y& kfphbtdf^ v& vfybf^ u& vfhb^ f& vjcbst^

f& njhjy]fst^ '& njhjy]fst^ '& ithdfibst

fk,f'j,bc 'tjhbf lf
vf'tvfnbrehb cnfnbcnbrf
trjyjvbcnt,bcf'dbc

y& kfphbtdfc htlfmwbb'

f& hfpvfsbc cf[tkj,bc vf'tvfnbrbc bycnbnenb

evfqktcb cfcofdkt,tkb @ESM-',bkbcb#
ajylb @tdhfpbf#

',bkbcb 2000
yfyekb kfphbtdf
vb[tbk vfybf
ubjhub vfhb
fktmcfylht vjcbst
fvbhfy njhjy]fst
'tbvehfp njhjy]fst
'tyubp ithdfibst

fk,f'j,bc 'tjhbf lf vf'tvfnbrehb cnfnbcnbrf

trjyjvbcnt,bcf'dbc
y& kfphbtdfc htlfmwbb'

htwtyptynb% bd& ]fdf[bidbkbc cf[tkj,bc ',bkbcbc cf[tkvobaj eybdthcbntnbc

fk,f'j,bc 'tjhbbcf lf vf'tvfnbrehb cnfnbcnbrbc rf'tlhbc ufvut
abpbrf-vf'tvfnbrbc vtwybtht,f'f ljmnjhb^
ghjatcjhb tkbp,fh yflfhfbf&

obuyb ofhvjflutyc cf[tkvsqdfytkjc fk,f'j,bc 'tjhbfcf lf vf'tvfnbreh

cnfnbcnbrfib& vfcib cbcntvfnbpbht,ekbf lf uflvjwtvekbf vf'tvfnbrehb cnf-
nbcnbrbc bc ufy[ht,b^ hjvkt,bw .dtkfpt [ibhfl ud[dlt,f trjyjvbreh rdktdt,ib&
fk,f'j,bc 'tjhbf bv vjwekj,b'ff ofhvjlutybkb^ hfw fewbkt,tkbf cnfnbcnb-
rehb lfcrdyt,bc 'tjhbbc sbhb'flb bltt,bc fqcfmvtkfl& 'tjhbekb vfcfkf bkec-
nhbht,ekbf vhfdfkhbw[jdfyb vfufkb't,b' trjyjvbrbcf lf ,bpytcbc cathjlfy&
obuyb itlut,f 21 'fdbcf lf lfyfh'bcfufy& lfyfh'ib vjwtvekbf w[hbkt,b lf
cfuyj,hbdb cfsbt,tkb byukbcehb lf hecekb itcfn.dbct,b'&
obuyb ufyre'dybkbf trjyjvbreh cgtwbfkj,f'f vfubcnhfynt,bcf lf fcgbhfynt-
,bcf'dbc& bub cfcfhut,kj bmyt,f fuht'dt evfqktcb crjkbc gtlfujut,bc^ cneltynt,bcf lf
vrb'[dtk'f afh'j ohbcf'dbc&

obuyb lfothbkbf ghjtmnbc @cf[tkvsqdfytkj fk,f'j,bc 'tjhbf lf vf'tvfnbrehb

cnfnbcnbrf trjyjvbcnt,bcf'dbc # afhukt,ib& ghjtmnbc v[fhlfzthf fvthbrbc itth't,ekb
infnt,bc cfth'fijhbcj ufydb'fht,bc cffutynjc vbth ufvj.jabkb cf[cht,b' ufyf[jh-
wbtkf ajylvf @tdhfpbfv# (uhfynb C 97–1030)&
obuyib ofhvjlutybkb fdnjh'f it[tlekt,f itbskt,f fh tv'[dtjltc cfth'f-
ijhbcj ufydb'fht,bc cffutynjcf lf ajylbc it[tlekt,fc&

 yfyekb kfphbtdf^ vb[tbk vfybf^ ubjhub vfhb^

fktmcfylht vjcbst^ fvbhfy njhjy]fst^
'tbvehfp njhjy]fst^ 'tyubp ithdfibst
 CFHXTDB

obyfcbn.dfj,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

itcfdfkb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

1 vjyfwtv'f rkfcbabrfwbf^ jhufybpfwbf lf gbhdtkflb lfveifdt,f . . . . . . . 19

§ 1. vjyfwtvt,b^ gjgekfwbf lf ithxtdf& fqothb'b cnfnbcnbrbc cfufyb . . . . . . . . . 19

§ 2. 'dbct,hbdb vjyfwtvt,bc cb[ibht'f ufyfobkt,f lf vbcb uhfabrekb
ofhvjlutyf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
•
'dbct,hbdb ybiybc (fnhb,ent,bc) ufyfobkt,f& iteqkt,bc w[hbkb . . . . . . . . . . . . . . . 23
• 'dbct,hbdb vjyfwtvt,bc ufyfobkt,bc uhfabrekb ofhvjlutyf . . . . . . . . . . . . . . . . . . . 26
§ 3. hfjltyj,hbdb vjyfwtvt,bc cb[ibht'f ufyfobkt,f lf vbcb
uhfabrekb ofhvjlutyf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
• dfhbfwbekb vorhbdb& othnbkjdfyb lf vtcthekb lbfuhfvt,b . . . . . . . . . . . . . . . . . . . 28
• lfuhjdbk cb[ibht'f aeymwbf (revekfnf) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
• vjyfwtv'f lf]ueat,f& cb[ibht'f bynthdfkehb ufyfobkt,f. . . . . . . . . . . . . . . . . . . . . 30
• /bcnjuhfvf. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
• aj'kt,bfyb qthjt,bc vcufdcb lbfuhfvf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
• jubdf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
• gjkbujyb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
• cb[ibht'f ufyfobkt,bc ajhvt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

2 gjgekfwbblfy ithxtdbc ufvj.jabc vt'jlt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . 49

§ 1. hfnjv dfv]j,byt,' ithxtdfc~ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49

§ 2. ithxtdbc cf[tj,fyb& ithxtdbc wljvbkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
§ 3. itv'[dtdb'b ithxtdf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
•
vfhnbdb itv'[dtdb'b ithxtdf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
•
ithxtdf itv'[dtdb'b hbw[dt,bc ufvj.tyt,b' . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
• cbcntvfnehb itv'[dtdb'b ithxtdf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
• ufyihtdt,ekb itv'[dtdb'b ithxtdf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
• rkfcnthekb itv'[dtdb'b ithxtdf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
lfcrdyt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57

3 ithxtdb'b hbw[db'b vf[fcbf't,kt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

§ 1. wtynhfkehb ntyltywbbc cfpjvt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61

• fhb'vtnbrekb cfiefkj (cfiefkj) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
4

•
vtlbfyf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
•
vjlf. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
§ 2. vjyfwtv'f ufafynekj,bc (uf,ytdbc) cfpjvt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
• uf,ytdbc lbfgfpjyb. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
• ghjwtynbkt,b^ rdfhnbkt,b^ ltwbkt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
• hfyut,b^ ghjwtynekb hfyut,b lf vf'b rfdibhb ghjwtynbkt,'fy. . . . . . . . . . . . . . . . . 78
• lbcgthcbf lf cnfylfhnekb uflf[hf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
• fcbvtnhbbcf lf tmcwtcbc ithxtdb'b rjtabwbtynt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
§ 3. hbw[db'b vf[fcbf't,kt,b lf]ueat,ekb vjyfwtvt,bcf'dbc . . . . . . . . . . . . . . . . 93
• ghjwtynbkt,bc ufvj'dkf lf]ueat,ekb vjyfwtvt,bcf'dbc . . . . . . . . . . . . . . . . . . . . 93
• ithxtdb'b cfiefkjcf lf lbcgthcbbc ufvj'dkf lf]ueat,ekb vjyfwtvt,bcf'dbc . . . 96
• rjdfhbfwbbcf lf rjhtkfwbbc rjtabwbtynt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
lfcrdyt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105

4 fk,f'j,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115

§ 1. tmcgthbvtynb^ [ljvbkj,f lf vbcb fk,f'j,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115

•itv'[dtdb'b tmcgthbvtynb lf tktvtynfhek [ljvbkj,f'f cbdhwt . . . . . . . . . . . . . . . 115
•[ljvbkj,f& jgthfwbt,b [ljvbkj,t,tpt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
• afhlj,b'b cb[ibht% evfhnbdtcb 'dbct,t,b^ vluhflj,f . . . . . . . . . . . . . . . . . . . . . . . . 118
• fk,f'j,f tktvtynfhek [ljvbkj,f'f cfchek cbdhwtpt& fk,f'j,bc rkfcbrehb
ufycfpqdhf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
• fk,f'j,f tktvtynfhek [ljvbkj,f'f 'dkfl cbdhwtpt . . . . . . . . . . . . . . . . . . . . . . . 122
• utjvtnhbekb fk,f'j,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
• fk,f'j,f tktvtynfhek [ljvbkj,f'f pjufl cbdhwtpt* . . . . . . . . . . . . . . . . . . . . . . 125
• fk,f'j,bc 'tjhbbc cfufyb* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
§ 2. h'ekb [ljvbkj,t,bc fk,f'j,t,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
• [ljvbkj,f'f ]fvbc fk,f'j,f. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
• gbhj,b'b fk,f'j,f^ [ljvbkj,f'f yfvhfdkbc fk,f'j,f . . . . . . . . . . . . . . . . . . . . . . . 127
• [ljvbkj,f'f lfvjerblt,kj,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
• chekb fk,f'j,bcf lf ,fbtcbc ajhvekt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
§ 3. rjv,byfnjhekb fyfkbpbc ufvj.tyt,f fk,f'j,f'f ufvjcf'dktkfl . . . . . . . . 133
• ltylhjuhfvt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
• o.j,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
• ]ea't,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
• fk,f'j,f'f ufvj'dkf ltylhjuhfvt,bc vtidtj,b' . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141

5 itv'[dtdb'b cblbltt,b lf vf'b ufyfobkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149

§ 1. itv'[dtdb'b cblblbc ajhvfkehb ufycfpqdhf& ufyfobkt,bc aeymwbf . . . . . . . 149

§ 2. lbcrhtnekb lf eo.dtnb itv'[dtdb'b cblbltt,b. . . . . . . . . . . . . . . . . . . . . . . . . . 152
CFHXTDB 5

•lbcrhtnekb itv'[dtdb'b cblbltt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152

•eo.dtnb itv'[dtdb'b cblbltt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
§ 3. vhfdfkufypjvbkt,bfyb itv'[dtdb'b cblbltt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
• jhufypjvbkt,bfyb itv'[dtdb'b cblbltt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
• jhpt vtnb ufypjvbkt,bc itv'[dtdf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166

6 itv'[dtdb' cblblt'f hbw[db'b vf[fcbf't,kt,b . . . . . . . . . . . . . . . . . . . . . . . . 169

§ 1. vf'tvfnbrehb kjlbyb lf vlt,fhtj,bc c[df vf[fcbf't,kt,b . . . . . . . . . . . . . . . 169

•itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbyb (cfiefkj vybidytkj,f) . . . . . . . . . . . . 169
•itv'[dtdb'b cblblbc aeymwbbc vf'tvfnbrehb kjlbyb . . . . . . . . . . . . . . . . . . . . . . . . 171
• vtlbfyf^ vjlf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
• ufyfobkt,bc rdfynbkb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
• lbcgthcbf^ cfiefkj rdflhfnekb uflf[hf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
• vjvtynt,b^ fcbvtnhbf lf tmcwtcb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
• vjvtyn'f vfofhvjt,tkb aeymwbf. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182
§ 2. vhfdfkufypjvbkt,bfy itv'[dtdb' cblblt'f hbw[db'b vf[fcbf't,kt,b . . . . . 185
• jhufypjvbkt,bfyb itv'[dtdb'b cblblbc hbw[db'b vf[fcbf't,kt,b. . . . . . . . . . . . . . . 185
• k-ufypjvbkt,bfy itv'[dtdb'b dtmnjhbc hbw[db'b vf[fcbf't,kt,b. . . . . . . . . . . . . . . 189
§ 3. gbhj,b'b ufyfobkt,f lf gbhj,b'b vf'tvfnbrehb kjlbyb . . . . . . . . . . . . . . . . . 191
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197

7 sbhb'flb ufyfobkt,fyb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199

§ 1. lbcrhtnekb ufyfobkt,fyb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199

•,thyekbc ufyfobkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199
•,thyekbc wlf'f cmtvf& ,byjvehb ufyfobkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199
• utjvtnhbekb ufyfobkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203
• /bgthutjvtnhbekb ufyfobkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
• gefcjybc ufyfobkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
• gjkbyjvehb ufyfobkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
• efh.jab'b ,byjvehb ufyfobkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
§ 2. eo.dtnb ufyfobkt,fyb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
• 'fyf,fhb ufyfobkt,f [a,b] iefktlib . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
• tmcgjytywbfkehb ufyfobkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211
• yjhvfkehb ufyfobkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
• yjhvfkehb ufyfobkt,bc rdfynbkb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219
§ 3. yjhvfkeh'fy lfrfdibht,ekb ufyfobkt,t,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
2
• χ -ufyfobkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
• cnbeltynbc t(k)-ufyfobkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222
• abithbc F(k 1 ,k 2 )-ufyfobkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223
6

•jhufypjvbkt,bfyb yjhvfkehb ufyfobkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224

§ 4. c[df eo.dtnb ufyfobkt,t,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
lfcrdyt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228

8 fk,f'j,bc 'tjhbbc pqdfhb'b 'tjhtvt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231

•
xt,bitdbc enjkj,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231
•
lbl hbw[d'f rfyjyb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 232
• wtynhfkehb pqdfhb'b 'tjhtvf (rkfcbrehb) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239

9 cnfnbcnbrehb lfcrdyt,bc 'tjhbbc fk,f'ehb cfaesdkt,b . . . . . . . . . . . . . 241

•
tvgbhbekb ufyfobkt,bc aeymwbf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 246
•
ithxtdb'b cfiefkjcf lf lbcgthcbbc vf'tvfnbrehb kjlbyb lf lbcgthcbf . . . . . . . . 247
•
ithxtdb'b cfiefkjcf lf lbcgthcbbc ufyfobkt,bc rfyjyb yjhvfkehb
gjgekfwbbcf'dbc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249
• pjubth'b cnfnbcnbrbc ufyfobkt,bc rfyjyb jhb lfvjerblt,tkb yjhvfkehb
gjgekfwbbcf'dbc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251
• pjubth'b cnfnbcnbrbc ufyfobkt,bc rfyjyb lfo.dbkt,ekb vjyfwtvt,bcf'dbc . . . . . 253
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254

10 itafct,bc 'tjhbf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255

§ 1. othnbkjdfyb itafct,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258

•xfeyfwdkt,tkb itafct,fyb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 261
•sfkvjcbkb itafct,fyb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263
• itafct,f'f itlfht,f& jgnbvfkj,bc rhbnthbevb. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264
• hfj-rhfvthbc enjkj,f th'ufypjvbkt,bfyb gfhfvtnhbc itv'[dtdfib . . . . . . . . . . . . 265
• jhufypjvbkt,bfyb gfhfvtnhbc itafct,f*. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269
• itafct,f'f fcbvgnjnehb 'dbct,t,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 270
§ 2. itafct,f'f fut,bc vt'jlt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
• lfcf]thj,bc vfmcbvevbc vt'jlb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
• vjvtyn'f vt'jlb. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
2
• χ -bc vbybvevbc vt'jlb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279
§ 3. bynthdfkehb itafct,f. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281
• ylj,bc bynthdfkbc wyt,f lf vbcb bynthghtnfwbf. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 282
• ylj,bc bynthdfkbc fut,f yjhvfkehb gjgekfwbbc cfiefkjcf'dbc^ hjltcfw
gjgekfwbbc lbcgthcbf wyj,bkbf. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 283
• ylj,bc bynthdfkbc fut,f yjhvfkehb gjgekfwbbc cfiefkjcf'dbc^ hjltcfw
gjgekfwbbc lbcgthcbf ewyj,bf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287
• cfghjuyjpj bynthdfkb wfkrtekb vjvfdfkb lfrdbhdt,bcf'dbc yjhvfkehb
gjgekfwbblfy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289
CFHXTDB 7

•
ylj,bc bynthdfkb yjhvfkehb gjgekfwbbc lbcgthcbbcf lf cnfylfhnekb
uflf[hbcf'dbc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 290
• ylj,bc bynthdfkb gjgekfwbbc cfiefkjcf'dbc ithxtdbc lblb vjwekj,bc
itv'[dtdfib . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 292
• ,thyekbc cmtvfib ofhvfnt,bc ewyj,b fk,f'j,bc (gjgekfwbbc ghjgjhwbbc)
bynthdfkehb itafct,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293
• (1–α)-ylj,bc pecnb bynthdfkb gjgekfwbbc ghjgjhwbbcf'dbc . . . . . . . . . . . . . . . . . 296
• (1–α)-ylj,bc bynthdfkb gefcjybc vjltkbc gfhfvtnhbcf'dbc . . . . . . . . . . . . . . . . . . 296
• ylj,bc bynthdfkt,bc fut,f cfchekj gjgekfwbbc cfiefkjcf'dbc^ hjltcfw
ithxtdf ofhvjt,c lf,heyt,bc ufhtit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 298
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 299

11 gfhfvtnhek /bgj'tpf'f itvjovt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303

§1. cnfnbcnbreh /bgj'tpf'f itvjovt,f& fvjwfybc pjuflb lfcvf . . . . . . . . . . . . . . 303

§2. gfhfvtnhekb /bgj'tpt,b& sbhb'flb wyt,t,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 306
§3. vfnhbdb /bgj'tpt,bc itvjovt,f yjhvfkehb utythfkehb th'j,kbj,bc
cfiefkjcf'dbc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 309
• ytbvfy gbhcjybc ktvf* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 317
§4. vfhnbdb lf h'ekb /bgj'tpt,bc fy jhb h'ekb /bgj'tpbc ufhxtdbc
fvjwfyf yjhvfkehb gjgekfwbbc cfiefkjcf'dbc. . . . . . . . . . . . . . . . . . . . . . . . . 320
• /bgj'tpf'f itvjovt,f yjhvfkehb gjgekfwbbc cfiefkjcf'dbc wyj,bkb
lbcgthcbbcitv'[dtdfib . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 320
• /bgj'tpf'f itvjovt,f yjhvfkehb gjgekfwbbc cfiefkjcf'dbc ewyj,b
lbcgthcbbc itv'[dtdfib . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 323
§ 5. /bgj'tpf'f itvjovt,f yjhvfkehfl ufyfobkt,ekb utythfkehb
th'j,kbj,bc lbcgthcbbcf'dbc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325
§ 6. ewyj,b fk,f'j,bc itcf[t, /bgj'tpf'f itvjovt,bc fvjwfyf ,thyekbc
cmtvfib . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 327
§ 7. rfdibhb /bgj'tpf'f itvjovt,bcf lf bynthdfkehb itafct,bc
fvjwfyt,c ijhbc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 330
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332

12 cnfnbcnbrehb lfcrdyt,b jhfvjrhtabfy fvjwfyt,ib . . . . . . . . . . . . . . . . . . . 337

§ 1. jhfvjrhtabfyb fvjwfyt,b yjhvfkehb gjgekfwbt,bc cfiefkjt,bcf'dbc . . . 338

•
jhfvjrhtabfyb fvjwfyt,b yjhvfkehb gjgekfwbt,bc cfiefkjcf'dbc wyj,bkb
lbcgthcbt,bc itv'[dtdfib . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 339
• /bgj'tpt,bc itvjovt,f lf ylj,bc bynthdfkbc fut,f jhb gjgekfwbbc cfiefkj'f
c[dfj,bcf'dbc^ hjltcfw jhbdt ithxtdbc vjwekj,f lblbf . . . . . . . . . . . . . . . . . . . . . 343
• jh fvjrhtabfyb fvjwfyt,b yjhvfkehb gjgekfwbt,bc cfiefkjcf'dbc ewyj,b^
vfuhfv njkb lbcgthcbt,bc itv'[dtdfib . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 345
§ 2. jhfvjrhtabfyb fvjwfyt,b yjhvfkehb gjgekfwbt,bc lbcgthcbt,bcf'dbc . . . 350
8

§ 3. cnfnbcnbrehb lfcrdyt,b lfo.dbkt,ek vjyfwtv' fcfiefkjt,bc

c[dfj,t,bcf'dbc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 356
§ 4. jhfvjrhtabfyb fvjwfyt,b ofhvfnt,f'f fk,f'j,t,bcf'dbc ,thyekbc wlf'f
jhb lfvjerblt,tkb vbvltdhj,bcf'dbc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 359
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 363
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 364

13 'fy[vj,bc rhbnthbevt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 369

§ 1& χ2-rhbnthbevb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 370
§ 2. χ2 rhbnthbevbc ufvj.tyt,f^ hjltcfw ufyfobkt,bc aeymwbf eo.dtnbf . . . . . . . 374
§ 3. χ2 rhbnthbevbc ufvj.tyt,f^ hjltcfw ufyfobkt,bc aeymwbf itbwfdc ewyj,
gfhfvtnht,c . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 379
§ 4. rjkvjujhjd-cvbhyjdbc rhbnthbevb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 384
§ 5. rjkvjujhjd-cvbhyjdbc rhbnthbevb jhb ithxtdbcf'dbc . . . . . . . . . . . . . . . . . . 391
§ 6. χ2-bcf lf rjkvjujhjd-cvbhyjdbc rhbnthbevt,bc itlfht,f. . . . . . . . . . . . . . . . 394
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 396
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 397

14 fhfgfhfvtnhekb cnfnbcnbrf hfyuj,hbdb rhbnthbevt,b . . . . . . . . . . . . . . 399

§ 1. fvjwfyt,b vtlbfybc itcf[t, . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 399
• ybify'f rhbnthbevb th'b ithxtdbcf'dbc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 400
• ybiyt,bc rhbnthbevbc t-rhbnthbev'fy itlfht,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402
• ybiybfyb hfyut,bc rhbnthbevb th'b ithxtdbcf'dbc . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
• ybiybfyb hfyut,bc rhbnthbevbcf lf cnbeltynbc t-rhbnthbevbc itlfht,f . . . . . . . . . 406
• ybify'f rhbnthbevb lfrdbhdt,f'f o.dbkt,bcf'dbc . . . . . . . . . . . . . . . . . . . . . . . . . . . . 407
• ybiybfyb hfyut,bc rhbnthbevb lfrdbhdt,f'f o.dbkt,bcf'dbc . . . . . . . . . . . . . . . . . . . 409
§ 2. jh fvjrhtabfyb fvjwfyt,b ofyfwdkt,bc itcf[t, (ebkrjrcjybc hfyu'f
]fvt,bc lf vfy-ebnybc rhbnthbevt,b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 411
§ 3. ufyfobkt,bcfufy 'fdbceafkb th'afmnjhbfyb lbcgthcbekb fyfkbpb&
rhfcrtk-ejkbcbc rhbnthbevb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 415
§ 4. hfyuj,hbdb rjhtkfwbf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
§ 5. itv'[dtdb'j,bc /bgj'tpf& rhbnbrekb vybidytkj,t,b cthbf'f
hfjltyj,bcf'dbc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 426
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 428
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 428

15 jhb fy hfvltybvt ithxtdbc lfvjerblt,kj,bcf lf th'udfhjdyt,bc

/bgj'tpf'f itvjovt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 431

§ 1. jhb ithxtdbc lfvjerblt,kj,bc /bgj'tpbc itvjovt,f . . . . . . . . . . . . . . . . . . . . 431

• jhb itv'[dtdb'b cblblbc lfvjerblt,kj,bc /bgj'tpbc itvjovt,f . . . . . . . . . . . . . . 438
CFHXTDB 9

§ 2. hfvltybvt ithxtdbc (fy gjgekfwbbc) th'udfhjdyt,bc /bgj'tpbc itvjovt,f . 440

lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 444
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 445

16 htuhtcbf lf rjhtkfwbf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 449

•
rjhtkfwbbc rjtabwbtynb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 449
•
lfcrdyt,b rjhtkfwbbc rjtabwbtynbc itcf[t, . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 452
• vfhnbdb ohabdb htuhtcbf& evwbhtc rdflhfn'f vt'jlb . . . . . . . . . . . . . . . . . . . . . . . . 454
• cnfnbcnbrehb lfcrdyt,b htuhtcbbc rjtabwbtynt,bc itcf[t,& vjltkbc
dfhubcbfyj,bc itvjovt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 465
• ghjuyjpbht,f lf cnfnbcnbrehb lfcrdyt,b ohabdb htuhtcbbc cfiefkt,b' . . . . . . . 466
• yfi''f fyfkbpb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 469
• gjkbyjvehb htuhtcbf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 471
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 471
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 472

17 vhfdkj,b'b htuhtcbf lf rjhtkfwbf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 479

•
evwbhtc rdflhfn'f vt'jlb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 480
•
ltnthvbyfwbbc rjtabwbtynb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 485
• vjltkbc dfhubcbfyj,bc itvjovt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 486
• cnfnbcnbrehb lfcrdyt,b vjltkbc gfhfvtnht,bc itcf[t,^ ghjuyjpbht,f . . . . . . . . . 488
• vhfdkj,b'b htuhtcbekb fyfkbpb vfnhbwekj ajhvb'* . . . . . . . . . . . . . . . . . . . . . . 495
• rjhtkfwbehb fyfkbpb& vhfdkj,b'b lf rthsj rjhtkfwbbc rjtabwbtynt,b* . . . . . . 498
• veknbrjkbytfhekj,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 500
• vhfdkj,b'b ohabdb htuhtcbbc vjltkbc bynthghtnfwbf . . . . . . . . . . . . . . . . . . . . . . 501
• yfi''f fyfkbpb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 504
• wdkfl'f ithxtdf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 509
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 514
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 515

18 lbcgthcbekb fyfkbpb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 517

§ 1. th'afmnjhbfyb lbcgthcbekb fyfkbpb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 518

•vhfdkj,b'b itlfht,f& ylj,bc bynthdfkt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 523
§ 2. chekb jhafmnjhbfyb lbcgthcbekb fyfkbpb . . . . . . . . . . . . . . . . . . . . . . . . . . . . 525
• jhafmnjhbfyb fyfkbpb e]hfib th'b lfrdbhdt,b' . . . . . . . . . . . . . . . . . . . . . . . . . . . . 525
• jhafmnjhbfyb fyfkbpb e]hfib lfrdbhdt,f'f th'yfbhb hbw[db'. . . . . . . . . . . . . . . . 529
§ 3. lbcgthcbekb fyfkbpbc vjltkt,b afmnjht,bc itv'[dtdb'b tatmnt,b'. . . . . 533
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 536
cfdfh]bijt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 537
10

19 lhjb'b vorhbdt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 539

§ 1. lhjb'b vorhbdbc vfufkb't,b lf sbhb'flb rjvgjytynt,b . . . . . . . . . . . . . . . . 539

§ 2. lhjb'b vorhbdbc rkfcbrehb vjltkb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 544
§ 3. lhjb'b vorhbdbc fyfkbpb rkfcbreh vjltkpt lf.hlyj,b'. . . . . . . . . . . . . . 548
•
uhstkdflbfyb nhtylbc ohabdb vjltkb. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 548
•
gjkbyjvehb vjltkb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 548
• uhstkdflbfyb nhtylbc kjufhb'vekb vjltkb. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 549
• nhtylbc ufvj.jaf evwbhtc rdflhfn'f vt'jlb'. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 549
• nhtylbc ufycfpqdhbc vfufkb't,b c[dflfc[df nbgbc vjyfwtvt,bcf'dbc . . . . . . . . . . 550
• gjkbyjvehb nhtylb. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 550
• wbrkehb tatmnbc itafct,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 553
• ufukedt,bc ntmybrf& vwjwfdb cfiefkj. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 555
• wtynhbht,ekb vwjwfdb cfiefkjt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 558
• tmcgjytywbfkehb ufukedt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 559
• ctpjyehb rjvgjytynbc fqhbw[df. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 560
• ghjuyjpbht,f ctpjyehb byltmct,bc ufvj.tyt,b'. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 561
§ 4. lhjb'b vorhbdt,bc ghjuyjpbht,f ARIMA vjltkt,pt lf.hlyj,b' . . . . . . . 563
• ohabdb ufecehb ghjwtct,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 564
• ohabdb cnfwbjyfhekb ghjwtct,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 564
• cfghjuyjpj aeymwbt,b ARIMA vjltkt,ib . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 572
• gfhfvtnht,bc itafct,f. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 574
§ 5. ghjuyjpbht,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 575
• ghjuyjpbht,bc vfhnbdb fkujhb'vt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 575
§ 6. ghjuyjpbc cbpecnbc cfpjvt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 577
§ 7. ghjuyjpbht,bc vt'jljkjubf ARIMA ghjwtct,pt lf.hlyj,b'. . . . . . . . . . . 579
§ 8. bltynbabrfwbf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 581
• 1. v.bldtkj,b'b eyfhbfyj,bc gfhbntnbc lflutybc ghj,ktvf . . . . . . . . . . . . . . . . . . . 585
• 2. ,fyrbc kbrdblehj,bc ghj,ktvf. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 589
• aekflb yfrflt,bc rjycnhebht,f. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 591
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 597

20 byltmct,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 599

• hf fhbc byltmcb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 599

• afct,bc byltmct,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 599
• vfhnbdb afct,bc byltmcb (afct,bc afhlj,b'b ghjwtynekb byltmcb) . . . . . . . . . . . . . 600
• vfhnbdb fuhtubht,ekb afct,bc byltmcb. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 601
• itojybkb fuhtubht,ekb afct,bc byltmcb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 603
• kfcgtbhtcbc byltmcb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 604
• gffitc byltmcb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 604
• kfcgtbhtcbcf lf gffitc byltmct,bc itlfht,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 605
• abithbc bltfkehb byltmcb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 606
• cfvjv[vfht,kj afct,bc byltmcb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 606
CFHXTDB 11

• cfvjv[vfht,kj afct,bc byltmcbc ufvj.tyt,f [tkafct,bc

itcojht,bcfc (ltakfwbbcfc) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 608
• lhjb'b vorhbdt,bc ltakfwbf afct,bc byltmct,bc ufvj.tyt,b' . . . . . . . . . . . . . . . . . . 610
• cf,bh;j byltmct,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 612
• cf,bh;j byltmcbc ufvj'dkbc [th[t,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 613

21 vjltkbht,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 617

•
'fyf,hfl ufyfobkt,ekb itv'[dtdb'b hbw[dt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 618
•
byntuhfkbc ufvj'dkf vjynt-rfhkjc vt'jlb' . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 619
• vjwtvekb ufyfobkt,bc vmjyt itv'[dtdb' cblblt'f cbvekbht,f . . . . . . . . . . . . . . . . 620
• gefcjybc itv'[dtdb'b cblblbc vjltkbht,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 622
• yjhvfkehfl ufyfobkt,ekb itv'[dtdb'b cblbltt,bc cbvekbht,f . . . . . . . . . . . . . . 622
• yjhvfkeh ufyfobkt,fc'fy lfrfdibht,ek ufyfobkt,f'f cbvekbht,f . . . . . . . . . . . . 623
• kju-yjhvfkehb ufyfobkt,f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 624
• vjynt-rfhkjc vt'jlb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 624
lfcrdyt,b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 625

lfyfh'b% cnfnbcnbrehb w[hbkt,b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 627

kbnthfnehf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 648
cfuyj,hbdb cfsbt,tkb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 653
 tsqdyt,f htdfp xbnfidbkbc [cjdyfc

OBYFCBN>DFJ<F

'fyfvtlhjdt trjyjvbrehb vtwybtht,f afh'jl b.tyt,c vf'tvfnbrehb

cnfnbcnbrbc vt'jlt,c& lqtdfyltk trjyjvbcnc 'fdbc cfmvbfyj,fib [ibhfl e[lt,f
ufyecfpqdhtkj,bc gbhj,t,ib uflfo.dtnbkt,bc vbqt,f^ hfw vjb'[jdc vf'tvf-
nbrehb cnfnbcnbrbc vt'jlt,bc afh'j cgtmnhbc wjlyfc& fct'b wjlybc itstyf
ufycfre'ht,b' fmnefkehb [lt,f cfmfh'dtkjib cf,fphj trjyjvbrbc lfvrdblht,bc
ghjwtcib& ufxylf vj'[jdyf bct'b cf[tkvsqdfytkjt,bc fhct,j,fpt^ hjvkt,ibw
trjyjvbcnt,bcf'dbc vbcfodljv vf'tvfnbreh ljytpt uflvjwtvekb bmyt,f cfrvfjl
afh'j lf vhfdfkv[hbdb vfcfkf fk,f'j,bc 'tjhbfcf lf vf'tvfnbreh
cnfnbcnbrfib^ bkecnhbht,ekb fvjwfyt,b' trjyjvbrbcf lf ,bpytcbc cathjlfy&
obyfvlt,fht obuyb cojhtl fct'b cf[tkvsqdfytkjc itmvybc vwltkj,f uf[kfd'&
obuyib fh ufvjb.tyt,f vsbvt vf'tvfnbrehb fgfhfnb lf vbc f'dbct,fc fldbkfl
itskt,ty fhf vfhnj vfubcnhfynt,b lf fcgbhfynt,b^ fhfvtl eahjcrehctkb
cneltynt,bw& dbvtljdyt,'^ bub cfbynthtcj bmyt,f vrb'[dtk'f afh'j ohbcf'dbcfw&
cfmfh'dtkjib fk,f'j,bc 'tjhbbcf lf vf'tvfnbrehb cnfnbcnbrbc cofdkt-
,bc nhflbwbf lfrfdibht,ekbf f& hfpvfsbc (1889-1929) cf[tk'fy^ hjvtkbw rb'[e-
kj,lf ktmwbt,bc rehcc ',bkbcbc f[kfl lffhct,ek eybdthcbntnib& fv nhflb-
wbbc ufuhstkt,fl itbskt,f xfb'dfkjc 1938 otkc c& y& ,thyintbybc obuybc mfh-
'ekb 'fhuvfybc ufvjwtvf&
xdtyib fk,f'j,bc 'tjhbbcf lf vf'tvfnbrehb cnfnbcnbrbc hjujhw
vf'tvfnbrbc lfhubc ufydb'fht,fc cfaesdtkb xfe.fhf u&vfybfv (1918-1985). vfc
tre'dybc gbhdtkb mfh'ekb cf[tkvsqdfytkjt,b fv lbcwbgkbyt,ib^ vf' ijhbc
cf[tkvsqdfytkj trjyjvbcnt,bcf'dbc. vbcb vjqdfotj,bc itltufl 50-bfyb okt,bc
vtjht yf[tdhblfy itbmvyf vtwybth'f rjktmnbdt,b^ hjvkt,bw brdktdlyty
fk,f'j,bc 'tjhbbcf lf vf'tvfnbrehb cnfnbcnbrbc ghj,ktvt,c lf o.dtnlyty
ghfmnbrek fvjwfyt,c fk,f'eh-cnfnbcnbrehb vt'jlt,bc ufvj.tyt,b'& fvfdt
gthbjlib lfbo.j fv vt'jlt,bc lfythudf trjyjvbreh rdktdt,ib&
h& xbnfidbkb (1942-1995) vtwybth'f fv ohbc 'dfkcfxbyj ofhvjvflutytkb
b.j& vfy qhvf rdfkb lffxybf cfmfh'dtkjib fk,f'j,bc 'tjhbbcf lf vf'tvfnbrehb
cnfnbcnbrbc ufydb'fht,fc fhf vfhnj ovbylf vf'tvfnbrehb ufvjrdktdt,b'^ hjv-
kt,vfw vfc cfth'fijhbcj fqbfht,f vjegjdf^ fhfvtl ufvj.tyt,b'b [fcbf'bc rdkt-
db'fw^ hfibw trjyjvbrbc vf'tvfnbreh vjltkt,c ufycfre'ht,ekb flubkb trfdf&
c[dflfc[df lhjc h& xbnfidbkb rb'[ekj,lf ktmwbt,c fk,f'j,bc 'tjhbbc^ vf'tvf-
nbrehb cnfnbcnbrbc^ ufvj.tyt,b'b cnfnbcnbrbc^ trjyjvtnhbrbc lf 'db' trjyjvb-
rehb 'tjhbbc cfrb'[t,pt& vfydt ofbrb'[f ktmwbf'f gbhdtkb rehcb cnjmfcneh
abyfyceh fyfkbpib^ hb'fw cf'fdt lftlj fv lfhubc ufydb'fht,fc cfmfh'dtkjib&
h& xbnfidbk'fy 'fyfvihjvkj,fv ofheiktkb rdfkb lfnjdf 'b'jtekb
xdtyufybc vt[cbtht,fib lf vflkbtht,bc lblb uhsyj,b' desqdyb' fv obuyc vbc
[cjdyfc&
14

obuybc fdnjh'f ]ueab itlut,f cfmfh'dtkjc vtwybtht,f'f frfltvbbc f& hfp-

vfsbc cf[tkj,bc vf'tvfnbrbc lf y& vec[tkbidbkbc cf[tkj,bc ufvj'dkb'b vf't-
vfnbrbc bycnbnent,bc lf evfqktcb cfcofdkt,tkbc ESM-',bkbcbc 'fyfvihjv-
kt,bcfufy^ hjvtk'fw okt,bc vfysbkpt vf'tvfnbrehb cnfnbcnbrbc cofdkt,bc
ufvjwlbkt,f lfeuhjdlf'&
obuyb lfbothf ajyl tdhfpbfc v[fhlfzthb' (uhfynb 97–1030)& fdnjht,b lbl
vflkj,fc e[lbfy ajylbc lbhtmnjhc ,-y k& fbdfpbfyc^ uhfynt,bc vtyt]thbc
vjflubktc m-y f& fkfufhljdfc^ ufycfre'ht,b' rb obuybc lbl uekitvfnrbdfhc lf
vbcb vjvpflt,bc gthbgtnbt,bc vjyfobktc^ ajylbc ghjuhfvt,bc rjjhlbyfnjhc m-y
m& ,fmhfstc&
fdnjht,b eqhvtc vflkj,fc vjf[ctyt,ty obuybc htwtyptync ,-y t& yflfhfbfc
cfuekbc[vj hxtdt,bcf lf vb'b't,t,bcf'dbc^ hjvkt,bw uf'dfkbcobyt,ekbf obuybc
cf,jkjj htlfmnbht,bcfc&
obuypt veifj,f vbvlbyfhtj,lf f& hfpvfsbc cf[tkj,bc vf'tvfnbrbc bycnb-
nenbc lbhtmnjhbc ,-y b& rbqehfsbcf lf ESM-',bkbcbc htmnjhbc ,-y c& mflfubsbc
[tkito.j,b'^ hbc'dbcfw fdnjht,b vf' lbl vflkj,fc vjf[ctyt,ty&
fdnjht,b fctdt lbl vflkj,fc e[lbfy ,-y p& wbuhjidbkbc cfcfhut,kj
hxtdt,bcf lf itybidyt,bcf'dbc&
 ITCFDFKB
bcnjhbekfl xfvj.fkb,lf vf'tvfnbrehb cnfnbcnbrbc itvltub
ufycfpqdhf% tc fhbc vf'tvfnbrbc lfhub^ hjvtkbw itbcofdkbc cnfnbcnbrehb
vjyfwtvt,bc cbcntvfnbpfwbbc^ fyfkbpbcf lf ufvj.tyt,bc vt'jlt,c 'tjhbekb lf
ghfmnbrekb lfcrdyt,bc vbqt,bc vbpyb'& 'fdbc vhfdfk vbvfh'ekt,fib
vf'tvfnbrehb cnfnbcnbrf taesyt,f fk,f'j,bc 'tjhbfc^ hfw cfiefkt,fc bsktdf
itdfafcj' bv lfcrdyt,bc cfbvtljj,f lf cbpecnt^ hjvkt,bw vbqt,ekbf itpqelekb
cnfnbcnbrehb vfcfkbc cfaesdtkpt&
lqtvlt ufcffyfkbpt,tk vjyfwtv'f cnfnbcnbrehb lfveifdt,bc 'tjhbbc^
vt'jljkjubbcf lf ghfmnbrbc ufydb'fht,f fhct,b'fl vbvlbyfhtj,lf jhb
gfhfktkehb vbvfh'ekt,b'& gbhdtkb vf'ufyb ofhvjlutybkbf bv vt'jlt,b'^
hjvkt,bw b'dfkbcobyt,c vjyfwtv'f lfveifdt,bc itltufl vbqt,ekb cnfnbcnbrehb
lfcrdyt,bc fk,f'ehb bynthghtnfwbbc itcfskt,kj,fc& c[df cbn.dt,b'^ vf'tvf-
nbrehb cnfnbcnbrbc vt'jlt,b ufbut,f^ hjujhw fvjcfdfk vjyfwtv'f cnfnbc-
nbrehb lfveifdt,bc v[jkjl bc vt'jlt,b^ hjvkt,bw taesyt,f fv vjyfwtv'f fk,f-
'eh ,eyt,fc& cojhtl tc vt'jlt,b lf v[jkjl bcbybf ofhvjlutybkb vf'tvfnbrehb
cnfnbcnbrbc vjyjuhfabf'f lf cf[tkvsqdfytkj'f lbl evhfdktcj,fib& vtjht
vbvfh'ekt,f^ hjvtkbw vjbwfdc cfo.bcb byajhvfwbbc cnfnbcnbrehb lfveifdt,bc
bct'b vt'jlt,bc afh'j cbvhfdktc^ hjvkt,bw fh t.hlyj,f vjyfwtv'f fk,f'eh
,eyt,fc^ hxt,f vf'tvfnbrehb cnfnbcnbrbc^ hjujhw vtwybthekb lbcwbgkbybc
cf.jdtk'fjl vbqt,ekb xfhxjt,bc vbqvf& eylf fqdybiyj'^ hjv cojhtl gbhdtkb
vbvfh'ekt,f ufycfpqdhfdc cnfnbcnbrbc ibyffhcc&
obyfvlt,fht obuyb fhct,b'fl ofhvjflutyc cf[tkvsqdfytkjc vf'tvfnbreh
cnfnbcnbrfib^ hjvtkibw sbhb'flb .ehflqt,f ufvj.tyt,b' fcgtmnt,c t'vj,f&
obuyib uflvjwtvekbf vf'tvfnbrehb cnfnbcnbrbc bc ufy[ht,b^ hjvkt,bw .dtkfpt
[ibhfl ud[dlt,f trjyjvbreh rdktdt,ib^ 'evwf tc vt'jlt,b eybdthcfkehbf lf vf'b
ufvj.tyt,f itcfskt,tkbf vtwybtht,bc c[df lfhut,ibw&
cf[tkvsqdfytkj gbhj,b'fl itbskt,f lfb.jc cfv yfobkfl%
1. fqothb'b (ltcrhbawbekb) cnfnbcnbrf*
2. fk,f'j,bc 'tjhbf*
3. cnfnbcnbrehb lfcrdyt,bc 'tjhbf&
fqothb'b cnfnbcnbrf uflvjwtvekbf obuybc gbhdtk^ vtjht lf vtcfvt
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lfveifdt,bc vt'jlt,c& 'dbct,hbdb vjyfwtvt,b sbhb'flfl th'b ybiybc ljytt,bc
cb[ibht'f ufyfobkt,bcf lf hfvltybvt ybiybc iteqkt,bc w[hbkt,bc vtidtj,b'^
[jkj uhfabrekfl c[dflfc[df nbgbc lbfuhfvt,b' fqbotht,f& hfjltyj,hbdb
vjyfwtvt,bcf'dbc lfe]ueat,tkb lf lf]ueat,ekb vjyfwtvt,bc w[hbkt,c tvfnt,f
'dfkcfxbyj uhfabrekb vt'jlt,b bylbdblefkehb 'e lfuhjdbkb cb[ib-
htt,bcf'dbc& vjyfwtv'f itrevidbc itvlujvb afpff vf'b lf.dfyf cb[ibht'f ufyfob-
kt,bc wtynhfkehb ntyltywbbc^ uf,ytdbc lf ufyfobkt,bc ajhvbc th'bfy
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vf[fcbf't,tk'f egbhfntcj,fyb vjyfwtv'f th'bfyfl fqothbcf'dbc& fqothb'b
cnfnbcnbrbc vt'jlt,b th'yfbhbf^ hjujhw vjyfwtv'f chekb th'j,kbj,bc^ bct
vbcb yfobkbc fqcfothfl& uflvjwtvekbf itcf,fvbcb tdhbcnekb vt'jlt,b^ hjvtk'f
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16

yekt,ff v'tkb gjgekfwbbc itcf[t, lfcf,e't,ekb cnfnbcnbrehb lfcrdyt,bc

ufvjnfyf fv gjgekfwbblfy fqt,ekb ithxtdbc cfaesdtkpt&
vf'tvfnbrehb cnfnbcnbrbc vt'jlt,b afmnj,hbdfl fk,f'j,bc 'tjhbfptf
lfaesyt,ekb& fk,f'j,bc 'tjhbf ofhvjflutyc [blc fqothb'b cnfnbcnbrbcf lf
cnfnbcnbrehb lfcrdyt,bc 'tjhbbc vt'jlt,c ijhbc^ udfsktdc hf cfiefkt,fc
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itbskt,f @b'fhuvyjc# bcbyb vfhnbd lf ufcfut, tyfpt^ hjujh fdbwbkj' 'fdblfy fv
vt'jlt,bc fhfcojhb ufvj.tyt,f& cojhtl fvbnjv cf[tkvsqdfytkjc vybidytkjdfyb
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vtj'[t 'fdblfy lfo.t,ekb vtw[ht 'fdbc xf'dkb' uflvjwtvekbf
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kjlbyb* ufyfobkt,f'f sbhb'flb cf[tt,b* lbl hbw[d'f rfyjyb* wtynhfkehb
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sbhb'flb .ehflqt,f uflfdbnfyt' fqybiyekb wyt,t,bcf lf lt,ekt,t,bc
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kb'b^ hjvkt,bwitvltu jh vbpfyc tvcf[eht,f% th'bc v[hbd tc vfufkb't,b itbskt,f
bmyfc ufy[bkekb^ hjujhw cnfnbcnbrehb 'tjhbbc vt'jlt,bc cfbkecnhfwbj
vfcfkf lf vtjhtc v[hbd [tkc eo.j,c vjltkehb fphjdyt,bc ufydb'fht,fc trjyj-
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fyfkbpb^ 'fy[vj,bc rhbnthbevt,b^ htuhtcbekb lf lbcgthcbekb fyfkbpb^
fhfgfhfvtnhekb cnfnbcnbrbc vt'jlt,b^ lhjb'b vorhbdt,bc fyfkbpb lf
ghjuyjpbht,f& hflufy trjyjvbreh 'tjhbfib lblb hjkb fmdc t&o& afct,bc byltmct,c^
obuyib wfkrt 'fdb tsqdyt,f fv 'tvfc& rjvgbenthekb htfkbpfwbbc uffldbkt,bc
vbpyb' th'b 'fdb vjltkbht,bc cfrb'[t,bcflvbf vbsqdybkb&
hjujhw vj.dfybkb yec[blfy xfyc^ obuyb afh'j vfcfkfc itbwfdc&
ghfmnbrekb [fcbf'bc trjyjvbrehb cfrb'[t,bc uflfzhbc vhfdfkb ybveib itbskt,f
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obuybc 'fdt,c ijhbc fhct,ekb sbhb'flb cnhemnehekb rfdibht,b yf'tkbf
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cneltynt,bcf'dbc& vtw[ht – vt'tmdcvtnt 'fdt,b^ vtjwtcf lf jwlfvtth'tc'fy th-
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fcgbhfynt,bcf'dbc^ bubdt rfntujhbbc vrb'[dtkbcf'dbcff uf'dfkbcobyt,ekb^
jqjyl cgtwbfkehb rehct,bc cf[b'^ vtxdblvtnt^ vt'dhfvtnt lf vtw[hfvtnt 'fdt,b&
vrb'[dtkc dehxtd' gbhdtkb ofrb'[dbcfc ufvjnjdjc *-b' fqybiyekb
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'tjhtvt,b
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21 vjltkbht,f

9 cnfnbcnbrehb lfcrdyt,bc
'tjhbbc fk,f'ehb cfaesdkt,b

11 gfhfvtnhek 12 cnfnbcnbrehb lfcrdyt,b

10 itafct,bc 'tjhbf /bgj'tpf'f itvjovt,f jhfvjrhtabfy fvjwfyt,ib

13 'fy[vj,bc rhbnthbevt,b 16 htuhtcbf lf rjhtkfwbf

14 fhfgfhfvtnhekb cnfnbcnbrf& 17 vhfdkj,b'b htuhtcbf lf

hfyuj,hbdb rhbnthbevt,b rjhtkfwbf

15 jhb fy hfvltybvt ithxtdbc lfvj-

erblt,kj,bcf lf th'udfhjdyt,bc
/bgj'tpf'f ivjovt,f

18 lbcgthcbekb fyfkbpb

19 lhjb'b vorhbdt,b
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bub itbskt,f b.jc abpbrehb ufpjvdbc itltub (vfufkb'fl^ ojyf fy cbvfqkt)^ gfce[b
rb'[dfpt (rb fy fhf) fy hfbvt ybiybc vb[tldb' rkfcbabrfwbbc itltub& .dtkf itcfskj
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lfrdbhdt,ek vybidytkj,fc itbwfdc&
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20

gjgekfwbbc tktvtynfhekb th'tekt,b tojlt,f j,btmnt,c^ hjvtk'f vf[f-

cbf't,kt,bw gjgekfwbfc itflutyty& th'b lf bubdt tktvtynfhekb th'tekt,bc
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hjvtkbvt abhvbc vbth lfmbhfdt,ek veifr'f th'j,kbj,f vjudwtvc vf'b itvj-
cfdkt,bc gjgekfwbfc^ vf'b ojyt,bc gjgekfwbfc^ vf'b gjkbnbrehb jhbtynfwbt,bc
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gjgekfwbblfy ithxtdbc ufvj.jabcfc uekbc[vj,ty^ hjv fhct,j,c ithxtdf'f
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mdtvj' xdty cbcntvfnehfl itdbcofdkb' afhlj,b'b lf bynthdfkehb
vjyfwtvt,bc cnfnbcnbrehb lfveifdt,bc vt'jlt,c^ 'evwf 'dbct,hbdb vjyfwtvt,bc
itcofdkbc vt'jlt,b^ hjvkt,cfw fctdt t'vj,f ufhrdtekb flubkb^ afmnj,hbdfl
cf[tklt,b'b vjyfwtvt,bc itcofdkbc cfiefkt,fwff& itd[dlt,b' fuht'dt hbuj,hbdb
(hbubc crfkb' ufpjvbkb) vjyfwtvt,bc itcofdkbc vt'jlt,cfw (vfufkb'fl^ t&o&
hfyuj,hbd rhbnthbevt,c)
lfrdbhdt,ekb hfjltyj,hbdb vf[fcbf't,kt,bc vb[tldb' itbskt,f
ufydfc[dfdj' lbcrhtnekb lf eo.dtnb vjyfwtvt,b& lbcrhtnekb vf[fcbf't,tkb
qt,ekj,c v[jkjl wfkrtek bpjkbht,ek vybidytkj,t,c^ [jkj eo.dtn
vf[fcbf't,tkc iteskbf vbbqjc yt,bcvbthb (yfvldbkb) hbw[db'b vybidytkj,f hfbvt
cfpqdht,ib& lbcrhtnekb vf[fcbf't,tkb xdtekt,hbd 'dkbc itltufl vbbqt,f&
fct't,bf^ vfufkb'fl^ j]f[bc otdh'f hfjltyj,f^ vc[dbkb abhvt,bc idbkj,bkb
abhvt,bc hfjltyj,f^ j'f[t,bc hfjltyj,f ,byt,ib lf f&i& fct' vjyfwtvt,c
lbcrhtnekb tojlt,f& lbcrhtnekb vjyfwtvt,bc fknthyfnbdf eo.dtnb
vjyfwtvt,bf^ hjujhbwff ojyf^ cbvfqkt^ cbwjw[kbc [fyuhskbdj,f^ itvjcfdfkb lf
c[df& vfufkb'fl^ ojyf ,eyt,b'ff eo.dtnb vf[fcbf't,tkb^ 'jhtv vjwtvekb
cbpecnb' ufpjvdbcfc bcbw rb itbskt,f lbcrhtnekfl xfb'dfkjc& fvltyfl
ufpjvdbc vjwtvekb cfpecnbcf'dbc fknthyfnbdf – lbcrhtnekb lf eo.dtnb –
gbhj,b'bf&
hbw[db'b vjyfwtvt,bc chekb rkfcbabrfwbf 'dfkcfxbyjt,bcf'dbc yf[& 1.1-
ptf ufvjcf[ekb& eylf fqbybiyjc^ hjv lbcrhtnek vjyfwtvt,c itbskt,f /mjyltc
yt,bcvbthb ljyt ufpjvdbc xfvj'dkbkb j'[b ljyblfy^ vfiby hjwf eo.dtnb
vjyfwtvt,b v[jkjl bynthdfkehbf fy afhlj,b'b&
gjgekfwbbcf lf ithxtdbcf'dbc xdty mdtvj' db[vfh' ufvfth'bfyt,tk
nthvbyc (cnfnbcnbreh) th'j,kbj,fc& th'j,kbj,fib itvfdfk vjyfwtv'f
hfjltyj,fc vbcb vjwekj,f /mdbf& gjgekfwbbc vjwekj,f cfchekbw itbskt,f b.jc
22

lf^ hjwf gjgekfwbf ofhvjcf[db'bf^ ecfchekjw& ithxtdf .jdtk'dbc cfchekb

vjwekj,bcff&
mdtvj' vrb'[dtkb it[dlt,f fuht'dt nthvbyc @utythfkehb th'j,kbj,f#^
hfw @gjgekfwbbc# cbyjybvbf^ @ithxtdbc# vfubth rb pju]th @ithxtdb'b
th'j,kbj,f# b[vfht,f&
'fdlfgbhdtk vjyfwtvt,c hfbvt fphb' lfkfut,bc^ lf]ueat,bcf lf rht,cb'b
(th'bfyfl) vbvj[bkdbc ufhtit ytlkb (lfeveifdt,tkb) vjyfwtvt,b tojlt,f& ytlkb
vjyfwtvt,bc lfveifdt,bc fv 'fdib xfvj'dkbkb vt'jlt,b th'yfbhbf jhbdt nbgbc^
hjujhw lbcrhtnekb^ bct eo.dtnb nbgbc cnfnbcnbrehb th'j,kbj,bcf'dbc& hfw
itt[t,f gjgekfwbblfy ithxtdbc ufvj.jabc vt'jlt,c^ vf' itvltu 'fdib
ufydb[bkfd'&
ytlkb vjyfwtvt,bc lfkfut,bc^ lf]ueat,bcf lf rht,cb'b vbvj[bkdbc
vt'jljkjubf itflutyc ltcrhbawbek fye fqothb' cnfnbcnbrfc& cnfnbcnbrbc
ufydb'fht,bc cfo.bc tnfgpt cnfnbcnbrbc tc yfobkb rbltdfw fvjoehfdlf
cnfnbcnbrbc cfufyc&

hbw[db'b vjyfwtvt,b

lbcrhtnekb vjyfwtv'f nbgt,b eo.dtnb

bynthdfkehb
yjvbyfkehb
ufpjvdbc crfkt,b
fye afhlj,b'b
hbuj,hbdb ufpjvdbc ljytt,b

bynthdfkehb

afhlj,b'b

yf[& 1.1. hbw[db'b vjyfwtvt,bc rkfcbabrfwbf

mdtvj' xdty vjdb.dfy' vjyfwtv'f 'dfkcfxbyj^ rthsjl w[hbkehb lf

uhfabrekb ofhvjlutybc vt'jlt,c^ hjvtk'f vbpfybf uflvjudwtc fhct,ekb
byajhvfwbf bct'b itreviekb ajhvb'^ hjv vbcb sbhb'flb ibyffhcb vfhnbdfl
fqcfmvtkb b.jc&
1 VJYFWTV"F RKFCBABRFWBF^ JHUFYBPFWBF LF GBHDTKFLB LFVEIFDT<F 23

§ 2. "DBCT<HBDB VJYFWTVT<BC CB{IBHT"F UFYFOBKT<F

LF VBCB UHFABREKB OFHVJLUTYF
"DBCT<HBDB YBIYBC (FNHB<ENT<BC) UFYFOBKT<F& ITEQKT<BC
W{HBKB& ufydb[bkj' evfhnbdtcb itv'[dtdf^ hjltcfw tktvtynfhekb th'tekb
th'b 'dbct,hbdb ybiyb' [fcbf'lt,f^ hjvtkcfw jhb ljyt fmdc – A lf vbcb efh.jaf
A & vfiby^ 'e th'j,kbj,fc uflfdyjvhfd' 1, 2, ... , n hbw[dt,b'^ ytlk vjyfwtvt,c
fct'b cf[t tmyt,f%

w[hbkb 1.1
tktvtynfhekb th'tekb 1 2 ... n
dfhbfynb A A ... A

'e f[kf 1.1 w[hbkbc vjyfwtvt,c lfdf]ueat,'^ ufdfth'bfyt,' hf gbhdtk

]ueaib bv th'tekt,c^ hjvtk'f'dbc flubkb fmdc A-c lf fqdybiyfd' hf vf'
hfjltyj,fc n A cbv,jkj'b^ [jkj vtjht ]ueaib – lfyfhxty n A = n – n A th'tekc
vjdf'fdct,'^ hjvtk'f'dbc A-c flubkb fhf fmdc^ udtmyt,f itvltub w[hbkb 1.2 (a)
fvudfh lf]ueat,fc jh'fyhbubfyb lf]ueat,f tojlt,f^ n A lf n A 'fyhbut,bc
cb[ibhtt,bf& fvudfhfl 1.2 (a) w[hbkb' vbdbqt' jhljybfyb ybiybc cb[ibht'f
ufyfobkt,f&
'e f[kf n A lf n A hbw[dt,c n-pt ufd.ja'^ vbdbqt,' h A = n A /n lf h A = n A /n
afhlj,b' cb[ibhtt,c^ cflfw h A + h A = 1& afhlj,b'b cb[ibhtt,b' itbskt,f
itbwdfkjc 1.2 (a) w[hbkbc vtjht cnhbmjybw& itcf,fvbcfl^ n-bc yfwdkfl ,jkj
cdtnib vjudbotdc 1-bc xfothf (b[& w[hbkb 1.2 (b))&

w[hbkb 1.2

dfhbfynb A A ]fvb dfhbfynb A A ]fvb

afhlj,b'b nA nA
cb[ibht nA nA n 1
cb[ibht n n

(a) (b)

'e ybifyc fmdc jhpt vtnb ljyt^ A 1 , ... , A s , s>2^ vfiby itcf,fvbcb cb[ibhtt,bc n 1 , ... ,
n s cbv,jkjt,b' fqybidybc itvltu (n 1 +n 2 +⋅⋅⋅ + n s = n)^ vbdbqt,' 1.2 (a) w[hbkbc
vcufdc itvltu w[hbkc%
24

w[hbkb 1.3

dfhbfynb A1 A2 ... As ]fvb

cb[ibht n1 n2 ... ns n

1.3 w[hbkb fcf[fdc vhfdfk'fyhbubfy (vhfdkj,b') lf]ueat,fc& fmfw itcfs-

kt,tkbf h 1 = n 1 /n, ... , h s = n s /n afhlj,b' cb[ibhtt,pt uflfcdkf^ h 1 +⋅⋅⋅+h s = 1&
th'b ybiybc vb[tldb' lf]ueat,fc gbhdtkb hbubc lf]ueat,fc eojlt,ty& 'e
f[kf gbhdtkb hbubc lf]ueat,bc .jdtkb ]ueab vtjht ybiybc vb[tldb' lf]uealf^
vbdbqt,' vtjht hbubc lf]ueat,fc& 1.4 w[hbkb ofhvjflutyc vtjht hbubc
lf]ueat,bc itcf,fvbc w[hbkc&
fm n A cb[ibhbc ]ueab lfb.j jh yfobkfl II ybiybc vb[tldb' – bc
th'tekt,b^ hjvtk'f'dbc A-c'fy th'fl B-w ud[dlt,f lf vf'b hfjltyj,ff n AB ^ lf
bc th'tekt,b^ hjvtk'f'dbc A-c'fy th'fl B erdt fqfh ud[dlt,f (fye sfkfibf B )
lf vf'b hfjltyj,ff n AB & fctdt jh yfobkfl lfb.j n A cb[ibhbc ]ueab bv th'tekt-
,bcf^ hjvtk'f'dbc A-c flubkb fh /mjylf (fye sfkfib b.j A )& itvltub njkj,t,b
rjvtynfhc fh cfzbhjt,c
w[hbkb 1.4

II ybifyb
I ybifyb B ]fvb
B
A n AB n AB nA

A n AB n AB nA
]fvb nB nB n

nA = nAB + nAB , nA = nA B + nA B ,
n B = nAB + nA B , n B = nAB + nAB ,
n = nA + nA , n = n B + nB .
vfufkbsb 1.1. mjkthbc cfobyffqvltuj fwht,cf lf mjkthb' lffdflt,fc
ijhbc rfdibhb^ bekbcf lf uhbydelbc 1915 okbc ufvjrdktdbc vb[tldb'^ 1&5
w[hbkb' fqbotht,f^ hjvtkbw yf'kfl vtn.dtkt,c fwht,bc cfcfhut,kjl&
w[hbkb 1&5
fh lffdflt,ekf lffdfllf ]fvb
fbwhf 276 3 279
fh fwhbkf 473 66 539
]fvb 749 69 818
1 VJYFWTV"F RKFCBABRFWBF^ JHUFYBPFWBF LF GBHDTKFLB LFVEIFDT<F 25

fldbkb ofhvjcflutybf^ hf itbwdkt,f^ 'e ufydb[bkfd' vtcfvt hbubc

lf]ueat,fc^ fye evfhnbdtc itv'[dtdfib jh jhljybfy ybifyc lftvfnt,f rbltd th'b
jhljybfyb ybifyb&
'e vtjht hbubc lf]ueat,fib jhljybfyb ybiybc yfwdkfl ufydb[bkfd'
A 1 ,...,A s ljytt,bc vmjyt gbhdtk ybifycf lf B 1 ,...,B t ljytt,bc vmjyt vtjht ybifyc^ lf
n ij cbv,jkj'b fqdybiyfd' bv th'tekt,bc hfjltyj,fc (cb[ibhtc)^ hjvtk'f'dbc it-
'fdct,ekbf ybiyt,bc A i lf B j ljytt,b^ udtmyt,f jhb ybiybc iteqkt,bc w[hbkb 1.6.
fm itvjqt,ekbf itvltub fqybidyt,b% n 1• , ... , n s• fhbc gbhdtkb ybiybc A 1 , ... ,
A s ljytt,bc itcf,fvbcb cb[ibhtt,b^ [jkj n •1 , ... , n •t – vtjht ybiybc B 1 , ... , B t
ljytt,bc itcf,fvbcb cb[ibhtt,b& udfmdc itvltub njkj,t,b%
n 1• = n 11 +⋅⋅⋅+ n 1t , . . . , n s • = n s1 +⋅⋅⋅+ n st ,
n •1 = n 11 +⋅⋅⋅+ n s1 , . . . , n •t = n 1t +⋅⋅⋅+ n st , (1.1)
n •• = n = n 1• +⋅⋅⋅+ n s• = n •1 +⋅⋅⋅+ n • t
(othnbkb byltmcfl ybiyfdc itcf,fvbcb byltmcb' itrht,fc)&

w[hbkb 1.6

II (B j )
I (A j ) B1 B2 … Bj … Bt ]fvb
A1 n1 1 n1 2 … n1 j … n1 t n1 •
A2 n2 1 n2 2 … n2 j … n2 t n2 •
… … … … … … … …
Ai ni 1 ni 2 … ni j … ni t ni •
… … … … … … … …
As ns 1 ns 2 … ns j … ns t ns •
n •1 n .•2 … n .•j … n •t n

vfufkbsb 1.2. lfdfrdbhlt'^ hjujhff^ iteqkt,ekb jhb ybifyb – mfkfmib 'e

cjatkib w[jdht,f (A lf A ) lf j]f[bc cekflj,f cfvw[t-]fdf[t'ib 1998 o&
vjyfwtvt,bc vfufkb'pt (cfmfh'dtkjc cnfnbcnbrbc cf[tkvobaj ltgfhnfvtynbc
vjyfwtvt,b')&

w[hbkb 1.7

mfkfmb j]f[bc cekflj,f

fy cjatkb 1 2 3 4 5 6 7 8 9 10 ]fvb
mfkfmb 5 6 6 8 2 9 4 0 1 1 42
cjatkb 10 20 13 11 24 11 0 0 0 0 89
]fvb 15 26 19 19 26 20 4 0 1 1 131
26

w[hbkblfy itbskt,f lfdfcrdyf'^ hjv j]f[bc cekflj,bc v[hbd cjakfl lf

mfkfmfl ufyc[dfdt,ekb vlujvfhtj,ff&

"DBCT<HBDB VJYFWTVT<BC UFYFOBKT<BC UHFABREKB OFHVJLUTYF&

'dbct,hbd vjyfwtv'f ufyfobkt,bc uhfabrekb ofhvjlutybcf'dbc jhb sbhb'flb
cfiefkt,f fhct,j,c% vfh're'[tlt,bfyb lbfuhfvt,b lf ohbekb (ctmnjht,bfyb)
lbfuhfvt,b&
vfufkbsb 1.3. w[hbkb 1.8 udbxdtyt,c th'-th'b eybdthcbntnbc cnfnbcnbrbc
cgtwbfkj,bc cneltyn'f lf.jafc rehct,bc vb[tldb'&

w[hbkb 1.8.

rkfcbabrfwbf evwhjc- ief- eahjc-

rehct,bc vb[tldb' rehctkt,b rehctkt,b rehctkt,b
cneltyn'f hfjltyj,f 16 22 12

'e f[kf 1.8 w[hbkbc 'dfkcfxbyj ofhvjlutyfc vjdbcehdt,'^ fdbqj' f,cwb-

cf'f qthspt vlt,fht njkb aestt,bc vmjyt cfvb vfh're'[tlb^ hjvtk'f cbvfq-
ktt,b ghjgjhwbekbf cneltyn'f hfjltyj,bcf rkfcbabrfwbbc ]ueat,ib lf bcbyb
th'vfyt'bcfufy njkb lfijht,b' ufydfkfuj'& jhlbyfn'f qthspt uflfbpjvt,f
cb[ibhtt,b& ]ueat,b ufydfkfuj' cb[ibht'f rkt,bc vb[tldb' (hfw^ w[flbf^
fewbkt,tkb fh fhbc^ ufycfre'ht,b' vfiby^ hjltcfw dflfht,' c[dflfc[df
th'j,kbj,bc th'b lf bubdt nbgbc j,btmnt,bc lf.jafc 'fyfvjcf[tkt ]ueat,fl^ fy
rbltd th'b lf bubdt th'j,kbj,bc lf.jafc c[dflfc[df vjvtynib)& fct vbqt,ek
yf[fnc vfh're'[tlt,bfyb lbfuhfvf deojlj'& hjwf vfh're'[tlt,bc wdkflb
cbvfqkt jhlbyfn'f qthsbc gfhfktkehbf^ fct' lbfuhfvfc cdtnjdfy lbfuhfvfcfw
eojlt,ty (yf[& 1.2.)&

20

15

10

iefrehctkt,b evwhjcrehctkt,b eahjcrehctkt,b

yf[& 1.2. cneltyn'f rkfcbabrfwbf rehct,bc vb[tldb'

w[flbf^ hjv dthnbrfkeh qthspt itbskt,jlf uflfudtpjvf afhlj,b'b

cb[ibht cb[ibhbc vfubdhfl&
yf[& 1.3 udbxdtyt,c vfh're'[tlt,bfy lfbuhfvfc /jhbpjynfkehfl ufykfut-
,ekb vfh're'[tlt,b'^ hjvkbc egbhfntcj,f bvfib vlujvfhtj,c^ hjv fv vfh're'-
[tlt,ib bjkfl bcvt,f ofhotht,b&
1 VJYFWTV"F RKFCBABRFWBF^ JHUFYBPFWBF LF GBHDTKFLB LFVEIFDT<F 27

0 5 10 15 20 25 30 35

vtnb vj[vfht,f

bubdt vj[vfht,f

yfrkt,b vj[vfht,f

ufehrdtdtkb gjpbwbf

yf[& 1.3. vfh're'[tlt,bfyb lbfuhfvf& ,eyt,hbd fbhpt 25%-bfyb afclfrkt,bc itv'[dtdfib

fbhbc vj[vfht,bc itcfskj wdkbkt,t,bc itcf[t, ufvjrb'[dbc itltut,b

vfufkbsb 1.4. ofhvjdblubyj'^ hjv udfmdc ufvjrb'[dbc itltut,b f[kj

vjvfdfkib ,eyt,hbdb fbhbc afcbc 25%-b' lfrkt,bc itv'[dtdfib vjcf[ktj,bc
itcfskj mwtdbc itcf[t,^ hfw fcf[ekbf itvltu vfh're'[tlt,bfy lbfuhfvfib (b[& yf[&
1.3.)^ hjvtkcfw lfvfnt,b'b rjvtynfht,b fqfh tcfzbhjt,f&
ohbekb lbfuhfvf ufyre'dybkbf lhjbc vjwtvek vjvtynib fy vjwtvek
iefktlib j,btmn'f vjwtvekb hfjltyj,bc rjvgjytynt,fl lf.jabc fye fv
j,btmn'f rkfcbabrfwbbc fqcfybiyfdfl^ bub eahj vj[th[t,ekbf ghjwtynt,ib
ufvj'mvekb yfobkt,bc fy afhlj,b'b cb[ibhtt,bc ufvjcf[fnfdfl
vfufkbsb 1.5. (1.3 vfufkb'bc ufuhstkt,f) yf[& 1.4 bsktdf 50 cneltynbc cfv
]ueafl lf.jabc 1.8 w[hbkib vjwtvekb vjyfwtvt,bc ohbek lbfuhfvfc& fv
lbfuhfvbc

24%
44% iefrehctkt,b
evwhjcrehctkt,b
eahjcrehctkt,b

32%

yf[& 1.4. ohbekb lbfuhfvf& cneltyn'f ufyfobkt,f rehct,bc vb[tldb' 1.8. w[hbkblfy

fcfut,fl ohtib ufdfnfhj' cfvb hflbecb lf fdfuj' ctmnjht,b (d'mdf'^ cff'bc

bchbc cfobyffqvltuj vbvfh'ekt,b')^ hjvkt,bw itflutyty chekb re'[bc –3600-bc
itcf,fvbcfl 22/50-c fye 44%-c (158.40)^ 16/50-c fye 32%-c (115.20)^ 12/50-c fye 24%-c
(86.40)&
28

§ 3. HFJLTYJ<HBDB VJYFWTVT<BC CB{IBHT"F

UFYFOBKT<F LF VBCB UHFABREKB OFHVJLUTYF
DFHBFWBEKB VORHBDB& OTHNBKJDFYB LF VTCTHEKB LBFUHFVT<B& d'mdf'^
tktvtynfhekb th'tekb [fcbf'lt,f th'b hfjltyj,hbdb x ybiyb' lf ytlkb
vjyfwtvt,b itlut,f itvltub n lfrdbhdt,bcfufy%
x 1 , x 2 , …, x n .
gbhdtkb^ hfw itbskt,f cnfnbcnbrjcvf vjbvjmvtljc^ tcff fv vbvltdhj,bc
lfkfut,f fhfrkt,flb vbvltdhj,bc cf[b'%
x (1) ≤ x (2) ≤ ⋅⋅⋅ ≤ x (n) ,
hfcfw dfhbfwbekb vorhbdb tojlt,f& 'e f[kf x(1)-b' fqdybiyfd' vbybvfkeh
lfrdbhdt,ek vybidytkj,fc^ x(2)-b' – cblblb' vtjht vybidytkj,fc dfhbfwbek
vorhbdib lf f&i& x(s)-b' rb – vfmcbvfkehc^ vfiby vbdbqt,' phlfl dfhbfwbek vorhbdc
x(1) < x(2) < ⋅⋅⋅ < x(s)
lf 'e n 1 -b' fqdybiyfd' dfhbfwbek vorhbdib x(1)-bc cb[ibhtc (fye x(1)-bc njk
vybidytkj,f'f hfjltyj,fc dfhbfwbek vorhbdib)^ n 2 -b' – x(2)-bc cb[ibhtc lf f&i&^ n s -
b' – x(s)-bc cb[ibhtc^ vbdbqt,' phlflb dfhbfwbekb vorhbdbc itcf,fvbc cb[ibhtt,c^
fye cb[ibht'f ufyfobkt,fc%

w[hbkb 1.9

x(i) x(1) x(2) ⋅⋅⋅ x(s) ]fvb

ni n1 n2 ⋅⋅⋅ ns n

'e uflfdfk' h 1 =n 1 /n,..., h s =n s /n afhlj,b' cb[ibhtt,pt^ cflfw h 1 + h 2 + ⋅⋅⋅ +

h s = 1^ w[hbkb 1.9-bc vfubth udtmyt,f afhlj,b' cb[ibht'f ufyfobkt,f

w[hbkb 1.10

x(i) x(1) x(2) ⋅⋅⋅ x(s) ]fvb

hi h1 h2 ⋅⋅⋅ hs 1

1.9 lf 1.10 w[hbkt,b itbskt,f othnbkjdfyb lbfuhfvbc (yf[& 1.5)^ fy vtct-

hekb lbfuhfvbc (yf[& 1.6) cf[b' ufvjbcf[jc (tc lbfuhfvt,b 'dbct,hbd vjyfwtv'f
ufvjcf[dbcf'dbcfw ufvjlut,f^ jqjyl f,cwbct,bc qthspt eylf ufrt'ltc itcf,fvbcb
]ueat,bc fqvybidytkb ofhotht,b)%
1 VJYFWTV"F RKFCBABRFWBF^ JHUFYBPFWBF LF GBHDTKFLB LFVEIFDT<F 29

ni hi

.
. . . .
.
(i) x(i)
yf[& 1.5. cb[ibht'f ufyfobkt,bc x yf[& 1.6. afhlj,b' cb[ibht'f
othnbkjdfyb lbfuhfvf ufyfobkt,bc vtcthekb lbfuhfvf

LFUHJDBK CB{IBHT"F AEYMWBF (REVEKFNF)& t&o& lfuhjdbk cb[ibht'f

fy lfuhjdbk afhlj,b' cb[ibht'f aeymwbt,b^ hjvtk'fw xdty f[kf itvjdbqt,'^
vjbwfdty cb[ibht'f ufyfobkt,b' lf afhlj,b' cb[ibht'f ufyfobkt,b' vjwtvek
byajhvfwbfc&
vjwtvekb yfvldbkb x hbw[dbcf'dbc lfuhjdbkb cb[ibht N n (x) ufybcfp-
qdht,f hjujhw bv x(i) vybidytkj,f'f cb[ibhtt,bc ]fvb^ hjvkt,bw x-c fh fqtvfnt,f
(fye x-pt yfrkt,bf fy vbcb njkbf)& 'e N n (x)-c n-pt ufd.ja'^ vbdbqt,' F n (x) lfuhj-
dbk afhlj,b' cb[ibhtc^ hjvtkbw^ w[flbf^ bmyt,f bv x(i) vybidytkj,t,bc afhlj,b'
cb[ibht'f ]fvb^ hjvkt,bw fh fqtvfnt,f x-c& fvhbufl^ dbyfblfy x(1),...,x(k) lf v[jkjl
bcbyb fh fqtvfnt,f bv x-c^ hjvtkbw x(k)-pt yfrkt,b fhff lf yfrkt,bf x(k+1)-pt^ udfmdc

 0, x < x (1) ,
 n
 1, x (1) ≤ x < x ( 2) ,
 n
................... ........
F n (x) =  (1.2)
n n
 1 +  + k , x ( k ) ≤ x < x ( k +1) ,
 n n
 . . . . . . . . . . . . . . . . . . .. . . . . . . . .
 1, x ( s ) ≤ x.


1
h3

h2

h1

x(1) x(2) x(3)

yf[&1&7& revekfnfc uhfabrb (s=3)
30

hjujhw fmtlfy xfyc^ F n (x) aeymwbf e,fy-e,fy velvbdbf lf vbcb phlf [lt,f
x(1),...,x(s) othnbkt,ib& x(1)-fvlt F n (x) yekbf^ x(n)-bc vfh]dybd (vbcb xf'dkb') rb – 1&
.jdtk x(k) othnbkib F n (x) aeymwbf vfnekj,c h k =n k /n afhlj,b'b cb[ibhbc njkb
cblblb'^ cojhtl tc erfyfcrytkb ufhtvjt,f ybiyfdc^ hjv F n (x) vjbwfdc afhlj,b'
cb[ibht'f ufyfobkt,b' vjwtvek byajhvfwbfc&
lfuhjdbk (revekfwbeh^ revekfnbeh) cb[ibht'f^ fy afhlj,b' cb[ibht'f
aeymwbfc pju]th revekfnfc eojlt,ty&

VJYFWTV"F LF}UEAT<F& CB{IBHT"F BYNTHDFKEHB UFYFOBKT<F&

(1) (s)
x ,...,x dfhbfynt,bc lblb hfjltyj,bcf'dbc revekfnf sytkfl fqcfmvtkbf lf vbcb
ufvj.tyt,f itvlujvb fyfkbpbcf'dbc itpqelekbf& fv itv'[dtdfib^ ufycfre'ht,b' rb
eo.dtn vjyfwtv'f fqothbcfc vbvfh'fdty lf]ueat,fc lf cb[ibhtt,c lf
revekfwbeh cb[ibhtt,c lf]ueat,ekb vjyfwtvt,bcf'dbc ufvj'dkbfy&
lf]ueat,bc vbpyb' bynthdfkb^ hjvtkibw vj'fdct,ekbf lfrdbhdt,ekb
vybidytkj,t,b x min vbybvfkehb vybidytkj,blfy x max vfmcbvfkeh vybidytkj,fvlt
lfb.jaf njkb fy fhfnjkb cbuhsbc hfvltybvt bynthdfkfl%
x min = a 0 ≤ x < a 1 , a 1 ≤ x < a 2 , . . . , a t-1 ≤ x ≤ a t = x max .
itvltu ufvjb.jaf fv bynthdfkt,ib vj'fdct,ek lfrdbhdt,f'f ]ueat,b^ hjvtk'f
cb[ibhtt,b n 1 ,...,n t cbv,jkjt,b' fqbybiyt,f&
'e f[kf ufdb[ctyt,' [a,b)={x: a≤x<b} lf [a,b]={x: a≤x≤b} fqybidyt,c yf[td-
hfl qbf lf xfrtnbkb bynthdfkt,bcf'dbc hbw[db' qthspt^ vbdbqt,' cb[ibht'f lf
afhlj,b' cb[ibht'f bynthdfkeh ufyfobkt,t,c^ hjvkt,bw itvltub w[hbkb'
vjbwtvf%

w[hbkb 1.11

bynthdfkb [a 0 ,a 1 ) [a 1 ,a 2 ) ⋅⋅⋅ [a t-1 ,a t ] ]fvb

cb[ibht n1 n2 ⋅⋅⋅ nt n
afhlj,b'b n1 n2 nt
cb[ibht ⋅⋅⋅ 1
n n n

pju]th cb[ibht'f (afhlj,b' cb[ibht'f) bynthdfkehb ufyfobkt,bc

yfwdkfl b[bkfdty vbc lbcrhtnbpfwbfc fye ufyfobkt,fc^ hjvtkbw .jdtkb
bynthdfkbc iefothnbkc vbfothc bynthdfkbc itcf,fvbc cb[ibhtc (afhlj,b'
cb[ibhtc)&

w[hbkb 1.12

(a 0 +a 1 )/ (a 1 +a 2 )/
bynthdfkbc wtynhb ⋅⋅⋅ (a t–1 +a t )/2 ]fvb
2 2
cb[ibht n1 n2 ⋅⋅⋅ nt n
1 VJYFWTV"F RKFCBABRFWBF^ JHUFYBPFWBF LF GBHDTKFLB LFVEIFDT<F 31

afhlj,b'b cb[ibht n 1 /n n 2 /n ⋅⋅⋅ n t /n 1

/BCNJUHFVF& vjyfwtvt,bc lf]ueat,bcfc hjujhw otcb^ njkb cbuhsbc
bynthdfkt,c fv]j,byt,ty^ 'evwf pju]th ufvfh'kt,ekbf ufyc[dfdt,ekb cbuhsbc
bynthdfkt,bc ufy[bkdfw& bynthdfkt,bc fhfth'udfhjdyt,bc vfxdtyt,tkbf itvltub
vfufkb'b& d'mdf'^ th'b bynthdfkbc cbuhstf 10 lf bub 30 lfrdbhdt,fc itbwfdc^
vtjhbc cbuhstf 4 lf vfcib 20 lfrdbhdt,ff& gbhdtkib cbuhsbc th'tekpt vjlbc
cfiefkjl 3 lfrdbhdt,f^ [jkj vtjhtib – 5& fvltyfl ufvfh'kt,ekbf cb[ibht'f
cbvrdhbdbc^ fye
n
ξ k = k , k=1, . . . , t,
∆a k
afhlj,bc itvjqt,f^ cflfw ∆a k = a k – a k–1 & fyfkjubehfl vbdbqt,' afhlj,b'b
cb[ibhbc cbvrdhbdtcfw%
h nk
ηk = k = , k=1, . . . , t.
∆a k n∆a k
'e f[kf 1&11 w[hbkbc bynthdfkt,bc cb[ibht'f cbvrdhbdtt,c itcf,fvbc by-
nthdfkt,ib Ox qthsbc gfhfktkehb vjyfrdt't,b' ufvjdcf[fd' qthsblfy ξ k cbvfq-
ktpt^ vbdbqt,' ξ(x) cb[ibht'f /bcnjuhfvfc^ [jkj afhlj,b' cb[ibht'f cbvrdhb-
dtt,bc fyfkjubehb ufvjcf[db' Ox qthsbc gfhfktkehb vjyfrdt't,b' qthsblfy η k
cbvfqktpt – η(x) afhlj,b' cb[ibht'f /bcnjuhfvfc^ .jdtk [a k-1 ,a k ) bynthdfkpt^
hjujhw aestpt^ fut,ekbf gbhdtk itv'[dtdfib n k afh'j,bc vfh're'[tlb^ [jkj
n
vtjhtib – ξ k = k afh'j,bcf& ξ(x) cb[ibht'f /bcnjuhfvbcf'dbc fv afh'j,t,bc
n
]fvbf n^ [jkj η(x) afhlj,b' cb[ibht'f /bcnjuhfvbcf'dbc –1.

/bcnjuhfvf'f fut,bc vj.dfybkb otcb vjrktl 1.13 w[hbkb' ufvjbcf[t,f&

w[hbkb 1&13& cb[ibht'f /bcnjuhfvf ξ(x) lf afhlj,b' cb[ibht'f /bcnjuhfvf η(x)

bynthdfkb x < a0 [a 0 ,a 1 ) [a 1 ,a 2 ) ... [a t-1 ,a t ) x ≥ at

n1 n2 nt
ξ(x) 0 ξ1= ξ2= ... ξ t= 0
∆a1 ∆a 2 ∆at
h1 h .. ht
η(x) 0 η1= η2= 2 ηt= 0
∆a1 ∆a 2 . ∆at

ξ(x) lf η(x)=ξ(x)/n aeymwbt,b th'b lf bubdt yf[fppt ufvjdcf[j'^ jqjyl

η(x)-bc itv'[dtdfib jhlbyfn'f qthspt vfcinf,b n-]th vtnb eylf dbuekbc[vj' (b[&
yf[&1.8)&
32

cb[ibht'f bynthdfkehb ufyfobkt,bc fut,bcfc bynthdfkt,bc hfjltyj,bcf

lf cbufybc ufycfpqdhbcf'dbc cf.jdtk'fjl vbqt,ekb otcb fh fhct,j,c& cnfnbc-
nbreh kbnthfnehfib htrjvtylt,ekbf 5-lfy 20-vlt njkb cbuhsbc bynthdfkbc
fut,f^ vfuhfv cfrb'[b .jdtk rthsj itv'[dtdfib wfkrtf uflfcfo.dtnb&
'e njkb ∆ cbuhsbc bynthdfkt,c dfut,'^ vfiby vf'b t hfjltyj,f
x max − x min
t=
∆
ajhvekb' ufybcfpqdht,f&

ξ(x) η(x)

afhlj,b'b cb[ibht
f,cjkenehb cb[ibht

n– –1

ξ2 η2

ξ1 η1
ξ3 η3

a0 a1 a2 a3 x
yf[& 1.8. cb[ibht'f /bcnjuhfvf ξ(x) lf afhlj,b' cb[ibht'f /bcnjuhfvf η(x) (t=3)

vfufkbsb 1.6. fdfuj' cb[ibht'f gjkbujyb lblb pjvbc fdnjvfymfyt,ib

cfodfdbc lfyf[fh]pt 100 lfrdbhdt,bc vtidtj,b'& 1&14 w[hbkb udbxdtyt,c ufh,tybc
bv vfysbkc vbkt,ib (1 vbkb = 1.609 rv)^ hjvtkcfw .jaybc 1 ufkjyb (1 ufkjyb =
3.78 k) cfodfdb (1 vbkb/ufkjypt = 1.426 rv/k)&

w[hbkb 1&14& cfodfdbc [fh]pt 100 lfrdbhdt,bc itltut,b

vbkb / ufkjypt
19.0 20.8 22.0 22.7 20.0 18.9 16.6 16.8 20.8 14.7
15.1 21.8 21.1 21.5 21.1 15.5 19.3 15.1 20.6 16.8
18.2 20.5 15.3 16.2 16.3 22.8 22.7 21.9 22.5 17.1
19.1 21.6 19.0 18.3 18.6 22.1 17.5 22.9 21.7 18.7
21.9 20.2 14.5 14.1 22.9 20.2 17.3 22.6 19.3 21.7
21.5 22.6 18.7 19.2 22.8 21.6 21.7 20.5 22.7 20.4
18.8 15.1 16.5 20.5 19.1 17.4 19.7 19.2 16.4 21.9
14.3 19.2 19.7 17.1 21.4 21.9 21.7 19.2 23.9 19.6
20.9 18.5 20.2 18.2 20.2 22.4 20.4 21.6 21.3 22.4
20.5 18.1 20.7 21.3 16.9 20.3 23.9 18.8 21.1 21.9
1 VJYFWTV"F RKFCBABRFWBF^ JHUFYBPFWBF LF GBHDTKFLB LFVEIFDT<F 33

'e vjwtvekb gjgekfwbbcf'dbc lf]ueat,bc 5 bynthdfkc fdbhxtd'^ vfiby

∆ = (23.9–14.1):5=1.96 (vbkb/ufkjypt)& cbvfhnbdbcf'dbc tc vybidytkj,f lfdfvhudf-
kj' 2-fvlt lf vbybvevfl fdbqj' 14^ [jkj vfmcbvevfl – 24& fvhbufl^ gbhdtkb
bynthdfkbf [14.0;16.0)^ hjvkbc 2 th'tekb' vfh]dybd ufotdb' 4-]th ptlbptl vbdb-
qt,' lf]ueat,bc rbltd 4 bynthdfkc^ cb[ibht'f ufvj'dkbc itltut,b vj.dfybkbf
1&15 w[hbkib&

w[hbkb 1&15&
bynthdfkb cb[ibht'f ufvj'dkf cb[ibht
[14.0;16.0) |||| |||| 9
[16.0;18.0) |||| |||| ||| 13
[18.0;20.0) |||| |||| |||| |||| |||| 24
[20.0;22.0) |||| |||| |||| |||| |||| |||| |||| ||| 38
[22.0;24.0) |||| |||| |||| | 16
cek 100

1&15 w[hbkbc vb[tldb' fut,ekbf yf[& 1&9& (a)-pt ufvjcf[ekb cb[ibht'f

/bcnjuhfvf& bubdt vjyfwtvt,b lf]ueat,bc 10 lf 20 bynthdfkb' itcf,fvbcfl
bsktdbfy 1&9 (b) lf 1&9 (c) cehf't,c& itdybiyj'^ hjv /bcnjuhfvf cek eahj lf eahj
lfr,bkekb [lt,f lf]ueat,bc bynthdfk'f hfjltyj,bc phlfc'fy th'fl& lf]ue-
at,bc 5 lf 10 bynthdfkb bsktdf vrfabjl ufvj[fnek rfyjypjvbtht,fc^ vfiby hjwf
20 bynthdfkbc itv'[dtdfib ufxylf ,tdhb^ vjdktybc ibyffhcblfy ufvjvlbyfht^ fphc
vjrkt,ekb jcwbkfwbf^ hfw ufvjodtekbf vjyfwtv'f vjwtvekb hfjltyj,bcf'dbc
lf]ueat,bc bynthdfk'f lblb hfjltyj,b'&

vfymfyt,bc hfjltyj,f
35 –

30 –

25 –

20 –

15 –

10 –

5–

0
14 16 18 20 22 24 vbkb/ufkjypt
(a) 5 bynthdfkb
34

vfymfyt,bc hfjltyj,f vfymfyt,bc hfjltyj,f

20 –
15 –

15 –
10 –
10 –
5–
5–

14 16 18 20 22 24 vbkb/ufk& 14 16 18 20 22 24 vbkb/ufk&
(b) 10 bynthdfkb (c) 20 bynthdfkb

yf[& 1.9. cfodfdbc [fh]bc cb[ibht'f /bcnjuhfvt,b 100 vjyfwtvbcf'dbc

AJ"KT<BFYB QTHJT<BC VCUFDCB LBFUHFVF& cb[ibht'f ufyfobkt,f

uhfabrekfl itbskt,f ufvjbcf[jc fuht'dt t&o& aj'kt,bfyb qthjt,bc vcufdcb
lbfuhfvb'^ hfw uekbc[vj,c vjwtvekb hbw[dt,blfy f'j,b'b ybiybc ufvj.jafc
(aj'kt,b) lf lfyfhxtyb ybiyt,bc itcf,fvbcb hbw[dt,bc phlbc vb[tldb' xfvjothfc
'b'j]th ptdblfy mdtvj' dthnbrfkehfl (dthnbrfkehb qthj)^ [jkj itvltu^
dthnbrfkeh qthjpt lfnfybkb abmcbht,ekb gbhdtkb hfvltybvt cfth'j f'j,b'b
ybiybc udthlb'^ fv hbw[dt,bc ,jkj f'j,b'b ybiyt,bc (aj'kt,bc) fvjothfc
hbuhbuj,b' /jhbpjynfkehfl (/jhbpjynfkehb qthj)&
vfufkbsb 1.7. (1.6 vfufkb'bc ufuhstkt,f) 1.6 vfufkb'bcf'dbc @dthnbrfkeh
qthjc# itflutyty jhybiyf hbw[dt,b (th'tekt,b lf f'tekt,b)^ @aj'kt,c# –
vtf'tlt,b^ [jkj vjwtvekb jhybiyf hbw[dbc itcf,fvbcb @aj'kt,b# –
@/jhbpjynfkeh qthjc#&

w[hbkb 1&16& aj'kt,bfyb qthjt,bc vcufdcb lbfuhfvf 1&7& vfufkb'bcf'dbc

d aj'kt,b (,jkj f'j,b'b ybifyb)
t 14. 3517
h
n 15. 11351
b 16. 52396848
r
f 17. 14531
k 18. 28517326987 /jhbpjynfkehb qthjt,b
e 19. 0120721372236
h
b 20. 95852275022345864
21. 958615314697796731799
q
22. 60798814796574
t
h 23. 99
j

dthnbrfkehb [fpbc vfh]dybd vbothbkbf vtf'tlt,b& v'kbfyfl cehf'b

fhct,b'fl /bcnjuhfvbc cf[tc bqt,c ('e cehf'c 900-b' vjdf,heyt,')& w[flbf^ hjv
f'j,b'b ybiyt,bc lblb hfjltyj,bcf'dbc aj'kt,bfyb qthjt,bc vcufdcb lbfuhfvf
itbskt,f h'ekb fcfut,b itbmytc& fvudfhb lbfuhfvf 'dfkcfxbyjf lf pju cbnefwbfib
1 VJYFWTV"F RKFCBABRFWBF^ JHUFYBPFWBF LF GBHDTKFLB LFVEIFDT<F 35

ffldbkt,c ufvj'dkt,c& vfiby^ hjwf /bcnjuhfvbc fut,bcfc vjyfwtvt,ib fhct,ekb

byajhvfwbf chekfl fh byf[t,f^ aj'kt,bfyb qthjt,bc vcufdcb lbfuhfvf fh rfhufdc
fhwth' vjyfwtvc lf fvfc ufhlf /bcnjuhfvbc ajhvfcfw bstyc& tc lbfuhfvf t&o&
vjyfwtv'f lfpdthdb'b fyfkbpbc th'-th'b bfhfqbf* fv lfhubc itvmvytkbf wyj,bkb
fvthbrtkb cnfnbcnbrjcb ]& nberb&

JUBDF& 'e f[kf ofhvjdbluty'^ hjv x othnbkb ufbh,tyc [a 0 ,a t ] ctuvtync lf

ufvjdb'dkb' cb[ibht'f /bcnjuhfvfcf lf Ox qthsc ijhbc vj'fdct,ekb fhbc bv
yfobkbc afh'j,c^ hjvtkbw x othnbkib fqvfh'ekb vfh'j,bc vfhw[ybdff^
~
vbdbqt,' N n (x) lfuhjdbk cb[ibht'f aeymwbfc (revekfnfc) bynthdfkehb
vjyfwtvt,bcf'dbc fye jubdfc^ [jkj afhlj,b' cb[ibht'f /bcnjuhfvbc itv'[dtdfib
~
– lfuhjdbk bynthdfkeh afhlj,b' cb[ibht'f Fn (x) aeymwbfc&
fvhbufl^ 'e bynthdfkt,bc ufv.ja othnbkt,pt fqdvfh'fd' Ox qthsbc
vfh'j,ek vjyfrdt't,c^ hjvtk'f cbuhstt,b lfuhjdbkb cb[ibhtt,bc njkbf^ vfiby
vfh'j,t,bc ,jkj othnbkt,bc itth't,b' vbdbqt,' jubdfc [a 0 ,a t ] ctuvtync& a 0 -blfy
vfhw[ybd jubdf bubdehfl 0-bf^ [jkj a t -c vfh]dybd rb n& jubdfc ufynjkt,bc fvjothf
fhff h'ekb& xdty fvjdoth' (1&2) ajhvekbc fyfkjubeh ajhvekfc afhlj,b'
cb[ibht'f bynthdfkehb ufyfobkt,bcf'dbc
~
N n (x)

n1+n2

n1

0 a0 a1 a2 a3 x
yf[& 1.10. jubdf (t=s)

0, x ≤ a 0 ,
 x − a 0 n1
 , a 0 ≤ x ≤ a1 ,
 a1 − a 0 n
~ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅
Fn (x) =  n n x − a k n k +1
 1 ++ k + , a k ≤ x ≤ a k +1 ,
n n a k +1 − a k n
⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅

1, a t ≤ x.
36

vfufkbsb 1.8. vjwtvekbf ntktdbpjht,bc uf.bldbc vjyfwtvt,b 100

vfqfpbfib& fdfuj' jubdf&

w[hbkb 1.17.
uf.blekb ntktdbpjht,bc vfqfpbt,bc hfjltyj,f – lfuhjdbkb
hfjltyj,f cb[ibht cb[ibht
[100,200] 0 0
[200,300] 5 0+5 = 5
[300,400] 39 5+39 = 44
[400,500] 31 44+31 = 75
[500,600] 16 75+16 = 91
[600,700] 6 91+6 = 97
[700,800] 3 97+3 = 100

itcf,fvbcb jubdf itvltub 7 othnbkb' fbut,f% (200;0), (300;5), (400;44),

(500;75), (600;91), (700;97), (800;100).

~
N n (x)
100 –
90 –
80 –
70 –
60 –
50 –
40 –
30 –
20 –
10 –

0 100 200 300 400 500 600 700 800 x

yf[& 1&11& jubdf uf.blekb ntktdbpjht,bcf'dbc

fct'bdt vhelb lfuhjdbkb afhlj,b'b cb[ibhtt,bcf'dbc v[jkjl

vfcinf,b' ufyc[dfdlt,f 1.11 yf[fppt vjwtvekbcfufy&

GJKBUJYB& /bcnjuhfvfc'fy th'fl ufyb[bkfdty t&o& gjkbujycfw&

lbcrhtnekb vjyfwtvt,bcf'dbc gjkbujyb vbbqt,f othnbkjdfyb lbfuhfvbc
othnbkt,bc itth't,b' (b[& yf[& 1&2)& bynthdfkehb vjyfwtvt,bcf'dbc [lt,f vf'b
lbcrhtnbpfwbf 1&12 w[hbkbc vb[tldb' lf vjyfrdt't,b' fth't,ty vbqt,ek othnb-
kt,c& hjltcfw ∆a 1 = ⋅⋅⋅ = ∆a t = ∆. Ox qthspt gbhdtkb bynthdfkbc vfhw[ybd^ vbcb
1 VJYFWTV"F RKFCBABRFWBF^ JHUFYBPFWBF LF GBHDTKFLB LFVEIFDT<F 37

iefothnbkblfy ∆ vfysbkpt lf ,jkj bynthdfkbc iefothnbkblfy vfh]dybd bubdt

∆ vfysbkpt fbqt,f othnbkt,b lf bcbybw eth'lt,f vbqt,ekb nt[bkbc ef[kjtc
othnbkt,c (yf[& 1&12)& fvudfhfl vbqt,ek nt[bkc (hjvtkbw erdt lfchekt,ekb
gjkbujybf) lf Ox qthsc ijhbc afh'j,b cb[ibht'f itv'[dtdfib n-bc njkbf^ [jkj
afhlj,b' cb[ibht'f itv'[dtdfib – 1-bcf&
gjkbujycf lf wfkrtek bynthdfkc ijhbc vj'fdct,ekb^ ,jkjt,pt
fqvfh'ekb vfh'j,t,b' itvjafhukekb abuehbc afh'j,b cfpjufljl fqfh bmyt,f
n k cb[ibhbc njkb& tc fct bmyt,f bv bynthdfkbcf'dbc^ hjvkbc iefothnbkbc lf
vtpj,tkb vfhw[tyf lf vfh]dtyf bynthdfkt,bc iefothnbkt,bc itcf,fvbcb
othnbkt,b gjkbujypt th' ohatpt vlt,fhtj,ty (yf[& 1&13)&

ξ(x) ξ(x) nk
nk-1
nk-2

0 a0 a1 a2 a3 x 0 ak-2 ak-1 ak ak+1 x

yf[& 2.12. gjkbujyb yf[& 2.13. /bcnjuhfvbc vfh're'[tlbcf lf
gjkbujybc nhfgtwbbc njklblj,bc itv'[dtdf

CB{IBHT"F UFYFOBKT<BC AJHVT<B& /bcnjuhfvbcf lf gjkbujybc

vtidtj,b' xdty itudbskbf lfdflubyj' ufyfobkt,f'f nbgj,hbdb ajhvt,b^ hfw
vybidytkjdfybf ufyfobkt,f'f itlfht,bcfc& evybidytkjdfytcb nbgt,b yf[& 1.14-ptf
ufvjcf[ekb& w[flbf^ hjv hfw vtnbf ithxtdbc vjwekj,f lf lf]ueat,bc
bynthdfk'f hfjltyj,f lf hfw yfrkt,bf bynthdfkbc cbuhst^ vb' eahj ukedb
bmyt,bfy /bcnjuhfvf lf gjkbujyb& fvbnjv ufyfobkt,bc cfdfhfelj ajhvt,b
itudbskbf ukedb obht,bc vtidtj,b' ofhvjdblubyj'&
gbhdtkb nbgbc vhelb bv ufhtvjt,fc fcf[fdc^ hjv rblehf vybidytkj,fyb
eahj bidbf'fl ud[dlt,f^ dblht iefktlehb&
a fvfc'fy b vhelb eahj vljhtl
bwdkt,f^ dblht a vhelb& jhbdt vhelc th'flth'b odthj fmdc vybidytkj,f'f
cbvhfdkbc iefib lf fv vybidytkj,bc bhudkbd tc vhelt,b cbvtnhbekbf&
38

I nbgb II nbgb

a
a
b
b

III nbgb IV nbgb

yf[& 1.14. cb[ibht'f (afhlj,b' cb[ibht'f) ufyfobkt,bc nbgt,b

vfufkbsb 1.9. ufydb[bkj' byukbcib^ ijnkfylbfcf lf etkcib lf,flt,ekb

8585 vjphlbkb vfvfrfwbc cbvfqkt'f ufyfobkt,f& fm x cbvfqktf lbebvt,ib^ n x –
bynthdfkbc cb[ibht&

w[hbkb 1.18.

x nx x nx
57 – 58 2 68 – 69 1230
58 – 59 4 69 – 70 1063
59 – 60 14 70 – 71 646
60 – 61 41 71 – 72 392
61 – 62 83 72 – 73 202
62 – 63 169 73 – 74 79
63 – 64 394 74 – 75 32
64 – 65 669 75 – 76 16
65 – 66 990 76 – 77 5
66 – 67 1223 77 – 78 2
67 – 68 1329 Σn x 8585

'e f[kf 67–68 bynthdfkblfy 'fyf,hfl lfijht,ek bynthdfkt,c ufydb[b-

kfd'^ dyf[fd'^ hjv vf''dbc udfmdc cb[ibhtt,b 1223 lf 1230^ 990 lf 1063^ 669 lf 646^
1 VJYFWTV"F RKFCBABRFWBF^ JHUFYBPFWBF LF GBHDTKFLB LFVEIFDT<F 39

394 lf 392^ 83 lf 79^ 41 lf 32^ 14 lf 16^ 4 lf 5^ 2 lf 2& fv ufyfobkt,bc cbvtnhbf eahj

w[flb itbmyt,f^ 'e fdfut,' cb[ibht'f itcf,fvbc gjkbujyc&

yf[& 1.15.

vtjht nbgbc ufyfobkt,f fcbvtnhbekbf odthjc itcf,fvbcb vybidytkj,bc

(bynthdfkbc) ufhitvj& b vhelb vfhw[ybd lfvhtwbf^ vfh]dybd rb wbwf,jl tidt,f&
vfmcbvfkehb cb[ibhbc vybidytkj,bc vfhw[ybd vybidytkj,f'f cgtmnhb eahj
ufybthbf^ dblht vfh]dybd^ lf fv vybidytkj,bcfufy th'b lf bubdt vfysbkpt
uflf[hf'fufy vfhw[tyfc eahj vtnb cb[ibht fmdc dblht vfh]dtyfc& fvudfhb
fcbvtnhbf fhbc vfhw[tyf fcbvtnhbf& a vhelb cb[ibht'f pecnfl it,heyt,ek
.jafmwtdfc udbxdtyt,c^ fye vfh]dtyf fcbvtnhbf uffxybf& erblehtcfl vfhw[tyf
fcbvtnhbbc vmjyt vhelc^ hjvtkcfw vfmcbvfkehb cb[ibht vfh]dtyf ,jkjib fmdc^
kf'byehb j-c ajhvf fmdc^ erblehtcfl vfh]dtyf fcbvtnhbbc vhelb^ hjvtkbw
vfmcbvfkehb cb[ibhblfy lf,kf tidt,f^ j-c cfhrek fyfcf[c lftvcufdct,f&
vfhw[tyf fcbvtnhbbc vfufkb'bf cfodfdbc [fh]bc vfufkb'b 1.7^ [jkj
vfh]dtyfcb – ntktdbpjht,bc uf.bldbc vfufkb'b 1.8& vfh]dtyf fcbvtnhbbc rbltd
th'b vfufkb'bf&
vfufkbsb 1.10. x fcfrib rt'hb' lffdflt,ek'f n x hfjltyj,t,b /fdfbc
reysekt,pt itvltub w[hbkb'ff vjwtvekb& lfrdbhdt,f'f cfth'j hfjltyj,ff 1058&
x-bcf'dbc w[hbkib vjwtvekbf bynthdfkb lf itcf,fvbcb n x bynthdfkehb cb[ibht&

w[hbkb 1.19.

x nx x nx x nx
1–5 8 31 – 35 79 61 – 65 18
6 – 10 56 36 – 40 89 66 – 70 18
11 – 15 163 41 – 45 44 71 – 75 3
16 – 20 204 46 – 50 48 76 – 80 3
21 – 25 143 51 – 55 41 81 – 85 1
26 – 30 114 56 – 60 26 Σn x 1058
40

vjhbub vfufkb'b rdkfd vfh]dtyf fcbvtnhbbcff^ jqjyl fv]thfl 'b'mvbc

erblehtcfl vfh]dtyf fcbvtnhbbcf&
vfufkbsb 1.11. x b.jc bjy]bc vhudfkb vzfvtkbc vbth lfpbfyt,ekb vfhw-
dkt,bc hfjltyj,f bjy]bc gfhrib^ n x – itcf,fvbcb cb[ibhtt,b^ hjvtk'f ]fvbf 1040&

w[hbkb 1.20.

x 0 1 2 3 4 5 6 7 8 9 10 Σn x
nx 194 244 228 150 97 60 38 20 3 3 3 1040

vtcfvt nbgbc vhelc hfvltybvt odthj fmdc& fct'b vhelt,b vfiby xylt,f^
hjltcfw gjgekfwbf^ hjvkbc 'dbct,t,cfw fcf[fdc gjgekfwbblfy fvjhxtekb
vjyfwtvt,b' fut,ekb vhelb^ fhfth'udfhjdfybf^ t&b& gjgekfwbf afmnj,hbdfl
c[dflfc[df 'dbct,t,bc vmjyt hfvltybvt gjgekfwbbcfufy itlut,f& vfufkb'fl^ 'e
flfvbfy'f gjgekfwbblfy^ cflfw mfkt,bw lf vfvfrfwt,bw cfrvfj hfjltyj,b'ff^
ufvjd.ja' ithxtdfc^ vfiby cbvfqkt'f gjkbujyc jhb odthj tmyt,f& cfmvt bcff^ hjv
wfkrt mfkt,bc lf wfkrt vfvfrfwt,bc cbvfqkt'f ufyfobkt,f 'b'mvbc cbvtnhbekbf
(b[& vfufkb'b 1.9) lf vf' 'fd'fdbcb ufyc[dfdt,ekb wtynhfkehb vybidytkj,t,b
uffxybf'^ hjvtk'f ufhitvjw 'fdc bxtyc cbvtnhbf^ [jkj fv th'j,kbj,f'f
ufth'bfyt,fc rb tmyt,f jhodthf ufyfobkt,f&
vtj'[t nbgbc vhelb udbxdtyt,c^ hjv rblehf vybidytkj,t,b eahj [ibhfl
ud[dlt,f^ ief vybidytkj,t,b rb – bidbf'fl& tc vhelbw cbvtnhbekbf^ vfuhfv jhb
odthj uffxybf rblehf vybidytkj,t,pt^ cflfw vfmcbvfkehb cb[ibhtt,bf& bub lbl
kf'byeh U-c offufdc&
vfufkbsb 1.12. vtntjhjkjubfib qhe,kbfyj,f bpjvt,f ,fkt,b'& 0 ,fkb
udbxdtyt,c^ hjv wf chekbfl vjovtylbkbf^ 1 ybiyfdc^ hjv wbc 1/10 qhe,kt,c erfdbf^
2 – 2/10 lf f&i& dhjwkfdib (gjkjyt'b) qhe,kbfyj,fpt lfrdbhdt,bc vb[tldb' 1876–
1895 okt,ib (cek 3653 lfrdbhdt,f) udfmdc itvltub

w[hbkb 1.21.

x 0 1 2 3 4 5 6 7 8 9 10 Σn x
nx 751 179 107 69 46 9 21 71 194 117 2089 3653

fm x ,fkbf^ n x – itcf,fvbcb cb[ibht& w[flbf^ hjv tcff U-c vfudfhb ufyfobkt,f&

***
fv 'fdib ufvj.tyt,ekb b.j obuyt,b [60], [65], [53], [54]^ hjvtkibw rbltd
cfrvfhbcb vfcfkff fm uflvjwtvekb cfrb'[t,bc eahj qhvfl itcfcofdkfl&
cnfnbcnbreh vjyfwtv'f w[hbkt,bc itlutybc vt'jljkjubfc^ lf]ueat,bc
ghbywbgt,c lf fqothb'b cnfnbcnbrbc c[df [th[t,c^ cnfnbcnbrbc bcnjhbbc lf
nthvbyjkjubbc cfrb'[t,c itubskbf' uftwyj' u& ufv.htkbsbc [5], hjvtkbw
1 VJYFWTV"F RKFCBABRFWBF^ JHUFYBPFWBF LF GBHDTKFLB LFVEIFDT<F 41

'tjhbekb cnfnbcnbrbc th'-th'b gbhdtkb jhbubyfkehb cf[tkvsqdfytkjf

mfh'ek tyfpt (cfvoe[fhjl ufvjbwf fv obuybc v[jkjl gbhdtkb yfobkb)&
bctdt hjujhw mfh'ek tyfpt lfothbk c[df obuyt,ib pjuflb^ cjwbfkeh-
trjyjvbrehb lf ltvjuhfabekb cnfnbcnbrbc cfrb'[t,pt nthvbyjkjubehb
ktmcbrjyt,bc xf'dkb' (b[& [2], [4], [6], [7], [16]^ tc v[jkjl vwbht yfobkbf mfh'ek
tyfpt fhct,ekb hjujhw jhbubyfkehb^ bct yf'fhuvyb kbnthfnehbcf fv lfhut,ib)&

LFCRDYT<B

cnfnbcnbrehb gjgekfwbf fhbc j,btmn'f ufhrdtekb cbvhfdkbc rjyrht-

nekb vf[fcbf't,kbc .dtkf itcfskj vybidytkj,f'f th'j,kbj,f& th'tekb vjyf-
wtvb fye lfrdbhdt,f fhbc wfkrtekb j,btmnbc fye tktvtynfhekb th'tekbc rkfcb-
abrfwbbc fy ufpjvdbc itltub& cnfnbcnbrehb rdktdbc vbpfybf (cnfnbcnbrehb)
gjgekfwbbc itcofdkf^ hbc'dbcfw^ hjujhw otcb^ c[df upf fh fhct,j,c 'e fhf
gjgekfwbbc hfbvt yfobkib fye ithxtdfib fhct,ekb byajhvfwbbc ufvj.tyt,f&
gjgekfwbbc vjyfwtvt,b itcfskjf chekfl ghbywbgekflfw rb dth ituhjdltc (fye
chekb fqothf iteskt,tkbf)^ fvltyfl pjub gjgekfwbf v[jkjl ofhvjcf[db'bf&
ithxtdf'f ,fpbcb^ fye gjgekfwbbc ,fpbcb fhbc gjgekfwbbc itvflutytkb
tktvtynfhekb th'tekt,bc xfvjyf'dfkb&
gjgekfwbbcf lf ithxtdbc cfth'j cf[tkbf (cnfnbcnbrehb) th'j,kbj,f&
ufybhxtdbfy 'dbct,hbdb lf hfjltyj,hbdb th'j,kbj,fyb& 'dbct,hbdb
vjyfwtvt,b tktvtynfhek th'tek'f rkfcbabrfwbbc itltut,bf th'b fy hfvltybvt
'dbct,hbdb vf[fcbf't,kbc vb[tldb'& hfjltyj,hbdb vjyfwtvt,b 'dkbc fy abpbrehb
ufpjvdbc itltut,bf& bcbyb itbskt,f b.jc fy lbcrhtnekb fy eo.dtnb& lbcrhtnek
vjyfwtvt,c fmd' th'vfyt'bcfufy lfijht,ekb vybidytkj,t,b^ eo.dtn vjyfwtvt,c rb
iteskbf' vbbqjy yt,bcvbthb vybidytkj,f hfbvt bynthdfkblfy& hfjltyj,hbdb
vjyfwtvt,b ufpjvdbc crfkt,bc fy hfw bubdtf^ ufpjvdbc ljybc vb[tldb' ufyfc[dfdt,ty
cf[tklt,b'^ hbuj,hbd^ bynthdfkeh lf afhlj,b' vjyfwtvt,fl& cf[tklt,b'b
vjyfwtvt,b rfntujhbt,pt vbothbkb rjlt,bf* itvltub ljytf hbuj,hbdb vjyfwtvt,b^
hjvtk'f hbuc vybidytkj,f tybzt,f* bynthdfkeh vjyfwtvt,ib vybidytkjdfybf
hjujhw hbub^ bct vjyfwtv'f ijhbc c[dfj,f^ [jkj afhlj,b' vjyfwtvt,c fmd'
bynthdfkehb vjyfwtvt,bc .dtkf 'dbct,f lf itbwfdty ufhrdtek yekjdfy
othnbkcfw& cnfnbcnbrehb ntmybrbc (ufvj'dkt,bc vt'jlt,bc) elbltcb yfobkb fh
ufyfhxtdc bynthdfkeh lf afhlj,b' vjyfwtvt,c^ vfuhfv uekbc[vj,c^ hjv
vjyfwtvt,c bynthdfkehb ljyt vfbyw uffxybf'&
'fdlfgbhdtk vjyfwtvt,c lfkfut,bcf lf lf]ueat,bc ufhtit ytlkb
vjyfwtvt,b tojlt,f&
vjyfwtvt,c th'b 'dbct,hbdb ybiybc ljyt'f itcf[t, erfdibhlt,f 'dbct,hbdb
th'j,kbj,bc gbhdtkb hbubc lf]ueat,f lf itcf,fvbc cb[ibht'f ufyfobkt,f&
]ueabc cb[ibht bv lfrdbhdt,f'f hfjltyj,ff^ hjvtkbw ybiybc wfkrtek ljytc
ittcf,fvt,f& hfvltybvt ybiybc it'fdct,bc vjyfwtvt,b ufycfpqdhfdc vfqfkb (vtjht^
vtcfvt lf f&i&) hbubc lf]ueat,t,c lf ]ueaeh cb[ibht'f cbcntvf itflutyc
'dbct,hbd ybify'f fnhb,ent,bc iteqkt,bc w[hbkc& th'b 'dbct,hbdb ybiybc
42

ufyfobkt,bc uhfabrekb fqothbc cfiefkt,t,bf vfh're'[tlt,bfyb lbfuhfvf lf

ohbekb lbfuhfvf& vfh're'[tlt,bfyb lbfuhfvf 'fyf,fhb cbufybcf lf rkfct,bc
vjwekj,bc ghjgjhwbekb cbvfqkbc th'vfyt'bcfufy lfijht,ekb dthnbrfkehb fy
/jhbpjynfkehb vfh're'[tlt,bc cbcntvff^ [jkj ohbekb lbfuhfvf lhjbc
vjwtvek vjvtynib fy iefktlib th'j,kbj,bc yfobkt,fl lf.jafc ufvj[fnfdc^
hbc'dbcfw oht ghjgjhwbek ctmnjht,fl b.jaf&
vjyfwtvt,b th'b hfjltyj,hbdb ybiybc itcf[t, itbskt,f ufykfultc fv ybiybc
phlbc vb[tldb'^ hfw bsktdf dfhbfwbek vorhbdc& ufyc[dfdt,ek vybidytkj,f'f ufvj-
.jaf udfsktdc phlfl dfhbfwbek vorhbdc lf fv erfyfcrytkbc otdh'f cb[ibhtt,c
fye cb[ibht'f ufyfobkt,fc& 'e 'b'jtek cb[ibhtc ufd.ja' lfrdbhdt,f'f cfth'j
hfjltyj,fpt (fye th'j,kbj,bc vjwekj,fpt)^ vbdbqt,' afhlj,b' cb[ibht'f
ufyfobkt,fc& fv ufyfobkt,bc uhfabrekb ufvjcf[dbc evfhnbdtcb cfiefkt,t,bf
othnbkjdfyb lbfuhfvf lf vtcthekb lbfuhfvf cb[ibhtt,bcf lf afhlj,b'b
cb[ibhtt,bcf'dbc (fvudfhb lbfuhfvt,b th'b 'dbct,hbdb ybiybc cb[ibht'f
uhfabrekb ufvjcf[dbcf'dbcfw ufvjlut,f)^ fut,ty fuht'dt vjyfwtv'f aj'kt,bfyb
qthjt,bc vcufdc lbfuhfvfc^ hjvtkbw fh rfhufdc bylbdblefkeh vjyfwtvt,c lf
bvfdlhjekfl 'dfkcfxbyjl fqothc cb[ibht'f ufyfobkt,bc ajhvfc&
th'b hfjltyj,hbdb ybiybc vybidytkj,f'f phlbc rdfkj,fpt lfuhjdbk
cb[ibht'f fyfkbpbcf'dbc b.tyt,ty lfuhjdbk cb[ibht'f (afhlj,b' cb[ibht'f)
aeymwbfc^ fye revekfnfc&
lbcrhtnekb vjyfwtvt,bc lblb vjwekj,bc th'j,kbj,bcf lf eo.dtnb
vjyfwtvt,bcf'dbc ufvj.jaty hfjltyj,hbdb ybiybc wdkbkt,bc bynthdfkbc lf.jafc
yfobkt,fl lf ufvj'dkbfy lf]ueat,bc bynthdfkt,ib vj'fdct,ek vjyfwtv'f
cb[ibhtt,c^ vjwtvekb bynthdfkehb dfhbfwbekb vorhbdbc (bynthdfkehb
ufyfobkt,bc) uhfabrekb ufvjcf[df [lt,f cb[ibht'f fy afhlj,b' cb[ibht'f
/bcnjuhfvbcf lf gjkbujybc^ fctdt jubdfc vtidtj,b'& cb[ibht'f /bcnjuhfvf
ofhvjflutyc lf]ueat,bc bynthdfkt,pt^ hjujhw aestt,pt fut,ekb
vfh're'[tlt,bc cbcntvfc^ hjvtk'f cbvfqktt,b bct fbhxtdf^ hjv vfh're'[tlbc
afh'j,b cb[ibhbc njkb b.jc^ gjkbujyb fv vfh're'[tlt,bc aestt,bc
gfhfktkehb udthlt,bc iefothnbk'f itvfth't,tkb nt[bkbf (afhlj,b' cb[-
ibht'f /bcnjuhfvf lf gjkbujyb fctdt fbut,f)^ [jkj jubdf vjwtvek othnbkib
/bcnjuhfvbc bv yfobkbc afh'j,bc njkbf^ hjvtkbw fv othnbkpt fqvfh'ekb Ox
qthsbc vfh'j,bc vfhw[ybdff&
hfjltyj,hbdb vjyfwtvt,bc cb[ibht'f (afhlj,b' cb[ibht'f) ufyfobkt,bc
sbhb'fl ajhvt,pt ofhvjlutybc itcfmvytkfl vjcf[th[t,tkbf dbvc]tkj' bv bltf-
kehb vhelt,b'^ hjvtk'fw lftvudfyt,jlf /bcnjuhfvt,b lf gjkbujyt,b vjyfwtv'f
hfjltyj,bc phlbcfc lf lf]ueat,bc bynthdfkt,bc cbuhst'f itcf,fvbcb itvwbht-
,bcfc& sbhb'fl ajhvt,fl itbskt,f xfb'dfkjc% I – cbvtnhbekb vhelb th'b vfmcbvf-
kehb cb[ibhb'^ II – fcbvtnhbekb vhelb th'b vfmcbvfkehb cb[ibhb'^ rthsjl erb-
lehtcfl fcbvtnhbekb vhelt,bw% vfmcbvfkehb cb[ibhb' hfjltyj,hbdb ybiybc
wdkbkt,bc bynthdfkbc lfcfo.bcib (erblehtcfl vfh]dtyf fcbvtnhbf) fy ,jkjib
(erblehtcfl vfhw[tyf fcbvtnhbf)* III – vhelb hfvltybvt vfmcbvfkehb cb[ibhb'* IV
– cbvtnhbekb U-c vfudfhb vhelb th'b vbybvfkehb cb[ibhb' (b[& yf[& 1.14)&
1 VJYFWTV"F RKFCBABRFWBF^ JHUFYBPFWBF LF GBHDTKFLB LFVEIFDT<F 43

CFDFH}BIJT<B

1.1. cjakbc vtehytj,bc trjyjvbcnb fgbht,c ufycfpqdhjc dfpbc vfdyt,kbc –

zhfmbc vbth vjnfybkb pfhfkb mfh'kbc pdht,ib& ufycfpqdht' hf gjgekfwbff
trjyjvbcnbc bynthtcbc cfufyb& bmyt,f 'e fhf vbcb rdktdbc itltut,b ufvjcfltub
rf[t'bc vtdtyf[tt,bcf'dbc lf hfnjv~

1.2. vrdktdfh vtlbrjcc cehc ufycfpqdhjc^ fh'hbnbc f[fkb ofvfkb eahj

tatmnehbf^ 'e nhflbwbekb cfiefkt,fyb& ufycfpqdht'^ hf gjgekfwbf fy
gjgekfwbt,bf cfbynthtcj vrdktdfhbcf'dbc& eylf bmytc uf'dfkbcobyt,ekb 'e fhf
ithxtdbc utuvfib nrbdbkbc cbskbtht lf fdflv.jaj,bc lfcfo.bcb lf hfnjv~

1.3. ,fdid'f acbmjkjuc fbynthtct,c^ hf lhjc [fh]fdty ,fdidt,b

ntktuflfwtvf'f cf.eht,kfl& bc fuhjdt,c vjyfwtvt,c 100 itv'[dtdb' ithxtekb
,fdidbcfufy& fhbc 'e fhf tc ithxtdf lf hf itbskt,f b.jc gjgekfwbf~

1.4. f[ctyb'^ ithxtdff 'e gjgekfwbf mdtvj' xfvj'dkbkb vjyfwtvt,b%

(a) 40 cneltync^ hjvkt,bw itv'[dtdb' uffxthtc eybdthcbntnbc tpjib^
itrb'[dt,b lfecdtc lf xfothtc gfce[t,b*
(b) rb'[dt,b lftupfdyf 200 flfvbfyc^ hjvkt,bw itv'[dtdb' ffhxbtc ntktajyt,bc
yjvht,bc obuyblfy lf vbqt,ekbf gfce[t,b*
(c) jhb rfhnbc .dtkf itcfskj fhxtdf'f cbf 52 rfhnblfy&

1.5. f[ctyb'^ eo.dtnbf 'e lbcrhtnekb itvltub vjyfwtvt,b%

(a) 20 vfcofdkt,kbc okbehb itvjcfdkt,b*
(b) cfmfkfm'fijhbcj cfntktajyj cfe,ht,bc jltyj,f vjwtvekb ajcnblfy .jdtk
'dtib*
(c) 'b'jtekb cfe,hbc [fyuhskbdj,f&

1.6. xfvj'dkbk cbnefwbt,ib (1) lffcf[tkt' tktvtynfhekb th'tekb* (2)

lffcf[tkt' vf[fcbf't,tkb ybifyb* (3) lfflubyt'^ hjujhbf gjgekfwbf –
hfjltyj,hbdb 'e 'dbct,hbdb&
(a) 'fdbcb gjpbwbbc lfcflutyfl gjkbnbrjcb fgbht,c itbcofdkjc fvjvhxtdtk'f
fphb f[fkb rfyjybc itvjqt,bc 'fj,fpt*
(b) cffdbfwbj rjvgfybfc cehc itbcofdkjc jgthfwbt,bc qbht,ekt,f ',bkbcb-
,f'evbc f[fk htbcpt afct,bc lfcflutyfl&

1.7. ufycfpqdht'^ cfrvfhbcbf 'e fhf^ hjv uhbgbc ,jkj tgbltvbbc itltut,bc
itcofdkbc vbpyb' ]fyvh'tkj,bc lfwdbc cfvbybcnhjc 'fyfvihjvtkvf ufvjb.tyjc
tmbv'f xfyfotht,b bv gbht,bc itcf[t,^ hjvkt,bw uhbgb' lffdflt,ekfl xfb'dfkyty&
44

1.8. hjujh abmhj,'^ yjvbyfkehb vjyfwtvt,b .jdtk'dbc eo.dtnbf^ 'e

.jdtk'dbc lbcrhtnekb~

1.9. lffcf[tkt' hbuj,hbdb vjyfwtvt,bc vfufkb'b^ hjvkt,bw bynthdfkehb

fhff&

1.10. ufpjvdbc hf evwbhtcb ljyt eylf mjylt' vjyfwtvt,c^ hjv itcfskt,tkb

b.jc afhlj,b'b cb[ibhbc ufvj'dkf~

1.11. xfvj'dkbk hfjltyj,hbd vf[fcbf't,tk'f ijhbc ufvj.fdb'

yjvbyfkehb^ hbuj,hbdb^ bynthdfkehb lf afhlj,b'b vf[fcbf't,kt,b&
(a) rbyjabkvbc htbnbyub 1-lfy 10-vlt*
(b) vfvfrfwbc cbvfqkt*
(c) yjvthb at[,eh'tkbc vfbcehpt*
(d) vbobcsdhbc sfkf hb[nthbc crfkb'*
(e) lqbc evfqktcb ntvgthfnehf*
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1.12. th'-th'b eybdthcbntnbc ufvj.tyt,b'b vf'tvfnbrbc afrekntnbc 25

'fyfvihjvkbc ufyfobkt,f 'fyfvlt,j,t,bc vb[tldb' itvltubf%

kf,jhfynb 8
flvbybcnhfwbekb gthcjyfkb 4
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1.13. abhvf @cekueybc# vbth ofhvjt,ekb lf uf.blekb ghjlemwbbc

vjwekj,t,b erfyfcrytk [e' otkboflib itvltub w[hbkb'ff vjwtvekb

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(f'fcj,b' kfht,ib)
1994 1995 1996 1997 1998
cfibyfj ,fpfhpt 250 300 350 390 400
cek 300 350 500 520 600
1 VJYFWTV"F RKFCBABRFWBF^ JHUFYBPFWBF LF GBHDTKFLB LFVEIFDT<F 45

ffut' vfh're'[tlt,bfyb lbfuhfvf fv vjyfwtvt,bcf'dbc& lfinhb[t' bubdt

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1.14. itvltub vjyfwtvt,b bsktdbfy ufhrdtekb fcfrbc ,fdidt,bc cbn.df'f

vfhfubc vjwekj,fc%
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280, 170, 211, 266, 303, 350, 375, 288, 360, 225.
(a) hjujhbf tc vjyfwtvt,b^ lbcrhtnekb 'e eo.dtnb~
(b) ffut' cb[ibht'f lf afhlj,b' cb[ibht'f ufyfobkt,f&

1.15. 1980 okbc fudbcnjib f'fcj,b' gjkjytkb veif mexfib ufvjdblf

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(a) ffut' vfh're'[tlt,bfyb lf ohbekb lbfuhfvt,b vjcfojyb cfveifj rdbhbc

itcf[t,*
46

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335 473 169 292 492 200 478 182 172
231 375 171 262 198 313 600 264 311
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1.17. fvj[ctyb' 1.16 cfdfh]bij lf]ueat,bc cfvb bynthdfkbcf'dbc&

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1.18. fvj[ctyb' 1.16 cfdfh]bij^ jqjyl erdt 25 lf]ueat,bc

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2

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50

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§ 2. ITHXTDBC CF{TJ<FYB& ITHXTDBC WLJVBKT<F

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1
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2 GJGEKFWBBLFY ITHXTDBC UFVJ>JABC VT"JLT<B 51

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lfbzthc^ hjvkt,bw [tkib vj[dlt,f&

1
ufcf'dfkbcobyt,tkbf fuht'dt cfdfhfelj ufyc[dfdt,f itcfcofdk gjgekfwbfcf (target
population) lf cfveifj gjgekfwbfc (working population, sampled population) ijhbc (tc
erfyfcrytkb itcfcofdkb gjgekfwbbc bc yfobkbf^ hjvtkbw vbcfodljvbf ithxtdbc
ufvjcf.jafl)&
52

3. vwbht^ vfuhfv fhfth'udfhjdfyb gjgekfwbbc ufvjcfrdktdfl f'dfkbtht,ty v'tk

gjgekfwbfc lf bhxtdty nbgj,hbdb th'tekt,bc vwbht hfjltyj,fc^ t&b& bct'
th'tekt,c^ hjvkt,bw gfce[j,ty cfiefkj ofhvjlutyfc gjgekfwbbc itcf[t,&
fvudfh vt'jlc vbpfyvbvfh'ekb ithxtdf tojlt,f&

ithxtdbc ufvj.jabc cfvbdt tc [th[b fye utuvf bsktdf xfyfwdkt,fc^ vfuhfv

pju]th ithxtdb'b ufvjrdktdbc c[df cfiefkt,f fh fhct,j,c& xfvj'dkbkb fhfitv-
'[dtdb'b vt'jlt,b itcf,fvbc gbhj,t,ib itbskt,f cfcfhut,kj fqvjxyltc^ 'eylfw
obyfcofhb byajhvfwbbc vjgjdt,bcf'dbc^ vfuhfv ithxtdb'b vt'jlbc 'tjhbbc ufydb-
'fht,f fv vt'jlt,c fh erfdibhlt,f^ dbyfblfy bcbyb fh itbwfdty itv'[dtdb'b (fye
fk,f'ehb) ithxtdbc (b[& mdtvj') tktvtynt,c& hfw itt[t,f xfvj'dkbk'fufy fvf 'e bv
vt'jlbc qbht,ekt,bc ufhrdtdfc^ fvbcb th'flth'b upff bv cbnefwbt,bc vjsbt,f^
hjltcfw obyfcofh wyj,bkbf itltut,b v'tkb gjgekfwbbcf'dbc (fy itv'[dtdb'b
ithxtdbcf'dbc) lf vf''fy hjvtkbvt lfcf[tkt,ekb vt'jlb' ofhvjt,ekb rdktdbc
itltut,bc itlfht,f& vfuhfv vfibyfw rb^ 'e th'b fvudfhb itlfht,f lfvfrvf.jabkt-
,tkb fqvjxylt,f^ tc fh bsktdf bvbc ufhfynbfc^ hjv fctdt bmyt,f c[df ufhtvjt,t,ibw&

§ 3. ITV"{DTDB"B ITHXTDF

ithxtdbc evybidytkjdfytcb cf[tj,ff itv'[dtdb'b ithxtdf& fm vrb'[dtkc

eylf d'[jdj'^ ye bmyt,f vfmcbvfkbcnb lf vidblfl fqbmdfc bc^ hjv 'evwf 'db'
cbn.df @ithxtdf# uekbc[vj,c hfbvt otcc – ert'tcbc fy efhtcbc ithxtdfc^ ye
xf'dkbc @itv'[dtdb' ithxtdfc# f,cehlek rjv,byfwbfl^ hflufy ]th]thj,b'
@ithxtdf# b'dkt,f sample-c mfh'ek trdbdfktynfl (cf.jdtk'fjl vbqt,ekb
ert'tcb itcfn.dbcbc emjykj,bc ufvj* cbyfvldbktib sample ybiyfdc ybveic^ cby]c)
lf ufbut,f hjujhw gjgekfwbbc yfobkb& nthvbyb @itv'[dtdb'b ithxtdf# bctdt
eakt,fvjcbkbf^ hjujhw^ vfufkb'fl^ @wfhbtkb cbvhfdkt# cbvhfdkt'f 'tjhbfib&
itv'[dtdb'b ithxtdf uekbc[vj,c^ hjv gjgekfwbbc .jdtkb tktvtynbcf'dbc
ufycfpqdhekbf ithxtdfib vj[dtlhbc ifycb (fye fk,f'j,f^ itcfskt,kj,bc [fhbc[b^
b[& 'fdb 5* fvbnjv itv'[dtdb' ithxtdfc fk,f'eh ithxtdfcfw eojlt,ty)&

VFHNBDB ITV"{DTDB"B ITHXTDF& hjltcfw ithxtdbc utuvf bct'bf^ hjv

gjgekfwbbc .jdtkb tktvtynbcf'dbc ithxtdfib vj[dtlhbc ifycb th'yfbhbf^
fv,j,ty^ hjv udfmdc vfhnbdb itv'[dtdb'b ithxtdf&
vfhnbdb itv'[dtdb'b ithxtdf kfnfhbbc ghbywbgb' to.j,f& 'e^ vfufkb'fl^
udcehc ithxtdbc vb[tldb' ofhvjlutyf itdbmvyf' vjwtvekb lfotct,ekt,bc
'fyfvihjvtk'f ufyf'kt,bc ljytpt^ itudbskbf t&o& rflht,bc fqhbw[dbc
,fhf't,blfy itv'[dtdb' fvjdbqj' cfzbhj hfjltyj,bc ,fhf't,b& ntmybrehfl
ev]j,tcbf vwbht pjvbc aehwkt,pt lfdothj' ,fhf't,bc yjvht,b^ vjdf'fdcj'
.e'ib^ rfhufl fdehbj' lf itvltu itv'[dtdb' fdbhxbj' bvltyb aehwtkb^ hfvltybw
udzbhlt,f& 'e f[kf ithxtekb yjvht,bc vb[tldb' uflvjdbqt,' cffqhbw[dj
,fhf't,c^ itv'[dtdb'b ithxtdfw vbqt,ekb bmyt,f&
2 GJGEKFWBBLFY ITHXTDBC UFVJ>JABC VT"JLT<B 53

ITHXTDF ITV"{DTDB"B HBW{DT<BC UFVJ>TYT<B"& 'e gjgekfwbf lfyjv-

hbkbf^ bmblfy vfhnbdb itv'[dtdb'b ithxtdbc vjo.j,f bjklt,f t&o& itv'[dtdb'b
hbw[dt,bc vtidtj,b'& itv'[dtdb'b hbw[dt,b fhbc 0,1,2,3,4,5,6,7,8,9 wbaht,bc
itv'[dtdb'b vbvltdhj,f^ cflfw 'b'jtekb wbahb lff[kjt,b' th'yfbhb cb[ibhb'
xylt,f& vfhnbdb bkecnhfwbbc cf[b' ufydb[bkj' itvltub
vfufkbsb 2.4. cfiefkj crjkbc lfvfv'fdht,tkb rkfct,bc N=500
vjcofdkblfy cfzbhjf n=20 vjwekj,bc ithxtdbc ufvj.jaf^ hf'f vjto.jc
ufvjrb'[df vf'b ghjatcbekb jhbtynfwbbc itcf[t,&
dbcfhut,kj' ,jkitdbcf lf cvbhyjdbc cnfnbcnbrehb w[hbkt,b'^
hjvtkbw itbwfdc t&o& 'fyf,hfl ufyfobkt,ekb itv'[dtdb'b hbw[dt,bc dhwtk
w[hbkc& fv erfyfcrytkbc ahfuvtynb obyfvlt,fht obuybc ,jkjcff lfh'ekb (b[&
lfyfh'b^ w[hbkb A14; bub itv'[dtdb'b wbaht,bc 30 cnhbmjycf lf 30 cdtnc
itbwfdc)& w[hbkib bv flubkbc fcfhxtdfl^ cfblfyfw itv'[dtdb'b wbaht,bc
ofrb'[dfc lfdbo.t,'^ fhct,j,c vtn-yfrkt,fl h'ekb otct,b& xdty evfhnbdtcpt
itdxthlt'^ hjvtkbw bvfib vlujvfhtj,c^ hjv w[hbkbc aehwtkpt afymhb'
"itv'[dtdb'b" othnbkb fdbhxbj'&
d'mdf'^ vfufkb'fl^ afymfhb itt[j w[hbkbc vt-15 cnhbmjybcf lf vt-2-t
cdtnib vlt,fht w[hbfyc& ufd.dt' vfh]dybd fv cnhbmjyc lf fdbhxbj' itv'[dtdb'b
wbaht,bc 20 cfvtekb bct^ hjv ufvjdnjdj' 500-pt vtnb hbw[dt,b^ tctybf%

467, 348, 176, 496, 089,286, 117, 174, 095, 058,

047, 012, 435, 177, 270,318, 223, 099, 027, 443.

fvhbufl^ ufvjcf.jab ithxtdf itlut,f gbht,bcfufy^ hjvtk'f yjvht,bf

12, 27, 47, 58, 89, 95, 99, 117, 174, 176,
177, 223, 270, 286, 318, 348, 435, 443, 467, 496.

w[flbf^ itudtskj cnhbmjybc ufcodhbd ufudtdkj vfhw[ybd^ fy cdtnbc

ufcodhbd ptvj' fy mdtvj'^ fy cekfw lbfujyfkpt^ jqjyl fewbkt,kfl obyfcofh
ufycfpqdhekb utuvb' lf fhf ofrb'[ek hbw[dt,pt lfvjrblt,ekb fkujhb'vb'&
fhct,j,c itv'[dtdb'b hbw[dt,bc abpbrehb utythfnjht,b& itv'[dtdb'b
hbw[dt,bc fhxtdf rjvgbenthekb ghjuhfvt,bc vtidtj,b'fw itbskt,f& fvudfhb
ghjuhfvt,b ahbfl ufdhwtkt,ekbf&
vfufkbsb 2.5. itv'[dtdb'b hbw[dt,bc w[hbkbc ufvj.tyt,b' ufvjd.j' n=10
vjwekj,bc ithxtdf lbl ,hbnfyt'ib lf,flt,ekb N=8585 vjphlbkb vfvfrfwbc
cbvfqktt,bc th'j,kbj,blfy (vfufkb'b 1.9) &
'e uflfdyjvhfd' vjyfwtvt,c lf ufvjd'dkb' lfuhjdbk cb[ibhtt,c 1.18
w[hbkbcf'dbc^ vbdbqt,' 2.1 w[hbkc^ hjvtkbw udbxdtyt,c^ hjvtk bynthdfkib hf
yjvthb vjyfwtvt,bf vj'fdct,ekb&
54

w[hbkb 2.1. 1.18 w[hbkbc lfuhjdbkb cb[ibhtt,b

bynthdfkb bynthdfkb bynthdfkb
yjvht,b yjvht,b yjvht,b
lbebvt,ib lbebvt,ib lbebvt,ib
57 – 58 1– 2 64 – 65 708 – 1376 71 – 72 7858 – 8249
58 – 59 3– 6 65 – 66 1377 – 2366 72 – 73 8250 – 8451
59 – 60 7 – 20 66 – 67 2367 – 3589 73 – 74 8452 – 8530
60 – 61 21 – 61 67 – 68 3590 – 4918 74 – 75 8531 – 8562
61 – 62 62 – 144 68 – 69 4919 – 6148 75 – 76 8563 – 8578
62 – 63 145 – 313 69 – 70 6149 – 7211 76 – 77 8579 – 8583
63 – 64 314 – 707 70 – 71 7212 – 7857 77 – 78 8584 – 8585

f[kf fdfhxbj' itv'[dtdb'b wbaht,bc f'b j'[tekb 8585-pt vtnb hbw[dt,bc

ufvjnjdt,b'& fvbcf'dbc ufvjdb.tyj' bubdt w[hbkb lf itv'[dtdb' wbah'f fhxtdf
lfdbo.j' bubdt flubkblfy^ cfblfyfw obyf vfufkb'ib lfdbo.t'& udtmyt,f yjvht,b%
6734, 1764, 1826, 0892, 8117, 6741, 7468, 5095, 0580, 4776.
fv yjvht,bc vmjyt vjyfwtvt,bc itcf,fvbcb bynthdfkt,b 2.1 w[hbkb'
ufybcfpqdht,f& vbdbqt,' itvltu ithxtdfc%

w[hbkb 2.2. n=10 vjwekj,bc ithxtdf 2.1 w[hbkb' fqothbkb th'j,kbj,blfy

bynthdfkb
cb[ibht
lbebvt,ib
63 – 64 1
64 – 65 1
65 – 66 2
67 – 68 1
68 – 69 1
69 – 70 2
70 – 71 1
71 – 72 1

hjujhw d[tlfd'^ tc ghjwtlehf cfrvfjl vfhnbdbf^ vfuhfv sytkb

ufvjcf.tyt,tkbf htfkehb ithxtdb'b ghj,kvt,bcflvb bvbnjv^ hjv [ibhfl fh
fhct,j,c gjgekfwbbc ,fpbcb lf hjvw fhct,j,ltc^ bub [ibhfl lhjib wdfkt,flbf
th'tekt,bc ufmhj,bcf lf f[fkb th'tekt,bc ufxtybc ufvj&

CBCNTVFNEHB ITV"{DTDB"B ITHXTDF& 'e gjgekfwbbc th'tekt,b uflf-

yjvhbkbf^ itv'[dtdb'b hbw[dt,bc lblb hfjltyj,bc fvjothbc fy rjvgbenthekb ut-
ythfwbbc vfubdhfl itudbskbf fdbhxbj' itv'[dtdb'b wbahb lf fv yjvhbfyb th'te-
2 GJGEKFWBBLFY ITHXTDBC UFVJ>JABC VT"JLT<B 55

kblfy lfo.t,ekb fdbhxbj' .jdtkb vt-10 th'tekb& tc bmyt,f t&o& cbcntvfnehb

ithxtdf&
fvhbufl cbcntvfnehb ithxtdf vbbqt,f th'b th'tekbc itv'[dtdb'b ithxt-
db' lf lfyfhxtyt,bc hjkib fv th'tekblfy ufhrdtekb ,b]b' lfijht,ekb yjvht-
,bc vmjyt th'tekt,bc ufvj.jab' vfyfv^ cfyfv th'tekt,bc cfzbhj hfjltyj,f fh
lfuhjdlt,f& 'e ,b]b fhbc k^ gbhdtkb tktvtynb fvjbqt,f itv'[dtdb' 1, 2, ... , k yjv-
hbfyb th'tekt,blfy lf 'e vbcb yjvthbf a^ vfiby cbcntvfnehb ithxtdff a, a+k, ... ,
a+nk^ cflfw n ithxtdbc vjwekj,ff&
fhct,j,c ithxtdbc c[df vt'jlt,bw^ hjvkt,bw th'b v[hbd fvfhnbdt,ty
ithxtdbc ghjwtlehfc^ vtjht v[hbd rb phlbfy vjgjdt,ek byajhvfwbfc&

UFYIHTDT<EKB ITV"{DTDB"B ITHXTDF& pju]th xdtyb fvjwfyff ephey-

dtkd.j' ithxtdfib gjgekfwbbc c[dflfc[df ]ueabc ofhvjvflutykj,f& fvbcf'dbc
ufvj.jaf bct eylf vj[th[ltc^ hjv fv ]ueat,bc ghjgjhwbt,b ithxtdfib bct'bdt
b.jc^ hjujhw gjgekfwbfib& gjgekfwbbc 'b'jtek ]ueac ihtc eojlt,ty^ [jkj
vbqt,ek ithxtdfc – ufyihtdt,ek ithxtdfc&
ufyihtdt,fc vfiby vbvfh'fdty^ hjltcfw gjgekfwbf fhfth'udfhjdfybf&
fhct,j,c c[df vbptpbw^ hbc ufvjw ufyihtdt,f cfcehdtkbf& rthsjl^ [fylf[fy eahj
vj[th[t,ekbf ithxtdf'f vbqt,f hfbvt nthbnjhbbc c[dflfc[df hfbjybcf'dbc
([fylf[fy ufyihtdt,tk ithxtdfc hfbjybht,ek ithxtdfcfw eojlt,ty)& flfvbfyt,bc
gjgekfwbbc ufyihtdt,f itbskt,f vj[ltc cmtcbc^ fcfrbc^ ghjatcbekb re'dybkt,bc
fy cfveifjc nbgbc vb[tldb' lf f&i& ufyihtdt,f bct eylf vjto.jc^ hjv ihtt,b
'fyferdt'b ufvjdblyty& hjujhw rb gjgekfwbf ihtt,fl lfb.jaf^ xdty itudbskbf
'b'jtek ihtib vfhnbdb itv'[dtdb'b ithxtdf vjdfo.j'&

RKFCNTHEKB ITV"{DTDB"B ITHXTDF& itv'[dtdb'b ithxtdbc rbltd th'b

ajhvf ufvjb.tyt,f egbhfntcfl vjv[vfht,tk'f fphbc ufvjrb'[dbcfc^ hjltcfw
eahj trjyjvbehbf^ vfufkb'fl^ hjv ufvjvrb'[dtkvf mfkfmbc itv'[dtdb' fhxtek
e,fyib 50 j]f[b rfhlfrfh lfbfhjc^ dblht mfkfmbc vfcinf,b' 50 itv'[dtdb'
fhxtek j]f[c tcnevhjc&
'e gjgekfwbfc lfd.ja' 'fyferdt' yfobkt,fl – rkfcntht,fl (d'mdf'^
mfkfmbc vw[jdht,kt,c utjuhfabekb cbf[kjdbc vb[tldb' e,yt,fl lfd.ja')^ vfiby
itv'[dtdb'b ithxtdf itbskt,f ]th rkfcnthbc fy rkfcntht,bc itv'[dtdb'
ithxtdfib vlujvfhtj,ltc^ [jkj itvltu 'b'jtekb ithxtekb rkfcnthbc chek
fqothfib& fvudfh ithxtdfc rkfcnthekb ithxtdf tojlt,f (pju]th rkfcnthc ,eltc
eojlt,ty^ [jkj rkfcnthek ithxtdfc – ,elj,hbd ithxtdfc)&
cbcntvfnehb ithxtdf rkfcnthekbc rthsj itv'[dtdff& 'e k fhbc
cbcntvfnehb ithxtdbc ,b]b lf gjgekfwbbc .dtkf N=mk th'tekb uflfyjvhbkbf^
vfiby udfmdc k rkfcnthb^ hjvkt,bw itcf,fvbcfl itvltu yjvht,c ittcf,fvt,f
[1, k+1, ... , (m–1)k+1], ... , [k, 2k, ... , mk]
lf cbcntvfnehb ithxtdf ybiyfdc rkfcntht,blfy th'th'bc itv'[dtdb' ithxtdfc lf
vbc chek fqothfc&
56

rkfcnthekb ithxtdf trjyjvbehbf^ vfuhfv vfc [ibhfl 'fy cltdc xfyfwdkt,f^

dbyfblfy cjwbfkehb ufvjrdktdbcfc vtpj,kj,bc ghbywbgb' itlutybk rkfcnthib
itbskt,f th'udfhjdfyb itltut,b vbdbqj' lf fvb' gjgekfwbbc fltrdfnehb cehf'b
fh ufvjdbltc^ dbyfblfy ufyc[dfdt,ekb lfrdbhdt,f cojhtl bv rkfcnthib lfhxtc^
hjvtkbw fh fhxtekf&
[fpb eylf uftcdfc bv ufhtvjt,fc^ hjv ufyihtdt,ekb lf rkfcnthekb
ithxtdf jhbdt .jac gjgekfwbfc ]ueat,fl^ vfuhfv 'e iht th'udfhjdfyb
tktvtynt,bcfufy itlut,f^ rkfcnthbc fut,bc ghbywbgbf vtpj,kj,f lf cbf[kjdt&
ufyihtdt,ek ithxtdfib .dtkf iht vjyfobktj,c^ rkfcnthib rb v[jkjl hfvltybvt
rkfcnthbf ofhvjlutybkb^ jqjyl chekfl& 'e ufyihtdt,ekb ithxtdf f[th[t,c
xfyfwdkt,bc tkbvbybht,fc (ufvjhbw[dfc)^ rkfcnthekb ithxtdbc egbhfntcj,f
v[jkjl trjyjvbehj,fibf&

***
gjgekfhek itcfdfkc cnfnbcnbreh vt'jlt,ib^ rthsjl gjgekfwbblfy
ithxtdbc ufvj.jabc vt'jlt,ib^ hjvkt,bw trjyjvbrfib ufvjb.tyt,f^ ofhvjflutyc
,hjelbc obuyb [23]& bekbcf lf rtylfkbc vjyjuhfabf [65] c[dflfc[df nbgbc
ithxtdt,bc fyfkbpcf lf vfufkb't,c e[dfl itbwfdc& ithxtdbc ufvj.jabc
vf'tvfnbrehb 'tjhbf ithxtdbc vbybvfkehb vjwekj,bc ufycfpqdhb' vjwtvekb
cbpecnbcf lf cfbvtljj,bc ljybc gbhj,t,ib uflvjwtvekbf rjrhtybc [38]
aeylfvtyneh vjyjuhfabfcf lf idfhwbc itlfht,b' bjkfl cfrb'[fd obuyib [62]&
hjujhw erdt fqdybiyt'^ itv'[dtdb'b hbw[dt,bc dhwtk w[hbkt,c itbwfdc
,jkitdbcf lf cvbhyjdbc obuyb [20].
[ctyt,ekb o.fhjt,bc ufhlf^ hjvtk'fufy [38] lf [62] lfvfnt,b'b
byajhvfwbbc vbcfqt,flff vb'b't,ekb^ fv 'fdib ufvj.tyt,ekbf vfcfkf [66] lf [79]
obuyt,blfy&

LFCRDYT<B

ithxtdb'b ufvjrdktdbc egbhfntcj,fc gjgekfwbbc chek fqothfc'fy itlf-

ht,b' itvltub ufhtvjt,t,b ufyfgbhj,t,ty% [fh]t,bc trjyjvbf (rthsjl^ th'tek'f
ufvfyflueht,tkb lfrdbhdt,bc itv'[dtdfib)^ lhjbc trjyjvbf^ gjgekfwbbc pjub
th'tekbc vbeqotdflj,f (hfw ufvjhbw[fdc chek fqothfc)^ cbpecnt&
ofhvjvflutykj,b'b (htghtptynfwbekb) ithxtdf fltrdfnehfl fcf[fdc
gjgekfwbbc ghjgjhwbt,c& ithxtdfc itbskt,f f[kltc wljvbkt,f^ hfw ufvjb[fnt,f
ofhvjvflutykj,b'b ithxtdblfy .jdtkudfh uflf[hfib& fhct,j,c itv'[dtdb'b
wljvbkt,f^ hjvtkbw wfkrtek th'tekt,c f[fcbf't,c^ cbcntvfnehb wljvbkt,f
(xfyfwdkt,f)^ hjvtkbw ithxtdbc vt'jlc itbskt,f f[kltc 'fy& fhfithxtdb'b
wljvbkt,f fhbc ufvpjvb [tkcfo.jt,bcf lf ufvjrb'[dbc otct,bc wljvbkt,f&
ufcf'dfkbcobyt,tkbf itcfcofdkb gjgekfwbbcf lf xdty'dbc vbcfodljvb fye
cfveifj gjgekfwbbc cfdfhfelj ufyc[dfdt,fw&
ufyfc[dfdt,ty gjgekfwbblfy ithxtdbc ufvj.jabc itvltu [th[t,c fye ith-
xtdbc itvltu utuvt,c% vbcfodljvb ithxtdf^ eotchbuj ithxtdf^ vbpfyvbvfh'ekb ith-
2 GJGEKFWBBLFY ITHXTDBC UFVJ>JABC VT"JLT<B 57

xtdf^ itv'[dtdb'b ithxtdf& erfyfcrytkb ybiyfdc gjgekfwbbc .jdtkb th'tekb-

cf'dbc ithxtdfib vj[dtlhbc ufycfpqdhekb ifycbc (fk,f'j,bc^ itcfskt,kj,bc
[fhbc[bc) fhct,j,fc& 'e tc ifyct,b 'fyf,fhbf^ vfiby udfmdc vfhnbdb itv'[dtdb'b
ithxtdf& 'erb gjgekfwbbc th'tekt,b uflfyjvhbkbf^ vfiby vfhnbdb itv'[dtdb'b
ithxtdf [jhwbtklt,f itv'[dtdb'b hbw[dt,bc vtidtj,b'& uflfyjvhbkb gjgekf-
wbblfy cbcntvfnehb ithxtdf ybiyfdc cfo.bcb th'tekbc itv'[dtdb' ithxtdfc lf
lfyfhxty th'tekt,pt vbvltdhj,b' uflfcdkfc velvbdb ,b]b'& ufyihtdt,ekb ith-
xtdf bsktdf ithxtdfib c[dflfc[df ihtt,blfy itv'[dtdb' fqt,ekb th'tekt,bc xfh-
'dbc cfiefkt,fc& rkfcnthekb ithxtdf ybiyfdc rkfcntht,fl lf.jabk gjgekf-
wbfib th'b fy hfvltybvt itv'[dtdb' fqt,ekb rkfcnthbc ufvj.jafc lf vf' chek
fqothfc&

CFDFH}BIJT<B

2.1. xfvj'dkbk cbnefwbt,ib fqybiyt'^ hf f]j,t,c^ chekb fqothf 'e

ithxtdf%
(a) itcfvjovt,tkbf bv rjcvjcehb [jvfklbc rjvgjytynt,bc [fhbc[b^ hjvtkbw
flfvbfyb'eh' eylf ufahbyltc rjcvjcib*
(b) bvbcf'dbc^ hjv uffev]j,tcjc gfwbtynt,bc vjvcf[eht,f^ cffdflv.jajc
flvbybcnhfwbfc cehc itbcofdkjc yfvrehyfkt,b gbht,bc fphb*
(c) vrdktdfh vtlbrjcc cehc ufycfpqdhjc itcfskj udthlb'b vjdktyt,b fh'hbnbc
nrbdbkufvf.ext,tkb f[fkb cfiefkt,bc [vfht,bcfc&

2.2. ithxtdbc .jdtkb xfvj'dkbkb utuvbcf'dbc lfflubyt'^ hfnjv fh

tv'[dtdf th'vfyt'c itcofdkbkb lf cfveifj gjgekfwbt,b%
(a) ,b,kbj'trfc fbynthtct,c^ obuyt,bc hf yfobkbf lfpbfyt,ekb& uflfo.lf^ hjv
ithxtdf itlutc itvltuyfbhfl% .jdtk 'fhjpt itbhxtc obuyb^ hjvtkbw 30 cv
vfysbkptf vfhw[tyf rblblfy*
(b) gjkbnbrehvf ufvjvrb'[dtkvf xfvjbfhf 200 ,byf lf lffabmcbhf iby v.ja'fufy
dby hjvtk rfylblfnc lfezthc v[fhc vtjht lqbcf'dbc lfutuvbk fhxtdyt,pt&

2.3. d'mdf'^ 'mdty eylf ufvjb.tyj' ithxtdb'b vt'jlb bvbc itcfafct,kfl^ 'e
hfvltyb cbn.dff yf[fnt,bfy obuyib&
(a) fhbc 'e fhf fm gjgekfwbbc ufycfpqdhbc ghj,ktvf~
(b) vjb.dfyt' fhuevtynt,b bvbc cfcfhut,kjl fy cfobyffqvltujl^ hjv ithxtdbc
th'tekbc hjkib fqt,ekb bmyfc (1) udthlb^ (2) cnhbmjyb&

2.4. mfkfmbc wyj,fhib^ hjvtkbw j'[b okbc obyff ufvjwtvekb^

xfvj'dkbkbf cf[kt,bc vbcfvfh't,b bv vbvltdhj,b'^ hjujhw bcbyb mext,ptf
ufykfut,ekb lf vb'b't,ekbf 'b'jtek vbcfvfh'pt vw[jdht,'f udfht,b& hf yfrkb
58

fmdc fvudfh ,fpbcc mfkfmbc vw[jdht,'f ithxtdb'b ufvjrb'[dbcf'dbc lqtc~ fv

wyj,fhb' vbcfvfh't,bc ithxtdfc ufvj.jalb' 'e vw[jdht,'f ithxtdfc~

2.5. ufhrdtekb byajhvfwbbc vbcfqt,fl cfcehdtkbf ufvjbrb'[jc ufhrdtek

mfkfmib vw[jdht,b j]f[t,bc itv'[dtdb'b ithxtdf& cfvfh'kbfybf 'e fhf
xfvj'dkbkb vt'jlt,bc ufvj.tyt,f fv vbpybc vbcfqotdfl~
(a) .jdtkb vtf't cf[kbc fy vhfdfkcfh'ekbfy cf[kib .jdtkb vtf't ,bybc fhxtdf*
(b) upf]dfhtlbypt lujvf lf pjubth'b ufvdktkbc ufvjrb'[df*
(c) mfkfmbc cfntktajyj wyj,fhib itv'[dtdb' fhxtek yjvht,pt lfhtrdf lf
ufvjrb'[df&
hf gjgekfwbt,pt itbskt,f ufdhwtkltc fv vt'jlt,b' vbqt,ekb itltut,b~

2.6. rb'[dfhb^ hjvtkbw vjvpflt,ekbf vjv[vfht,tk'f v.bldtkj,b'b

eyfhbc itcfcofdkfl^ itbwfdc rb'[dfc% @hf qbhc 'mdtyb fdnjvj,bkb~# hf itwljvf
itbskt,f ufvjbodbjc fv itrb'[dfv~
vjbabmht' cfcehdtkb gfce[bc vbqt,bc ert'tcb upf&

2.7. ofvkbc udthlb'b tatmnbc ufvjcfwltkfl gfwbtyn'f jhb ]ueabf

cfzbhj& gbhdtkb ]ueabc gbht,b qt,ekj,ty ufvjcfrdktd ofvfkc^ vtjht ]ueac
fsktdty edyt,tk ybd'btht,fc ([ibhfl v[jkjl ifmhbc f,c^ hjvtkbw ufhtuyekfl
ofvfkc ufdc)^ hjvtkcfw byukbcehfl placebo mdbf&
hbc'dbc ufvjb.tyt,f placebo ~

2.8. hjvtk ithxtdfc fv]j,byt,lb' lf hfnjv itvltu cbnefwbt,ib^

vbcfodljvc^ vbpfyvbvfh'ekc^ 'e itv'[dtdb'c^ 'e vf' hjvtkbvt rjv,byfwbfc~
(a) mfqfklbc vofhvjt,tkb abhvbc cfhtrkfvj futynb fvpflt,c ghjlemwbbc
ybveit,bfy xfy'fc vbcb vjhbub dbpbnt,bcf'dbc gjkbuhfabek cfofhvjt,ib*
(b) cfrht,ekjc cehc itflfhjc cf[tkvobaj cfvcf[ehib vlufhb cfrfywtkfhbj
veifrt,bc [tkafct,b bv gbht,bc [tkafct,c^ dbcfw vcufdcb gjpbwbt,b erfdbf
rthsj cfofhvjt,ib&
(c) ufpt'bc htlfmnjhb fhxtdc ihbanc htlfmnjhbc cdtnbc lfcf,tzlfl ufpt'bc
gbhdtk udthlpt (egfce[t' htlfmnjhbc gjpbwbblfy)&

2.9. ufvjb.tyt' itv'[dtdb'b hbw[dt,bc w[hbkb^ hf'f%

(a) 100-rfwbfyb abhvblfy itv'[dtdb' itfhxbj' 30 'fyfvihjvtk'f cf,byfj
vlujvfhtj,bc itcfafct,kfl*
(b) th'j,kbj,blfy^ hjvtkbw 10 rkfcnthc itbwfdc itcf,fvbcfl 15, 10, 20, 30, 5,
25, 35, 40, 5 tktvtynfhekb th'tekb'^ ]th ffhxbj' 3 rkfcnthb lf bm itvltu
vjfo.j' chekb fqothf& hjujhb bmyt,f rkfcnthekb ithxtdbc vjwekj,f~
ufyb[bkt' cfvb c[dflfc[df dfhbfynb&
3

ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B

fmfvlt vjyfwtvt,bc fqcfothfl xdty dcfhut,kj,lb' bct'b vf[fcbf't,kt,b'^

hjujhbwff cb[ibht'f ufyfobkt,t,b^ cf[tklj,h^ df]ueat,lb' hf vjyfwtvt,c^
uhfabrekfl ofhvjdfxtylb' cb[ibht'f ufyfobkt,t,c ]ueat,bc vb[tldb'& hjujhw
udf[cjdc^ fct' vf[fcbf't,kt,bf /bcnjuhfvf^ gjkbujyb^ jubdf&
fv 'fdib ufydb[bkekb hbw[db'b vf[fcbf't,kt,blfy 'b'jtekb cfiefkt,fc
bsktdf itreviekb ajhvb' lfdf[fcbf'j' hbw[db' vjyfwtv'f tcf 'e bc 'dbct,f^
rthsjl^ cfl lf hjujh fhbfy vjyfwtvt,b ufykfut,ekb^ cfl fhbc vf'b ufyfobkt,bc
wtynhb^ hjujhbf vf'b ufafynekj,f^ cbvtnhbekbf 'e fhf vjyfwtv'f ufykfut,f
wtynhbc vbvfh'^ fcbvtnhbekj,bc hf nbg'fy udfmdc cfmvt lf c[df& ufhlf fvbcf^ tc
hbw[db'b vf[fcbf't,kt,b udbfldbkt,c vjyfwtv'f jhb ]ueabc^ vfufkb'fl^ jhb
ithxtdbc itlfht,fc ptvjxfvj'dkbkb 'dbct,t,bc vb[tldb'& rthsjl^ vjyfwtvt,b^
hjvkt,bw [fcbf'lt,f cb[ibht'f ufyfobkt,bc vcufdcb ajhvt,b'^ itbskt,f
ufyc[dfdlt,jlyty sbhb'flfl jhb ybiyb'%

(1) ljyb' fye bv wtynhfkehb vybidytkj,b'^ hjvkbc ufhitvjw b.hbfy 'fdc

vjyfwtvt,b&
(2) lfrdbhdt,ekb vybidytkj,t,bc wtynhbc vbvfh' uf,ytdb' fye ufafynekj,b'&

cbnefwbt,bc 'dfkcfxbyjl ofhvjcflutyfl b[& yf[& 3.1– 3.3, cflfw

ufyfobkt,f'f /bcnjuhfvt,b cmtvfnehfl^ ufukedt,ekb cf[b'ff vjwtvekb&
cojhtl fv jhb ybiybc itcf,fvbcfl itvf]fvt,tkb (rht,cb'b) hbw[db'b
vf[fcbf't,kt,b gbhj,b'fl itudbskbf lfd.j' jh sbhb'fl ]ueafl& gbhdtk ]ueac
vbtre'dyt,f vjyfwtv'f ufykfut,bc wtynhbc^ fye hjujhw fv,j,ty^ wtynhfkehb
ntyltywbbc cfpjvt,b& tctybf% ithxtdbc cfiefkj fye fhb'vtnbrekb cfiefkj^
ithxtdbc vtlbfyf lf vjlf& vf' vjyfwtv'f kjrfkbpfwbbc cfpjvt,cfw eojlt,ty&

yf[& 3&1& ufyfobkt,f'f vcufdcb ajhvf^ ljyt'f (wtynht,bc) ufyc[dfdt,f&

60

yf[& 3&2& ufyfobkt,f'f vcufdcb ajhvf^ th'yfbhb ljyt^ ufyc[dfdt,f ufafynekj,fib&

yf[& 3&3& ufyfobkt,f'f vcufdcb ajhvf^ ljytt,bcf lf ufafynekj,bc c[dfj,f&

vtjht ]ueaib itlbc vjyfwtv'f uf,ytekj,bc fye dfhbf,tkj,bc cfpjvt,b&

tctybf% ghjwtynbkt,b^ vfmcbvfkehb uf,ytdf^ ithxtdbc lbcgthcbf lf cfiefkj
rdflhfnekb uflf[hf^ dfhbfwbbc rjtabwbtynb& ghjwtynbkt,b f[fcbf't,c
vjyfwtv'f gjpbwbfc vf'b ufvjxtybc cb[ibhbc vb[tldb'^ fv 'dfkcfphbcb'
ghjwtynbkt,b vjyfwtv'f kjrfkbpfwbbc cfpjvcfw ofhvjflutyc& ithxtdb'b
lbcgthcbf lf cfiefkj rdflhfnekb uflf[hf f[fcbf't,c vjyfwtv'f ufafynekj,fc
cfiefkjc vbvfh'&
hbw[db'b vjyfwtvt,bcf'dbc xdty ufydb[bkfd' rbltd jh vf[fcbf't,tkc%
ithxtdbc fcbvtnhbbcf lf tmcwtcbc rjtabwbtynt,c^ hjvkt,bw itcf,fvbcfl
f[fcbf't,c ufyfobkt,bc cbvtnhbekj,fcf lf odtnbfyj,fc&
'dbct,hbdb vjyfwtvt,bcf'dbc .dtkfpt ufdhwtkt,ekb lf cfcfhut,kj
hbw[db'b vf[fcbf't,tkbf ithxtdb'b ghjgjhwbf (afhlj,b'b cb[ibht)^ hjvtkbw
vbudb'b't,c^ 'e hfvltyfl [ibhfl ud[dlt,f hfbvt rthsj 'dbct,bc vmjyt j,btmnb (fy
bylbdblb) ithxtdfib&
fv 'fdib uflvjwtvekb vfcfkf vbe[tlfdfl cf'fehbcf^ cfpjufljl^ .jdtkb
cfchekb cnfnbcnbrehb th'j,kbj,bc vf[fcbf't,kt,c itt[t,f^ vfuhfv cf'fehbc
fhxtdfpt bv ufhtvjt,fv bvjmvtlf^ hjv cnfnbcnbrjcc^ hjujhw otcb^ cfmvt fmdc
egbhfntcfl ithxtdfc'fy fye ithxtdb' th'j,kbj,fc'fy& vjvltdyj 'fdt,ib (pju]th
fv 'fdibw rb) xdty th'vfyt'c itdflfht,' gjgekfwbfc lf ithxtdfc (utythfkeh lf
ithxtdb' th'j,kbj,t,c) gjgekfwbbc lf ithxtdbc vf[fcbf't,kt,c (utythfkeh lf
ithxtdb' vf[fcbf't,kt,c) lf f&i&
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 61

§ 1. WTYNHFKEHB NTYLTYWBBC CFPJVT<B

FHB"VTNBREKB CFIEFKJ (CFIEFKJ)& fhb'vtnbrekb cfiefkj (fye^

e,hfkjl cfiefkj) ofhvjflutyc wtynhfkehb ntyltywbbc th'-th' .dtkfpt
ufdhwtkt,ekcf lf ufvzbhdfkt ibyffhcbc vmjyt cfpjvc&
d'mdf'^ xdty ufudfxybf hjvtkbvt abhvbc okbehb cfghjwtynj itvjcfdfkb
,jkj f'b okbc ufyvfdkj,fib& tctybf
8.1; – 6.2; 20.9; – 2.7; 33.6; 42.9; 24.4; 5.2; 3.1; 30.5.
hjujhbf abhvbc cfiefkj okbehb itvjcfdfkb fv f'b okbc ufyvfdkj,fib~
cfiefkj itvjcfdfkb ufvjb'dkt,f itvltub otcb'% itdrht,' .dtkf vjyfwtvc lf
itvltu ufd.ja' okt,bc hfjltyj,fpt^ t&b& ufvjb'dkt,f vj.dfybkb hbw[dt,bc
fhb'vtnbrekb cfiefkj%
8.1 + (−6.2) + 20.9 + (−2.7) + 33.6 + 42.9 + 24.4 + 5.2 + 3.1 + 30.5
= 16.
10
fvhbufl^ cfiefkj okbehb itvjcfdfkb fhbc 16%&
hflufyfw hbw[db'b vjyfwtvt,bc .jdtkb cbvhfdkbcf'dbc fhb'vtnbrekb
cfiefkj ufvjb'dkt,f th'b lf bubdt upb'^ tc ufvj'dkt,b vjcf[th[t,tkbf
ufvjbcf[jc cbv,jkehfl&
d'mdf'^ vjwtvekbf hbw[dt,b' ufvj[fnekb n lfrdbhdt,f (n vjwekj,bc
ithxtdf hfbvt gjgekfwbblfy)^ hjvkt,cfw xdty fqdybiyfd' x 1 , ..., x n cbv,jkjt,b'&
vfiby fv vjyfwtv'f fhb'vtnbrekb cfiefkj fqbybiyt,f x -b' lf ufvjb'dkt,f
ajhvekb'%
Comment [MSOffice1]:
x1 +  + x n 1 n
x = = ∑ xi (3.1)
n n i =1
fye fhb'vtnbrekb cfiefkj ofhvjflutyc lfrdbhdt,ek vybidytkj,f'f ]fvbc
afhlj,fc lfrdbhdt,f'f hfjltyj,fc'fy&
fhb'vtnbrek cfiefkjc itbskt,f vbtwtc itvltub vfhnbdb bynthghtnfwbf%
fhb'vtnbrekb cfiefkj fhbc ithxtdbc th' bylbdblpt fy j,btmnpt vjcekb
]fveh lfrdbhdt,f'f obkb (cfiefkj hfjltyj,f)&
vfufkbsb 3.1. itcofdkbkbf 10 j]f[ib ,fdid'f hfjltyj,f& itcf,fvbcb
vjyfwtvt,bf
3, 2, 1, 1, 2, 3, 3, 1, 2, 2.
vfiby th' j]f[pt vjcekb ,fdidt,bc cfiefkj hfjltyj,f bmyt,f
3 + 2 +1+1+ 2 + 3 + 3 +1+ 2 + 2
= 2,
10
62

t&b& 2 ,fdidb& fvhbufl^ 'e 10 j]f[c ]fvib .fdc 20 ,fdidb^ vfiby fhb'vtnbrekb
cfiefkj elhbc ,fdid'f bv hfjltyj,fc^ hjvtkbw vjdbljlf th' j]f[pt ,fdidt,b
'fyf,hfl hjv uftyfobkt,byf'&
d'mdf' n veibc ]fvehb [tkafcbf P kfhb& vfiby fhb'vtnbrekb cfiefkj
njkbf P/n afhlj,bcf lf bub fhbc th' veifpt vjcekb [tkafcb bv itv'[dtdfib^ 'e
tc [tkafcb 'fyf,hfl ufyfobklt,jlf .jdtk vf'ufypt& vtjhtc v[hbd^ 'e wyj,bkbf^
hjv n veibc cfiefkj [tkafcbf x = M kfhb^ vfiby vf'b ]fvehb [tkafcb .jabkf
P=nM kfhb& tc afmnb ajhvfkehfl fct ufvjb'mvbc
n
n x = ∑ xi .
i =1

vjdb.dfyj' fhb'vtnbrekb cfiefkjc 'dbct,t,b&

1) cfiefkjlfy uflf[ht,bc ]fvb yekbc njkbf%
n
∑ ( xi − x ) = 0. (3.2)
i =1
vfh'kfw^
n
1 n

∑x ∑x
n
∑ ( xi − x ) = i − n x = n  i − x  = n ( x – x ) = 0.
i =1 i =1 n i =1 
tc 'dbct,f bsktdf bvbc f[cyfc^ 'e hfnjv ofhvjflutyc x vjyfwtv'f
ufykfut,bc wtynhbc vf[fcbf't,tkc& fv vbpyb' ufdfhrdbj' fhb'vtnbrekb
cfiefkjc abpbrehb ibyffhcb& ofhvjdblubyj' eojyj th'udfhjdfyb qthsb^
hjvtkptlfw x 1 , ..., x n rjjhlbyfnt,bc vmjyt othnbkt,ib ufykfut,ekbf
th'tekjdfyb vfct,b& fv itv'[dtdfib^ vj.dfybkb 'dbct,blfy ufvjvlbyfht^ x
ofhvjflutyc bv cf.hltyb othnbkbc rjjhlbyfnc^ hjvkbc vbvfh'fw qthsb
ojyfcojhj,fib bv.jat,f fye x fhbc cbvsbvbc wtynhb& fvfc fldbkfl lfdbyf[fd'^ 'e
ufdb[ctyt,' cbvsbvbc wtynhbc wyt,fc% d'mdf'^ x 1 , ..., x n othnbkt,ib vj'fdct,ekbf
m 1 , ..., m n vfct,b^ vfiby cbvsbvbc wtynhb fhbc bv a rjjhlbyfnbc vmjyt othnbkb^
hjvkbc'dbcfw cheklt,f njkj,f
n

∑ (x
i =1
i − a ) mi = 0. (3.3)

xdtyc itv'[dtdfib m i = 1^ t&b& a = x &

2) yt,bcvbthb a hbw[dbcf'dbc
n n
∑ ( xi − x ) ≤ ∑ ( xi − a ) ,
2 2
(3.4)
i =1 i =1

t&b& fhb'vtnbrekb cfiefkj bc hbw[dbf^ hjvkblfyfw wfkrtekb lfrdbhdt,t,bc

uflf[ht,bc rdflhfnt,bc ]fvb vbybvfkehbf&
itdfvjovj' tc 'dbct,f& lfdfabmcbhj' yt,bcvbthb a hbw[db& vfiby
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 63

n n n n

∑ (x
i =1
i − a) 2 = ∑ (x
i =1
i − x + x − a) 2 = ∑ (x
i =1
i − x ) 2 + 2 ( x − a) ∑ (x
i =1
i − x ) + n ( x − a) 2 =

n n
= ∑ (x
i =1
i − x ) 2 + n ( x − a) 2 ≥ ∑ (x
i =1
i − x)2 .

n
itdybiyj'^ hjv ,jkjc obyf njkj,f vbqt,ekbf ∑ ( xi − x ) = 0 njkj,bc
i =1
uf'dfkbcobyt,b'&
3) 'e fhct,ekb x 1 , ..., x n vjyfwtvt,blfy itdmvyb' f[fk vjyfwtvt,c y 1 = ax 1 +b, ... ,
y n = ax n +b, t&b& sdtk vjyfwtvt,c itdewdkb' f'dkbc othnbkcf lf vfcinf,c (fm
a lf b yfvldbk hbw[d'f yt,bcvbthb o.dbkbf)^ vfiby fldbkb itcfvjovt,tkbf^
hjv
1 n
y = ∑ y i = a x +b (3.5)
n i =1
fye f[fkb vjyfwtvt,bc fhb'vtnbrekb cfiefkj vbbqt,f sdtkbcfufy f'dkbc
othnbkbcf lf vfcinf,bc bct'bdt itwdkb'&
4) d'mdf'^ x 1 , ..., x n lf y 1 , ..., y n njkb vjwekj,bc jhb ithxtdff& itdmvyf' f[fkb
ithxtdf z 1 = x 1 ± y 1 , ..., z n = x n ± y n &
vfiby fldbkfl vjovlt,f^ hjv
z = x±y. (3.6)

5) 'e x 1 , ..., x n lf y 1 , ..., y m jhb ithxtdff^ vfiby

x 1 , ..., x n , y 1 , ..., y m
ufth'bfyt,ekb ithxtdbc fhb'vtnbrekb cfiefkj vjbwtvf ajhvekb'%
n m
z = x+ y (3.7)
n+m n+m
fye z fhbc wfkrtek fhb'vtnbrek cfiefkj'f itojybkb ]fvb^ itcf,fvbcfl^
n m
ω1= lf ω 2 = ^ ojyt,b'& itdybiyj'^ hjv ω 1 + ω 2 = 1&
n+m n+m
tc 'dbct,f vtnfl vybidytkjdfybf ghfmnbrekb 'dfkcfphbcb'% vjyfwtv'f
f[fkb vfcbdbc ufvjxtyf lf vbcb ufth'bfyt,f sdtk vjyfwtvt,'fy fh cfzbhjt,c
ufth'bfyt,ekb vjyfwtvt,bc fhb'vtnbrekb cfiefkjc [tkvtjhtl ufvj'dkfc^
cfrvfhbcbf ufvjb'dfkjc vjyfwtv'f f[fkb vfcbdbc fhb'vtnbrekb cfiefkj&
ufth'bfyt,ek vjyfwtv'f fhb'vtnbrekb cfiefkj ufvjb'dkt,f hjujhw sdtkb
vjyfwtvt,bcf lf f[fkb vfcbdbc fhb'vtnbrek cfiefkj'f itojybkb ]fvb&
bvbc ufvj^ hjv cfiefkj fldbkb ufvjcf'dktkbf^ uffxybf vfhnbdb bynthght-
nfwbf lf vfcpt itbskt,f vf'tvfnbrehb jgthfwbt,bc xfnfht,f^ bc ofhvjflutyc
vjyfwtv'f wtynhbc th'-th' .dtkfpt ufdhwtkt,ek hbw[db' vf[fcbf't,tkc&
cfiefkj ufycfre'ht,b' vybidytkjdfybf uflfo.dtnbkt,t,bc vbqt,bc 'dfkcfphb-
cb'^ hflufy [ibh itv'[dtdt,ib bc wtynhfkehb ntyltywbbc cfert'tcj cfpjvbf lf
64

vfcpt lf.hlyj,b' itcfskt,tkbf lfcf,e't,ekb cnfnbcnbrehb lfcrdyt,bc ufrt-

't,f gjgekfwbbc ufykfut,bc wtynhbc itcf[t,&
vfuhfv cfiefkj fhb'vtnbrekc uffxybf th'b cthbjpekb yfrkb^ hjvtkbw
ufhrdtekb fphb' fhflfvfrvf.jabkt,tkc [lbc vfc^ hjujhw kjrfkbpfwbbc (wty-
nhfkehb ntyltywbbc) cfpjvc& bub ptlvtnfl htfubht,c tmcnhtvfkehb lfrdbhdt-
,t,bc evybidytkj hfjltyj,fptw rb& tmcnhtvfkehb lfrdbhdt,t,b itbskt,f jhb
nbgbc b.jc& gbhdtk nbgc vbtre'dyt,f t&o& @fvjdfhlybkb# lfrdbhdt,t,b fye bc lfr-
dbhdt,t,b (vjyfwtvt,b)^ hjvkt,bw vrdt'hflff ufyc[dfdt,ekb vjyfwtv'f sbhb'flb
vfcbdbcfufy& xdty dyf[fd'^ hjv fv itv'[dtdfib cfiefkj vrdt'hflff ofyfwdkt,ekb
@fvjdfhlybkb# lfrdbhdt,t,bc vbvfh'ekt,b'& tmcnhtvfkeh lfrdbhdt,t,'fy cfmvt
udfmdc bv cbnefwbfibw^ hjltcfw vjyfwtvt,b' fut,ekb (ufukedt,ekb) /bcnjuhfvf
skbthfl fcbvtnhbekbf hjvtkbvt vbvfh'ekt,b' (fy vfh]dybd fy vfhw[ybd)^ fye vfc
uffxybf hjvtkbvt vbvfh'ekt,b' ufotkbkb uhstkb @relb# lf vjrkt @relb#
cfobyffqvltuj vbvfh'ekt,b' (hfw^ vfufkb'fl^ vbe'b't,c itlfht,b' lblb tmcnht-
vfkehb vybidytkj,t,bc vwbht ghjgjhwbbc fhct,j,fpt vfh]dybd fcbvtnhbekb
/bcnjuhfvt,bc lhjc)& fv itv'[dtdfibw cfiefkj ofyfwdkt,ekbf uhstkb @relbc#
vbvfh'ekt,b' lf vjyfwtv'f sbhb'flb vfcf vbc th' v[fhtc fqvjxylt,f& fct'b vjyf-
wtvt,bcf'dbc cfiefkj fh ofhvjflutyc wtynhfkehb ntyltywbbc cfbvtlj cfpjvc&
cfbkecnhfwbjl ufydb[bkj' itvltub vfufkb't,b&
vfufkbsb 3.2. d'mdf'^ vecbrfkeh yfofhvjt,'f rfnfkjublfy^ hjvtkibw
vjwtvekbf wfkrtekb yfofhvjt,bc itchekt,bc [fyuhskbdj,f (ufvj[fnekb
oe't,ib) itv'[dtdb' fdbhxbt' 5 yfofhvjt,b^ hjvtk'f vjyfwtvt,bf x 1 = 37, x 2 = 46,
x 3 = 40, x 4 = 57, x 5 = 50, vfiby x = 46& vfuhfv vt[e't yfofhvjt,bc (xfbrjdcrbc
cbvajybbc) yfwdkfl xdty hjv fudthxbf dfuythbc jgthf t&b& x 5 =200^ vfiby x =76, t&b&
cfiefkjv uflfbyfwdkf tmcnhtvfkehb x 5 =200 lfrdbhdt,bcfrty^ .dtkf lfyfhxtyb
vjyfwtvb cfuhsyj,kfl yfrkt,bf 76-pt& .dtkf lf'fy[vlt,f bvfc^ hjv x fh fhbc
ufykfut,bc (kjrfkbpfwbbc) vluhflb vf[fcbf't,tkb& itdybiyj'^ hjv 'e vt[e't
vjyfwtvc itdwdkb' x 5 = 400-b'^ vfiby x = 116 lf f&i&
vrdt'hfl fcbvtnhbekb (vfh]dybd) ajhvf fmdc vjcf[ktj,bc itvjcfdkt,bc
cb[ibhek ufyfobkt,t,c^ fvbnjv x vrdt'hfl ofyfwdkt,ekb fqvjxylt,f vfh]dybd
(tmcnhtvfkehfl lblb itvjcfdkt,bc vbvfh'ekt,b') lf ufcfiefkjt,ekb
itvjcfdkt,bc ufvj.tyt,f w[jdht,bc ljybc fqcfothfl fphc vjrkt,ekbf&
vfufkbsb 3.3. mdtdb' vj.dfybkbf fdcnhfkbbc th'-th'b eybdthcbntnbc
'fyfvihjvtk'f okbehb itvjcfdkt,b ($1000-ib)%
28, 109, 26, 32, 30, 26, 29.
udfmdc x = 28+109+ 26+32
7
+ 30 + 26 + 29
= 40 & hjujhw d[tlfd'^ .dtkf vjyfwtvb^ ufhlf th'bcf
40-pt yfrkt,bf lf fvhbufl^ x = 40 fh fqothc nbgj,hbd itvjcfdfkc&
vbe[tlfdfl fv gjntywbehb ltatmnbcf cfiefkj ofhvjflutyc wtynhfkehb
ntyltywbbc .dtkfpt gjgekfhek cfpjvc^ hflufyfw fhct,j,c vhfdfkb gjgekfwbf^
hjvtk'f'dbc tmcnhtvfkehb lfrdbhdt,t,b sfkbfy vwbhtlff vjcfkjlytkb
(vfufkb'fl^ hjltcfw ufukedt,ek /bcnjuhfvfc fmdc t&o& yjhvfkehb ufyfobkt,bc
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 65

cbvrdhbdbc ajhvf)& fct'b gjgekfwbt,bcf'dbc fhb'vtnbrekb cfiefkj vluhflbf lf

ithxtdbc rfhub vf[fcbf't,tkbf&

VTLBFYF& vtlbfyf ufytre'dyt,f vlt,fhtj,bc wtynhfkehb ntyltywbbc

vluhflb cfpjvt,bc ]ueac&
cfpjufljl^ vjyfwtv'f hfbvt hbw[db'b vf[fcbf't,kbc vluhflj,f ybiyfdc^
hjv lfrdbhdt,f'f vwbht hfjltyj,bc wdkbkt,fc itpqelekb ufdktyf fmdc vfcpt^
vbe[tlfdfl bvbcf^ 'e hjujhbf fv wdkbkt,bc cblblt& cfiefkjc fh uffxybf tc
'dbct,f^ hflufy xdty itudbskbf hfubyl lblb ufd[flj' bub^ itdwdkb' hf v[jkjl
th' vjyfwtvc eahj lblb vjyfwtvb' (b[& vfufkb'b 3.2)&
hjujhw mdtdb' dyf[fd'^ vtlbfyf vluhflb fqvjxylt,f ptvj' fqothbkb
'dfkcfphbcb'& cojhtl fv 'dbct,bc ufvj vtlbfyf^ fhb'vtnbrekb cfiefkjc itvltu^
ofhvjflutyc wtynhfkehb ntyltywbbc .dtkfpt ufdhwtkt,ek cfpjvc&
hjujhw wyj,bkbf @vtlbfyf# fhbc @ief#-c cbyjybvb& cbyfvldbktibw^ vtlbfyf
ufybvfhnt,f^ hjujhw vjyfwtv'f dfhbfwbekb vorhbdbc (fye phlbc vb[tldb'
lfkfut,ekb lfrdbhdt,t,bc vorhbdbc) ief vybidytkj,f bv fphb'^ hjv vfcpt yfrkt,b
hbw[db'b vybidytkj,bc vjyfwtv'f hfjltyj,f vfcpt lblb hbw[db'b vybidytkj,bc
vjyfwtv'f hfjltyj,bc njkbf& 'e lfrdbhdt,f'f hfjltyj,f^ n rtynbf^ vfiby vtlbfyf
vfh'kfw fhbc dfhbfwbekb vorhbdbc ief otdhb& 'e lfrdbhdt,f'f hfjltyj,f keobf^
vfufkb'fl n = 2k^ vfiby yt,bcvbthb vybidytkj,f (x (k) , x (k+1) ) bynthdfkblfy
frvf.jabkt,c vtlbfybc ufyvfhnt,fc& fvhbufl^ fv itv'[dtdfib vtlbfyf wfkcf[fl fh
ufybcfpqdht,f& ufeut,hj,bc 'fdblfy fwbkt,bc vbpyb' vbqt,ekbf vtlbfybc itvltub
ufycfpqdht,f&
d'mdf' x 1 , ..., x n ithxtdbc tktvtynt,bf^ [jkj x (1) , x (2) ,.., x (n) itcf,fvbcb
dfhfwbekb vorhbdbf& vtlbfyf fqbybiyt,f ~ x -b' lf fbut,f itvltub otcb'%
 x (n +1 / 2 ) , ' e n rtynbf^
~ 
x = x + x (( n / 2) +1) (3.8)
 (n / 2 ) , ' e n keobf &
 2
hjujhw d[tlfd'^ vtlbfybc vjcfst,yfl cfzbhjf dfhbfwbekb vorhbdbc itmvyf^
hfw lfrdbhdt,f'f lblb hfjltyj,bc lhjc ufhrdtek cbsytktt,'fy itbskt,f b.jc
lfrfdibht,ekb&
fqcfybiyfdbf vtlbfybc itvltub 'dbct,t,b^ hjvkt,bw itcf,fvbcfl cfiefkjc
1) lf 2) 'dbct,t,bc fyfkjubehbf&
a) vtlbfyf ofhvjflutyc bct' cblbltc^ hjvkblfyfw wfkrtekb lfrdbhdt,t,bc
uflf[ht,bc f,cjkenehb cblbltt,bc ]fvb vbybvfkehbf^ fye yt,bcvbthb a
hbw[dbcf'dbc flubkb fmdc enjkj,fc
n n
∑ | xi x | ≤ ∑ | xi − a | ;
−~ (3.9)
i =1 i =1
b) ithxtdbc vtlbfyf ofhvjflutyc itvltub ufynjkt,bc fvj[cyfc
66

n
∑ sign ( xi − ~
x) = 0
i =1

 1, x > 0

cflfw sign x =  0, x = 0 .
− 1, x < 0

t&b& lfrdbhdt,t,bc vtlbfybcfufy uflf[hbc ybiyt,bc ]fvb yekbc njkbf&
fhb'vtnbrekb cfiefkjc 3) 'dbct,f sfkfib hxt,f vtlbfyfcf'dbcfw*
c) vjyfwtvt,bc f'dkbc othnbkbcf lf vfcinf,bc itwdkb' vbqt,ekb f[fkb
vjyfwtvt,bc vtlbfyf vbbqt,f sdtkbcfufy f'dkbc othnbkbcf lf vfcinf,bc bubdt
ufhlfmvyb' fye 'e y i = ax i + b, i = 1, 2, ..., n,
~
y =a~ x +b. (3.10)

vtlbfybcf'dbc fqfh hxt,f sfkfib cfiefkjc 4) lf 5) 'dbct,t,b& t&b& 'e udfmdc

jhb ithxtdf x 1 , ..., x n lf y 1 , ..., y n vfiby f[fkb ithxtdbc z i = x i ± y i vtlbfyf fqfh
ufvjbcf[t,f ~z = ~x±~ y ajhvb'^ fctdt jhb ithxtdbc ufth'bfyt,bc itltufl vbqt,ekb
vtlbfyf fqfh ufvjbcf[t,f 'b'jtekb ithxtdbc vtlbfyf'f cfiefkt,b'&
mdtvj' vj.dfybkb vfufkb'b lfudfhoveyt,c bvfib^ hjv fhct,j,c itv'[dtdt,b^
hjltcfw vtlbfyf ert' fqothc wtynhfkeh ntyltywbfc^ dblht cfiefkj lf fvfc'fy^
bv afmnibw^ hjv vtlbfyf eahj vluhflbf tmcnhtvfkehb lfrdbhdt,t,bc vbvfh' fye
tmcnhtvfkehb lfrdbhdt,bc ufdktyf vtlbfyfpt evybidytkjf&
vfufkbsb 3.4. d'mdf' udfmdc 3.3 vfufkb'ib vj.dfybkb vjyfwtvt,b& lfdfkfuj'
tc vjyfwtvt,b phlbc vb[tldb' t&b& ofhvjdflubyj' dfhbfwbekb vorhbdbc cf[b'%
x (1) = 26, x (2) = 26, x (3) = 28, x (4) = 29, x (5) = 30, x (6) = 32, x (7) = 109.
vfiby^ hflufy n rtynbf^ ~ x =x ((n+1)/2) = x (4) = 29& ufdb[ctyj'^ hjv x = 40& hjujhw
d[tlfd'^ vtlbfyf ert' fqothc nbgj,hbd itvjcfdfkc^ dblht cfiefkj&
d'mdf'^ lfrdbhdt,f x (7) = 109 itdwdfkt' 200-b'& vfiby^ itwdkbkb vjyfwtvt-
,bcf'dbc ~x = 29^ [jkj x = 53. fvhbufl^ vtlbfyf fh itbwdfkf^ cfiefkjv rb vybidyt-
kjdyfl ofbyfwdkf lblb lfrdbhdt,bc (200) vbvfh'ekt,b'& fvhbufl^ vtlbfyf
vlt,fhtj,bc eahj vluhflb vf[fcbf't,tkbf^ dblht cfiefkj&
d'mdf'^ f[kf x (3) = 26 itdwdfkt' 300-b'& vfiby f[fkb vjyfwtvt,bc dfhbf-
wbekb vorhbdb bmyt,f%
x (1) = 26, x (2) = 28, x (3) = 29, x (4) = 30, x (5) = 32, x (6) = 109, x (7) = 300.
~
fvbnjv x =x (4) =30, t&b& vtlbfyf itbwdfkf th'b th'tekb' (ufdb[ctyj'^ hjv cfo.bcb
vjyfwtvt,bcf'dbc ~ x = 29)^ x ≈78.85, t&b& cfiefkj vrdt'hfl ufbpfhlf (cfo.bcb
vjyfwtvt,bcf'dbc x =40)^ hfw rdkfd vtn.dtkt,c vtlbfybc^ hjujhw wtynhbc
vf[fcbf't,kbc vluhflj,fpt&
vtlbfyfc uffxybf rbltd th'b cfcfhut,kj 'dbct,f& bv itv'[dtdfib^ hjltcfw
ithxtdbc bylbdblt,b lfkfut,ekbf itcfcofdkb ybiybc (vfxdtyt,kbc) cblblbc
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 67

vb[tldb' (vfufkb'fl^ flfvbfyt,b – cbvfqkbc vb[tldb') vtlbfybc ufvjcf'dktkfl

cfzbhj fhff .dtkf bylbdblbc vfxdtyt,kbc ufpjvdf^ fhfvtl v[jkjl iefib vjmwtekb
bylbdblbcf (hjwf n rtynbf) fy jhb ief bylbdblbcf (hjwf n keobf)& vtlbfyfc
ufvj'dkf itcfskt,tkbf aj'kt,bfyb qthjt,bc vcufdcb lbfuhfvbc vtidtj,b'fw^
vjyfwtv'f [tkvtjhtl uflfothbc ufhtit&
jhbdt^ fhb'vtnbrekb cfiefkj lf vtlbfyf ofhvjflutyc vjyfwtv'f
cbvhfdkbc wtynhbc cfpjvc^ vfuhfv cfpjufljl^ tc jhb cblblt th'vfyt'bc njkb
fhff^ hflufyfw bcbyb ofhvjfxtyty vjyfwtv'f cbvhfdkbc c[dflfc[df fcgtmnc&
bvbc ufvj^ hjv cfiefkj ptlvtnfl vuhsyj,bfhtf tmcnhtvfkehb lfrdbh-
dt,t,bc vbvfh'^ hfw bvfib ufvjb[fnt,f^ hjv vwbht hfjltyj,bc tmcnhtvfkehb
lfrdbhdt,t,b (lfrdbhdt,f'f sbhb'flb vfcbcfufy cblblb' ufvjhxtekb lfrdbhdt,t,b)
cfiefkjib f[ij,ty ,tdhb^ eahj vwbht cblblbc lfrdbhdt,bc tatmnc^ vtlbfyf rb
vluhflbf tmcnhtvfkehb lfrdbhdt,t,bc ufdktybc vbvfh'^ [ibh cbnefwbfib
egbhfntcj,f tybzt,f vtlbfyfc& bub ufycfre'ht,b' vybidytkjdfy byajhvfwbfc
bsktdf vfiby^ hjltcfw vjwtvek ithxtdfib lfrdbhdt,t,bc itlfht,b' vwbht
hfjltyj,f vybidytkjdyfl ufyc[dfdlt,f lfyfhxtyb cbvhfdkbcfufy& vfufkb'fl^
vjcf[ktj,bc ufhrdtekb ]ueabc itvjcfdkt,bc ufyfobkt,bc vjyfwtvt,ib vtlbfyf
vjcf[ktj,bc fv ]ueabc w[jdht,bc ljybc eahj fphbfy cehf'c bsktdf^ dblht
cfiefkj (hjvtkptlfw lbl ufdktyfc f[ltyc th'b bylbdblbc lblb itvjcfdfkb)&
vfuhfv fh eylf dbabmhj'^ hjv vluhflj,bc ufvj vtlbfyfc .jdtk'dbc eylf
vbtybzjc egbhfntcj,f cfiefkjc'fy itlfht,b'& cfiefkj ufvjb'dkt,f .dtkf
vjyfwtvbc vtidtj,b' (.dtkf vjyfwtvbc cblblbc uf'dfkbcobyt,b') lf itbwfdc vtn
byajhvfwbfc^ dblht vtlbfyf^ vbcb vuhsyj,bfhj,f rb [ibh itv'[dtdfib vfc vjwtvekb
ithxtdbc rfhu vf[fcbf't,kfl fmwtdc& e[tifl hjv d'mdf'^ cfiefkj itbskt,f
ufvj.tyt,ekb bmyfc hjujhw cfpjvb^ hjvtkbw fcf[fdc^ 'e cfiefkjl hf cblblbcff
ithxtdbc tktvtynt,b& jhb c[dflfc[df ]ueabc tktvtynt,bc itlfht,bc vbpyb'
xdtekt,hbd flfht,ty vf' fhb'vtnbrek cfiefkjt,c&
ufydb[bkj' itvltub vfufkb'b&
vfufkbsb 3.5. d'mdf'^ vjwtvekbf jhb A lf B abhvbc itvjcfdkbfyj,f
(ghjwtynt,ib) ,jkj 10 okbc ufyvfdkj,fib%

abhvf A 8.3 – 6.2 20.9 – 2.7 33.6 42.9 24.4 5.2 3.1 30.5
abhvf B 12.1 6.4 12.2 27.8 25.7 18.2 10.7 –1.3 11.4 –2.8

ufvjd'dfkj' cfiefkjt,b A lf B abhvt,bcf'dbc^

x A = 16%, x B = 12%.

fv jhb cfiefkjc itlfht,f udfsktdc cfaesdtkc dbabmhj'^ hjv A abhvbc

itvjcfdkbfyj,f cfiefkjl eahj vfqfkbf^ dblht B abhvbcf (cfrb'[bc pecnb lfcvf
lf uflfo.dtnf itbskt,f b[bkj' vt-11 'fdib)&
68

VJLF& wtynhfkehb ntyltywbbc vtcfvt cfpjvc ofhvjflutyc vjlf& bc

ofhvjflutyc bv vybidytkj,fc ithxtdblfy^ hjvtkbw .dtkfpt [ibhfl ud[dlt,f&
vfufkb'fl^ 'e xdtyb vjyfwtvt,bf
2, 3, 5, 4, 6, 4, 7, 1,
vfiby vjlf bmyt,f 4^ hflufyfw bc 2-]th itud[dlf ithxtdfib^ .dtkf lfyfhxtyb
lfrdbhdt,f rb th'[tk&
itbskt,f bct vj[ltc^ hjv ithxtdfib fct'b vybidytkj,f fh fqvjxyltc& fv
itv'[dtdfib itbskt,f dbkfgfhfrj' t&o& vjlfkeh bynthdfkpt^ hjvtkbw fct
ufybvfhnt,f% 'e fut,ekb udfmdc fct 'e bct vbcfqt,b /bcnjuhfvf (fye /bcnjuhfvf^
hjvtkbw fltrdfnehfl fqothc vjyfwtv'f cb[ibhek ufyfobkt,fc)^ vfiby vjlfkehb
bynthdfkb bmyt,f bc bynthdfkb^ hjvtkcfw ittcf,fvt,f /bcnjuhfvbc vfmcbvfkehb
vybidytkj,f& fvhbufl^ vjlfkehb bynthdfkb ofhvjflutyc bv bynthdfkc^ hjvtkibw
vj[dlf lfrdbhdt,f'f .dtkfpt lblb hfjltyj,f& ufhrdtekj,bcf'dbc vjlfc eojlt,ty
vjlfkehb bynthdfkbc ief othnbkc& 'e ithxtdbc vjwekj,f lblbf^ fv]j,byt,ty
vjyfwtv'f lf]ueat,fc lf vjlfkehb bynthdfkbc vjst,yfc&
fldbkb itcfvxytdbf^ hjv vjlbc (vjlfkehb bynthdfkbc) vjst,yf cfrvfjl
h'ekbf& bv bynthdfkbc vb'b't,f^ hjvtkibw vj[dlf lfrdbhdt,f'f vfmcbvfkehb
hfjltyj,f^ lfvjrblt,ekbf bvfpt^ 'e hjujh lfdf]ueat' vjyfwtvt,b& cf[tklj,h^
bvfpt 'e hf cbuhsbc bynthdfkt,fl lfd.fdb' bynthdfkb [x (1) , x (n) ]& fvbnjv
vjlfkehb bynthdfkbc ufycfpqdhfc 'fy cltdc .dtkf bc cbh'ekt^ hjvtkbw
lfrfdibht,ekbf /bcnjuhfvt,bc fut,fc'fy&
itbskt,f fqvjxyltc^ hjv bc vybidytkj,f^ hjvtkbw .dtkfpt [ibhfl
ud[dlt,f jhbf fy jhpt vtnbw rb& itvlujvib xdty dbuekbc[vt,'^ hjv cfmvt udfmdc t&o&
eybvjlfkeh ufyfobkt,t,'fy t&b& hjltcfw vjlf th'flth'bf^ fylf udfmdc
th'flth'b vjlfkehb bynthdfkb& vjlfw^ bctdt hjujhw vtlbfyf wtynhfkehb
ntyltywbbc vluhflb cfpjvbf& bc htfubht,c ithxtdbc tktvtynt,bc v[jkjl pjubth'
wdkbkt,fpt lf fhf .jdtkudfhpt^ hjujhw cfiefkj&
ufydb[bkj' itvltub vfhnbdb vfufkb'b& d'mdf' xdtyb vjyfwtvt,bf%
4, 4, 5, 7 , 10
vfiby x = 6, ~x = 5, vjlf= 4& d'mdf'^ xfhxjib vj'fdct,ekb vjyfwtvb itdwdfkt' 17-
b'^ t&b& f[fkb vjyfwtvt,bf
4, 4, 5, 17, 10.
~
w[flbf^ hjv rdkfd x = 5^ vjlf= 4^ x = 8&
ithxtdb'b vjlbc bynthghtnfwbf offufdc .jdtklqbeh w[jdht,fib cbn.df
@vjlbc# vybidytkj,fc& hjujhw bc^ hfw @vjlfibf# (fye .dtkfpt [ibhbf^
ufdhwtkt,ekbf) itbskt,f cekfw fh fqothltc cfth'j cnbkc lf fctdt ithxtdb'b
vjlfw f[fcbf't,c lfrdbhdt,f'f v[jkjl vwbht yfobkc&
ithxtdb'b vjlf bsktdf vybidytkjdfy byajhvfwbfc c[dflfc[df cfmjykbc
ufvjvidt,b abhvbcf'dbc^ vfqfpbbc vakj,tkbcf'dbc^ rjycnhemnjht,bcf'dbc^
hjvkt,bw fojlt,ty cfmjytkc cgtwbabreh ,fpht,c& vfufkb'fl^ nfycfwvkbc
vfqfpbbc vakj,tkvf eylf bwjltc rjcnevt,bc .dtkfpt ufdhwtkt,ekb pjvt,b^
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 69

hf'f ufb'dfkbcobyjc tc afmnb cfmjykbc vjvfhfut,bcfc* cff't,bc vofhvjt,tkvf

eylf bwjltc^ 'e hf rkfcbc cff't,b b.blt,f .dtkfpt [ibhfl^ bv vbpyb'^ hjv
ufpfhljc fv rkfcbc ghjlemwbbc ofhvjt,f&
rfntujhbpt,ekb vjyfwtvt,bcf'dbc^ w[flbf fhb'vtnbrek cfiefkjcf lf
vtlbfybc ufvj.tyt,f efphj,ff& vjlf rb bsktdf cfcfhut,kj byajhvfwbfc&
vjyfwtv'f ufykfut,bc wtynhbc cfvbdt vf[fcbf't,tkb% fhb'vtnbrekb
cfiefkj^ vtlbfyf lf vjlf ofhvjflutyc gjgekfwbbc itcf,fvbcb vf[fcbf't,kt,bc%
cfiefkjc^ vtlbfybcf lf vjlbc ithxtdb' fyfkjut,c (gjgekfwbbc vf[fcbf't,kt,b
ecfchekj gjgekfwbt,bcf'dbc itvjqt,ekb bmyt,f itvltu 'fdt,ib)&
'e gjgekfwbf cfchekbf lf itlut,f x 1 , ... , x N hbw[db'b vjyfwtvbcfufy^
vfiby gjgekfwbbc vf[fcbf't,kt,b – cfiefkj^ vtlbfyf lf vjlf bubdt upb'
ufybcfpqdht,f^ hjujhw ithxtdbcf'dbc& vfufkb'fl^ gjgekfwbbc cfiefkjf
1 N
µ= ∑ xi . (3.11)
N i =1
,eyt,hbdbf dbabmhj'^ hjv 'e ithxtdf ofhvjt,c lf,heyt,bc ufhtit^ vfiby hfw eahj
vtnbf ithxtdbc n vjwekj,f^ x n -bc hbw[db'b vybidytkj,t,b vb' eahj rfhufl
ofhvjflutyc gjgekfwbbc µ cfiefkjc&
ithxtdbc vjwekj,bc phlbcfc ithxtdbc hbw[db'b vf[fcbf't,kt,bc
rht,flj,f (lff[kjt,f) gjgekfwbbc fyfkjubehb vf[fcbf't,kt,bcfrty^ hjujhw xdty
itvlujvib dyf[fd'^ ofhvjflutyc pjufl afmnc& fmtlfy ufvjvlbyfht ithxtdb'b
vf[fcbf't,kt,b itbskt,f xfb'dfkjc gjgekfwbbc vf[fcbf't,kt,bc itafct,fl lf
ufvj.tyt,ekb bmyfc fv erfyfcrytkbc itcf[t, cnfnbcnbrehb lfcrdyt,bc vbcfqt,fl
(b[& 'fdt,b itafct,bc 'tjhbf^ /bgj'tpf'f itvjovt,f lf f&i&)&
lf ,jkjc^ .ehflqt,f ufdfvf[dbkj' rbltd th' vjvtynpt& hjujhw erdt
fqdybiyt'^ fhb'vtnbrekb cfiefkj ptlvtnfl vuhsyj,bfhtf @fvjdfhlybkb# lfrdbh-
dt,t,bc vbvfh'^ vfiby hjwf vtlbfyf 'b'mvbc fh htfubht,c vf'pt& fct'b^ jhbdt nbgbc
tmcnhtvfkehb mwtdf itbskt,f fhfcfcehdtkb b.jc& vjrktl itdt[j' bct'
fknthyfnbek hbw[db' vf[fcbf't,kt,c^ hjvkt,bw fhw bct @vuhsyj,bfht#
fqvjxylt,bfy @fvjdfhlyt,bc" vbvfh'^ hjujhw cfiefkj lf fhw bct @euhsyj,b#^
hjujhw vtlbfyf& dfhbfwbekb vorhbdblfy th'b vjyfwtvbc ereult,fw rb bodtdc
cfiefkjc wdkbkt,fc^ vfiby hjwf vtlbfyf fh itbwdkt,f^ 'e fvjd.hb' vjyfwtv'f
vfmcbvfkeh hfjltyj,fc bct^ hjv lfhxtc th'b ('e n rtynbf) fy jhb ('e n keobf) ief
otdhb& fvhbufl^ cfiefkjc ufvj'dkbcfc @vjbzht,f# otdh'f 0%^ [jkj vtlbfybc
itv'[dtdfib rb vfmcbvfkehb itcfskj hfjltyj,f& t&o& vjzhbkb cfiefkj xtr
ofhvjflutyc rjvghjvbcek dfhbfync x -cf lf ~ x -c ijhbc& vfufkb'fl^ 10%-bfyb
vjzhbkb cfiefkj ufvjb'dkt,f itvltub otcb'% dfhbfwbekb vorhbdbc jhbdt
,jkjlfy vjbzht,f [0.1n] hfjltyj,bc otdhb lf fbqt,f lfyfhxtyt,bc cfiefkj* fm [a]
fhbc a-c v'tkb yfobkb& vfufkb'fl^ 'e n=25^ vfiby [0.1⋅25] = [2.5] = 2 lf 2-2 otdhb
vjbzht,f& pjuflfl^ 'e α hfbvt hbw[dbf^ 0<α<1^ vfiby 100α%-bfyb vjzhbkb
cfiefkjc ufvj'dkbcfc jhbdt ,jkjlfy vjbzht,f [αn] otdhb lf ufvjb'dkt,f
lfyfhxtyb otdht,bc fhb'vtnbrekb cfiefkj&
70

vfufkbsb 3.6. d'mdf'^ udfmdc ufhrdtekb nbgbc 20 yf'ehbc cbwjw[kbc

[fyuhskbdj,bc (veifj,bc [fyuhskbdj,f uflfodfvlt) vjyfwtvt,b (cff't,ib)^
lfkfut,ekb phlbc vb[tldb'%
612, 623, 666, 744, 883, 898, 964, 970, 983, 1003,
1016, 1022, 1029, 1058, 1085, 1088, 1122, 1135, 1197, 1201.
vfiby x = 965, ~ x = 1009.5. 10%-bfyb vjzhbkb cfiefkj ufvjb'dkt,f itvltuyfbhfl%
hflufy fv itv'[dtdfib α = 0.1^ fvbnjv [αn] = 2 lf eylf uflfdfulj' dfhbfwbekb
vorhbdbc gbhdtkb jhb (612, 623) lf ,jkj jhb (1197, 1201) otdhb lf lfyfhxtyb
otdht,b ufdfcfiefkj' (fye ufvjd'dfkj' vf'b fhb'vtnbrekb cfiefkj)& vbdbqt,'
x tr(10) = 979.1 (fm x tr(α⋅100) fqybiyfdc α100%-bfy vjzhbk cfiefkjc)& w[flbf^ x <
x tr(10) < ~
x . 'e ufvjd'dkb' 20%-bfy vjzhbk cfiefkjc^ vbdbqt,' x tr(20) = 999.9,
hjvtkbw eahj f[kjcff vtlbfyfc'fy& firfhff^ hjv vjzhbkb cfiefkj yfrkt,
vuhsyj,bfhtf @fvjdfhlyt,bc# vbvfh'^ dblht fhb'vtnbrekb cfiefkj lf eahj
vuhsyj,bfht^ dblht vtlbfyf& fvfdt lhjc vjzhbc cblblbc dfhbht,b' [lt,f tmcnht-
vfkehb lfrdbhdt,t,bc ufdktybc itpqeldf (vfufkb'fl^ ufy[bkek vfufkb'ib 10%-
bfy vjzhbk cfiefkjpt fh bvjmvtlt,c dfhbfwbekb vorhbdbc gbhdtkb jhb lf ,jkj
jhb otdht,bc yt,bcvbthb wdkbkt,f^ 20%-bfyib gbhdtkb lf ,jkj j'[b otdhbcf lf
f&i&)& fct'b nbgbc vf[fcbf't,kt,b^ hjvtk'f cblbltpt tmcnhtvfkehb otdht,bc
ufdktyf itpqelekbf^ lbl hjkc 'fvfij,ty 70–80-bfy okt,ib ufydb'fht,ek t&o&
hj,fcnekb itafct,bc 'tjhbfib&

§ 2. VJYFWTV"F UFAFYNEKJ<BC (UF<YTDBC) CFPJVT<B

xdty itdbcofdkt' wtynhfkehb ntyltywbbc (fye vjyfwtv'f wtynhbc

vlt,fhtj,bc) cfvb hbw[db'b vf[fcbf't,tkb% ithxtdb'b cfiefkj^ ithxtdb'b vtlbfyf
lf ithxtdb'b vjlf& firfhff^ hjv tc cfvb vf[fcbf't,tkb chekfl dth fqothc
vjyfwtv'f cbvhfdkbc 'dbct,t,c&
itvltub rb'[df^ hjvtkbw lfudt,flt,f vjyfwtv'f cbvhfdkbc 'dbct,t,bc
ufvjcfrdt'fl bmyt,f^ hfvltyfl nbgbehbf cfiefkj vybidytkj,f (fylf vjyfwtv'f
wtynhbc vf[fcbf't,tkb) vjyfwtv'f v'tkb cbvhfdkbcf'dbc~ c[df cbn.dt,b' hjv
d'mdf'^ hjujhbf vjyfwtv'f ufafynekj,f cfth'jl lf rthsjl^ cfiefkj
vybidytkj,bc vbvfh'~ hjujhbf vjyfwtv'f wdfkt,flj,bc (dfhbf,tkj,bc) [fhbc[b
lf hf cblbltt,b' itbskt,f vbcb lf[fcbf't,f~
vfufkbsb 3.7. d'mdf' vjwtvekb udfmdc vjyfwtv'f jhb vorhbdb%
A 8 9 10 10 13
B 1 5 10 16 18
1
ufvjd'dfkj' 'b'jtekb vf'ufybc cfiefkj x A = 5
(8+9+10+10+13) = 10,
1
xB = 5
(1+5+10+16+18) = 10& hjujhw d[tlfd'^ jhbdt cfiefkj njkbf^ vfuhfv th'b
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 71

it[tldb'fw rb w[flbf^ hjv B vorhbdbc tktvtynt,bc wdfkt,flj,f eahj skbthbf^

dblht A vorhbdbcf% A vorhbdbc otdht,b vzblhjl fhbfy rjywtynhbht,ekb
cfiefkjc bhudkbd^ hfcfw dth dbn.db' B vorhbdbc itcf[t, (b[& yf[& 3.4)&
[ibh itv'[dtdfib bvbc fqvjxtyf^ 'e hjvtkb voehbdbc dfhbf,tkj,f eahj
lblbf jh vorhbdc ijhbc^ 'dfkb' iteskt,tkbf& firfhff^ hjv cfzbhjf dfhbf,t-
kj,bc fye ufafynekj,bc cfpjvt,bc itvjqt,f^ t&b& bct'b hbw[db'b vf[fcbf't,-
kt,bcf^ hjvkt,bw cfiefkt,fc vjudwtvlf ufudtrt't,byf lfcrdyt,b vjyfwtv'f
uf,ytdbc [fhbc[bc itcf[t,&

A
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18

B
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
yf[& 3.4

UF<YTDBC LBFGFPJYB& vjyfwtv'f ufafynekj,bc th'-th'b evfhnbdtcb

hbw[db'b vf[fcbf't,tkbf uf,ytdbc lbfgfpjyb (range)^ hjvtkbw ofhvjflutyc
c[dfj,fc ithxtdbc vfmcbvfkeh (elbltc) lf vbybvfkeh (evwbhtc) otdht,c ijhbc& 'e
x 1 ,...,x n vjwtvekb n vjwekj,bc ithxtdff^ vfiby
uf,ytdbc lbfgfpjyb = max x i – min x i = x (n) – x (1) , (3.12)
i≤ n i≤ n

cflfw x (n) = max x i (x (1) = min x i ) fqybiyfdc vfmcbvfkehb (vbybvfkehb) cblblbc vjyf-
i≤ n i≤ n
wtvc&
ptvj' ufy[bkek vfufkb'ib A vorhbdbc uf,ytdbc lbfgfpjyb elhbc 13–8=5^
[jkj B vorhbdbcf 18–1=17&
uf,ytdbc lbfgfpjyb ufvj'dkbcf lf bynthghtnfwbbc cbvfhnbdbc ufvj
afh'jl ufvjb.tyt,f bct'b fvjwfyt,bc uflfo.dtnbcfc^ cflfw ufvj'dkbc cbcohfatcf
lf vfhnbd ibyffhcc uflfvo.dtnb hjkb tybzt,f^ vfufkb'fl [fhbc[bc rjynhjkbc
cathjib& c[df itv'[dtdt,ib rb fv vf[fcbf't,kbc vbvfh' ofhvjbmvyt,f cthbjpekb
ghtntypbt,b&
uf,ytdbc lbfgfpjypt lbl ufdktyfc f[ltyc bidbf'b fylf fvjdfhlybkb
lfrdbhdt,t,b& ofhvjdblubyj'^ hjv hjvtkbvt htubjyib dfofhvjt,' ithxtdfc
vfvfrfw'f cbvfqkbc ufyfobkt,bc itcofdkbc vbpyb'& d'mdf'^ fv htubjyib w[jdhj,c
vfvfrfwb^ hjvkbc cbvfqktf 2 vtnhb lf 10 cv& w[flbf^ hjv 'e ithxtdfib itv'[dtdb'
fqvjxylt,jlf tc vfvfrfwb (hfw bidbf'b [ljvbkj,ff) uf,ytdbc lbfgfpjyb eahj lblb
bmyt,jlf^ dblht bv itv'[dtdfib^ hjwf vbc yfwdkfl ithxtdfib vj[lt,jlf c[df
@yjhvfkehb# cbvfqkbc vmjyt vfvfrfwb& vcufdcb cehf'b itbskt,f udmjyltc
72

vjcf[ktj,bc itvjcfdkt,bc ufyfobkt,bc itcofdkbcfc^ hjltcfw ufycfre'ht,b'

lblb itvjcfdkbc vmjyt gbhb fqvjxylt,f (bidbf'b [ljvbkj,f) xdtyc ithxtdfib&
ithxtdbc uf,ytdbc lbfgfpjybc^ hjujhw vjyfwtv'f ufafynekj,bc cfpjvbc
v'fdfhb yfrkb bcff^ hjv bc fh itbwfdc byajhvfwbfc bvbc itcf[t,^ 'e hjujhff
uf,ytekb lfyfhxtyb (cfiefktlj) vjyfwtvt,b vfmcbvfkeh lf vbybvfkek
vybidytkj,t,c ijhbc& itcfskjf tc vjyfwtvt,b uhjdlt,jlyty cfiefkj
vybidytkj,fc'fy^ fylf tmcnhtvfkehb vybidytkj,t,bc x (1) -bcf lf x (n) -bc vblfvjib^ fy
'fyf,hfl b.dyty ufyfobkt,ekyb vf' ijhbc lf c[df&
cfiefktlj vjyfwtvt,bc ufykfut,bcf lf itcf,fvbcfl^ vf'b ufafynekj,bc
itcf[t, byajhvfwbfc bsktdf t&o& ghjwtynbkt,b&

GHJWTYNBKT<B^ RDFHNBKT<B^ LTWBKT<B& ghjwtynbkt,b th'lhjekfl

ofhvjflutyc vjyfwtv'f ufykfut,bcf lf vf'b ufafynekj,bc cfpjvc&
d'mdf'^ P hfbvt hbw[dbf 0 < P < 100&
vjyfwtv'f cbvhfdkbc P hbubc ghjwtynbkb (e,hfkjl P-ghjwtynbkb)
tojlt,f bct' ~ x P vybidytkj,fc (cblbltc)^ hjvtkcfw uffxybf itvltub 'dbct,f%
vjyfwtv'f fhfevtntc P%-bcf yfrkt,bf ~ x -pt lf fhfevtntc (1–P)%-bcf vtnbf ~
P x -pt& P

'e P hbw[dc ofhvjdfluty' hjujhw P = 100⋅α^ cflfw 0<α<1 (vfufkb'fl^ 'e

P=10^ vfiby α = 0.1* 'e P = 25^ vfiby α = 0.25)^ vfiby P-ghjwtynbkbc ufycfpqdht,f
ajhvfkehfl fct ufvjb'mvbc% ~ x P bct'b hbw[dbf^ hjv th'lhjekfl eylf
cheklt,jltc itvltub jhb enjkj,f
# {x i : x i < ~
x P } ≤ αn,
(3.13)
# {x i : x i > ~
x P } ≤ (1–α)n,

cflfw #{x i : ⋅ ⋅ ⋅} ybiyfdc bv lfrdbhdt,t,bc hfjltyj,fc^ hjvtk'f'dbc cheklt,f jhb

othnbkbc itvltu vj'fdct,ekb 'dbct,f& P =100⋅α-ghjwtynbkb fhbc α-rdfynbkbc
ithxtdb'b fyfkjubf&
cbvfhnbdbcf'dbc^ mdtdb' vj.dfybk .dtkf vc]tkj,fib buekbc[vt,f^ hjv
x (1) <x (2) <⋅⋅⋅<x (n) ^ t&b& dfhbfwbekb vorhbdb vrfwhfl phlflb vbvltdhj,ff^ 'evwf .dtkf
vnrbwt,f cfvfh'kbfybf pjufl itv'[dtdfibw^ hjwf ithxtdfib ud[dlt,f ufyvtjht-
,b'b otdht,b* fv itv'[dtdfib cfzbhjf eahj afmbpb ('evwf vfhnbdb) vc]tkj,bc
xfnfht,f^ hfcfw 'fdfl vrb'[dtkc d'fdfpj,'&
itdybiyj'^ hjv vtlbfyf ofhvjflutyc 50-ghjwtynbkc& vfh'kfw^ ufdb[ctyj'
vbcb (3.8 ufycfpqdht,f)
 x (n +1 / 2 ) , ' e n rtynbf^
~ 
x =  x (n / 2 ) + x (( n / 2) +1)
 , ' e n keobf &
 2
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 73

n −1
'e n rtynbf^ vfiby #{x i : x i < ~
x }= #{x i : x i > ~
x }= < 0.5 n (α = 0.5^ 'e P = 50)&
2
[jkj 'e n keobf^ vfiby #{x i : x i < ~
x }= #{x i : x i > ~
x }= 0.5 n &
vtlbfybc vcufdcfl itudbskbf vjdb.dfyj' ~ x P -c ufvjcf'dktkb ufvjcf[e-
kt,f& d'mdf'^ P=100⋅α^ vfiby

 x ([ nα ]+1) , ' e nα fh fhbc v' tkb hbw[db^

~ 
x P =  x (nα ) + x (nα +1) (3.14)
 , ' e nα v' tkb hbw[dbf &
2

d'mdf' n = 15^ P = 10^ vfiby α = 0.1^ nα = 1.5 lf nα fhff v'tkb hbw[db^ [nα]=1^
vfiby (3&14) ajhvekbc 'fyf[vfl
~
x P = x (2) ,

t&b& 10-ghjwtynbkb dfhbfwbekb vorhbdbc vtjht otdhbc njkbf& vfh'kfw^

#{x i : x i < x (2) } = 1 < nα = 1.5^ # {x i : x i > x (2) } = 13 < n (1–α) = 13.5&
d'mdf'^ f[kf n = 20^ P = 10^ vfiby α = 0.1, nα = 2 v'tkb hbw[dbf lf rdkfd
(3&14) ajhvekbc sfkb' udtmyt,f
~ x ( 2 ) + x (3 )
xP = .
2
t&b& ~
x P fhbc [x (2) ,x (3) ] bynthdfkbc ief othnbkb& fv itv'[dtdfibw #{x i : x i < ~
x P }= 2 =
~
nα^ #{x :x > x } = 18 = n (1–α).
i i P
25-ghjwtynbkc tojlt,f gbhdtkb rdfhnbkb lf fqbybiyt,f Q 1 -b'^ 75-
ghjwtynbkc tojlt,f vtcfvt rdfhnbkb lf fqbybiyt,f Q 3 -b'& 50-ghjwtynbkc
tojlt,f vtjht rdfhnbkb lf w[flbf^ hjv bc vtlbfybc njkbf& e[tifl hjv d'mdf'^
(Q 1 , ~
x ,Q 3 ) rdfhnbkt,b vjyfwtv'f cbvhfdktc j'[ njk yfobkfl .jaty&
rdfhnbkt,bc vjcfst,yfl (3&14) ajhvekbc ufvj.tyt,bc yfwdkfl itudbskbf
dbcfhut,kj' itvltub otcb'% ]th vjdst,yj' vtlbfyf^ itvltu dfhbfwbek vorhbdib
vbc vfhw[ybd ufykfut,ekb vjyfwtvt,bc vtlbfyf^ hjvtkbw vjudwtvc gbhdtk
rdfhnbkc^ Q 1 -c^ lf fctdt^ dfhbfwbek vorhbdib vbc vfh]dybd ufykfut,ekb
vjyfwtvt,bc vtlbfyf^ hjvtkbw vjudwtvc vtcfvt rdfhnbkc^ Q 3 -c&
lfdhoveylt' bvfib^ hjv fct'b otcb' ufvj'dkbkb Q 1 lf Q 3 rdfhnbkt,b
lftv'[dtdf eiefkjl (3&14) ajhvekb' ufvj'dkbkt,c&
vfufkbsb 3.8. vfhrtnbyubc rjyceknfynb itbcofdkbc ,jcnytekbc vfqfpbbc
50 v.bldtkc& th'-th'b cblblt^ hjvtkbw vfc fbynthtct,c^ fhbc 'b'jtekbc vbth
lf[fh]ekb 'fy[f& dfhbfwbek vorhbdfl lfkfut,ekb lf ljkfhbc lfvhudfkt,ekb
cbpecnb' vjyfwtvt,b itvltubf%
74

2 6 6 8 9 10 11 11 12 12 13 13 14 14 14 15 15 16
17 18 18 18 19 19 20 || 20 20 21 23 26 27 28 29 30 31 32
33 33 34 36 37 39 40 43 45 52 61 63 64 69
vjdst,yj' vtlbfyf& hflufy n = 50 keobf^ fvbnjv
x n  + x n 
~
 
2
 +1 
2 
x(25 ) + x(26 )
x = =
= 20.
2 2
fm fewbkt,kfl eylf itdybiyj'^ hjv 'evwf ~ x =20^ bc fh tv'[dtdf dfhbfwbekb
vorhbdbc fhwth' otdhc% vbcb gjpbwbf fhbc dfhbfwbekb vorhbdbc 25-t lf 26-t
gjpbwbt,bc fhb'vtnbrekb cfiefkj (vbqt,ekb it'fy[vt,ff rdfhnbkt,bc ptvj'
itvj'fdfpt,ekb otcb' ufvj'dkbcfc& tc gjpbwbf fqybiyekbf ||-b')^ fv gjpbwbbc
vfhw[ybd vj'fdct,ekbf 25 otdhb^ hjvtk'f vtlbfyf fye chek vjyfwtv'f gbhdtkb
rdfhnbkbf (n = 25)&
Q 1 = x 25+1  = x (13) = 14.
 
 2 

vtlbfybc ( ~
x -bc) vfh]dybdfw 25 otdhbf vj'fdct,ekb^ hjvtk'f vtlbfyf^ fye chek
vjyfwtv'f vtcfvt rdfhnbkbf vtlbfybc gjpbwbblfy vfh]dybd vt-13-t gjpbwbfpt v.jab
otdhb%
Q 3 = 33.
fvhbufl^ vj.dfybkb vjyfwtvt,bcf'dbc ~
x =20, Q 1 =14, Q 3 =33& lfdhoveylt'^
hjv (3&14)-b' ufvj'dkbkb rdfhnbkt,bc vybidytkj,f lftv'[dtdf vbqt,ekc^ t&b&
Q 1 =14, Q 3 =33.
vfh'kfw^ hflufy gbhdtkb rdfhnbkbc ufvj'dkbcfc (hjvtkbw ofhvjflutyc
25-ghjwtynbkc) α = 0.25, n = 50^ fvbnjv nα = 12.5 v'tkb fhff lf [nα] = 12^ (3&14)
ajhvekbc 'fyf[vfl udtmyt,f
Q 1 = x ([nα]+1) = x (13) = 14.
fyfkjubehfl^ vtcfvt rdfhnbkbc ufvj'dkbcfc α = 0.75, nα = 37.5^ hjvtkbw fhff
v'tkb hbw[db^ [nα] = 37^ fvbnjv (3&14) ajhvekbc 'fyf[vfl
Q 3 = x ([nα]+1) = x (38) = 33.
rdfhnbkt,b vtlbfyfc'fy th'fl^ t&b& ~ x , Q 1 , Q 3 cfvtekb udfsktdc ufhrdtek
ofhvjlutyfc vjyfwtv'f wtynhbc^ uf,ytdbcf lf ufyfobkt,bc (ufukedt,ekb
/bcnjuhfvbc fy gjkbujybc) ajhvbc itcf[t,& ptvj' ufy[bkek vfufkb'ib bc afmnb^
hjv Q 3 eahj ijhcff vtlbfybcfufy^ dblht Q 1 fye 13 = Q 3 – ~ x>~
x – Q 1 = 6, vbe'b't,c
bvfpt^ hjv ufyfobkt,f vfh]dybd fcbvtnhbekbf (fye vbcb vfh]dtyf ,jkj eahj
ufotkbkbf^ dblht vfhw[tyf)&
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 75

vfysbkb rdfhnbkt,c ijhbc ofhvjflutyc ufafynekj,bc vfhnbd cfpjvc^

hjvtkbw f[fcbf't,c dfhbfwbek vorhbdib rdfhnbkt,c ijhbc vj'fdct,ek
vjyfwtv'f ufafynekj,bc [fhbc[c (ief 50%-bfyb pjybc uf,ytdfc)& vfc tojlt,f
rdfhnbk'ijhbcb uf,ytdbc lbfgfpjyb (Interquartil range – IQR)%
IQR = Q 3 – Q 1
ufy[bkek vfufkb'ib IQR = 33–14 = 19&
Q 1 lf Q 3 rdfhnbkt,b lf rdfhnbk'ijhbcb uf,ytdbc lbfgfpjyb vluhflb
vf[fcbf't,kt,bf& fhwth'b vf'ufyb fh htfubht,c [Q 1 , Q 3 ] bynthdfkbc ufht'
vj'fdct,ek lfrdbhdt,t,bc yt,bcvbth bct' wdkbkt,fpt^ hjvtkbw fv lfrdbhdt,t,c
rdkfd [Q 1 , Q 3 ] bynthdfkbc ufht' njdt,c^ 'fyfw bynthdfkbc bvfdt v[fhtc^ cflfw
flht bv.jat,jlf& ufy[bkek vfufkb'ib^ gbhdtkb 12 otdhbc yt,bcvbthb bct'b
wdkbkt,f^ hjv fhwth'vf fh vbbqjc 14-pt vtnb vybidytkj,f lf ,jkj 12 otdhbc
bct'b wdkbkt,f^ hjv fhwth'vf vf'ufyvf fh vbbqjc 33-pt yfrkt,b vybidytkj,f^ fh
itwdkbc fhw Q 1 -c^ Q 3 -c lf fhw IQR-c&
hflufy vtlbfyf^ gbhdtkb lf vtcfvt rdfhnbkt,b ( ~ x , Q 1 , Q 3 ) fh itbwfdty
byajhvfwbfc ufyfobkt,bc (ufukedt,ekb /bcnjuhfvt,bc) relt,bc itcf[t,^ fvbnjv
ufyfobkt,bc ajhvbc itcf[t, eahj chek byajhvfwbfc bsktdf [e'tekb
x , Q , ~
x, Q , x .
min 1 3 max

,jcnytekbc vfqfpbbc v.bldtk'f lfyf[fh]t,bc vjyfwtvt,bcf'dbc (vfufkb'b

3.7) tc [e'tekbf
x = 2, Q = 14, ~
x = 20, Q = 34, x =
min 1 3 max
69.
10-ghjwtynbkc ltwbkb tojlt,f& vjyfwtv'f ufyfobkt,bc lfcf[fcbf't,kfl
b.tyt,ty itvltu [e'tekcfw%

gbhdtkb ltwbkb Q1 ~
x Q3 vt-9-t ltwbkb
↓ ↓ ↓ ↓ ↓
10 25 50 75 9
ghjwtynbkt,b

vfufkbsb 3.9. vjdst,yj' lfcf[tkt,ekb cblbltt,b vjyfwtv'f itvltub

cbvhfdkbcf'dbc%
7 18 12 17 29 18 4 27 30 2 4 10 21 5 8
ufydfkfuj' tc vjyfwtvt,b phlbc vb[tldb'%
2 4 4 5 7 8 10 12 17 18 18 21 27 29 30
\\ = || = \\
76

x min = 2, x max = 30, n = 15^ fvbnjv ~ x = x (8) = 12, x (10) = x ([1.5]+1) = x (2) = 4,
Q 1 = x 25 = x ([3.75]+1) = x (4) = 5 (gbhdtkb 7 vjyfwtvbc vtlbfyf)^
Q 3 = x 75 = x ([0.75⋅15]+1) = x (12) = 21 (,jkj 7 vjyfwtvbc vtlbfyf)^
x 90 = x ([0.9⋅15]+1) = x (14) = 29& cf,jkjjl^
x min = 2, I ltwbkb= 4, Q 1 = 5, ~ x = 12, Q 3 = 21, vt-9-t ltwbkb= 29, x max = 30.
IQR = Q 3 –Q 1 = 16, 1.5IQR = 24, 3IQR = 48.
cf,jkjj ]fvib tc 7 vf[fcbf't,tkb bsktdf vjyfwtv'f ufyfobkt,bc dbpefkehb
ofhvjxtybc f[fk cfiefkt,fc t&o& ,jmcgkjnc&
aj'kt,bfyb qthjt,bc vcufdcb lbfuhfvf lf /bcnjuhfvf udfsktdc vjyfwtv'f
cbvhfdkbc pjufl lf[fcbf't,fc& ,jkj okt,ib ufycfre'ht,ekb gjgekfhj,b'
cfhut,kj,c vjyfwtv'f cbvhfdkbc uhfabrekb lf[fcbf't,f – ,jmcgkjnb^ hjvtkbw
vluhflb cfpjvt,bc (Q 1 , ~
x , Q 3 , IQR) vtidtj,b' cfiefkt,fc bsktdf ufvjbrdt'jc
vjyfwtv'f cbvhfdkbc pjubth'b 'fdbct,eht,f% (1) ufykfut,bc wtynhb^ (2) ufafyne-
kj,f^ (3) ufdhwj,f lf cbvtnhbekj,blfy uflf[hbc ,eyt,f lf ,jkjc^ vj[ltc (4)
@fvjdfhlybkb# lfrdbhdt,t,bc bltynbabrfwbf&
fqdothj'^ 'e hjujh [lt,f ,jmcgkjnbc fut,f (b[& yf[& 3.5)

3IQR 3IQR

1.5IQR 1.5IQR

Q1 ~
x Q3
yf[& 3&5& ,jmcgkjnb

1. uffdkt' /jhbpjynfkehb qthsb^ hjvtkptlfw vjybiyekbf Q 1 , ~ x , Q3 &

2. ffut' vfh're'[tlb^ hjvkbc udthlt,b vfh'j,ekbf /jhbpjynfkehb qthsbcf
lf hjvkbc vfhw[tyf udthlb Q 1 -bc^ [jkj vfh]dtyf rb Q 3 -bc ptvj'ff
vj'fdct,ekb&
3. uffdkt' dthnbrfkehb ohat vfh're'[tlib vtlbfybc ptdb'&
4. vfh're'[tlbc 'b'jtekb udthlblfy uffdkt' /jhbpjynfkehb qthsbc gfhfkt-
kehb jhb ohat^ gbhdtkpt uflfpjvt' 1.5 IQR^ [jkj vtjhtpt – 3 IQR cbuhsbc
vjyfrdt't,b&
5. .jdtkb vjyfwtvbc itcf,fvbc othnbkpt^ hjvtkbw vfh're'[tlbc udthlblfy
uflfpjvbk 1.5IQR-cf lf 3IQR-c ijhbcff vj'fdct,ekb itvj[fpt' ohtobhb* fv
vjyfwtvt,c tojlt,f pjvbthb @fvjdfhlyt,b#^ [jkj bv vjyfwtvt,bc itcf,fvbc
othnbkt,pt^ hjvkt,bw vj'fdct,ekbf vfh're'[tlbc udthlblfy uflfpjvbkb
3IQR-bc ufht' itvj[fpt' ufvemt,ekb oht% fct'b ohtt,b' vjybiyek vjyfwtvt,c
tmcnhtvfkehb @fvjdfhlyt,b# tojlt,f&
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 77

[ibhfl uhfabrc f,heyt,ty 900-bfyb re'[b' lf ufvjcf[fdty jlyfd

vjlbabwbht,ekb cf[b'& rthsjl dthnbrfkeh qthspt uflfbpjvt,f x min , Q 1 , ~
x , Q3,
x max lf v[jkjl 1.5IQR vfysbkb vfh're'[tlbc udthlt,blfy (yf[& 3.6) lf bcbw
v[jkjl bv itv'[dtdfib^ hjltcfw x min fy x max fqvjxylt,f vbc ufht'& pju]th fv
uhfabrpt gbhdtk lf vtw[ht ltwbkcfw vbe'b't,ty
70 xmax =69

60

50
1.5IQR=28.5

40
Q3=33

30

IQR=19
~
x =20

Q1=14
10

xmin=2
0

yf[& 3.6. ,jmcgkjnb vfu& ,jcnytekbc vfqfpbbc v.bldtk'f lfyf[fh]t,bc vjyfwtvt,bcf'dbc&

vbe[tlfdfl bvbcf^ hjv xdty vbde'b't' pjvbthb lf tmcnhtvfkehb @fvjdfh-

lyt,bc# cfbltynbabrfwbj otcb^ afh'jl ufdhwtkt,ekb e[tib otcb bv vjyfwtvt,bc
fqvjcfxtyfl^ hjvtk'f itcf[t, itbskt,f ufudbxyltc tzdb^ hjv bcbyb fh fhbfy
nbgbehb vjyfwtv'f vjwtvekb cbvhfdkbcf'dbc itvltubf% ufvjd.j' bc vjyfwtvt,b^
hjvkt,bw fqtvfnt,bfy (Q 3 +1.5IQR)-c^ lf bc vjyfwtvt,b^ hjvkt,bw yfrkt,bf (Q 1 –
1.5IQR)-pt& 3.6 yf[fppt tc vjyfwtvt,bf 63^ 64^ 69 lf fqybiyekyb fhbfy o ybiyt,b'& tc
bc vjyfwtvt,bf^ hjvkt,bw^ itcfskjf^ @fvjdfhlyt,c ofhvjflutyc& bvbc lfcflutyfl
vfh'kfw fhbfy 'e fhf tc vjyfwtvt,b @fvjdfhlybkt,b# (fye vrdt'hfl vjijht,ekyb
fhbfy vjyfwtv'f sbhb'fl vfcbdc)^ eylf fbujc aj'kt,bfyb qthjt,bc vcufdcb
lbfuhfvf 3.8 vfufkb'bc vjyfwtvt,bcf'dbc&
cfdfh]bij& ffut' tc lbfuhfvf^ lfhoveylb'^ hjv cb[ibht'f ufyfobkt,f
vrfwhfl fcbvtnhbekbf lf vjyfwtvt,b 63^ 64^ 69 fh ofhvjflutyty @fvjdfhlybk#
vjyfwtvt,c&
tc vfufkb'b vbudb'b't,c^ hjv .jdtkb @cftzdj# vjyfwtvb eylf itcofdkbkb
lf uffyfkbpt,ekb bmyfc^ hf'f cf,jkjjl vj[ltc vbcb bltynbabwbht,f&
78

HFYUT<B^ GHJWTYNEKB HFYUT<B LF VF"B RFDIBHB GHJWTYNBKT<"FY&

d'mdf'^ udfmdc n vjwekj,bc ithxtdf x 1 , ..., x n , cflfw x i ≠ x j ^ 'e i ≠ j^ t&b& fhw th'b
lfrdbhdt,f fh vtjhlt,f& lfdfkfuj' vjyfwtvt,b phlbc vb[tldb'^ fye itdflubyj'
dfhbfwbekb vorhbdb&
x (1) < x (2) < ⋅⋅⋅ < x (n) .
x i lfrdbhdt,bc hfyub tojlt,f fv lfrdbhdt,bc yjvthc dfhbfwbek vorhbdib&
c[df cbn.dt,b' hjv d'mdf'^ x i -c hfyub tojlt,f bct' v'tk r i hbw[dc^ hjvkbc'dbcfw
cheklt,f njkj,f
x( ri ) = x i (3.15)
fylf
r i = # {x j : x j ≤ x i }.
ufydb[bkj' itvltub vjyfwtvt,b%
5, 6, 2, 7, 9, 8, 10
lf vbdeothj' .jdtk vf'ufyc 'fdbcb hfyub& dfhbfwbekb vorhbdbf
2, 5, 6, 7, 8, 9, 10.
fvbnjv^ hfyut,b itvltuyfbhfl vbtotht,f%
5, 6, 2, 7, 9, 8, 10
2, 3, 1, 4, 6, 5, 7.
d'mdf'^ vjyfwtvt,bf
18, 13, 15, 12, 16, 20.
vbdeothj' hfyut,b
18, 13, 15, 12, 16, 20
5, 2, 3, 1, 4, 6.
itdybiyj'^ hjv hfyut,b bydfhbfynekbf vjyfwtv'f yt,bcvbthb uflfkfut,bc
vbvfh'& vfufkb'fl^ 'e vjyfwtvt,bf
15, 20, 12, 18, 13, 16.
(obyf vjyfwtvt,b lfkfut,ekb c[df 'fyvbvltdhj,b')^ vfiby hfyut,bf
15, 20, 12, 18, 13, 16
3, 6, 1, 4, 2, 5,
t&b& .jdtk otdhc bubdt hfyub vbtothf hfw flht&
d'mdf'^ f[kf vjwtvekbf ithxtdf x 1 , ..., x n ^ bct'b^ hjv gbhj,f x i ≠ x j ^ i ≠ j^
fqfh cheklt,f^ fye pjubth'b otdhb ithxtdfib vtjhlt,f& hjujhb otcb' [lt,f
hfyut,bc vbothf fct' itv'[dtdfib~
d'mdf'^ xdtyb vjyfwtvt,bf
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 79

18, 28, 23, 29, 32, 18, 21, 14, 18, 14.
sdtkb otcbc vb[tldb' hfyut,b fct eylf vbtothjc
14, 14, 18, 18, 18, 21, 23, 28, 29, 32
1, 2, 3, 4, 5, 6, 7, 8, 9, 10.
vfuhfv 14-bc njkb lfrdbhdt,f itud[dlf jh]th^ th'c vbdfotht' hfyub 1 lf vtjhtc
rb hfyub 2 lf hfnjvqfw th'-th' vf'ufyc vbdfybzt' egbhfntcj,f& ev]j,tcbf
ufyvtjht,flb lfrdbhdt,t,bcf'dbc vbudtothf th'b lf bubdt hfyub itvltub otcb'%
njkb lfrdbhdt,t,blfy 'b'jtekc vbdfybzj' vf'pt vjcekb hfyut,bc fhb'vt-
nbrekb cfiefkj& vfufkb'fl^ lfrdbhdt,t,c^ hjvtk'f vybidytkj,t,b 14-bc njkbf^
eylf vbtybzjc hfyub 1^5 ( 1+22 = 1.5)^ 18-bc njk lfrdbhdt,t,c hfyub 4 ( 3+ 43+5 = 4)&
itvltu 'fdt,ib^ rthsjl^ fhfgfhfvtnhekb cnfnbcnbrbc fvjwfyt,ib xdty
itd[dlt,b' hfyut,pt lfaesyt,ek rhbnthbevt,c&
bv itv'[dtdfibw rb^ hjltcfw ithxtdfib fhwth'b tktvtynb fh vtjhlt,f^
tktvtynbc hfyubc vb'b't,f fh bsktdf fvjvoehfd byajhvfwbfc vbc vlt,fhtj,fpt^ 'e
fvfdt lhjc xdty'dbc fh fhbc wyj,bkb ithxtdbc vjwekj,fw& vfufkb'fl^ 'e dbwb'^
hjv x* tktvtync n vjwekj,bc ithxtdblfy lf y* tktvtync vtjht^ m vjwekj,bc
ithxtdblfy uffxybf' th'b lf bubdt hfyub^ vfbyw dth lfdfcrdyb'^ hjv vf'b gjpbwbt,b
bltynehbf^ 'e fhf udfmdc lfvfnt,b'b byajhvfwbf^ hjv m = n&
cfpjufljl^ hjujh itdflfhj' th'vfyt'c bv jhb vjyfwtvbc gjpbwbt,b^
hjvkt,bw ufyc[dfdt,ekb vjwekj,bc c[dflfc[df ithxtdfc tre'dybc lf hfyut,bw
ufyc[dfdt,ekt,b fmdc~
fv rb'[dfpt gfce[c bsktdf t&o& ghjwtynekb hfyubc wyt,f& fv wyt,fc xdty
itvjdbqt,' vfhnbdb vfufkb'bc cfaesdtkpt^ hjvtkbw fvfdt lhjc udbxdtyt,c^ hjv
hfyubc wyt,bc itvjcfqt,fl fh fhbc fewbkt,tkb ufudfxyltc hbw[db'b vjyfwtvt,b^
cfrvfhbcbf v[jkjl j,btmnt,bc fy bylbdblt,bc cbvhfdkbc hfbvt 'dbct,bc fy ybiybc
(vfufkb'fl ybzbtht,f^ cbvfqkt^ gjgekfhj,f lf f&i&) ufskbtht,bc fy phlbc
vb[tldb' lfkfut,f lf .jdtkb vf'ufybcf'dbc hbuj,hbdb yjvhbc vbothf&
vfufkbsb 3.10& d'mdf'^ rkfcib 10 vjcofdktf lf ubjhubc ybiyt,b eahj
vfqfkbf^ dblht [e'b vjcofdkbcf t&b& rkfcbc vjcofdktt,b lfkfut,ekbf ybiyt,bc
phlbc vb[tldb' lf ubjhubc hfyubf 6& d'mdf'^ rjnt cofdkj,c 50 vjcofdkbcfufy
itlutybk rkfcib lf vbcb hfyubf 18& hjvtkc erfdbf ert'tcb gjpbwbf 'fdbc rkfcib^
ubjhubc 'e rjntc~
xfdfnfhj' 'b'jtekbc gjpbwbbc ghjwtynekb fyfkbpb& ubjhub ert'tcbf 5
vjcofdktpt^ hjvkt,bw itflutyty rkfcbc 50%-c^ 'fdfl ubjhubpt vjlbc 10%^ 40%-c
rb ubjhubpt ert'tcb ybiyt,b fmdc& fv vjyfwtvt,b' ubjhubc ghjwtynekb hfyubf%
(50+5)% = 55%.
ufvjd'dfkj' rjntc ghjwtynekb hfyub% vbcb ybiyt,b ert'tcbf 17
vjcofdkbc ybiyt,pt^ hjvtkbw itflutyc rkfcbc 34%-c^ rjntpt vjlbc 2%^ fvbnjv
vbcb ghjwtynekb hfyubf 35%&
80

hjujhw ufvj'dkt,blfy xfyc vjwtvekb lfrdbhdt,bc ghjwtynekb hfyub

ofhvjflutyc fv lfrdbhdt,bc mdtdb' vlujv vjyfwtvt,pt vjcekb ghjwtynt,bcf lf
'fdfl lfrdbhdt,fpt vjcekb ghjwtynt,bc yf[tdfhbc ]fvc&
'e n ithxtdbc vjwekj,ff^ [jkj lfrdbhdt,bc hfyubf r^ vfiby fv lfrdbhdt,bc
ghjwtynekb hfyub vjbwtvf ajhvekb'%
r −1 0.5 2r − 1
100% + 100% = 100%. (3.16)
n n 2n
fvhbufl^ vjwtvekb lfrdbhdt,bc ghjwtynekb hfyub vbudb'b't,c
lfrdbhdt,ek vybidytkj,f'f hf ghjwtync (vbyec fv lfrdbhdt,fpt vjcekb
ghjwtynt,bc yf[tdfhb) fqtvfnt,f tc vjyfwtvb& w[flbf^ hjv hfw eahj vfqfkbf
lfrdbhdt,bc ghjwtynekb hfyub^ vb' eahj ert'tcbf vbcb gjpbwbf ('e ybiyt,b
ufykfut,ekb fqvfdkj,bc vb[tldb')&
ubjhubc ghjwtynekb hfyub (55) eahj vfqfkbf^ dblht rjntcb (35)^ fvbnjv
ubjhubc gjpbwbf 'fdbc rkfcib ert'tcbf^ dblht rjntcb cfre'fh rkfcib&
ghjwtynbkt,cf lf ghjwtynek hfyuc ijhbc itvltub rfdibhbf% 'e ithxtdbc
tktvtynbc ghjwtynekb hfyubf P^ vfiby tc tktvtynb ofhvjflutyc ithxtdbc P-
ghjwtynbkc ('evwf fh fhbc cfdfklt,ekj^ hjv P-c yt,bcvbthb vybidytkj,bcf'dbc
P-ghjwtynbkb ofhvjflutyltc ithxtdbc tktvtync)& vfh'kfw^ d'mdf' ithxtdbc
vjwekj,ff n lf hjvtkbvt tktvtynbc ghjwtynekb hfyubf P& dbgjdj' fv tktvtynbc
hfyub r& (3.16) ajhvekbc 'fyf[vfl
2r − 1
= P/100 ≡ α,
2n
2nα + 1
cfblfyfw r= & dfxdtyj'^ hjv x (r) ofhvjflutyc P-ghjwtynbkc& vfh'kfw^
2
hflufy r v'tkb hbw[dbf^ fvbnjv 2nα rtynbf^ nα fh fhbc v'tkb hbw[db lf (3.14)
ajhvekb' udtmyt,f
x P = x ([nα]+1) = x ([r-1/2]+1) = x (r) .
ghjwtynbkt,b lf ghjwtynekb hfyut,b ufvjb.tyt,f hjujhw itlfht,bc
cfiefkt,f ufyf'kt,bc cathjib^ acbmjkjubfcf lf c[df lfhut,ib^ hjvkt,cfw cfmvt
fmd' itafct,t,'fy (ybiyt,'fy) lf ,fkt,'fy& vfufkb'fl^ fvthbrbc itth't,ekb
infnt,bc rjkt]t,ib ]th itvcdktk'f ghjwtynek hfyut,c ufyb[bkfdty ybiyt,bc
vb[tldb' lf v[jkjl fvbc itvltu – 'fdfl ybiyt,c&
itbskt,f dbkfgfhfrj' hjvtkbvt ,fyrbc ghjwtynek hfyuptw ,fyrt,bc
ufhrdtek ]ueaib^ th'b hfbjybc ofhvjt,bc ljybc ghjwtynek hfyupt mdt.ybc
ofhvjt,fib lf c[df&

LBCGTHCBF LF CNFYLFHNEKB UFLF{HF&

lbcgthcbf& lbcgthcbf ofhvjflutyc vjyfwtv'f cfiefkjc vbvfh' ufafyne-
kj,bc th'-th' evybidytkjdfytc cfpjvc&
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 81

cfyfv vjdb.dfylt' vbc ufyvfhnt,fc^ xfdfnfhj' vfhnbdb vc]tkj,f& rdkfd

ufydb[bkj' fv gfhfuhfabc lfcfo.bcib vj.dfybkb jhb A lf B vorhbdb
A 8 9 10 10 13
B 1 5 10 16 18
hjujhw erdt fqdybiyt'^ x A = x B = 10& fvfdt lhjc bcbw b'mdf^ hjv bvbc fqvj-
xtyf^ hjv B vorhbdbc dfhbf,tkj,f eahj skbthbf^ dblht A vorhbdbcf^ dbpefke-
hflfw fldbkbf& fvjcfdfkb othnbkb fv lfcrdybc vbcfqt,fl b.j bc afmnb^ hjv A
vorhbdbc otdht,b eahj yfrkt,fl fhbfy uflf[hbkb fhb'vtnbrekb cfiefkjlfy^
dblht B vorhbdbcf& firfhff^ hjv 'e vjyfwtv'f cbvhfdkt lblb vjwekj,bcff^ fct'b
afmnt,bc dbpefkehfl fqvjxtyf iteskt,tkbf& [jv fhff itcfskt,tkb bct'b
cfpjvbc itvjqt,f^ hjvtkbw ufudbfldbkt,lf vjyfwtvt,bc 'fdbcb fhb'vtnbrekb
cfiefkjc vbvfh' ufafynekj,bc itcf[t, lfcrdybc ufrt't,fc~ cojhtl fct' cfpjvc
ofhvjflutyc ithxtdb'b lbcgthcbf& lbcgthcbfc xdty itvjdbqt,' A lf B vorhbdt,bc
vfufkb'pt^ itvltu rb vjdb.dfy' vbc ajhvfkeh ufycfpqdht,fc&
ufvjd'dfkj' cfiefkjlfy uflf[ht,b jhbdt vorhbdbcf'dbc ('b'jtek
vjyfwtvc dfrkt,' cfiefkjc)&
A –2 –1 0 0 3
B –9 –5 0 6 8
itbskt,f udtabmhf^ hjv ufafynekj,bc cfpjvfl itbskt,jlf fudtqj fv uflf-
[ht,bc fhb'vtnbrekb cfiefkj^ vfuhfv jhbdt itv'[dtdfib uflf[hf'f ]fvb yekbc
njkbf (ufdb[ctyj' cfiefkjc 1) 'dbct,f)& fvbnjv ufcfiefkjt,ekb uflf[ht,bw
yekbc njkb bmyt,f lf t&b& fhfdb'fh byajhvfwbfc tc cblblt fh vjudwtvc&
fv cbh'ekblfy 'fdbc lfqotdbc th'-th'b cfiefkt,ff fh vbdfmwbj'
.ehflqt,f uflf[hf'f ybiyt,c lf fdbqj' vf'b vjlekt,bc cfiefkj& fct ufvj'dkbk
cblbltc tojlt,f cfiefkj f,cjkenehb uflf[hf (Mean Absolute Deviation – MAD)&
udtmyt,f
1
MAD A = 5
(2+1+3) = 1.2
⇒ MAD A < MAD B
1
MAD B = 5
(9+5+6+8) = 7.2
ajhvfkehfl MAD-bc ufvjcf[ekt,f fct ufvjb.eht,f%
1 n
MAD = ∑ | xi − x | .
n i =1
hjujhw d[tlfd'^ ufafynekj,bc fv cfpjvvfw lfflfcnehf xdtyb dfhfelb&
cnfnbcnbrehb lfcrdyt,bc 'tjhbfib tc vfxdtyt,tkb cfrvfj bidbf'fl abuehbht,c lf
hjujhw itvlujvib dyf[fd'^ fv 'tjhbfib elbltc hjkc fchekt,c ithxtdb'b
lbcgthcbf^ hjvtkbw ofhvjflutyc cfiefkjlfy uflf[ht,bc rdflhfnt,bc cfiefkj
fhb'vtnbrekc (fqbybiyt,f s2-b')& udfmdc
82

s A2 = 1
5
(4+1+9) = 2.6
⇒ s A2 < s B2
s B2 = 1
5
(81+25+36+64) = 41.2

xfdothj' ithxtdb'b lbcgthcbbc ufvjcf[ekt,f ajhvekbc vtidtj,b'&

d'mdf'^ vjwtvekbf n vjwekj,bc x 1 , ..., x n ithxtdf& ufvjd'dfkj'
n

∑x
1
fhb'vtnbrekb cfiefkj x = i lf vbcufy uflf[ht,b
n i =1
x 1 – x , x 2 – x , ... , x n – x
n

∑ (x
1
(itdybiyj'^ hjv i − x ) = 0^ fvbnjv^ hjujhw erdt d'mdb'^ ufafynekj,bc
n i =1
n

∑ (x
1
cfpjvfl i − x ) fh ufvjlut,f)& ufvjd'dfkj' uflf[hf'f rdflhfnt,b
n i =1

(x 1 – x )2, (x 2 – x )2, ... , (x n – x )2

lf vf'b fhb'vtnbrekb cfiefkj& udtmyt,f ithxtdb'b lbcgthcbf
1
s n2 = [(x 1 – x )2 + ⋅⋅⋅ + (x n – x )2]
n
fye
n

∑ (x
1
s n2 = i − x)2 . (3.17)
n i =1
'e x 1 , ..., x N ofhvjflutyc gjgekfwbfc (lf fhf ithxtdfc)^ vfiby gjgekfwbbc
cfiefkjf
N

∑x
1
µ= i ,
N i =1
[jkj
1 N
∑ ( xi − µ ) 2
N i =1
σ2 = (3.18)

ufvjcf[ekt,fc tojlt,f gjgekfwbbc lbcgthcbf&

itvltu 'fdt,ib lbcgthcbbc wyt,f itvjqt,ekb bmyt,f ecfchekj
gjgekfwbbcf'dbcfw& fm rb itvjdbafhukt,b' v[jkjl bv afmnbc fqybidyb'^ hjv
ithxtdb'b lbcgthcbf ofhvjflutyc gjgekfwbbc lbcgthcbbc tvgbhbek fyfkjuc^
hjvtkbw lfrdbhdt,f'f hbw[dbc ecfchekjl phlbcfc vbbcohfabc gjgekfwbbc
lbcgthcbbcfrty&
itvlujvib xdty dyf[fd'^ hjv vjcf[th[t,tkbf ufafynekj,bc jlyfd vjlbab-
wbht,ekb cfpjvbc ufy[bkdf%
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 83

n N
s n' 2 = s n2 ithxtdbcf'dbc^ σ' 2 = σ2 gjgekfwbbcf'dbc (3.19)
n −1 N −1
fye
n
1 N
∑ (x
1
s n' 2 =
n −1
i − x ) 2 ^ σ' 2 = ∑ ( x j − µ) 2 .
N − 1 j =1
(3.20)
i =1

fct'b cfpjvbc ufy[bkdbc th'-th'b vjnbdfwbf itvltubf% hflufy (x 1 – x ),

n
(x 2 − x ), ..., (x n – x ) cblbltt,pt lflt,ekbf th'b ,vf ∑ ( xi − x ) = 0^ fv,j,ty^ hjv vf'b
i =1
'fdbceakt,bc [fhbc[bf n–1 (hflufy 'e xfvj'dkbk cblblt'fufy wyj,bkbf
hjvtkbvt n–1 wfkb^ lfhxtybkb th'b cblblt ufvjb'dkt,f vf'b vtidtj,b'& vfufkb-
n
'fl^ x 1 – x =– ∑ (x
i =2
i − x ) )& fvbnjv^ itcfskjf^ hjv s n2 cblbltv mdtvjlfy itfafcjc

gjgekfwbbc lbcgthcbf& fvbc 'fdblfy fcfwbkt,kfl uflf[ht,bc rdflhfnt,bc ]fvc

.jaty (n –1)-pt (lf fhf n-pt^ hjujhw s n2 -bc ufvj'dkbcfc)&
itybidyf& 'e gjgekfwbbc µ cfiefkj wyj,bkbf^ vfiby ithxtdb'b lbcgthcbf
ufybcfpqdht,f ajhvekb'
1 n
s2 = ∑ ( x i − µ ) 2 , (3.21)
n i =1
ewyj,b cfiefkjc itv'[dtdfib rb µ-c yfwdkfl eylf dbcfhut,kj' x -b'^ vfuhfv
n n
∑ ( xi − x ) ≤ ∑ ( xi − µ) ^ fye x i -t,b eahj f[kjcff x -'fy^ dblht µ-c'fy& fvbc
2 2
i =1 i =1

cfrjvgtycfwbjl s n' 2 -bc ajhvekfib n-bc yfwdkfl ufvjb.tyt,f n –1&

vjdb.dfyj' ithxtdb'b lbcgthcbbc pjubth'b 'dbct,f%
f) 'e fhct,ekb x 1 , ..., x n vjyfwtvt,blfy itdmvyb' f[fk vjyfwtvt,c
y i = ax i + b, i = 1,2, ..., n^
vfiby

s 2y = a2 s x2 , s 'y2 = a2 s x' 2 . (3.22)

vfh'kfw^ hflufy y = a x +b^ fvbnjv y i – y =ax i +b–a x –b=a(x i – x ) lf vfifcflfvt^

n n

∑ (y ∑a
1 1
s 2y = i − y) 2 = 2
( xi − x ) 2 = a2 s x2 .
n i =1 n i =1

,) 'e x 1 , ..., x n lf y 1 , ..., y m jhb ithxtdff^ vfiby ufth'bfyt,ekb ithxtdbcf'dbc

n m mn
s2 = s x2 + s 2y + ( x – y )2;
n+m n+m ( n + m) 2
84

n −1 ' 2 m −1 ' 2 mn
s' 2 = sx + sy + ( x – y )2.
n+m n+m (n + m − 1)(n + m)
rthsjl^ 'e m = n lf x = y ^ vfiby
s2 = 1
2
s x2 + 1
2
s 2y .
n m
vfh'kfw^ hflufy ufth'bfyt,ekb ithxtdbc cfiefkjf x+ y ^ udtmyt,f
n+m n+m
1  n   
2 2
 
m

∑ ∑ y  =
n m n m
s2 =  xi − x− y +  yi − x−
n + m  i =1  n+m n+m  i =1  n+m n+m  
 
n m mn
= s x2 + s 2y + ( x – y )2.
n+m n+m ( n + m) 2
hflufy ithxtdb'b lbcgthcbbc ufvj'dkfvlt x erdt ufvj'dkbkbf^
ithxtdb'b lbcgthcbbc eahj vfhnbdfl ufvjcf'dktkb ufvjcf[ekt,ff
1 n 2
s2 = ∑ x − (x) ,
2
(3.23)
n i =1 i
1 n 2 2
s' 2 =  ∑ xi − n( x )  . (3.24)
n − 1  i =1 
hjujhw d[tlfd'^ ithxtdb'b lbcgthcbf vrfwhfl ufycfpqdhekbf^ ufvjb'-
dkt,f .dtkf lfrdbhdt,bc cfaesdtkpt lf fldbkfl tmdtvlt,fht,f fkut,hek jgthf-
wbt,c& fvfc'fy^ ithxtdb'b lbcgthcbbc ufypjvbkt,f elhbc lfrdbhdt,f'f ufypjvbkt-
,bc rdflhfnc& vfufkb'fl^ 'e lfrdbhdt,t,b bpjvt,f oe't,ib (rbkjuhfvt,ib^ kfht,-
ib^ ljkfht,ib)^ vfiby lbcgthcbbc cfpjvb th'tekbf o'2 (ru2^ kfhb2^ ljkfhb2)&
cnfnbcnbrjcc [ibhfl tcfzbhjt,f ufafynekj,bc bct'b cfpjvb^ hjvtkbw
fvfdt th'tekt,ib bpjvt,f^ hfw cfo.bcb vjyfwtvt,b& fct'b cfpjvb vfhnbdfl vbbqt,f
ithxtdb'b lbcgthcbblfy rdflhfnekb atcdbc fvjqt,b'&
cnfylfhnekb uflf[hf& cnfylfhnekb uflf[hf ofhvjflutyc rdflhfnek
atcdc ithxtdb'b lbcgthcbblfy
s= s2 ,

s' = s ' 2 . (3.25)

fctdt^ gjgekfwbbc cnfylfhnekb uflf[hf fhbc rdflhfnekb atcdb gjgekfwbbc
lbcgthcbblfy

σ= σ2 . (3.26)
cnfylfhnekb uflf[hf^ bctdt hjujhw lbcgthcbf^ pjvfdc ufafynekj,fc
cfiefkjc vbvfh' lf ufvjb.tyt,f vfiby^ hjltcfw vjyfwtv'f wtynhbc cfpjvfl
vbqt,ekbf cfiefkj&
w[flbf^ hjv s = 0 vfiby lf v[jkjl vfiby^ hjltcfw .dtkf x i njkbf&
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 85

eylf fqbybiyjc^ hjv cnfylfhnekb uflf[hf fh ofhvjflutyc ufafynekj,bc

vluhfl cfpjvc& bc ufwbkt,b' e'hj vuhsyj,bfhtf tmcnhtvfkehb lfrdbhdt,t,bc
vbvfh'^ dblht cfiefkj& cfbkecnhfwbjl rdkfd ufydb[bkj' vjyfwtvt,b
34 46 40 57 50.
vf''dbc x = 46& ufvjd'dfkj' s x' 2 & ]th ufvjd'dfkj' cfiefkjlfy uflf[ht,b%

–9 0 6 11 4
udfmdc
s' 2 = 1
4
(81+36+121+16) = 63.5, s' = 63.5 ≈ 8.
f[kf vjyfwtv'f ufy[bkek cbvhfdktib th'-th'b vjyfwtvb^ d'mdf' 50^
itdwdfkj' 200-b'^ t&b& f[fkb vjyfwtvt,bf
34 46 40 57 200.
udtmyt,f x = 76& ufvjd'dfkj' ithxtdb'b lbcgthcbf

s' 2 = 1
4
(392 + 302 + 362 + 192 + 1242) = 4383.5, s ' = 4383.5 ≈ 66.

fvhbufl^ th'b vjyfwtvbc 50-bc 200-b' itwdkfv ufvjbodbf itvltub wdkbkt,t,b%

x = 46 → x = 76
s '= 8 → s '= 66
t&b& cnfylfhnekb uflf[hbc htfubht,f eahj skbthb fqvjxylf^ dblht cfiefkjcb&
vrdt'hfl fcbvtnhbekb^ vfufkb'fl^ vfh]dybd fcbvtnhbekb ufyfobkt,t,b-
cf'dbc^ vfh]dtyf v[fhtc ufotkbkb uhstkb relb'^ ithxtdb'b lbcgthcbf lblbf lf fh
bsktdf cfcfhut,kj byajhvfwbfc ufafynekj,bc itcf[t,&
ithxtdbsb dfhbfwbbc rjtabwbtynb& vjyfwtv'f cbvhfdkbc dfhbfwbbc
rjtabwbtynb (ithxtdb'b dfhbfwbbc rjtabwbtynb)^ hjvtkbw fqbybiyt,f CV-'b
vjbwtvf ajhvekb'
s s'
CV = fy CV ' = , x ≠ 0 . (3.27)
x x
w[flbf^ hjv dfhbfwbbc rjtabwbtynb eufypjvbkt,j cblbltf&
'e cnfylfhnekb uflf[hf ufvjb.tyt,f vjyfwtv'f th'b cbvhfdkbc wdfkt,f-
lj,bc lfcf[fcbf't,kfl^ dfhbfwbbc rjtabwbtync evtntc itv'[dtdfib b.tyt,ty
vjyfwtv'f jhb cbvhfdkbc ufafynekj,bc [fhbc[bc itcflfht,kfl& dfhbfwbbc rjt-
abwbtynb b'dfkbcobyt,c cfiefkjc cblbltcfw lf afmnj,hbdfl^ pjvfdc cfiefkjc
th'tekpt vjcek cnfylfhnek uflf[hfc& itcfskt,tkbf^ hjv vjyfwtv'f th'b
cbvhfdkbc cnfylfhnekb uflf[hf eahj lblb fqvjxyltc vtjht cbvhfdkbc cnfy-
lfhnek uflf[hfpt^ vfuhfv dfhbfwbbc rjtabwbtynt,bcf'dbc udmjyltc it,heyt,ekb
'fyfafhlj,f& dfhbfwbbc rjtabwbtynb cfiefkj'f ufyc[dfdt,bc afmnjhbc ufvj-
hbw[dbc cfiefkt,fc bsktdf&
86

vfufkbsb 3.11. ufydb[bkj' hfbvt jhb abhvf^ hjvtkbw eidt,c th'b lf bubdt
nbgbc ghjlemwbfc (d'mdf'^ cf'fvfijt,c)& d'mdf'^ fv abhvt,bc okbeh uf.bldf'f
phlbc ntvgb wdfkt,flbf okblfy okfvlt lf vjwtvekbf 3.1 w[hbkbc vtidtj,b'
(vjyfwtvt,b ufvj[fnekbf ghjwtynt,ib)&

w[hbkb 3.1

I otkb II otkb III otkb IV otkb V otkb

abhvf M 13.7 23.9 18.3 –52.8 39.1
abhvf T 8.4 14.0 28.9 –19.9 50.0

lfdhoveylt'^ hjv T abhvbc uf.bldf'f phlbc ntvgb eahj cnf,bkehbf^

dblht M abhvbcf^ fye M abhvbc uf.bldf'f phlbc ntvgbc dfhbf,tkj,f eahj
skbthbf T abhvfc'fy itlfht,b'&
fvj[cyf& ufvjd'dfkj' dfhbfwbbc rjtabwbtynb 'b'jtekb abhvbcf'dbc&

x M =8.44%, s M' 2 = 14 (5.262 +15.462 +9.862 +61.242 +30.662) ≈ 1263.57(%)2, s M' =35.55%

xT =16.28%, sT' 2 = 14 (9.882 +2.282 +12.622 +36.182 +33.722) ≈ 667(%)2, sT' =26.02%

s M' s'
CVM' = ≈ 4.21, CVT' = T ≈ 1.6, ⇒ CV M' > CVT'
xM xT

hflufy CVM' > CVT' ^ fvbnjv itudbskbf lfdfcrdyf'^ hjv M abhvbc uf.bldf'f
phlbc ntvgbc dfhbf,tkj,f okt,bc vb[tldb' eahj vfqfkbf^ dblht T abhvbcf&
vfufkbsb 3.12. ,jkj okt,ib vwbht bydtcnjh'f'dbc^ hjujhw cfbydtcnbwbj
fknthyfnbdf^ lblb gjgekfhj,b' cfhut,kj,c bydtcnbwbt,bc xflt,f cfbydtcnbwbj
ajylt,ib – nhtcnt,ib& bvbcf'dbc^ hjv bydtcnjhc ufefldbkltc uflfo.dtnbkt,bc
vbqt,f^ 'e hjvtk rjyrhtnek nhtcnib vjf[lbyjc bydtcnbht,f^ abyfyceh
;ehyfkt,ib htuekfhekfl mdt.ylt,f .jdtkb wfkrtekb nhtcnbc okbehb
cfghjwtynj itvjcfdkbc vjyfwtvt,b ,jkj f'b okbc ufyvfdkj,fib& ge,kbrfwbt,ib
fvfc'fy th'fl vb'b't,ekbf .jdtkb nhtcnbc hbcrbc ljyt% vfqfkb^ cfiefkj lf
lf,fkb& hbcrbc ljytt,bc rkfcbabrfwbf rb [lt,f cfiefkj okbehb cfghjwtynj
itvjcfdkbc bcnjhbekb wdfkt,flj,bc vb[tldb'^ hfw eahj vfqfkbf okbehb
cfghjwtynj itvjcdfkbc dfhbf,tkj,f^ vb' eahj vfqfkbf hbcrbc ljyt&
w[hbkib 3.2 vjwtvekbf jhb nhtcnbc okbehb cfghjwtynj itvjcfdfkbc
vjyfwtvt,b ,jkj 10 okbc ufyvfdkj,fib&

w[hbkb 3.2.

nhtcnb A 8.3 –6.2 20.9 –2.7 33.6 42.8 24.4 5.2 3.1 30.5
nhtcnb B 12.1 –2.8 6.4 12.2 27.8 25.3 18.2 10.7 –1.3 11.4
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 87

hjvtkb nhtcnb vbtre'dyt,f hbcrbc eahj vfqfk ljytc^ A 'e B ~

fvj[cyf& hflufy lbcgthcbf vjyfwtv'f dfhbf,tkj,bc .dtkfpt 'dfkcfxbyj
cfpjvbf^ .jdtkb nhtcnbc vjyfwtvt,bc vb[tldb' eylf ufvjd'dfkj' 'b'jtekb
vf'ufybc ithxtdb'b lbcgthcbf^ s 'A2 lf s B' 2 lf itdflfhj' bcbyb th'vfyt'c&
'fdlfgbhdtkfl ufvjd'dfkj' cfiefkjt,b^ itvltu rb ufvjdb.tyj' (3.24)
ajhvekf&
x A = 101 (8.3 –6.2 + 20.9 – 2.7 + 33.6 + 42.8 + 24.4 + 5.2 + 3.1 + 30.5) = 16%
1
xB = 10
(12.1 – 2.8 + 6.4 + 12.2 + 27.8 + 25.3 + 18.2 + 10.7 – 1.3 + 11.4) = 50.12%
s 'A2 = 1
9
[(8.3)2 +⋅⋅⋅ + (10.5)2 – 10(16)2](%)2 = 1
9
[5083.06 – 2560] = 280.34(%)2,
s B' 2 = 1
9
[(12.1)2 +⋅⋅⋅ + (11.4)2 – 10(12)2](%)2 = 1
9
[2334.36 – 1440] = 99.38(%)2,
s 'A2 = 16.74%, s B' 2 = 9.97%, CV 'A = 1.05, CV 'B = 0.83.
rbltd th'[tk itdybiyj'^ hjv hflufy vjyfwtvt,b ufvjcf[ekbf (%)-ib^
fvbnjv cfiefkj fhb'vtnbrekt,bw lf cnfylfhnekb uflf[ht,bw (%)-ibf
ufvjcf[ekbf^ [jkj ithxtdb'b lbcgthcbt,b (%)2-ib^ dfhbfwbbc rjtabwbtynt,c rb
ufypjvbkt,f fh uffxybf&
fvhbufl^ s 'A > s B' (fvfdt lhjc^ CV A' > CV B' )^ t&b& A nhtcnb vbtre'dyt,f hbcrbc
eahj vfqfk ljytc (eahj hbcrbfybf)^ dblht B nhtcnb^ cfvfubthjl^ x A > x B ^ fye A
nhtcnbc fvjyfut,b cfiefkjl eahj vfqfkbf^ dblht B nhtcnbcf& tc afmnb cfdct,b'
t'fy[vt,f xdtyc bynebwbfc% bydtcnbwbf^ hjvtkbw lfrfdibht,ekbf hbcrbc eahj
vfqfk ljytc'fy^ eylf bsktjltc eahj vfqfk cfiefkj fvjyfut,cfw&
vfufkbsb 3.13. vfufkb'b 3.12-bc ufuhstkt,f& rdkfd ufydb[bkj' A lf B
nhtcnt,bc okbehb cfghjwtynj itvjcfdfkbc vjyfwtvt,b ,jkj 10 okbc vfysbkpt&
ofhvjdblubyj'^ hjv 10 okbc oby 'mdty vjf[lbyt' njkb 'fy[t,bc
bydtcnbht,f A lf B nhtcnt,ib^ t&b& itmvtyb' cfbydtcnbwbj gjhnatkb^ hjvtkibw A
lf B nhtcnt,ib bydtcnbwbf'f ojyt,b njkbf lf elhbc 1/2-c& lfdfhmdf' fv
gjhnatkc C& itdflfhj' A^ B lf C gjhnatkt,b hbcrbfyj,bc 'dfkcfphbcb'&
'e wyj,bkbf wfkrtekb bydtcnbwbbc itvjcfdkbfyj,f R A lf R B ^ vfiby C
gjhnatkbc itvjcfdkbfyj,f (fqdybiyj' R C -'b) ufvjb'dkt,f ajhvekb'
1
RC = 2
R A + 12 R B = 1
2
(R A +R B ). (3.28)

ptlvtnb fh bmyt,jlf ufudt[ctyt,byf^ 'e hfc ybiyfdc bydtcnbwbbc

itvjcfdkbfyj,f& d'mdf'^ cfbydtcnbwbj 'fy[f okbc lfcfo.bcib elhbc P 0 -c lf fv
'fy[bc bydtcnbht,fv A lf B nhtcnt,ib okbc ,jkjc vjudwf^ itcf,fvbcfl^ P A lf P B
'fy[t,b& vfiby A lf B nhtcnt,bc fvjyfut,b R A lf R B itvltub ajhvekt,b' vjbwtvf
(fvjyfut,b ufvj[fnekbf %-ib)%
88

PA − P0 PB − P0
RA = 100%, RB = 100%.
P0 P0
1 1
d'mdf'^ f[kf 2
P 0 -bc njkb 'fy[f bydtcnbht,ekbf A nhtcnib^ [jkj 2
P0-
bc njkb 'fy[f rb B nhtcnib^ t&b& itmvybkbf C gjhnatkb^ hjvtkbw itlut,f A lf B
nhtcnt,ib njkb ojyt,bc (1/2-bc njkb) bydtcnbwbt,bcfufy& vfiby okbc ,jkjc C
1
gjhnatkbcfufy vbqt,ekb 'fy[ff 2
P A + 12 P B & fvbnjv vbcb fvjyfut,b bmyt,f

( 12 PA + 12 PB ) − P0 1
(PA − P0 ) + 12 (PB − P0 )
RC = = 2
= 12 R A + 12 R B .
P0 P0
'e ufdb'dfkbcobyt,'^ hjv obyf vfufkb'ib vj.dfybkb vjyfwtvt,b ofhvjfl-
utyc ,jkj 10 okbc lfrdbhdt,t,c R A -cf lf R B -pt^ vfiby vjwtvekb jhb vorhbdb'
itudbskbf itdmvyf' C gjhnatkbc fvjyfut,'f itcf,fvbcb vjyfwtvt,bc vorhbdb%
C gjhnatkb 10.2, –4.5, 13.65, 4.75, 30.7, 34.1, 21.3, 7.95, 0.9, 20.95.
cnfylfhnekb uflf[hbc vtidtj,b' itdflfhj' C gjhnatkbc hbcrbfyj,f A
lf B nhtcnt,ib bydtcnbwbf'f hbcrbfyj,fc&
'e ufdb[ctyt,' cfiefkjc 3) lf 4) 'dbct,t,c^ fldbkfl lfdhoveylt,b'^ hjv
1
xC = 2
( x A + x B ) = 14%.

ufvjd'dfkj' ithxtdb'b lbcgthcbf (3.24) ajhvekb'^ udtmyt,f%

s C' 2 = 19 [((10.2)2 +⋅⋅⋅ + (20.95)2) – 10(14)2] = 159.45 (%)2, sC' = 12.63%, CVC' = 0.9.

fvhbufl^ hbcrbfyj,bc vb[tldb' A^ B lf C bydtcnbwbt,b lfkfulf itvltub

vbvltdhj,b'%
s B' < sC' < s 'A ,

CV B' < CVC' < CV A' ,

[jkj vf'b fvjyfut,b rb itvltub vbvltdhj,b'%
RA > RC > RB.
cnfylfhnekb uflf[hbc bynthghtnfwbf& xt,bitdbc enjkj,f& vj.dfybkvf
vfufkb't,vf fk,f' lfufhoveyf'^ hjv cnfylfhnekb uflf[hf vtnfl cfcfhut,kjf
vjyfwtv'f jhb cbvhfdkbc ufafynekj,bc [fhbc[bc itcflfht,kfl& hjltcfw cfmvt
udfmdc vjyfwtv'f th' cbvhfdktc'fy^ cnfylfhnekb uflf[hbc bynebwbehb
bynthghtnfwbf ufudbfldbklt,jlf^ 'e vbcb vtidtj,b' itcfskt,tkb uf[lt,jlf
lfcrdyt,bc ufrt't,f c[dflfc[df bynthdfkt,ib vj[dtlhbk vjyfwtv'f obkbc
itcf[t,& fvbc itcfskt,kj,fc bsktdf xt,bitdbc (G8F8 Xt,siëd) enjkj,f^
hjvtkbw fct ajhvekbhlt,f%
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 89

lfrdbhdt,f'f vjwtvekb x 1 ,...,x n cbvhfdkbcf'dbc cfvfh'kbfybf itvltub

enjkj,f%
# { xi : | xi − x | ≤ ks } 1
≥1− 2 , (3.29)
n k
hfw cbn.dbthfl fct ufvjb'mvbc% [ x – ks, x + ks] bynthdfkib vj[dtlhbk vjyfwtv'f
afhlj,b'b cb[ibht (fye fv bynthdfkib vj[dtlhbk vjyfwtv'f hfjltyj,bc afhlj,f
 1 
ithxtdbc n vjwekj,fc'fy) fhfyfrkt,bf 1 − 2  -pt&
 k 
lfdfvnrbwj' tc enjkj,f& ithxtdb'b lbcgthcbbc ufycfpqdht,bc 'fyf[vfl
n
k 2s2
∑ (x ∑ (x ∑ (x # {xi : | xi − x | ≥ ks } ,
1 1 1
s2 = i − x) 2 = i − x) 2 + i − x) 2 ≥
n i =1 n i≤n n i≤n n
{i : | x − x |≥ ks} {i : | x − x |≤ ks}

cfblfyfw vbdbqt,'
# {xi : | xi − x | ≥ ks } 1
≤ 2 ,
n k
hfw vjudwtvc
# { xi : | xi − x | ≤ ks } # { xi : | xi − x | ≥ ks } 1
= 1– ≥1− 2 .
n n k
3.3 w[hbkib vjwtvekbf [ x – ks, x + ks] bynthdfkib vj[dtlhbk lfrdbh-
dt,f'f afhlj,b'b cb[ibhbcf lf ghjwtynekb hfjltyj,bc mdtlf cfpqdht,b^ hjwf
k=1, 2, 2.5, 3, 4.
xt,bitdbc enjkj,f bsktdf [ x –ks, x +ks] bynthdfkib vj[dtlhbkb lfrdbh-
dt,t,bc afhlj,b'b cb[ibhbc mdtlf cfpqdfhc^ hjltcfw x -bcf lf s-bc ufhlf c[df
byajhvfwbf lfrdbhdt,f'f ufyfobkt,bc itcf[t, fh ufudfxybf&

w[hbkb 3.3. xt,bitdbc enjkj,bc bkecnhfwbf

bynthdfkb afhlj,b'b cb[ibht ghjwtynekb hfjltyj,f
[ x –s, x +s] ≥0 ≥ 0%
[ x –2s, x +2s] ≥ 3/4 ≥ 75%
[ x –2.5s, x +2.5s] ≥ 21/25 ≥ 84%
[ x –3s, x +3s] ≥ 8/9 ≥ 89.9%
[ x –4s, x +4s] ≥ 15/16 ≥ 93.7%

hjujhw itvlujvib dyf[fd'^ xt,bitdbc enjkj,f cfvfh'kbfybf gjgekfwbb-

cf'dbcfw& cfchekb gjgekfwbbcf'dbc vbcb lfvnrbwt,f vj.dfybkbc fyfkjubehbf&
cfchekb gjgekfwbbcf'dbc xt,bitdbc enjkj,f fct itbskt,f xfvj.fkb,ltc%
90

d'mdf' y 1 , ..., y N fhbc gjgekfwbf^ hjvkbc cfiefkjf µ lf lbcgthcbf – σ2&

vfiby [µ–kσ, µ+kσ] bynthdfkib vj[dtlhbkb otdht,bc hfjltyj,bc afhlj,f
 1 
gjgekfwbbc N vjwekj,fc'fy fhfyfrkt,bf 1 − 2  -pt
 k 

# {y i : | y i − y |≤ kσ} 1
≥ 1− 2 .
N k

fhfyfrkt, 8/9-cf
fhfyfrkt, 3/4-cf
σ σ σ σ σ σ

µ–2σ µ µ+2σ
yf[& 3.7

vfufkbsb 3.14. ufydb[bkj' vjyfwtvt,b^ hjvkt,bw ofhvjflutyc hjvtkbvt

abhvbc vjcfvcf[eht'f 30 cfntktajyj cfe,hbc [fyuhskbdj,fc (ufvj[fnekc
oe't,ib)&

11.8 3.6 16.6 13.5 4.8 8.8

8.9 9.1 7.7 2.3 12.1 6.1
10.2 8.0 11.4 6.8 9.6 19.5
15.3 12.3 8.5 15.9 18.7 11.7
6.2 11.2 10.4 7.2 5.5 14.5

ufvjd'dfkj' cfiefkj lf cnfylfhnekb uflf[hf%

1
x = 30 (11.8 + 8.9 +⋅⋅⋅+ 11.7 + 14.5) = 10.26,
s2= 30
1
[(11.8–10.26)2+(8.9–10.26)2+⋅⋅⋅+(11.7–10.26)2+(14.5–10.26)2]=18.4, s=4.29.
xt,bitdbc enjkj,f udte,yt,f^ hjv 'e vjyfwtv'f ufyfobkt,bc itcf[t, c[df
fhfdb'fhb byajhvfwbf fh ufudfxybf (t&b& wyj,bkbf v[jkjl x lf s)^ vfiby
[ x –2s, x +2s] = [10.26–2⋅4.29, 10.26+2⋅4.29] = [1.68, 18.84]
bynthdfkib vj[dtlhbk lfrdbhdt,f'f ghjwtynekb hfjltyj,f fhfyfrkt,bf 75%-
pt& cbyfvldbktib [1.68,18.84] bynthdfkib vj[dtlhbk vjyfwtv'f ghjwtynekb
29
hfjltyj,ff 96.7%= 30 ⋅100% (.dtkf lfrdbhdt,f^ ufhlf elbltcbcf^ vj[dlf vb'b't-
,ek bynthdfkib)&
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 91

hjujhw d[tlfd'^ tc hfjltyj,f ufwbkt,b' fqtvfnt,f 75%-c^ cfblfyfw

itbskt,f lfdfcrdyf'^ hjv fv itv'[dtdfib xt,bitdbc enjkj,b' lflutybkb mdtlf
cfpqdfhb sfkbfy lfotekbf&
xdtyb vjyfwtvt,bc vtidtj,b' fdfuj' cb[ibht'f /bcnjuhfvf lf lfdfrdbhlt'
vbc ajhvfc (yf[& 3.8)&

0.25
afhlj,b'b cb[ibht

0.20

0.15

0.10

0.05
0 2 5 8 11 14 17 20
cfntktajyj cfe,hbc [fyuhskbdj,f (oe't,ib)

yf[& 3.8. 3.14 vfufkb'bc vjyfwtvt,bc afhlj,b' cb[ibht'f /bcnjuhfvf

bub 'b'mvbc cbvtnhbekbf x =10.26-bc vbvfh'^ fhff vtnbcvtnfl ptvj'

ufotkbkb x -bc vblfvjib^ fmdc @vce,emb# relt,b^ hfw bvfib ufvjb[fnt,f^ hjv
cfiefkjlfy jhbdt vbvfh'ekt,b' lfijht,bcfc bc cohfafl yeklt,f& pecnfl hjv
( x− x )2
1 − 2
d'mdf'^ cb[ibht'f /bcnjuhfvfc vbf[kjt,b' 2s aeymwbbc uhfabrbc e
2π s
ajhvf uffxybf^ fye fmdc pfhbct,ehb ajhvf (yf[& 3.9)&
bv vjyfwtvt,bcf'dbc^ hjvtk'f /bcnjuhfvt,c uffxybf fqothbkb ajhvf^ fhct-
,j,c ufdhwtkt,ekb otcb^ hjvtkbw bsktdf bv vjyfwtv'f vbf[kjt,b' ghjwtynek
hfjltyj,t,c^ hjvkt,bw [ x –ks, x +ks] (k=1,2,3,4) bynthdfkib fhbfy vj[dtlhbkb&

( x−µ )2
1 −
yf[& 3.9. f(x)= e 2σ 2 aeymwbbc uhfabrb
2π σ
92

tvgbhbekb otcb& 'e cb[ibht'f /bcnjuhfvfc fmdc pfhbct,ehb ajhvf^ vfiby

bynthdfkb [ x –s, x +s] itbwfdc vjyfwtv'f ~ 68%-c^
bynthdfkb [ x –2s, x +2s] itbwfdc vjyfwtv'f ~ 95%-c^
bynthdfkb [ x –3s, x +3s] itbwfdc vjyfwtv'f ~ 99%-c^
bynthdfkb [ x –4s, x +4s] itbwfdc ghfmnbrekfl .dtkf vjyfwtvc&
vfufkb'ib vj.dfybkb vjyfwtvt,bc 96.7% vj[dtlhbkbf [ x –2s, x +2s]
bynthdfkib^ hfw cfrvfjl f[kjcff tvgbhbekb otcb' vjwtvek cblbltc'fy^ 95%&
itdybiyj' itvltub afmnbw& fvfdt vfufkb'ib vj.dfybkb vjyfwtvt,bcf'dbc
x min = 2.3, x max = 19.5^ uf,ytdbc lbfgfpjyb= 17.2, [jkj
uf, ytdbc lbfgfpjyb
s~ = 4.29.
4
[ibhfl^ hjwf cb[ibht'f /bcnjuhfvfc fmdc pfhbct,ehb ajhvf
uf, ytdbc lbfgfpjyb
s~
4
ajhvekfc b.tyt,ty bv afmnbc cohfafl itcfvjovt,kfl^ hjv s-bc ufvj'dkbcfc fhff
lfidt,ekb e[tib itwljvt,b^ fylf gbhbmb' fv ajhvekfc b.tyt,ty bv afmnbc cohfafl
(e[tifl) itcfvjovt,kfl^ hjv vjyfwtvt,b vbqt,ekbf t&o& yjhvfkehb ufyfobkt,bc
vmjyt gjgekfwbblfy&

FCBVTNHBBCF LF TMCWTCBC ITHXTDB"B RJTABWBTYNT<B& fcbvtnhbbc

ithxtdb'b rjtabwbtynb tojlt,f cblbltc
1 n
∑ ( xi − x )
3
∧
α n= n i =1
. (3.30)
s3
tc rjtabwbtynb bsktdf cb[ibht'f /bcnjuhfvbc cbvtnhbekj,bc (fy fcbvtn-
hbekj,bc) itcf[t, lfcrdybc ufrt't,bc cfiefkt,fc vbcb fut,bc ufhtit& rthsjl^ 'e
∧
α n ≠ 0,
itudbskbf lfdfcrdyf'^ hjv cb[ibht'f /bcnjuhfvf fhff cbvtnhbekb x -bc vbvfh'^
eahj vtnbw^ 'e
∧ ∧
αn > 0 ( α n <0)
vfiby cb[ibht'f ufyfobkt,f vfh]dybd (vfhw[ybd) fcbvtnhbekbf& vfh'kfw^ 'e
∧ n
α n >0^ vfiby ∑ ( xi − x ) 3 >0^ cfblfyfw ufvjvlbyfhtj,c^ hjv x -lfy lflt,b' uflf[hf-
i =1
'f re,t,bc ]fvb fqtvfnt,f x -lfy efh.jab' uflf[hf'f re,t,bc ]fvc^ hfw vbe'b't,c
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 93

bvfpt^ hjv x -bc vfhw[ybd v.jab lfrdbhdt,t,b eahj rjywtynhbht,ekyb fhbfy

x −'fy^ dblht vfh]dybd v.jayb^ fye cb[ibht'f ufyfobkt,f vfh]dybd fcbvtnhbekbf&
tmcwtcbc ithxtdb'b rjtabwbtynb tojlt,f cblbltc
1 n
∑ ( xi − x )
4
∧
en = n i =1
−3. (3.31)
s4
itvlujv 'fdt,ib xdty ufydb[bkfd' fcbvtnhbbcf lf tmcwtcbc rjtabwbtynt,c
gjgekfwbbcf'dbc lf vf'pt cfe,fhb lfodhbkt,b' bm udtmyt,f& fm itvjdbafhukt,b'
v[jkjl bvbc fqybidyb'^ hjv tmcwtcbc rjtabwbtynb fhbc cb[ibht'f /bcnjuhfvbc
x -bc vblfvjib ptdb' ufotkbkj,bc (fye odtnbfyj,bc) cfpjvb&

§ 3. HBW{DB"B VF{FCBF"T<KT<B LF}UEAT<EKB

VJYFWTVT<BCF"DBC

hbw[db'b vf[fcbf't,kt,bc ufycfpqdhf lf]ueat,ekb vjyfwtvt,bcf'dbc

vybidytkjdfybf jhb vbptpbc ufvj& th'b vbptpb bcff^ hjv vjyfwtv'f vfcbdb itbskt,f
sfkbfy lblb b.jc lf vbe[tlfdfl bvbcf^ hjv rjvgbenthbc vtidtj,b' itcfskt,tkbf
pecnfl ufvjb'dfkjc tcf 'e bc hbw[db'b vf[fcbf't,tkb (cfiefkj^ vtlbfyf^
ghjwtynbkt,b^ lbcgthcbf lf c[df)^ itcfskjf eahj cohfab lf bfab fqvjxyltc
vjyfwtv'f lf]ueat,f^ cb[ibht'f /bcnjuhfvbc fut,f lf vf'b vtidtj,b' cfcehdtkb
hbw[db'b vf[fcbf't,kt,bc vbf[kjt,b'b ufvj'dkf^ hfw^ itcfskjf chekbfl
frvf.jabkt,ltc xdtyc vj'[jdyt,c cbpecnbc itcf[t,& vtjht vbptpb rb^ e,hfkjl
bcff^ hjv pju]th vjyfwtv'f vjgjdt,f itcfskt,tkbf v[jkjl lf]ueat,ekb cf[b'
lf fh ufudfxybf gbhdtkflb vjyfwtvt,bc fqlutybc itcfskt,kj,f& fct'b nbgbc cbne-
fwbt,b [ibhfl ud[dlt,f ghfmnbrfib& vfufkb'fl^ hjltcfw vjyfwtvt,b vjgjdt,ekbf
cfv'fdhj,j ge,kbrfwbt,blfy (fvf 'e bv trjyjvbrehb^ ltvjuhfabekb^ cjwbfkehb
lf c[df vfxdtyt,kt,bc itcf[t,) lf fv itv'[dtdfib fh ufudfxybf c[df fhxtdfyb ufhlf
bvbcf^ hjv ufvjd'dfkj' hbw[db'b vf[fcbf't,kt,bc vbf[kjt,b'b vybidytkj,t,b
lf]ueat,ekb vjyfwtvt,bc vb[tldb'&

GHJWTYNBKT<BC UFVJ"DKF LF}UEAT<EKB VJYFWTVT<BCF"DBC& d'mdf'^

vjwtvekb udfmdc cb[ibht'f fy afhlj,b' cb[ibht'f bynthdfkehb ufyfobkt,bc
1.11 w[hbkb& vbcb lf[vfht,b' itdflubyj' lfuhjdbk cb[ibht'f f[fkb w[hbkb&

w[hbkb 3.4. lfuhjdbkb cb[ibhtt,b

bynthdfkb < a1 < a2 < a3 ⋅⋅⋅ ≤ at

lfuhjdbkb t
cb[ibhtt,b n1 n1 + n2 n 1 + n 2 +n 3 ⋅⋅⋅ ∑ ni = n
i =1

d'mdf'^ vjcfst,yb udfmdc P = α⋅100-ghjwtynbkb^ fye bct'b ~

x P vybidytkj,f^ hjv
94

# {x i : x i < ~
x P } ≤ αn, # {x i : x i > ~
x P } ≤ (1–α)n . (3.32)

fqdothj' ~
x P -c vjst,ybc otcb yf,b]t,bc vb[tldb'&

1. vjdst,yj' bct'b bynthdfkb (fqdybiyj' vbcb vfhw[tyf ,jkj L-b'^ vfh]dtyf −R-
b'^ cbuhst rb l-b')^ hjv
# {x i : x i <L} < αn
lf
# {x i : x i <R} ≥ αn.

fct'b bynthdfkbc vjst,yf itcfskt,tkbf 3&2 w[hbkbc vtidtj,b'&

2. 1.11 w[hbkbc lf[vfht,b' vjdst,yj' [L,R] bynthdfkib vj[dtlhbk
lfrdbhdt,f'f hfjltyj,f^ fye cb[ibht lf fqdybiyj' bub f-b'&
3. ~
x P ufvjb'dkt,f ajhvekb'

~ g
x P = L+ l, (3.33)
f

cflfw g = [αn] – # {x i : x i <L}&

(a) [ [ ) )
a i-1 c d ai
(b) [ [ )
L ~
xP R
yf[& 3.10

itybidyf&
f) ghjwtynbkt,bc fct'b otcb' vjst,ybcfc buekbc[vt,f^ hjv lf.jabc yt,bcvbth [a i-
1 , a i ) bynthdfkib^ i = 1,2,...,t^ vj[dtlhbkb vjyfwtvt,b 'fyf,hflff ufyfobkt,ekb fv
bynthdfkib& tc ybiyfdc^ hjv fv bynthdfkbc yt,bcvbth [c,d) mdtbynthdfkib (b[& yf[&
3&10 (a)) vj[dtlhbk vjyfwtv'f vbf[kjt,b'b hfjltyj,f vjbwtvf ajhvekb'

[c,d) bynthdfkib vj'fdct- ≈ n d − c  ,

 i  a i-1 < c < d < a i . (3.34)
,ek vjyfwtv'f hfjltyj,f  ai − ai −1 
,) hflufy 0 < g < f ^ fvbnjv L < ~
x P < R&
u) lfdhoveylt'^ hjv fqothbkb otcb' vjst,ybkb ~ x P vybidytkj,f frvf.jabkt,c
(3.32) 'fyfafhlj,t,c& vfufkb'bcf'dbc^ itdfvjovj' gbhdtkb vf'ufyb&
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 95

~
x −L
# {x i : x i < ~
x P } = # {x i : x i <L} + # {x i : L≤ x i < ~
x P }= # {x i : x i <L} + f⋅ P =
l
g
l
f
= # {x i : x i <L} + f⋅ = # {x i : x i <l} + [g] ≤ αn.
l
njkj,f'f fv vbvltdhj,blfy vtjht njkj,bc cfvfh'kbfyj,f ufvjvlbyfhtj,c (3.34)
g
'fyfafhlj,blfy^ vtcfvt njkj,bcf – bv afmnblfy^ hjv ~ xP – L = l (b[& yf[& 3.10
f
(b))&
vfufkbsb 3.15. vjdst,yj' ithxtdb'b vtlbfyf (50-ghjwtynbkb) lf 35-ghjwty-
nbkb 3.5 w[hbkb' vjwtvekb lf]ueat,ekb vjyfwtvt,bcf'dbc&

w[hbkb 3.5. cb[ibht'f bynthdfkehb ufyfobkt,f&

bynthdfkb cb[ibht bynthdfkb cb[ibht bynthdfkb cb[ibht
[1.5,10.5) 18 [37.5,46.5) 119 [73.5,82.5) 160
[10.5,19.5) 32 [46.5,55.5) 80 [82.5,91.5) 140
[19.5,28.5) 50 [55.5,64.5) 140 [91.5,100.5] 60
[28.5,37.5) 81 [64.5,73.5) 120

udfmdc 11 njkb cbuhsbc bynthdfkb (cbuhst 9-bc njkbf)^ n = 1000&

itdflubyj' lfuhjdbk cb[ibht'f w[hbkb

w[hbkb 3.6. lfuhjdbkb cb[ibhtt,b

bynthdfkb cb[ibht bynthdfkb cb[ibht bynthdfkb cb[ibht
<10.5 18 <46.5 300 <82.5 800
<19.5 50 <55.5 380 <91.5 940
<28.5 100 <64.5 520 ≤100.5 1000
<37.5 181 <73.5 640

I. ufvjd'dfkj' ithxtdb'b vtlbfyf ~ x & hflufy fv itv'[dtdfib P=0.5⋅100^ fvbnjv

α=0.5^ [jkj αn = 500 lf ghjwtynbkt,bc vjst,ybc fqothbkb otcbc gbhdtkb yf,b-
]bc itcf,fvbcb bynthdfkbf [55.5, 64.5)^ t&b& L = 55.5, R = 64.5, l = 9, f = 140 (b[& 3&5
w[hbkb)&
g = αn – # {x i : x i <55.5} = 500–380 = 120
(# {x i : x i <55.5} = 380 fqt,ekbf 3&6 w[hbkblfy)&
fvhbufl^ (3.33) ajhvekfib itvfdfkb .dtkf cblblt wyj,bkbf lf udtmyt,f

~ 120
x = 55.5 + ⋅9 ≈ 55.5 + 7.71 = 63.21.
140
96

II. ufvjd'dfkj' 35 ghjwtynbkb^ ~ x35 & fv itv'[dtdfib α = 0.35, αn = 350 lf

cfsbt,tkb bynthdfkbf [46.5, 55.5)^ t&b& L = 46.5, R = 55.5, l = 9, f = 80, S = 350–300 =
50& fvhbufl^

~ 50
x35 = 46.5 + ⋅9 ≈ 46.5 + 5.62 = 52.125.
80

ITHXTDB"B CFIEFKJCF LF LBCGTHCBBC UFVJ"DKF LF}UEAT<EKB

VJYFWTVT<BCF"DBC& rdkfd ufydb[bkj' lf]ueat,ekb vjyfwtvt,b^ hjvkt,bw
vjwtvekbf cb[ibht'f bynthdfkehb ufyfobkt,bc 1&11 w[hbkb'& fv w[hbkbc
vb[tldb' vjyfwtvt,b lf]ueat,ekbf t hfjltyj,bc rkfcfl^ 'b'jtekb rkfcb
itbwfdc [a i-1 , a i ) bynthdfkib vj[dtlhbk vjyfwtvt,c^ hjvtk'f cb[ibhtf n i , i = 1,
t
2,..., t, ∑ ni = n^ n ithxtdbc vjwekj,ff&
i =1
fv gfhfuhfabc vbpfyc itflutyc ithxtdb'b cfiefkjcf lf lbcgthcbbc
vbf[kjt,b'b ufvj'dkf lf]ueat,ekb vjyfwtvt,bc vb[tldb'&
rbltd th'[tk ufdb[ctyj'^ 'e hf vjcfpht,t,b' [tkvsqdfytkj,ty
lf]ueat,bc bynthdfkt,bc hfjltyj,bc lf cbuhsbc lfcflutyfl& tctybf%
(a) bv vjyfwtv'f vybidytkj,t,b^ hjvkt,bw vbtre'dyt,f hjvtkbvt bynthdfkc^ lblb
itwljvt,bc ufhtit itbskt,f ufbubdltc fv bynthdfkbc ief othnbk'fy*
(b) bynthdfkt,bc cbuhstt,b itcfskjl lblb eylf b.jc^ fvfdt lhjc bct eylf b.jc
ithxtekb^ hjv cheklt,jltc (a) gbhj,f&
eylf itdybiyj'^ hjv bynthdfkib vj[dtlhbk vjyfwtv'f bynthdfkbc ief
othnbk'fy ufbubdt,bc lhjc lfidt,ekb itwljvt,b fbcf[t,f cfiefkjcf lf
lbcgthcbbc vbf[kjt,b'b ufvj'dkbc cbpecntib lf vf'b lfcfidt,b cblblt eylf
ufybcfpqdhjc ufvj'dkt,bc cbpecntpt xdtyb vj'[jdyt,bc itcf,fvbcfl&
ithxtdb'b cfiefkjc rfhub fghjmcbvfwbbc vbqt,f itcfskt,tkbf bv
lfidt,fib^ hjv .jdtkb i-ehb [a i-1 , a i ) bynthdfkbc ief othnbkb^ hjvtkcfw xdty
fqdybiyfd' m i -b'^ ofhvjflutyc fv bynthdfkib vj'fdct,ek vjyfwtv'f
fhb'vtnbrekb cfiefkjc vbf[kjt,b' vybidytkj,fc& vfufkb'fl^ tc lfidt,f
cfvfh'kbfybf bv itv'[dtdfib^ hjltcfw i-eh bynthdfkib v.jab vjyfwtvt,b 'fyf,hfl
cbvtnhbekflff ufyfobkt,ekb ief othnbkbc vbvfh'^ fylf itchekt,ekbf (a)
gbhj,f& fv itv'[dtdfib itbskt,f xfb'dfkjc^ hjv [a i-1 ,a i ) bynthdfkib vj'fdct,ek
vjyfwtv'f ]fvb vbf[kjt,b' n i m i -c njkbf& fmtlfy ufvjvlbyfht^ fhb'vtnbrekb
cfiefkjc vbf[kjt,b'b vybidytkj,f ,eyt,hbdbf ufybcfpqdhjc ajhvekb'
1 t
x= ∑ n i mi . (3.35)
n i =1
hfw itt[t,f ithxtdb'b lbcgthcbbc vbf[kjt,b' ufvj'dkfc^ fv itv'[dtdfib
lfvfrvf.jabkt,tkb cbpecnbc vbcfqt,fl cfzbhjf eahj vrfwhb lfidt,f^
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 97

cf[tklj,h lfidt,f bvbc itcf[t,^ hjv itchekt,ekbf (a) gbhj,f& fv itv'[dtdfib

ithxtdb'b lbcgthcbbc vbf[kjt,b'b vybidytkj,f vjbwtvf ajhvekb'
1 t 2
s' 2 = ∑ ni mi − n( x )  ,
2
(3.36)
n − 1 i =1 
cflfw x ufvj'dkbkbf (3.35) ajhvekb'&
vfufkbsb 3.16. ufydb[bkj' 3.15 vfufkb'bc vjyfwtvt,b lf ufvjd'dfkj'
cfiefkjcf lf lbcgthcbbc vbf[kjt,b'b vybidytkj,fyb& fv vbpyb' 3.5 w[hbkbc
vtidtj,b' itdflubyj' f[fkb w[hbkb^ hjvtkbw itbwfdc .dtkf bv cblbltc^ hjvtkbw
fewbkt,tkbf (3.35) lf (3.36) ajhvekt,bc ufvjcf.tyt,kfl (b[& w[hbkb 3.7)%
fvhbufl^ udtmyt,f
1 t 1
x = ∑ ni mi = 60639 = 60.639.
n i =1 1000
1 t 2 1
s' 2 = ∑ ni mi − n( x )  =
2
(4204233 – 1000(60.639)2) ≈ 527.
n − 1 i =1  999

w[hbkb 3.7
bynthdfkbc ief oth- cb[ibht 2
yjvthb i nbkb m i mi2 ni
n i mi n i mi
1 6 36 18 108 648
2 15 225 32 480 7200
3 24 576 50 1200 28800
4 33 1089 81 2673 88209
5 42 1764 119 4998 209916
6 51 2601 80 4080 208080
7 60 3600 140 8400 504000
8 69 4761 120 8280 571320
9 78 6084 160 12480 973440
10 87 7569 140 12180 1059660
11 96 9216 60 5760 552960
Σ 1000 60639 4204233

vfufkbsb 3.17. ufydb[bkj' 3.14 vfufkb'bc vjyfwtvt,b& vf''dbc ufvj'dkbkb

b.j fhb'vtnbrekb cfiefkj^ x =10.26 lf ithxtdb'b cnfylfhnekb uflf[hf^ s=4.29&
lfdf]ueaj' tc vjyfwtvt,b 6 bynthdfkbc vb[tldb' bct^ hjujhw mdtvjvj.-
dfybk 3.8 w[hbkibf vjwtvekb^ ufvjd'dfkj' fv upb' lf]ueat,ekb vjyfwtvt,b-
cf'dbc cfiefkjcf lf cnfylfhnekb uflf[hbc vbf[kjt,b'b vybidytkj,t,b lf
itdflfhj' flht ufvj'dkbk pecn vybidytkj,t,c&
w[hbkb 3.8
98

bynthdfkb ief oth- cb[ibht 2

[a i-1 ,a i ) nbkb m i mi2 ni
n i mi n i mi
[2,5) 3.5 12.25 3 10.5 36.75
[5,8) 6.5 42.25 6 39.0 253.50
[8,11) 9.5 90.25 8 76.0 722.00
[11,14) 12.5 156.25 7 87.5 1093.75
[14,17) 15.5 240.25 4 62.0 961.00
[17,20) 18.5 342.25 2 37.0 684.50
Σ 30 312 3751.5

fv w[hbkbc lf[vfht,b' fldbkfl ufvjd'dkb' cfsbt,tk cblbltt,c%

1 1
x = 312 = 10.4, s2 = (3751.5–30(10.4)2) ≈ 17.47, s ~ 4.18.
30 29
hjujhw d[tlfd'^ vbe[tlfdfl bvbcf^ hjv vjyfwtvt,b lfdf]ueat' 6 bynth-
dfkbc vb[tldb'^ hjvtk'f'dbcfw (a) lfidt,f cfrvfjl e[tifl cheklt,f^ vbf[kj-
t,b' ufvj'dkbkb fhb'vtnbrekb cfiefkj lf cnfylfhnekb uflf[hf cfrvfjl f[-
kjcff pecnfl ufvj'dkbk vybidytkj,t,'fy (pecnb x =10.26^ vbf[kjt,b' ufvj'-
dkbkb x =10.4^ pecnfl ufvj'dkbkb s = 4.29^ vbf[kjt,b' ufvj'dkbkb s = 4.18)&

RJDFHBFWBBCF LF RJHTKFWBBC RJTABWBTYNT<B& fmfvlt xdty db[bkfd-

lb' vjyfwtvt,c^ hjvkt,bw ofhvjflutylf hfbvt th'b vf[fcbf't,kbc lfrdbhdt,ek
vybidytkj,t,c& vhfdfkb ghj,ktvbc rdktdbcfc^ rthsjl^ hjltcfw itbcofdkt,f
rfdibhb jh (fy hfvltybvt) vf[fcbf't,tkc ijhbc^xdty erdt cfmvt udfmdc bct'
vjyfwtvt,'fy^ hjvkt,bw ofhvjflutyc fv vf[fcbf't,kt,bc th'lhjekfl lfrdbh-
dt,ek vybidytkj,f'f cbvhfdktc& vfufkb'fl^ d'mdf'^ dbrdktd' cfrb'[c lfvjrb-
lt,ekbf 'e fhf ufvjwlt,bc xf,fht,bc [fhbc[b cmtcpt^ j]f[eh vlujvfhtj,fpt fy
c[df afmnjht,pt& w[flbf^ hjv fv itv'[dtdfib eylf ufudfxyltc vjyfwtvt,b .dtkf
ptvjxfvj'dkbkb cblblbc (vf[fcbf't,kbc) itcf[t,& efvhfdb fct'b nbgbc vfufkb'bc
xfvj'dkf itbskt,f% fhbc 'e fhf rfdibhb fmwbbc lf[ehdbcf lf uf[cybc afct,c
ijhbc~ cflfpqdtdj rjvgfybbc vrdktdfhc fbynthtct,c fhbc 'e fhf rfdibhb
cflfpqdtdj gjkbcbc nbgcf lf gjkbcbc vakj,tkbc c[dflfc[df vf[fcbf't,tkc
ijhbc (vfufkb'fl^ cbwjw[kbc lfpqdtdfpt ufvj.jabk 'fy[fcf lf j]f[bc
itvjcfdfkc ijhbc)^ abyfyceh vtyt]thc fbynthtct,c itbcofdkjc rfdibhb
wfkrtekb fmnbdbcf lf ,fphbc fvjyfut,t,c ijhbc lf f&i&
.dtkf ptvjlfcf[tkt,ek ghj,ktvfpt gfce[bc ufcfwtvfl^ hf 'mvf eylf^
fewbkt,tkbf udmjyltc fvjwfyfib vjyfobkt .dtkf cblblbcf 'e vf[fcbf't,kbc
th'lhjekfl lfrdbhdt,ekb vybidytkj,fyb&
fvf 'e bv jh vf[fcbf't,tkc (fylf jh vfxdtyt,tkc) ijhbc rfdibhbc
itcofdkbc vbpyb' fv vf[fcbf't,kt,bc lfrdbhdt,ekb vybidytkj,t,bc cbvhfdkt
itudbskbf ofhvjdflubyj' o.dbkt,bc itvltub cbvhfdkbc cf[b'
(x 1 , y 1 ), (x 2 , y 2 ) , ... , (x n , y n ).
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 99

fv vjyfwtvt,bc vb[tldb' fut,ty t&o& uf,ytdbc lbfuhfvfc itvltub otcb'%

cb,hn.tpt rjjhlbyfn'f vfh're'[f cbcntvfib vjybiyekbf othnbkt,b^ hjvtk'f
rjjhlbyfnt,bf (x i , y i ), i = 1, 2,..., n&

vfufkbsb 3.18. ufydb[bkj' 3.12 vfufkb'bc vjyfwtvt,b lf fdfuj' vf''dbc

uf,ytdbc lbfuhfvf& A nhtcnbc vjyfwtvt,b uflfdpjvj' x qthspt^ B nhtcnbcf rb y
qthspt (cbvfhnbdbcf'dbc vjyfwtvt,b lfdfvhudfkj' v'tk hbw[dt,fvlt)&
pjubth' itv'[dtdfib itcfskjf^ hjv uf,ytdbc lbfuhfvfv dbpefkehfl
fqvjudfxtybyjc rfdibhb vjyfwtv'f jh cbvhfdktc ijhbc& vfufkb'fl^ itcfskjf^ hjv
(x i , y i ) othnbkt,b lf]uea,ekyb b.dyty hfbvt ohabc fy c[df vhelbc vf[kj,kj,fib&
itvlujv 'fdt,ib tc cfrb'[b lfodhbkt,b' bmyt,f itcofdkbkb^ fm rb xdty
itvjdbafhukt,b' jh hfjltyj,hbd wdkflc (vfxdtyt,tkc) ijhbc rfdibhbc th'-th'
ev'fdhtc vf[fcbf't,tkc – rjhtkfwbbc rjtabwbtync^ hjvtkbw ofhvjflutyc jh
wdkflc ijhbc ohabdb rfdibhbc cbskbthbc cfpjvc&

y
.
30 (34,28)
.
(43,25)
20

. .
(-3,12) . (8,12) .
(5,11) (30,11)
.
(21,6)

. . x
–10 (3,-1) 10 20 30 40 50
(-6,-3)

yf[& 3.11 uf,ytdbc lbfuhfvf 3.12 vfufkb'bc vjyfwtvt,bcf'dbc

'fdlfgbhdtkfl ufydvfhnbj' ithxtdb'b rjdfhbfwbbc rjtabwbtynb& bub

ufybvfhnt,f itvltub 'fyfafhlj,b'
1 n
cov(x,y) = ∑ ( xi − x )( y i − y ) , (3.37)
n i =1
1 n 1 n
cflfw x = ∑ xi , y = ∑ y i .
n i =1 n i =1
ithxtdb'b rjhtkfwbbc rjtabwbtynb rb vjbwtvf itvltub ajhvekb'
100

1 n
∑ ( xi − x )( y i − y )
cov( x, y ) n i =1
r= = =
sx s y 1 n 1 n
∑ ( xi − x ) ∑ ( yi − y )
2 2
n i =1 n i =1
n

∑ (x
i =1
i − x )( y i − y )
= . (3.38)
n n

∑ (x
i =1
i − x) 2
∑(y
i =1
i − y) 2

vjdb.dfyj' rjdfhbfwbbc rjtabwbtynbc ufvjcf'dktkb ufvfhnbdt,ekb

ajhvekf
1 n
cov(x,y) = ∑ xi y i − x y . (3.39)
n i =1
[ibhfl b.tyt,ty rjhtkfwbbc rjtabwbtynbc itvltu trdbdfktynek
ufvjcf[ekt,fcfw
1 n  xi − x  y i − y 
r= ∑  . (3.40)
n i =1 s x  s y 
fv ajhvekbc vb[tldb'^ 'fdlfgbhdtkb vjyfwtvt,bc rjhtkfwbbc
rjtabwbtynb itbskt,f ofhvjdflubyj'^ hjujhw ufhlfmvybkb
 xi − x y i − y 
 ,  , i=1,2,...,n,
 sx s 
 y 
vjyfwtvt,bc rjdfhbfwbbc rjtabwbtynb&
f[kf itdelut' rjhtkfwbbc rjtabwbtynbc 'dbct,t,bc xfvj.fkb,t,fc&
1. –1≤r≤1 fye |r|≤1& r-bc lflt,b'b vybidytkj,t,b vbe'b't,c wdkflt,c ijhbc
gjpbnbehb lfvjrblt,ekt,bc fhct,j,fpt^ efh.jab'b vybidytkj,fyb rb
efh.jab'pt*
tc 'dbct,f vfhnbdfl ufvjvlbyfhtj,c vf'tvfnbrfib rfhufl wyj,bkb rjib-
,eybfrjdcrbc enjkj,blfy^ hjvkbc sfkb'fw
1 n 1 n 1 n
∑ ( xi − x )( y i − y ) ≤ ∑ ( xi − x ) ∑ ( yi − y )
2 2
|cov(x,y)| =
n i =1 n i =1 n i =1
fye
|cov(x,y)| ≤ s x s y ^ (3.41)
'fyfw (3.41) njkj,fc flubkb fmdc vfiby lf v[jkjl vfiby^ hjwf x lf y wdkf-
lt,c ijhbc fhct,j,c ohabdb rfdibhb^ t&b& vjbst,yt,f bct'b a lf b velvbdt,b^
hjv y i =ax i +b*
(3.41)-blfy fldbkfl vbdbqt,' cfcehdtk afmnc^ vfh'kfw
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 101

| cov( x, y ) | sx s y
|r| = ≤ = 1,
sx s y sx s y

'fyfw ,jkj enjkj,fib njkj,fc flubkb tmyt,f^ t&b& |r|=1, vfiby lf v[jkjl vfiby^
hjwf y i =ax i +b ^ hfbvt a lf b hbw[dt,bcf'dbc^ fvfc'fy 'e a>0, r=1^ lf r=–1^ 'e a<0&
fvhbufl^ itbskt,f xfvjdf.fkb,j' rjhtkfwbbc rjtabwbtynbc vt-2 'dbct,f
lf xfvjd'dfkj' jhb c[dfw&
2. |r|=1 vfiby lf v[jkjl vfiby^ hjwf wdkflt,c ijhbc fhct,j,c pecnb ohabdb
rfdibhb^ fye othnbkt,b uf,ytdbc lbfuhfvfpt pecnfl ufykfult,f hfbvt ohatpt&
3. rjhtkfwbbc rjtabwbtynb eufypjvbkt,j cblbltf& fvfc'fy^ vbcb cblblt
ewdktkb lfhxt,f^ hbltcfw x fy y-bc fy jhbdtc cfpjvb th'tekt,b bwdkt,f^bub
ewdktkb hxt,f vfibyfw^ hjwf bwdkt,f f'dkbc othnbkbw^ fye vjrktl hjv
d'mdf'^ ewdktkb hxt,f wdkflt,bc ohabdb ufhlfmvybcfc&
4. rjhtkfwbf pjvfdc wdkflt,c ijhbc ohabdb lfvjrblt,ekt,bc cbskbthtc& c[df^
fhfohabdb^ 'eylfw ltnthvbybcnekb rfdibhb rjhtkfwbfib fh fbcf[t,f&
itbskt,f bct'b vfufkb'bc vjabmht,f^ hjltcfw wdkflt,c ijhbc fhct,j,c
vrfwhb fhfohabdb lfvjrblt,ekt,f^ vfuhfv rjhtkfwbbc rjtabwbtynb vwbhtf lf
itbskt,f yekbc njkbw b.jc& fvbnjv rjhtkfwbf fh ofhvjflutyc uf,ytdbc
lbfuhfvbc vtidtj,b' fqvjxtybkb .dtkf nbgbc rfdibht,bc pjufl cfpjvc&
mdtdb' vj.dfybkbf uf,ytdbc lbfuhfvt,bcf lf itcf,fvbcb rjhtkfwbbc
rjtabwbtynt,bc vybidytkj,f'f hfvltybvt dfhbfynb& fv cfbkecnhfwbj vfcfkblfy
xfyc^ hjv hfw eahj rjywtynhbht,ekbf vjyfwtvt,b hfbvt ohabc vblfvjib^ vb'
eahj lblbf rjhtkfwbbc rjtabwbtynb^ fvfc'fy 'e itcf,fvbcb ohabc lf[hbkj,f
lflt,b'bf^ rjhtkfwbbc rjtabwbtynbw lflt,b'bf&

r=0.01 r=0.28 r=0.43

r=0.73 r=0.91 r=0.99

yf[& 3.12
102

vfufkbsb 3.19. (ufuhstkt,f) ufvjd'dfkj' rjhtkfwbbc rjtabwbtynb 3.12

vfufkb'ib vj.dfybkb vjyfwtvt,bcf'dbc& xdty flht erdt ufvj'dkbkb udmjylf x =16,
s x =17.65, y =12, s y =10.51& udfmdc

1 n
cov(x,y)= ∑ xi y i − x y = 101 (8.3⋅12.1+(–6.2)⋅(–2.8)+⋅⋅⋅+3.1⋅(–1.3)+30.5⋅11.4)–16⋅12=71.48.
n i =1
fmtlfy
cov( x, y ) 71.48
r= = ≈ 0.39.
sx s y 17.65 ⋅ 10.51
tc cblblt udfhoveyt,c^ hjv fhct,j,c cecnfl ufvj[fnekb gjpbnbehb
ohabdb rfdibhb A lf B nhtcnt,bc fvjyfut,t,c ijhbc^ hfcfw uf,ytdbc lbfuhfvfw
flfcneht,c&
vfufkbsb 3.20. bvbcf'dbc^ hjv ufycfpqdhjc f[fkb ghjlemwbbc afcb^ hjvkbc
ufnfyfw cehc rjvgfybfc ,fpfhpt^ rjvgfybbc rdktdbc ltgfhnfvtynvf itfhxbf 10
mfkfmb^ hjvkt,cfw fhct,b'fl th'b lf bubdt .bldbc gjntywbfkb uffxybf lf
ufvjbnfyf ghjlemwbf ,fpfhpt .jdtk vf'ufyib c[dflfc[df afcfl& mdtvjvj.dfybk 3.9
w[hbkib vjwtvekbf afct,b (ljkfht,ib) lf itcf,fvbcb uf.bldt,bc vjwekj,f
(f'fcj,b' ljkfht,ib)&

w[hbkb 3.9.

mfkfmbc yjvthb 1 2 3 4 5 6 7 8 9 10
afcb x 15.0 15.5 16.0 16.5 17.0 17.5 18.0 18.5 19.0 19.5
uf.bldbc vjwekj,f y 15 14 16 9 12 10 8 9 6 5

gbhdtk hbuib fdfuj' uf,ytdbc lbfuhfvf (b[& yf[& 3.13)^ itvltu rjhtkfwbbc
rjtabwbtynb lf lfdhoveylt'^ hjv vf'pt lf.hlyj,b' vbqt,ekb lfcrdyt,b
th'vfyt''fy it'fy[vt,ekbf&
hjujhw fv lbfuhfvblfy xfyc^ xdtyc obyfitf efh.jab'b ohabdb rfdibhbc
ntyltywbff% vjyfwtvt,b 'fdvj.hbkyb fhbfy efh.jab'b lf[hbkj,bc ohabc
vblfvjib& fv ohabc vjst,ybc fvjwfyfc xdty vjudbfyt,b' itdt[t,b'& f[kf rb
itdybiyj'^ hjv hflufyfw rjhtkfwbbc rjtabwbtynb pjvfdc jh wdkflc ijhbc
fhct,ekb ohabdb rfdibhbc cbskbthtc^ eylf vjdtkjlt'^ hjv rjhtkfwbbc
rjtabwbtync tmyt,f –1-'fy cfrvfjl f[kjc v.jab vybidytkj,f& ufvjd'dfkj' bub&
x =17.25, s x =1.44, y =10.4, s y =3.56, cov(x,y) = – 4.75.
cf,jkjjl
cov( x, y ) 4.75
r= =− ≈ – 0.94,
sx s y 5.04
hfw flfcneht,c uf,ytdbc lbfuhfvbc lf[vfht,b' vbqt,ek lfcrdyfc&
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 103

16 . .
15 .
14
13
12 . y = –3.3x+67.35
.
11
10 .
.
9
.
8
7 .
6 .
5 ∧ ∧
4 yi– β 1xi– β 0=ei
3
2
1

10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26

yf[& 3.13& uf,ytdbc lbfuhfvf 3.20 vfufkb'bc vjyfwtvt,bcf'dbc

vbe[tlfdfl bvbcf^ hjv rjhtkfwbbc rjtabwbtynbc ufvj'dkbkb vybidytkj,f

r = –0.94 vtn.dtkt,c efh.jab' ohabdb rfdibhbc fhct,j,fpt uf.bldf'f vjwekj,fcf
lf uf.bldbc afcc ijhbc^ tc cblblt fhfathc udte,yt,f bv ohabc itcf[t,^ hjvkbc
vblfvjibwff 'fdvj.hbkb lfrdbhdt,ekb o.dbkt,b& fv cfrb'[t,c xdty itdt[t,b'
htuhtcbekb fyfkbpbcflvb vbsqdybk 'fdt,ib& fm v[jkjl itdybiyfd'^ hjv fv ohabc
vjcfst,yfl b.tyt,ty t&o& evwbhtc rdflhfn'f vt'jlc^ hjvkbc 'fyf[vflfw bst,yt,f
∧ ∧
bct'b ohat y= β 0 + β 1 x^ hjvkbc rjtabwbtynt,bc'dbcfw cheklt,f gbhj,f
n min ∧ ∧
∑ ( yi − β 0 − β1 xi ) ⇒ β 0 , β 1 ,
2
i =1
fye^ ohat hjvkblfyfw y i -t,bc dthnbrfkehb uflf[ht,bc rdflhfnt,bc ]fvb vbybvf-
kehbf& fv ohabc rjtabwbtynt,bf%
∧ cov( x, y ) ∧ ∧
β1 = , β 0 = y –β 1 x .
s x2

vjdst,yj' tc ohat 3.17 vfufkb'ib vj.dfybkb vjyfwtvt,bcf'dbc lf

lfd[fpj' vbcb uhfabrb uf,ytdbc lbfuhfvfpt&
∧ 4.75 ∧
β1 =– ≈ –3.3, β 0 = 10.4–3.3⋅17.25 ≈ 67.35.
1.44
fvhbufl cfst,yb ohabc ufynjkt,ff
y = –3.3x+67.35.
104

,jkjc^ fv geymnib vjdb.dfyj' rjdfhbfwbbc rjtabwbtynbc ufvj.tyt,bc th'b

vybidytkjdfyb vfufkb'b& rdkfd lfde,heylt' vjyfwtv'f jh cbvhfdktc x 1 ,x 2 ,...,x n lf
y 1 ,y 2 ,...,y n ^ hjvkt,bcufyfw itdmvyf' f[fkb cbvhfdkt z i =x i ±y i , i=1,2,...,n& flht
yfxdtyt,b b.j^ hjv f[fkb vjyfwtvt,bc cfiefkj ufvjb'dkt,f sdtkt,bc vtidtj,b'^
cf[tklj,h
z=x±y
1 n
cflfw z = ∑ z i &
n i =1
1 n
f[kf lfdbynthtclt' cfrb'[b'% itcfskjf 'e fhf s z2 =
∑ ( zi − z )
2
n i =1
ithxtdb'b lbcgthcbbc ufvj'dkf s x2 -bcf lf s 2y -bc vtidtj,b'~ ufyc[dfdt,b'
fhb'vtnbrekb cfiefkjcfufy^ tc itcfskt,tkbf v[jkjl bv itv'[dtdfib 'e
lfvfnt,b' wyj,bkbf ithxtdb'b rjdfhbfwbbc rjtabwbtynb cov(x, y)^ cf[tklj,h^

s z2 = s x2 + s 2y ±2 cov(x,y) (3.42)

( s z2 = s x2 + s 2y , 'e cov(x,y)=0).
fyfkjubehfl

s z'2 = s x'2 + s 'y2 ±2 cov'(x, y), (3.43)

1 n n
cflfw cov'(x,y)= ∑ ( xi − x )( y i − y ) = cov(x, y).
n − 1 i =1 n −1
hjltcfw xdty 3.12 vfufkb'bc vjyfwtvt,b' (b[& w[hbkb 3.2) vjdbyljvt'
cnfylfhnekb uflf[hbc ufvj'dkf C gjhnatkbcf'dbc^ xdty itdflubyt'
z i = 12 (x i +y i ), i=1,2,...,10, vorhbdb^ cflfw x i fqybiyfdc A gjhnatkbc fvjyfut,c^ [jkj
y i fhbc B gjhnatkbc fvjyfut,b lf ufvjd'dfkt' s z'2 eiefkjl lbcgthcbbc
ufvjcf'dktkb ajhvekbc ufvj.tyt,b'&
cfdfh]bij& ufvjb.tyt' ithxtdb'b lbcgthcbbc f) 'dbct,f lf (3.43) ajhvekf C
gjhnatkbc fvjyfut,'f lbcgthcbbc ufvjcf'dktkfl A lf B gjhnatkt,bc
fvjyfut,'f lbcgthcbt,bcf lf vf'b 3.2 w[hbkb' ufvj'dkbkb rjdfhbfwbbc
vtidtj,b'&
vbsbst,f& ]th ufvj'dfkt' cov'(x,y) 3.2 w[hbkb'^ itvltu s z'2 ^ cflfw z i =x i +y i ,
i=1,2,...,10^ hbc'dbcfw ufvjb.tyt' (3.43)^ [jkj itvltu ithxtdb'b lbcgthcbbc f)
'dbct,bc sfkb' ufvj'dfkt' u i = 12 z i , i=1,2,...,10^ vorhbdbc lbcgthcbf s u'2 &
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 105

***
mdtvj' vj.dfybkb kbnthfnehf lfbynthtct,ek vrb'[dtkc cfiefkt,fc
vbcwtvc eahj qhvfl^ ltnfkt,ib uftwyjc fv 'fdib ufy[bkek 'tvfc% [24], [30], [31],
[35], [54], [62], [66], [72], [73], [79], [82], [83], [84].

LFCRDYT<B

fv 'fdib ufy[bkekbf ithxtdbc hbw[db'b vf[fcbf't,kt,b^ hjvkt,bw

cfiefkt,fc bsktdf itreviekb ajhvb' lfdf[fcbf'j' hbw[db' vjyfwtvt,'f
ufykfut,f lf ufafynekj,f&
tc vf[fcbf't,kt,b gbhj,b'fl lf.jabkbf jh ]ueafl& gbhdtk ]ueac
vbtre'dyt,f vjyfwtv'f ufykfut,bc wtynhbc fye wtynhfkehb ntyltywbbc cfpjvt,b&
tctybf fhb'vtnbrekb cfiefkj (fy e,hfkjl cfiefkj)^ vtlbfyf lf vjlf&
vf[fcbf't,tk'f vtjht ]ueac vbtre'dyt,f vjyfwtv'f ufafynekj,bc
(dfhbf,tkj,bc) cfpjvt,b% uf,ytdbc lbfgfpjyb^ ghjwtynbkt,b^ ithxtdbc lbcgthcbf^
cnfylfhnekb uflf[hf^ dfhbfwbbc rjtabwbtynb&
ufy[bkekbf rbltd jhb vf[fcbf't,tkb^ fcbvtnhbbcf lf tmcwtcbc
rjtabwbtynt,b& gbhdtkb vf'ufyb f[fcbf't,c vjyfwtv'f ufyfobkt,bc (ufukedt,ekb
/bcnjuhfvbc) cbvtnhbekj,fc^ vtjht rb – ufyfobkt,bc odtnbfyj,fc cfiefkjc
vblfvjib&
lfo.dbkt,ekb vjyfwtvt,bcf'dbc itvjqt,ekbf rjdfhbwbbcf lf rjhtkfwbbc
rjtabwbtynt,bc wyt,f& tc cblbltt,b f[fcbf't,c ohabdb rfdibhbc cbskbthtc jh
wdkflc ijhbc&

CFDFH}BIJT<B

3.1. wtynhfkehb ntyltywbbc vf[fcbf't,tkbf%

f) v[jkjl fhb'vtnbrekb cfiefkj*
,) v[jkjl vtlbfyf lf vjlf*
u) vjlf^ vtlbfyf lf fhb'vtnbrekb cfiefkj&
hjvtkb gfce[bf cojhb~

3.2. wtynhfkehb ntyltywbbc vluhflb vf[fcbf't,tkbf%

f) cfiefkj*
,) cfiefkj lf vtlbfyf*
u) vtlbfyf&
hjvtkb gfce[bf cojhb~

3.3. d'mdf'^ vjyfwtv'f hfbvt cbvhfdkbcf'dbc vjwtvekbf

n n
∑ xi = 1050, ∑ xi = 315 00,
2
n=10.
i =1 i =1
106

f) ufvj'dfkt' x ^ s2, s*
,) itcfskt,tkbf 'e fhf fv vjyfwtvt,b' vtlbfybc ufvj'dkf~

3.4. f) d'mdf'^ n=9 lf vjyfwtv'f cbvhfdkbc itcf[t, ufudfxybf itvltub

byajhvfwbf% cblblb' vt[e't tktvtynb t&b& x (5) =17& itcfskt,tkbf 'e fhf vtlbfybc
ufvj'dkf~
,) d'mdf'^ n=20 lf x (10) =14, x (11) =17& hfc elhbc vtlbfyf lf hf gjpbwbf erfdbf vfc~

3.5. ufydb[bkj' vjyfwtv'f jhb A lf B cbvhfdkt

A 1 1 2 2 2 2 2 3 10
B 1 1 2 2 2 2 2 3 100
f) ufvj'dfkt' 'b'jtekb vf'ufybcf'dbc cfiefkj^ vtlbfyf^ uf,ytdbc lbfgfpjyb^ Q 1 ,
Q 3 ^ cnfylfhnekb uflf[hf*
,) hf itbskt,f lfdfcrdyf' tmcnhtvfkehb lfrdbhdt,t,bc itcf[t, obyf cblbltt,bc
vtidtj,b'~

3.6. vtlbfyf eahj [ibhfl ufvjb.tyt,f nbgbehb itvjcfdkt,bc

lfcf[fcbf't,kfl^ dblht cfiefkj& itvjcfdkt,bc vjyfwtvt,b^ hjujhw otcb^
vfh]dybd fcbvtnhbek /bcnjuhfvt,c bsktdf& itubskbf' 'e fhf f[cyf'
vtlbfybcf'dbc egbhfntcj,bc vbybzt,bc vbptpt,b fcbvtnhbekb
ufyfobkt,t,bcf'dbc~

3.7. mdtvj' vj.dfybk w[hbkib vjwtvekbf fii-c 13 infnbc itvjcfdkt,b

th' cek vjcf[ktpt 1983 otkc (vjyfwtvt,b ufvjcf[ekbf ljkfht,ib)
9999, 9342, 11769, 12580, 9560, 10719, 9031, 12516, 12051,10920,13239,16820, 12101.
f) vjst,yt' cfiefkj^ vtlbfyf^ Q 1 , Q 3 ^ x min , x max *
,) abmhj,' 'e fhf^ hjv fv itv'[dtdfib cfiefkj ert' f[fcbf't,c nbgj,hbd
itvjcfdkt,c^ dblht vtlbfyf~
u) ufvj'dfkt' Q 1 –x min , Q 2 –Q 1 , Q 3 –Q 2 , x max –Q 3 (ufdb[ctyj'^ hjv Q 2 fhbc ithxtdb'b
vtlbfyf)*
l) hjujhb bmyt,jlf tc c[dfj,t,b^ vjyfwtvt,b hjv ( x -bc vbvfh') pecnfl
cbvtnhbekfl .jabkb.j ufyfobkt,ekb~
t) u) geymnib ufvj'dkbkb cblbltt,bc vb[tldb' itubskbf' 'e fhf lffcrdyf'^ hjv
vjyfwtvt,b cbvtnhbekflff ufyfobkt,ekb~

3.8. d'mdf'^ vjyfwtv'f hfbvt cbvhfdkbcf'dbc ufvj'dkbkbf itvltub

cblbltt,b%
x min =20, Q 1 =40, Q 2 =45, Q 3 =50, x max =60.
uffrt't' cmtvfnehb lfcrdyf /bcnjuhfvbc ajhvbc itcf[t,&
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 107

3.9. fii-c th'-th'b ,fyrbc ghtpbltync fbynthtct,c rkbtynt,bc cfxtrj

fyufhbit,bc vf[fcbf't,kt,b& fv vbpyb' itv'[dtdb' itfhxbtc ,fyrbc 60 rkbtynb& vf'b
cfxtrj fyufhbit,bc vjyfwtvt,b itvltubf%
1–10 1756 748 1501 1831 1622 1886 740 1593 1169 2125
2 1 1 3 4 1 3 1 4 2
11–20 1554 1474 1913 1218 1006 2215 137 167 343 2557
3 1 1 1 1 4 3 4 1 3
21–30 2276 1494 2144 1995 1053 1526 1120 1838 1746 1616
3 1 3 2 3 2 3 3 2 2
31–40 1958 634 580 1320 1675 789 1735 1784 1326 2051
2 4 1 1 2 4 3 1 3 4
41–50 1044 1885 1790 765 1645 32 1266 890 2204 2409
1 2 3 4 4 3 4 1 2 2
51–60 1138 2076 1708 2138 2375 1455 1487 1125 1989 2156
2 2 1 4 2 3 4 2 2 2

,fyrc uffxybf abkbfkt,b 4 mfkfmib^ hjvkt,bw gbhj,b'fl fqybiyekbf yjv-

ht,b' 1^ 2^ 3^ 4 lf .jdtkb fqothbc vjyfwtvt,c mdtvj' vbothbkb fmdc^ 'e hjvtk
abkbfkib fmdc vfc fyufhbib&
f) ufvj'dfkt' cfiefkj^ vtlbfyf^ uf,ytdbc lbfgfpjyb^ Q 1 , Q 3 ^ x min , x max ^ ithxtdb'b
lbcgthcbf^ cnfylfhnekb uflf[hf^ fcbvtnhbbc rjtabwbtynb*
,) ufvj'dfkt' [ x –ks, x +ks] bynthdfkib vj[dtlhbk vjyfwtv'f ghjwtynekb hfj-
ltyj,f k=1,2,3,4-'dbc& hfvltyfl t'fy[vt,f tc cblbltt,b xt,bitdbc enjkj,b'
ufycfpqdhek hfjltyj,t,c lf bubdt ghjwtynek hfjltyj,t,c bv lfidt,b'^ hjv
ufyfobkt,fc fmdc pfhbct,ehb ajhvf~
u) ufvj'dfkt' bubdt vf[fcbf't,kt,b .jdtkb abkbfkbcf'dbc& vjf[lbyt' vf'b
itlfht,f&

3.10. NED-tktmnhjybrcbc veit,bc vwbht hfjltyj,f ufvjrb'[ekb bmyf bv

vbpyb'^ hjv lftlubyf' 'e hjujhbf nbgbehb cff'j,hbdb fyfpqfeht,f ($-ib)^
itltufl vbbqtc%
9.50, 9.00, 11.70, 14.80, 13.00.
f) tc ithxtdff 'e gjgekfwbf~
,) ufpjvdbc hjvtkb ljytf~
u) hfc elhbc fhb'vtnbrekb cfiefkj^ vtlbfyf^ lbcgthcbf^ fcbvtnhbbc rjtab-
wbtynb~

3.11. fii-ib infnt,bc vb[tldb' okbehb itvjcfdfkb th' cek vjcf[ktpt

(f'fcj,b' $-ib) fhbc
108

11.1, 17.7, 13.2, 10.7, 16.8, 15.1, 19.2, 15.1, 18.9, 14.3, 13.2, 14.7, 11.4, 15.4, 12.9, 13.2, 14.4,
11.1, 11.2, 12.7, 16.6, 17.5, 14.1, 14.7, 9.5, 13.6, 11.9, 13.8, 15.1, 15.9, 18.3, 11.1, 17.1, 12.2,
12.3, 18.7, 12.4, 12.2, 13.9, 14.7, 11.1, 11.9, 11.8, 13.5, 10.7, 12.8, 15.4, 14.5, 10.5, 13.8, 13.2.
f) ffut' cb[ibht'f ufyfobkt,f*
,) ufvj'dfkt' cfiefkj^ vtlbfyf^ Q 1 , Q 3 ^ x min , x max * 20-ghjwtynbkb^ gbhdtkb lf
,jkj ltwbkt,b*
u) ufvj'dfkt' uf,ytdbc lbfgfpjyb^ lbcgthcbf lf cnfylfhnekb uflf[hf*
l) ufvj'dfkt' fcbvtnhbbcf lf tmcwtcbc rjtabwbtynt,b*
t) fhbc 'e fhf ufyfobkt,f cbvtnhbekb~
itf]fvt' vbqt,ekb itltut,b&

3.12. nehbcnekvf abhvfv ufvjrb'[f cfvij,kjib lf,heyt,ekb nehbcnt,b^

'e hfvltyb ajnj-abhb lf[fh]tc vjupfehj,bc lhjc^ gfce[t,b itvltubf%
8 6 3 11 14 8 9 16 9 10 5 11 7 8 10 9 12 13 9
f) ufvj'dfkt' cfiefkj^ vtlbfyf^ Q 1 , Q 3 *
,) ufvj'dfkt' uf,ytdbc lbfgfpjyb^ IQR^ ithxtdb'b lbcgthcbf^ cnfylfhnekb
uflf[hf*
u) lfdeidf'^ hjv ufyfobkt,f cbvtnhbekbf lf pfhbct,ehb ajhvf fmdc& vfiby
nehbcnt,bc 95%-bc vbth lf[fh]ekb ajnj-abht,bc hfjltyj,f vj'fdct,ekbf
bynthdfkib [ x –a, x +a]^ hfc elhbc a~

3.13. itv'[dtdb' ithxtekb 100 vfymfybcf'dbc lflutybkbf vfysbkb

(vbkt,ib)^ hjvtkcfw vfymfyf ufbdkbc 1 ufkjyb ,typbybc vj[vfht,bcfc& vjyfwtvt,b
lf]ueat,ekbf itvltub w[hbkbc vb[tldb'%

,typbybc
vj[vfht,f [14,16) [16,18) [18,20) [20,22) [22,24)
vfymfyf'f
hfjltyj,f 9 18 24 38 16

f) ufvj'dfkt' vtlbfyf^ gbhdtkb lf vtcfvt rdfhnbkt,b^ gbhdtkb lf vtw[ht

ltwbkt,b*
,) ufvj'dfkt' cfiefkj^ lbcgthcbf lf cnfylfhnekb uflf[hf*
u) ffut' cb[ibht'f /bcnjuhfvf&

3.14. ufhrdtek htubjyib j]f[ehb itvjcfdkt,bc itcofdkbc vbpyb'

itv'[dtdb' itfhxbtc 12 j]f[b^ hjvtk'f okbehb itvjcfdkt,bc vjyfwtvt,b
(f'fcj,b' $-ib) itvltubf%
19.9 23.5 33.5 17.45 19 21 37.7 41.4 17.25 18 19.24 22.21
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 109

f) ufvj'dfkt' cfiefkj^ vtlbfyf^ 10%-bfyb vjzhbkb cfiefkj& hjvtkb vf'ufyb

eahj ufvjlut,f nbgbehb itvjcfdkt,bc lfcf[fcbf't,kfl~
,) ufvj'dfkt' Q 1 , Q 3 ^ x min , x max * 30 ghjwtynbkb^ gbhdtkb lf vtw[ht ltwbkt,b*
u) ufvj'dfkt' uf,ytdbc lbfgfpjyb^ IQR, MAD, lbcgthcbf^ cnfylfhnekb uflf[hf*
l) vjst,yt' a-c bct'b vybidytkj,f^ hjv [ x –a, x +a] bynthdfkib vj[dtlhbk
vjyfwtv'f ghjwtynekb hfjltyj,f fhfyfrkt,b b.jc 95%-pt&

3.15. NYSE-c fmwbt,bc ithxtdbcf'dbc vbqt,ekb bmyf afcb/fvjyfut,b

afhlj,bc itvltub vjyfwtvt,b%
15.3 9.7 12.4 21.0 62.3 9.5 5.3 8.6 29.7 43.4
ufvj'dfkt' cfiefkj^ vtlbfyf^ uf,ytdbc lbfgfpjyb^ Q 1 , Q 3 ^ x , ~
x ^ lbcgthcbf^
cnfylfhnekb uflf[hf^ fcbvtnhbbcf lf tmcwtcbc rjtabwbtynt,b*

3.16. d'mdf'^ vjyfwtv'f hfbvt cbvhfdkbcf'dbc (n=6) ufvj'dkbkbf x =8,

s=2.5.
f) bv gbhj,fib^ hjv c[df fhfdb'fhb byajhvfwbf fh ufudfxybf^ vjst,yt' bc [ x –a, x +a]
bynthdfkt,b (t&b& a hbw[db)^ hjvtkibw vj[dtlhbkbf vjyfwtv'f fhfyfrkt, 75%-cf^
84%-cf^ 93.7%-cf*
,) fyfkjubehb fvjwfyf fvj[ctyb' bv itc'[dtdfib^ hjwf x =27.3, s=2.56, n=25;
u) 'e vjudwtc lfvfnt,b'b byajhvfwbf^ hjv vjyfwtv'f ufyfobkt,fc fmdc pfhbct,ehb
ajhvf^ vjst,yt' a-c bct'b vybidytkj,f^ hjv [ x –a, x +a] bynthdfkib vj[dltc
vjyfwtv'f 90%&

3.17. lbl cfbydtcnbwbj abhvfc cehc itbcofdkjc vbcb fmwbt,bc ,hjrth'f

fcfrt,bc ufyfobkt,f& abhvf abmhj,c^ hjv tc byajhvfwbf cfcfhut,kj bmyt,f f[fkb
rflht,b' itdct,bcf lf sdtkb rflht,bc uf'fdbceakt,bc gjkbnbrbc itcfveif-
dt,kfl& 25 ,hjrthbcfufy itlutybk ithxtdfib fcfrt,bc vjyfwtvt,b itvltubf%
50 64 32 55 41 44 24 46 58 47 36 52 55 54 44 66 47 59 51 57 49 28 42 38 45
f) ufvj'dfkt' vtlbfyf^ Q 1 , Q 3 ^ 80-ghjwtynbkb^ vjlf^ 57 okbc fcfrbc vmjyt
,hjrtht,bc ghjwtynekb hfyub^ x min , x max ^ 44-bc njkb lfrdbhdt,bc hfyub*
,) ufvj'dfkt' cfiefkj^ 20%-bfyb vjzhbkb cfiefkj^ MAD^ lbcgthcbf^
cnfylfhnekb uflf[hf*
u) ffut' cb[ibht'f ufyfobkt,f (vjyfwtvt,b lf.fdb' 5 bynthdfkfl a 0 =20) lf
ufvj'dfkt' cfiefkjcf lf lbcgthcbbc^ Q 1 -bcf lf Q 3 -bc vbf[kjt,b'b vybidytkj,fyb
lf]ueat,ekb vjyfwtvt,bc vb[tldb' lf itflfht' f) geymnib ufvj'dkbk
vybidytkj,t,c&

3.18. itvltub vjyfwtvt,b ofhvjflutyc itv'[dtdb' ithxtekb 25 veibc

rdbhtek [tkafct,c ($-ib)& vjyfwtvt,b lf]ueat,ekbf itvltub w[hbkbc vb[tldb'%
110

bynthdfkb [a i-1 ,
[25,30) [30,35) [35,40) [40,45) [45,50) [50,55) [55,60)
a i)
cb[ibht n i 2 3 3 7 6 2 2

f) ufycfpqdht' vtlbfyf^ 45-ghjwtynbkb^ Q 1 , Q 3 ^ gbhdtkb ltwbkb*

,) hjvtkbf vjlfkehb bynthdfkb~
u) ufvj'dfkt' cfiefkjcf lf lbcgthcbbc vbf[kjt,b'b vybidytkj,fyb&

3.19. afcb/fvjyfut,b afhlj,f (P/E) lbl hjkc 'fvfij,c cfbydtcnbwbj

fyfkbpib^ hflufy bc th'lhjekfl itbwfdc byajhvfwbfc fmwbbc hbcrbfyj,bcf lf
vbcb ufskbtht,bc itcfskt,kj,t,bc itcf[t,& mdtvj' vj.dfybkbf fdcnhfkbbc 30
bylecnhbekb fmwbbc P/E afhlj,f (1992o&^ 31 vfbcb)%

15.1 15.3 20.4 14.1 11.7 17.2 30.3 17.2 11.2 8.6
25.1 17.8 10.6 22.1 18.1 18.7 21.2 18.8 17.6 19.2
14.4 11.3 21.1 20.4 20.5 19.4 17.2 9.7 15.7 21.9
f) ufvj'dfkt' cfiefkj lf cnfylfhnekb uflf[hf*
,) ffut' /bcnjuhfvf*
u) fqybiyt' cfiefkj lf vtlbfyf 'mdtyc /bcnjuhfvfpt*
l) ufvj'dfkt' Q 1 , Q 3 ^ x min , x max lf ffut' ,jmcgkjnb&
t) hf itubskbf' 'mdf' ufyfobkt,bc cbvtnhbekj,fpt~ fhbc 'e fhf fvjdfhlybkb
lfrdbhdt,t,b~

3.20. j]f[bc itvjcfdkt,bc ufyfobkt,f fii-ib 1983 otkc vjwtvekbf

itvltub w[hbkbc cf[b'%

itvjcfdkt,bc j]f[t,bc
bynthdfkb ghjw& hfjl&
5000-vlt 5.7
[ 5 000, 10 000) 10.2
[10 000, 15 000) 11.6
[15 000, 20 000) 11.8
[20 000, 25 000) 11.5
[25 000, 35 000) 19.5
[35 000, 50 000) 17.1
50 000-bc ptdb' 12.6

ufvj'dfkt' vtlbfybc vbf[kjt,b'b vybidytkj,f&

3.21. itvltu w[hbkib vj.dfybkbf fii-c th'j,kbdb yfwbjyfkehb

ghjlemnbc vjyfwtvt,b 1970–1984 okt,ib (vbkbfhl $-ib)& cf,fpbcj otkbf 1972&
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 111

1970 1085.6 1975 1231.6 1980 1475.0

1971 1122.4 1976 1298.2 1981 1512.8
1972 11.85.9 1977 1369.7 1982 1480.0
1973 1254.3 1978 1438.6 1983 1534.7
1974 12.46.3 1979 1479.4 1984 1639.0

f) ufvj'dfkt' cfiefkj^ vtlbfyf^ lbcgthcbf lf cnfylfhnekb uflf[hf*

,) ufvj'dfkt' fcbvtnhbbc rjtabwbtynb^ fhbc 'e fhf vjyfwtvt,b vfhw[ybd
fcbvtnhbekb~

3.22. fdbfrjvgfybf ,jkj hfvjltybvt okbc ufyvfdkj,fib gthbjlekfl

wdkblf ,bkt't,bc afcc& mdtvj' vj.dfybkbf ufhrdtek fdbfhtbcpt ,bkt't,bc afct,b
$-ib (X) lf itcf,fvbcfl vupfdh'f hfjltyj,f (Y)&

X Y
99 1200
150 1000
130 1050
105 1150
219 700
167 850
180 900
f) ffut' uf,ytdbc lbfuhfvf*
,) ufvj'dfkt' rjhtkfwbbc rjtabwbtynb lf uffrt't' itcf,fvbcb lfcrdyt,b X lf Y
wdkflt,c ijhbc rfdibhbc itcf[t,&

3.23. ufhrdtek htubjyib j]f[ehb itvjcfdkt,bc vjyfwtvt,b (f'fcj,b' $-ib)

lf]ueat,ekb cf[b' 'fdvj.hbkbf w[hbkib%
itvjcfdkt,bc bynthdfkb [0,10) [10,20) [20,30) [30,40) [40,50) [50,60)
j]f[t,bc ghjw& hfjl& 11 19 30 15 10 15
ufvj'dfkt' cfiefkj lf vtlbfyf&

3.24. mdtvj' vj.dfybkbf vcjakbjc hfvltybvt htubjybcf'dbc mfkfmib

vw[jdht,'f ghjwtynekb hfjltyj,bc vjyfwtvt,b 1975 okbcf'dbc%
fahbrf 25.67 cfv[ht' fpbf 22.02
kf'byehb fvthbrf 61.21 tdhjgf 66.45
xhlbkj fvthbrf 71.99 jrtfybf 73.35
fqvjcfdkt' fpbf 30.70 cchr 60.90
112

ufvj'dfkt' cfiefkj lf vtlbfyf&

3.25. vjwtvekbf fii-c th'-th'b eybdthcbntnbc 8 'fyfvihjvkbc fcfrt,b (X)
lf itcf,fvbcb okbehb itvjcfdkt,b (Y)&
X 40 31 50 53 36 55 37 45
Y 32 24 47 50 30 55 33 41
f) ffut' uf,ytdbc lbfuhfvf lf uffrt't' lfcrdyf X lf Y wdkflt,c ijhbc rfdibhbc
itcf[t,*
,) ufvj'dfkt' rjhtkfwbbc rjtabwbtynb lf uffhrdbt' 'fy[vj,fibf 'e fhf vbcb
vtidtj,b' ufrt't,ekb lfcrdyf f) geymnbc lfcrdyt,'fy*
u) lflt,b'bf 'e efh.jab'b rfdibhb X lf Y wdkflt,c ijhbc~

3.26. cflfpqdtdj rjvgfybf cofdkj,c rfdibhc gjkbcbc nbgcf lf gjkbcbc

vakj,tkbc vf[fcbf't,kt,c ijhbc& rthsjl^ th'-th'b rdktdbc cfufyb b.j rfdibhb
cbwjw[kbc lfpqdtdfpt ufvj.jabk cf[cht,cf (Y) lf j]f[bc itvjcfdkt,c (X) ijhbc&
fv vjpyb' itcofdkbkb b.j 6 rkbtynbc itcf,fvbcb vfxdtyt,kt,b& itltut,b
vj.dfybkbf itvltu w[hbkib (f'fcj,b' $-ib)%
X Y
45 70
20 50
40 60
40 50
30 55
55 105
ffut' uf,ytdbc lbfuhfvf lf ufvj'dfkt' rjhtkfwbbc rjtabwbtynb& hf
ptlfgbhek lfcrdyt,c uffrt't,lb' fv vjyfwtvt,bcf'dbc~

3.27. htrkfvf ofhvjflutyc ofhvfnt,bc evybidytkjdfytc afmnjhc& bvbc

ufycfpqdhbcf'dbc^ 'e hf ufdktyfc f[ltyc htrkfvfpt ufotekb [fh]t,b (X , $1000-
ib) uf.bldf'f vjwekj,fpt (Y , $1000-ib) ituhjdlf itvltub vjyfwtvt,b%
X Y X Y
3.0 50 4.5 200
5.0 250 6.5 550
7.0 700 7.0 750
6.0 450 7.5 800
6.5 600 7.5 900
8.0 1000 8.5 1100
3,5 75 7.0 600
4.0 150
3 ITHXTDB"B HBW{DB"B VF{FCBF"T<KT<B 113

vjwtvekbf Σx=91.5, Σy=8175, Σxy=57787.5, Σx2=598.75, Σy2=6070625.

f) ufvj'dfkt' rjhtkfwbbc rjtabwbtynb*
,) ffut' cfert'tcj ohat (vjst,yt' vbcb ufynjkt,f)*
u) f[ctyb' hf rfdibhbf cfhtrkfvj [fh]t,cf lf uf.bldf'f vjwekj,t,c ijhbc&

3.28. hfc vbe'b't,c rjhtkfwbbc rjtabwbtynbc lflt,b'j,f~ efh.jab'j,f~

hjlbc elhbc rjhtkfwbbc rjtabwbtynb 1-c~ –1-c~

3.29. eshfdb mjyt,bc futync cehc ufyzdhbnjc th'b j]f[bcf'dbc

ufyre'dybkb cf[kbc qbht,ekt,f& cfrb'[bc .ehflqt,b' ufy[bkdbc itvltu vfy
lffcrdyf^ hjv wdkflb hjvtkb .dtkfpt skbth rfdibhibf uf.bldbc afc'fy (Y , $1000-
ib)^ fhbc cf[kbc pjvf (X , 10v2)& fv lfcrdybc cbcojhtib lfhoveyt,bc vbpyb' vfy
itfhxbf ef[kjtc gthbjlib uf.blekb 15 cf[kb lf vbbqj itvltub vjyfwtvt,b
X Y X Y
20.0 89.5 24.3 119.9
14.8 79.9 20.2 87.6
20.5 83.1 22.0 112.6
12.5 56.9 19.0 120.5
18.0 66.6 12.3 78.5
14.3 82.5 14.0 74.3
27.5 126.3 16.7 74.8
16.5 79.3
f) ffut' uf,ytdbc lbfuhfvf*
,) ufvj'dfkt' rjhtkfwbbc rjtabwbtynb*
u) evwbhtc rdflhfn'f vt'jlb' vjst,yt' cfert'tcj ohat&

3.30. vjwtvekbf 13 j]f[bc itvltub vfxdtyt,kt,b% j]f[bc otdh'f hfjltyj,f

(X) lf 'dbehb cfvtlbwbyj [fh]t,b (Y, $-ib)
X Y X Y
2 20 10 88
2 28 5 51
4 52 2 22
5 50 3 29
7 78 5 49
3 35 2 25
8 102
itbcofdkt' rfdibhb fv jh cblbltc ijhbc&

3.31. f[fkb ghjlemwbbc htfkehb afcbc ufycfpqdhbc vbpyb'^ hjvkbc

ufnfyfw cehc rjvgfybfc ,fpfhpt^ vbcvf rdktdbc ltgfhnfvtynvf ffhxbf 10 mfkfmb^
hjvkt,cfw fhct,b'fl th'yfbhb uf.bldf'f ghjwtynb fmdc lf fv mfkfmt,bc ,fpfhpt
114

ufbnfyf ghjlemwbf c[dflfc[df afcfl (X, $-ib)& itltut,b 'fdvj.hbkbf itvltu

w[hbkib (uf.bldt,bf (Y, $1000-ib))%
X Y X Y
15.0 15 17.5 10
15.5 14 18.0 8
16.0 16 18.5 9
16.5 9 19.0 6
17.0 12 19.5 5
hf lfcrdyfc uffrt't,lb'~
4

FK<F"J<F

hjujhw fqdybiyt'^ lfcrdyb'b cnfnbcnbrf ithxtdbc vb[tldb' gjgekfwbfpt

lfcrdyt,bc ufvjnfybc vt'jlt,c itbcofdkbc& vbcb cfaesdtkbf fk,f'j,bc 'tjhbf^
dbyfblfy fk,f'j,f ufyepqdhtkj,bcf lf vfc'fy lfrfdibht,ekb hbcrbc cfpjvbf&
obyfvlt,fht 'fdib xdty ufdtwyj,b' fk,f'j,bc wyt,bc bynebwbeh cfaesdkt,c^
fk,f'j,bc fmcbjvt,cf lf fk,f'j,f'f fqhbw[dbc sbhb'fl otct,c&

§ 1. TMCGTHBVTYNB^ {LJVBKJ<F LF VBCB FK<F"J<F

ITV"{DTDB"B TMCGTHBVTYNB LF TKTVTYNFHEK {LJVBKJ<F"F
1
CBDHWT& itv'[dtdb'b tmcgthbvtynb (wlf) tojlt,f gbhj,f'f hfbvt ufhrdtekb S
rjvgktmcbc ufy[jhwbtkt,fc& buekbc[vt,f^ hjv%
1. tmcgthbvtynbc xfnfht,fvlt itcfskt,tkbf .dtkf itcfskj
eh'bth'ufvjvhbw[fdb itltubc vb'b't,f*
2. tmcgthbvtynbc xfnfht,fvlt iteskt,tkbf vbcb itltubc wfkcf[fl
ufycfpqdhf*
3. itcfskt,tkbf tmcgthbvtynbc vhfdfk]thflb ufyvtjht,f&

vfufkbsb 4.1. d'mdf'^ tmcgthbvtynb ybiyfdc cbvtnhbekb vjytnbc fult,fc&

dfrdbhlt,b'^ hf @vjlbc# lfdfhlybk vjytnfpt& fv tmcgthbvtynbc itltut,bf* @uth,bc
vjcdkf# (u) lf @cfafcehbc vjcdkf# (c)& w[flbf^ cf[tptf ptvj' xfvj'dkbkb cfvbdt
gbhj,f&
tmcgthbvtynb fqbotht,f 2 vbcb eh'bth'ufvjvhbw[fdb itltut,bc chekb
xfvjyf'dfkb'& fv itltut,c tktvtynfhekb [ljvbkj,t,b tojlt,f^ [jkj vf' chek
th'j,kbj,fc – tktvtynfhek [ljvbkj,f'f cbdhwt&3 erfyfcrytkb Ω fcj'b
fqbybiyt,f^ 'db' tktvtynfhekb [ljvbkj,f rb – ω fcj'b ebyltmcjl fy byltmcb'&
4.1 vfufkb'bcf'dbc tktvtynfhek [ljvbkj,f'f cbdhwt bmyt,f
Ω = {u^c}.
vfufkbsb 4.2. fujht,ty th' rfvf'tkc& wlfc tmdcb itltub itbskt,f /mjyltc
(ptlf of[yfupt othnbkt,bc hfjltyj,bc vb[tldb')
Ω ={1,2,3,4,5,6}.
vfufkbsb 4.3. fult,ty jh c[dflfc[df vjytnfc& fm j'[b itcfskj itltubf lf

1
ptlcfh'fdb @itv'[dtdb'b# mdtvj' [ibhfl ufvjnjdt,ekb bmyt,f&
2
fqothbc ltnfkbpfwbbc ljytc tmcgthbvtynbc vbpfyb ufyfgbhj,t,c&
3
cbn.df @cbdhwt# fv rjyntmcnib nhflbwbekb lf cfdct,b' ,eyt,hbdbf^ dbyfblfy
tmcgthbvtynbc .jdtk itltuc ittcf,fvt,f cbdhwbc ufhrdtekb tktvtynb lf gbhbmb'&
cbdhwbc tktvtync othnbkc eojlt,ty&
116

Ω = {uu, uc, cu, cc}.

vfufkbsb 4.4. fujht,ty jh ufhxtdfl rfvf'tkc^ fy jh]th fujht,ty th' rfvf-
'tkc& .jdtk vjcfkjlytk itltuc itdecf,fvj' hbw[d'f o.dbkb (i, j)^ cflfw i
gbhdtk rfvf'tkpt vjcfcdktkb hbw[dbf^ [jkj j – vtjhtpt& fv wlbcf'dbc
Ω ={(i,j) | i=1, ... , 6; j=1,...,6} =
{ (1,1), (1,2), (1,3), (1,4), (1,5), (1,6)
(2,1), (2,2), (2,3), (2,4), (2,5), (2,6)
(3,1), (3,2), (3,3), (3,4), (3,5), (3,6)
(4,1), (4,2), (4,3), (4,4), (4,5), (4,6)
(5,1), (5,2), (5,3), (5,4), (5,5), (5,6)
(6,1), (6,2), (6,3), (6,4), (6,5), (6,6) }.

vfufkbsb 4.5. vjytnfc fult,ty uth,bc gbhdtk ufvjxtyfvlt& fm

Ω = {u, cu, ccu, ...}.
ufyc[dfdt,b' gbhdtkb 4 vfufkb'bcfufy^ hjvkt,ibw Ω itbwfdlf tktvtynt,bc cfc-
hek hfjltyj,fc (itcf,fvbcfl 2, 6, 4 lf 36 tktvtynfhek [ljvbkj,fc)^ fv vfuf-
kb'ib Ω ecfchekjf^ vfuhfv 'dkflb^ fye bct'b^ hjv itcfskt,tkbf tktvtynt,bc
uflfyjvhdf&
vfufkbsb 4.6. vchjktkb tcdhbc ohbekb ajhvbc cfvbpytc^ hjvtkcfw
.jdtkb ufchjkbcfc f[dtlht,c& 'e ohbc hflbecbf R lf cfvbpybc cb,hn.tib
itvjqt,ekbf rjjhlbyfn'f xOy cbcntvf^ hjvkbc cf'fdt ohbc wtynhibf lf wlbc
'b'jtek itltuc (cfvbpybc ufycfpqdhek othnbkib vj[dtlhfc) itdecf,fvt,' fv
othnbkbc rjjhlbyfnt,c^ vfiby Ω ofhvjflutyc .dtkf bct'b hbw[db'b o.dbkbc
th'j,kbj,fc^ hjvkt,bw itvltuyfbhfl xfbotht,f%
Ω ={(x,y) | x2+ y2≤ R2}.
fv itv'[dtdfib tktvtynfhek [ljvbkj,f'f cbvhfdkt fhff 'dkflb&
{LJVBKJ<F& JGTHFWBT<B {LJVBKJ<T<PT& tktvtynfhekb [ljvbkj-
,t,bc hfbvt th'j,kbj,fc itlutybk [ljvbkj,fc^ fy e,hfkjl [ljvbkj,fc eoj-
lt,ty& fvhbufl^ [ljvbkj,f tktvtynfhek [ljvbkj,f'f cbdhwbc mdtcbvhfdktf& 1
dbn.db'^ hjv wlbc itltufl [lt,f A [ljvbkj,f^ 'e wlfc vj/.df bct'b ω
tktvtynfhekb [ljvbkj,f^ hjvtkbw A-c tre'dybc& itv'[dtdb'b tmcgthbvtynbc
ufycfpqdhblfy lf xdtyb ,jkj it'fy[vt,blfy w[flbf^ hjv Ω-c .jdtkb mdtcbvhfdkt A^
ufhlf 'db' Ω-cb lf ∅ wfhbtkb cbvhfdkbcf (hjvtkbw fhwth' tktvtynfhek
[ljvbkj,fc fh itbwfdc)^ itv'[dtdb'b [fcbf'bcff fye itv'[dtdb'b [ljvbkj,ff%
tmcgthbvtynbc xfnfht,fvlt dth dbn.db'^ vj[lt,f 'e fhf A& hfw itt[t,f Ω-c^ bub

1
cbpecnbcf'dbc itdybiyj'^ hjv^ cfpjufljl^ Ω cbdhwbc .jdtkb mdtcbvhfdkt fhff
[ljvbkj,f (b[& mdtvj' geymnb @fk,f'j,f tktvtynfhek [ljvbkj,f'f pjufl cbdhwtpt#)&
4 FK<F"J<F 117

wlbc .jdtkb xfnfht,bcfc [lt,f^ fye fewbkt,tkb [ljvbkj,ff^ [jkj ∅ ofhvjfl-

utyc iteskt,tk [ljvbkj,fc^ hjvtkbw wlbc fhwth'b xfnfht,bcfc fh vj[lt,f&
hjujhw d[tlfd'^ [ljvbkj,f c[df fhfathbf^ 'e fhf cbvhfdkt'f 'tjhbbc
sbhb'flb j,btmnb – cbvhfdkt* fvbnjv jgthfwbt,b itv'[dtdb' [ljvbkj,t,pt
pecnfl bvlfudfhfl ufybvfhnt,f^ hjujhw xdtekt,hbd cbvhfdktt,pt& e,hfkjl fv
jgthfwbt,c cbvhfdkt'f 'tjhbbcfufy ufyc[dfdt,ekb cf[tkt,b /mdbf ('evwf^ xdty
[ibhfl vbdvfh'fd' cbvhfdkt'f 'tjhbbc tyfcfw)& mdtvj' vj.dfybkbf w[hbkb^
cfblfyfw ptvj'mvekb yf'tkb uf[lt,f&
A lf B [ljvbkj,f'f A∪B ]fvb (fye ufth'bfyt,f) tojlt,f bct'b ω
tktvtynfhekb [ljvbkj,t,bc th'j,kbj,fc^ hjvkt,bw tre'dybc th'c vfbyw A lf B
[ljvbkj,f'fufy (fy v[jkjl A-c fy v[jkjl B-c^ fy A-cf lf B-c th'fl)&
A lf B [ljvbkj,f'f A∩B yfvhfdkb (fye 'fyfrdt'f) tojlt,f bct'b ω-t,bc
th'j,kbj,fc^ hjvkt,bw tre'dybfy A-c lf B-c th'fl& 'e A∩B=∅^ vfiby dbn.db'^
hjv A lf B [ljvbkj,t,b e'fdct,flbf (bcbyb dth 'fdclt,f th'fl^ fh [lt,f th'fl)&
cbvjrkbcf'dbc A lf B [ljvbkj,f'f yfvhfdkc ('fyfrdt'fc) xdty fqdybiyfd'
AB-'b& [jkj e'fdct,fl A lf B [ljvbkj,f'f ]fvbcf'dbc dfv]j,byt,' A+B
fqybidyfc&
A lf B [ljvbkj,f'f A\B c[dfj,f tojlt,f bct'b ω-t,bc th'j,kbj,fc^
hjvkt,bw tre'dybc A-c lf fh tre'dybc B-c&
A-c cfobyffqvltuj [ljvbkj,ff A =Ω \ A&
w[flbf^ hjv A\B= A∩ B =A B ^ [jkj ( A ) =A&
fv,j,ty^ hjv A [ljvbkj,f bodtdc B-c ('e vj[lf A^ vjv[lfhf B [ljvbkj,fw)
lf othty A⊂ B^ 'e A-ib itvfdfkb .jdtkb tktvtynfhekb [ljvbkj,f itlbc B-ibw&
jh [ljvbkj,fc tojlt,f njkb^ 'e A⊂B lf A⊃B xfh'dt,b th'lhjekfl
cheklt,f&

w[hbkb 4.1

cbvhfdkt'f 'tjhbbc tyf fk,f'j,bc 'tjhbbc tyf

Ω cbdhwt fewbkt,tkb [ljvbkj,f
∅ wfhbtkb cbvhfdkt iteskt,tkb [ljvbkj,f
ω∈A ω tre'dybc A cbvhfdktc [lt,f A [ljvbkj,f
A-c cfobyffqvltuj [ljvbkj,f
A A cbvhfdkbc lfvfnt,f (A [ljvbkj,f fh [lt,f)
A lf B [ljv& yfvhfdkb ('fyfrdt'f)
A∩B A lf B cbvhfdktt,bc 'fyfrdt'f (A lf B [ljvbkj,t,b th'fl [lt,f)
A lf B [ljv& ]fvb (ufth'bfyt,f)
A∪B A lf B cbvhfdktt,bc ufth'bfyt,f ([lt,f th'b vfbyw A lf B [ljv&)
A lf B [ljvbkj,f'f c[dfj,f
A\B A lf B cbvhfdktt,bc c[dfj,f
([lt,f A lf fh [lt,f B [ljv&)
A⊂B A cbvhfdkt itlbc B-ib A [ljvbkj,f bodtdc B-c
118

vfufkbsb 4.7. (4.2. vfufkb'bc ufuhstkt,f) fv itv'[dtdfib tktvtynfhekb

[ljvbkj,t,bf ω 1 ={1}, ω 2 ={2}, ω 3 ={3}, ω 4 ={4}, ω 5 ={5}, ω 6 ={6}& ufydcfpqdhj'
[ljvbkj,t,b% A – @rfvf'tkpt keob hbw[dbc vjcdkf#^ B – @rfvf'tkpt cfvbc ]thflb
hbw[dbc vjcdkf#& ptvj' 'mvekbc 'fyf[vfl^ fqybiyekb [ljvbkj,t,b fct xfbotht,f
A={2,4,6}, B={3,6}&
xfvj'dkbkb jgthfwbt,bcf'dbc vbdbqt,'%
A∪B ybiyfdc rfvf'tkpt keob fy cfvbc ]thflb hbw[dbc vjcdkfc^
A∪B={2,3,4,6}&
A∩B rfvf'tkpt th'lhjekfl keob lf cfvbc ]thflb hbw[dbc vjcdkff^ t&b&
A∩B={6}&
keobc cfobyffqvltuj rtynbf lf fvbnjv A ={1,3,5}&
A\B ybiyfdc keob^ vfuhfv fhf cfvbc ]thflb hbw[dbc vjcdkfc^ t&b& A-lfy eylf
fvjdfulj' 6 lf vfifcflfvt^ A\B={2,4}&
'e ofhvjdbluty'^ hjv ohblfy (itflfht' 4.6 vfufkb'c) itv'[dtdb' dbhxtd'
othnbkc& vfiby tktvtynfhekb [ljvbkj,t,b fv ohbc othnbkt,bf^ fewbkt,tkb
[ljvbkj,ff v'tkb oht^ [jkj c[df [ljvbkj,t,b fv ohbc mdtcbvhfdktt,bf& ptvj'
xfvj'dkbkb jgthfwbt,b itbskt,f 'dfkcfxbyjl ufvjdcf[j' t&o& dtybc (Venn)
lbfuhfvt,bc cfiefkt,b'%

B
A A A

Ω A A AB

B B B
B

A A A
A

A∪B A\B A⊂B AB=∅

yf[& 4.1. dtybc lbfuhfvt,b

AFHLJ<B"B CB{IBHT% EVFHNBDTCB "DBCT<T<B^ VLUHFLJ<F& d'mdf'^
itv'[dtdb' tmcgthbvtync tktvtynfhek [ljvbkj,f'f Ω cbdhwt ittcf,fvt,f lf
A⊂Ω& fv tmcgthbvtynbc n-]th xfnfht,bcfc A [ljvbkj,bc cb[ibht ν n (A) bv wlf'f
hfjltyj,ff^ hjvtk'fw vj/.df A [ljvbkj,f& w[flbf^ hjv .jdtkb n-bcf'dbc
0 ≤ ν n (A) ≤ n, ν n (Ω) = n, ν n (∅) = 0
4 FK<F"J<F 119

lf 'e A lf B [ljvbkj,t,b e'fdct,flbf (fye AB=∅, t&b&^ fh fhct,j,c wlbc bct'b

ufvtjht,f^ hjvkbc itltufl lfvlufhb tktvtynfhekb [ljvbkj,f A-cfw tre'dybc lf
B-cfw)^ vfiby
ν n (A+B) = ν n (A)+ ν n (B).
'e f[kf itvjdbqt,'
ν n ( A)
f n (A) =
n
afhlj,b' cb[ibhtc^ vfiby cb[ibht'f xfvj'dkbkb 'dbct,t,b vjudwtvc itvltu
'dbct,t,c^ hjvkt,bw cfvfh'kbfybf yt,bcvbthb n-bcf'dbc%
f1. yt,bcvbthb A [ljvbkj,bcf'dbc 0≤f n (A)≤1*
f2. f n (Ω)≡1, f n (∅)≡0*
f3. 'e AB=∅^ vfiby f n (A+B) = f n (A)+ f n (B)&
afhlj,b' cb[ibht'f itcfybiyfdb lf ev'fdhtcb 'dbct,ff vf'b vluhflj,f^
hfw itvltuib vlujvfhtj,c& 'e lfdfrdbhlt,b' afhlj,b'b cb[ibhbc .jafmwtdfc
tmcgthbvtynbc ufyvtjht,f'f phlbc rdfkj,fpt^ efvhfdb vfufkb'bf bvbcf^ hjv f n (A)
vwbhtl bwdkt,f wlf'f cfrvfjl lblb hfjltyj,bc vbqotdbc itvltu lf vhfdfkb
wlbcfufy itvlufhb th'b cthbblfy c[df fct'bdt cthbfpt uflfcdkbcfc&
afhlj,b'b cb[ibhbc vluhflj,f udfabmht,byt,c lfdeidf'^ hjv f n (A) pjvfdc
j,btmnehfl fhct,ek P(A) hbw[dc – A [ljvbkj,bc fk,f'j,fc^ hjvtkbw vjwtvek
wlfib [ljvbkj,bc itcfskt,kj,bc [fhbc[bc vf[fcbf't,tkbf%
f n (A) ≈ P(A). (4.1)
,eyt,hbdbf dbabmhj'^ hjv ufpjvdbc cbpecnt lf cfbvtljj,f bphlt,f wlf'f
hfjltyj,bc phlbcfc^ hfptw vtn.dtkt,c itvltub vfufkb't,b%
vfufkbsb 4.8. (4.1. vfufkb'bc ufuhstkt,f)& d'mdf' A [ljvbkj,f ybiyfdc^ hjv
lfdfhlybk vjytnfpt @vjdblf# uth,b A={u}& xfvjd'dfkj' f n (A)-c ufpjvdbc
pjubth'b itltub%
f) n=4040, ν n (A)=2048, f n (A)=0.507 (;& ,beajyb)*
,) n=24000, ν n (A)=12012, f n (A)=0.505 (r& gbhcjyb)*
u) n=1000 wlbfy 10 cthbfib^ f n (A) fqvjxylf itcf,fvbcfl 0.502, 0.497, 0.529, 0.504,
0.476, 0.507, 0.527, 0.528, 0.504, 0.529 (]& rthb[b)&
vfufkbsb 4.9. 'e A ybiyfdc [ljvbkj,fc @f[fkij,bkb df;bf#^ vfiby df;bc
lf,flt,bc afhlj,b'b cb[ibhbc vluhflj,fpt vtn.dtkt,c bc ufhtvjt,f^ hjv
fdcnhbfib 1866–1905 okbc vjyfwtvt,b' f n (A) fqvjxylf 0.515^ fvfc'fy^ wfkrtek
okt,ib vybidytkj,f 0.515 ufyvtjhlf 11-]th^ 0.514 – 17-]th^ 0.516 – 9-]th^ 0.513 –
2-]th^ 0.517 – v[jkjl th'[tk (t& xe,thb)& cfbynthtcjf^ hjv c[dflfc[df mdt.ybcf lf
lhjbc cnfnbcnbrehb vjyfwtvt,b fqybiyekbcfufy vrdt'hfl ufyc[dfdt,ek itltut,c
fh bsktdf^ vjrkt gthbjlbcf'dbc rb fct'b vluhflj,f fh fqbybiyt,f&
120

4.8 vfufkb'bc vjyfwtvt,b f[kjcff vjytnbc cbvtnhbekj,bc ufvj ,eyt,hb-

dfl ofhvjmvybk /bgj'tpfc'fy bvbc 'fj,fpt^ hjv P(A)=0.5^ vfiby hjwf 4.9 vfufkb'b
fcbvtnhbekj,fpt vbe'b't,c bv fphb'^ hjv firfhfl xylt,f /bgj'tpf P(A)>0.5&
f[kf itdelut' fk,f'j,bc wyt,bc ajhvfkbpfwbfc& ,eyt,hbdbf dtwflj'^ hjv
[ljvbkj,bc ajhvfkehfl itvjqt,ek fk,f'j,fc fqvjfxyltc afhlj,b'b cb[ibhbc
f1–f3 'dbct,f'f fyfkjubehb 'dbct,t,b&

FK<F"J<F TKTVTYNFHEK {LJVBKJ<F"F CFCHEK CBDHWTPT& FK<F-

"J<BC RKFCBREHB UFYCFPQDHF& 'e tktvtynfhek [ljvbkj,f'f cbdhwt cfc-
hekbf lf^ d'mdf'^ N othnbkbcfufy itlut,f^
Ω = {ω 1 , ... ,ω N },
vfiby Ω-c .jdtk mdtcbvhfdktc [ljvbkj,fl vbdbxytd' lf vbcb fk,f'j,f itvltu-
yfbhfl ufybcfpqdht,f&
tktvtynfhek [ljvbkj,t,c itdecf,fvj' p 1 ,...,p N hbw[dt,b^ hjvkt,bw
bct'bf^ hjv

(a) 0 ≤ p i ≤ 1, i = 1, ... , N;
(b) p 1 + ⋅⋅⋅ + p N = 1.
'e A [ljvbkj,f itbwfdc M othnbkc
A = { ωi1 ,..., ωiM },
vfiby
P(A) = p i1 + ... + p iM . (4.2)
tc ybiyfdc^ hjv p i fhbc ω i tktvtynfhekb [ljvbkj,bc fk,f'j,f P({ω i })=p i &
w[flbf^ hjv
P(Ω) = p 1 +⋅⋅⋅+p N = 1. (4.3)
'e f[kf lfdeidt,'^ hjv B={ ω j1 ,..., ω j R } lf AB=∅^ fye A-cf lf B-c cfth'j
tktvtynb fh uffxybf'^ vfiby
A+B = { ωi1 ,..., ωiM , ω j1 ,..., ω jR }
lf (4.2)-bc sfkb'
P(A+B) = pi1 + ... + piM + p j1 + ... + p jR = P(A)+P(B),

hfw (4.3)-bc uf'dfkbcobyt,b' udfsktdc^ hjv

P(A)+P( A ) = 1 (4.4)
fye
P( A )=1–P(A).
fmtlfy P(∅)=0 njkj,f bmyt,jlf P(Ω)=1 lf Ω =∅ 'fyfafhlj,f'f fdnjvfnehb
itltub^ bubdt njkj,fc hjv fh dqt,ekj,lt' fk,f'j,bc (4.2) ufycfpqdhblfy^
hfvt'e wfhbtkb ]fvb yekbc njkbf&
4 FK<F"J<F 121

fvhbufl^ tktvtynfhek [ljvbkj,f'f cfchekb Ω cbdhwbc .jdtk A

mdtcbvhfdtktc xdty [ljvbkj,f deojlt'& [ljvbkj,bc (4.2) 'fyfafhlj,b'
itvjqt,ek fk,f'j,fc afhlj,b' cb[ibht'f f1–f3 'dbct,t,bc fyfkjubehb
'dbct,t,b uffxybf&
P1. .jdtkb A [ljvbkj,bcf'dbc 0 ≤ P(A) ≤ 1*
P2. P(Ω)=1*
P3. 'e A lf B [ljvbkj,t,b e'fdct,flbf^ vfiby P(A+B) = P(A)+ P(B)&
erfyfcrytk 'dbct,fc fk,f'j,f'f itrht,bc 'dbct,f fye fk,f'j,bc
flbwbehj,f tojlt,f&
bv rthsj itv'[dtdfib^ hjltcfw tktvtynfhek [ljvbkj,f'f fk,f'j,t,b
njkbf^ fye itv'[dtdb'b tmcgthbvtynbc .dtkf itltub th'yfbhflff vjcfkjlytkb^
t&b&^ p 1 =⋅⋅⋅=p N (fv itv'[dtdfc rkfcbreh cmtvfc eojlt,ty), (b) 'dbct,bc sfkb'
udtmyt,f njkj,f
1
p 1 = ⋅⋅⋅ = p N = . (4.5)
N
'e A bctd M tktvtynfhek [ljvbkj,fc itbwfdc^ (4.4) ufycfpqdhf vjudwtvc^ hjv
M
P(A) = .
N
'e f[kf |A| ybiyfdc A [ljvbkj,bc lfv'dktk pjvfc^ t&b& vfcib itvfdfkb (fye^
hjujhw fv,j,ty [jkvt^ vbcb [tkitvo.j,b) tktvtynfhekb [ljvbkj,t,bc hfj-
ltyj,fc^ vfiby erfyfcrytkb njkj,f – fk,f'j,bc rkfcbrehb ufycfpqdht,f itvltu-
yfbhfl xfvj.fkb,lt,f%
'e itv'[dtdb' tmcgthbvtync fmdc th'yfbhfl vjcfkjlytk (njkitcfskj)
itltu'f cfchekb hfjltyj,f^ vfiby [ljvbkj,bc fk,f'j,f njkbf vbcb [tkitv-
o.j,b itltut,bc hfjltyj,bc itafhlt,bcf .dtkf itcfskj itltu'f hfjltyj,fc'fy%
| A|
P(A) = . (4.6)
|Ω|
(4.5) bv lfidt,bc trdbdfktynehbf^ hjv P(Ω)=1 lf yt,bcvbthb A⊂Ω [ljvb-
kj,bc fk,f'j,f vfcib itvfdfkb tktvtynfhekb [ljvbkj,t,bc |A| hfjltyj,bc
ghjgjhwbekbf& (4.5) rjyrhtnekb vjltkbc fhxtdfc ybiyfdc itv'[dtdb'b tmcgt-
hbvtynbcf'dbc& fhct,j,c ,tdhb fvjwfyf^ hjvkbcf'dbcfw (4.6) ufycfpqdhf cfdct,b'
cfrvfhbcbf& fk,f'j,bc rkfcbrehb ufycfpqdhf bcnjhbekfl gbhdtkbf& bub w[flb
cf[b' bfrj, ,thyekbc (J.Bernoulli) vbth bmyf itvjqt,ekb lf vfy lblb hjkb b'fvfif
fk,f'j,bc 'tjhbbc ufydb'fht,fib&
vfufkbsb 4.10. (4.2. vfufkb'bc ufuhstkt,f) cbvtnhbbc vjcfpht,blfy
ufvjvlbyfht rfvf'kbc .jdtk of[yfuc th'b lf bubdt fk,f'j,f itudbskbf vbdfybzj'&
fmtlfy^ 'e A keob hbw[dbc vjcdkfc ybiyfdc^ ufvjdf^ hjv P(A)=3/6=1/2&
vfufkbsb 4.11. (4.3. vfufkb'bc ufuhstkt,f) cbvtnhbekb vjytnbcf'dbc
uth,bc lf cfafcehbc fk,f'j,t,b njkb ufvjdf& hfw itt[t,f jhb c[dflfc[df
cbvtnhbekb vjytnbc fult,fc^ ,eyt,hbdbf^ hjv uu^ uc^ cu^ cc tktvtynfhek
[ljvbkj,f'fufy .jdtkc 1/4 fk,f'j,f vbtybzjc& 'e A ybiyfdc^ hjv vjytnt,pt
122

c[dflfc[df udthlt,b vjdblf^ udtmyt,f P(A)=1/2& 'e f[kf vjytnt,b ufyehxtdtkbf^

th'b it[tldb' udfmdc cfvb tktvtynfhekb [ljvbkj,f uu^ cc lf [uc]^ cflfw [uc]
ybiyfdc^ hjv th'-th' vjytnfpt uth,b vjdblf^ vtjhtpt rb cfafcehb^ vfuhfv fv cfv
tktvtynfhek [ljvbkj,fc th'cf lf bvfdt fk,f'j,t,c dth vbdfybzt,'& ufyehxtdtkb
vjytnt,bcf'dbc eiefkjl (4.4) ufycfpqdhf eylf db[vfhj' p 1 =p 2 =1/4 lf
p 3 =P([uc])=1/2 ojyt,b'& vfh'kfw^ 'e ofhvjdbluty'^ hjv ufyehxtdtkb vjytnt,b
lfyjvhbkbf lf fvudfhfl Ω erdt fhf 3^ fhfvtl 4 tktvtynfhek [ljvbkj,fc itbwfdc^
ufvjdf^ hjv uth,bc th'[tk vjcdkf fhbc itlutybkb [ljvbkj,f {uc, cu}^ hjvkbc
fk,f'j,ff 1/2&
vfufkbsb 4.12. (4.4. vfufkb'bc ufuhstkt,f) cfdct,b' fyfkjubehfl^ jhb
ufhxtdflb rfvf'kbc ufujht,bcfc 'b'jtek (i, j) tktvtynfhek [ljvbkj,fc 1/36
fk,f'j,f vbtybzt,f bctd cbvtnhbbc vjcfpht,b'& vfuhfv 'e rb rfvf'kt,b
ufyehxtdtkbf^ udtmyt,f tmdcb t&o& @o.dbkb# (1,1), ... , (6,6) lf 15 ufyehxtdtkb rjv,b-
yfwbf [i, j], 1 ≤ i < j ≤ 6, hjvtk'fufy @o.dbkt,c# 'b'jtekc 1/36 fk,f'j,f ufvjedf^
[jkj lfyfhxtyb 15 rjv,byfwbblfy 'b'jtekc 1/18^ dbyfblfy [i, j]=(i, j) + (j, i)&
rkfcbrehb ufycfpqdhbc vtidtj,b' fk,f'j,bc ufvj'dkbc c[df vfufkb't,b
ufyb[bkt,f 4.3 gfhfuhfaib&

FK<F"J<F TKTVTYNFHEK {LJVBKJ<F"F "DKFL CBDHWTPT& 'e Ω

'dkflbf fye
Ω = {ω 1 ,ω 2 ,...},
vfiby [ljvbkj,fl vbc .jdtk A mdtcbvhfdktc vbdbxytd' lf vfc fk,f'j,f (4.4)-bc
fyfkjubehfl vbtotht,f%
P(A) = ∑ pi , (4.7)
ωi ∈A

cflfw ]fvb dhwtklt,f A [ljvbkj,fib itvfdfk .dtkf tktvtynfhek [ljvbkj,fpt&

(4.7) fy cfchekb ]fvbf^ fy vorhbdbc ]fvb bvbc vb[tldb'^ cfchekbf 'e 'dkflb A^
[jkj p 1 ,p 2 ,... hbw[dt,b t'fyflt,bfy ω 1 ,ω 2 ,... tktvtynfhek [ljvbkj,t,c lf
vf''dbc cheklt,f
(a') 0 ≤ p i ≤ 1, i = 1,2, ... ;
∞
(b') ∑ pi = 1
i =1
gbhj,t,b&
(4.7)-b' ufycfpqdhek fk,f'j,fc uffxybf P1–P3 'dbct,t,b^ hjvtk'fw
tvfnt,f itvltub 'dbct,f (hjvtkbw P3-pt pjuflbf)
P3'. 'e A 1 , A 2 , ... o.dbk-o.dbkfl e'fdct,flb [ljvbkj,t,bc vbvltdhj,ff^
vfiby%
∞ ∞
P (  An ) = ∑ P ( An ) .
n =1 n =1

fv 'dbct,fc fk,f'j,f'f itrht,bc ufafh'jt,ekb 'dbct,f fye 'dkflb

flbwbehj,f tojlt,f&
4 FK<F"J<F 123

vfufkbsb 4.13 (4.5 vfufkb'bc ufuhstkt,f)& ufvjd'dfkj' fk,f'j,f bvbcf^

hjv uth,b gbhdtkfl vjdf keoyjvhbfy wlfib&
'e itvjdbqt,' fqybidyfc
ω k = c
c u ,
k −1
vfiby
Ω = {ω 1 ,ω 2 ,...}
lf xdtyb [ljvbkj,ff
A = {ω 2 ,ω 4 ,...}.
vjytnbc th'[tk fult,fc tktvtynfhek [ljvbkj,f'f jhtktvtynbfyb
cbdhwt itdecf,fvt'^ jh]th fult,fc – j'[tktvtynbfyb (b[& vfu& 4.4)* 'e fct
ufdfuhstkt,'^ ufvjdf^ hjv 'b'j fult,bc lfvfnt,f jh]th phlbc cbdhwtib
tktvtyn'f hfjltyj,fc^ t&b& vjytnbc k-]th fult,fc @u# lf @c# cbv,jkjt,bc k cbuhsbc
2k vbvltdhj,f ittcf,fvt,f& cbvtnhbblfy ufvjvlbyfht^ 'b'jtekb vbvltdhj,bcf'dbc
1
vjudbotdlf k fk,f'j,bc vbothf (b[& (4.5) lfidt,f)& fvltyfl ω k tktvtynfhek
2
[ljvbkj,fc itudbskbf p k = P({ω k })=1/2k fk,f'j,f vbdfybzj'& (b') gbhj,f fldbkfl
vjovlt,f& vfh'kfw^
k
∞ ∞ 1 12
∑ pk = ∑   = =1.
k =1 k =1  2  1−1 2
fm xdty ufvjdb.tyt' ecfchekjl rkt,flb utjvtnhbekb ghjuhtcbbc
itrht,bc itvltub otcb% 'e |q|<1, a 0 rb yt,bcvbthb yfvldbkb hbw[dbf^ vfiby
∞ a
∑ a0 q = 0 .
k
k =0 1− q
bubdt otcb vjudwtvc^ hjv
∞
P(A) = ∑ p k = p 2 + p 4 + ... = ∑ (1 / 2 ) =
2k 14
= 1/3.
k : ωk ∈ A k =1 1−1 4
w[flbf^ hjv cfchek lf 'dkfl Ω-pt fk,f'j,bc ufycfpqdhf cfdct,b'
th'yfbhbf% [lt,f ω-t,bcf'dbc fk,f'j,t,bc vbothf (a') lf (b') 'fyfafhlj,f'f
lfrvf.jabkt,b' lf itvltu (4.4) lf (4.7) otcb' [ljvbkj,bc fk,f'j,bc ufycfpqdhf^
hjvtk'f ijhbc ufyc[dfdt,f v[jkjl bcff^ hjv (4.7) itcfskjf vorhbdbc ]fvb
fqvjxyltc (hjujhw 4.13 vfufkb'ib)&
tktvtynfhek [ljvbkj,f'f cfchekb lf 'dkflb cbdhwtt,bc xdtyc vbth
ufy[bkek itv'[dtdt,c th'fl vjb[ctybt,ty^ hjujhw tktvtynfhek [ljvbkj,f'f
lbcrhtnek cbdhwtc lf (Ω,P) o.dbkc eojlt,ty lbcrhtnek fk,f'eh cbdhwtc^
cflfw P-c hjkib itudbskbf dbuekbc[vj' hjujhw Ω-pt ufycfpqdhekb
P(ω i )=P({ω i })=p i aeymwbf^ bct vbcb vtidtj,b' (4.7) ajhvekb' ufycfpqdhekb P(A)
fk,f'j,f Ω-c .jdtkb A mdtcbvhfdkbcf'dbc&
124

UTJVTNHBEKB FK<F"J<F& 'e tktvtynfhek [ljvbkj,f'f cbdhwt Ω

fhf'dkflbf^ vfiby fk,f'j,t,b vbtotht,f fhf Ω-c wfkrtek ω othnbkt,c^ fhfvtl
vbc mdtcbvhfdktt,c ufhrdtekb A rkfcblfy& cfbkecnhfwbjl xdty itvjdbafhukt,b'
t&o& fk,f'j,bc utjvtnhbekb ufycfpqdhb'^ cflfw Ω-c hjkib bqt,ty hfbvt
utjvtnhbek j,btmnc% ohabc cfchek vjyfrdt'c^ oht[fpc fy vbc hrfkc^ cb,hn.bc
cfchekb afh'j,bc vmjyt yfobkc^ cfchekb vjwekj,bc cbdhwek c[tekc lf f&i&
'e Ω^ d'mdf'^ ,hn.tkb fhtf lf itv'[dtdb' dbhxtd' ω othnbkc Ω-lfy^ vfiby
bvbc fk,f'j,bc hjkib^ hjv ω vj[dlf Ω-c hfbvt A mdtcbvhfdktib (itflfht 4.7
vfufkb'c)^ fk,f'j,bc (4.6) rkfcbrehb ufycfpqdhbc vcufdcfl itudbskbf vbdbxybj'
| A|
P(A) = , (4.8)
|Ω|
cflfw |A| fm erdt^ (4.6) ajhvekbcfufy ufyc[dfdt,b'^ afh'j,c ybiyfdc& (4.8)
ajhvekb' ufvj'dkbk fk,f'j,fc utjvtnhbek fk,f'j,fc eojlt,ty&

yf[& 4.2

fv itv'[dtdfib [ljvbkj,f'f A rkfcb Ω-bc bv A mdtcbvhfdktt,bcfufy

itlut,f^ hjvkt,bc'dbcfw itbskt,f afh'j,b ufybcfpqdhjc^ [jkj P(A) vjbwtvf
(4.8) ajhvekb'&
w[flbf^ hjv fct ufycfpqdhekb fk,f'j,bcf'dbc P(∅)=0, P(Ω)=1^ [jkj
dbyfblfy 0≤|A|≤|Ω|^ cheklt,f 0≤P(A)≤1 enjkj,t,bw^ [jkj afh'j,bc flbwbehj,f
vbudb.dfyc hjujhw P3 bct P3' 'dbct,t,fvlt& fqcfybiyfdbf^ hjv (4.8)-bc sfkb'
wfkrtekb othnbkbc fk,f'j,f yekbc njkbf^ hflufy othnbkbc afh'j,b yekbc
njkbf (itflfht lbcrhtnek itv'[dtdfc)&
vfufkbsb 4.14. (it[dtlhbc fvjwfyf)& jhb gbhb it'fy[vlf ufhrdtek flubkpt
it[dltc th'vfyt'c 18-blfy 19 cff'fvlt& 'b'jtekb itv'[dtdb' vjvtynib vblbc lf
vtjhtc tkjlt,f 20 oe'bc vfysbkpt& dbgjdj' fk,f'j,f bvbcf^ hjv tc gbht,b
th'vfyt'c it[dlt,bfy&
'e 18+x gbhdtkb gbhbc vjcdkbc vjvtynbf^ [jkj 18+y – vtjht gbhbcf (cflfw
x lf y cff't,ib bpjvt,f)^ tktvtynfhekb [ljvbkj,bc hjkib itudbskbf fdbhxbj'
(x, y) othnbkb^ hjvtkbw Ω th'tekjdfy rdflhfnc fdct,c& w[flbf^ hjv xdty'dbc
cfbynthtcj A [ljvbkj,f fhbc cbvhfdkt%
A = {(x,y) : |x–y|≤1/3}∩Ω.
4 FK<F"J<F 125

fvhbufl^ .jdtkb abmcbht,ekb x-bcf'dbc^ 0≤x≤1,

x–1/3 ≤ y ≤ x+1/3.
y
1

1/3

0 1/3 2/3 1 x
yf[& 4.3.

hjwf 0≤x≤1/3, y = x–1/3 ohabc vfubth mdtlf cfpqdhbc hjkib bmyt,f x qthsb%
0≤y≤x+1/3^ [jkj hjwf 2/3≤x≤1^ ptlf cfpqdfhb y=x+1/3 ohabc vfubth bmyt,f y=1&
lfinhb[ekb fht^ w[flbf^ njklblbf jhb rdflhfnbc c[dfj,bcf^ hjvtk-
'fufy th'b th'tekjdfybf^ vtjhtc udthlb rb fhbc 2/3& cf,jkjjl%
P(A) = 5/9.

FK<F"J<F TKTVTYNFHEK {LJVBKJ<F"F PJUFL CBDHWTPT*&

lbcrhtnekb fk,f'ehb cbdhwt lf f[kf[fyc ufy[bkekb utjvtnhbekb fk,f'j,f
itvltub pjuflb vjltkbc rthsj itv'[dtdt,bf&
ufyb[bkt,f tktvtynfhek [ljvbkj,f'f f,cnhfmnekb Ω cbdhwt^ hjvtkbw
hfbvt bltfkehb tmcgthbvtynbc itltut,bc chekb xfvjyf'dfkbc cf[b' vjbfpht,f&
ufvjb.jaf vbcb mdtcbvhfdktt,bc A rkfcb^ hjvtkcfw itvltub 'dbct,t,b uffxybf%
A1. Ω∈A ;
A2. 'e A∈A ^ vfiby A ∈A ;
∞
A3. 'e A 1 , A 2 , ... vbvltdhj,f tre'dybc A -c^ vfiby  An ∈A ;
n =1
tc 'dbct,t,b ybiyfdc^ hjv A xfrtnbkbf cbvhfdkt'f 'tjhbbc jgthfwbf'f
'dkflb hfjltyj,bc vbvfh'& fct' rkfcc σ-fkut,hfc eojlt,ty&
A rkfcbc tktvtynt,c [ljvbkj,t,b tojlt,f lf fv rkfcpt ufybcfpqdht,f
P(A), A∈A ^ fk,f'j,f^ hjvtkcfw P1, P2, P3' 'dbct,t,b uffxybf&
fvhbufl^ [ljvbkj,f'f A rkfcb A1–A3 fmcbjvt,b' ufybcfpqdht,f^ [jkj
vfcpt ufycfpqdhekb P(A) fk,f'j,f – P1, P2, P3' fmcbjvt,b'& fmcbjvf'f tc cbcntvf
rjkvjujhjdbc (F.Y. Rjkvjujhjd) fmcbjvt,bc cf[tkb' fhbc wyj,bkb&
(Ω,A ,P) cfvtekc fk,f'ehb cbdhwt tojlt,f&
126

lbcrhtnekb Ω-c .dtkf mdtcbvhfdkt'f rkfcb lf cb,hn.bc cfchekb afh'j-

,bc vmjyt cbvhfdkbc bv mdtcbvhfdkt'f rkfcb^ hjvtk'fw afh'j,b vbtotht,f^ σ-fk-
ut,hbc vfufkb't,bf^ [jkj fv rkfct,pt^ itcf,fvbcfl^ (4.4) lf (4.8) 'fyfafhlj,t,b'
itvjqt,ekb fk,f'j,t,b P1, P2, P3' fmcbjvt,c frvf.jabkt,ty^ fvbnjv jhbdt
ufy[bkekb cfvtekb fk,f'ehb cbdhwbc vfufkb't,bf&
FK<F"J<BC "TJHBBC CFUFYB*& hjujhw fqdybiyt'^ bcnjhbekfl
gbhdtkfl cojhtl (4.6) b.j fk,f'j,bc ufycfpqdhfl fhxtekb& cb[ibht'f vluhflj-
,fc^ w[flbf^ tmwtjlf .ehflqt,f lf .jdtk'dbc b.j vbxytekb ufvj'dkbk vybidytkj-
,f'f cbcojhbc rhbnthbevfl& fk,f'j,bc rkfcbrehb ufycfpqdhf xfrtnbk ohtib
tmwtdf^ dbyfblfy bub cfhut,kj,c njkitcfskj fye njkfk,f'ehb itltut,bc wyt,b'
fye 'db' fk,f'j,bc wyt,b'&
hfw itt[t,f fk,f'j,bc vbxytdfc afhlj,b' cb[ibht'f pqdhfl (itflfht (4.1)
'fyfafhlj,fc)^ fmfw obyffqvltuj,ff^ hflufy kjubrehfl fhff ufvjhbw[ekb wlf'f
bct'b vbvltdhj,t,bw^ hjvtk'f'dbc f n (A) bubdehfl th'bf& fvhbufl^ f n (A) aeymwbf
eylf ef[kjdlt,jltc P(A)-c wlf'f fhf .jdtkb vbvltdhj,bcf'dbc^ fhfvtl 'b'mvbc
.jdtkb vbvltdhj,bcf'dbc^ hfw bctd fk,f'j,bc wyt,b' ufvjb'mvbc lf bctd xfrtnbkb
oht vbbqt,f&
fv cbsytktt,bc ufvj vtjwt cfereytvlt dth vj[th[lf fk,f'j,bc 'tjhbbc^
hjujhw vf'tvfnbrbc chekeakt,bfyb lfhubc ufydb'fht,f& cbnefwbf vrdt'hfl
ufev]j,tclf vfc itvltu^ hfw rjkvjujhjdvf 1933 otkc vjudwf fk,f'j,bc 'tjhbbc
f[fkb lfaesyt,f^ hjvtkbw^ rthsjl^ fh bynthtclt,f bvb'^ 'e hjujh fhbc itvjqt-
,ekb [ljvbkj,f'f A σ-fkut,hfpt P(A) fk,f'j,f^ v'fdfhbf bub rjkvjujhjdbc
P1, P2, P3' fmcbjvt,c frvf.jabkt,ltc& fk,f'j,bc 'tjhbbc cfufyb rb fhbc
th'vfyt''fy fvf 'e bv otcb' lfrfdibht,ek [ljvbkj,f'f fk,f'j,t,c ijhbc
'fyfafhlj,f'f itcofdkf& fut,ekb 'tjhbf 'tjhtvbc cf[b' itbwfdc lt,ekt,fc bvbc
itcf[t,^ hjv [ljvbkj,bc afhlj,b'b cb[ibht ufhrdtekb fphb' vbbcohfabc
fqybiyekb [ljvbkj,bc fk,f'j,bcfrty (tcff t&o& lbl hbw[d'f rfyjybc ,thyekb-
ctekb dfhbfynb)&
rjkvjujhjdb ltnfkehfl fh b[bkfdc^ hf gbhj,t,ib itbskt,f fk,f'j,bc
'tjhbbc ufvj.tyt,f htfkehb cbyfvldbkbc vbvfh'^ 'evwf fw[flt,c^ hjv htfkeh
itv'[dtdb' tmcgthbvtyn'fy (hjvtkbw gbhj,f'f hfbvt S rjvgktmcbc itchekt,fib
vlujvfhtj,c) lfrfdibht,ek pjubth' A [ljvbkj,fc itbskt,f vbtothjc ufhrdt-
ekb yfvldbkb P(A) hbw[db& fv hbw[dt,c itvltub 'dbct,t,b uffxybf%
a. itbskt,f ghfmnbrekfl lfhoveyt,ekb db.j' bvfib^ hjv gbhj,f'f S
rjvgktmcbc n-]th ufvtjht,bcfc^ cflfw n lblb hbw[dbf^ A [ljvbkj,bc
afhlj,b'b cb[ibht f n (A) vwbhtl ufyc[dfdlt,f P(A) hbw[dbcfufy&
b. 'e P(A) hbw[db sfkbfy vwbhtf^ itbskt,f ghfmnbrekfl lfhoveyt,ekb
db.j'^ hjv S-bc th'[tk htfkbpfwbbcfc A [ljvbkj,fc flubkb fh tmyt,f.
§ 2. H"EKB {LJVBKJ<T<BC FK<F"J<T<B

{LJVBKJ<F"F }FVBC FK<F"J<F& fk,f'j,bc P3 'dbct,f^ itvltuyfbhfl

pjufllt,f% yt,bcvbthb A lf B [ljvbkj,t,bcf'dbc
4 FK<F"J<F 127

P(A∪B) = P(A) + P(B) – P(AB). (4.9)

vfh'kfw^ A∪B=A+ A B lf B=AB+ A B ofhvjlutyt,b P3-bc sfkb' udfsktdc
P(A∪B)=P(A)+P( A B) lf P(B)=P(AB)+P( A B) ajhvekt,c (itcfrht,'f e'fdct,f-
lj,bc ufvj)^ cfblfyfw vbbqt,f (4.9)&
jhpt vtnb [ljvbkj,bcf'dbc jgthfwbt,b htrehtynekfl ufybcfpqdht,f lf
itcf,fvbcb ajhvekt,bw fctdt vbbqt,f& vfufkb'fl^
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) – P(BC) + P(ABC).
fmtlfy erdt w[flbf^ hjujh vbbqt,f fyfkjubehb ajhvekf n [ljvbkj-
,bcf'dbc^ hjvtkbw fm fh vjud.fdc&
'e A 1 ,...,A n fhbc [ljvbkj,f'f chekb cbcntvf^ fye A 1 +⋅⋅⋅+A n =Ω lf A i A j =∅,
hjwf i≠j, vfiby
P(A 1 )+⋅⋅⋅+P(A n ) = 1. (4.10)
rthsjl^ hjwf n=2 ( A 1 +A 2 =Ω bubdtf^ hfw A 2 = A1 )^ (4.10)-blfy udfmdc (4.4)^ t&b&^
eh'bth'cfobyffqvltuj [ljvbkj,f'f fk,f'j,t,bc ]fvb th'bf&
GBHJ<B"B FK<F"J<F^ {LJVBKJ<F"F YFVHFDKBC FK<F"J<F& itdt-
wflj' itdbcofdkj' B [ljvbkj,bc ptufdktyf A [ljvbkj,fpt^ fvbcf'dbc lfdfrdbh-
lt' A [ljvbkj,bc gbhj,b' afhlj,b' cb[ibhtc B gbhj,b'^ fye bv wlt,ib^ hjvtk-
ibw B [ljvbkj,fc /mjylf flubkb& 'e ufdb[ctyt,'^ hjv ν n (C) fqybiyfdc n wlfib C
[ljvbkj,bc cb[ibhtc^ udtmyt,f
ν ( AB) ν ( AB) / n f ( AB)
f n (A|B) = n = n = n .
ν n ( B) ν n ( B) / n f n ( B)
dbyfblfy fv njkj,bc vfh]dtyf v[fhtib P(AB) lf P(B) fk,f'j,t,bc ufvpjvb
f n (AB) lf f n (B) afhlj,b'b cb[ibhtt,b vjyfobktj,ty^ ,eyt,hbdbf^ hjv fv erfyfc-
rytk'f afhlj,f P(AB)/P(B) itafhlt,bc ufvpjv cblbltl xfd'dfkj'^ [jkj
fk,f'j,f'f fv itafhlt,fc rb gbhj,b'b fk,f'j,f deojlj'%
A [ljvbkj,bc gbhj,b'b fk,f'j,f B [ljvbkj,bc gbhj,b' (B gbhj,b',
P(B)>0) tojlt,f
P( AB)
P(A|B) = (4.11)
P( B)
obkflc&
gbhj,b' fk,f'j,fc P(A|B) egbhj,j P(A) fk,f'j,bc P1, P2, P3 'dbct,t,b
uffxybf%
0≤P(A|B)≤1, cf[tklj,h P(∅|B)=0, P(B|B)=1;
'e A 1 ∩A 2 =∅, vfiby P(A 1 +A 2 |B)=P(A 1 |B)+P(A 2 |B).
fvfc ufhlf w[flbf^ hjv
'e B⊆A, vfiby P(A|B)=1;
128

'e A⊆B, vfiby P(A|B) ≥ P(A);

B -ib itvfdfkb [ljvbkj,t,bc gbhj,b'b fk,f'j,t,b yekbf&

Ω
A
B AB

yf[& 4.4.

rkfcbreh cmtvfib
| AB | |B| | A| | AB |
P(A|B)= , P(B)= , P(A)= , P(A|B)= ;
N N N |B|
fvltyfl fv cmtvfib A-c gbhj,b'b fk,f'j,f afmnj,hbdfl AB [ljvbkj,fib itvfdfk
.jdtk tktvtynfhek [ljvbkj,t,c 1/|Ω| fk,f'j,bc yfwdkfl vbfybzt,c 1/|B| fk,f-
'j,fc% t&b& Ω cbdhwt dbohjdlt,f B-vlt lf 'b'jtekb tktvtynfhekb [ljvbkj,bc
fk,f'j,f bphlt,f^ hfw fh ybiyfdc bvfc^ hjv P(A|B)>P(A)& bub itbskt,f itvwbhltc
rbltw lf bubdtw lfhxtc&
vfufkbsb 4.15. dbgjdj' fk,f'j,f bvbcf^ hjv th'b rfvf'kbc ufujht,bcfc 4-
pt yfrkt,b hbw[db vjdf (A [ljvbkj,f)^ 'e wyj,bkbf^ hjv keob hbw[db vjdblf (B
[ljvbkj,f)&
fvj[cyf& B={2,4,6}. P(AB)=P({2})=1/6, P(B)=1/2, cfblfyfw P(A|B)=1/3& 'e
ufdb'dfkbcobyt,' xdtyc ,jkj itybidyfc itdbohjt,ekb cbdhwbc itcf[t,^ tc gfce[b
eiefkjlfw vbbqt,f&
w[flbf^ hjv 'e P(B)>0^ (4.11) 'fyfafhlj,f udfsktdc
P(AB) = P(B)⋅P(A|B) (4.12)
njkj,fc^ hjvtkcfw [ljvbkj,f'f yfvhfdkbc fk,f'j,bc ajhvekfc deojlt,'&
fvfdt lhjc 'e P(A)≠0, vfiby
P(AB) = P(A)⋅P(B|A) = P(B)⋅P(A|B). (4.13)
jhb [ljvbkj,bc yfvhfdkbc fk,f'j,f njkbf th'-th'b vflufybc
fk,f'j,bc yfvhfdkbcf vtjhbc gbhj,b' fk,f'j,fpt gbhdtkbc gbhj,b'&
(4.12)-blfy bylemwbb' vfhnbdfl vbbqt,f^ hjv 'e P(A 1 ⋅⋅⋅A n-1 )>0, vfiby
P(A 1 ⋅⋅⋅A n ) = P(A 1 )P(A 2 |A 1 )P(A 3 |A 1 A 2 )⋅⋅⋅P(A n |A 1 ⋅⋅⋅A n-1 ). (4.14)
erfyfcrytk ajhvekfc ]fzdehb otcb tojlt,f&
(4.14) ajhvekf ufvjb.tyt,f [ljvbkj,f'f fk,f'j,t,bc ufycfpqdhbcf'dbc^
hjltcfw fvjwfybc gbhj,blfy yf'tkbf gbhj,b' fk,f'j,f'f vybidytkj,t,b&
vfufkbsb 4.16. .e'ib s ,bh'dbf& vf' ijhbc t 't'hbf& dbgjdj' fk,f'j,f bvbcf^
hjv .e'blfy jhb ,bh'dbc vbvltdhj,b' lf,heyt,bc ufhtit fvjqt,bcfc%
(a) gbhdtkb ,bh'db 't'hbf*
(b) vtjht ,bh'db 't'hbf*
4 FK<F"J<F 129

(c) jhbdt ,bh'db 't'hbf&

fvj[cyf& 'e A i ybiyfdc^ hjv i-ehb ,bh'db 't'hbf^ vfiby wlf itbskt,f
fqbothjc ω 1 , ω 2 , ω 3 , ω 4 tktvtynfhekb [ljvbkj,t,b'^ cflfw
{ω 1 }=A 1 A 2 , {ω 2 }=A 1 A 2 , {ω 3 }= A 1 A 2 , {ω 4 }= A 1 A 2 ,
w[flbf^ hjv
P({ω 1 }) = P(A 1 A 2 ) = P(A 1 )P(A 2 |A 1 ) (4.15)
lf fk,f'j,bc rkfcbrehb ufycfpqdht,bc 'fyf[vfl P(A 1 )=t/s^ [jkj P(A 2 |A 1 )=(t–
1)/(s–1). fvbnjv
t t −1
P({ω 1 }) = ⋅ ,
s s −1
fyfkjubehfl
t s−t s −t t s − t s − t −1
P({ω 2 }) = ⋅ , P({ω 3 }) = ⋅ , P({ω 4 }) = ⋅ &
s s −1 s s −1 s s −1
dbyfblfy A 1 ={ω 1 ,ω 2 }, A 2 ={ω 1 ,ω 3 }, A 1 A 2 ={ω 1 } cf,jkjjl udfmdc
t t −1 t s − t t
P(A 1 ) = P({ω 1 })+P({ω 2 }) = ⋅ + ⋅ = ,
s s −1 s s −1 s
t t −1 s − t t t
P(A 2 ) = P({ω 1 })+P({ω 3 }) = ⋅ + ⋅ = ,
s s −1 s s −1 s
t t −1
P(A 1 A 2 ) = ⋅ = P({ω 1 }).
s s −1

{LJVBKJ<F"F LFVJERBLT<KJ<F& A lf B [ljvbkj,t,c tojlt,f lfvje-

rblt,tkb^ 'e
P(AB) = P(A)P(B). (4.16)
bv itv'[dtdfib^ hjwf P(A)>0, P(B)>0^ (4.16) trdbdfktynehbf jhb 'fyfafh-
lj,bcf%
P(A|B) = P(A), P(B|A) = P(B), (4.17)
fye th'b [ljvbkj,bc vj[ltyf fh wdkbc vtjhbc fk,f'j,fc& vfh'kfw^ hflufy
P(AB) = P(B)⋅P(A|B) = P(A)⋅P(B),
vbdbqt,'^ hjv
P(A|B) = P(A).
fyfkjubehfl vbbqt,f P(B|A)=P(B) njkj,fw&
gbhbmb'^ 'e vfufkb'fl^ P(A|B)=P(A)^ vfiby
P(AB) = P(B)⋅P(A|B) = P(B)⋅P(A).
fvhbufl^ lflt,b'b fk,f'j,bc vmjyt A lf B [ljvbkj,t,bcf'dbc lfvjerblt,-
kj,bc ufycfpqdht,fl itbskt,f vbdbqj' th'-th'b (4.17) 'fyfafhlj,t,blfy
(hjvtkbw fdnjvfnehfl bodtdc vtjht 'fyfafhlj,fc)&
130

f[kf lfdfvnrbwj'^ hjv 'e A lf B lfvjerblt,tkbf^ vfiby lfvjerblt,tkbf

A, B ; A ,B; A , B o.dbkt,bw& dbyfblfy ( A ) =A, fmtlfy ufvjvlbyfhtj,c^ hjv j'[blfy
hjvtkbvt o.dbkbc lfvjerblt,kj,f .dtkf lfyfhxtyb o.dbkt,bc lfvjerblt,-
kj,fcfw ufyfgbhj,t,c&
vfh'kfw^ d'mdf'^ cheklt,f (4.16)& vfiby^ dbyfblfy B=AB+ A B^ udfmdc
P(B)=P(AB)+ +P( A B) lf P( A B) = P(B) – P(AB) = P(B) – P(A)P(B) = [1–P(A)]P(B) =
P( A )P(B)^ hfw ybiyfdc A lf B [ljvbkj,t,bc lfvjerblt,kj,fc&
'e (4.16) fh cheklt,f^ A lf B [ljvbkj,t,c lfvjrblt,ekb [ljvbkj,t,b
tojlt,f&
vfufkbsb 4.17. 'e s ,bh'dbfy .e'ib t 't'hbf^ lfyfhxtyb rb ifdb lf A 1 ybiyfdc^
hjv gbhdtkb ,bh'db 't'hbf^ A 2 rb ybiyfdc^ hjv vtjht ,bh'dbf 't'hb^ vfiby .e'blfy
lf,heyt,bc ufhtit fvjqt,bcfc^ hjujhw 4.16 vfufkb'blfy xfyc^ tc [ljvbkj,t,b
lfvjrblt,ekbf^ dbyfblfy
P(A 2 |A 1 ) ≠ P(A 2 ).
'e fvjqt,f lf,heyt,b' [lt,f^ vfiby w[flbf^ hjv
P(A 2 |A 1 ) = P(A 2 ).
vfufkbsb 4.18. rfhnbc rjvgktmnblfy itv'[dtdb' dbqt,' 1 rfhnc& A
ybiyfdltc [ljvbkj,fc @uekb#^ [jkj B b.jc @f'bfyb#&
P(AB)=1/52, P(A)=1/4, P(B)=1/13^ t&b&^ A lf B lfvjerblt,tkb [ljvbkj,t,bf&
cfrvfhbcbf rjvgktmnc vjdfrkj' 1 rfhnb^ d'mdf' @]dhbc 6#^ hjv
lfvjerblt,kj,f lfbhqdtc%
1 13 4
≠ ⋅ ,
51 51 51
hfw ghjgjhwbt,bc lfhqdtdfv ufvjbodbf lf fhf rfhnt,c ijhbc fhct,ekvf hfqfw
@abpbrehvf# lfvjrblt,ekt,fv& fm eylf fqbybiyjc^ hjv [ljvbkj,f'f ijhbc
fqothbk lfvjerblt,kj,fc cnfnbcnbreh fy cnjmfcneh lfvjerblt,kj,fc
eojlt,ty @abpbrehb# lfvjerblt,ekj,bcfufy ufvjcfhxtdfl&
cfvb A 1 , A 2 lf A 3 [ljvbkj,bc lfvjerblt,kj,f ybiyfdc^ hjv bcbyb o.dbk-
o.dbkfl lfvjerblt,tkbf^ fye
P(A i A j ) = P(A i )P(A j ), cflfw i ≠ j, i, j = 1,2,3, (4.18)
lf ufhlf fvbcf
P(A 1 A 2 A 3 ) = P(A 1 )P(A 2 )P(A 3 ). (4.19)
fqcfybiyfdbf^ hjv (4.18)-bc fy (4.19)-bc lfhqdtdf lfvjerblt,kj,fc ufvjhb-
w[fdc& fhct,j,c vfhnbdb vfufkb't,b bvbcf^ hjv th'b gbhj,blfy vtjht fh
ufvjvlbyfhtj,c&
vfufkbsb 4.19. .e'ib 4 ,bh'dbf ofhotht,b' 1,2,3 lf 123& A i ybiyfdltc^ hjv
itv'[dtdb' fvjqt,ek ,bh'dc fothbf wbahb i^ i=1,2,3&
w[flbf^ hjv P(A i )=1/2, P(A i A j )=1/4, i ≠ j, i, j=1,2,3^ vfuhfv

P(A 1 A 2 A 3 )=1/4≠P(A 1 )P(A 2 )P(A 3 )=1/8,

4 FK<F"J<F 131

vfiby^ hjwf .jdtkb i, j=1,2,3, o.dbkbcf'dbc (i≠j) P(A i A j ) = P(A i )P(A j ).

3-pt vtnb [ljvbkj,bcf'dbc lfvjerblt,kj,f fyfkjubehfl ufybcfpqdht,f%
A 1 ,...,A n lfvjerblt,tkb [ljvbkj,t,bf^ 'e
P ( Ai1  Aik ) = P ( Ai1 )  P ( Aik ) , (4.20)

cflfw 2 ≤ k ≤ n lf 1 ≤ i 1 < ⋅⋅⋅ < i k ≤ n.

'e itvjdbqt,' B 1 ,...,B n [ljvbkj,t,c^ cflfw B i fy A i -c ybiyfdc^ fy Ai -c^
itbskt,f d'mdf'^ hjv (4.20) trdbdfktynehbf
P(B 1 ⋅⋅⋅B n )= P(B 1 )⋅⋅⋅P(B n )
njkj,bcf 'b'jtekb B i [ljvbkj,bc .jdtkb itcfskj vybidytkj,bcf'dbc& n=2
itv'[dtdfib tc trdbdfktynj,f xdtyc vbth lfvnrbwt,ekb b.j&

CHEKB FK<F"J<BCF LF <FBTCBC AJHVEKT<B& 'e H 1 ,H 2 ,...,H n [ljvb-

kj,f'f chekb cbcntvff^ fye H 1 +H 2 +⋅⋅⋅+H n = Ω lf H i H j =∅, i ≠ j, i, j=1,...,n, vfiby
yt,bcvbthb A [ljvbkj,bcf'dbc
A = AH 1 +AH 2 +⋅⋅⋅+AH n ,
cfblfyfw P(AH i )=P(H i )P(A|H i ) njkj,f (b[& (4.13)) lf fk,f'j,bc flbwbehj,f
udfsktdc chekb fk,f'j,bc ajhvekfc
n
P(A)= P(H 1 )P(A|H 1 )+⋅⋅⋅+P(H n )P(A|H n )= ∑ P ( H i ) P ( A | H i ) . (4.21)
i =1
H 1 ,H 2 ,...,H n [ljvbkj,t,c pju]th /bgj'tpt,c eojlt,ty&
bctdt^ hjujhw (4.13) ajhvekf^ (4.21)-bw vf'tvfnbrehfl vfhnbdb
'fyfafhlj,ff^ vfuhfv bc cfiefkt,fc bsktdf itvjdbqj' fk,f'j,t,b tktvtynfhek
[ljvbkj,f'f cbdhwtpt&
vfufkbsb 4.20. mfyxt,c cfvb vfymfyf fvpflt,c& gbhdtkb bsktdf ghjlemwbbc
20%^ vtjht – 30%^ vtcfvt rb – 50%& ltatmnbc obkb gbhdtkb vfymfybc ghjlemwbfib
fhbc 5%^ vtjhbcfib – 2%^ [jkj vtcfvtc ghjlemwbfib rb – 1%& dbgjdj' fk,f'j,f
bvbcf^ hjv cfth'j ghjlemwbbc cfo.j,blfy itv'[dtdb' fqt,ekb mfyxb ltatmnehbf&
fvj[cyf& wlf vlujvfhtj,c itv'[dtdb' fqt,ekb mfyxbc itvjovt,fib& mfyxb
ltatmnehbf (D) fy cnfylfhnekb ( D )& mfyxb lfvpflt,ekbf gbhdtkb (H 1 )^ vtjht
(H 2 )^ fy vtcfvt (H 3 ) vfymfybc vbth& H 1 ^ H 2 ^ H 3 [ljvbkj,f'f chekb cbcntvff&
P(D)=P(H 1 )P(D|H 1 )+P(H 2 )P(D|H 2 )+P(H 3 )P(D|H 3 )=0.2⋅0.05+0.3⋅0.02+0.5⋅0.01=0.021.
vjdb.dfyj' vtjht fvj[cyf& Ω-c hjkib fdbqj' cfvbdt vfymfybc vbth
lfvpflt,ekb mfyxt,bc cbvhfdkt& Ω=H 1 +H 2 +H 3 ^ cflfw^ H i ybiyfdc i-ehb vfymfybc vbth
lfvpflt,ekb mfyxt,bc cbvhfdktc& D ybiyfdltc ltatmnehb mfyxt,bc cbvhfdktc&
mfyxbc itv'[dtdb' fhxtdf ybiyfdltc^ hjv Ω-c .dtkf N tktvtynb njkfk,f'ehbf^
fvbnjv fk,f'j,bc rkfcbrehb ufycfpqdhb' (|Ω|=N)
132

|D|
P(D) = .
N
gbhj,bc 'fyf[vfl
|H 1 |=0.2N, |H 2 |=0.3N, |H 3 |=0.5N;
|DH 1 |=0.05|H 1 |, |DH 2 |=0.02|H 2 |, |DH 3 |=0.01|H 3 |.
cfblfyfw
| D | | DH 1 | + | DH 2 | + | DH 3 |
P(D) = = ,
N N
hfw sdtk gfce[c tv'[dtdf&
fvhbufl^ chekb fk,f'j,bc ajhvekf cfiefkt,fc bsktdf fk,f'j,f
ufvjb'dfkjc tktvtynfhek [ljvbkj,f'f cbdhwbc feut,kfl&
'e f[kf ufdb[ctyt,' (4.13) ajhvekfc lf B-c vfubdhfl xfdcdfv' H i -c ^ ufvjdf^
hjv
P( H i ) P( A | H i )
P(H i |A) = ,
P ( A)
cfblfyfw chekb fk,f'j,bc ajhvekbc ufvj.tyt,b' vbdbqt,' ,fbtcbc ajhvekt,c
P( H i ) P( A | H i )
P(H i |A) = n
, i = 1, 2, …, n.
∑ P( H j ) P( A | H j )
j =1

[ibhfl ,fbtcbc ajhvekt,b vjb[ctybt,f^ hjujhw /bgj'tpf'f fk,f'j,t,bc^

fy vbptp'f fk,f'j,t,bc ajhvekt,b& vf' itvltub ibyffhcb tsktdf%
H 1 ,H 2 ,...,H n bc vbptpt,bf (/bgj'tpt,bf)^ hjvtk'fw ittskj' ufvjtodbf' A
[ljvbkj,bc vj[ltyf& wyj,bkbf P(H 1 ), P(H 2 ),..., P(H n ) fk,f'j,t,b wlbc
xfnfht,fvlt (a priori)^ hjvtk'fw /bgj'tpf'f fghbjhek fk,f'j,t,c eojlt,ty&
,fbtcbc ajhvekt,b' vjbwtvf bc itcfskj wdkbkt,t,b^ hfcfw wlbc xfnfht,bc
itvltu (a posteriori) ufybwlbfy fghbjhekb fk,f'j,t,b lf vbqt,ek vybidytkj,t,c
fgjcnthbjhek fk,f'j,t,c eojlt,ty&
vfufkbsb 4.21. obyf vfufkb'ib ufvjd'dfkj' fgjcnthbjhekb fk,f'j,t,b&
fvj[cyf& obyf vfufkb'bc fqybidyt,b' lf ,fbtcbc ajhvekbc ufvj.tyt,b'
udtmyt,f
P(H 1 |D) = 10/21, P(H 2 |D) = 6/21, P(H 3 |D) = 5/21.
vfufkbsb 4.22. d'mdf'^ jhb .e'b udfmdc& 'b'jtekib N ,bh'dbf& gbhdtk
.e'ib M 1 't'hb ,bh'dbf^ vtjhtib rb – M 2 & wlf vlujvfhtj,c njkb fk,f'j,t,b'
.e'bc itv'[dtdb' fhxtdfcf lf itvltu fhxtekb .e'blfy n ,bh'dbc fvjqt,fib^
fvjqt,f [lt,f lf,heyt,b'& dbgjdj' fk,f'j,f bvbcf^ hjv 'e .dtkf ,bh'db 't'hbf^
bcbyb i-ehb .e'blfyff fvjqt,ekb&
fvj[cyf& 'e A n-]th 't'hb ,bh'dbc fvjqt,fc^ [jkj H 1 lf H 2 itcf,fvbcfl
gbhdtkb lf vtjht .e't,bc fvjhxtdfc ybiyfdc^ vfiby^ dbyfblfy P(H 1 )=P(H 2 )=1/2^
,fbtcbc ajhvekb' udfmdc (b[& §3 P(A|H i ) = (M i /N)n, i = 1,2, njkj,f'f fcf[cytkfl)^
hjv
4 FK<F"J<F 133

n
1  M1 
 
2 N  M 1n
P(H 1 |A) = 1– P(H 2 |A) = = .
1  M1  1M 
n n
M 1n + M 2n
  +  2
2 N  2 N 
w[flbf^ hjv 'e M 2 <M 1 ^ vfiby
−1
 M 
n

P(H 1 |A) = 1 +  2   →1 (n→∞).
  M1  
 
fvhbufl^ tmcgthbvtynbc itltubc wjlyfv fv itv'[dtdfib fhct,b'fl itwdfkf
xdtyb fghbjhekb byajhvfwbf H 1 lf H 2 [ljvbkj,t,bc itcf[t,&
,fbtcbc ajhvekt,'fy lfrfdibht,ekbf fk,f'j,bc 'tjhbbcf lf vf'tvf-
nbrehb cnfnbcnbrbc vybidytkjdfyb vjltkt,b& ,fbtcbc ajhvekt,c [ibhfl b.tyt,ty
cfvtlbwbyj 'e ntmybrehb lbfuyjcnbrbc fvjwfyt,ib^ hjltcfw bsbt,ty fdflv.jaj,bc
'e lfpbfyt,bc .dtkfpt eahj vjcfkjlytk vbptpc&

§ 3. RJV<BYFNJHEKB FYFKBPBC UFVJ>TYT<F

FK<F"J<F"F UFVJCF"DKTKFL
[ibhfl tktvtynfhek [ljvbkj,f'f cbdhwbcf lf [ljvbkj,bc fk,f'j,bc
ufycfpqdhf gbhlfgbhb uflf'dkb' iteskt,tkbf& fct' itv'[dtdfib eylf vbdvfh'j'
rjv,byfnjhekb fyfkbpbc vbth itveifdt,ek vt'jlt,c&
f[kf xdty xfvjdf.fkb,t,' rjv,byfnjhekb fyfkbpbc sbhb'fl ghbywbgc^
hjvtkcfw ufvhfdkt,bc ghbywbgb tojlt,f&
'e fcfhxtdbf k cfufyb lf fhct,j,c gbhdtkb cfuybc fhxtdbc n 1 dfhbfynb^
[jkj gbhdtkb cfuybc fhxtdbc itvltu fhct,j,c vtjht cfuybc fhxtdbc n 2 dfhbfynb^ &&&
^ lf ,jkjc^ k–1 cfuybc fhxtdbc itvltu fhct,j,c k-ehb cfuybc fhxtdbc n k dfhbfynb^
vfiby fhct,j,c fv k cfuybc fv vbvltdhj,b' fhxtdbc n 1 ×n 2 ×⋅⋅⋅×n k dfhbfynb&
vfufkbsb 4.23. 'e vfvfrfwc fmdc 2 gthfyub lf 4 /fkcne[b^ vfiby vfc /mjybf
gthfyubc lf /fkcne[bc ithxtdbc 2⋅4=8 dfhbfynb&

LTYLHJUHFVT<B. vj.dfybk ghbywbg'fy lfrfdibht,b' [ibhfl cfcfhut,kjf

[bc vcufdcb ([bct,hb) lbfuhfvbc fye ltylhjuhfvbc ufvj.tyt,f&
vfufkbsb 4.24. 'e a 1 , a 2 fqybiyfdc gthfyut,c^ [jkj b 1 , b 2 b 3 , b 4 –
/fkcne[t,c^ vfiby gthfyubcf lf /fkcne[bc fhxtdbc c[dflfc[df upf itbskt,f
itvltub ltylhjuhfvb' fdcf[j'
134

b1 1
b2
2
b3
a1
b4 3

4
a2 b5 5
b6 6
b7
7
b8

8
yf[& 4.5.

vfufkbsb 4.25. ufvjdcf[j' ltylhjuhfvb' vjytnbc jh]th fult,bc

itcf,fvbcb itltut,bc cbvhfdkt& @u# ybiyfdltc uth,c^ [jkj @c# – cfafcehc&
u 1
u
c
2
u
c 3
c
4
yf[.4.6

O>J<F& d'mdf'^ vjwtvekbf n ufyc[dfdt,ekb j,btmnb lf xdty udcehc r

vf'ufyb th' [fppt ufdfvorhbdj'& dbyfblfy gbhdtkc fdbhxtd' n-yfbhfl^ itvltu
fdbhxtd' vtjhtc n–1-yfbhfl^ & & & ^ vt-r-tc [n–(r–1)]-yfbhfl^ vf' th'j,kbj,fc^ fye r
j,btmnbc lfkfut,ek rjvgktmnc^ hjvtkcfw o.j,fc eojlt,ty^ fdbhxtd'

Anr = n(n–1)⋅⋅⋅(n–r+1) ≡ (n) r (4.22)

hfjltyj,b'& fm xdty ufvjdb.tyt' ufvhfdkt,bc ghbywbgb (n 1 =n, n 2 =n–1, ... , n r =n–r+1).
hjltcfw r = n, (4.23)-blfy vbbqt,f
4 FK<F"J<F 135

Ann = n(n–1)⋅⋅⋅2⋅1 = n!
(n! brb'[t,f hjujhw n afmnjhbfkb) lf fvudfh o.j,fc uflfyfwdkt,f tojlt,f&
o.j,t,b ufyc[dfdlt,bfy hbub' fy itvflutykj,b'^ vfiby hjwf uflfyfwdkt,t,c th'b
lf bubdt itvflutykj,f fmd' lf v[jkjl hbub' ufyc[dfdlt,bfy& (4.23)-bc xfothf
afmnjhbfkt,b' itbskt,f itvltuyfbhfl%
n!
Anr = , (4.23)
(n − r )!
cflfw buekbc[vt,f^ hjv 0! = 1&
f[kf ufydb[bkj' bc itv'[dtdf^ hjwf n cfuyblfy r cfufyc dbhxtd' ufyvtjht-
,b'^ fye .jdtkb fhxtekb cfufyb erfy ,heylt,f vbcb abmcfwbbc itvltu& vfiby
ufvhfdkt,bc ghbywbgib eylf dbuekbc[vj'^ hjv
n 1 = n 2 = ⋅⋅⋅ = n r = n
lf t&o& ufyvtjht,b'b o.j,f n cfuyblfy fvjbhxtdf

G nr = nr (4.24)
hfjltyj,b'&
vfufkbsb 4.26. fdfuj' vjytnbc 3-]th fult,bc itcf,fvbcb ltylhjuhfvf (n=2,
r=3)& fvhbufl^ udfmdc 23=8 ufyvtjht,b'b o.j,f&

u u
1
c
2
u c u
3
c
4
u
c u c 5
6
c u
c 7
8
yf[.4.7

}EA"T<F& ]ea't,f tojlt,f o.j,f'f v'tk rkfcc^ hjvtk'fw th'b lf

bubdt itvflutykj,f uffxybf& fvudfhfl r-tktvtynbfyb ]ea't,f n tktvtynblfy
ofhvjflutyc n tktvtynbc r-tktvtynbfy mdtcbvhfdktc (vfufkb'fl ab lf ba th'b lf
bubdt 2-tktvtynbfyb ]ea't,t,bf)& 'e ]ea't,f'f hfjltyj,bcf'dbc itvjdbqt,' C nr
n!
fqybidyfc^ bmtlfy^ hjv C nr r!= Anr = ^ vbdbqt,' ]ea't,f'f hfjltyj,bc
(n − r )!
ufvjcf'dktk ajhvekfc
136

Anr n!
C nr =
= . (4.25)
r! r!(n − r )!
(4.25) ajhvekblfy xfyc lf 'db' ufyvfhnt,blfy w[flbf (n-tktvtynbfyb
cbvhfdkbc fhxtdb' fdnjvfnehfl dbhxtd' (n–r)-tktvtynbfy cbvhfdktc)^ hjv

C nr = C nn −r .
(4.25) hbw[dt,c ,byjvehb rjtabwbtynt,b tojlt,f^ dbyfblfy^ hjujhw
fldbkfl itbskt,f lfvnrbwltc (bylemwbb' fy eiefkj vc]tkj,b')
n
(x+y)n = ∑ C nr xn-ryr, (4.26)
r =0

vfufkb'fl
(x+y)4 = x4 + 4x3y + 6x2y2 + 4xy3 + y4.
vfufkbsb 4.27. d'mdf'^ n th'vfyt'bc f[kjc vlt,fht vfqfpbfib r rfwb itdblf^
r≤n& hf fhbc fk,f'j,f bvbcf^ hjv .dtkf c[dflfc[df vfqfpbfib fqvjxylt,f~
fvj[cyf& 'e 'b'jtek gbhc itdecf,fvt,' vfqfpbbc yjvthc^ fqvjxylt,f^ hjv
wlbc itltubf
ω = (i 1 ,...,i r )
r-tekb^ 'fyfw 'b'jtekb i k itbskt,f b.jc 1-lfy n-vlt& fvhbufl^
|Ω| = nr.
ω-ib hbuc vybidytkj,f fmdc& tc ybiyfdc^ hjv xdtyc A [ljvbkj,fc [tkc
eo.j,c n tktvtynblfy r tktvtynbfyb o.j,f
A = {(i 1 ,...,i r ), i k -t,b ufyc[dfdt,ekbf}.
fvbnjv |A|=(n) r = n(n–1)⋅⋅⋅(n–r+1) lf fk,f'j,bc rkfcbrehb ufycfpqdhbc 'fyf[vfl
n(n − 1)  (n − r + 1)
P(A)= .
nr
vfufkbsb 4.28. d'mdf' .e'ib s ,bh'dbf lf vf' ijhbc t 't'hbf& itv'[dtdb'
dbqt,' n ,bh'dc& dbgjdj' fk,f'j,f bvbcf^ hjv vf' ijhbc pecnfl k wfkb bmyt,f
't'hb^ 'e
(a) fvjhxtdf [lt,f lf,heyt,b'*
(b) fvjhxtdf [lt,f lf,heyt,bc ufhtit&
fvj[cyf& (a) tktvtynfhekb [ljvbkj,t,bf
ω = (i 1 ,...,i r ),
cflfw 'b'jtekb i k =1,...,s& fvhbufl |Ω| = sn^ b[& ajhvekf (4.25)& n fvjhxtekb
,bh'dblfy k (d'mdf'^ gbhdtkb k) eylf b.jc fhxtekb t-lfy^ hbc'dbcfw fhct,j,c tk
dfhbfynb^ [jkj lfyfhxtyb n–k rb s–t ifd ,bh'dc ijhbc eylf b.jc^ hbc'dbcfw udfmdc
4 FK<F"J<F 137

(s–t)n–k dfhbfynb& vfuhfv k ,bh'db itbskt,f vj[dltc yt,bcvbth k flubkfc n-c ijhbc&
flubkt,bc k-tktvtynbfyb cbvhfdktt,bc hfjltyj,ff C nk & fvhbufl^ cek udfmdc
tk(s−t)n-k n-tekb^ 'e A k ybiyfdc [ljvbkj,fc^ hjv n fvjhxtek ,bh'dc ijhbc k 't'-
hbf^ udfmdc

|A k | = C nk tk(s–t)n-k
lf
n−k
C nk t k ( s − t ) n − k
k
t  t
P n (k)≡P(A k )= = C nk   1 −  , k=0,1,...,n. (4.27)
sn s  s
hbw[d'f (4.27) vbvltdhj,fc tojlt,f ,byjvehb ufyfobkt,f& fv hbw[dt,bc
]fvb (4.26) ajhvekbc sfkb' eylf b.jc 1^ hfw bmblfyfw ufvjvlbyfhtj,c^ hjv
A 0 ,A 1 ,...,A n [ljvbkj,t,b chek cbcntvfc mvybfy&
(b) lf,heyt,bc ufhtit ithxtdbcfc tktvtynfhek [ljvbkj,fl itudbskbf
xfd'dfkj' s tktvtynbc n-tktvtynbfyb mdtcbvhfdkt lf fvbnjv
|Ω| = C sn .

hfw itt[t,f A k -c^ vfc [tkc eo.j,c 't'hb ,eh't,bc Ctk lf bvfdlhjekfl
ifdb ,eh't,bc C sn−−tk rjv,byfwbf^ hfw ufvhfdkt,bc ghbywbgbc sfkb' udfsktdc^ hjv

|A k | = Ctk C sn−−tk .
cf,jkjjl
C tk C sn−−tk
P n (k) ≡ P(A k ) =
, k=0,...,n. (4.28)
C sn
hbw[d'f fv vbvltdhj,fc /bgthutjvtnhbekb ufyfobkt,f tojlt,f& fv
hbw[dt,bc ]fvbw 1-bf^ hfw w[flbf bctd fk,f'ehb vjcfpht,t,b' lf bv ufhtvjt,b'fw^
hjv bjkb rjv,byfnjhekb vc]tkj,bc itvltu xdty itudbskbf lfdflubyj' itvltub
ajhvekf
n
C sn = ∑ C tk C sn−−tk . (4.29)
k =0

hjujhw (4.28) bct (4.29) ajhvekt,ib eylf dbuekbc[vj'^ hjv C ab =0^ hjwf
b>a& 'e vjdbcehdt,' lflt,b'b hbw[dt,bc ufvj.jafc (4.29) vbvltdhj,fib^ cojhtl
,jkj gbhj,f vjudwtvc^ hjv 0≤k≤min(t,n) lf 0≤n–k≤min(s–t,n), cfblfyfw P n (k)>0,
hjwf
max(0, n–(s–t)) ≤ k ≤ min(t,n).
rthsjl^ 'e s=12^ t=8 lf n=9^ vfiby 't'hb ,eh't,bc hfjltyj,f itbskt,f
bwdkt,jltc 5-blfy 8-vlt& lfyfhxtyb fk,f'j,t,b yekbc njkb ufvjdf&
FK<F"J<F"F UFVJ"DKF LTYLHJUHFVT<BC VTIDTJ<B"& ltylhju-
hfvt,b xdty h'ekb tmcgthbvtynt,bc itltut,bc fqcfothfl itvjdbqt'& 'e @injt,bc#
fye @e,yt,bc" th'j,kbj,fc ltylhjuhfvbc @atcdblfy# ,jkjvlt @,bkbrc# lfdfh-
138

mdtd'^ vfiby^ 'e .dtkf @,bkbrb" njkfk,f'ehbf^ 'b'jtekb vf'ufybc fk,f'j,f

bmyt,f th'b itafhlt,ekb @,bkbrt,bc" cfth'j hfjltytj,fc'fy& [ibhfl 'db'
@,bkbrbc" fk,f'j,bc ufvj'dkfc czbhlt,f fk,f'j,f'f ufvhfdkt,bc ]fzdehb otcbc
ufvj.tyt,f^ hfcfw vbd.tdfh' c[dflfc[df fk,f'j,bc vmjyt @,bkbrt,fvlt" lf h'ekb
[ljvbkj,bc fk,f'j,bc ufvjcf'dktkfl udzbhlt,f 'b'jtekb @,bkbrbc"
fk,f'j,bc ufvj'dkf 'db' @,bkbrbc" fut,ekt,bcf lf vjwtvekb fk,f'j,bcf lf
gbhj,b'b fk,f'j,bc cfiefkt,b'&
'e^ d'mdf'^ th'vfyt'bc vb.jkt,b' nfhlt,f jhb tmcgthbvtynb% A, hjvkbc
itltut,bf a lf b lf B^ hjvkbc itltut,bf α^ β, γ, vfiby hjwf tmcgthbvtynb Ω^
hjvtkbw ybiyfdc ]th A-cf lf itvltu B-c xfnfht,fc fhbc o.dbkt,bc itvltub
cbvhfdkt
Ω = AB={aα, aβ, aγ, bα, bβ, bγ}.
'e f[kf vjwtvekbf A-c itltut,bc p a lf p b fk,f'j,t,b p a +p b =1 lf ufhlf
fvbcf^ gbhj,b'b fk,f'j,t,b p aα ^ p aβ ^ p aγ (p aα +p aβ +p aγ =1), p bα ^ p bβ ^ p bγ (p bα +p bβ + p bγ =1)^
vfiby .jdtkb @,bkbrbc# fk,f'j,f vjbwtvf hjujhw fk,f'j,bcf lf gbhj,b'b
fk,f'j,bc yfvhfdkb
paα α P(aα)= papaα
a paβ
pa β P(aβ)= papaβ
paγ
γ P(aγ)= papaγ
pbα α P(bα)= pbpbα
pb
b pbβ
β P(bβ)= pbpbβ
pbγ
γ P(bγ)= pbpbγ

yf[& 4.8

fldbkb ofhvjcflutybf^ 'e hjujh itbwdkt,f tc ltylhjuhfvf vtcfvt^ vtj'[t

lf f&i& tmcgthbvtynbc fhct,j,bcfc& yf'tkbf^ hjv ltylhjuhfvbc 'b'jtekb
@,bkbrbc# fk,f'j,f vbcb @injt,bc " (fye e,yt,bc") fk,f'j,f'f yfvhfdkbc njkbf&
vfufkbsb 4.29. cfvb th'yfbhb ehyf a, b lf c itbwfdc c[dflfc[df hfjltyj,bc
't'h lf ifd ,bh'dt,c& gbhdtkib 4 't'hb lf 1 ifdb ,bh'dbf^ vtjhtib – 2 't'hb lf 3
ifdb^ [jkj vtcfvtib – 3 't'hb lf 7 ifdb ,bh'db& itv'[dtdb' dbhxtd' ehyfc lf fv
ehyblfy itv'[dtdb' dbhxtd' ,bh'dc& hf fhbc fk,f'j,f bvbcf^ hjv tc ,bh'db
't'hbf~
fvj[cyf& ufvjdb.tyj' chekb fk,f'j,bc ajhvekf& H 1 ybiyfdc gbhdtkb ehybc
fhxtdfc^ H 2 – vtjhtcb^ H 3 – vtcfvt ehybcf& P(H 1 )=P(H 2 )=P(H 3 )=1/3. 't'hb ,bh'dbc
fhxtdf b.jc A [ljvbkj,f& w[flbf^ hjv P(A|H 1 )=4/5, P(A|H 2 )=2/5, P(A|H 3 )=3/10&
chekb fk,f'j,bc ajhvekb'
4 FK<F"J<F 139

1 4 1 2 1 3 3
⋅ + ⋅ + ⋅ = .
P(A) =
3 5 3 5 3 10 10
f[kf vbdvfh'j' ltylhjuhfvfc& 't'h ,bh'dc itdecf,fvj' @'# fcj^ [jkj
ifdc @i#& udtmyt,f
1 4
4/5 ' P(a')= ⋅
a 3 5
1/5 1 1
i P(ai)= ⋅
1/3 3 5
2/5 1 2
b ' P(b')= ⋅
1/3 3 5
3/5 1 3
i P(bi)= ⋅
1/3 3 5
1 3
c 3/10 ' P(c')= ⋅
3 10
7/10 1 7
i P(ci)= ⋅
3 10
yf[& 4.9

w[flbf^ hjv itvjqt,ekb A [ljvbkj,ff fhbc a', b' lf c' @,bkbrt,bc#

th'j,kbj,f lf fvbnjv
P(A) = P(a') + P(b') + P(c') = 3/10.
chekb fk,f'j,bc ajhvekbcf lf ltylhjuhfvt,bc vt'jlt,b fv vfufkb'ib
cbh'ekbc vb[tldb' lblfl fh ufyc[dfdlt,f (jhrjvgjytynbfy itlutybk wlt,ib tc
.jdtk'dbc fctf)^ 'evwf ltylhjuhfvt,bc vt'jlb eahj 'dfkcfxbyjf^ hfw eahj
vtnfl dkbylt,f^ hjltcfw wlf'f hfjltyj,f jhpt vtnbf&

***
tc 'fdb t.hlyj,f [56], [64], [39], [27], [21], [11], [17] obuyt,c^ hjvkt,bw
uflvjwtvekb cfrb'[t,bc ufhlf vhfdfk c[df vfcfkfcfw itbwfdc (lfvfnt,b'b byajh-
vfwbbc vbcfqt,fl cfcfhut,kj bmyt,f [1] lf [3] obuyt,bc ufwyj,fw)& trjyjvbcnt,b-
cf'dbc ufyre'dybkb cf[tkvsqdfytkjt,blfy vrb'[dtkc dehxtdlb' [60], [66], [72],
[79] obuyt,c lf fuht'dt mfh'ek tyfpt fhct,ek itcf,fvbc kbnthfnehfc% [8], [9],
[13], [14], [15].

LFCRDYT<B
itv'[dtdb'b tmcgthbvtynb gbhj,f'f hfbvt rjvgktmcbc ufy[jhwbtkt,bcfc
vbcb .dtkf ufhrdtekb fphb' vfhnbdb itltubc th'j,kbj,b'^ fye ω tktvtynfhek
[ljvbkj,f'f Ω cbdhwb' fqbotht,f& A [ljvbkj,f fhbc Ω cbdhwbc mdtcbvhfdkt&
fv,j,ty^ hjv [lt,f A [ljvbkj,f^ 'erb tmcgthbvtync ω tktvtynfhekb [ljvbkj,f
140

vj/.df itltufl& fk,f'j,bc fye [ljvbkj,bc itcfskt,kj,bc [fhbc[bc bltf

afhlj,b' cb[ibht'f vluhflj,blfy xylt,f&
'e wlfc fmdc njkitcfskj itltu'f cfchekb hfjltyj,f^ vfiby [ljvbkj,bc
fk,f'j,f [tkitvo.j, itltu'f hfjltyj,bc itafhlt,ff .dtkf itcfskj itltu'f
hfjltyj,fc'fy& tcff fk,f'j,bc rkfcbrehb ufycfpqdhf& 'erb wlbc itltut,b hfbvt
utjvtnhbek j,btmnc (d'mdf' ,hn.tk abuehfc) itflutyty^ vfiby [ljvbkj,bc^ fye
fv j,btmnbc yfobkbc fk,f'j,f itcf,fvbc pjvf'f (d'mdf'^ afh'j,'f) itafhlt,ff&
fvudfhb fk,f'j,f utjvtnhbekb fk,f'j,bc cf[tkb'ff wyj,bkb& rkfcbreh lf
utjvtnhbek fk,f'j,t,c fth'bfyt,c ghjgjhwbekj,bc vjcfpht,t,b& jhbdt ufycfp-
| A|
qdht,f P(A)= cf[b' xfbotht,f^ cflfw | ⋅ | gbhdtk itv'[dtdfib cbvhfdkbc tktvty-
|Ω|
n'f hfjltyj,fc ybiyfdc^ [jkj vtjhtib utjvtnhbek pjvfc (d'mdf'^ afh'j,c)&
ufvjcfdfk fk,f'j,f'f fye fhxtekb vjltkbc cbfdrfhut afhlj,b'
cb[ibht'f cfiefkt,b' itbskt,f itvjovltc wlf'f uhstk cthbt,ib&
cfpjufljl^ [ljvbkj,bc fk,f'j,f fmcbjvehfl ufybvfhnt,f hjujhw
[ljvbkj,bc aeymwbf^ hjvtkbw fewbkt,tkb [ljvbkj,bcf'dbc 1-bc^ [jkj
iteskt,tkb [ljvbkj,bcf'dbc 0-bc njkbf lf hjvtkbw o.dbk-o.dbkfl e'fdct,flb
[ljvbkj,t,bc ]fvc itecf,fvt,c fv [ljvbkj,f'f fk,f'j,t,bc ]fvc&
yt,bcvbthb jhb A lf B [ljvbkj,bc ]fvbc fk,f'j,f vjbwtvf ajhvekb'%
P(A∪B) = P(A)+P(B)–P(AB).
gbhj,b'b fk,f'j,f ufybcfpqdht,f njkj,b'%
P( AB)
P(A|B) = .
P( B)
[ljvbkj,f'f yfvhfdkbc fk,f'j,bcf'dbc udfmdc itvltub ]fzdehb otcb%
P(A 1 ⋅⋅⋅A n ) = P(A 1 )P(A 2 |A 1 )P(A 3 |A 1 A 2 )⋅⋅⋅P(A n |A 1 ⋅⋅⋅A n-1 ),
cflfw buekbc[vt,f^ hjv P(A 1 ⋅⋅⋅A n-1 )>0&
[ljvbkj,t,c lfvjerblt,tkb tojlt,f^ 'e%
P(AB) = P(A)⋅P(B).
gbhj,b'b fk,f'j,t,b' ufvjb'mvbc jhb vybidytkjdfyb ajhvekf
chekb fk,f'j,bc ajhvekf
P(A) = P(H 1 )⋅P(A|H 1 )+⋅⋅⋅+P(H n )⋅P(A|H n )
cflfw H 1 ,...,H n o.dbk-o.dbkfl e'fdct,flbf lf ]fvib fewbkt,tk [ljvbkj,fc
itflutyty lf
,fbtcbc ajhvekf
P( H k ) P( A | H k )
P(H k |A) = , k=1,...,n.
P( H 1 ) P( A | H 1 ) +  + P( H n ) P( A | H n )
fk,f'j,f'f ufvj'dkbcfc rkfcbrehb ufycfpqdhbc vtidtj,b' ufvjb.tyt,f
rjv,byfnjhekb fyfkbpbc itvltub ajhvekt,b
4 FK<F"J<F 141

n!
o.j,f'f hfjltyj,f (n) r = ;
(n − r )!
ufyvtjht,b' o.j,f'f hfjltyj,f G nr =nr;
uflfyfwdkt,f'f hfjltyj,f (n) n =n!;
n!
]ea't,f'f hfjltyj,f C nr = .
r!(n − r )!
rthsjl s-,bh'dbfyb .e'blfy^ cflfw t ,bh'db 't'hbf^ n ,bh'dbc fvjhxtdbcfc k
't'hb ,bh'dbc fvjqt,bc fk,f'j,ff
 k  t k  t n − k
Cn   1 −  , hjwf ithxtdf lf, heyt, b' ff^ k = 0,..., n.
 s  s
P n (k) = 
 Ctk Csn−−tk hjwf ithxtdf lfe, heyt, kflff^ k = 0,..., n,
 n
,
max (0, n − ( s − t )) ≤ k ≤ min (t , n).
 Cs
fv ajhvekbc gbhdtkb cnhbmjyb' vjwtvek vbvltdhj,fc fk,f'j,bc
,byjvehb ufyfobkt,f tojlt,f^ [jkj vtjht cnhbmjyb' vjwtvekc –
/bgthutjvtnhbekb ufyfobkt,f&
itlutybkb tmcgthbvtynt,bcf'dbc [ljvbkj,f'f fk,f'j,bc ufvjcf'dktkfl
]fzdehb otcbcf lf chekb fk,f'j,bc ajhvekbc gfhfktkehfl b.tyt,ty
ltylhjuhfvt,bc 'dfkcfxbyj vt'jlcfw&

CFDFH}BIJT<B

4.1. .jdtkb fqothbkb tmcgthbvtynbcf'dbc xfvj'dfkt' .dtkf tktvtynfhe-

kb [ljvbkj,f lf ufvj.fdb' bcbyb^ hjvkt,bw lfcf[tkt,ek [ljvbkj,fc itflutyty%
(a) tmcgthbvtynb% rfhnbc cnfylfhnekb lfcnblfy dbhxtd' th' rfhnc*
[ljvbkj,f% vjlbc @dfktnb#&
(b) tmcgthbvtynb% ,fdidc ]b,tib fmdc 5-'t'hbfyb^ 10-'t'hbfyb^ 20-'t'hbfyb lf 50-
't'hbfyb 'b'j vjytnf lf bub itv'[dtdb' bqt,c ]b,blfy th' vjytnfc*
[ljvbkj,f% vjytnbc qbht,ekt,f 20 't'hc fh fqtvfnt,f&
(c) tmcgthbvtynb% jhb vjytnbc fvjqt,f itv'[dtdb' (b)-c gbhj,t,ib*
[ljvbkj,f% vjytnt,bc ]fvehb qbht,ekt,f fh fqtvfnt,f 30 't'hc&
(d) tmcgthbvtynb% cfvidbkbfy j]f[ib dboth' ,fdidt,bc cmtcc lf dfkfut,' fcfrbc
vb[tldb'*
[ljvbkj,f% j]f[ib fhfevtntc jhb df;bf&

4.2. fult,ty 5-'t'hbfy^ 10-'t'hbfy lf 20-'t'hbfy 'b'j vjytnfc lf fct'bdt

vbvltdhj,b' bothty uth,bcf lf cfafcehbc vbvltdhj,fc&
(a) xfvj'dfkt' tktvtynfhekb [ljvbkj,t,b*
(b) vbfybzt' tktvtynfhek [ljvbkj,t,c fk,f'j,t,b*
(c) bgjdt' itvltu [ljvbkj,f'f fk,f'j,t,b%
142

A={th'b uth,b vfbyw vjlbc},

B={vjlbc pecnfl th'b uth,b},
C={gbhdtkfl uth,b vjlbc}&

4.3. fujht,ty otcbth rfvf'tkc lf fult,ty otcbth vjytnfc&

(a) xfvj'dfkt' tktvtynfhekb [ljvbkj,t,b*
(b) vbfybzt' tktvtynfhek [ljvbkj,t,c fk,f'j,t,b*
(c) bgjdt' itvltu [ljvbkj,f'f fk,f'j,t,b%
A={rfvf'tkptf 6^ vjytnfpt – uth,b},
B={rfvf'tkptf keob hbw[db^ vjytnfpt – cfafcehb},
C={vjytnfptf cfafcehb}&

4.4. ehyfib jhb 't'hb lf cfvb ifdb ,bh'dbf& bqt,ty jh ,bh'dc lf,heyt,bc
ufhtit& bgjdt' fk,f'j,f bvbcf^ hjv%
A={jhbdt ,bh'db 't'hbf},
B={,bh'dt,b c[dflfc[df athbcff},
C={jhbdt ,bh'db ifdbf}&

4.5. fvj[ctyb' obyf fvjwfyf^ 'e gbhdtkb ,bh'db ehyfib erfy ,heylt,f&

4.6. rfhnbc lfcnblfy^ hjvtkibw 36 rfhnbf^ itv'[dtdb' bqt,ty jh rfhnc&

bgjdt' fk,f'j,f bvbcf^ hjv tc rfhnb%
(a) nepbf*
(b) ]dhbc dfktnbf*
(c) uekbc idblbfyb fy uekbc f'bfybf*
(d) fhw tmdcbfybf^ fhw ]dfhb&

4.7. [bcfufy lfvpflt,ekb re,b^ hjvkbc .dtkf of[yfub itqt,bkbf^ f'fc njk
yfobkfl lf[th[tc& vbqt,ekb gfnfhf re,t,b rfhufl fehbtc lf itv'[dtdb' fbhxbtc
th'b vf'ufyb& hjujhbf fk,f'j,f bvbcf^ hjv fhxtek re,c jhb of[yfub itqt,bkb
fmdc&

4.8. itv'[dtdb' fbhxtdf cfvb wbahb (vfufkb'fl 0, 1, ... , 9 wbaht,b'

lfyjvhbkb 10 ,bh'dblfy lf,heyt,b' bqt,ty cfv ,bh'dc lf yjvht,c bothty)& bgjdt'
fk,f'j,f bvbcf^ hjv%
(a) .dtkf wbahb c[dflfc[dff*
(b) cfvbdt wbahb th'yfbhbf*
(c) hjvtkbvt jhb th'yfbhbf&

4.9. fujht,ty jh rfvf'tkc& bgjdt' fk,f'j,f bvbcf^ hjv ]fvib fh vbbqt,f

hbw[db 7&

4.10. hdfcfh'ekbfyb cf[kbc kbanib gbhdtk cfh'ekpt [e'b rfwb itdblf&

hjujhbf fk,f'j,f bvbcf^ hjv%
4 FK<F"J<F 143

(a) [e'bdt c[dflfc[df cfh'ekpt ufvjdf*

(b) jhb vfbyw ufvjdf th'cf lf bvfdt cfh'ekpt&

4.11. r cneltynblfy .jdtkvf itv'[dtdb' fbhxbf n-dfujybfyb tktmnhj-

vfnfht,kbc dfujyb (r≤n)& hf fhbc fk,f'j,f bvbcf^ hjv .dtkf c[dflfc[df dfujyib
vj[dlt,f~

4.12. n ,bh'db^ hjvtk'f ijhbc jhb 't'hbf^ itv'[dtdb'b vbvltdhj,b'

uffvorhbdtc& bgjdt' fk,f'j,f bvbcf^ hjv 't'hb ,bh'dt,b th'vfyt'bc udthlb'
fqvjxylt,f~
bubdt fvjwfyf fvj[ctyb' vfiby^ hjwf ,bh'dt,b oht[fppt kfult,f&

4.13. A rjhgjhfwbfv^ hjvtkbw ecfah'[j cfvfh't,tkc fofhvjt,c lf .blbc

hjujhw 'fdbc^ bct B lf C rjhgjhfwbt,bc yfofhvcfw^ ufvcfqt,tkb lffabyfycf
bvbcf'dbc^ hjv vjfo.jc itcf,fvbcb htrkfvf& 'erb ufvcfqt,tkc fh /mjylf
cfaesdtkb egbhfntcb htrkfvbcf fhwth'b rjhgjhfwbbc yfrt'j,bcf'dbc lf
htrkfvfib vf' itv'[dtdb'b vbvltdhj,b' fkfut,lf^ bgjdt' fk,f'j,f bvbcf^ hjv
cfhtrkfvj vfcfkfib%
(a) C gbhdtk flubkptf*
(b) C ,jkj flubkptf*
(c) C ,jkj flubkptf lf B vtjhtpt*
(d) A gbhdtk flubkptf lf B vtjhtpt&

4.14. 10 rfwblfy^ hjvtk'f ijhbcff gtnht^ gfdkt^ bdfyt lf vb[tbkb^ bhxtdty

'fdv]ljvfhtc^ vbc gbhdtk vjflubktc^ vtjht vjflubktc lf vlbdfyc& hjujhbf
fk,f'j,f bvbcf^ hjv%
(a) 'b'jtek vf'ufyc hfbvt 'fyfvlt,j,f it[dlt,f*
(b) gtnht 'fdv]ljvfht bmyt,f^ [jkj lfyfhxtyt,c hfbvt 'fyfvlt,j,f it[dlt,f&

4.15. hbw[d'f 1,2,..., n vbvltdhj,blfy itv'[dtdb' bhxtdty jh hbw[dc& bgjdt'

fk,f'j,f bvbcf^ hjv th'b vf'ufyb k-pt yfrkt,bf^ vtjht rb k-pt vtnb^ cflfw 1<k<n&

4.16. gfhnbfib s ltnfkbf^ hjvtk'f ijhbc t fhfcnfylfhnekbf& itv'[dtdb'

dbhxtd' n ltnfkc& bgjdt' fk,f'j,f bvbcf^ hjv vf' ijhbc k fhfcnfylfhnekbf&

4.17. kfnfhbfib s ,bkt'bf^ hjvtk'f ijhbc t vjvut,bybf& hf fhbc fk,f'j,f

bvbcf^ hjv vjbut,c bc gbhb^ hjvtkcfw n ,bkt'b fmdc~

4.18. yfrhsfkib 20 bhtvbf^ vf'ufy 7 lfbzbhtc^ lfqb lffltc lf bctd n.tib

ufeidtc& ufhrdtekb lhjbc itvltu bv 20-blfy 4 rdkfd lfbzbhtc& hf fhbc fk,f'j,f
bvbcf^ hjv vf' ijhbc 2 lfqlfcvekb bmyt,f~
144

4.19. [fhbc[bc cf[tkvobaj bycgtmnjhb fvjovt,c cfcehcf'j vfqfpbfib

hsbc ghjlemnt,c& wyj,bkbf^ hjv hsbc 20 gfrtnblfy jhb fv;fdt,ekbf& bycgtmnjhb
itv'[dtdb' bhxtdc ufcfcby]fl 2 gfrtnc 20-lfy& hjujhbf fk,f'j,f bvbcf^ hjv vf'
ijhbc%
(a) fhwth'b fh bmyt,f fv;fdt,ekb*
(b) v[jkjl th'b bmyt,f fv;fdt,ekb*
(c) jhbdt fv;fdt,ekb bmyt,f&

4.20. obyf fvjwfybc gbhj,t,ib lfvfnt,b' lfdeidf'^ hjv hsbc 90% obyf
lqbcff lf fv;fdt,ekb hsbc itvwdtkb bc 2 gfrtnbw obyf lqbcff& bycgtmnjhb bhxtdc
f[fk cnhfntubfc& vfc cehc ]th 'fhbqb itfvjovjc^ vtht rb 'b'j gfrtnb itfhxbjc
hjujhw sdtkb^ bct f[fkb gfrtnt,blfy& hf fhbc fk,f'j,f bvbcf^ hjv th' gfrtnib
vfbyw bmyt,f fv;fdt,ekb hst~

4.21. rjynhjkbjhb fvjovt,c 100-ltnfkbfy gfhnbfc^ hfw bvfib

ufvjb[fnt,f^ hjv itv'[dtdb' bhxtdc 10 ltnfkc lf vf' [fhbc[c flutyc& 'e .dtkf
ltnfkb rfhubf^ gfhnbf vbqt,ekfl b'dkt,f& 'e fhf^ vfiby gfhnbf bupfdyt,f
lfvfnt,b' itvjovt,fpt& hf fhbc fk,f'j,f bvbcf^ hjv 'e gfhnbf itbwfdc 10
fhfcnfylfhnek ltnfkc^ bub vbqt,ekb bmyt,f~

4.22. mfhbi[fkvf ufo.dbnf [e'b rv cbuhsbc ntktajybc cf/fthj [fpb&

hjujhb bmyt,f evfhnbdtcb vjltkb bv [ljvbkj,bc fk,f'j,bc lfcflutyfl^ hjv
ufo.dtnf vj[lf vtcfvt rbkjvtnhbfy vjyfrdt'pt& ufvj'dfkt' [ljvbkj,bc
fk,f'j,f fv vjltkbc afhukt,ib&

4.23. vjyfrdt'pt itv'[dtdb' fbhxtdf jhb othnbkb& tc othnbkt,b vjyfrdt'c

cfv vjyfrdt'fl .jac& bgjdt' fk,f'j,f bvbcf^ hjv vf'ufy itbskt,f cfvre'[tlbc
itlutyf&

4.24. jhb cbuyfkb vbvqt, vjo.j,bkt,fpt ∆ lhjbc vfysbkpt itv'[dtdb'

vjvtynt,ib vbbqt,f& vjo.j,bkj,f vf' ufyfhxtdc^ 'e bcbyb δ lhjb' vfbyw fhbfy
lfwbkt,ekb th'vfyt'c& bgjdt' fk,f'j,f bvbcf^ hjv jhbdt cbuyfkb vbqt,ekb
bmyt,f~

4.25. cfvij,bfhj cf[kib erfyfcrytk 24 cff'ib j'[b ,fdidb lfb,flf& d'mdf'^

xdty c[df byajhvfwbf fh ufudfxybf lf v[jkjl f[fkij,bk'f cmtcb udfbynthtct,c&
(a) xfvj'dfkt' .dtkf itcfskj tktvtynfhekb [ljvbkj,f lf vbfotht' vf'
itcf,fvbcb fk,f'j,t,b*
(b) ufvjcf[t' itvltub [ljvbkj,t,b tktvtynfhek [ljvbkj,f'f cfiefkt,b'%
A={ufxylf jhb df;b lf jhb mfkb},
B={df;t,b fh ufxylf},
C={th'b vfbyw df;bf}&
(c) xfvj'dfkt' tktvtynfhekb [ljvbkj,t,b^ hjvkt,bw [tkc eo.j,ty itvltu
[ljvbkj,t,c%
4 FK<F"J<F 145

AB, AC, BC, C , AC ;

(d) ufvj'dfkt' P{A|C}& e'fdct,flbf 'e fhf A lf C [ljvbkj,t,b~ lfvjerblt,tkbf
'e fhf A lf C [ljvbkj,t,b~
(e) ufvj'dfkt' P{B|C}& e'fdct,flbf 'e fhf B lf C [ljvbkj,t,b~ lfvjerblt,tkbf
'e fhf B lf C [ljvbkj,t,b~

4.26. d'mdf' tmcgthbvtynb j'[b ω 1 , ω 2 , ω 3 , ω 4 tktvtynfhekb [ljvbkj,b'

fqbotht,f^ hjvtk'f fk,f'j,t,bf 1/3, 1/3, 1/6 lf x* 'e A={ω 1 ,ω 3 }, B={ω 1 ,ω 4 } lf
C={ω 2 ,ω 3 },
(a) bgjdt' P(A) lf P(B)*
(b) bgjdt' P(A|B) lf P(B|C)*
(c) bgjdt' P(A∪B) lf P(A∪C)*
(d) e'fdct,flbf 'e fhf A lf B~ lfvjerblt,tkbf 'e fhf A lf B~

4.27. bgjdt' fk,f'j,f bvbcf^ hjv cfvb rfvf'kbc ufujht,bcfc th'-th'

vf'ufypt vfbyw vjdf tmdcbfyb^ 'e wyj,bkbf^ hjv cfvbdtpt c[dflfc[df hbw[db vjdblf&

4.28. cneltynvf 25 cfufvjwlj ,bkt'blfy 20 bwbc& ufvjvwltkb vbc'dbc 3

cfrb'[c fhxtdc& gbhj,b'b fk,f'j,bc wyt,bc ufvj.tyt,b' bgjdt' fk,f'j,f bvbcf^
hjv cneltynvf cfvbdt cfrb'[b bwbc& bubdt fk,f'j,f ufvj'dfkt' fk,f'j,bc
rkfcbrehb ufycfpqdhbc ufvj.tyt,b'&

4.29. fk,f'j,f bvbcf^ hjv othbkb vj'fdct,ekbf hdfe]hbfy .e'ib^ p-c

njkbf& fvfc'fy^ 'e othbkb .e'ibf^ bub 'fyf,fhb fk,f'j,b' yt,bcvbth e]hfib
itbskt,f fqvjxyltc& idblb e]hbc itvjovt,bc itltufl ufvjbhrdf^ hjv othbkb fv
e]ht,ib fh fhbc& bgjdt' fk,f'j,f bvbcf^ hjv othbkb vthdt e]hfibf&

4.30. fxdtyt'^ hjv yt,bcvbthb A lf B [ljvbkj,bcf'dbc^ 'e P(B)>0^ vfiby P(A)

vj'fdct,ekbf P(A|B) lf P(A| B ) gbhj,b' fk,f'j,t,c ijhbc^ fvfc'fy fy cfpqdht,b
th'vfyt'c tv'[dtdf^ fy enjkj,t,b vrfwhbf&

4.31. d'mdf'^ 10 rfwbfyb ]ueablfy itv'[dtdb' fcfhxtdbf 2 rfwb& 'e bv

]ueaib 'mdtyw ,hsfylt,b'^ hf bmyt,f fk,f'j,f bvbcf^ hjv fv jhb fhxtekblfy th'b
'mdty bmyt,b'~ (vb'b't,t,b% gbhdtkb upf – 'mdty fubhxtdty^ 'e ]th 'mdty fubhxbtc^
vtht rb c[df fy ]th c[df ffhxbtc^ vtht rb 'mdty* vtjht upf – ufvjb.tyt'
/bgthutjvtnhbekb ufyfobkt,f)&

4.32. bv .e'blfy^ hjvtkibw 3 't'hb lf 2 ifdb ,bh'dbf^ itv'[dtdb' fvjbqtc 2

,bh'db lf xfltc vtjht .e'ib^ hjvtkibw 4 't'hb lf 4 ifdb ,bh'db b.j& bgjdt'
fk,f'j,f bvbcf^ hjv fvbc itvltu vtjht .e'blfy itv'[dtdb' fvjqt,ekb ,bh'db
't'hbf&
146

4.33. d'mdf'^ cneltynvf 25 cfufvjwlj ,bkt'blfy v[jkjl 5 ,bkt'b bwbc&

hjlbc eahjf vjcfkjlytkb^ hjv vfc vjvpflt,ekb ,bkt'b it[dlt,f^ gbhdtk
yjvhfl 'e vtjht yjvhfl ufcdkbcfc~

4.34. xf'dkf nfhlt,f itvltub otcb'% lfcvekb th'b cfrb'[bc fhwjlybc

itv'[dtdfib cneltync lfvfnt,b' fsktdty rbltd th' cfrb'[c& hfc elhbc fk,f'j,f
bvbcf^ hjv cneltynb xf'dkfc dth vbbqt,c^ 'e xf'dkbcf'dbc ufyre'dybkb 10
cfrb'[blfy vfy bwbc 7 cfrb'[b~

4.35. yfrt'j,f frvf.jabkt,c cnfylfhnc 0.96 fk,f'j,b'& ufvfhnbdt,ekb

rjynhjkbc ghjwtlehf lflt,b' itltuc bsktdf 0.98 fk,f'j,b' cnfylfhnekb
yfrt'j,bcf'dbc^ [jkj 0.05 fk,f'j,b' bct'bdt itltuc fhfcnfylfhnekb
yfrt'j,bcf'dbc& bgjdt' fk,f'j,f bvbcf^ hjv yfrt'j,f^ hjvtkbw fv ghjwtlehfc
ofhvfnt,b' ufbdkbc^ cnfylfhnekbf~

4.36. nehbcnb upf'f .jdtk ufcf.fhpt 'fyf,fhb fk,f'j,b' bhxtdc upbc

ufuhstkt,fc (jqjyl erfy fh ,heylt,f)& bgjdt' fk,f'j,f bvbcf^ hjv bub A othnb-
kblfy vbdf B othnbkib^ 'e upf'f cmtvf itvltubf
A

H1 H2 H3

4.37. lffvnrbwt'^ hjv 'e A 1 ,...,A n [ljvbkj,t,b lfvjerblt,tkbf^ vfiby

vf'b ]fvbc fk,f'j,f ufvjb'dkt,f ajhvekb'% P(A 1 ∪⋅⋅⋅∪A n )=1– (1–P(A 1 ))⋅⋅⋅(1–
P(A n ))&

4.38. rfdibhuf,vekj,bc [fpb' uflfbwtvf wbahekb ntmcnb& uflfcfwtvb

byajhvfwbbc [fcbf'bcf lf bv tybc 'dbct,t,bc ufvj^ hjvkbc rjlbht,b'fw vbbqt,f
uflfcfwtvb ntmcnb^ wbaht,bc ufvjxtybc fk,f'j,t,b ufyc[dfdlt,f& bcbyb vjwtvekbf
itvltu w[hbkib^ hjvtkbw itbwfdc uflfwtvbcfc wbaht,bc lfvf[by]t,bc
fk,f'j,fcfw&

wbahb 0 1 2 3 4 5 6 7 8 9
ufvjxtybc fk,f'j,f 0.10 0.08 0.12 0.06 0.14 0.10 0.09 0.10 0.11 0.10
lfvf[by]t,bc fk,f'j,f 0.01 0.03 0.03 0.02 0.02 0.06 0.03 0.04 0.03 0.01

bgjdt' [e'b uflfwtvekb wbahbc lfevf[by]t,kfl vbqt,bc fk,f'j,f^ 'e wbaht,b

th'vfyt'bcfufy lfvjerblt,kfl uflfbwtvf&
4 FK<F"J<F 147

4.39. cfvvf ptbyrfkvf lffvpflf f[fkb ghjlemwbbc th'b lf bubdt hfjltyj,f&

fv ghjlemwbbc vfqfkb [fhbc[bc vbqotdbcf'dbc ufvjb.j ghtvbf 560 kfhb&
uffyfobkt' tc ghtvbf ptbyrkt,c ijhbc^ 'e fk,f'j,f bvbcf^ hjv ptbyrkt,b vfqfkb
[fhbc[bc ghjlemwbfc lffvpflt,ty^ itcf,fvbcfl fhbc 0.9, 0.94 lf 0.96&

4.40. cfvb [fhfnb fvpflt,lf th'b lf bubdt lfcf[tkt,bc th'b lf bubdt

hfjltyj,bc ltnfkt,c& lfvpflt,ekb ltnfkt,blfy pjubth'b ltatmnbfyb fqvjxylf^
hbc ufvjw [fhfnt,vf eylf uflfb[fljy 105 kfhb ]fhbvf& uffyfobkt' ]fhbvf
[fhfnt,c ijhbc^ 'e wyj,bkbf^ hjv fv [fhfnt,bc vbth ltatmnbfyb ltnfkt,bc
lfvpflt,bc fk,f'j,t,bf itcf,fvbcfl 0.01, 0.02 lf 0.03&

4.41. d'mdf' jhb gbhb A lf B 'fvfij,c e.fbvj 'fvfic lf bcbyb 'fyf,fhb

sfkbcf fhbfy& hf eahj vjcfkjlytkbf^ hjv A vjeut,c B-c 4-blfy 3 gfhnbfc^ 'e 8-
blfy 5 gfhnbfc~

4.42. cfghbpj ajylbc vjcfut,fl jhb A lf B gbhb 'fvfij,c 'fvfic^ hjvtkbw

uhstklt,f 3 vjut,fvlt& th' gfhnbfib A-c vjut,bc fk,f'j,ff p^ [jkj B-c vjut,bcf
rb – q = 1–p& d'mdf' 'fvfib ito.-lf^ hjltcfw A-c vjut,ekb /mjylf 2^ [jkj B-c rb –
1 gfhnbf& hjujh eylf ufyfobkltc cfghbpj ajylb~ (vb'b't,f% ufvjb.tyt' A-cf lf B-
c vjut,bc fk,f'j,t,b 'fvfibc ufuhstkt,bc itv'[dtdfib jhb lfvfnt,b'b gfhnbb'*
fct'b nbgbc fvjwfyf gbhdtkfl uflfo.dbntc gfcrfkvf lf athvfv XVII cfereytib)&

4.43. jhb vj'fvfiblfy th'b cfv vjytnfc fult,c^ vtjht jhc& vjut,ekb bcff^
dbcfw vtn]th vjedf uth,b& hjujhbf 'b'jtekb vf'ufybc vjut,bc fk,f'j,f~

4.44. hfvlty]th eylf ufdbvtjhj' lfvjerblt,tkb wlt,b bvbcf'dbc hjv

fhfyfrkt, r fk,f'j,b' itudtskjc dfvnrbwj'^ hjv th'[tk vfbyw vj[lt,f
ofhvfnt,f^ hjvkbc fk,f'j,f .jdtk wfkrtek wlfib fhbc p~
itybidyf% th'b rfvf'kbc 4-]th ufujht,bcfc 6-bc th'[tk vfbyw vjcdkbc fk,f'j,f
1–(5/6)4>1/2& itdfkbt lt vtht^ hjvtkbw gfcrfkbcf lf athvfc 'fyfvtlhjdt b.j (XVII c&)^
abmhj,lf^ hjv jh rfvf'tkpt o.dbkb tmdcbfybc th'[tk vfbyw ufvjxtybc fk,f'j,bcf'dbc
bubdt enjkj,f 24 ufujht,fc eylf epheydtk.j^ dbyfblfy vbcb fphb' fk,f'j,bc 6-]th
itvwbht,fc 6-]th vtnb wlf eylf lfczbhdt,jlf& vfuhfv 1–(35/36)24>1/2 enjkj,f cojhb fhff&
cfzbhjf 25 ufujht,f& fvfib vlujvfhtj,c t&o& itdfkbt lt vthtc gfhfljmcb^ hjvtkbw
gfcrfkvf lf athvfv uflfo.dbntc&

4.45. dfikbc gfhnbt,bc [fhbc[bc bycgtmnjhb vbcfqt,fl 'dkbc @welb#

gfhnbt,bc v[jkjl 10%-c lf boeyt,c @rfhub# gfhnbt,bc 5%-c& cfpjufljl^
ufvjupfdybkb gfhnbt,bc 90% @rfhubf#&
(a) ufycfpqdht' fk,f'j,f bvbcf^ hjv%
1& vbbqt,f @welb# gfhnbf*
2& lfoeyt,ekbf @rfhub# gfhnbf&
(b) ffut' fk,f'j,f'f w[hbkb^ th'b v[hbd @rfhub# lf @welb# gfhnbt,bc^ [jkj
vtjht v[hbd bycgtmnjhbc vbth vbqt,bc fy lfoeyt,bc vb[tldb'&
148

(c) ufycfpqdht' fk,f'j,f bvbcf^ hjv bycgtmnjhb vwlfh uflfo.dtnbkt,fc vbbqt,c

itv'[dtdb' ithxtekb gfhnbbc itvjovt,bcfc&

4.46. obyf fvjwfyfib ffut' ltylhjuhfvf& gbhdtk yf,b]pt b.jc gfhnbbc

[fhbc[b^ vtjhtpt – bycgtmnjhbc mvtlt,f& ufycfpqdht' .jdtkb wfkrtekb ,bkbrbc
fk,f'j,f&

4.47. .e'ib 6 't'hb^ 4 ifdb lf 5 ob'tkb ,bh'dbf& bgjdt' fk,f'j,f bvbcf^ hjv
.e'blfy 3 ,bh'dbc hbu-hbuj,b' fvjqt,bcfc udtmyt,f ,bh'dt,bc vbvltdhj,f
@ob'tkb^ ifdb^ 't'hb#^ 'e ,bh'dt,bc fvjqt,f [lt,f%
(a) lf,heyt,b'*
(b) lf,heyt,bc ufhtit&
ufvjb.tyt' ltylhjuhfvt,bc vt'jlb&

4.48. ehyfib 4 't'hb lf 3 ifdb ,bh'dbf& ehyblfy hbu-hbuj,b' bqt,ty

,bh'dt,c vfyfv^ cfyfv fh fvjdf 't'hb ,bh'db& bgjdt' fk,f'j,f bvbcf^ hjv%
(a) 't'hb ,bh'db fvjdf gbhdtk yf,b]pt*
(b) 't'hb ,bh'db fvjdf vtjht yf,b]pt*
(c) 't'hb ,bh'db fvjdf vtcfvt yf,b]pt*
(d) 't'hb ,bh'db fvjdf vtj'[t yf,b]pt*
lf[fpt' itcf,fvbcb ltylhjuhfvf& hfc elhbc vbqt,ek fk,f'j,f'f ]fvb~

4.49. hjujh ufvjb'dkblb' fyfkjubeh fk,f'j,t,c^ hjv obyf fvjwfyfib

,bh'dt,b .jdtk fvjqt,fpt erfy ,heylt,jltc~
lf[fpt' itcf,fvbcb ltylhjuhfvf lf itflfht' obyf fvjwfybc ltylhjuhfvfc&
5

ITV"{DTDB"B CBLBLTT<B LF VF"B UFYFOBKT<F

wdkfl cblbltc^ hjvkbc vybidytkj,t,b lfvjrblt,ekbf itv'[dtdb'b

tmcgthbvtynbc fy vjdktybc itltupt^ tojlt,f itv'[dtdb'b cblblt& itv'[dtdb'
cblblt'f vfufkb't,c ofhvjflutyty% hfbvt abpbrehb cblblbc uf[jvdbc itltut,b^
vjytnbc hjvtkbvt v[hbc^ d'mdf'^ uth,bc ufvjxtyf'f hfjltyj,f vjytnbc
ufyvtjht,b'b fult,bcfc^ c[dflfc[df lqtc ufhrdtek cfmjytkpt vj'[jdyf'f
hfjltyj,f vfqfpbfib^ ,hjeybc yfobkfrbc vlujvfhtj,f^ hjvtkcfw dfrdbhlt,b'
vbrhjcrjgib lhjbc c[dflfc[df vjvtynib lf c[df&

§ 1. ITV"{DTDB"B CBLBLBC AJHVFKEHB UFYCFPQDHF&

UFYFOBKT<BC AEYMWBF

'e udfmdc tktvtynfhek [ljvbkj,f'f lbcrhtnekb Ω cbdhwt^ vfiby X

itv'[dtdb'b cblblbc mdti buekbc[vt,f Ω-pt ufycfpqdhekb
X=X(ω), ω∈Ω,
hbw[db'b aeymwbf& dbyfblfy X-bc vybidytkj,f'f cbvhfdkt^ bctdt hjujhw 'db' Ω^
cfchekb fy 'dkflbf^ fvbnjv X-bc hfbvt B cbvhfdktib vj[dtlhbc fk,f'j,f
ufybcfpqdht,f tktvtynfhek [ljvbkj,f'f fk,f'j,t,bc cfchekb ]fvbc fy
vorhbdbc ]fvbc cf[b'%
P X (B) = P{ω: X(ω)∈Β} = ∑ p i ,
i: X ( ωi ) ∈ B

cflfw p i =P({ω i }), i=1,2,..., fye X itv'[dtdb'b cblblbc B cbvhfdktib (rthsjl^ [a,b]
bynthdfkib) vj[dtlhbc fk,f'j,f bv tktvtynfhek [ljvbkj,f'f fk,f'j,t,bc
]fvbc njkbf^ hjvkt,bw X(ω) aeymwbbc cfiefkt,b' B cbvhfdktib uflfbcf[t,bfy&
d'mdf'^ X itv'[dtdb' cblbltc iteskbf vbbqjc v[jkjl x 1 -bc^ x 2 -bc^ &&& ^ fy
x n -bc njkb vybidytkj,t,b& vfiby P X (B) fk,f'j,f cfdct,b' ufybcfpqdht,f
P X (x j ) = P{ω: X(ω)=x j } = ∑ pi , j=1,2,...,n,
ϖ i : X (ϖ i ) = x j

fk,f'j,t,bc cfiefkt,b'%
P X (B) = ∑ PX ( x j ) . (5.1)
x j ∈B

P X (x 1 ), P X (x 2 ), … ,P X (x n ) hbw[d'f th'j,kbj,fc X itv'[dtdb'b cblblbc

ufyfobkt,bc rfyjyc eojlt,ty& cfdct,b' fyfkjubehb bmyt,f bc itv'[dtdfw^ hjwf X-
bc vybidytkj,f'f cbvhfdkt 'dkflbf&
150

vfufkbsb 5.1. d'mdf'^ tmcgthbvtynb vlujvfhtj,c jhb vjytnbc fult,fib&

vfiby tmcgthbvtynbc itcfskj itltut,bf
ω 1 =(u u), ω 2 =(u c), ω 3 =(c u), ω 4 =(c c),
cflfw @u# ybiyfdc uth,bc vjcdkfc^ [jkj @c# cfafcehbc ufvjxtyfc itcf,fvbc
flubkt,pt& 'e f[kf X fhbc uth,t,bc hfjltyj,f jhb vjytnbc fult,bcfc^ vfiby
X(ω 1 )=2, X(ω 2 )=X(ω 3 )=1, X(ω 4 )=0&
'e .dtkf tktvtynfhekb [ljvbkj,f njkb fk,f'j,bcff^ vfiby
P{X=2}=P({ω 1 })=1/4,
P{X=1}=P({ω 2 ,ω 3 })=P({ω 2 })+P({ω 3 })=1/2,
P{X=0}= P({ω 4 })=1/4&
X itv'[dtdb' cblbltc eojlt,ty ,byjvehc^ 'e bc bqt,c 0,1,…,n
vybidytkj,t,c itcf,fvbcfl
PX (k ) = C nk p k (1 − p ) n − k , k=0,1,…,n,
fk,f'j,t,b'&
5.1 vfufkb'ib ufy[bkekb itv'[dtdb'b cblblt ofhvjflutyc ,byjveh
itv'[dtdb' cblbltc (n=2, p=1/2).
hjujhw d[tlfd'^ 5.1 vfufkb'bcfufy ufyc[dfdt,b' ,byjvehb itv'[dtdb'
cblblbc ufycfpqdhbcfc xdty fh lfudbpecnt,bf fhw Ω cbdhwbc cnhemnehf^ fhw
X(ω) aeymwbf lf v[jkjl bcff vjwtvekb^ 'e hf fk,f'j,b' bqt,c itv'[dtdb'b
cblblt fvf 'e bv vybidytkj,fc& fk,f'j,bc 'tjhbbcf lf vf'tvfnbrehb cnfnbcnbrbc
vhfdfkb fvjwfybcf'dbc vybidytkjdfybf fhf fk,f'j,f'f ufyfobkt,f cf,fpbcj
fk,f'eh cbdhwtpt^ fhfvtl ufyfobkt,f itv'[dtdb' cblblt'f vybidytkj,f'f
cbdhwtpt^ hjvtkbw vjwtvek itv'[dtdfib ufybcfpqdht,f ufyfobkt,bc rfyjyb'&
itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbbc mdtvj' vj.dfybkb wyt,f udfs-
ktdc lbcrhtnek Ω-pt ufycfpqdhek itv'[dtdb' cblblt'f fk,f'ehb cnhemnehbc
v[jkjl trdbdfktyneh fqothfc^ vfuhfv vj[th[t,ekbf eahj h'ekb ,eyt,bc
fk,f'eh cbdhwtpt ufycfpqdhekb itv'[dtdb'b cblbltt,bc fk,f'ehb .jafmwtdbc
itcfcofdkfl^ hbc'dbcfw P X (x)=P{X(ω)=x}fk,f'j,t,bc vjwtvf fqfh fhbc cfrvfhbcb&
d'mdf'^ x yfvldbkb hbw[dbf lf X fhbc itv'[dtdb'b cblblt^ ufycfpqdhekb
tktvtynfhek [ljvbkj,f'f lbcrhtnek cbdhwtpt& yfvldbkb wdkflbc
F X (x) = P{ω: X(ω)≤x} (5.2)
aeymwbfc tojlt,f X itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbf&
hjujhw (5.1)-blfy xfyc^ ufyfobkt,bc aeymwbf cfdct,b' ufybcfpqdht,f X-bc
ufyfobkt,bc rfyjyb'%
F X (x) = ∑ PX ( xi ) (5.3)
i: xi ≤ x
5 ITV"{DTDB"B CBLBLTT<B LF VF"B UFYFOBKT<F 151

lf gbhbmb'^ ufyfobkt,bc aeymwbf wfkcf[fl ufycfpqdhfdc X-bc ufyfobkt,bc rfyjyc

(b[& mdtvj' (5.10) 'fyfafhlj,f)&
cfpjufljl (yt,bcvbthb Ω-c itv'[dtdfib) itv'[dtdb'b cblblt deojlj'
tktvtynfhek [ljvbkj,f'f vjwtvek hbw[db' aeymwbfc^ hjvkbc'dbcfw
ufycfpqdhekbf {ω: X(ω)≤x} [ljvbkj,bc fk,f'j,f .jdtkb x yfvldbkb
hbw[dbcf'dbc&1 F X (x)=P{ω: X(ω)≤x} aeymwbfc (5.2)-bc fyfkjubehfl deojlt,' X
itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbfc& vfc pju]th X itv'[dtdb'b cblblbc
ufyfobkt,bc rfyjycfw eojlt,ty lf cbvjrkbcf'dbc fqybiyfdty L (X)-b'& cbyfvldb-
ktib X-bc ufyfobkt,bc rfyjyb fye ufyfobkt,f eahj afh'j wyt,ff^ dblht
ufyfobkt,bc aeymwbf^ lf bub wfkcf[fl ufybcfpqdht,f ufyfobkt,bc aeymwbb'& fv
vbptpbc ufvj xdty 'fdbceakfl db[vfh' L (X) fqybidyfc X-bc ufyfobkt,bcf'dbc
dbuekbc[vt,' hf^ vfufkb'fl^ hjv xfyfothb L (X)=F^ cflfw F=F(x) yfvldbk qthspt
ufycfpqdhekb aeymwbff^ ybiyfdc^ hjv F X (x)=F(x).
yt,bcvbthb X itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbfc fmdc itvltub
'dbct,t,b
1) vjyjnjyehj,bc 'dbct,f% 'e x 1 <x 2 ^ vfiby F X (x 1 )≤F X (x 2 );
2) F X (−∞)= lim F X (x)=0 lf F X (∞)= lim F X (x)=1;
x→−∞ x→∞

3) vfh]dyblfy eo.dtnj,bc 'dbct,f% lim F X (y)=F X (x) .jdtkb x-bcf'dbc^ fye

y↓ x

yt,bcvbthb (y n , n≥1) vbvltdhj,bcf'dbc^ hjvkbc'dbcfw y n ≥x, n≥1, lf

lim y n =x, cheklt,f lim F X (y n )=F X (x) njkj,f&
n →∞ n→∞

bvbc ufvj^ hjv {ω : X(ω)≤x 2 }={ω : X(ω)≤x 1 }+{ω : x 1 <X(ω)≤x}^ udfmdc X

itv'[dtdb'b cblblbc (x 1 , x 2 ] bynthdfkib vj[dtlhbc fk,f'j,bc itvltub
ofhvjlutyf%
F X (x 2 ) – F X (x 1 ) = P{x 1 < X ≤ x 2 }, (5.4)
cfblfyfw^ hflufy fk,f'j,f fhfefh.jab'bf^ dqt,ekj,' 1) 'dbct,fc& 'dbct,f 2)
bynebwbehfl ufcfut,bf^ hflufy buekbc[vt,f^ hjv itv'[dtdb'b cblblt .jdtk'dbc
bqt,c cfchek vybidytkj,t,c^ 'evwf vbcb lfvnrbwt,f^ bctdt hjujhw 3) 'dbct,bc
lfvnrbwt,f^ t.hlyj,f fk,f'ehb pjvbc eo.dtnj,bc 'dbct,fc (hjvtkbw σ-
flbwbehj,bc trdbdfktynehbf) lf xdty vfc fm fh vjdb.dfy'& 2

1
fvhbufl^ pjuflb (Ω, A ,P) fk,f'ehb cbdhwbc itv'[dtdfib buekbc[vt,f^ hjv hjujhbw fh
eylf b.jc x yfvldbkb hbw[db^ Ω-pt vjwtvekb X(ω) yfvldbkb aeymwbbcf'dbc {ω: X(ω)<x}
[ljvbkj,f itlbc A cbuvf-fkut,hfib (fk,f'j,f [jv v[jkjl A -ptf ufycfpqdhekb)* fct'
aeymwbt,c pjvfl aeymwbt,c eojlt,ty&
2
'e yfvldbkb wdkflbc hfbvt F(x) aeymwbf frvf.jabkt,c 1) – 3) 'dbct,t,c^ vfiby fhct,j,c
bct'b X itv'[dtdb'b cblblt^ hjv FX(x)=F(x)&
152

ptvj' ufycfpqdhekb ,byjvehb itv'[dtdb'b cblblt ofhvjflutyc lbcrht-

nekb itv'[dtdb'b cblblbc vfufkb'c& cfpjufljl^ lbcrhtnekb itv'[dtdb'b cblb-
lt tojlt,f itv'[dtdb' cblbltc^ hjvkbc vybidytkj,f'f cbvhfdkt cfchekb fy
'dkflbf (fye ecfchekjf^ vfuhfv itcfskt,tkbf vybidytkj,f'f uflfyjvhdf)& w[f-
lbf^ hjv fct'b itv'[dtdb'b cblblt itcfskjf tktvtynfhek [ljvbkj,f fhf'dkfl
cbdhwtptw b.jc ufycfpqdhekb&
lbcrhtnekbc ufhlf xdty ufydb[bkfd' bct' itv'[dtdb' cblbltt,cfw^
hjvtk'f itcfskj vybidytkj,f'f cbvhfdkt fdct,c v'tk ohatc^ yf[tdfhohatc fy
hfbvt cfchek bynthdfkc&

§ 2. LBCRHTNEKB LF EO>DTNB ITV"{DTDB"B CBLBLTT<B

LBCRHTNEKB ITV"{DTDB"B CBLBLTT<B& d'mdf'^ X lbcrhtnekb

itv'[dtdb'b cblbltf (vybidytkj,f'f cfchekb cbvhfdkb') lf vjwtvekbf itvltub
cf[bc w[hbkb

x1 x2 ... xr
X (5.5)
f1 f2 ... fr

cflfw gbhdtk cnhbmjyib xfvj'dkbkbf X cblblbc .dtkf itcfskj vybidytkj,f

x 1 ,x 2 ,...,x r ^ [jkj vtjhtib – fv cblblbc vbth .jdtkb itcfskj x k vybidytkj,bc
vbqt,bc fk,f'j,t,b
fk=P{X=xk}, fk>0, k=1,2,..,r, lf f1+f2+⋅⋅⋅+fr=1&
(5.5) cf[bc w[hbkc lbcrhtnekb nbgbc itv'[ddb'b cblblbc ufyfobkt,bc rfyjyc fy
e,hfkjl ufyfobkt,fc eojlt,ty& (5.5)-ib buekbc[vt,f^ hjv x 1 <x 2 <⋅⋅⋅<x r &
fyfkjubehfl ufybcfpqdht,f bct'b itv'[dtdb'b cblblbc ufyfobkt,bc
rfyjybw^ hjvkbc itcfskj vybidytkj,f'f cbvhfdkt 'dkflbf%

x1 x2 &&& xr &&&
X (5.6)
f1 f2 &&& fr &&&

cflfw fk=P{X=xk}>0, k=1,2,...,r,... lf f1+f2+⋅⋅⋅+fr+⋅⋅⋅=1; xi ≠ xk, 'e i≠k. eahj vtnbw^

xdtyb ufy[bkdbc afhukt,ib cfdct,b' cfrvfhbcbf dbuekbc[vj'^ hjv (5.6) ib
x 1 <x 2 <⋅⋅⋅<x r <⋅⋅⋅ &
itv'[dtdb'b cblblbc ufyfobkt,bc rfyjybc wjlyf cfiefkt,fc udfsktdc
dbgjdj' itv'[dtdb' cblbltc'fy lfrfdibht,ekb yt,bcvbthb [ljvbkj,bc fk,f'j,f&
vfufkb'fl^ hflufy [ljvbkj,f {a<X≤b}=  { X = x k } lf {X = x k }, k = 1,2,..., [lj-
a < xk ≤ b
vbkj,t,b o.dbk-o.dbkfl e'fdct,flbf^ udtmyt,f
5 ITV"{DTDB"B CBLBLTT<B LF VF"B UFYFOBKT<F 153

P{a < X ≤ b}= ∑ P ( X = xk ) = ∑ fk , (5.7)

a < xk ≤ b k : a < xk ≤ b

cflfw –∞ ≤ a ≤ b ≤ +∞.
[ibhfl vj[th[t,ekbf ufyfobkt,bc rfyjybc uhfabrekb ofhvjlutyf*
fvbcf'dbc itv'[dtdb'b cblblbc itcfskj vybidytkj,t,c uflfpjvfdty f,cwbcf'f
qthspt lf fv othnbkt,ib fqvfh'fdty itcf,fvbcb fk,f'j,t,bc njkb cbuhsbc
vfh'j,t,c%
f
fn-1
fn

f2

f3
f1

x1 x2 0 x3 xn-1 xn x

yf[& 5.1

vfufkbsb 5.2. X lbcrhtnekb itv'[dtdb'b cblblbc ufyfobkt,bc rfyjybf

–1 0 1 2 3
X (5.8)
0.1 0.15 0.3 0.25 0.2

dbgjdj' fk,f'j,f^ bvbcf hjv% 1) X ≤ 0; 2) X ≤ 3; 3) 0 < X ≤ 3.

fvj[cyf. (5.7)-bcf lf (5.8)-bc 'fyf[vfl
P{X≤0}=P{X=–1}+P{X=0}=0.1+0.15=0.25;
P{X≤2}=P{X=–1}+P{X=0}+P{X=1}+P{X=2}=1–P{X=3}= 0.8;
P{0<X≤2}=P{X=1}+P{X=2}=P{X≤2}–P{X≤0}=0.55.
fvhbufl^ cfvbdt itv'[dtdfib^ cfsbt,tk [ljvbkj,f'f fk,f'j,t,bc ufvj'dkf
[lt,f {X ≤ x} cf[bc [ljvbkj,f'f fk,f'j,t,bc vtidtj,b'& itdybiyj'^ hjv (5.4)
'fyfafhlj,bc sfkb' tc afmnb cfvfh'kbfybf fhf v[jkjl fv rjyrhtnekb
vfufkb'bcf'dbc^ fhfvtl pjuflflfw&
dyf[j'^ hjujhb cf[t tmyt,f lbcrhtnekb itv'[dtdb'b cblblbc ufyfobkt,bc
aeymwbfc^ hjltcfw X itv'[dtdb'b cblblt bqt,c x 1 <x 2 <⋅⋅⋅<x r vybidytkj,t,c^
itcf,fvbcfl p 1 ,p 2 ,..., p r fk,f'j,t,b'& ufyfobkt,bc aeymwbbc ufycfpqdhbc 'fyf[vfl
(5.3) njkj,blfy
k
F X (x k ) = P{X ≤ xk}= f 1 + f 2 + ⋅⋅⋅ + f k = ∑ f i (5.9)
i =1
lf F X (x) = P{X ≤ x}= F (x k ) .jdtkb x-bcf'dbc [x k , x k+1 ) bynthdfkblfy& fvhbufl^ F X (x)
ofhvjflutyc fhfrkt,fl aeymwbfc lf bc fct xfbotht,f%
154

 0, hjwf x < x1 ,
 f , hjwf x1 ≤ x < x 2 ,
 1
 f1 + f 2 , hjwf x 2 ≤ x < x3 ,

FX ( x ) =    
 ∑f ,
k
hjwf x k ≤ x < x k +1 ,
 i =1 i
   .

 1, hjwf xr ≤ x

[jkj fv aeymwbbc uhfabrc fmdc itvltub cf[t:

F(x)

f1+f2+...+fr=1

f1+f2

f1

. . .
x1 x2 x3 xr x
yf[& 5.2.

'e fyfkjubehfl ufydb[bkfd' vybidytkj,f'f 'dkflb hfjltyj,bc vmjyt

itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbfc^ lfdhoveylt,b'^ hjv yt,bcvbthb
lbcrhtnekb itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbf fhfrkt,flb^ e,fy-e,fy
velvbdb^ vfh]dyblfy eo.dtnb aeymwbff& fvfc'fy F(x)-bc o.dtnbc othnbkt,bf x k ,
k=1,2,..., lf yf[njvbc cblblt x k othnbkib f k =P{X=x k } fk,f'j,bc njkbf&
(5.9)-blfy w[flbf^ hjv flubkb fmdc njkj,fc%
f k = F X (x k ) – F X (x k–1 ), (5.10)
buekbc[vt,f^ hjv F X (x 0 )=0&
'e vjwtvekbf X lbcrhtnekb itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbf
F X (x)^ vfiby fldbkbf vbcb ufyfobkt,bc rfyjybc fqlutyf% F X (x) ufyfobkt,bc aeymwbbc
o.dtnbc othnbkt,b ofhvjflutyty X itv'[dtdb'b cblblbc itcfskj vybidytkj,t,c^
[jkj itcf,fvbcb fk,f'j,t,b ufvjb'dkt,f (5.10) ajhvekb'&
vfufkbsb 5.3. fqdflubyj' X-bc ufyfobkt,bc rfyjyb^ 'e
f) X itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbbc uhfabrb vjwtvekbf yf[&
5.3-pt
5 ITV"{DTDB"B CBLBLTT<B LF VF"B UFYFOBKT<F 155

FX(x)

0.55
0.45

0.15

–1.2 –0.3 2.0 3.8 x

yf[& 5.3.

,) lbcrhtnekb itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbff

 0, hjwf x < −3,

0.15, hjwf − 3 ≤ x < 0.5,

0.45, hjwf 0.5 ≤ x < 2 ,
FX ( x) = 
0.65, hjwf 2≤ x<5 ,
 0.8, hjwf 5≤ x<7 ,

 1, hjwf 7≤x .

fvj[cyf& ptvj' fqybiyekb 'dbct,t,bc ufvj fldbkb cfxdtyt,tkbf^ hjv ufyf-

obkt,bc rfyjyc fmdc itvltub cf[t:

f)
–1.2 –0.3 2 3.8
X
0.15 0.3 0.1 0.45

,)
–3 0.5 2 5 7
X
0.15 0.3 0.2 0.15 0.2

EO>DTNB ITV"{DTDB"B CBLBLTT<B& 'e X itv'[dtdb'b cblblbc vybidyt-

kj,f'f cbvhfdkt fdct,c hfbvt cfchek fy ecfchekj bynthdfkc^ vbcb ufyfobkt,bc
rfyjybc vjwtvf w[hbkbc vtidtj,b' iteskt,tkb [lt,f& fct'b itv'[dtdb'b cblblt
vfiby xylt,f^ hjwf tktvtynfhek [ljvbkj,f'f cbdhwt (fye itv'[dtdb'b
tmcgthbvtynbc itltu'f cbvhfdkt) eahj h'ekb ,eyt,bcff^ dblht cfchekb fy
'dkflb cbvhfdkt& cfpjufljl^ fct'b itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbf
156

F X (x) = P {X ≤ x} (5.11)
(5.9) cf[b' fqfh xfbotht,f&
itvjdbafhukj' t&o& eo.dtnb itv'[dtdb'b cblbltt,bc ufy[bkdb'&
dbn.db'^ hjv X fhbc eo.dtnb itv'[dtdb'b cblblt^ 'e fhct,j,c v'tk
qthspt ufycfpqdhekb bct'b fhfefh.jab'b f(x) aeymwbf^ hjv
x
FX ( x) = ∫ f X ( y )dy . (5.12)
−∞
f X (x) aeymwbfc X itv'[dtdb'b cblblbc ufyfobkt,bc cbvrdhbdt fye fk,f'j-
,bc cbvrdhbdt tojlt,f (mdtvj' xdty lfdbyf[fd'^ hjv fct'b cf[tkb ,eyt,hbdbf)&
xdty duekbc[vj,'^ hjv f(x) aeymwbf eodtnbf v'tk qthspt ufhlf^ itcfskt-
,tkbf^ othnbkt,bc cfchekb hfjltyj,bcf& fk,f'j,bc 'tjhbfib bv ufyfobkt,bc
aeymwbfc^ hjvtkcfw cbvrdhbdt uffxybf^ f,cjkenehfl eodtnc eojlt,ty& fvhbufl
nthvbyc @eo.dtnb itv'[dtdb'b cblblt#^ hjvtkcfw cbvjrkbcf'dbc db[vfh'^ ittcf-
,fvt,f fk,f'j,bc 'tjhbbc pecnb nthvbyb @f,cjkenehfl eo.dtnb ufyfobkt,bc
vmjyt itv'[dtdb'b cblblt#&
rthsjl^ 'e a lf b cfchekb hbw[dt,bf^ (5.12)-blfy udtmyt,f
b
P{a≤X≤b}=P{a≤X<b}=P{a<X≤b}=P{a<X<b}= ∫ f X ( x)dx ≡ F (b) – F (a). (5.13)
a
erfyfcrytkb njkj,f [fpc ecdfvc bv ufhtvjt,fc^ hjv yt,bcvbthb x-bcf'dbc
P{X=x}=0. fvhbufl^ fk,f'j,f bvbcf^ hjv X itv'[dtdb'b cblblt vj'fdclt,f hfbvt
bynthdfkib cbvrdhbdbc aeymwbbc uhfabrcf lf Ox qthsc ijhbc vj'fdct,ekb bv
abuehbc S(a,b) afh'j,bc njkbf^ hjvtkbw x=a lf x=b othnbkt,ib fqvfh'ek
vfh'j,t,c ijhbcff vjmwtekb (b[&yf[& 5.4)&

P{a≤X≤b}=S(a,b)
yf[& 5.4

itdflfhj' (5.6) lf (5.9) ajhvekt,b^ hjvtk'fw flubkb fmdc lbcrhtnekb

itv'[dtdb'b cblblbcf'dbc^ itcf,fvbcfl (5.13) lf (5.12) ajhvekt,c& fldbkb itcfv-
xytdbf fv ajhvekt,bc vcufdct,f^ ufyc[dfdt,f rb bvfib vlujvfhtj,c^ hjv itrht,bc
jgthfwbf itbwdfkf cbvrdhbdblfy byntuhfkbc fqt,bc jgthfwbb'^ hfw^ hjujhw
dbwb'^ itrht,bc jgthfwbbc eodtnb fyfkjubf&
5 ITV"{DTDB"B CBLBLTT<B LF VF"B UFYFOBKT<F 157

lbcrhtnekb itv'[dtdb'b cblblbcfufy ufyc[dfdt,b'^ hjujhw tc byntu-

hfkbc 'dbct,t,blfy ufvjvlbyfhtj,c^ (5.12)-b' ufycfpqdhekb F X (x) aeymwbf eo.dt-
nbf v'tk qthspt^ [jkj bv othnbkt,ib^ cflfw f X (x) cbvrdhbdt eo.dtnbf^ ufyfob-
kt,bc aeymwbbc ofhvjt,ekb cbvrdhbdbc njkbf%
F X '(x) = f X (x). (5.14)
ofhvjt,ekbc ufycfpqdhbcf lf (5.4) njkj,bc 'fyf[vfl^ (5.13)-bc uf'dfkbcobyt,b'^
fv othnbkt,ib
F ( x + ∆x) − FX ( x) P ( x ≤ X ≤ x + ∆x)
f X (x)= FX ' ( x) = lim X = lim ^ (5.15)
∆x →0 ∆x ∆x →0 ∆x
hfw udbxdtyt,c^ hjv f X (x) .jabkf [x,x+∆x] bynthdfkbc cbuhsbc th'tekpt vjcekb
fk,f'j,bc^ fye fv bynthdfkpt fk,f'j,bc cfiefkj cbvrdhbdbc pqdfhb^ hjwf
bynthdfkbc ∆x cbuhst yekbcfrty vbbcohfabc& cojhtl tc vc]tkj,f fcf,e't,c^ hjv
f X (x) aeymwbbc cf[tkojlt,f @fk,f'j,bc cbvrdhbdt# ,eyt,hbdbf& ufhlf fvbcf (5.15)
ecfchekjl vwbht ∆x-bcf'dbc udfsktdc vbf[kjt,b' njkj,fc
P{x≤X≤x+∆x} ≈ f X (x)∆x (5.16)
(hjvtkbw cfvfh'kbfybf ∆x -pt vfqfkb hbubc ecfchekj vwbht cblblbc cbpecnb')&
vfufkbsb 5.4. vjwtvekbf aeymwbf

 0, hjwf x < 0,
 2
f ( x) = ax , hjwf 0 ≥ x < 3,
 0, hjwf x ≥ 3.

f) ufycfpqdht' a gfhfvtnhbc bc vybidytkj,f^ hjvkbc'dbcfw f(x) ufyfobkt,bc
cbvrdhbdtf* ,) bgjdt' itcf,fvbcb F X (x) ufyfobkt,bc aeymwbf*
u) bgjdt' fk,f'j,f bvbcf^ hjv F X (x) ufyfobkt,bc aeymwbbc vmjyt itv'[dtdb'b
cblblt vj[dlt,f (0, 4] iefktlib&
fvj[cyf& dbyfblfy f(x)≥0^ hjwf a≥0, a gfhfvtnhbc vybidytkj,f ufvjb'dkt,f
cbvrdhbdbc bv 'dbct,blfy^ hjv
∞
∫ f (u )du =1&
−∞

xfdfnfhj' ufvj'dkt,b& udfmdc

∞ 0 3 ∞ 3 x3 3
1 = ∫ f (u )du = ∫ f (u )du + ∫ f (u )du + ∫ f (u )du = ∫ ax 2 dx = a | = 9a &
−∞ −∞ 0 3 0 3 0
fvhbufl^ vbdbqt'^ hjv a=1/9&
158

ufyfobkt,bc aeymwbbc ufvjcf'dktkfl dbcfhut,kj' ajhvekb'

x
F X (x)= ∫ f X (u )du , cfblfyfw
−∞

 0, hjwf x < 0,
 x 3
FX ( x) =  , hjwf 0 ≤ x < 3,
 27
x ≥ 3.

1, hjwf
vtcfvt itrb'[dfpt gfce[bc vbcfqt,fl dbcfhut,kj' (5.13) ajhvekb'& vbdbqt,'
F X (4) – F X (2) = 19/27.
vfufkbsb 5.5. eo.dtnb itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbff

 0, hjwf x < 0,
 2
FX ( x) =  x / 4, hjwf 0 ≤ x ≤ 4,
 1, hjwf x > 4.

bgjdt' ufyfobkt,bc cbvrdhbdt&

§ 3. VHFDFKUFYPJVBKT<BFYB ITV"{DTDB"B CBLBLTT<B

fv gfhfuhfaib xdty ufydb[bkfd' vhfdfkufypjvbkt,bfy itv'[dtdb' cblb-
ltt,c – itv'[dtdb' dtmnjht,c& ]th itdbcofdkj' itv'[dtdf^ hjwf dtmnjhbc
rjvgjytynt,bc hfjltyj,f k=2&

JHUFYPJVBKT<BFYB ITV"{DTDB"B CBLBLTT<B& X lf Y lbcrhtnekb

itv'[dtdb'b cblbltt,bcfufy itlutybk (X,Y) dtmnjhc lbcrhtnekb itv'[dtdb'b
dtmnjhb tojlt,f& lbcrhtnekb nbgbc itv'[dtdb'b dtmnjhbc ufyfobkt,bc rfyjyb
ufybcfpqdht,f vbcb itcfskj vybidytkj,t,bcf lf itcf,fvbcb fk,f'j,t,bc vjwtvb'&
ufyfobkt,bc rfyjyb fldbkfl xfbotht,f itvltub w[hbkbc cfiefkt,b'%

w[hbkb 5.1
Y
X y1 y2 ... ym
x1 f 11 f 12 ... f 1m
x2 f 21 f 22 ... f 2m
... ... ... ... ...
xn f n1 f n2 ... f nm
5 ITV"{DTDB"B CBLBLTT<B LF VF"B UFYFOBKT<F 159

cflfw x 1 ,x 2 ,...,x n fhbc X itv'[dtdb'b cblblbc itcfskj vybidytkj,t,b^ [jkj

y 1 ,y 2 ,...,y m – Y itv'[dtdb'b cblblbcf^ f ij fhbc X-bc vbth x i vybidytkj,bc lf
th'lhjekfl Y-bc vbth y j vybidytkj,bc vbqt,bc fk,f'j,f^ i=1,2,...,n, j=1,2,...,m,
n m
cflfw ∑ ∑ f ij = 1 & fct' w[hbkc tojlt,f X lf Y itv'[dtdb' cblblt'f th'j,kbdb
i =1 j =1
ufyfobkt,bc rfyjyb fy vjrktl^ th'j,kbdb ufyfobkt,f&
jhufypjvbkt,bfyb itv'[dtdb'b dtmnjhbc ufyfobkt,bc rfyjyblfy fldbkfl
vbbqt,f vbcb yt,bcvbthb rjvgjytynbc ufyfobkt,bc rfyjyb& vfh'kfw^ dbyfblfy

{ }
m
{X = xi } = ∪ X = xi , Y = y j ,
j =1
udtmyt,f
m m
f i• ≡P{X=x i }= ∑ P{ X = xi , Y = y j } = ∑ f ij (5.17)
j =1 j =1
lf fyfkjubehfl^
n n
f • j ≡P{Y=y j } = ∑ P{ X = xi , Y = y j } = ∑ f ij & (5.18)
i =1 i =1
fct'b [th[b' vbqt,ek ufyfobkt,bc rfyjyt,c^ itcf,fvbcfl X lf Y itv'[dtdb'b
cblbltt,bc vfhubyfkehb ufyfobkt,bc rfyjyt,c eojlt,ty& vfifcflfvt^ bvbcf'dbc^
hjv ufvjd'dfkj' {X=x i } ({Y=y j }) [ljvbkj,bc f i• =P{X=x i } (f •j =P{Y=x j }) fk,f'j,f^
cfzbhjf itdrhb,j' w[hbkbc i-eh cnhbmjyib (j-eh cdtnib) vj'fdct,ekb
fk,f'j,t,b&

w[hbkb 5.2
Y
X y1 y2 ... ym
x1 f 11 f 12 ... f 1m f 1•
x2 f 21 f 22 ... f 2m f 2•
... ... ... ... ... ...
xn f n1 f n2 ... f nm f n•
f •1 f •2 ... f •m 1

'e th'-th'b fy jhbdt rjvgjytynb vybidytkj,f'f 'dkfl hfjltyj,fc bqt,c^

cfchekb ]fvt,b itcf,fvbcb ecfchekj ]fvt,b' itbwdkt,f&
X lf Y lbcrhtnek itv'[dtdb' cblbltt,c tojlt,f lfvjerblt,tkb^ 'e
.jdtkb (i,j) odbkbcf'dbc
f ij = P{X = x i , Y = y j }= P{X = x i }.P{Y = y j }. (5.19)
fvhbufl lfvjerblt,tkb itv'[dtdb'b cblbltt,bcf'dbc
f ij = f i • f •j
160

vfufkbsb 5.6. d'mdf' dfujht,' jh otcbth rfvf'tkc& X-b' fqdybiyj' gbhdtk

rfvf'tkpt^ [jkj Y-b' – vtjhtpt vjcekb mekt,b& vfiby (X,Y) ofhvjflutyc
jhufypjvbkt,bfy lbcrhtnek itv'[dtdb' dtmnjhc& dyf[j'^ hjujhbf fv dtmnjhbc
ufyfobkt,f lf lfdflubyj'^ fhbc 'e fhf vbcb rjvgjytynt,b lfvjerblt,tkb&
fvj[cyf& fk,f'j,bc rkfcbrehb ufycfpqdht,bc 'fyf[vfl^ hflufy tmcgthbvty-
nbc .dtkf itcfskj itltu'f cbvhfdkt 36-tktvtynbfybf^ fvbnjv 'b'jtekb (i,j) o.db-
kbc vjcdkbc fk,f'j,f 1/36-bc njkbf: f ij ={X=i,Y=j}=1/36, i,j=1,2,...,6& fvfdt lhjc:
1 1
f i• = P{ X = i} = ^ f • j = P{Y = j} =
6 6
lf vfifcflfvt^
f ij =f i• f •j
vfufkbsb 5.7. 5.6 vfufkb'bc gbhj,t,ib itdfvjovj'^ fhbc 'e fhf
lfvjerblt,tkb X lf |X–Y| itv'[dtdb'b cblbltt,b&
fvj[cyf& fldbkb lfcfyf[bf^hjv
P{X=3, |X–Y| = 4}= 0,
[jkj
P{X = 3} = 1/6, P{|X–Y | = 4} = 4/36.
fvhbufl^ hflufy
P{ X = 3, |X–Y | = 4} ≠ P{X = 3} P{ |X–Y | = 4},
X lf |X–Y | itv'[dtdb'b cblbltt,b fh fhbc lfvjerblt,tkb&
cfpjufljl^ tktvtynfhek [ljvbkj,f'f cbdhwtpt ufycfpqdhek X lf Y
aeymwbf'f (X,Y) o.dbkc deojlj' itv'[dtdb'b dtmnjhb^ 'e .jdtkb x lf y yfvldbkb
hbw[dt,bcf'dbc ufycfpqdhekbf fk,f'j,f
F X,Y (x, y) = P (X ≤ x, Y ≤ y ). (5.20)
F X,Y (X,Y) aeymwbfc (X,Y) itv'[dtdb'b dtmnjhbc ufyfobkt,bc aeymwbf tojlt,f.
hjujhw mdtvj' dyf[fd'^ itv'[dtdb'b dtmnjhbc X lf Y rjvgjytynt,bc ufyfobkt,bc
aeymwbt,b ufybcfpqdht,f F XY aeymwbbc cfiefkt,b' lf fvltyfl 'b'jtekb vf'ufyb
itv'[dtdb' cblbltc ofhvjflutyc& fvbnjv F X,Y (X,Y) aeymwbfc X lf Y itv'[dtdb'
cblblt'f th'j,kbdb ufyfobkt,bc aeymwbfcfw eojlt,ty&
mdtvj' dbcfhut,kt,' F X,Y (x, y)=F (x, y) itvjrkt,ekb xfyfothb'&
xfvjd'dfkj' th'j,kbdb ufyfobkt,bc aeymwbbc 'dbct,t,b%
1) yt,bcvbthb (x, y) o.dbkbcf'dbc 0≤F(x,y)≤1 lf F(x,y)fhfrkt,flb aeymwbff
'b'jtekb fhuevtynb'*
2) yt,bcvbthb x-bcf lf y-bcf'dbc F (–∞,y)=F(x,–∞)=0, F(+∞,+∞)=1, cflfw
F(–∞,y)= lim F(x,y), F(x,–∞)= lim F(x,y) lf F(+∞,+∞)= lim F(x,y);
x →−∞ x →−∞ x → +∞
y → +∞

3) ufyfobkt,bc aeymwbf vfh]dyblfy eo.dtnbf 'b'jtekb fhuevtynb'&

5 ITV"{DTDB"B CBLBLTT<B LF VF"B UFYFOBKT<F 161

th'ufypjvbkt,bfyb itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbbc (5.8) 'dbct,bc

fyfkjuc jhufypjvbkt,bfy itv'[dtdfib fmdc itvltub cf[t%
4) P{x 1 <X≤x 2 , y 1 <Y≤y 2 } = F(x 2 , y 2 ) –F(x 2 , y 1 ) – F(x 1 , y 2 )+F(x 1 , y 1 ) ≥ 0,
yt,bcvbthb x 1 ≤ x 2 lf y 1 ≤ y 2 hbw[dt,bcf'dbc&
'e wyj,bkbf th'j,kbdb ufyfobkt,bc aeymwbf^ itudbskbf fqdflubyj'
wfkrtekb itv'[dtdb'b cblblbc (vfhubyfkehb) ufyfobkt,bc aeymwbf%
F (x, +∞) = F X (x), F (+∞, y) = F Y (y),
cflfw F (x, +∞) = lim F(x,y), F(+∞,,y)= lim F(x,y).
x →+∞ x → +∞

fvbnjv 'e (X,Y) o.dbkb itv'[dtdb'b dtmnjhbf^ vfiby fv dtmnjhbc

'b'jtekb rjvgjytynbw (fye X lf Y) itv'[dtdb' cblbltc ofhvjflutyc& itdybiyj'^
hjv xdtyb ufycfpqdhbc vb[tldb'^ it,heyt,ekb lt,ekt,f fh fhbc vfh't,ekb^ fye X
lf Y itv'[dtdb'b cblbltt,bcfufy itlutybkb (X,Y) o.dbkb itbskt,f fh b.jc itv'[dt-
db'b dtmnjhb^ hflufy X lf Y itv'[dtdb'b cblbltt,bc ufyfobkt,bc F X (x) lf F Y (y)
aeymwbt,bc wjlyf fh fhbc (cfpjufljl) cfrvfhbcb X-bcf lf Y-bc th'j,kbdb
ufyfobkt,bc aeymwbbc ufycfpqdhbcf'dbc&
(X,Y) itv'[dtdb' dtmnjhc eojlt,ty eo.dtnc^ 'e fhct,j,c bct'b
fhfefh.jab'b f(x,y) aeymwbf^ hjvtkcfw ufyfobkt,bc cbvrdhbdt /mdbf^ hjv cb,hn.bc
yt,bcvbthb (x, y) othnbkbcf'dbc, flubkb fmdc njkj,fc%
x y
F(x,y)= ∫ ∫ f ( s, u )dsdu . (5.21)
−∞ −∞
ufyfobkt,bc aeymwbbc 2) 'dbct,blfy w[flbf^ hjv
+∞ +∞
∫ ∫ f ( s, u )dsdu = F (+∞,+∞) = 1 .
−∞ −∞
(5.21)-blfy ufvjvlbyfhtj,c (5.13) njkj,f'f fyfkjut,b vfh're'[tlib (X,Y)
dtmnjhbc vj[dtlhbc fk,f'j,t,bcf'dbc^ hjvkt,bw fv vfh're'[tlpt f(x,y) aey-
mwbbc jh]thflb byntuhfkbc njkbf bvbc vbe[tlfdfl xfh'ekbf 'e fhf vfh're'-
[tlib udthlt,b^ hfw P{X=x, Y=y} = P{X=x} = P{Y=y} = 0 njkj,t,cfw bsktdf yt,bc-
vbthb x-bcf lf y-bcf'dbc&
ufyfobkt,bc cbvrdhbdbc eo.dtnj,bc othnbkt,ib fhct,j,c itvltub jhvfub
pqdfhb lf flubkb fmdc njkj,fc%

∂2 P{x < X ≤ x + ∆x, y < Y ≤ y + ∆y}

F ( x, y ) = lim = f(x,y). (5.22)
∂x∂y ∆x →0 , ∆y →0 ∆x ⋅ ∆y
bv afmnblfy^ hjv f(s,u) aeymwbbc eo.dtnj,bc (x,y) othnbkib
F ( x + ∆x, y + ∆y ) − F ( x + ∆x, y ) − F ( x, y + ∆y ) + F ( x, y )
f(x,y)= ∂ F ( x, y ) =
2
lim
∂x∂y ∆x →0, ∆y →0 ∆x∆y
162

lf ufyfobkt,bc aeymwbbc 4) 'dbct,blfy ufvjvlbyfhtj,c^ hjv fhct,j,c itvltub

jhvfub pqdfhb
P{x < X ≤ x + ∆x, y < Y ≤ y + ∆y}
lim = f ( x, y ) &
∆x →0 , ∆y →0 ∆x∆y
tc erfyfcrytkb 'fyfafhlj,f (5.15) 'fyfafhlj,bc vcufdcfl fvfh'kt,c f(x,y)
aeymwbbc cf[tkojlt,fc&
cfpjufljl^ X lf Y itv'[dtdb' cblbltt,c lfvjerblt,tkb tojlt,f^ 'e
yt,bcvbthb (a,b] lf (c,d] bynthdfkt,bcf'dbc {X∈(a,b]} lf {Y∈(c,d]} [ljvbkj,t,b
lfvjerblt,tkbf^ fye
P{ X∈(a,b], Y∈ (c,d]}= P{ X∈(a,b]} P{Y∈ (c,d]}. (5.23)
fmtlfy fdnjvfnehfl ufvjvlbyfhtj,c itvltub 'fyfafhlj,f
F(x,y)=F X (x)F Y (y), (5.24)
cflfw F(x,y) fhbc X-bcf lfY-bc th'j,kbdb ufyfobkt,bc aeymwbf^ [jkj F X (x)
lf F Y (y) itcf,fvbcfl X lf Y ufyfobkt,bc aeymwbt,bf& gbhbmb'^ vnrbwlt,f^ hjv (5.24)
bodtdc (5.23)-c yt,bcvbthb (a,b] lf (c,d] bynthdfkt,bcf'dbc& fvltyfl (5.24) itbskt,f
ufvj.tyt,ek bmyfc^ hjujhw lfvjerblt,kj,bc ufycfpqdht,f&
vfhubyfkehb ufyfobkt,bc cbvrdhbdtt,b ufvjb'dkt,f itvltuyfbhfl%
+∞ +∞
f X (x) = ∫ f ( x, u )du lf f Y (y)= ∫ f ( s, y )ds . (5.25)
−∞ −∞
tc 'fyfafhlj,t,b (5.17) lf (5.18) ajhvekt,bc eo.dtnb fyfkjut,bf& fmfw^
fk,f'j,f'f cf'fyflj byltmct,b' f]fvdbc jgthfwbf itwdkbkbf cbvrdhbdblfy
cf'fyflj wdkflt,b' byntuhfkbc fqt,bc jgthfwbb'&
X lf Y eo.dtnb itv'[dtdb' cblbltt,c tojlt,f lfvjerblt,tkb^ 'e vf'b
th'j,kbdb ufyfobkt,bc cbvrdhbdt njkbf itcf,fvbcb vfhubyfkehb ufyfobkt,bc
cbvrdhbdtt,bc yfvhfdkbcf%
f (x, y) = f X (x)⋅ f Y (y). (5.26)
w[flbf^ fv itv'[dtdfib
F (x,y) = F X (x)⋅ F Y (y).

JHPT VTNB UFYPJVBKT<BC ITV"{DTDF& cfdct,b' fyfkjubehfl

ufyb[bkt,f
X = (X 1 , ... , X k )
itv'[dtdb'b dtmnjhb^ hjvtkcfw k rjvgjytynf fmdc& itv'[dtdb'b dtmnjhb ufycfp-
qdhekfl b'dkt,f^ 'e .jdtkb yfvldbkb x 1 , ... , x k hbw[dt,bcf'dbc wyj,bkbf
F X (x 1 ,...,x k ) = P{X 1 ≤x 1 , ... , X k ≤x k }
5 ITV"{DTDB"B CBLBLTT<B LF VF"B UFYFOBKT<F 163

fk,f'j,f& fv aeymwbfc X itv'[dtdb'b dtmnjhbc ufyfobkt,bc aeymwbf fye X 1 , ... , X k

itv'[dtdb'b cblbltt,bc th'j,kbdb ufyfobkt,bc aeymwbf tojlt,f& bc^ hjv X-bc
rjvgjytynt,b itv'[dtdb'b cblbltt,bf^ w[flb uf[lt,f vfc itvltu^ hfw mdtvj' xdty
xfvjdf.fkb,t,' F X (x 1 ,...,x k ) aeymwbblfy rjvgjytynt,bc F Xi (x i ) ufyfobkt,bc
aeymwbbc vbqt,bc otcc&
X lbcrhtnekb itv'[dtdb'b dtmnjhbf lf vbc ufyfobkt,fc lbcrhtnekb
/mdbf^ 'e F X (x 1 ,...,x k ) aeymwbf ofhvjflutyc X-bc bv x(j) vybidytkj,f'f P{X=x(j)}
fk,f'j,t,bc ]fvc^ hjvtk'f rjvgjytynt,b itcf,fvbcfl x 1 , ... , x k hbw[dt,c fh
fqtvfnt,f&
P{X=x(j)} = P X {x(j)}, j=1,2,...
vbvltdhj,f bsktdf lbcrhtnekb itv'[dtdb'b dtmnjhbc ufyfobkt,bc rfyjyc^
n
∑ PX {x
( j)
} = 1&
i =1
X-c tojlt,f (f,cjkenehfl) eo.dtnb itv'[dtdb'b dtmnjhb lf vbc ufyfob-
kt,fc (f,cjkenehfl) eo.dtnb tojlt,f^ 'e fhct,j,c bct'b f X (u 1 ,...,u k ) fhfefh-
.jab'b aeymwbf^ hjvkbc byntuhfkb .dtkf wdkflbc vbvfh' –∞-lfy +∞-vlt 1-bc
njkbf lf hjvtkcfw X-bc ufyfobkt,bc cbvrdhbdt tojlt,f^ bct'b^ hjv .jdtkb
yfvldbkb x 1 , ... , x k hbw[dt,bcf'dbc
x1 xk
F X (x 1 ,...,x k ) = ∫  ∫ f X (u1 ,..., u k )du1 ...du k .
−∞ −∞
'b'jtekb X i fy X-bc yt,bcvbthb mdtdtmnjhb ((X i ,X j ), (X i ,X j ,X k )lf f&i&) rdkfd
itv'[dtdb'b cblblt fy itv'[dtdb'b dtmnjhbf lf vfhubyfkehb ufyfobkt,bc aeymwbf
'b'jtekb rjvgjytynbc fy c[df mdtdtmnjhbcf'dbc vbbqt,f F X (x 1 ,...,x k ) aeymwbbc
itcf,fvbcb fhuevtynt,bc ufhlf c[df fhuevtynt,bc vfubth +∞-bc xfcvb'^ [jkj
eo.dtnb ufyfobkt,bc itv'[dtdfib rjvgjytynbc fy c[df mdtdtmnjhbc cbvrdhbdt
vbbqt,f itcf,fvbcb fhuevtynbc (fhuevtynt,bc) ufhlf lfyfhxtyt,bc vbvfh'
byntuhfkbc fqt,b' –∞-lfy +∞-vlt&
vfufkb'fl^ 'e X=(X 1 ,X 2 ,X 3 )^ vfiby
+∞ +∞
FX1 ( x1 ) = F X (x 1 ,+∞,+∞), f X1 ( x1 ) = ∫ ∫ f X ( x1 , u 2 , u 3 )du 2 du 3 ,
−∞ −∞
+∞
FX1 , X 2 ( x1 , x 2 ) = F X (x 1 ,x 2 ,+∞), f X1 , X 2 ( x1 , x 2 ) = ∫ f X ( x1 , x 2 , u 3 )du 3 ,
−∞
fyfkjubehfl vbbqt,f FX 2 ( x 2 ) , FX 3 ( x3 ) , FX1 , X 3 ( x1 , x3 ) , FX 2 , X 3 ( x 2 , x3 ) ufyfobkt,bc
aeymwbt,b lf itcf,fvbcb cbvrdhbdtt,b&
X 1 , ... , X k itv'[dtdb' cblbltt,c lfvjerblt,tkb tojlt,f^ 'e vf'b th'j,-
kbdb ufyfobkt,bc aeymwbf fye X = (X 1 , ... , X k ) itv'[dtdb'b dtmnjhbc ufyfobkt,bc
aeymwbf wfkrtekb itv'[dtdb'b cblbltt,bc ufyfobkt,bc aeymwbf'f yfvhfdkbf^
F X (x 1 ,...,x k ) = FX1 ( x1 ) ⋅⋅⋅ FX k ( x k ) ,
164

hfw lbcrhtnekb ufyfobkt,bc lhjc

P{(X 1 ,...,X k )=(x 1 ,...,x k )} = P{X 1 = x 1 }⋅⋅⋅P{X k =x k }
'fyfafhlj,bc trdbdfktynehbf^ [jkj eo.dtnb ufyfobkt,bc lhjc rb
f X (x 1 ,...,x k ) = f X1 ( x1 ) ⋅⋅⋅ f X k ( x k )
'fyfafhlj,bcf th'j,kbdb lf bylbdblefkehb cbvrdhbdtt,bcf'dbc&
'e I 1 , ... , I k cfchekb fy ecfchekj bynthdfkt,bf^ vfiby X 1 , ... , X k
itv'[dtdb' cblblt'f lfvjerblt,kj,f ybiyfdc
{X 1 ∈I 1 }, ... , {X k ∈I k }
[ljvbkj,f'f lfvjerblt,kj,fc%
P{X 1 ∈I 1 ,...,X k ∈I k } = P{X 1 ∈I 1 }⋅⋅⋅P{X k ∈I k }.
'e f[kf X(1) = ( X 1(1) ,..., X k(1) ) , ... , X(m) = ( X 1( m ) ,..., X k( m ) ) itcf,fvbcfl k 1 , ... , k m
rjvgjytynbc vmjyt itv'[dtdb'b dtmnjht,bf^ vfiby vf'b lfvjerblt,kj,f ybiyfdc^
hjv itlutybkb k 1 +⋅⋅⋅+k m ufypjvbkt,bfyb dtmnjhbc ufyfobkt,bc aeymwbf elhbc
X(1),...,X(m) dtmnjh'f ufyfobkt,bc aeymwbt,bc yfvhfdkc& lbcrhtnekb lf eo.dtnb
ufyfobkt,t,bc itv'[dtdfib tc trdbdfktynehbf th'j,kbdb ufyfobkt,bc rfyjybc lf
ufyfobkt,bc cbvrdhbdbc ofhvjlutybcf itcf,fvbcfl wfkrtekb dtmnjht,bc ufyfob-
kt,bc rfyjyt,bcf lf ufyfobkt,bc cbvrdhbdtt,bc yfvhfdkbc cf[b'&
itvjdbqj' fqybidyt,b k 1 , ... , k m ufypjvbkt,bc vmjyt gfhfktktgbgtlt,bcf'-
dbc^ hjvtk'f ob,jt,b cfchekb fy ecfchekj bynthdfkt,bf

I (1) = {x(1) : x1(1) ∈ I 1(1) ,..., x k(11) ∈ I k(11) },

. . . . . . . . . . . . . . . . . . .
I = {x(m) : x1( m ) ∈ I 1( m ) ,..., x k( mm ) ∈ I k(mm ) }.
(m)

fv fqybidyt,ib X(1),...,X(m) itv'[dtdb'b dtmnjht,bc lfvjerblt,kj,f ybiyfdc

{X(1)∈I(1)}, ... , {X(m)∈I(m)} [ljvbkj,f'f lfvjerblt,kj,fc%
P{X(1)∈I(1) , ... , X(m)∈I(m)} = P{X(1)∈I(1)}⋅⋅⋅P{X(m)∈I(m)}.

***
tc 'fdb t.hlyj,f [11], [17], [21], [27], [39], [56], [64] obuyt,c^ hjvkt,bw
uflvjwtvekb cfrb'[t,bc ufhlf vhfdfk c[df vfcfkfcfw itbwfdc (lfvfnt,b'b byajh-
vfwbbc vbcfqt,fl cfcfhut,kj bmyt,f [1] lf [3] obuyt,bc ufwyj,fw)& trjyjvbcnt,b-
cf'dbc ufyre'dybkb cf[tkvsqdfytkjt,blfy vrb'[dtkc dehxtdlb' [60], [66], [72],
[79] obuyt,c lf fuht'dt mfh'ek tyfpt fhct,ek itcf,fvbc kbnthfnehfc% [8], [9],
[13], [14], [15].
5 ITV"{DTDB"B CBLBLTT<B LF VF"B UFYFOBKT<F 165

LFCRDYT<B

itv'[dtdb'b cblblbc vybidytkj,fc tmcgthbvtynbc itltub ufycfpqdhfdc&

ajhvfkehfl tktvtynfhek [ljvbkj,f'f lbcrhtnekb (cfchekb fy 'dkflb)
cbdhwbcf'dbc itv'[dtdb'b cblblt fhbc fv cbdhwtpt ufycfpqdhekb yt,bcvbthb
aeymwbf& itv'[dtdb'b cblblt pjuflb ,eyt,bc cbdhwtptw ufybcfpqdht,f^ hjujhw
tktvtynfhekb [ljvbkj,bc aeymwbf bv vj'[jdyb'^ hjv .jdtkb x yfvldbkb
hbw[dbcf'dbc ufycfpqdhekb b.jc
F X (x) = P{ω : X(ω) ≤ x}
fk,f'j,f& yfvldbkb wdkflbc F X (x) aeymwbfc X-bc ufyfobkt,bc aeymwbf tojlt,f&
ufyfobkt,bc aeymwbf vjyjnjyehbf^ vfh]dyblfy eo.dtnbf lf gkec lf vbyec
ecfchekj,fib uffxybf pqdht,b^ hjvkt,bw itcf,fvbcfl 1 lf 0-bf
lbcrhtnekb tojlt,f itv'[dtdb' cblbltc^ hjvkbc vybidytkj,f'f cbvhfd-
kt cfchekb fy 'dkflbf& lbcrhtnekb itv'[dtdb'b cblblbc ufyfobkt,bc rfyjyb
itv'[dtdb'b cblblbc vybidytkj,t,c (lfkfut,ekc phlbc vb[tldb') e'fyflt,c
itcf,fvbc fk,f'j,t,c& fhfrkt,flb cfat[ehf aeymwbf fct'b itv'[dtdb'b cblblbc
ufyfobkt,bc aeymwbff&
eo.dtnb tojlt,f itv'[dtdb' cblbltc^ hjvkbc ufyfobkt,bc aeymwbf x oth-
nbkib ofhvjflutyc –∞-blfy x-fvlt ufdhwtkt,ek byntuhfkc fhfefh.jab'b aey-
mwbblfy^ hjvkbc byntuhfkbw v'tk ohatpt 1-c elhbc lf hjvtkcfw ufyfobkt,bc
cbvrdhbdt tojlt,f&
eo.dtnb itv'[dtdb'b cblblt .jdtk wfkrtek vybidytkj,fc 0-bc njkb
fk,f'j,b' bqt,c lf vbcb ufyfobkt,bc aeymwbf eo.dtnbf v'tk qthspt^ [jkj
ufyfobkt,bc aeymwbbc ofhvjt,ekb ufyfobkt,bc cbvrdhbdbc njkbf .jdtk
othnbkib^ cflfw cbvrdhbdt eo.dtnbf&
itv'[dtdb'b dtmnjhbc rjvgjytynt,b itv'[dtdb'b cblbltt,bf& jhufypjvb-
kt,bfyb lbcrhtnekb itv'[dtdb'b dtmnjhbc ufyfobkt,bc rfyjyb vjbwtvf fk,f'j-
,f'f vfnhbwb'^ hjvkbc tktvtynt,bc ]fvb 1-bf& fv vfnhbwbc cnhbmjyt,bc ]fvt,b lf
cdtnt,bc ]fvt,b itcf,fvbcfl ufycfpqdhfdty itv'[dtdb'b dtmnjhbc gbhdtkb lf
vtjht rjvgjytynt,bc vfhubyfkeh (rthsj) ufyfobkt,t,c& jhufypjvbkt,bfyb
eo.dtnb itv'[dtdb'b dtmnjhb vjbwtvf jhb wdkflbc fhfefh.jab'b aeymwbb'^
hjvkbc byntuhfkbw v'tk cb,hn.tpt 1-bf lf hjvtkcfw th'j,kbdb ufyfobkt,bc
cbvrdhbdt tojlt,f& vbcb vtjht wdkflb' byntuht,f v'tk ohatpt bsktdf gbhdtkb
rjvgjytynbc vfhubyfkeh cbvrdhbdtc^ [jkj gbhdtkb wdkflb' byntuht,f – vtjht
rjvgjytynbc vfhubyfkeh cbvrdhbdtc& ,eyt,hbdfl ufybcfpqdht,f th'j,kbdb
ufyfobkt,bcf lf vfhubyfkehb ufyfobkt,bc aeymwbt,b&
fyfkjubehfl itvjlbc vhfdfkufypjvbkt,bfyb itv'[dtdb'b dtmnjhbc
ufyfobkt,f lbcrhtnek lf eo.dtn itv'[dtdt,ib^ ufyfobkt,bc aeymwbf lf cbvrdhbdt^
vfhubyfkehb ufyfobkt,bc aeymwbf lf cbvrdhbdt&
itv'[dtdb' cblblt'f lfvjerblt,kj,f th'j,kbdb ufyfobkt,bc aeymwbbc
ofhvjlutyfc ybiyfdc vfhubyfkehb ufyfobkt,bc aeymwbf'f yfvhfdkbc cf[b'^ hfw
lbcrhtnek itv'[dtdfib ybiyfdc^ hjv th'j,kbdb ufyfobkt,bc rfyjybc vybidytkj,f
.jdtk o.dbkib vfhubyfkeh fk,f'j,f'f yfvhfdkbc njkbf^ [jkj eo.dtnib –
th'j,kbdb cbvrdhbdbc ofhvjlutyfc vfhubyfkeh cbvrdhbdt'f yfvhfdkfl& fvudf-
hfldt ufybcfpqdht,f itv'[dtdb'b dtmnjht,bc lfvjerblt,kj,f&
166

CFDFH}BIJT<B

5.1. itv'[dtdb'b cblblt qt,ekj,c itvltu vybidytkj,t,c% x 1 =3, x 2 =6, x 3 =8.

wyj,bkbf gbhdtkb jhb vybidytkj,bc fk,f'j,t,b% p 1 =0.3, p 2 =0.5. lfotht' fv
cblblbc ufyfobkt,bc rfyjyb&
5.2. X lbcrhtnekb itv'[dtdb'b cblblbc ufyfobkt,bc rfyjybf
–2 –1 1 2 4 6
X
0.1 0.15 0.13 0.17 0.25 0.2

ufvj'dfkt' fk,f'j,f^ bvbcf hjv% f) X ≤ 0; ,) X ≤ 3; u) X < 2; l) –1 < X ≤ 4; t) X>1.

5.3. fult,ty cfv cbvtnhbek vjytnfc& lfotht' uth,bc vjcdkf'f ufyfobkt,bc
rfyjyb lf ffut' ufyfobkt,bc aeymwbbc uhfabrb&
5.4. fult,ty jh rfvf'tkc& lfotht' vjcek hbw[d'f ]fvbc ufyfobkt,bc
rfyjyb lf ffut' ufyfobkt,bc aeymwbbc uhfabrb& hfc elhbc fk,f'j,f bvbcf^ hjv
vjcekb hbw[dt,bc ]fvb bmyt,f 8&
5.5. fult,ty jh rfvf'tkc& lfotht' vjcek hbw[d'f c[dfj,bc vjlekbc
ufyfobkt,bc rfyjyb lf ffut' ufyfobkt,bc aeymwbbc uhfabrb& hfc elhbc fk,f'j,f
bvbcf^ hjv vjcekb hbw[dt,bc c[dfj,f bmyt,f 2&
5.6. X itv'[dtdb'b cblblbc ufyfobkt,bc rfyjybf
–7 –3 0 1 4
X
0.1 0.2 0.3 0.25 0.15

bgjdt' Y=X+10 itv'[dtdb'b cblblbc ufyfobktbc rfyjyb&

5.7. lbcrhtnekb X itv'[dtdb'b cblblbc ufyfobkt,bc rfyjybf
–2 2 3
X
0.2 0.3 0.5

bgjdt' Y=X2 itv'[dtdb'b cblblbc ufyfobkt,bc rfyjyb&

5.8. lfvjerblt,tkb X lf Y itv'[dtdb'b cblbltt,bc ufyfobkt,bc rfyjyt,bf
0 1 0 1
X Y
qx px qy py
bgjdt' itvltub itv'[dtdb'b cblbltt,bc ufyfobkt,bc rfyjyt,b
f) Z=X+Y, ,)U=X–Y, u) V=X⋅Y
5.9. X itv'[dtdb'b cblblbc ufyfobkt,bc rfyjybf
1 2 4
X
0.5 0.2 0.3
5 ITV"{DTDB"B CBLBLTT<B LF VF"B UFYFOBKT<F 167

bgjdt' Y=1/(3–X) itv'[dtdb'b cblblbc ufyfobkt,bc rfyjyb&

5.10. X itv'[dtdb'b cblblbc ufyfobkt,bc rfyjybf
1 3 5 7 9
X
0.1 0.2 0.3 0.3 0.1
bgjdt' Z = min(X,4) itv'[dtdb'b cblblbc ufyfobkt,bc rfyjyb&
5.11. X itv'[dtdb'b cblblbc ufyfobkt,bc rfyjybf
–1 0 2 3 5
X
0.15 0.2 0.3 0.3 0.15
bgjdt' Z = max(X,2) itv'[dtdb'b cblblbc ufyfobkt,bc rfyjyb&
5.12. itbskt,f 'e fhf^ hjv fhuevtynbc hfbvt vybidytkj,bcf'dbc f)
ufyfobkt,bc aeymwbf vtnb b.jc th'pt? ,) ufyfobkt,bc cbvrdhbdt vtnb b.jc th'pt?
u) ufyfobkt,bc aeymwbf b.jc efh.jab'b? l) ufyfobkt,bc cbvrdhbdt b.jc
efh.jab'b?
5.13. X itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbff FX(x)& hjujhbf Y=aX+b
itv'[dtdb'b cblblbc FY(x) ufyfobkt,bc aeymwbf^ cflfw a lf b velvbdt,bf&

5.14. vjwtvekbf X itv'[dtdb'b cblblbc ufyfobkt,bc cbvrdhbdbc uhfabrb:

bubdt uhfabrpt ffut' Y = X+b itv'[dtdb'b cblblbc ufyfobkt,bc cbvrdhbdbc uhabrb^

cflfw b velvbdbf&
5.15. vjwtvekbf (X,Y) jhufypjvbkt,bfyb itv'[dtdb'b cblblbc ufyfobkt,bc
rfyjyb
Y
X –2 0 1
0 1/21 1/21 5/21
1 2/21 4/21 1/21
2 1/21 5/21 1/21
dbgjdj' X lf Y itv'[dtdb'b cblbltt,bc ufyfobkt,bc rfyjyt,b&
168

5.16. wlf vlujvfhtj,c jhb ntnhftlhbc fult,fib^ hjvkbc of[yfut,c fothbf

hbw[dt,b 1,2,3,4. X 1 -b' fqdybiyj'^ ntnhftlhpt vjcekb mekf fye hbw[db^ hjvtkbw
lfdfhlybkb ntnhftlhbc aestpt othbf^ [jkj X 2 -b' vtjht ntnhftlhpt vjcekb
hbw[db& ffut' Y 1 lfY 2 itv'[dtdb'b cblbltt,bc th'j,kbdb lf vfhubyfkehb
ufyfobkt,bc rfyjyt,b^ 'e
f) Y 1 = X 1 +X 2 lf Y 2 = |X 1 –X 2 | , ,) Y 1 = X 1 lf Y 2 = min(X 1 ,X 2 ) ,
u) Y 1 = X 1 lf Y 2 = | X 1 –X 2 | , l) Y 1 =X 1 lf Y 2 = |2X 1 –X 2 | ,
lfflubyt'^ lfvjerblt,tkbf 'e fhf Y 1 lf Y 2 itv'[dtdb'b cblbltt,b&
5.17. lfvjerblt,tkb X lf Y itv'[dtdb'b cblbltt,bc ufyfobkt,bc rfyjyt,bf%
0 1 2 3 1 3 4
X lf Y
0.2 0.3 0.4 0.1 0.7 0.2 0.1
ffut' Z = min(X,Y) lf U = max(X,Y) itv'[dtdb'b cblbltt,bc ufyfobkt,bc rfyjyb&
5.18. udfmdc X 1 , X 2 , X 3 lfvjerblt,tkb itv'[dtdb'b cblbltt,b^ hjvtk'f
cfth'j ufyfobkt,ff
1 2 3
X
1/3 1/3 1/3
bgjdt' X = max(X 1 , X 2 , X 3 ) itv'[dtdb'b cblblbc ufyfobkt,bc rfyjyb&
5.19. X 1 , X 2 , X 3 , X 4 itv'[dtdb'b cblbltt,b lfvjerblt,tkbf lf fmd' 'fyf,fhb
ufyfobkt,f (0,1) bynthdfkib& bgjdt' X=max(X 1 , X 2 , X 3 , X 4 ) itv'[dtdb'b cblblbc
ufyfobkt,bc aeymwbf^ cbvrdhbdt lf vf'tvfnbrehb kjlbyb& fvj[ctyb' bubdt fvjwfyf
n lfvjerblt,tkb 'fyf,hfl ufyfobkt,ekb itv'[dtdb'b cblblbc itv'[dtdfib&
5.20. X 1 , X 2 , X 3 itv'[dtdb'b cblbltt,b lfvjerblt,tkbf lf fmd'
vfxdtyt,kbfyb ufyfobkt,f itcf,fvbcfl λ 1 , λ 2 , λ 3 gfhfvtnht,b'^ t&b&
λ e − λ i x , x ≥ 0
f Xi =  i
 0, x<0
bgjdt' X = max(X 1 , X 2 , X 3 ) itv'[dtdb'b cblblbc ufyfobkt,bc cbvrdhbdt& hjujhb
bmyt,f gfce[b n lfvjerblt,tkb vfxdtyt,kbfyb ufyfobkt,bc vmjyt itv'[dtdb'b
cblblbcf'dbc~
6

ITV"{DTDB" CBLBLT"F HBW{DB"B VF{FCBF"T<KT<B

§ 1. VF"TVFNBREHB KJLBYB LF VLT<FHTJ<BC C{DF

VF{FCBF"T<KT<B

ITV"{DTDB"B CBLBLBC VF"TVFNBREHB KJLBYB (CFIEFKJ VYBIDYT-

KJ<F)& itv'[dtdb'b cblblbc hbw[db' vf[fcbf't,kt,c ijhbc^ egbhdtktc .jdkbcf^
eylf ufydcfpqdhj' bct't,b^ hjvtk'f "ufhitvjw" ]uealt,f itv'[dtdb'b cblblbc
itcfskj vybidytkj,fyb& th'-th' fct' hbw[db' vf[fcbf't,tkc ofhvjflutyc
itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbyb^ hjvtkcfw vbcb fhcblfy ufvjvlbyfht
cfiefkj vybidytkj,fcfw eojlt,ty& ufydvfhnj' tc wyt,f ]th lbcrhtnekb
itv'[dtdb'b cblblbcf'dbc& fvbcf'dbc ufydb[bkj' lbcrhtnekb itv'[dtdb'b
cblblt^ hjvkbc ufyfobkt,bc rfyjybf

x1 x2 ... xr
X (6.1)
f1 f2 ... fr

r
cflfw f i =P{X=x i }, ∑ f i = 1 &
i =1
lbcrhtnekb nbgbc itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbyb fye vbcb
cfiefkj vybidytkj,f (fqbybiyt,f EX-b'^ E fhbc gbhdtkb fcj byukbcehb cbn.dbcf
Expectation – kjlbyb^ vjcfkjlytkj,f) tojlt,f itv'[dtdb'b cblblbc .dtkf
itcfskj vybidytkj,t,bc itcf,fvbc fk,f'j,t,pt yfvhfdk'f ]fvc^ fye hbw[dc
r
EX = ∑ xi f i = x1f 1 + x2 f2 +⋅⋅⋅+ xr fr (6.2)
i =1
bvbcf'dbc^ hjv ufcfut,b uf[ltc vf'tvfnbrehb kjlbybc ibyffhcb^ lfdeidf'^
hjv xfdfnfht' n lfrdbhdt,f (wlf) X itv'[dtdb' cblbltpt& d'mdf'^ vfy n 1 -]th vbbqj
vybidytkj,f x 1 ^ n 2 -]th – vybidytkj,f x 2 , ... , n r -]th – vybidytkj,f x r . fvhbufl^
n 1 +n 2 +⋅⋅⋅+n r =n. vfiby itv'[dtdb'b cblblbc vbth vbqt,ekb vybidytkj,t,bc
x n + x 2 n2 + ⋅ ⋅ ⋅ + x r nr
fhb'vtnbrekb cfiefkj x ufvjb'dkt,f ajhvekb' x = 1 1 ^
n
t&b&^
n n n
x = x1 1 + x 2 2 + ⋅ ⋅ ⋅ + x r r . (6.3)
n n n
170

n1 n
itdybiyj'^ hjv fhbc x 1 -bc ufy[jhwbtkt,bc afhlj,b'b cb[ibht^ 2 fhbc x 2 -bc
n n
ufy[jhwbtkt,bc afhlj,b'b cb[ibht lf f&i& lfdeidf'^ hjv lfrdbhdt,f'f hfjltyj,f
cfrvfhbcfl lblbf& vfiby afhlj,b'b cb[ibht f[kjcff [ljvbkj,bc fk,f'j,fc'fy
n1 n n
≈ f 1 , 2 ≈ f 2 , ... , r ≈ f r .
n n n
(6.3) ufvjcf[ekt,fib afhlj,b' cb[ibhtt,c 'e itdwdkb' itcf,fvbcb fk,f'j,t,b'
lf ufdb'dfkbcobyt,' vf'tvfnbrehb kjlbybc ufycfpqdht,fc^ vbdbqt,'^ hjv
x ≈ x 1 f 1 + x 2 f 2 +...+ x k f k = EX.
vbqt,ekb itltubc fk,f'ehb ibyffhcb itvltuib vujvfhtj,c% itv'[dtdb'b cblblbc
vf'tvfnbrehb kjlbyb lff[kjt,b' njkbf fv itv'[dtdb'b cblblbc lfrdbhdt,ek
vybidytkj,t,bc fhb'vtnbrekb cfiefkjcb&
w[flbf^ hjv fewbkt,tkb fh fhbc itv'[dtdb'b cblblbc vf'tvfnbrehb
kjlbyb njkb b.jc vbcb hjvtkbvt itcfskj vybidytkj,bcf&
vfufkbsb 6.1. ufvjd'dfkj' 5.2 vfufkb'ib vjwtvekb itv'[dtdb'b cblblbc
vf'tvfnbrehb kjlbyb&
fvj[cyf& vjyfwtvt,b lf xfcfnfht,tkb ufvj'dkt,b ofhvjdblubyj' 6.1.
w[hbkbc cf[b'

w[hbkb 6.1.

i xi fi xi fi
1 –1 0.10 – 0,1
2 0 0.15 0
3 1 0.30 0,3
4 2 0.25 0,5
5 3 0.20 0,6
5
EX = ∑ xi f i =1.3
i =1

'e ufdb[ctyt,' fhb'vtnbrekb cfiefkjc abpbreh bynthghtnfwbfc vtcfvt

'fdbc § 1-lfy lf ofhvjdbluty'^ hjv f i (f 1 =0.1, f 2 =0.15, f 3 =0.3, f 4 =0.25, f 5 =0.2) vfct,b
vj'fdct,ekbf ox qthsbc x i (x 1 = –1, x 2 =0, x 3 =1, x 4 =2, x 5 =3) othnbkt,ib lf 'fdfl ox
qthsc vfcf fhf fmdc^ vfiby fv qthsbc fhwth' othnbkc fhf fmdc lflt,b'b vfcf ufhlf
x 1 , x 2 ,...,x 5 othnbkt,bcf lf EX fhbc bv cf.hltyb othnbkbc f,cwbcf^ hjvkbc vbvfh'
qthsb othnbkjdfyb vfct,b' ojyfcojhj,fib bmyt,jlf (b[& yf[& 6.1 )&
othnbkjdfyb vfct,bc (6.1) cf[bc ufyfobkt,bc rfyjybcf'dbc (th'tekjdfyb
]fvehb vfcb') tc afmnb fct ufvjb'mvbc%
r
∑ ( xi − EX ) f i = 0
i =1
6 ITV"{DTDB" CBLBLT"F HBW{DB"B VF{FCBF"T<KT<B 171

(itflfht (3.3) 'fyfafhlj,fc)&

xi –1 0 1 1.3 2 3
fi 0.1 0.15 0.3 0.25 0.2
EX
yf[& 6.1

bv itv'[dtdfib^ hjltcfw ufyfobkt,bc rfyjyc fmdc (5.6) cf[t

∞
EX = ∑ xi f i ,
i =0
∞
'e wyj,bkbf^ hjv ∑ xi f i < ∞ &
i =1
eo.dtnb nbgbc X itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbyb tojlt,f
+∞
EX= ∫ xf ( x)dx (6.4)
−∞
hbw[dc^ cflfw f X (x) fhbc X itv'[dtdb'b cblblbc ufyfobkt,bc cbvrdhbdt^ 'e
+∞
wyj,bkbf^ hjv ∫ u f (u ) du < ∞ &
−∞

hflufy (5.16) 'fyfafhlj,bc 'fyf[vfl X itv'[dtdb'b cblblbc (x,x+∆x) vwbht

bynthdfkib vj[dtlhbc fk,f'j,f lff[kjt,b' f X (x)∆x-bc njkbf lf fv bynthdfkib
X cblblt lff[kjt,b' x-bc njk vybidytkj,fc bqt,c^ vfiby X-bc cfiefkj
vybidytkj,f vbf[kjt,b' njkb eylf b.jc
Σ x f X (x) ∆x
]fvbcf^ cflfw ]fvb dhwtklt,f .dtkf ∆x bynthdfkpt itv'[dtdb'b cblblbc
evwbhtcb vybidytkj,blfy vbc elbltc vybidytkj,fvlt& pqdfhpt uflfcdkbcfc^
hjltcfw ∆x → 0 ^ dbqt,' (6.4) ajhvekfc itv'[dtdb'b cblblbc cfiefkj
vybidytkj,bcf'dbc&
lfvnrbwt,bc ufhtit vjud.fdc vf'tvfnbrehb kjlbybc sbhb'flb 'dbct,t,b^
hjvkt,bw eiefkjl vjovlt,f lbcrhtnekb itv'[dtdb'b cblblbcf'dbc lf eo.dtn
itv'[dtdfib rb byntuhfkbc 'dbct,t,blfy ufvjvlbyfhtj,c&
1) Ec=c^ fye velvbdbc vf'tvfnbrehb kjlbyb fv velvbdbc njkbf&
2) EcX=cEX, fye velvbdb uflbc vf'tvfnbrehb kjlbybc ybiybc ufht'*
3) E(c1X1+c2X2)=c1EX1+c2EX2^ fye ohabdb rjv,byfwbbc vf'tvfnbrehb kjlbyb
kjlbyt,bc ohabdb rjv,byfwbbc njkbf*
4) 'e X lf Y itv'[dtdb'b cblbltt,b lfvjerblt,tkbf^ vfiby EXY=EX⋅EY.

ITV"{DTDB"B CBLBLBC AEYMWBBC VF"TVFNBREHB KJLBYB& [ibhfl

vjwtvekbf hfbvt X itv'[dtdb'b cblblt wyj,bkb ufyfobkt,bc rfyjyb' lf udfby-
nthtct,c Y=h(X) itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbybc ufvj'dkf^ cflfw h(x)
172

yfvldbkb x wdkflbc hfbvt aeymwbff& fvbcf'dbc ]th itbskt,f lfdflubyj' Y

itv'[dtdb'b cblblbc ufyfobkt,f lf itvltu ufvjd'dfkj' vbcb vf'tvfnbrehb
kjlbyb& eahj vfhnbdbf Y=h(X) itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbyb
ufvjb'dfkjc X-bc ufyfobkt,bc nthvbyt,ib&
d'mdf' Y=h(X) itv'[dtdb' cblbltc iteskbf vbbqjc y j , j=1,2,… ufyc[dfdt-
,ekb vybidytkj,f itcf,fvbcfl P Y (y j )=P(h(X)=y j ) fk,f'j,b'& lbcrhtnekb itv'[dt-
db'b cblblbc ufycfpqdhbc 'fyf[vfl
Eh(X)= ∑ y j PY ( y j )
j

w[flbf^ Y=h(X) itv'[dtdb'vf cblbltv itbskt,f vbbqjc y j vybidytkj,f X

cblblbc vbth hfvltybvt c[dflfc[df vybidytkj,bc vbqt,bc itltufl^ hbc ufvjw h(X)
cblblbc ufyfobkt,f X-bc ufyfobkt,bc cfiefkt,b' itvltub njkj,b' ufybcfp-
qdht,f
P Y (y j ) =P(h(X)=y j ) = ∑ PX ( xi ) ,
i:h ( xi ) = y j

cfblfyfw dbqt,'^ hjv

Eh( X ) = ∑ y j ∑ PX ( xi ) = ∑ h( xi ) PX ( xi ). (6.5)
j i:h ( xi ) = y j i

eo.dtnb X itv'[dtdb'b cblblbc itv'[dtdfib^ 'evwf h(X) itv'[dtdb'b cblb-

lt cfpjufljl itbskt,f eo.dtnb fh fqvjxyltc^ vbcb vf'tvfnbrehb kjlbybc fyufhb-
ib [th[lt,f vcufdcb
∞
EY = ∫ h(u ) f X (u )du (6.6)
−∞
ajhvekb'& tc afmnb ufvjvlbyfhtj,c byntuhfkbc pjuflb 'tjhbblfy (byntuhfkbc
ybiybc mdti wdkfl'f ufhlfmvybc ajhvekbc ufvj.tyt,b') lf xdty lfvnrbwt,fc fh
vjdb.dfy'&
ufdfhxbj' itcf,fvbcb vfufkb't,b&
vfufkbsb 6.2. d'mdf'^ h(x)=x3–4x lf X itv'[dtdb'b cblblbc ufyfobkt,bc
rfyjybf

–2 –1 0 2
X
0.1 0.3 0.4 0.2

f) lfdflubyj' Y = h(X) itv'[dtdb'b cblblbc ufyfobkt,bc rfyjyb*

,) ufvjd'dfkj' Y=h(X) itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbyb&
fvj[cyf&
f) w[flbf^ hjv h(–2)=h(0)=h(2)=0 lf h(–1) = (–1)3–4⋅(–1)=3& fvbnjv Y itv'[dtdb'b
cblblbc itcfskj vybidytkj,t,bf 0 lf 3& lfdflubyj' ufyfobkt,bc rfyjyb& fvbcf'dbc
ufvjd'dfkj' fk,f'j,t,b% P{Y=0} lf P{Y=3}& hflufy {X=–2}, {X=0} lf {X=2}
[ljvbkj,t,b e'fdct,flbf^ fk,f'j,f'f itrht,bc otcbc 'fyf[vfl udtmyt,f%
6 ITV"{DTDB" CBLBLT"F HBW{DB"B VF{FCBF"T<KT<B 173

P{Y=0}=P{{X=–2}∪{X=0}∪{X=2}}=P{X=–2}+P{X=0}+P{X=2}=0.1+0.4+0.2=0.7
lf P{Y=3}=P{X=–1}=0.3& fvbnjv cf,jkjjl^ Y=h(X) itv'[dtdb'b cblblbc ufyfob-
kt,bc rfyjyc tmyt,f itvltub cf[t%

0 3
Y
0.7 0.3

hjvkbc'dbcfw EY=0,9.
,)f[kf ufvjd'dfkj' EY (6.5) ajhvekb'% udfmdc
EY=h(–2)⋅0,1+h(–1)⋅0,3+h(0)⋅0,4+h(2)⋅0,2=0⋅0,1+3⋅0,3+0⋅0,4+0⋅0,2=0,9&

VTLBFYF^ VJLF& itv'[dtdb'b cblblbc cfiefkj vybidytkj,bc vtjht

vybidytkjdfy vf[fcbf't,tkc ofhvjflutyc vtlbfyf^ hjvtkcfw [ibhfl itv'[dtdb'b
cblblbc wtynhfkeh vybidytkj,fcfw eojlt,ty& itv'[dtdb'b cblblbc
vybidytkj,f'f lf]ueat,f vbcb vf'tvfnbrehb kjlbybc vbvfh' .jdtk'dbc fh fhbc
vj[th[t,ekb& vfufkb'fl^ itv'[dtdb'vf cblbltv vwbht fk,f'j,b' itbskt,f vbbqjc
sfkbfy lblb vybidytkj,f lf fvfy fhct,b'b ufdktyf vjf[lbyjc vbcb vf'tvfnbrehb
kjlbybc cblbltpt& ufhlf fvbcf itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbyb
itbskt,f fhw fhct,j,ltc& fct' lhjc itv'[dtdb'b cblblbc wtynhbht,bc vbpyb'
[ibhfl vtlbfyfc b.tyt,ty& itv'[dtdb'b cblblbc vtlbfyf vbcb vf'tvfnbrehb
kjlbybcfufy ufyc[dfdt,b'^ .jdtk'dbc fhct,j,c lf vluhflbf itv'[dtdb'b cblblbc
tmcnhtvfkehb vybidytkj,bc vbvfh'^ 'evwf bc .jdtk'dbc fh fhbc th'flth'b&
X itv'[dtdb'b cblblbc (fy vbcb itcf,fvbcb ufyfobkt,bc aeymwbbc) vtlbfyf
tojlt,f bct' M hbw[dc^ hjvkbc'dbcfw cheklt,f
P( X ≤ M ) ≥ 1/2, P( X ≥ M ) ≥ 1/2 (6.7)
enjkj,t,b&
itdybiyj'^ hjv (6.7) enjkj,f'f o.dbkb itvltub jhv[hbdb enjkj,bc
trdbdfktynehbf
1/2 ≤ F X (M) ≤ P (X = M) + 1/2.
'e X itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbf eo.dtnbf^ vfiby P (X = M) = 0 lf
vtlbfyf ufybcfpqdht,f
F X (M) = 1/2 (6.8)
njkj,b'^ fye eo.dtnb ufyfobkt,bc vmjyt X itv'[dtdb'b cblblbcf'dbc^ M vtlbfyf
bct'b othnbkbf^ hjvkbc @vfhw[ybd# lf @vfh]dybd# X itv'[dtdb'b cblblbc
vj[dtlhbc fk,f'j,t,b njkbf&
eo.dtnb vjyjnjyehb ufyfobkt,bcf'dbc vtlbfyf (6.8) njkj,b' wfkcf[fl
ufybcfpqdht,f& cfpjufljl itcfskt,tkbf^ hjv (6.8) 'fyfafhlj,f M-bc ,tdhvf
vybidytkj,fv lffrvf.jabkjc&
174

1/2

M
yf[& 6. 2

vjdb.dfyj' vfufkb'b lbcrhtnekb nbgbc ufyfobkt,bc vtlbfybc gjdyfpt&

vfufkbsb 6.3. vjwtvekbf X itv'[dtdb'b cblblbc ufyfobkt,bc rfyjyb
–1.2 –0.3 2 3.8
X
0.2 0.25 0.1 0.45

f) 'fyf[vfl (6.7) 'fyfafhlj,bcf ufvj'dfkt' vtlbfybc hbw[db'b vybidytkj,f*

,) ufvjcf[t' vtlbfyf uhfabrekfl&
fvj[cyf. f) fvjwfybc gbhj,bc 'fyf[vfl^ p 1 =0.2, p 2 =0.25, p 3 =0.1, p 4 =045&
fvbnjv F ufyfobkt,bc aeymwbfc tmyt,f itvltub cf[t%
0, x < −1.2 ,
0.2, − 1.2 ≤ x < −0.3,

F ( x) = 0.45, − 0.3 ≤ x < 2 .0,
0.55, 2.0 ≤ x < 3.8,

1, 3.8 ≤ x.
ufyvfhnt,bc 'fyf[vfl^ hjujhw d[tlfd'^ F(x)<1/2, hjwf x<2 lf F(x)≥1/2,
hjwf x≥2& fvbnjv vtlbfybc vybidytkj,f bmyt,f M=2&
,)
F(x)
1

0.55
p=Ѕ
0.45

0.2

–1.2 –0.3 M=2 3.8 x

6 ITV"{DTDB" CBLBLT"F HBW{DB"B VF{FCBF"T<KT<B 175

ufydcfpqdhj' ufyfobkt,bc vjlf eo.dtnb nbgbc ufyfobkt,t,bcf'dbc*

eo.dtnb nbgbc ufyfobkt,bc vjlf tojlt,f hbw[db'b qthsbc bv othnbkbc
f,cwbcfc^ hjvtkibw ufyfobkt,bc cbvrdhbdt fqotdc kjrfkeh vfmcbvevc* vjlf M 0
cbv,jkj'b fqbybiyt,f (ituf[ctyt,'^ hjv tc ybiyfdc f(M 0 )>f(x) enjkj,bc
itchekt,fc .jdtkb x-bcf'dbc^ cflfw |x–M 0 |<ε hfbvt cfrvfhbcfl vwbht lflt,b'b ε
hbw[dbcf'dbc)& w[flbf^ itcfskt,tkbf fhct,j,ltc hfvltybvt vjlf (b[& vfufkb'fl
yf[& 1.14 (III nbgb))&
vfifcflfvt^ ufyfobkt,bc vjlbc vjcfst,yfl cfzbhjf vbcb cbvrdhbdbc vfmcb-
vfkehb vybidytkj,bc itcf,fvbcb f,cwbcbc vjst,yf& ufyfobkt,t,c^ hjvtk'f cbvrdhb-
dtcfw uffxybf th'b fct'b othnbkb^ eybvjlfkehb tojlt,f& wfkrtekb ufvjyfrkb-
ct,bc ufhlf (hjujhbwff vfufkb'fl^ [a,b] bynthdfkib 'fyf,fhb ufyfobkt,f)^
vjvfdfkib hjujhw otcb^ xdty cfmvt udtmyt,f eybvjlfkeh ufyfobkt,t,'fy&

yf[& 6.3

UFYFOBKT<BC RDFYNBKB& d'mdf'^ X itv'[dtdb'b cblblbc ufyfobkt,bc

aeymwbff F(x).
X itv'[dtdb'b cblblbc (fy hfw bubdtf^ F ufyfobkt,bc) p hbubc rdfynbkb (p-
rdfynbkb) tojlt,f bct' x p hbw[dc^ hjvtkbw evwbhtcbf bv hbw[dt,c ijhbc^
hjvkt,bc'dbcfw cheklt,f enjkj,f F(x)≥ p^ t&b&
x p = min{x : F(x)≥ p}. (6.9)
ufyfobkt,bc p-rdfynbkb ofhvjdflubyj' uhfabrekfl& d'mdf'^ ufyfobkt,bc
aeymwbf eo.dtnb lf vrfwhfl phlflbf% F(x 1 )<F(x 2 ), hjwf x 1 <x 2 & vfiby vf'tvfnbrehb
fyfkbpbc nthvbyjkjubb' p-rdfynbkb c[df fhfathbf^ 'e fhf F-bc itmwtekb
aeymwbbc vybidytkj,f p othnbkib^ F(x p ) = p (b[& yf[& 6.4)%
F(x)

xp=F -1(p) x

yf[& 6. 4
176

itdybiyj'^ hjv vtlbfyf itbskt,f ufybcfpqdhjc^ hjujhw 1/2 hbubc

rdfynbkb fye M=x 1/ 2 .
bv itv'[dtdfib^ hjltcfw eo.dtnb ufyfobkt,bc aeymwbfc fmdc velvbdj,bc
bynthdfkb [a,b]^ hjvkbcf'dbcfw F(a)=F(b)=p^ lf 'e x<a,F(x)<p, [jkj 'e x>b,
F(x)>p, rdfynbkbc ufycfpqdht,bc sfkb' udfmdc^ hjv x p =a&

F(x)

xp=a b x

yf[& 6. 5

lbcrhtnekb nbgbc X itv'[dtdb'b cblblbc p hbubc rdfynbkbc cfgjdytkfl

cfzbhjf vjbst,yjc x-bc bc vybidytkj,f^ hjvkbcf'dbcfw F(x – )<p lf F(x)≥p^ cflfw
F(x – )=P(X<x) (b[&yf[&6.6)&
F(x)
1

p
p1+p2
F(xp)
F(xp-)

x1 x2 ⋅⋅⋅ xp xr x
yf[& 6. 6

f,cjkenehfl eodtnb ufyfobkt,bc cbvrdhbdbc nthvbyt,ib p-rdfynbkbcf lf

vtlbfybc uhfabrekb ofhvjlutyf itvltubf (b[& yf[& 6.7)

yf[&6. 7
6 ITV"{DTDB" CBLBLT"F HBW{DB"B VF{FCBF"T<KT<B 177

LBCGTHCBF^ CFIEFKJ RDFLHFNEKB UFLF{HF& lfdbo.j' vfufkb'bc

ufy[bkdb'& ufydb[bkj' jhb lbcrhtnekb itv'[dtdb'b cblblt ufyfobkt,bc itvltub
rfyjyt,b':

–3 1 –90 45
X1 X2
1/4 3/4 1/3 2/3

ufy[bkek vfufkb'ib jhbdt itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbyb 0-

bc njkbf& vfh'kfw^ EX 1 =(–3)⋅1/4+1⋅3/4=0, EX 2 =(–90)⋅1/3+45⋅2/3=0^ vfuhfv fv
itv'[dtdb'b cblbltt,bc ufyfobkt,fyb ufyc[dflt,f bvb'^ hjv X 1 -bc itcfskj
vybidytkj,t,b ufwbkt,b' f[kjcff vf'tvfnbreh kjlby'fy (yek'fy)^ dblht X 2
itv'[dtdb'b cblblbcf&
itv'[dtdb'b cblblbc vybidytkj,t,bc vf'tvfnbrehb kjlbybc vbvfh'
ufafynekj,bc th'-th' vybidytkjdfy cfpjvc ofhvjflutyc itv'[dtdb'b cblblbc
lbcgthcbf&
X itv'[dtdb'b cblblbc lbcgthcbf (fqbybiyt,f DX-b'^ D fhbc gbhdtkb fcj
byukbcehb cbn.dbcf – Dispersion) tojlt,f (X–EX)2 itv'[dtdb'b cblblbc vf'tvfnb-
reh kjlbyc
DX = E(X–EX)2 & (6.10)
vf'tvfnbrehb kjlbybc 'dbct,t,bc ufvj.tyt,b' vbdbqt,'^ hjv
DX = E(X–EX)2 = E(X2–2X EX+(EX) 2) = EX2–2 EXEX+(EX)2 = EX2–(EX)2^ (6.11)
cflfw^ EX2-c tojlt,f X itv'[dtdb'b cblblbc vtjht hbubc vjvtynb&
vfufkbsb 6.4. ufvjd'dfkj' 5.2 vfufkb'ib vjwtvekb itv'[dtdb'b cblblbc
lbcgthcbf&
fvj[cyf& lbcgthcbf itbskt,f ufvjd'dfkj' jhb [th[b'^ (6.10) fy (6.11)-bc
ufvj.tyt,b'& vjyfwtvt,b lf itcf,fvbcb ufvj'dkt,b ofhvjdflubyj' itvltub jhb
[th[b'%

w[hbkb 6.2. gbhdtkb [th[b

i xi fi xifi (x i –EX)2 (x i –EX)2f i

1 –1 0.10 –0.1 5.29 0,5290
2 0 0.15 0 1.69 0,25350
3 1 0.30 0.3 0.09 0,0270
4 2 0.25 0.5 0.49 0,1225
5 3 0.20 0.6 2.89 0,5780
5 5
EX= ∑ xi f i =1.3 DX= ∑ ( xi − EX ) 2 f i =1.51
i =1 i =1
178

w[hbkb 6.3. vtjht [th[b

i xi fi xifi xi2 xi2 f i

1 –1 0.10 –0.1 1 0,1
2 0 0.15 0 0 0
3 1 0.30 0.3 1 0,3
4 2 0.25 0.5 4 1
5 3 0.20 0.6 9 1,8
5 5
EX= ∑ xi f i =1.3 EX 2 = ∑ xi2 f i = 3.2
i =1 i =1

DX=EX2–(EX)2=1,51

vjdb.dfyj' lbcgthcbbc 'dbct,t,b:

1) 'e c velvbdbf^ vfiby Dc=0&
2) D(aX+b)=a2DX^ t&b& itv'[dtdb' cblbltpt velvbdbc lfvfnt,f vbc lbcgthcbfc fh
wdkbc^ [jkj velvbdb vfvhfdkb rdflhfnekb [fhbc[b' uflbc lbcgthcbbc ybiybc
ufht'&
3) 'e X lf Y itv'[dtdb'b cblbltt,b lfvjerblt,tkbf^ vfiby D(X+Y) =DX+DY&
X itv'[dtdb'b cblblbc cfiefkj rdflhfnekb uflf[hf (fqbybiyt,f σ X -b')
tojlt,f fv itv'[dtdb'b cblblbc lbcgthcbblfy fhb'vtnbrek rdflhfnek atcdc:

σ X = + DX . (6.12)
σ X -c [ibhfl cnfylfhnek uflf[hfcfw eojlt,ty& uflf[hbc fv vf[fcbf't,-
kbc itvjqt,f bvb'ff vjnbdbht,ekb^ hjv bubdt pjvbc th'tekt,ib ufvjbcf[t,f^ hfw
X itv'[dtdb'b cblblt&
d'mdf'^ X itv'[dtdb' cblblbc vf'tvfnbrehb kjlbybf EX^ [jkj cfiefkj
rdflhfnekb uflf[hf σ X & ufydb[bkj' itv'[dtdb' cblblt
X − EX
Y= (6.13)
σX
lf ufvjd'dfkj' vbcb vf'tvfnbrehb kjlbyb lf lbcgthcbf& vf'tvfnbrehb kjlbybcf
lf lbcgthcbbc 'dbct,t,blfy ufvjvlbyfht vbdbqt,'^ hjv EY=0, DY=1. vfh'kfw

 X − EX  1
EY=E   = (EX–EX)=0
 σX  σX
lf
 X − EX 
DY=D   =(1/DX)D(X–EX)=1.
 σX 
6 ITV"{DTDB" CBLBLT"F HBW{DB"B VF{FCBF"T<KT<B 179

(6.12) ufhlfmvyfc /mdbf X itv'[dtdb'b cblblbc wtynhbht,f (vf'tvfnbrehb kjlbybc

ufvjrkt,f) lf yjhvbht,f (σ X -pt uf.jaf) fy eahj vjrktl itv'[dtdb'b cblblbc
cnfylfhnbpfwbf&

VJVTYNT<B^ FCBVTNHBF LF TMCWTCB& dbn.db'^ hjv X itv'[dtdb' cblbltc

uffxybf v'tkb lflt,b'b k hbubc cfchekb cfo.bcb vjvtynb
µ′k =EXk,

'e E|X|k<∞. fvfdt itv'[dtdfib^ 'e itvjdbqt,' fqybidyfc µ= µ1′ =EX, ufybvfhnt,f X
itv'[dtdb'b cblblbc k hbubc wtynhfkehb vjvtynb
µ k =E(X–µ)k.
fv fqybidyt,ib σ2=DX=µ 2 , cflfw σ=σ X .
wtynhfkeh lf cfo.bc vjvtynt,c ijhbc fhct,j,c vfhnbdb rfdibhb&
vfufkb'fl^
µ 2 = µ ′2 −µ2,

µ 3 = µ1′ −3 µ ′2 ⋅µ+2µ3,

µ 4 = µ ′4 −4 µ ′3 ⋅µ+6 µ ′2 ⋅µ2−3µ4.
wtynhfkehb vjvtynt,bc vtidtj,b' ufybcfpqdht,f bct'b vybidytkjdfyb
vf[fcbf't,kt,b hjujhbwff fcbvtnhbbcf lf tmcwtcbc rjtabwbtynt,b&
fcbvtnhbbc pjvfc cfaesdkfl tlt,f cfiefkj re,ehb uflf[hf lf
fcbvtnhbbc rjtabwbtync fyufhbij,ty
µ
α = 33
σ
ajhvekb'& cfiefkj re,ehb uflf[hf cfiefkt,fc udfsktdc eahj chekfl
ufdb'dfkbcobyj' itv'[dtdb'b cblblbc lblb uflf[ht,b& ufyfobkt,bc fcbvtnhbbc
itv'[dtdfib ufyfobkt,bc vhelbc th'b v[fht bsktdf eahj lbl re,eh uflf[hfc
vtjht v[fhtc'fy itlfht,b' lf hflufy re,ehb uflf[hbc lhjc uflf[hbc ybifyb
yfhxeylt,f^ re,eh uflf[ht,c ijhbc ufyc[dfdt,f fxdtyt,c lflt,b' fy efh.jab'
fcbvtnhbfc&
'e X itv'[dtdb'b cblblbc ufyfobkt,f cbvtnhbekbf 'fdbcb µ=EX cfiefkj
vybidytkj,bc vbvfh'^ vfiby X itv'[dtdb'b cblblbc .dtkf rtynb hbubc wtynhfkehb
vjvtynb yekbc njkbf& fmtlfy ufvjvlbyfht fcbvtnhbbc rjtabwbtynbw yekbc
njkbf&
'e α>0, vfiby ufyfobkt,f vfh]dybd fcbvtnhbekbf (yf[& 6.8)^ [jkj α<0
ybiyfdc^ hjv ufyfobkt,f vfhw[ybd fcbvtnhbekbf (yf[& 6.9)&
180

yf[& 6.8 yf[& 6.9

tmcwtcbc rjtabwbtynb e f[fcbf't,c ufyfobkt,bc rjywtynhfwbbc [fhbc[c

cfiefkj vybidytkj,bc bhudkbd& bub ufvjb'dkt,f
µ
e = 44 − 3
σ
ajhvekb'& hfw eahj lblbf e, vb' vtnflff rjywtynhbht,ekb ufyfobkt,f µ-c
bhudkbd^ fye cbvrdhbdtc µ-othnbkib fmdc vfqfkb gbrb^ lf gbhbmb'

yf[& 6.10

fv cfrb'[c xdty rbltd th'[tk itdt[t,b' t&o& yjhvfkehb ufyfobkt,bc

ufy[bkdbcfc&
cfbynthtcjf X itv'[dtdb'b cblblbc ufyfobkt,bc cbvtnhbekj,bc fqothf
vtlbfybc^ vjlbcf lf vf'tvfnbrehb kjlbybc cfiefkt,b' eo.dtnb ufyfobkt,bc
itv'[dtdfib& eo.dtnb (fye f,cjkenehfl eo.dtnb) ufyfobkt,bc lhjc ufyfobkt,bc
cbvtnhbekj,f cbvrdhbdbc nthvbyt,ib itvltuyfbhfl ufvjb'mvbc%
ufyfobkt,f cbvtnhbekbf c othnbkbc vbvfh'^ 'e
f(c+x) = f(c–x)
.jdtkb x-bcf'dbc&
'e tc njkj,f cheklt,f hfbvt c-cf'dbc^ vfiby vf'tvfnbrehb kjlbybc lf
vtlbfybc ufycfpqdhbc 'fyf[vfl µ=M=c& fvbnjv ufyfobkt,f cbvtnhbekb itbskt,f
b.jc v[jkjl vbc kjlbycf lf vtlbfyfpt ufvfdfkb qthsbc vbvfh'& ufhlf fvbcf^ 'e
ufyfobkt,f eybvjlfkehbf^ vfiby ufyfobkt,bc vjlfw c othnbkc lftv'[dtdf lf cb-
vtnhbekb eybvjlfkehb ufyfobkt,bc lhjc flubkb fmdc njkj,fc
6 ITV"{DTDB" CBLBLT"F HBW{DB"B VF{FCBF"T<KT<B 181

µ=M=M 0 .
vtjhtc v[hbd^ ufyfobkt,bc vtlbfyf^ evhfdktc itv'[dtdfib^ 'fdclt,f ufyfob-
kt,bc vjlfcf lf vf'tvfnbreh kjlbyc ijhbc^ hbc ufvjw ufyfobkt,bc fcbvtn-
hbekj,bc cfpjvfl vf'tvfnbreh kjlbycf lf vjlfc ijhbc c[dfj,f ufvjb.tyt,f&
fvhbufl ufyfobkt,bc vf'tvfnbrehb kjlbybcf lf vjlbc lfv'[dtdf (fv lhjc^
hjujhw otcb^ ufyfobkt,bc vtlbfyfw bubdt vybidytkj,fc vbbqt,c) ufyfobkt,bc
cbvtnhbekj,bc v[jkjl fewbkt,tk gbhj,fc ofhvjflutyc lf µ=M=M 0 njkj,bc
itchekt,f^ cfpjufljl^ ufyfobkt,bc cbvtnhbekj,fc dth epheydtk.jac (itbskt,f
vfhnbdb vfufkb'bc fut,f)^ vfuhfv µ=M 0 njkj,bc lfhqdtdbc itv'[dtdfib
itcfskt,tkbf ufyfobkt,bc fcbvtnhbekj,fpt cfe,fhb& hjltcfw M 0 <µ^ fv,j,ty^ hjv
ufyfobkt,f fcbvtnhbekbf vfh]dybd lf 'e M 0 >µ^ vfiby ufyfobkt,f fcbvtnhbekbf
vfhw[ybd& vjud.fdc itcf,fvbcb cmtvfnehb yf[fpt,b&

f) eybvjlfkehb cbvtnhbekb ufyfobkt,f&

yf[& 6. 11

,) eybvjlfkehb vfh]dybd u) eybvjlfkehb^ vfhw[ybd

fcbvtnhekb ufyfobkt,f& fcbvtnhekb ufyfobkt,f&

yf[& 6.12 yf[& 6. 13

w[flbf^ .jdtk'dbc fh fhbc ufvfh'kt,ekb ufyfobkt,bc fcbvtnhbekj,fpt

vc]tkj,f v[jkjl uhfabrpt vjlbcf lf cfiefkjc vlt,fhtj,bc vb[tldb'^ vb'
evtntc^ hjv [ibhfl ufyfobkt,bc cbvtnhbekj,bc ufycfpqdhf udb[lt,f ithxtdb'b
182

vf[fcbf't,kt,bc cfiefkt,b'& vfufkb'fl^ th'b vfcinf,bc fhxtdbcfc uhfabrvf

itbskt,f ufhrdtekb fcbvtnhbf fxdtyjc lf c[df vfcinf,bc lhjc rb 'b'mvbc
cbvtnhbekb fqvjxyltc^ fy cbvtnhbekb ufyfobkt,bc itcf,fvbcb /bcnjuhfvf
itbskt,f b.jc cfrvfjl fcbvtnhbekb ufhrdtekb bynthdfkehb lf.jabc lhjc&
fvbnjv fewbkt,tkb itbmyf ufyfobkt,bc fcbvtnhbekj,bc ptvj'
ufyvfhnt,ekb pjvbc itvjqt,f&
pju itv'[dtdfib fcbvtnhbbc cfpjvfl b[vfht,f gbhcjybc vbth itvj'fdf-
pt,ekb fcbvtnhbbc itvltub rjtabwbtynb&
cfiefkj − vjlf µ − M0
α= = .
cnfylfhnekb uflf[hf σ
fcbvtnhbbc fv rjtabwbtynbc ufvj'dkf vje[th[t,tkbf bvbc ufvj^ hjv [ibh
itv'[dtdfib fh fhbc fldbkb ufyfobkt,bc vjlbc ufvj'dkf& fv cbh'ekbc udthlbc
fdkf itbskt,f vj[th[ltc hfvltybvt upb'& vfufkb'fl [ibhfl [vfhj,ty tvgbhbek
'fyfafhlj,fc µ–M 0 ≈3(µ–M)^ hjvtkbw lblb cbpecnb' cheklt,f pjvbthfl
fcbvtnhbekb ufyfobkt,bcf'dbc& fhct,j,c fv erfyfcrytkb ufvjcf[ekt,bcf'dbc
eahj pecnb vbf[kjt,b'b ajhvekt,bw&

VJVTYN"F VFOFHVJT<TKB AEYMWBF& X itv'[dtdb'b cblblbc vjvtyn'f

vfofhvjt,tkb aeymwbf fy e,hfkjl vfofhvjt,tkb aeymwbf itvltuyfbhfl
ufybvfhnt,f
M X (t)=E(etX)
buekbc[vt,f^ hjv Eetx <∞& t&b&

∑ e txi f i , lbcrhtnekb ufyfobkt, bc itv' [dtdfib^

i
M X (t) = + ∞
tx
 ∫ e f X ( x)dx, eo.dtnb ufyfobkt, bcf' dbc f X ( x) cbvrdhbdb'&
−∞
M X (t) aeymwbfc vjvtyn'f vfofhvjt,tkb aeymwbf tojlt,f bv 'dbct,bc ufvj^
hjv vbcb vtidtj,b' itcfskt,tkbf X itv'[dtdb'b cblblbc yt,bcvbthb r hbubc
cfo.bcb vjvtynbc ufvj'dkf& vfufkb'fl

d
µ = µ1′ = M X (t ) ^
dt t =0

d2
µ′2 = M X (t )
dt 2 t =0

lf f&i& (buekbc[vt,f M X (t) aeymwbbc ofhvjt,ekbc fhct,j,f)&

vjdb.dfyj' vfofhvjt,tkb aeymwbbc hfvltybvt vybidytkjdfyb 'dbct,f&

6 ITV"{DTDB" CBLBLT"F HBW{DB"B VF{FCBF"T<KT<B 183

a. 'e M X (t) X itv'[dtdb'b cblblbc vfofhvjt,tkb aeymwbff^ [jkj a lf b

yfvldbkb hbw[dt,bf^ vfiby Y=aX+b itv'[dtdb'b cblblbc vfofhvjt,tkb
aeymwbf bmyt,f
M Y (t)=etb M X (at).
b. 'e X lfY lfvjerblt,tkb itv'[dtdb'b cblbltt,bf^ vfiby
M X+Y (t)= M X (t) M Y (t) (6.14)
c. 'e X lf Y itv'[dtdb'b cblbltt,bf M X (t) lf M Y (t) vjvtyn'f vfofhvjt,tkb
aeymwbt,b'^ vfiby X lf Y cblbltt,c fmd' th'b lf bubdt ufyfobkt,f vfiby lf
v[jkjl vfiby^ hjwf M X (t)=M Y (t), .dtkf t-'dbc;

itv'[dtdb'b cblblbc vjvtyn'f vfofhvjt,tkb aeymwbbc itvjqt,f vj[th[t-

,ekbf lfvjerblt,tk itv'[dtdb' cblblt'f ]fvbc .jafmwtdbc itcfcofdkfl^ hflufy
vbcb cfiefkt,b' wfkcf[fl ufybcfpqdht,f itv'[dtdb'b cblblbc ufyfobkt,bc aey-
mwbf lf itv'[dtdb' cblblt'f ]fvbc vfofhvjt,tkb aeymwbf fldbkfl bfyufhbit,f
wfkrtek itcfrht,'f vfofhvjt,tk aeymwbf'f cfiefkt,b' (6.14) ajhvekb'^ vfiby
hjwf itv'[dtdb' cblblt'f ]fvbc ufyfobkt,bc aeymwbbc ufvj'dkf cfrvfjl
h'ekbf&

mdtvj'^ 6.4 w[hbkib vb'b't,ekbf itv'[dtdb'b cblbltt,bc hbw[db'b vf[f-

cbf't,kt,bc ufvj'dkbc ajhvekt,b lbcrhtnekb lf eo.dtnb ufyfobkt,t,bcf'dbc

w[hbkb 6.4.
hbw[db'b
lbcrhtnekb nbgb eo.dtnb nbgb
vf[fcbf't,kt,b
r +∞
vf'tvfnbrehb kjlbyb EX= ∑ xi f i EX= ∫ uf (u )du
i =1 −∞
r +∞
k-ehb hbubc vjvtynb EXk= ∑ xik f i EXk= ∫ u k f (u )du
i =1 −∞

lbcgthcbf DX=E(X–EX)2= EX2–(EX)2

cfiefkj rdflhfnekb
uflf[hf σ X = + DX
p-rdfynbkb x p = min{x : F(x) ≥ p}
vtlbfyf M = x 1/2 = min{x : F(x) ≥ 1/2}
184

p hbubc rdfynbkb vtlbfyf vjlf

fcbvtnhbekb vfhw[ybd cbvtnhbekb fcbvtnhbekb vfh]dybd

yf[& 6.14.

'e ithxtdb' vf[fcbf't,kt,c (lf cfpjufljl .jdtkudfhb cfchekb

cnfnbcnbrehb th'j,kbj,bc vf[fcbf't,kt,c) itv'[dtdb' cblblt'f hbw[db'b
vf[fcbf't,kt,bc re'[b' itd[tlfd'^ fldbkfl itdfvxytd' itvltu fyfkjubfc&
d'mdf'^ vjwtvekbf x hfjltyj,hbd ybifypt lfrdbhdt,f'f vbvltdhj,f
x 1 ,x 2 ,...,x n . (6.15)
itvjdbqj' abmnbehb itv'[dtdb'b cblblt ξ lbcrhtnekb ufyfobkt,b'^
hjvtkbw .jdtkb x i vybidytkj,fc vbfybzt,c 1/n fk,f'j,fc%

 x1 , ... , x n 
ξ  1 1  .
 , ... , 
n n
vtnb cbw[flbcf'dbc (6.15)-lfy itudbskbf itdmvyf' phlflb dfhbfwbekb
vorhbdb% x(1) , ... , x(r) n 1 , ... , n r cb[ibhtt,b'^ n 1 +⋅⋅⋅+n r = n, lf ufvjdb.tyj' xfyfothb

 x (1) , ... , x ( r ) 
 
ξ  n1 nr  . (6.16)
 , ... , 
 n n 
vfiby fhb'vtnbrekb cfiefkjf
6 ITV"{DTDB" CBLBLT"F HBW{DB"B VF{FCBF"T<KT<B 185

1 n 1 r
x =∑ xi = ∑ n j x
( j)
=Eξ,
n i =1 n j =1
[jkj ithxtdb'b lbcgthcbf fhbc
1 n 1 r
s2 = ∑ ( x i − x ) 2 = ∑ n j ( x ( j ) − x ) 2 = D ξ
n i =1 n j =1
lf cfpjufljl (6.15) th'j,kbj,bc yt,bcvbthb k hbubc cfo.bcb fy wtynhfkehb
ithxtdb'b vjvtynb itcf,fvbcfl Eξk lf E(ξ–Eξ)k cf[b' xfbotht,f&
.jdtkudfhb rfdibhb ithxtdb' vjvtynt,c ijhbc ξ itv'[dtdb'b cblblbc
nthvbyt,ib eahj vrfabjl ufvjb'mvbc& vfufkb'fl^ 'fyflj,f
Dξ = Eξ2–(Eξ)2
ittcf,fvt,f
2 2
1 n 1 n  1 n 1 n 
s = ∑  xi − ∑ xi  = ∑ xi2 –  ∑ xi  .
2
n i =1  n i =1  n i =1  n i =1 
'fyflj,fc^ hjvtkbw th'b it[tldb' fhw 'e bct vfhnbdbf&
ithxtdb'b vtlbfyf lf cfth'jl p-rdfynbkb fctdt ξ lbcrhtnekb itv'[dtdb'b
cblblbc vtlbfyf lf p-rdfynbkb ufvjdf^ itcf,fvbcfl& ufyc[dfdt,f bcff^ hjv hjwf n
keobf (6.15) th'j,kbj,bc vtlbfybc hjkib
x (1) ≤ ⋅⋅⋅ ≤ x (n)
dfhbfwbekb vorhbdbc ief otdht,bc (x (n / 2 ) + x (n / 2+1) ) 2 yf[tdfh]fvc dbqt,'^ vfiby
hjwf ξ lbcrhtnekb itv'[dtdb'b cblblbcf'dbc fct' itv'[dtdfib udtmyt,f
vtlbfyehb bynthdfkb (hjwf x (n/2) lf x (n/2+1) ufyc[dfdt,ekb hbw[dt,bf) lf
ufhrdtekj,bcf'dbc fv bynthdfkbc vfhw[tyf ,jkjc fye x (n/2) -c bhxtdty&
fv ajhvfkehb fyfkjubbc vbqvf lblb vybidytkj,bc ibyffhcj,hbdb afmnt,b
stdc& vfufkb'fl^ fk,f'j,bc 'tjhbbc 'tjhtvf t&o& lbl hbw[d'f rfyjyb (b[& 'fdb 8)
itv'[dtdb' cblblt'f fhb'vtnbrekb cfiefkjc vluhflj,bc cnfnbcnbreh rfyjy-
pjvbtht,fc fqothc^ t&o& wtynhfkehb pqdfhb'b 'tjhtvf fqothc akemnefwbt,c
vluhflb vlujvfhtj,bc ufhitvj lf f&i&^ hfw cf,jkjj ]fvib lfcrdyb'b cnfnbcnbrbc
mdfre'[tlfl udtdkbyt,f&

§ 2. VHFDFKUFYPJVBKT<BFY ITV"{DTDB" CBLBLT"F

HBW{DB"B VF{FCBF"T<KT<B
]th ufydb[bkj' jhb itv'[dtdb'b cblblbc th'j,kbdb ufyfobkt,bc fye
jhufypjvbkt,bfyb itv'[dtdb'b dtmnjhbc vf[fcbf't,kt,b&

JHUFYPJVBKT<BFYB ITV"{DTDB"B CBLBLBC HBW{DB"B VF{FCBF"T<-

KT<B& d'mdf'^ (X,Y) dtmnjhbc rjvgjytynt,bc vf'tvfnbrehb kjlbybf itcf,fvbcfl
186

EX-bc lf EY-bc njkbf& vfiby (EX,EY) hbw[db' dtmnjhc eojlt,ty (X,Y) itv'[dtdb'b
dtmnjhbc vf'tvfnbreh kjlbyc (fy kjlbyt,bc dtmnjhc)& (EX,EY) dtmnjhbc rjvgj-
ytynt,c fmdc th'ufypjvbkt,bfyb itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbybc
.dtkf 'dbct,f lf fvbnjv xdty vf' fqfh ufdbvtjht,'&
ufydcfpqdhj' jhufypjvbkt,bfyb itv'[dtdb'b cblblbc c[df hbw[db'b
vf[fcbf't,kt,b&
X lf Y itv'[dtdb'b cblbltt,bc rjdfhbfwbf tojlt,f fv cblblt'f vf'bdt
vf'tvfnbrehb kjlbyt,blfy uflf[ht,bc yfvhfdkbc vf'tvfnbreh kjlbyc%
cov(X,Y)=E[(X–EX)(Y–EY)]. (6.17)
vf'tvfnbreh kjlbybc 'dbct,t,bc ufvj.tyt,b'^ fldbkb cfxdtyt,tkbf^ hjv
cov(X,Y) = EXY–EXEY, (6.18)
cflfw
n m
EXY = ∑ ∑ xi ⋅ y j ⋅ pij (6.19)
i =1 j =1
lbcrhtnekb ufyfobkt,bc itv'[dtdfib^ [jkj eo.dtnb ufyfobkt,bc itv'[dtdfib
+∞ +∞
EXY = ∫ ∫ s u f ( s, u ) ds du , (6.20)
−∞ −∞

buekbc[vt,f^ hjv
+∞ +∞
∫ ∫ | s u | f ( s, u ) ds du < ∞ .
−∞ −∞

itdybiyj'^ hjv 'e X lf Y itv'[dtdb'b cblbltt,b lfvjerblt,tkbf^ vfiby

EXY=EX⋅EY lf
cov(X,Y) = 0. (6.21)
(6.17) ajhvekblfy ufvjvlbyfhtj,c^ hjv itv'[dtdb'b cblblbc lbcgthcbf
itbskt,f ufydb[bkj'^ hjujhw fv itv'[dtdb'b cblblbc 'fdbc 'fd'fy rjdfhbfwbf&
vfh'kfw^ rjdfhbfwbbc ufycfpqdht,bc 'fyf[vfl^
cov(X,X)=E(X–EX)(X–EX)=E(X–EX)2=DX .
rjdfhbfwbfc uffxybf itvltub 'dbct,t,b:
1) cov(X,Y)=cov(Y,X) – rjdfhbfwbf cbvtnhekbf*
2) cov(X 1 +X 2, Y)=cov(X 1 ,Y)+cov(X 2 ,Y) – rjdfhbfwbf flbwbehbf*
3) cov(aX+b,Y)=acov(X,Y) – itv'[dtdb' cblbltpt velvbdb cblblbc lfvfnt,f vbc
rjdfhbfwbfc vtjht itv'[dtdb' cblbltc'fy fh wdkbc^ [jkj velvbdb vfvhfdkb
uflbc rjdfhbfwbbc ybiybc ufht'*
4) 'e X lf Y itv'[dtdb'b cblbltt,b lfvjerblt,tkbf^ vfiby cov(X,Y)=0&
6 ITV"{DTDB" CBLBLT"F HBW{DB"B VF{FCBF"T<KT<B 187

rjdfhbfwbf f[fcbf't,c rfdibhc jh itv'[dtdb' cblbltc ijhbc& cf[tklj,h^

hjujhw rjdfhbfwbbc (6.17) ufycfpqdht,blfy xfyc^ bc ofhvjflutyc jhb itv'[dtdb'b
cblblbc vf'b cfiefkjt,bc vbvfh' .jafmwtdbc "vcufdct,bc" cfpjvc: rjdfhbfwbf
lflt,b'bf^ 'e X lf Y itv'[dtdb'b cblbltt,b cfiefkjl th'cf lf bvfdt v[fhtc
b[ht,bfy itcf,fvbcfl EX lf EY vybidytkj,t,blfy lf bc efh.jab'bf^ 'e X lf Y
itv'[dtdb'b cblbltt,b EX lf EY vybidytkj,t,blfy cfiefkjl c[dflfc[df v[fhtc
fhbfy uflf[hbkb& cfpjufljl rjdfhbfwbbc rjtabwbtynvf itbskt,f vbbqjc yt,bc-
vbthb hbw[db'b vybidytkj,f (–∞ ,∞) bynthdfkblfy&
jh itv'[dtdb' cblbltc ijhbc lfvjrblt,ekt,bc lfcf[fcbf't,kfl eahj
vj[th[t,ekbf t&o& rjhtkfwbbc rjtabwbtynbc itvjqt,f&
X lf Y itv'[dtdb'b cblbltt,bc rjhtkfwbbc rjtabwbtynb tojlt,f hbw[dc
cov ( X , Y ) cov ( X , Y )
ρ(X,Y) = = & (6.22)
DX DY σ X σY
hjujhw d[tlfd'^ vj[lf rjdfhbfwbbc rjtabwbtynbc v[jkjl yjhvbht,f^ vfcinf,bc
itwdkf^ vfuhfv fv yjhvbht,fc fmdc ufhrdtekb fk,f'ehb ibyffhcb^ hjvtkbw rfhufl
xfyc rjhtkfwbbc rjtabwbtynbc mdtvj' xfvj'dkbkb 'dbct,t,blfy:
10 ρ(X,Y) = ρ(Y,X),
− 1, ' e a < 0,

2 ρ(aX,Y) = sign a ρ(X,Y), cflfw sign a =  0, ' e a = 0,
0

+ 1, ' e a > 0,

30 |ρ(X,Y)| ≤ 1 ,
40 'e X lf Y itv'[dtdb'b cblbltt,b lfvjerblt,tkbf^ vfiby ρ(X,Y) = 0&
50 |ρ(X,Y)|=1 vfiby lf v[jkjl vfiby^ hjwf Y=aX+b hfbvt yfvldbkb a lf b
hbw[dt,bcf'dbc fye^ hjwf X lf Y itv'[dtdb' cblbltt,c ijhbc fhct,j,c
ohabdb rfdibhb^ fvfc'fy a>0 vfiby lf v[jkjl vfiby^ hjltcfw ρ=1 lf a<0
vfiby lf v[jkjl vfiby^ hjltcfw ρ=−1.

cfpjufljl 40 'dbct,bc it,heyt,ekb lt,ekt,f^ hjv "'e ρ(X,Y)=0^ vfiby X lf

Y itv'[dtdb'b cblbltt,b lfvjerblt,tkbf"^ fh fhbc cojhb& hjwf ρ(X,Y)=0 fv,j,ty^
hjv X lf Y itv'[dtdb'b cblbltt,b fhfrjhtkbht,ekbf fhct,j,c th'flth'b rkfcb
eo.dtnb itv'[dtdb'b cblbltt,bcf^ hjvtk'f'dbcfw fhfrjhtkbht,bcf lf
lfvjerblt,kj,bc wyt,t,b tv'[dtdf* rthsjl^ tc fhbc rkfcb yjhvfkehfl
ufyfobkt,ekb itv'[dtdb'b cblbltt,bcf& vjdb.dfyj' vfufkb'b bvbcf^ hjv fhfrjht-
kbht,ekj,blfy fh ufvjvlbyfhtj,c itv'[dtdb' cblblt'f lfvjerblt,kj,f&
vfufkbsb 6.5. ufvjd'dfkj' X lf |X–Y| itv'[dtdb'b cblbltt,bc rjdfhbfwbbc
rjtabwbtynb^ cflfw X lf Y vfufkb' 5.6-ibf ufycfpqdhekb&
188

fvj[cyf. X lf |X–Y| itv'[dtdb'b cblbltt,bc th'j,kbdb lf vfhubyfkehb

ufyfobkt,bc rfyjyt,b vjbwtvf w[hbkb'

|X–Y|
0 1 2 3 4 5 f i.
X
1 1/36 1/36 1/36 1/36 1/36 1/36 1/6
2 1/36 2/36 1/36 1/36 1/36 0 1/6
3 1/36 2/36 2/36 1/36 0 0 1/6
4 1/36 2/36 2/36 1/36 0 0 1/6
5 1/36 2/36 1/36 1/36 1/36 0 1/6
6 1/36 1/36 1/36 1/36 1/36 1/36 1/6
f .j 6/36 10/36 8/36 6/36 4/36 2/36 1

cfblfyfw dgjekj,'^ hjv

6 6
EX= ∑ j.P{X=j}= ∑ j.(1/6)=(1+2+3+4+5+6)/6=21/6=7/2,
j =1 j =1
6
EY= ∑ i.P{Y|=i}=0(6/36)+...+5(2/36)=35/18
i =1

lf fctdt^
6 6
EXY= ∑ ∑ i ⋅ jP{ X = i, Y = j} = 1.0.(1/36)+...+1.5.(1/36)+2.0.(1/36)+...+6.5.(1/36) = 245/36.
j =1i =1

vfifcflfvt^ cov(X,Y)=245/36–(7/2)(35/18)=0 fye ρ(X,Y)=0, vbe[tlfdfl bvbcf^ hjv

hjujhw dfxdtyt' 6.9 vfufkb'ib X lf Y itv'[dtdb'b cblbltt,b fh fhbfy th'vfyt-
'bcfufy lfvjerblt,tkb& c[dfyfbhfl hjv d'mdf'^ ρ(X,Y)=0 njkj,blfy fh ufvjvlb-
yfhtj,c X lf Y itv'[dtdb'b cblbltt,bc lfvjerblt,kj,f&
yt,bcvbthb X lf Y itv'[dtdb'b cblbltt,bcf'dbc flubkb fmdc itvltu
njkj,fc%
D(X+Y)=E((X+Y)–E(X+Y))2=E((X–EX)+(Y–EY))2=
=E((X–EX)2 +2(X–EX)(Y–EY)+(E–EY)2).
fvhbufl^
D(X+Y) = DX+DY+2cov(X,Y).
tc afmnb cfvfh'kbfybf itcfrht,'f yt,bcvbthb cfchekb hfjltyj,bcf'dbc%

( )
D ∑ X i  = ∑ DX i + 2 ∑ cov X i , X j .
n n

 i =1  i =1 i< j

'dfkcfxbyjt,bcf'dbc vbqt,ekb ajhvekt,b vjdb.dfyj' itvltub w[hbkbc

cf[b'%
6 ITV"{DTDB" CBLBLT"F HBW{DB"B VF{FCBF"T<KT<B 189

lbcrhtnekb nbgb eo.dtnb nbgb

cov(X,Y)=EXY–EXEY
cov( X , Y )
ρ(X,Y)=
σ X σY
D(X+Y) = DX+DY+2cov(X,Y)
EXY= ∑ ∑ xi y j P{ X = xi , Y = y j } EXY= +∞ +∞
∫ ∫ xy f ( x, y ) dxdy
i j −∞ −∞

k-UFYPBVBKT<BFYB ITV"{DTDB"B DTMNJHBC HBW{DB"B VF{FCBF"T<-

KT<B& f[kf xdty vjrktl itdt[t,b' k-ufypjvbkt,bfyb itv'[dtdb'b cblbltt,bc fye
itv'[dtdb'b dtmnjht,bc vf[fcbf't,kt,c^ fvfc'fy pjub hfv k=2 itv'[dtdbcf'dbcfw
f[kf bmyt,f itvjqt,ekb&
'e X = (X 1 , ... , X k ) fhbc k-ufypbvbkt,bfyb itv'[dtdb'b dtmnjhb lf h(x),
x=(x 1 ,...,x k ), fhbc k yfvldbkb wdkflbc^ d'mdf'^ eo.dtnb yfvldbkb aeymwbf^ vfiby bvbc
vcufdcfl^ hjujhw vbdbqt' itv'[dtdb'b cblblbc aeymwbbc vf'tvfnbrehb kjlbybc
(6.5) lf (6.6) ajhvekt,b^ dqt,ekj,' itvltu ajhvekt,c Eh(X) vf'tvfnbrehb
kjlbybcf'dbc&
hjwf X lbcrhtnekbf^ fye X-bc x(j)=(x 1 (j), ... , x n (j)), j=1,2, ... vybidytkj,t,b
∞
P X (x(j)) fk,f'j,t,b' vbbqt,f^ ∑ PX ( x ( j ) ) = 1 ^ vfiby
j =1
∞
Eh(X) = ∑ h( x ( j ) ) PX ( x ( j ) ) ^ (6.23)
j =1

hjwf X eo.dtnbf^ fye fhct,j,c f X (x 1 ,...,x k ) cbvrdhbdt^ vfiby

∞ ∞
Eh(X) = ∫  ∫ h( x1 ,..., x k ) f X ( x1 ,..., x k )dx1  dx k ) ^ (6.24)
−∞ −∞
fv ajhvekt,bc itcf,fvbcfl xdty itbskt,f fphb vbdwt'
EX i lf cov(X i ,X j ) = E(X i –EX i )(X j –EX j )
vf'tvfnbreh kjlbyt,c^ cflfw gbhdtk itv'[dtdfib h(x)=x j ^ [jkj vtjhtib – h(x)=
E(x i –EX i )(x j –EX j )^ 'evwf vf' ufvjcf'dktkfl cfrvfhbcbf X i rjvgjytynbc (hjujhw
itv'[dtdb'b cblblbcf) lf (X i ,X j ) jhufypjvbkt,bfyb itv'[dtdb'b cblblbc vfhub-
yfkehb ufyfobkt,t,bc vf[fcbf't,kt,bc ufvj'dkfw& 'fdbc v[hbd tc erfyfcrytkb
vt[e't 'fdbc ,jkjc fqothbkb vt'jlb' vjbwtvf&
X = (X 1 , ... , X k ) itv'[dtdb'b dtmnjhbc vf'tvfnbrehb kjlbyb tojlt,f dtm-
njhc^ hjvkbc rjvgjytynt,bf X dtmnjhbc rjvgjytyn'f vf'tvfnbrehb kjlbyt,b&
EX = (EX 1 , ... , EX k ).
f[kf ofhvjdblubyj'^ hjv ufvj'dkbkbf .dtkf rjdfhbfwbf
c ij = cov(X i ,X j ), i, j=1,2,...,k.
190

rthsjl^ i=j itv'[dtdfib cov(X i ,X j )=D(X i ) lf itdflubyj' k×k vfnhbwf

cov(X) = || c ij ||, i, j=1,2,...,k,
hjvtkcfw rjhtkfwbbc vfnhbwf tojlt,f& tc vfnhbwf cfchekb tktvtynt,bcfufy
itlut,f^ 'e cfchekbf D(X i ), i=1,2,...,k, lbcgthcbt,b (rjib-,eybfrjdcrbc enjkj,bc
'fyf[vfl)&
w[flbf^ hjv cov(X i ,X j )=ρ ij σ i σ j ^ cflfw
ρ ij = ρ(X i ,X j ), i, j=1,2,...,k,
fhbc X i lf X j itv'[dtdb'b cblbltt,bc rjhtkfwbbc rjtabwbtynb^ ρ ii =1, i=1,2,...,k&
'e X-bc rjvgjytynt,b lfvjerblt,tkbf^ vfiby
ρ ii = 0, i ≠ j,
lf cov(X) vfnhbwf lbfujyfkehb ufvjdf^ jhb ufypjvbkt,bc itv'[dtdfib^ 'e EX 1 =µ 1 ,
EX 2 =µ 2
EX = (EX 1 , EX 2 ) = (µ 1 , µ 2 )
lf
σ12 ρσ1σ 2
cov(X) = ,
ρσ1σ 2 σ 22
cflfw ρ=ρ(X 1 ,X 2 ) lf flubkb fmdc itvltu vfnhbwek njkj,fc^ cflfw

σ1 0 1 ρ σ1 0
cov(X) = ,
0 σ2 ρ 1 0 σ2
ief vfnhbwfc ρ(X) rjhtkfwbehb vfnhbwf tojlt,f&

EX-bcf lf cov(X)-bc sdbct,t,b&* EX lf cov(X) vf[fcbf't,kt,c ,eyt,hbdb

'dbct,t,b uffxybf'& vfufkb'fl 'e dbuekbc[vt,'^ hjv dtmnjht,b cdtnbc cf[b'ff
xfothbkb^ X itv'[dtdb'b dtmnjhbc A k×k-vfnhbwbcf lf b velvbdb dtmnjhbc
vtidtj,b' ohabdb ufhlfbmvybcfc fqvjxylt,f^ hjv EX vf'tvfnbrehb kjlbyb
ohabdfl ufhlfbmvyt,f%
E(AX+b) = AEX+b.
X lf Y itv'[dtdb' dtmnjh'f ]fvbcf'dbc^
E(X+Y) = EX+EY,
[jkj 'e X lf Y itv'[dtdb' dtmnjht,b lfvjerblt,tkbf^
cov(X+Y) = cov(X)+cov(Y).
,jkjc rb itdybiyj'^ hjv
6 ITV"{DTDB" CBLBLT"F HBW{DB"B VF{FCBF"T<KT<B 191

cov(AX+b) = Acov(X)AT,
cflfw AT fhbc A-c nhfycgjybht,ekb vfnhbwf&

§ 3. GBHJ<B"B UFYFOBKT<F LF GBHJ<B"B

VF"TVFNBREHB KJLBYB

ufdb[ctyj' gbhj,b'b fk,f'j,bc ufyvfhnt,f& hjujhw udf[cjdc^ 'e P(B)>0^

vfiby
P{ AB}
P{ A | B} =
^ (6.25)
P{B}
lfdeidf'^ hjv vjwtvekbf X itv'[dtdb'b cblblt lf A [ljvbkj,f itvltub cf[bcff%
A={X≤x}& vfiby (6.25)-blfy vbdbqt,':
P{ X ≤ x, B}
P{X ≤ x|B}= ,
P{B}
fldbkb cfyf[fdbf^ hjv .jdtkb abmcbht,ekb B-cf'dbc P{X≤x|B} fhbc ufyfobkt,bc
aeymwbf. ,eyt,hbdbf^ ufyfobkt,bc fv aeymwbfc deojlj' X itv'[dtdb'b cblblbc
gbhj,b'b ufyfobkt,bc aeymwbf gbhj,b'^ hjv ufy[jhwbtklf B [ljvbkj,f lf
itvjdbqj' vbc'dbc fqybidyf%
F(x|B) ≡ P{X≤x|B}.
'e X itv'[dtdb'b cblblt lbcrhtnekbf lf x 1 ,x 2 ,...,x r vybidytkj,t,c bqt,c^
vfiby X-bc gbhj,b'b ufyfobkt,f^ B gbhj,b'^ tojlt,f p i (B) hbw[d'f th'j,kbj,fc^
cflfw p i (B)=P{X=x i |B}, i=1,2,...,r. P i (B), i≤r, ufyfobkt,bc rfyjybc cfiefkt,b'
ufybvfhnt,f X itv'[dtdb'b cblblbc gbhj,b'b vf'tvfnbrehb kjlbyb (egbhj,j
vf'tvfnbrehb kjlbybc vcufdcfl)
r
E(X|B) = ∑ xi p i ( B )
i =1
njkj,b'& 'e ufvjdb.tyt,' (6.25) gbhj,b'b fk,f'j,bc ajhvekfc lf
1, x ∈ B
IBx = 
0, x ∉ B
fqybidyfc^ fv erfyfcrytkb njkj,blfy vbdbqt,'^ hjv
P( X = xi , B)
E  ∑ xi I X = xi  I = 1 EI X .
r 1 r 1 r
E(X|B) = ∑ xi = ∑ xi E ( I X = xi I B ) =  B B
i =1 P( B) P ( B ) i =1 P ( B )  i =1  P( B)

vfifcflfvt^ 'e P(B)>0^ .jdtkb lbcrhtnekb X itv'[dtdb'b cblblbcf'dbc

192

1
E(X|B) = EI B X . (6.26)
P( B)
itdybiyj'^ hjv (6.26) njkj,b' itbskt,f ufybcfpqdhjc gbhj,b'b
vf'tvfnbrehb kjlbyb yt,bcvbthb itv'[dtdb'b cblblbcf'dbc lf yt,bcvbthb B
[ljvbkj,bcf'dbc^ hjvkbc'dbcfw P(B)>0^ 'e ufycfpqdhekbf X-bc egbhj,j
vf'tvfnbrehb kjlbyb&
xdtekt,hbdb egbhj,j lbcgthcbbc fyfkjubehfl ufybvfhnt,f gbhj,b'b lbc-
gthcbf hjujhw lbcrhtnekb^ fctdt eo.dtnb X itv'[dtdb'b cblblbc itv'[dtdfib%
D(X|B) = E((X–E(X|B))2|B)) = E(X2|B)–(E(X|B))2. (6.27)
d'mdf'^ (X,Y) lbcrhtnekb itv'[dtdb'b dtmnjhbc ufyfobkt,bc rfyjybf
p ij =P{X=x i ,Y=y j }, i=1,2,...,r, j=1,2,...,s. ufydb[bkj' [ljvbkj,f B={Y=y i }. X-bc gbhj-
,b'b ufyfobkt,f bv gbhj,b'^ hjv Y-vf vbbqj vybidytkj,f y i , itvltuyfbhfl vjbwtvf%
p ij
p i|j = P{X=x i |Y=y j } = , i=1,2,...,r, (6.28)
p• j
r
cflfw p •j = ∑ pij >0, j=1,2,...,s&
i =1

(6.26)-bc sfkb'^ X-bc gbhj,b'b vf'tvfnbrehb kjlbyb bv gbhj,b'^ hjv Y=y i•

fct ufvjb'dkt,f
r
E(X|Y=y j ) = ∑ xi pi| j ,
i =1
gbhj,b'b ufyfobkt,bcf lf vf'tvfnbrehb kjlbybc wyt,t,bc ufcffpht,kfl
ufydb[bkj' rjyrhtnekb vfufkb'b&
vfufkbsb 6.6. d'mdf' Z 1 lf Z 2 fqybiyfdc gbhdtk lf vtjht rfvf'tkpt vjcek
mekt,c^ [jkj X=Z 1 , Y=|Z 1 –Z 2 |. lfdflubyj' Y-bc gbhj,b'b ufyfobkt,f {X=3}
gbhj,b'&
fvj[cyf.
P
P{Y=k | X=3} = k 3
P⋅3
cfblfyfw vbdbqt,' itvltu w[hbkc%
k 0 1 2 3 4 5
P{Y=k|X=3} 1/6 2/6 2/6 1/6 0 0

hjujhw d[tlfd'^ P{Y=4|X=3}=P{Y=5|X=3}=0^ fye {X=3} gbhj,fib Y itv'[dtdb'

cblbltc fh iteskbf vbbqjc vybidytkj,t,b 4 lf 5 lf fvbnjv Y-bc gbhj,b'b
ufyfobkt,f {X=3} gbhj,fib^ vbbqt,c itvltu cf[tc%
6 ITV"{DTDB" CBLBLT"F HBW{DB"B VF{FCBF"T<KT<B 193

k 0 1 2 3
P{Y=k|X=3} 1/6 2/6 2/6 1/6
w[flbf^ xdty itudbskbf fv ufyfobkt,bcf'dbc hbw[db'b vf[fcbf't,kt,bc^
vf'tvfnbrehb kjlbybcf lf lbcgthcbbc ufvj'dkf&
E(Y|X=3)=0⋅(1/6)+1⋅ (2/6)+2⋅ (2/6)+3⋅ (1/6)=3/2,
D(Y|X=3)=0⋅(1/6)+1⋅(2/6)+4⋅(2/6)+9⋅(1/6)–(3/2)2=1/4.
'e ufvjd'dkb' lfyfhxty gbhj,b' vf'tvfnbreh kjlbyt,cfw^ cf,jkjjl udtmyt,f%
E(Y|X=1) = E(Y|X=6)=15/6, E(Y|X=2) = E(Y|X=5)=11/6, E(Y|X=3) = E(Y|X=4) = 9/6.
hjujhw d[tlfd'^ X-bc vybidytkj,f'f wdkbkt,fc'fy th'fl Y-bc gbhj,b'b kjlbybc
vybidytkj,t,bw bwdkt,f& fv ufhtvjt,fc vbd.fdfh' itvltu wyt,fvlt%
'e X lbcrhtnekb itv'[dtdb'b cblbltf x 1 ,...,x r vybidytkj,t,b'^ vfiby Y-bc
gbhj,b'b vf'tvfnbrehb kjlbyb X gbhj,b'^ hjvtkbw fqbybiyt,f E(Y|X) cbv,j-
kj'b^ tojlt,f bct' itv'[dtdb' cblbltc^ hjvtkbw qt,ekj,c E(Y|X=x i ) vybidyt-
kj,fc^ hjwf X=x i (t&b& fv vybidytkj,t,bc vbqt,bc fk,f'j,ff P{X=x i }, i=1,...,r).
E(Y|X) itv'[dtdb'b cblblbc ufyfobkt,fc xdtyb vfufkb'bcf'dbc fmdc itvltub
cf[t%
9/6 11/6 15/6
E(Y|X)
1/3 1/3 1/3

ufvjd'dfkj' fv itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbyb

E(E(Y|X))=(9/6)(1/3)+(11/6)(1/3)+(15/6)(1/3)=35/18.
ufdb[ctyj' Y=|Z 2 –Z 1 | itv'[dtdb'b cblblbc ufyfobkt,bc rfyjyb lf ufvjd'dfkj'
itcf,fvbcb vf'tvfnbrehb kjlbyb%
0 1 2 3 4 5
|Z 2 –Z 1 |
6/36 10/36 8/36 6/36 4/36 2/36
EY=E|Z 2 –Z 1 |=(1/36)(10+16+18+16+10)=35/18. fvhbufl^
E(E(Y|X))=EY.
xdty d[tlfd'^ hjv E(E[Y|X])=EY& fhw tc fhbc itv'[dtdb'b& fv afmnbc
cfvfh'kbfyj,f pjuflb itv'[dtdbcf'dbc vnrbwlt,f& vfh'kfw^ gbhj,b'b kjlbybc
ufycfpqdhbc 'fyf[vfl E(Y|X) ofhvjflutyc itv'[dtdb' cblbltc^ hjvtkbw bqt,c
E(Y|X=x i ), i≤r vybidytkj,t,c P(X=x i ) fk,f'j,b'& fvbnjv fv itv'[dtdb'b cblblbc
vf'tvfnbrehb kjlbyb njkb bmyt,f
r
E E(Y|X)= ∑ E (Y | X = xi ) P{ X = xi }
i =1
]fvbcf lf (2.26) njkj,bc 'fyf[vfl
194

r r E (YI ( X = xi ) ) r
E E(Y|X)= ∑ E (Y | X = xi ) P{ X = xi } = ∑ P{ X = xi } = ∑ EYI ( X = xi ) = EY ,
i =1 i =1 P{ X = xi } i =1

r
hflufy ∑ I ( X = xi ) = 1 .
i =1
fv afmnc vf'tvfnbrehb kjlbyt,bcf'dbc bnthfwbek otcc eojlt,ty lf
b.tyt,ty Y itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbybc ufvjcf'dktkfl^ 'e
wyj,bkbf X lf E[Y|X] itv'[dtdb'b cblbltt,b%
EY = E{E[Y|X]}&
fmdt udbylf vjdb.dfyj' vcufdcb otcb lbcgthcbbcf'dbc%
DY = E{D[Y|X]} + D{E[Y|X]}^
cflfw ufcfut,bf^ hjv
D[Y|X] = E[Y2|X] – (E[Y|X])2&
f[kf uflfdblt' bv itv'[dtdbc ufy[bkdfpt^ hjwf (X,Y) itv'[dtdb'b dtmnjhb
eo.dtnflff ufyfobkt,ekb^ f(x,y) cbvrdhbdb'& dbyfblfy {Y=y} [ljvbkj,bc fk,f'j,f
yekbc njkbf^ fvbnjv X-bc gbhj,b'b ufyfobkt,bc ufycfpqdhf {Y=y} gbhj,b' fmfvlt
fqothbkb upb' iteskt,tkbf& fv itv'[dtdfib^ X-bc gbhj,b'b ufyfobkt,f {Y=y}
gbhj,b' ufybcfpqdht,f itvltub njkj,b'
x
F(x|y) = P(X ≤ x|Y ≤ y) = ∫ f X |Y (t | y )dt , (6.29)
−∞
cflfw%
f ( x, y )
f X|Y (x|y) = . (6.30)
f Y ( y)
f X|Y (x|y) aeymwbfc tojlt,f X-bc gbhj,b'b ufyfobkt,bc cbvrdhbdt {Y=y} gbhj,b'& fm
+∞
f Y (y)= ∫ f (t , y )dt fhbc Y-bc vfhubyfkehb ufyfobkt,bc cbvrdhbdt& (6.30) ofhvjflutyc
−∞
(6.28) 'fyfafhlj,bc eo.dtn fyfkjuc&
hfw itt[t,f X-bc gbhj,b' vf'tvfnbreh kjlbyc {Y=y} gbhj,b'^ ,eyt,hbdbf^
hjv bub itvltuyfbhfl ufybvfhnjc%
+∞
E{X|Y=y} = ∫ tf X |Y (t | y )dt . (6.31)
−∞
[jkj gbhj,b'b lbcgthcbf rb ufybvfhnt,f ajhvekb'%
+∞
D{X|Y=y} = ∫ (t − E ( X | Y = y )) 2 f X |Y (t | y )dt . (6.32)
−∞
(6.31) njkj,b' ufycfpqdhek R(y)=E{X|Y=y} aeymwbfc tojlt,f X-bc Y-pt
htuhtcbbc vhelb (aeymwbf)& fv aeymwbbc fphb bvfib vlujvfhtj,c^ hjv Y itv'[dt-
6 ITV"{DTDB" CBLBLT"F HBW{DB"B VF{FCBF"T<KT<B 195

db'b cblblbc vybidytkj,t,bc gbhj,b' ufybcfpqdht,f X itv'[dtdb'b cblblbc

gbhj,b'b cfiefkj vybidytkj,f&
ufydb[bkj' itv'[dtdb'b cblblt R(Y) (htuhtcbbc aeymwbfib xfcvekbf Y
itv'[dtdb'b cblblt)& fv itv'[dtdb' cblbltc X itv'[dtdb'b cblblbc gbhj,b'
vf'tvfnbreh kjlbyc eojlt,ty Y gbhj,b' lf vfc E[X|Y] cbv,jkj'b fqybiyfdty%
R(Y) = E[X|Y]. (6.33)
xfvjd'dfkj' gbhj,b'b vf'tvfnbrehb kjlbybc 'dbct,t,b%
1) E[c|Y]=Ec=c^ fye velvbdbc gbhj,b'b kjlbyb fvfdt velvbdbc njkbf*
2) E[c⋅X|Y]=c⋅E[X|Y]^ fye velvbdb uflbc gbhj,b'b kjlbybc ybiybc ufht'*
3) E[c 1 X 1 +c 2 X 2 |Y]=c 1 E[X 1 |Y]+c 2 E[X 2 |Y]^ t&b& ohabdb rjv,byfwbbc gbhj,b'b
vf'tvfnbrehb kjlbyb gbhj,b'b vf'tvfnbrehb kjlbyt,bc ohabdb rjv,byfwbbc
njkbf*
4) 'e X lf Y lfvjerblt,tkb itv'[dtdb'b cblbltt,bf^ vfiby E[X|Y]=EX*
5) E[X⋅h(Y)|Y] = h(Y)⋅E[X|Y]*
6) E{E[X|Y]}=EX.
erfyfcrytkb 'dbct,f wyj,bkbf fuht'dt jhvfub ufcfiefkjt,bc otcbc
cf[tkb'&

***
tc 'fdb t.hlyj,f [11], [17], [21], [27], [39], [56], [64] obuyt,c^ hjvkt,bw
uflvjwtvekb cfrb'[t,bc ufhlf vhfdfk c[df vfcfkfcfw itbwfdc (lfvfnt,b'b byajh-
vfwbbc vbcfqt,fl cfcfhut,kj bmyt,f [1] lf [3] obuyt,bc ufwyj,fw)& trjyjvbcnt,b-
cf'dbc ufyre'dybkb cf[tkvsqdfytkjt,blfy vrb'[dtkc dehxtdlb' [60], [66], [72],
[79] obuyt,c lf fuht'dt mfh'ek tyfpt fhct,ek itcf,fvbc kbnthfnehfc% [8], [9],
[13], [14], [15].

LFCRDYT<B

'e lbcrhtnekb itv'[dtdb'b cblblt x 1 , x 2 , ... vybidytkj,t,c bqt,c p 1 , p 2 , ...

fk,f'j,t,b'^ p 1 +p 2 +⋅⋅⋅=1, vfiby vbcb vf'tvfnbrehb kjlbyb ufybcfpqdht,f
∞
EX = ∑x p
i =1
i i

njkj,b'^ 'e rb erfyfcrytkb vorhbdb f,cjkenehfl rht,flbf& eo.dtnb X itv'[dt-

db'b cblblbcf'dbc^ hjvkbc ufyfobkt,bc cbvrdhbdtf f(x)^ udfmdc
+∞
EX = ∫ xf ( x)dx
−∞
196

(fmfw buekbc[vt,f^ hjv |x|f(x) byntuht,flbf)& h(X) itv'[dtdb'b cblblbc (cflfw h(X)
yfvldbkb wdkflbc hfbvt yfvldbkb aeymwbff) vf'tvfnbrehb kjlbyb itcf,fvbcfl
E h(X) = Σ h(x i )p i
lf
E h(X) = ∫ h(x)f(x)dx
njkj,b' ufybcfpqdht,f&
vf'tvfnbrehb kjlbyb ohabdfl bwdkt,f itv'[dtdb'b cblblbc ohabdfl
ufhlfmvybcfc& lfvjerblt,tkb itv'[dtdb'b cblbltt,bc yfvhfdkbc vf'tvfnbrehb
kjlbyb vf'tvfnbrehb kjlbyt,bc yfvhfdkbc njkbf&
X itv'[dtdb'b cblblbc p hbubc rdfynbkb tojlt,f bct' x p hbw[dc^ hjvtkbw
evwbhtcbf bv hbw[dt,c ijhbc^ hjvkbc'dbc cheklt,f F X (x p )≥p enjkj,f^ 1/2 hbubc
rdfynbkc vtlbfyf tojlt,f&
lbcrhtnekb itv'[dtdb'b cblblbc vjlf^ fye vbcb ufyfobkt,bc vjlf fhbc X-
bc bc vybidytkj,f^ hjvtkcfw vfmcbvfkehb fk,f'j,f uffxybf& 'erb itv'[dtdb'b
cblblt eo.dtnbf^ vfiby vjlf tojlt,f bv vybidytkj,fc^ cflfw cbvrdhbdt vfmcbvevc
fqotdc& hjwf vjlf th'flth'bf^ ufyfobkt,fc eybvjlfkehb tojlt,f&
vf'tvfnbrehb kjlbyb^ vjlf lf vtlbfyf^ fctdt c[df rdfynbkt,b itv'[dtdb'b
cblblbc vlt,fhtj,fc f[fcbf't,ty& itv'[dtdb'b cblblbc uf,ytdfc vbcb cfiefkj
vybidytkj,bc vbvfh' f[fcbf't,c vbcb lbcgthcbf DX=E(X–EX)2 lf cfiefkj
rdflhfnekb uflf[hf σ X = DX & velvbdbc lfvfnt,f lbcgthcbfc fh wdkbc^ [jkj
velvbdb vfvhfdkb rdflhfnib uflbc lbcgthcbbc ybiybc ufht'& lfvjerblt,tkb
itv'[dtdb'b cblbltt,bc itrht,bcfc lbcgthcbt,b brhb,t,f&
vf'tvfnbrehb kjlbyb lf lbcgthcbf itv'[dtdb'b cblblbc µ k '=EXk cfo.bcb
lf µ k =E(X–EX)k wtynhfkehb vjvtynt,bf^ itcf,fvbcfl^ k=1 lf k=2 itv'[dtdfib&
vjvtynt,bc cfiefkt,b' itvjlbc fuht'dt itv'[dtdb'b cblblbc ufyfobkt,bc t&o&
fcbvtnhbbcf lf tmcwtcbc rjtabwbtynt,b^ hjvkt,bw fv cblblbc ufyfobkt,fc t&o&
yjhvfkeh ufyfobkt,fc flfht,ty&
jh itv'[dtdb' cblbltc ijhbc rfdibhc f[fcbf't,ty rjdfhbfwbf
cov(X,Y)=E(X–EX)(Y–EY) lf rjhtkfwbbc rjtabwbtynb ρ(X,Y)= cov(
σ σ
X ,Y )
& |ρ(X,Y)|=1
X Y

vfiby lf v[jkjl vfiby^ hjwf X-cf lf Y-c ijhbc ohabdb rfdibhbf&

jhpt vtnb ufypjvbkt,bc itv'[dtdb' dtmnjh'f hbw[db'b vf[fcbf't,kt,b
fyfkjubehfl ufybcfpqdht,f& fm fqcfybiyfdbf rjdfhbfwbbc vfnhbwf^ hjvtkbw
dtmnjhbc rjvgjytynt,bc rjdfhbfwbt,bcfufy itlut,f lf fvltyfl vbc lbfujyfkpt
lbcgthcbt,bf vj'fdct,ekb
itvjqt,ekbf gbhj,b'b ufyfobkt,bcf lf gbhj,b'b vf'tvfnbrehb kjlbybc
wyt,t,b lf itcofdkbkbf fv erfyfcrytkbc 'dbct,t,b& rthsjl^ ufybcfpqdht,f X
itv'[dtdb'b cblblbc E(X|Y) gbhj,b'b vf'tvfnbrehb kjlbyb Y itv'[dtdb'b cblb-
lbc vbvfh' (hjwf Y lbcrhtnekb itv'[dtdb'b cblbltf^ E(X|Y) fhbc itv'[dtdb'b
cblblt^ hjvtkbw E(X|Y=y) vybidytkj,t,c P(Y=y) fk,f'j,t,b' bqt,c)& erfyfcrytkbc
vf'tvfnbrehb kjlbyb egbhj,j vf'tvfnbrehb kjlbybc njkbf%
E(E(X|Y)) = EX.
6 ITV"{DTDB" CBLBLT"F HBW{DB"B VF{FCBF"T<KT<B 197

fv njkj,fc jhvfub ufcfiefkjt,bc otcb tojlt,f&

CFDFH}BIJT<B

6.1. X itv'[dtdb'b cblblbc ufyfobkt,bc rfyjybf

–2 –1 0 3 5
X
0.1 0.15 0.3 0.3 0.15
dbgjdj'% f) vf'tvfnbrehb kjlbyb^ ,) vjlf&

6.2. X itv'[dtdb'b cblblbc ufyfobkt,bc rfyjybf

–1,5 0,2 0,6 2 2,6 3,5
X
0,1 0,15 0,2 0.35 0,15 0,05
dbgjdj'% f) vf'tvfnbrehb kjlbyb^ ,) vjlf u) lbcgthcbf l) cfiefkj rdflhfnekb
uflf[hf&

6.3. ufvj'dfkt' X lbcrhtnekb itv'[dtdb'b cblblbc [EX–DX, EX+DX]

iefktlib vj[dtlhbc fk,f'j,f^ 'e vbcb ufyfobkt,bc rfyjybf
–1 0 1 2
X
0.3 0,1 0.4 0,2

6.4. ufvj'dfkt' X lbcrhtnekb itv'[dtdb'b cblblbc [EX–DX,EX+DX]

iefktlib vj[dtlhbc fk,f'j,f^ 'e vbcb ufyfobkt,bc rfyjybf
–2 –1 0 3
X
0.1 0.2 0.4 0.3

6.5. X cblblbc lbcgthcbf 5-bc njkbf& hbcb njkbf itvltub itv'[dtdb'b

cblbltt,bc lbcgthcbt,b~ f) X+1, ,) –2X, u) 4X+7.

6.6. itv'[dtdb'b cblblbc vybidytkb,t,bf x 1 =1, x 2 =2, x 3 =3. fctdt wyj,bkbf^

hjv EX=2.3, DX=0.41. bgjdt' hf fk,f'j,b' bqt,c itv'[dtdb'b cblblt fv
vybidytkj,t,c.

6.7. lbcrhtnekb X itv'[dtdb'b cblblt qt,ekj,c jh x 1 lf x 2

vybidytkj,fc^ (x 1 <x 2 ) lf P{X=x 1 }=0.6. bgjdt' X-bc ufyfobkt,bc rfyjyb^ 'e EX=1.4
lf DX=0.24-c&

6.8. vjwtvekbf p 1 =0.5, p 2 =0.5, EX=3, DX=1. hjujhbf X itv'[dtdb'b

cblblbc ufyfobkt,bc rfyjyb~
198

6.9. vjwtvekbf p 1 =0.3, p 2 =0.7, EX=0.4, DX=0.84. bgjdt' x 1 lf x 2 (x 1 <x 2 )

6.10. vjwtvekbf (X,Y) jhufypjvbkt,bfyb itv'[dtdb'b cblblbc ufyfobkt,bc
rfyjyb
Y
X –1 1
–1 1/4 3/10
1 1/5 3/20
2 1/20 1/20

dbgjdj' X lf Y itv'[dtdb'b cblbltt,bc f) rjdfhbfwbf^ ,) rjhtkfwbbc rjtabwbtynb&

6.11. vjwtvekbf (X,Y) jhufypjvbkt,bfyb itv'[dtdb'b cblblbc ufyfobkt,bc
rfyjyb
Y
X –2 0
–1 0 1/15
0 1/5 4/15
2 1/3 2/15

dbgjdj' X lf Y itv'[dtdb'b cblbltt,bc f) rjdfhbfwbf^ ,) rjhtkfwbbc rjtabwbtynb&

ufvjd'dfkj' Z=2X–Y+1 itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbyb lf lbcgthcbf&

6.12. d'mdf' T = 2X–Y–2Z. bgjdt' ET lf DT^ 'e: EX=2, EY=3, EZ=1, DX=9,
DY=16, DZ=16, cov[X,Y]=8, cov[X,Z]=4, cov[Z,Y]=4.

6.13. d'mdf' T=2X–2Y+Z. bgjdt' ET lf DT^ 'e: EX=2, EY=1, EZ=2, DX=9, cov
[X,Y]=5, DY=25, cov[X,Z]=7, DZ=16, cov[Z,Y]=8.

6.14. d'mdf'^ T=–2X+Y–Z. bgjdt' ET lf DT^ 'e: EX=–2, EY=1, EZ=–3, DX=9,
cov[X,Y]=9, DY=16, cov[X,Z]=5, DZ=36, cov[Z,Y]=8.
7

SBHB"FLB UFYFOBKT<FYB

§ 1. LBCRHTNEKB UFYFOBKT<FYB

<THYEKBC UFYFOBKT<F& [ibhfl wlbc (tmcgthbvtynbc) itltufl

abmcbhlt,f v[jkjl^ hfbvt [ljvbkj,bc (@ofhvfnt,bc#) fy vbcb cfobyffqvltuj
[ljvbkj,bc (@vfhw[bc#) vj[ltyf& vfufkb'fl^ hfbvt jgthfwbbc itltufl abhvf
vbbqt,c vjut,fc fy fhf* f[fkij,bkb bmyt,f ,bzb fy bmyt,f ujuj lf f&i& .dtkf fct'b
tmcgthbvtync fk,f'j,bc 'tjhbfib fqothty itv'[dtdb'b cblblb'^ hjvtkbw
@ofhvfnt,bc# itv'[dtdfib 1-bf^ [jkj @vfhw[bc# itv'[dtdfib 0& fvfdt lhjc
ofhvfnt,fc vbfothty p fk,f'j,fc, [jkj vfhw[c – (1–p) fk,f'j,fc^ fct' X
itv'[dtdb' cblbltc ,thyekbc itv'[dtdb' cblbltc eojlt,ty& vbcb ufyfobkt,bc
rfyjybf%

0 1
X (7.1)
1–p p

(7.1)-b' ufycfpqdhek itv'[dtdb' cblbltc ,thyekbc itv'[dtdb'b cblblt

tojlt,f^ [jkj (7.1) ufyfobkt,fc – ,thyekbc ufyfobkt,f p gfhfvtnhb'&
,thyekbc X itv'[dtdb'b cblblbc hbw[db'b vf[fcbf't,kt,bf EX=p^ DX=p(1–
p)^ σ X = p (1 − p ) , M X (t)=(1–p)+etp&

,thyekbc ufyfobkt,f
X ,thyekbc itv'[dtdb'b cblbltf ofhvfnt,bc p fk,f'j,b'^ 'e
P{X=1}=p, P{X=0}=1–p.
EX=p, DX = p(1–p).
MX(t)=(1–p)+etp.

<THYEKBC WLF"F CMTVF& <BYJVEHB UFYFOBKT<F& d'mdf'^ dfnfht,'

ufyvtjht,b' lfvjerblt,tk wlt,c lf 'b'jtekb wlbc itltubf 1 ("ofhvfnt,f"), fy 0
("vfhw[b"). xdty ufydb[bkfd' wlf'f bct' vbvltdhj,fc^ hjltcfw ofhvfnt,f'f
fk,f'j,f wlblfy wlfvlt ewdktkbf lf p-c njkbf^ fye .jdtkb wlbc itltub
fqbotht,f ,thyekbc itv'[dtdb'b cblblb'& lfvjerblt,tk wlf'f fct' vbvltdhj,fc
,thyekbc wlf'f cmtvfc eojlt,ty&
d'mdf' dfnfht,' n wlfc& vfiby w[flbf^ hjv tmcgthbvtynbc .dtkf itcfskj
itltub fqbotht,f 1-t,bcf lf 0-t,bc .dtkfyfbhb vbvltdhj,b'&
ufydb[bkj' f[kf fct'b itv'[dtdb'b cblblt%
200

n
S n = X 1 + X 2 +⋅⋅⋅+X n = ∑ X i , (7.2)
i =1
hflufy X 1 ,X 2 ,...,X n itv'[dtdb'b cblbltt,b qt,ekj,ty v[jkjl jh
vybidytkj,fc^ yekcf lf th'c^ vf'b ]fvb njkb bmyt,f th'bfyt,bc hfjltyj,bcf
X 1 ,X 2 ,...,X n itv'[dtdb' itcfrht,t,c ijhbc^ fye S n njkb bmyt,f ofhvfnt,f'f
hfjltyj,bcf n wlfib& fvbnjv S n -bc itcfskj vybidytkj,f'f cbvhfdktf {0,1,2,...,n}.
bvbc lfcflutyfl^ 'e hbcb njkbf {S n =k}, k=0,1,2,...,n [ljvbkj,bc fk,f'j,f^ pjuf-
lb itv'[dtdbc ufy[bkdfvlt ufydb[bkj' n=4 itv'[dtdf& hflufy n=4, .dtkf itcfskj
itltu'f cbvhfdkt itlut,f 24=16 tktvtynfhekb [ljvbkj,bcfufy^ hjvkt,bw
xfvj'dkbkbf 7.1. w[hbkbc vtjht cdtnib^ cflfw cbvjrkbcf'dbc itvjqt,ekbf itv-
ltub fqybidyt,b% {X 1 =k 1 ∩X 2 =k 2 ∩X 3 =k 3 ∩X 4 =k 4 } [ljvbkj,f fqybiyekbf k 1 k 2 k 3 k 4 -
b'^ [jkj fv [ljvbkj,bc fk,f'j,f Pk1k2k3k4 -b'& vfufkb'fl^ 0000 itvjrkt,ekb
xfyfothb fqybiyfdc itvltu tktvtynfhek [ljvbkj,fc {X 1 =0, X 2 =0, X 3 =0, X 4 =0},
[jkj P 0000 – vbc fk,f'j,fc& vtcfvt cdtnib vb'b't,ekbf tktvtynfhek [ljvbkj-
,f'f fk,f'j,t,b^ hjvtk'f ufvj'dkbcfc db'dfkbcobyt,' X 1 , X 2 , X 3 , X 4 itv'[dtdb'b
cblbltt,bc itvltu jh sbhb'fl 'dbct,fc:
I) X 1 , X 2 , X 3 , X 4 itv'[dtdb'b cblbltt,b th'j,kbdfl lfvjerblt,tkbf*
II) X 1 , X 2 , X 3 , X 4 itv'[dtdb'b cblbltt,b th'yfbhflff ufyfobkt,ekb&

w[hbkb 7.1.

N k1k2k3k4 Pk1k2k3k4 k #{S 4 =k} P{S 4 = k}

4
1 0 0 0 0 P{0000}=(1–p) 0 C 40 =1 P{S 4 =0}= C 40 p0(1–p)4= =(1–p)4
2 0 0 0 1 P{0001}=p(1–p)3
3 0 0 1 0 P{0010}= p(1–p)3 1 C 41 =4 P{S 4 =1}= C 41 p(1–p)3=4p(1–p)3
4 0 1 0 0 P{0100}= p(1–p)3
5 1 0 0 0 P{1000}= p(1–p)3
6 0 0 1 1 P{0011}=p2(1–p)2
7 0 1 0 1 P{0101}= p2(1–p)2
8 1 0 0 1 P{1001}= p2(1–p)2 C 42 =6 P{S 4 =2}= C 42 p2(1–p)2=6p2(1–p)2
9 0 1 1 0 P{0110}= p2(1–p)2 2
10 1 0 1 0 P{1010}= p2(1–p)2
11 1 1 0 0 P{1100}= p2(1–p)2
12 0 1 1 1 P{0111}=p3(1–p)
13 1 0 1 1 P{1011}= p3(1–p) 3 C 43 =4 P{S 4 =3}= C 43 p3(1–p)1=4p3(1–p)
14 1 1 0 1 P{1101}= p3(1–p)
15 1 1 1 0 P{1110}= p3(1–p)
16 1 1 1 1 P{1111}=p4 4 C 44 =1 P{S 4 =4}= C 44 p4=p4

vtj'[t cdtnib vb'b't,ekbf S 4 =X 1 +X 2 +X 3 +X 4 -bc itcfskj vybidytkj,t,b

k=0,1,2,3,4; vt[e't cdtnb ufycfpqdhfdc bv tktvtynfhek [ljvbkj,f'f hfjlt-
7 SBHB"FLB UFYFOBKT<FYB 201

yj,t,c^ hjvkt,cfw @ofhvfnt,f'f" lf @vfhw['f" th'b lf bubdt hfjltyj,f uffxybf'&

]ea't,bc ufycfpqdht,bc 'fyf[vfl^ vf'b hfjltyj,f C nk -bc njkbf& ,jkj vttmdct
cdtnib vjwtvekbf {S 4 =k} [ljvbkj,f'f P{S 4 = k} fk,f'j,t,b&
cfpjufljl^ S n ^ hjujhw d'mdb'^ ofhvjflutyc lbcrhtnekb nbgbc itv'[dt-
db' cblbltc^ hjvkbc itcfskj vybidytkj,t,bf 0, 1, 2, ... , n lf {S n =k} [ljvbkj,bc
fk,f'j,f ufvjb'dkt,f ajhvekb'%
P n (k, p) ≡ P n {S n = k} = C nk pk (1–p)n-k , k = 0,1,...,n, (7.3)
cflfw
n!
C nk = . (7.4)
k!(n − k )!
(7.4)-b' ufyvfhnt,ek hbw[dt,c ,byjveh rjtabwbtynt,c eojlt,ty& fvltyfl^ ,e-
yt,hbdbf^ S n itv'[dtdb' cblbltc ,byjvehfl ufyfobkt,ekb itv'[dtdb'b cblblt^
[jkj fk,f'j,f'f (7.3) ufyfobkt,fc rb – ,byjvehb ufyfobkt,f deojlj'& fvhbufl^
,byjvehfl ufyfobkt,ekb S n itv'[dtdb'b cblblbc ufyfobkt,bc rfyjybf%

0 1 2 … k … n
Sn
(1–p)n np(1–p)n-1 1
2
n(n–1)p2(1–p)n-2 … C nk pk(1–p)n-k … pn

vfufkbsb 7.1. .e'ib 3 't'hb lf 5 ifdb ,eh'bf. .e'blfy itv'[dtdb'^

lf,heyt,b' bqt,ty 4 ,eh'c. bgjdt' fk,f'j,f bvbcf, hjv fvjqt,ekb ,eh't,blfy
't'hb ,eh't,bc hfjltyj,f vtnb bmyt,f ifdb ,eh't,bc hfjltyj,fpt&
fvj[cyf& fvjwfybc gbhj,bc 'fyf[vfl^ th' wlfib ofhvfnt,bc fk,f'j,ff p=3/8.
cfsbt,tkb [ljvbkj,bc [tkitvo.j, e'fdct,fl itv'[dtdt,c ofhvjflutyc j'[ wlfib
cfvb fy j'[b 't'hb ,eh'bc fvjqt,f^ hjvtk'f fk,f'j,t,b (7.3) ajhvekbc vb[tldb'
itcf,fvbcfl njkbf%

P{S 4 =3}= C 43 ⋅(3/8)3⋅(1–3/8)4-3=135/1024 lf P{S 4 =4}=(3/8)4=81/4096.

fvbnjv cfsbt,tkb fk,f'j,ff
P{S 4 =3}+P{S 4 =4}=135/1024+81/4096=621/4096.
,byjvehb itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbfc^ hjvtkcfw xdty
F n (x,p)-'b fqdybiyfd'^ hjwf k ≤ x < k+1^ tmyt,f itvltub cf[t%
k
F n (x, p) = F n (k, p) ≡ P{S n ≤ k}= ∑ C ni pi(1–p)n-i & (7.5)
i =0

,byjvehb ufyfobkt,bc n lf p gfhfvtnht,bc pjubth'b vybidytkj,bcf'dbc^

rthsjl^ hjwf n fh fhbc @lblb#^ P n (k,p) lf F n (k,p) fk,f'j,t,b ufvjb'dkt,f
eiefkjl (7.3) lf (7.5) ajhvekt,bc cfiefkt,b'* vfuhfv ghfmnbrekb fvjwfyt,bc
evhfdktcj,fib cfzbhjf fv fk,f'j,t,bc vybidytkj,t,bc wjlyf cfrvfhbcfl lblb n-
202

t,bcf'dbc p gfhfvtnhbc c[dflfc[df vybidytkj,bc lhjc& fv itv'[dtdfib

cfhut,kj,ty ,byjvehb ufyfobkt,bc cgtwbfkehb w[hbkt,b'&
ufhlf fvbcf^ itdybiyj'^ hjv hflufy ,byjvehb rjtabwbtynt,bcf'dbc cfvfh-
'kbfybf njkj,f C nk = C nn − k ^ ,byjvehb fk,f'j,t,bcf'dbc udtmyt,f %
P n (k, p)= P n (n–k,1– p) lf F n (k, p) = 1–F n (n–k–1,1– p).
tc njkj,f bsktdf ,byjvehb w[hbkt,bc itvlujvb htlemwbbc itcfskt,kj,fc%
cfrvfhbcbf dbwjlt' w[hbkt,b p-t,bcf'dbc^ hjvtk'f'dbcfw 0 ≤ p ≤ 1/2&
lfdcdf' fct'b itrb'[df: d'mdf'^ n lf p wyj,bkb hbw[dt,bf* k hbw[dbc
hjvtkb v'tkb k 0 vybidytkj,bcf'dbc vbbqt,c P n (k, p) fk,f'j,f elbltc vybidyt-
kj,fc^ fye ofhvfnt,f'f hf hfjltyj,ff .dtkfpt vjcfkjlytkb n lfvjerblt,tk
wlfib? fv rb'[dfpt gfce[bc ufcfwtvfl ufydb[bkj' afhlj,f
a k = P n (k+1, p)/P n (k, p) = (n – k)p/((k+1)q)
cfblfyfw vbdbqt,'^ hjv a k >1, hjwf k<np–q; a k =1^ hjwf k=np–q lf a k <1^ hjwf k>np–q&
fmtlfy rb^ w[flbf^ hjv P n (k,p) vfmcbvfkeh vybidytkj,fc qt,ekj,c k-bc bv k 0
vybidytkj,bcf'dbc^ hjvtkbw frvf.jabkt,c gbhj,fc%
np–q ≤ k 0 ≤ np+p& (7.6)
,eyt,hbdbf^ fct' k 0 hbw[dc^ hjvtkbw 1 cbuhsbc bynthdfkibf vj'fdct,ekb^
vjwtvekb n lf p-cf'dbc ,byjvehb ufyfobkt,bc efk,f'tcb hbw[db fye fv
ufyfobkt,bc vjlf deojlj'& 'e np–q fh fhbc v'tkb^ vfiby efk,f'tcb hbw[db
th'flth'bf lf vbcb hbw[db'b vybidytkj,ff [(n+1)p] (fm [x] fqybiyfdc x hbw[dbc
v'tk yfobkc) lf vfifcflfvt^ ufyfobkt,f eybvjlfkehbf^ [jkj 'e np–q v'tkbf^
vfiby P n (np–q,p)=P n (np+p, p))^ fye fhct,j,c jhb efk,f'tcb hbw[db k 0(1) = np–q lf
k 0( 2) = np+p, lf vfifcflfvt^ ufyfobkt,f ,bvjlfkehbf& vfufkb'fl^ hjwf n=19 lf
p=0.15, (n+1)p=(19+1)⋅0.15=3 v'tkb hbw[dbf^ P 19 (k,0.15) ufyfobkt,f ,bvjlfkehbf
lf itcf,fvbcb efk,f'tcb hbw[dt,bf 2 lf 3^ [jkj hjwf n=19 lf p=0.36, P 19 (k,0.36)
ufyfobkt,f eybvjlfkehbf lf efk,f'tcb hbw[dbf [(19+1)⋅0.36]=[7.2]=7. ufhlf
fvbcf^ itdybiyj'^ hjv hjwf p<1/(n+1)^ (7.6) ajhvekf efk,f'tcb hbw[dbcf'dbc
udfsktdc k 0 =0 lf vfifcflfvt^ P n (k,p) fk,f'j,f^ hjujhw k-c aeymwbf cek rkt,flbf&
vf'tvfnbrehb kjlbybcf lf lbcgthcbbc 'dbct,t,bc 'fyf[vfl fldbkfl
n n
vbdbqt,'^ hjv ES n = ∑ EX i = ∑ p =np lf DS n =np(1–p). vjvtyn'f vfofhvjt,tkb
i =1 i =1
aeymwbbc (7.14) 'dbct,bc sfkb' vbbqt,f^ hjv ,byjvehb ufyfobkt,bc vjvtyn'f
vfofhvjt,tkb aeymwbff
M S n (t ) = (q+etp)n.
7 SBHB"FLB UFYFOBKT<FYB 203

,byjvehb ufyfobkt,f
n – lfvjerblt,tkb wlt,bc hfjltyj,f ,thyekbc wlf'f cmtvfib
p – ofhvfnt,bc fk,f'j,f 'b'jtek wlfib^ q=1–p
Sn – ofhvfnt,f'f hfjltyj,f^ Sn = 0, 1, 2, . . . , n

Pn(k,p)≡P{Sn=k}= C nk pkqn-k , k=0,1, . . . , n

C nk =n! / (k!(n–k)!), m! = 1⋅2⋅3 ⋅ ⋅ ⋅m, 0!=1

ESn = np, DSn= npq, σ S n = (npq)1/2

q− p 1 − 6 pq
α= , e= ,
npq npq

M S n (t ) = (q+etp)n.

k0 – efk,f'tcb hbw[db^ frvf.jabkt,c gbhj,fc%

(n+1)p–1≤ k0≤(n+1)p

UTJVTNHBEKB UFYFOBKT<F& ofhvjdblubyj'^ hjv nfhlt,f ,thyekbc wlf'f

vbvltdhj,f gbhdtk ofhvfnt,fvlt& w[flbf^ hjv bv wlbc N yjvthb^ hjltcfw flubkb
/mjylf gbhdtk ofhvfnt,fc^ itv'[dtdb'b cblbltf& dbgjdj' vbcb ufyfobkt,bc rfyjyb&
w[flbf^ hjv N lbcrhtnekb itv'[dtdb'b cblbltf^ hjvtkbc itcfskj
vybidytkj,f'f cbvhfdktf {1,2,3,...}& lfdflubyj' itcf,fvbcb fk,f'j,t,b P{N=n}
(n ≥ 1)& 'e X i fhbc ofhvfnt,bc bylbrfnjhb i-eh wlfib (t&b& X i =1 'e i-eh wlfib
flubkb /mjylf ofhvfnt,fc^ X i =0 vfhw[bc itv'[dtdfib)^ vfiby
{N=n} = {X 1 =0, X 2 =0, ... , X n-1 =0, X n =1}.
fvbnjv X 1 ,...,X n itv'[dtdb'b cblbltt,bc lfvjerblt,kj,bc ufvj
P{N=n}= P(X 1 =0) ⋅⋅⋅ P(X n-1 =0) ⋅P(X n =1) = (1–p)n-1p& (7.7)
vbqt,ek ufyfobkt,fc eojlt,ty utjvtnhbek ufyfobkt,fc& dfxdtyj'^ hjv tc vfh'-
∞
kfw ufyfobkt,ff& ufydb[bkj' ∑ p (1 − p ) n −1 & ecfchekjl rkt,flb utjvtnhbekb
n =1
ghjuhtcbbc otdh'f ]fvbc ajhvekbc ufvj.tyt,b' udtmyt,f%
∞ 1 p
p ∑ (1 − p ) n −1 = p = =1.
n =1 1 − (1 − p ) p
cojhtl fvbnjvfw /mdbf fv ufyfobkt,fc utjvtnhbekb ufyfobkt,f&
vnrbwlt,f^ hjv utjvtnhbekb ufyfobkt,bc vf'tvfnbrehb kjlbyb lf
lbcgthcbff%
EN = 1/p , DN = (1–p)/p2&
204

dfxdtyj'^ hjv EN=1/p. ufdfofhvjj' p-c vbvfh' otdh-otdhfl utjvtnhbekb

ghjuhtcbbc ]fvbc ajhvekf
∞ 1
∑ (1 − p ) = .
n
n =0 p
vbdbqt,'^ hjv
∞ 1
n −1
∑ n (1 − p ) = 2 .
n =0 p
fmtlfy^ vf'tvfnbrehb kjlbybc ufycfpqdht,bc 'fyf[vfl
∞ 1
EN = ∑ n p (1 − p ) n −1 = &
n =0 p
[ibhfl utjvtnhbekfl ufyfobkt,ekc eojlt,ty fhf N^ fhfvtl G=N–1 itv-
'[dtdb' cblbltc^ hjvtkbw w[flbf^ udbxdtyt,c vfhw[t,bc hfjltyj,fc gbhdtk ofhvf-
nt,fvlt& fldbkb cfxdtyt,tkbf^ hjv
P{G = n}= p(1–p)n^ n=0, 1, 2, ... ,
lf
EG = (1–p)/p lf DG = (1–p)/p2&
,jkjc itdxthlt' fv ufyfobkt,bc th' vybidytkjdfy 'dbct,fpt^ hjvtkbw
c[df lbcrhtnek ufyfobkt,fc fh uffxybf& fvbcf'dbc ufvjd'dfkj' fk,f'j,f%
∞
p ∑ (1 − p) k
P{G ≥ m + n} (1 − p ) m + n
P{G≥ m+n|G ≥ m} = = k =∞m + n = = (1–p)n = P{G≥n}.
P{G ≥ m} p ∑ (1 − p ) k (1 − p ) m

k =m

hjujhw d[tlfd'^ vfh]dtyf v[fht fh fhbc lfvjrblt,ekb m-pt& fv 'dbct,fc tojlt,f

@vt[cbtht,bc emjykj,f# utjvtnhbekb ufyfobkt,bcf'dbc&
utjvtnhbekb ufyfobkt,f
p–wfkrtek wlfib ofhvfnt,bc fk,f'j,f ,thyekbc wlf'f cmtvfib^ q=1–p
N1 – wlt,bc hfjltyj,f gbhdtk ofhvfnt,fvlt^ N1 = 1,2,3, . . .
G – vfhw[t,bc hfjltyj,f gbhdtk ofhvfnt,fvlt^ G = 0,1,2, . . .
P{N1=n} = P{G=n–1} = pqn-1 , n = 1, 2, 3, . . .
EN1 =1/p, EG = q/p; DN1=DG = q/p2
P{G≥ m+n|G ≥ m}=P{G≥n} – @vt[cbtht,bc emjykj,bc# 'dbct,f

/BGTHUTJVTNHBEKB UFYFOBKT<F& d'mdf' .e'ib s ,bh'dbf lf vf' ijhbc t

't'hbf& itv'[dtdb'^ lf,heyt,bc ufhtit dbqt,' n ,bh'dc& dbgjdj' fk,f'j,f bvbcf^
hjv vf' ijhbc pecnfl k wfkb bmyt,f 't'hb&
7 SBHB"FLB UFYFOBKT<FYB 205

vtj'[t 'fdbc §5-ib xdty ufvjdb'dfkt'^ hjv 'e n ,bh'dc ijhbc 't'ht,bc
hfjltyj,fc S n -b' fqdybiyfd'^
C k C n−k C k C t −k
P n {k; s,t} = P n {S n =k} = t ns −t = n ts − n , k=0,...,n. (7.8)
Cs Cs
hbw[d'f fv vbvltdhj,fc /bgthutjvtnhbekb ufyfobkt,f tojlt,f& P n {k;s,t}>0, 'e
max(0, n–(s–t)) ≤ k ≤ min(t,n).
vfufkbsb 7.2. felbnjhbfib bv.jat,f 5 df;b lf 10 mfkb, itv'[dtdb' bhxtdty 6
cneltync. bgjdt' fk,f'j,f bvbcf, hjv vf' ijhbc 3 df;bf.
fvj[cyf& 'e ofhvfnt,fl vbdbxytd' df;bc fvjhxtdfc^ vfiby gbhj,bc 'fyf[vfl^
s=15, t=10, n=6 lf k=3& w[flbf^ hjv 0≤S n ≤5 lf (7.8)-bc vb[tldb'^
C103 C156−−310 C103 C53 240
P 6 (3,15,10) = = = ≈ 0.239 .
C156 C156 1001

/bgthutjvtnhbekb ufyfobkt,f
s – j,btmnt,bc cfth'j hfjltyj,f*
t – I cf[bc j,btmnt,bc hfjltyj,f*
(s –t) – II cf[bc j,btmnt,bc hfjltyj,f*
n – itv'[dtdb' (lf,heyt,bc ufhtit) fvjhxtekb j,btmnt,bc hfjltyj,f*
Sn – I cf[bc j,btmnt,bc hfjltyj,f fvjhxtek n j,btmnib^
Sn = max(0,n–(s–t)), ... , min(n,t).
C tk C sn−−tk C nk C st −− nk
Pn{k; s,t} = =
C sn C st
ESn = n⋅(t/s), DSn = n⋅(t/s)(1–t/s)(1–(n–1)/(s–1)).

GEFCJYBC UFYFOBKT<F& gefcjybc rfyjyb' ufyfobkt,ekb tojlt,f bct' X

itv'[dtdb' cblbltc^ hjvtkbw qt,ekj,c 0,1,2,... v'tk vybidytkj,t,c
λk
P{X=k}= e −λ (7.9)
k!
fk,f'j,t,b'^ cflfw λ hfbvt lflt,b'b hbw[dbf^ hjvtkcfw gefcjybc ufyfobkt,bc
gfhfvtnhc eojlt,ty&
(7.7) hjv vfh'kfw ufyfobkt,ff tv.fht,f vf'tvfnbreh fyfkbpib wyj,bk
∞ λk
afmnc^ hjv eλ aeymwbbc ntbkjhbc vorhbdfl ufikfc fmdc itvltub cf[t% eλ= ∑ .
k =0 k!
ufvjd'dfkj' X itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbyb: Comment [MSOffice1]: cnocka
206

∞ λk −λ ∞ λk ∞ λk −1 ∞ λk
EX = ∑ k e =∑ e −λ = λ ∑ e −λ = λ ∑ e −λ = λ
k =0 k! k =1 ( k − 1)! k =1 ( k − 1)! k = 0 k!

hjujhw d[tlfd'^ EX=λ^ t&b&^ λ gfhfvtnhb ofhvjflutyc X itv'[dtdb'b cblblbc

vf'tvfnbreh kjlbyc (cfiefkj vybidytkj,fc)& fctdt fldbkb cfyf[fdbf^ hjv DX=λ.
gefcjybc ufyfobkt,bcf'dbc λ gfhfvtnhb' vfofhvjt,tkb aeymwbfc fmdc
itvltub cf[t
∞ λk −λ ∞ (λe t ) k −λ λet t
M X (t) = ∑ e tk e =∑ e e = e λ ( e −1) .
k =0 k! k =0 k!
fv aeymwbbc ufvj.tyt,b' fldbkfl vnrbwlt,f itvltub afmnb% 'e X lf Y
lfvjerblt,tkb gefcjybc ufyfobkt,bc vmjyt itv'[dtdb'b cblbltt,bf^
itcf,fvbcfl^ λ 1 lf λ 2 gfhfvtnht,b'^ vfiby (X+Y) itv'[dtdb'b cblblt rdkfd
gefcjybc ufyfobkt,bc vmjytf λ 1 +λ 2 gfhfvtnhb'&
vfh'kfw^
t t t
M X+Y (t) = M X (t) M Y (t)= e λ1 ( e −1)
⋅ e λ2 (e −1)
= e ( λ1 + λ 2 ) ( e −1)

lf fct'b nbgbc vfofhvjt,tkb aeymwbf uffxybf v[jkjl gefcjybc ufyfobkt,bc vmjyt

itv'[dtdb' cblbltc&
gefcjybc ufyfobkt,f^ hjujhw otcb^ ofhvjflutyc rfhu vf'tvfnbreh vjltkc
bidbf' [ljvbkj,f'f fqcfothfl% lhjbc abmcbht,ek iefktlib vjv[lfh [ljvbkj-
,f'f hfjltyj,f [ibhfl tvjhxbkt,f gefcjybc ufyfobkt,fc& vfufkb'fl itbskt,f
ufvjlutc utbuthbc v'dktkbc vbth t lhjib htubcnhbht,ekb hflbfmnbehb lfikbc
itltufl α yfobkfrt,bc hfjltyj,f^ cfntktajyj cfluehib t lhjbc ufyvfdkj,fib
htubcnhbht,ek ufvjsf[t,f'f hfjltyj,f& ufhrdtek gbhj,t,ib gefcjybc ufyfob-
kt,f xylt,f hjujhw ,byjvehb ufyfobkt,bc vbf[kjt,f ofhvfnt,bc vwbht fk,f'j-
,bcf lf wlf'f lblb hfjltyj,bc itv'[dtdfib&
mdtvj' vjud.fdc gefcjybc ufyfobkt,bcf lf ufyfobkt,bc aeymwbbc
w[hbkt,bc ahfuvtynt,b&

w[hbkb 7.2 gefcjybc ufyfobkt,f w[hbkb 7.3 gefcjybc ufyfobkt,bc aeymwbf

λk −λ λ j −λ
P{X ≤ k}= ∑
k
P{X=k}= e e
k! j = 0 j!

λ λ
k 8.9 9.0 9.1 k 8.9 9.0 9.1
0 .0001 .0001 .0001 0 .0001 .0001 .0001
1 .0012 .0011 .0010 1 .0013 .0012 .0011
2 .0054 .0050 .0047 2 .0067 .0062 .0058
3 .0161 .0150 .0140 3 .0228 .0212 .0198
4 .0356 .0338 .0319 4 .0584 .0550 .0517
5 .0635 .0610 .0581 5 .1219 .1160 .1098
6 .0941 .0908 .0880 6 .2160 .2068 .1978
7 .1197 .1171 .1145 7 .3357 .3239 .3123
8 .1332 .1318 .1303 8 .4689 .4557 .4426
9 .1317 .1317 .1316 9 .6006 .5874 .5742

fv ufyfobkt,bc ufvj.tyt,bc cfbkecnhfwbjl ufydb[bkj' itvltub

7 SBHB"FLB UFYFOBKT<FYB 207

vfufkbsb 7.3. wyj,bkbf^ hjv cfntktajyj cfluehib t lhjbc ufyvfdkj,fib

itvjcek ufvjsf[t,f'f hfjltyj,f ofhvjflutyc gefcjybc ufyfobkt,bc vmjyt
itv'[dtdb' cblbltc λ gfhfvtnhb'. xfd'dfkj'^ hjv lhj bpjvt,f oe't,ib& d'mdf'^
λ=9. bgjdt' fk,f'j,f bvbcf, hjv th' oe'ib ufvjsf[t,f'f hfjltyj,f f) bmyt,f 3* ,)
fh fqtvfnt,f 4-c&
fvj[cyf& th' oe'ib ufvjsf[t,f'f hfjltyj,fc fmdc gefcjybc ufyfobkt,f gfhf-
vtnhb' λ=9, fvbnjv udtmyt,f%
93 k
f) P{X=3}= e −9 , ,) P{X ≤ 4}= ∑ 9 e −9 &
4

3! k = 0 k!
hjujhw d[tlfd'^ vbdbqt' ufvj'dkt,bc 'dfkcfphbcb' cfrvfhbcfl h'ekb
ufvjcf[ekt,t,b^ vfuhfv 'e dbcfhut,kt,' gefcjybc ufyfobkt,bc w[hbkt,bc ptdb'
vj.dfybkb ahfuvtynt,b'^ vbdbqt,'&
93 k
P{X=3}= e −9 ≈ 0.0150 lf P{X ≤ 4}= ∑ 9 e −9 ≈ 0.0550&
4

3! k = 0 k!

gefcjybc ufyfobkt,f
gefcjybc tojlt,f bct' X itv'[dtdb' cblbltc^ hjvtkbw qt,ekj,c fhfefh.jab'
v'tk vybidytkj,t,c fk,f'j,t,b'%
P{X = k} = (λk/k!) ⋅exp(–λ), k = 0, 1, 2, . . .
λ ufyfobkt,bc gfhfvtnhbf^ λ>0,
EX=DX=λ,

MX(t)= e λ ( e −1)
t
.

GJKBYJVEHB UFYFOBKT<F& hjujhw udf[cjdc^ ,byjvehb ufyfobkt,f

t[t,jlf n lfvjerblt,tk wlfc^ hjvtk'fufy 'b'jtekib jhb nbgbc itltub
abmcbhlt,f – t&o& @ofhvfnt,f# p fk,f'j,b' lf @vfhw[b# q fk,f'j,b'& .jdtkb m =
0,1,..,n hbw[dbcf'dbc pecnfl m @ofhvfnt,bc# fye m @ofhvfnt,bcf# lf n–m @vfhw[bc#
fk,f'j,f vjbwtvf ajhvekb'%
n!
P n (m)= pm(1–p)n–m.
m!(n − m)!
[ibhfl th'tek wlfc fmdc jhpt vtnb itltub lf fct'b wlt,bc vbvltdhj,fc
erdt dtqfh fqdoth' ,thyekbc cmtvb'&
d'mdf' n lfvjerblt,tkb wlblfy 'b'jtekc itbskt,f vj/.dtc k eh'bth'-
ufvjvhbw[fdb itltub^ hjvkt,bw 1,2,...,k hbw[dt,b' fqdybiyj' lf hjvtk'f fk,f'j-
,t,bf p 1 , p 2 , ... , p k , fv fk,f'j,t,bc ]fvb rb th'bf% p 1 +p 2 +⋅⋅⋅+p k =1. ν i b.jc n wlfib i-
ehb itltubc ufy[jhwbtkt,f'f hfjltyj,f^ i=1,2,...,k&
208

sytkb fhff bvbc xdtyt,f^ hjv (ν 1 ,ν 2 ,...,ν k ) itv'[dtdb'b dtmnjhbc ufyfobkt,f^

fye ν 1 ,ν 2 ,...,ν k itv'[dtdb' cblblt'f th'j,kbdb ufyfobkt,f vjbwtvf ajhvekb'%
n!
P{ν 1 =n 1 ,ν 2 =n 2 ,...,ν k =n k } = P{n 1 ,n 2 ,...,n k }= p1n1 p 2n2  p knk , (7.10)
n1!n2 ! nk !
k k
cflfw ∑ ni = n lf ∑ pi = 1 & fv ufyfobkt,fc gjkbyjvehb ufyfobkt,f tojlt,f&
i =1 i =1
w[flbf^ hjv 'e k=2^ vfiby n 2 =n–n 1 , p 2 =1–p 1 lf (7.10) ajhvekf vjudwtvc
,byjveh ufyfobkt,fc& 'b'jtekb ν i -c ufyfobkt,f ,byjvehbf p 1 fk,f'j,b' i=1,2,...,k&
fldbkb cfxdtyt,tkbf^ hjv
Eν i = np i , Dν i = np i (1–p i ), i=1,2,...,k,
E(ν i –np i )(ν j –np j ) = – np i p j , i,j=1,2,...,k, i≠j.
EFH>JAB"B <BYJVEHB UFYFOBKT<F& d'mdf' nfhlt,f ,thyekbc wlf'f
vbvltdhj,f k ofhvfnt,fvlt& N k b.jc bv wlbc yjvthb^ hjltcfw vj[lf k-ehb
ofhvfnt,f& w[flbf^ hjv N k itv'[dtdb'b cblbltf lf N k > k, hflufy k ofhvfnt,bc
vjcf[ltyfl cek wjnf k wlf vfbyw eylf xfnfhltc& fvhbufl N k -c itcfskj
vybidytkj,t,bf k, k+1,… . dbgjdj' N k -c ufyfobkt,bc rfyjyb&
n
'e X i i-eh wlfib ofhvfnt,bc bylbrfnjhbf lf S n = ∑ X i ^ vfiby
i =1
{N k =n} = {S n–1 = k–1, X n =1}.
fvbnjv wlf'f lfvjerblt,kj,bc lf fmtlfy ufvjvlbyfht S n-1 lf X n
itv'[dtdb'b cblbltt,bc lfvjerblt,kj,bc ufvj
P{N k =n}=P{S n–1 =k–1}P{X n =1)= C nk−−11 pk–1(1–p)n–kp.
fm xdty v[tldtkj,fib vbdbqt'^ hjv S n–1 itv'[dtdb' cblbltc fmdc ,byjvehb
ufyfobkt,f gfhfvtnht,b' n–1 lf p.
cf,jkjjl^
P{N k =n}= C nk−−11 pk(1–p)n–k^ n ≥ k& (7.11)
vbqt,ek ufyfobkt,fc efh.jab' ,byjveh ufyfobkt,fc eojlt,ty&
ufyfobkt,bc cf[tkb bmblfy vjvlbyfhtj,c^ hjv 'e G k =N k –k fqybiyfdc
vfhw[t,bc hfjltyj,fc k-eh ofhvfnt,fvlt^ vfiby yt,bcvbthb r =0,1,2,... hbw[dbcf'dbc
(k + r − 1)  (k + 1)k k r
P{G k =r} = P{N k =r+k } = C rr+ k −1 p k q r = p q =
r!
− k (− k − 1)  (− k − (r − 1)) k
= p (−q) r ,
r!
hfw ofhvjflutyc pk-c yfvhfdkc (1–q)–k efh.jab'b ,byjvbc ntbkjhbc vorhbdbc
pjufl otdhpt&
7 SBHB"FLB UFYFOBKT<FYB 209

fldbkb lfcfyf[bf rfdibhb ,byjveh lf efh.jab' ,byjveh ufyfobkt,fc

ijhbc& rthsjl^
C nk−−11 k k k
P{N k =n}= C nk−−11 pk(1–p)n-k = k
C n p (1–p)n–k = ⋅ C nk pk(1–p)n-k. (7.12)
Cn n
fmtlfy ufvjvlbyfht^ efh.jab'b ,byjvehb ufyfobkt,bc fk,f'j,f'f
ufvj'dkf itcfskt,tkbf ,byjvehb ufyfobkt,bc w[hbkt,bc cfiefkt,b'&
efh.jab'b ,byjvehb ufyfobkt,bc hbw[db'b vf[fcbf't,kt,bf
k (1 − p )
EN k =k/p, DN k = &
p2
vtjhtc v[hbd^ tc 'fyfafhlj,fyb bv ufhtvjt,bc itltubwff^ hjv N k ofhvjfl-
utyc utjvtnhbekb ufyfobkt,bc vmjyt k lfvjerblt,tkb itv'[dtdb'b cblblbc ]fvc
(EN k =kEN 1 =k/p, DN k =kDN 1 =kq/p2)& fct'bdt rfdibhbf G k lf G 1 =G itv'[dtdb' cblblt-
t,c ijhbc (b[& utjvtnhbekb ufyfobkt,f)^ EG k =k–EN k =kq/p=kEG 1 , DG k =DN k =kDG 1 .
vfufkbsb 7.4. cflfpqdtdj rjvgfybf vjcf[ktj,fc 'fdfpj,c lfpqdtdbc ufh-
rdtek gbhj,t,c& fk,f'j,f bvbcf^ hjv 'b'jtekb vjmfkfmt lf'fy[vlt,f lfpqdtdfpt^
p=0.15& hfc elhbc fk,f'j,f bvbcf^ hjv [e'b cflfpqdtdj [tkitrhekt,bc ufcfajh-
vt,kfl rjvgfybbc futync lfczbhlt,f cflfpqdtdj gbhj,t,bc it'fdfpt,f gbhdtkb
itv[dtlhb 15 vjmfkfmbcf'dbc~
fvj[cyf& fvjwfybc gbhj,bc 'fyf[vfl^ p=0.15, n=15, k=5. fvbnjv (7.11) lf
(7.12) vbdbqt,'
P{N 5 =15} = C144 ⋅0.155⋅0.8510=(5/15)⋅ C155 ⋅0.155⋅0.8510≈(1/3)⋅0.045=0.015.

efh.jab'b ,byjvehb ufyfobkt,f

p–wfkrtek wlfib ofhvfnt,bc fk,f'j,f ,thyekbc cmtvfib*
Nk – wlt,bc hfjltyj,f k-eh ofhvfnt,fvlt^ Nk = k, k+1, k+2, ...
Gk =Nk–k – vfhw[t,bc hfjltyj,f k-eh ofhvfnt,fvlt^ Nk=0,1,2,..

P{Nk=n} = P{ Gk =n–k} = C nk−−11 pk(1–p)n-k , n = 1, 2, 3, . . .

ENk =k/p, EGk = k(1–p)/p; DNk=D Gk = k(1–p)/p2

§ 2. EO>DTNB UFYFOBKT<FYB

"FYF<FHB UFYFOBKT<F [a,b] IEFKTLIB& dbn.db'^ hjv X itv'[dtdb'

cblbltc fmdc 'fyf,fhb ufyfobkt,f [a,b] iefktlib (–∞<a<b<+∞)^ fye X 'fyf,hfl
ufyfobkt,ekbf [a,b] iefktlib^ 'e vbcb ufyfobkt,bc cbvrdhbdtf
210

 1
 , 'e a < x ≤ b,
f(x) =  b − a (7.13)
 0, obyffqvltu itv' [dtdfib &

vbc uhfabrc fmdc itvltub cf[t:

f(x)

1/(b–a)

a 0 α β b x
yf[& 7.1

x
X itv'[dtdb'b cblblbc F ( x) = ∫ f ( s )ds ufyfobkt,bc aeymwbfc fmdc cf[t
−∞

 0, hjwf x < a,

F(x) = ( x − a) /(b − a), hjwf a ≤ x ≤ b, (7.14)
 hjwf x > b.
 1,

yf[& 7.2-pt fv aeymwbbc uhfabrbf vjwtvekb

F(x)
1

a 0 b x
yf[& 7.2

'e a≤α<β≤b^ vfiby (7.14)-lfy vbdbqt,'^ hjv

P{α<X≤β} =F(β)–F(α)= (β−α)/(b–a). (7.15)
fye fv iefktlib vj[dtlhbc fk,f'j,f njkbf 7.1 yf[fppt ufvjcf[ekb
lfinhb[ekb vfh're'[tlbc afh'j,bcf&
X itv'[dtdb'b cblblbc hbw[db'b vf[fcbf 't,kt,bf:
EX=(a+b)/2,
DX = EX2 – (EX)2 = (b–a)2/12,
7 SBHB"FLB UFYFOBKT<FYB 211

σ X = (b–a)/(2 3 ).
(7.15)-bc sfkb' udtmyt,f^ hjv
F((a+b)/2) = ((a+b)/2–a)/(b–a) = 1/2
lf vfifcflfvt^ M=(a+b)/2 ofhvjflutyc ufyfobkt,bc vtlbfyfc& hfw itt[t,f 'fyf,fhb
ufyfobkt,bc vjlfc^ w[flbf^ hjv [a, b] iefktlbc yt,bcvbthb othnbkb itbskt,f
xfd'dfkj' ufyfobkt,bc vjlfl&

(a,b) bynthdfkpt 'fyf,hfl ufyfobkt,ekb X Itv'[dtdb'b cblblt

 1
 , hjwf a < x ≤ b ,
f(x)=  b − a
 0, hjwf x < a fy x > b.
 0, hjwf x < a,

F(x) = ( x − a ) /(b − a ), hjwf a ≤ x ≤ b,
 1, hjwf x > b.


EX=(a+b)/2, DX= (b–a)2/12, M=(a+b)/2

TMCGJYTYWBFKEHB UFYFOBKT<F& λ gfhfvtnhb' (λ>0) tmcgjytywbfkehfl

ufyfobkt,ekb tojlt,f bct' X itv'[dtdb' cblbltc^ hjvkbc ufyfobkt,bc
cbvrdhbdtf:
 0, x < 0 ,
f ( x) = Exp( x; λ ) =  −λx (7.16)
λe , x ≥ 0.
cbvrdhbdbc uhfabrc fmdc itvltub cf[t%

f(x)

λe−λα

λe-λβ

x
0 α β
yf[& 7.3
212

lfinhb[ekb fhbc afh'j,b ofhvjflutyc tmcgjytywbfkehb ufyfobkt,bc

vmjyt X itv'[dtdb'b cblblbc [α,β] bynthdfkib vj[dtlhbc fk,f'j,fc& itcf,fvbc
ufyfobkt,bc aeymwbfc fmdc itvltub cf[t%
 0, hjwf x < 0,
F(x) =  − λx (7.17)
1 − e , hjwf x ≥ 0.
tmcgjytywbfkehfl ufyfobkt,ekb X itv'[dtdb'b cblblbc vf'tvfnbrehb
+∞ +∞ 1
kjlbybf EX= ∫ uf (u )du = ∫ λue −λu du = , [jkj lbcgthcbf DX=1/λ2 lf vfifcflfvt^
−∞ 0 λ
σ X =1/λ& fvhbufl^ tmcgjytywbfkehb ufyfobkt,bc gfhfvtnhb ofhvjflutyc vbcb
vf'tvfnbrehb kjlbybc it,heyt,ek cblbltc& 1 hflufy ufyfobkt,bc cbvrdhbdt
rkt,flbf^ bc 'fdbc vfmcbvfkeh vybidytkj,fc fqotdc x=0 othnbkib lf fvbnjv ufyf-
obkt,bc vjlf M 0 =0* hfw itt[t,f vtlbfyfc^ fldbkb cfxdtyt,tkbf^ hjv M=(1/λ)⋅ln2.

tmcgjytywbfkehfl ufyfobkt,ekb X itv'[dtdb'b cblblt

 0, x < 0 ,
f(x) = Exp(x;λ) =  −λx
λe , x ≥ 0.
 0, hjwf x < 0,
F(x) =  − λx
1 − e , hjwf x ≥ 0.
1 1
EX= , DX=1/λ2, M= ln2,
λ λ

hbcrbc aeymwbf lf vt[cbtht,bc emjykj,bc sdbct,f&* cfbynthtcjf λ

gfhfvtnhbc itvltub bynthghtnfwbf% ufyfobkt,bc cbvrdhbdbcf lf ufyfobkt,bc aeym-
wbbc (7.16) lf (7.17) ufvjcf[ekt,t,blfy fldbkfl lfdfcrdyb'^ hjv f(x)=λ⋅(1–F(x))^
cfblfyfw w[flbf^ hjv
λ(x) = f(x)/(1–F(x)) = λ& (7.18)
gbhbmb'^ 'e fhfefh.jab'b X itv'[dtdb'b cblblbc ufyfobkt,bc cbvrdhbdtf
f(x) lf itcf,fvbcb λ(x) aeymwbf bubdehfl λ-c njkbf^ vfiby vnrbwlt,f^ hjv X
tmcgjytywbfkehfl ufyfobkt,ekb itv'[dtdb'b cblbltf λ gfhfvtnhb'&
lfdflubyj'^ 'e hfc ofhvjflutyc λ(x) aeymwbf cfpjufljl (dbuekbc[vj'^
hjv ufyfobkt,f 'fdvj.hbkbf [0,+∞) iefktlpt)& ]th th'b^ itdybiyj'^ hjv λ(x) aey-
mwbbc cfiefkt,b' wfkcf[fl fqdfluty' hjujhw F(x), fctdt f(x) aeymwbfc& rthsjl^

1
tmcgjytywbfkehb ufyfobkt,f rfhub vjltkbf vfcj,hbdb vjvcf[eht,bc cbcntvfib vj'[jd-
yf'f itvjcdkt,c ijhbc lhjbc ufyfobkt,bcf'dbc (fctdt vjvcf[eht,bc lhjbc ufyfobkt-
,bcf'dbc)& λ-c phlf fvwbht,c EX=1/λ cfiefkj lhjc fye phlbc yfrflbc (fy vjvcf[eht,bc)
byntycbdj,fc& fvbnjv λ gfhfvtnhc byntycbdj,fc eojlt,ty&
7 SBHB"FLB UFYFOBKT<FYB 213

 x   x 
F(x) = 1–exp  − ∫ λ(u )du  lf f(x)=λ(x)⋅ exp  − ∫ λ(u )du  &
 0   0 
fvudfhfl^ λ(x) aeymwbf^ F(x) lf f(x) aeymwbt,bc vcufdcfl^ chekfl f[fcbf't,c
eo.dtnb X itv'[dtdb'b cblblbc ufyfobkt,bc rfyjyc& λ(x) aeymwbfc fk,f'j,bc
'tjhbfib e,hfkjl^ hbcrbc aeymwbfc eojlt,ty& itdtwflj' ufdfhrdbj' vbcb fhcb&
fvbcf'dbc ufdb[ctyj'^ hjv f(x)∆x≈P{x≤X≤x+∆x}& w[flbf^ hjv {x≤X≤x+∆x}⊂{X≥x} lf
P{x≤X≤x+∆x}=P{x≤X≤x+∆x, X≥x} lf ufhlf fvbcf^ P{X≥x}=1–F(x–)=1–F(x). fvbnjv
gbhj,b'b fk,f'j,bc ufycfpqdht,bc sfkb' udtmyt,f%
P{x ≤ X ≤ x + ∆x}
λ(x)∆x = f(x)∆x/(1–F(x)) ≈ = P{x ≤ X ≤ x + ∆x, X ≥ x} =
P{ X ≥ x} P{ X ≥ x}
= P{x≤ X ≤ x+∆x | X ≥ x}. (7.19)
vfifcflfvt^ λ(x) aeymwbbc ibyffhcb vlujvfhtj,c bvfib^ hjv λ(x)∆x .jdtk x
othnbkib ofhvjflutyc X itv'[dtdb'b cblblbc vwbht [x;x+∆x] bynthdfkib
vj[dtlhbc gbhj,b' fk,f'j,fc^ bv gbhj,b'^ hjv X itv'[dtdb'b cblbltv vbbqj x-pt
vtnb fy njkb vybidytkj,f& fct'b itv'[dtdbc efvhfd vfufkb'c xdty d[dlt,b'
.jdtklqbeh w[jdht,fib& 'e lfdeidt,'^ hjv X itv'[dtdb'b cblblb' bpjvt,f hfbvt
cbcntvbc aeymwbjybht,bc lhj (tc itbskt,f b.jc flfvbfybc cbwjw[kbc
[fyuhskbdj,f fy hfbvt ntmybrehb lfyflufhbc ('eylfw tktmnhjyf'ehbc) veifj,bc
fy hfbvt trjyjvbrehb cbcntvbc vjmvtlt,bc [fyuhskbdj,f lf f&i&)^ vfiby (7.19)-bc
vb[tldb'^ λ(x)∆x ofhvjflutyc fk,f'j,fc bvbcf^ hjv cbcntvf aeymwbjybht,fc
ito.dtnc [x;x+∆x] lhjb' bynthdfkib^ 'e wyj,bkbf^ hjv cbcntvfv erdt lhjbc x
th'tekb bveifdf&
vjdb.dfyj' tmcgjytywbfkehb ufyfobkt,bc rbltd th'b vybidytkjdfyb
'dbct,f^ hjvkb'fw bc ufyc[dfdlt,f c[df eo.dtnb ufyfobkt,t,bcfufy (ufb[ctyt'
utjvtnhbekb ufyfobkt,f)& fvbcf'dbc yt,bcvbthb x≥0 lf y≥0-cf'dbc ufvjd'dfkj'
gbhj,b'b fk,f'j,f%
P{{ X > x + y}  { X > y}} P{ X > x + y} e − λ ( x + y )
P{X>x+y|X>y} = = = = e − λx = P{ X > x} &
P{ X > y} P{ X > y} e − λy
hjujhw d[tlfd'^ njkj,bc vfhw[tyf v[fhbcfufy ufyc[dfdt,b'^ vfh]dtyf
v[fht fqfhff lfvjrblt,ekb y-pt& cojhtl tc fhbc ptvj[ctyt,ekb vybidytkjdfyb
'dbct,f^ hjvtkcfw @vt[cbtht,bc emjykj,fc" eojlt,ty tmcgjytywbfkehb ufyfobkt-
,bcf'dbc& vfh'kfw^ (7.17) njkj,blfy fldbkfl vbdbqt,'^ hjv
P{y<X≤ y+x | X > y} = P{X ≤ x}.
fct^ hjv x cbuhsbc bynthdfkib vj[dtlhbc fk,f'j,f fh bwdkt,f^ hf y lhjw
fh eylf b.jc ufcekb&

YJHVFKEHB UFYFOBKT<F& X itv'[dtdb' cblbltc^ hjvkbc ufyfobkt,bc

cbvrdhbdtc fmdc itvltub cf[t:
214

( x−µ )2
1 −
f µ ,σ 2 ( x ) = e 2σ ^
2
(7.20)
2πσ 2
cflfw µ lf σ2 hfbvt yfvldbkb hbw[dt,bf (– ∞ <µ<+ ∞ , σ2 >0), tojlt,f yjhvfkehfl
ufyfobkt,ekb itv'[dtdb' cblblt&
bc afmnb^ hjv X itv'[dtdb'b cblblt yjhvfkehflff ufyfobkt,ekb gfhfvtn-
ht,b' m lf σ2^ vjrktl fct xfbotht,f X~N(µ,σ2)& tc xfyfothb L (X)=N(µ,σ2) xfyfothbc
itvjrkt,ff (hjujhw udf[cjdc^ L (X)=F ybiyfdc^ hjv X-bc ufyfobkt,ff F^ xfothbkb
hfbvt ajhvb')&
(7.20)-b' ufycfpqdhekb cbvrdhbdbc aeymwbf x fhuevtynbc cbvtnhbekb
aeymwbff^ x=µ ohat ofhvjflutyc vbcb cbvtnhbbc qthsc fye
f µ , σ 2 (µ − x) = f µ , σ 2 (µ + x) * f µ ,σ 2 ( x) eybvjlfkehb cbvrdhbdtf^ bc vfmcbvfkeh

vybidytkj,fc qt,ekj,c^ hjwf x = µ lf f µ ,σ 2 ( x) =1/ 2πσ 2 * fv ufyfobkt,bc vjlf^

vtlbfyf lf cfiefkj njkbf* M 0 = M = m&
ufyfobkt,bc µ lf σ2 gfhfvtnht,bc ibyffhcb bvfib vlujvfhtj,c^ hjv bcbyb
itcf,fvbcfl ufyfobkt,bc vf'tvfnbreh kjlbycf lf lbcgthcbfc ofhvjflutyty%
( x −µ ) 2
∞ −
1 2σ2
µ = EX = ∫ xe dx ,
2πσ 2 −∞
( x −µ ) 2
∞ −
1
∫ ( x − µ) e
2σ2
σ = DX =
2 2
dx .
2πσ 2 −∞
fmdt fqdybiyj'^ hjv yjhvfkehb ufyfobkt,bcf'dbc yt,bcvbthb rtynb hbubc
wtynhfkehb vjvtynb yekbc njkbf^ t&b& µ 2k+1 =0, [jkj
µ 2k =1⋅3⋅⋅⋅(2k–1)⋅(σ2)k, k=1,2, ...
vfufkb'fl^ hjwf k=1, µ 2 = σ2, 'e k=2, µ 4 =3σ4.
hf ufdktyfc f[ltyc yjhvfkehb ufyfobkt,bc cbvrdhbdbc uhfabrbc ajhvfcf
lf vlt,fhtj,fpt µ-cf lf σ2-bc vybidytkj,t,b? µ gfhfvtnhb' ufybcfpqdht,f
ufyfobkt,bc cbvrdhbdbc vlt,fhtj,f hbw[d'f qthspt^ rthsjl rb – vbcb vfmcbvevbc
othnbkb^ fye vjlf% hfw eahj lblbf vf'tvfnbrehb kjlbyb^ vb' eahj vfh]dybdff
ofyfwdkt,ekb ufyfobkt,bc cbvrdhbdbc uhfabrb& fvfc'fyfdt^ µ gfhfvtnhbc
wdfkt,flj,f fhfdb'fh ufdktyfc fh f[ltyc ufyfobkt,bc cbvrdhbdbc uhfabrbc
ajhvfpt& σ udbxdtyt,c ufyfobkt,bc cbvrdhbdbc ufikbkj,fc% hfw eahj lblbf σ^ vb'
eahj ufikbkbf ufyfobkt,bc cbvrdhbdbc uhfabrb (b[& yf[& 7.4 lf 7.5).
X itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbff
( t −µ ) 2
x 1 −
Fµ , σ 2 ( x) = P{ X ≤ x} = ∫ e 2σ2 dt ,
−∞ 2πσ 2
7 SBHB"FLB UFYFOBKT<FYB 215

hjvkbc uhfabrb yf[& 7.6-ptf ofhvjlutybkb&

yf[& 7.4

yf[& 7.5

F(x)
1

1/2

0 µ x
yf[& 7.6

fqdybiyj' yjhvfkehb ufyfobkt,bc itvltub 'dbct,f: 'e X ~ N(µ,σ2)^ vfiby fv

itv'[dtdb'b cblblbc yt,bcvbthb Y=aX+b ohabdb ufhlfmvyf ^ cflfw a lf b yfvldbkb
hbw[dt,bf^ rdkfd yjhvfkehflff ufyfobkt,ekb Y ~ N(aµ+b,a2σ2). 'e a=1/σ lf b=(–
µ/σ)^ vfiby Y=(X–µ)/σ rdkfd yjhvfkehflff ufyfobkt,ekb (0,1) gfhfvtnht,b' &
fvhbufl^
X −µ
'e X~N(µ,σ2)^ vfiby Y = ~ N(0,1),
σ
fye flubkb fmdc ofhvjlutyfc
X = σY+µ, cflfw Y ~ N(0,1).
N(0,1) ufyfobkt,bc vmjyt itv'[dtdb' cblbltc tojlt,f cnfylfhnekb
yjhvfkehb ufyfobkt,bc vmjyt itv'[dtdb'b cblblt^ [jkj N(0,1) ufyfobkt,fc –
216

cnfylfhnekb yjhvfkehb ufyfobkt,f& cnfylfhnekb yjhvfkehb ufyfobkt,bc

cbvrdhbdtc fqybiyfdty ϕ(x)-b'^ [jkj ufyfobkt,bc aeymwbfc – Φ(x)-cbv,jkj'b&
x2
1 −
ϕ ( x) = e 2 ^
2π
lf
u2
x 1 x −
Φ ( x) = ∫ ϕ(u )du = ∫e 2 du .
−∞ 2π −∞

cnfylfhnekb yjhvfkehb ufyfobkt,bc cbvrdhbdbc uhfabrc fmdc itvltub

cf[t%

yf[& 7.7

fldbkfl ufvjb'dkt,f cnfylfhnekb yjhvfkehb ufyfobkt,bc vjvtyn'f

vfofhvjt,tkb aeymwbf& cf[tklj,h^ 'e X~N(0,1)^ vfiby
t2
MX . (t)= e 2
fmtlfy rb fldbkfl vbbqt,f itvltub afmnb% 'e X~N(µ,σ2)^ vfiby
σ2 t 2
µt +
M Y (t)= e
. 2

Y −µ
vfh'kfw^ 'e X = ^ vfiby Y=µ+Xσ lf vfofhvjt,tkb aeymwbbc a 'dbct,bc
σ
ufvj.tyt,b' vbdbqt,'
σ2 t 2
µt +
M Y (t)= etµ⋅ M X (σt) = e 2 .
vjdb.dfyj' yjhvfkehb ufyfobkt,bc rbltd th'b vybidytkjdfyb 'dbct,f&
'e X 1 ~N(µ 1 , σ12 ), X 2 ~N(µ 2 , σ 22 ) lf X 1 lf X 2 lfvjerblt,tkb itv'[dtdb'b
cblbltt,bf^ vfiby X 1 +X 2 itv'[dtdb'b cblblt rdkfd yjhvfkehflff ufyfobkt,ekb
gfhfvtnht,b' µ 1 +µ 2 lf σ12 + σ 22 ^ t&b&

( X 1 + X 2 )~ N(µ 1 +µ 2 , σ12 + σ 22 ).
vfh'kfw vfofhvjt,tkb aeymwbbc b 'dbct,bc ufvj
7 SBHB"FLB UFYFOBKT<FYB 217

σ12t 2 σ 2t ( σ12 + σ 22 ) t 2
µ1t + µ 2t + 2 ( µ1 + µ 2 ) t +
M X1 + X 2 (t ) = M X1 (t ) M X 2 (t ) = e 2 e 2 =e 2

lf vfofhvjt,tkb aeymwbbc c 'dbct,blfy dfcrdyb'^ hjv

X 1 +X 2 ~N(µ 1 +µ 2 , σ12 + σ 22 ) .
hjujuw erdt fqdybiyt' yjhvfkehb lf rthsjl cnfylfhnekb yjhvfkehb
ufyfobkt,bc fcbvtnhbbcf lf tmcwtcbc rjtabwbtynt,b yekbc njkbf&
'e hfbvt eodtnb ufyfobkt,bc vmjyt X itv'[dtdb'b cblblbc tmcwtcbc
rjtabwbtynb lflt,b'bf^ tc vbe'b't,c bvfpt^ hjv cnfylfhnekb itv'[dtdb'b
X − EX
cblblbc ufyfobkt,bc cbvrdhbdt yekbc vblfvjib eahj ufotkbkbf ptdb'^
DX
dblht cnfylfhnekb yjhvfkehb ufyfobkt,bc cbvrdhbdt&
fhct,j,c w[hbkt,b^ hjvkt,ibw nf,ekbht,ekbf Φ(x) aeymwbbc vybidyt-
kj,t,b& Φ(x) aeymwbbc nf,ekbht,f cfiefkt,fc udfsktdc ufvjd'dfkj' yjhvfkeh
itv'[dtdb' cblbltc'fy lfrfdibht,ekb fvf 'e bv [ljvbkj,bc fk,f'j,f&
ϕ(x) aeymwbbc keoj,blfy (ϕ (x) = ϕ (–x)) ufvjvlbyfhtj,c^ hjv
Φ (− x) = 1 − Φ ( x), Φ(0) = 0,5. (7.21)
fv 'dbct,t,bc ufvj cnfylfhnekb yjhvfkehb ufyfobkt,bc aeymwbbcf lf
ufyfobkt,bc cbvrdhbdbc w[hbkt,b^ hjujhw otcb^ vjwtvekbf v[jkjl x fhuevtynbc
lflt,b'b vybidytkj,t,bcf'dbc& cnfnbcnbreh kbnthfnehfib [ibhfl Φ(x)
x
aeymwbbc yfwdkfl^ nf,ekbht,ekbf Φ 0 (x)= ∫ ϕ(u )du aeymwbf^ x fhuevtynbc
0
fhfefh.jab'b vybidytkj,t,bcf'dbc^ hjvtk'fyfw Φ(x) aeymwbfc'fy lfrfd-
ibht,ekbf 'fyfafhlj,b'%
1
Φ(x) = +Φ 0 (x).
2
vjdb.dfyj' rbltd th'b vybidytkjdfyb afmnb% 'eX~N(0,1), vfiby
P{|X|≤x} = 2Φ(x)–1, (7.22)
hfw ufvjvlbyfhtj,c P{|X|≤x}=Φ(x)–Φ(–x) lf (7.21) 'fyfafhlj,t,blfy&
vfufkbsb 7.5. ufvjd'dfkj' X~N(0,1)-cf'dbc itvltub fk,f'j,t,b%
f) P{X<1.2}, ,) P{X>0.5}, u) P{X<–0.3}, l) P{–0.3<X ≤ 0.7}, t) P{|X| ≤ 2.3}.
fvj[cyf& f) ufycfpqdht,bc 'fyf[vfl^ P{X<1.2}=Φ(1.2) lf eiefkjl w[hbkbc
x cdtnib dtst,' vybidytkj,fc 1.2 lf bubdt cnhbmjybc Φ(x) cdtnblfy fvjdoth'
Φ(1.2)-bc vybidytkj,fc^ hjvtkbw 0.88-bc njkbf& fvhbufl P{X<1.2}=0.88.
,) {X>0.5} lf {X≤0.5} eh'bth'cfobyffqvltuj [ljvbkj,t,bf^ fvbnjv
P{X>0.5}=1–P{X≤0.5}
lf rdkfd w[hbkbc cfiefkt,b' dgjekj,' fv [ljvbkj,bc fk,f'j,fc:
218

P{X>0.5}=1–P{X≤0.5}=1–0.69=0.31.
u) P{X<–0.3}-bc ufvj'dkbcfc dbcfhut,kj' (7.21) ajhvekb'
P{X<–0.3}=Φ(–0.3)=1–Φ(0.3)=1–0.62=0.38.
l) itv'[dtdfib fk,f'j,bc ufvjcf'dktkfl dbcfhut,kj' (5.4) ajhvekb'
ufyfobkt,bc aeymwbbcf'dbc& udtmyt,f
P {–0.3<X≤0.7} = Φ(0.7)–Φ(–0.5) = 0.75–0.31 = 0.44.
t) (7.22)-bc sfkb' P{|X |≤1.3}= 2Φ(1.3)–1 = 2⋅0.9–1 = 0.8.
vfufkbsb 7.6. d'mdf'^ X~N(0,1). dbgjdj' k-c bc vybidytkj,f^ hjvkbcf'dbcfw
f) P{X≤k}=0.8; ,) P{X≤k}=0.3; u) P{X>k}=0.1; l) P{–k<X<k}=0.9; t) P{|X|>k}=0.15.
fvj[cyf& f) hflufy ufyvfhnt,bc 'fyf[vfl^ Φ(k)=0.8^ Φ -t,bc cdtnib dtst,'
hbw[db' vybidytkj,fc 0.8-c lf vbc ufcodhbd x-t,bc cdtnib itcf,fvbc vybidytkj,fc^
hjvtkbw vbf[kjt,b' 0.85-bc njkbf^ t&b& k ≈ 0.85.
,) bctd ufyvfhnt,bc 'fyf[vfl^ Φ(k)=0.3^ vfuhfv Φ-bc cdtnib fhcfl fh
ud[dlt,f vybidytkj,f 0.3& hfc ybiyfdc tc~ hflufy 0.3<0.5 lf 0.5=Φ(0), fvbnjv
Φ(k)<Φ(0) lf t&b&^ k<0. fvbnjv (7.19)-bc sfkb' udtmyt,f% Φ(k)=1–Φ(–k)=0.3, fye Φ(–
k)=0.7. f[kf erdt f)-c vcufdcfl^ Φ-bc cdtnib dtst,' hbw[db' vybidytkj,fc 0.7-c lf
vbc ufcodhbd – x-t,bc cdtnib itcf,fvbc vybidytkj,fc^ hjvtkbw vbf[kjt,b' 0.55-bc
njkbf^ t&b& –k≈0.55 lf k≈–0.55.
u) P{X>k}=0.1 njkj,blfy ufvjvlbyfhtj,c^ hjv P{X≤k}=0.9 lf obyf
itv'[dtdt,bc fyfkjubehfl dgjekj,'^ hjv k ≈ 1.3.
l) w[flbf^ hjv hflufy P{–k<X≤k}=2Φ(k)–1=0.9, udtmyt,f^ hjv Φ(k)=0.95,
cfblfyfw k≈1.65.
t) w[flbf^ hjv P{|X|>k}=0.15 njkj,blfy ufvjvlbyfhtj,c P{|X|≤k}=0.85 nj-
kj,f^ cfblfyfw 'fdbc v[hbd vbdbqt,'^ hjv 2Φ(k) –1=0.85 fye Φ(k)=0.925 lf k≈1.45.
uflfdblt' pjuflb itv'[dtdbc ufy[bkdfpt& d'mdf' X~N(µ,σ2), cflfw µ lf σ2
gfhfvtnht,bc hbw[db'b vybidytkj,t,b wyj,bkbf& fv itv'[dtdfib {X≤x} [ljvb-
kj,bc fk,f'j,f vfhnbdfl ufvjb'dkt,f& 'e ufdb[ctyt,' X=σY+µ ofhvjlutyfc,
cflfw Y~N(0,1), vfiby
 x−µ  x−µ
P{X≤x} = P{ σY+µ≤x}= P  Y ≤ = Φ . (7.23)
 σ   σ 
fyfkjubehfl
P{a<X≤b} = P{X ≤ b}–P{ X ≤ a}= Φ((b–µ)/σ) − Φ((a–µ)/σ).
vfufkbsb 7.7. X itv'[dtdb'b cblblt N(3,4) rfyjyb'ff ufyfobkt,ekb&
ufvj'dfkt' itvltub [ljvbkj,bc fk,f'j,t,b% f) P(X≤1), ,)P(X>6).
fvj[cyf& f) (7.21)-bc sfkb'
1− 3 
P{X≤1}=Φ   =Φ(–1)=1–Φ(1)=1–0.84=0.16&
 2 
7 SBHB"FLB UFYFOBKT<FYB 219

,) (7.23)-bc ufvj.tyt,b' vbdbqt,'

P{X>6}=1–P{X≤6}=1–Φ{(6–3)/2}=1–Φ(1.5)=1–0.93=0.07.
ufvjd'dfkj' itvltub fk,f'j,t,b%
P{|X–µ| ≤ kσ} = P{µ–kσ < X ≤ µ+kσ}, k=1,2,3,4.
(7.21) lf (7.22) ajhvekt,blfy w[flbf^ hjv cfvfh'kbfybf njkj,f
P{|X–µ| ≤ kσ} = P{|Y| ≤ k}= 2Φ(k)–1^
X −µ
cflfw Y= ~N(0,1)^ cfblfyfw w[hbkbc lf[vfht,b' udtmyt,f%
σ

k 1 2 3 4
P{µ–kσ<X≤µ+kσ} 0.6827 0.9545 0.9973 0.9999

bc afmnb^ hjv P{|X–µ|≤3σ}=0,9973^ wyj,bkbf cfvb cbuvfc otcbc cf[tk-

ojlt,b'&

YJHVFKEHB UFYFOBKT<BC RDFYNBKB& hjujhw dbwb'^ N(0,1) ufyfob-

kt,bc p (0<p<1) hbubc x p rdfynbkb frvf.jabkt,c njkj,fc:
Φ(x p ) = p.
'dfkcfxbyjt,bcf'dbc b[& yf[& 7.8.

yf[& 7.8

dbyfblfy Φ(0)=1/2^ cfblfyfw x 1/2 =0, fvbnjv x p <0, hjwf p<1/2 lf x p >0, hjwf
p>1/2. hflufy Φ(–x)=1– Φ(x), fvbnjv
x p = – x 1– p (7.24)
lf yjhvfkehb ufyfobkt,bc rdfynbkt,bc w[hbkb vjwtvekbf p-c v[jkjl bv
vybidytkj,t,bcf'dbc^ hjvkt,bw 1/2-pt vtnbf.
vfufkbsb 7.8. N(0,1) ufyfobkt,bcf'dbc dbgjdj' 0.4 hbubc rdfynbkbc
hbw[db'b vybidytkj,f&
220

fvj[cyf& hflufy 0.4<1/2, (7.22)-bc sfkb' x 0.4 = –x 1–0.4 = –x 0,6 . cnfylfhnekb

yjhvfkehb ufyfobkt,bc rdfynbkt,bc w[hbkt,bc ufvj.tyt,b' dgjekj,'^ hjv
x 0,6 =0,26, t&b& x 0.4 = –0,26&
f[kf dbgjdj' N(µ,σ2) ufyfobkt,bc p-rdfynbkb%
P{X ≤ y p } = p.
cflfw^ hjujhw erdt fqdybiyt'^ X = µ +σ⋅Y, cflfw Y~N(0,1)& fvbnjv
P{X ≤ y p }= P{(X–µ) /σ) ≤ (y p –µ) /σ}= P{X≤(y p –µ) /σ} = Φ ((y p –µ) /σ) = p^
cfblfyfw (y p –µ)/σ = x p ^ fye
y p = µ + σ⋅x p . (7.25)
vfufkbsb 7.9. X itv'[dtdb'b cblblt N(5,16) rfyjyb'ff ufyfobkt,ekb&
dbgjdj' bct'b a, b lf c hbw[dt,b^ hjvtk'f'dbcfw%
f) P{X≤ a}=0.7^ ,) P{X>b}=0.4^ u) P{| X–5| ≤ c}=0.8.
fvj[cyf& f) ufyfobkt,bc aeymwbbcf lf rdfynbkbc ufycfpqdht,bc 'fyf[vfl^
(7.25)-blfy vbdbqt,'^ hjv a=y 0.7 =5+4⋅x 0.7 . w[hbkb 1-bc vb[tldb' (b[& lfyfh'b)
x 0,7 =0.55, t&b& a=5+4⋅0.55 =7.2.
,) hflufy P{X>b}=1–P{X≤b}, P{X≤b}=0.6 lf N(0,1) ufyfobkt,bc rdfynbkt,bc
w[hbkblfy x 0,6 =0.25, fvbnjv (7.23)-bc sfkb' b=4.0.25+5=6.
u) P{|X–5|≤c} = P{|X–5|/4≤c/4} = Φ(c/4) – Φ(–c/4) = 2Φ(c/4) –1 = 0.8^ cfblfyfw
Φ(c/4) = 0.9 fye c = 4⋅X 0.9 = 4⋅1.3 = 5.2.
ufydb[bkj' f[kf fct'b fvjwfyf& d'mdf'^ X~N(0,1) lf vjwtvekb p-cf'dbc
(p>1/2) udfbynthtct,c bv a lf b hbw[dt,bc gjdyf (a<b)^ hjvtk'f'dbcfw P{a<X≤b}=p&
xdty'dbc cfbynthtcjf itvltub cfvb itv'[dtdf% 1) a= –∞* 2) b=+∞* 3) hjvkbcf'dbcfw
(a,b] ofhvjflutyc 0-bc vbvfh' cbvtnhbek bynthdfkc fye b=–a, a<0&
w[flbf^ hjv 1) itv'[dtdfib b=x p , 2)-ib a=x 1–p , [jkj 3) itv'[dtdfib a=x (1+p)/2 ,
vfh'kfw^ hflufy P(–a < X ≤ a) = Φ(a)–Φ(–a) = 2Φ(a)–1 = p, fvbnjv Φ(a) = (1+p)/2 lf
a= x (1+p)/2 . cfbkecnhfwbjl ufvjdb.tyj' yf[fpb%

yf[& 7.9

7.9 yf[fppt vjwtvekbf cnfylfhnekb yjhvfkehb ufyfobkt,bc cbvrdhbdbc

uhfabrb& gbhdtkb jhb cf[bc bynthdfkc itcf,fvbcfl^ vfhw[tyf lf vfh]dtyf wfkv-
[hbd bynthdfkt,c eojlt,ty^ [jkj vtcfvtc – jhv[hbd fye cbvtnhbek bynthdfkc&
7 SBHB"FLB UFYFOBKT<FYB 221

yjhvfkehfl ufyfobkt,ekb X itv'[dtdb'b cblblt

X~N(µ,σ2) X~N(0,1)
( x −µ ) 2 x2
1 − 1 −
f m ,σ ( x ) = e 2 σ2 ϕ( x) = e 2

2πσ2 2π
( t −µ ) 2
u2
x 1 − 1 x −
Fµ ,σ ( x) = ∫ e dt 2σ 2
Φ ( x) = ∫e 2 du
−∞ 2πσ 2 2 π −∞
EX= µ, DX = σ2 EX= 0, DX = 1
µ2k=1⋅3⋅⋅⋅ (2k–1)⋅(σ2)k , k=1,2,... µ2k=1⋅3⋅⋅⋅⋅⋅(2k-1) , k=1,2,...
µ2k+1=0, k=0,1, ... µ2k+1=0, k=0,1,...
α=0,
e=0,
t 2σ 2 t2
µt +
MX(t) = e 2 MX(t) = e2

§ 3. YJHVFKEH"FY LFRFDIBHT<EKB UFYFOBKT<T<B

χ2-UFYFOBKT<F& d'mdf'^ X 1 ,X 2 ,...,X k lfvjerblt,tkb itv'[dtdb'b

cblbltt,bf^ cnfylfhnekb yjhvfkehb ufyfobkt,b' (X i ~N(0,1), i=1,2,...,k). vfiby fv
itv'[dtdb'b cblbltt,bc
X 2(k)= X 12 + X 22 +  + X k2 (7.26)

rdflhfnt,bc ]fvbc ufyfobkt,fc eojlt,ty χ (k) ufyfobkt,fc (fye χ ("[b rdflhfn")- 2 2

ufyfobkt,fc k 'fdbceakt,bc [fhbc[b')& itcfrht,'f hfjltyj,f k (7.26)-ib fv ufyf-

obkt,bc gfhfvtnhc ofhvjflutyc& dbyfblfy X2(k) fhfefh.jab'bf^ χ2(k) ufyfobkt,bc
cbvrdhbdt yekbf efh.jab' yf[tdfhqthspt& hjwf k≤2, χ2(k)-ufyfobkt,bc cbvrdhbdt
rkt,flb aeymwbff^ [jkj hjwf k>2 vfc uffxybf vfmcbvevb x = k–2 othnbkib. hflufy
EX i2 = 1 ^ (7.26)-lfy vbdbqt,'^ hjv
k
EX 2 (k ) = EX 12 + EX 22 + ⋅ ⋅ ⋅ + EX k2 = ∑ EX i2 = k .
i =1

fctdt vbbqt,f^ hjv DX (k)=2k& yf[&7.10-pt vj.dfybkbf χ2(k) ufyfobkt,bc cbvrdhbdbc

2

uhfabrb k-c c[dflfc[df vybidytkj,t,bcf'dbc&

222

yf[& 7.10

vjud.fdc χ2(k)-ufyfobkt,bc pjubth'b 'dbct,f%

'e X~χ2(k), Y~χ2(m) lf X lf Y lfvjerblt,tkb itv'[dtdb'b cblbltt,bf^
vfiby X+Y~χ2(k+m), fye χ2-ufyfobkt,bc vmjyt lfvjerblt,tkb itv'[dtdb'b cblbltt-
,bc itrht,b' vbbqt,f rdkfd χ2-ufyfobkt,bc vmjyt itv'[dtdb'b cblblt^ hjvkbc
'fdbceakt,bc [fhbc[b itcfrht,'f 'fdbceakt,bc [fhbc[t,bc ]fvbc njkbf&
lfyfh'ib (w[hbkb ` 3) vjwtvekbf χ2-ufyfobkt,bc (1–α)-rdfynbkt,bc (fye
ptlf α-rhbnbrekb othnbkt,b^ b[& 'fdb 11) hbw[db'b vybidytkj,t,b c[dflfc[df k-
cf (k=1,2,..,30) lf α-cf'dbc (α=0.01; 0.025; 0.05; 0.95; 0.975; 0.99); bv itv'[dtdfib rb^
hjwf k>30^ cnfnbcnbreh ghfmnbrfib cfhut,kj,ty yjhvfkehb ufyfobkt,bc
rdfynbkt,bc w[hbkb'^ dbyfblfy lblb k-cf'dbc cfvfh'kbfybf itvltub vbf[kjt,f
x−k
P{X2(k)≤x} ≈ Φ  , (7.27)
 2k 
hjvtkbw vthdt 'fdib vj.dfybkb wtynhfkehb pqdfhb'b 'tjhtvbc itltubf&

CNBELTYNBC t(k)-UFYFOBKT,F& cnbeltynbc t(k)-ufyfobkt,f fy hjujhw

fv,j,ty^ cnbeltynbc t-ufyfobkt,f k 'fdbceakt,bc [fhbc[b' fmdc itv'[dtdb'
cblbltc
X
T (k ) = , (7.28)
2
X (k ) / k

cflfw X~N(0,1), X2(k)-c fmdc χ2-ufyfobkt,f k 'fdbceakt,bc [fhbc[b' lf X lf X2(k)

itv'[dtdb'b cblbltt,b lfvjerblt,tkbf& vjdb.dfyj' fv ufyfobkt,bc cbvrdhbdbc
uhfabrb%
7 SBHB"FLB UFYFOBKT<FYB 223

yf[& 7.11

t(k)-ufyfobkt,bc hbw[db'b vf[fcbf't,kt,bf%

 k
 , hjwf k > 2 ,
ET(k)=0, DT(k) =  k − 2
 ∞, hjwf 0 < k ≤ 2.

yjhvfkehbc vcufdcfl^ t-ufyfobkt,bc cbvrdhbdtw cbvtnhbekb lf eybvjlf-

kehbf& x=0 othnbkb ofhvjflutyc fv ufyfobkt,bc vtlbfyfcfw^ vjlfcfw lf cfiefkj-
cfw& t-ufyfobkt,bcf'dbc α fcbvtnhbbc rjtabwbtynb yekbc njkbf^ [jkj e tmcwtcbc
rjtabwbtynb efh.jab'bf&
lfyfh'ib (w[hbkb ` 4) vjwtvekbf t-ufyfobkt,bc (1–α)-rdfynbkt,bc (fye
t&o& ptlf α-rhbnbrekb othnbkt,b^ b[& 'fdb 11) hbw[db'b vybidytkj,t,b c[dflfc[df
k-cf (k=1,2,..,30,40,60) lf α-cf'dbc (α=0.01; 0.025; 0.05; 0.95; 0.975; 0.99).
rdfynbkbcf'dbc udfmdc fqybidyf t p (k), t&b& P{T(k) ≤ t p (k)}=p, [jkj ptlf rhbnbrekb
othnbkt,bcf'dbc udfmdc fqybidyf t k,α^ t&b& P{T(k)>t k,α }=α; t k,α=t 1–α(k)&
itdybiyj'^ hjv t(k)-ufyfobkt,fc (hjujhw 0-bc vbvfh' cbvtnhbek ufyfob-
kt,fc)^ fmdc bct'bdt 'dbct,t,b^ hjujhbw fmdc cnfylfhnekb yjhvfkeh ufyfobkt-
,fc& rthsjl^ t p (k)= – t 1–p (k). hjwf 'fdbceakt,bc [fhbc[b k→∞ (ghfmnbrekfl^ hjwf
k>30)^ t-ufyfobkt,f cohfafl ef[kjdlt,f cnfylfhnek yjhvfkeh ufyfobkt,fc%
P{T(k) ≤ x} ≈ Φ(x).
fvbc vbptpbf bc ufhtvjt,f^ hjv mdtvj' vj.dfybkb lbl hbw[d'f rfyjybc sfkb' (7.28)
obkflbc vybidytkb ufhrdtekb fphb' 1-c fe[kjdlt,f&

ABITHBC F(k 1 ,k 2 )-UFYFOBKT<F^ fye F-ufyfobkt,f k 1 lf k 2 'fdbceakt,bc

[fhbc[t,b'^ uffxybf
224

X 12 (k1 ) / k1
Z(k 1 ,k 2 ) = (7.29)
X 22 (k 2 ) / k 2

itv'[dtdb' cblbltc^ cflfw X 12 (k 1 ) lf X 22 (k 2 ) fhbc lfvjerblt,tkb χ2-ufyfobkt,bc

vmjyt itv'[dtdb'b cblbltt,b itcf,fvbcfl 'fdbceakt,bc k 1 lf k 2 [fhbc[t,b'&
fldbkb lfcfyf[bf^ hjv Z(k 1 ,k 2 ) itv'[dtdb'b cblblt 'fdvj.hbkbf (0,+∞) iefktlpt
lf yt,bcvbthb k 1 -bcf lf k 2 -bcf'dbc flubkb fmdc njkj,fc%
−1
X 2 ( k1 ) / k1  X 2 (k ) / k 2 
Z(k 1 ,k 2 ) = =  2 2 
 = 1 / Z(k 2 ,k 1 ).
X 2 (k 2 ) / k 2  X ( k1 ) / k1 
cfblfyfw vbbqt,f^ hjv 'e F(x; k 1 ,k 2 ) = P{ Z(k 1 ,k 2 )≤x}, x>0 ^ vfiby
F(x; k 1 ,k 2 ) = 1 – F(1/x; k 2 ,k 1 ).
'fdbc v[hbd^ fmtlfy ufvjvlbyfhtj,c vtnfl cfzbhj afmnb^ hjv 'e F p (k 1 ,k 2 ) fhbc
F(k 1 ,k 2 )-ufyfobkt,bc p-rdfynbkb^ hjvtkcfw F p;k1,k2 cbv,jkj'bw fqybiyfdty [jkvt^
vfiby
F p (k 1 ,k 2 ) = 1/F 1-p (k 2 , k 1 ). (7.30)
lfyfh'ib (b[& w[hbkb ` 5) vjwtvekbf F(k 1 ,k 2 )-ufyfobkt,bc (1–α)-rdfynbkt,bc (fye
ptlf α-rhbnbrekb othnbkt,bc^ b[& 'fdb 11) hbw[db'b vybidytkj,t,b c[dflfc[df
k 1 -bcf lf k 2 -bcf'dbc (α=0.05)& (7.30)-bc ufvj.tyt,b' itcfskt,tkbf vfhnbdfl
vjbst,yjc α-rdfynbkt,bc hbw[db'b vybidytkj,t,b&

JHUFYPJVBKT<BFYB YJHVFKEHB UFYFOBKT<F& (X,Y) jhufypjvbkt,bfy

itv'[dtdb' cblbltc fmdc yjhvfkehb ufyfobkt,f (µ 1 ,µ 2 ,σ 1 ,σ 2 ,ρ) gfhfvtnht,b', 'e
vbcb ufyfobkt,bc cbvrdhbdtc fmdc itvltub cf[t%
  x − µ 2  y − µ2 
2
x − µ1 y − µ 2 
exp −    . (7.31)
1 1
f(x,y)= ⋅ 1
 +   − 2 ⋅ ρ ⋅ ⋅
2πσ1σ 2 1 − ρ 2  2 ⋅ (1 − ρ 2 )   σ1   σ2  σ1 σ2  
  
yjhvfkehfl ufyfobkt,ekb jhufypjvbkt,bfyb itv'[dtdb'b cblblt [fcbf'lt,f
itvltub [e'b gfhfvtnhb'% µ 1 , µ 2 , σ 1 , σ 2 , ρ^ cflfw |µ 1 |<∞, |µ 2 |<∞, σ 1 >0, σ 2 >0, |ρ|<1&
vfhnbdb ufvj'dkt,b udbxdtyt,c^ hjv fv gfhfvtnht,c fmd' itvltub ibyffhcb%
cov( X , Y )
µ 1 =EX, µ 2 =EY, σ12 =DX, σ 22 =DY lf ρ=ρ(X,Y)= .
DX DY
d'mdf' (X,Y) itv'[dtdb'b dtmnjhb yjhvfkehflff ufyfobkt,ekb gfhfvtn-
ht,b' (µ 1 ,µ 2 , σ12 , σ 22 , ρ)& fldbkb cfxdtyt,tkbf^ hjv X-bc gbhj,b'b ufyfobkt,bc
cbvrdhbdt {Y=y} gbhj,b'^ vjbwtvf ajhvb'%
7 SBHB"FLB UFYFOBKT<FYB 225

( x − µ ( y )) 2
−
1 2 σ12 (1− ρ 2 )
f X|Y (x|y) = e , (7.32)
2π(1 − ρ 2 )σ12
cflfw
σ1
µ(y) = µ 1 + ρ(y–µ 2 ). (7.33)
σ2

§ 4. C[DF EO>DTNB UFYFOBKT<T<B

fv gfhfuhfaib w[hbkbc cf[b' xdty vjud.fdc (f,cjkenehfl) eo.dtn
ufyfobkt,f'f gfhfvtnhekb j]f[t,bc c[df vfufkb't,b& ufyfobkt,f'f tc j]f[t,b
afh'jl ufvjb.tyt,f .dtkufy^ cflfw rb cfzbhjf vf'tvfnbrehb cnfnbcnbrbc
vt'jlt,bc ufvj.tyt,f&
'b'jtekb ufyfobkt,bcf'dbc vjwtvekbf lfcf[tkt,f lf cbvrdhbdbc vjrkt
cbv,jkehb fqybidyf^ cflfw x cbvrdhbdbc fhuevtynbf& xfvj'dkbkbf fv ufyfobkt,bc
hbw[db'b vf[fcbf't,kt,b^ F fqybiyfdc ufyfobkt,bc aeymwbfc^ ϕ lf Φ cnfylfhnekb
yjhvfkehb ufyfobkt,bc cbvrdhbdtcf lf aeymwbfc fqybiyfdty^ M fhbc vtlbfyf^ [jkj
M 0 – vjlf& hjujhw otcb^ vjwtvekbf cbvrdhbdbc cmtvfnehb uhfabrekb ufvjcf-
[ekt,f&

Β (,tnf) ufyfobkt,f X ~ Β(x, α , β)

x α −1(1−x) β−1
cbvrdhbdt% , 0≤x≤1,
Β(α, β)
1
Β(α, β) = ∫ x α −1(1−x) β−1 dx .
0
gfhfvtnht,b% α>0, β>0.
α −1
hbw[db'b vf[fcbf't,kt,b% M 0 = , α+β≠2,
α+β−2
αβ
EX = α/(α+β), DX= .
(α +β) 2 (α +β +1)
sbhb'flb 'dbct,t,b%
'e α=k, β=n–k+1, k,n yfnehfkehbf^ vfiby
Β(p,k,n–k+1)= n! pk–1(1–p)n–k.
(k−1)! (n−k )!
n
F(p,k,n–k+1)=P{b(n, p)≥k}= ∑ C ni p i (1 − p) n −i ,
i =k
b(n,p) ,byjvehfl ufyfobkt,ekb itv'[dtdb'b
cblbltf n lf p gfhfvtnht,b'&
226

U (ufvf) ufyfobkt,f X ~ U(x, α , θ)

α −1 − x / θ +∞
cbvrdhbdt% x e , x ≥0, cflfw Γ(α)= ∫ t α −1e − t dt .
θα Γ (α ) 0

gfhfvtnht,b% α>0, θ>0.

hbw[db'b vf[fcbf't,kt,b% M 0 =θ(α–1),

EX = αθ; DX=αθ2 ; σ X = α θ .
sbhb'flb 'dbct,t,b% eybvjlfkehbf* hjwf θ=1,
vfc cnfylhnekc eojlt,ty* yfnehfkehb α=k-
cf'dbc
x k −1e − x / θ
U(x,k,θ)= k , x≥0 ; U(x,1,θ)=Exp(x,1/θ).
θ ⋅ (k − 1)!
hjwf α=n/2 lf θ=2, vfiby ufvf ufyfobkt,f χ2-
ufyfobkt,fc tv'[dtdf&

thkfyubc ufyfobkt,f X~Erl(x, k,λ)

λ(λx) k −1 e − λx
cbvrdhbdt% , x≥0.
(k − 1)!
gfhfvtnht,b% λ>0, k ≥ 1.
hbw[db'b vf[fcbf't,kt,b% M 0 = (k–1)/λ ,
EX = k/λ, DX = k/λ2, σ X = k / λ .
sbhb'flb 'dbct,t,b%
Erl(x, k, λ)=U(x,k,1/λ), F(x,k,λ)=P{Π(λx)≥k},
cflfw Π(λx) itv'[dtdb' cblbltc fmdc gefcjybc
ufyfobkt,f λx gfhfvtnhb'&
'e X 1 ,...,X k lfvjerblt,tkb itv'[dtdb'b cb-
lbltt,bf λ gfhfvtnhbfyb tmcgjytywbfkehb ufyf-
obkt,b'^ vfiby vf'b ]fvbc cbvrdhbdtf Erl(x, k,λ).
kjuyjhvfkehb ufyfobkt,f X~LogN(x,µ,σ)
cbvrdhbdt% (1/xσ)ϕ((lnx–µ)/σ), x≥0.
gfhfvtnht,b% µ∈(–∞;+∞), σ>0.
hbw[db'b vf[fcbf't,kt,b% M 0 =exp(µ–σ2), M=eµ,
EX=exp{µ+σ2/2}, DX=exp(2µ+2σ2)–exp(2µ+σ2).
sbhb'flb 'dbct,t,b% F(x,µ,σ)=Φ((lnx–µ)/σ).
fct'b ufyfobkt,f fmdc eX itv'[dtdb' cblbltc^
cflfw X ~ N(µ,σ2).
7 SBHB"FLB UFYFOBKT<FYB 227

dtb,ekbc ufyfobkt,f X~Weib(x,α,β)

cbvrdhbdt% αβ-αxα-1⋅exp{– (x/β)α}, x≥0.

gfhfvtnht,b% α>0 , β>0.
hbw[db'b vf[fcbf't,kt,b% M 0 =β(1–1/α)1/α,
EX=β⋅Γ(1+1/α), DX=β2⋅{Γ(1+2/α) –Γ 2(1+1/α)}.
sbhb'flb 'dbct,t,b%
F(x,α,β)=1–exp{–(x/β)α}. Weib(x,α,β)=Exp(x,1/β).
gfhtnjc ufyfobkt,f X~Par(x, k, θ) f(x)

cbvrdhbdt% k⋅θkx-(k+1), x≥θ.

gfhfvtnht,b% k>0, θ>0.
hbw[db'b vf[fcbf't,kt,b% M=θ⋅21/k, M 0 =θ,
k ⋅ θ2
EX=k⋅θ /(k–1), k>1; DX= , k>2.
(k−2)(k−1) 2 0 x0 x

sbhb'flb 'dbct,t,b% F(x,k,θ)=1– (θ/x)k, x≥θ&

kjubcnbrehb ufyfobkt,f X~L(x, m, σ2)
πe −t xp
cbvrdhbdt% f(x)= ,
σ 3 (1 + e −t ) 2
cflfw x∈(–∞;+∞) lf t= − π
3
( x−σm ) .
gfhfvtnht,b% m, σ .2

hbw[db'b vf[fcbf't,kt,b% M=M 0 =EX=m;

DX=σ2.
F(x) f[kjcff yjhvfkehb ufyfobkt,bc aey-
mwbfc'fy&

***
tc 'fdb t.hlyj,f [11], [17], [21], [27], [39], [56], [64] obuyt,c^ hjvkt,bw
uflvjwtvekb cfrb'[t,bc ufhlf vhfdfk c[df vfcfkfcfw itbwfdc (lfvfnt,b'b byajh-
vfwbbc vbcfqt,fl cfcfhut,kj bmyt,f [1] lf [3] obuyt,bc ufwyj,fw)& trjyjvbcnt,b-
cf'dbc ufyre'dybkb cf[tkvsqdfytkjt,blfy vrb'[dtkc dehxtdlb' [60], [66], [72],
[79] obuyt,c lf fuht'dt mfh'ek tyfpt fhct,ek itcf,fvbc kbnthfnehfc% [8], [9],
[13], [14], [15].

LFCRDYT<B
tc 'fdb cfwyj,fhj [fcbf'bcff lf itbwfdc sbhb'flb ufyfobkt,t,bc xfvjyf'-
dfkc vf'b vf[fcbf't,kt,bc vb'b't,b' lf ufyfobkt,f'f ijhbc pjubth'b rfdibhbc
228

[fpufcvb'& wfkrtek ufyfobkt,fc^ ufhlf vjrkt cbn.dbthb fqothbcf^ tsqdyt,f

ajhvekf'f itvf]fvt,tkb cbf^ hjvtkbw xfhxjibf xfcvekb& dbyfblfy cfhxtdib wfk-
wfkrtf vb'b't,ekb .dtkf tc ufyfobkt,f^ fm vf' fqfh dbvtjht,'& itdybiyj'
v[jkjl^ hjv lfyfh'bc cf[b' vjwtvekbf bv vybidytkjdfyb ufyfobkt,t,bc vjrkt
yec[f^ hjvkt,bw fv cf[tkvsqdfytkjib fh ufvjb.tyt,f&

CFDFH}BIJT<B

7.1. d'mdf'^ X ,byjvehb ufyfobkt,bc vmjyt itv'[dtdb'b cblbltf&

ufvj'dfkt' P{X=k} fk,f'j,t,b^ 'e
f) n=4, p=0,5, k=2, ,) n=5, q=0,3, k=3, u) n=6, q=0,4, k=2, l) n=3, p=0,7, k=1.
7.2. bgjdt' ,byjvehb ufyfobkt,bc vmjyt itv'[dtdb'b cblblbc vf'tvfnbrehb
kjlbyb^ lbcgthcbf^ cfiefkj rdflhfnekb uflf[hf lf efk,f'tcb hbw[db^ 'e
f) n=20, p=0,5, ,) n=50, q=0,3, u) n=100, q=0,4, l) n=200, p=0,7.
7.3. d'mdf' X ,byjvehb ufyfobkt,bc vmjyt itv'[dtdb'b cblbltf
gfhfvtnht,b' n=6, p=0,1& hjujhb bmyt,f X-bc ufyfobkt,bc rfyjyb~
7.4. ufvj'dfkt' fk,f'j,f bvbcf, hjv jhb rfvf'kbc j'[]th fult,bcfc
]fvib th'[tk vfbyw lf]lt,f idblbfyb&
7.5. hf eahj vjcfkjlytkbf: njkb sfkbc vj'fvfitc'fy j'[blfy jhb
gfhnbbc vjut,f^ 'e tmdcblfy – cfvbc~ (.fbvb ufvjhbw[ekbf)&
7.6& hf eahj vjcfkjlytkbf: rfvf'kbc tmdc]th ufujht,bcfc cfvbc ]thflb
hbw[dbc jh]th vjcdkf^ 'e @ifibc# th'[tk vjcdkf~
7.7& hfc elhbc fk,f'j,f bvbcf, hjv 36 rfhnbfyb ,fymjc lfcnblfy 5-]th
th'b rfhnbc (lf,heyt,b') fvjqt,bcfc jh]th fvjdf "nepb"?
7.8& cbcntvf itlut,f [e'b th'udfhjdfyb tktvtynbcfufy, hjvkt,bw th'vfyt-
'bcfufy lfvjerblt,kfl 1/7-bc njkb fk,f'j,b' itbskt,f ufvjdbltc vo.j,hblfy.
hfc elhbc fk,f'j,f bvbcf, hjv cbcntvf ufvjdf vo.j,hblfy 'e wyj,bkbf, hjv
fvbcf'dbc cfzbhjf vo.j,hblfy ufvjdbltc cbcntvbc jhb tktvtynb vfbyw&
7.9& hfc elhbc fk,f'j,f bvbcf, hjv f'b th'yfbhb vchjktkblfy idblb
lffpbfyt,c cfvbpytc^ 'e 'b'jtekbc vbth cfvbpytc lfpbfyt,bc fk,f'j,ff 7/8?
7.10& .e'ib 3 ob'tkb, 2 ifdb lf 6 't'hb ,eh'bf. hfc elhbc fk,f'j,f bvbcf,
hjv .e'blfy th'b ,eh'bc [e']th lf,heyt,b' fvjqt,bcfc cfv]th fvjdf 't'hb
,eh'b&
7.11& .e'ib 7 ob'tkb, 3 ifdb lf 10 't'hb ,eh'bf. hfc elhbc fk,f'j,f bvbcf,
hjv .e'blfy th'b ,eh'bc cfv]th lf,heyt,b' fvjqt,bcfc th'[tk vfbyw fvjdf ifdb
,eh'b~
7.12. d'mdf' X /bgthutjvtnhbekb ufyfobkt,bc vmjyt itv'[dtdb'b cblbltf
gfhfvtnht,b' s, t, n& ufvj'dfkt' P{X=k} fk,f'j,t,b^ 'e
7 SBHB"FLB UFYFOBKT<FYB 229

f) s=5, t=3, n=3, k=2, ,) s=10, t=6, n=4, k=3, u) s=4, t=2, n=3, k=1, l) s=7, t=4, n=3, k=2.
7.13. felbnjhbfib bv.jat,f 25 ,bzb lf 10 ujuj, itv'[dtdb' bhxtdty 10
cneltync. bgjdt' fk,f'j,f bvbcf, hjv vf' ijhbc 7 ,bzbf&
7.14& cfntktajyj cfluehib itvjcek ufvjsf[t,f'f byntycbdj,ff 9
ufvjsf[t,f oe'ib. bgjdt' fk,f'j,f bvbcf, hjv th' oe'ib ufvjsf[t,f'f hfjltyj,f
bmyt,f 3-pt vtnb&
7.15& hfc elhbc yjhvfkehfl ufyfobkt,ekb itv'[dtdb'b cblblbc
vf'tvfnbrehb kjlbyb lf lbcgthcbf^ 'e ufyfobkt,bc cbvrdhbdtc fmdc itvltub cf[t:
( x − 3) 2
1 −
f a , σ ( x) = e 8
8π
7.16& hfc elhbc yjhvfkehfl ufyfobkt,ekb itv'[dtdb'b cblblbc
vf'tvfnbrehb kjlbyb lf lbcgthcbf^ 'e ufyfobkt,bc cbvrdhbdtc fmdc itvltub cf[t:
x2
1 −
f a ,σ ( x ) = e 5
5π
7.17& fvjotht' yjhvfkehfl ufyfobkt,ekb itv'[dtdb'b cblblbc
ufyfobkt,bc cbvrdhbdbcf lf aeymwbbc ufvjcf[ekt,t,b^ 'e vf'tvfnbrehb kjlbyb
yekbc^ [jkj lbcgthcbf [e'bc njkbf&
7.18& fvjotht' yjhvfkehfl ufyfobkt,ekb itv'[dtdb'b cblblbc
ufyfobkt,bc cbvrdhbdbcf lf aeymwbbc ufvjcf[ekt,t,b^ 'e vf'tvfnbrehb kjlbyb –
3-bc^ [jkj cfiefkj rdflhfnekb uflf[hf hdbc njkbf&
7.19. d'mdf'^ X~N(0,1)* w[hbkt,bc ufvj.tyt,b' ufvj'dfkt' itvltub fk,f-
'j,t,b% P{X<1}, P{X<–0.7}, P{X<1.96}, P{X<–1.6}, P{X<2.33}, P{0.3<X<2.9}.
7.20& d'mdf'^ X~N(0,1),
f) P{X<β}=0.8, P{X>α}=0.7. itflfht' th'vfyt'c itvltub hbw[dt,b: |a| lf |β|&
, ) P{X<α}=0.4, P{X>β}=0.6. itflfht' th'vfyt'c α lf β hbw[dt,b&
u) P{X>α}=0.8, P{X>β}=0.4. hfc elhbc P{α<X<β}?

7.21& X itv'[dtdb'b cblblt N(3,4) rfyjyb'ff ufyfobkt,ekb& ufvj'dfkt'

itvltub [ljvbkj,bc fk,f'j,t,b f) P(X ≤ 1), ,) P(X>6).

7.22. X itv'[dtdb'b cblblt N(5,16) rfyjyb'ff ufyfobkt,ekb& dbgjdj' bct'b

α lf β hbw[dt,b^ hjvkt,bcf'dbcfw
f) P{X ≤ β}=0.7^ ,) P{X>α}=0.4^ u) P{α<X ≤ β}=0.8&
7.23. X~N(0,1), P{X>α}=0.76, P{X<β}=0.64. hfc elhbc fk,f'j,f bvbcf^ hjv
itv'[dtdb'b cblblt vbbqt,c vybidytkj,fc α lf β hbw[dt,c ijhbc?
230

7.24& X~N(7,16). P{9<X<11}=α. hfc elhbc P{3<X<5}?

7.25& X~N(5,25)& bgjdt' vf'tvfnbrehb kjlbybc vbvfh' bct'b cbvtnhbekb
(α,β) bynthdfkb^ hjvkbc'dbcfw P{α<X<β}=0.8.
7.26. X~N(8,36)& bgjdt' bct'b wfk[vhbdb vfh]dtyf (a,+∞) bynthdfkb^
hjvtkibw X itv'[dtdb'b cblblbc vj[dtlhbc fk,f'j,f 0&2-bc njkbf&
7.27. X~N(13,49)& bgjdt' bct'b wfk[vhbdb vfhw[tyf (–∞,a) bynthdfkb^
hjvtkibw X itv'[dtdb'b cblblbc vj[dtlhbc fk,f'j,f 0&1-bc njkbf&
7.28& X~N(0,1), bgjdt' p=0.95 ljybc rdfynbkbc hbw[db'b vybidytkj,f&
7.29& X~N(4,64), Y~N(13,36)& hjujhbf X–Y itv'[dtdb'b cblblbc ufyfobkt,bc
rfyjyb?
7.30. X~N(34,49)& bgjdt' bvbc fk,f'j,f^ hjv X itv'[dtdb'b cblblt vbbqt,c
vybidytkj,fc (20^ 50) bynthdfkblfy&
7.31. X~N(20,36)& bgjdt' bvbc fk,f'j,f^ hjv X itv'[dtdb'b cblblbc
uflf[hf vf'tvfnbrehb kjlbybcfufy bmyt,f 3-pt yfrkt,b&
7.32& lflt,b'bf 'e efh.jab'b N(0,1) ufyfobkt,bc P=0.7 ljybc U 0,7
rdfynbkbc hbw[db'b vybidytkj,f?
7.33& N(0,1) ufyfobkt,bcf'dbc dbgjdj' p=0.4 ljybc rdfynbkbc hbw[db'b
vybidytkj,f&
7.34. d'mdf', X~χ2(21).
f) bgjdt' vfh]dtyf wfkv[hbdb (a,+∞) bynthdfkb^ hjvtkibw vj[dtlhbc fk,f'j,f
0&05-bc njkbf&
,) bgjdt' vfhw[tyf wfkv[hbdb (–∞,a) bynthdfkb^ hjvtkibw vj[dtlhbc fk,f'j,f
0&05-bc njkbf&
7.35& X 1 ~ χ2(13), X 2 ~.χ2(13). bgjdt' bct'b cbvtnhbekb bynthdfkb^
hjvtkibw Y=X 1 +X 2 itv'[dtdb'b cblblbc vj[dtlhbc fk,f'j,f 0&9-bc njkbf&
7.36. d'mdf'^ X~ t(25)& bgjdt' vfh]dtyf wfkv[hbdb (a,+∞) bynthdfkb^
hjvtkibw vj[dtlhbc fk,f'j,f 0&025-bc njkbf&
7.37& d'mdf'^ X~ t(19). bgjdt' vfhw[tyf wfk[vhbdb bynthdfkb^ hjvtkibw
vj[dtlhbc fk,f'j,f 0&005-bc njkbf&
7.38& d'mdf' X~N(0,1), Y~t(7), Z~t(30). fv itv'[dtdb'b cblblt'fufy
'b'jtekbcf'dbc dbgjdj' bct'b yekbc vbvfh' cbvtnhbekb bynthdfkb^ hjv vfcib
vj[dtlhbc fk,f'j,f b.jc 0&95& hfc udte,yt,f vbqt,ekb itltub?
8

FK<F"J<BC "TJHBBC PQDFHB"B "TJHTVT<B

itv'[dtdb' cblblt'f lblb hfjltyj,bc ]fvt,bc .jafmwtdf cgtwbfkeh

itcofdkfc cfzbhjt,c& vfufkb'fl^ ufydb[bkj' lfvjerblt,tkb^ th'yfbhfl
ufyfobkt,ekb X 1 ,X 2 ,...,X n itv'[dtdb'b cblbltt,bc fhb'vtnbrekb cfiefkj
1 n
Xn = ∑ Xi .
n i =1
2
lfdeidf'^ hjv EX i =µ^ DX i =σ , i=1,2,..,n. vf'tvfnbrehb kjlbybcf lf lbcgthcbbc
'dbct,t,bc ufvj
σ2
E X n = µ, D X n =
, (8.1)
n
fye X n itv'[dtdb' cblbltc bubdt cfiefkj fmdc^ hfw .jdtk itcfrht,c^ vfuhfv
[fcbf'lt,f n-]th eahj vwbht ufafynekj,b' 'fdbcb cfiefkjc vbvfh'^ dblht
'b'jtekb itcfrht,b& mdtvj' xdty vjdb.dfy' lt,ekt,t,c fhb'vtnbrekb cfiefkjc
.jafmwtdbc itcf[t, itcfrht,'f hfjltyj,bc phlbcfc^ hjvkt,bw t.hlyj,f ]fvbc
lbcgthcbbc itvwbht,bc fqothbk tatmnc lf itdt[t,b' itv'[dtdb' itcfrht,'f
]fvt,bc ufyfobkt,bc c[df 'dbct,t,c&

XT<BITDBC ENJKJ<F& X itv'[dtdb'b cblblbc cfre'fhb vf'tvfnbrehb

kjlbybcfufy uflf[hbc itcfafct,kfl b.tyt,ty t&o& xt,bitdbc enjkj,fc^ hjvtkbw
vbbqt,f itvltub tktvtynfhekb enjkj,blfy&
d'mdf'^ X hfbvt lflt,b' vybidytkj,t,bfyb itv'[dtdb'b cblbltf^ hjvkbc
vf'tvfnbrehb kjlbyb cfchekbf% EX < ∞& vfiby yt,bcvbthb lflt,b'b ε hbw[db-
cf'dbc
P{X ≥ ε }≤ EX / ε. (8.2)

vfh'kfw^ 'e itvjdbafhukt,b' X lbcrhtnekb itv'[dtdb'b cblblb'^

hjvtkbw qt,ekj,c x 1 , x 2 ,..., x r lflt,b' vybidytkj,t,c p 1 , p 2 , ..., p r fk,f'j,t,b'^
udtmyt,f
r
EX = ∑ x i pi = ∑ x i pi + ∑ x i pi ≥ ∑ x i pi ≥ ε ∑ pi = ε P{X ≥ ε }.
i =1 i:xi ≥c i:xi <c i:xi ≥c i:xi ≥c

fvb' enjkj,f (8.2) yfxdtyt,bf& bub fctdt vfhnbdfl vnrbwlt,f pjufl itv'[dtdfib&
xt,bitdbc enjkj,f& d'mdf'^ X hfbvt itv'[dtdb'b cblbltf cfchekb DX
lbcgthcbb'^ vfiby cfvfh'kbfybf itvltub enjkj,f%
P{|X–EX| ≥ ε} ≤ DX / ε2& (8.3)
232

lfvnrbwt,f& w[flbf^ hjv P{|X–EX| ≥ ε}= P{(X–EX)2 ≥ ε2}. (8.2) enjkj,bc

sfkb'
P{|X–EX| ≥ ε} = P{(X–EX)2 ≥ ε2}≤ E(X–EX)2 / ε2 = DX / ε2.
xt,bitdbc enjkj,f itbskt,f xfbothjc trdbdfktynehb ajhvb':

P{|X–EX| ≥ c DX } ≤ 1/c2& (8.4)

tc enjkj,f yf'kfl ofhvjfxtyc lbcgthcbfc^ hjujhw uf,ytdbc
vf[fcbf't,tkc% (8.4)-bc sfkb' X itv'[dtdb'b cblblbc cfre'fhb EX vf'tvfnbrehb
kjlbybcfufy c DX -pt fhfyfrkt,b uflf[hbc fk,f'j,f fh fqtvfnt,f 1/c2 cblbltc&
vfufkbsb 8.1. itfafct' ptvjlfy P{|X–EX|≥2}, 'e wyj,bkbf^ hjv DX=2.
fvj[cyf& dbcfhut,kj' (8.3) ajhvekb' udtmyt,f
P(|X–EX| ≥ 2) ≤ DX / 22 = 2/22 = 1/2&
cfpjufljl xt,bitdbc enjkj,f bsktdf vf'tvfnbrehb kjlbybcfufy
itv'[dtdb'b cblblbc uflf[hbc v[jkjl e[ti itafct,fc^ hfcfw flfcneht,c itvltub
vfufkbsb 8.2. d'mdf'^ EX=µ, DX=σ2 lf ε=3σ. vfiby xt,bitdbc enjkj,b'
udtmyt,f%
P{|X–µ|≥3σ}<σ2/(9σ2) = 1/9 ≈ 0.1111.
'e lfdeidt,'^ hjv X ufyfobkt,ekbf yjhvfkehfl µ lf σ2 gfhfvtnht,b'^
vfiby^ hjujhw itcf,fvbcb w[hbkt,blfy xfyc^ bvfdt [ljvbkj,bc fk,f'j,f lblb
cbpecnb' njkbf 0.0027 hbw[dbcf, hfw ufwbkt,b' yfrkt,bf dblht 1/9.

LBL HBW{D"F RFYJYB& d'mdf' X 1 ,X 2 ,...,X n ,... lfvjerblt,tkb th'yfbhfl

ufyfobkt,ekb itv'[dtdb' cblblt'f vbvltdhj,ff µ vf'tvfnbrehb kjlbyb'f lf σ2
lbcgthcbb'&
ufydb[bkj'
1 n
Xn = ∑ Xi
n i =1
itv'[dtdb'b cblbltt,bc vbvltdhj,f& (8.1) ajhvekbcf lf xt,bitdbc enjkj,bc
sfkb'^ yt,bcvbthb lflt,b'b ε hbw[dbcf'dbc udtmyt,f%
DX n σ2
P{| X n –E X n |>ε} = P{| X n –µ|>ε} ≤ = , (8.5)
ε2 nε 2
σ2
cfblfyfw bvbc uf'dfkbcobyt,b'^ hjv → 0^ hjwf n → ∞^ vbdbqt,'^ hjv
nε 2
P{| X n –µ| > ε} → 0, hjwf n → ∞. (8.6)
8 FK<F"J<BC "TJHBBC PQDFHB"B "TJHTVT<B 233

erfyfcrytkb 'fyfafhlj,f cfvfh'kbfybf bv itv'[dtdfibw^ hjltcfw

itv'[dtdb' cblbltt,c fh uffxybf' cfchekb lbcgthcbf& cf,jkjjl itbskt,f
xfvjdf.fkb,j' 'tjhtvf^ hjvtkbw lbl hbw[d'f rfyjybc cf[tkb'ff wyj,bkb
stjhtvf (lbl hbw[d'f rfyjyb)& 'e X 1 ,X 2 ,...,X n ,... th'yfbhfl ufyfobkt,ekb
lfvjerblt,tkb itv'[dtdb'b cblbltt,bf cfth'j µ vf'tvfnbrehb kjlbyb'^ vfiby
yt,bcvbthb lflt,b'b ε-bcf'dbc
1 n 
lim P  ∑ X i − µ > ε  = 0 . (8.7)
n →∞
 n i =1 
itv'[dtdb' cblblt'f Y 1 ,Y 2 ,..,Y n ,... vbvltdhj,fc tojlt,f fk,f'j,b' rht,flb
P
Y itv'[dtdb'b cblblbcfrty^ hfw Yn → Y cbv,jkj'b fqbybiyt,f^ 'e yt,bcvbthb
lflt,b'b ε-bcf'dbc
lim P{|Y n –Y|>ε}=0. (8.8)
n →∞
fmtlfy ufvjvlbyfht lbl hbw[d'f rfyjyb vjrktl fct xfbotht,f%
P
X n → µ.
f[kf ufydb[bkj' th'b vybidytkjdfyb rthsj itv'[dtdf^ hjltcfw X i
itv'[dtdb'b cblbltt,b ,thyekbc itv'[dtdb'b cblbltt,bf ofhvfnt,bc p fk,f'j,b'

1 0
Xi
p 1–p

1 n S
fv itv'[dtdfib X n = ∑ X i = n ofhvjflutyc ofhvfnt,bc afhlj,b' cb[ibhtc n
n i =1 n
lfvjerblt,tk wlfib& dbyfblfy EX i =p^ fvbnjv lbl hbw[d'f rfyjyc ,thyekbc
cmtvbcf'dbc tmyt,f itvltub cf[t%
,thyekbc stjhtvf &
Sn P
→ p.
n
Sn
cnfnbcnbreh kbnthfnehfib n
afhlj,b' cb[ibhtc eojlt,ty ithxtdb'
∧ ∧ Sn
ghjgjhwbfc lf vfc P n cbv,jkj'b fqybiyfdty^ P n = n
&
itcf,fvbcfl p b'dkt,f bv ecfchekj gjgekfwbbc ghjgjhwbfl^ hjvtkbw
,thyekbc itv'[dtdb' cblbltc ittcf,fvt,f& fv nthvbyt,ib ,thyekbc 'tjhtvf
itvltuyfbhfl xfbotht,f%
∧ P
P n → p.
234

lbl hbw{dsf uf'kbtht<ekb rfyjyb&* itv'[dtdb' cblblt'f fk,f'j,b'

rht,flb vbvltdhj,t,bc ufhlf itbcofdkbfy X 1 ,X 2 ,...,X n ,... itv'[dtdb' cblblt'f bct'
vbvltdhj,t,cfw^ hjvkt,bw th'bc njkb fk,f'j,b' fhbc rht,flb^ fye bv
[ljvbkj,bc fk,f'j,f^ hjv X n rht,flbf ufhrdtekb X itv'[dtdb'b cblblbcfrty^
th'bc njkbf
P{X n → X} = 1.
rthsjl^ bubdt gbhj,t,ib^ hjltcfw flubkb fmdc lbl hbw[d'f rfyjyc (8.7)
ajhvb'^ cfvfh'kbfybf
1 n 
P  ∑ X i → µ = 1 (8.7')
 n i =1 
'fyfafhlj,f^ hjvtkcfw lbl hbw[d'f ufskbtht,ekb rfyjyb tojlt,f& t&b& (8.7')
cfvfh'kbfybf lfvjerblt,tkb th'yfbhfl ufyfobkt,ekb itv'[dtdb'b cblbltt,b-
cf'dbc^ hjvtk'fw cfchekb vf'tvfnbrehb kjlbyb uffxybf'&
(8.7')-blfy dbqt,' ,thyekbc 'tjhtvbc ufskbtht,ek dfhbfyncfw%
∧
P{ P n → p} = 1.

WTYNHFKEHB PQDFHB"B "TJHTVF (RKFCBREHB)& d'mdf' X 1 ,X 2 ,...,X n ,...

lfvjerblt,tk yjhvfkehfl ufyfobkt,ekb itv'[dtdb' cblblt'f vbvltdhj,ff µ
cfiefkj'b lf σ2 lbcgthcbb'& hjujhw wyj,bkbf S n =X 1 +⋅⋅⋅+X n itv'[dtdb'b cblblt
rdkfd yjhvfkehflff ufyfobkt,ekb nµ cfiefkj'b lf nσ2 lbcgthcbb'^ [jkj
yjhvbht,ekb ]fvt,bc ufyfobkt,f yjhvfkehbf yekjdfyb cfiefkj'b lf
th'tekjdfyb lbcgthcbb'^ t&b&
S n − nµ
~ N(0,1). (8.9)
nσ 2
gbhbmb'^ 'e lfvjerblt,tk th'yfbhfl ufyfobkt,ek itv'[dtdb' itcfrht,-
'f ]fvbcf'dbc sfkfibf (8.9)^ vfiby fv itv'[dtdb' cblblt'f cfth'j ufyfobkt,f
fewbkt,kfl yjhvfkehb fqvjxylt,f& fvhbufl^ hjltcfw X i itv'[dtdb' cblblt'f
ufyfobkt,f yjhvfkehb fhff^ S n itv'[dtdb'b cblblbc ufyfobkt,f fh itbskt,f b.jc
yjhvfkehb& vbe[tlfdfl fvbcf yjhvbht,ekb ]fvt,bcf'dbc ufhfynbht,ekbf
vbf[kjt,b'b yjhvfkehj,f^ hjltcfw itcfrht,'f hfjltyj,f ecfchekjl bphlt,f&
fv afmnbc pecnb ajhvekbht,f wyj,bkbf wtynhfkehb pqdfhb'b 'tjhtvbc
cf[tkojlt,b'&
wtynhfkehb pqdfhbsb stjhtvf& se X 1 ,X 2 ,...,X n lfvjerblt,tkb th'yfbhfl
ufyfobkt,ekb itv'[dtdb'b cblbltt,bf cfth'j µ vf'tvfnbrehb kjlbyb'f lf
cfchekb σ2 lbcgthcbb'^ [jkj S n =X 1 +X 2 +⋅⋅⋅+X n , vfiby
8 FK<F"J<BC "TJHBBC PQDFHB"B "TJHTVT<B 235

 S − nµ 
P n ≤ x  − Φ ( x) → 0 , hjwf n→∞, (8.10)
 σ n 

cflfw Φ(x) fhbc cnfylfhnekb yjhvfkehb ufyfobkt,bc aeymwbf&

vfuhfv wtynhfkehb pqdfhb'b 'tjhtvbc (8.10) ajhvekbht,f fhff
cfrvfhbcb bv afh'j ufdhwtkt,bc fcf[cytkfl^ hjvtkbw yjhvfkeh ufyfobkt,fc
uffxybf cek c[dflfc[df vjdktybc vjltkbc hjkib& fhct,j,c ,tdhfl eahj pjuflb
gbhj,t,b^ hjwf flubkb fmdc lfvjerblt,tk (fy 'eylfw lfvjrblt,ek) itv'[dtdb'
cblblt'f ]fvt,bc ufyfobkt,bc cbf[kjdtc yjhvfkeh ufyfobkt,fc'fy gbhj,bc
.dtkfpt pjuflb ajhvekbht,f cbn.dbthfl itbskt,f fct ufvjb'mdfc% itcfrht,'f
hfjltyj,bc phlbcfc 'b'jtek vf'ufyc ufhrdtekb fphb' 'fyf,hfl vwbht odkbkb
eylf it/mjyltc v'tkc ]fvib&fvbnjv yjhvfkeh vjltkc vbcfqt,fl vbbxytdty hfbvt
cblblbc ufyfobkt,bcf'dbc^ 'e tc cblblt ,tdhb c[df vwbht cblblbc ]fveh tatmnfl
ofhvjudblut,f&
(8.10) 'fyfafhlj,blfy vfhnbdfl ufvjvlbyfhtj,c itvltub afmnb

 X −µ 
P n n ≤ x  → Φ (x) , hjwf n→∞.
 σ 
fvhbufl^ lfdfcrdyb'^ hjv%
itcfrht,'f cfrvfjl lblb hfjltyj,bcf'dbc vf'b fhb'vtnbrekb cfiefkj
X n vbf[kjt,b' yjhvfkehflff ufyfobkt,ekb µ cfiefkj'b lf σ2/n lbcgthcbb'&
kbnthfnehfib^ hjvtkbw t[t,f cnfnbcnbrbc ufvj.tyt,b' fcgtmnt,c^
wtynhfkehb pqdfhb'b 'tjhtvf cojhtl fv nthvbyt,ibf xfvj.fkb,t,ekb&
,thyekbc cmtvbcf'dbc ofhvfnt,bc velvbdb p fk,f'j,b'^ 0<p<1, q=1–p
wtynhfkehb pqdfhb'b 'tjhtvf bstyc itvltu ajhvfc% .jdtkb yfvldbkb x-bcf'dbc

 S − np 
P n ≤ x  → Φ (x) ^ hjwf n→∞. (8.11)
 npq 

fv 'tjhtvbc vtidtj,b' itcfskt,tkbf ufvjb'dfkjc S n itv'[dtdb'b cblblbc

pqdfhb'b ufyfobkt,fw^ cf[tklj,h^

 x − np 
P{S n ≤ x} − Φ  →0, hjwf n→∞. (8.12)
 npq 
 
fmtlfy erdt vfhnbdfl ufvjvlbyfhtj,c

vefdh-kfgkfcbc stjhtvf& hjujhbw fh eylf b.jc a lf b yfvldbkb hbw[dt,b,

a<b, udfmdc
236

  b − np   
P{a ≤ S n ≤ b} − Φ   − Φ  a − np  → 0 , hjwf n →∞.
  npq   npq 
 
fv 'tjhtvblfy dqt,ekj,' itvltu vbf[kjt,b' ajhvekfc cfrvfjl lblb
n-bcf'dbc%
 b − np   
P{a ≤ S n ≤ b} ≈ Φ  − Φ a − np  , (8.13)
 npq   npq 
   
hjvkbc rthsj itv'[dtdff

 x − np 
P{S n ≤ x} ≈ Φ . (8.14)
 npq 
 
(8.11)-blfy fldbkfl vbbqt,f itvltub 'fyfafhlj,f ithxtdb'b ghjgjh-
wbbcf'dbc

P∧

 n− p 
P ≤ x  → Φ ( x) ^ hjwf n→∞, (8.15)
 pq / n 

hfw cbn.dbthfl fct ufvjb'mvbc%

'e ,thyekbc cmtvfib ofhvfnt,bc fk,f'j,ff p^ wlf'f lblb hfjltyj,b-
∧
cf'dbc ithxtdb'b ghjgjhwbf P n vbf[kjt,b' yjhvfkehflff ufyfobkt,ekb p
cfiefkj'b lf pq/n lbcgthcbb'&
'e n cfrvfjl lblbf lf ofhvfnt,bc p fk,f'j,f fh fhbc f[kjc fy 1-'fy fy 0-
'fy^ ,byjvehb ufyfobkt,bc vbf[kjt,f yjhvfkehb' cfrvfjl pecn itltut,c bsktdf&
pjvbthfl lblb n-bcf'dbc eahj pecn vbf[kjt,fc bsktdf ajhvekf

 b − np + 0.5   
P{a≤S n ≤b} ≈ Φ  − Φ a − np + 0.5  , (8.16)
 npq   
  npq 
hjvkbc rthsj itv'[dtdff
 x − np + 0.5 
P{S n ≤ x} ≈ Φ & (8.17)
 npq 
 
vfufkbsb 8.3. ufydb[bkj' ,thyekbc cmtvf^ hjvtkibw p=0.1 lf n=100& vfiby
9
P{S 100 ≤ 9} ≈ ∑ C100
k
(0.1) k (0.9)100− k = 0.45.
k =0
(8.12) -bc sfkb'
8 FK<F"J<BC "TJHBBC PQDFHB"B "TJHTVT<B 237

 9 − 10 
P{S 100 ≤ 9} ≈ Φ  = Φ(–0.33) = 0.3707.
 3 
hjujhw d[tlfd'^ (8.12)-bc ufvj.tyt,f fh bsktdf lfvfrvf.jabkt,tk itltuc^
vfiby hjltcfw (8.16)-bc ufvj.tyt,b'

 9 − 10 + 0,5 
P{S 100 ≤ 9} ≈ Φ  = Φ(–0.17) = 0.4325.
 3 
fvhbufl^ (8.16) vbf[kjt,b'b ajhvekbc ufvj.tyt,fv uffev]j,tcf fghjmcbvfwbbc
cbpecnt&
vfufkbsb 8.4. 100 lfvjerblt,tk wlfib A [ljvbkj,bc ufy[jhwbtkt,bc
fk,f'j,f velvbdbf lf 0.8-bc njkbf&yjhvfkehb fghjmcbvfwbbc ufvj.tyt,b' bgjdt'
fk,f'j,f bvbcf^ hjv A [ljvbkj,f 100 wlfib ufy[jhwbtklt,f: f) fhf evwbhtc 75-
]th lf fhf evtntc 90-]th * ,) fhf evwbhtc 75-]th * u)fhf evtntc 90-]th &
fvj[cyf& fvjwfybc gbhj,bc 'fyf[vfl^ n=100^ p=0.8^ a=75^ b=90 lf cfsbt,tkbf
itvltub fk,f'j,t,b: f) P{75≤X≤90}^ ,)P{X≥75}^ u) P{X≤90}&
f) (8.13)-bc sfkb' udfmdc
90  90 − 100 ⋅ 0.8   75 − 100 ⋅ 0.8 
P{75≤X≤90}= ∑ C nk p k (1 − p ) n − k ≈ Φ  − Φ  = 0.888.
k = 75  100 ⋅ 0.8 ⋅ 0.2   100 ⋅ 0.8 ⋅ 0.2 
,) A [ljvbkj,bc ufy[jhwbtkt,f fhf evwbhtc 75-]th ybiyfdc^ hjv bc ufy-
[jhwbtklt,f fy 75-]th fy 76-]th lf f&i& 100-]th& fvbnjv P{X≥75}= P{75≤X≤100}
lf fv itv'[dtdfib eylf xfd'dfkj'^ hjv a=75^ [jkj b=100& cf,jkjjl^ fyfkj-
ubehfl obyf fvjwfybcf^ vbdbqt,' P{X≥75}=P{75<X≤100}= Φ(5)−Φ(–1.25)= 0.89.
u) A [ljvbkj,f ufy[jhwbtklt,f fhf evtntc 90-]th ybiyfdc^ hjv A
[ljvbkj,f fy fh ufy[jhwbtklt,f fy ufy[jhwbtklt,f 1-]th fy 2-]th lf f&i& 90-]th&
fvbnjv fyfkjubehfl ,) itv'[dtdbcf vbdbqt,'^ hjv P(X≤90)=Φ(2.5)–Φ(–20)=0.99&
,thyekbc wlf'f cmtvfib^ hjltcfw ofhvfnt,bc fk,f'j,f p f[kjcff yek'fy
lf np lblb fhff^ yjhvfkeh vbf[kjt,fc fv]j,byt,ty gefcjybc vbf[kjt,fc
x (np ) k − np
P{S n ≤ x} ≈ ∑ e & (8.18)
k = 0 k!

fv 'fyflj,bc vfh]dtyf v[fhtc vj'fdct,ekb ufvjcf[ekt,f ofhvjflutyc

λ=np gfhfvtnhbc vmjyt gefcjybc ufyfobkt,bc aeymwbfc& tc fghjmcbvfwbf t.hlyj,f
itvltu 'tjhtvfc&
gefcjybc stjhtvf& 'e n-bc phlbcfc p→ 0 bct^ hjv np = λ>0, vfiby
238

x x λk −λ
P{S n ≤ x} = ∑ C nk p k (1 − p ) n − k → ∑ e & (8.19)
k =0 k = 0 k!

gefcjybc (8.19) vbf[kjt,f 8.3 vfufkb'ib vjudwtvc^ hjv

P{S 100 ≤ 9} ≈ 0.4558,
hfw fv vfufkb'ib vjwtvek jhbdt yjhvfkeh vbf[kjt,fpt ert'tcbf&
vfufkbsb 8.5. d'mdf'^ 5000 vchjktkb th'vfyt'bcfufy lfvjerblt,kfl
tcdhbc cfvbpytc lf vbpfyib vj[dtlhbc fk,f'j,f 'b'jtekbcf'dbc fhbc 0.001.
ufvjd'dfkj' fk,f'j,f bvbcf^ hjv cfvbpytc jhb vchjktkb vfbyw lffpbfyt,c&
fvj[cyf& eylf dbgjdj' P{S n ≥2} = 1 – P{S n =1} – P{S n =2}. pecnb ufvj'dkt,b
udbxdtyt,c^ hjv P{S n ≥2}=0,9597.
yjhvfkehb fghjmcbvfwbf vjudwtvc% P{S n ≥2}=0,9633, 'e ufvjdb.tyt,'
(8.14)-c^ [jkj (8.17)-lfy udtmyt,f P{S n ≥2}=0,9415. 'e f[kf ufvjdb.tyt,' gefcjybc
(8.19) vbf[kjt,fc^ vbdbqt,'^ hjv% P{S n ≥2}=0,9596. hjujhw d[tlfd'^ gefcjybc
vbf[kjt,f fv itv'[dtdfib ert'tc itltuc bsktdf yjhvfkeh'fy itlfht,b'&
itybidyf&* wyj,bkbf hjujhw yjhvfkehb^ bct gefcjybc vbf[kjt,bc ,tdhb
lfpecnt,ekb dfhbfynb^ vf' ijhbc wljvbkt,f'f itvltub itafct,t,b%

 S n − np  p2 + q2
P < x  − Φ ( x) ≤ 0,8
 npq  npq
 
lf
x (np ) k − np
P( S n ≤ x) − ∑ e < np 2 &
k = 0 k!

th'-th'b ufhtvjt,f^ hjvtkbw fsytkt,c fv vbf[kjt,f'f ufhxtdfc bvfib

vlujvfhtj,c^ hjv

x λk −λ
sup ∑ e − Φ ( x) → 0 &
x k =0 k!

hjwf λ bphlt,f^ fye lblb λ-cf'dbc gefcjybc ufyfobkt,bc aeymwbf (bctd

wtynhfkehb pqdfhb'b 'tjhtvbc sfkb') yjhvfkehc ef[kjdlt,f&
vfhnbdb htwtgnt,b^ 'e hjlbc ufvjdb.tyj' yjhvfkehb lf hjlbc gefcjybc
vbf[kjt,f fh ufudfxybf^ 'evwf pjubth'b cnfnbcnbrjcb ud'fdfpj,c e[ti^
tvgbhbek otct,c& vfufkb'fl th'-th'b fct'b otcbf% 'e np>10 lf nq>10
htrjvtylt,ekbf yjhvfkehb vbf[kjt,bc ufvj.tyt,f& vtjht fct'b otcb ud'fdfpj,c
ufvjdb.tyj' gefcjybc vbf[kjt,f^ 'e n>50 lf np<5.
8 FK<F"J<BC "TJHBBC PQDFHB"B "TJHTVT<B 239

***
tc 'fdb t.hlyj,f [11], [17], [21], [27], [39], [56], [64] obuyt,c^ hjvkt,bw
uflvjwtvekb cfrb'[t,bc ufhlf vhfdfk c[df vfcfkfcfw itbwfdc (lfvfnt,b'b byajh-
vfwbbc vbcfqt,fl cfcfhut,kj bmyt,f [1] lf [3] obuyt,bc ufwyj,fw)& trjyjvbcnt,b-
cf'dbc ufyre'dybkb cf[tkvsqdfytkjt,blfy vrb'[dtkc dehxtdlb' [60], [66], [72],
[79] obuyt,c lf fuht'dt mfh'ek tyfpt fhct,ek itcf,fvbc kbnthfnehfc% [8], [9],
[13], [14], [15].

LFCRDYT<B

tc 'fdb cfwyj,fhj [fcbf'bcff lf vfcib 'fdvj.hbkbf fk,f'j,bc 'tjhbbc

lt,ekt,t,b itv'[dtdb' cblblt'f ]fvt,bc .jafmwtdbc itcf[t,^ itcfrht,'f
hfjltyj,bc phlbcfc& tc lt,ekt,t,b fk,f'j,bc 'tjhbbc pqdfhb'b 'tjhtvt,bc
cf[tkb'ff wyj,bkb&
sbhb'flb 'tjhtvt,bf lbl hbw[d'f rfyjyb lf wtynhfkehb pqdfhb'b
'tjhtvf& 'e vf' vf'tvfnbreh cnfnbcnbrfib vbqt,ekb nhflbwbekb ajhvb'
xfvjdf.fkb,t,'^ gbhdtkb fcf,e't,c ufyvtjht,b' lfrdbhdt,f'f fhb'vtnbrekb
cfiefkjc lf cfth'j ufyfobkt,bc vf'tvfnbrehb kjlbybc cbf[kjdtc fv
lfrdbhdt,f'f hfjltyj,bc phlbcfc^ [jkj vtjht – vf'b c[dfj,bc fcbvgnjnehfl
yjhvfkeh ufyfobkt,fc& rthsjl^ 'e ,thyekbc cmtvfib ofhvfnt,bc fk,f'j,ff p^
∧
vfiby wlf'f lblb hfjltyj,bcf'dbc ithxtdb'b ghjgjhwbf P n f[kjcff p-c'fy lf
∧
P n vbf[kjt,b' yjhvfkehflff ufyfobkt,ekb p cfiefkj'b lf p(1–p)/n
lbcgthcbb'& vjwtvekbf fuht'dt ,byjvehb ufyfobkt,bc gefcjybctekb vbf[kjt,f
vwbht p-c itv'[dtdfib&
'e itvjdbqt,' itvltu fqybidyt,c fv lf obyf 'fdt,ib ufy[bkekb
ufyfobkt,bc aeymwbt,bcf'dbc%
/bgthutjvtnhbekb ufyfobkt,bc aeymwbf –
C tk C ns−−tk
H(x;t,s,n) = ∑
k≤x C ns

,byjvehb ufyfobkt,bc aeymwbf –

Bi(x;p,n) = ∑ C nk p k q n − k
k≤x

gefcjybc ufyfobkt,bc aeymwbf –

λk −λ
Π(x;λ) = ∑ e
0 ≤ k ≤ x k!
240

cnfylfhnekb yjhvfkehb ufyfobkt,bc aeymwbf –

t2
1 x −
Φ(x) = ∫ e 2 dt
2π −∞

χ2-ufyfobkt,bc aeymwbf χ2(x ; k)

cnbeltynbc ufyfobkt,bc aeymwbf t(x ; k)
abithbc ufyfobkt,bc aeymwbf F(x ; k 1 , k 2 )

X −a
lf 'e ufdb'dfkbcobyt,' bv ufhtvjt,fc^ hjv X lf Y = , b>0, itv'[dtdb'b
b
cblbltt,bc ufyfobkt,bc aeymwbt,b
F Y (x) = P(Y≤x) = P(X ≤ bx+a) = F X (bx+a)
njkj,b' erfdibhlt,f th'vfyt'c^ vbdbqt,' ufyfobkt,bc aeymwbf'f ijhbc
pqdhekb 'fyfafhlj,t,bc itvltu w[hbkc (b[& yf[& 8.1)&

t/s → p H(x;t,s,n)

n→∞ , p→0, np→λ

Bi(x;n,p) Π(x;λ)

n→∞, p=const λ→∞

Φ(x)
Bi(x npq +np;n,p) Π(x λ +λ;λ)

k→∞ k→∞
T(x;k) χ2(x; k)
χ2(x 2k +k;x)

F(x; k1,k) k1→∞

yf[& 8.1.
9

CNFNBCNBREHB LFCRDYT<BC "TJHBBC

FK<F"EHB CFAESDKT<B

itv'[dtdb'b cblblbc wyt,bc itvjqt,bc itvltu itcfskt,tkb [lt,f gjgekf-

wbbc fqothf hfbvt X itv'[dtdb'b cblblbc vtidtj,b'& vfufkb'fl^ 'e udfmdc cfc-
hekb gjgekfwbf^ hjvtkbw itlut,f hfjltyj,hbdb vf[fcbf't,kbc N vybidytkj-
,bcfufy^ hjvtk'f ijhbc ufyc[dfdt,ekt,bf x 1 ,x 2 ,...,x k , 1≤k≤N^ fvfc'fy x i -bc cb[ibhtf
n i (t&b& n i fhbc gjgekfwbbc bv tktvtynt,bc hfjltyj,f^ hjvtk'f vybidytkj,t,bw x i -
k
bc njkbf)^ ∑ ni =N^ vfiby gjgekfwbf fqbotht,f lbcrhtnekb X itv'[dtdb'b
i =1
cblblb'^ hjvkbc ufyfobkt,bc rfyjybf
ni
P{X=x i }= , i=1,2,...,k.
N
tc lfidt,f ,eyt,hbdbf bv 'dfkcfphbcb'^ hjv gjgekfwbblfy itv'[dtdb' fh-
xtekb tktvtynbc vbth x i vybidytkj,bc vbqt,bc fk,f'j,f n i /N itafhlt,bc njkbf&
fctdtf ofhvjcf[db'b gjgekfwbbc itv'[dtdfibw^ vfufkb'fl^ hjltcfw
gjgekfwbf itlut,f rjyrhtnekb j,btmnbc hfbvt hfjltyj,hbdb vf[fcbf't,kbc
.dtkf itcfskj ufpjvdt,bcfufy^ hjvtk'f ijhbc ufyc[dfdt,t,b ufvjodtekbf
ufpjvdbc itwljvt,b'& itwljvt,b yjhvfkehflff ufyfobkt,ekb^ ,eyt,hbdbf
gjgekfwbfw fqbothjc yjhvfkehfl ufyfobkt,ekb itv'[dtdb'b cblblb'&
itvlujvib gjgekfwbfc ufdfbubdt,' vbc fqvoth X itv'[dtdb' cblbltc'fy lf
gjgekfwbbc ufyfobkt,bc mdti dbuekbc[vt,' X-bc ufyfobkt,bc rfyjyc^ hjvtkcfw
fqdybiyfd' L (X)-b'& fvfc'fy^ ufyfobkt,bc rfyjyb itbskt,f vjwtvekb b.jc yt,bcvb-
thb ajhvb'% lbcrhtnekb ufyfobkt,bc rfyjyb'^ ufyfobkt,bc aeymwbb'^
ufyfobkt,bc cbvrdhbdb' lf c[df&
pju]th b[vfht,f itvltub nthvbyjkjubfw% X itv'[dtdb'b cblblbc itcfskj
vybidytkj,t,c L (X) ufyfobkt,bc rfyjy'fy th'fl eojlt,ty L (X) rfyjyb' ufyfob-
kt,ek utythfkeh th'j,kbj,fc& 'e X itv'[dtdb'b cblblbc ufyfobkt,bc
aeymwbff F(x)^ vfiby db[vfh' nthvbyc% F(x) rfyjyb' ufyfobkt,ekb utythfkehb
th'j,kbj,f (gjgekfwbf)& X itv'[dtdb'b cblblbc hbw[db' vf[fcbf't,kt,c
(cfiefkjc^ lbcgthcbfc^ cnfylfhnek uflf[hfc lf c[df) gjgekfwbbc gfhfvtnht,c
deojlt,'&
'e gjgekfwbbc ufyfobkt,f (X itv'[dtdb'b cblblbc ufyfobkt,bc rfyjyb^
L (X)) wyj,bkbf^ vfiby xfd'dkb'^ hjv gjgekfwbbc itcf[t, ufudfxybf chekb
byajhvfwbf& ghfmnbrfib^ hjujhw otcb^ gjgekfwbbc ufyfobkt,bc rfyjyb fy
v'kbfyfl ewyj,bf fy wyj,bkbf ufyfobkt,bc ajhvf^ vfuhfv ewyj,bf vbcb
gfhfvtnht,b (vfufkb'fl^ hfbvt vjcfpht,bc ufvj xf'dkbkbf^ hjv gjgekfwbf
yjhvfkehflff ufyfobkt,ekb^ vfuhfv ewyj,bf vbcb gfhfvtnht,b)&
242

vf'tvfnbrehb cnfnbcnbrbc vbpfyc itflutyc lfrdbhdt,t,bc (ithxtdb'b

vybidytkj,t,bc) cfaesdtkpt lfcf,e't,ekb cnfnbcnbrehb lfcrdyt,bc ufvjnfyf
gjgekfwbbc ufyfobkt,bc itcf[t,&
obyf 'fdt,ib ithxtdb'b vybidytkj,t,b (lfrdbhdt,t,b) fqybiyekb b.j
x 1 ,x 2 ,...,x n cbv,jkjt,b'^ cflfw x 1 b.j gbhdtkb lfrdbhdt,ekb vybidytkj,f^ x 2 –
vtjht lf f&i& lfrdbhdt,t,bc vjgjdt,fvlt .jdtkb rthsj lfrdbhdt,f ufyecfpqdhtkbf
(itltubc obyfcofh ufyzdhtnf iteskt,tkbf)^ hbc ufvjw^ vjyfwtvt,bc vjgjdt,fvlt
lfrdbhdt,t,c ufydb[bkfd'^ hjujhw itv'[dtdb' cblbltt,c lf fqdybiyfd'
X 1 ,X 2 ,...,X n cbv,jkjt,b'^ htfkehfl lfrdbhdt,ek x 1 ,x 2 ,...,x n vybidytkj,t,c rb
vbdbxytd' X=(X 1 ,X 2 ,...,X n ) itv'[dtdb'b dtmnjhbc rjyrhtnek htfkbpfwbfl^ fye
ithxtdb' vybidytkj,fl (ithxtdbc vjyfwtvt,fl)&
dbn.db'^ hjv X=(X 1 ,X 2 ,...,X n ) itv'[dtdb'b dtmnjhb ofhvjflutyc n vjwe-
kj,bc itv'[dtdb' ithxtdfc (fy^ e,hfkjl^ ithxtdfc) L (X) rfyjyb' ufyfobkt,ekb
gjgekfwbblfy (utythfkeh th'j,kbj,blfy)^ 'e X 1 ,X 2 ,...,X n lfvjerblt,tkb
th'yfbhfl^ L (X) rfyjyb'^ ufyfobkt,ekb itv'[dtdb'b cblbltt,bf&
[ibhfl ufvjb.tyt,f itvltub nthvbyjkjubfw% X 1 ,X 2 ,...,X n vbvltdhj,f ofhvj-
flutyc lfvjerblt,tk lfrdbhdt,t,c X itv'[dtdb' cblbltpt^ hjvkbc ufyfobkt,bc
rfyjybf L (X)&
gbhdtk lf vtcfvt 'fdt,ib xdty ufdtwfyb' hbw[db'b vjyfwtvt,bc (ithxtdb'b
vybidytkj,t,bc) ofhvjlutybcf lf lfveifdt,bc [th[t,c& ithxtdb'b vybidytkj,t,bc
(vjyfwtvt,bc) cfaesdtkpt db'dkblb' c[dflfc[df vf[fcbf't,kt,c* .jdtkb
vf[fcbf't,tkb b.j x=(x 1 ^x 2 ,...,x n ) ithxtdb' vybidytkj,f'f ufhrdtekb otcb'
fut,ekb T(x 1 ,x 2 ,...,x n ) hbw[db'b aeymwbf& vfuhfv^ hjujhw fqdybiyt'^ x=(x 1 ^x 2 ,...,x n )
dtmnjhb fhbc X=(X 1 , X 2,…., X n ) itv'[dtdb'b dtmnjhbc th'-th'b itcfskj
vybidytkj,f^ fvbnjv T n (x)=T(x 1 ,x 2 ,...,x n ) cblblt ofhvjflutyc T n (X)=T(X 1 ,X 2 ,...,X n )
itv'[dtdb'b cblblbc th'-th' lfrdbhdt,ek vybidytkj,fc T n (X)-bc vybidytkj,f'f
cbvhfdkblfy&
ithxtdb'b vybidytkj,t,bc yt,bcvbth T n aeymwbfc^ hjvkbc fut,bc fkuj-
hb'vb wyj,bkbf^ cnfnbcnbrfc eojlt,ty& cnfnbcnbrfc xdty itd[tlfd' jhyfbhfl%
• hjujhw hbw[dc* 'e T n aeymwbbc fhuevtynfl fdbqt,' x 1 ,x 2 ,...,x n ithxtdb'
vybidytkj,t,c^ vfiby t n =T(x 1 , x 2 ,&&&, x n ) aeymwbf udfsktdc cnfnbcnbrbc
lfrdbhdt,ek (htfkbpt,ek) vybidytkj,fc&
• hjujhw itv'[dtdb' cblbltc* 'e T n aeymwbbc fhuevtynfl fdbqt,' X 1 ,X 2 ,...,X n
ithxtdfc^ vfiby bubdt T n =T(X 1 ,X 2 ,...,X n ) aeymwbf ofhvjflutyc itv'[dtdb'
cblbltc&
c[df cbn.dt,b' hjv d'mdf'^ cnfnbcnbrf ofhvjflutyc cblbltc^ hjvkbc
vybidytkj,f itbskt,f ufvjb'dfkjc ithxtdb'b vjyfwtvt,bc cfiefkt,b'&
vjyfwtvt,bc vbqt,fvlt cnfnbcnbrt,b ufyb[bkt,f hjujhw itv'[dtdb'b cblbltt,b^
lfrdbhdt,t,bc xfnfht,bc itvltu rb hjujhw hbw[dt,b&
pjubth'b cnfnbcnbrf xdty'dbc erdt wyj,bkbf^ vfufkb'fl% ithxtdb'b
1 n 1 n
cfiefkj^ x = ∑ xi * ithxtdb'b lbcgthcbf^ s2= ∑ ( xi − x ) 2 ; ithxtdb'b vjvtynt,b
n i =1 n i =1
lf c[df&
9 CNFNBCNBREHB LFCRDYT<BC FK<F"EHB CFAESDKT<B 243

cnfnbcnbrfc^ ufy[bkekc hjujhw itv'[dtdb' cblbltc^ uffxybf 'fdbcb

ufyfobkt,bc rfyjyb^ hjvtkcfw tojlt,f cnfnbcnbrbc ithxtdb'b ufyfobkt,f&
.jdtkb rthsj cnfnbcnbrbc ufyfobkt,f lfvjrblt,ekbf fhf v[jkjl ithxtdbc n
vjwekj,fcf lf gjgekfwbbc ufyfobkt,fpt^ fhfvtl bv vt'jlptw^ hjvkb'fw
ofhvjt,c ithxtdf&
vfufkb'fl^ ufydb[bkj' cfvb tktvtynbcfufy itlutybkb gjgekfwbf% 1, 3, 7&
d'mdf'^ dbqt,' n=2 vjwekj,bc ithxtdfc lf,heyt,b'& cnfnbcnbrfc ofhvjflutyc
ithxtdb'b lbcgthcbf& vfiby [ljvbkj,fc {S2=0}={X 1 =X 2 } fmdc lflt,b'b fk,f'j,f^
[jkj^ hjwf ithxtdf ofhvjt,c lf,heyt,bc ufhtit fvfdt {S2=0} [ljvbkj,bc
fk,f'j,f yekbc njkbf&
itvlujvib lfdeidt,'^ hjv gjgekfwbblfy fvjrhtaf [lt,f bct'b otcb'^ hjv
lfrdbhdt,t,b X 1 ,X 2 ,...,X n ofhvjflutyc n vjwekj,bc itv'[dtdb' ithxtdfc^ t&b&
lfvjerblt,tk th'yfbhfl ufyfobkt,ek itv'[dtdb' cblbltt,c^ hjvtk'f cfth'j
ufyfobkt,f tv'[dtdf gjgekfwbbc ufyfobkt,fc& vfufkb'fl^ tc gbhj,t,b cheklt,f^
hjltcfw ithxtdf ofhvjt,c fy ecfchekj (ofhvjcf[db'b) gjgekfwbblfy (vjytnbc fy
rfvf'kbc n-]th fult,f^ hfbvt itv'[dtdb'b tmcgthbvtynbc n-]th ufvtjht,f lf c[df)
fylf cfchekb gjgekfwbblby lf,heyt,b'& tc gbhj,t,b vbf[kjt,b' cheklt,f
vfibyfw^ hjltcfw ithxtdbc n vjwekj,f ufwbkt,b' vwbhtf gjgekfwbbc N
vjwekj,fc'fy itlfht,b' (vfu& n/N<0.05)& fv lfidt,fib^ 'e X 1 ,X 2 ,...,X n th'yfbhfl
ufyfobkt,ekb lfvjerblt,tkb lfrdbhdt,t,bf^ cfth'j ufyfobkt,bc F(x) aeymwb' lf
f(x) ufyfobkt,bc cbvrdhbdb'^ vfiby X=(X 1 ,X 2 ,...,X n ) dtmnjhbc ufyfobkt,bc aeymwbf
lf cbvrdhbdt vjbwtvf ajhvekt,b'%
F X (x 1 ,x 2 ,...,x n ) = F(x 1 ) ⋅⋅⋅ F(x n ),
f X (x 1 ,x 2 ,...,x n ) = f(x 1 ) ⋅⋅⋅ f(x n ).
lbcrhtnekb ufyfobkt,bc itv'[dtdfib rb^ 'e X=(x 1 ,x 2 ,...,x n )^ udfmdc
P(X 1 =x 1 ,...,X n =x n ) = P(X 1 =x 1 ) ⋅⋅⋅ P(X n =x n ).
X dtmnjhbc ufyfobkt,bc vtidtj,b' erdt itcfskt,tkbf cnfnbcnbrbc
ufyfobkt,bcf lf vbcb hbw[db'b vf[fcbf't,kt,bc ufvj'dkf& pjubth' itv'[dtdfib
[th[lt,f cnfnbcnbrbc pecnb ufyfobkt,bc lflutyf^ [jkj pjubth' itv'[dtdfib rb
v[jkjl pqdfhb'b ufyfobkt,bcf&
T n =T n (X 1 ,X 2 ,&&&,X n ) cnfnbcnbrbc pecnb fy pqdfhb'b ufyfobkt,bc rfyjybc
wjlyf cfiefkt,fc vjudwtvc dbcfe,hj' T n -bc fk,f'eh 'dbct,t,pt^ hfcfw
uflfvo.dtnb vybidytkj,f fmdc cnfnbcnbrehb lfcrdyt,bc vbqt,bcf'dbc&
vjdb.dfyj' cfbkecnhfwbj vfufkb'b&
d'mdf'^ X 1 ,X 2 ,&&&,X n ofhvjflutyc ithxtdfc L (X) rfyjyb' ufyfobkt,ekb utyt-
hfkeh th'j,kbj,blfy^ cflfw X ,thyekbc itv'[dtdb'b cblbltf ofhvfnt,bc p
fk,f'j,b'^ 0<p<1.
lfdeidf'^ hjv p, 0<p<1 ewyj,bf^ t&b& wyj,bkbf utythfkehb th'j,kbj,bc
ufyfobkt,bc rfyjybc cf[t^ vfuhfv ewyj,bf vbcb p gfhfvtnhb& cfzbhjf lfrdbhdt,t,bc
cfaesdtkpt ufdfrt'j' cnfnbcnbrehb lfcrdyt,b p gfhfvtnhbc itcf[t,&
ufydb[bkj' cnfnbcnbrf (th'bfyt,bc ufvjxtybc afhlj,b'b cb[ibht n
lfvjerblt,tk wlfib)
244

∧
1 n
∑ Xi
Pn = X n =
n i =1
lf lfdflubyj' vbcb ufyfobkt,bc rfyjyb& hflufy S n =X 1 +X 2 +..+X n ,byjvehfl
ufyfobkt,ekb itv'[dtdb'b cblbltf^ t&b&

P{S n = k} = C nk p k (1 − p ) n − k , k = 0,1,..., n ^
∧
1 2
fvbnjv P n -bc itcfskj vybidytkj,t,bf 0, n
, n
,... , 1, fvfc'fy

∧ k
P  P n =  = C nk p k (1 − p ) n − k , k=0,1,...,n.
 n
fvfdt lhjc^ vefdh-kfgkfcbc 'tjhtvbc sfkb' (b[& 'fdb 8) hjwf n→∞
P∧

 n− p 
P ≤ x  → Φ(x),
 pq / n 
∧
t&b& cfrvfhbcfl lblb n-bcf'dbc P n itv'[dtdb'b cblblt vbf[kjt,b' yjhvf-
kehflff ufyfobkt,ekb p cfiefkj'b lf pq/n lbcgthcbb'&
∧
fvhbufl fv P n cnfnbcnbrbcf'dbc lfdflubyt'^ hjujhw pecnb^ fctdt vbf[-
kjt,b'b ufyfobkt,bc rfyjyb&
∧
w[flbf^ hjv P n cnfnbcnbrbc pjubth'b 'dbct,bc lflutyf itcfskt,tkbf
vbcb ufyfobkt,bc rfyjybc wjlybc ufhtitw& vfufkb'fl%
∧ ∧
E P n = p, D P n = pq/n,
∧
P n →
P
p,
fvfc'fy gbhdtkb jhb 'fyfafhlj,f ufvjvlbyfhtj,c vf'tvfnbrehb kjlbybcf
lf lbcgthcbbc cnfylfhnekb 'dbct,t,blfy^ [jkj vtcfvt 'fyfafhlj,f rb
cfvfh'kbfybf lbl hbw[d'f rfyjybc sfkb'&
∧
xfvj'dkbkb 'dbct,t,b udfsktdc bvbc cfaesdtkc^ hjv P n cnfnbcnbrbc lfr-
∧ 1 n
dbhdt,ekb vybidytkj,f P n = ∑ xi xfd'dfkj' ewyj,b p fk,f'j,bc vbf[kjt,b'
n i =1
∧
vybidytkj,fl& fvbnjv^ P n -c ewyj,b fk,f'j,bc othnbkjdfyb itafct,f tojlt,f&
∧
fh eylf vjdtkjlt'^ hjv afhlj,b'b cb[ibhbc lfrdbhdt,ekb P n
vybidytkj,f pecnfl ewyj,b p fk,f'j,bc njkb fqvjxylt,f& fvbnjv b,flt,f
,eyt,hbdb rb'[df^ 'e hfvltyfl lblbf vf' ijhbc c[dfj,f& fv rb'[dfpt e[tib gfce[bc
vbqt,f itcfskt,tkbf eiefkjl xt,bitdbc enjkj,blfy^ hjvkbc sfkb'fw
∧ p (1 − p ) 1
P{| P n –p|<ε} ≥ 1– ≥ 1– .
nε 2
4 nε 2
9 CNFNBCNBREHB LFCRDYT<BC FK<F"EHB CFAESDKT<B 245

,jkj enjkj,f vbqt,ekbf bv afmnbc uf'dfkbobyt,b'^ hjv 'e 0<p<1^ vfiby p(1–
λ
p)≤1/4& 'e fv enjkj,fib ε-bc yfwdkfl xfdcdfv' -c^cflfw λ>0^ vbdbqt,'%
2 n
∧ λ 1
P{| P n –p|< } ≥ 1– 2 .
2 n λ
vfufkb'fl^ 'e λ=3^ vfiby%
∧ 3
P{| P n –p|< } ≥ 8/9 ≈ 0.8888
2 n
fye
∧ 3 ∧ 3
P{ P n – ≤ p ≤ Pn + } ≥ 0.8888.
2 n 2 n
c[df cbn.dt,b' hjv d'mdf'^ itbskt,f dfvnrbwj'^ hjv 0.8888-pt vtnb fk,f-
∧ ∧
'j,b' p gfhfvtnhbc ztivfhbnb vybidytkj,f tre'dybc [ P n –3/2 n , P n +3/2 n ]
bynthdfkc& (itdybiyj'^ hjv bynthdfkbc ,jkjt,b itv'[dtdb'b cblbltt,bf)& fv
afmnc cbv,jkehfl fct fqybiyfdty
∧ 3
p ≈ Pn ± (≥ 88%).
2 n
ithxtdbc lblb vjwekj,bcf'dbc yjhvfkehb fghjmcbvfwbbc ufvj.tyt,b'
itcfskt,tkbf eahj pecnb itltubc vbqt,f bv itv'[dtdfib^ 'e obyfcofh wyj,bkbf^
hjv ewyj,b p fh fhbc f[kjc 0-'fy fy 1-'fy& vfh'kfw^ lblb n-t,bcf'dbc

 ∧ λ   |P ∧
  |P ∧

 n− p| λ   n− p| 
P | P n − p |≤  = P  ≤  ≥ P  ≤ λ  ≈2Φ(λ)–1.
 2 n  p (1 − p ) / n 2 p (1 − p )   p (1 − p ) / n 

lf 'e λ=3^ vfiby vbdbqt,'^ hjv

 ∧ 3 
P | P n − p |≤  ≥ 2Φ(3)–1 ≈ 0.9973 >0.8888.
 2 n
∧
itdybiyj'^ hjv pecnb itltubc vbqt,f itcfskt,tkbf eiefkjl P n cnfnbc-
nbrbc pecnb ufyfobkt,bc ufvj.tyt,b'&
fv cfrb'[t,c xdty lfodhbkt,b' itdt[t,b' itafct,bc 'tjhbfib&
∧
vfufkbsb& d'mdf'^ n=10000, P n =0.65& vfiby 3/2 n ≈0.007 lf lblb cfbvtlj,b'
(≥0.9973) itudbskbf xfd'dfkj'^ hjv
0.65–0.007 ≤ p ≤ 0.65+0.007
t&b&
0.643 ≤ p ≤ 0.657
0.9973-pt vtnb cfbvtljj,f ybiyfdc itvltuc%
246

'e xfdfnfht,'^ d'mdf' 10000 wlbcfufy itlutybk 1000 cthbfc^ vfiby xdtyb
∧ ∧
lfcrdyf bvbc itcf[t,^ hjv ztivfhbnb fk,f'j,f vj'fdct,ekbf [ P –0.007, P +0.007]
bynthdfkib cojhb bmyt,f cfiefkjl 997-pt vtn itv'[dtdfib&
∧
P n cnfnbcnbrbc pecnb fy pqdfhb'b ufyfobkt,bc wjlyf vybidytkjdfybf
ewyj,b p fk,f'j,bc itcf[t, /bgj'tpf'f itvjovt,bc fvjwfyt,ibw^ hjvkt,cfw xdty
itvlujvib itdbcofdkb'&
cfyfv itdelut,jlt' bv cnfnbcnbrt,bc ufy[bkdfc^ hjvkt,bw wtynhfkeh
hjkc fchekt,ty gjgekfwbbc gfhfvtnht,bc itcf[t, cnfnbcnbrehb lfcrdyt,bc
c[dflfc[df fvjwfyfib^ ufydb[bkj' vf'tvfnbrehb cnfnbcnbrbc th'-th'b
evybidytkjdfytcb j,btmnb – tvgbhbekb ufyfobkt,bc aeymwbf^ hjvtkcfw fhct,b'fl
taesyt,f fhfgfhfvtnhekb cnfnbcnbrbc vt'jlt,b (b[& 'fdb 17)&

TVGBHBEKB UFYFOBKT<BC AEYMWBF& d'mdf' X=(X 1 ,X 2 ,...,X n ) fhbc n vjwe-

kj,bc ithxtdf F=F(x) rfyjyb' ufyfobkt,ekb utythfkehb th'j,kbj,blfy&
itvjdbqj' fqybidyf%
1
F n ( x) ≡ {bv X i -t,bc hfjltyj,f^ hjvkt,bw fh fqtvfnt,f x-c} =
n
1 1 n
= ⋅ # {X i : X i ≤ x}= ⋅ ∑ I { X i ≤ x} , (9.1)
n n i =1
cnfnbcnbreh kbnthfnehfib F n (x) aeymwbfc (hjujhw cnfnbcnbrfc)
tvgbhbek fye ithxtdb' ufyfobkt,bc aeymwbfc eojlt,ty&
rbltd th'[tk fqdybiyj'^ 'e hfib vlujvfhtj,c sbhb'flb ufyc[dfdt,f F n (x)
tvgbhbek ufyfobkt,bc aeymwbfcf lf revekfnfc ijhbc% .jdtk x othnbkib F n (x)
ofhvjflutyc itv'[dtdb'b cblbltc^ hjvtkcfw 'fdbcb fk,f'ehb ufyfobkt,bc rfyjyb
fmdc vfiby^ hjwf revekfnf^ .jdtkb x-bcf'dbc e,hfkjl hfbvt yfvldbkb hbw[dbf&
.jdtkb x=(x 1 ,x 2 ,...,x n ) htfkbpfwbbcf'dbc tvgbhbekb ufyfobkt,bc aeymwbbc
1 n
itcf,fvbc vybidytkj,fc F n (x)= ∑ I { xi ≤ x} fye (x 1 ,x 2 ,...,x n ) vjyfwtvt,b' fut,ek reve-
n i =1
kfnfc uffxybf ufyfobkt,bc aeymwbbc .dtkf 'dbct,f:
1& F n (x) fhfrkt,flb vfh]dyblfy eo.dtnb aeymwbff^
2& F n (x)=0^ hjwf x < min(x 1 ,x 2 ,...,x n )^
3& F n (x)=1^ hjwf x ≥ max(x 1 ,x 2 ,...,x n )&
fvfc'fy th'fl bub ofhvjflutyc cfat[ehf aeymwbfc lf bphlt,f v[jkjl
x (1) ≤x (2) ≤⋅⋅⋅≤x (n) othnbkt,ib& hjwf tc othnbkt,b ufyc[dfdt,ekbf^ .jdtk vf'ufyib
revekfnfc fmdc 1/n cblblbc yf[njvb^ [jkj 'e hjvtkbvt vf'ufyb tv'[dtdf
th'vfyt'c^ vfiby yf[njvb bvlty]thdt bphlt,f (b[& gbhdtkb 'fdbc (1.2) ajhvekf)&
vjdb.dfyj' tvgbhbekb ufyfobkt,bc aeymwbbc pjubth'b 'dbct,f&
fldbkb cfxdtyt,tkbf^ hjv
9 CNFNBCNBREHB LFCRDYT<BC FK<F"EHB CFAESDKT<B 247

F ( x)(1 − F ( x))
EF n (x) = F(x), DF n (x) = .
n
ufyc[dfdt,f F(x)-cf lf F n (x)-c ijhbc vlujvfhtj,c bvfib^ hjv F(x) ofhvjfl-
utyc {X≤x} [ljvbkj,bc fk,f'j,fc^ [jkj F n (x) – bubdt [ljvbkj,bc vj[ltyf'f
afhlj,b' cb[ibhtc n vjwekj,bc ithxtdfib^ fvbnjv lbl hbw[d'f rfyjybc 'fyf[vfl^
tvgbhbekb ufyfobkt,bc aeymwbf .jdtk x othnbkib fk,f'j,b' vbbcohfabc
ufyfobkt,bc aeymwbbcfrty^ F n (x) →P
F(x), hjwf n→ ∞^ fye

lim P{ Fn ( x) − F ( x) < ε} = 1. (9.2)

n →∞

cfvfh'kbfybf eahj skbthb itltubw^ hjvtkbw ukbdtyrj-rfyntkbc 'tj-

htvbc cf[tkb'ff wyj,bkb
 
P sup Fn ( x) − F ( x) → 0 = 1 .
 x 

ITHXTDB"B CFIEFKJCF LF LBCGTHCBBC VF"TVFNBREHB KJLBYB LF

LBCGTHCBF& d'mdf' X 1 ,X 2 ,...,X n ithxtdff gjgekfwbblfy^ hjvkbc cfiefkjf µ lf
1 n
lbcgthcbf σ2& ufvjd'dfkj' ithxtdb'b cfiefkjc^ X n ≡ ∑ X i -c vf'tvfnbrehb
n i =1
kjlbyb lf lbcgthcbf& vf'tvfnbrehb kjlbybcf lf lbcgthcbbc 'dbct,t,bc
uf'dfkbcobyt,b' vbdbqt,'^ hjv:
1 n 1 n 1
E X n = E ∑ X i = ∑ EX i = ⋅ nµ = µ,
n i =1 n i =1 n
[jkj
1 n 1 n σ2
D X n = D( ∑ X i ) = 2 ∑ DX i = &
n i =1 n i =1 n
fvhbufl^ ithxtdb'b cfiefkjc vf'tvfnbrehb kjlbyb njkbf utythfkehb
th'j,kbj,bc vf'tvfnbrehb kjlbybcf^ [jkj ithxtdb'b cfiefkjc lbcgthcbf n-
]th yfrkt,bf utythfkehb th'j,kbj,bc lbcgthcbfpt& itdybiyj'^ hjv vbqt,ekb
itltub cfvfh'kbfybf yt,bcvbthfl ufyfobkt,ekb gjgekfwbbcf'dbc& fvfc'fy^ lbl
hbw[d'f rfyjybc sfkb'^ X n →
P
µ^ hjwf n→∞.

'e X1,X2,...,Xn lfvjerblt,tkb th'yfbhfl ufyfobkt,ekb itv'[dtdb'b

1 n
cblbltt,bf lf EXi=µ, DXi=σ2 lf X n = ∑ X i ^ vfiby
n i =1
σ2
E X n = µ, D Xn= ,
n
X n →
P
µ
248

f[kf ufvjd'dfkj'
1 n
∑ (X i − X n )
2
S n2 =
n i =1
ithxtdb'b lbcgthcbbc vf'tvfnbrehb kjlbyb& dbyfblfy Y itv'[dtdb'b cblblbc vf't-
vfnbrehb kjlbyb^ vtjht cfo.bcb vjvtynb lf lbcgthcbf DY=EY2–(EY)2 njkj,b'
erfdibhlt,f th'vfyt'c (mdtvj' lfudzbhlt,f EY2=DY+(EY)2 njkj,fw) udfmdc%
1 n  1 n 
E S n2 = E  ∑ ( X i − X n ) 2  = E  ∑ X i2 − ( X n ) 2  = EX2– ( EX n ) 2 ,
 n i =1   n i =1 
EX2 = DX +(EX)2 = σ2+µ2,
σ2
E( X n2 ) = D X n +(E X n )2 = +µ2,
n
cfblfyfw
σ2 n −1
ES n2 = σ 2 −
= σ2 .
n n
fvhbufl E X n =µ njkj,bcfufy ufyc[dfdt,b'^ ES n2 < σ 2 & fv vbptpbc ufvj ufyb[bkfdty
itcojht,ek ithxtdb' lbcgthcbfc^ hjvtkbw itvltub ajhvekb' ufybcfpqdht,f
n 1 n
S 'n2 = S n2 = ∑ (X i − X n ) .
2
(9.3)
n −1 n − 1 i =1
fldbkb cfyf[fdbf^ hjv
 n 
ES 'n2 = E  S n2  = σ 2 .
 n − 1 
fvfc'fyfdt^ fldbkb itcfvjovt,tkbf^ hjv
1 n−3 4
DS 'n2 =  µ 4 − σ ,
n n −1 
cflfw µ 4 utythfkehb th'j,kbj,bc vtj'[t hbubc wtynhfkehb vjvtynbf^ µ 4 =E(X–
EX)4&
bvbc ufvj^ hjv D S n'2 →0^ hjwf n→∞^ xt,bitdbc enjkj,bc sfkb' vbdbqt,'^
hjv
S 'n2 →
P
σ2 , hjwf n→∞

'e X1,X2,...,Xn lfvjerblt,tkb th'yfbhfl ufyfobkt,ekb itv'[dtdb'b cblbltt,bf

lf EXi=µ, DXi=σ2, E X i4 =µ4 lf S '2 ufycfpqdhekbf (9.3) 'fyfafhlj,b'^ vfiby
1 n−3 4
ES '2
= σ2, DS '2
n = µ4 − σ .
n −1 
n
n
S '2
n →
P
σ2, n→∞.
9 CNFNBCNBREHB LFCRDYT<BC FK<F"EHB CFAESDKT<B 249

ITHXTDB"B CFIEFKJCF LF LBCGTHCBBC UFYFOBKT<BC RFYJYB YJHVF-

KEHB GJGEKFWBBCF"DBC& xdty erdt fqdybiyt'^ hjv yt,bcvbthb T n cnfnbcnbrbc
.jafmwtdfc fqothc vbcb ufyfobkt,bc F T (x) aeymwbf& xdty vjdb.dfy' v[jkjl
ithxtdb'b cfiefkjcf lf ithxtdb'b lbcgthcbbc ufyfobkt,bc rfyjyt,c v[jkjl bv
itv'[dtdbcf'dbc^ hjltcfw gjgekfwbf (utythfkehb th'j,kbj,f) yjhvfkehflff
ufyfobkt,ekb&
d'mdf'^ X 1 ,X 2 ,...,X n ofhvjflutyc ithxtdfc yjhvfkehfl ufyfobkt,ekb utyt-
hfkehb th'j,kbj,blfy gfhfvtnht,b' µ, σ2^ fye X i ∼ N(µ,σ2), i=1,2,...,n. hjujhw
1 n
fqdybiyt'^ ithxtdb'b cfiefkj lf ithxtdb'b lbcgthcbf ufybvfhnt,f X n = ∑ X i
n i =1
1 n 
lf S n2 = ∑ ( X i − X n ) 2 njkj,t,b'& hfvltyflfw X n ofhvjflutyc lfvjerblt,tkb
n i =1
yjhvfkehfl ufyfobkt,ekb itv'[dtdb'b cblbltt,bc ohabd rjv,byfwbfc^ bcbw
yjhvfkehflff ufyfobkt,ekb gfhfvtnht,b' E X n =µ lf D X n = σ2/n:

X n ~ N (µ, σ2/n)& (9.4)

ufdfrt'j' th'b vybidytkjdfyb itybidyf% 'e ithxtdf fh fhbc vbqt,ekb
yjhvfkehb rfyjyb' ufyfobkt,ekb utythfkehb th'j,kbj,blfy^ vfuhfv n
cfrvfhbcfl lblbf (n>30) wtynhfkehb pqdfhb'b 'tjhtvbc 'fyf[vfl itudbskbf
xfd'dfkj'^ hjv
1 n
Xn = ∑ Xi
n i =1
itv'[dtdb'b cblblt vbf[kjt,b' yjhvfkehflff ufyfobkt,ekb µ cfiefkj'b lf
σ2/n lbcgthcbb'& fv afmnc fhct,b'b vybidytkj,f tmyt,f cnfnbcnbrehb lfcrdyt,bc
vbcfqt,fl&
uflfdblt' S n2 ithxtdb'b lbcgthcbbc ufyfobkt,bc rfyjybc lflutyfpt&
fvbcf'dbc egbhdtktc .jdkbcf lfdflubyj'^ 'e hjujhb ufyfobkt,f fmdc itv'[dtdb'
cblbltc (ithxtdb' lbcgthcbfc bv itv'[dtdfib^ hjltcfw gjgekfwbbc cfiefkj
wyj,bkbf)^
1 n
S n2 = ∑ ( X i − µ) 2 . (9.5)
n i =1
2
nS n2 n  X −µ
hflufy X i ~N(µ,σ ) vbdbqt,'^ hjv (X i –µ)/σ ∼ N(0,1)^ t&b&
2
= ∑ i  ofhvj-
σ 2
i =1  σ 
flutyc N(0,1) rfyjyb' ufyfobkt,ekb lfvjerblt,tkb itv'[dtdb'b cblbltt,bc
rdflhfnt,bc ]fvc lf vfifcflfvt^ vfc fmdc χ2-ufyfobkt,f 'fdbceakt,bc [fhbc[b' n:
nS n2
~ χ2(n). (9.6)
σ2
itdybiyj'^ hjv S n2 cnfnbcnbrbc (9.5) ufvjcf[ekt,fib (X i –µ), i=1,...,n,
fhbfy lfvjerblt,tkb itv'[dtdb'b cblbltt,b& cek c[dfyfbhflff cfmvt S2-bcf'dbc%
250

nS n2
fh ofhvjflutyc lfvjerblt,tkb itv'[dtdb'b cblbltt,bc rdflhfnt,bc ]fvc^
σ2
n
(X i – X n ) itv'[dtdb' cblbltt,c uffxybf' th'b @,vf#* rthsjl^ ∑ ( X i − X n ) = 0 & fv
i =1

nS n2
itv'[dtdfib cfvfh'kbfybf itvltub afmnb ~ χ2(n–1)& fvfc'fy^ itbskt,f
σ 2

lfvnrbwltc^ hjv X n lf S n2 lfvjerblt,tkb itv'[dtdb'b cblbltt,bf& cf,jkjjl^

.dtkf xfvj'dkbkb afmnb itudbskbf xfvjdf.fkb,j' itvltub 'tjhtvbc cf[b'^
hjvtkbw tre'dybc abithc (R. A. Fisher)%
stjhtvf% 'e X 1 ,X 2 ,...,X n itv'[dtdb'b ithxtdff yjhvfkehfl ufyfobkt,ekb
utythfkehb th'j,kbj,blfy µ, σ2 gfhfvtnht,b'^ vfiby
f) X n lf S n2 ( S n'2 ) itv'[dtdb'b cblbltt,b lfvjerblt,tkbf*
,) X n ~ N(µ,σ2/n);
nS n2 (n − 1) S '2
u) ~ χ2(n–1)* n
~ χ2(n–1).
σ 2
σ 2

itvjdbqj' jhb vybidytkjdfyb cnfnbcnbrf% t&o& Z cnfnbcnbrf lf T

cnfnbcnbrf
X −µ
Zn = n , (9.7)
σ n
Xn −µ  Xn −µ
Tn = = , (9.8)
Sn n − 1  S n' n 

abithbc 'tjhtvbc sfkb' fldbkfl vbdbqt,'^ hjv Z n cnfnbcnbrfc fmdc

cnfylfhnekb yjhvfkehb ufyfobkt,f^ [jkj T n cnfnbcnbrfc fmdc cnbeltynbc t
ufyfobkt,f n–1 'fdbceakt,bc [fhbc[b'& vfh'kfw ofhvjdblubyj' T n cnfnbcnbrf
itvltub cf[b'
Xn −µ
σ n
Tn = .
(n − 1) S n2
(n − 1)
σ2
vfiby abithbc 'tjhtvbc sfkb'
Xn −µ (n − 1) S n2
~N(0,1), ~χ2(n–1),
σ n σ2
9 CNFNBCNBREHB LFCRDYT<BC FK<F"EHB CFAESDKT<B 251

Xn −µ (n − 1) S n2
fvfc'fy lf itv'[dtdb'b cblbltt,b lfvjerblt,tkbf& 'e f[kf
σ n σ2
ufdb[ctyt,' cnbeltynbc t ufyfobkt,bc ufyvfhnt,fc^ vbdbqt,' cfcehdtk itltuc&

'e X1,X2,...,Xn lfvjerblt,tkb yjhvfkehfl ufyfobkt,ekb itv'[dtdb'b

cblbltt,bf lf EXi=µ, DXi=σ2, vfiby
Xn −µ Xn −µ
Zn = ~ N(0,1), Tn = ~ t(n–1)
σ n S '
n n

itybidyf% bv itv'[dtdfib^ hjltcfw gjgekfwbf fh fhbc yjhvfkehfl

ufyfobkt,ekb^ wtynhfkehb pqdfhb'b 'tjhtvbc sfkb' ithxtdbc cfrvfhbcfl lblb
n vjwekj,bcf'dbc
P{Z n ≤x} ≈ Φ(x)
cflfw Φ(x) cnfylfhnekb yjhvfkehb ufyfobkt,bc aeymwbff^ t&b& Z cnfnbcnbrf
vbf[kjt,b' yjhvfkehflff ufyfobkt,ekb gfhfvtnht,b' 0 lf 1^ fvfc'fy n-bc
phlfc'fy th'fl bphlt,f vbf[kjt,bc cbpecntw& fvfdt lhjc^ hflufy S n →
P
σ>0
2
1 n 1 n 
(lbl hbw[d'f rfyjybc sfkb' = ∑ X n2 −  ∑ X i  →
S n2 P
σ2+µ2–µ2=σ2)^ [jkj T
n i =1  n i =1 
cnfnbcnbrf itbskt,f ofhvjdflubyj' itvltub cf[b'^
Xn −µ σ n σ n
Tn = =Z n .
σ n Sn n −1 Sn n −1
pjuflb vjcfpht,t,blfy^ hjvkt,ptw xdty fm fh itdxthlt,b' itbskt,f lfdfcrdyf'^
hjv cfrvfhbcfl lblb n-t,bcf'dbc T cnfnbcnbrfw vbf[kjt,b' yjhvfkehflff
ufyfobkt,ekb gfhfvtnht,b' 0 lf 1^ t&b&
P{T n ≤x} ≈ Φ(x)

PJUBTH"B CNFNBCNBRBC UFYFOBKT<BC RFYJYB JHB LFVJERBLT-

<TKB YJHVFKEHB GJGEKFWBBCF"DBC& d'mdf' X 1 ,X 2 ,...,X n lf Y 1 ,Y 2 ,...,Y m fhbc n
lf itcf,fvbcfl m vjwekj,bc ithxtdt,b^ itcf,fvbcfl µ 1 , σ12 lf µ 2 , σ 22
gfhfvtnht,bfyb^ lfvjerblt,tkb yjhvfkehb gjgekfwbt,blfy& gjgekfwbt,bc
2 2
lfvjerblt,kj,bc ufvj X n , Ym , S Xn , S Ym lfvjerblt,tkb itv'[dtdb'b cblbltt,bf&
X n – Ym yjhvfkehflff ufyfobkt,ekb gfhfvtnht,b'

E( X n – Ym ) = E X n –E Ym = µ 1 –µ 2 ,

D( X n – Ym ) = D X n –D Ym = σ12 /n + σ 22 /m,
252

hfw udfsktdc
( X n − Ym ) − (µ1 − µ 2 )
Z n,m = ~ N(0,1). (9.9)
σ12 / n + σ 22 / m
fqdybiyj' itvltub vybidytkjdfyb afmnb% hjwf lfvjerblt,tk gjgekfwbt,c
fhf fmd' yjhvfkehb ufyfobkt,f^ vfuhfv ithxtdbc vjwekj,t,b lblbf^ vfufkb'fl
n>30 lf m>30^ wtynhfkehb pqdfhb'b 'tjhtvbc cfaesdtkpt Z n,m cnfnbcnbrf
vbf[kjt,b' yjhvfkehfl fhbc ufyfobkt,ekb&
bubdt gbhj,t,ib χ2 ufyfobkt,bc 'dbct,bc 'fyf[vfl
(n − 1) S1' 2 (m − 1) S 2' 2
+ ~ χ2(n+m–2).
σ 22 σ 22

1 n 1 m
cflfw S1' 2 = ∑ (X i − X ) ^ S2 =
2 '2
∑ (Yi − Y ) &
2
n − 1 i =1 m − 1 i =1
lfdeidf'^ hjv σ12 = σ 22 =σ2^ vfiby fldbkfl vbdbqt,'^ hjv

nm(n + m − 2) ( X n − Ym ) − (µ1 − µ 2 )
T n,m = ⋅ (9.10)
n+m (n − 1) S1'2 + (m − 1) S 2'2

cnfnbcnbrfc fmdc t ufyfobkt,f (n+m–2) 'fdbceakt,bc [fhbc[b'^ hfw T n,m

cnfnbcnbrbc itvltub cf[b' ofhvjlutybc itltubf
( X n − Ym ) − (µ1 − µ 2 )
σ 1/ n + 1/ m
T n,m = n+m−2.
1
(n − 1) S X2 + (m − 1) S Y2
σ
gjgekfwbt,bc lfvjerblt,kj,bcf lf F ufyfobkt,bc ufyvfhnt,bc 'fyf[vfl^
fctdt fldbkfl vbdbqt,'^ hjv
S ' 2 S 2' 2
F n,m = 12 =
σ1 σ 22
(n − 1) S1' 2
n −1
σ12
= . (9.11)
(m − 1) S 2' 2
m −1
σ 22
cnfnbcnbrfc fmdc F ufyfobkt,f (n–1) lf (m–1) 'fdbceakt,bc [fhbc[t,b'&
9 CNFNBCNBREHB LFCRDYT<BC FK<F"EHB CFAESDKT<B 253

'e X1,X2,...,Xn lf Y1,Y2,...,Ym jhb lfvjerblt,tkb ithxtdff yjhvfkehfl ufyfob-

kt,ekb gjgekfwbt,blfy itcf,fvbcfl µ1, σ12 lf µ2, σ 22 gfhfvtnht,b', vfiby
( X n − Ym ) − (µ1 − µ 2 )
Zn,m = ~ N(0,1)
σ12 / n + σ 22 / m
S1' 2 S 2' 2
Fn,m = ~F(n–1,m–1)
σ12 σ 22
'e σ12 = σ 22 =σ2^ vfiby
nm(n + m − 2) ( X n − Ym ) − (µ1 − µ 2 )
Tn,m = ⋅ ~ t(n+m-2)
n+m (n − 1) S1'2 + (m − 1) S 2'2

itdybiyj'^ hjv F n,m cnfnbcnbrf itbskt,f xfdothj' trdbdfktynekb

ajhvb'fw^
n(m − 1) S1 σ12
2
F n,m = . (9.11')
m(n − 1) S 22 σ 22
'e σ12 = σ 22 ^ vfiby
F n,m = S1' 2 S 2'2 .

PJUBTH"B CNFNBCNBRBC UFYFOBKT<BC RFYJYB LFO>DBKT<EKB

VJYFWTVT<BCF"DBC& d'mdf'^ (X 1 ,Y 1 ), ... , (X n ,Y n ) lfvjerblt,tkb lfrdbhdt,t,bf
(X,Y) itv'[dtdb' dtmnjhpt^ hjvtkbw ufyfobkt,ekbf yjhvfkehfl (µ 1 ,µ 2 , σ12 , σ 22 ,ρ)
gfhfvtnht,b' (t&b& EX i =µ 1 , EY i =µ 2 , DX i = σ12 , DY i = σ 22 , cov(X i ,Y i )=ρ)& vfiby^ 'e D i =X i –
Y i ^ vbvltdhj,f D 1 ,D 2 ,...,D n ofhvjflutyc ithxtdfc L (D) ufyfobkt,bc rfyjybc vmjyt
gjgekfwbblfy^ cflfw D=X–Y& yf'tkbf^ hjv

D ~ N(µ 1 –µ 2 , σ 2D )^

cflfw σ 2D =D(X–Y)= σ12 + σ 22 –2σ 1 σ 2 ρ& fvbnjv^

Dn = X n − Yn ~ N (µ1 − µ 2 , σ 2D / n) .
fmtlfy ufvjvlbyfht^ 'e itvjdbqt,'
X n − Yn − (µ1 − µ 2 )
Tn = (9.12)
S D' n
254

1 n
cnfnbcnbrfc^ cflfw S D'2 = ∑ ( Di − D ) ^ vfiby
2
n − 1 i =1
T n ~ t(n–1).
itdybiyj'^ hjv ufhlf bv itv'[dtdbcf^ hjwf ρ=0, X lf Y itv'[dtdb'b cblblt-
t,b fqfh fhbfy lfvjerblt,tkyb^ fvbnjv (X 1 ,Y 1 ), ... , (X n ,Y n ) ithxtdbc (x 1 ,y 1 ), ... ,
(x n ,y n ) htfkbpt,ek vybidytkj,t,c% lfo.dbkt,ek vjyfwtvt,cfw eojlt,ty&

***
vjdb.dfyj' bc sbhb'flb kbnthfnehf^ hjvtkcfw dt.hlyj,jlb' fv 'fdib
vj.dfybkb vfcfkbc uflvjwtvbcfc% [21], [25], [34], [39], [55], [72].

LFCRDYT<B

uflvjwtvekbf cnfnbcnbrehb vjltkbht,bc fk,f'ehb cfaesdkt,bc

evybidytkjdfytcb wyt,t,b lf lt,ekt,t,b% gjgekfwbbc ufyfobkt,bc^ cnfnbcnbrbc^
tvgbhbekb ufyfobkt,bc aeymwbbc wyt,t,b^ ithxtdb'b cfiefkjcf lf lbcgthcbbc
'dbct,t,b^ abithbc 'tjhtvf lf vbcb itltut,b^ Z n lf T n cnfnbcnbrt,bc fcbvgnjnbrf&
fmdt vj.dfybkbf jhb lfvjerblt,tkb yjhvfkehb gjgekfwbbcf'dbc Z n,m ^ T n,m
lf F n,m cnfnbcnbrt,bc ufyfobkt,t,b& lfo.dbkt,ekb vjyfwtvt,bcf'dbc itvjqt,e-
kbf T n cnfnbcnbrf lf yfxdtyt,bf^ hjv vfc fmdc cnbeltynbc t(n–1) ufyfobkt,f&
10
ITAFCT<BC "TJHBF

vf'tvfnbrehb cnfnbcnbrbc sbhb'fl vbpfyc ofhvjflutyc lfrdbhdt,t,bc

cfaesdtkpt lfcf,e't,ekb cnfnbcnbrehb lfcrdyt,bc ufvjnfyf itcfcofdkb tmcgt-
hbvtynbc fk,f'ehb vjltkbc itcf[t,& 'e fk,f'j,bc 'tjhbbc sbhb'flb fvjwfyff
vjwtvekb fk,f'ehb vjltkblfy ufvjvlbyfht c[dflfc[df h'ekb [ljvbkj,bc
fk,f'j,t,bc ufvj'dkf lf fk,f'ehb rfyjypjvbtht,t,bc lflutyf^ vf'tvfnbrehb
cnfnbcnbrbc fvjwfyt,b it,heyt,ekb [fcbf'bcff& ghfmnbrfib hfbvt tmcgthbvtynbc
itcofdkbcfc^ hjujhw otcb^ vbcb fqvothb fk,f'ehb vjltkb itbwfdc fvf 'e bv
ufyepqdhtkj,fc tmcgthbvtynbc itcfskj itltut,bc fk,f'ehb ufyfobkt,bc
itcf[t,& vf'tvfnbrehb cnfnbcnbrbc vbpfybf itfvwbhjc tc ufyepqdhtkj,f
tmcgthbvtynbc lfrdbhdt,ekb itltub' vbqt,ekb byajhvfwbbc ufvj.tyt,b'&
vfufkb'fl^ 'e tmcgthbvtynb vlujvfhtj,c n lfvjerblt,tkb wlbc xfnf-
ht,fib^ fvfc'fy wfkrtekb wlbc itltubf fy 1 (@ofhvfnt,f#) fy 0 (@vfhw[b#) itcf-
,fvbcfl p lf q=1–p fk,f'j,t,b' (,thyekbc wlf'f cmtvf)^ vfiby^ w[flbf hjv tmcgthb-
vtynbc .dtkf itcfskj itltub fqbotht,f 1-bcf lf 0-bc .dtkfyfbhb vbvltdhj,b'%
ω=(ε 1 ,ε 2 ,...,ε n )^ cflfw ε i =0 fy 1 lf rjyrhtnekb htfkbpfwbbc fk,f'j,ff
n n
∑ εi n − ∑ εi
P{ω}= p i =1 (1 − p ) i =1
(10.1)

(vfufkb'fl^ 'e ω=(1,1, lfyfhxtyb yekt,b) P{ω}=p (1–p) )& 'e @ofhvfnt,bc# fk,f-
2 n-2

'j,f p wyj,bkbf^ vfiby (10.1) ajhvekbc vtidtj,b' itbskt,f ufvjb'dfkjc fqot-

hbk tmcgthbvtyn'fy lfrfdibht,ekb yt,bcvbthb h'ekb [ljvbkj,bc fk,f'j,f lf
lflubyltc v'tkb hbub fk,f'eh-cnfnbcnbrehb rfyjypjvbtht,fyb (lbl hbw[d'f
rfyjyb^ vefdhkfgkfcbc 'tjhtvf lf c[df)^ hfw itflutyc fk,f'j,bc 'tjhbbc vbpfyc&
vfuhfv^ 'e xdty dfrdbhlt,b' tmcgthbvtynbc itltuc^ t&b& th't,bcf lf yekt,bc th'
rjyrhtnek cfchek n cbuhsbc vbvltdhj,fc lf vfcpt lf.hlyj,b' dwlbkj,' lfcr-
dyt,bc ufrt't,fc ewyj,b p fk,f'j,bc vybidytkj,bc itcf[t,^ xdty do.dtn' vf'tvfnb-
rehb cnfnbcnbrbc lf eahj pecnfl^ cnfnbcnbrehb lfcrdyt,bc 'tjhbbc fvjwfyfc&
itafct,bc 'tjhbf cnfnbcnbrehb lfcrdyt,bc 'tjhbbc th'-th'b evybidyt-
kjdfytcb vbvfh'ekt,ff& vbc tktvtynt,c xdty itd[dlb' obyf 'fdt,ibw& cf[tklj,h^
vt-9 'fdbc itcfdfk yfobkib cfrvfjl ltnfkehflff ufy[bkekb @ofhvfnt,bc#
ewyj,b p, 0<p<1, fk,f'j,bc itafct,bc cfrb'[b ,thyekbc wlf'f cmtvfib& fmdt
vj.dfybkbf tvgbhbekb ufyfobkt,bc aeymwbbc wyt,f lf vbcb 'dbct,t,b&
rthsjl^ xdty erdt dbwb'^ hjv tvgbhbekb ufyfobkt,bc aeymwbbc vybidytkj,f
hfbvt othnbkib ofhvjflutyc 'tjhbekb (@ewyj,b#) ufyfobkt,bc aeymwbbc fvfdt x
othnbkib vybidytkj,bc itafct,fc& hf cfaesdtkb ufudfxylf bvbcf'dbc^ hjv
ufvjudt.tyt,byf nthvbyb @itafct,f#~
ufdb[ctyj'^ vfufkb'fl x othnbkib tvgbhbekb ufyfobkt,bc aeymwbbc
vybidytkj,bc ufyvfhnt,f%
256

# ( X i : X i ≤ x)
F n (x) = ,
n
cflfw X=(X 1 ,...,X n ) ofhvjflutyc X itv'[dtdb' cblbltpt lfvjerblt,tk lfrdbh-
dt,t,c fye n vjwekj,bc ithxtdfc L {X} utythfkehb th'j,kbj,blfy, (X-bc ufyf-
obkt,bc aeymwbf b.jc F(x))^ ν n :=#{x i :X i ≤x} fhbc bv lfrdbhdt,t,bc cb[ibht^
hjvkt,bw fh fqtvfnt,f x-c* [jkj F n (x) fhbc fvfdt lfrdbhdt,t,bc afhlj,b'b
cb[ibht^ hjvtkbw lbl hbw[d'f rfyjybc 'fyf[vfl^ ithxtdbc n vjwekj,bc
ecfchekjl phlbcfc vbbcohfabc itcf,fvbcb fk,f'j,bcfrty p=P{X≤x}=F(x):
ν
F n (x) = n → p=F(x), n→∞. (10.2)
n
eahj vtnbw^ ukbdtyrj-rfyntkbc wyj,bkb 'tjhtvbc sfkb' yt,bcvbthb lflt,b'b ε-
bcf'dbc
P{X: sup |F n (x)–F(x)|>ε}→0, hjwf n→∞,
x

lf fmtlfy ufvjvlbyfht^ ithxtdbc lblb vjwekj,bcf'dbc^ tvgbhbekb F n (x), lf

'tjhbekb F(x) ufyfobkt,bc aeymwbt,c ijhbc vybidytkjdfyb (ε-pt eahj lblb)
ufyc[dfdt,f vwbht fk,f'j,bc vmjytf lf F n (x) itbskt,f xfb'dfkjc 'tjhbekb F(x)-
bc vbf[kjt,b' vybidytkj,fl& fvhbufl^ nthvbyib @itafct,f# xflt,ekbf ufhrdtekb
fcbvgnjnehb (pqdfhb'b) fphb&
fvfdt lhjc^ ghfmnbrfib c[dflfc[df ewyj,b 'tjhbekb vf[fcbf't,kt,bc
itafct,f udb[lt,f vfibyfw^ hjwf n fhff lblb lf cfzbhj [lt,f itveifdt,ekb
htrjvtylfwbt,bc lfcf,e't,f^ itafct,f'f 'dbct,t,bc lflutyf^ vf'b itlfht,f lf c[df&
bvbcf'dbc^ hjv itdbmvyf' ofhvjlutyf bvbc itcf[t,^ 'e hf 'dfkcfphbcb'
eylf itd[tlj' itafct,bc 'tjhbbc ghj,ktvt,c^ hjujh fdfuj' itafct,t,b^ hjujh
ufydcfpqdhj' fvf 'e bv itafct,bc dfhubcbfyj,f^ ufydb[bkj' rjyrhtnekb
vfufkb'b&
d'mdf'^ yjhvfkehfl ufyfobkt,ek X itv'[dtdb' cblbltpt (X 1 ,...,X n )
ufyvtjht,b'b lfvjerblt,tkb lfrdbhdt,t,bc cfaesdtkpt udbylf itdfafcj' ewyj,b
cfiefkj (lbcgthcbf xfd'dfkj' wyj,bkfl lf σ2-bc njkfl)&
hjujhw dbwb'^ ewyj,b cfiefkjc th'-th' itafct,fc ofhvjflutyc
1 n
X n = ∑ X i , ithxtdb'b cfiefkj& itdfvjovj'^ hjv X n -c ([ibhfl byltmcb @n#
n i =1
ufvjnjdt,ekb bmyt,f) uffxybf itvltub 'dbct,t,b% 'e EX=µ, –∞<µ<∞ ^ vfiby
1. X n fhbc ewyj,b cfiefkjc xfeyfwdkt,tkb itafct,f hfw^ ufycfpqdht,bc
'fyf[vfl ybiyfdc^ hjv E X n = µ, fvfc'fy D X n = σ2/n,
2. X n fhbc ewyj,b cfiefkjc sfkvjcbkb itafct,f^ hfw^ ufycfpqdht,bc 'fyf[vfl
ybiyfdc^ hjv X n →
P
µ^ hjwf n→∞&
3. .jdtkb n-bcf'dbc X n itv'[dtdb'b cblblt ufyfobkt,ekbf yjhvfkehfl (µ,σ2/n)
gfhfvtnht,b'^ t&b&^
L { X n } = N (µ,σ2/n)&
10 ITAFCT<BC "TJHBF 257

4. yt,bcvbthb T n =T n (X 1 ,...,X n ) itafct,bcf'dbc^ hjvtkcfw fmdc xfeyfwdkt,kj,bc

'dbct,f^ ET n =µ, flubkb fmdc enjkj,fc%
E( X n –µ)2 ≤ E( T n –µ)2.
vfh'kfw itdybiyj'^ hjv gbhdtkb jhb 'dbct,f fhb'vtnbrekb cfiefkjc
'dbct,ff lf cfvfh'kbfybf yt,bcvbthfl (lf fhf v[jkjl yjhvfkehfl)
ufyfobkt,ekb gjgekfwbbcf'dbc^ vtcfvt 'dbct,f rb itltubf bv afmnbcf^ hjv
yjhvfkehfl ufyfobkt,ekb itv'[dtdb'b cblbltt,bc ohabdb rjv,byfwbf rdkfd
yjhvfkehfl ufyfobkt,ekb itv'[dtdb'b cblbltf&
X n -bc vtj'[t 'dbct,f vjovlt,f hfj-rhfvthbc enjkj,bc ufvj.tyt,b'& tc
enjkj,f^ hjvtkcfw xdty mdtvj' vjdb.dfy' (b[& (10.12) ajhvekf lf yjhvfkehb
vjltkbc vfufkb'b)^ flutyc ewyj,b gfhfvtnhbc xfeyfwdkt,tk itafct,f'f
lbcgthcbt,bc mdtlf cfpqdfhc& vjvfdfkib xdty lfdhoveylt,b'^ hjv yjhvfkehb
gjgekfwbbc ewyj,b cfiefkjc xfeyfwdkt,tk itafct,f'f lbcgthcbt,bc mdtlf
cfpqdfhbf σ2/n^ hjvtkbw cojhtl X n -bc lbcgthcbbc njkbf&
ptvjfqybiyekb 'dbct,t,blfy ufvjvlbyfht itudbskbf xfd'dfkj'^ hjv
ewyj,b cfiefkj^ ithxtdbc lblb vjwekj,bc itv'[dtdfib^ vbf[kjt,b' X n -bc
njkbf lf X n itudbskbf ufvjdb.tyj' ewyj,b cfiefkjc yfwdkfl& yf'tkbf^ hjv fv
lhjc xdty deidt,' ufhrdtek itwljvfc lf fvbnjv vbpfyitojybkb bmyt,jlf
vbudt'b't,byf wljvbkt,bc cblbltw& lfdfpecnj' erfyfcrytkb ufvj'mvf&
Xn −µ
vtcfvt 'dbct,fpt lf.hlyj,b'^ itudbskbf lfdfcrdyf'^ hjv ~N(0,1),
σ/ n
fvbnjv
| X n − µ | 
P ≤ x  =P{ X n –xσ/ n ≤ µ ≤ X n + xσ/ n }=2Φ(x) –1,
 σ/ n 
cflfw Φ(x) cnfylfhnekb yjhvfkehb ufyfobkt,bc aeymwbff& lfdfabmcbhj' 1-'fy
f[kjv.jab hfbvt γ hbw[db (vfu& γ=0.99) lf yjhvfkehb ufyfobkt,bc w[hbkt,ib
vjdst,yj' bct'b x γ ^ hjvtkbw frvf.jabkt,c njkj,fc%
2Φ(x (1+γ)/2 ) –1 = γ
1+ γ
fye yjhvfkehb ufyfobkt,bc 2
-rdfynbkb^ vfiby

P{ X n – x (1+γ)/2 σ/ n ≤µ≤ X n +x (1+γ)/2 σ/ n }=γ.

fvhbufl^ fk,f'j,f bvbcf^ hjv ewyj,b cfiefkj lfbafht,f itv'[dtdb'b
bynthdfkb' [ X n –x (1+γ)/2 σ/ n , X n +x (1+γ)/2 σ/ n ] elhbc γ-c& fv itv'[dtdb' bynth-
dfkc ewyj,b cfiefkjcf'dbc γ ylj,bc ljybc vmjyt ylj,bc bynthdfkc eojlt,ty lf
fv itv'[dtdfib cfe,fhbf bynthdfkeh itafct,fpt^ vfiby hjwf X n -c eojlt,ty
ewyj,b cfiefkjc othnbkjdfy itafct,fc&
fv 'fdbc vbpfyc ofhvjflutyc othnbkjdfyb lf bynthdfkehb itafct,bc
'tjhbbc uflvjwtvf& xdty lfdbyf[fd'^ hjv othnbkjdfyb itafct,t,bc rkfcbabrfwbf
258

afmnj,hbdfl ptvj' xfvj'dkbkb 1 – 4 'dbct,t,bc vb[tldb' [lt,f^ [jkj bynthdf-

kehb itafct,bc bltf tv'[dtdf ptvj' fqothbk vjcfpht,t,c&

§ 1. OTHNBKJDFYB ITAFCT<F

itvlujvib xdty dbuekbc[vt,'^ hjv vjwtvekbf n vjwekj,bc ithxtdf

X=(X 1 ,...,X n ) utythfkehb th'j,kbj,blfy^ L {X}∈F^ cflfw F={F(x;θ);θ∈Θ}
ofhvjflutyc ufyfobkt,bc aeymwbf'f hfbvt gfhfvtnhek j]f[c^ Θ gfhfvtnhekb
cbvhfdktf^ Θ⊆Rk^ k hfbvt cfchekb hbw[dbf& fvhbufl^ buekbc[vt,f^ hjv X
itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbbc ajhvf wyj,bkbf^ vfuhfv bc itbwfdc
ewyj, θ gfhfvtnhc& xdtyb vbpfybf X=(X 1 ,...,X n ) ithxtdbc cfaesdtkpt ewyj,b θ
gfhfvtnhbc itafct,bc fut,f& xdty [ibh itv'[dtdfib db[vfh' wyt,fc @cnfnbcnbrehb
vjltkb# gfhfvtnhekb F j]f[bcf'dbc& vjltkc tojlt,f (f,cjkenehfl) eo.dtnb fy
lbcrhtnekb^ 'e F cbvhfdktib itvfdfkb ufyfobkt,f itcf,fvbcfl (f,cjkenehfl)
eo.dtnbf fy lbcrhtnekb&
ufdb[ctyj' ufyfobkt,bc aeymwbf'f sbhb'flb gfhfvtnhekb j]f[t,b
(vjltkt,b)&
1) yjhvfkehb vjltkb% X itv'[dtdb'b cblblt yjhvfkehflff ufyfobkt,ekb&
hflufy ufyfobkt,fc uffxybf 2 gfhfvtnhb^ itbskt,f ufvjd.j' itvltub cfvb
itv'[dtdf&
a) ewyj,bf cfiefkj^ [jkj lbcgthcbf wyj,bkbf lf elhbc σ2-c& fv
itv'[dtdfib L {X}∈F ^ cflfw
F = {F(x;θ)=Φ θ,σ 2(x), –∞<θ<∞, 0<σ2<∞, σ2 abmcbht,ekbf}.
fqybidyf% L {X}∈N(θ,σ2)&
b) lbcgthcbf ewyj,bf^ [jkj cfiefkj wyj,bkbf lf elhbc µ-c&
fqybidyf% L {X}∈N(µ,θ2)&
c) ewyj,bf hjujhw cfiefkj^ bctdt lbcgthcbf& fv itv'[dtdfib L {X}∈F^ cflfw
F = {F(x;θ)= Φ θ ,θ2 (x), cflfw θ=(θ 1 ,θ 2 ), –∞<θ 1 <∞, 0<θ 2 <∞}.
1 2

fqybidyf% L {X}∈N(θ 1 , θ 22 )&

fm .dtkufy Φ µ,σ 2(x) ofhvjflutyc µ cfiefkjcf lf σ2 lbcgthcbbc vmjyt
yjhvfkehb ufyfobkt,bc aeymwbfc&
2) gefcjybc vjltkb% X itv'[dtdb'b cblblt ufyfobkt,ekbf gefcjybc rfyjyb'^
hjvkbc θ gfhfvtnhb ewyj,bf&
fqybidyf% L {X}∈Π(θ).
3) ,byjvehb vjltkb% X itv'[dtdb'b cblblt ufyfobkt,ekbf ,byjvehfl wlf'f n
hbw[db'f lf ofhvfnt,bc ewyj,b θ fk,f'j,b'^ 0<θ<1&
fqybidyf%L {X}∈Bi(n,θ)
10 ITAFCT<BC "TJHBF 259

fv vjltkbc rthsj itv'[dtdff ,thyekbc cmtvf L {X}∈Bi(1,θ)&

4) tmcgjytywbfkehb vjltkb% X itv'[dtdb'b cblblt ufyfobkt,ekbf tmcgjyty-
wbfkehb rfyjyb'% L {X}∈F ^ cflfw
x
F = {F(x;θ) = ∫ f (u; θ)du , 0<θ<∞},
−∞

f(x;θ)=θe–θx^ hjwf x≥0 lf f(x;θ)=0^ obyffqvltu itv'[dtdfib&

fqybidyf% L {X}∈exp(θ).
5) sfyf,fhb vjltkb% X itv'[dtdb'b cblblt 'fyf,hflff ufyfobkt,ekb [θ 1 ,θ 2 ]
bynthdfkpt^ cflfw θ 1 lf θ 2 ewyj,b gfhfvtnht,bf^ θ=(θ 1 ,θ 2 ) fv itv'[dtdfib
L {X}∈F^ cflfw
x
F = {F(x;θ) = ∫ f (u; θ)du ; –∞ < θ 1 < θ 2 < ∞},
−∞

 1
 , θ1 ≤ x ≤ θ 2
f(x;θ) =  θ 2 − θ1
 0 , c[df itv' [dtdfib
fqybidyf% L {X}∈U(θ 1 ,θ 2 )& hjwf θ 1 =0, θ 2 =θ>0 dqt,ekj,' rthsj itv'[dtdfc
L {X}∈U(0,θ)&

xfvjd'dfkj' hf cbnefwbfib b.tyt,ty ptvj' vj.dfybk vjltkt,c%

1) yjhvfkeh vjltkc db.tyt,' vfiby^ hjltcfw tmcgthbvtynbc itltupt
ufdktyfc f[ltyc lfvjerblt,tkb itv'[dtdb'b afmnjht,bc lblb hfjltyj,f lf
fvfc'fy^ 'b'jtekbc ufdktyf cf,jkjj itltupt evybidytkjf& fv itv'[dtdfib
wtynhfkehb pqdfhb'b 'tjhtvf udrfhyf[j,c^ hjv yjhvfkehb vjltkb
fltrdfnehfl fcf[fdc tmcgthbvtync& yjhvfkeh vjltkt,c^ hjujhw otcb^ d[dlt,b'
ufpjvdf'f 'tjhbfib&
2) gefcjybc vjltkb fqothc bidbf' [ljvbkj,f'f cmtvfc& hjujhw udf[cjdc^
gefcjybc ufyfobkt,f ofhvjflutyc pqdfhb' itv'[dtdfc ,byjvehb ufyfobkt,bcf'dbc^
hjltcfw ofhvfnt,bc fk,f'j,f^ p vbbcohfabc yekbcfrty^ bct hjv np=θ^ cflfw θ
gefcjybc ufyfobkt,bc gfhfvtnhbf&
3) ,byjvehb vjltkbc ofhvjij,f rfhuflff wyj,bkb obyf 'fdt,blfy&
4) tmcgjytywbfkehb vjltkb ud[dlt,f cfbvtljj,bc 'tjhbfcf lf vfcj,hbdb
vjvcf[eht,bc fvjwfyt,ib& fqcfybiyfdbf^ hjv tmcgjytywbfkeh ufyfobkt,fc tvjh-
xbkt,f gefcjybc yfrflt,ib [ljvbkj,f'f ufvjxtyt,c ijhbc itv'[dtdb'b bynth-
dfkbc cbuhst&
5) 'fyf,fhb ufyfobkt,f rfhufl fqothc (θ 1 ,θ 2 ) bynthdfkib @othnbkbc itv-
'[dtdb'b fhxtdbc# ghjwtcc& vfufkb'fl^ 'e (θ 1 ,θ 2 ) fhbc fdnj,ecbc vjwtvek cfl-
uehpt vjcdkbc vjvtynt,c ijhbc bynthdfkb^ vfiby cfluehpt vjcekb vupfdhb-
cf'dbc^ hjvtkvfw fh bwbc fdnj,ecbc vjshfj,bc ufyhbub^ fdnj,ecbc kjlbybc lhj
ofhvjflutyc (θ 1 ,θ 2 ) bynthdfkpt 'fyf,hfl ufyfobkt,ek itv'[dtdb' cblbltc&
260

itafct,bc fvjwfyf% n vjwekj,bc X=(X 1 ,...,X n ) ithxtdb' vbqt,ekb

byajhvfwbbc cfaesdtkpt ufdfrt'j' cnfnbcnbrehb lfcrdyt,b L {X}∈F ={F(x,θ),
θ∈Θ} utythfkehb th'j,kbj,bc ewyj,b θ gfhfvtnhbc ztivfhbnb vybidytkj,bc
itcf[t,&
'fdlfgbhdtkfl itdxthlt' th'ufypjvbkt,bfyb θ gfhfvtnhbc itafct,bc
ghj,ktvfpt& ithxtdbc yt,bcvbth T(X)=T n (X 1 ,...,X n ) aeymwbfc^ hjvtkbw vybidyt-
kj,t,c Θ cbvhfdktib bqt,c^ deojlj' cnfnbcnbrf&
othnbkjdfyb itafct,bc fvjwfyff vjbst,yjc bct'b cnfnbcnbrf^ T(X)^ hjv-
kbc ithxtdb'b vybidytkj,f^ ufhrdtekb fphb'^ itbskt,f xfb'dfkjc ewyj,b θ
gfhfvtnhbc ztivfhbnb vybidytkj,bc vbf[kjt,fl lf ufvj.tyt,ekb bmyfc vbc
yfwdkfl& fct' cnfnbcnbrfc xdty deojlt,' othnbkjdfy itafct,fc&
hjujhw d[tlfd'^ fvjwfyf ]th rbltd fhff vrfabjl ufvjrdt'bkb&
bynebwbehfl w[flbf^ hjv fhct,j,c vhfdfkb cnfnbcnbrf^ hjvtkcfw xfd'dkblb'
ewyj,b θ gfhfvtnhbc itafct,fl& bcvbc rb'[df% hjujh ufvjdb.tyj' ithxtdb'b
vjyfwtvt,b gfhfvtnhbc @cfert'tcj# itafct,bc vbcfqt,fl lf fvfc'fy^ hjvtkb
itafct,f xfd'dfkj' @cfert'tcjl#~
itdybiyj'^ hjv θ gfhfvtnhbc .jdtkb abmcbht,ekb vybidytkj,bcf'dbc
vjwtvekb T(X)=T n (X 1 ,...,X n ) itafct,bc fk,f'ehb ufyfobkt,f itcfskt,tkbf
ufvjb'dfkjc X itv'[dtdb'b cblblbc F(x,θ) ufyfobkt,bc aeymwbbc vtidtj,b'& 'e
ufdb[ctyt,'^ hjv X=(X 1 ,...,X n ) lfvjerblt,tkb th'yfbhfl ufyfobkt,ekb rjvgjyty-
nt,bc vmjyt dtmnjhbf lf 'b'jtekb rjvgjytynbc ufyfobkt,bc aeymwbff F(x,θ)^
vfiby X dtmnjhbc ufyfobkt,bc F X (x;θ)=F(x 1 ,...,x n ;θ) aeymwbf lf itcf,fvbcb
f X (x;θ)=f(x 1 ,...,x n ;θ) ufyfobkt,bc cbvrdhbdt vjbwtvf ajhvekt,b'
F X (x,θ) = F(x 1 ;θ)⋅⋅⋅F(x n ;θ), (10.3)
f X (x,θ) = f(x 1 ;θ)⋅⋅⋅f(x n ;θ). (10.4)
hflufyfw T(X) fhbc X itv'[dtdb'b dtmnjhbc aeymwbf^ hjvkbc ufyfobkt,fw
vjwtvekbf (10.3) lf (10.4) ajhvekt,b'^ itcfskt,tkbf T(X) itv'[dtdb'b cblblbc
fk,f'ehb ufyfobkt,bcf lf vbcb hbw[db'b vf[fcbf't,kt,bc ufvj'dkfw& vfufkb'fl^
T(X)-bc vf'tvfnbrehb kjlbyb (θ gfhfvtnhbc abmcbht,ekb vybidytkj,bc lhjc
ufcfiefkjt,bc jgthfwbfc fqdybiyfd' E θ -'b) vjbwtvf ajhvekb'%
E θ T(X) = ∫⋅⋅⋅∫T(x 1 ,...,x n ) f(x 1 ;θ)⋅⋅⋅f(x n ;θ)dx 1 ⋅⋅⋅dx n (10.5)
(f,cjkenehfl) eo.dtnb ufyfobkt,t,bc itv'[dtdfib lf ajhvekb'%
E θ T(X) = ∑ T (x 1 ,...,x n ) f(x 1 ;θ)⋅⋅⋅f(x n ;θ), (10.6)
x1 ,..., xn

lbcrhtnekb ufyfobkt,bc itv'[dtdfib^ cflfw f]fvdf [lt,f X itv'[dtdb'b dtmnj-

hbc .dtkf itcfskj vybidytkj,t,b'^ f(x;θ)=P θ (X=x)^ cflfw x fhbc X itv'[dtdb'b
cblblbc itcfskj vybidytkj,f&
xfvjdf.fkb,j' othnbkjdfy itafct,f'f cfcehdtkb 'dbct,t,b^ itvjdbqj'
vf'b itlfht,bc rhbnthbevt,b lf pecnfl ufydcfpqdhj' nthvbyb @cfert'tcj#
itafct,f&
10 ITAFCT<BC "TJHBF 261

1
XFEYFWDKT<TKB ITAFCT<FYB& T n (X)=T n (X 1 ,...,X n ) itafct,fc tojlt,f
xfeyfwdkt,tkb^ 'e .jdtkb θ-'dbc^ hjvtkbw tre'dybc vjwtvek gfhfvtnhek
cbvhfdktc (θ∈Θ)
E θ T(X) = θ. (10.7)
'e itafct,f fh frvf.jabkt,c (10.7) njkj,fc^ vbc'dbc ufybvfhnt,f cblblt
b(θ) = E θ T(X) – θ,
hjvtkcfw tojlt,f itafct,bc xfyfwdkt,f& w[flbf^ hjv 'e b(θ)=0^ .jdtkb θ-cf'dbc^
itafct,f xfeyfwdkt,tkbf&
vjdb.dfyj' xfeyfwdkt,tkb lf xfyfwdkt,bc vmjyt itafct,t,bc vfufkb't,b%
a) ithxtdb'b cfiefkj ofhvjflutyc vf'tvfnbrehb kjlbybc xfeyfwdkt,tk
itafct,fc* vfh'kfw^ 'e X=(X 1 ,...,X n ) fhbc ithxtdf L {X} utythfkehb
th'j,kbj,blfy, cflfw EX=θ^ θ ewyj,bf^ vfiby kjlbybc flbwbehj,bc
'dbct,blfy udtmyt,f
Eθ X = θ ,
yt,bcvbthb θ-cf'dbc^ –∞<θ<∞&
b) ithxtdb'b lbcgthcbf^ hjvtkbw vjbwtvf
1 n
S2 = ∑ (X i − X )
2
n i =1
ajhvekb'^ fh ofhvjflutyc ewyj,b lbcgthcbbc xfeyfwdkt,tk itafct,fc^
hflufyfw^ 'e X=(X 1 ,...,X n ) fhbc ithxtdf L {X} utythfkehb th'j,kbj,blfy,
cflfw DX=θ2^ 0<θ<∞, vfiby
n −1 2
E θ S2 = θ.
n
vbcb xfyfwdkt,f
θ2
b(θ) = E θ S2– θ2 = – →0, hjwf n→∞.
n
lbcgthcbbc xfeyfwdkt,tkb itafct,f vjbwtvf ajhvekb'
n 2 1 n
∑ (X i − X ) .
2
S '2 = S = (10.8)
n −1 n − 1 i =1
vfh'kfw^
n
Eθ S '2 = E θ S2=θ2.
n −1

1
fv geymnib buekbc[vt,f^ hjv ithxtdbc vjwekj,f abmcbht,ekbf& fvbnjv itvlujvib mdtlf
byltmcb @n# ufvjnjdt,ekb bmyt,f&
262

itybidyf& S '2 cnfnbcnbrf ufvjb.tyt,f ewyj,b lbcgthcbbc itafct,fl vfiby^

hjwf ewyj,bf X itv'[dtdb'b cblblbc cfiefkjw& bv itv'[dtdfib^ hjwf cfiefkj
wyj,bkbf t&b& EX=µ^ ewyj,b lbcgthcbbc itafct,fl ufvjb.tyt,f cnfnbcnbrf
1 n
∑ ( X i − µ) .
2
S2 =
n i =1
fldbkb cfyf[fdbf^ hjv
E θ S 2 = θ 2,
t&b&^ S 2 ofhvjflutyc ewyj,b lbcgthcbbc xfeyfwdkt,tk itafct,fc (hjwf gjgekf-
wbbc cfiefkj wyj,bkbf)&
[ibh itv'[dtdfib bpqelt,bfy xfeyfwdkt,tk itafct,f'f rkfcbc ufy[bkdb'&
tc^ gbhdtk hbuib fb[cyt,f bvb'^ hjv xfeyfwdkt,kj,bc 'dbct,f ybiyfdc^ hjv 'e
xfdfnfht,' vhfdfk ufyvtjht,b' tmcgthbvtync (t&b& vbdbqt,' n vjwekj,bc ithxt-
df'f cthbt,c)^ vfiby fut,ek itafct,f'f cfiefkj vybidytkj,f (lbl hbw[d'f
rfyjybc 'fyf[vfl) f[kjc bmyt,f gfhfvtnhbc ztivfhbn vybidytkj,fc'fy& xfeyfwdkt-
,kj,bc 'dbct,f ufycfre'ht,b' vybidytkjdfybf vfiby^ hjwf ithxtdbc n vjwekj,f
lblb fhff& fv itv'[dtdfib cfzbhj [lt,f vwbht vjwekj,bc ithxtdf'f cthbt,bc
ufy[bkdf lf wfkrtek cthbt,ib fut,ek itafct,f'f ufcfiefkjt,f& itafct,f'f
xfeyfwdkt,kj,bc 'dbct,f cfiefkt,fc udfsktdc lfhoveyt,ekb db.j'^ hjv
cbcntveh itwljvt,c flubkb fhf fmdc& vtjhtc v[hbd^ xfeyfwdkt,tk itafct,f'f
rkfcbcf'dbc itbskt,f fut,ekb bmyfc vfhnbdb lf ghfmnbrekb 'dfkcfphbcb'
cfcfhut,kj 'tjhbf^ hjvtkibw T(X) itafct,bc ewyj,b gfhfvtnhbc ztivfhbnb
vybidytkj,bc vbvfh' ufafynekj,bc cfpjvc ofhvjflutyc vbcb lbcgthcbf

σ T2 (θ) = E θ (T(X) – θ)2. (10.9)

xfyfwdkt,ekb itafct,t,bcf'dbc (10.9) ajhvekbc vfh]dtyf v[fhb'
vjwtvek cblbltc tojlt,f cfiefkj rdflhfnekb itwljvf&
fqcfybiyfdbf^ hjv pjubth' gfhfvtnhek cnfnbcnbreh vjltkib
xfeyfwdkt,tkb itafct,f cfth'jl fh fhct,j,c& vfufkb'fl^ ufydb[bkj' ,thyekbc
cmtvf% L {X}∈Bi(1,θ), 0<θ<1, lf lfdeidf'^ hjv n=1& fv itv'[dtdfib itbskt,f fldbkfl
lfdhoveylt'^ hjv th'flth' xfeyfwdkt,tk itafct,fc ofhvjflutyc cnfnbcnbrf
0, X 1 = 0
T(X 1 ) =  ,
1, X 1 = 1
vfuhfv tc cnfnbcnbrf fh bqt,c vybidytkj,t,c Θ=(0,1) gfhfvtnhekb cbvhfdkblfy
lf fvbnjv edfhubcbf&
,jkjc itdybiyj'^ hjv itafct,fc itbskt,f uffxyltc xfyfwdkt,f vfuhfv^
vbe[tlfdfl fvbcf^ hfbvt 'dfkcfphbcb' bc ert'tcb fqvjxyltc xfeyfwdkt,tkpt (mdt-
vj' vj.dfybkb bmyt,f lbcgthcbbc S2 lf S ' 2 itafct,f'f itlfht,bc jhb vfufkb'b)&
SFKVJCBKB ITAFCT<FYB& 'e itafct,bc xfeyfwdkt,kj,bc 'dbct,f
lfrfdibht,ekbf ithxtdbc abmcbht,ek n vjwekj,fc'fy^ sfkvjcbkt,f itafct,bc
fcbvgnjnehb (pqdfhb'b) 'dbct,ff& bc f[fcbf't,c itafct,bc mwtdfc^ hjltcfw
10 ITAFCT<BC "TJHBF 263

ithxtdbc n vjwekj,f ecfchekjl bphlt,f^ t&b&^ n→∞& tc th'-th'b evybidytkj-

dfytcb wyt,ff itafct,bc 'tjhbfib&
T n =T n (X) itafct,fc (eahj pecnfl^ itafct,f'f (T n ) n≥1 vbvltdhj,fc)
tojlt,f sfkvjcbkb (fye^ hjujhw pju]th fv,j,ty^ sfklt,ekb)^ 'e .jdtkb θ-
cf'dbc gfhfvtnhekb Θ cbvhfdkblfy^ flubkb fmdc 'fyfafhlj,fc

T n →
Pθ
θ, hjwf n→∞. (10.10)
hfc udte,yt,f tc 'fyfafhlj,f~ ajhvfkehfl tc 'dbct,f fct ufvjb'mvbc^
yt,bcvbthb θ-cf'dbc lf lflt,b'b ε-cf'dbc
P θ {X : |T n (X)–θ|<ε} → 1, hjwf n→∞,
t&b& fk,f'j,f bvbcf^ hjv T n itafct,fcf lf itcfafct,tkb gfhfvtnhbc ztivfhbn
vybidytkj,fc ijhbc c[dfj,bc f,cjkenehb vybidytkj,f yfrkt,b bmyt,f
abmcbht,ek^ hfubyl vwbht ε-pt^ ε>0^ hfubyl f[kjc itbskt,f fqvjxyltc th''fy^
hjltcfw ithxtdbc vjwekj,f^ n ecfchekjl bphlt,f&
lfde,heylt' rdkfd fhb'vtnbrek cfiefkjc (ithxtdb' cfiefkjc)%
1 n
X n = ∑ X i & hjujhw dbwb' X n fhbc θ=EX ewyj,b gfhfvtnhbc xfeyfwdkt,tkb
n i =1
itafct,f& lbl hbw[d'f rfyjybc sfkb' udtmyt,f

X n →
Pθ
θ, hjwf n→∞

fvhbufl^ X n sfkvjcbkb itafct,ff& fctdt 'e ufdb[ctyt,'^ hjv

Dθ S n2 →0, hjwf n→∞,

fldbkfl fqvjdfxty' (xt,bitdbc enjkj,bc ufvj.tyt,b')^ hjv S n2 ofhvjflutyc

ewyj,b lbcgthcbbc^ vfh'fkbf xfyfwdkt,ek^ vfuhfv sfkvjcbk itafct,fc&
itybidyf 1. itbskt,f lfudt,fljc rb'[df% hfnjv dert't,' θ ybiyfrc P
fk,f'j,fc (b[& (10.10))^ fye hfnjv db.tyt,' fqybidyfc @P θ #~ gfce[b fv rb'[dfpt
itvltubf% 'e gfhfvtnhbc @ztivfhbnb# vybidytkj,f abmcbht,ekb θ 0 -bc njkbf^ hfw
ybiyfdc^ hjv X=(X 1 ,X 2 ,...,X n ) dtmnjhbc ufyfobkt,f ufvj'dkbkbf F(x;θ 0 )
ufyfobkt,bc aeymwbb'^ vfiby X dtmnjhbc vtidtj,b' ufvj'mvekb yt,bcvbthb
[ljvbkj,bc fk,f'j,fc vbtotht,f ybiyfrb θ 0 & vfufkb'fl^
Pθ0 {|T n (X)–θ 0 | > ε},

fqybiyfdc {|T n (X)–θ 0 | > ε} [ljvbkj,bc fk,f'j,fc^ hjltcfw X dtmnjhbc

ufyfobkt,f ufvj'dkbkbf F(x;θ 0 ) ufyfobkt,bc aeymwbbc vtidtj,b'& hflufy θ 0
vybidytkj,f ewyj,bf^ fvbnjv db.tyt,' e,hfkjl θ ybiyfrc& E θ cbv,jkj fqybiyfdc
ufcfiefkjt,fc P θ fk,f'j,b'^ L θ (X) fqybiyfdc X-bc ufyfobkt,fc ufvj'dkbkc P θ
fk,f'j,b'& eybiyfrj P fk,f'j,fc ufy[bkek rjyntmcnib fphb fh fmdc&
264

itybidyf 2. [ibhfl^ hjwf cfmvt udtmyt,f ewyj,b cfiefkjcf lf lbcgthcbbc

itafct,fc'fy^ xdty ufvjdb.tyt,' (µ,σ2) o.dbkc yfwdkfl fqybidybcf θ=(θ 1 , θ 22 )&

ITAFCT<F"F ITLFHT<F& JGNBVFKJ<BC RHBNTHBEVB& fm xdty itvjdb-

afhukt,b' th'ufypjvbkt,bfyb θ gfhfvtnhbc xfeyfwdkt,tk itafct,f'f rkfcbc
ufy[bkdb'& fv itv'[dtdfib^ ,eyt,hbdbf itafct,f'f [fhbc[bc itlfht,bc vbpyb'
ufvjdb.tyj' vf'b lbcgthcbt,b& lfdfpecnj'^ hfc duekbc[vj,'% hjujhw erdt dbwb'^
gfhfvtnhekb cnfnbcnbrehb vjltkbcf'dbc itcfskt,tkbf fbujc gfhfvtnhbc
vhfdfkb xfeyfwdkt,tkb itafct,f& vfufkb'fl^ ufydb[bkj' ,thyekbc vjltkb
L {X}∈Bi(1,θ)^ cflfw θ^ 0<θ<1, fhbc @ofhvfnt,bc# ewyj,b fk,f'j,f (itcfafct,tkb
gfhfvtnhb)& hjujhw dbwb' fhb'vtnbrekb cfiefkj (fv itv'[dtdfib afhlj,b'b
∧
cb[ibht fy ithxtdb'b ghjgjhwbf), hjvtkcfw fqdybiyfd' P n -b'^ ofhvjflutyc
ewyj,b θ fk,f'j,bc xfeyfwdkt,tkcf lf sfkvjcbk itafct,fc&
∧ ∧
E θ P n = θ, P n → θ, hjwf n → ∞.
d'mdf'^ .jdtkb n-bcf'dbc b 1 ,...,b n bct'b yfvldbk hbw[dt,bf^ hjv b 1 +⋅⋅⋅+b n =n&
1 n
itvjdbqj' itafct,f T n (X) = ∑ bi X i . ufvjd'dfkj' E θ T n & vf'tvfnbrehb kjlbybc
n i =1
'dbct,t,bc 'fyf[vfl udtmyt,f%
1 n
E θ T n = ∑ bi θ = θ,
n i =1
hflufy E θ X i =θ. fvhbufl^ T n xfeyfwdkt,tkb itafct,ff& 'e |b i |≤b yt,bcvbthb i-cf'dbc^
i≤n, vfiby
b2
D θ T n = 2  ∑ bi2  θ(1– θ) ≤
1 n
θ(1– θ) → 0, hjwf n→∞,
n  i =1  n
lf xt,bitdbc enjkj,bc ufvj.tyt,b' itbskt,f lfdhoveylt'^ hjv T n itafct,f
sfkvjcbkbwff& fvhbufl^ T n bct'bdt @rfhub# itafct,ff^ hjujhw X n & vfiby hjvtkc
vbdfybzj' egbhfntcj,f~ ,eyt,hbdbf^ fv itafct,t,c ijhbc cfert'tcjl xfd'dfkj'
bc^ hjvtkbw .dtkfpt vtnflff rjywtynhbht,ekb ewyj,b gfhfvtnhbc bhudkbd^ fye
hjvkbc ufafynekj,f θ-c vbvfh' .dtkfpt vwbhtf& hjujhw dbwb'^ ufafynekj,bc
cfpjvfl^ xdtekt,hbd^ lbcgthcbf vbbqt,f&
fvbnjv xfd'dfkj'^ hjv T 1 lf T 2 xfeyfwdkt,tk itafct,t,c ijhbc ert'tcbf
T 1 ^ 'e
D θT 1 ≤ D θT2 (10.11)
.jdtkb θ-cf'dbc^ θ∈Θ lf θ-c th'b vybidytkj,bcf'dbc vfbyw flubkb fmdc vrfwh
enjkj,fc&
10 ITAFCT<BC "TJHBF 265

∧
lfde,heylt' ,thyekbc cmtvfc lf itdflfhj' P n lf T n . fldbkb
∧ θ(1 − θ) θ(1 − θ)
. fvfdt lhjc D θ T n = 2  ∑ bi2  θ(1–θ) ≥
1 n
itcfvjovt,tkbf^ hjv D θ P n =
n n  i =1  n
n
(hflufy ∑ bi2 ≥n)&
i =1
∧
fvhbufl^ P n ert'tcbf^ dblht T n & itvlujvib xdty vjdb.dfy' itafct,f'f
itlfht,bc rbltd th' (fcbvgnjneh) rhbnthbevc&
itafct,f'f itlfht,bc (10.11) rhbnthbevblfy ufvjvlbyfht itudbskbf
itvjdbqj' jgnbvfkehb itafct,bc itvltub wyt,f%
xfeyfwdkt,tk T*=T*(X) itafct,fc tojlt,f jgnbvfkehb (xfeyfwdkt,tkb
itafct,f 'fyf,hfl vbybvfkehb lbcgthcbb')^ 'e yt,bcvbthb c[df xfeyfwdkt,tkb
T=T(X) itafct,bcf'dbc^
D θ T*≤ D θ T yt,bcvbthb θ-cf'dbc Θ-lfy&
vjdb.dfyj' rbltd th'b vfufkb'b& hjujhw erdt dbwb'^ 'e X itv'[dtdb'b
cblblt yjhvfkehflff ufyfobkt,ekb lf EX=µ^ vfiby vbcb vtlbfyfw µ-c njkbf&
fvbnjv yjhvfkeh vjltkib ewyj,b cfiefkjc itafct,fl itbskt,f ithxtdb'b
vtlbfyfw xfb'dfkjc&
rfhuflff wyj,bkb^ hjv hjltcfw ithxtdbc n vjwekj,f cfrvfjl lblbf^
ithxtdb'b vtlbfyf vbf[kjt,b' yjhvfkehflff ufyfobkt,ekb µ vf'tvfnbrehb
π σ2
kjlbyb'f lf 2 n
lbcgthcbb'^ hfw itbskt,f fct xfbothjc
~ ) ≈ N(µ,πσ2/2n),
L µ( µ n
fy rbltd
~ as
µ 2
n ~ N(µ,πσ /2n).

(fm lf mdtvj'fw ybifyb ≈ ybiyfdc ufyfobkt,f'f fcbvgnjneh cbf[kjdtc n-bc

as
phlbcfc^ [jkj Y n ~ Q n ybiyfdc n-bc phlbcfc Y n itv'[dtdb'b cblblbc ufyfobkt,bcf
lf Q n ufyfobkt,bc fcbvgnjneh cbf[kjdtc&)
~ ≅ π σ = π D X ≈ 1.57D X .
2
ufdb[ctyj'^ hjv X n ~ N(µ,σ2/n), t&b& D µ µ n µ n µ n
2 n 2
fvhbufl w[flbf^ hjv X n ert'tcb itafct,ff^ dblht ithxtdb'b vtlbfyf&

HFJ-RHFVTHBC ENJKJ<F TH"UFYPJVBKT<BFYB GFHFVTNHBC ITV-

"{DTDFIB& xdty rdkfd xfd'dkb'^ hjv udfmdc X=(X 1 ,...,X n ) ithxtdf L {X}
utythfkehb th'j,kbj,blfy^ L {X}∈F= {F(x;θ),θ∈Θ}& X itv'[dtdb'b cblblbc
ufyfobkt,bc cbvrdhbdt fqdybiyj' f(x;θ)-'b (lbcrhtnekb ufyfobkt,bc itv'[dtdfib
f(x;θ)=P θ (X=x)). vfiby^ hjujhw dbwb'^ X=(X 1 ,...,X n ) dtmnjhbc ufyfobkt,bc cbvrdhbdt
x = (x 1 ,...,x n ) othnbkib bmyt,f
266

L(x;θ) = f(x 1 ;θ)⋅⋅⋅f(x n ;θ)

.jdtkb abmcbht,ekb x = (x 1 ,...,x n ) ithxtdb'b vybidytkj,bcf'dbc (htfkbpfwb-
bcf'dbc) L(x;θ)-c^ hjujhw θ-c aeymwbfc lfcf]thj,bc aeymwbf tojlt,f&
lfdeidf'^ hjv L(x;θ)>0 .dtkf (x,θ)-cf'dbc lf .jdtkb x = (x 1 ,...,x n )-bcf'dbc
L(x;θ) lbathtywbht,flbf θ gfhfvtnhb'&
∂ ln L( X , θ) n ∂ ln f ( X , θ)
U(X;θ) = = ∑ i
∂θ i =1 ∂θ
∂ ln f ( X i , θ)
itv'[dtdb' cblbltc tojlt,f X ithxtdbc odkbkb^ fv ]fvbc i-eh otdhc -
∂θ
c rb i-ehb lfrdbhdt,bc odkbkb&
itvlujvib xdty dbuekbc[vt,'^ hjv yt,bcvbthb θ-cf'dbc θ∈Θ, itchekt-
,ekbf gbhj,f
0 < E θ U2(X;θ) < ∞.
xdty ufydb[bkfd' t&o& htuekfhek vjltkt,c% F={F(x;θ); θ∈Θ}& tc bc
vjltkt,bf^ hjvtk'f'dbc cheklt,f itvltub gbhj,t,b%
1& aeymwbf f(x;θ) ofhvjt,flbf θ gfhfvtnhb' .jdtk x-ib*
2& itcfskt,tkbf ithxtdb'b vybidytkj,t,bc aeymwbt,blfy fqt,ekb byntuhfkt-
,bc lbathtywbht,f lf lbathtywbht,bc lf byntuht,bc hbubc itwdkf^ rthsjl%
∂ ∂
f) ∫ f (x,θ)dx = ∫ f(x,θ)dx = 0;
∂θ ∂θ
(hflufyfw ufycfpqdht,bc 'fyf[vfl ∫ f(x,θ)dx = 1 .dtkf θ-cf'dbc)*
∂
,) Ε θ Τ(X) = Ε θ Τ(X)U(X,θ), 'e E θ T(x) θ wdkflbc lbathtywbht,flb
∂θ
aeymwbff*
3& abithbc byajhvfwbf i(θ)^ hjvtkcfw itbwfdc th'b lfrdbhdt,f^ lflt,b'b^
cfchekb lf eo.dtnbf θ gfhfvtnhb' .jdtkb θ-cf'dbc^ θ∈Θ^ cflfw i(θ)
ufybcfpqdht,f itvltub 'fyfafhlj,b'%
2
 ∂ ln f ( X 1 , θ) 
i(θ) = E θ   .
 ∂θ 
I n (θ)=ni(θ) ufvjcf[ekt,fc tojlt,f abithbc byajhvfwbf^ hjvtkcfw itbwfdc
ithxtdf& hjujhw d[tlfd'^ ithxtdbc vjwekj,bc phlfc'fy th'fl abithbc
byajhvfwbfw bphlt,f% I n (θ)→∞^ hjwf n→∞&
vjdb.dfyj' abithbc byajhvfwbbc^ i(θ)-c ufvjcf[ekt,f c[dflfc[df
vjltkbcf'dbc&
1
1& yjhvfkehb vjltkb N(θ,σ2): i(θ)= 2 *
σ
1
2& yjhvfkehb vjltkb N(µ,θ2): i(θ)= 4 *
2θ
10 ITAFCT<BC "TJHBF 267

1
3& gefcjybc vjltkb Π(θ): i(θ)= *
θ
1
4& tmcgjytywbfkehb vjltkb exp(θ): i(θ)= 2 *
θ
k
5& ,byjvehb vjltkb Bi(k;θ): i(θ)= &
θ(1 − θ)
d'mdf'^ vjwtvekbf n vjwekj,bc ithxtdf^ X=(X 1 ,...,X n ), L {X} rfyjyb'
ufyfobkt,ekb gjgekfwbblfy L {X}∈F ={F(x;θ), θ∈Θ}; F htuekfhekb vjltkbf&
ufydb[bkj' θ gfhfvtnhbc yt,bcvbthb xfeyfwdkt,tkb itafct,f
T n (X)=T n (X 1 ,...,X n ).
hfj-rhfvthbc enjkj,f flutyc mdtlf cfpqdfhc xfeyfwdkt,tk itafct,f'f
lbcgthcbt,bcf'dbc (hjvtkcfw tojlt,f hfj-rhfvthbc mdtlf cfpqdfhb)%
1
D θT n ≥ . (10.12)
ni (θ)
'e fhct,j,c xfeyfwdkt,tkb itafct,f T* bct'b^ hjv vbcb lbcgthcbbcf'dbc vbbqotdf
hfj-rhfvthbc mdtlf cfpqdfhb^ t&b& D θ T* n =(ni(θ))-1, vfiby vfc tojlt,f tatmnehb
itafct,f& yf'tkbf^ hjv tatmnehb itafct,f jgnbvfkehbf (10.11) rhbnthbevbc
fphb'fw&
itybidyf& 'e T n fhff xfeyfwdkt,tkb itafct,f^ t&b& E θ T n –θ=b(θ)≠0^ [jkj Comment [MSOffice1]: hfj-
rhfvthbc enjkj,bc lfvnrbwt,f b[bkt'
aeymwbf b(θ) lbathtywbht,flbf θ-c vbvfh'^ vfiby hfj-rhfvthbc enjkj,f flutyc lfvfnt,fib&
mdtlf cfpqdfhc vbcb cfiefkj rdflhfnekb itwljvbcf'dbc
[1 + b' (θ)] 2 2
E θ (T n – θ)2 ≥ +b (θ). (10.13)
ni (θ)
lfde,heylt' ptvj' ufy[bkek vjltkt,c&
1) yjhvfkehb vjltkb N(θ,σ2)& itcfafct,tkbf ewyj,b cfiefkj^ lbcgthcbf
1
wyj,bkbf lf σ2-bc njkbf& fm i(θ)= 2 , fvbnjv yt,bcvbthb xfeyfwdkt,tkb
σ
itafct,bcf'dbc cfvfh'kbfybf enjkj,f
σ2
D θT n ≥ ,
n
t&b&^ hfj-rhfvthbc mdtlf cfpqdfhbf σ2/n^ hjvtkbw vbbqotdf X n -bcf'dbc&
fvhbufl^ cfiefkj fhb'vtnbrekb .jabkf yjhvfkehb gjgekbwbbc ewyj,b
cfiefkjc tatmnehb itafct,f&
2) yjhvfkehb vjltkb N(µ,θ2)& itcfafct,tkbf ewyj,b lbcgthcbf (µ
wyj,bkbf)& hjujhw dbwb' lbcgthcbbc xfeyfwdkt,tkb itafct,ff
268

1 n
S2 = ∑ ( X i − µ)
2
n i =1
2 4
lf D θ S2= θ.
n
fv vjltkib i(θ)=1/2θ4^ fvbnjv hfj-rhfvthbc mdtlf cfpqdfhb bmyt,f%
1
=2θ4/n& fvhbufl^ S2 ofhvjflutyc ewyj,b lbcgthcbbc tatmneh itafct,fc
ni (θ)
(hjltcfw µ cfiefkj wyj,bkb cblbltf)
hjujhw flht dyf[t'^ cnfnbcnbrf S ' 2 (itcojht,ekb ithxtdb'b lbcgthcbf)
1 n
∑ (X i − X )
2
S '2 =
n − 1 i =1
fuht'dt ofhvjflutyc ewyj,b lbcgthcbbc xfeyfwdkt,tk itafct,fc^ hflufyfw
E θ S ' 2 =θ2& eiefkj ufvj'dkt,b' itudbskbf lfdhoveylt'^ hjv
2θ 4 2θ 4
D S '2 = > .
n −1 n
fvbnjv S ' 2 fh ofhvjflutyc θ2-bc tatmneh itafct,fc&
pjufl yjhvfkeh vjltkc^ hjltcfw θ=(µ,σ2) fye jhbdt gfhfvtnhb ewyj,bf^
xdty itdt[t,b' vfiby^ hjltcfw ufydb[bkfd' jhufypjvbkt,bfyb gfhfvtnhbc
itafct,bc cfrb'[c&
3) ,thyekbc vjltkb Bi(1,θ)& hjujhw dbwb'^ ewyj,b θ fk,f'j,bc itafct,ff
afhlj,b'b cb[ibht
∧ ν
Pn = n ,
n
cflfw ν n fhbc bv X i -t,bc hfjltyj,f^ hjvkt,bw 1-bc njkbf& fvfc'fy
∧ ∧ θ(1 − θ)
E θ P n = θ, Dθ P n = .
n
1
fvfdt lhjc fv vjltkbcf'dbc i(θ)= fvhbufl^ hfj-rhfvthbc mdtlf cfpqdfhbf
θ(1 − θ)
1 θ(1 − θ)
= lf tc cfpqdfhb vbbqotdf afhlj,b'b cb[ibhbc lbcgthcbbcf'dbc&
ni (θ) n
afhlj,b'b cb[ibht ofhvjflutyc ewyj,b fk,f'j,bc tatmneh itafct,fc
,byjveh vjltkib&
4) gefcjybc vjltkb Π(θ)& X=(X 1 ,...,X n ) fhbc n vjwekj,bc ithxtdf
utythfkehb th'j,kbj,blfy L {X}∈Π(θ)^ cflfw θ gefcjybc ufyfobkt,bc ewyj,b
gfhfvtnhbf^ EX=θ& itdfvjovj'^ hjv fhb'vtnbrekb cfiefkj (ithxtdb'b cfiefkj)
fmfw ofhvjflutyc θ gfhfvtnhbc xfeyfwdkt,tk lf tatmneh itafct,fc&
10 ITAFCT<BC "TJHBF 269

hflufy E θ X i =θ lf D θ X i =θ, fvbnjv

θ
E θ X n = θ, Dθ X n =
.
n
1 1 θ
fvfc'fy^ i(θ)= lf hfj-rhfvthbc mdtlf cfpqdfhbf = ^ hjvtkbw vbbqotdf X n -
θ ni (θ) n
bc lbcgthcbbcf'dbc&

JHUFYPJVBKT<BFYB GFHFVTNHBC ITAFCT<F&* vjrktl itdt[j'

jhufypjvbkt,bfyb θ=(θ 1 ,θ 2 ) gfhfvtnhbc itafct,bc fvjwfyfc&
d'mdf'^ X=(X 1 ,...,X n ) ithxtdff utythfkehb th'j,kbj,blfy
L {X}∈F={F(x;θ),θ=(θ 1 ,θ 2 )∈Θ⊆R2},
hjvkbc cfaesdtkptw eylf fbujc ewyj,b jhufypjvbkt,bfyb θ=(θ 1 ,θ 2 ) gfhfvtnhbc
itafct,f&
,eyt,hbdbf^ hjv fv itv'[dtdfib othnbkjdfyb itafct,bc hjkib ufydb[bkj'
jhufypjvbkt,bfyb cnfnbcnbrf^ T n =T n (X)=( Tn1 (X), Tn2 (X))&
bctdt hjujhw^ th'ufypjvbkt,bfyb gfhfvtnhbc itv'[dtdfib^ itbskt,f
ufybvfhnjc itafct,f'f xfeyfwdkt,kj,f lf sfkvjcbkt,f&
T n (X) itafct,fc tojlt,f xfeyfwdkt,tkb^ 'e θ-c yt,bcvbthb vybidytkj-
,bcf'dbc^ θ∈Θ
E θ T n (X) = θ,
t&b&^
E θ Tn1 (X) = θ 1 , E θ Tn2 (X) = θ 2 .

T n =T n (X) itafct,fc tojlt,f sfkvjcbkb^ 'e yt,bcvbthb θ-'dbc^ Θ-lfy

T n →
Pθ
θ, hjwf n→∞,
t&b&^
Tn1 →
Pθ
θ 1 , Tn2 →
Pθ
θ2, hjwf n→∞.
vfufkb'fl^ pjufl yjhvfkeh vjltkib^ hjwf L {x}∈{Φ µ,σ 2(x), –∞<µ<∞,
0<σ2<∞} t&b&^ itcfafct,tkbf hjujhw cfiefkj^ fctdt lbcgthcbf^ jhufypjvbkt,bfyb
cnfnbcnbrf
T(X) = { X ,S '2}
ofhvjflutyc θ=(µ,σ2) gfhfvtnhbc xfeyfwdkt,tkcf lf sfkvjcbk itafct,fc% .jdtkb
θ∈Θ vybidytkj,bcf'dbc
E θ X =µ, E θ S '2=σ2,
X →
Pθ
µ, S ' 2 →
Pθ
σ2.
xdty fh vjdb.dfy' hfj-rhfvthbc enjkj,bc jhufypjvbkt,bfy dfhbfync
pjufl itv'[dtdfib^ fqdybiyfd' v[jkjl bv afmnc^ hjv pjufl yjhvfkeh vjltkib
fv enjkj,bc ufhrdtekb vjlbabrfwbf udfsktdc itvltu mdtlf cfpqdht,c ewyj,b
270

cfiefkjc yt,bcvbthb xfeyfwdkt,tkb T 1 (X) (E θ T 1 (X)=µ) itafct,bc

lbcgthcbbcf'dbc

σ2
D θ T 1 (X) ≥ (10.14)
n
lf ewyj,b lbcgthcbbc yt,bcvbthb xfeyfwdkt,tkb T 2 (X) (E θ T 2 (X)=σ2) itafct,bc
lbcgthcbbcf'dbc
2σ 4
D θ T 2 (X) ≥ (10.15)
n
yt,bcvbthb θ=(µ,σ2) o.dbkbcf'dbc&
ufdb[ctyj' itvltub afmnb% abithbc 'tjhtvbc sfkb' (b[& vt-9 'fdb) X lf S ' 2
lfvjerblt,tkb itv'[dtdb'b cblbltt,bf^ fvfc'fy yt,bcvbthb θ=(µ,σ2) o.dbkbcf'dbc
(n − 1) S ' 2
X ~ N (µ, σ 2 / n) , ~χ2(n–1),
σ2
cfblfyfw itbskt,f lfdfcrdyf'^ hjv

σ2 2σ 4 2σ 4
Dθ X = , Dθ S ' 2 = > .
n n −1 n
fvhbufl^ yjhvfkeh vjltkib X ofhvjflutyc ewyj,b µ cfiefkjc tatmneh
itafct,fc^ bvbcfufy lfvjerblt,kfl^ wyj,bkbf 'e fhf σ2 lbcgthcbf^ hflufy D θ X
fqotdc hfj-rhfvthbc mdtlf cfpqdfhc (b[ (10.14))& fvfdt lhjc S ' 2 fqfh ofhvjflutyc
hfj-rhfvthbc fphb' tatmneh itafct,fc^ hflufy vbcb lbcgthcbf D θ S ' 2 vtnbf hfj-
rhfvthbc (10.15) enjkj,b' vbqt,ek mdtlf cfpqdfhpt&
fewbkt,kfl eylf fqbybiyjc itvltub ufhtvjt,f% 'evwf S ' 2 fh ofhvjflutyc
ewyj,b lbcgthcbbc hfj-rhfvthbc fphb' tatmneh itafct,fc^ tc cnfnbcnbrf vfbyw
bsktdf ewyj,b lbcgthcbbc jgnbvfkeh (.dtkfpt pecn) itafct,fc bv fphb'^ hjv
vbcb lbcgthcbf yfrkt,bf yt,bcvbthb c[df T 2 (X) xfeyfwdkt,tkb itafct,bc (E θ T 2 =σ2)
lbcgthcbfpt%
D θ S ' 2 ≤ D θ T 2 , yt,bcvbthb θ-cf'dbc&

ITAFCT<F"F FCBVGNJNEHB "DBCT<T<B& fv geymnib xdty itdt[t,b'

itafct,f'f fcbvgnjneh .jafmwtdfc^ hjltcfw ithxtdbc vjwekj,f ecfchekjl
bphlt,f^ t&b& n→∞&
1. itafct,fsf 'fklt,ekt,f& itafct,t,bc sfkvjcbkt,fpt xdty obyf
geymnt,ib dbcfe,ht'& fm vjdb.dfy' th' lfvfnt,b' afmnc&
fhct,j,c sfkvjcbkt,bc vtnfl vfhnbdb lf vybidytkjdfyb rhbnthbevb&
d'mdf'^ θ th'ufypjvbkt,bfyb gfhfvtnhbf^ T n =T n (X) hfbvt itafct,ff bct'b^ hjv
E θ T n = θ+ε n , D θ T n = δ n (θ)
10 ITAFCT<BC "TJHBF 271

lf ε n =ε n (θ)→0^ δ n =δ n (θ)→0^ hjwf n→∞^ ∀θ∈Θ^ vfiby Τ n →

Pθ
θ ^ .dtkf θ-cf'dbc
Θ−lfy&
(ittwflt' lffvnrbwj' tc afmnb xt,bitdbc enjkj,bc ufvj.tyt,b'!)
2. itafct,fsf fcbvgnjnehb yjhvfkehj,f& th'ufypjvbkt,bfyb gfhfvtn-
hbc itv'[dtdfib itafct,fc T(X)=(T n (X)) n≥1 tojlt,f fcbvgnjnehfl yjhvfkehb^
σ T2 (θ) lbcgthcbb'^ 'e .jdtkb yfvldbkb x-'dbc^ –∞<x<∞ lf .jdtkb θ-'dbc^ θ∈Θ^
flubkb fmdc rht,flj,fc
P θ { n (T n – θ)≤x} → Φ 0, σ 2 ( θ) ( x) , hjwf n→∞.
T

fv afmnc [ibhfl fctw vjb[ctybt,ty% itafct,f T=(T n ) n≥1 fcbvgnjnehfl

yjhvfkehbf^ (θ, σT2 (θ)/n) gfhfvtnht,b'& fv afmnc rb^ hjujhw erdt dyf[t'^ fct
fqybiyfdty
L θ (T n ) ≈ N(θ, σT2 (θ) /n);

σT2 (θ) /n cblbltc eojlt,ty T itafct,bc fcbvgnjneh lbcgthcbfc&

2'. jhufypjvbkt,bfyb gfhfvtnhbc itafct,bc fcbvgnjnehb yjhvfke-
hj,f&* jhufypjvbkt,bfyb θ=(θ 1 ,θ 2 ) gfhfvtnhbc itv'[dtdfib T n (X)=(T 1,n (X),
T 2,n (X)) itafct,fc tojlt,f fcbvgnjnehfl yjhvfkehb gfhfvtnht,b' (0,0; σ12 , σ 22 ,ρ)
'e .jdtkb jhufypjvbkt,bfyb dtmnjhbcf'dbc x=(x 1 ,x 2 )^ –∞<x 1 ,x 2 <∞^ hjwf n→∞,
flubkb fmdc rht,flj,fc%
Pθ { n (T 1, n ( X ) }
− θ1 ) ≤ x1 , n (T2,n ( X ) − θ 2 ) ≤ x 2 → Φ 0,0;σ 2 ,σ 2 ,ρ ( x1 , x 2 ) ^
1 2

cflfw Φ 0,0;σ 2 ,σ 2 ,ρ fhbc jhufypjvbkt,bfyb yjhvfkehb ufyfobkt,bc aeymwbf

1 2
itcf,fvbcb gfhfvtnht,b'&
tc afmnb fctw itbskt,f fqbybiyjc%
L θ {T n } ≈ N(θ, 1n Σ θ ),
σ12 σ1σ 2 ρ
cflfw Σ θ = pqdfhb'b ufyfobkt,bc rjdfhbfwbekb vfnhbwff&
σ1σ 2 ρ σ 22
3. fcbvgnjnehb tatmnehj,f& th'ufypjvbkt,bfyb θ gfhfvtnhbc itafct,b-
cfc ithxtdbc abmcbht,ekb n vjwekj,bc itv'[dtdfib^ itafct,fc deojlt,lb'
tatmnehc^ 'e vbcb lbcgthcbbcf'dbc vbbqotjlf hfj-rhfvthbc mdtlf cfpqdfhb&
fvbc fyfkjubehfl^ yt,bcvbthb T=(T n ) n≥1 itafct,bcf'dbc^ hjvkbc'dbcfw
L θ {T n } ≈ N(θ, σT2 (θ)/n),

vbcb fcbvgnjnehb tatmnehj,f eff(T n ;θ) tojlt,f hfj-rhfvthbc mdtlf cfpqdhbc

1
-cf lf vbcb fcbvgnjnehb lbcgthcbbc^ σT2 (θ)/n-bc afhlj,fc
ni (θ)
272

eff(T n ;θ) = [i(θ) σT2 (θ)]-1

lf T n itafct,fc tojlt,f fcbvgnjnehfl tatmnehb^ 'e eff(T n ;θ)=1&

§ 2. ITAFCT<F"F FUT<BC VT"JLT<B

LFCF}THJ<BC VFMCBVEVBC VT"JLB& @rfhub# itafct,bc fut,bc th'-th'b

.dtkfpt vskfdhb vt'jlbf lfcf]thj,bc vfmcbvevbc vt'jlb& rthsj itv'[dtdt,b-
cf'dbc tc vt'jlb ufvj.tyt,ekb b.j ]th rbltd ufecbc vbth (1880 otkb)^ vfuhfv^
hjujhw itafct,f'f fut,bc pjuflb vt'jlb itvj'fdfpt,ekb b.j byukbctkb
cnfnbcnbrjcbc h&abithbc vbth (1912 otkb)& fv itafct,f'f 'dbct,t,bc rdktdfib
vybidytkjdfyb odkbkb fmd' itnfybkb rhfvthcf lf lbeutc&
d'mdf'^ vjwtvekbf n vjwekj,bc ithxtdf^ X=(X 1 ,...,X n ) utythfkehb th'j,-
kbj,blfy^ L {X}∈F={F(x;θ), θ∈Θ}& d'mdf' x=(x 1 ,...,x n ) dtmnjhb X=(X 1 ,...,X n )-bc rjy-
rhtnekb htfkbpfwbff& fqdybiyj' L(x;θ)-'b lfcf]thj,bc aeymwbbc vybidytkj,f x
othnbkib%
L(x;θ) = L(x 1 ,...,x n ;θ) = f(x 1 ;θ)⋅⋅⋅f(x n ;θ),
cflfw f(x;θ) fhbc X 1 itv'[dtdb'b cblblbc ufyfobkt,bc cbvrdhbdt&
θ gfhfvtnhbc lfcf]thj,bc vfmcbvevbc vt'jlb' fut,ekb itafct,f fhbc X
∧ ∧
ithxtdbc bct'b θ n = θ n (X) aeymwbf^ hjvkbc vybidytkj,f X-bc rjyrhtnekb
x=(x 1 ,...,x n ) htfkbpfwbbcf'dbc tv'[dtdf gfhfvtnhekb cbvhfdkbc bct' othnbkc^
∧ ∧
hjvtkibw lfcf]thj,bc L(x;θ) aeymwbf fqotdc 'fdbc vfmcbvevc& fct' θ n = θ n (X)
itafct,fc vfmcbvfkehb lfcf]thj,bc itafct,f tojlt,f (pju]th b[vfht,f nthvbybw%
∧ ∧
lfcf]thj,bc vfmcbvevbc itafct,f)& fvhbufl θ n (x)= θ n (x 1 ,...,x n ) fhbc Θ gfhfvtnhekb
cbvhfdkbc bct'b othnbkb^ hjvtkbw frvf.jabkt,c itvltu 'fyfafhlj,fc
∧
L(x; θ ) ≥ L(x;θ), yt,bcvbthb θ-cf'dbc Θ-lfy,
itdybiyj'^ hjv ,jkj 'fyfafhlj,f trdbdfktynehbf itvltubcf%
∧
lnL(x; θ ) ≥ lnL(x;θ), yt,bcvbthb θ-cf'dbc Θ-lfy &

itybidyf&* hf vjcfpht,f eltdc cfaesdkfl vfmcbvfkehb lfcf]thj,bc itafct,bc

itvjqt,fc~
wyj,bkbf^ hjv 'e gfhfvtnhbc ztivfhbnb vybidytkj,f θ 0 -bc njkbf^ vfiby
ufhrdtek afh'j gbhj,t,ib
Pθ0 {L(x 1 ,...,x n ;θ 0 ) ≥ L(x 1 ,...,x n ;θ)} → 1, hjwf n→∞
10 ITAFCT<BC "TJHBF 273

.jdtkb θ-cf'dbc^ θ≠θ 0 & fvbnjv^ vjcfkjlytkbf^ hjv vfmcbvfkehb lfcf]thj,bc

∧
θ n ( X ) itafct,f ithxtdbc lblb vjwekj,bc itv'[dtdfib f[kjc fqvjxylt,f θ 0 -'fy&
'e ufydb[bkfd' bct' itv'[dtdfc^ hjltcfw L(x;θ) lbathtywbht,flbf θ
gfhfvtnhb' .jdtk x-ib lf vfmcbvevb vbbqotdf Θ cbvhfdkbc iblf othnbkib^ vfiby
∧
lfcf]thj,bc vfmcbvevbc θ itafct,f vjbst,yt,f^ hjujhw lfcf]thj,bc vfmcbvevbc
ufynjkt,bc fvj[cyf (dbuekbc[vj'^ hjv ufynjkt,fc uffxybf th'flth'b fvjyf[cyb)&
'e θ crfkfhekb gfhfvtnhbf^ fv ufynjkt,fc fmdc cf[t%
∂ n ∂
lnL(x;θ) = ∑ ln f ( xi ; θ) =0.
∂θ i =1 ∂θ

'e f(x;θ)>0 .jdtk (x;θ) othnbkib^ vfiby lfcf]thj,bc vfmcbvevbc ufynjkt,f

vbbqt,c cf[tc
n f ' ( x ; θ)
∑ i
= 0,
i =1 f ( xi ; θ)

∂
cflfw f '(x;θ)= f(x;θ)&
∂θ
jhufypjvbkt,bfyb gfhfvtnhbc itv'[dtdfib rb^ hjwf θ=(θ 1 ,θ 2 ), vbbqt,f
jhewyj,bfy ufynjkt,f'f cbcntvf
n ∂
∑ lnf(x i ;θ 1 ,θ 2 )=0,
i =1 ∂θ1

n ∂
∑ lnf(x i ;θ 1 ,θ 2 )=0.
i =1 ∂θ 2
∧
fqdybiyj' lfcf]thj,bc vfmcbvevbc θ n itafct,bc th'b 'dbct,f% th'ufypjvbkt,bfyb
θ gfhfvtnhbc itv'[dtdfib^ 'e vjltkb bct'bf^ hjv fhct,j,c tatmnehb itafct,f
∧
T(X)^ vfiby θ =T(X)&
ufhrdtek gbhj,t,ib^ hjvkt,ibw buekbc[vt,f f(x,θ) cbvrdhbdbc cfrvfhbcb
cbukedt θ gfhfvtnhb' (vfufkb'fl^ tc gbhj,t,b itchekt,ekbf^ hjwf f(x,θ) aeymwbf
θ wdkflb' cfv]th eo.dtnfl lbathtywbht,flbf lf ofhvjt,ekt,b
itvjcfpqdhekbf)^ vnrbwlt,f^ hjv lfcf]thj,bc vfmcbvevbc ufynjkt,fc fmdc
∧
th'flth'b fvj[cyf^ θ n ^ hjvtkcfw uffxybf itvltub fcbvgnjnehb 'dbct,t,b%
1) 'fkvjcbkt,f
∧
θ n →
Pθ
θ, hjwf n→∞,
.jdtkb θ-cf'dbc^ θ∈Θ;
2) fcbvgnjnehb yjhvfkehj,f
∧
L { n ( θ n –θ)} → N(0,i-1(θ)), hjwf n→∞,
274

∧
fye θ n fcbvgnjnehfl yjhvfkehbf (θ,1/ni(θ)) gfhfvtnht,b'&
∧
L { θ n } ≈ N(θ,1/ni(θ))
3) fcbvgnjnehb tatmnehj,f
∧
eff( θ n ,θ) = 1.
[ibh itv'[dtdt,ib (th'ufypjvbkt,bfyb θ gfhfvtnhbcf'dbcfw rb)
lfcf]thj,bc vfmcbvevbc ufynjkt,f h'ekb ajhvbcff lf vbcb fvj[cyf lbl
cbsytktt,'fyff lfrfdibht,ekb& b,flt,f rb'[df% [jv fh itbskt,f hfbvt htrehcbekb
ghjwtlehbc ufy[bkdf^ hjvkbc vtidtj,b'fw fut,ek itafct,fc (fqdybiyj' bub θ n -
b') tmyt,f bubdt fcbvgnjnehb 'dbct,t,b^ hfw lfcf]thj,bc vfmcbvevbc itafct,fc~
fct'b ghjwtleht,b fhct,j,c lf th'-th'b vf'ufybf itvltub% θ 0 -blfy lfo.t,ekb
.jdtkb vjvltdyj θ n ufybcfpqdht,f ghjwtlehb'%
f ( x n , θ n −1 ) 1
θ n = θ n-1 + .
f ( x n , θ n −1 ) ni (θ)

itcofdkbkbf gbhj,t,b (vf' xdty fh vjdb.dfy')^ hjltcfw yt,bcvbthb θ 0 -

bcf'dbc (θ n ) n≥1 itafct,f'f vbvltdhj,fc uffxybf bubdt fcbvgnjnehb 'dbct,t,b^ hfw
∧
lfcf]thj,bc vfmcbvevbc itafct,f'f vbvltdhj,fc ( θ n ) n≥1 &
vjdb.dfyj' lfcf]thj,bc vfmcbvevbc itafct,bc fut,bc hfvltybvt vfufkb'b&
1. yjhvfkehb vjltkb& L {X}∈N(µ,σ2), hflufy
( x −µ ) 2
1 −
f(x,θ)= e 2σ2 ;
2πσ 2
lfcf]thj,bc aeymwbbc cf[tf%
n ( xi −µ ) 2
1 1 −i∑=1 2σ2

( 2π )
L(x,θ) = L(x 1 ,...,x n ,θ)= e ;
n
σn

1 n n ( x − µ) 2
fvbnjv lnL(x,θ) = ln – lnσ2– ∑ lf
(2π) n/2
2 i =1 2σ
2

∂ n ( x − µ)
lnL(x,θ) = – ∑ i 2 ,
∂µ i =1 2σ

∂ n 1 n ( x − µ) 2
lnL(x,θ) = – +∑ .
∂σ 2
2σ 2
i =1 2σ
4

lfcf]thj,bc vfmcbvevbc ufynjkt,f'f cbcntvff

n
∑ ( xi − µ) =0,
i =1
10 ITAFCT<BC "TJHBF 275

n
–nσ2+ ∑ ( xi − µ) 2 = 0.
i =1
∧ ∧ ∧
fv cbcntvbc fvj[cyfc ofhvjflutyc θ n =( µ n , σ 2n ) o.dbkb%
∧ 1 n
µn = ∑ X i = X ,
n i =1
∧ 1 n
σ n = ∑ ( X i − X ) 2 =S2 .
2
n i =1
eiefkjl itbskt,f itvjovltc^ hjv ( X ,S2) o.dbkb fybzt,c vfmcbvevc L(X,θ)-c&
fvhbufl^ ithxtdb'b cfiefkj lf lbcgthcbf ( X ,S2) .jabkf yjhvfkehb ufyfobkt,bc
jhufypjvbkt,bfyb θ=(µ,σ2) gfhfvtnhbc lfcf]thj,bc vfmcbvevbc itafct,f& 'e ufdb-
n −1 2
[ctyt,' bv afmnc^ hjv E θ S2= σ ^ lfdfcrdyb'^ hjv fv itv'[dtdfib lfcf]thj,bc
n
vfmcbvevbc itafct,f fh ofhvjflutyc ewyj,b lbcgthcbbc xfeyfwdkt,tk itafct,fc&
2. ,byjvehb vjltkb L {X}∈Bi(1,θ), 0<θ<1& fv itv'[dtdfib .jdtkb rjyrhtnekb
htfkbpfwbf x=(x 1 ,...,x n )^ ofhvjflutyc th't,bcf lf yekt,bc hfbvt vbvltdhj,fc (x i =0
fy 1) lf lfcf]thj,bc aeymwbfc tmyt,f cf[t
n n
∑ xi n − ∑ xi
L(x;θ) = L(x 1 ,...,x n ;θ) = θ i =1 (1 − θ) i =1
.
vfufkb'fl^ 'e n=3^ x=(x 1 ,x 2 ,x 3 )^cflfw x 1 =x 2 =x 3 =1^ vfiby^ hflufy x 1 +x 2 +x 3 =3,
L(x;θ) = θ ( x1 + x2 + x3 ) (1 − θ) n −( x1 + x2 + x3 ) = θ3(1–θ)0 = θ3.

fvbnjv lnL(x;θ) =  ∑ xi  lnθ + (n – ∑ xi ) ln(1– θ) lf lfcf]thj,bc vfmcbvevbc ufy-

n n

 i =1  i =1
njkt,ff
∂ 1 n n 1
lnL(x;θ)= ∑ xi − (n– ∑ xi ) = 0,
∂θ θ i =1 i =1 1− θ
hjvkbc fvj[cyff afhlj,b'b cb[ibht
∧ 1 n ν
θn = ∑ X i = n &
n i =1 n
∧ ∧
w[flbf^ hjv E θ θ n =θ^ θ n →
Pθ
θ^ hjwf n→∞.
3. gefcjybc vjltkb& d'mdf' L {X}∈Π(θ)^ cflfw 0<θ<∞^ gefcjybc ufyfobkt,bc
ewyj,b gfhfvtnhbf& X=(X 1 ,...,X n ) ithxtdbc cfaesdtkpt fdfuj' θ gfhfvtnhbc
lfcf]thj,bc vfmcbvevbc itafct,f&
gbhdtk hbuib itdybiyj'^ hjv hflufy gefcjybc rfyjyb' ufyfobkt,ekb
itv'[dtdb'b cblbltt,bc itcfskj vybidytkj,t,bf {0,1,2,...}^ fvbnjv .jdtkb
x=(x 1 ,...,x n ) rjyrhtnekb htfkbpfwbbcf'dbc x i fy hfbvt yfnehfkehb hbw[dbc^ fy
yekbc njkbf& fvbnjv
276

n
∑ xi
θ –θ θ
x1 x2
θ xn
θ e − nθ
i =1
L(x;θ) = L(x 1 ,...,x n ;θ) = e × e–θ×⋅⋅⋅× e–θ = ,
x1! x2 ! xn ! x1! x n !
cfblfyfw udfmdc
ln L(x;θ) =  ∑ xi  lnθ – nθ – ln(x 1 ! ⋅⋅⋅ x n !)
n

 i =1 
'e fv ufvjcf[ekt,fc ufdfofhvjt,' θ gfhfvtnhb'^ vbdbqt,' lfcf]thj,bc
vfmcbvevbc ufynjkt,fc
1 n
∑ xi – n = 0,
θ i =1
hjvkbc fvj[cyff
∧ 1 n
θn = ∑ X i = X n ;
n i =1
yf'tkbf^ hjv
∧
E θ θ n = E θ X n = θ.
4. sfyf,fhb vjltkb& L {X}∈U(θ)^ cflfw U(θ) 'fyf,fhb ufyfobkt,ff [0,θ]
bynthdfkpt& hjujhw dbwb'^ fv itv'[dtdfib
 0, x≤0
1
f(x;θ) =  , 0 < x ≤ θ .
θ
 0, θ≤ x
fvbnjv
1
 , x( n ) = max xi ≤ θ
L(x;θ)=L(x 1 ,...,x n ;θ)=f(x 1 ;θ)⋅⋅⋅f(x n ;θ)=  θ n i≤n &
 0, c[df itv' [dtdfib

fmtlfy ufvjvlbyfhtj,c (b[& yf[& 10.1)^ hjv .jdtk abmcbht,ek x=(x 1 ,...,x n ) othnbkib
∧ ∧
L(x;θ) aeymwbfc vfmcbvevc fybzt,c θ n =x (n) vybidytkj,f& fye θ n (X)=X (n) , cflfw X (n)
fhbc n-ehb hbuj,hbdb cnfnbcnbrf&
cfdfh]bij& ffut' lfcf]thj,bc vfmcbvevbc itafct,f itvltub vjltkt-
,bcf'dbc%
1. tmcgjytywbfkehb vjltkb
1 − x

f(x,θ) =  θ e , x ≥ 0 ,
θ
0<θ<∞.
 0, x<0

2. jhufypjvbkt,bfyb yjhvfkehb vjltkb θ=(0,0,σ2,σ2,ρ) gfhfvtnht,b'^ fye

10 ITAFCT<BC "TJHBF 277

1  x2 + y2 ρxy 1 
f(x,y,θ)= exp − 2 + 2 − ln[σ 4 (1 − ρ 2 )] .
2π  2σ (1 − ρ 2
) σ (1 − ρ 2
) 2 
L(x;θ)

1
θn

x(n) θ
yf[& 10.1

VJVTYN"F VT"JLB& vjvtyn'f vt'jlb fhbc ewyj,b gfhfvtnhbc itafct,bc

fut,bc gbhdtkb pjuflb vt'jlb^ hjvtkbw itvj'fdfpt,ekb b.j r&gbhcjybc vbth& fv
vt'jlbc fhcb itvltubf% d'mdf'^ X=(X 1 ,...,X n ) ithxtdbc cfaesdtkpt itcfafct,tkbf
L {X}∈F={F(x,θ), θ=(θ 1 ,...,θ k ), θ∈Θ⊂RK} utythfkehb th'j,kbj,bc dtmnjhekb
θ=(θ 1 ,...,θ k ) gfhfvtnhb& w[flbf^ hjv 'tjhbekb vjvtynt,b ofhvjflutyc ewyj,b θ
gfhfvtnhbc aeymwbt,c& ufydb[bkj' utythfkehb th'j,kbj,bc gbhdtkb k cfo.bcb
vjvtynb% α 1 (θ)=α 1 (θ 1 ,...,θ k ), ... , α k (θ)=α k (θ 1 ,...,θ k )^ cflfw
α j (θ) = E θ Xj, j=1,...,k
lf ufdenjkj' bcbyb itcf,fvbc ithxtdb' vjvtynt,c A n1 ,...,A nk ^ cflfw
1 n j
A nj = ∑ Xi .
n i =1
vfiby vbdbqt,' θ 1 ,...,θ k wdkflt,bc vbvfh' ufynjkt,f'f cbcntvfc
α 1 (θ 1 ,...,θ k ) = A n1 ,
. . . . . . . . . (10.16)
α k (θ 1 ,...,θ k ) = A nk .
fv cbcntvbc fvj[cyf (θ 1 ,...,θ k wdkflt,bc vbvfh') udfsktdc vjvtyn'f vt'jlbc
itafct,fc θ n1 ,..., θ nk & 'e lfdeidt,'^ hjv cbcntvbc fvj[cyf fhct,j,c lf
th'flth'bf^ vbqt,ekb itafct,t,b fqvjxylt,f ithxtdb'b vjvtynt,bc aeymwbt,b&
cfrvfjl afh'j gbhj,t,ib itbskt,f lfvnrbwltc^ hjv vjvtyn'f vt'jlb' fut,ekb
itafct,t,b sfkvjcbkbf& tc vnrbwt,f taesyt,f itvltu afmnt,c%
a) lbl hbw[d'f rfyjybc 'fyf[vfl ithxtdb'b vjvtynt,b ofhvjflutyc itcf,fvbcb
'tjhbekb vjvtynt,bc sfkvjcbk itafct,t,c%
b) A nj →
Pθ
α j (θ), hjwf n→∞, j=1,2,...,k.
278

c) 'e itcf,fvbcj,f θ 1 ,...,θ k wdkflt,cf lf 'tjhbek α 1 (θ),...,α k (θ) vjvtynt,c ijhbc

eh'bth'wfkcf[f lf eh'bth'eo.dtnb^ vfiby fhct,j,c bct'b eo.dtnb ϕ 1 ,...,ϕ k
aeymwbt,b^ hjv
θ 1 = ϕ 1 (α 1 ,...,α k ), θ n1 = ϕ 1 (A n1 ,..., A nk )
⋅⋅⋅ ⋅⋅⋅
θ k = ϕ k (α 1 ,...,α k ), θ nk = ϕ k (A n1 ,..., A nk )
lf a) geymnbcf lf ϕ i aeymwbt,bc eo.dtnj,bc sfkb'
θ ni = ϕ i (A n1 ,..., A nk ) →
Pθ
ϕ k (α 1 ,...,α k )=θ i , i=1,...,k.
hjujhw otcb^ vjvtyn'f vt'jlb' fut,ekb itafct,t,b fh fhbc tatmnehb^
vfuhfv ghfmnbrekb 'dfkcfphbcb' vf'b fut,f itlfht,b' vfhnbdb vt'jlt,b'
[th[lt,f lf vf' b.tyt,ty hjujhw gbhdtk vbf[kjt,t,c eahj pecnb itafct,t,bc
fcfut,fl&
vfufkb'bcf'dbc ufydb[bkj' pjuflb yjhvfkehb vjltkb L {X}∈N µ,σ 2,
θ=(µ,σ2), hjujhw dbwb'^ gbhdtkb cfo.bcb vjvtynb α 1 =µ^ [jkj vtjht cfo.bcb
vjvtynb α 2 =σ2+µ2&
vfiby vbdbqt,' ufynjkt,f'f cbcntvfc
µ= X ,
1 n 2
σ2+µ2 = ∑ xi ,
n i =1
cfblfyfw vbdbqt,'^ hjv
µn = X ,
2
1 n 2 1 n  1 n
σ 2n = ∑ xi –  ∑ xi  = ∑ ( xi − X ) = S .
2 2
n i =1  n i =1  n i =1
fvhbufl^ yjhvfkehb vjltkbcf'dbc ewyj,b µ cfiefkjcf lf σ2 lbcgthcbbc^
vjvtyn'f vt'jlb' fut,ekb itafct,t,b µ n lf σ 2n tv'[dtdf lfcf]thj,bc vfmcbvevbc
vt'jlb' fut,ek itafct,t,c lf njkbf ithxtdb'b X cfiefkjcb lf S2 lbcgthcbbcf^
itcf,fvbcfl&
lfodhbkt,b' itdxthlt' th'ufypjvbkt,bfyb gfhfvtnhbc itv'[dtdfpt%
hjujhw lfcf]thj,bc vfmcbvevbc^ fctdt vjvtyn'f vt'jlb' fut,ekb
itafct,t,b ofhvjflutyc rthsj itv'[dtdfc t&o& M-itafct,t,bcf^ hjvkt,bw
itvjqt,ekb b.j g&/be,thbc vbth lf vybidytkjdfy hjkc fchekt,ty hj,fcnekb
itafct,t,bc 'tjhbfib& tc itafct,t,b itvltuyfbhfl fbut,f% d'mdf' ψ(x;θ) hfbvt
aeymwbff bct'b^ hjv .jdtkb θ-'dbc^ θ∈Θ,
E θ ψ(x;θ) = 0.
10 ITAFCT<BC "TJHBF 279

M-itafct,f^ fut,ekb ψ aeymwbbc vtidtj,b' (fqdybiyj' tc itafct,f

Tnψ = Tnψ
(X)-b') tojlt,f itafct,fc^ hjvtkbw ofhvjflutyc itvltub ufynjkt,bc
fvj[cyfc%
1 n
∑ ψ (x i ;θ) = 0 . (10.17)
n i =1
∂
itdybiyj'^ hjv hjwf ψ(x;θ)= lnf(x,θ)^ vbdbqt,' lfcf]thj,bc vfmcbvevbc
∂θ
itafct,fc^ [jkj bv itv'[dtdfib^ hjltcfw ψ(x;θ)=xk– α k (θ)^ cflfw k≥1 hfbvt v'tkb
hbw[dbf^ [jkj α k (θ) fhbc k-ehb hbubc vjvtynb^ vbdbqt,' vjvtyn'f vt'jlbc
itafct,fc&
htuekfhj,bc ufhrdtek gbhj,t,ib (hjvtkbw e[tifl hjv d'mdf'
uekbc[vj,c ψ(x;θ) aeymwbbc lbathtywbht,flj,fc θ gfhfvtnhb' lf ofhvjt,ekt,bc
itvjcfpqdhekj,fc) itafct,f Tnψ fcbvgnjnehfl yjhvfkehbf%

P θ { n ( Tnψ –θ)≤x} → Φ 0,σ 2 ( θ) ,

ψ

E θ ψ ( x, θ)
2
∂
cflfw σ ψ2 (θ) = , l(x;θ)= lnf(x;θ)
(E θ ψ( x, θ)l ( x, θ) ) 2
∂θ
fye
L θ { Tnψ } ≈ N(θ, σ ψ2 (θ) /n)&
∧
itdflfhj' th'vfyt'c lfcf]thj,bc vfmcbvevbc itafct,bc^ θ n -bcf lf M-
itafct,bc Tnψ -bc fcbvgnjnehb lbcgthcbt,b^ fye ufvjd'dfkj' eff( Tnψ ;θ)
(buekbc[vt,f^ hjv cheklt,f htuekfhj,bc gbhj,t,b)%
eff( Tnψ ;θ) = [i(θ) σ ψ2 (θ) ]-1,

vfuhfv i(θ)=E θ l2(x;θ) lf fvbnjv

(E θ ψ( x, θ)l ( x, θ) )2
eff( Tnψ ;θ) = ≤ 1.
E θ l 2 ( x, θ) E θ ψ 2 ( x, θ)
,jkj enjkj,f cfvfh'kbfybf rjib-,eybfrjdcrbc enjkj,bc sfkb'&
fvhbufl^ M-itafct,bc tatmnehj,f 1-pt yfrkt,bf^ t&b& M-itafct,f cfpjufljl
fh ofhvjflutyc tatmneh itafct,fc& vbe[tlfdfl fvbcf M-itafct,t,b lbl hjkc
fchekt,c t&o& hj,fcnekb (vluhflb) itafct,bc 'tjhbfib& vfufkb'fl^ M-
itafct,t,bc rkfcib itlbc ithxtdb'b vtlbfyf (cfrvfhbcbf fdbqj' ψ(x;θ)=sign(x–θ))&
xdty rb dbwb'^ hjv vtlbfyfc @fvjdfhlybkb# lfrdbhdt,t,bc vbvfh' vluhflj,bc
(hj,fcnekj,bc) sfkpt cfcehdtkb 'dbct,f uffxybf&

χ2-BC VBYBVEVBC VT"JLB& tc vt'jlb itvj'fdfpt,ekb b.j r&gbhcjybc vbth&

d'mdf'^ L {X}∈F={F(x,θ); θ∈Θ⊂Rk} utythfkehb th'j,kbj,blfy ithxtdf fhbc
280

X=(X 1 ,...,X n ) lf vbc cfaesdtkptw itcfafct,tkbf ewyj,b dtmnjhekb gfhfvtnhb^

θ=(θ 1 ,...,θ k )
X itv'[dtdb'b cblblbc vybidytkj,f'f cbvhfdkt lfd.j' N hfjltyj,bc
E 1 ,...,E N eh'bth'fhf'fyfvrdt' cbvhfdktl& vfufkb'fl^ d'mdf' N=3& [jkj X-bc
itcfskj vybidytkj,t,bf v'tkb qthsb& vfiby udtmyt,f cfvb bynthdfkb^ hjvkt,bw
itvltuyfbhflff ufykfut,ekb hbw[d'f qthspt

E1 E2 E3
] | ]
–∞ a1 a2 ∞
yf[& 10.2

t&b& E 1 =(–∞,a 1 ], E 1 =(a 1 ,a 2 ], ... , E N =(a 1 ,+∞) cflfw –∞<a 1 <a 2 <a 3 <∞ hfbvt hbw[dt,bf&
ν j -b' fqdybiyj' bv lfrdbhdt,f'f hfjltyj,f^ hjvkt,bw vj[dlf E j cbvhfd-
ktib% ν j = #{x i : x i ∈E j }& w[flbf^ hjv ν 1 +⋅⋅⋅+ν N = n&
ν
hjujhw dbwb' i afhlj,b'b cb[ibht ofhvjflutyc X itv'[dtdb'b cblblbc
n
j-eh bynthdfkib vj[dtlhbc P j (θ)=P θ (X∈E j )=F(a j+1 ;θ) –F(a j ;θ) fk,f'j,bc
sfkvjcbk itafct,fc&
itdflubyj' itvltub ufvjcf[ekt,f
2
N n νj  N ν 2j
χ2(θ) = ∑  − Pj (θ)  = ∑ –n.

j =1 Pj (θ)  n j =1 nPj (θ)

θ gfhfvtnhbc bv itafct,fc^ T n =T n (x 1 ,...,x n ) hjvtkbw fybzt,c vbybvevc χ2(θ)
cblbltc^ tojlt,f χ2-bc vbybvevbc vt'jlb' fut,ekb itafct,f&
vbc vjcfst,yfl eylf fvjb[cyfc itvltu ufynjkt,f'f cbcntvf (θ 1 ,...,θ k
wdkflt,bc vbvfh')
∂ 2 N ν 2j ∂Pj (θ)
– χ (θ) = ∑ 2 = 0, i=1,...,k. (10.18)
∂θ i j =1 Pj (θ) ∂θ i

ufhrdtek gbhj,t,ib vbqt,ekb itafct,f sfkvjcbkb lf fcbvgnjnehfl

yjhvfkehbf& [ibhfl (10.18) cbcntvbc fvj[cyf lbl cbsytktt,'fyff lfrfdibht,ekb&
fvbnjv vbc yfwdkfl ufyb[bkfdty ufvfhnbdt,ek ufynjkt,f'f cbcntvfc%
N ν j ∂Pj (θ)
∑ = 0, i=1,...,k. (10.18')
j =1 Pj (θ) ∂θ i

cfrvfjl afh'j gbhj,t,ib (10.18')-bc fvj[cyf'f pqdfhb'b ufyfobkt,f

tv'[dtdf χ2-bc vbybvevbc itafct,bc pqdfhb' ufyfobkt,t,c& (10.18') cbcntvf tv'[dtdf
veknbyjvehb lfcf]thj,bc vfmcbvevbc ufynjkt,f'f cbcntvfc veknbyjvehb
ufyfobkt,bcf'dbc lf fvbnjv vbcb fvj[cyb' vbqt,ek itafct,fc veknbyjvehb
lfcf]thj,bc vfmcbvevbc itafct,f tojlt,f&
10 ITAFCT<BC "TJHBF 281

§ 3. BYNTHDFKEHB ITAFCT<F
obyf gfhfuhfat,ib xdty ufydb[bkt' othnbkjdfyb itafct,t,b lf vf''fy
lfrfdibht,ekb xfeyfwdkt,kj,bc^ sfkvjcbkt,bcf lf jgnbvfkj,bc wyt,t,b&
fuht'dt itdbcofdkt' hfvjltybvt vt'jlb^ hjvkt,bw cfiefkt,fc bsktdf^ fbujc
cfcehdtkb 'dbct,t,bc vmjyt itafct,t,b&
hjujhw erdt b'mdf^ othnbkjdfyb itafct,bc hjkib ufyb[bkt,f hfbvt
rhbnthbevb' ithxtekb cnfnbcnbrf T n (X), hjvtkbw v[jkjl X=(X 1 ,...,X n )
ithxtdbc aeymwbfc ofhvjflutyc lf hjvkbc lfrdbhdt,ekb cblblt^ t n =T n (x)^
itbskt,f xfb'dfkjc gjgekfwbbc ewyj,b gfhfvtnhbc itafct,ek vybidytkj,fl lf^
fmtlfy ufvjvlbyfht^ ufvj.tyt,ekb bmytc vbc yfwdkfl& fv lhjc xdty^ hf 'mvf eylf^
deidt,' ufhrdtek itwljvfc&
othnbkjdfyb itafct,bc yfrkb bcff^ hjv v[jkjl vbcb lfrdbhdt,ekb
vybidytkj,bc wjlyf fh bsktdf fv itwljvbc cblblbc lflutybc cfiefkt,fc&
T n itafct,f xfeyfwdkt,tkb lf sfkvjcbkbw hjv b.jc^ T n -bc cblblt^
ufvj'dkbkb rjyrhtnekb htfkbpfwbbcf'dbc^ hjujhw otcb^ ufyc[dfdlt,f ewyj,b
gfhfvtnhbc ztivfhbnb vybidytkj,bcfufy lf xdty'dbc fh fhbc wyj,bkb^ 'e hfvltyfl
lblbf tc ufyc[dfdt,f&
vfufkb'bcf'dbc ufydb[bkj' @ofhvfnt,bc# ewyj,b θ fk,f'j,bc itafct,bc
fvjwfyf ,thyekbc cmtvfib% L (X)∈Bi(1,θ), 0<θ<1.
hjujhw obyf vfcfkblfy lfdhoveylb'^ ewyj,b fk,f'j,bc cfert'tcj
itafct,fc ofhvjflutyc afhlj,b'b cb[ibht
∧ 1 n 1
Pn = ∑ X i = #{X i =1, i=1,2,...,n},
n i =1 n
cflfw #{x i =1, i=1,2,...,n} ofhvfnt,f'f hfjltyj,ff n lfvjerblt,tk wlfib&
.jdtkb abmcbht,ekb θ 0 -bcf'dbc^ 0<θ 0 <1^ ufvjd'dfkj' itvltub fk,f'j,t,b
∧
Pθ0 { P n =1} = Pθ0 {X i =1, i=1,2,...,n} = θ 0 n > 0,
∧
Pθ0 { P n =0} = Pθ0 {X i =0, i=1,2,...,n} = (1–θ 0 )n > 0,
fvhbufl^ afhlj,b'b cb[ibht bqt,c vybidytkj,t,c 1-cf lf 0-c lflt,b'b θ 0 n lf (1–
θ 0 )n fk,f'j,t,b'^ itcf,fvbcfl& tc vybidytkj,t,b fhf 'e tv'[dtdf θ 0 -c^ fhfvtl fh
tre'dybc ewyj,b gfhfvtnhbc ufycfpqdhbc fhtcfw rb% 0<θ<1& eylf fqdybiyj'^ hjv tc
jhbdt fk,f'j,f^ θ 0 n lf (1–θ 0 )n vbbcohfabc yekbcfrty^ hjwf n→∞& eahj vtnbw^ lbl
hbw[d'f rfyjybc sfkb'^ .jdtkb lflt,b'b ε-bcf'dbc
∧
Pθ0 {| P n –θ 0 | > ε} → 0,
hjwf n→∞& vbe[tlfdfl fvbcf^ hjujhw ufy[bkekb vfufkb'b udbxdtyt,c^ dth
lfdfcf[tkt,' bct' ε-c (ε>0)^ hjv enjkj,f%
∧
| P n –θ 0 | ≤ ε
cheklt,jltc .jdtkb htfkbpfwbbcf'dbc^ hfvltyfl lblbw fh eylf b.jc ithxtdbc
vjwekj,f& fv 'dfkcfphbcb'^ othnbkjdfyb itafct,f dth fcf[fdc ithxtdbc lblb
282

vjwekj,bc tatmnc^ 'evwf bynebwbehfl ufcfut,bf^ hjv n-bc phlf bodtdc cbpecnbc
phlfcfw&
[ibhfl^ (xfeyfwdkt,tk) othnbkjdfy itafct,fc'fy th'fl wyj,bkbf vbcb
cnfylfhnekb uflf[hfw& fvfdt lhjc^ 'e tc itafct,f vbf[kjt,b' yjhvfkehflff
ufyfobkt,ekb^ cfhoveyjj,bc vfqfkb ljyb' itudbskbf lfdfcrdyf'^ hjv gfhfvtn-
hbc ztivfhbn vybidytkj,fcf lf itafct,fc ijhbc c[dfj,bc f,cjkenehb cblblt fh
fqtvfnt,f ufcfvrtwt,ek cnfylfhnek uflf[hfc^ fye^ hfw bubdtf^ gfhfvtnhbc
ztivfhbnb vybidytkj,f vj'fdct,ekbf bynthdfkib% (itafct,f ± ufcfvrtwt,ekb
uflf[hf)& tc vjcfpht,f udb,bsut,c^ hjv othnbkjdfyb itafct,f – th'b hbw[db^
itdwdfkj' bynthdfkehb itafct,b' – v'tkb bynthdfkb'& fvfc'fy^ bynthdfkb bct
eylf b.jc ithxtekb^ hjv xdtyb vnrbwt,f^ hjv gfhfvtnhbc ztivfhbnb vybidytkj,f
tre'dybc fv bynthdfkc^ vwlfhb fqvjxyltc v[jkjl bidbf' itv'[dtdfib&
fvhbufl^ cf,jkjj lfcrdyf itvltubf% 'e itafct,fc db.tyt,' ewyj,b
gfhfvtnhbc vybidytkj,bc hjkib^ flubkb tmyt,f ufhrdtek wljvbkt,fc lf cfzbhj
[lt,f vbcb cfpqdht,bc lflutyf& cf[tklj,h^ cfcehdtkbf vb'b't,ekb bmytc bct'b
bynthdfkb (vhfdfkufypjvbkt,bfyb gfhfvtnhbc itv'[dtdfib – fht)^ hjv xdtyb
lfcrdyf bvbc itcf[t,^ hjv itcfafct,tkb gfhfvtnhbc ztivfhbnb vybidytkj,f
vj'fdct,ekbf fv bynthdfkib (fhtib)^ vwlfhb fqvjxylt,f v[jkjl bidbf'
itv'[dtdfib& fv lhjc kfgfhfrbf bynthdfkeh itafct,fpt&

YLJ<BC BYNTHDFKBC WYT<F LF VBCB BYNTHGHTNFWBF& xdty ufydb[bkfd'

v[jkjl crfkfhekb gfhfvtnhbc bynthdfkehb itafct,bc cfrb'[c&
bynthdfkehb itafct,bcfc bst,yt,f bct'b jhb T 1 (X) lf T 2 (X) cnfnbcnbrf^
T 1 <T 2 ^ hjvkt,bc'dbcfw vjwtvekb γ∈(0,1) hbw[dbcf'dbc, itchekt,ekbf gbhj,f
P θ {T 1 (X)<θ<T 2 (X)}≥γ, yt,bcvbthb θ-cf'dbc Θ-lfy& (10.19)
fv itv'[dtdfib (T 1 (X),T 2 (X)) bynthdfkc tojlt,f γ-ylj,bc bynthdfkb^ γ-c tojlt,f
ylj,bc ljyt fylf ylj,bc fk,f'j,f^ T 1 (X)-cf lf T 2 (X)-c itcf,fvbcfl mdtlf lf ptlf
ylj,bc cfpqdht,b& fewbkt,tkbf fqdybiyj'^ hjv ylj,bc bynthdfkb itv'[dtdb'bf^
hflufyfw vbcb cfpqdht,b T 1 (X) lf T 2 (X) itv'[dtdb'b cblbltt,bf (hjvkt,bw fhff
lfvjrblt,ekb θ-pt)& fqybiyekb bynthdfkb afhfdc gfhfvtnhbc ztivfhbn
vybidytkj,fc γ-pt fhfyfrkt,b fk,f'j,b'&
hfc ybiyfdc ghfmnbrekb 'dfkcfphbcb' gbhj,f (10.19), fy ufvj'mvf%
(T 1 (X),T 2 (X)) bynthdfkb afhfdc gfhfvtnhbc ztivfhbn vybidytkj,fc γ-pt
fhfyfrkt,b fk,f'j,b'~ fv rb'[dfpt gfce[bc ufcfwtvfl^ gbhdtk hbuib vbdbqj'
fct'b cnfnbcnbrehb otcb%
d'mdf' fut,ekb udfmdc γ -ylj,bc bynthdfkb (T 1 (X),T 2 (X)). vfiby .jdtkb
rjyrhtnekb x=(x 1 ,...,x n ) htfkbpfwbbcf'dbc xfd'dfkj'^ hjv gfhfvtnhbc ewyj,b
vybidytkj,f vj'fdct,ekbf (T 1 (x),T 2 (x)) bynthdfkib&
ofhvjdblubyj'^ hjv xfnfht,ekbf eh'bth'lfvjerblt,tk tmcgthbvtyn'f
lblb (N) hfjltyj,f^ hjvtk'f cfaesdtkpt fut,ekbf ewyj,b θ gfhfvtnhbc γ-ylj,bc
bynthdfkt,b& vfifcflfvt xdty ufudfxybf lfvjerblt,tk htfkbpfwbf'f N hfjltyj,bc
cthbf% xi=(xi 1 ,...,xi n ) lf fvfdt hfjltyj,bc hbw[db'b bynthdfkt,b^ (T 1 (xi),T 2 (xi)),
10 ITAFCT<BC "TJHBF 283

i=1,...,N& vfiby^ bv itv'[dtdf'f hfjltyj,f^ hjltcfw ptvjfqothbkb cnfnbcnbrehb

otcb vjudwtvc vwlfh lfcrdyfc^ cfiefkjl (1–γ)N-bc njkb bmyt,f&
ylj,bc γ ljybc ithxtdf [lt,f ghfmnbrekb vjcfpht,t,blfy& hjujhw otcb^
bqt,ty γ=0,9; 0,95; 0,99& vfufkb'fl γ=0.99 ybiyfdc^ hjv fcblfy cfiefkjl th'
itv'[dtdfib itcfskjf^ hjv cnfnbcnbrehvf otcvf vjudwtc vwlfhb lfcrdyf&

YLJ<BC BYNTHDFKBC FUT<F YJHVFKEHB GJGEKFWBBC CFIEFKJ-

CF"DBC^ HJLTCFW GJGEKFWBBC LBCGTHCBF WYJ<BKBF& d'mdf'^ X=(X 1 ,...,X n )
fhbc n vjwekj,bc ithxtdf yjhvfkehb gjgekfwbblfy^ hjvkbc cfiefkj ewyj,bf^
[jkj lbcgthcbf rb wyj,bkbf lf σ2-bc njkbf& t&b& cfmvt udfmdc L {X}∈N(µ,σ2) yjh-
vfkeh vjltk'fy. lfidt,f bvbc itcf[t,^ hjv gjgekfwbbc cfiefkj ewyj,bf^ [jkj
lbcgthcbf rb wyj,bkb fh fhbc v'kfl ,eyt,hbdb^ hflufy hjujhw otcb^ lbcgthcbbc
itcf[t, byajhvfwbbc vjgjdt,fc oby ecoht,c cfiefkjc itcf[t, byajhvfwbbc
fhct,j,f& itvlujvib xdty ufydb[bkfd' eahj pjufl itv'[dtdfc^ hjltcfw ewyj,bf
yjhvfkehb gjgekfwbbc jhbdt gfhfvtnhb&
tc vfhnbdb itv'[dtdf rb cfbynthtcjf 'tjhbekb 'dfkcfphbcb'^ hf'f
ufcfut,b uf[ltc bc kjubrf^ hjvkb'fw ofhvjt,c ylj,bc bynthdfkt,bc fut,f lf vf'b
bynthghtnfwbf&
hjujhw dbwb'%
X −θ
Z= ~ N(0,1)
σ/ n
X −θ 
fye Pθ  ≤ x  =Φ(x)^ cflfw Φ(x)=Φ 0,1 cnfylfhnekb yjhvfkehb ufyfobkt,bc
σ / n 
aeymwbff& vfiby .jdtkb abmcbht,ekb θ-cf'dbc^ θ∈Θ^ udfmdc
P θ {g 1 ≤ Z ≤ g 2 } = Φ(g 2 ) – Φ(g 1 )
lfdfabmcbhj' th''fy f[kjv.jab hfbvt γ hbw[db^ 0<γ<1 lf d'mdf'^ g 1 lf g 2
hbw[dt,b bctf ithxtekb^ hjv g 1 <g 2 lf Φ(g 2 ) – Φ(g 1 ) = γ&
vfiby yt,bcvbthb fct'b (g 1 ,g 2 ) o.dbkbcf'dbc udtmyt,f%
 X −θ 
Pθ  g1 ≤ ≤ g 2  = γ. (10.20)
 σ/ n 
itvjdbqj' jhb cnfnbcnbrf T 1 (X) lf T 2 (X):
σ
T 1 (X) = X – g2,
n
σ
T 2 (X) = X –g1
n
lf itdybiyj'^ hjv (10.20) 'fyfafhlj,f trdbdfktynehbf itvltubcf%
P θ { T 1 (X) ≤ θ ≤ T 2 (X)} = γ. (10.20')
284

fvhbufl^ yt,bcvbthb (g 1 ,g 2 ) o.dbkb^ hjvkt,bc'dbcfw Φ(g 2 ) – Φ(g 1 )=γ^ udfs-

ktdc γ-ylj,bc bynthdfkc%
 σ σ 
 X − g2 , X − g 1  ,
 n n 
itdybiyj'^ hjv vbe[tlfdfl bvbcf^ hjv tc bynthdfkb itv'[dtdb'bf (vbcb
σ σ
,jkjt,b X – g 2 lf X – g 1 itv'[dtdb'b cblbltt,bf)^ vbcb cbuhst fqfhff
n n
σ
itv'[dtdb'b lf ( g 2 − g 1 ) cblblbc njkbf&
n
cfdct,b' ufcfut,bf^ hjv abmcbht,ekb γ ljybcf'dbc lf ithxtdbc n
vjwekj,bcf'dbc hfw eahj dbohjf ylj,bc bynthdfkb^ vb' eahj vfqfkbf
itafct,bc cbpecnt lf fvltyfl g 1 lf g 2 hbw[dt,b bct eylf itbhxtc^ hjv itcf,fvbc
bynthdfkc fqvjfxyltc evwbhtcb cbuhst& fldbkb lfcfvnrbwt,tkbf^ hjv g 1 lf g 2
hbw[dt,b vjbwtvf ajhvekt,b'%
–g 1 = g 2 = x (1+γ)/2 = z α/2 ,
cflfw x (1+γ)/2 cnfylfhnekb yjhvfkehb ufyfobkt,bc (1+γ)/2 rdfynbkbf (t&b& x (1+γ)/2
ofhvjflutyc Φ(x)= (1+γ)/2 ufynjkt,bc fvj[cyfc)^ α=1–γ^ [jkj z α/2 cnfylfhnekb
yjhvfkehb ufyfobkt,bc ptlf α/2-rhbnbrekb othnbkbf (b[& 'fdb 11)&
vfifcflfvt^ cf,jkjjl

γ-ylj,bc bynthdfkb yjhvfkehb gjgekfwbbc ewyj,b cfiefkjcf'dbc^

hjltcfw lbcgthcbf wyj,bkbf lf σ2-bc njkbf^ itvltubf%
 σ σ  1 + γ 
 X − x (1+ γ ) / 2 , X + x (1+ γ ) / 2  , x 1+ γ = Φ −1  
 n n  2  2 
(10.21)
fye
 σ σ   α
 X − zα / 2 , X + z α / 2  , α=1–γ, zα/2 = Φ −1 1 − ,
 n n   2
X ithxtdb'b cfiefkjf

[ibhfl γ-ylj,bc bynthdfkc γ⋅100%-bfy (fylf (1–α)⋅100%-bfy) ylj,bc

bynthdfkcfw eojlt,ty&
vjdb.dfyj'^ ptlf α/2-rhbnbrekb othnbkt,b^ γ = 1– α-ljybc .dtkfpt
[ibhfl ufvj.tyt,flb vybidytkj,t,bcf'dbc&
'e γ=0.09^ vfiby α=0.1, z α/2 =1.645,
'e γ=0.095^ vfiby α=0.05, z α/2 =1.96,
'e γ=0.099^ vfiby α=0.01, z α/2 =2.325.
10 ITAFCT<BC "TJHBF 285

vfufkbsb 10.1. itvyf[dtkb lf ctc[bc ufvwtvb fcjwbfwbt,b^ hjvkt,bw

fabyfyct,ty cfw[jdht,tkb cf[kt,bc itc.bldf'f lbl hfjltyj,fc ufhrdtek
htubjyib^ cfzbhjt,ty itvltu byajhvfwbfc% hjujh fvwbht,c cfrhtlbnj
uflfcf[flt,b v.bldtkbc ovbylf itvjcfdfkc cf[kbc itc.bldbc gbhdtkb okbc
ufyvfdkj,fib (ufb'dfkbcobyt,f v[jkjl bc v.bldtkt,b^ hjvkt,vfw gbhdtkfl
itbsbytc cfw[jdht,tkb cf[kb)& ithxtekb bmyf ,jkj okt,bc 35 rhtlbnbc fvqt,b lf
.jdtkb vf'ufybcf'dbc ufvj'dkbkb bmyf 'dbehb cfrhtlbnj uflfcf[flbc
ghjwtynekb obkb ovbylf itvjcfdfkib (100 ⋅ uflfcf[flb/itvjcfdfkb)&
vbqt,ekb vjyfwtvt,bc cfaesdtkpt ufvj'dkbkb bmyf ithxtdb'b cfiefkj^
X =24.7& lfdeidf'^ hjv ghjwtynekb obkb yjhvfkehfl ufyfobkt,ekb
itv'[dtdb'b cblbltf^ ewyj,b cfiefkj'b lf cnfylfhnekb uflf[hb' σ = 3 lf
fdfuj' γ = 0.9 ljybc vmjyt ylj,bc bynthdfkb ewyj,b cfiefkjcf'dbc&
fvj[cyf% dbcfhut,kj' (10.21) ajhvekb'& fm .dtkf cfzbhj cblblt wyj,bkbf%
X =24.7, n = 35, σ = 3, z α/2 =z 0.05 =1.645^ fvbnjv cfsbt,tkb bynthdfkbf
(24.7– 3
35
⋅1.645 ; 24.7+ 3
35
⋅1.645) = (24.7– 0.8 ; 24.7+0.8),

hfw cf,jkjjl udfsktdc (23.9 ; 25.5) bynthdfkc&

itbyidyf&1 fv vfufkb'bc ufvj.tyt,b' rbltd th'[tk itdt[j' ylj,bc

bynthdfkbc bynthghtnfwbbc cfrb'[c& hjujhw d[tlfd'^ xdtyc vbth vbqt,ekb γ-
ylj,bc (γ=0.9) bynthdfkbf (23.9 ; 25.5)^ hjvtkbw fhff itv'[dtdb'b lf gjgekfwbbc
cfiefkjw cfdct,b' ufycfpqdhekb (cfvoe[fhjl^ xdty'dbc ewyj,b) hbw[dbf& fvltyfl
vwlfhbf lt,ekt,f : P{µ vj'fdct,ekbf (23.9 ; 25.5) bynthdfkbib} = 0.9.
γ-ylj,bc bynthdfkbc cojhb bynthghtnfwbf taesyt,f fk,f'j,bc cb[ibhek
bynthghtnfwbfc% 'e hfbvt tmcgthbvtyn'fy lfrfdibht,ekb A [ljvbkj,bc
fk,f'j,f^ P(A)=γ^ vfiby fv tmcgthbvtynbc vhfdfk]th ufyvtjht,bcfc A [ljvbkj,f
ufy[jhwbtklt,f lff[kjt,b' γ⋅100% itv'[dtdfib (fye A [ljvbkj,bc afhlj,b'b
cb[ibht vbf[kjt,b' γ-c njkb bmyt,f)& lfdeidf'^ hjv xdtyc vbth ufy[bkek
vfufkb'ib^ [tkvtjhtl fdbqt' 35 rhtlbnbc vakj,tkbcfufy itlutybkb ithxtdf lf
vbqt,ekb vjyfwtvt,bc cfaesdtkpt fdfut' f[fkb ylj,bc bynthdfkb^ tc ghjwtlehf
ufdbvtjht' vtcfvt]thfw lf f&i& vbdbqt' 0.9-ylj,bc bynthdfk'f v'tkb cbvhfdkt&
f[kf 'e A θ ={ X –0.8; X +0.8}^ vfiby P θ (A θ )=γ=0.9. fvbnjv^ fut,ek ylj,bc
bynthdfk'f ≈90% lfafhfdc gjgekfwbbc ewyj,b cfiefkjc ztivfhbn
vybidytkj,fc&
vfufkbsb 10.2. yjhvfkehb gjgekfwbblfy^ hjvkbc cfiefkjf µ=18^ [jkj
cnfylfhnekb uflf[hff σ=3^ fqt,ekbf n=25 vjwekj,bc 30 ufyvtjht,b'b
eh'bth'lfvjerblt,tkb ithxtdf^ hjvtk'f cfaesdtkpt fut,ekbf 30 wfkb 95%-
bfyb ylj,bc bynthdfkb%

1
gbhdtkb ofrb'[dbcfc tc itybidyf itbskt,f ufvjdnjdj'&
286

(16.21 ; 18.56) (18.06 ; 20.40) (16.11 ; 18.47) (16.38 ; 18.73) (16.96 ; 19.31)
(15.82 ; 18.18) (16.66 ; 19.01) (17.64 ; 19.99) (16.95 ; 19.30) (16.46 ; 18.81)
(16.89 ; 19.24) (17.09 ; 19.44) (16.14 ; 18.50) (17.25 ; 19.61) (15.93 ; 18.28)
(17.38 ; 19.74) (16.47 ; 18.81) (18.15 ; 20.50) (17.30 ; 19.65) (17.68 ; 20.04)
(17.11 ; 19.46) (16.25 ; 18.60) (17.13 ; 19.48) (17.87 ; 20.22) (16.72 ; 19.07)
vjyfwtvt,b lfvhudfkt,ekbf lf fvb'ff ufvjodtekb^ hjv bynthdfkt,bc
cbuhstt,b vwbhtl ufyc[dfdlt,f th'vfyt'bcfufy (ufdb[ctyj'^ hjv γ-ylj,bc
bynthdfkbc cbuhst fhff lfvjrblt,ekb rjyrhtnek htfkbpfwbfpt^ xdtyc
itv'[dtdfib bynthdfkbc cbuhst njkbf –2⋅ 325 ⋅1.96≈2.35)& hjujhw d[tlfd'^
v[jkjl th'vf ([fpufcvekvf) bynthdfkvf fh lfafhf gjgekfwbbc cfiefkj^ µ=18&
hflufy γ=0.95^ fvbnjv 30 ithxtdb' fut,ekb 0.95-ylj,bc bynthdfkt,blfy
lff[kjt,b' 5%-c (≈1.5) fh eylf lftafhf gjgekfwbbc cfiefkj& xdty lfdfrdbhlb'
v[jkjl th' fct' itv'[dtdfc&
ghfmnbrfib xdty [tk' udfmdc v[jkjl th'b ithxtdf^ b'dkt,f v[jkjl th'b
ithxtdb'b cfiefkj lf fbut,f v[jkjl th'b γ-ylj,bc bynthdfkb& .jdtk wfkrtek
itv'[dtdfib xdty fh dbwb' itbwfdc 'e fhf bynthdfkehb itafct,f (ylj,bc
bynthdfkb) gjgekfwbbc cfiefkjc& eahj vtnbw^ fh fhct,j,c upf^ hjvtkbw
lfudfhoveyt,lf xdtyb lfcrdybc cbcojhtib& γ-ylj,bc bynthdfkbc ptvjvj.dfybkb
bynthghtnfwbfbc 'fyf[vflfw ifycb bvbcf^ hjv rjyrhtnekb ithxtdf fh tre'dybc bv
ithxtdf'f hbw[dc^ hjvkt,bc'dbcfw fut,ekb ylj,bc bynthdfkb fh afhfdc
gjgekfwbbc cfiefkjc^ vtnfl vwbhtf% 100-lfy ~ (1–γ)⋅100. vfufkb'fl^ 100
dfhbfynblfy – 10^ 'e γ=0.9, 100-lfy 1^ 'e γ=0.99)& fmtlfy erdt firfhf [lt,f hfvltyfl
vybidytkjdfybf ylj,bc γ-ljybc cojhfl ithxtdbc ghj,ktvf&
itvlujvib xdty ylj,bc γ-ljytc lfdfabmcbht,' (1–α) hbw[dbc vtidtj,b'^
cflfw 0<α<1, α yek'fy f[kjv.jab hfbvt hbw[dbf&
ylj,bc ljyt^ cbpecnt lf ithxtdbc vjwekj,bc vj't,yf& hfw eahj
f[kjcff (1–α) th''fy^ vb' eahj vfqfkbf xdtyb lfcrdyt,bc cfbvtljj,f^ vfuhfv vb'
eahj ufybthbf ylj,bc bynthdfkb (d'dkb'^ hjv ithxtdbc n vjwekj,f
abmcbht,ekbf)&
vfh'kfw^ (1–α)-ylj,bc bynthdfkbc cbuhstf 2 σn z α lf yf'tkbf^ hjv hfw
2

eahj lblbf (1–α)^ vb' eahj lblbf z α lf vfifcflfvt^ ufybthbf ylj,bc bynthdfkb lf
2

gbhbmb'& fmtlfy yf'tkbf^ hjv 'e ithxtdbc n vjwekj,f abmcbht,ekbf^ ylj,bc

bynthdfkbc cbuhsbc (fye itafct,bc cbpecnbc) itvwbht,f itcfskt,tkbf v[jkjl
ylj,bc ljybc^ (1–α)-c itvwbht,bc [fh]pt& fmdt eylf itdybiyj'^ hjv abmcbht,ekb
(1–α) ylj,bc ljybc lhjc bynthdfkbc cbufyt vb' eahj vwbhtf^ hf eahj lblbf
ithxtdbc vjwekj,f^ n (t&b& bphlt,f bynthdfkehb itafct,bc cbpecnt)&
,eyt,hbdbf bcvbc fvjwfyf% ylj,bc abmcbht,ekb (1–α)-ljybcf'dbc vjbst,yjc
ithxtdbc bc vbybvfkehb n* vjwekj,f^ hjvtkbw epheydtk.jac itafct,bc
obyfcofh abmcbht,ek cbpecntc^ fye hfw bubdtf^ (1–α)-ylj,bc bynthdfkbc
abmcbht,ek L cbuhstc&
10 ITAFCT<BC "TJHBF 287

σ
hflufy^ (1–α)-ylj,bc bynthdfkbc cbuhstf 2 n
z α ^ fvbnjv cfcehdtkb
2

vjwekj,f^ n* vjcfst,ybf itvltub ufynjkt,blfy%

2σ
z α / 2 = L,
n
cfblfyfw vbdbqt,'
2
 2σ 
n* =  zα / 2  .
 L 
bvbc ufvj^ hjv ( 2Lσ z α / 2 )2 itbskt,f v'tkb hbw[db fh b.jc^ eahj pecnb bmyt,jlf
udt'mdf^ hjv n* fhbc bc evwbhtcb v'tkb hbw[db^ hjvtkbw vtnbf ( 2Lσ z α / 2 )2 -pt^ t&b&
 2σ  
2
n* =  zα / 2   + 1 . (10.22)
 L  
hfw eahj vwbhtf bynthdfkbc cbuhst^ vb' eahj lblbf n*^ hfw cfdct,b'
t'fy[vt,f xdtyc bynebwbfc^ fvfdt lhjc n*=n*(α,σ,L) ofhvjflutyc σ2 lbcgthcbbcf lf
1–α ylj,bc ljybc phlfl aeymwbfc&
'e ufdb[ctyt,' ylj,bc bynthdfkbc (10.21) cf[tc^ fldbkfl lfdhoveylt,b'^
hjv hjwf n=n*^ vfiby
P{| X n –µ| ≤ ε L } = 1–α,
cflfw ε L =L/2& evtntc itv'[dtdfib obyfcofh fabmcbht,ty cfcehdtk ε cbpecntc lf
(10.22) ajhvekfib L-bc yfwdkfl bqt,ty L=2ε^ cfblfyfw
n* = [(σ/ε)z α/2 ]2+1 (10.22')
vfufkb'fl^ d'mdf'^ σ = 3.5, (1–α)=0.95, L=1 udfmdc
n* = [7⋅1.96]2+1 = 189.

YLJ<BC BYNTHDFKBC FUT<F YJHVFKEHB GJGEKFWBBC CFIEFKJ-

CF"DBC^ HJLTCFW GJGEKFWBBC LBCGTHCBF EWYJ<BF& hjujhw obyf geymnib
b'mdf lfidt,f^ hjv gjgekfwbbc cfiefkj ewyj,bf^ [jkj lbcgthcbf rb wyj,bkbf
fhfhtfkehbf& ghfmnbrek fvjwfyt,ib hjujhw otcb^ tc jhbdt gfhfvtnhb ewyj,bf& fv
itv'[dtdfib ylj,bc bynthdfkbc fcfut,fl eylf itdfafcj' ewyj,b lbcgthcbfw lf
ufvjdb.tyj' cnfnbcnbrf
X −θ
T= ,
S' / n
hjvtkbw ufyfobkt,ekbf cnbeltynbc rfyjyb'^ n–1 'fdbceakt,bc [fhbc[b'^ t&b&^
 X −θ 
Pθ  ≤ x  = t n-1 (x).
S' / n 
288

fv afmnpt lf.hlyj,b' (1–α)-ylj,bc bynthdfkb ewyj,b cfiefkjcf'dbc

fbut,f pecnfl bubdt upb'^ hjujhw wyj,bkb lbcgthcbbc itv'[dtdfib& xdty fh
ufdbvtjht,' fv ghjwtlehfc ('evwf^ vrb'[dtkc 'db'jydt iteskbf xffnfhjc bub) lf
vjdb.dfy' (1–α)-ylj,bc bynthdfkbc cf[tc

(1–α)-ylj,bc bynthdfkb yjhvfkehb gjgekfwbbc cfiefkjcf'dbc^ hjltcfw

lbcgthcbf ewyj,bf^ itvltubf%
 S' S' 
 X − t n −1,α / 2 ; X + t n −1,α / 2  , (10.23)
 n n 
cflfw X lf S ' ithxtdb'b cfiefkj lf cnfylfhnekb uflf[hff^ [jkj tα/2,n-1
cnbeltynbc ufyfobkt,bc α/2-rhbnbrekb othnbkbf&

hflufy S ' = n
n −1
S ^ (1–α)-ylj,bc bynthdfkb itbskt,f itvltub cf[b'fw
uflfbothjc%
 S S 
 X − t n −1,α / 2 ; X + t n −1,α / 2  . (10.23')
 n −1 n −1 
vfufkbsb 10.3. ufydb[bkj' vtj'[t 'fdbc 4.12 vfufkb'bc vjyfwtvt,b& xdty
ufvj'dkbkb udfmdc% X =10.26, S=4.29& fv vjyfwtvt,bc cfaesdtkpt fdfuj' (1–α)-
ylj,bc bynthdfkb abhvbc vjcfvcf[eht'f cfntktajyj cfe,ht,bc cfiefkj
[fyuhskbdj,bcf'dbc&
fvj[cyf& cb[ibht'f /bcnjuhfvbc yjhvfkehb ufyfobkt,bc cbvrdhbdtc'fy
vbf[kjt,ekb ajhvf bsktdf cfaesdtkc xfd'dfkj'^ hjv gjgekfwbbc ufyfobkt,f
yjhvfkehbf (b[& yf[& 4.7)& gjgekfwbbc jhbdt gfhfvtnhb^ cfiefkj lf lbcgthcbf
ewyj,bf^ n=30&
dbcfhut,kj' (10.23') ajhvekb'^ hjvkbc 'fyf[vflfw (1–α)⋅100%-bfyb
ylj,bc bynthdfkb cfiefkjcf'dbc bmyt,f%
4.29 4.29
(10.26 – t 29, α/2 ; 10.26 + t 29, α/2 ).
29 29

d'mdf'^ (1–α)=0.99^ vfiby α=0.01, t 0.005,29 =2.756, 29 ~5.4& fvbnjv^ 99%-bfyb ylj,bc
bynthdfkb cfiefkjcf'dbc bmyt,f
4.29 4.29
(10.26 – 2.756 ; 10.26 + 2.756).
5.4 5.4
cf,jkjjl cfsbt,tkb bynthdfkbf (8.06 ; 12.46).
vfufkbsb 10.4. cjwbfkehb cathjc cfvcf[eht,b lfbynthtct,ekyb fhbfy
cfrb'[b'% cfiefkjl hfvltyb cff'b fmdc 'fdbceafkb fvthbrtk vfvfrfwc rdbhfib&
ufvjrb'[ekb bmyf 60 itv'[dtdb' fhxtekb vfvfrfwb& ufvjrb'[dbc itltufl vbqt,ekb
vjyfwtvt,b' ufvj'dkbkb bmyf cfiefkj^ X =37.8 c' lf cnfylfhnekb uflf[hf
S ' =12.2&
10 ITAFCT<BC "TJHBF 289

fdfuj' 95%-bfyb lf 99%-bfyb ylj,bc bynthdfkb ewyj,b cfiefkjcf'dbc&

fvj[cyf& 'e xfd'dkb'^ hjv fvthbrtk vfvfrfw'f 'fdbceafkb lhj (rdbhbc
ufyvfdkj,fib) ofhvjflutyc yjhvfkehfl ufyfobkt,ek itv'[dtdb' cblbltc^
itudbskbf dbcfhut,kj' (10.23) ajhvekb'^ hjvkbc 'fyf[vflfw (1–α)-ylj,bc
bynthdfkb ewyj,b cfiefkjcf'dbc bmyt,f
12.2
37.8± ⋅t 59, α/2 .
60
fmtlfy^ bvbc uf'dfkbcobyt,b'^ hjv t 0.025,59 ≈2, t 0.005,59 ≈2.6^ vbdbqt,' itvltu ylj,bc
bynthdfkt,c%
34.65 ≤ µ ≤ 40.93 (95%)
33.8 ≤ µ ≤ 41.8 (99%)
CFGHJUYJPJ BYNTHDFKB WFKRTEKB VJVFDFKB LFRDBHDT<BCF"DBC
YJHVFKEHB GJGEKFWBBLFY& pjuflfl fvjwfyf fct .fkb,lt,f% yjhvfkehb
gjgekfwbblfy fqt,ekbf ithxtdf^ X=(X 1 ,X 2 ,...,X n )^ hjvkbc cfaesdtkpt udbylf
ufydzdhbnj' vjvfdfkb lfvjerblt,tkb X n+1 lfrdbhdt,bc cblblt& othnbkjdfy
ghjuyjpc fv cblblbcf'dbc ofhvjflutyc ithxtdb'b cfiefkj^ X & fvfc'fy e= X –X n+1
itwljvbc kjlbyb yekbc njkbf (E X =EX n+1 )^ [jkj lbcgthcbf vjbwtvf ajhvekb'
De = σ2(1+1/n),
cflfw σ -gjgekfwbbc lbcgthcbff& vfifcflfvt^
2

X − X n +1
e = ( X –X n+1 ) ~ N(0, σ2(1+1/n)); T= ~ t(n–1),
S / 1 + 1/ n
cfblfyfw cnfylfhnekb vc]tkj,b' fldbkb lfcflutybf itvltub%

(1–α)-cfghjuyjpj bynthdfkb yjhvfkehb gjgekfwbblfy itcfhxtdb vjvfdfkb

Xn+1 lfrdbhdt,bcf'dbc itvltubf%

( X – S' 1+ 1
n
⋅tn-1, α/2 ; X + S ' 1 + 1
n
⋅t n-1, α/2) (10.24)

vfufkbsb 10.5. vjwtvekbf 16 xdtekt,hbdb fmwbbc okbehb fvjyfut,bc

lfrdbhdt,ekb vybidytkj,fyb& lfdeidf'^ hjv tc vjyfwtvt,b ofhvjflutyc htghtpty-
nfnek ithxtdfc fmwbf'f fvjyfut,t,bc lblb gjgekfwbblfy^ hjvtkbw yjhvfke-
hflff ufyfobkt,ekb& tc vjyfwtvt,bf (vjyfwtvt,b lfvhudfkt,ekbf)%
5 –4 10 15 11 25 –5 17
–5 0 8 12 14 8 1 5
fv vjyfwtvt,bc cfaesdtkpt% f) ufvjd'dfkj' ithxtdb'b cfiefkj lf cnfylfhnekb
uflf[hf* ,) 0.95-ylj,bc bynthdfkb gjgekfwbbc cfiefkjcf'dbc* u) 95%-bfyb
cfghjuyjpj bynthdfkb fv gjgekfwbblfy itcfhxtdb vjvfdfkb lfrdbhdt,bcf'dbc (t&b&
gjgekfwbblfy itv'[dtdb' fhxtekb fmwbbc fvjyfut,bcf'dbc)
fvj[cyf&
290

f) X =7.3, S2=68.21, S ' 2 =72.9, S ' ≈8.5&

,) 0.95-ylj,bc bynthdfkb vjbwtvf (10.23) ajhvekb'% (t 15,0.025 =2.131≈2.13)
8.5 8.5
(7.3– ⋅2.13 ≤ µ ≤ 7.3+ ⋅2.13).
4 4
cf,jkjjl^ udtmyt,f^ hjv cfiefkjcf'dbc 95%-bfyb ylj,bc bynthdfkbf (2.8 ; 11.8).
u) 95%-bfyb cfghjuyjpj bynthdfkb vjvfdfkb lfrdbhdt,bcf'dbc fbut,f (10.24)
ajhvekb'%
(7.3–8.5 1 + 161 ⋅2.13 ; 7.3+8.5 1 + 161 ⋅2.13),

cfblfyfw^ eiefkj ufvj'dkt,b' vbdbqt,'^ hjv cfsbt,tkb bynthdfkbf (–11.36 ;

25.36)&
vfufkbsb 10.6. ufydb[bkj' 10 itv'[dtdb' ithxtek /j' ljuib w[bvbc
itvwdtkj,bc vjyfwtvt,b%
25.2 21.3 22.8 17.0 29.8 21.0 16.0 25.5 20.9 19.5
d'mdf'^ xdty dfgbht,' th'b fct'b nbgbc /j' ljubc .bldfc lf udfbynthtct,c hjujhb
bmyt,f vfcib w[bvbc itvwdtkj,f&
fvj[cyf& hf'f dbcfhut,kj' (10.24) ajhvekb'^ ufvjd'dfkj' X =21.9,
S ' =4.134& 'e lfdfabmcbht,' 1–α=0.95 ljytc^ vfhnbdb ufvj'dkt,b' fldbkfl
lfdhoveylt,b'^ hjv cfsbt,tkb cfghjuyjpj bynthdfkbf (12.09 ; 31.71).
YLJ<BC BYNTHDFKB YJHVFKEHB GJGEKFWBBC LBCGTHCBBCF LF
CNFYLFHNEKB UFLF{HBCF"DBC& d'mdf'^ yjhvfkehb gjgekfwbblfy
X=(X 1 ,X 2 ,...,X n ) ithxtdbc cfaesdtkpt udcehc fdfuj' (1–α)-ylj,bc bynthdfkb
gjgekfwbbc lbcgthcbbcf'dbc&
ufydb[bkj' jhb itv'[dtdf%
1. gjgekfwbbc cfiefkj wyj,bkbf lf µ-c njkbf% yjhvfkehb vjltkb N(µ,σ2)*
2. ewyj,bf gjgekfwbbc jhbdt gfhfvtnhb% yjhvfkehb vjltkb N(θ 1 ,θ 2 2)&
gbhdtk itv'[dtdfib eylf dbcfhut,kj'
1 n
∑ ( X i − µ)
2

θ 2 i =1
cnfnbcnbrb'^ hjvtkcfw .jdtkb abmcbht,ekb θ-c lhjc fmdc χ2-ufyfobkt,f^ n
'fdbceakt,bc [fhbc[b'&

(1–α)-ylj,bc bynthdfkc yjhvfkehb gjgekfwbbc lbcgthcbbcf'dbc^ hjltcfw

gjgekfwbbc cfiefkj wyj,bkbf^ fmdc itvltub cf[t%
∑ n n 2 
 ( X i − µ) ∑ ( X i − µ) 
2
i =1 i =1
 , , (10.25)
 χ n ,α / 2 χ n2 ,1−α / 2 
2

 
cflfw χ2n,p fhbc χ2(n) ufyfobkt,bc ptlf p-rhbnbrekb othnbkb&
10 ITAFCT<BC "TJHBF 291

yf[ 10.3

bv itv'[dtdfib^ hjltcfw cfiefkjw ewyj,bf^ dcfhut,kj,'

nS 2
θ 22
cnfnbcnbrb'^ hjvkbc ufyfobkt,f .jdtkb abmcbht,ekb θ=(θ 1 , θ 22 )-bcf'dbc
cnfylfhnekbf lf tv'[dtdf χ2-ufyfobkt,fc n–1 'fdbceakt,bc [fhbc[b'&
vfifcflfvt^ 'e g 1 lf g 2 velvbdt,c itdfhxtd' itvltub 'fyfafhlj,t,blfy% g 1 =χ2 1-α/2,n-1
lf g 2 =χ2 α/2,n-1 ^vfiby
 nS 2 
P θ  g1 < 2 < g 2  = 1–α/2–α/2 = 1–α.
 θ2 
cf,jkjjl^

(1–α)-ylj,bc bynthdfkc yjhvfkehb gjgekfwbbc ewyj,b lbcgthcbbcf'dbc^

hjltcfw gjgekfwbbc cfiefkjw ewyj,bf^ fmdc itvltub cf[t%
 nS 2 nS 2 
 , , (10.26)
 χ n2 −1,α 2 χ 2n −1,1−α 2 
 
cflfw S2-ithxtdb'b lbcgthcbff^ [jkj χ2n-1, p fhbc χ2(n–1) ufyfobkt,bc ptlf p-
rhbnbrekb othnbkb&

(1–α)-ylj,bc bynthdfkb cnfylfhnekb uflf[hbcf'dbc vbbqt,f (10.26)

bynthdfkbc ,jkjt,blfy rdflhfnekb atcdbc fvjqt,b'&
vfufkbsb 10.7. (10.6 vfufkb'bc ufuhstkt,f) fdfuj' 95%-bfy ylj,bc
bynthdfkb gjgekfwbbc ewyj,b lbcgthcbbcf'dbc&
fvj[cyf& fv vfufkb'ib n=16, α=0.05, χ2 15,0.025 ≈27.5, χ2 15,0.975 ≈6.3^ fvfdt lhjc
ufvj'dkbkb udfmdc S2=68.21& xdty f[kf itudbskbf ufvjdb.tyj' (10.26) ajhvekf
ewyj,b lbcgthcbbcfd'bc 95%-bfyb ylj,bc bynthdfkbc fcfut,fl%
 16 ⋅ 68.21 16 ⋅ 68.21 
 ≤ σ2 ≤ .
 27.5 6.3 
cf,jkjjl^ cfsbt,tkb bynthdfkbf (39.7 ; 173.2).
292

YLJ<BC BYNTHDFKB GJGEKFWBBC CFIEFKJCF"DBC ITHXTDBC LBLB

VJWEKJ<BC ITV"{DTDFIB& obyf geymnt,ib ewyj,b cfiefkjcf'dbc ylj,bc
bynthdfkbc fut,bcfc duekbc[vj,lb'^ hjv gjgekfwbf yjhvfkehflff
ufyfobkt,ekb& fvfc'fy^ ithxtdbc vjwekj,f yt,bcvbthb b.j& tc ufygbhj,t,ekb b.j
bvb'^ hjv yjhvfkehb gjgekfwbbc itv'[dtdfib ithxtdb'b cfiefkjcf lf
lbcgthcbbc ufyfobkt,f pecnflf fhbc wyj,bkb^ hfcfw cfpjufljl^ dth dbn.db' bv
gjgekfwbt,bcf'dbc^ hjvkt,bw fh fhbc yjhvfkehfl ufyfobkt,ekb& vbe[tlfdfl
fvbcf^ fk,f'j,bc 'tjhbbc pqdfhb'b 'tjhtvt,b cfiefkt,fc bsktdf fdfuj' ylj,bc
bynthdfkb gjgekfwbbc ewyj,b cfiefkjcf'dbc pjufl itv'[dtdfibw^ hjwf
ithxtdbc vjwekj,f^ n, cfrvfjl lblbf&
]th ufydb[bkj' itv'[dtdf^ hjltcfw gjgekfwbbc lbcgthcbf^ σ2^ wyj,bkbf&
wtynhfkehb pqdfhb'b 'tjhtvbc sfkb'^ hjwf ithxtdbc n vjwekj,f cfrvfhbcfl
lblbf
X −µ
Zn = n
σ/ n
cnfnbcnbrfc vbf[kjt,b' cnfylfhnekb yjhvfkehb ufyfobkt,f fmdc& fv afmnbc
ufvj.tyt,b'^ obyf geymnt,ib xfnfht,ekb cnfylfhnekb vc]tkj,b' itudbskbf
lfdfcrdyf'^ hjv
( X n –σ/ n z α/2 ; X n +σ/ n z α/2 ) (10.21')

bynthdfkc fmdc vbf[kjt,b' 1–α ylj,bc ljyt& fct' bynthdfkc^ [ibhfl^

fcbvgnjneh ylj,bc bynthdfkcfw eojlt,ty&
bv itv'[dtdfib^ hjltcfw gjgekfwbbc lbcgthcbfw ewyj,bf^ ufyb[bkt,f
Xn −µ
S n' / n
cnfnbcnbrf^ hjvtkbw ithxtdbc cfrvfhbcfl lblb vjwekj,bcfc (bv lfvfnt,b'b
P
afmnbc uf'dfkbcobyt,b'^ hjv S n' σ 2 ^ hjwf n→∞)^ vbf[kjt,b' yjhvfkehflff
ufyfobkt,ekb^ yekjdfyb cfiefkj'b lf th'tekjdfyb lbcgthcbb'& fmtlfy^
cnfylfhnekb vc]tkj,bc ufvj.tyt,b'^ itbskt,f ufrt'ltc lfcrdyf% bynthdfkb
( X n –S '/ n z α/2 ; X n +S '/ n z α/2 ) (10.23'')

ofhvjflutyc 1–α ylj,bc ljybc fcbvgnjneh bynthdfkc (vbcb ylj,bc ljyt

vbf[kjt,b' (1–α)-c njkbf)&
cfpjufljl^ hjltcfw n≥30^ (10.23'') bynthdfkb itbskt,f ufvj.tyt,ekb bmytc
ewyj,b cfiefkjc bynthdfkehb itafct,bcf'dbc ≈(1–α)⋅100%-bfyb ylj,bc ljyb'^
pjufl itv'[dtdfibw&
10.4 vfufkb'bc ufy[bkdbcfc lfdeidb'^ hjv gjgekfwbbc ufyfobkt,f
yjhvfkehbf lf fdfut' itcf,fvbcb 95%-bfyb lf 99%-bfyb ylj,bc bynthdfkt,b& fv
vfufkb'ib ithxtdbc vjwekj,f (n=60) cfrvfhbcfl lblbf lf fut,ekb bynthdfkt,b
ufvjcfltub bmyt,jlf bv itv'[dtdfibw^ xdtyb lfidt,f gjgekfwbbc yjhvfkehfl
ufyfobkt,ekj,bc itcf[t, vwlfhb hjv .jabkb.j&
10 ITAFCT<BC "TJHBF 293

<THYEKBC CMTVFIB OFHVFNT<BC EWYJ<B FK<F"J<BC (GJGEKFWBBC

GHJGJHWBBC) BYNTHDFKEHB ITAFCT<F& xdty'dbc rfhuflff wyj,bkb^ hjv
,thyekbc cmtvb' fqbotht,f hfbvt tmcgthbvtynbc itcfskj itltut,c ijhbc xdty'dbc
cfbynthtcj itltubc ufvjxtyf^ hjvtkcfw @ofhvfnt,fc# deojlt,' (vfufkb'fl^
uth,bc ufvjxtyf vjytnbc fult,bcfc^ keob mekbc vjcdkf rfvf'kbc fult,bcfc^ bchbc
vjybiyek ctmnjhpt ufxtht,f rfpbyjib hektnbc lfnhbfkt,bcfc lf c[df)&
cf[tklj,h^ .jdtk tmcgthbvtync erfdibhlt,f ,thyekbc X itv'[dtdb'b cblblt

1 0
X
p 1–p

cflfw^ X=1^ hjltcfw flubkb fmdc @ofhvfnt,fc# lf X=0^ obyffqvltu itv'[dtdib^

[jkj p @ofhvfnt,bc# fk,f'j,ff& pju]th @ofhvfnt,bc# p fk,f'j,fc gjgekfwbbc
ghjgjhwbfcfw eojlt,ty^ hfw vjnbdbht,ekbf itvltub vjcfpht,b'% d'mdf'^ udfmdc N
wfkb j,btmnbc fy bylbdblbcfufy itlutybkb gjgekfwbf^ hjvtkibw M bylbdblc
uffxybf hfbvt ufhrdtekb 'dbct,f (vfufkb'fl^ flfvbfy'f gjgekfwbfib tc 'dbct,t,b
itbskt,f b.jc% lfj]f[t,ekbf^ eveitdfhbf^ 200 kfhpt vtnb 'dbehb itvjcfdfkb
fmdc^ lflt,b'fl fafct,c v'fdhj,bc vbth ufy[jhwbtkt,ek trjyjvbreh htajhvt,c
lf c[df)& fv itv'[dtdfib^ 'e ofhvfnt,fl vbdbxytd'^ hjv gjgekfwbblfy itv'[dtdb'
ithxtek bylbdblc fy j,btmnc fqvjfxylt,f ufvj.jabkb 'dbct,f^ [jkj
gjgekfwbblfy ithxtdf [lt,f lf,heyt,b'& vfiby fv tmcgthbvtync erfdibhlt,f
,thyekbc itv'[dtdb'b cblblt^ cflfw @ofhvfnt,bc# fk,f'j,f bmyt,f gjgekfwbbc
ghjgjhwbf^ p=M/N&
xdtyc fvjwfyfc ofhvjflutyc^ ofhvfnt,bc ewyj,b p, 0<p<1, fk,f'j,bc
bynthdfkehb itafct,bc fut,f n ufyvtjht,b'b lfvjerblt,tkb tmcgthbvtynbc
itltut,bc fye
X 1 , X 2 , ... , X n
ithxtdbc cfaesdtkpt^ cflfw X i fhbc i-ehb lfvjerblt,tkb tmcgthbvtynbc itltub&
ewyj,b p fk,f'j,bc cfert'tcj othnbkjdfyb itafct,ff afhlj,b'b
cb[ibht^
∧ ν
Pn = n , (10.27)
n
n
cflfw^ ν n = ∑ X i ofhvfnt,f'f hfjltyj,ff n lfvjerblt,tk wlfib^ fvfc'fy
i =1
∧ p (1 − p )
∧
E P n = p, D Pn = .
n
ewyj,b p fk,f'j,bcf'dbc ylj,bc bynthdfkbc fcfut,fl b.tyt,ty
∧
Pn − p
p (1 − p )
n
cnfnbcnbrfc^ hjvtkbw^ 'e ithxtdbc vjwekj,f n cfrvfhbcfl lblbf^ vbf[kjt,b'
yjhvfkehflff ufyfobkt,ekb^ yekjdfyb cfiefkj'b lf th'tekjdfyb lbcgthcbb'^
294

vfuhfv fv cnfnbcnbrbc ufvjcf[ekt,fib vybidytkb itbwfdc itcfafct,tk p

gfhfvtnhc^ hfw fsytkt,c cnfylfhnekb upb' ylj,bc bynthdfkbc fut,fc& mdtvj'
cbvfhnbdbc'dbc xdty ufvjdnjdt,' mdtlf byltmc n-c itafct,bc cf'fyflj
∧ ∧ ∧
ajhvekt,ib lf lfdoth' P lf Q =1– P &
itbskt,f ufvjdb.tyj' ufvfhnbdt,ekb vblujvf^ hjvkbc 'fyf[vflfw
∧
vybidytkib ewyj,b p eylf itbwdfkjc vbcb P itafct,b' lf fmtlfy vj.jkt,ekb
ylj,bc bynthdfkb fbujc cnfylfhnekb vc]tkj,b'& pjubth'b fdnjhbc
∧ ∧
htrjvtylfwbb' tc vblujvf itbskt,f ufvj.tyt,ekb bmytc^ hjltcfw n P ≥5 lf n Q ≥5^
∧ ∧
pjubth'b rb ud'fdfpj,c c[df dfhbfync% n P ≥10 lf n Q ≥10&

ithxtdbc lblb vjwekj,bc itv'[dtdfib (1–α)-ylj,bc bynthdfkc ewyj,bc

fk,f'j,bcf'dbc fmdc cf[t
∧ ∧ ∧ ∧ ∧ ∧ 
 P− z α / 2 P Q ; P+ z α / 2 P Q  (10.28)
 n n 
 
∧
νn
cflfw^ P = n
^ νn ofhvfnt,f'f hfjltyj,ff n wlfib&
∧ ∧
tc bynthdfkb itbskt,f ufvj.tyt,ekb bmytc^ hjwf n P ≥5, n Q ≥5& zα/2
cnfylfhnekb yjhvfkehb ufyfobkt,bc ptlf α/2-rhbnbrekb othnbkbf&

fqothbkbcfufy ufyc[dfdt,ekb vblujvf t.hlyj,f bctd yjhvfkehb

fghjmcbvfwbbc ufvj.tyt,fc%
 ∧ 
 P− p 
P  − zα / 2 ≤ ≤ z α / 2  ≈ 1–α, (10.29)
 p (1 − p ) 
 
n
lf itvltub ufynjkt,bc fvj[cyfc (p wdkflbc vbvfh')%
∧
P− p
= z α/2 , (10.30)
p (1 − p )
n
hfw itcf,fvbcb enjkj,t,bc fvj[cyfcfw bsktdf&
cf,jkjjl^ fv upb' vbbqt,f eahj lfpecnt,ekb (1–α)-ylj,bc bynthdfkb
∧ ∧ ∧
z α2 / 2 z α2 / 2
P+ ± zα / 2 PQ
+
2n n 4n2
(10.31)
1+ ( z α2 / 2 ) / n
10 ITAFCT<BC "TJHBF 295

hjltcfw n bvltyfl lblbf^ hjv itcfskt,tkbf z α2 / 2 -bc itvwdtkb otdht,bc

euekt,tk.jaf (yek'fy ufnjkt,f) fv bynthdfkblfy vbbqt,f (10.28) bynthdfkb
vfufkbsb 10.8. cfofhvj eidt,c ufhrdtekb nbgbc ghjlemwbfc& vtyt]thc
fbynthtct,c itfafcjc ltatmnehb ghjlemwbbc ghjgjhwbf& fv vbpyb' ithxtekb b.j
400 th'tekb^ hjvtk'f ijhbc ltatmnehb fqvjxylf 60& 99%-bfyb ylj,bc ljyb'
ffut' bynthdfkehb itafct,f cfofhvjc vbth ufvjidt,ekb ltatmnehb ghjlemwbbc
ewyj,b ghjgjhwbbcf'dbc&
∧ ∧ ∧
fvj[cyf& P =60/400=0.15, Q =1– P =0.85, α=0.01, z α/2 =2.58& hflufy n=400,
∧ ∧
n P =60, n Q =340^ fvbnjv itudbskbf dbcfhut,kj' (10.28) ajhvekb'^ hjvkbc
'fyf[vfl cfsbt,tkb bynthdfkbf

0.15 ± 2.58 0.15⋅0.85

400
= 0.15±0.046.

t&b&^ ewyj,b ghjgjhwbbcf'dbc 99%-bfyb ylj,bc bynthdfkbf (0.104;0.196)^ itafct,bc

cbpecntf ε=0.046&
f[kf itdt[j' cfrb'[c^ 'e hjujh vjdst,yj' ithxtdbc vbybvfkehb n
vjwekj,f^ hjvtkbw epheydtk.jac cbpecnbc vjwtvek ljytc (fye obyfcofh
abmcbht,ekb L cbuhsbc ylj,bc bynthdfkc) ylj,bc abmcbht,ekb (1–α)-ljybc
itv'[dtdfib&
(10.28) ajhvekb' vjwtvekb bynthdfkbc cbuhstf
∧ ∧
PQ
L = 2z α/2 , (10.32)
n
cfblfyfw .jdtkb abmcbht,ekb L-bc lhjc^ itcfskt,tkbf ithxtdbc n vjwekj,bc
gjdyf%
∧ ∧
4 z α2 / 2 P Q
n* = . (10.33)
L2
∧
'e cfcehdtkb cbpecnt ε lfabmcbht,ekbf (P{| P –p|≤ε}≈(1–α))^ vfiby L=2ε
lf vbdbqt,'^ hjv
∧ ∧
z α2 / 2 P Q
n* = . (10.33')
ε2
∧
vfuhfv fm ghj,ktvf bcff^ hjv xdty ]th fh udfmdc [tk' ithxtdf lf itcf,fvbcfl^ P -bw
ewyj,bf& fhct,j,c hfvltybvt itcfskj ufvjcfdfkb fv vlujvfhtj,blfy& xdty itbskt,f
obyfcofh ufudfxyltc hfbvt vjcfpht,f ewyj,b fk,f'j,bc vbf[kjt,b'b
∧
vybidytkj,bc itcf[t, lf (10.33) ufvjcf[ekt,fib ewyj,b P itdwdfkj' fv
vybidytkj,b'& itcfskt,tkbf c[df upfw^ obyfcofh fdbqj' vwbht n 0 vjwekj,bc
∧ ∧
ithxtdf^ bmblfy fdfuj' P n0 lf P itdwdfkj' fv cblblb' (10.33) ajhvekfib&
296

th'-th'b fknthyfnbekb vblujvf t.hlyj,f bv afmnc^ hjv p(1–p) yfvhfdkb

vfmcbvevc fqotdc p=1/2 othnbkib lf vwbhlt,f fv othnbkblfy yt,bcvbthb
∧
vbvfh'ekt,b' vjshfj,bcfc& fvbnjv^ .dtkfpt vfhnbdbf (10.33) ajhvekfib P
fdbqj' 1/2-bc njkfl^ t&b&^
z2  z2 
n~ = α 2/ 2  α /22 ^ ' e ε = L2  . (10.34)
L  4ε 
∧
w[flbf^ hjv fv itv'[dtdfib n~ >n*^ bvbcufy lfvjerblt,kfl^ 'e hf cblblbcff P lf
fvbnjv n~ -bc njkb vjwekj,bc ithxtdb' vbqt,ekb bynthdfkbc cbuhst
cbyfvldbktib vtnb fqvjxylt,f dblht L&
vfufkbsb 10.9. vfhrtnbyubc vtyt]thc cehc itfafcjc bv v.jldtk'f
ghjgjhwbf^ hjvkt,bw vpfl fhbfy itbsbyjy f[fkb nbgbc cfhtw[b cfiefkt,f&
hjujhb eylf b.jc ithxtdbc bc vbybvfkehb n* vjwekj,f^ hjvtkbw
epheydtk.jac cbpecnbc abmcbht,ek ε=0.01 ljytc 99%-bfyb ylj,bc ljyb'~
fvj[cyf& hflufy α=0.1^ fvbnjv z α/2 =z 0.05 =1.645& dbcfhut,kj' (10.34)
ajhvekb'^ vbdbqt,'%
(1.645) 2
n* = = 423.
4 ⋅ (0.04) 2

(1–α)-YLJ<BC PECNB BYNTHDFKB GJGEKFWBBC GHJGJHWBBCF"DBC&

obyf geymnib xdty fdfut' fcbvgnjnehb ylj,bc bynthdfkb gjgekfwbbc ewyj,b ghj-
∧ ∧
gjhwbbcf'dbc bv lfidt,fib^ hjv n cfrvfhbcfl lblbf (vfufkb'fl^ n P >10, n Q >10)&
∧
bv afmnbc ufvj.tyt,b'^ hjv wyj,bkbf P cnfnbcnbrbc pecnb ufyfobkt,f
itcfskt,tkbf fut,ekb bmytc pecnb ylj,bc bynthdfkb&
xdty udthlc fdedkb' ylj,bc bynthdfkbc fut,bc vt'jlc lf vjdb.dfy'
v[jkjl (1–α)-ylj,bc bynthdfkbc cf[tc& rthsjl^ hjltcfw ithxtdb'b ghjgjhwbbc
∧
lfrdbhdt,ekb vybidytkj,f (k/n)-bc njkbf (t&b& flubkb /mjylf k ofhvfnt,fc)^ P =k/n^
vfiby (1–α)-ylj,bc bynthdfkb bmyt,f (θ 1 ,θ 2 )^ cflfw θ 1 lf θ 2 hbw[dt,b vjbst,yt,f
ufynjkt,t,blfy%
n n−r α
∑ C n θ1 (1 − θ1 ) = ,
r r
r =k 2 (10.35)
k n−r α
∑ C n θ 2 (1 − θ 2 ) = .
r r
r =0 2

(1–α)-YLJ<BC BYNTHDFKB GEFCJYBC VJLTKBC GFHFVTNHBCF"DBC&

itdt[j' ylj,bc bynthdfkbc fut,bc cfrb'[c gefcjybc Π(θ) vjltkbc ewyj,b θ
gfhfvtnhbcf'dbc&
d'mdf'^ (X 1 , ... , X n ) fhbc n-vjwekj,bc ithxtdf L {X}∈Π(θ) gjgekfwbblfy^
t&b& P θ {X i =k}= θk ! e − θ , k=0, 1, 2, ... , EX i =θ, DX i =θ& fvbnjv cnfnbcnbrf^ hjvtkcfw
k
10 ITAFCT<BC "TJHBF 297

ufvjdb.tyt,' θ gfhfvtnhbcf'dbc ylj,bc bynthdfkbc fcfut,fl^ bmyt,f X n & fvfc'fy

'e n cfrvfhbcfl lblbf
Xn −θ
θ/n
cnfnbcnbrf vbf[kjt,b' yjhvfkehflff ufyfobkt,ekb (0,1) gfhfvtnht,b'& fvbnjv
'e z α/2 cnfylfhnekb yjhvfkehb ufyfobkt,bc ptlf α/2-rhbnbrekb othnbkbf^

| X − θ | 
Pθ  n ≤ z α / 2  ≈ 1–α.
 θ / n 
cfblfyfw cf,jkjjl udtmyt,f^ hjv (1–α)-ylj,bc fcbvgnjneh bynthdfkc gefcjybc
ufyfobkt,bc ewyj,b θ gfhfvtnhbcf'dbc tmyt,f cf[t%

(X n )
− zα / 2 X n / n; X n + zα / 2 X n / n . (10.36)

itybidyf& itcfskt,tkbf^ pecnb (1–α)-ylj,bc bynthdfkbc fut,fw& cf[tklj,h^ 'e

X n cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,ff k/n^ vfiby (1–α)-ylj,bc bynthdfkb
bmyt,f (θ 1 ,θ 2 )^ cflfw θ 1 lf θ 2 itcf,fvbcfl^ itvltub ufynjkt,t,bc fvj[cyt,bf%
− nθ ( nθ1 ) α
∞ r
∑e 1 = ,
r =k r! 2 (10.37)
− nθ 2 ( nθ 2 ) α
k r
∑e = .
r =0 r! 2
YLJ<BC BYNTHDFKT<BC FUT<F CFCHEKB GJGEKFWBBC CFIEFKJ-
CF"DBC^ HJLTCFW ITHXTDF OFHVJT<C LF<HEYT<BC UFHTIT& xdtyc vbth fut,ekb
ylj,bc bynthdfkt,b gjgekfwbbc cfiefkjcf'dbc ufvjcfltubf v[jkjl vfiby^
hjltcfw ithxtdf ofhvjt,c ecfchekj^ fye ofhvjcf[db'b gjgekfwbblfy^ fy
cfchekb gjgekfwbblfy lf,heyt,b'&
'e ithxtdf cfchekb gjgekfwbblfy ofhvjt,c lf,heyt,bc ufhtit^ vfiby
ithxtdbc
X 1 , ... , X n
tktvtynt,b fqfh ofhvjflutyty lfvjerblt,tk itv'[dtdb' cblbltt,c& tc
ufvjodtekbf bvb'^ hjv hjujhw rb fvjdfhxtd' th' tktvtync gjgekfwbblfy^
vfibydt bwdkt,f gjgekfwbbc cnhemnehf lf tc wdkbkt,f lfvjrblt,ekbf bvfpt^ 'e
rjyrhtnekfl hjvtkb tktvtynb b.j ithxtekb&
vbe[tlfdfl fvbcf^ sfkfib hxt,f itvltub afmnt,b% 'e gjgekfwbbc cfiefkj
µ-c njkbf^ [jkj lbcgthcbf rb σ2-bcf^ vfiby
σ2 N − n
E X n = µ, D Xn = , (10.38)
n N −1
cflfw N gjgekfwbbc vjwekj,ff&
fvhbufl
298

1. D X n ≤ σ2/n*
2. D X n → σ2/n^ hjwf N→∞^ n rb abmcbht,ekbf*
3. D X n → 0^ hjwf n→N* hjltcfw n=N, vfiby X n =µ&

fmtlfy ufvjvlbyfht itbskt,f dfvnrbwj'^ hjv hjltcfw gjgekfwbbc N

vjwekj,f cfrvfhbcfl lblbf^ lblbf ithxtdbc vjwekj,f n-bw^ vfuhfv fh itbskt,f
N −n
N −1
'fyfvfvhfdkbc euekt,tk.jaf (10.21) ufvjcf[ekt,fib^ (1–α)-ylj,bc
fcbvgnjneh bynthdfkc cfchekb gjgekfwbbc ewyj,b cfiefkjcf'dbc^ hjltcfw
gjgekfwbbc lbcgthcbf wyj,bkbf fmdc cf[t%

 
Xn − σ N −n
zα / 2 ; X n +
σ N −n
z α / 2  . (10.39)
 N −1 N −1
 n n 
N −n
N −1
'fyfvfvhfdkc eojlt,ty itcojht,fc gjgekfwbbc cfchekj,fpt&
bv itv'[dtdfib^ hjltcfw gjgekfwbbc lbcgthcbfw ewyj,bf (10.39)
ufvjcf[ekt,fib σ eylf itbwdfkjc vbcb S ' itafct,b'&

***
fv 'fdib ufvj.tyt,ekbf itvltub obuyt,b% [12], [21], [22], [25], [30], [31], [33],
[34], [39], [41], [55], [58], [64], [66], [69], [73], [79], [82], [83], [84], [86].

LFCRDYT<B

vjwtvekbf gjgekfwbbc ewyj,b gfhfvtnhbc othnbkjdfyb itafct,bcf lf

itafct,t,bc xfeyfwdkt,kj,bc^ sfkvjcbkt,bcf lf tatmnehj,bc 'dbct,f'f
ufycfpqdht,f&
vj.dfybkbf hfj-rhfvthbc enjkj,f^ hjvtkbw flutyc mdtlf cfpqdfhc
xfeyfwdkt,tk itafct,f'f lbcgthcbt,bcf'dbc t&o& htuekfhek vjltkt,ib^
hjvkt,cfw vbtre'dyt,f yjhvfkehb^ ,byjvehb^ tmcgjytywbfkehb lf c[df
ufdhwtkt,ekb vjltkt,b&
uflvjwtvekbf othnbkjdfy itafct,f'f fut,bc hfvltybvt vt'jlb^ tctybf%
lfcf]thj,bc vfmcbvevbc^ vjvtyn'f lf χ2-bc vbybvevbc vt'jlt,b&
vj.dfybkbf fuht'dt bynthdfkehb itafct,bc fye ylj,bc bynthdfkt,b'
itafct,bc ufycfpqdht,f lf bynthghtnfwbf&
fut,ekbf (1–α)-ylj,bc bynthdfkt,b yjhvfkehb gjgekfwbbc cfiefkjcf lf
lbcgthcbbcf'dbc^ ufhlf fvbcf fut,ekbf fcbvgnjnehb (1–α)-ylj,bc bynthdfkt,b
gjgekfwbbc cfiefkjcf'dbc^ hjltcfw gjgekfwbbc ufyfobkt,f fh fhbc yjhvfkehb^
vfuhfv ithxtdbc vjwekj,f cfrvfhbcfl lblbf&
fut,ekbf hjujhw fcbvgnjnehb^ fctdt pecnb (1–α)-ylj,bc bynthdfkt,b
gjgekfwbbc ghjgjhwbbcf'dbc&
10 ITAFCT<BC "TJHBF 299

CFDFH}BIJT<B

10.1. fqotht'^ hjujh bvjmvtlt,c ewyj,b cfiefkjcf'dbc fut,ek

abmcbht,ekb 1–α ljybc ylj,bc bynthdfkbc cbuhstpt% a) ithxtdbc vjwekj,bc
phlf^ b) cnfylfhnekb uflf[hbc phlf&

10.2. fqotht' hjujh fhbc lfvjrblt,ekb ylj,bc bynthdfkbc cbuhst

ylj,bc ljytpt& rthsjl^ hf vjedf ylj,bc bynthdfkbc cbuhstc^ 'e% a) ylj,bc ljyt
ufbphlt,f 95%-lfy 99%-vlt^ b) ylj,bc ljyt itvwbhlt,f 95%-lfy 90%-vlt&

10.3. yjhvfkehb gjgekfwbblfy^ hjvkbc lbcgthcbf 100-bc njkbf^

fqt,ekbf ithxtdf^ hjvkbc vjyfwtvt,bf
12 8 22 15 30 6 39 48
ffut' 90%-bfyb ylj,bc bynthdfkb ewyj,b cfiefkjcf'dbc&

10.4. n=75 vjwekj,bc ithxtdbc vjyfwtvt,vf vjudwf% X n =27.3, S '=7.8& ffut'

99%-bfyb ylj,bc bynthdfkt,b ewyj,b cfiefkjcf lf lbcgthcbbcf'dbc&

10.5. th'-th'b lblb eybdthcbntnbc cneltynt,bcfufy fqt,ekb bmyf n=70

vjwekj,bc ithxtdf& vf'b ufvjrb'[dbc cfaesdtkpt lfflubytc^ hjv vf' vbth th'b
rdbhbc vfysbkpt cfibyfj lfdfkt,t,pt lf[fh]ekb cfiefkj lhj itflutyc 14.3
cff'c& xf'dfkt'^ hjv σ=4 lf ffut' 99%-bfyb ylj,bc bynthdfkb ewyj,b
cfiefkjcf'dbc&

10.6. vfhrtnbyubc vtyt]thb uflfo.dtnbkt,bc ghjwtcibf% ufbnfyjc 'e fhf

f[fkb ghjlemwbf ,fpfhpt& fvbc ufcfhrdtdfl cfzbhjf itafcltc bv gbh'f ghjgjhwbf
gjgekfwbfib^ hjvkt,bw vpfl fhbfy itbsbyjy tc ghjlemwbf& hfvltyfl lblb eylf
b.jc ithxtdbc vjwekj,f^ hjvtkbw epheydtk.jac gjgekfwbbc ghjgjhwbbc 3%-
bfyb cbpecnb' itafct,fc^ 99%-bfyb ylj,bc ljyb'~

10.7. cfvtlbwbyj cnfnbcnbrjcc cehc itfafcjc bv flfvbfyt,bc cfiefkj

rkt,f ojyfib^ hjvkt,bw xf,vekyb fhbfy f[fk lbtnfib& obyfcofhb ufvjrdktdb' vfy
lfflubyf^ hjv vbybvfkehb rkt,f ojyfib b.j 3 ru^ vfmcbvfkehb rb – 39& vjst,yt'
ithxtdbc bc vjwekj,f^ hjvtkbw fewbkt,tkbf cfiefkj rkt,bc 90%-bfyb ylj,bc
ljyb' 2 ru-bc cbpecnb' itcfafct,kfl&
vb'b't,f% ufb[ctyt' cfvb cbuvfc otcb yjhvfkehb gjgekfwbbcf'dbc&

10.8. vjwtvekbf 10 gfce[bcvut,tkb vlbdybc okbehb [tkafcb ($ 1 000-ib)

35.0 67.5 51.5 53.0 38.0 42.0 29.5 31.5 46.0 37.5
300

xf'dfkt'^ hjv gfce[bcvut,tk vlbdfy'f [tkafct,bc gjgekfwbf yjhvfke-

hflff ufyfobkt,ekb lf vjst,yt'% a) cfiefkj [tkafcbc xfeyfwdkt,tkb^ sfkvj-
cbkb lf tatmnehb itafct,f^ b) lbcgthcbbc xfeyfwdkt,tkb lf sfkvjcbkb itafct,f^
c) $ 40 000-pt vtnb [tkafcbc vmjyt gbh'f ghjgjhwbf gjgekfwbfib&

10.9. ,fyrbc vtyt]thc fbynthtct,c itfafcjc ltgjpbnt,bc cfiefkj

vjwekj,f rkbtynt,bc ufhrdtekb rkfcbcf'dbc& 400 fct'b ltgjpbnbcfufy fqt,ekb
itv'[dtdb'b ithxtdbc cfiefkjv itflubyf X n =61.23 ($)^ [jkj cnfylfhnekb
uflf[hff – S '=18.20 ($)& ffut' 95%-bfyb ylj,bc bynthdfkb ltgjpbnt,bc cfiefkj
vjwekj,bcf'dbc&
vb'b't,f% n=400^ fvbnjv itcfskt,tkbf ufvj.tyt,ekb bmytc (11.23")
ajhvekf fcbvgnjnehb (1–α)-ylj,bc bynthdfkbc fcfut,fl gjgekfwbbc ewyj,b
cfiefkjcf'dbc&

10.10. 'mdty lfufdfktc ufvj'dfkj' ithxtdbc bc vbybvfkehb vjwekj,f^

hjvtkbw epheydtk.jac ,eqfknht,bc cfiefkj [tkafcbc itafct,fc abmcbhtekb
cbpecnb'f lf abmcbht,ekb ylj,bc ljyb'& gjgekfwbbc lbcgthcbf ewyj,bf lf
'mdty itubskbf' hfbvt dfhfelb ufvj'mdf' vbc cblbltpt&
xdty itudbskbf itvju'fdfpj' th'-th'b vt'jlb% 'mdtyb ufvjwlbkt,blfy lf
hfbvt lfvfnt,b'b byajhvfwbblfy ufvjvlbyfht vbf[kjt,b' lffcf[tkt' ,eqfknhbc
vbybvfkehb lf vfmcbvfkehb [tkafct,b^ d'mdf' x min lf x max & itvltu rb itfafct'
gjgekfwbbc cnfylfhnekb uflf[hf
x − x min
σ ≈ max
6
vfufkb'fl^ th'-th'vf cneltynvf (I) itvltub o.dbkb lffcf[tkf x min =$15
000, x max =$ 150 000 (vbcb vjcfpht,f bc b.j^ hjv $ 15 000-pt vwbht [tkafcbc vmjyt
vfc fhfdby eyf[fdc^ $ 150 000 rb lffcf[tkf bv vjcfpht,b'^ hjv ,eqfknht,b^
cfpjufljl^ fh tre'dybfy vlblfh'f atyfc)& II cneltynvf rb lffcf[tkf o.dbkb
x min =$22 000, x max =$ 200 000, (vjcfpht,f% vfvfvbcbc abhvfib .dtkfpt f[fkufphlf
fyfkbnbrjcbw rb fh bqt,c $ 22 000-pt yfrkt,c^ $ 200 000 [tkafcbc vmjyt
,eqfknthb vfy yf[f vfvfvbcbc cffqhbw[db ;ehyfkib)&
150000 − 15000
fvhbufl^ I cneltynbc itafct,b' σ1 ≈ = 22 500,
6
200000 − 22000
[jkj^ II cneltynbc itafct,b' rb σ2 ≈ = 29 667,
6
fv byajhvfwbfpt lf.hlyj,b' jhbdt dfhbfynbcf'dbc ufvj'dfkt' ithxtdbc
vbybvfkehb vjwekj,f^ hjltcfw ε=$ 5 000, α=0.05& ufert't' rjvtynfhb^ hfnjvff
cfcehdtkb cnfylfhnekb uflf[hbc itcfskjl pecnfl itafct,f% hf vj.dt,f bvfc 'e
itafct,ekb σ cbyfvldbktib yfrkt,bf^ dblht htfkehfl fhct,ekb lf gbhbmb'&
10 ITAFCT<BC "TJHBF 301

10.11. afhvfwtdnekb ofhvjt,bc ghjlemwbbc^ [fhbc[bc rjynhjkbc

vtyt]thvf^ obyf bcnjhbblfy ufvjvlbyfht bwbc^ hjv .jdtkb wfkrtekb rfacekf
itbwfdc vbyfhtd'f ufhrdtek ljpfc^ fvfc'fy ljpt,b vth.tj,c& rjynhjkbc
vtmfybpvb fhtuekbht,c vbyfhtd'f ljpbc cfiefkj ljytc& gthbjlekfl rjynhjkbc
vtmfybpvb vo.j,hblfy ufvjlbc lf itcfskjf^ vbyfhtd'f ljpbc cfiefkj ljyt fqfh
fqvjxyltc lfcfidt, afhukt,ib& rjynhjkbc vtmfybpvbc itvjovt,bc vbpyb' vpf
ghjlemwbblfy fbqt,f c[dflfc[df vjwekj,bc itv'[dtdb'b ithxtdf lf fbut,f ylj,bc
bynthdfkb gjgekfwbbc cfiefkjcf'dbc& b'dkt,f^ hjv vbyfhtd'f ljybc
dfhbf,tkj,f lff[kjt,b' velvbdbf lf vjbwtvf cnfylfhnekb uflf[hb'^ σ=2.5
(ljpbc th'tekb)&
ithxtdt,bc vb[tldb' vbqt,ekb itltut,b fhb'vtnbrekb cfiefkjcf'dbc
itvltubf%

1. n= 25, X n =153.4; 2. n=100, X n =125.6; 3. n=200, X n =148.9; 4. n=500, X n =206.4.

ffut' 95%-bfyb ylj,bc bynthdfkb ewyj,b cfiefkjcf'dbc lf fqotht'^ 'e

hjujh bwdkt,f ylj,bc bynthdfkt,bc cbufyt lfrdbhdt,f'f hbw[dbc phlfc'fy
th'fl&

10.12. cflfpqdtdj rjvgfybf fnfht,c afct,bc (ghtvbt,bc) rfnfkjubc

htdbpbfc& hbub' fmnefhc cehc itfafcjc bv vj'[jdyf'f cfiefkj cblblt^
hjvkt,bw ufvjodtekbf cf[fyshj itv'[dtdt,b' ufhrdtekb nbgbc cfw[jdht,tk
cf[kib& ithxtdbc hjkib fqt,ekb bmyf ,jkj okbc fyufhbicojht,bc vjyfwtvt,b&
cek ofhvjlutybkb b.j 19 cf[fyshj itv'[dtdf^ hjvtk'f vj'[jdyt,bc cfiefkj
cblblt fqvjxylf $ 73 249^ cnfylfhnekb uflf[hf rb – $ 37 246&
ffut' 99%-bfyb ylj,bc bynthdfkb ewyj,b cfiefkjcf'dbc&
10.13. th'-th'b lblb ,fyrbc rkbtyn'fufy itv'[dtdb' itbhxf 60 rkbtynb lf
ituhjdt,ekb bmyf itvltub vjyfwtvt,b% 1. 'b'jtekb vf'ufybc cf,fkfycj fyufhbipt
v.jab 'fy[t,bc cblblt* 2. bv rkbtyn'f ghjgjhwbf ithxtdfib^ hjvkt,cfw uffxybf'
∧
cflt,bnjhj ,fhf't,b ( p =0.433)& fv vjyfwtvt,bc cfaesdtkpt itcfafct,tkbf ,fyrbc
rkbtyn'f cf,fkfycj fyufhbibc cfiefkj cblblt (,fyrbc .dtkf rkbtynbc cf,fkfycj
fyufhbibcfufy itlutybkb gjgekfwbbc cfiefkj) lf cflt,bnjhj ,fhf'bc vmjyt
rkbtyn'f ghjgjhwbf&
cf,fkfycj fyufhbibcf'dbc ufvj'dkbkb bmyf ithxtdb'b cfiefkj
X n =$1499.9 lf cnfylfhnekb uflf[hf S '=596.9&
a) ffut' 99%-bfyb ylj,bc bynthdfkb ewyj,b cfiefkjcf lf
lbcgthcbbcf'dbc&
b) ffut' 95%-bfyb ylj,bc bynthdfkb cflt,bnjhj ,fhf'bc vmjyt rkbtyn'f
ghjgjhwbbcf'dbc&

10.14. itcfafct,tk gfhfvtnhc ofhvjflutyc bv v.bldtk'f ghjgjhwbf

gjgekfwbfib^ hjvkt,bw fv]j,byt,c X vfhrbc rjycthdbht,ek ghjlemwbfc Y
302

vfhrbcfc& fv vbpyb' itv'[dtdb'fl ithxtek 100 flfvbfyc lfehbulf X lf Y vfhrbc

rjycthdt,b tnbrtnt,bc ufhtit lf bv afmnjh'f xfvjyf'dfkb^ hjvtk'f vb[tldb'f
eylf itafct,ekb.j rjycthdbht,ekb ghjlemwbbc [fhbc[b& bc vfhrf^ hjvtkbw
vbbqt,lf .dtkfpt vfqfk fuhtubht,ek itafct,fc afmnjht,bc vb[tldb'^
xfb'dkt,jlf ert'tcfl& vbqt,ekb bmyf itltut,b%
bv gbh'f hfjltyj,f^ hjvkt,bw fv]j,byt,ty X vfhrbc rjycthdc – 59,
bv gbh'f hfjltyj,f^ hjvkt,bw fv]j,byt,ty Y vfhrbc rjycthdc – 37,
lfyfhxtyt,b – 4.
a) itfafct' gjgekfwbbc ewyj,b ghjgjhwbf&
b) ffut' 99%-bfyb ylj,bc bynthdfkb&
(gbhdtk hbuib uflfo.dbnt'^ ufvjlut,f 'e fhf yjhvfkehb fghjmcbvfwbf~)

10.15. fvjvhxtdtk'f cbblfy fqt,ekb bmyf n=1000 vjwekj,bc itv'[dtdb'b

ithxtdf& 'b'jtek fvjvhxtdtkc eylf ittafct,byf ghtpbltynbc gjgekfhj,f
vbvlbyfht vjvtynib& fv vbpyb' fvjvhxtdtkc lflt,b'b gfce[b eylf uftwf v[jkjl
th'pt itvltub cfvb obyflflt,blfy%
1. ghtpbltynb rfhufl fchekt,c vjdfktj,fc*
2. ghtpbltynb dth fchekt,c vjdfktj,fc*
3. fphb fh ufvfxybf&
gbhdtk obyflflt,fpt lflt,b'b gfce[b ufcwf 59%-vf& fv vjyfwtvt,bc
cfaesdtkpt%
a) itfafct' bv gbh'f ghjgjhwbf gjgekfwbfib^ hjvkt,bw lflt,b'fl
fafct,ty ghtpbltynbc vjqdfotj,fc*&
b) ffut' 95%-bfyb ylj,bc bynthdfkb fv ghjgjhwbbcf'dbc&

10.16. cfofhvjib [fhbc[bc rjynhjkbc vtyt]thbc th'-th'b aeymwbff

ufycfpqdhjc ltatmnehb [tkcfo.jt,bc obkb ofhvjt,ek ghjlemwbfib& 'e
ufdb'dfkbcobyt,' bv afmnc^ hjv [fhbc[bc itvjovt,bcfc cfzbhj [lt,f [tkcfo.jc
lfikf^ fvfdt lhjc bvfcfw^ hjv fhfyfrkt, vybidytkjdfybf gjgekfwbbc ewyj,b
ghjgjhwbbc itafct,bc cbpecntw^ ufcfut,b [lt,f hfvltyfl fmnefkehbf ithxtdbc
bv vbybvfkehb n* vjwekj,bc vjst,yf^ hjvtkbw bsktdf itafct,bc obyfcofh
lfcf[tkt,ek ε cbpecntc vjwtvekb 1–α ylj,bc ljyb'^ α=0.05, ε=0.005&
11

GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F

§1. CNFNBCNBREH ?BGJ"TPF"F ITVJOVT<F&

FVJWFYBC PJUFLB LFCVF
vf'tvfnbrehb cnfnbcnbrbc sbhb'flb vbpfyb^ hjujhw tc obyf 'fdibw
fqdybiyt'^ fhbc xfnfht,ekb lfrdbhdt,t,bc cfaesdtkpt cnfnbcnbrehb lfcrdyt,bc
vbqt,f itcfcofdkb tmcgthbvtynbc fk,f'ehb vjltkbc itcf[t,& fv 'fdib
itdbcofdkb' cnfnbcnbreh /bgj'tpf'f itvjovt,bc vt'jlt,c& hfbvt vjcfpht,fc
utythfkehb th'j,kbj,bc ufyfobkt,bc rfyjybc fy vbcb hbw[db'b vf[fcbf't,kt,bc
itcf[t, cnfnbcnbrehb /bgj'tpf tojlt,f& /bgj'tpf'f itvjovt,bc fvjwfyf
vlujvfhtj,c bct'b otcbc – cnfnbcnbrehb rhbnthbevbc (fy vjrktl rhbnthbevbc)
xfvj.fkb,t,fib^ hjvtkbw cfiefkt,fc vjudwtvc htfkehfl xfnfht,ekb
lfrdbhdt,t,bc itltufl vbqt,ekb ithxtdb'b vybidytkj,t,bc cfaesdtkpt
itdfvjovj' ufvj'mvekb vjcfpht,bc (/bgj'tpbc) cfvfh'kbfyj,f& fct'b otcbc
itveifdt,f lf lfcf,e't,f^ jgnbvfkj,bc vj'[jdybc 'dfkcfphbcb'^ ofhvjflutyc
cnfnbcnbreh /bgj'tpf'f itvjovt,bc 'tjhbbc cfufyc& cnfnbcnbreh /bgj'tpt,c H
cbv,jkj'b fqybiyfdty (gbhdtkb fcj byukbcehb cbn.dbcf Hypothesis – /bgj'tpf)&
/bgj'tpt,b 'fdbcb ,eyt,b' itbskt,f t[t,jltc utythfkehb th'j,kbj,bc
ufyfobkt,bc cf[tc fy vbc hfbvt 'dbct,t,c& /bgj'tpfc tojlt,f vfhnbdb^ 'e bc
wfkcf[fl ufycfpqdhfdc utythfkehb th'j,kbj,bc ufyfobkt,bc rfyjyc* obyffqvltu
itv'[dtdfib vfc h'ekb tojlt,f& vjdb.dfyj' ghfmnbrfib eahj vtnfl ufdhwtkt,ek
cnfnbcnbreh /bgj'tpf'f xfvjyf'dfkb%
1. /bgj'tpf ufyfobkt,bc cf[bc itcf[t, – xfnfht,ekb lfrdbhdt,t,bc cfaes-
dtkpt itcfvjovt,tkbf /bgj'tpf utythfkehb th'j,kbj,bc L (X)=F ufyfobkt,bc
rfyjybc itcf[t,%
f) H 0 : F(x)=F 0 (x),
cflfw F 0 (x) wfkcf[fl ufycfpqdhekb (wyj,bkb) ufyfobkt,bc aeymwbff fy
,) H 0 : F∈F ,
cflfw xfyfothb L (X)=F∈F ybiyfdc^ hjv utythfkehb th'j,kbj,bc ufyfobkt,bc F
aeymwbf ufyfobkt,f'f F j]f[bc ofhvjvflutytkbf& [ibhfl ufyfobkt,bc aeymwbf'f
j]f[b ufybcfpqdht,f gfhfvtnhekb cf[b'% F ={F(x,θ),θ∈Θ}. f) itv'[dtdfib
/bgj'tpf vfhnbdbf^ [jkj ,) itv'[dtdfib – h'ekb&
2. th'udfhjdyt,bc /bgj'tpf – lfdeidf' ( X i1 , X i 2 ,..., X ini ) , i=1,2,...,k
lfvjerblt,tk lfrdbhdt,f'f k cthbfib vbqt,ekb ithxtdt,bf. fct' itv'[dtdfib
gfce[b eylf uftwtc itvltu itrb'[dfc% udfmdc 'e fhf cfrvfhbcb cfaesdtkb
xfd'dfkj'^ hjv ithxtdt,b vbqt,ekbf th'b lf bubdt itv'[dtdb' cblbltpt
lfrdbhdt,bc itltufl^ fye lfrdbhdt,f'f ufyfobkt,bc rfyjyb th'b lf bubdtf .dtkf
cthbbcf'dbc~ fhbc 'e fhf vjyfwtvt,b th'udfhjdfyb? fv itv'[dtdfib fvjwfyf
vlujvfhtj,c itvltub cf[bc /bgj'tpbc itvjovt,fib%
H 0 :F 1 (x)= F 2 (x)=⋅⋅⋅=F k (x),
304

cflfw F i (x) i-ehb cthbbc ufyfobkt,bc (cfpjufljl ewyj,b) aeymwbff&

3. lfvjerblt,kj,bc /bgj'tpf – d'mdf'^ udfmdc ewyj,b F(x, y) ufyfobkt,bc
vmjyt jhufypjvbkt,bfy (X, Y) itv'[dtdb' cblbltpt (X 1 ,Y 1 ),...,(X n ,Y n )
lfvjerblt,tkb lfrdbhdt,t,b& itcfvjovt,tkbf vjcfpht,f bvbc itcf[t,^ hjv X lf Y
itv'[dtdb'b cblbltt,b lfvjerblt,tkbf& fct' itv'[dtdfib dbn.db'^ hjv
itcfvjovt,tkbf lfvjerblt,kj,bc /bgj'tpf
H 0 : F(x, y)=F X (x) F Y (y),
cflfw F X (x) lf F Y (y) itcf,fvbcfl X-bcf lf Y-bc ufyfobkt,bc aeymwbt,bf&
4. itv'[dtdb'j,bc /bgj'tpf – d'mdf'^ tmcgthbvtynbc itltub fqbotht,f n-
ufypjvbkt,bfyb X=(X 1 ,X 2 ,...,X n ) itv'[dtdb'b dtmnjhbc x=(x 1 ,...,x n ) htfkbpfwbb'& X
ufyfobkt,bc aeymwbff F X (x)& itbskt,f 'e fhf dfvnrbwj'^ hjv X=(X 1 ,X 2 ,...,X n )
itv'[dtdb'b dtmnjhbc rjvgjytynt,b X i , i=1,2,...,n^ lfvjerblt,tkb^ th'yfbhfl
ufyfobkt,ekb itv'[dtdb'b cblbltt,bf? fct' itv'[dtdfib dbn.db'^ hjv itcfvjovt-
,tkbf itv'[dtdb'j,bc /bgj'tpf%
H 0 : F X (x)=F(x 1 ) F(x 2 ) ...F(x n ),
cflfw F(x) hfbvt th'ufypjvbkt,bfyb ufyfobkt,bc aeymwbff&
5. gfhfvtnhekb /bgj'tpt,b – lfdeidf'^ hjv X 1 ,X 2 ,...,X n ithxtdff utythf-
kehb th'j,kbj,blfy^ hjvkbc ufyfobkt,bc rfyjybf L (X)^ fvfc'fy wyj,bkbf^ hjv
L (X)∈F, cflfw F={F(x;θ):θ∈Θ} ofhvjflutyc ufyfobkt,bc aeymwbf'f hfbvt gfhfvtn-
hek j]f[c^ Θ – gfhfvtnhekb cbvhfdktf& fvhbufl^ xdty deidt,'^ hjv utythfkehb
th'j,kbj,bc ufyfobkt,bc aeymwbbc ajhvf wyj,bkbf^ vfuhfv ufyfobkt,f itbwfdc
ewyj, θ gfhfvtnhc& fv itv'[dtdfib /bgj'tpt,b afmnbehfl t[t,f ufyfobkt,bc ewyj,
gfhfvtnhc& fvbnjv vf' gfhfvtnhek /bgj'tpt,c eojlt,ty& gfhfvtnhek /bgj't-
pf'f vfufkb't,bf: H 0 : θ = θ 0 , H 1 : θ ≤ θ 0 , H 2 : θ > θ 0 lf .dtkufy fct' xfyfot-
ht,ib θ 0 ofhvjflutyc hfbvt wyj,bk hbw[dc& gfhfvtnhek /bgj'tpf'f itvjovt,b-
cfc sbhb'fl (yekjdfy) H 0 /bgj'tpfc'fy th'fl ufyb[bkt,f fknthyfnbekb (cfobyf-
fqvltuj) H 1 /bgj'tpf lf utythfkehb th'j,kbj,blfy fvjqt,ekb x=(x 1 ,x 2 ,...,x n )
ithxtdbc cfaesdtkpt vjovlt,f^ 'e hjvtkb /bgj'tpff cfvfh'kbfyb^ H 0 'e H 1 &
gfhfvtnhekb /bgj'tpt,bcfufy ufyc[dfdt,b' gbhdtk j'[ fvjwfyfib
.fkb,lt,f (hf 'mvf eylf^ itcf,fvbcb vf'tvfnbrehb ajhvb') th'flth'b H 0 /bgj'tpf
lf cfzbhjf cnfnbcnbrehb vjyfwtvt,bc (ithxtdbc) cfaesdtkpt itvjovltc t'fy[vt,f
tc vjyfwtvt,b H 0 /bgj'tpfc^ 'e efh.jac vfc& uflfo.dtnbkt,bc vbqt,bc itcf,fvbc
otcc 'fy[vj,bc rhbnthbevt,b tojlt,f& evtntc itv'[dtdfib 'fy[vj,bc rhbnthbevbc
fut,bc pjuflb vt'jlb itvltuib vlujvfhtj,c%
1. lfdeidf'^ hjv H 0 /bgj'tpf cfvfh'kbfybf&
2. fdfuj' bct'b T n =T n (X)=T(X 1 ,X 2 ,...,X n ) cnfnbcnbrf^ hjvtkbw ofhvjflutyc tvgb-
hbekb vjyfwtvt,bc itcf,fvbcb /bgj'tnehb vybidytkj,t,blfy uflf[hbc cfpjvc lf
hjvkbc pecnb fy pqdfhb'b (hjwf n→∞) ufyfobkt,bc rfyjybc vjst,yf H 0 /bgj'tpbc
cfvfh'kbfyj,bcfc itcfskt,tkbf& fct' T n cnfnbcnbrfc rhbnthbevbc cnfnbcnbrf
tojlt,f& [ibh itv'[dtdfib rhbnthbevbc cnfnbcnbrf qt,ekj,c v[jkjl lflt,b'
vybidytkj,t,c& fvfc'fy^ 'e H 0 /bgj'tpf h'ekbf^ T n =T n (X) cnfnbcnbrbc ufyfobkt-
11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 305

,bc rfyjyb th'b lf bubdt eylf b.jc H 0 -bc itvflutytkb .dtkf vfhnbdb /bgj't-
pbcf'dbc&
3. dbuekbc[vj'^ hjv rhbnthbevbc cnfnbcnbrf fut,ekbf (wyj,bkbf T n cnfnbc-
nbrbc cf[t lf vbcb ufyfobkt,bc pecnb fy vbf[kjt,b'b rfyjyb H 0 -bc cfvfh'kbf-
yj,bc gbhj,t,ib)& d'mdf' U fhbc T n cnfnbcnbrbc itcfskj vybidytkj,f'f
cbvhfdkt& U cbvhfdkblfy ufvjd.j' bct'b U 1α fht^ hjv obyfcofh lfcf[tkt,ekb
vwbht α>0 hbw[dbcf'dbc {T n ∈U 1,α } [ljvbkj,bc fk,f'j,f frvf.jabkt,ltc
gbhj,fc
P {T n ∈ U 1, α | H 0 }≤ α,
cflfw xfyfothb P{T n ∈U 1,α |H 0 }fqybiyfdc {T n ∈U 1,α } [ljvbkj,bc fk,f'j,fc H 0
/bgj'tpbc cfvfh'kbfyj,bc gbhj,t,ib&
H 0 /bgj'tpbc cfvfh'kbfyj,bcfc {T n (X)∈U 1α } [ljvbkj,bc fk,f'j,f fh
fqtvfnt,f α-c^ α rb bvltyfl vwbhtf^ hjv α-c njkb fk,f'j,bc vmjyt [ljvbkj,bc
ufy[jhwbtkt,f th'tekjdfy wlfib ghfmnbrekfl iteskt,tkfl itudbskbf
xfd'dfkj' (b[& vt[e't 'fdb), fvbnjv bc afmnb^ hjv T n cnfnbcnbrbc lfrdbhdt,ekb
vybidytkj,f fqvjxylf U 1α fhtib {t n =T n (x)∈U 1α } fye {T n (X)∈U 1α } [ljvbkj,f
vfbyw ufy[jhwbtklf^ vtn.dtkt,c bvbc cfcfhut,kjl^ hjv H 0 /bgj'tpf vwlfhbf&
fvhbufl^ H 0 /bgj'tpbc itvjovt,bc otcb itvltuyfbhfl itudbskbf xfvjdf.f-
kb,j'% obyfcofh lfcf[tkt,ekb α-cf'dbc^ 'e vjwtvekb x=(x 1 ,x 2 ,...,x n ) htfkbpfwbf
bct'bf^ hjv t n =T n (x)∈U 1,α , vfiby H 0 /bgj'tpfc efhd.ja'& obyffqvltu itv'[dtdfib^
(t n ∉U 1,α ) H 0 /bgj'tpbc efh.jabc cfaesdtkb fh fhct,j,c& itdybiyj'^ hjv afmnb
t n ∉U 1,α fh fvnrbwt,c^ hjv /bgj'tpf cfvfh'kbfybf* bc v[jkjl vbe'b't,c bvfpt^
hjv vjyfwtvt,cf lf 'tjhbek lfidt,t,c ijhbc 'fy[vj,f cfrvfhbcfl rfhubf (α
ljytpt)
uflfo.dtnbkt,bc vbqt,bc fct'b otcbc ufvj U 1,α -c rhbnbrek fhtc eojlt,ty&
α-c rhbnthbevbc vybidytkjdyj,bc ljyt tojlt,f& 'fy[vj,bc rhbnthbevbc ptvj'
ufyfpqdhekb otcbc 'fyf[vfl^ α fhbc H 0 /bgj'tpbc efh.jabc fk,f'j,f gbhj,t,ib^
hjwf tc erfyfcrytkb cfvfh'kbfybf& .dtkfpt [ibhfl vybidytkjdyj,bc ljytl bqt,ty
0.05-c (fy 0.01-c)^ hfw bvfc ybiyfdc^ hjv fcblfy cfiefkjl [e' (th') itv'[dtdfib
itcfskjf efhd.j' cfvfh'kbfyb H 0 /bgj'tpf&
th'b lf bubdt /bgj'tpbc itcfvjovt,kfl c[dflfc[df rhbnthbevbc cnfnbc-
nbrbc cfaesdtkpt itbskt,f fut,ek bmyfc c[dflfc[df 'fy[vj,bc rhbnthbevb& vf'
ijhbc cfert'tcjc fcfhxtdfl eylf ufudfxyltc rhbnthbevt,bc itlfht,bc vt'jlb&
itvjdb.dfyj' fknthyfnbekb /bgj'tpbc lf rhbnthbevbc cbvskfdhbc wyt,f%
X itv'[dtdb'b cblblbc ufyfobkt,bc yt,bcvbth F X (x)=F(x) rfyjyc^ hjvtkbw
vjwtvek cbnefwbfib itbskt,f fqvjxyltc ztivfhbnb lf hjvtkbw ufyc[dfdlt,f H 0
/bgj'tpb' ufycfpqdhekb ufyfobkt,bc rfyjybcfufy^ tojlt,f fknthyfnbekb ufyf-
obkt,bc rfyjyb^ [jkj fknthyfnbek ufyfobkt,f'f rfyjyt,bc th'j,kbj,fc –
fknthyfnbekb /bgj'tpf& bub H 1 cbv,jkj'b fqbybiyt,f& d'mdf'^ itcfvjovt,tkb H 0
/bgj'tpbcf'dbc T n (X) cnfnbcnbrbc cfaesdtkpt fut,ekbf α vybidytkjdyj,bc
ljybc rhbnthbevb^ hjvkbc itcf,fvbcb rhbnbrekb fhtf U 1,α & cblbltc
306

W(F)=P{T n ∈U 1,α |F}, yt,bcvbthb F-bcf'dbc^ F∈ H 1 ,

hjvtkbw ofhvjflutyc {T n ∈U 1,α } [ljvbkj,bc fk,f'j,fc H 1 fknthyfnbekb
/bgj'tpbc cfvfh'kbfyj,bc gbhj,t,ib^ rhbnthbevbc cbvskfdht tojlt,f &
W(F) f[fcbf't,c cojhb uflfo.dtnbkt,bc vbqt,bc fk,f'j,fc^ hjwf yekj-
dfyb /bgj'tpf vwlfhbf& W(F) aeymwbbc nthvbyt,ib rhbnthbevb vb' ert'tcbf (eahj
@vskfdhbf")^ hfw vtnbf vbcb cbvskfdht& rhbnthbevbc cbvskfdhbc ufvj'dkf vtnfl
h'ekb fvjwfyff^ dbyfblfy fvbcf'dbc cfzbhjf rhbnthbevbc cnfnbcnbrbc ufyfob-
kt,bc rfyjybc wjlyf fhf v[jkjl yekjdfyb^ fhfvtl fknthyfnbekb /bgj'tpt,bc
itv'[dtdfibw& W(F) aeymwbbc ufvj'dkf .dtkf itv'[dtdfib fh [th[lt,f&
rhbnthbevbc fut,bc vybidytkjdfyb vf[fcbf't,tkbf itcf,fvbcb fkujhb'vbc
ghfmnbrekb htfkbpfwbbc cbvfhnbdt& [ibhfl egbhfntcj,f tybzt,f vfhnbd rhbnt-
hbevc bv itv'[dtdfibw rb^ hjltcfw tc erfyfcrytkb fhff jgnbvfkehb 'tjhbekb
'dfkcfphbcb'&
vjvfdfkib c[dflfc[df fvjwfyt,bc uflfo.dtnbcfc (bctdt^ hjujhw tc cnfnbc-
nbreh kbnthfnehfibf vbqt,ekb) xdty vbde'b't,' v[jkjl rhbnthbevbc cnfnbc-
nbrt,bc (pecn fy pqdhek) ufyfobkt,t,c lf itcf,fvbc rhbnbrek fhtt,c&
fv 'fdib xdty ufydb[bkfd' v[jkjl gfhfvtnhekb /bgj'tpt,bc itvjovt,bc
fvjwfyfc&

§2. GFHFVTNHEKB ?BGJ"TPT<B& SBHB"FLB WYT<T<B

lfdeidf'^ hjv utythfkehb th'j,kbj,bc ufyfobkt,bc rfyjyb L (X)∈F^ cflfw

F={F(x;θ);θ∈Θ} ofhvjflutyc ufyfobkt,bc aeymwbf'f hfbvt gfhfvtnhek j]f[c^ Θ
– gfhfvtnhekb cbvhfdktf^ Θ⊆Rk^ k hfbvt cfchekb hbw[dbf& hjltcfw k=1, cfmvt
udfmdc crfkfhek (th'ufypjvbkt,bfy) gfhfvtnh'fy^ [jkj k=2 itv'[dtdfib rb –
jhufypjvbkt,bfy gfhfvtnh'fy& [ibhfl^ xdty itvjdbafhukt,b' v[jkjl fv jhb
itv'[dtdbc ufy[bkdb'&
fvhbufl xdty deidt,'^ hjv utythfkehb th'j,kbj,bc ufyfobkt,bc aeymwbbc
ajhvf wyj,bkbf^ vfuhfv ufyfobkt,f itbwfdc ewyj, θ gfhfvtnhc lf vfifcflfvt^
/bgj'tpf afmnbehfl t[t,f ufyfobkt,bc ewyj, θ gfhfvtnhc& cojhtl fvbnjv fct'
/bgj'tpt,c gfhfvtnhekb /bgj'tpt,b tojlt,f& cfpjufljl^ gfhfvtnhekb H 0
/bgj'tpf vjbwtvf Θ-c ufhrdtekb Θ 0 mdtcbvhfdkbc lfabmcbht,b'^ H 0 % θ ∈ Θ 0 .
gfhfvtnhek /bgj'tpf'f itvjovt,bcfc sbhb'fl (yekjdfy) H 0 /bgj'tpfc'fy
th'fl ufyb[bkt,f fknthyfnbekb (cfobyffqvltuj) H 1 /bgj'tpf H 1 : θ ∉ Θ 0 .& H 0
gfhfvtnhek /bgj'tpfc (fknthyfnbdfc) tojlt,f vfhnbdb^ 'e Θ 0 (Θ 1 =Θ\Θ 0 )
th'tktvtynbfyb cbvhfdktf& obyffqvltu itv'[dtdfib /bgj'tpfc tojlt,f h'ekb&
d'mdf'^ fk,f'ehb vjltkbc itcf[t, ufvj'mvekbf jhb vjcfpht,f^ hjvkt,bw
xfvj.fkb,t,ekbf yekjdfyb^ H 0 lf fknthyfnbekb^ H 1 /bgj'tpt,bc cf[b'&
utythfkehb th'j,kbj,blfy fvjqt,ekb n vjwekj,bc ithxtdb'b vybidytkj,t,bf
x=(x 1 ,x 2 ,...,x n ). fv vjyfwtvt,bc cfaesdtkpt eylf vbdbqj' uflfo.dtnbkt,f% efhd.j'^
'e fhf H 0 /bgj'tpf&
fvjwfybc uflfcfzhtkfl eylf fbujc rhbnthbevb (uflfo.dtnbkt,bc vbqt,bc
otcb)^ hjvtkbw gfce[c ufcwtvc itrb'[dfc% lfrdbhdt,ek x=(x 1 ,x 2 ,...,x n ) vybidyt-
11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 307

kj,f'f hjujhb th'j,kbj,bcf'dbc efhd.j' yekjdfyb /bgj'tpf lf hjujhbcf'dbc

– fhf& afmnj,hbdfl rhbnthbevvf x-bc itcfskj vybidytkj,f'f cbvhfdkt eylf uf.jc
jh 'fyferdt' X 0 lf X 1 fhtl^ hjvtk'fufy X 0 bv x=(x 1 ,x 2 ,...,x n ) othnbk'f
cbvhfdktf^ hjvtk'f'dbcfw H 0 /bgj'tpbc efh.jabc cfaesdtkb fh udfmdc^ [jkj X 1
bv othnbk'f cbvhfdktf^ hjvtk'f'dbcfw H 0 /bgj'tpfc efhd.ja'& uflfo-
.dtnbkt,bc vbqt,bc fct'b otcbc ufvj^ X 0 cbvhfdktc H 0 /bgj'tpbc vbqt,bc fhtc^
[jkj X 1 cbvhfdktc H 0 /bgj'tpbc efh.jabc fye rhbnbrek fhtc eojlt,ty&
fvhbufl^ uflfo.dtnbkt,f H 0 /bgj'tpbc vbqt,bc fy efh.jabc itcf[t, vbbqt,f x
ithxtdb'b dtmnjhbc hbw[db'b vybidytkj,bc cfaesdtkpt% 'e x∈X 1 ^ vfiby H 0
/bgj'tpfc efhd.ja'^ obyffqvltu itv'[dtdfib H 0 /bgj'tpbc efh.jabc cfaesdtkb
fh udfmdc& X 1 rhbnbrekb fhb' ufycfpqdhek rhbnthbevc cbvjrkbcf'dbc X 1
rhbnthbevc eojlt,ty&
/bgj'tpf'f ufhxtdbc ptvj' xfvj.fkb,t,ekb otcbc ufvj.tyt,bcfc xdty
itbskt,f lfdeidf' itvltub jhb cf[bc itwljvf%
1) efhd.j' H 0 /bgj'tpf vfiby^ hjltcfw bc cfvfh'kbfybf& fct' itwljvfc gbhdtkb
udfhbc itwljvf tojlt,f&
2) fh efhd.j' H 0 /bgj'tpf vfiby^ hjltcfw bc cfvfh'kbfyb fh fhbc& fct' itwljvfc
vtjht udfhbc itwljvf tojlt,f&
11.1 w[hbkib yfxdtyt,bf uflfodtnbkt,bc vbqt,bc itcfskj dfhbfynt,b lf
itcf,fvbcb itwljvt,b&

w[hbkb 11.1

uflfo.dtnbkt,f
fh efhd.ja' H 0 -c efhd.ja' H 0 -c
cfvfh'kbfybf vbqt,ekbf cojhb vbqt,ekbf fhfcojhb uflfo.dt-
H0 uflfo.dtnbkt,f nbkt,f^ gbhdtkb udfhbc itwljvf
cfvfh'kbfybf vbqt,ekbf fhf cojhb uflfo.dt- vbqt,ekbf cojhb
H1 nbkt,f^ vtjht udfhbc itwljvf uflfo.dtnbkt,f

rhbnbrekb fhbc fut,bc th'-th'b itcfskj upf itvltubf% ufyb[bkfdty

cgtwbfkehfl ithxtek T n =T(X 1 ,X 2 ,...,X n ) cnfnbcnbrfc vybidytkj,t,b' R1-ib lf
vbcb vtidtj,b' ufycfpqdhfdty rhbnbrek fhtc U 1 -c^ U 1 ⊂R1& vjwtvekb x=(x 1 ,x 2 ,...,x n )
htfkbpfwbbcf'dbc^ 'e t n =T n (x)∈U 1 ^ vfiby H 0 /bgj'tpfc efhd.ja'^ fye dbqt,' H 1
/bgj'tpfc& [jkj 'e t n =T n (x)∈R1\U 1 ^ vfiby H 0 /bgj'tpbc efh.jabc cfaesdtkb fh
fhct,j,c& T n =T(X 1 ,X 2 ,...,X n ) cnfnbcnbrfc rhbnthbevbc cnfnbcnbrf (fye ntcnbc
cnfnbcnbrf) tojlt,f& 'e U 1 rhbnbrekb fhbcf lf T n (X) cnfnbcnbrbc vtidtj,b'
ufydcfpqdhfd' X 1 ={x : T n (x)∈U 1 } cbvhfdktc^ vfiby w[flbf^ hjv {X∈X 1 } lf
{T n ∈U 1 } [ljvbkj,t,b trdbdfktynehbf& fvbc ufvj xdty [ibh itv'[dtdfib
itvjdbafhukt,b' rhbnthbevbc T n cnfnbcnbrbcf lf itcf,fvbcb rhbnbrekb fhbc
vb'b't,b'&
cfcehdtkbf^ hjv rhbnthbevbc cnfnbcnbrf b.jc vfhnbdfl ufvjcf'dktkb
lf hfw eahj vybidytkjdfybf^ eylf dbwjlt' vbcb pecnb fy pqdfhb'b ufyfobkt,f& T n
308

cnfnbcnbrbc cfiefkt,b' fut,ek rhbnbrek fhtt,c^ hjujhw otcb^ itvltub cf[t

fmd'%
f) X 1 ={x: T n (x)≥c}, ,) X 1 ={x: T n (x)≤c}, u) X 1 ={x: |T n (x)|≥c}.
vj[th[t,ekbf gbhdtkb lf vtjht udfhbc itwljvt,bc fk,f'j,t,bc itvltub
cbv,jkehb cf[b' xfothf%
• P(H 1 |H 0 )–gbhdtkb udfhbc itwljvbc fk,f'j,f^
• P(H 0 |H 1 )– vtjht udfhbc itwljvbc fk,f'j,f& (fv fk,f'j,fc β fcj'b fqybiyfdty)
t&b&
P(H 1 |H 0 )≡P{X∈X 1 |cfvfh'kbfybf H 0 }≡P{X∈X 1 |H 0 }≡P{T n ∈U 1 |H 0 }, (11.1)
P(H 0 |H 1 )≡P{X∉X 1 |cfvfh'kbfybf H 1 }≡P{X∉X 1 | H 1 }≡P{T n ∉U 1 |H 1 }. (11.2)
H 0 /bgj'tpbc efh.jabc fk,f'j,fc^ hjwf cfvfh'kbfybf H 1 fknthyfnbdf^ fye
1– P(H 0 |H 1 ) ≡ P{X∉X 1 |H 1 }} ≡ P{T n ∉U 1 |H 1 } (11.3)
cblbltc X 1 (T n ) rhbnthbevbc cbvskfdhtc eojlt,ty&
itdybiyj'^ hjv (11.1) lf (11.2) ufvjcf[ekt,t,ib kfgfhfrbf th'b lf bvfdt
[ljvbkj,bc^ X n itv'[dtdb'b dtmnjhbc (T n itv'[dtdb'b cblblbc) rhbnbrek fhtib
vj[dtlhbc fk,f'j,fpt^ v[jkjl gbhdtk itv'[dtdfib yekjdfyb^ [jkj vtjhtib –
fknthyfnbekb /bgj'tpbc cfvfh'kbfyj,bc lhjc* gbhdtkb udfhbc itwljvbc
fk,f'j,f ufycfpqdhfdc fhfcojhb uflfo.dtnbkt,bc vbqt,bc fk,f'j,fc bv
itv'[dtdfib^ hjwf cfvfh'kbfybf yekjdfyb /bgj'tpf^ [jkj rhbnthbevbc
cbvskfdht ufycfpqdhfdc cojhb uflfo.dtnbkt,bc vbqt,bc fk,f'j,fc bv
itv'[dtdfib^ hjwf cfvfh'kbfybf H 1 /bgj'tpf &
cfcehdtkbf rhbnbrekb fht bct itbhxtc^ hjv hjujhw gbhdtkb^ bct vtjht
udfhbc itwljvbc fk,f'j,f b.jc vwbht& vfuhfv th'lhjekfl fv jhbdt fk,f'j,bc
itvwbht,f iteskt,tkbf lf^ vfifcflfvt^ vjcfst,ybf ufhrdtekb rjvghjvbcb&
cf[tklj,h^ fabmcbht,ty gbhdtkb udfhbc itwljvbc fk,f'j,bc hfbvt α ljytc^ fye
ufyb[bkfdty bct' X 1 (U 1 ) rhbnbrek fhtt,c^ hjvtk'f'dbc
P{ X n ∈X 1 |H 0 } ≡ P{ T n ∈U 1 |H 0 }≤ α, (11.4)
lf vf' ijhbc fbhxtdty bct' rhbnbrek fhtc^ hjvkbc cbvskfdht vfmcbvfkehbf&
α hbw[dc rhbnthbevbc vybidytkjdyj,bc ljyt tojlt,f&
α ljyt fvjwfybc ibyffhcblfy fbhxtdf* [ibhfl α=0.05 (fy 0.01-c)^ hfw bvfc
ybiyfdc^ hjv fcblfy cfiefkjl [e' (th') itv'[dtdfib itcfskjf efhd.j'
cfvfh'kbfyb H 0 /bgj'tpf&
vtjhtc v[hbd^ 'e vfhnbdb H 0 lf H 1 /bgj'tpt,bc ufhxtdbcfc vybidytkjd-
yj,bc α=0.05 ljybcf'dbc fbuj rhbnbrekb fht lf ufvj'dkbk bmyf rhbnthbevbc
cbvskfdht^ hjvtkbw^ d'mdf'^ 0.65-bc njkbf^ tc bvfc ybiyfdc^ hjv H 1 fknthyfnbdbc
cfvfh'kbfyj,bc lhjc fcblfy cfiefkjl 65 itv'[dtdfib vbdbqt,' cojh uflfo-
.dtnbkt,fc (efhd.ja' H 0 -c)^ [jkj 100-lfy cfiefkjl 35 itv'[dtdfib dbqt,'
fhfcojh uflfo.dtnbkt,fc (fh efhd.ja' H 0 -c)
hjujhw d[tlfd'^ rhbnthbevbc fut,bcfc 'fdlfgbhdtkfl abmcbhlt,f
gbhdtkb udfhbc itwljvbc fk,f'j,bc lfcfidt,b ljyt^ hfw bvbc vfxdtyt,tkbf^ hjv
gbhdtkb udfhbc itwljvf vbxytekbf eahj cthbjpekfl^ dblht vtjht udfhbcf&
11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 309

cf,jkjjl gj'tpf'f itvjovt,bc fvjwfybc uflfo.dtnf itbskt,f lfb.jc

itvltu tnfgt,fl%
I & H 0 lf H 1 /bgj'tpt,bc xfvj.fkb,t,f^
II & rhbnthbevbc T n cnfnbcnbrbc ithxtdf^
III & vybidytkjdyj,bc α ljybc vb'b't,f lf U 1 rhbnbrekb fhbc lflutyf ^
IV. x=(x 1 ,x 2 ,...,x n ) ithxtdbc cfaesdtkpt rhbnthbevbc cnfnbcnbrbc t n =T n (x) hbw-
[db'b vybidytkj,bc ufvj'dkf^
V. uflfo.dtnbkt,bc vbqt,f% 'e t n ∈U 1 , vfiby efhd.ja' H 0 /bgj'tpfc^ fye
cfvfh'kbfyfl xfd'dkb' H 1 -c^ obyffqvltu itv'[dtdfib H 0 -bc efh.jabc
cfaesdtkb fh udfmdc&
cf,jkjj itltub vybidytkjdyfl b'dkt,f vfiby^ hjwf H 0 /bgj'tpf
efh.jabkbf& fv itv'[dtdfib fv,j,ty^ hjv α-vybidytkjdyj,bc ljyb' cfhoveyjf
itvltub lfcrdyf% cfvfh'kbfybf H 1 /bgj'tpf&
itvlujvib xdty ufydb[bkfd' /bgj'tpf'f itvjovt,bc fvjwfyt,c yjhvfkehfl
ufyfobkt,ekb gjgekfwbbc gfhfvtnht,bcf'dbc lf /bgj'tpf'f ufhxtdbc fvjwfyfc
ewyj,b fk,f'j,bc itcf[t, ,thyekbc cmtvfib&

§3. VFHNBDB ?BGJ"TPT<BC ITVJOVT<F YJHVFKEHB

UTYTHFKEHB TH"J<KBJ<BC CFIEFKJCF"DBC

vfufkbsb 11.1. cfvrthdfkj cffvmhj c[dflfc[df cbvnrbwbc mcjdbkt,bcfufy

rthfdc c[dflfc[df lfybiyekt,bc nfycfwvtkc& mcjdbkt,bc cbvnrbwt bpjvt,f
gbhj,b' th'tekt,ib& 69-bc njkb cbvnrbwbc vmjyt mcjdbkbcfufy brtht,f cgtwbf-
kehb nfycfwvtkb^ [jkj 66-bc njkb cbvnrbwbc vmjyt mcjdbkbcfufy brtht,f
afh'j fcjhnbvtynbc nfycfwvtkb& wyj,bkbf^ hjv jhbdt itv'[dtdfib cnfylfh-
nekb uflf[hf 3.5-bc njkbf& lfrfhuek bmyf mcjdbkt,bc [fhbc[bc lfvflfcne-
ht,tkb cthnbabrfnb& uflfo.dtnbkt,bc vbcfqt,fl^ 'e hjvtkb cf[bc nfycfwvtkb
itbrthjc mcjdbkt,bc fv gfhnbb'^ ufpjvbk bmyf itv'[dtdb' fhxtekb 9 mcjdbkbc
cbvnrbwt^ hjvtk'f vybidytkj,t,bf 67.8; 69.3; 67.2; 68.8; 66.7; 68.9; 67.8; 68.1; 67.4&
eylf fqdybiyj'^ hjv cfvrthdfkj cffvmhjcf'dbc eahj vjvut,bfybf afh'j
fcjhnbvtynbc nfycfwvkbc itrthdf& fv byajhvfwbbc cfaesdtkpt hjujhb uflfo-
.dtnbkt,f eylf vbbqjc cffvmhjc vtyt]thvf?
gbhj,bc 'fyf[vfl mcjdbkt,bc itcfskj cbvnrbwt itbskt,f b.jc 66 fy 69&
mcjdbkbc cbvnrbwt lfvjrblt,ekbf yfh'bc [fhbc[pt^ mcjdbc ntmyjkjubfpt^
cfmcjdb lfpubc ufvfh'dbc [fhbc[pt lf vhfdfk c[df afmnjhpt^ hjvtk'f xfvj'dkf
ijhc ofudb.dfyc& itbskt,f xfd'dfkj'^ hjv 'b'jtekb afmnjhbc ptufdktyf
mcjdbkbc cbvnrbwtpt fhff lfvjrblt,ekb c[df afmnjht,pt lf .jdtkb vf'ufybc
ptufdktyf vwbhtf ]fveh'fy itlfht,b'& wtynhfkehb pqdfhb'b 'tjhtvbc 'fyf[vfl
eylf dtkjlj'^ hjv mcjdbkbc cbvnrbwt yjhvfkehfl ufyfobkt,ekb itv'[dtdb'b
cblbltf ewyj,b vf'tvfnbrehb kjlbyb' lf 3.5-bc njkb lbcgthcbb'&
fvhbufl^itcfvjovt,tkbf /bgj'tpf yjhvfkehb gjgekfwbbc ewyj,b µ
cfiefkjc itcf[t,& hflufy cffvmhjcf'dbc eahj vjvut,bfybf afh'j fcjhnbvtynbc
nfycfwvkbc itrthdf^ fvbnjv vbc'dbc vybidytkjdfybf itwljvf% vbbqjc lfcrdyf^ hjv
310

mcjdbkbc cbvnrbwt 69-bc njkbf^ hjltcfw cbyfvldbktib cbvnrbwt 66-bc njkbf&

fmtlfy ufvjvlbyfht yekjdfyb lf fknthyfnbekb /bgj'tpt,b fct .fkb,lt,f%
H 0 : µ=66,
H 1 : µ=69.
vjdb.dfyj' xfvj.fkb,t,ekb fvjwfybc fvj[cybc pjuflb vt'jlb&
10. d'mdf'^ yjhvfkehfl ufyfobkt,ekbf utythfkehb th'j,kbj,blfy^ hjv-
kbc lbcgthcbf σ 2wyj,bkbf^ fvjqt,ekbf n vjwekj,bc ithxtdf& ithxtdbc tktvty-
nt,b b.jc X 1 ,X 2 ,...,X n & obyfcofh ufycfpqdhekb α-vybidytkjdyj,bc ljybcf'dbc
itdfvjovj' itvltub H 0 /bgj'tpf utythfkehb th'j,kbj,bc vf'tvfnbrehb
kjlbybc itcf[t, H 1 vfh]dtyf wfkv[hbdb fknthyfnbdbc obyffqvltu%
H 0 : µ=µ 0 ^
H 1 : µ=µ 1 >µ 0 ,
cflfw µ 0 lf µ 1 hfbvt wyj,bkb hbw[dt,bf fye gfhfvtnhekb cbvhfdkt Θ={µ 1 , µ 1 }
jhtktvtynbfyb cbvhfdktf&
,eyt,hbdbf rhbnthbevbc cnfnbcnbrfl fdbhxbj' cnfylfhnbpt,ekb
ithxtdb'b cfiefkj
X − µ0
Zn = n & (11.5)
σ n
vfh'kfw^ X n ithxtdb'b cfiefkj utythfkehb cfiefkjc xfeyfwdkt,tkb
itafct,ff& yekjdfyb /bgj'tpbc cfvfh'kbfyj,bc itv'[dtdfib Z n itv'[dtdb'
cblbltc fmdc cnfylfhnekb yjhvfkehb ufyfobkt,f^ t&b&
Z n ~N(0,1). (11.6)
fvfdt lhjc^ hflufy fknthyfnbek H 1 /bgj'tpfib lfabmcbht,ekbf µ=µ 1 >µ 0 , Z n -bc
lblb vybidytkj,f vtn.dtkt,c H 1 /bgj'tpbc cfcfhut,kjl& fvbnjv rhbnbrek fhtc
dtst,' {x : z n ≥c} cf[bc cbvhfdktt,c ijhbc (fm z n ofhvjflutyc Z n cnfnbcnbrbc
xn − µ 0
lfrdbhdt,ek vybidytkj,fc% 'e x=(x 1 ,...,x n )^ vfiby z n =z n (x)= σ n
). fv itv'[dtdfib
xdty dbn.db'^ hjv cfmvt udfmdc vfh]dtyf wfkv[hbd rhbnthbev'fy& 'e lfdfabmcbht,'
gbhdtkb udfhbc itwljvbc α fk,f'j,fc^ vfiby vjcfst,ybf bct'b c α ^ hjvkbc'dbcfw
 X − µ 0 
P{Z n ≥ c α | H 0 } = P  n ≥ cα H 0  = α . (11.7)
 σ n 
fvbnjv
c α = x 1– α , (11.8)
cflfw x 1–α fhbc cnfylfhnekb yjhvfkehb ufyfobkt,bc (1–α)-rdfynbkb& x 1–α
rdfynbkc eojlt,ty cnfylfhnekb yjhvfkehb ufyfobkt,bc ptlf α-rhbnbrek
othnbkc lf z α cbv,jkj'b fqybiyfdty% c α =z α &
fvhbufl^ Z n cnfnbcnbrbcf'dbc rhbnbrekb fhtf cnfylfhnekb yjhvfkehb
ufyfobkt,bc ptlf (vfh]dtyf) α pjvbc fht
11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 311

U 1 = {z n >z α } (11.9)
fye
X 1 = {x : z n >z α }
hjujhw d[tlfd' rhbnbrekb fht lfvjrblt,ekbf fhff µ 1 -bc rjyrhtnek
vybidytkj,fpt^ fhfvtl v[jkjl bv afmnpt^ hjv µ 1 >µ 0 . yf[& 11.1 vjwtvekbf H 0 -bc
cfvfh'kbfyj,bcfc Z n cnfnbcnbrbc ufyfobkt,bc^ fye cnfylfhnekb yjhvfkehb
ufyfobkt,bc cbvrdhbdbc uhfabrb lf vb'b't,ekbf rhbnbrekb fht Z n cnfnbc-
nbrbc'dbc&

yf[& 11.1

w[flbf^ hjv ithxtdb'b vybidytkj,t,bcf'dbc rhbnbrekb fht itbskt,f

xfbothjc itvltub ajhvekb'fw
X 1 = {x : x n > x rh },
cflfw
σ 1 n
x rh = µ 0 +z α , xn = ∑ xi
n n i =1
[jkj rhbnthbevbc cbvskfdhtf

{ } 
P X n > xrh | H 1 = P  X n > µ 0 +
σ 
zα | H1  . (11.10)
 n 
hjujhw fqdybiyt'^ α ljybc rhbnbrek fhtt,c ijhbc jgnbvfkehbf bc rhb-
nbrekb fht^ hjvkbc cbvskfdht vfmcbvfkehbf& ufycf[bkdtkb itv'[dtdbcf'dbc rhb-
nthbevbc cnfnbcnbrbc'dbc fct'b rhbnbrekb fhtf cnfylfhnekb yjhvfkehb ufyf-
obkt,bc ptlf α pjvbc U 1 =[z α ,+∞) fht lf itcf,fvbcfl X 1 ={x : x n > x rh } rhbnbrekb
fht X n cnfnbcnbrbcf'dbc hjvkbc'dbcfw rhbnthbevbc cbvskfdht (11.10)-b'
vjwtvekb cblblbc njkbf&
vfh'kfw^ ufydb[bkj' c[df^ d'mdf'^ X 1 *=(x c ,x d ) rhbnbrekb fht^ hjvkbc-
'dbcfw fctdt
P{ X n ∈ X 1 * | H 0 } = α.
yf[& 11.2-pt vjwtvekbf ithxtdb'b cfiefkjc (rhbnthbevbc cnfnbcnbrbc)
ufyfobkt,bc cbvrdhbdtt,bc uhfabrt,b yekjdfyb lf fknthyfnbekb /bgj'tpt,bc
cfvfh'kbfyj,bcfc^ vj.dfybkbf
312

P{ X n ∈ X 1 | H 1 },
P{ X n ∈ X 1 * | H 1 },
cbvskfdhtt,bc utjvtnhbekb bynthghtnfwbf (b[& itcf,fvbcfl yf[& 11.2 a lf b)&

yf[& 11.2

hjujhw yf[fpblfy xfyc^ rhbnthbevbc cbvskfdht X 1 ={ x n >x rh } rhbnbrekb

fhbcf'dbc vybidytkjdyfl lblbf rhbnthbevbc cbvskfdhtpt X 1 * rhbnbrekb
fhbcf'dbc^ fvbnjv egbhfntcj,f gbhdtkc eylf vbdfybzj'&
cf,jkjjl xfvjdf.fkb,j' /bgj'tpf'f ufhxtdbc itvltub rhbnthbevb%
'e vjwtvekb x=(x 1 ,x 2 ,...,x n ) ithxtdb'b vybidytkj,t,bcf'dbc lf α vybidyt-
kjdyj,bc ljybcf'dbc
xn − µ 0
zn = ≥ zα (11.11)
σ n
vfiby H 0 /bgj'tpfc efhd.ja'^ obyffqvltu itv'[dtdfib H 0 /bgj'tpbc efh.jabc
cfaesdtkb fhf udfmdc&
hjujhw erdt fqdybiyt'^ H 0 /bgj'tpbc itvjovt,bc itltut,b vybidytkjdyfl
b'dkt,f^ 'e x 1 ,x 2 ,...,x n vjyfwtvt,b' H 0 /bgj'tpf efh.jabkbf& fv itv'[dtdfib
fv,j,ty^ hjv x 1 ,x 2 ,...,x n ithxtdb'b vybidytkj,t,b bsktdf cfrvfhbc cfaesdtkc α
vybidytkjdyj,bc ljyb' itvltub lfcrdybc ufcfrt't,kfl% cfvfh'kbfybf H 1 /bgj-
'tpf& fmtlfy ufvjvlbyfht^ vjcfpht,f^ hjvtkbw eahj fhct,b'bf vrdktdfhbcf'dbc^
eylf vbdbxybj' fknthyfnbek /bgj'tpfl&
/bgj'tpf'f itvjovt,bc vtjht trdbdfktynehb upf vlujvfhtj,c itvltuib%
11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 313

x 1 ,x 2 ,...,x n ithxtdb'b vybidytkj,t,bc cfaesdtkpt ufvjd'dfkj' rhbnthbe-

X − µ0 x − µ0 1 n
vbc Z= n cnfnbcnbrbc z= n vybidytkj,f^ cflfw x n = ∑ xi lf itvltub
σ n σ n n i =1
fk,f'j,f^ hjvtkcfw P-vybidytkj,fc eojlt,ty
 X − µ 0 x n − µ 0   x − µ0 
P=P{Z ≥ z | H 0 }= P  n ≥ H 0  =1–Φ  n  . (11.12)
 σ / n σ/ n   σ/ n 
w[flbf^ hjv 'e P≤α^ vfiby z≥z α , hfw /bgj'tpf'f ufhxtdbc (11.11) rhbnthbevbc
itcf,fvbcfl bodtdc H 0 /bgj'tpbc efh.jafc& tc udfsktdc itvltub lfcrdybc ufrt't,bc
itcfskt,kj,fc% x 1 ,x 2 ,...,x n ithxtdb'b vybidytkj,t,bc cfaesdtkpt yt,bcvbthb α,
α≥P vybidytkjdyj,bc ljyb' [lt,f H 0 /bgj'tpbc efh.jaf& vfifcflfvt P-
vybidytkj,f fhbc bc vbybvfkehb vybidytkjdyj,bc ljyt^ hjvkb'fw x 1 ,x 2 ,...,x n
vjyfwtvt,b' H 0 /bgj'tpfc efh.d.ja'& cf,jkjjl^ itbskt,f xfvjdf.fkb,j'
/bgj'tpf'f ufhxtdbc itvltub trdbdfktynehb rhbnthbevb%
vjwtvekb α vybidytkjdyj,bc ljybcf'dbc^ x=(x 1 ,x 2 ,...,x n ) vjyfwtvt,b' H 0
/bgj'tpfc efhd.ja'^ 'e P-vybidytkj,f≤α.
vfufkbsb 11.2. fvjqt,ekbf ithxtdf yjhvfkehfl ufyfobkt,ekb utythf-
kehb th'j,kbj,blfy& ithxtdbc vjwekj,ff 9& ithxtdbc tktvtynt,bf 8, 13, 16, 7,
17, 10, 13, 15, 18. utythfkehb lbcgthcbf wyj,bkbf^ σ2=16. α=0^05 vybidytkjdyj,bc
ljyb' itdfvjovj' itvltub /bgj'tpt,b%
H 0 : µ=µ 0 =10^
H 1 : µ=µ 1 =15&
fvj[cyf&
1. rhbnthbevbc cnfnbcnbrbc fhxtdf&
itcfvjovt,tkbf /bgj'tpf yjhvfkehb ufyfobkt,bc cfiefkjpt^ fvfc'fy
lbcgthcbf wyj,bkbf& fvbnjv rhbnthbevbc cnfnbcnbrfl fdbhxbj' cnfylfhnbpt-
,ekb ithxtdb'b cfiefkj
X − µ0
Z= n
σ n
2. rhbnbrekb fhbc ufycfpqdhf&
fknthyfnbdblfy ufvjvlbyfht (µ 1 >µ 0 ) cfmvt udfmdc vfh]dtyf wfkv[hbd
rhbnthbev'fy& fvbnjv rhbnbrekb fhtf {z≥z 0.05 }={z≥1.65}.
3. ufvjd'dfkj' rhbnthbevbc cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,f&
x n =(8+13+16+7+17+10+13+15+18)/9=13
lf
xn − µ 0 13 − 10
z= = = 2,25
σ n 43
4. dbgjdj' cnfylfhnekb yjhvfkehb ufyfobkt,bc ptlf 0.05-rhbnbrekb othnbkb%
z 0.05 =1.65.
314

5. itdflfhj' rhbnthbevbc cnfnbcnbrbc hbw[db'b vybidytkj,f lf z 0..05 =1.65%

z = 2.25 > 1.65 = z 0.05.
fvbnjv 0.05 vybidytkjdyj,bc ljyb' H 0 /bgj'tpfc efhd.ja'&
6. ufvjd'dfkj' P vybidytkj,f& (11.12)-bc sfkb'
P = P {Z ≥ 2.25}=1– Φ(2.25) = 0.02.
dbyfblfy P=0.02<0.05=α^ fvbnjv 0.05 vybidytkjdyj,bc ljyb' H 0 /bgj'tpfc
efhd.ja'&
20. f[kf ufydb[bkj' itv'[dtdf^ hjltcfw /bgj'tpt,c utythfkehb th'j,-
kbj,bc vf'tvfnbrehb kjlbybc itcf[t, fmd' itvltub cf[t%
H 0 : µ=µ 0 ^
H 1 : µ=µ 1 <µ 0,
fv itv'[dtdfib xdty dbn.db'^ hjv cfmvt udfmdc vfhw[tyf wfkv[hbd rhbnthbev'fy
(fknthyfnbdbc 'fyf[vfl µ 1 <µ 0 )^ hjvkbc'dbcfw fyfkjubehfl ptvj' ufy[bkekb
itv'[dtdbcf vbdbqt,' /bgj'tpf'f ufhxtdbc itvltu rhbnthbevc%
.dtkf bct'b x=(x 1 ,x 2 ,...,x n ) ithxtdb'b vybidytkj,t,b'^ hjvkt,bc'dbcfw
xn − µ 0
z= ≤ − zα ^ (11.13)
σ n

H 0 /bgj'tpfc efhd.ja' (α vybidytkjdyj,bc ljyb')^ [jkj bv x=(x 1 ,x 2 ,...,x n )

vjyfwtvt,b'^ hjvkt,bc'dbcfw z n >–z α ^ H 0 /bgj'tpbc efh.jabc cfaesdtkb fhf
udfmdc&
fvhbufl rhbnbrekb fhtf cnfylfhnekb yjhvfkehb ufyfobkt,bc mdtlf
(vfhw[tyf) α pjvbc fht* U 1 ={z<–z α }.
vfufkbsb 11.3. fvjqt,ekbf n=16 vjwekj,bc ithxtdf yjhvfkehfl ufyfob-
kt,ekb utythfkehb th'j,kbj,blfy lf ithxtdbc cfaesdtkpt ufvj'dkbkbf ith-
xtdb'b cfiefkj x = 17.8& lbcgthcbf wyj,bkbf^ σ2=49. α=0^05 vybidytkjdyj,bc
ljyb' eylf itvjovltc /bgj'tpt,b
H 0 : µ=19^
H 1 : µ=16&
fvj[cyf&
1. rhbnthbevbc cnfnbcnbrbc fhxtdf&
fvjwfybc gbhj,t,ib rhbnthbevbc cnfnbcnbrfl fdbhxbj' yjhvbht,ekb
ithxtdb'b cfiefkj
X n − µ0
Z= ,
σ n
2. rhbnbrekb fhbc ufycfpqdhf&
ufvjvlbyfht fknthyfnbdblfy cfmvt udfmdc vfhw[tyf wfkv[hbd rhbnthbev'fy&
3. rhbnthbevbc cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,bc ufvj'dkf&
11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 315

xn − µ 0 17.8 − 19
z= = = −0.68 .
σ n 7/4

4. dbgjdj' cnfylfhnekb yjhvfkehb ufyfobkt,bc α=0.05-rdfynbkb (mdtlf α-rhb-

nbrekb othnbkb% –z α )%
–z 0.05 = –1.65.
5. itdflfhj' rhbnthbevbc cnfnbcnbrbc hbw[db'b vybidytkj,f lf 0.05-rdfynbkb&
z = – 0.68 > – 1.65 = x 0.05 = –z 0.05 .
0.05 vybidytkjdyj,bc ljyb' H 0 /bgj'tpbc efh.jabc cfaesdtkb fh udfmdc&
6. ufvjd'dfkj' P-vybidytkj,f%
P = P {Z ≤ –0.68}= Φ(–0.68) = 0.25.
dbyfblfy P=0.25>0.05=α^ fvbnjv 0.05 vybidytkjdyj,bc ljyb' H 0 /bgj'tpbc
efh.jabc cfaesdtkb fh udfmdc&
htfkeh cbnefwbt,ib vtnfl vybidytkjdfybf /bgj'tpbcf lf fknthyfnbdbc
xfvj.fkb,t,f fvjwfybc vj'[jdyt,bc itcf,fvbcfl& rbltd th'[tk lfde,heylt' 11.1
vfufkb'c& mcjdbkt,bc cbvnrbwbc itcf[t, cfvmhjc vtyt]thc^ ,eyt,hbdbf^ fmdc jhb
vjcfpht,f%
mcjdbkt,bc cbvnrbwt 66-bc njkbf (µ=66),
mcjdbkt,bc cbvnrbwt 69-bc njkbf (µ=69).
hjujhw fqdybiyt'^ cfvrthdfkj cffvmhjcf'dbc eahj vjvut,bfybf afh'j
fcjhnbvtynbc nfycfwvkbc itrthdf& fct'b yfofhvbc itcfrthfl mcjdbkbc cbvnrbwt
eylf b.jc 66-bc njkb& fvbnjv /bgj'tpf lf fknthyfnbdf bv cf[b' eylf
xfvjdf.fkb,j'^ hjv itvjovt,bc ntcnvf v[jkjl bidbf' itv'[dtdfib lf lblb
cfbvtljj,b' lfudfhoveyjc cffvmhjcf'dbc yfrkt,fl vjvut,bfyb uflfo.dtnbkt,bc
vbqt,fib& fmtlfy ufvjvlbyfht^ cffvmhjc vtyt]thvf yekjdfy /bgj'tpfl eylf fbhxbjc
gbhdtkb vjcfpht,f (µ 0 =66) mcjdbkt,bc cbvnrbwbc itcf[t,^ fye /bgj'tpf lf
fknthyfnbdf b.jc%
H 0 : µ=66^
H 1 : µ=69 (µ 1 >µ 0 ).
hjujhw ufvj'dkt,vf udbxdtyf^ fhct,ekb vjyfwtvt,b' vybidytkjdyj,bc
α=0.05 ljyb' vj[lf H 0 /bgj'tpbc efh.jaf H 1 fknthyfnbdbc^ µ=69 cfcfhut,kjl&
lfcrdyf% mcjdbkt,bc fv gfhnbblfy eylf itbrthjc cgtwbfkehb nfycfwvtkb&
rhbnthbevbc cbvskfdhbc (11.10) ufvjcf[ekt,f vfh]dtyf wfkv[hbdb rhbnt-
hbevbcf'dbc (hjltcfw H 1 : µ 1 >µ 0 ) xfdothj' itvltub cf[b'
P(U 1 |H 1 )=P{ X n >x rh |H 1 }=1–Φ(x rh ) =1–Φ(x 1–α − n (µ 1 –µ 0 )/σ)≡W(µ 1 ). (11.14)
vfhw[tyf wfkv[hbdb rhbnthbevbcf'dbc (H 1 : µ 1 < µ 0 ) fyfkjubehfl udfmdc%
P(U 1 |H 1 ) = P{ X n < x rh | H 1 }= Φ(x α − n (µ 1 –µ 0 )/σ). (11.15)
hjujhw vbqt,ekb ufvjcf[ekt,t,blfy xfyc^ rhbnthbevbc cbvskfdht
fhct,b'flff lfvjrblt,ekb fknthyfnbek /bgj'tpfpt^ hbc ufvjw cbvskfdhbc
316

aeymwbfc ufyb[bkfdty hjujhw µ 1 -bc aeymwbfc lf vfc W(µ 1 )-'b fqybiyfdty& 'e
ufdb[ctyt,'^ hjv Φ(x) phlflbf^ fldbkfl lfdhoveylt,b'^ hjv vfh]dtyf wfkv[hbdb
rhbnthbevbc cbvskfdht µ 1 fhuevtynbc phlflb aeymwbff (b[&yf[ 11.3 lf 11.4)&
hjujhw cbvskfdhbc aeymwbbc uhfabrblfy (fy (11.14) ajhvekblfy) xfyc^
hfw eahj lblbf c[dfj,f µ 1 -cf lf µ 0 -c ijhbc W(µ 1 )-bc vybidytkj,f vb' eahj
lblbf^ fye H 1 -bc vbqt,bc fk,f'j,f H 1 -bc cfvfh'kbfyj,bc gbhj,t,ib bphlt,f µ 1 -bc
phlfc'fy th'fl^ hfw bvfc ybiyfdc^ hjv H 1 -bc cfvfh'kbfyj,bc lhjc x 1 ,x 2 ,...,x n
vjyfwtvt,bc cfaesdtkpt fhfcojhb uflfo.dtnbkt,bc vbqt,bc ifycb vwbhlt,f&

yf[&11&3&

yf[&11.4

vfhnbd /bgj'tpf'f itvjovt,bc fkujhb'vb yjhvfkehb gjgekfwbbc cfiefkjcf-

'dbc (vfhnbdb /bgj'tpt,bc ufhxtdbc fvjwfyf)^ hjltcfw σ2 lbcgthcbf wyj,bkbf
/bgj'tpf% H0 : µ=µ0
vybidytkjdyj,bc ljyt% α
xn − µ 0
rhbnthbevbc cnfnbcnbrbc vybidytkj,f% z =
σ n
fknthyfnbdf rhbnbrekb fht U1 (H0-bc efh.jabc fht)
H1 : µ=µ1 > µ 0 z > zα,
H1 : µ=µ1 < µ 0 z < –zα
cflfw zα fhbc N(0,1) ufyfobkt,bc ptlf α-rhbnbrekb othnbkb&
uflfo.dtnbkt,f% 'e z = xn −µ 0 ∈U1, H0 /bgj'tpfc efhd.ja'^ obyffqvltu
σ n

itv'[dtdfib H0-bc efh.jabc cfaesdtkb fh udfmdc

11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 317

vfufkbsb 11.4. ufvjd'dfkj' rhbnthbevbc cbvskfdht 11.1 vfufkb'bcf'dbc&

fvj[cyf& ufvjvlbyfht fknthyfnbdblfy cfmvt udfmdc vfh]dtyf wfkv[hbd
rhbnthbev'fy lf (11.13)-bc sfkb'

P(H 1 |H 0 )=1–Φ(z α − n (µ 1 –µ 0 )/σ)=1–Φ(1.65– 9 (69–66))=1–Φ(–0.92) =0.7613.

hjujhw dyf[t'^ vfhnbdb /bgj'tpt,bc ufhxtdbcfc^ rhbnbrekb fht fhct,b-
'flff lfvjrblt,ekb α vybidytkjdyj,bc ljytpt lf fv afmnbc fqcfybiyfdfl [ibhfl
rhbnbrek fhtc lf itcf,fvbc α vybidytkjdyj,bc ljybc rhbnthbevc X 1,α -b'
fqybiyfdty^
lfdeidf' X 1,α lf X 2,α th'b lf bubdt α vybidytkjdyj,bc ljybc jhb
rhbnthbevbf& 'e
P{ X∈ X 1,α |H 0 } = P{ X∈ X 2,α |H 0 }
[jkj
P{ X∈ X 1,α |H 1 } ≥ P{ X∈ X 2,α |H 1 },
vfiby fv,j,ty^ hjv X 1,α rhbnthbevb eahj vskfdhbf X 2,α rhbnthbev'fy itlfht,b'*
fct' itv'[dtdfib egbhfntcj,f^ w[flbf^ eylf vbdfybzj' X 1,α rhbnthbevc& fmtlfy
ufvjvlbyfht itvjlbc evskfdhtcb rhbnthbevbc wyt,f& X1*,α -c tojlt,f evskfdhtcb
rhbnthbevb (e&r&)^ 'e yt,bcvbthb X 1,α rhbnthbevbcf'dbc flubkb fmdc
'fyfafhlj,t,c%
P{ X∈ X1*,α |H 0 } ≤ P{ X∈ X 1,α |H 0 }
lf
P{ X∈ X1*,α |H 1 } > P{ X∈ X 1,α |H 1 },

'fyfw ,jkj enjkj,f vrfwhbf th'b vfbyw F-bcf'dbc^ F∈H 1 &

cfpjufljl^ hjltcfw hjujhw yekjdfyb H 0 ^ bct fknthyfnbekb H 1 /bgj-
'tpf vfhnbdbf evskfdhtcb rhbnthbevb fbut,f ytbvfy-gbhcjybc ktvbc cfiefkt,b'&
lfvnrbwt,bc ufhtit vjud.fdc e&r&-bc fut,bc vt'jlb eodtnfl ufyfobkt,ekb
utythfkehb th'j,kbj,bcf'dbc&

YTBVFY-GBHCJYBC KTVF*& d'mdf'^ H 0 /bgj'tpbcf lf H 1 fknthyfnbdbc

vb[tldb'^ /bgj'tnehb ufyfobkt,bc cbvrdhbdtt,bf itcf,fvbcfl f 0 (x) lf f 1 (x), fvfc'fy
.jdtkb x-bcf'dbc f 0 (x)>0, f 1 (x)>0. .jdtkb abmcbht,ekb x=(x 1 ,x 2 ,...,x n ) htfkbpf-
wbbcf'dbc ufydb[bkj' lfcf]thj,bc afhlj,f%
318

n f1 ( xi )
 n ( x ) ≡  n ( x1 ,..., x n ) = ∏
i =1 f 0 ( xi )
itvjdbqj' cnfnbcnbrf  n =  n (X)=  n (X 1 ,...,X n ) lf ufydcfpqdhj' ψ(c)=P 0 {  n ≥c}
aeymwbf^ cflfw ψ(c) fhbc {  n ≥c} [ljvbkj,bc fk,f'j,f yekjdfyb /bgj'tpbc
cfvfh'kbfyj,bc lhjc& lfdeidf'^ hjv .jdtkb α-'dbc^ 0<α<1 fhct,j,c bct'b c α ^
hjv ψ(c α )=α&
ytbvfy-gbhcjybc ktvf& vbqt,ek lfidt,t,ib fhct,j,c H 0 /bgj'tpbc
itvjovt,bc (H 1 fknthyfnbdbc obyffqvltu) α vybidytkjdyj,bc ljybc vmjyt
evskfdhtcb rhbnthbevb& tc rhbnthbevb ufybcfpqdht,f itvltub rhbnbrekb fhb'%
X1∗,α = {x :  n (x)≥c α }.
fut,ek rhbnthbevc tojlt,f ytbvfy-gbhcjybc rhbnthbevb&
lfde,heylt' vfhnbdb /bgj'tpt,bc itvjovt,bc fvjwfyfc yjhvfkehb utythf-
kehb th'j,kbj,bc cfiefkjcf'dbc& itdfvjovj' itvltub vfhnbdb /bgj'tpt,b
H 0 : µ=µ 0 ^
H 1 : µ=µ 1 >µ 0 .
lfcf]thj,bc afhlj,bc cnfnbcnbrfc fmdc itvltub cf[t%
n
exp{(−2σ 2 ) −1 ∑ ( xi − µ1 ) 2 }
n f1 ( xi ) n {( 2πσ) −1 exp{−( xi − µ1 ) 2 / 2σ 2 }} i =1
 n (x)= ∏ =∏ −1
= =
i =1 {( 2πσ) exp{−( x − µ ) / 2σ }} 2 −1 n
2 2
i =1 f 0 ( xi )
i 0 exp{(−2σ ) ∑ ( xi − µ 0 ) 2 }
i =1

= exp{x n (µ1 − µ 0 ) /(σ 2 / n)} ⋅ exp{−(µ12 − µ 02 ) /( 2σ 2 / n)} ,

cflfw
1 n
n i =1
xn =
xi & ∑
ytbvfy-gbhcjybc ktvbc 'fyf[vfl rhbnbrek fhtc fmdc cf[t
{x :  n (x) ≥ c α },
cflfw c α itbhxtdf gbhj,blfy%
ψ(c α ) = P 0 {  n ≥ c α } = α.
vfhnbdb ufhlfmvyt,bc itvltu vbdbqt,'^ hjv [ljvbkj,t,c ijhbc udfmdc
'fyfafhlj,f
 X − µ0 
{  n ≥ cα} =  n n ≥ t (c α )  ,
 σ 
cflfw
σ n
t(c) = ln c + (µ1 − µ 0 ) .
n (µ1 − µ 0 ) 2σ
fvhbufl^
11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 319

 X − µ0 
ψ(c α ) = P 0 {  n ≥ c α } = P 0  n n ≥ t (c α ) =α,
 σ 
X − µ0
cfblfyfw^ bvbc uf'dfkbcobyt,b'^ hjv n n ~ N(0,1), vbdbqt,'^ hjv t(c α )=z α ^
σ
cflfw z α cnfylfhnekb yjhvfkehb ufyfobkt,bc ptlf α-rhbnbrekb othnbkbf lf
cf,jkjjl dfcrdyb'^ hjv rhbnbrekb fht itvltub ajhvbcff%
 σ 
X n ≥ µ0 + zα  .
 n 
hjujhw d[tlfd' ytbvfy-gbhcjybc ktvbc ufvj.tyt,b' fut,ekb rhbnbrek fht
lftv'[df flht bynebwbehb vjcfpht,b' fut,ek rhbnbrek fhtc& ytbvfy-gbhcjybc
ktvf bsktdf lfvfnt,b' byajhvfwbfc bvbc 'fj,fpt^ hjv fut,ekb rhbnthbevb
evskfdhtcbf&
tmcgthbvtynbc lfutuvdbcfc tmcgthbvtynfnjhbcf'dbc vybidytkjdfybf th'bc
v[hbd^ gbhdtkb lf vtjht udfhbc itwljvt,bc fk,f'j,f'f cbvwbhbc vbqotdf lf
vtjhtc v[hbd^ lfyf[fh]t,bc ufvj^ wlt,bc vbybvfkehb hfjltyj,bc xfnfht,f&
ufydb[bkj' itvltub fvjwfyf% ufydcfpqdhj'^ hbcb njkb eylf b.jc wlt,bc bc
vbybvfkehb hfjltyj,f^ n*^ hjvkbc'dbcfw gbhdtkb udfhbc itwljvbc fk,f'j,f α-c
njkbf^ [jkj vtjht udfhbc itwljvbc fk,f'j,f yfrkt,bf β-pt^ cflfw α lf β
obyfcofh vjwtvekb cblbltt,bf&
fvjwfyf fvjd[cyf' vfh]dtyf wfkv[hbdb rhbnthbevbcf'dbc& lfdfabmcbhj'
α, 0<α<1. ithxtdbc abmcbht,ekb vjwekj,bcf'dbc vjdst,yj' x rh = x rh (α, n) bct^
hjv gbhdtkb udfhbc itwljvf α-c njkb ufvjdbltc& udtmyt,f%

x rh = x rh (α, n) = µ 0 + z α σ / n . (11.16)
vfh'kfw
 X − µ0 
{ }
P X n ≥ xrh ( α, n ) = P  ≥ zα  = α
 σ/ n 
f[kf n bct itdfhxbj'^ hjv vtjht udfhbc itwljvbc fk,f'j,f fh fqtvfnt,jltc
β−c fye flubkb /mjyltc itvltu enjkj,fc
 xrh (α, n) − µ1 
β ≥ P{ X n < x rh (α,n)|H 1 }= Φ  &
 σ 
 n 
Φ(x) aeymwbbc phlflj,bc ufvj
xrh (α, n) − µ1
≤ xβ .
σ n
cflfw x β cnfylfhnekb yjhvfkehb ufyfobkt,bc β-rdfynbkbf^ t&b& x β = –z β & erf-
yfcrytk enjkj,fib itdbnfyj' x rh (α,n)-c vybidytkj,f (11.16)-blfy lf fvjd[cyf' tc
enjkj,f n-bc vbvfh'& udtmyt,f
n* ≥ σ2(z β +z α )2/(µ 1 −µ 0 )2 (11.17)
320

lf fvudfhfl^
ithxtdbc vbybvfkehb hfjltyj,f n*, hjvkbc'dbcfw gbhdtkb udfhbc
itwljvbc fk,f'j,f α-c njkbf^ [jkj vtjht udfhbc itwljvbc fk,f'j,f yfrkt,bf
β-pt vjbwtvf itvltub ajhvekb'
n* =[σ2(z β +z α )2/(µ 1 −µ 0 )2]+1 (11.18)
cflfw [a] fqybiyfdc a hbw[dbc v'tk yfobkc& vfifcflfvt^ ithxtdbc vbybvfkehb
vjwekj,f fhbc bc vbybvfkehb yfnehfkehb hbw[db^ hjvkbcf'dbcfw cheklt,f
(11.17)& dbyfblfy z 1–α = –z α , (11.18) ufycfpqdhfdc ithxtdbc vbybvfkeh vjwekj,fc
hjujhw vfh]dtyf^ bct vfhw[tyf wfkv[hbdb rhbnthbevbcf'dbc&
vfufkbsb 11.5. itdfafcj' wlt,bc hf vbybvfkehb hfjltyj,ff cfzbhj bvb-
cf'dbc^ hjv vbqotekb bmyfc α=0.05, β=0.1 vybidytkj,t,b yjhvfkehb ufyfobkt,bc
cfiefkjc itcf[t, itvltub /bgj'tpt,bc itvjovt,bcfc% H 0 : µ 0 =8, H 1 : µ 1 =11, σ2
wyj,bkbf^ σ=7.
fvj[cyf& yjhvfkehb ufyfobkt,bc w[hbkt,blfy dbgjdj' z 0.1 lf z 0.05 . udtmyt,f
z β = 1.29, z α = 1.64. (11.18)-bc sfkb'^ vbdbqt,' n>47, vfifcflfvt^ n*=48&
fvb' xdty lfdfchekt' yjhvfkehb gjgekfwbbc cfiefkjcf'dbc vfhnbdb
/bgj'tpt,bc ufhxtdbc fvjwfybc vbvj[bkdf&

§4. VFHNBDB LF H"EKB ?BGJ"TPT<BC FY JHB H"EKB

?BGJ"TPBC UFHXTDBC FVJWFYF YJHVFKEHB
GJGEKFWBBC CFIEFKJCF"DBC

ufydb[bkj' utythfkehb th'j,kbj,f (gjgekfwbf)^ hjvtkbw ufyfobkt-

,ekbf yjhvfkehfl& d'mdf' fv utythfkehb th'j,kbj,blfy fvjqt,ekbf n
vjwekj,bc ithxtdf& ithxtdbc tktvtynt,b b.jc X 1 ,X 2 ,...,X n & obyfcofh ufycfpqdhekb
α−vybidytkjdyj,bc ljybcf'dbc itdfvjovj' itvltub cf[bc /bgj'tpt,b utythfkehb
th'j,kbj,bc ufyfobkt,bc vf'tvfnbrehb kjlbybc itcf[t,%
f) H 0 : µ=µ 0 , ,) H 0 : µ=µ 0 , u) H 0 : µ=µ 0 ,
H 1 : µ>µ 0 , H 1 : µ<µ 0 , H1 : µ ≠ µ0,
h'ek H 1 fhnthyfnbdt,c itcf,fvbcfl tojlt,f vf]dtyf wfkv[hbdb
fknthyfnbdf^ vfhw[tyf wfkv[hbdb fknthyfnbdf lf jhv[hbdb fknthyfnbdf&
.dtkufy µ 0 ofhvjflutyc hfbvt wyj,bk hbw[dc& eylf ufdfhxbj' jhb
itv'[dtdf% 1) lbcgthcbf σ2 wyj,bkbf lf bc σ 02 -bc njkbf^ 2) lbcgthbcbf σ2 ewyj,bf&
hjwf σ2 wyj,bkbf^ H 0 /bgj'tpf vfhnbdbf^ [jkj fknthyfnbdf h'ekbf& hjwf σ2
ewyj,bf^ hjujhw yekjdfyb^ bct fknthyfnbekb /bgj'tpt,b h'ekbf&

?BGJ"TPF"F ITVJOVT<F YJHVFKEHB GJGEKFWBBC CFIEFKJCF"DBC

WYJ<BKB LBCGTHCBBC ITV"{DTDFIB& bv itv'[dtdfib^ hjltcfw yjhvfkehb
11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 321

gjgekfwbbc lbcgthcbf σ2 wyj,bkbf^ σ2= σ 02 ^ lf vjovlt,f cfiefkjc itcf[t,%

H 0 : µ=µ 0 /bgj'tpf fctdt vfhnbdb H 1 : µ=µ 1, µ 1 >µ 0 fknthyfnbdbc obyffqvltu^
rhbnbrekb fht fh fhbc lfvjrblt,ekb µ 1 -bc rjyrhtnek vybidytkj,fpt (rhbnbre-
kb fhbc fut,bcfc vybidytkjdfybf v[jkjl bc afmnb^ hjv µ 1 >µ 0 )& fvbnjv ,eyt,hbdbf^
ufvjdb.tyj' bubdt rhbnthbevb h'ekb H 1 : µ>µ 0 fknthyfnbdbc itv'[dtdfibw&
f) rhbnthbevbc cnfnbcnbrfc ofhvjflutyc cnfylfhnbpt,ekb ithxtdb'b
cfiefkj
X n − µ0
Zn = ^
σ0 n

lf rhbnbrekb fhtf cnfylfhnekb yjhvfkehb ufyfobkt,bc ptlf α pjvbc fht%

U 1 ={z≥z α }=[z α ,∞).
vjwtvekb x=(x 1 ,x 2 ,...,x n ) htfkbwbbcf'dbc lf α vybidytkjdyj,bc ljybcf'dbc^
'e
xn − µ 0
z= ≥ zα , (11.19)
σ0 n
H 0 /bgj'tpfc efhd.ja'^ obyffqvltu itv'[dtdfib H 0 /bgj'tpbc efh.jabc cfaes-
dtkb fhf udfmdc&
,) fyfkjubehb vc]tkj,bc cfaesdtkpt vfhw[tyf wfkv[hbdb fknthyfnbdt-
,bcf'dbc vbdbqt,'^ hjv rhbnbrekb fhtf cnfylfhnekb yjhvfkehb ufyfobkt,bc
mdtlf α pjvbc fht% U 1 ={z≤z α }=(–∞,–z α ].
'e x=(x 1 ,x 2 ,...,x n ) ithxtdb'b vybidytkj,t,bcf'dbc^
xn − µ 0
z= ≤ −zα (11.20)
σ0 n
vfiby H 0 /bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb'^ bv x=(x 1 ,x 2 ,...,x n )
vjyfwtvt,b'^ hjvkt,bc'dbcfw z>z α ^ H 0 /bgj'tpbc efh.jabc cfaesdtkb fhf udfmdc&
f) lf ,) itv'[dtdt,bc'dbc ufy[bkek /bgj'tpf'f itvjovt,bc otcb ufvjb.t-
yt,f vfibyfw^ hjltcfw /bgj'tpt,c itvltub cf[t fmd'%
f) H 0 : µ≤µ 0 , ,) H 0 : µ≥µ 0 ^
H 1 : µ>µ 0 ^ H 1 : µ<µ 0 ^
fye hjujhw H 0 , fctdt H 1 h'ekb /bgj'tpt,bf&
xn − µ 0
u) fknthyfnbdf fv itv'[dtdfib jhv[hbdbf lf z= σ n
-bc lblb vybidytkj-
,t,b vtn.dtkt,c H 1 fknthyfnbdbc cfcfhut,kjl& fvbnjv rhbnthbevbc cnfnbcnbrf
bctd Z-bf lf α vybidytkjdyj,bc ljybc rhbnbrekb fht itlut,f jhb yfobkbcfufy%
cnfylfhnekb yjhvfkehb ufyfobkt,bc α/2 pjvbc ptlf rhbnbrekb fht lf bvfdt
ufyfobkt,bc α/2 pjvbc mdtlf rhbnbrekb fhtt,bcfufy% U 1 =(–∞,–z α ]∪[z α ,∞).
'e x=(x 1 ,x 2 ,...,x n ) ithxtdb'b vybidytkj,t,bcf'dbc^
322

xn − µ 0
z= ≥ zα / 2 (11.21)
σ n

vfiby H 0 /bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb'^ obyffqvltu itv'[dtdfib

x=(x 1 ,x 2 ,...,x n ) vjyfwtvt,b' H 0 /bgj'tpbc efh.jabc cfaesdtkb fhf udfmdc (yf[& 11.5).

yf[& 11.5

ufdfrt'j' th'b vybidytkjdfyb itybidyf& hjujhw dbwb'^ 'e X 1 ,X 2 ,...,X n ith-

xtdff yjhvfkehb gjgekfwbblfy µ cfiefkj'b lf σ2 lbcgthcbb'^ vfiby X n ithxt-
db'b cfiefkjw yjhvfkehflff ufyfobkt,ekb µ cfiefkj'b lf σ2/n lbcgthcbb'&
pjufl itv'[dtdfib^ hjltcfw gjgekfwbf^ hjvkblfyfw vbqt,ekbf ithxtdf^ fh fhbc
yjhvfkehfl ufyfobkt,ekb^ vfuhfv ithxtdbc vjwekj,f n cfrvfjl lblbf^
wtynhfkehb pqdfhb'b 'tjhtvbc sfkb'^ X n itv'[dtdb'b cblblt vbf[kjt,b'
yjhvfkehflff ufyfobkt,ekb µ cfiefkj'b lf σ2/n lbcgthcbb'^ cflfw µ lf σ2
itcf,fvbcfl^ gjgekfwbbc cfiefkj lf lbcgthcbff&
fvbnjv^cnfnbcnbrehb /bgj'tpt,bc itvjovt,bc ptvj' vj.dfybkb rhbnt-
hbevt,b ufvjb.tyt,f vfibyfw^ hjwf utythfkehb th'j,kbj,f fh fhbc yjhvfkehfl
ufyfobkt,ekb^ vfuhfv ithxtdbc vjwekj,f lblbf (n>30)& fv itv'[dtdfib yjhvfkehb
gjgekfwbbcfufy ufyc[dfdt,b' ptvj' vj.dfybkb ghjwtlehf vbf[kjt,b'bf lf n-bc
phlfc'fy th'fl vbcb cbpecnt bphlt,f&
/bgj'tpf'f itvjovt,bc fkujhb'vb yjhvfkehb gjgekfwbbc cfiefkjcf'dbc^
hjltcfw gjgekfwbbc lbcgthcbf wyj,bkbf

/bgj'tpf% H0 : µ=µ0
vybidytkjdyj,bc ljyt% α
xn − µ 0
rhbnthbevbc cnfnbcnbrbc vybidytkj,f% z =
σ n
fknthyfnbdf rhbnbrekb fht U1 (H0-bc efh.jabc fht)
H1 : µ=µ1>µ0 z ≥ zα,
H1 : µ=µ1<µ0 z ≤ –zα,
H1 : µ≠µ1 z ≤−zα/2 fy z ≥ zα/2.
cflfw zα fhbc N(0,1) ufyfobkt,bc ptlf α-rhbnbrekb othnbkb&
xn − µ 0
uflfo.dtnbkt,f% 'e z= σ n
∈U1, H0 /bgj'tpfc efhd.ja'^ obyffqvltu
itv'[dtdfib H0-bc efh.jabc cfaesdtkb fh udfmdc&
fqybiyekb rhbnthbevb ufvjb.tyt,f bv itv'[dtdfibw^ hjwf gjgekfwbf
fh fhbc yjhvfkehfl ufyfobkt,ekb^ vfuhfv ithxtdbc vjwekj,f lblbf (n>30)
11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 323

/BGJ"TPF"F ITVJOVT<F YJHVFKEHB GJGEKFWBBC CFIEFKJCF"DBC

EWYJ<B LBCGTHCBBC ITV"{DTDFIB& fv itv'[dtdfib rhbnthbevbc cnfnbcnbrfl
ufvjb.tyt,f&
X − µ0
T= (11.22)
S′/ n
cnfnbcnbrf hjvtkcfw^ hjujhw dbwb'^ fmdc t(n–1) ufyfobkt,f (cnbeltynbc t
ufyfobkt,f (n–1) 'fdbceakt,bc [fhbc[b')& fyfkjubehfl obyf itv'[dtdt,bcf
vybidytkjdyj,bc abmcbht,ekb α ljybcf'dbc rhbnbrekb fht itvltuyfbhfl fbut,f
(mdtvj' t n–1,α fqybiyfdc t(n–1) ufyfobkt,bc ptlf α-rhbnbrek othnbkc fye (1–α)-
rdfynbkc% t n–1,α = t 1–α (n))%
f) wfkv[hbdb vfh]dtyf fknthyfnbdf& rhbnbrekb fhtf t(n–1) ufyfobkt,bc ⋅α pjvbc
ptlf fht^ t&b& U 1 =[t n–1,α , ∞)&
,) wfkv[hbdb vfhw[tyf fknthyfnbdf& rhbnbrekb fhtf t(n–1) ufyfobkt,bc α pjvbc
mdtlf fht^ t&b& U 1 =(– ∞,–t n–1,α ] &
u) jhv[hbdb fknthyfnbdf& U 1 rhbnbrekb fht itlutybkbf jhb yfobkbcfufy%
t(n−1) ufyfobkt,bc α/2 pjvbc ptlf lf α/2 pjvbc mdtlf fhtt,bcfufy^ t&b&
U 1 =(−∞,−t n−1,α/2 ]∪[t n–1,α/2 , ∞)&
fvhbufl^ uflfo.dtnbkt,bc vbqt,bc otcb fct itbskt,f xfvjdf.fkb,j'%
'e x=(x 1 ,x 2 ,...,x n ) ithxtdb'b vybidytkj,b'^
xn − µ 0
tn = ∈ U1 , (11.23)
s′ n
vfiby H 0 /bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb'^ obyffqvltu itv'[dtdfib
x=(x 1 ,x 2 ,...,x n ) vjyfwtvt,b' H 0 /bgj'tpbc efh.jabc cfaesdtkb fhf udfmdc&
fm t n =T n (x) cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,ff&
hjltcfw n bphlt,f cnbeltynbc t(n–1) ufyfobkt,f cohfafl ef[kjdlt,f
yjhvfkeh ufyfobkt,fc^ hbc ufvjw^ hjwf n>30, t(n–1) ufyfobkt,bc p-rdfynbkt,bc
vjcfst,yfl cfhut,kj,ty cnfylfhnekb yjhvfkehb ufyfobkt,b'&
hjltcfw gjgekfwbf fqfh fhbc yjhvfkehfl ufyfobkt,ekb^ vfuhfv n lblbf^
T n cnfnbcnbrbc ufyfobkt,f rdkfd f[kjcff yjhvfkeh'fy^ hbc ufvjw (11.23)-b'
ufycfpqdhekb ghjwtlehf fv itv'[dtdfibw ufvjlut,f&
vfufkbsb 11.6. f[fkb tktmnhjyekb [tkcfo.jc itvjovt,bc vbpyb'^ rjvgf-
ybfv uflfo.dbnf ufvjeidfc v[jkjl tmdcb fct'b [tkcfo.j& .jdtkb vf'ufybcf'dbc
ufbpjvf lhj [tkcfo.jc vo.j,hblfy ufvjcdkfvlt^ hbc itltuflfw vbqt,ekb bmyf
324

itvltub fvjyfhxtdb% 59.2, 68.3, 57.8, 56.5, 63.7 lf 57.3 cff'b& udfsktdc 'e fhf tc
ithxtdf cfrvfhbc cfaesdtkc α=0.05 ylj,bc ljyb' itvltub lfcrdybc ufcfrt't,kfl%
f[fkb [tkcfo.jc cbwjw[kbc cfiefkj [fyuhskbdj,f fqtvfnt,f 55 cff'c&
fvj[cyf& ufvjd'dfkj' ithxtdb'b cfiefkj lf cfiefkj rdflhfnekb
uflf[hf&
1  2 (∑ x ) 
2
∑x
xn = =60.4667, s2= ∑ x −  =21.2587.
n n − 1  n 
1. H 0 : µ=55;
H 1 : µ>55.
X − 55
2. rhbnthbevbc cnfnbcnbrff t = n
S n
3. ereult,bc fht& eredfult,' H 0 -c 'e t >2.015 ('fdbceakt,bc [fhbc[b =5)
x − 55
dbfyufhbij' t cnfnbcnbrbc vybidytkj,f t = n =2.9
s′ n
hflufy t cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,f vtnbf 2.015-pt xdty
eredfult,' H 0 /bgj'tpfc^ fye fhbc cfrvfhbcb cfaesdtkb vnrbwt,bc^ hjv f[fkb
[tkcfo.jc cfiefkj cbwjw[kbc [fyuhskbdj,f fqtvfnt,f 55 cff'c&
vfufkbsb 11.7. @Cheese Company" .blekj,c hstc athvtht,bcfufy& rjvgfybbc
vtyt]thc fmdc tzdb^ hjv pjubth'b athvthb vjut,bc ufphlbc vbpyb' .blbc
o.fkyfhtd hstc& wyj,bkbf^ hjv hsbc uf.bydbc ntvgthfnehf lfvjrblt,ekbf hsbc
w[bvbfyj,fpt^ hfcfw 'fdbc v[hbd ufycfpqdhfdc cfmjykbc ]bib^ vbc vbth vbqt,ekb
cfrdt,bc cf[t lf ,tdhb c[df afmnjhb^ hjvtk'f chekfl ufycfpqdhf iteskt,tkbf&
fvbc ufvj xfd'dfkj'^ hjv yfnehfkehb hsbc uf.bydbc ntvgthfnehf ofhvjflutyc
yjhvfkeh itv'[dtdb' cblbltc cfiefkj vybidytkj,b'^ µ=–0.5450C lf cnfylfh-
nekb uflf[hb'^ σ=0.0080C^ [jkj o.fkyfhtdb hsbc uf.bydbc ntvgthfnehf vtnbf
yfnehfkehb hsbc uf.bydbc ntvgthfnehfpt& fv wyj,bkb afmnt,bc uf'dfkbcobyt,b'
rjvgfybbc vtyt]thc iteskbf ufvj'mdfc^ d'mdf'^ itvltub jhb cf[bc /bgj'tpf
rjvgfybbc vbth itstybkb hsbc [fhbc[bc itcf[t,%
H 0 : µ=µ 0 (vbqt,ekb hst yfnehfkehbf)^
H 1 : µ>µ 0 (vbqt,ekb hst o.fkyfhtdbf)
/bgj'tpf'f itvjovt,bc fkujhb'vb yjhvfkehb gjgekfwbbc cfiefkjcf'dbc^
hjltcfw gjgekfwbbc lbcgthcbf ewyj,bf
(gfnfhf vjwekj,bc ithxtdbc itv'[dtdfib)

/bgj'tpf% H0 : µ=µ0
vybidytkjdyj,bc ljyt% α
xn − µ 0
rhbnthbevbc cnfnbcnbrbc vybidytkj,f% t =
s′ n
fknthyfnbdf rhbnbrekb fht U1 (H0-bc efh.jabc fht)
H1 : µ=µ1>µ0 t > tn–1, α,
H1 : µ=µ1<µ0 t < –tn–1, α,
H1 : µ≠µ1 t < –tn–1, α/2 fy t > tn–1, α/2.
x −µ
uflfo.dtnbkt,f% 'e t = sn′ n0 ∈U1, H0 /bgj'tpfc efhd.ja'^ obyffqvltu itv-
'[dtdfib H0-bc efh.jabc cfaesdtkb fh udfmdc&
11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 325

§ 5. ?BGJ"TPF"F ITVJOVT<F YJHVFKEHFL

UFYFOBKT<EKB UTYTHFKEHB TH"J<KBJ<BC
LBCGTHCBBCF"DBC
f[kf ufydb[bkj' itv'[dtdf^ hjltcfw yjhvfkehfl ufyfobkt,ekb gjgekf-
wbblfy vbqt,ekb ithxtdbc cfaesdtkpt itcfvjovt,tkbf itvltub cf[bc /bgj'tpt,b

f) H 0 : σ2= σ 02 , ,) H 0 : σ2= σ 02 , u) H 0 : σ2= σ 02 ,

H 1 : σ2> σ 02 , H 1 : σ2< σ 02 , H 1 : σ2≠ σ 02 .
(vfhdtyf wfkv[hbdb fknthyfnbdf) (vfhw[tyf wfkv[hbdb fknthyfnbdf) (jh[hbdb fknthyfnbdf)

.dtkufy σ 02 ofhvjflutyc hfbvt wyj,bk hbw[dc& eylf ufdfhxbj' jhb itv'[dtdf% 1)

vf'tvfnbrehb kjlbyb^ µ wyj,bkbf^ 2) vf'tvfnbrehb kjlbyb^ µ ewyj,bf& hjwf
µ wyj,bkbf^ H 0 /bgj'tpf vfhnbdbf^ [jkj fknthyfnbdf h'ekbf& hjwf µ ewyj,bf^
hjujhw yekjdfyb^ bct fknthyfnbekb /bgj'tpt,b h'ekbf&
hflufy ewyj,b lbcgthcbbc jgnbvfkeh xfeyfwdkt,tk itafct,fc
ofhvjflutyc ithxtdb'b lbcgthcbf^ fvbnjv rhbnthbevbc cnfnbcnbrfl ,eyt,hbdbf
ufydb[bkj' tc erfyfcrytkb&
1 n
S n2 = ∑ ( X i − µ) 2 , (11.24)
n i =1
hjwf µ wyj,bkbf lf
1 n
S n′ 2 = ∑ (X i − X ) ,
2
(11.25)
n − 1 i =1
hjwf µ ewyj,bf&
hjujhw wyj,bkbf (b[& vtidblt 'fdb) H 0 /bgj'tpbc cfvfh'kbfyj,bcfc
nS 2
χ 2n = 2n ~ χ 2(n), (11.26)
σ0
lf
(n − 1) S n′ 2
χ 2n −1 = ~ χ2(n–1). (11.27)
σ 02
dbyfblfy^ hjujhw fqdybiyt'^ (11.24) lf (11.25) xfeyfwdkt,tkb itafct,t,bf^
ithxtdb'b lbcgthcbbc vybidytkjdfyb uflf[hf σ 02 -bcfufy vtn.dtkt,c Η 1 /bgj'tpbc
cfcfhut,kjl& fvbnjv^ fyfkjubehfl obyf itv'[dtdt,bcf^ abmcbht,ekb α
326

vybidytkjdyj,bc ljybcf'dbc rhbnbrekb fhtt,b itvltuyfbhfl fbut,f (mdtvj' χ2 n,α

fhbc χ 2(n) ufyfobkt,bc ptlf α-rhbnbrekb othnbkb χ2 n,α = χ2 1–α (n) b[& yf[& 11.6)%
f) wfkv[hbdb vfh]dtyf fknthyfnbdf& rhbnbrekb fhtf χ2 ufyfobkt,bc α pjvbc ptlf
fht^ t&b&
U 1 =[ χ n2 , α ,+∞), hjltcfw µ wyj,bkbf^
U 1 =[ χ 2n −1, α ,+∞), hjltcfw µ ewyj,bf&

,) wfkv[hbdb vfhw[tyf fknthyfnbdf& rhbnbrekb fhtf χ2 ufyfobkt,bc α pjvbc

mdtlf fht^ t&b&
U 1 =(0, χ 2n ,1−α ], hjltcfw µ wyj,bkbf^
U 1 =(0, χ 2n −1,1− α ], hjltcfw µ ewyj,bf&

u) jhv[hbdb fknthyfnbdf& U 1 rhbnbrekb fht itlutybkbf jhb yfobkbcfufy% χ2 ufyf-

obkt,bc α/2 pjvbc ptlf lf χ 2ufyfobkt,bc α/2 pjvbc mdtlf fhtt,bcfufy
U 1 =(0, χ 2n ,1−α / 2 ]∪[ χ 2n , α / 2 ,+∞), hjltcfw µ wyj,bkbf^
U 1 =(0, χ 2n −1,1−α / 2 ]∪[ χ n2 −1, α / 2 ,+∞), hjltcfw µ ewyj,bf^
vjwtvekb x=(x 1 ,x 2 ,...,x n ) ithxtdb'b vybidytkj,t,b'^ hjvkt,bc'dbcfw
ns 2
∈U 1 , ' e cfiefkj wyj, bkbf^
σ 02 (11.28)
( n − 1) s ′ 2
∈ U 1 , ' e cfiefkj ewyj, bf &
σ 02

H 0 /bgj'tpfc α vybidytkjdyj,bc ljyb' efhd.ja'^ obyffqvltu itv'[dtdfib

x=(x 1 ,x 2 ,...,x n ) vjyfwtvt,b' H 0 /bgj'tpbc efh.jabc cfaesdtkb fhf udfmdc&
fm s2 lf s '2 fhbc S2 lf itcf,fvbcfl S '2 cnfnbcnbrbc lfrdbhdt,ekb
(x=(x 1 ,x 2 ,...,x n )) htfkbpfwbb' ufvj'dkbkb vybidytkj,f&

yf[& 11.6

vfufkbsb 11.8. d'mdf'^ n=24^ s=17.3, α=0.05 vybidytkjdyj,bc ljybcf'dbc

itdfvjovj' /bgj'tpt,b
H 0 : σ=15,
11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 327

H 1 : σ>15.
fvj[cyf& fvjwfybc gbhj,blfy ufvjvlbyfht cfmvt udfmdc wfkv[hbd vfh]dtyf
rhbnthbev'fy& χ2(24) ufyfobkt,bc w[hbkt,blfy α=0.05-'dbc dgjekj,' ptlf
rhbnbrek vybidytkj,fc χ 224,0.05 ≈36.4^ db'dkb' rhbnthbevbc cnfnbcnbrbc
hbw[db' vybidytkj,fc lf hflufy χ 224 =24(17.3)2/(15)2=31.92<36.4= χ 224,0.05 ^ dfcrdyb'%
α=0.05 vybidytkjdyj,bc ljyb' /bgj'tpbc efh.jabc cfaesdtkb fhf udfmdc&
/bgj'tpf'f itvjovt,bc fkujhb'vb yjhvfkehb gjgekfwbbc lbcgthcbbcf'dbc

/bgj'tpf H0 : σ2= σ 02
vybidytkjdyj,bc ljyt α
ns 2
rhbnthbevbc cnfnbcnbrfbc vybidytkj,f ^ hjltcfw µ wyj,bkbf
σ 02
(n − 1) s ′ 2
^ hjltcfw µ ewyj,bf
σ 02
fknthyfnbdf rhbnbrekb fht
H1 : σ 2
> σ 02 , U1=[ χ 2n , α ,+∞), hjltcfw µ wyj,bkbf^
U1=[ χ 2n −1, α ,+∞), hjltcfw µ ewyj,bf&
H1 : σ2< σ 02 , U1=(0, χ 2n ,1−α ], hjltcfw µ wyj,bkbf^
U1=(0, χ 2n −1,1−α ], hjltcfw µ ewyj,bf&

H1:σ2≠ σ 02 , U1 =(0, χ n2 ,1−α / 2 ]∪[ χ 2n , α / 2 ,+∞), hjltcfw µ wyj,bkbf^

U1 =(0, χ n2 −1,1−α / 2 ]∪[ χ 2n −1, α / 2 ,+∞), hjltcfw µ ewyj,bf^
cflfw χ2n,p fhbc χ 2(n) ufyfobkt,bc ptlf α-rhbnbrekb othnbkb&

fvb' xdty lfdfchekt' /bgj'tpf'f itvjovt,bc fvjwfyt,bc vbvj[bkdf

yjhvfkehfl ufyfobkt,ekb utythfkehb th'j,kbj,bc gfhfvtnht,bcf'dbc&
ufydb[bkj' f[kf /bgj'tpf'f itvjovt,bc fvjwfyf ,thyekbc ufyfobkt,bc
ewyj,b fk,f'j,bc itcf[t,&

§ 6. EWYJ<B FK<F"J<BC ITCF{T< ?BGJ"TPF"F

ITVJOVT<BC FVJWFYF <THYEKBC CMTVFIB
328

d'mdf'^ X=(X 1 ,...,X n ) n vjwekj,bc ithxtdff ,thyekbc rfyjyb' ufyfobkt-

,ekb utythfkehb th'j,kbj,blfy ofhvfnt,bc ewyj,b p fk,f'j,b'^ fye X 1 ,...,X n
lfvjerblt,tkb^ ,thyekbc rfyjyb' ufyfobkt,ekb itv'[dtdb'b cblbltt,bf& fv
ithxtdbc cfaesdtkpt^ α vybidytkjdyj,bc ljyb'^ itcfvjovt,tkbf /bgj'tpt,b

f) H 0 : p = p 0 , ,) H 0 : p = p 0 , u) H 0 : p = p 0 ,
H1 : p > p0, H1 : p < p0, H1 : p ≠ p0.
∧
hjujhw dbwb'^ Pn =S n /n ofhvfnt,bc afhlj,b'b cb[ibht ofhvjflutyc
ewyj,b p fk,f'j,bc xfeyfwdkt,tk lf sfkvjcbk itafct,fc& xdty itdbcofdkb'
v[jkjl bv itv'[dtdfc^ hjltcfw ithxtdbc n vjwekj,f bvltyfl lblbf^ hjv n lf p
gfhfvtnht,bc vmjyt ,byjvehb ufyfobkt,bcf'dbc itcfskt,tkbf yjhvfkehb fghjm-
∧
cbvfwbbc ufvj.tyt,f fye yekjdfyb /bgj'tpbc cfvfh'kbfyj,bcfc Pn cnfnbcnbrf
p0 (1− p0 )
vbf[kjt,b' yjhvfkehflff ufyfobkt,ekb p 0 cfiefkj'b lf n
lbcgthcbb'

∧
 P n − p0 
P < x H 0  ≈ Φ ( x) & (11.29)
 p 0 (1 − p 0 ) 
 
 n 
fv vbptpb' ufycf[bkdtk itv'[dtdfib rhbnthbevbc cnfnbcnbrfl
ufvjb.tyt,f
∧
Pn − p 0
Zn = (11.30)
p 0 (1 − p 0 )
n
cnfnbcnbrf&
fyfkjubehfl obyf itv'[dtdt,bcf rhbnbrekb fhtt,b itvltuyfbhfl fbut,f%
f) wfkv[hbdb vfh]dtyf fknthyfnbdf& rhbnbrekb fhtf cnfylfhnekb yjhvfkehb
ufyfobkt,bc α pjvbc ptlf fht* U 1 =[x 1–α , ∞) ( fy U 1 =[z α , ∞));
,) wfkv[hbdb vfhw[tyf fknthyfnbdf& rhbnbrekb fhtf cnfylfhnekb yjhvfkehb
ufyfobkt,bc α pjvbc mdtlf fht* U 1 =(–∞, x α ] ( fy U 1 =(–∞, − z α ]);
u) jhv[hbdb fknthyfnbdf& rhbnbrekb fhtf cnfylfhnekb yjhvfkehb ufyfobkt,bc
α/2 pjvbc ptlf fht lf cnfylfhnekb yjhvfkehb ufyfobkt,bc α/2 pjvbc mdtlf fht*
U 1 =(–∞, x α/2 ]∪[x 1–α/2 ,∞) (fy U 1 =(–∞, − z α/2 ]∪[z α/2 , ∞)).
.dtkf bct'b x=(x 1 ,x 2 ,...,x n ) ithxtdb'b vybidytkj,t,bcf'dbc^
hjvkt,bc'dbcfw
∧
p− p0
z= ∈U 1 ,
p 0 (1 − p 0 )
n
11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 329

H 0 /bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb'^ c[df itv'[dtdfib H 0 /bgj'tpbc

efh.jabc cfaesdtkb fhf udfmdc&
∧ 1 n ∧
fm p = ∑ xi fhbc P cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,f&
n i =1

vfufkbsb 11.9. d'mdf'^ [fhbc[bc rjynhjkbc vtyt]thc cehc ufbujc^

fqtvfnt,f 'e fhf f[fkb lfyflufhb' lfvpflt,ekb ltatmnehb gfrtnt,bc obkb
10%−c& fvjwfybc uflfcfo.dtnfl ithxtekb 200 gfrtnblfy 26 ltatmnehb fqvjxylf&
fmdc 'e fhf cfaesdtkb vtyt]thc fvnrbwjc^ hjv f[fkb lfyflufhb fh frvf.jabkt,c
vbc vj'[jdyt,c^ 'e bc 'fyf[vff^ hjv vbc vbth vbqt,ekb uflfo.dtnbkt,bc hbcrb fh
fqtvfnt,jltc 0.05-c&
fvj[cyf& hflufy lfyflufhb vtyt]thbc gbhj,t,c frvf.jabkt,c v[jkjl
vfiby^ hjwf ltatmnehb gfrtnt,bc obkb gjgekfwbfib fh fqtvfnt,f 10%-c (p≤0.1) lf
vtyt]thbc bynthtct,ib fh itlbc ufvfh'ekb lfyflufhbc lfoeyt,f^ fvbnjv bc fct
f.fkb,t,c /bgj'tpt,c%
H 0 : p≤0.1,
H 1 : p>0.1,
n=200, p 0 =0.1, α=0.05. yjhvfkehb ufyfobkt,bc w[hbkt,blfy dgjekj,'^ hjv
z 0.05 =1.645 lf vfifcflfvt^ rhbnbrekb fht bmyt,f U 1 =[1.645;+∞). rhbnthbevbc
cnfnbcnbrbc ithxtdb'b vybidytkj,ff
26 − 200 ⋅ 0,1
z= ≈ 1.415,
200 ⋅ 0,1 ⋅ 0.9
hflufy 1.415<1.645 fye z∉U 1 ^ H 0 /bgj'tpbc efh.jabc cfaesdtkb fhf udfmdc&
330

/bgj'tpf'f itvjovt,bc fkujhb'vb ewyj,b p fk,f'j,bc itcf[t, ,thyekbc

cmtvfib (lblb vjwekj,bc itv'[dtdfib)

/bgj'tpf H0 : p = p0
vybidytkjdyj,bc ljyt α
∧
p − p0
rhbnthbevbc cnfnbcnbrf z=
p 0 (1 − p 0 )
n
fknthyfnbdf rhbnbrekb fht U1 (H0-bc efh.jabc fht)
H1 : p>p0, z > zα ,
H1 : p<p0, z < –zα ,
H1 : p≠p0, z < –zα/2 fy z > zα/2.
cflfw zα fhbc N(0,1) ufyfobkt,bc ptlf α-rhbnbrekb othnbkb&
uflfo.dtnbkt,f% 'e z ∈ U1^ H0 /bgj'tpfc efhd.ja'^ obyffqvltu itv'[dtdfib H0-
bc efh.jabc cfaesdtkb fhf udfmdc

itybidyf& vwbht vjwekj,bc ithxtdbcf'dbc p fk,f'j,bc itcf[t,

/bgj'tpf'f itvjovt,bc ghjwtlehf t.hlyj,f eiefkjl rhbnthbevbc cnfnbcnbrbc
pecn ufyfobkt,fc& fv itv'[dtdfib rhbnthbevbc cnfnbcnbrfl ufvjb.tyt,f S n
cnfnbcnbrf^ fye ofhvfnt,f'f hfjltyj,f n lfvjerblt,tk wlfib^ hjvtkcfw
yekjdfyb /bgj'tpbc cfvfh'kbfyj,bcfc fmdc ,byjvehb ufyfobkt,f n lf p 0
gfhfvtnht,b'&
vfufkb'fl^ wfkv[hbdb vfh]dtyf fknthyfnbdbc lhjc α vybidytkjdyj,bc
ljybc rhbnbrek fhtc fmdc cf[t
Sn ≥ cα,
cflfw c α v'tkb lflt,b'b hbw[db eylf itbhxtc gbhj,blfy^ hjv gbhdtkb udfhbc
itwljvbc fk,f'j,f α-c njkbf^ t&b&
n
P{ S n ≥ c α | Η 0 } = ∑ Pn (k , p 0 ) = α .
k = cα
vfuhfv ,byjvehb ufyfobkt,bc lbcrhtnekj,bc ufvj obyfcofh lfcf-
[tkt,ekb α-'dbc fct'b c α hbw[db itbskt,f fh fhct,j,ltc& fv itv'[dtdfib
vbvfh'fdty itvltu [th[c% c = c α -c fhxtdty itvltub gbhj,blfy%
P{S n ≥ c | H 0 } ≤ α < P{S n ≥ c–1 | H 0 }.
fye
n n
∑ Pn (k , p 0 ) ≤ α < ∑ Pn (k , p 0 ) .
k =c k = c −1
11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 331

§ 7. RFDIBHB ?BGJ"TPF"F ITVJOVT<BCF LF

BYNTHDFKEHB ITAFCT<BC FVJWFYT<C IJHBC

ewyj,b θ gfhfvtnhbc itcf[t, vfhnbdb /bgj'tpbc itvjovt,bc fvjwfyfcf lf

fvfdt gfhfvtnhbcf'dbc ylj,bc bynthdfkbc fut,bc fvjwfyt,c ijhbc fhct,j,c
vzblhj rfdibhb& cfbkecnhfwbjl ufydb[bkj' itvltub vfufkb'b&
lfdflubyj' eh'bth'rfdibhb yjhvfkehb gjgekfwbbc ewyj,b µ
cfiefkjcf'dbc vfhnbdb /bgj'tpbc itvjovt,bcf lf ylj,bc bynthdfkbc fut,bc
fvjwfyt,c ijhbc^ hjltcfw σ2 lbcgthcbf wyj,bkbf&
hjujhw erdt dbwb' H 0 : µ=µ 0 vfhnbdb /bgj'tpbc itvjovt,bcf'dbc H 1 :
µ≠µ 0 h'ekb fknthyfnbdbc obyffqvltu α-vybidytkjdyj,bc ljyb' H 0 /bgj'tpbc
vbqt,bc fhtf
 | x − µ0 | 
X 0,α (µ 0 ) =  x : n ≤ zα / 2  .
 σ 
ufydb[bkj' cbvhfdktt,b% X 0,α (µ)^ –∞<µ<∞ lf .jdtkb abmcbht,ekb
x=(x 1 ,x 2 ,...,x n )-bcf'dbc itvjdbqj' bynthdfkb
I(x) = {µ : x∈X 0,α (µ)} = {µ : x − σ
n
zα / 2 < µ < x + σ
n
z α / 2 }.

dfxdtyj'^ hjv I(X) itv'[dtdb'b bynthdfkb ofhvjflutyc (1–α)-ylj,bc bynthdfkc

µ−cf'dbc& vfh'kfw^

| X − µ 0 | 
P µ {µ∈I(X)}=P µ { X − σ
zα / 2 < µ < X + σ
z α / 2 }=P µ  n ≤ z α / 2  = 1–α.
n n
 σ 
fvhbufl^ X 0,α (µ) rhbnbrekb fhtt,bc vtidtj,b' fdfut' (1–α)-ylj,bc
bynthdfkb µ-cf'dbc&
f[kf ufydb[bkj' it,heyt,ekb fvjwfyf% ewyj,b µ-cf'dbc (1–α)-ylj,bc
bynthdfkbc vtidtj,b' fdfuj' α ljybc rhbnbrekb fht H 0 : µ=µ 0 /bgj'tpbc
itcfvjovt,kfl (H 1 : µ≠µ 0 )&
hjujhw dbwb'^ (1–α)-ylj,bc bynthdfkbc cf[tf%
X− σ
n
zα / 2 < µ < X + σ
n
zα / 2

vfiby^ ylj,bc bynthdfkbc ufycfpqdhbc 'fyf[vfl%

| X − µ 0 | 
1–α = Pµ 0 { X − σ
zα / 2 < µ 0 < X + σ
z α / 2 }= Pµ 0  n ≤ zα / 2  ;
n n
 σ 
cfblfyfw dfcrdyb'^ hjv
332

 | x − µ0 | 
X 1,α (µ 0 ) =  x : n ≥ zα / 2 
 σ 
ofhvjflutyc α ljybc vmjyt rhbnbrek fhtc H 0 : µ=µ 0 /bgj'tpbc itcfvjovt,kfl
H 0 : µ=µ 0 fknthyfnbdbc cfobyffqvltujl&
fvhbufl^ 'e fut,ekb udfmdc (1–α)-ylj,bc bynthdfkb lf itcfvjovt,tkbf
H 0 : µ=µ 0 vfhnbdb /bgj'tpf (H 1 : µ≠µ 0 )^ H 0 /bgj'tpf eylf efhd.j' α vybidytkjd-
yj,bc ljyb'^ 'e µ 0 fh tre'dybc fv bynthdfkc&
pjuflfl^ 'e α vybidytkjdyj,bc ljyb' H 0 : θ=θ 0 vfhnbdb /bgj'tpbc
itvjovt,bcf'dbc fut,ekb udfmdc H 0 /bgj'tpbc vbqt,bc hfbvt fht
X 0,α (θ 0 )
lf ufydb[bkfd' cbvhfdktt,c X 0,α (θ)^ θ∈Θ^ vfiby X=(X 1 ,X 2 ,...,X n ) ithxtdb' fut,ekb
{θ : X∈X 0,α (θ)}
itv'[dtdb'b cbvhfdkt ofhvjflutyc (1–α)-ylj,bc fhtc θ gfhfvtnhbcf'dbc lf
gbhbmb'^ 'e X=(X 1 ,X 2 ,...,X n ) ithxtdbc cfaesdtkpt θ gfhfvtnhbcf'dbc fut,ekbf
hfbvt (1–α)-ylj,bc bynthdfkb^ vfiby H 0 : µ=µ 0 vfhnbdb /bgj'tpbc itvjovt,bcfc^ H 0
/bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb'^ 'e θ 0 fh tre'dybc fut,ek ylj,bc
bynthdfkc&
eylf itdybiyj'^ hjv ylj,bc bynthdfkc ittcf,fvt,f evskfdhtcb
rhbnthbevb lf gbhbmb'^ evskfdhtc rhbnthbevc – evjrktcb ylj,bc bynthdfkb&

***
fv 'fdbc uflvjwtvbcfc ufvj.tyt,ekbf lf lfvfnt,b'b wyj,t,bc vbcfqt,fl
ufyre'dybkbf itvltub obuyt,b% [12], [22], [30], [31], [34], [49], [40], [55], [66], [69],
[72], [79], [82], [84], [86].

LFCRDYT<B
'fdbc gbhdtk gfhfuhfaib vj.dfybkbf ghfmnbrfib ufdhwtkt,ek
cnfnbcnbreh /bgj'tpf'f xfvjyf'dfkb% /bgj'tpf ufyfobkt,bc cf[bc itcf[t,^
th'udfhjdyt,bc /bgj'tpf^ lfvjerblt,kj,bc /bgj'tpf^ itv'[dtdb'j,bc /bgj'tpf^
gfhfvtnhekb /bgj'tpt,b& xfvj.fkb,t,ekbf fhfgfhfvtnhek cnfnbcnbreh
/bgj'tpf'f itvjovt,bc ('fy[vj,bc rhbnthbevbc) pjuflb vt'jlb&
itvltu gfhfuhfat,ib ufy[bkekbf gfhfvtnhek /bgj'tpf'f itvjovt,bc
fvjwfyt,b% vj.dfybkbf yjhvfkehb gjgekfwbbc gfhfvtnht,bcf'dbc /bgj'tpf'f
itvjovt,bc ghjwtleht,b c[dflfc[df lfidt,t,ib^ ufy[bkekbf ewyj,b fk,f'j,bc
itcf[t, /bgj'tpf'f itvjovt,bc fvjwfyf ,thyekbc cmtvfib^ ithxtdbc hjujhw vwbht^
bct lblb vjwekj,bcf'dbc&
11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 333

CFDFH}BIJT<B

11.1. N(µ^36) rfyjyb' ufyfobkt,ekb utythfkehb th'j,kbj,bc cfiefkjc

itcf[t, ufvj'mvekbf jhb /bgj'tpf
H 0 : µ=10^
H 1 : µ=5.
/bgj'tpbc itcfvjovt,kfl fqt,ekbf n=49 vjwekj,bc ithxtdf^ hjvkbc cfaes-
dtkpt ufvj'dkbkb ithxtdb'b cfiefkjf x =8.1. α=0.01 vybidytkjdyj,bc ljyb-
cf'dbc ufycfpqdht'^ cfvfh'kbfybf 'e fhf yekjdfyb /bgj'tpf&
f) fknthyfnbdblfy ufvjvlbyfht fbhxbt' rhbnthbevb&
,) ufvj'dfkt' rhbnthbevbc cnfnbcnbrf&
u )hjujhbf 'mdtyb uflfo.dtnbkt,f H 0 -bc itcf[t,~

11.2. yjhvfkehfl ufyfobkt,ekb gjgekfwbbcf'dbc^ hjvtkbw [fcbf'lt,f 5-

bc njkb cnfylfhnekb uflf[hb'^ α=0.05 vybidytkjdyj,bc ljybcf'dbc
itcfvjovt,tkbf /bgj'tpt,b%
H 0 : µ=50,
H 1 : µ=60.
n=64 vjwekj,bc ithxtdbc cfaesdtkpt ufvj'dkbkb ithxtdb'b cfiefkjf^ x =56.
ufycfpqdht' cfvfh'kbfybf 'e fhf yekjdfyb /bgj'tpf&
f) fknthyfnbdblfy ufvjvlbyfht fbhxbt' rhbnthbevb&
,) ufvj'dfkt' rhbnthbevbc cnfnbcnbrf&
u )hjujhbf 'mdtyb uflfo.dtnbkt,f H 0 -bc itcf[t,~
l) ufycfpqdht' P-vybidytkj,f&

11.3. ithxtdbc hf vbybvfkehb vjwekj,ff cfzbhj bvbcf'dbc^ hjv gbhdtkb lf

vtjht udfhbc itwljvt,b fh fqtvfnt,jltc itcf,fvbcfl 0&05-cf lf 0&1-c itvltub
/bgj'tpbc% afrekntnbc cneltynt,bc cfiefkj htbnbyub 50-bf^ itvjovt,bc lhjc
fknthyfnbdbc obyffqvltu^ hjv cfiefkj htbnbyub 47-bc njkbf& wyj,bkbf hjv
cnfylfhnekb uflf[hf 20-bc njkbf&

11.4. cfvhtw[fjc vakj,tkc cehc uf.bljc 'fdbcb cfofhvj& bub gjntywbeh

v.bldtkc fhoveyt,c^ hjv cfofhvjc lqbehb itvjcfdfkb erfyfcrytkb [e'b okbc
vfysbkpt itflutylf $675-c^ cnfylfhnekb uflf[hb' $75& itv'[dtdb' fhxtekb 30
lqbc itvjcfdfk'f cfiefkj cblbltv itflubyf $625& α=0&01 vybidytkjdyj,bc ljyb'
fmdc 'e fhf cfaesdtkb v.bldtkc fvnrbwjc^ hjv cfofhvjc vakj,tkb fh fhbc
cojhb~
f) itflubyt' vjltkb^ hjvtkbw ittcf,fvt,f fvjwfybc gbhj,fc&
,) fknthyfnbdblfy ufvjvlbyfht fbhxbt' rhbnthbevb&
u) ufvj'dfkt' rhbnthbevbc cnfnbcnbrf&
l)hjujhbf 'mdtyb uflfo.dtnbkt,f H 0 -bc itcf[t,~
334

t) ufycfpqdht' P-vybidytkj,f&

11.5. vpf ghjlemwbbc vf[fcbf't,tkb cblblt yjhvfkehflff ufyfobkt,ekb&

vtyt]thc cehc n=9 vjwekj,bc ithxtdbc cfaesdtkpt 0,05 vybidytkjdyj,bc ljyb'
itfvjovjc itvltub /bgj'tpt,b:
H 0 :EX=10,
H 1 :EX=6.
ofhcekb ufvjwlbkt,bc 'fyf[vfl^ vtyt]thb 'dkbc^ hjv cfiefkj
rdflhfnekb uflf[hf 8-bc njkbf& ufvj'dfkt' rhbnthbevbc cnfnbcnbrf lf vbc
cfaesdtkpt uffrt't' lfcrdyf H 0 /bgj'tpbc cfvfh'kbfyj,bc itcf[t,& ufvj'dfkt'
vtjht udfhbc itwljvbc fk,f'j,f&

11.6. cf,ehfdt,bc mfh[ybc vjyfwtvt,b' cf,ehfdvf eylf ufbfhjc cfiefkjl

60 000 vbkb^ cnfylfhnekb uflf[hb' 5 000 vbkb& cfnhfycgjhnj rjvgfybfv
ufvjcwflf 48 cf,ehfdb& fqvjxylf^ hjv cf,ehfdt,vf ufbfhtc cfiefkjl 59 500 vbkb&
ufvjb.tyt' vybidytkjdyj,bc ljyt 0&02 lf itfchekt' itvltub lfdfkt,f%
f) itflubyt' vjltkb^ hjvtkbw ittcf,fvt,f fvjwfybc gbhj,fc&
,) fknthyfnbdblfy ufvjvlbyfht fbhxbt' rhbnthbevb&
u) ufvj'dfkt' rhbnthbevbc cnfnbcnbrf&
l) hjujhbf 'mdtyb uflfo.dtnbkt,f H 0 -bc itcf[t,~
t) ufycfpqdht' P-vybidytkj,f&
d) ffut' 95%-bfyb ylj,bc bynthdfkb cf,ehfdbc cfiefkj ufh,tybcf'dbc&

11.7. htcnjhfybc vvfh'dtkb fw[flt,c^ hjv rkbtyn'f vjvcf[eht,bc

cfiefkj lhjf 3 oe'b^ cnfylfhnekb uflf[hb' 1 oe'b& itfvjovtc 50 rkbtynbc
vjvcf[eht,bc lhj& bub fqvjxylf^ cfiefkjl 2&75 oe'bc njkb& vybidytkjdyj,bc
ljyb' 0&05 itubskbf' 'e fhf lffcrdyf'^ hjv vjvcf[eht,bc lhj 3 oe'pt yfrkt,bf~
f) lff[fcbf't' fvjwfybc gbhj,b' ufycfpqdhekb itv'[dtdb'b cblblt&
,) fknthyfnbdblfy ufvjvlbyfht fbhxbt' rhbnthbevb&
u) ufvj'dfkt' rhbnthbevbc vybidytkj,f&
l)hjujhbf 'mdtyb uflfo.dtnbkt,f H 0 -bc itcf[t,~
t) ufycfpqdht' P-vybidytkj,f&

11.8. fhbc wyj,f^ hjv fdnjvfymfybc shfdbc yfgthorkbfyb cfy'kbc veifj,bc

[fyuhskbdj,f fhbc 22100 vbkb& vofhvjt,tkb fw[flt,c^ hjv cfy'kbc veifj,bc
cfiefkj [fyuhskbdj,f vtnbf 22100 vbkpt& 18 tuptvgkfhbc itcofdkfv fxdtyf^ hjv
veifj,bc [fyuhskbdj,f fhbc cfiefkjl 23400 vbkb^ ithxtdb'b cnfylfhnekb
uflf[hb' 1500 vbkb& vybidytkjdyj,bc ljyb' α=0&05 itfvjovt' vofhvjt,tkbc
fphbc cbcojht&
f) lff[fcbf't' fvjwfybc gbhj,b' ufycfpqdhekb itv'[dtdb'b cblblt&
,) fknthyfnbdblfy ufvjvlbyfht fbhxbt' rhbnthbevb&
u) ufvj'dfkt' rhbnthbevbc vybidytkj,f&
l)hjujhbf 'mdtyb uflfo.dtnbkt,f H 0 -bc itcf[t,~
11 GFHFVTNHEK ?BGJ"TPF"F ITVJOVT<F 335

t) ufycfpqdht' P-vybidytkj,f&
d) ffut' 95%-bfyb ylj,bc bynthdfkb yfgthorkbfyb cfy'kbc veifj,bc [fyuhskbdj-
,bcf'dbc&

11.9& yjhvfkehfl ufyfobkt,ekb utythfkehb th'j,kbj,bcf'dbc fvjrht-

abkbf n=16-bc njkb vjwekj,bc ithxtdf lf vbc cfaesdtkpt ufvj'dkbkb ithxtdb-
'b cfiefkj lf itcojht,ekb ithxtdb'b lbcgthcbf^ itcf,fvbcfl^ 15&7-bcf lf 3&6-bc
njkbf& α=0.05 vybidytkjdyj,bc ljybcf'dbc itfvjovt' H 0 : µ=13 yekjdfyb /bgj-
'tpf H 1 : µ≠13 fknthyfnbdbc vbvfh'% itbwdkt,f 'e fhf gfce[b^ 'e fknthyfnbekb
/bgj'tpf bmyt,f H 1 : µ>13.

11.10. f[fkb tktmnhjyekb [tkcfo.jc itvjovt,bc vbpyb'^ rjvgfybfv

uflfo.dbnf ufvjeidfc v[jkjl tmdcb fct'b [tkcfo.j& .jdtkb vf'ufybcf'dbc
ufbpjvf lhj [tkcfo.jc vo.j,hblfy ufvjcdkfvlt^ hbc itltuflfw vbqt,ekb bmyf
itvltub ithxtdf% 59.2, 68.3, 57.8, 56.5, 63.7 lf 57.3 cff'b& udfsktdc 'e fhf tc ithxtdf
cfrvfhbc cfaesdtkc α=0.05 ylj,bc ljyb' itvltub lfcrdybc ufcfrt't,kfl% f[fkb
[tkcfo.jc cbwjw[kbc cfiefkj [fyuhskbdj,f fqtvfnt,f 55 cff'c~
f) lff[fcbf't' fvjwfybc gbhj,b' ufycfpqdhekb itv'[dtdb'b cblblt&
,) fknthyfnbdblfy ufvjvlbyfht fbhxbt' rhbnthbevb&
u)ufvjd'dfkj' ithxtdb'b cfiefkj lf cfiefkj rdflhfnekb uflf[hf&
l) ufvj'dfkt' rhbnthbevbc vybidytkj,f&
t)hjujhbf 'mdtyb uflfo.dtnbkt,f H 0 -bc itcf[t,&
d) ffut' 95%-bfyb ylj,bc bynthdfkb f[fkb [tkcfo.jc cbwjw[kbc cfiefkj
[fyuhskbdj,bcf'dbc&
11.11. @cohfab vjvcf[eht,f# fvnrbwt,c^ hjv vbcb gthcjyfkb fdnjvj,bkbc
pt'bc ufvjwdkfc^ pt'bc abknhbc ufvjwdkfc lf lfpt'dfc fcoht,c 15 oe'ib&
itfvjovtc 21 vfymfybc vjvcf[eht,bc lhj& vjvcf[eht,bc lhj cfiefkjl fqvjxylf 18
oe'b^ ithxtdbc cnfylfhnekb uflf[hf 1 oe'bc njkbf& vybidytkjdyj,bc ljyb'
α=0&05^ itfvjovt' @cohfab vjvcf[eht,bc# vnrbwt,bc cfvfh'kbfyj,f&
f) lff[fcbf't' fvjwfybc gbhj,b' ufycfpqdhekb itv'[dtdb'b cblblt&
,) fknthyfnbdblfy ufvjvlbyfht fbhxbt' rhbnthbevb&
u) ufvj'dfkt' rhbnthbevbc vybidytkj,f&
l) hjujhbf 'mdtyb uflfo.dtnbkt,f H 0 -bc itcf[t,~

11.12. ;ehyfkib ufvjmdt.yt,ekb wyj,bc vb[tldb' fvthbrtk vfvfrfwc

rdbhfib fmdc 40 'fdbceafkb cff'b& ufy[jhwbtklf fv wyj,bc lfvjerblt,tkb
itvjovt,f& fqvjxylf^ hjv itv'[dtdb' fqt,ek 60 vfvfrfwc cfiefkjl rdbhfib 37&8
'fdbceafkb cff'b /mjylf& ithxtdbc cnfylfhnekb uflf[hf b.j 12&2 cff'b&
itubskbf' 'e fhf lffcrdyf'^ hjv ;ehyfkbc wyj,f fh fhbc cojhb~ ufvjb.tyt'
vybidytkjdyj,bc ljyt α=0&05& ufycfpqdht' P-vybidytkj,f lf f[ctyb' vbcb fphb&

11.13. vjnjwbrkt,bc vofhvjt,tkb fw[flt,c^ hjv uhstk upfpt vjnjwbrkb

lf[fh]fdc th' ufkjy cfodfdc 87 vbkpt& xffnfhtc tmcgthbvtynb& vjnjwbrkvf th'b
336

ufkjyb lf[fh]f 88, 82, 81, 87, 80, 78, 79, 89 vbkpt& ufvjb.tyt' vybidytkjdyj,bc
ljyt 0&05 lf uffrt't' lfcrdyf^ fhbc^ 'e fhf th' ufkjypt ufdkbkb cfiefkj
vfysbkb eahj vwbht dblht ufvjw[flt,ekb 87 vbkb&
f) lff[fcbf't' fvjwfybc gbhj,b' ufycfpqdhekb itv'[dtdb'b cblblt&
,) fknthyfnbdblfy ufvjvlbyfht fbhxbt' rhbnthbevb&
u) ufvj'dfkt' ithxtdb'b cfiefkj lf cfiefkj rdflhfnekb uflf[hf&
l) ufvj'dfkt' rhbnthbevbc vybidytkj,f&
t) hjujhbf 'mdtyb uflfo.dtnbkt,f H 0 -bc itcf[t,~

11.14. ufpt'bc wyj,b' okbehb cfghjwtynj ufyfrdt'b lbl ,fyrt,ib

fqtvfnt,f 9%-c& 8 vwbht vfyrblfy fqt,ekvf ithxtdfv fxdtyf itvltub cfghjwtynj
ufyfrdt't,b 10.1, 9.3, 9.2, 10.2, 9.3, 9.6, 9.4, 8.8& itubskbf' 'e fhf^ 0.01
vybidytkjdyj,bc ljyb'^ lffcrdyf'^ hjv vwbht ,fyrt,bc cfghjwtynj ufyfrdt'b
fqtvfnt,f 9%-c~ ufvj'dfkt' P - vybidytkj,f&
f) lff[fcbf't' fvjwfybc gbhj,b' ufycfpqdhekb itv'[dtdb'b cblblt&
,) fknthyfnbdblfy ufvjvlbyfht fbhxbt' rhbnthbevb&
u)ufvjd'dfkj' ithxtdb'b cfiefkj lf cfiefkj rdflhfnekb uflf[hf&
l) ufvj'dfkt' rhbnthbevbc vybidytkj,f&
t)hjujhbf 'mdtyb uflfo.dtnbkt,f H 0 -bc itcf[t,~

11.15. ufpt'bc wyj,b' rjkt]bc lfv'fdht,ek'fufy 1/3-c tkbc cfveifj&

th'b crjkbc 200 lfv'fdht,ekbcfufy 80-vf vbbqj cfveifj& vybidytkjdyj,bc ljyb'
0&02^ itbskt,f 'e fhf lffcrdyf'^ hjv fv crjkbc lfv'fdht,ekt,b qt,ekj,ty
cfveifjc eahj vtnb ghjgjhwbb' dblht 1/3-bf~
f) lff[fcbf't' fvjwfybc gbhj,b' ufycfpqdhekb itv'[dtdb'b cblblt&
,) fknthyfnbdblfy ufvjvlbyfht fbhxbt' rhbnthbevb&
u) ufvjd'dfkj' ithxtdb'b cfiefkj lf cfiefkj rdflhfnekb uflf[hf&
l) ufvj'dfkt' rhbnthbevbc vybidytkj,f&
t) hjujhbf 'mdtyb uflfo.dtnbkt,f H 0 -bc itcf[t,~
12

CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY

FVJWFYT<IB

cnfnbcnbreh uflfo.dtnbkt,f'f 'tjhbbc th'-th' evybidytkjdfytc

fvjwfyfc ofhvjflutyc jhb gjgekfwbbc itlfht,f^ bvbcf'dbc^ hjv lflubyltc^ bsktdf
'e fhf mwtdbc (vjmvtlt,bc) fknthyfnbekb upf ert'tc itltuc&
fv 'fdib fqothbkb ghjwtleht,b taesyt,f jh ithxtdfc& th'b ithxtdf fqt-
,ekbf A gjgekfwbblfy^ vtjht rb B gjgekfwbblfy& jhbdt gjgekfwbfc uffxybf 'tj-
hbekb gfhfvtnht,b (hbw[db'b vf[fcbf't,kt,b)& vbcfqt,bf lfcf,e't,ekb lfcrdyf
bvbc 'fj,fpt^ fhbc 'e fhf ufyc[dfdt,f vf' ijhbc& itvlujvib A gjgekfwbblfy
fqt,ekb n vjwekj,bc ithxtdf fqybiyekb bmyt,f (X 1 , X 2 , ... , X n )^ [jkj B
gjgekfwbblfy fqt,ekb m vjwekj,bc ithxtdf rb (Y 1 , Y 2 , ..., Y m ) dtmnjht,b'&
jhb gjgekfwbbc vf[fcbf't,kt,bc itlfht,bc fvjwfyf xylt,f t&o&
rjynhjkbht,fl tmcgthbvtynt,ib^ hjltcfw itbcofdkt,f hfbvt f[fkb
ntmyjkjubbc^ vtlbrfvtynbcf^ 'e c[df afmnjht,bc ptvjmvtlt,bc tatmnehj,bc
cfrb'[b& fv tmcgthbvtync erfdibhlt,f jhb ithxtdf^ hjvkt,blfyfw th'-th'b
vbqt,ekbf lfvrdblht,ekb (rjycthdfnekb) mvtlt,bc^ vtjht rb fhct,b'fl
itwdkbkb mvtlt,bc (f[fkb ntmyjkjubehb ghjwtcbc^ f[fkb vtlbrfvtynbcf^ 'e c[df
afmnjht,bc ptvjmvtlt,bc) itltufl& vfufkb'fl^ ,fyrvf vjkfhtt,b itwdfkf
cgtwbkehb fgfhfnt,b' lf fbynthtct,c^ 'e hf ufdktyfc vjf[ltyc tc rkbtynt,bc
vjvcf[eht,bc lhjpt& fm ,eyt,hbdfl ofhvjbmvyt,f jhb ithxtdf% gbhdtkb itlut,f bv
rkbtynt,bc vjvcf[eht,bc lhjt,bcfufy^ hjvkt,bw cfhut,kj,lyty fgfhfnb'^ vtjht
rb (cfrjynhjkj ]ueab)^ itlut,f bv rkbtynt,bc lhjt,bcfufy^ hjvkt,cfw
tvcf[eht,jlyty vjkfhtt,b& fvhbufl^ rjynhjkbht,fl tmcgthbvtynib th'b ithxtdf
fhbc cfrjynhjkj (vbqt,ekbf status quo gbhj,t,ib)^ vtjht ithxtdf
tmcgthbvtynekbf& fct' fvjwfyt,c jhfvjrhtabfy fvjwfyt,c eojlt,ty&
fvb' fh fvjboeht,f jhfvjrhtabfyb fvjwfyt,bc xfvjyf'dfkb& [ibhfl itcf-
lfht,tkbf ufyc[dfdt,ekb cjwbfkehb cnfnecbc^ cmtcbc^ htubjybc fy c[df afm-
njht,bc vb[tldb' hfy;bht,ekb jhb gjgekfwbf&
ufycfc[dfdt,tkbf jhb itv'[dtdf% 1. udfmdc jhb lfvjerblt,tkb (X 1 , X 2 , .., X n )
lf (Y 1 , Y 2 , ..., Y m ) ithxtdf jhb gjgekfwbblfy* 2. udfmdc o.dbkt,bc n vjwekj,bc
(X 1 ,Y 1 ), ... , (X n ,Y n ) ithxtdf^ cflfw fhct,b'bf bc afmnb^ hjv 'evwf yt,bcvbthb i≠j-
cf'dbc (X i ,Y i ) o.dbkb lfvjerblt,tkbf (X j ,Y j ) o.dbkbcfufy^ o.dbkbc rjvgjytynt,b X i
lf Y i itbskt,f fh b.dyty lfvjerblt,kt,b& fct' vjyfwtvt,c lfo.dbkt,ekb
lfrdbhdt,t,b tojlt,f& fv nbgbc vjyfwtvt,pt mdtdb' lfodhbkt,b' udtmyt,f cfe,fhb&
ajhvfkehfl jhfvjrhtabfyb fvjwfyt,b fct .fkb,lt,f&
lfdeidf'^ X=(X 1 ,…,X n ) lf Y=(Y 1 ,…,Y m ) n lf itcf,fvbcfl^ m vjwekj,bc
ithxtdt,bf jhb lfvjerblt,tkb L (X), L (Y)∈F, F={F(x,θ), θ∈Θ} rfyjyb'
338

ufyfobkt,ekb utythfkehb th'j,kbj,t,blfy& θ 1 -b' lf θ 2 -b' fqdybiyj'

gjgekfwbf'f lfvf[fcbf't,tkb θ gfhfvtnhbc ztivfhbnb ewyj,b hbw[db'b
vybidytkj,t,b& d'mdf'^ fv gjgekfwbt,blfy fvjqt,ekb ithxtdb'b vybidytkj,t,bf
x 1 , x 2 , ..., x n lf y 1 , y 2 , …, y m & bv itv'[dtdfibw rb^ hjltcfw θ 1 =θ 2 ^ fv jhb ithxtdbc
cfaesdtkpt ufvj'dkbkb ewyj,b θ gfhfvtnhbc itafct,f vjudwtvc ufyc[dfdt,ek
hbw[db' vybidytkj,t,c& fvbnjv^ ,eyt,hbdbf^ itvltub rb'[dbc lfcvf% ithxtdb'b
x 1 ,x 2 ,...,x n lf y 1 ,y 2 ,...,y m vybidytkj,t,b bsktdf 'e fhf cfrvfhbc cfaesdtkc
lfcrdybcf'dbc^ hjv fhct,j,c vybidytkjdfyb ufyc[dfdt,f lfvjerblt,tk gjgekf-
wbf'f fqybiyek gfhfvtnht,c ijhbc&
fv 'fdib xdty ufydb[bkfd' jhb lfvjerblt,tkb yjhvfkehb gjgekfwbbc
cfiefkj'f c[dfj,bc lf lbcgthcbf'f afhlj,bc itcf[t, /bgj'tpf'f itvjovt,bcf lf
ylj,bc bynthdfkt,bc fut,bc ghjwtleht,c c[dflfc[df lfidt,t,ib&
ufy[bkekb bmyt,f jhfvjrhtabfyb fvjwfyt,b ofhvfnt,f'f fk,f'j,t,bc
c[dfj,t,bcf'dbcfw&
fv 'fdib fuht'dt itdt[t,b' fvjwfyt,c lfo.dbkt,ek vjyfwtv'f cfiefkjt,bc
c[dfj,t,bcf'dbcfw&

§ 1. JHFVJRHTABFYB FVJWFYT<B YJHVFKEHB

GJGEKFWBT<BC CFIEFKJT<BCF"DBC

d'mdf' X=(X1,…,Xn) lf Y=(Y1,…,Ym) jhb lfvjerblt,tkb ithxtdff N(µ1, σ12 )

lf itcf,fvbcfl^ N(µ2, σ 22 ) rfyjyb' ufyfobkt,ekb utythfkehb th'j,kbj,t,blfy&
hjujhw fqdybiyt'^ xdtyb fvjwfyff fqybiyekb gjgekfwbt,blfy fvjqt,ekb
x=(x1,x2,..,xn) lf y=(y1,y2,...,ym) ithxtdb'b vybidytkj,t,bc cfaesdtkpt uflfdo.dbnj'
jhb ghj,ktvf%
1) itdfvjovj' itvltub cf[bc /bgj'tpt,b
f) H 0 : µ 1 –µ 2 =0 ,) H 0 : µ 1 –µ 2 =0 u) H 0 : µ 1 –µ 2 =0
H 1 : µ 1 –µ 2 >0, H 1 : µ 1 –µ 2 <0, H 1 : µ 1 –µ 2 ≠0. (12.1)
2) fdfuj' ylj,bc bynthdfkb cfiefkj'f (µ 1 –µ 2 ) c[dfj,bcf'dbc&

ufydb[bkj' jhb itv'[dtdf%

1. jhbdt gjgekfwbbc lbcgthcbt,b^ σ12 lf σ 22 wyj,bkbf^

2. jhbdt gjgekfwbbc lbcgthcbt,b ewyj,bf^ vfuhfv njkbf% σ12 = σ 22 =σ2&

JHFVJRHTABFYB FVJWFYT<B YJHVFKEHB GJGEKFWBT<BC CFIEFKJ-

CF"DBC WYJ<BKB LBCGTHCBT<BC ITV"{DTDFIB& gjgekfwbt,bc lfvjerblt,-
kj,bc ufvj vfhnbdfl vbbqt,f^ hjv
12 CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY FVJWFYT<IB& 339

( X n − Y m ) − E ( X n − Ym ) ( X n − Ym ) − (µ1 − µ 2 )
Z n,m ≡ = (12.2)
D ( X n − Ym ) σ12 / n + σ 22 / m
cnfnbcnbrfc fmdc cnfylfhnekb yjhvfkehb ufyfobkt,f&
rthsjl^ yekjdfyb /bgj'tpbc cfvh'kbfyj,bc gbhj,t,ib^ t& b& hjwf µ 1 –µ 2 =0

X n − Ym
Z ≡ Z n,m = ~ N(0.1) (12.3)
σ12 / n + σ 22 / m

'fdlfgbhdtkfl ufydb[bkj' (12.1) /bgj'tpt,bc itvjovt,bc fvjwfyf& cfvbdt

fknthyfnbdbc itv'[dtdfib ntcnbc cnfnbcnbrfc ofhvjflutyc (12.3) ajhvekb'
vjwtvekb Z n,m cnfnbcnbrf& ufyc[dfdt,ekbf v[jkjl rhbnbrekb fhtt,b& fknthyf-
nbdt,bc vb[tldb'^ α vybidytkjdyj,bc ljyb' rhbnbrekb fhtt,b itvltub ajhvbcff%
f) wfkv[hbdb vfh]dtyf fknthyfnbdf& U 1 rhbnbrekb fhtf cnfylfhnekb yjhvf-
kehb ufyfobkt,bc α pjvbc ptlf fht^ U 1 =[z α , +∞),
,) wfkv[hbdb vfhw[tyf fknthyfnbdf& U 1 rhbnbrekb fhtf cnfylfhnekb yjhvf-
kehb ufyfobkt,bc α pjvbc mdtlf fht^ U 1 =(–∞, –z α ],
u) jhv[hbdb fknthyfnbdf& U 1 rhbnbrekb fht itlutybkbf jhb yfobkbcfufy%
cnfylfhnekb yjhvfkehb ufyfobkt,bc α/2 pjvbc ptlf lf α/2 pjvbc mdtlf
fhtt,bcfufy^ U 1 = (–∞, -z α/2 ]∪[z α/2 ,+∞).

ituf[ctyt,'^ hjv z α cnfylfhtekb yjhvfkehb ufyfobkt,bc ptlf α-rhbnb-

rekb othnbkbf (yf[& 12.1)&

yf[& 12.1

/bgj'tpf'f itvjovt,bc fkujhb'vb jhb lfvjerblt,tkb yjhvfkehb gjgekf-

wbbc cfiefkj'f c[dfj,bcf'dbc^ hjltcfw gjgekfwbbc lbcgthcbt,b wyj,bkbf

/bgj'tpf H0 : µ1–µ2 = 0
vybidytkjdyj,bc ljyt α
xn − y m
rhbnthbevbc cnfnbcnbrbc vybidytkj,f z =
σ12 / n + σ 22 / m
fknthyfnbekb /bgj'tpt,b rhbnbrekb fht U1 (H0-bc efh.jabc fht)
H1 : µ1–µ2 > 0 z ≥ zα
H1 : µ1–µ2 < 0 z ≤ –zα
H1 : µ1–µ2 ≠ 0 z ≥ zα/2 fy z ≤ –zα/2
340

P-vybidytkj,f ufybvfhnt,f^ hjujhw vybidytkjdyj,bc bc vbybvfkehb ljyt^

hjltcfw [lt,f H 0 /bgj'tpbc efh.jaf& 'e z fhbc Z n,m cnfnbcnbrbc lfrdbhdt,ekb
cblblt^ vfiby
P-vybidytkj,f = 1–Φ(z) wfkv[hbdb vfh]dtyf fknthyfnbdbcf'dbc^
P-vybidytkj,f = Φ(z) wfkv[hbdb vfhw[tyf fknthyfnbdbcf'dbc^
P-vybidytkj,f = 2[1–Φ(|z|)] jhv[hbdb fknthyfnbdbcf'dbc&
'e P-vybidytkj,f ≤ α ⇒ H 0 -c efhd.ja' α ljyb'&
'e P-vybidytkj,f > α ⇒ H 0 -bc efhd.jabc cfaesdtkb fhf udfmdc (α ljyb')&
vfufkbsb 12.1. th'b yjhvfkehb th'j,kbj,blfy fvjqt,ekbf ithxtdf&
ithxtdbc vjwekj,ff 40^ ithxtdbc cfiefkjf 102^ cnfylfhnekb uflf[hff 5& vtjht^
gbhdtkbcfufy lfvjerblt,tkb yjhvfkehb th'j,kbj,blfy fvjqt,ekb ithxtdbc
vjwekj,ff 50^ ithxtdbc cfiefkj 99^ cnfylfhnekb uflf[hf – 6& α=0&04
vybidytkjdyj,bc ljyb' itfvjovt' /bgj'tpt,b%&
H 0 : µ 1 –µ 2 =0,
H 1 : µ 1 –µ 2 ≠0.
f) wfkv[hbdbf 'e jhv[hbdb /bgj'tpf~
,) fbhxbt' rhbnthbevb&
u) ufvj'dfkt' rhbnthbevbc cnfnbcnbrbc vybidytkj,f&
l) hjujhbf 'mdtyb uflfo.dtnbkt,f H 0 -bc itcf[t,~
t) ufycfpqdht' P - vybidytkj,f&
fvj[cyf&
f) fknthyfnbdf jhv[hbdbf&
,) eylf fdbhxbj' jhv[hbdb rhbnthbevb% efhd.j' H 0 ^ 'e |z| ≥ z 0,02 = 2,055
u)rhbnthbevbc cnfnbcnbrbc vybidytkj,f ufvjb'dkt,f (12.3) ajhvekfib
itcf,fvbcb ithxtdb'b vybidytkj,t,bc xfcvb'
x1 − x 2 102 − 99
z= = = 2.59&
1 2 1 2 1 1
σ1 + σ2 25 + 36
n1 n2 40 50

l) hflufy z=2.59>2,055=z 0.02 , fvbnjv H 0 -c efhd.ja'^ H 1 -bc cfcfhut,kjl&

t) jhv[hbdb fknthyfnbdbcf'dbc P-vybidytkj,f =2[1–Φ(2,59)]=0.0016&
vfufkbsb 12.2. f[fkb vfqfpbbcf'dbc flubkbc ithxtdf lfvjrblt,ekbf
vhfdfk afmnjhpt& vf' ijhbc th'-th'bf bv j]f[t,bc okbehb itvjcfdkt,b^ hjv-
kt,bw w[jdhj,ty itcfhxtd e,fyib& d'mdf'^ vtyt]thvf erdt itfhxbf jhb e,fyb lf
uflfcfo.dtnb fmdc^ hjvtk vf'ufyc vbfybzjc egbhfntcj,f& gbhdtk 100 itv'[dtdb'
ithxtekb j]f[bc cfiefkj itvjcfdfkb fqvjxylf x =$29 980^ vtjhtib ufvjrdktek
bmyf j]f['f bubdt hfjltyj,f^ hbc itltuflfw lflubylf^ hjv x =$28 650& c[df
o.fhjt,bc vtidtj,b' vtyt]thvf lfflubyf^ hjv σ 1 =$4 740^ σ 2 =$5 365& itbskt,f 'e
12 CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY FVJWFYT<IB& 341

fhf fv vjyfwtvt,bc cfiefkt,b' vybidytkjdyj,bc α=0,05 ljyb' lfdfcrdyf'^ hjv

cfiefkj itvjcfdkt,b gbhdtk e,fyib eahj vfqfkbf dblht vtjhtib~
fvj[cyf& itcfvjovt,tkbf H 0 : µ 1 –µ 2 =0 /bgj'tpf H 1 : µ 1 –µ 2 >0 fknthyfnbdbc
obyffqvltu& vybidytkjdyj,bc ljytf α=0,05, n 1 =n 2 =100, z 0,05 = 1,645.
ufvjd'dfkj' ntcnbc cnfnbcnbrbc vybidytkj,f
{29980 − 28650)
z= = 1,86 .
4740 5365
+
100 100
hflufy z=1,86>1,645=z 0,05 , H 0 -c efhd.ja' H 1 -bc cfcfhut,kjl^ t&b&
vybidytkjdyj,bc 0,05 ljyb' cfhoveyjf lfcrdyf^ hjv µ 1 –µ 2 >0 t&b& fcfhxtdbf I e,fyb&
f[kf uflfdblt' cfiefkjt,bc µ 1 –µ 2 c[dfj,bcf'dbc (1–α)-ylj,bc bynth-
dfkbc fut,bc fvjwfyfpt&
(12.2) cnfnbcnbrbc ufvj.tyt,b' vfhnbdfl^ cnfylfhnekb upb'^ fbut,f
ylj,bc bynthdfkb utythfkeh cfiefkj'f µ 1 –µ 2 c[dfj,bcf'dbc& (1–α)-ylj,bc
bynthdfkc µ 1 −µ 2 c[dfj,bcf'dbc itvltub cf[t fmdc%

σ12 σ 22 σ12 σ 22
xn − y m − zα / 2 + < µ1 − µ 2 < x n − y m + z α / 2 + , (12.4)
n m n m
cflfw x n lf y m itcf,fvbc ithxtdb' cfiefkjt,bc htfkbpfwbt,bf&

(1–α)-ylj,bc bynthdfkb jhb lfvjerblt,tkb yjhvfkehb gjgekfwbbc cfief-

kj'f (µ1−µ2) c[dfj,bcf'dbc^ hjltcfw gjgekfwbf'f lbcgthcbt,b wyj,bkbf

 σ12 σ 22 σ12 σ 22 
x − y − z
α/2 ⋅ + , xn − y m + z α / 2 ⋅ +
 n m
n m n m 
 

vfufkbsb 12.3. jhb lfvjerblt,tkb yjhvfkehfl ufyfobkt,ekb utythfke-

hb th'j,kbj,blfy fvjqt,ekbf n = 12 lf m = 8 vjwekj,bc ithxtdt,b& ithxtdbc
tktvtynt,bf
58, 60, 69, 86, 65, 73, 68, 80, 74, 86, 85, 82
56, 55, 68, 65, 45, 38, 49, 59&
jhbdt gjgekfwbbc lbcgthcbf wyj,bkbf lf 100-bc njkbf& fdfuj' 0.95%-fyb
ylj,bc bynthdfkb (µ 1 −µ 2 )−cf'dbc&
342

fvj[cyf& yjhvfkehb ufyfobkt,bc rhbnbrekb othnbkt,bc w[hbkb udfsktdc

z 0,025 =1.96. ufvjd'dfkj' gbhdtkb lf vtjht gjgekfwbbc ithxtdb'b cfiefkjt,b%
x =73,83; y =54,63. (12.4)-bc 'fyf[vfl^ 0,95% ylj,bc bynthdfkbf%
 
 73,83 −54,63 −1.96 100 1 + 1  ; 73,83 −54,63 +1.96 100 1 + 1   =(10,26; 28,16).
  12 8   12 8  

vfufkbsb 12.4. ufvjbrdkbtc th' j'f[bfyb ,byt,bc cffhtylj afct,b jh
mfkfmib& th' mfkfmib itbcofdktc 35 ,byf& cfiefkj cfjhbtynfwbj afcb fqvjxylf
$370& vtjht mfkfmib 40 ,bybc cfiefkj cffhtylj afcb b.j $380. cnfylfhnekb
uflf[ht,b xfd'dfkj' wyj,bkfl% σ 1 =30, σ 2 =26&
a) itfafct' c[dfj,f cffhtylj afct,c ijhbc 95%-bfyb ylj,bc bynthdfkbc
ufvj.tyt,b'&
b) 0.05 vybidytkjdyj,bc ljyb'^ fhbc 'e fhf ufyc[dfdt,f fv mfkfmt,ib ,byt,bc
cffhtylj afct,ib~
fvj[cyf&
a) cffhtylj afct,c ijhbc c[dfj,bcf'dbc 95%-bfyb ylj,bc bynthdfkbf
30 2 2
30 2 2
((370–380)–1.96 + 26 2 ; ((370–380)+1.96 + 26 2 ) = (–16.52; 3,48)
35 2 40 35 2 40

b) fdbhxbj' yekjdfyb lf fknthyfnbekb /bgj'tpt,b&

/bgj'tpt,bf&
H 0 : µ 1 –µ 2 = 0,
H 1 : µ 1 –µ 2 ≠ 0,
fdbhxbj' rhbnthbevb&
X n − Ym
rhbnthbevbc cnfnbcnbrff Z n ,m = &
σ12 / n + σ 22 / m
uflfo.dtnbkt,bc vbqt,bc otcbf% lfdboeyj' H 0 , 'e |z| > 1,96&
ufvj'dfkj' rhbnthbevbc cnfnbcnbrbc vybidytkj,f&

z = x1 − x 2 = 370 − 380 = 1,53&

σ12 σ 22
30 2 26 2
+ +
n1 n 2 35 40

hjujhbf uflfo.dtnbkt,f H 0 -bc itcf[t,~

dbyfblfy z=1,53<1,96=z 0,025 , H 0 -bc efh.jabc cfaesdtkb fh udfmdc^ fye fhct-
,ekb vjyfwtvt,b' ,byt,bc afct,ib ufyc[dfdt,f fhff vybidytkjdfyb (α=0.05 ljyb')&
/bgj'tpf'f itvjovt,bc ptvj' ofhvjlutybkb ghjwtlehf lf fut,ekb
ylj,bc bynthdfkb ufvjb.tyt,f bv itv'[dtdfibw^ hjwf jh lfvjerblt,tk
gjgekfwbfc fh fmdc yjhvfkehb ufyfobkt,f lf fv gjgekfwbt,blfy fvjrhtabkbf
lblb^ vfufkb'fl^ n>30 lf m>30 vjwekj,bc ithxtdt,b^ dbyfblfy fct' itv'[dtdfib^
12 CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY FVJWFYT<IB& 343

wtynhfkehb pqdfhb'b 'tjhtvbc cfaesdtkpt^ Z n,m cnfnbcnbrf vbf[kjt,b'

yjhvfkehflff ufyfobkt,ekb^ gfhfvtnht,b' (0,1)&

?BGJ"TPT<BC ITVJOVT<F LF YLJ<BC BYNTHDFKBC FUT<F JHB

GJGEKFWBBC CFIEFKJ"F C{DFJ<BCF"DBC^ HJLTCFW JHBDT ITHXTDBC
VJWEKJ<F LBLBF& obyf geymnib xdtyb sbhb'flb lfidt,t,b b.j^ hjv jhbdt
gjgekfwbf yjhvfkehflff ufyfobkt,ekb lf fvfdt lhjc^ jhbdt gjgekfwbbc
lbcgthcbt,b wyj,bkbf& tc lfidt,t,b fhff fewbkt,tkb^ hjltcfw jhbdt ithxtdbc
vjwekj,f lblbf (n≥ 30, m≥30). ithxtdt,bc lblb vjwekj,bc lhjc fcbvgnjnehb
ylj,bc bynthdfkbc fut,f lf /bgj'tpt,bc itvjovt,f itcfskt,tkbf vfibyfw^
hjltcfw gjgekfwbt,bc ufyfobkt,f fh fhbc yjhvfkehb lf lbcgthcbt,bw ewyj,bf&
fv itv'[dtdfib 'b'jtekb ithxtdbcf'dbc eylf itafcltc ewyj,b lbcgthcbf
n n

∑ ∑ (Y
1 1
S1' 2 = ( X i − X ) 2 ^ S 2' 2 = − Y )2
n −1 m −1
i
i =1 i =1

lf xfbcdfc tc itafct,t,b (12.2) ufvjcf[ekt,fib^ itcf,fvbcfl σ12 -bcf lf σ 22 -bc

yfwdkfl& vbqt,ekb cnfnbcnbrf^

~ ( X n − Ym ) − (µ1 − µ 2 ) as
Z n, m = ~ N(0,1) (12.5)
S1' 2 S 2' 2
+
n m
vbf[kjt,b' yjhvfkehflff ufyfobkt,ekb^ (0,1) gfhfvtnht,b'&
fv afmnbc cfvfh'kbfyj,f ufvjvlbyfhtj,c wtynhfkehb pqdfhb'b
'tjhtvblfy^ hjvkbc 'fyf[vflfw X n − Ym c[dfj,f vbf[kjt,b' yjhvfkehflff
P
ufyfobkt,ekb lf lbl hbw[d'f rfyjyblfy^ hjvkbc 'fyf[vflfw S1' 2 → σ12 ^ hjwf
P
n → ∞ lf S 2' 2 → σ 22 ^ hjwf m → ∞ &
H 0 : µ 1 –µ 2 =0 /bgj'tpbc cfvfh'kbfyj,bc gbhj,t,ib
~ ( X n − Ym ) as
Z n, m = ~ N(0,1) (12.6)
S1' 2 S 2' 2
+
n m
cnfnbcnbrf vbf[kjt,b' yjhvfkehflff ufyfobkt,ekb^ (0,1) gfhfvtnht,b'&
fvbnjv /bgj'tpt,bc itvjovt,f lf ylj,bc bynthdfkt,bc fut,f ofhvjt,c pec-
nfl bubdt otct,b'^ hjvkt,bw fqothbk b.j obyf geymnt,ib& jqjyl^ .dtkufy Z n,m
~
cnfnbcnbrbc lfrdbhdt,ekb cblblbc yfwdkfl eylf xfbcdfc Z n , m cnfnbcnbrbc lfr-
dbhdt,ekb vybidytkj,f& fqcfybiyfdbf bcbw^ hjv xfnfht,ek ghjwtleht,b fcbvgnj-
neh [fcbf'c fnfht,c bv 'dfkcfphbcb'^ hjv α-vybidytkjdyj,bc ljybc itcf,fvbcb
/bgj'tpf'f itvjovt,bc rhbnthbevbc ufvj.tyt,bcfc gbhdtkb udfhbc itwljvf lff[-
344

kjt,b' α-c njkb bmyt,f (lf fhf pecnfl α-c njkb)^ bctdt^ hjujhw (1–α)-ylj,bc
bynthdfkc cbyfvldbktib fqvjfxylt,f vbf[kjt,b' (1–α)-c njkb ylj,bc ljyt&
vfufkbsb 12.5. eybdthcbntnib cofdkbc ,jkj otkc cneltync uflfcfo-
.dtnb fmdc% uf[ltc crjkbc eahjcb rkfct,bc vfcofdkt,tkb^ 'e uffuhstkjc
cfeybdthcbntnj ufyf'kt,f^ vbbqjc cfvtwybthj [fhbc[b lf uf[ltc ktmnjhb& lblb
abmhbc itvltu vfy lffcrdyf^ hjv vbcb uflfo.dtnbkt,f eylf t.hlyj,jltc crjkbc
vfcofdkt,kbcf lf eybdthcbntnbc ktmnjhbc okbehb itvjcfdkt,bc 'fyfafhlj,fc&
rthsjl^ bc fgbht,c uf[ltc ktmnjhb bv itv'[dtdfib^ 'e fh fhct,j,c cfrvfhbcb
cfaesdtkb bvbc vnrbwt,bcf'dbc^ hjv vfcofdkt,kbc cfiefkj okbehb itvjcfdfkb
fqtvfnt,f ktmnjhbc itvjcfdfkc& vfy itfuhjdf vjyfwtvt,b 50 crjkbc vfcofdkt,-
kbcf lf 50 ktmnjhbc okbehb itvjcfdkt,bc itcf[t, (ithxtdfib itlbjlyty
v[jkjl bc gbht,b^ hjvkt,cfw ,frfkfdhbc [fhbc[b vbtybzf' 10 okbc oby)&
vfcofdkt,kt,bc vjyfwtvt,b' ufvj'dkbkb ithxtdb'b cfiefkjf x =43.7^
ithxtdb'b lbcgthcbf s1' 2 =11.8^ ktmnjht,bc'dbc y =41.5, s 2' 2 =46.3.
fvhbufl^ fv vjyfwtvt,bc cfaesdtkpt itcfvjovt,tkbf itvltub /bgj'tpt,b
vfcofdkt,kbc cfiefkj itvjcfdkt,bcf (µ 1 ) lf ktmnjht,bc cfiefkj itvjcfdkt,bc
(µ 2 ) c[dfj,f'f itcf[t,%
H 0 : µ 1 –µ 2 = 0,
H 1 : µ 1 –µ 2 >0.
hflufy n=m=50>30^ fvbnjv eylf ufvjd'dfkj' (12.6) cnfnbcnbrbc
ithxtdb'b vybidytkj,f
~ x−y (43,7 − 41,5)
z n, m = = = 2,04
'2 '2 11,8 46,3
s1 s2 +
+
n m 50 50
lfdabmcbhj' vybidytkjdyj,bc ljyt α=0,05, vfiby z α =z 0,05 =1,645. hflufy
fknthyfnbdf vfh]dtyf wfkv[hbdbf^ eylf ufvjdb.tyj' wfkv[hbdb vfh]dtyf
rhbnbrekb fht%
'e ~z n, m > z α ^ vfiby H 0 /bgj'tpfc efhd.ja' (α vybidytkjdyj,bc ljyb')&
xdtyb vjyfwtvt,bc vb[tldb'
~
z n , m = 2,04 > 1,645 = z 0,05 ,
fvbnjv H 0 /bgj'tpfc efhd.ja' H 1 -bc cfcfhut,kjl lf α=0,05
vybidytkjdyj,bc ljyb' cfhoveyjf lfcrdyf^ hjv vfcofdkt,kt,bc cfiefkj okbehb
[tkafcb fqtvfnt,f ktmnjht,bcfc&
cneltynb bqt,c uflfo.dtnbkt,fc% uf[ltc crjkbc vfcofdkt,tkb&

JHFVJRHTABFYB FVJWFYT<B YJHVFKEHB GJGEKFWBT<BC CFIEFKJ-

CF"DBC EWYJ<B^ VFUHFV NJKB LBCGTHCBT<BC ITV"{DTDFIB& uflfdblt' bv
itv'[dtdbc ufy[bkdfpt^ hjltcfw lfvjerblt,tkb yjhvfkehb gjgekfwbt,bc
12 CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY FVJWFYT<IB& 345

lbcgthcbt,b ewyj,bf^ vfuhfv njkbf^ σ12 = σ 22 = σ2& cfth'j lbcgthcbbc ewyj,b

vybidytkj,f itdfafcj' jhbdt ithxtdbc cfaesdtkpt ajhvekb'%

S n′ ,2m =
1
n+m−2
(
(n − 1) S x′ 2 + (m − 1) S ′y2 = )
1 n m
2
 ∑ ( X i − X n ) + ∑ (Yi − Ym )  .(12.7)
n + m − 2  i =1
2
i =1 

S n′ 2,m
vfiby^ hjujhw dbwb'^ (n + m − 2) cnfnbcnbrfc fmdc χ2(n+m–2) ufyfobkt,f^
σ 2

[jkj
( X n − Ym ) − (µ1 − µ 2 )
Tn ,m = (12.8)
S n′ ,m (1 / n + 1 / m)

cnfnbcnbrfc – cnbeltynbc ufyfobkt,f (n+m–2) 'fdbceakt,bc [fhbc[b'&

dbwb' hf T n,m cnfnbcnbrbc ufyfobkt,f^ vfhnbdfl^ cnfylfhnekb upb'^
vjovlt,f (12.1) cf[bc /bgj'tpt,b ewyj,b utythfkehb cfiefkjt,bcf'dbc&
yekjdfyb /bgj'tpbc cfvh'kbfyj,bcfc (12.8)-lfy dqt,ekj,'^ hjv

( X n − Ym )
Tn , m = ~ t(n+m–2) (12.9)
S n′ ,m (1 / n + 1 / m)

lf^ α vybidytkjdyj,bc ljybc rhbnbrekb fhtt,b^ fknthyfnbdt,bc vb[tldb'

itvltuyfbhfl fbut,f%
f) wfkv[hbdb vfh]dtyf fknthyfnbdf& U 1 rhbnbrekb fhtf n+m–2 'fdbceakt,bc
[fhbc[bc vmjyt t ufyfobkt,bc α pjvbc ptlf fht& U 1 =[t n+m-2, α ,+∞),
,) wfkv[hbdb vfhw[tyf fknthyfnbdf& U 1 rhbnbrekb fhtf n+m–2 'fdbceakt,bc
[fhbc[bc vmjyt t ufyfobkt,bc α pjvbc mdtlf fht^ U 1 =(–∞, –t n+m-2,α ],
u) jhv[hbdb fknthyfnbdf& U 1 rhbnbrekb fht itlutybkbf jhb yfobkbcfufy% n+m–2
'fdbceakt,bc [fhbc[bc vmjyt t –ufyfobkt,bc α/2 pjvbc ptlf lf α/2 pjvbc mdtlf
fhtt,bcfufy^ U 1 =(–∞, –t n+m–2,α/2 ]∪[t n+m–2, α/2 , +∞).
fm^ .dtkufy t ν,α ofhvjflutyc ν 'fdbceakt,bc [fhbc[bc vmjyt cnbeltynbc
ufyfobkt,bc α vybidytkjdyj,bc ljybc rhbnbrek othnbkc (ptlf α-rhbnbrek
othnbkc)&
346

yf[& 12.2

fvhbufl uflfo.dtnbkt,bc otcb itvltubf %

.dtkf bct'b x=(x 1 ,x 2 ,..,x n ) lf y=(y 1 ,y 2 ,...,y m ) ithxtdb'b vybidytkj,t-
,bcf'dbc^ hjvkt,bc'dbcfw
xn − y m
t n,m = ∈U 1
s n′ ,m (1 / n + 1 / m)
H 0 /bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb'^ obyffqvltu itv'[dtdfib^ x =
(x 1 ,x 2 ,..,x n ) lf y=(y 1 ,y 2 ,...,y m ) vjyfwtvt,b' H 0 /bgj'tpbc efh.jabc cfaesdtkb fhf
udfmdc&
itybidyf 1. hjltcfw jhbdt ithxtdbc vjwekj,f cfrvfhbcfl lblbf (n>30, m>30)
itcfskt,tkbf ~z n m cnfnbcnbrbc ufvj.tyt,fw& ithxtdbc vwbht vjwekj,bc
itv'[dtdfib rb eylf ufvjdb.tyj' T n,m cnfnbcnbrf (v[jkjl jhbdt ithxtdbc
yjhvfkehj,bc fy yjhvfkehj,blfy vwbht uflf[hbc lhjc)&
eylf fqbybiyjc^ hjv hjltcfw jhbdt ithxtdfc njkb lbcgthcbt,b fmdc^
ithxtdbc lblb vjwekj,bc lhjc ~z n m lf T n,m cnfnbcnbrt,b vbf[kjt,b'
yjhvfkehflff ufyfobkt,ekb^ (0,1) gfhfvtnht,b'& fvbnjv ~z cnfnbcnbrfpt nm
lfaesyt,ek rhbnthbevt,cf lf ylj,bc bynthdfkt,c [ibhfl evfnt,ty vb'b't,fc
(n>30, m>30), [jkj T n,m cnfnbcnbrfpt lfaesyt,ek rhbnthbevt,cf lf ylj,bc
bynthdfkt,c rb tvfnt,f vb'b't,f (n<30, m<30),
2. fqothbkb wfkv[hbdb rhbnthbevt,b ufvjb.tyt,f itvltub /bgj'tpf'f
itcfvjovt,kflfw
H 0 : µ 1 − µ 2 ≤ 0
 rhbnbrekb fhtf t n,m >t n+m-2,α
H 1 : µ1 − µ 2 > 0 
H 0 : µ 1 − µ 2 ≥ 0
 rhbnbrekb fhtf t n,m < –t n+m-2,α .
H 1 : µ1 − µ 2 < 0 
12 CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY FVJWFYT<IB& 347

/bgj'tpf'f itvjovt,bc fkujhb'vb α vybidytkjdyj,bc ljyb' jhb

lfvjerblt,tkb yjhvfkehb gjgekfwbt,bc cfiefkjcf'dbc ewyj,b njkb
lbcgthcbt,bc itv'[dtdfib& (vwbht vjwekj,bc fvjyfhxtdt,bcf'dbc)

yekjdfyb /bgj'tpf H0: µ 1 −µ 2 = 0

xn − y m
rhbnthbevbc cnfnbcnbrbc vybidytkj,f t n,m =
s n′ ,m (1 / n + 1 / m)
vybidytkjdyj,bc ljyt α
fknthyfnbekb /bgj'tpf rhbnbrekb fht ( H0-bc efh.jabc fht)
H1 : µ1–µ2 > 0 tn,m>tn+m-2,α
H1 : µ1–µ2 < 0 tn,m < –tn+m-2,α
H1 : µ1–µ2 ≠ 0 tn,m < –tn+m-2,α fy tn,m>tn+m-2,α

vfufkbsb 12.6. d'mdf'^ jhb lfvjerblt,tkb yjhvfkehb utythfkehb

th'j,kbj,blfy^ hjvtk'f lbcgthcbt,b njkbf^ fqt,ekb ithxtdbc cfaesdtkpt
eylf itvjovltc% fhbc 'e fhf ufyc[dfdt,f utythfkeh cfiefkjt,c ijhbc^ t&b& eylf
itvjovltc /bgj'tpt,b%
H 0 : µ 1 –µ 2 =0,
H 1 : µ 1 –µ 2 ≠0.
th'b th'j,kbj,blfy fvjqt,ekbf ithxtdf^ hjvkbc vjwekj,ff 10^ ithxtdbc
cfiefkj – 23^ ithxtdbc cnfylfhnekb uflf[hf – 4& vtjht th'j,kbj,blfy
fvjqt,ekb ithxtdbc vjwekj,ff 8^ ithxtdbc cfiefkj – 26^ ithxtdbc cnfylfhnekb
uflf[hf – 5& ufvjb.tyt' vybidytkjdyj,bc ljyt 0&05&
f) ufycfpqdht' lfcrdybc otcb&
,) ufvjb'dfkt' th'j,kbj,f'f lbcgthcbbc ufth'bfyt,ekb itafct,f&
u) ufvj'dfkt' rhbnthbevbc cnfnbcnbrf&
l) hjujhbf 'mdtyb uflfo.dtnbkt,f H 0 -bc itcf[t,~
fvj[cyf&
f) hflufy fknthyfnbdf jhv[hbdbf^ cfmvt udfmdc jhv[hbd rhbnthbev'fy& lfcrdybc
otcbf% lfdboeyj' H 0 /bgj'tpf^ 'e |t|>t 16; 0,975 = 1,75&

,) s n′ 2.m = [
n+m−2
1
] 1
(n − 1) s1' 2 + (m − 1) s 2' 2 = [9 ⋅ 16 + 7 ⋅ 25] = 19,9375 &
16
u) rhbnthbevbc cnfnbcnbrbc vybidytkj,f ufvjdb'dfkj' (12.9) ajhvekb'%
23 − 26
t= = –1.416&
19.9375(1 10 + 1 8)

l) hflufy |t|=1,416<1,75^ fvbnjv H 0 -bc efh.jabc cfaesdtkb fh udfmdc&

348

vfufkbsb 12.7. eshfdb mjyt,bc rjvgfybbc vtyt]thc cehc itflfhjc jhb

ufyc[dfdt,ekb cfkbpbyuj it'fy[vt,blfy itvjcekb ovbylf 'dbehb itvjcfdkt,b&
th'b it'fy[vt,f (A utuvf) b'dfkbcobyt,c lf,fk htynfc (cffhtylj uflfcf[flt,c)^
cfvfubthjl fdfklt,ekt,c fhtylfnjhc cffhtylj mjyt,bc lfpbfyt,bc itv'[dtdfib
uflfb[fljc .dtkfyfbhb fqlutyb'b cfveifj [fh]t,b& vtjht it'fy[vt,f (B utuvf)
fotct,c eahj vfqfk htynfc^ cfvfubthjl .dtkf cfhtvjynj [fh]c frbcht,c
rjvgfybfc& yekjdfyb /bgj'tpbc hjkib vtyt]thb ufyb[bkfdc /bgj'tpfc^ hjv B utu-
vbc itcf,fvbcb cfiefkj itvjcfdfkb fh fqtvfnt,f A utuvbc itcf,fvbc cfiefkj itvj-
cfdfkc& fv /bgj'tpbc itvjovt,bc vbpyb' vfy fbqj jhb lfvjerblt,tkb 15-bc njkb
vjwekj,bc ithxtdf 'b'jtekb (A lf B) ]ueablfy lf itfuhjdf vf'b ovbylf 'dbehb
itvjcfdkt,bc vjyfwtvt,b& fv vjyfwtvt,bc cfaesdtkpt ufvj'dkbkb cfiefkjt,b lf
cnfylfhnekb uflf[ht,b fct ufvjb.eht,f (vjyfwtvt,b ufvjcf[ekbf $-ib)%

A utuvf B utuvf
x = 132,45 y = 128,06
s1' 2 = 123 s 2' 2 = 95

α=0,05 vybidytkjdyj,bc ljyb' efh.jac 'e fhf vtyt]thb H 0 /bgj'tpfc~

fvj[cyf% dbuekbc[vj'^ hjv jhbdt gjgekfwbf yjhvfkehflff ufyfobkt,ekb
lf σ12 = σ 22 . hflufy n=m=15<30 eylf ufvjdb.tyj' ithxtdbc vwbht vjwekj,bcf'dbc
ufvjcfltub ghjwtlehf& gbhdtk hbuib^ ufvjd'dfkj' cfth'j lbcgthcbbc itafct,f%
hbc'dbcfw ufvjdb.tyj' (12.7) ajhvekf&

'2 1 14 ⋅ 218
s' 2 = s15 ,15 = ((15–1)⋅123+(15–1)⋅95) = = 109.
15 + 15 − 2 28
f[kf (12.8) ajhvekb' ufvjd'dfkj' T n,m cnfnbcnbrbc ithxtdb'b vybidytkj,f%
4.39
t = t 15,15 = = 1.152
218 / 15
hflufy yekjdfyb /bgj'tpff^ H 0 : µ 1 –µ 2 = 0^ fknthyfnbekb /bgj'tpf fct
ufvjb.eht,f% H 1 : µ 1 –µ 2 < 0 lf rhbnbrek fhtc tmyt,f itvltub cf[t%
t n,m < –t n+m–2,α .
vjdst,yj' cnbeltynbc ufyfobkt,bc ptlf rhbnbrekb othnbkt,bc w[hbkib
t 28,0.05 =2.763& hflufyfw
t = 1.152 > –2.763 = t 28,0.05 ,
H 0 /bgj'tpbc efh.jabc cfaesdtkb fh ufudfxybf&
12 CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY FVJWFYT<IB& 349

f[kf uflfdblt' cfiefkjt,bc µ 1 –µ 2 c[dfj,bcf'dbc (1–α)-ylj,bc bynth-

dfkbc fut,bc fvjwfyfpt&
(12.8) ajhvekb' ufycfpqdhekb cnfnbcnbrbc vtidtj,b' cnfylfhnekb
upb' fbut,f (1–α)-ylj,bc bynthdfkb µ 1 –µ 2 c[dfj,bcf'dbc&

ylj,bc bynthdfkb jhb lfvjerblt,tkb yjhvfkehb gjgekfwbbc

cfiefkj'f µ1–µ2 c[dfj,bcf'dbc ewyj,b njkb lbcgthcbt,bc itv'[dtdfib&
(vwbht vjwekj,bc ithxtdt,bcf'dbc)

 1 1 1 1 
 (xn − ym ) − t ⋅ s n' , m ⋅ + ; (xn − ym ) + t ⋅ s n' , m ⋅ + , (12.10)
 n + m − 2,
α
n m n + m − 2,
α
n m 
 2 2

cflfw tν,,α fhbc t(ν) ufyfobkt,bc ptlf α-rhbnbrekb othnbkb

vfufkbsb 12.8. (12.7 vfufkb'bc ufuhstkt,f) 12.7 vfufkb'bc vjyfwtvt,b'

fdfuj' 95%-bfyb ylj,bc bynthdfkb ewyj, cfiefkj itvjcfdfk'f µ 1 –µ 2 c[dfj,b-
cf'dbc&
dbcfhut,kj' (12.10) ajhvekb'^ hjvkbc 'fyf[vflfw cfsbt,tkb bynth-
dfkbc cf[tf%
1 1
x n – y m ±t n+m–2,0.05 ⋅ s n' ,m + ,
n m
cfblfyfw vbdbqt,'

2
(132.45–128.06)±2.763 109 = 4.39±2.763⋅3.8,
15
cf,jkjjl 95%-bfyb ylj,bc bynthdfkb µ 1 –µ 2 c[dfj,bcf'dbc bmyt,f%
(–6.11 ; 14.89).

§ 2& JHFVJRHTABFYB FVJWFYT<B YJHVFKEHB

GJGEKFWBT<BC LBCGTHCBT<BCF"DBC

d'mdf' X = (X 1 ,…,X n ) lf Y = (Y 1 ,…,Y m ) jhb ithxtdff lfvjerblt,tkb

N(µ 1 , σ12
) lf itcf,fvbcfl^ N(µ 2 , σ 22 ) rfyjyb' ufyfobkt,ekb utythfkehb
th'j,kbj,t,blfy& jhbdt gjgekfwbbc gfhfvtnht,b ewyj,bf& xdtyc vbpfyc
350

ofhvjflutyc lbcgthcbf'f njkj,bc /bgj'tpbc itvjovt,f lf ylj,bc bynthdfkbc

fut,f lbcgthcbf'f afhlj,bcf'dbc&
hjujhw dbwb' ewyj, σ12 lf σ 22 lbcgthcbf'f xfeyfwdkt,tkb itafct,t,bf
S ′X2 lf S Y′ 2 itcf,fvbcfl^ lf

(n − 1) S ′X2 (m − 1) S Y′ 2
~ χ2(n–1), ~ χ2(m–1).
σ12 σ12

gjgekfwbf'f lfvjerblt,kj,bc ufvj S ′X2 lf S Y′ 2 cnfnbcnbrt,bw lfvjerblt,kt,bf

lf
S ′2 / σ2
F n,m = X2 12 (12.11)
S Y′ / σ 2

cnfnbcnbrfc fmdc F-ufyfobkt,f n–1 lf m–1 'fdbceakt,bc [fhbc[t,b'&

F n,m cnfnbcnbrf wtynhfkeh hjkc fchekt,c lbcgthcbf'f afhlj,bc
itcf[t, cnfnbcnbrehb lfcrdyt,bc fvjwfyt,ib&
'fdlfgbhdtkfl ufydb[bkj' lbcgthcbt,bc njkj,bc /bgj'tpbc itvjovt,bc
fvjwfyf& hjujhw obyf geymnib fqdybiyt'^ gjgekfwbt,bc lbcgthcbt,bc njkj,f
th'-th' sbhb'fl lfidt,fc ofhvjflutyc gjgekfwbf'f cfiefkjt,bc c[dfj,bcf'dbc
/bgj'tpf'f itvjovt,bc fvjwfyt,ib^ hjltcfw ithxtdbc vjwekj,t,b vwbhtf&
fvhbufl^ itdfvjovj' /bgj'tpt,b yjhvfkehb gjgekfwbt,bc lbcgthcbt,bc
itcf[t,%

H 0 : σ12 / σ 22 = 1 H 0 : σ12 / σ 22 = 1 H 0 : σ12 / σ 22 = 1

H 0 : σ12 / σ 22 > 1 H 0 : σ12 / σ 22 < 1 H 0 : σ12 / σ 22 ≠ 1

yekjdfyb /bgj'tpbc cfvfh'kbfyj,bcfc (12.11)-lfy vbdbqt,'^ hjv

S ′X2
~ F(n–1,m–1),
S Y′ 2

fvbnjv^ 'e F k,l,α -'b fqdybiyfd' k lf l 'fdbceakt,bc [fhbc[t,bc vmjyt F-ufyfobkt,bc

ptlf α−rhbnbrek fhtc^ vfiby

S ′X2
P{F n–1,m–1,1–α/2 ≤ ≤ F n–1,m–1,α/2 } = 1–α, (12.12)
S Y′ 2

S ′X2
P{0 ≤ ≤ F n–1,m–1,α } = 1–α, (12.13)
S Y′ 2
12 CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY FVJWFYT<IB& 351

S ′X2
P{F n–1,m–1,1–α ≤ ≤ ∞} = 1–α, (12.14)
S Y′ 2
hfw udfsktdc uflfo.dtnbkt,bc itvltub otcbc xfvj.fkb,t,bc cfaesdtkc%
(x 1 ,...,x n ) lf (y 1 ,...,y m ) lfrdbhdt,t,bc cfaesdtkpt^ α vybidytkjdyj,bc ljyb'
H 0 /bgj'tpfc efhd.ja'^ 'e F n,m cnfnbcnbrbc ufvj'dkbkb vybidytkj,f%
f n,m = s x'2 / s 'y2 frvf.jabkt,c enjkj,fc%

a) f n,m > F n–1,m–1,α wfkv[hbdb vfh]dtyf fknthyfnbdbc lhjc*

b) f n,m > F n–1,m–1,1–α wfkv[hbdb vfhw[tyf fknthyfnbdbc lhjc*
c) f n,m > F n–1,m–1,α/2 fy f n,m < F n–1,m–1,1–α/2 jhv[hbdb fknthyfnbdbc lhjc*
itdybiyj'^ hjv F n–1,m–1,α ofhvjflutyc F-ufyfobkt,bc ptlf α-rhbnbrek
othnbkc^ hjvtkcfw pju]th fqybiyfdty F α -'b ('fdbceakt,bc [fhbc[t,bc
vb'b't,bc ufhtit^ hjltcfw tc fh bodtdc ufeut,hj,fc)^ [jkj F n–1,m–1,1–α
ofhvjflutyc F-ufyfobkt,bc mdtlf α-rhbnbrek othnbkc^ hjvtkcfw pju]th
fqybiyfdty F 1–α -'b (b[& yf[& 12.3)&

yf[& 12.3

ufdb[ctyj'^ hjv abithbc ufyfobkt,bc vmjyt F k,l itv'[dtdb'b cblbltc

uffxybf itvltub 'dbct,t,b%
F k,l = 1/ F l,k lf F k,l ,p = 1/ F l,k,1–p . (12.15)
abithbc ufyfobkt,bc fqybiyekb 'dbct,t,b vbudfybiyt,c /bgj'tpbc
itvjovt,bc ghjwtlehbc ufvfhnbdt,bc itvltu itcfskt,kj,fpt% d'mdf'^ s ′x2 lf s ′y2
gbhdtkb lf vtjht fvjrhtabc cfaesdtkpt ufvj'dkbkb ithxtdb'b lbcgthcbt,bc
~
hbw[db'b vybidytkj,t,bf& rhbnthbevbc cnfnbcnbrbc f lfrdbhdt,ek vybidyt-
kj,fl fdbqj' s ′x2 lf s ′y2 cblbltt,c ijhbc elbltcbc itafhlt,f evwbhtc'fy
352

~ max(s ′x , s ′y )
2 2
f = & vbqt,ekb hbw[db'b vybidytkj,f itdflfhj' abithbc ufyfobkt-
min( s ′x2 , s ′y2 )
,bc ptlf α/2-rhbnbrekb othnbkbc hbw[db' vybidytkj,fc jhv[hbdb fknthyfnb-
dbc itv'[dtdfib lf ptlf α rhbnbrekb othnbkbc hbw[db' vybidytkj,fc
wfkv[hbdb^ hjujhw vfh]dtyf^ bct vfhw[tyf fknthyfnbdbc itv'[dtdfib^ cflfw k lf
~
l fhbc f cnfnbcnbrbc vhbw[dtkcf lf vybidytkib vlujv χ2 ufyfobkt,bc vmjyt
itv'[dtdb' cblblt'f itcf,fvbcb 'fdbceakt,bc [fhbc[t,b (k=n–1 lf l=m–1, 'e
~
s ′x2 > s ′y2 , lf gbhbmb'^ k=m–1 lf l=n–1, 'e s ′x2 < s ′y2 )& 'e fqvjxylf^ hjv f vtnbf
itcf,fvbc rhbnbrek vybidytkj,fpt^ H 0 /bgj'tpf eylf efhd.j'&
fvhbufl^ rhbnthbevbc cnfnbcnbrbc lfrdbhdt,ek vybidytkj,fl dbqt,' s ′x2
lf s ′y2 cblbltt,c ijhbc elbltcbc evwbhtc'fy itafhlt,fc& fknthyfnbdt,bc
vb[tldb'^ rhbnbrekb fhtt,b itvltuyfbhfl fbut,f%
a) jhv[hbdb fknthyfnbdf% U 1 rhbnbrekb fhtf abithbc F(k,l) ufyfobkt,bc α/2
pjvbc ptlf fht ^ U 1 = [F k,l,α/2 ,+∞),
b)–c) wfkv[hbdb vfh]dtyf fy vfhw[tyf fknthyfnbdf& U 1 rhbnbrekb fhtf abithbc
~
ufyfobkt,bc α pjvbc ptlf fht^ U 1 =[F k,l,α ,+∞), cflfw k lf l f cnfnbcnbrbc
vhbw[dtkcf lf vybidytkib vlujv χ2 ufyfobkt,bc vmjyt itv'[dtdb' cblblt'f
itcf,fvbcb 'fdbceakt,bc [fhbc[t,bf&
.dtkf bct'b x=(x 1 ,x 2 ,..,x n ) lf y=(y 1 ,y 2 ,...,y m ) ithxtdb'b
vybidytkj,t,bcf'dbc^ hjvkt,bc'dbcfw

~ max(s ′x2 , s ′y2 )

f = ∈U 1 ,
min( s ′x2 , s ′y2 )

H 0 /bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb'^ obyffqvltu itv'[dtdfib^

x=(x 1 ,x 2 ,..,x n ) lf y=(y 1 ,y 2 ,...,y m ) vjyfwtvt,b' H 0 /bgj'tpbc efh.jabc cfaesdtkb
fhf udfmdc&
12 CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY FVJWFYT<IB& 353

/bgj'tpf'f itvjovt,bc fkujhb'vb jhb lfvjerblt,tkb

yjhvfkehb gjgekfwbbc lbcgthcbbcf'dbc^

yekjdfyb /bgj'tpf H0 : σ12 / σ 22 = 1

vybidytkjdyj,bc ljyt α
~ max(s ′x2 , s ′y2 )
rhbnthbevbc cnfnbcnbrbc vybidytkj,f f =
min( s ′x2 , s ′y2 )
fknthyfnbdf rhbnbrekb fht U1: (H0-bc efh.jabc fht)
~
H1 : σ12 / σ 22 >1 f >Fk,l,α
~
H1 : σ12 / σ 22 < 1 f >Fk,l,α/2
~
H1 : σ12 / σ 22 ≠ 1 f >Fk,l,α/2
( k=n–1 lf l=m–1, 'e s ′x2 > s ′y2 ^ lf gbhbmb'^ k=m–1 lf l=n–1, 'e s ′x2 < s ′y2 ).

f[kf fdfuj' (1–α)-ylj,bc bynthdfkb lbcgthcbf'f σ12 / σ 22 afhlj,bcf'dbc&

fv vbpyb' ufvjdb.tyj' (12.11) ajhvekb' ufycfpqdhekb F m,n cnfnbcnbrf^
hjvtkcfw fmdc abithbc F(n–1,m–1)-ufyfobkt,f^ cfblfyfw vbdbqt,'

 S ′2 σ2 
P  F n–1,m–1,1–α/2 ≤ X2 ⋅ 12 ≤ F n–1,m–1,α/2  = 1–α,
 S Y′ σ 2 

cflfw F n–1,m–1,1–α/2 lf F n–1,m–1,α/2 ofhvjflutyc F(n–1,m–1)-ufyfobkt,bc^ itcf,fvbcfl^

α/2 lf 1–α/2 rdfynbkt,c& fv itv'[dtdfibw ylj,bc bynthdfkbc fcfut,fl ufvjdb.tyj'
~
f & s ′x2 lf s ′y2 cblbltt,c ijhbc elbltcbc evwbhtc'fy itafhlt,f& vfiby^ (12.15)-bc
uf'dfkbcobyt,b' vbdbqt,'^ hjv (1–α)-ylj,bc bynthdfkc lbcgthcbf'f σ12 / σ 22
afhlj,bcf'dbc fmdc itvltub cf[t%

~ 1 σ2 ~ 
f ⋅ < 12 < f ⋅ Fn −1,m −1,α / 2  ,
 Fn −1,m −1,α / 2 σ 2 
 

~ max ( s x2 , s 2y )
cflfw f = &
min ( s x2 , s 2y )
354

(1–α)-ylj,bc bynthdfkb lfvjerblt,tk gjgekfwbf'f

σ12
lbcgthcbt,bc afhlj,bcf'dbc
σ 22
~ 
f ⋅ 1 ,~ f ⋅ Fk ,l ,α / 2  ,
 Fk ,l ,α / 2 
 
~ max(s ′x2 , s ′y2 )
cflfw f = ,
min( s ′x2 , s ′y2 )
( k=n–1 lf l=m–1, 'e s ′x2 > s ′y2 ^ lf k=m–1 lf l=n–1, 'e s ′x2 < s ′y2 )

vfufkbsb 12.9. (12.7 vfufkb'bc ufuhstkt,f)& hjltcfw do.dtnlb' 12.7

vfufkb'ib lfcvek fvjwfyfc^ xdtyb lfidt,f b.j^ hjv σ12 = σ 22 &
f) vybidytkjdyj,bc α=0.05 ljyb' itdfvjovj' 'fy[vj,fibf 'e fhf vjyfwtvt,b H 0 :
σ12 = σ 22 /bgj'tpfc'fy~
,) fdfuj' 95%-bfyb ylj,bc bynthdfkb σ12 σ 22 afhlj,bcf'dbc&
fvj[cyf& f) itcfvjovt,tkbf /bgj'tpt,b%
H 0 : σ12 / σ 22 = 1,
H 1 : σ12 / σ 22 > 1.
~
fv itv'[dtdfib s ′x2 > s ′y2 ^ fvbnjv k=n–1, l=m–1 lf f m,n = f & ufvjd'dfkj' tc cblblt

f m,n = 123/95 ~1.3.

cfmvt udfmdc wfkv[hbd vfh]dtyf fknthyfnbdfc'fy^ fvbnjv rhbnbrekb fhtf%
~
f > F 15,15,0,05 .
abithbc ufyfobkt,bc w[hbkt,bc vtidtj,b' vjdst,yj' F 15,15,0,05 =2.4& hflufy
~
f = 1.3 < 2.4 = F 15,15,0,05 ,
fhct,ekb vjyfwtvt,b' H 0 /bgj'tpbc efh.jabc cfaesdtkb fh ufudfxybf&
,) cfsbt,tkb 95%-bfyb ylj,bc bynthdfkbf%
~ 1 ~ 
f ⋅ , f ⋅ F15,15,0.025  .
 F15,15,0.025 
 
bubdt w[hbkt,bc vtidtj,b' udtmyt,f F 15,15,0,025 =2.86& cf,jkjjl 95%-bfyb
ylj,bc bynthdfkb bmyt,f%
(0.46 ; 3.72).
12 CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY FVJWFYT<IB& 355

vfufkbsb 12.10. itcflfht,tkbf jhb vfymfybc veifj,bc cbpecnt& gbhdtk

vfymfyfpt xfnfht,ekb 25, [jkj vtjhtpt – 20 lfrdbhdt,bc itltufl vbqt,ekb
ithxtdb'b lbcgthcbt,b itcf,fvbcfl 3.1 lf 1.4-bc njkb fqvjxylf& udfsktdc 'e fhf
tc vjyfwtvt,b cfrvfhbc cfaesdtkc α=0.05 ylj,bc ljyb' lfdfcrdyf'^ hjv σ12 > σ 22 ~
fdfuj' 90%-bfyb ylj,bc bynthdfkb σ12 σ 22 -'dbc&
fvj[cyf&
1. H 0 : σ12 = σ 22 ;
H 1 : σ12 > σ 22 .
~
2. rhbnthbevbc cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,ff f = s12 s 22 .
~
3. efh.jabc fht% H 0 -c efhd.ja'^ 'e f >F 24,19,0.05 .

~
F 24,19,0.05 =2.04^ [jkj cnfnbcnbrbc vybidytkj,f njkbf f = 3.1/1.4=2.21
uflfo.dtnbkt,f% xdty eredfult,' H 0 -/bgj'tpfc lf dfcrdyb'^ hjv gbhdtkb
vfymfybc ghjlemwbbc wdfkt,flj,f eahj lblbf vtjht vfymfyfc'fy itlfht,b' (fye
vtjht vfymfyf eahj pecnbf)
90%-bfyb ylj,bc bynthdfkb σ12 σ 22 -'dbc bmyt,f

~ 1 σ12 ~
f ⋅ < < f ⋅F 24,19,0.05 ,
F24,19,0.05 σ 22

2.21 σ12
< <2.21⋅2,04,
2.04 σ 22

σ12
1.08 < < 4.51.
σ 22
356

§ 3. CNFNBCNBREHB LFCRDYT<B LFO>DBKT<EK

VJYFWTV"F CFIEFKJT<BC C{DFJ<T<BCF"DBC

obyf gfhfuhfat,ib xdty dfvjovt,lb' /bgj'tpt,c lf dfut,lb' ylj,bc

bynthdfkt,c jhb gjgekfwbbc cfiefkjt,bc c[dfj,bcf'dbc jhb lfvjerblt,tkb
ithxtdbc cfaesdtkpt% n bylbdblb (fy j,btmnb) fqt,ekb b.j th'b gjgekfwbblfy^
[jkj m bylbdblb – chekbfl lfvjerblt,kfl vtjht gjgekfwbblfy& fvbc cfgbhbc-
gbhj cbnefwbff^ hjltcfw cfmvt udfmdc t&o& lfo.dbkt,ek vjyfwtvt,'fy^ hjvkt,bw
itbskt,f utythbht,ekyb b.dyty itvltub jhb upb'%
1. ithxtekbf n bylbdblb (fy j,btmnb) lf 'b'jtekpt xfnfht,ekbf jhb lfrdbhdt,f&
vfufkb'fl^ ofhvjdblubyj'^ hjv afhvfwtdnek rjvgfybfib itbveifdtc f[fkb
cfsbkt cfiefkt,f lf eylf itbcofdkjy vbcb tatmnehj,f& bhxtdty n bylbdblc
tmcgthbvtynbcf'dbc^ hjvtkbw vbvlbyfhtj,c jhb qfvbc ufyvfdkj,fib& th'
qfvtc ce,btmnc fsktdty sbkbc ofvfkc^ vtjht qfvtc rb gkfwt,jc (f,c^ hjvtkbw
ufhtuyekfl sbkbc ofvkbc f,t,bc bltynehbf^ jqjyl fh itbwfdc ofvfkc)& fv
itv'[dtdfib lfo.dbkt,ek vjyfwtvt,c ofhvjflutyc 'b'jtekb ce,btmnbc
sbkbc [fyuhskbdj,f'f o.dbkt,b^ ofvkb' lf ofvkbc ufhtit&
2. udfmdc jhb gjgekfwbf^ d'mdf' A lf B* A gjgekfwbblfy ithxtekb .jdtkb
j,btmnbcf'dbc (fy bylbdblbcf'dbc) itbhxtdf vbcb o.dbkb (@n.egbcwfkb#) vtjht
gjgekfwbblfy& vfufkb'fl^ f[fkb ofvkbc tatmnehj,bc itcofdkbc fknthyf-
nbekb upff .jdtk gfwbtync cfrjynhjkj ]ueablfy^ hjvkt,cfw enfhlt,f
rjycthdfnekb vrehyfkj,f^ uffxyltc gfhnybjhb tmcgthbvtynekb ]ueablfy
(hjvtkcfw vrehyfkj,f enfhlt,f f[fkb vtlbrfvtynb')^ bubdt cmtcbc^ vjqdf-
otj,bc vcufdcb cathjlfy^ bltynehb j]f[ehb ufhtvj'b^ fdflv.jaj,bc
bcnjhbb'^ ojyb'^ fcfrb'^ cbvfqkb' lf c[df abpbjkjubehb vf[fcbf't,kt,b'&
@n.egbcwfkbc# ithxtdf [lt,f bv vjcfpht,bc ufvj^ hjv vrehyfkj,bc tatmnbc
ufyc[dfdt,f o.dbkt,c ijhbc vbtothjc vrehyfkj,bc vt'jlt,c lf fhf c[df hfbvt
afmnjhc&

sbhb'flb lfidt,t,b^ hjltcfw cfmvt udfmdc lfo.dbkt,ek vjyfwtvt,'fy

itvltubf%
1. vjyfwtvt,b itlut,f n lfvjerblt,kfl ithxtekb o.dbkbcfufy (X 1 ,Y 1 ), ... ,
(X n ,Y n ), fvfdt lhjc fh buekbc[vt,f^ hjv (X i ,Y i ) dtmnjhbc rjvgjytynt,b
lfvjerblt,kt,bf& fqdybiyj' D 1 =X 1 –Y 1 , ... , D n =X n –Y n ^ t&b& D i -t,b ofhvjflutyc
c[dfj,t,c o.dbkt,c ijhbc&
2. D 1 , ... , D n ofhvjflutyc lfvjerblt,tk yjhvfkehfl ufyfobkt,ek itv'[dtdb'
cblblt'f vbvltdhj,fc (µ 1 –µ 2 , σ 2D ) gfhfvtnht,b'& vfufkb'fl^ tc lfidt,f
.jdtk'dbc itchekt,ekbf^ hjltcfw (X i ,Y i ) o.dbkb yjhvfkehfl
ufyfobkt,ekb dtmnjhbf&

fv lfidt,t,ib xdtyc ithxtdfc ofhvjflutyc D i , i=1,2,...,n eh'bth'lfvje-

rblt,tk th'yfbhfl ufyfobkt,ek yjhvfkeh itv'[dtdb' cblblt'f vbvltdhj,f^
12 CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY FVJWFYT<IB& 357

µ D =µ 1 –µ 2 , V(D i )= σ 2D ^ jhbdt gfhfvtnhb µ D lf σ 2D ewyj,bf& vbc cfaesdtkpt eylf

ufrt'ltc cnfnbcnbrehb lfcrdyt,b cfiefkj'f (µ 1 –µ 2 ) c[dfj,bc itcf[t,&
lfcvekb fvjwfyf bltynehbf th'fvjrhtabfyb fvjwfybcf^ fvbnjv /bgj'tpf'f
itvjovt,bcf lf ylj,bc bynthdfkt,bc fut,bc ghjwtleht,b xdty'dbc erdt wyj,bkbf&
tc ghjwtleht,b b.tyt,c

Dn − µ D
Tn = (12.16)
S D′ / n
1 n 1 n
Dn = ∑ Di , S D′ = ∑ ( Di − Dn ) & w[flbf^ hjv T n
2 2
cnfnbcnbrfc^ cflfw
n i =1 n − 1 i =1
cnfnbcnbrf ufyfobkt,ekbf (n–1) 'fdbceakt,bc [fhbc[bc vmjyt cnbeltynbc
rfyjyb'& yekjdfyb H 0 : µ D =0 /bgj'tpbc lhjc
Dn
Tn =
S D' / n

t ntcnb lfo.dbkt,ekb vjyfwtvt,bcf'dbc

yekjdfyb /bgj'tpf H0 : µD = 0
vybidytkjdyj,bc ljyt α
dn
rhbnthbevbc cnfnbcnbrbc vybidytkj,f t =
s ′D / n
cflfw d n -b' fqybiyekbf Dn cnfnbcnbrbc lfrdbvhdt,ekb vybidytkj,f&
fknthyfnbdf rhbnbrekb fht U1 (H0-bc efh.jabc fht)%
H1 : µD > 0 t > tn–1,α
H1 : µD < 0 t < – tn–1,α
H1 : µD ≠ 0 t > tn–1,α/2 fy t < –tn–1,α/2

vfufkbsb 12.11. itcfcofdkbf cfrb'[b^ 'e hf ufdktyfc f[ltyc cmtcb ,frf-

kfdhbc [fhbc[bc vmjyt cneltynt,bcf'dbc it'fdfpt,ekb [tkafct,bc cblbltpt&
ithxtekb bmyf cneltyn'f 10 o.dbkb& .jdtkb o.dbkb itlut,jlf vfvhj,b'b cmtcbc
cneltynbcf lf vltlhj,b'b cmtcbc cneltynbcfufy^ hjvkt,cfw uffxylf' bltynehb
cfiefkj itafct,t,b^ ufdkbkb rehct,b^ fcfrb lf veifj,bc ufvjwlbkt,f& mdtvj'
vj.dfybkbf vf''dbc it'fdfpt,ekb evfqktcb [tkafct,bc vjyfwtvt,b%
o.dbkbc yjvthb 1 2 3 4 5 6 7 8 9 10
vl& cmtcb 22 17 21 19 26 23 21 31 25 18
vfvh& cmtcb 25 18 27 17 29 25 19 27 36 23
c[dfj,t,b –3 –1 –6 2 –3 –2 2 4 –11 –5
358

1
d = 10
(–3–1–6+2–3–2+2+4–11–5)=–2.3; S' D =19.78.

T n cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,f bmyt,f%

− 2.3
t= ≈ –1.646
19.78 / 10
xfvjdf.fkb,j' /bgj'tpt,b%
H 0 : µ D = 0,
H 1 : µ D < 0.
lfdfabmcbhj' α=0,05^ vfiby t 9,0.05 =1.833& hflufy /bgj'tpf vfhw[tyf
wfkv[hbdbf^ fvbnjv 'e
t < – t 9,0.05
H 0 /bgj'tpfc efhd.ja'& udfmdc t = –1.646 > –1.833 = – t 9,0.05 & fvbnjv yekjdfyb /bgj-
'tpbc efh.jabc cfaesdtkb fhf udfmdc& c[df cbn.dt,b' hjv d'mdf'^ fh fhct,j,c
cfrvfhbcb cfaesdtkb lfcrdybcf'dbc^ hjv µ D <0&
(12.16) ajhvekb' ufycfpqdhekb cnfnbcnbrbc vtidtj,b' cnfylfhnekb
upb' fbut,f (1–α)-ylj,bc bynthdfkb (µ 1 –µ 2 ) c[dfj,bcf'dbc&

(1–α)-ylj,bc bynthdfkb lfo.dbkt,ekb vjyfwtvt,bc cfiefkj'f

µD=µ1–µ2 c[dfj,bcf'dbc
 s' s' 
 d − D t n −1,α / 2 ; d + D t n −1,α / 2  (12.17)
 
 n n 

vfufkbsb 12.12. (12.11 vfufkb'bc ufuhstkt,f) 12.11 vfufkb'bc vjyfwtvt,b'

fdfuj' 90%-bfyb ylj,bc bynthdfkb cfiefkj'f µ D =µ 1 –µ 2 c[dfj,bcf'dbc&
.dtkf cfzbhj cblblt ufvj'dkbkbf^ fvbnjv cfsbt,tkb bynthdfkb bmyt,f%
(–2.3–1.4⋅1.833 ; –2.3+1.4⋅1.833)
fvhbufl^ ewyj,b (µ 1 –µ 2 ) c[dfj,bcf'dbc othnbkjdfyb itafct,ff d = –2.3^
[jkj 90%-bfyb ylj,bc ljyb' bynthdfkehb itafct,f bmyt,f (–2.3±2.56)^ fye
bynthdfkb (–4.86 ; 0.26)&
itybidyf 1. pju]th sytkb uflfcfo.dtnbf^ rjyrhtnek tmcgthbvtyn'fy lfrfdibht-
,ek vjyfwtv'f o.dbkt,ib (X i , Y i ), i=1,2,...,n^ X lf Y wdkflt,b lfvjerblt,kt,bf (t&b&
cfmvt udfmdc jh lfvjerblt,tk ithxtdfc'fy)^ 'e fhf^ t&b& vjyfwtvt,b
lfo.dbkt,ekt,bf& lfbcdb' rb'[df% fhbc 'e fhf hfbvt kjubrehb vbptpb bvbc
lfcfcf,e't,kfl^ hjv jhb (X 1 ,...,X n ) lf (Y 1 ,...,Y n ) ithxtdblfy gbhdtkb ithxtdbc
tktvtynb eylf itdflfhj' vtjht ithxtdbc gbhdtk tktvtync^ vtjht tktvtynb
vtjhtc lf f&i& 'e fct'b vbptpb fh fhct,j,c^ vfiby ithxtdt,b lfvjerblt,kt,bf&
12 CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY FVJWFYT<IB& 359

vjdb.dfyj' cfbkecnhfwbj vfufkb'b&

bvbc ufcfhrdtdfl^ phlbc 'e fhf f[fkb nbgbc cfcembc ufvj.tyt,f hfbvt
cfcjakj-cfvtehytj reknehbc vjcfdkbfyj,fc (sdtk'fy itlfht,b')^ t&b& f[fkb
cfcemb eahj tatmnehbf sdtk'fy itlfht,b' 'e fhf^ th'b athvbc 20 /tmnfh afh'bc
vbobc yfrdt'c .jaty 20 njk 1 /f afh'j,bc yfrdt't,fl& itv'[dtdb' fhxtek 10
yfrdt'pt ufvjb.tytc f[fkb^ [jkj lfyfhxty 10-pt rb – sdtkb&

vjcfdkbfyj,f
sdtkb nbgbc cfcemb 1.5 1.0 0.7 1.8 1.4 1.1 0.9 1.6 1.5 1.3
f[fkb nbgbc cfcemb 1.7 1.3 1.8 1.6 0.8 1.7 1.4 0.7 1.3 1.9

fhbc tc lfo.dbkt,ek vjyfwtvt,bfyb tmcgthbvtynb~ 'mdty itbskt,f udtabmhf^

hjv gfce[b lflt,b'bf^ hflufy yfrdt't,b th'b athvblfyff fqt,ekb& vfuhfv
cbyfvldbktib dth lfdfv.fht,' dthfdb'fh fphbfy rfdibhc o.dbkt,c ijhbc& fvbnjv
lfrdbhdt,t,b lfvjerblt,tkbf&
f[kf bubdt cfrb'[bc ufcfhrdtdfl itdwdfkj' tmcgthbvtynb& itv'[dtdb'fl
fdbhxbj' f'b 2 /tmnfhbc afh'bc vmjyt 10 yfrdt'b hfbvt htubjyib& .jdtkb yfrdt'b
lfd.j' jh yfobkfl^ th'pt ufvjdb.tyj' sdtkb nbgbc^ [jkj vtjhtpt f[fkb nbgbc
cfcemb& itltut,bf

vjcfdkbfyj,f
yfrdt'bc yjvthb 1 2 3 4 5 6 7 8 9 10
sdtkb nbgbc cfcemb 1.2 1.4 1.6 1.1 1.4 1.1 0.7 1.5 1.3 1.0
f[fkb nbgbc cfcemb 1.4 1.2 1.5 1.1 1.6 1.2 1.0 1.4 1.3 1.5

tc lfo.dbkt,ekb vjyfwtvt,bf^ hflufy vjyfwtv'f .jdtkb o.dbkb

tre'dybc th'cf lf bvfdt yfrdt'c lf fhbc v[jkjl th'b lfrdbhdt,f .jdtkb
yfrdt'bcf'dbc&
itybidyf 2. itdybiyj'^ hjv jhb lfvjerblt,tkb ithxtdbc itv'[dtdfib^ hjwf m=n^ t-
ufyfobkt,bc 'fdbceakt,bc [fhbc[b 2(n–1)-bc njkbf^ vfiby^ hjwf bubdt vjwekj,bc
lfo.dbkt,ekb vjyfwtvt,bcf'dbc 'fdbceakt,bc [fhbc[b (n–1)-bc njkbf&

§ 4. JHFVJRHTABFYB FVJWFYT<B OFHVFNT<F"F

FK<F"J<T<BCF"DBC <THYEKBC WLF"F
JHB LFVJERBLT<TKB VBVLTDHJ<BCF"DBC

d'mdf' X=(X 1 ,…,X n ) lf Y=(Y 1 ,…,Y m ) jhb lfvjerblt,tkb ithxtdff

,thyekbc rfyjyb' ufyfobkt,ekb utythfkehb th'j,kbj,t,blfy ofhvfnt,bc
n m
ewyj,b p 1 lf itcf,fvbcfl^ p 2 fk,f'j,t,b'& hjujhw dbwb'^ S 1 = ∑ X i lf S 2 = ∑ Yi
i =1 i =1
itv'[dtdb'b cblbltt,b ufyfobkt,ekbf ,byjvehfl lf ofhvfnt,f'f afhlj,b'b
360

∧ S1 ∧ S
cb[ibhtt,b P 1n = lf P 2 m = 2 ofhvjflutyty itcf,fvbc gjgekfwbf'f ewyj,b
n m
ofhvfnt,bc fk,f'j,t,bc xfeyfwdkt,tk lf sfkvjcbk itafct,t,c& rthsjl
∧ ∧ ∧ p1 q1 ∧ p q
E P 1n =p 1 , E P 2 m =p 2 , D P 1n = , D P 2m = 2 2 , (12.18)
n m
∧ ∧
cflfw q 1 =1–p 1 , q 2 =1–p 2 . w[flbf^ hjv E( P 1n – P 2 m )=p 1 –p 2 lf gjgekfwbt,bc
lfvjerblt,kj,bc ufvj
∧ ∧ ∧ ∧ p1 q1 p 2 q 2
D( P 1n – P 2 m )= D P 1n +D P 2 m = + .
n m
ufydb[bkj' itv'[dtdb'b cblblt

P∧ ∧
 ∧ ∧
 ∧ ∧

 1n − P 2 m  − E  P 1n − P 2 m   P 1n − P 2 m  − ( p1 − p 2 )
   =  &
∧ ∧
 ∧ ∧
D P 1n − P 2 m   D P 1n + D P 2 m
 
wtynhfkehb pqdfhb'b 'tjhtvbc 'fyf[vfl^ cfrvfjl lblb n-bcf lf m-bcf'dbc^
hjltcfw ,byjvehb ufyfobkt,t,bcf'dbc itcfskt,tkbf yjhvfkehb fghjmcbvfwbbc
ufvj.tyt,f^ erfyfcrytk ufvjcf[ekt,fc vbf[kjt,b' cnfylfhnekb yjhvfkehb
ufyfobkt,f fmdc

P∧ ∧

 1n − P 2 m  − ( p1 − p 2 ) as
Z n,m =   ~ N(0,1) (12.19)
p1 q1 p 2 q 2
+
n n
Z n,m cnfnbcnbrf wtynhfkeh hjkc fchekt,c mdtvjvj.dfybk cnfnbcnbreh
ghjwtleht,ib&
]th ufydb[bkj' /bgj'tpf'f itvjovt,bc itvltub fvjwfyt,b&
f) H 0 : p 1 =p 2 ,) H 0 : p 1 = p 2 u) H 0 : p 1 = p 2
H1 : p1 ≠ p2 H1 : p1 > p2 H1 : p1 < p2&

yekjdfyb /bgj'tpf fh fabmcbht,c gfhfvtnht,bc rjyrhtnek hbw[db'

vybidytkj,fc& bc vbe'b't,c v[jkjl jh lfvjerblt,tk gjgekfwbfib ofhvfnt,f'f
fk,f'j,t,bc njkj,fpt& lfdeidf'^ hjv p 1 =p 2 =p& yekjdfyb /bgj'tpbc cfvfh'kbf-
yj,bc gbhj,t,ib Z n,m cnfnbcnbrf bqt,c itvltu cf[tc%
12 CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY FVJWFYT<IB& 361

∧ ∧
P 1n − P 2 m
Z n,m = , (12.20)
1 1 
pq + 
n m
fvfc'fy ,eyt,hbdbf^ ewyj,b p gfhfvtnhb itdfafcj' jhbdt ithxtdbc cfaesdtkpt
ajhvekb'%
n m
∧ ∧ ∑ X i + ∑ Yi
i =1 i =1 n ∧ m ∧
P = P n,m = = P1 + P2
n+m n+m n+m
vfiby cfrvfjl lblb n-bcf lf m-cf'dbc^ hjltcfw ,byjvehb ufyfobkt,t,bcf'dbc itcfs-
kt,tkbf yjhvfkehb fghjmcbvfwbbc ufvj.tyt,f^ (12.20)-lfy yekjdfyb /bgj'tpbc
cfvfh'kbfyj,bcfc vbdbqt,'^ hjv

∧ ∧

 P 1n − P 2 m 
∧
Z n,m =   as
~ N(0,1) (12.21)
∧ ∧
1 1 
P (1 − P ) + 
n m
xfvj'dkbk /bgj'tpf'f itvjovt,bc'dbc rhbnthbevbc cnfnbcnbrfl
∧
fdbhxbj' (12.21) ajhvekb' ufycfpqdhekb Z n ,m cnfnbcnbrf& vfiby fknthyf-
nbdt,bc vb[tldb'^ rhbnbrekb fhtt,b itvltuyfbhfl fbut,f%
f) wfkv[hbdb vfh]dtyf fknthyfnbdf& U 1 rhbnbrekb fhtf cnfylfhnekb yjhvf-
kehb ufyfobkt,bc α pjvbc ptlf fht^ U 1 =[z α ,+∞).
,) wfkv[hbdb vfhw[tyf fknthyfnbdf& U 1 rhbnbrekb fhtf cnfylfhnekb yjhvf-
kehb ufyfobkt,bc α pjvbc mdtlf fht^ U 1 =(–∞, –z α ].
u) jhv[hbdb fknthyfnbdf& U 1 rhbnbrekb fht itlutybkbf jhb yfobkbcfufy%
cnfylfhnekb yjhvfkehb ufyfobkt,bc α/2 pjvbc ptlf lf mdtlf fhtt,bcfufy^
U 1 =(−∞,–z α/2 ]∪[z α/2 ,+∞).
fvhbufl^ .dtkf bct'b x=(x 1 ,x 2 ,..,x n ) lf y=(y 1 ,y 2 ,...,y m ) ithxtdb'b
vybidytkj,t,bcf'dbc^ hjvkt,bc'dbcfw
∧ ∧
p 1n − p 2 m
t n,m = ∈U 1
∧ ∧
p(1 − p)(1 / n + 1 / m)

H 0 /bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb'^ obyffqvltu itv'[dtdfib^

x=(x 1 ,x 2 ,..,x n ) lf y=(y 1 ,y 2 ,...,y m ) vjyfwtvt,b' H 0 /bgj'tpbc efh.jabc cfaesdtkb fhf
udfmdc&
362

/bgj'tpf'f itvjovt,f jhb lfvjerblt,tkb ,byjvehb gjgekfwbbc ofhvfnt,f'f

fk,f'j,t,bcf'dbc (lblb vjwekj,bc ithxtdt,bcf'dbc)

yekjdfyb /bgj'tpf H0 : µ1–µ2 = 0

vybidytkjdyj,bc ljyt α
∧ ∧
∧ p 1n − p 2 m
rhbnthbevbc cnfnbcnbrbc vybidytkj,f z n ,m zn,m =
∧ ∧
p(1 − p)(1 / n + 1 / m)
∧ n ∧ m ∧
cflfw p = p1 + p2
n+m n+m
fknthyfnbdf rhbnbrekb fht U1
H1 : µ1–µ2>0 zn,m > zα
H1 : µ1–µ2<0 zn,m < −zα
H1 : µ1–µ2≠0 zn,m > zα/2 fy zn,m < –zα/2
zα yjhvfkehb ufyfobkt,bc ptlf α-rhbnbrekb othnbkbf&

f[kf fdfuj' (1–α)-ylj,bc bynthdfkb lfvjerblt,tk gjgekfwbf'f ewyj,b

fk,f'j,t,bc p 1 –p 2 c[dfj,bcf'dbc& fv itv'[dtdfib eiefkjl (12.19)-b'
ufycfpqdhek Z n,m cnfnbcnbrfc dth ufvjdb.tyt,'^ dbyfblfy vybidytkb
∧ ∧ p1 q1 p 2 q 2
D P 1n + D P 2 m = + itbwfdc ewyj, p 1 lf p 2 cblbltt,c& (12.19)
n n
ufvjcf[ekt,fib p 1 ^ q 1 lf p 2 , q 2 itdwdfkj' itcf,fvbcb itafct,t,b'%
∧ ∧ ∧ ∧
∧ ∧ P 1n (1 − P 1n ) P 2 m (1 − P 2 m )
D P 1n + D P 2 m = +
n m
ufydb[bkj' cnfnbcnbrf
∧ ∧

 P 1n − P 2 m  − ( p1 − p 2 )
~
Z n,m =
  ,
∧ ∧ ∧ ∧
P 1n (1 − P 1n ) P 2 m (1 − P 2 m )
+
n m
12 CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY FVJWFYT<IB& 363

hjvtkcfw vbf[kjt,b' cnfylfhnekb yjhvfkehb ufyfobkt,f fmdc^ hjwf n lf m

~
lblbf& Z n ,m cnfnbcnbrf cfiefkt,fc udfsktdc cnfylfhnekb upb'^ fdfuj'
fcbvgnjnehb ylj,bc bynthdfkb gjgekfwbf'f ghjgjhwbt,bc p 1 –p 2 c[dfj,bcf'dbc&

(1–α) ylj,bc bynthdfkc (p1–p2) c[dfj,bcf'dbc

∧ ∧ ∧ ∧ ∧ ∧ ∧ ∧
∧ ∧
 p q p q ∧ ∧
 p q p q
 p 1n − p 2 m  − z α / 2 1n 1n + 2 m 2 m < p1 − p 2 <  p 1n − p 2 m  + z α / 2 1n 1n + 2 m 2 m ,(12.22)
  n m   n m

cflfw ~
p1n lf ~
p 2 m wlt,bc xfnfht,bc itltufl ufy[jhwbtkt,ekb ofhvfnt,f'f
∧ ∧ ∧ ∧
p 1n lf p 2 m afhlj,b'b cb[ibhtt,bc hbw[db'b vybidytkj,t,bf^ q 1n = 1 − p 1n ^
∧ ∧
q 2m = 1 − p 2m

fv 'fdbc uflvjwtvbcfc ufvj.tyt,ekbf itvltub obuyt,b% [12], [22], [30], [31],

[34], [49], [40], [55], [66], [69], [72], [79], [82], [84], [86], hjvkt,bw lfvfnt,b'
wyj,t,cfw vhfdkfl itbwfdty.

LFCRDYT<B

jhb gjgekfwbbc itlfht,bc fvjwfyf cnfnbcnbreh uflfo.dtnbkt,f'f

'tjhbbc th'-th' evybidytkjdfytc fvjwfyfc ofhvjflutyc&
fv 'fdib ufy[bkekbf jhb lfvjerblt,tkb yjhvfkehb gjgekfwbbc
cfiefkj'f c[dfj,bc lf lbcgthcbf'f afhlj,bc itcf[t, /bgj'tpf'f itvjovt,bcf lf
ylj,bc bynthdfkt,bc fut,bc ghjwtleht,b c[dflfc[df lfidt,t,ib& ufy[bkekbf
jhfvjrhtabfyb fvjwfyt,b ofhvfnt,f'f fk,f'j,t,bc lf lfo.dbkt,ek vjyfwtv'f
cfiefkjt,bc c[dfj,t,bcf'dbcfw&
364

CFDFH}BIJT<B

12.1. hfvltyfl vjcfkjlytkbf^ hjv cfghjwtynj ufyfrdt'b lfbrkt,c

hfvltybvt 'dbc itvltu~ Wall Street Journal-bc vbvjv[bkdtkvf xffnfhf 17 trjyjvbcn-
tmcgthnbc ufvjrb'[df lf vbbqj vf'ufy cfghjwtynj ufyfrdt'bc ghjuyjpb lhjbc
jhb gthbjlbcf'dbc – 30 ctmntv,hbcf lf 31 ltrtv,hbcf'dbc& ufvjrb'[dbc itltut,b
vjwtvekbf mdtvj' vj.dfybk w[hbkib
ghjuyjpb ghjuyjpb
30 31 30 31
ctmntv,thb ltrtv,thb ctmntv,thb ltrtv,thb
1 8.70 8.90 10 8.50 8.50
2 8.75 8.50 11 9.50 8.50
3 9.35 9.75 12 8.50 8.15
4 7.80 6.00 13 8.50 9.00
5 9.25 8.75 14 9.00 8.50
6 8.25 8.00 15 9.15 9.30
7 9.25 10.00 16 9.25 9.25
8 7.70 7.90 17 10.00 9.00
9 8.50 8.15
fhbc 'e fhf cnfnbcnbrehfl vybidytkjdfyb ufyc[dfdt,f cfghjwtynj ufyfr-
dt'bc ghjuyjpt,bc cfiefkj vybidytkj,t,bcf'dbc fqybiyek jh gthbjlib& α=0.05&
12.2. rjvgfybfv ufpfhlf tktmnhjtythubbc vj[vfht,bc afcb [fh]dbc gbrbc
cff't,ib lf itfvwbhf tktmnhjtythubbc uflfcf[flb tythubbc itlfht,b' lf,fkb
vj[vfht,bc gthbjlt,ib& rjvgfybfc bvtlb /mjylf^ hjv fvb' itfvwbht,lf
tktmnhjtythubbc cfth'j lfyf[fh]t,c& fv utuvbc tatmnehj,bc itvjovt,bc vbpyb'
itv'[dtdb' itbhxf 40 rkbtynb^ hjvkt,bw b[lblyty uflfcf[flc f[fkb otcb' lf 60
rkbtynb^ hjvkt,bw tktmnhjtythubbc cfafcehc xdtekt,hbdb otcb' b[lblyty&
cfiefkj tktmnhjlfyf[fh]t,b lf cnfylfhnekb uflf[ht,b (rbkjdfn/cff't,ib)
th'b 'dbc ufyvfdkj,fib^ 'fdvj.hbkbf mdtvj' vjwtvek w[hbkib
uflf[lbc cbcntvf
xdtekt,hbdb f[fkb
n 60 40
Xn 2015 2003
2
S' 450 388
itvwbhlf 'e fhf tktmnhjtythubbc cfth'j lfyf[fh]t,b^ 'e wyj,bkbf^ hjv
tc cblbltt,b ufyfobkt,ekb fhbfy yjhvfkehfl lf lbcgthcbt,b th'vfyt'bc njkbf&
α=0.01
12 CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY FVJWFYT<IB& 365

12.3. itvae'fdb jhufybpfwbf lfhoveyt,ekbf^ hjv itae'ekb upfdybkt,bc

ojyf 'dbc ,jkjc eahj vtnbf^ dblht 'dbc lfcfo.bcib& bub 'dkbc^ hjv ojyt,b
ufyfobkt,ekbf yjhvfkehfl& 'dbc lfcfo.bcib fojytc 20 upfdybkb& cfiefkj ojyf
fqvjxylf 20&25 aeynb^ cnfylfhnekb uflf[hb' 5&84 aeynb& 'dbc ,jkjc 10
upfdybkbc cfiefkj ojyf b.j 24&80 aeynb^ cnfylfhnekb uflf[hb' 5&67 aeynb&
vybidytkjdyj,bc 0&05 ljyb'^ itubskbf' 'e fhf lffcrdyf'^ hjv upfdybkt,b 'dbc
,jkjc eahj vsbvtf~ (lbcgthcbt,b njkbf)&
12.4. vjwtvekbf jhb ithxtdf jhb lfvjerblt,tkb yjhvfkehfl
ufyfobkt,ekb gjgekfwbblfy& eylf itvjovltc /bgj'tpt,b%
H 0 : µ 1 –µ 2 =0,
H 1 : µ 1 –µ 2 ≠0.
gbhdtkb th'j,kbj,blfy fvjqt,ekbf 15 lfrdbhdt,bcfufy itlutybkb ithxtdf^
ithxtdbc cfiefkjf 350^ ithxtdbc cnfylfhnekb uflf[hf – 12& vtjht th'j,kbj-
,blfy fvjqt,ekb ithxtdf vjwekj,b' 17^ ithxtdbc cfiefkjf 342^ ithxtdbc
cnfylfhnekb uflf[hff15& 0&01 vybidytkjdyj,bc ljyb' itfvjovt'^ fhbc 'e fhf
ufyc[dfdt,f utythfkeh cfiefkjt,c ijhbc~ ufycfpqdht' P-vybidytkj,f&
12.5. jhb lfvjerblt,tkb yjhvfkehfl ufyfobkt,ekb utythfkehb
th'j,kbj,blfy vbqt,ekbf n=60 lf m=50-bc njkb vjwekj,bc fvjyfhxtdt,b lf vf'
cfaesdtkpt ufvj'dkbkbf ithxtdb'b cfiefkjt,b x =5,4 lf y =4,5& ithxtdb'b
lbcgthcbt,bf 1,2 lf 1. α=0.1 vybidytkjdyj,bc ljyb' itfvjovt' yekjdfyb /bgj'tpf
H 0 :µ 1 =µ 2 , H 1 :µ 1 ≠µ 2 fknthyfnbdbc vbvfh'^ 'e xfd'dkb'^ hjv lbcgthcbt,b njkbf&
12.6. cfcehcf'j vfqfpbbc vvfh'dtkb lfbynthtclf^ fhbc 'e fhf ufyc[dfdt,f
rkbtynt,bc vbth ufotekb lfyf[fh]t,c ijhbc xdtekt,hbd lqtt,ib lf if,f'j,b'&
vfy fbqj rdbhbc 10 xdtekt,hbd lqbcf lf 15 if,f'bc vjyfwtvt,b& vbbqj itvltub
ithxtdt,b ($-ib)& bub 'dkbc^ hjv lfyf[fh]t,b ufyfobkt,ekbf yjhvfkehfl&

xdtekt,hbdb lqt if,f'b

18.88 53.77 34.76 63.45 21.54
24.33 62.94 45.78 70.98 85.61
27.26 73.59 46.87 72.67 91.87
35.79 76.51 56.78 76.89 94.70
42.31 88.09 66.04 81.65 95.80

vbcb dfhfelbf^ hjv if,f'c yfdfzhb vtnbf^ dblht c[df lqtt,ib& t'fy[vt,f 'e
fhf vj.dfybkb vjyfwtvt,b fv fphc^ 'e lbcgthcbt,b njkbf~ fbqt' vybidytkjdyj,bc
ljyt α=0&05&
366

12.7. th'-th' cffutynjc cehc ufycfpqdhjc b.blt,f 'e fhf ewyj,b abhvbc
rfkrekfnjht,b eahj lf,fk afct,ib^ dblht wyj,bkb abhvbcf& itv'[dtdb' itbhxf
fv rfkrekfnjht,bc ufv.bldtkb 8 vfqfpbf lf xfothbk bmyf uf.bldf'f itvltub
afct,b%
ewyj,b abhvf 10 8 7 9 11 10 9 8
wyj,bkb abhvf 11 11 10 12 11 13 12 10

udfmdc 'e fhf cfaesdtkb dfvnrbwj'^ hjv α=0.05 vybidytkjdyj,bc ljyb'% wyj,bkb
abhvbc rfkrekfnjht,b eahj vfqfk afct,ib b.blt,f^ 'erb cffutynj 'dkbc^ hjv
lbcgthcbt,b njkbf lf vjyfwtvt,b ufyfobkt,ekbf yjhvfkehfl&
12.8. vtyt]thc cehc ufycfpqdhjc^ 'e hjujh vjmvtlt,c f[fkb ajhvbc
gfrtnt,b uf.bldf'f hfjltyj,fpt& fvbcf'dbc itbhxf 40 vcufdcb vfqfpbf lf fvf'ufy 20-
ib lfbo.tc f[fkb gfrtnt,b' dfzhj,f^ [jkj lfyfhxtyib dfzhj,f uffuhstktc
sdtkb'& th'b rdbhbc uf.bldt,bc itcofdkfv vjudwf itvltub vjyfwtvt,b%
f[fkb sdtkb
x 130 117
s 10 12

udfmdc 'e fhf cfaesdtkb dfvnrbwj' α=0.05 vybidytkjdyj,bc ljyb'^ hjv f[fkb
nbgbc gfrtnt,vf ufpfhlf uf.bldf'f hfjltyj,f~ (uf.bldt,b ufyfobkt,ekbf
yjhvfkehfl lf vf'b lbcgthcbt,b njkbf)&
12.9. yjhvfkehfl ufyfobkt,ekb utythfkehb th'j,kbj,blfy vbqt,ekbf
n=9 lf m=16 vjwekj,bc ithxtdt,b lf vf' cfaesdtkpt ufvj'dkbkbf itcojht,ekb
ithxtdb'b lbcgthcbt,b% s ′x2 =34,02 lf s ′y2 =12,15& α=0.01 vybidytkjdyj,bc ljybcf'-
dbc itfvjovt' yekjdfyb /bgj'tpf H 0 : σ2 x =σ2 y , H 1 : σ2 x >σ2 y fknthyfnbdbc obyffq-
vltu&
12.10. lfyflufhbc lfsdtkt,bc ufvj vtyt]thc cehc itfvjovjc^ fhbc 'e fhf
ufyc[dfdt,f sdtk lfyflufhpt ltnfkbc lfvpflt,bcf'dbc lf[fh]ekb lhjbc
lbcgthcbfcf lf f[fk lfyflufhpt bubdt ltnfkbc lfvpflt,bcfc lf[fh]ekb lhjbc
lbcgthcbfc ijhbc& fvbcf'dbc vfy ufvjbrdkbf sdtk lf f[fk lfyflufhpt
lfvpflt,ekb 12-12 ltnfkb lf vbbqj itvltub vjyfwtvt,b s sd =8,6 lf s f[ =5,3. hf
hxtdfc vbwtvlb' vtyt]thc~ (vybidytkjdyj,bc ljytl fbhxbt' α=0.05.)
12.11. itcofdkbk bmyf cneltyn'f lfcfmvt,bc cfrb'[b pfa[ekbc
fhlfltut,bc lhjc& mdtdb' vj.dfybkbf fv ufvjrdktdbc itltut,b%
vfvfrfwt,b mfkt,b
veifj,lyty 718 593
fh veifj,lyty 79 139
]fvb 797 732
12 CNFNBCNBREHB LFCRDYT<B JHFVJRHTABFY FVJWFYT<IB& 367

α=0,05 ljyb' itudbskbf 'e fhf bvbc vnrbwt,f^ hjv cneltyn df;'f gjgekf-
wbfib lfcfmvt,ek'f ghjgjhwbf ufyc[dfdlt,f lfcfmvt,ek'f ghjgjhwbbcfufy
cneltyn ujujyf'f gjgekfwbfib~
12.12. xffnfhtc ufvjrb'[df& mfkt,c vbcwtc th'b rb'[df% fhbc 'e fhf
vfvfrfw'f evhfdktcj,f rt'bkb^ vidblb lf .ehflqt,bfyb~ 1970 otkc ufvjrb'[ekb
3000 mfkblfy lflt,b'b gfce[b ufcwf 2010 mfkvf& 1990 otkc ufvjrb'[ekb 3000
mfkblfy lflt,b'b gfce[b ufcwf 1530 mfkvf& 0&05 vybidytkjdyj,bc ljyb'^ itbskt,f
'e fhf lfdfcrdyf'^ hjv lflt,b'b gfce[t,bc ghjgjhwbf 1990 otkc itbwdfkf 1970
otk'fy itlfht,b'~
12.13. lfvjerblt,tkb yjhvfkehfl ufyfobkt,ekb utythfkehb th'j,kbj-
,blfy vbqt,ekbf n=14 lf m=10 vjwekj,bc ithxtdt,b lf vf' cfaesdtkpt
ufvj'dkbkbf itcojht,ekb ithxtdb'b lbcgthcbt,b s x' 2 =10,84 lf s 'y2 =2,52& α=0.1
vybidytkjdyj,bc ljybcf'dbc itfvjovt' yekjdfyb /bgj'tpf H 0 : σ 1 =σ 2 , H 1 : σ 1 ≠σ 2
fknthyfnbdbc obyffqvltu&
12.14. ufvjrb'[dfv fxdtyf^ hjv 400 ewjkj vfvfrfwblfy 3 okbc ufyvfdkj,fib
120-c /mjylf th'b vfbyw fdnjitv'[dtdf& 600 wjkbfyb vfvfrfwblfy^ bvfdt gthbjlib^
150-c /mjylf th'b vfbyw fdnjitv'[dtdf& ufvjb.tyt' vybidytkjdyj,bc ljyt 0&05 lf
ufycfpqdht' fhbc 'e fhf ufyc[dfdt,f vfvfrfw'f fv jh ]ueac ijhbc
fdnjitv'[dtdf'f cb[ibhbc vb[tldb'~
12.15. cfhtrkfvj rjvgfybbc vtyt]thvf htrkfvf eylf ufyf'fdcjc fy hflbjib
fy ufpt'ib& ufvjrb'[ekb 215 hflbjvcvtytkblfy 143 ecvtyc htrkfvfc^ [jkj 257
vrb'[dtkblfy htrkfvfc rb'[ekj,c 159& α=0.01 vybidytkjdyj,bc ljyb' hf hxtdfc
vbcwtvlb' vtyt]thc~
12.16. ,typbyufcfvfh'b cfluehbc lfcf.tyt,kfl ufvjbrdkbtc vfymfybc
vakj,tk'f ghjgjhwbt,b jh hfbjyib& I-ib 300 ufvjrb'[ekblfy 124-c /.fdc vfymfyf^
[jkj II-ib 253 ufvjrb'[ekblfy 102-c& α=0.05. hf uflfo.dtnbkt,fc vbbqt,lb'~
12.17. ,fyrc fmdc abkbfkt,b 4 mfkfmib& vbc vvfh'dtkc fbynthtct,c fhbc 'e
fhf ufyc[dfdt,f rkbtynt,bc cfxtrj fyufhbit,c ijhbc abkbfkt,bc vb[tldb'& vfy
vjfuhjdf vjyfwtvt,b 60 rkbtynbc cfxtrj fyufhbit,bc itcf[t,& mdtvj' vj.dfybkbf fv
vjyfwtvt,bc vb[tldb' ufvj'dkbkb cfiefkj cfxtrj fyufhbit,b lf vf'b lbcgthcbt,b
'b'jtekb abkbfkbcf'dbc&
ithxtdbc cnfylfhnek
mfkfmt,b vjwekj,f cfiefkj b uflf[hf
I 16 1281.4 474.3
II 17 1879.6 350.9
III 14 1359.4 683.5
IV 13 1423.5 709.2
368

f) ffut' 95%-bfyb ylj,bc bynthdfkt,b I lf II abkbfkt,bc cfiefkj cfxtrj

fyufhbit,bc c[dfj,bcf'dbc&
,) itfvjovt' /bgj'tpf III lf IV abkbfkt,ib cfiefkj cfxtrj fyufhbit,bc njkj,bc
itcf[t,% H 0 : µ 3 –µ 4 =0 (α=0.05)&
u) ffut' 'b'jtekb abkbfkbc cfiefkj fyufhbibcf'dbc bylbdblefkehb 99%-bfyb
ylj,bc bynthdfkt,b&
12.18. lblb ,fyrbc rkbtynt,bcfufy itv'[dtdb' itbhxf 60 rkbtynb lf
ituhjdlf vjyfwtvt,b vf' vbth cfrfcj fdnjvfnt,b' xfnfht,ek jgthfwbf'f
hfjltyj,bc itcf[t,& vbqt,ekb ithxtdf ufb.j jh yfobkfl% gbhdtk ithxtdfib itdblf
bv rkbtyn'f vjyfwtvt,b^ hjvkt,cfw fh fmd' cflt,bnjhj ,fhf't,b^ vtjhtib rb –
cflt,bnjhj ,fhf't,bc vakj,tk'f vjyfwtvt,b& 'b'jtekb ithxtdbcf'dbc
ufvjb'dfkf cfiefkjt,b lf cnfylfhnekb uflf[ht,b&
ithxtdbc cnfylfhne
ithxtdf cfiefkj
vjwekj,f kb uflf[hf
I 24 10.35 4.32
II 36 10.23 4.35
f) ffut' 99%-bfyb ylj,bc bynthdfkb cfiefkj'f c[dfj,bcf'dbc&
,) fhbc 'e fhf ufyc[dfdt,f cflt,bnjhj ,fhf'bc vakj,tk rkbtynt,cf lf lfyfhxtyb
rkbtynt,bc vbth cfrfcj fgfhfnt,b' xfnfht,ek jgthfwbf'f cfiefkj hfjltyj,t,c
ijhbc~ (α=0.05)&
12.19. ,jkj okt,bc vjyfwtvt,bc vb[tldb' fii-ib ufvjidt,ekb lf uf.blekb
vce,emb vfymfyt,bc 55% General Motors-bc vbth b.j ofhvjt,ekb& ,jkj rdbhbc
vjyfwtvt,b' uf.blekb vfymfyt,bc hfjltyj,f fct ufyfobklf%
General Motors 330
lfyfhxtyb abhvt,b 470

α=0.05 ljyb' cfhoveyjf 'e fhf lfcrdyf^ hjv ,jkj rdbhfib General Motors-
bc uf.bldf'f hfjltyj,f itvwbhlf& (vb'b't,f% H 0 : µ 1 –µ 2 =0, H 1 : µ 1 –µ 2 >0)&
13
"FY{VJ<BC RHBNTHBEVT<B

d'mdf'^ vjwtvekb udfmdc ithxtdf vbqt,ekb F(x) ufyfobkt,bc aeymwbbc

vmjyt X itv'[dtdb' cblbltpt lfrdbhdt,t,bc itltufl& [ibhfl F(x) ufyfobkt,bc
aeymwbf ewyj,bf lf cfzbhjf vbcb ufycfpqdhf ithxtdbc vjyfwtvt,bc cfiefkt,b'&
evhfdktc itv'[dtdfib fct'b pjuflb fvjwfybc uflfo.dtnf fh fhbc fewbkt,tkb&
[ibhfl^ lfvfnt,b' vjcfpht,t,pt lf.hlyj,b' itcfskt,tkbf ewyj,b ufyfobkt,bc
aeymwbbc cf[tpt ufhrdtekb lfidt,t,bc ufrt't,f lf vf' cfaesdtkpt rjyrhtnekb
/bgj'tpbc ufvj'mvf& .dtkfpt vfhnbd fct' lfidt,fc ofhvjflutyc lfidt,f^ hjv F(x)
ewyj,b ufyfobkt,bc aeymwbf cfdct,b' ufycfpqdhekb F 0 (x) /bgj'tnehb
ufyfobkt,bc aeymwbbc njkbf& bv itv'[dtdfib^ hjltcfw fct'b skbthb itpqeldf
cfaesdtkc vjrkt,ekbf^ [ibhfl itcfskt,tkbf lfdeidf'^ hjv ewyj,b ufyfobkt,bc
aeymwbf tre'dybc ufyfobkt,bc aeymwbf'f ufhrdtek rkfcc^ lfvjrblt,ekc th'b fy
hfvltybvt ewyj,b gfhfvtnhbc vybidytkj,fpt& itcfskt,tkbf F(x) ufyfobkt,bc
aeymwbfpt c[df nbgbc lfidt,t,bc ufrt't,fw& vfufkb'fl^ fvjwfyblfy ufvjvlbyfht^
itbskt,f v[jkjl udfbynthtct,ltc fhbc 'e fhf ewyj,b ufyfobkt,bc aeymwbf
cbvtnhbekb lf itdfvjovj' /bgj'tpf F(x) ufyfobkt,bc aeymwbbc cbvtnhbekj,bc
itcf[t,^ vtlbfyb' vjwtvek ufycfpqdhek othnbkib&
fv 'fdib xdty itdbcofdkb' H 0 /bgj'tpbc
H 0 : F(x) = F 0 (x) (13.1)
itvjovt,bc fvjwfyfc^ ithxtdb'b vjyfwtvt,bc F 0 (x) /bgj'tneh ufyfobkt,bc
aeymwbfc'fy 'fy[vj,bc itcf[t,& F 0 (x) ufyfobkt,bc aeymwbf itbskt,f b.jc hjujhw
cfdct,b' ufycfpqdhekb^ fctdt tre'dyjltc ufyfobkt,bc aeymwbf'f ufhrdtek
rkfcc& .jdtk rhbnthbevc^ hjvkbc cfiefkt,b'fw (13.1) /bgj'tpbc itvjovt,bc
fvjwfyf o.lt,f^ 'fy[vj,bc rhbnthbevc eojlt,ty&
fhfgfhfvtnhekb rhbnthbevt,bc ufy[bkdf^ gfhfvtnhekb rhbnthbevt,b-
cfufy ufyc[dfdt,b' (hjvkt,bw vt-11 lf vt-12 'fdt,ib itdbcofdkt')^ ufvfh'kt,ekbf
itvltub vjcfpht,t,b'%
1. /bgj'tnehb ufyfobkt,bc aeymwbbc cf[t itbskt,f fh ufybcfpqdht,jltc th'b fy
hfvjltybvt gfhfvtnhbc vybidytkj,b'&
2. F 0 (x) aeymwbf itbskt,f tre'dyjltc ufyfobkt,bc aeymwbf'f hjvtkbvt
gfhfvtnhek j]f[c^ vfuhfv vbcb ufyvcfpqdhtkb gfhfvtnht,b ewyj,b b.jc&
3. F 0 (x) aeymwbf itbskt,f tre'dyjltc hjvtkbvt gfhfvtnhek j]f[c cfdct,b'
ufycfpqdhekb gfhfvtnht,bc vybidytkj,b'^ vfuhfv vbpfyitojybkb b.jc
fknthyfnbekb /bgj'tpt,bc bct'b rkfct,bc ufy[bkdf^ hjvkt,bw yekjdfyb
/bgj'tpbcfufy v[jkjl gfhfvtnh'f vybidytkj,b' fh ufyc[dfdlt,f^ hjujhw tc
[lt,f gfhfvtnhekb /bgj'tpt,bc itvjovt,bc lhjc&
370

fct'b fvjwfyt,bc uflfcfo.dtnfl cfzbhjf f[fkb (fhfgfhfvtnhekb)

rhbnthbevt,bc ufvj.tyt,f& eylf dbabmhj'^ hjv ithxtdb'b vybidytkj,t,bc
ufyfobkt,bc aeymwbf @f[kjc# bmyt,f lfrdbhdt,flb itv'[dtdb'b cblblbc
ufyfobkt,bc aeymwbfc'fy lf ,eyt,hbdbf^ ufvjdb.tyj' tvgbhbekb ufyfobkt,bc
aeymwbf (13.1) /bgj'tpbc itvjovt,bc vbpyb'& .dtkfpt vybidytkjdfyb 'fy[vj,bc
rhbnthbevt,b cojhtl tvgbhbekb lf 'tjhbekb ufyfobkt,bc aeymwbt,bc itlfht,fc
taesyt,f& fhfgfhfvtnhekb rhbnthbevt,bc sbhb'flb egbhfntcj,f gfhfvtnhek
rhbnthbevt,'fy itlfht,b' fhbc vf'b ufvj.tyt,bc itcfskt,kj,f lfrdbhdt,ekb
itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbfpt evybidytkj itpqeldt,bc gbhj,t,ib^
hfw ufycfre'ht,ek vybidytkj,fc bstyc vwbht ithxtdbc itv'[dtdfib&
fhfgfhfvtnhekb rhbnthbevt,b^ hjujhw otcb^ xfvjedfhlt,bfy ytbvfy-gbhcjybc
nbgbc rhbnthbevt,c cbvskfdhbc 'dfkcfphbcb'^ 'evwf vf' uffxybf' cbvskfdhbc
lfvfrvf.jabkt,tkb 'dbct,t,b fknthyfnbdt,bc eahj afh'j rkfcbc vbvfh'& fv
rhbnthbevt,blfy fv 'fdib xdty itdbcofdkb' v[jkjl gbhcjybc χ2-rhbnthbevc lf
rjkvjujhjd-cvbhyjdbc rhbnthbevt,c&

§ 1& χ2-RHBNTHBEVB

d'mdf'^ xdtyb itcofdkbc bynthtcc ofhvjflutyc gjgekfwbf^ hjvkbc

tktvtynt,b b.jaf A 1 ,A 2 ,...,A k eh'bth'ufvjvhbw[fd rkfct,fl (fy rfntujhbt,fl)
hjvtkbvt th'b ybiybc vb[tldb'& fqdybiyj' P i -'b fk,f'j,f bvbcf^ hjv
gjgekfwbblfy itv'[dtdb' fqt,ekb tktvtynb fqvjxylt,f A i rkfcib& lfdeidf'^ P i ^
1≤i≤k^ fk,f'j,t,b xdty'dbc ewyj,bf lf ufvj'mvekbf /bgj'tpf^ hjv tc fk,f'j,t,b^
k
ufycfpqdhekb P 0i cblbltt,bc njkbf^ cflfw P 0i > 0 .jdtkb i-'dbc lf ∑ P0i = 1 &
i =1
d'mdf'^ vjwtvekb udfmdc gjgekfwbblfy fqt,ekb n vjwekj,bc ithxtdf lf
fv ithxtdbc cfaesdtkpt udbylf itdfvjovj'
H 0 : P 1 =P 01 , P 2 =P 02 , ... , P k =P 0k
/bgj'tpf
H a : P i ≠P 0i th'b vfbyw i-c'dbc
fknthyfnbdbc obyffqvltu& (duekbc[vj,'^ hjv cfchekb gjgekfwbbc itv'[dtdfib
ithxtdf gjgekfwbblfy fbqt,f lf,heyt,b')&
itdybiyj'^ hjv tmcgthbvtynbc xfnfht,fvlt (fye gjgekfwbblfy ithxtdbc
fqt,fvlt) ithxtdbc bv tktvtyn'f hfjltyj,f (N i )^ hjvkt,bw fqvjxylt,bfy A i
rkfcib^ itv'[dtdb' cblbltc ofhvjflutyc lf itv'[dtdb' cblblt'f (N 1 ,N 2 ,...,N k )
dtmnjhc tmyt,f veknbyjvehb ufyfobkt,f& fye fk,f'j,f bvbcf^ hjv gjgekfwbblfy
fqt,ekb n vjwekj,bc ithxtdbc n 1 tktvtynb vj[dlt,f A 1 rkfcib^ n 2 tktvtynb – A 2
rkfcib lf & & & n k tktvtynb – A k rkfcib njkbf
n!
P (N 1 =n 1 , N 2 =n 2 , ... , N k =n k )= P1n1 P2n2  Pknk , (13.2)
n1! n 2 ! n k !
13 "FY{VJ<BC RHBNTHBEVT<B 371

k
cflfw 0≤n i ≤n .jdtkb i-'dbc lf ∑ ni = n &
i =1
fvbnjv n vjwekj,bc ithxtdblfy A i rkfcib vj[dtlhbkb tktvtynt,bc
vjcfkjlytkb hfjltyj,ff EN i =nP i ^ hjvtkbw /bgj'tpbc lhjc nP 0i cblblbc njkbf&
H 0 /bgj'tpbc itvjovt,bc vbpyb' ,eyt,hbdbf th'vfyt'c itdflfhj'
lfrdbhdt,ekb lf vjcfkjlytkb cb[ibhtt,b& 'e H 0 /bgj'tpf vfh't,ekbf^ vfiby nP 0i
vjcfkjlytkb lf n i lfrdbhdt,ekb cb[ibhtt,b f[kjc eylf b.jc th'vfyt''fy lf
gbhbmb'^ hjltcfw P i -c ztivfhbnb vybidytkj,t,b cfuhsyj,kfl ufyc[dfdlt,f
yekjdfyb /bgj'tpb' ufycfpqdhekb fk,f'j,t,bcfufy^ vjcfkjlytkb lf
lfrdbhdt,ekb cb[ibhtt,bw vrdt'hfl eylf ufyc[dfdlt,jlyty&

w[hbkb 13.1. lfrdbhdt,ekb lf vjcfkjlytkb cb[ibhtt,b

i=1 i=2 ... i=k ]fvb

lfrdbhdt,ekb n1 n2 ... nk n
vjcfkjlytkb nP 01 nP 02 ... nP 0k n

uflfo.dtnbkt,bc vbqt,bc otcb vjb'[jdc n i lf nP 0i cblbltt,c ijhbc

uflf[hbc bct'b pjvbc itvjqt,fc^ hjvkbc vb[tldb' H 0 /bgj'tpbc efh.jaf eylf
vj[ltc vfiby^ hjltcfw uflf[hf cfrvfhbcfl lblbf&
,eyt,hbdbf^ vjcfkjlytk lf lfrdbhdt,ek cb[ibhtt,c ijhbc ufyc[dfdt,bc
cfpjvfl (n 1 –nP 01 )2, ... , (n k –nP 0k )2 rdflhfnekb uflf[ht,bc^ [jkj cfth'j pjvbc
hjkib fv uflf[hf'f itojybkb ]fvbc
k
∑ ci ( N i − nP0i )
2
(13.3)
i =1
ufvj.tyt,f^ cflfw vfyjhvbht,tkb c i rjtabwbtynt,b c[dflfc[df upb' itbskt,f
itbhxtc& vf'b fhxtdf cfcehdtkbf bct^ hjv vbqt,ek cnfnbcnbrfc fqvjfxyltc
vfhnbdb fcbvgnjnehb 'dbct,t,b&
wtynhfkehb pqdfhb'b 'tjhtvbc 'fyf[vfl yjhvbht,ekb cblblt
N i − nP0i
nP0i (1 − P0i )

nP 0i (1–P 0i )-bc lblb vybidytkj,t,bcf'dbc lff[kjt,b' yjhvfkehfl fhbc

ufyfobkt,ekb (0,1) gfhfvtnht,b'^ bct^ hjv (13.3) cblbltc^ hjltcfw c i =1/(nP 0i (1–
P 0i ))^ vbf[kjt,b' tmyt,jlf χ2 ufyfobkt,f k 'fdbceakt,bc [fhbc[b'^ N i cblbltt,b
th'vfyt'bcfufy lfvjerblt,tkb hjv .jabkb.dyty& N i itv'[dtdb'b cblbltt,bc
k
rjhtkbht,ekj,bc ufvj (hflufy ∑ Ni = n ) ci rjtabwbtynt,bc hjkib
i =1
vbpfyitojybkbf vjcfkjlytk cb[ibht'f it,heyt,ekb 1/(nP 0i ) cblbltt,bc fqt,f^
hbc itltuflfw vbbqt,f
372

∧ k ( N i − nP0i ) 2
χ2 = ∑ (13.4)
i =1 nP0i
cnfnbcnbrf^ hjvtkbw /bgj'tpbc lhjc vbf[kjt,b' ufyfobkt,ekb bmyt,f χ2
ufyfobkt,bc rfyjyb' (k–1)-bc njkb 'fdbceakt,bc [fhbc[b'&
itdybiyj'^ hjv k=2 itv'[dtdfib fv afmnbc cbcojhtib itbskt,f eiefkjl
lfdhoveylt'^ hflufy fv lhjc
∧ ( N 1 − nP01 ) 2 ( N 2 − nP02 ) 2
χ2 = +
nP01 nP02
lf fv ufvjcf[ekt,fib N 2 -cf lf P 02 -bc yfwdkfl^ itcf,fvbcfl n–N 1 lf 1–P 01
vybidytkj,t,bc xfcvbc itvltu^ vfhnbdb ufhlfmvyt,bc ufvj.tyt,b' vbdbqt,'^ hjv
2
∧  N − nP 
χ2 =  1 01  . (13.5)
 
 nP01 (1 − P01 ) 
∧
fvbnjv wtynhfkehb pqdfhb'b 'tjhtvbc 'fyf[vfl χ 2 cnfnbcnbrfc fv itv'[dtdfib
vbf[kjt,b' tmyt,f χ2 ufyfobkt,f 1-bc njkb 'fdbceakt,bc [fhbc[b'&
vfifcflfvt^ (13.4) ajhvekb' ufycfpqdhekb cnfnbcnbrbc pqdhekb
ufyfobkt,f fh fhbc lfvjrblt,ekb /bgj'tnehb fk,f'j,t,bc rjyrhtnek
vybidytkj,t,pt (fcbvgnjnehfl 'fdbceafkbf ufyfobkt,bcfufy) lf /bgj'tpbc lhjc
.jdtk'dbc (k–1)-bc njkb 'fdbceakt,bc [fhbc[bc vmjyt χ2 ufyfobkt,fc tv'[dtdf&
tc ufhtvjt,f cfiefkt,fc udfsktdc fdfuj' rhbnbrekb fht χ2 ufyfobkt,bc
w[hbkbc vb[tldb'& fvhbufl^ ufy[bkekb H 0 /bgj'tpbc itvjovt,f [lt,f itvltu-
yfbhfl% lfdfabmcbhj' hfbvt vybidytkjdyj,bc ljyt α (vfufkb'fl fdbqj' α=0.1;
0.05 fy 0.01) lf vjdyf[j' (k–1) 'fdbceakt,bc [fhbc[bc χ2 ufyfobkt,bc itcf,fvbcb
ptlf rhbnbrekb vybidytkj,f (w[hbkbc vb[tldb')^ hjvtkcfw fqdybiyfd' χ k2 −1,α -'b&
'e flubkb fmdc enjkj,fc
∧
χ 2 > χ k2 −1,α
vfiby H 0 /bgj'tpfc efhd.ja' lf hjltcfw cheklt,f
∧
χ 2 ≤ χ 2k −1,α
cfobyffqvltuj enjkj,f^ dfcrdyb'^ hjv lfrdbhdt,ekb vjyfwtvt,b fh tobyffq-
vltut,f H 0 /bgj'tpfc^ fye fhct,ekb vjyfwtvt,b fh bsktdf yekjdfyb /bgj'tpbc
efh.jabc cfaesdtkc&
itdybiyj'^ hjv k=2 itv'[dtdfib χ2-rhbnthbevbc ufvj.tyt,b' [lt,f ,thye-
kbc cmtvfib ofhvfnt,bc p fk,f'j,bc itcf[t, /bgj'tpbc itvjovt,f jhv[hbdb
fknthyfnbdbc obyffqvltu^ hfw flht ufy[bkekb (11.30) rhbnthbevbc trdbdfkty-
nehbf&
13 "FY{VJ<BC RHBNTHBEVT<B 373

vfufkbsb 13.1& XVIII cfereytib ,beajyvf xffnfhf n=4040 lfvjerblt,tkb

wlf vjytnbc fult,fpt^ hbc itltuflfw uth,b ufvjxylf N 1 =2048 wlfib^ [jkj
lfyfhxty N 2 =n– N 1 itv'[dtdfib ufvjxylf cfafcehb& t'fy[vt,f 'e fhf tmcgthbvtynbc
itltub /bgj'tpfc^ hjv fhct,j,c uth,bc ufvjxtybc velvbdb P fk,f'j,f^ hjvtkbw
1/2-bc njkbf (fye^ vfh't,ekbf 'e fhf /bgj'tpf vjytnbc cbvtnhbekj,bc itcf[t,
lf uth,bcf lf cfafcehbc ufvjxtybc fk,f'j,f .jdtk wlfib th'b lf bubdtf)&
∧
'e dbfyufhbit,' χ 2 cnfnbcnbrfc (13.5) ajhvekbc vb[tldb'^ (13.5)
ufvjcf[ekt,fib P 01 =1/2, n=4040, N 1 =2048 vybidytkj,t,bc xfcvb'^ vbdbqt,' hjv
∧
χ 2 = 0.776.
hflufy th'bc njkb 'fdbceakt,bc [fhbc[bc χ2 ufyfobkt,bc α=0.05
∧
vybidytkjdyj,bc ljybc rhbnbrekb vybidytkj,f χ12,0.05 =3.841 fqtvfnt,f χ 2
cnfnbcnbrbc htfkbpt,ek vybidytkj,fc^ itudbskbf xfd'dfkj'^ hjv
tmcgthbvtynbc itltub fh tobyffqvltut,f /bgj'tpfc& itdybiyj'^ hjv fk,f'j,f
∧
bvbcf^ hjv fqybiyekb tmcgthbvtynbc xfnfht,bcfc χ 2 cnfnbcnbrf vbbqt,c 0.776-pt
vtn vybidytkj,fc (bv lfidt,b'^ hjv P=1/2) lff[kjt,b' 0.38-bc njkbf lf fct'b
∧
[ljvbkj,bc ufy[jhwbtkt,f (fye χ 2 cnfnbcnbrbc fct'b uflf[hf) cfdct,b'
,eyt,hbdfl itbskt,f xfb'dfkjc&
dyf[j'^ 'e hfvltyfl vuhsyj,bfhtf ufy[bkekb χ2 rhbnthbevb
fknthyfnbekb /bgj'tpt,bc vbvfh'& fldbkb cfxdtyt,tkbf^ hjv H 0 /bgj'tpbc
∧
vfh't,ekj,bc lhjc χ 2 cnfnbcnbrbc vf'tvfnbrehb kjlbyb (k–1)-bc njkbf%
∧
E( χ 2 | H 0 vfh't,ekbf) = k–1.

f[kf lfdeidf'^ hjv vfh't,ekbf H 0 /bgj'tpbc hjvtkbvt H a

fknthyfnbekb /bgj'tpf lf gjgekfwbblfy fhxtekb tktvtynbc A i rkfcib
vj[dtlhbc afmnbehb P i fk,f'j,f ufyc[dfdt,ekbf /bgj'tnehb P oi fk,f'j,bcfufy
∧
th'b vfbyw i-'dbc& fct' lhjc χ 2 cnfnbcnbrbc vf'tvfnbreh kjlbyc exylt,f
ofyfwdkt,f lf fh fhbc sytkb bvbc xdtyt,f^ hjv
∧ k ( Pi − Pi 0 ) 2
E( χ 2 | H a ) > n ∑
i =1 Pi 0
k ( Pi − Pi 0 ) 2
hflufy P i ≠ P 0i th'b vfbyw i-cf'dbc^ ∑ ]fvb vrfwhfl lflt,b'bf lf wlf'f
i =1 Pi 0
∧
hbw[dbc phlbcfc χ 2 cblblbc cfiefkj vybidytkj,fw ecfchekjl ufbphlt,f&
374

∧
fvbnjv^ 'e H 0 /bgj'tpf fh fhbc vfh't,ekb^ χ 2 cnfnbcnbrbc ithxtdb'b
vybidytkj,f cfrvfhbcfl lblb n-bcf'dbc fqvjxylt,f bvltyfl lblb^ hjv vj[dlt,f
rhbnbrek fhtib lf ufvjbodtdc /bgj'tpbc efh.jafc& fvhbufl^ ufy[bkekb χ2
rhbnthbevb fqvjxylf sfkvjcbkb fye bc 'b'mvbc .jdtk'dbc efh.jac fhfcojh
/bgj'tpfc cfrvfhbcfl lblb hfjltyj,bc lfrdbhdt,t,bc itv'[dtdfib&

§ 2. χ2-RHBNTHBEVBC UFVJ>TYT<F^ HJLTCFW

UFYFOBKT<BC AEYMWBF EO>DTNBF

'fdlfgbhdtkfl χ2-rhbnthbevb uf'dfkbcobyt,ekb b.j lfrdbhdt,ekb

vjyfwtvt,bc veknbyjveh ufyfobkt,fc'fy 'fy[vj,bc /bgj'tpbc itcfvjovt,kfl^
'evwf vfc [ibhfl b.tyt,ty eahj pjuflb fvjwfyt,bc uflfcfo.dtnfl&
d'mdf' vjwtvekb udfmdc n vjwekj,bc ithxtdf^ hjvtkbw vbqt,ekbf ewyj,b
F(x) ufyfobkt,bc aeymwbbc vmjyt X itv'[dtdb' cblbltpt lfvjerblt,tkb
lfrdbhdt,t,bc itltufl& lfdeidf'^ udbylf itdfvjovj' /bgj'tpf
H 0 : F(x) = F 0 (x),
cflfw F 0 (x) fhbc hfbvt vjwtvekb ufyfobkt,bc aeymwbf^ hjvtkbw itbskt,f b.jc
hjujhw eo.dtnb^ fctdt lbcrhtnekb&
]th ufydb[bkj' itv'[dtdf^ hjltcfw H 0 /bgj'tpf vfhnbdbf^ fye hjltcfw
F 0 (x) aeymwbf cfdct,b' ufycfpqdhekbf lf fh itbwfdc ewyj, gfhfvtnht,c&
'e ithxtdf vbqt,ekbf itv'[dtdb' cblbltpt lfrdbhdt,b'^ hjvtkbw bqt,c
cfchekb hfjltyj,bc (d'mdf' x 1 -bc^ x 2 -bc^ & & & ^ fy x k -c njk) vybidytkj,t,c^ vfiby
F 0 (x) aeymwbbc lfrdbhdt,ek vjyfwtvt,'fy 'fy[vj,bc fvjwfyf o.lt,f obyf geymnib
ufy[bkekb cmtvbc vb[tldb'& fv lhjc (A i , i≤k) rkfct,fl lf.jaf ,eyt,hbdfl [lt,f
lfrdbhdt,ekb itv'[dtdb'b cblblbc itcfskj vybidytkj,t,bc vb[tldb' A i ={X=x i }
[ljvbkj,t,fl ('evwf [ibhfl^ vjyfwtvt,bc cbvwbhbc ufvj^ cfzbhj [lt,f vtpj,tkb
vybidytkj,t,bc ufth'bfyt,f)^ [jkj /bgj'tnehb fk,f'j,t,bc hjkib eylf fdbqj'
{X=x i } [ljvbkj,f'f fk,f'j,t,b ufvj'dkbkb F 0 (x) ufyfobkt,bc aeymwbbc
vb[tldb'^ fye P 0i =F 0 (x i )– F 0 (x i -)=F 0 (x i )– F 0 (x i–1 ), F 0 (x 0 )=0&
'evwf χ2 'fy[vj,bc rhbnthbevbc ufvj.tyt,f itcfskt,tkbf yt,bcvbthb^ vf'
ijhbc vhfdfkufypjvbkt,bfyb^ ufyfobkt,bc aeymwbbc itv'[dtdfib^ xdty fm
ufydb[bkfd' /bgj'tpbc itvjovt,bc fvjwfyfc v[jkjl eo.dtnb th'ufypjvbkt,bfyb
/bgj'tnehb F 0 (x) ufyfobkt,bc aeymwbbcf'dbc&
fct'b /bgj'tpbc itvjovt,bc vbpyb' X itv'[dtdb'b cblblbc itcfskj
vybidytkj,f'f fht lfd.j' th'vfyt'bc ufvjvhbw[fd ∆ 1 , ∆ 2 ,..., ∆ k cbvhfdktt,fl& ∆ i
cbvhfdktt,c^ hjujhw otcb^ bhxtdty vbvltdhj,b' bynthdfkt,fl lfrdbhdt,flb
itv'[dtdb'b cblblbc vybidytkj,f'f cbdhwblfy ('evwf tc fh fhbc fewbkt,tkb) lf
xdtyw^ cbvfhnbdbcf'dbc^ fdbqj' hbw[d'f qthsbc
13 "FY{VJ<BC RHBNTHBEVT<B 375

∆ 1 = (–∞, a 1 ], ∆ 2 = (a 1 , a 2 ], ... , ∆ k–1 = (a k–2 , a k–1 ], ∆ k = (a k-1 , ∞)

lfyfobkt,f&
hflufy F 0 (x) ufyfobkt,bc aeymwbf wyj,bkbf^ xdty itudbskbf lfrdbhdt,flb X
itv'[dtdb'b cblblbc .jdtk ∆ i bynthdfkib vj[dtlhbc fk,f'j,bc ufvj'dkf
(w[flbf^ bv lfidt,b'^ hjv H 0 /bgj'tpf vfh't,ekbf)& 'e P 0i -'b fqdybiyfd' X
itv'[dtdb'b cblblbc ∆ i bynthdfkib vj[dtlhbc fk,f'j,fc H 0 /bgj'tpbc lhjc^
vbdbqt,'^ hjv
P 01 =F 0 (a 1 ), P 02 =F 0 (a 2 ) – F 0 (a 1 ), ... , P 0k =1–F 0 (a k-1 ). (13.6)
w[flbf^ (N i , i≤k) cb[ibhtt,c (cflfw N i fqybiyfdc ∆ i bynthdfkib vj[dtlhbk
ithxtdbc tktvtyn'f hfjltyj,fc)^ bctdt hjujhw obyf geymnib ufy[bkek
itv'[dtdfib^ tmyt,f veknbyjvehb ufyfobkt,f lf vf'b vjcfkjlytkb vybidytkj,t,b
/bgj'tpbc lhjc nP 0i cblbltt,bc njkbf&
fvhbufl^ H 0 /bgj'tpf lfb.dfyt,f /bgj'tpfpt bvbc itcf[t,^ hjv (N i , i≤k)
cb[ibht'f dtmnjhbc veknbyjveh fk,f'j,t,c fmd' (13.6) njkj,b' ufycfpqdhekb
P 0i vybidytkj,t,b&
fv erfyfcrytkb /bgj'tpbc itcfvjovt,kfl dfut,' bctd (13.4) ajhvekb'
∧
ufycfpqdhek χ 2 cnfnbcnbrfc^ hjvtkbw fcbvgnjnehfl fctdt ufyfobkt,ekb
bmyt,f χ2 rfyjyb' (k–1)-bc njkb 'fdbceakt,bc [fhbc[b'& fvbnjv fv /bgj'tpbc
itvjovt,f [lt,f xdty'dbc erdt wyj,bkb upb'^ obyf geymnib ufy[bkekb itv'[dtdbc
vcufdcfl&
~
vfifcflfvt^ xdty H 0 /bgj'tpbc yfwdkfl dfvjovt,' H 0 /bgj'tpfc
~
H 0 : F(a i ) = F 0 (a i ) , 1≤i≤k.
itdybiyj'^ hjv fv /bgj'tpt,bc itvjovt,f trdbdfktynehb fh fhbc^ 'evwf
~
cfrvfjl vlblfhb ∆ lfyfobkt,bc'dbc H 0 /bgj'tpf itbskt,f H 0 /bgj'tpfc'fy
f[kjc b.jc& afmnbehfl^ xdty /bgj'tnehb F 0 (x) ufyfobkt,bc aeymwbf itdwdfkt'
e,fy-e,fy velvbdb F0k ( x) ufyfobkt,bc aeymwbb' bct^ hjv F 0 (a i )= F0k (ai ) .jdtkb i≤k-
'dbc& w[flbf^ F 0 (x) aeymwbbc eo.dtnj,bc ufvj F0k ( x) aeymwbf lfef[kjdlt,f
/bgj'tnehb ufyfobkt,bc aeymwbfc hbw[d'f qthsbc ∆ rkfct,fl eahj odhbkb
lf.jabc lhjc&
~
H 0 /bgj'tpbc itvjovt,bcfc [lt,f vjyfwtvt,bc fhfchekb ufvj.tyt,f^
∧
hflufy χ 2 cnfnbcnbrf fh fyc[dfdt,c jhb c[dflfc[df lfrdbhdt,bc itltuc^ 'e bcbyb
th'b lf bubdt ∆ i bynthdfkib vj[dlyty lf vf' yfwdkfl itbskt,f fv bynthdfkblfy
yt,bcvbthb vybidytkj,bc fqt,f& fvhbufl ptvj' ufvj.tyt,ekb vjyfwtv'f
lf]ueat,bc [th[b lfrfdibht,ekbf ithxtdbc ufhrdtek ufqfhb,t,fcf lf
376

byajhvfwbbc lfrfhudfc'fy& fvbnjv χ2 rhbnthbevb fh fhbc sfkvjcbkb bct'b H a

fknthyfnbdt,bc vbvfh'^ hjvtk'f'dbcfw
F a (a i ) = F 0 (a i ) .jdtkb i-'dbc^ i≤k
lf χ2 rhbnthbevc fcbvgnjnehfl jgnbvfkj,bc 'dbct,t,b uffxybf v[jkjl bct'b
fknthyfnbdt,bc vbvfh'^ hjltcfw^ th'b vfbyw i-cf'dbc F a (a i )≠F(a i ) &
bcvbc rb'[df^ hjujh itdfhxbj' k-c vybidytkj,f lf rkfct,bc a i cfpqdht,b~
fv rb'[dfpt vrfwhb^ wfkcf[f gfce[b fh fhct,j,c& fhct,j,c 'tjhbek
ufvjrdktdt,pt lf ghfmnbrfpt lf.hlyj,bkb htrjvtylfwbt,b&
]th vjdb.dfy' htrjvtylfwbt,c k-c itcfhxtdfl& hjwf ithxtdbc vjwekj,f
vwbhtf^ hfvltybvt f'tekpt yfrkt,b^ tc rhbnthbevb fh ufvjb.tyt,f^ hflufy bc fh
vjudwtvc cfylj uflfo.dtnbkt,fc& 'e ithxtdbc vjwekj,f n>50, k bct eylf
itdfhxbj'^ hjv cb[ibhbc vjcfkjlytkb hfjltyj,f np i fh b.jc yfrkt,b 5-pt
(ev]j,tcbf^ 'e np i ≥10) .jdtkb rkfcbcf'dbc& 'e ithxtdbc vjwekj,f 100-lfy 200-
vltf ghfmnbrfib [ibhfl cfhut,kj,ty k-c vybidytkj,t,b' 12-lfy 16-vlt& hjltcfw
200≤n≤400, k-c bhxtdty [16;20] bynthdfkblfy& 'e n>1000, k-c bqt,ty 25-bc njkfl&
hjujhw d[tlfd' k-c ufycfpqdhfib cfrvfjl lblbf fvjwfybc itvchekt,tkb
cnfnbcnbrjcbc ce,btmnehb it[tlekt,bc lf ghfmnbrekb ufvjwlbkt,bc
vybidytkj,f& [ibhfl cfzbhj [lt,f k-c hfvltybvt vybidytkj,bc vjcby]df&
vfc itvltu hfw k ufycfpqdhekbf^ a i hbw[dt,bc lfcflutyfl ufvjb.tyt,f^
egbhfntcfl^ jhb [th[b&
njk fk,f'j,f'f [th[bc 'fyf[vfl a i ufybcfpqdht,f bct^ hjv .jdtk rkfcib
ithxtdb'b vybidytkj,bc vj[dtlhbc fk,f'j,f 1/k-c njkb b.jc& fv itv'[dtdfib a i
ufybcfpqdht,f ajhvekt,b'
1
F 0 (a 1 ) = ,
k
1 2
F 0 (a 2 ) – F 0 (a 1 ) = , t&b& F 0 (a 2 ) = , (13.7)
k k
.....
k −1
F 0 (a k-1 ) = .
k
a i hbw[dt,b vjbst,yt,f F 0 (x) ufyfobkt,bc aeymwbbc w[hbkt,bc cfiefkt,b'&
bynthdfkt,fl lfv.jab a i hbw[dt,bc vjst,yf itbskt,f njkb bynthdfkt,bc
[th[b'fw& fv itv'[dtdfib^ 'e itcfskj vybidytkj,f'f fht cfchekbf lf ofhvjfl-
utyc (a,b) bynthdfkc – tc bynthdfkb lfb.jaf k njk yfobkfl& dbmwtdb' fct%
ufvjd'dfkj'
b−a
=h
k
lf a i ufydcfpqdhj' ajhvekb'
13 "FY{VJ<BC RHBNTHBEVT<B 377

a i = a+ih, i=1,2,...,k–1.
vbdbqt,' fct' rkfct,c
(a,a+h], (a+h,a+2h], . . . , (a+(k–2)h,a+(k–1)h], (a+(k–1)h,b).
fvbc itvltu ufydcfpqdhfd' .jdtkb rkfcbcf'dbc cb[ibhbc vjcfkjlytk
hfjltyj,fc^ hjujhw tc yfxdtyt,bf (13&6) ajhvekfib&
'e itcfskj vybidytkj,f'f fht fhbc (–∞,+∞)^ vfiby gbhdtkb lf erfyfcrytkb
rkfcb ufybcfpqdht,f gbhj,b'
nF 0 (a) = n(1–F 0 (b)) ∈ [1,5].
tc cblbltt,b eylf fdbqj' th'bc njkb yjhvfkehbc vcufdcb ufyfobkt,bcf'dbc
(hjvkbc @relt,b# cfrvfjl vce,embf – ufyfobkt,bc cbvrdhbdt cohfafl vbbcohfabc
0-cfrty^ hjwf x→–∞ lf x→+∞) lf 5-bc njkb c[df itv'[dtdfib&
tc gbhj,f ufycfpqdhfdc a 1 -c lf a k–1 -c& fvbc itvltu ufvjd'dfkj'
a k −1 − a1
=h
k −2
lf ufydcfpqdhj' a i ajhvekb'
a i = a 1 +(i–1)h, 2≤ i ≤ k–2.
hjujhw fqdybiyt'^ a 1 lf a k-1 hbw[dt,b fct ufvjb'dkt,f%
1 5
F 0 (a 1 ) = fy ,
n n
lf
1 5
1–F 0 (a k-1 ) = fy .
n n
w[flbf a 1 lf a k-1 fbqt,f F 0 (x) aeymwbbc w[hbkt,blfy& rkfct,bc cfpqdht,bc
lflutybc itvltu ufybcfpqdht,f rkfct,ib ithxtdb'b vybidytkj,t,bc vj[dtlhbc
fk,f'j,t,b^ ajhvekt,b'
P 2,0 = F 0 (a 2 ) – F 0 (a 1 ),
...................
P k-1,0 = F 0 (a k-1 ) – F 0 (a k-2 ).
'e fqvjxylf^ hjv hjvtkbvt rkfcib cb[ibhbc vjcfkjlytkb hfjltyj,f yfrkt,bf 5-
pt^ vfiby th'b fy hfvltybvt vtpj,tkb rkfcb eylf ufth'bfyltc th' rkfcfl&
f[kf ufydb[bkj' vfufkb'b^ hjvtkibw /bgj'tnehb ufyfobkt,bc aeymwbf
eo.dtnbf& tc vfufkb'b fqt,ekbf /&rhfvthbc obuyblfy^ hjvtkvfw^ 'fdbc v[hbd^
bcfhut,kf f&tbnrtybc vbth ituhjdt,ekb vjyfwtvt,b'&
vfufkbsb 13.2& f&tbnrtyvf itbcofdkf cff't,bc itvrt't,tk cf[tkjcyjt,ib
ufvjatybkb cff't,bc xdtyt,t,b& vjud.fdc vbqt,ek lfrdbhdt,f'f w[hbkb^ lf.jabkb
12 ]ueafl^ cff'bc bchbc wbath,kfnpt vlujvfhtj,bc vb[tldb'
378

iefktlt,b lfrdbhdt,ekb iefktlt,b lfrdbhdt,ekb

wbath,kfnpt cb[ibhtt,b wbath,kfnpt cb[ibhtt,b
0–1 41 6–7 41
1–2 34 7–8 33
2–3 54 8–9 37
3–4 39 9–10 41
4–5 49 10–11 47
5–6 45 11–12 39

itdfvjovj' vfhnbdb H 0 /bgj'tpf^ hjv cff'bc bchbc vlujvfhtj,f 'fyf,hfl

fhbc ufyfobkt,ekb (0,12) bynthdfkib^ h'ekb lfvfnt,b'b H a fknthyfnbdbc
obyffqvltu (H a : H 0 fh fhbc vfh't,ekb)& fv vfufkb'ib n=500, P 0i =1/12, i=1,2,...,12 lf
.jdtk bynthdfkib cff'bc bchbc vj[dtlhbc vjcfkjlytkb hfjltyj,f nP oi ≈41.67&
∧
fvbnjv (13.4) njkj,b' ufycfpqdhekb χ 2 cnfnbcnbrf lff[kjt,b' vbbqt,c 10-bc
njk vybidytkj,fc& hflufy tc cnfnbcnbrf lff[kjt,b' 11-bc njkb 'fdbceakt,bc
∧
[fhbc[bc vmjyt χ2 rfyjyb' fhbc ufyfobkt,ekb^ fk,f'j,f bvbcf^ hjv χ 2
cnfnbcnbrfv vbbqjc 10-pt lblb vybidytkj,f^ lff[kjt,b' 0.47-bc njkbf (b[& χ2
ufyfobkt,bc w[hbkb)& fvbc ufvj^ dfcrdyb'^ hjv tmcgthbvtynbc vjyfwtvt,b t'fy[vt,f
H 0 /bgj'tpfc yt,bcvbthb vybidytkjdyj,bc ljybcf'dbc^ hjvtkbw vj'fdct,ekbf 0-
cf lf 0.47-c ijhbc& fye vbqt,ekb vjyfwtvt,b fh udfsktdty H 0 /bgj'tpbc efh.jabc
fhfyfbh cfaesdtkc^ 'e α<0.47&
ufdfrt'j' hfvltybvt pjuflb cf[bc itybidyf 'fy[vj,bc χ2-rhbnthbevbc
itcf[t,& χ2-rhbnthbevbc ufvj.tyt,f ufycfre'ht,b' vj[th[t,ekbf bv itv'[dtdfib^
hjltcfw .jdtkb wlbc itltufl itbskt,f ufy[jhwbtkltc v[jkjl cfchekb
hfjltyj,bc^ th'vfyt'bc ufvjvhbw[fdb^ A 1 ,A 2 ,...,A k [ljvbkj,f (fye hjltcfw
ithxtdf vbqt,ekbf lbcrhtnek itv'[dtdb' cblbltpt lfrdbhdt,b')& hjltcfw
dfrdbhlt,b' eo.dtnfl ufyfobkt,ek itv'[dtdb' cblbltc^ db.tyt,' vjyfwtv'f
obyfcofhb lf]ueat,bc [th[c^ hjvkbc lhjcfw A i rkfct,bc hjkib dbqt,' (X∈∆ i )
[ljvbkj,t,c^ hfcfw vbd.fdfh' bctd lbcrhtnek cmtvfc'fy& vjyfwtv'f obyfcofhb
lf]ueat,bcfc flubkb fmdc ithxtdblfy vbqt,ekb byajhvfwbbc yfobkj,hbd
lfrfhudfc^ hbc ufvjw tc rhbnthbevb rfhufdc vuhsyj,bfhj,fc pjubth'b
fknthyfnbdbc vbvfh'& 'evwf vtjhtc v[hbd tc rhbnthbevb fh cfzbhjt,c vjyfwtv'f
pecn vybidytkj,t,c lf [ibhfl vjyfwtv'f lf]ueat,f [lt,f fhf fvjwfybc
ufvfhnbdt,bc (fy gfhfvtnhbpt,bc) vbpyb'^ fhfvtl^ 'fdbc'fdfl^ byajhvfwbbc
trjyjvbehfl xfcfothfl& fvbnjv χ2-rhbnthbevbc ptvj' fqybiyekb yfrkb itbskt,f
pju itv'[dtdfib vbc qbhct,fl uflfbmwtc& vfufkb'fl^ hfbvt itv'[dtdb' cblbltpt
lfrdbhdt,bc itltufl vbqt,ekb udfmdc 104 lfrdbhdt,f& d'mdf'^ wyj,bkbf^ hjv tc
cblblt bqt,c vybidytkj,t,c [0,1] bynthdfkib lf xdtyb vbpyt,bcf'dbc cfrvfhbcbf fv
13 "FY{VJ<BC RHBNTHBEVT<B 379

cblblbc vtf'tlfvlt cbpecnb' ufpjvdf& w[flbf^ fv lhjc^ fh fhbc cfzbhj .dtkf 104
lfrdbhdt,bc itltubc wjlyf lf cfrvfhbcbf v[jkjl lfrdbhdt,ekb cblblbc ∆ i =(i–
1/10, i/10], 1≤i≤10, bynthdfkt,ib vj[dtlhbc cb[ibht'f vb'b't,f&
χ2-rhbnthbevbc ufvj.tyt,bc cathj fh fvjboeht,f v[jkjl vfhnbdb
/bgj'tpt,bc itvjovt,b'& itvltu geymnib xdty dyf[fd'^ hjv fv rhbnthbevbc
ufvj.tyt,f itcfskt,tkbf bv itv'[dtdfibw^ hjltcfw /bgj'tnehb ufyfobkt,bc
aeymwbf ewyj, gfhfvtnht,c itbwfdc&

§ 3. χ2-RHBNTHBEVBC UFVJ>TYT<F^ HJLTCFW

UFYFOBKT<BC AEYMWBF ITBWFDC
EWYJ< GFHFVTNHT<C

evhfdktc itv'[dtdfib F 0 (x) /bgj'tnehb ufyfobkt,bc aeymwbf pecnfl fh

fhbc ufycfpqdhekb lf itbwfdc ufhrdtekb hfjltyj,bc ewyj, gfhfvtnhc& vfufkb-
'fl^ [ibhfl cfzbhjf itvjovltc /bgj'tpf^ hjv ithxtdf vbqt,ekbf yjhvfkehfl
ufyfobkt,ek itv'[dtdb' cblbltpt lfrdbhdt,b' lf fv ufyfobkt,bc hjvtkbvt (fy
jhbdt) µ lf σ2 gfhfvtnhb ewyj,bf^ fy vjovlt,f /bgj'tpf^ hjv ithxtdf fqt,ekbf
gefcjybc ufyfobkt,blfy^ [jkj vbcb byntycbdj,f λ fh fhbc ufycfpqdhekb lf fv
gfhfvtnhvf yt,bcvbthb vybidytkj,f itbskt,f vbbqjc& cfpjufljl^ /bgj'tnehb
ufyfobkt,bc aeymwbf itbskt,f vjwtvekb b.jc ufycfpqdhekb vf'tvfnbrehb
ajhvb'^ vfuhfv itbwfdltc θ 1 ,θ 2 ,...,θ r ewyj, gfhfvtnhc^ fye
F 0 (x) = F 0 (x,θ 1 ,θ 2 ,...,θ r ) = F 0 (x,θ)^
cflfw θ=(θ 1 ,θ 2 ,...,θ r ) dtmnjhb bqt,c vybidytkj,fc ufhrdtekb Θ gfhfvtnhekb
cbvhfdkblfy& fvfc'fy^ hjujhw otcb^ byajhvfwbbc vjgjdt,f fv gfhfvtnh'f itcf[t,
v[jkjl fhct,ekb ithxtdblfy fhbc itcfskt,tkb& fv itv'[dtdfib H 0 /bgj'tpf
H 0 : F(x) = F 0 (x,θ), θ∈Θ,
hjvtkbw eylf itvjovltc^ bvfib vlujvfhtj,c^ hjv ithxtdf vbqt,ekbf bct'
itv'[dtdb' cblbltpt lfrdbhdt,b'^ hjvkbc ufyfobkt,bc F(x) aeymwbf tv'[dtdf
F 0 (x,θ) /bgj'tneh ufyfobkt,bc aeymwbfc θ gfhfvtnhbc hfbvt rjyrhtnekb
vybidytkj,bcf'dbc Θ gfhfvtnhekb cbvhfdkblfy&
d'mdf' vjyfwtvt,b lf]ueat,ekbf ithxtdbc tktvtynt,bc ∆ i , 1≤i≤k, rkfct,ib
vj[dtlhbc vb[tldb' lf (N 1 ,N 2 ,...,N k ) ofhvjflutyc vjyfwtv'f fv bynthdfkib
∧
vj[dtlhbc cb[ibht'f dtmnjhc& itdflubyj' (13.4) ajhvekb' ufycfpqdhekb χ 2
cnfnbcnbrf& vjwtvek itv'[dtdfib ithxtdbc tktvtynbc ∆ i bynthdfkib vj[dtlhbc
fk,f'j,f (/bgj'tpbc lhjc) fqfh fhbc wfkcf[fl ufycfpqdhekb lf ofhvjflutyc
θ=(θ 1 ,θ 2 ,...,θ r ) gfhfvtnhbc ufhrdtek aeymwbfc
380

P i0 (θ) = P(X∈∆ i |H 0 ) = F 0 (a i ,θ 1 ,θ 2 ,...,θ r ) – F 0 (a i–1 ,θ 1 ,θ 2 ,...,θ r ).

∧
fvbnjv χ 2 cnfnbcnbrfc fmdc cf[t
∧ ∧ k ( N i − nPi 0 (θ)) 2
χ 2 = χ 2 (θ) = ∑ . (13.8)
i =1 nPi 0 (θ)
tc cnfnbcnbrf lfvjrblt,ekbf ewyj, gfhfvtnhpt lf xdty dth ufvjdb.tyt,' obyf
geymnib fut,ek χ2 rhbnthbevc^ cfyfv fh ufvjdhbw[fd' ewyj,b θ gfhfvtnhb'
∧ ∧
ufvjodtek ufyecfpqdhtkj,fc& d'mdf' θ n = θ n (X) fhbc θ gfhfvtnhbc hfbvt
itafct,f X ithxtdbc vb[tldb'& (13.8) ufvjcf[ekt,fib θ gfhfvtnhbc yfwdkfl fv
itafct,bc xfcvbc itvltu vbdbqt,'
∧
k ( N − nPi 0 (θ n ))
∧ 2
~
χ2 = ~
χ2 ( θ n ) = ∑ i (13.9)
∧
i =1
nPi 0 (θ n )
ufvjcf[ekt,fc^ lfvjrblt,ekc v[jkjl ithxtdbc vjyfwtvt,pt lf vbcb vybidytkj,f
wfkcf[fl itbskt,f ufvjb'dfkjc ithxtdbc .jdtkb vjwtvekb htfkbpfwbbcf'dbc&
xdty hjv itudtskjc ~χ 2 cnfnbcnbrbc pecnb (fy 'eylfw fcbvgnjnehb)
ufyfobkt,bc gjdyf^ hjvtkbw fh bmyt,f lfvjrblt,ekb /bgj'tnehb ufyfobkt,bc
aeymwbf'f rjyrhtnek F 0 (x,Θ) j]f[pt^ vfiby ~ χ 2 cnfnbcnbrfpt lf.hlyj,b'
fldbkfl itdskt,lb' 'fy[vj,bc rhbnthbevbc fut,fc&
itdybiyj'^ hjv obyf geymnib ufy[bkekb itv'[dtdbcfufy ufyc[dfdt,b'^ P i0
/bgj'tnehb fk,f'j,t,b lfvjrblt,ekbf ithxtdfpt lf ~ χ 2 cnfnbcnbrbc pqdhekb
ufyfobkt,f bubdt otcb' dth ufybcfpqdht,f& fvfc'fy vjcfkjlytkbf^ hjv fv
cnfnbcnbrbc pqdhekb ufyfobkt,f lfvjrblt,ekb b.jc θ gfhfvtnhbc itafct,bc
vt'jlpt& fv itv'[dtdfib ~
χ 2 cnfnbcnbrbc pqdhekb ufyfobkt,bc gjdybc ghj,ktvf
gbhdtkfl ufyb[bkf h& abithvf^ hjvtkvfw fxdtyf^ hjv ewyj, gfhfvtnh'f
itafct,t,bc ufhrdtekb rkfcbcf'dbc ~
χ 2 cnfnbcnbrbc pqdhekb ufyfobkt,f fh
fhbc lfvjrblt,ekb rjyrhtnek /bgj'tneh F 0 (x,Θ) aeymwbt,pt lf vfc fmdc fctdt
vfhnbdb cf[t& rthsjl^ tc cnfnbcnbrf fcbvgnjnehfl χ2 rfyjyb' fhbc
ufyfobkt,ekb^ jqjyl vbcb 'fdbceakt,bc [fhbc[b (n–1–r)-bc njkbf^ cflfw r
itafct,ek gfhfvtnh'f hfjltyj,ff& gfhfvtnh'f itafct,bc th'-th'b vt'jlb^
hjvtkbw fct' pqdhek ufyfobkt,fc bsktdf^ fhbc vfmcbvfkehb lfcf]thj,bc
vt'jlb lf.hlyj,bkb N 1 ,N 2 ,...,N k cb[ibhtt,pt^ fye veknbyjvehb vfmcbvfkehb
lfcf]thj,bc vt'jlb&
hjujhw erdt fqdybiyt'^ N 1 ,N 2 ,...,N k cb[ibhtt,c fmd' veknbyjvehb
ufyfobkt,f lf /bgj'tpbc lhjc
13 "FY{VJ<BC RHBNTHBEVT<B 381

n!
P(N 1 =n 1 ,N 2 =n 2 ,...,N k =n k )= n1
p10 (θ) p 20
n2
(θ)  p kn0k (θ) . (13.10)
n1! n 2 ! n k !

θ gfhfvtnhbc itafct,bc hjkib dbqt,' bct' vybidytkj,fc^ hjvkbc lhjcfw (13.10)

fqotdc elbltc itcfskj vybidytkj,fc& tc itafct,f chekfl fh b.tyt,c gbhdtkflb
X=(X 1 ,X 2 ,...,X n ) ithxtdbc vjyfwtvt,c lf ofhvjflutyc N 1 ,N 2 ,...,N k cblbltt,bc
aeymwbfc (fy n 1 ,n 2 ,...,n k fhuevtynt,bc aeymwbfc htfkbpt,ekb ithxtdbc lhjc)^ hbc
ufvjw vfc veknbyjveh vfmcbvfkehb lfcf]thj,bc itafct,fc eojlt,ty&
veknbyjvehb vfmcbvfkehb lfcf]thj,bc itafct,f vbbqt,f
r N i ∂Pi 0 (θ)
∑ = 0 , j=0,1,...,r, (13.11)
i =1 Pi 0 (θ) ∂θ j

ufynjkt,f'f cbcntvbc θ=(θ 1 ,θ 2 ,...,θ r ) gfhfvtnht,bc vbvfh' fvj[cyb' (itdybiyj'^

hjv P i0 (θ) aeymwbt,pt ufhrdtek @htuekfhj,bc# gbhj,t,ib vnrbwlt,f fv
∧ ∧ ∧ ∧
ufynjkt,f'f cbcntvbc th'flth'b θ n =( θ 1n , θ n2 ,..., θ rn ) fvjyf[cybc fhct,j,f^
hjvtkbw θ gfhfvtnhbc sfkvjcbk itafct,fc ofhvjflutyc)&
cfvfh'kbfybf itvltub lt,ekt,f^ hjvkbc lfvnrbwt,f lf gbhj,t,bc pecnb
ajhvekbht,f vrb'[dtkc iteskbf yf[jc [39] fy [52]-ib&

stjhtvf& (abithb) d'mdf' P i0 (θ), 1≤i≤k aeymwbt,b frvf.jabkt,ty ufhrdtek

∧
@htuekfhj,bc# gbhj,t,c θ gfhfvtnhbc vbvfh'& lfdeidf'^ hjv θ n ofhvjflutyc θ
gfhfvtnhbc veknbyjveh vfmcbvfkehb lfcf]thj,bc itafct,fc& vfiby (13.9)
ajhvekb' ufycfpqdhekb ~ χ 2 cnfnbcnbrf fcbvgnjnehfl ufyfobkt,ekb bmyt,f χ2
ufyfobkt,bc rfyjyb'^ 'fdbceakt,bc [fhbc[b' k–1–r^ cflfw r itcfafct,tk
gfhfvtnh'f hfjltyj,ff&
∧ ∧
fv 'tjhtvbc lfvnrbwt,f cfrvfjl h'ekbf^ vfuhfv 'db' afmnb^ hjv χ 2 ( θ n )
cnfnbcnbrbc pqdhekb ufyfobkt,bc 'fdbceakt,bc [fhbc[b itcfafct,tk
gfhfvtnh'f hfjltyj,b' vwbhlt,f^ fh fhbc vjekjlytkb^ hflufy θ 1 ,θ 2 ,..., θ r
∧
N i − nPi (θ n )
gfhfvtnht,bc itafct,bc itvltu ∧
cblbltt,c ijhbc lfvfnt,b' xylt,f r
nPi (θ ) n

rfdibhb lf fh fhbc ufcfrdbhb^ hjv fvfy fvltybdt th'tekb' itfvwbhjc pqdhekb

ufyfobkt,bc 'fdbceakt,bc [fhbc[b&
382

H0 /bgj'tpf % P1=π1(θ), ... , Pk=πk(θ), cflfw θ=(θ1,θ2,..., θr)∈Θ

Ha fknthyfnbekb /bgj'tpf % H0 fh fhbc vfh't,ekb^ fye th'b vfbyw i-cf'dbc
Pi≠πi(θ) fhwth'b θ-'dbc
∧ ∧ ∧
θ n =( θ 1n ,..., θ rn ) – veknbyjvehb vfmcbvfkehb lfcf]thj,bc itafct,f
∧
k ( N − nπ (θ)) 2
rhbnthbevbc cnfnbcnbrf ~ χ2 = ∑ i i
∧
i =1
nπ i (θ)
vybidytkjdyj,bc ljyt α
H0-bc efh.jabc fht ~
χ 2 ≥ χ 2k −1− r ,α ( χ 2k −1− r ,α ,+∞)
∧
rhbnthbevb ufvjb.tyt,f^ hjltcfw n≥50 lf nπi( θ )≥5 .dtkf i-'dbc

itybidyf& w[flbf^ θ gfhfvtnhbc itcfafct,kfl itudbskbf ufvjdb.tyj'

vfmcbvfkehb lfcf]thj,bc itafct,f 'fdlfgbhdtkb ithxtdbc vb[tldb' lf fhf
v[jkjl vjyfwtv'f lf]ueat,bc itvltu vbqt,ekb f[fkb (N 1 ,N 2 ,...,N k ) ithxtdbc
cfiefkt,b'& itbskt,f dtkjlj'^ hjv tc vt'jlb vjudwtvc eahj pecnb lfcrdyt,bc
ufrt't,bc cfiefkt,fc& ufhlf fvbcf^ fct'b itafct,bc fyufhbib ufwbkt,b' bjkbf
veknbyjveh vfmcbvfkehb lfcf]thj,bc itafct,fc'fy itlfht,b'& vfuhfv^ hjujhw
tc xthyjdvf lf ktvfyvf fxdtytc^ abithbc 'tjhtvb' ufycfpqdhek pqdfhb'
'fyfafhlj,fc cfpjufljl fhf fmdc flubkb lf ~χ 2 cnfnbcnbrbc fcbvgnjneh ufyfob-
kt,fc erdt fqfh tmyt,f fct'b vfhnbdb cf[t&
vbe[tlfdfl fvbcf^ fh fhbc sytkb bvbc xdtyt,f^ hjv fct'b cnfnbcnbrbc
pqdhekb ufyfobkt,bc α vybidytkjdyj,bc ljybc itcf,fvbcb c α rhbnbrekb vybidyt-
kj,f frvf.jabkt,c
χ 2k −1− r ,α ≤ c α ≤ χ 2k −1,α
enjkj,fc& uflfo.dtnbkt,bc otcb^ hjvtkbw fv afmnc t.hlyj,f^ itvltubf%

'e ~
χ 2 ≥ χ 2k −1,α , H 0 /bgj'tpfc efhd.ja'*

'e ~
χ 2 ≤ χ 2k −1− r ,α , H 0 /bgj'tpfc fh efhd.ja'*

'e χ 2k −1− r ,α <c α < χ 2k −1,α , fh dbqt,' fhfyfbh uflfo.dtnbkt,fc

hjujhw d[tlfd' @xdtekt,hbdb# vfmcbvfkehb lfcf]thj,bc itafct,fpt
lf.hlyj,bkb χ2-rhbnthbevbc ufvj.tyt,f H 0 /bgj'tpbc itcfvjovt,kfl wfkcf[f
uflfo.dtnbkt,bc cfiefkt,fc bsktdf v[jkjl erblehtc itv'[dtdt,ib^ vfuhfv vbcb
ufvj.tyt,f ufvfh'kt,ekbf ufvj'dkb'b vjcfpht,t,b'& ufhlf fvbcf^ k-c phlbcfc
13 "FY{VJ<BC RHBNTHBEVT<B 383

ufyc[dfdt,f χ 2k −1− r ,α -cf lf χ 2k −1,α -c ijhbc vwbhlt,f lf itbskt,f euekt,tkd.j'&

w[flbf^ hjltcfw χ2 cnfnbcnbrbc vybidytkj,f fqvjxylt,f χ 2k −1− r ,α lf χ 2k −1,α
∧
cblbltt,c ijhbc bsekt,ekb dbmyt,b' vbdvfh'j' χ 2 cnfnbcnbrfc^ ufvj'dkbkc
veknbyjvehb vfmcbvfkehb lfcf]thj,bc itafct,bc vb[tldb'&
vbe[tlfdfl fvbcf^ hflufy veknbyjvehb vfmcbvfkehb lfcf]thj,bc
itafct,t,b h'ekb ufvjcf'dktkbf^ ghfmnbrfib evtntcfl xdtekt,hbd vfmcbvfkehb
lfcf]thj,bc itafct,t,c b.tyt,ty& xdtyw^ mdtvj' vj.dfybk vfufkb'ib^ vfmcbvfkehb
lfcf]thj,bc itafct,bc ufy[bkdb' itvjdbafhukt,b'&
vfufkbsb 13.3. d'mdf' vjwtvekb udfmdc n=200 vjwekj,bc ithxtdf^
hjvtkbw vbqt,ekbf ufhrdtekb cfofhvjc vbth lfvpflt,ekb ltnfkt,bc
lbfvtnht,bc ufpjvdt,bc itltufl& cfzbhjf itvjovltc /bgj'tpf ltnfkbc
lbfvtnhbc yjhvfkehj,bc itcf[t,& tvgbhbekb cfiefkj x lf cfiefkj rdflhf-
nekb uflf[hf s, lf'dkbkb fv ithxtdbc vb[tldb' itcf,fvbcfl njkbf x =4.3 lf
s=9.7 vbrhjybc& lfd.j' lfrdbhdt,ekb cblblbc itcfskj vybidytkj,f'f cbvhfdkt
k=10 bynthdfkfl& mdtvj' vj.dfybk w[hbkib vjwtvekbf^ hjujhw bynthdfk'f
cfpqdht,b^ fctdt itcf,fvbc bynthdfkt,ib ithxtdb'b vybidytkj,t,bc vj[dtlhbc
cb[ibhtt,b& ufyb[bkt,f fhf 'db' lfrdbhdt,ekb cblbltt,b^ fhfvtl vf'b
yjvbyfkbcfufy uflf[ht,b& chekb^ fye v'tkb ithxtdbc^ vjyfwtvt,b vrb'[dtkc
iteskbf yf[jc cvbhyjdbcf lf leyby-,fhrjdcrbc obuyib^ cfblfyfw tc vfufkb'b
udfmdc fqt,ekb&

bynth& bynthdfkbc lfrdbhdt,ekb bynthdfkib vj[dtlhbc

yjvthb cfpqdht,b cb[ibhtt,b fk,f'j,f'f itafct,f
1 –∞ ; –15 7 0.0233
2 –15 ; –10 11 0.0475
3 –10 ; – 5 15 0.0977
4 – 5; 0 24 0.1615
5 0; 5 49 0.1979
6 5 ; 10 41 0.1945
7 10 ; 15 26 0.1419
8 15 ; 20 17 0.0831
9 20 ; 25 7 0.0526
10 25 ; ∞ 10
3

hflufy dbwb' lf.jabc bynthdfk'f cfpqdht,b^ yjhvfkehb ufyfobkt,bc

rfyjybc µ lf σ gfhfvtnh'f x lf s itafct,t,bc cfiefkt,b'f lf yjhvfkehb
ufyfobkt,bc w[hbkbc ufvj.tyt,b'^ itudbskbf itdfafcj' lfrdbhdt,ek cblblt'f
'b'jtek bynthdfkib vj[dtlhbc /bgj'tnehb P oi fk,f'j,t,b& fqybiyek fk,f'j-
,f'f fv upb' vbqt,ekb itafct,t,b vj.dfybkbf w[hbkbc erfyfcrytk cdtnib&
384

'e dbfyufhbit,' (13.9) ajhvekb' ufycfpqdhek ~ χ 2 cnfnbcnbrbc vybidyt-

kj,fc w[hbkbc vjyfwtvt,bcf lf bynthdfkib vj[dtlhbc fk,f'j,t,bc itafct,ek
vybidytkj,f'f vb[tldb' vbdbqt,'^ hjv ~χ 2 =7.19& hflufy itafct,ek gfhfvtnh'f
hfjltyj,f 2-bc njkbf^ tc cnfnbcnbrf fcbvgnjnehfl ufyfobkt,ekb bmyt,f χ2 rf-
yjyb' 9–1–2=6-bc njkb 'fdbceakt,bc [fhbc[b' (lf.jabc bynthdfk'f hfjltyj,f
jhb erfyfcrytkb bynthdfkbc ufth'bfyt,bc itvltu 9-bc njkb uf[lf)& χ2-ufyfob-
kt,bc w[hbkbc vb[tldb' 7.19 ittcf,fvt,f α=0.3 vybidytkjdyj,bc ljytc^ fye
χ 2 =7.19& tc ybiyfdc^ hjv itv'[dtdf'f lff[kjt,b' 30%-ib ~
6; 0.3 χ 2 cnfnbcnbrbc
lfrdbhdt,ekb vybidytkj,f itbskt,f fqtvfnt,jltc 7.19 cblbltc^ hfw fh bsktdf
yjhvfkehj,bc /bgj'tpbc efh.jabc cfaesdtkc

§ 4. RJKVJUJHJD–CVBHYJDBC RHBNTHBEVB

vwbht ithxtdbc lhjc χ2-rhbnthbevbc ufvj.tyt,bcfc bsekt,ekb dfh' vjyf-

wtvt,b lfdf]ueaj' ithxtdbc tktvtynt,bc lf.jabc bynthdfkt,ib vj[dtlhbc
vb[tldb'& fvbc ufvj brfhut,f ithxtdblfy vbcfqt,b byajhvfwbbc lblb yfobkb^ hfw
ufycfre'ht,b' 'dfkcfxbyjf eo.dtnb /bgj'tnehb ufyfobkt,bc itv'[dtdfib& fct'
lhjc vbpfyitojybkbf bct'b rhbnthbevbc ufvj.tyt,f^ hjvtkbw lft.hlyj,f bylbdb-
lefkeh lf fhf lf]ueat,ek vjyfwtvt,c& th'-th' evybidytkjdfytc fct' rhbnt-
hbevc ofhvjflutyc rjkvjujhjdbc rhbnthbevb^ hjvtkbw taesyt,f tvgbhbek lf
'tjhbek ufyfobkt,bc aeymwbt,c ijhbc vfmcbvfkeh uflf[hfc lf hjujhw otcb^
ufvjb.tyt,f th'ufypjvbkt,bfyb eo.dtnb /bgj'tnehb ufyfobkt,t,bcf'dbc&
d'mdf'^ vjwtvekb udfmdc n vjwekj,bc ithxtdf^ vbqt,ekb X itv'[dtdb'
cblbltpt lfvjerblt,tkb lfrdbhdt,t,b'^ hjvkbc 'tjhbekb ufyfobkt,bc aeymwbf
F(x) xdty'dbc ewyj,bf& ithxtdf itudbskbf ofhvjdflubyj' X 1 ,X 2 ,...,X n
lfvjerblt,tkb itv'[dtdb'b cblbltt,bc vbvltdhj,bc cf[b'^ cflfw .jdtkb X i
cblblt ufyfobkt,ekbf F(x) rfyjyb'& F n (x) b.jc fv ithxtdbc tvgbhbekb ufyfobkt,bc
aeymwbf& hjujhw dbwb' F n (x) aeymwbf .jdtkb x-bcf'dbc ofhvjflutyc itv'[dtdb'
cblbltc^ hjvtkbw X i cblbltt,bc (–∞,x] bynthdfkib vj[dtlhbc afhlj,b'b
cb[ibhbc njkbf
1 n
F n (x) = ∑ I ( X i ≤ x ) .
n i =1
hflufy I ( X i ≤ x ) , i≤n^ lfvjerblt,tkb itv'[dtdb'b cblbltt,bf lf 'b'jtek vf'ufyc
fmdc ,thyekbc ufyfobkt,f P=F(x) ofhvfnt,bc fk,f'j,b'^ udtmyt,f hjv
1
EF n (x) = F(x), DF n (x) = F(x)(1–F(x)),
n
lf lbl hbw[d'f rfyjybc 'fyf[vfl
13 "FY{VJ<BC RHBNTHBEVT<B 385

F n (x) →
P
F(x) (13.12)
.jdtkb x-bcf'dbc& fvbnjv .jdtkb x-bcf'dbc F n (x) aeymwbf ofhvjflutyc X
itv'[dtdb'b cblblbc 'tjhbekb ufyfobkt,bc aeymwbbc xfeyfwdkt,tk lf
sfkvjcbk itafct,fc& fvbc ufvj c[dfj,f fv aeymwbt,c ijhbc itbskt,f cfaesdkfl
lftljc cnfnbcnbrehb rhbnthbevbc fut,fc^ lfrdbhdt,t,bc ufycfpqdhek F(x)
ufyfobkt,bc aeymwbfc'fy 'fy[vj,bc /bgj'tpbc itcfvjovt,kfl& vfuhfv F n (x) lf F(x)
aeymwbt,c ijhbc cbf[kjdt c[dflfc[df x othnbkib itbskt,f c[dflfc[dfyfbhb b.jc
lf fv aeymwbt,c ijhbc vfysbkbc cfpjvfl ,eyt,hbdbf vf' ijhbc vfmcbvfkehb
uflf[hbc
D n = max |F n (x) – F(x) |
| x| < ∞
itvjqt,f& tvgbhbek lf 'tjhbek ufyfobkt,bc aeymwbt,c ijhbc uflf[hbc cfpjvfl
D n cnfnbcnbrbc vbqt,f ufvfh'kt,ekbf itvltub vjcfpht,t,b'& ]th th'b^
cfvfh'kbfybf (13.12)-pt eahj skbthb lt,ekt,f^ hjvtkbw ukbdtyrj-rfyntkbc
'tjhtvbc cf[tkb' fhbc wyj,bkb& fv 'tjhtvbc 'fyf[vfl fk,f'j,f bvbcf^ hjv
tvgbhbek ufyfobkt,bc aeymwbf'f (F n (x), n≥1) vbvltdhj,f 'fyf,hfl x-bc vbvfh'
brhb,t,f F(x) 'tjhbekb ufyfobkt,bc aeymwbbcfrty 1-bc njkbf
P( max |F n (x) – F(x)| → 0 ) = 1. (13.13)
| x| < ∞

ufhlf fvbcf D n cnfnbcnbrfc fmdc itvltub itcfybiyfdb 'dbct,f% fhw D n cnfnbcnbrbc

ufyfobkt,bc aeymwbf lf fhw n D n yjhvbht,ekb cblblbc pqdhekb ufyfobkt,f fh
fhbc lfvjrblt,ekb F(x) ufyfobkt,bc aeymwbfpt (w[flbf^ bv gbhj,b'^ hjv X cblblt
ufyfobkt,ekbf F(x) rfyjyb')&
fct' cnfnbcnbrt,c itcf,fvbcfl ufyfobkt,bcfufy 'fdbceafk lf
fcbvgnjnehfl 'fdbceafk cnfnbcnbrt,c eojlt,ty& vf' lblb vybidytkj,f tybzt,f
/bgj'tpt,bc itvjovt,bc lhjc^ hflufy fct'b cnfnbcnbrt,bc ufyfobkt,bc ufvj'dkf
lf itcf,fvbcb w[hbkt,bc itlutyf cfrvfhbcbf hjvtkbvt th'b (vfufkb'fl 'fyf,fhb)
/bgj'tnehb ufyfobkt,bcf'dbc^ hbc itvltufw fv w[hbkt,bc ufvj.tyt,f itbskt,f
yt,bcvbthb /bgj'tnehb ufyfobkt,bc itv'[dtdfib&
fvbnjv^ ithxtdbc vjyfwtvt,bcf lf vjwtvekb F(x) ufyfobkt,bc rfyjybc
'fy[vj,bc cfrb'[bc uflfo.dtnf ,eyt,hbdbf F n (x) lf F(x) ufyfobkt,bc aeymwbt,c
ijhbc vfmcbvfkehb uflf[hbc cblblbc vb[tldb'^ jqjyl eylf ufybcfpqdhjc fv
cblblbc pecnb (fy fcbvgnjnehb) ufyfobkt,f lf rhbnbrekb vybidytkj,t,b^
hjvtk'f cfiefkt,b' eylf vj[ltc uflfo.dtnbkt,bc vbqt,f&
d'mdf' X itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbf ewyj,bf lf
ufvj'mvekbf /bgj'tpf^ hjvkbc 'fyf[vfl tc aeymwbf ufycfpqdhekb F(x)
ufyfobkt,bc aeymwbbc njkbf& fqdybiyj' tc /bgj'tpf H 0 -b'
H 0 : F n (x) = F 0 (x),
[jkj H 1 -b' fqdybiyj' jhv[hbdb fknthyfnbekb /bgj'tpf
386

H 1 : max |F(x)– F 0 (x)|>0.

| x| < ∞

ufydb[bkj' fuht'dt H 1+ lf H 1− wfkv[hbdb fknthyfnbekb /bgj'tpt,b

H 1+ : max (F(x)– F 0 (x))>0.

| x| < ∞

H 1− : min (F(x)– F 0 (x))<0.

| x| < ∞

H 0 /bgj'tpbc itcfvjovt,kfl H 1 ^ H 1+ lf H 1− fknthyfnbdt,bc obyffqvltu

ufvjb.tyt,f rjkvjujhjdbcf lf cvbhyjdbc rhbnthbevt,b^ hjvtk'f itcf,fvbcb
cnfnbcnbrt,b itvltub ajhvekt,b' vjbwtvf
D n = max |F n (x)– F(x)|,
| x| < ∞
+
D = max (F n (x)– F(x)),
n (13.14)
| x| < ∞

Dn− = – min (F n (x)– F(x)).

| x| < ∞

ghfmnbrekb ufvj'dkt,bcf'dbc ufvjb.tyt,f itvltub^ (13.14)-bc trdbdfkty-

nehb ajhvekt,b
m
Dn+ = max ( – F(x (m) )),
1≤ m≤ n n
m −1
Dn− = max (F(x (m) )– ), (13.15)
1≤ m≤ n n
D n =max( Dn+ , Dn− ).

(13.15) ajhvekt,bc cbcojhtib lfcfhoveyt,kfl eylf ufdb'dfkbcobyj'^

hjv F n (x) cfat[ehf aeymwbff lf
F n (x) – F(x)
c[dfj,bc vfmcbvevb lf vbybvevb eylf dtsbj' F n (x) aeymwbbc cojhtl yf[njvbc
othnbkt,ib& fqybiyekb ufhtvjt,f rfhufl xfyc mdtvj' vj.dfybk yf[fppt (yf[& 13&1)
Fn(x) F(x)
m
n
F(x(m))
m −1
n

x(m-1) x(m) x

yf[ 13.1.
13 "FY{VJ<BC RHBNTHBEVT<B 387

vjdb.dfyj' f[kf rjkvjujhjdbc 'tjhtvf^ hjvtkbw fafct,c Dn

cnfnbcnbrbc yekbcfufy uflf[ht,c lf udfsktdc n D n cblblbc pqdhek
ufyfobkt,fc&
stjhtvf (rjkvjujhjdb)& 'e F(x) ufyfobkt,bc aeymwbf eo.dtnbf^ vfiby
.jdtkb x-bcf'dbc^ x>0,
lim P( n D n ≤x) = K(x), (13.16)
n →∞
cflfw
∞
K(x) = ∑ (−1) j e − 2 j
2 2
x
(13.16')
j = −∞
aeymwbfc rjkvjujhjdbc ufyfobkt,bc aeymwbfc eojlt,ty&

K(x) aeymwbf fh fhbc lfvjrblt,ekb F(x) ufyfobkt,bc cf[tpt (fye

'fdbceafkbf ufyfobkt,bcfufy) lf vbcb vybidytkj,t,b nf,ekbht,ekbf&
itdybiyj'^ hjv pqdfhb'b K(x) aeymwbf n D n cnfnbcnbrbc pecnb
ufyfobkt,bc rfhu vbf[kjt,fc ofhvjflutyc erdt n-bc 20-pt vtnb
vybidytkj,t,bcf'dbc&
/bgj'tpt,bc itvjovt,bc otcb fct itudbskbf fqdothj'% 'e dfvjovt,' H 0 /b-
gj'tpfc H 1 fknthyfnbdbc obyffqvltu lf vybidytkjdyj,bc ljytf α vfiby ufvjb.tyt-
,f rjkvjujhjdbc jhv[hbdb rhbnthbevb itvltub cf[b'% dboeyt,' H 0 /bgj'tpfc 'e
D n > k n;α ,
cflfw k n;α fhbc α ljybc rhbnbrekb vybidytkj,f D n -bcf'dbc& bub ufybcfpqdht,f
ajhvekb'%
k1−α
k n;α = (13.17)
n
k 1-α 'fdbc v[hbd fhbc rjkvjujhjdbc ufyfobkt,bc 1–α ljybc rdfynbkb& k 1-α lf k n;α
w[hbkt,bc ahfuvtynt,b vj.dfybkbf mdtvj'&
wfkv[hbdb H 1+ lf H 1− /bgj'tpt,bcf'dbc eylf ufvjdb.tyj' cvbhyjdbc
wfkv[hbdb rhbnthbevt,b^ fut,ekb Dn+ lf Dn− cnfnbcnbrt,b' itcf,fvbcfl&
'e H 0 /bgj'tpf cfvfh'kbfybf^ Dn+ lf Dn− th'yfbhfl fhbfy ufyfobkt,ekb&
xdty ufydb[bkfd' v[jkjl rhbnthbevt,c^ hjvkt,bw Dn+ cnfnbcnbrfc t.hlyj,f&
wyj,bkbf^ hjv 'e vybidytkjdyj,bc ljyt α < 0.2 (ghfmnbrfib^ hjujhw otcb^
cojhtl fct'b ljytt,b ud[dlt,f)^ vfiby lblb cbpecnb'

k n+;α ≈ k n;2α
388

cflfw k n+;α Dn+ rhbnthbevbc rhbnbrekb vybidytkj,ff&

fvudfhfl^ 'e
Dn+ > k n+;α
H 0 /bgj'tpfc efhd.ja'^ H 1+ fknthyfnbdbc cfcfhut,kjl& k n+;α -bc vjcfst,yfl k n;α -c
13.3 w[hbkib eylf fdbqj' 2α-c itcf,fvbcb cdtnb&

w[hbkb 13.2. rjkvjujhjdbc ufyfobkt,bc rdfynbkt,b

α 0.20 0.10 0.05 0.02 0.01

k 1-α 1.073 1.224 1.358 1.517 1.628

w[hbkb 13.3. D n cnfnbcnbrbc rhbnbrekb k n; α vybidytkj,t,b

n α=0.05 α=0.02 α=0.01

1 0.975 0.990 0.995
5 0.563 0.627 0.668
10 0.409 0.456 0.489
15 0.338 0.377 0.404
20 0.294 0.329 0.352
25 0.264 0.295 0.326
30 0.243 0.270 0.290
35 0.224 0.250 0.268
40 0.210 0.234 0.252
45 0.198 0.221 0.232
50 0.188 0.210 0.226
55 0.180 0.201 0.216
60 0.172 0.193 0.207
70 0.160 0.179 0.192
80 0.150 0.167 0.179
90 0.141 0.158 0.169
100 0.134 0.150 0.161

+
vfufkb'fl^ 'e udbylf vjdst,yj' k 40 ; 0.01 eylf fdbqj' k n;α -c w[hbkib α=0.02

cdtnbc vt-9 cnhbmjypt (n=40-bc ufcodhbd) vj.dfybkb hbw[db& tcff 0.234.

fvhbufl^
+
k 40 ; 0.01 = 0.234.

'e n cfrvfjl lblbf (n>100)^ vfiby rfhu vjf[kjt,fc bsktdf ajhvekf

− ln α
k n+;α ~ ,
2n
13 "FY{VJ<BC RHBNTHBEVT<B 389

cflfw ln fqybiyfdc yfnehfkeh kjufhb'vc&

vfufkbsb 13.4. A fdbfrjvgfybfc^ 'db'vahbyfdt,bc ahtybc ufyhbubc
itlutyfvlt^ cehc ufycfpqdhjc fhbc 'e fhf yjhvfkehfl ufyfobkt,ekb
'db'vahbyfd'f ufahtybc lfudbfyt,bc lhj&

lfudbfyt,f tvg& ufyfo& yjhvbh& /bgj'tnehb ufyf- uflf[ht,b

cff't,ib aeymwbf cblbltt,b obkt,bc aeymwbf F n (x)–F(x)
x F n (x) z=(x-µ)/σ F(x)
0.9 0.0909 –2.1 0.0179 0.0730
1.0 0.1818 –2.0 0.0228 0.1590
1.9 0.2727 –1.1 0.1357 0.1370
2.1 0.3636 –0.9 0.1841 0.1795
2.7 0.4545 –0.3 0.3821 0.0724
2.8 0.5454 –0.2 0.4207 0.1247
3.2 0.6363 0.2 0.5793 0.0570
3.6 0.7272 0.6 0.7257 0.0015
3.9 0.8181 0.9 0.8159 0.0022
4.2 0.9090 1.2 0.8849 0.0241
5.1 0.9999 2.1 0.9841 0.0178

10 okbc ufyvfdkj,fib v[jkjl 11 ufe'dfkbcobyt,tk lfudbfyt,fc /mjylf

flubkb lf fv lfudbfyt,f'f [fyuhskbdj,f^ lfkfut,ekb phlbc vb[tldb'^ vj.dfybkbf
w[hbkbc gbhdtk cdtnib& c[df itv'[dtdt,bc itcofdkbc cfaesdtkpt A rjvgfybfc
ufexylf /bgj'tpf^ hjv fv lfudbfyt,t,c eylf /mjyltc 3 cff'bc njkb cfiefkj lf 1
cff'bc njkb cnfylfhnekb uflf[hf& fye yekjdfyb /bgj'tpf ybiyfdc^ hjv
lfudbfyt,t,b ufyfobkt,ekbf yjhvfkehfl gfhfvtnht,b' 3 lf 1& w[hbkbc vtjht
cdtnib vjwtvekbf tvgbhbekb ufyfobkt,bc aeymwbbc vybidytkj,t,b (vfufkb'fl
0.2727 fhbc lfudbfyt,f'f hfjltyj,f^ hjvkt,bw fh fqtvfnt,f 1.9 cff'c uf.jabkb
11-pt (fye 0.2707≈3/11)& w[hbkbc vtj'[t cdtnib vjwtvekbf /bgj'tnehb
ufyfobkt,bc aeymwbbc vybidytkj,t,b^ ufvj'dkbkb cnfylfhnekb yjhvfkehb
ufyfobkt,bc w[hbkbc vb[tldb' vtcfvt cdtnib vj.dfybkb yjhvbht,ekb cblbltt,bc
itcf,fvbcfl& ,jkj cdtnib vjwtvekbf tvgbhbek lf /bgj'tneh ufyfobkt,bc
aeymwbt,c ijhbc uflf[ht,b&
hflufy^ hjujhw dyf[t'^ tvgbhbek lf 'tjhbek ufyfobkt,bc aeymwbt,c
ijhbc vfmcbvfkehb uflf[hf .jdtk'dbc vbbqotdf tvgbhbekb ufyfobkt,bc aeymwbbc
yf[njvbc othnbkt,ib (fye ithxtdb' ufycfpqdhekb vybidytkj,t,bcf'dbc)^ vfmcb-
vfkehb uflf[hf w[hbkbc ,jkj cdtnbc vfmcbvfkehb tktvtynbc njkb bmyt,f^ fye
D n = max |F n (x)–F 0 (x)| = 0.1795.
x

lfdfabmcbhj' α=0.05 vybidytkjdyj,bc ljyt lf dbgjdj' D n cnfnbcnbrbc

itcf,fvbcb rhbnbrekb vybidytkj,f& n=11 lf α=0.05 vybidytkj,t,c D n ufyfobkt,bc
390

w[hbkbc vb[tldb' ittcf,fvt,f k 0.05;11 =0.35242 cblblt^ hjvtkbw fqtvfnt,f D n

cnfnbcnbrbc 0.1795 lfrdbhdt,ek vybidytkj,fc& fvbnjv ithxtdbc vjyfwtvt,b fh
udfsktdc /bgj'tpbc efh.jabc cfaesdtkc& bubdt lfcrdyfc uffrt't,lb'
vybidytkjdyj,bc ljyt hjv fudtqj 0.1-bc njkb& fvhbufl itudbskbf d'mdf'^ hjv
ithxtdbc vjyfwtvt,b cfrvfjl rfhufl t'fy[vt,f yekfdfy /bgj'tpfc^ 'evwf v[jkjl
ithxtdbc ufphlfv itbskt,f epheydtk.jc vtjht udfhbc itwljvbc 'fdblfy fwbkt,f&

revekfwbehb afhlj,b'b cb[ibhtt,b

1.0

0.9

0.8

0.7 lfrdbhdt,ekb
itltut,b vjcfkjlytkb
0.6 itltut,b
0.5

0.4
0.3636
0.3
vfmcbvfkehb uflf[hf
0.2 Dn=0.3636–0.1841=0.1795
0.1841
0.1

0 1 2 3 4 5 lfudbfyt,f (cff't,ib)
2.1

itybidyf&* F n (x) tvgbhbekb ufyfobkt,bc aeymwbbc F(x)-'fy 'fy[vj,bc [fhbc[b

pju]th c[dflfc[dff ohabc c[dflfc[df yfobkib& cf[tklj,h^ bub efhtclt,f [jkvt
ohabc ,jkjt,ib& fvbnjv ,eyt,hbdbf
D n (α) = max | Fn ( x) − F ( x) |
F −1 ( α ) ≤ x ≤ F −1 (1− α )

cnfnbcnbrbc ufy[bkdf^ cflfw F–1(p) ybiyfdc F ufyfobkt,bc p-rdfynbkc& D n (α) lf fv

nbgbc c[df cnfnbcnbrt,b ufyb[bkf u& vfybfv 1949–1951 okt,ib (b[&^ vfu& [43]) vbbqj
vf'b pqdfhb'b ufyfobkt,f lf ufvj'dfkf cfzbhj rhbnbrekb vybidytkj,t,b^ hfw fv
rhbnthbevt,bc ufvj.tyt,bc cfiefkt,fc udfsktdc /bgj'tpf'f itvjovt,bcfc (b[&
fuht'dt [44])&
50-bfyb okt,bc itvltu byntycbehfl db'fhlt,jlf ufyfobkt,bc cbvrdhbdbc
fhfgfhfvtnhekb itafct,bc ghj,ktvfnbrf^ hjvtkcfw vbtsqdyf hjpty,kfnbc^ xty-
wjdbc^ gfhptybc^ yflfhfbfc lf c[df'f yfihjvt,b& rthsjl^ itbcofdkt,jlf cbvrdhbdbc
t&o& uekjdfyb itafct,t,bc fcbvgnjnehb 'dbct,t,b& cbvrdhbdbc uekjdfyb itafct,f
vjbwtvf itvltub ajhvekb'%
13 "FY{VJ<BC RHBNTHBEVT<B 391

∧ 1 n  x − Xi 
f n ( x) = ∑ G ,
nh i =1  h 
cflfw (X 1 ,...,X n ) ithxtdff utythfkehb th'j,kbj,blfy ufyfobkt,bc eo.dtnb f(x)
cbvrdhbdb'^ G(x) – cgtwbfkehfl ithxtekb aeymwbff (uekb)^ h=h(n) rb lflt,b'b
hbw[dt,bc vbvltdhj,ff^ h(n)→0^ hjwf n→∞&
fv vbvfh'ekt,b' th'-th'b vybidytkjdfyb itltub tre'dybc t& yflfhfbfc [48]^
hjvtkvfw lffvnrbwf^ hjv ufhrdtek gbhj,t,ib flubkb fmdc rht,flj,fc

 ∧ 
P  lim sup | f n ( x) − f ( x) |= 0 = 1 .
 n → ∞ −∞< x<∞ 
vfydt lfflubyf itafct,bc cbpecntw^ hfw cfiefkt,fc bsktdf fbujc ylj,bc
pjkt,b ewyj,b f(x) cbvrdhbdbcf'dbc& t& yflfhfbfc vbth fuht'dt itvj'fdfpt,ekb b.j
ewyj,b htuhtcbbc aeymwbbcf'dbc uekjdfyb itafct,t,bc afh'j rkfcb^ hjvtkbw
kbnthfnehfib yflfhfbf-dfncjybc itafct,bc cf[tkb'ff wyj,bkb [47], [49]&

§ 5. RJKVJUJHJD-CVBHYJDBC RHBNTHBEVB
JHB ITHXTDBCF"DBC

jhb ithxtdbc th'udfhjdyj,bc cfrb'[b cfrvfjl rfhufl itbskt,f uflfo.ltc

rjkvjujhjd-cvbhyjdbc rhbnthbevbc ufvj.tyt,b'&
d'mdf' udfmdc jhb ithxtdf
X1, X2, . . . , Xn ;
(13.18)
Y1, Y2, . . . , Ym .

itdflubyj' fv ithxtdt,bc itcf,fvbcb dfhbfwbekb vorhbdt,b%

X (1) , X (2) , . . . , X (n) ;
Y (1) , Y (2) , . . . , Y (m) .
dbuekbc[vj'^ hjv jhbdt ithxtdf th'vfyt'bcfufy lfvjerblt,tkbf& gbhdtkb
ithxtdbc itcf,fvbcb 'tjhbekb ufyfobkt,bc aeymwbf fqdybiyj' F(x)-b'^ vtjhtcb –
G(x)-b'&
fvudfhfl H 0 /bgj'tpf fct'bf
H 0 : = F(x)= G(x). (13.19)
fqdybiyj' ithxtdf'f tvgbhbekb ufyfobkt,bc aeymwbt,b F n (x) lf G m (x)-b'& th'b
ithxtdbc 'fdbc 'tjhbek ufyfobkt,bc aeymwbfc'fy 'fy[vj,bc /bgj'tpbc
fyfkjubehfl^ jhb ithxtdbc th'udfhjdyj,bc itvjovt,bc fvjwfyfibw^ ufydb[bkfd'
itvltu cfv fknthyfnbdfc%
392

H 1+ : max (G(x) – F(x)) > 0,

| x|< ∞

H 1− : min (G(x) – F(x)) < 0, (13.20)

| x|< ∞

H 1 : max |G(x) – F(x)| ≠ 0.

| x|< ∞

hjltcfw ufyb[bkt,f fknthyfnbdt,b H 1+ lf H 1− ^ itcf,fvbcfl^ ufvjb.tyt,f

cnfnbcnbrt,b

Dm+ ,n = max (G m (x) – F n (x)),

| x|< ∞

Dm− ,n = – min (G m (x) – F n (x)). (13.21)

| x|<∞

H 0 -bc cfvfh'kbfyj,bcfc Dm+ ,n lf Dm− ,n cnfnbcnbrt,b ufyfobkt,ekbf

th'yfbhfl& fvbnjv^ itvlujvib ufydb[bkfd' v[jkjl Dm+ ,n -c& ufhrdtekj,bcf'dbc
dbuekbc[vj'^ hjv m≤n&
'e fknthyfnbdff H 1 ^ vfiby ufvjb.tyt,f cnfnbcnbrf
D m,n = max |G m (x) – F n (x)|.
| x|< ∞

vj.dfybkb cnfnbcnbrt,bc hbw[db'b vybidytkj,t,b vj[th[t,ekbf

ufvjd'dfkj' itvltub ajhvekt,b'%
r 
Dm+ ,n = max  − Fn (Y(r ) )  ,
1≤ r≤ m  m 
 r −1
Dm− ,n = max  Fn (Y( r ) ) −  < 0, (13.22)
1≤ r≤ m  m 
lf
D m,n = max( Dm+ ,n , Dm− ,n ).

wyj,bkbf Dm+ ,n lf Dm− ,n cnfnbcnbrt,bc pecnb ufyfobkt,t,b& tc

ufyfobkt,t,b ufvjb.tyt,f^ hjwf n≤20& ghfmnbrfib^ eahj [ibhfl^ n ufwbkt,b' vtnbf
20-pt lf ufvjb.tyt,f pqdhekb ufyfobkt,t,b& fvbnjv pecn ufyfobkt,t,c lf
itcf,fvbc w[hbkt,c xdty fh ufvjdb.tyt,' lf fm fh vjdb.dfy'&
mn mn
hjltcfw cfrvfjl lblbf^ D m,n cblblbc ufyfobkt,bc aeymwbf
m+n m+n
f[kjc fhbc rjkvjujhjdbc K(x) ufyfobkt,fc'fy^ hjvtkbw vjdb.dfyt' ptvj' (b[&
ajhvekf (13.16'))&
w[flbf^ hjv xdty'dbc cfzbhjf
13 "FY{VJ<BC RHBNTHBEVT<B 393

1
k mn ≈ k 1-α ⋅ ,
;α mn
m+n
m+n
cflfw k mn fhbc D m,n rhbnthbevbc α vybidytkjdyj,bc ljybc rhbnbrekb
;α
m+n

vybidytkj,f& k mn -c hbw[db'b vybidytkj,bc ufvjcf'dktkfl k 1-α -c vybidytkj,fc

;α
m+n

fdbqt,' 13&2 w[hbkblfy^ vjwtvekb α-c vb[tldb'&

f[kf 'e udbylf itdfvjovj' H 0 /bgj'tpf lf fknthyfnbdff H 1 ^ [jkj
vybidytkjdyj,bc ljytf α^ dboeyt,' H 0 /bgj'tpfc^ 'e itchekt,ekbf enjkj,f
D m,n > k mn .
;α
m+n

cfobyffqvltuj enjkj,bc itv'[dtdfib dfcrdyb'^ hjv ithxtdt,b

ufyfobkt,ekbf th'yfbhfl&
bv itv'[dtdfib^ hjltcfw fknthyfnbdff H 1+ ^ vfiby dbcfhut,kt,' bv
ufhtvjt,b'^ hjv 'e α<0.1 (hfw egbhfntcfl ud[dlt,f ghfmnbrfib)

k +mn = k mn , (13.23)
;α ;2α
m+n m+n

cflfw k +mn fhbc Dm+ ,n cnfnbcnbrbc α vybidytkjdyj,bc ljybc rhbnbrekb

;α
m+n
vybidytkj,f&
'e (13&23) ajhvekb' dbcfhut,kt,'^ H 0 /bgj'tpfc lfdboeyt,'
vybidytkjdyj,bc α ljyb'^ 'e itchekt,ekbf enjkj,f

Dm+ ,n > k +mn = k mn .

;α ;2α
m+n m+n

cfobyffqvltuj itv'[dtdfib dqt,ekj,' H 0 -c&

cfzbhjl vbudfxybf itdybiyj'^ hjv D n rhbnthbevb^ hjwf fknthyfnbdff H 1 ^
itvjqt,ekb lf itcofdkbkb b.j f&rjkvjujhjdbc vbth& Dn+ , Dn− , D m,n , Dm+ ,n , Dm− ,n
rhbnthbevt,b itcofdkbkb b.j y&cvbhyjdbc vbth& tc rhbnthbevt,b evhfdktc
itv'[dtdfib ud[dlt,f th'fl lf ufvjb.tyt,f cfth'j cf[tkojlt,f – rjkvjujhjd-
cvbhyjdbc rhbnthbevb&
394

§ 6. χ2-BCF LF RJKVJUJHJD-CVBHYJDBC
RHBNTHBEVT<BC ITLFHT<F

ptvjfqothbkblfy xfyc^ hjv χ2 lf rjkvjujhjd-cvbhyjdbc rhbnthbevt,b

ufvjb.tyt,f th'b lf bubdt fvjwfybc uflfcfo.dtnfl& ufydb[bkj' fv rhbnthbevt,bc
pjubth'b 'fdbct,eht,fyb&
χ2-rhbnthbevbc sbhb'flb egbhfntcj,f rjkvjujhjd-cvbhyjdbc rhbnthbe-
vt,'fy itlfht,b' fhbc vbcb eybdthcfkj,f& χ2-rhbnthbevbc ufvj.tyt,f itbskt,f
yt,bcvbthb^ vf' ijhbc vhfdfkufypjvbkt,bfyb /bgj'tnehb ufyfobkt,bcf'dbc^
hjujhw vfhnbdb^ fctdt h'ekb /bgj'tpt,bc itcfvjovt,kfl& rjkvjujhjdbcf lf
cvbhyjdbc rhbnthbevc b.tyt,ty^ hjujhw otcb^ th'ufypjvbkt,bfyb eo.dtnb
/bgj'tnehb ufyfobkt,bcf'dbc lf sbhb'flfl vfhnbdb /bgj'tpt,bc itcfvjovt,kfl&
fvbc ufvj^ ,eyt,hbdbf tc rhbnthbevt,b itdflfhj'^ hjltcfw /bgj'tnehb
ufyfobkt,bc aeymwbf eo.dtnbf lf cfdct,b' ufycfpqdhekb&
∧
χ 2n cnfnbcnbrbc pecnb ufyfobkt,f h'ekbf^ cfpjufljl^ lfvjrblt,ekbf
∧
/bgj'tneh ufyfobkt,fpt lf uflfo.dtnbkt,bc vbqt,bcfc xdty db.tyt,' χ 2 cnfnbc-
nbrbc fcbvgnjneh ufyfobkt,fc^ hjvtkbw χ2 ufyfobkt,bc rfyjyc tv'[dtdf& ufyc[df-
∧
dt,f χ 2n cnfnbcnbrbc pecn lf fcbvgnjneh ufyfobkt,fc ijhbc lfvfrvf.jabkt-
,tkb hjv b.jc^ ithxtdbc n vjwekj,f eylf cfrvfjl lblb b.jc& ithxtdbc vjwekj,bc
pecnb lfcfidt,b cblblbc lflutyf 'evwf fh fhbc itcfskt,tkb^ tvgbhbek
ufvjrdktdt,pt lf.hlyj,b'^ ufhrdtekb gbhj,b'j,b' eidt,ty^ hjv n fh eylf b.jc
50-pt yfrkt,b lf]ueat,ekb rkfct,bc yt,bcvbthb hfjltyj,bc lhjc& ufhlf fvbcf
fhwth' rkfcib ithxtdbc tktvtyn'f hfjltyj,f fh eylf b.jc vwbht& fv
itv'[dtdfibw sytkbf lfcfidt,b mdtlf cfpqdhbc vb'b't,f^ 'evwf 'dkbfy^ hjv tc
cfpqdfhb fh eylf b.jc 5-pt yfrkt,b lf ev]j,tcbf 10-bc njkb b.jc&
rjkvjujhjd-cvbhyjdbc D n , Dn+ lf Dn− cnfnbcnbrt,bc hjujhw pecnb^
fctdt fcbvgnjnehb (itcf,fvbcb yjhvbht,bc itvltu) ufyfobkt,t,b 'fdbceafkbf
/bgj'tnehb ufyfobkt,bcfufy& ufhlf fvbcf tc cnfnbcnbrt,b cfrvfjl f[kjc fhbfy
itcf,fvbc pqdhek ufyfobkt,t,'fy erdt vfiby^ hjltcfw ithxtdbc vjwekj,f 20-pt
vtnbf& eahj vwbht ithxtdbc lhjc itcfskt,tkbf pecnb ufyfobkt,t,bc ufvj.tyt,f&
hjujhw dyf[t' χ2-rhbnthbevbc ufvj.tyt,bcfc cfzbhjf ithxtdbc vjyfwt-
vt,bc obyfcofhb lf]ueat,f^ hbc itltuflfw flubkb fmdc ithxtdblfy vbqt,ekb
byajhvfwbbc lfrfhudfc lf χ2-rhbnthbevb rfhufdc vuhsyj,bfhj,fc pjubth'b
fknthyfnbdbc vbvfh'& χ2-rhbnthbevbc yfrkfl itbskt,f xfb'dfkjc bcbw^ hjv tc
rhbnthbevb fh b'dfkbcobyt,c uflf[hbc ybifyc^ hbc ufvjw bc cfzbhjt,c itdct,fc
ybiyt,bc cthbbc hfbvt rhbnthbevb'& fvbcfufy ufyc[dfdt,b' D n rhbnthbevb
sfkvjcbkbf .dtkfyfbhb fknthyfnbdbc lhjc lf Dn+ , Dn− cnfnbcnbrt,ib
uf'dfkbcobyt,ekbf uflf[hbc vbvfh'ekt,f&
13 "FY{VJ<BC RHBNTHBEVT<B 395

D n , lf Dn+ cnfnbcnbrt,bc ufvj'dkf cfrvfjl h'ekbf lblb n-t,bc itv'[dt-

dfib^ hflufy F(x) /bgj'tnehb ufyfobkt,bc hbw[db'b vybidytkj,t,b eylf ufvjb'-
dfkjc ithxtdbc .jdtk othnbkib& tc cfrvfjl sytkbf nf,ekbht,ekb /bgj'tnehb
ufyfobkt,bc aeymwbbc itv'[dtdfibw& ghfmnbrekb ufvj.tyt,bcfc^ hjltcfw gfce[bc
vbqt,f cohfafl fhbc cfzbhj^ [ibhfl egbhfntcj,fc fldbkfl htfkbpt,fl
rhbnthbevt,c fybzt,ty^ vfibyfw rb hjwf vf' fhf fmd' jgnbvfkehb 'tjhbekb
'dbct,t,b& fv vjcfpht,b'^ fct' itv'[dtdt,ib itbskt,f pju]th vbpfyitojybkb b.jc
χ2 rhbnthbevbc ufvj.tyt,f&
fqdybiyj' rjkvjujhjdbc rhbnthbevbc (eahj pecnfl D n cnfnbcnbrbc)
th'b vybidytkjdfyb 'dbct,f^ hjvtkbw fhwth' c[df 'fy[vj,bc rhbnthbevc fh
uffxybf& hflufy D n cnfnbcnbrf 'fdbceafkbf ufyfobkt,bcfufy lf ofhvjflutyc
tvgbhbek lf 'tjhbek ufyfobkt,bc aeymwbt,c ijhbc uflf[hbc gbhlfgbh lf
e,hfkj cfpjvc^ xdty itudbskbf D n cnfnbcnbrf 'fy[vj,bc /bgj'tpbc itvjovt,bc
yfwdkfl ufvjdb.tyj' ewyj,b F(x) ufyfobkt,bc aeymwbbc itcfafct,kfl lf vbc'dbc
ylj,bc bynthdfkbc fcfut,fl&
vfh'kfw^ hjujhbw fh eylf b.jc F(x) ufyfobkt,bc aeymwbf (buekbc[vt,f
v[jkjl vbcb eo.dtnj,f)

P( n D n > λ α ) = α,
cflfw λ α fhbc α vybidytkjdyj,bc ljybc rhbnbrekb vybidytkj,f& fvbnjv (1–α)-c
njkb fk,f'j,b' (w[flbf bv gbhj,b'^ hjv vfh't,ekbf H 0 /bgj'tpf) itcheklt,f
jhv[hbdb enjkj,f
∧ λ ∧ λ
F n ( x) − α ≤ F(x) ≤ F n ( x) + α (13.24)
n n
.jdtkb x-bcf'dbc&

yf[& 13.2. cfbvtljj,bc cfpqdht,b F(x) ufyfobkt,bc aeymwbbcf'dbc

fut,ekb ithxtdbc vjyfwtvt,bc vb[tldb'

∧ λα ∧ λα
ufydb[bkj' c 1 (x)= F n ( x) − n
lf c 2 (x)= F n ( x) + n
vhelt,b' itvjcfp-
∧
λα
qdhekb c α pjkb& tc vhelt,b vbbqt,f F n (x) tvgbhbekb ufyfobkt,bc aeymwbbc n

cblblb' Y qthsbc ufcodhbd itcf,fvbcfl ptvj' lf mdtvj' ofyfwdkt,b' (b[& yf[& 13.2)&
396

(13.24) jhv[hbdb enjkj,f udte,yt,f^ hjv F(x) aeymwbf ufbdkbc fv pjkib^

bct hjv fhcfl fh uflfrdt'c vbc cfpqdfhc& vfifcflfvt fk,f'j,f bvbcf^ hjv c α pjkb
lfafhfdc F(x) afmnbeh ufyfobkt,bc aeymwbfc^ fhbc lff[kjt,b' (1–α)=K(λ α ) (b[&
(13.16'))&
itdybiyj'^ hjv fv vt'jlbc ufvj.tyt,f uekbc[vj,c tvgbhbekb ufyfobkt,bc
aeymwbbc fut,fc chekb ithxtdbc lf fhf lf]ueat,ekb vjyfwtvt,bc vb[tldb'&
cfbvtljj,bc tc itafct,f bvjmvtlt,c v[jkjl ufhrdtekb vbf[kjt,b'^ hjltcfw
lf]ueat,bc bynthdfkb cfrvfjl vwbhtf&
itybidyf&* t& [vfkfst lf vbcb vjofatt,bc ,jkjlhjbyltkvf ufvjrdktdt,vf fxdtyf^
hjv rjkvjujhjd-cvbhyjdbc nbgbc rhbnthbevt,bc ufvj.tyt,f itcfskt,tkbf
vhfdfkufypjvbkt,bfyb lfrdbhdt,t,bc itv'[dtdfibw^ hjujhw vfhnbdb^ bct h'ekb
/bgj'tpt,bc itvjovt,bcfc& [50], [76], [77], [78] yfihjvt,ib^ vfhnbyufkehb vt'j-
lt,bc ufvj.tyt,b'^ fut,ekbf ufyfobkt,bcfufy fcbvgnjnehfl 'fdbceafkb 'fy[vj-
,bc rhbnthbevt,b&

***
vjdb.dfyj' bc sbhb'flb kbnthfnehbc cbf^ hjvtkcfw dt.hlyj,jlb' fv
'fdib vj.dfybkb vfcfkbc uflvjwtvbcfc% [20], [39], [52], [57], [79].

LFCRDYT<B

fv 'fdib xdty itdbcofdkt' fhfgfhfvtnhekb 'fy[vj,bc rhbnthbevt,b^

hjvtk'f cfiefkt,b'fw o.lt,f /bgj'tpf'f itvjovt,bc fvjwfyf% t'fy[vt,f 'e fhf X
itv'[dtdb' cblbltpt lfvjerblt,tkb lfrdbhdt,t,bc itltufl vbqt,ekb vjyfwtvt,b
/bgj'tpfc^ hjv X cblblt ufyfobkt,ekbf vjwtvekb F 0 (x) ufyfobkt,bc rfyjyb'&
ufy[bkekbf hjujhw lbcrhtnekb^ fctdt eo.dtnb /bgj'tnehb ufyfobkt,bc F 0 (x)
aeymwbbc itv'[dtdt,b& F 0 (x) itbskt,f b.jc cfdct,b' ufycfpqdhekb (vfhnbdb
/bgj'tpf)^ fy itbwfdltc ewyj, gfhfvtnht,c (h'ekb /bgj'tpf)& fhfgfhfvtnhekb
rhbnthbevt,bc sbhb'flb egbhfntcj,f^ gfhfvtnhek rhbnthbevt,'fy itlfht,b'^
fhbc vf'b ufvj.tyt,bc itcfskt,kj,f lfrdbhdt,ekb itv'[dtdb'b cblblbc
ufyfobkt,bc aeymwbfpt evybidytkj itpqeldbc gbhj,t,ib^ fknthyfnbekb
/bgj'tpt,bc afh'j rkfcbcf'dbc& fct'b rhbnthbevt,blfy fv 'fdib xdty
itdbcofdkt' v[jkjl gbhcjybc χ2 rhbnthbevb lf rjkvjujhjd-cvbhyjdbc rhbnt-
hbevt,b& fqdybiyj' fv rhbnthbev'f th'b vybidytkjdfyb 'dbct,f% fv rhbnthbevt,bc
vb[tldb' uflfo.dtnbkt,bc vbqt,bc otcb t.hlyj,f cnfnbcnbrt,c^ hjvtk'f
ufyfobkt,f fh fhbc lfvjrblt,ekb /bgj'tnehb ufyfobkt,bc aeymwbbc cf[tpt (fye
'fdbceafkbf ufyfobkt,bcfufy)^ hbc ufvjw fv cnfnbcnbrf'f ufvj'dkf cfrvfhbcbf
hjvtkbvt th'b /bgj'tnehb ufyfobkt,bc aeymwbbc itv'[dtdfib& vj.dfybkbf χ2 lf
rjkvjujhjd-cvbhyjdbc rhbnthbevt,bc itlfht,f ('e hf itv'[dtdfib fmdc th'
rhbnthbevc egbhfntcj,f vtjhtc'fy itlfht,b')^ vjwtvekbf sbhb'fl cnfnbc-
13 "FY{VJ<BC RHBNTHBEVT<B 397

nbrf'f ufvjcf'dktkb ajhvekt,b lf yfxdtyt,bf vf'b ufvj.tyt,bc upt,b& ufy[b-

kekbf^ fuht'dt^ rjyrhtnekb fvjwfyt,b&

CFDFH}BIJT<B

13.1. 164 cneltynbc cbvfqkt'f ufpjvdb' vbqt,ekb itltut,b

lf]ueat,ekbf vjyfwtvt,bc [e' c[dflfc[df bynthdfkib vj[dtlhbc vb[tldb'
bynthdfkbc cbuhst
cb[ibhtt,b
lbebvt,ib
61–64 10
65–68 21
69–72 83
73–76 49
77–80 1
t'fy[vt,f 'e fhf tc vjyfwtvt,b /bgj'tpfc^ hjv cbvfqkt'f ufyfobkt,f yjhvfkehbf
cfiefkj vybidytkj,b' 70 lbebvb lf cfiefkj rdflhfnekb uflf[hb' 3 lbebvb (1
lbebvb=2.5cv)

13.2. mdtvj' vj.dfybk w[hbkib fqybiyekbf th' vfqfpbfib rjyrhtnekb

cfmjykbc htfkbpfwbf'f hfjltyj,t,b rdbhbc lqtt,bc vb[tldb'

lqt jhif,f'b cfvif,f'b j'[if,f'b [e'if,f'b gfhfcrtdb

uf.blekb
cfmjykbc 49 35 32 39 45
hfjltyj,f
itbskt,f 'e fhf lfdfcrdyf'^ hjv uf.blekb cfmjytkb 'fyf,hfl fhbc ufyfobkt,ekb
rdbhbc lqtt,bc vb[tldb' (fye t'fy[vt,f 'e fhf tc vjyfwtvt,b 'fyf,fh lbcrhtnek
ufyfobkt,fc)~

13.3. itvltub 40 vjyfwtvb vbqt,ekbf α=2 lf θ=10 gfhfvtnht,bc vmjyt ufvf

ufyfobkt,blfy&
49.0662 15.2768 23.3803 2.2905 13.7978
37.7604 33.9633 22.8145 16.0873 43.4627
40.6222 10.2427 36.0867 26.9065 20.2895
16.0575 5.6385 14.9561 36.7405 13.6624
17.3373 13.9306 30.7167 34.9067 27.5957
20.0064 40.2106 64.0425 6.9909 50.5328
20.7794 3.8205 7.1160 2.7182 31.7776
7.6585 9.3867 6.0724 5.3690 22.0052
398

itfvjovt' fv vjyfwtvt,bc 'fy[vj,f Γ(2,10) ufyfobkt,fc'fy 10%-bfyb vybidytkjd-

yj,bc ljybc ufvj.tyt,b'&

13.4. d'mdf'^ vt-3-t fvjwfyfib itcfvjovt,tkb udfmdc h'ekb /bgj'tpf^ hjv

vjyfwtvt,b vbqt,ekbf ufvf ufyfobkt,blfy (fye ufvf ufyfobkt,bc vmjyt itv'[dtdb'b
cblblbc lfrdbhdt,t,bc itltufl)& hf eylf ufrt'ltc^ obyf fvjwfybcufy ufyc[dfdt,b'^
fv /bgj'tpbc itvjovt,bc vbpyb'~

13.5. d'mdf'^ udbylf itdflfhj' th'vfyt'c ufpjvdf'f jhb cthbf& fhfathb fh

fhbc wyj,bkb vf' ijhbc hfbvt ufyc[dfdt,bc itcf[t,& xdty dfvjovt,' yekjdfy
/bgj'tpfc% vjyfwtvt,b fqt,ekbf th'b lf bubdt utythfkehb th'j,kbj,blfy^
fknthyfnbdbc obyffqvltu% vjyfwtvt,b vbqt,ekbf ufyc[dfdt,ekb ufyfobkt,bc
aeymwbbc vmjyt cblblt'f ufpjvdbc itltufl (α=0.05^ jhv[hbdb rhbnthbevb')

vjyfwtvt,bc I cthbf 1.0, 2.1, 3.0, 1.2, 2.9, 0.6, 2.8, 1.6, 1.7, 3.2, 1.7;
vjyfwtvt,bc II cthbf 2.0, 3.2, 3.8, 2.1, 7.2, 2.3, 3.5, 3.0, 3.1, 4.6, 3.2.
14

FHFGFHFVTNHEKB CNFNBCNBRF&
HFYUJ<HBDB RHBNTHBEVT<B

vt-13 'fdib xdty ufydb[bkt' 'fy[vj,bcf lf th'udfhjdyt,bc fhfgfhfvtn-

hekb (rjkvjujhjdbcf lf rjkvjujhjd-cvbhyjdbc) rhbnthbevt,b& tc rhbnthbe-
vt,b cfiefkt,fc udfsktdc lfdflubyj' ufyfobkt,bc aeymwbt,c ijhbc fhct,ekb
yt,bcvbthb ufyc[dfdt,f& [ibh itv'[dtdfib cfzbhjf ufyfobkt,bc aeymwbt,c ijhbc
hfbvt rjyrhtnekb (lf fhf yt,bcvbthb) ufyc[dfdt,bc fqvjxtyf& vfufkb'fl^ itbskt,f
v[jkjl udfbynthtct,ltc fhbc 'e fhf ufyc[dfdt,f ufyfobkt,f'f cfiefkj vybidyt-
kj,t,c fy vf' vtlbfyt,c ijhbc& pjubth' itv'[dtdfib itbskt,f wyj,bkbw rb b.jc^
hjv jhb ithxtdf fqt,ekbf ufyfobkt,bc aeymwbf'f th'b lf bubdt rkfcblfy lf bcbyb
th'vfyt'bcfufy v[jkjl ofyfwdkt,b' ufyc[dfdlt,bfy& fct' lhjc ert'tcbf eahj
vfhnbdb rhbnthbevt,bc ufvj.tyt,f& fct'b rhbnthbevt,blfy fv 'fdib xdty ufydb[b-
kfd' ybiyt,bcf lf hfyuj,hbd rhbnthbevt,c^ hjvtk'f cfiefkt,b'fw vjovlt,f
/bgj'tpt,b utythfkehb th'j,kbj,bc hbw[db'b vf[fcbf't,kt,bc itcf[t,^ /bgj't-
neh ufyfobkt,bc aeymwbf'f afh'j rkfcbc'dbc& hjltcfw ithxtdf fqt,ekbf yjh-
vfkehb ufyfobkt,blfy^ vfiby cfiefkjt,bc itcf[t, /bgj'tpf'f itvjovt,bc vbpyb'
jgnbvfkehbf flht itcofdkbkb t rhbnthbevbc ('fdb 12) ufvj.tyt,f^ hflufy tc
rhbnthbevb .jdtkb abmcbht,ekb α vybidytkjdyj,bc ljybcf'dbc vbybvfkeh
vtjht udfhbc itwljvfc udfsktdc& vfuhfv yjhvfkehj,bc lfidt,f vhfdfk
ghfmnbrek fvjwfyfib fh fhbc vfh't,ekb lf fv 'fdib vj.dfybk hfyuj,hbd
rhbnthbevt,c egbhfntcj,f fmd' t rhbnthbev'fy itlfht,b' bv itv'[dtdt,ib^
hjltcfw /bgj'tnehb ufyfobkt,bc aeymwbf yjhvfkehbcfufy fhct,b'fl
ufyc[dfdlt,f&

§ 1. FVJWFYT<B VTLBFYBC ITCF{T<

cnfnbcnbrehb fyfkbpbc vt'jlt,b^ hjvkt,cfw fv gfhfuhfaib ufydb[bkfd'^

t[t,f cnfnbcnbrehb /bgj'tpt,bc itvjovt,bc fvjwfyt,c utythfkehb th'j,kbj,bc
vlt,fhtj,bc gfhfvtnhbc (vtlbfybc) itcf[t,& tc vt'jlt,b vybidytkjdfybf jhb
ufyc[dfdt,ekb nbgbc vjyfwtvt,bcf'dbc& gbhdtk itv'[dtdfib tcff ithxtdb'b
vybidytkj,t,b vbqt,ekb eo.dtnb ufyfobkt,bc vmjyt utythfkehb th'j,kbj,blfy^
hjvkbc vtlbfybc itcf[t, udcehc lfcrdyt,bc vbqt,f& vtjht itv'[dtdfib xdty cfmvt
udtmyt,f lfvjerblt,tk lfrdbhdt,ek (x i ,y i ), i=1,2,.., n, o.dbkt,'fy^ cflfw
lfrdbhdt,ekb o.dbkt,bc gbhdtk vybidytkj,fc itbskt,f itd[tlj' hjujhw
lfrdbhdt,t,c "ptvjmvtlt,fvlt" (lfrdbhdt,t,b lfveifdt,fvlt)^ [jkj vtjht
vybidytkj,t,c hjujhw lfrdbhdt,t,c "ptvjmvtlt,bc" itvltu (lfrdbhdt,t,b
lfveifdt,bc itvltu)&
400

YBIFY"F RHBNTHBEVB TH"B ITHXTDBCF"DBC& d'mdf'^ udfmdc n

vjwekj,bc ithxtdf X 1 , X 2 , .., X n . ufydb[bkj' itvltub vjltkb
X j = e j + θ, j=1,2,...,n, (14.1)
cflfw θ ewyj,b gfhfvtnhbf^ .dtkf e j , j=1,2,...,n, eh'bth'lfvjerblt,tkb^ eo.dtnfl
(fhf fewbkt,kfl th'yfbhfl) ufyfobkt,ekb itv'[dtdb'b cblbltt,bf th'b lf bubdt
M vtlbfyb'& itcfvjovt,tkbf yekjdfyb /bgj'tpf
H 0 : θ = 0.
fknthyfnbdt,b itvltubf%
f) H 1 : θ>0, ,) H 1 : θ < 0, u) H 1 : θ ≠ 0.
ufydb[bkj' c[dfj,t,b
D 1 = X 1 –M, D 2 = X 2 –M, ... , D n = X n –M. (14.2)
fvjwfybc gbhj,blfy ufvjvlbyfht^ yekjdfyb /bgj'tpbc cfvfh'kbfyj,bcfc^ P{X i –
M≤0}=P{X i –M>0}=1/2, fye lflt,b' ybiybfyb otdht,bc hfjltyj,f (14.2)
vbvltdhj,fib eylf tvjhxbkt,jltc ,byjveh ufyfobkt,fc (n, p) gfhfvtnhb'^ cflfw
p=P{X i –M≥0}=1/2. 'e lfvfnt,b' vjdb'[jd'^ hjv e i cblbltt,c /mjylt' th'b lf
bubdt ufyfobkt,bc aeymwbf^ vfiby θ gfhfvtnhbc yf,bcvbthb abmcbht,ekb
fknthyfnbekb vybidytkj,bcf'dbc ufvj'dkbkb fk,f'j,f P=P{X i –M≥0} fh bmyt,f
lfvjrblt,ekb i-pt lf (14.2) vbvltdhj,bc lflt,b' ybiybfyb otdht,bc hfjltyj,fc
rdkfd tmyt,f ,thyekbc ufyfobkt,f (n,p) gfhfvtnhb'^ jqjyl p ufyc[dfdt,ekb bmyt,f
1/2-bcfufy& fvbnjv^ fv itv'[dtdfib ufycf[bkdtkb /bgj'tpt,b itvltuyfbhflfw
itbskt,f xfdothj'%
H 0 : p = 1/2.
f) H 1 : p>1/2, ,) H 1 : p<1/2, u) H 1 : p≠1/2.
H 0 /bgj'tpbc itcfvjovt,kfl ufvjb.tyt,f B n cnfnbcnbrf^ hjvtkbw
ofhvjflutyc lflt,b'b ybiyt,bc vmjyt D i -t,bc^ i=1,2,...,n hfjltyj,fc&
ajhvfkehfl Bn cnfnbcnbrf fct ufybcfpqdht,f
n
Bn = ∑ ψ i , (14.3)
i =1
cflfw
1, ' e Di > 0,
ψι = 
0, ' e Di < 0.
yekjdfyb /bgj'tpbc cfvfh'kbfyj,bcfc B n cnfnbcnbrfc^ hjujhw tc ptvj'
fqdybiyt'^ fmdc ,byjvehb ufyfobkt,f (n,p) gfhfvtnht,b'& fmtlfy ufvjvlbyfht H 0
/bgj'tpbc itvjovt,bc rhbnthbevb itvltuib vlujvfhtj,c%
14 FHFGFHFVTNHEKB CNFNBCNBRF& HFYUJ<HBDB RHBNTHBEVT<B 401

H 0 /bgj'tpfc efhd.ja' (α vybidytkjdyj,bc ljyb') Bn cnfnbcnbrbc .dtkf

bct'b ithxtdb'b b n vybidytkj,bcf'dbc^ hjvkbc'dbcfw flubkb fmdc itvltu
enjkj,t,c%
f) b n ≥ b(α,n,1/2) wfkv[hbdb H 1 : θ>0 fknthyfnbdbc itv'[dtdfib^
,) b n ≤ [n–b(α,n,1/2)] wfkv[hbdb H 1 : θ<0 fknthyfnbdbc itv'[dtdfib^
u) b n ≤ [n–b(α 1 ,n,1/2)] fy b n ≥b(α 2 ,n,1/2), cflfw α 1 +α 2 =α, jhv[hbdb fknthyfnbdbc
lhjc&
b(α,n,1/2) fhbc bc hbw[db'b vybidytkj,f^ hjvkbcf'dbcfw
P{B n ≥b(α,n,1/2)}≤α, [jkj P{B n ≥b(α,n,1/2) –1}>α. b n =B n (x) = #{x i : x i –M>0,
i=1,2,...,n}.
b(α,n,1/2)-c hbw[db'b vybidytkj,f ufybcfpqdht,f ybify'f rhbnthbevbc A6
w[hbkt,bc cfiefkt,b'& (b[& vfu& [59]).
vjdb.dfyj' ahfuvtynb fv w[hbkblfy&

w[hbkb 14.1. A6 w[hbkbc ahfuvtynb

n
b
9 10 11
5 0.500 0.623
6 0.253 0.377 0.500
7 0.089 0.171 0.274
8 0.019 0.054 0.113
9 0.002 0.010 0.032
10 0.001 0.005
11 0.0005

fv w[hbkbc gbhdtk cdtnib vj.dfybkbf B n cnfnbcnbrbc itcfskj

vybidytkj,t,b^ [jkj b-c abmcbht,ekb vybidytkj,bc itcf,fvbc cnhbmjycf lf n-bc
abmcbht,ekb vybidytkj,bc itcf,fvbcb cdtnbc uflfrdt'fpt^ fye (b,n) e]hfib vj'fd-
ct,ekbf P{B n ≥ b} fk,f'j,bc vybidytkj,t,b yekjdfyb /bgj'tpbc cfvfh'kbfyj,bc
lhjc&
'e lfrdbhdt,ekb d i =x i –M, i=1,2,...,n c[dfj,t,blfy k hfjltyj,f yekbc nj-
kbf^ vfiby /bgj'tpbc itvjovt,bcfc ithxtdbc vjwekj,f xfb'dkt,f (n–k)-c njkfl&
H 0 /bgj'tpbc itvjovt,bc fqothbkb ghjwtlehf ufvjb.tyt,f ithxtdbc vwbht
vjwekj,bc itv'[dtdfib^ rthsjl^ hjwf n ≤ 25&
fqothbk rhbnthbevc ybify'f rhbnthbevb tojlt,f^ dbyfblfy tc rhbnthbevb
taesyt,f B n cnfnbcnbrfc^ hjvtkbw ofhvjflutyc lflt,b' ybiybfyb D i =X i –M
c[dfj,t,bc hfjltyj,fc& ghfmnbrekfl d i c[dfj,t,bc ufvj'dkf fhw fhbc cfzbhj^
cfrvfhbcbf v[jkjl vf' ybify'f vbvltdhj,bc lflutyf&
402

vfufkbsb 14.1. d'mdf'^ ybiyt,bc vbvltdhj,f itbwfdc 11 tktvtync (t&b& n=11)^

lf +-t,bc hfjltyj,ff 9^ t&b& b 11 =9, α=0.05& yekjdfyb /bgj'tpff H 0 : θ=0 (p=1/2).
hflufy cfsbt,tkbf bct'b b=b(α,n,1/2) hbw[db^ hjv P{B 11 ≥b}≤0,05 [jkj
P{B 11 ≥b–1}>0,05 vj.dfybkb ahfuvtynblfy dhoveylt,b'^ hjv b(0.05,11,1/2)=9,
dbyfblfy P{B 11 ≥9}=0.032, [jkj P{B 11 ≥8}=0.113. fvhbufl w[hbkblfy udfmdc
b(α,n,1/2)=9 (tc hbw[db ahfuvtynib [fpufcvekbf)^ n–b(α,n,1/2)=2. vfiby
f) dbyfblfy b 11 =9=b(0.05,11,1/2) wfkv[hbdb H 1 : θ>0 fknthyfnbdbc itv'[dtdfib
yekjdfy H 0 /bgj'tpfc efhd.ja'^ fye H 0 -c dboeyt,'&
,) dbyfblfy b 11 =9>2=n–b(α,n,1/2) wfkv[hbdb H 1 : θ<0 fknthyfnbdbc itv'[dtdfib
yekjdfyb H 0 /bgj'tpbc efh.jabc cfaesdtkb fh udfmdc^ t&b& H 0 -c fh dboeyt,'&
u) jhv[hbdb fknthyfnbdbc itv'[dtdfib^ 'e lfdeidt,'^ hjv α 1 =0.01, α 2 =0.01, vfiby
α=0.02 vybidytkjdyj,bc ljyb' yekjdfyb H 0 /bgj'tpbc efh.jabc cfaesdtkb fh
udfmdc&
lblb ithxtdt,bcf'dbc ufvjb.tyt,f itvltub cnfnbcnbrf

Bn − (n / 2) &
Bn* = (14.4)
(n / 4)1 / 2

hflufy EB n =np=0,5n lf DB n =np(1–p)=0,25n, yekjdfyb /bgj'tpbc lhjc Bn*

cnfnbcnbrbc ufyfobkt,f fcbvgnjnehfl yjhvfkehbf gfhfvtnht,b' (0,1).
Bn* cnfnbcnbrfpt lf.hlyj,b' H 0 /bgj'tpbc itvjovt,f [lt,f cnfylfh-
nekb upb'& cf[tklj,h^ α vybidytkjdyj,bc ljybc rhbnbrekb fhtt,b itvltubf%

1) bn* >z α ^ wfkv[hbdb vfh]dtyf fknthyfnbdbc lhjc^

2) bn* <–z α ^ wfkv[hbdb vfhw[tyf fknthyfnbdbc lhjc^
3) bn* <–z α/2 fy bn* >z α/2 ^ jhv[hbdb fknthyfnbdbc lhjc&

ituf[ctyt,'^ hjv z α cnfylfhnekb yjhvfkehb ufyfobkt,bc ptlf α-rhbnbrekb

othnbkbf&
itybidyf& ybiyt,bc rhbnthbevbc sfkvjcbkt,bcf'dbc cfzbhjf e i cblblt'f
th'yfbhfl ufyfobkt,ekj,bc vj'[jdyf& fv lhjc tc rhbnthbevb sfkvjcbkb bmyt,f
.jdtkb fknthyfnbdbc obyffqvltu.

YBIYT<BC RHBNTHBEVBC t-RHBNTHBEV"FY ITLFHT<F& hjltcfw cf,fpbcj

ufyfobkt,f yjhvfkehbf cfiefkjt,bc itcf[t, /bgj'tpt,bc itvjovt,bc vbpyb'
itcfskt,tkbf hjujhw cnbeltynbc^ fctdt ybiyt,bc rhbnthbevbc ufvj.tyt,f& fv
itv'[dtdfib t-rhbnthbevc fmdc vbybvfkehb vtjht udfhbc itwljvf β .dtkf α
vybidytkjdyj,bc ljybc ntcnt,c ijhbc lf w[flbf ybiyt,bc rhbnthbevpt ert'tcbf&
hjltcfw /bgj'tnehb ufyfobkt,f cbvtnhbekbf^ vfuhfv fh fhbc yjhvfkehb lf vbcb
14 FHFGFHFVTNHEKB CNFNBCNBRF& HFYUJ<HBDB RHBNTHBEVT<B 403

cfiefkj vybidytkj,f cfchekbf (fv lhjc M=µ)^ vfiby vtjht udfhbc itwljvf
ybiyt,bc rhbnthbevbcf'dbc eahj lblb bmyt,f t-rhbnthbev'fy itlfht,b'^ ufhlf
itv'[dtdt,fc^ hjwf ufyfobkt,fc ufwbkt,b' vsbvt relb fmdc yjhvfkeh'fy
itlfht,b'& itvltu gfhfuhfaib xdty ufydb[bkfd' ybiybfyb hfyut,bc rhbnthbevc^
hjvtkbw c[dfj,t,bc ybiyt,bc ufhlf vf' cblbltt,cfw b'dfkbcobyt,c lf ufwbkt,b'
ert'tcbf ybiyt,bc rhbnthbevpt cbvtnhbekb ufyfobkt,t,bc itv'[dtdfib& fvbnjv
ybiyt,bc rhbnthbevb sbhb'flfl ufvjb.tyt,f fhfcbvtnhbekb /bgj'tnehb ufyf-
obkt,bc lhjc ufyfobkt,bc vtlbfybc itcf[t, lfcrdyt,bc ufrt't,bc vbpyb'&

YBIYBFYB HFYUT<BC RHBNTHBEVB TH"B ITHXTDBCF"DBC& ufydb[bkj'

bctd /bgj'tpbc itvjovt,bc fvjwfyf gjgekfwbbc vtlbfybc itcf[t,& 'e f'b
lfrdbhdt,bc cfaesdtkpt udcehc itdfvjovj' H 0 : M=0 /bgj'tpf (H 1 : M>0 wfk-
v[hbdb fknthyfnbdbc obyffqvltu) ybiyt,bc ntcnbc ufvj.tyt,b'^ vfiby α=0,055
vybidytkjdyj,bc ljybc itcf,fvbcb /bgj'tpbc efh.jabc fht {8,9,10} cbvhfdktc
lftv'[dtdf (fye w[hbkbc vb[tldb' P{B n ≥8}=0.054≤0.055 lf P{B n ≥7}=0.171≥0.055.
lfdeidf'^ hjv xdtyb ithxtdf itlut,f (phlbc vb[tldb' lfkfut,ekb) itvltub
lfrdbhdt,t,bcfufy
–0.05, –0.19, –0.57, 0.76, 1.30, 2.02, 2.17, 2.46, 2.68, 3.02.
fv itv'[dtdfib cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,f (fye lflt,b'b
ybiybc lfrdbhdt,f'f hfjltyj,f) 7-bc njkbf lf α=0,055 vybidytkjdyj,bc ljyb'
xdty fh efhd.ja' H 0 /bgj'tpfc H 1 : M>0 fknthyfnbdbc cfcfhut,kjl&
'e lfderdbhlt,b' fv vjyfwtvt,c itdfvxytd'^ hjv 'evwf udfmdc cfvb
efh.jab'b ybiybc lfrdbhdt,f^ fv lfrdbhdt,f'f cblblt ufwbkt,b' vwbhtf idbl
lflt,b' lfrdbhdt,f'f cblbltt,'fy itlfht,b'& ybiyt,bc rhbnthbevvf fh efh.j
/bgj'tpf bvbc ufvj^ hjv tc ntcnb ithxtdblfy v[jkjl lfrdbhdt,f'f ybiyt,bc
itcf[t, vbqt,ek byajhvfwbfc b.tyt,c lf lfrdbhdt,f'f f,cjkenehb
vybidytkj,t,bc cblbltt,c fh b'dfkbcobyt,c&
'e dbwb'^ hjv fv vfufkb'ib ithxtdf vbqt,ekbf eo.dtnb cbvtnhbekb
ufyfobkt,blfy^ vfiby ybiybfy rhbnthbevpt lf.hlyj,b' vbqt,ekb lfcrdyf (hjv
M=0) ufycfre'ht,b' cftzdj [lt,f^ hflufy fqybiyekb vjyfwtvt,bc vb[tldb'
gjgekfwbbc cbvtnhbbc wtynhb 0-bc vfh]dybd vlt,fhtj,c lf ithxtdb'b cfiefkj
vybidytkj,f x =1,66 ufwbkt,b' lblbf efh.jab'b ybiybc lfrdbhdt,f'f
f,cjkeneh cblbltpt&
xdty lfdeidt,'^ hjv ithxtdf fqt,ekbf eo.dtnb cbvtnhbekb ufyfobkt,blfy
lf itdfluty' ybiybfyb ntcnbcfufy ufyc[dfdt,ek rhbnthbevc^ hjvtkbw efh.jac H 0
/bgj'tpfc xdtyc vbth ufy[bkek vfufkb'ib^ hflufy f[fkb ntcnb lfrdbhdt,f'f
ybiyt,c ufhlf vf' f,cjkeneh cblbltt,cfw vbbqt,c v[tldtkj,fib&
d'mdf'^ vjwtvekb udfmdc n vjwekj,bc ithxtdf X 1 ,X 2 ,...,X n & bctd ufydb[bkj'
X j = e j + θ, j=1,2,...,n, (14.5)
404

vjltkb^ cflfw θ ewyj,b gfhfvtnhbf lf e j , j=1,2,...,n lfvjerblt,tkb^ eo.dtnb

cbvtnhbekb ufyfobkt,bc vmjyt itv'[dtdb' cblblt'f vbvltdhj,ff th'b lf bubdt
(M-bc njkb) vtlbfyb'&
obyf itv'[dtdbcfufy ufyc[dfdt,b'^ xdty lfvfnt,b' vjdb'[jd' e j itv'[dtdb'b
cblbltt,bc cbvtnhbekj,fc& fv itv'[dtdfib e j itv'[dtdb'b cblblbc vtlbfyf vbc
cfiefkj vybidytkj,fc tv'[dtdf ('e tc erfyfcrytkb cfchekbf) lf itudbskbf
ufydb[bkj' /bgj'tpbc itvjovt,bc fvjwfyf ufyfobkt,bc cfiefkj vybidytkj,bc
itcf[t,&
itcfvjovt,tkbf /bgj'tpf^ hjv X i cblbltt,bc cfth'j cfiefkj vybidytkj,f
(fy cfth'j vtlbfyf) M-bc njkbf&
H 0 : θ = 0.
fknthyfnbdt,b itvltubf%
f) H 1 : θ > 0, ,) H 1 : θ < 0, u) H 1 : θ ≠ 0.

/bgj'tpbc itcfvjovt,kfl rdkfd ufydb[bkj' lfrdbhdt,ek vybidytkj,f'f

itvltub c[dfj,t,b
D 1 = X 1 –M, D 2 = X 2 –M, ... , D n = X n –M, (14.6)
lfdfkfuj' fv c[dfj,t,bc f,cjkenehb vybidytkj,t,b phlbc vb[tldb' lf 'b'jtek
|D i |-c vbdfothj' cf'fyflj hfyub& hfyub fh vbtotht,f bv lfrdbhdt,ek vybidytkj,fc^
hjvkbc'dbcfw D j =0. hfvltybvt |D j |-bc njkj,bc itv'[dtdfib 'b'jtekc vbtotht,f
itcf,fvbcb hfyut,bc fhb'vtnbrekb cfiefkj&
lfdeidf'^ hjv R i fhbc |D i |-bc hfyub& ufydcfpqdhj'
1, ' e Di > 0,
ψι = 
0, ' e Di < 0.
lf
n
Tn = ∑ R i ψ i
i =1

fvudfhfl T n fhbc lflt,b' ybiybfyb D i -t,bc hfyut,bc ]fvb& [jkj

x=(x 1 ,x 2 ,...,x n ) htkbpfwbbcf'dbc t n =T n (x) ofhvjflutyc T n cnfnbcnbrbc
lfrdbhdt,ek vybidytkj,fc&
ufy[bkekb vfufkb'bcf'dbc itudbskbf itdflubyj' itvltub w[hbkb

w[hbkb 14.2
lfrdbhdt,f'f f,cjkenehb
vybidytkj,t,b 0.05 0.19 0.57 0.76 1.30 2.02 2.17 2.46 268 3.02
hfyut,b 1 2 3 4 5 6 7 8 9 10
ybiybfyb hfyut,b –1 –2 –3 4 5 6 7 8 9 10
14 FHFGFHFVTNHEKB CNFNBCNBRF& HFYUJ<HBDB RHBNTHBEVT<B 405

T cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,f fhbc t=4+5+6+7+8+9+10=49. H 0

/bgj'tpf eylf efhd.j' H 1 : θ > 0 fknthyfnbdbc cfcfhut,kjl^ hjltcfw t-c
vybidytkj,f cfrvfjl lblbf^ hflufy t-c lblb vybidytkj,f udbxdtyt,c^ hjv lblb
f,cjkenehb cblblbc vmjyt lfrdbhdt,f'f evtntcb yfobkb lflt,b'b ybiybcff^ hfw
eylf ybiyfdltc cfiefkj vybidytkj,bc (fy vtlbfybc) yekc ptdb' uflf[hfc& cf,jkjj
uflfo.dtnbkt,bc vbcfqt,fl eylf dbwjlt'^ fhbc 'e fhf T cnfnbcnbrbc vbth
vbqt,ekb 49-bc njkb vybidytkj,f @vjekjlytkfl" lblb^ 'erb /bgj'tpf
ztivfhbnbf&
yekjdfyb /bgj'tpbc cfvfh'kbfyj,bc lhjc T cnfnbcnbrfc uffxybf
/bgj'tnehb ufyfobkt,bcfufy lfvjerblt,tkb^ cfdct,b' ufycfpqdhekb cbvtnhb-
ekb ufyfobkt,f lf fv ufyfobkt,bc rhbnbrekb vybidytkj,t,b itudbskbf vjdyf[j'
ybiybfyb hfyut,bc rhbnthbevbc lfyfh'ib vjwtvekb A7 w[hbkblfy^ hjvkbc
ahfuvtynbw mdtvj' fhbc vj.dfybkb&

w[hbkb 14.3. A7 w[hbkbc ahfuvtynb

n
t 8 9 10 11
33 0.020 0.125 0.312 0.517
34 0.012 0.102 0.278 0.483
35 0.008 0.082 0.246 0.449
36 0.004 0.064 0.216 0.416
37 0.049 0.188 0.382
38 0.037 0.161 0.350
39 0.027 0.138 0.319
40 0.020 0.116 0.289
41 0.014 0.097 0.260
42 0.010 0.080 0.232
43 0.006 0.065 0.207
44 0.004 0.053 0.183
45 0.002 0.042 0.160

fv w[hbkblfy xfyc^ hjv α=0,053 vybidytkjdyj,bc ljybc rhbnbrekb

vybidytkj,f 44-bc njkbf^ fye P{T ≥ 44) < 0,053 lf tc rhbnthbevb efh.jac H 0
/bgj'tpfc α=0,053 vybidytkjdyj,bc ljyb' H 1 : θ > 0 fknthyfnbdbc
cfcfhut,kjl&
yekjdfyb /bgj'tpbc cfvfh'kbfyj,bcfc T n cbvtnhbekb ufyfobkt,bc vmjyt
n ( n +1)
cnfnbcnbrff^ vbcb cfiefkj vybidytkj,f 2
-bc njkbf&
fvbnjv H 0 /bgj'tpbc itvjovt,bc rhbnthbevb itvltuib vlujvfhtj,c%
406

H 0 /bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb'^ .dtkf bct'b ithxtdb'b

vybidytkj,t,bcf'dbc^ hjvtk'f'dbc
f) t n ≥ t(α,n) wfkv[hbdb H 1 : θ>0 fknthyfnbdbc itv'[dtdfib^
n(n + 1)
,) t n ≤ –t n (α,n) wfkv[hbdb H 1 : θ<0 fknthyfnbdbc itv'[dtdfib^
2
n(n + 1)
u) t n ≥ t(α 1 ,n) fy t n ≤ –t(α 2 ,n), cflfw α=α 1 +α 2 – jhv[hbdb fknthyfnbdbc
2
lhjc^ c[df itv'[dtdfib H 0 /bgj'tpbc efh.jabc cfaesdtkb fhf udfmdc& [ibh
itv'[dtdfib fbqt,f α 1 =α 2 =α/2&
fm t(α,n) fhbc bc vybidytkj,f^ hjvkbcf'dbcfw P{T≥t(α,n)}≤α, [jkj
P{T>t(α,n)–1}>α. t(α,n)-bc hbw[db'b vybidytkj,f ufybcfpqdht,f A7 w[hbkt,bc
cfiefkt,b'& (b[& vfu& [59])^ hjvkbc ahfuvtyncfw 14.3 w[hbkb ofhvjflutyc&
fqybiyek rhbnthbevc ybiybfyb hfyut,bc rhbnthbevb tojlt,f^ dbyfblfy
rhbnthbevb t.hlyj,f d i = x i –Μ c[dfj,t,bc ybiyt,c lf hfyut,c&
vfufkbsb 14.2. d'mdf'^ n=9 lf T cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,f 38-
bc njkbf. α=0.05 vybidytkjdyj,bc ljyb' itdfvjovj' yekjdfyb /bgj'tpf%
H 0 : θ=0&
14.3 w[hbkblfy udfmdc
P{T≥38)}= 0,049<0.05, [jkj P{T≥37}=0,064>0,05, t&b& t(0,05;9)=38
n ( n +1)
(tc hbw[db 14.3 w[hbkib [fpufcvekbf)^ 2
– t(0,05;9)=7, fvbnjv
f) dbyfblfy t=38=t(0,05;9), wfkv[hbdb H 1 : θ>0 fknthyfnbdbc itv'[dtdfib H 0
/bgj'tpfc efhd.ja'&
,) dbyfblfy t=38>7= n ( n2+1) – t(0,05;9), wfkv[hbdb H 1 : θ<0 fknthyfnbdbc itv'[dtdfib
H 0 /bgj'tpbc efh.jabc cfaesdtkb fh udfmdc&
u) jhv[hbdb fknthyfnbdbc itv'[dtdfib^ 'e lfdeidt,'^ hjv α 1 =0.025, α 2 =0.025,
n ( n +1)
vfiby t(0.025;9)=40, 2
–t(0.025;n)=5 lf α=0.05 vybidytkjdyj,bc ljyb' yekjdfyb
H 0 /bgj'tpbc efh.jabc cfaesdtkb fh udfmdc^ t&b& H 0 -c fh dboeyt,'&
hjwf ithxtdbc vjwekj,f lblbf (n>20), dcfhut,kj,' itvltub cnfnbc-
nbrb'%
T − 14 n (n + 1)
Tn* = . (14.7)
1
24
n (n + 1) (2n + 1)
tc cnfnbcnbrf fcbvgnjnehfl yjhvfkehfl fhbc ufyfobkt,ekb (0,1)
gfhfvtnht,b' lf H 0 /bgj'tpbc itvjovt,f cnfylfhnekb upb' eylf xfnfhltc&
14 FHFGFHFVTNHEKB CNFNBCNBRF& HFYUJ<HBDB RHBNTHBEVT<B 407

YBIYBFYB HFYUT<BC RHBNTHBEVBCF LF CNBELTYNBC t-RHBNTHBEVBC

ITLFHT,F& hjltcfw ithxtdf vbqt,ekbf yjhvfkehb ufyfobkt,blfy^ cfiefkjt,bc
itcf[t, /bgj'tpf itudbskbf itdfvjovj'^ hjujhw ybiybfyb hfyut,bc^ fctdt t-rhbnt-
hbevbc ufvj.tyt,b'& fv itv'[dtdfib t-rhbnthbevc tybzt,f egbhfntcj,f^ hflufy vfc
vbybvfkehb vtjht udfhbc itwljvf uffxybf .dtkf α vybidytkjdyj,bc ljybc rhbnt-
hbevt,c ijhbc& hjujhw fqdybiyt'^ ybiybfyb hfyut,bc rhbnthbevb ufvjb.tyt,f
eo.dtnb^ cbvtnhbekb cf,fpbcj ufyfobkt,bc lhjc& fct'b ufyfobkt,bc vtlbfyf cfie-
fkj vybidytkj,fc tv'[dtdf& fvbnjv cbvtnhbekb ufyfobkt,bcf'dbc H 0 : M=M 0 /bgj-
'tpbc itvjovt,f itcfskt,tkbf ithxtdb'b cfiefkjc lf[vfht,b'& 'e cf,fpbcj F uf-
yfobkt,bc σ2 lbcgthcbf cfchekbf^ vfiby X fcbvgnjnehfl yjhvfkehfl fhbc
ufyfobkt,ekb (M cfiefkj'b lf σ2/n lbcgthcbb') lf lblb ithxtdt,bcf'dbc
cnbeltynbc
X −M
T=
S / n −1
cnfnbcnbrf vbf[kjt,b' yjhvfkehflff ufyfobkt,ekb^ (0,1) gfhfvtnht,b'&
fvbc ufvj cnbeltynbc cnfnbcnbrbc ufvj.tyt,fc fphb fmdc yjhvfkehbcfufy
ufyc[dfdt,ekb cbvtnhbekb ufyfobkt,bc itv'[dtdfibw&
@vsbvt relbc" vmjyt /bgj'tnehb ufyfobkt,bcf'dbc (t&b& hjltcfw cfiefkj
vybidytkj,blfy lblb uflf[ht,b eahj vjcfkjlytkbf yjhvfkeh ufyfobkt,fc'fy
itlfht,b') X ithxtdb'b cfiefkj fhfvluhflbf lf T cnfnbcnbrbc rht,flj,f yjh-
vfkehb ufyfobkt,bcfrty cfrvfjl ytkbf& fvbnjv ybiybfyb hfyut,bc rhbnthbevc egb-
hfntcj,f fmdc t rhbnthbev'fy bv itv'[dtdfib^ hjltcfw cf,fpbcj ufyfobkt,f fhct-
,b'fl ufyc[dfdlt,f yjhvfkehbcfufy lf ithxtdbc vjwekj,f fh fhbc sfkbfy lblb&

YBIFY"F RHBNTHBEVB LFRDBHDT<F"F O>DBKT<BCF"DBC& d'mdf'^ udfmdc

n vjwekj,bc ithxtdf
(X 1 ,Y 1 ), (X 2 ,Y 2 ), ... , (X n ,Y n ).
fqdybiyj' D i =Y i –X i lf ufydb[bkj' vjltkb
D j = e j + θ, j=1,2,...,n, (14.8)
cflfw θ ewyj,b gfhfvtnhbf^ e j , j=1,2,...,n, eh'bth'lfvjerblt,tkb^ eo.dtnb (lf^
cfpjufljl^ c[dflfc[df ufyfobkt,bc vmjyt) itv'[dtdb'b cblbltt,bf th'b lf bubdt
yekbc njkb vtlbfyb'& α vybidytkjdyj,bc ljyb' itcfvjovt,tkbf yekjdfyb
H 0 : θ=0
/bgj'tpf. fknthyfnbdt,b itvltubf%
f) H 1 : θ<0, ,) H 1 : θ>0, u) H 1 : θ≠0.
yekjdfyb /bgj'tpbc cfvfh'kbfyj,bcfc D i [fcbf'lt,f yekbc njkb
vtlbfyb'& fvbnjv ufydb[bkj' lfrdbhdt,ek vybidytkj,f'f itvltub c[dfj,t,b%
408

d 1 = x 1 –y 1 , d 2 = x 2 –y 1 , ... , d n = x n –y n (14.9)
lf /bgj'tpbc itcfvjovt,kfl ufvjdb.tyj' ybify'f rhbnthbevb&

ybify'f rhbnthbevb lfrdbhdt,f'f o.dbkt,bcf'dbc

(xi,yi), i=1,2,..,n fhbc (Xi,Yi), i=1,2,..,n lfvjerblt,tkb o.dbkt,bc
lfrdbhdt,ekb vybidytkj,t,b& fvfc'fy Di=Yi-Xi , di=yi-xi .
vjltkb Dj= ej + θ, j=1,2,...,n,
cflfw^ ej, j=1,2,...,n eh'bth'lfvjerblt,tkb^ eo.dtnb lf cfpjufljl c[dflfc[df
ufyfobkt,bc vmjyt itv'[dtdb'b cblbltt,bf th'b lf bubdt yekbc njkb vtlbfyb'&
vybidytkjdyj,bc ljytf α
yekjdfyb /bgj'tpf H0: θ = 0
n
rhbnthbevbc cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,f bn = ∑ ψ i , cflfw
i =1

1, ' e d i > 0,

ψι = 
0, ' e d i < 0.
fknthyfnbdf uflfo.dtnbkt,bc vbqt,bc otcb
f) H1: θ > 0 H0-c efhd.ja'^ 'e bn ≥ b(α,n,1/2)
,) H1: θ< 0 H0-c efhd.ja'^ 'e bn ≤ [n-b(α,n,1/2)]
u) H1: θ ≠0 H0-c efhd.ja'^ 'e bn ≤ [n-b(α1,n,1/2)] fy b ≥ b(α2,n,1/2),
cflfw α1+α2=α,
b(α,n,1/2) fhbc bc hbw[db'b vybidytkj,f^ hjvkbcf'dbcfw P{Bn≥b(α,n,1/2)≤α,
[jkj P{Bn≥b(α,n,1/2)–1}>α. b(α,n,1/2)-bc hbw[db'b vybidytkj,f ufybcfpqdht,f
ybify'f rhbnthbevbc rhbnbrekb vybidytkj,t,bc A6 w[hbkt,bc cfiefkt,b'

vfufkbsb 14.3. 14.4 w[hbkib vjwtvekbf 11 gbhjdyt,bc vbth ufcf[ljvb

lbtnbc ufvj.tyt,bc itltut,b&

w[hbkb 14.4
gbhjdyt,f ojybc wdkbkt,f gbhjdyt,f ojybc wdkbkt,f
1 lfrfhuf 7 lfrfhuf
2 lfrfhuf 8 lfrfhuf
3 vjbvfnf 9 lfrfhuf
4 lfrfhuf 10 lfrfhuf
5 fh itbwdfkf 11 lfrfhuf
6 lfrfhuf
14 FHFGFHFVTNHEKB CNFNBCNBRF& HFYUJ<HBDB RHBNTHBEVT<B 409

rb'[df itvltuib vlujvfhtj,c% tatmnehbf 'e fhf lbtnf~

f) xfvjf.fkb,t' H 0 lf H 1 /bgj'tpt,b^ 0.05 vybidytkjdyj,bc ljyb' fqotht'
uflfo.dtnbkt,bc vbqt,bc otcb&
,) hfc bn.db' lbtnfpt&
fvj[cyf& f) H 0 : θ=0; H 1 : θ>0, n=11. H 0 -c efhd.ja'^ 'e b n ≥b(0,05,10,1/2)=9.
b n fhbc bv gbhjdyt,t,bc hfjltyj,f^ hjvkt,vfw lbtnbc itltufl lfrfhutc ojyf&
,) H 0 -c efhd.ja'& hflufy 9 rfwvf lfrfhuf ojyf& lfcrdyf% tc lbtnf tatmnehbf&

YBIYBFYB HFYUT<BC RHBNTHBEVB LFRDBHDT<F"F O>DBKT<BCF"DBC&

d'mdf' (X 1 ,Y 1 ), (X 2 ,Y 2 ), ... , (X n ,Y n ) fhbc itv'[dtdb' cblblt'f n lfvjerblt,tkb
o.dbkb& fqdybiyj' D i =Y i –X i lf ufydb[bkj' vjltkb
D j = e j + θ, j=1,2,...,n, (14.10)
cflfw θ ewyj,b gfhfvtnhbf^ e j , j=1,2,...,n, eh'bth'lfvjerblt,tkb^ yekbc vbvfh'
cbvtnhbekb^ eo.dtnfl ufyfobkt,ekb itv'[dtdb'b cblbltt,bf& α vybidytkjdyj,bc
ljyb' itcfvjovt,tkbf yekjdfyb /bgj'tpf
H 0 : θ=0.
fknthyfnbdt,b itvltubf%
f) H 1 : θ<0, ,) H 1 : θ>0, u) H 1 : θ≠0.
fvhbufl^ yekjdfyb /bgj'tpbc cfvfh'kbfyj,bcfc D j [fcbf'lt,f yekbc
vbvfh' cbvtnhbekb ufyfobkt,b'& ufydb[bkj' lfrdbhdt,ek vybidytkj,f'f
d 1 = x 1 –y 1 , d 2 = x 2 –y 1 , ... , d n = x n –y n , (14.11)
c[dfj,t,b lf /bgj'tpbc itcfvjovt,kfl ufvjdb.tyj' ybiybfyb hfyut,bc rhbnthbevb&
itybidyf% 1. yekbc vbvfh' cbvtnhbekj,bc vj'[jdyf ybiybfyb hfyut,bc
rhbnthbevbcf'dbc eahj vrfwhb vj'[jdyff^ dblht th'b lf bubdt vtlbfybc vj'[jdyf
ybify'f rhbnthbevbcf'dbc&
D i c[dfj,t,bc ufyfobkt,bc yjkbc vbvfh' cbvtnhbekj,bc vj'[jdyf
cheklt,f^ vfufkb'fl^ itvltu jh itv'[dtdfib%
1. hjwf X lf Y th'yfbhfl ufyfobkt,ekb itv'[dtdb'b cblbltt,bf*
2. (X,Y) lf (Y,X) dtmnjht,b th'yfbhflff ufyfobkt,ekb% F(x,y)=F(y,x)^ cflfw
F(x,y)=P{X≤x, Y≤y)& fvbnjv ybiybfyb hfyut,bc rhbnthbevc [ibhfl fv /bgj'tpbc
itcfvjovt,kflfw b.tyt,ty&
H' 0 : F(x,y)=F(y,x) /bgj'tpf^ 'fdbc v[hbd ybiyfdc^ hjv @ptvjmvtlt,bc# tatmnb
fh ufvjdktybkf% X lf Y cblbltt,b eh'bth'uflfcvflbf& eylf fqbybiyjc^ hjv 'e
fhct,ekb vjyfwtvt,b' H 0 : ∆=0 /bgj'tpf efh.jabkbf^ vfiby efh.jabkbf H' 0 -bw&
'evwf H 0 /bgj'tpbc 'fy[vj,f vjyfwtvt,'fy cekfw fh ybiyfdc H' 0 -bc 'fy[vj,fcfw^
dbyfblfy D i -t,bc ufyfobkt,bc cbvtnhbekj,blfy^ cfpjufljl fh ufvjvlbyfhtj,c^
hjv F(x,y)=F(y,x).
410

2. ufvj'dkt,bc 'dfkcfphbcb' ybify'f rhbnthbevb eahj vfhnbdbf ybiybfyb

hfyut,bc rhbnthbevpt& ybify'f rhbnthbevbc ufvjcf.tyt,kfl lfo.dbkt,ekb
vjyfwtvt,bcf'dbc xdty udzbhlt,f v[jkjl D i c[dfj,t,bc ybiyt,b^ [jkj ybiybfyb
hfyut,bc rhbnthbevbc ufvj.tyt,bcfc D i c[dfj,t,bc ybiyt,'fy th'fl cfzbhjf |D i |-c
hfyut,bc ufvj'dkfw& hjujhw otcb (vfuhfv tc .jdtk'dbc fct fhff)^ ybiybfyb hfyut,bc
rhbnthbevb eahj tatmnehbf ybify'f rhbnthbevpt&
lfo.dbkt,ekb vjyfwtvt,bcf'dbc B lf T cnfnbcnbrt,bc ufyfobkt,bc
rfyjyt,b yekjdfyb /bgj'tpbc cfvfh'kbfyj,bcfc fh fhbc lfvjrblt,ekb e j ,
j=1,2,...,n, cblbltt,bc ufyfobkt,fpt& cojhtl fvbnjv fv cnfnbcnbrt,pt lf.hyj,bk
vt'jlt,c ufyfobkt,bcfufy 'fdbceafk^ fye fhfgfhfvtnhek vt'jlt,c eojlt,ty&

ybiybfyb hfyut,bc rhbnthbevb lfrdbhdt,f'f o.dbkt,bcf'dbc

(xi,yi), i=1,2,..,n fhbc (Xi,Yi), ), i=1,2,..,n lfvjerblt,tkb o.dbkt,bc lfrdbhdt,ekb
vybidytkj,t,b& fvfc'fy
Di=Yi–Xi = ej + θ, j=1,2,...,n,
cflfw ej, j=1,2,...,n, lfvjerblt,tkb^ yekbc vbvfh' cbvtnhbekb eo.dtnfl
ufyfobkt,ekb itv'[dtdb'b cblbltt,bf& θ ewyj,b gfhfvtnhbf&
vybidytkjdyj,bc ljyt% α
yekjdfyb /bgj'tpf% H0: θ = 0
n
rhbnthbevbc cnfnbcnbrbc t n = ∑ Ri ψ i
i =1
lfrdbhdt,ekb vybidytkj,f^ cflfw Ri fhbc |di|=|xi–yi|-bc hfyub^ [jkj
1, ' e d i = xi − y i > 0,
ψι = 
0, ' e d i = xi − y i < 0.
fknthyfnbdf uflfo.dtnbkt,bc vbqt,bc otcb
f) H1: θ>0 H0-c efhd.ja'^ 'e tn≥ t(α,n,)
,) H1: θ<0 H0-c efhd.ja'^ 'e tn≤ n ( n2+1) –t(α,n)
u) H1: θ ≠0 H0-c efhd.ja'^ 'e tn≥t(α1,n) fy T≤ n ( n2+1) -t(α2,n),
cflfw α=α1+α2

t(α,n) fhbc bc hbw[db'b vybidytkj,f^ hjvkbcf'dbcfw P{T≥t(α,n)}≤α, [jkj

P{T>t(α,n)–1}>α. t(α,n)-bc hbw[db'b vybidytkj,f ufybcfpqdht,f ybiybfyb
hfyut,bc rhbnthbevbc rhbnbrekb vybidytkj,t,bc A7 w[hbkt,bc cfiefkt,b'&

vfufkbsb 14.4. itv'[dtdb' fbhxbtc f[fkufphlf ,bpytcvtyt,b^ hjvtk'fw

uffxybf' cfre'fhb cf[kt,b& itvltu itflfhtc vf'b cf[kbc afh'j,b vf'bdt
14 FHFGFHFVTNHEKB CNFNBCNBRF& HFYUJ<HBDB RHBNTHBEVT<B 411

vij,kt,bc cf[kbc afh'j,c& itbskt,f 'e fhf lfdfcrdyf'^ hjv f[fkufphlf

,bpytcvtyt,b eahj lbl cf[kt,ib w[jdhj,ty^ dblht vf'b vij,kt,b~ α=0.05&
itltut,b vj.dfybkbf w[hbkib%

w[hbkb 14.5
idbkt,bc cf[kbc vij,kt,bc cf[kbc
,bpytcvtyb
afh'j,b (Y) afh'j,b (X)
1 1725 1175
2 1310 1120
3 1670 1420
4 1520 1640
5 1290 1360
6 1880 1750
7 1530 1440

fvj[cyf& itcfvjovt,tkbf /bgj'tpf^ hjvkbc 'fyf[vflfw fh fhct,j,c

ufyc[dfdt,f idbkt,bc lf vij,kt,bc cf[kt,bc afh'j,t,c ijhbc& fknthyfnbdf
vfh]dtyf wfkv[hbdbf& fldbkb vbcfqt,bf itvltub w[hbkb

w[hbkb 14.6

|d|=|y-x| hfyub ψ Rψ
70 1 0 –1
90 2 1 2
120 3 0 –3
130 4 1 4
150 5 1 5
250 6 1 6
550 7 1 7

/bgj'tpbc itcfvjovt,kfl ufvjdb.tyj' ybify'f rhbnthbevb^ hjvkbc'dbcfw

vbdbqt,'% b n =5<6=b(0,05;7;1/2), fye yekjdfyb /bgj'tpbc efh.jabc cfaesdtkb fh
udfmdc& bubdt vjyfwtvt,bcf'dbc ybiybfyb hfyut,bc rhbnthbevb udfsktdc
T n =24<25=t(0,05;7)^ H 0 fh efhb.jaf (wfkv[hbdb ntcnb)&
fvhbufl^ fh fhct,j,c ufyc[dfdt,f cf[kt,bc afh'j,t,c ijhbc& f[fkufphlf
,bpytcvtyt,b fh w[jdhj,ty eahj lbl cf[kt,ib^ dblht vf'b vij,kt,b&

§2. JHFVJRHTABFYB FVJWFYT<B OFYFWDKT<BC ITCF{T<

(ebkrjrcjybc hfyu'f ]fvt,bc lf vfy-ebnybc rhbnthbevt,b)
412

xdtyc vbth ufy[bkekb b.j jhb ithxtdbc th'udfhjdyt,bc /bgj'tpbc

itvjovt,bc rjkvjujhjd-cvbhyjdbc rhbnthbevb& duekbc[vj,lb'^ hjv udfmdc jhb
lfvjerblt,tkb X 1 ,X 2 ,...,X n lf Y 1 ,Y 2 ,...,Y m ithxtdf& gbhdtkb ithxtdbc 'tjhbekb
ufyfobkt,bc aeymwbf fqdybiyj' F(x)-b'^ vtjhtcb G(x)-b'& vjovlt,f H 0 : F(x)=G(x)
/bgj'tpf& rjkvjujhjd-cvbhyjdbc rhbnthbevb ofhvjflutyc jhb ithxtdbc'dbc
th'udfhjdyt,bc /bgj'tpbc itvjovt,bc cfrvfhbcfl vrfwh rhbnthbevc& bc
cfiefkt,fc bsktdf lfdflubyj' ufyfobkt,bc aeymwbt,c ijhbc fhct,ekb yt,bcvbthb
ufyc[dfdt,f& [ibhfl^ hjltcfw cfzbhjf ufyfobkt,t,c ijhbc hfbvt rjyrhtnekb
c[dfj,bc (vfufkb'fl ufyc[dfdt,f cfiefkjt,c ijhbc) fqvjxtyf^ vbpfyitojybkbf
eahj vfhnbdb rhbnthbevt,bc ufvj.tyt,f& fm xdty ufydb[bkfd' jhb lfvjerblt,tkb
ithxtdbc th'udfhjdyt,bc /bgj'tpt,bc itvjovt,bc ebkrjrcjybc lf vfy-ebnybc
rhbnthbevt,c^ hjvkt,bw ufhrdtekb fphb' wdkbfy t-rhbnthbevc bv
itv'[dtdbcf'dbc^ hjltcfw gjgekfwbf fh fhbc yjhvfkehfl ufyfobkt,ekb&
ufydb[bkj' th'udfhjdyt,bc fvjwfybc fct'b vjltkb% vjwtvekbf m lf n
vjwekj,bc jhb lfvjerblt,tkb ithxtdf X 1 ,X 2 ,...,X m lf Y 1 ,Y 2 ,...,Y n ^ fvfc'fy
X i = e i , i=1,2,...,m.
Y j = e n + j + ∆, j=1,2,...,n.
cflfw .dtkf e 1 ,e 2 ,...,e n+m eh'bth'lfvjerblt,tkb lf th'b lf bubdt eo.dtnb
ufyfobkt,bc vmjyt itv'[dtdb'b cblbltt,bf& d'mdf'^ x 1 ,x 2 ,...,x m lf y 1 ,y 2 ,...,y n
ithxtdb'b vybidytkj,t,bf& gbhdtkc deojlj' cfrjynhjkj th'j,kbj,f^ [jkj
vtjhtc cfveifj th'j,kbj,f& fv jhb^ cfrjynhjkj lf cfveifj th'j,kbj,bc
itlfht,bc cfaesdtkpt udbylf ufdfhrdbj'^ fmdc 'e fhf flubkb lfrdbhdt,flb
cblbltt,bc cbcntvfneh ofyfwdkt,fc&
fqothbkb vjltkbc afhukt,ib^ X lf Y eo.dtnb itv'[dtdb'b cblbltt,bf^ vf'
ufyfobkt,bc rfyjyt,c fmdc th'b lf bubdt ajhvf lf uf,ytdf (ufyatybkj,f)^
ufyc[dfdt,ekbf v[jkjl vf'b cfiefkjt,b^ µ 1 lf µ 2 ^ fvfc'fy µ 2 –µ 1 =∆^ t&b&
F X (x)=F(x), F Y (x)=F(x–∆)& fvhbufl itcfvjovt,tkbf /bgj'tpf cfiefkjt,bc njkj,bc
(∆=0) itcf[t,& fvbnjv yekjdfyb /bgj'tpf fct xfbotht,f%
H 0 : ∆=0.
fknthyfnbdt,b itvltubf%
f) H 1 : ∆>0, ,) H 1 : ∆<0, u) H 1 : ∆≠0.
dbuekbc[vj'^ hjv m≥n& ufdfth'bfyj' X 1 , X 2 , ... , X m lf Y 1 , Y 2 , ... , Y n ithxt-
dt,b lf ufth'bfyt,ekb ithxdb'b vybidytkj,t,b lfdfkfuj' phlbc vb[tldb'&
fvudfhfl vbqt,ekb dfhbfwbekb vorhbdbc .jdtk tktvtync vbdfothj' hfyub (vbcb
hbuj,hbdb yjvthb) 1,2,...,m+n& Y ithxtdbc tktvtyn'f hfyub vbqt,ek dfhbfwbek
vorhbdib fqdybiyj' R i -b' i=1,2,...,n &
ebkrjrcjybc cnfnbcnbrff
W = R 1 +R 2 + ⋅⋅⋅ +R n . (14.12)
14 FHFGFHFVTNHEKB CNFNBCNBRF& HFYUJ<HBDB RHBNTHBEVT<B 413

H 0 /bgj'tpbc cfvfh'kbfyj,bc gbhj,t,ib W cnfnbcnbrfc fmdc cbvtnhbekb

ufyfobkt,f^ vbcb cfiefkj rb n(n+m+1)/2-bc njkbf& fvbnjv fv cnfnbcnbrbcf'dbc
mdtlf rhbnbrekb othnbkt,b ufvjbcf[t,f ptlf rhbnbrekb othnbkt,bc vtidtj,b'&
ptvj'mvekblfy ufvjvlbyfht /bgj'tpf'f itvjovt,bc otcb fct .fkb,lt,f%
H 0 /bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb'^ .dtkf bct'b x 1 ,x 2 ,...,x m lf
y 1 ,y 2 ,...,y n ithxtdb'b vybidytkj,t,bcf'dbc^ hjvtk'f'dbc W cnfnbcnbrbc
lfrdbhdt,ekb vybidytkj,f w frvf.jabkt,c itvltu enjkj,t,c%
f) w≥w(α,m,n), wfkv[hbdb H 1 : ∆> 0 fknthyfnbdbc lhjc^
,) w≤w(α,m,n), wfkv[hbdb H 1 : ∆< 0 fknthyfnbdbc lhjc^
u) w≥w(α/2,m,n), fy w≤W(α/2,m,n), jhv[hbdb H 1 : ∆≠0 fknthyfnbdbc lhjc^ c[df
itv'[dtdfib H 0 /bgj'tpbc efh.jabc cfaesdtkb fhf udfmdc&
fm w(α, m, n) fhbc bc vybidytkj,f^ hjvkbcf'dbcfw yekjdfyb /bgj'tpbc
cfvfh'kbfyj,bc gbhj,fib P{W≥w(α,m,n)}≤α, [jkj P{W≥w(α,m,n)–1}>α^ [jkj
W(α,m,n)=n(m+n+1)–w(α,m,n), w(α,m,n)-bc vybidytkj,t,b ufybcfpqdht,f ebkrjr-
cjybc hfyu'f ]fvt,bc rhbnthbevbc A8 w[hbkt,bc cfiefkt,b' [59].

w[hbkb 14.7. A8 w[hbkbc ahfuvtynb& n=8

w m=8 m=9 m=10

80 0.117 0.240 0.381
81 0.097 0.212 0.348
82 0.080 0.185 0.317
83 0.065 0.161 0.286
84 0.052 0.138 0.257
85 0.041 0.118 0.230
86 0.032 0.100 0.204
87 0.025 0.084 0.180
88 0.019 0.069 0.158
89 0.014 0.057 0.137
90 0.010 0.046 0.118
91 0.007 0.037 0.102
92 0.005 0.030 0.086
93 0.003 0.023 0.073
94 0.002 0.018 0.061

n-bc .jdtkb abmcbht,ekb vybidytkj,bcf'dbc w[hbkbc gbhdtk cdtnib

vj.dfybkbf W cnfnbcnbrbc itcfskj hbw[db'b vybidytkj,t,b& w-c abmcbht,ekb
vybidytkj,bc itcf,fvbc cnhbmjycf lf m-bc abmcbht,ekb vybidytkj,bc itcf,fvbcb
cdtnbc uflfrdt'fpt^ fye (w,m) e]hfib vj'fdct,ekbf P{W≥w} fk,f'j,bc hbw[db'b
vybidytkj,t,b yekjdfyb /bgj'tpbc cfvfh'kbfyj,bc lhjc&
414

vfufkbsb 14.5. udfmdc jhb ithxtdf%

X : 2, 4, 5, 9, 15, 17, 19, 38, 42 (m=9)
Y : 6, 12, 20, 31, 39, 42, 45, 51 (n=8)
ufdfth'bfyj' tc jhb ithxtdf& ufth'bfyt,ekb ithxtdf lfdfkfuj' phlbc vb-
[tldb'& .jdtk hbw[dc ptvjlfy vbdeothj' hfyub^ mdtvjlfy rb – X fy Y^ bvbc vb[tldb'^
'e hjvtk ithxtdfc tre'dybc tc tktvtynb& tc itltut,b ufydfkfuj' 14.8 w[hbkib

w[hbkb 14.8
hfyub 1 2 3 4 5 6 7 8 9 10 11 12 13 14,5 14,5 16 17
vybidytk& 2 4 5 6 9 12 15 17 19 20 31 38 39 42 42 45 51
ithxtdf X X X Y X Y X X X Y Y X Y Y X Y Y

itdflubyj' X-bfyb lf Y-bfyb hfyut,bc ]fvb wfk-wfkrt& vfuhfv th'b

lfrdbhdt,f 42 tre'dybc hjujhw X, bct Y ithxtdfc& fvbnjv 'b'jtek vf'ufyc
vbdfoth' cfiefkj hfyuc
14 + 15 29
= = 14.5 &
2 2
Y -t,bfyb hfyut,bc ]fvb fye ebkrjrcjybc cnfnbcnbrbc vybidytkj,ff
w = 4+6+10+11+13+14.5+16+17 = 91.5.
lfdeidf'^ hjv α=0.05& yekjdfyb /bgj'tpff H 0 : ∆= 0.
m-bc itcf,fvbc cdtnib (vjwtvekb n-'dbc) dbgjdj' w(α,m,n) bc hbw[db'b
vybidytkj,f^ hjvkbcf'dbcfw P{w≥w(α,m,n)}≤α, [jkj P{w≥w(α,m,n)–1}>α. 14.7
w[hbkblfy (tc hbw[db w[hbkib [fpufcvekbf) udfmdc w(0,05;9;8)=90,
W(0,05;9;8)=54. vfiby%
f) dbyfblfy w =91,5>90, wfkv[hbdb H 1 : ∆>0 fknthyfnbdbc itv'[dtdfib yekjdfy H 0
/bgj'tpfc efhd.ja'^ fye H 0 -c dboeyt,'&
,) dbyfblfy w=91,5>54, wfkv[hbdb H 1 : ∆<0 fknthyfnbdbc itv'[dtdfib yekjdfyb H 0
/bgj'tpbc efh.jabc cfaesdtkb fh udfmdc^ t&b& H 0 -c fh dboeyt,'&
u) jhv[hbdb fknthyfnbdbc itv'[dtdfib^ 'e lfdeidt,'^ hjv α 1 =α 2 =0,025^ vfiby
w(0,025;9;8)=93, W(0,025;9;8)=51 lf α-vybidytkjdyj,bc ljyb' H 0 /bgj'tpbc efh-
.jabc cfaesdtkb fh udfmdc&
lblb ithxtdt,bcf'dbc (n>25) ufvjb.tyt,f itvltub cnfnbcnbrf
W − 12 n(m + n + 1)
Wn * = . (14.13)
1
12
mn(m + n + 1)
14 FHFGFHFVTNHEKB CNFNBCNBRF& HFYUJ<HBDB RHBNTHBEVT<B 415

W n * ufyfobkt,ekbf vbf[kjt,b' yjhvfkehfl (0,1) gfhfvtnht,b'& fvbnjv fv

itv'[dtdfib (m>25) /bgj'tpt,bc itvjovt,bcf'dbc eylf ufvjdb.tyj'f yjhvfkehb
ufyfobkt,bc cnfylfhnekb w[hbkt,b& fv w[hbkb' cfhut,kj,f xdty'dbc rfhuflff
wyj,bkb lf vfcpt fm fh itdxthlt,b'&
ptvj' xfvj.fkb,t,ekb /bgj'tpt,bc itcfvjovt,kfl fctdt ufvjb.tyt,f vfy-
ebnybc itvltub cnfnbcnbrfw%
m n
U= ∑ ∑ h ij ,
i =1 j =1
cflfw
1, ' e xi < y j ,
hij = 
0, ' e xi > y j
fye U fhbc bv (x i, y j ) o.dbkt,bc hfjltyj,f^ hjvkt,bc'dbcfw x i <y j , i=1,2,..,n,
j=1,2,..,m.
fhct,j,c vzblhj rfdibhb vfy-ebnybc lf ebkrjrcjybc cnfnbcnbrt,c ijhbc&
rthsjl
m(m + 1)
W = mn+ −U ,
2
cfblfyfw ufvjvlbyfhtj,c^ hjv ebkrjrcjybc hfyu'f ]fvt,bc lf vfy-ebnybc
rhbnthbevt,b trdbdfktynehbf
itybidyf& hjujhw lfdhoveylb'^ ptvjfqothbkb rhbnthbevb wdkbc cnbeltynbc
rhbnthbevc bv itv'[dtdfib^ hjltcfw fh cheklt,f yjhvfkehj,bc /bgj'tpf lf
eahj vtnbw^ fhff lfrjyrhtnt,ekb ufyfobkt,bc ajhvfw rb& tc ofhvjflutyc fv rhb-
nthbevbc egbhfntcj,fc^ 'evwf yjhvfkehb ufyfobkt,bc itv'[dtdfib t-rhbnthbevb
.dtkfpt vskfdhbf^ bc fut,c cbvskfdhtib ebkrjrcjybc hfyut,bc ]fvbc rhbnthb-
ev'fy itlfht,b'^ hjltcfw ufyfobkt,t,b skbthflff uflf[hbkb yjhvfkehbcfufy&

§ 3. UFYFOBKT<BCFUFY "FDBCEAFKB TH"AFMNJHBFYB

LBCGTHCBEKB FYFKBPB& RHFCRTK-EJKBCBC
RHBNTHBEVB

fv gfhfuhfaib xdty ufydfpjuflt,' th'udfhjdyt,bc /bgj'tpbc itvjovt,bc

fvjwfyfc itv'[dtdbcf'dbc^ hjltcfw vjyfwtvt,b vbqt,ekbf k lfvjerblt,tkb
gjgekfwbblfy& rthsjl^ ufydb[bkfd' fct' vjltkc%
X ij = e ij + ∆ i , j = 1, 2, ... , n i , i = 1, 2, ... , k;
cflfw e ij (itv'[dtdb'b wljvbkj,fyb) eh'bth'lfvjerblt,tkb lf th'b lf bubdt
eo.dtnb ufyfobkt,bc vmjyt itv'[dtdb'b cblbltt,bf^ [jkj ∆ i , i = 1, 2, ... , k, i-ehb
gjgekfwbbc ofyfwdkt,ff&
fvhbufl^ lfrdbhdt,ek vjyfwtvt,c fmdc itvltub cf[t%
416

w[hbkb 14.9

1 2 ⋅⋅⋅ k
x 11 x 12 ⋅⋅⋅ x 1k
x 21 x 22 ⋅⋅⋅ x 2k
⋅⋅⋅ ⋅⋅⋅ ⋅⋅⋅ ⋅⋅⋅
x n11 x n2 2 ⋅⋅⋅ x nk k
k
t&b& udfmdc k ithxtdf^ ithxtdf'f vjwekj,t,bf itcf,fvbcfl n 1 , n 2 , ... , n k ^ N= ∑ n j &
j =1
yekjdfyb /bgj'tpff%
H 0 : ∆ 1 = ∆ 2 = ⋅⋅⋅ = ∆ k ^
ithxtdt,b fh ufyc[dfdlt,f th'bvtjhbcfufy (k ithxtdf fvjqt,ekbf th'b lf bubdt
utythfkehb th'j,kbj,blfy)& fknthyfnbdff
H 1 : ∆ i -t,c ijhbc jhb vfbyw fhbc ufyc[dfdt,ekb &
vt-18 'fdib ufy[bkekb bmyt,f th'afmnjhbfyb lbcgthcbekb fyfkbpb^
hjvtkibw sbhb'flb lfidt,ff e ij itv'[dtdb'b cblbltt,bc yjhvfkehj,f lf ntcnbc
cnfnbcnbrfl ufvj.tyt,ekbf F cnfnbcnbrf^ hjvkbc ufyfobkt,bc cf[t fhct,b'fl
fhbc ufygbhj,t,ekb yjhvfkehj,bc /bgj'tpb'& bvbc ufvj^ hjv fv gfhfuhfaib
ufy[bkek vjltkib fh fhbc lfrjyrhtnt,ekb e ij itv'[dtdb'b wljvbkj,t,bc ufyf-
obkt,bc cf[t^ fm itvj'fdfpt,ek fyfkbpc eojlt,ty ufyfobkt,bcfufy 'fdbceafk
th'afmnjhbfy lbcgthcbek fyfkbpc&
rhbnthbevbc cnfnbcnbrbc itvjqt,bc vbpyb' ufdfth'bfyj' .dtkf k ithxtdf&
vbqt,ekb N vjwekj,bc ithxtdf lfdfkfuj' phlbc vb[tldb' lf .jdtk tktvtync
vbdfothj' hfyub 1, 2, ... , N& itvltu vjyfwtv'f w[hbkib .jdtk x ij -bc vfubdhfl
xfdothj' cf'fyflj hfyub r ij & vbdbqt,' fct' 14.10 w[hbkc%
w[hbkb 14.10
1 2 ⋅⋅⋅ k
r 11 r 12 ⋅⋅⋅ r 1k
r 21 r 22 ⋅⋅⋅ r 2k
⋅⋅⋅ ⋅⋅⋅ ⋅⋅⋅ ⋅⋅⋅
rn11 rn2 2 ⋅⋅⋅ rnk k

.jdtkb i-cf'dbc^ i=1, 2, ... , k^ itdflubyj' hfyu'f ]fvt,b

ni
Ri = ∑r
j =1
ij

lf itvjdbqj' rhfcrtk-ejkbcbc cnfnbcnbrf

14 FHFGFHFVTNHEKB CNFNBCNBRF& HFYUJ<HBDB RHBNTHBEVT<B 417

 12 k R
2

H =  ∑ i  –3(N+1).
 (14.14)
 N ( N + 1) i =1 ni 
/bgj'tpf'f itvjovt,bc otcb^ hjwf n i ≤ 5, i=1,2,...,k^ fct .fkb,lt,f%
'e fhct,ekb vjyfwtvt,b' ufvj'dkbkb H cnfnbcnbrbc h vybidytkj,f
bct'bf^ hjv h≥h(α,k,(n 1 ,...,n k )), H 0 /bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb'^
obyffqvltu itv'[dtdfib fv vjyfwtvt,b' H 0 /bgj'tpbc efh.jabc cfaesdtkb fhf
udfmdc& h(α,k,(n 1 ,...,n k ))-c hbw[db'b vybidytkj,f^ vwbht vjwekj,t,bcf'dbc (n i ≤5),
vjbst,yt,f rhfcrtk-ejkbcbc rhbnthbevbc A9 w[hbkib& (b[& vfu&[59]). ahfuvtynb fv
erfyfcrytkblfy vj.dfybkbf 14.11 w[hbkib& w[hbkbc gbhdtk cdtnib vj.dfybkbf H
cnfnbcnbrbc itcfskj vybidytkj,t,b abmcbht,ekb n 1 , n 2 , n 3 -bcf'dbc^ [jkj H-bc
abmcbht,ekb h vybidytkj,bcf'dbc ,jkj cdtnib vb'b't,ekbf P{H≥h} fk,f'j,bc
vybidytkj,f yekjdfyb /bgj'tpbc cfvfh'kbfyj,bc lhjc&
w[hbkb 14.11. A9 w[hbkbc ahfuvtynb
n 1 =5, n 2 =5, n 3 =5
h P 0 {H≥h}
6.620 0.028
6.660 0.027
6.720 0.026
6.740 0.025
6.860 0.024
6.980 0.021
7.020 0.020
7.220 0.019
7.260 0.018

fv w[hbkb' itbskt,f fct dbcfhut,kj'% n 1 ,n 2 ,...,n k -c abmcbht,ekb vybidyt-

kj,t,bc itcf,fvbcb w[hbkbc ,jkj cdtnib vjdst,yj' P{H≥h}-c bct'b hbw[db'b
vybidytkj,f^ hjvkbcf'dbcfw P{H≥h}≤α, [jkj P{H≥h'}≥α yt,bcvbthb h'-bcf'dbc^
h'<h. vfiby fv cnhbmjybc h cdtnib bmyt,f H-bc ufyfobkt,bc ptlf rhbnbrekb
vybidytkj,f^ h(α,k,(n 1 ,...,n k ).
ithxtdbc lblb vjwekj,bcf'dbc^ 'e H 0 ztivfhbnbf^ H cnfnbcnbrfc fmdc
vbf[kjt,b' χ2(k–1) ufyfobkt,f& 'e vybidytkjdyj,bc ljytf α^ vfiby
H 0 -c efhd.ja'^ 'e H ≥ χ 2k −1,α ,

cflfw χ 2k −1,α fhbc χ 2k −1 ufyfobkt,bc ptlf α-rhbnbrekb othnbkb&

vfufkbsb 14.6. brdktdlyty fynbrjhjpbek lfafhdfc vfymfyt,ib& vtyt]thc
fbynthtct,lf fynbrjhjpbekb cfqt,fdbc ufvsktj,bc itcofdkf c[dflfc[df
gbhj,t,ib% hjwf ptvjmvtlt,f [lt,f vfhbkbfyb o.kb'^ cea'f o.kb' lf skbthfl
418

ufzez.bfyt,ekb o.kb'& b'dkbfy cff't,bc hfjltyj,fc^ hjvtkcfw eskt,c

fynbrjhjpbekb cfqt,fdb& vjyfwtvt,b vjwtvekbf 14.12 w[hbkb'%
w[hbkb' 14.12

vfhbkbfyb 167.3 189.8 177.2 169.4 180.3

cea'f 160.6 177.6 185.3 168.6 176.6
skbthfl ufzez.bfyt,ekb 182.7 165.4 172.9 169.2 174.7

ufvjb.tyj' rhecrfk-ejkbcbc α=0.02 ljybc ntcnb^ hf'f lfdflubyj'^ fhbc

'e fhf lfafhdf th'yfbhfl tatmnehb cfvbdt gbhj,fib&
fvj[cyf& n 1 =n 2 =n 3 =5, k=3, α=0.02& /bgj'tpt,b fct .fkb,lt,f%
H 0 : cfqt,fdt,bc [fyufvsktj,bc ufyfobkt,f th'b lf bubdtf^
H 1 : cfqt,fdt,bc [fyufvsktj,bc ufyfobkt,f fh fhbc th'b lf bubdt.
vjcfst,ybf h(0.02;3;5,5,5) rhbnbrekb vybidytkj,f& vbdvfh'j' 14.11
w[hbkc^ hjvkbc vb[tldb'fw fldbkb cfyf[fdbf^ hjv cfsbt,tkb vybidytkj,f 7.02-bc
njkbf& vfh'kfw P{H>7.02}=0.20 lf P{H>6.98}=0.021>0.02. fvbnjv H 0 /bgj'tpfc
efhd.ja' 'e h>7.02 (rhbnbrekb ljyt vjbst,yt,f rhfcrtk-ejkbcbc cnfnbcnbrbc
ufyfobkt,bc w[hbkblfy)&

w[hbkb' 14.13

vfhbkbfyb 167.3 189.8 177.2 169.4 180.3

3 15 10 6 12 46
cea'f 160.6 177.6 185.3 168.6 176.6
1 11 14 4 9 39
skbthfl ufzez.bfyt,ekb 182.7 165.4 172.9 169.2 174.7
13 2 7 5 8 35
h = 0.65.
fvhbufl^ fhct,ekb vjyfwtvt,b' H 0 /bgj'tpbc efh.jabc cfaesdtkb fh
udfmdc& fh fhbc ufyc[dfdt,f cfv ufyfobkt,fc ijhbc&

rhfcrtk-ejkbcbc rhbnthbevb
vjltkb
Xij =eij+ ∆ i , i=1,2,..., k; j=1, 2, .., nk ,
eij eh'bth'lfvjerblt,tkb lf th'b lf bubdt eo.dtnb ufyfobkt,bc vmjyt
itv'[dtdb'b cblbltt,bf^ [jkj ∆ i , i = 1, 2, .., k, i-ehb gjgekfwbbc ofyfwdkt,ff
/bgj'tpf H0 : ∆ 1 = ∆ 2 = ⋅⋅⋅ = ∆ k ^
vybidytkjdyj,bc ljyt α
fknthyfnbdf H1 : th'b vfbyw ∆ i ufyc[dfdt,ekbf lfyfhxtyt,bcfufy&
rhbnthbevbc cnfnbcnbrf
 12 k R2  ni

∑ ∑
j 
h= –3(N+1) Ri = rij
 N ( N + 1) j =1 n j 
  i =1

cflfw rij .jdtkb lfrdbhdt,ekb xij vybidytkj,bc cf'fyflj hfyubf ufth'bfyt,ek

ithxtdfib^ [jkj Ri fhbc i-ehb gjgekfwbbc lfrdbhdt,ekb vybidytkj,t,bc
hfyu'f ]fvb&
uflfo.dtnbkt,f& H0 /bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb'^ 'e
H≥h(α,k,(n1,...,nk)), obyffqvltu itv'[dtdfib fhct,ekb vjyfwtvt,b' H0 /bgj'tpbc
efh.jabc cfaesdtkb fhf udfmdc* h(α,k,(n1,...,nk)) rhfcrtk-ejkbcbc cnfnbc-
nbrbc ptlf rhbnbrekb vybidytkj,ff
14 FHFGFHFVTNHEKB CNFNBCNBRF& HFYUJ<HBDB RHBNTHBEVT<B 419

§ 4. HFYUJ<HBDB RJHTKFWBF

d'mdf'^
(x 1 ,y 1 ), (x 2 ,y 2 ), . . . , (x i ,y i ), . . . , (x n ,y n ) (14.15)
jhufypjvbkt,bfyb (X,Y) itv'[dtdb'b cblblbc lfvjerblt,tk wlt,ib lfrdbhdt,ekb
vybidytkj,f'f o.dbkt,bf^ fye bc vybidytkj,t,bf^ hjvkt,cfw th'j,kbd qt,ekj,ty
X lf Y itv'[dtdb'b cblbltt,b& hjujhw dbwb'^ vbqt,ekb lfrdbhdt,t,bc cfaesdtk-
pt^ itv'[dtdb' cblbltt,c ijhbc fhct,ek cnjmfcneh lfvjrblt,ekt,fc @rfhufl"
fqothc t&o& ithxtdb'b rjhtkfwbbc rjtabwbtynb^ hjvtkbw ufvjb'dkt,f ajhvekb'
n

∑ (xi =1
i − x )( y i − y )
r= , (14.16)
n n

∑ (x
i =1
i − x) 2
∑(y
i =1
i − y) 2

n n

∑ ∑y
1 1
cflfw x = xi ^ y = i &
n i =1 n i =1
bv itv'[dtdfib^ hjltcfw (X,Y) itv'[dtdb'b cblblt th'j,kbdfl
yjhvfkehflff ufyfobkt,ekb^ r-bc hbw[db'b vybidytkj,bc cfaesdtkpt vjovlt,f
X, Y rjvgjytynt,bc lfvjerblt,kj,bc /bgj'tpf
H 0 : ρ = 0,
H 1 : ρ ≠ 0.
f[kf uflfdblt' itvltub itv'[dtdbc ufy[bkdfpt& ufydb[bkj' bylbdbl'f fy
j,btmn'f th'j,kbj,f^ hjvkbc .jdtkb otdhb [fcbf'lt,f hfbvt jhb ybiyb'&
dbuekbc[vj'^ hjv bylbdbl'f fy j,btmn'f jhb ybiyb' lf[fcbf't,bc itltut,b
xfothbkbf itvltub cf[b'

 x1   x 2   x n 
 ,  ,...,   ^ (14.17)
 y1   y 2   y n 
420

cflfw x i lf y i fhbc i-ehb bylbdblbc lfvf[fcbf't,tkb ybiyt,b& fv ybiyt,c itbskt,f

fhw /mjylt' pecnb hbw[j,hbdb vybidytkj,t,b^ vfuhfv itcfskt,tkb b.jc vf'b
lfkfut,f bct^ hjv 'b'jtekb ybiybc vb[tldb' .jdtk bylbdblc vbtwtc hbub'b
yjvthb – hfyub& buekbc[vt,f^ hjv 'b'jtekb ybiybc vb[tldb' wfk-wfkrt vbtotht,f
bylbdblc hfyut,b& [tkvtjhtl uflfdyjvhj' ithxtdf bct^ hjv .jdtk i-eh bylbdblc
vbtothjc jhb hfyub (i,r i ), cflfw buekbc[vt,f^ hjv bylbdblt,b lfkfut,ekyb fhbfy
gbhdtkb ybiybc phlbc^ 'e ybifyb hbw[j,hbdbf lf ufskbtht,bc fy itcecnt,bc
vb[tldb'^ 'e ybifyb 'dbct,hbdbf& vbdbqt,' hfyut,bc jh cnhbmjyc
 1, 2,..., n 
  .
 r1 , r2 ,..., rn 
f[kf^ 'e udbylf fv jh ybifyc ijhbc eh'bth'lfvjrblt,ekt,bc itcofdkf
(14.17) vjyfwtvt,bcf'dbc^ itbskt,f ufvjdb.tyj' hfyut,c ijhbc ithxtdb'b rjhtkf-
wbbc rjtabwbtynb& fqdybiyj' bub ρ-'b& dbcfhut,kj' rjhtkfwbbc rjtabwbtynbc
xdty'dbc wyj,bkb (14.16) ufvjcf[ekt,b'^ vfuhfv obyfcofh ufydcfpqdhj' cfzbhj
cfiefkjt,b&
n
n +1
∑i =
1
.
n i =1 2
n
(ufdb[ctyj' ∑ i = 1 + 2 +  + n =n(n+1))&
i =1
w[flbf^ hjv
1 n n +1
∑ ri = &
n i =1 2
hflufy r i , i≤ n hbw[dt,b 1, 2, ... , n vbvltdhj,bcfufy v[jkjl lfkfut,b'
ufyc[dfdlt,f& fvudfhfl
n  n + 1  n +1
∑ i −  ri − 
i =1  2  2 
ρ= . (14.18)
2 2
n  n +1 n  n +1
∑ i −  ∑  ri − 
i =1  2  i =1 2 
vfhnbdb ufhlfmvyt,bc itvltu vbbqt,f ρ-c ufvj'dkbc vj[th[t,ekb ufvjcf[ekt,f
6
ρ=1– Sρ , (14.19)
n(n − 1)
2

n
cflfw S ρ = ∑ (ri − i ) 2 . ρ-c eojlt,ty cgbhvtybc hfyuj,hbdb rjhtkfwbbc
i =1
rjtabwbtync&
cgbhvtybc hfyuj,hbdb rjhtkfwbbc rjtabwbtynb ufvjb.tyt,f^ vfufkb'fl^
itvltub /bgj'tpt,bc itcfvjovt,kfl
14 FHFGFHFVTNHEKB CNFNBCNBRF& HFYUJ<HBDB RHBNTHBEVT<B 421

H 0 : ybiyt,b lfvjerblt,tkbf^ t&b& ρ=0^

H 1 : ybiyt,c ijhbc lflt,b'b rfdibhbf^ t&b& ρ>0&
fknthyfnbdf wfkv[hbdbf lf /bgj'tpf'f ufhxtdbc otcb itvltubf%
H 0 /bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb'^ 'e S ρ <S(α^n) (fy
ρ>ρ(α,n)), cflfw S(α^n) fhbc bc vybidytkj,f^ hjvkbcf'dbcfw P{S ρ ≤S(α^n)}≤α, [jkj
P{S ρ ≤S(α^n)+2}>α. S(α^n)-bc vybidytkj,f ufybcfpqdht,f cgtwbfkeh w[hbkt,bc (b[&
A10 w[hbkb lfyfh'ib) cfiefkt,b' ithxtdbc vwbht vjwekj,bcf'dbc n=4(1)16& (b[&
vfu& [42]). vjdb.dfyj' ahfuvtynb cgbhvtybc cnfnbcnbrbc fqybiyekb w[hbkblfy&
w[hbkb 14.14. A10 w[hbkbc ahfuvtynb

α=0.05
P{S ρ ≤S(α,n)}
n S(α,n) 2E(ρ)
S(α,n)+2 P{S ρ ≤S(α,n)+2
}
7 16 0.044048 112
18 0.054762
8 30 0.048090 168
32 0.057490
9 48 0.048399 240
50 0.053999
10 72 0.048139 330
74 0.052441
11 102 0.046958 440
104 0.050155

'e H 0 -bc fknthyfnbdff H 1 : ρ<0^ /bgj'tpf'f ufhxtdbc otcb itvltubf% H 0

/bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb'^ 'e S ρ >S(1–α,n)^ cflfw S(1–α,n)
fhbc bc vybidytkj,f^ hjvkbc'dbcfw P{S ρ >S(1–α,n)}≤α^ [jkj P{S ρ >S(1–α,n)–2}>α&
fvfc'fy S(1–α,n) ufvjb'dkt,f ajhvekb'%
S(1–α,n) = 2ES ρ –S(α,n)
vfufkbsb 14.7. lqbc lf cfqfvjc lfcoht,ekb ufy.jabkt,t,bc trjyjvbcn-
cneltynt,c ufvj/rb'[tc^ 'e hjujh fafct,ty bcbyb c[dflfc[df ghjatcbbc
ghtcnb;c& itafct,f eylf vbtwtc 1-lfy 8-vlt hbw[dt,bc vbothb'^ fvfc'fy .dtkfpt
ghtcnb;ek cgtwbfkj,fc fmdc hfyub 1^ itvltuc 2 lf f&i&^ vbbqtc itvltub w[hbkb
w[hbkb 14.15
ghjatcbf lqbc cfqfvjc
,eqfknthb 6 3
ghjuhfvbcnb 7 2
,fyrbc vtyt]thb 2 6
422

flvbybcnhfnjhb 5 4
cnfnbcnbrjcb 1 7
vfhrtnbyubc vtyt]thb 4 8
abyfycbcn-fyfkbnbrjcb 3 5
ofhvjt,bc vtyt]thb 8 1
f) bgjdt' rjhtkfwbbc rjtabwbtynb*
,) 0.05 ljyb' itudbskbf 'e fhf lfdfcrdyf'^ hjv fhct,j,c efh.jab'b rfdibhb fv
hfyut,c ijhbc~
fvj[cyf& fv vfufkb'ib udfmdc ghjatcbt,bcfufy itlutybkb th'j,kbj,f^
ybiyt,bc hjkib ufyb[bkt,f lqbcf lf cfqfvjc lfcoht,ekb ufy.jabkt,t,bc
cneltyn'f vbth fv ghjatcbt,bc itafct,t,b^ hjvtk'f vb[tldb'^ vbqt,ekbf hfyu'f
o.dbkt,bc itvltub vbvltdhj,t,b% (1,7); (2,6); (3,5); (4,8); (5,4); (6,3); (7,2); (8,1) (b[&
w[hbkb 14.15).
w[hbkb 14.16
ghjatcbf lqbc cfqfvjc i–r i (i–r i )2
,eqfknthb 6 3 3 9
ghjuhfvbcnb 7 2 5 25
,fyrbc vtyt]thb 2 6 –4 16
flvbybcnhfnjhb 5 4 1 1
cnfnbcnbrjcb 1 7 –6 36
vfhrtnbyubc vtyt]thb 4 8 –4 16
abyfycbcn-fyfkbnbrjcb 3 5 –2 4
ofhvjt,bc vtyt]thb 8 1 7 49
Σ 156
6 Sρ 6 ⋅ 156
f) ρ = 1 − = 1− = −0.857 &
n(n − 1)
2
8(82 − 1)
,) cgbhvtybc cnfnbcnbrehb w[hbkb udfsktdc S(0,95;8) =168–S(0.05;8)=168–
30=138. S ρ =156>138, fvbnjv H 0 /bgj'tpbc efhd.ja' H 1 -bc cfcfhut,kjl^ t&b& fhct-
,ekb vjyfwtvt,b' ybiyt,b lfvjrblt,ekbf&
vfufkbsb 14.8. htubjyfkehb abhvbc uf[cybc oby rjvgfybfv xffnfhf nhtb-
ybyub 'fdbc 'fyfvihjvkt,c ijhbc^ hbc itltufw^ 'b'jtekb vf'ufyb hfy;bht,ekb
b.j vjvfdfkb uf.bldt,bc gjntywbfkbc vb[tldb'& th'b okbc itvltu rjvgfybfv tc
hfyut,b itflfhf okbeh uf.bldt,bc hfyut,c (hfyub 1 vbothbkb fmdc .dtkfpt vfqfkb
uf.bldt,bc vjwekj,fc^ hfyub 2 vjvltdyjc lf f&i&)&
f) ufvj'dfkt' lf vbtwb' bynthghtnfwbf cgbhvtybc hfyuj,hbdb rjhtkfwbbc
rjtabwbtync&
,) 0.05 ljyb' itudbskbf 'e fhf lfdfcrdyf'^ hjv fhct,j,c lflt,b'b rfdibhb fv
hfyut,c ijhbc~
w[hbkb 14.17
14 FHFGFHFVTNHEKB CNFNBCNBRF& HFYUJ<HBDB RHBNTHBEVT<B 423

ufv.bldtkb okbehb uf.bldt,b nhtbybyubc hfyut,b

1 319 3
2 150 9
3 175 6
4 460 1
5 348 4
6 300 10
7 288 5
8 200 2
9 190 7
10 300 8
fvj[cyf&
w[hbkb 14.18
okbehb nhtbybyubc
ufv.bldtkb
uf.bldt,b
hfyut,b
hfyut,b (i–r i ) (i–r i )2
1 319 3 3 0 0
2 150 10 9 1 1
3 175 9 6 3 9
4 460 1 1 0 0
5 348 2 4 –2 4
6 300 4.5 10 –5.5 30.25
7 288 6 5 1 1
8 200 7 2 5 25
9 190 8 7 1 1
10 300 4.5 8 3.5 12.25
83.5
6 ⋅ 84.5
f) ρ = 1 − = 0.488 & cfiefkj cblblbc lflt,b'b rjhtkfwbf
10(10 2 − 1)
,) H 0 : fh fhct,j,c rjhtkfwbf hfyut,c ijhbc% ρ=0^
H 1 : lflt,b'b rjhtkfwbff hfyut,c ijhbc% ρ>0.
'e S ρ <S(0.05;10) H 0 /bgj'tpfc efhd.ja' H 1 /bgj'tpbc cfcfhut,kjl (α
vybidytkjdyj,bc ljyb')&
S(0.05;10) vybidytkj,f dbgjdj' 14.14 w[hbkblfy S(0.05;10)=72& dbyfblfy
S ρ =83.5>72^ fvbnjv H 0 -bc efh.jabc cfaesdtkb fh ufudfxybf& xdty^ hjv
vybidytkjdyj,bc ljytl fudthxbf α=0.1^ vfiby lfyfh'bc A10 w[hbkblfy udtmyt,jlf
S(0.1;10)=90^ S ρ =83.5<90^ fvbnjv fv vybidytkjdyj,bc ljyb' H 0 -c efhd.jalb'&
lblb vjwekj,bc ithxtdbcf'dbc ufvjdb.tyt,'
424

1
t= n−2 ρ,
1 − ρ2
cnfnbcnbrfc^ hjvtkbw ufyfobkt,ekbf cnbeltynbc rfyjyb'^ 'fdbceakt,bc
[fhbc[b' n–2& pju]th udbhxtdty yjhvfkehb vbf[kjt,bc ufvj.tyt,fc&
cfdfh]bij& 14.17 vfufkb'bc vjyfwtvt,b' itfvjovt'^ hjv t-cnfnbcnbrbc
ufvj.tyt,f bsktdf bubdt lfcrdyt,c^ hfw vbqt,ekb b.j pecnb ufyfobkt,t,bc
vtidtj,b'&
bubdt fvjwfybcf'dbc rtylfkvf itvjbqj hfyuj,hbdb rjhtkfwbbc fct'b
rjtabwbtynb%
2
τ= ⋅ Sτ , (14.20)
n(n − 1)
cflfw
n n
S τ = ∑ ∑ sign (i − r j )
i =1 j =1
lf
+ 1, ' e x > 0,
sign x = 
 − 1, ' e x < 0.
S r -bc ufyvfhnt,blfy ufvjvlbyfhtj,c^ hjv
S τ = 2N–n(n–1)/2
lf
4N
τ= –1, (14.21)
n(n − 1)
cflfw N fhbc hfjltyj,f bv o.dbkt,bcf^ hjvtk'f'dbcfw j>i lf r j >r i th'lhjekfl&
ghfmnbrekfl N eylf ufvjd'dfkj' fct& gbhdtkb cnhbmjybc hfyut,b lfdfkfuj'
phlbc vb[tldb' 1, 2, ... , n^ vtjht cnhbmjyib vbdeothj' itcf,fvbcb tktvtynbc
hfyub vtjht ybiybc vb[tldb'& cf,jkjjl vbdbqt,' fct' w[hbkc

 1, 2, ... , n 
  , (14.22)
 r1 , r2 , ... , rn 
cflfw r i hbub'b yjvthbf (vtjht ybiybc vb[tldb') bv bylbdblevt,bcf^ hjvkt,cfw
gbhdtkb ybiybc vb[tldb' fmd' hfyub i& vjyfwtv'f (14.22) cf[bc xfyfothib
lfd'dfkj' bv r i -t,bc hbw[db^ hjvkt,bw ufykfut,ekbf r 1 -bc vfh]dybd lf vtnbf r 1 -
pt^ bv r i -t,bc hbw[db^ hjvlt,bw vlt,fhtj,ty r 2 -bc vfh]dybd lf vtnbf r 2 -pt lf f&i& N
bmyt,f .dtkf fv hbw[dt,bc ]fvb&
14 FHFGFHFVTNHEKB CNFNBCNBRF& HFYUJ<HBDB RHBNTHBEVT<B 425

H 0 : ybiyt,b lfvjerblt,tkbf^ t&b& τ=0^

H 1 : τ<0&
/bgj'tpt,bc ufhxtdbc otcb itvltubf%
H 0 /bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb' .dtkf bct'b ithxtdb'b
vybidytkj,t,bcf'dbc^ hjvkt,bc'dbcfw N<N(α,n). fm N(α^n) fhbc bc hbw[db'b
vybidytkj,f^ hjvkbcf'dbcfw P{N≤N(α^n)}≤α, [jkj P{N ≤N(α^n)+1}>α. N(α^n)-bc
hbw[db'b vybidytkj,f^ ithxtdbc vwbht vjwekj,bcf'dbc n=4(1)100, ufybcfpqdht,f
cgtwbfkehb w[hbkt,bc cfiefkt,b' (vjdb.dfyj' ahfuvtynb rtylfkbc cnfnbcnb-
rbc fqybiyekb w[hbkblfy (b[& A11 w[hbkb lfyfh'blfy)&
'e H 0 : τ=0 /bgj'tpbc fknthyfnbdff H 1 : τ>0^ vfiby /bgj'tpf'f ufhxtdbc
otcb itvltubf% H 0 /bgj'tpfc efhd.ja' H 1 -bc cfcfhut,kjl α vybidytkjdyj,bc
ljyb'^ 'e N>N(1–α,n)^ obyffqvltu itv'[dtdfib H 0 -bc efh.jabc cfaesdtkb fhf
udfmdc& fm N(1–α,n)=2E(N)–N(α,n).

w[hbkb 14.19. A11 w[hbkbc ahfuvtynb

α=0.05
n N(α,n) P{N≤N(α,n)} 2E(N)
N(α,n)+1 P{N≤N(α,n)+1}
7 4 0.0345 21
5 0.0680

8 6 0.0305 28
7 0.0543

9 9 0.0337 36
10 0.0597

10 12 0.0362 45
13 0.0541

11 16 0.0432 55
17 0.0604

vfufkbsb 14.9. 14.7 vfufkb'bc vjyfwtvt,bc cfaesdtkpt (α=0.05 vybidyt-

kjdyj,bc ljyb') itdfvjovj' ybiyt,bc lfvjerblt,kj,bc /bgj'tpf& w[hbkbc vjyf-
wtvt,b xfdothj' itvltub cf[b'

w[hbkb 14.20
gbhdtkb ybiybc hfyut,b 1 2 3 4 5 6 7 8
vtjht ybiybc hfyut,b 7 6 5 8 4 3 2 1
426

4N 4⋅3
vbdbqt,'^ hjv N=3, τ = −1= − 1 =–0,785.
n(n − 1) 8⋅7
fvhbufl^ eylf ufdfhxbj' itvltub /bgj'tpt,b (α=0.05)%
H 0 : τ=0^
H 1 : τ<0&
α=0.05-bc itv'[dtdfib udtmyt,f N(0,05;8)=6, dbyfblfy rhbnbrekb fhtf
N<N(α,n) lf N=3<6^ H 0 /bgj'tpfc efhd.ja' H 1 -bc cfcfhut,kjl&

§ 5. ITV"{DTDB"J<BC ?BGJ"TPF& RHBNBREKB

VYBIDYTKJ<T<B CTHBF"F HFJLTYJ<BCF"DBC

ufydb[bkj' vbvltdhj,f
aaabbabbba⋅⋅⋅baa, (14.23)
hjvtkbw itlut,f m hfjltyj,bc a lf n hfjltyj,bc b tktvtynbcfufy&
vfifcflfvt tktvtyn'f chekb hbw[dbf m+n& vbvltdhj,bc bv yfobkc^ hjvtkbw
itclut,f th'b cf[bc tktvtynt,bcfufy^ hjvkt,bw th'b vtjhtc udthlb' fhbfy
ufykfut,ekb cthbf tojlt,f& fv yfobkc vfhw[yblfy lf vfh]dyblfy trdhbc vtjht
cf[bc tktvtynb (vbvltdhj,bc 'fdib v[jkjl vfh]dyblfy^ ,jkjib v[jkjl
vfhw[yblfy)& vfufkb'fl xdtyc vbvltdhj,fib ]th udfmdc 3 tktvtynbfyb cthbf aaa^
itvltu jhtktvtynbfyb cthbf bb lf f&i& cthbbc tktvtyn'f hfjltyj,fc tojlt,f
cthbbc cbuhst& m hfjltyj,bc a tktvtynbcfufy lf n hfjltyj,bc b tktvtynbcfufy
itvlufhb vbvltdhj,f itbskt,f xfothbk bmyfc C nm+ m c[dflfc[df dfhbfynfl& 'e
vjwtvekb vbvltdhj,f vbqt,ekbf bct'b tmcgthbvtynbc itltufl^ hjvtkibw .dtkf
C nm+ m dfhbfynbc ufy[jhwbtkt,f njkfk,f'ehbf^ vfiby dbn.db'^ hjv (14.23)
vbvltdhj,f itv'[dtdb'bf (fye tktvtynt,b itv'[dtdb'flff ufykfut,ekb)&
cthbt,bc hfjltyj,f^ tktvtyn'f m+n hfjltyj,fc'fy th'fl^ ofhvjflutyc
vbvltdhj,fib a lf b tktvtynt,bc ufykfut,bc itv'[dtdb'j,bc rfhu vfxdtyt,tkc&
vbvltdhj,fib cthbf'f cfth'j hfjltyj,f fqdybiyj' γ-'b lf lfdcdf' itvltub
rb'[df* [jv fh tobyffqvltut,f cthbf'f cfth'j hfjltyj,f lfrdbhdt,ek
vbvltdhj,fib a lf b tktvtynt,bc itv'[dtdb'b ufykfut,bc /bgj'tpfc~ xfd'dfkj'^
hjv m ≤n. itbskt,f bvbc xdtyt,f^ hjv

2,3,..,2m + 1, hjwf m ≤ n,
γ=
 2,3,..,2m, hjwf n = m.
14 FHFGFHFVTNHEKB CNFNBCNBRF& HFYUJ<HBDB RHBNTHBEVT<B 427

lfdeidf'^ hjv n=3^ m=2. vfiby jhb a tktvtynbcfufy lf cfvb b tktvtynbcfufy

itlutybkb ufyc[dfdt,ekb vbvltdhj,t,bc cfth'j hfjltyj,f C 52 = 10 -bc njkbf&
fvfc'fy jhb cthbbc itvwdtk vbvltdhj,f'f hfjltyj,f 2-bc njkbf (fct'b
vbvltdhj,t,bf aabbb lf bbaaa)^ cfv cthbf'f 3-bc^ j'[ cthbf'f hfjltyj,f 4-bc lf
[e'b cthbbc itvwdtk vbvltdhj,f'f hfjltyj,f 1-bc njkbf (vbvltdhj,f ababa).
γ ofhvjflutyc itv'[dtdb' cblbltc itvltub ufyfobkt,bc rfyjyb'

2 3 4 5
γ
2/10 3/10 4/10 1/10

bynebwbehfl ufcfut,bf^ hjv cthbf'f hfjltyj,f fvjrhtabc itv'[dtdb'j,bc lhjc

fh eylf b.jc fhw vwbht lf fhw lblb^ fvjrhtabc vjwekj,fc'fy itlfht,b'& cojhtl
fv vjcfpht,fc t.hlyj,f vbvltdhj,bc itv'[dtdb'j,bc itvltub /bgj'tpbc itvjo-
vt,bc bltf&
ufydb[bkj' itvltub /bgj'tpt,bc itvjovt,bc fvjwfyf%
H 0 : vbvltdhj,f itv'[dtdb'bf^
H 1 : vbvltdhj,f fh fhbc itv'[dtdb'b&
fknthyfnbdf H 1 jhv[hbdbf (xdty ufydb[bkfd' v[jkjl jhv[hbd fknthyfnbdt,c)&
vfiby
α vybidytkjdyj,bc ljyb' /bgj'tpfc efhd.ja' .dtkf bct'b ithxtdb'b
vybidytkj,t,bcf'dbc^ hjvtk'f'dbc γ<g(α;m,n) fy γ>G(α;m,n). obyffqvltu
itv'[dtdfib /bgj'tpbc efh.jabc cfaesdtkb fhf udfmdc&
g(α;m,n) mdtlf lf G(α;m,n) ptlf rhbnbrekb vybidytkj,t,b vj.dfybkbf &
cthbf'f hfjltyj,bcf'dbc rhbnbrekb vybidytkj,t,bc w[hbkib (b[& A12 w[hbkb
lfyfh'ib^ hjvtkbw [20]-ib vjwtvekb dhwtkb w[hbkbc yfobkbf)^ cflfw m fhbc a
tktvtynt,bc^ [jkj n rb b tktvtynt,bc hfjltyj,f vjwtvek (18.23) cf[bc vbvltdhj-
,fib& fv w[hbkib^ vjwtvekb m-bc^ n-bcf lf 2α-c cfiefkt,b' vjbst,yt,f mdtlf lf
ptlf rhbnbrekb vybidytkj,t,b g(α;m,n) lf G(α;m,n) hjltcfw 2α=0.05, 0.10, bct'b
m, n o.dbkbcf'dbc^ hjvtk'f'dbc .dtkf 2≤m≤n≤20&
vjdb.dfyj' fqybiyekb w[hbkbc ahfuvtynb&

w[hbkb 14.21. A12 w[hbkbc ahfuvtynb

vybidytkjdyj,bc ljyt
m n
0.05 0.02 0.01
8 8 4 14 4 14 3 15
9 5 14 4 15 3 15
10 5 15 4 15 4 16
11 5 15 5 16 4 17
428

12 6 16 5 16 5 17
13 6 16 5 17 5 17
⋅⋅⋅ ⋅⋅⋅ ⋅⋅⋅ ⋅⋅⋅
20 7 17 6 18 6 18

vfufkbsb 14.10. d'mdf' m=8, n=9, 2α=0.05& α=0.05 vybidytkjdyj,bc ljyb'

itdfvjovj' H 0 lf H 1 /bgj'tpt,b itvltub 2 vbvltdhj,bcf'dbc
1) a a a a a a a a b b b b b b b b b
2) b a b a b a b a b a b a b a b a b.
fvj[cyf& fv vbvltdhj,t,bc fhfitv'[dtdb'j,f fyfkbpbc ufhtitw w[flbf&
ufvjdb.tyj' xdtyb otcb& 14.21 w[hbkblfy dqt,ekj,'
g(α;m,n) = 5, G(α;m,n) = 14.
(tc vybidytkj,t,b 14.21 w[hbkib [fpufcvekbf)&
ptvj' vj.dfybk 1) vbvltdhj,fib γ=2^ 2) vbvltdhj,fib γ=17.
1) vbvltdhj,bcf'dbc γ=2<5= g(α;m,n), t&b& H 0 - c efhd.ja'^
2) vbvltdhj,bcf'dbc γ=17>14= G(α;m,n), t&b& H 0 - c efhd.ja' &
fvudfhfl tc jhb vbvltdhj,f^ hjujhw xdty vjdtkjlb'^ itv'[dtdb'
vbvltdhj,fl fh eylf xfd'dfkj'&

***
sbhb'flb kbnthfnehf^ hjvtkcfw dt.hlyj,jlb' fv 'fdib vj.dfybkb
vfcfkbc uflvjwtvbcfc% [20], [26], [34], [42], [46], [59], [72], [79], [82], [83], [84]& fvfdt
o.fhjt,bc vtidtj,b' vrb'[dtkc iteskbf lfvfnt,b'b byajhvfwbbc vbqt,f

LFCRDYT<B

xdty ufydb[bkt' ybiyt,bcf lf c[dflfc[df cf[bc hfyuj,hbdb rhbnthbevt,b^

hjvtk'f cfiefkt,b'fw vjovlt,f /bgj'tpt,b utythfkehb th'j,kbj,bc hbw[db'b
vf[fcbf't,kt,bc itcf[t,^ /bgj'tneh ufyfobkt,bc aeymwbf'f afh'j rkfcbc'dbc&
fqybiyekb rhbnthbevt,b sbhb'flfl ufvjb.tyt,f bv itv'[dtdfib^ hjltcfw
/bgj'tnehb ufyfobkt,bc aeymwbf yjhvfkehbcfufy fhct,b'fl ufyc[dfdlt,f&

CFDFH}BIJT<B

14.1. 60 rfwbfyb cneltynt,bc ]ueac^ hjvkt,bw cgtwbfkehb ghjuhfvb'

cofdkj,ty^ xfenfhlf ufvjrb'[df cfcofdkj ghjuhfvbc tatmnehj,bc lflutybc
vbpyb'& 42-vf 'mdf^ hjv vjtvfnf wjlyf& b.j 'e fhf ghjuhfvf tatmnehb~
14 FHFGFHFVTNHEKB CNFNBCNBRF& HFYUJ<HBDB RHBNTHBEVT<B 429

f) xfvjf.fkb,t' H 0 lf H 1 &
,) hjujhbf uflfo.dtnbkt,bc vbqt,bc otcb~
u) hf uflfo.dtnbkt,f vbdbqj'~

14.2. htcnjhfyvf uflfo.dbnf^ hjv 'fdbc vtybeib^ hjvtkbw xdtekt,hbd

rthst,c itbwfdlf^ uehvfybc vtybe ittnfyf& ufvjrb'[tc htcnjhybc 81 cnevfhb& 43-vf
fbhxbf uehvfybc vtybe& 0&02 lfcf]thj,bc ljyb' uflfo.dbnt'^ 'e hjvtkb vtybe
vjcojyc vjv[vfht,tkc&

14.3. 'fdbcb vtyt]tht,bc 'db'lf]tht,ekj,bc ufphlbc vbpyb' ,fyrvf

vjfo.j 3 rdbhbfyb ctvbyfhb lf vbcb tatmnehj,bc itvjovt,f uflfo.dbnf& itfvjovtc
14 vtyt]thbc 'db'lf]tht,ekj,bc ljyt ctvbyfhfvlt lf ctvbyfhbc itvltu& itltub
vjwtvekbf w[hbkib%

vtyt]thb @vfyfvlt# @itvltu#

1 efh.jab'b lf,fkb
2 efh.jab'b efh.jab'b
3 lf,fkb vfqfkb
4 sfkbfy vfqfkb lf,fkb
5 lf,fkb vfqfkb
6 lf,fkb vfqfkb
7 efh.jab'b sfkbfy vfqfkb
8 lf,fkb vfqfkb
9 lf,fkb vfqfkb
10 efh.jab'b lf,fkb
11 lf,fkb vfqfkb
12 efh.jab'b lf,fkb
13 lf,fkb vfqfkb
14 lf,fkb sfkbfy vfqfkb

vjbvfnf 'e fhf vtyt]tht,bc ctvbyfhbc itvltu 'db'lf]tht,ekj,fv& ylj,bc

ljytf 0&05&
f) xfvjf.fkb,t' H 0 lf H 1 &
,) xfvjf.fkb,t' uflfo.dtnbkt,bc vbqt,bc otcb&
u) lffcrdtyb' cfcfhut,kj b.j ctvbyfhb 'e fhf~

14.4. vfqfpbbc vtyt]thvf itv'[dtdb' fbhxbf 102 itrdt'f& vfy yf[f^ hjv 60
vf'ufybc afcb b.j $23-pt vtnb^ 40-bcf $23-pt yfrkt,b^ [jkj 2-bcf pecnfl $23&
itbskt,f 'e fhf lfdfcrdyf'^ hjv itrdt't,bc afcbc vtlbfyf elhbc $23-c~ α=0.1.
430

14.5. fdbfrjvgfybfv cfvt'fehj cffutynjlfy vbbqj wyj,f^ hjv ,bkt'bc afcb

A mfkfmfvlt (bmt'-fmt') $503-bc njkbf& fdbfrjvgfybfv itfhxbf 400 ,bkt'b& fmtlfy
160 ,bkt'bc afcb b.j yfrkt,b dblht $503^ [jkj lfyfhxtyb rb vtnb& fhw th'bc afcb
pecnfl $503-c fh elhblf& d'mdf' α=0.05&
f) xfvjf.fkb,t' H 0 lf H 1 & ufycfpqdht' .dtkf cfzbhj wdkflb&
,) uflfo.dbnt' cojhb wyj,f itvjud'fdfpf cffutynjv 'e fhf~

14.6. af,hbrfc itc'fdfptc ghjlemwbbc lfvpflt,bc f[fkb vt'jlb^ hjvtkbw

phlbc lhjbc th'tekib ofhvjt,ekb cnfylfhnekb ghjlemwbbc hfjltyj,fc&
fvbnjv cfzbhj uf[lf jhb vt'jlbc^ sdtkbcf lf f[kbc itlfht,f& fvjbhxbtc
itv'[dtdb' veit,bc ]ueab^ hjvkt,vfw lffvpfltc ghjlemwbf sdtkb vt'jlb' lf
itvltu f[kb'& 'b'jtekb veibc vbth lfvpflt,ekb ghjlemwbbc vjwekj,f
vj.dfybkbf itvltu w[hbkib&

vt'jlb
veif
f[fkb vt'jlb sdtkb vt'jlb
1 60 64
2 40 52
3 59 58
4 30 37
5 70 71
6 78 83
7 43 46
8 40 52
9 87 84
10 80 80
11 56 57
12 21 21
13 99 108
14 50 56
15 56 62

0.05 vybidytkjdyj,bc ljyb' itudbskbf lfdfcrdyf' 'e fhf^ hjv ofhvjt,bc

ljyt vfnekj,c f[fkb vt'jlbc ufvj.tyt,b'~
f) xfvjf.fkb,t' H 0 lf H 1 &
,) xfvjf.fkb,t' uflfo.dtnbkt,bc vbqt,bc otcb~
u) xfvjf.fkb,t' cf,jkjj uflfo.dtnbkt,f H 0 -bc itcf[t,~
15

JHB FY HFVLTYBVT ITHXTDBC LFVJERBLT<KJ<BCF LF

TH"UDFHJDYT<BC ?BGJ"TPF"F ITVJOVT<F

fv 'fdib xdty ufydb[bkfd' jhb fy hfvltybvt ithxtdbc th'udfhjdyt,bcf lf

lfvjerblt,kj,bc rhbnthbevt,c^ lf.hlyj,bkc χ2 ufyfobkt,bc 'dbct,t,pt&
fqybiyekb fvjwfyt,bc itcfcofdkfl [ibhfl vj[th[t,ekbf lfrdbhdt,f'f itcfskj
itltut,bc ufhrdtek rfntujhbt,fl fy rkfct,fl lf.jaf lf vjyfwtvt,bc ofhvjlutyf
lfrdbhdt,ekb cb[ibhtt,bc jhufypjvbkt,bfyb w[hbkt,bc cf[b'^ hjvkt,cfw
ybify'f iteqkt,bc w[hbkt,c eojlt,ty& vjyfwtvt,bc rkfct,fl lf.jaf itbskt,f
vj[ltc hjujhw hfjltyj,hbdb^ bct 'dbct,hbdb ybiyb'& vfufkb'fl^ flfvbfyt,b
itbskt,f lfb.jc hfjltyj,hbdb ybiyb' – cbvfqkbc fy itvjcfdkbc vb[tldb'^ fy
'dbct,hbdb ybiyb' – cmtcbc^ ghjatcbbcf lf c[df afmnjhbc vb[tldb'& xdtekt,hbd^
fct'b w[hbkt,bc ufvj.tyt,bc fewbkt,kj,f xylt,f itvltu jh itv'[dtdfib%
1& d'mdf'^ xdtyb itcofdkbc bynthtcc ofhvjflutyc gjgekfwbf^ hjvtkbw
lf.jabkbf rfntujhbt,fl (fy rkfct,fl) jhb c[dflfc[df ybiybc (fy afmnjhbc)
vb[tldb'& fvfc'fy gbhdtk ybifyc ittcf,fvt,f I rfntujhbf^ [jkj vtjht J c[dflfc[df
rfntujhbfc itbwfdc& gjgekfwbblfy fqt,ekbf ithxtdf lf ithxtdbc bv tktvtyn'f
hfjltyj,f^ hjvkt,cfw th'lhjekfl fqvjfxylf' gbhdtkb ybiybc i-ehb lf vtjht
ybiybc j-ehb rfntujhbf^ botht,f w[hbkib i-ehb cnhbmjybcf lf j-ehb cdtnbc
uflfrdt'fpt&
2& ufydb[bkj' I c[dflfc[df gjgekfwbf lf 'b'jtekb lfd.j' th'b lf bubdt
J hfjltyj,bc rfntujhbfl& .jdtkb gjgekfwbblfy fdbqj' ithxtdf lf w[hbkib i-ehb
cdtnbcf lf j-ehb cnhbmjybc uflfrdt'fpt itdbnfyj' i-ehb ithxtdbc bv tktvtyn'f
cb[ibht^ hjvkt,bw j-ehb rfntujhbbcf fqvjxylyty &
gbhdtk itv'[dtdfib udbylf ufydcfpqdhj'^ 'e hjlbc xylt,f gjgekfwbfib
fqybiyekb jhb ybiybc rfntujhbt,b th'vfyt'bcfufy lfvjerblt,kfl& vtjht
itv'[dtdfib ufcfhrdtdbf^ fhbc 'e fhf c[dflfc[df rfntujhbbc vjyfwtv'f
ghjgjhwbt,b th'b lf bubdt .dtkf gjgekfwbbcf'dbc^ fye eylf itdfvjovj' /bgj'tpf
gjgekfwbf'f th'udfhjdyt,bc itcf[t,&

§ 1. JHB ITHXTDBC LFVJERBLT<KJ<BC

?BGJ"TPBC ITVJOVT<F

ufydb[bkj' th'b gjgekfwbbc jhb c[dflfc[df ybiybc (fy afmnjhbc)

th'vfyt''fy lfvjrblt,ekt,bc cfrb'[b&
ofhvjdblubyj'^ hjv gjgekfwbblfy fqt,ekbf n vjwekj,bc ithxtdf lf fv
ithxtdbc tktvtynt,b rkfcbabwbht,ekbf jhb A lf B ybiybc vb[tldb'& lfdeidf'^
432

hjv lfrdbhdt,f'f .dtkf itcfskj itltub (fy gjgekfwbbc .dtkf tktvtynb)

lf.jabkbf A ybiyb' A 1 ,...,A k ^ [jkj B ybiyb' B 1 ,...,B r rfntujhbt,fl (fy rkfct,fl)&
gjgekfwbbc .jdtkb tktvtynb tre'dybc pecnfl th' rfntujhbfc A ybiybc
itcf,fvbcb hjvtkbvt rkfcblfy lf fctdt pecnfl th' hjvtkbvt rfntujhbfc B ybiybc
vb[tldb'& fvbnjv lfrdbhdt,ekb vjyfwtvt,b b.jaf r×k hfjltyj,bc A i B j fhf'fdct,fl
]ueafl& 'e n ij -b' fqdybiyfd' bv vjyfwtv'f hfjltyj,fc^ hjvkt,bw th'lhjekfl
tre'dybfy A ybiybc i-eh lf B ybiybc j-eh rfntujhbfc lf xfdoth' fv cblbltc
w[hbkbc i-ehb cdtnbcf lf j-ehb cnhbmjybc uflfrdt'fpt^ vbdbqt,' jhufypj-
vbkt,bfy (k×r-pt) ybify'f iteqkt,bc mdtvj' vj.dfybk w[hbkc^ hjvtkcfw b.tyt,ty
A lf B ybiyt,bc lfvjerblt,kj,bc /bgj'tpbc itcfvjovt,kfl&

w[hbkb 15.1. ybify'f iteqkt,bc w[hbkb&

B
B1 B2 … Bj … Br Σ
A
A1 n 11 n 12 … n 1j … n 1r n 1•
A2 n 21 n 22 … n 2j … n 2r n 2•
       
Ai n i1 n i2 … n ij … n ir n i•
       
Ak n k1 n k2 … n kj … n kr n k•
Σ n •1 n •2 … n• j … n •r n

fv w[hbkib (n i• , 1≤i≤k) lf (n • j , 1≤j≤r) cblbltt,b fqybiyfdc A lf B ybiyt,bc

itcf,fvbc vfhubyfkeh cb[ibhtt,c&
n i• ofhvjflutyc ithxtdbc bv tktvtyn'f cb[ibhtc^ hjvkt,bw vj[dlyty i-eh
rkfcib A ybiybc vb[tldb'^ [jkj n •j fhbc ithxtdbc tktvtyn'f hfjltyj,f^
hjvkt,bw vj[dlyty j-eh rkfcib B ybiyb'&
itdybiyj'^ hjv n i• (itcf,fvbcfl n .j ) i-eh cnhbmjyib (itcf,fvbcfl j-eh
cdtnib) vjwtvek cb[ibht'f ]fvbc njkbf
r k
n i• = ∑ nij , n •.j = ∑ nij . (15.1)
j =1 i =1

ufhlf fvbcf^ w[hbkbc .dtkf n ij cb[ibht'f ]fvb lfrdbhdt,f'f cfth'j

hbw[dbc^ fye ithxtdbc vjwekj,bc njkbf lf
k r

∑ ∑n
k r
ni • = • j = ∑ ∑ nij = n. (15.2)
i =1 j =1 i =1 j =1
15 JHB FY HFVLTYBVT ITHXTDBC LFVJERBLT<KJ<BCF LF TH"UDFHJDYT<BC ?BGJ"TPF"F ITVJOVT<F 433

lfvjerblt,kj,bc /bgj'tpbc ufvj'mvbc vbpyb' itvjdbqj' itvltub

fqybidyt,b
P ij -b' fqdybiyj' fk,f'j,f bvbcf^ hjv gjgekfwbblfy itv'[dtdb' fhxtek
tktvtynb fqvjxylt,f th'lhjekfl A ybiybc i-ehb lf B ybiybc j-ehb rfntujhbfib&
vfiby
r
P i • = ∑ Pi j bmyt,f fk,f'j,f bvbcf^ hjv gjgekfwbbc tktvtynb fqvjxylt,f i-
j =1

ehb rfntujhbfib A ybiybc vb[tldb'^ [jkj

k
P • j = ∑ Pi j – fk,f'j,f bvbcf^ hjv gjgekfwbbc tktvtynb vj[dlt,f j-eh
i =1
rfntujhbfib B ybiyb'&
hjltcfw P ij fk,f'j,t,b vjwtvekbf^ fv fk,f'j,f'f lfrdbhdt,ek vjyfwt-
vt,'fy 'fy[vj,bc /bgj'tpbc itcfvjovt,kfl itbskt,f ufvjdb.tyj'

∧ k r (n − n Pi j )
2

∑∑
ij
χ = 2
. (15.3)
i =1 j =1 n Pi j

cnfnbcnbrf^ hjvtkbw vbf[kjt,b' χ2 rfyjyb' fhbc ufyfobkt,ekb^ hjvkbc 'fdb-

k r
ceakt,bc [fhbc[b f =(rk–1)-bc njkbf^ th'flth'b^ ∑∑n i =1 j =1
ij = n itpqeldbc ufvj&

hjltcfw A lf B ybiyt,b lfvjerblt,tkbf^ vfiby .jdtkb i-cf lf j-cf'dbc eylf

itchekltc njkj,f
P i j = P i • P •. j , 1 ≤ i ≤ k, 1 ≤ j ≤ r, (15.4)
cflfw
k r
∑ Pi • = 1, ∑ P• j =1. (15.5)
i =1 j =1

hjujh eylf itdfvjovj' A lf B ybiyt,bc lfvjerblt,kj,bc /bgj'tpf

fhct,ekb lfrdbhdt,t,bc cfaesdtkpt~
ufydb[bkj' ]th itv'[dtdf^ hjltcfw P i • lf P .• j vfhubyfkehb ufyfobkt,t,b
wyj,bkbf&
∧
fv itv'[dtdfib (15.3) ajhvekb' vjwtvekb χ 2 cnfnbcnbrf^ P i j fk,f'j,t,bc
vfhubyfkehb ufyfobkt,t,b' ufvjcf[dbc itvltu bqt,c itvltu cf[tc%
∧ k r (n − n Pi • P• j ) 2

∑∑
ij
χ = 2
(15.6)
i =1 j =1 n Pi • P• j
434

(15.6) udfsktdc ]fveh uflf[hfc vjcfkjlytk lf lfrdbhdt,ek cb[ibhtt,c ijhbc& fv

cnfnbcnbrfv itbskt,f rhbnbrek vybidytkj,fpt lblb vybidytkj,f vbbqjc
/bgj'tneh vfhubyfkeh ufyfobkt,t,cf lf vfhubyfkeh cb[ibhtt,c ijhbc
ufyc[dfdt,bc lf fhf A lf B ybiyt,c ijhbc lfvjrblt,ekt,bc fhct,j,bc ufvj& fvbnjv
∧
χ 2 cnfnbcnbrblfy ufvj.jaty jh rjvgjytync

∧ k (n − n Pi • )2
∧ r (n − n P• j )
2

∑ ∑
i• •j
χ 12 = , χ 22 = , (15.7)
i =1 n Pi • j =1 n P• j

(hjvkt,bw ufvjcf[fdty /bgj'tneh vfhubyfkeh ufyfobkt,t,cf lf vfhubyfkeh

cb[ibhtt,c ijhbc uflf[hbc cblbltc) lf lfvjerblt,kj,bc /bgj'tpbc itcfvjo-
∧ ∧ ∧ ∧
vt,kfl b.tyt,ty χ 32 = χ 2 – χ 12 – χ 22 c[dfj,fc& (15.6) lf (15.7) ajhvekt,blfy^ vfhnbdb
ufhlfmvyt,bc itvltu dbqt,'^ hjv

∧ ∧ ∧ ∧ k r (n − ni • P• j − n• j Pi • + n Pi • P• j ) 2

χ 32 = χ 2 – χ 12 – χ 22 = ∑ ∑
ij
. (15.8)
i =1 j =1 nPi• P• j
∧ ∧ ∧
hflufy χ 2 , χ 12 lf χ 22 cnfnbcnbrt,c lff[kjt,b' fmd' χ2 ufyfobkt,f lf vf'b
'fdbceakt,bc [fhbc[t,b itcf,fvbcfl (rk–1)-bc, (k–1)-bcf lf (r–1)-bc njkbf (itd-
∧ ∧
ybiyj'^ hjv χ 32 cnfnbcnbrf lflt,b'bf)^ χ 32 cnfnbcnbrfw vbf[kjt,b' ufyfobkt-
,ekb bmyt,f χ2 rfyjyb' lf vbcb 'fdbceakt,bc [fhbc[b njkb bmyt,f rjvgjytynt,bc
'fdbceakt,bc [fhbc['f c[dfj,bc^ fye f = (rk–1) – (r–1) – (k–1) = (r–1)(k–1)& fvhb-
∧
ufl^ hjwf χ 32 cnfnbcnbrf itbskt,f ufvj.tyt,ekb bmytc ybify'f lfvjerblt,kj,bc
/bgj'tpbc itcfvjovt,kfl^ wyj,bkbf vfhubyfkehb ufyfobkt,t,bc itv'[dtdfib&
vfufkbsb 15.1. cfbkecnhfwbjl vjdb.dfyj' ,tbncjybc wyj,bkb vfufkb'b
nr,bkb ve[eljc jhb ybiybc utybc lfvjrblt,ekj,bc itcf[t,& th'b ybifyb
ofhvjflutyc .dfdbkbc itathbkj,fc (bbcathb fy ob'tkb)^ [jkj vtjht ittcf,fvt,f
.dfdbkbc vndhbc ajhvfc (vjuhsj fy vhudfkb)& lfidt,ekbf^ hjv vfhubyfkehb
ufyfobkt,t,b b.jabfy 1:3 ghjgjhwbb'^ fye fk,f'j,f bvbcf^ hjv itv'[dtdb' fqt,ek
ve[eljc .dfdbkc fqvjfxylt,f ob'tkb athb (itcf,fvbcfl bbcathb) njkbf 1/4-bc
(itcf,fvbcfl 3/4-bc)^ [jkj fk,f'j,f bvbcf^ hjv vbcb .dfdbkbc vndhbc ajhvf
vudhfkb fy vjuhsjf fctdt itcf,fvbcfl 1/4-bcf lf 3/4-bc njkbf& 'e tc jhb
vf[fcbf't,tkb vtvrdblhtj,b' th'vfyt'bcfufy lfvjerblt,kfl uflftwtvf^ vfiby
cb[ibhtt,b^ mdtvj' vj.dfybk ybify'f iteqkt,bc 15.2 w[hbkib^ lff[kjt,b' eylf
frvf.jabkt,lyty 9:3:3:1 afhlj,fc&
15 JHB FY HFVLTYBVT ITHXTDBC LFVJERBLT<KJ<BCF LF TH"UDFHJDYT<BC ?BGJ"TPF"F ITVJOVT<F 435

w[hbkb 15.2. nr,bkb ve[eljc ufyfobkt,f vbcb .dfdbkbc athbcf lf vndhbc ajhvbc
vb[tldb'
.dfdbkbc itathbkj,f
vndhbc ajhvf bbcathb ob'tkb cek
vjuhsj 296 27 323
vhudfkb 19 85 104
cek 315 112 427

vfh'kfw^ yekjdfyb /bgj'tpbc lhjc

3 3 9 3 1 3
P 11 = P 1• P •1 = × = , P 12 = P 1• P •.2 = × = ,
4 4 16 4 4 16
1 3 3 1 1 1
P 21 = P 2 • P •1 = × = , P 22 = P 2 • P .• 2 = × = .
4 4 16 4 4 16
∧
fvbnjv P 11 :P 12 :P 21 :P 22 =9:3:3:1 'e dbfyufhbit,' χ 2 cnfnbcnbrbc vybidytkj,fc
(15.6) ajhvekbc vb[tldb' vbdbqt,'^ hjv
∧
χ 2 =222.1221

lf fk,f'j,f bvbcf^ hjv 3-bc njkb 'fdbceakt,bc [fhbc[bc χ2 ufyfobkt,bc vmjyt

itv'[dtdb'vf cblbltv vbbqjc fv hbw[dpt lblb vybidytkj,f^ sfkbfy vwbhtf
(vfufkb'fl^ fv ufyfobkt,bc 0.01 fk,f'j,bc itcf,fvbcb rhbnbrekb vybidytkj,f
11.345-bc njkbf) tc vbe'b't,c bvfpt^ hjv cfth'j uflf[hf tmcgthbvtynbc htfkeh
lf vjcfkjlytk itltut,c ijhbc lblbf& dyf[j'^ [jv fh fhbc tc uflf[hf ufvjodtekb
bvb'^ hjv w[hbkib vjwtvekb vfhubyfkehb cb[ibhtt,b fh t'fy[vt,bfy xdtyc
lfidt,fc wfkrtek ybify'f 1:3 ghjgjhwbb' ufyfobkt,bc itcf[t,& (15.7) ajhvekb'
∧ ∧
vjwtvekb χ 12 lf χ 22 cnfnbcnbrt,b^ itcf,fvbcfl 0.0945-bc lf 0.3443-bc njk
vybidytkj,t,c bqt,ty^ hfw sfkbfy vwbhtf 1-bc njkb 'fdbceakt,bc [fhbc[bc vmjyt
χ2 ufyfobkt,bcf'dbc& tc ybiyfdc^ hjv wfkrt fqt,ekb dtmnjhb (.dfdbkbc athb fy
vbcb vndhbc ajhvf) bct'b cb[ibhb' xylt,f^ hjujhw vjcfkjlytkb b.j&
vtcfvt rjvgjytynbcf'dbc udfmdc%
∧
χ 32 =221.6833,

hfw sfkbfy lblbf 1-bc njkb 'fdbceakt,bc [fhbc[bc χ2 ufyfobkt,bcf'dbc& fv

cnfnbcnbrt,bc cfth'j vybidytkj,f
∧
χ 2 = 0.0945+0.3443+221.6833 = 222.1221
436

fxdtyt,c^ hjv chekb uflf[hf /bgj'tpbcfufy rjywtynhbht,ekbf ]fvbc vtcfvt

rjvgjytynib& fvbnjv^ uflf[hf /bgj'tneh lf htfkeh cb[ibhtt,c ijhbc
ufvjodtekbf ufy[bkek ybiyt,c ijhbc lfvjrblt,ekt,b' lf /bgj'tpf bvbc itcf[t,^
hjv .dfdbkbc athb lf vbcb vndhbc ajhvf vtvrdblhtj,b' th'vfyt'bcfufy
lfvjerblt,kfl uflftwtvf eylf eredfulj'&
evhfdktc itv'[dtdfib ybify'f P i• lf P •j vfhubyfkehb ufyfobkt,t,b ewyj-
,bf& fct' lhjc ybify'f lfvjerblt,kj,bc H 0 /bgj'tpf^ hjvtkbw (15.4) njkj,bc
itchekt,fc ybiyfdc^ fh fpecnt,c ewyj, gfhfvtnh'f (fye vfhubyfkeh ufyfob-
kt,f'f) vybidytkj,fc lf cfzbhj [lt,f vf'b itafct,f vjwtvekb ithxtdbc cfief-
kt,b'& /bgj'tnehb lfidt,bc lhjc vfhubyfkeh ufyfobkt,f'f veknbyjvehb vfmcb-
vfkehb lfcf]thj,bc itafct,t,b afhlj,b'b vfhubyfkehb cb[ibhtt,bc njkbf
∧ n i• ∧ n •j
P i• = , P•j = . (15.9)
n n
'e fv itafct,t,c xfdcdfv' (15.6) ajhvekb' vjwtvek ufvjcf[ekt,fib^
vfhubyfkehb ufyfobkt,t,bc yfwdkfl^ vbdbqt,'
2
 n n 
 ni j − i • • j 
∧ k r  
 n 
χ2 = ∑∑
i =1 j =1
ni • n• j
(15.10)

n
cnfnbcnbrfc&
(15.5) njkj,blfy ufvjvlbyfhtj,c^ hjv itcfafct,tk gfhfvtnh'f hfjlt-
∧
yj,ff r+k–2^ hbc ufvjw (15.10) njkj,b' ufycfpqdhek χ 2 cnfnbcnbrfc (/bgj'tpbc
lhjc) vbf[kjt,b' tmyt,f χ2 ufyfobkt,f 'fdbceakt,bc [fhbc[b' f=rk–1–(r+k–2)=
(r–1)(k–1)& itdybiyj'^ hjv P i• lf P •j gfhfvtnht,bc vf'b itafct,t,b' itwdkbc
∧ ∧ ∧ ∧
itvltu χ 12 lf χ 22 cnfnbcnbrt,b yekjdfy vybidytkj,fc bqt,ty lf χ 32 = χ 2 & fvbnjv
∧
(15.10) ufvjcf[ekt,b' ufycfpqdhekb χ 2 cnfnbcnbrf itbskt,f ufvjdb.tyj'
ybify'f lfvjerblt,kj,bc /bgj'tpbc itcfvjovt,kfl ewyj,b vfhubyfkehb
ufyfobkt,t,bc itv'[dtdfib&
∧
vfhnbdb ufhlfmvyt,b' χ 2 cnfnbcnbrf itbskt,f ofhvjdflubyj'^ ufvjcf'-
dktkfl eahj vj[th[t,ekb^ itvltub ajhvb'

∧  k r n 2i j 
χ2 = n 
 i =1 ∑∑ n n• j
− 1 .

(15.11)
 j =1 i• 
15 JHB FY HFVLTYBVT ITHXTDBC LFVJERBLT<KJ<BCF LF TH"UDFHJDYT<BC ?BGJ"TPF"F ITVJOVT<F 437

hjltcfw k=r=2 (15.11)-blfy dbqt,'^ hjv

∧ n (n11 n 22 − n12 n 21 )
χ2 = , f = 1.
n1• n 2 • n•1 n• 2

vfufkbsb 15.2. cjwbjkjuc cehc itfvjovjc /bgj'tpf bvbc itcf[t,^ hjv

j]f[ib ,fdidt,bc hfjltyj,f fh fhbc lfvjrblt,ekb j]f[bc itvjcfdfkpt&
itv'[dtdb'b ithxtdbc itltut,b^ hjvtkbw vbqt,ekbf 385 j]f[pt lfrdbhdt,b'^
vjwtvekbf 15.3 w[hbkib%

w[hbkb 15.3.

,fdidt,bc itvjcfdfkb (f'fcj,b' $-ib)

hfjltyj,f 0–6 6–12 12–18 18-pt vtnb cek
10 9 18 24
0 61
(14,26) (15,05) (16,48) (15,21)
8 12 25 31
1 76
(17,77) (18,75) (20,53) (18,95)
24 28 23 28
2 93
(21,74) (22,95) (25,12) (23,19)
26 24 20 6
3 76
(17,77) (18,75) (20,53) (18,95)
32 22 18 7
4 fy vtnb 79
(18,47) (19,49) (21,34) (19,70)
cek 90 95 104 96 385

cflfw vhudfk ahx[bkib vj'fdct,ekb hbw[db ofhvjflutyc e]hfib j]f[t,bc

vjcfkjlytkb hfjltyj,bc itafct,fc& fhbc 'e fhf tc vjyfwtvt,b cfrvfhbcfl
'dfkcfxbyj bvbcf'dbc^ hjv α=0.01 ylj,bc ljyb' vbdbqj' /bgj'tpf j]f[ib
,fdidt,bc hfjltyj,bc j]f[bc itvjcfdkbcfufy lfvjerblt,kj,bc itcf[t,~
fvj[cyf% .jdtk (i;j) e]hfib j]f[t,bc vjcfkjlytkb hfjltyj,f bfyufhbit,f
ajhvekb'%
(i - eh vorhbdib j]f[t, bc hfjltyj, f)× ( j - eh cdtnib j]f[t, bc hfjltyj, f)
r k
∧
E ij =
j]f[t, bc cfth' j hfjltyj, f
fye
∧ ni• n• j
E ij =&
n
vfufkb'fl^ 14.26= 61×90
385
& 'fdbceakt,bc [fhbc[b njkbf (r–1)(k–1)=12.
438

1. H 0 : tc jhb rkfcbabrfwbf lfvjerblt,tkbf*

H 1 : tc jhb rkfcbabrfwbf fh fhbc lfvjerblt,tkb&
2. cnfnbcnbrbc vybidytkj,ff

(10 − 14.26) 2 (7 − 19.70) 2

χ2 = ++ = 63.4783
14.26 19.70
3. rhbnbrekb vybidytkj,ff χ2 12, 0.01 =26.2170.
∧
4. uflfo.dtnbkt,f% hflufy χ 2 > χ2 12, 0.01 ^ xdty efhd.ja' H 0 -/bgj'tpfc^ fye dfcrdyb'^
hjv j]f[ib ,fdidt,bc hfjltyj,f lf j]f[bc itvjcfdfkb fh ofhvjflutyc
lfvjerblt,tk rkfcbabrfwbt,c&

yekjdfyb /bgj'tpf% H0 : Pij = Pi.• P•. j, i=1,2,...,k; j=1,2,...,r

fknthyfnbekb /bgj'tpf% Ha : H0 fh fhbc vfh't,ekb
2
 n n 
 ni j − i • • j 
k r  
 n 
cnfnbcnbrbc vybidytkj,f χ2 = ∑∑
i =1 j =1
n• i n• j
n
vybidytkjdyj,bc ljyt α
efh.jabc fht χ2 ≥ χ α2 , ( k −1) ( r −1)
ni • n• j
ntcnb ufvjb.tyt,f hjltcfw ≥5 .dtkf i-cf lf j-cf'dbc
n

JHB ITV"{DTDB"B CBLBLBC LFVJERBLT<KJ<BC ?BGJ"TPBC ITVJO-

VT<F& fv vt'jlbc ufvj.tyt,f itbskt,f jhb (X lf Y) itv'[dtdb'b cblblbc lfvjerblt-
,kj,bc /bgj'tpbc itcfvjovt,kfl (X,Y) itv'[dtdb' dtmnjhpt lfvjerblt,tkb
lfrdbhdt,t,bcfufy vbqt,ekb ithxtdbc cfaesdtkpt&
d'mdf'^ vjwtvekb udfmdc n ithxtdb'b vybidytkj,f% (X 1 ,Y 1 ), (X 2 ,Y 2 ), ... ,
(X n ,Y n )& fqdybiyj' FX-b'f lf FY-b' itcf,fvbcfl X lf Y itv'[dtdb' cblblt'f
ufyfobkt,bc aeymwbt,b lf FXY b.jc X lf Y cblblt'f th'j,kbdb ufyfobkt,bc
aeymwbf& lfvjerblt,kj,bc /bgj'tpbc cfvfh'kbfyj,bc lhjc eylf itchekltc
H 0 : FXY(x,y) = FX(x)FY(y)
njkj,f^ (x,y) wdkfl'f .jdtkb vybidytkj,bcf'dbc&
lfd.j' X lf Y itv'[dtdb' cblblt'f itcfskj vybidytkj,t,bc fht^
itcf,fvbcfl I lf J hfjltyj,bc mdtbynthdfkfl%
15 JHB FY HFVLTYBVT ITHXTDBC LFVJERBLT<KJ<BCF LF TH"UDFHJDYT<BC ?BGJ"TPF"F ITVJOVT<F 439

∆ X1 = (– ∞,a 1 ], ∆ X2 = (a 1 ,a 2 ], ... , ∆ XI = (a I–1 ,∞);

∆Y1 = (– ∞,b 1 ], ∆Y2 = (b 1 ,b 2 ], ... , ∆YJ = (b J–1 ,∞).

'e N ij -'b fqdybiyfd' ithxtdbc bv o.dbk'f hfjltyj,fc^ hjvtk'f gbhdtkb

rjvgjytynbc vybidytkj,f fqvjxylf ∆Xi ^ [jkj vtjhtcb ∆Yj bynthdfkib^ vbdbqt,'
(15.1)-bc vcufdc ybify'f iteqkt,bc w[hbkc& vfufkb'fl^ X cblblt itbskt,f
fqybiyfdltc hfbvt gjgekfwbbc tktvtyn'f th' ybifyc^ Y – vtjht ybifyc^ [jkj ∆ Xi ,
∆Yj bynthdfkt,b itbskt,f ofhvjdblubyj' fv ybify'f itcf,fvbc rfntujhbt,fl&
hjltcfw FX lf FY ufyfobkt,bc aeymwt,b wyj,bkbf^ itbskt,f dbfyufhbij'
(X,Y) dtmnjhbc yt,bcvbth ∆ Xi × ∆Yj vfh're'[tlib vj[dtlhbc P ij fk,f'j,f
lfvjerblt,kj,bc /bgj'tpbc cfvfh'kbfyj,bc lhjc%

P ij = P(X∈ ∆Xi , Y∈ ∆Yj ) = (FX(a i )– FX(a i-1 ))(FY(b j )–FY(b j-1 )),

(cbvfhnbdbcf'dbc dbuekbc[vj'^ hjv FX lf FY ufyfobkt,bc aeymwbt,b eo.dtnbf)^

fvbnjv H 0 /bgj'tpbc yfwdkfl itudbskbf itdfvjovj' /bgj'tpf
~
H 0 : P ij = Pi*X P*Yj , Pi*X = FX(a i )– FX(a i-1 ), P*Yj = FY(b j )–FY(b j-1 ),

(15.6) (fy (15.8)) cnfnbcnbrbc ufvj.tyt,b'^ erdt ufy[bkekb itv'[dtdbc vcufdcfl&

~
itdybiyj'^ hjv H 0 /bgj'tpf H 0 /bgj'tpbc trdbdfktynehb fh fhbc^ vfuhfv cfrvfjl
vlblfhb ∆X lf ∆Y lfyfobkt,t,bc itv'[dtdfib tc /bgj'tpt,b th'vfyt''fy @f[kjc#
bmyt,f (fvfc'fy lfrfdibht,b' b[bkt' vt-13 'fdbc vt-2 gfhfuhfaib ufrt't,ekb
itybidyt,b)&
hjltcfw FX lf FY vfhubyfkehb ufyfobkt,bc aeymwt,b ewyj,bf^ cfzbhj
[lt,f vf'b itafct,f vjwtvekb ithxtdbc cfaesdtkpt& hflufy H 0 /bgj'tpbc yfwdkfl
~
dfvjovt,' H 0 /bgj'tpfc^ cfrvfhbcbf v[jkjl X lf Y itv'[dtdb' cblblt'f
itcf,fvbcfl ∆ Xi lf ∆Yj bynthdfkt,ib vj[dtlhbc fk,f'j,f'f itafct,f& fv
itv'[dtdfib itudbskbf ufvjdb.tyj' veknbyjvehb lfcf]thj,bc itafct,t,b^
hjvkt,bw /bgj'tpbc cfvfh'kbfyj,bc lhjc (15.9) itafct,t,c tv'[dtdf& fvbc itvltu
lfvjerblt,kj,bc itvjovt,f [lt,f fv gfhfuhfaib ufy[bkekb itcf,fvbcb
itv'[dtdbc vcufdcfl (15.10) cnfnbcnbrfpt lf.hlyj,b'&
440

§ 2. HFVLTYBVT ITHXTDBC (FY GJGEKFWBBC)

TH"UDFHJDYT<BC /BGJ"TPBCITVJOVT<F&

obyf geymnib ufy[bkekb ybify'f iteqkt,bc 15.1 w[hbkb itlutybkb b.j

th'b gjgekfwbblfy fqt,ekb n vjwekj,bc ithxtdbc vb[tldb'^ lfrdbhdt,ekb
cblbltt,b (fye ithxtdbc tktvtynt,b) rkfcbabwbht,ekb b.j jhb wdkflb ybiyb' lf
dfvjovt,lb' /bgj'tpfc fv ybify'f lfvjerblt,kj,bc itcf[t,& ajhvfkehfl bubdt
cf[bc^ vfuhfv cek c[df ,eyt,bc w[hbkt,b ud[dlt,f ,tdh c[df itv'[dtdfibw&
d'mdf' vjwtvekb udfmdc k hfjltyj,bc c[dflfc[df gjgekfwbf lf .jdtkb
gjgekfwbblfy^ th'vfyt'bcfufy lfvjerblt,kfl^ fqt,ekbf itcf,fvbcfl n 1 ,...,n k
vjwekj,bc ithxtdt,b& fvfc'fy .jdtkb j-cf'dbc ithxtdbc n j vjwekj,f fh fhbc
itv'[dtdb'b lf obyfcofh fhbc ufycfpqdhekb& lfdeidf'^ hjv .dtkf gjgekfwbf
rkfcbabwbht,ekbf th'b lf bubdt A ybiybc A 1 ,...,A r rfntujhbbc vb[tldb'&
fqdybiyj' n ij -b' i-ehb ithxtdbc bv tktvtyn'f cb[ibht^ hjvkt,cfw fqvjfxylf' j-
ehb rfntujhbf& vfiby xdtyb vjyfwtvt,b ufykfult,f gbhdtkb w[hbkbc vcufdc
w[hbkib^ jqjyl fv erfyfcrytkb w[hbkbc vjyfwtvt,b itlutybkbf fhf v[jkjl
th'b gjgekfwbblfy fqt,ekb ithxtdbc vb[tldb' (hjujhw obyf w[hbkb b.j
vbqt,ekb)^ fhfvtl k c[dflfc[df gjgekfwbblfy vbqt,ekb ithxtdt,bc cfiefkt,b' lf
.jdtk ithxtdfc w[hbkib th'b cnhbmjyb ittcf,fvt,f (b[& w[hbkb 15.4.)&
fct' itv'[dtdfib [ibhfl xylt,f gjgekfwbf'f th'udfhjdyt,bc /bgj'tpbc
itvjovt,bc fewbkt,kj,f^ fye bv /bgj'tpbcf^ hjv vjwtvekb k ithxtdf fqt,ekbf
th'b lf bubdt utythfkehb th'j,kbj,blfy& fct'b /bgj'tpf trdbdfktynehbf
/bgj'tpbcf^ hjv gjgekfwbblfy itv'[dtdb' fhxtekb tktvtynbc .jdtk A j rkfcib
vj[dtlhbc P j fk,f'j,f th'b lf bubdtf .dtkf gjgekfwbbcf'dbc& n i fhbc i-ehb
gjgekfwbblfy fqt,ekb ithxtdbc vjwekj,f
r
ni = ∑n
j =1
ij ^ .jdtkb i-cf'dbc^ 1≤i≤k. (15.12)

w[hbkb 15.4. ybify'f iteqkt,bc w[hbkb

rfntujhbt,b
A 1 A 2 ... A j ... A r
ithxtdf I gjgekfwbblfy n 11 n 12 ... n 1j ... n 1r n1
ithxtdf II gjgekfwbblfy n 21 n 22 ... n 2j ... n 2r n2
... ... ... ... ... ... ...
ithxtdf j-ehb gjgekfwbblfy n i1 n i2 ... n ij ... n ir ni
... ... ... ... ... ... ...
ithxtdf k-ehb gjgekfwbblfy n k1 n k2 ... n kj ... n kr nk
n •1 n •2 ... n • j ... n • r n
15 JHB FY HFVLTYBVT ITHXTDBC LFVJERBLT<KJ<BCF LF TH"UDFHJDYT<BC ?BGJ"TPF"F ITVJOVT<F 441

n • j -'b fqybiyekbf .dtkf ithxtdbc bv tktvtyn'f hfjltyj,f^ hjvkt,cfw fqvjfxylf'

A ybiybc j-ehb rfntujhbf& w[flbf^ n i cblbltt,bcfufy ufyc[dfdt,b'^ n •j cblbltt,b
(gjgekfwbblfy ithxtdbc fqt,fvlt) itv'[dtdb' cblbltt,c ofhvjflutyc lf
k
n • j = ∑ nij ^ j=1,2,...,r. (15.13)
i =1

P ij -'b fqdybiyj' fk,f'j,f bvbcf^ hjv i-ehb gjgekfwbblfy itv'[dtdb' fhxtek

tktvtync fqvjfxylt,f j-ehb rfntujhbf (fy i-ehb gjgekfwbblfy j-ehb rfntujhbbc
tktvtyn'f ghjgjhwbf)& fvhbufl^ i-ehb gjgekfwbbcf'dbc A ybiybc vb[tldb'
r
rfntujhbf'f ghjgjhwbt,b itcf,fvbcfl fhbc P i1 , P i2 , ..., P ir ,^ cflfw ∑ Pij =1&
j =1
yekjdfyb /bgj'tpf ybiyfdc^ hjv
P 1j = P 2j = ⋅⋅⋅ = P kj .jdtkb j -cf'dbc j=1,2,...,r&
hjltcfw th'udfhjdyt,bc H 0 /bgj'tpf vfh't,ekbf^ itudbskbf P 1 , P 2 , ..., P r -
b' fqdybiyj' gjgekfwbf'f ghjgjhwbt,bc cfth'j vybidytkj,f .jdtkb j-ehb
rfntujhbbcf'dbc^ fye
H 0 : P j ≡ P 1j = P 2j = ⋅⋅⋅ = P kj , j=1,2,...,r . (15.14)
H 0 /bgj'tpbc lhjc vjcfkjlytkb hfjltyj,f i-ehb ithxtdbc tktvtynt,bcf^
hjvkt,bw j-ehb rfntujhbbc fqvjxylyty E n i j = n i P j cblblbc njkb& hflufy P j
fk,f'j,t,b ewyj,bf^ cfzbhjf vf'b itafct,f fhct,ekb vjyfwtvt,bc cfaesdtkpt&
P ij fk,f'j,bc itafct,f i-ehb ithxtdbc vb[tldb' bmyt,f
∧ nij
P ij = , i=1,2,...,k.
nj

vfuhfv /bgj'tpbc lhjc P 1j = P 2j = ⋅⋅⋅ = P kj lf fv cblbltt,bc cfth'j P j vybidytkj,bc

itcfafct,kfl itbskt,f .dtkf k ithxtdbc ufth'bfyt,b' vbqt,ekb vjyfwtvt,bc
ufvj.tyt,f& ufth'bfyt,ekb ithxtdbc vb[tldb' P j gfhfvtnhbc itafct,bc hjkib
itbskt,f fdbqj' j rfntujhbbc tktvtyn'f afhlj,b'b cb[ibht
n• j
Pj = , j=1,2,...,r . (15.15)
n
hjvtkbw /bgj'tpbc lhjc vfmcbvfkehb lfcf]thj,bc itafct,fc ofhvjflutyc&
'e lfrdbhdt,ek n ij cblbltt,cf lf vf' vjcfkjlytk vybidytkj,t,c ijhbc
∧
uflf[hbc cfpjvfl fdbqt,' (15.3) ufvjcf[ekt,b' ufycfpqdhek χ 2 cnfnbcnbrfc^
lf vbdbqt,' hf v[tldtkj,fib th'udfhjdyt,bc H 0 /bgj'tpfc^ fqybiyek ajhvekfib
442

.jdtkb i-cf'dbc P ij fk,f'j,f'f yfwdkfl xfdcdfv' vf'b cfth'j P j vybidytkj,bc

itafct,fc^ vbdbqt,'
2
 n n 
 ni j − i • j 
 
χ2 = ∑ ∑ 
∧ k r n  (15.16)
i =1 j =1 ni n• j
n
cnfnbcnbrfc^ hjvtkbw ufvjb.tyt,f ufy[bkekb th'udfhjdyt,bc /bgj'tpbc
itcfvjovt,kfl&
ajhvfkehfl fv cnfnbcnbrfc fmdc bubdt ajhvf^ hjvtkbw /mjylf (15.10) nj-
kj,b' vjwtvek cnfnbcnbrfc^ ufy[bkekc ybify'f lfvjerblt,kj,bc /bgj'tpbc
itvjovt,bc lhjc^ 'evwf n ij cblbltt,bc ibyffhcb fv jh itv'[dtdfib ufyc[dfdt,ekbf&
(15.10) ufvjcf[ekt,bcfufy ufyc[dfdt,b' (15.16) njkj,b' ufycfpqdhekb
∧
χ 2 cnfnbcnbrf n i• vfhubyfkeh cb[ibht'f yfwdkfl (hjvkt,bw itv'[dtdb' cblb-
ltt,c ofhvjflutyty)^ itbwfdc n i cblbltt,c^ hjvtk'f vybidytkj,t,b obyfcofh fhbc
ufycfpqdhekb& fvbnjv^ (15.12) njkj,t,bc ufvj^ 15.4 w[hbkib ufykfut,ek n ij
cb[ibht'f v[jkjl rk–k hfjltyj,ff 'fdbceakfl ufycfpqdhekb (vfiby hjwf 15.1
w[hbkib 'fdbceakfl ufycfpqdhek cb[ibht'f hfjltyj,f rk–1-bc njkb b.j^
th'flth'b Σn ij =n itpqeldbc ufvj)& cfvfubthjl^ fv itv'[dtdfib v[jkjl r–1
hfjltyj,bc gfhfvtnhbf itcfafct,tkb (lfvjerblt,kj,bc /bgj'tpbc lhjc
itcfafct,tk gfhfvtnh'f hfjltyj,f (r+k–2)-bc njkb b.j)& fvbnjv fv cnfnbcnbrfc^
hjvtkbw vbf[kjt,b' fctdt χ2 rfyjyb' fhbc ufyfobkt,ekb^ tmyt,f bubdt 'fdbcea-
∧
kt,bc [fhbc[b^ hfw /mjylf gbhdtk geymnib ufy[bkek χ 2 cnfnbcnbrfc^ fye

f = rk–k–(r–1) = (r–1)(k–1).
itdybiyj' th'b fhfajhvfkehb vcufdct,f ybify'f iteqkt,bc 15.1 w[hbkcf
lf 15.4 w[hbkc ijhbc^ hjvtkbw ufhrdtekb fphb' [cybc^ 'e hfnjv enfhlt,f fv
w[hbkt,bc tktvtynt,c th'b lf bubdt ufhlfmvyt,b^ hbc itltuflfw jhbdt
∧
itv'[dtdfib dbqt,' th'b lf bubdt ufyfobkt,bc vmjyt χ 2 cnfnbcnbrt,c^ vbe[tlfdfl
itcfvjovt,tk /bgj'tpf'f lf w[hbkt,bc tktvtyn'f ufyc[dfdt,ekb ibyffhcbcf&
hjltcfw ithxtdf'f th'udfhjdyt,bc /bgj'tpf cojhbf^ vfiby vtjht w[hbkbc
.jdtkb n ij tktvtynbc itafhlt,f i-ehb cnhbmjybc tktvtyn'f ]fv'fy (fye n i -'fy)
lff[kjt,b' th'b lf bubdt eylf b.jc .dtkf i-cf'dbc%
n1 j n2 j nkj n• j
≈ ≈ ⋅⋅⋅ ≈ ≈ ≈ Pj, (15.17)
n1 n2 nk n
15 JHB FY HFVLTYBVT ITHXTDBC LFVJERBLT<KJ<BCF LF TH"UDFHJDYT<BC ?BGJ"TPF"F ITVJOVT<F 443

fye A j rfntujhbbc tktvtyn'f ghjgjhwbf th'b lf bubdt eylf b.jc .dtkf

gjgekfwbbcf'dbc&
vtjhtc v[hbd^ hjltcfw ybify'f lfvjerblt,kj,bc /bgj'tpf vfh't,ekbf^
gbhdtkb w[hbkbc n ij tktvtynbc itafhlt,f i-ehb cnhbmjybc tktvtyn'f ]fv'fy (fye
n i• -c'fy) fctdt lff[kjt,b' njkb eylf b.jc .jdtkb i-'dbc

n1 j n2 j n kj n• j
≈ ≈ ⋅⋅⋅ ≈ ≈ , (15.18)
n1⋅ n2⋅ nk ⋅ n

hflufy n ij /n i• fhbc afhlj,b'b cb[ibht j rfntujhbbc tktvtynt,bcf i rfntujhbbc

tktvtyn'f ijhbc lf lfvjerblt,kj,bc /bgj'tpbc lhjc tc gbhj,b'b cb[ibhtt,b fh
eylf b.jc lfvjrblt,ekb bvfpt^ 'e A ybiybc hjvtkb rfntujhbbc vb[tldb'
dbfyufhbit,' fv gbhj,b' cb[ibhtt,c& fvhbufl A lf B ybiyt,bc lfvjerblt,kj,bc
/bgj'tpbc lhjc 15.1 w[hbkbc tktvtynt,b bubdt 'fyfafhlj,t,c frvf.jabkt,ty^
hfcfw 15.4 w[hbkbc tktvtynt,b th'udfhjdyt,bc /bgj'tpbc cbcojhbc itv'[dtdfib
∧
lf cojhtl (15.17)^ (15.18) 'fyfafhlj,t,b tlt,f cfaesdkfl itcf,fvbcb χ 2
rhbnthbevt,bc fut,fc&

yekjdfyb /bgj'tpf% H0 : P1j = P2j = ⋅⋅⋅ = Pkj, j=1,2,...,r

fknthyfnbekb /bgj'tpf% Ha : H0 fh fhbc vfh't,ekb
2
 n n 
 ni j − i • j 
k r  
 n 
cnfnbcnbrbc vybidytkj,f χ2 = ∑∑
i =1 j =1
ni n• j
n
efh.jabc fht χ ≥
2
χ α2 , ( k −1) ( r −1)
ni n• j
ntcnb ufvjb.tyt,f hjltcfw ≥5 .dtkf i-cf lf j-cf'dbc
n

vfufkbsb 15.3. d'mdf' cfvb c[dflfc[df cfofhvj eidt,c th'b lf bubdt nbgbc
ghjlemwbfc& udfbynthtct,c ufydcfpqdhj'^ fhbc 'e fhf ufyc[dfdt,f fv cfofhvj'f
vbth ufvjidt,ekb yfofhvbc [fhbc[ib& bycgtmwbbc vbpyb' 'b'jtekb cfofhvjlfy
fqt,ekbf itcf,fvbcfl 250, 200 lf 150 yfofhvb& .jdtkb cfofhvjc ghjlemwbf
rfntujhbpbht,ekbf th'b lf bubdt ybiyb'^ .ehflqt,f tmwtdf v[jkjl bvfc^
edfhubcbf vjwtvekb yfofhvb 'e ufvjcfltub& mdtvj' vj.dfybk ybify'f iteqkt,bc
15.5 w[hbkib 'fdvj.hbkbf fqybiyekb ybiyb' rkfcbabwbht,ekb vjyfwtvt,b&
udfsktdc 'e fhf tc vjyfwtvt,b cfaesdtkc efhd.j' /bgj'tpf fqybiyek ithxtdf'f
th'udfhjdyt,bc itcf[t,~
444

w[hbkb 15.5.

ufvjcfltub edfhubcb cek

I cfofhvj 240 (297.5) 10 (12.5) 250
II cfofhvj 191 (190.0) 9 (10.0) 200
III cfofhvj 139 (142.5) 11 (7.5) 150
cek 570 30 600

fmfw ahx[bkt,ib vj'fdct,ekb hbw[dt,b ofhvjflutyty itcf,fvbcb ghjlemwbbc

vjcfkjlytkb hfjltyj,bc itafct,fc&
fvj[cyf&
H 0 : ithxtdt,b th'udfhjdfybf^
H A : hjvtkbvt jhb ithxtdf vfbyw th'vfyt'bcfufy ufyc[dfdt,ekbf&
cnfnbcnbrbc vybidytkj,f%
∧ (10 − 12.5) 2 (240 − 237.5) 2 (139 − 142.5) 2
χ2 = + ++ = 2.36.
12.5 237.5 142.5
vybidytkjdyj,bc ljyt% α=0.1.
∧
rhbnbrekb vybidytkj,f% fv vfufkb'ib k=3, r=2 lf χ 2 cnfnbcnbrbc 'fdbceakt,bc
[fhbc[b f=(3–1)(2–1)=2& fvbnjv rhbnbrekb vybidytkj,ff χ 22, 0.1 =4.60517.
∧
lfcrdyf% χ 2 =2.36<4.60517 lf fqybiyekb vjyfwtvt,b fh udfsktdc H 0
th'udfhjdyt,bc /bgj'tpbc efh.jabc cfaesdtkc&

***
vjdb.dfyj' bv sbhb'flb kbnthfnehbc cbf^ hjvkt,blfyfw dcfhut,kj,lb'
fv 'fdbc vfcfkbc uflvjwtvbcfc% [39], [52], [64], [72], [79].

LFCRDYT<B

fv 'fdib itcofdkbkbf th'b gjgekfwbbc jhb c[dflfc[df ybiybc

lfvjrblt,ekt,bc lf hfvltybvt gjgekfwbbc th'udfhjdyt,bc cfrb'[t,b&
fv 'fdbc gbhdtk gfhfuhfaib fqothbkbf uflfo.dtnbkt,bc vbqt,bc otcb^
hjvkbc vb[tldb' [lt,f th'b gjgekfwbbc jhb ybiybc lfvjerblt,kj,bc /bgj'tpbc
15 JHB FY HFVLTYBVT ITHXTDBC LFVJERBLT<KJ<BCF LF TH"UDFHJDYT<BC ?BGJ"TPF"F ITVJOVT<F 445

∧
itvjovt,f& uflfo.dtnbkt,bc vbqt,bc otcb t.hlyj,f χ 2 cnfnbcnbrfc^ hjvkbc
pqdfhb'b ufyfobkt,f 'fdbceafkbf ufyfobkt,bcfufy yekjdfyb /bgj'tpbc lhjc
fhbc χ2-ufyfobkt,f (k–1)(r–1) 'fdbceakt,bc [fhbc[b'^ cflfw k lf r fv ybify'f
itcf,fvbcb rkfct,bc hfjltyj,ff& ufy[bkekb vt'jlbc ufvj.tyt,f itbskt,f jhb X lf
Y itv'[dtdb'b cblblbc th'vfyt'bcfufy lfvjerblt,kj,bc /bgj'tpbc itcfvjovt,-
kfl (X,Y) dtmnjhpt lfvjerblt,tkb lfrdbhdt,t,bc cfiefkt,b'^ hjujhw eo.dtnb^
bctdt lbcrhtnekb^ hjujhw wyj,bkb^ bctdt ewyj,b /bgj'tnehb th'j,kbdb
ufyfobkt,bc aeymwbc itv'[dtdfib&
vtjht gfhfuhfaib vjovlt,f /bgj'tpf hfvltybvt ithxtdbc th'udfhjdyt,bc
itcf[t,& fmfw^ hjujhw lfvjerblt,kj,bc /bgj'tpbc lhjc^ itcfvjovt,tk
/bgj'tpf'f lf vjyfwtv'f ufyc[dfdt,ekb ibyffhcbc vbe[tlfdfl^ uflfo.dtnbkt,bc
∧
vbqt,bc otcb t.hlyj,f χ 2 cnfnbcnbrfc^ hjvtkbw fcbvgnjnehfl χ2 rfyjyb' fhbc
ufyfobkt,ekb bctd (k–1)(r–1)-bc njkb 'fdbceakt,bc [fhbc[b'^ jqjyl fv
itv'[dtdfib k ofhvjflutyc ithxtdf'f hfjltyj,fc^ [jkj r fhbc rkfct,bc
hfjltyj,f^ hjvkt,flfw b.jaf .jdtkb ithxtdf th'b lf bubdt ybiyb'& /bgj'tpf'f
itvjovt,bc otcb fqothbkbf rjyrhtnek vfufkb't,pt&

CFDFH}BIJT<B

15.1. vjwtvekbf 1725 vjcofdkbc rkfcbabrfwbf (1) nfycfwvkbc [fhbc[bcf

lf (2) ujyt,hbdb eyfhbc vb[tldb'& vtjht ybiybc itv'[dtdfib vbqt,ekb b.j fct'b
uhflfwbf A – ujyt,hbdfl xfvjhxtybkb^ B – ytkb lf xkeyub^ C – xkeyub^ D – ytkb
vfuhfv zrdbfyb^ E – cfrvfjl zrdbfyb^ F – firfhfl eyfhbfyb^ G – ahbfl eyfhbfyb&
ufycfpqdhj'^ fhbc 'e fhf xfwvekj,bc [fhbc[b lfvjrblt,ekb ujyt,hbd eyfhpt&

eyfhb
hjujh bwdfvc
AlfB C D E F G ]fvb
sfkbfy rfhufl 33 48 113 209 194 39 636
rfhufl 41 100 202 255 138 15 751
fhf eifdc 39 58 70 61 33 4 265
welfl 17 13 22 10 10 1 73
]fvb 130 219 407 535 375 59 1725

15.2. w[hbkib vj.dfybkbf 818 itv'[dtdf^ hjvkt,bw rkfcbabwbht,ekbf

jhb ybiybc vb[tldb' (1) fwhbkbf 'e fhf mjkthbc obyffqvltu (2) lffdfllf 'e fhf&
446

fhflffdflt,ekyb lffdflt,ekyb ]fvb

fwhbkt,b 276 3 279
fhffwhbkt,b 473 66 539
]fvb 749 69 818

ufycfpqdht' fv vjyfwtvt,bc vb[tldb'^ tatmnehbf 'e fhf fwhf fdflv.jaj,bc

ufdhwtkt,bc obyffqvltu&

15.3. itdflfhj' vrehyfkj,bc jhb vt'jlb& 80 fdflv.jablfy 40 vrehyfkj,c

cgtwbabrehb cfiefkt,b'^ 40 rb rjycthdfnjhekfl& vrehyfkj,bc itltut,b
uf.jabkbf 3 rkfcfl: cohfab ufyrehyt,f^ ytkb ufyrehyt,f^ eitltuj vrehyfkj,f&
itltut,b 'fdvj.hbkbf w[hbkib&

vrehyfkj,bc vrehyfkj,f
itltub ]fvb
rjycthdfnjhekb cgtwbabrehb
cohfab ufyrehyt,f 14 22 36
ytkb ufyrehyt,f 18 16 34
eitltuj vrehyfkj,f 8 2 10
]fvb 40 40 80

ufycfpqdht'^ vjmvtlt,c 'e fhf f[fkb vt'jlb' vrehyfkj,f vrehyfkj,bc

itltupt&

15.4. d'mdf' udfbynthtct,c ufydcfpqdhj' fhbc 'e fhf fhct,b'b ufyc[dfdt,f

htuekfhekb cfntktdbpbj ghjuhfvt,bc vf.eht,tk'f ijhbc vf'b cmtcbc vb[tldb'&
fqt,ekbf itv'[dtdb'b ithxtdf lf .jdtk gbhjdyt,fc trb'[t,bfy 'e hjvtk
ghjuhfvfc fybzt,c bc egbhfntcj,fc& ufvjrb'[dbc itltut,b vj.dfybkbf w[hbkib

cfcehdtkb vf.eht,tk'f cmtcb

cfntktdbpbj ]fvb
ghjuhfvf rfwt,b mfkt,b
(1) dtcnthyb 32 18 50
(2) nhbkthb 17 13 30
(3) lhfvf 27 33 60
(4) rjvtlbf 13 7 20
(5) dfhbtnt 24 16 40
]fvb 113 87 200
15 JHB FY HFVLTYBVT ITHXTDBC LFVJERBLT<KJ<BCF LF TH"UDFHJDYT<BC ?BGJ"TPF"F ITVJOVT<F 447

ufycfpqdht'^ tobyffqvltut,f 'e fhf vj.dfybkb vjyfwtvt,b yekjdfy

/bgj'tpfc cfntktdbpbj ghjuhfvt,bc vf.eht,tk'f cmtcbcfufy lfvjerblt,kj,bc
itcf[t,&

15.5. fhct,j,c vhfdfkb @bylbrfnjhb#^ hjvkt,cfw bydtcnjht,b b.tyt,ty

cfajylj ,fphbc mwtdbc ufyzdhtnbc vbpyb'& th'-th' fct' bylbrfnjhc ofhvjflutyc
t&o& @bfydhbc bylbrfnjhb#& pjubth' bydtcnjhc c]thf^ hjv 'e cf,fphj afct,b
fbotdc bfydfhib^ vfiby afct,bc phlbc ntyltywbf ufuhstklt,f v'tkb okbc
ufyvfdkj,fib lf gbhbmb'& 'e bfydfhib afct,b lftwf^ vfiby fct'b ntyltywbf
ufuhstklt,f otkboflbc lfhxtybk lhjibw& mdtvj' vjud.fdc vjyfwtvt,b vbqt,ekb
fvthbrbc cfajylj ,fphbc mwtdfpt 72 okbc ufyvfdkj,fib (1916 lf 1987 okbc xf'dkb')
lfrdbhdt,t,bc itltufl%

bfydfhb
't,thdfkb-ltrtv,thb fotdf lfotdf
fotdf 33 13
lfotdf 13 13

a) fqotht' fv fvjwfybc itcf,fvbcb yekjdfyb lf fknthyfnbekb /bgj'tpt,b&

b) bgjdt' cb[ibht'f vjcfkjlytkb vybidytkj,t,b H 0 /bgj'tpbc lhjc& w[hbkbc
hjvtk e]hfib fqtvfnt,f vjcfkjlytkb cb[ibht htfkehc lf gbhbmb'^ hjlbc
fhbc vjcfkjlytkb cb[ibht eahj vwbht&
∧
c) itfvjovt' H 0 /bgj'tpf& bfyufhbit' χ 2 cnfnbcnbrbc vybidytkj,f&
ufycfpqdht' vbcb 'fdbceakt,bc [fhbc[b lf rhbnbrekb vybidytkj,f& hf
lfcrdybc ufrt't,f itbskt,f~
d) lfotht' vjrkt f[cyf^ 'mdtyb lfrdbhdt,t,bc fyfkbpbc cfaesdtkpt^ 'e hfc
fxdtyt,c @bfydhbc bylbrfnjhb#&

15.6. vfhrtnbyubc vtyt]thc cehc ufycfpqdhjc fhbc 'e fhf fhct,b'b

ufyc[dfdt,f htubjyt,c ijhbc^ ufhrdtekb f[fkb ghjlemnbc vj[vfht,bc 'dfkcfp-
hbcb'& mdtvj' vj.dfybkb vjyfwtvt,b vbqt,ekbf fv ghjlemnbc vjv[vfht,tk'f
ithxtdb'b vt'jlb' ufvjrb'[dbc itltufl&

vj[vfht,bc mfkfmb
]fvb
[fhbc[b ,f'evb me'fbcb ',bkbcb 'tkfdb
(1) lf,fkb 22 35 0 5 62
(2) pjvbthb 84 55 8 24 171
(3) vfqfkb 25 17 22 12 76
]fvb 131 107 30 41 309
448

yekjdfyb /bgj'tpf ybiyfdc mfkfmbcfufy ghjlemnbc vj[vfht,bc [fhbc[bc

lfvjerblt,kj,fc&
a) ufycfpqdht' ithxtdbc vjcfkjlytkb itltut,b&
b) bfyufhbit' χ2 cnfnbcnbrf& ufycfpqdht' sbhb'flb cnfnbcnbrbc 'fdbceakt,bc
[fhbc[b&
c) d'mdf'^ vtyt]thb lfcfidt,fl vbbxytdc^ hjv 0.01 fk,f'j,b' itbskt,f itwltc lf
xf'dfkjc^ hjv f[fkb ghjlemnbc vj[vfht,bc [fhbc[b bwdkt,f mfkfmblfy mfkf-
mfvlt^ hjltcfw tc cbyfvldbktib fct fhff& ufycfpqdht' sbhb'flb cnfnbcnbrbc
rhbnbrekb vybidytkj,f& ufycfpqdht'^ eylf vbdbqj'^ 'e eredfulj' yekjdfyb
/bgj'tpf&
16
HTUHTCBF LF RJHTKFWBF

trjyjvbrfib^ hjujhw vhfdfk c[df lfhuib [ibhfl fewbkt,tkb [lt,f jh

cblbltc ijhbc lfvjrblt,ekt,bc itcofdkf& jh wdkflc ijhbc rfdibhbc .dtkfpt
vrfabj vfufkb'bf aeymwbjyfkehb rfdibhb^ hjltcfw th'b wdkflbc (fhuevtynbc)
hfbvt vybidytkj,fc ittcf,fvt,f vtjht wdkflbc (aeymwbbc) th'b lf v[jkjl th'b
vybidytkj,f& aeymwbt,bc wyj,bkb lf vybidytkjdfyb vfufkb't,bf%
• y=a+bx, ohabdb aeymwbf\
• y=a+bx+cx2, rdflhfnekb aeymwbf*
• y=a 0 +a 1 x+a 2 x2+⋅⋅⋅+a n xn, gjkbyjvehb aeymwbf&
vf'tvfnbreh cnfnbcnbrfib ufycfre'ht,ekb vybidytkj,f fmdc t&o&
cnjmfcneh lfvjrblt,ekt,fc jh wdkflc ijhbc^ jh itv'[dtdb' cblbltc ijhbc&
trjyjvbrfib nbgj,hbdbf cojhtl fct'b lfvjrblt,ekt,f& vfufkb'fl^ ihjvbc
yf.jabtht,fcf lf ofhvjt,bc ntmybreh ljytc ijhbc^ itvjcfdfkcf lf cfmjykbc
vj[vfht,fc ijhbc^ fhct,j,c cojhtl cnjmfcnehb rfdibhb& hjujhw^ xdty erdt
vttmdct 'fdib ufdtwfyb'^ fct'b lfvjrblt,ekt,f fqbotht,f jhb itv'[dtdb'b
cblblbc th'j,kbdb ufyfobkt,bc aeymwbbc^ ufyfobkt,bc rfyjybc fy ufyfobkt,bc
cbvrdhbdbc cfiefkt,b'& tc aeymwbt,b udfsktdty jh itv'[dtdb' cblbltc ijhbc
rfdibhbc^ lfvjrblt,ekt,bc fvjvoehfd lf[fcbf't,fc& vfuhfv^ [ibhfl vj[th[t,ekbf
ufvjdb.tyj' eahj vfhnbdb aeymwbt,b fy hbw[db'b rjtabwbtynt,b& fv fvjwfyfc
tvcf[eht,f^ cojhtl^ htuhtcbf lf rjhtkfwbf&

RJHTKFWBBC RJTABWBTYNB& ufydb[bkj' jhb itv'[dtdb'b cblblt^ X lf Y&

cblbltc^ hjvtkbw ufybcfpqdht,f ajhvekb'
cov(X,Y) = E(X–EX)(Y–EY) (16.1)
tojlt,f rjdfhbfwbf (X lf Y cblbltt,c ijhbc)& rjhtkfwbbc rjtabwbtynb
ufybcfpqdht,f ajhvekb'
cov( X , Y ) E[( X − EX )(Y − EY )]
ρ= = (16.2)
σ X ⋅ σY σ X ⋅ σY
(tc cblbltt,b xdty itvjdb.dfyt' vt-6 'fdib)&
(16.1) lf (16.2) ajhvekt,b' ufycfpqdhekb rjdfhbfwbf lf rjhtkfwbbc
rjtabwbtynb ofhvjflutyty 'tjhbek vf[fcbf't,kt,c& rjdfhbfwbfcf lf
rjhtkfwbbc rjtabwbtync lf vf' cnfnbcnbreh itafct,t,c ufycfre'ht,ekb
vybidytkj,f tybzt,f htuhtcbek fyfkbpib&
d'mdf'^ (X,Y) itv'[dtdb'b cblbltt,bc itcfskj vybidytkj,f'f th'j,kbj-
,blfy fvjqt,ekbf n vjwekj,bc ithxtdf
(x 1 ,y 1 ), (x 2 ,y 2 ), ... , (x n ,y n ). (16.3)
450

ithxtdbc tktvtynt,bf hbw[d'f o.dbkt,b& 'e X lf Y wdkflt,c ijhbc rfdibhbc

itcofdkfc dfgbht,'^ fewbkt,kfl eylf bmytc lfrdbhdt,ekb o.dbkt,b – bc
vybidytkj,t,b^ hjvtkcfw th'j,kbd (th'lhjekfl) qt,ekj,ty X lf Y itv'[dtdb'b
cblbltt,b& ithxtdbc vb[tldb' xdty vbdbqt,' rjdfhbfwbbcf lf rjhtkfwbbc
rjtabwbtynbc itafct,t,c (tvgbhbek vybidytkj,fc^ ithxtdb' vybidytkj,fc)& (16.1)
lf (16.2) ajhvekt,bc fyfkjubehfl udtmyt,f ufvjcf[ekt,t,b%
1 n
c~
o v( X , Y ) = ∑ ( xi − x ) ( y i − y ) , (16.4)
n − 1 i =1
n
∑ ( xi − x )( y i − y )
i =1
r= , (16.5)
n n
∑ ( xi − x ) ∑ ( yi − y )
2 2
i =1 i =1

1 n 1 n
cflfw x = ∑ xi , y = ∑ y i .
n i =1 n i =1
itvlujvib^ egbhfntcfl^ ufvjdb.tyt,' itvltu fqybidyt,c
n n n
SS XY = ∑ ( xi − x )( y i − y ) , SS X = ∑ ( xi − x ) 2 , SS Y = ∑ ( y i − y ) 2 . (16.6)
i =1 i =1 i =1

(SS gbhdtkb fcjt,bf byukbcehb cbn.dt,bcf sum of squares – rdflhfnt,bc

]fvt,b)&
fct^ hjv udtmyt,f
SS XY
c~
o v( X , Y ) = , (16.7)
n −1
SS XY
r= , (16.8)
SS X SS Y

(16.8) ajhvekb' ufycfpqdhek ithxtdb' rjhtkfwbbc rjtabwbtync

'tjhbekb ρ rjtabwbtynbc fyfkjubehb 'dbct,t,b fmdc&
vfufkbsb 16.1. ufydb[bkj' 10 rjvbdjbf;thb (ufv.bldtkb)^ hjvtk'f
veifj,bc itltut,b fcf[ekbf 16.1 w[hbkib^ hjvtkibw vj.dfybkbf uf.blekb
cfmjytkbc (Y) lfvjrblt,ekt,f cfmjykbc it'fdfpt,f'f hfjltyj,fpt (X).
lfd[fpj' uf,ytdbc lbfuhfvf^ fye f,cwbc'f qthspt uflfdpjvj' cfmjykbc
it'fdfpt,f'f hfjltyj,f^ [jkj jhlbyfn'f qthspt rb uf.blekb cfmjykbc
hfjltyj,f lf rjjhlbyfn'f cb,hn.tpt lfdcdf' lfrdbhdt,ekb (x i ,y i ), i=1,2,...,10,
o.dbkt,bc itcf,fvbcb othnbkt,b (b[& yf[& 16.1)&
ufvjd'dfkj' ithxtdb'b rjhtkfwbbc rjtabwbtynb
SS XY n(Σxy ) − (Σx)(Σy )
r= = =
SS X SS Y [n(Σx ) − (Σx) 2 ][n(Σy 2 ) − (Σy ) 2 ]
2
16 HTUHTCBF LF RJHTKFWBF 451

10 × 9.661 − 199 × 408

= = 0.924.
[10 × 4681 − (199) 2 ][10 × 20510 − (408) 2 ]

w[hbkb 16.1
ufv.bldtkb X Y
1 14 28
2 35 66
3 22 38
4 29 70
5 6 22
6 15 27
7 17 26
8 20 47
9 12 16
10 29 68
]fvb 199 408

Y
70 . .
60 .
50
. . .
40
30
. . ..
20
10
5 10 15 20 25 30 35 X
yf[& 16.1.

mdtvj' vjwtvekbf rjhtkfwbbc [fhbc[bc cbn.dbthb lf[fcbf't,bcf'dbc

vbqt,ekb nthvbyjkjubf (lf itcf,fvbcb lbfuhfvt,b)%
chek.jabkb cfiefkj cfiefkj chek.jabkb
fh fhbc
efh.jab'b efh.jab'b lflt,b'b lflt,b'b
rjhtkfwbf rjhtkfwbf rjhtkfwbf rjhtkfwbf rjhtkfwbf
skbthb cecnb cecnb skbthb
efh.jab'b efh.jab'b lflt,b'b lflt,b'b
rjhtkfwbf rjhtkfwbf rjhtkfwbf rjhtkfwbf
–1 –0.5 0 0.5 1
efh.jab'b rjhtkfwbf lflt,b'b rjhtkfwbf
452

Y Y

r=–1 r=1

X X
chek.jabkb efh.jab'b chek.jabkb lflt,b'b
rjhtkfwbf rjhtkfwbf

Y
. .
. . . . .
. . .
.
. .
. ..
. . .
X
fh fhbc rjhtkfwbf

Y
Y
.. .. . ...
. . . .. . .
. . . . . .
.
.. .
. . . . .
.
X X

skbthb efh.jab'b rjhtkfwbf skbthb lflt,b'b rjhtkfwbf

yf[& 16.2.

ufy[bkek vfufkb'ib fv nthvbyjkjubbc vb[tldb' cfmvt udfmdc skbth

lflt,b' rjhtkfwbfc'fy^ hfw vbe'b't,c skbth rfdibhpt cfmjykbc it'fdfpt,bc
hfjltyj,fcf lf uf.blekb cfmjykbc hfjltyj,fc ijhbc&

LFCRDYT<B RJHTKFWBBC RJTABWBTYNBC ITCF{T<& hjwf rjhtkfwbbc

rjtabwbtynb ewyj,bf^ ithxtdb'b rjhtkfwbbc rjtabwbtynbc r-bc cfiefkt,b'
itbskt,f ufrt'ltc cnfnbcnbrehb lfcrdyt,b vbcb vybidytkj,bc itcf[t, – fbujc
ylj,bc bynthdfkb fy itvjovltc /bgj'tpf rjhtkfwbbc rjtabwbtynbc hfbvt
16 HTUHTCBF LF RJHTKFWBF 453

hbw[d'fy njkj,bc itcf[t,& pjuflfl tc fvjwfyf cfrvfjl h'ekbf lf xdty fm

ufydb[bkfd' v[jkjl itvltub /bgj'tpbc itvjovt,bc cfrb'[c%
H 0 : ρ = 0,
H 1 : ρ ≠ 0.
'e (X,Y) itv'[dtdb'b cblbltt,bc th'j,kbdb ufyfobkt,f yjhvfkehbf^ vfiby
H 0 /bgj'tpbc cfvfh'kbfyj,bcfc cnfnbcnbrf
r
t= n−2
1− r2
ufyfobkt,ekbf cnbeltynbc rfyjyb' n–2 'fdbceakt,bc [fhbc[b'& fvudfhfl
cnbeltynbc ufyfobkt,bc w[hbkbc cfiefkt,b' itbskt,f itvjovltc ptvj'
vj.dfybkb /bgj'tpf&
cf[tklj,h^ H 0 /bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljyb'^ 'e
|t| > t n-2,1-α/2 .
obyffqvltu itv'[dtdfib^ H 0 /bgj'tpbc efh.jabc cfaesdtkb fh ufudfxybf& fvfdt
ufyfobkt,bc cfiefkt,b' fbut,f ylj,bc bynthdfkbw rjhtkfwbbc
rjtabwbtynbcf'dbc&
vfufkbsb 16.2. (vfufkb'b 16.1.-bc ufuhstkt,f)& lfdcdf' itvltub rb'[df%
cfvfh'kbfybf 'e fhf ufv.bldtk'f v'tkb gjgekfwbbcf'dbc bc lfcrdyf^ hjv
cfmjykbc it'fdfpt,f'f lf uf.bldf'f hfjltyj,t,c ijhbc fhct,j,c rfdibhb~ fct'
dfhfelc xdty ufvjd'mdfv' bvfpt lf.hlyj,b'^ hjv r=0.924 lf r2=0.854)
fvbc lfcflutyfl itdfvjovj' /bgj'tpf
H 0 : ρ=0
fknthyfnbdbc obyffqvltu
H 1 : ρ≠0
vybidytkjdyj,bc ljytl lfdfabmcbhj' α=0.05^ 'fdbceakt,bc [fhbc[bf n–2=10–
2=8& cnbeltynbc ufyfobkt,bc w[hbkbc vtidtj,b' vjdst,yj' t 8,0.975 =2.306&
ufvjd'dfkj' t cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,f&

r n−2 0.924 10 − 2
t= = = 6.835.
1− r 2
1 − 0.924 2

-2.306 2.306
H0-bc efh.jabc fht H0 fh efhb.jaf H0-bc efh.jabc fht
rjhtkfwbf ≠ 0 fh fhct,j,c rjhtkfwbf rjhtkfwbf ≠ 0
454

yf[&16.3
hflufy |t|=6.835>2.306^ fvbnjv α=0.05 vybidytkjdyj,bc ljyb' H 0 -c
efhd.ja'^ fye^ c[df cbn.dt,b'^ gjgekfwbbc rjhtkfwbf fh fhbc 0& fmtlfy uf.bldt,bc
vtyt]thvf vbbqj itvltub byajhvfwbf% cfmjykbc it'fdfpt,bc hfjltyj,fc lf
uf.bldf'f hfjltyj,fc ijhbc fhct,j,c rfdibhb (rjhtkfwbf)&
ufdb[ctyj'^ hjv dfhfelb bvbc itcf[t,^ hjv fct'b rfdibhb fhct,j,lf v'tk
gjgekfwbfib^ t.hlyj,jlf fvjrhtafc^ hjvtkbw v[jkjl 10 ufv.bldtkc vjbwfdlf&
fv itv'[dtdfib rjhtkfwbbc rjtabwbtynb r=0.924 cfrvfjl lblb b.j& vfuhfv
fvjrhtabc vjwekj,bc (n=10) cbvwbhbc ufvj fv lfcrdybc v'tk gjgekfwbfpt
uflfnfyf vjb'[jdc lfvfnt,b' lfcf,e't,fc& cojhtl fv lfcf,e't,fc bsktdf t
rhbnthbevbc ufvj.tyt,f itcf,fvbcb /bgj'tpbc itvjovt,bcf'dbc&
VFHNBDB OHABDB HTUHTCBF& EVWBHTC RDFLHFN"F VT"JLB& hjujhw
erdt fqdybiyt' Y itv'[dtdb'b cblblbc lfvjrblt,ekt,f X itv'[dtdb'b cblblbcfufy
itbskt,f fqbothjc ltnthvbybcnekb aeymwbb'
Y=ϕ(X).
fv rfdibhbc evfhnbdtcb ajhvff
Y= B 0 +B 1 X. (16.9)
itcfskjf rfdibhbc c[df ajhvt,bw& vfufkb'fl
Y=B 0 +B 1 X+B 2 X2, Y=A eBX, Y=AXB, Y=A+BX–1
lf f&i&
nhflbwbek trjyjvbreh 'tjhbf'f lbl yfobkib buekbc[vt,jlf cfpjuf-
ljl pecnb aeymwbjyfkehb rfdibht,bc itcofdkf wdkflt,c ijhbc& vfuhfv trjyjvb-
rehb vjyfwtvt,bc tktvtynfhekb ufwyj,fw rb udbxdtyt,c^ hjv wdkflt,c ijhbc
rfdibhb evtntc itv'[dtdfib fh fhbc ltnthvbybcnekb& vfufkb'fl^ fh eylf vjdtkj-
lt'^ hjv th'b lf bubdt itvjcfdkbc (X) vmjyt j]f[t,bc cfvjv[vfht,kj [fh]t,bw
(Y) th'yfbhb bmyt,f& wfkrtekb j]f[t,b vjb[vfhty eahj vtnc dblht c[dt,b lf
gbhbmb'& jqjyl vjcfkjlytkbf^ hjv X cblblbc itvjcfdkbc vmjyt j]f[t,bc cfvjv-
[vfht,kj [fh]t,b lf]uealt,f X-pt lfvjrblt,ek hfbvt vybidytkj,bc cbf[-
kjdtib& tc vjcfpht,f ud'fdfpj,c ltnthvbybcnekb lfvjrblt,ekj,bc ufypjuf-
ljt,fc itvltub ajhvb'
Y = ϕ(X)+ε,
cflfw ε fhbc hfbvt itv'[dtdb'b cblblt^ Eε=0, Dε=σ2>0. fv rfdibhbc .dtkfpt
vfhnbdb ajhvff t&o& ohabdb htuhtcbekb rfdibhb^ hjltcfw
Y = B 0 +B 1 X +ε (16.10)
lf lfvfnt,b' buekbc[vt,f^ hjv ε lf X lfvjerblt,tkb itv'[dtdb'b cblbltt,bf&
rthsjl^ (16.10) 'fyfafhlj,blfy ufvjvlbyfhtj,c^ hjv X-bc abmcbht,ekb
vybidytkj,bcf'dbc
Y(x) = B 0 +B 1 x +ε (16.11)
16 HTUHTCBF LF RJHTKFWBF 455

ofhvjflutyc itv'[dtdb' cblbltc^ hjvkbc kjlbyb lf lbcgthcbf ufvjb'dkt,f

ajhvekt,b'%
E(Y|X=x)= B 0 +B 1 x , D(Y|X=x)= σ2.
fvhbufl^ ohabdb htuhtcbekb vjltkbc afhukt,ib buekbc[vt,f^ hjv Y-bc htuhtcbf
X-pt ohabdbf
E(Y|X) = B 0 +B 1 X (16.12)
lf^ itcf,fvbcfl y = B 0 +B 1 x ohatc htuhtcbbc ohat^ B 0 lf B 1 rjtabwbtynt,c –
htuhtcbbc rjtabwbtynt,b^ [jkj ε-c – itv'[dtdb'b uflf[hf tojlt,f &
itvlujvib xdtyc vbth gjcnekbht,ekb bmyt,f vfhnbdb ohabdb htuhtcbbc
(16.10) vjltkb& X wdkflc eojlt,ty lfvjerblt,tk (fv[cytk) wdkflc fylf
ghtlbmnjhc^ [jkj Y-c rb – lfvjrblt,ek (vjgfce[t) wdkflc&
B 1 rjtabwbtync itbskt,f vbdwt' itvltub bynthghtnfwbf% fv[cytkb X
wdkflbc th'b th'tekb' wdkbkt,f bodtdc lfvjrblt,ekb Y wdkflbc wdkbkt,fc
cfiefkjl B 1 cblblb'& B 0 rjtabwbtync 'fyfrdt'fc eojlt,ty^ hflufy bc
ofhvjflutyc htuhtcbbc ohabc y qths'fy uflfrdt'bc othnbkc&
d'mdf'^ (x 1 , y 1 ), (x 2 , y 2 ), ... , (x n , y n ) lfvjerblt,tkb lfrdbhdt,t,bf (X,Y)
itv'[dtdb' cblblt'f o.dbkpt& bv itv'[dtdfib^ hjltcfw Y lf X itv'[dtdb'
cblbltt,c ijhbc fhct,j,c (16.9) cf[bc ohabdb ltnthvbybcnekb rfdibhb^ vfiby
lfrdbhdt,ekb o.dbkt,b ufykfult,f y=B 0 +B 1 x ohatpt^

E(Y|X=x)

y=B0+B1x

tg α= B1
α

B0

x0 x0+1 x
yf[&16.4

y i =B 0 +B 1 x i , i=1,2, .., n (16.13)

lf B 0 lf B 1 rjtabwbtynt,bc vjst,yfc bjkfl vjdf[th[t,lb'& fdbqt,lb' jh
yt,bcvbth othnbkc lf vjdst,yblb' fv jh othnbkpt ufvfdfkb ohabc ufynjkt,fc&
bv itv'[dtdfib^ hjltcfw Y lf X itv'[dtdb' cblbltt,c ijhbc rfdibhb fqbotht,f
(16.10) vjltkb'^ vfiby yf'tkbf^ hjv lfrdbhdt,ekb o.dbkt,b fqfh ufykfult,f
B 0 +B 1 x ohatpt^ fhfvtl uf,ytekb bmyt,f fv^ cfpjufljl xdty'dbc ewyj,b^ B 0 +B 1 x
ohabc vbvfh'&
456

xdtyb itvlujvb fvjwfyf bmyt,f lfrdbhdt,ekb o.dbkt,bc vtidtj,b' fdfuj'

ewyj,b B 0 , B 1 rjtabwbtynt,bcf lf σ2 lbcgthcbbc itafct,t,b& ghfmnbrek fvjwfyt,ib
[ibhfl X wdkflb fh fhbc itv'[dtdb'b& vfuhfv vfibyfw rb hjwf bc itv'[dtdb'bf^
buekbc[vt,f^ hjv X-t,bc vybidytkj,t,b pecnflff wyj,bkb vfyfvlt^ cfyfv
lfdfrdbhlt,b' Y-t,bc itcf,fvbc vybidytkj,t,c^ fvbnjv X-bc vybidytkj,t,b
ufyb[bkt,f hjujhw pecnb hbw[dt,b lf uflf[ht,b vbtotht,f v[jkjl Y wdkflc&
fvbnjv itvlujvib Y wdkflbc lfrdbhdt,ek vybidytkj,t,c fqdybiyfd'
fcj'v'fdhekb fcjt,b'^ [jkj X-bcfc gfnfhf fcjt,b'* fvfdt lhjc^ hjujhw flht
itd'fy[vlb'^ hjltcfw cfe,fhb bmyt,f hfbvt cnfnbcnbrt,bc ufyfobkt,fpt^ Y i ,
i=1,2,...,n wdkflt,bc xf'dkb' itv'[dtdb' cblbltt,fl^ [jkj cnfnbcnbrt,bc
lfrdbhdt,ekb vybidytkj,t,bc ufvjcf'dktkfl^ Y i -c mdti buekbc[vt,f Y wdkflbc
lfrdbhdt,ekb vybidytkj,f&
ufrt't,ekb itybidyt,bc itltufl^ ,eyt,hbdbf^ fvjwfyf fqdothj' fct% vjwt-
vekbf (x i ,Y i ), i=1,2,...,n, o.dbkt,b^ hjvtk'f ijhbc itvltub lfvjrblt,ekt,ff
Y i =B 0 +B 1 x i +ε i , i=1,2,...,n, (16.14)
cflfw ε i cojhtl bc itv'[dtdb'b cblbltf^ hjvtkbw ufyfgbhj,t,c ohablfy uf,ytdfc&
deidt,'^ hjv ε i ufyfobkt,ekbf yjhvfkehfl yekjdfyb vf'tvfnbrehb kjlbyb' lf
lbcgthcbb'^ σ2>0, hjvtkbw ewyj,bf\ deidt,'^ fuht'dt^ hjv ε i lf ε j ^ i≠j
eh'bth'lfvjerblt,tkbf& B 0 , B 1 cfsbt,tkb ohabc ztivfhbnb ('tjhbekb)
rjtabwbtynt,bf&
xdtyb vbpfybf itdfafcj' B 0 , B 1 rjtabwbtynt,b& itafct,t,b fqdybiyj'
fcjt,b' b 0 lf b 1 ^ itcf,fvbcfl&

yf[&16.5

b 0 lf b 1 itafct,t,bc vjst,yf [lt,f t&o& evwbhtc rdflhfn'f vt'jlb'& bub

lfveifdt,ekb b.j kfuhfy;bcf lf ufecbc vbth XIX cfereybc lfcfo.bcib& fv vt'jlbc
'fyf[vfl b 0 lf b 1 itafct,t,bc fut,f ofhvjt,c itvltub ufvjcf[ekt,bc vbybvbpfwbb'%
n
∑ (Yi − b0 − b1 xi ) → min .
2
(16.15)
i =1
16 HTUHTCBF LF RJHTKFWBF 457

t&b& dtst,' bct' y=b 0 +b 1 x ohatc^ hjvkblfyfw Y-bc dthnbrfkehb uflf[ht,bc

rdflhfnt,bc ]fvb ∑ ei2 , cflfw e i =Y i –b 0 –b 1 x i ,, evwbhtcbf (.dtkf c[df ohatc'fy
itlfht,b')&
vbybvevbc vjcfst,yfl ufdfofhvjj' (16.15) b 0 lf b 1 wdkflt,b' lf
ofhvjt,ekt,b ufdenjkj' yekc (vbybvevbc fewbkt,tkb gbhj,f)& vbdbqt,'%
n
∑ 2(Yi − b0 − b1 xi ) = 0,
i =1
n
(16.16)
∑ 2(Yi − b0 − b1 xi ) xi = 0.
2
i =1

itdrdtwj' jhpt lf fd]fvj' otdh-otdhfl^ itvltu wyj,bkb lf ewyj,b otdht,b

lfdfkfuj' njkj,bc c[dflfc[df v[fhtc& vbdbqt,'%
n n
nb0 + b1 ∑ xi = ∑ Yi , (16.17)
i =1 i =1
n n n
b0 ∑ xi + b1 ∑ xi2 = ∑ xi Yi . (16.18)
i =1 i =1 i =1

vbdbqt' jhb ufynjkt,bcfufy itlutybkb cbcntvf^ jhb ewyj,b' (b 0 lf b 1

ewyj,t,bf)& fv cbcntvfc tojlt,f yjhvfkeh ufynjkt,f'f cbcntvf& fvjd[cyf' tc
cbcntvf itrht,f-ufvjrkt,bc [th[b'&
 n n n  n n n
b1  n ∑ xi2 − ∑ xi ∑ xi  = n ∑ xi Yi − ∑ xi ∑ Yi .
 i =1 i =1 i =1  i =1 i =1 i =1
fvudfhfl^
n n n
n ∑ x i Yi − ∑ x i ∑ Yi
i =1 i =1 i =1
b1 = 2
. (16.19)
n  n
n ∑ x −  ∑ xi  2
i =1  i =1 
lf
n n

∑ ∑x .
1 1
b0 = Yi − b1 i (16.20)
n i =1 n i =1

buekbc[vt,f^ hjv (16.20)-ib xfcvekbf b 1 -bc ufvjcf[ekt,f (16.19)-lfy&

tktvtynfhekb ufhlfmvyt,bc itvltu b 1 -bc ufvjcf[ekt,f (16.19) itbskt,f xfbothjc
itvltuyfbhfl%
n
∑ ( xi − x )(Yi − Y )
i =1
b1 = n
. (16.21)
∑ ( xi − x )
2
i =1

flht itvjqt,ek fqybidyt,ib (b[& (16.6)) (16.21) ajhvekf uflfbotht,f

itvltub ajhvb'
458

SS XY
b1 = . (16.22)
SS X
∧
Y = b 0 +b 1 x ohatc tojlt,f htuhtcbbc ohabc itafct,f^ fy evwbhtc
rdflhfn'f vt'jlb' fut,ekb ohat& 'e fv ohabc ufynjkt,fib x-bc yfwdkfl
∧
xfdcdfv' lfrdbhdt,ek x 1 ,x 2 ,...,x n vybidytkj,t,c^ itcf,fvbc Y 1 =b 0 +b 1 x 1 , ... ,
∧
Y n =b 0 +b 1 x n vybidytkj,t,c tojlt,f Y wdkflbc ghjuyjpbht,ekb vybidytkj,t,b^
∧ ∧
[jkj e 1 =Y 1 – Y 1 , ... , e n =Y n – Y n cblbltt,c rb – yfi't,b&

∑ ei = ∑ [Yi − (b0 + b1 xi )]
n n 2
2
(16.23)
i =1 i =1

cblbltc tojlt,f rdflhfnt,bc yfhxtyb ]fvb (yfi''f rdflhfnt,bc ]fvb). bc [ibhfl

fqbybiyt,f fcjt,b' SSE byukbcehb ahfpbc "sum of square for eror" cbn.dt,bc
n ∧
gbhdtkb fcjt,bc vb[tldb' (SSE= ∑
i =1
(Yi − Y i ) 2 )& vfhnbdb ufhlfmvybc itvltu (16.23)
itvltuyfbhfl xfbotht,f
2
SS XY
SSE=SS Y – . (16.24)
SS X
n n
w[flbf^ hjv ∑ ei2 ofhvjflutyc ∑ ε i2 -bc ufhrdtek itafct,fc& fv cblbltc
i =1 i =1
lblb vybidytkj,f fmdc htuhtcbbc ohabc lfcf[fcbf't,kfl&
vfhnbdb ufhlfmvyt,bc itvltu itafct,ekb htuhtcbbc ohabc ufynjkt,f
itbskt,f xfdothj' fct
y= Y +b 1 (x– x ). (16.25)
duekbc[vj,'^ hjv fv ufynjkt,fib itbskt,f xfbcdfc x-bc yt,bcvbthb vybidytkj,f
lfrdbhdt,ekb x i , i=1,2,..,n cblbltt,bc wdfkt,flj,bc bynthdfkblfy^ t&b& (x (1) ,x (n) )
bynthdfkblfy^ cflfw x (1) =min(x 1 ,x 2 ,..,x n ), x (n) =max(x 1 ,x 2 ,..,x n ). x wdkflc [ibhfl
eojlt,ty fv[cytk (ufyvvfhnfd) wdkflc& vbcb xfcvf htuhtcbbc ufynjkt,fib f[cybc Y
wdkflbc hfqfw yfobkc^ hfqfw yfobkb Y-bc wdkbkt,bcf rb fe[cytkb lfhxt,f&
itdybiyj' htuhtcbbc ohabc itafct,bc itvltub jhb 'dbct,f%
1. tc ohat uflbc ( x , Y ) othnbkpt&
n ∧
2. ∑ (Yi − Y i ) = 0 .
i =1
'e fvfdt ithxtdbc vjyfwtvt,bc cfiefkt,b' ufydcfpqdhfd' X-bc y-pt
htuhtcbbc ohatc^ vbdbqt,' fct' ufynjkt,fc
∧
X = X + b1' ( y − y ) , (16.26)
16 HTUHTCBF LF RJHTKFWBF 459

SS XY
cflfw b1' = . (fm X b'dkt,f itv'[dtdb' cblbltl^ y rb – fv[cytk wdkflfl)&
SS Y
eylf ufdb'dfkbcobyj'^ hjv vjltkb^ hjvtkbw (16.14) ajhvekb'ff
vjwtvekb uekbc[vj,c^ hjv uf,ytdbc lbfuhfvfpt othnbkt,bc uf,ytdf ufygbhj,t-
,ekbf Y wdkflbc vybidytkj,f'f uf,ytdb' htuhtcbbc vhelblfy& x wdkflbc
vybidykj,t,b ufyb[bkt,f pecn (ltnthvbybcnek) vybidytkj,t,fl& lfidt,f^ hjv
ztivfhbnb uflf[hf ε i yjhvfkehfl fhbc ufyfobkt,ekb^ 'fdbc'fdfl^ fewbkt,tkb
fhff evwbhtc rdflhfn'f vt'jlbc ufvj.tyt,bcf'dbc^ vfuhfv tc lfidt,f efqhtcfl
vybidytkjdfybf cnfnbcnbrehb lfcrdyt,bc vbcfqt,fl&
itbskt,f dfxdtyj'^ hjv b 0 lf b 1 rjtabwbtynt,b ufyfobkt,ekb fhbfy
yjhvfkehfl
Eb 0 =B 0 , Eb 1 =B 1 ^ (16.27)
vf'tvfnbrehb kjlbyt,b'
n
2
∑ xi
i =1
σ b20 = Db0 = σ 2
2
, (16.28)
n   n
n ∑ xi2 −  ∑ xi 
i =1  i =1 
lf itcf,fvbcfl
n
σ b21 = Db1 = σ 2 2
(16.29)
n n 
n ∑ xi2 −  ∑ xi 
i =1  i =1 
lbcgthcbt,b'&
b 0 lf b 1 itafct,f'f cfiefkjt,b lf lbcgthcbt,b ufvjb'dkt,f fv itafct,f'f
(16.19) lf (16.20) ufvjcf[ekt,t,blfy^ bv afmnbc uf'dfkbcobyt,b'^ hjv
lfrdbhdt,ekb Y i vybidytkj,t,b lfvjerblt,tkbf^ yjhvfkehflff ufyfobkt,ekb^
EY i = B 0 +B 1 x i lf DY i =σ2& yf'tkbf^ hjv
b0 − B0 b1 − B1
~ N (0,1) ^ ~ N (0,1) &
σ b0 σ b1

vfuhfv tc jhb cnfnbcnbrf itbwfdc ewyj,^ σ2 cblbltc&

ewyj,b σ2 lbcgthcbbc xfeyfwdkt,tkb itafct,f vjbwtvf ajhvekb'
n n ∧
∑ ei ∑ (Yi − Y i )
2 2
i =1 i =1 SSE
S2 = = = . (16.30)
n−2 n−2 n−2
erfyfcrytkb njkj,f itbskt,f fctw xfdothj'
n n n
∑ Yi − b0 ∑ Yi − b1 ∑ xi Yi
2
i =1 i =1 i =1
S2 = . (16.31)
n−2
460

n n
fv erfyfcrytkbc vhbw[dtkib ∑
i =1
Yi lf ∑x Y
i =1
i i itcfrht,t,b erdt ufvj'dkbkbf b 0 lf

n
b 1 -bc ufycfpqdhbc lhjc& cfzbhjf v[jkjl ∑ Yi 2 -bc ufvj'dkf& S2-bc ufvjcf[ekt-
i =1
,fib vybidytkib abuehbht,c n–2 cblblt& tc ufvjodtekbf bvb'^ hjv ithxtdbc
vb[tldb' itafct,ekbf jhb velvbdb (b 0 lf b 1 ) lf fvbnjv 'fdbceakt,bc [fhbc[bf n–
n ∧ n ∧
2 (b[& (16.16)^ hjvtkbw udfsktdc jh ,vfc ∑ i =1
(Yi − Y i ) = 0 , ∑ (Y
i =1
i − Y i ) xi = 0 ^ cflfw
∧
Y i = b0 + b1 xi ) &
vfc itvltu^ hfw ufvj'dkbkbf S2^ itbskt,f lfdothj' σ b20 -bcf lf σ b21 -bc
itafct,t,b^ itcf,fvbcfl S b20 lf S b21 & udtmyt,f
n

∑x i =1
2
i
∑x 2
i
S b20 =S ⋅
2
=S⋅
2
(16.32)
n
 n 
2
n ⋅ SS X
n ∑
i =1
xi2 −  xi ∑
 i =1 
lf
n 1
S b21 = S 2 ⋅ 2
= S2⋅ . (16.33)
n
 n  SS X
n ∑i =1
xi2 ∑
−  xi 
 i =1 
fv itafct,f'f vtidtj,b' erdt itcfskt,tkbf
bi − Bi
Ti = , i=0,1. (16.34)
S bi
cnfnbcnbrt,bc ufy[bkdf& 'b'jtekb vf'ufyb ufyfobkt,ekbf cnbeltynbc^ n–2
'fdbceakt,bc [fhbc[bc vmjyt rfyjyb'%
T i ~t(n–2), i=0,1.
cojhtl T 0 lf T 1 cnfnbcnbrt,bc vtidtj,b' [lt,f lfcrdyt,bc ufvjnfyf B 0 lf B 1 gfhf-
vtnht,bc itcf[t, (/bgj'tpt,bc itvjovt,f^ ylj,bc bynthdfkbc fut,f)& vfufkb'fl

1–α ljybc ylj,bc bynthdfkb Bi rjtabwbtynbcf'dbc itvltubf

bi ± S bi ⋅ t n − 2,α / 2 fye (bi – S bi ⋅ t n − 2,α / 2 ; bi + S bi ⋅ t n − 2,α / 2 )

itvlujvb fyfkbpbcf'dbc xdty lfudzbhlt,f itvltub vfhnbdfl itcfvjo-

vt,tkb 'fyfafhlj,f
16 HTUHTCBF LF RJHTKFWBF 461

n n ∧ n ∧
∑ (Yi − Y ) = ∑ (Yi − Y i ) + ∑ (Y i − Y ) .
2 2 2
(16.35)
i =1 i =1 i =1

n
fqdybiyj'^ hjv (16.35) ajhvekfib ∑ (Yi − Y ) 2 fhbc Y-bc lfrdbhdt,ekb Y i ,
i =1
i=1,2,..,n, vybidytkj,t,bc vf'b cfiefkj vybidytkj,t,blfy uflf[ht,bc rdflhfnt,bc
n
chekb ]fvehb cblblt (total sum of squares – SST, SST= ∑ (Yi − Y ) 2 )^ hjvtkcfw
i =1
n ∧
chek dfhbfwbfc deojlt,'^ ∑ (Yi − Y i ) 2 – htuhtcbbc vhelbc vbvfh' Y-bc vybidyt-
i =1
kj,t,bc uflf[ht,bc rdflhfnt,bc uf,ytdbc ]fvehb cblblt (error sum of squares –
n ∧
SSE, SSE= ∑ (Yi − Y i ) 2 )& SSE fhbc chekb uf,ytdbc bc yfobkb^ hjvtkbw fh fb[cyt,f
i =1
n ∧
htuhtcbbc cfiefkt,b'& ∑ (Y i − Y ) 2 chekb uf,ytdbc bc yfobkbf^ hjvtkbw f[cybkbf
i =1
n ∧
htuhtcbbc ohab' (regression sum of squares – SSR, SSR= ∑ (Y i − Y ) 2 )& fvhbufl^
i =1

SST=SSE+SSR.
Y

Yi ∧
∧ Yi– Y i
Yi
∧
Yi– Y
Yi−Y
Y

x xi x
yf[&16.6.

htuhtcbbc [fhbc[bc lfcf[fcbf't,kfl itvj/.fd' t&o& ithxtdb'b

ltnthvbyfwbbc rjtabwbtynb& bub ufybcfpqdht,f ajhvekb'
n ∧
∑
i =1
(Y i − Y ) 2
SSR  SSR SSE 
R2 = = ,  =1−  (16.36)
n
SST  SST SST 
∑ (Y
i =1
i −Y) 2
462

fye R2 ofhvjflutyc htuhtcbb' f[cybk uf,ytdbc obkc chek uf,ytdfib& itbskt,f

dfxdtyj'^ hjv R2 f[fkc fhfathc udfsktdc^ dbyfblfy
R2 = r2, (16.37)
cflfw r ithxtdb'b rjhtkfwbbc rjtabwbtynbf&
'e r2 vwbhtf^ t&b& htuhtcbb' f[cybkbf chekb uf,ytdbc vwbht obkb^ vfiby
vjcfst,ybf c[df fknthyfnbekb vjltkb (d'mdf'^ fhfohabdb fy vhfdkj,b'b ohabdb
htuhtcbbc vjltkb lf c[df)^ hjvtkbw eahj tatmnehfl f[cyblf Y wdkflbc
lfrdbhdt,ekb vybidytkj,t,bc chek uf,ytdfc 'fdbcb cfiefkj vybidytkj,bc
vbvfh'&
rjhtkfwbbc rjtabwbtynbc cfiefkt,b' itbskt,f fct'b ajhvekt,b
lfdothj'%
n ∧ n n
∑ (Y i − Y ) = R ∑ (Yi − Y ) = r ∑ (Yi − Y ) ,
2 2 2 2 2
(16.38)
i =1 i =1 i =1
n ∧ n
∑ (Yi − Y i ) = (1 − r ) ∑ (Yi − Y ) .
2 2 2
(16.39)
i =1 i =1

vfufkbsb 16.3. eshfdb mjyt,bc rjvgfybbc futync cehc ufyzdhbnjc th'b

j]f[bcf'dbc ufyre'dybkb cfw[jdht,tkb cf[kbc ufcf.blb afcb& uekvjlubyt
ufyc]bc itvltu vfy lffcrdyf^ hjv cf[kbc ufcf.blb afcb .dtkfpt vzblhjl
lfrfdibht,ekbf vbc afh'j,'fy& fv /bgj'tpbc itcfvjovt,kfl vfy itv'[dtdb'
itfhxbf flht uf.blekb 15 cf[kbc vjyfwtvt,b^ hjvkt,bw 'fdvj.hbkbf mdtvjvj.-
dfybk 16.2 w[hbkib^ cflfw ufvj.tyt,ekbf fqybidyt,b% X – cf[kbc afh'j,b (×10v2)^
Y – cf[kbc ufcf.blb afcb ($1000)^ hflufyfw xdtyc vbpfyc itflutyc cf[kbc afcbc
(lfvjrblt,ekb wdkflb) ghjuyjpbht,f vbcb afh'j,bc (ghtlbmnjhbc) vtidtj,b'&

w[hbkb 16.2.

x Y x Y x Y
20.0 89.5 14.3 82.5 22.0 112.6
14.8 79.9 27.5 126.3 19.0 120.8
20.5 83.1 16.5 79.3 12.3 78.5
12.5 56.9 24.3 119.9 14.0 74.3
18.0 66.6 20.2 87.6 16.7 74.8

1& itdflubyj' uf,ytdbc lbfuhfvf

Y
. . . .
. .
. . . .. . . . .
. . .
.
X
yf[&16.7.
16 HTUHTCBF LF RJHTKFWBF 463

uf,ytdbc lbfuhfvblfy xfyc^ Y wdkflbc X-bcfufy lfvjrblt,ekt,fib 'fdc bxtyc

ohabdj,bc ntyltywbf lf itcfskt,tkbf^ hjv vfhnbdvf htuhtcbfv rfhufl fqothjc
bub& vfifcflfvt^ fvjwfybc vf'tvfnbreh vjltkfl itbskt,f fdbhxbj'
Yi = B0 + B1xi +εi ,
2&ufvjd'dfkj' cblbltt,b%
n n n n n
∑ xi , ∑ Yi , ∑ xi , ∑ Yi , ∑ xi Yi ,
2 2
i =1 i =1 i =1 i =1 i =1

fvbcf'dbc itdflubyj' itvltub cf[bc w[hbkb%

w[hbkb 16.3.

n xi Yi xi2 Yi 2 xi Yi
1 20.0 89.5 400.00 8010.25 1790.00
2 14.8 79.9 219.04 6384.01 1182.52
3 20.5 83.1 420.25 6905.61 1703.55
4 12.5 56.9 156.25 3237.61 711.25
5 18.0 66.6 324.00 4435.56 1198.80
6 14.3 82.5 204.49 6806.25 1179.75
7 27.5 126.3 756.25 15951.69 3473.25
8 16.5 79.3 272.25 6288.49 1308.45
9 24.3 119.9 590.49 14376.01 2913.57
10 20.2 87.6 408.04 7673.76 1769.52
11 22.0 112.6 484.00 12678.76 2477.20
12 19.0 120.8 361.00 14592.64 2295.20
13 12.3 78.5 151.29 6162.25 965.55
14 14.0 74.3 196.00 5520.49 1040.20
15 16.7 74.8 278.89 5595.04 1249.16
Σ 272.6 1332.6 5222.24 124618.42 25257.97

udtmyt,f%
1 n 272.6 1 n 1332.6
x= ∑ xi = =18.17, Y = ∑ Yi = =88.84.
n i =1 15 n i =1 15
w[hbkib xfnfht,ekb ufvj'dkt,bc vtidtj,b' fldbkfl ufvjb'dkt,f SS X ,
SS XY lf SS Y cblbltt,bw^ 'e dbcfhut,kt,' ufvfhnbdt,ekb ajhvekt,b'%

(∑ xi )2 (∑ Yi )2 (∑ x )(∑ Y )
∑x Y −
i i
SS X = ∑ xi2 − , SS Y = ∑ Yi2 − , SS XY = i i
n n n
vbdbqt,'%
SS X = 268.19, SS Y = 6230.24, SS XY = 1040.18.
3& ufvjd'dfkj' b 0 lf b 1 itafct,t,b (16.20) lf (16.22) ajhvekt,b'& vbdbqt,'%
464

SS XY 1040.18
b1= = =3.88 , b 0 = Y –b 1 x =88.84–3.88⋅18.17=18.34.
SS X 268.19
fvhbufl htuhtcbbc ohabc itafct,ff%
∧
Y = 18.34+3.88x
vjyfwtvt,b udfsktdc itvltu uhfabrek cehf'c

150 . .. .
100 .. . . . . .
50 . .. .
18.34
0 10 20 30 X
yf[& 16.8

rjtabwbtynt,bc bynthghtnfwbf& b 1 -bc ufvj'dkbkb vybidytkj,ff 3.88

($1000-ib)^ hfw ybiyfdc^ hjv cf[kbc afh'j,bc .jdtkb th'b th'tekb' ufphlf
bodtdc cf[kbc afcbc cfiefkjl $3880-b' ufphlfc& fvfc'fy b 0 =18.34. hjujhw flht
d'mdb'^ b 0 fhbc bc othnbkb^ hjvtkibw htuhtcbbc itafct,ekb ohat rdt'c Y qthsc^
∧
t&b&^ hjwf x=0, Y =18.34 ($1000-ib)^ fye yekjdfyb afh'j,bc cf[kbc cfiefkj afcbf
∧
$1834^ hfw fphc vjrkt,ekbf& hjujhw otcb^ xdty fh itudbskbf vbdwt' Y -c
byntghtnfwbf^ hjltcfw X wdkflbc vybidytkj,f fh tre'dybc X-bc lfrdbhdt,ek
x 1 ,x 2 ,...,x n vybidytkj,f'f uf,ytdbc lbfgfpjyc^ fye hjwf x<x min =min(x 1 ,x 2 ,..,x n ) fy
x>x max =max(x 1 ,x 2 ,..,x n ). ufy[bkek vfufkb'ib x min =12.3, x max =27.5& hflufy x=0 fh
∧
tre'dybc [12.3;27.5] bynthdfkc^ fvbnjv xdty fh itudbskbf Y vybidytkj,bc cfbvtlj
bynthghtnbht,f^ hjwf x=0.
4& ufvjd'dfkj' SSE (16.24) ajhvekbc vb[tldb'&
( SS XY ) 2 (1040.18) 2
SSE = SS Y – =6230,24 – =21995.88,
SS X 268.19

cfblfyfw vbbqt,f ewyj,b lbcgthcbbc σ2-bc itafct,f

SSE 21995.88
S 2= = =168.91.
n−2 13
5& ufvjd'dfkj' S b0 lf S b1 (16.31) lf (16.32) ajhvekt,bc vb[tldb'%
16 HTUHTCBF LF RJHTKFWBF 465

5222,24
S b20 = 168,91⋅ = 219.26,
15 ⋅ 268,19
1
S b21 = 168,91 ⋅ = 0.794, S b1 = 0.794.
268,19
6& ufvjd'dfkj' ltnthvbyfwbbc rjtabwbtynb%
SSE
R2 = 1–
= 0.648.
SST
ltnthvbyfwbbc rjtabwbtynbc ufvj'dkbkb vybidytkj,f udbxdtyt,c^ hjv
vfhnbdb htuhtcbb' fb[cyt,f cf[kbc ufcf.blb afcbc dfhbfwbbc v[jkjl 64.8%,
lfyfhxtyb 35.2% fe[cytkb hxt,f& cfzbhjf itbhxtc c[df vjltkb&
CNFNBCNBREHB LFCRDYT<B HTUHTCBBC RJTABWBTYNT<BC ITCF{T<&
VJLTKBC DFHUBCBFYJ<BC ITVJOVT<F& ptvj' vj.dfybkbf .dtkf sbhb'flb
ajhvekf^ hjvtk'f vb[tldb' cheklt,f vfhnbd ohabd htuhtcbfc'fy lfrfdibht-
,ekb ufvj'dkt,b&
,jkj tnfgpt vjovlt,f /bgj'tpt,b B 0 lf B 1 rjtabwbtynt,bc itcf[t,&
gbhdtk hbuib vjovlt,f B 1 rjtabwbtynbc yek'fy njkj,bc /bgj'tpf H 0 : B 1 =0& B 1
rjtabwbtync db[bkfd' bvbnjv^ hjv trjyjvbrehb ibyffhcb uffxybf v[jkjl fv
rjtabwbtync^ vbc yek'fy njkj,fc bvbnjv^ hjv 'e B 1 =0 vfiby htuhtcbbc ohat X
qthsbc gfhfktkehbf^ t&b& X-bc wdkbkt,b' Y fh bwdkt,f&
'e udcehc α vybidytkjdyj,bc ljyb' lfdhoveylt'^ hjv fh fhct,j,c hfbvt
(lflt,b'b fy efh.jab'b) ohabdb rfdibhb^ yekjdfyb /bgj'tpf H 0 eylf itvjovltc
jhv[hbdb
H1 : B1 ≠ 0
fknthyfnbdbc obyffqvltu^ 'e udcehc lfdhoveylt' lflt,b'b (efh.jab'b) ohabdb
rfdibhbc fhct,j,fib^ vfiby db[bkfd' wfkv[hbd
H 1 : B 1 > 0 (B 1 <0)
fknthyfnbdfc lf .dtkf itv'[dtdfib /bgj'tpbc itvjovt,f [lt,f
b1
T1 = (16.40)
S b1
cnfnbcnbrfpt lf.hlyj,b'^ cnfylfhnekb otcb' (bv afmnbc uf'dfkbcobyt,b'^ hjv
tc erfyfcrytkb ufyfobkt,ekbf cnbeltynbc rfyjyb'^ (n–2) 'fdbceakt,bc
[fhbc[b')&
vfufkb'fl^ itdfvjovj' /bgj'tpf
H 0 : B 1 =0,
H 1 : B 1 ≠0.
uflfo.dtnbkt,bc vbqt,bc otcb itvltubf%
466

H 0 -c dboeyt,'^ 'e |t 1 |> t n-2,α/2 ,

cflfw t 1 fhbc T 1 cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,f^ [jkj t n-2,α/2 cnbeltynbc
t(n–2) ufyfobkt,bc α-rhbnbrekb othnbkb&
'e fknthyfnbekb /bgj'tpf wfkv[hbdbf%
H 1 : B 1 >0 (B 1 <0)
vfiby α vybidytkjdyj,bc ljybcf'dbc dbqt,' cnbeltynbc ufyfobkt,bc α-rhbnbrek
othnbkc t n-2,α lf
H 0 -c dboeyt,'^ 'e t > t n-2,α (t<t n-2,α )
pjubth'b c[df vybidytkjdfyb cnfnbcnbrehb lfcrdyf ufy[bkekb bmyt,f
itvlujvib&
vfufkbsb 16.4. (16.3 vfufkb'bc ufuhstkt,f)&
f) fdfuj' ylj,bc bynthdfkb B 1 -bcf'dbc&
b − B1
dbcfhut,kj' bv afmnb'^ hjv T 1 = 1 cnfnbcnbrf ufyfobkt,ekbf n–2
S b1
'fdbceakt,bc [fhbc[bc vmjyt cnbeltynbc rfyjyb'& ylj,bc ljytl fdbqj' 0.95=1–
α, α/2=0.025^ n–2=13^ fvbnjv cnbeltynbc ufyfobkt,bc w[hbkib vjcfst,ybf
t 13,0.025 =3.012& fvhbufl^ 1–α=0.95 ylj,bc fk,f'j,b' fut,ekb ylj,bc bynthdfkbf
3.88 ± 3.012⋅0.794 = 3.88 ± 2.39,
fye bynthdfkb
[1.49, 6.27 ].
,) itdfvjovj' /bgj'tpt,b%
H 0 : B 1 =0,
H 1 : B 1 ≠0.
H 0 -c dboeyt,'^ 'e |t 1 |> t 13, 0,0025 =3,012. T 1 cnfnbcnbrbc ufvj'dkbkb vybidytkj,ff
b1 − B1 3.88 − 0
t1= = =4.89 > t 13,0.0025 =3.012&
S b1 268.19
fvhbufl^ fhct,ekb vjyfwtvt,b' yekjdfyb /bgj'tpfc efhd.ja' lf α=0.05
vybidytkjdyj,bc ljyb' cfhoveyjf vnrbwt,f^ hjv cf[kbc afccf lf vbc afh'j,c
ijhbc fhct,j,c ohabdb rfdibhb&

GHJUYJPBHT<F LF CNFNBCNBREHB LFCRDYT<B OHABDB HTUHTCBBC

CFIEFKT<B"& d'mdf' x* fqybiyfdc lfvjerblt,tkb X wdkflbc hfbvt obyfcofh
abmcbht,ek vybidytkj,fc& vfc itvltu hfw ufvj'dkbkbf B 0 -bcf lf B 1 -bc itafct,t,b^
∧
b 0 lf b 1 ^ itafct,ekb htuhtcbbc ohabc Y (x*)=b 0 +b 1 x* vybidytkj,f itbskt,f
xfb'dfkjc ztivfhbnb htuhtcbbc ohabc µ*=E(Y|X=x*)=B 0 +B 1 x* vybidytkj,bc
16 HTUHTCBF LF RJHTKFWBF 467

othnbkjdfy itafct,fl lf fvfdt lhjc Y(x*)=B 0 +B 1 x*+ε itv'[dtdb'b cblblbc

∧
ghjuyjpbht,ek vybidytkj,fl& 'fdbc'fdfl Y (x*)=b 0 +b 1 x* fh bsktdf fhfyfbh
byajhvfwbfc bvbc itcf[t,^ 'e hf cbpecnb' b.j itafct,ekb ztivfhbnb htuhtcbbc
ohat lf hf cbpecnb' b.j ghjuyjpbht,ekb x*-bc itcf,fvbcb Y(x*) cblblt& fv
byajhvfwbbc vjgjdt,f itcfskt,tkbf µ*−'dbc ylj,bc bynthdfkt,bcf lf Y(x*)-
bcf'dbc cfghjuyjpj bynthdfkt,bc fut,bc vtidtj,b'&
∧
w[flbf^ hjv Y (x*)=b 0 +b 1 x* itv'[dtdb'b cblbltf^ fvfc'fy
1. E(b 0 +b 1 x*) = B 0 +B 1 x*;
1 n( x * − x ) 2 
2. D(b 0 +b 1 x*) = σ b20 +b1x* = σ2  + 2 
;
 n n ∑ xi − (∑ xi ) 
2

3. b 0 +b 1 x* itv'[dtdb'b cblblt yjhvfkehflff ufyfobkt,ekb^ cfblfyfw dfcrdyb'^

hjv
 ∧ 
b0 + b1 x * −( B0 + B1 x*)  Y ( x * ) − µ * 
T=  =
S b0 +b1x*  S b +b x* 
 0 1 
cnfnbcnbrfc fmdc cnbeltynbc ufyfobkt,f n–2 'fdbceakt,bc [fhbc[b'^ cflfw
S b20 +b1x* ofhvjflutyc σ b20 +b1x* -bc itafct,fc

1 n( x * − x ) 2 
S b20 +b1x* = S2  + 2 
.
 n n ∑ xi − (∑ xi ) 
2

.jdtkbdt ptvj'mvekblfy ufvjvlbyfht 1–α ylj,bc ljybc vmjyt ylj,bc bynthdfkc

gbhj,b'b vf'tvfnbrehb kjlbybcf'dbc fmdc cf[t%
∧ 1 (x * −x) 2 ∧ 1 (x * −x)2
Y (x*)–t n-2,α/2 S + n <E(µ*)< Y (x*)+t n-2,α/2 S + n . (16.41)
n n
∑ xi − nx
2

i =1
2
∑
xi − x
2 2

i =1

fyfkjubehb vc]tkj,b' itbskt,f lfdfcrdyf'^ hjv 1–α ljybc vmjyt

cfghjuyjpj bynthdfkc Y(x*)-bcf'dbc fmdc itvltub cf[t
∧ 1 ( x* − x ) 2 ∧ 1 ( x* − x ) 2
Y (x*)–t n-2,α/2 S + 2 + 1 <Y(x*)< Y (x*)+t n-2,α/2 S + + 1 . (16.42)
n ∑ xi − nx 2
n ∑ xi2 − nx 2

tc ajhvekf ufyc[dfdlt,f (16.41)-cfufy 1-bc njkb lfvfnt,b'b itcfrht,b'

hflbrfkt,bc mdti& tc fb[cyt,f uf,ytdbc lfvfnt,b'b o.fhj'b Y(x*)-bcf'dbc& tcff
Y(x*)-bc uf,ytdf E(Y |x*)-bc vbvfh'&
468

yf[. 16.9 ylj,bcf lf cfhjuyjpj pjkt,b E(Y|X=x)-bcf lf Y(x)-bcf'dbc&

itdybiyj'^ hjv S b20 +b1 x evwbhtcbf vfiby^ hjwf x= x lf bphlt,f^ hjltcfw x

ijhlt,f x -c yt,bcvbthb vbvfh'ekt,b'& tc bodtdc bvfc^ hjv ylj,bcf lf cfghjuyjpj
bynthdfkt,b .dtkfpt dbohjf^ hjltcfw x= x &
vfufkbsb 16.5. (vfufkb'b 16.3.-bc ufuhstkt,f)
1& fdfuj' ylj,bc bynthdfkb E(Y|X=x*)-bcf'dbc^ x*=20& ylj,bc ljytl fdbqj'
1−α=0.95, α/2=0.025. dbcfhut,kj' (16.41) ajhvekb' lf flht xfnfht,ekb
ufvj'dkt,b'& hflufy b 0 =18.34, b 1 =3.88^ fvbnjv htuhtcbbc ohabc itafct,ff
∧
Y (x)=18.34+3.88x lf
∧ ∧
Y (x*) = Y (20) = 18.34 + 3.88·20 = 95.94.
fvhbufl
∧
Y (20) = 95.94.
x = 18.17 , SS X = 268.19, t 0,025, 13 =2.16

f[kf ufvjd'dfkj'

1 (x* − x) 2 1 (20 − 18.17) 2

t 13,0.025 ⋅S + = 2.160⋅13 + = 7.9
n ∑ xi2 − ( x ) 2 15 268.19

vfifcflfvt 0.95 ljybc ylj,bc bynthdfkb bmyt,f

95.94 ± 7.9,
fye
88.04<E(Y|X=20)<103.84
2& fdfuj' bubdt ljybc cfghjuyjpj bynthdfkb Y(20)-bc 'tjhbekb
vybidytkj,bcf'dbc& dbcfhut,kj' (16.42) ajhvekb'& xfnfht,ekb ufvj'dkt,b'
itbskt,f lfdhoveylt'^ hjv cfghjuyjpj bynthdfkb bmyt,f
16 HTUHTCBF LF RJHTKFWBF 469

95.94 ± 29.17,
fye
66.77< Y(20) <125.11
vbfmwbt' .ehflqt,f bvfc^ hjv tc erfyfcrytkb eahj afh'jf^ dblht bubdt
ljybc ylj,bc bynthdfkb E(Y|X=20)-bcf'dbc&

YFI""F FYFKBPB& htuhtcbekb fyfkbpbc ,jkj cnflbfpt eylf xfnfhltc

yfi''f fyfkbpb& yfi'b (fye yfhxtyb c[dfj,f) xdty ufydvfhnt' itvltub ajhvekbc
lf[vfht,b'%
∧
e i =Y i – Y i ^
tc fhbc c[dfj,f Y i ithxtdb' vybidytkj,fcf lf htuhtcbbc xdtyc vbth fut,ekb ohabc
∧
vb[tldb' ufvj'dkbk Y i vybidytkj,fc ijhbc& fct'b yfi'b eylf ufvjd'dfkj' i-c
.dtkf vybidytkj,bcf'dbc^ vbdbqt,' (e 1 ,e 2 ,...,e n ) yfi''f vbvltdhj,fc .dtkf
ithxtdb'b othnbkbcf'dbc&
yfi''f fyfkbpbc fvjwfyff itvjovltc bc sbhb'flb lfidt,t,b^ hjvtk'f
cfaesdtkptlfw b.j ufy[jhwbtkt,ekb ufvj'dkt,b&
xfvjd'dfkj' sbhb'flb lfidt,t,b%
• htuhtcbbc vhelb ohatf\
• uflf[hf'f (ε i ) lbcgthcbt,b velvbdbf .dtkf ithxtdb'b othnbkbcf'dbc\
• uflf[ht,b lfvjerblt,tkbf ithxtdbc tktvtynbc yjvthpt\
• uflf[ht,b ufyfobkt,ekbf yjhvfkehfl&
yfi''f fyfkbpb fhct,b'fl [jhwbtklt,f uhfabrekfl& x i -c vybidytkj,f'f
vb[tldb' uhfabrpt lfdcdfv' e i othnbkt,c& 'e vbqt,ekb othnbk'f th'j,kbj,f
lff[kjt,b' th'yfbhflff ufyfobkt,ekb 0x qthsbc ufcodhbd ('fyf,hfl ohabc
ptvj' lf mdtvj')^ eylf xfd'dfkj'^ hjv .dtkf lfidt,f^ fct 'e bct^ itchekt,ekbf
(b[& yf[& 16.10)&
e
. .
. . . . .
. . . . . . . .
. . . . . x
0 . .
. .. .

yf[& 16.10

'e lfhqdtekbf htuhtcbbc vhelbc ohabdj,bc lfidt,f^ vfiby yfi''f

uhfabrc lff[kjt,b' bct'b cf[t tmyt,f^ hjujhw tc vjwtvekbf yf[& 16.11-pt&
470

e
. . .
. ... . .
.. . . .
0 . . .
. . . .. . .
x
. . .
.
yf[& 16&11. ohabdj,f lfhqdtekbf

'e lfhqdtekbf lfidt,f σ2-bc velvbdj,bc itcf[t,^ vfiby udtmyt,f

lff[kjt,b' bct'b cehf'b^ hjujhw vjwtvekbf yf[& 16&11-pt

e .
. .. .
. . . . . .
. . . . . .
0 . . . . . . x
. ..
. .
.
.
yf[& 16&12. lbcgthcbf fhff velvbdb
'e uflf[ht,b lfvjrblt,ekbf x i -pt vfiby udtmyt,f lff[kjt,b' itvltub
cehf'b (b[& yf[& 16&13)

e
. .
. ..
. .
. .
0 x
. . . .
. .
. .
.
yf[& 16.13. uflf[ht,b lfvjrblt,ekbf x-pt
16 HTUHTCBF LF RJHTKFWBF 471

uflf[hf'f yjhvfkehj,f vjovlt,f yjhvfkehb ufyfobkt,bc vb[tldb'

lf[fpekb cgtwbfkehb mfqfklbc cfiefkt,b'& fv cfrb'[pt fm fh itdxthlt,b'&

GJKBYJVEHB HTUHTCBF& trjyjvbreh fvjwfyt,ib [ibhfl lfvjrblt,ekt,f

jh X lf Y wdkflc ijhbc fhff ohabdb^ fhfvtl eahj h'ekb [fcbf'bcff& vfufkb'fl^
'tjhbek htuhtcbbc vhelc Y-bcf X-pt itbskt,f /mjyltc cf[t
E(Y|X=x)=B 0 +B 1 x+B 2 x2, (16.43)
(vtjht [fhbc[bc gfhf,jkf) fy
E(Y|X=x)=B 0 +B 1 x+⋅⋅⋅+B m xm, (16.44)
(m-ehb hbubc gjkbyjvb)^ cflfw m fhw 'e bct lblb yfnehfkehb hbw[dbf&
ghfmnbrekfl m≤4&
cbvfhnbdbcf'dbc ufydb[bkj' (16.43) itv'[dtdf& fm xdty udfmdc cfvb ewyj,b
B 0 ,B 1 ,B 2 &
'e vbqt,ekbf ithxtdf (x 1 ,Y 1 ),(x 2 ,Y 2 ),...,(x n ,Y n )^ vfiby itbskt,f xfbothjc
fct'b vf'tvfnbrehb vjltkb%
Y i =B 0 +B 1 x i +B 2 x i2 +ε i ; (16.45)
ε i -bc vbvfh' lfidt,t,b fyfkjubehbf bvbcf^ hfw udmjylf ohabdb htuhtcbbc
itv'[dtdfib&
hf 'mvf eylf^ B 0 ,B 1 ,B 2 -bc ufycfcfpqdhfdfl itbskt,f ufvjdb.tyj' evwbhtc
rdflhfn'f vt'jlb& fhct,b'fl fm th'b fv[cytkb wdkflbf^ vfuhfv ewyj,'f
hfjltyj,ff 3^ x2 'fvfij,c f[fkb fv[cytkb wdkflbc hjkc& fct^ hjv fhct,b'fl cfmvt
udfmdc 2 fv[cytk wdkfl'fy^ t&b& gjkbyjvehb htuhtcbf fhff vfhnbdb& B 0 , B 1 , B 2
rjtabwbtynt,bc itcfafct,kfl ufvjlut,f bc vblujvf^ hfw xdty vhfdkj,b'b
htuhtcbbc fvjwfyfib udfmdc& fv cfrb'[c xdty itdbcofdkb' itvltu 'fdib lf bv 'fdbc
,jkjc vbde,heylt,b' gjkbyjveh htuhtcbfc&

***
vjdb.dfyj' bv sbhb'flb kbnthfnehbc cbf^ hjvkt,blfyfw dcfhut,kj,lb'
fv 'fdbc vfcfkbc uflvjwtvbcfc% [29], [30], [31], [34], [39], [55], [60], [66], [79], [82],
[83], [84].

LFCRDYT<B

htuhtcbf lf rjhtkfwbf itbcofdkbc jh wdkflc ijhbc cnjmfcneh

rfdibhbc vybidytkjdfy fcgtmnt,c& rjhtkfwbbc rjtabwbtynb hbw[dbf^ hjvtkbw
f[fcbf't,c ohabdb rfdibhbc cbvzblhjdtc& vfhnbdb^ ohabdb htuhtcbf bsktdf jh
wdkflc ijhbc cnjmfcnehb rfdibhbc ohabd fghjmcbvfwbfc& ithxtdb'b vjyfwtvt,b'
htuhtcbbc cfert'tcj ohabc ufycfcfpqdhfdfl ufvjb.tyt,f evwbhtc rdflhfn'f
ghbywbgb& bub vlujvfhtj,c rjtabwbtynt,bc bct' vybidytkj,f'f ufycfpqdhfib^
472

hjvkt,bw epheydtk.jaty uflf[hf'f rdflhfnt,bc ]fvbc vbybvfkehj,fc& fv

ghbywbgbc ufvj.tyt,b' vbbqt,f yjhvfkeh ufynjkt,f'f cbcntvf^ hjvkbc fvj[cyt,b
ofhvjflutyty rjtabwbtyn'f cfsbt,tk vybidytkj,t,c& ufvjb'dkt,f htuhtcbbc
ohabc rjtabwbtyn'f lbcgthcbt,bc itafct,t,b& vybidytkjdfybf htuhtcbbc
rjtabwbtynb^ hjvtkbw ofhvjflutyc htuhtcbbc ohabc cfre'[j rjtabwbtync&
vjovlt,f htuhtcbbc rjtabwbtynbc yek'fy njkj,bc /bgj'tpf&
ntmcnib vjwtvekb ajhvekt,b' fbut,f ylj,bc bynthdfkt,b gbhj,b'b
vf'tvfnbrehb kjlbybc 'tjhbekb vybidytkj,bcf'dbc lf Y wdkflbc rjyrhtnekb
'tjhbekb vybidytkj,bcf'dbc&

CFDFH}BIJT<B

16.1. vjwtvekbf uf,ytdbc lbfuhfvf

uf.bldf'f . .
hfjltyj,f .
.
.

cthdbcbc cblblt
xfcdb' cojhb gfce[b&
1. rjhtkfwbehb rfdibhb cthdbccf lf uf.bldt,c ijhbc ––––––– (lflt,b'bf 'e
efh.jab'b)&
2. hjv ufvjudt'dfkf rjhtkfwbbc rjtabwbtynb bub bmyt,jlf lff[kjt,b' –––– .

16.2. itvlujvb itrb'[dt,b itt[t,f yf[fpc&

. . . . .
IQ
byntktmnbc . . . . .
cblblt
. . . . .
. . . . .
fcfrb

1. rjhtkfwbbc rjtabwbtynb hjv ufvjudt'dfkf bub bmyt,jlf lff[kjt,b' –––– .

2. lfvjrblt,ekb wdkflbf –––––
3. hjv ufvjudt'dfkf ltnthvbyfwbbc rjtabwbtynb bub bmyt,jlf lff[kjt,b' ––-.
16 HTUHTCBF LF RJHTKFWBF 473

16.3. d'mdf'^ ufudfxybf vjyfwtv'f cfvb cbvhfdkt&

x Y x Y x Y
15 42 5 16 5 8
16 35 10 32 10 16
17 45 15 44 15 22
18 43 20 45 20 23
19 49 25 63 25 31
20 46 50 115 50 60

ffut' uf,ytdbc lbfuhfvf& ufvjbrdkbt' S-bcf lf r2-bc vybidytkj,fyb

'b'jtekb ithxtdbcf'dbc lf vf' cfaesdtkpt uftwb' gfce[b rb'[dfc% hjvtkb
ithxtdbcf'dbcff vfhnbdb ohabdb htuhtcbf .dtkfpt vtnfl (yfrkt,fl) tatmnehb lf
hfnjv?

16.4. ituhjdt,ek bmyf n=500 vjwekj,bc lfrdbhdt,t,b (X,Y) itv'[dtdb'

cblblt'f o.dbkt,pt lf itvjovlf H 0 : ρ=0 /bgj'tpf^ H a : ρ ≠0 fknthyfnbdbc
obyffqvltu& ufvj'dkbkb P-vybidytkj,f njkb fqvjxylf 0,00032 -bcf&
f) hf lfcrdyf fqvjxylt,f cfhoveyj vybidytkjdyj,bc α=0,001 ljybcf'dbc?
,) vbe'b't,c 'e fhf tc vwbht P-vybidytkj,f^ hjv fhct,j,c sfkbfy skbthb ohabdb
rfdibhb X lf Y wdkflt,c ijhbc (ρ-c cblblt vybidytkjdyflff ufyc[dfdt,ekb
yekbcfufy)? f[ctyb' 'mdtyb gfce[b&

16.5. (X,Y) o.dbkt,pt 10000 lfrdbhdt,bc itltufl ufvj'dkbkb ithxtdb'b

rjhtkfwbbc rjtabwbtynbf^ r = 0.022. itvjovt' /bgj'tpt,b%
H 0 : ρ = 0,
H 1 : ρ ≠ 0.
fhbc 'e fhf itltub cnfnbcnbrehfl vybidytkjdfyb?

16.6. hf lftvfh't,f ylj,bcf lf cfghjuyjpj bynthdfkt,c^ 'e SSE = 0?

16.7. hjvtkb bynthdfkb eahj dbohjf% ylj,bc bynthdfkb Y-bc cfiefkj

vybidytkj,bcf'dbc^ 'e cfghjuyjpj bynthdfkb Y-bcf'dbc (w[flbf^ buekbc[vt,f
th'b lf bubdt ylj,bc ljybc vmjyt bynthdfkt,b^ hjvkt,bw ittcf,fvt,f X wdkflbc
th'cf lf bvfdt abmcbht,ek vybidytkj,fc)&

16.8. ufvjcfhrdtdbf hjujhff lfvjrblt,ekb ihjvbc yf.jabtht,f (Y) cfveif-

j'f vtmfybpfwbbc ljybcfufy (X) 14 cfvhtodtkj cfofhvjc vjyfwtvt,b'& cfveifj'f
vtmfybpfwbbc ljyt ofhvjflutyc fv[cytk wdkflc& vjyfwtvt,b vj.dfybkbf w[hbkib
474

cfofhvj Y X
1 20 32
2 24 30
3 28 36
4 30 40
5 31 41
6 33 47
7 34 56
8 37 54
9 38 60
10 40 55
11 41 61
12 43 67
13 45 69
14 48 76

f) itflubyt' uf,ytdbc lbfuhfvf&

,) evwbhtc rdflhfn'f vt'jlb' bgjdt' htuhtcbbc obhbc itafct,f&
u) hfc elhbc ltnthvbyfwbbc rjtabwbtynb~
l) ffut' ylj,bc bynthdfkb E(Y | x*)-'dbc^ hjwf x* = 40.
t) ffut' ylj,bc bynthdfkb Y(x*)-bcf'dbc^ hjwf x* = 40.
d) cf,jkjjl hbcb 'mvf itbskt,f&

16.9. abhvt,vf^ hjvtk'f ,bpytcbf cohfab ,tzldf-ufvhfdkt,f^ htrkfvb-

cf'dbc ufvj.jabkb 'fy[f (X) lf[fh]tc mfkfmbc fdnj,ect,bc ufxtht,t,pt
ufyw[flt,t,bc ufvjrdhfib& fvjwfyf vlujvfhtj,c ufdfhrdbj' hfvltyfl tatmnehb
b.j fct'b htrkfvf^ hjujh bvjmvtlf vfy ghjlemwbbc ufcfqt,bc ljytpt (Y)&
vjyfwtvt,b vjwtvekbf w[hbkib%

abhvt,b X (f'fcb $) Y (f'fcb $)

A 2 10
B 4 40
C 5 30
D 7 50
E 3 20

f)itflubyt' uf,ytdbc lbfuhfvf&

,) ufycfpqdht' rjhtkfwbbc rjtabwbtynb&
u) hfc elhbc ltnthvbyfwbbc rjtabwbtynb~
l) bgjdt' htuhtcbbc ufynjkt,f&
t) itfafct' 'dbehb uf.bldf^ hjvtkbw $4500 cfhtrkfvj [fh]t,b' fhbc ufvjodtekb&
d) cf,jkjjl hbcb 'mvf itbskt,f&

16.10. fuhjyjvb^ hjvtkbw veifj,c @fuhbrj#-ib fofhvjt,c tmcgthbvtynt,c

'[tdflb cfcemb'^ njkb cblblbc vbobc yfrdt't,pt& (X) cfcembc hfjltyj,f (njyf)^ (Y)
itvjcfdfkb (fcb ,eitkb)& vjyfwtvt,b vjwtvekbf w[hbkib%
16 HTUHTCBF LF RJHTKFWBF 475

yfrdt'b X Y
A 2 7
B 1 3
C 3 8
D 4 10
f)itflubyt' uf,ytdbc lbfuhfvf&
,) ufycfpqdht' rjhtkfwbbc rjtabwbtynb&
u) hfc elhbc ltnthvbyfwbbc rjtabwbtynb~
l) vbtwb' bynthghtnfwbf r-c&
t) bgjdt' htuhtcbbc ufynjkt,f& itfafct'^ hfvltyb vjcfdfkb vjdf 3 njyf cfcembc
ufvj.tyt,b'&
d) ufycfpqdht' itafct,bc cnfylfhnekb uflf[hf&
p) d'mdf' 4 yfrdt'bc vfubdhfl tmcgthbvtynb nfhlt,f ,tdh yfrdt'pt& ufycfpqdht'
cfpqdht,b^ hjvtkibw vj'fdclt,f 95% ghjuyjpbcf&
') ufb'dfkbcobyt' bc afmnb^ hjv fvjrhtaf fhbc vwbht lf ufycfpqdht' 90% ljybc
ylj,bc bynthdfkb yfrdt''f bv ]ueabcf'dbc^ hjvkt,ptw itnfybkb b.j pecnfl 3
njyf cfcemb 'b'jtekpt&
b) vbtwb' fv afmnc bynthghtnfwbf&

16.11. r,bkbc gfcnbc uf.bldt,b^ hjujhw xfyc^ skbthflff lfvjrblt,ekb

htrkfvbc ljytpt& htrkfvbc okbeh [fh]t,cf lf uf.bldt,c ijhbc lfvjrblt,ekt,f
c[dflfc[df gfcnbc vofhvjt,kbcf'dbc vjwtvekbf w[hbkib%
okbehb [fh]b okbehb uf.bldt,b
htrkfvfpt (vbkbjyb $) (vbkbjyb $)
A 2 50
B 4 70
C 3 60
D 1 20
f)itflubyt' uf,ytdbc lbfuhfvf&
,) evwbhtc rdflhfn'f vt'jlb' ufvj'dfkt' htuhtcbbc ohat&
u) cfiefkjl hf vjwekj,bc uf.bldt,bf vjcfkjlytkb^ 'e htrkfvfpt ufotekbf $1.9
vbkbjybc [fh]t,b~
l) ufvj'dfkt' j'[b othnbkb lf ffut' cojhb [fpb lbfuhfvfpt&
t) ufycfpqdht' itafct,bc cnfylfhnekb itwljvf&
d) hfc elhbc 95% ylj,bc bynthdfkb gfcnt,bc cfiefkj uf.bldt,bcf'dbc^ bv
]ueabcf'dbc^ hjvtk'f htrkfvfpt lfb[fh]f $1.9 vbkbjyb~
p) vbtwb' fv hbw[dt,c bynthghtnfwbf&
') ufvj'dfkt' rjhtkfwbbc rjtabwbtynb&
b) ufvj'dfkt' ltnthvbyfwbbc rjtabwbtynb &

16.12. rjvgfybfv uflfo.dbnf ufvjbrdkbjc^ ofhvjflutyc 'e fhf uflfvo.dtn

afmnjhc gbhflb itvjcfdkt,b (X) rjvgfybbc cfth'j uf.bldt,bc (Y) ghjuyjpbht,fib&
ituhjdt,ekb bmyf 15 okbc vjyfwtvt,b& byajhvfwbf 'fdvj.kbkbf itvltu w[hbkib%
476

ovbylf itvjcfdfkb rjvgfybbc uf.bldt,b

(vbkbfhlj,b' $ib) (vbkbjyj,b' $-ib)
137 202
154 212
175 221
196 233
209 245
224 259
245 273
270 285
291 294
310 303
341 313
375 323
402 335
441 350
487 368

f) ufvj'dfkt' x lf Y lf vjf[lbyt' vjyfwtv'f wtynhbht,f (uflflb' wdkflt,pt

xi' = xi − x ^ Yi ' = Yi − Y )&
,) ffut' uf,ytdbc lbfuhfvf ( xi' , Yi ' ) , i = 1, 2, ...,15 o.dbkt,bcf'dbc lf bgjdt'
htuhtcbbc ohabc ufynjkt,f&
u) lfe,heylb' sdtk wdkflt,c^ ffut' α = 0,9 ljybc vmjyt ylj,bc bynthdfkb
ztivfhbnb htuhtcbbc ohabc x*=500 othnbkib vybidytkj,bcf'dbc&
l) hf itubskbf' 'mdf' rjvgfybbc uf.bldt,bc ghjuyjpbc itcf[t,^ hjwf ovbylf
itvjcfdfkb $ 500 vbkbfhlbc njkbf?

16.13. itvltu w[hbkib ofhvjlutybkbf fvthbrbc itth't,ek infnt,bc (X)

gbhflb ovbylf itvjcfdkt,bcf lf (Y) cfvjv[vfht,kj [fh]t,bc (vbkbfhl $-ib)
vjyfwtvt,b 1964-1968 okt,ib

Y X
438 401
473 433
512 466
547 492
520 537

f) bgjdt' htuhtcbbc ohabc itafct,f&

,) vjb.dfyt' b 0 lf b 1 rjtabwbtynt,bc bynthghtnfwbf&
u) ufvj'dfkt' ltnthvbyfwbbc rjtabwbtynb&
l) vjst,t' yfi't,b&
16 HTUHTCBF LF RJHTKFWBF 477

16.14. vbc [tk' fhct,ekb vjyfwtvt,bc cfaesdtkpt trjyjvbcnvf lfflubyf^

hjv vfhnbdb htuhtcbbc vjltkb itbskt,f ufvj.tyt,ek bmyfc gbhflb itvjcfdkt,b'
(X) gbhflb lfyfpjut,bc (Y) ghjuyjpbht,bcf'dbc& evwbhtc rdflhfn'f vt'jlb'
fut,ekb ohabc ufynjkt,f itvltubf%
∧
Y ( x) = 24 + 0,06 x
gbhflb itvjcfdkt,bc .jdtkb vjwtvekb ljybcf'dbc ufvj'dfkt' gbhflb
lfyfpjut,bc ghjuyjpbht,ekb vybidytkj,fyb
f) 300 vbkbfhlb^ ,) 500 vbkbfhlb^ u) 700 vbkbfhlb&

16.15. c[dflfc[df abyfycehb bycnbnenbc vbth lflutybkb cfghjwtynj

ufyfrdt't,b itcfskjf fcf[fdltc bvfc^ 'e hfvltyfl vrfwhflff lfwekb vf' vbth
ufwtvekb ctc[t,bc itafct,bc cnfylfhnt,b% hfw eahj lf,fkbf cfghjwtynj
ufyfrdt'b (X)^ vb' eahj vfqfkbf cnfylfhnt,b (lf^ vfifcflfvt^ eahj lf,fkbf
ctc[t,bc lfe,heyt,kj,bc (ltajknt,bc) (Y) ufyfrdt'b& fv 'dfkcfphbcbc
itvjovt,bc vbpyb' ituhjdt,ekbf itv'[dtdb' 9 abyfycehb rjvgfybbc vjyfwtvt,b^
hjvkt,bw ofhvjlutybkbf w[hbkb'%

X Y
7,0 38
6,6 40
6,0 35
8,5 46
8,0 48
7,5 39
6,5 36
7,0 37
8,0 44

f) ufvj'dfkt' itvltub cblbltt,b

∑ xi , Yi ,∑ ∑ x Y , ∑ x , ∑Y
i i
2
i i
2
.

,) vjst,yt' evwbhtc rdflhfn'f vt'jlb' fut,ekb ohat*

u) α=0,1 vybidytkjdyj,bc ljyb' cfhoveyjf 'e fhf lfcrdyf bvbc 'fj,fpt^ hjv
fhct,j,c lflt,b'b ohabdb rfdibhb cfghjwtynj ufyfrdt'cf lf ltdjknt,bc
ufyfrdt'c ijhbc? (itfvjovt' H 0 : B 1 = 0 fknthyfnbdbc^ H 1 : B 1 > 0 obyffqvltu
l) ufvj'dfkt' rjhtkfwbbcf lf ltnthvbyfwbbc rjtabwbtynt,b&
t) vjst,yt' 95%-bfyb cfghjuyjpj bynthdfkb ltajknt,bc ufyfrdt'bcf'dbc^
hjltcfw cfghjwtynj ufyfrdt'b 8%-bc njkbf&

16.16. mdtvjvj.dfybkb vjyfwtvt,b ofhvjflutyc lfrdbhdt,t,c rdt,bc

ghjlemnt,pt cfwfkj afct,bc byltmcbcf (Y) lf cfvhtodtkj ofhvjt,bc byltmcbc (X)
vybidytkj,t,pt 10 okbc vfysbkpt&
478

otkb Y X
1 100 64
2 101 75
3 113 81
4 115 84
5 113 91
6 113 85
7 111 96
8 112 99
9 115 100
10 120 93

f) ufvj'dfkt' rjhtkfwbbc rjtabwbtynb&

,) evwbhtc rdflhfn'f vt'jlb' itfafct' Y-bc htuhtcbf X-pt (xf'dfkt'^ hjv
htuhtcbf ohabdbf)&
u) ufvj'dfkt' itwljvt,bc ithxtdb'b lbcgthcbf lf ltnthvbyfwbbc rjtabwbtynb&
l) itfvjovt' vjltkbc dfhubcbfyj,bc /bgj'tpt,b&
t) ffut' 95%-bfyb ylj,bc bynthdfkb afct,bc byltmcbc cfiefkj vybidytkj,bcf'dbc
lf 99%-bfyb cfghjuyjpj bynthdfkb afct,bc byltmcbcf'dbc^ hjltcfw cfvhtodtkj
byltmcbc vybidytkj,ff x*=98.

16.17. mdtvjvj.dfybkb vjyfwtvt,b ofhvjflutyc ]fvehb cfvjv[vfht,kj rht-

lbnbcf ($ vbkbjyj,b') (X) lf abyfyceh lf cfvhtodtkj ufrjnht,f'f hfjltyj,bc
(f'fcj,b') (Y) lfrdbhdt,ek vybidytkj,t,c ufhrdtekb 10 okbc ufyvfdkj,fib

otkb X Y
1 21 92
2 23 80
3 28 76
4 31 89
5 32 111
6 39 110
7 43 127
8 45 137
9 46 150
10 52 141

f) ufvj'dfkt' ithxtdb'b rjhtkfwbbcf lf ltnthvbyfwbbc rjtabwbtynt,b&

,) lffcrdtyb'^ qbhc 'e fhf vfhnbdb ohabdb htuhtcbekb fyfkbpbc xfnfht,f lf bv
itv'[dtdfib^ 'e vbbqt,' lflt,b' gfce[c^ xffnfht' htuhtcbekb fyfkbpb&
17

VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF

obyf 'fdib xdty ufydb[bkt' vfhnbdb htuhtcbbc vjltkb hf'f ufudthrdbf^ 'e
hf ufdktyfc f[ltyc th'b wdkflb (lfvjerblt,tkb wdkflb) vtjht wdkflpt
(lfvjrblt,ek wdkflpt)& vbe[tlfdfl bvbcf^ hjv vfhnbdb htuhtcbbc vjltkb
ufvj.tyt,flbf vhfdfk ghfmnbrek cbnefwbfib^ th'b lfvjerblt,tkb wdkflb'
itvjafhudkf pqelfdc vbcb ufvj.tyt,bc fhtfkc&
cfbkecnhfwbjl lfde,heylt' 16.3 vfufkb'c^ cflfw fqothbkb b.j eshfdb
mjyt,bc rjvgfybbc futynbc ghj,ktvf^ hjvtkbw wlbkj,lf ufytzdhbnf th'b
j]f[bcf'dbc ufyre'dybkb cfw[jdht,tkb cf[kbc ufcf.blb afcb (lfvjrblt,ekb Y
wdkflb)& vbbxybf hf afcbc ufyvcfpqdhtk sbhb'fl afmnjhfl cf[kbc afh'j,b
(lfvjerblt,tkb X wdkflb)^ vfy ufyb[bkf vfhnbdb htuhtcbbc vjltkb
Y = B 0 + B 1 X + ε.
xfnfht,ekb fyfkbpbc itltufl vfy vbbqj^ hjv ltnthvbyfwbbc rjtabwbtynb
R2 = 0.648,
hfw vbe'b't,c bvfpt^ hjv cf[kbc afcbc wdfkt,flj,bc v[jkjl 64.8% fb[cyt,f
cf[kbc afh'j,bc wdfkt,flj,bc [fh]pt^ lfyfhxtyb 35.2% fe[cytkb hxt,f&
fe[cytkb dfhbfwbbc ghjgjhwbbc itvwbht,bc vbpyb' futynvf uflfo.dbnf vjltkib
xfth'j lfvfnt,b'b jhb lfvjerblt,tkb wdkflb^ rthsjl cf[kbc tmcgkefnfwbbc
[fyuhskbdj,f (X 2 ) lf vbobc yfrdt'bc afh'j,b (X 3 )& vfy ufyb[bkf itvltub ohabdb
vjltkb cfvb lfvjerblt,tkb wdkflb'
Y = B 0 + B 1 X 1 + B 2 X 2 + B 3 X 3 + ε.
itvlujvib xdty lfdhoveylt,b'^ hjv fct'b vjltkbc ufvj.tyt,f fvwbht,c
fe[cytkb dfhbfwbbc ghjgjhwbfc^ hfw yf'kfl vtn.dtkt,c bvfpt^ hjv vfhnbdb
htuhtcbbc vjltkb' itvjafhudkf [ibh itv'[dtdib fh fhbc ufvfh'kt,ekb&
fv fhuevtynt,c ,eyt,hbdfl vbd.fdfh' vhfdkj,b'b htuhtcbbc vjltkfvlt
Y = B 0 + B 1 X 1 + ⋅⋅⋅ + B k X k + ε, (17.1)
cflfw Y lfvjrblt,ekb wdkflbf^ X 1 ,...,X k lfvjerblt,tkb wdkflt,bf^ hjvkt,cfw
[ibhfl fv[cytk wdkflt,c fy ghtlbmnjht,c^ fylf htuhtcjht,c eojlt,ty^ ε rb iti-
aj't,ff^ hjvtkcfw [ibhfl vjb[ctybt,ty^ hjujhw ztivfhbn uflf[hfc^ itwljvfc&
evhfdktc itv'[dtdfib X 1 ,..., X k wdkflt,b itv'[dtdb'b cblbltt,bf lf vj.df-
ybkb vjltkbc afhukt,ib buekbc[vt,f^ hjv ε itv'[dtdb'b cblblt lf (X 1 ,...,X k )
itv'[dtdb'b dtmnjhb lfvjerblt,kt,bf^ fvfc'fy Eε=0, Dε=σ2>0& ghfmnbrek
fvjwfyt,ib [ibhfl lfvjerblt,tkb wdkflt,b fh fhbc itv'[dtdb'b cblbltt,b lf
480

pju]th vvfh'dtk wdkflt,cfw rb ofhvjflutyc (fye bct' wdkflt,c^ hjvtk'f

vybidytkj,f lfvjrblt,ekbf tmcgthbvtynfnjhbc fhxtdfypt)& itvlujvib .dtkufy
buekbc[vt,f^ hjv lfvjerblt,tkb X 1 ,...,X k wdkflt,bc vybidytkj,t,b pecnflff
wyj,bkb lf uflf[ht,b vbtotht,f v[jkjl Y wdkflc&
.jdtkbdt ptvj'mvekblfy ufvjvlbyfhtj,c^ hjv Y itv'[dtdb'b cblblbc
vf'tvfnbrehb kjlbyb^ bv gbhj,b' hjv X 1 =x 1 , ... , X k =x k ^ vjbwtvf ajhvekb'
E(Y | X 1 =x 1 , ... , X k =x k ) = B 0 +B 1 x 1 +⋅⋅⋅+B k x k , (17.2)
[jkj Y-bc lbcgthcbf bubdt gbhj,t,ib σ2-bc njkbf^ t&b&
D(Y | X 1 =x 1 , ... , X k =x k ) = σ2.
k wdkflbc y=B 0 +B 1 x 1 +⋅⋅⋅+B k x k aeymwbfc ztivfhbnb htuhtcbbc aeymwbf
tojlt,f^ [jkj B 0 ,B 1 ,...,B k cblbltt,c rb – htuhtcbbc rjtabwbtynt,b& 'e k=1^ vfiby
(17.2) ufycfpqdhfdc htuhtcbbc ohatc^ k=2 itv'[dtdfib – htuhtcbbc cb,hn.tc lf 'e
k>2 – htuhtcbbc /bgthcb,hn.tc&
cf,jkjjl^ vhfdkj,b'b htuhtcbbc fvjwfyf itvltuyfbhfl fqbotht,f& udfmdc
n vjwekj,bc ithxtdf&
(Y i , x 1i ,...,x ki ), i=1,2,...,n, n>k,
cflfw
Y i = B 0 + B 1 x 1i + ⋅⋅⋅ + B k x ki + ε i , i=1,2,...,n, (17.3)
[jkj ε i itv'[dtdb'b cblbltf^ hjvtkbw ufyfgbhj,t,c Y i wdkflbc uflf[hfc
ztivfhbnb htuhtcbbc aeymwbbc B 0 +B 1 x 1i +⋅⋅⋅+B k x ki vybidytkj,blfy&
itvlujvib xdty lfdeidt,'^ hjv (ε 1 ,,...,ε n ) yjhvfkehfl ufyfobkt,ekb
lfvjerblt,tkb itv'[dtdb'b cblbltt,bf^ Eε i =0^ Dε i =σ2^ Eε i ε j =0, i≠j&

EVWBHTC RDFLHFN"F VT"JLB& bctdt^ hjujhw vfhnbdb htuhtcbbc

itv'[dtdfib htuhtcbekb fyfkbpbc vbpfyc gbhdtk tnfgpt ofhvjflutyc htuhtcbbc
'tjhbekb B 0 ,B 1 ,...,B k rjtabwbtynt,bcf lf ewyj,b σ2 lbcgthcbbc itafct,f&
htuhtcbekb fyfkbpbc evybidytkjdfytcb yfobkbf vbcb vtjht tnfgb –
lfcf,e't,ekb cnfnbcnbrehb lfcrdyt,bc ufrt't,f bvbc itcf[t,^ 'e hfvltyfl rfhu
'fy[vj,fibf itvj'fdfpt,ekb vjltkb vjyfwtvt,'fy& ptvj' itvjqt,ekb lfidt,f ε i -
bc yjhvfkehfl ufyfobkt,bc itcf[t,^ cojhtl fv vbpfyc tvcf[eht,f&
htuhtcbbc rjtabwbtynt,bc itafct,f ofhvjt,c evwbhtc rdflhfn'f
vt'jlb'^ hjvkbc 'fyf[vflfw ewyj,b B 0 ,B 1 ,...,B k rjtabwbtynt,bc itafct,fl
xfb'dkt,f bc b 0 ,b 1 ,...,b k cblbltt,b^ hjvkt,bw fybzt,ty vbybvevc itvltu
ufvjcf[ekt,fc
n
∑ (Yi − b0 − b1 x1k −  − bk x ki ) .
2
i =1
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 481

vbybvevbc fewbkt,tkb gbhj,blfy^ b 0 ,b 1 ,...,b k wdkflt,b' rthsj ofhvjt,ekt,bc

yek'fy ufnjkt,b' vbbqt,f ohabd ufynjkt,f'f cbcntvf ( b 0 ,b 1 ,...,b k wdkflt,bc
vbvfh')%
b 0 n + b 1 Σx 1i + ⋅⋅⋅ + b k Σx ki = ΣY i ,
b 0 Σx 1i + b 1 Σ x1i2 + b 2 Σx 1i x 2i +⋅⋅⋅ + b k Σ x 1i x ki = Σ x 1i Y i ,
⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅ (17.4)
b 0 Σx ki + b 1 Σx 1i x ki + b 2 Σx 2i x ki + ⋅⋅⋅ + b k Σ x ki2 = Σ x ki Y i .

ufynjkt,f'f (17.4) cbcntvfc yjhvfkeh ufynjkt,f'f cbcntvf tojlt,f^

itvlujvib xdty dbuekbc[vt,'^ hjv fv cbcntvfc th'flth'b fvj[cyf uffxybf&
hf 'mvf eylf^ itbskt,jlf (17.4) cbcntvbc fvj[cyf hfbvt wyj,bkb (d'mdf'^
ufecbc) vt'jlb'^ vfuhfv tc ahbfl ihjvfntdflbf& yt,bcvbthb cnfnbcnbrehb
ghjuhfvt,bc gfrtnb^ htuhtcbek fyfkbpib itbwfdc fv cbcntvbc fvj[cybc
ghjwtlehfc lf udfsktdc b 0 ,b 1 ,...,b k itafct,t,c&
jhb lfvjerblt,tkb wdkflbc itv'[dtdfib^ t&b& hjwf k=2^ (17.4) cbcntvfc
itvltub cf[t fmdc

n n n
nb0 + b1 ∑ i =1
x1i + b2 ∑
i =1
x 2i = ∑Y ,
i =1
i

n n n n
b0 ∑
i =1
x1i + b1 ∑
i =1
x12i + b2 ∑
i =1
x1i x 2i = ∑x i =1
1i Yi , (17.5)

n n n n
b0 ∑x
i =1
2i + b1 ∑x
i =1
1i x 2 i + b2 ∑x
i =1
2
2i = ∑x
i =1
2 i Yi .

(17.5) ofhvjflutyc cfvb ohabdb ufynjkt,bcfufy itlutybk cbcntvfc^ cfvb

ewyj,b' – b 0 ,b 1 ,b 2 &
ewyj, rjtabwbtyn'f ufvjcf'dktkfl vj[th[t,ekbf ufvjdcf[j' b 0
gbhdtkb ufynjkt,blfy lf vbqt,ekb ufvjcf[ekt,f xfdcdf' lfyfhxty jh
ufynjkt,fib& fldbkb lfcfyf[bf^ hjv vbbqt,f jhb jhewyj,bfyb ufynjkt,bcfufy
itlutybkb itvltub cbcntvf%

 n n
  n n
 n n

∑
 i =1
∑
i =1   i =1
∑
b1  x12i − x1 x1i  + b2  x1i x 2i − x 2 ∑
i =1
x1i  =
 i =1
∑
x1i Yi − Y
i =1
x1i , ∑
(17.6)
 n n
  n n
 n n

∑
b1  x1i x 2i − x 2
 i =1
∑
i =1   i =1
∑
x1i  + b2  x 22i − x 2 ∑
i =1
x 2i  =
 i =1
∑
x 2i Yi − Y
i =1
x 2i .∑
itvjdbqj' itvltub fqybidyt,b
482

∑ (x )
n n n

∑ ∑
2
x12i − x1 x1i = 1i − x1 = SS1 ,
i =1 i =1 i =1

∑ (x )
n n n

∑x ∑x
2
2
2i − x2 2i = 2i − x2 = SS 2 ,
i =1 i =1 i =1

∑ x = ∑ (x )( )
n n n

∑x
i =1
1i x 2 i − x2
i =1
1i
i =1
1i − x1 x 2i − x 2 = SS12 , (17.7)

∑ (x )( )
n n n

∑
i =1
x1i Yi − Y ∑ i =1
x1i =
i =1
1i − x1 Yi − Y = SS y1 ,

∑ (x )( )
n n n

∑
i =1
x 2i Yi − Y ∑ i =1
x 2i =
i =1
2i − x 2 Yi − Y = SS y 2 .

(SS gbhdtkb fcjt,bf byukbcehb cbn.dt,bcf sum of squares – rdflhfnt,bc ]fvb)&

ptvj' yfvhfdkt,bc ]fvt,bw SS -b'ff fqybiyekb^ vfuhfv yfvhfdkbw [jv vtjht
hbubcff& SS-c byltmct,fl vbothbkbf Y, 1, 2, hjvkt,bw vbe'b't,ty bv wdkflt,pt^
hjvkt,bw vjyfobktj,ty vjwtvek fqybidyt,ib& 'e ufvjdb.tyt,' fv fqybidyt,c^
(17.6) cbcntvf xfbotht,f fct%
b 1 SS 1 +b 2 SS 12 = SS y1 ,
b 1 SS 12 +b 2 SS 2 = SS y2 .
fvj[cyfc itvltub cf[t fmdc
SS y1 SS 2 − SS y 2 SS12
b1 = ,
SS1 SS 2 − SS122
(17.8)
SS y 2 SS1 − SS y1 SS12
b2 =
SS1 SS 2 − SS122
lf
b0 = Y − b1 x1 − b2 x 2 ,
itvjdbqj' fqybidyt,b
SS y1
r y1 = ,
SS y SS1
SS y 2
r y2 = , (17.9)
SS y SS 2
SS12
r 12 = .
SS1 SS 2
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 483

r y1 , r y2 , r 12 fqybiyfdc ithxtdb'b rjhtkfwbbc rjtabwbtynt,c^ 'e X 1 lf X 2 wdkflt,b

itv'[dtdb'b cblbltt,b fhbfy& cfobyffqvltuj itv'[dtdfib tc fqybidyt,b vfbyw
itbskt,f ufvjdb.tyj'& bcbyb ufhrdtekb fphb' f[fcbf't,ty cf'fyflj hbw[db'
vybidytkj,f'f ijhbc rfdibhbc [fcbf'c&
itvjqt,ek fqybidyt,ib (17.8) ufvjcf[ekt,t,b vbbqt,c cf[tc%

SS y ry1 − ry 2 r12
b1 = − ,
SS1 1 − r122
(17.10)
SS y ry 2 − ry1 r12
b2 = − .
SS 2 1 − r122
f[kf htuhtcbbc cb,hn.bc itafct,f fct xfbotht,f %
∧
Y = b 0 +b 1 x 1 +b 2 x 2 (17.11)
pjufl itv'[dtdfib^ vfc itvltu^ hfw vbqt,ekbf 'tjhbekb htuhtcbbc
rjtabwbtynt,bc b 0 ,b 1 ,...,b k itafct,t,b^
∧
Y = b 0 + b 1 x 1 + ⋅⋅⋅ + b k x k
aeymwbf ufycfpqdhfdc htuhtcbbc aeymwbbc (/bgthptlfgbhbc) itafct,fc& e i cblbltc^
cflfw
∧
e i = Y i – Y i = Y i – b 0 – b 1 x 1i – ⋅⋅⋅ – b k x ki
yfi'b tojlt,f&
bctdt hjujhw vfhnbdb htuhtcbbc vjltkib^ ewyj,b σ2=Dε i lbcgthcbbc
itafct,f t.hlyj,f yfi't,bc (itcojht,t,bc) rdflhfnt,bc ]fvc (sum of square errors
(residuals) – SSE)
∧
SSE = ∑ ei2 = ∑ (Yi − Y i ) 2 (17.12)

hflufy fv erfyfcrytk ufvjcf[ekt,fib itlbc (k+1) itafct,ekb gfhfvtnhb^ vbcb

'fdbceakt,bc [fhbc[bf – (n–(k+1)) lf fvbnjv lbcgthcbbc itafct,fl vbqt,ekbf
cblblt
SSE
S2 = =MSE.
n − (k + 1)

fvb' (17.3) vjltkbc 'tjhbekb gfhfvtnht,bc itafct,bc fvjwfyf

uflfo.dtnbkbf^ fye htuhtcbekb fyfkbpbc gbhdtkb tnfgb lfchekt,ekbf& fv tnfgc
fh tcfzbhjt,jlf ε i , i=1,2,...,n. itv'[dtdb'b cblbltt,bc yjhvfkehj,bc /bgj'tpf^
hjvtkbw vybidytkjdfybf itvlujvb tnfgbcf'dbc&
484

vjdb.dfyj' vbqt,ek itafct,f'f itvltub 'dbct,t,b%

dbyfblfy ε i -t,bc yjhvfkehj,bc lfidt,bc lhjc Y i , i= 1, n , yjhvfkehb
itv'[dtdb'b cblbltt,bf^ [jkj b j , j= 1, k , itafct,t,b vf' ohabd rjv,byfwbfc
ofhvjflutyc^ b j cnfnbcnbrfw yjhvfkehfl bmyt,f ufyfobkt,ekb^ rthsjl

b j ~ N(B j , σ 2B j ), j = 0, k , (17.13)
cflfw
σ 2B j = σ2 Ψ j (17.14)

lf Ψ j , j=1,2,..,k, ofhvjflutyc lfvjerblt,tkb X 1 ,X 2 ,...,X k wdkflt,bc (X ei , e= 1, k ,

i= 1, n ) lfrdbhdt,ekb vybidytkj,t,bc ufycfpqdhekb otcb' fut,ek aeymwbfc&
hflufy σ2 ewyj,bf^ ,eyt,hbdbf (17.14) ufvjcf[ekt,fib bc 'fdbcb S2
itafct,b' itdwdfkj'^ hfw b j cnfnbcnbrbc lbcgthcbbc S b2j itafct,fc vjudwtvc.
vfufkb'fl^ hjwf k=2^ 'e (17.5) yjhvfkeh ufynjkt,f'f cbcntvbc vfnhbwbc
ltnthvbyfync fqdybiyfd' ∆-'b^ fldbkfl vbdbqt,' itvltu ajhvekt,c%
2
n n
 n 
∑ ∑ i =1
x12i
i =1
x 22i ∑
−  x1i x 2i 
 i =1  s2 ^
s b20 =
∆
2
n
 n 
n ∑
i =1
x 22i ∑
−  x 2i 
 i =1  2^
s b21 = s (17.15)
∆
2
n
 n 
n ∑ i =1
x12i ∑
−  x1i 
 i =1  2 &
s b22 = s
∆
cflfw
n
∑ ei
2
SSE i =1
s2 = = . (17.16)
n−3 n−3
pjufl itv'[dtdfib^ hjltcfw k>2, Ψj aeymwbt,b (x ei , e= 1, k , i= 1, n )
wdkflt,bc cfrvfjl h'ekb aeymwbt,bf^ vf'b w[flb cf[b' vj.dfyf fh qbhc^ hflufy
S b2j -bc vybidytkj,t,b ufvjb'dkt,f htuhtcbekb fyfkbpbc yt,bcvbthb rjvgbent-
hekb ghjuhfvbc lf[vfht,b' &
cnfnbcnbrehb lfcrdyt,b B j gfhfvtnhbc itcf[t, itvltu cnfnbcnbrfc
t.hlyj,f%
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 485

bj − Bj
Tj = ,
Sbj
hjvtkcfw fmdc cnbeltynbc t-ufyfobkt,f n–(k+1) 'fdbceakt,bc [fhbc[b'&

LTNTHVBYFWBBC RJTABWBTYNB& f[kf vjdb.dfyj' itvlujvb fyfkbpb-

cf'dbc vybidytkjdfyb t&o& lbcgthcbekb 'fyfafhlj,f
n n ∧ n ∧
∑ (Yi − Y ) = ∑ (Yi − Yi ) + ∑ (Yi − Y )
2 2 2
(17.17)
i =1 i =1 i =1

hjvkbc itvjovt,f^ bctdt hjujhw vfhnbdb htuhtcbbc itv'[dtdfib^ fh ofhvjflutyc

cbh'ektc& itvjdbqj' fqybidyt,b
n
SST = ∑ (Yi − Y ) 2 ,
i =1
n ∧
SSE = ∑ (Yi − Y i ) 2 ,
i =1
n ∧
SSR = ∑ (Y i − Yi ) 2 .
i =1
fv fqybidyt,ib (17.17) 'fyfafhlj,f vbbqt,c cf[tc
SST = SSE + SSR , (17.18)
n −1 n − k −1 k

cflfw SSR fhbc chekb uf,ytdbc htuhtcbb' f[cybkb yfobkb^ SSE – chekb uf,ytdbc
bc yfobkb^ hjvtkbw fh fb[cyf htuhtcbb'^ 'b'jtek otdhc mdtdb' vbothbkb fmdc
'fdbceakt,bc [fhbc[b&
(17.18) 'fyfafhlj,fpt lf.hlyj,b' ufyb[bkt,f t&o& vhfdkj,b'b
ltnthvbyfwbbc rjtabwbtynb

SSE  SSR 
R2=1– = , (17.19)
SST  SST 
hjvtkbw ofhvjflutyc chekb dfhbfwbbc bv obkc^ hjvtkbw f[cybkbf vhfdkj,b'b
htuhtcbbc vjltkb'&
ufhlf fv rjtabwbtynbcf ufyb[bkfdty t&o& 'fdbceakt,bc [fhbc[t,'fy
it'fy[vt,ek (adjusted) ltnthvbyfwbbc rjtabwbtync
SSE /( n − k − 1)
adjusted R2 =1–
SST /( n − 1)
vjcfpht,f^ hjvkbc 'fyf[vflfw ufyb[bkt,f tc cnfnbcnbrf^ vlujvfhtj,c bvfib^ hjv
'e lfvjerblt,tk wdkfl'f hfjltyj,f^ k itlfht,flbf n-'fy^ R2-bc vybidytkj,f
itbskt,f fhfhtfkehfl lblb ufvjdbltc lf vbudb.dfyjc vwlfh lfcrdyt,fvlt& cojhtl
fv vjdktybc 'fdblfy fwbkt,bc vbpyb' fhbc itvjqt,ekb f[fkb adjusted R2
rjtabwbtynb& 'e n vybidytkjdyfl lblbf^ k-'fy itlfht,b'^ vfiby tc jhbdt
rjtabwbtynb lff[kjt,b' njkbf^ cfpjufljl rb adjusted R2< R2.
486

itbskt,f dfxdtyj'^ hjv R2 cnfnbcnbrf t&o& ithxtdb'b vhfdkj,b'b

rjhtkfwbbc rjtabwbtynbc rdflhfnbc njkbf^
R2=r2.
ithxtdb'b vhfdkj,b'b rjhtkfwbbc rjtabwbtynb^ r ofhvjflutyc ithxtdb'b
∧
rjhtkfwbbc rjtabwbtync Y lf Y itv'[dtdb' cblbltt,c ijhbc^ t&b&
∧
∑ (Yi − Y )(Y − Y )
r= ,
∧
∑ (Yi − Y ) ⋅ ∑ (Yi − Y )
2 2

∧
cflfw uf'dfkbcobyt,ekbf njkj,f Y = Y ^ hjvtkbw vbbqt,f yjhvfkeh
ufynjkt,f'f cbcntvbc gbhdtkb ufynjkt,blfy
n ∧ n
∑ (Yi − Y i ) = ∑ ei = 0
i =1 i =1

VJLTKBC DFHUBCBFYJ<BC ITVJOVT<F& vfhnbdb htuhtcbbc itv'[dtdfib^

hjltcfw cfmvt udmjylf v[jkjl th' lfvjerblt,tk wdkfl'fy^ vjltkbc
dfhubcbfyj,bc itvjovt,f lfb.dfyt,jlf B 1 rjtabwbtynbc itcf[t,
H 0 : B 1 =0
/bgj'tpbc itvjovt,fpt^
H 1 : B 1 ≠0
fknthyfnbdbc obyffqvltu^ hjvtkbw t.hlyj,jlf t cnfnbcnbrfc B 1 -cf'dbc& vhfd-
kj,b'b htuhtcbbc itv'[dtdfib vjltkbc dfhubcbfyj,bc itcfvjovt,kfl xdty
udtcfzbhjt,f lbcgthcbekb fyfkbpbc xfnfht,f&
ltnthvbyfwbbc rjtabwbtynbc ufycfpqdhbcfc xdty dcfhut,kj,lb' lbcgth-
cbekb 'fyfafhlj,b'
SST = SSR+SSE ,
hjvtkbw bsktdf chekb dfhbfwbbc lfikfc jh yfobkfl% htuhtcbb' f[cybkb dfhbf-
wbf (SSR) lf fe[cytkb dfhbfwbf (SSE)& fvfdt 'fyfafhlj,fc taesyt,f vjltkbc dfhub-
cbfyj,bc itvjovt,f^ hjvtkbw vhfdkj,b'b htuhtcbbc itv'[dtdfib vlujvfhtj,c
H 0 :B 1 =B 2 =...=B k =0
/bgj'tpt,bc itvjovt,fib
H 1 : th'b vfbyw B i ≠0, i=1, 2, ..,k
fknthyfnbdbc obyffqvltu&
yf'tkbf^ hjv 'e H 0 /bgj'tpf lfoeyt,ekb fh bmyt,f^ fhw th'b
lfvjerblt,tkb wdkflb (htuhtcjhb) fh fhbc ohabdfl lfrfdibht,ekb Y-'fy lf
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 487

fvbnjv vjltkb edfhubcbf ghjuyjpbht,bc vbpyt,bcf'dbc& vfiby^ hjwf 'e th'b vfbyw
B j ≠0, vjltkb hfbvt 'dfkfphbcb' vfbyw ufvjcfltubf&
H 0 /bgj'tpbc itcfvjovt,kfl ufvjb.tyt,f F-cnfnbcnbrf^ hjvtkbw vjbwtvf
ajhvekb'
MSR
F= ,
MSE
SSR SSE
cflfw MSR= , MSE= .
k n − (k + 1)
yekjdfyb H 0 /bgj'tpbc cfvfh'kbfyj,bcfc F cnfnbcnbrfc fmdc abithbc
ufyfobkt,f k lf n–(k+1) 'fdbceakt,bc [fhbc[t,b': F~ F (k,n–(k+1)).
F -cnfnbcnbrbc ufvjcf'dktkfl cfzbhj .dtkf cblbltc^ hjujhw otcb^ 'fdc
e.hbfy lbcgthcbekb fyfkbpbc itvltu w[hbkib

'fdbceakt,bc rdflhfn& cfiefkj rdfl&

o.fhj
[fhbc[b ]fvb vybidytkj,f
MSR
htuhtcbf k SSR MSR=SSR/k F=
MSE
itwljvf n–k–1 SSE MSE=SSE/(n–k–1)
cek n–1 SS Y

F-cnfnbcnbrbc xfothf vhfdkj,b'b ltnthvbyfwbbc R2 rjtabwbtynbc

vtidtj,b'fw itbskt,f& cf[tklj,h
R2 / k
F= .
(1 − R 2 ) /(n − (k + 1))
n − (k + 1) R2
velvbdb^ c = 'fyfvfvhfdkbc cbpecnb' ntcnbc cnfnbcnbrff ^
k 1− R2
hjvtkbw ofhvjflutyc f[cybkb dfhbfwbbc afhlj,fc fe[cytk'fy lf 'e tc afhlj,f
cfrvfhbcfl lblbf^ ,eyt,hbdbf^ efhd.j' H 0 /bgj'tpf H 1 fknthyfnbdbc
cfcfhut,kjl& fmtlfy ufvjvlbyfht rhbnbrek fhtc eylf /mjyltc ajhvf F>F rh & cf,j-
kjjl^ vjltkbc dfhubcbfyj,bc itcfvjovt,tkb ghjwtlehf fct ufvjb.eht,f

yekjdfyb /bgj'tpf H0: B1 = B2 = ⋅⋅⋅ = Bk = 0

fknthyfnbekb /bgj'tpf H1: th'b vfbyw Bj ≠ 0 , i = 1, 2, .., k
R2 / k
ntcnbc cnfnbcnbrbc vybidytkj,f% f =
(1 − R 2 ) /(n − (k + 1))
α ljybc rhbnbrekb fht% f > Fk,n–k+1,α
cflfw Fk,n–k+1,α fhbc F ufyfobkt,bc ptlf α-rhbnbrekb othnbkb&
488

CNFNBCNBREHB LFCRDYT<B VJLTKBC GFHFVTNHT<BC ITCF{T<^

GHJUYJPBHT<F& 'e H 0 /bgj'tpf lfoeyt,ekbf^ vfiby dfvjovt,' /bgj'tpfc
wfkrtekb htuhtcbbc rjtawbtynbc yek'fy njkj,bc itcf[t, (hf 'mvf eylf^ 'e
.dtkf htuhtcbbc rjtabwbtynb th'lhjekfl yekbc njkb fhff^ hjvtkbvt vf'ufyb
itbskt,f yekbc njkb b.jc)&
fvhbufl .jdtkb j-'dbc^ j =1, 2, .., k, itcfvjovt,tkbf
H 0 :B j =0
/bgj'tpf
H 1 :B j ≠0
fknthyfnbdbc obyffqvltu& fv itv'[dtdfib ntcnbc cnfnbcnbrff
bj
Tb j = ,
Sbj
hjvtkbw yekjdfyb /bgj'tpbc cfvfh'kbfyj,bcfc ufyfobkt,ekbf cnbeltynbc t
rfyjyb' n–(k+1) 'fdbceakt,bc [fhbc[b'&
fvbnjv α vybidytkjdyj,bc ljyb' uflfo.dtnbkt,bc vbqt,bc otcb itvltubf%
efhd.ja' H 0 -c^ 'e | t b j | > t n-k-1 , α/2 ,
cflfw t n–k–1,α/2 cnbeltynbc t(n–k–1) ufyfobkt,bc ptlf α/2-rhbnbrekb vybidytkj,ff&
hf 'mvf eylf^ itcfskt,tkbf itvjovltc itvltub

H 0 : B j = B 0j

/bgj'tpfw
H 1 : B j ≠ B 0j
fknthyfnbdbc obyffqvltu^ cflfw B 0j hfbvt abmcbht,ekb cblbltf& fv itv'[dtdfib
ntcnbc cnfnbcnbrff
b j − B 0j
Tb j = ,
Sbj

hjvtkbw ufyfobkt,ekbf cnbeltynbc t(n–k–1) rfyjyb'& /bgj'tpbc itvjovt,f

ofhvjt,c cnfylfhnekb upb'&
(1−α) ljybc ylj,bc bynthdfkb htuhtcbbc b j rjtabwbtynbcf'dbc itvltubf
(b j – s b j ⋅ t n-k-1, α/2 ; b j + s b j ⋅ t n-k-1, α/2, ), j=1,2,...,k, (17.20)

cflfw t n–k–1,α/2 fhbc t ufyfobkt,bc ptlf α/2-rhbnbrekb othnbkb&

17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 489

cnfnbcnbrehb lfcrdyt,b Bj, j=1,2,...,k rjtabwbtynbc itcf[t,

H0 : Bj= B 0j
H1 : Bj≠ B 0j
b j − B 0j
ntcnbc cnfnbcnbrf% Tb j =
Sbj
uflfo.dtnbkt,bc vbqt,bc otcb% α vybidytkjdyj,bc ljyb' efh.fdb H0^ 'e
t b j > t n − k −1, α / 2, obyffqvltu itv'[dtdfib H0-bc efh.jabc cfaesdtkb fh
ufudfxybf& (1–α) ljybc ylj,bc bynthdfkb Bj -cf'dbc itvltubf%
bj ± s b j t n-k-1,α/2

vfhnbdb htuhtcbbc fyfkjubehfl^ htuhtcbbc aeymwbbc vybidytkj,f

∧
x*=( x1* , x 2* ,.., x k* ) othnbkib^ Y * = b0 + b1 x1* + ... + bk x k* ofhvjflutyc othnbkjdfy
itafct,fc Y itv'[dtdb'b cblblbc µ*= µ Y , x* , x* ,.., x* = B0 + B1 x1* + B2 x 2* + .. + Bk x k*
1 2 n

vf'tvfnbrehb kjlbybcf'dbc& bubdt cblblt itbskt,f ufvj.tyt,ek bmyfc

Y = B0 +
*
B1 x1* + B2 x 2* + .. + Bk x k* +ε *
itv'[dtdb'b cblblbc itafct,bcf lf
∗
ghjuyjpbht,bc vbpyb'& fm ε ztivfhbnb uflf[hff^ hjvtkbw lfvjerblt,tkbf
∧
(ε 1 , ε 2 , .., ε ν ) itv'[dtdb'b dtmnjhbcfufy& µ∗-cf'dbc ylj,bc bynthdtkbcf lf Y * -'dbc
cfghjuyjpj bynthdfkbc fcfut,fl 'fdlfgbhdtkfl vjdb.dfyj' hfvltybvt afmnb%

1& itv'[dtdb'b dtmnjhb b=(b 0, b 1 ,..,b k )' ufyfobkt,ekbf yjhvfkehfl^ B=(B 0 ,B 1 ,..,B k )'
cfiefkj'b lf σ 2 Σ rjdfhbfwbbc vfnhbwb'^ cflfw Σ vfnhbwbc .jdtkb tktvtynb
σ ij , i=0,1,...,k, j=0,1,...,k, ofhvjflutyc {x 1i ,x 2i ,..,x ki , i=1,2,..,n} lfrdbhdt,ekb
vybidytkj,t,bc cfrvfhbcfl h'ek aeymwbt,c^ hjvtk'f ufvjcf[ekt,t,c xdty fm fh
vjdb.dfy'& fvhbufl
b~N(B, σ 2 Σ ). (17.21)
∧
2& vj.dfybkb 'fyfafhlj,blfy eiefkjl ufvjvlbyfhtj,c^ hjv Y * itv'[dtdb'b
∧
cblblt ufyfobkt,ekbf yjhvfkehfl^ µ∗ cfiefkj'b lf D * = D Y * lbcgthcbb'^
hjvkbc ufvjcf[ekt,fc xdty fm rdkfd fh vjdb.dfy'& itdybiyfd' v[jkjl^ hjv D*-bc
∧
ufvjcf[ekt,f itbwfdc σ2-c 'fyfvfvhfdkbc cf[b'^ lf D * -b' xdty fqdybiyfd' D*-bc
itafct,ek vybidytkj,fc^ hjvtkbw vbbqt,f D*-bc ufvjcf[ekt,fib σ2-bc vbcb S2
itafct,b' itwdkb'& fvhbufl
490

∧
Y * ~ N (µ * , D * ) ,
∧
* Y *− µ*
cfblfyfw vbdbqt,'^ hjv T = cnfnbcnbrf ufyfobkt,ekbf cneltynbc
∧
*
D
rfyjyb' (n–k–1) 'fdbceakt,bc [fhbc[b'%
∧
Y *− µ*
~ t(n–k–1).
∧
*
D
eylf fqdybiyj'^ hjv rjvgbenthekb ghjuhfvt,bc pjubth'b gfrtnb htuhtcbek
∧
fyfkbpib itbwfdc D * -bc ufvjcf'dktk ghjwtlehfc&
3& fyfkjubehb vc]tkj,b' vbdbqt,'^ hjv
∧
Y * − Y * ~ N (0, σ 2 + D * )
lf
∧
Y* −Y *
~ t(n–k–1). (17.22)
∧
s +D
2 *

(17.21) lf (17.22) 'fyfafhlj,t,blfy cnfylfhnekb upb' vbbqt,f itvltub lfcrdyf

(1−α) ljybc ylj,bc bynthdfkc µ∗-cf'dbc fmdc cf[t

∧ * ∧ ∧ ∧
* 
Y − t n − k −1,α / 2 ⋅ D , Y + t n − k −1,α / 2 ⋅ D 
* *

 

(1−α)ljybc cfghuyjpj bynthdfkc Y* -cf'dbc fmdc cf[t

 * ∧ ∧ 
Y − t n − k −1,α / 2 ⋅ s + D , Y + t n − k −1,α / 2 ⋅ s + D 
2 * * 2 *

 

vfufkbsb 17.1. ufydb[bkj' eshfdb mjyt,bc futynbc ghj,ktvf^ hjvtkcfw

xdty db[bkfdlb' 15.3 vfufkb'ib& hjujhw erdt fqdybiyt'^ cf[kbc afcbc
wdfkt,flj,bc f[cyf v[jkjl afh'j,bc wdfkt,flj,bc [fh]pt fh bsktdf
lfvfrvf.jabkt,tk itltuc (R2=0.648, t&b& f[cybkbf dfhbf,tkj,bc v[jkjl 64.8% )&
futynvf uflfo.dbnf vjltkib xfth'j rbltd jhb lfvfnt,b'b wdkflb lf ufyb[bkf
vhfdkj,b'b ohabdb htuhtcbbc itvltub vjltkb%
Y=B 0 +B 1 X 1 +B 2 X 2 +B 3 X 3 +ε,
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 491

cflfw Y cf[kbc ufcf.blb afcbf (f'fcj,b' ljkfht,ib)^ X 1 cf[kbc afh'j,bf (10v2-

ib)^ X 2 -cf[kbc tmcgkefnfwbbc [fyuhskbdj,ff (okt,ib)^ X 3 cf[kbc re'dybkb vbobc
yfrdt'bc afh'j,bf (100v2)& vfy flht fhxtekb 15 cf[kbcf'dbc itfuhjdf lfvfnt,b'b
vjyfwtvt,b^ hjvkt,bw 'fdvj.hbkbf itvltu w[hbkib%

cf[kbc yjvthb Y x1 x2 x3
1 89.5 20 5 4.1
2 79.9 14.8 10 6.8
3 83.1 20.5 8 6.3
4 56.9 12.5 7 5.1
5 66.6 18 8 4.2
6 82.5 14.3 12 8.6
7 126.3 27.5 1 4.9
8 79.3 16.5 10 6.2
9 119.9 24.3 2 7.5
10 87.6 20.2 8 5.1
11 112.6 22 7 6.3
12 120.8 19 11 12.9
13 78.5 12.3 16 9.6
14 74.3 14 12 5.7
15 74.8 16.7 13 4.8

itb.dfyf hf tc vjyfwtvt,b rjvgbenthib^ vfy vbbqj itvltub fvjyf,tzlb&

Dependent Variable: Y
Analysis of Variance

Sum of Mean
Source DF F-Value Prob>F
Squares Square
Model 3 5707.44 1902.48 40.029 0.0000
Error 11 522.80 47.53
Total 14 6230.24

Root MSE 6.894 R-square 0.916

Dep Mean 88.840 Adj R-sq 0.893
C.V. 7.760
492

Parameter Estimates

Parameter Standard T for H 0 :

Variable DF Prob >|T|
Estimate Error Parameter=0
INTERCEPT 1 –16.058 19.071 –0.842 0.418
x1 1 4.146 0.751 5.520 0.000
x2 1 –0.236 0.881 –0.268 0.794
x3 1 4.831 0.901 5.361 0.000

f) fv fvjyf,tzlblfy^ hf 'mvf eylf^ gbhdtk hbuib dbqt,' byajhvfwbfc ewyj,b

htuhtcbbc rjtabwbtynt,bc itafct,bc itcf[t, (b[& geymnb Parameter Estimates –
gfhfvtnht,bc itafct,f)% gbhdtk cdtnib vjwtvekbf b 0 , b 1 , b 2 , b 3 itafct,t,b^
bj
vtjhtib – vf'b cnfylfhnekb uflf[ht,b^ s b j ^ vjvltdyj cdtnib Tb j =
sb j
cnfnbcnbrbc vybidytkj,f^ ,jkj cdtnib rb – itcf,fvbcb p vybidytkj,t,b^ H 0 : B j =0
/bgj'tpbc itcfvjovt,kfl&
1. b 0 = –16.058 vybidytkj,f vbe'b't,c cfiefkj ufcf.bl afcc^ hjwf X 1 =X 2 =X 3 =0 lf
vbcb bynthghtnfwbf fphc vjrkt,ekbf& b 1 =4.146 vybidytkj,f vbe'b't,c bvfpt^ hjv
afh'j,bc .jdtkb lfvfnt,b'b th'tekbcf'dbc cf[kbc ufcf.blb afcb bphlt,f
cfiefkjl 4146 ljkfhb'^ b 2 = –0.236 vbe'b't,c^ hjv hjv cf[kbc tmcgkefnfwbbc
.jdtkb lfvfnt,b'b okbcf'dbc cf[kbc afcb brkt,c 236 ljkfhb'^ b 3 = 4.831 rb
vbe'b't,c bvfpt^ hjv vbobc yfrdt'bc .jdtkb lfvfnt,b'b 100 v2-'dbc cf[kbc afcb
bphlt,f 4331 ljkfhb' (buekbc[vt,f^ hjv ufvj.jabkbc ufhlf^ .dtkf lfyfhxtyb
afmnjhbc vybidytkj,f abmcbht,ekbf)&
2. fdfuj' 95%-bfyb ylj,bc bynthdfkb hjvtkbvt^ d'mdf' B 3 rjtabwbtynbcf'dbc&
dbcfhut,kj' (17.20) ajhvekb'^ hjvkbc 'fyf[vflfw 1–α=0.95 ljybc ylj,bc
bynthdfkb B 3 -cf'dbc bmyt,f
b 3 ± s b3 ⋅ t11,0.025 ,
cflfw t 11,0.025 =2.201. fvhbufl^ cfsbt,tkb bynthdfkbf
4.831±0.901⋅2.201.
cf,jkjjl^ 95%-bfy ylj,bc bynthdfkb B 3 -'dbc itvltubf%
[2.858;6.814].
α=0.05 vybidytkjdyj,bc ljyb' itdfvjovj' cfhoveyjf 'e fhf lfcrdyf^ hjv
fhct,j,c ohabdb (efh.jab'b) rfdibhb afccf (Y) lf tmcgkefnfwbbc [fyuhskbdj,fc
(X 2 ) ijhbc& t& b& itcfvjovt,tkbf
H0: B2 = 0
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 493

/bgj'tpf
H1: B2 ≠ 0 ( B2 < 0 )
fknthyfnbdbc obyffqvltu&
b2
w[flbf^ hjv ntcnbc cnfnbcnbrff T2 = ^ hjvkbc lfrdbhdt,ekb
S b2
vybidytkj,ff t 2 = –0.268.
α=0.05 vybidytkjdyj,bc ljyb' H 0 /bgj'tpbc efh.jabc fhtf
| t 2 | ≥ t 11,0.025 ( t 2 < t 11,0.05 ),
cflfw t 11,0.025 = 2.201 (t 11,0.05 = 1.1796). hflufyfw |t 2 | = 0.268 < 2.201 (t 2 = –0.268 > –
1.796) H 0 /bgj'tpbc efh.jabc cfaesdtkb fh ufudfxybf lf vfifcflfvt^ lfcrdyf bvbc
'fj,fpt^ hjv Y lf X 2 wdkflt,c ijhbc ohabdb (efh.jab'b) rfdibhbf^ fh fhbc
cfhoveyj&
bubdt itltufvlt vbudb.dfylf P-vybidytkj,fw^ hjvtkbw 0.794-bc njkbf& tc rb
bvbc vfxdtyt,tkbf^ hjv yekjdfyb /bgj'tpbc efh.jaf [lt,f vybidytkjdyj,bc
v[jkjl bct'b α ljyb'^ hjvtkbw fhfyfrkt,bf 0.794-pt& α=0.05<0.794^ fvbnjv H 0
/bgj'tpfc fh efhd.ja'&
vfufkb'fl^ B 3 -bc itv'[dtdfib P-vybidytkj,f elhbc yekc^ t&b& yt,bcvbthb
α>0 ljyb'^ (rthsjl^ hjwf α=0.05) H 0 : B 3 =0 /bgj'tpf efhb.jaf^ H 1 : B 3 ≠0
fknthyfnbdbc cfcfhut,kjl& vfh'kfw^ t 3 =5.361>2.201, fvbnjv H 0 /bgj'tpfc
efhd.ja'&
lfdfkt,f% ffut' α=0.01 ljybc ylj,bc bynthdfkb B j , j=0,1,2,3
rjtabwbtynt,bcf'dbc^ vybidytkjdyj,bc bubdt ljyb' itfvjovt' /bgj'tpt,b H 0 :
B j =0 (H 1 : B j ≠0) j=1,2,3.
b) f[kf vbdvfh'j' rjvgbenthekb fvjyf,tzlbc geymnc – Analysis of variance
(lbcgthcbekb fyfkbpb)& fv geymnib vjwtvekbf itwljvbc^ ε-bc cnfylfhnekb
uflf[hbc itafct,f^ ltnthvbyfwbbc rjtabwbtynt,b^ F-cnfnbcnbrbc vybidytkj,f lf
P-vybidytkj,f& ewyj,b lbcgthcbbc^ vhfdkj,b'b ltnthvbyfwbbc R2 lf adjusted R2
rjtabwbtynt,bc itcf[t, byajhvfwbbc vbcfqt,fl lf vjltkbc dfhubcbfyj,bc
itcfvjovt,kfl&
1. hjujhw dbwb' ewyj,b lbcgthcbbc itafct,ff S2=MSE ^ [jkj cnfylfhnekb
uflf[hf rb s= MSE (Root MSE )& fvhbufl^ ithxtdb'b cnfylfhnekb uflf[hff%
s=6.894.
ithxtdb'b ltnthvbyfwbbc rjtabwbtynbf (R-square)
R2=0.916 fylf 91.6%
adjusted R2= 0.893 fylf 89.3%
494

ufdb[ctyj'^ hjv vfhnbdb htuhtcbbc vjltkib^ cf[kbc ufcf.bl afcc dfrfdib-

ht,lb' v[jkjl vbc afh'j,'fy R2=0.648. fvhbufl^ jhb lfvfnt,b'b wdkflbc itvj.-
dfyfv cfuhsyj,kfl ufpfhlf ltnthvbyfwbbc rjtabwbtynb^ cf[kbc afcbc dfhbfwbbc
91.6% fb[cyf cfvb lfvjerblt,tkb wdkflb' lf fe[cytkb lfhxf v[jkjl 8.4%&
2. vjltkbc dfhubcbfyj,bc itvjovt,f t&b&
H 0 : B 1 =B 2 =B 3 =0
/bgj'tpbc itvjovt,f
H 1 : th'b vfbyw B j ≠0, j=1,2,3
fknthyfnbdbc obyffqvltu nfhlt,f F cnfnbcnbrbc vtidtj,b'^ hjvkbc
vybidytkj,fw vjwtvekbf lbcgthcbekb fyfkbpbc w[hbkib f=40.029 (fv w[hbkib
tc cblblt fqybiyekbf lblb F fcj'b^ xdty rb F-c db.tyt,' F cnfnbcnbrbc^ hjujhw
itv'[dtdb'b cblblbc fqcfybiyfdfl)&
lfdfabmcbhj' α=0.05 vybidytkjdyj,bc ljyt lf F-ufyfobkt,bc w[hbkblfy
dbgjdj' F 3,11,0.05 =3,59.
α=0.05 ljybc rhbnbrekb fhtf f>F 3,11,0.05 =3,59. fvbnjv H 0 /bgj'tpfc
efhd.ja' lf dfcrdyb'^ hjv th'b vfbyw B j , j=1,2,3 fh fhbc yekbc njkb& vfifcflfvt
α=0.05 vybidytkjdyj,bc ljyb' cfhoveyjf lfcrdyf^ hjv vjltkb dfhubcbf
ufvjcf.tyt,kfl&
rb'[df% hjujhw lbcgthcbekb fyfkbpbc w[hbkblfy xfyc^
P{F > f | H 0 }= P{F > 40.029 | H 0 }=0.
hf lfcrdybc ufrt't,f itbskt,f fv afmnblfy?
u) vfc itvltu hfw lfdfcrdtyb'^ hjv vhfdkj,b'b htuhtcbbc vjltkb dfhubcbf
ufvjcf.tyt,kfl^ rbltd th'[tk itdt[j' cfrb'[c^ 'e hjujh eylf bmytc
ufvj.tyt,ekb vbqt,ekb vjltkb&
hjujhw flht udmjylf fqybiyekb^ vbqt,ekb vjltkb cfiefkt,fc bsktdf
fdfuj' ylj,bc bynthdfkb lfvjerblt,tkb wdkflbc gbhj,b'b cfiefkjcf'dbc lf
cfghjuyjpj bynthdfkb Y-bc rthsj vybidytkj,bcf'dbc^ gbhj,fib^ hjv
lfvjerblt,tkb wdkflt,b abmcbht,ekbf lf X 1 = x1* , X 2 = x 2* , X 3 = x3* . bmdt fqybiyekb
b.j^ hjv fv bynthdfkt,bc ufvjcf'dktkb ajhvekt,b vtnbcvtnfl h'ekbf lf rdkfd
eylf vbdvfh'j' rjvgbenthc& pjubth'b rjvgbenthekb ghjuhfvt,bc gfrtnb (vfu&
Minitab) bsktdf htuhtcbbc aeymwbbc othnbkjdfy itafct,fc^ vbc cnfylfhnek
uflf[hfc^ D * -c^ lf ylj,bcf lf cfghjuyjpj bynthdfkt,cfw& 'dfkcfxbyjt,bcf'dbc
vfbyw xfdfnfhj' pjubth'b ufvj'dkf& hjltcfw x1* =20, x 2* =10, x3* =10, vfiby htuht-
cbbc aeymwbbc itcf,fvbcb µ*=B 0 +B 1 ⋅20+B 2 ⋅10+B 3 ⋅10 vybidytkj,bc othnbkjdfyb
itafct,ff
∧
Y * = –16.058 + 4.146⋅20 – 0.236⋅10 + 4.831⋅10 =112.812,
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 495

d'mdf'^ fvfdt lhjc fqvjxylf^ hjv D * =3,58. fv jh cblbltpt lf.hlyj,b'

itcfskt,tkbf α ljybc ylj,bcf lf cfghjuyjpj bynthdfkt,bc fut,f& vfufkb'fl^ 'e
α=0.01^ eylf vjbst,yjc t 11,α/2 = t 11,0.005 =3.106 lf ylj,bc bynthdfkb µ* -'dbc bmyt,f
112.812±3.106⋅3.58=112.812±11.119
l) obyf geymnt,ib xfnfht,ekb fyfkbpbc cfaesdtkpt fqvjxylf^ hjv
fhct,ekb vjyfwtvt,bc cfaesdtkpt cf[kbc tmcgkefnfwbbc [fyuskbdj,f fh f[ltyc
ufdktyfc cf[kbc ufcf.bl afcpt (B 2 =0). itcfskt,tkbf 'e fhf fv wdkflbc
ufvjhbw[df vjltkblfy bct^ hjv ltnthvbyfwbbc rjtabwbtynb cfuhsyj,kfl fh
itvwbhltc?
lfdfkt,f% ufyb[bkt' vhfdkj,b'b htuhtcbbc vjltkb
Y = B 0 + B 1 X 1 + B 2 X 2 + ε,
cflfw f[kf X 2 -b' fqybiyekbf cf[kbc vbvlt,fht vbobc yfrdt'bc afh'j,b&
itfvjovt'^ hjv b 0 = –20.3721, b 1 = 4.3117, b 3 = 4.7177, s= 6.622, R2= 0.9155.
uftwb' gfce[b l) geymnib lfcvek rb'[dfc&

VHFDKJ<B"B HTUHTCBEKB FYFKBPB VFNHBWEKB AJHVB"*& obyf

geymnib xdty vjdb.dfyt' htuhtcbekb fyfkbpbcf'dbc cfzbhj pjubth'b ajhvekf^
hjwf htuhtcjh'f hbw[db b.j jhb& bv itv'[dtdfib^ hjltcfw htuhtcjh'f
hfjltyj,f vtnbf jhpt (k>2)^ vjcf[th[t,tkbf .dtkf ajhvekbc vfnhbwekb ajhvb'
xfothf& itvjdbqj' X vfnhbwf^ hjvtkcfw htuhtcbbc vfnhbwfc eojlt,ty&

 x 01 x11 ... x k1 
x x 21 ... x k 2 
X =  02
 ... ... ... ... 
 
 x0n x1n ... x kn 

duekbc[vj,'^ hjv x 01 =x 02 =⋅⋅⋅=x 0n =1.

htuhtcbbc rjtabwbtynt,bc ewyj,b dtmnjhbf%

 B0 
B 
B=  1.
 ... 
 
 Bk 
vbcb ufypjvbkt,ff ( k+1).
uflf[hf'f dtmnjhbf%
496

ε 1 
ε 
ε =  2.
 ... 
 
ε n 
lfvjerblt,tkb wdkflb vjbwtvf dtmnjhb'%

Y1 
Y 
Y=  2 
 ... 
 
Yn 
vbdbqt,' fct' cbcntvfc%
Y=XB+ε (17.23)
tc 'fyfafhlj,f bubdtf^ hfw (17.3) 'fyfafhlj,fyb&
yjhvfkeh ufynjkt,f'f (17.4) cbcntvf ewyj,b B dtmnjhbc b=(b 0 ,b 1 ,..,b k )'
itafct,bc fcfut,fl xfbotht,f fct%
X ' X b = X ' Y, (17.24)
'e cbcntvbc ltnthvbyfynb ufyc[dfdt,ekbf yekbcfufy t&b& X 'X vfnhbwf
uflfeudfht,tkbf^ yjhvfkehb cbcntvbc fvj[cyff
b=(X 'X)-1X 'Y (17.25)
b dtmnjhbc lbcgthcbekb vfnhbwff
D(b)= σ2 (X 'X)-1.
fvhbufl^ (17.21) ufvjcf[ekt,fib Σ = (X'X)-1, [jkj (17.14) ufvjcf[ekt,fib
Ψ j ofhvjflutyc (X'X)-1 vfnhbwbc v'fdfhb lbfujyfkbc j -beh tktvtync&
SSE-c ufvjcf'dktkfl udfmdc ajhvekf%
SSE = e 'e, (17.26)
∧ ∧ ∧ ∧
cflfw e= ( Y1 − Y 1 , Y2 − Y 2 , ..., Yn − Y n ) ' yfi't,bc dtmnjhbf^ fye e= Y − Y , cflfw
∧
Y =Xb& vtjhtc v[hbd yfi't,bc e dtmnjhb itbskt,f ofhvjdblubyj' itvltub ajhvb'
e = M ε, (17.27)
-1
cflfw M = I n – X(X 'X) X '; M 'M=M, [jkj I n th'tekjdfyb (nxn) vfnhbwff&
(17.27 ) ajhvekblfy fldbkfl vbbqt,f^ hjv
E(e'e) = [n–(k–1)]σ2 &
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 497

fvbnjv ewyj,b lbcgthcbbc xfeyfwdkt,tkb itafct,f vjbwtvf ajhvekb'

SSE
S2 = n − (k + 1) . (17.28)

'e Σ vfnhbwbc lbfujyfkeh tktvtynt,c ufdfvhfdkt,' S2-pt^ vbbqt,f

b 0 ,b 1 ,..,b k cblbltt,bc lbcgthcbt,bc itafct,t,b%

S b20 , S b21 ,.., S b2k ^

itcf,fvbcfl&
ltnthvbyfwbbc rjtabwbtynbc ajhvekf itvltubf
n ∧

2
∑ (Y
i =1
i − Yi ) 2 ∧
( Y − Y )' ( Y − Y )
∧

R= = .
n
(Y − Y )' (Y − Y )
∑ (Y
i =1
i − Yi ) 2

lbcgthcbekb 'fyfafhlj,f vfnhbwek ajhvfib fct ufvjb.eht,f%

∧ ∧ ∧ ∧
(Y − Y )' (Y − Y ) = (Y − Y )' (Y − Y ) + ( Y − Y )' ( Y − Y ) ^ (17.29)
SST = SSE + SSR
[jkj F cnfnbcnbrfc tmyt,f cf[t%
∧ ∧
(Y − Y ) ' (Y − Y ) e 'e
F= .
k n − k −1
T cnfnbcnbrf b j rjtabwbtynbcf'dbc vjbwtvf fct%
bj − Bj
Tb j = , j = 1,2,.., k .
Sbj
∧ ∧
cf,jkjjl^ vjdb.dfyj' Y * -bc lbcgthcbbc^ D*=D Y * -bc ufvjcf[ekt,f&
∧
hflufyfw^ Y * = b' x * ^ fvbnjv
∧
D Y * = Ex * ' (b − B)(b − B)' x *
lf t&b&
D * = σ 2 x * ' (X ' X) −1 x * ^ (17.30)
∧
D * = S 2x * '(X 'X) −1 x * & (17.31)
ufvjcf'dktkb ajhvekt,bc vj.dfyfc ufikbkb cf[b' fphb fhf fmdc (fhw
fhbc bjkb ufycf[jhwbtkt,tkb)& hjwf htuhtcjh'f hbw[db jhpt vtnbf ufvj'dkt,c
498

fofhvjt,ty v[jkjl rjvgbenthb'& fm vj.dfybkb ajhvekt,bc wjlyf cfzbhjf^

dbyfblfy rjvgbenthb vjudwtvc fv ajhvekt,bc itcf,fvbc hbw[db' gfce[t,c&

RJHTKFWBEHB FYFKBPB& VHFDKJ<B"B LF RTHSJ RJHTKFWBBC

RJTABWBTYNT<B*& vfhnbdb htuhtcbbc itv'[dtdfib fldbkfl v.fhlt,f rfdibhb
htuhtcbbc rjtabwbtynbc itafct,fcf lf ithxtdb'b rjhtkfwbbc rjtabwbtync
ijhbc& cf[tklj,h
SS Y
b1 = r , (17.32)
SS X
cflfw r ithxtdb'b rjhtkfwbbc rjtabwbtynbf^ SS Y lf SS X ofhvjflutyc Y lf X
wdkflt,bc ithxtdb' cnfylfhnek uflf[ht,c^ itcf,fvbcfl& xdty'dbc wyj,bkbf bc
afmnbw^ hjv ltnthvbyfwbbc rjtabwbtynb R2 njkbf ithxtdb'b rjhtkfwbbc
rjtabwbtynbc rdflhfnbcf%
R2 = r2. (17.33)
fvhbufl^ vfhnbdb htuhtcbbc itv'[dtdfib^ .dtkf cfzbhj cblblt ufvjb'dkt,f
X lf Y wdkflt,bc lbcgthcbekb vfnhbwbc tktvtynt,bc vtidtj,b'&
b,flt,f rb'[df% [jv fh itbskt,f fqvjxtybkb bmytc vcufdcb rfdibht,b
vhfdkj,b'b htuhtcbbc itv'[dtdfibw?
flht xdty itdybiyt'^ hjv vhfdkj,b'b ltnthvbyfwbbc rjtabwbtynb elhbc
ithxtdb'b vhfdkj,b'b rjhtkfwbbc rjtabwbtynbc rdflhfnc (hfw (17.33)
'fyfafhlj,bc fyfkjuc ofhvjflutyc)& (17.32)-bc fyfkjubehb 'fyfafhlj,t,bc
lfcflutyfl xdty lfudzbhlt,f rthsj rjhtkfwbbc rjtabwbtynbc wyt,f&
d'mdf'^ X !, X 2 , ..., X k fv[cytkb wdkflt,bf^ Y ofhvjflutyc lfvjerblt,tk
wdkflc^ [jkj itcf,fvbcb lfrdbhdt,t,bf
{Y 1 , x 1i , x 2i , .., x ki }, i = 1, 2, ..., n.
Y lf X j wdkflt,c ijhbc ithxtdb'b rthsj rjhtkfwbbc r Yj.1,...,j-1,j+1,..,k
rjtabwbtynb ufybvfhnt,f hjujhw ithxtdb'b rjhtkfwbbc rjtabwbtynb
 ∧
  ∧

 Y − Y ( x1 , x 2 ,.., x j −1 , x j +1 ,.., x k )  lf  X j − X j ( x1 , x 2 ,.., x j −1 , x j +1 ,.., x k )  wdkflt,c
   
∧ ∧
ijhbc^ cflfw Y ( x1 , x 2 ,.., x j −1 , x j +1 ,.., x k ) lf X j ( x1 , x 2 ,.., x j −1 , x j +1 ,.., x k ) fhbc Y lf
itcf,fvbcfl X j wdkflt,bc X 1 , ... , X j-1 , X j+1 , ... , X k wdkflt,pt htuhtcbt,bc itafct-
,t,b^ hjvkt,bw fut,ekbf evwbhtc rdflhfn'f vt'jlb'^ fhct,ekb lfrdbhdt,t,bc
cfaesdtkpt^ t&b& Y lf itcf,fvbcfl X j wdkflt,b ufyb[bkt,f^ hjujhw lfvjrblt,ekb
wdkflt,b^ [jkj lfyfhxtyt,b b'dkt,f lfvjerblt,tk wdkflt,fl lf [lt,f X l -'fy
vlujvb htuhtcbbc rjtabwbtynbc itafct,f (l=1,2,...,k, l≠j)^ hjujhw Y^ fctdt X j
wdkflbcf'dbc& itvlujv vf' cfaesdtkpt fbut,f htuhtcbbc ptlfgbht,bc itafct,t,b&
fvhbufl^
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 499

n ∧ ∧
∑ (Yi − Y i )( x ji − x ji )
i =1
rYj.1, 2,.., j −1, j +1,...,k = 1/ 2 1/ 2
,
 n ∧
2 n ∧
2
 ∑ (Yi − Y i )   ∑ ( x ji − x ii ) 
 i =1   i =1 
∧ ∧ ∧ ∧
cflfw Yi = Y ( x1i ,.., x j −1,i , x j +1,i ,.., x ki ), x ji = x j ( x1i ,.., x j −1,i , x j +1,i ,.., x ki ) &
rthsj rjhtkfwbbc rjtabwbtynt,bc itvjqt,f lfrfdibht,ekbf bv
ufhtvjt,fc'fy^ hjv Y lf X wdkflt,c ijhbc rjhtkfwbbc rjtabwbtynb itbskt,f
vybidytkjdyfl lblb (vjlekb') fqvjxyltc lfyfhxtyb X 1 , ... , X j-1 , X j+1 , ... , X k
wdkflt,bc ufdktyb'& cf[tklj,h^ Y lf itcf,fvbcfl X j wdkflt,b ohabdfl b.dyty
lfrfdibht,ekyb bvbc ufvj^ hjv 'b'jtekb vf'ufyb ohabd rfdibhibf X 1 , ... , X j-1 , X j+1 ,
... , X k wdkflt,'fy& fvbnjv 'b'jtekb vf'ufyblfy ufvjbhbw[t,f vf'b cfert'tcj
∧ ∧
ohabdb Y ( x1 , x 2 ,.., x j −1 , x j +1 ,.., x k ) lf X j ( x1 , x 2 ,.., x j −1 , x j +1 ,.., x k ) ofhvjlutyf lf
ufvjb'dkt,f rjhtkfwbbc rjbabwbtynb yfi't,c ijhbc&
'e itvjdbqt,' ithxtdb'b rjhtkfwbbc vfnhbwfc (Y, X 1 , ... , X k )
dtmnjhbcf'dbc

rYY rY 1 ... rYk 

r r11 ... r2 k 
R =  1Y ,
 ... ... ... ... 
 
 rkY rk1 ... rkk 

cflfw r Yi = r iY = cov (Y , X i ) , r ij = r ji = cov( X j , X i ) , vfiby rthsj rjhtkfwbbc

rjtabwbtynb xfbotht,f itvltub ajhvb'
RYj
rYj⋅1, 2,.., j −1, j +1,..,k = ,
RYY R jj

cflfw RY+j fqybiyfdc R vfnhbwbc rY+j tktvtynbc fkut,hek lfvfnt,fc^ R YY - r YY

tktvtynbcf lf R j j rb r j j tktvtynbc fkut,hek lfvfnt,fc^ itcf,fvbcfl&
itvjdbqj' S Y.1,2,..,j-1,j+1,..,k lf S j.1,2,..,j-1,j+1,..,k fqybidyt,b
 ∧
  ∧

 Y − Y ( x1 , x 2 ,.., x j −1 , x j +1 ,.., x k )  lf  X j − X j ( x1 , x 2 ,.., x j −1 , x j +1 ,.., x k )  cblbltt,bc
   
ithxtdb'b cnfylfhnekb uflf[ht,bcf'dbc^ itcf,fvbcfl&
fv fqybidyt,ib X j wdkfl'fy vlujvb B j rjtabwbtynbc itafct,f vjbwtvf
ajhvekb'
S Y ⋅1, 2,.., j −1, j +1,..,k
b j = rYj⋅1, 2,.., j −1, j +1,..,k ⋅ , j = 1,2,..,k, (17.34)
S j ⋅1, 2,.., j −1, j +1,..,k
500

hfw (17.32) 'fyfafhlj,bc fyfkjubehb ufvjcf[ekt,ff& tc 'fyfafhlj,f itbskt,f

xfbothjc eahj rjvgfmnehb ajhvb'fw

SS Y R
⋅
Y j
bj= , j = 1,2,..,k, (17.35)
SS j R YY
n

∑ (x
1 n
cflfw SS j = ji − x j )2 ^ x j = ∑ x ji &
i =1 n i =1
vfufkb'fl^ hjwf k=2^ udtmyt,f

SS Y rY 1 − rY 2 r12
b1= − ⋅ ,
SS1 1 − r122
SS Y rY 2 − rY 1 r12
b2= − ⋅ ,
SS 2 1 − r122

hfw tv'[dtdf (17.34) lf (17.35) ufvjcf[ekt,t,c&

VEKNBRJKBYTFHEKJ<F& vhfdfkb htuhtcjhbc itv'[dtdfib^ [ibhfl^

hfvjltybvt vf'ufyc ijhbc flubkb fmdc pecn fy vbf[kjt,b' ohabd lfvjrblt,e-
kt,fc& fv vjdktyfc tojlt,f veknbrjkbytfhekj,f& gbhdtk itv'[dtdfib (hjwf
lfvjrblt,ekt,f pecnfl ohabdbf) yjhvfkehb cbcntvbc ltnthvbyfynb yekbf lf fv
cbcntvfc wfkcf[f fvjyf[cyb fhf fmdc& vtjht itv'[dtdfib (lfvjrblt,ekt,f
vbf[kjt,b' ohabdbf) yjhvfkehb cbcntvbc ltnthvbyfynbc hbw[db'b vybidytkj,f
f[kjc fhbc yek'fy& vfh'fkbf cbcntvfc fmdc th'flth'b fvj[cyf^ vfuhfv pjubth'b
rjtabwbtynbc wljvbkt,f sfkptl lblbf& ufhlf fvbcf^ rjtabwbtynt,bc itafct,t,b
sfkbfy fhfvluhflbf% vjyfwtv'f cek vwbht hfjltyj,bc lfvfnt,fw rb bodtdc lbl
xfyfwdkt,t,c pjubth'b rjtabwbtynbc itafct,fib&
∧
vfufkb'fl^ 'e X j fqdybiyfd' X j -bc htuhtcbfc lfyfhxty X 1 , ... , X j-1 , X j+1 , ... ,
X k wdkflt,pt^ vfiby itbskt,f dfxdtyj'^ hjv
σ2
σ b2 j = n ∧
,
∑ ( x ji − x ji )
2
i =1

lf 'e X j -c ithxtdb'b vybidytkj,t,b rfhufl ghjuyjpbhlt,f lfyfhxtyb

ghtlbmnjht,bc vybidytkj,t,b'^ fv erfyfcrytkb ufvjcf[ekt,bc vybidytkb vwbht
cblblt bmyt,f lf fvbc ufvj^ lblb bmyt,f σ bj2 -c vybidytkj,f&
htuhtcbek fyfkbpib veknbrjkbytfhekj,f bodtdc ntmybreh cbh'e-
ktt,c& trjyjvtnhbrfib itbcofdkt,f fv cbh'ekt'f lfsktdbc hfvjltybvt vt'jlb& fv
cfrb'[c xdty fm fh itdt[t,b'& itvjdbafhukt,b' v[jkjl th'b itybidyb'% fqdybiyj'
R 2j -b' vhfdkj,b'b ltnthvbyfwbbc rjtabwbtynb^ ufvj'dkbkb bv itv'[dtdfib^
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 501

hjltcfw but,f X j -bc hjujhw lfvjerblt,tkb wdkflbc htuhtcbf X 1 , ... , X j-1 , X j+1 , ... ,
X k ghtlbmnjht,pt& b'dkt,f^ hjv flubkb fmdc ufhrdtek veknbrjkbytfhekj,fc^
hjltcfw R 2j > 0,9 hjvtkbvt j-cf'dbc& pjubth'b ghjuhfvf htuhtcbek fyfkbpib
ufvjhbw[fdc X j wdkflc vjltkblfy^ 'e R 2j -bc vybidytkj,f f[kjcff th''fy&

VHFDKJ<B"B OHABDB HTUHTCBBC VJLTKBC BYNTHGHTNFWBF& xdtyc

vbth ufy[bkek (17.1) (fylf (17.3)) vjltkc eojlt,ty pjufl flbnbeh vhfdkj,b'b
htuhtcbbc vjltkc& tc vjltkb pjuflbf bv 'dfkcfphbcb'^ hjv vbc afhukt,ib
'fdclt,f vhfdfkb fhfohabdb vjltkb& cfbkecnhfwbjl ufydb[bkj' jhb ghtlbm-
njhbc itv'[dtdf lf 4 itcfskj^ ghfmnbrekb 'dfkcfphbcb' ufvjcfltub vjltkb%
1. gbhdtkb hbubc vjltkb
Y = B 0 +B 1 X 1 +B 2 X 2 +ε;
2. vtjht hbubc vjltkb eh'bth'mvtlt,bc ufhtit%

Y = B 0 +B 1 X 1 +B 2 X 2 +B 3 X 12 +B 4 X 22 +ε;

w[flbf^ hjv f[fk X 1' = X 1 , X 2' = X 2 , X 3' = X 12 , X 4' = X 22 , wdkflt,pt uflfcdkf

vbudb.dfyc (17.1) vjltkfvlt 4 ghtlbmnjhb'&
'e gbhdtkb hbubc vjltkbc itv'[dtdfib X 2 -bc abmcbht,ekb
vybidytkj,t,bc lhjc htuhtcbbc aeymwbf^ hjujhw th'b^ X 1 wdkflbc aeymwbf
ofhvjflutyc ohatc^ fv vjltkib X 2 -bc abmcbht,ekb vybidytkj,bcfc htuhtcbbc
aeymwbf ofhvjflutyc fhf ohatc^ fhfvtl vtjht hbubc vhelc^ fvfc'fy X 2 =x 2
abmcbht,ekb vybidytkj,bcf'dbc X 1 =x 1 wdkflbc th'tekjdfyb wdkbkt,f bodtdc Y
wdkflbc wdkbkt,fc cfiefkjl B 1 +B 3 +2B 3 x 1 cblblb'& vfh'kfw

B 0 +B 1 (x 1 +1)+B 2 x 2 +B 3 (x 1 +1)2+B 4 x 22 +B 0 +B 1 x 1 +B 2 x 2 +B 3 x12 +B 4 x 22 =B 1 +B 3 +2B 3 x 1 ,

fvfc'fy tc cblblt fh fhbc lfvjrblt,ekb x 2 -pt& fvbnjv X 2 -bc c[dflfc[df

vybidytkj,t,bcf'dbc htuhtcbbc aeymwbt,b gfhfktkehb vhelt,bf&
vcufdcb vc]tkj,f itbskt,f xfnfhltc .dtkf mdtvj' vj.dfybkb vjltkb-
cf'dbc
3& gbhdtkb hbubc vjltkb eh'bth'mvtlt,b'
Y = B 0 +B 1 X 1 +B 2 X 2 +B 3 X 1 X 2 +ε;
4& chekb vtjht hbubc^ fye chekb rdflhfnekb vjltkb

Y = B 0 +B 1 X 1 +B 2 X 2 +B 3 X 12 +B 4 X 22 +B 5 X 1 X 2 +ε;
fyfkjubehb nbgbc vjltkt,b itbskt,f ufy[bkek bmytc eahj vtnb
ghtlbmnjhbc itv'[dtdfibw&
502

xdty fmfvlt duekbc[vj,lb'^ hjv .dtkf ghtlbmnjhb ofhvjflutyc

hfjltyj,hbd wdkflc& itcfskt,tkbf fbujc bct'b vjltkbw^ hjvtkbw itbwfdc th'
fy hfvjltybvt 'dbct,hbd (rfntujhbpt,ek) wdkflc& ufydb[bkj' jhb wdkflbc
itv'[dtdf^ hjvtk'fufy th'b^ hfjltyj,hbdbf^ [jkj vtjht rb rfntujhbpt,ekbf lf
uffxybf cfvb ljyt (d'mdf' a^ b lf c) itvjdbqj' itvltub wdkflt,b
X 1 -hfjltyj,hbdb wdkflb^
1, ' e vtjht wdkflbc ljytf − b
X2 =  ,
0, c[df itv' [dtdfib
1, ' e vtjht wdkflbc ljytf − c
X3 =  ,
0, c[df itv' [dtdfib

yf'tkbf^ hjv^ 'e X 2 =X 3 =0^ vfiby vtjht wdkflb bv.jat,f a ljytpt (X 2 =X 3 =1

njkj,f lfcfidt,b fh fhbc)& X 2 lf X 3 ghtlbmnjht,c [ibhfl eojlt,ty
bylbrfnjht,c fylf vey] wdkflt,c& vjdb.dfyj' jhb itcfskj vjltkb
Y = B 0 +B 1 X 1 +B 2 X 2 +B 3 X 3 +ε
lf
Y = B 0 +B 1 X 1 +B 2 X 2 +B 3 X 3 +B 4 X 1 X 2 +B 5 X 1 X 3 +ε.
gbhdtk vf'ufyib^ bvbclf vb[tldb' 'e hjvtk ljytpt bv.jat,f rfntujhbpt-
,ekb wdkflb^ bwdkt,f htuhtcbbc aeymwbbc rjjhlbyfn'f qths'fy uflfrdt'bc
othnbkb^ lf[hbkj,f ewdktkb hxt,f& vfh'kfw^ d'mdf' rfntujhbpt,ekb wdkflb
bv.jat,f a ljytpt^ vfiby X 2 =X 3 =0 lf htuhtcbbc aeymwbbc vybidytkj,f X 1 = x 1
othnbkib bmyt,f
y=B 0 +B 1 x 1 ,
'e 'dbct,hbdb wdkflbc ljytf b (c)& vfiby X 2 = 1, X 3 = 0 (X 2 = 0, X 3 =1) lf X 1 =x 1
othnbkib htuhtcbbc aeymwbf bmyt,f
y=(B 0 +B 2 )+B 1 x 1 (y=B 0 +B 3 )+B 1 x 1 ).
vtjht vjltkib rb 'dbct,hbdb wdkflbc ljytt,bc wdkbkt,f bodtdc htuhtcbbc
ohabc hjujhw lf[hbkj,bc^ fctdt jhlbyfn'f qths'fy 'fyfrdt'bc wdkbkt,fc&
vfh'kfw^ 'e 'dbct,hbdb wdkflb bv.jat,f a ljytpt^ t&b& X 2 = X 3 = 0, vfiby
htuhtcbbc aeymwbbc vybidytkj,f X 1 =x 1 othnbkib bmyt,f
y=B 0 +B 1 x 1 ,
'e 'dbct,hbdb wdkflbc ljytf b^ vfiby X 2 =1, X 3 = 0 lf
y = (B 0 +B 2 )+(B 1 +B 4 )x 1 .
hf 'mvf eylf^ itbskt,f ufy[bkek bmyfc vhfdfkghtlbmnjhbfyb vjltkt,bw^
hjvkt,ibw yfobkb ghtlbmnjht,bcf bmyt,f hfjltyj,hbdb^ yfobkb 'dbct,hbdb&
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 503

f[kf ufydb[bkj' th'-th'b vybidytkjdfyb^ t&o& gjkbyjvehb htuhtcbbc

itvs[dtdf& [ibhfl^ uf,ytdbc lbfuhfvf vbudb'b't,c bv afmnpt^ hjv Y lf X wdkflt,c
ijhbc rfdibhb ohabdb fh fhbc^ fhfvtl itcfskjf^ hjv fv wdkflt,c ijhbc rfdibhb
fqbotht,jltc gjkbyjvehb aeymwbb' y=B 0 +B 1 x+B 2 x2+⋅⋅⋅+B k xk^ fye Y-bc htuhtcbf X
wdkflpt ofhvjflutyc fhf ohabd^ fhfvtl gjkbyjveh aeymwbfc&
k-hbubc gjkbyjvehb htuhtcbbc vjltkb vjbwtvf 'fyfafhlj,b'
Y = B 0 +B 1 X+B 2 X 2+⋅⋅⋅+B k X k+ε,
cflfw ε~N(0,σ2) lf ε lfvjerblt,tkbf X wdkflbcfufy&
'e itvjdbqt,' f[fk wdkflt,c X i' =X i, i=1,2,...,k, vbdbqt,' vhfdkj,b'b
htuhtcbbc ohabd vjltkc
Y = B 0 +B 1 X 1 '+ ⋅⋅⋅ +B k X k '+ε,
hjvtkbw xdty erdt itcofdkbkb udfmdc&
pjuflb flbwbehb vhfdkj,b'b htuhtcbbc vjltkb' fqbotht,f t&o&
fhct,b'fl ohabdb vjltkt,bw^ hjvkt,bw lfvjrblt,ekb Y wdkflbc^ fy X
ghtlbmnjhbc^ fylf jhbdtc ufhlfmvyb' lfb.dfyt,f ohabd vjltkfvlt&
vjdb.dfyj' fct'b vjltkt,bc vfufkb't,b th'b ghtlbmnjhbc itv'[dtdfib&
'fdlfgbhdtkfl fqdothj' itcfskj aeymwbt,b%
aeymwbf ufhlfmvyf ohabdb ajhvf
1. tmcgjytywbfkehb y = αeβx y' = lny, y' = lnα+βx,
2. y = αeβ y' = logy, x' = logx y'=logα+βx',
3. y = α+βlogx x' = logx y = α+βx',
1 1
4. itmwtekb y = α+β x' = y = α+βx'.
x x
f[kf rb itudbskbf vjdb.dfyj' fhct,b'fl ohabdb vjltkt,bc ajhvt,b^
hjvkt,bw ittcf,fvt,f ptvjvj.dfybk ufhlfmvyt,c&
1. Y = αeβXε – veknbgkbrfnehb tmcgjytywbfkehb vjltkb% lnY = Y' = B 0 +B 1 X'+ε',
cflfw X' = X, B 0 = lnα, B 1 = β, ε' = lnε,
2. Y = αXβε – veknbgkbrfnehb vjltkb% Y' = B 0 +B 1 X'+ε', cflfw Y' = logY, X' =
logX, B 0 = logα, B 1 = β, ε' = logε,
3. y = α+βlogx+ε, x' = logx ufhlfmvyf fohabdt,c vjltkc^
1 1
4. y = α+β +ε, x' = ufhlfmvyf gbhlfgbh bsktdf ohabd vjltkc&
x x
hf 'mvf eylf^ itcfskt,tkbf jhb fy vtnb ghtlbmnjhbc itvwdtkb fhct,b'fl
ohabdb vjltkt,bc fqothfw&
504

YFI""F FYFKBPB& yfi't,b ufycfpqdhekb b.j^ hjujhw n wfkb c[dfj,f

∧ ∧
e i =Y i – Y i , i=1,2,...,n, cflfw Y i lfrdbhdt,ekb vybidytkj,ff^ [jkj Y i – itcf,fvbcb
ghjuyjpbht,ekb vybidytkj,f^ ufvj'dkbkb htuhtcbbc aeymwbbc vtidtj,b'&
fvhbufl^ yfi't,b ofhvjflutyc c[dfj,t,c afmnj,hbdfl lfrdbhdt,ek lf
ghjuyjpbht,ek vybidytkj,t,c ijhbc^ c[df cbn.dt,b' hjv d'mdf'^ tc bc
cblbltt,bf^ hjvkt,bw dth fb[cyt,f htuhtcbb' lf itbskt,f xfb'dfkjc ε i
itwljvt,bc lfrdbhdt,ek vybidytkj,fl^ 'e rb vjltkb cojhfl fhbc fhxtekb& ε i ,
i=1,2,...,n itwljvt,bc itcf[t, xdty vbqt,ekb udmjylf lfidt,t,b vf'b
lfvjerblt,kj,bcf lf yjhvfkehfl ufyfobkt,ekj,bc itcf[t,^ yekjdfyb
cfiefkjt,b'f lf th'yfbhb^ velvbdb σ >0 lbcgthcbt,b'& ,jkj lfidt,f
2

ufycfre'ht,b' vybidytkjdfybf ewyj,b htuhtcbbc rjtabwbtynt,bcf lf vjltkbc

dfhubcbfyj,bc itcf[t, cnfnbcnbrehb lfcrdyt,bc ufvjcfnfyfl& 'e vjltkb
cojhflff ithxtekb^ yfi't,b eylf fdktyltc 'dbct,t,c^ hjvkt,bw lfflfcneht,lf
vbqt,ek lfidt,t,c fylf^ .jdtk itv'[dtdfib^ obyffqvltuj,fib fh fqvjxylt,jlf
vf''fy& cojhtl tc bltf eltdc cfaesdkfl yfi''f fyfkbpc^ hjvtkvfw eylf
vbudb.dfyjc th'-th' lfcrdyfvlt% xdtyb vjyfwtvt,b udfsktdc cfaesdtkc lfdfcrdyf'^
hjv%
1) lfidt,t,b hfbvt 'dfkcfphbcb' lfhqdtekbf*
2) lfidt,t,b^ hjujhw xfyc^ fh fhbc lfhqdtekb&
yfi''f rdktdbc 'b'mvbc .dtkf ghjwtlehf uhfabrek [fcbf'c fnfht,c^
fldbkb xfcfnfht,tkbf lf cfiefkt,fc bsktdf^ lblb cbh'ektt,bc ufhtit
lfdflubyj'^ lfhqdtekbf 'e fhf tcf 'e bc lfidt,f& hjujhw otcb^ fbut,f yfi't,bc
c[dflfc[df wdkflt,pt lfvjrblt,ekj,bc uhfabrt,b^ hjvkt,cfw lbfuyjcnbreh
uhfabrt,cfw eojlt,ty& 'e lfrdbhdt,f'f n vjwekj,f cfrvfjl lblbf^ vfiby
e
ufyb[bkfdty cnfylfhnbpbht,ek yfi't,c% ei* = i .
S
lbfuyjcnbrehb uhfabrt,bc sbhb'flb cf[tt,bf%
(1) pjuflb*
(2) lhjpt lfvjrblt,ekt,bc uhfabrb^ 'e wyj,bkbf vjyfwtv'f ufvjxtybc
vbvltdhj,f% e i fy ei* dthnbrfkeh qthspt^ lhj – /jhbpjynfkehpt*
∧
(3) yfi't,bc ghjuyjpbht,ek Y i , i=1,2,...,n, vybidytkj,t,pt lfvjrblt,ekt,bc
∧
uhfabrb^ e i fy ei* dthnbrfkeh qthspt^ Y i – /jhbpjynfkehpt*
(4) yfi't,bc lfvjerblt,tk x ij , i = 1,2,...,n (j=1,2,...,k) wdkflt,pt lfvjrblt,ekt,bc
uhfabrb^ e i fy ei* dthnbrfkeh qthspt^ x ij – /jhbpjynfkehpt (.jdtkb
abmcbht,ekb j=1,2,...,k-'dbc)*
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 505

(5) yjhvfkehb fk,f'j,bc uhfabrt,b ei* i = 1,2,...,n yfi't,bcf'dbc (A normal

probability plot of standartized residuals ei* )*
[ibhfl fbut,f itvltub uhfabrt,bw
∧
(6) ghjuyjpbht,ekb vybidytkj,t,bc ( Y i ) lfrdbhdt,ek vybidytkj,t,pt (Y i )
∧
lfvjrblt,ekt,bc uhfabrb% Y i dthnbrfkeh qthspt^ Y i – /jhbpjynfkehpt&
ei
(1) pjuflb uhfabrb uekbc[vj,c /bcnjuhfvbc fut,fc e i , i = 1,2,...,n, (fy ei* =
)
S
lfrdbhdt,ekb vybidytkj,t,bcf'dbc^ hjvkbc vtidtj,b'fw eylf lflubyltc
vbf[kjdt,ekbf 'e fhf tc /bcnjuhfvf yjhvfkehb ufyfobkt,bc cbvrdhbdbc
uhfabr'fy&
(2) e i -t,bc lhjpt^ i-pt lfvjrblt,ekt,bc uhfabrt,b&
f) 'e ε i -c lbcgthcbt,b^ σ i2 = D(ε i ), i = 1,2,...,n, fhff lfvjrblt,ekb lhjpt^ vfiby
yfi''f ufykfut,bc nbgbehb cehf'b bmyt,blf ('fyf,hfl fhbfy ufykfut,ekyb pjkib^
'e itd[tlfd' @vjijht,blfy#)%

yf[& 17.1

vfufkb'fl^ d'mdf' e i -c vybidytkj,t,b fct'bf% e 1 = 5, e 2 = –2, e 3 = –4, e 4 = 4,

e 5 =0, e 6 =–6, e 7 = 9, e 8 = –2, e 9 = –5, e 10 = 3, e 11 = –2, vbdbqt,' vj.dfybkbc vcufdc
cehf'c%

10 *
*
yfi't,b

5 *
*
0 1 2 3 4 5* 6 7 8 9 10 11 lhj
-5 * * *
*
-10 * *

,) 'e σ i2 fh fhbc velvbdb lf bphlt,f lhjbc vb[tldb'^ udtmyt,jlf cehf'b%

yf[& 17.2
506

u) vjltkib xfcfh'fdbf lhjb'b gfhfvtnhbc ohabdb otdhb^ 'e cehf'c fmdc cf[t%

yf[& 17.3

l) vjltkib xfcfh'fdbf lhjb'b gfhfvtnhbc ohabdb lf rdflhfnekb otdht,b^ 'e

cehf'c fmdc cf[t%

yf[& 17.4

fv cehf't,bc vb[tldb' vcufdcb lfcrdyt,bc ufrt't,f [lt,f (3) lf (4) cf[bc

lbfuyjcnbrehb uhfabrt,bc itv'[dtdfibw& vfufkb'fl^ 'e e i -c fy ei*
∧
lfvjerblt,kj,fc Y i -pt fmdc bubdt cf[t^ hfw yf[& 17.1-pt^ vfiby xfd'dfkj'^ hjv
∧
itwljvf'f lbcgthcbt,b velvbdbf (fh fhbc lfvjrblt,ekb Y i -pt) lf f&i&
itdxthlt' (5) cf[bc lbfuyjcnbreh uhfabrpt& tc uhfabrb cfiefkt,fc bsktdf
itvjovltc itwljvt,bc yjhvfkehj,bc /bgj'tpf&
vbcb fut,bc otcb itvltubf% eylf vjbst,yjc cnfylfhnekb yjhvfkehb
ufyfobkt,bc [100(i–0.5)/n]-ghjwtynekb othnbkb^ z i , i=1,2,...,n, fvfdt lhjc ei* -bc
lfrdbhdt,ekb vybidytkj,t,bcfufy eylf itdflubyj' dfhbfwbekb vorhbdb%
e(*1) ,..., e(*n ) & fvbc itvltu rjjhlbyfn'f cb,hn.tpt fbut,f othnbkt,b [z i , e(i* ) ]& hflufy
e i -t,b ε i -bc lfrdbhdt,ekb vybidytkj,t,bf^ fvbnjv 'e ε i ~N(0,1)^ vfiby tc othnbkt,b
eylf ufykfultc rjjhlbyfn'f cf'fdtpt ufvfdfkb 45o-bfyb lf[hbkj,bc vmjyt ohabc
vf[kj,kfl (bv e,hfkj vbptpbc ufvj^ hjv e(i* ) ofhvjflutyc ithxtdb' [100(i–0.5)/n]-
ghjwtynbkc^ hjvtkbw f[kjcff 'tjhbek'fy^ 'erb n cfrvfjl lblbf)&
∧
hfw itt[t,f (6) cf[bc lbfuyjcnbreh uhfabrc^ 'erb htuhtcbbc aeymwbbc Y i
itafct,f bsktdf htfkehfl lfrdbhdt,ekb Y i vybidytkj,t,bc cfrvfjl pecn
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 507

∧
ghjuyjpc^ vfiby (Y i , Y i ), i=1,2,...,n othnbkt,b eylf ufykfultc rjjhlbyfn'f
cf'fdtpt ufvfdfkb 45o-bfyb lf[hbkj,bc vmjyt ohabc vblfvjib&
eylf itdybiyj'^ hjv lbfuyjcnbrehb uhfabrt,b vj.dfybkb udmjylf vt-12-t
'fdibw^ hjltcfw ufydb[bkfdlb' vfhnbdb ohabdb htuhtcbbc vjltkc&
∧
d'mdf'^ xdtyb vjyfwtvt,b^ x i , Y i ^ ghjuyjpbht,ekb vybidytkj,t,b^ Y i ^
yfi't,b^ e i lf cnfylfhnbpt,ekb yfi't,b^ ei* , i=1,2,...,14 'fdvj.hbkbf w[hbkib%

∧
xi Yi Yi ei ei*
100 150 125.6 24.4 0.75
125 140 168.4 –28.4 –0.84
125 180 168.4 11.6 0.35
150 210 211.1 –1.1 –0.03
150 190 211.1 –21.1 –0.62
200 320 296.7 23.3 0.66
200 280 296.7 –16.7 –0.47
250 400 382.3 17.7 0.50
250 430 382.3 47.7 1.35
300 440 467.9 –27.9 –0.80
300 390 467.9 –77.9 –2.24
350 600 553.4 46.6 1.39
400 610 639.0 –29.0 –0.92
400 670 639.0 31.0 0.99

fvfdt vjyfwtvt,bcf'dbc vjdb.dfyj' lbfuyjcnbrehb uhfabrt,b%

y e*

700 – . 2.0 – - - - - - - - - - - - -. - - - - - - - - -
. .
570 – y=–45.55+1.71x 1.0 – . . .
. e*-bc lfvj-
440 – .. 0.0 –––––––––––––––––––––––––
. rblt,ekt,f
.. .
310 – . y-bc lfvjrblt,ekt,f x-pt –1.0 – . . . . ∧y -pt
. .. .
180 – . –2.0 – - - - - - - - - - - - - - - - .- - - - - -
50 – . ∧
50 180 310 440 x 100 380 660 y
508

∧
y e*
580 –
. . 2.0 – - - - - - - - - - - - -. - - - - - - - - -
.
.. . . 1.0 – .
.. . e*-bc lfvj-
340 – 0.0 –––––––––––––––––––––––––
. rblt,ekt,f
. .
y -bc lfvjrblt,ekt,f y-pt –1.0 – . . . x-pt
∧

. .
.. –2.0 – - - - - - - - - - - - - - - - .- - - - - -
100 – .
100 340 680 y 100 380 660 x

e*
. .
.
1.0 – .
.
.
..
0.0 –
–1.0 – . .
yjhvfkehb fk,f'j,bc
–2.0 – . uhfabrb
–3.0 –

–2.0 –1.0 0.0 1.0 2.0 vjcfkjlytkb

.jdtkb uhfabrb vbudb'b't,c bvfpt^ hjv hfbvt cthbjpek uflf[ht,c

vbqt,ekb lfidt,t,blfy flubkb fhf fmdc lf vj.dfybkb vjyfwtvt,b fltrdfnehfl
fqbotht,f ohabdb htuhtcbekb vjltkb'&
vfufkbsb 17.2. cfajylj ,bh;bc fyfkbnbrjcc cehc ufycfpqdhjc^ 'e hf
afmnjht,b f[ltyc ufdktyfc fmwbbc afcpt& ufhrdtekb fyfkbpbc xfnfht,bc itvltu
cnfnbcnbrjcvf ofvjf.tyf /bgj'tpf^ hjv sbhb'flb afmnjht,b^ hjvkt,bw vjmvtlt,c
fmwbbc afcpt (Y) itvltubf% rdfhnfkehb lbdbltylt,b (X 1 )^ (afcb/fvjyfut,b)-afhlj,f
(X 2 ) lf cf[fpbyj dfklt,ekt,t,bc cfghjwtynj ufyfrdt'b (X 3 )& vjbgjdf hf 20
rdfhnkbc vjyfwtvt,b .dtkf ufycf[bkfdb wdkflbc vybidytkj,t,bcf'dbc lf itb.dfyf
hf bcbyb rjvgbenthek cbcntvfib^ vfy vbbqj .dtkf cfzbhj cnfnbcnbrbc
ufvj'dkbkb vybidytkj,t,b&

vjltkb% Y i = B 0 +B 1 X 1 +B 2 X 2 +B 3 X 3 +ε i ;

rjvgbenthekb fvjyf,tzlb itvltubf&

17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 509

Analysis of variance
Sum of Mean
Source DF F-Value Prob>F
Squares Square
Model 3 516.9036 172.3012 34.4341 0.000
Error 26 180.1368 5.0038
C Total 39 697.0404

Root MSE 2.2369 R-square 0.7416

Dep Mean 25.0962 Adj R-sq 0.7200
C.V. 8.9133

Parameter Estimates

Parameter Standard T for H 0 :

Variable DF rob>|T|
Estimate Error Parameter =
INTERCEPT 1 17.3925 5.5254 3.1477 0.0032
X1 1 41.2991 7.5016 5.5054 0.0000
X2 1 –0.4156 0.5228 –0.7953 0.4316
X3 1 0.5709 0.4083 1.3982 0.1706

xfnfht,ekb ufvj'dkt,bc cfaesdtkpt%

a) lfhoveylb' vjltkbc dfhubcbfyj,fib fye itfvjovt' /bgj'tpf H 0 : B 1 =B 2 =B 3 =0,
α=0.05 vybidytkjdyj,bc ljyb'*
b) fb[cyt,f 'e fhf fmwbbc afcb rdfhnfkehb lbdbltylt,b'? (itfvjovt' /bgj'tpf
H 0 :B 1 =0);
c) fhbc 'e fhf fmwbbc afcb efh.jab' rfdibhib (afcb/fvjyfut,b) – afmnjh'fy&
(itfvjovt' H 0 :B 2 =0 /bgj'tpf H 1 :B 2 <0 fknthyfnbdbc obyffqvltu)&

WDKFL"F ITHXTDF& d'mdf' X 1 ,...,X m ghtlbmnjh'f bc chekb

xfvjyf'dfkbf^ hjvtk'f vb[tldb'fw udbylf itdfhxbj' ohabdb htuhtcbbc vjltkb^
hjvtkbw dfhubcbfyb fqvjxylt,jlf lfvjrblt,ekb Y wdkflbc [fhbc[bfyb
ghjuyjpbht,bcf'dbc& fv fvjwfybc uflfo.dtnbcfc^ xdtekt,hbd b.tyt,ty jh
eh'bth'cfobyffqvltuj [fcbf'bc rhbnthbevc%

1. bv vbpyb'^ hjv htuhtcbbc ufynjkt,f bsktjltc cfbvtlj ghjuyjpc^ vjltkib

eylf xfdh'j' ghtlbmnjh'f itcfskjl lblb hfjltyj,f*
2. vtjhtc v[hbd^ ghtlbmnjh'f lblb hfjltyj,bc itcf[t, byajhvfwbbc vbqt,fc'fy^
uflfveifdt,fc'fy lf vjltkbc itvjovt,fc'fy lfrfdibht,ekb [fh]t,bc ufvj^
510

xdty eylf dbcohfajlt'^ hjv vjltkib xfdh'j' ghtlbmnjh'f itcfskjl vwbht

hfjltyj,f&
fmtlfy ufvjvlbyfht^ cnfnbcnbrjcbc fvjwfyff ghtlbmnjh'f itcf[t, vbc
[tk' fhct,ekb vjyfwtvt,bc vb[tldb' itfhxbjc htuhtcbekb vjltkb^ hjvtkbw
itbwfdc fhf .dtkf ghtlbmnjhc^ fhfvtl vf' hfbvt mdtcbvhfdktc lf fvfdt lhjc^ rfhu
'fy[vj,fibf vjyfwtvt,'fy& fct' vjltk'fy veifj,f eahj vjcf[th[t,tkbf^
ufycfre'ht,b' vjyfwtv'f itvlujvb vjgjdt,bc 'dfkcfphbcb'^ lf vbcb
bynthghtnfwbf eahj bjkbf^ dblht vjltkbcf^ hjvtkbw itbwfdc .dtkf
ghtlbmnjhc&
.dtkf itcf'kj htuhtcbfsf vtsjlb& 'e bv ghtlbmnjh'f hbw[db^ m,
hjvtk'f vjyfwtvt,bw xdty [tk' udfmdc^ fhw 'e bct lblbf^ vfiby htrjvtylt,ekbf
vjbcby]jc .dtkfyfbhb vjltkb^ hjvtkbw itbwfdc ghtlbmnjh'f itcfskj
mdtcbvhfdktt,c lf hfbvt rhbnthbevb' fhxtekb bmyfc vf' ijhbc cfert'tcj&
vfufkb'fl^ hjwf m=4^ eylf uflfbcby]jc 24=16 vjltkb% 4-th'ghtlbmnjhbfyb^ 6-
jhghtlbmnjhbfyb^ 4-cfvghtlbmnjhbfyb^ 1-j'[ghtlbmnjhbfyb lf th'bw^ hjvtkbw
fh itbwfdc fhw th' ghtlbmnjhc&
fv vt'jlc .dtkf itcfskj htuhtcbf'f vt'jlc eojlt,ty& vhfdfkb
rjvgbenthekb ghjuhfvt,bc gfrtnb .jdtkb abmcbht,ekb m≤10-'dbc bsktdf
cfert'tcj 1-ghtlbmnjhbfy vjltkc^ cfert'tcj 2-ghtlbmnjhbfy lf f&i& vjltkt,c
(@cfert'tcj# vjltkib fm buekbc[vt,f bc vjltkb^ hjvtkcfw fmdc evwbhtcb SSE fy
hfw bubdtf^ elbltcb R2)& vf' ijhbc cfert'tcj vjltkbc itcfhxtdfl rb ufvjb.tyt,f
hfvjltybvt rhbnthbevb^ hjvtkcfw mdtvj' vjdb.dfy'&
itvlujvib xdty ufvjdb.tyt,' mdtlf k byltmcc .dtkf cblblbcf'dbc^ hjvtkbw
ufvj'dkbkbf k ghtlbmnjhbc itvwdtkb vjltkbcf'dbc (vfu SSE k )& .jdtkb
abmcbht,ekb k-'dbc cfert'tcjl vbdbxytd' bv vjltkc^ hjvtkcfw fmdc vbybvfkehb
SSE k & eahj h'ekbf SSE k -t,bc itlfht,f k-c ufyc[dfdt,ekb vybidytkj,t,bcf'dbc&
vjdb.dfyj' cfvb ufyc[dfdt,ekb rhbnthbevb^ hjvkt,bw afh'jl ufvjb.tyt,f&
10. Rk2 -b' fqdybiyj' vhfdkj,b'b ltnthvbyfwbbc rjtabwbtynb cfert'tcj k-
ghtlbmnjhbfyb vjltkbcf'dbc& hflufyfw k-c phlfc'fy th'fl Rk2 -bw bphlt,f^
w[flbf hjv fh fhct,j,c k<m^ hjvtkbw vfmcbvevc fybzt,c Rk2 -c& fvbnjv xdty dbhxtd'
k-c itcfskjl vwbht vybidytkj,fc^ hjvkbc Rk2 -bw lblfl fh ufyc[dfdlt,f R2= Rm2 -
bcfufy (vfufkb'fl Rk2 tv'[dtdf R2-c vtjht f'obkflb ybiybc cbpecnb')&
20. 'e MSE k = SSE k /(n–k–1)^ fdbhxbj' bc k^ hjvkbc'dbcfw MSE k vbybvfkehbf^ fylf
(adjusted Rk2 ) vfmcbvfkehbf& fv jhbdt cblbltc bc 'dbct,f fmdc^ hjv Rk2 -ufy
ufyc[dfdt,b' fh ofhvjflutyty k-c vjyjnjyeh aeymwbt,c&
30. ufyb[bkfdty cblbltc
SSE k
Ck = +2(k+1)–n,
S2
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 511

cflfw S2 ofhvjflutyc σ2-bc itafct,fc vjltkbcf'dbc^ hjvtkbw itbwfdc .dtkf

ghtlbmnjhc&
cfcehdtk vjltkfl bhxtdty bct'c^ hjvtkcfw fmdc vbybvfkehb C k &
d'mdf'^ udmjylf vjyfwtvt,b 10 ghtlbmnjhbc^ (X 1 ,..,X 10 ) itcf[t,^ hjvtk'f
cfaesdtkpt ithxtekb bmyf cfert'tcj 1-ghtlbmnjhbfyb^ 2-ghtlbmnjhbfyb lf f&i&
vjltkt,b lf ufvj'dkbkb bmyf SSE k , Rk2 , adjusted Rk2 , C k ^ hjvkt,bw vj.dfybkbf
itvltu w[hbkib%

k SSE k Rk2 adjusted Rk2 Ck

1 9 247.2 0.756 0.748 11.6
2 2 169.7 0.833 0.821 1.2
3 3,10,–2 150.4 0.852 0.836 0.1
4 6 142.3 0.860 0.839 0.8
5 5 136.2 0.866 0.840 1.8
6 8 133,3 0.869 0.837 3,4
7 4 132.0 0.870 0.832 5.2
8 7 131.3 0.871 0.826 7.1
9 1 131.1 0.871 0.818 9.0
10 2 131.0 0.871 0.809 11.0

th'b ghtlbmnjhbc itvwdtk vjltkt,ib cfert'tcjf bc^ hjvtkbw itbwfdc

X 9 -c^ jh ghtlbmnjhbfyt,ib – bc^ hjvtkbw itbwfdc X 2 , X 9 wdkflt,c (w[hbkib^
hjltcfw uflfdlbdfh' k-lfy (k+1)-ib^ (k+1)-c ufcodhbd vtjht cdtnib vb'b't,ekbf
bc wdkflb^ hjvtkbw tvfnt,f obyfc)^ 3-ghtlbmnjhbfy vjltkt,c ijhbc cfert'tcjf
bc^ hjvtkbw itbwfdc X 3 , X 9 lf X 10 wdkflt,c^ (vjtvfnf X 3 lf X 9 ^ ufvjfrklf X 2 bvbc
ufvj^ hjv k=3 vybidytkj,bc ufcodhbd vtjht cdtnib vb'b't,ekbf 3^ 10^ –2) lf f&i&
vfhnbdb vjltkb^ hjvtkbw cfert'tcjf 30. rhbnthbevbc 'dfkcfphbcb' (fmdc
evwbhtcb C k ) lf fvfdt lhjc^ cfrvfjl rfhu 'fy[vj,fibf lfyfhxty jh rhbnthbev'fy
fhbc vjltkb^ hjvtkbw itbwfdc X 3 , X 9 lf X 10 ghtlbmnjht,c& eylf b'mdfc^ hjv tc
vjltkb .dtkfpt vtnflff it'fy[vt,ekb cfvbdt rhbnthbev'fy&
wdkflsf ithxtdbc vbvltdhj<bsb ghjwtleht<b& 'e wdkfl'f hbw[db
bvltyfl lblbf^ hjv iteskt,tkbf .dtkf itcfskj htuhtcbf'f vt'jlbc ufvj.tyt,f^
fhct,j,c hfvltybvt fknthyfnbekb ghjwtlehf^ hjvkt,bw bsktdf @rfhub"
vjltkbc lflutybc itcfskt,kj,fc&
fv ghjwtleht,ib evfhnbdtcbf wdkflt,bc ufvjhbw[dbc t&o& BE ghjwtlehf
(backward elimination procedure)& tc ghjwtlehf bo.t,f bv vjltkbc ufy[bkdb'^
hjvtkbw itbwfdc .dtkf ufycf[bkfd ghtlbmnjhc X 1 ,X 2 ,...,X m & .jdtkb X j
512

bj
wdkflbcf'dbc ufvjb'dkt,f T j = cnfnbcnbrf (hjvtkbw^ hjujhw dbwb'
Sbj
ufvjb.tyt,f H 0 : B j =0 /bgj'tpbc itcfvjovt,kfl)& 'e ufvj'dkbk cnfnbcnbrt,c
ijhbc vbybvfkehb t afhlj,bc f,cjkenehb cblblt yfrkt,bf obyfcofh
lfcf[tkt,ek t out velvbdpt^ t&b&^
min |t j | < t out ,
j =1,..., m

vfiby vjltkblfy ufvjbhbw[t,f bc ghtlbmnjhb^ hjvtkbw ittcf,fvt,f t afhlj,bc

vbybvfkeh f,cjkeneh vybidytkj,fc& itvltu yf,b]pt ufyb[bkt,f vjltkb
lfhxtybkb (m–1) ghtlbmnjhb' lf ghjwtlehf vtjhlt,f^ lf f&i& fkujhb'vb
ufuhstklt,f vfyfvlt^ cfyfv .dtkf ufvj'dkbkb t afhlj,bc f,cjkenehb cblblt fh
fqvjxylt,f ≥t out & cf,jkjjl ufvjb.tyt,f vjltkb^ hjvtkbw itbwfdc bv wdkflt,c^
hjvkt,bw fh ufvjbhbw[f ghjwtlehbc xfnfht,bcfc& [ibhfl htrjvtylbht,ekbf
t out =2 cblblbc ufy[bkdf^ hflufy t ⋅,0.05 -bc vybidytkj,f'f evtntcj,f f[kjcff 2-'fy&
ufydb[bkj' itv'[dtdf^ hjltcfw m=5 lf udfmdc X 1 ,...,X 5 ghtlbmnjht,b& lfdeidf'^
hjv vbvltdhj,b'vf ufvj'dkt,vf vjudwf t afhlj,f'f bc vybidytkj,t,b^ hjvkt,bw
'fdvj.hbkbf mdtvj' vj.dfybk w[hbkib%

|t afhlj,f|
yf,b]b itvafct,tkb 1 2 3 4 5
1 1,2,3,4,5 16.0 10.8 2.9 2.8 1.8*
2 1,2,3,4 15.4 10.2 3.7 2.0* ––
3 1,2,3 14.5 12.2 4.3* –– ––
4 1,2 10.9 9.1* –– –– ––
5 1 4.4* –– –– –– ––

'e ufvjdb.tyt,' t out =2 vybidytkj,fc^ gbhdtk yf,b]pt ufvjbhbw[t,f X 5 ^

vtjht yf,b]pt ufyb[bkt,f vjltkb v[jkjl 4 ghtlbmnjhb' X 1 , X 2 , X 3 , X 4 ^
ofhvjt,c rjtabwbtynt,bc itafct,t,b^ vf''dbc f[fkb t afhlj,t,bc ufvj'dkf lf
itlfhlt,f t out -'fy (b[& w[hbkbc vtjht cnhbmjyb)& fv ghjwtlehbc itltufl
ufvjbhbw[t,f X 4 wdkflb^ vtcfvt yf,b]pt ufyb[bkt,f vjltkb X 1 , X 2 , X 3
ghtlbmnjht,b'^ hjvkbc'dbcfw ufvj'dkbkb t afhlj,t,bc vybidytkj,t,b
vj.dfybkbf w[hbkbc vtcfvt cnhbmjyib* hflufy vf' ijhbc fhwth'b vf'ufybc
vybidytkj,f fh fhbc yfrkt,b t out =2-pt^ wdkflt,bc ufvjhbw[df fqfh [lt,f lf
itbhxtdf vjltkb cfvb X 1 , X 2 , X 3 ghtlbmnjhb'&
BE ghjwtlehbc fknthyfnbdff t&o& wdkflt,bc vbvltdhj,b'b xfh'dbc FS
ghjwtlehf (forward selection)& tc ghjwtlehf gbhdtk yf,b]pt uekbc[vj,c .dtkf 1-
ghtlbmnjhbfyb vjltkbc ufy[bkdfc% t&b& ufyb[bkt,f vjltkb^ hjvtkbw itbwfdc
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 513

v[jkjl X 1 wdkflc^ vjltkb v[jkjl X 2 wdkflb' lf f&i& 'b'jtek vjltkib [lt,f

b
B 0 , B 1 gfhfvtnht,bc itafct,f lf T 1 = 1 cnfnbcnbrbc t 1 vybidytkj,f'f ufvj'dkf&
S b1
bc wdkflb^ hjvtkcfw ittcf,fvt,f t afhlj,bc f,cjkenehb cblblbc vfmcbvfkehb
vybidytkj,f xfbh'dt,f vjltkib^ v[jkjl bv gbhj,b' hjv tc vfmcbvfkehb
vybidytkj,f fqtvfnt,f obyfcofh lfcf[tkt,ek t in cblbltc (hjvtkcfw^ hjujhw
otcb bqt,ty 2-bc njkfl^ bubdt vjcfpht,t,bc ufvj^ hfw t out -bc lhjc)& gbhj,b'fl
xfd'dfkj'^ hjv fct'b wdkflbf X 1 & fvbc itvltu ufyb[bkt,f .dtkf 2-afmnjhbfyb
vjltkb^ hjvtkibw X 1 lf c[df hjvtkbvt lfhxtybk wdkf'lfufybf itcekb% t&b&
(X 1 ,X 2 ), (X 1 ,X 3 ), ..., (X 1 ,X m ) – ghtlbmnjht,bfyb (m−1) vjltkt,b& [lt,f 'b'jtekb
vjltkbc itafct,f lf lfhxtybk X 2 ,...,X m wdkf'lfufy ghjwtlehf vjltkib xfh'fdc
bv wdkflc^ hjvkbc'dbcfw t afhlj,bc vjlekb vfmcbvfkehbf lf fqtvfnt,f t in -c&
gbhj,b'fl xfd'dfkj'^ hjv vtjht yf,b]pt tc wdkflbf X 2 & itvltu ufyb[bkt,f
vjltkt,b% (X 1 , X 2 , X 3 ), (X 1 , X 2 , X 4 ), ..., (X 1 , X 2 , X m ) ghtlbmnjht,b'^ nfhlt,f
bubdt ufvj'dkt,b lf f&i& ghjwtlehf uhstklt,f vfyfv^ cfyfv hjvtkbvt yf,b]pt fh
fqvjxylt,f^ hjv .dtkf t afhlj,bc f,cjkenehb cblblt ≤ t in &
vbvltdhj,b'b ghjwtlehf^ hjvtkbw .dtkfpt [ibhfl ufvjb.tyt,f fhbc FS lf
BE ghjwtleht,bc rjv,byfwbf^ hjvtkbw fqbybiyt,f FB cbv,jkj'b& tc ghjwtlehf
bo.t,f bctdt^ hjujhw FS^ wdkflt,bc vbvltdhj,b'b xfh'db' vjltkib^ jqjyl
.jdtkb f[fkb wdkflbc lfvfnt,bc itvltu vjovlt,f .dtkf flhtxfh'ekb wdkflb%
[jv fh vjbst,yt,f vf' ijhbc ufvjcfhbw[b (BE ghjwtlehf)& vfufkb'fl^ d'mdf'
vbvlbyfht yf,b]pt vjltkib xfh'ekbf X 2 , X 3 , X 5 lf X 6 wdkflt,b lf X 5 ofhvjflutyc
fv yf,b]pt lfvfnt,ek wdkflc^ vfiby vjovlt,f X 2 , X 3 lf X 6 wdkflt,b% ufvjb'dkt,f
b b b
vf''dbc t afh'j,t,b% 2 , 3 , 6 lf 'e fv cblbltt,c ijhbc f,cjkenehb
S b2 S b3 S b6
cblblt yfrkt,bf t out -pt^ tc wdkflb vjltkblfy ufvjbhbw[t,f&
BE lf FS ghjwtleht,c lf vf' rjv,byfwbfc^ FB ghjwtlehfc vjbwfdc
hfvltybvt rjvgbenthekb ghjuhfvt,bc gfrtnb (vfufkb'fl BMDP^ cflfw fqt,ekbf
t in =2, t out = 3.9 )&
'evwf evtntc itv'[dtdt,ib wdkfl'f ithxtdbc ptvjfqothbkb fdnjvfnehb
ghjwtleht,b itltufl bsktdf bct' vjltkc^ hjvtkbw rfhu 'fy[vj,fibf
vjyfwtvt,'fy^ vfbyw fh fhct,j,c bvbc ufhfynbf^ hjv .jdtk wfkrtek itv'[dtdfib
vbbqt,f @rfhub# fy 'eylfw @rfhu'fy# f[kjv.jab vjltkb& cnfnbcnbrjcvf eylf
ufvjb.tyjc 'fdbcb ufvjwlbkt,f lf fvjwfybc ibyffhcblfy ufvjvlbyfht 'fdblfydt
ufvj[ibhjc bc lfvjerblt,tkb wdkflt,b^ hjvtk'f xfh'df vjltkib fphc
vjrkt,ekbf (vbcb 'dfkcfphbcb') lf fh lft.hlyjc ptvjfqothbk fdnjvfneh
ghjwtleht,c
514

vfufkbsb 17.3. (vfufkb'b 17.2-bc ufuhstkt,f) vj.dfybkb vjyfwtvt,bcf lf

∧
xfnfht,ekb ufvj'dkt,bc cfaesdtkpt ufvjd'dfkt' yfi't,b – e i =Y i – Y i , i=1,2,...,15^
xffnfht' vf'b fyfkbpb lf uftwb' gfce[b rb'[dfpt% cfvfh'kbfybf 'e fhf xdtyc vbth
vbqt,ekb lfidt,t,b ε i , i=1,2,...,15 itwljvt,bc itcf[t,&
lfdfkt,f% 17.1 vfufkb'bc vjyfwtvt,bc cfaesdtkpt xfdfnfhj' wdkfl'f
ithxtdbc FS, BE lf FB ghjwtleht,b& itflfht' th'vfyt'c vbqt,ekb gfce[t,b^
ufvjbnfyt' itcf,fvbcb lfcrdyt,b lf itflfht' flht vbqt,ek lfcrdyt,c&
wdkfl'f hfjltyj,f ufycf[bkfd vfufkb'ib cek cfvbf^ fvbnjv itbskt,f
ufvjb.tyj' .dtkf itcfskj htuhtcbf'f vjltkb (bcfhut,kt' f) geymnib vj.dfybkb
vjyfwtvt,b').

***
vjdb.dfyj' bv sbhb'flb kbnthfnehbc cbf^ hjvkt,blfyfw dcfhut,kj,lb'
fv 'fdbc vfcfkbc uflvjwtvbcfc% [29], [30], [31], [34], [39], [55], [60], [66], [79], [82],
[83], [84].

LFRDYT<B

[ibh itv'[dtdfib hfbvt wdkflbc dfhbf,tkj,bc f[cyf v[jkjl th'b

afmnjhbc ufdktyb' dth [th[lt,f lf fvbnjv^ vfhnbdb ohabdb htuhtcbekb
fyfkbpbc ufvj.tyt,bc cathj itpqelekbf& cfzbhjf eahj h'ekb vhfdkj,b'b
ohabdb htuhtcbekb vjltkbc ufy[bkdf&
vhfdkj,b'b ohabdb htuhtcbekb fyfkbpb uekbc[vj,c th'b^ lfvjrblt,ekb
wdkflbc ghjuyjpbht,fc hfvjltybvt lfvjerblt,tkb wdkflbc (ghtlbmnjhbc)
cfiefkt,b' lf ofhvjflutyc vfhnbdb htuhtcbekb fyfkbpbc vt'jlt,bc eiefkj
ufypjufljt,fc&
ufyb[bkt,f ohabdb vjltkb
Y=B 0 +B 1 X 1 +...+B k X k +ε.
fqothbkbf itvltub ghjwtleht,b%
1. ewyj,b B i , i = 0, 1, .., n rjtabwbtynt,bc itact,f^ vf' itcf[t, /bgj'tpt,bc
itvjovt,bcf lf ylj,bc bynthdfkt,bc fut,f*
2. ewyj,b lbcgthcbbc^ σ2=Dε itafct,f^ ithxtdb'b rjhtkfwbbcf lf
ltnthvbyfwbbc rjtabwbtynbc ufvj'dkf lf vf' itcf[t, /bgj'tpt,bc
itvjovt,f*
3. vjltkbc ufvjcf.tyt,kfl dfhubcbfyj,bc /bgj'tpbc itvjovt,f*
4. lfvjrblt,ekb Y wdkflbcf'dbc cfghjuyjpj bynthdfkt,bcf lf vbcb
cfiefkj vybidytkj,bcf'dbc ylj,bc bynthdfkt,bc rjycnhebht,f*
5. yfi''f fyfkbpb&
17 VHFDKJ<B"B HTUHTCBF LF RJHTKFWBF 515

fmdt ufyb[bkt,f v'tkb hbub vjltkt,bcf^ hjvkt,bw wdkfl'f ufhlfmvybc

itvltu tmwtdf vhfdkj,b'b htuhtcbbc vjltkbc xfhxjt,ib&
cfrvfjl afh'jlff ufy[bkekb th'-th'b evybidytkjdfytcb cfrb'[b^ 'e
ghtlbmnjh'f lblb hfjltyj,blfy hjujh eylf itbhxtc bc ghtlbmnjht,b^
hjvkt,bw vjudwtvlf lfvjrblt,ekb wdkflbc 'b'mvbc bct'bdt cfbvtlj ghjuyjpc^
hjujhcfw dbqt,' vjltkib .dtkf ghtlbmnjhbc xfh'dbc lhjc&

CFDFH}BIJT<B

17.1. ufhrdtekb nbgbc cfmjytkpt vj'[jdybc okbeh vjyfwtv'f fyfkbpvf

vjudwf itltut,b^ hjvkt,bw 'fdvj.hbkbf itvltu w[hbkib%

cnfylfhnekb rjhtkfwbbc
cfiefkjt,b
uflf[ht,b rjtabwbtynb
x =51.843 s X =9.205 r XY =–0.9158
Y =8.313 s Y =1.780 r YT =–0.8696
T =0 s T =6.057 r XT =0.9304

cflfw X – vj[vfht,ff th' cek vjcf[ktpt (aeynt,ib)

Y – afcb ltakfnjhbc uf'dfkbcobyt,b' (1 aeynbc afcb wtynt,ib)
T– lhj (okt,ib)&
f) ffut' Y wdkflbc htuhtcbf X lf T wdkflt,pt*
,) vybidytkjdyj,bc α=0.05 ljyb' itfvjovt' ufyc[dfdlt,f 'e fhf lhjbc T
wdkfl'fy vlujvb htuhtcbbc rjtabwbtynb yekbcfufy*
u) vjrktl f[ctyb' htuhtcbfib lhjb'b wdkflbc^ hjujhw fv[cytkb wdkflbc
xfh'dbc trjyjvbrehb ibyffhcb&

17.2. d'mdf'^ mdtvj' vj.dfybkb vjyfwtvt,b' udbylf itdbcofdkj'^ 'e hjujh

fhbc lfvjrblt,ekb ufhrdtekb nbgbc vj[vfht,bc cfufypt ufotekb [fh]t,b (Y )
.jdtkrdbhtek itvjcfdfkpt ( X ) (th' flfvbfypt uffyufhbit,b')

x i (£-ib) 1.7 2.7 3,6 4.6 5.7 6.7 8.1 12

Y i (£-ib) 0.8 1.2 1.5 1.8 2.2 2.3 2.6 3,1

lfdeidf'^ hjv tc lfvjrblt,ekt,f fqbotht,f t&o& tyutkbc vhelb'& fmtlfy

ufvjvlbyfht ufyb[bkt' vjltkb
Y = α+β lnx + ε
516

lf fhct,ekb vjyfwtvt,b' itfafct' α lf β rjtabwbtynt,b^ itfvjovt' vjltkbc

dfhubcbfyj,f^ ffut' (1–α)-ljybc ylj,bc bynthdfkt,b^ hjujhw ewyj,b htuhtcbbc
aeymwbbcf'dbc^ fctdt Y-bc bylbdblefkehb vybidytkj,bcf'dbc^ hjwf x*=£5; α=0.05.

17.3. vjwtvekbf ( lnY, lnx 1 , lnx 2 ) itv'[dtdb'b dtmnjhbc ithxtdb'b

rjdfhbfwbbc vfnhbwf (n = 20)
7,59 3,12 26,99
 29,16 30,80  ,

 133,0 
cflfw Y – t h' cek vjcf[ktpt cehcf'bc vj[vfht,ff^
X 1 – cehcf'bc afcb^
X 2 – itvjcfdfkb th' cek vjcf[ktpt&
'e 'mdty 'dkb'^ hjv vj'[jdybc htuhtcbf fqybiyek wdkflt,pt
fltrdfnehfl fqbotht,f y = Ax1α x 2β aeymwbb'&
f) itfafct' ewyj,b α lf β rjtabwbtynt,b^
,) ufvj'dfkt' vj'[jdybc tkfcnbehj,f itvjcfdkbc vbvfh' lf ffut' 95 %-bfyb
ylj,bc bynthdfkb fv rjtabwbtynt,bcf'dbc&
vb'b't,f%
1. 'e xfd'dkb'^ hjv vbcfqt,bf fhfohabdb htuhtcbbc vjltkb
y = Ax1α x 2β ⋅ ε ^
cflfw lnε frvf.jabkt,c xdtyc vbth itwljvt,pt itvjqt,ek .dtkf lfidt,fc^
vfiby vjltkb fhct,b'fl ohabdbf lf lfb.dfyt,f ohabdb htuhtcbbc
vjltkfvlt
Y ' = ln A + α x1' + β x 2' + ε ' ,
cflfw Y '= ln Y, xi' = ln xi , i=1,2.
2. Y wdkflbc tkfcnbehj,f wdkflbc vbvfh' ufybvfhnt,f itvltub 'fyfafhlj,b'
 x  ∂y  &
 y
  ∂x 
fv ufyvfhnt,blfy ufvjvlbyfht vj'[jdybc tkfcnbehj,f itvjcfdkbc vbvfh' bmyt,f
 x 2  ∂y  x2
   = α β
β ⋅ A x1α x 2β−1 = β
 y  ∂x 2  A x1 x 2
lf fvhbufl^ itcfafct,tkbf β rjtabwbtynb&
18

LBCGTHCBEKB FYFKBPB
lbcgthcbekb fyfkbpbc vt'jlb 'fdlfgbhdtkfl lfveifdt,ekb b.j cgtwbf-
kehb cf[bc ,bjkjubehb tmcgthbvtynt,bcf lf cfcjakj-cfvtehytj cnfnbcnbrbc
pjubth'b fvjwfybc itcfcofdkfl& xdtyc lhjib tc vt'jlb eybdthcfkeh ufvj.tyt,fc
gjekj,c& bub tatmnehfl ufvjb.tyt,f trjyjvbreh ufvjrdktdt,ibw&
lbcgthcbekb fyfkbpb^ sbhb'flfl ud[dlt,f fyfkbpeh lf]ueat,f'f
cnfnbcnbrehb rdktdbc lhjc& fyfkbpehb lf]ueat,f f[fcbf't,c eh'bth'rfdibhc
jh fy hfvltybvt vfxdtyt,tkc ijhbc^ hjvtk'fufy th'b ufyb[bkt,f hjujhw itltub
(lfvjrblt,ekb wdkflb)^ lfyfhxtyt,b rb ofhvjflutyty afmnjht,c (htuhtcjht,c^
ghtlbmnjht,c^ lfvjerblt,tk wdkflt,c)& fv 'fdib xdty^ sbhb'flfl^ db[vfh'
nthvbyc – afmnjhc&
afmnjht,b f[ltyty ptvjmvtlt,fc tmcgthbvtynbc itltubc hbw[db' vybi-
dytkj,t,pt^ bodtdty fv vybidytkj,f'f wdkbkt,fc^ dfhbfwbfc& [ibhfl tmcgthb-
vtynfnjhb 'db'jy wdkbc afmnjht,bc ljytt,c (hbw[db' vybidytkj,t,c) bvbc'dbc^
hjv ufvjbrdkbjc vf'b wlbc itltut,pt ufdktybc [fcbf'b&
lbcgthcbekb fyfkbpb^ fhct,b'fl^ t.hlyj,f bv vjcfpht,fc^ hjv evhfdktc
itv'[dtdfib tmcgthbvtynbc itltut,bc dfhbfwbf itbskt,f lfbifkjc rjvgjytynt,fl^
hjvkt,bw ufygbhj,t,ekbf wfkrtekb afmnjht,b'&
vt'jhvtnt 'fdib xdty ufydb[bkt' jhb Y 11 ,Y 12 ,..., Y1n1 lf Y 21 ,Y 2 2 ,..., Y2n2
lfvjerblt,tkb yjhvfkehb ithxtdbcf'dbc cfiefkjt,bc itlfht,bc fvjwfyf%
itdfvjovt' /bgj'tpf cfiefkjt,bc njkj,bc itcf[t, lf fdfut' ylj,bc bynthdfkb
cfiefkj'f c[dfj,bcf'dbc&& fvbc'dbc db.tyt,lb' t-rhbnthbevc& f[kf lfdeidf'^ hjv
udfmdc k ithxtdf
Y 11 ,Y 12 ,.., Y1n1 ,
Y 21 ,Y 22 ,.., Y2n2 ,
............
Y k1 ,Y k2 , .., Yknk
lf udfbynthtct,c itdfvjovj' /bgj'tpf cfiefkj'f njkj,bc itcf[t,& ufydb[bkj'
itvltub vjltkb
Yi j = Z i + ε ij ,
cflfw Z i lf ε i1 , ε i2 , ... , i = 1, 2, .., k, lfvjerblt,tkb yjhvfkehfl ufyfobkt,ekb
itv'[dtdb'b cblbltt,bf^ Eε ij = 0, Dε ij = σ2, j = 1, 2, ... , n i , i = 1, 2, ... , k. 'e dbue-
kbc[vt,'^ hjv Z i velvbdt,bf^ vfiby dbn.db'^ hjv uffmdc I nbgbc vjltkb (fv
itv'[dtdfib i-ehb ithxtdbc cfth'j cfiefkj Z i -bc vybidytkj,bc njkbf)^ [jkj 'e
dbuekbc[vt,'^ hjv Z i fhbc ε ij -cfufy lfvjerblt,tkb yjhvfkehfl ufyfobkt,ekb
itv'[dtdb'b cblblt^ vfiby fv,j,ty^ hjv flubkb fmdc II nbgbc vjltkc& vjltkt,c
ijhbc ufyc[dfdt,bc cfbkecnhfwbjl ufydb[bkj' itvltub
vfufkbsb 18.1. d'mdf'^ v.bldtkb .blekj,c k xfh[c^ bhxtdc hf vf'
itv'[dtdb'^ lfvpflt,ekb xfh[t,bc gfhnbblfy& lfdeidf'^ hjv hjujhw vofhvjt-
518

,tkc^ bct v.bldtkc cehc itfvjovjc xfh[t,bc [fhbc[bc th'udfhjdyt,f v.bldtkbc

vbth itstybk xfh[t,pt ufvjxfh[ekb th'b lf bubdt nbgbehb ltnfkt,bc pjvt,bc
dfhbfwbbc cfaesdtkpt& fvfc'fy v.bldtkb^ ,eyt,hbdbf^ lfbynthtct,ekbf v[jkjl
vbc vbth itstybkb xfh[t,bc th'udfhjdyt,b' lf fyfkbpbc'dbc vfy eylf ufvjb.tyjc I
vjltkb% vfy eylf xf'dfkjc^ hjv Z i -t,b ewyj,b velvbdt,bf^ hjvkt,bw xfh[t,bc
wljvbkt,f'f cbcntvfneh yfobkt,c ittcf,fvt,f& vofhvjt,tkb rb^ 'fdbc v[hbd^
lfbynthtct,ekbf vbc vbth ofhvjt,ekb .dtkf xfh[bc th'udfhjdyt,b'^ vbc'dbc Z i
itv'[dtdb'b cblbltf lf vfc cfiefkj'f njkj,bc ufhlf^ w[flbf fbynthtct,c
hjujhbf vf'b lbcgthcbf& fvbnjv fyfkbpbc'dbc vfy eylf ufvjb.tyjc II vjltkb&

§ 1. TH"AFMNJHBFYB LBCGTHCBEKB FYF KBPB

th'afmnjhbfyb lbcgthcbekb fyfkbpbc itv'[dtdfib tmcgthbvtynbc

itltut,b vjbwtvf itvltub 18.1 w[hbkbc cfiefkt,b'

w[hbkb 18.1
afmnjht,bc ljytt,b
1 2 ⋅⋅⋅ k (18.1)
y 11 y 21 ⋅⋅⋅ y k1
ufpjvdbc y 12 y 22 ⋅⋅⋅ y k2
itltut,b   

y1n1 y 2n2 ⋅⋅⋅ y knk
y 1• y 2• ⋅⋅⋅ y k•

afmnjhbc i-ehb ljybcf'dbc y ij ofhvjflutyc j-ehb ufpjvdbc hbw[db'

vybidytkj,fc^ j = 1, 2, ..., n i , i = 1, 2, ...k, i-ehb ljybc itcf,fvbcb n i , ufpjvdbc itlt-
ut,c deojlj' ]ueab& n 1 + n 2 + ...+ n k = n.
fyfkbpbc cfaesdkfl dqt,ekj,' itvltu vjltkc (itflfht ptvj[ctyt,ek I
vjltkc)%
Y ij =β i +ε ij , i=1,2,...,k, j=1,2,...,n i , (18.2)
cflfw β i , i=1, 2,..., k, ewyj,b velvbdt,bf^ [jkj ε ij lfvjerblt,tkb yjhvfkehfl
ufyfobkt,ekb itv'[dtdb'b cblbltt,bf yekjdfyb cfiefkj'b lf th'yfbhb^ jqjyl
ewyj,b σ2 lbcgthcbb'& vjyfwtvt,bc vb[tldb' eylf itvjovltc h'ekb /bgj'tpf
H 0 : β 1 –β k = β 2 –β k = ⋅⋅⋅ = β k–1 –β k = 0
(t&b& .dtkf β i th'vfyt'bc njkbf^ vfuhfv vf'b cfth'j vybidytkj,f fh fhbc
abmcbht,ekb* 'e tc /bgj'tpf cfvfh'kbfybf^ vfiby .dtkf n lfrdbhdt,fc fmdc th'b lf
bubdt vf'tvfnbrehb kjlbyb)& fknthyfnbdff
H 1 : β i –β j c[dfj,f ufyc[dfdt,ekbf yekbcfufy hjvtkbvt i,j o.dbkbc'dbc vfbyw&
18 LBCGTHCBEKB FYFKBPB 519

cfiefkj'f ijhbc ufyc[dfdt,bc fqvjcfxtyfl itudtskj ufvjudt.tyt,byf cnbeltynbc

rhbnthbevb .jdtkb o.dbkbcf'dbc^ vfuhfv xdty itbskt,f fh ufudfxyltc bvltyb
lfrdbhdt,f .jdtk wfkrt fqt,ek cthbfib^ hjv vybidytkjdyj,bc cfzbhj ljyb'
fqvjdfxbyj' tc ufyc[dfdt,f& fvbnjv rdktdbc cfo.bc tnfgpt eahj eghbfybf
lfdhoveylt' bvfib^ hjv afmnjhbc ljyt'f c[dfj,f ufyc[dfdt,t,c bsktdf^ hbc'dbcfw
xdty ufydb[bkfd' tmcgthbvtynt,c afmnjhbc ljyt'f v'tkb lbfgfpjybcf'dbc lf
fvltyfl udzbhlt,f cnfnbcnbrehb rhbnthbevb^ hjvtkbw cfiefkt,fc vjudwtvc
fqvjdfxbyj' tatmnb ukj,fkehfl^ th',fifl tmcgthbvtynbc v'tkb rjvgktm-
cbcf'dbc&
mdtvj' vbqt,ekb bmyt,f t&o& lbcgthcbekb 'fyfafhlj,f^ hjvkbc cfaes-
dtkpt itcfskt,tkbf vjyfwtv'f (18.1) cf[bc th'j,kbj,bcf'dbc fqybiyekb
yekjdfyb /bgj'tpbc itvjovt,bc fvjwfybc fknthyfnbekb uflfo.dtnf&
itvjdbqj' itvltub fqybidyt,b% Yi • -b' fqdybiyj' i-ehb ]ueabc fhb'vt-
nbrekb cfiefkj^
ni

∑Y
1
Yi • = ij ,
n j =1

[jkj Y• • -b' .dtkf lfrdbhdt,ek vybidytkj,f'f cfth'j cfiefkj^

k ni k

∑∑ ∑n Y
1 1
Y• • = Y ij = i i• .
n i =1 j =1 k i =1

flubkb fmdc itvltu lbcgthcbek 'fyfafhlj,fc

k ni k ni k

∑∑
i =1 j =1
(Yij − Y•• ) 2 = ∑∑
i =1 j =1
(Yij − Yi • ) 2 + ∑ n (Y
i =1
i i• − Y•• ) 2 . (18.3)

vfh'kfw^
k ni k ni

∑∑
i =1 j =1
(Yij − Y•• ) 2 = ∑ ∑ (Y
i =1 j =1
ij − Yi• + Yi• − Y•• ) 2 =

k ni k ni k ni
= ∑∑
i =1 j =1
(Yij − Yi • ) 2 + 2 ∑∑
i =1 j =1
(Yij − Yi• )(Yi• − Y•• ) + ∑ ∑ (Y
i =1 j =1
i• − Y•• ) 2 =

k ni k
= ∑ ∑ (Y
i =1 j =1
ij − Yi • ) 2 + ∑ n (Y
i =1
i i• − Y•• ) 2 ,

dbyfblfy
ni

∑ (Y
j =1
ij − Yi• )(Yi• − Y•• ) = (Yi• − Y•• )(ni Yi • − ni •Yi • ) = 0 &

(18.3) ufvjcf[ekt,fc lblb vybidytkj,f fmdc itvlujvbcf'dbc& itdxthlt' vbc

ibyffhcj,hbd v[fhtpt&
itdybiyj'^ hjv (18.3) ajhvekbc vfhw[tyf v[fht lf vfh]dtyf v[fhbc
itcfrht,t,b itvltuyfbhfl itudbskbf lfdf[fcbf'j'%
520

k ni
SST = ∑ ∑ (Y
i =1 j =1
ij − Y•• ) 2 fhbc Y ij , j=1, 2, .., n i , i=1, 2, .., k, vybidytkj,t,bc

vf'b cfiefkj vybidytkj,blfy uflf[ht,bc rdflhfnt,bc chekb ]fvehb cblblt (total

sum of squares; vjrktl^ SST), hjvtkcfw chekb dfhbfwbf tojlt,f& H 0 /bgj'tpbc
SST
cfvfh'kbfyj,bcfc fhbc ewyj,b σ2 lbcgthcbbc xfeyfwdkt,tkb itafct,f lf
n −1
SST
itv'[dtdb'b cblblbc ufyfobkt,bc rfyjybf χ2(n–1).
σ 2

ni

∑ (Y
j =1
ij − Yi • ) 2 fhbc i-ehb ]ueabc vybidytkj,t,bc fvfdt ]ueabc cfiefkj

vybidytkj,blfy uflf[ht,bc rdflhfnt,bc ]fvb – i-ehb ]ueabc dfhbfwbf&

k ni
SSW= ∑∑ (Y
i =1 j =1
ij − Yi• ) 2 fhbc .jdtkb ]ueabc dfhbfwbf'f ]fvb fye^ vjrktl^ ]ueat,ib

dfhbfwbf (sumsquare within groups; vjrktl^ SSW) H 0 /bgj'tpbc

of
SSW
cfvfh'kbfyj,bcfc ^ fhbc ewyj,b σ2 lbcgthcbbc xfeyfwdkt,tkb itafct,f&
n−k
SSW
fvfc'fy ~χ2(n–k).
σ 2

k
SSB= ∑ ni (Yi• − Y•• ) 2 fhbc ]ueabc cfiefkj vybidytkj,bc cfth'j
i =1
cfiefkjlfy uflf[hbc rdflhfnt,bc ]fvb& vfc itbskt,f itd[tlj'^ hjujhw
]uea'fijhbcb wdfkt,flj,bc vf[fcbf't,tkc (sum of squares between groups;
SSB
vjrktl^ SSB)& H 0 /bgj'tpbc cfvfh'kbfyj,bcfc fhbc bubdt ewyj,b σ2
k −1
SSB
lbcgthcbbc xfeyfwdkt,tkb itafct,f lf 2 ~ χ2(k–1).
σ
itvjqt,ek fqybidyt,ib (18.3) 'fyfafhlj,f itvltub cf[b' xfbotht,f
SST=SSW+SSB . (18.3')
'dfkcfxbyjt,bcf'dbc [ctyt,ek ]fvt,c^ vf' cf[tkojlt,t,cf lf 'fdbcea-
kt,bc [fhbc[t,c 'fdc e.hbfy lbcgthcbekb fyfkbpbc w[hbkib (w[hbkb 18.2).
lfdeidf'^ hjv ewyj,b σ2 lbcgthcbbc fqybiyekb cfvb itafct,f udfsktdc
lff[kjt,b' th'yfbh hbw[db' vybidytkj,t,c& vfiby tc afmnb vbe'b't,c bvfpt^ hjv
xdty fh udfmdc cfaesdtkb efhd.j' yekjdfyb /bgj'tpf^ fye .dtkf vjyfwtvb
th'udfhjdfybf^ c[dflfc[df ljytt,bc itcf,fvbc cfiefkjt,c ijhbc fh fhbc
vybidytkjdfyb c[dfj,f& gbhbmb'^ 'e lbcgthcbbc itafct,t,b vybidytkjdyfl
ufyc[dfdlt,bfy lf fvfc'fy SSB
k −1
vybidytkjdyfl zfh,j,c SSW
n−k
-c^ vfiby xdty eylf
efhd.j' yekjdfyb /bgj'tpf^ fye xfd'dfkj'^ hjv pjubth'b ljybc cfiefkjt,c
ijhbc vybidytkjdfyb ufyc[dfdt,ff& fv vjcfpht,t,bc lfcfcf,e't,kfl fewbkt,tkbf
18 LBCGTHCBEKB FYFKBPB 521

hfbvt rhbnthbevbc itvjqt,f^ hjvkbc cfaesdtkptw lfdfcrdyblb'^ hf itv'[dtdfibf

vybidytkjdfyb ufyc[dfdt,f ljytt,bc cfiefkjt,c ijhbc&
w[hbkb 18.2. lbcgthcbekb fyfkbpb th'b afmnjhbc vb[tldb'
dfhbfwbbc o.fhj rdflhfnt,bc ]fvb 'fdbc& [fh& cfi& rdfl&
k
]uea'f ijhbc SSB= ∑ ni (Yi• − Y•• ) 2 k–1
SSB
(ljyt'f ijhbc) k −1
i =1
k ni
]ueat,ib SSW= ∑∑ (Yij − Yi• ) 2 n–k
SSW
i =1 j =1 n−k
k ni
chekb SST =
∑ ∑ (Y
i =1 j =1
ij − Y•• ) 2 n–1

Y ij itv'[dtdb'b cblbltt,bc yjhvfkehfl ufyfobkt,ekj,bc ufvj^ ewyj,b σ2

lbcgthcbbc jhb ufy[bkekb itafct,f^ hjvkt,bw taesyt,f ]uea'fijhbc (SSB) lf
]ueat,ib dfhbfwbt,c (SSW). lfvjerblt,tkb itv'[dtdb'b cblbltt,bf& vf' afhlj,fc
yekjdfyb /bgj'tpbc cfvfh'kbfyj,bc gbhj,t,ib fmdc F ufyfobkt,f k–1 lf n–k
'fdbceakt,bc [fhbc[t,b'& tc cfiefkt,fc udfsktdc /bgj'tpbc itcfvjovt,kfl
ufvjdb.tyj'
SSB SSW
F= (18.4)
k −1 n − k
cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,f&
lfdfabmcbhj' vybidytkjdyj,bc ljyt α^ abithbc ufyfobkt,bc w[hbkblfy
dbgjdj' itcf,fvbc F k–1,n–k,α rhbnbrekb othnbkb& uflfo.dtnbkt,bc vbqt,bc otcb
fct'bf% 'e F cnfnbcnbrbc lfrdbhdt,ekb vybidytkj,f
f > F k–1, n–k, α ,
vfiby H 0 -c lfdboeyt,'^ obyffqvltu itv'[dtdfib H 0 -bc efh.jabc cfaesdtkb fh
ufudfxybf&
vfufkbsb 18.2. (18.1 vfufkb'bc ufuhstkt,f) ufydb[bkj' hbw[db'b vfufkb'b
lfrfdibht,ekb th'afmnjhbfyb lbcgthcbekb fyfkbpbc I vjltk'fy& 18.3 w[hbkib
vjwtvekbf cfv xfh[pt ufvjxfh[ekb cnfylfhnekb ltnfkt,bc pjvt,bc ,jkj jhb
f'j,b'b ybifyb& vfufkb'fl^ w[hbkbc vybidytkj,f 83 ittcf,fvt,f ufvjxfh[ekb
ltnfkbc htfkeh pjvfc 6.783, vybidytkj,f 81 ittcf,fvt,f ltnfkbc htfkeh pjvfc
6.781.
w[hbkb 18.3.

I II III
1 83 75 78
2 81 70 76
3 76 72 69
4 88 71 72
5 85 79 80
6 89 73 77
522

xfdfnfhj' fqybiyekb vjyfwtvt,bc fyfkbpb v.bldtkbc gjpbwbblfy&

vybidytkjdyj,bc ljytl fdbqj' 0.05. cf'fyflj ufvj'dkt,bc itvltu vbdbqt,'
lbcgthcbekb 'fyfafhlj,bc itvltu w[hbkc

'fdbcea&
dfhbfwbbc o.fhj rdflhfnt,bc ]fvb [fhbc[b cfiefkj rdflhfnb
]uea'f ijhbc SSB
(ljyt'f ijhbc) SSB=180.333 2 =90.166
k −1
SSW
]ueat,ib SSW=115.666 15 =7.711
n−k
chekb SST =268.777 17

F 2,15,0,05 =3.01 , [jkj , f=10.72-c^ fvbnjv α=0.05 vybidytkjdyj,bc ljyb' /bgj'tpfc

efhd.ja'* α=0,05 vybidytkjdyj,bc ljyb' cfhoveyjf lfcrdyf% xfh[t,b fhff
th'udfhjdfyb&
f[kf dfxdtyj'^ 'e hjujh itbskt,f fdfuj' ylj,bc bynthdfkb i-ehb lf j-
ehb ljytt,bc vf'tvfnbrehb kjlbyt,bc c[dfj,bcf'dbc^ i≠j & dbyfblfy
E( Yi • − Y j • )= β i –β j ,

1 1 
D( Yi • − Y j • ) = σ2  + .
 ni n j 
 
ewyj,b σ2 lbcgthcbf itdfafcj' ]uea'fijhbcb dfhbfwbbc (SSW-bc) cfaesdtkpt^
hjvkbc'dbcfw
SSW
S2 = ,
n−k
S 2 (n − k ) 2
udtmyt,f ~χ (n–k), [jkj
σ2
(Yi • − Y j • ) − (β i − β j )
~ t (n − k ) &
1 1
S⋅ +
ni n j
fvhbufl^ β i –β j , i≠j, c[dfj,bcf'dbc (1–α)-ylj,bc bynthdfkbf
 1 1 1 1 
 (Y − Y ) − t ⋅ S ⋅ + ; (Y − Y ) + t ⋅ S ⋅ + . (18.5)
 i• j• n − k ,α / 2
ni n j
i• j• n − k ,α / 2
ni n j 

'e xdty tzdb udtgfht,f bvfib^ hjv .dtkf ]ueabc lbcgthcbt,b njkbf^ vfuhfv
lfhoveyt,ekt,b dfh'^ hjv njkbf σ i2 lf σ 2j ^ vfiby vf'tvfnbrehb kjlbyt,bc β i –β j
c[dfj,bcf'dbc^ i≠j^ ylj,bc bynthdfkbc fcfut,fl, ufvjb.tyt,f (12.10) ajhvekf&
18 LBCGTHCBEKB FYFKBPB 523

vfufkbsb 18.3. (18.2 vfufkb'bc ufuhstkt,f) fdfuj' ylj,bc bynthdfkb i-eh

lf j-eh xfh[t,pt ufvjxfh[ekb ltnfkt,bc pjvt,bc vf'tvfnbrehb kjlbyt,bc
c[dfj,bcf'dbc& (18.5)-bc 'fyf[vfl α=0.05 ylj,bc fk,f'j,b' fut,ekb ylj,bc
bynthdfkt,bf%
i=1, j=2, (3,352, 17,314),
i=1, j=3, (1,352, 15,314),
i=2, j=3, (–8,980, 4,980).
VHFDKJ<B"B ITLFHT<F& YLJ<BC BYNTHDFKT<B& lfcrdyf^ hjvtkbw xdty
vbdbqt' lbcgthcbekb fyfkbpbc itltufl^ t[t,jlf ]ueat,bc itcf,fvbc utythfkeh
cfiefkjt,c – vf'tvfnbreh kjlbyt,c& 'e H 0 /bgj'tpf lfoeyt,ekb fqvjxylf^ tc
ybiyfdc bvfc^ hjv .dtkf utythfkehb cfiefkj th'vfyt'bc njkb fh fhbc – th'b
vfbyw vybidytkjdyfl ufyc[dfdlt,f lfyfhxtyt,bcfufy& tc byajhvfwbf^ hf 'mvf eylf^ fh
fhbc cfrvfhbcb& xdty fh dbwb'^ hjvtkb utythfkehb cfiefkjt,bf th'vfyt'bc njkb
lf hjvtkb ufyc[dfdt,ekb& fewbkt,tkbf .dtkf o.dbkbc th'bvtjhtc'fy itlfht,f&
fvudfhfl^ 'e udfmdc afmnjhbc k ljyt itcfvjovt,tkbf k ( k2−1) o.dbkb& t&b& 'e k=3
itcfvjovt,tkbf 3 o.dbkb^ 'e k=4 – 6 o.dbkb lf f&i&
hflufy itcfvjovt,tkbf vhfdfkb o.dbkb^ xdtekt,hbdb vt'jlb^ hjvtkcfw
xdty db.tyt,' jhb cfiefkjc itlfht,bcf'dbc – vt'jlb^ hjvtkbw t-cnfnbcnbrbc
ufvj.tyt,fptf lfaesyt,ekb^ fh ufvjlut,f& fct' gbhj,t,ib cfcehdtkbf th'lhje-
kfl fdfuj' (1–α)-ylj,bc bynthdfkb .dtkf ]uea'f cfiefkjt,bc c[dfj,bcf'dbc&
wyj,bkbf hfvltybvt fct'b vt'jlb& xdty vjrktl xfvjdf.fkb,t,' jh^ .dtkfpt
eahj ufdhwtkt,ek^ t&o& T lf S vt'jlt,c^ hjvkt,cfw vhfdkj,b'b itlfht,bc
vt'jlt,b tojlt,f&
T - vtsjlb (nberbc ghjwtlehf)& fv vt'jlbc ufvj.tyt,bcf'dbc fewbkt-
,tkbf^ hjv .dtkf ]ueabc ithxtdb'b vjwekj,t,b b.jc njkb& t&b& eylf cheklt-
,jltc gbhj,f
n
n 1 = n 2 = ⋅⋅⋅ = n k =m= .
k
T-vt'jlbc cfiefkt,b' itbskt,f th'j,kbdfl fdfuj' ylj,bc bynthdfkt,b
.dtkf β i – β j c[dfj,bcf'dbc^ i ≠j, i,j = 1, 2, ..., k.
ylj,bc bynthdfkb 1–α ylj,bc ljyb'^ vjbwtvf ajhvekb'%

SSW SSW
(Yi • − Y j • ) – q k, n–k; α ≤ β i –β j ≤ (Yi • − Y j • ) + q k, n–k; α (18.6)
m (n − k ) m (n − k )

cflfw q k,n–k;α fhbc t&o& cnbeltynbpbht,ekb uf,ytdbc lbfgfpjybc k lf n–k 'fdb-

ceakt,bc [fhbc[bc vmjyt ufyfobkt,bc rfyjybc ptlf α-rhbnbrekb vybidytkj,f&
q k,n–k;α -c vjst,yf itcfskt,tkbf cnbeltynbpbht,ekb uf,ytdbc lbfgfpjybc rhbnb-
rekb vybidytkj,t,bc A13 w[hbkb' (b[& lfyfh'b)& fv w[hbkbc ahfuvtynb vjwt-
vekbf mdtvj' (b[& w[hbkb 18.4).
524

fk,f'j,f bvbcf^ hjv .dtkf tc bynthdfkb th'lhjekfl (th'j,kbd)

lfafhfdc β i –β j c[dfj,f'f ztivfhbn vybidytkj,t,c fye^ hjv (18.6) enjkj,f
th'lhjekfl itcheklt,f .dtkf i-cf lf j-cf'dbc^ i≠j^ (1–α)-c njkbf&
w[hbkb 18.4. cnbeltynbpbht,ekb uf,ytdbc lbfgfpjybc rhbnbrekb vybidytkj,t,b (α=0.05)
ahfuvtynb
k
n–k
2 3 4 6 8 10 15
1 17.97 26.98 32.81 40.41 45.40 49.07 35.36
3 4.501 5.91 6.82 8.04 8.85 9.46 10.52
5 3.64 4.60 5.22 6.03 6.58 6.99 7.72
10 3.15 3.88 4.33 4.91 5.30 5.60 6.11
15 3.01 3.67 4.08 4.59 4.94 5.20 5.65
20 2.95 3.58 3.96 4.45 4.77 5.01 5.43
30 2.89 2.49 3.85 4.30 4.60 4.82 5.21
120 2.80 3.36 3.68 4.10 4.36 4.56 4.90
∞ 2.77 3.31 3.63 4.03 4.09 4.47 4.80

vfufkbsb 18.4. (18.1 vfufkb'bc ufuhstkt,f) ptvjvj.dfybkb vfufkb'bcf'dbc

β i. –β j c[dfj,bcf'dbc T ghjwtlehbc ufvj.tyt,b' 0,05 ylj,bc ljyb' fut,ekb ylj,bc
bynthdfkt,bf
i=1, j=2, (3.913, 16.753),
i=1, j=3, (1.913, 14.753),
i=2, j=3, (–4.419, 8.419).
hjujhw d[tlfd'^ v[jkjl vtcfvt bynthdfkb vjbwfdc yekc^ hfw bvfc
ybiyfdc^ hjv ithxtdb' cfiefkj'f itcf,fvbcb c[dfj,f fhff vybidytkjdfyb (β 1 =β 2 ):
α=0,05 ljyb' H 0 : β 2 –β 3 =0 /bgj'tpbc efh.jabc cfaesdtkb fh fhct,j,c& bc afmnb^
hjv gbhdtkb jhb bynthdfkb fh itbwfdc yekc vbe'b't,c bvfc^ hjv itcf,fvbcb β 1 –β 2
lf β 1 –β 3 c[dfj,t,bc ufyc[dfdt,f yekbcfufy vybidytkjdfybf (α ljyb')&
S – vtsjlb (itatc ghjwtlehf)& fv vt'jlbc ufvj.tyt,bc lhjc fhff cfdfk-
lt,ekj lfidt,f n 1 = n 2 = ⋅⋅⋅ = n k & cfiefkjt,bc o.dbk'f c[dfj,bc yfwdkfl ufydb[b-
kfd' eahj pjufl ufvjcf[ekt,fc^ t&o& rjynhfcnc&
β 1 , β 2 , ... , β k cfiefkjt,bc rjynhfcnb tojlt,f ufvjcf[ekt,fc
ψ = c 1 β 1 +c 2 β 2 +⋅⋅⋅+c k β k , (18.7)
cflfw c 1 +c 2 +⋅⋅⋅+c k =0&
vfufkb'fl^ ψ=β 1 +β 2 –2β 3 – rjynhfcnbf cfvb cfiefkjcf'dbc β 1 , β 2 , lf β 3 & fv
itv'[dtdfib c 1 = 1, c 2 = 1, c 3 = –2, c 4 = 0, ... , c k = 0&
ψ=β 4 –β 7 –rjynhfcnbf& fm c 4 =1, c 7 =–1, lfyfhxtyt,b yekt,bf&
yf'tkbf^ hjv rjynhfcnb eahj pjuflb ufvjcf[ekt,ff^ dblht cfiefkj'f
c[dfj,f& rthsjl^ hjwf c i = –c j = 1, [jkj lfyfhxtyb c k =0, k≠i, k≠j, yekbc njkbf^
rjynhfcnb tv'[dtdf β i –β j c[dfj,fc&
S-vt'jlb cfiefkt,fc udfsktdc fdfuj' ylj,bc bynthdfkb yt,bcvbthb
rjynhfcnbc'dbc&
18 LBCGTHCBEKB FYFKBPB 525

itatv fxdtyf^ hjv fk,f'j,f bvbcf^ hjv .dtkf rjynhfcnbcf'dbc th'lhj-

ekfl itcheklt,f (18.8) enjkj,f (1–α)-c njkbf&
∧ ∧ ∧ ∧
ψ –σ ∧ (k − 1) Fk −1,n − k ;α ≤ ψ ≤ ψ + σ ∧ (k − 1) Fk −1,n − k ;α , (18.8)
ψ ψ
cflfw
∧
ψ = c 1 Y1• +c 2 Y2 • +⋅⋅⋅+c k Yk • ,

∧ SSW  c12 c 22 c k2 

σ 2∧ = + +  +
ψ n − k  n1 n 2 n k 
[jkj F k–1,n–k;α fhbc F ufyfobkt,bc α ptlf rhbnbrekb vybidytkj,f&
vfufkbsb 18.5. (18.2-bc ufuhstkt,f) β i –β j c[dfj,bcf'dbc S ghjwtlehbc
ufvj.tyt,b' 0.05 ylj,bc ljyb' fut,ekb ylj,bc bynthdfkt,bf
i=1, j=2, (3,606, 17,060),
i=1, j=3, (1,606, 15,060),
i=2, j=3, (–4,727, 8,727).
itybidyf& hjwf n 1 = n 2 = ⋅⋅⋅ = n k , T-vt'jlb eahj pecn itltut,c bsktdf&

§ 2. CHEKB JHAFMNJHBFYB LBCGTHCBEKB FYFKBPB

ufydb[bkj' lbcgthcbekb fyfkbpbc bct'b fvjwfyt,b^ hjvkt,ibw itltut,pt
vjmvtlt,c jhb afmnjhb A lf B& d'mdf'^ A afmnjhc uffxybf p ljyt^ B afmnjhc rb – q
ljyt& itltut,c xdtekt,hbd ufyfkfut,ty cojhre'[f w[hbkib (b[& w[hbkb 18.5)& p
cnhbmjyb ittcf,fvt,f A afmnjhbc ljytt,c^ hjvkt,bw uflfyjvhbkbf i byltmcb',
i=1,2,...,p, q cdtnb rb B afmnjhbc ljytt,c^ hjvkt,bw uflfyjvhbkbf j byltmcb',
j=1,2,...,q. i-ehb cnhbmjybcf lf j-ehb cdtnbc uflfrdt'fpt ofhvjbmvyt,f vwbht
cojhre'[tlb^ hjvtkcfw deojlj' (i×j)-e]hf& fvudfhfl^ bmyt,f cek p×q-e]hf&
.jdtk e]hfib xfbotht,f tmcgthbvtynbc fy lfrdbhdt,bc itltut,b^ hjvkt,bw
itcf,fvbc ljytt,ptf vbqt,ekb& .jdtk e]hfib itbskt,f b.jc th'b fy hfvltybvt
vjyfwtvb^ itbskt,f yekbw& 'e vjyfwtv'f hbw[db .dtkf e]hfib ufyc[dfdlt,f
yekbcfufy (fhwth'b e]hf fhff wfhbtkb) vfiby fyfkbpc tojlt,f chekb& xdty
ufydb[bkfd' v[jkjl jh itv'[dtdfc^ hjltcfw .jdtk e]hfib th'b lfrdbhdt,ff lf
hjltcfw .dtkf e]hfib vjyfwtv'f njkb hfjltyj,ff&
JHAFMNJHBFYB FYFKBPB E}HFIB TH"B LFRDBHDT<B"& fv itv'[dtdfib
lfrdbhdt,f'f th'j,kbj,f vjbwtvf 18.5 w[hbkb'&
fyfkbpb [jhwbtklt,f itvltub vjltkbc cfaesdtkpt
Y ij = µ + α i + β j + ε ij ,
cflfw
1 p 1 q
α• = ∑ α i = 0 , β• = ∑ β j = 0 (18.9)
p i =1 q j =1
526

lf^ ε ij lfvjerblt,tkb itv'[dtdb'b cblbltt,bf^ hjvkt,bw ufyfobkt,ekbf N(0,σ2)&

rfyjyb'& itv'[dtdb'b cblbltt,b Y i1 ,Y i2 ,...,Y iq , i=1,2,..., p ufycfpqdhfdty A afmnjhbc
i-ehb ljybc itcf,fvbc lfrdbhdt,f'f ]ueac B afmnjhbc .jdtkb B j ljybcf'dbc^
j=1,2,...,q, [jkj Y 1j ,Y 2j ,...,Y pj – B afmnjhbc j-ehb ljybc ]ueac&

w[hbkb 18.5 vjyfwtvt,b jhafmnjhbfyb fyfkbpbcf'dbc^ hjwf e]hfib th'b lfrdbhdt,ff

B afmnjhbc ljytt,b
A afmnjhbc
ljytt,b B1 B2 ⋅⋅⋅ Bj ⋅⋅⋅ Bq cfiefkj
A1 y 11 y 12 ⋅⋅⋅ y 1j ⋅⋅⋅ y 1q y 1•
A2 y 21 y 22 ⋅⋅⋅ y 2j ⋅⋅⋅ y 2q y 2•
       
Ai y i1 y i2 ⋅⋅⋅ y ij ⋅⋅⋅ y iq y i•
       
Ap y p1 y p2 ⋅⋅⋅ y pj ⋅⋅⋅ y pq y p•
cfiefkj y •1 y •2 ⋅⋅⋅ y ⋅•j ⋅⋅⋅ y •⋅q y ••

w[flbf^
EY ij = µ+α i +β j .
fd]fvj' E(Y ij ) jhbdt byltmcb'& (18.9)-bc sfkb' udtmyt,f
p q
∑ ∑ EYij = pqµ
i =1 j =1

ufvjd'dfkj' cfiefkj (ufd.j' jhbdt v[fht pq-pt)& vbdbqt,'

1 p q
∑ ∑ EYij = µ ,
pq i =1 j =1

fvbnjv µ-c eojlt,ty utythfkeh cfiefkjc&

fyfkjubehfl^ A afmnjhbc i-ehb ljybc (]ueabc) tktvtynt,bc vf'tvfnbreh
kjlby'f cfiefkj bmyt,f
1 q
µ i• = ∑ EYij = µ + α i ^
q j =1
[jkj B afmnjhbc j-ehb ]ueabc tktvtynt,bc vf'tvfnbreh kjlby'f cfiefkjf
1 p
µ •j = ∑ EYij = µ + β j &
p i =1

α i lf β j -c eojlt,ty cf'fyflj ljytt,bc v'fdfh tatmnt,c& α i exdtyt,c hfvltyb'

fqtvfnt,f A afmnjhbc i-ehb ljybc ]ueabc cfiefkj utythfkeh cfiefkjc
18 LBCGTHCBEKB FYFKBPB 527

α i = µ i• –µ.
fctdt β j exdtyt,c^ hfvltyfl fqtvfnt,f B afmnjhbc j-ehb ljybc ]ueabc cfiefkj
utythfkeh cfiefkjc&
β j = µ •j –µ.
fv fvjwfybcf'dbc cfbynthtcjf /bgj'tpf'f jhb o.dbkbc ufy[bkdf
H 01 : α 1 = α 2 =  = α p = 0,
H 11 : th' b vfbyw α i ufyc[dfdlt, f yekbcfufy &
lf (18.10)
H 02 : β 1 = β 2 =  = β q = 0,
H 12 : th' b vfbyw β j ufyc[dfdlt, f yekbcfufy &

itdybiyj'^ hjv H 0 : α 1 =α 2 =⋅⋅⋅=α k trdbdfktynehbf ptvj' vj.dfybkbc^

dbyfblfy njkb cblbltt,bc cfiefkj yekc elhbc v[jkjl vfiby^ hjwf .dtkf cblblt
yekbf (xdty rb udfmdc gbhj,f α • =β • =0)&
cfh'j cfiefkjc itafct,f bmyt,f Y• • .
A afmnjhbc i-ehb ljybc lf B afmnjhbc j-ehb ljybc cfiefkjt,bc itafct,ff
itcf,fvbcfl Yi • lf Y• j &
fldbkb itcfvjovt,tkbf itvltub bubdtj,f
p q p q p q

∑∑
i =1 j =1
(Yi j − Y•• ) 2 = q ∑
i =1
(Yi • − Y• • ) 2 + p ∑
j =1
(Y• j − Y• • ) 2 + ∑∑ (Y
i =1 j =1
ij − Y i • − Y• j + Y• • ) 2 . (18.11)

itvjdbqj' fqybidyt,b
p
SS A = q ∑ (Y
i =1
i• − Y• • ) 2 ('fdbceakt,bc [fhbc[b p–1)^
q
SS B = p ∑ (Yj =1
•j − Y• • ) 2 ('fdbceakt,bc [fhbc[b q–1)^

p q
SSW= ∑∑ (Y
i =1 j =1
ij − Yi • − Y• j + Y• • ) 2 ('fdbceakt,bc [fhbc[b (p–1)(q–1))^

p q
SST = ∑∑ (Y
i =1 j =1
ij − Y• • ) 2 ('fdbceakt,bc [fhbc[b p q–1;

p q–1 = (p–1)(q–1) + (p–1) + (q–1) ).

itvjqt,ek fqybidyt,ib (18.11) lbcgthcbekb 'fyfafhlj,f fct xfbotht,f%
SST = SS A + SS B + SSW. (18.11')
itdflubyj' lbcgthcbekb fyfkbpbc itvltub 18.6 w[hbkb&
528

w[hbkb 18.6 jhafmnjhbfyb fyfkbpb th'b lfrdbhdt,b' e]hfib

dfhbfwbbc 'fdbceakt,bc
rdflhfnt,bc ]fvb cfiefkj
o.fhj [fhbc[b
p

∑ (Y
SSA
cnhbmjyb SS A = q i• − Y• • ) 2 p–1
i =1
p −1
q

∑ (Y
SSB
cdtnb SS B = p •j − Y• • ) 2 q–1
j =1 q −1
p q

∑∑ (Y
SSE
yfhxtyb SSW = − Yi • − Y• j + Y• • ) 2 (p–1)(q–1)
( p − 1)(q − 1)
ij
i =1 j =1
p q
chekb SST = ∑∑ (Y
i =1 j =1
ij − Y• • ) 2 pq–1

∧
H 10 : α 1 =α 2 =⋅⋅⋅=α p =0 /bgj'tpbc itvjovt,bcf'dbc F cnfnbcnbrf
ufvjb'dkt,f ajhvekb'%
SS A
p −1 SS A
FA = = (q − 1) ~F(q–1,(p–1)(q–1)).
SSW SSW
( p − 1)(q − 1)
H 10 /bgj'tpbc itvjovt,bc otcb itvltubf% 'e
f A > F p–1, (p–1)(q–1), α ,
H 10 /bgj'tpfc efhd.ja' vybidytkjdyj,bc α ljyb'^ obyffqvltu itv'[dtdfib H 10
/bgj'tpbc efh.jabc cfaesdtkb fhf udfmdc& fm f A fhbc F A cnfnbcnbrbc
lfrdbhdt,ekb vybidytkj,f&
fyfkjubehfl vjovlt,f H 02 /bgj'tpfw^ jqjyl f[kf ntcnbc cnfnbcnbrf
bmyt,f%
SS B
q −1 SS B
FB = = ( p − 1) ~F(q–1,(p–1)(q–1)).
SSW SSW
( p − 1)(q − 1)
w[flbf^ hjv utythfkehb th'j,kbj,bc lbcgthcbbc itafct,f bmyt,f
SSW
. S2 =
( p − 1)(q − 1)
itbskt,f fdfuj' ylj,bc bynthdfkt,b α i -cf lf β j -cf'dbc& tc itbskt,f
ufrt'ltc erdt ufy[bkekb T-vt'jlb' lf fvfpt fm fh itdxthlt,b'&
18 LBCGTHCBEKB FYFKBPB 529

vfufkbsb 18.6. j'[vf tmcgthnvf th'vfyt'bcfufy lfvjerblt,kfl itfafcf

'b'b-'b'j ybveib cfofhvjc vbth ufvjidt,ekb ghjlemwbbc tmdcb gfhnbblfy&
mdtvj' vjwtvekbf tmcgthnt,bc itafct,t,b (gbhj,b' th'tekt,ib)& lbcgthcbekb
fyfkbpbc cfaesdtkpt lfflubyt'^ fhbc 'e fhf vybidytkjdfyb ufyc[dfdt,f vpf
ghjlemwbbc gfhnbt,c fy tmcgthnt,bc itafct,t,c ijhbc&

vpf ghjlemwbbc gfhnbt,b

tmcgthnt,b 1 2 3 4 5 6
1 9 10 9 10 11 11
2 12 11 9 11 10 10
3 11 10 10 12 11 10
4 12 13 11 14 12 10

ufvj'dkt,b udfsktdc lbcgthcbekb fyfkbpbc 18.7 w[hbkc%

w[hbkb 18.7
'fdbcea&
dfhbfwbbc o.fhj rdflhfnt,bc ]fvb cfiefkj
[fhbc[b
vpf ghjlemwbbc gfhnbt,b SSA = 13.12 5 2.62
tmcgthnt,b SSB = 9.70 3 3.23
yfhxtyb SSW = 13.13 15 0.87
chekb SST = 35.95 23

fv fvjwfybcf'dbc cfbynthtcj /bgj'tpt,bf

H 01 : α 1 = α 2 = α 3 = α 4 = 0, vpf ghjlemwbbc cfiefkj [fhbc[b gfhnbt,bc
vb[tldb' fh ufyc[dfdlt,f
H 11 : th'b vfbyw α i ufyc[dfdt,ekbf yekbcfufy (cfiefkj [fhbc[b gfhnbt,bc
vb[tldb' velvbdb fhff)
lf
H 02 : β 1 = β 2 =  = β q = 0, tmcgthn'f itafct,t,b th'yfbhbf^
H 02 : th'b vfbyw β i ufyc[dfdlt,f yekbcfufy (vpf ghjlemwbfc tmcgthnt,b
c[dflfc[dfyfbhfl fafct,ty)&

vybidytkjdyj,bc ljytl fdbqj' α=0,05. H 10 /bgj'tpbcf'dbc vbdbqt,'

f A =3.01>2,90=F 5,15,0.05 ^ [jkj H 02 /bgj'tpbcf'dbc udtmyt,f f B =3.71>3,29=F 3,15,0.05 .
fvhbufl^ hjujhw vpf ghjlemwbbc gfhnbt,c ijhbc^ fctdt tmcgthnt,bc itafct,t,c
ijhbc ufyc[dfdt,f vybidytkjdfybf&
JHAFMNJHBFYB FYFKBPB E}HFIB LFRDBHDT<F"F TH"YFBHB
HBW{DB"& fv itv'[dtdfib vjyfwtvt,b eylf uflfdyjvhj' cfvb byltmcb' i, j, k& d'mdf'
.jdtk e]hfib m lfrdbhdt,ff^ vfiby k=1,2,...,m& k byltmcb yjvhfdc lfrdbhdt,t,c
vjwtvek e]hfib& fvudfhfl (i×j)-eh e]hfib udtmyt,f vjyfwtvt,b y ij1 ,y ij2 ,..., y ijm &
vjyfwtv'f w[hbkc tmyt,f itvltub cf[t%
530

w[hbkb 18.8. jhafmnjhbfyb fyfkbpb m lfrdbhdt,b' e]hfib (vjyfwtvt,b)

cdtnt,b
cnhbmjyt,b B1 ⋅⋅⋅ Bj ⋅⋅⋅ Bq
A1 y 111 ,y 112 ,...,y 11m ⋅⋅⋅ y 1j1 ,y 1j2 ,...,y 1jm ⋅⋅⋅ y 1q1 ,y 1q2 ,...,y 1qm
     
Ai y i11 ,y i12 ,...,y i1m ⋅⋅⋅ y ij1 ,y ij2 ,...,y ijm ⋅⋅⋅ iq1 iq2 ,...,y iqm
y ,y
     
Ap y p11 ,y p12 ,...,y p1m ⋅⋅⋅ y pj1 ,y pj2 ,...,y pjm ⋅⋅⋅ y pq1 ,y pq2 ,...,y pqm

ufyb[bkt,f vjltkb
Y ijk = µ+α i +β j +γ ij +ε ijk , (18.12)
cflfw deidt,'^ hjv itchekt,ekbf itvltub gbhj,t,b%
p q p q
∑ α i = 0 , ∑ β j = 0 , ∑ γ ij = 0 .dtkf j-cf'dbc, ∑ γ ij = 0 .dtkf i-cf'dbc&
i =1 j =1 i =1 j =1

ε ijk eh'bth'lfvjerblt,tkb itv'[dtdb'b cblbltt,bf lf vf'b cfth'j ufyfobkt,bc

rfyjybf N(0,σ2)&
fv vjltkbc afhukt,ib udfmdc itvltub 'fyfafhlj,t,b% 'e itvjdbqt,'
fqybidyfc
µ ij =µ+α i +β j +γ ij ,
vfiby
EY ijk = µ ij ,
1 p q m 1 p q
µ= ∑ ∑ ∑ EYijk = ∑ ∑ µ ij t&b& µ fhbc th'j,kbdb utythfkehb cfiefkj^
pqm i =1 j =1k =1 pq i =1 j =1
1 q m 1 q
µi• = ∑ ∑ EYijk = ∑ µ ij = µ + α i – A afmnjhbc i-ehb ljybc itcf,fvbcb cfiefkj^
qm j =1k =1 q j =1
1 p m 1 p
µ •j = ∑ ∑ EYijk = ∑ µ ij = µ + β j – B afmnjhbc j-ehb ljybc itcf,fvbcb cfiefkj&
pm i =1 k =1 p i =1

fvhbufl^ α i =µ i• –µ cblblt ofhvjflutyc A afmnjhbc i-ehb ljybc tatmnc^

[jkj β j =µ •j –µ cblblt fhbc B afmnjhbc j-ehb ljybc tatmnb& γ ij -c tojlt,f
(cnhbmjyt,bcf lf cdtnt,bc) eh'bth'mvtlt,f& hjwf .dtkf e]hfib 'b'j ufpjvdff^
vfiby eh'bth'mvtlt,bc itvjnfyf fh [lt,f^ hflufy fv lhjc dth [th[lt,f
lbcgthcbbc xfeyfwdkt,tkb itafct,bc fut,f&
fldbkb vbcf[dtlhbf^ hjv µ-c itafct,f bmyt,f
1 p q m
Y• • • = ∑ ∑ ∑ Yijk .
pqm i =1 j =1k =1
18 LBCGTHCBEKB FYFKBPB 531

itbskt,f lfbothjc itvltub bubdtj,f

p q m p q p q

∑ ∑∑
i =1 j =1 k =1
(Yi j k − Y••• ) 2 = q m ∑i =1
(Yi • • − Y• • • ) 2 + p m ∑
j =1
(Y• j • − Y• • • ) 2 + m ∑∑ (Y
i =1 j =1
i j • − Y i • • − Y • j • + Y • • •)
2
+

p q m
+ ∑ ∑ ∑ (Y
i =1 j =1 k =1
i jk − Yi j • ) 2 , (18.13)

cflfw
1 q m 1 p m 1 p q
Yi • • = ∑ ∑ Yi j k , Y• j• = ∑ ∑ Yi j k , Yi j • = ∑ ∑ Yi j k .
qm j =1k =1 pm i =1 k =1 pq i =1 j =1
itvjdbqj' fqybidyt,b
p
SS A = q m ∑ (Y
i =1
i •• − Y••• ) 2 ( 'fdbceakt,bc [fhbc[bf p–1)^
q
SS B = p m ∑ (Y
j =1
• j• − Y••• ) 2 ('fdbceakt,bc [fhbc[bf q–1)^

p q
SS AB = m ∑ ∑ (Y
i =1 j =1
i j• − Yi •• − Y• j • + Y••• ) 2 ( 'fdbceakt,bc [fhbc[bf (p–1)(q–1))^

p q m
SSW= ∑ ∑ ∑ (Y
i =1 j =1 k =1
i jk − Yi j • ) 2 ( 'fdbceakt,bc [fhbc[bf pq(m–1))^

p q m
SST = ∑ ∑ ∑ (Y
i =1 j =1 k =1
i jk − Y••• ) 2 ( 'fdbceakt,bc [fhbc[bf pqm–1* vfh'kfw^

pqm–1=(p–1)+(q–1)+ (p–1)(q–1)+pq(m–1)).
ufvj'dkt,c 'fdc e.hbfy lbcgthcbekb fyfkbpbc 18.9 w[hbkib&
cfbynthtcj /bgj'tpt,bf
 H 01 : α 1 = α 2 =  = α p = 0,
 1 (18.14)
 H 1 : th' b vfbyw α i ufyc[dfdlt, f yekbcfufy &
 H 02 : β 1 = β 2 =  = β q = 0,
 2 (18.15)
 H 1 : th' b vfbyw β j ufyc[dfdlt, f yekbcfufy &
 H 03 : .dtkf γ ij elhbc yekc^
 3 (18.16)
 H 1 : th' b vfbyw γ ij ufyc[dfdlt, f yekbcfufy &

pju]th fv /bgj'tpt,c xfothty itvltub trdbdfktynehb ajhvb'

532

p
H 01 : ∑ α i2 = 0,
i =1 (18.17)
H 11 : yekjdfyb /bgj' tpf vwlfhbf &
q
H 02 : ∑ β 2j = 0,
j =1 (18.18)
H 12 : yekjdfyb /bgj' tpf vwlfhbf &
p q
H 03 : ∑ ∑ γ ij2 = 0,
i =1 j =1 (18.19)
H 13 : yekjdfyb /bgj' tpf vwlfhbf &

w[hbkb 18.9 jhafmnjhbfyb lbcgthcbekb fyfkbpb

dfhbfwbbc rdflhfnt,bc ]fvb 'fdbcea& cfiefkj
o.fhj [fhbc[b
p
SS A
cnhbmjyb SS A = qm ∑ (Y
i =1
i •• − Y••• ) 2 p–1
p −1
q

∑ (Y
SS B
cdtnb SS B = pm • j• − Y••• ) 2 q–1
j =1 q −1
p q

∑ ∑ (Y
eh'bth'- SS = m SS AB
AB i j• − Yi •• − Y• j • + Y••• ) 2 (p–1)(q–1)
mvtlt,f
i =1 j =1 ( p − 1)(q − 1)
p q m

∑ ∑ ∑ (Y
SSW
yfhxtyb SSW= − Yi j • ) 2 pq(m–1)
pq (m − 1)
i jk
i =1 j =1 k =1
p q m
chekb SST= ∑ ∑ ∑ (Y
i =1 j =1 k =1
i jk − Y••• ) 2 pqm–1

(18.14) (fye (18.17)) cf[bc /bgj'tpt,bc itcfvjovt,kfl F cnfnbcnbrf ufvjb-

'dkt,f fct%
pq (m − 1) SS A
FA = .
p − 1 SSW
f A fqybiyfdltc F A cnfnbcnbrbc lfrdbhdt,ek vybidytkj,fc& vfiby (18.4)-b'
vjwtvekb H 01 /bgj'tpbc itvjovt,bc otcb itvltubf% 'e f A >F p-1,pq(m–1),α ^ vfiby H 01
/bgj'tpfc efhd.ja' (α vybidytkjdyj,bc ljyb')^ obyffqvltu itv'[dtdfib H 01
/bgj'tpbc efh.jabc cfaesdtkb fh ufudfxybf&
(18.15) (fye (18.18)) cf[bc /bgj'tpt,bc itcfvjovt,kfl F B cnfnbcnbrf
ufvjb'dkt,f fct%
pq (m − 1) SS B
FB = ,
q − 1 SSW
18 LBCGTHCBEKB FYFKBPB 533

α vybidytkjdyj,bc ljyb' H 02 /bgj'tpfc dboeyt,'^ 'e f B > F q–1, pq(m–1), α lf ,jkjc

(18.16) (fye (18.19)) cf[bc /bgj'tpbc itcfvjovt,kfl F AB cnfnbcnbrf ufvjb'dkt,f
fct%
pq (m − 1) SS AB
F AB = .
( p − 1)(q − 1) SSW
H 30 /bgj'tpfc efhd.ja' α vybidytkjdyj,bc ljybcf'^ 'e f AB >F (p–1)(q–1),pq(m–1),α &

§ 3. LBCGTHCBEKB FYFKBPBC VJLTKT<B

AFMNJHT<BC ITV"{DTDB"B TATMNT<B"
fv geymnib ufydb[bkfd' lbcgthcbekb fyfkbpbc fhct,b'fl ufyc[dfdt,ek
vjltkt,c^ dblht fmfvlt udmjylf^ 'evwf fv vjltkt,ib vcufdct,fw cfrvfjl lblbf&
f[fk vjltkib^ hjvtkcfw II nbgbc vjltkt,c eojlt,ty^ afmnjht,bc ljytt,bc
tatmnt,b ofhvjflutyty itv'[dtdb' cblbltt,c^ ufyc[dfdt,b' flht ufy[bkekb
vjltkbcfufy (I nbgbc vjltkbcfufy)^ cflfw afmnjhbc ljytt,bc tatmnt,b ltnthvb-
ybcnekb cblbltt,b b.j& fvbnjv flht ufy[bkek I nbgbc vjltkt,c eojlt,ty
vjltkt,c afmnjht,bc abmcbht,ekb tatmnt,b'&
II nbgbc vjltkib .jdtk^ wfkrtek tmcgthbvtynib afmnjhbc ljytt,bc tatm-
nt,b ofhvjflutyc cfdct,b' ufhrdtek hbw[dt,c^ jqjyl tmcgthbvtynbc ufyvtjht-
,bcfc tc hbw[dt,b erdt bwdkt,f^ qt,ekj,c hf f[fk ithxtdb' vybidytkj,t,c&
ufydb[bkj' lbcgthcbekb fyfkbpbc th'afmnjhbfyb fvjwfyf itv'[dtdb'b
tatmnt,b'& vjyfwtv'f w[hbkb fyfkjubehb bmyt,f 18.1 w[hbkbcf^ jqjyl f[kf
dbuekbc[vj'^ hjv .jdtk cdtnib lfrdbhdt,f'f hbw[db th'yfbhbf
n 1 =n 2 =⋅⋅⋅=n k =m.
afmnjhbc ljytt,bf A 1 ,A 2 ,...,A k &
fv fvjwfybc itcf,fvbc vjltkc fmdc itvltub cf[t
Y ij = µ+Z i +ε ij ; i=1,2,...,k; j=1,2,...,m.
cflfw Z i itv'[dtdb'b cblblt ofhvjflutyc afmnjhbc i-ehb ljybc tatmnc& lfdeidf'^
hjv cheklt,f itvltub gbhj,t,b%
1. Z i lf ε ij th'j,kbdfl lfvjerblt,tkb yjhvfkehfl ufyfobkt,ekb itv'[dt-
db'b cblbltt,bf&
2. E(Z i ) =0, D(Z i ) = σ 2Z ^ .dtkf i-cf'dbc^
3. E(ε ij )=0, D(ε ij ) = σ2^ .dtkf i lf j-cf'dbc^

w[flbf^ hjv E(Y ij )=µ, D(Y ij )= σ 2Z + σ 2 . fvhbufl Y ij -bc lbcgthcbf jhb rjvgjyty-
nbcfufy itlut,f& fvbnjv^ [ibhfl^ fv vjltkc eojlt,ty vjltkc lbcgthcbbc
rjvgjytynt,b'&
534

fqybiyek itv'[dtdfibw flubkb fmdc (18.3) lbcgthcbek 'fyfafhlj,fc lf

lbcgthcbekb fyfkbpbc w[hbkc 18.2 cf[t fmdc& fh fhbc sytkb vbcfqt,b^ hjv
 SSB 
E  = σ +m σ Z ,
2 2
(18.20)
 k −1
 SSW 
E   = σ2, (18.21)
 k (m − 1) 
(18.20) lf (18.21)-lfy dqt,ekj,'^ hjv

1   SSB   SSW  
 E  
σ 2Z =   k − 1  − E  k (m − 1)   . (18.22)
m   

fvhbufl σ 2Z -c xfeyfwdkt,tkb itafct,f S Z2 vjbwtvf itvltub ajhvekb'

1   SSB   SSW  
S Z2 =  E  − E    . (18.23)

m   k −1 − 
 k ( m 1) 
ufycf[bkfd vjltkib H 0 /bgj'tpf bvbc itcf[t,^ hjv afmnjht,bc ljytt,c
ijhbc ufyc[dfdt,bc tatmnb fh fhct,j,c fct xfbotht,f%

H 0 : σ 2Z =0,
w[flbf^ hjv fknthyfnbek /bgj'tpfc tmyt,f cf[t%

H 1 : σ 2Z >0.
fqybiyekb /bgj'tpt,bc itcfvjovt,tk F cnfnbcnbrfc fmdc cf[t
k (m − 1) SSB
F= .
(k − 1) SSW
yekjdfyb /bgj'tpbc cfvfh'kbfyj,bcfc^ fv cnfnbcnbrfc tmyt,f F(k–1,k(m–1))
ufyfobkt,f& α vybidytkjdyj,bc ljybcf'dbc^ w[hbkblfy dgjekj,' F k–1, k (n–1), α -c lf
'e f-lfrdbhdt,ekb vybidytkj,bcf'dbc cheklt,f
f> F k–1, k (n–1), α
enjkj,f^ H 0 /bgj'tpfc efhd.ja'&
vjdb.dfyj' lbcgthcbekb fyfkbpbc rbltd th'b ithtekb vjltkb& fv vjltk-
ib udfmdc th'b afmnjhb ljytt,bc itv'[dtdb'b tatmnb' (fqbybiyt,f b-'b) lf th'b
afmnjhb ljytt,bc abmcbht,ekb tatmnb' (fqbybiyt,f α-'b)& udtmyt,f fct'b vjltkb
Y ijk = µ+α i +b j +γ ij +ε ijk , i=1,2,...,p; j=1,2,...,q; k=1,2,...,m. (18.24)
(vjyfwtvt,b vjb.dfyt,f 18.8 w[hbkbc fyfkjubehb w[hbkb')&
vjb'[jdt,f itvltub gbhj,t,bc itchekt,f%
18 LBCGTHCBEKB FYFKBPB 535

p
1. ∑ α i = 0,
i =1
2. γ 1j + γ 2j +⋅⋅⋅+γ pj = 0, .jdtkb j-cf'dbc,
3. Eγ ij = 0, th'b vfbyw i-cf'dbc^
4. b j ~N(0, σ b2 ),
5. γ ij ~N(0, σ α2 b ),
6. ε ijk lfvjerblt,tkbf b-cf lf γ-cfufy^ ε ijk ~N(0,σ2).

ufyb[bkt,f /bgj'tpf'f itvltub o.dbkt,b%

p
1. H 01 : ∑ α i2 = 0, 2. H 02 : σ b2 = 0, 3. H 03 : σ α2 b = 0,
i =1
p
H 11 : ∑ α i2 > 0. H 12 : σ b2 > 0. H 13 : σ α2 b > 0.
i =1

lbcgthcbekb fyfkbpbc w[hbkc fmdc 18.9 w[hbkbc fyfkjubehb cf[t^

fvbnjv fm fh ufdbvtjht,'&
rdflhfnt,bc ]fvt,bc vf'tvfnbrehb kjlbyt,b ufvjb'dkt,f ajhvekt,b'%
 p

 ∑
nq α i2
 E  SS A  = σ 2 + nσ 2 + i =1
,
  p − 1  αb
p −1

 E  SS B  = σ 2 + npσ 2 ,
  q − 1 
b
(18.25)
  SS AB 
 E   = σ 2 + nσ α2 b ,
  ( p − 1)(q − 1) 
  SST 
 E   = σ 2 .
  pq (n − 1) 

rdflhfnt,bc ]fvt,bc ufvjcf'dktkb ajhvekt,b vjwtvekbf 18.9 w[hbkib&

H 01 , H 11 /bgj'tpt,bc itvjovt,f [lt,f itvltuyfbhfl%
F A cnfnbcnbrf ufvjb'dkt,f ajhvekb'%
( p − 1)(q − 1) SS A
FA = . (18.26)
p −1 SS AB
vbdfmwbj' .ehflqt,f bv ufhtvjt,fc^ hjv fv ajhvekfib SS A b.jaf fhf SST-pt^
fhfvtl SS AB -pt& 'e H 0 ztivfhbnbf vfiby^ hjujhw d[tlfd' (18.25) ajhvekt,blfy
536

 SS   SS AB 
E  A  = E  
 p −1  ( p − 1)(q − 1) 
lf (18.26) cnfnbcnbrf ufyfobkt,ekb bmyt,f F ufyfobkt,bc rfyjyb' 'fdbceakt,bc
[fhbc[t,b' p–1, (p–1)(q–1).
α vybidytkjdyj,bc ljybcf'dbc^ w[hbkblfy dgjekj,' F p–1, (p–1) (q–1) , α lf 'e
f A > F p–1, (p–1) (q–1), α
lfdboeyt,' H 0 /bgj'tpfc&
H 02 , H 12 /bgj'tpt,b bctd vjovlt,f^ hjujhw velvbdb afmnjhbc gbhj,t,ib%
F B cnfnbcnbrf ufvjb'dkt,f ajhvekb'%
pq (n − 1) SS B
FB = .
q − 1 SST
α vybidytkjdyj,bc ljybcf'dbc fbqt,f F q–1, pq (n–1) , α, & H 0 -c dboeyt,'^ 'e
f B > F q–1, pq (n–1) , α
H 03 , H 13 /bgj'tpt,bcf'dbc F AB cnfnbcnbrf ufvjb'dkt,f ajhvekb'%
pq (n − 1) SS AB
F AB = .
( p − 1)(q − 1) SST

fmfw dfabmcbht,' α vybidytkjdyj,bc ljytc^ dbgjdb' F (p–1)(q–1),pq(n–1),α rdfynbkc& H 0 -c

efhd.ja'^ 'e
f AB > F (p–1) (q–1), pq (n–1), α .

***
vjdb.dfyj' bc o.fhjt,b^ hjvkt,cfw sbhb'flfl vb/.dt,f fv 'fdib
uflvjwtvekb vfcfkf lf hjvtk'f vtidtj,b' lfbynthtct,ek vrb'[dtkc iteskbf
eahj qhvfl uftwyjc fv 'fdib ufiemt,ek ghj,ktvfnbrfc% [22], [63], [66], [72], [79],
[82], [83], [84].

LFCRDYT<B

fv 'fdib ufy[bkekbf lbcgthcbekb fyfkbpbc vt'jlt,b^ hjvkt,bw

tatmnehfl ufvjb.tyt,f fyfkbpeh lf]ueat,f'f cnfnbcnbrehb rdktdbc lhjc*
tmcgthbvtynbc itltubc hbw[db' vybidytkj,t,pt ptvjmvtlt,fc f[ltyty afmnjht,b^
hjvkt,bw bodtdty fv vybidytkj,f'f wdkbkt,fc^ dfhbfwbfc& lbcgthcbekb fyfkbpb
t.hlyj,f bv vjcfpht,fc^ hjv evhfdktc itv'[dtdfib tmcgthbvtynbc itltut,bc
dfhbfwbf itbskt,f lfbifkjc rjvgjytynt,fl^ hjvkt,bw ufygbhj,t,ekbf wfkrtekb
afmnjht,b'&
ufy[bkekbf th'afmnjhbfyb lbcgthcbekb fyfkbpbc vjltkt,b^ velvbdb lf
itv'[dtdb'b tatmnt,b' lf vjltkt,b^ hjvkbc itltut,pt vjmvtlt,c jhb afmnjhb&
18 LBCGTHCBEKB FYFKBPB 537

CFDFH}BIJT<B

18.1. [jh,kbc thudfhjdfyb lf th'b lf bubdt afh'j,bc .fyt,ib itbnfytc

cfvudfhb cfcemb^ fvfc'fy S 1 nbgbcf – 5 .fyfib^ S 2 nbgbcf – 7 .fyfib^ [jkj S 3 nbgbcf –
6 .fyfib& vjcfdkbfyj,f rbkjuhfvt,ib vj.dfybkbf itvltu w[hbkib%

1 2 3
781 545 696
655 786 660
611 976 639
789 663 467
596 789 650
569 380
720
ni 5 7 6

'e lfdeidt,'^ hjv tc hbw[dt,b Y ij yjhvfkehfl ufyfobkt,ekb lfvjerblt,tkb

itv'[dtdb'b cblbltt,bc htfkbpfwbff^ j=1,2,...,n i , i=1,2,3, n 1 =5, n 2 =7, n 3 =6^ fvfc'fy
Ey ij =β i ^ Dy ij =σ2 .dtkf i-cf lf j-cf'dbc^ itfvjovt' yekjdfyb /bgj'tpf
H0 : β 1 = β 2 = β 3
bvbc itcf[t,^ hjv cfcemt,b cfiefkjl th'yfbhfl vjmvtlt,ty vjcfdkbfyj,fpt
H1 : β 2 ≠ β 1, β 3 ≠ β 1
fknthyfnbdbc obyffqvltu α=0.1 vybidytkjdyj,bc ljybcf'dbc&

18.2. lbcgthcbekb fyfkbpbc vtidtj,b' itfvjovt' cfvb lfvjerblt,tkb A, B,

C ithxtdbc itcf,fvbc gjgekfwbf'f cfiefkjt,bc njkj,bc /bgj'tpf α=0.05
ljytpt&

A : 40 34 84 46 47 60
B : 59 92 117 86 60 67 95 40 98 108
C : 92 93 40 100 92

18.3. vjwtvekbf

B
B1 B2 B3 B4 B5 B6 Σ
A1 9.5 11.5 11.0 12.0 9.3 11.5 64.8
A2 9.6 12.0 11.1 10.8 9.7 11.4 64.6
A A3 12.4 12.5 11.4 13.2 10.4 13.1 73.0
A4 11.5 14.0 12.3 14.0 9.5 14.0 75.3
A5 13.7 14.2 14.3 14.6 12.0 13.2 82.0
Σ 56.7 64.2 60.1 64.6 50.9 63.2 359.7
538

itfvjovt' itcfskj tatmnt,b cnhbmjyt,bcf lf cdtnt,bc vb[tldb' α=0.01 ljytpt&

18.4. d'mdf'^ tmcgthbvtynekfl vjovlt,f ltnfkbc wdt'fvtltuj,fpt bct'b

afmnjht,bc ptvjmvtlt,f^ hjujhbwff vfcfkf (jhb cf[tj,f) lf lfvpflt,bc
ntmyjkjubf (cfvb vt'jlb)& tmcgthbvtynbc vjyfwtvt,b (ltnfkbc veifj,bc
[fyuhskbdj,f 'dtt,ib) vjwtvekbf w[hbkib

vfcfkf ntmyjkjubf (A afmnjhb) ]fvb cfiefkj

(B afmnjhb) 1 2 3 cnhbmjyib
1 10, 8 ,7, 10 8, 12, 14, 12 15, 8, 10, 10 124 10.33
2 12, 8, 8, 7 12, 13, 11, 14 13, 15, 12, 10 135 11.25
]fvb cdtnib 70 96 93 259 –
cfiefkj 8.75 12.00 11.63 – –
19

LHJB"B VORHBDT<B

§ 1. LHJB"B VORHBDBC VFUFKB"T<B LF

SBHB"FLB RJVGJYTYNT<B
lfrdbhdt,fyb hfbvt vjdktyfpt^ hjvkbc [fcbf'bw lhjib wdfkt,flbf^
ofhvjmvybc lfkfut,ek vbvltdhj,fc^ hjvtkcfw lhjb' vorhbdc eojlt,ty&
tcf 'e bc vjdktyf [fcbf'lt,f ufhrdtekb vfxdtyt,kb'^ hjvtkbw hjujhw
otcb xdtyc vbth bynthghtnbht,ekb bmyt,f hjujhw itv'[dtdb'b cblblt&
fvhbufl^ lhjbc lbcrhtnek t 1 , t 2 , ... , t n , ... , vjvtynt,ib lfrdbhdt,t,b'
ofhvjmvybkb lhjb'b vorhbdb^ fye lbcrhtnekb lhjb'b vorhbdb^ xdty udtcvbc
hjujhw lfvjrblt,ek itv'[dtdb' cblblt'f vbvltdhj,f
Y(t 1 ), Y(t 2 ), ... , Y(t n ), ...
eylf itdybiyj'^ hjv lhjb'b vorhbdbc v'fdfhb lfvf[fcbf't,tkb ybifyb bcff^
hjv vybidytkjdfybf lfrdbhdt,f'f vbvltdhj,f^ t&b& lhjib lfkfut,f^ ufyc[dfdt,b'
itv'[dtdb'b fvjrhtabcfufy X 1 , X 2 , ... , X n , ..., cflfw byltmcfwbf v[jkjl gbhj,b'bf
lf uflfyjvdhf vjdktybc fhcc fh wdkbc&
fv 'fdib xdty ufydb[bkfd' v[jkjl bv itv'[dtdfc^ hjltcfw lfrdbhdt,t,b
[lt,f th'vfyt'bcfufy 'fyf,hfl lfijht,ek lhjbc vjvtynt,ib lf 'e xdty lhjbc
th'tekfl fdbhxtd' bynthdfkc jh vtpj,tk vjvtync ijhbc^ vfiby vorhbdbc otdht,b
itbskt,f fqbybiyjc cbv,jkjt,b'
Y 1 , Y 2 , ... , Y n , ...
tzdufhtitf^ hjv vrb'[dtkb bwyj,c lhjb'b vorhbdbc vhfdfk vfufkb'c lf
'db'jydt vjf[th[t,lf fv vfufkb't,bc xfvj'dkfc& vbe[tlfdfl fvbcf^ vfbyw vjdb.-
dfyj' lhjb'b vorhbdbc hfvltybvt vfufkb'b flfvbfybc vjqdfotj,bc c[dflfc[df
cathjlfy& tctybf% cfmjykbc vj[vfht,bc vjyfwtvt,b okt,bc vfysbkpt^ th'j,kbdb
thjdyekb ghjlemnbc wdkbkt,f okt,bc vb[tldb'^ vhfdfkokbfyb lfrdbhdt,t,b
ntvgthfnehfpt^ c[dflfc[df cfvtehytj reknehbc vjcfdkbfyj,f okt,bc vb[tldb'^
ufhrdtekb mdt.ybc vjcf[ktj,bc hfjltyj,bc wdkbkt,f okt,bc vb[tldb'^
c[dflfc[df rjvgfybt,bc ghjlemwbfpt vj'[jdybc wdkbkt,f^ bylbdblefkehb
vj[vfht,f okt,bc vb[tldb'^ uflfpblekb ndbh'bc hfjltyj,f lf c[df&
itdt[j' th' cfrb'[c lhjb'b vorhbdbc lbcrhtnekj,bc nbgbc itcf[t,&
1. lhjb'b vorhbdbc lbcrhtnekj,f^ lfrfdibht,ekbf 'fdfl vjdktybc
lbcrhtnekj,fc'fy& fct'b vorhbdbc vfufkb'bf hfbvt cfcjakj-cfvtehytj
reknehbc vjcfdkbfyj,f afh'j,bc th'tekpt okt,bc vb[tldb'& vfh'kfw^
vjwtvek afh'j,bc th'tekpt vjcfdkbc fqt,f [lt,f otkboflib th'[tk^
lff[kjt,b' th'cf lf bvfdt lhjc& fct'bdt ,eyt,hbdb lbcrhtnekj,bc vfufkb'bf
okbehb v'kbfyb iblf ghjlemnb lf f&i&
540

2. vjcf[ktj,bc hfjltyj,bc lhjb'b vorhbdbc lbcrhtnekj,f lfrfdibht,ekbf bv

afmn'fy^ hjv vjcf[ktj,bc fqothf [lt,f ufhrdtekb gthbjlekj,b' (lf fhf
.jdtkokbehfl fy eo.dtnfl)&
3. lbcrhtnekb lhjb'b vorhbdb itbskt,f vbqt,ekb bmyfc lhjib eo.dtnfl
vbvlbyfht ghjwtct,pt lbcrhtnek vjvtynt,ib lfrdbhdt,t,b'& fct'b
lbcrhtnekb lhjb'b vorhbdbc vfufkb'fl itbskt,f vjdb.dfyj' vwehfd
cfghjwtynj ufyfrdt'pt lbcrhtnek lhjbc vjvtynt,ib lfrdbhdt,t,b& vtjht
vfufkb'bf fmwbbc afcpt ufhrdtekb lhjbc vjvtynt,ib (.jdtklqbehb^
.jdtkrdbhtekb lf f&i&) lfrdbhdt,t,b^ lf f&i&
4. lbcrhtnekb lhjb'b vorhbdbc utythbht,bc (ofhvjmvybc) th'-th'b o.fhjf
wdkflb cblblbc lfuhjdt,f lhjbc ufhrdtekb gthbjlbc ufyvfdkj,fib& fct'b
lhjb'b vorhbdt,bc vfufkb't,bf% f) yfktmt,bc hfjltyj,f^ hjvkt,bw uhjdlt,f
bct'b gthbjlt,bc ufyvfdkj,fib^ hjujht,bwff lqt fy 'dt* ,) ufhrdtekb
gthbjlbc ufyvfdkj,fib ofhvjt,ekb tcf 'e bc ghjlemwbf* u) ufhrdtek
ghjlemwbfpt 'dbehb^ okbehb fy c[df gthbjlbc vj'[jdyf lf f&i&

ghfmnbrfib^ ufycfre'ht,b' trjyjvbrfib lhjbc bc vjvtynt,b^ hjltcfw eylf

xfnfhltc lfrdbhdt,t,b^ [ibhfl obyfcofh fhbc vjwtvekb (abmcbht,ekb)& bct'
cbnefwbt,ib rb^ hjvkt,cfw tmcgthbvtynekb [fcbf'b uffxybf uflfo.dtnbkt,f
lfrdbhdt,bc vjvtynt,bc ithxtdbc itcf[t, xdty 'db'jydt itudbskbf vbdbqj'& tc
ufycfre'ht,b' vybidytkjdfybf trjyjvbrehb vfxdtyt,kt,bc itcofdkbcfc&
lhjb'b vorhbdt,bc ofhvjlutyf vj[th[t,ekbf hjujhw w[hbkt,bc^ bctdt
uhfabrt,bc vtidtj,b'&

w[hbkb 19.1. fdcnhfkbbc tmcgjhnb (okbehb) 1973–1989 okt,ib

tmcgjhnb tmcgjhnb
otkb t otkb t
($ vbkbjyt,ib) ($ vbkbjyt,ib)
1973 1 22 040 1982 10 28 135
1974 2 20 686 1983 11 28 216
1975 3 22 600 1984 12 30 609
1976 4 23 468 1985 13 35 275
1977 5 25 070 1986 14 36 735
1978 6 25 659 1987 15 40 469
1979 7 27 225 1988 16 43 670
1980 8 29 256 1989 17 43 966
1981 9 27 804

w[hbkb 19.2. fii-ib lfcfmvt,ek gbh'f cfth'j hfjltyj,f 1978–1987 okt,ib

lfcfmvt,ek'f lfcfmvt,ek'f
otkb t cfth'j hfjltyj,f otkb t cfth'j hfjltyj,f
(vbkbjyt,ib) (vbkbjyt,ib)
1978 1 96.1 1983 6 100.8
1979 2 98.8 1984 7 105.0
1980 3 99.3 1985 8 107.2
1981 4 100.4 1986 9 109.6
1982 5 99.5 1987 10 112.4
19 LHJB"B VORHBDT<B 541

w[hbkb 19.3. lfcfmvt,ek gbh'f hfjltyj,f cfmfh'dtkjib 1990–1998 okt,ib (f'fcj,b'

rfwb)
1990 1991 1992 1993 1994 1995 1996 1997 1998
2763.3 2523.5 2031.7 1919.1 1814.3 1780.9 2085.2 2351.2 2366.7

w[hbkb 19.4. ',bkbcbc vtnhjgjkbntyb' vupfdh'f uflf.dfyf 1990–1998 okt,ib (vky& rfwb)
1990 1991 1992 1993 1994 1995 1996 1997 1998
183.4 167.3 157.8 182.2 138.8 142.2 155.2 114.0 96.4

200

150

100

50

0
1990 1991 1992 1993 1994 1995 1996 1997 1998
yf[& 19.1. w[hbkb 19.4-bc itcf,fvbcb uhfabrb

6000

5000

4000

3000

2000

1000

0
1 1934
1929 6 1939
11 1944
16 1949
21 1954
26 1959
31 1964
36 1969
41 1974
46 1979
51 1984
56 1989
61
yf[& 19.2. fii-c v'kbfyb iblf ghjlemnb 1929–1989 okt,ib

lhjb'b vorhbdt,bc fyfkbpbc vbpfybf bv vtmfybpvt,bc lflutyf^ hjvkt,bw

ufyfgbhj,t,c fv vorhbdt,bc ofhvjmvyfc& fvbc vbqotdf iteskt,tkbf wfkrtekb
(th'tekb) lhjb'b vorhbdbc fyfkbpbc cfaesdtkpt^ hflufyfw tc erfyfcrytkb
itbskt,f fcf[fdltc hfbvt h'ekb vjdktybc v[jkjl th' v[fhtc& 'fdfl vjdktyf rb
itbskt,jlf lf[fcbf'ltc hfvltybvt lhjb'b vorhbdb'^ hjvkt,bw eh'bth'rfd-
ibhib bv.jat,f& chekb fyfkbpbc xfnfht,bcfc lf bmblfy ufvjvlbyfht lfcrdyt,bc
542

vbcfqt,fl cfzbhjf vhfdfkufypjvbkt,bfyb cbcntvt,bc itcofdkf& fm xdty itvjdbafh-

ukt,b' v[jkjl wfkrtekb (th'ufypjvbkt,bfyb) lhjb'b vorhbdt,bc mwtdbc c[df-
lfc[df nbgt,bc itcofdkb'& vhfdfkufypjvbkt,bfyb lhjb'b vorhbdt,bc itcofdkfc
tsqdyt,f n& fylthcjybc obuyb [18]&
lhjb'b vorhbdt,bc fyfkbpbc vhfdfkb vjltkblfy xdty 'fdlfgbhdtkfl
itdxthlt,b' trjyjvbrfib afh'jl ufvj.tyt,fl rkfcbreh vjltkpt^ hjvtkbw
uekbc[vj,c lhjb'b vorhbdbc j'[b sbhb'flb eh'bth'lfrfdibht,ekb rjvgj-
ytynbc cf[b' ofhvjlutyfc&
tc rjvgjytynt,bf%
1. uhstkdflbfyb nhtylb^ fye cbcntvfnehb shfj,f – T t ;
2. wbrkehb tatmnb – vtnyfrkt,fl htuekfhekb [fcbf'bc h[tdb'b vjshfj,f
nhtylbc vbvfh' – C t ;
3. ctpjyehj,bc tatmnb – S t ;
4. itv'[dtdb'b fye fhfhtuekfhekb^ fhfcbcntvfnehb rjvgjytynf – I t .
lfdf[fcbf'j' 'b'jtekb rjvgjytynf wfk-wfkrt&
nhtylb& nhtylbc ufycfpqdhf cfrvfjl h'ekb ghj,ktvff& cfpjufljl^
nhtylbc mdti buekbc[vt,f hfbvt vluhflb cbcntvfnehb shfj,f cfrvfjl [fyuhskbdb
gthbjlbc ufyvfdkj,fib& c[df cbn.dt,b' hjv d'mdf'^ nhtylb ofhvjflutyc
uhstkdflbfy ([fyuhskbd) itlfht,b' ukedb [fcbf'bc shfj,fc^ hjvtkcfw fdktyc
lhjb'b vorhbdb& fqdybiyj' hjv wyt,f @[fyuhskbdb# gbhj,b'bf lf lfvjrblt,ekbf
itcfcofdkb vjdktybc fhcpt& bc^ hfw @[fyuhskbdbf# th'b 'dfkcfphbcb'^ itbskt,f
[fyvjrkt fqvjxyltc c[df 'dfkcfphbcb'& vfufkb'fl^ 'e xdty itdbcofdkb'
dfkenbc rehcbc wdkbkt,fc hfvltybvt (jhb-cfvb) okbc ufyvfdkj,fib^ bc vluhflb
shfj,f^ hjvtkbw itbskt,f fqmvekb b.jc hjujhw nhtylb^ cbyfvldbktib itbskt,f
fqvjxyltc v[jkjl yfobkb ytkfl h[tdflb ghjwtcbcf^ hjvtkbw fqothc dfkenbc
rehcbc wdkbkt,fc f'tekb okt,bc ufyvfdkj,fib&
wbrkehb tatmnb& wbrkehb shfj,f lhjb' vorhbdib itbskt,f lf[fcbf'ltc
hjujhw afh'j h[tdf fye nfkqbct,ehb shfj,f nhtylbc obhbc ([fpbc) vbvfh'
ptdb' lf mdtvj'& fvfc'fy 'b'jtekb wbrkbc [fyuhskbdj,f^ hjujhw otcb^
otkboflpt vtnbf^ itbskt,f b.jc hfvjltybvt otkbw&
wbrkehj,bc vfufkb't,bf rfhufl wyj,bkb cfmvbfyb wbrkt,b^ hjvkt,bw
ittcf,fvt,f (fylf bvtjht,c) trjyjvbrehb htwtcbt,bcf lf byakfwbt,bc wbrkt,c^
cfmjytkpt uhstkdflbfyb vj'[jdybc wbrkt,c lf wbrkt,c abyfyceh lf aekfl
ctmnjht,ib& fv ,jkj wbrkbc vfufkb'fl itbskt,f lfdfcf[tkj' cfghjwtynj
ufyfrdt'bc wdkbkt,bc rfhufl wyj,bkb wbrkt,b&
mdtvj' vj.dfybk yf[fppt yfxdtyt,bf lhjb' vorhbdib wbrkehb shfj,bc th'-
th'b vfufkb'b&

yf[ 19.3.
19 LHJB"B VORHBDT<B 543

cfvoe[fhjl^ ghfmnbrfib wbrkt,b fh fnfht,c bct' htuekfhek [fcbf'c^

hjujhw tc yf[fpptf yfxdtyt,b& bcbyb sfkbfy bidbf'fl fhbfy htuekfhekb lf
xylt,bfy c[df rjvgjytynt,'fy th'j,kbj,fib&
vjdb.dfyj' fhfhtuekfhekb wbrkehb vjshfj,bc rbltd th'b vfufkb'b&

180 ––
165 ––
150 ––
135 ––
120 ––
105 – | | | | | | | | | | | | | | | | | | | | | | | |
1976 1981 1986 1991
yf[& 19.4. fhfhtuekfhekb wbrkehb vjshfj,f

wbrkehb rjvgjytynbc ufvj.jaf lhjb'b vorhbdt,bc fyfkbpbc th'-th'b

eh'ektcb fvjwfyff&
ctpjyehb tatmnb (ctpjyehb dfhbfwbt,b)& itbskt,f b'mdfc^ hjv .dtkfpt
fldbkb fqvjcfxtyfl^ ufvjcf.jafl lf itcfcofdkfl fhbc ctpjyehj,bc tatmnb& tc
ufvjodtekbf bvb'^ hjv ctpjyehb wdkbkt,t,b ufygbhj,t,ekbf itcfcofdk
cbcntvfpt ufht vtmfybpvt,bc lf fhf sbhb'flb vtmfybpvbc ptvjmvtlt,b'&
ctpjyehb dfhbfwbt,b wbrkehbc vcufdcbf& ufyc[dfdt,f vf' ijhbc bc fhbc^
hjv ctpjyehj,bc gthbjlt,b eahj [fyvjrktf& vf'b [fyuhskbdj,f th'b otkbf fy
th' otkpt yfrkt,bf (rdfhnfkb^ 'dt^ rdbhf^ lqt lf c[df)& ctpjyehb dfhbfwbf
itbskt,f lfrfdibht,ekb b.jc otkboflbc 4 nhflbwbek ctpjy'fy fy nhtylbc
vbvfh' cbcntvfnehb [fcbf'bc shfj,fc'fy^ hjvtkbw ofhvjbmvyt,f th'b rdbhbc
gthbjlb' fy eahj vtnbw th'b lqbc gthbjlb'& vfufkb'fl^ fmwbf'f ,fpfhpt
fmwbt,bc afct,b lqbc ufyvfdkj,fib lhjbc ufhrdtek vjvtynt,ib fqotdc evfqktc
lf elf,ktc vybidytkj,t,c& ctpjyehb dfhbfwbbc rkfcbrehb vfufkb'bf
,byf'vakj,tk'f vbth cfodfdbc (yfd'j,b^ yf[ibhb fy ,eyt,hbdb ufpb) vj[vfht,f&

10 ––
9 ––
8 ––
7 ––
6 ––
5 ––
4 ––
3 ––
12 12 12 12 12 12
1985 1986 1987 1988 1989 1990
yf[& 19.5. cfwfkj dfzhj,bc 'dbehb vjwekj,bc nbgbehb lbyfvbrf 'dtt,bcf lf okt,bc
vb[tldb' (12 fqybiyfdc .jdtkb okbc ltrtv,thc)&
itvs[dtdbsb dfhbfwbt,b^ fye itv'[dtdb'b rjvgjytynf vjbwfdc .dtkf bv
fhfhtuekfhek wdkbkt,fc lhjb' vorhbdib^ hjvkt,bw fhff ufygbhj,t,ekb c[df
544

rjvgjytynt,b'& bcbyb fsytkt,ty c[df eahj ufyzdhtnflb rjvgjytynt,bc ufvjdktyfc&

'b'mvbc .dtkf lhjb'b vorhbdb itbwfdc itv'[dtdb' dfhbfwbt,c& cfzbhjf bct'b
vt'jlt,bc akj,f^ hjvkt,bw cfiefkt,fc vjudwtvlf vjudtijht,byf bcbyb lfyfhxtyb
rjvgjytynt,bc fqothbcf lf fqhbw[dbc vbpyb'&

§ 2. LHJB"B VORHBDBC RKFCBREHB VJLTKB

vfc itvltu^ hfw lfdf[fcbf't' lhjb'b vorhbdbc rkfcbrehb vjltkbc
sbhb'flb itvflutytkb rjvgjytynt,b% nhtylb – T t ; wbrkehb tatmnb – C t ;
ctpjyehj,bc tatmnb – S t ; fhfhtuekfhekb itv'[dtdb'b rjvgjytynf – I t , itdt[j'
cfrb'[c^ 'e fv j'[b rjvgjytynbc hjujh rjv,byfwbfl itbskt,f bmytc ofhvjlutybkb
tc vjltkb&
trjyjvbrfib afh'jl ufdhwtkt,ekb vjltkt,bf fy flbwbehb vjltkb^
hjvkbc afhukt,ibw lhjb'b vorhbdbc vybidytkj,f t-eh vjvtynib (fqybidyf – Y t )
ufycfpqdhekbf hjujhw fv rjvgjytynt,bc ]fvb
Y t = T t +C t +S t +R t ,
fylf veknbgkbrfwbehb vjltkb^ hjvkbc afhukt,ibw Y t -c utythbht,f [lt,f rjvgj-
ytynt,bc uflfvhfdkt,b'
Y t = T t ×C t ×S t ×R t .
veknbgkbrfwbehb vjltkb ufycfre'ht,b' vjcf[th[t,tkbf lhjb'b
vorhbdbc fyfkbpbcf'dbc^ vbcb rjvgjytynt,fl lfikbcf'dbc lf itvlujvib xdtyb
ufy[bkdf itt[t,f v[jkjl fv vjltkc&
fd[cyf' tc vjltkb [tkjdyehb lhjb'b vorhbdbc fut,b' bv gbhj,b'^ hjv
vbcb rjvgjytynt,b vjwtvekbf& vbkbjyt,ib ufvj[fnekb gbhj,b'b cfwfkj
cfmjykbc uf.bldbc vjwekj,bcf'dbc&
uf.blekb cfmjykbc hfjltyj,f
(vbkbjyt,ib)
Yt=Tt
4
0.2
3 lhjbc 1
gthbjlb
2
1
| | | | | | | | | | | | | | | | | | | | | | lhj
pupipupipupipupipupipup t
1986 1987 1988 1989 1990
yf[& 19.6. nhtylbc [fpb (upip – ufpfa[ekb^ pfa[ekb^ itvjlujvf^ pfv'fhb)

gbhdtk hbuib itdybiyj'^ hjv nhtylbc [fpb ohatf (ohabdb nhtylb)& tc

ohat vbudb'b't,c^ hjv 1986 okbc I rdfhnkbc lfcfo.bcib uf.blekb cfmjykbc
hfjltyj,f b.j 1 vbkbjyb lf .jdtk vjvltdyj rdfhnfkib uf.blekb cfmjykbc
hfjltyj,f bphlt,jlf 0.2 vbkbjyb' lf 1988 okbc pfa[ekbcf'dbc ufbpfhlf 3
vbkbjyfvlt&
19 LHJB"B VORHBDT<B 545

f[kf ufydb[bkj' wbrkehb shfj,bc C t -c ptvjmvtlt,f (ufdktyf) lhjb'

vorhbdpt& tc rjvgjytynf fqothc ghjlemwbbc uf.bldbc vjwekj,bc h[tdfc nhtylbc
[fpbc vbvfh' fotdfc rfhu okt,ib lf lfotdfc efhtc okt,ib& wbrkeh tatmnc
ufvjd[fnfd' nhtylbc ghjwtynt,ib& vfufkb'fl C t =150% ybiyfdc^ hjv Y t =T t ×1.5,
C t =50% bvfc^ hjv Y t =T t ×0.5, [jkj C t =100% ybiyfdc^ hjv lhjb'b vorhbdbc
vybidytkj,f tv'[dtdf nhtylbc vybidytkj,fc Y t =T t (itdybiyj'^ hjv fv yf,b]pt
buekbc[vt,f^ hjv lhjb'b vorhbdb v[jkjl fv jhb rjvgjytynbcfufy itlut,f)&
wbrkehb shfj,bc rjvgjytynf Ct (a) Yt uf.bldbc vjwekj,f (b)
(Tt-c ghjwtynt,ib) Yt=Tt×Ct
5
150 4.5
4 Tt
100 3
50 2
1
0 | | | | |
pi t | | | | |
1988 pi t
yf[& 19.7. (a) wbrkehb rjvgjytynf lf (b) nhtylbcf lf wbrkehb rjvgjytynbc rjv,byfwbf
1988 okbc pfa[ekbcf'dbc C t =150%, T t =3 (vbkbjyb), Y t =3×1.5=4.5

f[kf ufdb'dfkbcobyj' ctpjyehb tatmnb& ctpjyehb tatmnb fhbc

nfkqbct,ehb shfj,f nhtylbcf lf wbrkehb rjvgjytynbc rjv,bybht,b' vbqt,ekb
ljybc vbvfh'& uf.bldbc vjwekj,f fv ljybc ptdb'ff fmnbehb ctpjybc ufyvfdkj,fib
lf tidt,f fv ljytpt lf,kf gfcbehb ctpjybc gthbjlib& 'e ajhvfkehfl nhtylbcf
lf wbrkehb rjvgjytynbc rjv,bybht,b' vbqt,ek ljytc deojlt,' @yjhvfkehc#^
vfiby ctpjyehb tatmnb ufvjbcf[t,f @yjhvfkehb# ljybc ghjwtynt,ib lf vfc
tojlt,f ctpjyehb byltmcb S t & vfufkb'fl^ S t =60% ybiyfdc Y t =T t ×C t ×0.6 lf f&i&
ctpjyehb byltmcb St (a) Yt (vbkbjyt,ib) (b)
(Tt×Ct)-c ghjwtynt,ib Tt×Ct
150 uhstkdflbfyb
4.5 uf.bldf

100
2.7
60
50
pi t pi t
1988 1988
T t ×C t =3×1.5=4.5, T t ×C t ×S t =3×1.5×0.6=2.7
yf[& 19.8. (a) ctpjyehb byltmcb [tkjdyehb lhjb'b vorhbdbcf'dbc
(b) rjv,bybht,ekb nhtylb^ wbrkehb lf ctpjyehb rjvgjytynt,b

xdty lfudhxf vtj'[t – itv'[dtdb'b fye fhfhtuekfhekb rjvgjytynbc

xfh'df [tkjdyehb lhjb'b vorhbdbc rjv,bybht,bc ghjwtcib& 'e rdkfd @yjhvfkeh#
ljytl xfd'dkb' obyf tnfgpt fut,ek lhjb' vorhbdc^ vfiby fhfhtuekfhekb
546

rjvgjytynf R t ufvjbcf[t,f fv ljybc ghjwtynt,ib& th'-th'b itcfskj htfkbpfwbf

fct'b rjvgjytynbcf vjwtvekbf mdtvj' vj.dfybk yf[fppt& vfufkb'fl^ 'e R t =97%^
udtmyt,f Y t =T t ×C t ×S t ×0.97, R t =50% ybiyfdc^ hjv Y t =T t ×C t ×S t ×0.5& vfufkb'fl^ 1988
okbc pfa[ekbcf'dbc T t =3, C t =150%, S t =60%, R t =97%. fvbnjv%
Y t = 3×1.5×0.6×0.97 = 2.619.
fhfhtuekfhekb dfhbfwbbc Rt rjvgjytynf
(Tt×Ct×St)-c ghjwtynt,ib

100

97

p i t

yf[& 19.9. fhfhtuekfhekb (itv'[dtdb'b) akemnefwbbc rjvgjytynf

cf,jkjjl^ chek lhjb' vorhbdc tmyt,f itvltub cf[t%

Y t =T t ×C t ×S t ×R t =3×1.5×0.6×0.97=2.619
chekb lhjb'b vorhbdb Yt

2.619

p i t
1988
yf[& 19.10. gbhj,b'b cfmjykbc uf.bldbc vjwekj,bc chekb [tkjdyehfl rjv,bybht,ekb
lhjb'b vorhbdb

ghfmnbrfib cfmvt udfmdc it,heyt,ek fvjwfyfc'fy& xdtyb vbpfybf fhf lhjb'b

vorhbdbc fut,f vbcb itvflutytkb yfobkt,bc vb[tldb'^ fhfvtl lhjb'b vorhbdblfy
vbcb rjvgjytynt,bc ufvj.jaf lf fvbc cfaesdtkpt ghjuyjpbht,bc ntmybrbc
lfveifdt,f&
eylf fqdybiyj'^ hjv veknbgkbrfwbehb eh'bth'rfdibhb (veknbgkbrf-
wbehb vjltkb) itbskt,f ptlvtnfl ufvfhnbdt,ekb fqvjxyltc& lhjb'b vorhbdbc
pjubth'b vjltkb^ ufhlf ptdb' fqothbkb j'[b rjvgjytynbcf^ itbwfdc lfvfnt,b'
afmnjht,c& vfufkb'fl^ xdty itudbskbf lfdeidf'^ hjv Y t lfvjrblt,ekbf vbc
ofhcek vybidytkj,t,ptw^ cf[tklj,h Y t-1 -pt&
pjubth'b vjltkb^ hjvtkbw ufvjb.tyt,f lhjb'b vorhbdt,bc
fyfkbpbcf'dbc^ lhjb'b vorhbdbc .jafmwtdfc [cybc v[jkjl vbc ofhcek
vybidytkj,t,pt lf.hlyj,b'^ c[df cbn.dt,b' hjv d'mdf'^ vbcb ofhcekb .jafmwtdb'^
19 LHJB"B VORHBDT<B 547

wbrkehb lf ctpjyehb rjvgjytynt,bc ufvj.jabc ufhtit& fv nbgbc vjltkt,c xdty

fqdoth' vjudbfyt,b'&
fv yfobkib rb .ehflqt,fc itdfxtht,' veknbgkbrfwbeh vjltkpt lf vbc
cfaesdtkpt xfdfnfht,' lhjb'b vorhbdbc fyfkbpc&
itdf]fvj'^ uhfabrekfl^ lhjb'b vorhbdbc veknbgkbrfwbehb vjltkbc
fyfkbpbc itltut,b&

Tt=3

Ct=150

t
100

100 t

St=60

100
t
It=97

Yt=
2.619

yf[& 19.11. c[dflfc[df rjvgjytynbc ptllt,b' itlutybkb [tkjdyehb lhjb'b vorhbdb

548

§ 3. LHJB"B VORHBDBC FYFKBPB RKFCBREH

VJLTKPT LF>HLYJ<B"
nhtylbc fyfkbpbc vbpfybf bct'b obhbc (nhtylbc vhelbc) ithxtdf^ hjvtkbw
fltrdfnehfl fcf[fdc lhjb'b vorhbdbc shfj,bc sbhb'fl ntyltywbfc lhjbc
[fyuhskbd gthbjlib (lhjbc cfrvfjl uhstk bynthdfkib)& nhtylbc rjvgjytynf
ufycfre'ht,b' vybidytkjdfybf ghjuyjpbht,bcf'dbc&
nhtylb itbskt,f b.jc ohabdb fy fhfohabdb^ vfufkb'fl gjkbyjvehb^
kjufhb'vekb^ tmcgjytywbfkehb lf c[df& nhtylbc ufvj.jaf sbhb'flfl
htuhtcbekb fyfkbpbc vt'jlt,b' [lt,f& lhjb'b vorhbdbc itv'[dtdfib uf,ytdbc
lbfuhfvbc hjkc fchekt,c lhjb'b vorhbdbc uhfabrekb ufvjcf[ekt,f^ hjvtkbw
udbmvybc cfo.bc ofhvjlutyfc^ bvbc 'fj,fpt 'e hf nbgbc vjltkb eylf ufvjdb.tyj'&

UHSTKDFLBFYB NHTYLBC OHABDB VJLTKB& 'e xdty ddfhfelj,' hjv

uhstkdflbfyb nhtylb ohabdbf^ c[df cbn.dt,b' hjv d'mdf'^ bub lhjib velvbdb
cbxmfhb' bwdkt,f^ eylf ufvjdb.tyj' vjltkb
Y t = β 0 +β 1 t+ε t ,
cflfw ε t itv'[dtdb'b [vfehbf& w[flbf^ hjv lhjbc th'tekib nhtylbc wdkbkt,bc
cblblt β 1 -bc njkbf&
[ibh itv'[dtdfib lfidt,f^ hjv nhtylbc wdkbkt,bc cbxmfht velvbdbf^ fhf-
htfkehbf& 'e lfdfrdbhlt,b'^ lhjb'b vorhbdbc htfkbpfwbt,c^ itbskt,f fqvj-
xyltc^ hjv fhfohabdb vjltkt,b eahj vjcf[th[t,tkbf& tc ybiyfdc^ hjv lhjb'b
vorhbdbc wdkbkt,bc cbxmfht lhjib wdfkt,flbf& rthsjl^ 'fdfl cbxmfht itbskt,f
fqvjxyltc phlflb fy rkt,flb^ fylf lhjbc hfqfw vjvtynib phlflb cbxmfht
itbwdfkjc rkt,flb cbxmfhb'& mdtvj' vj.dfybkb yf[fpt,b fqothc fv cbnefwbt,c&
Yt
Yt Yt

Yt bphlt,f phlflb cbxmfhb' Yt rkt,flbf rkt,flb cbxmfhb' phlf phlflb phlf rkt,flb
cbxmfhb' cbxmfhb'

yf[& 19.12.

fhfohabdb nhtylt,b itbskt,f fqbothjc gjkbyjvehb^ kjufhb'vekb lf

c[df fhfohabdb vjltkt,b'&

GJKBYJVEHB VJLTKB& gjkbyjvehb vjltkt,b fqbotht,f hfbvt hbubc

gjkbyjvt,bc vtidtj,b'% Y t ufvjbcf[t,f t wdkflbc hfbvt p>1 hbubc gjkbyjvb'&
vjdb.dfyj' p=2 itv'[dtdbc vfufkb'b%
19 LHJB"B VORHBDT<B 549

Y t = β 0 +β 1 t+β 2 t2+ε t ;

yf[& 19.13. gjkbyjvehb vjltkb

UHSTKDFLBFYB NHTYLBC KJUFHB"VEKB VJLTKB& kjufhb'vekb fye

tmcgjytywbfkehb vjltkb ufvjb.tyt,f bct'b lhjb'b vorhbdbc fqcfothfl^ hjvtkbw
fdktyc tmcgjytywbfkeh phlfc (fy rkt,fc)&
Y t = β 0 (β 1 )t ε t , fy Y t = β 0 (β 1 )–t ε t ,
cflfw β 1 .jdtk'dbc lflt,b'bf^ fvfc'fy gbhdtkb vjltkb ittcf,fvt,f
tmcgjytywbfkeh phlfc^ vtjht rb – rkt,fc&

NHTYLBC UFVJ>JAF EVWBHTC RDFLHFN"F VT"JLB"& nhtylbc fyfkbpb

fye nhtylbc ufvj.jaf itcfskt,tkbf htuhtcbekb fyfkbpbc vt'jlt,bc
ufvj.tyt,b'& fv itv'[dtdfib^ lfvjerblt,tk wdkflfl xfb'dkt,f lhjb'b wdkflb^
[jkj lfvjrblt,ek wdkflfl rb – t-eh vjvtynib lhjb'b vorhbdbc vybidytkj,f&
htuhtcbekb fyfkbpbcflvb vbsqdybk 'fdt,ib ufy[bkekb itv'[dtdt,bcfufy
ufyc[dfdt,b'^ lhjb'b vorhbdt,bc fyfkbpb htuhtcbekb fyfkbpbc vt'jlt,bc ufvj.t-
yt,b' ufhrdtekfl itvjafhukekbf& tc ufygbhj,t,ekbf bvb'^ hjv lfidt,t,b^ hjv-
kt,bw ufvjb.tyt,f htuhtcbek fyfkbpib cnfnbcnbrehb lfcrdyt,bc vbcfqt,fl^
lhjb'b vorhbdt,bc itv'[dtdfib [ibhfl fh cheklt,f& ituf[ctyt,' hjv tc lfidt,t-
,bf% itwljvt,bc^ ε t -t,bc^ lfvjerblt,kj,f^ yjhvfkehj,f lf /jvjcrtlfnehj,f&
fvhbufl^ lfcrdyt,bc cnfnbcnbrehb cfbvtljj,bc itafct,f [ibhfl fh [th[lt,f&
hjujhw ohabdb^ fctdt gjkbyjvehb nhtylbc ufycfpqdhf evwbhtc
rdflhfn'f vt'jlb' (fye hfw bubdtf^ htuhtcbbc ufynjkt,bc rjtabwbtynt,bc
ufycfpqdhf evwbhtc rdflhfn'f vt'jlb') cfdct,b' bltynehbf fqybiyek 'fdib
vj.dfybkb vt'jlt,bcf^ bctdt^ hjujhw itcf,fvbcb cnfnbcnbrehb lfcrdyt,bc
ufrt't,f^ bv itv'[dtdfib^ hjltcfw htuhtcbekb fyfkbpbc lfidt,t,b cheklt,f&
vfufkb'bcf'dbc^ ufydb[bkj' kjufhb'vekb fye tmcgjytywbfkehb vjltkbc
itv'[dtdf%
Y t = β 0 (β 1 )t ε t ,
hjvtkbw fldbkfl lfb.dfyt,f bct' ajhvfvlt^ hjvtkbw vjudwtvc htuhtcbekb
fyfkbpbc ufvj.tyt,bc itcfskt,kj,fc& tc lf.dfyf [lt,f ufkjufhb'vt,b'&
logY t = logβ 0 +(logβ 1 )t+logε t ,
,jkj ufynjkt,f itbskt,f xfbothjc htuhtcbekb fyfkbpbcf'dbc eahj
vjcf[th[t,tkb ajhvb'
550

Yt' = β '0 + β1' t + ε t' , t=0,1,2,...,n.

fv ufynjkt,blfy erdt fldbkfl ufybcfpqdht,f htuhtcbbc rjtabwbtynt,b
n 1 n n '
∑ tYt −
'
∑ t ∑ Yt ∧
∧
n t =1 t =1 1 n ∧
β 1' = t =1 , β '0 = Y ' −  ∑ t  β 1' .
n 1 n 
2
 n t =1 
∑ t − n ∑ t 
2
t =1  n t =1 

NHTYLBC UFYCFPQDHBC VFUFKB"T<B C{DFLFC{DF NBGBC VJYFWTVT<B-

CF"DBC&
ohabdb nhtylb& ohabdb nhtylbc ufycfpqdhf 19.3 w[hbkib vj.dfybkb fii-
ib lfcfmvt,ek gbh'f hfjltyj,bc vfufkb'pt udfmdc
Y t = β 0 +β 1 t+ε t ;
∧ ∧
β 1 =1.68, β 0 =95.35.
fvhbufl^ ohabdb htuhtcbbc ufynjkt,f^ vbqt,ekb evwbhtc rdflhfn'f vt'jlb' fct
ufvjb.eht,f
∧
Y t =95.35+1.68t.
vjdb.dfyj' itcf,fvbcb uhfabrt,b&

130 – ∧
128.95 Y t =95.35+1.68t
125 –

120 –
nhtylbc
115 – ohat
afmnj,hbdb
110 – vorhbdb

105 –

100 –

95 | | | | | | | | | | | | | | | | | | | | | | | |
0 2 4 6 8 10 12 14 16 18 20
yf[& 19.14. w[hbkb 19.2-bc vjyfwtvt,bc itcf,fvbcb uhfabrb lf ohabdb nhtylb

GJKBYJVEHB NHTYLB& d'mdf' th' cek vjcf[ktpt kelbc okbehb

vj[vfht,f (ufvjcf[ekb kbnht,ib) vjbwtvf itvltub w[hbkb'%
19 LHJB"B VORHBDT<B 551

w[hbkb 19.5
kelbc okbehb vj[- kelbc okbehb vj[-
otkb t vfht,f (kbnhj,b') 1 otkb t vfht,f (kbnhj,b') 1
cek vjcf[ktpt (Y t ) cek vjcf[ktpt (Y t )
1965 1 110.3 1979 15 130.8
1966 2 110.4 1980 16 132.3
1967 3 113.1 1981 17 129.3
1968 4 116.9 1982 18 128.6
1969 5 120.5 1983 19 121.7
1970 6 123.7 1984 20 117.8
1971 7 125.8 1985 21 114.5
1972 8 125.7 1986 22 115.5
1973 9 129.5 1987 23 111.3
1974 10 138.9 1988 24 110.8
1975 11 140.4 1989 25 113.1
1976 12 137.4 1990 26 111.6
1977 13 135.0 1991 27 108.2
1978 14 134.5

fv w[hbkbc itcf,fvbcb uhfabrb vbudb'b't,c (b[& yf[& 19.15)^ hjv

uhstkdflbfy nhtylc rfhufl fqothc vtjht hbubc fye rdflhfnekb vjltkb
Y t = β 0 + β 1 t + β 2 t2 + ε t ;

kelbc vj[vfht,f
160
140
120
100
Y=104.9+4.1961t–0.1603t2
80
60
40
20
0
1 3 5 7 9 11 13 15 17 19 21 23 25 27
yf[& 19.15. w[hbkb 19.5-bc vjyfwtvt,bc itcf,fvbcb uhfabrb lf gjkbyjvehb nhtylbc vhelb

obyf 'fdt,ib vjwtvekb ajhvekt,bc cfaesdtkpt (fylf rjvgbenthekb

ghjuhfvt,bc hjvtkbvt gfrtnbc ufvj.tyt,b') fldbkb ufvjcf'dktkbf^ hjv
∧ ∧ ∧
β 0 =104.90, β 1 =4.1961, β 2 = –0.1603
552

lf (R2,F,t) cnfnbcnbrfc cfaesdtkpt itbskt,f bvbc lfcrdyf^ hjv gjkbyjvehb

vjltkb rfhu 'fy[vj,fibf vjyfwtvt,'fy lf fvhbufl^ htuhtcbbc ufynjkt,ff
∧
Y t =104.90+4.1961t–0.1603t2.
htuhtcbbc vbqt,ekb ufynjkt,f itbskt,f ufvjdb.tyj' ghjuyjpbht,bc
vbpyb' (bctdt^ hjujhw htuhtcbek fyfkbpib)& vfufkb'fl^ 'e udbylf ufydcfpqdhj'^
hjujhb bmyt,f kelbc vj[vfht,f 1992 okbcf'dbc (t=28) eylf ufvjd'dfkj'
∧
Y t =104.90+4.1961⋅28–0.16⋅(28)2 = 96.75.
htfkehb vj[vfht,f 1992 otkc rb b.j 101.9 kbnhb&

kjufhbsvekb fye tmcgjytywbfkehb nhtylb& ufydb[bkj' w[hbkb^

hjvtkbw fcf[fdc fii-ib fdbf-[fpt,b' vjupfeh'f hbw[dc 1964–1987 okt,ib&

w[hbkb 19.6. fdbfvupfdh'f okbehb hfjltyj,f 1964–1987 okt,ib&

fdbfvupfdh'f fdbfvupfdh'f
otkb t hfjltyj,f otkb t hfjltyj,f
(vbkbjyt,ib) (vbkbjyt,ib)
1964 0 60.5 1976 12 160.5
1965 1 69.9 1977 13 172.2
1966 2 79.4 1978 14 196.1
1967 3 97.2 1979 15 211.6
1968 4 118.8 1980 16 222.0
1969 5 126.3 1981 17 205.4
1970 6 122.9 1982 18 208.4
1971 7 124.3 1983 19 223.7
1972 8 136.6 1984 20 242.4
1973 9 144.8 1985 21 268.4
1974 10 148.0 1986 22 300.9
1975 11 147.4 1987 23 394.2

eiefkj ufvj'dkt,b' itbskt,f lfdhoveylt'^ hjv

∧ ∧
β 0 =77.64, β 1 =1.063.
lf fvhbufl

∧
Y t =77.64(1.063)t.

vbqt,ekb nhtylbc vhelb lf htfkehb vjyfwtvt,bc fvcf[dtkb uhfabrb

vjwtvekbf mdtvj' vj.dfybk yf[fppt&
19 LHJB"B VORHBDT<B 553

Yt vupfdh'f okbehb hfjltyj,f

400 –

350 –
nhtylbc vhelb
250 – ∧
Y t =77.64(1.063)t
200 –

150 –

100 –
htfkehb
50 – vjyfwtvt,b

| | | | | | | | | | | |
0 2 4 6 8 10 12 14 16 18 20 22 24 t
yf[& 19.16. tmcgjytywbfkehb nhtylb lf htfkehb vhelb fdbfvupfdh'f hfjltyj,bcf'dbc

WBRKEHB TATMNBC ITAFCT<F& aeylfvtynehb ufyc[dfdt,f wbrkeh

tatmncf lf ctpjyeh dfhbfwbt,c ijhbc vlujvfhtj,c ufycf[bkfdb lhjb'b gthbjlbc
cbuhstib& hjujhw erdt df[ctyt'^ wbrkehb dfhbfwbt,bc gthbjlb 1 otkboflpt
vtnbf^ vfiby hjwf ctpjyehb dfhbfwbt,bc gthbjlt,b 1 otkpt yfrkt,bf& ufhlf fvbcf^
ctpjyehb tatmnt,b fldbkfl ghjuyjpbhlt,f^ [jkj wbrkehb dfhbfwbt,b (rfhufl
wyj,bkb cfmvbfyb lf trjyjvbrehb wbrkt,bc ufvjrkt,b') fh tmdtvlt,fht,f
ghjuyjpbht,fc& vbe[tlfdfl fvbcf^ wbrkt,bc bpjkbht,f itcfskt,tkbf&
xdty fqdoth' ghjwtlehfc^ hjvtkbw ufvjb.tyt,f wbrkehb tatmnt,bc
cfbltynbabrfwbjl lf tc ghjwtlehf itlut,f cfvb tnfgbcfufy lf fqbotht,f
itvltuyfbhfl%

1. htuhtcbekb fyfkbpbc vtidtj,b' ufybcfpqdht,f nhtylbc vhelb*

∧
2. lhjbc .jdtkb t gthbjlbcf'dbc ufvjb'dkt,f nhtylbc vybidytkj,f Y t *
∧
/
3. nhtylbc ghjwtynekb afhlj,f fhbc cblblt (Y t Y t )⋅100.

cfbkecnhfwbjl vjdb.dfyj' vfufkb'b& tmcgjhnbc cblblt .jdtkb

mdt.ybcf'dbc th'-th'b sbhb'flb trjyjvbrehb vfxdtyt,tkbf& itvltub w[hbkb'
vjwtvekbf fdcnhfkbbc tmcgjhnbc vjwekj,f (vbkbjy ljkfht,ib) 20 abyfycehb
okbc vfysbkpt 1973–1992 okt,ib&
dbuekbc[vj'^ hjv nhtylb ohabdbf lf ufvjd'dfkj' nhtylbc ghjwtynekb
afhlj,f .jdtkb okbcf'dbc&
nhtylbcf lf nhtylbc ghjwtynekb afhlj,bc ufvjcf'dktkfl itbskt,f
ufvj.tyt,ekb bmyfc yt,bcvbthb cnfylfhnekb cnfnbcnbrehb gfrtnb&
554

w[hbkb 19.7. fdcnhfkbbc tmcgjhnb 1973–1992 okt,ib& nhtylb lf nhtylbc ghjwtynekb

afhlj,f&

tmcgjhnb ∧ ghjwtynekb afhlj,f

otkb t nhtylb Y t ∧
($ vbkbjyt,ib) (Y t / Y t )⋅100
1973 1 20 040 17 024.10 129.4635
1974 2 20 686 18 748.22 110.3358
1975 3 22 600 20 272.33 110.3929
1976 4 23 468
1977 5 25 070 lf f&i&
1978 6 27 225
1979 7 28 135
1980 8 28 216
1981 9 30 606
1982 10 35 275
1983 11 36 735
1984 12 40 460
1985 13 43 670
1986 14 43 966
1987 15 40 469
1988 16 43 670
1989 17 43 966
1990 18 47 063
1991 19 52 608
1992 20 57 510

d'mdf'^ cfzbhj ufvj'dkt,b erdt xfnfht,ekbf lf vbdbqt'^ hjv

∧
Y t =15300+1724.1 t.
yf[fpb^ hjvtkbw mdtvj'ff vjwtvekb^ fcf[fdc htfkehb vjyfwtvt,bcf lf
nhtylbc ohabc uhfabrt,c&

Yt (f'fcj,b' vbkbjyb)
56 –
51 –
∧
46 – Y t =15.3+17.24.1t
41 –
36 –
31 – tmcgjhnb
26 –
21 –
16 –
| | | | |
0 4 8 12 16 20 t
yf[& 19.17. htfkehb lhjb'b vorhbdb lf nhtylbc ohat
19 LHJB"B VORHBDT<B 555

ghj,ktvf^ vlujvfhtj,c bvfib^ hjv itdskj' itv'[dtdb'b dfhbfwbt,bcf lf

wbrkehb vjshfj,bc th'vfyt'bcfufy ufhxtdf& 'e fqvjxylf^ hjv ghjwtynekb
afhlj,bc 100%-bc ptvj' lf mdtvj' vjmwtdf fnfht,c itv'[dtdb' [fcbf'c^ vfiby
itudbskbf lfdfcrdyf'^ hjv vbcb ufvjvodtdb vbptpb itv'[dtdb'j,ff lf fhf
wbrkehj,f& obyffqvltu itv'[dtdfib^ hjltcfw tc lf]ueat,f htuekfhekbf^ xdty
itudbskbf xfd'dfkj'^ hjv flubkb fmdc wbrkbehj,fc&
xfdfnfhj' fct'b [fcbf'bc rdktdf vj.dfybkb vfufkb'bcf'dbc& fv vbpyb'
fdfuj' nhtylbc ghjwtynekb afhlj,bc lhjpt lfvjrblt,ekt,bc uhfabrb

nhtylbc ghjwtynekb afhlj,f

130 –

120 –

110 –

100 –

90 –

80 | | | | |
0 4 8 12 16 20 t
yf[& 19.18. nhtylbc ghjwtynekb afhlj,f

fv yf[fppt lfbrdbhdt,f cfrvfjl fhfhtuekfhekb [fcbf'bc wbrkehb

dfhbfwbt,b 'evwf [ibhfl wbrkehb dfhbfwbt,bc fhct,j,f tzdc fh bodtdc^ vfuhfv
wbrkehb dfhbfwbt,b vtnbcvtnfl fhfhtuekfhekb [fcbf'bcff lf ofhvjmvybc
cbsytktt,c ghjuyjpbht,bc fvjwfyt,ib& tc cbsytktt,b lfrfdibht,ekbf ghjuyjpbc
cbpecntc'fy& fhct,j,c fct'b nbgbc ghjwtct,bc ghjuyjpbht,bc vt'jlt,b^
hjvkt,bw rfhuflff ufydb'fht,ekb^ vfuhfv hjvtk'f itcofdkf fh ofhvjflutyc
xdtyc fvjwfyfc^ hflufyfw vjb'[jdc cfrvfjl h'ekb ntmybrbc akj,fc& xdty
lfdrvf.jabklt,b' v[jkjl wbrkehb tatmnt,bc fqvjxtyb'f lf itafct,b'&

UFUKEDT<BC NTMYBRF& VWJWFDB CFIEFKJ& itv'[dtdb'b fye fhfhtuekf-

hekb rjvgjytynbc fhct,j,f lhjb' vorhbdib [ibhfl afhfdc c[df rjvgjytynt,c^
hfw fsytkt,c vf' fyfkbpc& itv'[dtdb'b rjvgjytynbc ufvjhbw[dbc th'-th'b
.dtkfpt vfhnbdb upf fhbc lhjb'b vorhbdbc ufukedt,f&
xdty vjdb.dfy' lhjb'b vorhbdbc ufukedt,bc th' vt'jlc% vwjwfdb
cfiefkjc vt'jlc&
ufukedt,bc ntmybrf& nhtylbc wyt,fib xflt,ekbf bc fhct,b'b ufhtvjt,f^ hjv
cfrvfjl uhstkb lhjbc bynthdfkib ufy[bkekb shfj,f ofhvjudblut,f
ufukedt,ekfl& tc bvfc ybiyfdc^ hjv nhtylbc itcf,fvbcb rjvgjytynf itbskt,f
ofhvjlutybkb bmyfc hfbvt gjkbyjvbc cf[b'%
y t = a 0 +a 1 t+⋅⋅⋅+ a p t p.
556

'e gjkbyjvbc hbuc p-c cfrvfjl lblc fdbqt,'^ vbdbqt,' lhjb'b vorhbdbc
ofhvjlutyfc bct'b cbpecnb'^ hjujhw xdty udcehc&
cfrvfjl fhfhtuekfhekb lhjb'b vorhbdt,bc ufukedt,fc (vfufkb'fl^
hjujhbwff mdtvj' vj.dfybk yf[fppt ofhvjlutybkb lhjb'b vorhbdb) tcfzbhjt,f
sfkbfy vfqfkb hbubc gjkbyjvb fy gjkbyjvpt eahj h'ekb aeymwbf&

yf[& 19.19. nhtylbc ghjwtynekb afhlhj,f

vfhnbdb vwjwfdb cfiefkj& vfhnbdb vwjwfdb cfiefkjc fut,f ybiyfdc

itvltuc% fbqt,f lhjb'b vorhbdbc gbhdtkb m otdhb (Y 1 ,...,Y m ) (d'mdf'^ m rtynbf)^
ufvjb'dkt,f vf'b fhb'vtnbrekb cfiefkj lf tc vybidytkj,f vbtotht,f ufy[bkekb
lhjbc vjyfrdt'bc ief othnbkc^ m2+1 -c& itvltu fbqt,f (Y 2 ,...,Y m+1 ) otdht,b^
ufvjb'dkt,f vf'b fhb'vtnbrekb cfiefkj^ hjvkbc vybidytkj,f vbtotht,f lhjbc
fv vjyfrdt'bc ief othnbkc m2+3 -c& tc ghjwtlehf ufuhstklt,f lhjb'b vorhbdbc
chek fvjoehdfvlt& vfufkb'fl^ 'e m=3 (3 gthbjlbfyb vwjwfdb cfiefkj)^
ufvjb'dkt,f
1 3 1
∑ Yi = (Y 1 +Y 2 +Y 3 ),
3 t =1 3
ufvj'dkbkb vybidytkj,f vbtotht,f t=2 othnbkc& itvltu fbqt,f Y 2 , Y 3 , Y 4 ^
ufvjb'dkt,f
1
(Y 2 +Y 3 +Y 4 )
3
lf itcf,fvbcb vybidytkj,f vbtotht,f t=3 othnbkc lf f&i& cfyfv lhjb'b vorhbdb fh
fvjboeht,f&
w[flbf^ hjv hfw eahj vjrkt gthbjlbfy vwjwfd cfiefkjc fdfut,'^ vb'
eahj vwbhtf ufukedt,bc [fhbc[b lf gbhbmb'& t&b& hfw eahj lblbf m^ vb' eahj
vfqfkbf lhjb'b vorhbdbc ufukedt,bc [fhbc[b& tc fb[cyt,f bvb'^ hjv itcfrht,'f
lblb hfjltyj,bc fhb'vtnbrek cfiefkjc fqt,f fmhj,c lhjb'b vorhbdbc
wfkrtekb otdhbc ufdktyfc&
vjdb.dfyj' hbw[db'b vfufkb'b& mdtvj' vj.dfybkb w[hbkb fcf[fdc
uf.blekb ,typbybc hfjltyj,fc^ ufvjcf[ekc kbnht,ib^ rdfhnfkt,bc vb[tldb'
1989–1992 okt,ib&
19 LHJB"B VORHBDT<B 557

w[hbkb 19.8. ,typbybc rdfhnfkehb uf.bldf 1989–1992 okt,ib

uf.bl& ,typ&
otkb rdfhnfkb hfjltyj,f 3-rdfhn 5-rdfhn
t vwjw& cfi vwjw& cfi
(10000 k)
1 1989 1 30 – –
2 2 37 45.7 –
3 3 61 52.0 42.6
4 4 58 45.7 46.0
5 1990 1 18 44.0 55.0
6 2 56 52.0 48.2
7 3 82 55.0 44.8
8 4 27 50.0 55.0
9 1991 1 41 45.7 53.6
10 2 69 53.0 50.4
11 3 49 61.3 55.8
12 4 66 56.3 56.0
13 1992 1 54 54.0 60.2
14 2 42 62.0 63.6
15 3 90 66.0 –
16 4 66 – –

3-rdfhnkbfyb (3-gthbjlbfyb) vwjwfdb cfiefkjc ufvj'dkf& fbqt,f gbhdtkb

cfvb otdhbc fhb'vtnbrekb cfiefkj^
30 + 37 + 61
= 45.7
3
tc vybidytkj,f vbtotht,f t=2 othnbkc* b'dkt,f vt-2^ vt-3 lf vt-4 otdht,bc cfiefkj
37 + 61 + 58
= 52.0
3
lf vbtotht,f t=3 othnbkc lf f&i&
5-rdfhnkbfyb vwjwfdb cfiefkjc ufvj'dkf%
30 + 37 + 61 + 58 + 18
= 42.6,
5
hfw vbtotht,f t=3 othnbkc^ [jkj
37 + 61 + 58 + 18 + 56
= 46.2
5
vbtotht,f t=4 othnbkc lf f&i&
558

100
3-rdfhnkbfyb vwjwfdb cfiefkj
80
htfkehb
60

40

20 5-rdfhnkbfyb vwjwfdb cfiefkj

0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16
yf[& 19.20. htfkehb lhjb'b vorhbdb^ 3 lf 5-rdfhnkbfyb vwjwfdb cfiefkjt,b

WTYNHBHT<EKB VWJWFDB CFIEFKJT<B& 'e m keobf^ vfufkb'fl^ m=4,

vfiby ]th ufvjb'dkt,f gbhdtkb 4 otdhbc fhb'vtnbrekb cfiefkj^ itvltu
lfo.t,ekb vtjht otdhblfy^ vjvltdyj 4 otdhbc fhb'vtnbrekb cfiefkj lf f&i&
gbhdtkb vf'ufyb vbtotht,f t=2 lf t=3-c ijhbc othnbkc^ vtjht t=3 lf t=4-c ijhbc
lf f&i& tc ofhvjmvybc vhfdfk ghj,ktvfc^ hjvtkbw itbwfdc uhfabrekb ufvjcf[dbc
cbh'ektcfw& wtynhbht,ekb vwjwfdb cfiefkj bsktdf fv ghj,ktvbc rjhtmnbht,bc
cfiefkt,fc& t=3-c vbtotht,f gbhdtkb jhb cfiefkjc fhb'vtnbrekb cfiefkj^ t=4
itvlujvb jhbc fhb'vtnbrekb cfiefkj lf f&i&
'e^ vfufkb'fl n=4^ vfiby vybidytkj,f
1
4
(Y 1 +Y 2 +Y 3 +Y 4 )

vbtotht,f t=2 lf t=3-c ijhbc vlt,fht othnbkc^ vybidytkj,f

1
4
(Y 2 +Y 3 +Y 4 +Y 5 )

vbtotht,f t=3 lf t=4-c ijhbc vlt,fht othbkc^ vybidytkj,f

1
4
(Y 3 +Y 4 +Y 5 +Y 6 )

t=4 lf t=5-c othnbkt,c ijhbc lf f&i& wtynhbht,ekb cfiefkj rb t=3-cf'dbc bmyt,f

1
2
( 14 (Y 1 +Y 2 +Y 3 +Y 4 )+ 14 (Y 2 +Y 3 +Y 4 +Y 5 ))

t=4-'dbc
1
2
( 14 (Y 2 +Y 3 +Y 4 +Y 5 )+ 1
4
(Y 3 +Y 4 +Y 5 +Y 6 ))
lf f&i&
cfbkecnhfwbjl vjdb.dfyj' vfufkb'b 20.4 w[hbkib vj.dfybkb vjyfwtvt-
,bcf'dbc
19 LHJB"B VORHBDT<B 559

w[hbkb 19.9. wtynhbht,ekb vwjwfdb cfiefkj&

lhjb'b 4-gthbjlbfyb
vorhbdb 4-gthbjlbfyb wtynhbht,ekb
t vwjwfdb cfiefkj
Yt vwjwfdb cfiefkj
1 15 – –
2 27 – –
3 20 19 –
4 14 21 20
5 25 17 19
6 11 – –

ufvjd'dfkj' 4-gthbjlbfyb wtynhbht,ekb cfiefkj ptvjvj.dfybkb otcbc

vb[tldb' t=3 othnbkib& vybidytkj,bc vjcfst,yfl eylf ufvjb'dfkjc itvltub
cblbltt,b%
1 1
4
(Y 1 +Y 2 +Y 3 +Y 4 ) = 4
(183+167+158+182) = 172.5;
1 1
4
(Y 2 +Y 3 +Y 4 +Y 5 ) = 4
(167+158+182+138) = 161.25;
172.5 + 161.25
= 166.87.
2
vwjwfdb cfiefkjc vybidytkj,f t=3 othnbkib (t=3 ittcf,fvt,f 92 otkc)
166.87-bc njkbf&
t=4 vbtotht,f vybidytkj,f%

1 161.25 + 166.87
2
( 14 ( Y 2 +Y 3 +Y 4 +Y 5 )+ 14 (Y 3 +Y 4 +Y 5 +Y 6 )) = = 164.06
2
lf ghjwtlehf uhstklt,f lhjb'b vorhbdbc chek fvjoehdfvlt&
wtynhbht,ekb cfiefkjc ufvj'dkf vjb'[jdc lfvfnt,b' ufvjrdktdt,c&
fvbnjv bhxtdty gthbjl'f rtyn hfjltyj,fc& vfuhfv^ pjubth' itv'[dtdfib cfzbhjf
vwjwfdb cfiefkjt,bc ufvj'dkf vfibyfw^ hjltcfw gthbjlt,bc hfjltyj,f^ m keobf&

TMCGJYTYWBFKEHB UFUKEDT<F& lhjb'b vorhbdt,bc ufukedt,bc vwjwfdb

cfiefkjt,bc vt'jlc jhb cthbjpekb yfrkb uffxybf& gbhdtkb vf'ufyb bcff^ hjv
lhjbc gthbjlt,c vorhbdbc 'fdcf lf ,jkjib fh vbtotht,f vybidytkj,t,b&
vfufkb'fl^ 7-gthbjlbfyb vwjwfdb cfiefkjc itv'[dtdfib dth vbdfoth'
vybidytkj,t,c t=1, 2, 3 lf 4^ t=(n–2), (n–1), n lhjbc vjvtynt,c^ 'e lhjb'b vorhbdb
itlut,f n otdhbcfufy& hjltcfw n vwbhtf^ tc byajhvfwbbc vybidytkjdfy lfyfrfhuc
bsktdf& vtjht yfrkb rb bcff^ hjv vwjwfdb cfiefkj @bdbo.t,c# lhjb'b vorhbdbc obyf
otdht,bc evtntcj,fc& vfufkb'fl^ 5-gthbjlbfyb vwjwfdb cfiefkjc vybidytkj,fpt
t=4 vjvtynib ufdktyfc f[ltyc vorhbdbc vt-2,3,4,5 lf 6-t otdht,b^ vfuhfv fh f[ltyc
ufdktyfc lhjb'b vorhbdbc vybidytkj,f t=1 vjvtynib^ t=5 vjvtynbcf'dbc vwjwfdb
cfiefkj @bdbo.t,c# gbhdtk lf vtjht lfrdbhdt,fc&
560

tc efh.jab'b v[fhtt,b fh uffxybf t&o& tmcgjytywbfkeh ufukedt,bc vt'jlc&

fv vt'jlb' ufukedt,ekb lhjb'b vorhbdb^ S t ufybcfpqdht,f htrehtynekb
ufynjkt,b'
S t = βY t +(1–β)S t–1 , t=2, 3, ... ,
cflfw β-c tojlt,f ufukedt,bc velvbdb^ 0≤β≤1, S 1 =Y 1 & fqybiyekb ufynjkt,bc
fvj[cyf vjudwtvc%
S t = βY t +β(1–β)Y t–1 +β(1–β)2Y t–2 +⋅⋅⋅+β(1–β)t–1Y 1 ,
t&b& S t -c ufvj'dkbcfc ufb'dfkbcobyt,f lhjb'b vorhbdbc .dtkf otdhb&
tmcgjytywbfkehb ufukedt,bc vt'jlpt xdty mdtvj'fw udtmyt,f cfe,fhb& fm
v[jkjl itdybiyfd'^ hjv β gfhfvtnhbc cblblt ufycfpqdhfdc ufukedt,bc [fhbc[c
lf itcfhxtdbf bvbclf vb[tldb'^ 'e hfvltyfl skbthb ufukedt,f udcehc& hfw eahj
vwbhtf β^ vb' eahj vfqfkbf ufukedt,bc [fhbc[b&
vfufkbsb 19.1. ufvjdb.tyj' tmcgjytywbfkehb ufukedt,bc vt'jlb β=0, 1-
bcf'dbc itvltub lhjb'b vorhbdbcf'dbc

t 1 2 3 4 5 6 7 8 9 10
Yt 12 18 16 24 17 16 25 21 23 14

(19.1)-bc 'fyf[vfl udtmyt,f% S 1 =12, S 2 =0.01⋅18+0.99⋅12=12.06,

S 3 =0.01⋅16+0.99⋅12.06=12.1, S 4 =0.01⋅24+0.99⋅12.1=12.22, lf f&i&

CTPJYEHB RJVGJYTYNBC FQHBW{DF& flht erdt fqdybiyt'^ hjv ctpjyehb

tatmnb ofhvjflutyc gthbjlek h[tdfc nhtylbc vbvfh'^ hjvkbc gthbjlbc cbuhst
th' otkpt yfrkt,bf% itbskt,f b.jc rdfhnfkb^ 'dt^ rdbhf lf lqtw rb& ctpjyehb
tatmnbc fqvjcfxtyfl fewbkt,tkbf^ hjv lhjb'b vorhbdb cfrvfjl @uhstkb# b.jc^
hf'f udmjyltc cfiefkt,f lfdfrdbhlt' .jdtkb ctpjybc hfvjltybvt]th ufvjxtyfc&
vfufkb'fl^ 'e gthbjlbc cbuhstf rdfhnfkb^ eylf ufudfxyltc lfrdbhdt,t,b
hfvltybvt okbc vfysbkpt&
ctpjyehb rjvgjytynbc fqcfhbw[fdfl ufvjb.tyt,f t&o& ctpjyehb byltmct,b^
hjvkt,bw ufvjbfyufhbit,f vbvltdhj,b' 4 tnfgfl&
1. ufvjb'dkt,f m-gthbjlbfyb vwjwfdb cfiefkj* fvfdt lhjc gthbjlt,bc hbw[db
eylf tv'[dtjltc ctpjyt,bc hfjltyj,fc otkboflib& vfufkb'fl^ 'e ctpjyehj,f
'dtt,bc vb[tldb'ff^ eylf ufvjb'dfkjc 12-gthbjlbfyb vwjwfdb cfiefkj (fv
lhjc^ hflufy gthbjlt,bc hfjltyj,ff 12^ eylf ufvjb'dfkjc wtynhbht,ekb
vwjwfdb cfiefkj)&
vwjwfdb cfiefkjc vt'jlb' ufukedt,ek lhjb' vorhbdib (fqybidyf% MA t )
fqfh fbcf[t,f ctpjyehb lf itv'[dtdb'b rjvgjytynt,b^ hxt,f v[jkjl nhtylb
lf wbrkehb rjvgjytynf%
MA t = T t ⋅C t .
19 LHJB"B VORHBDT<B 561

2. ufvjb'dkt,f afhlj,f
Tt T ⋅C ⋅ S ⋅ R
= t t t t = S t ⋅R t ,
MAt Tt ⋅ C t
hjvtkbw ofhvjflutyc ctpjyehb lf itv'[dtdb'b dfhbfwbt,bc cfpjvc&
3. .jdtkb ctpjybcf'dbc ufvjb'dkt,f obyf yf,b]pt ufvj'dkbkb afhlj,t,bc
cfiefkj& tc ufvjhbw[fdc itv'[dtdb'b rjvgjytynbc lbl yfobkc (vfuhfv fhf
v'kbfyfl)& vbqt,ekb cfiefkj ctpjyehb ufyc[dfdt,bc cfpjvbf&
4. ctpjyehb byltmct,b ofhvjflutyc obyf yf,b]pt .jdtkb ctpjybcf'dbc vbqt,ek
cfiefkjt,c^ v[jkjl bv itcojht,b'^ hjv cfiefkj byltmcb 1-bc njkb
ufvjdbltc& fvbcf'db 'b'jtekb byltmcb b.jaf .dtkf byltmcbc ]fvpt lf
vhfdklt,f 4-pt& ctpjyeh byltmc SI t cbv,jkj'b fqybiyfdty&

vfufkbsb 19.2. vjwtvekb lhjb'b vorhbdbcf'dbc (b[& w[hbkb 19.11)

ufvj'dkbkbf 4-gthbjlbfyb vwjwfdb cfiefkj lf ctpjyehb byltmct,b

w[hbkb 19.11
rdfhn nehbcn& hfjl& Y MA Y/MA
okt,b I II III IV I II III IV I II III IV
1987 5591 5414 6103 5777 – – 5748 5825– – 1.0618 0.9917
1988 5805 5821 6834 6340 5967 6129 6257 6325
0.9727 0.9497 1.0921 1.0024
1989 6266 5899 6551 6297 6299 6258 6259 0.9947
6301 0.9425 1.0465 0.9993
1990 6319 6178 6653 6322 6349 6364 6354 0.9953
6314 0.9706 1.0471 1.0012
1991 6207 5974 6712 6603 6296 6338 – 0.9858
– 0.9424 – –
cfiefkjt,b 0.9871 0.9513 1.0619 0.9987
byltmct,b 0.9873 0.9515 1.0622 0.9989

1. hflufy gthbjlt,bc hfjltyj,f keobf^ ufvj'dkbkbf 4-gthbjlbfyb wtynhbht-

,ekb vwjwfdb cfiefkjt,b MA t *
2. ufvj'dkbkbf afhlj,t,b Y t /MA t *
3. 'b'jtekb ctpjybcf'dbc ufvj'dkbkbf Y t /MA t afhlj,bc fhb'vtnbrekb
cfiefkjt,b^ hjvkt,bw vbothbkbf itcf,fvbcb cdtnt,bc mdtvj'*
4. ,jkj tnfgpt rb vbothbkbf byltmct,b&

eylf itdybiyj'^ hjv 'e lhjb'b vorhbdb fh itbwfdc vrdt'hfl ufvj[fnek

wbrkeh rjvgjytynfc^ vfiby ptvjfqothbkb ghjwtlehbc gbhdtk tnfgpt vwjwfdb
cfiefkjc yfwdkfl itbskt,f ufvj.tyt,ekb bmytc htuhtcbekb fyfkbpb' vjst,ybkb
nhtylbc [fpb& tc cfuhsyj,kfl fvwbht,c xfcfnfht,tk ufvj'dkt,c&

GHJUYJPBHT<F CTPJYEHB BYLTMCT<BC UFVJ>TYT<B"& ctpjyehb

byltmct,b ufvjb.tyt,f ghjuyjpbht,bc vbpyt,bcf'dbc& bv itv'[dtdfib^ hjltcfw
562

lhjb'b vorhbdbc vjltkb itlut,f v[jkjl nhtylbcf lf ctpjyehb rjvgjyty-

nbcfufy^ ghjuyjpbht,f itvltub ghjwtlehb' ofhvjt,c&
∧
d'mdf'^ Y t ofhvjflutyc evwbhtc rdflhfn'f vt'jlb' fut,ek nhtylbc
∧ ∧ ∧
obhc (vfufkb'fl^ Y t = β 0 + β1 t ^ hjltcfw nhtylb ohabdbf)& lhjbc hfbvt t 0 <n
vjvtynib lhjb'b vorhbdbc ghjuyjpbht,f [lt,f ajhvekb'%
∧
Ft0 = Y t0 SI t0 ,

cflfw SI t0 bv ctpjybc byltmcbf^ hjvtkcfw tre'dybc t 0 vjvtynb^ [jkj Ft0 rb

ghjuyjpbht,ekb vybidytkj,f&

vfufkbsb 19.3. 19.2 vfufkb'bc vjyfwtvt,bc vb[tldb' evwbhtc rdflhfn'f

vt'jlb' vjst,ybkb nhylbc ohatf
∧
Y t = 5755.6+40.731t.
vjdst,yj' ghjuyjpt,b t=21, (22, 23, 24) vjvtynt,ib& t=21 tre'dybc gbhdtk
rdfhnfkc^ fvbnjv
∧
F 21 = Y 21 ⋅SI 1 = 6611.0×0.9860 = 6518,
∧
F 22 = Y 22 ⋅SI 2 = 6651.7×0.9504 = 6322,
∧
F 23 = Y 23 ⋅SI 3 = 6692.4×1.0598 = 7093,
∧
F 24 = Y 24 ⋅SI 4 = 6733.1×1.0038 = 6759.
ctpjyehb lhjb'b vorhbdt,bc ghjuyjpbht,bcf'dbc ufvjb.tyt,f vey]b
wdkflt,bc ntmybrfw& lfdeidf'^ hjv ithxtekb udfmdc htuhtcbbc cfdfhfelj obhb^
hjvtkbw fqbotht,f f(t) aeymwbb'& cbvfhnbdbcf'dbc lfdeidf'^ hjv f(t)=β 0 +β 1 t lf
ctpjyehj,f rdfhnfkehbf&
itvjdbqj' vey]b wdkflt,b^ Q 1 , Q 2 lf Q 3 ^ cflfw

1, ' e lhjbc vjvtynb tre' dybc i - eh rdfhnfkc^

Qi = 
0, ' e fh tre' dybc &
ufydb[bkj' htuhtcbbc vjltkb vey]b wdkflt,b'
y t = β 0 +β 1 t+β 2 Q 1 +β 3 Q 2 +β 4 Q 3 +ε t ,
ε t ~ N(0,σ2) lfvjerblt,tkb itv'[dtdb'b cblbltt,bf&
rjtabwbtynt,b itdfafcj' evwbhtc rdflhfn'f vt'jlb' lf cfghjuyjpjl
ufvjdb.tyb' aeymwbf
19 LHJB"B VORHBDT<B 563

∧ ∧ ∧ ∧ ∧ ∧
y t = β 0 + β1 t + β 2 Q1 + β 3 Q2 + β 4 Q3

vfufkbsb 19.4. 19.11 w[hbkbc vjyfwtvt,b' vey]b wdkflt,bc ufvj.tyt,b'

vjdst,yj' ghjuyjpt,b t=21, 22, 23 lf 24 vjvtynt,bcf'dbc&
evwbhtc rdflhfn'f vt'jlb' vjst,ybkb itafct,t,bf
∧ ∧ ∧ ∧ ∧
β0 β1 β2 β3 β4
5825.8 36.84 –119.69 –336.92 339.64
ufvjd'dfkj' F-cnfnbcnbrf& vbdbqt,' F=15.958 w[hbkeh vybidytkj,fc-
'fy^ F 4.15.0.05 =3.066, itlfht,f vbudb'b't,c^ hjv α=0.05 vybidytkjdyj,bc ljyb' hjv
H 0 : β i =0 /bgj'tpf eylf efhd.j'^ t&b& vjltkb dfhubcbf ufvjcf.tyt,kfl& fvfc'fy
ltnthvbyfwbbc rjtabwbtynb^ R2=0.8097^ t&b& vjltkb sfkbfy rfhu 'fy[vj,fibf
vjyfwtvt,'fy& cfghjuyjpj obhc tmyt,f itvltub cf[t&
∧ ∧ ∧ ∧ ∧
Ft = β 0 + β1 t + β 2 Q1 + β 3 Q2 + β 4 Q3 .
[jkj rjyrhtnekb ufvj'dkbkb ghjuyjpt,b itvltubf%
hjwf t=21^ vfiby Q 2 =Q 3 =0, Q 1 =1^ fvbnjv
F 21 = 5825.8+36.84⋅21–119.69 = 6480.
hjwf t=22, vfiby Q 1 =Q 3 =0, Q 2 =1 lf
F 22 = 5825.8+36.84⋅21–336.92 = 6299, F 23 = 7013, F 24 =6710.
fyfkjubehfl^ F 23 =7013 lf F 24 =6710&

§ 4. LHJB"B VORHBDT<BC GHJUYJPBHT<F

ARIMA VJLTKT<PT LF>HLYJ<B"
lhjb'b vorhbdt,bc pjufl 'tjhbfc uffxybf cnfylfhnekb ohabdb
vjltkt,bc v'tkb fhctyfkb, hjvtk'f ijhbc egbhdtktcfl eylf lfcf[tkltc
fdnjhtuhtcbbc AR(p), vwjwfdb cfiefkjc MA(q), ithtekb nbgbc fdnjhtuhtcbf-
vwjwfdb cfiefkjc ARMA(p,q) lf ufbyntuht,ekb ARMA t&o& ARIMA vjltkt,b,
hjvkt,bc'dbcfw fhct,j,c cnfnbcnbrehb fyfkbpbcf lf ghjuyjpbht,bc rfhufl
ufydb'fht,ekb ntmybrf&
xfvj'dkbkb vjltkt,bc gjgekfhj,f fb[cyt,f, th'bc v[hbd, vf'b cbvfhnb-
db' lf, vtjhtc v[hbd, bvb', hjv gfhfvtnht,bc vwbht hfjltyj,bc ithxtdb' fv vjlt-
kt,b' rfhufl fghjmcbvbhlt,f hjujhw cnfwbjyfhekb, fctdt fhfcnfwbjyfhekb
(cnjmfcnehb lf gjkbyjvbfkehb nhtylbc vmjyt) vbvltdhj,t,bc afh'j rkfcb&
hjujhw erdt fqdybiyt', lhjb'b vorhbdt,bc fyfkbpbc ev'fdhtcb vbpfybf
ghjuyjpbht,f&
564

ghjuyjpbc mdti buekbc[vt,f vjvfdfkpt ofhcekbc tmcnhfgjkfwbbc

itltub& bub vlujvfhtj,c lhjb'b vorhbdbc vjvfdfkb vybidytkj,t,bc ufycfpqdhfcf
lf vf'b fk,f'ehb cfpqdht,bc lflutyfib lhjb'b vorhbdbc vbvlbyfht lf ofhcek
vybidytkj,f'f cfaesdtkpt& ghjuyjpb fbut,f ufhrdtekb j,btmnehb otct,bc
vb[tldb', hjvkt,bw ufycfpqdhfdc bv ufvj'dkt,bcf lf vjmvtlt,t,bc th'j,kbj,fc,
hjvkt,bw fewbkt,tkbf ghjuyjpbc (t&o& @j,btmnehb#` ghjuyjpbc) vbcfqt,fl&
vtjhtc v[hbd, ufyzdhtnf, obyfcofhvtn.dtkt,f, hjvtkbw lfaesyt,ekbf
itcfcofdkb ghjwtcbc ,eyt,bc qhvf wjlyfpt, fy bct' byajhvfwbfpt, hjvtkbw
vjvfdfk [ljvbkj,t,c t[t,f, udfsktdc @ce,btmnehb# itafct,bc ufrt't,bcf lf^ fvbc
cfaesdtkpt, @j,btmnehb# ghjuyjpbc rjhtmnbht,bc cfiefkt,fc&
mdtvj' vjwtvekbf hjujhw ghjuyjpbht,bc vfhnbdb vt'jlt,b – vwjwfdb
cfiefkjc, tmcgjytywbfkehb ufukedt,bc, /jknbc, ,hfeybc jhvfub ufukedt,bc,
fctdt ghjuyjpbht,bc eahj h'ekb vt'jlt,b, hjvkt,bw t.hlyj,f ARMA lf
ARIMA vjltkt,c lf v'tkb cbchekb' b.tyt,c vf' 'dbct,t,c lf vf''dbc
ufydb'fht,ekb fyfkbpbc ntmybrfc&
vj.dfybkb vjltkt,b, ghbywbgt,b lf vt'jlt,b ofhvfnt,b' itbskt,f bmyfc
ufvj.tyt,ekb vhfdfkb trjyjvbrehb fvjwfybc uflfcfzhtkfl lf fvltyfl, pjufl
[fcbf'c fnfht,c& ghjuyjpbht,bc fqothbkb vt'jlt,b ufytre'dyt,f t&o&
fdnjghjtmwbek vt'jlt,c, hjltcfw ghjuyjpbht,f ofhvjt,c v[jkjl th'b
lhjb'b vorhbdbc lfrdbhdt,ekb vybidytkj,t,b', c[df lhjb'b vorhbdt,b rb,
hjvkt,bw ofhvjflutyty 'fyv[kt, ghjwtct,c, .ehflqt,bc vbqvff lfhxtybkb&
fqothbkb vt'jlt,b ufvjcfltubf vjrktdflbfyb ghjuyjpbht,bc vbpyt,bcf'dbc&
cfiefkj lf uhstkdflbfyb ghjuyjpbht,bcf'dbc vj[th[t,ekbf htuhtcbekb
fyfkbpbc ntmybrb' cfhut,kj,f& htuhtcbekb fyfkbpb bsktdf cfiefkt,fc
uf'dfkbcobyt,ek bmyfc 'fyv[kt,b afmnjht,bw&

OHABDB UFECEHB GHJWTCT<B& xdtyb ufy[bkdbc cfufyc ofhvjflutyc

ohabdb ufecehb vjltkt,b, hjujhw cnfwbjyfhekb, bctdt fhfcnfwbjyfhekb&

OHABDB CNFWBJYFHEKB GHJWTCT<B& fct'b ghjwtct,bc nbgbehb

ofhvjvflutykt,bf p hbubc fdnjhtuhtcbekb AR(p), q hbubc vwjwfdb cfiefkjc
MA(q) lf ithtekb fdnjhtuhtcbf-vwjwfdb cfiefkjc ARMA(p,q) vjltkt,b&
cfyfv itdelut,jlt' vf' fqothfc, vjdb.dfy' pjubth' wyt,fcf lf afmnc,
hjvkt,bw itvlujvib lfudzbhlt,f&
lhjb'b vorhbdb tojlt,f itv'[dtdb' cblblt'f yt,bcvbth ecfchekj
vbvltdhj,fc%
zt, t=0, ±1, ±2, ...
itdybiyj'^ hjv obyf 'fdt,ib ufy[bkekb rkfcbrehb fk,f'eh-
cnfnbcnbrehb vjltkt,ib cfmvt udmjylf lfvjerblt,tk th'yfbhfl ufyfobkt,ekb
itv'[dtdb'b cblbltt,bc cfchek vbvltdhj,fc'fy& ufyc[dfdt,b' fvbcfufy lhjb'b
vorhbdbc (itv'[dtdb' cblblt'f ecfchekj vbvltdhj,bc) itvflutytkb itv'[dtdb'b
cblbltt,b fqfh fhbfy^ cfpjufljl^ lfvjerblt,kt,b lf th'yfbhfl ufyfobkt,ekb&
lhjb'b vorhbdt,bc evybidytkjdfytc rkfcc ofhvjflutyc t&o& cnfwbjyf-
hekb lhjb'b vorhbdt,b&
19 LHJB"B VORHBDT<B 565

xdty fh itdelut,b' cnfwbjyfhekb lhjb'b vorhbdbc wyt,bc lfpecnt,fc&

fqdybiyfd' v[jkjl, hjv vorhbdbc ofhvjvmvytkb vtmfybpvb, 'evwf itv'[dtdb'bf,
lhjib ewdktkb hxt,f& fv lfidt,t,ib, 'e z t , t=0,±1,±2, ... cnfwbjyfhekb lhjb'b
vorhbdbf, vfiby
Ez t = µ, Dz t = E(z t –µ)2 = σ 2z > 0,
γ k = cov(z t ,z t+k ) = E(z t –µ)E(z t+k –µ), γ 0 = σ 2z , (19.1)
γk γ
ρk = = k2 , ρ 0 =1,
Dz t Dz t + k σz

cflfw k-c tojlt,f lfudbfyt,bc cbuhst& t&b& cnfwbjyfhekb lhjb'b vorhbdt,bcf'dbc

cfiefkj Ez t lf lbcgthcbf Dz t velvbdbf lhjib, [jkj fdnjrjdfhbfwbf
γ k =cov(z t ,z t+k ) lf fdnjrjhtkfwbf ρ k =corr(z t ,z t+k ) v[jkjl lfudbfyt,bc k cbuhstptf
lfvjrblt,ekb, fvfc'fy ρ k =ρ −k & itvlujvib .dtkufy pjuflj,bc itepqelfdfl
xfd'dkb', hjv µ=0^ obyffqvltu itv'[dtdfib cfrvfhbcbf uflfdblt' z k –µ lhjb'
vorhbdpt (γ k -cf lf ρ k -c itewdktkfl)&
itdybiyj'^ hjv lfvjerblt,tk th'yfbhfl ufyfobkt,ek itv'[dtdb'b
cblbltt,bc vbvltdhj,t,bcf'dbc cfiefkj lf lbcgthcbf velvbdb cblbltt,bf^ [jkj
γ k lf ρ k elhbc yekc yt,bcvbthb k lfudbfyt,bc cbuhsbcf'dbc%
γ k =0, ρ k =0, k=1, 2, ...
fvhbufl^ lfvjerblt,tkb th'yfbhfl ufyfobkt,ekb itv'[dtdb'b cblbltt,bc
vbvltdhj,f fhbc cnfwbjyfheeb lhjb'b vorhbdbc vfhnbdb rthsj itv'[dtdf&
lhjb'b vorhbdt,bc fyfkbpib vybidytkjdfy hjkc 'fvfij,c (ufhlf
fdnjrjhtkfwbehb aeymwbbcf γ k , k=1, 2, ...) t&o& rthsj fdnjrjhtkfwbehb aeymwbf,
hjvtkbw fct ufybvfhnt,f: .jdtkb abmcbht,ekb k-cf'dbc^ k≥1, ufydb[bkj'
ufynjkt,f'f cbcntvf (Φ k dtmnjhbc vbvfh')
P k Φ k = ρk ,
cflfw P k ofhvjflutyc (z 1 ,...,z k ) dtmnjhbc rjhtkfwbeh vfnhbwfc, ρ k =(ρ 1 ,...,ρ k )',
Φ k =(Φ k1 ,...,Φ kk ) dtmnjh-cdtnt,bf, t&b&
 1 ρ1 ρ 2  ρ k −1   Φ k1   ρ1 
     
 ρ1 1 ρ 3  ρ k −2   Φ k 2   ρ2 
 ρ ρ1 1  ρ k −3  Φ  = ρ . (19.2)
 2   k3   3 
          
     
 ρ k −1 ρ k − 2 ρ k −3  1   Φ kk   ρ k 
rthsj fdnjrjhtkfwbehb aeymwbf tojlt,f vbvltdhj,fc Φ kk , k=1,2,...& vfufkb'fl,
'e k=1, vfiby (19&2) bqt,c cf[tc
Φ 11 = ρ 1 . (19.3)
566

k=2-cf'dbc
 1 ρ1   Φ 21   ρ1 
    =   , (19.4)
 ρ1 1   Φ 22   ρ 2 
cfblfyfw
ρ 2 − ρ12
Φ 22 = ,
1 − ρ12
lf f&i&
Pk
Φ kk = ,
Pk

cflfw Pk vbbqt,f P k vfnhbwblfy ,jkj cdtnbc (ρ 1 ,...,ρ k )' cdtnb' itwdkb'& | ⋅ | –

vfnhbwbc ltnthvbyfynbf&
fdnjrjhtkfwbehb aeymwbf ρ k , k=1,2,... lf rthsj fdnjrjhtkfwbehb
aeymwbf Φ kk , k=1,2,..., (z k ) lhjb'b vorhbdbc 'tjhbekb vf[fcbf't,kt,bf&
ghfmnbrfib xdty cfmvt udfmdc lhjb'b vorhbdbc lfrdbhdt,ek cfchekb hfjltyj,bc
z 1 ,...,z N vybidytkj,fc'fy lf vf'b cfiefkt,b' dfut,' ρ k lf Φ kk -c tvgbhbek
fyfkjut,c (itafct,t,c): rthsjl, ithxtdb'b rjhtkfwbff
c
rk = k ,
c0
cflfw
1 N −k 1 N
ck = ∑ ( z t − z )( z t + k − z ) , k=0,1,...,K, z = ∑ zt .
N t =1 N t =1
∧
Φ kk rthsj fdnjrjhtkfwbt,bc Φ kk itafct,t,b vbbqt,f (19&2) ufynjkt,blfy, cflfw
∧
ρ k itwdkbkbf r k -'b& fhct,j,c Φ kk -c ufvjcf'dktkb htrehtynekb ajhvekt,b

r1 k =1
∧  k −1
Φ kk =  rk − ∑ j =1 Φ ( k −1) j rk − j , (19.5)
k = 2,3,..., K
 1 − ∑ k −1 Φ
 j =1 ( k −1) j rk

∧ ∧ ∧ ∧
cflfw Φ lj = Φ (l −1) j − Φ ll Φ (l −1)(l − j ) &
ghfmnbrfib, cfcfhut,kj byajhvfwbbc vbcfqt,fl cfzbhjf cek wjnf 50
lfrdbhdt,f (N≥50), fvfc'fy lfudbfyt,f'f hfjltyj,f K~N/4&
itvlujvib, lhjb'b vorhbdbc vjltkbc bltynbabrfwbbcf'dbc (fv cfrb'[c
xdty mdtvj' itdt[t,b') cfzbhjf [tk' udmjyltc vt'jlb, hjvkb'fw itdfvjovt,lb'
/bgj'tpfc: ρ k =0 .dtkf k>q-c'dbc& tc vt'jlb t.hlyj,f itvltu afmnt,c: a)
fylthcjybc vbth yfxdtyt,b b.j, hjv ithxtdb'b fdnjrjhtkfwbbc rjtabwbtynb r k
lff[kjt,b' yjhvfkehflff ufyfobkt,ekb, 'fyfw Er k =ρ k , b) ,fhnktnbc vbth
19 LHJB"B VORHBDT<B 567

yfxdtyt,b b.j, hjv ufecbc cnfwbjyfhekb lhjb'b vorhbdt,bcf'dbc 'e ρ i =0, .dtkf
i>q-c'dbc, vfiby yt,bcvbthb lfudbfyt,bcf'dbc k>q tvgbhbekb fdnjrjhtkfwbbc
lbcgthcbf ufvjb'dkt,f ajhvekb'
1 q 
Var[r k ] ≈ 1 + 2 ∑ ρ i2  . (19.6)
N t =1 
fvudfhfl,
rk − ρ k
~ N(0,1)
Var[rk ]

fvfc'fy Var[r k ]-c ufvjcf'dktk (19&6) ajhvekfib 'tjhbekb fdnjrjhtkfwbt,b ρ i

itbskt,f itbwdfkjc vf'b tvgbhbekb fyfkjut,b' r i & hflufy, 'e ξ~N(0,1), vfiby
P(|ξ|>2)≈0.005, [jkj P(|ξ|>3)≈0.003, cf,jkjjl itudbskbf ufvjdb.dfyj' yekjdfyb
/bgj'tpbc H 0 : ρ k =0, k>q itvjovt,bc e[tib otcb:
rk
erefult H 0 ^ 'e >2 (fy >3).
Var[rk ]

bubdt vbpybcf'dbc lfudzbhlt,f itvltub /bgj'tpbc itvjovt,f: Φ kk =0, hfbvt k>p+1&

fv cfrb'[c xdty itdt[t,b' fdnjhtuhtcbekb vjltkt,bc ufy[bkdbcfc&
fdnjhtuhtcbekb vjltkb AR(p). fv,j,ty, hjv ghjwtcb z t , t=0,±1,±2,...
tvjhxbkt,f p hbubc fdnjhtuhtcbek vjltkc (fy fhbc AR(p) ghjwtcb), 'e
z t = Φ 1 z t-1 +⋅⋅⋅+Φ p z t-p +a t . (19.7)
cflfw Φ 1 ,...,Φ p vjltkbc gfhfvtnht,bf, (a t ) t=0,±1,... ofhvjflutyc lfvjerblt,tk
yjhvfkeh itv'[dtdb' cblblt'f vbvltdhj,fc, Ea t =0, Eat2 = σ 2a & (a t ) vbvltdhj,fc
tojlt,f 't'hb [vfehb& fct' itv'[dtdfib .dtkf mdtvj' fqothbkb ghjwtcb ohabdb
ufecbc ghjwtcbf&
xdt ufydb[bkfd' v[jkjl AR(1) lf AR(2) vjltkt,c&

AR(1). lfodhbkt,b' ufydb[bkj' itv'[dtdf p=1&

z t = Φ 1 z t-1 +a t . t≥1. (19.8)

'e xfd'dkb', hjv |Φ 1 |<1 lf z 0 ~N  0, a 2  , vfiby (z t ) ghjwtcb cnfwbjyfhekbf,

σ2
 1−Φ1 
rthsjl, z t bctdtf ufyfobkt,ekb, hjujhw z 0 &
z t ghjwtcbc fdnjrjhtkfwbehb aeymwbf ρ k , k≥1, frvf.jabkt,c ufynjkt,fc

ρ t = Φ 1 ρ k-1 ⇒ ρ t = Φ1k . (19.9)

568

vfh'kfw^ ρ k-1 =Φ 1 ρ k-2 & fvhbufl^ ρ k = Φ12 ρ k-2 , ... , ρ k = Φ1k , rthsjl, ρ 1 =Φ 1 & fvhbufl,
fdnjrjhtkfwbeh aeymwbfc f[fcbf't,c tmcgjytywbfkehb mhj,f vjyjnjyehfl, 'e
Φ 1 >0 lf ybifywdkflfl, 'e Φ 1 <0& itvlujvib tc 'dbct,f ufvjb.tyt,f vjltkbc
bltynbabrfwbbcf'dbc& njkj,f ρ 1 =Φ 1 ufvjb.tyt,f Φ 1 -bc gbhdtkflb itafct,bc
∧
fcfut,fl vjvtyn'f vt'jlb'& rthsjl, Φ1 =r 1 &
ρ 2 −ρ12
AR(1) vjltkbcf'dbc Φ 11 =ρ 1 , Φ kk =0, 'e k>1& vfufkb'fl, Φ 22 = =0,
1−ρ12

hflufy ρ 2 = ρ12 (b[. (19.9))&

AR(2). ufydb[bkj' itv'[dtdf p=2& vfiby

z t = Φ 1 z t-1 +Φ 2 z t-2 +a t . (19.10)
cnfwbjyfhekj,bc gbhj,ff
Φ 1 +Φ 2 <1, Φ 2 –Φ 1 <1, –1<Φ 2 <1.
gfhfvtnht,b Φ 1 lf Φ 2 lfrfdibht,ekbf fdnjrjhtkfwbt,'fy t&o& bek-
ejrthbc ufynjkt,t,b'
ρ 1 = Φ 1 +Φ 2 ρ 1 ,
ρ 2 = Φ 1 ρ 1 +Φ 2 ,
cfblfyfw
ρ1 − ρ12 ρ 2 − ρ12
Φ1 = , Φ2 = .
1 − ρ12 1 − ρ12
tc 'fyfafhlj,t,b ufvjb.tyt,f gfhfvtnht,bc gbhdtkflb itafct,t,bc vbcfqt,fl,
'tjhbekb ρ 1 , ρ 2 -bc r 1 , r 2 -b' itwdkb'&
ρ2 −ρ12
AR(2) vjltkbcf'dbc Φ 11 =ρ 1 , Φ 22 = , Φ kk =0, k>2&
1−ρ12

vwjwfdb cfiefkjc vjltkb MA(q). fv vjltkib z t ghjwtcb fqbotht,f

itvltub 'fyfafhlj,b'
z t = a t –θ 1 a t-1 –⋅⋅⋅–θ q a t-q ,
MA(q) ghjwtcb cnfwbjyfhekbf gfhfvtnht,bc yt,bcvbthb vybidytkj-
,bcf'dbc& fdnjrjhtkfwbehb aeymwbf ufybcfpqdht,f itvltub njkj,b'%
q − k
∑θ θ , k = 1,2,..., q;
ρk =  j =0 j j + k
0, k > q.

fvhbufl, ρ k =0, 'e k>q& tc 'dbct,f ufvjb.tyt,f MA(q) vjltkt,bc

bltynbabrfwbbcf'dbc& rthsjl, fvjovt,ty /bgj'tpfc H 0 : ρ k =0, k>q&
19 LHJB"B VORHBDT<B 569

MA(1) ghjwtcb& gbhdtkb hbubc vwjwfdb cfiefkjc ghjwtcb fct

ufybvfhnt,f
z t = a t –θ 1 a t-1 .
tc ghjwtcb cnfwbjyfhekbf yt,bcvbthb θ 1 -c'dbc lf vfc uffxybf @rfhub# 'dbct,t,b
'e |θ 1 |<1.
fdnjrjhtkfwbehb aeymwbf
 − θ1
 , k = 1,
ρ k = 1 + θ12
0, k ≥ 2.

fvbnjv, 'e |θ 1 |<1, vfiby –1/2<ρ 1 <1/2 lf gbhbmb'& fvfdt lhjc,
1
− θ1 θ1
ρ1 = = −
1 + θ12 1+ 1
θ12

lf ufyc[dfdt,ekb vybidytkj,t,b θ 1 lf 1
θ1
bsktdf th'b lf bubdt ρ 1 -c& fv
njkj,blfy bctdt, hjujhw AR(1) itv'[dtdfib, vjvtyn'f vt'jlbc ufvj.tyt,b'
vbdbqt,' θ 1 gfhfvtnhbc gbhdtkfl itafct,fc
∧
− θ1
r1 = ∧
.
1 + θ 12
∧
fmtlfy w[flbf, hjv θ 1 frvf.jabkt,c ufynjkt,fc
θ1
θ12 + +1 =0,
r1
hjvtkcfw uffxybf yfvldbkb atcdb v[jkjl bv itv'[dtdfib, hjltcfw –1/2<r 1 <1/2&
∧
lf 'e θ 1 vbcb atcdbf, vfiby 1
∧ -w fhbc vbcb atcdb lf fvbnjv, 'e th'b atcdb
θ1
vjlekb' yfrkt,bf 1-pt, vfiby vtjht atcdb vjlekb' vtnbf 1-pt& @rfhub#
'dbct,t,bc ghjwtcbc vbcfqt,fl dbhxtd' bv atcdc^ hjvkbc vjlekbw yfrkt,bf 1-pt&
rthsj fdnjrjhtkfwbehb aeymwbbcf'dbc udfmdc

θ1k (1 − θ12 )
Φ kk = −
1 − θ12( k +1)

lf, fvhbufl, |Φ kk |< θ1k &

'e itdflfht,' AR(1) lf MA(1) ghjwtct,c, itdybiyfd', hjv vf' ijhbc
fhct,j,c eh'bth'itcf,fvbcj,f: 'e MA(1) ghjwtcbc fdnjrjhtkfwbehb aeymwbf
yeklt,f gbhdtkb lfudbfyt,bc itvltu, AR(1)-bcf tmcgjytywbfkehfl mht,f&
570

gbhbmb', AR(1) ghjwtcbc rthsj fdnjrjhtkfwbehb aeymwbf mht,f gbhdtkb

lfudbfyt,bc itvltu, [jkj MA(1)-bcf tmcgjytywbfkehfl mht,f&

w[hbkb 19.12
hbub AR(1) MA(1)
ρ k – .jafmwtdf tmcgjytywbfkehb xfmhj,f v[jkjl ρ 1 ≠0
Φ kk – .jafmwtdf v[jkjl Φ 1 ≠0 tmcgjytywbfkehb xfmhj,f
θ1
obyfcofhb
Φ 1 =ρ 1 ρ1= −
itafct,f 1+ θ12
lfcfidt,b
lbfgfpjyb –1<Φ 1 <1 –1<θ 1 <1

ARMA(p,q). ghfmnbrfib, trjyjvbehb gfhfvtnhbpt,bc vbpyb' ufyb[bkfdty

ithtekb nbgbc fdnjhtuhtcbf-vwjwfdb cfiefkjc vjltkt,c ARMA(p,q),
hjvkt,bw th'lhjekfl itbwfdc hjujhw fdnjhtuhtcbek, fctdt vwjwfdb
cfiefkjc otdht,c& xdty ufydb[bkfd' v[jkjl ARMA(1,1) ghjwtcc&

ARMA(1,1) ghjwtcb
z t –Φ 1 z t-1 = a t –θ 1 a t-1 .
fmtlfy fldbkfl vbdbqt,', hjv
(1 − Φ 1θ1 )(Φ 1 − θ1 )
ρk = Φ 1k −1 , k≥1, ρ 0 =1 (19.11)
1 − 2Φ 1θ1 + θ12
lf, t&b&, fdnjrjhtkfwbf tmcgjytywbfkehfl xfmhj,flbf& tc afmnb ufvjb.tyt,f
ARMA(1,1)-bc cfbltynbabrfwbjl&
bvbcf'dbc^ hjv ghjwtcb b.jc cnfwbjyfkehb lf uffxyltc @rfhub# 'dbct,t,b
cfzbhjf vjdb'[jdb'^ hjv |Φ 1 |<1, |Φ 2 |<1^ fmtlfy ufvjvlbyfhtj,c, hjv ρ 1 lf ρ 2 eylf
vjmwtekb b.jc fhtib
|ρ 2 |<|ρ 1 |,
ρ 2 <ρ 1 (2ρ 1 +1), ρ 1 <0,
ρ 2 <ρ 1 (2ρ 1 –1), ρ 1 >0.
ARMA(1,1) ghjwtcbc rthsj fdnjrjhtkfwbehb aeymwbbc mwtdf vcufdcbf
MA(1,1) ghjwtcbc rthsj fdnjrjhtkfwbbc aeymwbbc mwtdbcf& vbcb cfo.bcb
vybidytkj,ff Φ 11 =ρ 1 lf vfcib ljvbybht,c xfmhj,flb tmcgjytywbfkehb otdhb&

ARIMA vjltkt,b& fmfvlt xdtyc vbth ufy[bkekb ohabdb cnjmfcnehb

vjltkt,b, evtntc itv'[dtdfib cnfwbjyfhekb lhjb'b vorhbdt,bc fqcfothfl
ufvjb.tyt,f& fv lhjc ghjwtcb bv.jat,f ojyfcojhj,fib velvbdb cfiefkj ljybc
vbvfh'&
19 LHJB"B VORHBDT<B 571

vfuhfv ghfmnbrfib, ufycfre'ht,b' trjyjvbrbcf lf abyfyct,bc cathjib,

cflfw fltrdfnehb vjltkt,bc ithxtdfc lf lhjb'b vorhbdt,bc ghjuyjpbht,fc,
itbskt,f b'mdfc, uflfvo.dtnb vybidytkj,f fmdc, [ibhbf bct'b lhjb'b vorhbdt,bc
ufvjxtyf, hjvkt,cfw fmd' fhfcnfwbjyfhekb [fcbf'b& cf[tklj,h, bcbyb fh
vth.tj,ty abmcbht,ek cfiefkj vybidytkj,bc vbvfh'& vbe[tlfdfl fvbcf, vf'b
'dbct,t,b, ufhrdtekb fphb' th'udfhjdfybf: 'e fh ufdb'dfkbcobyt,' kjrfkeh
ljytc fy kjrfkeh ljytcf lf nhtylc, lhjb'b vorhbdbc yt,bcvbthb yfobkb 'fdbcb
mwtdb' vcufdcbf yt,bcvbthb c[df yfobkbcf&
afh'j rkfcc bv vjltkt,bcf, hjvkt,b'fw fqbotht,f fct'b
fhfcnfwbjyfhekb (vfuhfv ufhrdtekb fphb' th'udfhjdfyb) mwtdf, ofhvjflutyc
ARIMA(p,d,q) vjltkt,b (ufbyntuht,ekb fdnjhtuhtcbf vwjwfdb cfiefkj),
hjvkt,bw taesyt,f bv lfidt,fc, hjv, 'evwf lhjb'b vorhbdb fhfcnfwbjyfhekbf,
vbcb hjvtkbvt d hbubc c[dfj,f cnfwbjyfhek lhjb' vorhbdc, rthsjl,
cnfwbjyfhek ARMA(p,q) ghjwtcc ofhvjflutyc&
itvjdbqj' c[dfj,bc ufhlfmvyf
∇z t = z t –z t-1 .
ghjwtcc z t =(z t ), t=0,±1,±2,... tojlt,f ARIMA(p,d,q) ghjwtcb, 'e vbcb d hbubc
c[dfj,f ∇dz ofhvjflutyc ARMA(p,q) ghjwtcc& ghfmnbrekb ghjuyjpbht,bc
vbpyt,bcf'dbc [ibhfl cfrvfhbcbf ufydb[bkj' itv'[dtdf^ hjwf p, q lf d bqt,ty
vybidykj,t,c 0 fy 1&
ufydb[bkj' cf'fyflj vjltkt,b%

1& ARIMA(1,0,0) vjltkb – cnfwbjyfhekb fdnjhtuhtcbf AR(1),

z t = Φ 1 z t-1 +a t , |φ 1 |<1.
tc ghjwtcb xdty erdt itdbcofdkt'&

2& ARIMA(0,0,1) vjltkb – cnfwbjyfhekb vwjwfdb cfiefkj MA(1),

z t = a t –θ 1 a t-1 , |θ 1 |<1.
tc ghjwtcbw fqothbkb udfmdc&

3& ARIMA(1,0,1) vjltkb – cnfwbjyfhekb ithtekb fdnjhtuhtcbf - vwjwfdb cfief-

kj ARMA(1,1),
z t –Φ 1 z t-1 = a t –θ 1 a t-1 , |Φ 1 |<1, |θ 1 |<1.
tc ghjwtcbw fqothbkb udfmdc&

4& ARIMA(1,1,0) vjltkb – ufbyntuht,ekb fdnjhtuhtcbff, bc ofhvjfkutyc

fhfcnfwbjyfhekb vjltkc&
fqdybiyj' W t =∇z t & vfiby W t frvf.jabkt,c ufynjkt,fc
572

W t = Φ 1 W t-1 +a t , |Φ 1 |<1.
t&b& W t cnfwbjyfhekb AR(1) ghjwtcbf& cfo.bcb ghjwtcbcf'dbc udfmdc
z t –z t-1 = Φ 1 (z t-1 – z t-2 )+a t .
5& ARIMA(0,1,1) vjltkb, ufbyntuht,ekb vwjwfdb cfiefkjf, bc fuht'dt
fhfcnfwbjyfhekb vjltkbf& fmfw fqdybiyj' W t =∇z t & vfiby
W t = a t –θ 1 a t-1 , |θ 1 |<1.
fv itv'[dtdfibw W t ofhvjflutyc cnfwbjyfhek itmwtdfl MA(1) ghjwtcc& 'fdfl z t -
c'dbc udtmyt,f
z t –z t-1 = a t –θ 1 a t-1 .
itybidyf& xdty fh db[bkfd' ARIMA(1,1,1) vjltkc jhb vbptpbc ufvj&
gbhdtkb – bub bidbf'fl ufvjb.tyt,f trjyjvbrehb lhjb'b vorhbdt,bc fyfkbpib^
vtjht – vbcb fyfkbpb cfrvfjl h'ek vf'tvfnbreh fgfhfnc vjb'[jdc&

CFGHJUYJPJ AEYMWBT<B ARIMA VJLTKT<IB& fv geymnib xdty

duekbc[vj,'^ hjv cfghjuyjpj vjltkb lf vbcb gfhfvtnht,b chekfl
ufycfpqdhekbf lf dbynthtclt,b' cfrb'[b'^ 'e hf udtcvbc ghjuyjpbc mdti^ hjujh
ufvjd'dfkj' cfghjuyjpj vybidytkj,f lf vbcb fk,f'ehb cfpqdht,b& itvlujv^
vbqt,ek 'tjhbfc ufvjdb.tyt,' htfkehb vjyfwtvt,bc fyfkbpbcf'dbc&
ohabdb ufecbc ghjwtct,bcf'dbc, ufycfre'ht,b' ARIMA(p,d,q)
vjltkt,bcf'dbc, fhct,j,c ghjuyjpbht,bc rfhufl ufydb'fht,ekb ntmybrf&
gbhdtk hbuib, ufdfhrdbj', 'e hfc duekbc[vj,' ghjuyjpbc mdti& d'mdf',
lhjbc hfbvt t>0 vjvtynbcf'dbc wyj,bkbf z ghjwtcbc ofhcekb lfrdbhdt,ekb
vybidytkj,t,b z t , z t-1 , ... , z 0 , z -1 , ... lf vf' cfaesdtkpt udcehc ufydzdhbnj'
∧
vjvfdfkb vybidytkj,t,b z t+l , l=1,2,..., t&b& dbgjdj' ghjuyjpb z t (l ) & ,eyt,hbdbf, z t+l -
bc cfghjuyjpj vybidytkj,fl vbdbxybj' ofhcekb lfrdbhdt,t,bc yt,bcvbthb
aeymwbf ϕ l (z t ,z t-1 ,...,z 0 ,z -1 ,...)& 'e ghjuyjpbc fdrfhubfyj,bc itafct,bc rhbnthbevfl
vbdbxytd' cfiefkj rdflhfnek itwljvfc,
E[z t+l – ϕ l (z t ,z t-1 ,...)]2,
vfiby, hjujhw rfhuflff wyj,bkb, fv rhbnthbevbc fphb' cfert'tcj (t&b&
vbybvfkehb cfiefkj rdflhfnekb itwljvbc vmjyt) itafct,fc ofhvjflutyc z t+l -bc
gbhj,b'b vf'tvfnbrehb kjlbyb gbhj,fib, hjv t vjvtynfvlt z-bc vybidytkj,t,b
lfabmcbht,ekbf:
∧
z t (l ) = E(z t+l | z t ,z t-1 ,...,z 0 ,z -1 ,...).
∧
.jdtkb abmcbht,ekb t-cf'dbc z t (l ) -c, ufy[bkekc hjujhw obycoht,bc^ l-bc
aeymwbfc, tojlt,f cfghjuyjpj aeymwbf&
19 LHJB"B VORHBDT<B 573

w[flb cf[b' vjdb.dfy' cfghjuyjpj aeymwbfc v[jkjl ARIMA(0,1,1) lf

ARIMA(1,1,0) ghjwtct,bcf'dbc& tc ghjwtct,b .dtkfpt [ibhfl ufvjb.tyt,f
ghfmnbrfib
vjdb.dfyj' cfghjuyjpj aeymwbbc ufvjcf[ekt,f ARIMA(0,1,1)
ghjwtcbcf'dbc& ARIMA(0,1,1) ghjwtcb vjbwtvf ajhvekb'
z t+l = z t+l–1 +a t+l –θ 1 a t+l–1 .
fv itv'[dtdfib cfghjuyjpj aeymwbfc fmdc cf[t
∧
z t (1) = z t –θ 1 a t ,
∧ ∧
z t (l ) = z t (l − 1) , l≥2.
∧
'e ufdb'dfkbcobyt,', hjv a t =z t – z t −1 (l ) , tc ufvjcf[ekt,t,b itbskt,f
vjrktl fct xfbothjc
∧ ∧
z t (l ) = λz t +(1–λ) z t −1 (l ) ,
cflfw λ=1–θ 1 & tc ajhvekf udbxdtyt,c, hjv f[fkb ghjuyjpb ofhvjflutyc sdtkb
ghjuyjpbcf lf f[fkb lfrdbhdt,bc itojybk ]fvc&
fk,f'ehb cfpqdht,b, fye (1–ε) ljybc ylj,bc bynthdfkb z t+l -c'dbc, vjbwtvf
ajhvekb'
 ∧z (l ) ± u σ l = 1,
ε/2 a
z t+l (±) =  ∧ t
 z t (l ) ± u ε / 2 (1 + θ12 )1 / 2 σ a l ≥ 2,

cflfw u ε/2 fhbc yjhvfkehb ufyfobkt,bc (1–ε/2)-rdfynbkb& σ a ofhvjflutyc 't'hb

[vfehbc^ a t -c lbcgthcbfc& 'e θ 1 lf σ a gfhfvtnht,b ewyj,bf, bcbyb eylf itbwdfkjc
∧
vf'b itafct,t,b', θ 1 lf s a , hjvkt,bw fut,ekbf t vjvtynfvlt lfrdbhdt,ekb (z t ,z t-
1 ,...,z 0 ) cblbltt,bc vtidtj,b'&
ufydb[bkj' ARIMA(1,1,0) ghjwtcbc itv'[dtdf& bc vjbwtvf ajhvekb'
z t+l = (1+Φ 1 )z t+l-1 –Φ 1 z t+l-2 +a t+l .
fmtlfy vbbqt,f fct'b cfghjuyjpj aeymwbf
∧ Φ 1 (1 − Φ 12 )
z t (l ) = z t +(z t – z t-1 ) , l≥1.
1 − Φ1
fk,f'ehb cfpqdht,bc'dbc udtmyt,f
 ∧z (l ) ± u σ , l = 1,
ε/2 a
z t+l (±) =  ∧ t
 z t (l ) ± u ε / 2 (1 + Φ 12 )1 / 2 σ a , l ≥ 2,
574

cflfw u ε/2 -c bubdt ibyffhcb fmdc, hfw ptvj itv'[dtdfib&

GFHFVTNHT<BC ITAFCT<F& fv geymnib ufydb[bkfd' cfrb'[c^ 'e hjujh

itdfafcj' ARIMA vjltkbc ewyj,b gfhfvtnht,b&
d'mdf', N=n+d lfrdbhdt,f mvybc lhjb' vorhbdc
z -d+1 , ... , z -1 , z 0 , z 1 , ... , z n ,
hjvtkbw utythbht,ekbf ARIMA(p,d,q) vjltkb'& itdmvyf' n=N–d c[dfj,bcufy
itlutybkb vorhbdb W 1 ,W 2 ,...,W n , cflfw W t =∇dz t ^ d=0 fy d=1.
Φ=(Φ 1 ,...,Φ t ) lf θ=(θ 1 ,...,θ q ) vjltkbc gfhfvtnht,bf, hjvtk'f itafct,t,bc
fut,f fhct,ekb lfrdbhdt,t,bc cfaesdtkpt itflutyc xdtyc fvjwfyfc& cfpjufljl,
itcfafct,tkbf σ a -w&
z vorhbdblfy W vorhbdpt uflfcdkf cfiefkt,fc udfsktdc, hjv
ARIMA(p,d,q) vjltkb itdwdfkj' ARMA(p,q) vjltkb'& itdybiyj', hjv obyfcofh
dfvjovt,' EW t =µ=0 /bgj'tpfc lf 'e tc /bgj'tpf vwlfhb fqvjxylf, vfiby
~
uflfdlbdfh' f[fk Wt =W t –µ lfrdbhdt,t,pt, [jkj µ-c dfafct,' (ΣW t )/n cblblb'&
gfhfvtnht,bc itafct,f& gfhfvtnht,bc gbhdtkflb e[tib itafct,t,bc fut,bc
evfhnbdtc vt'jlc ofhvjflutyc vjvtyn'f vt'jlb, hjvkbc 'fyf[vflfw 'tjhbekb
vjvtynt,b, hjvtk'f ufvjcf[ekt,t,bw itbwfdc ewyj, gfhfvtnht,c, enjklt,f vf'
tvgbhbek fyfkjut,c lf vbbqt,f ufynjkt,f'f cbcntvf gbhdtkflb itafct,t,bc
fcfut,fl&
a) AR(1) ghjwtcb&
z t = Φ 1t-1 +a t .
bvbc uf'dfkbcobyt,b', hjv ρ 1 =Φ 1 , vjvtyn'f vt'jlb udfsktdc obyfcofh itafct,fc

Φ1 = r 1 ,
cflfw r 1 ithxtdb'b rjhtkfwbbc rjtabwbtynbf&
fv vjltkib σ 2a -bc lfcf]thj,bc vfmcbvevbc itafct,f vjbwtvf ajhvekb'
1 n ∧
S a2 = ∑ (Wt − Φ 1 Wt −1 )
2
n t =1
b) MA(1) ghjwtcb&
z t = a t – θ 1 a t–1 .
obyfcofhb itafct,f vjvtyn'f vt'jlb' vjbwtvf, hjujhw itvltub ufynjkt,bc
vjlekb' 1-pt yfrkt,b atcdb
∧
θ1 ∧
θ 12 +
+1 = 0.
r1
itdybiyj', hjv fv ufynjkt,fc fmdc yfvldbkb atcdb, 'e |r 1 |<1/2&
19 LHJB"B VORHBDT<B 575

fhct,j,c gfhfvtnht,bc itafct,bc eahj afmbpb vt'jlt,bw^ hjvtk'f pecnb

fqothf vjb'[jdc cfrvfjl h'ek vf'tvfnbreh fgfhfnc& ghfmnbrekb fvjwfybc
uflfo.dtnbcfc^ 'e cfzbhj itbmyf afmbpb itafct,t,bc fut,f^ ev]j,tcbf vbdvfh'j'
fk,f'j,bc 'tjhbbcf lf vf'tvfnbrehb cnfnbcnbrbc cgtwbfkbcnc&

§ 5. GHJUYJPBHT<F

fm xdty itdt[t,b' ev'fdhtcfl vjrktdflbfyb ghjuyjpbht,bc (rdbhf, 'dt fy

otkboflb) vt'jlt,c^ cfiefkj lf uhstkdflbfyb ghjuyjpbcf'dbc itbskt,f
ufvjdb.tyj' htuhtcbekb fyfkbpbc vt'jlt,b (b[& 'fdb 17)&
GHJUYJPBHT<BC VFHNBDB FKUJHB"VT<B&
tmcgjytywbfkehb ufukedt,f& lfdeidf', hjv lfrdbhdt,bc itltufl
vbqt,ekb ghjwtcb fy cnfwbjyfhekbf (ufdb[ctyj', hjv 'e ghjwtcb z 1 ,z 2 ,...
cnfwbjyfhekbf, vfiby Ez t =const, Dz t =const, cov(z t ,z s )=f(t–s), fye ghjwtcb
@cfiefkjl fh bwdkt,f#), fy vfc uffxybf ltnthvbybcnekb fy cnjmfcnehb nhtylb&
lfrdbhdt,t,b ofhvjt,c t=1,2,... vjvtynt,ib lf ghjuyjpbc ,fpfpt
lf.hlyj,b'& ghjuyjpbc ,fpf lhjb'b vorhbdbc lfrdbhdt,ek vybidytkj,t,c
tojlt,f^ ghjuyjpbc /jhbpjynb rb vjvfdkbc bc vjvtynbf, hjvkt,bc'dbcfw udbylf
ewyj,b z i -bc vybidytkj,t,bc @ufvjwyj,f#&
ghjuyjpbht,bc evfhnbdtc lf nhflbwbek vt'jlc t&o& vwjwfdb cfiefkjc
vt'jlb ofhvjflutyc&
ufydb[bkj' cblblt
1 t − n +1
mt = ∑ zi , (19.12)
n i =t
fye
1
m t = m t-1 + (z t –z t-n ), (19.13)
n
hjujhw d[tlfd', [lt,f n ofhcekb lfrdbhdt,bc ufcfiefkjt,f& ghjuyjpfl
(t vjvtynblfy l cbuhsbc /jhbpjynb') vbqt,ekbf
f t (l) = m t , l = 1, 2, ... . (19.14)
fv vt'jlbc ufydb'fht,ff t&o& tmcgjytywbfkehb ufukedt,f – vfhnbdb
tmcgjytywbfkehfl itojybkb cfiefkj
m t = αz t +(1–α)m t-1 , (19.15)
cflfw 0<α<1, m 1 =z 1 (m 1 -bc hjkib itbskt,f ufvjdbltc hfbvt c[df cblbltw,
hjvtkbw xdtyc vbth fhbc itcfhxtdb)& α−c ufukedt,bc gfhfvtnhb /mdbf& 'e α lblbf
(t&b& f[kjcff 1-'fy), vfiby (19&15)-b' ufycfpqdhekb m t cblblt vuhsyj,bfhtf f[fkb
lfrdbhdt,bc ufvjxtybc vbvfh'& 'e α vwbhtf (f[kjcff 0-'fy), vfiby m t ufwbkt,b'
eahj vluhflbf& fct hjv, ufukedt,bc gfhfvtnhbc ithxtdfpt lblflff
lfvjrblt,ekb v'tkb ghjwtlehf (19&15)&
(19&13) ajhvekbc vcufdcfl (19&15) itbskt,f fct uflfdothj':
576

m t = m t-1 +α(z t –m t-1 ). (19.16)

ghjuyjpbc'dbc udfmdc
f t (l) = m t , l=1, 2, ... . (19.17)
itvjdbqj' th'yf,b]bfyb ghjuyjpbc vbvlbyfht itwljvbc wyt,f, e t ,
e t = z t –f t-1 (1) = z t –m t-1 . (19.18)
vfiby (19&16) fct uflfbotht,f
m t = m t-1 +αe t . (19.19)
ptvj' vj.dfybkb evfhnbdtcb vt'jlb itbskt,f ufvj.tyt,ek bmyfc
cnfwbjyfhekb vbvltdhj,t,bc ghjuyjpbht,bc lhjc& bv itv'[dtdfib, hjltcfw z t ,
t=1,2,... lfrdbhdt,fl ghjwtcc uffxybf ohabdb nhtylb, vfiby tmcgjytywbfkehb
ufukedt,bc itcf,fvbcb vjlbabrfwbb' vbbqt,f ghjuyjpbht,bc vfhnbdb, vfuhfv
cfrvfjl tatmnehb ghjwtleht,b&
vjdb.dfyj' hfvltybvt vjltkb&
/jknbc vtsjlb& /jknbc vt'jlb ufvjb.tyt,f bv itv'[dtdfib, 'e
lfrdbhdt,t,bc (z t -t,bc) utythbht,f /bgj'tnehfl [lt,f itvltub vjltkbc vb[tldb'%
z t = µ+λ t t+a t . (19.20)
cflfw λ t ohabc cfre'[j rjtabwbtynbf& itdybiyj', hjv cfre'[j rjtabwbtynb
bwdkt,f (t,t+1) bynthdfkib, hfw ufyfc[dfdt,c fv vjltkc xdtekt,hbdb ohabdb
htuhtcbbc vjltkbcfufy& a t itv'[dtdb'b itwljvt,bf yekjdfyb cfiefkj'b&
vt'jlb taesyt,f λ t gfhfvtnhbc itafct,fc b t rjtabwbtynbc cfiefkt,b',
hjvtkbw 'fdbc v[hbd (m t –m t-1 )-cf lf b t-1 -bc itojybkb cfiefkjf, hfw fsktdc
ghjwtlehfc ohabdb nhtylbc obyf vybidytkj,fc'fy flfgnfwbbc cfiefkt,fc&
ghjwtlehf jhgfhfvtnhbfybf lf vjbwtvf itvltub cbcntvb'
m t = Az t +(1–A)(m t-1 +b t-1 ), (19.21)
b t = B(m t –m t-1 )+(1–B) b t-1 ,
cflfw 0<A, B<1, m 1 lf b 1 itcfhxtdbf& vfufkb'fl, m 1 =z 1 , b 1 =0&
gfhfvtnht,b A lf B fbhxtdbfy ufhrdtekb rhbnthbevbc vb[tldb', hfptw
mdtvj' udtmyt,f cfe,fhb&
ghjuyjpc fmdc cf[t
f t (l) = m t +b t l. l=1, 2, ... (19.22)
,hfeybc jhvfub ufukedt,bc vtsjlb& tc vt'jlb cfrvfjl wyj,bkb vt'jlbf
lf hbu itv'[dtdt,ib rfhu ghjuyjpc bsktdf& ghjwtlehf, hjvtkbw itvjud'fdfpf
,hfeyvf, taesyt,f vbc jhbubyfkeh ufvjrdktdfc& fv vt'jlbc lfcf,e't,f cwbklt,f
xdtyc vbpyt,c& itdybiyj' v[jkjl, hjv vt'jlc cfaesdkfl eltdc jhvfub
tmcgjytywbfkehb ufcfiefkjt,f:
gbhdtkb ufcfiefkjt,f
19 LHJB"B VORHBDT<B 577

m t = αz t +(1–α)m t-1 ,
lf vtjht ufcfiefkjt,f
m t = αm t +(1–α) m t-1 ,

ghjuyjpb vjbwtvf itvltub ajhvekb'

α
f t (l) = 2m t – m t + (m t – m t )l, l=1, 2, ... .
1− α
hjwf l=1, ghjuyjpc fmdc vfhnbdb cf[t
( 2 − α ) mt − mt
f t (1) = .
1− α
hjujhw d[tlfd', vt'jlb th'gfhfvtnhbfybf& gfhfvtnhbc vybidytkj,bc
ithxtdf [lt,f ghjuyjpbc cbpecnbc c[flfc[df cfpjvbc vbybvbpfwbbc gbhj,blfy&

§ 6. GHJUYJPBC CBPECNBC CFPJVT<B

ufydb[bkj' ghjuyjpbc cbpecnbc ufpjvdbc c[dflfc[df afh'jl

ufdhwtkt,ekb vf[fcbf't,kt,b&
ufdb[ctyj', hjv t-eh vjvtynib th'yf,b]bfyb ghjuyjpbc itwljvf /mdbf
cblbltc%
e t = z t –f t-1 (1), t=1,2,... .
fqdybiyj' e -b' lf σ2-b' itwljvt,bc cfiefkj lf cfiefkj rdflhfnekb uflf[hf%
1 n
e = ∑ et ,
n t =1
1 n
σ2 = ∑ (et − et ) 2 .
n t =1
vfiby cblbltc
σ= σ2
/mdbf itwljvbc cnfylfhnekb uflf[hf&
ufvjcf[ekt,fc
1 n
MAD = ∑ | et | ,
n t =1
tojlt,f cfiefkj f,cjkenehb itwljvf&
vj[th[t,ekbf itvltub vf[fcbf't,kbc itvjqt,f
1 n | et |
MAPE = ∑ ⋅ 100 .
n t =1 z t
MAPE-c nbgbehb vybidytkj,t,bc bynthghtnfwbf vjbwtvf w[hbkb'
578

w[hbkb 19.13.

MAPE, % bynthghtnfwbf
10 vfqfkb cbpecnt
10–20 rfhub cbpecnt
20–50 lfvfrvf.jabkt,tkb cbpecnt
50 fhflfvfrvf.jabkt,tkb cbpecnt

itvltub vf[fcbf't,tkb vtn.dtkt,c ghjuyjpbc xfyfwdkt,fpt

1 n et
MPE = ∑ ⋅ 100 .
n t =1 z t
vbcb cblblt fh eylf fqtvfnt,jltc 5%-c&
th'-th' .dtkfpt ufdhwtkt,ek cfpjvc ofhvjflutyc itwljvbc cfiefkj
rdflhfnb
1 n
MSE = ∑ et2 ,
n t =1
lf rdflhfnt,bc ]fvb
n
SSE = ∑ et2 ,
t =1
bcbyb [ibhfl ufvjb.tyt,bfy jgnbvfkehb vjltkbc fhxtdbcf'dbc&
lfvcofdktkb ithxtdbc vtsjlb& ghjuyjpbc vf[fcbf't,kt,bc
(gfhfvtnht,bc) ithxtdbc th'-th'b .dtkfpt ufdhwtkt,ekb vt'jlbf lfvcofdktkb
ithxtdbc vt'jlb& fqdothj' bub&
d'mdf', vjwtvekb udfmdc fvjrhtaf (lfrdbhdt,t,b) z 1 ,z 2 ,...,z n & ufd.j' tc
fvjrhtaf jh yfobkfl: z 1 ,z 2 ,...,z k lf z k+1 ,z k+2 ,...,z n , cflfw k<n hfbvt v'tkb hbw[dbf&
fvjrhtabc gbhdtk yfobkc deojlj' lfvcofdktkb, [jkj vtjhtc
ufvjvwltkb&
lfrdbhdt,f'f gbhdtk ]ueapt lf.hlyj,b' dfafct,' .dtkf cfzbhj
gfhfvtnhc, [jkj vtjhtpt dfvjovt,' ghjuyjpbc cbpecntc&
vfufkb'fl, ,hfeybc vjltkib itcfafct,tkb gfhfvtnhbf α& cfo.bc m 0
vybidytkj,fl fdbqj', vfufkb'fl, gbhdtkb otdhb z 1 , fy m 0 = 13 (z 1 +z 2 +z 3 ) lf f&i&
fdbhxbj' ufukedt,bc ,fpf k lf lfdfabmcbhj' α gfhfvtnhbc vybidytkj,t,bc ,flt
α = 0; 0.1; 0.2; ... ; 0.9.
rjvgbenthbc ufvj.tyt,f cfiefkt,fc udfsktdc rbltd eahj [ibhb ,fltw
ufydb[bkj'&
ufdfrt'j' th'yf,b]bfyb ghjuyjpb k-eh vjvtynib z 1 ,...,z k lfrdbhdt,t,pt
lf.hlyj,b', fye ufvjd'dfkj' f k (1)& ufvjd'dfkj' ghjuyjpbc itwljvf
e 1 = z k+1 – f k (1).
fvbc itvltu uflfdobj' ,fpf vfh]dybd th' yf,b]pt, fye ufydb[bkj'
lfrdbhdt,t,b z 2 ,...,z k ,z k+1 lf ufvjd'dfkj' ghjuyjpb f k+1 (1) lf ghjuyjpbc itwljvf
19 LHJB"B VORHBDT<B 579

e 2 = z k+2 – f k+1 (1)

lf f&i&
vbdbqt,' n–k ghjuyjpbc itwljvfc e t , t=1,2,...,n–k&
ufvjd'dfkj', vfufkb'fl
1 n−k 2
MSE = ∑ et ,
n − k t =1
fy
1 n−k
MAD = ∑ | et | ,
n − k t =1
fy
1 n − k et
MPE =∑ ⋅ 100 .
n − k t =1 z t
fv vfxdtyt,kt,bc itlfht,b' jgnbvfkehfl itdfhxbj' α gfhfvtnhbc
cblblt& jgnbvfkehbf bc α, hjvkbc itcf,fvbcb vfxdtyt,tkb vbybvfkehbf&
fyfkjubehfl itbskt,f jgnbvfkehb m 0 -bcf lf ufukedt,bc ,fpbc ithxtdf&

§ 7. GHJUYJPBHT<BC VT"JLJKJUBF
ARIMA GHJWTCT<PT LF>HLYJ<B"

ghjuyjpbht,f ARIMA vjltkt,pt lf.hlyj,b', gbhdtk hbuib, uekbc[vj,c

ARIMA nbgbc vjltkt,bc gjcnekbht,fc, hjujhw bv vjltkt,bc pjuflb rkfcbcf,
hjvkt,bw fqothc itcfcofdk lhjb' vorhbdc&
pjuflb ARIMA(p,d,q)-vjltkb vjbwfdc t&o& cnjmfcnehb nhtylbc
itv'[dtdfc, fye bct'b nhtylbcfc, hjvkbc wdkbkt,f c[dflfc[df itv'[dtdb'
vjvtynt,ib [lt,f& [ibhfl cojhtl fct'b nhtylb f[fcbf't,c trjyjvbreh lhjb'
vorhbdt,c&
vbe[tlfdfl fvbcf, itbskt,f fhct,j,ltc vbptpt,b, hjvkt,bw vbe'b't,ty,
hjv ghjwtcc fmdc ltnthvbybcnekb vlutytkb& d'mdf', xdty'dbc wyj,bkbf
ltnthvbybcnekb aeymwbf f t , hjvtkbw bqt,c vjyfobktj,fc vjyfwtvt,bc
ajhvbht,fib z' t =f t +z t & vfiby ]th uflfdlbdfh' z t =z' t –f t ghjwtcpt lf itvltu
ufydfuhsj,' fv vjyfwtvt,bc rdktdfc& fct' mvtlt,fc xdty htuekfhbpfwbfc
deojlt,'& fhct,j,c ltnthvbybcnekb nhtylbc ufvj.jabc cnfylfhnekb
vt'jlt,b, hjvkt,ptw xdty fh itdxthlt,b'&
fldbkbf ltnthvbybcnekb gjkbyjvehb nhtylbc uf'dfkbcobyt,f pjufl
vjltkib&
fvbcf'dbc b[bkfdty ARIMA(p,d,q) vjltkbc ufypjufljt,fc
Φ p (B)∇dz t = θ 0 +Q q (B)a t , (19.23)
cflfw θ 0 ≠0&
vfh'kfw d'mdf', d=1& vfiby θ 0 ≠0 b'dfkbcobyt,c ohabd ltnthvbybcnek
nhtylc& fvbc lfcfyf[fl, ufvjd'dfkj' cfiefkj
580

θ0
EW t = E∇z t = µ w = ≠ 0.
1 − Φ1 −  − Φ p
vfiby z t = ~z t +µ w t, cflfw ~z t frvf.jabkt,c ufynjkt,fc
Φ p (B) ~z t = Q q (B)a t .
~ ~
vfh'kfw, 'e fqdybiyfd' Wt = ~z t – ~
z t −1 , vfiby Wt =W t –µ w lf rdkfd sdtk itv'[dtdfc
lfde,heylt,b', t&b&
~
Φ p (B) Wt = Q q (B)a t .

ufdecohj' vjdktyt,c wjnf'b oby lf itdybiyj', hjv 'e W fhbc W t =∇dz t -

c ithxtdb'b cfiefkj
∑W
W = ,
n
vfiby vbcb cnfylfhnekb uflf[hf σ( W ) njkbf (n (1− r1 )
)
c0 (1+ r1 ) 1 / 2
(1,d,0)-ghjwtct,bc'dbc

lf ( n
)
c0 (1+ 2 r1 ) 1 / 2
(0,d,1)-ghjwtct,bc'dbc, cflfw c 0 z t ghjwtcbc ithxtdb'b lbcgthcbf,
[jkj r 1 th'yf,b]bfyb fdnjrjhtkfwbff&
vfiby, θ 0 =0 /bgj'tpbc itcfvjovt,kfl itbskt,f itvjdbqj' itvltub
vfhnbdb rhbnthbevb&
dbwb', hjv
θ0 − W
~ N(0,1).
σ(W )

fvbnjv, 'e θ 0 =0, P{| W |>2σ( W )}< 20

1 (2σ-c rfyjyb)& fvhbufl, 'e ufvjd'dkb' W -c

lf 2σ( W )-c ptvj' vj.dfybkb ajhvekt,b' lf fqvjxylt,f, hjv | W |<2σ( W ),

itudbskbf xfd'dfkj', hjv θ 0 =0& obyffqvltu itv'[dtdfib θ 0 ≠0 lf vfiby fv
othnbkbc itafct,fl vbdbqt,' cblbltc
∧
θ 0 = W (1–Φ 1 ).

lfde,heylt' pjufl ARIMA(p,d,q) ghjwtcc& xfd'dfkj', hjv θ 0 =0& vfiby

fct' ghjwtct,pt lf.hlyj,bkb ghjuyjpbht,bc v'tkb vt'jljkjubf itbskt,f
ufd.j' itvltu tnfgt,fl:
1& ARIMA(p,d,q) nbgbc ghjwtct,bc pjuflb 'dbct,t,bc fqothf&
2& 1&-pt lf.hlyj,b' bltynbabrfwbbc xfnfht,f& fm v'fdfh bfhfqc t&o&
fdnjrjhtkfwbehb lf rthsj fdnjrjhtkfwbehb aeymwbt,bc rdktdf ofhvjflutyc&
3& ewyj,b gfhfvtnht,bc gbhdtkflb itafct,f lf cfghjuyjpj aeymwbt,bc lf vf'b
fk,f'ehb cfpqdht,bc lflutyf&
4& gfhfvtnht,bc itafct,f&
19 LHJB"B VORHBDT<B 581

5& vbqt,ekb vjltkbc lbfuyjcnbrehb itvjovt,f&

uflfdblt' ptvjvj.dfybkb cmtvbc htfkbpfwbfpt&
hflufy ARIMA nbgbc ghjwtct,bc pjuflb fqothf, vf'b fdnjrjhtkfwbehb
lf rthsj fdnjrjhtkfwbehb aeymwbt,bc lf[fcbf't,f, gfhfvtnht,bc itafct,bc
ghj,ktvt,b lf cfghjuyjpj aeymwbbc ufvjcf[ekt,t,b xdty erdt fqothbkb udfmdc
obyf geymnt,ib, lfhxtybk yfobkib xdty itdt[t,b' v[jkjl bltynbabrfwbbcf lf
vjltkbc lbfuyjcnbrehb itvjovt,bc cfrb'[t,c&

§ 8. BLTYNBABRFWBF

hjujh lfdflubyjs^ hfc elhbc d? 'tjhbek fdnjrjhtkfwbeh

aeymwbfc^ ρ k -c cnfwbjyfhekb ghjwtct,bcf'dbc f[fcbf't,c xfmhj,flj,bc 'dbct,f&
tvgbhbekb fdnjrjhtkfwbehb aeymwbf r k /ufdc 'tjhbekc& fvbnjv, 'e
tvgbhbekb fdnjrjhtkfwbehb aeymwbf fh mht,f, tc vbudb'b't,c, hjv z t ghjwtcb
fhfcnfwbjyfhekbf, 'evwf itcfskjf, hjv ∇z t fy hjvtkbvt eahj vfqfkb hbubc
c[dfj,f cnfwbjyfhekb ghjwtcb b.jc& fvfc'fy, fh fhbc fewbkt,tkb, hjv vwbht
lfudbfyt,t,bc'dbc ithxtdb'b rjhtkfwbt,b lblb b.jc&
fvhbufl, W t =∇dz t ghjwtcbc tvgbhbekb fdnjrjhtkfwbehb aeymwbbc
cohfab xfmhj,f vbe'b't,c, hjv c[dfj,t,bc cfzbhj hbub d vbqotekbf& ghfmnbrfib
d=0,1 fy 2 lf cfrvfhbcbf ufydb[bkj' fdnjrjhtkfwbt,bc 20 gbhdtkb vybidytkj,f&
cf,jkjj cnfwbjyfhekb ghjwtcbc cf[bc bltynbabrfwbf (hjujh
fdbhxbjs p lf q?)& bvbc itvltu, hfw lflubylt,f d-c cblblt, dcofdkj,' cf'fyflj
c[dfj,t,bc W t =∇dz t -bc tvgbhbekb fdnjrjhtkfwbehb lf rthsj fdnjrjhtkfwbehb
aeymwbt,bc .jafmwtdfc& fm db.tyt,' geymn 19&1-ib vj.dfybk itcf,fvbc 'tjhbek
aeymwbt,bc 'dbct,t,c (b[& w[hbkb 19&1)&
fmfw, trjyjvbreh-abyfycehb lhjb'b vorhbdt,bc fyfkbpbcf'dbc .dtkfpt
vybidytkjdfybf gbhdtkb lf vtjht hbubc ARIMA ghjwtct,b, t&b&, hjwf p lf q bqt,c
vybidytkj,t,c 0,1 fy 2&
vbdfmwbj' .ehflqt,f itvltu afmnc: ithxtdb' fdnjrjhtkfwbt,c itbskt,f
/mjylt' cfrvfjl lblb lbcgthcbt,b lf b.dyty th'vfyt''fy skbthfl
rjhtkbht,ekyb& fvbnjv, hjujhw fqybiyfdlf rtylfkb, fh fhbc vjcfkjlytkb
ltnfkehb vcufdct,f 'tjhbekb lf tvgbhbekb aeymwbt,bcf& rthsjl, tvgbhbekb
fdnjrjhtkfwbbc pjvbthfl lblb vybidytkj,t,b itbskt,f ufvjxylyty vfibyfw rb,
hjwf 'tjhbekb aeymwbt,b xfmhyty; itbskt,f ufvjxylyty itiaj't,t,b, nhtylt,b
lf f&i&
'tjhbekb lf tvgbhbekb aeymwbt,b udfyfy th'vfyt'c sbhb'flib& fvbnjv
pecnb bltynbabrfwbf .jdtk'dbc fh fhbc itcfskt,tkb& itcfskjf, itcfcofdkb
ghjwtcbc'dbc vjudb[ltc c[dflfc[df vjltkbc fhxtdf& tc vjltkt,b pecnlt,f
itcofdkbc itvlujv tnfgpt&
vjltkbc lbfuyjcnbrehb itvjovt,f& d'mdf', cfzbhjf itvltub vjltkbc
lbfuyjcnbrehb itvjovt,f%
Φ p (B)W t = Q q (B)a t .
582

ufvjd'dfkj' cblbltt,b
∧ ∧ ∧
a t = Q −q1( B ) Φ p ( B )Wt ,
∧ ∧
cflfw Φ p (B ) lf Q q (B ) vwjwfdb cfiefkjcf lf fdnjhtuhtcbbc ufhlfmvyt,bf,
∧ ∧
hjvkt,ibw (Φ,θ) gfhfvtnht,b itwdkbkbf ( Φ , θ )-b', vfmcbvfkehb lfcf]thj,bc
∧
itafct,t,b'^ a t cblbltt,c yfhxtyb itwljvf /mdbf& fldbkb cfxdtyt,kbf, hjv 'e
vjltkb fltrdfnehbf, vfiby
∧  1 
a t = a t + O 
 n
∧
lf t&b& lfrdbhdt,f'f vorhbdbc phlbc gbhj,t,ib a t ef[kjdlt,f 't'h [vfehc&
fvbnjv fv ghjwtcbc fyfkbpc vbd.fdfh' vjltkbc fltrdfnehj,f-fhffltrdfnehj,bc
itvjovt,fvlt&
wyj,bkbf fylthcjybc itltub, hjv 'e vjltkb ztivfhbnbf, Φ-cf lf θ-c
pecnb vybidytkj,t,b wyj,bkbf, vfiby ithxtdb'b r k (a) fdnjrjhtkfwbt,b, cflfw
lfrdbhdt,t,bc hjkib erdt a vorhbdb ufvjlbc, eylf b.dyty fhfrjhtkbht,ekyb lf
lff[kjt,b' yjhvfkehfl ufyfobkt,ekyb 0 cfiefkj'b lf 1n lbcgthcbb', fye 1
n
cnfylfhnekb uflf[hb'& fmtlfy, hjujhw .jdtk'dbc, cnfylfhnek rhbnthbevc
vbd.fdfh' H 0 : r k (a)=0 /bgj'tpbc itvjovt,fvlt&
hflufy xdty itv'[dtdfib gfhfvtnht,bc (Φ,θ) pecnb vybidytkj,t,b
itwdkbkb udfmdc vf'b itafct,t,b', tc rhbnthbevb vwbht lfudbfyt,t,bc
itv'[dtdfib eylf itbwdfkjc lf cnfylfhnekb uflf[hf eylf fdbqj' fhf 1 -bc,
n

fhfvtl Φ 2
-bc fy θ2 -bc njkb^ itcf,fvbcfl, AR(1)-bc fy MA(1)-bc itv'[dtdfib& lblb
n n
lfudbfyt,bc'dbc cfpqdfhb 1 cfrvfjl rfhubf& fvhbufl, dqt,ekj,' itvltu
n
pjkt,c /bgj'tpbc itcfvjovt,kfl (b[& yf[& 19&21)&
vtjht, eahj chek.jabkb vt'jlb vjltkbc fltrdfnehj,bc
itcfvjovt,kfl, taesyt,f χ rhbnthbevbc ufvj.tyt,fc&
2

dfabmcbht,' hfqfw K hbw[dc& bub, hjujhw otcb, fbqt,f 20–25-bc

afhukt,ib& itvltu db.tyt,' bv afmnc, hjv 'e vjltkb fltrdfnehbf, vfiby
ufvjcf[ekt,f
K ∧
Q = n ∑ rk2 (a )
k =1
19 LHJB"B VORHBDT<B 583

ufyfobkt,ekbf vbf[kjt,b' hjujhw χ2(K–p–q), cflfw n=N–d – bv vjyfwtv'f

hfjltyj,ff (tc t[t,f, hfcfrdbhdtkbf, W-c), hjvtkbw ufvjdb.tyt' vjltkbc
vjcfhut,fl&
fv cnfnbcnbrbc ufvj'dkbc itvltu, vbcb vybidytkj,f eylf itlfhltc χ2
ufyfobkt,bc 90% fy 95% (fy c[df vbcfqt,) rdfynbkc&
χ2-c'dbc 23-bc njkb 'fdbceakt,bc [fhbc[b' 90% lf 95% rdfynbkt,b
njkbf 32&0 lf 35&2-bc& 'e vbqt,ekb hbw[dt,b w[hbkblfy yfgjdy hbw[dt,pt
gfnfhff, vjltkbc fltrdfnehj,fib tzdb fh itudfmdc&
k→ k→
2 1 2 3 4 5 6 2 1 2 3 4 5 6
n n
1 1
n n
0 | | | | 0 | | | |
– 1 – 1
n n
– 2 – 2
n n

AR(1), Φ=0.3 AR(1), Φ=0.7

MA(1), θ=0.3 MA(1), θ=0.7
2 2
n n
1 1
n n
0 | | | | 0 | | | |
– 1 – 1
n n
2 – 2
–
n n
AR(2), Φ1=0.5, Φ2=0.25 AR(2), Φ1=1.0, Φ2=0.75
MA(2), θ1=0.5, θ2=0.25 MA(2), θ1=1.0, θ2=0.75
yf[& 19.21.

vtcfvt vt'jlb lfv.fht,ekbf revekfnbehb gthbjljuhfvbc ufvj.tyt,fpt&

tc vt'jlb udfsktdc cfiefkt,fc, ufdfhrdbj' cojhfl fhbc 'e fhf uf'dfkbc-
obyt,ekb lfrdbhdt,ek vorhbdib vjyfwtvt,bc gthbjlekb [fcbf'b& fv re'[b',
fdnjrjhtkfwbehb aeymwbf welb bylbrfnjhbf&
ufydvfhnj' cfzbhj cnfnbcnbrf& fvbc'dbc ufvjd'dfkj' cblblt

2  n
2 2
 n 
I(f i ) =  ∑ a t cos 2π f t t  +  ∑ at sin 2π f t t  ,
n  t =1   t =1  

cflfw f i = ni fhbc cb[ibht& I(f i ) ofhvjflutyc (a t ) vorhbdbc gthbjljuhfvfc&

ufydb[bkj' ,fhnktnbc yjhvbht,ekb revekfnbehb gthbjljuhfvf
584

j
∑ I ( fi )
i =1
C(f j ) = ,
ns 2
cflfw s2 σ 2a -bc itafct,ff&
'e vjltkb fltrdfnehbf lf vbcb gfhfvtnht,b pecnflff wyj,bkb, vfiby a
ghjwtcc, ufvj'dkbkc lfrdbhdt,t,blfy, tmyt,jlf 't'hb [vfehbc 'dbct,t,b, fye
C(f j ) vwbhtl ufbafynt,jlf ohabc vbvfh', hjvtkbw uflbc (0,0) lf ( 12 ,1)
othnbkt,pt lf ofhvjflutyc 't'hb [vfehbc yjhvbht,ek revekfnbeh cgtmnhc
('t'hb [vfehbc'dbc tc 'dbct,f wyj,bkbf)& vfh'fkbf, xdty a-c vfubdhfl itudbskbf
∧
ufvjd'dfkj' v[jkjl a , vfuhfv ptvjfqybiyekb 'dbct,f cfrvfjl lblb n-c'dbc lf
∧
fltrdfnehb vjltkbc'dbc a -bc cfiefkt,b' fut,ek gthbjlek revekfnbeh
gthbjljuhfvfcfw eylf /mjyltc&
1) 2)
1.0 1.0
25% 25%
0.75 - 5% 0.75 - 5%

↑ 0.50- ↑ 0.50-
L(fj) C(fj)
0.25 - 0.25 -

| |
4 2 4 2
←–1/fj gthbjlb ←–1/fj gthbjlb
––––––––––|–––––––––––| ––––––––––|–––––––––––|
0.25 0.5 0.25 0.5
fj –→ cb[ibht fj –→ cb[ibht

yf[& 19.22.

fk,f'ehb eh'bth'lfvjrblt,ekt,f revekfnbeh gthbjljuhfvfcf lf

revekfnbeh cgtmnhc ijhbc bubdtf, hfw tvgbhbek lf 'tjhbek ufyfobkt,bc
aeymwbt,c ijhbc& fvbnjv cf'fyflj fltrdfnehj,bc /bgj'tpbc itcfvjovt,kfl
b.tyt,ty rjkvjujhjdbc rhbnthbevc& cfhut,kj,ty hf fv rhbnthbevb', 'tjhbekb
ohabc vf[kj,kfl fnfht,ty cfcfpqdhj pjkt,c itvltub otcb': ghfmnbrekfl
bqt,ty q= n −2 2 fy n2−1 bvbclf vb[tldb', n keobf 'e rtynb& itvltu, lffabmcbht,ty hf
ε-c , gjekj,ty K ε -c itvltub w[hbkblfy

w[hbkb 19.14.

ε 0.01 0.05 0.10 0.25

Kε 1.63 1.36 1.22 1.02
19 LHJB"B VORHBDT<B 585

fvbc itvltu fut,ty pjkc, hjvkbc iefib vlt,fhtj,c (0,0) lf ( 12 ,1)

othnbkt,pt ufvfdfkb ohat, [jkj pjkbc ptlf lf mdtlf cfpqdht,b fhbc fv ohabc
Kε
gfhfktkehb ohatt,b, hjvkt,bw lfijht,ekbf vbcufy vfysbkb' (vfysbkb
q
bpjvt,f jhlbyfn'f qthspt)& vbqt,ek cfpqdht,c bc 'dbct,f uffxybf, hjv
/bgj'tpbc cfvfh'kbfyj,bc itv'[dtdfib revekfnbehb gthbjljuhfvf fv
cfpqdht,blfy ufdbljlf v[jkjl itv'[dtdf'f 100ε%-ib& fvbnjv fv cfpqdht,c
eojlt,ty 100ε%-ek ohatt,c& vjdb.dfyj' cfbkecnhfwbj yf[fnt,b&
'e cehf'b bct'bf, hjujhw yf[& 19&22-bc 1) itv'[dtdfib, fltrdfnehj,bc
/bgj'tpf erebult,f, [jkj 2) itv'[dtdfib – vbbqt,f&

'fdb lfdfchekj' jhb ghj,ktvbc ufy[bkdb'^ hjvtk'f uflfo.dtnf^

fhct,b'fl^ lhjb'b vorhbdt,bc 'tjhbfc t.hlyj,f&

1. V>BLDTKJ<B"B EYFHBFYJ<BC GFHBNTNBC LFLUTYBC GHJ<KTVF&

th'bfyb afclflt,bc rfyjyb fvnrbwt,c, hjv 'e th'b lf bubdt cfmjykbc th'yfbhb
hfjltyj,f jh c[dflfc[df mdt.fyfib b.blt,f, itcf,fvbcfl, P 1 lf P 2 afcfl, vfiby
P 1 = P 2 E 12 , (19.24)
cflfw E 12 ofhvjflutyc jhb itcf,fvbcb dfkenbc ufwdkbc rehcc& fy, 'e ufpjvdt,b
ofhvjt,c kjufhb'vek crfkfpt, vfiby
p 1 –p 2 –e 12 = 0, (19.25)
cflfw p 1 =lnP 1 , p 2 =lnP 2 lf e 12 =lnE 12 & 'e p 1 lf p 2 ofhvjflutyc afct,bc byltmct,c,
itcf,fvbcfl, fv jh mdt.fyfib, vfiby cekfw fh fhbc w[flb, hjv flubkb tmyt,f bubdt
(19&25) rfyjypjvbtht,fc& fvbc vbptpb bcff, hjv c[dflfc[df mdt.fyfib afct,bc
byltmcb c[dflfc[dfyfbhfl ufvjb'dkt,f lf cfvjv[vfht,kj rfkf't,bw c[dflfc[dff&
vfuhfv, 'e (19&25) 'fyfafhlj,f vbf[kjt,b' vfbyw fh cheklt,f, trjyjvbrf
ufybwlbc ptojkfc, hjvtkbw vbvfh'ekbf afct,bc ljybc fy ufwdkb'b rehcbc
wdkbkt,fpt& fvbnjv fm eylf vjdtkjlt' cbcntvbc bct' .jafmwtdfc, hjvtkbw vfc
cfiefkt,fc fsktdc ittuejc trjyjvbreh ufhtvjc&
fv 'dfkcfphbcb', cfbynthtcjf ufvjdfhrdbj', hf ajhvb' cheklt,f
(19&25) rfyjypjvbtht,f, t&b& ufvjdb.dfyj' t&o& v.bldtkj,b'b eyfhbfyj,bc gfhbntnb&
xdty vjud.fdc c& bj/fyctybcf lf r& ;eptkbecbc vbth rjvgktmcehb
vt'jlt,b' itcofdkbkb htfkehb vjyfwtvt,b, hjvkb' cfhut,kj,bc cfiefkt,f
vf' vbcwf r& ejkbcvf& bcbyb ofhvjflutyty lblb ,hbnfyt'bc cf,b'evj afct,bc p 1
byltmcbc, ufht ,fphbc cfdfzhj-itojybkb p 2 byltmcbcf lf vjmvtlb ufwdkb'b
rehcbc e 12 -bc (aeynb cnthkbyub/tdhjljkfhb) rdfhnfkeh (I rdfhnfkb, 1963 o& –
III rdfhnfkb, 1972 o&) vjyfwtvt,c& ufhlf fvbcf, fyfkbpib xfh'ekbf lblb
,hbnfyt'bc v'fdhj,bc cfv'dbfyb cf[fpbyj dfklt,ekt,t,bc ufyfrdt'b i 1 lf
cfv'dbfyb tdhjljkfhbc cfghjwtynj ufyfrdt'b i 2 (i 1 -cf lf i 2 -bc ufpjvdt,b bctd
kjufhb'vek crfkfpt ofhvjt,c)& vf'b uf'dfkbcobyt,f fb[cyt,f bvb', hjv ,fphbc
586

vjkjlbyb ufwdkb'b rehcbc wdkbkt,t,pt ufycfpqdhfdc cfghjwtynj ufyfrdt'bc

vbvlbyfht wdkbkt,t,c
i 1t –i 2t = E t (e 12,t+1 ),
'e jh mdt.fyfc ijhbc rfgbnfkb itpqeldt,bc ufhtit vjshfj,c& fm E t (⋅) gbhj,b'b
vf'tvfnbrehb kjlbybf gbhj,fib, hjv wyj,bkbf t vjvtynfvlt obyf vjyfwtvt,b&
vjud.fdc [e'bdt afmnjhbc vjyfwtvt,bc ofhvjlutyt,b f,cjkenehb
ljytt,bcf'dbc&

afct,b lbl ,hbnfyt'ib (p1)

5.00 –
4.75 –
4.50 –
4.25 –
4.00 –
3.75 –
3.50 –
3.25 | | | | | | | | | | | | | | | | |
1972 1974 1976 1978 1980 1982 1984 1986
yf[& 19.23

afct,b ufht ,fpfhpt (p2)

4.96 –
4.80 –
4.64 –
4.48 –
4.32 –
4.16 –
4.00 –
3.84 | | | | | | | | | | | | | | | | |
1972 1974 1976 1978 1980 1982 1984 1986
yf[& 19.24

cf[fpbyj dfklt,ekt,bc ufyfrdt'b (i1)

0.18 –
0.16 –
0.14 –
0.12 –
0.10 –
0.08 –
0.06 –
0.04 | | | | | | | | | | | | | | | | |
1972 1974 1976 1978 1980 1982 1984 1986
yf[& 19.25
19 LHJB"B VORHBDT<B 587

tdhjljkfhbc ufyfrdt'b (i2)

0.18 –
0.16 –
0.14 –
0.12 –
0.10 –
0.08 –
0.06 –
0.04 | | | | | | | | | | | | | | | | |
1972 1974 1976 1978 1980 1982 1984 1986
yf[& 19.26.

ufwdkb'b rehcb (e12)

-4.2 –
-4.3 –
-4.4 –
-4.5 –
-4.6 –
-4.7 –
-4.8 –
-4.9 | | | | | | | | | | | | | | | | |
1972 1974 1976 1978 1980 1982 1984 1986
yf[& 19.27.

fv vjyfwtvt,bc @ufcojht,f# itcfskt,tkb fqvjxylf vtjht hbubc

fdnjhtuhtcbbc vjltkb'& fvbcf'dbc ufvj.tyt,ekb b.j .dtkf itcf,fvbcb
htrjvtylfwbf, hjvtkcfw lhjb'b vorhbdt,bc fyfkbpbc ptvj' vj.dfybkb vt'jlt,b
bsktdf& uf'dfkbcobyt,ekb b.j hjujhw ctpjyehb rjvgjytynf, fctdt velvbdb
itvflutytkb otdhb&
xfyc, hjv vj.dfybkb vjyfwtvt,b fh frvf.jabkt,ty (19&25) 'fyfafhlj,fc&
fvbnjv ufcfhrdtdbf, 'e hf ajhvb' fhct,j,c (fy fhct,j,c rb?) @vluhflb#
uhstkdflbfyb ohabdb rfdibht,b p 1 , p 2 lf e 12 cblbltt,c ijhbc& eylf itvjovltc,
vfufkb'fl, fhbc 'e fhf ohabdb rjv,byfwbf p 1t – p 2t – e 12,t cnfwbjyfhekb& 'e fq-
vjxylf, hjv bc vfh'kfw cnfwbjyfhekbf, vfiby v.bldtkj,b'b eyfhbfyj,bc gfhbnt-
nb ybiyfdc cojhtl p 1t – p 2t – e 12,t itv'[dtdb'b vbvltdhj,bc cnfwbjyfhekj,fc&
cnfnbcnbrehvf fyfkbpvf fxdtyf, hjv ufy[bkekb [e'ufypjvbkt,bfyb
ghjwtcb x t =(p 1t , p 2t , e 12,t , i 1t , i 2t ) fhfcnfwbjyfhekbf, [jkj vbcb gbhdtkb c[dfj,f
∆x t erdt cnfwbjyfhekbf& lflfcnehlf cnfnbcnbrehb /bgj'tpf, hjv th'b lf
bubdt vjvtynib fv ghjwtcbc rjvgjytyn'f ijhbc jhb ohabdb rjv,byfwbf
cnfwbjyfhekbf lf jhbdtc cf[t fqbotht,f
ap 1t – ap 2t – ae 12,t + ci 1t + di 2t ,
ufvjcf[ekt,b'^ cflfw a, c lf d velvbdt,bf, hjvkt,bw cfzbhjt,ty
bltynbabwbht,fc& lfvfnt,b'vf cnfnbcnbrehvf fyfkbpvf w[fl.j, hjv i 1t – i 2t (t&b&
a=0, c=1, d=–1) cnfwbjyfhekbf, [jkj
588

p 1t – p 2t – e 12,t
(t&b& a=1 lf c=d=0) fhff cnfwbjyfhekb lf gfhbntnc fv ohabdb rjv,byfwbbc
cnfwbjyfhekj,bc ajhvb' flubkb fhf fmdc& ufbhrdf, hjv
cnfwbjyfhekbf ohabdb rjv,byfwbf p 1t – p 2t – e 12,t + ci 1t + di 2t , (19.26)
hjvtkibw c lf d fh fhbc bltynbabwbht,ekb& ufvjdktybkbf v[jkjl, hjv fy c, fy
d eylf b.jc yekb& cojhtl (19&26) ufvjcf[ekt,b' vjbwtvf v.bldtkeyfhbfyj,bc
gfhbntnbc vjlbabwbht,ekb cf[t& w[flbf, hjv trjyjvbrehb fyfkbpb fm fhff
lfchekt,ekb lf fdnjht,b ud'fdfpj,ty cnfnbcnbreh vt'jlt,c c lf d
rjtabwbtynt,bc bltynbabrfwbbcf'dbc&
vjdb.dfyj' lfcrdyt,b:
1) v.bldtkj,b'b eyfhbfyj,bc gfhbntnb (19&25) ajhvb', t&b& p 1t – p 2t – e 12,t =0, fh
cheklt,f&
2) v.bldtkj,b'b eyfhbfyj,bc gfhbntnbc vjlbabwbht,ekb cf[tf: itv'[dtdb'b
ghjwtcb p 1t –p 2t –e 12,t +ci 1t +di 2t cnfwbjyfhekbf& tc rb bvfpt vbe'b't,c, hjv vluhfl
uhstkdflbfy rfdibhc fqothc lblb ,hbnfyt'bc afct,bc p 1t , vbc ufht ,fpfhpt
afct,bc p 2t , ufwdkb'b rehcbc e 12,t , lblb ,hbnfyt'bc v'fdhj,bc cfv'dbfyb cf[fpbyj
dfklt,ekt,t,bc ufyfrdt'bc i 1t lf cfv'dbfyb tdhjljkfht,bc cfghjwtynj
ufyfrdt'bc i 2t vj.dfybkb ohabdb rjv,byfwbf&
bvbc ufvj, hjv cnfwbjyfhekj,bc lhjc ghjwtcbc cfiefkj fh fhbc
lfvjrblt,ekb lhjpt lf velvbdbf, v.bldtkj,b'b eyfhbfyj,bc vjlbabwbht,ek
gfhbntnc itbskt,f vbdwt' itvltub bynthghtnfwbf:
cfiefkjl p 1t – p 2t – e 12,t + ci 1t + di 2t = const
(t&b& fv ohabdb rjv,byfwbbc vf'tvfnbrehb kjlbyb velvbdbf), fy (19&25)-'fy itlfht-
,bcf'dbc eahj vj[th[t,ekb cf[b' ofhvjdflubyj':
cfiefkjl p 1t – p 2t – e 12,t + ci 1t + di 2t = 0,
cflfw [fpbfyb cblbltt,b ofhvjflutyty itcf,fvbc cblblt'f wtynhbht,ek vybidyt-
kj,t,c, t&b& vf' frklt,f' vf'b cfiefkjt,b& fmtlfy xfyc, hjv lfvfnt,b' (19&25)-'fy
gfhbntnbc ufvjcf[ekt,fib itvjdblf i 1t lf i 2t ufyfrdt't,b lf yek'fy njkj,f
itbwdfkf cfiefkjl yek'fy njkj,b', cblbltt,b rb wtynhbht,ekb cblbltt,b'&
3) ufy[bkek vjltkeh 5-ufypjvbkt,bfy vtjht hbubc fdnjhtuhtcbbc fhfcnf-
wbjyfhek ghjwtcc x t =(p 1t , p 2t , e 12,t , i 1t , i 2t ) fmdc cnfwbjyfhekb gbhdtkb c[dfj,t,b
∆x t lf th'b lf bubdt vjvtynib vbcb rjvgjytynt,bc jhb ohabdb rjv,byfwbf i 1t –i 2t lf
p 1t –p 2t –e 12,t +ci 1t +di 2t cnfwbjyfhekbf&
fct'b nbgbc fdnjhtuhtcbbc ghjwtct,c eojlt,ty rjbyntuhbht,ekc& cfpj-
ufljl, fdnjhtuhtcbbc l-ufypjvbkt,bfyb ghjwtcb x t =(x 1t ,x 2t ,...,x lt ) rjbyntuhbht-
,ekbf, 'e vbcb gbhdtkb yfphlt,b ∆x t cnfwbjyfhekbf lf vjbst,yt,f vbcb
rjvgjytynt,bc th'b fy hfvltybvt ohabdb rjv,byfwbf, hjvtkbw cnfwbjyfhekbf&
19 LHJB"B VORHBDT<B 589

rjbyntuhfwbbc wyt,f tv.fht,f vjcfpht,fc, hjv pjubth' itv'[dtdfib

vhdfkufypjvbkt,bfyb ghjwtcbc fhfcnfwbjyfhekj,f ufvjodtekbf bvb', hjv
pjubth' vbc rjvgjytync cfth'j cnjmfcnehb nhtylb uffxybf, hjvkbc ufvjhbw[df
itcfskt,tkbf rjvgjytyn'f ufhrdtekb ohabdb rjv,byfwbbc fqt,b', hbc itltufl tc
ohabdb rjv,byfwbf cnfwbjyfhekb [lt,f& rjbyntuhbht,ekb ghjwtct,b lbl
.ehflqt,fc bvcf[eht,ty lhjb'b vorhbdt,bc trjyjvtnhbrfib lf vf' ofhvfnt,b'
b.tyt,ty [fyuhskbdb trjyjvbrehb rfyjypjvbtht,t,bc lfcflutyfl&

2. <FYRBC KBRDBLEHJ<BC GHJ<KTVF& htfkeh cfv.fhjib trjyjvbrehb

ce,btmnt,b vhfdfkv[hbd eh'bth'j,fib fhbfy th'vfyt''fy& fv eh'bth'j,bc
itltufl vf' lhjlflhj ofhvjtmvyt,f' aekflb cf[cht,bc ervfhbcj,f lf exylt,f'
fv cf[cht,bc vjgjdt,bc (ctc[t,bc) ghj,ktvf^ pju]th rb gbhbmb'^ fqvjfxylt,f'
(lhjt,b') ptlvtnb cf[cht,b^ hjvtk'f lf,fylt,f (ufctc[t,f) trjyjvbrehfl
vjvut,bfybf& bmvyt,f aekflb cf[cht,bc ,fpfhb^ hjvtkibw vctc[t,tkb v.bldtkbc^
[jkj ufvctc[t,tkb (rhtlbnjhb) ufv.bldtkbc hjkib ofhvjudblut,f& sbhb'fl
iefvfdfkc fv ,fpfhpt ,fyrb ofhvjflutyc& bub th'lhjekfl hjujhw v.bldtkbc^ bct
ufv.bldtkbc hjkib ufvjlbc% vjbpblfdc 'fdbceafk cf[cht,c rhtlbnjht,bcfufy lf
c'fdfpj,c cf[cht,c ctc[bc cf[b' 'fdbc rkbtynt,c& hjujhw otcb^ rjvthwbekb
,fyrt,b bpblfdty lbl 'fy[t,c vjrktdflbfyb ltgjpbnt,bc cf[b' vjcf[ktj,bcfufy lf
c[df cfrhtlbnj lfotct,ekt,t,bcfufy lf ufcwtvty uhstkdflbfy rhtlbnt,c
cfofhvjt,pt lf c[df jhufybpfwbt,pt&
,fyrb vjut,fc qt,ekj,c bvbc [fh]pt^ hjv ufwtvekb rhtlbnbc ghjwtynekb
ufyfrdt'b (qbht,ekt,f) eahj vfqfkbf^ dblht vjpblekb ltgjpbnt,bcf^ fvbnjv
,fyrb lfbynthtct,ekbf itvjcekb cf[cht,bc hfw itbskt,f lblb yfobkb bmyfc
lf,fylt,ekb rhtlbnbc cf[b'& vtjhtc v[hbd^ ,fyrc velvbdfl eylf uffxyltc
cf[cht,bc ufhrdtekb vfhfub^ hf'f vtfyf,htt,bc vj'[jdybc'fyfdt itskjc cfzbhj
'fy[bc ufwtvf& cf[cht,c^ hjvkt,bw fldbkfl itbskt,f uflfwdkbk bmyfc yfql
aekpt^ kbrdblehb (cohfaflhtfkbpt,flb) cf[cht,b tojlt,f& ,fyrb kbrdblehfl
b'dkt,f^ 'e vfc .jdtk vjvtynib vjtgjdt,f kbrdblehb cf[cht,bc cfrvfhbcb
hfjltyj,f& fldbkb vbcf[dtlhbf^ hjv zfh,b hfjltyj,b' kbrdblehb cf[cht,bc
lfuhjdt,f fvwbht,c ,fyrbc itvjcfdfkc lf efh.jab'fl vjmvtlt,c vbcb cfmvbfyj,bc
tatmnehj,fpt&
kbrdblehj,bc vfh'df uekbc[vj,c kbrdblehb cf[cht,bc bv vbybvfkehb
ljybc ufycfpqdhfc^ hjvtkbw epheydtk.jac ,fyrbc kbrdblehj,fc& fv fvjwfybc
uflfcfo.dtnfl cfzbhjf kbrdblehb cf[cht,bc vjshfj,bc sbhb'fl vtmfybpvt,ib
ufhrdtdf^ rthsjl^ hf cf[bc cfmvbfyj,f ofhvjij,c kbrdblehb cfiefkt,t,bc
ltabwbnc fy^ gbhbmb'^ cbzfh,tc&
xfnfht,ekvf ufvjrdktdt,vf w[fl.dtc^ hjv kbrdblehj,bc fhfcfrvfhbcb
ljyt [ibhfl gbhdtkb ybifybf bvbcf^ hjv ,fyrb fo.lt,f cthbjpek abyfyceh
cbsytktt,c& fv lhjc bub rfhufdc ltgjpbnt,c^ hfw fvwbht,c vbc yfql aekfl
cfiefkt,t,c lf fbsekt,c ufy'fdbceakltc .dtkfpt eahj kbrdblehb afcbfyb
mfqfklt,bcfufy& c[df ,fyrt,b fhw 'e lblb [fkbcb' fsktdty ufrjnht,bc cfpqdfhpt
v.ja ,fyrc ctc[c lfvfnt,b'b cfobylfhbc ufhtit fy c'fdfpj,ty ctc[c eahj vfqfkb
cfghjwtynj ufyfrdt'b'^ hfw rbltd eahj fvwbht,c ,fyrbc itvjcfdfkc&
kbrdblehj,bc vfh'df uflfbmwf ,fyrbc vybidytkjdfy sbhb'fl fvjwfyfl^
hflufyfw ,fyrb itbskt,f lf[ehekb bmyfc kbrdblehb cf[cht,bc ervfhbcj,bc ufvj^
vbe[tlfdfl bvbcf^ hjv ajhvfkehfl bub ]th rbltd uflf[lbceyfhbfybf& ufhlf fvbcf^
,fyrbc vbth kbrdblehj,bc vfh'dbc rjvgtntynehj,f ofhvjflutyc vfh'dbc
ghjwtcbc sbhb'fl vfxdtyt,tkc ,fyrbc uhstkdflbfyb vbpyt,bc vbcfqotdfl&
590

,fyrt,bc evhfdktcj,bcf'dbc kbrdbleh cf[cht,pt vj'[jdyf ofhvjbidt,f

itvltub vbptpt,b'% rkbtynbc vbth aekbc vj[cyf fyufhbit,blfy* rkbtynt,bc vbth
rhtlbnt,bc vbqt,bc itcf[t, ufyfw[flbc itvjnfyf (w[flbf kfgfhfrbf bv
ufyfw[flt,pt^ hjvtk'f lfrvf.jabkt,fw ,fyrvf uflfo.dbnf)& fm itbskt,f ufvjd.j'%
ufyfw[flt,b f[fkb rhtlbnbc vbqt,bc itcf[t,* sdtkb rhtlbnt,bc vjmvtlt,bc dflbc
ufuhstkt,f* cf[cht,bc ufvj.jaf fhct,ekb cfrhtlbnj [fpt,b'& rbltd th' vbptpc
ofhvjflutyc ,fyrt,bc vbth c[df ,fyrt,blfy vbqt,ekb ctc[t,bc lfafhdf& c[df
vbptp'f ijhbc itbskt,f ufvjd.j' ,fyrbc lfyf[fh]t,b c[df fhfcfltgjpbnj
cf[cht,bc vjpbldfpt* cf[tkvobaj ,tufhbc uflf[lf lf cfjgthfwbj [fh]t,b*
fmwbjytht,bcf'dbc lbdbltylt,bc uflf[lf&
kbrdblehb cf[cht,bc vj'[jdybc lfcfrvf.jabkt,kfl ,fyrc iteskbf
vjbpbljc pjubth'b gjntywbehb vbojlt,bc o.fhj& hjujhw otcb^ sbhb'fl o.fhjc
ofhvjflutyc rkbtynt,bcfufy vbqt,ekb lfyfpjut,b f[fk fyufhbit,pt lf erdt
fhct,ek fyufhbit,pt ityfnfyt,b& fvudfhb ityfnfyt,bc vjlbyt,f eahj byntycbehbf
.jdtkb 'dbc lfcfo.bcib^ hjltcfw [lt,f [tkafct,bc uflf[lf lf 'dbc ief
hbw[dt,ib^ hjltcfw [lt,f fyufhbit,bc uflf[lf lf [jhwbtklt,f c[df uflf[lt,b&
kbrdblehb cf[cht,bc vjojlt,bc rbltd th'b sbhb'flb o.fhjf ,fyrbc vbth flht
ufwtvekb rhtlbnt,bc lfafhdf^ hfw bsktdf lfvfnt,b' cf[cht,c kbrdbleh
cfiefkt,t,pt f[fkb vj'[jdyt,bc lfcfrvf.jabkt,kfl& kbrdblehb cf[cht,b
fuht'dt itvjlbc fhfcfltgjpbnj cf,fyrj vjvcf[eht,bc uf.bldbcf lf aekbc
,fpfhpt aekbc ctc[t,bc upb'&

,fyrbc kbrdblehb cf[cht,bc vj'[jdybcf lf vbojlt,bc o.fhjt,b

kbrdblehb cf[cht,bc vbojlt,bc kbrdblehb cf[cht,bc vj'[jdybc
o.fhjt,b o.fhjt,b
a) rkbtynt,bcfufy vbqt,ekb ltgjpbnt,b a') rkbtynt,bc vbth aekbc vj[cyf
fyufhbit,blfy
b) itvjcfdkt,b fhfcfltgjpbnj cf,fyrj b') uflf[lbceyfhbfyb rkbtynt,bcfufy
vjvcf[eht,bc uf.bldblfy vbqt,ekb ufyw[flt,b rhtlbnt,bc
vbqt,bc itcf[t,
c) flht ufwtvekb rhtlbnt,bc lfafhdf c') fhfcfltgjpbnj cf[cht,bc
vjpbldfpt uflfcf[ltkb lfyf[fh]t,b
d') jgthfwbekb lfyf[fh]t,b lf
d) ,fyrbc fmnbdt,bc uf.bldf ,tufhbc uflf[lf cf,fyrj
vjvcf[eht,bc uf.bldbc ghjwtcib
e) cf[cht,bc vjpbldf aekfl ,fpfhpt e') fmwbjyth'f'dbc lbdbltylt,bc
uflf[lf

kbrdblehb cf[cht,bc vj'[jdybcf lf vbojlt,bc c[dflfc[df o.fhjt,b ]fvib

ufycfpqdhfdty lhjbc yt,bcvbth vjvtynib ,fyrbc ytnj-kbrdbleh gjpbwbfc& ytnj-
kbrdbleh gjpbwbfc ufycfpqdhek vjvtynib fmdc itvltub cf[t%
vj' [jdyf
 vbojlt, f
    
N t = ( a + b + c + d + e) t − ( a ' + b ' + c ' + d ' + e ' ) t (19.27)
hjltcfw kbrdbleh cf[cht,pt vj'[jdyf fqtvfnt,f vbojlt,fc (t&b& N t < 0),
,fyrbc vvfh'dtkj,f vpfl eylf b.jc kbrdblehb cf[cht,bc ltabwbnbcf'dbc lf
19 LHJB"B VORHBDT<B 591

uflfo.dbnjc^ hjujh lf hf dflt,ib vbbqjc kbrdblehb cf[cht,bc lfvfnt,b'b

hfjltyj,f& fvfdt lhjc^ 'e lhjbc hfqfw vjvtynib kbrdblehb cf[cht,bc vbojlt,f
vtnb bmyt,f vj'[jdyfpt (t&b&N t >0)^ vfiby [tkvsqdfytkj,f vpfl eylf b.jc kbrdblehb
cf[cht,bc yfvfnbcf'dbc lf fvfdt lhjc uflfo.dbnjc^ hjujh lf hf dflb' bmyfc
bydtcnbht,ekb tc yfvfnb vjvfdfkb lhjbc vjvtynfvlt^ hjltcfw itbmvyt,f vf'pt
vj'[jdyf& hflufy lhj ofhvjflutyc uflfvo.dtn afmnjhc kbrdblehj,bc vfh'dfib^
,fyrvf pecnfl eylf bwjltc hjlbc lf cfblfy iteskbf vbbqjc cfzbhj kbrdblehb
cf[cht,b& hjujhbw fh eylf b.jc kbrdblehj,bc vfh'dbc vt'jlb^ ,fyrib itvfdfkb
lf ,fyrblfy ufvfdfkb aekflb yfrflt,bc ghjuyjpbht,f fhbc bc cfaesdtkb^
hjvtkptw eylf lfv.fhltc jgnbvfkehb vfh'dbc gjkbnbrf&

AEKFLB YFRFLT<BC RJYCNHEBHT<F& lfde,heylt' (19.27) ajhvekfc&

ytnj kbrdblehb gjpbwbbc fqvothb ghjwtcb itbskt,f vjrktl fct uflfdothj'%
L t = Liability t – Asset t , (19.28)
cflfw Liability t fqybiyfdc ,fyrib aekbc itvfdfk yfrflc^ [jkj Asset t – ,fyrblfy
ufvfdfk yfrflc& byltmcb t fqybiyfdc lhjbc ufycf[bkdtk vjvtync&
bc byajhvfwbf^ hjvtkbw uffxybf vtyt]thc fv yfrflt,bc itcf[t,^
vfnthbfkbpt,ekbf .jdtklqbeh ,fkfyct,ib^ rthsjl^ fmdc cf,fkfycj fyufhbit,pt
lfhbw[ekb 'fy[t,bc ajhvf&
fvbnjv egbhdtktcb fvjwfyff ufvjd.j' cf,fkfycj fyufhbit,bc bc yjvht,b^
hjvkt,bw fqhbw[fdty cojhtl bv 'fy[t,c^ hjvtk'fufyfw ajhvbhlt,f^ th'bc v[hbd^
a'), b'), c'), d'), e') geymnt,ib vjwtvekb 'fy[t,b (xdty fqybidyt,ib Liability t ghjwtcb)
lf^ vtjhtc v[hbd a), b), c), d), e) geymnt,ib vjwtvekb 'fy[t,b (xdty fqybidyt,ib
Asset t ghjwtcb)& fvfc'fy^ lfpecnt,ekbf lhjbc bc vjvtynt,b^ hjvkt,ibw [lt,f fv
ghjwtct,pt lfrdbhdt,f&
ghjwtct,b Liability t lf Asset t ajhvbhlt,f itvltub gbhj,b'b fyufhbit,blfy%
L
Liability t = ∑ p i
i =1

(cek L fyufhbib)^ cflfw p i fhbc i-eh fyufhbipt v.jab 'fy[f&

A
Asset t = ∑ a i
i =1

(cek A fyufhbib)^ cflfw a i fhbc i-eh fyufhbipt v.jab 'fy[f&

itdybiyj'^ hjv fqybiyekb ghjwtct,bc ajhvbht,f rjyrhtnekb ,fyrbcf'dbc
bylbdblefkehfl eylf uflfo.ltc&
xdty [tk' udmjylf htfkehb vjyfwtvt,b^ hjvtk'f fyfkbpb lf ghjuyjpbht,f
xfnfhlf .dtkf ptvjfqybiyekb vt'jlbc ufvj.tyt,b'% cf[tklj,h^ vjyfwtv'f
ufcojht,f lf fltrdfnehb vjltkt,bc itveifdt,f^ vf'b gfhfvtnht,bc itafct,f^
bltynbabrfwbf^ lbfuyjcnbrf lf ,jkjc^ .jdtkbdt fvbc cfaesdtkpt^ ghjuyjpbht,f&
ghjuyjpbht,bc vfhnbdb fkujhb'vt,bc ufvj.tyt,bc ufhlf xfnfht,ekb b.j
ghjuyjpbht,f ARIMA vjltkt,bc ufvj.tyt,b'&
fut,ek bmyf othnbkjdfyb vjrktdflbfyb ghjuyjpt,b (th'rdbhbfyb^
jhrdbhbfyb lf f&i&) lf ghjuyjpt,bc fk,f'ehb cfpqdht,b& itmvybkbf rjvgbenthekb
ghjuhfvt,b^ hjvkt,bw cfiefkt,fc bsktdf^ hf'f itveifdt,ekb vt'jlbrf lfbythujc
592

,fyrt,bc cfmvbfyj,fib& fv ghjuhfvt,bc cfaesdtkpt itbskt,f ufvjb'dfkjc

ghjuyjpt,bcf lf vf'b fk,f'ehb cfpqdht,bc hbw[db'b vybidytkj,t,b&
ghjuyjpbc itwljvt,b c[dflfc[df vt'jlt,bc ufvj.tyt,bcfc bwdkt,jlf 5–
15%-bc afhukt,ib&
itvltu uhfabrt,pt vj.dfybkbf [tkjdyehfl vjltkbht,ekb nbgbehb
ghjwtct,b&
yf[& 19.28-pt vj.dfybkbf Asset t ghjwtcbc htfkbpfwbf^ cflfw /jhbpjynfkeh
qthspt uflfpjvbkbf lhj rdbht,ib^ [jkj dthnbrfkehpt – Asset t aeymwbbc
vybidytkj,t,b& yf[& 19.29-pt vj.dfybkbf Liability t ghjwtcbc htfkbpfwbf&

90000
80000
70000
60000
50000
40000
30000
20000
10000
0
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69
yf[& 19.28. ,fyrblfy ufvfdfkb yfrflb (Asset t )

250000

200000

150000

100000

50000

0
1 6 11 16 21 26 31 36 41 46 51 56 61 66 71
yf[& 19.29. ,fyrib itvfdfkb yfrflb (Liability t )

,fyrib itvfdfkb yfrflbc (Liability t ) fdnjrjhtkfwbt,b lf rthsj fdnjrjht-

kfwbt,b vj.dfybkbf yf[& 19.30-19.31-pt^
19 LHJB"B VORHBDT<B 593

0.8

0.6

0.4

0.2

0
1 3 5 7 9 11 13 15
yf[& 19.30. ,fyrib itvfdfkb yfrflbc (Liability t ) fdnjrjhtkfwbt,b
1
0.8
0.6
0.4
0.2
0
-0.2 1 3 5 7 9 11 13 15
yf[& 19.31. ,fyrib itvfdfkb yfrflbc (Liability t ) rthsj fdnjrjhtkfwbt,b

fyfkjubehb vjyfwtvt,b ,fyrbc ytnj kbrdblehb gjpbwbbcf'dbc (N t )

vj.dfybkbf yf[&19.32-19.33-pt&

0.8

0.6
0.4

0.2

0
1 3 5 7 9 11 13 15

yf[& 19.32. ,fyrbc ytnj kbrdblehb gjpbwbbc (N t ) fdnjrjhtkfwbt,b

0.8

0.6

0.4

0.2

0
1 3 5 7 9 11 13 15
-0.2

yf[& 19.33. ,fyrbc ytnj kbrdblehb gjpbwbbc (N t ) rthsj fdnjrjhtkfwbt,b

594

itvfdfkb yfrflt,bc itv'[dtdfib rjhtkfwbt,pt lfrdbhdt,f vbudfybiyt,c^ hjv

(0,1,1) vjltkb cfrvfjl rfhufl fqothc vjwtvek vorhbdc& itcf,fvbcb ghjuyjpt,b
vj.dfybkbf yf[&19.34-pt&

itvfdfkb yfrflb ghjuyjpb

mdtlf pqdfhb ptlf pqdfhb

30000000
25000000
20000000
15000000
10000000
5000000
0
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69

yf[& 19.34. ,fyrib itvfdfkb yfrflbc (Liability t ) cfghjuyjpj aeymwbbc ufvjcf[ekt,f (0,1,1)
ghjwtcbcf'dbc

ufvjvfdfkb yfrflbc'dbc itv'[dtdb'j,bc afmnjhb eahj lfmdtvlt,fht,e-

kbf htcehct,bc ituyt,ek vfh'dfc^ fv yfrflbc'dbc (1,1,1) vjltkb eahj fltmdf-
nehb fqvjxylf^ dblht (1,1,0). itcf,fvbcb ghjuyjpt,b vj.dfybkbf yf[&19.35-19.36-pt&

ufvfdfkb yfrflb ghjuyjpb

mdtlf pqdfhb ptlf pqdfhb
25000000
20000000
15000000
10000000
5000000
0
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69

yf[& 19.35. ,fyrblfy ufvfdfkb yfrflbc (Asset t ) ghjuyjpb (1,1,1) ghjwtcbcf'dbc

19 LHJB"B VORHBDT<B 595

ufvfdfkb yfrflb ghjuyjpb

mdtlf pqdfhb ptlf pqdfhb

25000000
20000000
15000000
10000000
5000000
0
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69
yf[& 19.36. ,fyrblfy ufvfdfkb yfrflbc ghjuyjpb (1,1,0) ghjwtcbcf'dbc

hjujhw vjcfkjlytkb b.j^ ytnj-kbrdblehb gjpbwbbc fqvothb vorhbdb

ufwbkt,b' eahj sytkfl lfb.dfyt,f ohabd vjltkpt& xdtyb itafct,b'^ .dtkfpt
vj[th[t,ekb (0,1,1) cf[bc vjltkb fqvjxylf^ hfw ybiyfdc^ hjv vfh'dbc tatmnt,b^
hjvtkbw (1,1,1) ghjwtcb' fqbotht,jlf^ (0,1,1) ghjwtcbc ajypt yfrkt,fl
ufvjbrdt't,f& ghjuyjpbc [fhbc[bw fhct,b'fl xfvjedfhlt,f wfkrt yfrflt,bc
(Liability t ) lf (Asset t ) vb[tldb' itlutybk ghjuyjpc (yf[&19.37)& fqybiyekb afmnb
udfabmht,byt,c^ hjv c[dflfc[df ,eyt,bc yfrflt,bc th' cfth'j ]fvib ufth'bfyt,f
efh.jab' ufdktyfc f[ltyc vjltkbc cbpecntpt&

ytnj kbrdblehb gjpbwbf ghjuyjpb

mdtlf pqdfhb ptlf pqdfhb

10000000
8000000
6000000
4000000
2000000
0
-2000000 1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69
-4000000
yf[& 19.37. ,fyrbc ytnj kbrdblehb gjpbwbbc ghjuyjpb (0,1,1) ghjwtcbcf'dbc

,jkjc vjdb.dfyj' ghjuyjpbht,bc vfhnbdb fkujhb'vt,b' (tmcgjytywbfke-

hb ufukedt,f^ /jknbc vt'jlb^ ,hfeybc jhvfub ufcfiefkjt,f) vbqt,ekb itltut,bc
uhfabrt,b& fmdt vjwtvekbf ghjuyjpbc cbpecnbc cfpjvt,b MSE lf MAPE&
596

Liab MSE MAPE

25000000

20000000

15000000

10000000

5000000

0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
yf[& 19.38. tmcgjytywbfkehfl ufukedt,bc vt'jlb& ,fyrib itvfdfkb yfrflb (Liability t )

MSE MAPE
40
35
30
25
20
15
10
5
0
1 4 7 10 13 16 19 22 25 28 31 34 37 40 43 46 49 52 55 58 61 64 67 70
yf[& 19.39. /jknbc vt'jlb& ,fyrib itvfdfkb yfrflb (Liability t )

Liab MSE MAPE

25000000

20000000

15000000

10000000

5000000

0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
yf[& 19.40. ,hfeybc jhvfub ufukedt,bc vt'jlb& ,fyrib itvfdfkb yfrflb (Liability t )
19 LHJB"B VORHBDT<B 597

itybidyf&* rkfcbrehb cnfnbcnbrbcfufy ufyc[dfdt,b'^ hjvkbc sbhb'flb

j,btmnbf lfvjerblt,tkb lf th'yfbhfl ufyfobkt,ekb lfrdbhdt,t,b^ lhjb'b
vorhbdt,bc 'tjhbf cofdkj,c lfvjrblt,ek lfrdbhdt,f'f vbvltdhj,t,c^ hfw [ibh
itv'[dtdfib ghbywbgekfl ufyc[dfdt,ekb vt'jlt,bc ufydb'fht,fc vjb'[jdc& xdty
itdt[t' fv 'tjhbbc bv yfobkc^ hjvtkbw taesyt,f rkfcbreh lf ohabd ufeceh
vjltkt,c^ hfw afh'jl lf cfrvfjl h'ekb vf'tvfnbrehb fgfhfnbc ufvj.tyt,b'
uflvjwtvekbf fylthcjybc vjyjuhfabfib [18]& ,jkj 10 okbc ufyvfdkj,fib^
egbhdtktc .jdkbcf^ abyfycehb vjltkbht,bc fvjwfyt,vf vjb'[jdtc lhjb'b
vorhbdt,bc fhfohabdb vjltkt,bc ufy[bkdf& eahj vtnbw^ fewbkt,tkb uf[lf
pjuflb cnfnbcnbrehb vjltkt,bc itcofdkf& vfufkb'fl^ ohabdb vjltkt,b dth
fcf[fdty abyfycehb lhjb'b vorhbdt,bc rkfcnthekj,bc tatmnc^ ahfmnfkehj,bc
vjdktyfc lf f&i& fhfohabdb vjltkt,b bsktdf fv vjdktyt,bc fltrdfnehb f[cybc
cfiefkt,fc& vybidytkjdfybf fuht'dt^ hjv h'ekb eo.dtnb vjltkt,bc itcofdkf
itcfskt,tkbf vf'b lbcrhtnekb fyfkjut,bc – lhjb'b vorhbdt,bc fhfohabdb
vjltkt,bc itcofdkbc cfaesdtkpt& fvfc'fy lfrfdibht,b' fmnefkehb uf[lf t&o&
pjuflb cnfnbcnbrehb tmcgthbvtynt,bc rht,flj,bc itcofdkf lf cfpjufljl
itv'[dtdb' ghjwtc'f cnfnbcnbrbc ufydb'fht,f&
t&o& vfhnbyufkehb vt'jlt,bc ufvj.tyt,b' h& xbnfidbkvf lf vbcvf
rjktut,vf itbcofdktc pjuflb cnfnbcnbrehb tmcgthbvtynbc gbhj,t,ib ewyj,b
gfhfvtnht,bc itafct,bc fvjwfyt,b^ hfvfw vf' cfiefkt,f vbcwf th'yfbhb vblujvb'
uftiemt,byf' bct'b vybidytkjdfyb rthsj vjltkt,b^ hjujhbwff fhfth'yfbhfl
ufyfobkt,ekb lfvjerblt,tkb lfrdbhdt,t,b^ othnbkjdfyb ghjwtct,b^ lbaepehb
ghjwtct,b lf f&i& [61], [68]&

***
lhjb'b vorhbdt,bc 'tjhbf itv'[dtdb' ghjwtc'f 'tjhbbc qhvfl lf
afh'jl lfveifdt,ekb lfhubf& itlfht,b' vfhnbdb ajhvb' fv 'tjhbbc itvlujvb
ufwyj,f itcfskt,tkbf itvltub obuyt,bc vb[tldb'% [10], [36], [37], [45], [66], [74],
[75], [79], [80], [84], [85], [87]& lfbynthtct,ek vrb'[dtkc 'tjhbbc qhvf itltut,bc
itcofdkfib lft[vfht,f vjyjuhfabt,b% [18], [19], [65], [88].

LFCRDYT<B

lfrdbhdt,fyb hfbvt vjdktyfpt^ hjvkbc [fcbf'bw lhjib wdfkt,flbf^

ofhvjmvybc lfkfut,ek vbvltdhj,fc^ hjvtkcfw lhjb'b vorhbdb tojlt,f&
lhjb'b vorhbdbc rkfcbrehb vjltkbc vb[tldb'^ bub itlut,f j'[b sbhb'flb
rjvgjytynbcfufy% nhtylb^ wbrkehb rjvgjytynf^ ctpjyehb dfhbfwbt,b lf itv'[dtdb-
598

'b dfhbfwbt,b& § 3-ib fqothbkbf pjuflb lhjb'b vorhbdblfy 'b'jtekb rjvgj-

ytynbc ufvj.jabc vt'jlb& fmdt vjwtvekbf ghjuyjpbht,bc vfhnbdb fkujhb'vt,b&
§4-ib uflvjwtvekbf lhjb'b vorhbdbc ghjuyjpbht,bc eahj h'ekb (vfuhfv
ufwbkt,b' pecnb) vt'jlt,b^ hjvkt,bw taesyt,bfy ohabd ufeceh vjltkt,c&
,jkjc vj.dfybkbf jhb ghj,ktvbc% v.bldtkj,b'b eyfhbfyj,bc gfhbntnbcf
lf ,fyrbc kbrdblehj,bc ghj,ktvbc fyfkbpb&
20
BYLTMCT<B

HF FHBC BYLTMCB& byltmct,b ofhvjflutyc lhjb'b vorhbdt,bc

wdfkt,flj,bc ltcrhbawbek (fqothbkj,b') cfpjvc^ hjvtkbw vjyfwtv'f lblb
vfcbc th'b hbw[db' lf[fcbf't,bc cfiefkt,fc udfsktdc& 'e lhjb'b vorhbdb hfbvt
vjdktybc lfvf[fcbf't,tkb cblblbc lhjbc vb[tldb' wdkbkt,fc ufvjcf[fdc^
itcf,fvbcb byltmcb fv wdkbkt,bc cfpjvc ofhvjflutyc& 'e db[bkfd' bct' lhjb'
vorhbdt,c^ hjvkt,bw ufhrdtekb cblblbc htubjyt,bc vb[tldb' wdkbkt,fc fqothc^
tc wdkbkt,fw itcf,fvbcb byltmcb' lf[fcbf'lt,f&
byltmct,c ijhbc evybidytkjdfytcbf afct,bc byltmcb& .dtkfv rfhufl dbwb'^
hjv c[dflfc[df ghjlemwbfcf lf vjvcf[eht,fpt afct,b wdfkt,flbf hjujhw lhjbc^
bct htubjyt,bc vb[tldb'& afct,bc byltmcb ofhvjflutyc afc'f wdfkt,flj,bc
cfpjvc& afct,bc byltmct,bc ufhlf fhct,j,c vhfdfkb c[df byltmcb% bylecnhbekb
ghjlemwbbc^ cfcjakj-cfvtehytj ghjlemwbbc^ eveitdhj,bc^ lfcfmvt,bc^ cfupfj
itv'[dtdt,bcf lf c[df& xdty .ehflqt,fc v[jkjl afct,bc byltmct,pt itdfxtht,'&
byltmct,b ufvj.tyt,fc gjdt,c vhfdfk cbnefwbfib& vfufkb'fl^ abhvf^
hjvtkbw tst,c f[fk flubkc 'fdbcb cfofhvjcf'dbc^ eylf lfbynthtcltc fv
htubjyib cfvjv[vfht,kj afct,bc byltmcb'^ hjvtkbw vybidytkjdfy afmnjhc
ofhvjflutyc [tkafct,bc bct'b ljybc lfcflutyfl^ hjvtkbw fewbkt,tkbf
vjwtvekb htubjybcf'dbc* jhufybpfwbt,b^ hjvkt,bw lfbynthtct,ekb fhbfy cfupfj
ecfah'[jt,bc ljybc fvfqkt,b'^ eylf lfbynthtclyty cfupfj itv'[dtdt,bc
byltmct,b'& vhfdfkb ihjvb'b rjynhfmnb itbwfdc t&o& @tcrfkfnjhek# obyfcofh
it'fy[vt,fc bvbc itcf[t,^ hjv vj[lt,f [tkafct,bc rjhtmnbht,f cfvjv[vfht,kj
afct,bc byltmcbc vb[tldb'&
AFCT<BC BYLTMCT<B& hjltcfw dbynthtclt,b' afct,bc wdkbkt,b'^
xdty'dbc vybidytkj,f fmdc v[jkjl bct'b cfmjykbc afct,c^ hjvtk'f wdkbkt,f
vybidytkjdfy ptufdktyfc f[ltyc vjcf[ktj,bc afh'j atyt,pt lf fhf hfqfw
ufhrdtek ]ueapt& vfufkb'fl^ abhjcvfybc yf[fnt,bc afcb ,jkj 80 okbc vfysbkpt
vybidytkjdyfl ufbpfhlf^ hfvfw^ hf 'mvf eylf ptvjmvtlt,f vjf[lbyf vbcb cehf't,bc
rjktmwbjyth'f lf fhf vjcf[ktj,bc afh'j atyt,bc ,be]tnpt& afct,bc ljytt,bc
wdkbkt,bc itcofdkbcfc fh bynthtclt,bfy ctpjyehb wdkbkt,t,b'& afct,bc
v[jkjl okt,bc vb[tldb' wdkbkt,f itflutyc xdtyb ufy[bkdbc cfufyc&
afct,bc ljybc ufpjvdf vybidytkjdfybf jhb ufhtvjt,bc ufvj& egbhdtktc
.jdkbcf eylf dbwjlt'^ 'e hjujh itbwdfkf afct,bc ljyt ufhrdtekb lhjbc gthb-
jlib^ hf'f dbwjlt'% flubkb fmdc byakfwbfc (afct,bc ljybc phlfc) 'e ltakfwbfc
(afct,bc ljybc rkt,fc) lf hjujhbf byakfwbbcf lf ltakfwbbc vfcinf,t,b& vtjhtc
v[hbd^ hfvltyflfw v'kbfyb iblf ghjlemnb okbc ufyvfdkj,fib thjdyekb trjyj-
vbrbc ofhvjt,ekb cf,jkjj ghjlemnt,bcf lf vjvcf[eht,bc th'j,kbj,bc
cf,fphj^ fye aekflb qbht,ekt,ff (ufvj'dkbkb ghjlemwbbcf lf vjvcf[eht,bc
afct,bc vtidtj,b')^ fvltyfl aekflb vfxdtyt,kt,b ofhvjflutyc .dtkfpt ufdhwtkt-
,ek vfxdtyt,kt,c^ hjvtk'f cfiefkt,b'fw [lt,f ofhvjt,bc v'kbfyb vjwekj,bc
ufyc[dfdt,ekb rjvgjytynt,bc th'bfy cfaesdtkpt lf.dfyf& c[dflfc[df okt,ib
ofhvjt,ekb ghjlemwbbc vjwekj,f'f qbht,ekt,f itbskt,f itlfht,flb b.jc
v[jkjl bv itv'[dtdfib^ 'erb aekflb th'tekbc qbht,ekt,f ewdktkbf&
600

afct,bc ljytt,bc wdfkt,flj,bc cfpjvc ofhvjflutyc afct,bc byltmcb%

vbvlbyfht gthbjlbcf'dbc cfmjykbcf lf vjvcf[eht,bc cf[tt,bc ufhrdtekb
th'j,kbj,bc (t&o& @cf,fphj rfkf'bc#) cfth'j afcbcf lf cfo.bc gthbjlib
bltynehb fylf vcufdcb @rfkf'bc# afcbc 'fyfafhlj,fc& cfo.bc gthbjlc tojlt,f
@cf,fpbcj otkboflb#& fvhbufl
cf, fphj rfkf' bc afcb vjwtvek otkc
afct, bc byltmcb vjwtvek otkc = × 100 .
bubdt rfkf' bc afcb cf, fpbcj otkc
afct,bc byltmct,b vhfdfkyfbhbf& mdtdb' xdty lfodhbkt,b' ufydb[bkfd'
c[dflfc[df byltmct,c lf cfrb'[c^ 'e hf itv'[dtdfib hjvtkb byltmcb eylf bmytc
ufvj.tyt,ekb lf hf ufyc[dfdt,ff vf' ijhbc&
vhfdfk mdt.fyfib c[dflfc[df nbgbc afct,bc byltmct,bc ufvj'dkf nfhlt,f
.jdtkokbehfl v'fdhj,bc lfdfkt,b'& vfufkb'fl^ fvthbrbc itth't,ek infnt,ib
tc lfcfmvt,bc ltgfhnfvtynbc (Department of Labor) fvjwfyfc ofhvjflutyc& fv
ltgfhnfvtynbc cnfnbcnbrehb ,behj gthbjlekfl fmdt.yt,c vjyfwtvt,c afct,bc
byltmct,bc itcf[t,&
hjujhw erdt fqdybiyt' afct,bc byltmcb ofhvjflutyc byakfwbbcf lf
ltakfwbbc ,fhjvtnhc^ vfuhfv bc vhfdfk c[df ufvj.tyt,fcfw /gjdt,c& hjujhw otcb^
trjyjvbreh vjltkt,c cfmvt fmdc htfkeh [tkafct,'fy lf htfkeh itvjcfdkt,'fy^
hjvkt,bw ufvjb'dkt,f afct,bc ljytt,bc wdkbkt,bc uf'dfkbcobyt,b'^ afct,bc
byltmct,bc vtidtj,b'& ufhlf fvbcf^ hjujhw rfhufl wyj,bkbf^ afmnbehb
trjyjvbrehb phlf fbcf[t,f htfkehb thjdyekb ghjlemnbc nthvbyt,ib^ hjvtkbw
ufvjb'dkt,f yjvbyfkehb v'kbfyb iblf ghjlemnblfy afct,bc byltmcbc^ rthsjl t&o&
ltakfwbbc vtidtj,b'& fvfpt xdty mdtdb' udtmyt,f cfe,fhb&
afct,bc byltmct,bc itvjqt,bc gbhdtkb vwltkj,f (lff[kjt,b' 200 okbc
oby) tre'dybc bnfkbtk u&rfhkbc (G.R.Carli)^ hjvtkvfw itflfhf [jh,kbc^ qdbybcf
lf pt'bc afct,b 1500-lfy 1750 okfvlt& rfhkbc vbth itvjqt,ekb byltmcb vtnfl
vfhnbdbf lqtdfyltk byltmct,'fy itlfht,b'& rfhkbc byltmcbc fyfkjubehb
lqtdfyltkb cfvjv[vfht,kj afct,bc byltmcb (Consumer Price Index) vtnfl afmbpb
lf h'ekb bycnhevtynbf&

VFHNBDB AFCT<BC BYLTMCB (AFCT<BC AFHLJ<B"B GHJWTYNEKB

BYLTMCB)& evfhnbdtcb afcbc byltmcb pjvfdc wfkrtekb th'tekbc (ghjlemwbbc fy
vjvcf[eht,bc hfbvt cf[bc) afct,bc wdkbkt,fc lhjib& vfhnbdb byltmcbc
bynthghtnfwbf itvltubf% bc vbudb'b't,c bvfpt^ 'e hfvlty]th ufbpfhlf vjwtvekb
th'tekbc afcb vjwtvek otkc cf,fpbcj okbc afc'fy itlfht,b'& fvhbufl^ vfhnbdb
byltmcbc vybidytkj,bc I n -bc ufvjcf'dktkfl vjwtvekb (n-ehb) okbc afcb^ P n , eylf
itdfafhlj' cf,fpbcj (yekjdfyb) okbc P 0 afc'fy lf ufdfvhfdkj' fcpt%
Pn
In = × 100
P0
vjdb.dfyj' vfhnbdb byltmcbc ufvj'dkbc vfufkb'b& mdtvj' vj.dfybk
w[hbkib fcf[ekbf hfvjltybvt sbhb'flb cfrdt,b ghjlemnbc cnfylfhnekb ojybc
th'tekbc afcbc wdkbkt,f okt,bc vb[tldb' 1995 okblfy 1998 okfvlt^ afhlj,b'b
20 BYLTMCT<B 601

afcb lf afct,bc vfhnbdb byltmcb 1998 okbcf'dbc& cf,fpbcj okbc hjkib fhxtekbf
1995 otkb&

w[hbkb 20.1. cehcf'bc wfkrtekb cf[tj,t,bc afct,b (okbc ,jkjcf'dbc* kfhb/ru-ib)

afhlj,b'b byltmcb
1995 1996 1997 1998 afcb
cfmjykbc [jhwb 3.72 3.30 3.80 4.10 1.10 110
qjhbc [jhwb 3.88 3.70 4.00 4.20 1.08 108
mf'fvb 4.62 4.50 4.00 3.62 0.78 78
rfhfmb 5.20 5.00 5.00 6.20 1.19 119
.dtkb 4.90 3.80 3.80 3.80 0.76 76
ifmhbc a[dybkb 0.80 0.91 0.84 0.97 1.21 121
[jh,kbc amdbkb 0.85 1.00 0.94 1.00 1.18 118
qdbyj (.ehsybc 0.7k&) 1.13 1.37 1.37 1.37 1.21 121

bc afmnb^ hjv cf,fpbcj okbc hjkib fqt,ekbf 1995 ufvjb[fnt,f bvb'^ hjv
I 1995 =100& vfc itvltu hfw fhxtekbf cf,fpbcj otkb^ bc itbskt,f xfb'dfkjc yekjdfy
okfl^ itvltub okt,b rb lfbyjvhjc vbvltdhj,b'& vfufkb'fl^ 1997 otkc itbskt,f
vbdfothj' yjvthb n=2 lf f&i& ufvjd'dfkj'^ vfufkb'fl^
5.00
I 1996 (rfhfmb) =
× 100 = 96 &
5.20
[ibhfl^ vjcf[th[t,tkbf 'fdfl okt,bc vbothf mdtlf byltmct,bc flubkpt&
P96
I 1 = I 96 = × 100 = 96 &
P95
wfkrtekb th'tekbc (cfmjytkb bmyt,f tc 'e vjvcf[eht,f) afcbc byltmcbc
ufvj.tyt,bc cathj itpqelekbf^ hflufyfw wfkrtekb th'tekbc (ghjlemwbbc)
afct,bc wdkbkt,f fh fcf[fdc afct,bc pjufl shfj,fc& vfh'kfw^ mf'vbc [jhwpt
afct,bc phlf fh vjf[ltyc fhct,b' ufdktyfc vjcf[ktj,bc elbltcb yfobkbc
w[jdht,bc cnbkcf lf ljytpt& fvfdt lhjc hfvltybvt sbhb'fl cfrdt, ghjlemnpt
afct,bc wdkbkt,f erdt fbcf[t,f abmcbht,ekb itvjcfdkbc vmjyt j]f[t,bc
,be]tnib lf fmtlfy ufvjvlbyfht^ fv ghjlemnt,pt afct,bc phlfv itcfskjf vybidyt-
kjdfyb ufdktyf vjf[lbyjc vjcf[ktj,bc afh'j atyt,bc w[jdht,bc ljytpt& fvbnjv
trjyjvbrehb lfutuvdbcf lf trjyjvbrehb gbhj,t,bc wdkbkt,bc fcf[dbc vbpyt,c
ert' vjtvcf[eht,f afct,bc eahj h'ekb rjycnhemwbbc byltmct,b^ hjvtk'f ufvj-
'dkf tv.fht,f hfvltybvt cfmjykbcf 'e vjvcf[eht,bcfufy itlutybk @cf,fphj rfkf-
't,c#& lfdbo.j' vf'b xfvj'dkf vfhnbdblfy h'ekbcfrty vjshfj,b'&

VFHNBDB FUHTUBHT<EKB AFCT<BC BYLTMCB& d'mdf'^ @cf,fphj rfkf'b#

itlut,f n cf[tj,bc cfmjykbcf lf vjvcf[eht,bcfufy& Pni -b' fqdybiyj' i-ehb
cf[tj,bc 1 th'tekbc vbvlbyfht (fy ufycf[bkfdb) okbc afcb^ P0i -b' rb bubdt
602

th'tekbc afcb cf,fpbcj otkc& vfiby vfhnbdb (iteojyfdb) th'j,kbdb afct,bc

byltmcb vjbwtvf ajhvekb'
N
∑ Pn
i
i =1
In = N
× 100 &
∑ P0
i
i =1
ufydb[bkj' fv byltmcbc ufvj'dkbc vfufkb'b cf,fphj rfkf'bcf'dbc^
hjvtkbw itlut,f itvltub ghjlemnt,bcfufy% shj[bc [jhwb^ qjhbc [jhwb^ mf'fvb
lf .dtkb& dbcfhut,kj' 20.1 w[hbkb' lf ufvjd'dfkj' fv rfkf'bc vfhnbdb
fuhtubht,ekb afct,bc byltmcb 1997 okbcf'dbc (cf,fpbcj okfl bctd 1995 otkbf
fhxtekb)&
3.80 + 4.00 + 4.00 + 3.80 15.60
I 1997 = × 100 = × 100 ≈ 91 .
3.72 + 3.88 + 4.62 + 4.90 17.12
tc byltmcb vbudb'b't,c^ hjv fqybiyekb rfkf'bc afcb 1997 otkc itvwbhlf
9%-b' 1995 otk'fy itlfht,b'&
fv upb' ufvj'dkbkb byltmcbc efh.jab'b v[fht bc fhbc^ hjv bub
vuhsyj,bfhtf ojybc th'tekbc ithxtdbc vbvfh'& vfufkb'bcf'dbc vjdb.dfyj'
itvltub w[hbkb%

w[hbkb 20.2& afct,b ufvjcf[ekbf ljkfht,ib^ ojyf aeynt,ib

itvodfhb qjhbc lf,tudbkb rjycthdbht,ekb
otkb ytryt,b [jhwb 'byecb mf'fvb
1987 2.40 1.80 2.24 1.02
1988 2.70 1.84 1.98 1.14
1989 2.94 2.16 2.16 1.26

2 ⋅ 70 + 1 ⋅ 84 + 1 ⋅ 98 + 1 ⋅ 14
I2= =103 (lfvhudfkt,ekb).
2 ⋅ 40 + 1 ⋅ 80 + 2 ⋅ 24 + 1 ⋅ 02
fv w[hbkib .jdtkb th'tekbc ojyff 1 aeynb lf vj.dfybkb afct,bw
ittcf,fvt,f 1 aeync 1& ufhlf lfrjycthdbht,ekb 'byecbcf ('tdpbc cf[tj,f) .jdtkb
ghjlemnb b.blt,f aeynj,b'^ fv erfyfcrytkbc bydfhbfynekb ojyf lff[kjt,b' 0.4
aeynbc njkbf& 'e rjycthdbc afct,c ufvjdcf[fd' ojybc fv th'tekt,ib^ vfiby 1989
okbc itcf,fvbcb afcb bmyt,f $0.91, 1988 okbcf ~ $0.80^ [jkj 1989 okbcf rb $0.88
lf 'e ufvjd'dkb' itcf,fvbc byltmcc^ vbdbqt,' 106-c yfwdkfl 103-bcf&
fv efh.jab'b v[fhbc 'fdblfy fcfwbkt,kfl [tkcf.htkbf itojybk
fuhtubht,ek byltmct,pt uflfcdkf& fm sbhb'flb ufyvfc[dfdt,tkb vjvtynb bcff^ hjv
fbqt,f wfkrtekb th'tekbc fhf 'fyf,fhb hfjltyj,f^ fhfvtl .jdtkb th'tekb
@cf,fphj rfkf'ib# itdf cfre'fhb ojyb'& fvfdt lhjc ojyt,bc vbybzt,f vj[lt,f
ghjlemnbc vybidytkjdyj,bc vb[tldb'&

1
1 aeynb≈454 uh& ufdhwtkt,ekb ojybc th'tekbf byukbcehtyjdfy mdt.yt,ib&
20 BYLTMCT<B 603

ITOJYBKB FUHTUBHT<EKB AFCT<BC BYLTMCB& tc byltmcb ufvjb'dkt,f

itvltub upb'
N
∑ Pn Wni
i
i =1
In = N
×100,
∑ P0 W0i
i
i =1
cflfw N fhbc ufycf[bkfd th'j,kbj,fib (rfkf'ib) itvfdfk ghjlemn'f fy
vjvcf[eht,f'f hfjltyj,f^ Pni fhbc i-ehb cfuybc th'tekbc afcb vbvlbyfht n-eh
otkc^ P0i – cf,fpbcj okbc afcb^ fvfc'fy
Qni
W ni = N
,
∑ Qni
i =1
Q ni – i-ehb cfuybc vj[vfht,ekb hfjltyj,f^ ufvjcf[ekb itcf,fvbc th'tekt,ib n-
eh otkc^
Q
W 0i = N 0i ,
∑ Q0i
i =1
Q 0i – i-ehb cfuybc vj[vfht,ekb hfjltyj,f cf,fpbcj otkc&
w[flbf^ hjv
N N
∑Wni = ∑W0i =1.
i =1 i =1
ufydb[bkj' vfufkb'b& mdtvj' vjwtvek 20.3 w[hbkib vj.dfybkbf [jhwbc
ghjlemnt,bc bc xfvjyf'dfkb^ hjvtkcfw vjb[vfhc nbgbehb j]f[b& 1 lfdeidf'^ hjv
1988 okbc bdkbcib j]f[bc rdbhbc hfwbjyb itlut,jlf 6 ru 'tdpbc^ 2-2 ru shj[bcf
lf [,jc [jhwbcfufy^ 1989 okbc bdkbcib 'tdpbc^ shj[bcf lf [,jc [jhwpt afct,bc
phlfv ufyfgbhj,f j]f[bc rdbhbc hfwbjybc f[fkb itlutybkj,f% 'b'j-'b'j ru
shj[bc^ [,jcf lf qjhbc [jhwb^ 1 ru 'tdpb lf 4ru mf'vbc [jhwb& cf,jkjj ]fvib fvfy
ufvjbodbf W 0i lf W 1i ojyt,bc ufyc[dfdt,f^ hfw fcf[ekbf mdtvj' vj.dfybk w[hbkib%

w[hbkb 20.3
bdkbcb 1988 otkb bdkbcb 1989 otkb
afcb hfjl& ojyf afcb hfjl& ojyf
lfcf[tkt,f
P0i ru& Q 0i W 0i P ni ru& Q ni W ni
shj[bc [jhwb 5.50 2 0.2 5.92 1 0.125
[,jc [jhwb 7.48 2 0.2 8.06 1 0.125
qjhbc [jhwb 4.80 0 0 5.05 1 0.125
mf'fvb
'tdpb 3.62 0 0 3.45 4 0.500
5.13 6 0.6 6.25 1 0.125

1
fm fh buekbc[vt,f nbgbehb mfh'ekb j]f[b^ fhfvtl^ tdhjgbc hjvtkbvt mdt.ybc d'mdf'^
byukbcbc nbgbehb j]f[b&
604

 5.50(0.2) + 7.48(0.2) + 5.13(0.6) 

I1 =   × 100 = 86.1 &
 (5.92 + 8.06 + 5.05 + 6.25) × (0.125) + 3.45(0.500) 
fvhbufl^ j]f[bc rdt,bc ,be]tnbc tc yfobkb itvwbhlf 13.9%-b'& eylf
itdybiyj'^ hjv tc byltmcb^ 'evwf fcf[fdc wdkbkt,t,c j]f[bc ,be]tnib^ bc fh
fcf[fdc afct,bc htfkeh wdkbkt,fc& fv byltmcbc rjhtmnbht,bc th'-th'b upff
kfcgtbhtcbc byltmcb&

KFCGTBHTCBC BYLTMCB& fv byltmcbc ufvj'dkbcfc n-ehb okbcf'dbc fbqt,f

cf,fpbcj okbc ojyt,b^ W 0i ^ hfw ybiyfdc itvltuc% vbe[tlfdfl afct,bc wdkbkt,bcf^
@cf,fphj# rfkf'ib itvfdfkb cfuyt,bc ojyf ewdktkb hjv lfudtnjdt,byf^ hjujh
itbwdkt,jlf rfkf'bc afcb vbvlbyfht (n-eh) otkc^ t&b& hjujh itbwdkt,jlf
cf,fpbcj okbc @rfkf'bc# afcb& ptvj' ufy[bkek vfufkb'ib ojyt,bc ewdktkfl
lfnjdt,f ybiyfdc j]f[bc rdt,bc hfwbjybc ewdktkj,fc& kfcgtbhtcbc byltmcb rb
vbe'b't,c^ hjujh itbwdfkf j]f[bc rdt,bc hfwbjybc tc yfobkb 1989 otkc 1988
otk'fy itlfht,b'&
kfcgtbhtcbc byltmcb fct ufvjb'dkt,f%
N N
∑ Pn W0i ∑ Pn Q0i
i i
i =1 i =1
Ln = N
× 100 , fy Ln = N
× 100 ,
∑ P0 W0i ∑ P0 Q0i
i i
i =1 i =1
cflfw ajhvekfib itvfdfk .dtkf cblbltc bubdt vybidytkj,f fmdc^ hfw obyf
itv'[dtdfib&
xdtyc vbth ufy[bkek vfufkb'ib
(5.92 + 8.06)(0.2) + 6.25(0.6)
L1 = × 100 = 115.4 &
(5.50 + 7.48)(0.2) + 5.13(0.6)
tc hbw[db vbudb'b't,c bvfpt^ hjv j]f[bc ,be]tnbc tc yfobkb 1989 okbc
bdkbcib ufbphlt,jlf 15.4%-b'^ 'e rb j]f[bc rdbhbc hfwbjyb ewdktkb
lfhxt,jlf^ vbe[tlfdfl afct,bc phlbcf&

GFFITC BYLTMCB& afct,bc wdkbkt,bc (phlbcf 'e rkt,bc) ufpjvdbc c[df

upff vbvlbyfht (n-ehb) okbc ojyt,bc ufvj.tyt,f cf,fpbcj otkcfw&
gffitc byltmcb fct ufvjb'dkt,f%
N N
∑ Pn Wni ∑ Pn Qni
i i
i =1 i =1
Pn = N
× 100 , fy Pn = N
× 100 .
∑ P0 Wni ∑ P0 Qni
i i
i =1 i =1
ufycf[bkfdb vfufkb'bcf'dbc
(5.92 + 8.06 + 5.05 + 6.25)(0.125) + 3.45(0.500)
P1 = × 100 = 104.5
(5.50 + 7.48 + 4.80 + 5.13)(0.125) + 3.62(0.500)
fvhbufl^ vbdbqt' cfvb ufyc[dfdt,ekb byltmcb I 1 =86.1, L 1 =115.1, P 1 =104.5&
20 BYLTMCT<B 605

hjvtkb byltmcb eylf ufvjdb.tyj' afct,bc wdkbkt,bc fqcfothfl~ fv

rb'[dfpt gfce[bc ufwtvfvlt xdty gbhdtk hbuib eylf degfce[j' vtjht rb'[dfc% hbc
ufpjvdfc fgbht,'~ 'e fgbht,' ufvjbrdkbj'^ hf lftvfh'f j]f[bc rdt,bc ,be]tnc
htfkehfl 1988 okblfy 1989 okfvlt^ ufvjb.tyt' I 1 =86.1& lfcrdyf% ,be]tnbc tc
yfobkb htfkehfl itvwbhlf 13.9%-b'&
'e udfbynthtct,c^ hf vjedbljlf ,be]tnbc fv yfobkc j]f[bc cfvjv[vf-
ht,kj rfkf'bc itcf,fvbcb yfobkb ewdktkb hjv lfhxtybkb.j~ ufvjb.tyt'
kfcgtbhtcbc byltmcb& L 1 =115.4& lfcrdyf% cfvjv[vfht,kj rfkf'bc fv yfobkbc afcb
ufbpfhlf 11.54%-b'&
'e uceh' bwjlt'^ hjujh itbwdfkf 1989 okbc cfvjv[vfht,kj rfkf'bc fv
yfobkbc afcb 1988 otk'fy itlfht,b' (buekbc[vt,f 1989 okbc bdkbcbc rdbhbc
hfwbjybc afcb^ ufvj[fnekb 1988 okbc bdkbcbc ljkfht,ib), ufvjb.tyt' gffitc
byltmcb P 1 =104.5%& lfcrdyf% afcb ufbpfhlf 4.5%-b'& fvhbufl^ fhxtdfyb lfvjrblt-
,ekbf bvfpt^ 'e hbc ufpjvdfc fgbht,'&

KFCGTBHTCBCF LF GFFITC BYLTMCT<BC ITLFHT<F& fv jh byltmcc ijhbc

ufyc[dfdt,f tzdc fh bodtdc& tc ufyc[dfdt,f vb' eahj lblbf^ hfw eahj lblbf c[dfj,f
vbvlbyfht gthbjlcf lf cf,fpbcj gthbjlc ijhbc& fv afmnbc f[cyf itbskt,f jhb
vjcfpht,b'& gbhdtkb vjcfpht,f bcff^ hjv byltmct,c ijhbc ufyc[dfdt,f
ufygbhj,t,ekbf vjv[vfht,kbc utvjdyt,bcf lf ofhvjlutyt,bc wdkbkt,b'^ fye
w[jdht,bc .fblbc itwdkb'& lhj'f ufyvfdkj,fib vj[vfht,fib itvjlbc f[fkb
th'tekt,b (cfuyt,b^ ghjlemnt,b^ vjvcf[eht,bc cf[tt,b lf c[df)^ hjvkt,bw fy
ufyltdybc vj[vfht,blfy pjubth' flht gjgekfhek th'tekc fylf fvwbht,c vbc
vybidytkjdyj,fc& vfufkb'fl^ 'e cfmfh'dtkjib^ rthsjl ',bkbcib^ lff[kjt,b' 20-
30 okbc oby j]f[bc rdt,bc hfwbjyib sbhb'flb flubkb tzbhf [jhwbc yfnehfkeh
ghjlemnt,c lf vtnfl vwbht rjycthdbht,ek ghjlemnt,c^ lqtc itbskt,f b'mdfc^
hjv cehf'b it,heyt,ekbf& kfcgtbhtcbc byltmcbc ufvj'dkf euekt,tk.jac fv
afmnc^ bv lhjc^ hjltcfw gffitc byltmcb b'dfkbcobyt,c vfc& cojhtl tc fhbc
kfcgtbhtcbc byltmcbc rhbnbrbc th'b v[fht&
vtjht vjcfpht,f hjvtkbw [cybc ufyc[dfdt,bc phlfc kfcgtbhtcbcf lf
gffitc byltmct,c ijhbc lhjbc ufycf[bkfd lf cf,fpbcj gthbjlt,c ijhbc c[dfj,bc
phlfc'fy th'fl itvltubf% byakfwbbc gbhj,t,ib^ vwbhlt,f bv ghjlemnbc obkb
cfth'j vj[vfht,fib^ hjvtk'f afcb ufbpfhlt,f lf bphlt,f obkb bv ghjlemnbcf^
hjvkbc afcb fy ewdktkb lfhxf fy vwbhtl ufbpfhlf& tc ybiyfdc^ hjv itbwdfkf
vj'[jdybc vhelt,b^ 'erb vjcf[ktj,bc itvjcfdkt,b abmcbht,ekb lfhxf& bv
itv'[dtdfib rb^ hjltcfw [tkafct,b (fylf vjcf[ktj,bc itvjcfdkt,b) eahj
cohfafl bphlt,f^ dblht afct,b^ itbskt,f flubkb /mjyltc it,heyt,ek cehf'c& fv
'dfkcfphbcb' gffitc byltmcb itbskt,f eahj cfbkecnhfwbj b.jc^ dblht
kfcgtbhtcbcf& bc b'dfkbcobyt,c .dtkf ptdb' xfvj'dkbk afmnjhc&
vfuhfv gffitc byltmcbc ufvj'dkf cfrvfjl lbl cbsytkt,'fyff
lfrfdibht,ekb& tc ufygbhj,t,ekbf bvb'^ hjv .jdtk vbvlbyfht otkc cfzbhj [lt,f
ojyt,bc [tkf[kf uflf'dkf^ hfw f[fkb vjyfwtvt,bc ituhjdt,fc^ lbl lhjcf lf
[fh]t,c vjb'[jdc& fvbnjv [ibhfl fv]j,byt,ty kfcgtbhtcbc byltmcbc ufvj.tyt,fc^
jqjyl bv gbhj,b'^ hjv [lt,f cf,fpbcj okbc uflfcby]df& vfufkb'fl afct,bc
cfvjv[vfht,kj byltmcbc ufvj'dkbcfc^ cf,fpbcj okbc uflfcby]df lf wdkf [lt,f
.jdtk 10 otkboflib th'[tk&
606

[ibhfl b.tyt,ty abmcbht,ek ojyt,bfy fuhtubht,ek afct,bc byltmct,c%

N
∑ Pn Qai
i
i =1
In = N
× 100 .
∑ P0 Qai
i
i =1

tc ufvjcf[ekt,f tv'[dtdf kfcgtbhtcbc byltmcc^ hjltcfw Q ai =Q oi & fv byltm-

cbc fhct,b'b egbhfntcj,f bvfibf^ hjv kfcgtbhtcbc byltmcbc fyfkjubehfl bc fh
cfzbhjt,c ojyt,bc uflfcby]dfc^ vfuhfv vbcufy ufyc[dfdt,b' fh b.tyt,c vfbywlfvfbyw
cf,fpbcj okbc ojyt,c&

ABITHBC BLTFKEHB BYLTMCB& afct,bc phlbc gthbjlib^ hjltcfw

cfgfce[jl vj'[jdybc vhelt,b bwdkt,f kfcgtbhtcbc byltmcc fmdc uflfafct,bc fye
th'j,kbdb afct,bc phlbc^ ptlvtnfl itafct,bc 'dbct,f^ vfiby hjltcfw gffitc
byltmcc uffxybf cfgbhbcgbhj 'dbct,f – tc byltmcb exdtyt,c th'j,kbdb afct,bc
phlbc eahj lf,fk ntvgc& fv jhb efh.jab'b 'dbct,bc 'fdblfy fwbkt,bc vbpyb'
b&abithbc vbth itvj'fdfpt,ekb b.j byltmcb^ hjvtkbw ofhvjflutyc gffitcf lf
kfcgtbhtcbc byltmct,bc cfiefkj utjvtnhbekc lf hjvtkcfw abithbc bltfkehb
byltmcb tojlt,f
Fn = Ln × Pn &
bv vfufkb'ib^ hjvtkbw ptvj' b.j ufy[bkekb^

F1 = L1 × P1 = 115.4 × 104.5 = 109.8 &

hfvltyflfw abithbc byltmcbc ufvj'dkbcfc cfzbhjf gffitc byltmcbc
ufvj'dkf^ bvltyfl fv erfyfcrytkbc ufvj'dkfc'fy lfrfdibht,ekb cbsytktt,b
vtjhlt,f^ hfw ufyfgbhj,t,c abithbc byltmcbc fhfgjgekfhj,fc&

CFVJV{VFHT<KJ AFCT<BC BYLTMCB& cfvjv[vfht,kj afct,bc byltmcb (cab

– Consumer Price Index, CPI) ofhvjflutyc bv afct,bc wdkbkt,bc cfpjvc^ hjvkt,bw
ufdktyfc f[ltyc vjcf[ktj,bc afh'j atyt,bc w[jdht,bc ljytpt^ fye wdkbc
cffhct,j vbybvevbc ljytc& cfvjv[vfht,kj afct,bc byltmcbc ufvj'dkf [lt,f t&o&
cf,fphj rfkf'bc^ c[df cbn.dt,b'^ cfvjv[vfht,kj rfkf'bc afct,bc wdfkt,flj,bc
cfaesdtkpt&
hf fhbc cfvjv[vfht,kj rfkf'b~ egbhdtktc .jdkbcf^ eylf itdybiyj'^ hjv
cab-c ufvj'dkf [lt,f 'b'mvbc .dtkf mdt.fyfib lf .jdtk mdt.fyfc uffxybf vbc'dbc
lfvf[fcbf't,tkb cf,fphj rfkf'b^ hjvkbc itvflutykj,f gthbjlekfl
uflfbcby]t,f vjcf[ktj,bc utvjdyt,bcf lf w[jdht,bc .fblbc wdfkt,flj,bc
itcf,fvbcfl& cf,fphj rfkf'bc itlutybc ghbywbgb rb .jdtkb mdt.ybcf'dbc cfth'jf&
tc ghbywbgb itvltubf% cf,fphj rfkf'b eylf vjbwfdltc .dtkf ghjlemncf lf
vjvcf[eht,bc cf[tc^ hjvkt,bw vjb[vfht,f ltlfmfkfmbc nbgbc mfkfmt,ib vw[jdht,
vjcfvcf[eht'f j]f[t,bc lblb yfobkbc vbth& [ibhfl fv ]ueac eojlt,ty
cfvjv[vfht,kj byltmcbc gjgekfwbeh ]ueac&
vfufkb'bcf'dbc ufydb[bkj' fvthbrbc itth't,ekb infnt,bc cfvjv[vf-
ht,kj rfkf'b& bub itlut,f 400 th'tekbcfufy lf vjbwfdc bv sbhb'flb [fh]t,bc
evtntcj,fc^ hjvtkcfw totdf lblb mfkfmt,bc vjcfvcf[eht'f j]f[t,bc (fye [tkafc-
20 BYLTMCT<B 607

pt vw[jdht,b j]f[t,bc) evtntcj,f& tctybf lfyf[fh]t,b rdt,fpt^ xfwvekj,fpt^

ufyf'kt,fpt& lfcfmvt,bc ltgfhnfvtynbc cnfnbcnbrehb ,behjc vbth gthbjlekfl
mdt.ylt,f cfvjv[vfht,kj rfkf'bc vc[dbkb rjvgjytynt,bc xfvjyf'dfkb^ fvfdt lhjc
'b'jtekb lfcf[tkt,bc ufcodhbd vb'b't,ekbf vbcb vybidytkjdyj,bc cfpjvb^
hjvtkbw ufvj[fnekbf chekb rfkf'bc ghjwtynt,ib& 'fdfl rfkf'c^ hf 'mvf eylf^
vbothbkb fmdc 100%&
itth't,ek infnt,ib cab-c vybidytkj,f eo.dtnfl mdt.ylt,jlf 1913
okblfy vj.jkt,ekb& 'evwf vbvlbyfhtj,lf bc vybidytkjdfyb vjlbabwbht,f
hjujhw ufvj'dkbc vt'jlbcf^ fctdt vjyfwtv'f vjuhjdt,bc vt'jlbrfib*
gthbjlekfl uflfbcby]t,jlf cfvjv[vfht,kj rfkf'bc itlutybkj,f lf cf,fpbcj
otkboflbw& vtjht vcjakbj jvbc itvltu ufvjb.tyt,jlf 4 cf,fpbcj gthbjlb% 1947–
1949 okt,b^ 1957–1959^ wfkrt fqt,ekb 1967 otkb lf 1982–1984 okt,b&
afct,bc cfvjv[vfht,kj byltmcb f[kjcff kfcgtbhtcbc byltmc'fy^ hjvtkbw^
hjujhw erdt itdybiyt'^ b.tyt,c bv ojyt,c^ hjvkt,b'fw b.j itlutybkb cfvjv[vfht,-
kj rfkf'b cf,fpbcj otkc& bvbc ufvj^ hjv lhjbc vcdktkj,bcfc bwdkt,f vjcf[-
ktj,bc utvjdyt,f^ it[tlekt,fyb lf w[jdht,bc cnbkb^ cfvjv[vfht,kj rfkf'bc
wfkrtekb rjvgjytynt,bc vybidytkjdyj,f eylf uflfafcltc^ hfw ufvjb[fnt,f
cfvjv[vfht,kj rfkf'bc itvflutytkb rjvgjytynt,bc ojyt,bc wdkbkt,fib& fvhbufl^
gthbjlekfl nfhlt,f ojyt,bc uflfcby]df& vfuhfv eylf fqbybiyjc^ hjv ojyt,bc
uflfcby]dbc (uflfafct,bc) vjvtynb fh tv'[dtdf cf,fpbcj okbc itwdkfc& cojhtl
fvb'ff ufygbhj,t,ekb bc afmnb^ hjv cab fh ofhvjflutyc kfcgtbhtcbc byltmcc&
hflufyfw cfvjv[vfht,kj byltmcbc ufvj'dkf ithxtdb' vjyfwtvt,c t.hlyj,f^
ofhvjbmvyt,f ithxtdb'b wljvbkt,f& eahj vtnbw^ cfvjv[vfht,kj rfkf'ib
xfh'ekbf v[jkjl vwbht hfjltyj,bc ghjlemwbf lf vjvcf[eht,bc cf[tt,b^ hfluf-
yfw byajhvfwbbc ituhjdt,f .dtkf bv cfmjykbcf lf vjvcf[eht,bc itcf[t,^ hjvkt,bw
it'fdfpt,ekbf fii-ib (lf fk,f'^ yt,bcvbth ufydb'fht,ek mdt.fyfib) vtnbcvtnfl
ihjvfntdflb lf sdbhbf& ufhlf fvbcf^ cfvjv[vfht,kj rfkf'ib xfh'ekb th'tekt,bc
afct,pt eo.dtnb vjybnjhbyubc ufy[jhwbtkt,f iteskt,tkbf lf fvltyfl pecnb
afct,bc yfwdkfl itvj'fdfpt,ekbf vf'b ufcfiefkjt,ekb vybidytkj,fyb&
fm xdty fh ufydb[bkfd' vjyfwtv'f ituhjdt,bc ghjwtleht,c& v[jkjl itdyb-
iyfd'^ hjv vjyfwtv'f ituhjdt,f eylf [lt,jltc htghtptynfwbekj,bc ghbywbgbc
lfwdb'f lf ewdktkb afct,bc gbhj,t,ib ghjlemwbbc [fhbc[bc wdfkt,flj,bc
uf'dfkbcobyt,b'&
cfvjv[vfht,kj afct,bc byltmcb ofhvjflutyc kfcgtbhtcbcf lf gffitc
byltmct,bc /b,hblc^ hfw ptdb' b.j fqybiyekb& flhtek gthbjlib cab tv'[dtjlf
kfcgtbhtcbc byltmcc^ hflufyfw b.tyt,lf cf,fpbcj okbc cfvjv[vfht,kj rfkf'bc
itlutybkj,fc&
mdtvj' vj.dfybk w[hbkib vjwtvekbf fii-c cfvjv[vfht,kj afct,bc byltm-
cbc vybidytkj,t,b 1982–1987 okt,ib& cf,fpbcj okbc hjkib fhxtekbf 1982 otkb&

w[hbkb 20.4. fii-c cfvjv[vfht,kj afct,bc byltmct,bc vybidytkj,t,b 1982–1987 okt,ib

(1982–1984=100)
okt,b 1982 1983 1984 1985 1986 1987
CPI 97.2 99.3 103.7 106.4 102.3 105.4
608

1982 okbcf'dbc cf,fpbcj otkbf 1967, 1983 lf 1984 okt,bcf'dbc – 1982

otkb^ itvlujvb okt,bcf'dbc – 1984 otkb&
cfmfh'dtkjib cf,fphj trjyjvbrfpt uflfcdkbc gbhj,t,ib ufycfre'ht,ekb
vybidytkj,f fmdc afct,bc c[dflfc[df nbgbc byltmct,bc ufvj'dkfc& vf' ijhbc^ hf
'mvf eylf^ fqcfybiyfdbf cfvjv[vfht,kb afct,bc byltmcb&
'fdlfgbhdtkfl vjdb.dfy' wbnbht,fc @cfmfh'dtkjc cnfnbcnbrehb
otkbofltekblfy#^ 1999^ hjvtkbw ufvjwtvekbf cfmfh'dtkjc cnfnbcnbrehb
ltgfhnfvtynbc vbth^ lf hjvtkibw fcf[ekbf 1990-bfy okt,ib cfmfh'dtkjc
trjyjvbreh lf cjwbfkeh w[jdht,fib vbvlbyfht ghjwtct,b&
@cfmjykbcf lf vjvcf[eht,bc afct,b^ hjvtkbw ufvjb.tyt,f cfvjv[vfht,kj
afct,bc byltmcbc ufvjcf'dktkfl^ uhjdlt,f [e'b mfkfmbc 2 f'fcfvlt cfwfkj lf
vjvcf[eht,bc j,btmnt,ib – vfqfpbt,ib^ ,fpht,ib^ ,typbyufcfvfh' cflueht,ib^
fa'bfmt,ib lf c[df&
ojyt,b cfvjv[vfht,kj rfkf'ib itvfdfkb 296 lfcf[tkt,bc cfmjytkcf lf
vjvcf[eht,fpt xfvj.fkb,t,ekbf ibyfvtehytj,f'f ,be]tnbc ufvjrdktdbc
cfaesdtkpt&
cfvjv[vfht,kj afct,bc byltmcb b'dkt,f vybidytkjdfy trjyjvbreh
vfxdtyt,kfl^ hjvtkbw f[fcbf't,c byakfwbbc ljytc lf ufvjb.tyt,f trjyjvbrfib
afct,bc wdkbkt,bc ljytc'fy lfrfdibht,ekb ghjwtct,bc fyfkbpbcf lf
ghjuyjpbcf'dbc lf f&i&#
f[kf vjdb.dfyj' fv rht,ekib ufvjmdt.yt,ekb vjyfwtvt,b cfmfh'dtkjc
cab−c lbyfvbrbc itcf[t,& cf,fpbcj gthbjlfl .jdtkb okbc vjwtvekb 'dbcf'dbc
b'dkt,f obyf okbc itcf,fvbcb 'dt& 'evwf tc vjyfwtvt,b vj.dfybkbf .jdtkb
'dbcf'dbc^ xdty itvjdbafhukt,b' v[jkjl hfvltybvt 'dbc vjyfwtvt,b'&

w[hbkb 20.5. cfvjv[vfht,kj afct,bc byltmcb&

1995 1996 1997 1998

obyf okbc itcf,fvbcb 'dt = 100
bfydfhb 2768.1 142.9 111.8 106.7
bdkbcb 521.0 151.8 104.7 102.8
ltrtv,thb 157.4 113.8 107.8 110.7

fvfdt rht,ekib vj.dfybkbf cfvjv[vfht,kj afct,bc byltmct,b cfcfmjykj

]ueat,bc vb[tldb'^ lf fvfdt lhjc^ c[dflfc[df nbgbc byltmct,b% vofhvjt,tk'f
afct,bc byltmcb lf c[df&
cfvjv[vfht,kj afct,bc byltmct,b ofhvjflutyc evybidytkjdfytc
trjyjvbreh bylbrfnjhc& bc ufvjb.tyt,f [tkafct,bc cblblbc ufycfpqdhbcf lf
htuekbht,bcf'dbc^ gtycbt,bcf lf ,fdid'f lf[vfht,bc byltmcfwbbcf'dbc lf c[df&
vjdb.dfyj' cab-c ufvj.tyt,bc hfvltybvt vfufkb'b&
CFVJV{VFHT<KJ AFCT<BC BYLTMCBC UFVJ>TYT<F {TKAFCT<BC ITCOJ-
HT<BCFC (LTAKFWBBCFC)& cab-c th'-th'b evybidytkjdfytcb ufvj.tyt,f vlujvf-
htj,c [tkafct,bc htuekbht,fib byakfwbbc tatmnbc xfmhj,bc vbpyb'&
mdtdb' vj.dfybkbf fdcnhfkbbc cfvjv[vfht,kj afct,bc byltmct,bc
vybidytkj,f'f w[hbkb&
20 BYLTMCT<B 609

w[hbkb 20.6. cfvjv[vfht,kj afct,bc byltmcb& fdcnhfkbf^ 1971–1990 okt,ib (1980=100)

otkb cab otkb cab otkb cab otkb cab

1971 39.0 1976 70.1 1981 110.4 1986 162.6
1972 41.3 1977 76.7 1982 123.1 1987 174.5
1973 46.7 1978 83.0 1983 131.6 1988 187.3
1974 54.5 1979 91.4 1984 137.2 1989 202.3
1975 61.5 1980 100 1985 148.7 1990 213.0

xdty fv w[hbkc ufvjdb.tyt,' htfkehb [tkafct,bc ljybc lfcflutyfl

yjvbyfkehb [tkafcblfy byakfwbbc tatmnbc ufvjhbw[db'&
mdtvj' vj.dfybk w[hbkib vjwtvekbf rdbhbc [tkafcbc vybidytkj,t,b 1985
lf 1990 okt,ib lf byltmct,bc vybidytkj,fyb

w[hbkb 20.7. htekjhb [tkafct,bc itlfht,f cab-c ufvj.tyt,b'

[tkafcb $ htfkehb [tkafcb

otkb cab
(vbvlbyfht ljkfht,ib) (1980 okbc $-ib)
416.30
1985 416.30 148.7 148.7
=279.96
1990 574.45 213.0 574.45
213.0
×100=269.69

th'b it[tldb'^ itbskt,f lfdfcrdyf'^ hjv [tkafct,b ufbpfhlf& vfuhfv cab

udbxdtyt,c^ hjv 1985 otkc cfvjv[vfht,kj rfkf'bc afcb 1980 otk'fy itlfht,b'
ufbpfhlf 1.487-]th^ [jkj 1990 otkc rb 2.13-]th& fvbnjv 1985 okbc rdbhbc
cfiefkj [tkafcb ufvj[fnekb 1980 okbc ljkfht,ib bmyt,f 279.96^ [jkj 1990-cf
rb 269.69 fye htfkehfl vj[lf [tkafct,bc rkt,f& rbltd th'[tk ufdecdf' [fpb bv
afmnc^ hjv hjujhw afct,bc byltmcb vbudb'b't,c^ ljkfhbc v.bldtkj,b'b eyfhb
1990 otkc (1980 otk'fy itlfht,b') eahj vtnfl lfmdtb'lf^ dblht 1985 otkc&
obyf w[hbkib^ [tkafct,bc itlfht,f vjdf[lbyt' 1980 okbc ,fpfpt fye
ufvjd[fnt' bcbyb 1980 okbc ljkfht,ib&
xdty itudbskbf vcufdcb itlfht,f xfdfnfhj' 1990 okbc [tkafct,bc 1985
okbc ljkfht,ib ufvj[fndbc vtidtj,b'& tc rb itcfskt,tkbf f[fkb cfvjv[vfht,kj
byltmcbc (hjwf 1985=100) ufvj.tyt,b'& itltub 'fdvj.hbkbf itvltu w[hbkib%

w[hbkb 20.8.
[tkafcb cab cab htfkehb [tkafcb
otkb
vbvl& $-ib (1980=100) (1985=100) (1985 okbc $-ib)
148.7 ×100=100 416.30 ×100=416.30
1985 416.30 148.7
148.7 100
213.0 ×100=143.24 574.45
1990 574.45 213.0
148.7
×100=401.04
143.24

fvhbufl^ xdtyb obyf lfcrdyf cfvfh'kbfyb hxt,f fv itv'[dtdfibw&

610

LHJB"B VORHBDT<BC LTAKFWBF AFCT<BC BYLTMCT<BC UFVJ>TT<B"&

cfyfv fv cfrb'[c itdt[t,jlb'^ ufdb[ctyj' gffitc byltmcb
N
∑ Pn Wni
i
i =1
Pn = N
×100,
∑ P0iWni
i =1
ufvj'dkbkb cf,fphj rfkf'bcf'dbc& fv byltmcc eojlt,ty v'kbfyb iblf ghjlemnbc
(th'j,kbdb yfwbjyfkehb) ltakfnjhc& fv cf[tkojlt,bc ibyffhcc xdty mdtdb'
fd[cyb'& vfyfvlt rb fqdybiyj'^ hjv ltakfnjhb ufyc[dfdlt,f cfvjv[vfht,kj
afct,bc byltmcbcfufy% gbhdtk hbuib bvb'^ hjv abmcbht,ekb ojyt,bc yfwdkfl
b.tyt,c vbvlbyfht ojyt,c lf vtjhtw bvb'^ hjv vbcb cf,fphj rfkf'b vtnbcvtnfl
vlblfhbf cfvjv[vfht,kj rfkf''fy itlfht,b' (bc itbwfdc fhf vfhnj vj[vfht,bc
cfuyt,cf lf vjvcf[eht,bc c[dflfc[df nbgt,c^ fhfvtl cfbydtcnbwbj cfmjytkc^
cf[tkvobajc vbth hjujhw mdt.ybc ibuyb'^ bctdt vcjakbj ,fpfhpt itc.blek
cfmjytkc lf vjvcf[eht,bc cf[tt,c)&
ufhlf cfvjv[vfht,kj afct,bc byltmcbcf lf tyg-bc ltakfnjhbcf^
vybidytkjdfy trjyjvbreh bylbrfnjht,c ofhvjflutyc afct,bc byltmct,bc
c[dflfc[df nbgt,b& vfufkb'fl cftmcgjhnj ghjlemwbbc afct,bc byltmcb^ hjvtkbw
mdt.ybc rjvgfybt,bc vbth cfpqdfhufht' uf.jlekb ghjlemwbbc afct,bc wdkbkt,bc
cfpjvc ofhvjflutyc& vybidytkjdfybf fuht'dt afct,bc byltmcb bvgjhnbht,ek
cfmjytkpt lf c[df&
f[kf itdt[j' afct,bc byltmct,bc ufvj.tyt,b' trjyjvbrehb lhjb'b
vorhbdt,bc th'bfy cfaesdtkpt lf.dfybc cfrb'[c& hjujhw otcb^ trjyjvbrehb
vfxdtyt,kt,bc lblb yfobkb ufvjcf[ekbf vbvlbyfht aekfl th'tekt,ib& vfufkb'fl
fii-c th'j,kbdb yfwbjyfkehb itvjcfdfkb ufvjcf[ekbf vbvlbyfht ljkfht,ib (t&b&
bv okbc afct,ib^ hjvkbc'dbcfw ufvj'dkbkbf th'j,kbdb yfwbjyfkehb
ghjlemnb)& fv th'tekt,ib ufvj[fnek tyg-c tojlt,f yjvbyfkehb fye aekflb tyg&
byakfwbf lf ltakfwbf fh'ekt,c tyg-c uffyufhbit,fc^ hfvltyflfw tc
erfyfcrytkb ofhvjflutyc aekfl^ lhjb' lf hfjltyj,hbd vfxdtyt,kt,c& vbvlbyfht
aekfl th'tekt,ib ufvj[fnek yjvbyfkehb th'j,kbdb yfwbjyfkehb ghjlemnbc
cblbltpt ufdktyfc f[ltyc^ hjujhw ofhvjt,ekb ghjlemwbbc abpbrehb
vjwekj,bc^ fctdt afct,bc wdkbkt,f& bv gthbjlib^ hjltcfw ofhvjt,ekb
ghjlemwbbc vjwekj,f lfmdtb't,ekbf^ itcfskjf byakfwbfv ufyfgbhj,jc yjvbyf-
kehb tyg-bc phlf v[jkjl lf v[jkjl afct,bc phlbc [fh]pt& vjcf[ktj,bc
rt'bklqtj,f rb lfvjrblt,ekbf fhf cfmjykbc afct,pt^ fhfvtl ofhvjt,bc
vjwekj,bc phlfpt&
yjvbyfkehb tyg-bc phlbcf 'e rkt,bc afmnblfy xdty ufudbzbhlt,f bvbc
lfcrdyf^ 'e hbc [fh]pt vj[lf tyg-bc wdkbkt,f& vfufkb'fl^ xdty fh itudbskbf
degfce[j' rb'[dfc yjvbyfkehb tyg-bc 4%-bfyb phlf ufvjodtekbf ofhvjt,bc
vjwekj,bc 4%-bfyb phlb' yekjdfyb byakfwbbc gbhj,t,ib^ 4%-bfyb byakfwbb'
ofhvjt,bc ewdktkb vjwekj,bc gbhj,t,ib^ 'e c[df hfbvt 'fyfafhlj,b'
byakfwbbcf lf ofhvjt,bc phlbc ntvgt,c ijhbc&
htfkehb trjyjvbrehb phlf (fye ofhvjt,bc vjwekj,bc phlf) itbskt,f
ufybcfpqdhjc tyg-bc ltakfnjhbc ufvj.tyt,b'&
ghj,ktvf itvltuibf% vbvlbyfht aekfl th'tekt,ib ufvj[fnekb tyg-c
rjhtmnbht,b'^ ufvjbhbw[jc afct,bc wdkbkt,bc ufdktyf tyg-bc cblbltpt& tc
ybiyfdc aekflb tyg-c bct'b upb' rjhtmnbht,fc^ hjv bc pecnfl fcf[fdltc
20 BYLTMCT<B 611

ofhvjt,ekb ghjlemnbc abpbrehb vjwekj,bc (fye ofhvjt,ekb ghjlemnbc

hfjltyj,bc) wdkbkt,fc lf fhf afct,bc vth.tj,fc&
fv vbpybc vbcfqotdfl ufvjb.tyt,f tyg-c ltakfnjhb& [ibhfl b.tyt,ty
cfvjv[cfht,kj afct,bc byltmct,cfw& vfuhfv eylf b'mdfc^ hjv ltakfnjhbc
ufvj.tyt,f eahj vbpfyitojybkbf^ hflufy tc byltmcb pecnfl fcf[fdc lqtdfyltkb
(vbvlbyfht okbc) cf,fphj rfkf'bc afcbc wdkbkt,fc fvfdt rfkf'bc cf,fpbcj okbc
afc'fy itlfht,b'&
ltakfnjhbc ufvj.tyt,bc bltf fct'bf% hfvlty]thfw ufbpfhlf n-eh otkc
ofhvjt,ekb ghjlemwbbc afcb cf,fpbcj otk'fy itlfht,b' bvlty]th itdfvwbhj'
yjvbyfkehb tyg lf gbhbmb' bvlty]th ufdpfhlj' yjvbyfkehb tyg^ hfvlty]thfw
itvwbhlf cf,fphj rfkf'bc afcb& fct'b upb' vbqt,ek tyg-c tojlt,f htfkehb tyg&
fvhbufl^ fldbkbf bvbc lfcrdyf^ hjv htfkehb tyg ofhvjflutyc vjwtvek otkboflib
ofhvjt,ekb tyg-bc afcc^ ufvj[fnekc cf,fpbcj okbc aekfl th'tekt,ib (bv
aekfl th'tekt,ib^ hjvkt,cfw fmdc bubdt v.bldtkj,b'b eyfhbfyj,f fmd'^ hfw
cf,fpbcj otkc)&
fvhbufl^ udtmyt,f%
n − ehb okbc yjvbyfkehb tyg
n − ehb htfkehb tyg = × 100 &
n − ehb okbc ltakfnjhb
lfdfpecnj' ptvj' yf'mdfvb^ fye eahj ltnfkehfl fd[cyf' vj.dfybkb
ajhvekbc vbpfyitojybkj,f tyg-bc ltakfwbbc xfcfnfht,kfl& ofhvjdblubyj'^ hjv
xdty udbylf xfdfnfhj' 1990 okbc yjvbyfkehb tyg-c rjhtmnbht,f 1982 cf,fpbcj
okbc afct,bc uf'dfkbcobyt,b'^ t&b& vbdbqj' htfkehb tyg^ bvbcf'dbc hjv
ufydcfpqdhj' htfkehb ofhvjt,ekb ghjlemnbc phlf 1982-1990 okt,ib& xdty
dbwb'^ hjv yjvbyfkehb tyg (tyg 1990 ) elhbc 1990 otkc ofhvjt,ekb ghjlemwbbc
abpbreh vjwekj,fc (Q 1990 ), ufvj[fnekc fvfdt okbc afct,ib (P 1990 ).
fvhbufl
tyg 1990 = Q 1990 ×P 1990 .
fvfdt lhjc tyg-c ltakfnjhb D 1990 ufvjbcf[t,f fct%
P
D 1990 = 1990 (f'obkflt,ib ufvj[fnekb).
P1982
cflfw P 1990 fhbc tyg-bc rfkf'bc afcb 1990 otkc^ [jkj P 1982 -fvfdt rfkf'bc afcb
1982 otkc& fvbnjv
tyg1990 Q1990 × P1990
htfkehb tyg1990 = = = Q1990 × P1982 &
D1990 P1990 / P1982
fvhbufl^ rbltd th'[tk lfdflfcneht'^ hjv htfkehb tyg 1990 ofhvjflutyc
1990 okbc ofhvjt,bc vjwekj,fc^ ufvj[fnekc 1982 okbc afct,ib&
mdtvjvj.dfybk w[hbkib vj.dfybkbf fii-c yjvbyfkehb tyg-bc vybidytkj,t,b
1946-1988 okt,ib^ fvfc'fy th'fl vjud.fdc afct,bc byltmcbc (ltakfnjhbc)
vybidytkj,t,b (cf,fpbcj otkbf 1982)& xdtyb vbpfybf ufvjd'dfkj' htfkehb tyg
itcf,fvbc okt,ib&
612

w[hbkb 20.9. yjvbyfkehb tyg-c rjhtmnbht,f afct,bc uf'dfkbcobyt,b'

(t&b& htfkehb tyg-bc uffyufhbit,f) vbkbfhl ljkfht,ib
yjvby& ltakfnjhb htfkehb fye rjhtmnbht,ekb tyg
otkb tyg (1982=100) (1982 okbc rehcb')
1946 212.4 19.4
1951 333.4 25.1
1958 456.8 23.7
1964 649.8 32.9
1968 892.7 37.7
1972 1212.8 46.5
1974 1472.8 54.0
1980 2732.0 85.7
1982 3166.0 100.0
1984 3772.2 107.7
1986 4240.3 113.9 3722.8
1988 4861.1 121.7

ufvjd'dfkj'^ vfufkb'fl^ htfkehb tyg 1986 otkc& udfmdc

yjvbyfkehb tyg1986 4240.3
htfkehb tyg 1986 = ×100 = = 3722.8 .
D1986 1.139
w[hbkbc lfhxtybkb yfobkbc itdct,fc cfdfh]bijc cf[b' vrb'[dtkc d'fdfpj,'&
hjujhw erdt d'mdb'^ tyg-c ltakbht,bcf'dbc b.tyt,ty cfvjv[vfht,kj
afct,bc byltmct,cfw& rthsjl^
yjvbyfkehb tyg
htfkehb tyg = × 100 .
cab
ufvjd'dfkj' htfkehb tyg 1986 ,jkj ajhvekbc vb[tldb' lf itdflfhj' obyf
gfce[c&
4240.3
htfkehb tyg 1986 = = 4145.0.
1.023
hjujhw d[tlfd'^ vbqt,ekb vybidytkj,t,b th'vfyt'c fh tv'[dtdf^ hfw
ufvjodtekbf ltakfwbbcf'dbc c[dflfc[df byltmcbc ufvj.tyt,b'& b'dkt,f^ hjv
ltakfnjhbc ufvj.tyt,b' vbqt,ekb htfkehb tyg eahj pecnfl fcf[fdc htfkj,fc&
CF<BH:J BYLTMCT<B& cf,bh;j byltmcb fhbc lhjbc yt,bcvbthb
vjvtynbcf'dbc vf'tvfnbrehfl ufvjfyufhbit,ekb fmwbt,bc ,fphbc cfth'j
vf[fcbf't,tkb&
wyj,bkbf lje-]jycbc (Dow-Jones Industrial Average, DJIA)^ NIKKEI,
S&P500, FTSE100 lf f&i& cf,bh;j byltmct,b&
.dtkf bv rjvgfybt,blfy^ hjvtk'f fmwbt,b rjnbhlt,f vjwtvek ,bh;fpt^
fhxtdty rjvgfybf'f ]ueac bct^ hjv vfy fcf[jc v'tkb ,fphbc vlujvfhtj,f&
xdtekt,hbd^ tc fhbc vc[dbkb rjvgfybt,b lf bc rjvgfybt,b^ hjvkt,bw .dtkfpt eahj
htghtptynfnekbf (ofhvjvflutykj,b'bf) ofhvjt,bc vjwtvekb lfhubcf'dbc&
20 BYLTMCT<B 613

evfhnbdtc itv'[dtdfib byltmcb itbskt,f ufvjd'dfkj' hjujhw fvjhxtekb

rjvgfybt,bc fmwbf'f qbht,ekt,bc cfiefkj fhb'vtnbrekb&
fct vfufkb'fl^ lje-]jycbc byltmcb ufvjb'dkt,f hjujhw itojybkb
afct,bc byltmcb& fct'b byltmcbc ufvj'dkf vfhnbdbf^ vfuhfv bub lbl ojyfc fybzt,c bv
rjvgfybt,c^ hjvtk'fw uffxybf sdbhb fmwbt,bc vwbht hfjltyj,f lf fvwbht,c bv
rjvgfybt,bc ojyfc^ hjvtk'fw uffxybf bfab fmwbt,bc lblb hfjltyj,f&
vfufkb'fl^ vwbht rjvgfybf Micro Focus-bc (MF)^ hjvkbc fmwbbc afcbf £22.55
lf hjvkbc rfgbnfkbpfwbf (t&b& rjvgfybbc fmwbt,bc cf,fphj qbht,ekt,f) £313 vky-c
itflutyc^ fmwbbc rehcbc 10 geymnb' ufphlf bubdt tatmnc ufvjbodtdc^ hjujhcfw
British Telecom-bc (BT) fmwbbc rehcbc phlf fvltybdt geymnb'& BT-c 'b'jtekb
fmwbf rjnbhlt,f £4.11-fl^ [jkj rfgbnfkbpfwbf elhbc £25416 vky-c^ fye c[df
cbn.dt,b'^ tc rjvgfybf 80-]th eahj vc[dbkbf^ dblht MF-b&
tc vblujvf fhfkjubrehbf^ fuht'dt^ c[df vjcfpht,bc ufvjw& afcbc 10
geymnb' phlf bodtdc MF-bc qbht,ekt,bc 0.4%-b' phlfc^ vfiby hjwf BT-c
qbht,ekt,f bphlt,f 2.4%-b'&
byltmcbc ajhvbht,bc c[dfyfbhb vt'jlbrf vlujvfhtj,c bvfib^ hjv
itbrhb,jc fhf fmwbt,bc afct,b^ fhfvtl rjvgfybf'f rfgbnfkbpfwbt,b& fct itlutybkb
byltmcb htfubht,c fhf vfhnj fmwbbc afcbc phlfpt^ fhfvtl rjvgfybt,bc cblbltptw&
vfc ,fphbc itojybkb byltmcb /mdbf&
vfh'fkbf DJIA .dtkfpt wyj,bkb byltmcbf fii-ib^ vfuhfv abexthct,b
byltmct,pt t.hlyj,f S&P500-c& vfc fmdc jhb egbhfntcj,f% th'b^ hjv bc ,fphbc
itojybkb byltmcbf^ vtjht – t.hlyj,f rjvgfybt,bc afh'j ohtc^ hjvtkbw fth'bfyt,c
500 ofhvjvflutytkc cfth'j rfgbnfkbpfwbb'^ hjvtkbw njkbf v'tkb NYSE-c
rfgbnfkbpfwbbc 80%-cf& DJIA t.hlyj,f 30 rjvgfybfc* FTSE100 – 100 rjvgfybfc^
hjvtk'f rfgbnfkbpfwbf kjyljybc cfajylj ,bh;bc rfgbnfkbpfwbbc 70%-c
itflutyc& fv byltmcvf itwdfkf FT^ hjvtkbw v[jkjl 30 rjvgfybfc t.hlyj,jlf&
sbhb'flb vj'[jdyf byltmcpt (ufhlf afh'j ofhvjvflutykj,bcf)
vlujvfhtj,c bvfib^ hjv bc eo.dtnfl ufvjb'dkt,jltc lf [tkvbcfodljvb b.jc
htfkeh lhjib& mdtdb' vj.dfybkbf byltmcbc ufvj'dkbc c[dflfc[df cmtvbc fqothf&

CF<BH:J BYLTMCT<BC UFVJ"DKBC {TH{T<B& cf,bh;j byltmct,bc

ufvj'dkbc cfvb ghbywbgekb cmtvf fhct,j,c%
1) afct,bc itojydf*
2) cf,fphj rfgbnfkbpfwbt,bc itojydf*
3) 'fyf,fhb itojydf&
ufydb[bkj' wfk-wfkrt cfvbdt cmtvf
1) afct,bc itojydf& fv cmtvb' ufvj'dkbkb esdtktcb lf .dtkfpt
gjgekfhekb byltmcbf lje-]jycbc byltmcb (Dow-Jones Industrial Average, DJIA)&
614

tc byltmcb ufvjb'dkt,f itvltuyfbhfl& fbhxtdf ybe-bjhrbc ,bh;bc

kbcnbyuib itvfdfkb 30 elbltcb rjvgfybf^ cfpjufljl^ 'fdbfy'b bylecnhbbc
kbltht,b& fvbc itvltu DJIA ufvjb'dkt,f ajhvekb'%
30 p
DJIA t = ∑ it ,
i =1 D adj

cflfw DJIA t byltmcbc cblbltf t-eh lqtc^ p it – i-ehb rjvgfybbc fmwbbc lf[ehdbc
afcbf t-eh lqtc^ D adj – itvf'fy[vt,tkb ufv.jabf&
bvbcf'dbc^ hjv ufdbuj'^ 'e hjujh ufvjb'dkt,f D adj ufv.jab^ ufydb[bkj'
vfufkbsb& wyj,bkbf^ hjv vpfhlb rjvgfybt,b hjvtk'f hbw[dc tre'dybc
DJIA-ib itvfdfkb rjvgfybt,bw^ lhjlflhj f[ltyty t&o& fmwbt,bc uf[ktxfc
ufhrdtekb ghjgjhwbb'& vfufkb'fl^ uf[ktxf ghjgjhwbb' 1:3 ybiyfdc^ hjv 1 sdtk
fmwbfib bsktdbfy 3 f[fk fmwbfc& ufcfut,bf^ hjv fct'vf flvbybcnhfwbekvf
uflfo.dtnbkt,fv fh eylf vjf[lbyjc ufdktyf byltmcbc cblbltpt& cojhtl fvfc
epheydtk.jac D adj ufv.jab&
vfh'kfw^ d'mdf'^ byltmcb taesyt,f 3 rjvgfybbc fmwbfc& fmwbbc uf[ktxfvlt^
byltmcb fct ufvjb'dkt,jlf% 'e A rjvgfybbc fmwbbc afcb hjvtkbvt t vjvtynib $30-
bf^ B rjvgfybbc – $20^ [jkj C rjvgfybbc – $10^ vfiby
30 + 20 + 10
DJIA t = = 20.
3
d'mdf'^ fvfdt t vjvtynib vj[lf A rjvgfybbc fmwbbc uf[ktxf 1:3 ghjgjhwbb'& vfiby A
rjvgfybbc f[fkb fmwbbc afcb uf[lt,f $10^ [jkj B lf C rjvgfybt,bc fmwbt,bc afcb
ewdktkb lfhxt,f& hflufy DJIA t -c cblblt fh eylf itbwdfkjc^ fvbnjv D adj
ufvjb'dkt,f bv vj'[jdyblfy^ hjv
10 + 20 + 10
20 = ,
Dadj
cfblfyfw D adj =2& fvhbufl^ vj[lf ufv.jabc itvwbht,f cfvblfy jhfvlt&
'fdlfgbhdtkfl^ byltmcbc xfvj.fkb,t,bc vjvtynib^ D adj 30-bc njkb b.j&
vfuhfv erdt 1996 okbc bdybcib D adj 0.33-bc njkb uf[lf& fvbnjv 'fdlfgbhdtkfl
lje-]jycbc byltmcb b.j
1 30
∑ p it ,
30 i =1
[jkj 1996 otkc rb
30
3 ∑ p it .
i =1

2) cf,fphj rfgbnfkbpfwbt,bc itojydf& fv cmtvbc vb[tldb' byltmcb

ufvjb'dkt,f itvltuyfbhfl& fabmcbht,ty t&o& cf,fpbcj lqtc lf byltmcbc cfo.bc
vybidytkj,fc^ Index b -c^ [tkjdyehfl vbfothty ufhrdtek cblbltc^ vfufkb'fl^ 100-c
20 BYLTMCT<B 615

fy 1000-c lf f&i& fvbc itvltu^ byltmcbc vbvlbyfht cblblt hbvtkbvt t-eh lqtc
ufvjb'dkt,f ajhvekb'
N
∑ p it Qit
i =1
Index t = N
Index b ,
∑ p ib Qib
i =1

cflfw Index t – byltmcbc cblbltf t-eh lqtc^ p it – i-ehb rjvgfybbc fmwbbc lf[ehdbc
afcbf t-eh lqtc^ Q it – i-ehb rjvgfybbc fmwbt,bc hfjltyj,ff t-eh lqtc^ p ib – i-ehb
rjvgfybbc fmwbbc afcbf cf,fpbcj lqtc^ Q ib – i-ehb rjvgfybbc fmwbt,bc hfjltyj,ff
cf,fpbcj lqtc^ N – byltmcbc ajhvbht,fib vjyfobkt rjvgfybt,bc hfjltyj,ff&
3) sfyf,fhb itojydf& fhct,j,c 'fyf,fhb itojydbc jhb ajhvf% ajhvf^ hjvt-
kbw lfaesyt,ekbf cfiefkj fhb'vtnbrekbc lf ajhvf^ hjvtkbw lfaesyt,ekbf
cfiefkj utjvtnhbekbc wyt,fpt&
f) cfiefkj fhb'vtnbrekpt lfaesyt,ekb byltmcb& 'fdlfgbhdtkfl ufvjb'-
dkt,f i-ehb fmwbbc fvjyfut,b [t, t+1] gthbjlbc ufyvfdkj,fib
p i ,t +1
HPY i,[t, t+1] = –1,
p i ,t
cflfw p i,t fhbc i-ehb fmwbbc afcb t-ehb lqbc ,jkjc^ [jkj p i,t+1 – i-ehb fmwbbc afcb
(t+1)-t lqbc ,jkjc& itvltu ufvjb'dkt,f fv cblbltt,bc cfiekj fhb'vtnbrekb
1 N
AM [t, t+1] = ∑ HPYi ,[t ,t +1] ,
N i =1
cflfw N rjvgfybt,bc hfjltyj,ff&
'db' byltmcb ufvjb'dkt,f htrehtynekfl itvltub ufynjkt,blfy
AIndex t+1 = AIndex t (1+AM [t, t+1] ),
AIndex 1 = AIndex b ,
cflfw AIndex b fhbc byltmcbc cblblt cf,fpbcj lqtc& vfc gbhj,b'fl ufhrdtekb
hbw[db fmdc vbothbkb^ vfufkb'fl^ 100, 1000 fy 50 lf f&i&
,) cfiefkj utjvtnhbekpt lfaesyt,ekb byltmcb& 'fdlfgbhdtkfl ufvjb'-
dkt,f i-ehb fmwbbc fvjyfut,b [t, t+1] gthbjlib itvltub ajhvekb'
p i ,t +1
HPR i,[t, t+1] = .
p i ,t
itvltu ufvjb'dkt,f fv cblbltt,bc cfiefkj utjvtnhbekb
1/ N
GM [t, t+1] =  ∏ HPRi ,[t ,t +1] 
N
.
 i =1 
,jkjc^ byltmcb ufybcfpqdht,f itvltub htrehtynekb ufynjkt,blfy
616

GIndex t+1 = GIndex t ⋅GM [t, t+1] ,

GIndex 1 = GIndex b ,
(fqybidyt,bc ibyffhcb bct'bdtf^ hjujhw f) geymnib)&
itybidyt,b&
1) byltmcbc ibyffhcblfy ufvjvlbyfht^ t gfhfvtnhb .dtkufy qt,ekj,c lbcrhtnek
vybidytkj,t,c^ rthsjl^ t=1, 2, ... lqtc&
2) ufdfhrdbj' byltmcbc ,jkj jhb ajhvbc ibyffhcb&
f)uflfdothj' itcf,fvbcb htrehtynekb ufynjkt,f itvltuyfbhfl
AIndext +1
= 1+AM [t, t+1] .
AIndext
vfiby^ 'e rAIndex[ t ,t +1] -b' fqdybiyfd' byltmcbc fvjyfut,c [t,t+1] gthbjlbc
ufyvfdkj,fib^ udtmyt,f
AIndext +1 1 N 1 N  p i ,t +1  1 N
rAIndex[ t ,t +1] = –1 = ∑ HPYi ,[t ,t +1] = ∑ − 1 = ∑ ri ,[t ,t +1] ,
AIndext N i =1 N i =1  p i ,t  N i =1

cflfw r i,[t, t+1] – i-ehb fmwbbc fvjyfut,bf [t, t+1] gthbjlib&
fvhbufl^ cfiefkj fhb'vtnbrekpt lfaesyt,ekb byltmcbc fvjyfut,b fhbc
vfcib itvfdfkb fmwbt,bc fvjyfut,bc cfiefkj fhb'vtnbrekb&
,) ufvjd'dfkj' GIndex t -c fvjyfut,bc eo.dtnb fyfkjub& udtmyt,f
1/ N
= ln ∏ HPRi ,[t ,t +1] 
GIndext +1 N 1 N
∑ ln HPRi ,[t ,t +1] =
c
rGIndex = ln =
[ t , t +1]
GIndext  i =1  N i =1

1 N p i ,t +1 1 N c
= ∑ ln = ∑ ri ,[t ,t +1] .
N i =1 p i ,t N i =1
fvhbufl^ cfiefkj utjvtnbekpt lfaesyt,ekb byltmcbc fvjyfut,'f eo.dtnb
fyfkjub fhbc vfcib itvfdfkb fmwbt,bc fvjyfut,bc eo.dtnb fyfkjut,bc cfiefkj
fhb'vtnbrekb&
jhbdt itv'[dtdfib^ ibyffhcj,hbdfl^ byltmcb fhbc cblblt^ hjvkbc fvjyfut,b
(xdtekt,hbdb 'e eo.dtnb fyfkjub) fhbc vfcib itvfdfkb fmwbt,bc cfiefkj
fvjyfut,bc njkb&

***
lfdfchekj' 'fdb fv 'tvbcflvb vbsqdybkb lf ufvj.tyt,ekb kbnthfnehbc
xfvjyf'dfkb'% [45], [66], [79], [83], [84].
21
VJLTKBHT<F

[ibhfl itv'[dtdb'b ghjwtcbc .jafmwtdbc itcofdkf iteskt,tkbf

'tjhbekb vf'tvfnbrehb vt'jlt,bc ufvj.tyt,b' lf fv ghjwtcbc vf[fcbf't,kt,bc
uf'dkf hbw[db'b vt'jlt,bc cfiefkt,b' ufhrdtek cbh'ektt,'fy fhbc
lfrfdibht,ekb& fct' lhjc vbvfh'fdty cbvekfwbbc (fye itv'[dtdb'b ghjwtcbc
bvbnbht,bc) vt'jlc^ hjvtkbw h'ekb lf cgtwbabrehb ghjwtct,bc itcofdkbc
vskfdh cfiefkt,fc ofhvjflutyc&
cbvekfwbbc vt'jlbc fhcb itvltuib vlujvfhtj,c% but,f htfkehb ghjwtcbc
itcf,fvbcb cnjmfcnehb vjltkb lf itv'[dtdb'b hbw[dt,bc ufvj.tyt,b' [lt,f fv
vjltkbc rjyrhtnekb htfkbpfwbbcf'dbc cfzbhj .jdtkb cblblbc utythbht,f&
itvltu v'tkb ghjwtcb vhfdfkupbc vtjhlt,f lf fqybiyekb ghjwtcbc bvbnbht,ekb
htfkbpfwbt,bc ufvj.tyt,b' but,f htfkehb ghjwtcbc vf[fcbf't,kt,bc
cnfnbcnbrehb itafct,t,b& fqcfybiyfdbf^ hjv fv itafct,t,bcf'dbc cfrvfhbcfl
pecnb itltubc vbcfqotdfl (hjujhw otcb) fewbkt,tkbf lblb hfjltyj,bc
tmcgthbvtynt,bc xfnfht,f^ hfw fv vt'jlbc vybidytkjdfy yfrkfl b'dkt,f& fvbnjv^
vbe[tlfdfl bvbcf^ hjv cbvekfwbbc vt'jlb c[df ufvj'dkb'b vt'jlt,bcfufy
ufvjbhxtdf cbvfhnbdb' (hjujhw ghjuhfvekb bct fkujhb'vekb lf ufvj'dkb'b
'dfkcfphbcb')^ fv vt'jlc^ hjujhw otcb^ b.tyt,ty v[jkjl bv itv'[dtdfib^ hjltcfw
ghj,ktvbc pecnb vf'tvfnbrehb uflfo.dtnf dth [th[lt,f lf vbf[kjt,b'b
ufvj'dkb'b vt'jlt,bc ufvj.tyt,f h'ekbf^ 'evwf rjvgbenthekb ntmybrbc
ufydb'fht,fc'fy th'fl fv vt'jlbc ufvj.tyt,bc fht vybidytkjdyfl bphlt,f&
itdybiyj'^ hjv cbvekfwbbc vt'jlb' vbqt,ekb vjltkbc gfhfvtnh'f itafct,t,bc
cbpecnt .jdtk'dbc itbskt,f ufbpfhljc ithxtdbc vjwekj,bc phlbc [fh]pt^
hflufy ithxtdbc vjwekj,f^ pjubth'b cnfnbcnbrehb fvjwfybcfufy ufyc[dfdt,b'^
fh fhbc abmcbht,ekb lf fyfkbnbrjcbc vbth bvfh't,f& fqcfybiyfdbf fuht'dt^ hjv
cbvekfwbbc vt'jlb cfcfhut,kjf fhf v[jkjl vjltkbc fqcfothfl^ fhfvtl bvbc
itcfcofdkflfw^ 'e hjujh bwdkt,f rjyrhtnekb vjltkbc mwtdf vbcb gfhfvtnht,bc
wdkbkt,b' (t& o& cwtyfhekb fyfkbpb)&
'evwf cbvekfwbbc vt'jlbc bltf cfrvfjl sdtkbf^ vbcb htfkehb ufvj.tyt,f
lfbo.j rjvgbenthbc ufvjxtyfc'fy th'fl^ hjltcfw t&ytbvfyvf^ c&ekfvvf lf t&athvbv
ufvjb.tytc bc ,bh'dekb abpbrbc h'ekb ufvj'dkb'b ghj,ktvt,bc uflfcfo.dtnfl&
cbvekfwbbc vt'jlbc bltf rb gbhdtkfl ufvjxylf 1777 otkc ,beajybc yfihjvib^
hjvtkibw afclt,f hbw[db π gfhfktkehb [fpt,b' lfcthbk bfnfrpt ytvcbc
itv'[dtdb'b lfult,bc cfiefkt,b'& cfmvt bvfibf^ hjv bfnfrpt itv'[dtdb'
lfult,ekb ytvcbc vbth hjvtkbvt gfhfktkehb [fpbc uflfrdt'bc fk,f'j,f
fldbkfl bfyufhbit,f (tc fvjwfyf rfhufl wyj,bkbf lf vrb'[dtkc iteskbf yf[jc
fk,f'j,bc 'tjhbbc yt,bcvbth cf[tkvsqdfytkjib) lf vbcb ufvjcf[ekt,f itbwfdc π
hbw[dc^ hfw bsktdf tmcgthbvtynt,bc itltut,bc vb[tldb' fv fk,f'j,bc itafct,bc
cfiefkt,fc& π hbw[dbc fv vt'jlb' ufvj'dkfc v[jkjl 'tjhbekb vybidytkj,f
fmdc^ hflufy vbcb jhb fy cfvb ybiybc cbpecnb' ufvjcf'dktkfl cfzbhjf f'fcb fy
vbkbjyb tmcgthbvtynbc xfnfht,f& mdtvj' dyf[fd'^ hjv lfvjerblt,tkb itv'[dtdb'
cblblt'f vbvltdhj,bc cbvekfwbb' itcfskt,tkbf ufycfpqdhekb byntuhfkt,bc
vbf[kjt,b'b ufvj'dkf lbl hbw[d'f rfyjybc ufvj.tyt,b'& fmfw byntuhfkbc
ufvj'dkbc cbpecnbc vbcfqotdfl lblb vjwekj,bc ithxtdff cfzbhj& fvbnjv tc
618

vt'jlb ufvj.tyt,flbf v[jkjl bv itv'[dtdfib^ hjltcfw tmcgthbvtynb vjltkbhlt,f

rjvgbenthpt& itv'[dtdb'b hbw[dt,bc rjvgbenthpt utythbht,bc 'tjhbf
vf'tvfnbrbc vybidytkjdfy vbvfh'ekt,fl uflfbmwf& yfvldbkb itv'[dtdb'b
hbw[dt,bc yfwdkfl (hjvkt,bw xylt,bfy abpbrehb ghjwtct,bc htfkbpfwbbc lhjc)
[vfhj,ty t&o& actdljitv'[dtdb' hbw[dt,c^ hjvtk'f rjycnhebht,f [lt,f
ltnthvbybcnekb ufvj'dkb'b fkujhb'vt,bc cfiefkt,b'& actdljitv'[dtdb'
hbw[dt,'fy lfrfdibht,b' xylt,f itvltub rb'[df% hf fphb' itbskt,f tc hbw[dt,b
xfb'dfkjc itv'[dtdb'fl^ 'e vf'b rjycnhebht,f [lt,f ltnthvbybcnekb
ufvj'dkb'b fkujhb'vt,bc cfiefkt,b'~ 1965-1966 okt,ib rjkvjujhjdvf lf
vfhnbykbjavf ufyvfhntc 'e hjlbc itbskt,f yekt,bc lf th't,bcfufy itvlufhb
vbvltdhj,f xfb'dfkjc itv'[dtdb'fl& vf'b fphb' hfw eahj h'ekbf fkujhb'vb
hjvkb'fw fqbotht,f fqybiyekb vbvltdhj,f (fye hfw eahj uhstkbf @.dtkfpt
vjrkt# ghjuhfvf hjvkbc cfiefkt,b'fw [lt,f fv vbvltdhj,bc rjycnhebht,f) vb'
eahj itv'[dtdb'fl itbskt,f xfb'dfkjc bc& vfhnbykbjavf fxdtyf^ hjv h'ekb
fkujhb'vt,b' itlutybkb vbvltdhj,t,b itv'[dtdb'j,bc .dtkf fhct,ek
cnfnbcnbreh ntcnc frvf.jabkt,ty&
itdybiyj'^ hjv cbvekfwbbc vt'jlb cfvtwybthj kbnthfnehfib [ibhfl
vjynt-rfhkjc vt'jlbc cf[tkb' vjb[ctybt,f& tc cf[tkb bvb' fb[cyt,f^ hjv tc
vt'jlb b.tyt,c itv'[dtdb'b hbw[dt,bc vbvltdhj,t,c^ hjvtk'f hjkib itbskt,f
fdbqj' (vfufkb'fl) vjynt-rfhkjc rfpbyjib htuekfhekfl ufvjw[flt,ekb
'fvfit,bc itltut,b^ vfuhfv hjujhw fqdybiyt' (lqtc) ghfmnbrfib itv'[dtdb'b
hbw[dt,bc utythbht,f [jhwbtklt,f rjvgbenthbc cfiefkt,b' (mdtvj' cbn.dt,c
utythbht,f^ vjltkbht,f^ cbvekbht,f cbyjybvt,fl xfd'dkb')&

"FYF<HFL UFYFOBKT<EKB ITV"{DTDB"B HBW{DT<B& 'fyf,hfl ufyfobkt-

,ekb itv'[dtdb'b hbw[dt,bc utythbht,f cbvekfwbehb vjltkt,bc cf,fpbcj
tktvtynbf lf cbvekfwbbc ghjwtcbc cfo.bc othnbkc ofhvjflutyc& 'fyf,hfl
ufyfobkt,ekb itv'[dtdb'b hbw[dt,b^ hjujhw otcb^ ofhvjflutyty (0,1) bynthdfk-
ib 'fyf,hfl ufyfobkt,ek n-ehb hbubc f'obkflt,c& vfifcflfvt^ .jdtk vf'ufyc fmdc
1/(10n–1)-bc njkb ufy[jhwbtkt,bc fk,f'j,f ('e ufvjdhbw[fd' ,jkj 0 lf 1
othnbkc) lf 'e n cfrvfhbcfl lblbf (vfufkb'fl n≥10)^ vfiby tc lbcrhtnekb
ufyfobkt,f ghfmnbrekfl itudbskbf itcf,fvbcb eo.dtnb 'fyf,fhb ufyfobkt,bc

0 , ' e x≤0

F ( x) =  x , ' e 0 < x < 1
1 , ' e x ≥1

bltynehfl xfd'dfkj'&
itv'[dtdb'b hbw[dt,bc utythfnjht,c fmd' ltnthvbybcnekb fkujhb'-
vekb rjycnhemwbf lf bcbyb ufhrdtekb gthbjlekj,b' [fcbf'lt,bfy& gbhdtkb fy
hfvltybvt utythbht,ekb hbw[db ufycfpqdhfdc v'tk vbvltdhj,fc lf ufhrdtekb
otdhbc itvltu tc vbvltdhj,f vtjhlt,f& fvbnjv fv vbvltdhj,bc wbrkb cfrvfjl lblb
eylf b.jc^ hjv rjyrhtnekb ufvj.tyt,bcfc utythbht,ekvf vbvltdhj,fv ufvtjht,f
dth vjfcohjc^ obyffqvltu itv'[dtdfib vjcfkjlytkbf cthbjpekb itwljvt,b&
fct'b nbgbc vbvltdhj,t,b 'evwf yfvldbk itv'[dtdb' hbw[d'f vbvltdhj,t,c fh
ofhvjflutyty (fvbnjv vf' actdljitv'[dtdb' hbw[dt,c eojlt,ty) bcbyb cfrvfhbcyb
fhbfy ghfmnbrekb vbpyt,bcf'dbc^ hflufy hjujhw fqdybiyt' fct'b vbvltdhj,t,b
21 VJLTKBHT<F 619

cfrvfjl h'ekb fkujhb'vt,b' but,f^ hbc ufvjw vf'b .jafmwtdf rfhufl ef[kjdlt,f
itv'[dtdb'b tmcgthbvtynbc itltufl vbqt,ekb hbw[db'b vbvltdhj,bc 'dbct,t,c&
.dtkf 'fyfvtlhjdt rjvgbenthb lf ghjuhfvekb rfkrekfnjhb itbwfdc
itv'[dtdb' hbw[d'f gfrtnt,c& vfuhfv fv ghjuhfvt,bc [vfht,fvlt cfcehdtkbf
cnfnbcnbrehb ntcnt,bc cfiefkt,b' itvjovltc utythbht,ekb vbvltdhj,bc
'fy[vj,f 'fyf,fh ufyfobkt,fc'fy^ hf'f lfdhoveylt'^ hjv (vfufkb'fl) bc fh bsktdf
itv'[dtdb' hbw[d'f wbrkeh vbvltdhj,fc&
vfufkb'bcf'dbc vjud.fdc 'fyf,hfl ufyfobkt,ekb itv'[dtdb'b hbw[dt,bc
utythbht,bc th'b vfhnbdb vt'jlb^ hjvtkbw ohabdb rjyuhetynekb vt'jlbc
cf[tkb' fhbc wyj,bkb& fv vt'jlbc vb[tldb' itv'[dtdb'b hbw[dt,bc (x n , n≥0)
vbvltdhj,f vbbqt,f itvltub otcb'% cfo.bcb cblblt x 0 bqt,c hjvtkbvt v'tk
vybidytkj,fc 0-lfy m-1-vlt lf fv vbvltdhj,bc .jdtkb otdhb vbbqt,f vbcb obyf
otdhbcfufy itvltub ohabdb htrehtynekb ajhvekb'
x n = ax n-1 +b (mod m),
cflfw a, b lf m velvbdt,b ah'[bkfl fhbc fcfhxtdb& fv hbw[dt,c fhxtdty bct^ hjv
ghjwtlehf lbl[fyc fh ufvtjhltc& vfufkb'fl [71] yfihjvib fv hbw[dt,bc itvltub
fhxtdfybf htrjvtylbht,ekb
a = 31415821, b=1, m=108.
tc vt'jlb bsktdf actdljitv'[dtdb' hbw[dt,c 0-lfy m-1-vlt lf (0,1)
bynthdfkib 'fyf,hfl ufyfobkt,ekb actdljitv'[dtdb'b hbw[dt,bc vbcfqt,fl
cfzbhjf utythbht,ekb cblbltt,bc m-pt uf.jaf& itdybiyj'^ hjv fqothbkb
fkujhb'vb fh fhbc h'ekb lf cbyfvldbktib vbqt,ekb vbvltdhj,f frvf.jabkt,c
itv'[dtdb'j,bc v[jkjl pjubth' (lf fhf .dtkf) ntcnc^ vbcb ufvj.tyt,f itbskt,f
vhfdfk ghfmnbrek fvjwfyfib&
BYNTUHFKBC UFVJ"DKF VJYNT-RFHKJC VT"JLB"& d'mdf' vjwtvekb
udfmdc yfvldbkb wdkflbc eodtnb f(x) aeymwbf& cbvfhnbdbcf'dbc lfdeidf'^ hjv tc
aeymwbf ufycfpqdhekbf [0,1] bynthdfkib lf vbcb vybidytkj,t,bc cbvhfdktw fvfdt
bynthdfkc tre'dybc& dyf[j'^ 'e hjujh itbskt,f
1
∫ f ( x)dx , (21.1)
0

byntuhfkbc vbf[kt,b'b ufvj'dkf^ itv'[dtdb' cblblt'f vbvltdhj,bc

cbvekbht,bc cfiefkt,b'&
ufydb[bkj' X 1 , X 2 , ... [0,1] bynthdfkib 'fyf,hfl ufyfobkt,ek lfvjerb-
lt,tk itv'[dtdb' cblblt'f vbvltdhj,f& ufydcfpqdhj' itv'[dtdb' cblblt'f f[fkb
(Z i ,i≥1) vbvltdhj,f itvltub otcb'%
Z i = f(x i ), i ≥1. (21.2)
fldbkb cfyf[fdbf^ hjv (Z i ,i≥1) lfvjerblt,tk th'yfbhfl ufyfobkt,ek
itv'[dtdb' cblblt'f vbvltdhj,fc ofhvjflutyc lf .jdtkb i-c'dbc
620

1
EZ i = ∫ f ( x) dx . (21.3)
0

fvbnjv lbl hbw[d'f ufskbtht,ekb rfyjybc 'fyf[vfl (b[& 'fdb 8)& flubkb
fmdc
1 n 1
∑ Z i → ∫ f ( x) dx & (21.4)
n i =1 0

rht,flj,fc fk,f'j,b' 1&

fvbc ufvj (21.1) byntuhfkbc vbf[kjt,b'b ufvj'dkbc'dbc eylf lfvjltkbh-
ltc itv'[dtdb' hbw[d'f (X i ,Y i ), i ≥1 vbvltdhj,f lf ufvjb'dfkjc (21.2) otcb'
itlutybk cblblt'f fhb'vtnbrekb cfiefkj&
VJWTVEKB UFYFOBKT<BC VMJYT ITV"{DTDB" CBLBLT"F CBVEKBHT<F&
'fyf,hfl ufyfobkt,ekb itv'[dtdb'b hbw[dt,bc ufvj.tyt,b' itcfskt,tkbf
yt,bcvbthb obyfcofh vjwtvekb F ufyfobkt,bc aeymwbbc vmjyt itv'[dtdb'b
cblbltt,bc vbvltdhj,bc utythbht,f&
xfd'dfkj'^ hjv vjwtvekb udfmdc [0,1] bynthdfkib 'fyf,hfl ufyfobkt,ekb
α itv'[dtdb'b cblblbc lfvjerblt,tkb htfkbpfwbt,b& vfiby F X ufyfobkt,bc
aeymwbbc vmjyt X itv'[dtdb'b cblblbc htfkbpfwbt,bc bvbnbht,f [jhwbtklt,f α
'fyf,hfl ufyfobkt,ekb itv'[dtdb'b cblblbc htfkbpfwbt,bc F X aeymwbbc
it,heyt,ekb aeymwbbc ufhlfmvyt,bc cfiefkt,b'

X = FX−1 (α) .
itdybiyj'^ hjv F X aeymwbbc it,heyt,ekb aeymwbf ufybcfpqdht,f njkj,b'%

FX−1 ( x) = inf{y : F X (y) ≥ x}.

fldbkb cfxdtyt,tkbf^ hjv 'e α itv'[dtdb'b cblblt 'fyf,hfl fhbc ufyfobkt,ekb
[0,1] bynthdfkib^ vfiby X= FX−1 (α) itv'[dtdb'b cblblbc ufyfobkt,bc aeymwbf F X
aeymwbfc lftv'[dtdf& vfh'kfw^ hflufy F X vjyjnjyehb aeymwbff

P(X≤x) = P( FX−1 (α) ≤x) = P(F X ( FX−1 (α) )≤F X (x)) = P(α≤ F X (x)) = F X (x)

,jkj njkj,f cfvfh'kbfybf^ dbyfblfy α 'fyf,hfl fhbc ufyfobkt,ekb [0,1]

bynthdfkib lf 0 ≤ F X (x) ≤ 1&
yf[& 21.1-pt F ufyfobkt,bc aeymwbbc itcf,fvbcb eo.dtnb lf lbcrhtnekb
itv'[dtdb' cblblt'f cbvekfwbbc ghjwtcb uhfabrekfl fhbc ofhvjlutybkb&
d'mdf'^ X fhbc itv'[dtdb'b cblblt^ hjvtkbw bqt,c x 1 ,x 2 ,...,x n vybidytkj-
,t,c itcf,fvbcfl p 1 , p 2 , ... , p n fk,f'j,t,b'& ptvj' fqothbkb ghjwtlehbc 'fyf[vfl
fv itv'[dtdb'b cblblbc cbvekbht,f itvltuyfbhfl [jhwbtklt,f% [0,1] bynthdfkc
d.ja' J 1 ,J 2 ,...,J n mdtbynthdfkt,fl^ cflfw J 1 =[0, p 1 [, J 2 =[p 1 ,
p 1 +p 2 [,...,J k =[p 1 +p 2 +⋅⋅⋅+p k-1 , p 1 +p 2 +⋅⋅⋅+p k [. fvbc itvltu dbqt,' 'fyf,hfl
ufyfobkt,ekb α itv'[dtdb'b cblblbc htfkbpfwbfc lf 'e tc cblblt xfdfhlf J k
21 VJLTKBHT<F 621

bynthdfkib^ vfiby X itv'[dtdb'b cblblbc htfkbpfwbbc hjkib dbqt,' x k cblbltc&

w[flbf^ hjv vbqt,ekb
n
∑ I ( α∈J k ) x k
k =1

itv'[dtdb'b cblblt ufyfobkt,ekb bmyt,f F(x)= ∑p

xi ≤ x
i rfyjyb'&

f) ,)

F F
1
1
F
α
α
p2
p1

x X x X
yf[ 21.1& F ufyfobkt,bc aeymwbbc itcf,fvbcb itv'[dtdb'b hbw[dt,bc utythbht,f* f) eo.dtnb
itv'[dtdf ,) lbcrhtnekb itv'[dtdf&

hjltcfw fhct,j,c X itv'[dtdb'b cblblblbc ufyfobkt,bc cbvrdhbdt

dF ( x)
p X ( x) = X ^ vfiby X= FX−1 (α) ufvjcf[ekt,bc fyufhbib itcfskt,tkbf itvltub
dx
njkj,blfy
X
∫ p X (x)dx = α. (21.5)
−∞

'e itcfskt,tkbf fv byntuhfkbc fyfkbpehb ufvj'dkf^ vfiby dbqt,' X-bc vbvfh'

(cfpjufljl) nhfycwtltyneh ufynjkt,fc& cfth'jl P X (x) aeymwbbc rjyrhtnekb
'dbct,t,bc ufy[bkdbc ufhtit sytkbf fvj[cybc tatmnehb cfiefkt,bc vb'b't,f&
fvjwfyf eahj h'eklt,f^ hjltcfw cfzbhj [lt,f byntuhfkbc hbw[db'b vt'jlt,b'
ufvj'dkf^ fvbnjv tc vt'jlb tatmneh itltuc bsktdf v[jkjl cfrvfjl vfhnbd
itv'[dtdt,ib& fct' vfufkb'c ofhvjflutyc tmcgjytywbfkehb ufyfobkt,f&
d'mdf' X itv'[dtdb' cblblbltc fmdc cbvrdhbdt
λe − λx , x≥0
p X (x) =  .
 0 , x<0
fv itv'[dtdfib (21.5) byntuhfkb fldbkfl bfyufhbit,f lf (21.5) ufynjkt,f w[flfl
b[cyt,f^ cfblfyfw dbqt,'^ hjv e-λx=1-α& hflufyfw 1-α cblblt bctd 'fyf,hfl bmyt,f
ufyfobkt,ekb [0,1] bynthdfkib 1-α-c α-'b itwdkb' udtmyt,f
622

1
X=– lnα. (21.6)
λ
fvhbufl tmcgjytywbfkehfl (λ>0 byntycbdj,b') ufyfobkt,ekb itv'[dtdb'b
cblblbc cbvekbht,bcf'dbc cfrvfhbcbf 'fyf,hfl ufyfobkt,ekb itv'[dtdb'b
cblbltt,bc α 1 ,α 2 ,... vbvltdhj,bc utythbht,f lf fv vbvltdhj,bc (21.6) ajhvekb'
ufhlfmvyf&

GEFCJYBC ITV"{DTDB"B CBLBLBC VJLTKBHT<F& d'mdf' X itv'[dtdb'b

cblblblt ufyfobkt,ekbf gefcjybc ufyfobkt,b'

λn
P(X = n) = e −λ , n ≥ 0.
n!
fh fhbc sytkb bvbc xdtyt,f^ hjv 'e (τ i , i≥1) fhbc λ gfhfvtnhb' tmcgjytywbfkehfl
ufyfobkt,ekb itv'[dtdb'b cblbltt,bc vbvltdhj,f^ vfiby
N t = ∑ nI {τ1 ++ τ n < t ≤ τ1 ++ τ n +1 } (21.7)
n ≥1

itv'[dtdb' cblbltc tmyt,f gefcjybc ufyfobkt,f gfhfvtnht,b' λt& fvbnjv X =N 1

itv'[dtdb'b cblblbc cbvekbht,bcf'dbc cfrvfhbcbf τ i cblbltt,bc utythbht,f&
vfifcflfvt eylf fdbqj' [0,1] bynthdfkib 'fyf,hfl ufyfobkt,ekb lfvjerblt,tkb
itv'[dtdb'b cblbltt,bc (α i , i≥1) vbvltdhj,f& ufhlfdmvyf' tc vbvltdhj,f (21.6)
1
ajhvekbc vb[tldb' lf vbqt,ekb τ i = – lnα i cblbltt,b xfdcdf' (21.7) ajhvekfib^
λ
hfw vjudwtvc N 1 itv'[dtdb'b cblblbc utythbht,bc itvltu fkujhb'vc
N 1 = ∑ nI { α α −λ
}.
n ≥1 1 2 α n +1 < e ≤ α1α 2 α n

YJHVFKEHFL UFYFOBKT<EKB ITV"{DTDB"B CBLBLTT<BC CBVEKB-

HT<F& yjhvfkehfl ufyfobkt,ekb itv'[dtdb'b cblbltt,bc utythbht,f itcfs-
kt,tkbf itvltub kjufhb'vek-nhbujyjvtnhbekb ajhvekbc ufvj.tyt,b'
X1 = − 2 ln α 1 cos2πα 2 , (21.8)

X2 = − 2 ln α 1 sin2πα 2 , (21.9)

cflfw α 1 , α 2 fhbc [0,1] bynthdfkib 'fyf,hfl ufyfobkt,ekb lfvjerblt,tk

itv'[dtdb'b cblblt'f o.dbkb& vnrbwlt,f^ hjv X 1 lf X 2 th'vfyt'bcfufy
lfvjerblt,tkb itv'[dtdb'b cblbltt,bf lf 'b'jtekc fmdc cnfylfhnekb
yjhvfkehb ufyfobkt,f& (fv afmnbc lfvnrbwt,f b[&vfu& [28] fy [70]-ib)&
21 VJLTKBHT<F 623

µ x cfiefkjcf lf σ x 2 lbcgthcbbc vmjyt yjhvfkehfl ufyfobkt,ekb

itv'[dtdb'b cblblbc utythbht,f itbskt,f cnfylfhnekb yjhvfkehb itv'[dtdb'b
cblblbc vjltkbht,b'
X = µ X +σ X N(0,1)
ohabdb ufhlfmvybc ufvj.tyt,b'&
yjhvfkehfl ufyfobkt,ekb itv'[dtdb'b cblbltt,bc cbvekfwbbc hbub
vt'jlb lfrfdibht,ekbf wtynhfkehb pqdfhb'b 'tjhtvbc ufvj.tyt,fc'fy& 'e
ufydb[bkfd' [0,1] bynthdfkib 'fyf,hfl ufyfobkt,ek lfvjerblt,tk (α i , i≥1)
vbvltdhj,fc^ vfiby fv cblbltt,bc

12 n  1
X(n) = ∑  αi −  (21.10)
n i =1 2
yjhvbht,ekb ]fvbc ufyfobkt,bc aeymwbf vbbcohfabc yjhvfkehb ufyfobkt,bc
aeymwbbcfrty hjltcfw n→∞& ghfmnbrekfl 'dkbfy^ hjv hjltcfw n=12, vbbqt,f
cfrvfjl rfhub vbf[kjt,f yjhvfkeh rfyjy'fy& fv itv'[dtdfib (21.10) ajhvekf
bqt,c ufycfre'ht,b' vfhnbd cf[tc
12
X(12) = ∑ α i –6.
i =1

fv vt'jlbc egbhfntcj,f vlujvfhtj,c vbc cbvfhnbdtib^ hflufy bc fldbkfl

ufcfut,bf lf fldbkfl ghjuhfvbhlt,f& vfuhfv itdybiyj'^ hjv X(12) itv'[dtdb'b
cblblbc cbvrdhbdt yekbc njkbf^ hjltcfw x>6 lf fvbnjv fvjwfyt,ib^ cflfw
itv'[dtdb' cblblt'f lbl uflf[ht,c fhct,b'b vybidytkj,f tybzt,f^ tc
fghjmcbvfwbf rfhu itltuc fh bsktdf& fv vt'jlbc ufvj.tyt,f fv vbptpbc ufvj fh fhbc
vbpfyitojybkb hbcrbc 'tjhbbcf lf abyfycehb vf'tvfnbrbc vjltkt,ib&

YJHVFKEH UFYFOBKT<FC"FY LFRFDIBHT<EK UFYFOBKT<F"F CBVE-

KBHT<F& 'e Y 1 ,Y 2 , ... , Y n lfvjerblt,tkb itv'[dtdb'b cblbltt,bf th'b lf bubdt
n
tmcgjytywbfkehb ufyfobkt,bc cbvrdhbdb'^ vfiby G n = ∑ Yi cblbltc tmyt,f Γ(n,λ)
i =1
ufyfobkt,f^ cflfw λ tmcgjytywbfkehb ufyfobkt,bc byntycbdj,bc gfhfvtnhc
tv'[dtdf& vfifcflfvt^ Γ(n,λ) ufyfobkt,bc vmjyt itv'[dtdb'b cblblbc cbvekbht,bc
vbpyb' itudbskbf lfdfvjltkbhj' [0,1] bynthdfkib 'fyf,hfl ufyfobkt,ekb
α 1 ,α 2 ,...,α n th'vfyt'bcfufy lfvjerblt,tkb itv'[dtdb'b cblbltt,b lf (21.6)
ajhvekbc vb[tldb' itdflubyj'
1 n 1
G= − ∑ ln α i = − ln(α 1α 2 ...α n ) (21.11)
λ i =1 λ
]fvb^ hjvtkcfw tmyt,f Γ(n,λ) ufyfobkt,f&
hflufy χ 2m ufyfobkt,f Γ ( m2 , 12 ) ufyfobkt,bc njkbf^ keob m-bc itv'[dtdfib
m 'fdbceakt,bc [fhbc[bc vmjyt χ 2 ufyfobkt,bc vjltkbht,f itbskt,f ptvj'
624

vj.dfybkb otcb' (21.11) ajhvekbc ufvj.tyt,b'& hjltcfw m rtynbf dfvjltkbht,'

χ 2m −1 ufyfobkt,bc vmjyt itv'[dtdb' cblbltc (fye cblbltc Γ ( m2−1 , 12 ) ufyfobkt,b') lf
devfnt,' fv cblbltc vf'ufy lfvjerblt,tk cnfylfhnek yjhvfkehfl
ufyfobkt,ekb itv'[dtdb'b cblblbc rdflhfnc& fvhbufl keob m-bcf'dbc

χ 2m = − ln(α 1α 2 ...α m / 2 )
lf rtynb m -bcf'dbc

χ 2m = − ln(α 1α 2 ...α ( m −1) / 2 ) − ln α ( m +1) / 2 cos 2 2πα ( m +3) / 2

KJU-YJHVFKEHB UFYFOBKT<F& X itv'[dtdb'b cblblt kju-yjhvfkehfl

fhbc ufyfobkt,ekb 'e lnX cblbltc yjhvfkehb ufyfobkt,f fmdc& fvbnjv^ w[flbf X
itv'[dtdb'b cblblbc utythbht,bcf'dbc cfrvfhbcbf yjhvfkehfl ufyfobkt,ekb
itv'[dtdb'b cblblbc cbvekbht,f lf itvltu e ytgthbc hbw[dbc cbvekbht,ekb
cblblbc njk [fhbc[ib f.dfyf&

VJYNT-RFHKJC VT"JLB& itdt[j' rbltd th'[tk byntuhfkt,bc^ fye

itv'[dtdb' cblblt'f hbw[db'b vf[fcbf't,kt,bc^ vbf[kjdt,b'b ufvj'dkbc
cfrb'[c^ cbvekfwbbc (vjynt-rfhkjc) vt'jlbc ufvj.tyt,b'& ufhrdtekb X
itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbybc itafct,bcfc xdty dfafct,' I=∫xF(dx)
byntuhfkc^ hjvtkbw ∫xp(x)dx byntuhfkbc njkbf^ hjltcfw X itv'[dtdb'b cblblbc
dF ( x)
F(x) ufyfobkt,bc aeymwbfc p(x) cbvrdhbdt uffxybf^ =p(x)& d'mdf' vjwtvekb
dx
udfmdc X itv'[dtdb'b cblblt^ hjvkbc F(x) ufyfobkt,bc aeymwbf hfbvt wyj,bkb
ufyfobkt,bc rfyjyb' (vfufkb'fl^ yjhvfkehb^ tmcgjytywbfkehb fy gefcjybc) fhbc
vjwtvekb& hjujhw dyf[t'^ fct'b itv'[dtdb'b cblblbc lfvjerblt,tkb
htfkbpfwbt,bc vjltkbht,f fldbkbf lf cbvekbht,ekb X 1 ,X 2 ,... vbvltdhj,bc
cfiefkt,b' itbskt,f X cblblbc vf'tvfnbrehb kjlbybc vbf[kjt,b'b ufvj'dkf^
hflufy ufskbtht,ekb lbl hbw[d'f rfyjybc 'fyf[vfl (b[& 'fdb 8) 'b'mvbc
.jdtk'dbc (fye fk,f'j,b' 1)
1 n
∑ X i → EX = ∫ x p(x)dx.
n i =1
vfuhfv fct' itv'[dtdb' cblblt'f vf'tvfnbrehb kjlbyb eiefkjl bfyufhbit,f lf
w[flbf^ vjynt-rfhkjc vt'jlbc ufvj.tyt,fc fm fphb fhf fmdc&
[ibhfl cfzbhjf X itv'[dtdb'b cblblbc hfbvt f(x) aeymwbb' ufhlfmvybc
itltufl vbqt,ekb f[fkb f(X) itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbybc (fy c[df
hbw[db'b vf[fcbf't,kt,bc) uf'dkf& hjltcfw f(x) aeymwbfc fh uffxybf @rfhub#
fyfkbpehb 'dbct,t,b f(X) itv'[dtdb'b cblblbc vf'tvfnbrehb kjlbybc^ fye
Ef(X) = ∫ f(x) p(x)dx
byntuhfkbc fyufhbib h'eklt,f lf [ibh itv'[dtdfib vbcb pecnb fyufhbib
iteskt,tkb [lt,f& fct' lhjc vbpfyitojybkbf vjynt-rfhkjc vt'jlbc ufvj.tyt,f&
21 VJLTKBHT<F 625

fvbcf'dbc cfzbhjf X cblblbc lfvjerblt,tkb x 1 , x 2 , ... , x n htfkbpfwbbc

cbvekbht,f f[fkb f(x 1 ), f(x 2 ), ... , f(x n ) vbvltdhj,bc fhb'vtnbrekb cfiefkjc
lf'dkf^ hflufy bctd ufskbtht,ekb lbl hbw[d'f rfyjybc sfkb'
n

∑ f (X
1
i) → E f(X) = ∫ f(x) p(x)dx. (21.12)
n i =1

hjujhw d[tlfd'^ cbvekfwbbc vt'jlb byntuhfkt,bc uf'dkbc hbw[db'b

vt'jlt,bcfufy ufyc[dfdlt,f bvb'^ hjv tc vt'jlb taesyt,f fk,f'eh vblujvfc lf
vbcb rht,flj,bc [fcbf'bw fk,f'ehbf& fvbc ufvj vjynt-rfhkjc vt'jlbc
ufvj.tyt,bcfc
1 n
∫ f(x) F(dx) – ∑ f (X i ) (21.13)
n i =1
yfi'bc itvwbht,bc hbub fh fhbc lfvjrblt,ekb X itv'[dtdb'b cblblbc
ufypjvbkt,fpt (fye byntuhfkbc ]thflj,fpt)& fvbnjv fv vt'jlc [ibhfl
egbhfntcj,f fmdc hbw[db' vt'jlt,'fy itlfht,b' vhfdfk]thflb byntuhfkt,bc
ufvj'dkbcfc^ 'evwf th']thflb byntuhfkbc ufvj'dkbc lhjc hbw[db'b vt'jlt,bc
rht,flj,bc cbxmfht eahj lblbf& itdybiyj'^ hjv (22.13) wljvbkt,bc itafct,f
hbw[db'b vt'jlt,bc ufvj.tyt,b'^ hjltcfw f(x) aeymwbf h'ekb ,eyt,bcff^ [ibhfl
sfkbfy h'ekbf& fvbnjv f(x) aeymwbfc tlt,f cbukedbc gbhj,t,b^ vfiby hjwf bubdt
wljvbkt,bc itafct,bcfc vjynt-rfhkjc vt'jlbc ufvj.tyt,bc lhjc cfrvfhbcbf
v[jkjl vbybvfkehb itpqeldt,b&

***
fv 'fdbcflvb vbsqdybkb lf ufvj.tyt,ekb kbnthfnehbc xfvjyf'dfkb% [29],
[32], [64], [70], [71].

LFCRDYT<B
fv 'fdib ufy[bkekbf c[dflfc[df nbgbc itv'[dtdb' cblblt'f vjltkbht,bc
(fye cbvekbht,bc) vt'jlt,b^ hjvkt,bw ufvjb.tyt,f fv cblblt'f hbw[db'b
vf[fcbf't,kt,bc (cfiefkj vybidytkj,bc^ dfhbfwbbc^ fcbvtnhbbc rjtabwbtynbc lf
c[df) ufcf'dktkfl& cbvekfwbbc vt'jlc^ hjujhw otcb^ vbvfh'fdty v[jkjl itvltu
itv'[dtdt,ib%
1. hjwf ghj,ktvbc pecnb vf'tvfnbrehb uflfo.dtnf iteskt,tkbf*
2. hjltcfw fvjwfybc pecnb fyfkbpehb fvj[cyf wyj,bkbf^ vfuhfv bc sytkfl
htfkbpt,flbf lf h'ek ufvj'dkt,'fy fhbc lfrfdibht,ekb&
vjltkbht,bc vt'jlbc ufvj.tyt,bcfc itafct,f'f cbpecnbc vbcfqotdfl
cfzbhjf itv'[dtdb' cblblt'f lblb hfjltyj,b' utythbht,f^ hbc ufvjw fv vt'jlbc
626

ufvj.tyt,fc fphb fmdc v[jkjl tmcgthbvtynbc rjvgbenthbc ufvj.tyt,b' xfnfht,bc

itv'[dtdfib& .jdtkb rjvgbenthb fqzehdbkbf ghjuhfvb'^ hjvkbc cfiefkt,b'
itcfskt,tkbf th'vfyt'bcfufy lfvjerblt,tkb^ 'fyf,hfl ufyfobkt,ekb itv'[dtdb'
cblblt'f vbvltdhj,bc ufvjsf[t,f& 'fyf,hfl ufyfobkt,ek itv'[dtdb' hbw[d'f
ufvj.tyt,b' rb [th[lt,f yt,bcvbthb ufyfobkt,bc aeymwbbc vmjyt itv'[dtdb'b
cblblbc lfvjerblt,tkb htfkbpfwbt,bc cbvekbht,f^ hbc itltuflfw itcfskt,tkbf
htfkehb vjdktybc itcf,fvbcb fk,f'ehb vjltkbc bvbnbht,f lf vbcb sbhb'flb
gfhfvtnht,bc itafct,f fk,f'eh-cnfnbcnbrehb vt'jlt,bc ufvj.tyt,b'&
 627

LFYFH"B% CNFNBCNBREHB W{HBKT<B

A1. cnfylfhnekb yjhvfkehb ufyfobkt,bc aeymwbbc vybidytkj,t,b

A2. cnfylfhnekb yjhvfkehb ufyfobkt,bc ptlf α-rhbnbrekb othnbkt,b (z α )

A3. χ2 ufyfobkt,bc ptlf α-rhbnbrekb othnbkt,b ( χ 2n ,α )

A4. t ufyfobkt,bc ptlf α-rhbnbrekb othnbkt,b (t n,α )

A5. F(n,m) ufyfobkt,bc ptlf α=0.05 rhbnbrekb othnbkt,b (F n,m,α )
A6. ybify'f rhbnthbevb% P{B n > b}, P{B n > b–1} fk,f'j,f'f vybidytkj,t,b rhbnt-
hbevbc B n cnfnbcnbrbcf'dbc (p=0.05)
A7. ybiybfyb hfyut,bc rhbnthbevb% P{T ≥ t}, P{T ≥ t–1} fk,f'j,f'f vybidytkj,t,b
rhbnthbevbc T n cnfnbcnbrbcf'dbc
A8. ebkrjrcjybc hfyu'f ]fvt,bc rhbnthbevb% P{W > w}, P{W n > w–1} fk,f'j,f'f
vybidytkj,t,b rhbnthbevbc W cnfnbcnbrbcf'dbc
A9. rhfcrtk-ejkbcbc cnfnbcnbrbc rhbnthbevb% P{H ≥ x} fk,f'j,f'f vybidyt-
kj,t,b rhbnthbevbc H cnfnbcnbrbcf'dbc
A10. cgbhvtybc cnfnbcnbrbc ptlf α-rhbnbrekb vybidytkj,t,b
A11. rtylfkbc cnfnbcnbrbc ptlf α-rhbnbrekb vybidytkj,t,b
A12. cthbt,bc hfjltyj,bc rhbnbrekb vybidytkj,t,b
A13. cnbeltynbpbht,ekb uf,ytdbc lbfgfpjybc ptlf α-rhbnbrekb vybidytkj,t,b
(α=0.05)
A14. 'fyf,hfl ufyfobkt,ekb itv'[dtdb'b hbw[dt,b
628

A1. cnfylfhnekb yjhvfkehb ufyfobkt,bc aeymwbbc vybidytkj,t,b&

t2
1 x −
Φ ( x) = ∫e 2 dt
2π −∞

x Φ(x) x Φ(x) x Φ(x) x Φ(x) x Φ(x) x Φ(x)

0.00 0.500 0.33 0.629 0.66 0.745 0.99 0.838 1.32 0.906 1.65 0.950
0.01 0.503 0.34 0.633 0.67 0.748 1.00 0.841 1.33 0.908 1.66 0.951
0.02 0.507 0.35 0.636 0.68 0.751 1.01 0.843 1.34 0.909 1.67 0.952
0.03 0.511 0.36 0.640 0.69 0.754 1.02 0.846 1.35 0.911 1.68 0.953
0.04 0.515 0.37 0.644 0.70 0.758 1.03 0.848 1.36 0.913 1.69 0.954
0.05 0.519 0.38 0.648 0.71 0.761 1.04 0.850 1.37 0.914 1.70 0.955
0.06 0.523 0.39 0.651 0.72 0.764 1.05 0.853 1.38 0.916 1.71 0.956
0.07 0.527 0.40 0.655 0.73 0.767 1.06 0.855 1.39 0.917 1.72 0.957
0.08 0.531 0.41 0.659 0.74 0.770 1.07 0.857 1.40 0.919 1.73 0.958
0.09 0.535 0.42 0.662 0.75 0.773 1.08 0.859 1.41 0.920 1.74 0.959
0.10 0.539 0.43 0.666 0.76 0.776 1.09 0.862 1.42 0.922 1.75 0.959
0.11 0.543 0.44 0.670 0.77 0.779 1.10 0.864 1.43 0.923 1.76 0.960
0.12 0.547 0.45 0.673 0.78 0.782 1.11 0.866 1.44 0.925 1.77 0.961
0.13 0.551 0.46 0.677 0.79 0.785 1.12 0.868 1.45 0.926 1.78 0.962
0.14 0.555 0.47 0.680 0.80 0.788 1.13 0.870 1.46 0.927 1.79 0.963
0.15 0.559 0.48 0.684 0.81 0.791 1.14 0.872 1.47 0.929 1.80 0.964
0.16 0.563 0.49 0.687 0.82 0.793 1.15 0.874 1.48 0.930 1.81 0.964
0.17 0.567 0.50 0.691 0.83 0.796 1.16 0.876 1.49 0.931 1.82 0.965
0.18 0.571 0.51 0.694 0.84 0.799 1.17 0.879 1.50 0.933 1.83 0.966
0.19 0.575 0.52 0.698 0.85 0.802 1.18 0.881 1.51 0.934 1.84 0.967
0.20 0.579 0.53 0.701 0.86 0.805 1.19 0.882 1.52 0.935 1.85 0.967
0.21 0.583 0.54 0.705 0.87 0.807 1.20 0.884 1.53 0.936 1.86 0.968
0.22 0.587 0.55 0.708 0.88 0.810 1.21 0.886 1.54 0.938 1.87 0.969
0.23 0.590 0.56 0.712 0.89 0.813 1.22 0.888 1.55 0.939 1.88 0.969
0.24 0.594 0.57 0.715 0.90 0.815 1.23 0.890 1.56 0.940 1.89 0.970
0.25 0.598 0.58 0.719 0.91 0.818 1.24 0.892 1.57 0.941 1.90 0.971
0.26 0.602 0.59 0.722 0.92 0.821 1.25 0.894 1.58 0.942 1.91 0.971
0.27 0.606 0.60 0.725 0.93 0.823 1.26 0.896 1.59 0.944 1.92 0.972
0.28 0.610 0.61 0.729 0.94 0.826 1.27 0.897 1.60 0.945 1.93 0.973
0.29 0.614 0.62 0.732 0.95 0.828 1.28 0.899 1.61 0.946 1.94 0.973
0.30 0.617 0.63 0.735 0.96 0.831 1.29 0.901 1.62 0.947 1.95 0.974
0.31 0.621 0.64 0.738 0.97 0.833 1.30 0.903 1.63 0.948 1.96 0.975
0.32 0.625 0.65 0.742 0.98 0.836 1.31 0.904 1.64 0.949 1.97 0.975
 629

A1. (ufuhstkt,f)

x Φ(x) x Φ(x) x Φ(x) x Φ(x) x Φ(x)

1.98 0.976 2.26 0.988 2.54 0.994 2.82 0.997 3.10 0.999
1.99 0.976 2.27 0.988 2.55 0.994 2.83 0.997 3.11 0.999
2.00 0.977 2.28 0.988 2.56 0.994 2.84 0.997 3.12 0.999
2.01 0.977 2.29 0.988 2.57 0.994 2.85 0.997 3.13 0.999
2.02 0.978 2.30 0.989 2.58 0.995 2.86 0.997 3.14 0.999
2.03 0.978 2.31 0.989 2.59 0.995 2.87 0.997 3.15 0.999
2.04 0.979 2.32 0.989 2.60 0.995 2.88 0.998 3.16 0.999
2.05 0.979 2.33 0.990 2.61 0.995 2.89 0.998 3.17 0.999
2.06 0.980 2.34 0.990 2.62 0.995 2.90 0.998 3.18 0.999
2.07 0.980 2.35 0.990 2.63 0.995 2.91 0.998 3.19 0.999
2.08 0.981 2.36 0.990 2.64 0.995 2.92 0.998 3.20 0.999
2.09 0.981 2.37 0.991 2.65 0.995 2.93 0.998 3.21 0.999
2.10 0.982 2.38 0.991 2.66 0.996 2.94 0.998 3.22 0.999
2.11 0.982 2.39 0.991 2.67 0.996 2.95 0.998 3.23 0.999
2.12 0.983 2.40 0.991 2.68 0.996 2.96 0.998 3.24 0.999
2.13 0.983 2.41 0.992 2.69 0.996 2.97 0.998 3.25 0.999
2.14 0.983 2.42 0.992 2.70 0.996 2.98 0.998 3.26 0.999
2.15 0.984 2.43 0.992 2.71 0.996 2.99 0.998 3.27 0.999
2.16 0.984 2.44 0.992 2.72 0.996 3.00 0.998 3.28 0.999
2.17 0.985 2.45 0.992 2.73 0.996 3.01 0.998 3.29 0.999
2.18 0.985 2.46 0.993 2.74 0.996 3.02 0.998 3.30 0.999
2.19 0.985 2.47 0.993 2.75 0.997 3.03 0.998 3.31 0.999
2.20 0.986 2.48 0.993 2.76 0.997 3.04 0.998 3.32 0.999
2.21 0.986 2.49 0.993 2.77 0.997 3.05 0.998 3.33 0.999
2.22 0.986 2.50 0.993 2.78 0.997 3.06 0.998 3.34 0.999
2.23 0.987 2.51 0.993 2.79 0.997 3.07 0.998 3.35 0.999
2.24 0.987 2.52 0.994 2.80 0.997 3.08 0.998 3.36 0.999
2.25 0.987 2.53 0.994 2.81 0.997 3.09 0.999 3.37 0.999

A2. cnfylfhnekb yjhvfkehb ufyfobkt,bc ptlf α-rhbnbrekb othnbkt,bc^ z α -c

vybidytkj,t,b

α 0.1 0.05 0.025 0.125 0.01 0.005 0.0025 0.001

zα 1.28 1.64 1.96 2.24 2.33 2.57 2.81 3.08
630

A3. χ2 ufyfobkt,bc ptlf α-rhbnbrekb othnbkt,b^ χ 2n ,α &

α
n 0.99 0.975 0.95 0.9 0.1 0.05 0.025 0.01
1 0.0002 0.0010 0.0039 0.0158 2.7055 3.8415 5.0239 6.6349
2 0.0201 0.0506 0.1026 0.2107 4.6052 5.9915 7.3778 9.2104
3 0.1148 0.2158 0.3518 0.5844 6.2514 7.8147 9.3484 11.3449
4 0.2971 0.4844 0.7107 1.0636 7.7794 9.4877 11.1433 13.2767
5 0.5543 0.8312 1.1455 1.6103 9.2363 11.0705 12.8325 15.0863
6 0.8721 1.2373 1.6354 2.2041 10.6446 12.5916 14.4494 16.8119
7 1.2390 1.6899 2.1673 2.8331 12.0170 14.0671 16.0128 18.4753
8 1.6465 2.1797 2.7326 3.4895 13.3616 15.5073 17.5345 20.0902
9 2.0879 2.7004 3.3251 4.1682 14.6837 16.9190 19.0228 21.6660
10 2.5582 3.2470 3.9403 4.8652 15.9872 18.3070 20.4832 23.2093
11 3.0535 3.8157 4.5748 5.5778 17.2750 19.6752 21.9200 24.7250
12 3.5706 4.4038 5.2260 6.3038 18.5493 21.0261 23.3367 26.2170
13 4.1069 5.0087 5.8919 7.0415 19.8119 22.3620 24.7356 27.6882
14 4.6604 5.6287 6.5706 7.7895 21.0641 23.6848 26.1189 29.1412
15 5.2294 6.2621 7.2609 8.5468 22.3071 24.9958 27.4884 30.5780
16 5.8122 6.9077 7.9616 9.3122 23.5418 26.2962 28.8453 31.9999
17 6.4077 7.5642 8.6718 10.0852 24.7690 27.5871 30.1910 33.4087
18 7.0149 8.2307 9.3904 10.8649 25.9894 28.8693 31.5264 34.8052
19 7.6327 8.9065 10.1170 11.6509 27.2036 30.1435 32.8523 36.1908
20 8.2604 9.5908 10.8508 12.4426 28.4120 31.4104 34.1696 37.5663
21 8.8972 10.2829 11.5913 13.2396 29.6151 32.6706 35.4789 38.9322
22 9.5425 10.9823 12.3380 14.0415 30.8133 33.9245 36.7807 40.2894
23 10.1957 11.6885 13.0905 14.8480 32.0069 35.1725 38.0756 41.6383
24 10.8563 12.4011 13.8484 15.6587 33.1962 36.4150 39.3641 42.9798
25 11.5240 13.1197 14.6114 16.4734 34.3816 37.6525 40.6465 44.3140
26 12.1982 13.8439 15.3792 17.2919 35.5632 38.8851 41.9231 45.6416
27 12.8785 14.5734 16.1514 18.1139 36.7412 40.1133 43.1945 46.9628
28 13.5647 15.3079 16.9279 18.9392 37.9159 41.3372 44.4608 48.2782
29 14.2564 16.0471 17.7084 19.7677 39.0875 42.5569 45.7223 49.5878
30 14.9535 16.7908 18.4927 20.5992 40.2560 43.7730 46.9792 50.8922
 631

A4. t ufyfobkt,bc ptlf α-rhbnbrekb othnbkt,b^ t n,α .

α
n 0.1 0.05 0.025 0.01 0.005 0.0025 0.001
1 3.078 6.314 12.706 31.821 63.656 127.321 318.289
2 1.886 2.920 4.303 6.965 9.925 14.089 22.328
3 1.638 2.353 3.182 4.541 5.841 7.453 10.214
4 1.533 2.132 2.776 3.747 4.604 5.598 7.173
5 1.476 2.015 2.571 3.365 4.032 4.773 5.894
6 1.440 1.943 2.447 3.143 3.707 4.317 5.208
7 1.415 1.895 2.365 2.998 3.499 4.029 4.785
8 1.397 1.860 2.306 2.896 3.355 3.833 4.501
9 1.383 1.833 2.262 2.821 3.250 3.690 4.297
10 1.372 1.812 2.228 2.764 3.169 3.581 4.144
11 1.363 1.796 2.201 2.718 3.106 3.497 4.025
12 1.356 1.782 2.179 2.681 3.055 3.428 3.930
13 1.350 1.771 2.160 2.650 3.012 3.372 3.852
14 1.345 1.761 2.145 2.624 2.977 3.326 3.787
15 1.341 1.753 2.131 2.602 2.947 3.286 3.733
16 1.337 1.746 2.120 2.583 2.921 3.252 3.686
17 1.333 1.740 2.110 2.567 2.898 3.222 3.646
18 1.330 1.734 2.101 2.552 2.878 3.197 3.610
19 1.328 1.729 2.093 2.539 2.861 3.174 3.579
20 1.325 1.725 2.086 2.528 2.845 3.153 3.552
21 1.323 1.721 2.080 2.518 2.831 3.135 3.527
22 1.321 1.717 2.074 2.508 2.819 3.119 3.505
23 1.319 1.714 2.069 2.500 2.807 3.104 3.485
24 1.318 1.711 2.064 2.492 2.797 3.091 3.467
25 1.316 1.708 2.060 2.485 2.787 3.078 3.450
26 1.315 1.706 2.056 2.479 2.779 3.067 3.435
27 1.314 1.703 2.052 2.473 2.771 3.057 3.421
28 1.313 1.701 2.048 2.467 2.763 3.047 3.408
29 1.311 1.699 2.045 2.462 2.756 3.038 3.396
30 1.310 1.697 2.042 2.457 2.750 3.030 3.385
A5. F(n,m) ufyfobkt,bc ptlf α=0.05 rhbnbrekb othnbkt,b^ F n,m,α &

m
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 50 100
n
1 161.4 199.5 215.7 224.6 230.2 234.0 236.8 238.9 240.5 241.9 243.0 243.9 244.7 245.4 245.9 246.5 246.9 247.3 247.7 248.0 251.8 253.0
2 18.51 19.00 19.16 19.25 19.30 19.33 19.35 19.37 19.38 19.40 19.40 19.41 19.42 19.42 19.43 19.43 19.44 19.44 19.44 19.45 19.48 19.49
3 10.13 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79 8.76 8.74 8.73 8.71 8.70 8.69 8.68 8.67 8.67 8.66 8.58 8.55
4 7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00 5.96 5.94 5.91 5.89 5.87 5.86 5.84 5.83 5.82 5.81 5.80 5.70 5.66
5 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.74 4.70 4.68 4.66 4.64 4.62 4.60 4.59 4.58 4.57 4.56 4.44 4.41
6 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10 4.06 4.03 4.00 3.98 3.96 3.94 3.92 3.91 3.90 3.88 3.87 3.75 3.71
7 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68 3.64 3.60 3.57 3.55 3.53 3.51 3.49 3.48 3.47 3.46 3.44 3.32 3.27
8 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39 3.35 3.31 3.28 3.26 3.24 3.22 3.20 3.19 3.17 3.16 3.15 3.02 2.97
9 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18 3.14 3.10 3.07 3.05 3.03 3.01 2.99 2.97 2.96 2.95 2.94 2.80 2.76
10 4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02 2.98 2.94 2.91 2.89 2.86 2.85 2.83 2.81 2.80 2.79 2.77 2.64 2.59
11 4.84 3.98 3.59 3.36 3.20 3.09 3.01 2.95 2.90 2.85 2.82 2.79 2.76 2.74 2.72 2.70 2.69 2.67 2.66 2.65 2.51 2.46
12 4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80 2.75 2.72 2.69 2.66 2.64 2.62 2.60 2.58 2.57 2.56 2.54 2.40 2.35
13 4.67 3.81 3.41 3.18 3.03 2.92 2.83 2.77 2.71 2.67 2.63 2.60 2.58 2.55 2.53 2.51 2.50 2.48 2.47 2.46 2.31 2.26
14 4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65 2.60 2.57 2.53 2.51 2.48 2.46 2.44 2.43 2.41 2.40 2.39 2.24 2.19
15 4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2.59 2.54 2.51 2.48 2.45 2.42 2.40 2.38 2.37 2.35 2.34 2.33 2.18 2.12
16 4.49 3.63 3.24 3.01 2.85 2.74 2.66 2.59 2.54 2.49 2.46 2.42 2.40 2.37 2.35 2.33 2.32 2.30 2.29 2.28 2.12 2.07
17 4.45 3.59 3.20 2.96 2.81 2.70 2.61 2.55 2.49 2.45 2.41 2.38 2.35 2.33 2.31 2.29 2.27 2.26 2.24 2.23 2.08 2.02
18 4.41 3.55 3.16 2.93 2.77 2.66 2.58 2.51 2.46 2.41 2.37 2.34 2.31 2.29 2.27 2.25 2.23 2.22 2.20 2.19 2.04 1.98
19 4.38 3.52 3.13 2.90 2.74 2.63 2.54 2.48 2.42 2.38 2.34 2.31 2.28 2.26 2.23 2.21 2.20 2.18 2.17 2.16 2.00 1.94
20 4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39 2.35 2.31 2.28 2.25 2.22 2.20 2.18 2.17 2.15 2.14 2.12 1.97 1.91
50 4.03 3.18 2.79 2.56 2.40 2.29 2.20 2.13 2.07 2.03 1.99 1.95 1.92 1.89 1.87 1.85 1.83 1.81 1.80 1.78 1.60 1.52
100 3.94 3.09 2.70 2.46 2.31 2.19 2.10 2.03 1.97 1.93 1.89 1.85 1.82 1.79 1.77 1.75 1.73 1.71 1.69 1.68 1.48 1.39
 633

A6. ybify'f rhbnthbevb% P{B n > b}, P{B n > b–1} fk,f'j,f'f vybidytkj,t,b rhbnthbevbc
B n cnfnbcnbrbcf'dbc (p=0.05)

n
b 2 3 4 5 6 7 8 9
1 0.7500
2 0.2500 0.5000 0.6875
3 0.1250 0.3125 0.5000 0.6563
4 0.0625 0.1875 0.3438 0.5000 0.6367
5 0.0313 0.1094 0.2266 0.3633 0.5000
6 0.0156 0.0625 0.1445 0.2539
7 0.0078 0.0352 0.0898
8 0.0039 0.0195
9 0.0020

n
b 10 11 12 13 14 15 16 17
5 0.6230
6 0. 3770 0.5000 0.6128
7 0.1719 0.2744 0.3872 0.5000 0.6047
8 0.0547 0.1133 0.1938 0.2905 0.3953 0.5000 0.5982
9 0.0107 0.0327 0.0730 0.1334 0.2120 0.3036 0.4018 0.5000
10 0.0010 0.0059 0.0193 0.0461 0.0898 0.1509 0.2272 0.3145
11 0.0005 0.0032 0.0112 0.0287 0.0592 0.1051 0.1662
12 0.0002 0.0017 0.0065 0.0176 0.0384 0.0717
13 0.0001 0.0009 0.0037 0.0106 0.0245
14 0.0001 0.0005 0.0021 0.0064
15 0.0000 0.0003 0.0012
16 0.0000 0.0001
17 0.0000

n
b 18 19 20 21 22 23 24 25
9 0.5927
10 0.4073 0.5000 0.5881
11 0. 2403 0.3238 0.4119 0.5000 0.5841
12 0.1189 0.1796 0.2517 0.3318 0.4159 0.5000 0.5806
13 0.0481 0.0835 0.1316 0.1917 0.2617 0.3388 0.4194 0.5000
14 0.0154 0.0318 0.0577 0.0946 0.1431 0.2024 0.2706 0.3450
15 0.0038 0.0096 0.0207 0.0392 0.0669 0.1050 0.1537 0.2122
16 0.0007 0.0022 0.0059 0.0133 0.0262 0.0466 0.0758 0.1148
17 0.0001 0.0004 0.0013 0.0036 0.0085 0.0173 0.0320 0.0539
18 0.0000 0.0000 0.0002 0.0007 0.0022 0.0053 0.0113 0.0216
19 0.0000 0.0001 0.0004 0.0013 0.0033 0.0073
20 0.0000 0.0001 0.0002 0.0008 0.0020
21 0.0000 0.0000 0.0001 0.0005
22 0.0000 0.0001
23 0.0000
634

A7. ybiybfyb hfyut,bc rhbnthbevb% P{T > t}, P{T > t–1} fk,f'j,f'f vybidytkj,t,b
rhbnthbevbc T n cnfnbcnbrbcf'dbc

n
t 3 4 5 6 7 8 9
3 0.625
4 0.375
5 0.250 0.562
6 0.125 0.438
7 0.312
8 0.188 0.500
9 0.125 0.406
10 0.062 0.312
11 0.219 0.500
12 0.156 0.422
13 0.094 0.344
14 0.062 0.281 0.531
15 0.031 0.219 0.469
16 0.156 0.406
17 0.109 0.344
18 0.078 0.289 0.527
19 0.047 0.234 0.473
20 0.031 0.188 0.422
21 0.016 0.148 0.371
22 0.109 0.320
23 0.078 0.273 0.500
24 0.055 0.230 0.455
25 0.039 0.191 0.410
26 0.023 0.156 0.367
27 0.016 0.125 0.326
28 0.008 0.098 0.285
29 0.074 0.248
30 0.055 0.213
31 0.039 0.180
32 0.027 0.150
33 0.020 0.125
34 0.012 0.102
35 0.008 0.082
36 0.004 0.064
37 0.049
38 0.037
39 0.027
40 0.020
41 0.014
42 0.010
43 0.006
44 0.004
45 0.002
 635

A7. (ufuhstkt,f)

n
x 10 11 12 13 14 15
28 0.500
29 0.461
30 0.423
31 0.385
32 0.348
33 0.312 0.517
34 0.278 0.483
35 0.246 0.449
36 0.216 0.416
37 0.188 0.382
38 0.161 0.350
39 0.138 0.319 0.515
40 0.116 0.289 0.485
41 0.097 0.260 0.455
42 0.080 0.232 0.425
43 0.065 0.207 0.396
44 0.053 0.183 0.367
45 0.042 0.160 0.339
46 0.032 0.139 0.311 0.500
47 0.024 0.120 0.285 0.473
48 0.019 0.103 0.259 0.446
49 0.014 0.087 0.235 0.420
50 0.010 0.074 0.212 0.393
51 0.007 0.062 0.190 0.368
52 0.005 0.051 0.170 0.342
53 0.003 0.042 0.151 0.318 0.500
54 0.002 0.034 0.133 0.294 0.476
55 0.001 0.027 0.117 0.271 0.452
56 0.021 0.102 0.249 0.428
57 0.016 0.088 0.227 0.404
58 0.012 0.076 0.207 0.380
59 0.009 0.065 0.188 0.357
60 0.007 0.055 0.170 0.335 0.511
61 0.005 0.046 0.153 0.313 0.489
62 0.003 0.039 0.137 0.292 0.467
63 0.002 0.032 0.122 0.271 0.445
64 0.001 0.026 0.108 0.251 0.423
65 0.001 0.021 0.095 0.232 0.402
66 0.000 0.017 0.084 0.213 0.381
67 0.013 0.073 0.196 0.360
68 0.010 0.064 0.179 0.339
69 0.008 0.055 0.163 0.319
70 0.006 0.047 0.148 0.300
636

A8. ebkrjrcjybc hfyu'f ]fvt,bc rhbnthbevb% P{W > w}, P{W n > w–1} fk,f'j,f'f
vybidytkj,t,b rhbnthbevbc W cnfnbcnbrbcf'dbc

n=5 n=6
w m=5 m=6 m=7 m=8 m=9 m=10 w m=6 m=7 m=8 m=9 m=10
28 0.500 39 0.531
29 0.421 40 0.469
30 0.345 0.535 41 0.409
31 0.274 0.465 42 0.350 0.527
32 0.210 0.396 43 0.294 0.473
33 0.155 0.331 0.500 44 0.242 0.418
34 0.111 0.268 0.438 45 0.197 0.365 0.525
35 0.075 0.214 0.378 0.528 46 0.155 0.314 0.475
36 0.048 0.165 0.319 0.472 47 0.120 0.267 0.426
37 0.028 0.123 0.265 0.416 48 0.090 0.223 0.377 0.523
38 0.016 0.089 0.216 0.362 0.500 49 0.066 0.183 0.331 0.477
39 0.008 0.063 0.172 0.311 0.449 50 0.047 0.147 0.286 0.432
40 0.004 0.041 0.134 0.262 0.399 0.523 51 0.032 0.117 0.245 0.388 0.521
41 0.026 0.101 0.218 0.350 0.477 52 0.021 0.090 0.207 0.344 0.479
42 0.015 0.074 0.177 0.303 0.430 53 0.013 0.069 0.172 0.303 0.437
43 0.009 0.053 0.142 0.259 0.384 54 0.008 0.051 0.141 0.264 0.396
44 0.004 0.037 0.111 0.219 0.339 55 0.004 0.037 0.114 0.228 0.356
45 0.002 0.024 0.085 0.182 0.297 56 0.002 0.026 0.091 0.194 0.318
46 0.015 0.064 0.149 0.257 57 0.001 0.017 0.071 0.164 0.281
47 0.009 0.047 0.120 0.220 58 0.011 0.054 0.136 0.246
48 0.005 0.033 0.095 0.185 59 0.007 0.041 0.112 0.214
49 0.003 0.023 0.073 0.155 60 0.004 0.030 0.091 0.184
50 0.001 0.015 0.056 0.127 61 0.002 0.021 0.072 0.157
51 0.009 0.041 0.103 62 0.001 0.015 0.057 0.132
52 0.005 0.030 0.082 63 0.001 0.010 0.044 0.110
53 0.003 0.021 0.065 64 0.006 0.033 0.090
54 0.002 0.014 0.050 65 0.004 0.025 0.074
55 0.001 0.009 0.038 66 0.002 0.018 0.059
56 0.006 0.028 67 0.001 0.013 0.047
 637

A8. (ufuhstkt,f)

n=7 n=8 n=9 n=10

w m=7 m=8 m=9 m=10 w m=8 m=9 m=10 w m=9 m=10 w m=10
53 0.500 68 0.520 86 0.500 105 0.515
54 0.451 69 0.480 87 0.466 106 0.485
55 0.402 70 0.439 88 0.432 107 0.456
56 0.355 0.522 71 0.379 89 0.398 108 0.427
57 0.310 0.478 72 0.360 0.519 90 0.365 0.516 109 0.398
58 0.267 0.433 73 0.323 0.481 91 0.333 0.484 110 0.370
59 0.228 0.389 74 0.287 0.444 92 0.302 0.452 111 0.342
60 0.191 0.347 0.500 75 0.253 0.407 93 0.273 0.421 112 0.315
61 0.159 0.306 0.459 76 0.221 0.371 0.517 94 0.245 0.390 113 0.289
62 0.130 0.268 0.419 77 0.191 0.336 0.483 95 0.218 0.360 114 0.264
63 0.104 0.232 0.379 0.519 78 0.164 0.303 0.448 96 0.193 0.330 115 0.241
64 0.082 0.198 0.340 0.481 79 0.139 0.271 0.414 97 0.170 0.302 116 0.218
65 0.064 0.168 0.303 0.443 80 0.117 0.240 0.381 98 0.149 0.274 117 0.197
66 0.049 0.140 0.268 0.406 81 0.097 0.212 0.348 99 0.129 0.248 118 0.176
67 0.036 0.116 0.235 0.370 82 0.080 0.185 0.317 100 0.111 0.223 119 0.157
68 0.027 0.095 0.204 0.335 83 0.065 0.161 0.286 101 0.095 0.200 120 0.140
69 0.019 0.076 0.176 0.300 84 0.052 0.138 0.257 102 0.081 0.178 121 0.124
70 0.013 0.060 0.150 0.268 85 0.041 0.118 0.230 103 0.068 0.158 122 0.109
71 0.009 0.047 0.126 0.237 86 0.032 0.100 0.204 104 0.057 0.139 123 0.095
72 0.006 0.036 0.105 0.209 87 0.025 0.084 0.180 105 0.047 0.121 124 0.083
73 0.003 0.027 0.087 0.182 88 0.019 0.069 0.158 106 0.039 0.106 125 0.072
74 0.002 0.020 0.071 0.157 89 0.014 0.057 0.137 107 0.031 0.091 126 0.062
75 0.001 0.014 0.057 0.135 90 0.010 0.046 0.118 108 0.025 0.078 127 0.053
76 0.001 0.010 0.045 0.115 91 0.005 0.037 0.102 109 0.020 0.067 128 0.045
77 0.000 0.007 0.036 0.097 92 0.003 0.030 0.086 110 0.016 0.056 129 0.038
78 0.005 0.027 0.081 93 0.002 0.023 0.073 111 0.012 0.047 130 0.032
79 0.003 0.021 0.067 94 0.001 0.018 0.061 112 0.009 0.039 131 0.026
80 0.002 0.016 0.054 95 0.001 0.014 0.051 113 0.007 0.033 132 0.022
81 0.001 0.011 0.044 96 0.001 0.010 0.042 114 0.005 0.027 133 0.018
82 0.001 0.008 0.035 97 0.000 0.008 0.034 115 0.004 0.022 134 0.014
83 0.000 0.006 0.028 98 0.006 0.027 116 0.003 0.017 135 0.012
84 0.004 0.022 99 0.004 0.022 117 0.002 0.014 136 0.009
85 0.003 0.017 100 0.003 0.017 118 0.001 0.011 137 0.007
86 0.002 0.012 101 0.002 0.013 119 0.001 0.009 138 0.006
87 0.001 0.009 102 0.001 0.010 120 0.001 0.007 139 0.004
88 0.001 0.007 103 0.001 0.008 121 0.000 0.005 140 0.003
89 0.000 0.005 104 0.000 0.006 122 0.004 141 0.003
90 0.003 105 0.004 123 0.003 142 0.002
91 0.002 106 0.003 124 0.002 143 0.001
92 0.002 107 0.002 125 0.001 144 0.001
93 0.001 108 0.002 126 0.001 145 0.001
94 0.001 109 0.001 127 0.001 146 0.001
638

A9. rhfcrtk-ejkbcbc cnfnbcnbrbc rhbnthbevb% P{H ≥ x} fk,f'j,f'f vybidytkj,t,b

rhbnthbevbc H cnfnbcnbrbcf'dbc

n 1 =3, n 2 =3, n 3 =3 n 1 =3, n 2 =3, n 3 =5 n 1 =3, n 2 =3, n 3 =5

x P 0 {H≥x} x P 0 {H≥x} x P 0 {H≥x}
2.756 0.296 2.376 0.334 5.442 0.055
3.200 0.254 2.594 0.315 5.503 0.053
3.289 0.232 2.667 0.306 5.515 0.051
3.467 0.196 2.679 0.298 5.648 0.049
3.822 0.168 2.715 0.291 5.770 0.047
4.267 0.139 2.836 0.267 5.867 0.042
4.356 0.132 2.861 0.258 6.012 0.040
4.622 0.100 2.970 0.242
5.067 0.086 3.079 0.239 n 1 =3, n 2 =4, n 3 =4
5.422 0.071 3.103 0.232 x P 0 {H≥x}
5.600 0.050 3.333 0.218 3.848 0.150
3.382 0.215 3.932 0.145
n 1 =3, n 2 =3, n 3 =4 3.394 0.209 3.962 0.140
x P 0 {H≥x} 3.442 0.196 4.144 0.135
3.364 0.203 3.467 0.184 4.167 0.131
3.391 0.196 3.503 0.179 4.212 0.129
3.609 0.188 3.576 0.173 4.296 0.125
3.682 0.180 3.648 0.167 4.303 0.121
3.754 0.178 3.709 0.162 4.326 0.116
3.800 0.165 3.879 0.156 4.348 0.113
3.836 0.150 3.927 0.149 4.409 0.106
3.973 0.143 4.012 0.144 4.477 0.102
4.046 0.132 4.048 0.139 4.546 0.099
4.091 0.126 4.170 0.135 4.576 0.097
4.273 0.123 4.194 0.126 4.598 0.093
4.336 0.117 4.242 0.122 4.712 0.090
4.818 0.111 4.303 0.117 4.750 0.087
4.846 0.106 4.315 0.113 4.894 0.084
5.000 0.101 4.412 0.109 5.053 0.078
5.064 0.092 4.533 0.097 5.144 0.073
5.109 0.085 4.679 0.094 5.182 0.068
5.254 0.081 4.776 0.090 5.212 0.066
5.436 0.074 4.800 0.087 5.296 0.063
5.500 0.070 4.848 0.085 5.303 0.061
5.573 0.068 4.861 0.082 5.326 0.058
5.727 0.064 4.909 0.079 5.386 0.054
5.791 0.062 5.042 0.077 5.500 0.052
5.936 0.056 5.079 0.069 5.576 0.051
4.382 0.053 5.103 0.067 5.598 0.049
4.564 0.050 5.212 0.065 5.667 0.047
4.700 0.046 5.261 0.062 5.803 0.045
4.709 0.036 5.346 0.058 5.932 0.043
 639

A9. (ufuhstkt,f)

n 1 =3, n 2 =4, n 3 =5 n 1 =3, n 2 =4, n 3 =5 n 1 =3, n 2 =5, n 3 =5

x P 0 {H≥x} x P 0 {H≥x} x P 0 {H≥x}
3.260 0.206 4.564 0.097 4.255 0.117
3.312 0.204 4.645 0.095 4.308 0.112
3.318 0.199 4.676 0.093 4.352 0.110
3.353 0.197 4.754 0.091 4.378 0.107
3.414 0.194 4.789 0.089 4.457 0.105
3.445 0.192 4.810 0.088 4.466 0.104
3.462 0.190 4.830 0.083 4.536 0.102
3.496 0.188 4.856 0.082 4.545 0.100
3.503 0.183 4.881 0.081 4.571 0.098
3.506 0.181 4.891 0.078 4.694 0.094
3.568 0.179 4.939 0.075 4.774 0.092
3.580 0.177 4.953 0.074 4.826 0.089
3.599 0.173 4.983 0.073 4.835 0.088
3.626 0.169 5.041 0.072 4.888 0.082
3.703 0.165 5.045 0.071 4.914 0.079
3.722 0.163 5.106 0.070 4.941 0.077
3.753 0.161 5.137 0.068 4.993 0.075
3.773 0.159 5.158 0.067 5.020 0.072
3.785 0.156 5.180 0.065 5.064 0.070
3.810 0.152 5.291 0.063 5.152 0.067
3.831 0.150 5.308 0.062 5.169 0.065
3.865 0.148 5.342 0.061 5.222 0.065
3.876 0.146 5.349 0.061 5.284 0.063
3.958 0.144 5.353 0.059 5.363 0.062
4.015 0.140 5.414 0.058 5.407 0.059
4.030 0.137 5.426 0.057 5.486 0.057
4.060 0.134 5.549 0.054 5.494 0.056
4.122 0.132 5.521 0.055
4.154 0.131 n 1 =3, n 2 =5, n 3 =5 5.574 0.053
4.180 0.125 x P 0 {H≥x} 5.600 0.051
4.195 0.124 3.666 0.164 5.626 0.051
4.235 0.121 3.745 0.161 5.706 0.046
4.241 0.119 3.780 0.158 5.802 0.045
4.276 0.117 3.798 0.152 5.837 0.042
4.318 0.115 3.807 0.147 5.934 0.040
4.327 0.112 3.912 0.144
4.368 0.110 3.965 0.142 n 1 =4, n 2 =4, n 3 =4
4.419 0.109 3.991 0.139 x P 0 {H≥x}
4.426 0.107 4.114 0.136 2.808 0.277
4.487 0.106 4.141 0.135 2.885 0.260
4.522 0.105 4.150 0.132 2.923 0.252
4.523 0.103 4.202 0.127 3.038 0.234
4.549 0.099 4.220 0.125 3.115 0.219
640

A9. (ufuhstkt,f)

n 1 =4, n 2 =4, n 3 =4 n 1 =4, n 2 =4, n 3 =5 n 1 =4, n 2 =4, n 3 =5

x P 0 {H≥x} x P 0 {H≥x} x P 0 {H≥x}
3.231 0.212 2.196 0.356 3.758 0.154
3.500 0.197 2.275 0.344 3.828 0.151
3.577 0.173 2.387 0.338 3.910 0.146
3.731 0.162 2.390 0.332 3.986 0.143
3.846 0.151 2.403 0.327 3.989 0.141
3.962 0.145 2.440 0.316 4.025 0.139
4.154 0.136 2.443 0.310 4.042 0.134
4.192 0.131 2.453 0.305 4.068 0.132
4.269 0.122 2.558 0.299 4.075 0.130
4.308 0.114 2.575 0.293 4.118 0.127
4.500 0.104 2.601 0.288 4.170 0.125
4.654 0.097 2.667 0.283 4.200 0.122
4.769 0.094 2.670 0.279 4.233 0.121
4.885 0.086 2.733 0.271 4.253 0.119
4.962 0.080 2.756 0.267 4.272 0.117
5.115 0.074 2.799 0.262 4.289 0.114
5.346 0.063 2.881 0.257 4.332 0.112
5.538 0.057 2.904 0.253 4.381 0.108
5.654 0.055 2.918 0.249 4.447 0.106
5.692 0.049 2.967 0.245 4.497 0.104
5.808 0.044 2.987 0.240 4.553 0.102
6.000 0.040 2.997 0.236 4.619 0.100
3.013 0.228 4.668 0.098
n 1 =4, n 2 =4, n 3 =5 3.086 0.224 4.685 0.096
x P 0 {H≥x} 3.119 0.221 4.701 0.094
1.596 0.477 3.129 0.217 4.711 0.092
1.615 0.469 3.168 0.214 4.728 0.091
1.668 0.465 3.218 0.210 4.747 0.089
1.701 0.458 3.260 0.206 4.760 0.088
1.718 0.450 3.297 0.202 4.813 0.086
1.744 0.443 3.330 0.200 4.830 0.084
1.810 0.436 3.382 0.197 4.833 0.082
1.876 0.429 3.432 0.190 4.896 0.081
1.899 0.422 3.442 0.187 4.975 0.077
1.929 0.414 3.481 0.183 5.014 0.076
1.942 0.408 3.511 0.180 5.024 0.074
1.958 0.401 3.590 0.176 5.028 0.073
2.047 0.388 3.613 0.170 5.090 0.071
2.110 0.375 3.630 0.167 5.172 0.069
2.140 0.371 3.640 0.164 5.196 0.068
2.143 0.365 3.656 0.160 5.225 0.066
2.176 0.362 3.696 0.157 5.344 0.065
 641

A10. cgbhvtybc cnfnbcnbrbc ptlf α-rhbnbrekb vybidytkj,t,b&

P{S p ≥ s(α,n)} ≤ α, [jkj P{S p ≥ s(α,n)–2} > α

p
n 2E(S)
0.01 0.025 0.05 0.1

4 0 0.041667 0 0.041667 20
2 0.166667 2 0.166667

5 0 0.008333 0 0.008333 2 0.041667 4 0.066667 40

2 0.041667 2 0.041667 4 0.066667 6 0.116667

6 2 0.008333 4 0.016667 6 0.029167 12 0.087500 70

4 0.016667 6 0.029167 8 0.051389 14 0.120833

7 6 0.006151 12 0.024008 16 0.044048 24 0.100000 112

8 0.011905 14 0.033135 18 0.054762 26 0.117857

8 14 0.007688 22 0.022917 30 0.048090 40 0.098313 168

16 0.010888 24 0.028795 32 0.057490 42 0.108085

9 26 0.008612 36 0.021627 48 0.048399 62 0.096900 240

28 0.010695 38 0.025160 50 0.053999 64 0.106261

10 42 0.008703 58 0.024489 72 0.048139 90 0.095620 330

44 0.010117 60 0.027215 74 0.052441 92 0.102219

11 64 0.009097 84 0.023879 102 0.046958 126 0.096388 440

66 0.010177 86 0.025957 104 0.050155 128 0.101521

12 92 0.009261 118 0.024441 142 0.049454 170 0.096384 572

94 0.010097 120 0.026038 144 0.052069 172 0.100477

13 128 0.009705 160 0.024932 188 0.048527 224 0.097763 728

130 0.010379 162 0.026272 190 0.050689 226 0.101246

14 170 0.009533 210 0.024982 244 0.048627 288 0.098697 910

172 0.010061 212 0.026068 246 0.050393 290 0.101570

15 222 0.009730 268 0.024403 310 0.048623 362 0.098191 1120

224 0.010173 270 0.025286 312 0.050105 364 0.100605

16 284 0.009990 338 0.024659 388 0.049278 448 0.098003 1360

286 0.010364 340 0.025416 390 0.050532 450 0.100031
642

A11. rtylfkbc cnfnbcnbrbc ptlf α-rhbnbrekb vybidytkj,t,b&

P{N≥ N(α,n)} ≤ α, [jkj P{N ≥ N(α,n)–1} > α

α α
n 2E(N) n 2E(N)
0.05 0.1 0.05 0.1

4 0 0.041667 0 0.041667 6 17 47 0.045693 51 0.088329 136

1 0.166667 1 0.166667 48 0.054432 52 0.102450

5 1 0.041667 1 0.041667 10 18 54 0.047937 58 0. 087571 153

2 0.116667 2 0.116667 55 0.056209 59 0.100412

6 2 0.027778 3 0.068056 15 19 61 0.046648 66 0.093134 171

3 0.068056 4 0.136111 62 0.054084 67 0.105461

7 4 0.034524 5 0.068056 21 20 69 0.049165 74 0.092942 190

5 0.068056 6 0.119444 70 0.056302 75 0.104314

8 6 0.030506 8 0.089435 28 21 77 0.048520 83 0.098326 210

7 0.054340 9 0.137550 78 0.055064 84 0.109299

9 9 0.037588 11 0.090090 36 22 85 0.045400 92 0.098508 231

10 0.059719 12 0.129759 86 0.051181 93 0.108737

10 12 0.036275 14 0.077871 45 23 94 0.045556 101 0.094419 253

13 0.054157 15 0.108187 95 0.050963 102 0.103695

11 16 0.043281 18 0.082287 55 24 104 0.048397 111 0.095377 276

17 0.060485 19 0.109173 105 0.053699 112 0.104130

12 20 0.043159 23 0.098475 66 25 114 0.048773 121 0.092529 300

21 0.057975 24 0.124790 115 0.053778 122 0.100578

13 25 0.049990 27 0.081744 78 26 124 0.047046 132 0.093960 325

26 0.064426 28 0.102183 125 0.051627 133 0.101625

14 29 0.039728 33 0.096254 91 27 135 0.047790 144 0.099088 351

30 0.050510 34 0.116556 136 0.052163 145 0.106601

15 35 0.046321 38 0.084289 105 28 146 0.046628 155 0.093691 378

36 0.057124 39 0.100921 147 0.050684 156 0.100523

16 41 0.048025 45 0.097458 120 29 158 0.047610 168 0.098705 406

42 0.058024 46 0.114067 159 0.051515 169 0.105425
 643

A12. cthbt,bc hfjltyj,bc rhbnbrekb vybidytkj,t,b

α α
m n m n
0.10 0.05 0.10 0.05
2 2 1 5 1 5 4 4 2 8 1 9
3 1 6 1 6 5 2 9 2 9
4 1 6 1 6 6 3 9 2 9
5 1 6 1 6 7 3 10 2 10
6 1 6 1 6 8 3 10 3 10
7 1 6 1 6 9 3 10 3 10
8 2 6 1 6 10 3 10 3 10
9 2 6 1 6 11 3 10 3 10
10 2 6 1 6 12 4 10 3 10
11 2 6 1 6 13 4 10 3 10
12 2 6 2 6 14 4 10 3 10
13 2 6 2 6 15 4 10 3 10
14 2 6 2 6 16 4 10 4 10
15 2 6 2 6 17 4 10 4 10
16 2 6 2 6 18 4 10 4 10
17 2 6 2 6 19 4 10 4 10
18 2 6 2 6 20 4 10 4 10
19 2 6 2 6
20 2 6 2 6 5 5 3 9 2 10
6 3 10 3 10
3 3 1 7 1 7 7 3 10 3 11
4 1 7 1 8 8 3 11 3 11
5 2 8 1 8 9 4 11 3 12
6 2 8 2 8 10 4 11 3 12
7 2 8 2 8 11 4 12 4 12
8 2 8 2 8 12 4 12 4 12
9 2 8 2 8 13 4 12 4 12
10 3 8 2 8 14 5 12 4 12
11 3 8 2 8 15 5 12 4 12
12 3 8 2 8 16 5 12 4 12
13 3 8 2 8 17 5 12 4 12
14 3 8 2 8 18 5 12 5 12
15 3 8 3 8 19 5 12 5 12
16 3 8 3 8 20 5 12 5 12
17 3 8 3 8
18 3 8 3 8 6 6 3 11 3 11
19 3 8 3 8 7 4 11 3 12
20 3 8 3 8 8 4 12 3 12
644

A12. (ufuhstkt,f)

α α
m n m n
0.10 0.05 0.10 0.05
6 9 4 12 4 13 9 9 6 14 5 15
10 5 12 4 13 10 6 15 5 16
11 5 13 4 13 11 6 15 6 16
12 5 13 4 13 12 7 16 6 16
13 5 13 5 14 13 7 16 6 17
14 5 13 5 14 14 7 17 7 17
15 6 14 5 14 15 8 17 7 18
16 6 14 5 14 16 8 17 7 18
17 6 14 5 14 17 8 17 7 18
18 6 14 5 14 18 8 18 8 18
19 6 14 6 14 19 8 18 8 18
20 6 14 6 14 20 9 18 8 18

7 7 4 12 3 13 10 10 6 16 6 16
8 4 13 4 13 11 7 16 6 17
9 5 13 4 14 12 7 17 7 17
10 5 13 5 14 13 8 17 7 18
11 5 14 5 14 14 8 17 7 18
12 6 14 5 14 15 8 18 7 18
13 6 14 5 15 16 8 1 8 19
14 6 14 5 15 17 9 18 8 19
15 6 15 6 15 18 9 19 8 19
16 6 15 6 16 19 9 19 8 20
17 7 15 6 16 20 9 19 9 20
18 7 15 6 16
19 7 15 6 16 11 11 7 17 7 17
20 7 15 6 16 12 8 17 7 18
13 8 18 7 19
8 8 5 13 4 14 14 8 18 8 19
9 5 14 5 14 15 9 19 8 19
10 6 14 5 15 16 9 19 8 20
11 6 15 5 15 17 9 19 9 20
12 6 15 6 16 18 10 20 9 20
13 6 15 6 16 19 10 20 9 21
14 7 16 6 16 20 10 20 9 21
15 7 16 6 16
16 7 16 6 17 12 12 8 18 7 19
17 7 16 7 17 13 9 18 8 19
18 8 16 7 17 14 9 19 8 20
19 8 16 7 17 15 9 19 8 20
20 8 17 7 17 16 10 20 9 21
 645

A12. (ufuhstkt,f)

α α
m n m n
0.10 0.05 0.10 0.05
12 17 10 20 9 21 15 17 11 22 11 23
18 10 21 9 21 18 12 23 11 24
19 10 21 10 22 19 12 23 11 24
20 11 21 10 22 20 12 24 12 25

13 13 9 19 8 20 16 16 11 23 11 23
14 9 20 9 20 17 12 23 11 24
15 10 20 9 21 18 12 24 11 25
16 10 21 9 21 19 13 24 12 25
17 10 21 10 22 20 13 25 12 25
18 11 21 10 22
19 11 22 10 23 17 17 12 24 11 25
20 11 22 10 23 18 13 24 12 25
19 13 25 12 26
14 14 10 20 9 21 20 13 25 13 26
15 10 21 9 22
16 11 21 10 22 18 18 13 25 12 26
17 11 22 10 23 19 14 25 13 26
18 11 22 10 23 20 14 26 13 27
19 12 23 11 23
20 12 23 11 24 19 19 14 26 13 27
20 14 27 13 27
15 15 11 21 10 22
16 11 22 10 23 20 20 15 27 14 28
A13. cnbeltynbpbht,ekb uf,ytdbc lbfgfpjybc ptlf α-rhbnbrekb vybidytkj,t,b (α=0.05)

k
n–k 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
1 18.00 27.00 32.80 37.10 40.40 43.10 45.40 47.40 49.10 50.60 52.00 53.20 54.30 55.40 56.30 57.20 58.00 58.80 59.60
2 6.08 8.33 9.80 10.9 11.60 12.40 13.00 13.50 14.00 14.40 14.70 15.10 15.40 15.70 15.90 16.10 16.40 16.60 16.80
3 4.50 5.91 6.82 7.50 8.04 8.48 8.85 9.18 9.46 9.72 9.95 10.20 10.30 10.50 10.70 10.80 11.00 11.10 11.20
4 3.93 5.04 5.76 6.29 6.71 7.05 7.35 7.60 7.83 8.03 8.21 8.37 8.52 8.66 8.79 8.91 9.03 9.13 9.23
5 3.64 4.60 5.22 5.67 6.03 6.33 6.58 6.80 6.99 7.17 7.32 7.47 7.60 7.72 7.83 7.93 8.03 8.12 8.21
6 3.46 4.34 4.90 5.30 5.63 5.90 6.12 6.32 6.49 6.65 6.79 6.92 7.03 7.14 7.24 7.34 7.43 7.51 7.59
7 3.34 4.16 4.68 5.06 5.36 5.61 5.82 6.00 6.16 6.30 6.43 6.55 6.66 6.76 6.85 6.94 7.02 7.10 7.17
8 3.26 4.04 4.53 4.89 5.17 5.40 5.60 5.77 5.92 6.05 6.18 6.29 6.39 6.48 6.57 6.65 6.73 6.80 6.87
9 3.20 3.95 4.41 4.76 5.02 5.24 5.43 5.59 5.74 5.87 5.98 6.09 6.19 6.28 6.36 6.44 6.51 6.58 6.64
10 3.15 3.88 4.33 4.65 4.91 5.12 5.30 5.46 5.60 5.72 5.83 5.93 6.03 6.11 6.19 6.27 6.34 6.40 6.47
11 3.11 3.82 4.26 4.57 4.82 5.03 5.20 5.35 5.49 5.61 5.71 5.81 5.90 5.98 6.06 6.13 6.20 6.27 6.33
12 3.08 3.77 4.20 4.51 4.75 4.95 5.12 5.27 5.39 5.51 5.61 5.71 5.80 5.88 5.95 6.02 6.09 6.15 6.21
13 3.06 3.73 4.15 4.45 4.69 4.88 5.05 5.19 5.32 5.43 5.53 5.63 5.71 5.79 5.86 5.93 5.99 6.05 6.11
14 3.03 3.70 4.11 4.41 4.64 4.83 4.99 5.13 5.25 5.36 5.46 5.55 5.64 5.71 5.79 5.85 5.91 5.97 6.03
15 3.01 3.67 4.08 4.37 4.59 4.78 4.94 5.08 5.20 5.31 5.40 5.49 5.57 5.65 5.72 5.78 5.85 5.90 5.96
16 3.00 3.65 4.05 4.33 4.56 4.74 4.90 5.03 5.15 5.26 5.35 5.44 5.52 5.59 5.66 5.73 5.79 5.84 5.90
17 2.98 3.63 4.02 4.30 4.52 4.70 4.86 4.99 5.11 5.21 5.31 5.39 5.47 5.54 5.61 5.67 5.73 5.79 5.84
18 2.97 3.61 4.00 4.28 4.49 4.67 4.82 4.96 5.07 5.17 5.27 5.35 5.43 5.50 5.57 5.63 5.69 5.74 5.79
19 2.96 3.59 3.98 4.25 4.47 4.65 4.79 4.92 5.04 5.14 5.23 5.31 5.39 5.46 5.53 5.59 5.65 5.70 5.75
20 2.95 3.58 3.96 4.23 4.45 4.62 4.77 4.90 5.01 5.11 5.20 5.28 5.36 5.43 5.49 5.55 5.61 5.66 5.71
30 2.89 3.49 3.85 4.10 4.30 4.46 4.60 4.72 4.82 4.92 5.00 5.08 5.15 5.21 5.27 5.33 5.38 5.43 5.47
40 2.86 3.44 3.79 4.04 4.23 4.39 4.52 4.63 4.73 4.82 4.90 4.98 5.04 5.11 5.16 5.22 5.27 5.31 5.36
60 2.83 3.40 3.74 3.98 4.16 4.31 4.44 4.55 4.65 4.73 4.81 4.88 4.94 5.00 5.06 5.11 5.15 5.20 5.24
120 2.80 3.36 3.68 3.92 4.10 4.24 4.36 4.47 4.56 4.64 4.71 4.78 4.84 4.90 4.95 5.00 5.04 5.09 5.13
∞ 2.77 3.31 3.63 3.86 4.03 4.17 4.29 4.39 4.47 4.55 4.62 4.68 4.74 4.80 4.85 4.89 4.93 4.97 5.01
 647

A14. 'fyf,hfl ufyfobkt,ekb itv'[dtdb'b hbw[dt,b

10 09 73 25 33 76 52 01 35 86 34 67 35 48 76
37 54 20 48 05 64 89 47 42 96 24 80 52 40 37
08 42 26 89 53 19 64 50 93 03 23 20 90 25 60
99 01 90 25 29 09 37 67 07 15 38 31 13 11 65
12 80 79 99 70 80 15 73 61 47 64 03 23 66 53

66 06 57 47 17 34 07 27 68 50 36 69 73 61 70
31 06 01 98 05 45 57 18 24 06 35 30 34 26 14
85 26 97 76 02 02 05 16 56 92 68 66 57 48 18
64 57 33 21 35 05 32 54 70 48 90 55 35 75 48
73 79 64 57 53 03 52 96 47 78 35 80 83 42 82

98 52 01 77 67 14 90 56 86 07 22 10 94 05 58
11 80 50 54 31 39 80 82 77 32 50 72 56 82 48
83 45 29 96 34 06 28 89 80 83 13 74 67 00 78
88 68 54 02 00 86 50 75 84 01 36 76 66 79 51
99 59 46 73 48 87 51 76 49 69 91 82 60 89 28

65 48 11 76 74 17 46 85 09 50 58 04 77 69 74
80 12 43 56 35 17 72 70 80 15 45 31 82 23 74
74 35 09 98 17 77 40 27 72 14 41 23 66 02 16
69 91 62 68 03 66 25 22 91 48 36 93 68 72 03
09 89 32 05 05 14 22 56 85 14 46 42 75 67 88

91 49 91 45 23 68 47 92 76 86 46 16 28 35 54
80 33 69 45 98 26 94 03 68 58 70 29 73 41 35
44 10 48 19 49 85 15 74 79 54 32 97 92 65 75
12 55 07 37 42 11 10 00 20 40 12 86 07 46 97
63 60 64 93 29 16 50 53 44 84 40 21 95 25 63

61 19 69 04 46 26 45 74 77 74 51 92 43 37 29
15 47 44 52 66 95 27 07 99 53 59 36 78 38 48
94 55 72 85 73 67 89 75 43 87 54 62 24 44 31
42 48 11 62 13 97 34 40 87 21 16 86 84 87 67
23 52 37 83 17 73 20 88 98 37 68 93 59 14 16
 KBNTHFNEHF

1. fylhbf hfpvfsbc ktmwbt,b fk,f'j,bc 'tjhbfib& vtwybtht,f^ ',bkbcb^ 1991.

2. ,thfst i&^ cnfnbcnbrbc pjuflb 'tjhbbc cfaesdkt,b& ',bkbcbc eybdthcbntnbc
ufvjvwtvkj,f^ ',bkbcb^ 1969.
3. ,thyintbyb c& y&^ fk,f'j,bc 'tjhbf (hecekblfy 'fhuvyf r& cekfmdtkbstv)&
cf[tkvobaj eybdthcbntnbc ufvjvwtvkj,f^ ',bkbcb^ 1938.
4. uf,bsfidbkb ,&^ pjuflb cnfnbcnbrf^ lfv[vfht cf[tkvsqdfytkj^ ',bkbcbc
eybdthcbntnbc ufvjvwtvkj,f^ ',bkbcb^ 1989.
5. ufv.htkbst u&^ 'tjhbekb cnfnbcnbrf& yfo& I& ',bkbcbc eybdthcbntnbc
ufvjvwtvkj,f^ ',bkbcb^ 1947.
6. ufv.htkbst u&^ ltvjuhfabekb cnfnbcnbrf& ',bkbcbc eybdthcbntnbc
ufvjvwtvkj,f^ ',bkbcb^ 1955.
7. utkfidbkb c&^ cnfnbcnbrehb vjltkbht,f lf ghjuyjpbht,f^ ktmcbrjyb&
',bkbcbc eybdthcbntnbc ufvjvwtvkj,f^ ',bkbcb^ 1998.
8. ljzdbhb ,&^ fk,f'j,bc 'tjhbf lf vf'tvfnbrehb cnfnbcnbrf^ ktmwbt,bc rehcb
trjyjvbrehb afrekntnt,bc cneltynt,bcf'dbc^ yfobkb I lf II& ',bkbcbc
eybdthcbntnbc ufvjvwtvkj,f^ ',bkbcb^ 1984.
9. rhbycrb /&t&^ vf'tvfnbrf trjyjvbcnt,bcf'dbc ('fhuvfyb gjkjyehb jhbubyfkbc
hecekb 'fhuvfyblfy)& ',bkbcbc eybdthcbntnbc ufvjvwtvkj,f^ ',bkbcb^ 1974.
10. kfphbtdf y&^ vfybf v&^ vbhpfidbkb u&^ njhjy]fst '&^ qkjynb j&^ ]fv,ehbf k&^
abyfycehb fyfkbpbc hfjltyj,hbdb vt'jlt,b& ajylb @tdhfpbf#^ ',bkbcb 1999&
11. vfybf u&^ fk,f'j,bc 'tjhbbc rehcb& ',bkbcbc eybdthcbntnbc ufvjvwtvkj,f^
',bkbcb^ 1962.
12. vfybf u&^ vf'tvfnbrehb cnfnbcnbrbc pjubth'b vt'jlb& ',bkbcb^ cfmfh'dtkjc
vtwybtht,f'f frfltvbbc ufvjvwtvkj,f^ ',bkbcb^ 1963.
13. vfybf u&^ fk,f'j,bc 'tjhbf lf vf'tvfnbrehb cnfnbcnbrf& cf[tkvsqdfytkj
trjyjvbrehb afrekntnbc cneltynt,bcf'dbc& ',bkbcbc eybdthcbntnbc
ufvjvwtvkj,f^ ',bkbcb^ 1976.
14. vfybf u&^ fy'tkfdf y&^ tlb,thbst f&^ fk,f'j,bc 'tjhbbcf lf vf'tvfnbrehb
cnfnbcnbrbc fvjwfyf'f rht,ekb& ',bkbcbc eybdthcbntnbc ufvjvwtvkj,f^
',bkbcb^ 1980.
15. vfhb u&^ vjcbst f&^ wbuhjidbkb p&^ cnfnbcnbrf& lfv[vfht cf[tkvsqdfytkj ESM-
',bkbcbc cneltynt,bcf'dbc^ ESM-',bkbcb^ 1996.
16. afyw[fdf c&^ cnfnbcnbrbc 'tjhbbc vjrkt rehcb& ufyf'kt,f^ ',bkbcb^ 1967.
17. ithdfibst '&^ fk,f'j,bc 'tjhbf& (ktmwbf'f rehcb)& ',bkbcbc eybdthcbntnbc
ufvjvwtvkj,f^ ',bkbcb^ 1980.
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38. Кокрен У., Методы выборочного обследования. Пер. с англ. Статистика,
Москва, 1976
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650 kbnthfnehf

40. Леман Э., Проверка статистических гипотез. Пер. с англ. Наука, Москва, 1979.
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(1949),495-497
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46. Мюллер П., Нойман П.Ю., Шторм Р., Таблицы по математической статистике.
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48. Надарая Э.А., О непараметрических оценках плотности вероятности и
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52. Рао С.Р., Линейные статистические методы и их применения. Пер. с англ.
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53. Романовский В., Математическая статистика. ГОНТИ, Москва, 1938.
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 CFUYJ<HBDB CFSBT<TKB

f
fdnjrjhtkfwbf (автокорреляция, autocorrelation), 565
− rthsj (частная автокорреляция, partial autocorrelation), 565
fk,f'j,f (вероятность, probability), 119
− fgjcnthbjhekb (апостериорная вероятность, posterior probability), 132
− fghbjhekb (априорная вероятность, prior probability), 132
− utjvtnhbekb (геометрическая вероятность, geometrical probability), 124
− gbhj,b'b (условная вероятность, conditional probability), 127
fk,f'j,b' rht,flj,f (сходимость по вероятности, convergence in probability), 233
fk,f'ehb cbdhwt (вероятностное пространство, probability space), 126
− – lbcrhtnekb (дискретное вероятностное пространство, discrete probability space), 123
fhb'vtnbrekb cfiefkj (среднее арифметическое, arithmetic mean), 61

,
,fbtcbc ajhvekf (формула Байесса , Bayes' theorem (formula)), 132
,hfeybc jhvfub ufukedt,bc vt'jlb (метод двойного сглаживания Брауна, Brown's double
smoothing method), 576
,jmcgkjnb (боксплот, boxplot), 76

u
uf,ytdbc lbfgfpjyb (размах, range), 71
ufukedt,bc ntmybrf (техника сглаживания, smoothing technique), 555
uflfyfwdkt,f (перестановка, permutation), 135
ufyfobkt,f (распределение, distribution), 149
− ,thyekbc (распределение Бернулли, Bernoulli distribution), 199
− ,byjvehb (биномиальное распределение, binomial distribution), 199
− utjvtnhbekb (геометрическое распределение, geometric distribution), 203
− lbcrhtnekb (дискретное распределение, discrete distribution), 200
− th'j,kbdb (совместное распределение, joint distribution), 159
− tmcgjytywbfkehb (экспоненциальное распределение, exponential distribution), 211
− rjkvjujhjdbc (распределение Колмогорова, Kolmogorov distribution), 387
− kjuyjhvfkehb (логнормальное распределение, log-normal distribution), 226
− vfhubyfkehb (маргинальное распределение, marginal distribution), 159
− yjhvfkehb (нормальное распределение, normal distribution), 213
− – cnfylfhnekb (стандартное нормальное распределение, standard normal distribution),
215
− gjkbyjvehb (veknbyjvehb) (полиномиальное (мултиномиальное) распределение,
multinomial distribution), 207
− gefcjybc (распределение Пуассона, Poisson distribution), 205
− cnbeltynbc (распределение Стьюдента, Student's distribution), 222
− efh.jab'b ,byjvehb (отрицательное биномиальное распределение, negative binomial
distribution), 208
654

− eo.dtnb (непрерывное распределение, continuous distribution), 209

− abithbc (распределение Фишера, Fisher's distribution), 223
− χ2 ([b-rdflhfn) (χ2 (хи-квадрат) распределение, χ2(chi-square) distribution), 221
− /bgthutjvtnhbekb (гипергеометрическое распределение, hypergeometric distribution),
204
ufyfobkt,bc cbvrdhbdt (плотность вероятности, probability density), 156
utythfkehb th'j,kbj,f(генеральная совокупность, population (universe)), 22
ufafynekj,f (uf,ytdf) (рассеяние, variation (dispersion)), 70

l
lfuhjdbk [afhlj,b'] cb[ibht'f aeymwbf (revekfnf) (кумулята, [relative]cumulative
frequency funtion), 19
lfrdbhdt,t,b (наблюдения, observations), 19
− lfo.dbkt,ekb (парные наблюдения, matchod pairs (paired observations), 98
lfvjerblt,tkb itv'[dtdb'b cblbltt,b (независимые случайные величины, independent
random variables), 162
lfcf]thj,bc afhlj,f (отношение правдоподобия, likelihood ratio), 318
lfcf]thj,bc vfmcbvevbc vt'jlb (метод максимума правдоподобия, maximum likelihood
method), 272
− – itafct,f (оценка максимального правдоподобия, maximum likelihood estimate), 272
lfcf]thj,bc aeymwbf (функция правдоподобия, likelihood function), 266
lf]ueat,ekb vjyfwtvt,b (сгруппированные данные, grouped data), 93
ltylhjuhfvf ([bct,hb lbfuhfvf) (дерево, tree diagram), 133
ltgjpbnb (депозит, deposit), 589
ltnthvbybcnekb nhtylb (детерминистический тренд, deterministic trend), 575
ltwbkb (дециль, decile), 72
lbfuhfvf
− uf,ytdbc (диаграмма рассеивания, scatterplot (scatter diagram)), 99
− vfh're'[tlt,bfyb [cdtnjdfyb] (столбиковая диаграмма, bar chart), 26
− ohbekb (ctmnjht,bfyb) (секторная диаграмма, pie chart), 26
− aj'kt,bfyb qthjt,bc vcufdcb (стебель с листями, steam and leaf plot), 34
lbl hbw[d'f rfyjyb (закон больших чисел, law of large numbers), 232
− – – ufskbtht,ekb (усиленный закон больших чисел, strong law of large numbers), 232
lbcgthcbf (дисперсия, variance), 177
lbcgthcbf'f afhlj,f (дисперсионное отношение, variance ratio), 350
lbcgthcbekb fyfkbpb (дисперсионный анализ, analysis of variance (ANOVA) ), 517
lhjb'b vorhbdb (временной ряд, time series), 539
lhjb'b vorhbdbc rjvgjytynf (конпонента временного ряда, time series component), 542

t
tvgbhbekb ufyfobkt,bc aeymwbf (эмпирическая функция распределения, empirical
distribution function), 246
tatmnb
− ctpjyehj,bc (эффект сезонности, seasonal effect), 543
− wbrkehb (циклический эффект, cyclical effect), 542
cfuyj,hbdb cfsbt,tkb 655

tmcgthbvtynb (эксперимент, experiment), 115

tmcgjytywbfkehb ufukedt,f (экспоненциальное сглаживание, exponential smoothing), 559
tmcnhtvfkehb vybidytkj,f (экстремальнoе значениe, extreme value), 64

d
dfhbfwbekb vorhbdb (вариационный ряд, ordered observations), 65
dtybc lbfuhfvf (диаграмма Венна, Venn's diagram), 118

'
'fdbceakt,bc [fhbc[b (степень свободы, degrees of freedom), 221
'tjhtvf
− ,thyekbc (теорема Бернулли, Bernoulli's theorem), 233
− ukbdtyrj-rfyntkbc (теорема Гливенко-Кантелли, Glivenko-Cantelli's theorem), 385
− gefcjybc (теорема Пуассона, Poisson's theorem), 237
− abithbc (теорема Фишера, Fisher's theorem), 250
− rjkvjujhjdbc (теорема Колмогорова, Kolmogorov's theorem), 387

b
bltynbabrfwbf (идентификация, identification), 581
bvbnfwbf (имитация, simulation), 617
byltmcb
− fuhtubht,ekb afct,bc (индекс агрегированных цен, aggregative price index), 601
− kfcgtbhtcbc (индекс Ласпейреса, Laspeyres' index), 604
− gffitc (индекс Пааше, Paasche's index), 604
− cfvjv[vfht,kj (индекс потребительных цен, consumer price index), 599
− afct,bc (индекс цен, price index), 599
− abithbc bltfkehb (идеальный индекс Фишера, Fischer's ideal index), 606

r
rhbnthbevb (критерий, test)
− 'fy[vj,bc (критерий согласия, goodness of fit test), 369
− rhfcrtk-ejkbcbc (критерий Краскела-Уоллиса, Kruskal-Wallis test), 415
− rjkvjujhjdbc (критерий Колмогорова, Kolmogorov test), 384
− rjkvjujhjd-cvbhyjdbc (критерий Колмогорова- Смирнова, Kolmogorov-Smirnov test),
384
− vfy-ebnybc (критерий Манна-Уитни, Mann-Whitnay test), 411
− ybiyt,bc (критерий знаков, sing test), 400
− ybiybfyb hfyut,bc (критерий знаковых рангов, signed-rank test), 403
− hfyuj,hbdb (ранговый критерий, rank test), 399
− cthbt,bc (критерий серий, rans test), 426
− F- rhbnthbevb (F-критерий, F-test), 350
− ebkrjrcjybc hfyuj,hbdb ]fvt,bc (критерий Уилкоксона, Wilcoxon rank-sum test), 411
− itv'[dtdb'j,bc (критерий случайности, test for randomness), 426
− χ2 (χ2-критерий, χ2-test), 370
656

rhbnthbevbc cbvskfdht (мощность критерия, power of the test), 308

rdfynbkb (квантиль, quantile), 175
rdfhnbkb (квартиль, quartile), 72
rjdfhbfwbf (ковариация, covariance), 187
rjkvjujhjdbc fmcbjvfnbrf (аксиоматика Колмогорова, Kolmogorov's axiomatics), 126
rjtabwbtynb (коэффициент, coefficient)
− fcbvtnhbbc (коэффициент ассимметрии, skewness coefficient), 179
− ltnthvbyfwbbc (коэффициент детерминации, coefficient of determination), 461
− – vhfdkj,b'b (множественный коэффициент детерминации, multiple coefficient of
determination), 485
− tmcwtcbc (коэффициент эксцесса, kurtosis coefficient),180
− dfhbfwbbc (коэффициент вариации, coefficient of variation (relative standard deviation
coefficient)), 85
− rtylfkbc hfyuj,hbdb rjhtkfwbbc (коэффициент ранговой корреляции Кендалла,
Kendall's rank correlation coefficient), 423
− rjhtkfwbbc (коэффициент корреляции, correlation coefficient), 187
− – rthsj (коэффициент частной корреляции, partial correlation coefficient), 498
− htuhtcbbc (коэффициент регрессии, regression coefficient), 465
− cgbhvtybc hfyuj,hbdb rjhtkfwbbc (коэффициент ранговой корреляции Спирмена,
Spearmen's rank correlation coefficient), 420
rhbnthbevbc cnfnbcnbrf (статистика критерия, test statistic), 307
rhbnbrekb fht (критическая область, rejection region), 305
− – vfhw[tyf wfkv[hbdb (левая односторонняя критическая область, left one-tailed
rejection region), 321
− – vfh]dtyf wfkv[hbdb (правая односторонняя критическая область, right one-tailed
rejection region), 321
− – jhv[hbdb (двухсторонняя критическая область, two-tailed critical region), 321
− othnbkb (критическая точка, critical point),310

k
kbrdblehj,f (ликвидность, liquidity), 589

v
vf'tvfnbrehb kjlbyb (математическое ожидание, expectated value), 169
− – gbhj,b'b (условное математическое ожидание, conditional expectation), 191
vfmcbvfkehb lfcf]thj,bc ufynjkt,f (уравнение максимума правдоподобия, maximum
likelihood equation), 273
vtlbfyf (медиана, median), 173
vt'jlb
− lfcf]thj,bc vfmcbvevbc (метод максимума правдоподобия, maximum likelihood
method), 272
− vjvtyn'f (метод моментов, method of moments), 277
− vjhnt-rfhkjc (метод Монте-Карло, Monte-Carlo method), 624
− evwbhtc rdflhfn'f (метод наименьших квадратов, least square method), 456
− cbvekfwbbc (метод симуляции, method of simulation), 619
cfuyj,hbdb cfsbt,tkb 657

− χ2-bc vbybvevbc vt'jlb (метод минимума χ2 ,χ2-minimum method), 279

− /jknbc vt'jlb (метод Холта, Holt's method), 576
vjlf (мода, mode), 173
vybidytkjdyj,bc ljyt (уровень значимости, significance level), 305
vjltkb
− fdnjhtuhtcbbc (модель авторегрессии, autoregressive model), 567
− fdnjhtuhtcbf- vwjwfdb cfiefkjc (модель авторегрессии- скользящего среднего,
autoregression- moving average model), 570
− vfhnbdb ohabdb htuhtcbbc (модель простой линейной регрессии, simple linear regression
model), 454
− vwjwfdb cfiefkjc (модель скользящего среднего, moving average model), 568
− vhfdkj,b'b ohabdb htuhtcbbc (модель множественной линейной регрессии, multiply
linear regression model), 480, 501
− ohabdb (линейная модель, linear model), 548
vjvtynb (момент, moment)
− cfo.bcb (начальный момент, initial moment), 179
− wtynhfkehb (центральный момент, central moment), 179
vjyfwtvt,b (данные, data), 19
− lfo.dbkt,ekb (парные данные, paired data), 356
− lf]ueat,ekb (сгрупированные данные, grouped data), 22
− lbcrhtnekb (дискретные данные, discrete data), 21
− tmcnhtvfkehb (экстремальные данные, extremal data), 64
− bynthdfkehb (интервальные данные, interval data), 21
− hbuj,hbdb (порядковые данные, ordinal data), 20
− cf[tklt,b'b (номинальные данные, nominal data), 20
− eo.dtnb (непрерывные данные, continuous data), 21
− afhlj,b'b (относительные данные, relative data), 21
vey]b wdkflbc ntmybrf (техника немых переменных, dummy variable technique), 562
v.bldtkj,b'b eyfhbfyj,bc gfhbntnb (паритет покупательной способности, purchasing
power parity), 585

y
yfi'b (остаток, residual), 469
yfi''f fyfkbpb (анализ остатков, residual analysis), 469
ylj,bc fk,f'j,f (ljyt^ rjtabwbtynb) (вероятность (уровень) доверия ,confidence probability
(level, coefficient)), 282
− bynthdfkb (доверительный интервал, confidence interval), 282
− cfpqdht,b (доверительные пределы, confidence limits), 282
ybify'f iteqkt,bc w[hbkb(таблица сопряженности признаков, contingency table), 25
yjhvfkehb ufynjkt,fyb (нормальные уравнения, normal equations), 234
− vbf[kjt,f (нормальное приближение, normal approximation), 234

j
jubdf (огива, ogive), 35
658

jhfvjrhtabfyb fvjwfyt,b (двухвыборочные задачи, two-sample problems), 337

g
gthbjljuhfvf (периодограмма, periodogoram), 583
− revekfnbehb (кумулятивная, периодограмма cumulative periodogoram), 583
− – ,fhnktnbc (кумулятивная периодограмма Бартлета, Bartlett cumulative
periodogoram), 583
P-vybidytkj,f (P-значение, P-value), 313
gjkbujyb (полигон, polygon), 36
gjgekfwbf (популяция (генеральная совокупность), population ), 19
− cfveifj (обследуемая популяция, sampled (working) population), 56
− itcfcofdkb (изучаемая популяция, target population), 56
gjgekfwbbc lbcgthcbf (дисперсия популяции, population variance), 69
− cfiefkj (средняя популяции, population mean), 69
ghtlbmnjhb (предиктор, predictor), 455
ghjwtynbkb (процентиль, percentile), 72
ghjuyjpbc cbpecnt (точность прогноза, forecasting accuracy), 555
ghjuyjpbht,f (прогнозирование, forecasting), 546
ghjwtcb
− cnfwbjyfhekb (стационарный процесс, stationary process), 564
− ohabdb ufecbc (линейный гауссовский процесс, linear Gaussian process), 564

h
hfyub (ранг, rank), 78
htuhtcbf (регрессия, regression), 449
− vfhnbdb ohabdb (простая линейная регрессия, simple linear regression), 454
− vhfdkj,b'b (множественная регрессия, multiple regression), 479
htuhtcbbc obhb (линия регрессии, regression line), 458

c
cfghjuyjpj bynthdfkb (прогнозирующий интервал, forecasting interval), 467
− aeymwbt,b (прогнозирующие функции, forecasting functions), 562
cfiefkj (среднее, mean)
− f,cjkenehb uflf[hf (среднее абсолютное отклонение, mean absolute deviation), 81
− rdflhfnekb uflf[hf (среднее квадратическое отклонение, mean square, standard (mean
square) deviation), 178
− vybidytkj,f (среднее значение, mean value), 70
cb[ibht (частота, frequency)
− lfuhjdbkb (накопленная частота, cumulative frequency), 29
− afhlj,b'b (относительная частота, relative frequency), 23
chekb fk,f'j,bc ajhvekf (формула полной вероятности, total probability formula) 131
cnfylfhnekb uflf[hf (стандартное отклонение, standard deviation), 178
cnfnbcnbrf (ithxtdb'b vybidytkj,t,bc aeymwbf) (статистика, statistic), 242
cnfnbcnbrf (статистика, statistics), 19, 22
− ltcrhbawbekb (дискрептивная статистика, descriptive statistics), 22
cfuyj,hbdb cfsbt,tkb 659

cnfwbjyfhekb lhjb'b vorhbdb (стационарный временной ряд, stationary time series), 564

n
nhtylb (тренд, trend), 542

a
abithbc byajhvfwbf (информация Фишера, Fisher's information), 266
aekflb cf[cht,bc ,fpfhb (рынок денежных средств, money market) 19
aeymwbf (функция, function)
− ufyfobkt,bc (функция распределения, distribution function), 150
− lfcf]thj,bc (функция правдоподобия, likelihood function), 266
− cbvrdhbdbc (функция плотности, frequency function), 156
− jhufypjvbkt,bfyb ufyfobkt,bc (двумерная функция распределения, bivariate
distribution функция), 160
− vhfdfkufypjvbkt,bfyb ufyfobkt,bc (функция многомерного распределения,
multidimensional distribution), 162
− gbhj,b'b ufyfobkt,bc (условная функция распределения, conditional distribution), 194

e
enjkj,f
− hfj-rhfvthbc (неравенство Рао-Крамера, Rao-Cramer inequality), 265
− xt,bitdbc (неравенство Чебышева, Chebishev's inequality), 89, 231

i
itv'[dtdb'b tmcgthbvtynb (случайный эксперимент, random experiment), 115
− dtmnjhb (случайный вектор, random vector), 189
− hbw[dt,b (случайные числа, random nambers), 53
− cblblt (случайная величина, random variable), 149
− – lbcrhtnekb (дискретная случайная величина, discrete random variable), 152
− – eo.dtnb (непрерывная случайная величина, continuous random variable), 156
− ghjwtcb (процесс, process), 588
ithxtdf (выборка, sample), 19
− ofhvjvflutykj,b'b (htghtyptynfwbekb) (представительная выборка, representative
sample), 50
− itv'[dtdb'b (случайная выборка, random sample), 242
ithxtdf (ithxtdbc ufvj.jaf) (выбор, отбор (выборки); sampling), 49
− fk,f'ehb (случайный отбор, probability sampling), 52
− fhfitv'[dtdb'b (неслучайный отбор, non-random sampling), 51
− ufyihtdt,ekb (расслоенный отбор, stratified), 55
− lf,heyt,b' (отбор с возвращением, sampling with replacement),201
− lf,heyt,bc ufhtit (отбор без возвращения, sampling without replacement),204
− rkfcnthekb (кластерный отбор, cluster sampling), 55
− vfhnbdb itv'[dtdb'b (простой случайный отбор, sample random sampling), 52
− vbpfyvbvfh'ekb (направленный (предвзятый) отбор, purposive (judgment) sampling), 52
660

− cbcntvfnehb (систематический отбор, systematic sampling), 54

− itv'[dtdb'b (случайный отбор, random sampling), 52
ithxtdb'b fcbvtnhbbc rjtabwbtynb (выборочный коэффициент ассиметрии, sample
coefficient of skewness), 92
− rjdfhbfwbf (выборочная ковариация. sample covariation),99
− rjhtkfwbbc rjtabwbtynb (выборочный коэффициент корреляция, sample correlation
coefficient), 100
− lbcgthcbf (выборочная дисперсия, sample variance), 81
− tmcwtcbc rjtabwbtynb (выборочный коэффициент эксцесса, sample coefficient of
kurtosis), 92
− dfhbfwbbc rjtabwbtynb (выборочный коэффициент вариации, sample coefficient of
variation), 85
− vtlbfyf (выборочная медиана, sample median), 65
− vybidytkj,f (выборочное значение, sample value), 242
− cfiefkj (выборочное среднее значение, sample mean), 61
ithxtdbc vjwekj,f (объем выборки, sample size), 21
− wljvbkt,f (погрешность выборки, sampling error), 50
− xfyfwdkt,f (смещение выборки, sampling bias), 51
itcojht,f gjgekfwbbc cfchekj,fpt (поправка на конечность совокупности, finite
population correction) 298
itafct,f (оценка, estimate (estimator))
− fcbvgnjnehfl tatmnehb (асимптотически эффективная оценка, asymptotic effiсient
estimate), 271
− – yjhvfkehb (асимптотически нормальная оценка, asymptotic normal estimate), 271
− bynthdfkehb (интервальная оценка, interval estimate), 281
− vfmcbvfkehb lfcf]thj,bc (оценка максимума правдоподобия, maximum likelihood
estimate), 272
− hj,fcnekb (робастная оценка, robust estimate), 278
− xfeyfwdkt,tkb (uflfeflubkt,tkb) (несмещенная оценка, unbiased estimate), 261
− sfkvjcbkb (sfklt,ekb) (состоятельная оценка, consistent estimate),263
− othnbkjdfyb (точечная оценка, point estimate), 258
itafct,f (itafct,bc fut,f) (оценка (оценивание), estimate (estimation)), 272
itwljvf
− gbhdtkb udfhbc (ошибка первого рода, a type I error), 307
− vtjht udfhbc (ошибка второго рода, a type II error), 307

x
xfyfwdkt,f (смещение, bias), 261
xfeyfwdkt,kj,f (несмещенность, unbiasedness), 261

w
wtynhfkehb pqdfhb'b 'tjhtvf (центральная предельная теорема, central limit theorem, 234
wtynhfkehb ntyltywbf (центральная тенденция, central tendency),61
cfuyj,hbdb cfsbt,tkb 661

s
sfkvjcbkt,f (состоятельность, consistency), 263

o
o.j,f (размещение, arangement), 134

[
[ljvbkj,f (событие, event), 115
− tktvtynfhekb (элементарное событие, elementary event), 115
− cfobyffqvltuj (противоположное событие, complementary event), 117
[ljvbkj,f'f lfvjerblt,kj,f (независимость событий, independence of events ), 129
− yfvhfdkb (призведение событий, product of events), 117
− chekb cbcntvf (полная система событий, complete system of events), 127
− c[dfj,f (разность событий, difference of events), 117
− ]fvb (сумма событий, sum of events), 117

]
]ea't,f (сочетание, combination), 135

/
/bgj'tpf (гипотеза, hypothesis), 303
− fknthyfnbekb (альтернативная гипотеза, alternative hypothesis), 304
− lfvjerblt,kj,bc (гипотеза независимости, independence hypothesis), 304
− th'udfhjdyt,bc (гипотеза однородности, homogeneity hypothesis), 303
− 'fy[vj,bc (гипотеза согласия, goodness-of-fit hypothesis), 304, 369
− vfhnbdb (простая гипотеза, simple hypothesis), 303
− yekjdfyb (нулевая гипотеза, null hypothesis), 304
− gfhfvtnhekb (параметрическая гипотеза, parametric hypothesis), 304
− h'ekb (сложная гипотеза, composite hypothesis), 303
/bcnjuhfvf (гистограмма ^ histogram), 31
 davalebis bukleti braian l. euleri, PhD

instruqciebi: ar dagaviwydeT, rom moniSnoT yvela pasuxi calke mocemul pasuxebis bukletSi

I seqcia
gTxovT, waikiTxoT qvemoT mocemuli TiToeuli debuleba da SemoxazoT pasuxi, romelic yvelaze kargad
aRwers am moswavles. debulebebi SeiZleba srulyofilad ar aRwerdes yvela Sesafasebel moswavles,
amitom moniSneT `diax” an `ara” imisda mixedviT, romelic simarTlesTan ufro axlos dgas. gTxovT,
upasuxoT TiToeul debulebas.

1. inteleqti saSualoa an aris saSualosTan axlos.

2. smena da mxedveloba normaluria an aris normalurTan axlos.
3. janmrTeloba normaluria an aris normalurTan axlos.
4. emociur-qceviTi problemebi 6 Tve an 6 Tveze metia arsebobs.

II seqcia
qvemoT mocemuli debulebebiT daxasiaTebuli arian moswavleebi. gTxovT, waikiTxoT TiToeuli debuleba
da SemoxazoT is pasuxi, romelic yvelaze kargad aRwers am moswavles bolo ramdenime Tvis ganmavlobaSi.
airCieT TiToeuli debulebis SemTxvevaSi arasodes (a), zogjer (z), xSirad (x) an TiTqmis yovelTvis (T).
gTxovT, TiToeul debulebas upasuxoT rac SegiZliaT kargad, Tundac zogierTi srulyofilad ar
aRwerdes am moswavles. pasuxi arasodes ar niSnavs, rom bavSvi `arasodes iqceva ase~, aramed miuTiTebs,
rom Tqven arasodes daginaxavT misi aseTi qceva. gTxovT, ar datovoT arc erTi debuleba upasuxod.

a = arasodes z = zogjer x = xSirad T = TiTqmis yovelTvis

1. sxvebi advilad swyveten guls da aRizianeben. 13. amJRavnebs guneba-ganwyobilebis mkveTr

2. gamoiyureba daTrgunulad da ubedurad.
3. adamianebisa da situaciebis gamrudebuli
xedva aqvs.
4. gadawyvetilebebs advilad da dauzareblad
iRebs.
5. gamoxatavs akviatebul azrebs.
6. aqvs fizikuri Civilebi, ris gamoc skolidan
adre midis an saerTod ar modis skolaSi.
7. gansxvavdeba Tanatolebisagan imiT, rom
uCveulod da ucnaurad iqceva.
8. problemebTan gasamklaveblad warmoidgens,
rom es problemebi TavisTavad gaqreba an
sxvebi daexmarebian maT mogvarebaSi.
9. Tanatolebis mimarT mtrulad aris
ganwyobili.
10. rodesac saqmea gasakeTebeli, orientirebuli
da fikusirebulia am saqmeze.
11. emociurad indiferentuli da apaTiuria.
12. gamoxatavs akviatebul SiSs, rom ubedureba
moxdeba (magaliTad, mSoblis sikvdili).
cvlilebas.
14. Cans, rom naklebad uvlis Tavs, naklebad
icavs higienas da ar ainteresebs sakuTari
garegnoba.
15. mizanmimarTulad cdilobs, rom sxvebs guli
atkinos da gaaRizianos.
16. imdenad nerviulobs da SfoTavs, rom masze
es damangrevlad moqmedebs.
17. rodesac dadardianebuli da aRelvebulia,
sakuTar TavSi iketeba da advilad feTqdeba.
18. imgvarad mihyveba rutinas, anu yoveldRiur
ritualebs, rom es xels uSlis normalur
funqcionirebaSi.
19. metismetad eWviania sxvebis mimarT.
20. avlens adekvatur TviTSefasebas.
21. ambobs, rom xSirad fiqrobs
TviTmkvlelobaze.
22. moqnilia da ar awuxebs cvlilebebi
yoveldRiurobaSi da/an gegmebis cvlilebebi.
23. RvarZliani, gesliania da xSirad brazdeba
sxvebze.
(gagrZeleba)
 II seqcia (gagrZeleba )
a = arasodes z = zogjer
24. Tanatolebisagan gansxvavebiT
araTanmimdevrulad da alogikurad
azrovnebs.
25. skolaSi mosvlis dros ar unda mSobelTan an
meurvesTan droebiT ganSoreba.
26. rodesac sxvebi mis sivrceSi iWrebian, is
fizikurad saWiroze metad ixevs ukan.
27. mozrdilebTan ufro advilad urTierTobs,
vidre TanatolebTan.
28. mSvidi da Tavdajerebulia, roca saskolo
davalebebsa da skolasTan dakavSirebul sxva
saqmianobebs asrulebs.
29. xSirad kamaTobs da mozrdili adamianebis
Txovnas ugulvebelyofs.
30. maswavleblebis eSinia.
31. TanatolebTan urTierTobas amyarebs saerTo
interesebisa da saqmianobis safuZvelze.
32. avlens akviatebul qcevas.
33. aqvs ZilTan dakavSirebuli problemebi.
34. skolaSi metismetad aris damokidebuli
ufrosebze.
35. organizebulad da meTodurad udgeba
saskolo davalebebs.
36. gamomwvevi qceviT, Seusabamo CacmulobiTa da
metismeti emociurobiT cdilobs yuradRebis
mipyrobas.
37. gaurbis TanatolebTan urTierTobasa da
TamaSs.
38. fizikurad mousvenari da agznebulia.
39. gamoxatavs ucnaur, arajansaR an
araadekvatur emociebs.
40. problemebi aqvs skolis personalTan
urTierTobis damyarebaSi.
41. mSvidi da auRelvebelia.
42. skolaSi hyavs megobrebi.
43. roca maswavleblebi da/an sxva mozrdilebi
elaparakebian, ar usmens.
44. ufro komfortulad grZnobs Tavs, roca
Tavisive asakis bavSvebTan aqvs urTierToba,
vidre masze umcros an ufros moswavleebTan.
45. laparakobs imaze, rom is uaryofili an
arasasurvelia.
46. wuxs warsulSi momxdar SemTxvevebze,
romlebmac SiSi mohgvara.
47. uWirs yuradRebis koncentracia klasSi da/an
sxva adgilebSi.
x = xSirad T = TiTqmis yovelTvis
48. avlens fsiqozisaTvis damaxasiaTebel niSnebs
(magaliTad, halucinaciebi, bodva).
49. ganzrax amyofebs sakuTar Tavs sxvebisagan
izolaciaSi da gaurbis socialur
urTierTobebs.
50. emociebs Sesabamisad aregulirebs da
akontrolebs.
51. xSirad aqvs fizikuri xasiaTis Civili
(magaliTad, Tavis, muclis tkivili).
52. sasaubro Temis, xelovnebis nimuSis, musikisa
da sakiTxavi masalis arCevis mixedviT Cans,
rom zedmetad aris gatacebuli sikvdilis
TemiT.
53. saklaso situaciebSi Tanatolebis mier
uaryofilia.
54. avtoritetis mimarT gamoxatavs protests.
55. mimarTavs problemis mogvarebis araefeqtian
saSualebas (magaliTad, Tavs ityuebs, rom
problema ar arsebobs).
56. sxvebis mimarT pativiscemasa da empaTias
(TanagrZnobas) avlens.
57. xan WamiT ver ZReba, xan Tavs aridebs sakvebs,
an Wams da iRebs ukan sxvadasxva saSualebiT.
58. Tanatolebis mimarT aris fizikurad
agresiuli.
59. aviwydeba davalebebi, instruqciebi da
saswavlo masalebi.
60. interesebis imdenad viwro sfero aqvs, rom
es xels uSlis swavlasa da urTierTobebSi.
61. Zlieri SfoTvis periodebis gamo an adre
midis skolidan an saerTod ar modis
skolaSi.
62. Tavisi asakisTvis Sesabamisad iqceva.
63. cqmutavs erT adgilze an gakveTilze xSirad
gadaadgildeba. dgeba da dadis saklaso
oTaxSi.
64. metismetad fxizlad aris da frTxilia.
65. uWirs TanatolebTan urTierTobis damyareba.
66. amJRavnebs interess yoveldRiuri cxovrebis
mimarT da iRebs misgan siamovnebas.
67. sakuTar Tavze saubrobs damamcireblad da
Tavs ikninebs.
68. miuxedavad imisa, rom ar uWirs metyveleba,
ver warmarTavs adekvatur saubars socialur
situaciebSi.
69. yoveldRiur movlenebze emociurad ise
reagirebs, rogorc katastrofebze.
(gagrZeleba)
2
II seqcia (gagrZeleba )
a = arasodes z = zogjer
70. ufrTxis Tanatolebs.
71. darRveuli aqvs urTierTobebi alkoholisa
da sxva fsiqotropuli nivTierebebis
gamoyenebis gamo.
72. exeba saxalxod sxvebs situaciis
Seufereblad.
73. saTanadod ganixilavs TanatolebTan
konfliqtebs da aregulirebs kidec.
74. idanaSaulebs Tavs da grZnobs sakuTar
gamousadegarobas.
75. mudmivi moZraobiT, xelis kvriT,
mujlugunebiT, CqmetiTa da ybedobiT xels
uSlis sxva moswavleebs.
76. maswavleblebis mimarT mtrulad aris
ganwyobili.
77. garemos aRqmisas aqvs `amovardnebi~.
78. emociurad metismetad agznebulia.
79. socialuri urTierTobis mimarT nakleb
interessa da xaliss amJRavnebs.
80. rodesac emociurad agznebuli da
gaRizianebulia, sWirdeba fizikuri
SezRudva, izolacia garkveuli droiT, rom
emociurad damSviddes da aRidginos
TviTkontroli.
81. emuqreba da aRizianebs sxvebs gamomwvevi
damokidebulebiT.
82. TanatolebTan saubars gaurbis.
83. mowyenili, depresiuli da uimedoa.
84. erTveba saxifaTo, riskis Semcvel
moqmedebaSi.
85. rodesac ewinaaRmdegebian misTvis sasurvel
qmedebas, araadekvaturad, zedmetad brazdeba
da gadadis Tavdacvaze.
86. maswavleblebTan Sesabamisad iqceva.
87. fantaziebiT, ocnebebiT imdenad aris
gatacebuli, rom es uaryofiTad aisaxeba mis
socialur urTierTobebze.
88. swrafad da zedmetad uSinaurdeba ucnobebs.
x = xSirad T = TiTqmis yovelTvis
89. socialur urTierTobebSi Tanatolebis mier
uaryofilia.
90. leTargiulia (modunebuli, usicocxlo,
pasiuri) da axasiaTebs Senelebuli
moZraobebi.
91. zedmetad agresiuli xdeba, Tu sxvebi mis
pirad sivrceSi iWrebian.
92. gaurbis yoveldRiur riskebs, maSinac ki,
roca SeuZlia maTTan gamklaveba.
93. gaRizianebuli da imedgacruebulia.
94. fizikurad vnebs sakuTar Tavs (magaliTad,
iseravs kans).
95. saTanadod damoukidebelia skolaSi.
96. ixdis da ReWavs tansacmels, ReWavs fanqars
da a.S.
97. umizezod tiris.
98. gabrazebisas feTqebadia.
99. SeuZlia sxvebTan stabiluri urTierTobebis
damyareba da SenarCuneba.
100. aklia energiuloba.
101. uWirs koncentracia, rac ar aris
dakavSirebuli misi unarebis ganviTarebis
donesTan.
102. hyveba Ramis koSmarebsa da ZilTan
dakavSirebul sxva problemebze.
103. socialuri urTierTobebis dros SfoTavs da
arakomportlad grZnobs Tavs.
104. uCivis gulis frials, Tavbrusxvevas da
gulis xuTvas.
105. damaxinjebulad aRiqvams sakuTar sxeuls da
es awuxebs.
106. iracionaluri SiS(eb)is gamo uars ambobs
skolaSi mosvlasa da sxva saqmianobebze.
107. daudevaria skolis saqmianobebis mimarT da
ar aris maTze fokusirebuli.
108. socialuri urTierTobebis mimarT
gamoxatavs interessa da enTuziazms.
3
 gaxsovdeT, rom aRniSnoT Tqveni pasuxi calke mocemul pasuxebis bukletSi.

III seqcia
qvemoT mocemulia winadadebaTa jgufebi, romlebic axasiaTebs moswavles. gTxovT, vidre pasuxs gascemT,
yuradRebiT waikiTxoT TiToeul jgufSi pasuxis yvela varianti. amis Semdeg SemoxazeT pasuxis is
varianti, romelic yvelaze kargad aRwers am moswavles bolo ramdenime Tvis ganmavlobaSi. Tu Tqven
ufro cota xania am moswavles icnobT, moniSneT is varianti, romelic yvelaze ukeT aRwers imas, rac
Tqven SeginiSnavT am moswavlesTan dakavSirebiT. TiToeul jgufSi yovelTvis is winadadeba airCieT,
romelic yvelaze zustad aRwers am moswavles, maSinac ki, roca arc erTi winadadeba srulyofilad ar
miesadageba mas. gTxovT, upasuxoT winadadebebis TiToeul jgufs da airCioT mxolod erTi winadadeba
TiTo jgufidan.

1. a. yvela situaciaSi saTanadod marTavs 5. a. Tanatolebis iseTi jguf(eb)is wevria,

sakuTar qcevas.
b. mas xSirad ar SeuZlia sakuTari qcevis
marTva, maSinac ki, roca es qceva misTvis
sasargebloa.
g. impulsurad moqmedebs, Tumca zogjer
SeuZlia qcevis marTva sakuTari Tavis
sasargeblod.
romelic kargad iqceva.
b. arc erT jgufs ar surs misi miReba da
SenarCuneba, rac misTvis problemaa.
g. iseTi jgufis wevria (magaliTad, bandis),
romelsac axasiaTebs qceviTi darRvevebi.

6. a. umravles situaciaSi amJRavnebs adekvatur

2. a. muSti-krivze ar gadadis da agresiulad ar
iqceva, magram roca saWiroa, SeuZlia
sakuTari Tavis dacva.
b. naklebi TviTdajerebulobisa da
danaSaulis grZnobis gamo uWirs sakuTari
Tavis dacva maSinac ki, roca es saWiroa.
g. uyvars Cxubi da amayobs agresiuli qceviT
maSinac ki, roca es gaumarTlebelia.
7. a. amJRavnebs saTanado interess skolisa da
3. a. mSoblebis molodinebs iTvaliswinebs,
Tumca avlens ganviTarebis Sesabamis
damoukideblobas.
b. metismetad emorCileba mSoblebis mier
dadgenil wesebs imdenad, rom ver xdeba
damoukidebeli.
g. seriozulad arRvevs mSoblebis mier
dadgenil wesebs (magaliTad, Rames
nebarTvis gareSe gareT atarebs).
8. a. sakuTar moTxovnilebebs saTanadod
4. a. Cveulebriv, ar ityueba da ar amarTlebs
Tavis cud saqciels.
b. TviTbraldebisken midrekilebis gamo
SeiZleba gamoavlinos gadaWarbebuli
gulwrfeloba, raTa Tavidan aicilos
`uwyinari tyuilic~ ki.
g. xSirad ityueba da advilad amarTlebs
sakuTar cud qcevas.
TviTSefasebas.
b. umravles situaciaSi amJRavnebs
araadekvaturad dabal TviTSefasebas.
g. umravles situaciaSi amJRavnebs
araadekvaturad maRal TviTSefasebas.
skolaSi arsebuli urTierTobebis mimarT.
b. skolac da skolaSi arsebuli
urTierTobebic SeiZleba iyos misTvis
stresuli da damabneveli.
g. xSirad ar moswons skola, magram moswons
mxolod is, rom aqvs urTierTobebis
SesaZlebloba.
ikmayofilebs.
b. cdilobs sakuTari moTxovnilebebi
daikmayofilos sxvaze damokidebulebiT,
yuradRebis miqceviTa da axirebuli
qceviT.
g. sakuTar moTxovnilebebs ikmayofilebs
sxvebis ostaturad da egoisturad
manipulaciis saSualebiT.

(gagrZeleba)

4
III seqcia (gagrZeleba )
9. a. marTavs konfliqts mediaciisa da saTanado
socialuri unar-Cvevebebis saSualebiT.
b. konfliqtze reagirebs SiSiT, ukan daxeviT,
an zedmetad Tavis aridebiT.
g. konfliqtze reagirebs sxvisi CagvriT,
fizikuri ZaladobiT an sisastikiT.
10. a. ar uwevs sxvebs eqsploatacias da umiznod
ar gaiRebs msxverpls urTierTobebisaTvis.
b. ar uwevs sxvebs eqsploatacias, Tumca
SeiZleba umiznod gaiRos msxverpli
urTierTobebisaTvis.
g. eqsploatacias uwevs sxvebs, raTa amisagan
miiRos sargebeli da Tavi aaridos
valdebulebebs.
11. a. aqvs adekvaturi TviTSefaseba da saTanadod
scems sxvebs pativs.
b. Tanatolebisagan gansxvavebiT, SeiZleba
aRiqvas sakuTari Tavi aranormalurad,
arasrulfasovnad da naklovanad.
g. normad aRiqvams sakuTar Tavs da
araadekvatur qcevas da damTmob, morCil
bavSvebTan SedarebiT upiratesobasac ki
grZnobs.
12. a. saTanadod arCevs kargsa da cuds.
b. metismetad xisti da mkacria cudisa da
kargis garCevisas.
g. xSirad ver grZnobs gansxvavebas cudsa da
kargs Soris.
13. a. ar awuxebs wesebisa da SezRudvebis
arseboba, anu wesebisa da SezRudvebis
arseboba-ararseboba ar aisaxeba mis qcevaze.
b. survili aqvs iyos bevri wesi da SezRudva
imisaTvis, rom Tavi komfortulad da
daculad igrZnos.
g. ar moswons an Seuwynarebelia wesebisa da
SezRudvebis mimarT da ewinaaRmdegeba maT
moqmedebiT.
5
14. a. Sejibris dros icavs TamaSis wesebs.
gamarjvebis misaRwevad ar atyuebs sxvebs,
uars ambobs arakeTilsindisieri xerxiT
gamarjvebaze.
b. dabali TviTSefasebis gamo SesaZloa ver
moaxerxos CarTva iseT SejibrSic ki,
romelic mis SesaZleblobebs Seesabameba.
g. gamarjvebis misaRwevad atyuebs sxvebs,
arakeTilsindisieri xerxebiT sjobnis maT
da arRvevs wesebs.
15. a. avlens Sesatyvis Tavdajerebulobasa da
damoukideblobas rogorc skolaSi, ise
skolis gareT.
b. aklia Tavdajerebuloba da damoukidebloba
imis miuxedavad, ra garemocvaSi imyofeba.
g. zedmetad Tavdajerebulia da
damoukidebeli rogorc skolaSi, ise skolis
gareT.
16. a. TanatolebTan aqvs komfortuli, ormxrivad
misaRebi kavSirebi.
b. arasakmarisi Tavdajerebulobisa da sustad
ganviTarebuli socialuri unar-Cvevebis
gamo SeiZleba ganicdides TanatolebTan
urTierTobebis naklebobas.
g. urCevnia iyos `martosuli~, radgan ar
endoba sxvebs an ar ainteresebs, ramdenad
misaRebia maTTvis.
17. a. amJRavnebs saTanado pativiscemas policiisa
da Tanamdebobis pirebis mimarT.
b. imdenad aSinebs Tanamdebobis pirebis mimarT
upativcemulobis gamoxatva, rom zedmetad
frTxili da morCilia.
g. sajarod acxadebs, rom policia da sxva
Tanamdebobis pirebi arian sulelebi,
usamarTloebi da maTi qmedeba
arakanonieria.
(gagrZeleba)
III seqcia (gagrZeleba )
18. a. riskis Semcvel an wesebis damrRvev qcevas
urCevnia gaerTos, dro gaataros.
b. SeiZleba imdenad iyos SeboWili SiSis an
arasakmarisi Tavdajerebulobis gamo, rom
ver moaxerxos garToba.
g. riskis Semcvel, wesebis damrRvev qcevaSi
erTveba garTobis mizniT, raTa Tavidan
aicilos mowyeniloba da daadginos
sakuTari qcevis dasaSvebi sazRvrebi.
19. a. miuxedavad imisa. rom Tavidan Tavs icavs,
Tu daadanaSaules, pasuxismgeblobas
sakuTar Tavze iRebs.
b. rodesac adanaSauleben, yvelanairad icavs
Tavs, realobas amaxinjebs an iketeba
sakuTar TavSi.
g. rodesac gasaWirSia, xSirad adanaSaulebs
sxvebs da ar iRebs pasuxismgeblobas
sakuTar Tavze.
20. a. mis mier damyarebuli axlo urTierTobebi
efuZneba pativiscemasa da ndobas.
b. uWirs axlo urTierTobebis damyareba,
radgan eSinia, rom sazRvrebi moiSleba an
aklia ndoba da socialuri unar-Cvevebi.
g. sxvisi Tanxmobis gareSe arRvevs
urTierTobis sazRvrebs (seqsualuri an
sxva formiT).
21. a. akademiur miRwevebze gavlenas ar axdens
negatiuri damokidebulebebi da emociuri
problemebi.
b. akademiuri miRwevebi zaraldeba emociuri
da azrovnebaSi arsebuli problemebis
gamo.
g. akademiuri miRwevebi zaraldeba, radgan
moswavle gaurbis warmatebas Tanatolebis
aRiarebis mosapoveblad.
6
22. a. naklebad aqvs garTulebisken midrekili
konfliqtebi TanatolebTan an
Tanamdebobis pirebTan.
b. aqvs garTulebisken midrekili xSiri
konfliqti TanatolebTan an Tanamdebobis
pirebTan.
g. aqvs garTulebisken midrekili xSiri
konfliqti TanatolebTan an Tanamdebobis
pirebTan, ufro xSirad _ Tanamdebobis
pirebTan.
23. a. amJamad aqvs TanatolebTan jansaRi
urTierTobebi, romlebsac ar axasiaTebs
qceviTi da emociuri problemebi.
b. amJamad aklia TanatolebTan stabiluri
urTierTobebi emociuri problemebis gamo.
g. amJamad aqvs TanatolebTan urTierTobebi,
romlebic xasiaTdeba ormxrivi da msgavsi
qceviTi problemebiT.
24. a. ar Caudenia seriozuli danaSauli an
Caudenia, magram ganicdis sindisis qenjnas.
b. ar Caudenia seriozuli danaSauli da
mudmivad imis cdaSia, rom Tavidan aicilos
mciredi darRvevebic ki.
g. Caidina seriozuli danaSauli/danaSaulebi
(magaliTad, cecxlis gaCena, qurdoba) da
saerTod ar ganicdis sindisis qenjnas.
 gaxsovdeT, rom aRniSnoT Tqveni pasuxi calke mocemul pasuxebis bukletSi

IV seqcia
qvemoT mocemulia winadadebebi, romlebic axasiaTebs moswavles. gTxovT, waikiTxoT TiToeuli winadadeba
da TiToeuli pasuxi, romelic mas mohyveba. Semdeg moniSneT pasuxi, romelic yvelaze ukeT aRwers am
moswavles bolo ramdenime Tvis ganmavlobaSi. Tu Tqven am moswavles ufro cota xania icnobT, aRniSneT
is pasuxi, romelic yvelaze ukeT aRwers imas, rac Tqven SeginiSnavT am moswavlesTan dakavSirebiT.
yovelTvis is pasuxi airCieT, romelic yvelaze zustad aRwers moswavles, maSinac ki, roca arc erTi
winadadeba srulyofilad ar miesadageba mas. gTxovT, upasuxeT TiToeul winadadebas da moniSneT mxolod
erTi pasuxi.

1. agresia, wonasworobisa da emociuri 6. fsiqologiuri konsultacia da

kontrolis dakargva skolaSi fsiqoTerapiuli Careva
a. Tu saerTod momxdara, mxolod iSviaTad. a. ar miesadageba am SemTxvevas an ar
b. moxda erT an or SemTxvevaSi. damdgara misi saWiroeba.

g. moxda sam da met SemTxvevaSi. b. gamoiyenes da daeqvemdebara mkurnalobas.

g. gamoiyenes, magram ar iyo efeqtiani, anu
problemuri qceva mravaljer ganmeorda.

2. qceviTi da emociuri problemebis sixSire

aris
a. saskolo dReebis 5%-ze naklebi.
b. saskolo dReebis 5-25%.
g. saskolo dReebis 25%-ze meti.
3. qceviTi intervenciis* gegma/gegmebi (*SeniSvna:
intervenciis gegma aris RonisZiebaTa erToblioba,
romelic gulisxmobs swavlis an discplinis
xelisSemSleli qcevebis Semcirebas).
a. ar miesadageba am SemTxvevas an ar
damdgara misi saWiroeba.
b. dainerga da daeqvemdebara mkurnalobas.
g. dainerga, magram ar iyo efeqtiani, anu
problemuri qceva mravaljer ganmeorda.
7. qceviTi da emociuri problemebi
a. ar iCens Tavs arc erT garemoSi.
b. Tavs iCens mxolod skolis gareT.
g. Tavs iCens rogorc skolaSi, ise sxva
garemoSi.
8. fizikuri SezRudva (gakaveba), fizikuri
meTvalyureoba, usafrTxoebis gegmebTan
dakavSirebuli Sexvedrebi, dacvasTan an
ZalovanebTan dakavSireba
a. arasodes dasWirvebia.
b. dasWirda erTxel.
g. dasWirda orjer an metjer.

4. skolaSi misvlis akrZalva, rogorc qceviTi

da emociuri problemebis Sedegi 9. hospitalizacia fsiqiatriul saavadmyofoSi,
mkurnaloba dRis stacionarSi an
a. ar yofila. fsiqiatrTan konsultacia
b. iyo erTxel. a. arc erTi ar dasWirvebia.
g. iyo orjer da metjer. b. mxolod fsiqiatrTan konsultacia
dasWirda.
g. iyo fsiqiatriuli hospitalizaciis, dRis
5. TvalSisacemi Caketva sakuTar TavSi, stacionarSi mkurnalobis an fsiqiatrTan
axirebuli qceva an TviTgvema konsultaciis SemTxveva.

a. arc erTi ar SeiniSneba.

b. SeiniSneba mxolod sakuTar TavSi Caketva.
g. SeiniSneba axirebuli qceva an TviTgvema.

7
 gaxsovdeT, rom aRniSnoT Tqveni pasuxi calke mocemul pasuxebis bukletSi

V seqcia
qvemoT mocemulia winadadebaTa jgufebi, romlebic axasiaTebs moswavles. gTxovT, vidre pasuxs gascemT,
yuradRebiT waikiTxoT TiToeul jgufSi pasuxis yvela varianti. amis Semdeg TiToeul jgufSi SemoxazeT pasuxis
is varianti, romelic yvelaze kargad aRwers am moswavles bolo ramdenime Tvis ganmavlobaSi. Tu Tqven
moswavles ufro cota xania icnobT, aRniSneT is varianti, romelic yvelaze ukeT aRwers imas, rac Tqven
SeginiSnavT am moswavlesTan dakavSirebiT. TiToeul jgufSi yovelTvis is winadadeba airCieT, romelic yvelaze
zustad aRwers am moswavles, maSinac ki, roca arc erTi winadadeba srulyofilad ar miesadageba mas. gTxovT,
upasuxoT winadadebebis TiToeul jgufs da airCioT mxolod erTi winadadeba TiToeuli jgufidan.

1. a. ar aqvs qceviTi da emociuri problemebi. 7. a. fsiqologiuri konsultacia/Terapiuli

b. qceviTi da emociuri problemebi gavlenas ar
axdens saskolo davalebebis Sesrulebaze.
g. qceviTi da emociuri problemebi gavlenas
axdens saskolo davalebebis Sesrulebaze.
momsaxureba ar aris saWiro an ar miesadageba.
b. fsiqologiuri konsultacia/Terapiuli
momsaxureba gaewia da aRmoCnda efeqtiani.
g. fsiqologiuri konsultacia/Terapiuli
momsaxureba gaewia da ar aRmoCnda efeqtiani.

2. a. rodesac TxovniT mimarTaven, moswavle

asrulebs saklaso davalebebis 80%-ze mets.
b. rodesac TxovniT mimarTaven, moswavle
asrulebs saklaso davalebebis 60-80%-s.
g. rodesac TxovniT mimarTaven, moswavle
asrulebs saklaso davalebebis 60%-ze naklebs.
8. a. drois 80%-ze mets muSaobs damoukidebelad
monitoringis an gadamisamarTebis gareSe.
b. drois 60-80%-s muSaobs damoukidebelad
monitoringis an gadamisamarTebis gareSe.
g. drois 60%-zenaklebs muSaobs damoukidebelad
monitoringis an gadamisamarTebis gareSe.

3. a. ar aris saWiro qceviTi intervenciis

gegma/gegmebi an is/isini Seusabamoa.
b. qceviTi intervenciis gegma/gegmebi efeqtiania.
g. qceviTi intervenciis gegma/gegmebi
araefeqtiania.
4. a. saklaso samuSao da saSinao davaleba
SesaZleblobis adekvaturad aris Sesrulebuli.
b. saklaso samuSaosa da saSinao davalebis 60-80%
SesaZleblobis adekvaturad aris Sesrulebuli.
g. saklaso samuSaosa da saSinao davalebis 60%-ze
naklebi SesaZleblobis adekvaturad aris
Sesrulebuli.
5. a. qcevasTan dakavSirebuli skolidan daTxovnis
SemTxvevebi ar yofila.
b. iyo skolidan daTxovnis erTi SemTxveva.
g. iyo skolidan daTxovnis ori an meti SemTxveva.
6. a. ar aqvs qceviTi da emociuri problemebi.
9. a. ar yofila arasapatio mizeziT gacdenis arc
erTi SemTxveva.
b. iyoarasapatio mizeziT gacdenis ramdenime
SemTxveva, magram ara imdeni, rom Semdgariyo
oqmi.
g. iyoarasapatio mizeziT imdeni gacdena, rom
saWiro gaxda oqmis Sedgena.
10. a. moswavle emorCileba maswavleblis moTxovnis
80%-ze mets.
b. moswavle emorCileba maswavleblis moTxovnis
60-80%-s.
g. moswavleemorCileba maswavleblis moTxovnis
60%-ze naklebs.
11. a. akademiuri da qceviT-socialuri funqcionireba
SesaZleblobebis Sesabamisia.
b. akademiuri da qceviT-socialuri funqcionireba
damakmayofilebelia, magram srulad ar
Seesabameba SesaZleblobebs.

b. moswavle ar aris klasis saerTo doneze dabla g. axerxebs `fons gasvlas~

arc erT saganSi an ver aswrebs erTze met
saganSi qceviTi da emociuri problemebis gamo.
g. moswavle aris klasis saerTo doneze dabla sul
mcire erT saganSi an ver aswrebs erTze met
saganSi qceviTi da emociuri problemebis gamo.
sakuTari
SesaZleblobebis wyalobiT, Tumca misi
socialuri da akademiuri funqcionireba
SesaZleblobebze gacilebiT naklebia qceviT-
emociuri problemebis gamo.

8
 davalebis bukleti braian l. euleri, PhD

instruqciebi: ar dagaviwydeT, rom moniSnoT yvela pasuxi calke mocemul pasuxebis bukletSi.

miTiTebebi
qvemoT mocemuli debulebebiT daxasiaTebulia Tqveni bavSvi. gTxovT, waikiTxoT TiToeuli debuleba da
SemoxazoT is pasuxi, romelic yvelaze kargad aRwers Tqvens bavSvs bolo ramdenime Tvis ganmavlobaSi. airCieT
TiToeuli debulebis SemTxvevaSi arasodes (a), zogjer (z), xSirad (x) an TiTqmis yovelTvis (T). gTxovT,
TiToeul debulebas upasuxoT rac SeiZleba kargad, Tundac zogierTi pasuxi srulyofilad ar aRwerdes
Tqvens bavSvs. pasuxi arasodes ar niSnavs, rom bavSvi `arasodes iqceva ase~, aramed miuTiTebs, rom Tqven
arasodes daginaxavT misi aseTi qceva. gTxovT, ar datovoT arc erTi debuleba upasuxod.

a = arasodes z = zogjer x = xSirad T = TiTqmis yovelTvis

1. irCevs sando da mxardamWer megobrebs.

2. sakuTari Tavis Sesaxeb akeTebs damamcirebel 22. grZnobs, rom mSoblebi da/an sxva zrdasruli
gancxadebebs. adamianebi masze zrunaven.
3. meore wuTSi aviwydeba, ra unda gaakeTos. 23. hgonia, rom Tanatolebi mas ar moiwoneben da
4. mtkivneul gancdebs TavisTvis itovebs da ar miiReben.
gareT ar gamoaqvs. 24. amtkicebs, rom xedavs adamianebs an sagnebs,
5. damoukidebelia da SeuZlia Tavi aaridos cud romlebic iq ar arian.
situaciebs an saeWvo `megobrebs”. 25. cruobs, atyuebs sxvebs da aseT SemTxvevaSi
6. ar erideba safrTxisa da riskis Semcvel advilad imarTlebs Tavs.
qcevas. 26. hyavs megobrebi skolaSi.
7. saxlSi davalebebs simSvidiTa da 27. riskavs da arRvevs wesebs imisaTvis, rom
TavdajerebulobiT udgeba. gaerTos da mowyeniloba Tavidan aicilos.
8. sxvebi advilad abrazeben da aRizianeben. 28. kargad marTavs da akontrolebs emociebs.
9. ukeTesad iqceva, Tu jildos saxiT mas nebas 29. hyveba Ramis koSmarebsa da ZilTan
rTaven, rom megobars estumros. dakavSirebul sxva problemebze.
10. skolaSi wasvlis dros ar unda mSobelTan an 30. miuxedavad imisa, rom ar uWirs metyveleba,
meurvesTan droebiT ganSoreba. ver warmarTavs saubars socialur
11. saxlis rutinuli saqmeebis mimarT iCens situaciebSi.
pasuxismgeblobas. 31. ar miaCnia avtoritetebad mSoblebi da/an
12. naklebi interesiTa da xalisiT erTveba gavleniani pirebi da ar emorCileba maT.
urTierTobebSi. 32. cxovrebaSi gamoucdia warmateba.
13. kargad iqceva, Tu jildod iRebs saTamaSoebs, 33. tkbeba `pirvelobiT”, surs, rom Tanatolebze
video TamaSebs an axal tansacmels. STabeWdileba moaxdinos gamarjvebiT da
14. Relavs davalebis Sesrulebis dawyebisas. amisaTvis yvelafers gaakeTebs.
15. rodesac davalebis Sesrulebisas sirTuleebs 34. amtkicebs, rom xmebi mas eubnebian, ra
awydeba, Tavs ar anebebs. gaakeTos.
16. awuxebs paranoialuri azrebi (mag., eCveneba, 35. iyenebs dedmamiSvilebs an megobrebs Tavis
rom devnian, wamlaven da a.S.). sasargeblod an imisaTvis, rom valdebulebebi
Tavidan aicilos.
17. ver ewyoba Tanatolebs.
36. problemebis gadaWrisas SemoqmedebiTia.
18. skolaSi destruqciuli da agresiulia,
kargavs emociur kontrols. 37. Tanatolebisagan gansxvavebiT uCveulod da
ucnaurad iqceva.
19. ganicdis, rodesac bavSvebi wveulebaze ar
epatiJebian an jgufis wevrad ar irCeven. 38. hyavs megobrebi skolis gareT.
20. Cans, rom iseTive bednieri da 39. mudmivi moZraobiT, mujlugunebiT, CqmetiTa
TviTdajerebulia, rogoric misi da ybedobiT xels uSlis sxva moswavleebs.
dedmamiSvilebi an Tanatolebi. 40. mSvidi da gawonasworebulia.
21. siaxleebi aSinebs. 41. imedgacruebis gamosaxatavad sagnebs texs an
isvris.
(gagrZeleba)
gafrTxileba! nebarTvis gareSe am formis aslis gadaReba warmoadgens saavtoro uflebebis darRvevas.
 instruqciebi: ar dagaviwydeT, rom moniSnoT yvela pasuxi calke mocemul pasuxebis bukletSi.

a = arasodes z = zogjer x = xSirad T = TiTqmis yovelTvis

42. ara ojaxis wevri mozrdili adamianisagan 65. advilad Riziandeba da ucruvdeba imedebi.
(magaliTad, maswavleblis an mwvrTnelisagan) 66. SeuZlia problemebis efeqtianad mogvareba.
miRebuli dadebiTi ukukavSiri mas motivacias
67. arRvevs mSoblebis mier dadgenil wesebs
umaRlebs.
(magaliTad, unebarTvod iRebs saxlidan
43. ar moswons wesebi, arRvevs maT, uaryofs nivTebs an ar brundeba saxlSi droulad).
avtoritetebs da ar emorCileba.
68. yvelanairad cdilobs Tavi aaridos iseT
44. avlens nakleb enTuziazmsa da emocias. saqmeebs, romlebic ar moswons (magaliTad,
45. komunikabeluria da SeuZlia sxvas oTaxis dasufTaveba, umcrosi dedmamiSvilis
daxmarebisaTvis mimarTos. movla da a.S.)
46. wuxs warsulSi momxdar SemTxvevebze, 69. SeuZlia mozrdilebTan da TanatolebTan
romlebmac SiSi mohgvara. ndobaze agebuli urTierTobis damyareba.
47. zedmetad eWviania sxvebis mimarT. 70. Cagravs sxvebs garTobis mizniT da amiT
48. kargad iqceva, roca ajildoeben iseTi amayobs.
nugbariT, rogoric aris kanfeti, Cifsebi, 71. aRelvebuli male wynardeba.
gaziani sasmeli an pica. 72. uWirs cudisa da kargis garCeva.
49. atyuebs sxvebs an arRvevs wesebs imisaTvis, 73. dasjis SiSiT ukeTesad iqceva.
rom gaimarjvos.
74. sakuTari garegnobisa da higienis mimarT
50. warmatebebisa da warumateblobebis mizezs nakleb interess amJRavnebs.
sakuTar TavSi xedavs da SeuZlia amis
75. megobrad da mxardamWerad hyavs mozrdili
kontroli.
adamiani.
51. yoveldRiur movlenebze, rogorc
76. Tanatolebis mimarT mtrulad aris
katastrofebze, ise reagirebs.
ganwyobili.
52. qcevis gamo skolidan gamogdebuli iyo an iq
77. aqvs SiSebi da sxva sawuxari, romelTa
misvla akrZaluli hqonda.
Sesaxebac ar SeuZlia an ar unda saubari.
53. mniSvnelobas aniWebs, miiReben Tu ara mas
78. fizikurad vnebs sakuTar Tavs (magaliTad,
Tanatolebi da moswonT Tu ara.
iseravs sxeuls).
54. imedgacruebis dros arRvevs wesebs da
79. yuradRebis mipyrobas cdilobs ucnauri,
impulsurad moqmedebs.
gamomwvevi qceviTa da emociurobiT.
55. rodesac sxvebi mis sivrceSi iWrebian, is
80. xSirad fiqrobs TviTdazianebasa da
fizikurad saWiroze metad ixevs ukan.
TviTmkvlelobaze.
56. iketeba sakuTar TavSi, TviTdestruqciulia
81. SeuZlia sxvebTan stabiluri urTierTobis
da/an axirebulad iqceva.
damyareba.
57. hyavs vinme masze ufrosi, romelic, rogorc
82. CarTulia iseT aqtivobebSi, rogorebicaa
mentori, ise iqceva.
sporti an saklubo saqmianoba, romlebic mas
58. zogierT moqmedebas mravaljer imeorebs siamovnebis da/an warmatebis gancdas aniWebs.
(magaliTad, gamudmebiT Tlis fanqars).
83. fiqrobs, rom is ukeTesia im bavSvebze,
59. Zalian unda hyavdes megobrebi. romlebic wesebs emorCilebian.
60. uyvars Cxubi da amayobs agresiuli qceviT 84. moqmedebs fuladi jildosTvis.
maSinac ki, roca es gaumarTlebelia.
85. aqvs sulieri an religiuri rwmena-
61. ukeTesad iqceva maSin, rodesac jildod iRebs warmodgenebi, romlebic mas exmareba
Tavisuflebis. sirTuleebis atanasa da daZlevaSi.
62. ucnaurad da araadekvaturad aRiqvams 86. emuqreba an aRizianebs sxvebs gamomwvevi
movlenebs. moqmedebiT.
63. pataraobidanve Tavs grZnobs daculad da 87. dedmamiSvilebsa da Tanatolebze metad
Tavdajerebulia. amJRavnebs wuxils.
64. roca agznebulia, unda misce dro 88. siamovnebas iRebs TamaSiT an sxva
dasamSvideblad da Seakavo. gasarTobebiT.

2
89. roca SfoTavs, iwyebs Cxubs, rom Tavi aaridos yoveldRiur saqmeebsa da saSinao davalebas.
(gagrZeleba)
instruqciebi: ar dagaviwydeT, rom moniSnoT yvela pasuxi calke mocemul pasuxebis bukletSi.

a = arasodes z = zogjer x = xSirad T = TiTqmis yovelTvis

90. advilad brazdeba, feTqebadia. 112. saxlSi aqvs mniSvnelovani qceviTi da/an
91. urTierTobebSi Tanatolebisgan gariyulia. emociuri xasiaTis problemebi.
92. iniciativiania da ar sWirdeba saqmeSi 113. morcxvoba xels uSlis megobrebis SeZenaSi.
waqezeba. 114. aqvs akviatebuli azrebi (magaliTad,
93. ganzrax cdilobs sxvebis gaRizianebasa da mudmivad fiqrobs: `me unda davibano
gabrazebas. xelebi”).
94. mozrdilebis mimarT mtruli damokidebuleba 115. organizebulia rutinuli saqmeebis da/an
aqvs. saSinao davalebis Sesrulebisas.
95. kargad iqceva, roca jildod gareT gasvlis 116. skola moswons mxolod imitom, rom aqvs
nebas rTaven. urTierTobebis saSualeba.
96. ar awuxebs danaSaulis gancda an sindisis 117. amtkicebs, rom esmis xmebi, romlebic
qenjna. sinamdvileSi iq ar aris.
97. bolTas scems, cqmutavs, wrialebs da erT 118. dedmamiSvilebisa da/an Tanatolebisagan
adgilze ver Cerdeba. gansxvavebiT, cudad iqceva.
98. sjera fantaziebis an ararsebuli sagnebisa da 119. uWirs iyos organizebuli.
movlenebis. 120. metismetad agresiuli xdeba, rodesac sxvebi
99. Caidina iseTi danaSauli, romelmac mis sivrces ikaveben.
problemebi Seuqmna Tanamdebobis pirebTan. 121. ubeduri Cans.
100. ainteresebs samyaro. 122. TanatolebTan TamaSsa da urTierTobebs
101. nerviulobas da SfoTavs, rac xels uSlis Tavs aridebs.
mas yoveldRiur saqmianobaSi. 123. Tavisi asakis Sesaferisad iqceva.
102. miiCnevs, rom avtoritetebi (magaliTad, 124. aqvs ZilTan dakavSirebuli problemebi.
maswavleblebi an policia) usamarTloebi da 125. situaciis araadekvatur emociebs amJRavnebs.
sulelebi arian da ar imsaxureben
126. SezRudvebsa da wesebs kargad egueba.
pativiscemas.
127. frTxilia da ar endoba sxvebs.
103. Tavs aridebs TanatolebTan saubars.
128. Tanatolebis `aRiarebis~ mosapoveblad
104. qceviTi problemebis gamo skolidan saxlSi
gaurbis akademiur warmatebas.
urekaven.
129. uWirs naTqvamis damaxsovreba.
105. yoveldRiurobisagan iRebs siamovnebas da
mis mimarT interess amJRavnebs. 130. mkveTrad ecvleba guneba-ganwyobileba.
106. roca imedgacruebuli an dadardianebulia, 131. SeiZleba skolaSi cudad swavlobs, magram
afuWebs sakuTar nivTebs. niWieria da exerxeba sxvadasxva saqmianoba.
107. uCivis gulis frials, Tavbrusxvevasa da 132. TiTqos ar ismens, roca elaparakebian.
gulis xuTvas. 133. usafuZvlod mSiSaraa mozrdilebTan.
108. kargad iqceva privilegiebis mosapoveblad 134. kargad iqceva imisaTvis, rom jildo miiRos
(magaliTad, televizoris yureba, (magaliTad, kinoSi, sportul RonisZiebebze
internetiT sargebloba, musikis mosmena an an sayidlebze wasvla).
video TamaSebiT garToba). 135. naRvliani, depresiuli an uimedo Cans.
109. xatavs suraTebs, romelTa Sinaarsic 136. aforiaqebulia, roca skolaSi an sxva
ukavSirdeba ngrevis, agresiisa da sikvdilis RonisZiebebze wasasvlelad emzadeba.
Temebs.
137. problemebi aqvs TanatolebTan urTierTobis
110. aqvs civi, ugulo damokidebuleba sxva damyarebisas.
adamianebis uflebebisa da grZnobebis
138. ar anaRvlebs sxvisi grZnobebi.
mimarT.
111. usmens, roca mSoblebi an sxva mozrdilebi
elaparakebian.
3
139. mudmivad nerviulobs, rom ubedureba 141. xSirad uCivis fizikur tkivils (magaliTad,
moxdeba (magaliTad, axlo megobris an Tavis, muclis tkivili), maSin, roca amis
ojaxis wevris sikvdili). realuri safuZveli ar aqvs.
140. advilad iRebs gadawyvetilebebs.
(gagrZeleba)

instruqciebi: ar dagaviwydeT, rom moniSnoT yvela pasuxi calke mocemul pasuxebis bukletSi.

a = arasodes z = zogjer x = xSirad T = TiTqmis yovelTvis

142. arasakmarisad aqvs ganviTarebuli 164. imgvarad iqceva, rom masTan urTierTobisas
socialuri unareb-Cvevebi. SeiZleba stresul mdgomareobaSi aRmoCnde.
143. Cans, rom aqvs adekvaturi TviTSefaseba. 165. hgonia, rom is aris unariani da kargad
144. Zalisxmevis miuxedavad, uWirs fokusireba. SeuZlia saqmis gakeTeba.
145. gansacdelis dros sxvebs adanaSaulebs da ar
iRebs pasuxismgeblobas sakuTar Tavze.
146. ar icis, rogor SeiZinos megobrebi.
147. rodesac aRelvebulia, sakuTar TavSi 166. urTierToba aqvs bavSvebis iseT jgufTan an
iketeba da advilad feTqdeba. `bandasTan”, romlebic problemebs qmnian.
148. cudi an gulgasatexi faqtis Semdeg SeuZlia 167. zedmetad damokidebulia mozrdilebze.
Zalebis aRdgena. 168. miuxedavad imisa, rom cudad iqceva,
149. daundobeli da sastikia cxovelebis mimarT. TviTkmayofili da Tavmomwonea. fiqrobs,
150. laparakobs, rom is uaryofili an rom `gansakuTrebulia”.
arasasurvelia. 169. dainteresebulia xelovnebis iseTi
151. sxvadasxva garemoSi aReniSneba qceviTi, nimuSebiT, musikiT da/an sakiTxavi masaliT,
socialuri da/an emociuri problemebi. romelTa mTavari Tema sikvdilia.
152. Sinagani ZafebiT dakavSirebulia ojaxTan 170. kargad iqceva, rodesac mSobeli hpirdeba,
da/an sxva mozrdil adamianebTan, romlebic rom masTan gaatarebs dros da erTad
exmarebian (magaliTad, maswavleblebTan). gansakuTrebul rames gaakeTeben.
153. zedmetad Relavs da uWirs damSvideba. 171. aklia energia.
154. iqceva ise, rom sxvebi `gaacuros~ an 172. dasWirda mkurnaloba (hospitalizacia
imisaTvis, rom sargebeli naxos. fsiqiatriul saavadmyofoSi, mkurnaloba
dRis stacionarSi da/an fsiqiatrTan
155. urTierTobebisas SfoTavs da/an
konsultacia).
arakomfortulad grZnobs Tavs.
173. cdilobs gamowvevebTan SeWidebas.
156. aqvs adamianebis araadekvaturi, gamrudebuli
xedva. 174. iparavs, raTa sargebeli naxos da ara
realuri saWiroebisTvis an yuradRebis
157. TanatolebTan konfliqtebs agvarebs
misaqcevad.
laparakiTa da saqmis sityvieri `garCeviT~.
175. misi qceva dedmamiSvilebTan da/an
158. uWirs yuradRebis koncentracia.
TanatolebTan SedarebiT yovelTvis `zed-
159. gaurbis yoveldRiur riskebs maSinac ki, metobiT~, gadaWarbebulobiT xasiaTdeba.
roca SeuZlia maTTan gamklaveba.
176. umizezod tiris.
160. rodesac kargad moqcevas sTxoven, brazdeba
177. aqvs iumoris grZnoba, romelic mas exmareba
da Tavs icavs.
problemebis atanasa da daZlevaSi.
161. iyenebs problemis daZlevis araefeqtian
178. ar ainteresebs megobrebis SeZena da
strategiebs (magaliTad, Tavs ityuebs, rom
SenarCuneba.
problema saerTod ar arsebobs).
179. Cans, rom awuxebs sakuTari garegnoba.
162. laparakobs iseT raRaceebs, romlebic azrs
moklebulia. 180. aris Zlieri adamiani da ara zedmetad
`rbili”, anu mowyvladi am asakisaTvis.
163. imdenad aris fokusirebuli erT an or
raRacaze, rom es xels uSlis swavlasa da 181. uWirs mozrdilebTan urTierToba.
urTierTobebSi.

4
182. aqvs SfoTvis periodebi, romelTa gamoc
Tavs aridebs skolas an sxva saqmianobebs.
183. dedmamiSvilebisa da/an Tanatolebisagan
gansxvavebiT, misi azrovneba alogikuria.
184. midis riskze da arRvevs wesebs, raTa
gamoxatos mozrdili adamianebisa an
SezRudvebis mimarT daumorCilebloba.
185. moqnilia da ar awuxebs gegmebis
moulodneli cvlilebebi.

5
6
 HTWTYPBF

y& kfphbtdfc^ v& vfybfc^ u& vfhbc^ f& vjcbsbc^ f& njhjy]fsbc^ '& njhjy]fsbc lf '&
ithdfibsbc cf[tkvsqdfytkjpt @fk,f'j,bc 'tjhbf lf vf'tvfnbrehb cnfnbcnbrf
trjyjvbcnt,bcf'dbc#

fk,f'j,bc 'tjhbf lf vf'tvfnbrehb cnfnbcnbrf 'fyfvtlhjdt vf'tvfnb-

rehb vtwybtht,bc th'-th'b lblb lfhubf& vbcb c[dflfc[df vbvfh'ekt,t,b bvltyfl
vhfdfkathjdfyb lf dhwtkbf^ hjv chekb fqothbcf'dbc njvt,c cfzbhjt,c& fvbnjv
fv lfhubc cfaesdkt,bc ufcfwyj,fl cfzbhj [lt,f sbhb'flb vfcfkbc bvudfhfl
ufvj.jaf^ hjv bub [tkvbcfodljvb b.jc trjyjvbrehb afrekntnt,bc ,frfkfdht-
,bc^ vfubcnhfynt,bcf lf fcgbhfynt,bcf'dbc&
'fyfvtlhjdt trjyjvbrehb vtwybtht,bc ufydb'fht,f iteskt,tkbf
fk,f'j,bc 'tjhbbcf lf vf'tvfnbrehb cnfnbcnbrbc qhvf wjlybcf lf vbcb
fltrdfnehb ufvj.tyt,bc ufhtit& fvbc lfcnehfl^ rkfcbreh vfufkb't,c hjv 'fdb
lfdfyt,j'^ ufvjudflut,f xdtyib cek f[kf[fyc ufydb'fht,ekb f[fkb
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vt'jlt,bc itcofdkf trjyjvbcnc fh iteskbf fk,f'j,bc 'tjhbbcf lf
vf'tvfnbrehb cnfnbcnbrbc cfaesdkbfyb wjlybc ufhtit& cfhtwtypbj
cf[tkvsqdfytkjc sbhb'flb fvjwfyff vbcwtc trjyjvbrbc itvcofdktk' vfqfkb
ljybc cf[tkvsqdfytkj vij,kbeh tyfpt&
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cbfc lf lfyfh'c cnfnbcnbrehb w[hbkt,b'& obuybc cfth'j vjwekj,ff 662
udthlb& kbnthfnehbc cbf 88 lfcf[tkt,bcfufy itlut,f&
'tjhbekb vfcfkbc cfbkecnhfwbjl obuyib vjwtvekbf ueklfcvb'
ithxtekb vfufkb't,b fvj[cyt,b'eh' lf cfdfh]bij fvjwfyt,b&
obuybc gbhdtk–vtcfvt 'fdt,ib ufyb[bkt,f cnfnbcnbrehb th'j,kbj,bc
cb[ibht'f ufyfobkt,f^ lfuhjdbk cb[ibht'f aeymwbf (revekfnf)^ fuht'dt
cb[ibht'f ufyfobkt,bc hbw[db'b vf[fcbf't,kt,b% cfiefkj^ lbcgthcbf^ vtlbfyf^
vjlf^ dfhbfwbbc rjtabwbtynb& f[cybkbf cfiefkjcf lf vtlbfybc vuhsyj,bfhj,bc
cfrb'[b tmcnhtvfkehb lfrdbhdt,t,bc vbvfh'& lfvnrbwt,ekbf xt,bitdbc
enjkj,f^ hjvtkbw bsktdf ufhrdtek bynthdfkib vj[dtlhbkb lfrdbhdt,t,bc
afhlj,b'b cb[ibhbc mdtlf cfpqdfhc& ufy[bkekbf /bcnjuhfvf lf gjkbujyb&
itdybiyj'^ hjv fv 'fdt,bc f'dbct,bcf'dbc fh fhbc cfzbhj evfqktcb vf'tvfnbrbc
wjlyf lf bcbyb vrb'[dtkc efldbkt,ty fk,f'j,bc 'tjhbbcf lf vf'tvfnbrehb
cnfnbcnbrbc ufhrdtekb j,btmnt,bc yf'kfl ofhvjlutyfc&
vt-4–vt-8 'fdt,ib vrfabjl uflvjwtvekbf (egbhfntcfl lfvnrbwt,f'f
ufhtit) fk,f'j,bc 'tjhbbc tktvtynfhekb rehcb& vj.dfybkbf rjkvjujhjdbc
 2

fmcbjvt,b& ufycfpqdhekbf itv'[dtdb'b cblblt^ ufyfobkt,f lf vbcb hbw[db'b

vf[fcbf't,kt,b& xfvj.fkb,t,ekbf wtynhfkehb pqdfhb'b 'tjhtvf lfvjerblt-
,tkb lf th'yfbhfl ufyfobkt,ekb itv'[dtdb'b cblbltt,bcf'dbc& cfth'jl^ tc
'fdt,b cfwyj,fhj [fcbf'c fnfht,c&
vt-9 'fdib ufy[bkekbf cnfnbcnbrehb lfcrdyt,bc 'tjhbbc fk,f'ehb
cfaesdkt,b& vj.dfybkbf itv'[dtdb'b ithxtdbc vrfwhb ufycfpqdhf& ufycfpqdhe-
kbf tvgbhbekb ufyfobkt,bc aeymwbf lf vbcb hbw[db'b vf[fcbf't,kt,b&
itcofdkbkbf fv vf[fcbf't,kt,bc 'dbct,t,b& ufhlf fvbcf^ yjhvfkehb ufyfobkt,bc
itv'[dtdfib vj.dfybkbf pjubth'b cnfnbcnbrbc ufyfobkt,bc rfyjyb&
itvltu 'fdib vjwtvekbf ufyfobkt,bc ewyj,b gfhfvtnhbc itafct,bc
xfeyfwdkt,kj,bc (uflfeflubkt,flj,bc)^ sfkvjcbkt,bcf (sfklt,ekt,bc) lf
tatmnehj,bc ufycfpqdht,t,b& vj.dfybkbf hfj-rhfvthbc enjkj,f& ufy[bkekbf
ewyj,b gfhfvtnht,bc itafct,f'f fut,bc vt'jlt,b% lfcf]thj,bc vfmcbvevbc^ vjvty-
n'f lf χ2-bc vbybvevbc vt'jlb& vj.dfybkbf bynthdfkehb itafct,bc ufycfpqdht,f
lf fut,ekbf ylj,bc bynthdfkt,b yjhvfkehb gjgekfwbbc cfiefkjcf lf
lbcgthcbbcf'dbc (fuht'dt ,thyekbc cmtvfib ofhvfnt,bc fk,f'j,bcf'dbc)&
vt-11–vt-12 'fdt,ib vj.dfybkbf ufdhwtkt,ek cnfnbcnbreh /bgj'tpf'f
xfvjyf'dfkb& vj.dfybkbf ytbvfy-gbhcjybc ktvf evskfdhtcb rhbnthbevbc fut,bc
itcf[t,& chekfl fhbc uflvjwtvekb yjhvfkehb gjgekfwbbc gfhfvtnht,bcf'dbc
/bgj'tpf'f itvjovt,bc ghjwtleht,b hjujhw th'b^ bct jhb lfvjerblt,tkb
ithxtdbcf'dbc& ufy[bkekbf fuht'dt ewyj,b fk,f'j,bc itcf[t, /bgj'tpf'f
itvjovt,bc fvjwfyf ,thyekbc cmtvfib& itvj'fdfpt,ekbf jhb lfvjerblt,tkb
yjhvfkehb gjgekfwbbc cfiefkj'f c[dfj,bcf lf lbcgthcbf'f afhlj,bc itcf[t,
/bgj'tpf'f itvjovt,bcf lf ylj,bc bynthdfkt,bc fut,bc ghjwtleht,b& ufy[bke-
kbf fuht'dt jhfvjrhtabfyb fvjwfyt,b ofhvfnt,f'f fk,f't,bc c[dfj,t,bcf'dbc
lf fvjwfyt,b lfo.dbkt,ek vjyfwtv'f cfiefkjt,bc c[dfj,t,bcf'dbcfw&
vt-13 'fdib itcofdkbkbf fhfgfhfvtnhekb 'fy[vj,bc rhbnthbevt,b% χ2-
rhbnthbevb (vfhnbdb lf h'ekb /bgj'tpt,bc itvjovt,bcf'dbc) lf rjkvjujhjd-
cvbhyjdbc rhbnthbevt,b& vj.dfybkbf fv rhbnthbevt,bc itlfht,f& ybiyt,bcf lf
hfyuj,hbdb rhbnthbevt,bc utythfkehb th'j,kbj,bc hbw[db'b vf[fcbf't,kt,bc
itcf[t, /bgj'tpt,bc itvjovt,bcf'dbc ufy[bkekbf vt-14 'fdib &
vt-15 'fdib itcofdkbkbf th'b gjgekfwbbc jhb c[dflfc[df ybiybc lfvjerb-
lt,kj,bcf lf hfvjltybvt gjgekfwbbc th'udfhjdyt,bc itcf[t, /bgj'tpt,bc itvj-
ovt,bc cfrb'[t,b& fm rhbnthbevbc cnfnbcnbrfl ufvj.tyt,ekbf χ2-bc fyfkjut,b&
vt-16 'fdb tsqdyt,f htuhtcbbcf lf rjhtkfwbbc gfhfvtnhekb itafct,bcf lf
ufhrdtekb nbgbc /bgj'tpt,bc itvjovt,bc cfrb't,c vfhnbd itv'[dtdt,ib& fm
ufy[bkekbf fuht'dt gfhfvtnht,bc itafct,bc evwbhtc rdflhfn'f ghbywbgb&
vhfdkj,b'b htuhtcbekb fyfkbpbc ohabdb vjltkb^ hjvtkbw ybiyfdc th'b
 3

lfvjrblt,ekb wdkflbc ghjuyjpbht,fc hfvjltybvt lfvjerblt,tkb wdkflbc

cfiefkt,b' lf ofhvjflutyc vfhnbdb htuhtcbekb fyfkbpbc eiefkj
ufypjuflt,fc^ ufy[bkekbf vt-17 'fdib& vjwtvekbf fv vjltkbc ewyj,b
gfhfvtnht,bc itafct,bcf lf vf' itcf[t, /bgj'tpt,bc itvjovt,bc cfrb'[t,b lf f&i&
vt-18 – 21-t 'fdt,b tsqdyt,f% 1) lbcgthcbekb fyfkbpbc th'afmnjhbfy lf
jhafmnjhbfy vjltkt,c* 2) lhjb' vorhbdt,c – nhtylbc^ wbrkehb rjvgjytynbc^
ctpjyehb dfhbfwbt,bcf lf itv'[dtdb'b dfhbfwbt,bc ufvj.jabc vt'jlt,c
(fqothbkbf ghjuyjpbht,bc vfhnbdb vt'jlt,b)* 3) byltmct,bc 'tjhbfc^ hjvtkcfw
lblb vybidytkj,f fmdc trjyjvbreh 'tjhbfib* 4) vjltkbht,bc cfrb'[t,c
(ufy[bkekbf c[dflfc[df nbgbc itv'[dtdb' cblblt'f vjltkbht,bcf lf byntu-
hfkbc ufvj'dkbc vjynt-rfhkjc vt'jlb)&
cf[tkvsqdfytkjc f[kfdc cnhemnehekb rfdibht,bc cmtvf lf hxtdt,b bvbc
'fj,fpt^ 'e hjujh eylf bmytc fhxtekb vfcfkf c[dflfc[df nbgbc rehct,bcf'dbc*
tctybf% vjcfvpflt,tkb rehcb^ hjvtkbw ,frfkfdht,bc'dbcff uf'dfkbcobyt,ekb^
sbhb'flb rehcb vfubcnhfynt,bcf lf fcgbhfynt,bcf'dbc lf cgtwbfkehb rehct,b
bubdt felbnjhbbcf'dbc& obuyb firfhfl gfce[j,c .dtkf lfcvek fvjwfyfc lf eahj
vtnbw^ bub ufvjflut,f 'db' vf'tvfnbrjct,cfw rb^ hjvkt,bw fh fhbfy ufyt,bd-
ht,ekb vij,kbeh tyfpt kbnthfnehbc cbvhfdkb'&
vfmdc hfvltybvt itybidyf%
1. obuyib fhbc rjhtmnehekb itwljvt,b^ hjvkt,bc yfobkj,hbd itcojht,ekb
bmyf xtvc vbth&
2. lfcf]thj,bc aeymwbbc vjwtvekb ufycfpqdhf fh vbvfxybf rjhtmnekfl& eylf
b.jc% abmcbht,ekb x-bcf'dbc L(x,θ)-c ^ θ∈Θ^ hjujhw θ-c aeymwbfc tojlt,f
lfcf]thj,bc aeymwbf&
3. lfvo.t,b vrb'[dtkbcf'dbc chekbfl ufeut,fhbf gfhfvtnhbc itafct,bc
vjst,ybc vfmcbvfkehb lfcf]thj,bc vt'jlbc itvjqt,f^ t&b& hfnjv eylf
∧
dtst,j' bct'b θ n ∈Θ^ hjvkbc'dbcfw L(x,θ) fqotdc vfmcbvfkeh vybidytkj,fc&
fvbc f[cyf fh fhbc cf[tkvsqdfytkjib&
4. rfhub bmyt,jlf cf[tkvsqdfytkjib vwbht ljpb' vj.dfybkb.j ufyfobkt,bc
cbvrdhbdbcf lf htuhtcbbc aeymwbbc itafct,bc 'fyfvtlhjdt vt'jlt,b^ vfhnbdb
'dbct,t,b'&
fvjwfyf^ hjvtkbw fdnjht,bc obyfit bluf^ b.j mfh'ek tyfpt fk,f'j,bc
'tjhbbcf lf vf'tvfnbrehb cnfnbcnbrbc rehcbc itlutyf trjyjvbrehb afrek-
ntnt,bc vfubcnhfynt,bcf lf fcgbhfynt,bcf'dbc^ hfw etzdtkfl ufyf[jhwbtktc&
obuyib vrfabjlff uflvjwtvekb 'fyfvtlhjdt fk,f'j,bc 'tjhbbcf lf vf'tvf-
nbrehb cnfnbcnbrbc ghbywbgekb cfrb'[t,b^ hfw vbpyfl bcf[fdc trjyjvbcnt,b-
cf'dbc fv lfhubc sbhb'flb cfrb'[t,bc bct' vbojlt,fc^ hjvtkbw vf' lft[vfht,f
 4

bvfib^ hjv itvlujv cgtwbfkehb cfrb'[t,bw itbcofdkjy& fvfc [tkc iteo.j,c

obuyib ufy[bkekb trjyjvbrehb ibyffhcbc vhfdfkb fvjwfyf&
ufyc[dfdt,b' .jabk cf,zj'f rfdibhib vbqt,ekb nhflbwbbcfufy^ cflfw
fk,f'j,bc 'tjhbbcf lf vf'tvfnbrehb cnfnbcnbrbc rehct,b botht,jlf fk,f-
'j,bc 'tjhbbc firfhf ljvbybht,bc ajypt lf [ibhfl fct'b ktmwbt,bc rb'[dbcfc
'db' cnfnbcnbrehb yfobkbc hfvltyflvt yjhvfkehb ofrb'[dfw rb dth [th[lt,j-
lf^ cfhtwtypbj obuyib fk,f'j,bc 'tjhbfc lfmdtvlt,fht,ekb hjkb fmdc lf vbcb
uflvjwtvf bafhukt,f egbhfntcfl sbhb'flb lt,ekt,t,b'f lf afmnt,b'^ fctdt
cfbkecnhfwbj vfufkb't,b'^ hjvkt,bw cfuybc ibyffhcj,hbd v[fhtc fqothty&
hjujhw cf[tkvsqdfytkjc fk,f'ehb yfobkbc^ bct cfre'hbd cnfnbc-
nbrehb yfobkbc vf'tvfnbrehb ljyt cfdct,b' gfce[j,c trjyjvbrehb afrekntnt-
,bcf'dbc fhct,ek ghjuhfvt,c lf^ hfw v'fdfhbf^ fh vjb'[jdc lfvfnt,b'b kbnt-
hfnehbc vjidtkbt,fc&
ufy[bkekb cfrb'[t,bc cbafh'jdb'f lf uflvjwtvbc vfythb' cf[tkvsqdf-
ytkj b'dfkbcobyt,c ufydb'fht,ek mdt.yt,ib fhct,ek nhflbwbt,c& fvltyfl cfdct-
,b' itcfskt,tkbf^ hjv bub ufvj.tyt,ekb bmyfc hjujhw th'-th'b hujkb trjyjvb-
rehb ufyf'kt,bc cfth'fijhbcj cnfylfhnt,b' vbqt,ekb ljybc vbcfqotdfl&
v'kbfyj,fib ofhvjlutybkb cf[tkvsqdfytkj gtlfujubehb lf vtwybthekb
'dfkcfphbcb' vfqfkb ljybcff lf bub etzdtkfl iteo.j,c [tkc cfmfh'dtkjib
trjyjvbrehb ufyf'kt,bc ufev]j,tct,fc& htwtyptynb vbtcfkvt,f vbc ufvjm-
dt.yt,fc&

b& ]fdf[bidbkbc cf[tkj,bc ',bkbcbc

cf[tkvobaj eybdthcbntnbc vtmfybrf-
vf'tvfnbrbc afrekntnbc fk,f'j,bc
'tjhbbcf lf vf'tvfnbrehb cnfnbcnbrbc
rf'tlhbc ufvut^ abpbrf-vf'tvfnbrbc
vtwybtht,f'f ljmnjhb^ ghjatcjhb /t& yflfhfbf/

ghjatcjh t& yflfhfbfc [tkvjothfc

dflfcneht, vtmfybrf-vf'tvfnbrbc afrek-
ntnbc ltrfyb^ abpbrf-vf'tvfnbrbc vtwybt-
ht,f'f ljmnjhb^ ghjatcjhb /k& pfv,f[bst/