:

1.

....................................................................................................................................2

2.

.............................................................................3

3.

..........................................................................................4

3.1.
3.2.

...........................................4
.........................................................................5

4.

, Bayes- ..................................................6

5.

...................................................................................7

6.

...............................................................................7

6.1.

..................................................................8

7.

................................................................................................9

8.

..............................................................9

9.

..................................................................................10
.........................................................................................................................11
......................................................................................................................12

1.

, ,
.

.
.

.
,
, .
17. ,
.
,

. (
) . 14.
,
.


10. 11.
2 3
(1501- 1576) .
,
1666.. .
(1623-1661) (1601-1665) 1654.
, .

.
,

.

.
2

2.

priori

.
:
:
P ( A) =

m =
n =

, () priori .

;
.
G g,
g; P ( A) =
:

P ( A) =

: P( A) =

Pov ( g )
.
Pov (G )

d
D

V (g)
V (G )

=> .
: posteriori (, )

n( A) =
: P ( A) = lim
n

n =
: P

:
a)
=
(), () 0
b)
= 1. () = 1
c)
= 1, 2, ,

1, 2,
P ( A1 + A2 + ...) = P ( A1 ) + P ( A2 ) + ...

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

P () = 0

0 P ( A) 1

( A B ), : P ( A) P ( B )
P ( A B ) = P ( A) + P ( B ) P ( A B ) , :

P ( A B ) = P ( A) + P ( B ) : P ( A B ) =

 :
3.

: ,
(, ).
( ) .

(, , ) : ,
() () :
1.

2.

: ;
,
.
:
.

3.1.

: .
.
: .
; ,
.
: B.
B, B,
A B (A B).
:
A B B A .

. : A B .

. A B A B.

:
, . a A B = .
: A B = A + B.

( ), (
, ). AB , :
AB = ( A B ) ( B A) AB = ( A B ) ( A B ) .
.
B A( = A B )
, (
, ).
e , , .
:
A
A A =
3.
4.
A B A B = B; A B = A
A = A, A =
5.
6.
A

A
=
A
,
A

A
=
A
7.
8.
A =
9.
A = A
De Morgan- :
( A B) = A B

( A B) = A B

3.2.

.
(/B) =
.
n , n(B) .
n(AB) .
:
P( AB ) =

P( B) =

n( B )
, :
n

n( AB )
.
n

/, . .
, n(B) n(B)
n( AB ) n

P ( AB )

. P( A / B ) = n( B ) n P ( A / B) = P ( B ) .

: ,
: P( A / B ) =

P ( AB )
, .
P( B)

(() > 0).

:
5

P( A / B) 0
P ( A / B ) = 1 , . B A

10.
11.
12.
1, 2, ,
/ 1/, 2/,

( Ak / B ) .
P ( A / B ) =
k =1

:
P ( AB ) = P( B ) P( A B );

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

4.

P ( A / B ) =P ( A);

P ( A / B ) =P ( A)

, Bayes-
1, , k
, :
Bi B j = , i j , i, j {1,2,..., n};

B
k =1

= ( )
m

P ( A) = P ( Bk ) P ( A / Bk )
k =1

(k) k, (/k)
k. ( : x
= Hx)

1, 2, , n
, . : Bi B j = , i j , i, j {1,2,..., n};

B
k =1

= .

:
P ( A Bk )
P ( Bk / A) =
P ( A Bk ) = P ( Bk ) P ( A / Bk ) .
P ( A)
Bayes- : k
:

P( Bk / A) =

P ( Bk ) P( A / Bk )
n

P( B ) P( A / B )
i =1

5.
6

:
{x1, x2,
x3, },
pi=P{X=xi}, i=1,2,
; ,

pi = 1 .
i =1

p
i =1

= 1 (

n ).
:

:
X
x1
x2
x3

p(x
p1
p2
p3

)

, .
,

p
i =1

= 1 ,

1.
Y = g(X),
Y
y1
y2
p(y
p1
p2
)
Y = aX + b, (a 0) :
x1+
Y
b
p(y
1
)

y3

p3

ax2+
b

ax3+
b

p2

p3

,
(. ,
).

6.
(, )

. x ( , ) , x

x
x
,x+
.
2
2

f(x)
,

: X
(, ) f(x)
x
x

P x
< X <x+

:
2
2

lim
= f ( x)
x 0
x
x
x

P x
<X <x+
= f ( x) x
2
2

f(x) X.
f(x) : f ( x) 0, x ( , )

f ( x)dx =1

(, ),
( );
- f(x).

(1, 2).

(1, 2);
f(x) (1, 2):
x2

P( x1 < X x2 ) = f ( x)dx
x1

6.1.
(
)
, ,

, .
()
( ). :
1.

I
m = E( X )

1
1
= E
H
X
log G = E (log X )

2.

II

e = E ( X m )

Q=

R = X max X min

o
P ( X e ) = P ( X e )

X 0, 75 X 0, 25
2

100%
m

V=

2 = E ( X m) 2
=+ 2

7. ()

: .

x p
i =1

E ( X ) = xi p i
i =1

: f(x) .

xf ( x)dx , : (), :

E( X ) =

xf ( x)dx

Y = g(X):

i =1

E (Y ) = E ( g ( X )) = g ( xi ) pi ; E ( g ( X )) =

:
3.
4.
5.
6.
7.
8.

E ( x ) = c 1 = c

g ( x) f ( x)dx

(() )

E [ c g ( X ) ] = cg ( X ) f ( x ) dx = c g ( X ) f ( x ) dx = c E [ g ( X ) ]
E [ g ( X ) + h( X ) ] = E [ g ( X ) ] + E [ h( X ) ]

Y = aX +b, E (Y ) = aE ( X ) +b

z = a1 X + a2Y , E ( Z ) = a1 E ( X ) + a2 E (Y )
E ( X Y ) = E ( X ) E (Y )

8.

: e = E ( X m )

: e = xi m pi
i =1

: e =

x m f ( x)dx

: 2 = 2 = E ( X m ) 2 = m2 m 2

2
( X m) pi
i =1

=
E( X 2 ) m2

2 = E( X m) 2

1)
2)
3)

:
= const, 2 ( X ) = 0
Y = aX + b, 2 ( X ) = a 2 2 ( X )
2 = E ( X m) 2 = min E ( X c) 2
c

2 (c + X ) = 2 ( X )
4)
2 ( X Y ) = 2 ( X ) + 2 (Y )
5)
: = + 2
X
X 0, 25
Q = 0, 75
2
R = X max X min

100%
m

V =

9.
: k- kk
: mk = E ( X ), k = 0,1,2...

: mk = xi pi
k

i =1

: mk =

f ( x ) dx

0
: m0 = E ( X ) = E (1) = 1; m1 = E ( X )

: k- kk
m: k = E ( X m ) , k = 0,1,2...

: k = ( xi m ) pi

: k =

i =1

( x m)

f ( x) dx

, .
0 = E ( X m ) 0 = E (1) = 1;
:
1 = E ( X m ) 1 = E ( X ) m = m m = 0
; k-
(m) :
10

k k i i
( X m) k = ( 1) k i
i
m X
i =0

k

:
2 = m2 m 2

k
k k i
i
E ( X m) k = (1) k i
i
m E ( X )
i =0

k
k

k = (1) k i m k i mi , k = 0,1,2...
i =0
i

3 = m3 3m2 m + 2m 3
4 = m4 4m3 m + 6m2 m 2 3m 4

.
: ,
, :
.

.

11

:
. , , 2009.
, .,
(1990)
3.
, .,
(1975)
4.
, ., (1963)
5.
http://sr.wikipedia.org
1.
2.

12