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Miqlhc Zaznhc
Tmma Statistikc
Oikonomik Panepistmio Ajhnn
3 Martou 2003
Keflaio 1
Qroi Pijanottwn
1.1
Oikogneiec
Sunlwn
P.1.
P.2.
P.3.
A.
A A sunepgetai ti AC A .
An Ai , i = 1, 2, . . . n ankoun sto A tte
Sn
i=1
Ai A .
Parathrome ti h trth sunjkh pou onomzetai idithta tou <<kleisto up peperasmnec enseis>> exasfalzetai arke na isqei h fainomenik asjensterh sunjkh
A, B A sunepgetai A B A . Epshc, lgw twn nmwn tou de Morgan kai thc
sunjkhc P.2, h isqc thc P.3 exasfalzetai an A, B A sunepgetai A B A .
Mia oikogneia sunlwn F onomzetai s pedo ( s lgebra) an ikanopoie tic
sunjkec
SP.1.
F.
5
KEFALAIO 1.
SP.2.
SP.3.
QWROI PIJANOTHTWN
A F sunepgetai ti AC F .
An Ai , i = 1, 2, . . . ankoun sto F tte
i=1
Ai F .
ni=1 (ai , bi ]
Prtash
1.
Orismc
1.
1.2
Mia akolouja sunlwn {Bi } ja onomzetai axousa an Bi Bi+1 gia kje i. Antstoiqa, h akolouja ja onomzetai fjnousa an Bi Bi+1 gia kje i. Mia axousa
fjnousa akolouja sunlwn ja onomzetai monotonik. To rio mia axousac
1.3.
n=1
'Estw Ai , i = 1, 2, . . . mia oiadpote akolouja sunlwn (qi upoqrewtik monotonik). Orzoume to kattero rio (limes inferior) thc akoloujac wc to snolo
\
lim inf An =
n
(1.1)
Ak .
n=1 k=n
[
\
lim sup An =
n
(1.2)
Ak .
n=1 k=n
T
Parathreste ston orism (1.1) ti, ta snola Bn :=
k=n Ak apotelon
S mia
Taxousa
akolouja: B1 B2
T B3 . An lim inf n An tte n=1 k=n Ak to
opoo shmanei ti
k=n0 Ak gia kpoio n = n0 (kai sunepc gia la ta epmena
n). Epomnwc to lim inf miac akoloujac sunlwn enai to snolo lwn ekenwn twn
stoiqewn pou ankoun se kje An ektc ap na peperasmno arqik pljoc.
SParmoia, ap ton orism tou anwtrou orou (1.2) blpoume ti ta snola Cn :=
k=n Ak apotelon
T S mia fjnousa akolouja: C1 SC2 C3 . An lim supn An
tte n=1 k=n Ak to opoo shmanei ti k=n0 Ak gia peiro pljoc ap touc
dektec n. Epomnwc to lim sup miac akoloujac sunlwn enai to snolo lwn ekenwn
twn stoiqewn pou ankoun se peiro pljoc ap ta An .
Parathrome epshc ti, ap touc nmouc tou de Morgan,
kai
S
Prgmati, gia kje mT> n isqei
ti
A
k
k=n
k=n Ak ap' pou bgzoume to
S
1.3
Axiwmatikc Orismc
Mtrou Pijanthtac
Ja onomzoume sunolosunrthsh mia sunrthsh orismnh pnw se mia klsh uposunlwn tou me timc stouc pragmatikoc arijmoc. Enai safc ti jloume na
orsoume to mtro pijanthtac wc mia sunolosunrthsh me timc sto disthma [0, 1].
KEFALAIO 1.
QWROI PIJANOTHTWN
H duskola gkeitai sto pedo orismo tou mtrou pijanottwn. Sthn pio stoiqeidh jerhsh mporome na orsoume to mtro pijanthtac pnw se na pedo
uposunlwn tou . Afo kje uposnolo enai na endeqmeno, h logik upagoreei
ti h klsh twn uposunlwn pou mporon na enai endeqmena prpei na enai kleist
wc proc enseic, tomc kai sumplhrmata. Aut h jerhsh mpore na enai eparkc
gia stoiqeidh problmata jewrac pijanottwn, to majhmatik endiafron tmma thc
jewrac pijanottwn, sumperilambanomnou kai tou jemelidouc nmou twn meglwn
arijmn, apaite pwc ja dome qi mno peperasmnec all kai arijmsimec enseic
kai tomc. Sunepc to fusik pedo orismo tou mtrou pijanottwn enai na s pedo
endeqomnwn.
'Estw F na s pedo uposunlwn tou . H sunolosunrthsh P : F 7 R
ja onomzetai mtro pijanthtac sto F an
Orismc 2.
MP.1
MP.2
MP.3
P () = 1.
Gia kje A F , P (A) [0, 1].
Gia kje A1 , A2 , . . . , Ai , . . . , sto F ttoia ste Ai Aj = tan i 6= j , isqei
ti
!
[
X
P
Ai =
P (Ai ).
(1.3)
i=1
i=1
H teleutaa exswsh onomzetai arijmsimh prosjetikthc gia to mtro pijanthtac kai enai h jemelidhc idithta enc mtrou pijanottwn.
Isodnama, pwc ja dome sth sunqeia, ant gia thn arijmsimh prosjetikthta
mpore na upojsei kanec ton sundiasm thc peperasmnhc prosjetikthtac dhlad
thn
MP.3'
i=1
MP.4
i=1
Ai =
(1.5)
1.4.
Enai ekolo na dexoume thn isodunama thc MP.3 me tic MP.3' kai MP.4.
Prgmati, h MP.3 sunepgetai thn MP.3' an dialxoume Ai = gia kje i > n. Ja
dexoume sth sunqeia ti sunepgetai kai thn MP.4. 'Estw ti Bi enai mia fjnousa
akolouja, ttoia ste Bi . Ta snola
S Ci = Bi \ Bi+1 , i = 1, 2, . . ., enai xna
metax touc kai ikanopoion thn sqsh i=1 Ci = B1 . Sunepc, lgw thc arijmsimhc
prosjetikthtac, isqei ti
P (B1 ) =
P (Ci ) =
i=1
P (Bi+1 ) P (Bi ).
(1.6)
i=1
ap' pou sungoume ti limn P (Bn ) = 0 kai sunepc ti h MP.4 isqei. Ara
dexame ti MP.3 (MP.3' kai MP.4).
Mnei na dexoume kai ti (MP.3' kai MP.4) MP.3. gia kje n ti
S
Sn
S
Jtoume C :=
i=n+1 Ai .) Profanc
i=1 Ai kai Bn = C \ ( i=1 Ai ) (dhlad Bn =
isqei ti Bi Bi+1 kai Bi . Ap thn MP.4 epomnwc qoume ti
(Bn ) =
Slimn P S
n
A
)P
(
0. AllSap thn peperasmnh
prosjetikthta
qoume
P
(B
)
=
P
(
n
i=1 Ai )
i=1 i
Pn
n
kai P ( i=1 Ai ) = i=1 P (Ai ). Sunepc
!
n
X
[
P (Bn ) = P
P (Ai ).
Ai
i=1
i=1
[
X
P
Ai =
P (Ai ).
i=1
1.4
To Jerhma
i=1
epktashc
tou Karajeodwr
Sthn prohgomenh pargrafo dsame nan axiomatik orism enc mtrou pijanthtac
orismnou pnw se na s pedo. Dedomnou mwc kpoiou s pedou, den enai en gnei
kajlou profanc pc na orsoume na mtro pijanthtac to opoo na ikanopoie tic
sunjkec MP.1 MP.3 kajc kai an aut enai dunat. H sunhjismnh odc gia ton
10
KEFALAIO 1.
QWROI PIJANOTHTWN
orism enc mtrou pijanthtac enai na to orsoume prta se mia aplosterh klsh
sunlwn kai sth sunqeia na to epektenoume sto s pedo pou genntai ap aut thn
klsh sunlwn. To akloujo jerhma (pou diatupjhke gia genik mtra stic arqc
tou 20ou aina ap ton K. Karajeodwr) mac exasfalzei aut thn dunatthta. Prin
to diatupsoume mwc ac xekajarsoume thn katstash me ton akloujo orism .
Estw F0 na pedo uposunlwn tou kai P0 : F 7 [0, 1] mia sunolosunrthsh orismnh sto s' aut. To P0 ja onomzetai mtro pijanthtac sto F
an
Orismc
3.
i) P0 () = 1.
ii) Gia kje akolouja sunlwn {Ai } tou F0 ttoiwn ste
Aj = tan i 6= j , isqei h arijmsimh prosjetikthta:
!
[
X
P0
Ai =
P0 (Ai ).
i=1
i=1
Ai F0 kai Ai
i=1
H diafor anmesa s' autn ton orism kai s' ekenon thc prohgoumnhc paragrfou enai ti ed upojtoume ti to pedo orismo tou P0 enai na pedo kai qi
na s pedo. Sunepc h arijmsimh prosjetikthta den isqei gia kje akolouja
sunlwn tou A all mnon gia ekenec tic akoloujec twn opown h nwsh sumbanei
na ankei epshc sto F0 .
'Estw na mtro pijanthtac P0 orismno sto pedo
F0 kai stw F to s pedo pou genntai ap to F0 . Tte uprqei na monadik mtro
pijanthtac P to opoo epektenei to P0 sto F , dhlad na mtro pijanthtac orismno
sto F kai to opoo sumfwne me to P0 sto F0 .
Jerhma 1 (Karajeodwrc).
X
[
P (A) = inf
P0 (Ai ) : Ai F0 , i = 1, 2, . . . , kai A
Ai .
(1.7)
i=1
i=1
1.4.
11
(
Ai F0 , i = 1, 2, . . . , : B
(
Ai F0 , i = 1, 2, . . . , : A
Ai
i=1
)
Ai
i=1
(An mia akolouja sunlwn kalptei to B , tte kalptei kai to A pou periqetai sto
B .) All to infimum pnw se na snolo pou periqei kpoio llo ja enai mikrtero
kai epomnwc P (A) P (B).
3.) Gia kje snolo A F0 isqei oti P (A) P0 (A). Aut enai profanc afo
mporome na dialxoume A1 = A, Ai = , i = 2, 3, . . ..
4.) To mtro P enai arijmsima upoprosjetik, dhlad gia kje B1 , B2 , . . . ,
isqei ti
!
[
X
P
Bi
P (Bi ).
(1.8)
i=1
i=1
Tonzoume ti sthn parapnw sqsh ta Bi enai aujareta uposnola tou , den enai
de kat' angkh xna metax touc.
Apdeixh thc upoprosjetikthtac: 'Estw > 0 dedomnoc jetikc arijmc. Gia
dedomno i dialgw mia akolouja uposunlwn tou F0 , Ci1 , Ci2 , . . . ttoia ste
Bi
(1.9)
Cij
j=1
kai
P (Bi )
(1.10)
P (Cij ) + 2i .
j=1
Aut
ap ton orism tou P . Afo h (1.9) isqei gia kje i qoume
S ti
S
S enai dunat,
i=1 Bi ,
i,j=1 Cij . 'Ara, afo h oikogneia sunlwn {Cij } kalptei to
i=1 Bi
ap ton orism tou exwteriko mtrou isqei oti
[
i=1
!
Bi
X
i=1 j=1
P (Cij )
P (Bi ) 2
i=1
P (Bi ) .
i=1
P
S
4.
(1.11)
12
KEFALAIO 1.
QWROI PIJANOTHTWN
Parathreste ti E = (AE)(AC E) kai sunepc, lgw thc upoprosjetikthtac, qoume P (E) P (A E) + P (AC E). Epomnwc h (1.11) isqei an mporome
na dexoume ti
P (E) P (A E) + P (AC E).
(1.12)
'Estw M h oikogneia lwn twn metrsimwn uposunlwn tou , dhlad
M := A : P (E) = P (A E) + P (AC E), E .
Lmma
1.
(1.13)
P (A B E) + P ((A B)C E)
= P (A B E) + P (AC B E) + P (A B C E) + P (AC
= P (B E) + P (A B C E) + P (AC B C E)
= P (B E) + P (B C E)
= P (E)
B C E)
(A M )
(A M )
(B M ).
Afo h M enai kleist ktw ap peperasmnec tomc kai sumplhrmata enai kleist
kai ktw ap peperasmnec enseic ap touc nmouc tou de Morgan kai sunepc enai
pedo.
Lmma
2.
P (
Ai ) =
i=1
(1.14)
P (Ai ).
i=1
(A M )
(A B = )
X
[
[
P (Ai ) = P
Ai P
Ai ,
i=1
i=1
i=1
pou h prth isthta ofeletai sthn peperasmnh prosjetikthta pou mlic apodexame kai h deterh anisthta sthn monotonikthta tou P . Afo h parapnw anisthta
isqei gia kje n, isqei ti
!
[
X
P
Ai
P (Ai ).
i=1
i=1
1.4.
Lmma
3.
13
P (E) P ((
(1.15)
i=1 Ai ) E) + P (( i=1 Ai ) E).
T
C
(Jumhjete thn (1.12).) Orzoume tra ta snola D1 = A1 , Di = Ai i1
j=1 Aj ,
i = 2, 3, . . .. Profanc ta {Di } enai xna
touc kai epiplon ankoun la sto
S metax S
M afo enai pedo. Akma isqei ti i=1 Di =
i=1 Ai . Sunepc qwrc blbh thc
genikthtac mporome na upojsoume ex' arqc ti ta {Ai } enai xna metax touc.
Apdeixh:
Gia n = 1 h parapnw sqsh enai profanc. Upojtoume ti h (1.16) isqei gia mia
sugkekrimnh tim tou n kai ja dexoume ti aut sunepgetai thn isq thc gia n + 1.
Prgmati, dedomnou ti Bn Bn+1 = Bn kai BnC Bn+1 = An+1 qoume ti
(Bn M )
k=1
Ak M isqei ti
S
S
C
P (E) = P (E nk=1 Ak ) + P (E ( nk=1 Ak ) )
n
X
S
C
=
P (E Ak ) + P (E ( nk=1 Ak ) )
Dedomnou ti Bn =
Sn
k=1
k=1
n
X
S
C
P (E Ak ) + P (E (
k=1 Ak ) ).
k=1
H teleutaa anisthta isqei lgw monotonikthtac tou P kai, afo isqei gia kje
n sumperanoume ti
P (E)
S
C
P (E Ak ) + P (E (
k=1 Ak ) )
k=1
S
S
C
P (E (
k=1 Ak )) + P (E ( k=1 Ak ) )
14
KEFALAIO 1.
QWROI PIJANOTHTWN
4.
P (E A) + P S(E AC )
S
C
P ((
i=1 Ai ) A) + P (( i=1 Ai ) A )
X
X
P (Ai A) +
P (Ai AC )
i=1
(lgw monotonikthtac)
(lgw upoprosjetikthtac)
i=1
P (Ai A) + P (Ai AC )
i=1
P0 (Ai A) + P0 (Ai AC )
P0 (Ai )
i=1
X
i=1
P (E) + .
Ap thn parapnw seir anisottwn prokptei ti P (E A) + P (E AC ) P (E)
afo to enai aujareto kai sunepc ti A M . All to A tan na opoiodpote
stoiqeo tou F0 sunepc F0 M .
S
Tloc parathrome ti,San A, A1 , A2 , . .S
. ankoun sto F0Skai A
i=1
PAi tte
A
)
P (A) = inf
(
X
i=1
P0 (Ai ) : Ai F0 ,
)
Ai A
P0 (A).
i=1
1.5.
15
TUQAIES METABLHTES
(
X
P0 (Ai ) : Ai F0 ,
i=1
= inf
(
X
Q(Ai ) : Ai F0 ,
i=1
(
inf
!
Ai
)
Ai A
i=1
)
Ai A
i=1
: Ai F 0 ,
i=1
)
Ai A
i=1
Q(A)
Epomnwc P (A) Q(A). All me ton dio trpo mporome na dexoume ti P (AC )
Q(AC ) dhlad ti P (A) Q(A). Sunepc P (A) = Q(A), prgma pou shmanei ti
h epktash tou mtrou P0 sto F enai monadik. Aut oloklhrnei kai thn apdeixh
tou jewrmatoc tou Karajeodwr.
1.5
1.5.1
Tuqaec Metablhtc
16
KEFALAIO 1.
QWROI PIJANOTHTWN
[
[
[
1
0
1
0
Ai =
Ai F .
f (Ai ) = f
Apdeixh:
i=1
i=1
i=1
i=1
Prtash
3.
Apdeixh:
S
S 1 0
S
0
0
(g) An Bi0 F 0 tte f 1 (
(Bi ) (f 1 (C 0 )). Sunepc,
i=1 Bi ) =
i=1 f
i=1 Bi
F 0.
Ex orismo isqei ti f 1 (F 0 ) (f 1 (C 0 )). Epshc C 0 F 0 afo f 1 (C 0 )
(f 1 (C 0 )). Afo to F 0 enai s pedo, (C 0 ) F 0 kai sunepc, ap tic sqseic
autc qoume ti
f 1 ((C 0 )) f 1 (F 0 ) (f 1 (C 0 )).
5.