Kurs_vysshei_matematiki_UP_Berkov_N.A._2007-2
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0, |
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x 1, |
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1/6, |
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1 < x 2, |
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1/3, |
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2 < x 3, |
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F (x) = |
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1/2, |
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3 < x |
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4, |
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2/3, |
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4 < x |
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5, |
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3/6, |
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5 < x 6, |
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1, |
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6 < x. |
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F(x) |
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1 |
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5/6 |
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4/6 |
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3/6 |
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2/6 |
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1/6 |
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1 |
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3 |
4 |
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5 |
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6 |
x |
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ξ |
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0 |
x |
− |
2, |
2 < x |
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F (x) = |
(x + 2)2 |
− |
− |
1, |
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1 |
x > 1. |
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(−3/2, −1). |
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ξ |
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ξ |
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P (−3/2 < ξ < −1) = F (−1) − F (−3/2) = (−1 + 2)2 − (−3/2 + 2)2. |
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ξ |
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ϕ(x) = |
cos x |
(0, π/2) |
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ϕ(x) = 0. |
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ξ |
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(π/4, π/3) |
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P (a < ξ < b) = ab ϕ(x)dx. |
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a = π/4, b = π/3, ϕ(x) = cos x |
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π/3 |
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√ |
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√ |
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P ( |
π |
< ξ < |
π |
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cos xdx = sin x |
π/3 |
= |
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3 − 2 |
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|π/4 |
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4 |
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3 |
π/4 |
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2 |
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√√
( 3 − 2)/2. |
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ξ |
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0 |
x |
1, |
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F (x) = |
(x 1)2 |
1 < x 2, |
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1 |
− x > 2. |
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ϕ(x)
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0 |
x |
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1, |
ϕ(x) = F (x) = |
2(x 1) |
1 < x 2, |
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0 |
− x > 2. |
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ξ
ϕ(x) |
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0, |
x 0, |
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ϕ(x) = |
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3 |
(4x x2), 0 < x 4, |
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32 |
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0, |
− x > 4. |
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1 < ξ < 2
F (x) |
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P (1 < ξ < 2) = 1 |
2 |
1 |
2 3 |
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3 |
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x3 |
11 |
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ϕ(x)dx = |
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(4x − x2)dx = |
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(2x2 − |
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. |
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32 |
32 |
3 |
32 |
M (ξ) = 0
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0 |
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1 |
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1 |
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D(ξ) = −1 x2(x + 1)dx + 0 |
x2(−x + 1)dx = |
. |
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6 |
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M (ξ) = 0, D(ξ) = 1/6. |
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ϕ(x) = (λ/2) · exp(−λ|x|) (λ > 0). |
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ξ |
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+∞ |
1 |
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1 |
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0 |
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1 |
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∞ |
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M (ξ) = −∞ |
x |
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λe−λ|x|dx = |
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λ |
−∞ xeλxdx + |
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λ |
0 |
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xe−λxdx. |
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2 |
2 |
2 |
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M (ξ) = 0.
+∞ |
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1 |
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2 |
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D(ξ) = −∞ |
x2 |
· |
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λe−λ|x|dx = |
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2 |
λ2 |
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√ |
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σ(ξ) = |
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D(ξ) = 2/λ. |
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2 |
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/λ |
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M (ξ) = 0, D(ξ) = 2/λ , σ(x) = 2 |
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F (x) = |
0 |
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x < 0, |
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1 − exp(− |
x2 |
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x ≥ 0. |
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2σ2 |
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ϕ |
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ϕ(x) = F (x) = |
0 |
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x < 0, |
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x2 |
· exp(− |
x2 |
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x 0. |
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2σ2 |
2σ2 |
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M0(ξ) |
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ϕ (x) = |
1 |
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x2 |
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x2 |
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exp(− |
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σ2 |
2σ2 |
σ2 |
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x 0 ϕ (x) = 0 |
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x = σ. |
ϕ (x) |
x = σ ϕ M0(ξ) = σ
Me(ξ) x
F (x) = 1/2.
1/2 = 1 − exp(−x2/2σ2), 1/2 = exp(−x2/2σ2).
√ |
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√ |
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x = σ 2 · ln2 |
Me(ξ) = σ 2 · ln2 |
ξ
p
F (x)
ξ
F (x) = 1/2 + arctg(x)/π
√ ξ
(0, 3).
ξ (0, π) ϕ(x) = (2/π) sin2 x
ϕ(x) = 0 |
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ξ |
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(π/3, 2π/3) |
ξ |
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0 |
x 0, |
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F (x) = |
1/2 |
(1/2) cos 3x 0 < x π/3, |
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1 |
− x > π/3. |
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ϕ(x)
ξ |
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0 |
x 0, |
F (x) = |
ax3 |
0 < x 4, |
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1 |
x > 4. |
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a ξ ξ (2, 3)
ξ
ϕ(x) = |
0, x |
0 |
x > π, |
(1/2) sin x, |
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0 < x π. |
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+∞ |
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+∞ |
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+∞ |
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1 |
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(σt + a)e− |
t2 |
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σ |
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te− |
t2 |
a |
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e− |
t2 |
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= |
√ |
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2 |
dt = |
√ |
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2 |
dt + |
√ |
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2 |
dt = |
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2π |
2π |
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2π |
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−∞ |
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−∞ |
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−∞ |
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σ |
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t2 |
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+∞ |
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−∞ |
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σ2 |
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= −√2π e− 2 |
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= 0 + a = a. |
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+∞ |
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1 |
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(x−a)2 |
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D(ξ) = x2 |
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√ |
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e− |
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dx − a2 = σ2. |
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2σ2 |
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2π |
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−∞ |
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ξ |
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a |
σ |
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M (ξ) = a; D(ξ) = σ2; σ(ξ) = σ.
ϕ(x) |
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F(x) |
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1 |
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1 |
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2π σ |
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0,5 |
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a- σ |
a |
a+σ |
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a |
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{ |
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2} |
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− |
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σ |
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P |
x |
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ξ < x |
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= F (x |
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F (x |
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x2 − a |
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σ |
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σ |
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σ |
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0, 5 + Φ |
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x1 − a |
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= Φ |
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x2 |
− a |
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Φ |
x1 − a |
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{ |
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2} |
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σ |
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− |
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σ |
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P |
x |
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ξ < x |
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= Φ |
x2 |
− a |
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Φ |
x1 − a |
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Φ(+∞) = 0, 5, Φ(−∞) = −0, 5 |
2} |
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σ |
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{ |
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P |
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ξ < x |
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= Φ |
x2 |
− a |
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+ 0, 5, |
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{ |
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} |
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− |
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σ |
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P |
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x |
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ξ |
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= 0, 5 |
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Φ |
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x1 |
− a |
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P {|ξ − a| < ε} = P {−ε < ξ − a < ε} = P {a − ε < ξ < a + ε} =
= Φ |
σ |
− |
a |
− Φ |
a |
−σ − |
a |
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= Φ σ − Φ |
− |
σ |
= 2Φ σ . |
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a + ε |
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ε |
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ε |
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ε |
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ε |
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P {|ξ − a| |
< ε} = 2Φ |
ε |
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σ |
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ξ N (20; 10) P {|ξ − 20| < 3} P {|ξ − 10| < 3}
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3 |
≈ 2 · 0, 1179 = 0, 2358. |
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P {|ξ − 20| < 3} = 2Φ |
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10 |
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Φ(0, 3) = 0, 1179 |
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a = 20 = 10 |
P {|ξ −10| < 3} |
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P {|ξ − 10| < 3} = P {−3 < ξ − 10 < 3} = P {7 < ξ < 13} = |
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− |
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10 |
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− |
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≈ |
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= Φ |
13 − |
20 |
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Φ |
7 − 20 |
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= Φ(1, 3) |
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Φ(0, 7) |
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≈ 0, 4032 − 0, 2580 = 0, 1452. |
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P {|ξ − 20| < 3} ≈ 0, 236; P {|ξ − 10| < 3} ≈ 0, 145 |
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