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Teoria Xechinashvili 1
Teoria Xechinashvili 1
1
8. damoukideblobis ori ganmartebis ekvivalenturoba (Semowmeba).
A da B damoukidebelia Tu P( AB ) P( A) P( B) (1). es ekvivalenturia imisa, rom
P( AB )
P( A / B) P( A) (2). marTlac, pirobiTi albaTobis formuliT P( A / B) , Tu
P( B)
P( A) P( B)
mricxvelSi CavsvavT (1)-s miviRebT P( A / B) P( A). piriqiT, Tu
P( B)
P( AB )
samarTliania (2) maSin P( A / B) P( A), saidanac P( AB ) P( A) P( B) .
P( B)
2
q
aq indqsi q niSnavs warmoebuls q -Ti, D , Mo 1 .
p2
k e
Po( ) , P( k ) , k 0,1,2,..., 0 parametria (intensivoba). puasonis
k!
ganawileba warmoadgens drois fiqsirebul t SualedSi momxdar xdomilebaTa
raodenobis maTematikur models, magaliTad satelefono sadgurSi drois t
SualedSi Semosul gamoZaxebaTa raodenoba.
k
gamovTvaloT -s lodini. visargebloT warmodgeniT e
k! , gveqneba
k 0
k e
k 1
E k k!
e
(k 1)! e e , Mo [ ] 1.
k 0 k 1
3
16. Tanabari ganawilebis ganmarteba (simkvrivisa da ganawilebis funqciis
formulebi) da misi ricxviTi maxasiaTeblebi (lodini, dispersia, mediana, moda,
p rigis kvantili).
1
, x [a, b],
U [a, b] Tu misi ganawilebis simkvrivea: f ( x) b a ganawilebis
0, x [a, b].
0, x a
x a
funqcia ki: F ( x ) , x [a, b].
b a
1, x b
ab (b a) 2
E Me , D , moda aris [a, b] intervalis nebismieri ricxvi, p
2 12
rigis kvantilia: x p p(b a) a .
4
19. kavSiri organzomilebian ganawilebis kanonsa da marginalur ganawilebis
kanonebs Soris (gamoyvana).
a) vTqvaT pij P{ xi , y j } , i 1, n; j 1, m , organzomilebiani ganawilebis
kanonia maSin marginaluri ganawilebis kanoni magaliTad -Tvis iqneba:
m
pi P{ xi } pij .
j 1
D( ) D D 2 cov( ; ) .
damtkiceba.
D( ) E[( ) E ( )] 2 E[( E ) ( E )] 2 E[( E ) 2 2( E )( E )
( E ) 2 ] E ( E ) 2 E 2( E )( E ) E ( E ) 2 D D 2 cov( ; ).
5
22. did ricxvTa kanonis Camoyalibeba. CebiSevisa da bernulis Teoremebi
(damtkicebiT).
SemTxveviT sidideTa mimdevroba X 1 , X 2 ,..., X n ,... akmayofilebs did ricxvTa kanons
X 1 X 2 ... X n EX1 EX 2 ... EX n
Tu 0 ricxvisaTvis P 0, roca
n n
n .
SemdgomSi dagvWirdeba CebiSevis utoloba, CamovayalibioT igi:
DX
vTqvaT X SemTxveviTi sididea, maSin 0 ricxvisaTvis P{ X EX } .
2
CebiSevis Teorema.
Tu X 1 , X 2 ,..., X n ,... wyvil-wyvilad damoukidebeli SemTxveviTi sidideebia, EX i
da arsebobs iseTi ricxvi C , rom DX i C , i 1,2,... , maSin es mimdevroba
akmayofilebs did ricxvTa kanons.
X X 2 ... X n DX 1 DX 2 ... DX n nC C
damtkiceba: cxadia, rom D( 1 ) . amitom
n n2 n2 n
CebiSevis utolobiT
X X 2 ... X n EX1 EX 2 ... EX n C
P 1 2 0, roca n ,
n n n
e.i. samarTliania did ricxvTa kanoni.
bernulis Teorema.
Tu X 1 , X 2 ,..., X n ,... wyvil-wyvilad damoukidebeli bernulis SemTxveviT sidideTa
mimdevrobaa da P ( X i 1) p , P ( X i 0) 1 p q , maSin is akmayofilebs did
X 1 X 2 ... X n P
ricxvTa kanons: p roca n .
n
damtkiceba: rogorc cnobilia EX i p da DX i pq C . cxadia, rom
X X 2 ... X n
E( 1 ) p , amitom Sesrulebulia CebiSevis Teoremis pirobebi da
n
vaskvniT, rom bernulis Teorema samarTliania.
1 n
n k 1
( X k X )4 ( X k X )(Yk Y )
X X k , e 4
3, r k 1
.
n k 1 1 2
n n
( X k X ) 2 (Yk Y ) 2
n
n k 1 ( X k X )
k 1 k 1
2 X a
cnobilia, maSin X N (a, ) . Tu 2 ucnobia maSin
n t (n 1) , aq t (n 1)
n s
1 n
stiudentis ganawilebaa n 1 Tavisuflebis xarisxiT, s
n 1 k 1
( X i X )2 .
n
( X k a) 2 (n 1) S 2
cnobilia, maSin k 1
2 (n); Tu a ucnobia maSin 2 (n 1) , aq
2 2
7
Tn ( X ) T ( X 1 , X 2 ,..., X n ) Sefasebas ewodeba Caunacvlebeli (gadauadgilebadi) Tu
E Tn ( X ) .
Tn ( X ) T ( X 1 , X 2 ,..., X n ) Sefasebas ewodeba Zalmosili (Zaldebuli) Tu
Tn ( X )
P
( Tn ( X ) albaTobiT miiswrafis -ken), roca n .
maqsimaluri dasajerobis meTodi. vTqvaT X SemTxveviTi sididis ganawilebis
simkvrive f ( x, ) Seicavs ucnob parameters. davuSvaT x1 , x 2 ,..., x n am SemTxveviTi
sididis n realizaciaa. dasajerobis funqcia:
L( x1 , x 2 ,..., x n ; ) f ( x1 , ) f ( x 2 , ) f ( x n , )
parametris maqsimaluri dasajerobis Sefasebas uwodeben mis im mniSvnelobas,
romelSic dasajerobis funqcia aRwevs Tavis maqsimums.
am Sefasebis sapovnelad saWiroa: 1) ganvixiloT logariTmi ln L , 2) gavawarmooT
ln L
gavutoloT 0-s da vipovoT kritikuli wertilebi, 3) vipovoT meore rigis
2 ln L
warmoebuli , Tu is uaryofiTia kritikul wertilSi maSin es aris
2
maqsimumis wertili da masasadame -s maqsimaluri dasajerobis Sefaseba.
momentTa meTodi. Ees meTodi dafuZnebulia im garemoebaze, rom SerCeviTi
momentebi warmoadgenen Sesabamisi Teoriuli momentebis Zalmosil Sefasebas.
amitom Sefasebis misaRebad saWiroa Teoriuli momentebi gavutoloT imave rigis
Sesabamis empiriul momentebs da amovxsnaT miRebuli gantoleba an gantolebaTa
sistema.
8
28. dawereT ndobis intervali normaluri populaciis saSualosaTvis ucnobi
dispersiis SemTxvevaSi. axseniT ratomaa is aseTi saxis.
1 saimedoobis ndobis intervalia:
S S
X t n 1, / 2 ; X t n 1, / 2 , (1)
n n
sadac X SerCevis saSualoa, n SerCevis moculoba, t n 1, / 2 ki stiudentis
ganawilebis zeda / 2 kritikuli wertili, S Sesworebuli standartuli
gadaxra.
X a
rogorc viciT N ( a, ) populaciisaTvis gvaqvs: n t ( n 1). zeda
2
S
kritikuli wertilis ( t n 1, / 2 ) ganmartebis Tanaxmad.
X a
P t n 1, / 2 n t n 1, / 2 1 , saidanac vRebulobT
S
S S
P X t n 1, / 2 a X t n 1, / 2 1 ,
n n
rac niSnavs , rom (1) saZiebeli intervalia.
n ( X a) 2 n ( X a) 2
k1 k k
k 1
; , (1)
2
n , / 2 2
n,1 / 2
sadac n2, / 2 da n2,1 / 2 aris xi-kvadrat ganawilebis n Tavisuflebis xarisxiT
/ 2 da 1 / 2 kritikuli wertili.
n
( X k a)
2
9
n ( X a) 2 n
( X k a) 2
k
P k 1 2 2 k 1 2 1 .
n , / 2 n,1 / 2
rac niSnavs , rom (1) saZiebeli intervalia.
(n 1) S 2 (n 1) S 2
2 ; 2 , (1)
n1, / 2 n1,1 / 2
sadac n21, / 2 da n21,1 / 2 aris xi-kvadrat ganawilebis n 1 Tavisuflebis
xarisxiT zeda / 2 da 1 / 2 kritikuli wertili, S 2 SerCeviTi Sesworebu;li
dispersia.
(n 1) S 2
rogorc viciT N ( a , ) populaciisaTvis gvaqvs: 2 (n 1) . zeda
2
2
Wn (1 Wn ) Wn (1 Wn )
Wn z / 2 ; W n z / 2 , (1)
n n
Sn
sadac Wn , aq S n aris n cdaSi warmatebaTa raodenoba, xolo z / 2
n
standartuli normaluri ganawilebis zeda / 2 kritikuli wertili.
Wn p
rogorc viciT N (0,1) . zeda kritikuli wertilis ( z / 2 )
p(1 p) / n
Wn p
ganmartebis Tanaxmad gveqneba P z / 2 z / 2 1 , saidanac Tu
p (1 p) / n
mniSvnelSi aviRebT p -s Sefasebas anu Wn -s miviRebT
10
Wn (1 Wn ) Wn (1 Wn )
PWn z / 2 p0 Wn z / 2 1 .
n n
rac niSnavs , rom (1) saZiebeli intervalia.
12
alternativebis dros ( n, aris 2 ganawilebis n Tavisuflebis xarisxiT zeda
2
H 0 : 2 02
marcxena calmxrivi alternativebi. kriteriumis statistika:
H1 : 2 02
(n 1) S 2
2
(n 1) . mniSvnelovnebis done . kritikuli wertilebia: n21,1 / 2
0 2
14
uaryofis areSi nulovan hipoTezas uarvyofT winaaRmdeg SemTxvevaSi H 0 -is
uaryofis safuZveli ar gvaqvs.
kritikuli aris dadgena. ormxrivi: roca H 0 samarTliania Z kriteriums aqvs
N (0,1) ganawileba. maSin H 1 samarTlianad CaiTvleba Tu Z mniSvnelovnad
gadaixreba 0-sagan marcxniv an marjvniv. amitom ( N (0,1) -is simetriulobis gamo)
kritikuli are iqneba C.R. (, xkr ] [ xkr ,) saxis. Tu I gvaris Secdomis
albaTobaa P ( Z C.R. / H 0 ) maSin cxadia, rom Z moxvdeba (, xkr ] da
[ xkr ,) SualedebSi albaTobiT / 2 . es ki zeda kritikuli wertilis ganmartebiT
niSnavs xkr z / 2 da amgvarad C.R. ( , z / 2 ] [ z / 2 , ) .
calmxrivi. marcxena (marjvena). roca H 0 samarTliania Z kriteriums aqvs N (0,1)
ganawileba. maSin H 1 samarTlianad CaiTvleba Tu Z mniSvnelovnad gadaixreba 0-
sagan marcxniv (Sesabamisad marjvniv). amitom kritikuli are iqneba C.R. (, xkr ]
marcxena ( C.R. [ xkr ,) marjvena) calmxrivi intervali. Tu I gvaris Secdomis
albaTobaa P ( Z C.R. / H 0 ) maSin Z moxvdeba (, xkr ] -Si (Sesabamisad [ xkr ,) -
Si) albaTobiT . es ki zeda kritikuli wertilis ganmartebiT niSnavs xkr z
da amgvarad C.R. (, z ] (Sesabamisad C.R. [ z ,) ).
15
vTqvaT X 1 , X 2 ,..., X n SerCevaa X N (a1 , 12 ) populaciidan xolo Y1 , Y2 ,..., Ym
Y N (a 2 , 22 ) populaciidan, X da Y damoukidebelia. 12 22 2 ucnobia, a1 da
H 0 : a1 a 2 0
a 2 ucnobia. ZiriTadi da alternatiuli hipoTezebi: ormxrivi,
H 1 : a1 a 2 0
H 0 : a1 a 2 0 H : a a2 0
marcxena calmxrivi da 0 1 marjvena calmxrivi
H 1 : a1 a 2 0 H 1 : a1 a 2 0
( X n Ym ) (a1 a 2 )
alternativebi. kriteriumis statistika: t t (n m 2) ,
S n ,m 1 / n 1 / m
(n 1) S1 2 (m 1) S 2 2
S n ,m . mniSvnelovnebis done . kritikuli wertilebia:
nm2
t n m 2, / 2 ormxrivi alternativis, t n m2, da t n m2, Sesabamisad marjvena da
marcxena alternativebis dros ( t n m 2, aris stiudentis ganawilebis n m 2
Tavisuflebis xarisxiT zeda kritikuli wertili). kritikuli are
C.R. (,t n m 2, / 2 ] [t n m 2, / 2 ,) ormxrivis dros, (,t n m 2, ] da
[t n m2, ,) Sesabamisad marcxena da marjvena alternativebis dros.
gadawyvetilebis miRebis wesi: Tu kriteriumis t statistika moxvda uaryofis
areSi nulovan hipoTezas uarvyofT winaaRmdeg SemTxvevaSi H 0 -is uaryofis
safuZveli ar gvaqvs.
ndobis intervali: [ X Y t n m2, / 2 S n ,m 1 / n 1 / m , X Y t n m2, / 2 S n ,m 1 / n 1 / m ] .
16
areSi nulovan hipoTezas uarvyofT winaaRmdeg SemTxvevaSi H 0 -is uaryofis
safuZveli ar gvaqvs.
ndobis intervali: [ X Y t[c ], / 2 S1 2 / n S 2 2 / m , X Y t[c ], / 2 S1 2 / n S 2 2 / m ] .
17
fiSeris ganawilebis n 1 da m 1 Tavisuflebis xarisxebiT zeda kritikuli
wertili). kritikuli are [0; Fn 1, m 1,1 / 2 ] [ Fn 1, m 1, / 2 ;) ormxrivis dros,
[0; Fn 1, m 1,1 ] da [ Fn 1, m 1, ;) Sesabamisad marcxena da marjvena alternativebis
dros. gadawyvetilebis miRebis wesi: Tu kriteriumis F statistika moxvda
uaryofis areSi nulovan hipoTezas uarvyofT winaaRmdeg SemTxvevaSi H 0 -is
uaryofis safuZveli ar gvaqvs.
1
mniSvnelovani formula: Fn 1, m 1,1 / 2
Fm 1, n 1, / 2
18
aRvniSnoT nij - dakvirvebuli sixSire, anu A niSnis i -uri donis da B niSnis j -
uri donis mqone elementebis raodenoba n moculobis SerCevaSi.
n m (nij nij ) 2
kriteriumis statistika 2
2 ((n 1)(m 1)) , sadac
i 1 j 1 nij
k m
nij nij
i 1 j 1
nij mosalodneli sixSireebia. mniSvnelovnebis done . kritikuli
n
wertilia (2n 1)( m 1); . uaryofis are: [ (2n 1)( m 1); ,) . Tu kriteriumis statistika
2 moxvda uaryofis areSi nulovan hipoTezas uarvyofT winaaRmdeg SemTxvevaSi
H 0 -is uaryofis safuZveli ar gvaqvs.
SezRudva: TiToeuli nij 5 .
19