6

,
. , ,
,

. ,


, .

Poisson

6.1

. Equation Chapter 6 Section 1
,
, :

- 213 -

Poisson.

,
, :

F.

,
.
,
.
6.2
6.2.1

Bernoulli

S.
A S A . A A =
A A = S , A A S.
A , ,
A . p .
q = 1 p .
Bernoulli (Bernoulli trial).
6.1. X

Bernoulli. p q = 1 p
. X
Bernoulli (Bernoulli distribution) p. , X ~ b( p) .

- 214 -

 6.1. X

Bernoulli p. :
i.

X
P ( X = x) = p x (1 p)1 x , x = 0, 1 0 p 1 .

(6.1)

ii. X
< a < 0
0

F (a) = 1 p 0 a < 1

1 a < .
1

(6.2)

iii. X

E( X ) = p .

(6.3)

iv. X

V ( X ) = p(1 p) .
6.2.2

(6.4)

6.2. X

n Bernoulli. p
,

q = 1 p , , ,
. X
(binomial distribution) n p. ,

X ~ b(n, p) .
6.2. X ,

n p . :
i.

X
n
n!
P ( x ) = P ( X = x ) = p x q n x =
p x q n x ;
(6.5)
x !(n x)!
x
x = 0, 1, , n , n = 1, 2, , 0 p 1, q = 1 p.

(6.5) x ,
n
p. H
P ( X = x ) , n, x, p ,

- 215 -

 2
, .
ii. a

X
0

F (a ) = ( nk ) p k q n k
k =0
1

< a < 0

0a<n

(6.6)

n a < .

iii. X
E ( X ) = np .

(6.7)

iv. X
V ( X ) = npq .

(6.8)

6.1. X i ~ b( p), i = 1, 2, , n

Bernoulli p.
n

Y = X i n p.
i =1

6.2. Bernoulli

n = 1 .
.
6.1.

5%.
20 . :
i.

ii.

iii.

Bernoulli
p = 0, 05 . X 20
()

20

. X

- 216 -

 n = 20 p = 0, 05 , , X ~ b(20, 0, 05) . ,
, :

i.

P ( X = 0) =

20!
20!
(0, 05)0 (1 0, 05) 200 =
(0, 05)0 (0,95) 20 0,3585 .
0!(20 0)!
1 20!

MINITAB ,
Probability Function
Binomial with n = 20 and p = 0,05
x

P( X = x )

0,358486

MINITAB

ii. P ( X 4) = P( X = 0) + P( X = 1) + P( X = 2) + P( X = 3) + P( X = 4) .

P ( X = 1) =

20!
20!
(0, 05)1 (1 0, 05) 201 =
(0, 05)1 (0,95)19 0,3774 ,
1!(20 1)!
119!

P ( X = 2) =

20!
20!
(0, 05) 2 (1 0, 05) 20 2 =
(0, 05) 2 (0,95)18 0,1887 ,
2!(20 2)!
2 18!

P ( X = 3) =

20!
20!
(0, 05)3 (1 0, 05) 203 =
(0, 05)3 (0,95)17 0, 0596 ,
3!(20 3)!
6 17!

P ( X = 4) =

20!
20!
(0, 05) 4 (1 0, 05) 20 4 =
(0, 05) 4 (0,95)16 0, 0133 ,
4!(20 4)!
24 16!

P ( X 4) 0,3585 + 0,3774 + 0,1887 + 0, 0596 + 0, 0133 = 0,9974 .

MINITAB ,
Cumulative Distribution Function
Binomial with n = 20 and p = 0,05
x

P( X <= x )

0,997426

MINITAB

iii.

E ( X ) = np = 20 0, 05 = 1 .

- 217 -

6.2.3

6.3. n Bernoulli p

, ,

q = 1 p , , ,
. X,

X (geometric distribution)
p. , X ~ G ( p) .
6.3. X

p. :
i.

X
P ( x ) = P ( X = x ) = pq x ; x = 0, 1, 2, , 0 < p < 1 .

(6.9)

(6.9)
X x ,
x + 1 , Bernoulli,
p.
ii. a

X
0
F (a) =
a +1
1 q

< a < 1
1 a < .

(6.10)

iii. X
E(X ) = q p.

(6.11)

iv. X
V ( X ) = q p2 .

(6.12)

6.2. .

Bernoulli,
: (),
, () , , .

- 218 -

 , (
) . ,
,

p = P( K ) =

1
,
2

. X,
( ) ( ).
X
p=

1
. P ( X = 2 ) . (6.9)
2

1
1 1
P ( X = 2) = = .
8
2 2

6.2.4

6.4. N

r () N r
(). , , n
N

(n N )

. X,
,
(hypergeometric distribution) N , n, r . , X ~ h( N , n, r ) .
6.4. X

N , n, r . :
i.

X
r N r

x n x
P ( x) = P ( X = x) =
;
N

n
n = 1, 2, , N = 1, 2, , r = 0, 1, 2, , N ,
x = max(0, n + r N ), , min(r , n).

- 219 -

(6.13)

 (6.13)
X x , x

6.4.
ii. X
r
E ( X ) = n .
N

(6.14)

iii. X
r N r N n
V ( X ) = n

.
N N N 1
6.3.

(6.15)

p=r N,

q = 1 p = ( N r ) N ,

E ( X ) = np,

N n
V ( X ) = npq
.
N 1
,
. ,

N n
, N

N 1
.
6.3. 120

80 , 5 .
2 .

120 , 80
, , 40 . X

- 220 -

().
N = 120, n = 5, r = 80 . P ( X = 2 ) .
(6.13)
80 120 80 80 40
80!
40!


2
5 2 2 3 2! 78! 3! 37!
P ( X = 2) =
=
=
120!
120
120

5! 115!
5
5
79 *80 38 * 39 * 40
1* 2
1* 2 * 3
=
= 0,164.
116 *117 *118 *119 *120
1* 2 * 3* 4 * 5

6.2.5

Poisson

6.5.

,
:
i.

ii.

,

.

iii.

( )
.

X
.
, X
Poisson (Poisson distribution) . , X ~ P( ) .
6.5. X

Poisson . :
i.

X
e x
; x = 0, 1, 2, , > 0 .
(6.16)
P ( x) = P ( X = x) =
x!

- 221 -

 P ( X = x ) x ,
3
Poisson .
ii. X

E( X ) = .

(6.17)

iii. X

V (X ) = .

(6.18)

6.4. 8

. 24 .
Poisson, :
a. :
i. 4 .
ii. 2 .
b.
2 , :
i.

ii.

3
.

a. Poisson. ,
24 , = 24 8 = 3
. :
e 3 * 34
= 0,168 .
4!
MINITAB ,
i. P(4 ) = P ( X = 4) =

Probability Function
Poisson with mean = 3
x
P( X = x )
4
0,168031
MINITAB

- 222 -

ii. P( 2 ) =
P ( X 2) = P( X = 0) + P ( X = 1) + P ( X = 2) .
,
e 3 *30
= 0, 0498
P ( X = 0) =
0!
e 3 *31
= 0,1494
P ( X = 1) =
1!
e 3 *32
= 0, 2240.
P ( X = 2) =
2!
, P( 2 ) = 0,0498+0,1494+0,2240 = 0,4232.
MINITAB ,
Cumulative Distribution Function
Poisson with mean = 3
x

P( X <= x )

0,423190

MINITAB

b.i. 2
, Poisson
. , = 3* 2 = 6 .
ii. 3

P ( X 3) = 1 P ( X = 0) P( X = 1) P( X = 2) .
Poisson = 6 .
,
e 6 * 60
= 0, 0025 ,
P ( X = 0) =
0!
e 6 * 61
= 0, 0149 ,
P ( X = 1) =
1!
e 6 * 62
= 0, 0446 .
P ( X = 2) =
2!
,

P ( X 3) = 1 P( X = 0) P( X = 1) P( X = 2) = 1 0,0025 0,0149 0,0446

= 0,9380.

- 223 -

6.3

6.3.1

:
6.6. X . X
(uniform distribution)

( < )

f ( x) =
0

x [ , ]

(6.19)

x [ , ].

, X ~ U ( , ) .
6.1.

X ,
,
.
f ( x ) 6.1.

.
6.6 X

( < ) :
i.

- 224 -

 0,
< x <

x
, x<
F ( x) =

1,
x < .

(6.20)

ii. X
E(X ) =

+
2

(6.21)

iii. X
V (X ) =

( )2
.
12

(6.22)

F ( x)

6.2.
6.2.

6.5

1 4 3 .
1

P X < .
3

X ~ U ( , ) E ( X ) =

+
2

V ( X ) =

E ( X ) = 1 V ( X ) =

( )2
.
12

4
+
= 1
. ,
3
2

( )2 4
= + = 2 ( ) 2 = 16 .
12
3
:

- 225 -

 + =2
+ =2

= 4
= 4
= 1 = 3 .
= 3 = 1 .

( = 1 = 3) ,

( > ) . ,
:
1

P X < =
3

6.3.2

13

1
1 1/ 3 1 1 1
dx = [ x ]1 = + = .
4
4
12 4 3

(normal distribution)
.
:
1.
.
2. , ,
.
3.
.
K. Gauss
Gauss.
6.7. X

. X
2

f ( x) =

3,1416

1 x

, x (, ); < < , > 0

e 2,7183 .

- 226 -

(6.23)

, X ~ N ( , 2 ) .
:

6.7. X

2 :
i.

X
E(X ) = .

(6.24)

ii. X
V (X ) =2.

(6.25)

(6.23)
,
( 6.3).
6.8.
6.3 N ( = 50, 2 = 52 )

6.8. X

2
(6.23).
i.

f ( x) x =
max f ( x) =
< x <

- 227 -

ii. f ( x) x = .
iii. f ( x) .
,
x , 2 .

6.4.

6.9. X

2 .

1 x

1
F (a) = P( X a) =
e 2
2

1
2

dx

1 x

(6.26)

dx, < < +.

6.4.
6.5.
, X ~ N ( , 2 ) , X

P ( < X ) = f ( x) dx

(6.27)

= F ( ) F ( ).

- 228 -

 6.5. N ( = 50, 2 = 52 )

6.4.

P ( < X )

X ~ N ( , 2 ) (6.26).
,
X. X

Z=

, = 0

2 = 1 . (standard
normal distribution) Z ~ N ( 0,1) .
Z
f ( z) =

1
2

1
z2
2

, < z < +

(6.28)

( z) = P(Z z) =

1
2

1
t2
2

dt , < z < + .

- 229 -

(6.29)

 6.6. X Z
f(x)

f(z)

-3

-2

+2

+3

-3

-2

-1

Z
E ( Z ) = 0 V ( Z ) = 1 .

Z =

N ( , 2 ) X x 0
z N ( 0,1) Z ( 6.6). ,
x = , 2 , 3 .. X x
z = 1, 2, 3 .. z.
,
(6.29)
z. , , X ~ N ( , 2 )
Z ~ N ( 0,1) , ,

X [ , ] .

Z=

X Z,

- 230 -

 X
F ( ) = P ( X ) = P

= PZ

=
.

(6.30)

,
P ( < X ) = F ( ) F ( )


=

.

(6.31)

, , (6.31),
P ( < X ) ,
N ( , 2 ) ,
( 4 ).

N ( 0,1) , ( z ) z.

:
6.10. Z

.
( z ) = 1 ( z ) ; < z < .

(6.32)

.
6.6. Z

. :
i.

P ( Z > 2)

ii.

P (3 < Z < 3) .

, (6.32) 4
:
i. P ( Z > 2) = 1 P( Z 2) = 1 (2) = 1 0,9772 = 0, 0228 .

- 231 -

ii. P (3 < Z < 3) = (3) (3) = (3) 1 + (3) = 2 (3) 1 = 2(0,9987) 1 = 0,9974

6.7.

.
, ,
[989 gr, 1010 gr].
,

= 999,5 gr = 6 gr. :
ii. ,
1004 gr.
iii. ,
998 1001 gr.
iv. ;

X .
X ~ N (999,5 , 62 ) .
i. 1004 gr
P ( X > 1004) = 1 P ( X 1004)
= 1 P(

1004 999,5
)
6

= 1 P( Z 0, 75)
= 1 (0, 75)
= 1 0, 7734 = 0, 2266 .
MINITAB ,
Cumulative Distribution Function
Normal with mean = 999,5 and standard deviation = 6
x
1004

P( X <= x )
0,773373

P( X > 1004 ) = 1-0,773373 = 0,226627

MINITAB

- 232 -

ii. 998 1001 gr

998 999,5 X 1001 999,5

<
<
)

6
6
= P( Z < 0, 25) P( Z < 0, 25)

P(998 < X < 1001) = P(

= (0, 25) (0, 25)

= 0,5987 0, 4013 = 0,1974.
MINITAB ,
P(998 <X < 1001) = P(X < 1001) - P( X < 998)
:
Cumulative Distribution Function
Normal with mean = 999,5 and standard deviation = 6
x

P( X <= x )

1001

0,598706

Cumulative Distribution Function

Normal with mean = 999,5 and standard deviation = 6
x

P( X <= x )

998

0,401294

P(X < 1001) - P( X < 998) = 0,598706 - 0,401294

= 0,197412
MINITAB

iii. .
P [ ( X < 989) ( X > 1010) ] .
( X < 989) ( X > 1010) , ,
.
:
P ( X < 989) + P( X > 1010) .
,

- 233 -

 X 989 999,5
<
P ( X < 989) = P
= P( Z < 1, 75) = (1, 75) = 0, 0401
6

P ( X > 1010) = 1 P( X 1010) =

X 1010 999,5
= 1 P

= 1 P( Z 1, 75) =
= 1 (1, 75)
= 1 0,9599 = 0, 0401.
,
P [ ( X < 989) ( X > 1010) ] = P( X < 989) + P( X > 1010) = 0, 0401 + 0, 0401 = 0, 0802

8,02% .
6.3.3

6.8. X . X
(exponential distribution)

1 x /
e , x > 0, > 0
f ( x ) =
0,
x 0.
, X ~ E ( ) .
f ( x )
6.7.
6.7.

- 234 -

 6.8.

:
6.11. X

:
i. X

< a < 0
0
(6.33)
F (a) =
a /
0 a < .
1 e
ii. X
E( X ) = .

(6.34)

iii. X
V (X ) = 2 .

(6.35)

F ( x )
6.8.
6.8

360 .
:
i.

180 .

ii. 180 720 .

iii. 720 .

- 235 -

. E ( X ) = 360 .
X ~ E ( = 360 ) .

(6.34) E ( X ) = . ,

6.11, ,
, F (a) = 1 e a / 360 ; a 0 . ,
:
i.

180
:
P ( X 180) = F (180)
= 1 e 180 / 360 = 1 e 0,5 = 1 0, 6065 = 0,3935.

MINITAB ,
Cumulative Distribution Function
Exponential with mean = 360
x

P( X <= x )

180

0,393469

MINITAB

ii.

180
720 :

P (180 X 720) = F (720) F (180)

= 1 e 720 / 360 1 e 180 / 360

= 1 e 2 1 + e 0,5 = 1 0,1353 1 + 0, 6065 = 0, 4712.

iii.

720 :

P ( X > 720) = 1 F (720)

= 1 1 e 720 / 360 = 1 1 e 2 = e 2 = 0,1353.

- 236 -

6.3.4

,
.
6.9. (gamma function) ,

a ,
( ) =

1 y

dy.

(6.36)

a > 1 (a) = (a 1)(a 1) ,

a = ( ) ( ) = ( 1)! ,

(1) = 1 ,

1
= .
2

6.10. X . X
(gamma distribution) ,

1
x 1e x /

f ( x) = ( )
0

x > 0; , > 0

(6.37)

x 0.

( ) .
, X ~ gamma ( , ) .
6.9
, .
:
6.12. X

. :
i. X

- 237 -

E ( X ) = .

(6.38)

ii. X
V ( X ) = 2 .

(6.39)

6.9.

6.4.

, = , -Erlang.
,
= 1 = .

6.3.5

,
.
6.11. (beta function)

( , ) = x 1 (1 x )
0

dx =

( ) ( )
; , > 0 .
( + )

(6.40)

6.12. X . X
(beta distribution) ,

- 238 -

1
1

, x (1 x ) , 0 < x < 1; , > 0

)
f ( x) = (
0,
x 0 x 1

(6.41)

( , ) .
, X ~ beta ( , ) .
:
6.13. X

. :
i. X
E( X ) =

(6.42)

ii. X
V (X ) =

.
( + ) ( + + 1)
2

(6.43)

6.5.

= 1 = 1 .
6.10.

6.10
, .

- 239 -

6.3.6

6.13, X

= 2 , = 1, 2, ... = 2 .
X 2
, , ,
.
, X ~ 2 .

2 :
6.14 X 2

. :
i. X
E ( X ) = .

(6.44)

ii. X
V ( X ) = 2 .

(6.45)

6.11
2 .
6.11. 2

- 240 -

 2
.
.
2 ,

.
, 2
, , .
6.15. X 1 , X 2 , ..., X n

21 , 22 , ..., 2n ,
Y = X 1 + X 2 + ... + X n 21 + 2 +...+ n .
6.16. X

N ( 0,1) , Y = X 2 12 ,
2 .
6.17. X
2

X
2
N ( , 2 ) , Y =
1 .

6.18. X 1 , X 2 , ..., X n n,

N ( 0,1) , Y = X 12 + X 22 + ... + X n2

n2 .
6.19. X 1 , X 2 , ..., X n n,

N ( , 2 ) ,
2

n
X
2
Y = i
n .

i =1

2 ,
( 6 ),

(1 )

- 241 -

, 2,1 P ( 2 2,1 a ) = 1 . ,
2
, 1 = 0,95 , = 10 10,
0,95 ,
2
P ( 2 10,
0,95 ) = 0,95 , , 6, 18,307.

MINITAB ,
Inverse Cumulative Distribution Function
Chi-Square with 10 DF
P( X <= x )
0,95

x
18,3070

MINITAB

6.3.7

6.14. H X =

Z
, Z Y
Y /

N ( 0,1) 2
, t Student
. .
, X ~ t .
t :
6.20. X t

. :
i. X
E( X ) = 0 .

(6.46)

ii. X
V (X ) =

; > 2.

(6.47)

6.12
t
( )

- 242 -

 , t

.
6.12. t

2 ,
3 . , ,
1, 1, . ,
, t Student
. t
, 0
. t
, .
( 5
), , (1 )
t , t ,1
P ( t t ,1 ) = 1 . , , 1 = 0,95 = 10,
t10, 0,95 P ( t t10, 0,95 ) = 0,95 ,
5, 1,8125.
MINITAB ,

- 243 -

Inverse Cumulative Distribution Function

Student's t distribution with 10 DF
P( X <= x )
0,95

x
1,81246

MINITAB

5
t.

t , = t , 1 .

(6.48)

, , t8, 0,025

t8, 0,025 = t8, 0,975 = 2,3060 .

6.3.8

6.15. U V 21

22 . X =

U / 1

V / 2

F 1 2 . 1 2
.
, X ~ F1 , 2 .
F :
6.21. X F 1

2 . :
i.

X
E(X ) =

2 2

(6.49)

ii. X
V (X) =

2 22 ( 1 + 2 2 )

1 ( 2 2 ) ( 2 4 )
2

- 244 -

(6.50)

 6.13. F
1 2

.
1 2 .
6.13
F .
F ,
.
( 7 ),
, , (1 )

F 1 2 , F1 , 2 ,1

P F F1 , 2 ,1 = 1 . , , 1 = 0, 95 , 1 = 9 2 = 6 ,
F9, 6, 0,95 P ( F F9, 6, 0,95 ) = 0,95 ,
7, 4,099.
MINITAB ,
Inverse Cumulative Distribution Function
F distribution with 9 DF in numerator and 6 DF in denominator
P( X <= x )
0,95

x
4,09902

MINITAB

- 245 -

 7,
F .

F1 , 2 , = 1 F2 , 1 , 1 .

(6.51)

, , F8,7,0,025 :

F8,7,0,025 = 1/ F7,8,0,975 = 1/ 4,529 = 0, 221 .

,
. , ,

.

.
,

, .
,
.
,
, :

Poisson.

.
, :

- 246 -

F.

.
,

.

6.1

, 12%
.

5% 35%
.
, , 200 ,
. :
. :
i.

10 ,
,
.

ii.

20 ,
, 2
.

iii.

30 , 4
.

. 30 2007,

;
;

- 247 -

 6.2

, 9
30 . :
i.

6 .

ii.

6 10
.

6.3

120.
,
= 40
= 5 . ,
,
30 , . :
i.

,
.

ii.

,
45 ,
30 50
.

iii.

4 ,
.

iv.

,
45 .

v.

,

7%
.

.

- 248 -

 6.4

0,3 .
:
() .
() .
() 10 .
6.5

10%
.
20 .
:
()
.
()
.
()



6.6

.
.
, 25
.
:
() 14 ;
()

- 249 -


.
() 7 25
.
() ;
6.7

, 0-100,
72
12.
() 84,
.
() 62,
.
6.8

, 2008
40000 50000 ,
2200
2008.
() ,

1200
400 ,
,
2200 .
() (),
;
6.9

6.7
10%
.
;

- 250 -

 6.10

,
.
2000
1500 . :
() 98
.
()
4200 ;

6.1
P ( X = 0) X
n = 20 p = 0, 05 , ,

X ~ b(20, 0, 05) . CALC>PROBABILITY

DISTRIBUTIONS>BINOMIAL.
PROBABILITY. NUMBER OF TRIALS 20
PROBABILITY OF SUCCESS 0,05.
INPUT CONSTANT 0. ,

X .
X , C1.
INPUT COLUMN INPUT CONSTANT
C1 .

P ( X 4) X ~ b(20, 0, 05) .
CUMULATIVE
PROBABILITY PROBABILITY
Poisson

- 251 -

 6.4
P( X = 4) X
Poisson = 3 .
CALC>PROBABILITY DISTRIBUTIONS>POISSON.
PROBABILITY.
3 INPUT CONSTANT
4.

6.7
P( X > 1004) X
= 999,5 2 = 62 , ,

X ~ N (999,5, 62 ) .
P( X x) ,
.

CALC>PROBABILITY DISTRIBUTIONS>NORMAL.
CUMULATIVE PROBABILITY.
999,5 STANDARD DEVIATION
6. INPUT CONSTANT 1004.
P ( X 1004) = 0, 773373 .
, P ( X > 1004) = 1 0, 773373 = 0, 226627 .

,
INVERSE CUMULATIVE
PROBABILITY CUMULATIVE PROBABILITY

6.8
P( X 180) X

- 252 -

 = 360 .

CALC>PROBABILITY

DISTRIBUTIONS>EXPONENTIAL.

CUMULATIVE

PROBABILITY. 360
INPUT CONSTANT 180.
2

(1 )

2,1

P ( 2 2,1 a ) = 1 1 = 0, 95 = 10 .

CALC>PROBABILITY

DISTRIBUTIONS>CHI

SQUARE. INVERSE
CUMULATIVE PROBABILITY. DEGREES OF FREEDOM
10 INPUT CONSTANT
0,95.
t

(1 ) t
, t ,1 P ( t t ,1 ) = 1
1 = 0, 95 = 10 .
CALC>PROBABILITY DISTRIBUTIONS>t.
INVERSE CUMULATIVE PROBABILITY.
DEGREES OF FREEDOM 10
INPUT CONSTANT 0,95.

(1 )

F1 , 2 , 1

P F F1 , 2 ,1 = 1 1 = 0, 95 , 1 = 9 2 = 6 .
CALC>PROBABILITY DISTRIBUTIONS>F.

- 253 -

 INVERSE CUMULATIVE
PROBABILITY. NUMERATOR DEGREES OF FREEDOM
9, DENOMINATOR DEGREES OF FREEDOM
6 INPUT CONSTANT
0,95.

- 254 -