, ϕ( ).
, . -
, ; -
ϕ ( ). (3.28) ,
(3.47), :
∞
ϕA (x )= ϕ x( P)A(| x / P )A =(ϕ )x P A(| x) (òP A |)x ϕ x dx( . ) ( ) (3.48)
−∞
: –
, – ,
– . -
-
, . -
, -
, -
. -
( ) .
, , ( ), -
, ,
.
( )
, .
. : « -
20° ». , -
,
20° .
,
1, 2, …, n 1, 2, …, n, ,
n |
n |
|
M(X )= åpi xi |
åpi |
(3.49 ) |
i=1 |
i=1 |
|
, (3.36), |
|
|
M(X )= ån pi xi . |
|
(3.49 ) |
i=1 |
|
|
, -
. -
, i « -
»23, .
n = ∞ |
|
M(X )= å∞ pi xi , |
(3.49 ) |
i=1 |
|
24. , .
.
3.5) |q| < 1 –3/(q–1).
|
|
|
|
|
3.5 |
|
|
|
|
|
|
|
i |
1 |
2 |
|
i |
|
|
|
3q |
3q2 |
… |
3qi |
… |
|
X = xi |
|
|
1/2 |
1/22 |
… |
1/2i |
… |
|
P(X) |
|
____________________________________________________________________
23 -
. .
24 ( 1, 2, …) n Sn = 1 + 2 +…+ n.
, lim Sn = S, S – .
n →∞
, j( ),
+∞ |
|
M(X )= òxj x dx( ). |
(3.50) |
−∞
, (3.49 ), (3.50) , –
,
.
:
1. |
: |
|
) = . |
(3.51 ) |
2. |
: |
|
(kX) = kM(X). |
(3.51 ) |
3. |
( ) ( ) : |
|
M(X + Y) = M(X) + M(Y). |
(3.51 ) |
4. |
: |
|
M(XY) = M(X)M(Y). |
(3.51 ) |
X Y , |
|
Y .
3.7.4.
X = xi (i = 1, 2,…, n) ( )
o |
|
(3.52 ) |
X = X - M(X ), |
|
|
o |
|
|
xi = xi - M(X ). |
(3.52 ) |
|
|
|
æ |
o ö |
|
MçX÷ = M(X - M(X ) = MX) - MX = 0. |
|
ç |
÷ |
|
è |
ø |
|
4. ( ) -
:
D(X ± Y) = D(X) + D(Y). |
(3.58 ) |
1. I (90; 100; 120)
= (0,2; 0,5; 0,3).
, .
. (3.49 ) M(I) = 0,2·90 + 0,5·100 + 0,3·120 = 104 ; (3.56) D(I) = 0,2·(90 – 104)2 + 0,5·(100 – 104)2 + 0,3·(120 – 104)2 = 124 2; (3.55) s(I) = Ö124 = 11,2 .
2. -
0 £ £ 4, : j( ) = 0,25 ( . 3.13). -
, .
. 3.13
. , j ) , (346 ):
+∞ |
4 |
|
òj(x )dx = ò |
0,25dx =1; |
−∞ |
0 |
|
(3.50)
M(X )= 4ò0,25xdx =2 ;
0
(3.57)
D(X )= 4ò x(- 2 2 0,)25dx =0,667;
0
(3.55)
s(X = 0,667 = 0,816 .
,
, [7; . 129 – 173].
3.7.6.
( ). X
( ) – , :
éX1 ù ê ú êL ú
X= êêXi úú X = (X1,K,Xi ,K,Xn .
êL ú
êëXn úû
. 1. Z :
Z = éXù ( . 3.14).
êëYúû
2. , -
.
3.
.