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1 ,

1998-99 .

..

, ? ,
, .
, ,
.

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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Z


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X

X
X

e ZH

eX
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e .. \@ Ze @ZHHe
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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(A B).
, A B
( A B), , B.


2/6
P(A B)
2
P(A B) = =
=
.
3
3/6
P(B)

, ?

@ @
@ @
@ AB
@
@ @
@
@
@
@
@ @
@
@
@
@
@ B@ @
@ @

15. A, ,
B,

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


6. P(A B) = P(B)P(A B) = 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(A B) = 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(A Hi ) ( A
Hi ) P(Hi ) ( Hi ). , , A?
8 ( ).
H1 , H2 , . . . . A :
P(A) =

X
i=1


P(Hi )P(A Hi ).

. , 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(A Hi ).

4.4

9 ( ).
H1 , H2 , . . . A . ,
Hk , A,
:


P(Hk )P(A Hk )


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 (A H1 ) =


0.05, P (A H2 ) = 0.03, P (A H3 ) = 0.04.
, () () , .
20. ,
( ). 1,
0.00001. : H1 = { 1- } H2 = { 2- }. (apriori
) : P(H1 ) = P(H2 ) = 1/2.
A = { }. ,


P(A H1 ) = 1, P(A H2 ) = 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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