ϕ(x, y x y -
x, y,
(x; y; 0) ( . 3.15): P[(x < X < x + dx) (y < Y < y + dy)].
X = xi (i = 1,…, m) Y = yj (j = 1,…, n) ,
P(x < X < x + dx, y < Y < y + dy) = P(x < X < x + dx)P(y < Y < y + dy),
ϕ(x, y)dxdy = ϕ(x)dxϕ(y)dy,
ϕ(x, y) = ϕ(x)ϕ ). (3.66)
(3.66) -
X Y.
. 3.15
, , ,
-
:
Xi – Xi, ,
( ).
( , ) n
, -
(3.23 ):
F(x1,K,xi ,K, xn = F1)x1 P X( 2 <) x(2 | X1 < x1 ´
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´ P(X3 < x3 | (X1 < x1 Ç) X2(< x2 )´K)´ PçXn |
< xn | I(Xn < xn ÷. ) |
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´ j3(x3 | x1,x2 ´K) ´ jn xn | x(1,K,xn −1 . |
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(3.67), (3.68) : ( ), |
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, .
3.7.6.3.
-
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k+s Z = (X,Y -
Xk Ys: |
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k+s Z = (X,Y -
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& 2 & |
0 |
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= D(X , |
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= M(X Y |
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m1,1 = M(X Y |
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cov(X,Y).
X = (X1,K,Xn
cov(Xi ,X j )= M(Xi - M(Xi ,X j - M(X j ))=
= ò ò(xi - M(Xi ) (x)j - M(X j )) j(xi ,x j )dxidx j.
−∞ −∞
n2.
i = j ,
:
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L cov(X1,Xn )ù |
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dx(idx j = |
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3.7.6.4.
m T
:
m T |
m |
T |
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= å |
ò |
Pj (t )dt = åR j òI2j t dt(, ) |
(3.84) |
j=1 |
0 |
j=1 |
0 |
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Pj, Rj, Ij – , -
j- .
,
. -
, -
(3.84). τ.
= maxτ, (3.85)
max – , τ –
25.
τ -
. (t) -
,
max, – (t) ,
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25 – , -
, max, , -
.