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赠送:考研数学公式手册随身看(打印版) PDFRemovePassword
赠送:考研数学公式手册随身看(打印版) PDFRemovePassword
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( ) ..................................................... 1
( ) ......................................................... 4
x y x D D
( ) ......................................................... 11
( ) ....................................... 16 x y
( ) ......................................................... 24 y x y f x
( ) ......................................................... 30
( ) ..................................................................... 34
( ) ................................................................. 40 :
.................................................................................... 44 1 :yx R ;
( ) ....................................................................... 44
( ) ............................................................................. 45 2 y ax ( a 0 a 1 );
( ) ........................................................................... 48
( ) ................................................................. 50 3 : y log a x ( a 0 a 1 );
x ( x0 , x0 ), x x0 f ( x) 0( f ( x) 0)
lim x) 0, lim ( x) 0
1
( x)
(1) lim 0, ( x) x) 1( x0 x) f ( x) ( x),
( x)
(x)=o( (x)). lim ( x) lim ( x) A, lim f ( x) A
x x0 x x0 x x0
( x)
(2) lim , ( x) x)
( x) 2
( x) 3
(3) lim c (c 0), ( x) x)
( x)
1
( x) sin x
(4) lim 1, ( x) x) (1) lim 1 (2) lim(1 x ) x e
( x) x0 x x 0
(x) (x) a0
( x) b ,n m
c(c 0), k 0, a x a1 x an 1 x an
0
(5) lim k
( x) x) k n n 1
( x) lim 0 m 0, nm
x b x b x m 1 b
0 1 m 1 x bm
x0
, n m
sin x
arcsin x 1 2 4
1 cos x x
tan x 2
x, lim n n 1, lim arctan x
arctan x 1
1 n x 2
(1 x) n 1 x
ln(1 x) n
lim arctan x lim arc cot x 0,
e x 1 x 2 x
lim f ( x) A, lim g ( x) B.
a, b , M 0 x a, b ,
(1) lim( f ( x) g ( x)) A B
f x M .
(2) lim f ( x) g ( x) A B
f ( x) A (2) ( ) f x a, b , a, b
(3) lim ( B 0)
g ( x) B
f x , , :
2 3
f max f x ,
a xb
a, b f ( x) x x0 f ( x) M ( x0 , y0 )
f min f x ,
a x b
a, b . y - y 0 f '( x0 )( x x0 )
1
: y - y0 ( x x0 ), f '( x0 ) 0.
(3) ( ) f x a, b , f a f '( x0 )
: u u ( x) v v( x ) x
f b ( M m) , a, b
(1) (u v) u v d (u v) du dv
(2) (uv) uv vu d (uv) udv vdu
, f . a b
u vu uv u vdu udv
(3) ( ) (v 0) d( )
v v2 v v2
(4) ( ) f x a, b
(1) y c
(1) y 0 dy 0
, f a f b 0, a, b ,
(2) y x (
(2 ) y x 1
dy x 1
dx
f 0. a b
(3) y a x y a x ln a dy a x ln adx
( )
(e x ) e x d (e x ) e x dx
1 1
(4) y dy dx
f ( x0 x) f ( x0 ) x ln a x ln a
1 f '( x0 ) lim 1
x0 x 1 1
y ln x (ln x) d (ln x) dx
f ( x ) f ( x0 ) 2 x x
f '( x 0 ) lim
x x0 x x0 (5) y sin x y cos x d (sin x ) cos xdx
2 f ( x) x0 (6) y cos x y sin x d (cos x) sin xdx
1
(7) y tan x y sec2 x d (tan x ) sec2 xdx
f ( x0 x) f ( x0 ) f ( x) f ( x0 ) cos 2 x
f ( x0 ) lim lim , ( x x0 x )
x 0 x x x0 x x0 1
(8) y cot x y csc2 x d (cot x) csc 2 xdx
f ( x0 x) f ( x0 ) f ( x ) f ( x0 ) sin 2 x
f ( x0 ) lim lim
x 0 x x x0 x x0 (9) y sec x y sec x tan x d (sec x ) sec x tan xdx
Th1: f ( x) x0 f ( x) x0 (10) y csc x y csc x cot x d (csc x) csc x cot xdx
Th2: y f ( x) x0 y f ( x) x0 1 1
(11) y arcsin x y d (arcsin x) dx
. . 1 x 2
1 x2
Th3: f ( x0 ) f ( x0 ) f ( x0 )
(12) y arccos x y
1
d (arccos x)
1
dx
1 x2 1 x2
4 5
1 1
(13) y arctan x y d (arctan x) dx 4 ( x m ) ( n ) m(m - 1) ( m - n+1) x m-n
1 x2 1 x2
1 1 (n 1)!
(14) y arc cot x y d (arc cot x) dx 5 (ln x ) ( n ) ( 1) ( n 1)
1 x2 1 x2 xn
(15) y shx y chx d ( shx) chxdx 6 u ( x) ,v( x) n
(16) y chx y shx d (chx ) shxdx n
(uv) ( n ) cni u ( i ) v ( n-i ) u (0) = u v (0) = v
i= 0
1 : y f ( x) x
Th1( ) f ( x)
x f ( x) 0 x
(1) f ( x) x0
dy 1
y f ( x) f ( x0 ) f ( x) f ( x0 ) ,
dx dx
dy (2) f ( x ) x0 , f ( x 0 ) 0
2 : ( x) x , y f( )
Th2
T h2 ( ) f ( x)
( ( x) ) , y f ( ( x)) x
(1) [ a, b]
, y f ( ) ( x)
(2) ( a, b) ( a, b) f ( ) 0
dy
3 Th3 ( ) f ( x)
dx
(1) [a, b] (2) (a, b) ( a, b )
(1) x y x y
f (b) f ( a )
1 f ( )
x . y2 ln y ey x . ba
y
Th4 ( ) f ( x) g ( x)
x .
(1) [a, b] (2) ( a, b) f ( x ) g ( x) g ( x ) 0
dy F ( x, y )
(2) . F ( x, y ) 0 x , Fx( x, y ) f (b) f (a ) f ( )
dx Fy( x, y ) ( a, b)
g (b) g (a) g ( )
Fy( x, y ) F ( x, y ) x y
0
(3) ( ) f x ,g x
0
lim f x 0, lim g x 0 ; f x , g x x0
x x0 x x0
1 ( a x ) ( n ) a x ln n a ( a 0) (e x ) ( n ) e x
f x
( x0 ) g x 0 ; lim ( ).
x x0 g x
2 (sin kx) ( n ) k n sin(kx n )
2
f x f x
3 (cos kx) ( n ) k n cos(kx n ) lim lim .
2 x x0 g x x x0 g x
6 7
0 f ( n 1) ( ) n 1 0 .(1)
I ( ) f x ,g x Rn ( x ) x x
0 ( n 1)!
x0 0
lim f x 0, lim g x 0 ; X 0, x X
x x
1 2 1 x n 1
ex 1 x x xn e
f x 2! n! ( n 1)!
, f x ,g x , g x 0 ; lim ( ).
x x0 g x
1 2 1 n
1 x x x o( xn )
2! n!
f x f x
lim lim .
x x0 g x x x0 g x 1 3 xn n x n 1 n 1
sin x x x sin sin( )
3! n! 2 ( n 1)! 2
( ) f x ,g x
1 3 xn n
x x sin o( xn )
lim f x , lim g x ; f x ,g x x0 3! n! 2
x x0 x x0
1 2 xn n x n 1 n1
co s x 1 x cos c o s( )
2! n! 2 ( n 1) ! 2
f x
( x0 ) g x 0 ; lim ( ). 1 2 xn n
x x0 g x
1 x cos o( x n )
2! n! 2
1 2 1 3 xn ( 1) n x n 1
f x f x ln(1 x ) x x x ( 1) n 1
lim lim . II ( ) I 2 3 n ( n 1)(1 ) n 1
x x0 g x x x0 g x
1 2 1 3 xn
x x x ( 1) n 1 o(xn )
: f ( x) x0 n 1 2 3 n
x0 x x0 x m ( m 1) 2 m ( m 1) ( m n 1) n
(1 x ) m 1 mx x x
2! n!
1 m(m 1) ( m n 1) n 1
f ( x ) f ( x 0 ) f ( x 0 )( x x 0 ) f ( x 0 )( x x 0 ) 2 x (1 )m n 1
2! ( n 1)!
m ( m 1) 2
f ( n ) ( x0 ) (1 x ) m 1 m x x
( x x0 ) n Rn ( x ) 2!
n!
m ( m 1) ( m n 1) n
x o(xn )
n!
f ( n 1) ( )
Rn ( x ) ( x x 0 ) n 1 f ( x) x0 n
( n 1)! 1
Th1 f ( x) ( a, b) x ( a , b ) f '( x ) 0
. x0 0 n
f '( x ) 0 f ( x) ( a, b)
(n )
1 f (0) n (1)
f ( x ) f (0) f (0) x f (0) x 2 x Rn ( x ) Th2 f ( x) x0 x0
2! n!
8 9
f '( x0 ) 0 . Th3 ( 2) f ( x) x0
f ''( x ) 0 f '''( x) 0 ( x0 , f ( x0 ))
Th3 f ( x) x0
f '( x0 ) 0 f ( x) x0 f '( x0 ) .
1. dS 1 y '2 dx.
(1) x x0 f '( x) + - f ( x0 )
f ''( x0 ) 0 f ( x0 ) . 3. M k (k 0) M
1
f ''( x0 ) 0 . .
k
2
( )
(1) lim f ( x) b lim f ( x) b yb
x x
y f ( x) .
y ax b y f ( x) 4 F '( x)dx F ( x) C dF ( x) F ( x) C C
3 1
x dx k 1 x
k 1
k
C k 1
Th1 ( I f ''( x) 0 f ''( x) 0
1 1 1
f ( x) I .
x 2
dx C
x x
dx 2 x C
1
Th2 ( 1) x0 f ''( x) 0 f ''( x) xdx ln x C
x x0 f ''( x) ( x0 , f ( x0 )) . ax
a dx ln a C (a 0, a 1) e dx e x C
x x
10 11
n 1 n3 1
cos xdx sin x C sin xdx cos x C
n
n2 2 2
, n
(4) 2 sin n xdx 2 cos n xdx
1
n n3 2
0 0
1 1, n
cos 2
x
dx sec2 xdx tan x C n n2 3
1 2 ,n m
sin 2
x
dx csc 2 xdx cot x C 5 -
sin nx cos mxdx 0
sin nx cos m xdx
0, n m
1 2
sin x dx csc xdx ln csc x cot x C
sin nx cos mxdx 0
sin nx cos mxdx 0
1
cos x dx sec xdx ln sec x tan x C 2 ,n m
cos nx cos mxdx 0
cos nx cos mxdx 0
0, n m
sec x tan xdx sec x C csc x cot xdx csc x C
1
tan xdx ln cos x C cot xdx ln sin x C ((1)
1)
b b b
dx 1 x dx
f ( x)dx f (t )dt f (u )du
a 2
x 2
arctan C
a a 1 x 2
arctan x C a a a
b a
dx x dx (2) f ( x )dx f ( x) dx
a2 x2
arcsin
a
C 1 x2
arcsin x C a b
b
dx 1 ax dx 1 1 x (3) dx b a
a 2 x 2 2a ln a x C 1 x 2 2 ln 1 x C a
b b b
dx (4) [ f ( x) g ( x)]dx f ( x) dx g ( x)dx
x2 a2
ln x x 2 a 2 C a a a
b b
(5) kf ( x)dx k f ( x)dx(k
a a
(1) f ( x) [l, l ]
b c b
l l (6) f ( x) dx f ( x) dx f ( x) dx
a a c
f ( x)dx [ f ( x ) f ( x )] d x
l 0
b b
0 , f x
(7) f ( x) g ( x), x [ a, b], a
f ( x) dx g ( x)dx.
a
l
0 ( x ) d x ,
2 f f x b
1. f ( x ) 0,x [ a, b] a
f ( x )dx 0;
2 f x T a b b
a T T
T 2. | f ( x) dx | | f ( x) |dx
a a
a
f ( x ) dx 0
f ( x)dx
2
T
2
f ( x ) d x.
(8) m f ( x ) M , x [a, b], m, M
a 1
(3) a 2 x2 dx a2 b
m(b a ) f ( x) dx M (b a )
0 4 a
12 13
(9) f ( x) [a, b] [a, b] , 2
b
a
f ( x)dx (b a) f ( ) : f x a b x t
1 b
b a a
f( ) f ( x) dx (1) ( t ) '(t ) 0.
f x [a b] x [ a b] (2 ) ( a ) a ( ) b . t
Th1 x
F x f (t ) dt x t a b
a
b
F '( x )
d
F ( x)
d x
( f ( t ) dt ) f ( x )
a
f ( x )dx f [ ( t )] '( t ) d t .
dx dx a
(x)
1 F ( x)= f ( t ) dt , F '( x ) f [ ( x )] '( x ).
a
ux vx a b u '(x), v '(x),
( x)
2 ( f (t ) dt ) f [ ( x )] '( x ) f [ ( x )] '( x )
'
x a a
(x)
b
u ( x ) v '( x ) dx u ( x ) v ( x ) |ba v ( x )u '( x ) dx
b
(x) (x)
3 ( f ( t ) g ( x ) dt ) 'x ( g ( x ) f ( t ) dt )'x 3
a a
1
g '( x )
( x)
f ( t ) dt g ( x ) f [ ( x )] '( x ) (1) a 2 b 2 2 ab (2) a 0, a 2
a a
Th2 f ( x) [a , b] x [ a , b ], (3)
b b b
x ( f ( x ) g ( x ) dx ) 2 f 2 ( x ) dx g 2 ( x ) dx ,
a
f ( x ) dt f ( x) [a, b] a a a
f x g x a b
Th3 - : f ( x) [a, b] F ( x)
1
f ( x)
b
f ( x ) d x F ( x ) |ba F ( b ) F ( a ) f ( x)
a
u dv uv vdu u dv a2 x2 x a sin t
dv u
f (u ) d u F (u ) C ,
a2 x2 x a tan t
f [ ( x )] '( x ) d x f [ ( x )] d (x)
u ( x ) f (u ) du F (u ) C F [ ( x )] C x2 a2 x a sec t
14 15
2. a . a .
A
(1) dx A ln | x a | C
xa 3.
A A 1
(2) dx C ( n 1) a xi yj zk {x, y, z} a x2 y 2 z 2
( x a)n n 1 ( x a ) n 1
x+ u
p 4
dx dx du
(3)
(x px q)n
2
2
2
p 4q p n 4qp a2
2
(u a2 )n
2
a {x1 , y1 , z1} b {x2 , y2 , z2 }
[(x )2 ] 4
2 4
a b {x1 x2 , y1 y2 , z1 z2 }.
xa 1 1 p dx
(4) 2 dx n1
(a ) 2
(x px q)n
2(n 1) (x px q)
2
2 (x px q)n
. a a
p 4q 0
2
a a 0 0,
a
4
a 0 =0, a {x1 , y1 , z1}
1 0
- a a 0, a
+ b
f x . f ( x ) dx = lim f ( x ) dx
a b a a { x1 , y1 , z1}.
b b
2. f ( x ) dx = lim f ( x ) dx 1
- a a
3.
c
f ( x ) dx
f ( x ) dx
c
f ( x ) dx a b a b a b cos a , b .
2
b b a {x1 , y1 , z1} b {x2 , y2 , z2 } a b x1 x2 y1 y2 z1 z2 .
1. f ( x ) dx lim f ( x ) dx , ( xb
f ( x) )
a a
0
b b
2 a b c
2 . f ( x ) d x lim f ( x ) d x ,( x a
f x
a 0 a
b c b
. f ( x ) dx lim f ( x ) dx lim f ( x ) dx 1 c a b sin( a, b)
a 0 a 0 c
( xc f x
2 c a, c b c a b
( ) 3 a b c . c a b c ab .
a {x1 , y1 , z1} b {x2 , y2 , z 2 }
1. .
16 17
i j k 5 a b c , ,v
y1 z1 x1 z1 x1 y1
a b x1 y1 z1 i j k.
y2 z2 x2 z 2 x2 y2
x2 y2 z2
a b vc 0 ( a , b, c ) 0
3 a, b, c a b ab c
2 1 . a a0
(a b) c a b c ( a , b, c )
a x y z
(a, b, c) (a b) c. a0 , , .
a x y z
2 2 2
x y z
2 2 2
x y2 z2
2
a {x1 , y1 , z1} b {x2 , y2 , z2 } c {x3 , y3 , z3 }
3
x1 y1 z1
x y z
( a, b, c ) x2 y2 z2 cos , cos , cos ,
x3 y3 z3 x2 y 2 z 2 x2 y 2 z 2 x2 y 2 z 2
, , a .
1
4 a 0 {cos , cos , cos }
a {x1 , y1 , z1} b {x2 , y2 , z2 } c {x3 , y3 , z3 }
cos 2 cos 2 cos 2 1.
1 a b a b 0 x1 x2 y1 y2 z1 z2 0
1
x y z (1) Ax By Cz D 0 n { A, B, C }
2 a // b a b 0 1 1 1
x2 y2 z 2
x2 , y2 , z2 0 x2 0 x1 0 Ax Cz D 0 // y
(2) A( x x0 ) B ( y y0 ) C ( z z0 ) 0 M ( x0 , y0 , z0 )
3 a b , a b0
n { A, B , C}
4 a b
x x1 y y1 z z1
(3) x2 x1 y2 y1 z2 z1
x1 x2 y1 y2 z1 z2
cos(a b ) x3 x1 y3 y1 z3 z1
x12 y12 z12 x2 2 y22 z22
M 1 ( x1 , y1 , z1 ) , M 2 ( x2 , y2 , z 2 ) , M 3 ( x3 , y3 , z3 )
18 19
x y z (3)
(4) 1 a, b, c 1 2
a b c
A1 A2 B1 B2 C1C2
cos
A B12 C12 A22 B22 C22
1
2
( a,0,0),(0, b,0),(0, 0, c)
2 4
x x0 y y0 z z0
A1 x B1 y C1 x D1 0 L:
( )
1
l m n
A2 x B2 y C2 x D2 0 2
1 A1 x B1 y C1 z D1 0
(1) L // Al Bm Cn 0
1 2 n1 { A1 , B1 , C1}
A B C
(2) L
l m n
i j k
n2 { A2 , B2 , C2 } s n1 n2 A1 B1 C1 (3) L
A2 B2 C 2 Al Bm Cn
sin
A B 2 C 2 l 2 m2 n2
2
(2) 5
x x0 y y0 z z0 x x1 y y1 z z1
M ( x0 , y0 , z0 ) L1 :
l m n l1 m1 n1
s {l , m, n} x x2 y y 2 z z 2
L2 :
l2 m2 n2
x x1 y y1 z z1 l1 m1 n1
(3) (1) L1 // L2
x2 x1 y2 y1 z2 z1 l2 m2 n2
M 1 ( x1 , y1 , z1 ) M 2 ( x2 , y2 , z 2 ) (2) L1 L2 l1l2 m1m2 n1 n2 0
x x0 lt (3) L1 L2
(4) y y0 mt M ( x0 , y0 , z0 )
l1l2 m1m2 n1n2
z z nt cos
0
l m12 n12 l22 m22 n22
1
2
s {l , m, n} 6 M ( x0 , y0 , z0 )
: Ax By Cz D 0
3
A1 x B1 y C1 z D1 0 Ax0 By0 Cz0 D
1 2
d
A2 x B2 y C2 z D2 0 A2 B 2 C 2
A1 B1 C1
(1) 1 // 2 7 M ( x0 , y0 , z0 )
A2 B2 C2
(2) 1 2 A1 A2 B1 B2 C1C2 0
20 21
x x1 y y1 z z1
L1 :
l1 m1 n1 f x, y, z 0
g x, y, z 0
i j k
X x Y y Zz
x0 x1 y0 y1 z0 z1
l m n
M1 M 0 M 1 P l m n
d x, y , z
M1P l 2 m2 n2
(1) f x, y 0 , // z
:
z 0
z
f x, y 0 , x y R
2 2 2
o
y
x , z 0
: , // y
z
y 0 x2
y 2
2
2 1
a b y
x, z 0 , x
y, z 0 x2
y 2
: , // x 2 1
y
x 0 . a 2
b -a o a x
y, z 0 . z
f x , y , z 0 x2 2 py, p 0 y
(2) : , l , m, n
g x, y , z 0
x
, x, y , z , x, y , z
z
X x Yy Zz x2 y 2 z 2
1
c
l m n
a 2 b2 c 2 o b y
X ,Y , Z ,
( a, b, c ) x
22 23
z f ( x, y )
x2 y 2 z 2
1
a 2 b2 c 2
( a, b, c )
z f x' ( x , y ) x f y' ( x , y ) y
x2 y2 z 2 lim 0
2 2 2 1
a b c
( a, b, c )
Th1( )
z f ( x, y ) f xy'' ( x , y ), f yx'' ( x , y )
D , f xy'' ( x , y ) f yx'' ( x , y )
2 2
x y
2 2 pz
a 2
b Th2( ) z f ( x, y) P( x, y)
z z z z
( a, b, p ) , , , dz dx dy
x y x y
T h 3( )
z z
x2 y 2 z f ( x, y) , P ( x, y )
2 pz x y
a2 b2
( ) , P ( x, y ) ,
( a, b, p ) z f (x, y) P ( x, y)
1
z
z z u z v
x2 y 2 z 2
0 x u x v x
(1) z f (u , v), u ( x, y ), v ( x, y ),
a 2 b2 c 2 z z u z v
o y
y u y v y
( a, b, c )
x (2) z f (u , v), u ( x), v ( x),
dz z du z dv
, z
dx u dx v dx
( )
24 25
(3) z f ( x, u , v ), u ( x, y ), v ( x, y), f ( x0 , y0 , z0 ) f ( x0 , y0 , z0 ) f ( x0 , y0 , z 0 )
cos cos
z f f u f v l x y
x x u x v x f ( x0 , y0 , z0 )
z cos
0 f u f v z
y u y v y
z f ( x, y ) M0
f ( x0 , y0 ) f ( x0 , y0 ) f ( x0 , y0 )
( , ) (cos , cos )
l x y
1 2 3 .
2 grad ( f ( x0 , y0 )) l gradf ( x0 , y0 ) cos grad ( f ( x0 , y0 ), l
dy F ' ( x, y )
(1) F ( x, y ) 0, x f ( x0 , y0 ) f ( x0 , y0 )
dx F ' y ( x, y ) gradf ( x0 , y0 ) ( , )
x y
z F ' ( x, y, z ) z F ' y ( x, y, z )
(2) F ( x, y, z ) 0, x ,
x F 'z ( x, y, z ) y F ' z ( x, y , z ) z f ( x, y ) M0 ( )
F(x,y,z)=0 f ( x0 , y0 ) grad ( f ( x0 , y0 )
(3) y y ( x), z z ( x ), l l
l grad ( f ( x0 , y0 )
G(x,y,z)=0
dy dz dy dz grad f ( x0 , y0 )
, ,
dx dx dx dx
dy dz dy dz 1
F 'x F ' y F 'z 0 F ' y F 'z F 'x ,
dx dy dx dx
: x x(t )
G ' G ' dy dz G ' dy dz
G 'z 0 G 'z G ' x (1) y y (t ) ( x0 , y0 , z0 ) t t0
x y
dx dx y dx dx
z z (t )
Th1 z f ( x, y ) M 0 ( x0 , y0 ) f ( x, y ) M 0 ( x0 , y0 ) x x0 y y0 z z0
x '(t0 ) y '(t0 ) z '(t0 )
l (cos ,cos )
f ( x0 , y0 ) f ( x0 , y0 ) f ( x0 , y0 ) x '(t0 )( x x0 ) y '(t0 )( y y0 ) z '(t0 )( z z0 ) 0
cos cos
l x y
F x, y , z ) 0
l (2)
G ( x, y, z ) 0
l (cos ,sin ) l [0, 2 ]
P x0 , y0 , z0 )
f ( x0 , y0 ) f ( x0 , y0 ) f ( x0 , y0 )
cos sin x x0 y y0 z z0
l x y
( F , G ) ( F , G ) ( F , G)
Th2 u f ( x, y , z ) M 0 ( x0 , y0 , z0 ) ( y, z ) ( z , x) ( x, y )
p p p
u f ( x, y , z ) M 0 ( x0 , y0 , z0 )
l (cos ,cos , cos )
26 27
Th2
( F , G) ( F , G) ( F , G )
x x0 ) ( y y0 ) ( z z0 ) 0 z f (x, y) P ( x0 , y0 )
( y, z ) p
( z , x) p ( x, y ) p
, f ' x ( x 0 , y 0 ) 0, f ' y ( x 0 , y 0 ) 0
x x0 y y0 z z0
(2) f "x 2 ( x0 , y0 ) 0( f "y 2 ( x0 , y0 ) 0), P( x0 , y0 ) 2
z z 1
x p y p
(2) F x, y, z ) 0, P( x0 , y0 , z0 )
(1) z f ( x, y ) x0 , y0 )
F 'x ( x x0 ) Fy ( y y0 ) Fz p ( z z0 ) 0
p
(2) Th 2 ( x0 , y0 ) f ( x0 , y0 )
x x0 y y0 z z0
F 'x | p F ' y | p F ' z | p
z f ( x, y )
1
3
z f ( x, y) P( x0 , y0 )
1 (x,y)=0, z f ( x, y )
P ( x0 , y0 ) Q ( x, y )
:
f ( x, y ) f ( x0 , y0 )( f ( x0 , y0 ))
f ( x0 , y0 ) f ( x, y ) ( ) F ( x, y )=f ( x, y )+ (x,y );
T h1 f ' x ( x, y ) ' x ( x, y ) 0
z f (x, y) P ( x0 , y0 )
f ' y ( x, y ) ' y ( x, y ) 0 ( x0 , y0 );
f ( x 0 , y 0 ) 0
'
x ( x, y ) 0
P ( x0 , y0 ) z f ( x, y ) '
f y ( x 0 , y 0 ) 0
f ( x0 , y0 ) f ( x, y )
28 29
2 (x,y,z)=0, u f ( x, y, z) (2) [ f ( x, y ) g ( x, y )]d f ( x, y) d g ( x, y) d
D D
F x, y, z) x, y, z );
f 'x ( x, y z) 'x ( x, y, z) 0 n
f
z ' ( x, y, z ) ' z ( x, y, z ) 0
( x, y, z) 0 i 1, 2, , m)
x0, y0, z0 ) f ( x0, y0 , z0 ) f ( x, y, z )
(4) d A, A D
D
3 1 x, y, z ) 0. 2 ( x, y, z ) 0 u f ( x, y, z )
(5)
F x, y, z ) f ( x, y, z) 1 1 x, y, z ) 2 2 x, y, z )
1 2 D f ( x, y ) g ( x, y ), f ( x, y )d
D
g ( x, y )d
D
( )
(6)( M,m f ( x, y ) D
A D mA f ( x, y ) d MA
1 D
n
I= f ( x , y ) d = lim f ( ) , d max d i , (7)( f ( x, y ) D A D
i, i i
d 0
f ( x, y)d
i 1 1 i n
D
D =f ( , ) A
di i i 1, 2, n ) D
(8)
z f ( x, y ) 0, ( x, y ) D I z f ( x, y ) 1 D x f ( x, y ) y
D
f ( x, y )d
2 D
n
0, f y f ( x, y ) f ( x , y )
I= F ( x, y, z )dv lim f ( )vi , d max di ,
i, i, i
2 f ( x, y ) d , f
d 0
D i 1 1 i n y f ( x, y) f ( x, y ),
di vi i 1, 2, n) D1
D1 D
I f ( x, y, z)
(a) (b)
3 ( )
(1) kf x y d =k f ( x, y )d ,k
D D
30 31
L
Pdx Qdy 0, L
u ( x, y ), ( x, y) D du ( x, y ) Pdx Qdy,
( x, y )
u ( x, y ) Pdx Qdy
( x0 , y0 )
2 D y f ( x, y ) x 2 D L
P ( x, y ), Q( x, y ) D
f ( x, y )d Q P
D D ( x y )dxdy L
Pdx Qdy
0, f x f ( x, y ) f ( x, y )
Q P
2 f ( x, y ) d , f ( x y )dxdy Pdx Qdy
x f ( x, y ) f ( x, y ), L
D
D2
1 (Gauss)
D2 D
S
P ( x, y, z ), Q( x, y , z ), R( x, y, z )
3 D f ( x, y ) x, y
P Q R
( )dV Pdydz Qdzdx Rdxdy
x y z
f ( x, y )d
P
S
Q R
( x y z )dV
D
P cos Q cos R cos dS
0, f x,y f ( x, y ) f ( x, y ) S
2 f ( x, y ) d , f
x y f ( x, y ) f ( x, y ), S ( ) cos , cos , cos S
D2 ( x, y , z ) .
D1 D 2
S
4 D yx f ( x, y)d
D
f ( x, y )d
D S ( )
D f ( x, y ) P ( x, y, z ), Q( x, y , z ), R( x, y, z ) S
D f ( x, y ) 8. R Q P R Q P
( y z )dydz ( z x )dzdx ( x y )dxdy
Pdx Qdy Rdz
1 S
P Q R
Q P
, ( x , y ) D
x y
32 33
R Q P R Q P un vn , (u n v n ) .
(
S
y z
) cos ( ) cos
z x
( ) cos
x y n 1 n 1 n 1
1 u
n 1
n
A P ( x, y, z )i Q( x, y, z ) j R ( x, y, z ) k ; P, Q, R A P ( x, y , z )
P Q R
div A
x y z p u
n 1
n un 0
2
A P ( x, y, z )i Q ( x, y, z ) j R ( x, y, z )k P, Q , R (1) 0 un vn ,
rot A u n v n u n v n
n 1 n 1 n 1 n 1
i j k
(2) u v n n
rot A n 1 n 1
x y z un
P Q R lim A(vn 0)
n vn
1. 0 A , v
n 1
n u
n 1
n
( )
2. 0 A , v
n 1
n u
n 1
n
1 u n a
,| r | 1
1 p 1
n 1 i) ar n 1
1 r ii ) p n p
p 1
n 1 n 1
| r | 1
(1) c 0 u n cu n
n 1 n 1
(3) un n n
2 u
n 1
n vn 1
n
1 u
u
n 1
n s , vn
n 1
, (u
n 1
n vn ) s . n 1
n
u n 1 1
un 0, n 1, 2 u n lim
n un
n 1
u n v n , (u n vn ) .
n 1 n 1 n 1
1
u n 1
n
34 35
f ( x) g ( x)
1 (1)
n 1
n 1
un , (un 0)
(3) b0 0, x0
(1)n 1 un , (un 0)
n 1 f ( x) a0 a1 x an x n
C0 C1 x C2 x 2 Cn x n
(1)un un 1 , (n 1, 2,); (2) lim un 0, g ( x) b0 b1 x bn x n
n
a0 ab a b
C0 , C1 1 0 2 0 1 ,
S u1 , n | Rn | un 1 . b0 b0
1 a0 a1 x a2 x 2 an x n an x n 2
n 0
a x
n 0
n
n
R R R
a 1
lim n 1 , R .
n a
(1) an x n
n
f x
n 0
2 u ( x) n
n 1
(2) an x n f x' =( an x n ) '
n0 n0
(1) x
(
| u ( x) |
lim n 1 ( x)( lim | un ( x) | ( x));
n (a
n0
n xn ) ' na
n 0
n x n 1
n | u ( x ) | n
n
)
u ( x) (3) an x n f t dt = ( an t n ) dt
x x
( x) 1,
(2)
n 1
n ( a, b);
n 0
0 0
n 0
(3) xa xb u (a) u (b)
n 1
n
n 1
n
( an t n dt )
x
an n 1
x
n 0 n 1
0
n 0
4 u ( x)
n 1
n
3
1
f x x x0
a x
n0
n
n
f ( x), bn xn g ( x),
n 0
f (n) ( x0 ) f "(x0 )
R1 , R2 , R min( R1 , R2 ), x ( R, R ),
n 0 n!
( x x0 )n f ( x0 ) f '( x0 )( x x0 )
2!
(x x0 )2
(1) an x n bn x n (an bn ) x n f ( x) g ( x), -R R f ( n ) ( x0 )
( x x0 ) n
n 0 n 0 n 0 n!
f x x x0
(2) ( an x n )( bn x n ) (a0 bn a1bn 1 an 1b1 anb0 ) x n
n 0 n 0 n0
36 37
1 f ( x) 2 [- ] [0 2 ]
f ( n ) (0) n f "(0) 2
x0 0
n 0 n!
x f (0) f '(0) x
2!
x
1 1 2
f (n)
(0) n
x
an =
f ( x) cos nxdx 0
f ( x ) cos nxdx, ( n 0,1, 2,)
n!
1 1 2
bn f (x)sin nxdx f (x)sin nxdx,(n 1,2,)
[l , l ] 0
Th f ( x) x x0
f ( x)
f ( n ) ( x0 )
n=0 n!
( x x0 ) n
f ( x) lim Rn ( x) 0, 1
n 2 f ( x) a0 (an cos nx bn sin nx)
2 n1
1
R n ( x) f ( n 1) [ x0 ( x x0 )]( x x0 ) n 1 , 0 1.
( n 1)! 1
f ( x) f ( x) a0 (an cos nx bn sin nx)
2 n 1
4
1
3 f ( x) 2l [-l ,l ]
(1) 1 u u 2 u n u n , (1,1)
1 u n0
1 l n 1 l n
1
an f ( x) cos xdx, (n 0,1, 2) bn f ( x) sin xdx, ( n 0,1, 2)
(2) 1 u u 2 (1)n u n (1) n u n , (1,1) l l l l l l
1 u n0
1 n n
a0 (an cos x bn sin x)
u2
u n
u n
2 l l
, ( , )
n 1
(3) eu 1 u
2! n! n0 n! 1
n n
f ( x) f ( x) a0 (an cos x bn sin x).
2 n 1 l l
u3 u2n1
u2n1
(4) sin u u (1)n (1)n ,(, ) 3 f(x) [- , ]
3! (2n 1)! n 0 (2n 1)!
(1)
u2 u4 u 2n
u 2n (2) f (x) [- ]
(5) cos u 1 (1)n (1)n ,(, )
2! 4! (2n)! n0 (2n)!
u 2 u3 u n1
u n1 f (x), x f (x)
(6) ln(1 u) u (1)n (1)n ,( 1,1)
2 3 n 1 n 1 a0
1
(an cos x bn sin nx) [ f (x0 0) f (x0 0)], x0 f x
n 0
2 n1 2
a ( a 1) 2 a (a 1) ( a n 1) n 1
(7) (1 u )a 1 au u u ( a
2! n! 2[ f ( 0) f ( 0 0)], x .
(-1 1) )
38 39
y du
u y ux y' u x
1 f ( x) [0, l ] x dx
[0, l ]
f ( x),0 x l a0 n
F ( x) f ( x) ~ an cos x ux
du
f (u )
du
dx
du
ln x C
f ( x ), l x 0 2 n 1 l dx f (u ) u x f (u ) u
. 2 l n
l 0
an f ( x) cos xdx n=0 1 2 a x b1 y c1
l dy
2 f 1
dx a2 x b2 y c2
2 f ( x) [0, l ]
(1) c1 c2 0
f ( x ),0 x l
F ( x) F ( x) x=0 [ , ] y
f ( x), l x 0 a1 b1
dy a1 x b1 y
f x g( y )
f y
(2)
n dx
dx a2 x b2 y a2 b2
x
f ( x) ~ bn sin x x
n 1 l
a1 b1 a1 b1
2 l n n=1 2 (2) 0,
bn
l 0
f ( x ) sin
l
xdx a2 b2 a2 b2
dy ( a2 x b2 y) c1
f g (a2 x b2 y )
dx a2 x b2 y c2
du
a2 x b2 y u a2 b2 f (u ) 1
( ) dx
a1 b1 a1 x b1 y c1 0
(3) 0, c1 , c2 0 ( , )
a2 b2 a2 x b2 y c2 0
1
dy X
. x X ,y Y , ( ) 2
dX Y
2 f1 ( x) g1 ( y )dx f 2 ( x) g 2 ( y ) dy 0
3 y ' p ( x) y q ( x)
f1 ( x) g ( y)
g1 ( y ) f 2 ( x ) 0 dx 2 dy 0
f 2 ( x) g1 ( y )
f1 ( x) g ( y)
f dx 2 y Ce
p ( x ) dx
dy C (1) y ' p ( x ) y 0
2 ( x) g1 ( y )
y
y C ( x )e
p ( x ) dx
1 y' f ( ) (2)
x
(3)
40 41
C '( x)e q ( x) C ( x) q ( x )e dx C
p ( x ) dx p ( x ) dx 2
p q0
(4) y [ q( x)e
p ( x ) dx
dx C ]e
p ( x ) dx I 1 , 2 (1)
y ( x) C1e 1x C2 e 2x
4 y ' p ( x) y q ( x) y n
n 0,1
1 dz II 1 2 y ( x) (C1 C2 x)e 1x
Zy 1 n
p ( x) z q ( x)
1 n dx
III i
dz
(1 n) p ( x ) z (1 n)q ( x) 3
dx y ( x) e x (C1 cos x C2 sin x)
5 M ( x, y )dx N ( x, y )dy 0
2 n
M N x y
. M ( x, y0 )dx N ( x, y )dy C
y x x0 y0
y ( n ) p1 y ( n 1) p2 y ( n 2) pn y 0 ( )
pi (i 1, 2, , n)
y p ( x) y q ( x) y f ( x) (8.1) p ( x), q ( x), f ( x)
n
p1 ( n 1)
p2 ( n 2)
pn 0
f ( x) 0 .
( )
1 y1 ( x), y2 ( x) y p ( x) y q ( x) y 0 (8.2) (1) 1 , 2 , , n n ( )
C1 y1 ( x) C2 y2 ( x) (8.2) y1 ( x)), y2 ( x) y ( x) C1e 1 x C2 e 2x
Cn e nx
y1 ( x )
( ( )) (8.2) y ( x) C1 y1 ( x) C2 y2 ( x)
y2 ( x ) (2) 0 k ( k n) ( )
2 y1 ( x), y2 ( x) (8.1) (C1 C2 x Ck x k 1 )e 0x
y1 ( x ) y2 ( x ) (8.2)
(3) i k ( 2 k n) ( )
3 y ( x) (8.1) y( x) (8.2)
e x [(C1 C2 x Ck x k 1 ) cos x ( D1 D2 x Dk x k 1 )sin x ]
(8.1) y ( x) y ( x ) C1 y1 ( x) C2 y2 ( x)
C1 , C2 .
1 y '' py ' qy 0 (1) p, q 1 y '' py ' qy f ( x) (2) p, q
42 43
A B A B
(1) Y ( x)
(2) (2) y *( x) (3) | kA | k n | A |, A n
(3) (2) y Y ( x ) y * ( x)
(4) A n |AT || A|;| A1 || A|1 ( A | A*|| A |n1 n 2
(2) y* ( x)
A O A C A O
5 | A || B | A, B
O B O B C B
.
O Amm
2 x n y ( n ) a1 x n 1 y ( n 1) an 1 xy an y 0 . 1 mn
| A || B | .
Bnn O
1 1 1
x1 x2 xn
( 6) Dn ( xi x j )
1 j i n
x n 1
1 x n 1
2 x n 1
n
( )
A n i (i 1, 2 , n) A n
n
| A | i
i 1
A , i j ( )
(1) A ( aij ) n n , ai1 A j1 ai 2 A j 2 ain A jn
0, i j
A , i j
a1i A1 j a2i A2 j ani Anj a11 a12 a1n
0, i j
m n aij m n a21 a22 a2 n
AA A A A E ,
* *
am1 am 2 amn
(aij ) m n . m n
A11 A21 An1
A, A n n .
A* A12 A22 An 2 ( Aji ) ( Aij )T
A1n A2 n Ann 1 A ( aij ), B (bij ) m n m n
(2) A, B n AB A B B A BA
C (cij ) aij bij A B A B C
44 45
2 A (aij ) mn k m n ( kaij ) 3 A1
k A kA . A AB E; | A | 0; r ( A) n;
3 A (aij ) mn B (bij ) n s m s A
A Ax 0
C (cij )
1
n
cij ai1b1 j ai 2 b2 j ain bnj aik bkj A B 1 r A = =
k 1
2 r ( Amn ) min(m, n);
C AB
3 A 0 r ( A) 1
1 AT A1 A * 4 r ( A B) r ( A) r ( B );
1)( A ) A, ( AB) B A , ( kA) kA , ( A B) A B
T T T T T T T T T T
5
6 r ( A) r ( B ) n r ( AB) min( r ( A), r ( B )), AB O
1 1
2)( A1 )1 A, ( AB) 1 B 1 A1 , ( kA) 1 A ,
k r ( A) r ( B ) n
r ( AB ) r ( A);
3)( A*)* | A |n 2 A( n 3) ( AB )* B * A*,
r ( Amn ) n r ( AB) r ( B );
( kA)* k n 1 A * (n 2). ( A B )* A * B * r ( Ams ) n r ( AB) r ( A);
8 r ( Ams ) n Ax 0
4)( A1 )T ( AT ) 1 , ( A1 )* ( A*) 1 , ( A*)T ( AT ) * 2
1
2 A* A O A1 O
1) AA* A * A | A | E O B O B 1
46 47
( ) 1 r ( Amn ) r A r ( A) A
1
(1) r ( Amn ) r m A .
(1) 1 , 2 , , s .
1 , 2 , , s .
(3) , , ,
(3) r ( Amn ) r n A .
1 2 s
X ( x1 , x2 , , xn )T Y ( y1 , y2 , , yn )T
1
(1) 1 , 2 , , s . x1 1 x2 2 xn n y1 1 y2 2 yn n
1
(2) , , , , , , X CY Y C X
1 2 s 1 2 s
C 1 , 2 , , n 1 , 2 , , n
1 , 2 , , s .
(3) 1 , 2 , , s
r( 1 , 2 , , s ) r ( 1 , 2 , , s , )
48 49
D1 D D
( , ) a1b1 a2 b2 an bn T
T x1 , x2 2 , , xn n Dj D j
D D D
Schmidt .
, , , , , , 2 n A Ax 0 . b, Ax b
1 2 s 1 2 s
i 1 , 2 , , i (i 1, 2, , n) i
r ( Amn ) n Ax 0 .
i i
1 , 2 , , i .
i 1 A m n r ( Amn ) m Ax b
1 1 r ( A) r ( A b) m, Ax b .
( , ) 2 x1 , x2 , xs Ax b k1 x1 k2 x2 k s xs k1 k2 k s 1
2 2 2 1 1
( 1, 1)
Ax b k1 k2 k s 0 Ax 0 .
x1 x2
( , ) ( , ) Ax b 2 x3 ( x1 x2 ) Ax 0 .
3 3 3 1
1
3 2
2
2
( 1, 1) ( 2, 2)
3 Ax b r ( A) 1 r ( A) b A
1 , 2 , , n .
1 Ax 0 ( ).
( , ) ( , ) ( , )
s 1 2
s 1
s s
1 s 2 s
s 1 Ax 0
( 1, 1) ( 2, 2) ( s 1 , s 1 )
n r ( A)
1 .
2 1 , 2 , , t Ax 0
(1) 1 , 2 , , t Ax 0
(2) 1 , 2 , , t
(3) Ax 0 , , , .
( ) .
1 2 t
k1 1 k2 2 kt t Ax 0 k1 , k2 , , kt .
1
( )
a11 x1 a12 x2 a1n xn b1
a21 x1 a22 x2 a2 n xn b2
D A 0
an1 x1 an 2 x2 ann xn bn 1 A
50 51
| A| (1) AT BT
k , a b, 2
, m
, f ( ), , 1
, , AT
(2) A1 B 1 ( A B )
.
n n n
2 1 , 2 , , n A n
i 1
i aii ,
i 1 i 1
i | A | (3) Ak B k (k )
| A | 0 A . (4) E A E B , A, B
3 1 , 2 , , s A s
1 , 2 , , s (5) A B , A, B
k1 1 k2 2 ks s ,
(6) (A) ( B ), E A EB ,A B
An k1 An 1 k2 An 2 ks An s k1 1
n
1 k2 n
2 2 ks n
s s
1 A B ( )
(1) A T
BT , A1 B 1 , A* B *.
n n
(2) | A || B |, Aii bii , r ( A) r ( B)
i 1 i 1
1n x1 , x2 , , xn
(3) | E A || E B |, n n
f ( x1 , x2 , , xn ) aij xi y j aij a ji (i, j 1, 2, , n) n
1 A n A ki i
i 1 j 1
.
n r ( i E A) ki
x1 a11 a12 a1n
2 A P 1 AP , A PP 1 An P n P 1 x
a a22 a2 n
x 2 , A 21 , f
3
A O B O
(1) A B, C D O C O D . xn an1 an 2 ann
.
(3) A ( ) A .
(A) 1
1 A, B n P
B P 1 AP A B A B. .
2 2
A B f ( x1 , x2 , , xn ) xT Ax x Cy
52 53
r
f xT Ax yT C T ACy di yi2
i 1
f ( r n) .
( )
r( A )
.
3 1
f (1) A B A B .
(2) A=B A B B A.
f z12 z22 z 2p z 2p 1 zr2 r A p
(3) A B A+B A B .
r p . (4) A-B A B .
1 4 : A1 A2 An
QT AQ Q 1 AQ , n
Q
Ai A j ij
i=1
n
1
54 55
P( A | B j ) P( B j )
(1) P ( A) 1 P ( A); (3) Bayes P ( B j | A) n
, j 1, 2, , n
P( A | Bi ) P( Bi )
i 1
(2) P ( A B ) P ( A) P ( AB );
Bi .
(3) P ( A B ) P ( A) P ( B ) P ( AB );
(4)
BA P ( A B ) P ( A) P ( B ) P ( B) P ( A) P ( A1 A2 ) P ( A1 ) P ( A2 | A1 ) P ( A2 ) P( A1 | A2 )
P ( A1 A2 An ) P ( A1 ) P ( A2 | A1 ) P ( A3 | A1 A2 ) P ( An | A1 A2 An1 )
P(ABC) P(A) P(B) P(C) P(AB) P(BC) 2
(1)A B P( AB) P( A) P ( B)
P ( AC ) P ( ABC );
(2)A B C
n n P ( AB) P ( A) P( B); P ( BC ) P( B ) P (C ); P ( AC ) P ( A) P(C );
(4) A1 , A2 , , An P ( Ai ) ( P ( Ai ). (3)A B C
(3
i 1 i 1
P ( AB) P ( A) P( B); P ( BC ) P ( B) P(C );
3 : P ( AC ) P( A) P (C ); P( ABC ) P ( A) P ( B) P(C ).
3 : n
A
P ( A) A p n A k
P ( X k ) Cnk p k (1 p) n k .
4 :
4
(1) P( A) 1 P( A)
A
P ( A)
(2) P( A B) P ( A) P ( B) P( AB )
P( A B C ) P( A) P( B ) P(C ) P( AB) P( BC )
1 :
P ( AC ) P ( ABC )
(1) :
(3) P( A B ) P( A) P ( AB)
P AB
P B| A A B
P A (4) P( AB ) P( A) P ( AB), P( A) P ( AB ) P ( AB ),
(2)
n n P ( A B ) P( A) P ( AB) P( AB) P( AB ) P( AB)
P A P( A | Bi ) P ( Bi ), Bi B j , i j , Bi .
i 1 i 1
(5) P( | B)
56 57
(1) f ( x) 0,
. P( A1 | B ) 1 P ( A1 | B )
(2) f ( x)dx 1
P ( A1 A2 | B ) P ( A1 | B ) P ( A2 | B) P ( A1 A2 | B )
P ( A1 A2 | B) P ( A1 | B) P ( A2 | A1 B) x
(3) x f ( x ) f ( x) F '( x ) F ( x) f (t ) dt
n n
(6) A1 , A2 , , An P ( Ai ) P( Ai ),
i 1 i 1 1
n n
P( Ai ) (1 P( Ai )) (1) 0-1 P( X k ) p k (1 p )1 k , k 0,1
i 1 i 1
(7) (2) B ( n, p )
A B A B A B P ( X k ) Cnk p k (1 p )n k , k 0,1, , n
A B .
(8) A1 , A2 , , Am , B1 , B2 , , Bn f ( A1 , A2 , , Am ) (3)) Poisson p( )
k
g ( B1 , B2 , , Bn ) f ( ), g ( ) P( X k ) e , 0, k 0,1, 2
k!
1 0 1
,a x b
. (4) U a b f ( x) b a
0,
( ) (5) N( , 2
):
( x )2
1
( x) 0, x
2
e 2
,
1 : 2
e , x 0, 0
x
(6) E ( ) : f ( x)
0,
2
F ( x) P( X x), x
(7) G ( p) : P( X k ) (1 p )k 1 p, 0 p 1, k 1, 2,.
(1) 0 F ( x) 1 (2) F ( x)
(3) F ( x 0) F ( x ) (4) F () 0, F () 1 (8)
CMk C Nn kM
1 H ( N , M , n) : P( X k ) , k 0,1, , min(n, M )
CNn
P ( X xi ) pi , i 1, 2, , n, pi 0, pi 1
i 1 2
2 (1) P( X x1 ) pi , Y g ( X )
f ( x); P (Y y j )
g ( xi ) yi
P ( X xi )
58 59
(2) X ~ f X ( x), Y g ( x) pij
P{Y y j | X xi }
pi
Fy ( y ) P(Y y ) P( g ( X ) y ) f x ( x)dx
g ( x ) y 1 f ( x, y ) :
fY ( y ) F 'Y ( y ) (1) f ( x, y ) 0
3 (2)
1 1
f ( x, y)dxdy 1
(1) X ~ N (0,1) (0) , (0) ,
2 2 x y
2 F ( x, y ) f (u, v )dudv
( a ) P ( X a ) 1 ( a)
X a 3
(2) X ~ N ( , 2
) ~ N (0,1) P( X a ) ( )
f X ( x) f ( x, y )dy fY ( y ) f ( x, y )dx
(3) X ~ E ( ) P ( X s t | X s ) P( X t )
f ( x, y ) f ( x, y )
(4) X ~ G ( p ) P( X m k | X m) P( X k ) 4 f X |Y ( x | y ) fY | X ( y | x)
fY ( y ) f X ( x)
(5)
1
.
(6) . 1
, ( x, y ) D
(1) ( x, y ) U ( D ) , f ( x, y ) S ( D )
0,
( )
2 2
(2) X Y ~N 1 2 1 2
1
1
f ( x, y )
X Y 2 1 2
1 2
F ( x , y ) P ( X x, Y y )
2 1 ( x 1 )2 (x )( y ) (y )2
exp [ 2 1 2
2
]
2(1 2
) 2 2
(1) P{ X xi , Y y j } pij ; i, j 1, 2, 1 1 2 2
2
(2) pi pij , i 1, 2,
j 1 X Y F ( x, y ) FX ( x) FY ( y )
p j pij , j 1, 2, pij pi p j ( f ( x, y ) f X ( x ) fY ( y )(
i
(3) X Y XY 0 X Y
pij X Y
P{ X xi | Y y j }
p j
1
60 61
(1) C1 X C2Y ~ N (C1 C2 , C12 2
C22 2
).
1 2 1 2
P ( X xi , Y yi ) pij , Z g ( X , Y )
(5) X Y f ( x) g ( x)
P Z zk ) P g ( X , Y ) z k
g ( xi , yi ) zk
P( X xi , Y y j ) f ( X ) g (Y ) .
(2)
( )
( X ,Y ) f (x, y), Z g( X ,Y )
Fz ( z ) P g ( X , Y ) z
g ( x, y) z
f ( x, y )dxdy f z ( z ) F 'z ( z )
1
2 P X xi pi , E ( X ) xi pi
i
(1)
f X ( x)
f ( x, y ) dy, fY ( y )
f ( x, y )dx. X ~ f ( x), E ( X ) xf ( x)dx
(2) P ( X , Y ) D f ( x, y )dxdy
D (1) E (C ) C , E[ E ( X )] E ( X )
(3) X Y N ( 1, , 2
, 2
, ) (2) E (C1 X C2Y ) C1 E ( X ) C 2 E (Y )
2 1 2
(3) X Y E ( XY ) E ( X ) E (Y )
2 2
X ~ N ( 1, ), Y ~ N ( , ). 2
1 2 2
(4) E ( XY ) E ( X 2 ) E (Y 2 )
X Y 0 X Y . 2 2
2 D( X ) E X E ( X ) E( X 2 ) E( X )
X Y=y
D ( X ) xi E ( X )
2
4 pi
1 (y (1
1 2 2 i
N( 2 ), 1 )).
2 2
5 D( X ) x E ( X ) f ( x)dx
Y X=x
N( 2 2
(x 1 ), 2
2 (1 2
)).
1
(1) D(C ) 0, D[ E ( X )] 0, D[ D( X )] 0
(4) X Y N ( 1, 2
1 ), N ( 1 , 2
2 ), (2)X Y D ( X Y ) D ( X ) D(Y )
62 63
(4) ( X , Y ) 1 P(Y aX b) 1, a0
D(X Y) D(X) DY
( ) 2Cov(X,Y) D(X) DY
( ) 2 D(X) DY
( )
4
(5) D ( X ) E ( X C ) 2 , C E ( X ) 1 D( X ) E ( X 2 ) E 2 ( X )
2 Cov( X , Y ) E ( XY ) E ( X ) E (Y )
(6) D ( X ) 0 P X C 1
3 ( X , Y ) 1,
1
(1) Y g ( x)
( X , Y ) 1 P (Y aX b) 1, a0
X P{ X xi } pi , E (Y ) g ( xi ) pi X
i
( X , Y ) 1 P(Y aX b) 1, a0
X ~ f ( x), E (Y ) g ( x ) f ( x)dx
4 5
(2) Z g ( X , Y ) ; ( X , Y ) ~ P{ X xi , Y y j } pij ; ( X ,Y ) 0
Cov ( X , Y ) 0
E ( Z ) g ( xi , y j ) pij E ( X , Y ) E ( X ) E (Y )
i j
D ( X Y ) D ( X ) D(Y )
( X , Y ) ~ f ( x, y ) ; E ( Z ) g ( x, y ) f ( x, y )dxdy D ( X Y ) D ( X ) D(Y )
X Y 5
2 Cov( X , Y ) E ( X E ( X )(Y E (Y ))
.
Cov( X , Y )
3 ,k E( X k ) ;
XY
D ( X ) D (Y ) ( )
k E [ X E ( X )]k
D( X )
1 P | X E ( X ) | 2
(1) Cov( X , Y ) Cov(Y , X )
D( X )
(2) Cov(aX , bY ) abCov (Y , X ) P | X E ( X ) | 1 2
Chebysh
(3) Cov( X 1 X 2 , Y ) Cov( X 1 , Y ) Cov ( X 2 , Y )
ev 2 X 1 , X 2 , X n ,
(4) ( X , Y ) 1
E ( X i ) , D( X i ) 2
(i 1, 2,),
(5) ( X , Y ) 1 P (Y aX b) 1, a0
1 n
lim P X i 1
n
n i 1
64 65
1 X1, X 2 , X n , n
X 1 , X 2 , X n , 0-1 B (1, p)
X1 , X 2 , X n , X g ( X1, X 2 , X n )
1 n g( )
lim P X i p 1
n
n i 1
Khinchi g ( X1, X 2 , X n )
2 1 n
ne
X 1 , X 2 , X n , EX i , i 1, 2,
X Xi
n i 1
1 n
1 n
lim P X i
1
S2 ( X i X )2
n 1 i 1
n
n i 1
1 n k
k Ak X i , k 1, 2,
n i 1
1 ---
~ B(n, p ), X 1 , X 2 , X n , 0-1 1 n
n
n
k Bk ( X i X ) k , k 1, 2,
n i 1
n Xi
i 1 2 2
X 12 X 22 X n2 ~ 2
(n ) X1 , X 2 , X n ,
np x 1
t2
De lim P n x e dt 2
N (0,1)
n
np (1 p ) 2
Movire-La X
t T ~ t ( n) X ~ N (0,1), Y ~ 2
(n), X Y
place 2 ---
2
t Y /n
X 1 , X 2 , X n ,
F
X / n1
( 0)i 1, 2, , F F ~ F (n1 , n2 ) X ~ 2
(n1 ), Y ~ 2
(n2 ), X Y
Levy-Un E ( X i ) , D ( X i )
2
Y / n2
dbe n
X i n x
2
1 t2
lim P i 1 x e dt P( X x ) , x X
n
n 2
1 X1 , X 2 , X n N( , 2
)
( ) 1 n 1 n
X
n i 1
Xi , S2 ( X i X )2 ,
n 1 i 1
2
X
(1) X ~ N ( , ) ~ N (0,1)
n / n
X
(n 1) S 2 1 n
(2) 2
2 (X
i 1
i X )2 ~ 2
(n 1)
X n
66 67
n
1
(3) 2 (X
i 1
i )2 ~ 2
( n) 1
X
(4) ~ t (n 1) 2 ( 1, 2 ) 1 g x
S
n
( g ( 1 ), g ( 2 ) g ( 2 ) g ( 1 ) g( )
1 2
~ 2
( n) E( 2
(n)) n, D ( 2
(n)) 2n; 1
n
2 T ~ t (n ) E (T ) 0, D (T ) (n 2)
n2
3 F ~ F ( m, n)
1 1 2 X (X ,X )
~ F ( n, m), Fa / 2 (m, n) ; U N (0,1) 2 2
F F1 a / 2 (n, m)
P{ }
n
4 X 2
D( X ) S S
E ( X ) E ( X ), E ( S 2 ) D ( X ), D( X ) (X t , X t )
n 2
X
T t (n 1) 2 n 2 n
S n P{ T t }
( ) 2
n n
(X i )2 (X i )2
( i 1 2
, i 1 2
)
1 n (n) (n)
W
'
2 (Xi )
i 1
2
2
1
2
1 g x g g 2
P{W' 2
(n)}
n 2
. 2 P{W ' 2
(n)}
1
2
2
2 g x g( ) g( )
n 1 S 2 n 1 S 2 n 1 S 2
W 2
n 1 ,
3 E ( X ) E ( X ), E ( S 2 ) D ( X ), X S2 2
2
n 1 2 n 1
1
2 2
E ( X ), D ( X ) .
4 X S2 E ( X ), D ( X ) .
5 E ( ) , D ( ) 0( n ) .
68 69
2 2 2
( X1 X2 ) 1
2
,
( X1 X 2 ) ( ) n1 n2
U 1 2 2
2 2
, 2 2
2 2 .
1 2 1
2
n1 n2 ( X1 X2 ) 1
2
2
n1 n2
N (0,1)
P{U } .
2 .
1 1
(X1 X2)( 1 2) (X X )t (n n 2) S , .
2 2
T t(n1 n2 2) 1 2 2 1 2 n1 n2
1 1
1 2
S H0 H0
2
, n1 n2 1 1
(X1 X2)t (n1 n2 2) S
1 2
(n1 1)S12 (n2 1)S22 2
n1 n2 H0
S2
n1 n2 2 P{T t } 0 X x
2 2
2
U 0
| u | 0
ua
( / n / n 2
~ N (0,1)
1 S12
, X x
F (n1 1, n2 1) S2
2
0
T 0
| t | 0
t (n 1)
2 2 ( 2
S/ n S/ n
S 1
2
2 2 S2 ~ t (n 1)
F (n2 1, n1 1) 12
1
2
F 2
2
F(n1 1, n2 1) S2
S 2 2 2
2 1 2
2 n
X n
x
W i w i
0
2 2
2 P{F F (n1 1, n2 1)} a ( n)
2 i 1 0 i 1 0 2
2
1 ( ) ~ 2 ( n)
P{ F (n2 1, n1 1)} w 2
a (n)
F 2
2 1
2
( n 1) S 2
2
2
( n 1) S 2 w 2
(n 1)
( )
0
W 2
2
0
a
2
0
( ) ~ 2
( n 1) w 2
a ( n 1)
1
2
1 2
X1 X 2
U
1 ( 2
, 2 2 2
X1 X 2
1 2 1
2
| u | u
(1) H0 n1 n2 2 2
2
1
2
(2) ~ N (0,1) n1 n2
(3)
(4) H0
70 71
X1 X 2 ab cd
1 2 T (2)
1 1 X1 X 2 b d
( 2
1 , 2
2
SW | t |
n1 n2
1 1 ab cd
2
2
) SW (3)
1 2
~ t (n1 n2 2) n1 n2 ab cd
(n1 1)S12 (n2 1)S22 t a (n1 n2 2) a c e a c e a c e ace
SW2 (4) , t.
n1 n2 2 2 b d f b d f b d f bd f
S12 S12
F f Fa (n1 1, n2 1) (5) y x y kx k
2
1 2
2
S 22 S22 2
~ F (n1 1, n2 1) k
f Fa1 (n2 1, n1 1) (6) y x y k
2 x
1 2
3
1 a b 0, n 0 an bn
2 a b 0, n n
a n
b
a c a ac c
(3)
(3 ) ,
b d b bd d
(4)
1
ab
ab ,
(1)(a b)2 a2 2ab b2 2
abc 3
abc ,
(2)(a b c)2 a2 b2 c2 2ab 2ac 2bc 3
a1 a2 a3 an n
a1a2 an
(3)a2 b2 (a b)(a b) n
(5)
(4)( a b ) 3 a 3 3 a 2 b 3 ab 2 b 3
1 | a b || a | | b | 2 | a b || a | | b |
(5) a b ( a b )( a ab b )
3 3 2 2
3 | a b || a | | b | 4 | a | a | a |
n 1 n 2 n3 n 2 n 1
(6) a b ( a b )( a
n n
a ba b
2
ab b )
4 ax 2 bx c 0
a c
2 ( )
b d b b 2 4 ac b b 2 4 ac
(1) : x1 , x2
ab cd 2a 2a
(1)
b d
72 73
b c 1
(2) x1 x 2 , x1 x 2 (5) log a n M log a M
a a n
0, log b M
(6) log a M
(3) b 4ac 0
2
log b a
0,
(7) log a 1 0
5 :
x3 px 2 qx r 0 x1, x2 , x3 (8) log a a 1
x1 x2 x3 p
8
x1 x2 x2 x3 x3 x1 q
1
x1 x2 x3 r
a1 ---- an ----
6.
(3)( a m ) n a mn 11))an a1 (n 1) d
a1 an n( n 1)
(4)(ab) n a n b n 2) Sn n na1 d
2 2
1
a am 3) a, b, c , b (a c)
(5)( ) m m 2
b b 2
1
(6)a m a1 ---- q---- an ----
am
7 log a N , (a 0, a 1, N 0) 1) an a1q n 1
(1) N a log a N , N e ln N a1 (1 q n ) a1 an q
2) n Sn
1 q 1 q
(2) log a ( MN ) log a M log a N
3
M 1
(3) log a ( ) log a M log a N 1)1 2 3 n n( n 1)
N 2
1
(4) log a ( M n ) n log a M 2)12 2 2 32 n 2 n(n 1)(2n 1)
6
74 75
1 2
3)13 23 33 n3 [ n( n 1)]2
2 1
1 R---- H----
4)1 2 2 3 n(n 1) n(n 1)(n 2)
3 1 S 2 RH
1
4)1 2 3 2 3 4 n(n 1)(n 2) n(n 1)(n 2)(n 3)
4 2 S 2 R( H R )
9
1
3 V R2H
Pnm n(n 1)(n 2)[ n ( m 1)]
2
2 l R2 H 2
Pnn n(n 1) 3 2 1 n ! 1 S Rl
3
2 S R (l R )
n( n 1) (n m 1) n!
Cnm 1
m! m !( n m)! 3 V R2H
3
3
R---- d----
1)Cnm Cnn m 2)Cnm Cnm1 Cnm11
1 S 4 R2
4
n(n 1) n2 2 n(n 1)[n (k 1)] nk k 4
(a b)n an nan1b a b a b bn 2 V R3
2! k! 3
4
1 S 2 Rh( )
1
1 h
2 V h2 ( R )
1 1 1 3
S bh ab sin C s ( s a )( s b)( s c), s (a b c)
2 2 2 3
S---- H----
1 V SH
S bh ab sin
1
2 V SH
2 S= 3
1 1 1
3 S rl r 2 3 A
2 2 2
76 77
1
(8) sin sin [cos( ) cos( )]
1 2
1 sin csc 1 2 cos sec 1 4
1
3 tan cot 1 4 sin 2 cos 2 1
a b c
2R R
sin A sin B sin C
5 1 tan 2 sec 2 6 1 cot 2 csc 2
2
sin cos a 2 b 2 c 2 2 bc cos A
7 tan 8 cot
cos sin b 2 c 2 a 2 2 ca cos B
2 c 2 a 2 b 2 2 a b co s C
5
(1) sin 2 2sin cos
78 79