1

j IV . j j j:
j, . j ,
. j j ,
j , j, j
j j j. j j
, j j j,
.
j. j j j
j j,
j .
j j j j
. , j j
j , , ,
.

1.1

j j j, , j , j .
1

 j , j j j j . , j
j j j, j j
j.
j S x S, j x S. x j
S, j x 6 S. j
.
j,
. j j S ,
j
S = {x1 , x2 , . . . , xn },
j n j .
j. ,
j j. j, j
j j . j j j.
S j j j

x1 , x2 , . . . , xm , . . . ,
a S j
. j, j j j
0, 1, 1, 2, 2, . . .
jj j j j. , j 426 j 952-j j, j -125 249-j j. j j j j j j j j.
j j j j.
j j j j.

1
1

3
1

3
2

4
1

..
.

2
2

2
1

5
1

/ 1

B 2

4
2


B

B 4

2
3

2
4

3
3


B

5
3

.. 
.

..
.

B 4

4
3

5
2

/ 1

4
4


B

5
4

.. 
.

.@ . .

B 5

...

3
5

.@ . .

B 5

...

5
5

.A . .

..
.

j, j
j j. , 1 2/2, 1/3 2/6, j,
j j, .
.
1 2 1 1 C2 3 4 3 2 1 1 C2 C3 C4 1
, , , , , , , , , , , , , , ,...
1 1 2 3 2CC 1 1 2 3 4 5 4CC 3CC 2CC 5
j , j
j j . j,
, j P
j j
{x | x P }.
j, j [0, 1]
{x | 0 x 1}. , j,
j, j j . ,
j j j

0.
0.
0.
0.
..
.

d11
d21
d31
d41
..
.

d12
d22
d32
d42
..
.

d13
d23
d33
d43
..
.

d14
d24
d34
d44
..
.

...
...
...
...
..
.

j j j j
x = 0.b1 b2 b3 b4 . . .
j bi j dii ,
x j i j , i = 1, 2, . . ..
, x j j j
, [0, 1].
j , j
j.

j j
j S j T ,
j S T S T .
j j , , j j j . j j j j.
, .
S j
{x | x 6 S},
j j c = .
S c S.
j S T j j j j
S T , S T .
j S T j j S
T . J, j
.
,
4

S T = {x | x S x T },
S T = {x | x S x T }.
j, j, j , j j j .
j, j n N Sn ,

Sn = S1 S2 = {x | x Sk k N},

n=1

Sn = S1 S2 = {x | x Sk k N}.

n=1

j j j . j,
j j j j
j j.
j j j S j j j j j j S.
j
. S T = T S, S T = T S,
. S (T U ) = (S T ) (S U ),
. S (T U ) = (S T ) (S U ),
. (S c )c = S,
. S S c = , S S c = ,
. S = S, S = .

!c
!c
[
\
\
[
Sn =
Snc ,
Sn =
Snc .
n

 2
j j
j j j j
j . ,
j j j, j, j j j.

2.1

j j

j j j j . j j j, j j, j j.
j j j . ,
. j , () (). , j = {, }.
.
jj : , . j j
j j j. j j ,
j . j , j j j
.
6

, j j
. , j j . ,
j . , = {, }.
j 2.1. .

= {, , , }.
j j
j j . j j ? j
.
k , j
k1 k2 . J j k = k1 + k2 .
j j j j k1 /k, k2 /k.
, j , j
j . , j
j , k
, j k1 /k 0.5, k2 /k 0.5.
j j j j j j j. j j,
j ,
j. , j , P(), j
j j , P() j 1/2.
, j
j " j 99%" "100% ".
j j "
80%" " 45%". j , j
j j. j j
j j j . , j , , j
j j.
j 2.1. j
E. A j.
7

j j. j,
j j j j. j
j j.
j 2.2. .
= {1, 2, 3, 4, 5, 6 }.
j j j 1? J j
j , j {3, 5}. j, ,
j j. , j j {3, 5} j j j 3
5,
P({3, 5}) = P(3) + P(5) =

1
2
= .
6
3

P j j probability j j, j j (
) [0, 1].

2.1.1

j j j j.
j .
j
() , j
.
() j j j j jj j A j P(A). j fj j j
.

C
A
B

p2

p3 p
4

p1
j

j 2.3. j E . j
= {1, 2, 3, 4, 5, 6}.
jj , j
1
P(1) = P(2) = P(3) = P(4) = P(5) = P(6) = .
6
j 2.4. j 1 do 50. j j j. j = {1, 2, . . . , 50}, j j
i j
1
P(i) = , i = 1 . . . 50
50

j j j?
() j = {1 , 2 , . . . , n }.
() j j
P(i ) = 1/n, i = 1 . . . n

2.1.2

,
j 2.2. j j j A =
{3, 5} ,
j 3, 5. ,
P({3, 5}) = P(3) + P(5) =

2
1
= .
6
3

, j j
P(A B) = P(A) + P(B), j A B = .
j 2.5. j j j
? , j j = {1, 2, 3, 4, 5, 6}. je j 2, 4
6. j,
1
P({2, 4, 6}) = P(2) + P(4) + P(6) = .
2
, j
P({2, 4, 6}) = P({2, 4}) + P(6) = P({2, 6}) + P(4) = P({4, 6}) + P(2).
j, A B j , A B = ,
P(A B) = P(A) + P(B).
j j j j j j .
j 2.6. j j 10 5 . , j,
. j j j
j. J, j = {, }.
, j j j
. j p1 j , p2 , p1 = 2p2 .
p1 + p2 = 1, j j p1 = 2/3 p2 = 1/3.
10

, j . j
10, j 15, j j
j 10/15 = 2/3. j j . j j, j 1 10
, . j j j. , j
= {1, 2, . . . , 15}. j j
j i j 1/15, j, j
P() =

10
X
i=1

2.1.3

10
X
2
1
= .
P(i) =
15
3
i=1

j j . j
j j j
j . j ,
j j j j j j j. ,
, ,
. j .
, j .
, j. ,
j j .
j 2.7. j
.
j . j = {1, 2, . . .}. j j j j
, j. j A = {23, 100}
j
j.

11

j 2.8. j j
j j .
(i, j), j j i j jj j j j .
, = {(1, 1), (1, 2), . . . , (6, 6)} 36 . j A
j 6 jj . j
A = {(6, 1), (6, 2), (6, 3), (6, 4), (6, 5), (6, 6)}.
j B j j j 4, j
B = {(1, 1), (1, 2), (2, 1)}.
, j j C = {(4, 3), (3, 3), (6, 5)}, , j
j C. , j j,
je j.
j j , j, jj j 6, j 5.
(6, 5). j j A
j C j A j C.
j, j j j.
j 2.2. j
E, A j. E
A, j A.
j , j
j, j , j j j j.
j 2.3. A B j.
1. j j A j \ A
Ac . j Ac j A.
2. j j A B A B AB
AB = { : A B}.

12

3. j j A B A B A + B

A + B = { : A B}.
4. j A B j, j AB = .
j j, j j j AB j j j A j B. j A+B
j j j A j B, j Ac
j j A.

2.1.4

, , j
j, j j P. jj, j j j . j j j,
P(A) 0, j A 1 . , j j j j
j. j, P() = 1. , j 2.5, j j j j j j j
j j. j j ,
j j j .
j 2.4. j j j E. j P j,
j j :
()
P(A) 0, j A .
()
1

, j j j j j, j jj j
, .

13

 j j Ai , (Ak Aj = , k 6= j) j
!

[
X
P
Ai =
P(Ai ).
i=1

i=1

()
P() = 1
j j, j
X
P() =
P() = 1.

2.1. j E.
j P j j, A j.
j
X
P(A) =
P().
A

j , j j P jj j j
P(A) =

|A|
,
||

A .
. A j
[
{}
A=
A

j j j
X
P(A) =
P().
A

j , j j, j P(w) = ||1 ,
. ,
X
X
|A|
P(A) =
P() =
||1 =
||
A
A

14

 j j j j A j
, j j j A
j j j . j, j
|A|.
j, , j.

2.2

j j .
j j
j . , j j j j j . ,
, j
{a, b} = {b, a} = {a, a, b, b, b}.
, ,
j j, j j j j
j. j , j j j
. j . j
j . j
[a, b], [a, a, b], [b, a]
. , 2, j 3. j
. , j j j . , j
. j j j jj jj
. , , j.
j, j, j
.
, j
[a, 1, , ]. , , j

15

 , . j, j j , j j .
, . j j j j j .
2.2. ( j)
() j , k, j n
j nk .
() j , k, j n
j
n(n 1) (n k + 1).
.
() j , ... . ,
n , n .
j, j k? ,
j j j j
. j k, n ,
j nk .
j . j
j j j j.
j.
() j . ,
, j . , n . , n 1
j j j . j n(n 1) (n k + 1).

16

j 2.9. j A = {a, b, c}. j

3 A. ()
2.2, j j j j j 3 2 1, 3! = 6. ,

[a, b, c], [a, c, b], [b, a, c], [b, c, a], [c, a, b], [c, b, a].
j j?
j 2.5. j A n . j n, nj A je
n, A.
j 2.6. k j k.
j 2.10. j n A. j j n A . j j n A.
, j n1 .
j j j
n! = n (n 1) 2 1.
, j j n j A
j n j n!, j j n.
j 2.11. j A = {a, b, c, d}.
3 A. j ,
j .
{a, b, c}, {a, b, d}, {a, c, d}, {b, c, d}.
, 3 A. 2.2,
24 3 A. j 24,
j j a, b, c.
[a, b, c], [a, c, b], [b, a, c], [b, c, a], [c, a, b], [c, b, a].
, 3j {a, b, c} j 3! = 6.
, 6 3 {a, b, d}, {a, c, d}, {b, c, d},
24 . j j j j j 3 A. , j 24, j j , 3!, j j
3j.
17

 2.1. j n A. j k
A j
 
n
n(n 1) (n k + 1)
n!
=
=
.
k
k!
k!(n k)!
. j j k A j
n(n 1) (n k + 1).
j 2.11, k k! k. j j k A
n!
n(n 1) (n k + 1)
=
.
k!
k!(n k)!


j k A, nk n
k.
j 2.12. ( ) j j jj 8 , j 1 8. ,
j j j. 3
8 . () 2.2,
j j || = 83 = 512.
3 j j, j j j
, j [4, 4, 8] j 1/512.
j 2.13. ( ) j j j j. 3
, j. 3
8 . () 2.2,
j j || = 8 7 6 = 336. j j, j j j j [3, 7, 1]
j 1/336.
j 2.14. ( j)
j j j j. j 3
, j . j j j
18

 3 8.
2.1,

8
j j 3 = 56. ,
j j ,
j j j j {3, 7, 1} jednaka 1/56.
j 2.15. , j j, j
. j . j , j
j j ?
j j , jj j
j .
11 , j 2.10,
j j 11!. , || = 11!. j A j . j j
j j j , j j A. jj,
j j 3!,
. 3! ,
j j .
4! j , 5! j
2! j j. , j j j 3!5!4!2!. , jj j j
j, , 2.1, j
P(A) =

3!5!4!2!
|A|
=
= 0.000866.
||
11!

, 8 10000
j j
.
j, jj j
j j. j
j j j . j, 4 j a b j 2 ? J

[a, a, b, b], [a, b, a, b], [a, b, b, a],
19

[b, b, a, a], [b, a, b, a], [b, a, a, b].

, 6. j, . j
n j 1 , 2 , . . . , m , i
jj ki . , n = k1 + k2 + . . . + km . j . "" i
j. j, , j [b, b, a, a] [b1 , b2 , a1 , a2 ].
4 j j [b, b, a, a].

[b1 , b2 , a1 , a2 ], [b2 , b1 , a1 , a2 ],
[b1 , b2 , a1 , a2 ], [b1 , b2 , a2 , a1 ].
J j j j j j a
b j j, j j j 2!2!. j
5 , j
j 4 {b1 , b2 , a1 , a2 }, j 4!.
4!
, j
j j j
2!2!
n!
.
k1 !k2 ! km !

2.2.1

J j j j j...
j 2.16. j
. j j j j ?
j
= {, , , , , , , }.
j j j j A = {, , , }. ,
P(A) =

|A|
4
1
= = .
||
8
2

20

j 2.17. ( ) jj j
j j j j j
(Blaise Pascal, 1623-1662,
, j j j). j j j j
j ,
j 11 12. j j
j jj, 11 j 6 j
{6, 4, 1}, {6, 3, 2}, {5, 5, 1}, {5, 4, 2}, {5, 3, 3}, {4, 4, 3},
12 j 6 j
{6, 5, 1}, {6, 4, 2}, {6, 3, 3}, {5, 5, 2}, {5, 4, 3}, {4, 4, 4}.
, j jj,
j j 11 12 j j () j. j
j j, j
j
un grand scandale.
j j j j j j . , j
j {6, 4, 1} j 6 , j , j
. , j {5, 5, 1}
j 3 :
5 5 1, 5 1 5, 1 5 5.
jj j ,
11 jj 27, 12 jj 25 . j j 63 , j
P( 11) =

27
= 0.125,
216

P( 12) =

25
= 0.116.
216

j j . j j j , j
j j j j j.

21

2.3

j j

j j j j.
,
A, B, . . . j .
2.3.
() P(Ac ) = 1 P(A).
() j A B, P(A) P(B).
j, j P(B) = P(A) + P(B \ A).
() P(A B) = P(A) + P(B) P(A B).
.
() j A1 = A, A2 = Ac Aj = , j 3. j
j j
1 = P() = P(A Ac ) = P(A) + P(Ac ),
j ().
() B = A(B\A). j j j
j j j.
() j AB AB = A(B \(AB)).
j
P(A B) = P(A) + P(B \ (A B))
= P(A) + P(B) P(A B)

() j : j
A , j j A Ac j j
1.
() j j j j
j .
22

, () j .
j j A B? , j A, B. ,
j j
A B, j .
j 2.18. () j
j. ,
P(A B C) = P(A) + P(B) + P(C) P(AB) P(BC) + P(ABC).
, A B C = (A B) C j
P(A B C) = P(A B) + P(C) P((A B)C)
j (A B)C = (AC) (BC),
P(A B C) = P(A) + P(B) P(AB) + P(C) + P((AC) (BC)).
j
P((AC)(BC)) = P(AC)+P(BC)P(ACBC) = P(AC)+P(BC)P(ABC)
j j ACBC = ABC, j. j AB A B.

2.4

e je. j

j, j . j, , jj j .
j . ,
j j j j j j j
j j. j j j
j j.
j 2.19. j N = 10 j 3 . j 1 10,
23

 1, 2 3. j j 2 , j , j.
j A j j . j
P(A) = 3/10. j B j j .
J j j j B ,
A .
j j j B? jj, j
(i, j), j i 6= j
i, j = 1, 2, . . . , 10. j, (2, 7) j j 2
, 7 . j j
j A j B. j j
10 9. j B 3 2 + 7 3 = 3 9
. , j j B j
3
39
=
= P(A)
10 9
10
j P(B) = P(A) .
j j P(B)
j : .
j , j.
j A . j j j B A? j P(B|A). j j
9, j 2 , j P(B|A) = 2/9. , j j A,
j j j B ( , j
) j 2/9.
P(B) =

j j j j. j j j j j j . , j j j . j ,
P(A|B) j .
j 2.20. . j A j j
j, B j j j
6. j
A = {(2, 2), (2, 4), (2, 6), (4, 2), (4, 4), (4, 6), (6, 2), (6, 4), (6, 6)},
B = {(1, 1), (1, 2), (1, 3), (1, 4), (1, 5), (2, 1), (2, 2), (2, 3), (2, 4), (3, 1),
(3, 2), (3, 3), (4, 1), (4, 2), (5, 1)},
24

 j P(A) = 9/36, P(B) = 15/36. P(A|B).

j B , j
j 15 . , j j j A. {(2, 2), (2, 4), (4, 2),
j AB. ,
P(A|B) =

3/36
P(AB)
3
=
=
15
15/36
P(B)

j j j j
P(A|B) =

P(AB)
.
P(B)

j , j A, B, j P(A|B).
j j j. n
j A, B, AB j n(A), n(B), n(AB)
j n(A) > 0. j j A
j j B je n(AB)/n(B). ,
n(AB)/n
n(AB)
=
.
n(B)
n(A)/n
j j
j 2.7. A, B j j P(B) > 0. j j A j B j
P(A|B) =

P(AB)
.
P(B)

j , j j
j j, j B. , j
j j P , .

25

. j P(B) > 0, j
P(A|B) 0,
j A .
j. j j j j
B j 1.
P(|B) =

P( B)
P(B)
=
= 1.
P(B)
P(B)

. j j A1 i A2 j
P((A1 A2 ) B)
=
P(B)
P((A1 B) (A2 B))
P(A1 B) + P(A2 B)
=
=
=
P(B)
P(B)
P(A2 B) P(A2 B)
+
= P(A1 |B) + P(A2 |B).
=
P(B)
P(B)
P(A1 A2 | B) =

j j j. , j
. j , j j j.
j 2.8. j j j j B1 , B2 , . . . j
j
[
Bi = .
i

j 2.21. j = {1, 2, 3, 4, 5, 6}. j

B1 = {1, 3, 5}, B2 = {2, 4, 6}
j .

26

 2.1. ( j) j B1 , B2 , . . .
j , j P(Bi ) > 0
i 1 j A j. j
X
P(A) =
P(A|Bi ) P(Bi ).
i

. j A j j
A = (A B1 ) (A B2 )
j
P(A) =

P(A Bi ) =

P(A|Bi ) P(Bi )

j P(A Bi ) = P(A|Bi ) P(Bi ) i 1.

j j
j . j j j.
j 2.22. j 15 . 10 . j jj:

?
j A j
. P(A) = 10/15 = 2/3. j B j
. j H1 j j , H2 j j . j
j j
P(B) = P(B|H1 ) P(H1 ) + P(B|H2 ) P(H2 ) =

1 10
2
2 9

+
=
3 14 3 14
3

j 2.23. j j j j j 1/100. j j
j 90% , j j 0.9 j
0.1. j
j : , j j 90% j, j
27

. j j
90%.
, j . ,
j j j
. .
j j , j .
, P(A|B) j P(B|A).
j A j j , B j j
. j j P(A|B).
j , j j
j 0.9. , P(B|A) = 0.9, P(B|Ac ) =
0.1, P(A) = 0.01. P(A|B) 2.1
P(B)
P(A|B) =

P(B|A) P(A)
P(A B)
=
= 0.09.
P(B)
P(B|A) P(A) + P(B|Ac ) P(Ac )

j j j j j 0.09. , , ,
j j. j j, j
j . , j j j
, j , j , j .
j j j j j
j .
2.2. (j ) j B1 , B2 , . . . , Bn j
j P(Bi ) > 0 1 i n, j A
j P(A) > 0. j i,
P(A|Bi ) P(Bi )
.
P(Bi |A) = Pn
i=1 P(A|Bi ) P(Bi )
.
P(Bi |A) =

P(A|Bi ) P(Bi )
P(Bi A)
= Pn
P(A)
i=1 P(A|Bi ) P(Bi )

j j 2.1.
28

 j j j j .
j 2.24. j j. j
j j , j
. j
. , j.
j j ?
, jj j

= {bb, bw, wb, ww}
, j bb j , bw j j . j
j? j A j j j
j, A = {bb, wb}, j B j j
, B = {bb, bw}. J j P(B) = 3/5. j , j jj
. j
j kao
P(A|B) = 1.
,
3
P(A|B c ) = .
4
j j, j
P(A) = P(A|B) P(B) + P(A|B c ) P(B c ) = 1

3 3 2
9
+ = ,
5 4 5
10

j . j j j . ,
3
P({bb}) = P(A B) = P(A|B) P(B) = ,
5
.

29

2.4.1

j, j j j. , j A B
, j j A j j j
j j B. j, j
j A B j P(A) = P(A|B).
, j j j .
j P(A|B) j j P(B) = 0, j j
j A B. ,
.
j 2.9. j A B () j
P(A B) = P(A) P(B).
j, j A1 , A2 , . . . , An j
\
Y
P( Aj ) =
P(Aj )
jJ

jJ

J {1, 2, . . . , n}.
j j P(B) > 0, P(A|B) = P(A) j
P(A B)
= P(A) P(A B) = P(A) P(B),
P(B)
j j.
j 2.25. j , j
52 . j A j j , B j j
. j P(A) = 4/52 = 1/13 P(B) = 13/52 = 1/4.
j A B j j ,
j j j 1/52. j ,
j
P(A) P(B) = P(A B)
, j, j j A B .
j j j, j
j. , j j ,
j j
.
30

j 2.26. j
. j
= {, , , }.
j
A = {, }, B = {, }, C = {, }.
j P(A) = P(B) = P(C) = 1/2. ,
1
1
1
P(AB) = P({}) = , P(AC) = P({}) = , P(BC) = P({}) = .
4
4
4
, A, B, C j. ,
j
A B C = P(A B C) = P() = 0 6= P(A) P(B) P(C).
, A, B, C j.
j 2.27. ( ) j j
j j, , . r . j j (j
365 ). , j X
p1 j Y j p2
. j j j j
?
j 1 to r. 2.2 j j (365)r j . E(i, y) j i y, j
j i = 1, . . . , r y = 1, . . . , 365. j
j
!
r

r
r
\
Y
1
E(i, yi ) =
P(E(i, yi )) =
P
365
i=1
i=1
j j j. , j j j. j j
j
365 364 (365 r + 1)
365r
31

 j . j r j . j
. j
j 365 , j
j j j , 364, 363 . ,
j 365 364 (365 r + 1).
j (365)r j
2.1.
j j j j j j
1/2 r = 23. j
j j j
23 j 1/2.

32

 3
j j
j
. j, j
jj j, j .
, j j j
. j, j
j j j j
.

3.1

j. j j

n .
, j , j j .
n
= (1 , . . . , n ) j i {1, 1} i ,
1 j , 1 . j {1, 1}n .
j j j , j, j ,
X : N
X() =

n
X

i=1

, j j X. j j j.
33

j 3.1. j j X j
j R.
j 3.1. 2 ,
4 . j j X j ,
Y j j. j
X Y . jj, 0 j, 1 .
j
= {11, 101, 011, 1001, 1000, 0000, 0001, 0010, 0011, 0100, 0101}.
X Y j
11 101 011 1001 1000 0000 0001 0010 0011 0100 0101
X 2
3
3
4
4
4
4
4
4
4
4
Y 0
1
1
2
3
4
3
3
2
3
2
, j X 2, 3 4 Y 0, 1, 2, 3 4.
j, {X < 2} = , {Y < 2} = {11, 101, 011}.
j 3.2. j 12 j
3 . j j 3 .
j X j j j j .


J j j j 12
= 220, j3
j X j {0, 1, 2, 3}.
, j j j
, X, Y Z. , j
j j j
j. j, j j
P ({ : X() = x})
j X j x. j j j j
j j.
j 3.2. j je j j
X j ja pX : R [0, 1]
pX (x) = P(X = x).
34

j 3.3. . j j j j X j j j
.
jj, j 0,1, 2 3 .
j
 3
1
,
P (X = 0) =
2
j j j {}, j j
. j
 3
1
P (X = 1) = 3
,
2
j {, , }. j ,
j j
 3
1
,
P (X = 2) = 3
2
j j {, , }. j, j
{}, j j
 3
1
.
P (X = 3) =
2
j j j X, j j


0
1
2
3



3

3 1
3
X:
1 3
3 21
3 12
2
2
j j j j X
j j j.
j 3.4. . j j j j X j j j
.

35

jj, j 0,1, 2 3 .
j
 3
5
P (X = 0) =
,
6
5
j j j j j j j . ,
6
j
 3
1
5
P (X = 1) = 3
,
6
6
j j , j5
1
j , j . j
6
6
, j j
 2
1 5
P (X = 2) = 3
.
6 6
j, j j
 3
1
P (X = 3) =
.
6
j 3.5. j 100 j 8 , j j 5 . j j j - j .
j j j X. j
5 k j
 

8
92
,
k
5k
j j k {0, 1, 2, 3, 4, 5}.
  j
100
, j j
5 100 j
5
 

8
92
k
5k
 
P (X = k) =
, k {0, 1, 2, 3, 4, 5}.
100
5
36

j 3.3. j j j j X
j j FX : R [0, 1]
FX (x) = P(X x).
: j j j, j j
j j ,
FX (x) = P(X < x).
j j j
j j j.
j 3.6. j j X j 1 j 1, P(X = 1) = 1. j j j FX (x) = 1 x 1 FX (x) = 0 x < 1.
j j j 1,
j j .
j 3.7. j j X j j
1
1
1
P(X = 1) = , P(X = 2) = P(X = 3) = .
2
4
4
j j X j

0
x < 1,

1/2 1 x < 2,
FX (x) = 1
3/4 2 x < 3,

1
x 3
j 3.8. n . j
j j j X. j j j j
 
n n
pX (k) =
2 ,
k
k = 0, 1, . . . , n pX (k) = 0 j k.
, j j
X n
n
FX (x) = 2
,
k
0k[x]

0 x < n; FX (x) = 0 x < 0; FX (x) = 1 x n.

37

3.1.1

j j j j

jj
j j j j X.
3.1.
() j A1 A2 A3 . . . j.

[
A=
Ai j
i=1

P(A) = lim P(An ).

n

j
j.
() j B1 B2 B3 . . . j j.

\
B=
Bi j
i=1

P(B) = lim P(Bn ).

n

j
j j.
.

()
A = A1 (A2 \ A1 ) (A3 \ A2 ) . . . .

j j j j j, j

P(A) = P(A1 ) +

P(Ai \ Ai1 )

i=1

= P(A1 ) + lim

n
X

(P(Ai ) P(Ai1 ))

i=2

lim {P(A1 ) + P(A2 ) P(A1 ) + P(A3 ) P(A2 ) + . . .

= + P(An ) P(An1 )} = lim P(An )

n

38

() Ci = B1 \ Bi , i N. J j j
j, Ci Ci+1 , i N, j
B1 \ B =

Ci .

i=1

j j P(Cn ) = P(B1 ) P(Bn ). ()

P(B1 ) P(B) = P(B1 \ B) = lim P(Cn ) = P(B1 ) lim P(Bn ),

n

j .
3.1. j j FX j j X
() lim FX (x) = 1;
x

() lim FX (x) = 0;
x

() FX j j,
x y, j FX (x) FX (y).
() FX j .
() P(X > x) = 1 FX (x);
() P(x < X y) = FX (y) FX (x);
.
() j Ai = {X i} = { | X() i}. i ,
j Ai , j () 3.1.
() j , () 3.1.
() x < y, j {X x} {X y}, j
P({X x}) P({X y}), FX (x) FX (y).
39

() j x j, xn
xn x. j j Bn = {X xn } j j,
j

\
{X x} =
{X xn }.
n=1

() 3.1, j
FX (x) = lim FX (xn ),
n

j .
() j {X > x} = {X x}c , j
P(X > x) = P({X x}c ) = 1 FX (x).
() j {x < X y} = {X y} \ {X x},
P(x < X y) = FX (y) FX (x).

3.2

j j

j j j j j .
j j . j j
j j j j


x1
x2
...
X=
p(x1 ) p(x2 ) . . .
j j j j, j j j .

40

3.2.1

j j j

, j j p, 1 p.
j j j j j 1 0, j .

1 j ,
X=
0 j .
j j j j j X

p
x = 1,
pX (x) =
1 p x = 0.
j, j j j j . j j j
. j,
j .

.
j
.
j j j,
j j j j.
j 3.4. IA j A j j j

(
1, A
IA () =
0, 6 A
, {IA = 1} = A, {IA = 0} = A j


0
1
IA :
p(A)
p(A)

41

3.2.2

j j

n . j j p 1 p, , j j 0 < p < 1. j X j j j j
j n . j j, j j j, n
p. , X : B(n; p) j j j X j
j n p. j j
j j j
 
n k
pX (k) =
p (1 p)nk , k = 0, 1, . . . , n.
k

n

1 = 1 = (p + (1 p)) =

n
X

pk (1 p)nk

k=0

j j j j j .
j j j j . , n , j j j j p,
j j , j A j k
 
n k
pX (k) =
p (1 p)nk , k = 0, 1, . . . , n.
k
3.1. j j 10
j
() ,
() , ?

3.2.3

j j j

j N , j a > 0 j b > 0 (a + b = N ). j , ,
n . j j X j j
42

.
n jj, j j
 

a
b
k
nk
 
P(X = k) =
, k = 0, 1, . . . , n.
N
n
j j X
j 

m
j. j
= 0, j j > m.
j

3.2.4

j j j

.
j j p, 1 p, j j 0 < p < 1. j j j j
j . j j j j j j
pX (k) = (1 p)k1 p, k = 1, 2, . . .
j (1 p)k1 p j k 1 ,
k j . j j j
pX (k) =

X
k=1

(1 p)

k1

p=p

(1 p)k1 = p

k=1

1
= 1.
1 (1 p)

j, j j j
j j j j j ( ) j j, j
j j 1 p.

3.2.5

j j

j j X j > 0 j
k
P(X = k) = e ,
k!
43

 k = 0, 1, . . . j j j j j. , j j
B(n; p),
j n j, j  
n
j
j.
k
.
j 3.9. 200 j. j T j j j 0, 03. j
jj 10. j j
j?
j j j T j j j S200 : B(200; 0.03). j j j j
P(S200 10) =

10
X

P{S200 = k} =

k=0


10 
X
200
k=0

0.03k 0.97200k .

j j j j .
j 3.10. ( j)
jj j p
j , p = pn ,
lim pn n = , > 0,

k, k = 0, 1, . . .
 
n
k
lim
pn k (1 pn )nk = e .
n k
k!
k
 
n
lim
pn k (1 pn )nk =
n k
n(n 1) (n k + 1) k k
n pn (1 pn )n (1 pn )k =
n
k!nk
h
i
1 npn
1
n(n 1) (n k + 1)
k
pn
lim (1pn )k lim
lim
(np
)
lim
(1

p
)
=
n
n
n
n
n
k! n
nk
lim

44

h
i
1 npn
1
nn1
nk+1 k
1
1 lim (

) lim (1 pn ) pn
= k e .
n n
n
k!
n
n
k!
, j j
 
k
n k
p (1 p)nk e
k
k!
n , j np. j j j j j j n
, pn 10. j j j j j j n , p
.
j, j n = 100 p = 0.01. j j k = 5
j j j n = 100 j
j
100!
0.015 (1 0.01)95 = 0.00290.
95!5!
j , j = np = 100
0.01 = 1, j
1
e1 = 0.00306.
5!

3.3

j j

j j j j j. ,
j j . j ,
, , , ... j j j j j j
. j j j , j
j j j ,
j. j j j X
Y , j j (X, Y ).
j 3.11.
, .
,,,. j X j j j
45

 j , Y j ,
. j, j
(X, Y )( ) = (X( ), Y ( )) = (1, 1), (X, Y )( ) = (2, 1),
(X, Y )( ) = (3, 1), (X, Y )( ) = (3, 0).
, j (X, Y ) j
{(1, 1), (2, 1), (3, 1), (3, 0)},
j.
j 3.5. j j U = (X, Y )
j R2 - j,
X Y j j j.
j j j j (X, Y )
j, j (X, Y ) j j.

3.3.1

j j j

j j j.
jj j.
j 3.12. . j X j j
j 3 , Y j
( j).

X
0
1
1
2
1
2
2
3
Y
3
2
1
1
0
0
0
0
je j
P{(X, Y ) = (0, 3)} = P({ }) =

1
8

2
P{(X, Y ) = (2, 0)} = P({, }) = ,
8
j
46

(X,Y) (0,3) (1,2) (1,1) (2,1) (1,0) (2,0) (3,0)

P
1/8
1/8
1/8
1/8
1/8
2/8
1/8
1
, j X : x1 , x2 , . . . , xk , Y : y1 , y2 , . . . , ym .
j (xi , yj ) j j
P{X = xi , Y = yj }, i = 1, 2, . . . , k, j = 1, 2, . . . , m
j j j j (X, Y ). j, j j j
j (X, Y ), j j j
j. , ,
pij = P{X = xi , Y = yj }
j
X/Y
x1
x2

xk

y1
p11
p21

pk1

y2
p12
p22

pk2

ym
p1m
p2m

pkm

j j j 1,
j .

3.3.2

j j

j j j X Y :
j j X j,
j j j Y . j: j
, j j j j...
j, j j.
j 3.6. j j X Y
j
P{X = xi , Y = yj } = P{X = xi } P{Y = yj }
i j, {X = xi } {Y = yj } .
47

j j X Y j (X, Y ).
j 3.13. j j 3.12. j
j X Y j j. ,
P{X = 0, Y = 1} = 0 6= P{X = 0} P{Y = 1} =

1
1 2
= .
8 8
32

j j , j j j j j
j j
.

3.4

j j

, j j
j .
j, j
j, j j.
j.
jj, j j j j .
j 3.14. j j .
.
j j 12 1.
j 12 1 ,
1
.
j j j
12
j 3.15. j
[0, 1]. ,
, j.
j 3.16. j j . j 24 . j
j, j
j 24 .

48

j j 2.4, j j j j j . j P j,
j j j:
1. P j , P() 0, .
2. P j ,
X

P() = 1.

3. j j A1 , A2 , . . . j
!

X
[
P
P(Ai ).
Ai =
i=1

i=1

j j j j j
j j j
j j.
j 3.7. j
E. j P : [0, 1] j j

() () P() = 1.
() () j j A1 , A2 , . . .
!

[
X
P
Ai =
P(Ai ).
i=1

i=1

, j j j 2.4,
j j j. ,
j () j j . ,
j P j j j P : [0, 1].
j, j j j j. , j j ,
,
P() = 1.
49

 , j j j , j
j, j j j P
. , j 3.14, j A B j j
j OAB , j j O .
P( A B) =

OAB
.

j j j j j .

3.5

j j ,
j j
{a < X b} = { | a < X() b}.
J j , j, j
j j j j - j j j j.
, j.
j 3.8. j j X j j
j f (x), x R, j j ,
(a, b] j
Z
P(a < X b) =

fX (x) dx.
a

j f (x) (j) j X.
j , j, j j j j P(X = a) = 0, a R.
j
P(a X < b) = P(a X b) = P(a < X < b).

50

, j j j X, f (x),
j
Z
fX (x) dx = 1.

j j j,
j jj j j.

3.5.1

j j

j j X

0,
x<0
f (x) =
ex x 0
> 0, j j,
X : E(). j j j
j, j
( j ).
j j X j j. j. X : E() j j
{a X a + x}, x > 0, {X a} j

P{a X a + x | X a} =

P({a X a + x}{X a})

=
P{X a}

P{a X a + x}
ea e(a+x)
=
= 1 ex .
P{X a}
ea

j : (
) a j ( j j
{X a}) j x
j a, x, a a.

3.5.2

j j j j X
j j [a, b]? j
, j j j , j j
51

 j x0 , x0 [a, b], j P(X = x0 ) > 0.

, [, ], a < b, P{ X }
j [, ], j . , , j . X

k, a x b
f (x) =
0 x<0x>b
Rb
k, k > 0, j j a f (x) dx = 1,
k(b a) = 1,
 1
, axb
ba
f (x) =
0
x<0x>b
j j X j j [a, b]
X : U(a, b). j j x
[a, b] j j X : U(a, b).
j 3.17. j j
j 15 . j X j
. j X : U(0, 15).

3.5.3

j j j
j j .
j 3.9. j j X j
j
1 xm 2
1
e 2 ( ) , < x <
f (x) =
2

j j m j, j.
X j, X : N (m; 2 ).
j X : N (0; 1) j.
, j j X : N (0; 1) j
x2
1
f (x) = e 2 , < x < .
2

52

j , j j j, j
Z

f (x) dx = 1.

j , j . ,
Z
Z
Z Z
1
1
2
2
f (y) dy =
e 2 (x +y ) dx dy
f (x) dx
2

Z 2 Z
1 2
1
=
re 2 r dr d = 1.
2 =0 r=0
j 3.18. j . j j j j j X1 : N (50; 102 )
X2 : N (60; 52 ). X1 X2 . j 55 .
j, j j j j . j j j

P(X2 55) > P(X1 55),

Z +
Z +
Z m
1
f (x) = 1,
f (x) dx = ,
f (x) dx =
2

j j f (x) j j, m j
j.

3.6

j j j j X jj j j j jj jj. ,
j j , j j. j
X. To je j j j X.

53

 j, . j m1 , m2 , . . . , mn j j , j p1 , p2 , . . . , pn . j
j j j ""?
k , ki j mi , i = 1 . . . , n.
j j j j j
m1 k1 + m2 k2 + + mn kn .
j j j
k1
k2
kn
m1 k1 + m2 k2 + + mn kn
= m1 + m2 + . . . mn .
k
k
k
k
k, j , j j
j
ki
pi , k
k
j
M = m1 p1 + m2 p2 + . . . mn pn .
j 3.19. j j
j j X j j j . j, j X . j
j j N = 10
(5, 1, 1, 6, 6, 4, 2, 4, 5, 6) j
1
(5 + 1 + 1 + 6 + 6 + 4 + 2 + 5 + 6) = 4.
10
, j j (3, 4, 2, 3, 6, 1, 5, 2, 4, 4) 10 j
j 3.4. j j j 10
j j , j j
j j X. , j j N ,
N
j j 1,2,3,4,5 6 jj
.
6
j j
1
N
N
N
1
(1
+2
+ + 6 ) = (1 + 2 + + 6) = 3.5
N
6
6
6
6
54

j j j 3.5 j N . , j 3.5 j j j


1 2 ... 6
X=
1
1
. . . 61
6
6
j j ( j ) j X j j . j, j 100 j
100 3.5 = 350.
j j j j j j j


x1
x2
. . . xn
X=
p(x1 ) p(x2 ) . . . p(xn )
j j ( ) X
j
x1 p(x1 ) + x2 p(x2 ) + . . . + xn p(xn ).
j j j j.
j 3.10. j j X
j


x1
x2
. . . xn
X=
p(x1 ) p(x2 ) . . . p(xn )
j j
x1 p(x1 ) + x2 p(x2 ) + . . . + xn p(xn ).
X E(X). (E- j j expectation-).
j E(X) j X. j
j j j
j.
j j j j
j j.
j 3.11. j j X
j


x1
x2
...
X=
p(x1 ) p(x2 ) . . .
55

j ( j)
E(X) = x1 p(x1 ) + x2 p(x2 ) + . . .
j j E(X) j j
j j .
j 3.20. j p (q = 1p) j j j
j. k
2k j Z j j j
. E(Z). j j Z.
 1 2

2 2 ...
2k
...
Z=
p pq . . . pq k1 . . .

E(Z) = 21 p + 22 pq + . . . + 2k pq k1 + . . . = 2p(1 + 2q + . . . + (2q)k1 + . . .)
1
1
, j q
.
2
2
1
, j p > j E(Z) j j
2
2p
,
E(Z) =
2p 1
j q <

1
j p , E(Z) j. j
2
j , j j j j
j.
j 3.21. j j j X j j G(p) j. , X j j


1 2 ... k
...
X=
p pq . . . pq k1 . . .
, j

n =

n
X

kak1 = 1 + a + . . . + an1 + a 1 + 2a + . . . + (n 1)an2 .

k=1

56

j
n =

1 an
+ a(n nan1 ),
1a

j
n =

1 an
nan
.

(1 a)2 1 a

,
lim n =

1
, |a| < 1.
(1 a)2

j j X j
E(X) = 1 p + 2 pq + . . . = p(1 + 2q + 3q 2 + ) = p

1
1
= .
2
(1 q)
p

j 3.22. j j X : P() j.
E(X) = 0 e

0
1
2
2
3
+ 1 e + e + . . . = e + e + e + . . .
0!
1!
2!
1!
2!
2

+ . . .) = e e = .
e (1 + +
1!
2!

, j j j
j j j j j
j 3.12. j j X
j j fX (x) j
Z
E(X) =
xfX (x) dx,

j j , j j j
Z
|x|fX (x) dx < .

57

3.6.1

j, j j.
j 3.23. j j X j 1, 1 2, j j, j
j Y = X 2 . J, Y j 1 4 j 2/3 1/3 . , E(Y ) = 1 32 + 4 13 = 2.
j, j j Y j j j j Y . j,
E(Y ) j j j j X.
.
3.2. j X j j g : R R.
j j j Y = g(X)
X
E(Y ) = E(g(X)) =
g(x) P(X = x),
x

j .
. j j ,
j j j.
X
X
X
y
P(X = x)
y P(g(X) = y) =
E(g(X)) =
y

X X
y

y P(X = x) =

x:g(x)=y

x:g(x)=y

X X
X

g(x) P(X = x)

x:g(x)=y

g(x) P(X = x)

3.3. j (X, Y ) j j
j p(xi , yj ), i = 1, 2, . . . , n, j = 1, 2, . . . , m, j Z = g(X, Y )
j j g : R2 R j . j
E(Z) =

n X
m
X

g(xi , yj )p(xi , yj ).

i=1 j=1

58

. Z j j j j
{z1 , z2 , . . . , zl }, j j zk = g(xi , yj ). j
X
P{Z = zk } =
p(xi , yj )
(i,j):
g(xi ,yj )=zk

j (i, j) j g(xi , yj ) = zk . ,

E(Z) =

l
X

zk P{Z = zk } =

k=1

l
X
k=1

l
X
k=1

g(xi , yj )p(xi , yj ) =

zk

n X
m
X

X
(i,j):
g(xi ,yj )=zk

p(xi , yj )
=

g(xi , yj )p(xi , yj ).

i=1 j=1

(i,j):
g(xi ,yj )=zk

j nm g(xi , yj )p(xi , yj ).
j j j X Y ,
, j, X + Y XY
X + Y () = X() + Y (), XY () = X()Y (),
.
j j, j .
3.2. X Y j j.
, E(X) E(Y ), j
, j
E(X + Y ) = E(X) + E(Y ).
. x1 , x2 , . . . j j j j
X, p1 , p2 , . . . j j j j
j. , j Y , y1 , y2 , . . . j,
q1 , q2 , . . . j j. jj,
P(X = xn , Y = yk ) = pnk .
59

J j j j X + Y j xn +
yk j pnk . j ,
j
P(X = xn ) = pn =

pnj , P(Y = yk ) = qk =

j=1

pik .

i=1

E(X + Y ) =

(xi + yj )pij =

i=1,j=1

X
i=1

xi

!
pij

j=1

j=1

yj

(xi + yj )pij

i=1 j=1

xi p i +

i=1

!
pij

i=1

yj qj = E(X) + E(Y ).

j=1

j 3.3.
j
. j j , ,
j.
3.3. X Y j j. :
1. j X , j. X() = a , E(X) = a.
2. j k , E(kX) = kE(X).
3. E(X + Y ) = EX + EY .
4. j , X() 0, E(X) 0.
5. j , X() Y (), E(X) E(Y ).
6. X Y j j, E(XY ) =
E(X)E(Y ).
60

.
1. j , j j P{X = a} = 1, j E(X) = a 1.
2. j 3.2.
3. j 3.2.
4. , j X() 0, ,
j xk j X . j p(xk ) 0, j j
E(X) =

n
X

p(xk ) 0.

k=1

5. , j
j X() Y () 0, 2. 3. j j
E(X Y ) = E(X + (Y )) = E(X) + E(Y ) = E(X) E(Y ),
E(X) E(Y ).
6. j j j X Y
j
P{X = xk , Y = yt } = P{X = xk } P{Y = yt }.
3.3, g(x, y) = xy, j
E(XY ) =

n X
m
X

xi yj p(xi , yj ) =

i=1 j=1

n X
m
X

n X
m
X

xi yj p(xi , yj ) =

i=1 j=1

xi yj P{X = xi } P{Y = yj } =

i=1 j=1

n
X
i=1

!
xi P{X = xi }

m
X

!
yj P{Y = yj }

j=1

61

= E(X)E(Y ).

j 3.24. j j 3.2

E(X1 + X2 + + Xn ) = E(X1 ) + E(X2 ) + E(Xn ).
j Ik j j j
j A, j j p = p(A), k , k = 1, 2, . . . , n.
Ik j j Sn : B(n; p)

Sn = I1 + I2 + . . . + In .
j
E(Sn ) = E(I1 ) + E(I2 ) + + E(In ).
E(Ik ) = p, j j E(Sn ) = np.
j 6. 3.3 j:
j E(XY ) = E(X)E(Y ) j j X Y
, j j.
j 3.25. j


1
a
0
a
X:
, (a 6= 0, 0 < p ).
p 1 2p p
2
j Y = X 2 . j E(X) = 0, E(Y ) = (a)2 p + 02 (1 2p) + a2 p =
2a2 p. j
E(XY ) = E(X 3 ) = (a)3 p + 03 (1 2p) + a3 p = 0,
j E(XY ) = E(X)E(Y ), X Y . ,
P{X = a, Y = a2 } = P{X = a} = p,
j j P{X = a} P{Y = a2 } = 2p2 .

3.6.2

m = E(X) j j j X
j X. , j j X j m j,
.
62

j 3.26. je je




1 1
100 100
X:
, Y :
0.5 0.5
0.5 0.5
j E(X) = E(Y ) = 0, j 0 .
j j j , j j j j j . j j X m
X , |X m| j j j . j , j
j j (X m)2 . j j j j j m,
. E(X m)2 j j j j j X
m.
T j jj j j.
j 3.13. j j j X j D(X) = E[(X m)2 ], j j m = E(X).
j 2 (X). j
4. 3.3, j j D(X) 0. .
j jj
p
j (X) = D(X).
j 3.27. j j j


1
0
.
X:
p 1p
j
E(X) = 1 p + 0 (1 p) = p
D(X) = E((X E(X))2 ) = p (1 p)2 + (1 p) p = p(1 p)
3.4. j j X, j
D(X) = E(X 2 ) E(X)2 .
63

. j E(X) = .
D(X) = E((X E(X))2 ) = E(X 2 2X + 2 )
= E(X 2 ) 2E(X) + 2
= E(X 2 ) 2 = E(X 2 ) E(X)2 .

j 3.28. (j j) j X : P().
, j E(X) = .
E(X 2 ) jj E[X(X 1)]. 3.3
E[X(X 1)] =

k(k 1)e

k=0
2

k2
(k 2)!

j
= 2 .
j!

k=2

= 2

k
k!

j=0

E[(X 1)X] = E(X 2 ) E(X) E(X 2 ) = 2 + ,

j
D(X) = 2 + 2 = .
jj j.
3.4. j :
1. D(X) 0.
2. D(X) = 0 j X =const.
3. D(X + a) = D(X).
4. D(kX) = k 2 D(X).
5. X Y j j
D(X + Y ) = D(X) + D(Y ).
. j E(X) = m.
64

1. j (X() m)2 0, j 3.3

E[(X() m)2 ] 0.
2. j X() = c X() c = 0 , j
D(X) = E[(X c)2 ] = E(02 ) = 0.
, j
D(X) =

n
X

(xk m)2 p(xk ) = 0,

k=1

j p(xk ) > 0 k = 1, 2, . . . , n,
(xk m)2 = 0 xk = m k = 1, 2, . . . , n, j
X() = m .
3.
D(X + a) = E[X + a E(X + a)]2
= E[X + a E(X) a]2 = E[X E(X)]2 .
4.
D(kX) = E(kX)2 [E(kX)]2
= k 2 E(X 2 ) k 2 (E(X))2 = k 2 [E(X 2 ) (E(X))2 ].
5.
D(X + Y ) = E(X + Y )2 (E(X + Y ))2
= E(X 2 + 2XY + Y 2 ) E(X 2 ) 2E(X)E(Y ) E(Y 2 )
= D(X) + D(Y ),
j X Y , E(XY ) E(X)E(Y ) = 0.

65

j 3.29. j j j j j.
j j Sn : B(n; p)
Sn = I1 + I2 + . . . + In .
j, j
D(Sn ) = D(I1 ) + D(I2 ) + + D(In ).
j D(Ik ) = pq, j D(Sn ) = npq.
j 3.30. j j X j j j.


1 2 ... k
...
X=
p pq . . . pq k1 . . .
jj

kak1 .

k=1

j
sn =

n
X

kak1 = (1 + a + a2 + + an1 ) + a(1 + 2a + + (n 1)an2 ),

k=1

1 an
+ a(sn nan1 ).
1a
j j j
sn =

sn =

1 an
nan1

,
(1 a)2
1a

j
1
, |a| < 1.
(1 a)2
j X j
lim sn =

E(X) = 1 p + 2 pq + = p
66

1
1
= .
2
(1 q)
p

, j j, jj
!0

X
X
X
2q
2
E(X(X1)) =
= 2.
pq k1 = pq
k(k1)q k2 = pq
kq k1 = pq
3
(1 q)
p
k=2
k=2
k=1
j
D(X) = E(X(X 1)) + E(X) (E(X))2 =

67

2q 1
1
q
+ 2 = 2.
2
p
p p
p

 4
j
j
4.1

j, , , j j ,
j j. j j j j.
j j j, j j. j, j
. j j
j j j
j, j j.
j 4.1. j j j . j j
, j j j j. j j j j j j j. 5 j (
j) 0.52 1.24 -1.35 0.31 -0.82.
j
(0.52 + 1.24 1.35 + 0.31 0.82)/5 = 0.02
68

 j j , . j j, , :
j , j j
? j
, j
, j ,
j .

4.2

j . j j X1 , X2 , . . . j j,
j 2 . j
S n = X1 + . . . + Xn
n .
j j Sn n . , j
D(Sn ) = D(X1 ) + . . . + D(Xn ) = n 2 .
, j j Sn n
j j j j Sn . j j j
Sn
X1 + . . . + Xn
=
.
Mn =
n
n
J j
E(Mn ) = , D(Mn ) =

2
.
n

, j n , j j j j Sn . j j j
j, j j (j
j) j . jj j j j E(X) = j
69

j j j j j X.
, j Sn Mn .
jj n Sn , j j

Sn n, j
p

D(Sn ) = n,
Sn n
Sn E(Sn )

Zn =
= p
.
n
D(Sn )
j j
E(Zn ) = 0,

D(Zn ) = 1.

j, j j X, j
X E(X)
X = p
D(X)
: j j X. j
E(X) = , D(X) = 2 . J j j
j j E(X ) = 0 D(X ) = 1. ,
E(X ) = E(

1
X
) = (E(X) ) = 0.

,
D(X ) = D(

4.2.1

1
1
X
) = 2 D(X ) = 2 D(X) = 1.

j j. j
, j
j j j. , j j
, j j j X
.

70

 4.1. j X j j j
j. , a > 0 j
1
P{X a} E(X)
a
.
E(X) =

x P{X = x}

x P{X = x} a

x:xa

x P{X = x}

x:xa

= a P{X a}

j |X| k , j
4.2. ( j) j X j
j a > 0. j
P{|X| a}

1
E(|X| k )
ak

. 4.1 j
P{|X| k ak }

1
E(|X| k ),
ak

j
P{|X| a}

1
E(|X| k )
ak

j j j k = 2 |X E(X)|
j
4.3. ( j)
P{|X E(X)| a}

71

1
D(X)
a2

 j j j j j
j j j j, D(X) .
- j.
4.1. j j X Y j j E(XY ) , j
p
E(XY ) E(X 2 )E(Y 2 )
. j E(X 2 ) = E(Y 2 ) = , j j j.
j j , j E(XY )
. , j
1
|xy| (x2 + y 2 ),
2
x y. , j E(X 2 ) E(Y 2 ) , X
Y j j j 1, j j
. , j j
j a j. Z = aX Y
0 E(Z 2 ) = a2 E(X 2 ) 2aE(XY ) + E(Y )2
j j a. j j , j
j j . ,
(2E(XY ))2 4E(X 2 )E(Y 2 ) 0,
j .

4.2.2

, j
j j X1 , X2 , . . . j j j j, j 2 .
j j j j:
Sn = X1 + . . . + Xn Mn =

Sn
.
n

.
72

 4.2. ( j) j
j X1 , X2 , . . . E(X1 ) = E(X2 ) = . . . = . j D(X1 ), D(X2 ), . . .
, j. j c > 0 D(Xi ) c,
i = 1, 2, . . . . X1 , X2 , . . . j, j.
 > 0
P{|Mn | } 0, n .
. j Y = Mn . j
E(Y ) =

1
1
E(X1 + X2 + + Xn ) = (E(X1 ) + E(X2 ) + + E(Xn )) = .
n
n

,
1
D(Y ) = D(Mn ) = D[ (X1 + X2 + Xn )]
n
1
=
D(X1 + X2 + + Xn )
n2
1
=
(D(X1 ) + D(X2 ) + + D(Xn ))
n2
1
c
1
(c + c + + c) = 2 nc = .

2
n
n
n
j j j j j j j. j
P{|Mn | } = P{|Y | }

1
c
D(Y ) 2 0, n ,
2

n

j j.
j
j. j j j j
Mn ( , + ), , n
. , j n j
Mn ( , + ) j. , j
 , j n Mn
j.
j 4.2. , j j
j j. , j, j j j 49/100 51/100.
73

j j j X1 , X2 , . . . j
49
51
P(Xi = 1) =
.
100
100
j j E(Xi ) = 1/50. j j n
j Sn = X1 + + Xn . j j
P(Xi = 1) =

1
| > ) 0,
50
n . j Mn = Sn /n, , n, j
n
Sn ,
50
j j.
P(|Mn +

j 4.3. j j j A j p = P (A). j Mn j j j
A n . ,
, j j j A. ,
X1 + . . . + X n
Mn =
.
n
j j Xi , 1 i n, j j j j 1 j A, j j 0. j j E(Xi ) = p
1 i n. j j
n, j j Mn E(X1 ) = E(X2 ) =
. . . = E(Xn ) = p. j j j j j
j j j
.

4.2.3

j j j j
j j. , j ?
j j n j
Mn =

X1 + X2 + + Xn
Sn
=
,
n
n
74

 n , j j E(Xi ) = , i N. ,
j j j j j Sn , Mn
(a, b).
j
j j Sn
(a, b). jj j j j,
Mn
Mn E(Mn )
=
n.
Mn = p

D(Mn )
4.3. ( ) j j X1 , X2 , . . . j,
j 2 . j F (x) j j j j j N (0; 1). j a < b
Mn
n b} = F (b) F (a)
lim P{a
n

j , j j, j j,
.
j 4.4. n = 225 j, j j
= 5 j. j j j
j Mn , j 0.6 j?
j j = E(X) j |M225 |.

1
M225
225| 0.06 225}
P{|M225 | 0.6} = P{|
5
5
= P{|M225 1.8|} = 2F (1.8) 1
= 2 0.96407 1 = 0.92814.
j je j M225 0.6 M225 + 0.6
j 0.93.
j , j, j.
4.4. j j X1 , X2 , . . .
j, j 2 . j Sn =
X1 + X2 + + Xn . j a < b
Sn n

lim P{a
b} = F (b) F (a).
n
n
75

J j j ,
j
Sn n
Mn
.
n=

n
4.4 j j Sn N (n; n 2 ), E(Sn ) = n D(Sn ) = n 2 .

4.2.4

j j

j j , n p ,
j.
j . j j Sn j
B(n; p) Sn = I1 + I2 + + In ,
4.4 j
Sn np
} F (b) F (a)
P{a
npq b





x2 np
x1 np
P{x1 Sn x2 } F
F
,

npq
npq
j n .
j 4.5. j j 0.7.
j j 100
(a) 65 ,
() 65 75 ,
() j 77 ?
, j
n = 100, p = 0.7, q = 0.3, np = 70, npq = 21.
()



65 70
100 70

F
100} F
21
21
= F (6.55) F (1.09) = 1 (1 F (1.09))
= F (1.09) = 0.86214.


P{65 S100

76

()


P{65 S100




75 70
65 70

75} F
F
21
21
= 2F (1.09) 1 = 0.72428.

()



70
77 70

F
77} F
21
21
= F (1.53) F (15.3) = 0.93699.


P{0 S100

4.2.5

j j j

j, j j , j
j. 4.4 j j j
j j. , j
jj j, , , j .
j j
j j j.
j
j, j .
j j j,
j j ().
j 4.6. j ,
j j Mn j 0.2, j 0.9. j = 10.

77

 j n j P{|Mn | 0.2} = 0.9.

0.90 = P{|Mn | 0.2}


Mn
0.2
= P |
| n
n

10




n
n
n

=P
Mn
= P |Mn |
50
50
50
 
 
 
n
n
n
F
F
= 2F
1,
50
50
50
j 4.7. j j 50 , 8 .
200 000 , j 10 100 000 j .
j S j .
P{S 10 100 000}. j E(S) = 200000 50 = 107 , D(S) = 200000 82
(3578)2 , j
)
(
10100000 107
S E(S)
p

P{S 10100000} = P
3578
D(s)


100000
= P S
F (28) = 1,
3578
. j
.

78

 5

, . j j .
j j . j
j j , j.
j. j j j j
j j j j. j,
j , .
j j , .
j j . j j
, . ,
j. j
j j ,
j .
, j .
j jj , j,
j .
j. j
79

 j . j j ,
j j j j , j j j .
j . ,
j, j
j.
j 5.1. (j j) j j , j j . x1 , x2 , . . . , xk
j j. j Ni j j j j X(ei ) = xi , 1 i k. j j X
j x1 , x2 , . . . , xk j j N1 , N2 , . . . , Nk
j
P
X
x1
x2

xk
. N1 /N N2 /N Nk /N N/N = 1
j j
j j j j j j. j , ,
.
. j j j j . j, j j
. j
j jj j j j j
j . (j j )
j j j () j j.
j
j ,
j j ( ) . j
j , j, j j j jj j j. j , j
j j.
j j j j j .

80

j 5.1. j j .
j . j
169, 182, 177, 201, 165.
j 190.
201, 205, 199, 192, 195. j
, j j. j
, j . , j
j 190. ,
j j j.
j j , N .
 ( j) n, (n N )
N
. j j
n
 
N
j , 1/
.
n
n j
, .
j .
j j,
.
n . j ,
j j j Xi i = 1..n,
j. j j j j j 1/N n , j .
j 5.2. j j E j X. j j X j ,
j j j j (X1 , X2 , . . . , Xn ) j j j X.

5.1

. j

j j j j . j, j
X: j , j
j .

81

j 5.3. j (X1 , X2 , . . . , Xn ) j . j S = g(X1 , X2 , . . . , Xn ) .

Kao j, j j j
j, j j j. j (x1 , x2 , . . . , xn )
, j s = g(x1 , x2 , . . . , xn ) j S.
j 5.2. j (X1 , X2 , X3 , X4 , X5 ) 5. S1 , S2
j j j j
, S1 = min{X1 , X2 , X3 , X4 , X5 }, S2 = max{X1 , X2 , X3 , X4 , X5 }.
j (3, 7, 2, 4, 7) , j S1 j s1 = 2,
S2 j s2 = 7.
j j E = {e1 , e2 , . . . , en } j X(e), e
E. j j {X(e1 ), X(e2 ), . . . , X(en )}. j
j j j j
A=

1
[X(e1 ) + X(e2 ) + X(en )],
n

j ( A) j j
A=

1
[(X(e1 ) A)2 + (X(e2 ) A)2 + (X(en ) A)2 ].
n

j X j j, j
A = EX, B = DX.
j 5.4. j (X1 , X2 , . . . , Xn ) j .
n
X
n = 1 (X1 + X2 + + Xn ) = 1
Xi
X
n
n i=1
j ,
n

Sn2

X
1
n )2 + (X2 X
n )2 + + (Xn X
n )2 ] = 1
n )2
= [(X1 X
(Xi X
n
n i=1

j j .

82

5.2

n S 2 j j j X
n
j j j j.
5.1. j (X1 , X2 , . . . , Xn ) j j
X.
n ) = EX, D(X
n ) = DX
() E(X
n
n1
() E(Sn2 ) =
DX
n
. (X1 , X2 , . . . , Xn ) j j, ()
j . () EY 2 = DY +
(EY )2 j j j:
!
!
n
n
X
X
1
1
n )2 = E
n )2 =
(Xi X
X 2 E(X
E(Sn2 ) = E
n i=1
n i=1 i


n
1X
DX
1
2
2
2
2

+ (EX) =
E(Xi ) [D(Xn ) + (E Xn ) ] = nE(X )
=
n i=1
n
n
DX
n1
=
DX,
n
n
j EX12 = EX22 = = EXn2 = EX 2 .
= E(X 2 ) (EX)2

j j:
1. j j X j, j j Y = aX + b, b 6= 0 j
EY = aEX + b DY = a2 DX.
2. j j X1 , X2 , . . . , Xn j, Z = X1 + X2 + + Xn
j EZ = EX1 + EX2 + + EXn , DZ =
DX1 + DX2 + + DXn
j 5.3. X j j N (10; (0.5)2 ),
Y j , j
N (8; (0.3)2 ).
83

() j j ?
() j j ?
() j j j
?
.
() X1 X2 , j
Z = X1 + X2 . j EZ = EX1 + EX2 = 10 + 10 = 20, DZ =
DX1 + DX2 = (0.5)2 + (0.5)2 = 0.5, j Z : N (20; 0.5).
() j j T = 3Y . j ET = 3EY =
3 8 = 24, DT = D(3Y ) = 32 DY = 9 (0.3)2 = 0.81 = 0.92 ,
T N (24; (0.9)2 ).
() j V = X + Y , EV = EX + EY = 10 + 8 = 18, DV =
DX + DY = (0.5)2 + (0.3)2 = 0.34, V : N (18; 0.34).
j (X1 , X2 , . . . , Xn ) j j X n
j N (m; 2 ), 1. 2. j X
2
n = m, DX
n = . j
j E X
n

m
m
X
n = Xn
= n
X
n

/ n
j N (0; 1).

5.3

j j

j , j
(, , ...),
j j j j j. j j , j j, j .
j j j.
j 5.4. j j N (m; 2 ) m ,
j j X n - .
84

jj, - j j ?
j j X, j jj.
j (X1 , X2 , . . . , Xn ) X,
j Y = (X1 , X2 , . . . , Xn ). j
y = (x1 , x2 , . . . , xn ) j j .
j j j j
j, j j j j j
j. J j
j j.
j 5.5. j j j
X. j (X1 , X2 , . . . , Xn ) j X.
j Y = (X1 , X2 , . . . , Xn ) j (
) j EY = .
j j, j. j Y j j j
. j , k
k j j j y1 , y2 , . . . , yk ,
k

1X
yk =
yi .
k i=1
j 5.5. 5.1 j E(Xn ) = E(X).
j Xn j E(X).
n1
, E(Sn2 ) =
DX, j Sn2
n
j j D(X). j n , j
.
, D(X) j
n

c2 =
S
n

1 X
n
(Xi Xn )2 =
S2,
n 1 i=1
n1 n

j
n
n
n n1
Sn2 ) =
E(Sn2 ) =
D(X) = D(X),
n1
n1
n1 n
c2 j D(X). j S
c2
j S
n
n
.
c2 ) = E(
E(S
n

85

5.3.1

j j

j B(n; p). j j p =
p(A) F = Sn /n j A n .
E(Sn /n) = p.
j 5.6. j p2 . j p2 F 2 . j j:
E(F 2 ) = D(F ) + E(F )2 = D(

p(1 p)
Sn
) + p2 =
+ p2 .
n
n

p(1 p)
1

j
n
4n
2
n . p j
j j , j

c2 = F 2 F (1 F ) .
F
n1
j P(). j j E(X) = ,
j Xn . j
j E(X) = j Xn .
j 5.7. j ( ) j j P(). 72 j .
j () 0
j
35

1
27

2 3
6 3

4
1

P
72

j j
x72 =

0 35 + 1 27 + 2 6 + 3 3 + 4 1
= 0.7222.
72

j j X
P {X = k} = e0.72

(0.7222k )
,
k!

k = 0, 1, 2, . . .

j U(a, b). j j j (a, b), j . n j ( X1 , X2 , . . . , Xn ),

86

j j (a, b) -
ba
,
j . j j
n+1
j
ba
Xmin a =
= b Xmax .
n+1
j a b j
A = Xmin

Xmax Xmin
Xmax Xmin
, B = Xmax +
.
n1
n1

b a j
BA=

n+1
Xmax Xmin .
n1

, j Xmin Xmax ,
j A B a b. j
j U(0, ) j j,
n+1
Xmax .
j j C =
n
j 5.8. 6 j U(a, b) : 5.1,
5.8, 6.3, 5.0, 4.7, 5.6. j a j
4.7

6.3 4.7
= 4.38 4.4,
5

6.3 +

6.3 4.7
= 6.62 6.6.
5

b j

j N (m; 2 ). j E(X) = m, D(X) = 2 ,

c2 . n
j m j X n 2 j S
n
2
Sn .

5.3.2

j j j. j j j.
j j j j, j.
87

 j j
j - . , j j j j , j
( ). j j
j , n j.
j 5.9. j (X1 , X2 , . . . , Xn ) j . j1
j E(X). j Vn = (X1 + Xn ) j E(X),
2

1
D(X)
1
,
D(Vn ) = D[ (X1 + Xn )] = (D(X1 ) + D(Xn )) =
2
4
2
n . E(X) j X n ,
j
D(X)
0, n ,
D(X n ) =
n
j X n j j E(X). , j
X n j j . j j
j.
j 5.10. j E(X) = m0 , j
D(X) j
n

1X
Dn =
(Xi m0 )2 .
n i=1
j Dn j j.
n
n
1X
1 X
2
D(Dn ) = D[
(Xi m0 ) ] = 2
D[(Xi m0 )2 ] =
n i=1
n i=1

D[(X m0 )2 ]
0, n .
n
j j j (Xi m0 )2 .
=

j j, Yn Zn , j
. , j j j.
88

j 5.6. j Yn j
j j Zn , j D(Yn ) < D(Zn ).
j 5.11. j
2
4
1
1
U = X1 X2 + X3 V = (X1 + X2 + X3 )
3
3
3
3
E(X). j
 2
 2
12
2
4
21
D(U ) = D(X1 ) +
D(X2 ) +
D(X3 ) = D(X).
3
3
3
9
j D(V ) = 31 D(X), j V j U .

5.4

j j.
j 5.12. j
j X
N (m; 2 ). j . j j 1750 1800 j j
X : N (30; 82 ). 1928-1978. j j j N (30; 82 ) j j
X : N (m; 82 ) m > 30, j. j j .
( H0 )
j m = 30 j ( H1 ) j m > 30.
j j
. j
j 1928-1970.
38, 33, 29, 36, 32. j
( ) x5 = 33.6 > 30. j x5 j m,
j m > 30, j H1 . ,
x5 30 = 3.6 j H0 (j. m = 30),
89

j j x5 j j j X 5 .
, j j X 5 , j H0 . j
j j, j m > 30,
j H1 .
j. j X j j j ( ) . ( H0 ) j j X j j j. j, j H0 (m = 30), j
j , H1 (m > 30).
j (j. (x1 , x2 , . . . , xn ) j
H0 H1 .
j j T = g(X1 , X2 , . . . , Xn ) -. C-
H0 . j : j t =
g(x1 , x2 , . . . , xn ) T C H0 j, H1 , t 6 C, H0 H1 j.
T C j j
j H0 H1 j t C.
j 5.13. j. j j j X : N (30; 82 ), m 30, H0 (m = 30), H1 (m > 30).
1
j x5 = (x1 + x2 + . . . + x5 ). j H0 5
H1 j x5 , j j x5 k, j j j k,
k > 30, . C = [k, ).
j k = 33. j H0 , j. j j
N (30; 82 ). j H0 ,
2
j {X 5 33}. X 5 j N (30; 85 ), j
PH0 {X 5 33} = PH0 {

33 30
X 5 30

} = PH0 {X 5 0.84} 0.2,
8/ 5
8/ 5

j j X 5 j j N (0; 1).
90

 j .
j H0 j ,
j H0 j .
, ,
= PH0 {T C}, = PH1 {T 6 C}.
j ,
j C, j
= PH0 {T C}.
j 5.14.
 j j = 0.05. k
PH0 X 5 k = 0.05. j




k 30
k 30

=1F
5 ,
0.05 = PH0 X 5
8
8/ 5

j j =

 j k = 35.89.
PH1 X 5 < 35.89 m j j ,
j m > 30.

91