US - Statistika Za Inženjere PDF

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УНИВЕРЗИТЕТ СИНГИДУНУМ
Проф. др Наход Вуковић

Доц. др Слађана Спасић
СТАТИСТИКА ЗА
ИНЖИЊЕРЕ
Прво издање
Београд, 2011.
СТАТИСТИКА ЗА ИНЖИЊЕРЕ
Ауtори:
Проф. др Наход Вуковић
Доц. др Слађана Спасић
Рецензенtи:
Проф. др Милица Булајић
Проф. др Мирјана Шекарић
Издавач:
УНИВЕРЗИТЕТ СИНГИДУНУМ
Београд, Данијелова 32
www.singidunum.ac.rs
За издавача:
Проф. др Милован Станишић
Техничка обрада:
Слађана Спасић
Дизајн корица:
Александар Михајловић
Година издања:
2011.
Тираж:
300 примерака
Шtамpа:
Младост Груп
Лозница
ISBN: 978-86-7912-333-6

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.
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n.
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.
A ,
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{2,3,4,5,6,7,8,9,10,11,12}.
,

2 #
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n=62,

#
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(1.2) (2,2) ... (6,2)
81

::: (3.15)
(1,6) (2,6) ... (6,6).
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1
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7
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G

g. ! :
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g G.
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d
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d D.
,

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f (3.21)
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# 1000 2000 3000 4000 5000 6000 7000 8000 9000 10000

.
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7
; %#

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#
.
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(3.22)
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4. $ (!
).
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i à priori :
1. 0 d P A d 1 ,
2. P: 1 ,
3. P 0 ,
87

4. P A1 A2 P A1 P A2 ,
5. P A 1 P A ,
6. P A B P A PB P AB .

#$ ,
E

(3.22), .
& , "
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A ,

#
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P(A).
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P * :
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P(A) .
P A t 0 . (3.23)
2. ? . : * P

, .
P: 1 . (3.24)
88
3.2. D !
3.
. : A1 , A2 , ... :
$, * P

* P
: A1 , A2 , ... ,
.
P A1 A2 P A1 P A2 (3.25)

$
.
#
.

: E à priori

1. 2. 3. %
? E ,
%
,
%# ?
#
. / %# 3.7. 3.8.

,
.
/ ,

.
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PA 1 P A . (3.26)
!, A . C

$ . A

P A A P A P A (3.27)
.
AA :,

P A A 1 . (3.28)
89

5 (3.28) (3.27)

(3.26).
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P 0 . (3.29)
+ " :
$
: :

P: P P: ,
(3.29).
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: 0 1, .
0 d P A d 1 . (3.30)
# 4. : : B,
!
P A d P B . (3.31)
! A B
B A AB,

P B P A P A B (3.32)
5

P A B t 0 ,
(3.32) (3.31).
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P A B P A P B P A B . (3.33)
4.9.
A B A AB
90
3.2. D !
B A B A B (3.34)
A A B
$ . / i A B
A B
$ .
!
(3.34)

P A B P A P A B
P B P A B P A B (3.35)
(3.35)
(3.33).
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3.8. Z :
91

3.3. / @?

=?P >
?:
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+ B. +

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.
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.
.

P A / B
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+

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B.
A n(AB)
#

.
C B
nB
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n
# ) B
92
3.3. Z !
n AB
P AB . (3.37)
n
A / B , . )
B . ) n(B)
n(AB) $ ).
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n A B
P A / B . (3.38)
nB
) (3.38)
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(3.36) (3.37)
#
P A B
P A / B . (3.39)
P B

%
(3.39).
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: B
P A B
P A / B ,
P B
. !
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2. P A / B 1 B # ), .
B A .
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93

A / B

A1 / B, A2 / B, ... ,
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k 1
!

. / (3.39)

P AB P B P A / B . (3.40)
) ) B
#
P AB P A P B / A . (3.41)

"
, # (3.40) (3.41)
) B.
F) ) ,.
"

. A , 6
4 # # #

#. A , #

#
. !
,
. !
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.
( )

:
A
B1 , B2 , ..., Bn

$
, .
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i z j , i, j ^1, 2, ..., n` ,
94
3.3. Z !
¦B
k 1
k :.
! :

n
P A ¦ PB P A / B ,
k k (3.42)
k 1
PBk Bk , P A / Bk

) Bk .
!. E Bk
: .
+ )
) Bk , ( 3.9.)
A AB1 AB2 ABk . (3.43)
B1
B 10 B9 *+
B2
B11 B8
B 12 B7
B3
B4 B6
B5
3.9.
;
(3.43)
95

P ABk PBk P A / Bk ,
# (3.43) (3.42).
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" #
$ "

. +
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" 0,90; 0,91; 0,90 0,92 , ,
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:
x B1 1.
" ;
x B2 2.
" ;
x B3 3.
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x B4 4.
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P(B1) = 0,244
P(B2) = 0,256
P(B3) = 0,244
P(B4) = 0,256,

96
3.3. Z !
P(A/B1) = 0,90
P(A/B2) = 0,91
P(A/B3) = 0,90
P(A/B4) = 0,91.
E B1, B2, B3 B4
$
. ! )
% ,
P(A) = 0,244 · 0,90 + 0,256 · 0,91 + 0,244 · 0,90 + 0,256 · 0,91,
.
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X. +
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97

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-" % #
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p(0) = 1 (3.45)

)
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( ) ),
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X
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A
C
X

X
p X 1
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x A:
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3.3. Z !
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3
B2
1
P B2 .
3

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.
B2 ).
!
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A %# ,

P A B2
P B2 / A ,
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P ( B2 ) P A / B2
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99

1
0,02
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: ! :
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$ : , .

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A )
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:
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:
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. # 3 , 2 4 ,
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3 1 1 3 1
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6
+ ' %

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101

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, .

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n .
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n A2
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3.3. Z !
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n A1 A 2
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n
; A1 A2 (3.50)

n A1 A2 n A2
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n n

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/ (3.52) %# .
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:. +! ! A1 A2 , +) " ! ,

P A1 A2 P A1 P A2 (3.53)
A
. A, A1 A2

,
P( A1 / A2 ) P( A1 )
. (3.54)
P( A2 / A1 ) P( A2 )

,
P ( A1 / A2 ) P ( A1 )

P ( A1 A2 ) P( A2 ) P( A1 / A2 ) P ( A1 ) P ( A2 )
. A1 A2 . ! :
103

O: A1 A2 +) " ! ,

! ,
, ! :.

. C
(3.53) (3.54) .
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36 36
E A1 A2
%

1
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36
/ (3.55) (3.56) $ # (3.53), "
.
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A1 A2

A1 i A2 ; A1 i A2 ; A1 i A2 .
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104
3.3. Z !
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! !, .
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:
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,
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,
x A3 :
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#
.
U
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,
A2 A3 .
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A3 " . C
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1. + ).

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)

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E
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B3 B4. !
1
PBi , i 1, 2, 3, 4.
4

1
P A / B1 ,
4
1
P A / B2 ,
2
P A / B3 1 ,
1
P A / B4 .
3
C
1§1 1 1 · 25
P A ¨ 1 ¸ .
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'

2. n1
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#, m #

# k #
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106
3.3. Z !
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"
0,999

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. C
P A 1 1 p
n
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E
n, (3.58) 0,999. C

n
$
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log 0,001
n .
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.
107

p t t 0 t 0 t . C

't
1 p 't a't o't ,
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p t 't
/ t 't t 't

. !
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pt 't pt
apt o1
't
7 , 't o 0 ,
dpt
apt . (3.59)
dt
C
" (3.59),
% #
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'

5. ; . .
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t 't
p t , t 't at 't o't . (3.60)
a t % #;
108
3.3. Z !
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t1 ;
3. ; .
C
#
t . P t #
t . P t 't1 , t #
t t 't . C
P t 't P t P t 't , t ,
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P t 't Pt ^1 pt , t 't ` ,

P t 't P t ^1 a t 't o't ` (3.61)
/ (3.61)

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at Pt 01
't
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dt
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t
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³
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. # ,
at D E e Jt
E Jt
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J
e 1 .
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4. :
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. !
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n!

n! 1 2 3 ... n 1 n
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n! .
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n o f .
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Tn
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1
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#
n!
n!| 2Sn n n e n
%
n!

n. C n 1

1!| 1,0023 ,
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2!| 2,0007 ,
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5!| 120,01 .
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10! 3628800 ,
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R..von Mises [6].
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1
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1
1
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4.1. & I x

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1
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2u
a
115

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z
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x, (-3, 3]
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116
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2. AA A A A 7. A AA A A
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, k $ A
, ( n k ) ?
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. C , n
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k
,
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.
,
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n
k $ A, (
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1
C
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,
.
Pn(k) k Pn(k)
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8 0,0033 18 0,1080
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3
! , k,

. / .
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n!
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219

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i
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5

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229

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231

7.4. :

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239

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+ ,

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241

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242
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Var (T )
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243

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245

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246
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g X 1 ,..., X n ;T ! g1 ,
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,
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J . !
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247

Z1 f1 X 1 , X 2 ,..., X n ; g1 ; Z 2 f 2 X 1 , X 2 ,..., X n ; g 2 @.

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248
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n

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249

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n n
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250
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255

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19.89 96.32.
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256
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257

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268
9.2.
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3. 5 z 0

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W
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9 W f x1 , x 2 ,..., x n z 0 , H 0 ;
9 W f x1 , x 2 ,..., x n ! z 0 , H 0 .
269

, W

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T1 ( T1 );
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270
9.2.
:

E x 5 H 0 ;
E x 10 H 1 .

1. !

z 0
P ^ x ! z0 m 5` 0.05 0.01 ,
. , x

z 0 (
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z0 6.65 7.58 .
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; % #
Var l V 2 a12 a 22 ... a 16
2

271

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272
9.2.
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T ,
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m m
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x ¦ X ,
n i1 i
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273

E x m
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n
! # V 2 .
! V 2 .
,
x m
n
V
A N 0;1 .

f; f ,

x2
1
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@

m m0
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Var W 1.
W , H 0 ,

m m0
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V
274
9.2.
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() # 9.2.
9.2. + W .

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H 1 m ! m0 .
C z1 , D ,
W z1 ,
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z1
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I z1 1 D . (9.1)
5
# % # A
z1 , :
9 W z1 , H 0 ;
9 W ! z1 , H 0 .
275

+ "

E P^W z1 / m ! m0 ` P^W d z1 d / m ! m0 `
§ m m0 ·
I z1 d I ¨ z1 n ¸.
© V ¹
5 " , E % # m,
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276
9.2.
:

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x m0
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2
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277

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D . (5 (c) # 9.3.)
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,
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278
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( m m0 ),

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,
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279

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:
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:
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#
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280
9.2.
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2

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9 W t 0 , H 0
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n
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281

x m0
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mm. + 80 mm. A

10 :
80 81 82 81 81 82 80 82 81 81.
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81.1 80 , .

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282
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Var x 4.9 .
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Var x 4.9 .
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283

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,
.
327

n n n
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i
2
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i 1 i 1

.
E
n n
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2
i n
ªn º
2
n ¦ X «¦ X i » ,
i 1 i 1 2
D i
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n
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i 1
i n
i 1

° 1 n 2 ª 1 n º ½°
2
D n ® ¦ X i « ¦ X i » ¾.
2
°̄ n i 1 ¬ n i 1 ¼ °¿
x s x2 ,

$ . ' :
1 n 1 n
x ¦ Xi; sx2 ¦ X i x .
ni1 ni1
E
D n 2 s x2 ,
' D>0, (11.3)

,
. /
.

328
11.1. + ( )
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n
x
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(11.4)
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n
1
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Y $ Y

1 n
Y ¦ Yi .
n i1
# b0 b

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n
1
b0 2
x x X i x Yi
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n
(11.5)
1
b
ns x2
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i 1
i x Yi
1. #

. 5 %# b0 b
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E Yi E 0 EX i Var Yi V 2 , Cov Yi , Y j 0,

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<
n
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i 1
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329

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n n
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i Xi 1.
5 %# Ci' , Ci $. H

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) # b0 b

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n
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b0 b

330
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n
V 2 x 2 s x2
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,
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n
V2
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) !

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V 2x
Covb0 , b V 2
¦C C i
'
i .
i 1 ns x2
) # b0 b

E 0 E : >

,

. $

,

, .

.
+ # b. A b '
#

n n
b' ¦ d iYi
i 1
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i 1
i 0 EX i H i .
E

,

n n
¦ di
i 1
0, ¦d X
i 1
i i 1.
H

n
Var b ' V2 ¦d
i 1
i
2
. (11.7)
&

U % #
331

n n
§ n ·
F V2 ¦d
i 1
i
2
O ¦ d i O1 ¨ ¦ d i X i 1¸.
i 1 ©i1 ¹
-"
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0 i 1,2,, n
wd i
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0
wO
wF
0,
wO1

Xi x
di Ci ,
ns x2
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.
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Y
@

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,
@

.

, , Y " ) ), , b0 b
" ?) ). = $

.
) Q

Y,

X x . #

Yˆ b0 bx. (11.8)
@
,

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#

E Yˆ E 0 E x,
332
11.1. + ( )

. <

Ŷ

Y
X x.
; # (11.8)

Var Yˆ Var b0 x 2Var b 2 xCovb0 , b .
!
,

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V2
ns 2
^s 2
x x x .
2
`
x
/ #

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# x, "
# ,
x . C , ,

$" # , . .
) '

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Y ¦ Yi ,
n i1

E Y E 0 E x ,
V2
Var Y .
n
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V 2

. /

H i . /

Y, .
Var Yi V 2
333

'

. #

Yi b0 bX i ,

.
. /

Y

X.
# V 2
2
1 n
Vˆ 2
¦ >Yi b0 bX i @
ni1
(11.9)
5 (11.9) E 0 E X i , "

$

,
, #

2
Vˆ 2 1 n
¦ Yi E 0 EX i Y E 0 Ex 2 s x2 b E 2 .
ni1
#
n2 2

E Vˆ 2
n
V ,
" #.

# V 2

2
n 1 n
Vˆ 2
n
n2
V2 ¦ >Yi b0 bX i @
n2 i 1
2. K
. /
$ Y $ X
:
1. / $ X Y
334
11.1. + ( )
Y E 0 EX H ,
H $.
2. + $
E H 0,
Var H V 2 .
3. $ H A
H : N 0 ; V 2

+ E 0 , E V 2 #

Y1 , X 1 , Y2 , X 2 , ..., Yn , X n
. # b0 , b Vˆ 2 (11.5)
(11.9).
5 , $
) E Yi E 0 EX ,

) Var Yi V 2 ,
) Yi A

Yi : N E 0 E X i ; V 2
) + $ Y1 ,Y2 ,...,Yn
.
5 3, $ #
,
#

.
+ " b0 b #

335

n
b0 ¦C Y
i 1
'
i i
n
b ¦C Y ,
i 1
i i
A :

ª
b0 : N « E 0 ;

V 2 s x2 x 2 º
»
¬ ns x2 ¼
ª V2 º
b : N « E ; 2 ».
¬ ns x ¼
# V 2 ,

H i >Y E 0 Ex @ b E 2 s x2 ,
1 n 2
¦
2
Vˆ 2 (11.10)
n i1
# %#,

n
b0 E 0 ¦ C i'H i
i 1
n
(11.11)
b E ¦ Ci H i
i 1
Ci' , Ci
s x2 x X i x Xi x
Ci
'
; Ci ; i 1,2,, n.
ns x2 ns x2
/ (11.10) $ Vˆ 2 ,

$, 8- . E
(11.10), $
A , $
H 1 , , H n . ! $ :
336
11.1. + ( )
# V̂ 2

V 2F 2
F 2 9-

n 2 . '

, b0 V̂ 2 . /
b V 2 .
= ! +

! $ # %# b0 b,

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t b0 n 2,
sx Vˆ 2
1 bE
tb n 2,
sx Vˆ
t- n 2
.
! J , t 0
1 J
S n 2 t 0 ,
2
t b , E

#
ª s xVˆ s xVˆ º
«b t 0 ; b t0 ».
¬ n2 n2¼
A
E 0 ,
t b0 . +
%#,
#
337

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#
Yˆ b0 bx,
A
E Ex
E Yˆ 0
Var Yˆ ^s `
V 2
x x .
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2 x
ns x

s x2 x x b0 bx E 0 Ex
2
t n 2,
sx Vˆ
n 2
.

# $,
.

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)
2
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n
i (11.12)
i 1

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% .
338
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+
#
#
X. C
#

2
n
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i 1
# Yi X i

# .

. &

n 2
b 2
¦ X
i 1
i x . (11.13)
A ,
$ Y,
.

,

n 2
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i 1
i 0 bX i @ ,

$ #
$. &

n 2
¦ >Y
i 1
i y b X i x @ . (11.14)
U #:

n 2 n 2 n
¦ Y
i 1
i y ¦ >Y b
i 1
i 0 bX i @ b 2 ¦ X
i 1
i x , (11.15)
" :
>

Y

( )
.
339

+ . * . "

" $

"
,

$ Y.
!

n 2
b2 ¦ X i x
r2 i 1
2
(11.16)
n
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i 1
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Y

X.
/ # (11.15)
n 2
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r2 1 i 1
n
, (11.17)
¦ Y y
2
i
i 1

" : 1 r 2 $
"
Y

.
5 (11.16) %# b,

s xy2
r2
s x2 s y2
s xy X 1 ,Y1 , ..., X n ,Yn , s x2 s y2

$ .
7
,
,

.
340
11.1. + ( )
/ # (11.9) (11.5)

#

Vˆ 2
s y2 1 r 2
$ .
+

2
n 2
ª n º
b 2
¦ X i x « z1 E ¦ X i x » ,
i 1 ¬« i 1 ¼»
z1
n
z1 b E ¦ X i x 2 .
i 1
5 E 0 ,

$
V 2F 2 ,
F 2 8-
.
,

$
V 2F 2 ,
F 2 8- n 2
.
5 F 1 n 2

. C %#
#
r2
F n 2,
1 r2
341

H 0 E 0 ,
F-. /
# % # F-
F0 , ,

, H 0 .
- .
:
/
!
5 F
#

2
b2 ¦ X i x
n
- 1
i 1 r2
F n2
1 r2
¦ >Y i b 0 bX @
n 2
n Vˆ 2
- n-2 i 1
i
'

. + $

. E
,
11

:
E
10 15 17 16 23 28 30 40 50 60 80
( $.)
'
10 12 15 20 25 25 30 35 30 40 40

) # .

) E

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) %# #

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342
11.1. + ( )
K. E $ Y,

$
X. &

Y E 0 EX H
) # E 0 E ,
,
$ "
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i 1
i i
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; #
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) +

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5
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! D 0,01

t0 2.821 .
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1
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y
n
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s y2 1 r 2 .
5 V̂ 2 s y2 ,

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#
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C 33% # $,
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346
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