1

POMOCNIK DO EGZAMINU Z PBIMASI

I




n
X X X + + = K
1
( )
2 2
2
2
1 2 1
,
n n
m m m N + + + + + + K K

=
=
n
i
i
X
n
X
1
1
( ) |

\
|
+ + + + + +
2 2
2
2
1 2 1
1
,
1
n n
n
m m m
n
N K K

=
=
n
i
i
X
1
2 2
( )

>
|

\
|

=

0 , 0
0
2
2
1
2
1
2
2
x
x e x
n
x f
x n
n
, n .
n = ( ) n E =
2
( ) n D 2
2 2
=


n
Y
X
t = ( )
2
1
2
1
2
2
1
+

|
|

\
|
+
|

\
|

\
| +

=
n
n
t
n
n
n
t f

, R t
n = ( ) 0 = t E ( )
2
2

=
n
n
t D , 2 > n


2
2
1
2
2
1
n
n
F
n
n

= ( )
2
1
2
1
2
2
1
2
2 1
2 1
2 1
1
2
2 2
2
n n
n
n
n
n
z z
n
n
n n
n n
z f
+

\
|

|

\
|
|
|

\
|
+
|
|

\
|
|

\
|
|

\
|

\
| +

= , 0 > z
( )
2
2
2

=
n
n
F E , 2
2
> n , ( )
( )
( ) ( ) 4 2
2 2
2
2
2 1
2 1
2
2 2

+
=
n n n
n n n
F D , 4
2
> n


n
X X , ,
1
K

=
=
n
i
i
X
n
X
1
1
, ( )

=
n
i
i
X X
n
S
1
2
1
1
( )
|
|

\
|
=

=
n
i
i
X X
n
S
1
2 1 ~

n
S
m X
t

=
|
|

\
|

= 1
~
n
S
m X
t

( )
( )
|
|

\
|

=
2
2
2
exp
2
1

m x
x f
+ < < x
2
( )
1 1
, m N , ( )
2 2
, m N
1
n ,
2
n
|
|

\
|
1
1
1 1
, ~
n
m N X

,
|
|

\
|
2
2
2 2
, ~
n
m N X


|
|

\
|
+
2
2
2
1
2
1
2 1 2 1
, ~
n n
m m N X X

.
( ) ,
1
m N , ( ) ,
2
m N ,
1
X ,
2
X
2
1
S ,
2
2
S
( ) ( )
2
1 1
2 1
2
2 2
2
1 1 2
+
+
=
n n
S n S n
S
p
.
( )( )
|
|

\
|
+

=
2 1
2
2 1 2 1
1 1
n n
S
m m X X
t
p
2
2 1
+ = n n


n
X X , ,
1
K
( )
2
2
2
1

S n
=
|
|

\
|
=
2
2
2
~

S n
1 = n


2
2
2
2
2
1
2
1

S
S
F = 1
1 1
= n , 1
2 2
= n


E(W) = p,









2 1
, n n






( ) =
n
T E ( ) ( ) =
n n
T E T b ( ) 0 lim =

n
n
T b

[ ] 1 lim = <


n
n
T P , 0 >


r
n n n
T T T , , ,
2 1
K ( ) ( )
i
n n
T D T D
2
*
2
< , r i , , 1 K =
n
X
W =
( )
( )
n
p p
W D

=
1
( )
|
|

\
|

n
p p
p N
1
,
2
2
1
1
2 1
n
X
n
X
W W =
( )
2 1 2 1
p p W W E = ( )
( ) ( )
2
2 2
1
1 1
2 1
1 1
n
p p
n
p p
W W D

+

=
d T
n
=
2
) ( =
n
T E
( )

n
T D
3
( )
( )
( )
i
n
n i
n
T D
T D
T e
2
*
2
=

( )
( )
2
2
; ln
1
(

x f
nE
T D
n











































n
X X , ,
1
K

=
=
n
i
k
i k
X
n
M
1
1
( )

=
=
n
i
k
i k
M X
n
M
1
1
1
( )
( )

= =

dx x f
p x
X E m
i
i
k
i
k
k
k
x
( ) [ ]
( ) [ ]
( ) [ ] ( )

= =

dx x f X E x
p X E x
X E X E
k
i
i
k
i
k
k

=
= =
n
i
r i r n
t f t t t t L
1
3 2 1 3 2 1 3 2 1
) ,..., , , , ( ) ,..., , , , ,..., , , (
4
II

















































( ) ( ) ( ) w H w W W P
n
=
1
|
( ) ( ) w H w W P
n
=
0
|
( ) ( )
1
| H w W P w M
n
=
( ) ( ) w M w =1
( ) , m N
0 0
: m m H =
1 1
: m m H =
0 1
m m <
K
n
m x

=
|
|

\
|

K
n
m x
P
0
1 1
: m m H =
0 1
m m > K
n
m x

=
|
|

\
|

K
n
m x
P
0
( ) ( )
1 1
| = = w W P M
n
2

( )

= >
2
ln 2 P
( )
( )
k
x f
x f
n
i
i
n
i
i

=
=
1
0
1
1
;
;

( )
( )
k
x f
x f
n
i
i
n
i
i

=
=
1
0
1
1
;
;

0 0
: = H
1 1
: = H
( ) =
0
| H k P k
:
1
H
0 0
: = H
( )
( )
( )
( )

L
L
L
L

= =
max

0 0
( ) ; x f
5
III











k = 1, 2,...,p


k = 1, 2,...,p


i,k = 1, 2,...,p






























( )
ii k jk
s x x ( )
kk k jk
s x x
(
(
(
(
(
(
(
(

=
np nk n n
jp jk j j
p k
p k
x x x x
x x x x
x x x x
x x x x
L L
L L L L L L
L L
L L L L L L
L L
L L
2 1
2 1
2 2 22 21
1 1 12 11
X

=
=
n
j
jk k
x
n
x
1
1
( )

=
=
n
j
k jk k
x x
n
s
1
2 2
1
( )( )

=
=
n
j
k jk i ji ik
x x x x
n
s
1
1
= =
kk ii
ik
ik
s s
s
r
( )( )
( ) ( )

= =
=


n
j
k jk
n
j
i ji
n
j
k jk i ji
x x x x
x x x x
1
2
1
2
1
22
2
2
11
2
1
2
22
2
2
11
1 *
2
*
1
) ( ) ( ) , (
s
x
s
x
s
x
s
x
x x P U d + =
|
|

\
|
+
|
|

\
|
= + =
pp
p p
s
y x
s
y x
s
y x
Q P d
2
22
2
2 2
11
2
1 1
) (
...
) ( ) (
) , (

+ +

=
( )
p
x x x P , , ,
2 1
K = ( ) 0 , , 0 , 0 K = U ( )
p
y y y Q , , ,
2 1
K =
( )
p p p p p pp
x x a x x a x x a x a x a x a P U d
1 , 1 3 1 13 2 1 12
2 2
2 22
2
1 11
2 2 2 ,

+ + + + + + + = L L
( )
( ) ( ) ( ) ( )( )
( )( ) ( )( )
(
(

+ + +
+ + + +
=
p p p p p p
p p pp
y x y x a y x y x a
y x y x a y x a y x a y x a
Q P d
1 1 , 1 3 3 1 1 13
2 2 1 1 12
2 2
2 2 22
2
1 1 11
2 2
2
,
L
L
6
IV

















































( ) ( )


(
(

=
x y
du dv v u f y x F , , ( ) ( )

(

=
b
a
d
c
dx dy y x f d Y c b X a P , ,
( ) ( )

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

= dx y x f y f
Y
,
( )
( )
( ) y f
y x f
y x f
Y
,
| =
( ) ( )

=
x
du y u f y x F | |
( ) ( )
p p p
x X x X P x x F = , , , ,
1 1 1
K K
( ) ( )


=
1
, , , , , ,
1 1 1
x
x
p p p
p
du du u u f x x F K K K K
( )
( )
( )
p q
p q q
p q q
x x g
x x x x f
x x x x h
, ,
, , , , ,
, , | , ,
1
1 1
1 1
K
K K
K K
+
+
+
=
( ) ( ) ( )
T T
E E E Y X XY =
( ) ( ) X A AX E E = ( ) p q A
n n
T
X a X a + + = K
1 1
X a
( ) a a X a
T
p
j
ij j i
p
i
T
a a = =

= = 1 1
Var
( ) b a X b X a
T
p
j
ij j i
p
i
T T
b a = =

= = 1 1
, cov
( )
( )
( )
T
T
T
B A Z Y
B B Z Z
A A Y Y
=
=
=
, cov
, cov
, cov
AX Y =
BX Z =
7


















































( )
( )
|
|

\
|

=
2
2
2
exp
2
1

x
x f
+ < < x
[ ]
T
p
X X , ,
1
K = X
[ ]
T
p
, ,
1
K =
(
(
(
(
(

=
pp p p
p
p



K
M M M
K
K
2 1
2 22 21
1 12 11

( )
( )
( ) ( )
(

=

x x

x
1
2 1
2
2
1
exp
2
1
T
p
f

b AX Y + = ( ) b A Y + = E
T
A A
[ ]
T T T
2 1
X X X = ( ) q
T
1
X ( ) q p
T

2
X p q <
(

=
2
1

=
22 12
12 11

T
( )
11 1 1
, ~ X
q
N
( )
22 2 2
, ~ X
q p
N

( )
2 2
1
22 12 1
x +
T
12
1
22 12 11

2 1
| X X
( )
1 1 1
, ~ X N ( )
2 2 2
, ~ X N
( )
2 1 2 1 2 1
, ~ X X Y + + + = N
8

=
=
n
i
i
n
1
1
x x
( )( )

=
n
i
T
i i
n
1
1
1
x x x x S
~ X ( ) n N , ( ) X , ~ N
( ) ,
p
N
( ) ( ) ( )( ) ( )
2
1
1 1
~
~
1

=
n
T T
T n n x S x x S x
1 ,
2
1
+
+
=
p n p n
F
p n
np
T
( ) p n >
( )( )
( )
S S x x x x
n
n
n
n
i
T
i i
1 ~ 1

= = =

=

( ) ,
p
N
( )
( ) ( )

=
(

1
~
, ; 1
1
p n p
T
F
p
p n
P x S x
n
X X X , , ,
2 1
K
( ) X , ~
p
N
0 0
: = H
( )
2
1
T
p n
p n
F

=
0 1
: H
( )
p n p
F
p n
p n
T

, ;
2
1

( )

=
p n p
F F P
, ;
~ S
( ) S |
1
1
1

n
W
n
9


















































( ) ,
1
N
( ) ,
2
N
1
n
2
n
2 1 0
: = H
2 1 1
: H
( )
2 1
2 1
*
2
1 ~
A A S +
+
=
n n
( )
2
2 1
2 1
2
1
T
p n n
p n n
F
+
+
=
( )

=
+ 1 , ;
2 1
p n n p
F F P
( ) X , ~
p
N
0 1
: H
( ) ( )
2 1
0
1
0
~
ln
~
tr
m
np n n H =

S S
( ) 1
2
1
+ = p p m
( )

= >
2
,m
H P
0 0
: = H

( )( )

=
=
l
n
i
T
l i l i l
1
x x x x A
( ) ( )
2 1
1 `
* 2 1
2 1
2 1
2
~
x x S x x
+
=

T
n n
n n
T
10
V

=
=
n
i
i HT
y
n
y
1
1
n
S
N
n
y D
HT
2
2
1 ) ( |

\
|
=
n
s
N
n
y D
HT
2
2
1 ) (

\
|
=

=
n
i
i
y y
n
s
1
2 2
) (
1
1

=
=
n
i
i HH
y
n
y
1
1
n
Y Y
n N
y D
N
j
j HH
2
1
2 2
) (
1
) (

=

=

=
2
1
2 2
1
) (
1
S
N
N
Y Y
N
N
j
j

= =

=

N
N
W
h
h
=
N
N
n W n n
h
h h
= =

= = =
= =
L
h
n
i
hi
h
h
L
h
h h w
h
y
n
N
N
y W y
1 1 1
1
h
h
L
h h
h
h w
n
S
N
n
W y D
2
1
2 2
1 ) (
|
|

\
|
=

=
h
N
j
h hj
h
h
Y Y
N
S
1
2 2
) (
1
1
1
1
*

=
|

\
|
=

L
h
h h h h h
S W S nW n
N
N
W
h
h
=
11
Wybrane rozkady zmiennych losowych



Rozkad jednopunktowy (zdegenerowany)

1 ) (
1
= = x X P
1
) ( x X E =
0 ) (
2
= X D


Rozkad dwupunktowy

p x X P = = ) (
1
, p x X P = = 1 ) (
2
, 1 0 < < p
( )
2 1
1 ) ( x p px X E + =


Rozkad zerojedynkowy

p X P = = ) 1 ( , p X P = = 1 ) 0 ( , 1 0 < < p
p X E = ) (
) 1 ( ) (
2
p p X D =


Rozkad dwumianowy

k n k
p p
k
n
k X P

|
|

\
|
= = ) 1 ( ) ( , n k , , 1 , 0 K = , 1 0 < < p
np X E = ) (
) 1 ( ) (
2
p np X D =


Rozkad Poissona

!
) (
k
e k X P
k

= = , K , 2 , 1 , 0 = k , 0 >
= ) ( X E
= ) (
2
X D








12
Rozkad jednostajny (rwnomierny, prostoktny)

> <

=
b x i a x dla
b x a dla
a b
x f
0
1
) (
2
) (
b a
X E
+
=
( )
12
) (
2
2
a b
X D

=


Rozkad wykadniczy

\
|

=
poza 0
0 , exp
1
) (
x
x
x f

, 0 >
= ) ( X E
2 2
) ( = X D


Rozkad normalny

( )
(

=
2
2
2
exp
2
1
) (

x
x f , < < x
= ) ( X E
2 2
) ( = X D


Standaryzowany rozkad normalny

|

\
|
=
2
2
1
exp
2
1
) ( u u f

, < < x
0 ) ( = U E
1 ) (
2
= U D

|

\
|
=

u
du u u
2
2
1
exp
2
1
) (

(-u)=1 - (u).