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1. .

2. :

3.

1.1
:
(1) ;
(2) ,

;
(3)

,.

E1: (H)(T) .

1={H,T} 1=H ,2=T

E2:,.
2={HHH, THH
HTH, HHT,HTT,THT,TTH,TTT }

E3:,.
3={1,2,3,4,5,6}
1=1 2=2 6=6
E4:.

4={012 }
1=0, 2=1, 3=2

E5:.

5={t| t0}
1..
2..

,.
E1,; E3
; E5{1000<t<3000}().

:
:{H},{T}.

:
:E3 {}.
:


1.:
AB: AB

A B

A BA B, A=B

2.:
A B
:
AB

A B

k 1

: Ak , k 1,2,... .

3.

A B:AB

A B

k 1

: Ak , k 1,2,... .

4.:
A-B : AB

A B

A-B A AB AB

5. ():
: A B .

A B

6.
: A B A B , B A.

BA

7.:
: A B B AA B B A.
: ( A B ) C A (B C),

( AB )C A(BC)
A (B C) ( A B ) ( A C);

A (B C) ( A B ) ( A C).

A B A B; A B A B.
: A B { AB }

{ AB } A B .

i 1

i 1

i 1

i 1

Ai Ai , Ai Ai

1 Ai
iAi
(1) B1
2B2
3B3
4B4

2.
()
1. E

n,AnA,
Fn(A)=nA/nA.

2.

(1) :

F nA 0

( 2) : Fn 1;

(3)
A, B
Fn ( A B) Fn ( A) Fn ( B)
A1A2
, Ak
,
k

F n( Ai ) Fn ( A1 ) Fn ( A2 ) Fn ( Ak ).
i 1

: .
(1) : ,
;

(2): n,A
P(A)
P(A)

n(A)

Fn(A)

4040

2048

0.5069

12000

6019

0.5016

24000

12012

0.5005

()
1
P(A)A

P(A)A

2 A
AP(A)P(A)

(1) P ( A) 0

( 2)P ( ) 1
( 3)Ai ( i 1,2,),

i 1

i 1

: P ( Ai ) P ( Ai )

P(A)A

:
1 0 P ( ) 0.

: An ( n 1,2,), An ,
n 1

Ai A j .

n 1

n 1

n 1

P ( ) P ( An ) P ( An ) P ( )
P ( ) 0, P ( ) 0.

2 : A1 , A2 , , An
n

i 1

i 1

P ( Ai ) P ( Ai ).
An1 An 2 , Ai Aj ,
i j , i , j 1,2,
n

i 1

i 1

P ( Ai ) P ( Ai ) P ( Ai )
n

P ( Ai )
i 1

i 1

P( A )
i

i n1

P ( ) P ( A )

i n1

i 1

3 A, B, A B,
P ( B A) P ( B) P ( A), P ( B) P ( A).
: A B B A ( B A)

A ( B A)

P(B)=P(A)+P(B-A),
P ( B A) 0,
P(B) P(A).

4 A, P ( A) 1.

5 A, P ( A) 1 P ( A).
6 A, B
P ( A B) P ( A) P ( B) P ( AB ).


(1) P ( A B C ) P ( A) P ( B ) P (C ) P ( AB )
P ( AC ) P ( BC ) P ( ABC ).
( 2) P ( A1 A2 An )
n

P ( Ai )
i 1

P( A A )

1 i j n

P( A A A )

1 i j k n

( 1) n 1 P ( A1 A2 An ).

1 A,B,P(A)=0.5,P(B)=0.3,
P(AB)=0.2,.
(1) AB; ( 2) A B; ( 3) AB; (4) A B .


1.P ( A) 0.4, P ( B ) 0.3, P ( A B ) 0.8,
P ( AB ) ? P ( A B ) ?

3.
:

(1) : ={1, 2,, n}


(2): P(1)=P(2)= P(n)

,
k A
P ( A)
n

. 1,2,,99,
3,:
(1)1,A
(2)5.B
3
93, C 9 .
2
11 C 8

C
P ( A)
C

2
8
3
9

25, C 42.

C
P ( B)
C

2
4
3
9

N,M,
n,k.

: Ak:k
Nn, C Nn ,
Mk, C Mk N-M
n-k, C Nn kM ,
k
M

n k
N M
n
N

C C
P ( Ak )
C

2 nN (Nn)
, A: 1-n
B: .(
)

365
, n(<365), A:

n
365
n

A
P(A) 1
,
365

n 32 , p( A) 0.75;

n 50, P ( A) 0.97;

3 n

k
Ak
1: nj
j
n!, A(n-1)!P(A)=1/n.

2: k

4 153, 15
,
(A)?
: 15:
15

5

15! 10!
15!
10 5

5 5 10!5! 5!5! 5!5!5!

33!,12
12!
12 8 4

4!4!4!
4 4 4
25
12!
15!
: P ( A) 3!

0.2747.
4!4!4! 5!5!5! 91

4.
() :
E , A, B,

AB,
,P(B|A).

:n

,AnAAB
nAB

n AB
P(B | A)
nA

n AB
P(AB)
n

nA
P(A)
n

: A, B, P(A)>0,
P(AB)
P(B | A)
P(A)

AB.

()
(1) P(B | A) 0.

(2) P( | A) 1.
(3) B1 , B 2 , ,

i 1

i 1

P( B i | A ) P(B i | A).

(4) P( | A) 0.
(5) B1 , B 2 , , Bn,
n

i 1

i 1

P( B i | A) P(B i | A) .

(6) P( B | A) 1 P ( B | A).
(7) P(B C | A) P(B | A) P(C | A)
- P(BC | A).

1
20%18%,
12%
A,B
P(A)=0.2,P(B)=0.18,P(AB)=0.12,

P ( AB ) 0.12 2
P( A | B)

0.2
P( B)
0.18 3
P ( AB ) 0.12
P ( B | A)

0.6 0.18
P ( A)
0.2

() :
,
P(AB) P(A)P(B | A).
2
A
B
P(AB).

3 2
: P(AB) P(A)P(B | A) 0.3.
5 4

: P(AB)>0,
P(ABC)=P(A)P(B|A)P(C|AB).

, A1, A2, ,Ann,(n2),


P(A1A2 ...An-1)>0, :
P(A1A2An)=P(A1)P(A2|A1)P(An-1|A1A2
An-2)P(An|A1A2An-1).

0.5,
, 0.7,
,
0.9, .

: Ai
B

i, i 1, 2, 3.

a(a>2)b
3
12,3
Ai i(i=1,2,3),
P ( A1 A2 A3 ) P ( A1 ) P ( A2 | A1 ) P ( A3 | A1 A2 )
a
b
b1

a b a b1 a b 2

() :
1.
,:

1
0.02
0.15
2
0.01
0.80
3
0.03
0.05
,

: B1 , B 2 , , B n :

(i) Bi B j , i j, i, j 1, 2 , ...,n,
n

(ii) Bi ,
i 1

B1 , B 2 , B n
.

:
B1 , B2 , Bn
, P(Bi ) 0, ( i 1, 2 , ,n),
EA,
n

P ( A) P(B i )P(A | B i ).
i 1

1().:,Bi:i

1
2
3

0.02
0.01
0.03

0.15
0.80
0.05

P ( A) P(B i )P(A | B i ).
i 1

0.15 0.02 0.80 0.01 0.05 0.03


0.0125

2 20012
0.8,0.1,0.1

Bjj

(j=0,1,2),Bj.

: 32,2
2,,
1,A:.
Bi={i}i=0,1,2.B0,
B1,B2

P ( A) P ( Bi ) P ( A | Bi )
i 0

C 32 2 C 31C 21 3 C 22 4 7
2
2
2
C5 6
C5
6 C5 6 15

:
B1 , B2 ,..., Bn ,
AP ( A) 0,
P(B i | A)

P(B i )P(A | B i )
n

P(B
j 1

)P(A | B j )

, i 1, 2, ..., n.

3(1) , ,
1 ?

1 0.02
2 0.01
3 0.03

0.15
0.80
0.05

:1. P(Bi)B1,B2,,Bn
An
2. P(Bi|A)A
P(Bi|A) Ai


0.70.3; 010.2;
110.91
1
A1
B 1B 0
B, B

, 90%,
,30%,
75%
, ?

: A, B,
P ( A | B 0.9, P ( A | B ) 0.3, P ( B ) 0.75
P ( B ) 0.25,Bayes

P( A | B)P( B)
P ( B | A)
P( A | B)P( B) P( A | B )P( B )

=(0.90.75)/(0.9 0.75+0.3 0.25)


=0.9.

1.5
, P(B|A)P(B).
P(B|A)=P(B),
P(AB)=P(A)P(B|A)=P(A)P(B).

1: A,B,
P(AB)=P(A)P(B),

AB.

A,BP(B)>0,

P(A|B)=P(A)


AB, AB,
AB, AB.

:
P(A B ) P(A) P(AB)

P(A) P(A)P(B)
P(A)(1- P(B))

P(A)P( B).
AB.

2 ,
0.9
0.8
A B

P ( A B) P ( A) P ( B) P ( AB )

P ( A) P ( B) P ( A) P ( B)

0.9 0.8 0.9 0.8 0.98

2: A,B,C,:
P(AB)=P(A)P(B),
P(AC)=P(A)P(C),
P(BC)=P(B)P(C), P(ABC)=P(A)P(B)P(C)
A,B,C.
3nA1,A2,,An,
1i<j<k<n
P(AiAj)=P(Ai)P(Aj)
P(AiAjAk)=P(Ai)P(Aj)P(Ak)

P(A1A2An)=P(A1)P(A2)P(An),
nA1,A2,,An.

4A1, A2, , Ann


1i<j nP(AiAj)=P(Ai)P(Aj),
n.
nn
.

3 ,
, .
A,B,C
, ,
P(A)=1/2
P(B)=P(C)=1/2,

P(AB)=P(BC)=P(AC)=1/4
A,B,C.
P(ABC)=1/41/8=P(A)P(B)P(C)
A,B,C.

4
0.4%,100
.
Ai(i=1,2,100)i
, Ai.
P ( A1 A100 ) 1 P( A1 A2 A100 )

1 P( A1 ) P( A100 )
1 0.996

100

0.33

5 4,p(
),
, .
:

0.6,
99%

1. P ( A) P ( B ) P (C ) 1 / 2, A, B , C
P ( ABC ) 0, P ( A B C ) 9 / 16.P ( A).

2.P ( A) P ( B ) 1 / 3, P ( A | B ) 1 / 6, P ( A | B ).
3. 1-10
2
1
4. 202530
759.


3(3)(4)579132127,
32, 33, 4345.


2.1
1 n,

X1, X1
:0,1,2,,n.
j(X1=j).
2 X2,

k(X2=k).

3 ,
t(X3=t) .

4 .:
1={}, ={}.
X4
1, 1
X 4 X 4 ()
0, 2

5 .:
1={}, ={}, 3={},
4={}. X5 :

0, 1

X 5 X 5 () 1, 2 3
2,
4

.1
X()X()
X()X.

(1) (2).

2.2

X, xR,
F(x)=P{ Xx }

X.
P{ x1<Xx2}=P{Xx2} -P{X x1}

=F(x2)-F(x1) .

1.

P(X=k)=1/6,k=1,2,,6.

F( x ) P( X x )

0, x 1
1 / 6, 1 x 2
2 / 6, 2 x 3

......
5 / 6, 5 x 6
1, x 6

2. :
(1) F(x).()
x2>x1, F(x2)-F(x1)0.
(2) 0F(x)1 ()
F () lim F (x) 0, F () lim F (x) 1
x

(3) F(x),
x0,
lim F ( x) F ( x0 0) F ( x0 ) ()

x x0

1
2 F ( x ) nF ( x )
0 n x 2
X
P ( X 3), P ( X 3).

1 7
P ( X 3) F (3) n
8
0n 3 2

P ( X 3) 1 F (3 0)
2

1
1 n
n 1 2
1

2.3
1.
, .

2. :
X
xk (k 1,2,3,...)
P(X xk ) pk , k 1,2,...


(1) pk 0 , k 1,2,...

(2)

p
k 1

1.

1.
,p
X
, X

:
X
pk

0
p

1
2
3
4
(1-p)p (1-p)2p (1-p)3p (1-p)4

P{X=k}=(1-p)kp, k=0,1,2,3.

P{X=4}=(1-p)4

1
2 XP ( X k ) n C nk a k
3
( k 0,1,2, , n), a .
:
n

1 k k
1 P( X k ) n Cn a
k 0
k 0 3
n

a k 1 nk
a 1 n
C ( ) ( ) ( )
3 3
3 3
k 0
k
n

a 2.

X
F ( x) P ( X x)
P ( ( X x k ))
xk x

P( X x

xk x

xk x

3. X
X
-1
2
pk
1/4
1/2
: (1) XF(x),
(2) P{ X1/2}, P{3/2<X5/2}.

3
1/4

3.

() 0-1
X01P(X=1)=p, P(X=0)=1-p.

X(0-1)

()
:
A A,
P ( A) p

nn

XnA

P ( X k ) C nk p k (1 p ) n k , k 0,1,2, , n
Xn,p,

X ~ B(n, p).

1. 0.2,
20, X.

2020

X ~ B(20, 0.2).
P{ X k } C (0.2) (0.8)
k
20

k 0, 1, 2, ... , 20.

20 k

C nk p k q n k
P( X k )
( n k 1) p
k 1 k 1 n( k 1)
P ( X k 1) C n p q
kq
( n 1) p k
1
kq

: (1) (n+1)pP(X=k)k=(n+1)p
k=(n+1)p-1
(2) (n+1)pP(X=k)k=[(n+1)p]

P(X=k)k

2 2%, 200
6
X, X ~ B(200, 0.02).
P( X k ) C

k
200

(0.02) (0.98)

200 k

, k 0, 1, ...,200.

200

P ( X 6) P ( X j )
j7

200

C
j 7

j
200

(0.02) (0.98)

200 j

n, p, ,
Poisson.

() (Poisson)

X
P{ X k }

k e

, k 0, 1, 2, ... ,

k!
0 , X
. X ~ P ( ).

X ~ P ( ), P ( X 8) 10 P ( X 10 ),
P ( X 1)

(Poisson)
{ X n }, X n ~ B( n, pn ),
np n 0, k,

lim P{ X n k } lim C p (1 pn )
n

k
n

k
n

nk

k e
k!


n p,
C p 1 p
k
n

nk

k e
k!

, np .

2 2%, 200
6

X, X ~ B(200, 0.02).

200 0.02 4,

P ( X 6) 1 P ( X k )
k 0
6

j
1 C 200
(0.02) j (0.98) 200 j
j 0

4k 4
1 e
k 0 k!
6

=0.11()

3:200,
0.01,5?

:X,X~B(200,0.01).

()

, p,
q=1-p. .

X,X:
P{X=k}=qk-1p, k=1, 2,
Xp.

()
NMN-M

nXX

C Mk C NnkM
P( X k )
( k 0,1,2,, l )
n
CN

(l=min(M,n)).

Matlab

r binopdf ( k , n, p)
b( n, p)
P ( X k ) C nk p k (1 p) n k

p = binopdf(20 ,40,0.3)

p = 0.0038
p = binopdf([0 : 40],40,0.3)
P ( X k )k 0,1,2,,40

b( n, p )
x = 0 : 40;
b = binopdf(x,40,0.3);
stem(x,b)

y = binocdf(k,n, p)
k

F ( k ) C ni p i (1 p) n i
i 0

y = binocdf(5, 40,0.3)
y = 0.0086

X ~ b(40,0.3),
5

i
F (5) C 40
0.3 i 0.7 40 i 0.0086
i 0

x = 0 : 50;
b = binopdf(x,50,0.2);
p = poisspdf(x,10);
stem(x,b, '-' )
hold on
stem(x,p, '*' )
legend('y = b(50,0.2)', '*y = p(10)')

2.4
1 XF(x),
f(x), x,

F (x)

f ( t )dt

Xf(x)X
.

2.f (x) :

(1) f (x) 0.
(2)

f (x) dx 1 .

3
(1) P{x1 X x 2 } F ( x 2 ) F ( x1 )

f (x)dx,
x2

x1

(2) f (x) x, F (x) f (x).


( 3) x,
P { x X x x } f ( x )x .

(4) xP{X=x}=0.
P ( x1 X x2 ) P ( x1 X x2 ) F ( x2 ) F ( x1 )

1.X
ke 3 x , x 0,
f ( x)
x 0,
0,
k , F ( x )P{ X 0.1}.

x 0, F ( x )

: 1 f(x)dx ke 3 x dx k / 3 k 3.

f ( x )dx

3e 3 x dx 1 e 3 x
0
x

2 X
x

A Be 2 , x 0
F ( x)
0, x 0
2

: (1) A,B (2)f(x) (3)X(1,2).


( A Be
:(1) 1 F () lim
x

x2

) A

F ( x ) 0 lim F ( x ) A B,
A 1. xlim
0
x 0

B=-A=-1

4.
():
X[a , b], :

1
,

f ( x) b a

0,

a x b,
.

X[a,b],X~U[a,b].

() :
:X:
e x , x 0
f ( x)
x0
0,

X(>0),X~e().

:
X~e(),s,t
P(X>s+t|X>s)=P(X>t)
P( X s t )
P ( X s t | X s )
P( X s)

( s t )

e t P ( X t )

() :
(1) X
( x )2

1
2 2
f(x)
e
, x ,
2
, ( 0) , X ,

X ~ N ( , 2 ).

: 1 x , h 0
f( h) f( h)
0

2 f( )
0

1
.
2

3 f ( x )x.
0

40 , .

(1)

( 2)


F ( x)

1
e
2

( t )2
2 2

dt .

(2):
0, 1, ( x )

1
e
2

x2

t2

x
1
(x)
e dt ,

2
X
, X ~ N (0,1).

(3)
X ~ N( , ), Y
2

(Y

~ N (0,1).

F ( x) P( X x) P(
(

1 X ~ N (1,4),
1.6 1
0 1

P{0 X 1.6}
2
2

(0.3) (0.5)

( x) 1 ( x).

1 X ~ N (1,4),
1.6 1
0 1

P{0 X 1.6}
2
2

(0.3) (0.5)

0.6179 [1 (0.5)]
0.6179 1 0.6915

0.3094.
X~N(1, 9),P(|X|<2)

2
0.01XN(170,62)(

h, P(X>h)<0.01
h 170
) 0.01
P ( X h) 1 F (h) 1 (
6

h 170
(
) 0.99,
6
h 170
2.33 h 184()
6

(4) :
X ~ N (0,1), u

P{ X u } , 0 1,
u .

() :
1. : X:
p
p 1 x
x e , x 0,

f ( x ) ( p )
0,
x 0.

, 0, p 0 ,
( )

x 1e x dx,

X , X ~ ( p, ).

(1,) e()
(p+1)= p(p), (n)=(n-1)!

2.5
X,Y=g(X)

X
1.X,Y=(X-1)2:
X
-1
0
1
2
pk
0.2
0.3
0.1
0.4
X
pk
Y

-1
0.2

0
0.3

1
0.1

2
0.4

:
X
X
x1 x2
P(X=xi) p1 p2

xk
pk ...

(1) yi=g(xi)(i=1,2,), yi,


Y:
P{Y=yi)= P(X=xi) =pi
(2)yk=g(xk1)=g(xk2)==g(xkm),
P(Y=yk)=P(X=xk1)++P(X=xkm)

X ---

2 XN(,2),Y=aX+b(a>0)

FY ( y ) P (Y y ) P (aX b y )

yb
P( X
)
a

y b
a

f X ( x)dx

1
yb
f Y ( y ) FY ( y ) f X (
)
a
a

1
2 a

[ y ( a b )]2
2 2 a 2

3.X ~ U (0,1), Y 2 ln X
y 0
FY ( y ) P (Y y ) P ( 2 ln X y )
P( X e

y
2

) 1 e

y
2

1 2y
e ,y0
f Y ( y ) FY ( y )
2
0, y 0

X ~ U [ / 2, / 2], Y tgX , Y
fY ( y ).

FY ( y ) P (Y y ) P (tgX y ) P ( X arctgy)

arctgy / 2

1
fY ( y ) FY ( y )
2
1 y

4 X ~ U (0, ), Y sin X
f Y ( y ).
: 0 y 1
FY ( y ) P (sin X y )

P (0 X arcsin y ) P ( arcsin y X )

arcsin y

1
2
,0 y 1

2
f Y ( y ) FY ( y )
1 y

0,


X ~ N (0,1), Y X 2 .
y 0, FY ( y ) P{Y y ) P{ X 2 y }
P{- y X y }

( x)dx

f Y (y) FY (y) [ ( y ) ( y )] 2 y , y 0,

0,
y 0.

1
2
e
,y0

2y

0, y 0


1. [0,1]
u = rand(1,n)

u = rand(1,5)

u = 0.9501 0.2311 0.6068 0.4860 0.8913

2.

X = [0.1 : 0.1 : 20];


Y = exppdf(X,2);
P = expcdf(X,2);
plot(X, Y, X, P)
e(0.5)

3.

x1 = [-3.5 : 0.1 : 3.5];


x2 = [-1.5 : 0.1 : 5.5];
y1 = normpdf(x1,0,1);
y3 = normpdf(x2,2,1);
plot(x1,y1, ' o' , x2, y3, '+' )
ylabel('f(x)');
legend('N(0,1)', ' N(2,1)')


F ( x )
U ~ U (0,1)
Y F 1 (U ) F ( x )

x = -1/5. * log(1 - rand(1000, 1));


hist(x,30)
e(5)1000

1. N1~NN,
nX
2. 0.0005,10000
,5.,
5000.:(1)10000
(2)

3.
cF( x).
2
cxe 2 , x 0
f ( x)
0, x 0
x2

9101216, 2729 3437,


414348

n: X1()X2(),,Xn()
n,

X ( ) ( X 1 ( ), X 2 ( ), , X n ( ))
n,X=(X1,X2,,Xn)

3.1
1. ():

x, y,
F(x, y) P{(X x) (Y y)} P{X x,Y y}

(X, Y) ,
XY .

P{x 1 X x 2 ; y 1 Y y 2 }
F(x 2 , y 2 ) F(x 1 , y 2 ) F (x 2 , y 1 ) F(x 1 , y 1 )

(1) F(x,y)xy

x1 x 2 , F ( x1 , y ) F ( x 2 , y );
y1 y 2 , F ( x , y1 ) F ( x , y 2 ).
( 2) 0 F ( x , y ) 1, F ( x , ) lim F ( x , y ) 0
y

F ( , y ) F ( , ) 0
F ( , ) lim F ( x , y ) 1
x
y

(3) F(x,y)x,y

F ( x 0, y ) F ( x, y ), F ( x, y 0) F ( x, y )
(4) x1 x 2 , y1 y 2 ,
F ( x 2 , y 2 ) F ( x 2 , y1 ) F ( x 1 , y 2 ) F ( x 1 , y 1 ) 0

2.

P{X x i , Y y j } p ij , i, j 1, 2 ,

(X, Y)

(1)p ij 0, 2 p ij 1.
i

1 52
130
X,Y
(X,Y)

: (X,Y)(0,0),(0,1),(1,0),(1,1)
(1)

P(X=0,Y=0)=P(X=0)P(Y=0|X=0)=3/53/5=9/25
(X,Y)

6/25

6/25
4/25

2. X1, 2, 3, 4
, Y1~X
, (X, Y).
: XY1 , 2, 3, 4,
1

P{X i}P{Y j|X i} , i j,


P{X i,Y j}
4i

0,
i j.

(X, Y) ,
: F( x, y)

xi x
y j y

pij ,

x i x, y j yi, j .


: ( X , Y )F ( x , y ),
f ( x , y ), x , y
F(x, y)

- -

f(u, v)dudv,

(X, Y), f ( x, y )
( X , Y )

f(x, y)

1. f(x, y) 0;
2.

f(x, y)dxdy F ( ,) 1;

3. f(x, y)(x, y),


2 F ( x, y )
f(x, y);
xy
4. Gxoy , (x, y)
G :
P{(X, Y ) G}

f(x, y)dxdy.
G

2.
(X, Y)
Ae -(2x y) , x 0, y 0,
f(x, y)
0,
,

: (1)A; ( 2)F ( x, y ); ( 3)P{Y X}.

: (1)

f(x, y)dxdy 1,

Ae

( 2x y )

dxdy 1,

A e dx e dy 1
0

- 2x

A / 2 1, A 2.


1.
GA, (X,Y)

1 A , (x, y) G
f ( x, y)
0, (x, y) G
(X,Y)G.

2.

(X,Y)
f ( x, y)

1
2 1 2

( x 1 ) 2
1
exp{
[
2
2
2
2
(
1

1
1

( x 1 )( y 2 )

1 2

( y 2 )2

2
2

]}

x, y

( X , Y )

( X , Y ) ~ N ( 1 , ; 2 , ; ).
2
1

2
2

N (0,0,1,1,0.5)

2.

(X, Y)F(x, y), XY


FX (x), FY (y) (X, Y )X
Y
.

F X (x) P{X x}

P{X x, Y }
F(x, )


(X,Y)X,Y

P(X=xi ), P(Y=yj) (i=1,2,)

(X,Y)X,Y

(X,Y)
P(X=xi,Y=yj)=pij(i,j=1,2,)
X
P ( X x i ) P ( X x i , Y )

P ( X x i , Y y1 ) P ( X x i , Y y 2 )
pij
j

pi P ( X x i )( i 1,2,)

p
j 1

1j

p
j 1

ij

1() XY

2() XY

pk.
1/4
1/4
1/4
1/4
p.k

25/48

13/48

7/48

1/16

( X , Y )
i 1

i 1

P(X i, Y j) p q q p ; i , j 1,2,...
j

p q 1. Y

:
(X, Y)f(x, y), X, Y
f X ( x ), f Y ( y )( X , Y )X, Y

F X ( x ) F(x, )

f(x, y)dy]dx

f X ( x)

f(x, y)dy ,

1 (X,Y)G
G1/2

2 0 x y 1
f ( x, y)
0
0 x 1

f X ( x)

f ( x , y )dy

2dy
1

2 2x

xf ( x , y ) 0, f X ( x ) 0,

2 2 x 0 x 1
f X ( x)
0

2. ( X, Y )
6, x 2 y x 1,
f(x, y)
0, ,
: f X ( x), f Y ( y ).
x

x 2 6dy 6(x - x 2 ), 0 x 1
: f X (x) f(x, y)dy
-
0
,

y
6dx 6( y y ), 0 y 1

f Y (y) f(x, y)dx y


-
0,

8 xy,0 x y 1
f ( x, y )
0,

f X ( x ), f Y ( y )

3. : (X, Y)~ N( 1 , 12 ; 2 , 22 ; ),
f(x,y)

1
2 1 2 1 2

2
2

(
x

)
(
x

)(
y

)
(
y

1
1
2
2
exp
2

,
2
2
2
1 2
2


2(1 ) 1

X , Y:

X ~ N( 1 , ), Y ~ N(2 , 2 )
2
1

f X ( x)

2 1

f ( x , y )dy(x 1 1 u, y 2 2 v )

2 1 1
1

1
2 1

1
2 1

1
2
2
exp{
[
u

uv

v
]}dv
2
2(1 )

1
2
2
2
exp
[(v u) (1 )u ]dv
2
2
2 (1 )
2(1 )

u2

u2

(v u) 2
exp
dv
2
2
2 (1 )
2(1 )
1

1
2 1

( x 1 ) 2
2 12

~ N ( 1 , 12 )

3.
:
(X, Y) P{X x i , Y y j } p ij , i 1, 2, ,
Y
P{Y y j } p j , j 1, 2,
p j 0, :
P{X x i | Y y j }

P{X x i , Y y j }
P{Y y j }

p ij
p j

, i 1, 2, ( 3 .1 )

P{X x i | Y y j }

p ij
p j

, i 1,2,

Y y j X.

1 Y=2X

2 p(0<p<1),
X,
Y,(X,Y)
.

: (1) (X, Y)

P{X m, Y n}
p q
2

n-2

, n 2, 3,; m 1,2, , n - 1.


1. :
lim PX x | y Y y
0

Y=yX,
FX |Y (x | y) PX x | Y y.

F ( x, y ) F ( x, y )
F X |Y ( x | y ) lim
0
FY ( y ) FY ( y )

f(u,y)
du
f Y (y)

f(x,y)
f X|Y (x | y)
Y y
f Y (y)
X

3 : X, Y x 2 y 2 1
,
(1)f X |Y (x | y); (2)FX|Y ( x | y );
3
1
( 3) P ( 0 X
|Y )
2
2

1 , x 2 y 2 1

(1) f(x,y)
2
2
0,
x

y
1

f Y (y)

f ( x, y )dx

1 y 2 1
2
1 y 2 dx
1 y2 , -1 y 1

0,


( X , Y )
3 x ,0 y x 1
f ( x, y)
0,

1
3
1
(1) f X |Y ( x | y ), ( 2)FX |Y ( x | y ), ( 3) P ( X | Y ).
4
4
2
f Y ( y )

0 y 1,

3
f ( x , y )dx 3 xdx (1 y 2 ),0 y 1
y
2
1

2x
3x

,
y

1
2

f(x, y) 3
1 y
f X|Y (x | y)
(1 y 2 )
f Y (y) 2

0,

4.

X, Y , x, y

P{X x,Y y} P{X x} P{Y y}


XY.
F(x, y) FX (x) FY (y).

1 (X,Y)

1 e 1 x e 2 y e ( 1 x 2 y ) , x 0, y 0
F ( x, y)
0,
XY
1 x
1 e
,x 0
FX ( x ) F ( x,)
0, x 0
1 e 2 y , y 0
FY ( y ) F ( , y )
0, y 0
F ( x , y ) FX ( x )FY ( y ), X, Y

: (X,Y),
X,Y:

P{X x i , Y y j } P{X x i }P{Y y j },


i, j 1,2,

p ij p i p j

(): pij p i p j ( i , j 1,2,),


F ( x, y )

P( X x ,Y y
i

xi x y j y

P ( X x ) P (Y y
i

xi x y j y

P( X x ) P(Y y

xi x

yj y

FX ( x )FY ( y )
X,Y

(X,Y),X,Y
:

f(x, y) f X (x) fY (y)


() f(x, y) f X (x) fY (y)
F ( x, y)

f ( u, v )dudv
f X ( u) f Y (v )dudv

F X ( x ) FY ( y )

P(X=0)P(Y=0)=9/25=P(X=0,Y=0)
P(X=0)P(Y=1)=6/25=P(X=0,Y=1)
P(X=1)P(Y=0)=6/25=P(X=1,Y=0)
P(X=1)P(Y=1)=4/25=P(X=1,Y=1)
X,Y


P(X=0)P(Y=0)=9/253/10=P(X=0,Y=0)
X,Y

8 xy,0 x y 1
f ( x, y )
0,
f X ( x )

f ( x , y )dy 8 xydy
1

4 x(1 x 2 ),0 x 1
f Y ( y )

4 y 3 ,0 y 1
f ( x , y )dx
0,

f X ( x ) f Y ( y ) f ( x , y ) X,Y

(X, Y), X, Y
=0.
:

1
f X (x)f Y (y )
e
2 1 2

1 ( x 1 ) 2 (y 2 ) 2
-

2
2
2 1
2

f ( x, y)
1
2 1 2 1-

( x 1 ) 2
( x 1 )( y 2 ) ( y 2 ) 2
2

2
2
2
1 2
2 ( 1 - ) 1
2
1

(X1, X2, , Xm)(Y1, Y2, Yn)

, Xi(i=1,2, m)Yj(j=1,2, n)
,h, g, h(X)g(Y).

5.
Z=g(X,Y),(X,Y)
Z
1 (X,Y)
1 (X,Y)

:(1) Z1=X+Y;(2) Z2=XY;(3)Z3=max(X,Y)

(1)Z1=X+Y
(2)Z2=XY (3)Z3=max(X,Y)

2 X , YX ~ P (1 ), Y ~ P ( 2 )
Z X Y

Z=X+Y0,1,2,,
k

P ( Z k ) P ( X Y k ) P ( ( X i , Y k i ))
i 0

i0

i 0

P(X i, Y k - i) P ( X i ) P (Y k i )
k

i 0

1i
i!

k2 i
( k i )!

e ( 1 2 )

( 1 2 ) k
k!
( k 0,1,2,)

Z=g(X,Y
FZ ( z ) P ( Z z ) P ( g ( X , Y ) z )

f ( x , y )dxdy

g ( x , y ) z

f Z ( z ) FZ ( z )

() (Z=X+Y):
Z=X+Y.

FZ (z) P{Z z} P{X Y z}

f(x,y)dxdy

x y z

f Z (z) FZ (z)

z -x f(x,y)dy dx
-

f(x, y)dy dx
-

f(x, z - x)dx

z-x

XY,

f Z (z)

f X (x) f Y (z - x)dx

, f X * fY .

1. XY, N(0, 1),

:Z=X+Y.
e x dx ( )

: f Z (z)

e
2

1
2

z2

x2

z2

f X (x)f Y (z - x)dx

e
t 2

(z x) 2

1 4
dx e
2

z
dt(t x - )
2

.Z ~ N (0,2).

z
x
2

dx

2 (X,Y)
1 0 x 1, 0 y 2(1 x )
f ( x, y )
0,

Z=X+YfZ(z).
f Z (z)

f(x, z - x)dx

z 1dx z , 0 z 1
0
2 z

1dx 2 z , 1 z 2

0
0

X , Y, X ~ e( )Y ~ e( ),
Z X Y .FZ ( z ).
3X , Y, X ~ e( )Y ~ e( ),
Z 3( X Y ).FZ ( z ).

() (Z=X/Y):
X
( X , Y )f ( x, y ), Z .
Y
X

FZ ( z ) P z
Y

x / y z

yz f(x,y)dx dy 0 f(x,y)dx dy
- yz
-

f Z ( z ) FZ (z)

f(x,y)dxdy

f(zy, y)ydy f(zy, y)( y)dy

f(zy, y) y dy

() M=max(X,Y)m=min(X, Y):
FM (z) Pmax(X, Y) z
P X z , Y z
FN (z) Pmin (X,Y) z

1 P min (X,Y) z
1 P{ X z , Y z }

4 L1,L2

L1 , L2
X , Y ~ e( ),
( R( t ) P (T t ))

1 T=min{X,Y}
2 T=max{X,Y}

X 1 , X 2 , , X n U[0,1], Y max{ X k },
1 k n

f Y ( y ).

FY ( y ) P (max{ X k } y )
1 k n

P ( X 1 y, X 2 y,, X n y )

P ( X 1 y )P( X 2 y ) P( X n y )
yn , 0 y 1
ny n1 ,0 y 1
f Y ( y ) FY ( y )
0,

5 XY, N(0, 1),


Z X Y .
2

z 0, FZ ( z ) 0,
z 0, FZ ( z ) P{ X Y z }
2

1

e
2
x2 y2 z

x2 y 2
2

dxdy

x rcos

(0 r z , 0 2 )
y rsin

1 (X,Y)
1, | y | x 1
f ( x, y )
0

(1)fX(x),fY(y) (2)fX|Y(x|y)
3
1
( 3) P ( 0 X
|Y )
2
2

2X , Y
[0,1]
. Z X Y , f Z ( z ).

3. 1234 4
X,Y12
1(X,Y)2
XY=0(3)X,Y
(4)X+Y
4. X,Yp
X,YZ=X+Y

1, 3, 6, 9, 12, 18, 19,


23, 24, 28


1.
: r.v.X :

P X x k p k , k 1, 2 ,

k 1

k 1

| x k | p k , x k p k

, E ( X ),
E(X)

x
k 1

pk .

| x i | p i X
i 1


1) (0-1) X(0-1)

P(X=1)=p,P(X=0)=1-p, 0<p<1
X
EX=1p+0(1-p)=p

2) : X ~ B(n, p),

P{X k} C p q
k
n

n -k

, k 0, 1, n.

: EX k C nk p k q n-k
k 0

n!
k n-k
k
p q
k!(n k)!
k 0

np(p q)

n 1

np .

3)

: X ~ P ( ),
k -
P{X k}
e , k 0, 1, 2, 0.
k!

: E(X)

k 0

k!

e -

4)
pk q k 1 p, k 1,2,

EX k q k 1 p
k 1

q
p( q ) p(
)
1 q
k 1
k

1
1
p

2
p
(1 q )

1
2 XP ( X x k ) k , k 1,2,
2
k
2
x k ( 1) k
, EX .
k

1
x k p k ( 1)
ln 2,
k
k 1
k 1
k

1
| x k | p k X .
k 1
k 1 k


f(x)X
X

P ( x i X x i 1 ) f ( x i )x i ,x i 0

E ( X ) x i f ( x i )x i xf ( x )dx.
i

: . Xf ( x),

| x | f ( x)dx ,

xf ( x)dx

X, E(X).
E(X)

xf ( x)dx.


1 : X ~ U a, b , X :
1
, a x b,

f(x) b-a

0 , .

EX

xf(x)dx a

1
ab
x
dx
,
b-a
2

[a,b]

2 : X ~ e( ), :
e -x , x 0,
f(x)
0, x 0.

EX

xf(x) dx
x e x dx

3 : X ~ N( , 2 ),

EX

xe

( x )2

2 2

(t ) e

te

dx (t x )
-

t2
2 2

t2
2

dt

dt
1

t2
2 2

dt

e - ( x 1) , x 1,
f(x)
0, x 1.
EX.

3 X

1
f ( x)
, x .
2
(1 x )

1
| x | (1 x 2 ) dx


p
p 1 x
x e , x 0,

f ( x ) ( p )
0,
x 0.

EX

xf(x) dx

( p 1)

( p)

p
( p )

p 1
( p 1)

p 1

dx

x ( p 1)1 e x dx

:
: Y g(X) X
(i)P X x k p k , k 1 ,2, ,

E (Y ) E g ( X )

g(x
k 1

)p k .

(ii) Xf(x)
E (Y ) E g ( X )

g(x)f(x) dx.

4 X ~ N(0,1), E ( X ), E(X ).
2

E ( X )
2

1
2

E( X ) x
4

1
2

xe

x2

1
2

x2

dx

x2

dx

X~e(),E(e-sX)s>0.

1
2

x2

dx

xde

x2

Z g( X , Y )
(1)( X , Y )

E ( Z ) E g( X , Y ) g( x i , y j )p ij ,
j 1 i 1

( 2)( X , Y )
E ( Z ) E g ( X , Y )

g( x, y ) f ( x , y )dxdy

5 ( X , Y )
P ( X i , Y j ) p 2 q j 2 , i 1,2, j 1, j 2,3 ,
X
0 p 1, q 1 p, E ( ).
Y

i
E ( X / Y ) P ( X i , Y j )
j 1 i 1 j

j 1

i 2 j 2 ( j 1) 2 j 2
p q
p q
2
j 2 i 1 j
j2
1 2 j 1
1 2 q
1
p ( q ) p (
)
2
2
1 q
2
j2

EY

6 X,YN(0,1),
Emax{X,Y}
1
E max{X , Y }
2
1

ye

x2 y2

1
dxdy
2

x y

x2

dx

ye

y2

max{x, y}e

xe

x2 y2

x2 y2

dxdy

dxdy

x y

1
dy
2

y2

2

dy

xe

x2

dx

(1) E(c)=c;
(2) E(cX)=cE(X);
(3) E(X+Y)=E(X)+E(Y);
(4) X,Y, E(XY)=E(X)E(Y);
(5) |E(XY)|2E(X2)E(Y2)()

7. X~b(n,p), EX.
XnA

Xi(i=1, 2, , n),
1, iA
Xi
0iA
n

X X n .

i 1

i 1

i 1

E ( X ) E ( X i ) E ( X i ) np.

8. n1-n1-n
n
XEX.
1, i
: X i
0i
X X 1 X 2 X n .

2.
X, EX - E(X)

, X, D(X) ,
D(X) EX - E(X) .
2

D(X)X
.

:
DX E ( X EX ) 2

E ( X 2 X EX ( EX ) )
2

EX ( EX )
2


1. X(0-1),

EX=0(1-p)+1p=p,

E(X2)=02(1-p)+12p=p,
D(X) =E(X2)-[E(X)]2=p-p2=p(1-p).

2 : X ~ b(n, p),
n k n -k
E[ X ] k p q
k 0
k
n

n
n k n -k
n k n -k
k ( k 1) p q k p q
k 0
k 0 k
k
n

n( n 1)p 2 np

D( X ) E ( X 2 ) [ E ( X )] 2 npq .

3 : X ~ P ( ),

k 0

k!

E ( X 2 ) k 2

k(k - 1)
k 0

e -

k!

k 0

k!

D(X) E(X 2 )-[E(X)] 2 .

e -

4 : X ~ U a, b

EX
2

x f(x)dx

1
x
dx
b-a
2

b3 a 3

,
3( b a )

DX E(X 2 )-[ E(X)]

(b-a) 2

.
12

5 : X ~ e( )

EX
2

t x

x 2 e x dx

t e dt
2

1
D(X) E(X )-[ E(X)] 2 .

6 : X ~ N( , 2 ),

DX
(t

(x - ) e

.
2

2 2

t
2

( x )2

1
2

t2
2

e dt

dx

:
1. D(CX)=C2D(X);

2. X, Y,
D(XY)=D(X)+D(Y);
3. D(X)=0P{X=C}=1.
X 1 , X 2 ,, X n
D( X 1 X 2 X n ) DX 1 DX 2 DX n

1. X k ( k 1,2,, n)
k
n
1
2
, X k ~ N ( , ), X X i , EX , DX .
n i 1`

1 n
1 n
1 n
EX E ( X i )
EX i
n i 1`
n i 1`
n i 1`

X k ( k 1,2,, n),

1
1
DX D( X i )
n i 1`
n2
n

1
DX i 2

n
i 1`

i 1`

X i ~ N( i , i2 )(i 1,2, , n),


n

i 1

i 1

i 1

k i X i ~ N ( k i i , k i2 i2 ), k1 , k 2 , , k n .

X , YX ~ N (0,1),Y ~ N (1,1),
P ( 2 X Y 1 1.645 5 ) _____

2.
XEX , DX
X EX
DX 0 X *
X
DX

EX * 0, DX * 1.

EX * E[
DX * D[

X EX
DX

1
DX

X EX

E[ X EX ] 0

1
]
D( X EX )
DX
DX

D( X )
DX

:
X E(X) , D(X) 2 ,
0,

PX - 2 PX - 1 2

X~B(100, 1/2),P(40<X<60)

3.
1(X, Y) ,
E[X - E(X)][Y - E(Y)]
, XY , Cov(X, Y),
Cov(X, Y) E[X - E(X)][Y - E(Y)].

Cov(X, Y)=E[XY-YEX-XEY+EXEY]
=E(XY)-E(X)E(Y).
D(XY)=D(X)+D(Y) 2Cov(X,Y).

1. X,Y

2.( X , Y )
2, 0 x y 1
f ( x, y)
, cov( X , Y )
0
EXY

dx

xy 2dy

1 1 1
x(1 x )dx
2 4 4
2

1 1
1
EX dx x 2dy 2 x(1 x )dx 2( )
0
x
0
2 3
3
1

1 2
EY dx y 2dy (1 x )dx 1
0
x
0
3 3
1

1 1 2 1
cov( X , Y ) EXY EXEY
4 3 3 36

:
1 Cov(X, Y)=Cov(Y, X);

2 Cov(aX, bY)=abCov(X,Y);
3 Cov(X1+X2, Y)=Cov(X1,Y)+Cov(X2, Y);

4 Cov(X,a)=0,Cov(X,X)=DX;
5 X, Y, Cov(X, Y)=0.
6 |Cov(X, Y)|2D(X)D(Y);

2D(X) 0, D(Y) 0,
Cov(X, Y)
X , Y
XY .
D(X) D(Y )

()

XY cov( X *,Y *)
X *

X EX
DX

,Y *

Y EY
DY

1()

XY

Cov(X, Y)
D(X) D (Y )

3. XY 0.6, Z 1 2 X 1, Z 2 3Y 2, Z1 Z 2 .

Cov( Z 1 , Z 2 ) Cov( 2 X 1,3Y 2)


6Cov( X , Y ) 2Cov( X ,2) 3Cov(1, Y ) Cov(1,2)

6Cov( X , Y )
DZ 1 D( 2 X 1) ( 2) 2 DX , DZ 2 3 2 DY
Z 1 , Z 2

Z Z
1

Cov( Z 1 , Z 2 )
D( Z 1 ) D( Z 2 )

6Cov ( X , Y )
4 DX 9 DY

XY 0.6

XY 1;.

2 0 XY 1 X Y1,

PY aX b 1, a, b, a 0

3 XY 0, XY
3 0 X , Y XY 0.

1. X, Y , X, Y;

, (X, Y)

1
2
2
, x y 1,

.
f(x,y)

0, ,

0
,

f(x,
y)

f
(x)f
(y).
XY
X
Y

2. (X, Y) ~ N ( 1 , ; 2 , ; ) ,
2
1

2
2

X, Y X, Y
XY

Cov(X, Y)
D(X) D(Y )

4.

(1) E(Xk), k=1, 2, , Xk.

(2) E{[X-E(X)]k}, k=1, 2, ,X


k.

(3) E{[X-E(X)]k[Y-E(Y)]l}, k, l=1, 2,,


XYk+l.


(X1,X2)
11 E[ X 1 EX 1 ]2
12 E[ X 1 EX 1 ][ X 2 EX 2 ]
21 E[ X 2 EX 2 ][ X 1 EX 1 ]
22 E[ X 2 EX 2 ]2

11 12

21 22

(X1,X2)

(X 1 , X 2 , , X n ) ij Cov(Xi , X j ),
i, j 1,2 , ,n, ,
11 12 1n

21 22 2n

n2
nn
n1
n (X 1 , X 2 , , X n ) .

. n:
1. : nr.v. X (X 1 , X 2 , , X n ),
x1
1
11 12 1n

x2
2
21 22 2n
x , ,
,

n2
nn
n
n
n1
n , n
,

f(x)

n
2

1
2

1
- ( x )T 1 ( x )
2

X n , X ~ N(, ).

f ( x1 , x 2 )
2

( x1 1 ) 2
1
exp{
[
2
2
2
2
(
1

1
1

1
2 1 2

( x1 1 )( x 2 2 )

1 2

( x2 2 )2

x1
1
x , ,
x2
2

2
2

]}

12 1 2

2
1 2 2

f(x)

n
2

1
2

1
- ( x )T 1 ( x )
2

2. :
(1) nr.v. (X1, X2, , Xn)n
X1, X2, , Xn
l1X1+l2X2+ +ln Xn.

X ~ N ( , ) l X ~ N ( l , l l ),
l ( l 1 , l 2 ,..., l n )n

( 2)X ~ N( , ), Cm n
Y CX ~ N(C , CC ).

(3) (X1, X2, , Xn)n,


X1, X2, , XnX1, X2, , Xn
.
X ~ N( , ),
X 1 , X 2 ,..., X n


1 100
801010
1, i
Xi
0

1X1X22 X1X2

2 n1-nnm
()X
EX

3.X ~ N ( , 2 ), E | X | .
1
( x y ),0 x 2,0 y 2
4.f ( x , y ) 8
XY

0,

5.X
1 | x|
f ( x ) e , x
2
cov( X , | X |) ___

9 11 13
20 22 25 34 35 38 43


1.
. :
1.n,

n p
n

n
n

p?

2. X 1 , X 2 , , X n a( EX i a )
1
n , X ( X 1 X 2 X n ) a ?
n

1 1 , 2 , , n , ,
0,
lim P{| n | } 1
n

P
{ n } . n

2 X n ( n 1,2, )

n
1 n
1
P
EX n X n X k

EX k ,

n k 1
n k 1
{ X n }

:
X1, X2, , Xn, ,

E(X k ) , D( X k ) 2 , ( k 1, 2, ),
0,
1 n
lim P{| X k | } 1 .
n
n k 1
()

:
X1, X2, , Xn, , ,

EX n n , DX n C ( n 1,2,),
2
n

{ X n }.
1 n
1 n
lim P (| X k k | ) 1, 0
n
n k 1
n k 1

. :
nAnA,
p=P(A),
nA

0, lim P
p 1
n
n

nA/np.

. :

X1, X2, , Xn, ,


E ( X k ) , ( k 1, 2, ), { X n }
0,
1 n

lim P X k 1.
n
n k 1

1. X1, X2, , Xn, ,

2x,0 x 1
f ( x)
0,
1 n 2 P
Xi
______
n i 1
X 12 , X 22 , , X n2
EX
2
i

x f ( x )dx
2

1
x 2 xdx
2
2

1 n 2 P 1
X i

n i 1
2

1
1
3
2. P(X n n ) , P(X n n ) , n 1,2
2
2
{ X n }.
3

1 3
1
EX n n ( 3 n ) 0,
2
2
DX n EX n2 n

2
3

2.
. :
X1, X2, , Xn, ,EXi,

DXi,
Yn

X EX
i 1

y R
lim P{Yn y }

i 1

DX
i 1

2
{ X i }.
n

t 2 / 2

dt ( y )

. :
Xk(k=1, 2, ),
E ( X k ) , D( X k ) 2 , k 1, 2,
{ X n }.
n

Yn

X
k 1

y R

lim Fn ( y ) lim P(Yn y) ( y )


n

1.
100 Vk (k 1, 2, ,
100),
(0,10) ,
100

V Vk , P{V 520} .
k 1

: E(V k ) 5D(V k ) 100/12(k 1, 2, , 100).

P{V 520} P{

V - 100 5
100/12 100

1 {

520 - 100 5
100/12 100

520 - 100 5
100/12 100

1 - (0.693) 0.245.

40
0.1(-1),
380
: E(X k )

10D(Xk )

40

P{ X k 380} P{

40

X
k 1

k 1

100(k 1, , 40)

- 10 40

40 100
380 - 10 40

40 100
1
1 (
)
10

380 - 10 40
40 100

. -:
n ( n 1, 2, ) B(n, p),
y,
n np

lim P
y (y)
n
np(1 p)

n np
lim P ( n x ) lim P

n
n
np (1 p )

x np
np(1 p)

np (1 p)
x np

2
100XX4060
0.450.5599%

N, XX ~ B( N ,0.5).

X
P (0.45
0.55) 0.99
N

X
P (0.45
0.55) P (0.45 N X 0.55 N )
N
P(

0.45 N 0.5 N
0.25 N

X 0.5 N
0.25 N

0.55 N 0.5 N
0.25 N

3 100
5%
95%
XX~B(100,0.05).
N,

P (0 X N ) 0.9
-
P (0 X N ) P (
(

05
4.75
N 5
4.75

X 100 0.05
100 0.05 0.95

) (

05
4.75

) 0.95

N 5
4.75

Xk(k=1, 2, ),
>0,
1
lim 2
n B
n

k 1

| x k | B n

( x k ) 2 dFk ( x ) 0

Fk ( x )X k k E ( X k ),
n

D( X k ), k 1, 2, B , { X n }
2
k

2
n

k 1

2
k

x R,
n

lim P( k 1
n

k
k 1

DX
k 1

x) (x)

10000,
12, 0.0004,
20000.

:
1. 10

10%0.9? (147)
2. n
0.980%

n
0.95? (25)
3. 2000

3%
99%
(79)