You are on page 1of 24

მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“

centraluri tendenciis sazomebi

საშუალო aris mniSvnelobaTa jami gayofili mniSvnelobaTa saerTo raodeno-


baze. SerCevis saSualos aRniSnaven x simboloTi:
x1  x2  xn 1 n
x   xi ,
n n i 1
sadac n gviCvenebs mniSvnelobaTa saerTo raodenobas SerCevaSi.
Tu SerCevaSi x1 monacemis sixSirea f1 , x2 monacemis sixSirea f 2 , da a. S.
xk monacemis sixSirea f k , maSin saSualo gamoiTvleba Semdegnairad:
f1 x1  f 2 x2      f k xk k k
x  ( f i xi ) /( f i ) .
f1  f 2      f k i 1 i 1
saSualos Tvisebebi:
1. monacemTa dakvirvebuli mniSvnelobebis saSualodan gadaxrebis jami nu-
n
lis tolia: (x  x)  0 .
i 1
i

n n
2. nebismieri a ricxvisaTvis: (x  x)  (x  a)
i 1
i
2

i 1
i
2
.

3. Tu arsebuli x1 , . . . , xn monacemebidan gadavalT axal y1  ax1  b , . . .


, yn  axn  b monacemebze (sadac a da b namdvil ricxvTa nebismieri wyvilia), maSin
1 n
y  y  ax  b .
n i 1 i
4. Tu x1 , . . . , xn da y1 , . . . , yn toli moculobis ori SerCevaa da gadavalT
axal SerCevaze z1  ax1  by1 , . . . , zn  axn  byn , maSin z  ax  by .
5. Tu x1 , . . . , xn da y1 , . . . , ym ori SerCevaa, maSin x1 , . . . , xn , y1 , . . . , ym
gaerTianebuli SerCevis saSualo moicema formuliT:
n m
z
x y.
nm nm
mediana. davuSvaT, rom x1 , . . . , xn SerCevis elementebia, xolo x(1) , . . . , x( n)
ki – Sesabamisi variaciuli mwkrivia. mediana aRiniSneba x (an me ) simboloTi da
igi aigeba Semdegi wesiT:
x(n / 2)  x((n / 2)1)
x  x((n1)/ 2) , roca n kentia, da x , roca n luwia.
2
medianis Tvisebebi:
I. SerCevis mediana warmoadgens Semdegi gantolebis amoxsnas:
n

 sign(x  x)  0 ,
i 1
i

sadac signx  1, Tu x  0 ; sign0  0 da signx  1, Tu x  0 .


II. nebismieri a ricxvisaTvis adgili aqvs utolobas:
n n

| xi  x |  | xi  a | .
i 1 i 1

1
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
III. Tu arsebuli x1 , . . . , xn monacemebidan gadavalT axal z1  ax1  b , . . .
, zn  axn  b monacemebze (sadac a da b namdvil ricxvTa nebismieri wyvilia),
maSin: z  ax  b .
moda warmoadgens im mniSvnelobas SerCevidan, romelic yvelaze xSirad
gvxvdeba. zogjer amboben, rom moda aris yvelaze tipiuri SemTxveva. monacemTa
simravles SeiZleba hqondes erTi moda (roca erT monacems yvelaze meti sixSire
Seesabameba), erTze meti moda (roca ramodenime monacems erTidaigive da yvela
danarCenze meti sixSire Seesabameba) an saerTod ar hqondes moda (roca yvela
monacemi erTidaigive sixSiriTaa warmodgenili).

monacemTa gafantulobis sazomebi

gabnevis diapazoni warmoadgens SerCevis maqsimaluri (udidesi) da


minimaluri (umciresi) mniSvnelobebis sxvaobas. gabnevis diapazoni aRiniSneba R
asoTi. Sesabamisad, Tu x1,..., xn mocemuli n moculobis mqone SerCevaa (xolo
x(1) ,..., x(n) ki – Sesabamisi variaciuli mwkrivi), maSin:
R  max xi  min xi  x(n)  x(1) ,
1in 1in

sadac xn = max xi ( x(1)  min xi ) -- maqsimaluri (Sesabamisad, minimaluri) sididis


1in 1in

minacemia.
saSualedo monacemebis ganlagebisa da Sesabamisad, maTi gafantulobis Se-
saxeb informacias iZleva e. w. procentilebi (percenttiles).
procentilebi erTdroulad warmoadgens monacemTa ganlagebisa da maTi ga-
fantulobis sazoms. vTqvaT, P raime ricxvia, moTavsebuli 0-sa da 100-s Soris
0  p  100 . monacemTa simravlis P rigis procentili (ubralod P -procentili)
ewodeba iseT x p mniSvnelobas (sidides), romelsac gaaCnia Semdegi Tviseba: mo-
nacemTa araumetes P %-isa naklebia x p -ze da araumetes (100- P )%-isa metia x p -
ze.
miRebulia P ricxvis warmodgena P  100  saxiT, sadac 0    1 . magali-
Tad, Tu P =10-s, maSin   0.1 , Tu P =25-s, maSin   0.25 . Am SemTxvevaSi P -pro-
centilis gansazRvreba ase gamoiTqmis: x p iseTi ricxvia, rom erTdroulad
unda sruldebodes Semdegi ori utoloba:
N{xi : xi  x p }   n , N{xi : xi  x p }  (1   )n ,
sadac N{xi : } simboloTi aRniSnulia im dakvirvebebis raodenoba,
romelTaTvisac sruldeba ori wertilis Semdeg moTavsebuli Tviseba. P  100 
procentili aris  -kvantilis ( F ganawilebis  -kvantili x ganimarteba
Semdegnairad: x  min{x : F ( x)  }) SerCeviTi analogi.
simartivisaTvis, qvemoT Cven vigulisxmebT, rom variaciuli mwkrivi
mkacrad zrdadi mimdevrobaa: x(1)  x(2)    x(n) .
SeniSvna. Tu variaciul mwkrivSi monacemebi meordeba, nacvlad raodeno am
N{xi : xi  x p } (Sesabamisad, N{xi : xi  x p } ) unda daviTvaloT raodenoba im
poziciebis, romelic moTavsebulia x p -is poziciix marcxniv (Sesabamisad,
marjvniv)). am SeTanxmebis gaTvaliswinebiT, procentilis cneba advilad gavr-
celdeba dajgufebuli monacemebis SemTxvevaSi.
2
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
advili misaxvedria, rom mediana warmoadgens 50-procentils.
Tu P  100  , maSin medianis analogiurad P -procentilis ( x p -s) ga-
mosaTvleli gamosaxuleba iqneba:
x p  x([n ]1) , roca n ar aris mTeli ricxvi, da
x(n )  x( n 1)
xp  , roca n mTeli ricxvia
2
(ukanasknel SemTxvevaSi, iseve rogorc medianis dros, P -procentili calsaxad
ar ganimarteba. mis rolSi SesaZlebelia aviRoT nebismieri ricxvi ( x(n ) , x(n )1 )
intervalidan. amitom Tanxmdebian, rom P -procentili vuwodoT am intervalis
Suawertils).
Tu mocemulia n moculobis x1,..., xn SerCeva, maSin SerCeviTi dispersiis
analizuri gamosaxuleba Semdegia:
1 n
sn2  [( x1  x)2  ( xn  x)2 ]  ( xi  x)2 .
1
n n i 1
SerCeviTi dispersia SeiZleba gadaiweros gamoTvlebisaTvis moxerxebuli
ufro martivi formiT:
1 n 2
sn2  
n i 1
xi  ( x)2 .
SevniSnavT, rom SerCeviTi dispersia warmoadgens populaciis dispersiis em-
piriul analogs, romelic dakvirvebaTa ricxvis usasrulod zrdisas miiswrafis
populaciis dispersiisaken.
mosaxerxebelia gafantulobis odnav modificirebuli sazomis ganxilva, ro-
melsac Sesworebul SerCeviT dispersias uwodeben:
1 n 1 n 2
 [ xi  n( x)2 ] .
n 2
sn'2  sn  ( x  x) 2

n 1 n 1 i 1 i
n 1 i 1
SeniSvna. aRsaniSnavia, rom SerCeviTi saSualo warmoadgens populaciis saS-
ualos saukeTeso Sefasebas (kerZod, igi warmoadgens e.w. Caunacvlebel Sefaseb-
as), maSin rodesac SerCeviTi dispersia ar warmoadgens populaciis dispersiis
saukeTeso Sefasebas, is e.w. Canacvlebuli Sefasebaa. imisaTvis, rom miiRon Cauna-
cvlebeli Sefaseba n -s cvlian n  1 -iT (Caunacvlebloba gulisxmobs Semdegs: mi-
uxedavad imisa, rom sxvadasxva SerCevis mixedviT gamoTvlili parametris Sefa-
seba sazogadod sxvadasxva Sedegs iZleva, is saSualod emTxveva parametris
WeSmarit mniSvnelobas).
SevniSnoT, rom Tu populaciis  saSualo cnobilia, maSin SerCeviTi dis-
persia ganisazRvreba formuliT
1 n
sn2  
n i1
( xi   )2 ,
ucnobi saSualos SemTxvevaSi ki  -s nacvlad unda visargebloT SerCeviTi
x saSualoTi, magram rogorc cnobilia (saSualos meore Tviseba):
n n

( xi  x)2  (xi  )2 ,


i 1 i 1

anu xi -ebi ufro axlosaa x -Tan, vidre  -sTan. amis sakompensaciod sn'2 -is for-
mulaSi n -is nacvlad gamoiyeneba n 1.

3
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
SerCeviTi dispersiis Tvisebebi:
I. Tu arsebuli x1,..., xn monacemebidan SevqmniT axal monacemebs yi  axi  b ,
i  1,..., n , maSin s  a s da s  a s .
2
y
2 2
x
'2
y
2 '2
x

II. Tu x1,..., xn da y1 ,..., ym ori SerCevaa, maSin gaerTianebuli SerCevisaTvis


x1,..., xn , y1,..., ym SerCeviTi dispersia da Sesworebuli SerCeviTi dispersiebi
gadaiTvleba Semdegnairad:
n 2 m 2 mn
s2 
sx  sy  ( x  y)2 da
m n m n (m  n) 2

n 1 '2 m 1 '2 mn
s'2  sx  sy  ( x  y)2 .
m n mn (m  n 1)(m  n)
(im kerZo SemTxvevaSi, roca m  n da x  y , gaerTianebuli SerCevis SerCeviTi
dispersia iqneba Tavidan aRebuli SerCevebis SerCeviTi dispersiebis saSualo
ariTmetikuli: s2  (sx2  sy2 ) / 2 ).
rogorc vxedavT, SerCeviTi dispersiis ganzomileba udris dakvirvebaTa
ganzomilebis kvadrats. statistikoss xSirad esaWiroeba gafantulobis iseTi
sazomi, romelic imave erTeulebSi izomeba, rac sawyisi monacemebi. aseTi sazomi
miiReba SerCeviTi dispersiidan kvadratuli fesvis amoRebiT am as standartuli
gadaxra (standard deviation) an saSualo kvadratuli gadaxra (mean square deviation)
ewodeba.
standartuli gadaxra (Sesabamisad, Sesworebuli standartuli gadaxra)
warmoadgens ariTmetikul kvadratul fesvs SerCeviTi dispersiidan (Sesabamisad,
Sesworebuli SerCeviTi dispersiidan)
s   s2
(Sesabamisad, s'   s'2 ).
SeniSvna: Sesworebuli standartuli gadaxris nacvlad ixmareba agreTve
termini SerCeviTi (SerCevis) standartuli gadaxra.
SemdgomSi SerCeviTi dispersiisa da standartuli gadaxris gamosaTvlelad
gamoiyeneba SedarebiT moxerxebuli formulebi, romlebic maTematikurad
eqvivalenturia zemoTmoyvanili formulebis, magram ar saWiroebs saSualos
winaswar gamoTvlas. am formulebs uwodeben SerCeviTi dispersiisa da standar-
tuli gadaxris Semoklebul formulebs da maT aqvT Semdegi saxe:
n n

 xi2  [( xi )2 / n]
s'2  i 1 i 1
-- SerCeviTi dispersia,
n 1
n n

 xi2  [( xi )2 / n]
s'  i 1 i 1
-- SerCeviTi standartuli gadaxra.
n 1
k
sazogadod, Tu xi monacemis sixSirea f i ( i  1,2,...,k ) da f
i 1
i  n , maSin

1 k 1 k
sn2    f i ( xi  x) 2 an sn2    f i xi 2  x .
2

n i 1 n i 1
k k
  f i ( xi  x) 2 an sn'2    f i xi 2 
n 2 1 1 n 2
sn'2  sn  x .
n 1 n  1 i 1 n  1 i 1 n 1

4
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
დაწყვილებული მონაცემები, კორელაცია, რეგრესიის წრფე

ama Tu im or maxasiaTebels (an or maCvenebels) Soris kavSiris Seswavlis


mizniT am maxasiaTeblebis dakvirvebuli mniSvnelobebis simravle warmovadginoT
wyvilebis Semdegi simravlis saxiT: ( x1 , y1 ), ( x2 , y2 ) , . . . , ( xn , yn ) . am monacemebis mi-
xedviT ageben e. w. gabnevis diagramas Semdegi wesiT: sibrtyeze, koordinatTa ma-
rTkuTxa sistemaSi, moniSnaven wertilebs, romelTa koordinatebia ( xi , yi ) ,
i  1,2,..., n . gabnevis grafiki an gabnevis diagrama warmoadgens monacemTa mniSvne-
lobebis dalagebuli wyvilebis grafiks (diagramas), romelic gamoiyeneba or
sidides Soris arsebuli kavSiris dasadgenad.
1. dadebiTi wrfivi kavSiri arsebobs (gvaqvs) im SemTxvevaSi, rodesac wer-
tilebi daaxloebiT lagdeba (Tavmoyrilia, koncentrirebulia) aRmavali swori
xazis irgvliv (midamoSi) da erTdroulad orive da sididis mniSvnelobebi
zrdadia. aseTi kavSiri gvaqvs maSin, rodesac sididis zrdasTan erTad izrdeba
sididec.
2. uaryofiTi wrfivi kavSiri arsebobs (gvaqvs) im SemTxvevaSi, rodesac wer-
tilebi daaxloebiT lagdeba (Tavmoyrilia, koncentrirebulia) daRmavali swori
xazis irgvliv. aseTi kavSiri gvaqvs maSin, rodesac sididis zrdasTan erTad
klebulobs sidide da piriqiT -- sididis klebasTan erTad izrdeba
sidide.
dadebiTi wrfivi kavSiri uaryofiTi wrfivi kavSiri

400 400
300 300
200 200
100 100
0 0
0 50 100 150 0 50 100 150

3. arawrfivi kavSiri arsebobs (gvaqvs) im SemTxvevaSi, rodesac wertilebi


daaxloebiT lagdeba (Tavmoyrilia, koncentrirebulia) arawrfivi (mrudi) xazis
(wiris) irgvliv. es damokidebuleba aRiwereba Sesabamisi wiris bunebiT.
4. ar aris kavSiri gvaqvs im SemTxvevaSi, rodesac wertilebi uwesrigodaa
mimofantuli, ar Cans rom isini raime wiris irgvlivaa koncentrirebuli.
arawrfivi kavSiri ar aris kavSiri

400 600
500
300 400
200 300
200
100 100
0 0
0 50 100 150 0 50 100 150

wirs, romelic aRwers kavSirs (damokidebulebas) da sidideebis mni-


Svnelobebs Soris misadagebis wiri ewodeba. am wiris povnis sakiTxebs swavlobs
maTematikuri statistikis nawili, romelsac regresiuli analizi ewodeba. aq
mxolod SevniSnavT, rom wiris mosaZebnad iyeneben e. w. umcires kvadratTa
5
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
meTods, romlis Tanaxmadac iZebneba iseTi wiri y  f ( x) , romlisTvisac
sruldeba piroba:
n
gamosaxuleba [ y  f (x )]
i 1
i i
2
aRwevs Tavis minimums,

anu wiri, romlidanac damoukidebeli sididis dakvirvebuli xi mniSvnelobebis


Sesabamisi dakvirvebuli yi mniSvnelobebis Teoriuli f ( xi ) mniSvnelobebisagan
vertikaluri gadaxrebis kvadratebis jami minimaluria.
Tu magaliTad, sidideebs Soris gvaqvs wrfivi kavSiri, maSin bunebrivia mi-
sadagebis wiri veZeboT wrfiv funqciebs Soris, anu f ( x)  ax  b . wrfivi funqciis
moZebna niSnavs a da b koeficientebis povnas. umcires kvadratTa meTodis
Tanaxmad unda vipovoT iseTi a da b koeficientebi, rom gamosaxulebam --
n

( y  ax  b)
i 1
i i
2
miiRos Tavisi minimaluri mniSvneloba. funqciis eqstremumis povnis

wesis Tanaxmad, aRniSnuli gamosaxuleba unda gavawarmooT rogorc a -s, ise b -s


mimarT, miRebuli warmoebulebi gavutoloT nuls da amovxsnaT miRebuli
gantolebaTa sistema a da b -s mimarT. sabolood, miviRebT, rom:
n n n n n n n
n( xi yi )  ( xi )  ( yi ) ( yi )  ( xi2 )  ( xi )  ( xi yi )
a i 1
n
i 1
n
i 1
da b  i 1 i 1
n
i 1
n
i 1
,
n( x )  ( xi )
2
i
2
n( x )  ( xi )
2
i
2

i 1 i 1 i 1 i 1
kovariaciis koeficientis SemoRebis Semdeg advilad davinaxavT, rom:
cov(X , Y )
a da b  y  ax .
S X2
miRebul wrfes regresiis wrfe ewodeba.
korelaciis koeficienti, gamoTvlili monacemTa SerCevis mixedviT, warmoad-
gens or sidides Soris wrfivi damokidebulebis xarisxisa da mimarTulebis
sazoms. SerCeviTi korelaciis koeficienti aRiniSneba r asoTi, xolo populaci-
is mixedviT gamoTvlili korelaciis koeficienti aRiniSneba berZnuli  (ro)
asoTi.
Tavdapirvelad ganvmartoT SerCeviTi kovariaciis koeficienti. or da
sidides Soris kovariaciis koeficienti aRiniSneba simboloTi da
ganimarteba Semdegi TanafardobiT:
,
sadac x da y aris Sesabamisad da sidideebis SerCeviTi saSualo (
, ).
SerCeviTi korelaciis koeficienti moicema Semdegi TanafardobiT:
.

kovariaciis koeficientis gamosaTvlelad moxerxebulia visargebloT Se-


mdegi eqvivalenturi da gamartivebuli formuliT:
.

6
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
Tu mocemulia monacemTa ori simravle x1,..., xn da y1 ,..., yn , maSin monacemTa
axali zi  xi  yi ( i  1,..., n ) simravlisaTvis SerCeviTi dispersia ase gamoiTvleba:
sz2  sx2  sy2  2cov( x, y) (Tu cov( x, y)  0 , maSin sz2  sx2  sy2 ). analogiurad,
sz'2  sx'2  s'2y  2cov' ( x, y) , sadac
1 n

n
cov' ( x, y)  ( xi  x)( yi  y)  cov( x, y) .
n 1 i 1 n 1
korelaciis koeficientis mniSvneloba moTavsebulia -1-sa da 1-s Soris. Tu
or sidides Soris adgili aqvs mkacrad dadebiT wrfiv damokidebulebas , maSin
r -is mniSvneloba axlosaa +1-Tan. Tu or sidides Soris adgili aqvs mkacrad
uaryofiT wrfiv damokidebulebas, maSin r -is mniSvneloba axlosaa -1-Tan. rode-
sac or sidides Soris ara gvaqvs wrfivi damokidebuleba, an am sidideebs Soris
susti kavSiria, maSin r -is mniSvneloba axlosaa 0-Tan.
korelaciis koeficientis pirdapiri gamoTvlisaTvis (roca winaswar ar aris
gamoTvlili sidideebis saSualo da standartuli gadaxra) iyeneben Semdeg
formulas:
n n n
n( xi yi )  ( xi )  ( yi )
r i 1 i 1 i 1 ,
n n n n
[n( x )  ( xi ) ] [n( y )  ( yi ) ]
2
i
2 2
i
2

i 1 i 1 i 1 i 1
sadac n monacemTa wyvilebis raodenobaa.

namravlis principi

Tu pirveli obieqtis SerCeva SesaZlebelia n sxvadasxva gziT da TiToeu-


li am SesaZleblobisaTvis meore obieqtis SerCeva SesaZlebelia m sxvadasxva
gziT, maSin obieqtTa wyvilis SerCeva SesaZlebelia nm sxvadasxva gziT.
pirveli tipis obieqtebi iyos a1, a2 ,...,an , meore tipis ki b1, b2 ,...,bm . amovwe-
roT yvela wyvili, sadac pirveli wevria a1 , Semdeg yvela wyvili sadac pirve-
li wevria a2 , da a. S. yvela wyvili sadac pirveli wevria an :
(a1, b1) , (a1, b2 ) , . . . , (a1, bm )
(a2 , b1) , (a2 , b2 ) , . . . , (a2 , bm )
. . . . . . . . . . . . . . . . . . .
(an , b1) , (an , b2 ) , . . . , (an , bm )
rogorc vxedavT, miviReTT matricis formis gamosaxuleba, sadac m stri-
qonia da n sveti. Sesabamisad aseTi wyvilebis raodenobaa mn .

wyoba

wyobebi – es aris т elementiani kombinaciebi п gansxvavebuli elementis mqo-


ne simravlidan, romelebic erTmaneTisagan gansxvavdeba an elementebis Semadgen-
lobiT an elementebis ganlagebis rigiT. Апт  n!/(n  m)!.
n elementiani simravlidan pirveli obieqtis SerCeva SesaZlebelia
n  n  1 1 gansxvavebuli gziT, mas Semdeg rac SeirCa pirveli obieqti meore
obieqtis SerCeva SesaZlebelia n  1  n  2  1 gansxvavebuli gziT, da a. S. me- m -e
(# m ) obieqtis SerCeva SesaZlebelia n  m  1 gansxvavebuli gziT. amitom, namrav-
7
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
lis principis Tanaxmad, n elementiani simravlis dalagebul т elementiani qve-
simravleTa raodenoba iqneba:
n!
Anm  n(n  1)(n  2)    (n  m  1)  .
(n  m)!
gadanacvlebebi – es aris kombinaciebi, romlebic Sedgenilia mocemuli п
elementiani simravlis yvela п elementisagan da erTamaneTisagan ganxsvavdeba
mxolod elementebis ganlagebis rigiT: Pn  Ann  n!

jufdeba

jufdebebi – es aris п elementiani simravlis т elementiani (daulagebeli)


qvesimravleebi. Спт  п!/(т!(п  т)!) .
aviRoT n elementiani simravlis yvela т elementiani qvesimravle, maTi rao-
denoba aRvniSnoT simboloTi Cnm . Tu axla TiToeul т elementian simravleSi
movaxdenT yvela SesaZlo gadanacvlebebs (rac raodenoba Seadgens Pm  m!-s), mi-
viRebT, rom n elementiani simravlis yvela dalagebul т elementian qvesimrav-
leTa raodenoba iqneba Cnm  m!. meores mxriv, es raodenoba aris wyoba Anm . Sesa-
bamisad, cxadia, rom Cnm  m!  Anm . saidanac gvaqvs:
Am n!
Cnm  n  .
m! m!(n  m)!

albaTobis ganmartebebi

Tu  -s nebismier elementarul xdomilebas i Seesabameba garkveuli ricxve-


bi pi  P(i ) , romlebic akmayofilebs pirobebs: 0  pi  1 da  p  1 , maSin am
i i

ricxvebs ewodebaT i elementaruli xdomilebebis albaTobebi. P( A) :  P( ) .i A i

Tu P(i )  const da |  |  , vRebulobT albaTobis klasikur ganmartebas:


P( A) | A | / |  | .
xdomilebis statistikur albaTobad iTvleba am xdomilebis fardobiTi six-
Sire WN ( A)  M / N (sadac N – cdaTa saerTo ricxvia, М ki – A xdomilebis moxde-
naTa ricxvi) an masTan axlos myofi ricxvi (maTematikurad zusti formulireba
aseTia: P( A)  lim WN ( A) ).
N 
geometriuli albaToba. Tu L monakveTze SemTxveviT agdeben wertils, maSin
albaToba imisa, rom agdebuli wertili daecema l  L monakveTze: P | l | / | L | .
analogiuri ganmarteba gvaqvs sibrtyeze da sivrceSi.

sawinaaRmdego xdomilebis albaToba

P( A)  1  P( A) .
cxadia, rom A  A   da A  A   . amitom uTavsebad xdomilebaTa jamis
albaTobis formulis Tanaxmad vwerT

8
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
1  P()  P( A  A)  P( A)  P( A) ,
saidanc gvaqvs: P( A)  1  P( A) .
pirobiTi albaTobis formula
A xdomilebis pirobiTi albaToba pirobaSi, rom adgili hqonda B xdomi-
lebas aRiniSneba P( A | B) (an PB ( A) ) simboloTi da
P( A | B) : P( A  B) / P(B) , Tu P(B)  0 .
Tvisebebi:
0  P( A | B)  1;
A B =Ø  P( A | B)  0 ;
B  A  P( A | B)  1;
Tu Ai  Aj  Ø, roca i  j , maSin: P[(  A ) | B]  i1 P( Ai | B) ;
n n
i 1 i

P( A | B)  1  P( A | B) ;
P( A  B)  1  P( A  B) ;
P( A  B)  1  P( A  B) ;
P[( A  B) | C]  P( A | C)  P(B | C)  P[( A  B) | C] ;
P[( A \ B) | C]  P( A | C)  P[( A  B) | C] .
namravlis albaTobis formula
P( A  B)  P( A)  P(B | A)  P(B)  P( A | B) .
P( A  B  C)  P( A)  P(B | A)  P[C | ( A  B)] .
sazogadod:
P( A1  A2  An )  P( A1 )  P( A2 | A1 )  P( An | A1  An1 ) .

sawinaaRmdego xdomilebis pirobiTi albaToba

P( A | B)  1  P( A | B) .
pirobiTi albaTobis ganmartebisa da sxvaobis albaTobis formulis
gamoyenebiT advilad davrwmundebiT, rom:
P( A  B) P(B \ A)
P( A | B)   
P(B) P(B)
P(B)  P( A  B) P( A  B)
  1  1  P( A | B) .
P(B) P(B)

sxvaobis albaTobis formula (kerZo SemTxveva)

Tu A  B , maSin P(B \ A)  P(B)  P( A) .


cxadia, rom am SemTxvevaSi adgili aqvs warmodgenas B  A  (B \ A) , amitom
uTavsebad xdomilebaTa jamis albaTobis formulis Tanaxmad vwerT
P(B)  P( A)  P(B \ A) ,
saidanc gvaqvs: P(B \ A)  P(B)  P( A) .

sxvaobis albaTobis formula (zogadi SemTxveva)

nebismieri A da B xdomilebebisaTvis samarTliania: P(B \ A)  P(B)  P( A  B) .

9
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
sxvaoba B \ A warmovadginoT iseT sxvaobad, sadac maklebi qvesimravlea
saklebis. cxadia, rom adgili aqvs warmodgenas B \ A  B \ ( A  B) , amitom kerZo
SemTxvevaSi sxvaobis albaTobis formulis Tanaxmad vwerT
P(B \ A)  P[B \ ( A  B)]  P(B)  P( A  B) .

jamis albaTobis formula

nebismieri A da B xdomilebebisaTvis samarTliania:


P( A  B)  P( A)  P(B)  P( A  B) .
gaerTianeba A B warmovadginoT uTavsebad xdomilebaTa gaerTianebis sa-
xiT. cxadia, rom adgili aqvs warmodgenas A  B  A  (B \ A) , amitom uTavsebad
xdomilebaTa jamis albaTobis formulis Tanaxmad vwerT P( A  B)  P( A)  P(B \ A) .
Tu axla visargeblebT, sxvaobis albaTobis formuliT P(B \ A)  P(B)  P( A  B) ,
maSin gasagebia, rom
P( A  B)  P( A)  P(B)  P( A  B) .

sruli albaTobis formula A, A sruli sistemisaTvis

P(B)  P( A)P(B | A)  P( A)P(B | A) .


vinaidan, A  A   da A  A   , amitom B cxadia, rom nebismieri xdomileba
warmoidgineba gaerTianebis saxiT: B  ( A  B)  ( A  B) . Sesabamisad, uTavsebad
xdomilebaTa jamis albaTobis formulis Tanaxmad vwerT
P(B)  P( A  B)  P( A  B) . meores mxriv, namravlis albaTobis formulis Tanaxmad
gvaqvs: P( A  B)  P( A)P(B | A) da P( A  B)  P( A)P(B | A) . yovelive zemoTTqmulis gae-
rTianebiT miviRebT, rom:
P(B)  P( A)P(B | A)  P( A)P(B | A) .

baiesis formula

P( A)P(B | A)
P( A | B)  .
P(B)
P( A  B)
davweroT pirobiT albaTobis formula P( A | B)  da namravlis
P(B)
albaTobis formula P( A  B)  P( A)P(B | A) . maTi gaerTianebiT miviRebT baiesis
formulas:
P( A)P(B | A)
P( A | B)  .
P(B)

damoukideblobis ori ganmartebis ekvivalenturoba

1) P( A | B)  P( A) ; 2) P( A  B)  P( A)P(B) .
a) vTqvaT, P( A | B)  P( A) . maSin pirobiTi albaTobis ganmartebis Tanaxmad
P( A  B)
gvaqvs  P( A) , saidanac gvaqvs: P( A  B)  P( A)P(B) .
P(B)
10
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
b) vTqvaT, P( A  B)  P( A)P(B) . maSin pirobiTi albaTobis ganmarteba
P( A  B) P( A)  P(B)
gvaZlevs: P( A | B)    P( A) .
P(B) P(B)

erToblivad damoukidebloba

xdomilebaTa erTobliobas A1 , A2 ,...,An ewodeba wyvil-wyvilad damoukidebeli


Tu: P( Ai  Aj )  P( Ai )  P( Aj ), i  j .
xdomilebaTa erTobliobas A1 , A2 ,...,An ewodeba erToblivad damoukidebeli
Tu  k  n , i1  i2    ik : P( Ai1  Ai2      Aik )  P( Ai1 )  P( Ai2 )    P( Aik ) .
davuSvaT, vagdebT sam monetas. SemoviRoT xdomilebebi:
A1 -- pirveli da meore moneta daeca erTi da igive mxareze;
A2 -- meore da mesame moneta daeca erTi da igive mxareze;
A3 -- pirveli da mesame moneta daeca erTi da igive mxareze.
advili Sesamowmebelia, rom aqedan nebismieri ori xdomileba damoukide-
belia, xolo samive erTad damokidebulia, vinaidan Tu Cven gvecodineba rom ma-
galiTad, A1 da A2 moxda, maSin Cven zustad viciT, rom A3 agreTve moxda.

ganmeorebiTi cdebi. bernulis formula

ganvixiloT erTi da igive eqsperimentebis seria, romlebic tardeba erTi


da igive pirobebSi erTmaneTisagan damoukideblad (nebismieri eqsperimentis Se-
degi damoukidebelia danarCeni eqsperimentebis Sedegebisagan). amasTanave, yovel
konkretul eqsperimentSi (elementaruli xdomilebebis rolSi) Cven ganvasxva-
vebT mxolod or Sedegs: garkveuli A xdomilebis moxdena (romelsac pirobi-
Tad “warmatebas” uwodeben) da misi ar moxdena -- A (e. i. A xdomilebis sawina-
aRmdego xdomilebis moxdena, romelsac “marcxs” uwodeben), ase rom A  A   .
A xdomilebis moxdenis albaToba nebismieri eqsperimentisaTvis mudmivia da
tolia P( A)  p , sadac 0  p  1. Sesabamisad, P( A)  1  P( A)  1  p : q ( p  q  1 ).
davuSvaT, Catarda n damoukidebeli eqsperimenti, romelsac Cven ganvixi-
lavT rogorc erT rTul eqsperiments. yoveli eqsperimentis Sedegs Cven warmo-
vadgenT n -eulebis saxiT, sadac TiToeul adgilze davwerT an A -s an A -s imis
mixedviT moxda A Tu A . magaliTad, ori eqsperimentis SemTxvevaSi SesaZlebe-
lia 22  4 Sedegi: AA, AA, AA, AA ( A xdomileba moxda orjer, A xdomileba
moxda pirvel da ar moxda meore eqsperimentSi, A xdomileba ar moxda pirvel
da moxda meore eqsperimentSi, A xdomileba ar moxda orjer). sami eqsperimen-
tis SemTxvevaSi mosalodnelia 23  8 Sedegi:
AAA, AAA, AAA, AAA, AAA, AAA, AAA, AAA .
da a. S. n eqsperimentis yvela SesaZlo Sedegs (sul iqneba 2 n Sedegi) Seesaba-
meba n asos mimdevroba A , A im rigiT ra mimdevrobiTac Segvxvdeba es xdomi-
lebebi n eqsperimentSi, magaliTad, AAAA    A .
vinaidan eqsperimentebi damoukidebelia, amitom n eqsperimentis TiTeuli
SesaZlo Sedegis albaToba gamoiTvleba Sesabamis eqsperimentebSi A da A

11
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
xdomilebebis albaTobebis gadamravlebiT. ase magaliTad, zemoT dawerili
SedegisaTvis (imis gaTvaliswinebiT, rom yovel eqsperimentSi P( A)  p da
P( A)  q ) miviRebT albaTobas:
P( A)P( A)P( A)P( A)    P( A)  pqqp   q .
cxadia, rom Tu daweril SedegSi aso A Segvxvda x , da Sesabamisad, aso
A gvxvdeba ( n  x )-jer, maSin aseTi Sedegis albaToba iqneba: p x q n x ,
damoukideblad imisgan ra TanmimdevrobiTaa ganlagebuli n -eulSi x aso A da
n  x aso A . sami eqsperimentis rva SesaZlo SedegisaTvis am gziT daTvlili
albaTobebi iqneba:
P( AAA)  p 3 , P( AAA)  P( AAA)  P( AAA)  p 2 q ,
P( AAA)  P( AAA)  P( AAA)  pq2 da P( AAA)  q3 .
aRvniSnoT P3 (i) simboloTi albaToba imisa, rom sam eqsperimentSi A xdo-
mileba Segvxvda (moxda) zustad i -jer. maSin Sedegs -- sam eqsperimentSi A
xdomileba arc erTxel ar Segvxvda ( A xdomileba moxda 0-jer) aqvs albaToba
P3 (0)  P( AAA)  q 3 . A xdomileba moxda zustad erTjer ganxorcieldeba Tu
moxda romelime Semdegi sami variantidan: AAA an AAA an AAA, romelTagan
TiTeulis alba-Tobaa pq 2 . amitom albaTobaTa jamis kanonis Tanaxmad:
P3 (1)  P( AAA)  P( AAA)  P( AAA)  3q 2 p .
analogiurad,
P3 (2)  P( AAA)  P( AAA)  P( AAA)  3qp2 .
da, bolos, P3 (3)  P( AAA)  p3 .
vnaxoT, risi tolia am albaTobebis jami. gvaqvs:
P3 (0)  P3 (1)  P3 (2)  P3 (3)  q3  3q 2 p  3qp2  p3  (q  p)3  13  1 ,
rac bunebrivia asec unda yofiliyo, vinaidan Cven ganvixileT albaTobebis jami
im xdomilebebis, romlebic qmnian xdomilebaTa srul sistemas: A xdomileba
sam eqsperimentSi aucileblad moxdeba an 0-jer, an 1-jer, an 2-jer, an 3-jer.
Tu axla Pn (x) simboloTi aRvniSnavT albaTobas imisa, rom n eqsperimentSi
A xdomileba (warmateba) Segvxvda (moxda) x -jer, maSin analogiuri msjelobiT,
miviRebT e. w. bernulis formulas:
n! n(n  1)    (n  x  1) x nx
Pn ( x)  Cnx p x q nx  p x q n x  p q . (1)
x!(n  x)! x!
marTlac, n eqsperimentis iseT SedegTa raodenoba, romlebic Caiwerebian
x aso A da n  x aso A -s sxvadasxva kombinaciiT, toli iqneba jufdebaTa
ricxvis n -dan x , vinaidan nebismieri aseTi n -euli savsebiT ganisazRvreba, Tu
n adgilidan amovarCevT zustad x adgils aso A -saTvis, xolo danarCen n  x
adgils davtovebT aso A -saTvis. magram x nomeris amorCeva n adgilidan
SesaZlebe-lia swored Cnx sxvadasxva gziT, radganac jgufebi Sedgenili nom-
rebisagan, rigiTobisagan damoukideblad, unda gansxvavdebodnen erTi mainc
elementiT.
ganmarteba. iseT k0 ricxvs, romlis Sesabamisi albaToba Pn (k0 ) udidesia
Pn (0) , Pn (1) ,..., Pn (n) albaTobebs Soris ualbaTesi ricxvi ewodeba.

12
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
ualbaTesi ricxvi gviCvenebs n damoukidebel cdaSi warmatebaTa ra
raodenobaa yvelaze ufro mosalodneli.
ganvixiloT fardoba
ak  Pn (k  1) P (k )  (n  k ) p /[(k  1)q] .
n
advili dasanaxia, rom ak  1, roca k  np  q ; ak  1, roca k  np  q da ak  1 , roca
k  np  q . saidanac cxadia, rom ualbaTesi ricxvi warmoadgens Semdegi uto-
lobis mTel amonaxsns:
np  q  k0  np  p .

binomialuri ganawileba da misi ricxviTi maxasiaTeblebi

binomialuri ganawileba parametrebiT n da p aRiniSneba simboloTi


nk
Bi(n, p) da ganimarteba: P{Bi(n, p)  k}  C p (1  p) , k  0,1,...,n .
k
n
k

bernulis ganawileba parametriT p aRiniSneba simboloTi Bern( p) da ganim-


arteba: P{Bern( p)  k}  p k (1  p)1k , k  0,1. advili dasanaxia, rom:
EBern( p)  0  (1  p)  1 p  p ,
DBern( p)  E(Bern( p))2  (EBern( p))2  EBern( p)  p 2  p  p 2  p(1  p) .
vatarebT erTidaigive cdas n -jer erTmaneTisagan damoukideblad. cdis
erT-erTi Sedegis (aRvniSnoT is pirobiTad A -Ti) moxdenis albaTobaa p , anu
P( A)  p , P( A) 1  p . binomialuri kanoniT ganawilebuli iqneba SemTxveviTi sid-
ide, romelic aRniSnavs n cdaSi A xdomilebis moxdenaTa raodenobas.
meores mxriv, Bi(n, p) SeiZleba warmovadginoT n cali damoukidebeli bern-
ulis Bern( p) i SemTxveviTi sididis jamis saxiT, sadac Bern( p) i  1 , Tu i -ur cdaSi
moxda A xdomileba da Bern( p)i  0 winaaRmdeg SemTxvevaSi. amitom damoukidebel
SemTxveviT sidideTa mimdevrobi jamis lodinisa da dispersiis Tvisebis ZaliT:
EBi(n, p)  EBern( p)1      EBern( p) n  p      p  np ,

n jer
DBi(n, p)  DBern( p)1      DBern( p) n  
p(1
p)
  
 
p(1 p)  np(1  p) ,

n jer
MoBi(n, p)  [(n  1) p] , MeBi(n, p)  [np] .

geometriuli ganawileba da misi ricxviTi maxasiaTeblebi

geometriuli ganawileba parametriT p aRiniSneba simboloTi Geo( p) da gan-


imarteba: P{Geo( p)  k}  pqk 1 , k  1,2,3....
Tu visargeblebT usasrulod klebadi geometriuli progresiis jamis gam-
osaTvleli FformuliTa da krebadi mwkrivis gawarmoebis wesiT, gveqneba:
    1 q  q 1
EGeo( p)   kpqk 1  p  kqk 1  p  (q k )'q  p(  q k )'q  p(
q '
)q  p  .
k 1 k 1 k 1 k 1 1 q (1  q) 2 p
1
DGeo( p)  EGeo( p) 2  (EGeo( p))2  EGeo( p)(Geo( p)  1)  EGeo( p)  ( ) 2 
p

13
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
  '  1  ( 1 ) 2  pq( 
  k (k  1) pqk  1   ( ) 2  pq  (q k )'qq
1 1 '  1  ( 1 )2 
 q k )'qq
k 1 p p k 1 p p k 1 p p
q '' 1 1 1 q  q ' 1 1 2 2(1  q) 1 1 2 q
 pq( ) qq   ( ) 2  pq( ) q   ( )  pq  ( )  ,
1 q p p (1  q) 2 p p (1  q) 4 p p p2
1
MoGeo( p)  1 , MeGeo( p)  [ ]
log 2 (1  p)
vatarebT erTidaigive cdas erTmaneTisagan damoukideblad. cdis erT-erTi
Sedegis (aRvniSnoT is pirobiTad A -Ti) moxdenis albaTobaa p , anu P( A)  p ,
P( A) 1  p  q . geometriuli kanoniT ganawilebuli iqneba SemTxvevii sidide, ro-
melic aRniSnavs im cdis nomers, romelSic pirvelad moxdeba A xdomileba.

puasonis ganawileba da misi ricxviTi maxasiaTeblebi

puasonis ganawileba parametriT  aRiniSneba simboloTi Po( ) da ganimart-


k
eba: P{Po()  k}  e , k  0,1, 2, ... .
k!

xm
Tu visargeblebT warmodgeniT ex   , maSin gveqneba:
m0 m!

 k  k  k 1
EPo( )   k e   e   k  e    e  e   .
k 0 k! k 1 k! k 1 (k  1)!
DPo()  EPo()2  (EPo())2  EPo()(Po() 1)  EPo()  2 
 k  k
  k (k  1) e     2   k (k  1) e     2 
k 0 k! k 2 k!
  k 2
 2e      2  2e  e    2   .
k 2 (k  2)!
1 0.02
MoPo()  []  1 , MePo()  [   ].
3 
e. i. puasonis ganawilebis rogorc maTematikuri lodini, ise dispersia to-
lia am ganawilebis  parametris.
puasonis ganawileba adeqvaturi modelia im xdomilebebisaTvis, romlebic:
• xdebian SemTxveviT sivrceSi an droSi;
• xdebian cal-calke (erTdroulad moxdena ar SeiZleba);
• xdebian damoukideblad, da
• xdebian mudmivi intensivobiT (xdomilebaTa raodenoba mocemul drois
intervalSi am intervalis sigrZis proporciulia).

normaluri ganawileba da misi ricxviTi maxasiaTeblebi

Tu SemTxveviTi sididis ganawilebis simkvrive moicema formuliT


( xa)
2
f ( x) 
1
e 2 2 ,
2 

14
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
sadac a nebismieri ricxvia, xolo  dadebiTi ricxvi, maSin am SemTxveviTi sid-
ides ewodeba normaluri (anu gausis) kanoniT ganawilebuli SemTxveviTi sidide
parametrebiT a da  2 da aRiniSneba simboloTi N (a, 2 ) (Tu a  0 da  2  1 , maS-
in Sesabamis ganawilebas ewodeba standartuli nrrmaluri ganawileba da aRin-
iSneba simboloTi N (0,1) ). N (a, 2 ) -is ricxviTi maxasiaTeblebia:
EN(a, 2 )  MoN(a, 2 )  MeN(a, 2 )  a , DN(a, 2 )   2 .
2
aRvniSnoT x ap, simboloTi N (a, 2 ) –is p rigis kvantili (Sesabamisad. x 0p,1
2
iqneba N (0,1) –is p rigis kvantili). samarTliania Tanafardoba x ap,    x 0p,1  a
2
( x 0p,1  ( x ap,  a) /  ).

eqsponencialuri ganawileba da misi ricxviTi maxasiaTeblebi

Tu SemTxveviTi sididis ganawilebis simkvrive moicema formuliT


0, x  0,
f ( x)   x
e , x  0,
sadac  dadebiTi ricxvia, maSin am SemTxveviTi sidides ewodeba eqsponencial-
uri (anu maCvenebliani) kanoniT ganawilebuli SemTxveviTi sidide parametriT 
da aRiniSneba simboloTi Exp() . Exp() -s ganawilebis funqcias aqvs saxe:
0, x  0,
F ( x)  
Exp( ) 1  e x , x  0.
Exp() -is ricxviTi maxasiaTeblebia:
1 1 ln 2 ln(1  p)
E(Exp())  , D(Exp())  2 , Me(Exp())  , Mo(Exp())  0 , x p   .
   
Tanabari ganawileba da misi ricxviTi maxasiaTeblebi

Tu SemTxveviTi sididis ganawilebis simkvrive moicema formuliT


 1
 , x  [a, b],
f ( x)  b  a
0, x  [a, b],
sadac a da b ( a  b ) nebismier ricxvebia, maSin am SemTxveviTi sidides ewodeba
Tanabari kanoniT ganawilebuli SemTxveviTi sidide [a, b] segmentze da aRiniSneba
simboloTi U ([a, b]) . U ([a, b]) -s ganawilebis funqcias aqvs saxe:
0, x  a,
 x  a
FU ([a,b]) ( x)   , x  [a, b],
b  a
1, x  b.
U ([a, b]) -s ricxviTi maxasiaTeblebia:
ab (a  b) 2
EU([a, b])  MeU([a, b])  , DU ([a, b])  , x p  a  p(b  a) .
2 12

15
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“

SemTxveviTi sididis intervalSi moxvedris albaToba

a) Tu mocemulia diskretuli tipis SemTxveviTi sididis ganawilebis ka-


noni pk  P{ :  ()  xk } , maSin misi a, b intervalSi moxvedris albaToba gamoi-
Tvleba:
P{ :  ()  a, b}   P{ :  ()  xk } ;
xk  a, b
b) Tu mocemulia uwyveti tipis SemTxveviTi sididis ganawilebis funqcia
F ( x) : P{ :  ()  x}, maSin misi a, b intervalSi moxvedris albaToba gamoi-
Tvleba:
P{ :  ()  a, b}  F (b)  F (a) .
marTlac,
a) cxadia, rom xdomileba { :  ()  a, b} warmoidgineba uTavsebadi
{ :  ()  xk } xdomilebebis gaerTianebis saxiT
{ :  ()  a, b}   { :  ()  xk } .
xk  a, b
amitom uTavsebad xdomilebaTa jamis albaTobis formulis Tanaxmad
gvaqvs:
P{ :  ()  a, b}  P(
 { :  ()  xk })   P{ :  ()  xk } ;
xk  a, b xk  a, b
b) cxadia, rom xdomileba { :  ()  a, b} warmoidgineba xdomilebaTa
sxvaobis saxiT:
{ :  ()  a, b}  { :  ()  (, b} \ { :  ()  (, a)} ,
roca a, b intervali marcxnidan Caketilia (Sesabamisad,
{ :  ()  a, b}  { :  ()  (, b} \ { :  ()  (, a]} ,
roca a, b intervali marcxnidan Riaa). orive SemTxvevaSi ( F (x) uwyvetobis
ZaliT), sxvaobis albaTobis formula gvaZlevs saZiebel Tanafardobas:
P{ :  ()  a, b}  F (b)  F (a) .

kavSiri ganawilebis kanonsa da ganawilebis funqcias Soris

a) Tu mocemulia diskretuli tipis SemTxveviTi sididis ganawilebis ka-


noni pk  P{ :  ()  xk } , maSin misi ganawilebis funqcia iqneba:
F ()  P{ :  ()  x}   P{ :  ()  xk } ;
xk  x
b) Tu mocemulia diskretuli tipis SemTxveviTi sididis ganawilebis funq-
cia F ( x) : P{ :  ()  x} , maSin misi ganawilebis kanoni iqneba:
pk  P{ :  ()  xk }  F ( xk )  F( xk  0)  F( xk )  F( xk  1) ,
anu albaToba imisa, rom SemTxveviTi sidide miiRebs Tavis konkretul mniSvne-
lobas tolia am mniSvnelobaze ganawilebis funqciis naxtomis sididis (sadac
igulisxmeba, rom SemTxveviTi sididis mniSvnelobebi dalagebulia zrdadobis
mixedviT: x1  x2     da F ( x0 )  0 ).
marTlac,

16
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
a) cxadia, rom xdomileba { :  ()  x} warmoidgineba uTavsebadi
{ :  ()  xk } xdomilebebis gaerTianebis saxiT { :  ()  x}   { :  ()  xk } . amitom
xk  x
uTavsebad xdomilebaTa jamis albaTobis formulis Tanaxmad gvaqvs:
P{ :  ()  x}  P{  ( :  ()  xk )}   P( :  ()  xk )   pk .
xk  x xk  x xk  x
1
b) aRvniSnoT An : { :  ()  x  } . maSin Tu visargeblebT TanafardobiT
n
 1
 { :  ()  x  }  { :  ()  x}, albaTobis uwyvetobis Tvisebis Tanaxmad davask-
n1 n
vniT, rom:
 1 1 1
P{ :  ()  x}  P(  { :  ()  x  })  lim P({ :  ()  x  })  lim F ( x  )  F ( x  0) .
n1 n n n n n
amitom, vinaidan
{ :  ()  xk }  { :  ()  x } \ { :  ()  x }  { :  ()  x } \ { :  ()  x
( } ), sxvaobis
k k k k 1
albaTobis formulis saSualebiT, vrwmundebiT, rom:
pk  P{ :  ()  xk }  P{ :  ()  xk }  P{ :  ()  xk }  F ( xk )  F ( xk  0) : F( xk )
(an
p  P{ :  ()  xk }  P{ :  ()  x }  P{ :  ()  x }  F(x )  F(x ) : F ( x ) ).
k k k 1 k k 1 k

ganawilebis funqciis araklebadoba

ganawilebis funqcia araklebadia: Tu x '  x '' , maSin F ( x ' )  F ( x '' ) .


marTlac, Tu x '  x '' , maSin xdomileba { :  ()  x'} iwvevs xdomilebas
{ :  ()  x'' } , amitom gvaqvs:
F(x' )  P{ :  ()  x'}  P{ :  ()  x''}  F(x'' ) .

ganawilebis funqciis marjvnidan uwyvetoba

1
ganawilebis funqcia uwyvetia marjvnidan: F ( x)  F ( x  0) : lim F ( x  ) .
n n
visargebloT e.w. albaTobis uwyvetobis TvisebiT: Tu {An }n1 xdomilebaTa
klebadi mimdevrobaa An  An1 , maSin adgili aqvs Tanafardobas

lim P( An )  P(  An ) .
n n1
1
aRvniSnoT An : { :  ()  x  }, maSin Tu gaviTvaliswinebT, rom
n
 1
 { :  ()  x  }  { :  ()  x} , advilad davrwmundebiT ganawilebis funqciis ma-
n1 n
rjvnidan uwyvetobaSi:
1 1  1
F ( x  0) : lim F ( x  )  lim P{ :  ()  x  }  P(  { :  ()  x  })  P{ :  ()  x}  F ( x)
n n n n n1 n

17
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
kavSiri organzomilebian ganawilebis kanonsa da marginalur ganawilebis
kanonebs Soris

a) Tu mocemulia organzomilebiani ganawilebis kanoni


pi, j  P{ :  ()  xi , ()  y j } , maSin marginaluri ganawilebis kanoni, magaliTad
 SemTxveviTi sididisaTvis iqneba: p  P{ :  ( )  x }   pi, j ;
i i
j
b) Tu  da  damoukidebeli SemTxveviTi sidideebia, maSin pi, j  pi  q j ,
sadac q j  P{ :  ()  y j }. sazogadod, ki pi, j  pi  P{ :  ()  y j | ( :  ()  xi )} .
marTlac,
a) demorganis kanonisa da jamis albaTobis formulis ZaliT vRebulobT:
pi  P{  xi }  P{(  xi )  [(  y j )]}  P{[(  xi )  (  y j )]} 
j j
  P{(  xi )  (  y j )}   pi, j ;
j j
b)  da  SemTxveviT sidideebs ewodeba damoukidebeli, Tu nebismieri i, j -
saTvis damoukidebelia xdomilebebi: { :  ()  xi } da { : ()  y j } , anu
pi, j  P{ :  ()  xi ,()  y j }  P{ :  ()  xi }P{ : ()  y j }  pi  q j
.
sazogadod vsargeblobT namravlis albaTobis formuliT: P( AB)  P( A)P(B | A) da
vRebulobT:
pi, j  P{ :  ()  xi , ()  y j } 
 P{ :  ()  xi }P{ : ()  y j | ( :  ()  xi )}
.

damoukidebel SemTxveviT sidideTa namravlis lodinis formulis gamoyvana

Tu  da  damoukidebeli SemTxveviT sididebia, maSin maTi namravlis ma-


Tematikuri lodini TiToeulis maTematikuri lodinebis namravlis tolia:
E()  E  E .
damtkiceba. davuSvaT, rom  SemTxveviTi sididis mniSvnelobebia
x1, x2 ,..., xn , xolo  SemTxveviTi sidide ki Rebulobs mniSvnelobebs y1, y2 ,...,ym .
SemoviRoT xdomilebebi: Ai  {  xi } da B j  {  y j } . maSin cxadia, rom
Ai B j  {  xi ,  y j } . Sesabamisad, SemTxveviT sidideTa damoukideblobis ganmar-
tebis Tanaxmad: P( Ai B j )  P( Ai )P(B j ) . amitom maTematikuri lodinis ganmartebis
safuZvelze gvaqvs:
n m n m n m
E()   xi y j P( Ai B j )   xi y j P( Ai ) P( B j )  [ xi P( Ai )]  { y j P(B j )} 
i 1 j 1 i 1 j 1 i 1 j 1
n
 [ xi P( Ai )]  {E}  E  E .
i 1

dispersiis ori ganmartebis ekvivalenturoba

18
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
1) D  E(  E ) 2 ; 2) D  E 2  (E ) 2 .
lodinis Tvisebebis gamoyenebiT advilad davinaxavT, rom:
D  E(  E ) 2  E[ 2  2E  (E ) 2 ]  E 2  2E  E  (E ) 2  E 2  (E ) 2 .
dispersiis gamosaTvleli formulebi: Tu P(  xk )  pk , k  1,..., n , maSin:
n n n
1) D   ( xk  E )2 pk ; 2) D   xk 2 pk  (  xk pk )k .
k 1 k 1 k 1

kovariaciis ori ganmartebis ekvivalenturoba

lodinis Tvisebebis gamoyenebiT advilad davinaxavT, rom:


cov( ,)  E[(  E )(  E)]  E[     E   E  E  E] 
 E( )  E  E  E  E  E  E  E( )  E  E .
kovariaciis gamosaTvleli formulebi: Tu P(  xi )  pi , i  1,..., n ;
P(  y j )  q j , j  1,..., m ; P(  xi ,  y j )  pij , maSin:
m n
1) cov( ,)    ( xi  E )( y j  E) pij ;
j 1i 1
m n n m
2) cov( ,)    xi y j pij   xi pi   y j q j .
j 1i 1 i 1 j 1

SemTxveviT sidideTa jamisa da sxvaobis dispersia

a) zogadi SemTxveva D(  )  D  2 cov( ,)  D


b) Tu  da  damoukidebeli SemTxveviTi sidideebia, maSin maTi jamis an
sxvaobis dispersia TiToeulis dispersiebis jamia
D(  )  D  D .
damtkiceba. a) maSin maTematikuri lodinis Tvisebebis ZaliT, vRebulobT:
D(  )  E[(  )  E(  )]2  E[(  E )  (  E)]2 
 E[(  E ) 2  2(  E )(  E)  (  E) 2 ] 
 E(  E ) 2  2E[(  E )(  E)]  E(  E) 2  D  2 cov( ,)  D
b) Tu  da  damoukidebeli SemTxveviTi sidideebia, maSin cov( ,)  0 ,
amitom a) punqtis Tanaxmad gvaqvs: D(  )  D  D .

did ricxvTa kanoni

CebiSevis utoloba afasebs SemTxveviTi sididis gadaxras Tavisi maTemati-


kuri lodinidan. Tu  raime SemTxveviTi sididea, maSin nebismieri   0 ricxvi-
saTvis samarTliania utoloba: P(|   E |  )  D /  2 anu P(|   E |  )  1  D /  2 .
CebiSevis utoloba saSualebas iZleva davamtkicoT fundamenturi Sedegi,
romelic safuZvlad udevs maTematikur statistikas – e. w. did ricxvTa kanoni.
am Sedegis Tanaxmad SerCeviTi maxasiaTeblebi cdebis (eqsperimentebis) ricxvTa
zrdisas uaxlovdeba Teoriul maxasiaTeblebs, rac saSualebas iZleva ama Tu im

19
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
realuri movlenis albaTuri modelebis parametrebi SevafasoT cdebis mier mi-
Rebuli Sedegebis gamoyenebiT.
ganmarteba. amboben, rom SemTxveviT sidideTa mimdevroba 1, 2 ,... akmayofi-
lebs did ricxvTa kanons, Tu nebismieri dadebiTi  ricxvisaTvis samarTliania
Tanafardoba:
1  2  n
E1  E2  En
lim P{|  | }  1.
n n n
CebiSevis Teorema. Tu SemTxveviTi sidideebi 1, 2 ,... wyvil-wyvilad damouk-
idebelia ( Ei   ) da arsebobs iseTi ricxvi C , rom Di  C , i  1,2,... , maSin es mi-
mdevroba akmayofilebs did ricxvTa kanons.
damtkiceba. aRvniSnoT: n  (1   2       n ) / n . maSin cxadia, rom:
Dn  (D1  D 2      D n ) / n 2  (C
C
 


C) / n 2  nC / n 2  C / n .
n jer
amitom, CebiSevis utolobis Tanaxmad, gvaqvs:
P(| n  En |  )  1  Dn /  2  1  C / n 2  1, roca n   ,
anu samarTliania did ricxvTa kanoni.
bernulis Teorema. Tu 1, 2 ,... wyvil-wyvilad damoukidebeli bernulis
SemTxveviTi sidideebiaa ( P{i  k}  p k (1  p)1k , k  0,1), maSin es mimdevroba akma-
yofilebs did ricxvTa kanons, kerZod:
1   2       n P
 p , roca n   .
n
damtkiceba. rogorc cnobilia: EBern( p)  p , DBern( p)  p(1  p) . e. i. Sesrule-
bulia CebiSevis Teoremis pirobebi, sadac C  p(1  p) . amitom, imis gaviTvaliswi-
nebT, rom E n  (E1  E 2      E n ) / n  (
p  
p  

p) / n  p , CebiSevis Teoremis Tanaxm-
njer
ad, davaskvniT, rom bernulis Teorema samarTliania.

centraluri zRvariTi Teorema

did ricxvTa kanoni ar ikvlevs SemTxveviT sidideTa jamis ganawilebis


kanonis saxes. es sakiTxi Seiswavleba Teoremebis jgufSi, romlebsac centra-
luri zRvariTi Teorema ewodeba. es Teorema amtkicebs, rom SemTxveviT sidide-
Ta jamis ganawilebis kanoni, romelTagan calkeul Sesakrebs SeiZleba hqondes
gansxvavebuli ganawileba, uaxlovdeba normalurs SesakrebTa sakmaod didi
ricxvis SemTxvevaSi. amiT aixsneba normaluri ganawilebis kanonis uaRresad di-
di mniSvneloba praqtikul gamoyenebebSi.
Teorema. Tu 1, 2 ,... – damoukidebeli SemTxveviTi sidideebis mimdevrobaa,
erTidaigive ganawilebis kanoniT, maTematikuri lodiniT a da dispersiiT σ2, ma-
n
Sin п –is usasrulod zrdisas standartizebuli Sn  k jamis ganawilebis ka-
k 1
noni uaxlovdeba standartul normalur ganawilebis kanons:
S  na
lim P{ n  x}  ( x) ,
n  n
sadac (x) aris standartuli normaluri ganawilebis funqcia.

20
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
muavr-laplasis integraluri Teorema. Tu tardeba п damoukidebeli cda,
romelTagan TiToeulSi А xdomilebis moxdenis albaTobaa р, maSin cdaTa didi
ricxvis SemTxvevaSi, Tu amasTanave np  15 , samarTliania Tanafardoba:
b  np a  np
P{a  S n  b}  ( )  ( ),
npq npq

sadac Sn – А xdomilebis moxdenaTa ricxvia п cdaSi, q = 1 – p, xolo (x) ki


standartuli normaluri ganawilebis funqciaa.
muavr-laplasis lokaluri Teorema. muavr-laplasis integraluri Teoremis
pirobebSi (anu cdaTa didi ricxvis SemTxvevaSi da roca np  15 ) рn (k ) --
albaToba imisa, rom А xdomileba п cdaSi moxdeba zustad k –jer, SeiZleba
gamoiTvalos Semdegi formuliT:
1
p n (k )    ( x),
npq
k  np
2
1  x2
sadac x  , xolo  ( x)  e .
npq 2
populaciis SerCeviTi maxasiaTeblebi da maTi ganawilebis kanonebi

1 n 1 n
SerCeviTi saSualo: x   xi ; SerCeviTi dispersia; s 2   ( xi  x) 2 ;
n i1 n i 1
n


n 2 1
Sesworebuli SerCeviTi dispersia: s'  s   xi  x 2 .
2

n 1 n 1 i1
SerCeviTi standartuli gadaxra (Sesabamisad, Sesworebuli SerCeviTi sta-
ndartuli gadaxra) ewodeba ariTmetikul kvadratul fesvs SerCeviTi dispersi-
idan s  s2 (Sesabamisad, Sesworebuli SerCeviTi dispersiidan s'  s' ).
2

SerCeviTi asimetriis SerCeviTi eqscesis


koeficienti koeficienti
1 n 1 n
( x  x)3
n i 1 i
(x  x)4
n i1 i
aSer  eSer  3
1 n 1 n
(  ( xi  x)2 )3 (  ( xi  x) )
2 4
n i 1 n i1
SerCeviTi korelaciis koeficienti ewodeba sidides:
xy  x y 1 n
rxy 
sx sy
, sadac xy  x y ;
n i1 i i
2 2
1 n 1 n
sx  sx 2    y y n 
x
n i 1 i
 x ; s  s 2

i 1
 yi  y  .
Tu X1, X 2 ,..., X n warmoadgens SerCevas normaluri populaciidan,
Xi  N (a, 2 ) ( i  1,2,..., n ), maSin X da S 2 ( S ' ) damoukidebeli SemTxveviTi sidide-
2

ebia da

21
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
n (n 1)S '2
X  N (a, 2 / n) ;  ( X i  a) 2 /  2   2 (n) ;   2 (n 1) ;
i1  2

X a X a X a
Z  N (0,1) ; T   '  t (n 1) .
/ n S / n 1 S / n

ucnobi parametris Sefasebebi da maTi agebis meTodebi

SerCevis nebismier Tn ( X )  Tn ( X1,..., X n ) funqcias statistika (Sefaseba) ewod-


eba. wertilovani Sefasebis amocanaa moiZebnos iseTi statistika Tn ( X1,..., X n ) ,
romlis SerCeviTi mniSvneloba Tn ( x1,..., xn ) , garkveuli azriT, SeiZleba CaiTvalos
ucnobi  parametris WeSmariti (realuri) mniSvnelobis miaxloebad (Sefasebad)
da gamoyenebuli iqnas mis nacvlad. aseT statistikas (Sefasebas) wertilovani
statistika (Sefaseba) ewodeba.
Tn ( X )  Tn ( X1,..., X n ) Sefasebas ewodeba Caunacvlebeli (anu gadauadgilebadi),
Tu E T ( X )   .
Tn ( X )  Tn ( X1,..., X n ) Sefasebas ewodeba Zalmosili (anu Zaldebuli), Tu
P
Tn  ( Tn albaTobiT krebadia  -sken), roca n  .
Caunacvlebel Sefasebas ewodeba optimaluri (anu efeqturi), Tu mas sxva
Caunacvlebel Sefasebebs Sori gaaCnia umciresi dispersia.
maqsimaluri dasajerobis meTodi: vTqvaT, p( xi , ) aris albaToba imisa, rom
eqsperimentis Sedegad diskretuli  SemTxveviTi sidide miiRebs хi mniSvnelob-
as. maqsimaluri dasajerobis funqcia ewodeba  argumentis funqcias: L (х1, х2, …,
хп;  ) = p(x1,  )p(x2,  )…p(xn,  ) ( ln L funqcias maqsimaluri dasajerobis logariTmu-
li funqcia ewodeba). maqsimaluri dasajerobis Sefasebas uwodeben  -s im mniSv-
nelobas, sadac maqsimaluri dasajerobis funqcia (an rac igivea ln L ) aRwevs
Tavis maqsimums. mis mosaZebnad saWiroa: 1). vipovoT warmoebuli  ln L /  ; 2). gav-
utoloT warmoebuli nuls (miviRebT e. w. maqsimaluri dasajerobis logariTm-
ul gantolebas) da vipovoT kritikuli wertilebi; 3). vipovoT meore warmoebu-
li 2 ln L /  2 ; Tu is uaryofiTia kritikul wertilSi, maSin es wertili – maqsi-
mumis wertilia.
uwyveti SemTxveviTi sididis SemTxvevaSi, romlis f(x,  ) ganawilebis simkv-
rivis saxe cnobilia, magram igi Seicavs ucnob  parametrs, maqsimaluri dasaj-
erobis funqcias aqvs Semdegi saxe: L( x1, x2 ,..., xn ; )  f ( x1, )  f ( x2 , )  f ( xn , ) . ucnobi
parametris maqsimaluri dasajerobis Sefasebis sapovnelad unda CavataroT igi-
ve procedurebi, rac diskretul SemTxvevaSi.
momentTa meTodi: momentTa meTodi dafuZnebulia im garemoebaze, rom sawy-
isi da centraluri empiriuli (SerCeviTi) momentebi warmoadgenen Sesabamisi sa-
wyisi da centraluri Teoriuli momentebis Zalmosil Sefasebebs. amitom ama Tu
im Sefasebis misaRebad Teoriuli momentebi unda gavutoloT imave rigis Sesab-
amis empiriul momentebs da amovxsnaT miRebuli gantoleba an gantolebaTa sis-
tema.

ndobis intervali normaluri populaciis saSualosaTvis


cnobili dispersiis SemTxvevaSi

22
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“

1   saimedoobis (  mniSvnelovnebis donis mqone) ndobis intervals norm-


aluri populaciis saSualosaTvis cnobili dispersiis SemTxvevaSi aqvs saxe:
 
( x  z / 2 
), , x  z / 2 
(1)
n n
sadac x _ SerCeviTi saSualoa, n aris SerCevis moculoba,  _ populaciis
standartuli gadaxraa, xolo z / 2 _ standartuli normaluri ganawilebis zeda
 / 2 -kritikuli wertilia.
SerCevis minimaluri moculoba, romelic uzrunvelyofs mocemul 1  
saimedoobas da l sizustes:

n  [(z / 2  ) 2 ]  1 .
l
rogorc cnobilia, normaluri N (a, 2 ) populaciisaTvis, cnobili dispers-
X a
iis SemTxvevaSi -s gaaCnia standartuli normaluri ganawileba
/ n
X a
(  N (0,1) ). standartuli normaluri ganawilebis zeda  / 2 -kritikuli wer-
/ n
X a
tilis ganmartebis Tanaxmad P{  z / 2 }   / 2 , xolo N (0,1) -is simetriulobis
/ n
X a X a
gamo P{  z / 2 }   / 2 . Sesabamisad, P{z / 2   z / 2 }  1   . es ukanaskneli
/ n / n
 
tolfasia Tanafardobis P{X  z / 2   a  X  z / 2  }  1   , rac imas niSnavs,
n n
rom (1) saZiebeli ndobis intervalia.

hipoTezis Semowmeba normaluri ganawilebis maTematikuri lodinis


Sesaxeb cnobili dispersiis SemTxvevaSi, kriteriumi ormxrivia

populacia normaluria   N (a, 2 ) , D   2 cnobilia, E ucnobia. ZiriTa-


di hipoTeza: H0 : E  a0 , alternatiuli hipoTeza: H1 : E  a0 . kriteriumis sta-
X  a0
tistika da misi ganawilebis kanoni: Z   N (0,1) . mniSvnelovnebis done:  .
/ n
kritikuli wertilebi: C.V .   z / 2 (sadac z / 2 _ standartuli normaluri ganawi-
lebis zeda  / 2 -kritikuli wertilia). kritikuli are: C.R. = (,z / 2 ]  [ z / 2 ,) .
gadawyvetilebis miRebis wesi: Tu kriteriumis dakvirvebuli mniSvneloba
T.V.  C.R., maSin H 0 hipoTezas ukuvagdebT, winaaRmdeg SemTxvevaSi amis safuZv-
eli ara gvaqvs.
kritikuli aris dadgena: H1 hipoTezis samarTlianobis SemTxvevaSi X -is
mniSvneloba gansxvavebuli iqneba a0 -sgan, Sesabamisad, Z -is dakvirvebuli mniSv-
neloba SeiZleba gadaixaros nulidan rogorc marjvniv, ise marcxniv da vin-
aidan kritikuli are warmoadgens alternatiuli hipoTezis miRebis ares, gasag-
ebia, rom ( N (0,1) -is simetriulobis gaTvaliswinebiT) is unda iyos ormxrivi sim-

23
o.furTuxia – 10 ივნისი 2013 weli
მცირე ცნობარი: „მონაცემთა ანალიზი, ალბათობა სტატისტიკა“
etriuli intervali C.R. = (,xkr ] [xkr ,) . I gvaris Secdomis ganmartebis Ta-
naxmad   P(H1 | H 0 )  P(Z  C.R. | H 0 )  2P(Z  xkr | H 0 )  2(1  ( xkr )) , anu
( xkr )  1   / 2 , rac zeda kritikuli wertilis ganmartebis Tanaxmad niSnavs,
rom xkr  z / 2 , anu C.R. = (,z / 2 ]  [ z / 2 ,) .

hipoTezis Semowmeba normaluri ganawilebis maTematikuri lodinis


Sesaxeb cnobili dispersiis SemTxvevaSi, kriteriumi marjvena (Sesabamisad,
marcxena) calmxrivia

populacia normaluria   N (a, 2 ) , D   2 cnobilia, E ucnobia. ZiriT-


adi hipoTeza: H0 : E  a0 , alternatiuli hipoTeza: H1 : E  a1  a0 (Sesabamisad,
H1 : E  a1  a0 ). kriteriumis statistika da misi ganawilebis kanoni:
X  a0
Z  N (0,1) . mniSvnelovnebis done:  . kritikuli wertili: C.V .  z (Sesa-
/ n
bamisad, C.V .   z ). aq z _ standartuli normaluri ganawilebis zeda  -kriti-
kuli wertilia. kritikuli are: C.R. = [ z ,) (Sesabamisad, C.R. = (,z ] ).
gadawyvetilebis miRebis wesi: Tu kriteriumis dakvirvebuli mniSvneloba
T.V.  C.R., maSin H 0 hipoTezas ukuvagdebT, winaaRmdeg SemTxvevaSi amis safuZv-
eli ara gvaqvs.
kritikuli aris dadgena: H1 hipoTezis samarTlianobis SemTxvevaSi X -is
mniSvneloba axlos iqneba a1 -TTan, romelic metia (Sesabamisad, naklebia) a0 -ze,
amitom Z -is dakvirvebuli mniSvneloba SeiZleba gadaixaros nulidan marjvniv
(Sesabamisad, marcxniv) da vinaidan kritikuli are warmoadgens alternatiuli
hipoTezis miRebis ares, gasagebia, rom is unda iyos marjvena (Sesabamisad,
marcxena) calmxrivi intervali C.R. = [xkr,) (Sesabamisad, C.R. = (,xkr ] ). I gvaris
Secdomis ganmartebis Tanaxmad
  P(H1 | H 0 )  P(Z  C.R. | H 0 )  P(Z  xkr | H 0 )  1  ( xkr ) , anu ( xkr )  1  
(Sesabamisad,   P(H1 | H 0 )  P(Z  C.R. | H 0 )  P(Z  xkr | H0 )  (xkr ) ), rac zeda
kritikuli wertilis ganmartebis Tanaxmad niSnavs, rom xkr  z (Sesabamisad,
 xkr  z ), anu C.R. = [ z ,) (Sesabamisad, C.R. = (,z ] ).
SerCevis minimaluri moculoba, romlisTvisac pirveli gvaris Secdomis
albaTobaa  , xolo II gvaris Secdomis albaToba naklebia  –ze:
n  [ 2 ( z  z )2 /(a1  a0 )2 ]  1.

24
o.furTuxia – 10 ივნისი 2013 weli

You might also like