- ()

n
Pn ( x ) = p x q n x
x

n
n!
=
x x!(n x )!

x = 0,1,2,...

q =1 p

S n : B ( n, p )

- ()

- :
n,

:
,
.
0
30

q =1 p =

1
1
=
8
2
1
3 1
3!
3
1 1
P3 (1) =
=
1!(3 1)! 2 2
8

X
0
P(x) 1/8

1
3/8

1
2

2
3/8

P3 (2 ) =

3
1/8

3!
1 1

2!(3 2 )! 2 2

P3 (3) =

3 2

3!
1 1

3!(3 3)! 2 2

3
8

33

e , j = 1,2,...
j!
nh , P ( A) = p n , n p n , > 0.

:
k
P{S n = j}

3!
1
P3 (0 ) =

0!(3 0 )! 2

1
p=
2

p k = P{ X = k} = e

, k = 0,1,2,...
k!
: S : P( )

.

1
8
3

- -

:
. 1000 ,
20 .
100
3 ?

p k = P{ X = k} = e

, k = 0,1,2,...
k!
= 100x0.02 = 2, k = 3

p3 = P{ X = 3} = e 2

.
:
k
P{ X = k} = p(1 p ) , k = 0,1,2,...
:

P{ X = k} = p(1 p ) , k = 1,2,...
k 1

2
= 0.18
3!

X ,
:
P{ X = k} = p k q = p k (1 p ), k = 0,1,2,...

: ,
-
?
k 1
k
P{ X = k} = (1 1 / 2 ) 1 / 2 = (1 / 2 )

b
:
P{a < X b} = f ( x)dx

f (x)

. -1 , . ,

c
p = P( A) = P( A) = 1 p

P{a < X b}

x
a
b
X
(a,b],
.


- () -

- () N(m, 2) :

X
m 2,(m (-h,+h), 2 >0 ),
: f (x ) = 1 e ( x m ) / 2
2
x
2
2
1
- : P( X x ) = F (x ) =
e ( (t m ) / 2 ) dt
2
2
: N(m, 2)
: x m = X * =>
2
X*: N(0, 1) .
2

f(x)

>1

xm

:
X: N(40, 102),

X*: N(0, 1) .

P( X < 55) = ?

X* - (Z).
- X* :
x
2
1
(x ) = ( x ), x < 0
(x ) =
e t / 2 dt , x > 0
2 0
, - f(x) F(+h)=0.5 ;

10

- () -

*
= X =>

0.5 + ( x), x > 0

F ( x) =
0.5 ( x), x < 0

1
2
=5

- () :

=0.5

z=
z=
11

xm

(z)

(z)

-3.0

0.0013

0.5000

-2.5

0.0062

0.5

0.6915

-2.0

0.0228

1.0

0.8413

-1.5

0.0668

1.5

0.9332

-1.0

0.1587

2.0

0.9772

-0.5

0.3085

2.5

0.9938

3.0

0.9987

55 40
= 1.5 ( z ) = 0.9332
10

P( X < 55) = 0.9332

12


- -

- () X
Y=ln(X)
. X=Y , Y: N(m,2) , 2 >0.
:

Y: N(m,2),

X=eY+x0

X:

(ln( x x0 ) m )2

f ( x) =
1
2 2
e

( x x0 ) 2

f(x)

f ( x) = 0, x 0

1.2
y =0.1
2

y=0

0.8

1
f (x ) =
e
x ln x 2

y =0.5
2

y =2
2

0.4

(ln x ln x )2
2 ln2 x

Y=ln(X-x0), x0=const.

,x >0

, x x0
, x > x0

x
0

13

X: U(a,b) , a<b.

- :

f ( x) = b a
0

X:

, x ( a, b)
, x (a.b)

0
x a
F ( x) =
b a
1

14

f ( x) = b x b 1 ( ax )b
a ( a ) e

,x < a
,a x < b

,x 0
, a > 0, b > 0
,x > 0

,x b

15

16

X: () .

0
f ( x) =
x
e

- 0

( )
f ( x) = 1
1

( ) x e

,x 0
, > 0
,x > 0

17

, x x0
, > 0, > 0

18

Y: III , Y=lnX, Y=logX

X: - III X=eY . X=10Y
X
(X=eY):

ln x x0

)
(
f ( x) = 1
1

x
x
e
(ln

0
( )

x0 - (

-- III -

X III
, :

, x > x0

- -

x x0

(
)
f ( x) = 1
1

x
x
e
(
)
0
( )

,x 0
, 0, > 0
,x > 0

( ) = t 1e t dt , > 0.

19

, x x0
, x > x0

, > 0, > 0

20


- c2 -

- -

X1,X2,,X N(0,1) ,
X 12 , X 22 ,.., X 2
c2 .
0
,x 0

1
x
2

f ( x) = x
e 2

2
2 ( 2 )

c2 c2

c2

f (t ) =

+1

( )
2
: 30 : f (t ) N (0,1)

+
1 2
x) 2

,x > 0

22

+1
2

.
:

f (x ) = e ( x )e

t2

,x 0

( 1 1 )

2
(1+ 1

( ) ( )
2
2

(1 +

1, 2

- -

( ).
F :
0

1 + 2

)
(
1 2 x
f ( x) =
2
( )
1 2 2

21

X: N(0, 1)
, t
t :
t=

21 , 22 -

- (t)

1, 2

2
2

,x > 0

21
X = 12

, < t < +

( x )

, < x < + , > 0, > 0

Z = (X )
z

f ( z ) = e ( z ) , < z < +
23

24

,
,
.

: , -, ,
3, - 3.
2

25