‫ﺑﺴﻤﻪ ﺗﻌﺎﻟﻲ‬

‫ﻣﺴﺎﺋﻞ ﺳﺮﻱ ﺍﻭﻝ ﺩﺭﺱ ﻓﺮﺍﻳﻨﺪﻫﺎﻱ ﺗﺼﺎﺩﻓﻲ‬

‫‪1‬‬ ‫‪0‬‬
‫= }‪E{Y | X ≤ 0‬‬ ‫∫‬
‫∞ )‪FX (0‬‬‫‪−‬‬
‫‪E{Y | X = x} f X ( x) dx‬‬ ‫‪ - ۱‬ﺛﺎﺑﺖ ﮐﻨﻴﺪ‪:‬‬

‫‪ - ۲‬ﺗﻮﺍﺑﻊ ﺗﻮﺯﻳﻊ ﻭ ﭼﮕﺎﻟﻲ ﺷﺮﻃﻲ ‪ X‬ﺑﺎ ﺷﺮﻁ }‪ {a < X ≤ b‬ﺭﺍ ﺑﺮ ﺣﺴﺐ ﺗﻮﺍﺑﻊ ﺗﻮﺯﻳﻊ )‪ FX (x‬ﻭ ﭼﮕﺎﻟﻲ )‪ f X (x‬ﺑﻴﺎﺑﻴﺪ‪.‬‬

‫‪ - ۳‬ﻧﻘﻄﻪﺍﻱ ﺑﻪﻃﻮﺭ ﺗﺼﺎﺩﻓﻲ ﺍﺯ ﺩﺭﻭﻥ ﺩﺍﻳﺮﻩﺍﻱ ﺑﻪ ﺷﻌﺎﻉ ‪ a‬ﺍﻧﺘﺨﺎﺏ ﻣﻲﺷﻮﺩ‪ .‬ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ﻃﻮﻝ ﻭﺗﺮ ﮔﺬﺭﺍ ﺍﺯ ﺍﻳﻦ ﻧﻘﻄﻪ ﮐﻪ ﺑﺮ ﺷﻌﺎﻉ‬
‫ﮔﺬﺭﻧﺪﻩ ﺍﺯ ﺁﻥ ﻧﻘﻄﻪ ﻋﻤﻮﺩ ﺍﺳﺖ‪ ،‬ﺭﺍ ﺑﻪﺩﺳﺖ ﺁﻭﺭﻳﺪ‪ .‬ﻣﺘﻮﺳﻂ ﻭ ﻭﺍﺭﻳﺎﻧﺲ ﺍﻳﻦ ﻃﻮﻝ ﺭﺍ ﻣﺤﺎﺳﺒﻪ ﮐﻨﻴﺪ‪.‬‬

‫‪ - ۴‬ﭼﺮﺍﻍ ﺭﺍﻫﻨﻤﺎﻳﻲ ﭼﻬﺎﺭﺭﺍﻫﻲ ﺑﻪﻣﺪﺕ ﻳﮏ ﺩﻗﻴﻘﻪ ﺳﺒﺰ ﻭ ﺑﻪﻣﺪﺕ ﻧﻴﻢ ﺩﻗﻴﻘﻪ ﻗﺮﻣﺰ ﻣﻲﺷﻮﺩ‪ .‬ﺍﺗﻮﻣﺒﻴﻠﻲ ﺩﺭ ﻟﺤﻈﻪﺍﻱ ﮐﺎﻣﻼﹰ ﺗﺼﺎﺩﻓﻲ ﻭ ﻣﺴﺘﻘﻞ‬
‫ﺍﺯ ﮐﺎﺭ ﭼﺮﺍﻍ ﺑﻪ ﭼﻬﺎﺭﺭﺍﻩ ﺭﺳﻴﺪﻩ ﺍﺳﺖ‪ .‬ﺗﻮﺍﺑﻊ ﭼﮕﺎﻟﻲ )‪ (pdf‬ﻭ ﺗﻮﺯﻳﻊ )‪ (cdf‬ﻭ ﻣﺸﺨﺼﻪ )‪ (cf‬ﻭ ﻫﻤﭽﻨﻴﻦ ﻣﺘﻮﺳﻂ ﻭ ﻭﺍﺭﻳﺎﻧﺲ ﺯﻣﺎﻥ ﺍﻧﺘﻈﺎﺭ‬
‫ﺭﺍ ﺑﺮﺍﻱ ﺍﻳﻦ ﺍﺗﻮﻣﺒﻴﻞ ﺑﻪﺩﺳﺖ ﺁﻭﺭﻳﺪ‪.‬‬

‫‪ - ۵‬ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ X‬ﻳﮏ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ﻧﺮﻣﺎﻝ ) ‪ X ~ N (m,σ 2‬ﺍﺳﺖ‪ .‬ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ Y‬ﺑﺎ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ X‬ﺭﺍﺑﻄﺔ ‪ Y = e X‬ﺭﺍ‬
‫ﺩﺍﺭﺩ‪.‬‬
‫ﺍﻟﻒ( ﻣﺘﻮﺳﻂ ﻭ ﻭﺍﺭﻳﺎﻧﺲ ‪ Y‬ﺭﺍ ﺑﺮ ﺣﺴﺐ ‪ m‬ﻭ ‪ σ 2‬ﺑﻪﺩﺳﺖ ﺁﻭﺭﻳﺪ‪.‬‬
‫ﺏ( ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ‪ Y‬ﺭﺍ ﺑﻪﺩﺳﺖ ﺁﻭﺭﻳﺪ‪.‬‬

‫‪ - ۶‬ﺗﺎﺑﻊ ﭘﻴﻮﺳﺘﺔ )‪ FX (x‬ﻭ ﺗﺎﺑﻊ )‪ ، f X (x‬ﺑﻪﺗﺮﺗﻴﺐ ﺗﺎﺑﻊ ﺗﻮﺯﻳﻊ ﺗﺠﻤﻌﻲ ﻭ ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ X‬ﻫﺴﺘﻨﺪ‪ .‬ﺛﺎﺑﺖ ﮐﻨﻴﺪ ﺍﮔﺮ‬
‫ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ U‬ﺩﺍﺭﺍﻱ ﺗﻮﺯﻳﻊ ﻳﮑﻨﻮﺍﺧﺖ ﺑﻴﻦ ﺻﻔﺮ ﻭ ﻳﮏ ﺑﺎﺷﺪ؛ )‪ ، U ~ U (0,1‬ﺁﻧﮕﺎﻩ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ) ‪ Y = FX−1 (U‬ﺩﺍﺭﺍﻱ ﻫﻤﺎﻥ‬
‫ﺗﻮﺯﻳﻊ ﺍﺣﺘﻤﺎﻝ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ X‬ﺍﺳﺖ‪ ،‬ﻳﻌﻨﻲ‪.Y ~ f X ( y ) :‬‬

‫‪ - ۷‬ﺗﻌﺪﺍﺩ ﺗﺼﺎﺩﻓﺎﺕ ﺭﻭﺯﺍﻧﻪ ﺩﺭ ﻳﮏ ﺷﻬﺮ‪ ،‬ﺩﺍﺭﺍﻱ ﺗﻮﺯﻳﻊ ﭘﻮﺍﺳﻮﻥ ﺑﺎ ﻣﺘﻮﺳﻂ ‪ a‬ﺍﺳﺖ‪ .‬ﺍﺣﺘﻤﺎﻝ ﺁﻥﮐﻪ ﻳﮏ ﺗﺼﺎﺩﻑ ﻣﻨﺠﺮ ﺑﻪ ﻓﻮﺕ ﺷﻮﺩ‪ p ،‬ﺍﺳﺖ‪.‬‬
‫ﺗﻮﺯﻳﻊ ﺍﺣﺘﻤﺎﻝ ﺗﻌﺪﺍﺩ ﺗﺼﺎﺩﻓﺎﺕ ﻣﻨﺠﺮ ﺑﻪ ﻓﻮﺕ ﺭﻭﺯﺍﻧﻪ ﺭﺍ ﺑﻴﺎﺑﻴﺪ‪.‬‬

‫)‪f X (x‬‬ ‫‪ - ۸‬ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ X‬ﺩﺍﺭﺍﻱ ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻟﻲ ﺑﻪﺻﻮﺭﺕ ﻣﻘﺎﺑﻞ ﺍﺳﺖ‪.‬‬
‫‪۱/۵‬‬
‫∑‬
‫∞‬
‫ﭼﻘﺪﺭ ﺍﺳﺖ؟‬ ‫‪k =0‬‬
‫ﻣﻘﺪﺍﺭ ] ‪E[X k‬‬
‫‪۰/۵‬‬
‫‪x‬‬
‫‪۰/۵‬‬ ‫‪۰/۵‬‬

‫‪ - ۹‬ﻓﺮﺽ ﮐﻨﻴﺪ ‪ V‬ﻳﮏ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ﻳﮑﻨﻮﺍﺧﺖ ﺩﺭ ﺑﺎﺯﺓ ]‪ [−1,1‬ﻭ }‪ X ∈ {0,1‬ﻳﮏ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ﺑﺎﻳﻨﺮﻱ ﻣﺴﺘﻘﻞ ﺍﺯ ‪ V‬ﻭ ﺑﺎ ﺟﺮﻡ‬
‫| ‪ |V‬‬ ‫‪X =1‬‬
‫‪ Y = ‬ﺭﺍ‬ ‫ﺍﺣﺘﻤﺎﻝﻫﺎﻱ ‪ Pr{ X = 1} = q‬ﻭ ‪ Pr{ X = 0} = 1 − q‬ﺍﺳﺖ‪ .‬ﺑﺮ ﺣﺴﺐ ﺍﻳﻦﺩﻭ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ‪،‬‬
‫| ‪− | V‬‬ ‫‪X =0‬‬
‫ﺗﻌﺮﻳﻒ ﻣﻲﮐﻨﻴﻢ‪.‬‬
‫ﺍﻟﻒ( ] ‪ mY = E[Y‬ﺭﺍ ﺑﻴﺎﺑﻴﺪ‪.‬‬
‫ﺏ( ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ﺷﺮﻃﻲ )‪ fY ( y | x‬ﺭﺍ ﺑﻪﺍﺯﺍﻱ ‪ x = 1‬ﻭ ‪ x = 0‬ﺑﻪﺩﺳﺖ ﺁﻭﺭﻳﺪ‪.‬‬
‫ﭖ( ﺗﺎﺑﻊ ﺗﻮﺯﻳﻊ ﻭ ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ‪ Y‬ﺭﺍ ﭘﻴﺪﺍ ﮐﻨﻴﺪ‪.‬‬

‫‪X‬‬
‫= ‪ Z‬ﺭﺍ ﺑﻴﺎﺑﻴﺪ‪.‬‬ ‫‪ - ۱۰‬ﺍﮔﺮ ‪ X‬ﻭ ‪ Y‬ﻣﺴﺘﻘﻞ ﺍﺯ ﻫﻢ‪ ،‬ﺩﺍﺭﺍﻱ ﺗﻮﺯﻳﻊ ﻧﻤﺎﻳﻲ ﺑﺎ ﭘﺎﺭﺍﻣﺘﺮ ‪ λ‬ﺑﺎﺷﻨﺪ‪ ،‬ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ﻣﺘﻐﻴﺮ‬
‫‪X +Y‬‬

‫‪1‬‬
 ‫ﺳﻌﻴﺪ ﻧﺎﺩﺭ ﺍﺻﻔﻬﺎﻧﻲ‬ ‫ﻓﺮﺁﻳﻨﺪﻫﺎﻱ ﺍﺗﻔﺎﻗﻲ ‪ -‬ﻣﺴﺎﺋﻞ ﺳﺮﻱ ﺍﻭﻝ‬

‫‪ - ۱۱‬ﻓﺮﺽ ﮐﻨﻴﺪ ) ‪ X ,Y ~ N (0,σ 2‬ﻭ ﺩﻭ ﻣﺘﻐﻴﺮ‪،‬ﻣﺴﺘﻘﻞ ﺍﺯ ﻫﻢ ﻫﺴﺘﻨﺪ‪.‬‬

‫‪Y‬‬
‫‪ θ = Arctan‬ﺭﺍ ﺑﻴﺎﺑﻴﺪ ﻭ ﻧﺸﺎﻥ ﺩﻫﻴﺪ ‪ R‬ﻭ ‪ θ‬ﻣﺴﺘﻘﻞﺍﻧﺪ‪.‬‬ ‫ﺍﻟﻒ( ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ﻣﺘﻐﻴﺮﻫﺎﻱﺗﺼﺎﺩﻓﻲ ‪ R = X 2 + Y 2‬ﻭ‬
‫‪X‬‬
‫ﺏ( ﻧﺸﺎﻥ ﺩﻫﻴﺪ ﻣﺘﻐﻴﺮﻫﺎﻱ ﺗﺼﺎﺩﻓﻲ ‪ U‬ﻭ ‪ V‬ﻣﺴﺘﻘﻞ ﺍﺯ ﻫﻢ ﻭ ﺩﺍﺭﺍﻱ ﺗﻮﺯﻳﻊ ﻧﺮﻣﺎﻝ ﻫﺴﺘﻨﺪ‪.‬‬
‫‪X 2 −Y 2‬‬ ‫‪XY‬‬
‫=‪U‬‬ ‫=‪, V‬‬
‫‪X +Y‬‬
‫‪2‬‬ ‫‪2‬‬
‫‪X 2 +Y 2‬‬
‫‪n‬‬
‫= ‪ Y‬ﮐﻪ ﺩﺭ ﺁﻥ ) ‪ f X i ( x) = e − x u ( x‬ﻭ ‪ X i‬ﻫﺎ ﻣﺴﺘﻘﻞ ﺍﺯ ﻫﻢ ﺑﺎﺷﻨﺪ‪ ،‬ﺁﻥﮔﺎﻩ‪:‬‬ ‫‪∑X‬‬
‫‪i =1‬‬
‫‪i‬‬ ‫‪ - ۱۲‬ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﻧﺎﻣﺴﺎﻭﯼ ﭼﺮﻧﻒ ﺛﺎﺑﺖ ﮐﻨﻴﺪ ﺍﮔﺮ‬

‫‪P(Y ≥ 2n ) ≤ ( 2 )n‬‬
‫‪e‬‬

‫‪ - ۱۳‬ﻣﺘﻐﻴﺮﻫﺎﻱ ﺗﺼﺎﺩﻓﻲ ‪ X 1, X 2‬ﻣﺴﺘﻘﻞ ﺍﺯ ﻫﻢ ﻭ ﺩﺍﺭﺍﻱ ﺗﻮﺯﻳﻊ ) ‪ N ( µ ,σ 2‬ﻫﺴﺘﻨﺪ‪ .‬ﺗﻮﺯﻳﻊ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ Y‬ﻳﮑﻨﻮﺍﺧﺖ ﻭ ﺩﺭ ﺑﺎﺯﺓ‬
‫]) ‪ [min( X 1 , X 2 ), max( X 1, X 2‬ﺍﺳﺖ‪ .‬ﻣﻴﺎﻧﮕﻴﻦ ﻭ ﻭﺍﺭﻳﺎﻧﺲ ‪ Y‬ﺭﺍ ﺑﻴﺎﺑﻴﺪ‪.‬‬

‫‪ - ۱۴‬ﻓﺮﺽ ﮐﻨﻴﺪ ‪ X‬ﻭ ‪ Y‬ﺩﻭ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ﺗﻮﺍﻣﺎﹰ ﻧﺮﻣﺎﻝ ﺑﺎ ﻣﺘﻮﺳﻂﻫﺎﻱ ﺻﻔﺮ ﻭ ﻭﺍﺭﻳﺎﻧﺲﻫﺎﻱ ‪ σ 2‬ﻭ ﺿﺮﻳﺐ ﻫﻤﺒﺴﺘﮕﻲ ‪ ρ‬ﻫﺴﺘﻨﺪ‪.‬‬
‫∆‬ ‫∆‬
‫ﺍﻟﻒ( ﺛﺎﺑﺖ ﮐﻨﻴﺪ ﻣﺘﻐﻴﺮﻫﺎﻱ ﺗﺼﺎﺩﻓﻲ ‪ U = X − Y‬ﻭ ‪ V = X + Y‬ﻣﺴﺘﻘﻞ ﺍﺯ ﻫﻢ ﻫﺴﺘﻨﺪ‪.‬‬
‫‪ E[ X‬ﺭﺍ ﺑﻴﺎﺑﻴﺪ‪.‬‬ ‫‪3‬‬
‫‪−Y‬‬ ‫‪3‬‬
‫ﺏ( ﻣﻘﺪﺍﺭ ] ‪| X −Y‬‬

‫‪ - ۱۵‬ﺍﮔﺮ ‪ X , Y , Z‬ﻣﺘﻐﻴﺮﻫﺎﻱ ﺗﺼﺎﺩﻓﻲ ﻣﺴﺘﻘﻞ ﺑﺎ ﺗﺎﺑﻊ ﺗﻮﺯﻳﻊ ﻳﮑﻨﻮﺍﺧﺖ )‪ U (0,2‬ﺑﺎﺷﻨﺪ‪ ،‬ﻣﻘﺪﺍﺭ ]) ‪ E[ X | min(X ,Y , Z‬ﺭﺍ ﺑﻴﺎﺑﻴﺪ‪.‬‬

‫‪ - ۱۶‬ﺩﺭﺍﻳﻪﻫﺎﻱ ﻣﺎﺗﺮﻳﺲ ‪ An×n‬ﻣﺴﺘﻘﻞ ﺍﺯ ﻫﻢ ﺩﺍﺭﺍﻱ ﺗﻮﺯﻳﻊ ﻧﺮﻣﺎﻝ ) ‪ N (0, σ 2‬ﻫﺴﺘﻨﺪ‪ .‬ﻣﻘﺪﺍﺭ ﻣﺘﻮﺳﻂ ﻭ ﻭﺍﺭﻳﺎﻧﺲ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ )‪det(A‬‬
‫ﭼﻘﺪﺭ ﺍﺳﺖ؟‬

‫‪ - ۱۷‬ﺍﮔﺮ ﻣﺘﻐﻴﺮﻫﺎﻱ ﺗﺼﺎﺩﻓﻲ ‪ X 1 , X 2 ,..., X n‬ﻣﺴﺘﻘﻞ ﺍﺯ ﻫﻢ ﻭ ﻫﺮﻳﮏ ﺩﺍﺭﺍﻱ ﺗﻮﺯﻳﻊ ﻳﮑﻨﻮﺍﺧﺖ ﺑﻴﻦ ﺻﻔﺮ ﻭ ﻳﮏ ﺑﺎﺷﻨﺪ‪، X i ~ U (0,1) ،‬‬
‫‪1‬‬
‫= ‪ Y‬ﺭﺍ ﺑﻴﺎﺑﻴﺪ‪.‬‬ ‫ﺁﻥﮔﺎﻩ ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ‬
‫‪X 1 X 2 ... X n‬‬

‫‪5 2‬‬
‫‪ x y 0< y< x≤2‬‬
‫‪ f XY ( x, y ) = 16‬ﺭﺍ ﺩﺭ ﻧﻈﺮ ﺑﮕﻴﺮﻳﺪ‪.‬‬ ‫‪ - ۱۸‬ﺩﻭ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ X‬ﻭ ‪ Y‬ﺑﺎ ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ﺗﻮﺍﻡ‬
‫‪ 0‬‬ ‫‪Otherwise‬‬
‫ﺍﻟﻒ( ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ﺷﺮﻃﻲ ﻭ ﮐﻨﺎﺭﻱ ‪ X‬ﻭ ‪ Y‬ﺭﺍ ﺑﻪﺩﺳﺖ ﺁﻭﺭﻳﺪ‪.‬‬
‫ﺏ( ﻭﺍﺭﻳﺎﻧﺲ ‪ X‬ﻭ ﻭﺍﺭﻳﺎﻧﺲ ‪ Y‬ﻭ ﻫﻤﭽﻨﻴﻦ ﺿﺮﻳﺐ ﻫﻤﺒﺴﺘﮕﻲ ﺑﻴﻦ ‪ X‬ﻭ ‪ Y‬ﺭﺍ ﺑﻪﺩﺳﺖ ﺁﻭﺭﻳﺪ‪.‬‬
‫ﭖ( ﺑﻬﺘﺮﻳﻦ ﺗﺨﻤﻴﻦ ‪ X‬ﺑﺪﻭﻥ ﺍﻃﻼﻉ ﺍﺯ ‪ Y‬ﭼﻴﺴﺖ ﻭ ﻣﺘﻮﺳﻂ ﻣﺮﺑﻊ ﺧﻄﺎﻱ ﺁﻥ ﭼﻘﺪﺭ ﺍﺳﺖ؟‬
‫ﺕ( ﺑﻬﺘﺮﻳﻦ ﺗﺨﻤﻴﻦ ‪ X‬ﺑﺮ ﺣﺴﺐ ‪ Y‬ﮐﺪﺍﻡ ﺍﺳﺖ ﻭ ﻣﺘﻮﺳﻂ ﻣﺮﺑﻊ ﺧﻄﺎﻱ ﭼﻨﻴﻦ ﺗﺨﻤﻴﻨﻲ ﭼﻘﺪﺭ ﺍﺳﺖ؟‬
‫ﺙ( ﺑﻬﺘﺮﻳﻦ ﺗﺨﻤﻴﻦ ‪ X‬ﺑﺼﻮﺭﺕ ﺭﺍﺑﻄﻪﺍﻱ ﺧﻄﻲ ﺑﺮ ﺣﺴﺐ ‪ Y‬ﻭ ﻫﻤﭽﻨﻴﻦ ﻣﺘﻮﺳﻂ ﻣﺮﺑﻊ ﺧﻄﺎﻱ ﺁﻥ ﺭﺍ ﺣﺴﺎﺏ ﮐﻨﻴﺪ‪.‬‬

‫‪ - ۱۹‬ﺳﻪ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ X 2 ، X 1‬ﻭ ‪ Y‬ﻣﻔﺮﻭﺽ ﻫﺴﺘﻨﺪ‪ .‬ﻣﻲﺧﻮﺍﻫﻴﻢ ﺑﺎ ﻣﺸﺎﻫﺪﺓ ‪ X 1‬ﻭ ‪ X 2‬ﻣﻘﺪﺍﺭ ‪ Y‬ﺭﺍ ﺑﺎ ﺭﺍﺑﻄﻪﺍﻱ ﺑﻪﻓﺮﻡ‬
‫‪ Yˆ = a1 X 1 + a2 X 2‬ﺗﺨﻤﻴﻦ ﺑﺰﻧﻴﻢ ﺑﻄﻮﺭﻱﮐﻪ ] ‪ p = E[(Y −Yˆ ) 2‬ﺣﺪﺍﻗﻞ ﺷﻮﺩ‪ .‬ﻣﻘﺎﺩﻳﺮ ‪ a2 ، a1‬ﻭ ﻫﻤﭽﻨﻴﻦ ﻣﻴﻨﻴﻤﻢ ﺧﻄﺎ‬
‫‪ pmin‬ﺭﺍ ﺑﺮ ﺣﺴﺐ ﻣﻤﺎﻥﻫﺎﻱ ‪ X 2 ، X 1‬ﻭ ‪ Y‬ﺑﻪﺩﺳﺖ ﺁﻭﺭﻳﺪ‪.‬‬

‫‪2‬‬
 ‫ﺳﻌﻴﺪ ﻧﺎﺩﺭ ﺍﺻﻔﻬﺎﻧﻲ‬ ‫ﻓﺮﺁﻳﻨﺪﻫﺎﻱ ﺍﺗﻔﺎﻗﻲ ‪ -‬ﻣﺴﺎﺋﻞ ﺳﺮﻱ ﺍﻭﻝ‬

‫‪ - ۲۰‬ﺗﻮﺯﻳﻊ ﺍﺣﺘﻤﺎﻝ ﺗﻮﺍﻡ ﺳﻪ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ﺑﺎﻳﻨﺮﻱ ‪ Y ، X‬ﻭ ‪ Z‬ﺩﺭ ﺟﺪﻭﻝ ﺯﻳﺮ ﺁﻣﺪﻩ ﺍﺳﺖ‪.‬‬

‫‪x‬‬ ‫‪0‬‬ ‫‪0‬‬ ‫‪0‬‬ ‫‪0‬‬ ‫‪1‬‬ ‫‪1‬‬ ‫‪1‬‬ ‫‪1‬‬

‫‪y‬‬ ‫‪0‬‬ ‫‪0‬‬ ‫‪1‬‬ ‫‪1‬‬ ‫‪0‬‬ ‫‪0‬‬ ‫‪1‬‬ ‫‪1‬‬
‫‪z‬‬ ‫‪0‬‬ ‫‪1‬‬ ‫‪0‬‬ ‫‪1‬‬ ‫‪0‬‬ ‫‪1‬‬ ‫‪0‬‬ ‫‪1‬‬
‫}‪Pr{ X = x , Y = y , Z = z‬‬ ‫‪0‬‬ ‫‪0.125 0.300 0.075 0.100 0.025‬‬ ‫‪0‬‬ ‫‪0.375‬‬

‫ﺍﻟﻒ( ﺁﻳﺎ ‪ X‬ﻭ ‪ Y‬ﻣﺴﺘﻘﻞ ﻫﺴﺘﻨﺪ؟‬

‫ﺏ( ﺁﻳﺎ ‪ Z‬ﻭ ‪ Y‬ﻣﺴﺘﻘﻞ ﻫﺴﺘﻨﺪ؟‬
‫ﭖ( ﺁﻳﺎ ‪ X‬ﻭ ‪ Z‬ﻣﺴﺘﻘﻞ ﻫﺴﺘﻨﺪ؟‬
‫ﺕ( ﺗﻮﺯﻳﻊ ﺍﺣﺘﻤﺎﻝ ﻣﺘﻐﻴﺮﻫﺎﻱ ﺗﺼﺎﺩﻓﻲ ﺷﺮﻃﻲ ‪ X | Z = 0‬ﻭ ‪ Y | Z = 0‬ﺭﺍ ﺑﻪﺩﺳﺖ ﺁﻭﺭﻳﺪ ﻭ ﺩﺭ ﻣﻮﺭﺩ ﺍﺳﺘﻘﻼﻝ ﺁﻥﻫﺎ ﺍﻇﻬﺎﺭﻧﻈﺮ ﮐﻨﻴﺪ‪.‬‬

‫‪8 x y z 0 < x < 1 , 0 < y < 1 , 0 < z < 1‬‬

‫‪f XYZ ( x, y, z ) = ‬‬ ‫‪ pdf - ۲۱‬ﺗﻮﺍﻡ ‪ Y ، X‬ﻭ ‪ Z‬ﺑﻪﺻﻮﺭﺕ ﻣﻘﺎﺑﻞ ﺍﺳﺖ‪:‬‬
‫‪ 0‬‬ ‫‪Otherwise‬‬
‫ﺍﻟﻒ( ﺿﺮﺍﻳﺐ ﻫﻤﺒﺴﺘﮕﻲ ‪ ρYZ ، ρ XY‬ﻭ ‪ ρ XZ‬ﺭﺍ ﺗﻌﻴﻴﻦ ﮐﻨﻴﺪ‪.‬‬
‫ﺏ( ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ﺷﺮﻃﻲ )‪ f XYZ ( x, y, z | Y + Z > 1‬ﺭﺍ ﭘﻴﺪﺍ ﮐﻨﻴﺪ‪.‬‬
‫ﭖ( ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ﺷﺮﻃﻲ )‪ f X ( x | Y + Z > 1‬ﺭﺍ ﺑﻪﺩﺳﺖ ﺁﻭﺭﻳﺪ‪.‬‬

‫‪1‬‬ ‫‪1 2‬‬

‫= ) ‪f XYZ ( x, y, z‬‬ ‫‪exp − ( x 2 + y 2 +‬‬ ‫)‪z − 2 xy‬‬ ‫‪ - ۲۲‬ﻓﺮﺽ ﮐﻨﻴﺪ ‪ pdf‬ﺗﻮﺍﻡ ‪ Y ، X‬ﻭ ‪ Z‬ﺑﻪﺻﻮﺭﺕ ﻣﻘﺎﺑﻞ ﺍﺳﺖ‪:‬‬
‫‪2π π‬‬ ‫‪2‬‬
‫ﺍﻟﻒ( ﺁﻳﺎ ‪ Y ، X‬ﻭ ‪ Z‬ﺗﻮﺍﻣﺎﹰ ﻧﺮﻣﺎﻝ ﻫﺴﺘﻨﺪ؟‬
‫ﺏ( ﻣﺘﻮﺳﻂ ﻭ ﻣﺎﺗﺮﻳﺲ ﮐﻮﺍﺭﻳﺎﻧﺲ ﺑﺮﺩﺍﺭ ‪ [ X ,Y , Z ]T‬ﺭﺍ ﺑﻨﻮﻳﺴﻴﺪ‪.‬‬
‫ﭖ( ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ﮐﻨﺎﺭﻱ ﺑﺮﺩﺍﺭ ‪ [ X , Z ]T‬ﺭﺍ ﭘﻴﺪﺍ ﮐﻨﻴﺪ‪.‬‬

‫‪ - ۲۳‬ﻫﺮ ﻳﮏ ﺍﺯ ﻣﺘﻐﻴﺮﻫﺎﻱ ﺗﺼﺎﺩﻓﻲ ‪ X 1 , X 2 ,..., X n‬ﺩﺍﺭﺍﻱ ﺗﻮﺯﻳﻊ ﻧﺮﻣﺎﻝ ) ‪ N (m,σ 2‬ﻫﺴﺘﻨﺪ ﻭ ﺿﺮﻳﺐ ﻫﻤﺒﺴﺘﮕﻲ ﺑﻴﻦ ﺩﻭﺑﻪﺩﻭﻱ ﺁﻥﻫﺎ‬
‫ﺑﺮﺍﺑﺮ ﺑﺎ ‪ ρ‬ﺍﺳﺖ‪ .‬ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ Y‬ﻧﻴﺰ ﻳﮏ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ﺩﻭﺟﻤﻠﻪﺍﻱ ) ‪ B(n, p‬ﻭ ﻣﺴﺘﻘﻞ ﺍﺯ ‪ X i‬ﻫﺎ ﺍﺳﺖ‪ .‬ﻣﺠﻤﻮﻉ ﺗﻌﺪﺍﺩ ﺗﺼﺎﺩﻓﻲ ﺍﺯ‬
‫ﻣﺘﻐﻴﺮﻫﺎﻱ ﺗﺼﺎﺩﻓﻲ ‪ X i‬ﺭﺍ ‪ S‬ﻣﻲ ﻧﺎﻣﻴﻢ‪.‬‬
‫‪ X + X 2 + ... + X Y Y = 1, 2, ..., n‬‬ ‫‪n‬‬
‫‪S =∆  1‬‬ ‫‪, PY (k ) =   p k (1 − p )n − k‬‬
‫‪ 0‬‬ ‫‪Y =0‬‬ ‫‪k ‬‬
‫ﺍﻟﻒ( ﻣﻘﺪﺍﺭ ﻣﺘﻮﺳﻂ ﻭ ﻭﺍﺭﻳﺎﻧﺲ ‪ S‬ﺭﺍ ﺑﻪﺩﺳﺖ ﺁﻭﺭﻳﺪ‪.‬‬
‫ﺏ( ﺍﮔﺮ ‪ ρ = 0‬ﺑﺎﺷﺪ‪ ،‬ﺗﺎﺑﻊ ﻣﺸﺨﺼﺔ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ S‬ﺭﺍ ﺑﻴﺎﺑﻴﺪ‪.‬‬

‫‪ - ۲۴‬ﻓﺮﺽ ﮐﻨﻴﺪ ‪ X 2 ، X 1‬ﻭ ‪ X 3‬ﺳﻪ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ﺗﻮﺍﻣﺎﹰ ﻣﺴﺘﻘﻞ ﭘﻮﺍﺳﻦ ﺑﺎ ﻣﺘﻮﺳﻂﻫﺎﻱ ‪ E[X 2 ] = 2 ، E[X 1 ] = 1‬ﻭ ‪E[X 3 ] = 3‬‬
‫ﻫﺴﺘﻨﺪ‪ .‬ﺑﺮ ﺣﺴﺐ ﺁﻥﻫﺎ ﺳﻪ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ﺯﻳﺮ ﺭﺍ ﺗﻌﺮﻳﻒ ﻣﻲﮐﻨﻴﻢ‪:‬‬
‫‪Y1 = X 1‬‬
‫‪Y2 = X 2 − X 1‬‬
‫‪Y3 = X 3 − X 2‬‬
‫ﺍﻟﻒ( ﻣﺎﺗﺮﻳﺲ ﻫﻤﺒﺴﺘﮕﻲ ﺑﺮﺩﺍﺭ ‪ X = [X 1 , X 2 , X 3 ]T‬ﺭﺍ ﺑﻨﻮﻳﺴﻴﺪ‪.‬‬
‫ﺏ( ﻣﺎﺗﺮﻳﺲ ﮐﻮﺍﺭﻳﺎﻧﺲ ﺑﺮﺩﺍﺭ ‪ Y = [Y 1 ,Y 2 ,Y 3 ]T‬ﺭﺍ ﺑﻨﻮﻳﺴﻴﺪ‪.‬‬
‫ﭖ( ﺗﺎﺑﻊ ﻣﻮﻟﺪ ﺍﺣﺘﻤﺎﻝ ﺑﺮﺩﺍﺭ‪ Y‬ﻳﻌﻨﻲ ] ‪ ΓY ( z ) = E[z 1 1 ⋅ z 2 2 ⋅ z 3 3‬ﺭﺍ ﭘﻴﺪﺍ ﮐﻨﻴﺪ‪.‬‬
‫‪Y‬‬ ‫‪Y‬‬ ‫‪Y‬‬

‫ﺕ( ﺍﺣﺘﻤﺎﻝ ﭘﻴﺸﺎﻣﺪ }‪ {Y1 = Y2 = Y3 = 3‬ﭼﻘﺪﺭ ﺍﺳﺖ؟‬

‫‪3‬‬
 ‫ﺳﻌﻴﺪ ﻧﺎﺩﺭ ﺍﺻﻔﻬﺎﻧﻲ‬ ‫ﻓﺮﺁﻳﻨﺪﻫﺎﻱ ﺍﺗﻔﺎﻗﻲ ‪ -‬ﻣﺴﺎﺋﻞ ﺳﺮﻱ ﺍﻭﻝ‬

‫‪ - ۲۵‬ﻓﺮﺽ ﮐﻨﻴﺪ ﻣﺘﻐﻴﺮﻫﺎﻱ ﺗﺼﺎﺩﻓﻲ ‪ X 1 , X 2 ,..., X n‬ﺗﻮﺍﻣﺎﹰ ﻣﺴﺘﻘﻞ ﻫﺴﺘﻨﺪ ﻭ ﻣﺘﻮﺳﻂ ﻭ ﻭﺍﺭﻳﺎﻧﺲ ﻫﺮ ﻳﮏ ﻧﻴﺰ ] ‪ m i = E[X i‬ﻭ‬
‫) ‪ σ i2 = Var( X i‬ﻣﻌﻠﻮﻡ ﺍﺳﺖ‪ .‬ﺩﺭ ﺭﺍﺑﻄﻪ ﺑﺎ ﺁﻥﻫﺎ ﺑﺮﺩﺍﺭ ‪ Y‬ﺭﺍ ﺑﻪﺻﻮﺭﺕ ﺯﻳﺮ ﺗﻌﺮﻳﻒ ﻣﻲﮐﻨﻴﻢ‪:‬‬
‫‪Y1 = X 1‬‬
‫‪Y2 = X 1 + 2 X 2‬‬
‫‪M‬‬
‫‪Yn = X 1 + 2 X 2 + ... + nX n‬‬
‫ﺍﻟﻒ( ﻣﺘﻮﺳﻂ ﺷﺮﻃﻲ ‪ Yn‬ﻣﺸﺮﻭﻁ ﺑﻪ ﻣﻌﻠﻮﻡ ﺑﻮﺩﻥ ‪ Y1 ,Y2 , ..., Yn −1‬ﺭﺍ ﭘﻴﺪﺍ ﮐﻨﻴﺪ‪.‬‬
‫ﺏ( ﻭﺍﺭﻳﺎﻧﺲ ﺷﺮﻃﻲ ‪ Yn‬ﻣﺸﺮﻭﻁ ﺑﻪ ﻣﻌﻠﻮﻡ ﺑﻮﺩﻥ ‪ Y1 ,Y2 , ..., Yn −1‬ﺭﺍ ﭘﻴﺪﺍ ﮐﻨﻴﺪ‪.‬‬
‫ﭖ( ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ‪ X i‬ﻫﺎ ﺭﺍ ﻣﻌﻠﻮﻡ ﻓﺮﺽ ﮐﻨﻴﺪ‪ ، f X i ( xi ) = f i ( xi ) ،‬ﻭ ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ﺑﺮﺩﺍﺭ ‪ Y‬ﺭﺍ ﺑﺮ ﺣﺴﺐ ﺗﻮﺍﺑﻊ‬
‫)⋅( ‪ f1 (⋅) , f 2 (⋅) , ..., f n‬ﺑﻪﺩﺳﺖ ﺁﻭﺭﻳﺪ‪.‬‬

‫‪ - ۲۶‬ﻓﺮﺽ ﮐﻨﻴﺪ ﻣﺘﻐﻴﺮﻫﺎﻱ ﺗﺼﺎﺩﻓﻲ ‪ X 1 , X 2 ,..., X n‬ﻣﺴﺘﻘﻞ ﺍﺯ ﻳﮑﺪﻳﮕﺮ ﺑﻮﺩﻩ ﻭ ﺗﻮﺯﻳﻊ ﻳﮑﺴﺎﻧﻲ ﺩﺍﺷﺘﻪ ﺑﺎﺷﻨﺪ) ‪ ، (iid‬ﻣﺜﻼﹰ ‪:‬‬
‫) ‪FX i ( xi ) = F ( xi ) , f X i ( xi ) = f ( xi‬‬
‫ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ﻫﺮ ﻳﮏ ﺍﺯ ﻣﺘﻐﻴﺮﻫﺎﻱ ﺗﺼﺎﺩﻓﻲ ﺯﻳﺮ ﺭﺍ ﺑﺮ ﺣﺴﺐ ﺗﻮﺍﺑﻊ )⋅( ‪ f‬ﻭ‪/‬ﻳﺎ )⋅( ‪ F‬ﺑﻴﺎﻥ ﮐﻨﻴﺪ‪.‬‬
‫‪1 n‬‬
‫∑‪n‬‬
‫} ‪Y1 = max{ X 1, X 2 ,..., X n‬‬ ‫‪,‬‬ ‫} ‪Y2 = min{ X 1 , X 2 , ..., X n‬‬ ‫‪,‬‬ ‫= ‪Y3‬‬ ‫‪Xk‬‬
‫‪k =1‬‬

‫‪ n - ۲۷‬ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ X 1 , X 2 ,..., X n‬ﻣﺴﺘﻘﻞ ﺍﺯ ﻫﻢ ﻭ ﺑﺎ ﺗﺎﺑﻊﻫﺎﻱ ﺍﺣﺘﻤﺎﻝ ﻣﺸﺎﺑﻪ ﻭ ﻣﻌﻠﻮﻡ ﺩﺭ ﻧﻈﺮ ﺑﮕﻴﺮﻳﺪ‪ .‬ﺩﺭ ﻫﺮ ﻧﻘﻄﻪ ﺍﺯ ﻓﻀﺎﻱ‬
‫ﻧﻤﻮﻧﻪ ﻣﻘﺎﺩﻳﺮﻱ ﺭﺍ ﮐﻪ ﺍﻳﻦ ﻣﺘﻐﻴﺮﻫﺎﻱ ﺗﺼﺎﺩﻓﻲ ﺍﺧﺘﻴﺎﺭ ﻣﻲﮐﻨﻨﺪ ﺭﺍ ﺍﺯ ﺑﺰﺭﮒ ﺑﻪ ﮐﻮﭼﮏ ﻣﺮﺗﺐ ﻣﻲﮐﻨﻴﻢ ﻭ ﺑﺰﺭﮒﺗﺮﻳﻦ ﺁﻥﻫﺎ ﺭﺍ ﺑﻪ ﻣﺘﻐﻴﺮ‬
‫ﺗﺼﺎﺩﻓﻲ ‪ Z1‬ﻭ ﺩﻭﻣﻲ ﺭﺍ ﺑﻪ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ Z 2‬ﻭ ‪ ...‬ﻭ ﮐﻮﭼﮏﺗﺮﻳﻦ ﺁﻥﻫﺎ ﺭﺍ ﺑﻪ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ Z n‬ﻧﺴﺒﺖ ﻣﻲﺩﻫﻴﻢ‪ .‬ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ‬
‫‪ k‬ﺍﻣﻴﻦ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ‪ ، Z k ،‬ﻭ ﻫﻤﭽﻨﻴﻦ ﺗﺎﺑﻊ ﭼﮕﺎﻟﻲ ﺍﺣﺘﻤﺎﻝ ‪ Z = Z1 − Z n‬ﺭﺍ ﺑﻪﺩﺳﺖ ﺁﻭﺭﻳﺪ‪.‬‬

‫‪ - ۲۸‬ﺳﻪ ﻣﺘﻐﻴﺮ ﺗﺼﺎﺩﻓﻲ ‪ X 2 ، X 1‬ﻭ ‪ X 3‬ﺑﺎ ﻣﻤﺎﻥﻫﺎﻱ ﻣﺮﺗﺒﻪ ﺍﻭﻝ ﻭ ﺩﻭﻡ ﺯﻳﺮ ﺭﺍ ﺩﺭ ﻧﻈﺮ ﺑﮕﻴﺮﻳﺪ‪:‬‬
‫‪2‬‬ ‫‪ 5 − 2 − 1‬‬
‫‪‬‬
‫‪mX = − 1‬‬ ‫‪‬‬ ‫‪, RX =  − 2 3 − 2‬‬
‫‪ 0 ‬‬ ‫‪ − 1 − 2 3 ‬‬
‫ﺛﺎﺑﺖ ﮐﻨﻴﺪ ﺑﻴﻦ ﺍﻳﻦ ﺳﻪ ﻣﺘﻐﻴﺮ ﻳﮏ ﺭﺍﺑﻄﺔ ﺧﻄﻲ ﺑﺮﻗﺮﺍﺭ ﺍﺳﺖ ﻭ ﺍﻳﻦ ﺭﺍﺑﻄﻪ ﺭﺍ ﻧﻴﺰ ﺑﻪﺩﺳﺖ ﺁﻭﺭﻳﺪ‪.‬‬

‫‪ - ۲۹‬ﻓﻀﺎﻱ ﻧﻤﻮﻧﻪﺍﻱ ﺑﻪﺻﻮﺭﺕ ﺑﺎﺯﺓ ﺑﺴﺘﺔ ]‪ Ω = [0 ,1‬ﺩﺭﻧﻈﺮ ﺑﮕﻴﺮﻳﺪ ﻭ ﺩﺭ ﻓﻀﺎﻱ ﻓﻮﻕ ﺍﻧﺪﺍﺯﺓ ﺍﺣﺘﻤﺎﻝ ﺭﺍ ﻧﻴﺰ ﻳﮑﻨﻮﺍﺧﺖ ﻓﺮﺽ ﮐﻨﻴﺪ‪ .‬ﺗﻌﻴﻴﻦ‬
‫ﮐﻨﻴﺪ ﺩﺭ ﻫﺮ ﻳﮏ ﺍﺯ ﻣﻮﺍﺭﺩ ﺯﻳﺮ ﺭﺷﺘﻪﻫﺎﻱ ﺗﺼﺎﺩﻓﻲ ﺗﻌﺮﻳﻒ ﺷﺪﻩ ﺭﻭﻱ ﻓﻀﺎﻱ ﻓﻮﻕ ﺑﻪ ﭼﻪ ﻣﻔﻬﻮﻣﻲ ﻣﺘﻘﺎﺭﺏ ﻫﺴﺘﻨﺪ ﻭ ﺑﻪ ﭼﻪ ﻣﻔﻬﻮﻣﻲ‬
‫ﻣﺘﻘﺎﺭﺏ ﻧﻴﺴﺘﻨﺪ‪.‬‬
‫‪1‬‬ ‫)‪(n even & ξ > 0.5) or (n odd & ξ < 0.5‬‬
‫‪X n (ξ ) = ‬‬ ‫ﺍﻟﻒ(‬
‫‪0‬‬ ‫‪Otherwise‬‬
‫‪1‬‬ ‫‪ξ < 1/ n‬‬
‫‪X n (ξ ) = ‬‬ ‫ﺏ(‬
‫‪0‬‬ ‫‪Otherwise‬‬
‫‪n ξ < 1 / n‬‬
‫‪X n (ξ ) = ‬‬ ‫ﭖ(‬
‫‪0 Otherwise‬‬
‫)‪1 2 − k l ≤ ζ ≤ 2 − k (l + 1‬‬
‫‪X n (ξ ) = ‬‬ ‫‪n = 2 k + l , k = 0 ,1, 2 , ... , l = 0 ,1, 2 , ..., 2 k − 1‬‬ ‫ﺕ(‬
‫‪0 Otherwise‬‬

‫‪4‬‬
 WSS mX 0 WSS X (t ) -

Y 1 (t ) e jt X (t ) (

Y 2 (t ) | X (t )| (
. X (t ) X (t ) Y 3 (t ) e j ( X (t ) A)
(
JBX (t )
X (t ) B X (t ) Y 4 (t ) e (
. Pr{B 1} Pr{B 1} 0.5

1
. RX ( ) [1 cos(2 )]2 m X 1 -
2
(
ms (
{X(0) = X(1)} (

1
. Pr{ 1} Pr{ 2 } { 1, 2} -
2
: X (t )

. C X (t , s ) m X (t ) (
(
1
t (CDF, pdf, cf) (
16

-
. .
-
.
. (
. . (
WSS (
. (

. R X (t ,t ) mX ( ) : t X (t ) -
. |R X (t , t )| 1 : m X (0) 1 (
(. : ). mX (2) mX (1) 1 (

1
 -

R X (t ,t ) mX ( ) X (t ) e jW t W (

. ( ) ( ) N X (t ) e j2 Nt
(

X3 X (4t0 ) X2 X ( 2t0 ) X 1 X (t 0 ) X (X 1 , X 2 , X 3 )t -
.
. X (
. {X 2 2 | X 1 1} {X 1 1| X 2 2} (

. E[X (t 2 ) X (t 1 )]2 a | t2 t1 | : t2 t1 X ( 0) 0 X (t ) -
. RX (t1 , t2 ) (
. (
1
Y (t ) [X (t ) X (t )] mX (t ) 0 (

a | |
(1 ) | | a
RY ( ) ( )
0 | |

t
X (t ) A . e2 X (t ) -
. Y X (A ) .

| |
. RX ( ) 5 cos 3 X (t ) -
2
t
. Y X (2), X (3), X (4) (
. E X (4) | X (2), X (3) (

sin 2 (4 )
. RX ( ) 2 2
X (t ) -

t2 t1 X (t2 ) X (t1 ) (
( ) Y2 X (t ) X (t 0.5) Y1 X (t ) X (t 0.5) (
.
. Z3 X (t 0.25) Z2 X (t ) Z1 X (t 0.25) (cf) (

X1 X (1) . X (t ) -
. X3 X (3) X 2 X (2)
. X (X 1 , X 2 , X 3 )t (
. Pr{ X 1 X 2 X 3} (
. X4 . X4 X ( X 1 2) t X1 2 (

2
 -

2 N
N m 0 a X (t ) a cos( o t ) -
m
. {0 , 1, ... , m 1}
(ME) (
(CE) (

t
W (t ) t ( , ) X (t ) W ( )d -
0

. RW ( ) N0 ( )
N0 min( | t1 | , | t2 | ) t1t2 0
RX (t1, t2 ) : (
0 t1t2 0
. ME (

: -
(ME) (
(CE) (

t2
. R X (t ,t ) e ( ) mX (t ) 0 X (t ) -
(ME) (
(CE) f (

3
#*& ) $ % & " "'( !" # X (t )
3 # m X (t ) 5 '$ 3 ) % * % & .2 +-* " 2' 2 3 4 ) +,-. / ' 0 12 "
;2 " & +1$ # λ " / ' 0 12 $, 2 ) "# " PX 8" 9 # S X ( f ) 8" 9 :,( # RX (t1 , t2 ) 6$ 7
) ,6

X (t , ξi ) 3

2 2

1 1

t
1 1 1

/ ' 0 12 " > / # *& ) % * +,-. !" # < ? 9 +-* @A@ B > X (t ) =<
) % *% & .2 +-* " 2' 2 3 4 ) +,-. λ D 6C
X (t , ξi )
!K ,L D Z $# 2 B %

1 1

L
t
2 2

) "# " PX 5 '$ 8" 9 # S X ( f ) 8" 9 :,( F R X (t1 , t 2 ) 6$ 7 3 F m X (t ) 5 '$ 3 E:

J " 1C * !K ,L # D " 1 F t = t0 & 6 4 " - H $I EG
) "# " H'( / 5 '$ # ELN !K & " " 1 2 B % H'( H $I 6C EM

S% R& F R (0) = R (T 0 ) R , & .2 F R (τ ) 6$ 7 3 X (t ) 5A$Q /P B =O

R(τ ) = e jω oτ w(τ ) X (t ) = e jω o tY (t )
) ' & MS T'>! 4 ' 4 Y (t ) # T 0 ' 4 ' 3 4 w(τ ) & "

) ,6 ;2 " λ = a cos 2 (ω0t ) 3 8"'K " &' ' 0 12 6C / " =U

) "# " t ∈ [0, ∞) $ " B V / ' T# # H# W7 B & E:
& & ' B"# / / # "# " t ∈ ( −∞, ∞) $ " B V / ' B X T# # H# B & EG
) , 2 YQ. "
) , /,, " / ' B X 8" 9 :,( EM

1
 2 >!K " 2 , H# B +[ = 9! B

Y (t ) # X (t ) B " & ] # Z $# ) RX (τ ) = δ (τ ) 6$ 7 3 ,!+-* " =\ 4 N (t )

)^, 2
1Ω 4F
X (t ) B + 1$ 8" 9 :,( # X (t ) 8" 9 :,( E:
Y (t ) ) , , " Y (t ) #
J " 1C Y (t ) 5 '$ 8" 9 EG
N (t ) X (t ) 6F 1Ω
) , 7 ` " Y (1) # X (1) B ,_$ 6$ 7 X EM

τ2
X ' (t ) " / b$. ) C X (τ ) = exp(− ) 2 "' 3 # 5 '$ H 2 4 X (t ) , =a
2
)^, 2
) , 7 ` " X ' (t0 − 1) # X ' (t0 ) F X (t0 ) B ,_$ +-.$ B " 6$ 7 E:
) , , " X ' (t ) # X (t ) # + 1$ 8" 9 :,( # X ' (t ) 8" 9 :,( EG
) , , " X ' (t ) # X (t ) ,_$ # T ' H $I 6C 3 EM
J C # $ ^ +1$ t 2 # t1 B 1 C B X ' (t 2 ) # X ' (t1 ) B ,_$ E8

"'( " / ) C X (τ ) = δ (τ ) 2 " ' # m X = 2 5 '$ 3 / H 2 4 X (t ) , =c

& B e# ] # ^ % H +-* " % * % & .2 H 2 ( f ) # H1 ( f ) B + 7 3 LTI $A, # & d
)^, 2 Z (t ) # Y (t ) B "
H1 ( f )
2

H1 ( f ) Y (t ) f
−1 0 1
X (t )
H2( f )
H2( f ) Z (t ) 1 1

f
− 1.5 − 0.5 0 0.5 1. 5

) "# " Z1 # Y1 Tf' H $I 6C 3 /, g # Z1 = Z (t1 ) # Y1 = Y (t1 ) H $I 6C 3 E:

J C # 2 R +1$ Z 2 = Z (t 2 ) # Y1 = Y (t1 ) B ,_$ t 2 # t1 B 1 C B EG

4ω 2 + 900
) ,6 ;2" " S X ( f ) = , ω = 2π f 8" 9 :,( FWSS 4 =h
ω 4 + 450ω 2 + 3969
) "# " F RX (τ ) F 6$ 7 3 E:
,_$ # /, 6$ 7 X J " 1C B ,_$ 4 2 " # # 5 '$ EG
J " 1C / " ,2 D 0.01 WAK
Y (t ) Wi " ) + 7 RY (τ ) = e −3|τ | 6$ 7 3 Y (t ) " / , , A $A, 4 EM
) , ' d,2 " X (t ) I

2
 2 >!K " 2 , H# B +[ = 9! B

m d,2 H ( f ) ) R X (τ ) = e −|τ | 6$ 7 3 # m X (t ) = 0 5 '$ 3 H 2 l B #"# F +-* " =k

,AP ;2 F e# ] # B #"# B F Y (t ) # X (t ) ^,2 , ) 1,1I # % ' "nR/, $A, 4 2P
" H ( f ) F A1$ 6 o t0 B Y (t 0 ) # X (t 0 ) B ,_$ # $ ^ +@ 1,9 B" 8 ,K' ]
) ,,

X (t ) Y (t )
j j
=
H( f )
1
8" 9 ^$ , B #"# , ) ,6 ;2 " H ( f ) = 2 2
+ 7 3 $ , = p
− 4π f + j 4π f + 5
) '* ^ d F Py F e# ] 8" 9 , /,, 9 " B #"# 6$ 7 3 ) PX = 1

(2π f − 1) 2
) SX ( f ) = S " X (t ) / 8" 9 :,( =
(2π f ) 2 + 1
) "# " 2 " ' 3 # 6$ 7 3 E:
) , & , W (t ) ,! 4 I A # i] B i " 8"'K " X (t ) EG

$ , B #"# F R N (τ ) = N 0δ (τ ) # D ω0 # A 1 & " X (t ) = A cos(ω0t ) + N (t ) = <

1
YN (t ) & " * Y (t ) = B cos(ω0t + ϕ ) + YN (t ) ^$ , e# ] R ) * H( f ) = + 7 3
α + j 2π f
S |B | 2
^ d = e# ] d '2 H 6, 7 2 , G Q$2 B'`2 "α" 1 F N (t ) ^$ , m
N E{YN2 (t )}
) '*

S' '] 8"'K t ∈ (− a, a ) WAK " X (t ) K-L 5 8"'K/ " F * R X (τ ) = e −c |τ | R , & .2 = O

∞
Xˆ (t ) = n =1 ( β nbn cos(ωnt ) + β 'n b'n sin(ω 'n t ))
S& "
λn λ 'n
cot(aω 'n ) = − c
c
tan(aωn ) = , , β n = (a + ) −1 / 2 , β n' = (a − ) −1 / 2
ωn ω n' 2 2
2c 2c
E [b n2 ] = λ n = 2 , E [b 'n2 ] = λ 'n =
c + ωn2 c + ω 'n2
2

3
 = 12 3 / # 12 ./ $0 ., < # * + # ) '"'( )!" # $ %& 1
: / − ) /+ / 12 : 8//9 / /& 12 /+$ + / 7"//+ /
/ /+$ + / /6 . /4 5"
., 0 5 + ) =
. #2 , +2 3 ;"? ) 4 0 5 + 7 − =+2 > (;
/"+ C # / #2 ,/ = 89 +$ + # %" A0 5 B# ) 4 0 5 + − =+2 > (@
. " & %"" 3 ;"?
%/ & " & "F 8E 08" 5 ! 4 5" = + π 3 ;"? 7"+ =+2 > (D
. + 5 , 0 5 + 12 = 89 +$ + &

# :, (# 4 = δ A0 5 ! !" # $ %& "&> 2

. #2 , #

= − + (;
 − + ≥
= (@
 ≤−

−
A0/ 5 ! / / 12 / $/ E " / K $/+ #J $ = A0 5 ! I "&> 3
M+ & J:$( 3 ;"? .7" & ; # +2 L ( . 4 = δ
. #2 , K"+ O #, I " 1 N+ . #2 , J:$( #

∞
., ∑
=
+ −
− = R # ( ( # M+ # ) JK" + " K $+ %" 4

. " $ #, I " 1 N+ (;
. #2 , 3 ;"? # A0 5 ! (@

: /= /+ $0 I/ / # J $/ '0 $ 12 T "U0 &, + : 0 V I "&> 5

/ 12 R . & "0W ! = "= # # ! = "= # 3B 0( # '
.7" =" ; R
. #2 , = T "U0 TXN ! # Y 0( A ! (;
. " & %" A0 5 ! # . $0 ! (@
" & 5 * M+ & J:$( 3 ;"? (D

/ ./ $0 .,/ ,/ = 3 $T %& 1 : 0 V I 3 ;"? 6

+α − α π
. "A [+ ( # : 0= $& E α # 9
. "" A = #\ T "U0 # %" A0 5 L 6 # #2 , A0 5 ! (;
] & "$ " I # : 8E 3 $T % 1 $0" +$A (@
,/ $/N" ;/ = − α − +α − O/R / & A0 5 ! (D
. #2
 + 9 + " 2

. / + / "0W Y 0( #+ ' # : = +$ + # J $ 7 : '0 +$ + 7

∞
. V ; =∑ −
− 3 $T A 12 ` 5
=

. #2 , ;"? # A0 5 ! (; 3
. #2 , 3 ;"? # A0 5 ! ). $0 ' (@
+$ + Y 0( A ! . #2 , +$ + TXN ! %" a # +$ + TXN ! (D
. #2 , K"+
. " & @ ( K"+ , $8 12 85 +$ + O"8& 0 # 2 O+$ + ? 4 Y 0( A ! (

/ " / K $/+ ο = 12 /& /4 5" ∑ − = ο 8/6 / I 8

=

: R . 4 (# c N J W A ∑
=
−
= N V & " & , C ., ( # M+ #

.,
 ≥
∑ − =
 =
= ο
 ( = + + ) 1
. " # $%"

+, - ' $% ./ 0 " ,% 1 = * .") = " '( 2

:$% 6 7 $% .") ."4 5 2# 3
 
 
= 
 
 
 
;$% "<= > *? @ A%- $ = : ,- (9
." ' B /0 > *? @ A%- " # $%" / 0 (B

' +% "+ + *? > 3

."4 + 5 C++ 7 ' + % "++ # +
Σ
2 + 6 "+ ' ( + "+ : +D0 E- %
.") = ∞ = −∞ 6 ."4 5
." # $%" 4 F C "G @ (9
⊥ ⊥ 2# +' . -+ I 4 H0# ( (B
> 4" E "7 9 J > *? @ A%- 4 F C "G @ .$% ⊥
." ' 2

- "4 -? 6 E - *? ") =∫ K '" '$ L 4

+
= =
+ ∫
−α τ
.") τ = ' $ K M 0 2- ") 7 6 * K ' " 4 2 50 5
λ τ λ

+K +' "+ ' $+ L . − − = − N) ) . K 4 " -K C: ) 6

= + + + = + 0# O-+ M . +:0# " +) ,+P A%- N4 6 C< >4
." 0 C: ) 1 " -

. − − = − N) ) . K 4 " -K @ % - , C: ) 7
+4 2# +' $+)-0 = + + + = E -+ 2- > ) K ' " ' $ L (9
. - "4 -? @ % - , C: ) " 4" >4
≥ − ≥ ≥ :$) N 4 -? " ) @ % - , C: ) K ' " ' $ L (B
− − ⊥ − = − − + − : Q 4
 0 ,P 0" % NM S > % CQ R 7 , > 4" #

τ
> +4 F ."+) τ = δ τ τ = τ = .- " '( 8
τ
." # $%" : ′ > 6T

−α α ≥ +λ *? . :0# ") = K '" '$ L 9

+ π
λ λ
− λ − λ λ
= ο = + 2# +' +λ = ο + ′ + -+ "4 -?

.")

>+ $+% = × = δ = 2# ' ") K 10

." ' " S 0# > *? 6 *?
C' (9
2# )UK (B
2# )UK (V
2# )UK (

2# + ' N++ # $++%" 2# + )UK + + :F 3 : + % + *? + N 4 -++? + 11

− λτ
.") τ = τ = δ τ τ =
∞ − α
.") = λ +
λ
2# ' - "4 -? = − λ ∫ −α α " '$ L

− τ
> $% τ = τ = δ τ τ = ο 2# ' ") = + K 12
." ' " S 0# > *? . # $%" 6 *?
C' (9
2# )UK (B
2# )UK + (V
2# )UK + (

− π
+' "4 +5 X % N 4- .") G X % = 0 ' W% S N %1 ? 13
+ π
E "+7 9+ J + ' +% "+ "+ ' ( .N 0/ *? E - 0# > : M0 ? >

.") G =
+ π
+ + + > +*? + + "+) .") ."4 5 −∞ 0 6 FP N % ? K (9
;$% "<= > *? @ A%- : 2 > * = E "4 5
." ' C / 0 ") .") ."4 5 −∞ +∞ 0 6 FP N % ? H0# ( 9 " (B
 0 ,P 0" % NM S > % CQ R 7 , > 4" #

." : D0 !" # " 1 14

"+ . + C+? + + !" >4 5 4 '" '(

.$%
.$% - Y " FG7 > 4 0- 0 F' " ' $ L (9
+* 6 2# +)UK C+' > 6 Q-:+5 S "+7 1+ +' "+ ' $ L " CP 1 H 9 " 6 . , % (B
." # $%" | : 1 ∑
$%" * 6 2# )UK C' > 6 Q-:5 S "7 ' " ' $ L " CP 1 H B 9 " 6 . , % (V
." # | : 2 1 ∑