. ,
- (
, , ..).
, , ,
.

1. k, k N, , i-
ni , 1 6 i 6 k. .
N , ,
N = n1 n2 . . . nk .
1. 1 , i- , ni . ,
1, (a1 , . . . , ak ), ai i-
. (a1 , . . . , ak )
N = n1 n2 . . . nk .
1.
n1
e
1
e

e
e
X
1

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XX

Z

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H
X

X
X

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e \@Z H@
e ZH
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e .. \@ Ze @ZHHe
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e

i- 1
ni . n1
. j, 1 6 j 6
n1 ,
n2 . , j
n2 (j, l), 1 6 l 6 n2 .
. ,
,
, n1 n2 .
n2
, n1 n2
. (j, l). ,
n3 , n3 (j, l, m),
(j, l) n3 .
(j, l).
, , ,
, n1 n2 n3 .
, .
1. k 1 k.

( ), n ,
. k
. , k n,
( , k ) .
,
) , (, ),
) , .
:
1. : ,
k . , k , (
).
2. : , ( ).
, k . , , (
). , .
.
1. : ,
. , , 5 , (1, 5, 2), (2, 5, 1) (4, 4, 5) ,
.
2. : ,
. ,
, . , (1, 5, 2)
(2, 5, 1) , (4, 4, 5)
.
,
( ,
).
: ,
2. k n
n!
Akn = n(n 1) . . . (n k + 1) =
|
{z
} (n k)!
k
n k .
. n .
n 1 , .. k-
n k + 1 . 1,
n (n 1) . . . (n k + 1), .
1.
n n!
, , ,
n n.
Ann = n!
2
:
3. k n
Cnk =
Akn
n!
=
k!
k!(n k)!
n k .
. , , 1,
( k ) k! ,
.
, , k! ,
, . Akn k!,
.
:
4. k n
nk = n
. . . n} .
| n {z
k
. n .
n , k .
:

:
,

3
(1,1)
(1,1)
( 4 4);
(2,2)
(2,2)

(1,2)
(1,2)
3 4
(2,1)
.
5. k n
n1
k
Cn+k1
= Cn+k1
.
2. , n = 2 k = 2 3.
. ,
.
, ,
k 1, 2, . . . ,
n. k1 , k2 , . . . , kn ,
ki i , k1 + . . . + kn = k.
ki N {0}. ,
k1 , k2 , . . . , kn (
).
, (, , ). n , k .
. k1 , k2 , . . . , kn , ki
i, k1 + . . . + kn = k. ki -
0.
, ,
:

9 7 . 1- 3
, 2- 6- , 3- 1 , 4- 5-
2 .
:

:
.

, , , k n1+k . n1+k :
n n+1 , , n1 ,
, . k .
k n1+k (
), .
k
k n1+k Cn1+k

n1+k k (
), . ,
n1
k
= Cn+k1
Cn+k1
, , k
n1 ,
.
1.2
. .
, (). ,
. ,
.
() , ,
( ) : A ,
, n(A)/n , , n,
P(A). A .
,
, ,
. .
.
1. ()

, ,
.
()
.
2. . , A ,
, A.
2. , , .
.
1. (). : = {1, 2, 3, 4, 5, 6}, .
: A = {1, 2} ; A = {1, 3, 5}
.
2. (). ,
, . ,

(i, j), 1 6 i, j 6 6 i (j)
, () : = {(i, j), 1 6
i, j 6 6}.
:
A = {(1, 2), (1, 3), (1, 4), (1, 5), (1, 6)} ;
A = {(1, 1), (2, 2), (3, 3), (4, 4), (5, 5), (6, 6)}
.
3. . ( , ).
5
( {(x, )}, x R2
[0, 2) ).
.
4. , . , :
= {, , , , , , . . . , },
, .
3.
1.
,
, ,
.
2.
,
, ,
( ). , .
4. A B .
1.
A B A B , ,
A, B, .
A B , ,
A, , B.
2.
A B A B , ,
A B . A B ,
, A B.
3.
A\B B A , , A, B. A\B ,
, A, B.
4.
( ) A A = \A,
, A .
, A , , A.
5.
1.
A B , A B = .
2.
A1 , . . . , An , i 6= j,
1 6 i, j 6 n, Ai Aj .
3.
, A B, A B, , A, B.
, , A,
B.

, , , :
= {1 , 2 , . . . , n , . . . }.
6. i
p(i ) [0, 1] ,
X
p(i ) = 1.
i
p(i ) i .
A
X
P(A) =
p(i ),
i A
, A.
3. , ,
,
. , , ( ).
, 6, .

, .
1.
0 6 P(A) 6 1;
5.
A B , P(A B) = P(A) + P(B);
6.
P(A B) = P(A) + P(B) P(A B);
7.
A B, P(A) 6 P(B).
2.
P() = 1;
P() = 0;
3.
4.
P(A) = 1 P(A);
3. , 6.
, ,
. .

, , N : = {1 , 2 , . . . , N }. , ,
- . 1/N .
- ( , , ).
, .
A = {i1 , . . . , ik } k ,
k/N :
P(A) = p(i1 ) + . . . + p(ik ) = k
|A|
1
=
,
N
||
|A| A.
7.
, ( ),
|| = N .
A
P(A) =
|A|
,
||
.
: A , A, .
4. :
(Ars Conjectandi, 1713 .)
5. , ( ), , . ,
.
1.1 . ,
k , n . :
, ,
. 4, 2,
3 , , nk , Akn , Cnk .

.
5. , , , ,
. , 4,
, 1/4:
(,), (,), (,), (,).
,
, :
, , .
1/4,
1/4+1/4=1/2.
4. 2 ( ). ,
?
( 5 ). ,
C72 = 21. ? .

6.
, n1 n n1 , ,
k , k 6 n. , k .
, k1 k k1
.
n1
k1
| n n1
| k k1
. , k1 > n1 k k1 > n n1
0, . k1 6 n1 k k1 6 n n1 .
k . .
1. . k , n , || = Cnk (
3).
A , . A
, k1 k k1 . ( 1)
k1 n1 k k1 n n1 :
kk1
|A| = Cnk11 Cnn
. A
1
P(A) =
kk1
Cnk11 Cnn
1
.
Cnk
(1)
2. .
n k : || = Akn = n(n 1) . . . (n k + 1) ( 2).
, k. , , k1 k ( Ckk1 ),
k1 n1 ( Akn11
!), k k1 n n1
kk1
( Ann
). (?) ,
1
kk1
|A| = Ckk1 Akn11 Ann
,
1
P(A) =
kk1
1
Ckk1 Akn11 Akk
Cnk11 Cnn
nn1
1
=
.
Akn
Cnk
k1 k k1
k , n1
n n1 :
P(A) =
8.
kk1
Cnk11 Cnn
1
.
Cnk
k1 7 P(A) =
kk1
Cnk11 Cnn
1
,
Cnk
kk1
Cnk11 Cnn
1
,
Cnk
0 6 k1 6 min(k, n1 ),
k k1 6 n n1
2.
2.1
- Rm ( ,
$
, ). , (, , , ) . ,
%
. ,
'

&
A A , A ( A , .
6).
9. ,
Rm , A
A , A (, ,
):
P( A) =
(A)
,
()
(A) A.
, , ..
, , , , .
7. [0,1].
{0.5} , , ( ), 0. {0.5}
.
2.2
8. X Y
. 10 ,
. ,
?
. 14 15 [0,1]
1 . () ()
X Y ( [0,1]).
1:
= {(, ) : 0 6 6 1, 0 6 6 1} = [0, 1] [0, 1].
6
1/6
2.3
,
.
A = {(, ) : | | 6 1/6} (10
= 1/6 ). A
, X Y .

2
1 56
(A)
11
P(A) =
=
= .
()
1
36
9. ,
2a. 2l < 2a.
10
, ?
. , . ()
- .
( ) .
x [0, a]
, [0, ]
- .

= [0, ] [0, a].
, : x 6 l sin .
A , ,

Z

(A) =
l sin d = l cos = 2l.
2a
x
? -
x
a 6
x = l sin
2.4
() = a,
2l
P(A) =
.
a
10 ( Josef Bertrand, Calcul des Probabilites", 1888).

. ,
, ?
. .
s

LEA
E LA

s
E LA
E LA
E LA

E LA

E LA

EE L

r
TT
T

r

T
T
T
T
1. ( )
(
). = [0, 2], [2/3, 4/3]
(, ). 1
.
3
2. , 1 . , (
) . 1, () = ,

( 1/2).
1
, .
4
, .
,
11
b
b
b
b
b
b
b
"
"
"
"
"
"
"
3. ,
, - ( ).
2.

1.
1
.
2
, , ?
.
-
( ). .
: , . ,
( ).
, :
?
,
.
6.
, A
A .
, , .
, , ,
, .
( ) : -
( ) , , , 1.2 .
12
3.
3.1
( , , ).
, ,
, .
, F. ,
F
1.2 , , , ( F) ( F).
10.
F, ( !) - , - ,
:
(A1)
(A2)
(A3)
(- );
A F, A F
);
A1 , A2 , . . . F,
( -
Ai F
i=1
- ).
(A1)(A3) -.
, F .
, F , .
1.
(- ).
. (A1), F, = \ = F (A2).
2.
(A4)
(A1),(A2) (A3) (A4)
A1 , A2 , . . . F,
Ai F
i=1
- ).
. , (A1),(A2) (A3) (A4).
A1 , A2 , . . . F, i = 1, 2, . . . (A2) Ai F.
S
(A3) ,
Ai F, , (A2),
i=1
F,
Ai F. , ,
i=1
i=1
Ai =
..
.
3. A, B F, A\B F.
13
i=1
Ai ,
. A\B = A B F, A F, B F, (A4)
F.
11. = {1, 2, 3, 4, 5, 6} (, ).
- (! ):
1. F = {, } = {{1, 2, 3, 4, 5, 6}, } -.
2. F = {, , {1}, {1}} = {{1, 2, 3, 4, 5, 6}, , {1}, {2, 3, 4, 5, 6}}.

3. F = {, , A, A} = {1, 2, 3, 4, 5, 6}, , A, A , A
( A = {1}).
4. F . , n , 2n .
, F
, - ,
(, , , ) F
F ( ). A F .
,
( , ).
, , :
, - F .
3.2
11.
F - .
: F R {} (, F),
:
(M1) A F : (A) > 0.
(M2)
A1 , A2 , A3 , . . . F ( , Ai Aj = !
i 6= j)
[
X
:
Ai =
(Ai ) (
i=1
i=1
- )
, , - .
12. F - . : F R , () = 1.
.
:
14
13.
F - (). (, F) P : F R, :
(P1) A F
P(A) > 0;
(P2)
A1 , A2 , A3 , . . . F
!
[
X
P
Ai =
P(Ai );
i=1
i=1
(P3) :
P() = 1.
(P1)(P3) .
14.
h, F, Pi, , F - P F,
.
, .
!
0.
P() = 0.
. Ai = , i = 1, 2, . . . , , . (P2),
P() =
X
i=1
1.
P(Ai ) =
P() = 0.
P().
i=1
A1 , . . . , An F

!
n
n
[
X
P
Ai =
P(Ai ).
i=1
i=1
. Ai = i > n. ,
, . A1 , . . . , An , , , , , . . .
, , (P2),
!
!
n
n
[
[
X
X
P
Ai = P
Ai =
P(Ai ) =
P(Ai ).
i=1
2.
i=1
i=1
i=1
P(A) = 1 P(A).
. A A = , A, A .
, 1 = P() = P(A) + P(A).
3.
(P3)
A B, P(B\A) = P(B) P(A).

. B = A (B\A), A, B\A . (P2),
P(B) = P(A) + P(B\A).
15
4.
A B, P(A) 6 P(B).
. , P(A) = P(B) P(B\A) 6 P(B). (P1), .. P(B\A) > 0.
5.
0 6 P(A) 6 1.
. P(A) > 0 (P1), .. A ,
P(A) 6 P() = 1.
6.
P(A B) = P(A) + P(B) P(A B).

. A B B, P(B\(A B)) = P(B) P(A B). A
B\(A B) ,
P(A B) = P(A B\(A B)) = P(A) + P(B\(A B)) = P(A) + P(B) P(A B).
7.
P(A B) 6 P(A) + P(B).

. (P1).
8.
n
P
P(A1 . . . An ) 6
P(Ai ).
i=1
9.
P(A1 A2 . . . An ) =
n
X
P(Ai )
i=1
P(Ai Aj ) +
i<j
P(Ai Aj Am ) . . . + (1)n1 P(A1 A2 . . . An ).
(2)
i<j<m
. . n = 2 6 . 9 n = k 1. ,
n = k.
!
!
!
!
k
k1
k1
k1
[
[
[
[
P
Ai = P
Ai Ak = P
Ai + P (Ak ) P Ak
Ai
(3)
i=1
i=1
i=1
i=1
, (3)
! k1
k1
[
X
X
P
Ai =
P(Ai )
P(Ai Aj ) +
i=1
i=1
16i<j6k1
P(Ai Aj Am ) . . . + (1)k2 P(A1 A2 . . . Ak1 ). (4)
16i<j<m6k1
(3)
Ak
k1
[
Ai
i=1
=P
k1
[
(Ai Ak )
i=1
k1
X
i=1
P(Ai Ak )
P(Ai Aj Ak )+
16i<j6k1
P(Ai Aj Am Ak ) . . . + (1)k2 P(A1 A2 . . . Ak1 Ak ). (5)
16i<j<m6k1
(4),(5) (3) .
16
, 9
.
12. n n .
. , n .
.
.
Ai , i = 1, . . . , n , i-
A = { } = A1 . . . An .
A1 , . . . , An , (2).
,
1
i,
n
(n 2)!
1
P(Ai Aj ) =
=
i 6= j,
n!
n(n 1)
(n 3)!
1
=
i 6= j 6= m, . . . ,
P(Ai Aj Am ) =
n!
n(n 1)(n 2)
1
P(A1 . . . An ) =
n!
P(Ai ) =
(2). , X
Cn3 -
16i<j<m6n
n , {i, j, m}
.
(2), :
P(A) = n
1
1
1
1
Cn2
+ Cn3
. . . + (1)n1
=
n
n(n 1)
n(n 1)(n 2)
n!
1
1
1
= 1 + . . . + (1)n1
2! 3!
n!
e1 , P(A) 1 e1 n .
3.3
, -
.
-
13. = R .
, -, , -.
1. A = {, , [0, 1], {0}} = {R, , [0, 1], {0}} -,
, , [0, 1] = R\[0, 1] = (, 0)(1, ) 6 A. ,
A - ( -), ,
,
17
A:
F = { R, , [0, 1], {0}, (, 0)(1, ), (0, 1], (, 0](1, ), (, 0)(0, ) }
, -, A,
-, A.
2. -, A = {R, , [0, 1], {3}}
3. A R (a, b), a < b: A = {(a, b) : < a < b < }.
(a) , A -!
: A,
A; A,
A.
(b) -, A , - R (Felix Edouard Justin

Emile Borel) B B(R).
(c) , B.
. ,
B, . , ,
B, B -.
R B. (A1) -,
(A2), (A3).
,
R =
A,
(n, n).
n=1
A B, B. B -, .
S
R=
(n, n) B.
n=1
(a, b ] ( [a, b), [a, b ] ), a < b, B.

, (a, b ] =
n=1
a, b +
1
n
, B,
(A4) B.
{b} R B.
, {b} = (a, b ]\(a, b), -
-.
, , , (a1 , b1 )(a2 , b2 )
B, N B,
Q B.
4. - Rn , R.
-, (a1 , b1 ) . . . (an , bn )
( , R, R2 , R3
. .).
18

,
A Rm , , ,
. -- 11? ,
.
, :
--, .
- . , , -, .
(a, b) R b a (a, b).
:
1.

(

- ) (R, B),
: (a, b) = b a. .

-, (R, B). . .., .., .., .
, - -
. , . , : ,
() ( ).
: ,
. ,
!
14. ( [0, 2]). . ,

n n 6= 0 ( 2n 2k
n = k).
x [0, 2], ,
, x 2n, n =
1, 2, . . . , x. , x , . .
,
2n - n Z.
.
, .
.
A0 :
. An A0
2n, n = 1, 2, . . . .
,
2n, n = 1, 2, . . . , A0 ,
, .
19
An = [0, 2]. , () -
n=
A0 . , An ,
A0 . ,
:
!
[
X
X
2 =
An =
(An ) =
(A0 ) = .
n=
n=
n=
, , A0 .
: ( )
?
20
4.
4.1
15. . , . , ?
: = {4, 5, 6}, A = { }
2 : A = {4, 6}. P(A) = 2/3.
.
: = {1, 2, 3, 4, 5, 6}. , ,
B = {4, 5, 6}. , ? , ,
B A. A, ,
( B
), P(AB).
, A B
( A B), , B.

2/6
P(A B)
2
P(AB) = =
=
.
3
3/6
P(B)
, ?
@ @
@ @
@ AB
@
@ @
@
@
@
@
@ @
@
@
@
@
@ B@ @
@ @
15. A, ,
B,

P(A B)
.
P(AB) =
P(B)
, , P(B) > 0.
" ":

6. P(A B) = P(B)P(AB) = P(A)P(B A),
( P(B) > 0, P(A) > 0).
:

7. P(A1 A2 . . . An ) = P(A1 )P(A2 A1 )P(A3 A1 A2 ) . . . P(An A1 . . . An1 ),
.
7 .
4.2
16. A B ,
P(A B) = P(A)P(B).
21
16.
1. , 1. ,
x, y R A = { < x} B = { < y} .
2. , (1,0),
(0,0) (0,1). , A = { < 1/2} B = { < 1/2} .
6
@
@
@
1
2
@
@
@
@
@
@ -
1
2
1. x, y [0, 1] ( ). , P(A) = x,
P(B) = y, P(A B) = x y, A = { < x} B = { < y} .
2. A , B . ,
P(A) = 3/4, P(B) = 3/4, P(A B) = 1/2 6= (3/4)2 , A = { < 1/2}
B = { < 1/2} .
, x 6 [0, 1] y 6 [0, 1] A = { < x} B = { < y} .
7. A B , ,
P(A) = 0 P(B) = 0.
!!

2. P(B) > 0, A B
P(AB) = P(A).

P(A) > 0, A B P(B A) = P(B).
, .
2.
A B, A B.
A B , A B,
S
. A = AB AB, AB AB ,
P(A) = P(AB) + P(AB). P(AB) = P(A) P(AB) = P(A) P(A)P(B) =
P(A)(1 P(B)) = P(A)P(B).
.
17. A1 , . . . , An , 1 6 i1 , . . . , ik 6 n
P(Ai1 . . . Aik ) = P(Ai1 ) . . . P(Aik ).
(6)
8. A1 , . . . , An ,
, Ai , Aj . (6)
k = 2. , , .
17 ( . . ).
, 3 , ,
, , , . A
(B, C) , , (, ) .
1/2,
. 1/4,
22
. 1/4 = 1/2 1/2,

.
1/4, 1/8,
.
, (6) k = 2, k = 3.
4.3
18. 3 , . 1- 25%, 2- 35% 3- 40% .

5% 1- , 3% 2- 4%
3- .
. )
; ) , 1- , .
,
0.050.25 + 0.030.35 + 0.040.4. 1-
,
0.050.25
.
0.050.25 + 0.030.35 + 0.040.4
18. H1 , H2 , . . . ,
S
P(Hi ) > 0 i
Hi = , i=1
.
H1 , H2 , . . . , , .
A
P(AHi ) ( A
Hi ) P(Hi ) ( Hi ). , , A?
8 ( ).
H1 , H2 , . . . . A :
P(A) =
X
i=1

P(Hi )P(AHi ).
. , A = A = A

S
Hi
i=1
i=1
A Hi ,
A H1 , A H2 , . . . . ( ( ? ), )
P(A) =
X
i=1
P(A Hi ) =
X
i=1
23

P(Hi )P(AHi ).
4.4
9 ( ).
H1 , H2 , . . . A . ,
Hk , A,
:

P(Hk )P(AHk )

P(Hk A) = P
.

i=1 P(Hi )P(A Hi )
. ,

Hk )

P(H
)P(A
P(H
A)
k
k

P(Hk A) =
= P
.

P(A)
i=1 P(Hi )P(A Hi )
.
19. 18. . : Hi = { i- },
i = 1, 2, 3. : P(H1 ) = 0.25, P(H2 ) = 0.35, P(H3 ) = 0.4.
A = {
}. P (AH1 ) =

0.05, P (A H2 ) = 0.03, P (AH3 ) = 0.04.
, () () , .
20. ,
( ). 1,
0.00001. : H1 = { 1- } H2 = { 2- }. (apriori
) : P(H1 ) = P(H2 ) = 1/2.
A = { }. ,

P(AH1 ) = 1, P(AH2 ) = 0.00001.
P(A) = 1/2 1 + 1/2 0.00001. ,

A . (aposteriori ) Hi ? ,
( , 100000 ). ,

P(H1 A) =
1/21
1
=
;
1/21 + 1/20.00001
1 + 0.00001

P(H2 A) =
24
1/20.00001
0.00001
=
.
1/21 + 1/20.00001
1 + 0.00001
5.
5.1
19. , ,
p [0, 1],
q = 1 p.
10 ( ).
n n .
k = 0, 1, . . . , n
P(n = k) = Cnk pk (1 p)nk = Cnk pk q nk .
. A = {n = k} , n k .
A : (, , . . . , , , . . . , ). ,
{z
} | {z }
|
k
nk
, .
, ( k , ) pk (1 p)nk .
A k n . Cnk
k n . A Cnk
, pk (1 p)nk .

20. Cnk pk (1 p)nk , k = 0, 1, . . . , n Bn,p B(n, p).
5.2
, 0 n q n , 1 n p q n1 ..
? , k P(n = k)?
, P(n = k) P(n = k 1) .
n!
(k 1)!(n k + 1)! pk q nk
P(n = k)
=
=
P(n = k 1)
k!(n k)!
n!
pk1 q nk+1
(n k + 1)p
(n k + 1)p
np + p k
=
=1+
1=1+
.
kq
kq
kq
,
(a)
P(n = k) > P(n = k 1) np + p k > 0, k < np + p;
(b)
P(n = k) < P(n = k 1) np + p k < 0, k > np + p;
(c)
P(n = k) = P(n = k 1) np + p k = 0, np + p
.
25
: np + p Z np + p 6 Z. k0 = np + p.
,
(a)
(b)
(c)
. . . < P(n = k0 2) < P(n = k0 1) = P(n = k0 ) > P(n = k0 + 1) > . . .

k0 = [np + p] ( np + p,
, np + p). (a),(b) ,
(a)
(a)
(b)
. . . < P(n = k0 2) < P(n = k0 1) < P(n = k0 ) > P(n = k0 + 1) > . . .

, P(n = k0 ) > P(n = k0 + 1), , (b), k = k0 + 1 > np + p.
, , np + p ,
k0 = np + p k0 1 = np + p 1,
k0 = [np + p].
.
11.
n p

a) k0 = [np + p], np + p ;
) k0 = np + p k0 1 = np + p 1, np + p .
5.
.
, n = 30 p = 0.2 .
21. p = q = 1/2, n np + p = n/2 +

1/2 6 Z ,
[n/2+1/2] = n/2. ,
0, 1, . . . , n , k n k .
n np + p = n/2 + 1/2 Z ,
( ) n/2 + 1/2
n/2 1/2.
5.3
p . . ,
{1, 2, 3, . . . }, .
26
12. , k N = {1, 2, 3, . . . }, P( = k) = p q k1 .
. , P( = k) = P(, , . . . , , ) = p q k1 .
|
{z
}
k1
21. {p q k1 , k = 1, 2, 3, . . . }
Gp G(p).
, . , ,
( ) .
, k p q k1 . .
13. P( = k) = p q k1 k N.
n, k > 0

P( > n + k > n) = P( > k).
: , n ,
k , k
.
: - ,
, , :-).
. ,

P( > n + k, > n)
P( > n + k)
P( > n + k > n) =
=
.
P( > n)
P( > n)
(7)
, { > n + k} { > n},

{ > n + k}. m > 0
P( > m).
P( > m) =
P( = i) =
i=m+1
p q i1 =
i=m+1
p qm
= qm.
1q
, { > m} ,
m , q m .
(7),

P( > n + k)
q n+k
P( > n + k > n) =
= n = q k = P( > k).
P( > n)
q
5.4
, N , K , N K . ( ) n
. PN,K (n, k) , k n k
, (. 8
):
PN,K (n, k) =
27
k C nk
CK
N K
.
n
CN
, , ,
, PN,K (n, k)
:
P( k n ) =
k

K
K nk
k
Cn
1
.
N
N
.
14. N K , K/N p (0, 1),
n, 0 6 k 6 n
PN,K (n, k) =
k C nk
CK
N K
Cnk pk (1 p)nk .
n
CN
. .
22. , an bn , an bn ,
an
1 n .
bn
4. :
k
CK
Kk
k!
K .
. ,
k k!
CK
K! k!
K(K 1) . . . (K k + 1)
=
=
1 K ,
k
k
K
k! (K k)! K
Kk
k ,
1, 1.
3.
n
CN
Nn
(N K)nk
nk
N , CN
N K .
K
n!
(n k)!
6. N K ?
4 3:
k C nk
CK
K k (N K)nk n!
N K
PN,K (n, k) =
=
n
CN
k! (n k)! N n
k

k (N K)nk
K
K nk
k K
k
= Cn k
= Cn
1
Cnk pk (1 p)nk .
N
N
N
N nk
, PN,K (n, k) , Cnk pk (1 p)nk N ( K N ) .

:
5. an bn lim bn . lim an ,
n
n
: lim an = lim bn .
n
7. 5.
5, N K , K/N p (0, 1),
lim PN,K (n, k) = Cnk pk (1 p)nk .
28
5.5
,
, , :
22. 15 .
:
) 10 ; ) 10 .
:
) 15 1/6 (

10 1 10 1 1 5 ;
). 15 C15
6
6
) , : , , .
.
, , .
m . 1, 2, . . . , m.
m
P
pi = 1.
i pi , 1 6 i 6 m,
1
P (n1 , . . . , nm ) , n = n1 + . . . +nm
1 n1 , 2 n2 , . . . , m nm .
15. n n1 > 0, . . . , nm > 0 ,
n1 + . . . +nm = n, :
P (n1 , . . . , nm ) =
n!
pn1 . . . pnmm .
n1 ! . . . n m ! 1
. , n1 , n2 , . . . , nm m-:
(1, . . . , 1, 2, . . . , 2, . . . , m, . . . , m).
| {z } | {z }
| {z }
n1
n2
nm
n , . n
pn1 1 . . . pnmm .

1, 2, . . . , m n . n
n1 , n2 , . . . , nm m,
n2
n3
nm
Cnn1 Cnn
Cnn
. . . Cnn
= , ! =
1
1 n2
1 ...nm1
n!
n1 ! . . . n m !
22() :
1/6, ( ) 4/6, 10 , 3 2

2
15!
1 1
4
P (10, 3, 2) =
.
10
3
10! 3! 2! 6 6
6
29
5.6
, 1000 0.003.
:
1000
X
k
C1000
1000k
(0.003) (0.997)
= 1
k=10
9
X
k
C1000
(0.003)k (0.997)1000k ,
k=0
.
-
.
n . p = pn 6 0,
, , . p = pn 0
.
(. ).
:

p1

,
p2
...
...
n
, . . . , pn
...
...
, ,
. n n-
.
16 ( ).
n , pn 0 , npn > 0. k > 0 k n pn
k

e
:
k!
P(n = k) = Cnk pkn (1 pn )nk
k
e
n , pn 0 , npn > 0.
k!
nk
. n = n pn > 0. 4, Cnk
k!
k n .

6 nk kn
k
n nk
n n
n k
k
Cnk pkn (1 pn )nk = Cnk nk 1
e . (8)
k
n
k! 6 n
n
n
k!
n
|
{z
}|
{z
}
1
e

n n
(8) kn k 1
e . n
:

2
n
n
n n
n
ln 1
= n ln 1
=n
+O
.
n
n
n
n2
(8) 5.
30
23. > 0 .
k

e , k = 0, 1, 2, . . .
k!
.
16,
1000 0.003,
. n = 1000 , pn = 0.003 , ,
= npn = 3,
1
9
X
k
C1000
1000k
(0.003) (0.997)
k=0
9
X
3k
k=0
k!
X
3k 3
=
e =
k!
k=10
3 (10) 0, 001.
(9)
, n = 103 , pn = 0.003 , k
P(n = k)
e .
k!
.
.
17 ( ).
A {0, 1, 2, . . . , n}
, n n
p, = n p.

X

k
X k
X
2

e =
Cnk pk (1 p)nk
e 6 np2 =
.
P(n A)

k!
k!
n
kA
kA
kA
, 17 , n , p , .
(9)?

!

X
X
X
3k 3
3k 3

k
k
1000k
e = 1
C1000 (0.003) (0.997)
e 6
P(1000 > 10)

k!
k!
k=10
k=0
k=10
6 np2 = 0,009.
0,009 ( 0,001 :-) ). ,

, , 0,01=0,001+0,009.
31
6.
6.1
, ,
. ,
.
, ,
. ( , )
( ).
h, F, Pi.
24. : R , x R { < x} = { : () < x} ,
- F.
9. , , - , , , , ,
R.
, . ,
, :
.
25. , : R F-,
{ : () < x} F x R.
, F- , () R.
23. 1 . = {1, 2, 3, 4, 5, 6},
R : () = , () = 2 .
F , , F,
{ : () < x} { : () < x}.

, , :
1
6
1
6
1
6
1
6
1
6
1
6
1
6
16
25
36
1
6
1
6
1
6
1
6
1
6
1
6
= P( = 1) = . . . = P( = 6) = P( = 1) = . . . = P( = 36).
- F :

F = , , {1, 3, 5}, {2, 4, 6} ,
, , (, ) . , - , ,
F-. () x = 3,967. ,
{ : () < 3,967} = {1, 2, 3} 6 F { : () < 3,967} = {1} 6 F.
.

, -

F = , , {1, 3, 5}, {2, 4, 6} .
32
- F - : F = {, }.
, ,
F-.
, -
() = c ().
, F- ,
{ : () < x} .
,
P( = 5) = P{ : () = 5}, P( [3, 7]), P( > 3,2), P( < 0) ( ).
, , (,
- [0,1]).
, Ax = { : () < x} x,
- ,
Ax = { : () > x} , { : x1 6 () < x2 } = Ax2 \Ax1 ,
\
Bx = { : () 6 x} =
Ax+ 1 ,
{ : () = x} =
n=1
Bx \Ax
(10)
.., .. ( , ,
).
24 - . , : { : () (a, b)} F a < b.
{ : () > x} x.
.
10. , -
3.3, : ,
. , ,
(, x) . ,
- , (10).
.

,
()

.
6.2
26. , , {a1 , a2 , . . . } , :
P
) pi = P( = ai ) > 0 i;
)
pi = 1.
i=1
,
.
27. , ai pi , :
33
a1
p1
a2
p2
a3
p3
...
...

.
, a,
= Ia , a
a
1, P( = a) = 1.
P
1
.
,
p,
= Bp , 1 0 p 1
p, .
p (0
0
1
1 ).
P
1p p
.
, n p, 0 6 p 6 1,
= Bn,p , 0, 1, . . . , n
P( = k) = Cnk pk (1 p)nk . n
p.

0
(1
...
1
p)n
np(1
p)n1
k
Cnk pk (1
...
p)nk
...
...
pn
.
, p, 0 6 p 6 1,
= Gp , 1, 2, 3, . . .
P( = k) = p(1 p)k1 .
p.

...
...
p(1 p)
...
p(1 p)k1
...
.
, ,
> 0,
= , 0, 1, 2, . . .
k
P( = k) =
e .
k!
0
1
...
k
...

k
P
e e . . .
e
...
k!
.
,
n, N K, K6N , n6N ,
k C nk
CK
N K
max{0, N Kn} min{n, K} P( = k) =
.
n
CN
n ,
34
, K N K
.
.
, .
. , , [0,1],
, .
, .

( ) . ,

.
?
35
7.
, [0,1] . -
.
, , ?
,
.
- ? ,
(, x) x R, .
11. (, x], (x, ), [x, ), (x1 , x2 ). , .
28.

F (x) : R [0, 1], x R
F (x) = P( < x) = P{ : () < x}.
24. Ic .
(
0,
F (x) = P( < x) = P(c < x) =
1,
6F (x)
1q
x 6 c;
x > c.
b
r
c
25. Bp .
x 6 0;
0,
F (x) = P( < x) = 1 p, 0 < x 6 1
1,
x > 1.
6F (x)
1p b
b
r
26. , [a, b]
= Ua,b (uniform), , [a, b] .
:
6F (x)
0,
x
<
a;

xa

, a6x6b
F (x) = P( < x) =

ba

1,
x > b.
a
8. , .
36
7.1
18.
F (x) :
F1) F (x) : x1 < x2 , F (x1 ) 6 F (x2 );
F2) lim F (x) = 0 lim F (x) = 1.
x
F (x)
F3)
limxx0 0 F (x) = F (x0 ).
F (x0 0)
(F1).
x1 < x2 , { < x1 } { < x2 }. F (x1 ) = P{ < x1 } 6 P{ < x2 } = F (x2 ).
(F2).
12. , ai ,
n
P
P
def
,
ai =
lim
ai < , :
lim
n i=n
i=1
i=1
ai = 0.
13. (F2), (F3) F (x).

lim F (x) = 0, lim F (x) = 1 lim F (x) = F (x0 ).
xx0 0
14. lim f (x),

xa
{xn } , xn a lim f (x) = lim f (xn ).

x
14,
lim F (x) = 0
F (n) 0 n .
{ < 17} () :
{ < 17} = . . . {20 6 < 19} {19 6 < 18} {18 6 < 17} =
[
=
{i1 6 < i}.
i=17
- , , P{ < 17} 6 1, :
P{ < 17} =
P{i 1 6 < i} 6 1, , 12,
i=17
P{i1 6 < i} 0.
i=n
P{i1 6 < i} = P{ < n} = F (n),
i=n
F (x) x .
: , , , , . , , 12
. ,
37
, .
.
14, lim F (x) = 1 , F (n)
x
1 n , 1 F (n) = P( > n) 0.
{ > 11} ( :-) :
{ > 11} = {11 6 < 12} {12 6 < 13} {13 6 < 14} . . . =
{i 6 < i + 1}.
i=11
- ,
P{ > 11} =
P{i 6 < i + 1} 6 1, , 12,
i=11
P{i 6 < i + 1} 0.
i=n
P{i 6 < i + 1} = P{ > n} = 1 F (n),
i=n
F (x) x .
(F3).
14, , F
1
x0
n
F (x0 ) n . ,
, ,

1
1
1
F (x0 ) F x0
= P( < x0 ) P < x0
= P x0 6 < x0 0.
n
n
n
(11)
{ < x0 } :
{ < x0 } =

1
1
1
1
1
= { < x0 1} x0 1 6 < x0
x0 6 < x0
x0 6 < x0
. . . =
2
2
3
3
4

[
1
1
= { < x0 1}
x0 6 < x0
.
i
i+1
i=1
- ,
P{ < x0 } = P{ < x0 1} +

X
1
1
P x0 6 < x0
6 1,
i
i+1
i=1

X
1
1
P x0 6 < x0
0.
i
i+1
i=n

P
1
1
1
P x0 6 < x0
= P x0 6 < x0 , ,
i
i+1
n
i=n
, n. , (11), F (x) F (x0 )
x x0 0 ( ).
, . , ,
38
, ,
.
19. F : R [0, 1] (F1)(F3), F
, h, F, Pi ,
F (x) F (x).
. ( = [0, 1] -
:-) ,
. ! , ,
() = sup{x : F (x) < }.

F4) x0 F (x0 +0) F (x0 ) P( = x0 ):
F (x0 +0) F (x0 ) =
F (x0 +0) =
lim F (x) F (x0 ) = P( = x0 ),
xx0 +0
, ,
lim F (x) = F (x0 ) + P( = x0 ) = P( 6 x0 ).
xx0 +0
9. ( , (F2) (F3)).
, F (x0 +0) F (x0 ) x0
x0 , ,
() x0 . , ,
.
4. F (x) x0 ,
P( = x0 ) = 0.
F5) P(a 6 < b) = F (b) F (a).
F (x) ( x,
a b),
P(a 6 < b) = P(a < < b) = P(a 6 6 b) = P(a < 6 b) = F (b) F (a).
. P(a 6 < b) = F (b) F (a),
4. ,
, (F2), (F3).
, { < a} {a 6 < b} = { < b}, .
P{ < a} + P{a 6 < b} = P{ < b},

F (a) + P{a 6 < b} = F (b), .

, .
(F4), (F5)
39
6. , F . ai F , pi = P( = ai ) = F (ai +0) F (ai )

.
. , ( ). .
1/2 ? 1/3? 1/4?
,
6 , . , , (
).
40
8.
29.
,
f (x) , x R
F (x)
Zx
f (x) F (x) =
f (t) dt.
.
20.
:
R
(f1) f (x) > 0 x; (f2)
f (t) dt = 1.
. (f1) . (f2).
Zx
def
f (t) dt = lim
f (t) dt = lim F (x) = 1 (F2) .
x
:
3. f (f1) (f2), , f .
. ,
f ( f ). 1 (f2).
, .
( ) x R
Dx
F (x) = P( < x) = P( Dx ) =
=

Zx
f (t) dt,
f .

(f3) ,
.
. F (x) =
Rx
.
41
f (t) dt -
5. , P( = x) = 0 x R.
(f4) ,
d
, f (x) = F0 (x) =
F (x)
dx
x.
15. , () x
(). ,
( ),
( ) .
(f5) ,
P(a < < b) = P(a 6 < b) = P(a < 6 b) = P(a 6 6 b) =
Zb
f (t) dt.
. ,
P(a 6 < b) = F (b) F (a) =
Zb
f (t) dt
Za
f (t) dt.
5.
8.1
. . ,
[a, b],
= Ua,b ,
0,
x < a;
0,
x
<
a;
1
xa
, a6x6b
f (x) =
F (x) = P( < x) =
, a6x6b
ba
ba
1,
x > b,
0,
x > b.
, a b , .
. , ,
> 0
= E ,
(
(
0,
x < 0;
0,
x < 0;
F (x) = P( < x) =
f (x) =
x
x
1e
, x > 0,
e
, x > 0.
, (
).
21. .
= E . x, y > 0

P( > x + y > x) = P( > y).
10. .
42
11. ,
,
x, y > 0

P( > x + y > x) = P( > y),
.
. , a 2 ,
a R, > 0,
= Na,2 , :
1
f (x) =
e
2
(xa)2
2 2
x R.
, f (x) . f (x) >

0 x R, (f1) . (f2).
( )
Z
ex
2 /2
dx =
2.
ex
/2
dx
ey
/2
dy =
R R
e(x
+y 2 )/2
dx dy =
( x = r cos , y = r sin , dx dy = r dr d) =
2
2
R R r2 /2
R R r2 /2
re
dr d =
e
d(r2 /2) d = 2.
0 0
f (x) dx =
0 0
e
2
(xa)2
2 2
dx =
"

xa
t=
, dx = dt
2 /2
t
1
e
2
1
dt =
2
2 /2
et
dt = 1.
( , .
10 DM) , .
8.2
, , 2
. , ex
,
:
F (x) = a,2 (x) =
Zx
e
2
(ta)2
2 2
dt.
a,2 (x) a 2 .
43

( , ,
).
:
http://www.nsu.ru/mmf/tvims/chernova/PlotDist.html.

Na,2 a = 0 2 = 1 . 1
2
f (x) =
ex /2 x R, 0,1 (x) =
2
Zx
1
2
et /2 dt ( x)
2
. a,2 0,1 .
7.
x R a,2 (x) = 0,1

xa
.
a,2 (x) =
Zx
(ta)2
2 2
e
2

y = t a , dt = dy
dt =
xa
t = x 7 y =
xa
Z
y
1
e
2
= 0,1
2 /2
dy =
xa
:
6.
= Na,2 , =
= N0,1 .
.
F (x) = P( < x) = P

a
< x = P( < x + a) = a,2 (x + a) =

x + a a
= 0,1
= 0,1 (x).
7.
= Na,2 ,
P(x1 < < x2 ) = a,2 (x2 ) a,2 (x1 ) = 0,1
x2 a
0,1
x1 a
, 0,1 .
( !!):
8.
0,1 (0) = 0.5.
9.
0,1 (x) = 1 0,1 (x).
44

= N0,1 , P(|| < x) = 1 20,1 (x) = 20,1 (x) 1.
10.
. P(|| < x) = P(x < < x) = 0,1 (x) 0,1 (x) = ( 9)

= 1 20,1 (x) = 20,1 (x) 1.
11 ( ).

= Na,2 ,
P(| a| > 3) = 0.0027
(, :).
.

a

P(| a| > 3) = 1 P(| a| < 3) = 1 P
<3 .

a
,
10: 1 P(|| < 3) = 1 (1 20,1 (3)) = 20,1 (3) = 2 0.00135 = 0.0027
( !).
=
0.0027 , ,
[a 3, a + 3], .
45
9.
30. 1 , . . . , n , (1 , . . . , n ) .
31. F1 ,...,n (x1 , . . . , xn ) = P(1 < x1 , . . . , n < xn )
(1 , . . . , n ) 1 , . . . , n .
9.1
n = 2 (1 , 2 ).
F0) 0 6 F1 ,2 (x1 , x2 ) 6 1.
F1) F1 ,2 (x1 , x2 ) (x1 , x2 ).
F2) i = 1, 2
lim F1 ,2 (x1 , x2 ) = 0;
xi
i = 1, 2 lim F1 ,2 (x1 , x2 ).
xi
def
def
F1 ,2 (, x2 ) = lim F1 ,2 (x1 , x2 ) = F2 (x2 ), F1 ,2 (x1 , ) = lim F1 ,2 (x1 , x2 ) = F1 (x1 ).

x2
x1
F3) F1 ,2 (x1 , x2 ) (x1 , x2 ) .

.

. ,
F : R2 R , .
12. ,
(
0, x1 6 0 x2 6 0 x1 + x2 6 1;
F (x1 , x2 ) =
1, , x1 > 0, x2 > 0, x1 + x2 > 1.
a) (F0)-(F3);
) (1 , 2 ) , ,
, [a1 , b1 ] [a2 , b2 ],
( ) :
P(a1 6 1 < b1 , a2 6 2 < b2 ) < 0!
?
13. ,
P(a1 6 1 < b1 , a2 6 2 < b2 ) = F1 ,2 (b1 , b2 ) F1 ,2 (a1 , b2 ) F1 ,2 (b1 , a2 ) + F1 ,2 (a1 , a2 ). (12)
, F ,
[a1 , b1 ] [a2 , b2 ] P (a1 6 1 < b1 , a2 6 2 < b2 ),
F (12), , ,
(F0)-(F3),
.
46
(F2) , , . ,
. ,
, (1 , 2 )? , , 12
F1 (x1 ) = limx2 F (x1 , x2 ) F2 (x2 ) = limx1 F (x1 , x2 ),
( , .. 1 = 0 2 = 0
..). ,
1 ( )
, F . ,
- (F2) F 12.
9.2
,
(1 , 2 ) , .

32. , 1 , 2 , {ai , bj } ,
P(1 = ai , 2 = bj ) = 1.
i=1 j=1
, i- j- ( )
P(1 = ai , 2 = bj ),
1 2 .
16. ,
1 , 2 ( , ) :
P(1 = ai , 2 = bj ) = P(1 = ai ),
j=1
P(1 = ai , 2 = bj ) = P(2 = bj ).
i=1
,
4 18 ,
8 ( ).

33. , .. 1 , 2 ( ) ,
f1 ,2 (x1 , x2 ) > 0 , (x1 , x2 ) R2
x
Zx1
Z2
F1 ,2 (x1 , x2 ) = P(1 < x1 , 2 < x2 ) =

f1 ,2 (s1 , s2 ) ds2 ds1 .
f1 ,2 (x1 , x2 ) ,
1 , 2 .
47
17. ,
b
Zb1
Z2
f (s1 , s2 ) ds2 ds1

a1
a2
f [a1 , b1 ] [a2 , b2 ].
, :
!
R
R
(f1) f1 ,2 (x1 , x2 ) > 0 x1 , x2 R;
(f2)
f1 ,2 (x1 , x2 ) dx2 dx1 = 1.
, , ,
.
,
:
(f3)
f1 ,2 (x1 , x2 ) =
2
F , (x1 , x2 ).
x1 x2 1 2
(F2) . n > 2 , (F2), !

22. 1 , 2 f (x1 , x2 ), 1 2
:
f1 (s1 ) =
f (s1 , s2 ) ds2 ;
f2 (s2 ) =
f (s1 , s2 ) ds1 .
. (F2),
F1 (x1 ) =
lim F1 ,2 (x1 , x2 ) = lim
x2
x2
lim F1 ,2 (x1 , x2 ) = lim
x1
Zx2
9.3
Zx2
f (s1 , s2 ) ds2 ds1 =
Zx1
, ,
F2 (x2 ) =
Zx1
Zx1
x1

Zx2
f (s1 , s2 ) ds2 ds1 =
f (s1 , s2 ) ds2 ds1 ;

{z
f1 (s1 )
Zx2
f (s1 , s2 ) ds2 ds1 =
f (s1 , s2 ) ds1 ds2 .

{z
f2 (s2 )
34. 1 , . . . , n , B1 R, . . . , Bn R ( - , ,
, , ) :
P(1 B1 , . . . , n Bn ) = P(1 B1 ) . . . P(n Bn ).
48
:
35. 1 , . . . , n ,
x1 , . . . , xn :
F1 ,...,n (x1 , . . . , xn ) = F1 (x1 ) . . . Fn (xn ).

14. , 34
35 ( . ( .!) 4 .3 .. ).

:
36. 1 , . . . , n , a1 , . . . , an :
P(1 = a1 , . . . , n = an ) = P(1 = a1 ) . . . P(n = an ).
15. , 34 36 .

:
37. 1 , . . . , n , 1 , . . . , n , x1 , . . . , xn
: f1 ,...,n (x1 , . . . , xn ) = f1 (x1 ) . . . fn (xn ).
. 35 37. 22,
1 , . . . , n ,
1 , . . . , n . 1 , . . . , n 35, x1 , . . . , xn
Zx1
...
Zxn
f1 ,...,n (s1 , . . . , sn ) dsn . . . ds1 = F1 ,...,n (x1 , . . . , xn ) =
=
=
Zx1
. 35
f1 (s1 ) ds1 . . .
Zxn
= F1 (x1 ) . . . Fn (xn ) =
Zx1
fn (sn ) dsn =
...
Zxn
f1 (s1 ) . . . fn (sn ) dsn . . . ds1 .
x1 , . . . , xn , 37. , .
49
10.
10.1

. . . F (x)
f (x). g : R R = g(). , ,
.
18. = g()
g. , g -, . .
, .
16. g , = g()
) ;
) .
g() , , , g ( ). , , .
, ( x)
Rx
F (x) =
h(y) dy, h(y) ,
. . : f (x) = h(x).
, .
23. F (x) f (x), a .

= a + b
xb
1
f (x) =
f
.
|a|
a
. a > 0.

xb
F (x) = Fa+b (x) = P(a + b < x) = P <
a
= F
xb
a
(xb)/a
Z
f (t) dt =
yb
dy

Zx
: t =
, dt =
1
yb
a
a
=
=
f
dy,
xb
a
a
t=
7 y = x, t = 7 y =
a > 0 = a + b

1
xb
xb
1
f (x) = f
=
f
.
a
a
|a|
a
50
a < 0.

xb
F (x) = Fa+b (x) = P(a + b < x) = P >
a
f (t) dt =
(xb)/a
yb
dy
xb
: t =
, dt =
, t=
7 y = x, t = 7 y =
a
a
a
1
f
a
yb
a
Zx
dy =
1
f
|a|
yb
a
dy,
a < 0
= a
+ b 1
xb
f (x) =
f
.
|a|
a
g ( , x1 < x2
g(x1 ) < g(x2 ) ( ), g(x1 ) > g(x2 ) (
)) 23 .
24. F (x) f (x), g : R R . = g()

f (x) =
1
|g 0

f g 1 (x) .
|
g 1 (x)
g 1 , g,
g 1 (x).

= g 1 (x) 0
g 0 g 1 (x)
17. 24.
23.
. .
8.
= N0,1 , = + a
= Na,2 .
1
. , f (x) = f
9.
= Na,2 , =
xa
(xa)
1
= e 22 .
2
= N0,1 .
10.
= E , =
= E1 .
10.2
1 , 2
f1 ,2 (x1 , x2 ), g : R2 R. ( , ) = g(1 , 2 ).
51
, ,
.
25. x R, Dx R2 (x1 , x2 ) ,
g(x1 , x2 ) < x. = g(1 , 2 )
ZZ

F (x) = P g(1 , 2 ) < x = P (1 , 2 ) Dx =
f1 ,2 (x1 , x2 ) dx2 dx1 .
Dx
, 1 2 , f1 ,2 (x1 , x2 ) = f1 (x1 )f2 (x2 ).

11 ( ). . . 1 2
f1 (x1 ) f2 (x2 ), 1 + 2 f1 f2 :
f1 +2 (t) =
f1 (u) f2 (t u) du =
f2 (u) f1 (t u) du
(13)
. 25 g(x1 , x2 ) =
x1 + x2 . Dx = {(x1 , x2 ) : x1 + x2 < x} : x1 ,
, x2 , x1
, x x1 . Dx = {(x1 , x2 ) : x1 (, ), x2 (, x x1 )}.
ZZ
ZZ
-
F1 +2 (x) =
f1 ,2 (x1 , x2 ) dx2 dx1
=
f1 (x1 ) f2 (x2 ) dx2 dx1 =
xx
Dx
Dx
Z
Z 1
=
f1 (x1 ) f2 (x2 ) dx2 dx1
x2 t : x2 = t x1 .
x2 (, x x1 ) t (, x), dx2 = dt. ,
, :
x
Z
Z
Zx
Z
F1 +2 (x) =
f1 (x1 ) f2 (t x1 ) dt dx1 =
f1 (x1 ) f2 (t x1 ) dx1 dt.
{z
f1 +2 (t)
Rx
, F1 +2 (x)
f1 +2 (t) dt,
Z
Z
f1 +2 (t) =
f1 (x1 ) f2 (t x1 ) dx1 =
f1 (u) f2 (t u) du.
,
1 2 .
11 , (!),
. , , :
,
.
52
,
, , .
18. . . P( = ai ) = pi , . .
f (x),
P . , +
f+ (x) = pi f (x ai ).
i
10.3
27. . ,
0 2.
. ,
f+ (x) =
1 1 u2 1 (xu)2
e 2 e 2
du =
2
1 1 (2u2 +x2 2xu)

e 2
du =
2
f+ (x) = e
1 (u x )2
2 du = e
e
2
x2
4
x2
u2 + 2 xu
du.
x2
2
u : u2 +
x2
4
1
e
2
1 v2
1
e dv = e
2
2
x2
4
xu = u

x 2
2
x2
4 .
1
1
2
ev dv = e
x2
4

0 12 , 1.
, ,
0 2.
(, ) , ,
.
, ,
. ( 2 )
.
4.
+
= + .
5.
= Bn,p
= Bm,p .
+
= Bn+m,p .
6.
= Na1 ,12
= Na2 ,22 .
+
= Na1 +a2 ,12 +22 .
6 , ,
,
27.
,
-, .
53
38. - , > 0, > 0,

(
0,
x 6 0,
f (x) =
1
x
cx e
, x > 0,
R
f (x) dx = c
x1 ex dx = 1,
c=
.
()
() =
x1 ex dx = ( 1)( 1) - ;
k (k) = (k 1)! (1) = 1.

, E - ,1 .
7. 1 , . . . , n
E = ,1 . 1 + + n
= ,n .
. . n = 1
E = ,1 . n = k 1. ,
n = k. Sk1 = 1 + + k1
= ,k1 ,

x 6 0,
0,
fSk1 (x) =
k1
xk2 ex , x > 0.
(k 2)!
Sk = 1 + + k
fSk (x) =
fSk1 (u)fk (x u) du =
Z
0
k1
uk2 eu fk (x u) du.
(k 2)!
fk (x u) = 0 x u < 0, u > x,
, 0 6 u 6 x.
fSk (x) =
Zx
0
k1
uk2 eu e(xu) du = ex
(k 2)!
Sk
= ,k , .
54
Zx
0
k
k
uk2 du =
xk2 ex .
(k 2)!
(k 1)!
a b, (a+b)/2.
,
11.
11.1
(1657)
39. E ( , ) ,
P( = ai ) = pi , i Z,
X
X
E =
ai pi =
ai P( = ai ),
.
i
|ai |pi = , , .
40. E ( , ) f (x),
E =
xf (x) dx,
|x|f (x) dx = , , .
: , ai pi ( ),
f (x) ( ),
E .
28. ,
6
X
1
. E =
k = 3.5:
6
k=1
3.5 !
29. ,
Zb
1
a+b
[a, b]. E =
x
dx =
:
ba
2
a
11.2
,
.
E0.
55
E1.
g : R R
X
g(ak )P( = ak ),
;
k
Z
E g() =
g(x)f (x) dx,

.
. ( )
.
g() c1 , c2 , . . .
X
P(g() = cm ) =
P( = ak ).
k:g(ak )=cm
E g() =
cm P(g() = cm ) =
cm
P( = ak ) =
k:g(ak )=cm
g(ak )P( = ak ) =
m k:g(ak )=cm
g(ak )P( = ak ).
E2.
: E c = c.
E3.
: E (c) = cE .
. E1 g(x) = cx.
E4.

:
E ( + ) = E + E .
. : xk yn , . g : R2 R , E1 ( ! ). g(x, y) = x + y, :
X
X
X
E ( + ) =
(xk + yn )P( = xk , = yn ) =
xk
P( = xk , = yn ) +
k,n
|
+
{z
yn
P( = xk , = yn ) = E + E .
|
E5.
P(=xk )
{z
P(=yn )
> 0 .. ( , 1: P( > 0) = 1),

E > 0;
> 0 .., E = 0, = 0 .., P( = 0) = 1.
. !
12.
6 .., E 6 E .
6 .., E = E , = ..
E6.
: ,
E () = E E .
56
.
X
X X
E () =
(xk yn )P( = xk , = yn ) =
xk
yn P( = xk )P( = yn ) = E E .
k,n
19. E6 :
E () = E E .
30.
= U0,2 , = cos , = sin
(!). : E1
Z 2
Z 2
1
1
E =
cos x dx = 0, E =
sin x dx = 0,
2
2
0
0
E =
Z
0
11.3
1
cos x sin x dx = 0 = E E .
2
41. E ||k < ,

E k k (k- ) ;
E ||k k ( k- )
;
E ( E )k k ( k- ) ;
E | E |k k (
k- ) .
D = E ( E )2 ( 2)

31. , , 0 1 105 , 100 105 . ,
, .
E = 0 (1 105 ) + 100 105 = 103 ;
E 4 = 04 (1 105 ) + 1004 105 = 1000;
E 2 = 02 (1 105 ) + 1002 105 = 101 ;

E 6 = 06 (1 105 ) + 1006 105 = 10000000.
32. D = E ( E )2
. , .
1 1/2, 10 1/2. E = E = 0,
D = E 2 = 1, D = E 2 = 100. ,
.
, ,
, .
57
42. , =
.
, .
26 ( ).
g : R R ( :-)) ).

E g() > g(E ).
( ,
a < b [0, 1] g(a) + (1 )g(b) > g(a + (1 )b)):
8. g : R R . y
c(y) , x
g(x) > g(y) + c(y)(x y).
( , .871).
g(x) g(y)
> . g(x) g(y) > c(y)(x y) x > y.
xy
, x < y, , c(y) .
x1 < y. y [x1 ; x2 ] x2 > y,
[0, 1] ,
c(y) = inf x>y
y = x1 + (1 ) x2 ,
x2 =
y x1
.
1
(14)
g
g(y) 6 g(x1 ) + (1 ) g(x2 ),
g(x2 ) >
g(y) g(x1 )
.
1
(15)
g(x2 ) g(y)
g(x2 ) x2 ,
x2 y
(15) (14), :
, c(y) = inf x2 >y
g(y) g(x1 )
g(y)
g(x2 ) g(y)
g(y) g(x1 )
1
c(y) = inf
>
=
.
y x1
x2 >y
x2 y
y x1
y
1
, c(y) > . , ,
x < y:
c(y) >
g(y) g(x1 )
x1 < y, g(x1 ) > g(y) + c(y)(x1 y).
y x1
26. y = E , x = . g() >

g(E ) + c(E )( E ). .
E ( E ) = 0,
12, E g() > g(E ).
,
.
58
13. E ||t < , 0 < s < t

s
(E ||s )t 6 (E ||t )
. 0 < s < t, g(x) = |x|t/s .

= ||s ,
g(E ) = (E )t/s = (E ||s )t/s 6 E g() = E ||t/s = E ||st/s = E ||t .
s, .
, ( )
.
14. E ||k < k > 1, E || 6
11.4
q
k
E ||k .

.
D1.
D = E 2 (E )2 .
,

D = E ( E )2 = E 2 2E + (E )2 = E 2 2E E + (E )2 = E 2 (E )2 .
D2.
D (c) = c2 D .
D3.
D > 0;
D = 0 = const ..
. - ..
..: D = E ( E )2 , E5.
, D = 0 ( E )2 = 0 .., = ..
D4.
.. : D ( + c) = D .
D5.
, D ( + ) = D + D .
,
D ( + ) = E ( + )2 (E ( + ))2 = E 2 + E 2 + 2E () (E )2 (E )2 2E E = D + D ,
..
.
20. . 19.
D6.
: D = E ( E )2 = min E ( a)2 .
a
, , .
59
.
2
E ( a)2 = E ( E ) + (E a) =
2

2
= D + E a + 2 E ( E ) E a = D + E a > D ,
| {z }
0
a = E .
11.5
33. Bp
E = 1 p + 0 q = p;
E 2 = 12 p + 02 q = p;
D = E 2 (E )2 = p p2 = pq.
34. Bn,p

5. n 1 , . . . , n , Bp = B1,p .
Sn = 1 + . . . + n Bn,p .
n
X
E Sn =
E i = nE 1 = np,
i=1
i p;
D Sn =
n
X
D i = nD 1 = npq,
i=1
i pq.
35. Gp
p (0, 1)
X
X
X
k1
k1
E =
k pq
=p
kq
=p
(q k )0 = p
k=1
k=1
k=1
= p
qk
!0
k=1
!0
=p
k=0
1
1q
0
=p
1
(1 q)2
1
= .
p
(*) - , 1, q. ,
0, .
E 2 =
k 2 pq k1 = p
k=1
k(k 1)q k1 + p
k=1
X
2 k
= pq
q + E = pq
q 2
k=1
2
= pq 2
q
1
1q
kq k1 = pq
k=1
X
2 k
(q )
q 2
+ E =
+ E =
X
k=1
k=0
+ E = 2pq
1
(1 q)3
60
2q 1
+ .
p2
p
k(k 1)q k2 + E =
2q 1
1
2q 1 + p
q
+ 2 =
= 2.
p2
p p
p2
p
D = E 2 (E )2 =
36.
E =
X
k=0
k=1
k=1
X
X k
k
k
k
e = e
k
= e
=
k!
k!
(k 1)!
= e
X
X
j
k1
= e
= e e = .
(k 1)!
j!
j=0
k=1
, E 2 = 2 + ,
D = .
37. Ua,b
E =
xf (x) dx =
E =
x f (x) dx =
Zb
a
x2
Zb
a
1
a+b
dx =
;
ba
2
1
b3 a3
a2 + ab + b2
dx =
=
;
ba
3(b a)
3
D = E 2 (E )2 =
(b a)2
.
12
38. N0,1
E =
xf (x) dx =
1
2
x ex /2 dx = 0,
2
,
2
( ex /2 ).
2
E =
1
2
x ex /2 dx = 2
2
2
1
2
x ex /2 dx = 2
2
2
1
2
x dex /2 =
2

Z
1 x2 /2
1
2
= 2x e
+ 2 ex /2 dx = 1.

2
2
0
|
{z
} |0
{z
}
0
, 2
R
0
1
2
ex
2 /2
dx =
1
2
ex
2 /2
dx,
1.
D = E 2 (E )2 = 1 0 = 1.
39. Na,2
,
= Na,2 , =
= N0,1 , E = 0, D = 1.
D = D ( + a) = 2 D = 2 .
E = E ( + a) = E + a = a;
61
(16)

(16)?
40. () E
k N k.
E k =
xk f (x) dx =
1
xk ex dx = k
Z
k!
(x)k ex d(x) = k .
- :
R
(k + 1) = uk eu du = k! ,
0
E =
1
,
E 2 =
2
,
2
D = E 2 (E )2 =
1
.
2
41. C0,1
. , a, 2 ,
a R, > 0, ( )
= Ca,2 ,
f (x) =
( 2 + (x a)2 )
x R.
, , , (a, )
= U/2,/2 , OX.
!
,
E || =
|x|
1
dx
(1 + x2 )
( 1/x).
42.
. , x0 ,
s, x0 > 0, s > 0,

s
1 x0 s , x > x ;
s x0 , x > x ;
0
0
x
f (x) =
F (x) =
.
xs+1
0,
x < x0 .
0,
x < x0 .
u < s,
u
E || =
xu s
xs0
dx
xs+1
x0
u < s, 1/x.
u < s . s ?
62
12.
12.1
, . .
. ?
2

2
2
D ( + ) = E ( + )2 E ( + ) = E 2 + 2 + 2 E E 2E E =
= D + D + 2 E () E E .
(17)
E () E E , ( E6 ). ,
, 30. , . .
43. cov(, )

cov(, ) = E ( E )( E ) .

12. cov(, ) = E ( E )( E ) = E () E E .
19. 12, .
13. a) cov(, ) = D ;
) cov(, ) = cov(, ).
14.
:
D (1 + . . . + n ) =
n
X
i=1
D i +
cov(i , j ) =
n
X
i=1
i6=j
D i + 2
cov(i , j ) =
i<j
cov(i , j ).
i,j
20. 14,
(a + b)2 = a2 + b2 + ab + ba = a2 + b2 + 2ab = aa + bb + ab + ba
n .
, ,
. .
1. cov(, ) , !
2. ,
, , () .
, . ,
. , ,
!
43. , .
, (
?). , + .

E ( + ) = E 2 + E () = E 2 + E E ; E E ( + ) = (E )2 + E E .
(18)
63

cov(, + ) = E 2 + E E (E )2 + E E = D > 0. , +
.
3. , cov(, ) :
, , :).
, , -
.
( ),
.
- , ,

) ;
) . .
. ., .
, , = a + b . . . ,
1 , 2 , . . . = 1 + . . . + 24 + 25 = 25 + 26 + . . . + 90 ,
, : - 25 . 25
, 25- 90-?
, ,
.
12.2
44. (, ) , ,
cov(, )
(, ) = .
D D
21. , :

E ( E )( E )
(, ) = q
2 q
2 .
E E
E E
,
, cov(, ) ,
, cov(, ).
44. 43,
, , . + .
(18),

cov(, + ) = E 2 + E E (E )2 + E E = E 2 (E )2 = D .
cov(, + )
D
D
1
(, + ) = p
=
=
= .
D D + D
D 2D
2
D D ( + )
64
, + 45 ,
+ , .
21. ,
, , , 2 :
) ,
;
) 2/ 5, .
45. ,
cov(, ) = 0 ( (, ) = 0, ,
).
22. , ( ! ), cov(, ) = 0 ( ! ). , ,
( 0).
22. , ,
? , 00 .
12.3
, , .
27.
.
1. . . , (, ) = cov(, ) = 0.
2. |(, )| 6 1.
3. |(, )| = 1, . . 1 ,
.. a 6= 0 b , P( = a + b) = 1.
.
1.
1 (? ) .
2.
2 , : . .
( ) . .
() ().
46. D . :
E
=
.
D
65
7 , . .
, (!)
. . .
23. ,
) , ;
) , ;
) , ;
) , ;
( ..)
15. . .
.
. :

E
1
1
E = E
=
E ( E ) =
(E E ) = 0;
D
D
D
D = D
1
1
D ( E ) =
D = 1.
D
D
, ,
!
2, ,

E ( E )( E )
( E )( E )

(, ) =
=E
= E ,
D D
D D
E
E
=
=
. . .
D
D
1
0 6 (a b)2 = a2 2ab + b2 , ab 6 (a2 + b2 ).
2
a, b
:
1 2
1
2
2 1
2
(, ) = E 6 E + =
D + E + D + E
= 2 = 1.
2
2
2
(19)
1
0 6 (a + b)2 = a2 + 2ab + b2 , ab > (a2 + b2 ),
2

1 2
1
2
(, ) = E > E + = 2 = 1.
(20)
2
2
, |(, )| 6 1, .
3. :
,
(
1, a > 0;
(, a + b) =
1, a < 0.
, a2 = |a|, a!
66
: |(, )| = 1, a 6= 0 b ,
P( = a + b) = 1.
(, ) = 1.
1 2

2
(19) : E = E + ,
2

2
E = 0.
E5 . . . , .. :

E
E
D
DE
P =0 = 1 = P
=
=P =

+ E .
D
D
D
D
| {z } |
{z
}
a
(, ) = 1 (20)
. 27 .
.
47. , ,
(, ) < 0; , , (, ) > 0.
(, ) = 1.
a = a + b .. (, ) = 1 ,
, . , (, ) = 1 , ,
.
, |(, )| < 1, ,
, , .
, + 43 44 ,
.
45.
. . , 6
1H
(2, 0), (0, 0) (0, 1),
(, )
HH
(, ) . y=
H
H
1
: ,
HH x
/
H
. :-)
HH2
H
H , 2
. -,
(
(
x
1 , 0 6 x 6 2;
2 2y, 0 6 y 6 1;
1
2
2
f (x) =
E = ;
f (y) =
E = .
3
3
0,
;
0,
;
-,
, () D D.
: A D,
, A, A D, , , A
.
67
, D. , , ,
1
( , D
D
D, ).
, ( ),
.
,
, (1/ ) .
( , 1)
1x/2
Z2
Z
ZZ
1
x y dy dx = () .
x y 1 dy dx =
E ( ) =
6
0
0
B
( ) (
cov(, )).
24. , 45 ? ?
. . - ?
?
46.
n .
. i = 1, 2, 3, 4, 5, 6 i ,
i n . cov(1 , 6 ).
i
n 1/6, E i = n/6, D i = 5n/36.
, 1 + + 6 n. , E 1 2 , E 1 3 , . . . , E 1 6 (, ,
E 1 1 = E 12 = D 1 + (E 1 )2 = 5n/36 + n2 /36).
E 1 (1 + + 6 ). ,
E 1 (1 + + 6 ) = E 1 n = n2 /6,
,
E 1 (1 + + 6 ) = E 12 + 5E 1 6 = 5n/36 + n2 /36 + 5E 1 6 .
5E 1 6 = n2 /6 5n/36 n2 /36, E 1 6 = (n2 n)/36.
,
(1 , 6 ) =
E 1 6 E 1 E 6
(n2 n)/36 n2 /36
1
=
= .
5n/36
5
D 1 D 6
, n.
(1 , 6 ) ?
68
... , , , -, , ,
,
, , , ,
, , , , , .
, Ars conjectandi (1713)
13.
13.1
, () . , , (
). {n }
n=1 , ,
, .
.
- , .
,
{n ()}
n=1 . , -, () :
, .
48. , . . {n } . . n , : n . ., P { : n () () n } = 1.
, n () () n , , , A,
() A .
: , ( , ) , 7 n ().
, , ,
. , , ,
n () .
, , {n } . . ?
, , , () , n () - (),
n.
, .
49. , . . {n } p
. . n , : n , > 0
P (|n | > ) 0 n
P (|n | 6 ) 1 n .
47. . . 1 , 2 , . . . ,

: . . n , n > 1, 0 n7

7
P n = n = 1/n = 1 P(n = 0). ,
, . . ( , ).
69
, > 0. n
n0 , n70 > , ()
()

1
0 n .
P n > = P n = n7 =
n
, n n

, .

P |n 0| >
n >0
?
, , ,
, , , . , ,
n () = 0 [0, 11/n] n () = n7 (11/n, 1],
, n0 n ()
.
n [0, 1] , . 1/n,
n () = n7 , [0, 1], [0, 1]
. , . , :)
, P(n = n7 )
(, 1/n2 ), . . (., ,
2 1 . 6 . 134 .. ).
23. p
: n , E n E .
p
, 47 n = 0, E n = n6 6
E = 0.
n7 , , n ( 1/n),
E n = 1 6 E = 0.
n 0 n , 47,
E n = 1/ n E = 0,
: E n2 = 1 6 E 2 = 0.
. , .
p
16. n n ,
p
1. n + n + ;
p
2. n n .
.
1.
:
A B (, A, B),
A B:
A B,
P(A) 6 P(B).
:
, ?
, a > b, c > a, c > b?
, a + b > 2, a, b ?
,
?
,
?
70
, .
. , ,
...
> 0. , P(|n + n | > ) 0 n .
a) |n + n | 6 |n | + |n |,
) |n + n | > , |n | + |n | > ,
. ,
) |n | + |n | > , , /2.
:

P(|n + n | > ) 6 P(|n | + |n | > ) 6 P |n | > /2 |n | > /2 6
6 P(|n | > /2) + P(|n | > /2) 0
p
n , n n .
2.
: ,
, P(|| > M ) 0 M .
|n n | |(n )(n )+(n )+(n )|. , 1,

P(|n n | > ) 6 P(|n | |n | > /3) + P(|| |n | > /3) + P(|| |n | > /3).
, ,
( ). An = {|| |n | > /3}
. M > 0 An
{|| > M } {|| 6 M }.

P(An ) = P(|| |n | > /3) = P An {|| > M } + P An {|| 6 M } 6 ...
, , || |n | > /3 || 6 M , M |n | > /3.

... 6 P(|| > M ) + P M |n | > /3 = P(|| > M ) + P |n | > /3M .
M > 0 n ,
lim P(An ) 6 P(|| > M ),
n
M , .
25. .
, ,
.
17.
p
p
n g , g(n ) g().
p
p
n c g c, g(n ) g(c).
.
( , , , , ): = c = const ( ,
71
g c) g (
? ).
, > 0 > 0,
, |n () ()| < , |g(n ())
g(())| < .

|n | < |g(n ())g(())| < . ,
, . , >
0,
:

1 P |n | < 6 P |g(n ()) g(())| < 6 1.
, .
: ,
g , . ,
17 .
,
P (|n | > ) n. n ,
. , n ( :-) . .,
,
- .
, P (|n | > ) , ,
: 0 6 P(...) 6 ... 0. ,
. . .
13.2
, .
, , ,
. . (, , 1913 .).
28 ( ).
E || < , x
E ||
P || > x 6
.
x
. x , . .
|| x:
(
||, || 6 x,
1) x 6 ||, , ,
x =

2) E x 6 E ||.
x,
|| > x.
.
50. A . A
I(A), , A , , A
.
, I(A) Bp p = P(I(A) =
1) = P(A), p = P(A).
72
x x = || I(|| 6 x) + x I(|| > x)

(!).

E x = E || I || 6 x
+ E x I || > x > E x I || > x = x P || > x .
(21)
|
{z
}
,
, E || > E x , E x (21):

E || > E x > x P || > x .

, x P || > x 6 E ||, .
.
15. g [0, ).
E g(||) < , x
E g(||)
P || > x 6
.
g(x)

. , P || > x = P g(||) > g(x) , g , :
E g(||)
P g(||) > g(x) 6
.
g(x)
1853 . . (I. Bienayme)
1866 ., , . . ,
.
16 ( -).
E 2 < ,
D
P | E | > x 6 2 .
x
. 15 g(x) = x2 .

E E 2
D
P | E | > x 6
= 2.
2
x
x
, , , : , , . ,
: , , 0,0027 . 11.
. .
, .
p 1
P | E | > 3 D 6 .
9
p
. 16, P | E | > 3 D 6
17. E 2 < ,
p
26. P | E | > 3 D , . .
) - ;
73
D
1
2 = .
9
3 D
) - ;
) 1/2.
13.3
51.
, . . {i }
i=1 (),
1 + + n
E 1 + + E n p
0 n .
(22)
n
n
,
. . .
,
. .
, . . ,
( , , E 1 ), (22)
1 + + n p
E 1 .
n
, .
29 ( ).
E 12 < :
1 + + n p
E 1 .
n
,
. . .
, ,
.
, ( ) ,
.
. Sn = 1 + + n n . .,
1 + + n
Sn
=
.
n
n

Sn
n E 1
E 1 + + E n
E
=
=
= E 1 .
n
n
n
> 0. ( 16):

Sn

D
Sn

Sn
n
P
E
>
6
=

2
n
n
D Sn
= 2 2
n
..
D 1 + + D n
n2 2
n , D 1 , , .
74
D 1
n D 1
=
0
2
2
n
n2
(23)
24. , E 1 :

1 + + n

D 1

P
E 1 > 6
.
(24)
n
n2
, , (23)
.
18. . . {i }
i=1
,

Sn
Sn
1 + + n
E 1 + + E n p
E
=
0 n
n
n
n
n
:
) D Sn = o(n2 ),
D Sn
0 n ;
n2
) 1 , 2 , . . . D Sn = D 1 + + D n = o(n2 ),
D 1 + + D n
0
n2
n ;
) 1 , 2 , . . . , ( ).
( , . . ) .
30 ( ).
E |1 | < :
1 + + n p
E 1 .
n
, 30
(1 + + n )/n E 1 . .
.
(1713). ,
. . , .
31 ( ).
A , n
P(A). n (A) n (A) p
A n .
P(A).
n
> 0

n (A)

P(A)(1 P(A))
P
P(A) > 6
.
n
n2
75
. , n (A) , . ., ,
P(A) ( , A):
(
1, A i ;
n (A) = 1 + + n , i = Ii (A) =
0, A i ;
E 1 = P(A), D 1 = P(A)(1 P(A)).
(24)
24.
, ,
(24).
13.4
48.
.
10 000 . ,

.
n 1
P
. P > 0,01 , n = 104 , n = ni=1 i
n
2
, i . .,
1/2, , i- ( , , , ).
D 1 = 1/2 1/2 = 1/4, :

Sn 1
D 1
1
1
P
> 0,01 6
=
= .
n
2
4 104 104
4
n 0,012
, , , ,
10 000
1/2 . ,
, .
49.
. 1 , 2 , . . . ,
C, . . i
j (i 6= j), , .
?
. (23) 14:

Sn

D
n
X
X
Sn
Sn
D Sn
n
P
E
>
6
=
;
D
(
+
.
.
.
+
)
=
D
+
2
cov(i , j ).
1
n
i
n
n
2
n2 2
i=1
i<j
i < j, P , cov(i , j ) = 0, i 6= j1.

,
cov(
,
,
i j
i<j
cov(1 , 2 ), cov(2 , 3 ), . . . , cov(n1 , n ) ( n 1 ).
, (?)
p

p
cov(i , j ) 6 D i D j 6 C C = C,
76
1 6 i 6 n, , D i 6 C. ,

Sn
Sn
D Sn

P
E
> 6 2 2 =

n
n
n
n
X
i=1
n
X
D i + 2
cov(i , j )
i<j
2
n 2
D i + 2
n1
X
=
cov(i , i+1 )
nC + 2(n 1)C
0
n2 2
n , 1 , 2 , . . . .
=
i=1
i=1
n2 2
27.
. . 1 , 2 , . . . , .
. . 1 , 2 , . . . , , .
, . .
77
... .
, , , , ,
, - . .

, .
,
14.
14.1
( )
Sn
E 1 ?
n
, , Sn = 1 + . . . + n
n . ,
Sn p
,
E 1 n. , ,
n
Sn n E 1 p
0.
n
n ( ,
, ), : ? -, , n,
( , )?
-. ,
(-) . - ,
? , , -
?
Sn n E 1
Sn n E 1
,
, , , n
,
n
n
. , n,
! ,
, ,
, , .
14.2
. . {n }, F
F . ., F.
52. , . . {n } n
. . , , . .
F, , . . {n }
F, :
n , Fn F , n F,
x , F x,
Fn (x) F (x) n .
, .
78
, n , : . . . . ,
: n .
, ..
, .. ( ).
. - 7 , .
18. n , F a b,
P(n [a, b]) P( [a, b]) .. ( ). ,
a b F , ,
P(n [a, b]) P( [a, b]), n .
.
19.
p
1. n , n .
2. n c = const, n c.
. .
, .
(
0, x 6 c;
Fn (x) Fc (x) =
1, x > c
x, Fc (x),
x 6= c.
> 0 , P(|n c| 6 ) 1. :
P( 6 n c 6 ) = P(c 6 n 6 c + ) >
( )
> P(c 6 n < c + ) = Fn (c + ) Fn (c ) Fc (c + ) Fc (c ) = 1 0 = 1,
c Fc , , , Fn (c ) Fc (c ).
, P(|n c| 6 ) 1,
P(|n c| 6 ) 1.
,
, ,
.
n n , n + n + ,

+ ,
, .
.
.
20.
p
1. n c = const n , n n c.
p
2. n c = const n , n + n c + .
. , n , cn c, c + n c +
(! ). ( )
79
20 c = 1,
c = 0.
p
, . n 0 n .
, n + n . x0 F (x). , Fn +n (x0 ) F (x0 ).
> 0 , F (x) x0 .
Fn +n (x0 ) = P(n + n < x0 ) = P(n + n < x0 , |n | > ) + P(n + n < x0 , |n | 6 ) = P1 + P2 .
P1 + P2 . P1 : 0 6 P1 = P(n + n < x0 , |n | > ) 6 P(|n | >
), n .
P2 , ,
P2 = P(n + n < x0 , 6 n 6 ) 6 P( + n < x0 ) = P(n < x0 + ).
:
6 n n + n < x0 , , , + n < x0 .
,
P2 = P(n + n < x0 , 6 n 6 ) > P( + n < x0 , 6 n 6 ) >
> P( + n < x0 ) P(|n | > ) = P(n < x0 ) P(|n | > ).
{ + n < x0 } { 6 n 6 }
{n + n < x0 } { 6 n 6 } { + n < x0 } n ,
n 6 . :
P(AB) 6 P(B),
P(AB) = P(A) P(AB) > P(A) P(B).
, P1 + P2 , Fn +n (x0 ):
P(n < x0 ) P(|n | > ) 6 Fn +n (x0 ) 6 P(|n | > ) + P(n < x0 + ),
Fn (x0 ) P(|n | > ) 6 Fn +n (x0 ) 6 P(|n | > ) + Fn (x0 + ).

n , , x0
F ,
F (x0 ) 6 limFn +n (x0 ) 6 limFn +n (x0 ) 6 F (x0 + ).
, x0
F , , , ,
Fn +n (x0 ) n F (x0 ).
.

14.3
. . (1901),
-
80
.
32 ().
1 , 2 , . . . : 0 < D 1 < . Sn
n : Sn = 1 + . . . + n .
Sn n E 1
. .
.
n D 1
, ,
a,2 (x) R (?),
:
19. 1 , 2 , . . . . .
x < y n

Sn n E 1
<y
P x<
n D 1
0,1 (y) 0,1 (x) =
Zy
x
1
2
et /2 dt;
2
x < y n

Sn n E 1
P x6
6y
n D 1
0,1 (y) 0,1 (x) =
Zy
x
1
2
et /2 dt;
2
x < y n

Sn n E 1
P x6
6y
n
1
0,D 1 (y) 0,D 1 (x) =
D 1
Zy
x
1
2
et /2 dt;
2
. . ,

p
Sn n E 1
Sn n E 1
Sn

= N0,1 ,
n
E 1 =
D 1
= N0,D 1 .
n
n
n D 1
25. , , - , .
. ,
,
.
14.4

(P. S. Laplace, 1812; A. de Moivre, 1730). ,
.
81
33 ( ).
A , n
p = P(A). n (A)
n (A) np
A n . p
N0,1 .
np(1 p)
, x < y n
!
Zy
1
n (A) np
2
P x6 p
6 y 0,1 (y) 0,1 (x) =
et /2 dt;
2
np(1 p)
x
. - n (A) , . ., ,
p = P(A):
(
1, A i ;
n (A) = 1 + + n , i = Ii (A) =
0, A i ;
E 1 = P(A) = p, D 1 = P(A)(1 P(A)) = p(1 p).
.
14.5
50.
48. 10 000 .
, .

n 1
P

. P > 0,01 , n = 104 , n = ni=1 i = Sn
n
2
, i . .,
1/2.

n = 100 D 1 = 1/2 .

n 1
n 1

P > 0,01 = 1 P 6 0,01 =
n
2
n
2

Sn

n
n
n Sn

=1P
E 1 6 2 .
=1P
E 1 6 0,01
D 1
D 1 n
D 1 n
,

n
Sn
Sn n E 1
E 1 =
n D 1
D 1 n
. . . , N0,1 .

n n

1P
E 1 6 2
D 1 n
1 P (|| 6 2) = 1 (1 20,1 (2)) = 20,1 (2) = 2 0.0228 = 0.0456.
P (|| 6 2) = 1 20,1 (2) 10.
82
26.
, . .
( )?
28. ?
? . ? . , ,
50.
50 ,
: ?
0.0456? ,
?
.
34 ( ).
x R ( x)

E |1 E 1 |3
P Sn n E 1 < x 0,1 (x) 6 C
3 .

n D 1
n D 1
27. C , :
) C 0.7655 (. . ),
) , i 10 + 3
, C ,
0.4097 (C. G. Esseen,
6 2
. . ),
) , C 0.4
, n,
.
. .
, . 264291.
50.
, . . 1
E |1 E 1 |3 = |0 p|3 P(1 = 0) + |1 p|3 P(1 = 1) = p3 q + q 3 p = pq(p2 + q 2 ).

50 n = 104 p = q = 1/2
pq(p2 + q 2 )
p2 + q 2
1
C 3 = C 6 0.4
= 0.004,
100
n pq
n pq

n 1

P > 0,01 , 0.0456 + 0.004.
n
2
, 48.
83
, :

Sn
Sn
P
< E 1 P (E 1 < E 1 ) = 0, P
6 E 1 P (E 1 6 E 1 ) = 1.
n
n
n
n
51.
. 1 , 2 , . . .
, Sn = 1 + + n n
. c

Sn
P
< c P (E 1 < c) ?
n
.
Sn
(,
n
, ) E 1 .
, Fn (c) =
Sn
P
< c F (c) = P (E 1 < c), F (x)
n
c ( , F (x) c).
(
0, c 6 E 1 ;
F (c) = P (E 1 < c) =
1, c > E 1

c,

Sn
c = E 1 . , : P
< c P (E 1 < c)
n
c, , , c = E 1 . , c = E 1
.
= N0,1 . ,

Sn
n Sn
1
P
< E 1 = P
E 1 < 0 P( < 0) = 0,1 (0) = 6= P (E 1 < E 1 ) = 0.
n
2
D 1 n

Sn
1
, , P
6 E 1 . ,
n
2
P (E 1 6 E 1 ) = 1.
:
29. ,
lim
0.999999n
Z
0
lim
Zn
lim
0
1.000001n
Z
1
y n1 ey dy = 0;
(n 1)!
1
1
y n1 ey dy = ;
(n 1)!
2
1
y n1 ey dy = 1.
(n 1)!
. -
. , - .
84
15.
i = 1 , t ,
eit = cos t + i sin t , E( + i) = E + i E + i,
( ) ( ) .
, z = x + iy |z| =
eit = 1.
x2 + y 2 ,
53. (t) = E eit

.
15.1
52. . . p. (. .)
(t) = E eit = eit0 P( = 0) + eit1 P( = 1) = 1 p + peit .
53. . . n p.
. .
it
(t) = E e
n
X
itk
P( = k) =
k=0
n
X
eitk Cnk pk (1 p)nk =
k=0
n
X
Cnk peit
k=0
k
(1 p)nk = 1 p + peit
n
.
54. . . . . .
it
(t) = E e
itk
P( = k) =
k=0
X
k=0
eitk
k
e =
k!
=e
X
eit
k!
k=0
k

it
= e ee = exp{ eit 1 }.
55. . . .
. .
(t) = E eit =
Z
0
eitx f (x) dx =
eitx ex dx =
ex(it) dx =
=
it
=
,

it
0
x(it)
x ex(it) = ex eitx :
x(it)
e
= ex 0.
85
56. . . - , . . .
it
(t) = E e
itx
f (x) dx =
eitx
1 x
x
e
dx =
()
=
()
1 x(it)
dx =
it
it
1
- :
Z
1 x(it)
dx =
( it)
(x( it))1 ex(it) dx( it) =
()
( it)
57. . . . . .
1
(t) =
2
eitx ex
2 /2
dx =
1
=
2
t2 /2 (xit)2 /2
t2 /2
dx = e
e(xit)
/2
2 /2
d(x it) = et
,
1
2
, eu /2 .
2
?
: " ?
?" . .
15.2
1. :
| (t)| = |E eit | 6 E |eit | = E 1 = 1
,
.
2.

( , ).
. . . ., . . .
, , . , . . , . . , (
57)
1
f (x) =
2
eitx (t) dt.
86
3. . . a + b . .
a+b (t) = E eit(a+b) = eita (tb).

58. . . , a
a 2 . , . . =
2
(t) = et /2 . . .
= a +

2
t2 2
(t) = a+ (t) = eita (t) == eita e(t) /2 = exp ita
.
2
4. . . : . . , , E6

+ (t) = E eit(+) = E eit E eit = (t) (t).
, , 6, .
59.
6.

= Na1 ,12
= Na2 ,22 .
+

t2 12
t2 22
t2 (12 + 22 )
+ (t) = (t) (t) = exp ita1
exp ita2
= exp it(a1 + a2 )
.
2
2
2
. .
a1 + a2 , 12 + 22 . +
= Na1 +a2 ,12 +22 2.
60.
, - ( 4, 5, 7), 5256 .
. . . .

+ (t) = (t) (t) = exp eit 1 exp eit 1 = exp ( + ) eit 1
+ .
. . Bn,p Bm,p . .
n
m
n+m
+ (t) = (t) (t) = 1 p + peit
1 p + peit
= 1 p + peit
.

n + m, p.
n . . E . .
n

it n
n
1 ++n (t) = (1 (t)) =
= 1
it
- , n.
87
5.
k = 1, 2, . . . ,
E||k < . (t) k , k- k :
k

d
(k)
it
k k it
k
k

(0) =
Ee
= Ei e
= i E .
d tk
t=0
t=0
k- ,
.
30. , . . def
2k E 2k = (2k 1)!! = (2k 1) (2k 3) . . . 3 1.
,
.
, .
6.
k = 1, 2, . . . ,
E||k < . (t) t = 0

(t) = (0) +
k
X
tj
j=1
j!
(j)
(0) + o(|tk |) = 1 +
k
X
ij tj
j=1
j!
E j + o(|tk |) =
= 1 + it E
t2
ik tk
E 2 + . . . +
E k + o(|tk |).
2
k!
, , .

, ,
.
35 ( ). n
. . , t
n (t) (t).
hF , i h , i .
,
, .

.
88
15.3
1 , 2 , . . . E|1 | < . a E1 . ,
Sn
1 + + n p
=
a.
n
n
19 Sn
. a ,
=
n
1 + + n
a. , ,
n
t R
Sn /n (t) a (t) = E eita = eita .
Sn
. .
. 3 4, n

n
t 4
t
3
Sn /n (t) = Sn
= 1
.
n
n
, 1 , 6
1 (t) 1 (t) = 1 + it E 1 + o(|t|) = 1 + ita + o(|t|).
t/n, ,

n
n

t
t
ita
t
ita
t

= 1+
+o ,
Sn /n (t) = 1
= 1+
+ o
.
1
n
n
n
n
n
n

x n
n , 1 +
ex ,
n

n
t
ita
Sn /n (t) = 1 +
+ o
eita ,
n
n
15.4
1 , 2 , . . . . a E1 2 D1 . ,
Sn na
1 + + n na
=
N0,1 .
n
n
i a
i =
. .
. Zn
Zn = 1 + + n = (Sn na)/. ,
Z
n N0,1 .
n
Zn / n

n

t
t
3
4
Zn / n (t) = Zn
= 1
.
n
n
89
(25)
. . 1 , E1 = 0, E1 2 = D1 = 1.
t2
t2
E1 2 + o(t2 ) = 1 + o(t2 ).
2
2
, t/ n, (25) n . .
n
2 n
2

t
t2
t
t
Zn / n (t) = 1
= 1
+o
exp
n .
2n
n
2
n
6
1 (t) = 1 + it E1
.

Z
S na
n = n
N0,1
n
n
,
.
:
31. > 0 . , ,

.
. . 54.
90
16.
.
. , . ., ,
.
, . ,
, :

A {0, 1, 2, . . . , n}
, n Bn,p n p, n = np.

X

k
X
2

| P(n A) P(n A) | =
Cnk pk (1 p)nk
e 6 np2 =
.

k!
n
kA
kA
, ,
sup | P(n A) P(n A) | 6 np2 .
A
,
. ,
: , A {0, 1, 2, . . . , n} A ( n p)
( np) np2 .
, ,

X

k
X

| P(n A) P(n A) | =
Cnk pk (1 p)nk
e

k!
kA
kA
, n n
, , .
, , n n .
, , (
)
supA | P( A) P( A) |,
,

, P 6= ,
. , . .
, ,

. . ,
, , , P 6= .
91
9 ( ). . . , .
, ,

sup | P( A) P( A) | 6 P 6= .
AR
28. (coupling) . .
, , ,
.
. P(C) = P(C B)+
P(C B), , . A R

P( A) = P A = P A, = + P A, 6= =

= P A, = + P A, 6= 6

6 P (
A) + P 6= = P ( A) + P 6= ,

P( A) P ( A) 6 P 6= .
, A R

| P( A) P( A) | 6 P 6= .
n
n , n n , .
1 , . . . , n , p. n = 1 + . . . + n n p, n .
1 , . . . , n , p.
n = 1 + . . . + n
, , np,
n . , . .
, .
, ,
!
n
n
X
X
| P(n A) P(n A) | 6 P (
n 6=
n ) = P
i 6=
i .
i=1
i=1
,
, (...).
!
!
n
n
n
n
X
X
[
X
| P(n A) P(n A) | 6 P
i 6=
i 6 P
{i 6= i } 6
P (i 6= i ) . (26)
i=1
i=1
i=1
i=1
,
.
i i ,
P (i 6= i ).
92
n- ,
[0, 1] , ,
- .
, , !
= (1 , . . . , n ) , , ,
i [0, 1].
i = 1, . . . , n i i = i (i ) i = i (i )
, , , .
(
0, 0 6 i < 1 p,
i (i ) =
1, 1 p 6 i 6 1.
. . : P(i = 0) = P(0 6 i < 1 p) = 1 p,
P(i = 1) = P(1 p 6 i 6 1) = p.
i p,
pk p
e
k = 0, 1, 2, . . . . 1,
pk = P(i = k) =
k!
[0, 1] , k-
pk k = 0, 1, 2, . . . , i = k, i
k:
...
6
3
2
1
p2
+
p1
+
p0
p1
+
p0
e
=
p0 p
1
...
0,
1,
i
2,
i (i ) =
. . .
k,
. . .
-
0 6 i < p0 ,
p0 6 i < p0 + p1 ,
p0 + p1 6 i < p0 + p1 + p2 ,
p0 + . . . +pk1 6 i < p0 + . . . +pk ,
1 i
, . . :
P(i = k) = P(p0 + . . . + pk1 6 i < p0 + . . . + pk1 + pk ) = pk ,
k = 0, 1, 2, . . . .
ep
@
@
ep
1@
1
p0 p
e = ep . ,
0!
> 1 p p > 0.
, p0 =
@
@
1@ p
,
) p = 0 : e0 = 1 0 = 1;
) ep 1 p ( 1)
) p = 1 : e1 > 1 1 = 0;
93
) ep ( ),
1 p, , .
, . . i i .
1 p 6 i < ep i = 1, i = 0, i > p0 + p1 = ep + pep
i = 1, i > 2.
P(i 6= i ) = P(1 p 6 i < ep ep + pep 6 i 6 1) =

= ep (1 p) + 1 ep + pep = p 1 ep 6 p2 .
, ep > 1 p, 1 ep 6 p.
, i = 1, . . . , n . . i , i , p2 . i . . ,
, . , (26) :
| P(n A) P(n A) | 6
n
X
i=1
94
P (i 6= i ) 6 np2 .
, , ,
,
n . ,
.
. . 1 , 2 , . . . , n , . . . , F1 (x)
.
N. n = max{1 , . . . , n } ,
n = min{1 , . . . , n } n
1 , 2 , . . . , n .
N. , n () = max{1 (), . . . , n ()},
n i , 1 6 i 6 n,
( . . ).
N. , n
, , ,
, ( ), 1/n:
P(max{1 , . . . , n } = 1 ) =
1
= P(1 > 2 , . . . , 1 > n ),
n
1/n 1 , . . . , n
.
, (?) {1 > 2 , . . . , 1 > n }
, . , ( ) {i } (
{1 = 2 } ).
N. n = max{1 , . . . , n }
n = min{1 , . . . , n } , ,
n
n
Fn (x) = F1 (x)
Fn (x) = 1 1 F1 (x) .
. Fn (x). n
x , x.
.

Fn (x) = P max{1 , . . . , n } < x = P 1 < x, . . . , n < x

= P 1 < x . . . P n < x
..

P 1 < x
n
n
= F1 (x) .
Fn (x). n x
, x.
95

Fn (x) = P min{1 , . . . , n } < x = 1 P min{1 , . . . , n } > x =

= 1 P 1 > x, . . . , n > x = 1 P 1 > x . . . P n > x =

n
n
= 1 P 1 > x
= 1 1 F1 (x) .
N. . . 1 , 2 , . . . , n , . . .
[0, 1]. , . . 1 = 1 ,
2 = max{1 , 2 }, . . . , n = max{1 , . . . , n }, . . .
1. ,
: n n
.
:
1. . > 0. P(|n 1| > ). , n 6 1,
. ., [0, 1] (
n , [0,1]
).

P |n 1| > = P 1 n >
, ,
, ().
1(). .

P 1 n > = P 1 > n = P n < 1 = Fn (1 ).
[0, 1]
0,
0,
x
<
0;
x < 0;
n n
F1 (x) = x, 0 6 x 6 1 Fn (x) = F1 (x) = x , 0 6 x 6 1
1, x > 1,
1,
x > 1.
, 1 < 1,
(

0,
1 < 0, > 1;
P |n 1| > = Fn (1 ) =
0
n
(1 ) , 0 6 1 < 1, 0 < 6 1
n .
1(). . 1 n > 0,
E (1 n )
1 E n
P 1 n > 6
=
.
(27)
. . n E n .
0,
x < 0;
Z1
0 n1
n
fn (x) = Fn (x) = nx
E n = x nxn1 dx =
.
, 06x61
n+1
0
0,
x > 1;
(27),
n
1
1 E n
1
n+1 =
P 1 n > 6
=
0 n .
(n + 1)
96
2. .
( 19). ,
n . ,
Fn (x) F1 (x) = P(1 < x) x 6= 1 ( 1??).
x 6= 1 :
x < 0;
0,
n
Fn (x) = x , 0 6 x 6 1
1,
x>1
(
0,
F1 (x) =
1,
x61
x > 1,
x = 1 : Fn (1) = 1, F1 (1) = 0.
, n , , ,
.
N+1. ( 1(), 1() 2), ,
N, 1 , 2 , . . . , n , . . . (
n n
).
, , . , , :
. . 1 , 2 , . . . , n , . . .
[a, b], n = max{1 , . . . , n }, n = min{1 , . . . , n }. ,
1)
n
(b n ) n ba
1;
2)
3)
, . . b n n a ;
n
P(n > x, n < y) = P(x 6 1 < y) ,
. . n , n , , . . ( , ?)
4)
n
(n a);
ba
, ,
97

[1] . . . ., 1988.
[2] . . . ., 1982.
[3] . . . ., 1986.
[4] . ., . . .
., -, 1997.
:
[5] . ., . . .
, 1997.

:
[6] . ., . ., . . . ., 1986.
[7] . ., . . (
, ). ., 1973.
98

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Чернова Н.И. - Теория вероятностей - 1999

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, ,

A B , P(A B) = P(A) + P(B);

P(A B) = P(A) + P(B) P(A B);

10 ( Josef Bertrand, Calcul des Probabilites", 1888).

(A1),(A2) (A3) (A4)

A B, P(B\A) = P(B) P(A).

P(A B) = P(A) + P(B) P(A B).

P(A B) 6 P(A) + P(B).

P(Ai Aj Am ) . . . + (1)n1 P(A1 A2 . . . An ).

P(Ai Aj Am ) . . . + (1)k2 P(A1 A2 . . . Ak1 ). (4)

P(Ai Aj Am Ak ) . . . + (1)k2 P(A1 A2 . . . Ak1 Ak ). (5)

(b) -, A , - R (Felix Edouard Justin

(a, b ] ( [a, b), [a, b ] ), a < b, B.

14. ( [0, 2]). . ,

. 1/4 = 1/2 1/2,

18. 3 , . 1- 25%, 2- 35% 3- 40% .

P(A) = 1/2 1 + 1/2 0.00001. ,

P(n = k) > P(n = k 1) np + p k > 0, k < np + p;

P(n = k) < P(n = k 1) np + p k < 0, k > np + p;

. . . < P(n = k0 2) < P(n = k0 1) = P(n = k0 ) > P(n = k0 + 1) > . . .

. . . < P(n = k0 2) < P(n = k0 1) < P(n = k0 ) > P(n = k0 + 1) > . . .

21. p = q = 1/2, n np + p = n/2 +

, { > n + k} { > n},

, PN,K (n, k) , Cnk pk (1 p)nk N ( K N ) .

0,009 ( 0,001 :-) ). ,

13. (F2), (F3) F (x).

14. lim f (x),

{xn } , xn a lim f (x) = lim f (xn ).

P{i 1 6 < i} 6 1, , 12,

P{i1 6 < i} = P{ < n} = F (n),

P{i 6 < i + 1} 6 1, , 12,

P{i 6 < i + 1} = P{ > n} = 1 F (n),

lim F (x) F (x0 ) = P( = x0 ),

lim F (x) = F (x0 ) + P( = x0 ) = P( 6 x0 ).

P{ < a} + P{a 6 < b} = P{ < b},

6. , F . ai F , pi = P( = ai ) = F (ai +0) F (ai )

, f (x) . f (x) >

x R a,2 (x) = 0,1

0,1 (0) = 0.5.

0,1 (x) = 1 0,1 (x).

. P(|| < x) = P(x < < x) = 0,1 (x) 0,1 (x) = ( 9)

P(| a| > 3) = 0.0027

F1 ,2 (, x2 ) = lim F1 ,2 (x1 , x2 ) = F2 (x2 ), F1 ,2 (x1 , ) = lim F1 ,2 (x1 , x2 ) = F1 (x1 ).

F3) F1 ,2 (x1 , x2 ) (x1 , x2 ) .

F1 ,2 (x1 , x2 ) = P(1 < x1 , 2 < x2 ) =

f (s1 , s2 ) ds2 ds1

(F2) . n > 2 , (F2), !

lim F1 ,2 (x1 , x2 ) = lim

lim F1 ,2 (x1 , x2 ) = lim

f (s1 , s2 ) ds2 ds1 =

f (s1 , s2 ) ds2 ds1 =

f (s1 , s2 ) ds2 ds1 ;

f (s1 , s2 ) ds2 ds1 =

f (s1 , s2 ) ds1 ds2 .

F1 ,...,n (x1 , . . . , xn ) = F1 (x1 ) . . . Fn (xn ).

f1 ,...,n (s1 , . . . , sn ) dsn . . . ds1 = F1 ,...,n (x1 , . . . , xn ) =

f1 (s1 ) . . . fn (sn ) dsn . . . ds1 .

, 1 2 , f1 ,2 (x1 , x2 ) = f1 (x1 )f2 (x2 ).

1 1 (2u2 +x2 2xu)

38. - , > 0, > 0,

k (k) = (k 1)! (1) = 1.

g(x)f (x) dx,

> 0 .. ( , 1: P( > 0) = 1),