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i=1,2,...6.:
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A={E2,E4,E6}
B={E3,E6}
C={E1,E2,E3,E4}

2.1,2,34.

.:
2

:
:

(
1), (
3), (
2,1), (
2,3), (
4,1), (
4,3), (2,4,1), (2,4,3), ( 4,2,1), (4,2,3)

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E2

E3

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E5

E6

={E1,E2,E3,E4,E5,E6,E7,E8,E9,E10}
A={E3,E4,E7,E8,E9,E10}
B=
C={E9,E10}

E7

E8

E9

E10

:
F.P:FR,R
,
:
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n

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i 1

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:
1) P()=0
2) A F ,0 P ( A) 1
3) P( A ) 1 P( A)
4) P ( A B ) P ( A) P ( B ) P ( AB )

1..
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)
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)

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P ( A) a P ( B ) b

P( A B ) c

)
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A A A( B B ) AB AB
P( A) P( AB) P( AB )

P( AB) P( A) P( AB ) a b
)

P( A B ) 1 P( A B) 1 P( A) P( B) P( AB)
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2.BC.
:
P( A B C ) P(( A B) C ) P( A B) P(C ) P(( A B)C )
P( A) P( B) P(C ) P( AB) P( AC BC )
P( A) P( B) P(C ) P( AB) P( AC ) P( BC ) P( ABC )

3. P ( A1 A2 A2 A1 ) P( A1 ) P( A2 ) 2 P( A1 A2 ) .
:
A = A

AA


A1 A2 A2 A1 A1 A2 A1 A1 A2 A1 A2 A2
A1 ( A1 A2 ) A2 ( A1 A2 )

( A1 A2 )( A1 A2 )

P( A1 A2 A2 A1 ) P(( A1 A2 )( A1 A2 ))
1 P( A1 A2 A1 A2 )
1 P( A1 A2 ) P( A1 A2 )

1 P( A1 A2 ) (1 P( A1 A2 ))
1 P( A1 A2 ) 1 P( A1 A2 )
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={E1,E2,,En}
1
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n
m,
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:

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k
k m

3.23.
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0.6
10
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4.
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:

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x

||= V62 36
A={(4,6),(5,5),(6,4)},|A|=3
3
1

36 12
5.100.40,30,15
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B:
C:
D:
E:
:
:
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:

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40
30
15
0.4 , P ( R )
0.3 , P ( AR )
0.15
100
100
100

B RA R \ RA
P ( B) P( R) P( RA)
P ( B) 0.3 0.15 0.15
P (C ) P( A \ AR) P( A) P( AR) 0.4 0.15 0.25
D A R
P ( D) P( A R) P ( A) P( R) P( AR) 0.4 0.3 0.15 0.55
ED
P ( E ) 1 P( D) 1 0.55 0.45

6.35.2
5.3
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C 2C 1
P( A) 2 3 3
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10 5
C 53

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:

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I:x<y,yx<1
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:
y

25

20

y = x+1
15

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10

1
2

10

15

20

25

m() 24 24 576

23 23 22 22
m( S ) 24 24

69.5
2
2
:

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m( S )
0.12 .
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2.
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x, y | 0 x, y 1, m() 1
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1.5

y = 1-x

y=
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2
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1 3

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- 0.5

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9

1
2

x1 , y1
x y 1 y 1 x

1
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x

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3

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9
9
2
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x

x2 , y 2

9
9

3
3

:
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3

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0

P( S )

2
3

1
3

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dx (1 x)dx ln 2
9x
3 9

m( S ) 1 2
ln 2
m( ) 3 9

2
3

:
(P(B)>0)
P ( A | B)

P( AB)

P( B)

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P( B | A)

P( AB)

P( A)

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P( A1 A2 ... An ) P( A1 ) P( A2 | A1 ) P( A3 | A2 A1 )...P( An | An 1 ... A1 )

:
AB P ( AB ) P ( A) P ( B )

, B ,
A , A B
1,2, ..., n
k,k=2,3,...n,:
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1. S={1,2,,20} .
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:
:
:
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B={3,6,9,12,15,18}
AB={6,12,18}
P(A|B)=?
P( A | B)

P( AB) 3 1

P( B)
6 2

2.
2. 8 10 . (
).
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:
:
Aii,i=1,2
P(A1A2)=?
P ( A1 A2 ) P ( A1 ) P ( A2 | A1 )

8 7
0.183
18 17

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3
2

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F,
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. , DE
D.,
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:
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D E G,
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.:
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CGH,
0.9936.
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:
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,
P (( A B ) (C ( D E ))) 0.9868

4. .
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:
:
Aii,i=1,2,...
, i .
, P ( Ai ) P( A) 0.3 ,i=1,2,
B A1 A2 A3

P ( B ) P ( A1 ) P ( A2 ) P ( A3 ) 0.7 3 0.343

C A1 A2 A3 A4 P ( B ) P ( A1 ) P ( A2 ) P ( A3 ) P ( A4 ) 0.7 3 0.3 0.1029

5.0.01,
,
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:
:
:
:

A A A( B B ) AB AB
P( A) P( AB) P( AB )
P( A | B) 0.01
P( A | B ) 0.03

90
0.9
100
P( B ) 1 0.9 0.1

P( B)

P ( AB) P( B) P( A | B) 0.9 0.01 0.009

P ( AB ) P( B ) P ( A | B ) 0.1 0.03 0.003
P ( A) P( AB) P( AB ) 0.009 0.003 0.012
0.012 100 1.2%

6.:

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.(
),
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:
:
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:IV
:
P(A|B)=?
P(Ck)=1/3,C,=1,2,3,4

C1C 2 C3C 4 , C1 C 2 C3C 4 , C1C 2 C3C 4 , C1C 2 C3 C 4 , C1 C 2 C3C 4 , C1 C 2 C3 C 4 , C1C 2 C3 C 4 ,

C1 C 2 C3 C 4 ()
C1C 2 C3C 4 ,
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, C1C 2 C3 C 4 , C1 C 2 C3 C 4


1
1 2
2
1 24 16 41
P ( B ) ( ) 4 6( ) 2 ( ) 2 ( ) 4

3
3 3
3
81 81 81 81
1
1 2
13
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3
3 3
81
13
P ( AB ) 81 13
P( A | B)

41 41
P( B)
81

7. 90% , 80%
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:
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P ( AB ) 0.75 P ( A) P ( B ) .

P( B | A)

P( AB) 0.75

0.8333
P( A)
0.9

P( A | B)

P( AB) 0.75

0.9375
0.8
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P ( A | B ) P ( A), P ( B | A) P ( B )

.

:
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H
i 1

F:
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:
,
:

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1.2,4.
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P( H 1 ) P( H 2 )

3
5
3
P( A | H 2 )
7

P( A | H 1 )

P ( A) P ( H i ) P( A | H i )
i 1

1 3 3 18
( )
2 5 7
35

)
P ( H 1 | A)

P( H 1 ) P( A | H 1 ) 7

P ( A)
12

2.4.
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,
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H1:
H2:
:

P( H 1 ) 0.8

P( H 2 ) 0.2 P( A | H 2 ) 0.25

P( A | H 1 ) 1

P ( H 1 | A) ?
P ( H 1 | A)

P( H 1 ) P( A | H 1 )
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0.941
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3.Online4.
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0.4

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:
HiiP(H1)=0.4,P(H2)=0.3
P(|H1)=0.998,P(A|H2)=0.999

a) P(A)=?
4

P( A)

P(H )P( A | H ) 0.4 0.998 0.3 0.999 0.1 0.997 0.2 0.992 0.997
i

i 1

0 .4
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0.267
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) P H 1 | A

:
n n
.
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,Ak:

n
Pn (k ) p k q nk , k 0,1,..., n
k
q=1p.

1.,?
:

:
P ( A)

,n=8,3,k=3.
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8 1 5
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3 6 6

2. ,
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27 37

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3. ,
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4.0.3.
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:
p P ( A) 0.7


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1 Pn (0) 0.95
n
0.3 n 0.05
0

n ln 0.3 ln 0.05
n

ln 0.05
2.49
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n 3 .

5. .
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,
3

P( H ) 1 P( H ) 4 , i 0,1,2,3
i 0

B:
.

P( B | H 0 ) 0
3

4 1 2
8
P( B | H 1 )
81
1 3 3
4 2 1
32
P( B | H 2 )
81
1 3 3
P( B | H 3 ) 0
3

P( B) P( H i ) P( B | H i )
i 0

1 8 1 32 10

4 81 4 81 81

P( B | H i ), i 0,1,2,3
P( H i | B)

P( H i ) P( B | H i )
, i 0,1,2,3
P( B)

P( H 0 | B) 0

1 8

4
81 1
P( H 1 | B)
10
5
81
1 32

4
81 4
P( H 2 | B)
10
5
81
P( H 3 | B) 0
P( H 2 | B) ,
21.

:
X(,F,P)
:RF..
{ | X ( ) x} { X x} F

:
:
Fx ( x) P{ X x}, x R

:
,
Rx={xi|iI}X
Rx 0.
Rxpi=P{X=xi}.
,pi:
1. 0 pi 1
2.

pi

iI

:
X
pi
.


:
,
:

F ( x)

i:xi x

P{ X x}

:
,
:

pi P{ X xi } lim F ( x) F ( xi )
x xi

1..
.
:
:
={(,),(,),(,),(,)}
.
Rx={0,1,2}
P{X=0}=P{(,)}=1/4
P{=1}=P{(,),(,)}=1/2
P{X=2}=P{(,)}=1/4

0 1 2
X : 1 1 1

4 2 4

F(X)=P{X < x}


x 0 : F ( x) P ( ) 0

0 x 1 : F ( x) P{ X 0}

1
4

1 x 2 : F ( x) P{ X {0,1}} P{ X 0} P{ X 1}
x 2 : F ( x) P{ X {0,1,2}} P{ X R x } 1
x0
0,
1
, 0 x 1
F ( x) 4
3
, 1 x 2
4
1,
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3
4

2.:

1 2 3 5 7
X :a a a a a

2 3 3 2 3
.
:
Rx 1.
:

a a a a a
1
2 3 3 2 3
2a 1

1
a
2

3.X:

x 1
0,
0.3, 1 x 2

F ( x)
0.7, 2 x 6
1,
x6


.
:
F(x),..
Rx={1,2,6}.
P{ X x} lim F ( x ) F ( x ) P{ X x} F ( x ) F ( x )
0

P{ X 1} F (1 ) F (1) 0.3 0
P{ X 2} F (2 ) F (2) 0.7 0.3 0.4
P{ X 6} F (6 ) F (6) 1 0.7 0.3

6
1 2

X :
0.3 0.4 0.3

4.a.
p=0.4, q=0.6.
.
.
:
Rx={0,1,2,3,4}
:

i :i,i=1,2,3,4.
i
P{ X 0} P ( A1 ) 0.6
P{ X 1} P ( A1 A2 ) 0.4 0.6 0.24
P{ X 2} P ( A1 A2 A3 ) 0.4 2 0.6 0.096
P{ X 3} P ( A1 A2 A3 A4 ) 0.4 3 0.6 0.0384
P{ X 4} P ( A1 A2 A3 A4 ) 0.4 4 0.0256

1
2
3
4
0

X :
0.6 0.24 0.096 0.0384 0.0256

:
() = q = 1- p. IA
. R I A {0,1} 0,
1,.

q 1 p, x 0

P( I A )
x 1
p,

:
n
. n
p= (), X ~ B ( n, p )

n
pi P{X i} Pn (i) p i q ni , i R X {0,1,2,..., n}
i

:
X
1
R X {x1 , x 2 ,..., x n } pi PX xi , i 1,2,...n
n
Rx , X ~ U x1, x 2 ,..., x n .

( p P ( A), q 1 p ) X
, X ~ Geo ( p ) .
pi P{ X i} (1 p) i 1 p, i {1,2,...}

:

( p P ( A), q 1 p ) X
, X ~ NB ( k , p ) .

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

:
X
, X ~ P ( ), 0 ( ).
pi P( X i )

i
i!

e , i {0,1,2,...}

1..60%.30%
.
. 15 ,
?

:
X,15,
. X n = 15.
.:


:
:

P{B}=0.6
P{A|B}=0.3
P{A| B }=0
p = P{}= P{A|B} P{B}+P{A| B } P{ B }=(0.3)(0.6)=0.18
X ~ B (15,0.18) P{ X 2}
P{ X 2} 1 P(0) P (1) 1 (1 p ) n np (1 p ) n 1 0.7813

n =15 =0.18.

2.0.6,B0.7.
..
:
:
Y:B
:
,

i:i,i=1,2,
Bi:Bi,i=1,2,
Rx={1,2,...}

P{ X 1} P( A1 ) P ( A1 B1 ) 0.6 0.4 0.7 0.88

P{ X k} P( A1 B1... Ak 1 Bk 1 Ak ) P( A1 B1... Ak 1 Bk 1 Ak Bk )
(0.4 0.3) k 1 0.6 (0.4 0.3) k 1 0.4 0.7
0.12 k 1 0.88, k 1,2,...
X ~ Geo(0.88)

RY {0,1,...}
P{Y 0} P ( A1 ) 0.6
P{Y 1} P ( A1 B1 ) P ( A1 B1 A2 )
0.4 0.7 0.4 0.3 0.6 0.28 0.072 0.352
P{ X k} P ( A1 B1 ... Ak Bk Ak 1 ) P ( A1 B1 ... Ak 1 Bk 1 Ak Bk )
(0.4 0.3) k 0.6 (0.4 0.3) k 1 0.4 0.7
(0.4 0.3) k 1 0.6 0.12 (0.4 0.3) k 1 0.28
0.12 k 1 0.352, k 1,2,...

3. , 5%
.12
12 .
12 .
15?
:
12
.k=12p=0.95.

P{ X 15}

P( x) 1 P{X 15} 1 F (15) =1-0.96995 = 0.03005

15

F(15),
.

5.
10.
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)162?


:
) .
=10.
8

P{ X 8} 1

k! e

1 0.333 0.667

k 0

)Y
2.Y20.
16

P{ X 16} 1

k! e

1 0.221 0.779

k 0

:
,
p(x)..
x

F ( x)

p(t )dt

p(x).
P{ = x}=0,
x.

:
p(x).
:
1) p(x) 0,xR
~

2)

p ( x)dx 1

3) P{a<X <b}= p( x)dx

a

1. ( )

k
, x 1

p( x) x 3
0, x 1
k, F(x)
5.

p( x)dx

k
k
dx k 2
3
2
x

x>1,F(x)=

2
1
dt 1 2
3
x
1 t

p(t )dt

x1,F(x)=0.

F(x)e:

P{X > 5} = 1 F(5) =1 1 2 =0.04.

5


2.X

2 x,0 x 1
p ( x)
0,
:
)P{ X1/2}
) { X1/2|1/3X2/3}
:

1
) P{ X }
2

1
2

1
2

p( x)dx 2xdx 4

)
1
1
2
: { X } B: { X }
2
3
3

P ( A | B)

P( AB)
P( B)

1
1
P ( AB ) P{ X }
3
2

1
2
P ( B ) P{ X }
3
3

1
2

2 xdx 4 9 36
1
3

2
3

2 xdx 9 9 3
1
3

5
P ( AB ) 36
5

P( A | B)
1 12
P( B)
3

:

.
,.
X~U(a,b),

, a xb
p ( x) b a
0,

:
.
X~E(l),

e x , x 0
p ( x)
x0
0,

:
X 2,
X ~ N ( , 2 ) ,
f ( x)

1
2

( x )2
2 2

, x

(1/ ) ,
.
0,

x 1
p ( x)
e x /
( )

x0
x0

( )

1 x

e dx ( ) ( 1)! .

1 1 / ( ,1 / ) E( )

2
3. X ~ N (10, ) . P{10 X 20} 0.3 ,
X (0,10)

:
N (10, 2 )
=10,
PX (0,10 ) P{ X (10,20 )} 0.3

4.
3
.
5?
:

=3().
5:
5=1/12
P{T 1 / 12} F (1 / 12) 1 e (1 / 12 ) 1 e 1 / 4 0.2212

:
X1, X2, , Xn
(, F,P). n X=(X1, X 2, , Xn)
.
X=(X1, X 2, , Xn) ,
Rx Rn ..P{XRxC}=0.
Rx :

P{X1 = x1, X2 = x2, ,Xn = xn}, (x1, x2, , xn) Rx

X.

:
X=(X1, X 2, , Xn)
:

F(x1, x2, , xn) = P{X1 < x1, X2 < x2, ,Xn < xn}
xiR,i=1,,n

1.(X, Y)e:

YX

1
2

1
3/40
7/40
0

2
1/40
4/40
2/40

3
5/40
1/40
8/40

:
)F(x,y)(X, Y)
)X Y

4
2/40
1/40
6/40


:
a) F ( x, y ) P{ X x, Y y}, x, y R

F ( x, y )

P{ X x , Y y }
i

i: xi x j: y j y

xi < x xi+1
X=xi+1Y=yi+1()
Y
X x1
x>4
1< x2
2< x3
3< x4
0
0
0
0
0
y1
0
3/40
4/40
9/40
11/40
1< y2
0
10/40
15/40
21/40
24/40
2< y3
y>3
0
10/40
17/40
31/40
1
) P{ X xi }

P{ X x , Y y }
i

yi R x

1
X : 10

40

2
7
40

3
14
40

4
9 X=i.

40

1
Y : 11

40

2
13
40

3
16 Y=yj.

40

2.(X, Y).
YX
y1
1< y4
4< y7
y>7

x1
0
0
0
0

1< x3
0
1/40
3/40
4/40

3< x5
0
4/40
12/40
17/40

x>5
0
10/40
30/40
1

:
)(X, Y).
)X Y

Rx={1,3,5},Ry ={1,4,7}

P{ X xi , Y y j } P{xi X xi , yi Y y j }
F ( xi , y j ) F ( xi , y j ) F ( xi , y j ) F ( xi , y j )

X
Y
1
4
7

1/40
2/40
1/40

3/40
6/40
4/40

6/40
12/40
5/40

) Fx ( x) P{ X x} lim F ( x, y )
y

F(x,y),
0, x 1
1
, 1 x 3

Fx ( x ) 10
17
,3 x5
40
1, x 5

Y
F(x,y)

0, y 1
1
, 1 y 4

Fy ( y) 4
3
,4 y7
4
1, y 7

:
(X, Y),
{Y = yi}:
P{ X xi , Y yi }
, x i Rx
P{Y y j }

P{ X xi | Y y j }

Y{ X=xi}:

P{Y y j | X xi }

P{ X xi , Y y j }
P{ X xi }

, y j Rj

(X1, X2,, Xn)e,

:

P ( X 1 x1 ,..., X n x n } P{ X 1 x1 } P{ X n x n }( x1 ,..., x n ) R

1.(X, Y)

YX x1
y1
0.12

y2
0.1

x2
0.18
0.11

:
)X Y
) P{ X x3 , Y y 2 }
) P{ X x2 | Y y1}
)XY?

x3
0.1
0.39

x1 x 2 x3
Y
) X :
0.22 0.29 0.49

y y2

: 1
0.4 0.6

) P{ X x3 , Y y 2 } P{ X x1 , Y y 2 } P{ X x 2 , Y y 2 } 0.1 0.11 0.21

P{ X x2 | Y y1}

P{ X x2 , Y y1}

P{Y y1}

P{ X x1 , Y y 2 } P{ X x2 , Y y 2 } 0.21 7

P{Y y 2 }
0.6 20

)XY
P{ X xi , Y y i } P{ X xi } P{Y y i }, i 1,2,3, j 1,2

P{ X x1 } P{Y y1 } 0.22 0.4 0.88 0.12 P{ X x1 , Y y1}

XY.

2.(X, Y)
Y
1
3
10

2
3/47
2/47
9/47
14/47

4
7/47
8/47
5/47
20/47

5
1/47
4/47
8/47
13/47

XY.
:

2 4 5
X : 14 20 13 Y

47 47 47

1 3 10
: 11 14 22

47 47 47

3
P{X 2, Y 1} 47 3
P{X 2 | Y 1}

11 11
P{Y 1}
47

11/47
14/47
22/47
1


2 4 5
X | {Y 1} : 3 7 1

11 11 11
2 4 5
X | {Y 3} : 2 8
4

14 14 14
2 4 5
X | {Y 10} : 9
5
8

22 22 22
1 3 10
Y | { X 2} : 3 2 9

14 14 14

1 3 10
Y | { X 4} : 7
8
5

20 20 20
1 3 10
Y | { X 5} : 1 4 8

13
13
13

:

f : R R . Y=f(X), Y
.

Rx={x1,x2,}()
pi=P{X=xi}. Y
RY={y1,y2, }, yi=f(xi)
RY={y1,y2,}yi=f(xi)
:
1)

f,..xixj f(xi)f(xj),

P{Y y i } P{ X x i } p i , i 1,2,...

2)

f yiRy, f1({yi})={xi1,xi2, ,xik}Rx,

xx()
k

P{Y y i } P{ X xi } p iv

X
px(x).
Y=f(X):
:
X(,b),=b=+
. f(x)
(a,b),Y:

pY ( x ) p x ( f

( x)) | ( f

( x))' |

1
1. X ~ B (3, ) .Y=2X+1?
4


1
2
3
0

X :
27 / 64 27 / 64 9 / 64 1 / 64
RY={1,3,5,7},:
P{Y=1}=P{2X+1=1}=P{X=0}=27/64
P{Y=3}=P{2X+1=3}=P{X=1}=27/64
P{Y=5}=P{2X+1=5}=P{X=2}=9/64
P{Y=7}=P{2X+1=7}=P{X=3}=1/64
,
3
5
7
1

Y :
27 / 64 27 / 64 9 / 64 1 / 64

2.Y=X21,
3
1 2

) X :
1 / 8 1 / 2 3 / 8

2
1 1

) X :
1 / 4 1 / 4 1 / 2

:
)RY={0,3,8}
P{Y=0}=P{X21=0}=P{X=1}=1/8
P{Y=3}=P{X21=3}=P{X=2}=1/2
P{Y=8}=P{X21=8}=P{X=3}=3/8
3
8
0

Y :
1 / 8 1 / 2 3 / 8
)RY={0,3}
P{Y=0}=P{X21=0}=P{X=1}+P{X=1}=1/4+1/4=1/2
P{Y=3}=P{X21=3}=P{X=2}=1/2
3
0
.
Y :
1
/
2
1
/
2


3. X ~ P ( ) . a
Y=2X+6.
:
RX={0,1,2,} P{X=k}=

k
k!

e ,k=0,1,2,

Y RY={2k+6|k{0,1,2,}},

P(Y=2k+6)=P(X=k)=

k
k!

e ,k=0,1,2,

4. X ~ U (0,1) . Y X 2 ?
:

FY ( y ) 0 y 0 .y>0,:

FY ( y ) P{Y y} P{ X 2 y} P{ X

y
dx,
y } 0
1,

y 1 y, 0 y 1

y 1
1,
y 1

0, x 0

, FY ( x) x ,0 x 1
1, x 1

1
, x (0,1)

pY ( x) F ( x) 2 x

0,

'
Y

5. X ~ U (0,1) . Y ln X .
:
X ~ U (0,1) .

0, x (0,1)

p X ( x)
1, x (0,1)


(0,1), ln x
.,1
. ln x :

y ln x
y ln x 1

e y x 1 e y

1
1
x y ey
x
e

:
pY ( x ) p x ( f

( x)) | f

( x)'| p x (e x ) | (e x )'| 1 | e x | e x

ex(0,1),..x>0.

1, Y ~ E (1)
e x , x 0
pY ( x )
0, x 0

6.X1,X2,...,Xn
(0, 1). Z = min{X1, X2, ..., Xn}.
Z.
:
X ~ U (0,1) .

0, x 0
1, x (0,1)
p X ( x)
FX ( x) x,0 x 1
0, x (0,1)
1, x 1

Xn, P( X i x ) P( X x ), i 1,..., n .

P{Z x} P{min{X1 , X 2 ,..., X n } x} 1 P{min{X1 , X 2 ,..., X n } x}

n

1 P{{X i x}} 1 P{X1 x}...P{X n x} 1 (P{X x})

n

i 1

0, x 0

1 (1 x) n ,0 x 1

1, x 1

,
n(1 x) n 1 , x (0,1)

p Z ( x)
0, x (0,1)

7. X1, X2, ... , Xn

.Z=m{X1,X2,...,Xn}.
Z.
:
Xn, P( X i x) P( X x), i 1,..., n

P{Z x} P{max{X 1 , X 2 ,..., X n } x} P{{ X i x}}

i 1

P{ X 1 x}...P{ X n x} ( P{ X x}) ( FX ( x)) n

n

8. Y ~ N (0,1) .
X Y m ,s>0.
:
1

Ye: p y ( y )

y2
2

:
Fx ( x) P ( X x ) P{Y m x} P{Y

PX ( x)

PY (

Y ~ N (m, 2 )

xm

1
2

( x m )2
2 2

xm

} FY (

xm

9. X Y

1
0
Y
X :
1 / 3 2 / 3

4
2

:
1 / 4 3 / 4

)Z=XY

)U=2X+3Y1

:
) Z RZ={0,2,4},
:
P{Z=0}=P{X=0}=1/3
P{Z=2}=P{X=1,Y=2}=P{X=1}P{Y=2}=2/31/4=1/6
P{Z=4}=P{X=1,Y=4}=P{X=1}P{Y=4}=2/33/4=1/2
2
4
0
.
Z :
1 / 3 1 / 6 1 / 2

7
11 13
5

) U :
1 / 12 1 / 6 1 / 4 1 / 2

:

Rx={x1, x2, } pi=P{X=xi} i=1,.

EX

x p
i

xi R X

:
1)
2)
3)
4)
5)
6)

Ec=c, c e
|EX|E|X|
A P{aXb}=1 aEXb;
(cX)=cEX, EX
E(X+Y)=E(X)+E(Y), EX EY
X Y EX EY ,
(XY)=EX EY
n

i 1

i 1

7) E ( ci X i ) c i EX i , ci, i=1,n,
n

i 1

i 1

8) X1, , Xn , E ( X i ) EX i
:
X
, ..
DX=E(X-EX)2=EX2-(EX)2.

1)
2)
3)
4)
5)

DX>0 DX=0 P{X=c}=1,

D(X+c)=DX, c
D(cX)=c2DX
X Y D(X+Y)=DX+DY
X1, , Xn , c1, , cn
, D(c1X1++cnXn)= c12 DX 1 ... c n21 DX n


1.
:
)B(n,p)
)P()
:
) X ~ B ( n, p )
X n
.
X R x {0,1,...n}
n
p k P{ X k} p k q n k , k R x
k
n
n
n k nk
n!
n!
k nk

p k q nk
p q
EX kp k k p q k
k!(n k )!
k 1 ( k 1)!( n k )!
k 0
k 0 k
k 0
( r k - 1, k r 1)
n

n 1

n!
p r 1 q n r 1 np
r 0 r!( n r 1)!

n 1 r n r 1
p q
r 0 r

n 1

np 1 np

B(n -1, p) .
n
n
n
n
n!
EX 2 k 2 p k k 2 p k q n k k 2
p k q nk
k!( n k )!
k 0
k 0
k 0
k
n
n 1
n!
n!
k
p k q n k ( r 1)
p r 1 q n r 1

r!(n r 1)!
( k 1)!( n k )!
k 1
r 0
( r k - 1 k r 1)
n 1

np r
r 0

n 1
(n - 1)!
(n - 1)!
p r q n r 1 np
p r q n r 1
r!(n - r - 1)!
r!
(n
r
1)!
r 0


n 1
n 1 r n r 1
p q
np
np r
r 0 r

EX B ( n 1, p )

n 1 r n r 1
p q

r 0 r

n 1

B(n -1, p) .

np (n 1) p np 1 n p np 2 np n 2 p 2 np (1 p ) n 2 p 2 npq
2

DX EX 2 ( EX ) 2 n 2 p 2 npq (np ) 2 npq

) X ~ P ( ) R x {0,1,...}
p k P{ X k}

k
k!

k 0

k!

EX kpk k
k 0

e , k R x

k 1

r! e

k
(k 1)!

r k 1

r 1
r!

r 0

r 0

P ( ) .

EX k p k k
2

k 0

k 0

k
k!

k
k 1

k
(k 1)!

r k 1

(r 1)
r 0

r 1
r!

r e e 2
r! r
r 0
0 r!

EX

DX EX 2 (EX ) 2 2 2
2. X Y P().
:
)
)
:

EX EY
DX DY
EX 2 EY 2 2

)
E ( X Y ) EX EY 2
D( X Y )

DX DY 2

)
E ( XY )

EX EY 2

X Y 2 Y2,
.

D( XY ) E (( XY ) 2 ) ( E ( XY )) 2 E ( X 2Y 2 ) 4

EX 2 EY 2 4

(2 ) 2 4 23 2

3. 6 3 .
1020.
.
:

X Rx={30,40,50,60}
=10
=20
Ai: i 3- i , i=0,1,2,3
C 63 20
P{ X 30} P ( A3 ) 3
C 9 84
P{ X 40} P ( A2 )

C 62 C 31 45

84
C 93

P{ X 50} P ( A1 )

C 61 C 32 18

84
C 93

P { X 60 } P ( A 0 )

30
X : 20

84

40
45
84

50
18
84

C 33
C

60
1
84

3
9

1
84

20
45
18
1
40
50 60
40
84
84
84
84
20
45
18
1
40 2
50 2 60 2
1650
EX 2 30 2
84
84
84
84
DX EX 2 ( EX ) 2 50
EX 30

4. X1, X2, ... , Xn

[0,1].Z=min{X1,X2,...,Xn}.E(Z).
:
X ~ U (0,1) .

0, x 0
1, x (0,1)
p X ( x)
FX ( x ) x,0 x 1
0, x (0,1)
1, x 1

6,
n(1 x ) n 1 , x [0,1]
pZ ( x)
0, x [0,1]

1 x r
x 1 r
dx dr

1
1
0
n 1
n 1
n 1
xp
(
x
)
dx

n
(
1

x
)
dx

n
(
1

r
)
r
(

1
)
dr

n
Z

(1 r )r dr
~

E (Z )

r n 1 r n 1 1
1
1
n
dr r n dr ) n

n n 1
0
0
n 0 n 1 0
n
n 1 n
1

n 1
n 1
n 1
1

n( r

n 1

5.$10,000XXYY.
$20.a$1


$0.5. YY $50 .
a $2.50
$1. .
(
),:
)$10000,
)$10000YY,
)$5000?
:
X XX, Y YY.
:
)$20,$10000500XX,
=500X
E ( A) 500 E ( X ) 500 1 500
D ( A) 500 2 D ( X ) 500 2 (0.5) 2 62500

)$10000YY,10000/50=200,
=500Y
E ( B ) 200 E (Y ) 200 2.5 500
D ( B ) 200 2 D ( X ) 200 2 12 40000

)$5000,250
X100Y,C=250X+100Y.

E (C ) 250 E ( X ) 100 E (Y ) 250 250 500

D (C ) 250 2 D ( X ) 100 2 D (Y ) 250 2 0.5 2 100 2 12 25625

1/20 2.5/50, 5%.
,
. ),
,,.

:
cov( X , Y ) E (( X EX )(Y EY )) E ( XY ) EX EY
XY.

:
XY cov( X , Y ) 0 .
,.
!

X EX Y EY cov( X , Y )
XY E

DY
DX DY
DX
XY.

:
1) XY, | XY | 1
2) XY, XY 0
3) | XY | 1 P{Y aX b} 1 a 0 .

1.(X,Y).
XY.
YX
1
2

1
0.12
0.1
0.22

3
0.18
0.11
0.29

5
0.1
0.39
0.49

0.4
0.6
1

3
5
1
1 2
Y :

X :
0.22 0.29 0.49
0.4 0.6
EX 1 0.22 3 0.29 5 0.49 3.54
EY 1 0.4 2 0.6 1.6
EX 2 12 0.22 3 2 0.29 5 2 0.49 15.08
EY 2 12 0.4 2 2 0.6 2.8
DX EX 2 ( EX ) 2 2.56
DY EY 2 ( EY ) 2 0.24
3

EXY xi y j P{ X x j , Y y j }
i 1 j 1

1 1 0.12 3 1 0.18 5 1 0.1 1 2 0.1 3 2 0.11 5 2 0.39 5.92

cov( X , Y ) E ( XY ) EX EY 0.256
cov( X , Y )
XY
0.32
DX DY

:
DX
>0,
P{| X EX | }

DX

:
X1, X2,

1 n
1 n
lim P{| X i EX i | } 1
n ~
n i 1
n i 1

1. =20
2.30?
:

20, 2
2

2
P{ X 30} P{ X 20 10} P{| X 20 | 10} 0.04
10

2. P{| X EX | } 0.9 DX=0.0004,.

:
P{| X EX | } 1

DX

.. 1

DX

0.9 0.02


3. =3 D=0.01.
, P{2.5 X 3.5} ?
:

P{2.5 X 3.5} P{2.5 3 X 3 3.5 3} P{0.5 X 3 0.5}

0.01
DX
P{| X 3 | 0.5} 1
1
0.96
2
0.25
0 .5

4.
p=1/3. n .
.. 0.99,
0.01.
:
Y
n.Y~B(n,1/3)
Y=n/3
1 2 2n

DY n
3 3 9

nY/n.
n:
Y 1
| 0.01} 0.99
n 3

n
P{| Y | 0.01n} P{| Y EY | 0.01n}
3
P{|

P{| Y EY | 0.01n} 1
1

DY

(0.01n) 2
n 222223

0.99

DY
(0.01n) 2


5. 2500 5.

0.4.
:
Y Y

1 2500
1 2500
X k , EY
EX k
2500 k 0
2500 k 0

X k , k 1,..,2500 .

DY

2500
1

DX k 0.002
25002 k 0

1 2500
1 2500
Xk
EX k | 0.4}

2500 k 0
2500 k 0
DY
0.002
P{| Y EY | 0.4} 1
1
0.9875
2
0.16
0.4
P{|

6.
:
k 0

Xk : 1
2
1

k
k

1 ,k=1,2,...n?

1
2
1
0 (1 ) k 0
k
k
k
1
2
1
DX k EX k2 ( EX k ) 2 ( k ) 2 0 2 (1 ) ( k ) 2 2
k
k
k
n
n
1
1
E ( X k ) EX k
n k 1
n k 1
EX k k

1 n
1 n
P{| X k EX k | }
n k 1
n k 1
2
lim 2 0
n ~ n

D(

1 n
Xk)
n k 1

1
n2
2
2
n

n 2

Pn(k)

:
p=P(A)0<p<1.,n:
Pn(k)~

1
2npq

x2
2

,x=

k np
npq

:
p=P(A)0<p<1.,n:
m

P ( j)
j k

1
2

xm

xk

t2
2

dt = ( x m ) ( x k ) ,xk=

k np
npq

xm=

m np
npq

:
:
n
n:

S11

S21,S22

S31,S32,S33

Sn1,Sn2,Sn3,,Snn

npn=P(A),n=1,2,
:
lim np n ,:
n

lim Pn ( k )
n

k
k!

e .

.. , ..
n , p . n100, a np10.
.

1. 0.002.
500:
)2;
)?

:
n=500>100
p=P{}=0.002
l=np=110,:

12 1
)P500(2)~ e 0.184 ;
2!
)P500(k1)=1P500(0)~1

10 1
e 0.632 .
0!

2.1000.
,0.005.
3.
:
n=1000>100
p=P{}=0.005
l=np=510,:
3

5 k 5
e =0.265.
k 0 k!
3

P1000(0k3)= P1000 (k ) ~
k 0

3. 0.01 B
0.02..
1000 , S
.S,..0.9988.
:
n=1000>100
p=P{ }=P{ } P{
B}=0.010.02=0.0002
l=np=0.210,:
S,..P1000(0kS)=0.9988
S

0.2 k 0.2
e =0.9988.
k 0 k!
3

P1000 (k )
k 0

S=2.

4.200
0.8.:
)120;
)160;
)190,150.
:
n=200
p=0.8
l=np=160>10,:
200

)P200(120k200)=

k 120

x200=

200 200 0.8

200 0.8 0.2

200

(k ) ~(x200)(x120)

=7.07,x120=

120 200 0.8

200 0.8 0.2

=7.07

(7.07)=1,(7.07)=0,P200(120k200)~1.

)P200(0k160)~(x160)(x0)
x160=

160 200 0.8

200 0.8 0.2

=0,x0=

0 200 0.8
200 0.8 0.2

=28.28

(0)=0.5,(28.28)=0,P200(0k160)~0.5.
)P200(150k190)~(x190)(x150)
x190=

190 200 0.8

200 0.8 0.2

=5.3,x150=

150 200 0.8

200 0.8 0.2

=1.76

(5.3)=1,(1.76)=0.039,P200(150k190)~10.039=0.961.

5. ,
0.8,5,
0.05?
:
n,..Pn(5kn)0.8.
Pn(5kn)~(xn)(x5)
x n=

n n 0.05
n 0.05 0.95

4.36 n =1,x5=

5 n 0.05
n 0.05 0.95

n1, 4.36 n 4.36,(xn)=( 4.36 n )=1.

Pn(5kn)0.8
(xn)(x5)0.8

5 n 0.05
0.8
1
n 0.05 0.95
5 n 0.05
0.2

n 0.05 0.95

5 n 0.05
n 0.05 0.95

0.85,n144.

:
X1, X2, ...
m2.

X i nm
1

P i 1
x n

t 2 / 2

dt ( x)

1. 330 B.
300 () 1B
0.5MB.
:
Xii,i=1,2,,300
n 300 , m EX i 1,

DX i 0.5

n,.
n

X
i 1

X 1 X 2 ... X n .

X i nm 330 300 1
n
*

P{ X i 330} P i 1
P{ X 3.46} (3.46) 0.9997
0.5 300
i 1
n


2. X 3200
.32.
X(2.96,3.075).
:

1
P2.95 X 3.075 P 2.95
3200

3200

i 1

X i 3.075

P 9440

3200

i 1

X i 9840

9440 3200 3
9840 3200 3
*
P
X*
P 2 X 3 (3) ( 2) 0.9759
3200 2
3200 2

3.5

0.01,0.9973?

:
X i , i 1,..., n EX i a, i 1,..., n

EX

i 1

1
n.. P
n

i 1

i 1

X i a 0.01 0.9973

X i na 0.01n 0.9973

0.01n

P
n
5

a .

X i na

i 1

5n

0.01n

0.9973
5n

X i na

0.01n i 1
0.01n
0.01n

P
) 0.9973
1 2(
5n
5n
5n
5n

0.01n
(
) 0.00135
5n
0.01n

3
5n
n 450000

: x

1 r
x i ni
n i 1
r

: s 2

1
( xi x) 2

n 1 i 1

x
i 1

2
ii

ni n x

n 1

: s s 2
: CV

x 'n x 'n
1
2
2

, n
: m
xi' .
2
x 'n 1 ,
n

2
:R= x n' x1'
:IQR=q3q1

1.
X,
50:
1,3,1,6,2,6,4,6,3,3,4,3,1,4,4,1,4,5,3,5,4,1,1,1,5,4,3,2,1,4,6,4,3,2,2,
2,3,6,1,2,2,3,5,3,1,3,6,2,4,1.

:
xi
1
2
3
4
5
6

ni
11
8
11
10
4
6
50

ni/n
0.22
0.16
0.22
0.2
0.08
0.12
1

xini
11
16
33
40
20
36
156

xi2ni
11
32
99
160
100
216
618

<=1
(1,2]
(2,3]
(3,4]
(4,5]
(5,6]
>6

.. n(x)
0
11
19
30
40
44
50

.- . F(x)
0
0.22
0.38
0.6
0.8
0.88
1

1 r
1
: x xi ni
156 3.12
n i 1
50
r

: s 2

i 1

2
ii

ni n x

n 1

618 50 3.12 2
2.6792
49

: s s 2 1.6368
s
: CV 0.5246 ,..CV=52.46%
x
'
'
n=50,m=( x 25
+ x 26
)/2=(3+3)/2=3.
'
R= x n' x1' = x 50
x1' =61=5.

2.,q1,q3:

70
59
38

36
139
89

43
46
54

69
37
25

82
42
35

48
30
24

34
55
22

62
56
9

35
36
56

15
82
19

9
36
56

15
36
56

19
37

59

22
38
62

24
42
69

25
43
70

30
46
82

34
48
82

35
54
89

35
55
139

n=30,m=( x15' x16' )/2=(42+43)/2=42.5.

Ip=0.25
25%q1.0.2530=7.5,q1
8,..q1=34.
IIIp=0.75
75%q3.0.7530=22.5,q3
23,..q3=59.


3.2?

IQR=q3q1=5934=25
q11.5(IQR)=3437.5=3.5
q3+1.5(IQR)=5937.5=96.5

(3.5,96.5). , .. 139,
.

:
E ()

1. X E ( X ) . X
.

:
1 n
1
1 n
1 n
1 n
E ( X ) E X i E X i E ( X i ) n
n i 1
n
n i 1 n i 1 n i 1

:
n
0
,:
P{| n | } 0 n ~

2. X E ( X ) . X
.

2
1
1 n
1 n
D ( X ) D X i 2 D X i 2 n 2
n
n i 1 n
i 1 n

D( X ) 2
P{| n |} } P{| X | )
2
2
n

2
0 X .
2
n ~ n

lim

3. S 2 2 .

:
n

S2

2
(Xi X )

i 1

n 1

2
Xi nX

i 1

n 1

. E ( X ) 0
E ( X ) 0 .
1:
E ( X ) 0 .
EX i2 DX i 2
E X DX
2

2
n

ES

2
i

nEX 2

n 1

n 2 2
2
n 1

2:
E ( X ) 0 , Yi X i .
DYi=0

Y2 DYi EYi 2 ( EYi ) 2 E ( X i ) 2 E ( X i EX i ) 2 DX i X2


,:
Y

S Y2

1 n
1 n
1 n
1 n
Yi ( X i ) X i X
n i 1
n i 1
n i 1
n i 1

(Y Y ) ( X

n 1

( X )) 2
n 1

(X

X )2

n 1

S x2

E (Yi ) 0 ,1.

E ( S x2 ) E ( SY2 ) Y2 X2

k E ( X k )

mk

1 n k
Xi
n i 1

k ( X 1 , X 2 ,..., X n )
X .
:

' k E ( X 1 ) k

m' k

1 n
( X i X )k

n i 1

' k ( X 1 , X 2 ,..., X n )
D( X ) .


:
k , k

1 m1

....
m
k
k

4. .
:

1 E ( X )
m1 X

,
.

1 m1 X X

5. ( P())

2,3,3,3,3,3,2,4,5,2,0,0,1,4,1,5,2,1,2,0.
.
:
x 2.3 .2.

6.
70
36
43
69
82
48
34
62
35
15
59
139 46
37
42
30
55
56
36
82
38
89
54
25
35
24
22
9
56
19
1/, .
:

m1 x 48.2333
2

m2' s 679.7122

m1

m1
1 E ( X ) m1

m1

m1

' 2 D ( X ) 2 m' 2

m' 2
m' 2

m12
3.4227
m' 2

m1
0.0710
m' 2

7. Pareto
x
F ( x) 1

.

x
p( x ) F ' ( x )

x 1

1 EX xf ( x )dx x x 1dx x dx
1

~
x

1
1
1 1

2 EX 2 x 2 f ( x )dx x 2 x 1dx x 1dx

2

~
x

2
2
2 2

1 Pareto 2

m ( 1)

m ( 1)

1 1 m1

2
2

m1 ( 1)

2
m12 ( 1) 2 m2 ( 2)

2 m2
2

2
m2
2

m ( 1)

2 ( m12 m2 ) ( 2m12 2m2 ) m12 0

m2
2
m1 m 2

m1 ( 1)

Pareto,
m1m2.

8. X ~ N ( , 2 ) .2.

:

.
m1 1 EX

..

2' E ( X EX ) 2 2 m2' S 2
2' m2' , 2 S 2 .

L( x, ) L( x1 , x2 ,..., x n , ) p X ( x1 , )... p X ( xn , ) .


x ( x1 , x2 ,..., xn ) , L( x, )

L( x) .

:
n

L(1,..., m x)

1 ,..., m

X i

xi

i 1

,
n

L(1,..., m x)

px , ,...,
i

i 1

9.
.

P{ X x} e
n

L ( x )

x
x!

i 1

xi
xi !

L( x)
n

i 1

i 1

ln L( x) ( xi ln ln xi !) n ln xi C
n

ln x !.
i

i 1

L( x)
0:

ln L
1
n

i 1

1
n

x X
i

i 1

10. .
:

p( x) e x , x 0
n

L ( x ) e xi

i 1

ln L x ln(e xi ) (ln xi ) n ln xi
n

i 1

i 1

i 1

L n

x 0
i

i 1

1
X

11.
3,3,3,3,3,7,7,7

P(X=3)=

P(X=7)=1

1.
2.
:
1.


E ( X ) xi p ( xi ) 3 7(1 ) 7 4 1
i

5 3 3 7 9
m1

8
2
5
9
m1 1 7 4
8
2

2.

L x

P{X

xi } P ( X 3) 5 P( X 7) 3

i 1

ln L x 5 ln P( X 3) 3 ln P( X 7)

ln L x 5 ln 3 ln(1 )

3
5 5 3
5 8
L 5

0
(1 )
(1 )
1
5 8 0
5 8
5

8

12.
.5
,
:3,7,5,3,2.

1.
2.

P{ X k } pq k 1 p(1 p ) k 1
EX

1
1 p
, D( X ) 2
p
p

1.

20
1
m1 (3 7 5 3 2)
4
5
5

1
1 EX
p
m1 1

1
1
4 p
4
p

2.

L p x

P( X x ) p qp qp qp qp q p q
2

i 1

X 3

ln L p x 5 ln p 15 ln(1 p)

X 7

X 5

X 3

5 15

p 5 (1 p)15

X 2

ln L 5
15
5 5 p 15 p 5 20 p

0
p
p 1 p
p(1 p)
p(1 p)

5 20 p 0
p

1
4

.
13.3x1=0.4,x2=0.7,x3=0.9

x 1 0 x 1

p( x )
0,

1.
2.

:
1.
~

1 X xp ( x ) dx xx 1 dx x dx

x 1 1

1 0 1

m1

1
2
(0.4 0.7 0.9)
3
3

m1 1

1 3
3 2 2
2

2.
3

L( x)

p( x ) (0.4)
i

(0.7) 1 (0.9) 1

i 1

3 (0.4) 1 (0.7) 1 (0.9) 1 3 (0.4 0.7 0.9) 1 3 (0.252) 1

ln L( x) 3 ln ( 1) ln 0.252
ln L 3
ln 0.252 0

3

2.177
ln 0.252

= 0
Z-:
X~N(m,s2) s2,:
H0: m=m0
HA: mm0

H0: m=m0
HA: m<m0

Z 0 =

H0: m=m0
HA: m>m0

X 0
~N(0,1), C,:

(-,-

)(

z
2

,+)

(-,-z)

(z,)

z..(z)=1.
Z0C, H0 ,
-:
X~N(m,s2) s2 ,:
H0: m=m0
HA: mm0

H0: m=m0
HA: m<m0

T0 =

H0: m=m0
HA: m>m0

X 0
~tn-1, C,:
S
n

(-,-

t
2

, n 1

)(

t
2

, n 1

,+)

(-,-t,n-1)

(t,n-1,)

T0C, H0 ,

X~N(m,s2) s2 (n>30),
:

H0: m=m0
H0: m=m0
H0: m=m0
HA: mm0
HA: m<m0
HA: m>m0

T0 =

X 0
Z 0 ,
S
n

z.

X(n>30),

H0: m=m0
HA: mm0
Z 0 =

H0: m=m0
HA: m<m0

H0: m=m0
HA: m>m0

X 0
z.
S
n

:
H0: P(A)=p0
HA: P(A)p0

H0: P(A)=p0
HA: P(A)<p0

H0: P(A)=p0
HA: P(A)>p0

, Z 0 =

p A p0
p0 ( 1 p0 )

n
C,:
z
z
(-,- 2 )( 2 ,+)
(-,-z)
(z,)

Z0C, H0 ,

1.300ml.,
,.

=3ml.6
:
299.5 298.2 301.1 299.9 300.05298.6

=0.01
?

H0: m=300
HA: m<300
s=3
x = 299.63 ,

x 299.63 300
z0 =
=
= 0.302

(z)=1=0.99,z=2.33. C=(-,-2.33).
z0C, ,.
..

2..
80.

,
10
:
81
85
76
79
84
83
77
89
79
80
=0.05.
.

H0: m=80
HA: m80
x = 81.3 , s 2 = 15.7889

81.3 80 81.3 80
=
= 1.0346
s
15.7889
n
10
= t 0.025,9 = 2.262 .
t

,n1
2
C=(-,-2.262)(2.262,).
t0 =

t0C, ,..
.

3.
.300,
245
.5%



0.85.

:
.:

0.85

H0: P(A)=0.85
HA: P(A)<0.85
p A=

z0 =

245
= 0. 817
300

0.817 0.85
0.85 0.15

= 1.6

300
(z)=1- =0.95, z=1.65 C=(-,-1.65).
z0C, ,..
.0.85.
X Y = 0
H0: X- Y =0

1. H: X- Y 0

2. H: X- Y > 0

3. H: X- Y < 0

,
X Y:

Z=

X Y 0
X2 Y2
+
n
m

1. z 0 > z / 2 2. z 0 > z 3. z 0 < z

2
2
X Y 0
( n 1) s x +( m 1 ) s Y
T=
s 2p =
1 1
n+ m 2
sp
+
n m
tson+m2.
T:

1. t 0 > t / 2,n+m -2

2. t 0 > t ,n+m -2

3. t 0 < t ,n+m -2

z..

X Y 0
Z=
,
S X2 S Y2
+
n
m
Z=

X Y 0
sp

1 1
+
n m

4.CD/
. CD , 30
. 18
CD5.3
1.4.12CD
4.8 1.6 .
x2 = Y2 = 2 , CD

?(5%)

n = 12 , x = 4.8, s X = 1.6
m = 18, y = 5.3, sY = 1.4

H 0 : X = Y (.. X Y 0 )

H A : X < Y (.. X Y 0 )
= 0.05

xy

t=
sp

1 1
+
n m

4.8 5.3
1 1
1.4818
+
18 12

= 0.9054


.t 0 < t ,n+m-2

t ,n+m-2 = t 0.05 ,28 = 1.701

t 0 = 0.9054 ( ,1.701 ) H0 , .. CD
.

5.B,.
,
.100
80.

6.7
0.6

B
7.5
1.2

,5%,?

n = 100, m = 80 ,
.

H 0: X = Y
H A: X < Y

z=

6.7 7.5
0.6 2 1.2 2
+
100
80

= 5.44

(- , -z) = (-, -1.65)

(z ) = 1 = 0.95 z = 1.65
-5.44 (- ~, -1.65)

H 0

X~N(m,s2) m s , H0 : = 0

1. H: 0 2. H: > 0 3. H: < 0
02 =

(n 1 )S 2
02

n1

:
1. 02 < 1 / 2,n 1 02 > / 2,n 1

2. 02 > ,n 1

3. 02 < 1,n 1

6. 40
0.25. 20
0.32 . = 0.01
?
:
:

H0 : = 0.25
H: > 0.25
20=

( 20 1 )0 . 32
= 32. 768
0 . 252

( ,n 1 , ) = ( 36.191, )
32.768 ( 36.191, ) H0 ,..
.

XY
N(mX,s2X) N(mY,s2Y).
H0 : X = Y

1. H: X Y

2. H: X > Y

3. H: X < Y

S X2
F0 = 2
SY

Fn1,m1

1. f 0 < f

1 / 2, n 1, m 1

f 0 > f

/ 2, n 1, m 1

2.

f 0> f

, n 1, m 1

3.

f 0 < f 1 , n 1, m 1

7.
.19
(
24 ) 13
.

I:1501702101501972001702111921621679421016019017493200170

II:9314317620420017015512018013014014050

. 5%
?
.

n = 19 , x = 172.105 , s X2 = 1161.32
m = 13, y = 147.769 , sY2 = 1812.52

a
,:
( Y = X
F)

H0 : Y = X
H: Y > X
F0 =

sY2 1812.52
=
= 1.56
s X2 1161.32

= 0.05
f ,m 1,n 1 = f 0.05 ,12 ,18 = 2.34

1.56 (2.34, + ~) H0 ()

:
H 0: X = Y

H A : X > Y
= 0.05
x y

t=
sp

1 1
+
n m

= 1.79

. t 0 > t ,n+m -2

t ,n+m-2 = t 0.05 ,30 = 1.697

t 0 = 1.79 ( 1.697 ,+) H0 ..
5%.

H0:F=F0H:FF0

r S1, , Sr, r
,

pk=PH0(XSk) (k=1,,r)

.
(X1,,Xn)X(N1,,Nr)

S1,,Sr.

r
( N k np k ) 2
, n N i
k 1
np k
i 1

2 r1
.2>2,r1
H0: F=F0,
F0(x)mq1,,qm,H0
,.
m,r>m+1
.
(q1,,qm) F0
..
(q1 ,..., q m )
( N k np k ) 2
k 1
np k
r

2rm1.

1.5%
B ( 4, p )
xk
nk

0
8

1
23

2
37

3
25

4
7

x 2 , X ~ B ( 4, p ) p ..
1
p
2
B (4,1 / 2)
4
4
P{ X k} 0.5 k 0.5 4k 0.5 4
k
k
n=100
xk

nk
0
8
1 23
2 37
3 25
4
7
100

pk
npk
nknpk
(nknpk)2 (nknpk)2/(npk)
0.0625
6.25
1.75
3.0625
0.49
0.25
25
2
4
0.16
0.375
37.5
0.5
0.25
0.0067
0.25
25
0
0
0
0.0625
6.25
0.75
0.5625
0.09
1
100
2 0.7467

511=3()

02.05,3 =7.815

(7.815,+~)

0.7467 (7.815, + ~) ..
B (4,1 / 2) .

2. X,
: S1=(~, 1), S2=[1, 2), S3=[2, 3), S4=[3, 4), S5=[4, 5), S6=[5, + ~).
1000 :
610, 220, 100, 40, 20, 10 . 5%
(1)

:
1 e x , x 0

F0 ( x)
0

p k P{ X S k H 0 }

p1 P{ X 1 H 0 } 1 e 1 0.632
p 2 P{1 X 2 H 0 } (1 e 2 ) (1 e 1 ) 0.233,

nk
npk
nknpk (nknpk)2 (nknpk)2/(npk)
1 610
632
22
484
0.77
2 220
233
13
169
0.73
3 100
86
14
196
2.29
4
40
31
9
81
2.61
5
20
11
9
81
7.36
6
10
7
3
9
1.29
2

15.05

61=5

02.05,5 =11.07
(11.07,+~)

15.05 (11.07,+~) ..
(1) .

.

.

()
,
.

.
, X Y.
X A1, A2,...,Ar, Y B1, B2,..., Bk.

H0:XY
H:XY
()n
rXk
Y. (i,j)
AiXBjY.
pij=P(AiBj),pi.=P(Ai)p.j=P(Bj).H0,pij=P(AiBj)=pi.p.j.
pi.p.j
n
n

p i. i. , p . j . j
n
n

.(i,j)H0

n . n. j

nij oij i
n

k
r
r
k

ni . nis , n. j ntj , n nij

s 1
t 1
i 1 j 1

ni .n. j 2

)
r
k (n o ) 2
r
k ( nij
ij
ij
2
n

ni .n. j
oij
i 1 j 1
i 1 j 1

2
, H0 (r1)(k1) .

, .
C=(2a,(r1)(k1),).
1. .
1000
. 0.01
.

220

270

490

260

250

510

480

520

1000

2,
:

r
s
nij2
220 2
270 2
260 2
250 2
1000 3.704
n 1000

2 n

490
480
490
520
480
510
520
510
i 1 j 1 ni n j

2 ,( r 1)( s 1) 02.01,1 2.706

:(2.706,+~)
3.704 (2.706, + ~) H0..
.

1.
().

2
()
1
()

.
.
:

2
4
3
6
3
4
3
4

1
3
1
4
2
2
2
3
18

29

2
12
3
24
6
8
6
12
73

4
16
9
36
9
16
9
16
115

3.625,

2.25
.

1.234,

0.9375

1
9
1
16
4
4
4
9
48

0.96875
.
.

0.9016 (

).

0.786

0.6

(
)

3.625

0.9016

1.11
0.968

2.25

1.034

1.299

x=5

0.786
0.6=0.786 5 0.6 3.33.