!   
 : 

&'()  
 
 !  ."#  $ 
  

    
     

  
 

4 ..............................


  
 
 4  

4 ................................... 
  
! 
 

4 ............................................................ ! "#$ %&

5 .....................................................   ! "#$ %&

5 ................................................................... '
() %&
*
6 ............................................................................. " #+ %&

8 ................................. " #+ %&
,  ! "#$ %&
 - .
8 ................................................ (1) / " #+ %&

9 ................................................................ "#$ %&

9 .............................................................................  %&

10 .........................   ! "#$ %&
,  %&
 - .
10 ............................................................................ 3

 %&
*
12 ...................................... ." #+ %&
, 3

 %&
* - .
13 ............................................... 3

 %&
 " 4 5
.6
14 .........................................................................
15 ................................ 
  #
$! 
 

15 ......................................... 7
 :7. %&
* ,8 "9 %&

15 ............................................................................. 3
(; <
16 ........................................................ => "9 %&

16 ....................................................... "9 %&
 ? 6
18 ...................................... " #+ %&
, "9 %&
 - .
19 ...................................... 3

 %&
*, "9 %&
 - .
19 ............................................................................. "@ %&


19 ..................... .%&
  4A , B+  ,8 "@ 3
(; <
20 ........................................................ "@ %&
 ? 6
21 .........................................................................  %&
*
21 ............................................................................. 3
(; <
22 ...........................................................  %&
* ? 6
23 ..................................................................  %&
*
23 .................................................................. 3
(; <
23 ...................................................  %&
  ? C
.6
25 ..................................................................
DE 
26 .........................................................................

-3-

   
  
 

4


  
  
     
  


G4K FG&
 H  7>( 38 3I ##J '4K %&
,  
L MN< 
OP #B) 38  .%& '
UVW )+X8 H .M>Q R, =>A, " # N 1S R T  H  TK R F&
 UVW 5* .MNOL
G# "@ %&
, "9 %&
, [9; F&
  # 3

 %&
*, " #+ %&
 :
Y F&

.M)4 F&
 
      
  
 

1-4

Loi Multi-


 

   Loi hyper gomtrique
 

  
    Loi Binomiale    Loi Bernoulli      hypergomtrique
Loi

    Loi gomtrique

   Loi Binomiale ngative() 
.Loi de Poisson      multinomiale
   !
  1-1-4

-*)X d 1
e 14K /K .F)X3 ab>c 3, /E( .^)` 2, ^_ 4 O# F)X 6 \ ],# .(
.^_ )X , [^_ MK, )X [^_ F)X3 [H,_
r, ^_ b O# )X N d =
g ],# 3X c [n W )*+, -./ F)X ],# H /E( #(8 f)P(
1.G6 H \ Ti 38 HJ ^_ F) H x b -  d 1
e 14K 3hB (N = b + r) ^)`
:F;B
 5 k, (#4 Fe  / 4 . Fe  ) F4K. ". 3
(;
P( X = x) =

C bx C rn x
C Nn

:lK X ~ H(N, b, p) /(,  ! "#$ %&

 3
( :< UVW d4*
q = r/N = 1 p , p = b/N
:"  4X 1+  m8 d bQ 3I HJ
2
3
1
3
0
3
P(X = 2) = C4 . C2 / C 6 = 12/20 , P(x = 3) = C4 . C2 / C6 = 1/5 ,

 

   

= np,

N n
= npq

N 1

.N6@ V$ ])9( # W)XV# " #+ %&

 .  ! "#$ %&
  :01

5 )+X@ 4K F&

 .IV TP

     !

  2-1-4



 

   ! " 

Ni # o# TX H lK [(o# k) -P# H )+X8 

b, K d  ! "#$ 3
(; n4* 
O HJ
HJ . . . [^>& 1 [^)`5 [ (X1 = 2) ^_ F)X 2 .+ p# A( 14K qe, [ (Ni = N) [)X
:"  4X F;B
 1.6 H #4, 4 . Fe  qK
x

P ( X 1 = x1 , X 2 = x 2 ,... X k = x k ) =

C N1 C N2 ... C Nk
1

N
k

n
N

= N , 1 xi = n
k


 

   
E( X i ) = n

Ni
= np i
N

.N6@ V$ ])9( # W)XV# " #+ %&

 .  ! "#$ %&
  : 01
1

" !
 3-1-4
   $ ! " 

.TLB A, xy A "4( .A, A -B# (-wK) -A( T4u v(X c "
()" r8 )s H 1
;(
.X e R 0, A ~e D;u # 1 4; X V6}* [345  67 T+{ | X a MN< z(
%G&
* - .(TLP) X ~e 14K q = 1 p, A ~e D;u 14K "xA# 14K" p q M !)(
:"  4X '
()
P( X = 1) = p,

P( X = 0) = q,

X = 0, 1.

X ~ B(1, p) /(,
    

E(X) = xipi = 1(p) + 0(q) = p =>

E(X) = p.
V(X) = E(X) E(X) = (1p + 0q) p = p p = p(1 p) = pq =>
V(X) = qp.
% & '

( 


M(t) = E(ext) = e0tq + e1t p =>

M(t) = q + pet.

.17 3); )6,8 R %&

 VW 7> =V (Jacques Bernoulli) '
() b n 1

.1 ^! ") ^KQ , F4K c T6

     

3 = ( x )3 p ( x) =(0 p ) 3 q + (1 p ) 3 p = pq 3 qp 3 = qp (q p )
3 =

3 qp (q p )
=
3
qp qp

q p
qp


  4-1-4
:
    

X = 0, 1, 2, 3, . . . n
:n; V6}* (xA# F)  ) X 3hB M) n '
() )s (>)X c
:(F) M>
 d 1
e F)  X, [F) H n  M>) ;( 9 "> 
(z )A f)P#
X = 0, 1, 2.
n = 2 : K
P(X = 0) = q.q = q, P(X=1) = P(FP) + P(PF) = p.q + q.p = 2p1q1
X = 0, 1, 2, 3.
n = 3 : K
P(X = 3) = P(FFF) = p.p.p = p , P(X = 2) = P(FFP PFF FPF) = 3p2q1
3

X = 0, 1, 2, 3, 4.
P(X = 3) = P(FFFP PFFF FPFF FFPF) = 4 p3q1

n = 4 : K

~.Gw d 1
E  4 . ])9 
W 4 , [ n - x
W 1  [ x
W 3  K.( MN6@ A# R
:"  4X \K HJ, [q>s (n = 4) - H FKy
C nx =

n!
x!(n x)!

:"  4X /g 

() )s n - H FKA# H x   14KB ',
P ( X = x) = C nx p x q n x ,

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

n = 1, 2, 3, . . .

14K q = 1 p [()A >)* # vw d;) MK

 )A R xA# 14K p [xA# F)  x lK
.q>A  n, TLP
:"  4X _8 / "" #+ %&
 3
( " o)*
P( X = x) = C nx p x (1 p ) n x

.X ~ B(n, p) ,8
:- -)L )B
* # 5 " #+ %&
 38 _ D 
[F) H   M>) 
() )s
.( ; q>A) vw )A R xA# 14K

5 )+X@ 4K F&

 .IV TP

:d 1
e 14K F) 4 (&
 ;( 9 "> # /K8 : 
x

P(X = x) = C n
P(X = 1) = C14

.F) 4 [F) 3 [-*) [MK, M) [M>

 M) ,
p q => P(X = 0) = C04 0.50 0.54 = 1/16
0.51 0.53
P(X = 2) = C24 0.52 0.52
.^)` 3 O# F)X 5 =
g ],# H F)X 3 ab>Q /E( :2 
x

n x

.H,)` -*)X d 1
e 14K /K8
2

P(X = 2) = C

(3/5) (2/5)

  

GP( $ X = X1 + X2 + X i+ + Xn 
()  ; FN< a
4S X >  HJ : 
  
:y H, %
 ? 6 5 c ._8 (E(Xi) = p) %
 P( ', p n 
E(X) = E(X1 + X2 + Xi + + Xn) = E(Xi) = pi = np => E(X) = np
V(X) = V(X1 + X2 + Xi + + Xn),
= V(Xi) = pq =>
V(X) = npq

3c  ; Xi

:D 1+4  H, %

 /K8 :
E(X) = np = 3(3/5) = 9/5 ; V(X) = npq = 3(3/5)(2/5) = 18/25
GP( $ X = X1 + X2 + Xi + + Xn  ; 
() FN< a
4S X >  :   
:,!   
 ; -(
; 5, MX(t) = [q + pet] :,!  MA  P(, p n 
p "Mx1 + x2 (t) = Mx1(t). Mx2(t) :3hB Mx2(t) Mx1(t) ,!    $  ; a  X2, X 1 Tb8 H"
:#(
MX(t) = Mx=x1+ x2 +xn(t) = Mx1(t) . Mx2(t) Mxn(t)
MX(t) = E(ex1t) . E(ex2t) E(exnt) =>

MX(t) = [q + pet]n
 

3 =

3
.
3

3 = ( x )3 p ( x) = ( x np )3 p( x) = . . . = npq (q p)
3 =

npq[(1 p ) p ] 1 2 p
q p
= : 3=

npq npq
npq

3 = 0 => 2p = 1 => p = # .w4 " #+ %&

 E# 3

4 = 3+

1 6 pq
npq

   

4 = 3 => qp = 1/6 #  " #+ %&

 E# 3


.1 ^! ") ^KQ , F4K c T6

  !

!"   # 

3,G /EG ,  ! "#$ %&

 H ) ( " #+ %&
 "9 ( c 1,) b NX N K R
(N n) / (N 1) )G 3@ " #+ %&
 H* H q); _8 H .ab>Q /E  );* ;9 ab>c
..(, n) 1 c 1,

()  

  5-1-4
:$
   

5 G k d Ti 38 14K /K8 .( ,8 ) M>

 F) 3 d 1
e  c 
;( 9 "; ( :
.H /K8, &. F)  %
* [F> 3 [F> 4 [F>
) (r)   ! "#  $ %& M) UVW H [M>) (TLB, xy -A() 
() )s # 1+ VW R
.xy r d 1
e  c -. / .01 * .  "W e UVW R X .*+,
c . qx r =,G M)G (x r) TLP 14K, pr \4K M) r xA# D;u 38 n ( 14K /g oX
X - H xy r D;E 4 . ])9 H  #W H . pr qxr -4K HVW ^b H4_ q
9 14K
G =, 4 . ])9  3hB [(xy) A# 
 MN6@ )A 38  .xy "W )s )6 38 n  % )s
:c Cr1x1 =8 [)s (x 1) - H xy (r 1) >6 4 . ])9
P ( X = x ) = C xr11 p r q x r ,

X = r , r + 1, r + 2, ... + ,

r = 1, 2, 3, ... ,+

X~BN (r, p) :/(, / " #+ ,8 1 %&

* %&
 VW d4
:"   D 1+  m8 d bQ c HJ
p q =
() () = 6 (1/8) (1/4) = 9/32
P (X = 5) =
= r/p = 3/(1/2) = 6 , = rq/p = 3 (1/2) / (1/2) = 12/2 = 6
C3151

53

C24

$
  

r
,
p

3 =

=
q +1
q

rq
,
p

, 4 = 3 +

M (t ) = p

et

(1 qe )

(q + 2) + 3(nq 1)
nq

t r

5 )+X@ 4K F&

 .IV TP


  6-1-4

  
   

. P(X = 4) = P(PPPF) : & '( 4  !" 
#"$% .

       .

? @% X (;% <% =>"+% .($%4 . 69)
45% 67*% 
2% 3  .1 ( ./ /.0 *
+% %,& .F*G% HI "% HJ"A (67*% C(D $ @% .+% C(D E) /.7"% %.1A '%. B
P(X = 4) = q3p : #O P"/"O Q1R
#"$L% SD q K <N%
#"$L4 p K 67*%
#"$L M % 
: #O P* U X
#( T
#"$% SD  N/4
P ( X = x) = q x 1 p

X = 1, 2, 3, ...


  
1
= ,
p

q
,
p

M(t) = p

et
(1 qet )

3 =

q +1
q

4 = 12 +

p
q

. r = 1 V($
1F/ HI A Q 

W $ L &  F*G% HI "% 

 
  7-1-4
  
  
   

. 5 Y.% '%. 3 4 1 Y.% ZA.4 6 Y.% ZA. 
2%
#"$% X4 .'%. 7 B.   .
[ B"+% HI "% #"\ ]^D Z"7(" JA /.0 $ - #"\
45% #*(JD ];*% HI " Y(#A & B"+% HI "%
A1, A2, . K _;"*% b,G M. .C`/ Q K7"% (a"F% H ]*1#+% _;"*% Q k B /.7"  1 V($ %
:SD (D*" Ai (_;"*%) d%$5%  E . p1, p2, p3, . . . pk K cL#"$L4 . . Ak
p1+ p2 + p3 + . . . + pk = 1
'%.e B ? (;% < =>" (7(") d$ 1 *  1(\D '%.+% Q n B _;"*% 
 /.7"% b,& .O % 
. X1 + X2 + . . . + Xk = n V($ X1, X2, . . . Xk K '%=>"+% b,G M. .P 4
:  #O X1 = x1, X2 = x2, . . ., Xk = xk :!O.+% d2%
#"$% !\f
P ( X 1 = x1 , X 2 = x 2 , ... , X k = x k ) =

n!
x
x
x
p1 1 p 2 2 . . . p k k
x1! x 2 ! . . . x k !

 
  

E(X1) = np1, E(X2) = np2, . . . ,

V(X1) = np1q1, V(X2) = np2q2, . . .

E(Xk) = npk
V(Xk) = npkqk

.1 hMk% g.% h$i% 4 'L#"$L%  W

10

   

   
  
 

:* ]B"+% ;%M% F*G% HI "% _;" Q J. _;" B"+% HI "% 
. N
, Ni
, Ni/N
pi
.eCl 1 Y.%) PA% Y.% H !F*" '%.+% Q B Y O .Cl 
#"$% !\$ ]. 42 B.  *( %  :
.(%,1&4 '%. 6 .Cl 3 Y.% ]'%. 4 .Cl 2 Y.% ]ZA.
P ( X 1 = 2, X 2 = 4, ... X 6 = 12) =

42!
(1 / 6)(1 / 6) 4 ... (1 / 6)12
2! 4! 6! ... 12!

X4 .m4*%  CX. n .O o% "%  '%. HJF 5  1 Q #. '.O 5 P/ m4*
Q ![\ .2
.4 Y '% Z".O4 2 Y '% Z".O ]1 Y '% '.O 3 :
#"$%
1


 8-1-4

 
   

HI "% HJ"A '$7*% B ? @% X =>"+% (;J .'%.+% Q ;pL 4 %X =JO B .1 ( ./ /.0 * Q1"
%  69 20
#"$% a .=JO n  1A * HI "% %,& >(

#"F/
#"$L% K\$ !  Q1 ];*%
20
0.00120 0.999 80 : & n = 100 qO
. P(20) = C100
 l2 - d2% rs
#"$%  14 ]QM/ F /.7"% %.1A '%. B tJ u%.#"F/ /.7"% .1"A *
.;*% HI "% >(

BA  >(
Bx  ] 
4w n * T ]2% b,& - v" .%X %=>

: p = /n V(y q/z H`

p ( x) = Cnx p x q n x =
p( x) =

n!

(n x )! x! n

n ( n 1)( n 2 ).....( n x + 1)
( )
x!
n

(1

)
n

1
n

n x

n x

n ( n 1) ( n 2)
( n x + 1)
.....
x

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

1
2
x 1
)( 1 ).....( 1
)
n
n
n

x!

(1

n x

n x
)
n
n x

! "# $% ! 1837         
  (Simon-Denis Poisson) (1840-1781)  
   1
(Recherche sur la probabilit des jugements en matire criminelle et en matire &' () !
*+ (, ! -./ (.
=.>  3 67 ?@AB @C .1830 67 8 $9 1:   ; $ (8 (
3 3 <7 . 4  
(-   0% 123 ". civile)
.[1997] OP
@ Q Q K 3 .DEFE =G H ?IF- J/ K  L23 0M K ! 1N

M 4%/ .< S8P .IV 1R

11

1 2
1

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

lim n 1
n

= (1 0)

=1

lim n 1 = e : T-
n

V7
p( x) =

x e
x!

x = 0,1, 2, ...

X~P() =-
. > 0 ".  WPG =. ?.
TMP ?.
! XY x (. 

1
lim n 1 + = e = 2.71828...
n

:


  
 

E( X ) = V ( X ) =

M (t ) = exp (e t 1) ,

3 =

4 = 3 +

: = e ^_8  ]  ;8' TF

 W^ ?
M ]6
/ >Z [;J T\
n =0 n!

x e
x e
x
x 1

E ( X ) = xf ( x) = x
= x
=e
= e
x!
x!
x =0
x =0
x =1
x =1 ( x 1)!
x =1 ( x 1)!

 n = x 1 W

= e e =
x = 0 n!
V ( X ) = E ( X ) 2

E ( X ) = e

E ( X ) = x
x =0

x e
x e
x 1e
n e
= x
= x
= (n + 1)
(x 1)! x =1 (x 1)! n=0
x!
n!
x =1

n e
n e

= n
+
= E ( X ) + P ( n) = +
n!
n!
n =0
n =0

n =0
V (X ) = + =

.   t   
    
:
 t    
  t 
 

  
Pt ( X = x ) =

(t )x e t ,
x!

X = 0, 1, 2, 3, . . .

.34+8 9 =5 
  ! "#$% "&'% ( )*%+, -. /0 1% 2 34*%+5 +6+76

  .*! . 
.?1 34+@ 9 +6+7 7 ; +<' =>
t = 1.5(5)

P( X

7
1.5(5) ) e 1.5 ( 7 )
(
= 7) =

7!

12

.1 BG )A+#. B+1C  D+<'D /0 E


.    

    
.a 
  ! "#$% "&'# .EK , Y= aX I J 
  ! "#$% "&'# X +- H0
  J34+@ 9 =5 
  ! "#$% "&'% ( )*%+, -. /0 1% 2 34*%+5 +6+76

  .*! . 
.34+@ 9 34
+6+7 9 1%  +<' => .34
+6+7 ), +6+76 LM,  %6
(0.05(5))9 e 0.05 ( 5)
P ( X = 9) =
9!

  
   


TU  ! "#$' .+R' +#$% S7 (Diagramme en btons) O
< P
 QE   ! "#$% N .#
3<U6 3<4\ O
+#$
 (34+<'D +#$'U W+' TU> Y
 )4&R "#$' Y
.Z ) )4&R "#$' V W+%
 .`Z# a4  O
#' N4\    ! "#$' 34+4& _ . 

 3+ QE  ]H 3ZQ 7^ J
.]H (&% 34+' 34+4& _ . .3#+*7 S4 + e&- +6 )4&R "#$'  +b4c +b4d .'# "#$'

() 
!  "##$ %!#& '#( 1 4 
.   

  

 

"#$'  3&#.\ jf+'  ! "#$% )R# +4U< . ! "#$' /0 )f+8 "#$' g# h!+@ i '6 n
+

:+6 )f+8

+
k'  .8-l 34+<'D +#$' .IV 1*

13

nq < 5 * np < 5

n 30
:134+' O
+ (4f+1C m! _
k'>#

p 0,1  n 25

 (!  7#  +<' => .%10 ?+' +` +'0 3&> 3p P+'0  
 .c +4fc =o> :  
.+'*+% +%
 3!o>6
P(X = 2) = C210 (0.1) (0.9)8 = 0.1937
:( ! +\ 3<U) 3<U6 3<4\ D =>V : ! "#$% +<' +! .2q
= = np = 10(0,1) = 1
P(2) = x (e/x!) = 12 (e 1 / 2 !) = 1/(2e) = 1,1839

  
  
 1-8-1-4

_U +r 9 .O

' D+r 9 <'># _4 S7 JO
+ s
l 48<' i <'># 3U#t O.'*  ! "#$% u
34\
 +4 4& 9 3c O
+  38&6 +b#G

 3 
 B+#4* 9 Q8  ! "#$% _
k'># 34\

. . . J+v  9 +#e'7& .@+7% 3&\.6 (microbiologie)
+<- (... J3*+' 
 

 +<' +>w) J+4f+10 O
G 3&\. 9  ! "#$% _
k'># e4>' +r 9
;  .'*# + e8- Jf+>6  z M, )* {"+Z'D .,Z!" 3U' f+> 3 

 x+E 7c! _
k'>#
.E&

 J$ O
 9 +R6 /0 1% 2 .f+R

 :]H 3U8  . ! "#$% "&'# 3
| +7 /0 f+!
2 34*%+5 +6+76

 J$ O
 9 }
#.! ='7 /0 U1# #M f+!

 J$ O
 9 B+4 /0 1% 2
+Z'D *; 3#.Z 9 .,Z LM, ~<>% ... J~*c'> /0 1% 2 34+' D D+w

 J)*%+, -. /0 1%
."; .,Z!"
.+4# ('@
+ 
  ! "#$% "&'# ( < 9 < s


  3 
h4! .1 
:_# 9 \l ~U s
+ +<'
 .( _# 9 s
+ } ># D  +<'

P(X = 0) = x (e/x!) = 0 (e/0!) => P(X = 0) = e = e2
P(X 1) = 1 P(0) = 1 [0 (e/0!)] => P(X 1) = 1 e = 1 e2
9 , 12:05 12:00 3+> (! 34 #! 3R /0 1% 2 +4>

  3!+ 34f+10 3 
h4! .2 
4 1%  +<'
 . ! "#$% "&'# 3R /0 1% 2 +4>

  3 
 h4! +<- J+4 3 i '6
.12:05 12:00 (! +4
:S 6 = 3 X 2 = 3+> 9 +4>

 i '
4
6
6
P(X = 4) = 6 (e /4!) = 1296 (e /24) = 54 (e6)

.262 x J1997 ]4!$

.Z 1

.1 BG )A+#. B+1C  D+<'D /0 E


14

 9-1-4

.Oe`c 3R'6 +#$'  q+ N, kU# oU6 
G

- ./ 01) 2 !#3  ,-( 1 +
! :3 %;#3

 9
C bx C rn x
C Nn
3!o>6 +#.7

 n

67(3 8) 13

%!#3

P( X = x) =

= np
N n
= npq

N 1

X = {0, 1, 2, , b}

+#.7U )U7

 N b b + r = N
q = r/N
p = b/N
B+4& +#.7

 b
B.<w +#.7 z r
P(X1=x1, X2=x2, Xk=xk) =

E[Xi] = n (Ni/N)
= npi

= p,

4-! 5

= pq

C Nx11C Nx 22 C Nx 33 C Nxkk

Xi = {0, 1, 2,,Ni}
xi = n,
Ni = N

C Nn

P(X = 1) = p,
P(X = 0) = 1 p = q

C nx =

n!
x!(n x)!

= r/p ,
P(X = x) = Cr1x1 pr qxr
= rq/p

*+) % &
'$(

../0.
1234 (%,!

#
$
X~B(1, p)

X = {0, 1, 2, , n}

5'/0. '06 7,(

p) '83.9
%,!
.(:$6


X~B(n, p)

X = {r, r +1, r +2,

, +}

7,/.  < :X
=8< >?@8 'AB 
)  
&/  r  <
(
.'0
$ 7,( C

X = {1, 2, , +}

7,/.  < :X
=8< >?@8 'AB
C >
D E/
.%,! '0
$ 7,(

 


 A.8 F0GH4 I
'$( =8< 
.J. % H. %,!

  

= 1/p,
P(X = x) = qx1p
= q/p
P( X1 = x1 , X 2 = x2 , ..., X k = xk ) =

i, 0 xi Ni,

V(Xk) = npkqk

n!
x
x
x
p1 1 p 2 2 . . . p k k
x1! x 2 ! . . . x k !

E(x) = V(x) =

x e
P( X = x) =
x!
P(X = 0) = e

E(Xk) = npk

P(X 1) = 1 e

 
 

      


    

 
. ! 

X = {0, 1}

P(X = x) = Cxn px qnx

= np, = npq

<=3 >?
.z+ 0 
! =o
.(*;  +#.- X~H(N,
b, p)

k
i =1

xi = n,

k
i =1

Ni = N

X ={0, 1, 2,
+}

  < :X
 
%.K C L &D
 &  < 5A X~P()
>0

 '@ C ' .
... 5MN

 O. D '0G.&P H A. .IV 1? 

15






 

2-4

D. Normale ou D. de Laplace-Gausse


Distribution exponentielle 

Distribution gamma 

Distribution bta 

1

     

 
1-2-4

IQ  %*2 '29

=8< R2S4 T?U  V W X O.P 'H '0G.&P H A. FI  H02S  A. H
%*2 '29

 F[ 9Y
 \ , C  ,W   
 'Z 'K ?$ 
.U 8K .' ?.YP
'0<G.P
'0H02S
8 
.MA
_ '29$ `I 1
.'3 ,?Y   '$,3 '29

'3 >[  '808Y '29

5 ].  '2 Y ^
 1! a 5>G.&P V0G9
M !b 
 5'29 1b c` d@W M! 
/. H. F8H C 
02 e`I
:(F Q
) H02S  A.   I
].W >& 16G.
f(x)

    2 4 

 1-1-2-4
:
 

      

f ( x) =

1/ 2

< x <

   "# $%&

# '(

  (     )   

(Carl Freidrich 36 78 / (Pire Simon de Laplace 1749-1827) 34,5
(-%. ) . / ) 01 . ) 2% ) *+, 1
G ,/ H %F-? .1893 E (Pearson) )+A, B

   ( CD? "# #? .)-9 :; <= "# >0 /? "# - ": Gauss 1777-1855)
. 329I J(1997)

.1 K1T
2% KLMN / O5M5 PQ >R #

16

F ( x) = P ( X x) =

v
1 / 2

dv

X ~ N(, ) -/ .YH  Z %[5 / 6 V  WD X / U M

   2-1-2-4
:O5M4  0LMN _/ T " Z = (X )/ H  $A\ ] ^(
JF(z) = P(Z z) /? P(0 Z z)
:
  Gb/ / / x > ;a 3 "# 5 , Z M / _Ba 5 , F/ f   ,, `( U M
f ( z) =

1
2

z / 2

F ( z ) = P( Z z ) =

< z <
1
2

u
2 du

:)? *-/ .


  Y? X  f.- 
 Z )e JZ/ X cA\ c,  d 64 PQ %F,
E(Z) = 0, V(Z) = 1
.YH 

  
 Z :_9-/ Z ~ N(0, 1) :

 
  3-1-2-4
t

M x (t ) = exp t +

:

  $A\ ]/1 $   

 (4 = 3) 1`. >## g U M J.# 5/ 

, # 5 J5 # g h-?

  i0LR "#
.O  _ D5 H #


3 =

3
= 0 6  9 _M >l# h-? k?

  i0LR "#
3

$A\  6 Y? >p? "# h-? o q J0 _M Z  >lm o (C-? *+% %F-?) n+ _M X # >lm
: z > 0 H 

.0 Y/(

  `. ># J4 = (4 / 4) - 3 \ L ] ^( " 
(, #? J4 = 4 / 4 `. >## \ r (M 1

# ^+ %8  M5 O .IV >L.

17

P(-z Z 0)

P(0 Z z)

P(Z -z)

P(Z z)

P(-z Z z)

-z

P(- Z z)

P(-z Z )

         3 4 

P(0 Z z) = P(-z Z 0) = P(-z Z z) / 2

P(- Z z) = P(-z Z ) = P(-z Z z)/2
P(Z -z) = 1 P(Z z) = P(Z z)
:rR B#/  vw (OM( ) O5M5 s(t `u Z H  $A\ ] ^+
P(- X ) = P(- Z ) = 0.6837,
P(-2 X 2) = P(-2 Z 2) = 0.9544,
P(-3 X 3) = P(-3 Z 3) = 0.9973.
.p % "# A E ; x y  0LMN _/ T E $%# ;Az/ * 9 C:;
*+% %F-?)  vw $A
 M(# )? {M5 J
2% 6 s%9, O %. 1% k?

  i0LR "#
: p  ~2 _| :; "D % y O %. 
(- )? o # J(-3 X 3 ) _| E $HL} (C-
P(X -3) = P(X 3) = (1 0.9973) / 2 = 0.0027.
P(X -4) = P(X 4) 0 ,
P(X 4) = P(X -4) 1

.1 K1T
2% KLMN / O5M5 PQ >R #

18

- 4

- 3

- 2

-1

+1

+ 2

+ 3

+ 4

2 = 68.26%
4 = 95.44%
6 = 99.73%

- ./# 01 +, '(  ) * 44 

z =1, 2, 3 U M P(0 23(45#

Z z) : (M? (1  0LM5 _/ T _+, :
.z _ * 9 f.- >p? "# P(-z Z z) (M? (2
0.49865 J 0.47725 J 0.3413 (1
0.9973 J0.9545 J0.6827 (2

 

 
  

4-1-2-4

%? '0- )
/ .


  p %9
0  H
D " 0 "# %6 Az p/ $A
 n M E
:-/ .%? $A
 n v-  ,H9
lim n P(a z b) =

1
2

e z / 2 dz ,

z=

x np
npq

.0.5 "# %6 p )


  "#
0  sH9 %(/
: !"# $%&
.0.5 "# g? X4 nq / np # D 04#
0  PQ %9 g- #D

:B# 1, "# >B+? Bk, %R? D 6 ) 0LM5 , ] ^(  
npq9
n 20, np 10, nq 10

.262 I .1997 G ,/ H %F-? 1

# ^+ %8  M5 O .IV >L.

19

 

 
   5-1-2-4

:-/ 9,# '0- )  )+ ,/


 c )e # D

x
lim P a
b =

1
2

z
2 dz

:%9 $ D6
15  *04#

  PQ )+ ,  "# %9 )? g- #D
10 %9 %= 1c 0LMN "#  D   
.$H: /%= (M

 / )+ , J
0 :# 4 O '0- sH9 )? "/
 
 2-2-4

 % &'( )*  %+ ,-. "  #$
 .
 
 
       
   
9   ...5 6 718 -9 : ;<=  %/ 0 1'  %
2. 3" 43&'
D E 6
- F <2 
G  + H A %#*&' :I -9 (atomes radioactives) >) ?;@  A   BC
) :ME % @( -  NAI O9P :Q $ME %:  3.- 9R    . J CK L1=
:ME :  -  " Q3 ST
 7JP :Q $T %#$ 6 7BCQ U  -' VWA O9P V
. :=
 [ J \X X 9R ]@( V-' .  -' Z) :P "I" : 7JP V  X )
.       

 1-2-2-4

.  NA 7^ : ' -' V C  C NA  :I ; _X 
. t   (3BQI PI NA) 9 6 NA ` :I 7CA aPI
P(X 1) = 1 et
P(X 1) =1 P(0) =1 [ . e /0!] =>
 F(t) = P(T t) P %VWA V
  EB*  f(t) X :*  :$T VWA V ( )
  T d 3X
.T 7 
:9I PI  VWA V
 :* :I P 7CA e2X
::$T P = P(T t = 1) X
P = F(t = 1) ............ (1)
0t

:V   NA 9 6 ` :I 7CAh 7 ( P :I g3"I  A=


P = P(X 1) = 1 et .......... (2)
F(t) = 1 e t ............ (3)
f(t) = F(t) = (1 e t)
f(t) = e t

:I iX= (2)P (1)


jX P

.j&= a3) 1

.1 lo k3 l1Am P ?hCAh ST "

20

:: ' pEP
  ;3*  > NA :Q $T : 9
p (x ) =

( ) x e

x!

:Z  - VWA V T
 :ME

e
f ( ) =
0

>0
0

,
,

.ea 

A  H A
.:  j9R e   qI 6CP   : @( 6C

 
   54

     !
."#
$ %&'( ) *+ , -.

   2-2-2-4

= 1/

= 1/

Med = ln(2) <

M x (t ) =

:  CQ   
- P k3 9 6
(+=

+

E ( X ) = xf ( x)dx = 0 + x(e x )dx.

x (e

)dx = udv.

u = x du = dx, dv = (e x )dx v = e x .

[(

E ( X ) = [uv ] vdu = x e

)]

e x
1
1
E( X ) = .
dx = 0 +
= 0

V ( X ) = E ( X ) E ( X )
+

E ( X ) = x f ( x ) dx = 0 +

x ( e x ) dx =

E ( X ) = [uv ]0

x ( e x ) dx

u = x du = 2 xdx , dv = ( e x ) dx v = e x .

udv.

[ (

vdu = x e x

)]
2

V ( X ) = E ( X ) E ( X ) =

2 1
1
= .

e x ( 2 x ) dx = 0 +

2 xe x dx =

2E ( X )

2
.

 
     .IV 

21

:      

  !"#$ 
x

x > 0 : F ( x) = f (u )du = 0du + e

e u
x
x
du =
= e + 1 = 1 e
0

x 0 : F ( x) = 0du = 0

1 e x , x > 0
F ( x) =
x0
0,
  3-2-4

45 &6
 ,
,  &'
() $)* +, - .  !  )  / 012 3)  ( ,
 "@ A3   ( , B
5 .2?) >t >F 3 9(1 :; - !<" ='
$ .-7 8(
.1C D)E FG 'H6) H
 ,


 1-3-2-4

:  9J 6 F$ .K  ( , L, M; NO &PQ ! RS$
cx 1e x / ,
f ( x) =
0,

x>0
x0

T
c=

1
,
(
)
x 1e x dx

0
( )

, > 0 , > 0

U 
x 1e x /
,

f ( x) = ( )
0
,

x>0

, > 0, > 0

x0

X ~ (, ) 4V$)

.158X >1983 >0)HW ) 0W :@$; 1

.1 Z+^ Y Z[ )  \K H

22

f(x)


    64

   2-3-2-4

= , = , M(t) = (1 t)
: >1 _; !
() = ( 1)( 1)
: N  ` )
() = ( 1)! , (1/2) =
b " 2? , 0;  > = 1 !;  ( , ! aH  " PH <9J >  3 (1  ( 
. = 2 )  c 4_ Ld 6
!; = /2 7  ( , ! aH
:  45; ., .

720,

t 4 e t dt ,

x 6 e x dx,

ex
dx,
x1 / 2

ex
dx = x 1 / 2 e x dx = (1 / 2 ) =
1/ 2
0
x

(7 ),

(4.5),

(2.5).

t 4 e t dt = (5) = 4! = 24, x 6 e x dx = (7 ) = 6! = 720,

0

(4.5 ) = (3.5 + 1) = 3.5 (3.5) = 3.5( 2.5) (2.5 )

2.5) =(37.)5=(26.!5=)(1720
.5)(, 0.5)(0.5( 2) .=5)3=
.51(2.5.5)((01..55))(=0.15.)5

(7 ) = 6!= 720,

(2.5) = 1.5(0.5) = 1.5

:  ! "# Z Y X    

 .2
x4ex / 2
,

f ( x ) = 2 5 (5)
0
,

0
,
0

x>0
,
x0

y 3e y / 4
,

f ( y ) = 4 4 (6)
0
,

z 2e z
,

f ( z) = 6
0
,

y>0
,
y0

z>0
z0

x = = 5(2) = 10, x = = 5(2) = 20,

() #!* + , .IV %&'

23

20, y = 4(4) = 16, y = 4(4) = 64, z = 3(1) = 3, z = 3

  4-2-4

+,-. *+,-.  *F *t  "#$ %&'# () (   )  

        
.;< *5 7  = > #-?  > # 9. *1 0 : 3 4 567 8 9. %&'# *1/0 1#

 1-4-2-4

:+ ? AB.? >C D? E<     F >,GH 6 IH J


x 1 (1 x ) 1

f ( x) = ( , )
0

0 < x <1

( , > 0)

ailleurs

B ( , ) = u 1 (1 u ) 1 du ,

, > 0 : >& +/ B(, ) ()

X ~ B(, ) 1 
f(x)
1

= 2, = 4

= 4, = 2

= 1/2, = 1/2

0,5

x = 0.5   !" #$ % &

'(&" )*+ .       
  7 4 
    2-4-2-4

,
+

( + )( + + 1)

:
  ,"-" ,
."

.L# M7 1

.1 OV +N OP)Q  5R)R S< 9T&

24

B ( , ) =

( )( )
( + )

:+  1#) .J.
B(3, 4),
B (3, 4) =

B(1 / 2,1 / 2),

B(n, 2),

B(1, n),

B(n,1) (n N )

( )( )

(3 1)!(4 1)!

2
1
=
=
= ,
, B(1 / 2,1 / 2) =
(7 1)!
120 60
(1 / 2) + (1 / 2)

( n 1)!1!
1
,
=
(2 + 1)! n( n + 1)!
1( n 1)! ( n 1)! 1
B(1, n) =
=
= ,
n!
n(n 1)! n

B ( n, 2 ) =

B( n,1) =

B (3, 2) ,

( n 1)!1 1
=
n!
n

x
0

x(1 x)dx

(1 x) 3 dx,

:+  1#) .2J.

B (3, 2) = 1 /[ n(n + 1)] = 1 /[3(4)] = 1 / 12

1
(5)(4) 4!3!
=
=
,
0
8!
280
(5 + 4)
1
1!1!
0 x(1 x)dx = B(2, 2) = 3! = 1 / 6
1

(1 x) 3 dx = B(5, 4) =

:[ 1   >B. >C Z &Y B( , ) =

( + ) 1
1
x (1 x ) ,

f ( x) = ( ) ( )
0
,

( )( )
>WX J
( + )

0 < x <1
ailleurs

. = 1 , = 1/ &-H W  I >\T >) / +] 

._ 1M + ` C&H () = /2 , = 2 &-H W  I >\T >) / 2^ 
:c    = aQ > # D? E< *I  = ab >W7 > #- 1#) .3J.
6(1 x) 5 ,
f ( x) =
,
0

0 < x <1
sinon

B(1, n) = 1 / n 6 = 1 / B(1, 6). :-& L# J.7 I

X ~ B(1, 6) Z &Y *c dH 6 1 Z#  N

=

= 1 / 2,
+

=
= 1 / 20. :-
( + )( + + 1) 16(5)

. %35IH > #- & Z J) >W7 > #- 1#) .c    >#e f g 7 aQ > # .4J.
12 x (1 x ),
f ( x) =
0

0 < x <1
, sinon

12 = 3 * 4 12 = 1 / B (3,2) X ~ B (3, 2) =
1

P ( X > 0.35) = 12 x (1 x )dx.

0 , 35

3
=
= 3 / 5 = 60%
+ 3+ 2

&' .?] >)R 5 .IV 9Ph

25

I
soit : v = x dx et u = 1 x
1

1
x3

1 x P( X > 0.35) = 12 (1 x) + x dx = 0.3125

3 0,35 0,35

 5-2-4

.        !" #  



         2

  &'(
P(Z -z) = P(Z z)
P(-1 Z 1) = 0.6826,
P(-2 Z 2) = 0.9544,
P(-3 Z 3) = 0.9973.
Med < , P(X ) = 0.63

( ) = t

1 t

e dt , > 0

$  %  #   ! "

f ( z) =

1
2

z / 2

< z <

Med = Mod = = 0, = 1
e x , x > 0
= 1/, = 1/
f ( x) =

0
,
0
x

F(x) = 1 ex
x 1e x /
,
x>0

f ( x ) = ( )
0
,
x0

> 0, > 0
= , =

 
)*$+  
,-*
X~N(0, 1)

)
  

% .
X~ (,)

B ( , ) = u 1 (1 u ) 1 du
0

( )( )
( + )
> 0, > 0
B(1, n) = B(n, 1) = 1/n
(n>0, n )
B ( , ) =

x 1 (1 x) 1
, 0 < x < 1, , > 0

f ( x) = B( , )
 */ .
0,
;<=>?
X ~ B(, )

,
+

( + )( + + 1)

.1 '-
 %& '!(   )* +" 

26

 6-2-4

 
     
>?@ =  < : ;* (... 5678   5 "  )  ./    + %  0 1  2  23
=3G 0HI t   T  7F ? .7  6   :D ED (vieillissement) 1A3# 0BC  1/
.+HO P .7 QA R  ? @SI  LD MN KT 7J# 0HI   t
P(t) PU . F P Y#ZW8 [ ZHI \]  T   GU A VW  +XD P :  
'W? . t1 = t + t d (t, t1) ` a bcOI 1 2  .  5t 7J# ^ )* _W D Z3  
: f P(B/A) = P(AB)/P(A) :G  23 e#2
P(t1/t) = P(t1)/P(t)
0

t1

56i ` j" +Z2 kO  Q(t, t1) g -W h"D QX P
Q(t, t1) = 1 P(t, t1) = 1 P(t1)/P(t) = [P(t) P(t1)]/P(t)
= [P(t) P(t + t)]/P(t) = [P(t) P(t + t)]t/P(t)t
P'(t) = limt
0 [P(t + t) P(t)]/t ::D l#8
Q(t, t1) = [-P'(t)/P(t)] t + (t)
bW
t
0  a f -P'(t)/P(t) = (t) 0&? 
Q(t, t1) (t) t
(taux op Z2   b#2 Y#Z  #H3 7J# a mOI (0, t) c j" mOI n ZO :D  . (t)

:qU8 .de dfaillance instantan)

(t)dt = P(TBF < t + dt | TBF > t)
.T g 6!" < -W  5(t = 0) 7J# iW +Z2 :A Z3 +2   +r TBF PD

      .IV +!c

27

- 1  8D) Z3#  A D F A +s  v(t) g b - t 7J# +HO +Z2 kO 1 2 
.(R(t)
(t) = :U t P- P2 jZ j3  G a ED Z2   63   a .   
&c +/ a 5c ti. j" +Z2 ED kO 1 2  bI; . t 7F ^ )* Z3   .?@
: ? 0I 0H t c a (X g b -W) Z2 A 2 :U P- P2 <j3  Z2   H@ P2 3?
g
0 -t
-t
P(X = 0) = (t) e /0! = e = v(t)

v(t) = P(T > t) = e-t     % &' ( 8 $4 "#
.(taux de dfaillance) Z2   D P   a Z2 A 2 = 

a 03I R Z2 A 2 +r   X vw 0&? Z3    T     VW  PUs - uc8 P
:(0, t) P-  
-t
F(t) = P(T t) = P(X > 0) = 1 P(X = 0) = 1 e
:T vw# GU A e#2 +!x 0 A y3\?
-t
f(t) = F'(t) = e
(t > 0)
.%  0 A %.
%. Z3 F O  

MTTF = E (t ) = tf (t )dt = te t dt = 1 /
0

= v(t )dt = e t dt =1 /

.Z2   g#3 . 
.dt . ? +ZI n Z3  dt vwz W G a +Z 
 #  GU A VW  +#J a {; 3Z 1 8 :D PUs .(temps de paration) )* + ,
63}   a |jz( A )* +!W 3? Z~ uc8 0H8 d 5TR #Z ZO |jz* #2 QOwI R
:|jz(  
-t
f(t) = e
(t > 0)

28

.1 '-
 %& '!(   )* +" 

.P   a jz( A 2 =  ED |jz(   d

MTTR = 1/ |jz(   = 
.dt E dt   a (#!I) -.
  )* +Z  P 38 
:+  38  :UI 0 g +Z F  1 g Q
 F 8-6 ;*

P0(t) = P1(t)  P'0(t) = P'1(t) = 0 ::U 63   a 5G6 ## +s l 
.+Z   P1(t)  -.
   P0(t) d
:UI :D  ED -.
 \] . " lQ \] e#2 +!J8 6 78 1  ?  63  \ +& a
:L   )* ]I t  A(t) = A  7F a Fz Z3
MTTR

=
A=
+ MTTF + MTTR
Q a +ZI 2 7 I 1 a 2 24/24 +I ZO D 17W %99 .6 3 -.X :G  +H e#2
.%99.965 P2 +3I  -.X q#Z 17W uwW Q a +ZI 3OA 15 W?
>8 ;*  Q#ZI +HO  +2   + (thorie de la fiabilit)  78 a %  0 1 8 j
# %. p 2 P W # a A2  i. Y3J . ucW? +Z# I  
 s 3 p
+Z  :U (priode de rodage) _W +w ) c a .1A3 G  yjZ8 G ? Z 
Z~ i. PU 5(... 5q a +#" 5 A a +#") Z3 D p 0W!I #2 a W  38 qH? vH
(priode d'exploitation normale) %HZ jw  G e2 I 8 # S (MJW 78D) 2? 'B
#3 H8 6A8 Z2 :UI d 63  P c ti. ? .((t) = ) 3 Z2   :U d
 - Z2   :U d (priode de vieillissement) 1A3 # SI (P- P2 P) p 2 P2
0 .(...5?6 56) = B Q&I qH? 1   qH? p j. Z2 ti. qH :U 
:%#   (Weibull) +H 0I .  j + m! Ei 
abt b 1e at b , t > 0
f (t ) =
0
,
t0
(1 + 1 / b)
(1 + 2 / b) (1 + 1 / b)
=
=
= MTTF ,
,
1/ b
a
a2/b
b
b
(t ) = abt b 1,
F (t ) = 1 e at P(T > t ) = e at = v(t )

      .IV +!c

29

(t)
O@
+Z  

t
I

II

III

  *

 &' -. . 9$4 "#
bH l _W : ) # qZI v  a 5 c L z" D ; eZ  # I
W :D  K0H #2 +HO ED W  ] +HO P c W i D  3W D 'Z" J!
.XWU 6ZI H _W  H  l :D +HO 1A3 G )* +!I  6A8 8U(
5?@ Z2   :U PD 8 # a i. Y3J  b = 1 PD +H 0I P z"  . %  0
  Z2 #U  a t6H2 PUs 0O 5 b >1 g -r v" #  b < 1 g -r ) #
  a Z2 A 2 ( ) =  (t) 5 (Mean Time To First Failure) +Z +HO (O) Z 
AX 1 2) + 6   %. (fonction de la fiabilit) ( BD eI) O@ A v(t)  P-
.t ?  )* (Z2D
)* G&(? 5c# 62 a (mortalit) G   mz G^s  a BD 1  :D PUs +H 0I
vw P n A 2 ? P vw wz  :83 D 5j.j  F :  3 mz  b  
.n
 0 #@ #3