А.С. Мазманишвили. Математическая статистика. Учебное

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This textbook contains tasks on Mathematical Statistics sorted according to the topics
of the course: theoretical information that is necessary for solving the tasks, examples of the
solutions.
This textbook is created for students on Applied Mathematics. It can also be useful for
students on Mathematics, Physics, Engineering and Economy.
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n
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25
2000
G(m)
1000
0
0
5
10
15
20
m
25
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(0G =2)G H N = 10000G ++ M = 24G + max y = 1)
R#92 % #+'%,' p '8, A' ,#*%-. 3$#%' ,(8 ?#5 '5-A#',+
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p
2= 625 = 2=25 = 0 08:
Pr(jX ; Xj < ") a ("=), ' -,9+ #+'%,'
p = Pr(jX ; 16 8j < 0 2) a (0 2=0 08) = a(2 5) = 0 99758:
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n ; 3-%+5- &%A#%-+, %# 9#%<-# A#9 u + du.
26
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A1 = fX < ug A2 = fX u + dug A3 = fu X < u + dug:
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?#,%#A% 95(1 (,<-1 3+*)
Pr(A1) = G(u)
Pr(A2) = 1 ; G(u) Pr(A3) = g(u)du:
8* 352A-9
fU (u) = ( ; 1)n!(!n ; ) G;1 (u) Z1 ; G(u)]n; g(u)
| 6' 4925 3#*#5+#' 35'%,' ,3#*#5#%-+ -8 &%A#%-+ +*.
%58-A% %1*-9 35'%,' -8 &%A#%-+ V
fV (v) = ( ; 1)n!(!n ; ) G;1 (v) Z1 ; G(v)]n; g(v):
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fX gU
in i
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0.0 0
1
2
z
3
4
5
2.5 | J K L(z )
%'#85%+ 42%$-+ ,3#*#5#%-+ FZ (z) *5+ ,'%*'%. %95%.
#5-A-%( 3#*#5+#',+ -& (:#%-+
Zz u2 !
1
FZ (z) = Pr(Z < z) = p
exp ;
du:
(2:9)
2
2 ;1
,-52 ,-99#'-- ,?('-+ Z < 0 - Z > 0 %#+'%(, 36'92 FZ (0) = 0 5
Zz u2 !
1
1
FZ (z) = 2 + p
exp ;
2 du:
2 0
95%# ,3#*#5#%-# A,' -,35&2#',+ ,''-,'-A#,-1 (A-,5#%-+1.
J2%$-+ ,3#*#5#%-+ FZ (z) &-,-' '5 ' *%. 3##9#%%. z. ,52
-%'#85 (2.9) %# (:#',+ A##& 65#9#%'%(# 42%$--, 3'-A#,-1
3-9#%#%-+1 35&2H',+ # 4 Zz u2 !
1
exp ; 2 du
a(z) = p
(2:10)
2 0
- 36'92
FZ (z) = 0 5 + a(z):
(2:11)
J2%$-+ K35, +5+#',+ %#A#'%., a(;z) = ;a(z), 36'92 3- '?25-%-- 3-*+' '5 %#'-$'#5%(# &%A#%-+ 829#%' z.
5+ %95%. ,52A.%. #5-A-%( X 9:% &3-,' 3- x1 x2
x2 ; m x1 ; m ;a :
(2:12)
Pr(x1 X < x2) = a '9 ,52A#, 8* 8%-$( x1 - x2 ,358H',+ ,-99#'-A% '%,-'#5%
m, '.#. x1 = m ; " - x2 = m + ", ' 9:% &3-,' ?5## 93'%. 49#
"
(2:13a)
Pr(jX ; mj < ") = 2a 35
-5-, #,5- 3*,'-' " = z
,
Pr(jX ; mj < z
) = 2a(z):
(2:13b)
58+ 3-#*#%%. 4925# z = 1, 2, 3, 4, -& '?5-$ 42%$-- K35,
%.*#9
Pr(jX ; mj < ) = 2a(1) = 0 683U
Pr(jX ; mj < 2
) = 2a(2) = 0 954U
(2:14)
Pr(jX ; mj < 3
) = 2a(3) = 0 9973U
Pr(jX ; mj < 4
) = 2a(4) = 0 99994:
D' #%,' ?(A% *5+ z = 3 4925-2H' -*# % !:
3'-A#,- *,'#% ('.#. , #+'%,'H 0,9973), A' '5%#%-# %95%
,3#*#5#%%. ,52A.%. #5-A-%( ' #E 9'#9'-A#,8 :-*%-+ %# 3#(,-'
3 ?,5H'%. #5-A-%# '#1 ,-89. #+'%,' 3'-35:%8 ,?('-+ Pr(jX ;
mj > 3
) 3- 6'9 ,,'-' 0,0027.
. 5
u1;=2 ,'%*'%8 %95%8 ,3#*#5#%-+ ,
35'%,'H fZ (z), '#AHO-9 &*%%92 2%H &%A-9,'- , %&(#',+ '#
&%A#%-#, 3- '9 (35%+#',+ #%,'
Z u1;=2
Pr jZj < u1;=2 = ;u fZ (z) dz =
;=2
1
= FZ (u1;=2) ; FZ (;u1;=2) = 2a(u1;=2) = 1 ; :
(2:15)
8#9#'-A#,. 'A- &#%-+ %1:*#%-# %'-5+ u1;=2 &5HA#',+ '9 (?# *21 8%-A%(1 &%A#%-. z, 3- '(1 35O*, 8%-A#%%+
,#12 -. 35'%,'- fZ (z), ,H ?,$-,, ,%-&2 - #'-5%(9- 5-%-+9-,
31*+O-9- A##& 'A- z = ;u1;=2 - z = u1;=2, ?(5 ?( %. . 28-9,59-, *5+ %1:*#%-+ %'-5+ u1;=2 3- &*%%9 2%# %#?1*-9 #<-'
2%#%-#
2a(u1;=2) = 1 ; :
(2:16)
. %'-5 %&(#',+ .
&9:% ':# -,35&%-# ! - ! %'-5#..
K#,'%%-. %'-5 ;u1; -O2' -& 2,5-+
Z ;u1;
Pr (Z < ;u1;) = ;1 fZ (z) dz = 0 5 ; a(u1;) = (2:17a)
,'#','#%% 3,'%%-. %'-5 u1; | -& 2,5-+
Z1
Pr (Z > u1;) =
fZ (z) dz = 0 5 + a(u1;) = 1 ; :
u1;
(2:17b)
,52A# %95%8 ,3#*#5#%-+ 5#,'%%-. - 3,'%%-. %'-5- %( 3 9*25H, 6' :# '%,-',+ ?-9 *2,'%%-9 %'-5+9. %#'%(# -1 &%A#%-+ 9:% %.'- % ,%%-- 4925 (2.16) - (2.17) -& '?5-$ 42%$-K35, (,9. 3-5:#%-#).
*?% '#1%- 3-9#%#%-+ %95%. ,52A.%. #5-A-%( 3- #<#%-&*A 9'#9'-A#,. ,''-,'-- -&5:#% %-:#.
36
2.2. $ $ / *5+ ,-,'#9( -& *21 ,52A.%(1 #5-A-%
(X Y) (%95%(. &% % 35,,'-) -9##' 35'%,' -*
(
)
1
1
q 2 exp ;
f (x y) =
(2:18)
2 ) Q(x y ) 2(1 ; rXY
2 X Y 1 ; rXY
2
(x ; mX )(y ; mY ) + (y ; mY )2 X)
Q(x y) = (x ;
m
;
2
r
XY
2
X Y
Y2
X
8*# mX mY | 9'#9'-A#,-# :-*%-+ ,52A.%(1 #5-A-% X, YU X Y | -1
,#*%-# *'-A#,-# '5%#%-+U rXY | -1 644-$-#%' #5+$--.
5+ ,52A.%(1 #5-A-%, ,3#*#5#%%(1 3 %95%92 &%2, %##5-%%,' %,-5% %#&-,-9,'-. ,5- ,52A.%(# #5-A-%( Y %##5-%( (%#&-,-9(), ' rXY = 0 (
2
2)
1
(
x
;
m
)
(
y
;
m
)
f (x y) = 2 exp ; 2
2 X ; 2
2 Y :
(2:19)
X
Y
X
Y
#+'%,' 33*%-+ ,52A.%. 'A-, ,3#*#5#%%. 3 %95%92
&%2, 3+9285%- R , ,'%9-, 355#5%(9- 85%(9 ,+9 ,,#-%-+,
(:#',+ 4925.
Prf( Y) 2 Rg =
(2:20)
! !#" ! !#
" a ;
mY ; a ;
mY (2:20)
= a ;
mX ; a ;
mX
X
X
Y
Y
&*#, x 2 Z ) y 2 Z ).
+ (655-3,9 ,,#-%-+) %&(#',+ 655-3,, ,#1 'A1 '8 ,9#,'%+ 35'%,' %95%8 &% 3,'+%% : f (x y) =
const. 52,- 655-3, 33$-%5%( X Y : a = k
X b = k
Y .
#+'%,' 33*%-+ ,52A.%. 'A-, ,3#*#5#%%. 3 %95%92
&%2, ?5,' k , 8%-A#%%2H 655-3,9 ,,#-%-+ , 352,+9- a - b,
Prf(X Y) 2 k g = 1 ; exp(;k2=2)
(2:21)
8*# k | &9#( 352,#. 655-3,, (:#%%(# ,#*%-1 *'-A%(1 '5%#%-+1: k = a=
X = b=
Y .
,5- X = Y = , ,,#-%-# 3 %95%92 &%2 %&(#',+ !.
- 289 %95%9 ,,#-%-- , mX = mY = 0 ,,'+%-# R ' 'A- (X,Y)
* %A5 *-%' ($#%' ,,#-%-+) ,3#*#5#% 6 f (r) = r=
2 exp ;r2=2
2 r 0:
(2:22)
,3#*#5#%-H #5#+ 3*A-%+#',+ 9*25 #' % 35,,'-, #,5- #8 '8%5%(# ,,'5+HO-# (3#$-- % *-%'%(# ,-) %#&-,-9( - ,3#*#5#%( %95% , %25#(9- 9'#9'-A#,-9- :-*%-+9- - %(9- *-,3#,-+9-.
37
??O#%-#9 &% #5#+ +5+#',+ 6 -6. - &*%%.
%,'%'# s 35'%,' 6'8 &% ,5#*2HO+ :
f (r) = r=
2 exp ;r2=2
2 I0 rs=
2 r 0
(2:23)
8*#
Z2
;
1
I0(x) = (2) expZx cos(')] d'
0
| #
# * ! .
95%(. &% 3,'%,'# '#1 -&9##%-. *5+ %#&-,-9(1 ,52A.%(1
#5-A-% X, Y, Z
f (x y z) =
(2:24)
!
2
2
2
= (2 )3=2 1
exp ; (x ;2 m2 X ) ; (y ;2 m2 Y ) ; (z ;2 m2 Z ) :
X
Y
Z
X
Y
Z
#+'%,' 33*%-+ ,52A.%. 'A- (X,Y,Z) ?5,' Ek , 8%-A#%%2H
655-3,-*9 %. 35'%,'- , 352,+9- a = k
X , b = k
Y , c = k
Z , %
q
Prf(X Y Z) 2 Ek g = 2 a(k) ; 1 ; 2=k exp(;k2=2):
(2:25)
/ *5+ ,-,'#9( -& n ,52A.%(1 #5-A-%
X = (X1 X2 : : : Xn) (%95%(. &% #5-*9 3,'%,'# &9#%,'n) -9##' 35'%,' -*
1
1
;
1
exp ; 2 (X ; Xc ) K (X ; Xc ) :
(2:26)
f (X ) = q n
(2) det(K )
#' X ?&% -& n-93%#%'%8 %? - ,3#*#5#% 3 9%89#%92
%95%92 &%2 , #5+$-%%. 9'-$#. K - #'9 9'#9'-A#,-1
:-*%-. Xc = (Xc1 Xc2 : : : Xcn ).
& (:#%-+ (2.26) ,5#*2#', A' 9'#9'-A#,# :-*%-# - *-,3#,-+ DZX]
,52A.%8 #' X ,5#*2HO-# :
MZX] = Xc (2:27a)
DZX] = MZ(X ; Xc )
(X ; Xc )] = Sp(K ):
(2:27b)
', -,9+ *-,3#,-+ ,52A.%. #'%. #5-A-%( X % ,299#
*-8%5%(1 65#9#%' Sp(K ) #5+$-%%. 9'-$( K .
2.3. { ! . .
{
I. 799-42%$-#. -5- -%'#859 D.5# %&(#',+ 42%$-+ -*
;() =
Z1
0
x;1 exp(;x) dx:
38
(2:28)
?5,' 3#*#5#%-+ 899-42%$-- | ,+ A-,5+ ,, 9# %25+ '-$'#5%(1 $#5(1 A-,#5, = 0 ;1 ;2 : : ::
799-42%$-+ +5+#',+ -%'#859, &-,+O-9 ' 39#' . % 2*5#'+#' ,5#*2HO-9 ,.,'9:
1) ;( + 1) = ;() 3- > 0.
(2.29)
2) ;(1) = ;(2) = 1.
p
3) ; 21 = .
(2.30)
(2.31)
-9 ?&9, #,5- | 35:-'#5%# $#5# A-,5, = n, '
;(n) = (n ; 1)!
-5;(n + 1) = n!
(2:32)
5#*'#5%, 899-42%$-+ 9:#' ,,9'-',+ ??O#%-# 4'-5. ,5- :# 829#%' #% %25H -5- '-$'#5%92 $#592 A-,52, ' &%A#%-# 899-42%$-- ,1*-',+.
1 , ' ;() 9:#' ?(' 5#8 (A-,5#%.
,5- 829#%' 33$-%5#%
2
p
3-9#, ;(;1=2) = ;2 .
- ?5<-1 &%A#%-+1 829#%' 899-42%$-+ (A-,5+#',+ 3 4925#
;() = ( ; 1);( ; 1) = ( ; 1)( ; 2);( ; 2) = : : : - ' *5##, 3 829#%'
899-42%$-- %# :#',+ -%'#5# (0,1). 6'9 -%'#5# 899-42%$-H
3*?% '?25-2H'. 74- 899-42%$-- ;() -&?:#% % -,. 2.6.
II. *#5H ?&%-+ !- +5+#',+ 3' ,?('-. ,
3,'+%%. -%'#%,-%,'H . - 6'9 A#,'# ,52A.%. #5-A-%( T
,,9'-#',+ #9+, %#?1*-9# *5+ 3+5#%-+ *%%8 A-,5 ,?('-.. -9
?&9, - 3&'#5%9 &%#, #5-A-% T 9#%+#',+ -%'#5# (0 1).
:% 3&', A' 6' ,3#*#5#%-# ?2*#' &*',+ 35'%,'H ,3#*#5#%-+
#+'%,'#.
(2:33)
fT (tU ) = ;( ) t;1e;t t 0
-5- 42%$-#. ,3#*#5#%-+
Zt
Pr(T t) = FT (tU ) = ;( ) u;1e;u du:
(2:34)
0
,3#*#5#%-# (2.33) -5- (2.34) %&(#',+ !- (-,. 2.7).
% &-,-' ' ,#8 829#%' t - 39#' , .
9#%'( 3#8 - '8 3+* 3#*#5+H',+ -& #%,'
MZT] = DZT] = 2 :
(2:35)
& (:#%-. (2.35) 9:% 352A-' $#%- 39#' 899-,3#*#5#%-+
3 3('%(9 *%%(9 :
= MZT] = DZT]U
(2:36a)
39
10
8
6
4
2
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1
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2
3
t
4
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2.7 | $ fT (tG ) +-
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0.5
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n=6
n=8
2
4
6
8
10 12 14 16 18 20
2
2.8 | $ f (2 ) 2 n = 2 4 6 8
= MZT]2 = DZT] = MZT]:
(2:36b)
- %#'(1 3#*#5#%%(1 &%A#%-+1 39#' 352A#9 A,'%(# ,52A899-,3#*#5#%-+. , 3- = 1 899-,3#*#5#%-# ,3*#' , 3&'#5%(9. - | 35:-'#5%9 $#59 A-,5# 352A#9 + !, <-
-,35&2#9# '#-- 9,,8 ?,52:-%-+.
'#-,'-A#,+ 42%$-+ 899-,3#*#5#%-+ ,5#*2HO+ :
qT (z) = M Zexp(izT)] = (1 ; iz=); :
(2:37)
2.4. /
2
(${)
D' ,3#*#5#%-# ,+&% , %95%(9 - <- -,35&2#',+ 3- #<#%-&5-A%(1 &*A ,''-,'-A#,8 %5-&. ,%# ?&%-+ 6'8 ,3#*#5#%-+ 5#:-' ,,9'#%-# (?- -& %95%. ,23%,'-.
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8* ,52A.%+ #5-A-% U = (Y ; a)=
, %&(#9+ , ,3#*#5#% 3 %95%92 &%2 , 39#'9- MZU] = 0
- U = 1, '.#. U ! N (0U 1).
*' ,'%*'-&%%. ,52A.%. #5-A-%(
!2
Y
;
a
2
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U =
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2 = U21 + U22 : : : + U2n =
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!2 !2
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Y
Y
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1 ; a1
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=
+
+ ::: +
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f (t) = 2=2 ;(=2) t=2;1 exp (;t=2) (2:40)
3- 6'9 t 0.
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h
i;1
f (2) d(2) = 2=2 ;(=2) (2)=2;1 exp ;2=2 d(2):
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h
i;1 Z 2 =2;1
F (2) = Pr(X 2) = 2=2 ;(=2)
x
exp (;x=2) dx:
(2:41)
2
0
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2.9 | "+ F (2 ) ( n = 2 4 6 8 # /)
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(
m
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n
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h
i
q (z) = M exp(iz2 ) = (1 ; 2iz);=2 :
(2:43)
2,' ,,9'-#',+ ,52A.%+ #5-A-% 2n , n ,'#3#%+9- ,?*( ,52A.%+ #5-A-% 2m , m ,'#3#%+9- ,?*(, ':# **-'-%+ ,52A.%+
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(
n
+
m
)
=
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; 2
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Pr 2 > 2 = 1 ; F (2 ) = 2 f (2) d(2) = :
(2:46)
.
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1
2
3
4
5
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2.5. / 2
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!;1=2
X
;1=2
n
1
2
= Y n1 2n
(2:47)
T = Y n Yi
i=1
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; +1
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fT (t) = S (t ) = p 2 1 + t2=
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1
2
3
x
4
5
6
7
2.13 | $ J0 fF (x) 1 2
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,,'5+#' .
2.6. / 3*
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2,' ,52A.%(# #5-A-%( X1, X2, : : :, Xm - Y1, Y2, : : :, Yn %#&-,-9(
- -9#H' %95%# ,3#*#5#%-# , 39#'9MZXi ] = 0U
DZXi] = 1U
i = 1 2 : : : mU
MZYj ] = 0U
DZYj ] = 1U
j = 1 2 : : : n:
#&&9#%+ ,52A.%+ #5-A-%
1;1
X
!0 X
m
n
1
1
F = m X2i @ n Yj2A
(2:51)
i=1
j =1
,3#*#5#% 3 &%2 ,3#*#5#%-+ J-<#, '.#. -9##' 35'%,' ,3#*#5#%-+
#+'%,'#. (x 0)
1 + 2 1=2
; (1 +2 )=2
;
x;1+1 =2 1 + 1 x
(2:52)
fF (x) = 1 2 2 1
2
2
; 2 ; 2
47
1.5
f ()
1.0
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f ()
0.5
1.0
K ()
1.5
2.0
1.0
K ()
0.5
0.0
2.14 | $ f () + F () , :+
8*# 1 = m | A-,5 ,'#3#%#. ,?*( A-,5-'#5+U 2 = n | A-,5 ,'#3#%#. ,?*(
&%9#%'#5+ (2.51).
& 4925( (2.52) ,5#*2#', A' ,3#*#5#%-# ,52A.%. #5-A-%( F &-,-'
' *21 39#' | 1 = m - 2 = n. 5+ 2*?,'
35&'#5#. ,''-,'-A#,-9- '?5-$9- A-,5 ,'#3#%#. ,?*( 3-3#:%#92
?&%AH',+ ?29- 1 = m - 2 = n. 74- 35'%,'- #+'%,'#. F ,3#*#5#%-+ -&?:#% % -,. 2.13.
9'#9'-A#,. ,''-,'-# *,''A% A,' -,35&2H',+ %'-5- F ,3#*#5#%-+ f 1 2 &-,-9,'- ' A-,5 ,'#3#%#. ,?*( 1 - 2 - &*%%8
2%+ #+'%,'- . & #<#%-+ 2%#%-+
Z1
Pr ( jFj > f 1 2 ) = 2
fF (x) dx = (2:53)
f 1 2
982' ?(' %.*#%( &%A#%-+ %'-5#. f 1 2 ,3#*#5#%-+ J-<#.
2.7. / 4&
3'-A#,-1 &*A1 3#- 8-3'#& ,85,-- *%%(1 (?- , %#'%(9 '##'-A#,-9 &%9 ,3#*#5#%-+ *5+ 5H?. %#3#(%. ,52A.%.
#5-A-%( 3-9#%+#',+ --'#-. .. 598.
&%-HO+ 3- 3## '. 8-3'#&( ,52A.%+ #5-A-% ((?A%+
,''-,'-) y -9##' -%'#85%2H 42%$-H ,3#*#5#%-+ K () -* (-,. 2.14)
1
X
(;1)k exp(;2k22)
(2:54)
K () = Pr (y < ) = 1 ;
k=;1
48
1.0
f ()
0.5
f ()
K ()
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K ()
0.0
2.15 | $ f () + K () , :+-'
- 35'%,' ,3#*#5#%-+ #+'%,'#.
1
d K () = 4 X
(;1)k k2 exp(;2k22):
f () = d
k=;1
(2:55)
:#, - ,3#*#5#%-# 'H*#%', 6' ,3#*#5#%-# %#39#'-A#,#,
'.#. % %# &-,-' ' 8-5-? 39#'.
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2.15)
K () = Pr (y < ) = 1 ; exp(;22 )
(2:56)
, '#AHO#. #. 35'%,'H ,3#*#5#%-+ #+'%,'#.
d K () = 2 exp(;22):
f () = d
(2:57)
D' ,3#*#5#%-# ':# 3-9#%+#',+ *5+ 3#- 8-3'#&( '9, A' *#
(?- -&5#A#%( -& *%. - '. :# 8#%#5%. ,23%,'-.
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2.8. ' 2.1
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49
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) #+'%,' ?&%-+ *#4-$-' (%#1'-) 9'#-5U
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3#(,-' 0,01.
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#,5- T :#',+ 9#%<# &*%%8 -%'#5 9#:*2 3,'9-, '.#. 3- T < 30.
& 3#*#5#%-+ 42%$-- ,3#*#5#%-+ -9##9 Pr(T < 30) = FT (30 ).
a) *+, (2.34) = 640, = 20 - t = 30, 352A-9
640 Z30
Pr(T < 30) = FT (30 640 20) = ;(640) x639e;20x dx = 0 057:
0
', *#4-$-' ?2*#' -9#' 9#,' , #+'%,'H 0,057.
?) &*%%. #5-A-%# p = Pr (T < 30) = 0,01 = FT (30 20) %1*-9
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()
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)
(
1
1
q 2 exp ;
()
f (x y) =
2 ) Q(x y ) 2(1 ; rXY
2 X Y 1 ; rXY
2
(x ; mX )(y ; mY ) + (y ; mY )2 X)
Q(x y) = (x ;
m
;
2
r
XY
2
X Y
Y2
X
8*# mX , mY , X , Y , rXY | 39#'( &%.
1) A#-*%, A'
Z1 Z1
Z1
MXY ZX] =
x fXY (x y) dx dy = x fX (x) dx = MX ZX]
;1 ;1
;1
8*# fX (x) | 3$-5%+ 35'%,' X-93%#%'(:
(
2)
(
x
;
m
1
1
X)
fX (x) = p
exp ; 2 2
2 X
X
352AHO+,+ -& (:#%-+ () -%'#8-%-#9 3 3##9#%%. y.
50
%'#8-2+, 352A-9 *5+ 3#(1 *21 99#%' X-93%#%'(
MXY ZX] = mX DXY ZX] = DX ZX] = X2 :
2) %58-A% 3,'23+ *5+ Y-93%#%'(, %.*#9
MXY ZY] = mY DXY ZY] = DY ZY] = Y2 :
3) 3-<#9 (:#%-# *5+ ,9#<%%8 '8 99#%'
Z1 Z1
kXY = MXY Z(X ; mX )(Y ; mY )] =
(x ; mX )(y ; mY ) fXY (x y) dx dy:
;1 ;1
&%-<#9 *.%9 -%'#85# 3##.*#9 %(9 3##9#%%(9 -%'#8-%-+ (u v) 3 3-52: u = (x ; mX )=
X , v = (y ; mY )=
Y , A' *#'
u2 ; 2r uv + v2 Z1 Z1
1
q
kXY =
uv exp ; 2(1 ;XYr2 )
du dv:
2
2 1 ; rXY ;1 ;1
XY
#3# 2*?% 9#,' 3##9#%%. u #,'- #OE *%2 3##9#%%2H -%'#8-%-+ 3 3-52 t = u ; rXY v:
t2 + (1 ; r2 )v2 Z1 Z1
1
(t + rXY v)v exp ; 2(1 ; r2XY) dtdv:
kXY = q
2
2 1 ; rXY
XY
;1 ;1
6'9 -%'#85# 5* ' 3#8 ,58#98 285(1 ,?1 (t + rXY v)
':*#,'#%% #% %25H -&-& %#A#'%,'- 3*(%'#85%8 (:#%-+ - A#'%,'3#*#5 -%'#8-%-+ '%,-'#5% 3##9#%%. t. ,'<-.,+ *.%. -%'#85
,'%-',+ 3-&#*#%-#9 *21 *%'%(1 -%'#85:
r Z1
2
Z1 2
1
t
XY
2 exp ; v dv:
p
kXY = q
exp
;
dt
v
2 )
2 )
2(1 ; rXY
2
2 ;1
2(1 ; rXY
;1
2A#'9 %9-A%8 9%:-'#5+ 3#(. -& 6'-1 -%'#85 ':*#,'#%%
#% 1.
'. -%'#85 (?#& ,9%:-'#5+ rXY ) ,3*#' , &%A#%-#9 *-,3#,-3##9#%%. v, '+ ':# % 1.
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kXY = rXY :
-9 ?&9, &% *29#%8 ,3#*#5#%-+ () 35%,'H 3#*#5+#',+
&*%-#9 #8 A-,5(1 1'#-,'- mX , mY , X , Y - rXY .
51
' 2.3 (( 2 n 2)
*% %? %#&-,-9(1 %95%(1 #5-A-% fX1 X2 : : : Xng , 39#'9fm1 = 0 m2 = 0 : : : mn = 0g - f
1 = 1 2 = 1 : : : n = 1g. ,,9'-9 ,52A.%2H
#5-A-%2
Y =
n
X
i=1
X2i :
52A-' &% ,3#*#5#%-+ ,52A.%. #5-A-%( Y.
()
2,' ,%A5 n = 1. 6'9 ,52A# 1'#-,'-A#,+ 42%$-+ qY1 () %
Z1 1
2
qY1 () = MZ exp(iY1)] = MZ exp(iX1)] = p exp ;x21=2 + ix21 dx1:
;1 2
%'#8-2+, %.*#9
qY1 () = (1 ; 2i);1=2:
,52 3 2,5-H 93%#%'( Y %#&-,-9(, ' ,52A#, 8* %
?&% -& n ,58#9(1, 352A-9
n
h
in
Y
qY () = qYi () = qY1 () = (1 ; 2i);n=2 :
i=1
5'%,' ,3#*#5#%-+ fY (t) Y 9:% 3#*#5-' , 39OH ?'%8
3#?&%-+ J2#, A' *#'
fY (t) = Ct n2 ;1e;t=2
t 0
8*# C | 3,'+%%+. E 3#*#5-9 -& 2,5-+ %9-Z1
fY (t) dt = 1
0
'2* C ;1 = 2n=2 ;(n=2). ',
fY (t) = 2n=2 ;(1 n=2) tn=2;1e;t=2:
.*#%%+ 35'%,' '#A#' ,52A.%. #5-A-%#, ,3#*#5#%%. 3 &%2
2 , n ,'#3#%+9- ,?*(.
' 2.4 (( 45)
*% %? %#&-,-9(1 %95%(1 #5-A-% fX1 X2 : : : Xng , 39#'9fm1 = 0 m2 = 0 : : : mn = 0g - f
1 = 1 2 = 1 : : : n = 1g. 9# '8, -9##',+
#O# *% %#&-,-9+ %95%+ #5-A-% X0 , 39#'9- m0 = 0 - 0 = 1.
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!;1=2
X
n
1
2
T = X0 n Xi
:
i=1
52
52A-' &% ,3#*#5#%-+ ,52A.%. #5-A-%( T.
()
,,9'-#9+ ,52A.%+ #5-A-% T +5+#',+ ,'%*'-&%%(9 '%<#%-#9 'H*#%'
T = q X20 :
=n
5+ %1:*#%-+ 35'%,'- ,3#*#5#%-+ fT (t) ,35&2#9,+ '#1%-. 42%$-- -
2 0
13
X
fT (t) = M 4 @ q 20 ; tA5 :
=n
*#, 9'#9'-A#,# :-*%-# %1*+' '%,-'#5% 2 - X0 ,
35'%,'+9- ,3#*#5#%-.
fX0 (x0) dx0 = 21 exp ;x20=2 dx0
f
2 (2) d2 = 2n=2 ;(1 n=2) (2) n2 ;1e;
2 =22 d2:
*,'-9 6'- 35'%,'- (:#%-# *5+ fT (t) - 2A'#9 4-5'2HO##
,.,' -42%$--, '8* 352A-9
Z1
22
2!
1
1
t
1
2
n
;
1
fT (t) = 2n=2 ;(n=2) n ( ) exp ; 2 n ; 2 d2:
0
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1 t22 + 2 = u
2 n
2
352A-9
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fT (t) = 2n=2 n 1 +2t =n
u(n;1)=2e;u du:
0
5&2+, 3#*#5#%-#9 ;-42%$--, %A'#5% %.*#9
n+1 ) 2 !;(n+1)=2
;(
t
2
fT (t) = pn ;(
:
n) 1 + n
2
.*#%%+ 35'%,' '#A#' ,52A.%. #5-A-%#, ,3#*#5#%%. 3 &%2
'H*#%'.
' 2.5 (( 6){)
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52A-' &% ,3#*#5#%-+ ,52A.%. #5-A-%( U = S=T.
53
()
% ,3#*#5#%-+ -,1*%(1 #5-A-% ,5#*2HO-. (&*#, C1 - C2 | %9-A%(# %,'%'() :
s n1 ;1 1 s2 ! ds
exp ; 2 2 s 0
fS (s) ds = C1 t n2 ;1 1 t2 ! dt
fT (t) dt = C2 exp ; 2 2 t 0:
R'?( 3#*#5-' 492 &% #5-A-%( U, ,,9'-9 ,3#*#5#%-# 3(
S - T. #*#9 ,52A.%(# #5-A-%( R, U - ,*#5#9 &9#%2 3##9#%%(1
t = u
s2 + t2 = r2
u r 0
s
-5s = p r 2 t = p ru 2 :
1+u
1+u
',H*
D(s t) = p r :
D(r u) 1 + u2
8* 65#9#%' *-44##%$-5%. #+'%,'- fRU (r u) dr du 3( (R U)
&3-<#',+ -*# (C3 | %9-A%+ %,'%')
2 ! n1 +n2 ;1
dr un2 ;1 du :
fRU (r u) dr du = C3 exp ; 2r
2 r
(1 + u2)(n1+n2 )=2
',H* ,5#*2#', A' #5-A-%( R - U | %#&-,-9(, 3- 6'9 #5-A-% U
3*A-%+#',+ &%2 2 , n1 + n2 ,'#3#%+9- ,?*(.
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un2;1
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du
(1 + u2)(n1+n2 )=2
8*#
C | %9-A%+ %,'%'. D'2 3,'+%%2H %.*#9 -& 2,5-+ %9-1
R f (u4 ) du = 1. ', 35'%,' ,3#*#5#%-+ U ,5#*2HO+ :
U
0
n2 ;1
2 ; n1+2 n2
u
fU (u) = n1
:
; 2 ; n22 (1 + u2)(n1+n2 )=2
.*#%%+ 35'%,' '#A#' ,52A.%. #5-A-%#, ,3#*#5#%%. 3 &%2
J-<#-%#*#.
' 2.6
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54
()
,35&2#9,+ 3#*#5#%-#9 1'#-,'-A#,. 42%$-X
q() = MZ exp(iX)] = Pi exp(ixi):
i
5+ ?-%9-5%8 ,3#*#5#%-+ , 39#'9- p - n -9##9
n
q() = pei + 1 ; p :
5+ ,3#*#5#%-+ 2,,% , 39#'9 a %.*#9
h i
q() = exp a ei ; 1 :
' 2.7
&*A1 $#%-%-+ 1'#-,'- 3 8%-A#%%92 A-,52 %?5H*#%-.
n, -*#%'-4-$-- 3$#,, - *. 3#*,'5+#',+ $#5#,?&%(9 -,35&%-#
,''-,'-n) ; X(n) R = X(max
min
n) - X(n) | .%-# A5#%(
%&(#9. &919 -5- <-'. (?- (X(max
min
-$-%%8 +*). ?O#9 -*# ,3#*#5#%-# &91 3#*#5+#',+ ,5#*2HO-9
?&9 :
Z1
(n)
(
n
)
Pr (Xmax ; Xmin) < t = n ZFX (x + t) ; FX (x)]n;1 dFX (x):
;1
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8 1.
5+ (?- -& %9#% ,3#*#5#%%. 8#%#5%.
,23%,'- , 35'%,'H ,3#*#5#%-+
fX (x) = b ;1 a x 2 (a b)
35'%,' ,3#*#5#%-+ &91 R -9##' -*
n;2
t
fR (t) = n(n ; 1) (b ; a)n;1 :
8 2. 2,' Y | $#%'-%%+ - %9#% ,3#*#5#%%+
,52A.%+ #5-A-% Y 2 (;a a). 8* 35'%,' ,3#*#5#%-+ #E &91 R -9##'
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fR (t) = 21a :
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n
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(3:15)
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(3:16)
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(3:18)
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(3:24)
1
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1
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exp
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(3:29)
= n
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v
u
n
X
u
a^ = xU ^ = s = t n ;1 1 (xi ; x)2:
(3:35)
i=1
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,,'-9 ,398'#5%2H ,52A.%2H #5-A-%2 ((?A%2H ,''-,'-2)
t = xp; a :
(3:36)
s= n ; 1
p
9%:+ A-,5-'#5 - &%9#%'#5 (3.36) % 35:-'#5%2H #5-A-%2 n=
,
352A-9
2 !;1=2
x
;
a
1
ns
:
(3:37)
t = =pn n ; 1 2
2,# '#-- #+'%,'#. *&(#',+ '##9 '9, A' #5-A-% ns2=
2
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p
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, '8*
1
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2
t = Y n ; 1 n;1
:
(3:38)
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4925# (-,. 3.4)
t=Z2 n;1
!
x
;
a
Pr ;t=2n;1 < s=pn < t=2n;1 = 2
f (t) dt:
(3:39)
0
**-9 6'2 #+'%,' %. 1 ; . 8* -& #<#%-+ 2%#%-+
t=Z2 n;1
2
f (t) dt = 1 ; 0
(3:40)
9:% %.'- %'-5 ,3#*#5#%-+ 'H*#%' t=2n;1. 9#H',+ ,3#$-5%(#
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71
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0
t
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1
2
3
t=2 n;1
3.4 | : 1 + +
% , '1
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p
p
Pr ;t=2n;1 s= n < (x ; a) < t=2n;1 s= n = 1 ; (3:41a)
-5-
p
p
Pr x ; t=2n;1 s= n < a < x + t=2n;1 s= n = 1 ; :
(3:41b)
& 6'8 p(:#%-+ *5+ #+'%,'('##', A' *#-'#5%(. -%'#5
p
(x ; t=2n;1 s= n x + t=2n;1 s= n) %(#' %#-&#,'%# 9'#9'-A#,# :-*%-# , &*%%. #+'%,'H 1 ; . A%,' (3#*#5%+ 38#<%,') $#%9'#9'-A#,8 :-*%-+ ,5#*2HO+ :
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(3:42)
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72
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v
u
n
X
u
a^ = xU ^ = s = t n ;1 1 (xi ; x)2:
(3:43)
i=1
5+ 3,'#%-+ *#-'#5%8 -%'#5 *5+ ,#*%#8 *'-A#,8 '5%#%-+ ,,'-9 ,398'#5%2H ,52A.%2H #5-A-%2
2
2 = (n ;
21)s :
(3:44)
D' ,52A.%+ #5-A-% -9##' ,3#*#5#%-# 2 , n ; 1 ,'#3#%+9- ,?*(.
#+'%,' '8, A' ,52A.%+ #5-A-% 2 33*#' -%'#5 (C1U C2), %
(-,. 3.5)
ZC2 2 2
2
Pr C1 < < C2 = f ( ) d :
(3:45)
C1
**-9 6'2 #+'%,' %. 1 ; . (?##9 &%A#%-+ C1 - C2 -& 2,5-.
2
Z1 2 2 Pr > C2 = f ( ) d = 2 (3:46a)
C2
ZC1
f (2) d2 = 2 :
(3:46b)
0
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=2, &<'-1%(.
#<+ (%3-9#, A-,5#%%(9- 9#'*9-) 2%#%-+ (3.46), %1*+' %'-52
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#?&2+ 49252
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2
(
n
;
1)
s
2
2
Pr 1;=2 n;1 <
< =2 n;1 = 1 ; 2
-9##9
1
0 v
v
u
u
u
n
;
1
n
;
1
u
A = 1 ; < < s t 2
(3:47)
Pr @s t 2
Pr
2
< C1 =
=2 n;1
1;=2 n;1
73
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15
20
25
C2 = 2=2 n;1
3.5 | : + + -5-, ?5## ' :
Pr (s 1 < < s 2 ) = 1 ; (3:48)
8*#
v
v
u
u
u
n
;
1
t
t 2n ; 1 :
2 = u
(3:49)
1 = 2
1;=2 n;1
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!
s
s
p <
<
p
Pr
= 1 ; (3:50)
1 + u=2= 2n
1 ; u=2= 2n
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74
()
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8
Pn
>
< 1 = 1 ) MZX^ ] = a^ = x^ = n1 i=1 xi
n
>
: 2 = 2 ) DZX^ ] = x2 = s2 = n1 P (xi ; x^)2
i=1
()
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n
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#
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n
n
n
2
X
1
1
1
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i=1
i=1
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2 !)#
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@
1
@
(
x
;
a
)
(
x
;
a
)
M @a2 ln p exp ; 2
2
= ;M @a2 2
2 = ; 12 :
2
%-:%++ 8%-$ %##%,' -9# 3- N = n ,3*#' ,
*-,3#,-#. ,#*%#. -49#'-A#,.
2
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n
n
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X
1
1
2
2
s = n (xi ; x) = n Z(xi ; a) ; (x ; a)]2 =
i=1
i=1
75
#
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n
n
X
1
2
2
= n
(xi ; a) ; 2 (x ; a) (xi ; a) + n (x ; a) =
i=1
i=1
n
X
= n1 (xi ; a)2 ; (x ; a)2 U
i=1
i
i
h
X h
MZs2] = 1 M (Xi ; a)2 ; M (x ; a)2 =
n i
2
!23
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#
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1
1
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i
i
2
1 2:
= 2 ; nn
2 = n ;
n
2
2
MZs ] 6= , ' $#% *-,3#,--, 3#*#5+#9+ 3 4925# (),
+5+#',+ ,9#O#%%.. 9#O#%-# $#%- 2,'%+#',+ 29%:#%-#9 #E % 9%:-'#5
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n
X
DZX] = ^X2 = s2 = n ;1 1 (xi ; x)2 :
i=1
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1
n
2
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99#%', %1*+',+ 3 49259 :
n
3 = 3 ) A^ = 3 = 1 X
3
(
x
i ; x) U
3
3
3
3
ns i=1
n
4 ; 3 = 4 ; 3
) E^ = 4 ; 3 = 1 X
4
4
4
4
ns4 i=1 (xi ; x) ; 3:
' 3.2
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()
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m ; p < " = 1 (" > 0):
lim
Pr
n!1
n
76
3#*#5-9 9'#9'-A#,# :-*%-# '%,-'#5%. A,''(. 2*#9 358',
A' m = X, '. #. A,''2 3+5#%-+ ,?('-+ A n -,3('%-+1 ,1#9( #%255,,9'-#9 ,52A.%2H #5-A-%2 X, ,3#*#5#%%2H 3 ?-%9-5%92
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$#%. #+'%,'- p.
3#*#5-9 *-,3#,-H '%,-'#5%. A,''(
" #
m
D n = D Xn = n12 DZX] = n12 npq = pq
n:
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f (x ) = f (X = xU p) = CnX pX (1 ; p)n;X :
8*
"
" 2
#
2 ln f (xU p) #
@
@
X
M
= M @p2 ln Cn + X ln p + (n ; X) ln(1 ; p) =
@p2
#
"
n
;
X
n ; np = ; n :
X
;
= M ; p2 ; (1 ; p)2 =; np
2
p (1 ; p)2
pq
5#*'#5%, 358+, A' *5+ $#%- #+'%,'- ,*#5% *-% 6,3#-9#%'
(n = 1), %.*#9, A' %-:%++ 8%-$ %##%,' -9# %
; n M Z @ 2f (1x )=@p2] = pqn :
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#+'%,'- p.
' 3.3
52A.%+ #5-A-% X ,3#*#5#% 3 3&'#5%92 &%2 , 35'%,'H
#+'%,'#.
f (xU ) = exp(;x)
, 39#'9 .
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#5-A-%( %.'- $#%2 ^ 39#' .
()
3-<#9 42%$-H 3*3*?-+
L = exp(;x1) exp(;x2) : : : exp(; xn) =
77
n exp
n !
X
; xi :
i=1
K8-49-2+, -9##9
ln L = n ln ; n
X
i=1
xi:
-44##%$-2+ 3 39#'2 , %1*-9
n
@ ln L = n ; X
@
i=1 xi:
-%-+ 3-&*%2H %25H, 352A#9
n
n ;X
n = 1=x:
x
i = 0 ) = Pn
i=1
i=1 xi
' 3.4
2,' ,52A.%+ #5-A-% X ,3#*#5#% 3 &%2 2,,%
k
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(4:38)
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109
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5#*'#5%, #,5- %25#+ 8-3'#& #%, ' %9-%%+ (?A%+
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u = qm=n ; p0 n
p0 (1 ; p0)
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(4:40)
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(4:41a)
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u = m1=np1 ;p qm2=n2 n
(4:42)
8*#
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q = 1 ; p:
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1
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k
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(xij ; xi)2 ni5 :
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&%A#%-#9 F 1 2 , %.*#%%(9 3 '?5-$9 %'-5#. F -,3#*#5#%-+ 3 &*%%92
2%H &%A-9,'- - A-,52 ,'#3#%#. ,?*( 1 - 2.
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' %25#+ 8-3'#& '5%+#',+ 35&2 5'#%'-%#. 8-3'#&(.
,5F < F 1 2 (4:49b)
' ,A-'#',+, A' %#' ,%%-. *5+ '5%#%-+ %25#. 8-3'#&(.
'5%#%-# %25#. 8-3'#&( +5+#',+ ,''-,'-A#,-9 *&'#5,'9 5-+%-+ 4' A % 9'#9'-A#,-# :-*%-+ -,,5#*2#9(1 ,52A.%(1 #5-A-% X.
112
4.11. ' 4.1
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,5#*2HO-# #&25''(:
x = 42 c
s
(,#*%## #9+ (35%#%-+ 3#$--),
"
#1=2
16
X
1
2
= n ; 1 (xi ; x)
3 5 c:
i=1
:% 5- 3 -9#HO-9,+ 1%9#'-A#,-9 *%%(9 % 2%# &%A-9,' = 0 01 '5%-' 8-3'#&2, A' *#.,'-'#5%# ,#*%## #9+ -,35%#%-+ 6'.
'#1%-A#,. 3#$-- ,'#','2#' %9#?
()
& 2,5-+ 3-9# ,5#*2#', A' %9 %* 3#-' %25#2H 8-3'#&2
fH0 : a = 40 g (%
) 3'- 5'#%'-%.
8-3'#&( fHa : a 6= 40 g (%
).
5+ 3#- *%%. %25#. 8-3'#&( 3-9#%-9 t--'#-. &%A-9,'(9*#5 2) , 3,'%%#. -'-A#,. ?5,'H.
(A-,5-9 %?5H*#9# &%A#%-# t--'#-+
p
p
t = x ;
a0 n ; 1 = 423; 540 15 = 2 21:
5&2+, '?5-$#. %'-5#. ,3#*#5#%-+ 'H*#%' (,9. 3-5:#%-#), 3
2%H &%A-9,'- = 0 01 - A-,52 ,'#3#%#. ,?*( = n ; 1 = 15 %1*-9
&%A#%-# %'-5+ t00115, 2*5#'+HO## 2,5-H Pr(t t00115) = 0 01. D'
&%A#%-# t n;1 = t00115 = 2 602.
t = 2 21 < 2 602, ' %#' ,%%-. *5+ '5%#%-+ %25#.
8-3'#&( (3##,9' '#1%-A#,. %9( #9#%- -,35%#%-+ *%%. 3#$--).
-9 ?&9, 9( *&5-, A' 3- = 0 01 &%,' 9#:*2 ,#*%-9
#9#%#9 (3 1%9#':2), &'A-#9(9 % *%%2H '#1%-A#,2H 3#$-H,
- %9. #9#%- ,2O#,'#%% %#&%A-9 (,52A.%).
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9-%2'1) :
,'(. '-3 #&$ | 58, 58, 56, 38, 70, 38, 42, 75, 68, 67U
%(. '-3 #&$ | 57, 55, 63, 24, 67, 43, 33, 68, 56, 54.
113
#-' 8-3'#&2 #%,' ,#*%#8 #9#%-, &'A-#98 % -&8'5#%-# 6'. *#'5- , 39OH *21 '-3 #&$. #% &%A-9,'- 3-%+' %(9
= 0 05.
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'-39 #&$, +5+#',+ ,52A.%. #5-A-%., ,3#*#5#%%. 3 %95%92 &%2
X ! N (a1U 1) - Y ! N (a2U 2), 3-A#9 a1 - a2 %#-&#,'%(, 1 - 2 1'+ %#-&#,'%(, % 3#*358#',+, A' 1 = 2.
85,% 2,5-H, %9 %#?1*-9 3#-' %25#2H 8-3'#&2 fH0 : a1 = a2g
(
, ! #,
) 3'- 5'#%'-%. 8-3'#&( fHa : a1 > a2g (
#
; ).
?T#9( (? n1 = n2 = 10 95( - 2,5-+, &5:#%%(# 9*#52, (35%+H',+, ' *5+ 3#- %25#. 8-3'#&( 3-9#%-9 3,'%%-. t-'#-.. (A-,5-9 %?5H*#9# &%A#%-# ,''-,'--. 5+ 6'8 3#*#9
(,9. %-:# '?5-$2) ,398'#5%(# (A-,5#%-+ *%%(1 *5+ ,'8 '-3 #&$
(3##9#%%(# fxig) - %8 '-3 #&$ (3##9#%%(# fyig).
i
xi
(xi ; x)2
yi
(yi ; y)2
1
58
1
57
25
2
58
1
55
9
3
56
1
63
121
4
38
361
24
784
5
70
169
67
225
6
38
361
43
81
7
42
225
33
361
8
75
324
68
256
9
68
121
56
16
10 P 67
P100(x ; x)2 P y 54= 520 ns2 = P 4(y ; y)2
2
x
=
570
ns
=
i i
i i
i i
i i
1
2
x = 57 0
= 1664
y = 52 0
= 1882
& *%%(1, 3-#*#%%(1 '?5-$#, ('##' : s21 = 166 4 - s22 = 188 2.
5#*'#5%,
" 2
#;1=2
n
1
1 s1 + n2s22 1
t = (x ; y) n + n ; 2 n + n
=
1
2
1
2
+ 1882 1 + 1 ;1=2 = 0 797:
= (57 ; 52) 1664
10 + 10 ; 2 10 10
R-,5 ,'#3#%#. ,?*( = n1 + n2 ; 2 ,,'5+#' = 18. '?5-$9
%'-5#. ,3#*#5#%-+ 'H*#%' 3 &*%%92 2%H &%A-9,'- = 0 05
%1*-9 %'-5 t00518 = 1 734.
t = 0 792 < 1 734, ' %#' ,%%-. *5+ '5%#%-+ %25#.
8-3'#&( #%,' ,#*%#8 #9#%-, &'A-#98 % -&8'5#%-# *#'5- *29+
'-39- #&$.
114
D' &%A#', A' &%,' ,#*%-1 -49#'-A#,-1 (x ; y) 35&2 %8
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3#-92O#,' %8 '-3 #&$ ,'5, %#*&%%(9, 1'+ 6' %# &%A#', A'
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' 4.3
%'5# '3 3#*#5-5, A' ,1* '35- % *%. 9<-%# ,#*%#9
,,'-5 m = 10 0 % 100 . $#5H 29#%<#%-+ ,1* '35- ?(5 3#*#%
9*#%-&$-+ *-8'#5#. n = 25 '9<-%. ,5# 9*#%-&$-- &5,, A'
,1* '35- 2 6'-1 25 '9<-% ,,'-5 X25 = 9 3 % 100 . &#,'%, A'
,,9'#%%+ (? +5+#',+ %95%. , X = m - 2 = 4 2.
#?2#',+ 3#-' 8-3'#&2 : # % .
()
1) ,,9'-9 *# 8-3'#&( :
) fH0 : m = 10 0g (
# %)U
?) fH1 : m < 10 0g (
# 3
$ %).
2) -9#9 2#% &%A-9,'- = 0 05.
3) ,35&2#9 A#,'# ,''-,'-- -'#-+ $#%2 9'#9'-A#,8
:-*%-+ X25 .
4) ,52 (? -& %95%. ,23%,'-, ' (?A%# &%A#%-#
':# %95%# , *-,3#,-#., 2*5#'+HO#. ,'%<#%-H 2=n = 4=25, '. #.
= 0 4 ( ).
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3##9#%%. U = (X25 ; m) =0 4, +5+HO#.,+ %95%. ,52A.%. #5-A-%.
N (0 1).
5) 5'#%'-%+ 8-3'#& fH1 : m < 10 0g. 6'92 ,5#*2#' -,35&'
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-'-A#,+ ?5,' 3#*#5+#',+ -& %##%,' U u, '.#.
Zu 1
p
exp ;t2=2 dt = = 0 05:
2 ;1
'?5-$9 42%$-- K35, 3 2%H &%A-9,'- = 0 05 %1*-9
%'-5 ,3#*#5#%-+ u005. D' &%A#%-# (,9. 3-5:#%-#) % u005 = ;1 64.
6) (?A%# &%A#%-# ,'%*'-&%%. ,''-,'-- -'#-+ ,,'5+#'
u = X25 0; 410 0 = 9 3 0; 410 0 = ;1 75:
7) -9#9 ,''-,'-A#,# #<#%-#.
,52 u < u005, '.#. (?A%# &%A#%-# ,''-,'-- 3-%*5#:-'
-'-A#,. ?5,'-, ' 8-3'#& H0 '5%+#',+.
'#': -%-9#',+ #<#%-# fH1: # ! 3
$ % g.
115
-9#A%-#. 5+ 3-%+'8 2%+ &%A-9,'- 8%-$ -'-A#,. ?5,',,'5+#' X = 10 0 ; 0 4 1 645 = 9 342.
' 4.4
(? 50 65#'593 &* 3&5 ,#*%HH 3*5:-'#5%,'
?'( x = 1282 , ,#*%-9 *'-A#,-9 '5%#%-#9 s1 = 80 , '+
:# 3 ?T#92 (? '8 :# '-3 593 , &* 3&5 y = 1208 , ,#*%-9
*'-A#,-9 '5%#%-#9 s2 = 94 .
#-' 8-3'#&2 '9, A' 6'- &*( (32,H' 593( *-%8
A#,' (,#*%-. , ,52:?( 593 ?-1 &* *-%). #% &%A-9,'3-%+' %(9 = 0 05.
()
?T#9( (? *,''A% #5--, ' 3-9#%-9 9*#5 1. 6'9 *35%-'#5% 3#*35:-9, A' 3*5:-'#5%,'- ?'( 65#'593,
(32,#9(1 &*9- - , +5+H',+ ,52A.%(9- #5-A-%9-, ,3#*#5#%%(93 %95%92 &%2 X ! N (a1U s1) - Y ! N (a2U s2), 3-A#9 s1 = 80, s2 = 94,
a #5-A-%( a1 - a2 %#-&#,'%(. 85,% 2,5-H, %#?1*-9 3#-' %25#2H
8-3'#&2 fH0 : a1 = a2g (
1 , % ,
) 3'- 5'#%'-%. 8-3'#&( fHa : a1 > a2g ( , , $ 3 1).
5+ 3#- %25#. 8-3'#&( H0 3-9#%-9 3,'%%-. u--'#-..
(A-,5-9 %?5H*#9# &%A#%-# ,''-,'-; 1208 = 4 24:
u = q 2 x ; y 2
= q 1282
802 =50 + 942=50
1 =n1 + 2 =n2
'?5-$# 42%$-- K35, %.*#9 -'-A#,2H 'A2 (%'-5) u005,
2*5#'+HO2H 2,5-H Pr(u u005). D' &%A#%-# % 1,64.
u = 4 24 > 1 64, ' %25#+ 8-3'#& '5%+#',+ 35&2
5'#%'-%.. 28-9- ,59-, ,A-'#',+ ",''-,'-A#,- *&%%(9", A' ,
,52:?( 593, (32,#9(1 &*9 , ?5<# , ,52:?( 593, (32,#9(1
&*9 .
' 4.5
A%,' ?'( ,'%-'9' 3#+#',+ 3 *-,3#,-- %'5-2#98
&9# *#'5#., '+ %# *5:% 3#(<' 02 = 0 04. &+' 3? -& 11
,52A.% '?%%(1 *#'5#. - 352A#%( ,5#*2HO-# #&25''( ( 9-55-9#'1) :
100,6 99,6 100,0 100,1 100,3 100,0 99,9 100,2 100,4 100,6 100,5.
,%%-- -9#HO-1,+ *%%(1 3#-', ?#,3#A-#' 5- ,'% &*%%2H
'A%,'. #% &%A-9,'- 3-%+' %(9 0,05.
()
& 2,5-+ 3-9# ,5#*2#', A' %#?1*-9 3#-' %25#2H 8-3'#&2
fH0 : = 0 04g (
$ ) 3'- 5'#%'-%.
8-3'#&( fHa : > 0 04g (
$ ).
5'#%'-%+ 8-3'#& ,4925-% -*# fHa : > 0 04g, 36'92
,52A., 8* < 0 04, %# +5+#',+ ,2O#,'#%%(9. ,5- *#.,'-'#5%,'- 116
:#',+, A' < 0 04, ' 6' &%A#', A' ,'% 1< %5:#% - (32,#'
*#'5- ?5## (,8 A#,', A#9 3#*3585,.
.*#9 'A#A%(# $#%- 39#' %95%8 &% :
^a = x = 100 2U
11
X
00 = 0 091:
^ 2 = s2 = n1 (xi ; x)2 = 111
i=1
5+ 3#- %25#. 8-3'#&( 3-9#%-9 -'#-. 2 , 3,'%%#.
-'-A#,. ?5,'H.
(A-,5-9 %?5H*#9# &%A#%-# '#,'. ,''-,'-11
X
2 = 12 (xi ; x)2 = 0104 = 25:
0 i=1
'?5-$9 %'-5#. 2-,3#*#5#%-+ (,9. 3-5:#%-#) 3 &*%%92
2%H &%A-9,'- = 0 05 - A-,52 ,'#3#%#. ,?*( = 10 %1*-9
-'-A#,2H
2
2
2
2
'A2 n;1 = 00510, 2*5#'+HO2H 2,5-H Pr 00510 . D' &%A#%-#
% 18,307.
2 = 25 > 18 307, %25#+ 8-3'#& '5%+#',+ 35&2
5'#%'-%.. D' &%A-', A' ,'% %# ?#,3#A-#' &*%%2H 'A%,' '#?2#' 3*%5*-.
' 4.6
,'%#-'9'# -&8'5-#',+ *#'5 , %9-%5%(9 %'5-2#9(9
&9#9 a = 12 . &#,'%, A' ,3#*#5#%-# %'5-2#98 &9# +5+#',+
%95%(9 X ! N (aU 0 5). '*#5 '#1%-A#,8 %'5+ '#A#%-# ,9#%(
3-&#5 -&9##%-# 36 ,52A.% '?%%(1 *#'5#. - 3*,A-'5 ,#*%-. &9#
%'5-2#98 39#' x = 11 7 .
:% 5- 2'#:*', A' ,'%-'9' -&8'5-#' *#'5- 29#%<#%%8
&9# - 36'92 '#?2#',+ 3-&#,'- 3*%5*2 ,'%?
()
& 2,5-+ 3-9# ,5#*2#', A' %#?1*-9 3#-' %25#2H 8-3'#&2
fH0 : a = 12 g ( ! ! ) 3'-
5'#%'-%. 8-3'#&( fHa : a < 12 g ( ! , % 3 !).
'*#5 '#1%-A#,8 %'5+ 3*&##', A' '9' &#825-5,+ - 3-&*-' *#'5- 29#%<#%%8 &9#, ' *5+ 3#- %25#. 8-3'#&(
3-9#%-9 -'#-., ,'#','2HO-. 9*#5- 1 , 5#,'%%#. -'-A#,. ?5,'H.
(A-,5-9 %?5H*#9# &%A#%-# -'#-+
p
p
u = x ;
a n = 11 70; 512 0 36 = ;3 6:
'?5-$9 42%$-- K35, 3 2%H &%A-9,'- = 0 05 %1*-9
%'-5 ,3#*#5#%-+ ;u005, 2*5#'+HO-. 2,5-H Pr(u ;u005). D'
&%A#%-# (,9. 3-5:#%-#) % {1,64.
117
%?5H*#9# &%A#%-# -'#-+ u %1*-',+ -'-A#,. ?5,'u = ;3 6 < ;1 64, ' 8-3'#&2 fH0 : a = 12 g ,5#*2#' '5%-' 35&2
5'#%'-%. 8-3'#&(. D' &%A#', A' , #+'%,'H <-?-, 9#%<#. A#9
0,05, 9:% 2'#:*', A' %'5-2#9(. &9# *#'5#., -&8'5-#9(1 %
,'%#-'9'#, +5+#',+ &%-:#%%(9 3 ,%#%-H , %9-%5%(9 &9#9 36'92 %#?1*-9 3-&#,'- 3*%5*2 ,'%.
' 4.7
5#*2#' 3#-', A' '- 9- ,'-'#5%8 ?#'% -9#H' *-%# ,,#-%-# 3A%,'- % ,:'-#. 5+ 3#- 6'. 8-3'#&( 3-&#*#% -&9##%-#
3A%,'- % ,:'-# - 352A#%( ,5#*2HO-# #&25''( (!/2).
#'% 9- } 1 #'% 9- } 2 #'% 9- } 3
195
215
201
200
201
204
204
202
221
205
198
210
201
|
199
#% &%A-9,'- 3-%+' = 0 05.
()
#*35:-9, A' #&25''( -&9##%-. 3A%,'- % ,:'-# '#1 9
?#'% 3*A-%+H',+ %95%(9 -5- 3-?5-:#%% %95%(9 ,3#*#5#%-+9.
85,% 2,5-H, %9 %#?1*-9 3#-' %25#2H 8-3'#&2 fH0 : 1 = 2 = 3g
3'- 5'#%'-%. 8-3'#&( fHa : & 1 g.
?T#*-%-9 ,398'#5%(# (A-,5#%-+, %#?1*-9(# *5+ ,A#' (?A%. ,''-,'-- 2 3 4925# (4.34), '?5-$2.
}
x1i x2i x3i (x1i ; x1)2 (x2i ; x2)2 (x3i ; x3)2
1
195 215 201
36
121
36
2
200 201 204
1
9
9
3
204 202 221
9
4
196
4
205 198 210
16
36
9
5
201 | 199
0
|
64
299( 1005 816 1035
62
170
314
',H*:
x1 = 201U x2 = 204U x3 = 207U
s21 = 15 5U s22 = 56 7U s23 = 78 7:
(A-,5-9 &#<#%%2H ,#*%HH -49#'-A#,2H 693--A#,-1 *-,3#,-. :
s2 = 14 1; 3 546 = 49 64U
(n ; k) lg s2 = (14 ; 3) 1 696 = 18 656:
lg s2 = 1 696U
5## (A-,5-9
118
i
s2i
1 15,5
2 56,7
3 78,7
',H* %.*#9 ,2992
lg s2i
1,190
1,754
1,895
3
X
i=1
ni ; 1
4
3
4
(ni ; 1) lg s2i
4,760
5,262
7,580
(ni ; 1) lg s2i = 17 602:
,'+%%+ C %
1 1 1 1 1
C = 1 + 3 2 4 + 3 + 4 ; 11 = 1 124:
,,A-'#9 %?5H*#9# &%A#%-# (?A%. ,''-,'-- 2:
2 = 21 303
124 (18 656 ; 17 602) = 2 049 1 054 = 2 160:
.*#9 3 '?5-$# %'-5#. 2-,3#*#5#%-+ 3 2%H &%A-9,'- = 0 05
- A-,52 ,'#3#%#. ,?*( = k ; 1 = 2 &%A#%-# -'-A#,. 'A- 20052 = 5 99.
2 = 2 160 < 5 99, ' %#' ,%%-. *5+ '5%#%-+ %25#.
8-3'#&(. D' &%A-', A' -9#HO+,+ -%49$-+ ,,#-%-- 3A%,'- %
,:'-# '#1 9 ?#'% %# *#' ,%%-. ,A-'', A' -1 2#% ,,#-%-+
+5+#',+ &5-A%(9.
' 4.8
29+ 9#'*9- 3-&#*#%( -&9##%-+ *%. - '. :# 4-&-A#,. #5-A-%(.
#(9 9#'*9 6' #5-A-% -&9#+5, 10 &. 52A#%( ,5#*2HO-# #&25''( :
10
X
1
2
x1 = 10 28 s1 = n ; 1 (xi1 ; x1)2 = 0 00084:
1
i=1
'(9 9#'*9 6' :# #5-A-% -&9#+5, 8 &, A' *5
8
X
x2 = 10 30 s22 = n 1; 1 (xi2 ; x2)2 = 0 00041:
2
i=1
:% 5- ,A-'', A' ? 9#'* ?#,3#A-H' *-%2H 'A%,' ?
#% &%A-9,'- 3-%+' = 0 05. #*358#',+, A' #&25''( -&9##%-.
,3#*#5#%( %95% - (?- %#&-,-9(.
()
& 2,5-+ 3-9# ,5#*2#', A' %9 %#?1*-9 3#-' %25#2H 8-3'#&2
fH0 : 12 = 22g ( $ $ ) 3'-
5'#%'-%. 8-3'#&( fHa : 12 > 22g ( $ ).
119
(A-,5-9 %?5H*#9(# &%A#%-+ F --'#-+:
F = 00 00084
= 2 05:
00041
'?5-$# %'-5#. F -,3#*#5#%-+ (,9. 3-5:#%-#) 3 2%H &%A-9,'- = 0 05 - A-,52 ,'#3#%#. ,?*( 1 = 10 ; 1 = 9 - 2 = 8 ; 1 = 7 %1*-9
-'-A#,2H 'A2 F0059 7 = 3 68.
F = 2 05 < 3 68, ' %#' ,%%-+ *5+ '5%#%-+ %25#.
8-3'#&(. 28-9- ,59-, -9#HO+,+ -%49$-+ 'A%,'- 6'-1 9#'* %#
*#' ,%%-+ ,A-'', A' '. 9#'* -&9##%-+ 52A<# 3#8.
' 4.9
7233 ,$-58 -,,5#*5 5-+%-# ,': ?'( 3 34#,,-- % 3-&*-'#5%,' '2* ?A-1 9#1%-A#,8 $#1 %#'8 &*. 52A#%(
,5#*2HO-# #&25''( :
': ?'(
#&25''-%(.
' 10 5#' ' 15 5#'
3-&%
* 10 5#' * 15 5#' * 25 5#'
5-A#,' *#'5#.,
135
176
155
(?'(#9(1 &
156
196
160
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165
204
149
<'2
|
180
171
|
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140
#*358+, A' 3-&*-'#5%,' '2* ?A-1, -9#HO-1 &5-A%(.
,': ?'(, 3*A-%+#',+ %95%92 &%2: Xi ! N (aiU i) (i = 1 2 3), 3-A#9
12 = 22 = 32, '#?2#',+ 3#-' 9#'*9 *-,3#,-%%8 %5-& %25#2H
8-3'#&2 fH0 : a1 = a2 = a3g (
1 ). #% &%A-9,'- = 0 05.
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85,% 2,5-H 3-9#, %25#+ - 5'#%'-%+ 8-3'#&( -9#H' -*
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6 a2 6= a3 | 1 .
(A-,5-9 ,398'#5%(# #5-A-%(, %#?1*-9(# *5+ ,,'5#%-+ '?5-$(
*-,3#,-%%8 %5-& :
n = n1 + n2 + n3 = 3 + 4 + 5 = 12U
756 = 189U
775 = 155U
x1 = 456
=
152U
x
x
2=
3=
3
4
5
< x > = 1987
12 = 165 58:
4
3
X
X
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(x1j ; x1)2 = 474U
j =1
j =1
120
5
X
j =1
(x3j ; x3)2 = 542U
(x1; < x >)2 n1 = 553 25U
(x3; < x >)2 n3 = 559 68U
ni
3 X
X
i=1 j =1
(xij ; xi)2 = 1540U
(x2; < x >)2 n2 = 2193 99U
3
X
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F = 9 66 > 4 26, ' %25#+ 8-3'#& '#8#',+, '.#. ,A-'#',+
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3#*#5-', -9##',+ 5- ,2O#,'#%%# &5-A-# A#,'# *#'5#., -&8'5-#9(1 6'-9- &*9-. #% &%A-9,'- = 0 05.
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m1=n1 = 200
2 2
300
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+ m2 = 0 07U
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q = 1 ; p = 0 93
1 n2
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4.9
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5 %* 3,9'#' 5% 5% -& 6'. 3'--, A'?( , #+'%,'H
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4.10
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(5:19)
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1
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xi
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q1i
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1
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i=1
138
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5
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143 = 0 0018U
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i=1
q
sx = 0 0018 = 0 042U
5
X
A^ = ns1 3 (xi ; x)3mi = 80 00001
0423 = 0 17U
x i=1
5
X
E^ = ns1 4 (xi ; x)4mi ; 3 = 80 0 0006
0424 ; 3 = ;0 589U
x i=1
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u
u
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83
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s
u
u
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n
(
n
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84
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1
(
x
;
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)
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2 :
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X
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i=1
v
u
5
u X
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i=1
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2!
(
x
;
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344)
1
exp ; 2 0 0422 :
f (x) = p
2 0 042
140
J2%$-+ ,3#*#5#%-+ 3#*358#98 %95%8 &%
Zx (x0 ; 40 344)2 !
1
F (x) = p
exp ; 0 0036
dx0:
2 0 042 ;1
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!
x
;
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x
ui = xi ;
s
3-A#9 %-9#%<## &%A#%-# ui 3-9#9 %(9 ;1, %-?5<## %(9 +1.
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4925#
pi = Pr (xi;1 < X < xi) = Za(ui) ; a(ui;1)] 8*# a(z) | 42%$-+ K35,
Zz
1
exp(;t2=2) dt:
a (z) = p
2 ;1
3-9#, #+'%,' '8, A' X (*-9#' '#,'-.) 33*#' 3#(.
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1
40
28
;
40
344
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;
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344
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;a
=
0 042
0 042
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p2 = Pr(40 28 < X < 40 32) =
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1
40
32
;
40
344
40
28
;
40
344
= a
;a
=
2
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0 042
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141
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5
X
npi )2 :
2 = (mi ;
npi
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2
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1 40,24 { 40,28 4
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4 40,36 { 40,40 15
0 38U 1 33 0,260
5 40,40 { 40,44 10
1 33U 1
0,092
299
80
1,000
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5
X
2
= R2i = 3 17:
npi
Q2i
R2i
5,1 1,21 0,24
17,6 1,96 0,11
29,1 8,41 0,29
20,8 33,64 1,62
7,4 6,76 0,91
80,0
i=1
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20052 = 5 99 (,9. 3-5:#%-#).
2 = 3 17 < 5 99, ' %#' ,%%-. *5+ '5%#%-+ 8-3'#&( %95%9 &%# ,3#*#5#%-+ *-9#' '#,'-..
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xi %.*#9 9*25 &%,'- 9#:*2 693--A#,. - '##'-A#,. 42%$-+9142
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,''-,'-- 598:
p
p
= D n = max
x jF (x) ; F (x)j n:
?5H*#9# &%A#%-# ,''-,'-- 598 ,%-9 , -'-A#,-9
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5&2+, --'#-#9 ,85,-+ 598, 3#-9 8-3'#&2 %95%8
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i
1
2
3
4
5
%'#5( R,'&%A#%-. '( mi m::
X
40,24U 40,28
4
4
40,28U 40,32 19
23
40,32U 40,36 32
55
40,36U 40,40 15
70
40,40U 40,44 10
80
299
80
p:
F (x) F (x) D(x)
0,064
0,220
0,364
0,260
0,092
0,050
0,288
0,688
0,875
1,000
0,064
0,284
0,648
0,908
1,000
0,014
0,004
0,040
0,033
0,000
,9'-+ 3,5#*%-. ,'5?#$ '?5-$(, &9#A#9, A' %-?5<-. 9*25
&%,'- 9#:*2 693--A#,. - '##'-A#,. 42%$-+9- ,3#*#5#%-+ ,,'5+#'
D = max
x jF (x) ; F (x)j = 0 04:
(A-,5-9 %?5H*#9# &%A#%-# (?A%. ,''-,'-- 598 :
p
p
= D n = 0 04 80 = 0 36:
-9#9 2#% &%A-9,'- = 0 05. '?5-$9 %'-5#. -,3#*#5#%-+
598 (,9. 3-5:#%-#) 3 2%H &%A-9,'- = 0 05 %1*-9 #5-A-%2 |
-'-A#,# &%A#%-# 005 = 1 358. = 0 36 < 1 358, ' %#' ,%%-+
*5+ '5%#%-+ 8-3'#&( %95%9 &%# ,3#*#5#%-+ *-9#' '#,'-..
5+ 3,'#%-+ %95%. -. -& ,##*-% A,'-A%(1 -%'#5 ,,'%-9 3#3#%*-25+( (,'. pi =h (pi | #+'%,' 33*%-+ X A,'-A%(.
-%'#5, h | *5-% -%'#5). -,. 5.3 %$( 6'-1 3#3#%*-25+ '9#A#%(
2:9-. 52A#%%(# 'A- ,#*-%#%( 35%. -..
%#%-# 8-,'899( - %95%. -. %85+*% 3&(#', A' %95%+ -+ 1< ,85:-#' 8-,'8992 '%,-'#5%(1 A,''.
8. .*#9 -%'#5%(# $#%- 39#' %95%8 &% ,3#*#5#%-+.
143
mi=nh 6
7.5
x = 40:344
5.0
2.5
0
40.24
40.32
x
40.40
x
-
5.3 | 8+ 5+ %1:*#%-+ *#-'#5%8 -%'#5, '(. ,*#:-' 9'#9'-A#,#
:-*%-# *-9#' '#,'-+ (X), %.*#9 3 '?5-$9 %'-5#. ,3#*#5#%-+
'H*#%' 3 &*%%. *#-'#5%. #+'%,'- P = 1; = 0 95 - A-,52 ,'#3#%#.
,?*( = n ; 1 = 80 ; 1 = 79 %'-5 t=2 = t002579 = 1 99.
(A-,5-9 3#*#5%2H 38#<%,' -%'#5%8 $#%-%-+
" = t=2 psn = 1 99 0p 042 = 0 009:
80
,%%-- 4925(
x;" < a < x+"
%.*#9, A' -,9(. *#-'#5%(. -%'#5 *5+ 9'#9'-A#,8 :-*%-+ #%
40 344 ; 0 009 < a < 40 344 + 0 009:
', 352A#9 *#-'#5%(. -%'#5 *5+ 9'#9'-A#,8 :-*%-+
40 335 < a < 40 353:
9(,5 352A#%%8 #&25'': #,5- ?2*#' 3-&#*#% *,''A% ?5<#
A-,5 (? 3 80 ,#5#%-. '#,'-., ' 95 % -& %-1 *#-'#5%(. -%'#5
%#' 9'#9'-A#,# :-*%-# *-9#' '#,'-+ - '5 5 % ,52A#
9'#9'-A#,# :-*%-# 9:#' (.'- & 8%-$( *#-'#5%8 -%'#5.
5+ %1:*#%-+ *#-'#5%8 -%'#5, ,*#:O#8 %#-&#,'%# ,#*%##
*'-A#,# '5%#%-# , &*%%. #+'%,'H P = 1 ; = 0 95, %.*#9
3 '?5-$9 %'-5#. ,3#*#5#%-+ 'H*#%' 3 *#-'#5%. #+'%,'P = 1 ; = 0 95 - A-,52 ,'#3#%#. ,?*( = n ; 1 = 80 ; 1 = 79 * A-,5:
1 = 0 87 - 2 = 1 18.
144
,%%-- 4925(
1s < < 2s
%.*#9, A' -,9(. *#-'#5%(. -%'#5 #%
0 87 0 042 < < 1 18 0 042:
', 352A#9 *#-'#5%(. -%'#5 *5+ ,#*%#8 *'-A#,8 '5%#%-+
0 037 < < 0 050:
52A#%%(. #&25'' &%A#', A' #,5- ?2*#' 3-&#*#% *,''A%
?5<# A-,5 (? 3 80 ,#5#%-. '#,'-., ' 95 % -& %-1 *#-'#5%(.
-%'#5 %#' ,#*%## *'-A#,# '5%#%-# - '5 5 % ,#*%##
*'-A#,# '5%#%-# 9:#' (.'- & 8%-$( *#-'#5%8 -%'#5.
5.7. ' 5.1
3#(1 *21 ,'5?$1 '?5-$( 3-#*#%( *%%(# ? '&1 33'2( &
10000 A, ?'(. ?O## A-,5 ?,5#*%%(1 6&#935+ 33'2( n = 757U
3- 6'9 %?5H*5,+
0 427 + 1 235 + 2 72 + 3 21 + 4 1 + 5 1 = 451 '&:
R-,5 '& k 5-A#,' ,52A# , k '&9- nk
0
427
1
235
2
72
3
21
4
1
5
1
-%+ 2#% &%A-9,'- = 0 01, 3#-' 8-3'#&2 '9, A' A-,5
'& -9##' ,3#*#5#%-# 2,,% :
k
pk = PrZX = k] = k! exp(;) k = 0 1 2 : : : :
()
A#,'# $#%- ^ 39#' -,35&2#9 ,#*%## A-,5 '& :
^ = 451=757 0 6:
'?5-$# ,3#*#5#%-+ 2,,% , = 0 6 %1*-9 #+'%,'- pk :-*#9# A-,5 ,52A# , k '&9- ('#'-. - A#'#'(. ,'5?$( '?5-$().
145
R-,5 5-A#,'
#+'%,'
:-*#9#
k
0
6
'& ,52A# , k pk = k! exp(;0 6) A-,5 ,52A# ,
k
'&9- nk
k '&9- npk
0
427
0,54881
416
1
235
0,32929
249
2
72
0,01976
75
3
21
0,00296
15
4
1
0,00036
2
5
1
0,00004
0
5+ k = 4 - 5 &%A#%-+ npk < 5, 36'92 ?T#*-%+#9 6'- ,'- , ,'.
*5+ k = 3.
#&25''# 352A#9 &%A#%-+, 3-#*#%%(# '?5-$# :
k
0
1
2
3
9##9
nk
427
235
72
23
npk
416
249
75
17
(nk ; npk )2=npk
0,291
0,787
0,120
2,118
3 (n ; np )2
X
k
k
= 3 316:
np
k
k=0
3 (?# $#%-5,+ *-% 39#' , ' l = 1, A-,5 ,'#3#%#.
,?*( % 4 { 1 { 1 = 2. '?5-$# %'-5#. 2-,3#*#5#%-+ -,% %1*-9
20992 = 9,21.
', -9##9 2 < 20992. 5#*'#5%, 3- *%%9 2%# &%A-9,'8-3'#& ,3#*#5#%-- A-,5 '& 3 &%2 2,,% 3-%-9#',+.
2 =
' 5.2
9#H',+ *%%(# ,3#*#5#%-- '5O-%( X 12000 ?? ( ) :
} -%'#5 1
2
3 4
5
6
7
8
A,''
32 103 239 624 1187 1650 1883 1930
} -%'#5 9
10 11 12 13 14 15 16
A,''
1638 1130 737 427 221 110 57 32
*#, 3#(. -%'#5 | &%A#%-+ X, 9#%<-# 7,00 , '. | 7,00{7,25,
'#'-. | 7,25{7,50 - '.*.
#?2#',+ 3#-', ,85,2#',+ 5- '5O-% ?? (?# , 3#*35:#%-#9, A' 6'' 3-&% 8#%#5%. ,23%,'- ,3#*#5#% 3 %95%92
&%2 ?
()
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%95%8 ,3#*#5#%-+, ' A#,'# 39#' X -,35&2#9 X~ , &%A#%-#
146
'8 *%%9 ,52A# % 8,523, & 8#%#5%2H *-,3#,-H | #E
%#,9#O#%%2H $#%2
n 2 = 0 3798
s2 = n ;
1
'2* s = 0,6163.
1*-9 #5-A-%( npi *5+ :*8 -& -%'#5.
-9 ?&9, 352A-9 ,5#*2HO-. +* '##'-A#,-1 A,'' :
67,6U 132,2U 309,8U 617,3U 1045,7U 1505,8U 1842,3U 1919,9U
1697,9U 1277,3U 817,0U 444,2U 205,3U 80,7U 27,0U 10,0.
:#9, 3-&*-',+ ,A#' % 3-9## '8 -%'#5 :
np2 = 1200 Pr(7 00 X 7 25) =
" ! !#
1
7
25
;
8
712
7
00
;
8
712
; a 0 6163
= 132 2:
= 1200 2 a
0 6163
6'92
20 =
6)2 + (103 ; 132 2)2 + + (57 ; 27 0)2 + (32 ; 10 0)2 = (32 ;6767
6
132 2
27 0
10 0
A' *#'
20 = 196 5:
* 39#' 8#%#5%8 ,3#*#5#%-+ ?(5- %.*#%( 3 (?#,
' s = 2, A-,5 ,'#3#%#. ,?*( k { s { 1 = 16 { 2 { 1 = 13. - = 0,01 8%-$#.
-'-A#,. ?5,'- +5+#',+ 2 = 27,688.
20 = 196 5 > 27 688, ' 8-3'#& '9, A' ,52A.%+ #5-A-% X
('5O-% ?? (?#) 8#%#5%. ,3#*#5#% 3 %95%92 &%2, %#
3*'#*-5,.
' 5.3
'#A#%-# 100 *%#. 4-,-5, 5-A#,' -. *3*%. ,#'- %#'9 .%# 8*. 52A#%( ,5#*2HO-# A-,5(# *%%(# :
R-,5 -. ( X) 0 1 2 3 4 5
R,''( mi
8 28 31 18 9 6
P
n = i mi = 100
#?2#',+ 3#-' 8-3'#&2 '9, A' ,3#*#5#%-# A-,5 -. *3*%. ,#'- 8* 3*A-%+#',+ &%2 2,,%. #% &%A-9,'- 3-%+'
= 0 05.
()
& 2,5-+ ,5#*2#', A' %#?1*-9 3#-' %25#2H 8-3'#&2 fH0: F (x)g
| # x i
X
F (x ) =
exp(;)
i=1 i!
147
, 39#'9
X
^ = x = n1 mixi =
i
8
0
+
28
1
+
31
2
+
18
3 + 9 4 + 6 5 = 2 1:
=
100
(A-,5-9 '##'-A#,-# #+'%,'- pi 3+5#%-+ % xi -. '#A#%-#
n *%#. 3 4925# 2,,% :
pi = Pn (xi) = x1 ! xi exp(;)U xi = 0 1 2 3 4 5:
i
5%#.<-# (A-,5#%-+ ,*-9 '?5-$2.
R-,5 -. xi mi pi
npi (mi ; npi)2 (mi ; npi)2=npi
0
8 0,122 12,2
17,64
1,45
1
28 0,257 25,7
5,29
0,21
2
31 0,270 27,0
16,00
0,59
3
18 0,189 18,9
0,81
0,04
4
9 0,099 9,9
0,81
0,08
5
6 0,063 6,3
0,03
0,01
299(:
100 1,000 100,0
40,58
2,38
#&25''# (A-,5#%-. %1*-9 2 = 2 38.
'?5-$# %'-5#. 2-,3#*#5#%-+ 3 &*%%92 2%H &%A-9,' = 0 05 - A-,52 ,'#3#%#. ,?*( = k ; r ; 1 = 6 ; 1 ; 1 = 4 %.*#9 -'-A#,#
&%A#%-# 20054 = 9 488.
2 = 2 38 < 9 488, ' %#' ,%%-. *5+ '5%#%-+ 8-3'#&( '9, A' &% ,3#*#5#%-+ A-,5 -. *3*%. ,#'- +5+#',+ &%9
2,,% , 39#'9 = 2 1.
' 5.4
#&25''( -,,5#*%-+ 3A%,'- % ,:'-# (,52A.%+ #5-A-% X) 200
?&$ ?#'% 3#*,'5#%( -*# ,8233-%%8 ,''-,'-A#,8 +*.
i
1
2
3
4
5
6
%'#5( 3A%,'-, !/2
190{200
200{210
210{220
220{230
230{240
240{250
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10
26
56
64
30
14
#?2#',+ 3#-' %25#2H 8-3'#&2 %95%9 &%# ,3#*#5#%-+
3A%,'- % ,:'-#. #% &%A-9,'- 3-%+' = 0 05.
()
& 2,5-+ ,5#*2#', A' 'A%(# 39#'( 8-3'#'-A#,8 %95%8
&% %9 %#-&#,'%(, 36'92 %25#2H 8-3'#&2 ,5#,% 9:% ,4925-'
148
,5#*2HO-9 ?&9: fH0: F (x) 2 ^g +5+#',+ 42%$-#. %95%8 ,3#*#5#%-+
, 39#'9MZX] = ^a - DZX] = ^ 2 = s2:
5+ 3#- 6'. %25#. 8-3'#&( 3#*#5-9 &%A#%-# xi ,##*-% -%'#5
- %.*#9 'A#A%(# $#%- 9'#9'-A#,8 :-*%-+ - ,#*%#8 *'-A#,8
'5%#%-+ %95% ,3#*#5#%%. ,52A.%. #5-A-%( 3 49259 (n = 200):
6
1 X
a^ = x = 200
xi mi =
i=1
+ 225 64 + 235 30 + 245 14 = 221 !/2U
= 195 10 + 205 26 + 215 56200
6
1 X
^ 2 = s2 = 200
(xi ; x)2 mi =
i=1
1 Z(;26)2 10 + (;16)2 26 + (;6)2 56 + 42 64 + 142 30 + 242 14] = 152U
= 200
p
^ = s = 152 = 12 33 !/2:
(A-,5-9 '##'-A#,-# #+'%,'- pi 33*%-+ ,52A.%. #5-A-%( X A,'-A%(# -%'#5( Zxi;1U xiZ 3 4925#
pi = Pr (xi;1 X < xi) = a(ui) ; a(ui;1)U
8*#
i = 1 2 : : : k
Z ui
;x
1
x
i
ui = s U a(ui) = p 0 exp(;t2=2) dt:
2
5%#.<-# (A-,5#%-+, %#?1*-9(# *5+ 3#*#5#%-+ %?5H*#98 &%A#%-+
(?A%. ,''-,'-- 2, ,#*#%( '?5-$#, '. ?&%A#% Qi = (mi ;npi )2
- Ri = (mi ; npi)2=npi .
%'#5(
9-%%(#
i -&9#%#%-+ mi
-%'#5(
pi
npi Qi Ri
1 190{200 10
;1U {1,70 0,045 9 1,00 0,11
2 200{210 26
{1,70U {0,89 0,142 28,4 5,76 0,20
3 210{220 56
{0,89U {0,08 0,281 56,2 0,04 0,00
4 220{230 64
{0,08U +0,73 0,299 59,8 17,64 0,29
5 230{240 30 +0,73U +1,54 0,171 34,2 17,64 0,52
6 240{250 14
+1,54U 1
0,062 12,4 2,56 0,21
299(: 200
1,000 200,0
#&25''# (A-,5#%-. %1*-9: 2 = 1 33.
2
. ,52A.%+ #5-A-% X, ,3#*#5#%%+ 3 %95%92
&%2, 3#*#5#% % (;1U 1), ' %-9#%<## &%A#%-# ,'%*'-&%%.
3##9#%%. (190 ; 221)=12 33 = ;2 51 &9#%#% % ;1, %-?5<## &%A#%-#
(250 ; 221)=12 33 = 2 35 &9#%#% % +1.
149
'?5-$# %'-5#. 2-,3#*#5#%-+ 3 &*%%92 2%H &%A-9,' = 0 05 - A-,52 ,'#3#%#. ,?*( = k ; r ; 1 = 6 ; 2 ; 1 = 3 %.*#9 -'-A#,#
&%A#%-# 20053 = 7 815.
2 = 1 33 < 7 815, ' %#' ,%%-. *5+ '5%#%-+ %25#.
8-3'#&( %95%9 &%# ,3#*#5#%-+ 3#*#5 3A%,'- % ,:'-# ,
39#'9- = 221 - 2 = 152.
' 5.5
- 39O- -&9#-'#5%8 3-? ?(5 3#*#% 200 -&9##%-. &*%%8
,,'+%-+. 52A.%+ 38#<%,' -&9##%-. &3-,% 9-9#'1. #.,'-'#5%+ , ?(5 &*#5#% % 9 39#:2', #&25''( (,52A.%+ 38#<%,'
-&9##%-.) ,#*#%( '?5-$2 (*?%(# &%A#%-+ mi %#. 3+-5-, -&-& '8, A'
&%A#%-+, 33<-# % 8%-$2 -%'#5, 3-%+' &3-,(' 3%2 *%92,
' - *2892 -%'#52).
9# -%'#5 %'#5, R,'' mi
1
9#%<# {15
6
2
' {15 * {10
11,5
3
' {10 * {5
15,5
4
' {5 * 0
22
5
' 0 * 5
47,5
6
' 5 * 10
42
7
' 10 * 15
28
8
' 15 * 20
17
9
?5<# 20
10,5
#?2#',+ 3#-' 8-3'#&2 H0 '9, A' ,52A.%+ 38#<%,' -&9##%-+
X ,3#*#5#% %95%.
()
#?1*-9(# *#.,'-+ (35%-9 ,5#*2HO#9 3+*# :
) ,,9'-9 8-3'#'-A#,-. (%95%(.) &% ,3#*#5#%-+U
?) 3 &*%%. (?# 352A-9 %-?5## 3*3*?%(# &%A#%-+ 39#'
,3#*#5#%-+U
) 3,'-9 -'#-. 2, '(. -,35&2#9 *5+ 3#- 8-3'#&( %95%,'- ,52A.%. 38#<%,'- -&9##%-+ X.
7-3'#'-A#,# ,3#*#5#%-# -9##' 35'%,'
2!
1
(
x
;
a
)
fX (xU a ) = p 2 exp ; 2
2 2 '+ ,*#:-' * %#-&#,'%(1 39#' a - . ,'-9 ,398'#5%2H
'?5-$2 ,''-,'-A#,8 ,3#*#5#%-# ,52A.%. 38#<%,'- -&9##%-.. 5+
6'8 3 -9#HO#.,+ (?# -& n = 200 -&9##%-. (A-,5-9 $#%- *5+ a - ,
A' *#'
n
X
a ) x = n1 xi = 4 60 i=1
150
n
X
2 ) 2 = n1 (xi ; x)2 = 95 2 2:
i=1
-9 ?&9, 42%$-+ f (x), -,35&2#9+ *5+ 3#-, -9##' -*
2!
(
x
;
4
60)
1
f (x) = p 2 95 2 exp ; 2 95 2 :
',H* 3 '?5-$# 42%$-- K35, 9:% %.'- #+'%,'- pi 33*%-+ i-. -%'#5. 3-9#, 3- i = 1 - i = 2
!
;
15
;
4
6
X
;
4
6
p1 = Pr(X < ;15) = Pr p 95 2 < p 95 2
=
= 21 ; a(2 01) = 12 ; 0 4776 = 0 0224
!
X
;
4
6
p2 = Pr(;15 < X < ;10) = Pr ;2 01 < p 95 2 < ;1 50 =
= a(;1 50) ; a(;2 01) = a(2 01) ; a(1 50) = 0 4776 ; 0 4332 = 0 0444
- ' *5## (i = 3 : : : 9).
#&25''# ,'-9 '?5-$2 *%%(1, %#?1*-9(1 *5+ %1:*#%-+ &%A#%-+
-'#-+ 2 (,9. '?5-$2 ,A#'%(1 *%%(1).
i
R,'' mi pi
npi (mi ; npi )2=npi
1
6
0,0224 4,48
0,52
2
11,5
0,0444 8,88
0,77
3
15,5
0,0967 19,34
0,76
4
22
0,1557 31,14
2,68
5
47,5
0,1968 39,36
1,68
6
42
0,1928 38,56
0,31
7
28
0,1489 29,78
0,11
8
17
0,0852 17,04
0,00
9
10,5
0,0571 11,42
0,07
2
299
200,0
1,0000 200,00
= 6 90
-9 ?&9, (A-,5#%-# *#' 2 = 6 90.
,52 3-&*-',+ $#% *21 39#', ' -9##9 k = 9 ; 2 ; 1 = 6
,'#3#%#. ,?*(. -9#9, A' 2#% &%A-9,'- ,,'5+#' = 0 05, '8* -&
'?5-$( %'-5#. 2-,3#*#5#%-+ (,9. 3-5:#%-#) 352A#9 20056 = 12 6.
(A-,5#%%# &%A#%-# 2--'#-+ &5, 9#%<# %'-5+ 20056,
' 8-3'#& %95%9 ,3#*#5#%-- ,52A.%. 38#<%,'- -&9##%-+ 3-?
%# 3'-#A-' 9'#-52 %?5H*#%-. % 2%# &%A-9,'- 0,05.
' 5.6
& '#2O#. 3*2$-- '%8 ,'%-'9', %,'#%%8 % ??'2
&*%%. *#'5-, &+'( *# (?- ?T#9 n1 = 150 - n2 = 100. #+ (?
151
3-&#*#% %A5# ,9#%(, '+ | 3,5# *21 A, ?'( ,'%. #&25''(
-&9##%-. '5%#%-. %'5-2#98 &9# ( X) ' %9-%5 9-9#'1
3-#*#%( '?5-$#.
%'#5(
R,''
R,''
-&9#%#%-+ X, (?# } 1, m1j (?# } 2, m2j
{15U {10
10
|
{10U {5
27
7
{5U 0
43
17
0U 5
38
30
5U 10
23
29
10U 15
8
15
15U 20
1
1
20U 25
|
1
299 :
n1 = 150
n2 = 100
#?2#',+ , 39OH --'#-+ 598-9-% (9*#5 2) 3#-'
%25#2H 8-3'#&2 '9, A' ,3#*#5#%-# 38#<%,'#. ??'- ,'%-'9'
'#A#%-# -,,5#*2#98 39#:2' #9#%- 3-,(#',+ *%. - '. :# 42%$-#.
,3#*#5#%-+. -%+' 2#% &%A-9,'- = 0 05.
()
85,% 2,5-H 3-9#, %#?1*-9 3#-' %25#2H 8-3'#&2 fH0 :
F1(x) = F2(x)g (# ! - ). (A-,5#%-# (?A%. ,''-,'-- D = max
x jF1 (x) ;
F2(x)j 3-#*#% '?5-$#, '. m1j - m2j | A,''(, n1j - n2j |
%35#%%(# A,''(, F1(x) = n1(x)=n1 - F2(x) = n2(x)=n2.
xi+1 m1i m2i n1(x) n2(x) F1(x) F2(x) jF1(x) ; F2(x)j
{10 10 | 10
| 0,067 0,000
0,067
{5 27 7 37
7 0,247 0,070
0,177
0 43 17 80
24 0,533 0,240
0,293
5 38 30 118
54 0,787 0,540
0,247
10 23 29 141
83 0,940 0,830
0,110
15 8 15 149
98 0,993 0,980
0,013
20 1 1 150
99 1,000 0,990
0,010
25 | 1 150 100 1,000 1,000
0,000
%5-&-2+ 3,5#*%-. ,'5?#$ *%%. '?5-$(, &9#A#9, A' %-?5<-.
9*25 &%,'- 9#:*2 693--A#,-9- 42%$-+9- ,3#*#5#%-+ F1(x) - F2(x)
#% D = max
x jF1 (x) ; F2 (x)j = 0 293.
150 100 = 60
n = nn1+ nn2 = 150
+ 100
1
2
' %?5H*#9# &%A#%-# (?A%. ,''-,'--
p
p
= D n = 0 293 60 = 2 270:
152
'?5-$# %'-5#. -,3#*#5#%-+ 598-9-% *5+ &*%%8
2%+ &%A-9,'- = 0 05 %.*#9 -'-A#,# &%A#%-# 005 = 1 358.
= 2 270 > 1 358, %25#2H 8-3'#&2 ,5#*2#' '5%-'.
-9 ?&9, %#5&+ 2'#:*', A' 38#<%,'- ??'- '#A#%-# -,,5#*2#98 -%'#5 #9#%- 3-,(H',+ *%. - '. :# 42%$-#. ,3#*#5#%-+.
28-9- ,59-, 352A#%%(. #&25'' 8-' '9, A' 3$#,, -&8'5#%-+
*#'5#. % ,'%#-'9'# %# +5+#',+ 2,'.A-(9 #9#%-.
' 5.7
935#'2HO-# -&*#5-+ *%8 %-9#%%-+ 3,'23H' , '#1 3#*3-+'-.:
A, B - C . #&25''( 3#- -&*#5-. 3-#*#%( ,5#*2HO#. '?5-$# (*5+
3,'O- A, B - C ) :
#&25''( 3#- A B C ,#8
7*%(#
29 38 53 120
#8*%(#
1 2 7
10
,#8
30 40 60 130
-%+ 2#% &%A-9,'- = 0 10, (+,%-', 9:% 5- ,A-'', A'
A#,' -&*#5-. %# &-,-' ' 3,'O- ?
()
#-9 8-3'#&2 H0 %#&-,-9,'- *21 3-&% : A#,' -&*#5-+ X 9#,' #8 -&8'5#%-+ Y. 5+ 6'8 3 -'#-H 2 -,35&2#9 ,''-,'-2
k X
l (n ; n
X
ij ~ ij )2
2
=
()
n~ ij :
i=1 j =1
*#, nij | A-,5 -,1*, '(1 #5-&5, A##*%# ,?('-#
fX = xi - Y = yj g, n~ij | :-*#9(# A,''(.
- 2,5--, A' 8-3'#& H0 #% - *5+ ,#1 :-*#9(1 A,'' (35%+#',+
n~ ij 4, ,''-,'- () -9##' ,3#*#5#%-# 2 , (k ; 1)(l ; 1) ,'#3#%+9- ,?*(.
%<#9 3-9## 39#'( k - l %( k = 2 - l = 3, ' A' 35%# A-,5
,'#3#%#. ,?*( ,,'5+#' (k ; 1)(l ; 1) = (2{1)(3{1) = 2.
-*+ 49252 () 2*?%92 *5+ (A-,5#%-. -*2, %.*#9
292
2
2
2
2
2
38
53
1
2
7
2
= 130 30 120 + 40 120 + 60 120 + 30 10 + 40 10 + 60 10 ; 1 '2*
2 = 2 546:
'?5-$# %'-5#. 2-,3#*#5#%-+ %1*-9 20902 = 4,605.
2 < 20902, ' 3- *%%9 2%# &%A-9,'- ,5#*2#' ,A-'', A'
A#,' -&*#5-. %# &-,-' ' 3,'O-.
' 5.8
- -,,5#*%-- 3#*#5 35,'-A%,'- 15 ?&$ 3#*#5#%%8 ,' ,'5352A#%( ,5#*2HO-# #&25''( ( !/2) :
153
3540, 3580, 3570, 3560, 3500, 3610, 3720,
3640, 3600, 3650, 3750, 3590, 3600, 3550, 3770.
- *35%-'#5%9 '#1%58-A#,9 3$#,,#, '(. 3#*35:-'#5%
3-#*#' 2#5-A#%-H 3#*#5 35,'-A%,'-, 352A#%( *5+ '#1 :# ?&$
,5#*2HO-# #&25''( :
3580, 3670, 3680, 3880, 3530, 3680, 3730,
3720, 3670, 3710, 3810, 3660, 3770, 3640, 3670.
#-' , 39OH -'#-+ &% 8-3'#&2, A' 3#*#5 35,'-A%,','5- 3- 3#*#%-- *35%-'#5%8 '#1%58-A#,8 3$#,, 2#5-A-5,+.
#% &%A-9,'- 3-%+' *%%. &*A# = 0 05.
()
4925-2#9 %25#2H 8-3'#&2 fH0 : F (x) = F (y)g | 3#*#5 35,'-A%,'-,,5#*2#98 ,' ,'5- %# 9#%+#',+ 3- 3#*#%-- *35%-'#5%8 '#1%58-A#,8 3$#,,. ?&%A-9 &%9 "+" &,'%-# 3#*#5 35,'-A%,'-, &%9
"{" | 29#%<#%-# 3#*#5 35,'-A%,'-, (&%%# *35%-'#5%(9 3$#,,9.
52A#9 ,5#*2HO2H 3,5#*'#5%,' &%:
+ { + + + + + + + + + + + + {
R-,5 &% "{" ,,'5+#' r = 2.
.*#9 3 '?5-$# -'-A#,-1 &%A#%-. A-,5 &% (,9. 3-5:#%-#) 3
&*%%92 2%H &%A-9,'- = 0 05 - ?T#92 (?- n = 15 -'-A#,#
&%A#%-# r n = r00515 = 3.
r = 2 < 3, ' %25#+ 8-3'#& '5%+#',+. 28-9- ,59-,
,A-'#',+ ,''-,'-A#,- 2,'%5#%%(9, A' *35%-'#5%(. 3$#,, 3-*-' 2#5-A#%-H 3#*#5 35,'-A%,'- *%%8 ,' ,'5-.
5.8. ) *
5.1
52A#%( ,5#*2HO-# *%%(# (,9. '?5-$2).
40,25
40,35
40,45
40,39
40,40
40,42
40,35
40,32
40,37
40,35
40,44
40,30
40,34
40,31
40,35
40,32
40,33
40,41
40,35
40,33
40,38
40,33
40,30
40,33
40,28
40,30
40,40
40,32
40,32
40,42
40,36
40,35
40,29
40,33
40,31
40,36
40,34
40,30
40,33
40,30
40,41
40,40
40,33
40,34
40,30
40,43
40,37
40,34
40,35
40,34
40,34
40,43
40,36
40,34
40,31
40,34
40,28
40,46
40,32
40,31
40,31
40,36
40,34
40,34
40,29
40,39
40,39
40,37
40,38
40,36
40,37
40,41
40,27
40,38
40,37
40,36
40,35
40,32
40,37
40,36
39OH --'#-+ 598 3#-' 8-3'#&2 '9, A' 3-#*#%%+ (? -&5#A#% -& 8#%#5%. ,23%,'-, %9#% ,3#*#5#%%. %
-%'#5# (40 238U 40 462).
154
5.2
R,(, (,'5#%%(# -'-%1 A,(1 98&-%, 3&(H' ,52A.%#
#9+. #*58#',+ 8-3'#&, A' 3&%-+ 6'-1 A, -'-%1 ?5<8 A-,5
98&-% ,3#*#5#%( %9#% -%'#5# (0U 12). ?5H*#%-+ 500 -'-%
500 98&-% *5- ,5#*2HO2H (?2 (#, -%'#5 (0U 12) &?-' % 12 A,(1
-%'#5):
C
0 1 2 3 4 5 6 7 8 9 10 11
C
/ 41 34 54 39 49 45 41 33 37 41 47 39
85,2H',+ 5- 6'- *%%(# , 8-3'#&. %9#%,'- ? (?' = 0 10 = 0 05.
5.3
-:# 3-*-',+ #9+ ( ,#2%*1) #<#%-+ %'5%(1 &*A *-%%*$'H 2AO-9-,+ * - 3,5# ,3#$-5%(1 23:%#%-. 3 2,'%92 ,A#'2.
> % 87 61 98 90 74 83 72 81 75 83 85
$ % 50 45 79 88 65 52 79 84 61 52 85
:% 5- ,A-'', A' 6'- 23:%#%-+ 252A<-5- ,3,?%,' 2AO-1,+ #<#%-H &*A ? -%+' = 0 10.
5.4
- -&9##%-- 3-&*-'#5%,'- *21 8#8' 352A#%( ,5#*2HO-#
#&25''( ( ! #O#,' & A, ?'():
} &9# 1
2
3
4
5
8#8' A 14,1 10,1 14,7 13,7 14,0
8#8' B 14,0 14,5 13,7 12,7 14,1
:% 5- ,A-'', A' 3-&*-'#5%,'- 8#8' A - B *-%(, 3#*35:#%--, A' ?# (?- 352A#%( -& %95% ,3#*#5#%%(1 8#%#5%(1 ,23%,'#. ? -%+' = 0 05.
5.5
8* % 3('%(. .% 235 537 %#?5<-1 9#'#-'. ,+ '#-'-+
.% ?(5 &*#5#% % 576 2A,' 35O*H 3 0,25 2 :*(.. -:#
3-#*#%( A-,5 2A,' nk , % '(# 235 k 9#'#-' :
k 0 1 2 3 4 5 - ?5<#
nk 229 211 93 35 7
1
85,2H',+ 5- 6'- *%%(# , 8-3'#&. '9, A' A-,5 9#'#-', 23<-1
% :*(. -1 2A,', -9##' ,3#*#5#%-# 2,,% ? -%+' = 0 10.
5.6
#*358#',+, A' *-% -& *21 3-?, 3#*#5+HO-1 ,,' '9?-155
5+, -9##' ,-,'#9'-A#,2H <-?2 (&(<#%-#). 5+ 3#- 6'8 3#*35:#%-+
3#*#5-5- ,,' 10 '9?-5#., 3-A#9 ,,' :*8 -& %-1 4-,-5, *%#9#%% *29+ 3-?9-. #&25''# 352A#%( ,5#*2HO-# *%%(# :
v1, / 70 85 63 54 65 80 75 95 52 55
v2, / 72 86 62 55 63 80 78 90 53 57
&5+H' 5- 6'- *%%(# 2'#:*', A' '. 3-? *#.,'-'#5% *#'
&(<#%%(# &%A#%-+ ,,'- ? -%+' = 0 10.
5.7
52A#%( ,5#*2HO-# *# 8233( *%%(1 (,9. '?5-$().
40,25
40,35
40,45
40,39
40,40
40,42
40,35
40,32
40,37
40,35
40,44
40,30
40,34
40,31
40,35
40,32
40,33
40,41
40,35
40,33
40,38
40,33
40,30
40,33
40,28
40,30
40,40
40,32
40,32
40,42
40,36
40,35
40,29
40,33
40,31
40,36
40,34
40,30
40,33
40,30
40,41
40,40
40,33
40,34
40,30
40,43
40,37
40,34
40,35
40,34
40,34
40,43
40,36
40,34
40,31
40,34
40,28
40,46
40,32
40,31
40,31
40,36
40,34
40,34
40,29
40,39
40,39
40,37
40,38
40,36
40,37
40,41
40,27
40,38
40,37
40,36
40,35
40,32
40,37
40,36
39OH -'#-+ 598-9-% 3#-' 8-3'#&2 '9, A' ?#
6'- 3-#*#%%(# (?- -&5#A#%( -& *%. - '. :# 8#%#5%. ,23%,'-.
5.8
,3('(5, A2,'-'#5%,' 40 3-#9%-. %%(# 3-#*#%( '?5-$#,
'. 3#. ,'# *%( -%'#5( A2,'-'#5%,'- 9-5'1, '. | ,#*%-# 'A- 6'-1 -%'#5 f, '#'#. | A-,5 3-#9%- ni,
A2,'-'#5%,' '(1 &5, 6'9 -%'#5#.
%'#5 25{75 75{125 125{175 175{225 225{275
f
50
100
150
200
250
ni
0
0
1
5
9
%'#5 275{325 325{375 375{425 425{475 475{525
f
300
350
400
450
500
ni
6
8
6
2
2
%'#5 525{575 575{625 625{675 675{725 725{775
f
550
600
650
700
750
ni
0
1
1
0
0
39OH 2--'#-+ 3#-' 8-3'#&2 '9, A' (? -&5#A#% -&
%95%. ,23%,'-.
5.9
,'#','-- , '#1%-A#,-9- 2,5-+9- ,#*%## #9+ ?#&'&%. ?'(
*5+ 3-? -& ?5<. 3'-- *5:% ,,'5+' %# 9#%## 1000 , = 100 . (?A%# ,#*%## #9#%- ?#&'&%. ?'( *5+ ,52A.%
'?%%(1 25 3-? &5, %(9 970 . #*35:-9, A' #9#%156
?#&'&%. ?'( *5+ 3-? (?# ,3*#' , #9#%- ?#&'&%.
?'( ,#. 3'--.
:% 5- ,A-'', A' ,+ 3'-+ 3-? %# 2*5#'+#' '#1%-A#,-9
2,5-+9, #,5- : ) = 0 10U ?) = 0 05 ?
5.10
'%<#%-# &-'#5#. 5HA#%-H *%%. 3##*A- 38992 (&-5,
,5#*2HO-9- *%%(9-:
5:-'#5%# '-$'#5%# #&&5-A%#
2:A-%(
14
24
2
€#%O-%(
29
36
15
:% 5- ,A-'', A' '%<#%-# 5HA#%-H *%%. 3##*A- 38992
%# &-,-' ' 35 &-'#5+ ? -%+' = 0 10.
5.11
?5%-$# %?5H*5, ,3#*#5#%-# ,%(1 +%(1 <- 3 169
'*#5#%-+9 3-? (8#9$-'9#'). R-,5 i '*#5#%-., ,*#:O-1 3 ni ,%(1
+%(1 <-, 2&%( '?5-$#.
i 4 5 6 7 8 9 10 11 12
ni 1 3 5 8 13 14 15 15 21
i 13 14 15 16 17 18 19 20 21
ni 18 17 16 9 6 3 2 2 1
.'- ,#*%## &%A#%-# A-,5 ,%(1 +%(1 <- *%9 '*#5#%--.
-%+ %.*#%%# &%A#%-# & 39#' ,3#*#5#%-+ 2,,%, 3#-' ,
39OH 2--'#-+ 8-3'#&2 '9, A' (? ,85,2#',+ , ,3#*#5#%-#9
2,,%.
5.12
'#:*#',+, A' #&25'' *#.,'-+ 5#,' &-,-' ' ,3,? #8
3-9#%#%-+.
#-' 6' 2'#:*#%-# 3- = 0 05. 3 ,5#*2HO-9 *%%(9
#&25''
3,? 1 3,? 2 3,? 3
#?583-+'%(.
11
17
16
583-+'%(.
20
23
19
5.13
935-'2* 5#?%-. 3#*#5+5, *29+ 5?%'9-. #(. 5?%' 3 10
%?5H*#%-+9 352A-5 ,#*%## &%A#%-# 935-'2*( x1 = 81 , '. 5?%'
3 15 %?5H*#%-+9 352A-5 x1 = 84 .
3#*35:#%--, A' *-,3#,-- (35%#%%(1 -&9##%-. -&#,'%( - %(
12 = 64 2 - 12 = 64 2 *5+ 3#8 - '8 5?%' ,'#','#%%, %.'99 %{. *#-'#5%(. -%'#5 *5+ &%,'- ,#*%-1 X 1 - X 2. :% 5- ,A-'',
A' #&25''( 5?%' *#.,'-'#5% &5-AH',+ ?
157
5.14
D,3#-9#%'' 3- n = 4040 ?,%-+1 9%#'( 352A-5 m = 2048 (3*#%-.
8#?.
9#,'-9 5- 6' , 8-3'#&. '9, A' ,2O#,'2#' 3,'+%%+ #+'%,'
p = 0,5 (3*#%-+ 8#? ?
5.15
#*358#',+, A' 3-9#%#%-# %. '#1%58-- 3-&*,'# 9-,1#9
3-#*#' 2#5-A#%-H (1* 8*%. 3*2$--. #&25''( %'5+ *21 3'-.
3*2$--, -&8'5#%%(1 3 ,'. - %. '#1%58--, 3-#*#%( %-:# :
&*#5-+ '+ '#1%58-+ + '#1%58-+
7*%(#
140
185
#8*%(#
10
15
,#8
150
200
*'#:*H' 5- 6'- #&25''( 3#*35:#%-# ? 2#5-A#%-- (1* 8*%.
3*2$-- ? -%+' = 0 10.
5.16
%5*- ,'% ?(5 3##% 'A%,' -&8'5#%-+ 10 '25 - %.*#%
&%A#%-# $#%- *-,3#,-- *-9#' s2 = 9 6 2. ,5# %5*- 3*#85,
%'5H #O# 15 '25 - 352A#% %# &%A#%-# *-,3#,-- s2 = 5 7 2.
:% 5- ,A-'', A' #&25''# %5*- ,'% 'A%,' -&8'5#%-+
'25 2#5-A-5, ? -%+' = 0 05.
5.17
- -,3('%-- *-65#'%%. 33'2( 4-,-5, A-,5 '&.
#&25''( 59 -,3('%-. 3-*+',+ %-:# :
R-,5 '& 0 1 2 3
R-,5 -,3('%-. 42 10 4 3
7#-' 8-3'#&2 H0 '9, A' A-,5 '& -9##' ,3#*#5#%-#
2,,%, 3-%+ = 0 10.
5.18
&.
- 600 3*?,(%-+1 <#,'-8%%. -85%. ,'- <#,'# 3+-5, 75
#% 5- 8-3'#& '9, A' #+'%,' 3+5#%-+ <#,'#- 9#%<# A#9 1/6,
#,5- = 0 01 ?
5.19
- 120 3*?,(%-+1 -85%. <#,'-8%%. ,'- % #1%#. 8%#*-%-$ (35 m1 = 25 &, *. m2 = 19, '. m3 = 15, A#'# m4 = 22,
3+'# m5 = 15 -, %%#$, <#,'# m6 = 21 &.
85,2#',+ 5- 6' , '#9, A' -85%+ ,' 3-5%. 49( ?
158
5.20
#1%58-+ 3-&*,' %#'8 #O#,' *#' ,#*%#9 1000 ! #O#,'
,2'- , ,#*%#8, %(9 = 80 !. + '#1%58-+ 3-&*,' ,#*%#9
*#' 1100 ! #O#,' ,2'- , '#9 :# ,#*%#8.
:% 5- ,A-'', A' %+ '#1%58-+ ?#,3#A-#' 3(<#%-# 3-&*-'#5%,'-, #,5- : ) = 0 05U ?) = 0 10 ?
5.21
- 50 3*?,(%-+1 9%#'( "8#?" 3+-5,+ 20 &.
:% 5- ,A-'' 9%#'2 ,-99#'-A%. ? -%+' = 0 10.
5.22
#'* 352A#%-+ ,52A.%(1 A-,#5 ?(5 3-9#%#% 250 &. - 6'9 ?(5352A#%( ,5#*2HO-# #&25''( :
-4
0 1 2 3 4 5 6 7 8 9
R,'' 3+5#%-+ 27 18 23 31 21 23 28 25 22 32
:% 5- ,A-'', A' 3-9#%#%%(. 9#'* *#.,'-'#5% *#' ,52A.%(#
A-,5 ? -%+' = 0 05.
5.9. ) 1. R' %&(#',+ -'#-#9 ,85,-+?
2. 5+H',+ 5- -'#-- ,85,-+ ,''-,'-A#,-9- -'#-+9- &%A-9,'-?
3. -9- 1'#%(9- ,?#%%,'+9- ?5*H' ,''-,'-A#,-# -'#-&%A-9,'- -, A,'%,'-, -'#-- ,85,-+?
4. .'# ?O2H ,1#92 3#- 8-3'#& -*# 42%$-- ,3#*#5#%-+ ,
39OH -'#-+ ,85,-+ 2 -,%.
5. .'# ?O2H ,1#92 3#- 8-3'#& -*# 42%$-- ,3#*#5#%-+ ,
39OH --'#-+ 598.
6. :-'# *,'-%,' - %#*,''- -'#-+ ,85,-+ 2 -,%U -'#-+ 598.
7. ,%%-- -1 3-&% -5- -'#-# 9:% 3-&#,'- 3#*-'#5%(. (? &% ,3#*#5#%-+?
8. 82' 5- -9#HO-#,+ 3('%(# *%%(# *%#9#%% ,85,(',+ ,
%#,5-9- &%9- ,3#*#5#%-+?
9. :-'# *,'-%,' - %#*,''- %#39#'-A#,-1 -'#-# 3 ,%#%-H , 39#'-A#,-9- -'#-+9- &%A-9,'-.
10. 5+ 3#- -1 8-3'#& 3-9#%+#',+ -'#-. &%?
11. 5+#',+ 5- -'#-. &% ,''-,'-A#,-9 -'#-#9 &%A-9,'-?
12. %589 8 39#'-A#,8 -'#-+ +5+#',+ -'#-. &%?
159
6. " 6.1. ) && !& *%. -& ,%%(1 &*A 9'#9'-A#,. ,''-,'-- +5+#',+ -,,5#*%-#
&-,-9,'- 9#:*2 *29+ -5- %#,5-9- 39#'9-. # 3##9#%%(# X Y 982' ?(' 5-? %#&-,-9(9-, 5-? ,+&%%(9- 42%$-%5%. -5- -%.
,''-,'-A#,. &-,-9,'H.
1. 9
#
$ 9#:*2 3##9#%%(9- X - Y
%&(#',+ 3-5 f , '# :*92 65#9#%'2 X -& 3-&5%8 9%:#,'
E ,'-' ,'#','-# 3#*#5#%%(. 65#9#%' Y 9%:#,' F , '.#. y = f (x).
3-9#, 35O* 28 (S = R2) - *5-% 2:%,'- (L = 2R) 35%,'H
3#*#5+H',+ *-2,9 R, 35O* '#285%- | #8 ,'%9- - '. *.
2. ' $ 9#:*2 ,52A.%(9- #5-A-%9- X - Y | ,,'5+HO-9- *29#%. ,52A.%. #5-A-%( (X Y) | %&(#',+
3-5 f , '# :*92 A-,52 x -& A-,58 9%:#,' R ,'-' ,'#','-# 2,5%(. &% ,3#*#5#%-+ ,,'5+HO#. Y, '.#. :*92 x ,'#','2#'
f (x y).
3'-# 42%$-%5%(# ,+&- 9#:*2 3-&%9- ,'#AH',+ #*.
RO# -9#H' 9#,' '-# ,+&- 9#:*2 3##9#%%(9- #5-A-%9-, 3- '(1
A-,5#%%92 &%A#%-H *%. -& %-1 ,'#','2#' %#,5 &%A#%-. *28-1.
3-9#, -&#,'%, A' 2:.%,' &-,-' ' 5-A#,' %#,#%%(1 2*?#%-.,
% % %#E 5-+H' - *28-# 4'( (A#,' 3A(, ,*- - '. *.). 9# '8, *%- '# :# *&( 2*?#%-., *:# 3- A#% (%#%%(1 2,5-+1, A,' 3-&%92
5-+H' % 2:.%,'.
3. ' X Y $ , #,52,5%(. &% ,3#*#5#%-+ *%. -& ,,'5+HO-1 %# &-,-' ' '8, -#
&%A#%-+ 3-%+5 *28+ ,,'5+HO+, '.#. #,5- (35%+#',+ f (yjx) = f (y) -5f (xjy) = f (x).
2,# '#-- #+'%,'#. 3&(#',+, A' *5+ '8, A'?( ,,'5+HO-#
X - Y *29#%. ,52A.%. #5-A-%( ?(5- %#&-,-9(9-, %#?1*-9 - *,''A%,
A'?( 35'%,' ,3#*#5#%-+ ?(5 % 3-&#*#%-H 3$-5%(1 35'%,'#.
,3#*#5#%-+ ,,'5+HO-1: f (x y) = f (x) f (y).
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160
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1 2 : : : n), '.#. (?' 42%$-H F (x y) -5- f (x y)U
2) $#%-' 39#'( 6'. 42%$--U
3) %.'- 2,5%(# &%( ,3#*#5#%-+
y) -5- f (xjy) = f (x y) U
f (yjx) = ff(x
(6:1)
(x)
f (y)
4) &*' #+'%,' P = 1 ; - 3 &%A#%-H ,52A.%. #5-A-%( X = x
3#*#5-' -%'#5 Za b] -&9#%#%-+ ,52A.%. #5-A-%( :
Zb
Pr(a < Y < b) = f (yjx) dy = 1 ; :
(6:2)
a
3'-# 3- -,,5#*%-- &-,-9,'- 9#:*2 ,52A.%(9- #5-A-%9X - Y A,' 8%-A-H',+ -,,5#*%-#9 &-,-9,'- 9#:*2 X - 2,5%(9
9'#9'-A#,-9 :-*%-#9
Z1
MZYjX = x] = y f (yjx) dy:
;1
-,-9,'- '8 * %&(H',+ !
.
,5%# 9'#9'-A#,# :-*%-# MZYjX = x] &-,-' ' (?%%.
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4. ! ! Y X -5- ! %&(#',+ 9'#9'-A#,# :-*%-# ,,'5+HO#. Y *29#%.
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Z1
MZYjX = x] = y f (yjx) dy = '(x):
(6:3)
;1
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42%$-#. #8#,,-- Y % X.
5. ! X Y ! %&(#',+ 2,5%#
9'#9'-A#,# :-*%-# ,,'5+HO#. X *29#%. ,52A.%. #5-A-%( (X Y),
,,9'-#9# 42%$-+ y :
Z1
MZXjY = y] = x f (xjy) dx = (y):
(6:4)
;1
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*#5%# 2%#%-# #8#,,-- -* MZYjX = x] = '(x) 3&5+#' *#5' "'A#A%#" 3#*,&%-# &%A#%-. 2,5%(1 9'#9'-A#,-1 :-*%-. ,,'5+HO#.
Y *29#%. ,52A.%. #5-A-%( (X Y) 3 &%A#%-+9 ,,'5+HO#. X = x. *% *5+ '8 38%& %#?1*-9 &%' &% ,3#*#5#%-+ *29#%. ,52A.%.
#5-A-%( (X Y).
161
Y 6
6.1 | $ + X
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*-%', ' 352A-9 'A#A%2H *-8992, %&(#92H #
(-,. 6.1).
6. + # ! Y % X %&(#',+ 42%$-+
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9#'* 3&5+#' 3- &*%%9 -*# (?%%. &-,-9,'- MZYjx] = f (xU a b : : : d)
' (?' ,23%,' 39#' a b : : : d, A' 693--A#,+ 42%$-+ #8#,,-- yx = f (xU a b : : : d) ?2*#' %-52A<#. $#%. -,'-%%. 42%$-- #8#,,--.
"-52A<+ $#%" &*#, 3%-9#',+ '9 ,9(,5#, A' ,299 *' (
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n
n
X
X
S = "2i = Zyi ; f (xiU a b : : : d)]2 ) min :
(6:5)
i=1
i=1
& 2,5-+ 6,'#95%,'- %#+&- S ,5#*2#' ,-,'#9 2%#%-. :
@S=@a = 0U @S=@b = 0U : : : @S=@d = 0:
(6:6)
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,5#*2HO#8 :
) -&25%. $#%- 1'# ,35:#%-+ 'A# (xi yi) % #5+$-%%9
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162
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6!
| 6' %5-& 42%$-. #8#,,-- 3#8 - '8 *.
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5 #
| 6' %5-& ,.,' $#% ^ 644-$-#%' #5+$- = M Z(X ; m
X
) (Y ; mY )] :
(6:7)
X
Y
% 3&5+#' *' '#' % 3, ,2O#,'%-- 5-%#.%. 42%$-%5%.
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,,'5+HO+ X 3-%+5 %#'# 4-,-%%# &%A#%-# x, 3 4925#
f (yjx) = ff(x(xy)) (6:8)
1
8*#
Z1
f1(x) = f (x y) dy
(6:9)
;1
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#8#,,-- Y % X) %1*-',+ 3 4925#
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MZYjX = x] = y f (yjx) dy:
(6:10)
;1
163
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1p
f (x y) =
(6:11)
2 X Y 1 ; 2
(
2
2!)
(
x
;
m
)
2
(
x
;
m
)(
y
;
m
)
(
y
;
m
)
1
X
X
Y
+ 2 Y
:
exp ; 2(1 ; 2)
2 ;
X
X
Y
Y
.*#9 35'%,'- ,3#*#5#%-+ #+'%,'#. ,,'5+HO-1 X - Y:
Z1
2!
1
(
x
;
m
X)
f1(x) = f (x y) dy = p
exp ; 2
2
2 X
X
;1
(6:12)
36'92 -& ,-99#'-- 35'%,'- %95%8 *29#%8 ,3#*#5#%-+ ,5#*2#',
A'
Z1
2!
1
(
y
;
m
Y)
exp ; 2
2
f1(y) = f (x y) dx = p
:
(6:13)
2 Y
Y
;1
.*#9 2,5%(# ,3#*#5#%-+ ,,'5+HO-1 X - Y:
(6:14)
f (xjy) = ff(x(yy)) =
1
(
"
#2)
1
1
X
= q
exp ; 2(1 ; 2)
2 x ; mX ; (y ; mY ) U
2(1 ; 2) X
Y
X
(6:15)
f (yjx) = ff(x(xy)) =
1
(
"
#2 )
1
1
Y
exp ; 2(1 ; 2)
2 y ; mY ; (x ; mX ) :
= q
2(1 ; 2) Y
X
Y
,5%(# 9'#9'-A#,-# :-*%-+ ,5#*2HO-# :
mxjy = MZXjY = y] = mX + X (y ; mY ) U
Y
(6:16)
myjx = MZYjX = x] = mY + Y (x ; mX ) U
X
q
ZXjY = y] = X 1 ; 2U
q
(6:17)
ZYjX = x] = Y 1 ; 2:
3-#*#%%9 2,5%9 ,3#*#5#%-- ,,'5+HO#. Y 3- 2,5--, A'
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164
6.2 | $ f (x y )G / /
X, Y ( : mX = mY = 0G X = Y = 1G R## = 0 0)
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(6:18)
mYjX ; mY = Y (x ; mX ) :
X
74- 6'. 42%$--, %&(#9. ! Y X,
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mXjY ; mX = X (y ; mY ) (6:19)
Y
3- 6'9 ,'#','2HO+ 9*#5%+ 5-%-+ #8#,,-- X % Y ':# 31*-' A##&
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165
6.3 | $ f (x y ) / /
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yx = b0 + b1x:
(6:20)
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693--A#,. 42%$-- #8#,,-- Y % X. 2*#9 -,' 6'- 39#'( 9#'*9
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n
n
X
X
X
2
2
S = "i = (yi ; yx) = (yi ; b0 ; b1xi)2 ) min :
(6:21)
i=1
i=1
i=1
,52 42%$-%5 %#+&- S 3,'%,'# 39#' b0 - b1 -9##'
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n
X
@S=@b0 = 0 ) 2 (yi ; b0 ; b1xi) = 0
(6:22a)
@S=@b1 = 0 ) 2
i=1
n
X
i=1
xi (yi ; b0 ; b1xi) = 0:
166
(6:22b)
Y 6
yx = b0 + b1x
@@ @
Mi(xi yi)
\
" ; i
X
6.4 | $ + + +
y x = b0 + b1x
52A#9 ,-,'#92 -& *21 5-%#.%(1 2%#%-., '(# %&(H' :
8
Pn x = Pn y >
b
n
+
b
>
0
1
i
i
<
i=1
i=1
(6:23)
>
> b0 Pn xi + b1 Pn x2i = Pn xiyi:
:
i=1
i=1
i=1
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,5- '#?2#',+ 3 6,3#-9#%'5%(9 *%%(9 ,,A-'' 5-%#.%# 2%#%-#
#8#,,-- X % Y -*
xy = a0 + a1y
(6:24)
' #E 644-$-#%'( (39#'() a0 - a1 %1*+' -& #<#%-+ ,-,'#9( %95%(1
2%#%-. :
8
Pn y = Pn x >
a
n
+
a
>
0
1
i
i
<
i=1
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(6:25)
Pn
Pn
Pn
>
>
: a0 yi + a1 yi2 = xiyi:
i=1
i=1
i=1
;&2 2.
,5- A-,5 -&9##%-. #5-, ' *5+ 23O#%-+ ,A#' 6,3#-9#%'5%(#
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y1 y2 : : : yl | ,##*-%( -%'#5 -5- &%A#%-+ 3-&% YU
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A,''(U
mij |PA,'', , '.
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P
l
k
mx =P j=1Pmxj U my = i=1 myi.
n = ki=1 lj=1 mij | ?T#9 (?-.
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167
) 6.1 | : X
x1
x2
Y
y1 y2 yj yl mx
m11 m12 m1j m1l mx1
m21 m22 m2j m2l mx2
xi mi1 mi2 xk mk1 mk2 my my1 my2 mij mkj myj mil mxi
mkl mxk
myl n
2,' '#?2#',+ % ,%%-- (?- ?T#9 n "$#%-'" &%A#%-# 9*#5%.
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42%$-- #8#,,-- %&(H' & # ! yx = f (x a b : : : d).
6.4. 4?
! !
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(X Y), +5+H',+ # XY (#5+$-%%(. 99#%')
11 = XY = MZ(X ; mX )(Y ; mY )] =
Z1 Z1
=
(x ; mX )(y ; mY )f (x y) dx dy
(6:26)
;1 ;1
- &#
#
= XY
= MZ(X ; m
X
)(Y ; mY )] :
(6:27)
X Y
X Y
& (:#%-. (6.26) - (6.27) ,5#*2#', A' *5+ %1:*#%-+ XY - %#?1*-9
&%' &% ,3#*#5#%-+ *29#%. ,52A.%. #5-A-%(. ?5<-%,'# ,52A#
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3-9#%+H',+ 'A#A%(# $#%- ^XY - ^ #5-A-% XY - :
& #
n
X
1
(6:28)
^XY = KXY = n (xi ; x)(yi ; y)U
i=1
168
6Y
s
= ;0:9
=0
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
= 0:9
s
s
s
s
-
X
6.5 | ) + (
= ;0 9G 0 0G 0 9G +
1)
& &#
#
^ = r = KXY
=
(6:29)
X Y
X
! X
!;1=2
n
n
n
X
1
1
1
2
2
= n (xi ; x)(yi ; y) n (xi ; x) n (yi ; y)
:
i=1
i=1
i=1
*5%#.<#9 ?2*#' 35#&%. %#,5 -%+ 49 &3-,- 693--A#,8
#5+$-%%8 99#%':
KXY = xy ; x y:
(6:30)
%58-A% 9:% &3-,' *5+ (?A%(1 *-,3#,-. s2x - s2y , A'
n
X
s2x = n1 (xi ; x)2 = x2 ; x2
(6:31a)
i=1
n
X
(6:31b)
s2y = n1 (yi ; y)2 = y2 ; y2:
i=1
2A#'9 6'-1 (:#%-. 352A#9 #O# *%2 49252 *5+ (A-,5#%-+
693--A#,8 644-$-#%' #5+$--:
h
i h 2 2 i !;1=2
K
2
XY
2
:
(6:32)
^ = r = = (xy ; x y) x ; x y ; y
X Y
-,'#9 %95%(1 2%#%-. 6'-1 ?&%A#%-+1 3-%-9#' -* (#8#,,-+
Y % X)
8 b0 + b1x = y
<
(6:33)
: b x2 + b x2 = xy:
1
0
169
6Y
s
= ;0:9
=0
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
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s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
= 0:9
s
s
s
s
-
X
6.6 | ) + (
= ;0 9G 0 0G 0 9G +)
#<+ 6'2 ,-,'#92, %1*-9
(6:34)
b1 = xy2; x 2y = r ssY :
x ;x
X
& ,-,'#9( (6.33) ,5#*2#', A' 3+9+ #8#,,-- Y % X 31*-' A##& 'A2
C = (x y). 5#*'#5%, 2%#%-# 3+9. #8#,,-- Y % X 9:% &3-,' -*#
yx ; y = r ssY (x ; x):
(6:35)
X
,'23+ %58-A%(9 ?&9, 9:% 3&', A' ,-,'#9 %95%(1
2%#%-. #8#,,-- X % Y -9##' -*
8 a0 + a1y = x
<
(6:36)
: a y2 + a y2 = xy:
1
0
#<+ 6'2 ,-,'#92, %1*-9
a0 = x ; b1y
a1 = xy2; y 2x = r ssX :
(6:37)
y ;y
Y
5#*'#5%, 2%#%-# 3+9. #8#,,-- X % Y 9:% &3-,' -*#
xy ; x = r ssX (y ; y):
(6:38)
Y
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q
r2 = a1b1
-5r = a1b1:
b0 = y ; b1x
170
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; tg tg = 1 ; r2 sX sY :
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+ tg
r s2X + s2Y
(A-,5-'#5%.
3'-# 3-%+' 35&',+ 644-$-#%'9 #5+$-p
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171
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n !#
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i=1
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X
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n !1 X
n !#
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Y
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(6:41)
5&#
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(6:42)
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" X
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n
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1
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k
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(6:44a)
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j =1
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3
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n
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j =1
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j
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y = f (x)U
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1.0
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1.0
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(H n = 10G / R##
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n
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2
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n
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;
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174
1.00
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# &%A-9,'- (?A%8 644-$-#%' #5+$-- r, '.#. 3#,
2H #5-A-%2 (?A%8 644-$-#%' #5+$-- ,5#*2#' ,A-'' *,''A%. *5+ ,''-,'-A#,- ?,%%%8 (* %5-A-- #5+$-%%. ,+&- 9#:*2 -,,5#*2#9(9- 3##9#%%(9- X - Y, ,%(#',+ % ,5#*2HO-1 '#1 9'#9'-A#,-1 9*#5+1, '(# +5+H',+ ??O#%-#9 -,1*%(1 3#*3,(5 *29#%.
8#%#5%. ,23%,'- (X Y).
4 1.
-9#%+#',+ *5+ 3#- 8-3'#&( ? ',2','-- #5+$-%%. ,+&9#:*2 -,,5#*2#9(9- 3##9#%%(9-, '.#. *5+ 3#- 8-3'#&( fH0 : = 0g.
,1*%(# 3#*35:#%-+ - 8%-A#%-+ :
) *29#%(. &% ,3#*#5#%-+ -,,5#*2#9(1 3##9#%%(1 (X Y) 8#%#5%. ,23%,'- 3#*358#',+ %95%(9U
175
?) ?T#9 (?- n 9:#' ?(' 5H?(9.
5+ 3#- &%A-9,'- (?A%8 644-$-#%' #5+$-- (A-,5+#',+
,''-,'-
q
(6:47)
t = r (n ; 2)(1 ; r2)
-9#HO+ ,3#*#5#%-# 'H*#%' , = n ; 2 ,'#3#%#. ,?*(.
5+ 3#- %25#. 8-3'#&( fH0 : = 0g %1*+' 3 '?5-$9
,3#*#5#%-+ 'H*#%' 3 4-,-%%92 2%H &%A-9,'- - A-,52
,'#3#%#. ,?*( = n;2 -'-A#,# &%A#%-# t=2 n;2, 2*5#'+HO## 2,5-H
Pr(jtj t=2 n;2 ) = .
,5jtj t=2 n;2
(6:48a)
' %25#2H 8-3'#&2 ? ',2','-- 5-%#.%. &-,-9,'- 9#:*2 3##9#%%(9- X Y ,5#*2#' '#8%2'.
,5- :#
jtj < t=2 n;2 (6:48b)
' %#' ,%%-. '#8' %25#2H 8-3'#&2 %##5-%%,'- 3##9#%%(1 X
- Y.
4 2.
-9#%+#',+ *5+ 3#- 8-3'#&( ,-5# #5+$-%%. ,+&- 9#:*2 3##9#%%(9- X - Y, -%A# 8+, *5+ 3#- %25#. 8-3'#&( '9, A' 644-$-#%' #5+$-- 8#%#5%. ,23%,'- #% %#'92 4-,-%%92
A-,52, '.#. fH0 : = 0g. (,5- 0 = 0, ' 3#+#',+ 8-3'#& %##5-%%,'- 3##9#%%(1 X - Y.)
,1*%(# 3#*35:#%-+ - 8%-A#%-+ :
) *29#%(. &% ,3#*#5#%-+ -,,5#*2#9(1 3##9#%%(1 (X Y) 8#%#5%. ,23%,'- 3#*358#',+ %95%(9U
?) ?T#9 (?- n *,''A% #5- (n 50)U
) (A-,5#%%# &%A#%-# (?A%8 644-$-#%' #5+$-- %##5-
(jj 0 5).
,5- 6'- 3#*35:#%-+ (35%#%(, ' (?A%(. 644-$-#%' #5+$-r -9##' 3-?5-:#%% %95%# ,3#*#5#%-# , 9'#9'-A#,-9 :-*%-#9,
%(9 644-$-#%'2
#5+$-- 8#%#5%. ,23%,'- - *-,3#,-#., %.
p
2
r = (1 ; r ) n. D' %#3,#*,'#%% 9:% &9#'-', %5-&-2+ 84- 35'%,',3#*#5#%-+ (?A%8 644-$-#%' #5+$-- (-,. 6.6). ',H* ,5#*2#', A'
#,5- %25#+ 8-3'#& fH0 : = 0g #%, ' ,''-,'-
(6:49)
u = q r ; 20 p
(1 ; 0)= n
-9##' 3-?5-:#%% %95%# ,3#*#5#%-# , %25#(9 9'#9'-A#,-9 :-*%-#9 - *-,3#,-#., %. #*-%-$#. (?##9 u=2 | -'-A#,# &%A#%-#
,'%*'-&%%. %95%. ,52A.%. #5-A-%(, 2*5#'+HO#. 2,5-H
Pr(juj u=2) = .
176
,5-
juj u=2
(6:50a)
' 8-3'#& fH0 : = 0g '#8#',+.
,5- :#
juj < u=2
(6:50b)
' %#' ,%%-+ '#8' %25#2H 8-3'#&2.
-9#%#%-# 6'. 9*#5- 3&5+#' ':# %1*-' 3-?5-:#%%(# *#-'#5%(# -%'#5( *5+ 644-$-#%' #5+$-- 8#%#5%. ,23%,'- 3 4925#
q
q
p
p
2
2
r ; u=2 (1 ; 0)= n < < r + u=2 (1 ; 0)= n :
(6:51)
,5- :#',+, A' (A-,5#%%(. *#-'#5%(. -%'#5 %# %(#'
&%A#%-# = 0, ' 8-3'#& fH0 : = 0g '#8#',+, 3'-%9 ,52A# *%%(#
6,3#-9#%' %# 3&5+H' '#8%2' %25#2H 8-3'#&2.
4 3.
,1*%(# 3#*35:#%-+ - 8%-A#%-+ :
) *29#%(. &% ,3#*#5#%-+ -,,5#*2#9(1 3##9#%%(1 (X Y) 8#%#5%. ,23%,'- 3#*358#',+ %95%(9U
?) ?T#9 (?- n *,''A% #5- (n 50).
5+ 3#- 8-3'#&( ,-5# #5+$-%%. ,+&- (A-,5+#',+ ,''-,'-
(3#?&%-# J-<#)
1 + r
2z ; 1
1
(6:52)
z = 2 ln 1 ; r ':#: r = thz = ee2z +
1:
:% 3&', A' ,3#*#5#%-# ,''-,'-- z *,''A% 1< 33,-9-2#',+ %95%(9 ,3#*#5#%-#9 , 9'#9'-A#,-9 :-*%-#9
!
1
1
+
0
MZZ ] = 2 ln 1 ; + 2(n;0 1)
(6:53)
0
- %# &-,+O#. ' *-,3#,-#.
DZZ ] = n ;1 3 :
(6:54)
''-,'-
!p
1
+
r
1
+
0
0
u = 1 1513 lg 1 ; r ; 1 1513 lg 1 ; ; 2(n ; 1) n ; 3
(6:55)
0
-9##' ,-93''-A#,- %95%# ,3#*#5#%-# , %25#(9 9'#9'-A#,-9 :-*%-#9 - *-,3#,-#., %. #*-%-$#. # 8-3'#&( fH0 : = 0g 3*-',+
3 '. :# ,1#9#, A' - *#5- 2, '.#. 3 4925# (6.55) (A-,5+#',+ 693--A#,#
&%A#%-# u ,''-,'-- u. 5&2+, '?5-$#. 42%$-- K35,, 3 4-,-%%92 2%H &%A-9,'- %1*+' -'-A#,# &%A#%-# u=2, 2*5#'+HO##
2,5-H Pr(juj u=2) = .
177
,5- (A-,5#%%# &%A#%-# ,''-,'-- 2*5#'+#' %##%,'2
juj u=2
(6:56a)
' 8-3'#&2 fH0 : = 0g ,5#*2#' '#8%2'.
,5- :#
juj < u=2
(6:56b)
' %#' ,%%-+ '#8' %25#2H 8-3'#&2.
2
. *#5 3 +5+#',+ %-?5## ?O#., ' 9:#' 3-9#%+',+ 35H?(1 &%A#%-+1 n, - r. 8* 3#+#',+ %25#+ 8-3'#& fH0 : = 0g, '
$#5#,?&%## -,35&' *#5 1. ,5- :# (A-,5#%%# &%A#%-# (?A%8
644-$-#%' #5+$-- %# +5+#',+ A#% ?5<-9 (jrj < 0 5) - ?T#9 (?*,''A% #5- (n 50), ' ,5#*2#' (?' *#5 2.
6.6. :! $# $ !
? ! & &
,5# %1:*#%-+ 693--A#,8 2%#%-+ #8#,,-- Y % X
yx = b0 + b1x
3*,A-'(H' ,#*%HH *'-A%2H <-?2 se sy:x, 1'#-&2HO2H ,'#3#%
,,#-%-+ 6,3#-9#%'5%(1 'A# 28 5-%-- #8#,,--, '.#. ,'#3#% ,,#-%-+ &-,-9. 3##9#%%. Y, A-O#%%. ' 5-+%-+ 3##9#%%. X :
!1=2
n
X
1
2
se sy:x = n ; 2 (yi ; yx)
:
(6:57)
i=1
#*%-# *'-A%(# <-?- b0 - b1 3#*#5#%-+ 644-$-#%' b0 - b1
3#*#5+H',+ (:#%-+90
"X
#;1 1
n
1
2 @ + x2
2 A
(
x
(6:58a)
b20 = y:x
i ; x)
n
b21
=
2
y:x
"X
n
i=1
i=1
(xi
; x)2
#;1
:
(6:58b)
2 #E %#,9#O#%%. $#%.
9#%++ 6'-1 49251 %#-&#,'%2H *-,3#,-H y:x
3,5# 3#?&%-. 352A-9 693--A#,-# *-,3#,-- 644-$-#%' 0 - 1
5-%#.%8 2%#%-+ #8#,,-- se sy:x
2 n
3
X
X
n ! X
n !2 ;1
b20 = s2y:x x2i 4n x2i ;
(6:59)
xi 5 s2y:x,
i=1
i=1
178
i=1
2 n
3
X
n !2 ;1
X
b21 = ns2y:x 4n x2i ;
xi 5 :
i=1
(6:60)
i=1
*'%(. #% -& 6'-1 &%A#%-. %&(#',+ 3 %1
#
b0 b1. #*%++ *'-A%+ <-? 2&(#',
%,5 ,#*%#9 $#%- 644-$-#%' b0 - b1 '5-AH',+ ' 9*#5%(1
644-$-#%' #8#,,-- 0 - 1.
#'*( #8#,,-%%8 %5-& &(H',+ ,*#:'#5%(9- - #'%(95-< 3- ,?5H*#%-- %#'(1 '#?%-., 3#*T+5+#9(1 2,5-+9 ,?
,''-,'-A#,8 9'#-5 6,3#-9#%'#.
,5- 8-3'#& %95%9 &%# ,3#*#5#%-+ ,-,'#9( ,52A.%(1 #5-A-%
(X Y) ,3#*5-, ' :
) 9'#9'-A#,# :-*%-# MZYjX = x] = 0 + 1xU
?) 2,5%+ *-,3#,-+ DZYjX = x] 3,'+%% *5+ ,#1 &%A#%-. x - %
2
y:x = y2(1 ; 2)U
) ,3#*#5#%-# fY (yjx) %95%#U
8) %?5H*#%-+ f(xi yi)g, (i = 1 2 : : : n) %#&-,-9(.
,5- &(#',+ &9:%(9 3-%+', A' %95%+ 9*#5 +* %?5H*#%-. f(xi yi)g 1< ':#' &%9#%,'- -,,5#*2#9. *29#%. #5-A-%(
(X Y), '.#. 3##A-,5#%%(# '#?%-+ ) | 8) (35%+H',+, ' 6'9 ,52A# $#%644-$-#%' #8#,,-- b0 - b1 3'-A#,-1 ,A#'1 3-,(H' (3-?5-:#%%) %95% ,3#*#5#%%(9- ,52A.%(9- #5-A-%9- , 9'#9'-A#,-9- :-2 -&#,'%, ' ,''-,'-*%-+9- 0, 1 - *-,3#,-+9- b20 , b21 . 8* #,5- y:x
2
2
u0 = (b0 ; 0)=
y:x - u1 = (b1 ; 1)=
y:x ,3#*#5#%( 3 %95%92 &%2 , %25#(9 9'#9'-A#,-9 :-*%-#9 - *-,3#,-#., %. #*-%-$#.
''-,'-- uj , j = 0 1, 9:% 3-9#%+' *5+ 3,'#%-+ -%'#5%(1
$#% 644-$-#%'. 6'9 ,52A# -,9(# *#-'#5%(# -%'#5( *5+
644-$-#%' -,'-%%8 2%#%-+ #8#,,-- ?2*2' %1*-',+ 3 &*%%.
*#-'#5%. #+'%,'- p = 1 ; 3 4925#
!
b
j ; j
j = 0 1
(6:61)
Pr ;u=2 < pc < u=2 = 1 ; y:x jj
8*# u=2 | %'-5 %95%8 ,3#*#5#%-+ N (0U 1)U
Pn x2
i
n
c00 = Pn i=1 Pn 2 c11 = Pn
Pn 2 :
2
2
n xi ; xi
n xi ; xi
i=1
i=1
i=1
(6:62)
i=1
#?&2+ (:#%-# (6.61), 352A-9 (j = 0, 1)
Pr bj ; u=2
y:xpcjj < j < bj + u=2
y:xpcjj = 1 ; :
(6:63)
- 3#*#%-- 6,3#-9#%'5%(1 ?' #5-A-% y:x %#-&#,'%. #*35:-9, A' , 39OH 9#'* %-9#%<-1 *' ?(5 %.*#% %#,9#O#%%+
179
$#% ^y:x #5-A-%( y:x 3 4925#
^y:x = sy:x
n
X
1
= n ; 2 (yi ; b0 ; b1x)2:
i=1
(6:64)
8* ,''-,'- (j = 0 1)
t = bj s; j = sbj ;pc j
(6:65)
bj
y:x jj
-9##' ,3#*#5#%-# 'H*#%' , = n ; 2 ,'#3#%+9- ,?*(, '2H 9:%
-,35&' *5+ 3,'#%-+ -%'#5%(1 $#% 644-$-#%' 5-%#.%8 2%#%-+ #8#,,--.
,,9'-9 100(1 ; ) %{. *#-'#5%(. -%'#5 *5+ 644-$-#%' 0 1. 5+ #8 3,'#%-+ 3 '?5-$9 t-,3#*#5#%-+ 'H*#%' 3 A-,52 ,'#3#%#.
,?*( = n ; 2 - *#-'#5%. #+'%,'- p = 1 ; %1*-9 &%A#%-# t=2 n;2,
2*5#'+HO## 2,5-H
Pr jtj < t=2 n;2 = 1 ; :
(6:66)
,5# 3,'(1 3#?&%-. 352A-9
!
b
0 ; 0
(6:67)
Pr ;t=2 n;2 < s pc < t=2 n;2 = 1 ; y:x 00
!
b
1 ; 1
Pr ;t=2 n;2 < s pc < t=2 n;2 = 1 ; :
(6:68)
y:x 11
#&25''# 3#?&%-+ ?-1 %##%,' 285(1 ,?1 %.*#9 *5+
100(1 ; ) %{8 *#-'#5%8 -%'#5 *5+ 644-$-#%' 5-%#.%. #8#,,-- 0
- 1 :
b0 ; t=2 n;2 sy:xpc00 < 0 < b0 + t=2 n;2sy:x pc00 (6:69)
(6:70)
b1 ; t=2 n;2 sy:xpc11 < 1 < b1 + t=2 n;2sy:x pc11 :
.*#%%(9- (:#%-+9- A,' 35&2H',+ 3- ,,9'#%-- &*A 38%&-%-+ #9#%%(1 &-,-9,'#. (9#,'# , 3#*T+5#%-#9 $#%- 38%&%(1 38#<%,'#.).
6.7. > & # 3$#,,# (35%#%-+ 3'-A#,-1 ?' - #<#%-+ &*A 5-%#.%8
#8#,,-%%8 %5-& 9#:*2 *29+ 3##9#%%(9- ,5#*2#' 39%-' ,'#','-9#:*2 1'#-,'-9-, '(# '%,+',+ '##'--#+'%,'%(9 9*#5+9
- '#AHO-9 -9 ,''-,'-A#,-9 #5-A-%9, -1 (?A%(9 %589.
??'(+ ,''-,'-A#,-# *%%(#, %#?1*-9 -9#' -*2 ,'#','-#
9#:*2 1'#-,'-9- 8#%#5%. ,23%,'- - (?A%. ,23%,'-.
180
,%%(# -& 2&%%(1 #5-A-% 3-#*#%( '?5-$#-,*#.
7#%#5%+ ,23%,'
RR
MZX] = mX = xf (x y) dx dy =
= R xf (x) dx
RR
MZY] = mY = yf (x y) dx dy =
R
= yf (y) dy
RR
X2 = (x ; mX )2f (x y) dx dy =
= R (x ; m )2f (x) dx
(?A%+ ,23%,'
x =
1 P
n i xi
y =
1 P
n j yj
s2X =
X
Y2 =
R R (y ; m )2f (x y) dx dy =
Y
R
= (y ; m )2f (y) dy
Y
XY =
= R R xyf (x y) dx dy ; MZX]MZY]
=
XY
X Y
s2Y =
1 P
2
n i (xi ; x)
= x2 ; x2
1 P
2
n j (yj ; y)
= y 2 ; y2
=
=
KXY =
= n1 P P (xi ; x) (yj ; y)
i j
r =
KXY
sX sY
*#5%# 2%#%-#
#8#,,-- Y % X
MZYjX = x] = mY + XY (x ; mX )
D93--A#,# 2%#%-#
#8#,,-- Y % X
yx = y + r ssXY (x ; x)
*#5%# 2%#%-#
#8#,,-- X % Y
MZXjY = y] = mX + XY (y ; mY )
D93--A#,# 2%#%-#
#8#,,-- X % Y
xy = x + r ssYX (y ; y)
' 1
'?5-$# 3-#*#%( #&25''( n = 11 -&9##%-. &%A#%-. xi %9-%5 *5-%
9*#5#. (3-&% X) - <--% 9*#5#. yi (3-&% Y) :
181
i
1
2
3
4
5
6
xi, 0,90 1,22 1,32 0,77 1,30 1,20
yi, {0,30 0,10 0,70 {0,28 {0,25 0,02
i
7
8
9
10
11
xi, 1,32 0,95 1,45 1,30 1,20
yi, 0,37 {0,70 0,55 0,35 0,32
5+ 6'-1 *%%(1 3#*358#',+, A' 9#:*2 3-&%9- X - Y ,2O#,'2#'
5-%#.%+ #8#,,-%%+ &-,-9,' MZYjX = x] = 0 + 1x.
#?2#',+ :
1) $#%-' 39#'( 0 - 1 9*#5%8 2%#%-+ #8#,,-- 9#'*9
%-9#%<-1 *'U
2) %.'- ,#*%-# *'-A#,-# <-?- 644-$-#%' %.*#%%8 693--A#,8 2%#%-+ #8#,,--U
3) 3,'-' 95%{# *#-'#5%(# -%'#5( *5+ 644-$-#%' 5-%#.%8
2%#%-+ #8#,,-- 0 - 1U
4) 35&2+, 693--A#,-9 2%#%-#9 #8#,,--, %.'- 'A#A%2H $#%2
'5%#%-+ ' %9-%5%8 &9# *5-%( 9*#5-, #,5- <--% 9*#5- '5%+#',+
' %9-%5%8 &9# % #5-A-%2 x = 1 1 U
5) (A-,5-' 644-$-#%' #5+$-- - 644-$-#%' *#'#9-%$--. ?T+,%-' ,9(,5 644-$-#%' *#'#9-%$--.
()
1. %A5 (A-,5-9 ,398'#5%(# ,299(.
,5#*'#5% %1*-9 :
n
X
xi = 12 93U
n
X
i=1
i=1
xiyi = 1 7193U
n
X
i=1
n
X
i=1
yi = 0 88U
x2i = 15 6411U
n
X
i=1
yi2 = 1 8856:
.*#9 (?A%(# ,#*%-# :
1 12 93 = 1 175U
1 0 88 = 0 08:
x = 11
y = 11
.*#9 $#%- b0 - b1 644-$-#%' -,'-%%8 2%#%-+ #8#,,-- 3
49259 U
Pn x y ) ; (Pn x ) (Pn y ) 11 1 7193 ; 12 93 0 88
n
(
i=1 i i
i=1 i
i=1 i =
b1 =
P
P
n
n
2
11 15 6411 ; 12 932 = 1 5479U
n ( i=1 xi ) ; ( i=1 xi)2
b0 = y ; b1x = 0 08 ; 1 5479 1 175 = ;1 7394:
5#*'#5%, 693--A#,# 2%#%-# #8#,,-- -9##' ,5#*2HO-. -* :
yx = ;1 7394 + 1 5479x:
74- 3,'#%%8 693--A#,8 2%#%-+ 5-%#.%. #8#,,-- 3-#*#%
% -,. 6.11.
182
1
0.8 y
0.6
0.4
0.2
0
-0.2
s
-0.4
-0.6
-0.8
-1
0 0.2 0.4 0.6 0.8
s
s
s
ss
s
s
s
s
s
x
1
1.2 1.4 1.6 1.8
2
6.11 | >+ R/ G R
+ y x = ;1 7394 + 1 5479x
2. 5+ %1:*#%-+ ,#*%-1 *'-A#,-1 <-? b - b , 1'#-&2H0
1
O-1 'A%,' %.*#%%(1 644-$-#%' b0 - b1 693--A#,8 2%#%-+ #8#,,--,
(A-,5-9 %A5# ,#*%HH *'-A#,2H <-?2, 1'#-&2HO2H ,,#-%-#
693--A#,-1 'A# 28 5-%-- #8#,,--. 5+ 6'8 3-&#*#9 $#%2 &%A#%-.
&-,-9. 3##9#%%. 3 4925# yx = ;1 7394 + 1 5479xi - (A-,5-9 '5%#%-+
ei = yx + 1 7394 ; 1 5479xi . #&25''# %.*#9 P11
i=1 ei = 0 7561.
3#*#5-9 %#,9#O#%%2H $#%2 *-,3#,-- &-,-9. 3##9#%%. Y, A-O#%%. ' 5-+%-+ 3##9#%%. X, 3 4925#
n
1 X
0 7561 = 0 08401:
2 = s2 =
2
^y:x
(
y
+
1
7394
;
1
5479
x
i) =
y:x
x
n ; 2 i=1
9
(A-,5-9 693--A#,-# *-,3#,-- 'A#A%(1 $#% 644-$-#%' #8#,,-- :
2 n
3
X
X
n ! X
n !2 ;1
s2b0 = s2y:x x2i 4n x2i ;
xi 5 =
i=1
i=1
i=1
6411 0 0841 = 0 2689U
= 11 15
15 6411 ; 12 932
3
2 n
X
n !2 ;1
2 X
2
2
xi 5 =
sb1 = nsy:x 4n xi ;
i=1
i=1
0 0841
= 11 1511 6411
; 12 932 = 0 1899:
5#*'#5%, sb0 = 0 520U sb1 = 0 436.
183
3. 5+ 3,'#%-+ 95%{1 *#-'#5%(1 -%'#5 *5+ 644-$-#%'
5-%#.%8 2%#%-+ #8#,,-- 0 - 1 3 '?5-$9 t-,3#*#5#%-+ 'H*#%' 3
A-,52 ,'#3#%#. ,?*( = n ; 2 = 9 - *#-'#5%. #+'%,'- p = 1 ; = 0 95
%1*-9 -'-A#,# &%A#%-# ,''-,'-- (%'-5) t=2 n;2 = t00259 = 2 262.
,35&2+ 49252
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1 2
1
2
1 exp ; 1 x2 + 2 xy + y2 2p
(1)
11
20
2D 02
G
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2 :
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x = n xi
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i=1
n
n
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1
1
2
2
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(2c)
i=1
i=1
n
n
X
X
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(2d)
i=1
i=1
n
n
X
X
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1 2
196
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t11, t02 :
h
i
Q(t1 t2 t20 t11 t02) = M ei(t1x+t2 y+t20 m20 +t11 m11+t02 m02 ) =
Z Z
= (2)n1Dn=2 : : : e" dx1 : : : dxn dy1 : : :dyn (3)
8*#
n X
02x2i ; 211xiyi + 20yi2 +
^ = ; 21D
i=1
+i(t1x + t2y + t20m20 + t11m11 + t02m02)
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i=1
n
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ii
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i=1
n
X
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n
2D
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n
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1
2
2
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8*#
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n11)=2D (n20)=2D
(n )=2m ; it
11)=2D ; it11=2 :
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n20)=2D ; it02
11
11
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197
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fn (x11 x12 x22) = C2n a11a22 ; a212
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n;3
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; 2 ; 2
, &9#%. x11, x12, x22 % m20, m11, m02.
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n;1
2 (n;4)=2
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(6)
n
exp ; 2M (02m20 ; 211m11 + 20m02)
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p
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pm m f (m rpm m m ) =
20 02 n 20
20 02 02
(7)
n;1
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exp ; 2nD (02m20 ; 211rpm20m02 + 20m02) 8*# m20 > 0, m02 > 0, r2 < 1.
R,'%+ 35'%,' ,3#*#5#%-+ #+'%,'- *5+ r 352A-',+ -%'#8-%-#9 ,9#,'%. 35'%,'- ,3#*#5#%-+ #+'%,'-3 m20 -pm02 3#*#51
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(8)
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1
n;3
X
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n
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n
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(
n
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12. 4925-2.'# ,%%(# -,1*%(# 3#*35:#%-+, 5#:O-# ?,%%-5-%#.%. 9*#5- #8#,,--.
13. . -* -9##' 84- 693--A#,. 42%$-+ #8#,,--, #,5- -&#,'%,
A' ,52A.%+ (? -&5#A#% -& 8#%#5%. %95%. ,23%,'-?
14. 3-<-'# ,-,'#92 2%#%-. *5+ 3#*#5#%-+ 644-$-#%' b0 - b1
5-%#.%8 2%#%-+ #8#,,-- Y % X -* yx = b0 + b1x 3 9#'*2 %-9#%<-1
*'.
15. 3-<-'# ,-,'#92 2%#%-. *5+ 3#*#5#%-+ 644-$-#%' a0 - a1
5-%#.%8 2%#%-+ #8#,,-- X % Y -* xy = a0 + a1y 3 9#'*2 %-9#%<-1
*'.
16. A#9 ,,'-' ,.,' 9-%-95%,'- 9*#5%(1 42%$-. #8#,,--?
17. 3,''# * 2%#%-+ 5-%#.%. #8#,,--: Y % X - X % Y. +,%-'#
,+& 9#:*2 644-$-#%'9- a0, a1 - b0, b1.
203
#$
.1. !
%,'+O#9 3-5:#%-- 3,?-H 3-#*#%( '?5-$( #5-A-%, A,'
-,35&2#9(1 3- #<#%-- &*A 9'#9'-A#,. ,''-,'-- :
1. 95%+ 42%$-+ 72,, exp(;x2), 3-&*%+ %95%. 35'%,'42%$-+ <-? erf(x) - *35%-'#5%+ 42%$-+ <-?
erfc(x)U
2. J2%$-+ K35, a(x) - 42%$-- da(x)=dx, 2a(x), 1 ; 2a(x)U
3. %'-5- u %95%8 ,3#*#5#%-+ 72,,, '#AHO-# #%,'2
= 1 ; a(u)U
4. 7%-$( 1 - 2 *#-'#5%8 -%'#5 *5+ %95%. ,52A.%.
#5-A-%(: p = Pr (1s < < 2s) = 1 ; U
2
2
5. %'-5 2 2 ,3#*#5#%-+ , ,'#3#%+9- ,?*(, '#AHO-#
#%,'2 Pr > = U
2
2
6. ,'%%-# %'-5 2 2 1; ,3#*#5#%-+ , ,'#3#%+9- ,?*(,
'#AHO-# #%,'2 Pr > 1; = 1 ; U
7. %'-5- t ,3#*#5#%-+ 'H*#%' , ,'#3#%+9- ,?*(,
3#*#5+#9(# #+'%,'H Pr (jtj > t ) = (*2,'%%++ -'-A#,+ ?5,')U
8. K#,'%%-# %'-5- ,3#*#5#%-+ 'H*#%' tp(k), , k ,'#3#%+9,?*(, '#AHO-# #%,'2 Pr (t < tp(k)) = pU
9. %'-5- ,3#*#5#%-+ F k1 k2 J-<#-%#*# , A-,59- ,'#3#%#.
,?*( k1 - k2U
10. #*#5%# ,3#*#5#%-# 598 K ()U
11. %'-5- ,3#*#5#%-+ 598: Pr ( ) = U
12. %'-5- r A-,5 &%: Pr (r r) = .
(2);1=2 exp(;x2=2),
204
exp(;x ),
(2) = exp(;x =2),
!" erf(x) # !" erfc(x)
1.
2
;1 2
x exp(;x2) (2);1=2 exp(;x2=2)
0,00 1,00000
0,39894
0,10 0,99005
0,39705
0,20 0,96079
0,39104
0,30 0,91393
0,38149
0,40 0,85214
0,36837
0,50 0,77880
0,35217
0,60 0,69768
0,33322
0,70 0,61263
0,31235
0,80 0,52729
0,28979
0,90 0,44486
0,26619
1,00 0,36788
0,24207
1,10 0,29820
0,21795
1,20 0,23693
0,19429
1,30 0,18452
0,17147
1,40 0,14086
0,14973
1,50 0,10540
0,12952
1,60 0,07730
0,11092
1,70 0,05558
0,09405
1,80 0,03916
0,07905
1,90 0,02705
0,06562
2,00 0,01832
0,05409
2,10 0,01216
0,04408
2,20 0,00791
0,03557
2,30 0,00504
0,02833
2,40 0,00315
0,02249
2,50 0,00193
0,01753
*#,
Zx
2
erf(x) = p exp(;t2) dt
0
205
erf(x)
0,00000
0,11246
0,22270
0,32863
0,42839
0,52050
0,60386
0,67780
0,74210
0,79691
0,84270
0,88021
0,91031
0,93401
0,95229
0,96611
0,97635
0,98379
0,98909
0,99279
0,99532
0,99702
0,99814
0,99886
0,99931
0,99959
erfc(x)
1,00000
0,88754
0,77730
0,67137
0,57161
0,47950
0,39614
0,32220
0,25790
0,20309
0,15730
0,11979
0,08969
0,06599
0,04771
0,03389
0,02365
0,01621
0,01091
0,00721
0,00468
0,00298
0,00186
0,00114
0,00069
0,00041
erfc(x) = 1 ; erf(x):
2
$ %(x) &# # 2.
x
0,0
0,1
0,2
0,3
0,4
0,5
0,6
0,7
0,8
0,9
1,0
1,1
1,2
1,3
1,4
1,5
1,6
1,7
1,8
1,9
2,0
2,1
2,2
2,3
2,4
2,5
*#,
da(x)=dx
0,3989
0,3950
0,3833
0,3646
0,3400
0,3107
0,2783
0,2444
0,2104
0,1775
0,1468
0,1190
0,0945
0,0736
0,0562
0,0420
0,0308
0,0222
0,0156
0,0108
0,0073
0,0048
0,0032
0,0020
0,0013
0,0008
a(x)
0,0000
0,0398
0,0793
0,1179
0,1554
0,1915
0,2257
0,2580
0,2881
0,3159
0,3413
0,3643
0,3849
0,4032
0,4192
0,4332
0,4452
0,4554
0,4641
0,4713
0,4772
0,4821
0,4861
0,4893
0,4918
0,4938
2 a(x)
0,0000
0,0797
0,1585
0,2358
0,3108
0,3829
0,4515
0,5161
0,5763
0,6319
0,6827
0,7287
0,7699
0,8064
0,8385
0,8664
0,8904
0,9109
0,9281
0,9426
0,9545
0,9643
0,9722
0,9786
0,9836
0,9876
1 ; 2 a(x)
1,0000
0,9203
0,8415
0,7642
0,6892
0,6171
0,5485
0,4839
0,4237
0,3681
0,3173
0,2713
0,2301
0,1936
0,1615
0,1336
0,1096
0,0891
0,0719
0,0574
0,0455
0,0357
0,0278
0,0214
0,0164
0,0124
Zx
1
exp(;t2=2) dt:
a(x) = p
2 0
p
p
a(x) = 21 erf(x= 2)
erf(x) = 2 a( 2 x):
206
3.
' u ( ###
- *%%9 2%# &%A-9,'- 3,'%%-. %'-5 u 3#*#5+#',+
#%,'9 :
Z1 1
= p u exp ; t2=2 dt = 21 ; a(u) :
2 #% &%A-9,'- 0,0001
0,005
0,010
0,015
0,020
0,025
0,030
0,035
0,040
0,045
0,050
%'-5 u
3,0902
2,5758
2,3263
2,1701
2,0537
1,9600
1,8808
1,8119
1,7507
1,6954
1,6449
- A-,5#%%9 %1:*#%-- &%A#%-. 42%$-- K35, a(x) - 3,'%%#8
%'-5+ u 9:% ':# 35&',+ ,5#*2HO-9- 3-?5-:#%%(9- (:#%-+9- :
Z1 2
p
qx = 2Z1 ; a(x)] =
exp ;t2=2 dt =
2 x
!
(83
x
+
35)
x
+
562
= exp ; 165 + 703=x
0 < x 5 5U
"
#;1=2
((4
y
+
100)
y
+
205)
y
x = ((2y + 50)y + 192)y + 13
2 10;7 qx 1
8*# y = ; ln qx.
207
)*# #+# (&
##( #, #,-.# #
p = Pr ( s < < s) = 1 ; 4.
1
2
1
s
2
4
1
= n ; 1 (xi ;
i
n
X
=1
3=
x) 5 1 2
2
x
2
n
= n1 X xi
i=1
C
p = 1 ; = 0 99 p = 1 ; = 0 95 p = 1 ; = 0 90
1
2
1
2
1
2
1
0,356
159
0,446
31,9
0,510
15,9
2
0,434
14,1
0,521
6,28
0,578
4,40
3
0,483
6,47
0,566
3,73
0,620
2,92
4
0,519
4,39
0,599
2,87
0,649
2,37
5
0,546
3,48
0,624
2,45
0,672 2,090
6
0,569
2,98
0,644 2,202 0,690 1,916
7
0,588
2,66
0,661 2,035 0,705 1,797
8
0,604 2,440 0,675 1,916 0,718 1,711
9
0,618 2,277 0,688 1,826 0,729 1,645
10
0,630 2,154 0,699 1,755 0,739 1,593
11
0,641 2,056 0,708 1,698 0,748 1,550
12
0,651 1,976 0,717 1,651 0,755 1,515
13
0,660 1,910 0,725 1,611 0,762 1,485
14
0,669 1,854 0,732 1,577 0,769 1,460
15
0,676 1,806 0,739 1,548 0,775 1,437
16
0,683 1,764 0,745 1,522 0,780 1,418
17
0,690 1,727 0,750 1,499 0,785 1,400
18
0,696 1,695 0,756 1,479 0,790 1,385
19
0,702 1,666 0,760 1,460 0,794 1,370
20
0,707 1,640 0,765 1,444 0,798 1,358
21
0,712 1,617 0,769 1,429 0,802 1,346
22
0,717 1,595 0,773 1,416 0,805 1,335
23
0,722 1,576 0,777 1,402 0,809 1,326
24
0,726 1,558 0,781 1,391 0,812 1,316
25
0,730 1,541 0,784 1,380 0,815 1,308
26
0,734 1,526 0,788 1,371 0,818 1,300
27
0,737 1,512 0,791 1,361 0,820 1,293
28
0,741 1,499 0,794 1,352 0,823 1,286
29
0,744 1,487 0,796 1,344 0,825 1,279
30
0,748 1,475 0,799 1,337 0,828 1,274
208
5.
',## , ###
,
#,-.# #
Pr > = 2
2
2
R-,5
,'#3#%#.
,?*( 1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
0,01
6,6
9,2
11,3
13,3
15,1
16,8
18,5
20,1
21,7
23,2
24,7
26,2
27,7
29,1
30,6
32,0
33,4
34,8
36,2
37,6
38,9
40,3
41,6
43,0
44,3
45,6
47,0
48,3
49,6
50,9
#% &%A-9,'- (*2,'%%++ -'-A#,+ ?5,')
0,025 0,05 0,95 0,975 0,99
5,0
3,8 0,0039 0,001 0,00016
7,4
6,0 0,103 0,051 0,020
9,4
7,8 0,352 0,216 0,115
11,1
9,5 0,711 0,484 0,297
12,8 11,1 1,15 0,831 0,554
14,4 12,6 1,64 1,24 0,872
16,0 14,1 2,17 1,69
1,24
17,5 15,5 2,73 2,18
1,65
19,0 16,9 3,33 2,70
2,09
20,5 18,3 3,94 3,25
2,56
21,9 19,7 4,57 3,82
3,05
23,3 21,0 5,23 4,40
3,57
24,7 22,4 5,89 5,01
4,11
26,1 23,7 6,57 5,63
4,66
27,5 25,0 7,26 6,26
5,23
28,8 26,3 7,96 6,91
5,81
30,2 27,6 8,67 7,56
6,41
31,5 28,9 9,39 8,23
7,01
32,9 30,1 10,1 8,91
7,63
34,2 31,4 10,9 9,59
8,26
35,5 32,7 11,6 10,3
8,90
36,8 33,9 12,3 11,0
9,54
38,1 35,2 13,1 11,7
10,2
39,4 36,4 13,8 12,4
10,9
40,6 37,7 14,6 13,1
11,5
41,9 38,9 15,4 13,8
12,2
43,2 40,1 16,2 14,6
12,9
44,5 41,3 16,9 15,3
13,6
45,7 42,6 17,7 16,0
14,3
47,0 43,8 18,5 16,8
15,0
209
2
0# ## "&,
#,-.# #
Pr > = 1 ; 6.
2
1;
2
2
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
0,70
1,07
2,41
3,67
4,88
6,06
7,23
8,38
9,52
10,7
11,8
12,9
14,0
15,1
16,2
17,3
18,4
19,5
20,6
21,7
22,8
23,9
24,9
26,0
27,1
28,2
29,2
30,3
31,4
32,5
33,5
0,80
1,64
3,22
4,64
5,99
7,29
8,56
9,80
11,0
12,2
13,4
14,6
15,8
17,0
18,2
19,3
20,5
21,6
22,8
23,9
25,0
26,9
27,3
28,4
29,6
30,7
31,8
32,9
34,0
35,1
36,3
0,90
2,71
4,61
6,25
7,78
9,24
10,6
12,0
13,4
14,7
16,0
17,3
18,5
19,8
21,1
22,3
23,5
24,8
26,0
27,2
28,4
29,6
30,8
32,0
33,2
34,4
35,6
36,7
37,9
39,1
40,3
2
1;
1;
0,95 0,975 0,990 0,995 0,999
3,84 5,02 6,63 7,88 10,8
5,99 7,38 9,21 10,6 13,8
7,81 9,35 11,3 12,8 16,3
9,49 11,1 13,3 14,9 18,5
11,1 12,8 15,1 16,7 20,5
12,6 14,4 16,8 18,5 22,5
14,1 16,0 18,5 20,3 24,3
15,5 17,5 20,1 22,0 26,1
16,9 19,0 21,7 23,6 27,9
18,3 20,5 23,2 25,2 29,6
19,7 21,9 24,7 26,8 31,3
21,0 23,3 26,2 28,3 32,9
22,4 24,7 27,7 29,8 34,5
23,7 26,1 29,1 31,3 36,1
25,0 27,5 30,6 32,8 37,7
26,3 28,8 32,0 34,3 39,3
27,6 30,2 33,4 35,7 40,8
28,9 31,5 34,8 37,2 42,3
30,1 32,9 36,2 38,6 43,8
31,4 34,2 37,6 40,0 45,3
32,7 35,5 38,9 41,4 46,8
33,9 36,8 40,3 42,8 48,3
35,2 38,1 41,6 44,2 49,7
36,4 39,4 43,0 45,6 51,2
37,7 40,6 44,3 46,9 52,6
38,9 41,9 45,6 48,3 54,1
40,1 43,2 47,0 49,6 55,5
41,3 44,5 48,3 51,0 56,9
42,6 45,7 49,6 52,3 58,3
43,8 47,0 50,9 53,7 59,7
210
7.
' t ### 1-# ##
"&, ###&# #- Pr (jtj > t ) = (
,# ")
R-,5 ,'#3#%#.
,?*( 2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
40
1
0,01
2,92
2,35
2,13
2,01
1,94
1,89
1,86
1,83
1,81
1,80
1,78
1,77
1,76
1,75
1,75
1,74
1,73
1,73
1,73
1,72
1,72
1,71
1,71
1,71
1,71
1,71
1,70
1,70
1,70
1,68
1,64
#% &%A-9,'- 0,025 0,05 0,95 0,975
4,30 6,97 9,92 22,33
3,18 4,54 5,84 10,22
2,78 3,75 4,60 7,17
2,57 3,37 4,03 5,89
2,45 3,14 3,71 5,21
2,36 3,00 3,50 4,79
2,31 2,90 3,36 4,50
2,26 2,82 3,25 4,30
2,23 2,76 3,17 4,14
2,20 2,72 3,11 4,03
2,18 2,68 3,05 3,93
2,16 2,65 3,01 3,85
2,14 2,62 2,98 3,79
2,13 2,60 2,95 3,73
2,12 2,58 2,92 3,69
2,11 2,57 2,90 3,65
2,10 2,55 2,88 3,61
2,09 2,54 2,86 3,58
2,09 2,53 2,85 3,55
2,08 2,52 2,83 3,53
2,07 2,51 2,82 3,51
2,07 2,50 2,81 3,49
2,06 2,49 2,80 3,47
2,06 2,49 2,79 3,45
2,06 2,48 2,78 3,44
2,05 2,47 2,77 3,42
2,05 2,46 2,76 3,40
2,05 2,46 2,76 3,40
2,04 2,46 2,75 3,39
2,02 2,42 2,70 3,31
1,96 2,33 2,58 3,09
211
0,99
31,60
12,90
8,61
6,86
5,96
5,40
5,04
4,78
4,59
4,44
4,32
4,22
4,14
4,07
4,01
3,96
3,92
3,88
3,85
3,82
3,79
3,77
3,74
3,72
3,71
3,69
3,66
3,66
3,65
3,55
3,29
$## ### 1-# tp(k) k ## "&,
#,-.# #
Pr (t < tp(k)) = p
8.
k
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
40
60
120
1
0,750
1,000
0,816
0,765
0,741
0,727
0,718
0,711
0,706
0,703
0,700
0,697
0,695
0,694
0,692
0,691
0,690
0,689
0,688
0,688
0,687
0,686
0,686
0,685
0,685
0,684
0,684
0,684
0,683
0,683
0,683
0,681
0,679
0,677
0,674
0,900
3,078
1,886
1,638
1,533
1,476
1,440
1,415
1,397
1,383
1,372
1,363
1,356
1,350
1,345
1,341
1,337
1,333
1,330
1,328
1,325
1,323
1,321
1,319
1,318
1,316
1,315
1,314
1,313
1,311
1,310
1,303
1,296
1,289
1,282
0,950
6,314
2,920
2,353
2,132
2,015
1,943
1,895
1,860
1,833
1,812
1,796
1,782
1,771
1,761
1,753
1,746
1,740
1,734
1,729
1,725
1,721
1,717
1,714
1,711
1,708
1,706
1,703
1,701
1,699
1,697
1,684
1,671
1,658
1,645
p
0,975 0,990 0,995
12,706 31,821 63,657
4,303 6,965 9,925
3,182 4,541 5,841
2,776 3,747 4,604
2,571 3,365 4,032
2,447 3,143 3,707
2,365 2,998 3,499
2,306 2,896 3,355
2,262 2,821 3,250
2,228 2,764 3,169
2,201 2,718 3,106
2,179 2,681 3,055
2,160 2,650 3,012
2,145 2,624 2,977
2,131 2,602 2,947
2,120 2,583 2,921
2,110 2,567 2,898
2,101 2,552 2,878
2,093 2,539 2,861
2,086 2,528 2,845
2,080 2,518 2,831
2,074 2,508 2,819
2,069 2,500 2,807
2,064 2,492 2,797
2,060 2,485 2,787
2,056 2,479 2,779
2,052 2,473 2,771
2,048 2,467 2,763
2,045 2,462 2,756
2,042 2,457 2,750
2,021 2,423 2,704
2,000 2,390 2,660
1,980 2,358 2,617
1,960 2,326 2,576
212
0,999
318
22,3
10,2
7,173
5,893
5,208
4,785
4,501
4,297
4,144
4,025
3,930
3,852
3,787
3,733
3,686
3,646
3,610
3,579
3,552
3,527
3,505
3,485
3,467
3,450
3,435
3,421
3,408
3,390
3,385
3,307
3,232
3,160
3,090
9.
' ### F k k !#-1##U
k | , ### "& "!# #U
k | , ### "& #!# #
1
2
1
2
= 0,05
k1
k2
1
2
3
4
5
161 200 216 225 230
18,51 19,00 19,16 19,25 19,30
10,13 9,55 9,28 9,12 9,01
7,71 6,94 6,59 6,39 6,26
6,61 5,79 5,41 5,19 5,05
5,99 5,14 4,76 4,53 4,39
5,59 4,74 4,35 4,12 3,97
5,32 4,46 4,07 3,84 3,69
5,12 4,26 3,86 3,63 3,48
4,96 4,10 3,71 3,48 3,33
4,84 3,98 3,59 3,36 3,20
4,75 3,88 3,49 3,26 3,11
4,67 3,80 3,41 3,18 3,02
4,60 3,74 3,34 3,11 2,96
4,54 3,68 3,29 3,06 2,90
4,49 3,63 3,24 3,01 2,85
= 0,05
6
234
19,33
8,94
6,16
4,95
4,28
3,87
3,58
3,37
3,22
3,09
3,00
2,92
2,85
2,79
2,74
k2
7
237
19,36
8,88
6,09
4,88
4,21
3,79
3,50
3,29
3,14
3,01
2,92
2,84
2,77
2,70
2,66
12
244
19,41
8,74
5,91
4,68
4,00
3,57
3,28
3,07
2,91
2,79
2,69
2,60
2,53
2,48
2,42
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
8
239
19,37
8,84
6,04
4,82
4,15
3,73
3,44
3,23
3,07
2,95
2,85
2,77
2,70
2,64
2,59
9
241
19,38
8,81
6,00
4,78
4,10
3,68
3,39
3,18
3,02
2,90
2,80
2,72
2,65
2,59
2,54
k1
213
10
242
19,39
8,78
5,96
4,74
4,06
3,63
3,34
3,13
2,97
2,86
2,76
2,67
2,60
2,55
2,49
11
243
19,40
8,76
5,93
4,70
4,03
3,60
3,31
3,10
2,94
2,82
2,72
2,63
2,56
2,51
2,45
K ()
0,30
0,35
0,40
0,45
0,50
0,55
0,60
0,65
0,70
0,75
0,80
0,85
10.
0### #### '(
=
P
K ()
0,0000
0,0003
0,0028
0,0126
0,0361
0,0772
0,1357
0,2080
0,2888
0,3728
0,4559
0,5347
11.
1
(;1) exp ;2 2
2
=;1
0,90
0,95
1,00
1,05
1,10
1,15
1,20
1,25
1,30
1,35
1,40
1,45
K ()
0,6073
0,6725
0,7300
0,7798
0,8223
0,8580
0,8878
0,9121
0,9319
0,9478
0,9603
0,9702
1,50
1,55
1,60
1,65
1,70
1,75
1,80
1,85
1,90
1,95
2,00
2,05
K ()
0,9778
0,9836
0,9880
0,9914
0,9938
0,9956
0,9969
0,9979
0,9985
0,9990
0,99933
0,99999
' ### '(
Pr ( ) = #% &%A-9,'- 0,20 0,10 0,05 0,02 0,01 0,001
1,703 1,224 1,358 1,520 1,627 1,950
214
12.
' r , Pr (r r) = n #% &%A-9,'- 0,01 0,05
0,10
6
0
0
7
0
0
8
0
0
1
9
0
1
1
10 0
1
1
11 0
1
2
12 1
2
2
13 1
2
2
14 1
2
3
15 2
3
3
16 2
3
4
17 2
4
4
18 3
4
4
19 3
4
5
20 3
5
5
n #% &%A-9,'- 0,01 0,05
0,10
21 4
5
6
22 4
5
6
23 4
6
7
23 4
6
7
24 5
6
7
25 5
7
7
26 6
7
8
27 6
7
8
28 6
8
9
29 7
8
9
30 7
9
10
31 7
9
10
32 8
9
10
33 8
10
11
34 8
10
11
215
%
1. #%'$#5 .. . | .: 2, 1964.
2. 7%#*#% .. 5 . | .: 2, 1961.
3. 5#% .., J-5-33 .. . | .: (,<+ <5, 1973.
4. 28A# .. . | .:
2, 1979.
5. 7-19% .., 1* .., *#% .. . | -#: -O. <., 1979.
6. A#% 7.., #*#*# ‡.. : . | .: (,<. <., 1984.
7. R#'(-% .., 5-19% .K. )
. | .: J-%%,(
- ,''-,'-, 1982.
8. 7929% .. . |
.: (,<. <., 2000.
9. 9#5+% 7.., -'-A .. 2
. | K.: &*{ K7, 1967.
10. 7#,-9-A .., '## .. . | -%,:
(<6.<+ <., 1978.
11. 7929% .. 6 3
$ . | .: (,<. <., 2000.
12. 2? .., #,'+% .., R-,'+ .. '
. | .: 2, 1989.
13. ?%- &*A 3 9'#9'-#. #-+ #+'%,'#. - 9'#9'-A#,+
,''-,'- = * #*. .. 4-9. | .: 2, 1990.
14. -% ‡.., '#3% . . , +) . | -%,: "%-#,-'#',#", 1987.
15. 2A-% .. % i %: / i
. | .: , 1993.
16. &9%-<-5- .. : . | :
7, 1994.
17. - .., -. STATISTIKA. | ' % Windows. | .: "J-5-%", 1997.
216
18. 5H .., '#% .., 1* .., 2?-% .J. '
. | .: 2, 1985.
19. % 7., % . '
. | .: 2, 1983.
20. ?9-A ., '-8% . '
# #. | .:
2, 1979.
21. 5<# K.., 9-% .. # . | .:
2, 1983.
@ 4
&
22. R#?(<# .K. . | .{K.: &*{ , 1936.
23. H8# . . | .: 2, 1972.
24. 9# 7. . | .: -, 1975.
25. .. . >#
.
, !. | .: 2, 1984.
26. J#55# . )
$ . | .: -,
1984. { .1U 1984. { .2.
27. -'35,-. .. %
% . | .: 2,
1971.
28. 9-% .., 2%-%{
,-. .. 5 %
% 1
. | .: 2, 1969.
29. %<- K. . | .:
-, 1968.
30. %8 . & { 1
. | .: 2, 1965.
31. -% .7., -25-% .. /;
#
% . | .:
2, 1989.
32. &% ‡.. , # . | .: 2, 1985.
33. '(% 7.. 5 !{. | .: 2, 1978.
34. _#44# 7. <
. | .: 2, 1980.
35. , ., -%5- . . | .: -, 1984.
36. -#5 ., ,9 . . | .: J-%%,( ,''-,'-, 1983.
37. % *# *#% .K. . | .: &*{ -%,'.
5-'., 1960.
38. #?# :. 4
!
. | .: -, 1982.
39. H?# . 6
. | .: -, 1984.
40. 5-9 .. &
. | .: 2, 1971.
41. ##. 7. , . | .: -, 1990.
42. -5, .. . | .: 2, 1967.
217
A5%# -*%%+
I_IKI 5#,%* #8i.-A
R A5%-. 3,i?%- * 3'-A%-1 &%+'
,i.,H 9H
?'2 * -*%%+ #9#%*2 .. 7i5-.
#*' .. 9i%i%
$ 2002, . 68
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J 6094 1/16
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