Dis Tri Buci Ones

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     +                 5


             : 1     21  
      6       1       +    
    ;

6            

6             

6       

6  2

6  2

- .         !         


                : :    

(
        

        

    

+     :  !           


  +        ; A A.+ B  Ā A  B1 
       p  1 − p

     2        :    F  F  F 2F1


        F  F  F   F         
2 F F  F  F1  

9 +                


N   

0   4  n   N         <5


  X        :     =   .+    n
     +   6  : X           
    n  p 1      X  B (n, p) 0      :
     x = 0, 1, 2, . . . , n1   :       

+ $    
 
n n!
P (X = x) = · px · (1 − p)n−x = · px · (1 − p)n−x
x x! · (n − x)!
 x = 0, 1, 2, . . . , n

6     !          p  n      


,    

+ $     $

x 
x
n!
F (x) = P (X ≤ x) = P (X = k) = · pk · (1 − p)n−k .
k=0 k=0
k! · (n − k)!
7    <   +  76-N7@$'@Ax>n>p> B   
   x                    5
       B (n, p) . 6           ,)<6$1

(#
    

0.6 0.6
0.4 0.4
0.2 0.2
x x
0 0
0 1 2 3 0 1 2 3 4 5 6 7

0.6 0.6
0.4 0.4
0.2 0.2
x x
0 0
0 1 2 3 0 1 2 3 4 5 6 7

0.6 0.6
0.4 0.4
0.2 0.2
x x
0 0
0 1 2 3 0 1 2 3 4 5 6 7

0.6 0.6
0.4 0.4
0.2 0.2
x x
0 0
0 1 2 3 0 1 2 3 4 5 6 7
+ )    '- 5 n = 3  p = 0.3 0.5 0.7 ( 0.9 !%5 n = 7 
p = 0.3 0.5 0.7 ( 0.9

(
        

 :     "1               


 )$1  :     1         

  -

n 
n
n!
E (X) = x · P (X = x) = x· · px · (1 − p)n−x = n · p.
x=0 x=0
x! · (n − x)!

  -

n
V ar (X) = (x − E (X))2 · P (X = x)
x=0
n
n!
= (x − n · p)2 · · px · (1 − p)n−x
x=0
x! · (n − x)!
= n · p · (1 − p) .

      

6        :     =     :  5


              1  *    =  
 4  :    *       4 1   =   5
         !     <   :   
 4    0, 1, 2, 3, . . . 1  1          :
 4                  λ1   λ > 01 
         4   ;

<     :        t     2  n


       4        1    
                       
       :        

<     :         dt       


    dt <           λ

  +  : X             λ1   


X  P (λ)

(&
    

0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
x x
0 0
0 1 2 3 4 0 1 2 3 4 5 6 7

0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
x x
0 0
0 5 10 15 20 0 5 10 15 20 25 30
+ )   65 λ = 1.5 ( λ = 3 6,5 λ = 10 ( λ = 15

+ $    
λx −λ
P (X = x) = ·e ,   x = 0, 1, 2, . . .
x!
6            λ       ,   

+ $     $

x 
x
λk
F (x) = P (X ≤ x) = P (X = k) = · e−λ .
k=0 k=0
k!

7   <   +  $766$@76-Ax>λ> B     5


  x                     
     P (λ) . 6           ,)<6$1  : 5
    "1                
)$1  :     1         

  -

+∞ 
+∞
λx −λ
E (X) = x · P (X = x) = x· · e = λ.
x=0 x=0
x!

(%
        

0.2

0.1

x
0
0 5 10 15 20 25 30
+ )   6'5 B (120, 0.05) *,5 P (6.0)

  -


+∞ 
+∞
λx −λ
V ar (X) = (x − E (X))2 · P (X = x) = (x − λ)2 · · e = λ.
x=0 x=0
x!

 7 # $      $  # 

0 X             B (n, p)1  n 


   p : C1     : X  P (λ)  λ = n · p A,  
B   1          +           
  1 p        "       4  +   0  
: C   p     n1  *    +  

(/
    

0.4

0.2

x
−4 −2 0 2 4

+ )  " 7              


N (0, 1)

      

    

  :        1 :  :  1
              μ  σ,      X 
N (μ, σ)1   9 $     
1 x−μ 2
· e− 2 ( )
1
f (x) = √ σ

2·π· σ2

<     !                


     N (0, 1)       ,   #

  ,             !         


         N (μ, σ)1        μ  σ   
    !    .      * x = μ

((
        

0.6 0.6
0.4 0.4
0.2 0.2
x x
−6 −4 −2 0 2 4 6 −4 −2 0 2 4

0.6 0.6
0.4 0.4
0.2 0.2
x x
−6 −4 −2 0 2 4 6 −4 −2 0 2 4

0.6 0.6
0.4 0.4
0.2 0.2
x x
−6 −4 −2 0 2 4 6 −4 −2 0 2 4

0.6 0.6
0.4 0.4
0.2 0.2
x x
−6 −4 −2 0 2 4 6 −4 −2 0 2 4
+ )  & 7             '- 5
N (0, 1) 8,9 ,   N (−2, 1) N (−1, 1) N (1, 1) ( N (2, 1) 8'9: !%5
N (0, 1) 8,9 ,   N (0, 0.6) N (0, 0.8) N (0, 1.2) ( N (0, 1.4) 8'9

""
    

  ,       : ;

6 μ    σ  !*   !     2 4    4

6 μ     σ  !*   !     2 4   2: 

6 σ     μ  !*1   !     *     


     

6 σ    μ  !*1   !     *     


     

+ $     $
 x  x
1 t−μ 2
· e− 2 ( ) dt.
1
F (x) = f (t) dt = √ σ

−∞ −∞ 2 · π · σ2

  -
 +∞  +∞
1 x−μ 2
· e− 2 ( ) dx = μ.
1
E (X) = x · f (x) dx = x· √ σ

−∞ −∞ 2 · π · σ2

  -
 +∞  +∞
1 x−μ 2
·e− 2 ( ) dx = σ 2 .
2 1
E (X) = (x − E (X)) ·f (x) dx = (x − μ)2 · √ σ

−∞ −∞ 2 · π · σ2
7   +         +         
 ;

 <   +  76-@$'@Ax>μ>σ > B     


 x                     
     N (μ, σ) . 6           ,)<6$1
 :     "1              
  )$1  :     1         

 <   +  7@@$'Aα>μ>σ B           


           X      N (μ, σ)1  1
   x  : P (X ≤ x) = α $  :   x  :
P (X ≥ x) = α         7@@$'A1 − α>μ>σ B

"
        

 <   +  76-@$'6-)@@Ax> B    


  x                    5
       N (0, 1) . 6           ,)<5
6$1  :     "1             
   )$1  :     1         

# <   +  7@@$'6-)@AαB          


            Z      N (0, 1)1 
1    z  : P (Z ≤ z) = α $  :   z  :
P (Z ≥ z) = α        
7@@$'6-)@A1 − αB

' 1  $       #

X−μ
'  #  0 X  N (μ, σ)      Z = σ
     
 N (0, 1)

      =    4             


X  N (μ, σ)

)1       P (x1 ≤ X ≤ x2 )   4     5


2 ;

P (x1 ≤ X ≤ x2 ) = P (x1 − μ ≤ X − μ ≤ x2 − μ)
 
x1 − μ X−μ x2 − μ
= P ≤ ≤
σ σ σ

 
 
x1 − μ x2 − μ
P (x1 ≤ X ≤ x2 ) = P ≤Z≤ .
σ σ
         ,   &

$  1  :    P (X ≤ x)  ;


   
X −μ x−μ x−μ
P (X ≤ x) = P (X − μ ≤ x − μ) = P ≤ =P Z≤ .
σ σ σ

"
    

0.4

0.2

x
−4 −2 0 2 4 6

        N (μ, σ)

0.4

0.2

x
−4 −2 0 2 4 6

        N (0, σ)

0.4

0.2

x
−4 −2 0 2 4 6

        N (0, 1)

+ )              N (μ, σ)

"
        

 7 # $  #      $  # 

'  # " 0 X  B (n, p)   n → +∞   


X −n·p
Z=
n · p · (1 − p)

       .     N (0, 1)

6 p    12  n > 101   +      >    1


       p1    n      

   1  +     :   +        5
  n · p > 5   p < 12   n · (1 − p) > 5  p > 12 

M :                       5


1  =       2           
      1         P (X = x) 9   5
                  x1   
      .             

       0      


 
P (X = x) P x − 12 ≤ X ≤ x + 12
 
P (X ≤ x) P X ≤ x + 12
 
P (X < x) = P (X ≤ x − 1) P X ≤ x − 12
 
P (X ≥ x) P X ≥ x − 12
 
P (X > x) = P (X ≥ x + 1) P X ≥ x + 12
 
P (a ≤ X ≤ b) P a − 12 ≤ X ≤ b + 12

    

  :        1 :  :  


    a  b1           1     
X  U (a, b)1   9 $     
1
f (x) = , a≤x≤b
b−a

"#
    

1
b−a
1
b−a

a b a b
 

+ )  / 7           U (a, b)

+ $     $

 x

⎨ 0 x<a
x−a
F (x) = f (t) dt = a≤x≤b .
−∞ ⎪

b−a
1 x>b

  -
 +∞  b
x a+b
E (X) = x · f (x) dx = dx = .
−∞ a b−a 2

  -
  b 2
+∞
2 a+b 1 (a − b)2
E (X) = (x − E (X)) · f (x) dx = x− dx = .
−∞ a 2 b−a 12

   1  

  :        1 :  :   5


  1        +         λ > 0,    
 X  E (λ)1   9 $     

f (x) = λ · e−λ·x , x > 0

+ $     $

 x
0 x≤0
F (x) = f (t) dt = .
−∞ 1 − e−λ·x x>0

"
        

3 3

2 2

1 1

x x
0 0
0 1 2 3 0 1 2 3

3 3

2 2

1 1

x x
0 0
0 1 2 3 0 1 2 3

3 3

2 2

1 1

x x
0 0
0 1 2 3 0 1 2 3
+ )  0 7           E (λ) ! '-  
% (    ,5 λ = 0.5 λ = 1.0 λ = 1.5 λ = 2.0 λ = 2.5 (
λ = 3.0

"&
    

  -
 +∞  +∞
1
E (X) = x · f (x) dx = x · λ · e−λ·x dx = .
−∞ 0 λ

  -
 +∞  +∞  2
2 1 1
V ar (X) = (x − E (X)) · f (x) dx = x− · λ · e−λ·x dx = 2 .
−∞ 0 λ λ

!    2

  :        1 :  :  1
        3       α > 0  u,    
 X  G (α, u)1   9 $     
−α·(x−u)
f (x) = α · e−α·(x−u) · e−e , x∈R

+ $     $
 x  x
−α·(t−u) −α·(x−u)
F (x) = f (t) dt = α · e−α·(t−u) · e−e dt = e−e , x ∈ R.
−∞ −∞

  -
C
E (X) = u + ,
α
 C         +   C = 0.5772156

  -
π2
V ar (X) =
6 · α2 .

#   .3"    

                 χ2    5




"%
        

1.2 1.2
1.0 1.0
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
x x
−5−4−3−2−1 0 1 2 3 4 5 −5−4−3−2−1 0 1 2 3 4 5

1.2 1.2
1.0 1.0
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
x x
−5−4−3−2−1 0 1 2 3 4 5 −5−4−3−2−1 0 1 2 3 4 5

1.2 1.2
1.0 1.0
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
x x
−5−4−3−2−1 0 1 2 3 4 5 −5−4−3−2−1 0 1 2 3 4 5

1.2 1.2
1.0 1.0
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
x x
−5−4−3−2−1 0 1 2 3 4 5 −5−4−3−2−1 0 1 2 3 4 5
+ )  ! 7           G (α, u) '- 5 u =
−2  α = 1.0 1.5 2.5 (3.5 !%5 u = 1  α = 1.0 1.5 2.5 (3.5

"/
    

'  # & 0 Z1 , Z2 , . . . , Zn n           ; 


            #   μ = 0 ( σ = 1  
 Zi  N (0, 1)  i = 1, 2, . . . , n 4    X = Z12 +Z22 +· · ·+Zn2 
-              
1
f (x) =   · xn/2−1 · e−x/2   x > 0,
2n/2 · Γ n2
 +∞
  Γ        "       Γ (α) = −∞ xα−1 e−x dx
(   -       %    n      

          X        04 50 


 n            X  χ2n 

<     !                


   n       ,    "

<  2   2      X      χ2n 

E (X) = n,
σ 2 = 2 · n.

0 n  !      1  X  χ2n      X 


 √ 
      +           N n, 2 · n 1
,    
7  " <   +  76-08709)Ax>n> B    
  x                      
    χ2n  6           ,)<6$1  :   5
  "1                 )$1
 :     1         

$    +          χ2n 1 :     


 P (X ≥ x)1  76-08709)0Ax>nB $  :      
      x     76-08709)Ax>n> B   . 
1−76-08709)0Ax>nB

<   +  7@08709)Aα>nB           


X      χ2n   x      : P (X ≤ x) = α  1

"(
        

3 0.5
0.4
2
0.3
0.2
1
0.1
x x
0 0
0 1 2 3 4 0 2 4 6 8
0.25 0.25
0.20 0.20
0.15 0.15
0.10 0.10
0.05 0.05
x x
0 0
0 5 10 15 20 25 30 35 0 5 10 15 20 25 30 35
0.25 0.25
0.20 0.20
0.15 0.15
0.10 0.10
0.05 0.05
x x
0 0
0 5 10 15 20 25 30 35 0 5 10 15 20 25 30 35
0.25 0.25
0.20 0.20
0.15 0.15
0.10 0.10
0.05 0.05
x x
0 0
0
5 10 15 20 25 30 35 0 5 10 15 20 25 30 35
+ )   2 7           χ2n  '- 5 n = 1
n = 3 n = 10 ( n = 20: !%5 n = 2 n = 5 n = 15 ( n = 25

"
    

0.04 0.04

0.03 0.03

0.02 0.02

0.01 0.01

0 x0 x
0 40 80 120 0 40 80 120
+ )    6 .      χ2       '
 √ 
- 5             χ240 8'9 ( N 40, 80
8,9: !%5             χ280 8'9 (
 √ 
N 80, 160 8,9

      x  : P (X ≥ x) = α         2 


7@08709)A1 − α>nB - .      4    2 
  7@08709)0Aα>nB1 :         x 
: P (X ≥ x) = α

%     4

'  #  0 Z  Y           -

Z  N (0, 1) ,

Y  χ2n 

    
Z
X=
Y /n
        
 
Γ n+1
2   1
f (x) = √ n
· 2 (n+1)/2
π·n·Γ 2 x
+1
n

 x  (   -       t  0    n   


       X  tn 
        

<     !                


   n       ,    

<  2   2           tn 

E (X) = 0,
n
σ2 = ,   n > 2.
n−2

<     !                 5


  t  6                !  )
  .     * y  6   1      t     
:   >  1        0   =    5
      1      t   +         
 n
 ! 1 ,     $  :  n    σ = n−2   +  

7  & 8      +          tn ;

 76--@Ax>n> B       x       5


        6           ,)<6$1 
:     "1               
 )$1  :     1         

 76--0Ax>nB       P (X ≥ x) $  :   


         x     1−76--0Ax>nB

 76--0Ax>nB      P (|X| ≥ x)

# 7@-0Aα>nB      x      : P (|X| ≥ x) = α


1  1 P (X ≥ x) = α2        x  : P (X ≥ x) = α
    2 7@-0A2α>nB

 7@-Aα>nB      x      : P (X ≤ x) = α 1


 1       x  : P (X ≥ x) = α     2
7@-A1 − α>nB


    

0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
x x
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
x x
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
x x
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
x x
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
+ )    7           tn  '- 5 n = 1
n = 3 n = 10 ( n = 20: !%5 n = 2 n = 5 n = 15 ( n = 25


        

0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
x x
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
+ )    6 .      t        '
- 5             t20 8'9 ( N 0, 10 9
8,9:!%5             t40 8'9 (
10
N 0, 7
8,9

'   +  4 

'  # / 0 Z  Y           -

Z  χ2n 

Y  χ2m 

4    X = YZ/n


/m
 -          
   
   n n/2 n/2−1
Γ n+m
2
· m ·x
f (x) =      (n+m)/2   x > 0
Γ n2 · Γ m2 · m n
·x+1
(   -       F  0    n ( m     
( -      X  Fn,m 

<     !                


   n  m       ,    #
7   6          +         
Fn,m ;

 76-,Ax>n>m> B       x       5


        6           ,)<6$1 

#
    

1.2 1.2

0.8 0.8

0.4 0.4

0 x 0 x
0 1 2 3 0 1 2 3

1.2 1.2

0.8 0.8

0.4 0.4

0 x 0 x
0 1 2 3 0 1 2 3

1.2 1.2

0.8 0.8

0.4 0.4

0 x 0 x
0 1 2 3 0 1 2 3

1.2 1.2

0.8 0.8

0.4 0.4

0 x 0 x
0 1 2 3 0 1 2 3
+ )   " 7           Fn,m  '- 5 n = 25
 m = 10 m = 50 m = 100 ( m = 200: !%5 m = 25  n = 10
n = 50 n = 100 ( n = 200


        

:     "1               


 )$1  :     1         

 76-,0Ax>n>mB       P (X ≥ x) $  :  


          x     1−76-,0Ax>n>mB

 7@,0Aα>n>mB      x      : P (X ≥ x) = α

# 7@,Aα>n>mB      x      : P (X ≤ x) = α 1


 1       x  : P (X ≥ x) = α     2
7@,A1 − α>n>mB

<  2   2           Fn,m 

m
E (X) = ,   m > 2,
m−2
2 · m2 · (n + m − 2)
σ2 = ,   m > 4.
n · (m − 2)2 · (m − 4)

#     $  :  X  Fn,m   1


X
 Fm,n  : 

Z/n
X=
Y /m

 Z  χ2n Y  χ2m  

1 Y /m
= .
X Z/n

&
   !  " 

         

  ,  +   


X  B (n, p) 76-N7@$'@Ax>n>p>"B P (X = x)
76-N7@$'@Ax>n>p> B P (X ≤ x)
X  P (λ) $766$@76-Ax>λ>"B P (X = x)
$766$@76-Ax>λ> B P (X ≤ x)
X  N (μ, σ) 76-@$'@Ax>μ>σ >"B f (x) A     B
76-@$'@Ax>μ>σ > B P (X ≤ x)
7@@$'Aα>μ>σ B x  : P (X ≤ x) = α
7@@$'A1 − α>μ>σ B x  : P (X ≥ x) = α
X  N (0, 1) 76-@$'6-)@@Az >"B f (x) A     B
76-@$'6-)@@Az > B P (X ≤ z)
7@@$'6-)@AαB z  : P (X ≤ z) = α
7@@$'6-)@A1 − αB z  : P (X ≥ z) = α
X  χ2n 76-08709)0Ax>nB P (X ≥ x)
76-08709)Ax>n>"B f (x) A     B
76-08709)Ax>n> B P (X ≤ x)
7@08709)0Aα>nB x  : P (X ≥ x) = α
7@08709)Aα>nB x  : P (X ≤ x) = α
7@08709)A1 − α>nB x  : P (X ≥ x) = α
X  tn 76--0Ax>nB P (X ≥ x)
76--0Ax>nB P (|X| ≥ x)
76--@Ax>n>"B f (x) A     B
76--@Ax>n> B P (X ≤ x)
7@-0Aα>nB x  : P (X ≥ x) = α2
7@-0A2α>nB x  : P (X ≥ x) = α
7@-Aα>nB x  : P (X ≤ x) = α
7@-A1 − α>nB x  : P (X ≥ x) = α
X  Fn,m 76-,0Ax>n>mB P (X ≥ x)
76-,@Aα>n>m>"B f (x) A     B
76-,@Aα>n>m> B P (X ≤ x)
7@,0Aα>n>mB x  : P (X ≥ x) = α
7@,Aα>n>mB x  : P (X ≤ x) = α
7@,A1 − α>n>mB x  : P (X ≥ x) = α

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