I

1.

.

: ( ).
()
() .

140

80

:
:
:


.
()
e e (f)
x1
f1

xk

fk

N

:
() = (
)
() =
(, b); (, 1), , (k, b)
( )

(f)
a a1
f1

ak b

fk

N
( ) Sturgess-
:
: k = 1 + 3,3 log N , N
X X min
: d = max
k
,

fi

. pi = ; pi 0; pi = 1 .
N
i =0

()

(f)

a a1

f1

ak b

fk

()
p1 =

f1
N

() (%)

()

p1 100

C1 = f1

pk 100

C k = f1 + ... + f k

(F)
C
F1 = 1
N

c
Fk = k = 1
N

fk
N
N
1,00
100,00

:
pi 0; p1 + ... + pk = 1
i-
Ci = f1 + f 2 + ... + f k ; i (1,..., k ) Ci
C
Fi = i .
N
pk =

2.

(=)
(=).
Y
,

;

.
:
,
. :
i- : d i = ai ai 1

: :
p
hi = i ; i = 1,2,..., k ;
di

( =>)


,

.

,
, ,
.
3.
,
,
.
():
:

.
, :
1
1 n
(
)
x
,...,
x

x
=
x
+
...
+
x
=
1
xi
n
1
n
N
N i =1

x
,...,
x
f
,...,
f
;
, 1
k 1
k fi = N :
i =1

k
1
x = xi f i
N i =1

, a a1 ,..., ak b f1 ,..., f k ; f i = N :
i =1

k
ai 1 + ai
1
xi =
; i = 1,2,..., k
x = xi f i
2
N i =1

( ), :
d
d
xi = a1 , xk = a k 1 , d ( k 1) .
2
2
f
1 k
pi = i , i (1,..., k ) x = xi pi .
N
N i =1
( )
:
1)
:

i =1

i =1

( xi x ) = 0, ( xi x ) f i = 0
2)
a = x :
N

( x
i =1

a ) = a = x
2

3) Y ,
:
Y = aX + b y = ax + b; a, b , a 0
4) : 1: N1 , X 1 ; 2: N 2 , X 2 ;

:
N X + N2 X 2
X= 1 1
N1 + N 2
5) S N1 ,..., N S X 1 ,..., X S
.
:
1 S
X = Ni X i
N i =1
, .
, .
=> , .
( ) N-
. X 1 ..., X N
. :
G = N X 1 X 2 ... X n
f1 ,..., f k :
G=

x1 1 x2 2 ... xk

fk

.
:
1 N
log G = log xi
N i =1
log G =

1 k
f i log xi
N i =1
k

: log G = pi log xi ,
i =1

pi =

fi
, i = 1, k
N

.

.
X 1 ..., X n N ,
N
N
1
1 N 1
H=
,H = N
=
1 1
1
1
H N i =1 xi .
:
+ + ...

x1 x2
xn
i =1 xi
1
1 N fi
=
:

H N i =1 xi
N
p
1
= i
:
H i =1 xi
Cauchy- : H < G < m

4. ,
(
).
t
Xt
(Xt) t : I ( t , t ) =
.
X t
: .
t (Xt)
t1 (Xt-1). t (1,2,..., T ) , :
X
X2 X3
( 100[ %] )
,
,..., t

X
X
X
1
2
t

I1

I2

IT

, (1)
.
t 100,
(t1), t
.

:
X1 X 2
X
,
,..., T ( 100[ %] )
X0 X0
X0
:
X

PSP = T 1 T 100 100[ %]

X1

5.


.

.
,
.
.

N neparno
X n+1 ,

2
x1 , x2 ,..., xn ; x1 x2 ... xn e =
1

X n + X n+1 , N
2 2
2
,
e ,
.
5

(f)

a0 a1
f1

a1 a2
f2

ak 1 ak
fk

N S +1
N
; fi > .
2 i =1
2
i =1
:
S

S :

fi

a s a s +1
S
a aS N

e = a S + S +1
fi
f S +1 2 i =1

6.
:


. : , .

:
R = X max X min
a0 a1 ,..., ak 1 a k ,
R, a0 ak .
.

. :
X
X 0, 25
Q = 0,75
2
X 0,75 75% X 0,75 (25% X 0,75 )
X 0, 25 25%
X 0, 25 .
:
S
N S +1
N
X 0, 25 f i < ; f i ;
4
4
i =1
i =1
X 0,75

fi <
i =1

3N
;
4

P +1

f
i =1

a S +1 a S N S
fi
f S +1 2 i =1
a aP 3N P
= a P + P +1
fi

f P +1 2
i =1

X 0, 25 = a S +

3N
;
4

X 0,75

( )
x
:
1 N
x1 ,..., xn , x : em = xi x
N i =1
1 N
: em = xi x f i
N i =1
N

: em = xi x pi
i =1

.
.
:
6

x1 ,..., xn , x : s 2 =

a0 a1 ,..., ak 1 a k , f1 ,..., f k : s 2 =
N

1
N

(x

i =1

1 N
( xi x ) 2 , s = + s 2
N i =1

x ) fi
2

2
: s = ( xi x ) pi
2

i =1

:
s
V = 100%
m

7.
,
, :
s 2 = 0 { xi = e, i (1,2,..., N )}

:
1 N 2
1 K 2
s 2 = xi x 2 , . s 2 = xi f i x 2
N i =1
N i =1
2
2
s x , Y s y , Y = aX + b,
2
2 2
: s y = a s x

N1 ,
x s12 , N 2 , x2 , s22
:
N s 2 + N 2 s22
N1 N 2
( x1 x2 ) 2
s2 = 1 1
+
2
N1 + N 2
( N1 + N 2 )

2
2
(4); k N1 ,..., N k , x1 ,...xk , s1 ,..., sk , :
K
1 K
1 K
2
s 2 = N i si2 + ( xi x ) : N = N i , x
N i =1
N i =1
i =1
.

8.
k-
k
k- : mk = E X , k ( 0,1,2...)

( )

k
: mk = xi pi
i =1

: mk =

x f ( x ) dx
k

( )

: m0 = E X = E (1) = 1, m1 = E ( X )
k- k-
k
m: k = E ( X m ) ,
k ( 0,1...)
0

: k = ( xi m ) pi
k

i =1

: k =

( x m) f ( x ) dx
k

: 0 = E ( X m ) = E (1) = 1, 1 = E ( X m ) = E ( X ) m = m m = 0
: k-
(m) :
k
k
( x m) k = (1) k i m k i x i , :
i =0
i
k
k
k
k
E ( x m) k = (1) k i m k i E x i k = (1) k i m k i mi , k = 0,1,2...
i =0
i =0
i
i
1

( )

2
3
2
4
: 2 = m2 m ; 3 = m3 3m2 m + 2m ; 4 = m4 4m3 m + 6m2 m 3m .

9. Pearson- a
10.
,
3( x e )
x e : K a =
.
s
K a = 0 , K a > 0 , K a < 0 .
, Pearson- :

Pearson- 1 = 33 , 3
s
.
1 N
3
x1 ,..., xn ; x 3 = ( xi x )
N i =1
1 N
3
a0 a1 ,..., ak 1 a k , f1 ,..., f k : 3 = ( xi x ) f i
N i =1
N

: 3 = ( xi x ) pi
3

i =1

1 = 0 ( ).
1 > 0 .
1 < 0 .

. .
Pearson- 2 =
1 N
( xi x ) 4

N i =1

x1 ,..., xn ; x 4 =

a0 a1 ,..., ak 1 a k , f1 ,..., f k : 4 =
N

4
s4

1
N

(x
i =1

x ) fi
4

: 4 = ( xi x ) pi
4

i =1

2 = 3 ( ).
2 > 3 .
2 < 3 .
= 2 3 0.
8

II

,
11. , ,
, :
N
:
a0 a1
a1 a2

x2
x1
f
f
p1 = 1
p2 = 2

N
N
x1, x2, ... ( )
a0 a1 , a1 a2 ,..., ( ).

, . (
) ,
,
. , .

.
,
. ,
.
()
()
.

, , ,
, . = ,
= .
, .
:

, .
.
, k-
(5, 10, ...).
( ),
( ).
,
,
.
,

.

( )
: ( x1 ,..., xn )
, .
, , .
, z = f ( x1 ,..., xn ) ,
( x1 ,..., xn ) z z = f ( x1 ,..., xn )
9

 . ( x1 ,..., xn ) z
z = f ( x1 ,..., xn ) .
z,
,
. ,
, . z, ( x1 ,..., xn )
:
n

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

f ( x1 ,..., xn ) = p( xi ) ( )
i =1

( )
( ),
.
12.
m ,
2
, . m = E ( x ) , 2 = Var ( x ) ,
. n , ,

x1 ,..., xn .
( ) :
1 n
1
1
1
x = xi = x1 + x2 + ... + xn
n i =1
n
n
n
x xi
,
xi .
2
m , :
1
nm = m
n
1
1
Var ( x ) = 2 n 2 = 2 ,
n
n
. ,
, :
2
(
)
(
)
E x = m, Var x =
n
2
( x ) , n .
x m
n , . , ,
.
2
, . X : N m; ,

2
x m
, z * =
n
x : N m;
n

x m
*
n : N ( 0,1) .
: z =

E( x ) =

10


x , x
m. :

x m , > 0 P{ x m } = 2
n 1

2
, n, ,
. ,
m.
x
: () m,
2
, x
2
m n ( n ),

n x , .
2
.
x : ( ) N m;
n

, ,
. .
:

?

P{ x m < } 2
n 1

,
; ( x , x + ) ,

n 1
2

n , ,
.

n 2

n 1 .

13. (+ 18. 19.)

,
. ()
. () .
( ) :

P < = 1
: lim
n

()

( ) .
: E =
( ) .

()

()

, (
, )
11

 ( 0 ) Rao-Cramer-
:
1
D( 0 ) = Var ( 0 ) =
2
:
ln P ( x, ) , P( x, )
nE

1
D( 0 ) = Var ( 0 ) =
2
:
ln f ( x, ) , f ( x, )
nE

( ) 0 :

( )

D( ) D( 0 ) Rao-Cramer-.
, , .
:

14.
.
.
, ,
: E = .
= f ( x , x ,..., x )

()

, .
E > , E <
.

( m ) ( E ( x ) = m )

1 N
k
k = ( xi m ) , .
n i =1

.
:
1 , 2 ,..., k
1 k
, : E i = , Var i < 2 , k = i
k i =1

()

()

( )

E ( k ) = , Var ( k ) =

1
k2

( )

i2 <
k =1

2
k

k , k , , k

, k
+ , ( )

. ,
.

12

15. ()
.
. = f ( x1 , x2 ,..., xn )
;
() .
, . ( 1 ; + 2 ], 1 , 2 ( 0, ) .
.
P 1 < + 2 . 1 = f1 ( x1 , x2 ,..., xn )
+ .
P <

, 1 , 2 ( 0; )
1 .
.
1

. 1 ,
:
2
2
Var = E Var 1 = E 1 , .
.

() (

( ) (

, , .
.

, .
: Var ( ) Var i ( i ).

.

( )

16.
(= 12. 1. 2.)
17.
= f ( x1 , x2 ,..., xn ) .

2
( ), E ,
.
, .

, 0

2
2
: E 0 = min E .

2
E

0
, : Ef =
2
E
, :
Var 0
Ef =
Var ( )
0 Ef 1 . Ef = 1

() (
(

()

)
)

( )

()

()

13

18.
( x1 , x2 ,..., xn ) :
n

L( x1 ,..., xn ; 1 ,..., k ) = f ( xi ; 1 ,..., k ) f ( xi ; 1 ,..., k )

i =1

.
, L .

, .
log L L
:
log L
log L
= 0,...,
= 0 ( 1 ,..., k )
1
k
f ( x; ) ,
. :
(1) = ( x1 ,..., xn ) ,
n
log L( x1 ,..., xn ; )
log L( xi ; )
=
= 0

i =1
, .
, .
(2) = ( xi ,..., xn ) .
, g g ( ) .

()

g ( )
.
1 ,..., k k- , g
r- ( r k )
(3)
. ,
.
(4) :
k

i ai +b ( 1 ,...,k ) ai ( x ) b(1 ,..., k )

f ( xi ;1 ,..., k ) = L( x ) e i =1
,
b(1 ,..., k )
1 n
ai ( x j ) =
, i = 1,2,..., k ,
n j =1
i
(5)
log f ( x; )
. ,

c

: ( ) N 0 ,
n

0 , c :
1
log f ( x, )
= E

=0

1,
.
: , , .
14

19. ,
, .
Y ,
. :
Yi = 0 + 1 xi + i , i = 1,..., n . E ( i ) = 0 , Var ( i ) = 2 ,
1 ,..., n
.
( Y1 , X 1 ) , ( Y2 , X 2 )...( Yn , X n ) X 0Y .
y = 0 + 1 x Y,
X = x , . E ( Y x ) = 0 + 1 x . 0 1 ,
Yi xi
n

[Y (
i

i =1

+ X i ) ] = F ( 0 , )
2

F ( ) .
0 1 , .
.
F ( 0 , )
F ( 0 , )
= 0,
= 0
F

0
:
n

i =1

i =1

= X i2 + 0 X i = X iYi
i =1

i =1

i =1

= X i2 + 0 n = Yi
.
n

: D =

X i2

i =1
n

i =1

i =1

= n X X i .
i =1
i =1
n

2
i

2
1 n 2 1 n

D = n Xi Xi
n i =1
n i =1
2
x s x .
1 n
1 n
2
( X i x ) 2 D = n 2 s x2
x
=
X
;
s
=

i
x
n i =1
n i =1
D > 0 , . . a
:
x n
b0 = Y
(Yi Y )( X i x ) = Y bx
n s x2 i =1
2

b=

1
n s x2

(Y Y ) ( X
i =1

x)

Y Y Y =

1 n
Yi .
n i =1

b0 b :

15

b0 =

1
ns x2

[s
n

i =1

2
x

x ( X i x ) Yi

1 n
( X i x )Yi
ns x2 i =1
17. . 48.
b=

20. Rao-Cramer-
f ( x; )
:
(1)

(2) f ( x; )
(3) , :
f ( x, )
2 f ( x, )
dx
<

,

2 dx <
(4)

log f ( X , )

log f ( X , )
, : E
<

g ( ) g .
[ g ( ) ] 2
Rao-Cramer
.
I u ( )
2

2
f ( x; )
[
g ( ) ]
dx < , : Var ( g ) nI ( ) ,
I ( ) .
[ g ( ) ] 2
, , . Var ( g )
nI ( )
g , . g
a ( ) z + a2 ( ) +b ( )
f g = e 1
z g

a1 ( ) 0 .
, g ( ) , Rao-Cramer
.
Rao-Cramer , .
() .

F- .
III

21.
,
.
x1 , x2 ,..., xn .
x1 ,..., xn z1 = f1 ( x1 ,..., xn ) , z 2 = f 2 ( x1 ,..., xn )
z1 < z 2 .
( z1 ; z 2 ] .
16

 % , (1 ) %
, . ( z1 ; z 2 ]
, (1 ) , .
P{ z1 < z 2 } = , P{ ( z1 ; z 2 ]} = 1 , ( z1 ; z 2 ]
.
,
% .
:
(1) x1 ,..., xn , . g ( x1 ,..., xn ; )
:
g ,
()
g .
( y ) .
(2) g1 g 2

g2

( y ) dy = .

g1

Y
( y ) ( g1 ; g 2 ] ,
P{ g1 < Y g 2 } =
(3) g ( x1 ,..., xn ; ) g 2 , g ( x1 ,..., xn ; ) > g1
f1 ( x1 ,..., xn ; g1 ) < f 2 x1 ,..., xn ; g 2 , . z1 < z 2 .

g1 < g ( x1 ,..., xn ; ) g 2 z1 < z 2 .
(4) g ( y ) ,
g1 < g ( x1 ,..., xn ; ) g 2 .

P{ z1 < z 2 } = , P{ ( z1 ; z 2 ]} = 1 ,
: ( z1 = f1 ( x1 ,..., xn ; g1 ); z 2 = f 2 ( x1 ,..., xn ; g 2 ) ]
( , ).
( 95% 99%
).
22.
m .
.
1 N
x1 ,..., xn . x = xi
n i =1
2
x m

n
E ( x ) = m,Var ( x ) =
. z =

n
x2

1 2
( y ) =
e . ,
2
g ( x1 ,..., xn ; ) z ,
2 , :
(1) 2 . z
( z 0 , z0 ) P{ z 0 Y z 0 } = .
, z0
1+
2( z0 ) = , . ( z 0 ) =
.
2
17

x m
x m
< m x + z0
n z 0,
n z 0, , x z0
.

n
n
,
(1 ) m :

; x + z0
x z0

n
n

(2) 2 .
z , 2 .
xm
t=
n 1 ( n 1) ,
s
2 1 n
2
s 2 s = ( xi x ) .
n i =1

1+
t 0 P{ t 0. < t n1 t 0. } = 2sn1 ( t 0 ) 1 = sn 1 ( t 0 ) =
.
2
x m
x m
n 1 < t0
n 1 t 0 :

s
s
s
s
x t0
< m x + t0
:
n 1
n 1

s
s
Px t0
< m x + t0
= .
n 1
n 1

m :

s
s
; x + t0
x t0

n 1
n 1

m
,
x m
n 1 ;
z =
s

s
s
; x + z0
x z 0
z0
n 1
n 1

1+
( z0 ) =
.
2
, m
.
.
23.
x1 ,..., xn
2 .
ns 2
- ( n 1) .
2
(
) . -
2
0 : P n1 > 0 = , . k n1 ( 0 ) = 1 .

ns 2
ns 2
2

2 0 , .
. ,
0

18


ns 2
2
P 0 <
= , 2

2
ns
0;
.
0

ns 2

- .
2
2
1 2 P 1 n1 2 = ,
1
1
2
, P n21 > 1 =
. P n 1 < 1 =
. 1 2
2
2
1
1+
, k n1 ( 2 ) =
k n1 ( 1 ) =
.
2
2
ns 2
ns 2
ns 2
ns 2
2

, .
2 , 2 1
2
1
2

ns 2
ns 2
2

,
, P

1
2
ns 2 ns 2
;

.
2 1
24.
2 , t1 : N ( 0,1) (22. 1)),
t =

x1 x2 ( m1 m2 )
n s +n s
2
1 n1

2
2 n2

n1n2
( n1 + n2 2) ; t n1n2 2 . n1 n2 :
n1 + n2
t=

P{ t0 t t 0 } =
t0

n1sn21 + n2 sn22
n1n2
( n1 + n2 2)
n1 + n2

x1 x2
sn21
n1

s n22

: N ( 0,1)

n2

x1 x2 ( m1 m2 ) t0

n1sn21 + n2 sn22
n1n2
( n1 + n2 2)
n1 + n2

A

( x1 x2 ) t0 A ( m1 m2 ) ( x1 x2 ) + t0 A ( 1)
x1 x2 + t 0 A ( m1 m2 ) ( x1 x2 ) t0 A
( x1 x2 ) t0 A m1 m2 x1 x2 + t0 A
:

2
2
2
2

n1 s n1 + n2 s n2
n1 sn1 + n2 sn2
x x t

;
x

x
+
t
1
2
0
1 2 0

n1n2
n1n2
( n1 + n2 2)
( n1 + n2 2)

n1 + n2
n1 + n2

25.

19

 Moivre-Laplace-a, t =

p p0
p 0 (1 p 0 )

n (

p p0
z0 = .
p0 ) P z0
p 0 (1 p 0 )

p0 (1 p0 )
p0 (1 p0 )
1+
2( z0 ) 1 = ( z0 ) =
z0
p p0 z0
2
n
n
p0 z 0

p 0 (1 p 0 )

p p0 + z 0

n
:

p 0 (1 p 0 )
; p0 + z 0
p0 z 0
n

IV

p 0 (1 p 0 )
n

p 0 (1 p 0 )

26.
n , H 0 .
H 0 , ,
(
H 0 ).
,
, ,

. ,
.
, , H 0
, :
H 0 ,
H 0 ,
: .
Rn ( n- ) n .
Rn : C ( ) Rn C .
H 0 C , .
. Rn C , H 0
, . H 0 .
H 0 C .
.
, : = P{ ( x1 ,..., xn ) C H 0 } ( x1 ,..., xn ) .
Rn C , :
1 = P{ ( x1 ,..., xn ) C H 0 } .
I ,
.
, H 0 , H 0 , C .
(. H 0 ).
Rn C , (
20

H 0 ). . :

= P ( x1 ,..., xn ) C H 0 , :

1 = P ( x1 ,..., xn ) C H 0

II , (1 ) .

( x1 ,..., xn ) C
( x1 ,..., xn ) C

H 0 =

H 0 =

H 0 =
1
H 0 =
1

, C (),
C , I II .
, I , .
, C II , .
C (1 ) .
27.
,
( , ...).
.
n
.
, x1 ,..., xn
.
0 1 ( 0 < 1 ) . :
H 0 ( = 0 ) =
H 1 ( = 1 ) = ( )
H 0 :
(1) t = f ( x1 ,..., xn )
,
0 H 0 .
1
H 1 . ( , )
.
(2) z0 (
) 0 1
(3) z0 < z 0
0 = 1
(4) z0 I II .
I ( z0 ) II .
z0 .
(5) H 0 : x1 ,..., xn
z0 , H 0 ( < z 0 ) , H 0
( > z 0 ) .

21


0 1 . ,
:
0 ( = 0 ) H 0 ,
1 ( = 1 )
,

H 0 = , H 1 = .
H 0 ,

( , ) .
t = f ( x1 ,..., xn ; ) ,
( y ) . H 0 ( = 0 )
( y ) C ,
P{Y C} = , , H 0
. .
H 0 .
28. ,

. ,
.
29. ( 30. )
30. I II
. Rn ( n ) n . Rn :
C ( ) Rn C .
H 0 C , .
. Rn C , H 0
, . H 0 .
H 0 C .
.
, : = P{ ( x1 ,..., xn ) C H 0 } ( x1 ,..., xn ) .
Rn C , :
1 = P{ ( x1 ,..., xn ) C H 0 } .
I ,
.
, H 0 , H 0 , C .
(. H 0 ).
Rn C , (
H 0 ). . :

= P ( x1 ,..., xn ) C H 0 , :

1 = P ( x1 ,..., xn ) C H 0

II , (1 ) .

22

( x1 ,..., xn ) C

H0 =

H 0 =

H 0 =
H 0 =

( x1 ,..., xn ) C

, C (),
C , I II .
, I , .
, C II , .
C (1 ) .
31.
X 1 , X 2 ,..., X n
. m m
, m0 .
1 n
H 0 ( m = m0 ) H 0 x = X i
n i =1

2
: E ( x ) = m, Var ( x ) =
n
2
, 2
x m
n
.

N ( 0;1) ( , )
x2

1 2
( x) =
e .
2

:
(1) H 0 ( m = m0 ) , H 1 ( m > m0 )
P{ t > z 0 } =
P{ t < z 0 } = 1 ( z 0 ) = 1 , z 0 = ... ; c ( z 0 ,+)
(2) H 0 ( m = m0 ) , H 1 ( m < m0 )
P{ t < z 0 } = 1 ( z 0 ) = 1 ( z 0 ) = z 0 ; c ( , z 0 )
(3) H 0 ( m = m0 ) , H 1 ( m m0 )
P{ t > z 0 } =

P{ t < z 0 } = 1

2 ( z 0 ) 1 = 1 ( z 0 ) =

2
z 0 ... ; c ( , z 0 ) ( z 0 ,+)
2

[(1), (2), (3)] :

z0 .

C H 0 ( H 1 )
C H 0 ( H 1 )

2 t =

(1) H 0 ( m = m0 ) , H 1 ( m > m0 )
P{ t > t 0 } =

xm
n 1; t n1
s

23

P{ t < t 0 } = 1 s n ( t 0 ) = 1 , t 0 = ... ; c ( t 0 ,+)

(2) H 0 ( m = m0 ) , H 1 ( m < m0 )
P{ t < t 0 } = 1 s n ( t 0 ) = 1 s n ( t 0 ) = t 0 ; c ( ,t 0 )
(3) H 0 ( m = m0 ) , H 1 ( m m0 )
P{ t > t 0 } =
P{ t < t 0 } = 1

2sn ( t 0 ) 1 = 1 s n ( t 0 ) =

2
t 0 ... ; c ( ,t 0 ) ( t 0 ,+)
2

[(1), (2), (3)] :

t 0 .
C H 0 ( H 1 )
C H 0 ( H 1 )
32.
2 ( ) .
: t =

x1 x2 ( m1 m2 )
n1 sn21 + n1 sn22

n1n2
( n1 + n2 2) : t n1 +n2 2
n1 + n2

1) H 0 ( m1 = m2 )
H 1 ( m1 m2 ) P{ t > t 0 } =

1 P{ t < t 0 } =

P{ t0 < t < t0 } = 1
2S n ( t0 ) 1 = 1
2 tab
S n ( t0 ) =
t0
2 n1 + n2 2

... c ( ,t 0 ) ( t 0 , )

2) H 0 ( m1 = m2 )
H 1 ( m1 > m2 ) P{ t > t 0 } =

tab

S n ( t0 ) = 1 t0
n1 + n2 2

3) H 0 ( m1 = m2 )
H 1 ( m1 > m2 )

tab

P{ t < t 0 } = 1

n1 + n2 2

... c ( t 0 , )
... c ( ,t 0 )

1), 2) 3) :
t c H 0
t c H 0
2 , n1 n2 ,
x x
= 1 2 ; N ( 0,1)
s12 s22

:
+
n1 n2

x1 x2

n1n2
; N ( 0,1)
n1 + n2

.
33.

.
24

. - .
,
H 0 2 = 02 , H 1 2 > 02 .
X 1 , X 2 ,..., X n

1 n
( xi x ) 2 . s 2 ( 0, )

n i =1
.
ns 2
2 - ( n 1)
( n 1) .
ns 2
H 0 , = 2 - ( n 1)

2
2
( n 1) . H 0 , > 0 ,
2
s =

=
( n 1)

ns 2 2
,
2 02

2
> 1.
02

H 0
H 0 ,
.
, 0 -
2
, : P X n1 > 0 = , . K n1 ( 0 ) = 1 .

ns 2
H 0 , = 2 - , :
0

P < 0 2 = 02 = .
() :
> 0 H 0
0 H 0
( , K n1 ( 0 ) = 1 )
I , II :
ns 2
2
= P < 0 2 = 02 = P 2 < 0 2
0

02
: 1 = 1 K n 1 0 2 ,

.

34.
:
1 n
1 n
x
=
x
,
y
=
yi
X Y :
i n
n i =1
i =1
1 n
1 n
2
2
2
2
X Y : s x = ( xi x ) , s y = ( yi y )
n i =1
n i =1
25

1 n

( xi x )( yi y )
n i =1
s xy
: =
sx s y
1)
X Y . ,
H 0 ( = 0 ) , . X Y
.
R
n 2
H 0 , =
1 R2
( n 2) . ,
H 1 ( 0 ) .
H 0 ( = 0 ) , H 1 ( 0 ) , t 0 ,

P{ n 2 > t 0 } = , sn 2 ( t 0 ) = 1 .
2

, :
P{ > t 0 = 0} =
: s xy =

: c , H 0 ( > t0 )

c , H 0 ( < t 0 )
X
Y . H 0 ( = 0 ) 0 .
.
1 1+ R
z = ln
. H 0 , z
2 1 R
:
1 1+ 0
1
E ( z ) = ln
, Var ( z ) =
, , :
2 1 0
n3

1+ 0
z E( z) 1 1+ R
= ln
ln
n3
1 0
Var ( z ) 2 1 R
.
,

H 1 ( 0 ) . z 0 ( z ) = 1 ,
2
:
z 0 c, H 0 ( > z0 )

z0 c, H 0 ( < z 0 )
2) . R1
n1 , R2
n2 . 1 2 ,
H 0 ( 0 = 1 ) . z1 z 2 1 1 + R1
: z1 = ln
2 1 R1
1 1 + R2
z 2 = ln
2 1 R2
:
26

1 1 + 1
1
ln
, Var ( z1 ) =
2 1 1
n1 3
1 1 + 2
1
= ln
, Var ( z 2 ) =
2 1 2
n2 3

E ( z1 ) =
E( z2 )

z1 z 2
Var ( z1 ) + Var ( z 2 )
.
, H 0
.
H 0 , z =

35. ,
X , Y .

.
, , n
. X Y (
( X 1 , Y1 ) ,..., ( X n , Yn ) ).
.
.
( X , Y ) :
mx , m y , x2 , y2 , xy , .
1) 34. ( )
2) 34. ( )
3)
.
: E ( Y X = x ) = ax + b , a b :
y
Cov ( X , Y )
a=
=
2
x
x
b = m y amx
a b .
s xy
sy
: a = 2 = R
b = y ax .
x
sx
2 Y X = x .
2
1 n
n 2
2
s
=
Yi aX i b . s 2 =
s y 1 R 2

n 2 i =1
n2
2
2
s .

36.

.
, ,

.
:

( n = 6 )

27

()
( ) ,


:

.
()

,
:




t :
t
t
t
t
,
37. -
n

.
H 0 n
P( S )
S . H 0 ,
P( S ) .
, n
,
,
.
()
Pearson:
P( S )
, 2 .
S1 ,..., S k
. p1 ,..., pk P( S ) ,
: pi = P ( S i ) , i = 1,..., k . , ,
.
m1 ,..., mk ( mi
S i , i = 1,..., k ). :

m
i =1

= n ,

H 0 , m1 ,..., mk : mi : B( n, pi ) , i = 1,..., k ,
: E ( mi ) = npi , i = 1,2,..., k .
28

Pearson m1 ,..., mk
np1 ,..., np k :
k

( mi npi ) 2

i =1

npi

=
2

, 2 -
( k 1) ,
P( S ) .
- :
H0
( n = 6 )
H1
( n = 6 )
P( S ) p1 ,..., pk , m1 ,..., mk

2

2
, 0 = P k 1 > 0 =

:
2 > 0 H 0

2 < 0 H 0
( ) ,
P( S ;1 ,..., l )
.
H 0
P( S ; 1 ,..., l ) 1 ,..., l . S
S1 ,..., S k . m1 ,..., mk
E ( mi ) = npi (1 ,..., l ) , i = 1,2,..., k , pi
.
2
k
[
mi npi (1 ,..., l ) ]
2
, : =
.
npi (1 ,..., l )
i =1
1 ,..., l .
Fisher ,..., -
1

, .
2
k
(
mi np i )
2
: =
( p P S ; 1 ,..., l

n
p
i =1
i
).
2 ( k l 1) .

. .

H 0 .

( i Ei ) 2

i =1

Ei

2
H 0 =

, : i =

i- , Ei = i-
H 0 , k = .
k , .
( 38.)
29

38.
- .
H 0 . ,
H 0 .
2
: =

( f0 fe ) 2
fe

, : f 0 , f e

- ,
H 0 .
: Y .
.
Y
. , ,
, ( x1 , y 2 ) ,..., ( xn , y n ) , ,
.
X 1 ,..., X E , Y1 ,..., YS Y . mij
i- , Y j-.
:
yS
mi
y1
X \Y

x1

xR
m j

m11

mR1
m1

m1S

mRS
mS

m1

m R
n

pij , pi
p j Y , . H 0 :
H 0 : pij = pi p j , i = 1, R, j = 1, S ( Y )
m m m
ij ; i ; j : pij , pi , p j .
n n
n
H 0 , :
E ( mi ) E ( m j )
E ( mij ) =
n
:
2
2
mi m j
mi m j

R S ij
R S ij
n
n

=
= n
mi m j
mi m j
i =1 j =1
i =1 j =1
n
() - ( R 1)( S 1) .
() H 0 ( 0 - ):
> 0 H 0
0 H 0
39.
,
, .
30

 .
. ,
, (+ ).
+ .
,
.
k :
n1 1 n2 1
k

2 k

2
, k =

n1 + n2

n1

fk ( k ) =
n1 1 n2 1 n1 1 n2 1
k 1 k 3 + k 3 k 1
2 2 2 2
, k =

n1 + n2

n1
k:
2n n
E( k ) = 1 2 + 1
n1 + n2
2n n ( n n n1 n2 )
Var ( k ) = 1 2 12 2
( n1 + n2 ) ( n1 + n2 1)
k
n1 n2 10. n
, :
n
n
p = 1 ; 1 p = 2 , :
n
n
k
k
2
lim E = 2 p(1 p ) , lim Var
= np 2 (1 p )
n
n
n

n
k 2np(1 p )
z =

2 np(1 p )
N ( 0,1) .
H 0 f k ( k ) z H 1 .
:
(1) n1 n2
(2) k
(3) H 0
k. , H 0 .
n1 n2
(4) , H 0 .
X 1 ,..., X n :

,
x1 x2 ... xn :
1 x x
x + 1
e = n
( n = ), e = n + n+1 ( n = )
2 2
2
2
31

 e . x1 e ,
1, 0. ,
.

40.
H 0 : X 1 ,..., X n . ,

, :
p = P{ X 0 < e } = P{ X i > e } = 0,5 , k
k ( n + 2)
n+2
n( n 2 )
n 1
, Var ( k ) =
: E ( k ) =
, : =
2
4( n 1)
n( n 2 )
( H 0 ).
H 1 ( ).
:
1. ,
.
H 1 (
).

. z0 P{ z < z0 } = ,
F { z 0 } = 1 , H 0 .
P{ < z 0 H 0 } = . H 0 :
< z0 , H 0
> z 0 , H 0
2.
, . .
H 1 (
).
1.
P{ > z0 H 0 } = . 1:
> z 0 , H 0
< z0 , H 0
3. H 1 ( ). z0 :

F { z0 } = 1 . H 0 ,
2
P{ > z 0 H 0 } = , :

> z0 , H 0

< z 0 , H 0

41. Kolmogorov-Smirnov
.
( ) .

.

() .
32

 H 0 .
( ) .
.
F0 ( x ) . H 0 , .
, F0 ( x )
H 0 .
S n ( x ) n .
S n ( x ) .
k
S n ( x ) = , k ,
n
S n ( x ) .
H 0 , x , S n ( x ) F0 ( x ) , .
S n ( x ) F0 ( x ) .
. S n ( x ) F0 ( x )

D: D = max S n ( x ) F0 ( x ) .
D , D
Kolmogorov-Smirnov .
D .
Kolmogorov-Smirnov :
.
.
. .
S n1 ( x ) S n2 ( x ) ,
. :
k
k
S n1 ( x ) = 1 , S n2 ( x ) = 2 ( k1 , k 2 )
n1
n1
Kolmogorov-Smirnov : D = S n1 ( x ) S n2 ( x )
H 0 ( )

42.
38. ( ) + 34. ( ) + 41.
(Kolmogorov-Smirnov) + (. 536. )

b
a+b
c
d
c+d
a+c b+d
N
( a + b )!( c + d )!( a + c )!( b + d )!
: P =
N !a!b!c!d!
( c0 + d 0 )!( b0 + d 0 )!
a c , b d , a = 0 : P =
,
N !d 0 !
bn ck
P
Pi , i a
: Pn1 =
( ak + 1)( d k + 1) k i=0
, r , r
.
33

VI

43. ,
, .
.
: Y = g ( x )
Y = X + .
, . F ( , ) = E{Y ( X + )} 2
Y
, X + . F ( , )
.
: y = X +
y my
y
x mx
=
( x mx ) , .
F ( , ) : y m y =
,
y
x
x
2
2
mx m y Y , x y ,
Y .
2
: F ( , ) = E {(Y m y ) E ( X m x ) + ( m y m x )}
:
2
2
2
F ( , ) = E (Y m y ) + 2 E ( X m x ) + ( m y m x ) 2E (Y m y )( X m x )

( E (Y m ) = E ( X m ) = 0 )
y

F ( , )

0,
:
F
2
= 2E ( X mx ) + 2( m y mx ) mx 2 E ( X mx ) (Y m y ) = 0

F
= 2( m y mx ) = 0 , :

E ( x mx ) + mx2 + mx = E ( X mx ) (Y m y ) + mx m y
2

m x + = m y
:
=

E ( X m x ) (Y m y )
E ( X mx )

, = m y mx

E ( X m x ) (Y m y )
E ( X mx )

2
2
: E ( X mx ) = x2 , Y : E (Y m y ) = y ,
2

Y : E ( X m x ) (Y m y ) = xy :

= xy2 , = m y mx xy2 .
x
x
xy
xy
y
( x mx )
y = X + , y = 2 x + m y mx 2 : y m y =
x
x
x

= xy .
x y
44.
2
2
: min F ( , ) = y 1

, y x .
Y :
2

34

y my =

y
( x mx ) . Y
x

y m y 1 x mx

=
y
x

x2 y .

: min F ( a, b ) = x2 1 2

, . = 1 , .
Y .

45. ( 19. )
46. (X,Z)
( )
47. ,
( 19. + )
1
2
y = yi , E ( y ) = x + , Var ( y ) =
n
n
2
i Y
.
Var ( Yi ) = 2 ; Yi xi + :

2 =

[ (

1 n
Yi x +
n i =1

) ] = ( Y x ) ( Y x )
2

i =1

s x2 ( )

( )

n2 2
( 2).
n
n
1
2
2 =
2 n =
Yi + xi
n2
n2
1
2 = X 2 XY Y
n
+ (299-302),

( )

E 2 =

[ (

)]

48.
Y X 1 , X 2 ,..., X k
. :
1.
2.
3.
4.
Y :

Y : E ( Y ) = 0 + 1 X 1 + ... + n X n

35

 X 1 , X 2 ,..., X k ,
Y 2 : Var ( Y ) = 2
0 , 1 ,..., n 2 .
Y ( 0 + 1 X 1 + ... + n X n ) .
( ).

b1 , b2 ,..., bk , 0
b0 = y b1 x1 b2 x 2 ... bk xk .
:
1. b0 , b1 ,..., bk Y ( bi = ai Y

)
2. :
bi = ai ( 0 + 1 X 1 + ... + ) = i + ai ; E ( ) = 0 E ( bi ) = i
2
2
3. Var ( bi ) = cii ; Cov ( bi b j ) = cij

2
4. bi = N i ; cii i
5. :
2 = min [Y 0 1 X 1 ... k X k ] 2 = min [Y b0 b1 X 1 ... bk X k ] 2

E min [Y b0 b1 X 1 ... bk X k ] = ( n k 1) 2
2

1
[Y ( b0 + b1 X 1 + ... + bk X k ) ] 2

n k 1
2 4
: Var u2 =
.
n k 1
6. 2 :
1
n k 1 2
= [Y ( b0 + b1 X 1 + ... + bk X k ) ] 2 =
u
n
n
7. -: ,
, :
,
, ,
X 1 , X 2 ,..., X k
.
8. : Y = b0 + b1 x1 + b2 x2 + ... + bk x k ,
: E Y = + x + ... + x
2
: u =

( )

( )

1 1

49.
(= 19, , )
50. ( 51. )
51.
( X 1 , Y1 ) , ( X 2 , Y2 )...( X n , Yn ) ,
:
s n2

: =
ns x2 = ( ) x

s 1 r 2
y

: =

s x
2
x

( n 2) s x2

s
= 0 x
sy

( n 2 ) .

n2

(1 r )( s
2

2
x

x2

)
36

1+
, t 0 S n 2 ( t 0 ) =
,
2
0 :
t 0
t

; + 0
:

n2
n2

t 0 2 s x2 x 2 t 0 2 s x2 x 2

; +
0 :

( n 2) s x2
( n 2) s x2

.
Y
X = x , Y = + x

( )

()

2 2
2 2
2
2
: E Y = x + , Var Y = 2 s x + ( x x ) , : N x + ; 2 s x + ( x x ) .
ns x
ns x

2
2
s + ( x x)
+ x ( + x )
= x

n 2 ( n 2 )
sx

.

. ( statlab.fon.bg.ac.yu)

52. ,
.
(
) ,
. .
. Y
.
: Yi = m + i + i , i = mi + m , : mi , m
.
t i = yi y : .

2
T = [Y1 y ] + [Y2 y ] + ... + [Yk y ] ,
2

( ) = ( n k )

. E T
2

, =
2

T 2 = [Y1 y1 t1 ] + [Y2 y 2 t 2 ] + ... + [Yk y k t k ] =

2

T2
nk

= [Y1 y1 ] + [Y2 y 2 ] + ... + [Yk y k ] +

2

+ n1 ( y1 y ) + n2 ( y2 y ) + ... + nk ( yk y )
:
2
2
Tu2 = [Y1 y1 ] + [Y2 y 2 ] + ... + [Yk y k ]
2

Ti 2 = n1 ( y1 y ) + n2 ( y 2 y ) + ... + nk ( yk y )
2

T 2 = Tu2 + Ti 2 (
)
:
E Ti 2 = ( k 1) 2 + n1 12 + n2 22 + ... + nk k2

( )
E (T ) = ( n 1)
2

+ n1 12 + n2 22 + ... + nk k2
37

2
2
H 0 ( 1 = 2 = ... = k = 0 ) (. Y ) , Tu Ti
2 2
( n k ) 2 ( k 1) 2 . Tu

2Ti 2 (2k 1) , : F =

n k Ti 2
.
n 1 Tu2

( ):

k 1

( k 1) 2 + ni i2

{ [Y y ] }

nk

( n k )

{ [Y y ] }

n 1

( n 1) 2 + ni i2

( )

Ti 2 = ni ( yi y )

i =1

( )

T =

T2 =

2
u

i =1
k

i =1

i =1

n k Ti 2
F=
n 1 Tu2

i =1

: P{ F > F0 } =
F H 0 , a
.
53. ,
. F1 k , F2 q .
( t 0 ).
.
i- j-
Y : Yij = m + i + j + ij , i = 1,..., k ; j = 1,..., q ,
: m
1 ,..., k F1
1 ,..., q F2

2
ij ij : N 0; ( n = k q
)
:
F2
F1

1 2 q
q

y11

y12

y 21

y 22

y1q

y
j =1

1j

y2q

2j

j =1

y k1

yi1
i =1

yk 2
k

yi 2

y kq

i =1

yikl
i =1

y
j =1

kj

y
i =1 j =1

ij

:
1 k q
y = Yij
kq i =1 j =1
a1 = y1 y b1 = y1 y
38

a2 = y 2 y
..........
........
ak = yk y

b2 = y2 y
..........
........
bq = yq y , :

y1 ,..., y k =
y1 ,..., yq =
y =
:

TR2 = Yij y ai b j
i =1 j =1

TR2 = (Yij y ) q ( yi y ) k ( y j y ) , : TR2 = T 2 T12 T22 , :

k

i =1 j =1

i =1

T12 = q ( yi y )
i =1
q

T22 = k ( y j y )

j =1

= I

= II

j =1

T 2 = (Yij y ) =
k

i =1 j =1

:
H o1 ( 1 = 2 = ... = k = 0) ( Y ) :
( k 1)( q 1) T12 : F
F1 =
( k 1) ,( k 1)( q 1) , :
k 1
TR2
C : P{ F1 > Fo1 } =
H o 2 ( 1 = 2 = ... = q = 0 ) ( Y )
F2 =

( k 1)( q 1) T22 : F

, :

( q 1) ,( k 1)( q 1)

q 1
TR2
C : P{ F2 > Fo 2 } =

F1

T = q ( yi y )

F2

T22 = k ( y j y )

TR2 = T 2 T12 T22

( k 1)( q 1)

T 2 = (Yij y )

kq 2

2
1

i =1
q

j =1

(
k 1)( q 1) T12
=

( k 1)

F1

( q 1)

F2 =

k 1

TR2

( k 1)( q 1) T22
q 1

TR2

i =1 j =1

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