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n viitor a unei valori n jurul mediei sunt reduse.

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de la medie (YDULD LD

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asemenea probleme s-D FRQIUXQWDW L 0LOWRQ )ULHGPDQ vQ OXFUDUHD VD ,VWRULD PRQHWDU  D
68$ %D FKLDU D IRVW DFX]DW F  L-D DOHV VXELQWHUYDOHOH VHULLORU VWDWLVWLFH DVWIHO vQFkW V 

SLFH SHVWH UH]XOWDWHOH VFRQWDWH (VWH HYLGHQW F  DWXQFL FkQG vQ VHULD VWDWLVWLF  DYHP

0<xi<xi+1UH]XOW F  x <x .
2
i
2
i +1

'DF  DP FDOFXOD GLIHUHQ D GLQWUH FRHILFLHQ LL GH YDULD LH D GRX  VXESHULRDGH

t {0, }L t {0, } DOH DFHOHLDL VHULL GLQDPLFH ( xt ) t =0,T ar tUHEXL V  VH IDF  DFHDVWD vQ

a
UDSRUW FX YDORULOH DWHSWDWH [  DOH YDULDELOHORU DGLF V  VH FDOFXOH]H YDULD LD ORU ID  GH

trend:
1
n
t2 =
( xt x a ) 2 (7.4. 10)
unde xt sunt datele reale ale seriei ( xt ) t =0,T L[a trendul variabilei x.
3HQWUXH[HPSOLILFDUH SXWHPV QHLPDJLQ PRVHULHUHODWLYVWDELO DVRFLDW HYROX LHL

LQIOD LHL 3UHVXSXQHP R FUHWHUH FRQVWDQW  D UDWHL LQIOD LHL 5i ) de 10%, sau n jurul acetei
valori 9,5% <Ri &X FkW YD IL PDL OXQJ  DFHDVW  VHULH IRDUWH VWDELO  vQ WRDWH
segmentele sale - , ,  FX DWkW YD IL PDL PDUH PHGLD VD DULWPHWLF   x  5H]XOW  F 
GLIHUHQ HOH vQ SOXV VDX vQ PLQXV ID  GH x  YRU IL PDL PDUL L LPSOLFLW S WUDWXO DEDWHULORU Y a fi
PDL PDUH 3ULQ XUPDUH FX FkW S WUDWXO YD IL PDL PDUH FX DWkW PHGLD DULWPHWLF  YD IL PDL

PDUHQ DFHVWFD] YDULD LDLQIOD LHLvQ GLIHULWH SHULRDGH DU SXWHDILP VXUDW FD R DEDWHUHD

ULWPXOXLGHODDQODDQID GHUDWDPHGLHDGLF 
 Rt R (7.4. 11)
$FHDVW  UDW  DU SXWHD IL HYDOXDW  FX R PHGLH DULWPHWLF  GDF  5t QX HYROXHD]  SUHD

YLROHQWQDFHVWFD]L

1
n
( Rt R) = 0 (7.4. 12)

iii) (URDUHDV DLE RYDULD LHFRQVWDQW

u0 = u1 = = un = ct (7.4. 13)

iv) (URDUHDV DLE RGLVWULEX LHQRUPDO :

'HUHJXO FRQGL LLOHLLLLLYVXQWSUHVXSXVHVDWLVI FXWHI U FDGHIDSWV OHSXWHP

satisface. Aceasta deoarece :

a) GLVSXQHPGHXQQXP ULQVXILFLHQWGHREVHUYD LLVDXP VXU WRUL ;
b) HURULOH FDUH UH]XOW  vQ XUPD P VXU ULL  FD UH]LGXX QX SRW IL JUXSDWH vQ PRG
VDWLVI F WRUGXS :
- criterii probabilistice
- XQDQXPLWJHQGHGLVWULEX LHVWDWLVWLF .
6WXGHQ LL FXQRVF GHMD IDSWXO F  R OHJH VWDWLVWLF  VH FRQILUP  GH UHJXO  GXS  XQ QXP U

VXILFLHQW GH PDUH GH REVHUYD LL 'DU H[LVW  L FD]XUL FkQG FKLDU XQ QXP U QHVDWLVI F WRU

GHREVHUYD LLQHIDFHV LQWXLPF HDJHQHUHD] HURULFXDQXPLWHFDUDFWHULVWLFL

6  SUHVXSXQHP F  R YDULDELO  [ HVWH GHSHQGHQW   GH R YDULDELO  ] 'HSHQGHQ D

HVWHH[SULPDELO SULQWU RIXQF LHOLQLDU

- GHIRUPD :
xi = i + i z i (7.4. 14)
dar valorile lui i i QXQHVXQWFXQRVFXWH&RQVLGHU PVHULLOH :
L

x: x1, x2,,xn
z: z1,z2, ,zn
ce sunt legate printr-RDVWIHOGHIXQF LH5HOD LDILLQGVWRKDVWLF YDH[LVWDXQUH]LGXXXGH
forma:
u1(1) = x1 ( 1 + 1 z1 ) = x1 1 1 z1
u 2(1) = x 2 ( 1 + 1 z 2 ) = x 2 1 1 z 2
(7.4. 15)

u n(1) = x n ( 1 + 1 z n ) = x n 1 1 z n

'DF  u1(1) , u 2(1) ,...., u n(1) QXFRUHVSXQGFRQGL LLORULiv) putem proceda altfel :
- F XW PRDOW YDULDELO H[SOLFDWLY GHH[HPSOXZ
- nlocuim perechea de valori ( 1 , 1 ) cu ( 2 , 2 )
QDFHVWPRGYRPRE LQHRQRX VHULHGHHURUL :

u i( 2) = xi ( 2 + 2 z i ), i = 1, n (7.4. 16)
3XWHP HIHFWXD NSDL SkQ  DWLQJHP HURULOH u i(k ) FRUHVSXQ] WRDUH FRQGL LLORU L iv).
Pentru a simpOLILFD SURFHVXO SRUQLP GH OD FDUDFWHULVWLFLOH FHUXWH SHQWUX HURUL L DSRL

GHWHUPLQ P SHUHFKHD  ,  $FHDVW  SURFHGXU  SRDWH JHQHUD PXOWH GLILFXOW L

,GHQWLILFDUHDLVWXGLHUHDORUFRQVWLWXLHXQDGLQWUHSUHRFXS ULOHQRDVWUHvQFHOHFHXUPHD]