(Binomial)

X~B(n,p) n N 0<p<1
n x
f X ( x) = p (1 p ) n x
x

x = 0,1, 2,..., n

.. n
Bernoulli,
p.
: E( X ) = np
: Var( X ) = npq
: M X (t ) = ( p et + q)n q = 1 p
. .:

 (Hypergeometric)
X~HG (N, n, p) N>n, N,nN +, 0<p<1 NpN +,
Np N Np
x n x

f X ( x) =
N
n

x = 0,1, 2,..., min(n, Np )

X : n,
N
p. ( Bernoulli
)
:

( )

E( X ) = np
N n
N 1

( N n )
N 1
N n
.
: Var( X ) = npq

 (Geometric)

pq x1 x = 1, 2,...
q = 1 p
X~G (p) 0<p<1 f ( x) =

0
X : (
Bernoulli)
, p.
: E( X ) = 1 p
:

: Var( X ) = q p 2

p et
, t < ln q
M X (t ) =
t
1 q e

 (Negative Binomial)
X~NB(r,p) r N 0<p<1
x 1 r
x r
f ( x) =
p
(1
p
)

r
1

x = r , r + 1,...

: (
Bernoulli) r
, p.
:

E( X ) = r

p r etr
M X (t ) =
(1 q et ) r

Var( X ) = rq

p2

t < ln q

H r
.. .

 Poisson
X~P(),

>0

e x
f ( x) = P( X = x) =
x!

x = 0,1, 2,3,... > 0

.. X
.
: E( X ) =
: Var( X ) =
: M X (t ) = exp ( et 1) t \
. .:
(Teletraffic theory)

 Poisson ()

 Poisson ()
(1) .. X~B(n,p).

x
n x
e

n x

=
(1
)
p
p
x
lim
x!
n
p 0

x = 0,1, 2,...

np =

. n
p ,
Poisson.
( n > 30 np < 5)

 Poisson
.. (t)
(0, t]. ..
{(t), t >0}
(t)
.
{(t), t >0} Poisson
:
(i) (0) = 0
(ii)
..
(ii) (s, s+t) s 0
t > 0, Poisson
e t ( t ) x
P ( N (s + t ) N ( s) = x ) =
x = 0,1, 2,3,...
x!

 (Uniform)

X~U(,) <
... :

xa
FX ( x) =

1

P (c < X < d ) =

1
ba

E( X ) =

f X ( x) =

<x<

x <

<x<
x>

d c
dx =
ba

(b+ a )
2

a < c < d < b

Var( X ) =

( b a )2
12

etb eta
M X (t ) =
t (b a )

:
:

 (Exponential)
e x x > 0
~ E() : f X ( x) =

: E( X ) = 1
:

M X (t ) = 1

Var( X ) = 1

t<

1 e x x > 0
FX ( x) =

10

 ()
(1) :

P( X > t + s | X > t ) = P( X > s)

,
:

P ( X > t + s, X > t ) P ( X > t + s ) e ( t + s )

P( X > t + s | X > t ) =
=
= t = e s
P( X > t )
P( X > t )
e
P ( X > s ) = e s

.
.

11

 ()
(2)
Poisson
.
:
{(t), t 0} Poisson ,
1
n n-1 n-
(n = 2,3,).
1, 2,... ,
()
E() .

12

 (Gamma)
X G(a,) a>0, >0 :
1
x e

f ( x) = (a )
0

a 1

x>0

(a) = e y dy a > 0

a 1

a: , :

a =1, (1) =1 = 1/.

a >1, x = (-1).
a , () = (-1)!
Erlang.
: ( X ) = a
: Var( X ) = a
a
: M (t ) = (1 t )

13

 ()

{N (t), t 0} Poisson v
Wn: n-
.
Wn = n =1/v
( Erlang).
v
t e

f (t ) = (n 1)!
0

: ...

n 1

tv

t >0

Wn

n ..
E() G(n, 1/v).

14

 (Gauss)
X N(,2) :
:
( X ) =
:

1
f ( x) =
e
2
X

1
2

( x )2

< x<

:
Var( X ) = 2

2t 2
M X (t ) = exp t +

fX (x) .
.
... FX (x) .
... N(0,1)

15

 ()

16

 ()
X N(,2).
.. Z =

1.
:
1.
.

1
X 1
2.
= ( X ) = [ ( X ) ] = 0

2
3. Var( X ) = 2 Var( X ) = 2 Var( X ) = 2 = 1

17

 ()
(1) X1, X2,, Xn N(i,i2) i = 1,2,,n.
n

X = ci X i
n
i =1

E
(
X
)
=
c

i
n
i =1
Var ( X ) = c .
i

i =1

(2) ( )

X1, X2,, Xn ..
2. n
.. = X1+ X2++ Xn
n n2.

18

 (LogNormal)
X LN(, ) .. =ln X N(, ),
-<< >0. : X = exp(Y)
...
1
1

f ( x) =

exp
(ln x ) x > 0
2 x
2

+ 1 2

: ( X ) = E (e ) = e
Y

Var( X ) = e

2 + 2

e 1

P(a < X < b) = P(ln a < ln X < ln b) =

ln b
ln a
ln b
= P
<Z<
=

ln a

19

 Weibull
X WEI(a, ) a>0, >0 :
1 e
... F ( x) =
0
X

( )

x>0

( )
a
x
e
x>0

f ( x) =
0

a 1

( X ) = (1 + 1 ) Var( X ) = 2 (1+ 2 ) 2 (1+ 1 )

a =1, = 1/.
[WEI(1, )= E(1/)]
X WEI(a, ), =(/) E(1)

20

: ( )
.. :
9 ... fX(x) ... FX(x)
9 : R(t ) = P( X > t ) = 1 F (t )
9 : h(t ) = lim
t 0

P (t < X < t + t | X > t )

t

21

 ()
fX(.), FX(.), R(.) h(.)

.
9 h(t ) = lim P(t < X < t + t , X > t ) = lim P( X < t + t ) P( X < t ) =
t 0
P ( X > t ) t
[1 P ( X < t )] t
F (t + t ) F (t )
1
F (t )
= lim
=
t 0
t
[1 F (t )] 1 F (t )
t 0

h(t ) =

1 R (t ) ]
[
R(t )
h(t ) =
=
=

f (t )
R (t )

R (t )

R (t )

d
[ ln R(t )]
dt

. R(t ) = exp 0 h( s)ds

22