Sesavali

ekonometrikis ganmarteba

ekonometrika me-20 saukuneSi ekonomikisa da maTematikis Serwymis Sedegad

Camoyalibda. mecnierebis am mimarTulebis Seqmnis erT-erTi moTave da organizato-
ri r. friSi 1933 wels Jurnal `ekonometrika”-s pirveli nomris mowinave stati-
aSi, romliTac daiwyo msoflioSi erT-erTi wamyvani ekonomikuri Jurnalis gamo-
cema, ganmartavs, rom `ekonometrika - ar aris ekonomikuri statistika. igi arc
imis identuria, rasac Cven ekonomikur Teorias veZaxiT, Tumca am Teoriis mniSvne-
lovani nawili raodenobriv xasiaTs atarebs. ekonometrika ar warmoadgens maTema-
tikis ekonomikaSi gamoyenebis sinonims. rogorc gamocdileba gviCvenebs, sami amo-
savali wertilidan – statistika, ekonomikuri Teoria da maTematika – nebismieri
aucilebeli, magram arasakmarisi pirobaa Tanamedrove ekonomikur cxovrebaSi rao-
denobrivi Tanafardobebis gagebisaTvis. es aris samive mdgenelis erTianoba da es
erTianoba warmoqmnis ekonometrikas.~1
ekonometrikis es ganmarteba sayovelTaod miRebuli iyo mxolod misi formi-
rebis sawyis periodSi. mogvianebiT mravali mecnieri cdilobda daekonkretebina
ekonometrikis definicia da sagani. Tu SevajerebT, erTi mxriv, arsebul ganmarte-
bebs, xolo, meore mxriv, sakiTxTa speqtrs, romlebic Tavmoyrilia ekonometrikis
saxelwodebiT gamosul Tanamedrove saxelmZRvaneloebSi, maSin ekonometrika SeiZ-
leba ganvmartoT rogorc disciplina, romelic cdilobs statistikuri meTode-
biT daadginos raodenobrivi kavSirurTierTobebi ekonomikur cvladebs Soris.
Tanamedrove ekonometrika ori nawilisgan Sedgeba: ekonometrikuli meTodebi
da ekonometrikuli meTodebis gamoyeneba konkretul ekonomikur amocanebSi. ekono-
metrikuli meTodebi efuZneba regresiul analizs, romelic statistikis Teori-
isa da statistikis meTodebis Cveulebrivi Semadgeneli nawilia. amave dros, prob-

1
Frisch R. Editiorial. Econometrica, 1933, N 1, p.2

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lemis specifika, romlis gadawyvetisTvisac gamoiyeneba ekonometrikis meTodebi,
ganapirobebs statistikis tradiciuli midgomebSi rogorc garkveuli cvlilebe-
bis Setanis aucileblobas, ise axali mimarTulebis SemuSavebas.
gamoyenebiTi nawili ki mTlianad ekonomikur Teoriazea dafuZnebuli da Sesa-
bamisi ekonometrikuli modelebis agebiTa da gamokvleviT ekonomikuri kanonzomi-
erebebis gamovlenas an hipoTezuri Teoriuli mosazrebis empiriul dadasturebas
emsaxureba. aqedan gamomdinare, ekonometrika SeiZleba ganvixiloT rogorc stat-
istikisa da ekonomikuri Teoriis mimarTulebaTa sinTezi. am sinTezSi mniSvnelo-
van rols maTematika asrulebs. mis safuZvelze xdeba Teoriuli kavSirurTierTo-
bebis modelireba da statistikuri meTodebis Semowmeba. amasTan, maTematikuri
procedurebi SeiZleba Sesrulebul iqnas sxvadasxva doniT imaze damokidebule-
biT, Tu ramdenad daxvewili meTodebi ganixileba da ramdenad sasurvelia zusti
damtkicebebi.

ekonometrikuli modelebis saxeebi

ekonometrika ekonomikuri kanonzomierebis empiriul gamoyvanasa da dasabuTe-

bas modelebis gamoyenebiT axorcielebs. maTi erToblioba SeiZleba pirobiTad sam
saxed daiyos:
1. droiTi mwkrivebis modelebi. aq Sedis regresiul modelTa gansa-
kuTrebuli jgufi, romlebSic raime Sesaswavli y cvladis qcevis axsna xdeba an
uSualod drois faqtoris t saSualebiT, an, kidev, y cvladis droSi winmswrebi
mniSvnelobebis saSualebiT. SesaZlebelia garkveuli kombinaciebic, romlebSic Sei-
Zleba droze damokidebuli sxva cvladebic monawileobdes.
droiTi mwkrivebis modelebidan gansakuTrebiT martivi da gavrcelebulia
trenduli, sezonuri da Sereuli (trendul-sezonuri) modelebi.
trenduli modelis zogadi saxea
y (t ) = T (t ) + u (t ) ,
sadac T (t ) aris parametrulad mocemuli droiTi trendi (xangrZlivi `saukuno-
vani~ tendencia). konkretuli situaciis Sesabamisad T (t ) -s SeiZleba sxvadasxva

forma gaaCndes, magaliTad, T (t ) = a + bt , T (t ) = a + bt + ct da a.S.; u (t ) -SemTxvevi-

2

Ti (stoxastikuri) Semadgenelia.
wminda sezonur models warmoadgens

10
 y (t ) = S (t ) + u (t ) ,
sadac S (t ) sezonuri (perioduli) Semadgenelia, xolo u (t ) SemTxveviTi elementia.
dabolos, Sereul, anu trendul-sezonur models SeiZleba aditiuri
y (t ) = T (t ) + S (t ) + u (t )
an, kidev, multiplikaciuri saxe hqondes:
y (t ) = T (t ) S (t ) + u (t ) .
2. erTi gantolebiT mocemuli regresiuli modelebi. ekonometrikul
modelTa umravlesoba erTi regresiuli gantolebis saSualebiT aRiwereba. zogad
SemTxvevaSi am tipis modelis saxea:
y = f ( x1 , x2 ,, xm ) + u ,
sadac y damokidebuli, anu Sedegobrivi cvladia; x1 , x 2 ,  , xm - damoukidebuli

cvladebia, romlebsac faqtoruli an amxsneli cvladebi ewodeba; u -SemTxveviTi

Semadgenelia. roca damoukidebel cvladTa ricxvi m  2 , maSin aq moyvanil gan-
tolebas mravlobiTi regresiis modeli ewodeba. magram, Tu ekonometrikuli mode-
li mxolod erT damoukidebel cvlads Seicavs, e.i. Tu
y = f ( x) + u ,
maSin gvaqvs wyviluri, anu martivi regresiis modeli. amasTan, rogorc wyviluri,
ise mravlobiTi regresiis modeli SeiZleba iyos wrfivi an arawrfivi imis mixed-
viT, Tu ra saxe gaaCnia f funqcias.
dReisaTvis gansakuTrebiT kargadaa Seswavlili da praqtikulad farTod ga-
moiyeneba wrfivi regresiuli modelebi. am faqts ramdenime garemoeba ganapirobebs.
pirveli, wrfivi modelebi SedarebiT martivia, xolo simartive modelis erT-er-
Ti dadebiTi Tvisebaa. meore, wrfivi modelebi, rogorc wesi, prognozis gakeTebi-
sas ufro nakleb Secdomebs iZleva, vidre arawrfivi modelebi. dabolos, ekonomi-
kur cvladTa umravlesoba, romlebic erTdroulad sxvadasxva mimarTulebiT moq-
medi mravali faqtoris zemoqmedebis Sedegad yalibdeba, normaluri ganawilebis
mqone SemTxveviTi sididea. aseT situaciaSi ki mtkicdeba, rom cvladebs Soris
regresiuli damokidebuleba bunebrivad wrfivi saxisaa.
3. erTdroul gantolebaTa sistemebi. am tipis ekonometrikuli mo-
deli ramdenime regresiuli gantolebisgan da SesaZlebelia, agreTve, ramdenime ig-
iveobisaganac Sedgeba. amasTan, es gantolebebi da igiveobebi erTmaneTTan im Tval-

11
sazrisiTaa dakavSirebuli, rom yoveli maTgani sakuTari asaxsneli (Sedegobrivi)
cvladis garda amxsnel (faqtorul) cvladebsac Seicavs, romlebic imavdroulad
sxva gantolebebisTvis asaxsnels warmoadgens. maSasadame, aseT modelSi saxeze
gvaqvs erTmaneTTan dakavSirebul asaxsnel cvladTa mTeli erToblioba.
sxva ekonomikur-maTematikuri modelebis msgavsad, erTdroul gantolebaTa
sistemis saxiT agebuli ekonometrikuli modelic endogenur (modelis sfuZvelze
gansasazRvrav) da egzogenur (modelSi garedan cnobili saxiT mocemul) cvladebs
Seicavs da saSualebas iZleva avxsnaT endogenur cvladTa qceva egzogenuri cvla-
debis qcevis safuZvelze.
erTdroul gantolebaTa sistemebi gamoiyeneba rogorc mikro, ise makro do-
nis ekonomikuri obieqtebis Sesaswavlad. maT Soris klasikuria moTxovna-miwode-
bis modeli da Omakroekonomikuri wonasworobis IS - LM modeli sxvadasxva
variantebSi. magaliTisaTvis sakmarisia moviyvanoT `Caketili~ ekonomikis IS - LM
modeli, romelic umartives SemTxvevaSi aris moxmarebis funqciis
C = f (Y ) + u , (I)
sainvesticio danaxarjebis funqciis
I =  ( R) + v , (II)
fulis bazris wonasworobis gantolebis
M =  (Y , R ) +  (III)
da ZiriTadi makroekonomikuri igiveobis
Y = C + I +G (IV)
erToblioba. rogorc vxedavT, modeli sami regresiuli gantolebisgan ((I)_(III))
da erTi igiveobisgan (IV) Sedgeba. amasTan, modelis endogenuri cvladebia: Y -
mTliani Semosavali, C -moxmareba, I -investiciebis moculoba, R -saprocento gana-
kveTi. Eegzogenur cvladebs miekuTvneba: M - ekonomikaSi arsebuli fulis masa da
G -saxelmwifo Sesyidvebis sidide. rac Seexeba u , v da  cvladebs, isini SemT-
xveviTi wevrebia, romlebzec saubari mogvianebiT gveqneba.

ekonometrikuli modelirebis etapebi da problemebi

ekonometrikuli modelis SemuSaveba, gamokvleva da gamoyeneba garkveul eta-

pebad xorcieldeba. davaxasiaToT maTi Sinaarsi im TanmimdevrobiT, rogoriTac,
zogad SemTxvevaSi, mimdinareobs ekonometrikuli modelireba.

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 amocanis dasma. ekonometrikuli modelis agebis dros amocanis dasma gu-
lisxmobs Sesaswavli obieqtis maxasiaTeblebidanDSedegobrivi da faqtoruli maC-
veneblebis gamovlenas da imis dadgenas, Tu romeli maCveneblis romel maCvenebel-
Tan an maCvenebelTa sistemasTan damokidebuleba unda iqnas Seswavlili.
Sedegobriv cvladad rekomendirebulia gamovyoT maCvenebeli, romlis marTvac
SeiZleba ganxorcieldes mxolod sxvadasxva faqtorebze zemoqmedebis Sedegad, xo-
lo faqtorul cvladebad ki aiReba maCveneblebi, romlebic mocemul konkretul
SemTxvevaSi marTvads warmoadgens.
amave etapze xdeba gamokvlevis miznis formireba. aseTi mizani SeiZleba iyos:
- obieqtSi arsebuli raodenobrivi kanonzomierebebis gamovlena da gamokvleva;
- obieqtis ekonomikuri maCveneblebis prognozireba;
- obieqtis an movlenis ganviTarebis imitacia sxvadasxva egzogenuri zemoqme-
debis pirobebSi;
- mmarTvelobiTi gadawyvetilebebis SemuSaveba.
faqtorTa SerCeva. faqtorTa SerCevisas unda vixelmZRvaneloT zogadi xa-
siaTis rigi logikuri mosazrebiT.
- modelSi unda aisaxos mxolod problemis SeswavlisaTvis arsebiTi faqtore-
bi. rekomendirebulia, rom maTi ricxvi ar iyos Zalian didi da ramdenjerme nak-
lebi iyos dakvirvebis ricxvze;
- gamoyenebuli faqtorebi raodenobrivad unda izomebodes. aucileblobis Sem-
TxvevaSi dasaSvebia atributuli (araraodenobrivi) faqtorebis gamoyeneba, romel-
Ta dadgenac SesaZlebelia eqspertuli meTodebis saSualebiT;
- ar unda moxdes faqtoruli niSnebis dublireba. yoveli faqtori warmodge-
nili unda iqnas naturalur an RirebulebiT, absolutur an SefardebiT formiT
da ara romelime ori maTganiT. garda amisa, aramizanSewonilia jamuri niSnebisa
da maTi Semadgeneli nawilebis erTdrouli CarTva modelSi;
- mizanSewonilia, rom mizez-Sedegobriobis jaWvSi faqtorebi erT doneze im-
yofebodes, Tanabaruflebians da ara urTierTdaqvemdebarebuls warmoadgendes;
- iseTi faqtorebis erTdrouli gaTvaliswineba, romelTa Sorisac arsebobs
funqcionaluri an mWidro korelaciuri damokidebuleba dauSvebelia. unda
CavrToT erTi romelime maTgani, romelic Sedegobriv cvladze sxva danarCenebis
gavlenasac daaxasiaTebs;

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 - modelSi ar unda CairTos iseTi faqtorebi, romelTa Sesaxebac WeSmariti
monacemebis mopoveba SeuZlebelia an Zalian didi danaxarjebiTaa SesaZlebeli.
aq moyvanili zogadi debulebebis garda zogjer, konkretuli situaciebis Se-
sabamisad, SeiZleba saWiro gaxdes specialuri moTxovnebis gaTvaliswineba.
sawyisi monacemebis Segroveba da damuSaveba. monacemTa Segrovebis
process statistikuri dakvirveba ewodeba. dakvirvebis Sedegad miiReba statis-
tikuri erToblioba, romelic nebismieri ekonometrikuli gamokvlevis safuZvelia.
statistikuri erToblioba erTi da igive saxis elementebis, anu erTeulebis sim-
ravlea, romlebic sxvadasxva mizezebisa da pirobebis gavleniT icvleba. magali-
Tad, monacemebi sawarmoTa simravlisaTvis an drois sxvadasxva momentebisaTvis
gamoSvebuli produqciis moculobis, Sromis nayofierebis, TviTRirebulebis da
a.S. Sesaxeb statistikur erTobliobebs warmoqmnis.
statistikuri erToblioba SeiZleba iyos sivrcobrivi an droiTi (dinami-
kuri). sivrcobrivi erToblioba niSans an Tvisebas drois mocemuli momentisaTvis
an SualedisaTvis axasiaTebs. magaliTad, romelime fiqsirebuli wlisaTvis sxva-
dasxva ojaxis Semosavlebis an moxmarebis sidide, mimdinare wlisaTvis danaxar-
jebi produqciis erTeulis warmoebaze erTi romelime dargis sawarmoebis simrav-
leSi, romelime dRisaTvis erTi da igive produqciis fasi sxvadasxva bazarze da
a.S. sivrcobrivi statistikuri erToblioba gansakuTrebiT faseulia maSin, roca
igi mocemuli niSnis damoukidebeli realizaciebis (dakvirvebebis) simravlea.
droiTi statistikuri erToblioba niSans an Tvisebas drois sxvadasxva mo-
mentisaTvis an SualedisaTvis axasiaTebs. aseT erTobliobaSi arsebiTia ara marto
dakvirvebis mniSvneloba, aramed am mniSvnelobaTa Tanamimdevrobac, anu droSi mo-
wesrigebuloba. amis gamo, droiT statistikur erTobliobas sxvanairad droiTi
mwkrivi ewodeba. unda aRiniSnos, rom droiT mwkrivebSi erTmaneTTan axlos myofi
drois momentebisaTvis dakvirvebis mniSvnelobebi xSirad erTmaneTze damokidebuls
warmoadgens. es garemoeba garkveul sirTuleebs qmnis am tipis imformaciaze da-
fuZnebul ekonometrikul modulebSi.
dakvirvebis monacemebi zogjer pirdapir gamoiyeneba ekonometrikuli modelis
agebisaTvis, zogjer ki saWiroa maTi winaswari damuSaveba, anu sistematizacia. es
ukanaskneli xSirad gulisxmobs Tvisebrivad erTgvarovani calkeuli elementebis
garkveul jgufebSi gaerTianebas. amasTan, gasaTvaliswinebelia Semdegi garemoeba.

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ekonomikuri maCveneblebi yovelTvis miaxloebiTi ricxvebia, amitom ekonomikuri
kavSirebis amsaxveli maCveneblebis dasaxasiaTeblad mravali cifrisgan Semdgari
monacemebis gamoyeneba ararekomendirebulia. winaaRmdeg SemTxvevaSi iqmneba gaanga-
riSebis maRali sizustis iluzia, maSin, roca sawyisi informaciis xasiaTi amas
ver uzrunvelyofs.
regresiis funqciis specifikacia. ekonometrikuli modelirebis es etapi
gulisxmobs Sesaswavli damokidebulebis Sesaxeb raime hipoTezis zogadi maTemati-
kuri saxiT warmodgenas. sxvanairad, mocemul etapze xdeba ekonometrikuli mode-
lis saxis gansazRvra (wrfivi an arawrfivi, wyviluri an mravlobiTi) da sawyisi
winapirobebisa da SezRudvebis formulireba. modelis specifikaciis problemis
warmatebiT gadawyvetaze mniSvnelovanadaa damokidebuli mTeli ekonometrikuli
modelirebis warmateba.
ekonometrikul modelSi damokidebulebis maTematikuri formis SeCevisaTvis
gamoiyeneba vizualuri (grafikuli), logikuri (analitikuri) da eqsperimentuli
(sacdel-saZiebo) meTodebi. amaTgan vizualuri meTodi ZiriTadad wyviluri regre-
siis SemTxvevaSia gamosadegi da gantolebis saxis SerCevas grafikul gamosaxvaze
dayrdnobiT gulisxmobs. kerZod, dakvirvebis monacemebis safuZvelze ( xi , yi ) wyvi-

lebiT sakoordinato sibrtyeze aigeba diagrama da vizualurad fasdeba romeli

funqciis grafiki Seesabameba yvelaze srulad diagramaze gafantul wertilebs.
bunebrivia, am meTodis gamoyeneba elementaruli funqciebisa da grafikebis Tvise-
bebis codnas gulisxmobs.
regresiis gantolebis formis SerCevis logikuri meTodi problemis Sesaxeb
mkvlevaris profesiul codnas efuZneba. magaliTad, ekonomikuri Teoriidan cnobi-

lia, rom mTliani sawarmoo danaxarjebi,¿roca masStabis efeqts ara aqvs adgili,

produqciis gamoSvebis wrfivi erTgvarovani funqciaa, xolo Tu moqmedebs masSt-

abis efeqti, maSin kvadratulia funqciaa. maSasadame, es garemoeba SeiZleba gaviT-
valiswinoT danaxarjebis funqciis agebisas. aseve, SegviZlia vTqvaT, rom faqtore-
bis klebadi efqtianobis Tvisebidan gamomdinare produqciis gamoSvebis funqcia
xSirad miznSewonilia gamovsaxoT xarisxovani funqciiT da a.S.
rTuli ucnobi saxis damokidebulebis modelirebisas mimarTaven regresiis
gantolebis SerCevis mesame wess - sacdel-saZiebos, romelic TavisTavad vari-
antul gaTvlebSi kompiuteris gamoyenebas gulisxmobs. am meTodis pirobebSi erTi

15
da igive informaciis gamoyenebiT aigeba regresiis ramdenime gantoleba, romlebsac
sxvadasxva forma gaaCniaT. maTgan sabolood SeirCeva is, romelic garkveul sta-
tistikur kriteriumebs sxvebTan SedarebiT ukeTesad akmayofilebs da karg ekono-
mikur interpretacias eqvemdebareba.
regresiis funqciis identifikacia (Sefaseba). am etapze ganisazRvreba
regresiis gantolebis parametrebis ricxviTi mniSvnelobebi da rigi maxasiaTeb-
lebisa, romlebic regresiuli analizis sizustes afasebs. identifikaciis probl-
emaze dawvrilebiT qvemoT SevCerdebiT.
modelis verifikacia (adekvaturobis Semowmeba). vidre agebul
models garkveuli daskvnebis gasakeTeblad gamoviyenebT, aucilebelia SevamowmoT
misi adekvaturoba, WeSmariteba, anu is, Tu ramdenad srulfasovnad asaxavs igi
realur ekonomikur obieqts an process. verifikaciis procesi modelSi CarTuli
faqtorebis sisrulis, gantolebis SerCevis xarisxisa da modelis calkeuli pa-
rametrebis mniSvnelovnebis Sefasebas moicavs. adeqvaturobis SefasebisTvis Semu-
Savebulia specialuri kriteriumebi. maTze saubari wignis sxvadasxva nawilebSi
gveqneba.
dasasruls aRvniSnoT, rom ekonometrikuli modelirebis procesis zemoT
moyvanil etapebad warmodgena ramdenadme pirobiTi xasiaTsaa. es erTiani procesia,
romelSic aRniSnuli etapebi erTmaneTs avsebs, zogjer erTmaneTTan gadaikveTeba,
zogjer ki Tanamimdevrobasac icvlis.

16
 ganyofileba I

damxmare cnebebi albaTobidan da maTematikuri

statistikidan

Tavi I
sabazo cnebebi albaTobis Teoriidan

$ 1.1. diskretuli SemTxveviTi sidide da misi ricxviTi

maxasiaTeblebi

ekonomikaSi mimdinare procesebis umravlesoba Tavisi arsiT SemTxveviTi

xasiaTisaa. pirvel rigSi, es imiTaa ganpirobebuli, rom am procesebze zemoqmedebs
sxvadasxva faqtorTa didi raodenoba, romelTa nawili SeumCnevelia, nawili ara-
Sefasebadia, nawili ki kontrols ar eqvemdebareba. SemTxveviTia ekonomikuri pro-
cesebis maxasiaTebeli sidideebic. aseTia, magaliTad, mocemul welSi qveyanaSi
warmoebuli mTliani Siga produqti, romelime firmis mogebis sidide, fermeris
mier moyvanili mosavlis sidide, qveyanaSi gasayidad Semotanili avtomobilebis
raodenoba, wlis ganmavlobaSi gakotrebuli sawarmoebis ricxvi da a. S. yvela aq
CamoTvlili maxasiaTeblis Taviseburebaa is, rom SemTxeviTi garemoebebis gamo maT
sxvadasxva mniSvnelobebis miiReba SeuZliaT, anu isini calsaxad gansazRvruli ar
aris. iseT sidides, romlis mniSvnelobis zusti ganWvreta SeuZlebelia SemTxve-
viTi sidide ewodeba. ufro zustad, SemTxveviTi sidide X ganimarteba funqciis
saxiT, romelic mocemulia (gansazRvrulia) elementarul xdomilebaTa Ω simra-
vleze (an sivrceze), e.i. X = f (ω) , sadac ω aris Ω simravleSi Semavali ele-
mentaruli xdomileba, e.i. ω Ω . roca X -is SesaZlo mniSvnelobebi sasrul an
Tvlad simravles warmoqmnis, maSin gvaqvs diskretuli SemTxveviTi sidide; magram,
Tu X -is SesaZlo mniSvnelobebis simravle usasruloa da araTvladia, maSin X
uwyvetia. Ddiskretuli (da aramarto) SemTxveviTi sididis mTavar maxasiaTebels
misi ganawilebis kanoni warmoadgens. es ukanaskneli zogad warmodgenas iZleva im
SesaZlo X 1 , X 2 , , X k mniSvnelobebis Sesaxeb, romelTa miRebac garkveuli alba-

TobebiT SeuZlia X SemTxveviT sidides. diskretuli SemTxveviTi sididisTvis

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ganawilebis kanoni cxrilis, formulis an grafikis saxiT moicema. magaliTad,
cxrilur formas Seesabameba Canaweri
Xi X1 X2  Xk
pi p1 p2  pk
sadac, pirvel striqonSi CamoTvlilia X SemTxveviTi sididis yvela SesaZlo
mniSvnelobebi, xolo meoreSi - am mniSvnelobebis miRebis p1 , p2 , . . . , pk albaTo-

bebi. amasTan, pi = P( X = X i ) da i=1 pi = 1 .

k

Tu mocemulia diskretuli SemTxveviTi sididis ganawilebis kanoni, maSin ad-

vilad gamoviTvliT mis ricxviT maxasiaTeblebs. maTgan aRsaniSnavia maTematikuri
lodini, dispersia, saSualo kvadratuli gadaxra.
maTematikuri lodini E(X ) gamosaxavs SemTxveviTi sididis saSualo
mosalodnel mniSvnelobas da gamoiTvleba rogorc X -is saSualo Sewonili si-
dide:
k
E ( X ) =  X i pi . (1.1)
i =1
E(X ) -s Semdegi Tvisebebi gaaCnia:
1. E(C) = C, sadac C mudmivi sididea;

2. E(CX ) = CE( X ) ;

3. E( X  Y ) = E( X )  E(Y ) ;

4. E( X  C) = E( X )  C ;
5. E ( X −  ) = 0, Eroca  = E( X ) ;
6. E ( X Y ) = E ( X ) E (Y ) , Tu X da Y damoukidebuli SemTxveviTi sidideebia.

X da Y SemTxveviT sidideebs damoukidebeli ewodeba, Tu yoveli SesaZlo

( X i , Y j ) wyvilis albaToba Semdegnairad ganisazRvreba

P ( X = X i , Y = Y j ) = P ( X = X i ) P (Y = Y j ) .

vTqvaT, g ( X ) aris X -is raime funqcia. radgan X SemTxveviTi sididea, ro-

gorc wesi, g ( X ) -ic SemTxveviTi sididea. es niSnavs, rom g ( X ) -sac gaaCnia ganawi-
lebis kanoni, romelic SeiZleba Semdegnairad Caiweros:

g( X i ) g( X1 ) g( X 2 )  g( X k )
pi p1 p2  pk

18
 SemTxveviTi g ( X ) funqciis maTematikur lodins warmoadgens
k
E ( g ( X )) =  g ( X i ) pi .
i =1
dispersia D(X ) axasiaTebs X SemTxveviTi sididis gafantulobas (varia-
ciis xarisxs) misi saSualo mniSvnelobis mimarT. gamoiTvleba formuliT
k
D ( X ) = E ( X − E ( X )) 2 = E ( X −  ) 2 =  ( X i −  ) 2 pi . (1.2)
i =1
dispersiis Tvisebebia:
1. D(C) = 0 , sadac C raime mudmivia;

2. D(CX ) = C 2 D( X ) ;

3. D ( X ) = E ( X ) −  ;
2 2

4. D( X  Y ) = D( X ) + D(Y ) , Tu X da Y damoukidebeli SemTxveviTi sidide-

ebia.
ganmartebidan gamomdinareobs, rom dispersiis zomis erTeuli SemTxveviTi si-
didis zomis erTeulis kvadratSi gamoisaxeba. es garemoeba analizis procesSi
garkveul sirTuleebs hqmnis. amitom saSualodan gadaxris xarisxis Sesafaseblad
zogjer ufro mizanSewonilia

 = D(X ) (1.3)

sididis gamoyeneba. am ukanasknels saSualo kvadratuli gadaxra an stan-

dartuli gadaxra ewodeba.
SemTxveviTi sididis saSualo mniSvnelobis mimarT gafantulobis xarisxis
Sefasebis kidev erT mniSvnelovan maCvenebels variaciis koeficienti warmoad-
gens. igi procentuli maxasiaTebelia da Semdegi formuliT gamoiTvleba

vX =  100 .
| E( X ) |
dasasruls unda aRvniSnoT, rom SemTxveviTi sididis gafantulobis ricxviTi
maxasiaTeblebi (dispersia, saSualo kvadratuli gadaxra, variaciis koeficienti)
ekonomikaSi gansakuTrebiT farTod riskTan dakavSirebuli gadawyvetilebis miRe-
bis procesSi gamoiyeneba.
savarjiSoebi

1.1. moZebneT maTematikuri lodini da dispersia Semdegi ganawilebisaTvis

19
 Xi 3 5 10 15
Pi 0,1 0,2 0,3 0,4.
1.2. gamoTvaleT X diskretuli SemTxveviTi sididis [ E( X ) − D( X ), E( X ) + D( X )]
SualedSi moxvedris albaToba, Tu misi ganawilebis kanonia
Xi -2 -1 0 3
Pi 0,1 0,2 0,4 0,3.
1.3. yuTSi Cayrilia 1-dan 25-is CaTvliT danomrili latariis bileTi. Tu amoRe-
buli bileTis nomeri 6-is jeradia, amoRebaze gaicema mogeba larebSi, romelic
bileTis nomris tolia. im amoRebuli bileTisaTvis, romelTa nomrebia 1, 4, 9,
16, 25 mogeba Seadgens Sesabamisad 1, 2, 3, 4, 5 lars. sxva danarCeni nomris
amoRebul bileTze mogeba nuls udris. moZebneT erTi mcdelobisas SesaZlo wmin-
da mogebis maTematikuri lodini da dispersia, Tu bileTis Rirebuleba 2 laria.
1.4. isargebleT maTematikuri lodinis ganmartebiT da daamtkiceT misi ZiriTadi
Tvisebebi.
1.5. isargebleT dispersiis ganmartebiT da daamtkiceT misi ZiriTadi Tvisebebi.

$ 1.2. uwyveti SemTxveviTi sididis maxasiaTeblebi

uwyveti SemTxveviTi sididis dasaxasiaTeblad ganawilebis funqcia da ganawi-

lebis simkvrive gamoiyeneba.
vTqvaT, x namdvili ricxvia da X SemTxveviTi sididea. maSin namdvili ric-
xvis F (x) funqcias, romelic Semdegnairad ganisazRvreba

F ( x) = P( X  x) (1.4)

ganawilebis funqcia ewodeba. maSasadame, F (x) gamosaxavs imis albaTobas, rom

SemTxveviTi sidide X miiRebs mniSvnelobas, romelic ar gadaaWarbebs x -s.
ganawilebis funqcias Semdegi Tvisebebi gaaCnia:
1) 0  F ( x)  1 nebismieri x  R , sadac R namdvil ricxvTa simravlea;

2) F (x) araklebadia ricxvTa RerZze. maSasadame, roca x2  x1 , maSin

F ( x2 )  F ( x1 ) ;
3) F (−) = lim F ( x) = 0, F (+) = lim F ( x) = 1;
x→− x →+

4) Tu a da b sasruli ricxvebia, maSin P(a  X  b) = F (b) − F (a) ;

20
 5) P( X  x) = 1 − F ( x);
6) Tu X SemTxveviTi sdididis SesaZlo mniSvnelobebi miekuTvneba [a, b]
Sualeds, maSin

 0, roca x  a
F ( x) = 
 1, roca x  b .
davuSvaT, arsebobs F (x) funqciis warmoebuli

f ( x) = F ( x) . (1.5)

maSin f (x) funqcias X SemTxveviTi sdididis ganawilebis simkvrive, anu albaTo-

bis simkvrive ewodeba. Sinaarsobrivad albaTobis simkvrive usasrulod mcire x
sigrZis intervalis erTeulSi SemTxveviTi sididis moxvedris albaTobas gamosa-
xavs. mas Semdegi Tvisebebi gaaCnia.
1) f ( x)  0 e.i. albaTobis simkvrive arauaryofiTi funqciaa;
b
2) P(a  X  b) =  f ( x) dx.
a

maSasadame, albaToba imisa, rom X SemTxveviTi sidide moxvdeba raime [a, b] inte-
rvalSi tolia im farTobisa, romelic nax. 1.1-ze daStrixuli saxiTaa warmod-
genili;
f (x)

o a x
b
nax.1.1
3) P(a  X  b) = P(a  X  b) = P(a  X  b) = P(a  a  b) ;
x
4) F ( x) = P( X  x) =  f (t ) dt ;
−
+
5)  f ( x) dx = 1
−
(normirebis piroba).

uwyveti X SemTxveviTi sididis maTematikuri lodini Semdegnairad ganisaz-

Rvreba:
+
 = E( X ) = x
−
f ( x) dx (1.6)

21
(igulisxmeba, rom mocemuli integrali absoluturad krebadia).
dispersiis gamosaTvlel formulas ki warmoadgens
+
D( X ) =  (x − )
2
f ( x) dx (1.7)
−
an kidev
+
D( X ) = −x f ( x) dx −  2
2
(1.8)

am SemTxvevaSic igulisxmeba integralebis krebadoba.

savarjiSoebi

1.6. SeamowmeT, aris Tu ara f ( x) = (3x) −1 , sadac 1  X  e3 , X SemTxveviTi si-

didis albaTobis simkvrivis funqcia. dadebiTi pasuxis SemTxvevaSi daadgineT
ganawilebis funqciis analitikuri saxe [1, x0 ] intervalze.
1.7. uwyveti X SemTxveviTi sididis ganawilebis funqcia Semdegi saxiTaa mocemuli

 0 roca x  0,

F ( X ) = ax 2 roca 0  x  1,
 1 roca x  1.

a) moZebneT a koeficientis mniSvneloba;
b) gansazRvreT simkvrivis f (x) funqciis saxe;
g) moZebneT X SemTxveviTi sididis [0,25, 0,5] SualedSi moxvedris albaToba.
1.8. moZebneT maTematikuri lodini da dispersia SemTxveviTi sididisTvis, romlis
albaTobis simkvrivis funqcias Semdegi saxe aqvs
 x, 0  X 1

f ( x ) = 2 − x, 1  X  2
 0, X  2.


$1.3. zogierTi specialuri ganawileba

normaluri (gausis) ganawileba

ekonometrikaSi gansakuTrebiT farTod ramdenime ganawileba gamoiyeneba. pir-

vel rigSi aRsaniSnavia normaluri (gausis) ganawileba, romelsac mravali ekono-
mikuri maCveneblis qceva eqvemdebareba.
Tu SemTxveviTi sididis ganawilebis simkvrives Semdegi saxe aqvs

22
 ( x− )2
1 −
f ( x) = 2σ 2
e , (1.9)
 2π

sadac  da  2 namdvili ricxvebia, maSin vambobT, rom X ganawilebulia nor-

malurad. ganawilebis am formis aRsaniSnavad gamoiyeneba Canaweri X ~ N ( , 2 ).

normaluri ganawilebis simkvrivis mruds nax. 1.2-ze moyvanili saxe aqvs.
f (x)

1/  2π
1/  2 π e

O  −   + x

nax. 1.2

(1.9)-Si Semavali  da  2 ganawilebis maTematikur lodins da dispersias

gamosaxavs:  = E ( X ),  2 = D( X ). sxva Tanabar pirobebSi (1.9) funqciaSi  pa-

rametris cvlileba normaluri mrudis Ox RerZis gaswvriv gadaadgilebas, xolo

 2 parametris cvlileba ki mrudis formis Secvlas iwvevs. albaTobis simkvri-

vis funqciis zemoT moyvanili me-5 Tvisebidan (normirebis pirobidan) gamomdina-

reobs, rom  -s da  2 -is nebismieri mniSvnelobisaTvis f (x) -is grafikis qvemoT

moqceuli figuris farTobi 1-is tolia.
aRsaniSnavia normaluri ganawilebis erTi mniSvnelovani Tviseba: normalurad
ganawilebul SemTxveviT sidideTa wrfivi kombinacia kvlav normaluri ganawilebis

X ~ N ( x , x ) , Y ~ N ( Y , Y )
2 2
mqone SemTxveviTi sididea. magaliTad, Tu da

Z = aX + bY , sadac a da b raime ricxvebia, maSin Z ~ N (  Z ,  Z2 ) , amasTan

 Z = a X + bY da  Z2 = a 2 X2 + b 2 Y2 .

f (x )

o x
nax. 1.3

23
 normalur ganawilebas  = 0 da  2 = 1 parametrebiT standartuli, anu
normirebuli ewodeba. es SemTxveva Semdegnairad Caiwereba X ~ N (0,1) . standar-
tuli normaluri ganawilebis simkvrivis grafiki moyvanilia nax.1.3-ze.
TuU X SemTxveviTi sidide normaluradaa ganawilebuli, maSin [ x1 , x2 ] Sua-

ledSi X -is moxvedris albaToba gamoiTvleba formuliT

P( x1  X  x2 ) = ( z 2 ) − ( z1 ) ,
sadac z1 da z 2 normirebuli sidideebia

x1 −  x2 − 
z1 = , z2 = ,
 
xolo (z ) laplasis funqciaa
z x2
1 −
( z ) =
2π 0
e 2
dx,

romlisTvisac Sedgenilia ganawilebis cxrili.

logariTmulad normaluri ganawileba

davuSvaT, X normalurad ganawilebuli SemTxveviTi sididea: X ~ N (  ,  2 ).

SevadginoT SemTxveviTi sidide Y = e X . cxadia, rom ln Y = X ~ N (  , 2 ). aseT

SemTxvevaSi vambobT, rom Y SemTxveviT sidides logariTmulad normaluri ganawi-
leba gaaCnia. log-normaluri ganawileba maSin warmoiqmneba, roca mocemuli
SemTxveviTi sididis formireba didi raodenobis erTmaneTisagan damoukideblad
multiplikaciurad moqmedi faqtorebis gavlenis Sedegad xdeba. amasTan,
igulisxmeba, rom TiToeuli faqtoris zemoqmedeba Tanabrad umniSvneloa da niSnis
mixedviT TanabaralbaTuria.
Llog-normaluri ganawilebis dros simkvrivis funqcias Semdegi saxe gaaCnia:
(ln x −  ) 2
(
f ( x) =  x 2π )−1 −
e 2 2 . (1.10)

SeiZleba vaCvenoT, rom

 +
2

D(Y ) = e 2  + (e − 1) .
2
E (Y ) = e
2
2 ,
log-normaluri ganawilebis simkvrivis funqciis grafiki  -s da  -s
sxvadasxva mniSvnelobebisaTvis moyvanilia nax. 1.4-ze. rogorc naxazidan Cans, es
ganawileba mniSvnelovnad asimetriulia. asimetriis xarisxs  gansazRvravs. am
ukanasknelis zrdasTan erTad simkvrivis grafikis marjvniv gamoweliloba izrdeba.

24
 f (x)
0,8

( = 1, = 0,6)
0,4
(  = 1,  = 1)

1 2 3 x
nax. 1.4
N log-normaluri ganawileba gansakuTrebiT farTod gamoiyeneba fasiani qaRal-
debis fasebis analizis dros, xelfasisa da Semosavlebis ganawilebis aRwerisas,
sabanko depozitebis analizis dros da a.S.

2 (xi-kvadrat) ganawileba

 2 (xi-kvadrat) ganawileba normalurTan dakavSirebuli ganawilebaa.

vTqvaT, X 1 , X 2 , . . . , X k standartuli normaluri ganawilebis mqone damoukide-

buli SemTxveviTi sidideebia, X i ~ N (0,1) , i = 1, . . . , k. maSin Semdegnairad gansaz-

Rvrul SemTxveviTi sididis

 2 (k ) = X 12 + X 22 +  + X k2 (1.11)

ganawilebas uwodeben  2 ganawilebas Tavisuflebis k xarisxiT.  2 ganawilebis

ganmartebidan uSualod gamomdinareobs, rom Tu damoukidebeli Y da Z SemTxvevi-

Ti sidideebi iseTia, rom Y ~  2 (n) da Z ~  2 ( m) , maSin Y + Z ~  2 (n + m) . ma-

Sasadame,  2 ganawilebis mqone damoukidebel SemTxveviT sidideTa SekrebiT kvlav

 2 ganawilebis mqone SemTxveviTi sidide miiReba.

mtkicdeba, rom
E (  2 (k )) = k da D(  2 (k )) = 2k. (1.12)

maSasadame,  2 ganawileba mTlianad Tavisuflebis xarisxiT ganisazRvreba. es

garemoeba saSualebas iZleva mocemuli ganawilebis daxasiaTebisas specialurad
Sedgenili cxriliT visargebloT.
 2 ganawilebis mqone SemTxveviTi sididis simkvrivis funqciis grafiki sako-

ordinato sistemis pirvel meoTxedSia moTavsebuli. roca k  2 ,  2 ganawilebis

simkvrive f x2 ( k ) ( x) klebadi funqciaa. roca k  2 f x2 ( k ) ( x) -s gaaCnia maqsimumi

25
x = k − 2 wertilSi. aqedan gamomdinare f x2 ( k ) ( x) -s grafiki asimetriulia da mar-

jvniv gagrZelebuli `kudiT~ xasiaTdeba. magram Tavisuflebis xarisxis, k -s, mniS-

f x 2 ( k ) ( x)
k =1 k =6

k = 10

O x
nax.1.5

vnelobis zrdis kvalobaze f x2 ( k ) ( x) TandaTanobiT normalur saxes uaxlovdeba.

nax. 1.5-ze moyvanilia am funqciis grafiki k -s ramdenime mniSvnelobisaTvis.

stiudentis t (k ) ganawileba

normalurTan dakavSirebuli kidev erTi ganawilebaa stiudentis t (k ) ganawi-

leba. stiudentis ganawileba Tavisuflebis k xarisxiT gaaCnia t SemTxveviT si-

dides, romelic Semdegi saxiTaa gansazRvruli
X
t= , (1.13)
 2 (k ) / k
sadac X standartuli normaluri kanoniT ganawilebuli SemTxveviTi sididea,

 2 (k ) ki X -sgan damoukidebeli SemTxveviTi sididea, romelsac gaaCni χ 2 ganawi-

leba Tavisuflebis k xarisxiT. SeiZleba vaCvenoT, rom

 k
 , roca k  2
E (t (k )) = 0 da D(t (k )) =  k − 2 . (1.14)
, roca 0  k  2

stiudentis ganawileba damokidebulia erT parametrze _ Tavisuflebis xar-

isxze, k -ze. es garemoeba saSualebas iZleva t (k ) ganawilebis SemTxvevaSi kriti-
kuli wertilebis gansazRvrisaTvis specialurad Sedgenili cxriliT visargeb-
loT. roca k → + , ganawileba normalurs uaxlovdeba. k  30 SemTxvevis dros
stiudentis ganawileba SeiZleba normaluri ganawilebiT SevcvaloT. f t ( k ) ( x) -s gra-

fiki, standartuli normaluri ganawilebis msgavsad, simetriulia (ordinatTa

RerZis mimarT), magram ufro grZeli `kudebiT~ xasiaTdeba (nax. 1.6).

26
 f t ( k ) ( x) f ( x,0,1)
f t ( 5) ( x )
f t (1) ( x )

o x
nax. 1.6

ekonometrikaSi stiudentis t (k ) ganawileba farTod gamoiyeneba statisti-

kuri hipoTezebis SemowmebisaTvis da intervaluri Sefasebebis gansazRvrisaTvis.

fiSeris F ganawileba

dasasruls SevCerdeT ganawilebis kidev erT mniSvnelovan formaze – fiSe-

ris F (k1 , k 2 ) ganawilebaze, romelic aseve normalurTanaa dakavSirebuli.

SemTxveviTi sididis

12 (k1 ) / k1
F ( k1 , k 2 ) = (1.15)
 22 (k 2 ) / k 2

ganawilebas, sadac 12 (k1 ) da  22 (k 2 ) damoukidebuli  2 ganawilebis mqone SemTx-

veviTi sidideebia Tavisuflebis k1 da k 2 xarisxebiT, ewodeba fiSeris F gana-

wileba Tavisuflebis k1 da k 2 xarisxebiT. (1.15)-dan gamomdinareobs, rom nebis-

mieri k1 -sa da k 2 -saTvis samarTliania toloba

−1
12 (k1 ) / k1   22 (k 2 ) / k 2  1
F (k1 , k 2 ) = 2 =  2  =
 .
 2 (k 2 ) / k 2  1 (k1 ) / k1  F (k 2 , k1 )

F (k1 , k 2 ) -is ZiriTadi ricxviTi maxasiaTeblebi - maTematikuri lodini da

dispersia mTlianad Tavisuflebis xarisxebiT ganisazRvreba da marTebulia Semdegi
gamosaxulebebi:
k2
E ( F (k1 , k 2 )) = , roca k 2  2 ;
k2 − 2

2k 22 (k1 + k 2 − 2)
D( F (k1 , k 2 )) = , roca k 2  4 .
k1 (k 2 − 2) 2 (k 2 − 4)
ekonometrikaSi F ganawileba gansakuTrebiT farTod statistikuri hipoTe-
zebis SemowmebisaTvis gamoiyeneba. umetes SemTxvevaSi am miznisaTvis sargebloben
specialurad Sedgenili cxriliT, romlis saSualebiTac ganawilebis kritikuli

27
 f F ( k1 ,k2 ) ( x)

(k1 = 10, k2 = )

(k1 = 6, k2 = 10)
(k1 = 1, k 2 = 1)

O x
nax. 1.7

wertilebi ganisazRvreba. mocemuli ganawilebis simkvrivis grafiks marjvena, anu

dadebiTi asimetria gaaCnia (ix. nax. 1.7). k1 -s da k 2 -s didi mniSvnelobebisaTvis

F (k1 , k 2 ) ganawileba normalurs uaxlovdeba.

Gganawilebis kvantili da procentuli wertilebi

zogierTi ganawilebis kanonis praqtikuli gamoyeneba specialurad Sedgenili

cxrilebis saSualebiT xorcieldeba. Aam cxrilebiT sargeblobisaTvis unda vico-
deT procentuli wertilisa da kvantilis cnebebis Sinaarsi.
vTqvaT, uwyvet X SemTxveviT sidides Seesabameba ganawilebis F (x) funqcia

da mocemulia ricxvi 0  q  1 . F (x) ganawilebis zeda 100 q procentiani werti-

li (zeda kritikuli wertili) ewodeba iseT  q ricxvs, romlisTvisac

P( X   q ) = q = 1 − F ( q ) . (1.16)

analogiurad, F (x) ganawilebis qveda 100  procentiani wertili (qveda kriti-

kuli wertili) ewodeba iseT   ricxvs, romlisTvisac

F ( ) = P(X   ) =  . (1.17)

zeda da qveda procentuli wertilebis ganmartebidan uSualod gamomdinareobs

maTi damakavSirebeli martivi Sesabamisoba:  = 1− . Tu ganawileba simetriulia

ordinatTa RerZis mimarT, maSin  = 1− = −   .

procentuli wertilebi gamoiyeneba, magaliTad, iseT farTod xelmisawvdom
ganawilebis cxrilebSi, rogoricaa stiudentis t -ganawileba, xi-kvadrat ganawi-
leba da fiSeris F -ganawileba. Aam ganawilebebis Sesabamis cxrilebSi procen-
tuli (kritikuli) wertilebis moZebna xorcieldeba q da  sidideebisa da
ganawilebis Seabamisi Tavisuflebis xarisxis mixedviT.
aRsaniSnavia, rom rodesac `procentuli wertilis~ cneba `zeda~ an `qveda~

28
dazustebis gareSe ixmareba, rogorc wesi, masSi `zeda procentuli wertili~
igulisxmeba. Aamave dros, qveda procentul wertils sxvanairad kvantilsac uwo-
deben. maSasadame, F (x) ganawilebis mqone X SemTxveviTi sididis  donis kvanti-

li (an  -kvantili) ewodeba am SemTxveviTi sididis iseT SesaZlo   mniSvnelo-

bas, romlisaTvisac F ( ) = P(X   ) =  . am ganmartebidan gamomdinareobs, rom

rac didia  -s mniSvneloba, miT didia Sesabamisi kvantilis sididec. simetriuli

ganawilebisaTvis ixmareba, agreTve, ormxrivi  -kvantilis cneba. kerZod,   ric-

xvi aris F ( x ) ganawilebis ormxrivi  -kvantili, Tu P(| X |  ) =  .

savarjiSoebi

1.9. cnobilia, rom X SemTxveviTi sidide eqvemdebareba normaluri ganawilebis

kanons,  = 5 ,  2 = 9 .
a) CawereT albaTobis simkvrivis funqcia;
b) gamoTvaleT X SemTxveviTi sididis [3,5] SualedSi moxvedris albaToba.

1.10. fermeris mier moweuli sazamTros wona emorCileba normalur ganawilebas da

 = 7,5 kg,  2 = 0,81 kg. moZebneT imis albaToba, rom: ¡1) sazamTros wona moTavse-
buli iqneba [7,9] SualedSi; 2) sazamTros wona ar gadaametebs 10kg-s; 3) sazam-
Tros wona 8 kg-ze meti iqneba.
1.11. ekonometrikis gamocdaze gamoiyeneba 100 quliani SefasebaTa sistema. xan-
grZlivi dakvirvebis Sedegad dadgenilia, rom ekonomikisa da biznesis fakul-
tetze aRniSnul saganSi Sefasebis maTematikuri lodini da dispersia Seadgens Se-
sabamisad 69-s da 16-s. mimdinare semestris bolosaTvis gamocdis Cabarebas api-
rebs studentTa sakmarisad didi ricxi. gansazRvreT gamosacdelTa ra nawilis
Sefaseba aRmoCndeba 61-dan 90-mde SualedSi?
1.12. X ~ N (7,16), P(9  X  11) =  . ras udris P(3  X  5) ?

1.13. mocemulia normalurad ganawilebuli X 1 , X 2 ,, X 10 SemTxveviTi sidideebi:

X i ~ N (  i , i2 ) . isargebleT ganawilebebis zemoT moyvanili saxeebis ganmartebebiT

da miuTiTeT rogori ganawileba eqneba Semdeg SemTxveviT sidides:

2 2 2
10
 X − i   X − 1  10
 X i − i 
1)   i  ; 2) 3  1     ;
i =1  i   1  i =2  i 

29
 2 2
5
 X i − i  10
 X i − i 
3)  
i =1  i
  
i
 .
 i =6  

$ 1.4. mravalganzomilebiani SemTxveviTi sidide

Ddiskretuli mravalgazomilebiani SemTxveviTi sidide

ekonomikuri da sxva saxis mravali obieqti, movlena an procesi, rogorc

wesi, ramdenime raodenobrivi da Tvisebrivi maxasiaTebliT ganisazRvreba. magali-
Tad, adamianis fizikuri mdgomareobis dasaxasiaTeblad ganixileba sxeulis tempe-
ratura, arteriuli wneva, gulis cemis sixSire, sisxlis lipiduri speqtri da
a.S. qveynis mosaxleobis cxovrebis donis dasaxasiaTeblad statistikosebi iyeneben
iseT maxasiaTebelTa sistemas, rogoricaa erT sulze warmoebuli mTliani Sida
produqti (mSp), sicocxlis saSualo xangrZlivoba, Semosavlebis ganawilebis Ta-
nabroba, ganaTlebaze gamoyofili danaxarjebis Pwili mSp-Si da a. S. rogorc ada-
mianis fizikuri mdgomareobis, ise cxovrebis donis ganmsazRvreli aq CamoTvlili
maxasiaTeblebi Tavisi arsiT SemTxveviTi sidideebia, amitom SegviZlia vTqvaT, rom
rogorc adamianis fizikuri mdgomareoba, ise qveynis mosaxleobis cxovrebis done
SemTxveviTi sidideebisagan Semdgari veqtoriT ganisazRvreba. aseT veqtors mra-
valganzomilebiani SemTxveviTi sidide ewodeba. ufro zustad, X 1 , X 2 , , X n
SemTxveviT sidideTa mowesrigebul erTobliobas ( X 1 , X 2 ,, X n )-s mravalganzo-

milebiani ( n -ganzomilebiani) SemTxveviTi sidide, anu n ganzomilebiani SemTxve-

viTi veqtori ewodeba. kerZo SemTxvevas warmoadgens organzomilebiani SemTxveviTi
sidide (veqtori) ( X , Y ) , sadac X da Y SemTxveviTi sidideebia.
Eekonometrikis Seswavlisas mravalganzomilebiani statistikuri analizis co-
dna imdenadaa saWiro, ramdenadac sxvadasxva ekonomikur modelSi mudmivad vawy-
debiT SemTxveviTi maxasiaTebeli cvladis mniSvnelobebis erTmaneTTan an sxva
cvladebTan zemoqmedebis gamovlenisa da gazomvis problemas. am procesSi gansa-
kuTrebul yuradRebas statistikuri damokidebulebisa da kovariaciis cnebebi im-
saxurebs. magram imisaTvis, rom avxsnaT isini, aucilebelia winaswar gavecnoT ram-
denime mniSvnelovan cnebas: erToblivi ganawilebis funqcias, zRvrul ganawilebas
da pirobiT ganawilebas.
erTganzomilebiani SemTxveviTi sididis msgavsad n ganzomilebiani SemTxvevi-

30
Ti sididec SeiZleba iyos diskretuli an uwyveti imisda mixedviT diskretulia,
Tu uwyveti misi SemTxveviTi Semadgenlebi. diskretuli SemTxveviTi veqtoris da-
saxasiaTeblad SeiZleba gamoviyenoT erToblivi ganawilebis cxrili, romelSic am
veqtoris SesaZlo mniSvnelobebi da maTi miRebis albaTobebia mocemuli. magali-
Tad, organzomilebiani ( X , Y ) veqtorisaTvis erToblivi ganawilebis cxrils
Semdegi saxe SeiZleba hqondes:

Y
Y1 Y2  Yl P( X = X i )
X X1 P11 P12  P1l P( X = X 1 )
X2 P21 P22  P2 l P( X = X 2 )
     
Xk Pk 1 Pk 2  Pkl P( X = X i )
P(Y = Y j ) P(Y = Y1 ) P(Y = Y2 )  P(Y = Yl ) 1

aq Pij aris erToblivi albaToba imisa, rom X SemTxveviTi sidide miiRebs

Xi mniSvnelobas, xolo Y SemTxveviTi sidide ki - Yj mniSvnelobas:
Pij = P( X = X i , Y = Y j ) ; cxrilis bolo svetSi moyvanilia X -is SesaZlo mniSvne-
lobebis miRebis albaTobebi ( P( X = X i ) = i =1 Pij ), bolo striqonSi ki - Y -is
k

albaTobebi ( P(Y = Y j ) =  j =1 Pij ). sxvanairad,

l
SesaZlo mniSvnelobebis miRebis
P( X = X i ) -s da P(Y = Y j ) -s kerZo albaTobebi ewodeba. sainteresoa is garemoeba,
rom cxrilSi mocemuli informaciiT SeiZleba gamovTvaloT e.w. pirobiTi al-
baTobebi: P( X = X i / Y = Y j ) - pirobiTi albaToba imisa, rom X miiRebs X i mniS-

vnelobas im pirobebSi, roca Y -ma miiRo Y j mniSvneloba da P(Y = Y j / X = X i ) -

pirobiTi albaToba imisa, rom Y miiRebs Y j mniSvnelobas im pirobebSi, roca X -

ma miiRo X i mniSvneloba:

P( X = X i , Y = Y j )
P( X = X i / Y = Y j ) = ;
P(Y = Y j )
P( X = X i , Y = Y j )
P (Y = Y j / X = X i ) = .
P( X = X i )
rodesac sruldeba piroba
P( X = X i , Y = Y j ) = P( X = X i ) P(Y = Y j )

31
an, rac igivea,
P( X = X i / Y = Y j ) = P( X = X i ) da P(Y = Y j / X = X i ) = P(Y = Y j ) ,

maSin mocemuli ( X , Y ) SemTxveviTi veqtoris X da Y elementebi erTmaneTisagan

damoukidebelia.

uwyveti mravalganzomilebiani SemTxveviTi sidide

uwyveti mravalganzomilebiani SemTxveviTi sididis dasaxasiaTeblad erTob-

livi ganawilebis funqcia da erToblivi ganawilebis simkvrive gamoiyeneba.
magaliTad, organzomilebiani ( X , Y ) veqtorisaTvis erToblivi ganawilebis fun.-

cia F ( x, y) ewodeba x da y namdvil ricxvTa funqcias, romelic ori utolobis

X  x , Y  y erToblivi Sesrulebis albaTobas gamosaxavs:
F ( x, y) = P ( X  x , Y  y ). (1.18)

F ( x, y) funqcias Semdegi Tvisebebi gaaCnia:

1) 0  F(x,y)  1 ;

2) F ( x, y) araklebadi funqciaa x -is da y -is mimarT.

3) F (−, y) = F ( x,−) = F (−,−) = 0; ¿

4) F (+,+) = 1;

5) F ( x,+) = FX ( x), F (+, y) = FY ( y) , sadac FX (x) da FY ( y) ganawile-

bis kerZo (marginaluri) funqciebia. Tavisi arsiT isini diskretuli sidideebis
zemoT moyvanili P( X = X i ) da P(Y = Y j ) albaTobebis uwyveti analogebia.

uwyveti organzomilebiani ( X , Y ) SemTxveviTi sididis erTobliv simkvrives

warmoadgens kerZo warmoebulebiT gansazRvruli Semdegi funqcia

 2 F ( x, y )
f ( x, y ) = . (1.19)
x y
mtkicdeba, rom f ( x, y) Semdeg Tvisebebs akmayofilebs:

1) f ( x, y)  0 ;
x y
2) F ( x, y ) =   f ( x, y ) dx dy ;
− −

+ +

3)   f ( x, y) dx dy = 1 .
− -

32
 mravalganzomilebiani SemTxveviTi sididis Semadgeneli elementebi calke
aRebulad SeiZleba sxvadasxva ganawilebis mqone iyos. gansakuTrebiT sainteresoa
SemTxveva, rodesac yvela Semadgenel SemTxveviT sidides normaluri ganawileba
Seesabameba. aseT situaciaSi erToblivi ganawilebis funqciac normaluria. magali-
Tad, organzomilebian ( X , Y ) SemTxveviT sidides ewodeba normaluri kanoniT ga-
nawilebuli, Tu misi erToblivi ganawilebis simkvrives Semdegi saxe aqvs
1
f ( x, y ) = e −L( x, y ) ,
2π σ X σ Y 1 − ρ 2

sadac

1  x − μ 
2
x − ρ X y − μY  y − μY 
2

L ( x, y ) =  X
 − 2 ρ +   .
2(1 − ρ 2 )  σ X  σX σY  σY  


moyvanil gamosaxulebaSi Semavli  X , Y ,  X ,  Y sidideebi CvenTvis cnobili

kerZo ricxviTi maxasiaTeblebia:
 X = E ( X ), Y = E (Y ),  X2 = D( X ),  Y2 = D(Y ) .
rac Seexeba  -s, mis Sesaxeb Semdeg paragrafSi visaubrebT. aq ki aRvniSnavT, rom
igi korelaciis koeficientia da mocemul X da Y SemTxveviT sidides Soris
wrfivi statistikuri damokidebulebis xarisxs gamosaxavs.
Tu organzomilebian ( X , Y ) SemTxveviTi sididis erToblivi ganawilebis fun-

qcia F ( x, y) calkeul SemTxveviT sidideTa kerZo ganawilebis funqciebis namrav-

lad iSleba
F ( x, y) = FX ( x) FY ( y)
an, kidev, Tu f ( x, y) funqciisaTvis sruldeba piroba

f ( x, y) = f X ( x) f Y ( y) ,
sadac
+ +
f X ( x) = 
−
f ( x, y ) dy, f Y ( y) =  f ( x, y) dx
−
, (1.20)

maSin, X -s da Y -s statistikurad damoukidebeli SemTxveviTi sidideebi ewodeba.

aq f X (x) aris X SemTxveviTi sididis, f Y ( y) ki - Y SemTxveviTi sididis kerZo

(marginaluri) ganawilebis simkvrive. cxadia, rogorc f X (x) , ise f Y ( y) erTi

cvladis funqciaa.

33
 pirobiTi ganawileba da misi ricxviTi maxasiaTeblebi

ekonometrikaSi gvxvdeba amocanebi, romlebSic moiTxoveba erTi cvladis saS-

ualo mniSvnelobis gansazRvra sxva cvladis mocemuli mniSvnelobis dros. maga-
liTad, vTqvaT gvainteresebs, rogori iqneba qalaqSi moqmedi benzingasamarTi sad-
gurebis mogebis sidide Y , Tu cnobilia qalaqSi benzinze momuSave avtomobilebis
ricxvi X . aseT SemTxvevaSi gamoiyeneba pirobiTi ganawilebis kanoni. mas gana-
wilebis Semdegi funqcia Seesabameba
y
F ( y / x) = P (Y  y / X = x) =  f ( y / x) dy ,
−
(1.21)

sadac F ( y / x) aris Y -is ganawilebis pirobiTi funqcia, f ( y / x) ki Y -is ganawi-

lebis pirobiTi simkvrive im pirobiT, rom X = x . simkvrivis f ( y / x) funcia

Semdegi saxiT ganisazRvreba

f ( x, y )
f ( y / x) = . (1.22)
f X ( x)
cxadia, roca X da Y SemTxveviTi sidideebi statistikurad damoukidebe-
lia, maSin f ( y / x) = f Y ( y) .

pirobiTi ganawilebis ricxviT maxasiaTeblebs pirobiTi maTematikuri lodini

E (Y / X ) da pirobiTi dispersia D (Y / X ) warmoadgens. es maxasiaTeblebi upirobo
(kerZo) maTematikuri lodinisa da upirobo (kerZo) dispersiis gamoTvlis msgavsi
formulebiT miiReba. gansxvaveba mxolod imaSia, rom am SemTxvevaSi pirobiTi
albaTobebi an albaTobebis pirobiTi simkvriveebi gamoiyeneba. magaliTad, roca X
da Y uwyveti SemTxveviTi sidideebia Y -is maTematikuri lodini im pirobiT, rom
X = x Semdegnairad ganisazRvreba:
+
E (Y / X ) = y
−
f ( y / x)dy ; (1.23a)

Ddiskretuli SemTxvevisaTvis ki -
l
E (Y / X ) = Y j P(Y j / X = x) . (1.23b)
j =1

rac Seexeba pirobiT dispersias D (Y / X ) -s, mis gamosaTvlel formulas Semdegi

saxe aqvs:
+
D(Y / X ) =  ( y − E (Y / X )) 2 f ( y / x)dy - uwyveti SemTxvevisaTvis;
−

34
 l
D(Y / X ) =  (Y j − E (Y / X ))2 P(Y j / X = x) -Ddiskretuli SemTxvevisaTvis.
j =1

pirobiTi maTematikuri lodinisaTvis da dispersiisaTvis yvela is Tviseba

sruldeba, rac Sesabamis upirobo maxasiaTeblebs gaaCnia.
pirobiT maTematikur lodins E (Y / X ) -s regresiis funqcia ewodeba, kerZod,
E (Y / X ) aris x -is funqcia da gamosaxavs Y -is regresias X -is mocemuli mniSv-
nelobebis mimarT. sxvanairad, E (Y / X ) -is saSualebiT ganisazRvreba Y SemTxveviTi
sididis saSualo X SemTxveviT sididis mniSvnelobebis pirobebSi. roca ( X , Y )
normaluradaa ganawilebuli, maSin masSi Semavali X da Y normalur ganawi-
lebas eqvemdebareba. ufro metic, normaluri saxe aqvs simkvrivis f ( y / x) funq-
cias da misi ricxviTi maxasiaTeblebia
Y
E (Y / X ) = Y +  (x −  X ) , (1.24)
X
D(Y / X ) =  Y2 (1 −  ) , (1.25)
sadac  korelaciis koeficientia (ix. momdevno paragrafi). moyvanili formu-
lebi gviCvenebs, rom normalurad ganawilebuli SemTxveviTi sidideebis regresiis
E (Y / X ) funqcias Seesabameba wrfe, xolo pirobiTi dispersia damokidebuli ar
aris x -is mniSvnelobaze. es garemoeba mniSvnelovan rols TamaSobs ekonometri-
kuli modelebis agebis procesSi.

savarjiSoebi

1.14. organzomilebian ( X , Y ) SemTxveviT sidides ganawilebis Semdegi cxrili

Seesabameba

Y -10 0 10 20
X
10 0,25 0,10 0,15 0,00
20 0,00 0,05 0,30 0,15

a) gansazRvreT X da Y SemTxveviT sidideTa marginaluri ganawilebis

kanonebi;
b) gamoTvaleT X da Y SemTxveviT sidideTa mosalodneli mniSvnelobebi da
dispersiebi;
g) gamoTvaleT pirobiTi albaTobebi P( X = X i / Y = Y j ) da P(Y = Y j / X = X i ) .
Aaris Tu ara X da Y erTmaneTisagan damoukidebeli?

35
 d) gamoTvaleT pirobiTi maTematikuri lodinebi E ( X / Y ) da E (Y / X ) .
1.15. mocemulia organzomilebiani ( X , Y ) SemTxveviTi sididis albaTobis simkvrive
f ( x, y) = xy, 0  X  2, 0  Y  1.
a) aCveneT, rom mocemuli funqciis orjeradi integrali SeiZleba CavTva-
loT ganawilebis funqciad;
b) gamoTvaleT kerZo ganawilebis simkvriveebi f X (x) da f Y ( y) ;
g) gamoTvaleT f ( x / y) da f ( y / x) ;
d) gamoTvaleT E(X ) , E(Y ) , E ( X + Y ) , E ( X Y ) , E ( X / Y ) da E (Y / X ) ;

e) gamoTvaleT D( X ) , D(Y ) , D( X + Y ) , D( X / Y ) , D(Y / X ) .

1.16. vTqvaT, f ( x, y) = x + y, roca 0  X  1 da 0  Y  1. moZebneT F (1,1) , E(Y ) ,

E (Y / X ) , E ( X / Y ) .

$ 1.5. kavSiri SemTxveviT sidideebs Soris

Kkovariacia

xSir SemTxvevaSi ekonomikaSi saqme gvaqvs situaciasTan, roca obieqtis,

movlenis an procesis maxasiaTebeli SemTxveviTi veqtoris Semadgeneli elementebi
erTmaneTs gansazRvravs, anu erTmaneTze damokidebuls warmoadgens. magaliTad,
firmis mdgomareobis erT-erTi maxasiaTebeli - mogebis sidide damokidebulia
gamoyenebuli resursebis fasebze, konkurentebis mier gamoSvebuli produqciis
moculobaze, firmis produqciis potenciur myidvelTa Semosavlebis sidideze,
reklamaze gaweul danaxarjebze da sxva mraval garemoebaze; analogiurad
SegviZlia aRvniSnoT, rom Sinameurneobis mdgomareobis maxasiaTebeli - moxmarebis
sidide mniSvnelovanwilad Sinameurneobis mimdinare Semosavlebis sididiT, dagro-
vili aqtivebis mTliani RirebulebiT, saprocento ganakveTis mniSvnelobiT ganisa-
zRvreba. ekonomikuri analizis erT-erT amocanas obieqtis, movlenis an procesis
maxasiaTebel SemTxveviT sidideebs Soris damokidebulebis arsebobis gamovlena
da misi Zalisa da xarisxis Seswavla warmoadgens. am amocanis gadawyvetisaTvis
gamoiyeneba SemTxveviTi sidideebis iseTi ricxviTi maxasiaTeblebi, rogoricaa
kovariacia da korelacia.
or SemTxveviT sidides Soris statistikuri kavSiris arsebobis erT-erTi

36
mniSvnelovani maxasiaTebelia kovariacia, romlis aRniSvnisaTvis SemdegSi gamovi-
yenebT simboloebs cov ( X , Y ) da  X ,Y . X da Y SemTxveviTi sidideebis kovaria-

cia, anu korelaciuri momenti ewodeba am sidideTa maTematikuri lodinebidan

gadaxrebis namravlis maTematikur lodins:
 X ,Y = cov( X , Y ) = E[( X −  X )(Y − Y )] , (1.26)

sadac  X = E( X ), Y = E(Y ) . rodesac X da Y diskretuli SemTxveviTi sidide-

ebia, maSin cov ( X , Y ) -is gamoTvla Semdeg formulas efuZneba
k l
cov( X , Y ) =  ( X i −  X )(Y j − Y ) Pij ,
i =1 j =1

sadac Pij = P( X = X i , Y = Y j ) ; uwyveti SemTxvevisaTvis ki es formula Semdeg-

nairad gardaiqmneba
++
cov( X , Y ) =   (x − 
− − 
X )( y −  Y ) f ( x, y ) dxdy .

kovariacias Semdegi Tvisebebi gaaCnia:

1) cov( X , Y ) =0 , Tu X da Y damoukidebelia;
2) cov( X , Y ) = cov(Y , X ) - kovariacia simetriulia;

3) cov( X , C ) = 0 , Tu C raime mudmivia;

4) cov( X , Y ) = cov( X ,U ) + cov( X ,V ) , Tu Y Y = U + V ;

5) cov(aX + b, Y ) = a  cov( X , Y ) , Tu a da b mudmivebia.

(1.26) formulidan gamomdinareobs, rom
 X , X = cov( X , X ) = E[( X −  X )( X −  X )] =

= E (( X −  X ) 2 ) = D( X ) =  X2 .
maSasadame, SemTxveviTi sididis dispersia SeiZleba ganvixiloT rogorc am SemT-
xveviTi sididis Tavis TavTan kovariacia. es garemoeba saSualebas iZleva davam-
tkicoT dispersiis metad saWiro Tviseba

D( X + Y ) = cov( X + Y , X + Y ) = D( X ) + 2cov( X ,Y ) + D(Y ).

advilad SesaZlebelia am formulis ganzogadeba n Sesakrebis SemTxvevaze. kerZod,
Tu Sesakrebebs H 1 , H 2 ,  , H n SemTxveviTi sidideebi warmoadgens, maSin

D( H1 + H 2 +  + H n ) = D( H1 ) + D( H 2 ) +  + D( H n ) + 2 cov( H i , H j ) , (1.27)
i j

37
sadac jamis qveS simbolo i  j imis AaRmniSvnelia, rom Sekreba vrceldeba Sem-

TxveviT H 1 , H 2 ,  , H n sidideebidan yvela SesaZlo wyvilis kovariaciebze.

cxadia, roca SemTxveviTi sidideebi erTmaneTze damokidebuli ar aris, maSin

Sesabamisi kovariaciebi nulis tolia da jamis dispersia SesakrebTa dispersiebis
jams udris.
kovariacias, ganmartebidan gamomdinare, SeuZlia miiRos nebismieri mniSvneloba
(−,+) intervalidan. dadebiTi kovariaciis dros SemTxveviTi sidideebi erT-
nairi mimarTulebiT icvleba, uaryofiTi kovariaciis dros ki – sxvadasxva mimar-
TulebiT. maTematikuri TvalsazrisiT kovariacia metad mosaxerxebelia or Sem-
TxveviT sidides Soris kavSiris dasaxasiaTeblad. magram mas arsebiTi nakli gaaC-
nia: cov ( X , Y ) -is sidide damikidebulia X -is da Y -is zomis erTeulze. mocemu-
li SemTxveviTi sidideebis sxvadasxva zomis erTeulebSi gazomvisas erTi da igive
damokidebulebas kovariaciis sxvadasxva mniSvneloba Seesabameba. amas garda, kova-
riacia gansaxilvel SemTxveviT sidideebs Soris damokidebulebis Zalis gansa-
zRvris saSualebas ar iZleva.

korelaciis koeficienti

am naklisagan Tavisufalia korelaciis koeficienti cor ( X , Y ) (SemdegSi gamo-

viyenebT aRniSvnas  X ,Y ), romelic, aseve, or SemTxveviT sidides Soris damokide-

bulebas axasiaTebs. igi Semdegnairad ganisazRvreba:

cov( X , Y )
cor ( X , Y ) =  X ,Y = , (1.28)
 X2  Y2

sadac  X2 = D( X ) da  Y2 = D(Y ) .

Tavisi arsiT korelaciis koeficienti or SemTxveviT sidides Soris wrfivi

statistikuri kavSiris simWidroves gamosaxavs . Aam faqtze misi Semdegi Tvisebebi
miuTiTebs:
1) − 1   X ,Y  1;

2)  X ,Y = 0 , Tu X da Y SemTxveviTi sidideebi damoukidebelia. zogad SemT-

xvevaSi Sebrunebuli debuleba marTebuli ar aris;

3) roca  X ,Y = 1 , maSin X da Y SemTxveviT sidideebs Soris arsebobs wrfi-

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vi funqcionaluri damokidebuleba. amasTan, roca  X ,Y = -1 , es damokidebuleba

uaryofiTia, xolo roca  X ,Y = 1 , maSin dadebiTia;

4)  X ,Y =  Y , X korelaciis koeficienti simetriulia.

savarjiSoebi

1.17. daamtkiceT, rom

cov( X , Y ) = E ( X Y ) − E ( X ) E (Y ).
1.18. gamoiyeneT kovariaciis ganmarteba da daamtkiceT misi ZiriTadi Tvisebebi.

1.19. cnobilia, rom X = a + bY , sadac a da b mudmivebia. daamtkiceT, rom

 X ,Y = 1 , roca b  0 da  X ,Y = −1 , roca b  0 .
1.20. davuSvaT, rom universitetebSi biznesis mimarTulebis bakalavriatis sas-
wavlo programebis gamokvlevis Sedegad Sedgenil iqna organzomilebiani ( X , Y )
SemTxveviT sididis ganawilebis Semdegi cxrili
X Y 8 10 12 14

0 0,06 0,05 0,04 0,00

1 0,06 0,07 0,10 0,00

2 0,03 0,06 0,12 0,07

3 0,03 0,10 0,15 0,06

sadac X SemTxveviTi sidide aRniSnavs programaSi maTematikuri sagnebis rao-

denobas, Y SemTxveviTi sidide ki - wminda ekonomikuri profilis sagnebis rao-
denobas. gansazRvreT cov ( X , Y ) -is da  X ,Y -is mniSvnelobebi. ra daskvnis gakeTeba

SeiZleba miRebuli Sedegebis safuZvelze?

1.21. gansazRvreT cov ( X , Y ) -is da  X ,Y -is mniSvnelobebi 1.15 amocanis pirobebSi.

1.22. gansazRvreT cov ( X , Y ) -is da  X ,Y -is mniSvnelobebi 1.16 amocanis pirobebSi.

$ 1.6. mravalganzomilebiani SemTxveviTi sididis ZiriTadi

ricxviTi maxasiaTeblebi

davuSvaT, rom mocemuli gvaqvs n ganzomilebiani SemTxveviTi sidide (veq-

tori) H = ( H 1 , H 2 ,, H n ) T , sadac T transponirebis niSania. aseTi sididis Sesa-

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xeb gansakuTrebiT mniSvnelovan informacias maTematikuri lodini da kovari-
aciuli matrica iZleva.
H -is maTematikuri lodini E (H ) Semdegnairad ganisazRvreba

 E(H1 ) 
 
 E(H 2 ) 
E(H ) =  ,
 
 
 E(H ) 
 n 

sadac E ( H i ) , i = 1,2, , n , aris H i komponentis (erTganzomilebiani SemTxveviTi si-

didis) kerZo maTematikuri lodini.

H -is kovariaciuli matrica cov(H ) kvadratuli matricaa

 cov( H 1 , H 1 ) cov( H 1 , H 2 )  cov( H 1 , H n ) 

 
 cov( H 2 , H 1 ) cov( H 2 , H 2 )  cov( H 2 , H n ) 
cov( H ) = 

 
 cov( H , H ) cov( H , H )  cov( H , H ) 
 n 1 n 2 n n 

  11  12   1n 
 
  21  22   2 n 
= .

 
 
 n1  n 2   nn 
TiToeuli cov ( H i , H j ) =  i j elementi organzomilebiani SemTxveviTi sididis ko-

variaciis zemoT moyvanili (1.26) formulis mixedviT gaiangariSeba. kerZod,

cov ( H i , H j ) = E[( H i − E ( H i ))( H j − E ( H j ))] .

cxadia, rom kovariaciuli matricis diagonaluri elementebi Sesabamisi erTgan-

zomilebiani SemTxveviTi sidideebis kerZo dispersiebs gamosaxavs.
Kkovariaciuli matrica Semdegi TvisebebiT xasiaTdeba:
1) cov(H ) simetriulia, radganac cov ( H i , H j ) = cov ( H j , H i ) ;

2) cov(H ) arauaryofiTad aris gansazRvruli. Ees niSnavs, rom nebismieri

Q = (q1 , q2 ,, qn ) T veqtorisaTvis sruldeba piroba Q T  cov ( H )  Q  0 ;

3) Tu H SemTxveviTi veqtoris elementebi erTmaneTisagan damoukidebelia,
maSin cov(H ) matrica diagonaluria. sawinaaRmdego debuleba marTebuli ar aris.

Kkovariaciuli matricis determinants det(cov( H )) -s mravalganzomilebiani

SemTxveviTi sididis ganzogadebuli dispersia ewodeba. es ukanaskneli H veqto-

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ris gafantulobis xarisxis maxasiaTebelia. am rangSi kidev erTi maxasiaTebeli
gamoiyeneba - kovariaciuli matricis kvali. igi tr simboloTi aRiniSneba da
cov(H ) matricis diagonaluri elementebis SekrebiT miiReba:
tr = cov( H1 , H1 ) + cov( H 2 , H 2 ) +  + cov( H n , H n ) .
Mmravalganzomilebiani SemTxveviTi H Yveqtoris elementebs Soris arsebuli
statistikuri damokidebulebis struqturisa da xasiaTis aRwerisaTvis gamoiyeneba
korelaciuri matrica , romelic kovariaciuli matricis elementebis normi-

rebiT miiReba:

 11 12  1n 

 
  21  22   2 n 
ρ= .
 
 
    
 n1 n2 nn 

aq  i j elementi korelaciis koeficientia, H i da H j elementebs Soris wrfivi

statistikuri damokidebulebis xarisxs gamosaxavs da ganisazRvreba formuliT

i j
i j = ,
 ii jj

romelic (1.28)-is analogiuria. cxadia,  i j -s yvela is Tviseba gaaCnia, razec

zemoT korelaciis koeficientis daxasiaTebisas mivuTiTeT.

savarjiSoebi

1.23. isargebleT 1.20 savarjiSoSi moyvanili monacemebiT da:

a) SeadgineT kovariaciuli matrica cov(H ) ;
b) SeamowmeT, aris Tu ara miRebuli matrica arauaryofiTad gansazRvruli?
g) gamoTvaleT organzomilebiani SemTxveviTi veqtoris H = ( X , Y ) T -is
gafantulobis maxasiaTeblebi.

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