ალბათობა 1

albaToba — 1
(Ω, ℱ, P)
ivane javaxiSvilis saxelobis
Tbilisis saxelmwifo universiteti
albert Siriaevi
albaToba — 1
elementaruli albaTobis Teoria,
maTematikuri safuZvlebi, zRvariTi Teoria
(Ω, ℱ, P)
winamdebare gamocema (or wignad: àlbaToba — 1~ da àlbaToba — 2~)
leqciebis gafarToebuli kursia albaTobis TeoriaSi.
pirveli wigni, àlbaToba—1~, Seicavs elementaruli albaTobis Te-
oriasTan dakavSirebul masalas da SeiZleba gamodges sagnis pirveladi
gacnobisaTvis. didi masala eTmoba kolmogorovis aqsiomebze dafu-
Znebul albaTobis Teoriis maTematikur safuZvlebs, ganxilulia alba-
Tobis Teoriis zRvariTi Teoremebis ZiriTadi sakiTxebi.
meore wigni, — àlbaToba — 2~, eZRvneba SemTxveviT procesebs disk-
retuli droiT.
wignebi gankuTvnilia universitetis fizika-maTematikis specialo-
bebis studentebisaTvis. gamodgeba damxmare saxelmZRvanelod doqto-
rantebisaTvis da cnobarad specialistebisaTvis.
cxrili 9, ilustracia 42, bibliografia 136.
mTargmnelebi: besarion doWviri

omar Rlonti
Targmanis redaqtorebi: elizbar nadaraia
omar furTuxia
А.Н. Ширяев, Вероятность – 1 (Элементарная теория вероятностей, Математи-

ческие основания. Предельные теоремы). Издание третье, переработанное и допол-
ненное, Москва, Издательство МЦНМО, 2014.
 ivane javaxiSvilis saxelobis Tbilisis

saxelmwifo universitetis gamomcemloba, 2018
ISBN 978-9941-13-557-6
978-9941-13-558-3
70 Tavi I . elementaruli albaTobis Teoria
11. aCveneT, rom Tu P(A|C)>P(B|C) da Ρ( A | C ) > Ρ( B | C ) , maSin

P(A)>P(B).
12. aCveneT, rom
P(A|B)=P(A|BC) P(C|B) + Ρ( A | BC )Ρ( C | B) .
13. vTqvaT, X da Y damoukidebeli binomuri sidideebia
parametrebiT n da p. aCveneT, rom
Cnk Cnm − k
Ρ( X = k | X + Y = m) = , k = 0, 1, .., min(m, n).
C2mn
14. vTqvaT, A, B, C wyvil-wyvilad damoukidebeli tolal-
baTuri xdomilebebia, amasTan A∩B∩C=Ø. ipoveT P(A) albaTo-
bis maqsimaluri SesaZlo mniSvneloba.
15. yuTSi, romelSic erTi TeTri burTulaa, amateben an
TeTr, an Sav burTulas (toli albaTobebiT). amis Semdeg Sem-
TxveviT amoiRes erTi burTula. is aRmoCnda TeTri. ris to-
lia imis albaToba, rom yuTSi darCenili burTula agreTve
TeTria?
§ 4. SemTxveviTi sidideebi da maTi maxasiaTeblebi
1. vTqvaT, (Ω, A, P) raime eqsperimentis albaTuri modelia

SedegTa sasruli ricxviT N(Ω) da Ω-s yvela qvesimravlis al-
gebriT A. SeiZleba SevniSnoT, rom zemoT ganxilul magali-
TebSi, romelic dakavSirebuli iyo ama Tu im A∈A xdomile-
bis albaTobis gamoTvlasTan, sakuTriv elementarul xdomi-
lebaTa Ω sivrcis buneba ar aris saintereso. sainteresoa
mxolod zogierTi ricxviTi maxasiaTebeli, romelTa mniSvne-
lobebi damokidebulia elementarul xdomilebebze. magali-
Tad, Cven vinteresdebodiT kiTxvebiT imis Sesaxeb, ras udris
n cdaTa seriaSi warmatebaTa garkveuli ricxvis albaToba,
rogoria ujredebSi nawilakebis ricxvis albaTuri ganawile-
ba da a.S.
§ 4. SemTxveviTi sidideebi da maTi maxasiaTeblebi 71
qvemoT Semotanili (da SemdegSi — ufro zogadi saxiT)

SemTxveviTi sididis cneba gansazRvravs sidideebs, romle-
bic axasiaTeben SemTxveviT eqsperimentebSi `gazomvebis~ Se-
degebs.
gansazRvreba 1. nebismier ricxviT ξ = ξ (ω ) funqcias, gan-
sazRvruls Ω elementarul xdomilebaTa (sasrul) sivrceze,
uwodeben (martiv) SemTxveviT sidides (terminis — `martivi~
SemTxveviTi sidide — warmoSoba gasagebi gaxdeba SemTxveviTi
sididis zogadi cnebis Semotanis Semdeg §4-Si T. II).
magaliTi 1. monetis orjer agdebis modelSi SedegTa siv-
rciT Ω=(gg, gs, sg, ss) ganvsavzRvroT SemTxveviTi sidide
ξ = ξ (ω ) cxrilis saSualebiT
ω gg gs sg ss
ξ (ω ) 2 1 1 0
aq ξ (ω ) azrobrivad aris `gerbis~ ricxvi ω SedegSi.

ξ SemTxveviTi sididis sxva umartivesi magaliTia raime
A∈A simravlis indikatori (sxvanairad — maxasiaTebeli fun-
qcia):
ξ = I A (ω )
sadac∗
1, ω ∈ A,
I A (ω ) = 
0, ω ∉ A.
rodesac eqsperimentators saqme aqvs SemTxveviT sidide-
ebTan, romlebic aRweren ama Tu im maCveneblebs, maSin misTvis
ZiriTadi saintereso sakiTxia, ra albaTobebiT iRebs es Sem-
TxveviTi sidide ama Tu im mniSvnelobebs. am TvalsazrisiT sa-
interesoa ara P albaTobebis ganawileba (Ω, A)-ze, aramed —
∗
IA(ω) indikatorebisaTvis gamoiyeneba agreTve aRniSvnebi I(A), IA.
SemdegSi xSirad gamoyenebuli indikatorebis Tvisebebis Sesaxeb
ix. amocana 1.
albaTobebis ganawileba SemTxveviTi sididis mniSvnelobaTa

simravleze. radganac gansaxilvel SemTxvevaSi Ω Sedgeba
wertilTa sasruli ricxvisgan, amitom ξ SemTxveviTi sidi-
dis mniSvnelobaTa X simravle agreTve sasrulia. vTqvaT,
X={x1, ..., xm}, sadac (sxvadasxva) x1, ..., xm ricxvebiT amoiwureba
ξ -s yvela mniSvneloba.
aRvniSnoT X-iT X simravlis yvela qvesimravlis erTob-
lioba, da vTqvaT, B∈X. B simravlis interpretireba SeiZleba
agreTve, rogorc raime xdomilebis, roca SedegTa simravlea
X – ξ -s mniSvnelobaTa simravle.
ganvixiloT (X, X)-ze albaToba Ρξ (⋅), romelic inducire-
bulia ξ SemTxveviTi sididis mier Semdegi formuliT:
Pξ ( B) = Ρ{ω : ξ (ω ) = B}, B∈ X.
gasagebia, rom am albaTobebis mniSvnelobebi srulad gani-
sazRvreba albaTobebiT
Pξ ( xi ) = Ρ{ω : ξ (ω ) ∈ xi }, xi∈ X.
ricxvebis erTobliobas {Pξ ( x1 ),..., Pξ ( xm )} ewodeba ξ Sem-
TxveviTi sididis albaTobebis (an albaTuri) ganawileba.
magaliTi 2. ξ SemTxveviT sidides, romelic iRebs or
mniSvnelobas, 1 da 0, (`warmatebis~) p da (`marcxis~) q albaTo-
bebiT, ewodeba bernulis∗. cxadia, rom misTvis
Pξ ( x) = p x q1− x , x = 0, 1. (1)
binomuri (an binomurad ganawilebuli) SemTxveviTi sidi-
de ewodeba SemTxveviT sidides ξ , romelic iRebs n+1 mniSvne-
lobas 0,1,..., n albaTobebiT
∗
Cveulebriv albaTur literaturaSi, nacvlad gamoqmisa `bernu-
lis~, `binomuri~, `puasonis~, `gausis~, ... SemTxveviTi sidide, ro-
melic aq gamoiyeneba, laparakia SemTxveviT sidideze, romelsac
aqvs bernulis, binomuri, puasonis, gausis, ... ganawileba.
Pξ ( x) = Cnx p x q n− x , x = 0,1..., n. (2)

SevniSnoT, rom am da SemdgomSi bevr moyvanil magaliTSi
Cven ar vakonkretebT (Ω, A, P) ZiriTadi albaTuri sivrcis
struqturas, aramed vinteresdebiT mxolod SemTxveviTi si-
dideebis mniSvnelobebiT da maTi albaTobebis ganawilebiT.
ξ SemTxveviTi sidideebis albaTuri struqtura srulad
aRiwereba {Pξ ( xi ), i = 1, ..., m} albaTobebis ganawilebiT. qvemoT
Semotanili ganawilebis funqciis cneba gvaZlevs SemTxveviTi
sidideebis albaTuri struqturis ekvivalentur aRweras.
gansazRvreba 2. vTqvaT, x∈R1. funqcias
Fξ ( x) = Ρ{ω : ξ (ω ) ≤ x}
ewodeba ξ SemTxveviTi sididis ganawilebis funqcia.
cxadia, rom
Fξ ( x) = 
{i: xi ≤ x}
Ρξ ( xi )
da
Pξ ( xi ) = Fξ ( xi ) − Fξ ( xi −),
sadac Fξ ( x −) = lim Fξ ( y ).
y↑ x
Tu CavTvliT, rom x1<x2<...<xm, da davuSvebT, rom Fξ ( x0 ) = 0,

maSin
Pξ ( xi ) = Fξ ( xi ) − Fξ ( xi −1 ), i = 1, ..., m.
qvemoT motanili grafikebi (nax. 5) warmodgenas gviqmnis
Pξ (x) -is da Fξ (x) -is Sesaxeb binomuri ξ SemTxveviTi sididis-
Tvis.
gansazRvreba 2-dan gamomdinareobs, rom Fξ = Fξ ( x) ganawi-
lebis funqcias Semdegi Tvisebebi aqvs:
(1) Fξ (−∞) = 0, Fξ (+∞) = 1;
(2) Fξ (x) marjvnidan uwyvetia ( Fξ ( x +) = Fξ ( x)) da uban-uban
mudmivia.
nax. 5.
SemTxveviT sidideebTan erTad xSirad ganixileba Sem-

TxveviTi veqtorebi ξ = (ξ1 , ..., ξ r ) , romlis komponentebi Sem-
TxveviTi sidideebia. magaliTad, multinomialuri ganawile-
bis ganxilvis dros Cven saqme gvqonda v = (v1, ..., vr) SemTxveviT
veqtorTan, sadac v = vi(ω) aris ω = (a1, ..., an) mimdevrobaSi bi -is
toli (i = 1,..., r) elementebis ricxvi.
albaTobebis erTobliobas
Pξ ( x1 ,..., xr ) = Ρ{ω :ξ 1(ω ) = x1 ,..., ξ r (ω ) = xr },
sadac xi∈Xi (Xi aris ξ i -s dasaSveb mniSvnelobaTa are), ewodeba
ξ SemTxveviTi veqtoris albaTobebis ganawileba, xolo fun-
qcias
Fξ ( x1 ,..., xr ) = Ρ{ω :ξ 1(ω ) ≤ x1 ,..., ξ r (ω ) ≤ xr },
1
sadac xi∈R , ewodeba ξ = (ξ1 ,... ξ r ) SemTxveviTi veqtoris ganawi-
lebis funqcia.
ase magaliTad, zemoT moxseniebuli v=(v1, ..., vr) veqtorisTvis
Pv (n1 ,..., nr ) = Cn (n1 ,..., nr ) p1n1 ... prnr
(ix. (2) § 2).
2. vTqvaT, ξ1 ,..., ξ r SemTxveviTi sidideebis raime erToblio-

baa, romelic iRebs mniSvnelobebs (sasrul) X ⊆ R1 simravleSi.
aRvniSnoT X simboloTi X-is yvela qvesimravlis algebra.
gansazRvreba 3. ξ1 ,..., ξ r SemTxveviT sidideebs ewodeba da-
moukidebeli (erToblivad), Tu nebismieri x1 ,..., xr ∈ X ricxve-
bisTvis
Ρ{ξ1 = x1 ,..., ξ r = xr } = Ρ{ξ1 = x1} ⋅ ⋅ ⋅ Ρ {ξ r = xr },
an, rac ekvivalenturia, nebismieri B1, ..., Br∈X simravleebisTvis
Ρ{ξ1 ∈ B1..., ξ r ∈ Br } = Ρ{ξ1 ∈ B1} ⋅ ⋅ ⋅ Ρ {ξ r ∈ Br }.
damoukidebel SemTxveviT sidideTa umartivesi magaliTi
SeiZleba miviRoT berZnulis sqemis ganxilvisas. saxeldobr,
vTqvaT,
p(ω ) = p  i p  i
a n− a
Ω = {ω : ω = (a1 , ..., an ), ai = 0, 1},
da ξ i (ω ) = ai roca ω=(a1, ..., an), i=1, ..., n. maSin ξ1 , ξ 2 ,..., ξ n SemTxve-
viTi sidideebi aris damoukidebeli, rac gamomdinareobs §3-
Si dadgenili faqtidan, rom damoukidebelia xdomilebebi:
A1={ω: a1=1}, ..., An={ω: an=1}.
3. SemdgomSi Cven araerTjer mogviwevs Sexeba iseTi Sem-
TxveviTi sidideebis albaTobebis ganawilebis sakiTxTTan,
romelic warmoadgens ξ1 ,..., ξ r SemTxveviTi sidideebis fun-
qciebs f (ξ1 ,..., ξ r ) . axla ganvixiloT mxolod ζ = η + ξ SemTxve-
viT sidideTa jamis ganawilebis povnis sakiTxi.
Tu ξ iRebs mniSvnelobebs X={x1, ..., xk} simravleSi, xolo
η — Y = { y1 ,..., yl } simravleSi, maSin ζ = ξ + η SemTxveviTi sidide
iRebs mniSvnelobebs Z = {z : z = xi + y j , i = 1,..., k , j = 1, ..., l} sim-
ravleSi da cxadia, rom
Pζ ( z ) = Ρ{ζ = z} = Ρ{ξ + η = z} = 
{( i , j ): xi +Y j = z}
Ρ{ξ = xi , η = y j }.
gansakuTrebiT mniSvnelovania damoukidebeli ξ da η

SemTxveviTi sidideebis SemTxveva. maSin
Ρ{ξ = xi , η = y j } = Ρ{ξ = xi } Ρ{η = y j }.

da, maSasadame, nebismieri z ∈ Z ricxvisTvis
k
Pς ( z ) = 
{( i , j ): xi + y j = z}
Pξ ( xi ) Pη ( y j ) =  Pζ ( x ) Pη ( z − x ).
i =1
i i (3)
Tu, magaliTad, ξ da η damoukidebeli bernulis SemTxve-

viTi sidideebia, TiToeuli iRebs mniSvnelobebs 1 da 0, Sesa-
bamisad, p da q albaTobebiT, maSin Z={0, 1, 2} da
Pζ (0) = Pξ (0) Pη (0) = q 2 ,
Pζ (1) = Pξ (0) Pη (1) + Pξ (1) Pη (0) = 2 pq,
Pζ (2) = Pξ (1) Pη (1) = p 2 .
induqciiT advilad dgindeba, rom Tu ξ1 , ξ 2 , ..., ξ n damoukide-
beli bernulis SemTxveviTi sidideebia Ρ{ξ i = 1} = p, Ρ{ξ i = 0} = q,
maSin ζ = ξ1 + ... + ξ n SemTxveviT sidides aqvs binomuri ganawileba
Pζ (k ) = Cnk p k q n − k , k = 0,1,..., n. (4)
4. gadavideT axla iseT mniSvnelovan cnebaze, rogoricaa
SemTxveviTi sididis maTematikuri lodini anu saSualo mniS-
vneloba.
vTqvaT, (Ω, A, P)— (sasruli) albaTuri sivrcea da ξ = ξ (ω ) —
raime SemTxveviTi sidide, romelic iRebs mniSvnelobebs
X = { x1 , ..., xk } simravleSi. Tu aRvniSnavT Ai = {ω : ξ = xi }, i = 1, ..., k ,
maSin cxadia, rom ξ SeiZleba warmovadginoT Semdegi saxiT:
k
ξ (ω ) =  x I ( A ),
i =1
i i (5)
sadac A1 , ..., Ak simravleebi qmnis Ω sivrcis dayofas (e.i. isini

wyvil-wyvilad ar ikveTebian da maTi jami udris Ω-s, ix. p.3 § 1).
aRvniSnoT pi = Ρ{ξ = xi }. intuiciurad cxadia, rom Tu da-
vakvirdebiT ξ SemTxveviTi sididis mniSvnelobebs `n ganmeo-
rebad damoukidebel eqsperimentSi~, maSin xi mniSvneloba un-
da Segvxvdes miaxloebiT npi-jer, i=1, ..., k (sasargeblo iqneba

es gamonaTqvami SevadaroT did ricxvTa kanonis mtkicebule-
bebs, romelic formulirebuli iqneba SemdgomSi § 5, 12-Si).
amrigad, am SemTxveviTi sididis `saSualo mniSvneloba~, ga-
moTvlili n eqsperimentis SedegebiT, aris miaxloebiT
k
1
[np1 x1 + ⋅ ⋅ ⋅ + npk xk ] =  pi xi .
n i =1
es SeniSvna gasagebs xdis Semdegs
k
ganmarteba 4. ξ =  x I ( A ) SemTxveviTi sididis maTemati-
i =1
i i
kuri lodini anu saSualo mniSvneloba ewodeba ricxvs

k
Εξ =  x Ρ( A ).
i =1
i i (6)
radganac Ai = {ω : ξ (ω ) = xi } da Pξ ( xi ) = Ρ( Ai ) , amitom
k
Εξ =  x Pξ ( x ).
i =1
i i (7)
Tu gavixsenebT Fξ = Fξ (x) ganawilebis funqciis ganmarte-

bas da aRvniSnavT
ΔFξ ( x) = Fξ ( x) − Fξ ( x−),
vpoulobT, rom Pξ ( xi ) = ΔFξ ( xi ) da, maSasadame,
k
Εξ =  x ΔFξ ( x ).
i =1
i i (8)
vidre gadavalT maTematikuri lodinis Tvisebebis Seswav-

laze, SevniSnoT, rom xSirad gvaqvs saqme ξ SemTxveviTi sidi-
dis sxvadasxva warmodgenasTan
l
ξ (ω ) =  x′ I ( B ),
j −1
j j
sadac B1 + ... + Bl = Ω , magram x′j -ebs Soris sazogadod SeiZleba

iyos erTnairi mniSvnelobebi. am SemTxvevaSi Εξ SeiZleba dav-
l
TvaloT formuliT  x′ Ρ( B )
j =1
j j ise, rom ar gadavideT (5) war-
modgenaze, sadac yvela xi gansxvavebulia. marTlac,


{ j:x′j = xi }
x′j Ρ( B j ) = xi 
{ j ; x′j = xi }
Ρ( B j ) = xi Ρ( Ai ) .
da, Sesabamisad,
l k
 x′ Ρ ( B ) =  x Ρ ( A ) .
j =1
j j
i =1
i i
5. CamovayaliboT maTematikuri lodinis ZiriTadi Tvise-

bebi:
1) Tu ξ ≥ 0, maSin Εξ ≥ 0 .
2) Ε(aξ + bη ) = aΕξ + bΕη , a, b — mudmivebia.
3) Tu ξ ≥ η , maSin Εξ ≥ Εη .
4) | Εξ |≤ Ε | ξ | .
5) Tu ξ da η damoukidebelia, maSin Εξη = Εξ ⋅ Εη .
6) (Ε | ξη |2 ≤ Εξ 2 ⋅ Εη 2 (koSi-buniakovskis utuloba, romelsac
agreTve koSi-Svarcis utoloba an Svarcis utoloba ewodeba),
7) Tu ξ = I (A), maSin Εξ = Ρ(A).
1) da 7) Tvisebebi cxadia. 2)-is damtkicebisTvis vTqvaT,
ξ=  x I ( A ),
i
i i η=  y I ( B ).
j
j j
maSin
aξ + bη = a  x I ( A ∩ B ) + b y I ( A ∩ B ) =  (ax + by )I ( A ∩ B )
i, j
i i j
i, j
j i j
i, j
i j i j
da
Ε ( aξ + bη ) =  (ax + by )Ρ( A ∩ B ) =  ax Ρ( A ) +  by Ρ( B ) =
i, j
i j i j
i
i i
j
j j
=a  x Ρ( A ) + b y Ρ( B ) = aΕξ + bΕη.
i
i i
J
j j
Tviseba 3) gamomdinareobs 1) da 2) Tvisebebidan. Tviseba 4)

cxadia, radganac
| Εξ |=|  xi Ρ( Ai ) |≤  | xi |Ρ( Ai ) = Ε | ξ | .
i i
Tviseba 5)-is dasamtkiceblad sakmarisia SevniSnoT, rom
Εξη = Ε(  x I ( A ))( y I ( B ) ) =
i
i i
j
j j
=Ε  x y I ( A ∩ B ) =  x y Ρ( A ∩ B ) =
i, j
i j i j
i, j
i j i j
=  x y Ρ( A )Ρ( B ) = ( x Ρ( A ))( y Ρ( B )) = Εξ ⋅ Εη ,
i, j
i i i j
i
i i
j
j j
sadac Cven visargebleT imiT, rom damoukidebeli ξ da η Sem-

TxveviTi sidideebisTvis xdomilebebi
Ai = {ω : ξ (ω ) = xi } da B j = {ω : η (ω ) = y j }
damoukidebelia: Ρ( Ai ∩ B j ) = Ρ( Ai )Ρ( B j ).
Tviseba 6)-is dasamtkiceblad SevniSnoT, rom
ξ2 =  x I ( A ),
i
2
i i η2 = y j
2
j I (B j )
da
Εξ 2 =  x Ρ( A ),
i
2
i i Εη 2 =  y Ρ( B ).
j
2
j j
vTqvaT, Εξ 2 > 0, Εη 2 > 0. davuSvaT

~ ξ η
ξ = . , η~ =
Εη 2 Εξ 2
~ ~ ~ ~
radganac 2 | ξ η~ |≤ ξ 2 + η~ 2 , amitom 2Ε | ξ η~ |≤ Εξ 2 + Εη~ 2 = 2. maSasa-
~
dame, Ε | ξ η~ |≤ 1 da (Ε | ξη |) 2 ≤ Εξ 2 ⋅ Εη 2 .
Tu, magaliTad, Εξ 2 = 0 , es imas niSnavs, rom  x Ρ( A ) = 0

i
2
i i
da, Sesabamisad, ξ SemTxveviTi sididis mniSvnelobebs Soris

aris mniSvneloba 0, amasTan Ρ{ω : ξ (ω ) = 0} = 1 . amitom Tu Εξ 2 da
Εη 2 mniSvnelobebidan erTi mainc udris nuls, maSin cxadia,
Ε ξη = 0 da, maSasadame, koSi-buniakovskis utoloba am Sem-
TxveveSic agreTve sruldeba.
SeniSvna. Tviseba 5) martivad SeiZleba ganvazogadoT Sem-
TxveviT sidideTa nebismieri sasruli ricxvisTvis: Tu
ξ1 ,..., ξ r damoukidebelia, maSin
Εξ1 ⋅ ⋅ ⋅ ξ r = Εξ1 ⋅ ⋅ ⋅ Εξ r .
damtkiceba aqac igivea, rac n=2 SemTxvevisTvis, an
induqciiT.
magaliTi 3. vTqvaT, ξ — bernulis SemTxvevaSi sididea,
romelic iRebs mniSvnelobebs 1 da 0, Sesabamisad, albaTobe-
biT p da q. maSin
Εξ = 1 ⋅ Ρ{ξ = 1} + 0 ⋅ Ρ{ξ = 0} = p.
magaliTi 4. vTqvaT, ξ1 , ..., ξ n — n cali bernulis SemTxve-
viTi sididea, Ρ{ξ i = 1} = p, Ρ{ξ i = 0} = q, p + q = 1. maSin
S n = ξ1 + ... + ξ n
jamisTvis vpoulobT, rom
ΕS n = np.
am rezultatamde SeiZleba mivideT sxva gziTac. advili
misaxvedria, rom ΕS n ar Seicvleba, Tu davuSvebT, rom
bernulis SemTxveviTi sidideebi ξ1 ,..., ξ n damoukidebelia. am
daSvebaSi, (4)-is Tanaxmad
Ρ{S n = k} = Cnk p k q n−k , k = 0,1, ..., n.
amitom
n n n
n!
ΕS n =  kΡ{S
k =0
n = k} =  kC
k =0
k
n p k q n −k =  k ⋅ k!(n − k )! p q
k =0
k n −k
=
n
(n − 1)!
= np  (k − 1)!((n − 1) − (k − 1))! p
k =1
k −1 ( n −1) − ( k −1)
q =
n −1
(n − 1)!
= np  l!((n − 1) − l )! p q
l =0
l ( n −1) −l
= np.
Tumca, pirvel xerxs ufro Cqara mivyavarT rezultatam-

de, vidre bolos.
6. vTqvaT, ξ =  x I ( A ) , sadac A = {ω : ξ (ω ) = x } da ϕ = ϕ (ξ (ω ))
i i i i
— aris ξ (ω ) -s raime funqcia. Tu B j = {ω : ϕ (ξ (ω )) = y j }, maSin

( I B j (ω ) = I ( B j ))
ϕ (ξ (ω )) = y Ij
j Bj (ω ),
da, Sesabamisad,
Εϕ =  y Ρ(B ) =  y Pϕ ( y ).
j
j j
j
j j (9)
magram cxadia agreTve, rom ( I A j (ω ) = I ( A j ))
ϕ (ξ (ω )) = ϕ ( x ) I
i
i Ai (ω ).
amitom (9)-sTan erTad ϕ = ϕ (ξ ) SemTxveviTi sididis maTematiku-

ri lodinis gamoTvlisTvis SeiZleba visargebloT formuliT
Εϕ (ξ ) = ϕ ( x ) Pξ ( x ).
i
i i
7. Semdegi mniSvnelovani cneba — ξ SemTxveviTi sididis

dispersia, axasiaTebs ξ -s mniSvnelobebis gafantulobis xa-
risxs misi maTematikuri lodinis mimarT.
gansazRvreba 5. ξ SemTxveviTi sididis dispersia (aRiniS-
neba Dξ simboloTi) ewodeba sidides
Dξ = Ε(ξ − Εξ ) 2 .
sidides σ = + Dξ ewodeba standartuli gadaxra.
radganac
Ε(ξ − Εξ ) 2 = Ε(ξ 2 − 2ξ ⋅ Εξ + (Εξ ) 2 ) = Εξ 2 − (Εξ ) 2 ,
amitom
Dξ = Εξ 2 − (Εξ ) 2 .
cxadia, rom Dξ ≥ 0 . dispersiis ganmartebidan agreTve ga-
momdinareobs, rom
D(a + bξ ) = b 2 Dξ , a, b — mudmivebia.
kerZod, Da = 0, D(bξ ) = b 2 Dξ .
vTqvaT, ξ da η ori SemTxveviTi sididea. maSin
D(ξ + η ) = ((ξ − Εξ ) + (η − Εη ))2 = Dξ + Dη + 2Ε(ξ − Εξ )(η − Εη ).
aRvniSnoT
cov(ξ , η ) = Ε(ξ − Εξ )(η − Εη ).
am sidides ewodeba ξ da η SemTxveviTi sidideebis kovariacia.
Tu Dξ > 0, Dη > 0, maSin sidides
cov(ξ , η )
ρ (ξ , η ) =
Dξ ⋅ Dη
ewodeba ξ da η SemTxveviTi sidideebis korelaciis koeficien-
ti. Zneli ar aris imis Cveneba (ix. SemdegSi amocana 7), rom
Tu ρ (ξ , η ) = ±1, maSin ξ da η sidideebi damokidebulia wrfivad:
η = aξ + b,
sadac a > 0 , Tu ρ (ξ , η ) = 1 da a < 0 Tu ρ (ξ , η ) = −1 .
SevniSnoT, rom Tu ξ da η damoukidebelia, maSin damou-
kidebelia ξ − Εξ da η − Εη , da maSasadame, maTematikuri lodi-
nebis Tviseba 5)-is Tanaxmad
cov(ξ , η ) = Ε(ξ − Εξ ) ⋅ Ε(η − Εη ) = 0.
kovariaciisTvis SemoRebuli aRniSvnis gaTvaliswinebiT vpou-

lobT, rom
D(ξ + η ) = Dξ + Dη + 2 cov(ξ , η ). (10)
Tu ξ da η damoukidebelia, maSin ξ + η jamis dispersia dis-
persiebis jamis tolia:
D(ξ + η ) = Dξ + Dη . (11)
rogorc (10)-dan gamomdinareobs, (11) Tviseba ZalaSi dar-
Ceba ufro mcire daSvebis dros, vidre ξ -s da η -s damouki-
deblobaa. kerZod, sakmarisia moviTxovoT, rom ξ da η sidi-
deebi arakorelirebulia, anu cov(ξ , η ) = 0 .
SeniSvna. ξ -s da η -s arakorelirebulobidan sazogadod
ar gamomdinareobs maTi damoukidebloba. ai martivi magali-
π
Ti. vTqvaT, α SemTxveviTi sidide iRebs 0, da π mniSvnelo-
2
1
bebs albaTobebiT. maSin ξ = sin α da η = cos α arakorelire-
3
bulia; amave dros isini ara mxolod damokidebulia
( Ρ albaTobis mimarT):
1
Ρ{ξ = 1, η = 1} = 0 ≠ = Ρ{ξ = 1}Ρ{η = 1},
9
aramed, ufro metic, funqcionalurad damokidebulia:
ξ 2 + η 2 = 1.
(10), (11) Tvisebebi zogaddeba ξ1 , ..., ξ n SemTxveviT sidide-
Ta nebismieri ricxvisTvis:
n n
D(  ξ ) =  Dξ
i =1
i
i =1
i +2  cov(ξ , ξ
i< j
i j ). (12)
kerZod, Tu ξ1 , ..., ξ n sidideebi wyvil-wyvilad damoukidebelia

(sinamdvileSi sakmarisia maTi wyvil-wyvilad arakorelire-
buloba), maSin
n n
D( ξ i ) =  Dξ i . (13)
i =1 i =1
magaliTi 5. Tu ξ bernulis SemTxveviTi sididea mniSvne-

lobebiT 1 da 0 da Sesabamisi albaTobebiT p da q, maSin
Dξ = Ε(ξ − Εξ ) 2 = Ε(ξ − p) 2 = (1 − p) 2 p + p 2 q = pq .
aqedan gamomdinareobs, rom Tu ξ1 , ..., ξ n — damoukidebeli (er-
Tnairad ganawilebuli) bernulis SemTxveviTi sidideebis
mimdevrobaa da S n = ξ1 + ... + ξ n , maSin
DS n = n pq. (14)
8. ganvixiloT ori SemTxveviTi sidide ξ da η . davuSvaT,
rom dakvirveba SesaZlebelia mxolod ξ SemTxveviT sidide-
ze. Tu ξ da η sidideebi korelirebulia, maSin unda movelo-
deT, rom ξ -s mniSvnelobebis codna aradakvirvebadi η sidi-
dis mniSvnelobebis Sesaxeb garkveuli daskvnebis gakeTebis
saSualebas mogvcems.
ξ -s nebismier f = f (ξ ) funqcias vuwodoT η -s Sefaseba.
vityviT agreTve, rom f * = f * (ξ ) Sefaseba aris optimaluri sa-
Sualo kvadratuli azriT, Tu
Ε(η − f * (ξ )) 2 = inf Ε(η − f (ξ )) 2 .
f
vaCvenoT, rogor vipovoT optimaluri Sefaseba wrfivi

λ (ξ ) = a + bξ Sefasebebis klasSi. amisTvis ganvixiloT fun-
qcia g (a, b) = Ε(η − (a + bξ )) 2 . g (a, b) funqciis a da b-s mimarT ga-
warmoebiT miviRebT
∂ g (a, b)
= −2Ε[η − (a + bξ )],
∂a
∂ g ( a, b )
= −2Ε[(η − (a + bξ )ξ ],
∂b
saidanac, warmoebulebis nulTan gatolebiT, vpoulobT, rom
saSualo kvadratuli azriT optimaluri wrfivi Sefaseba
aris λ* (ξ ) = a* + b*ξ , sadac
cov(ξ ,η )
a* = Εη − b*Εξ , b* = . (15)
Dξ
sxvanairad rom vTqvaT,
cov(ξ ,η )
λ* (ξ ) = Εη + (ξ − Εξ ). (16)
Dξ
Ε(η − λ* (ξ )) 2 sidides Sefasebis saSualo kvadratuli Secdo-
ma ewodeba. martivi gamoTvla gviCvenebs, rom es Secdoma tolia
cov2 (ξ , η )
Δ* = Ε(η − λ* (ξ )) 2 = Dη − = Dη ⋅ [1 − ρ 2 (ξ , η )]. (17)
Dξ
amrigad, rac ufro metia (moduliT) ξ da η -s Soris kore-
laciis koeficienti ρ (ξ , η ) , miT ufro naklebia Sefasebis sa-
Sualo kvadratuli Secdoma Δ* . kerZod, Tu ρ (ξ , η ) = 1, maSin
Δ* = 0 (SeadareT amocana 7-is rezultats). Tu ξ da η SemTxvevi-
Ti sidideebi arakorelirebulia (e.i. ρ (ξ , η ) = 0) , maSin λ* (ξ ) = Εη.
amrigad, ξ da η -s Soris korelaciis arqonis dros η -s sauke-
Teso Sefaseba ξ -Ti aris ubralod Εη (SeadareT amocana 4-s).
9. amocanebi.
1. SeamowmeT I A = I A (ω ) indikatorebis Semdegi Tvisebebi:
I Ø = 0, I Ω = 1, I A = 1 − I A ,
I AB = I A ⋅ I B , I A∪ B = I A + I B − I AB ,
I A\ B = I A (1 − I B ), I AΔB = ( I A − I B ) 2 = I A + I B (mod 2),
n n n
I n
 Ai
=1− ∏i =1
(1 − I Ai ), In
 Ai
= ∏
i =1
(1 − I Ai ), I n
 Ai
= I
i =1
Ai ,
i =1
i =1 i =1
sadac AΔB aris A da B simravleebis simetriuli sxvaoba, e.i.

simravle — (A\B)∪(B\A).
2. vTqvaT, ξ1 , ..., ξ n damoukidebeli SemTxveviTi sidideebia da
ξ min = min(ξ1 ,..., ξ n ) ξ max = max(ξ1 ,..., ξ n ).
aCveneT, rom
n n
Ρ{ξ min ≥ x} = ∏
i =1
Ρ{ξ i ≥ x}, Ρ{ξ max < x} = ∏ Ρ{ξ
i =1
i < x}.
3. vTqvaT, ξ1 , ..., ξ n damoukidebeli bernulis SemTxveviTi

sidideebia,
Ρ{ξ i = 0} = 1 − λi Δ,
Ρ{ξ i = 1} = λi Δ,
sadac Δ mcire ricxvia, Δ > 0, λi > 0 . aCveneT, rom
n
Ρ{ξ1 + ... + ξ n = 1} = (  λ )Δ + O(Δ ),
i =1
i
2
Ρ{ξ1 + ... + ξ n > 1} = O(Δ2 ).

4. aCveneT, rom inf Ε(ξ − a) 2 miiRweva, roca a = Εξ da, Se-
−∞< a<∞
sabamisad,
inf Ε(ξ − a) 2 = Dξ .
−∞<a <∞
5. vTqvaT, ξ aris SemTxveviTi sidide Fξ (x) ganawilebis

funqciiT da me aris Fξ (x) -is mediana, e.i. iseTi wertili, rom
1
Fξ (me −) ≤ ≤ Fξ (me ).
2
aCveneT, rom
inf Ε | ξ − a |=| ξ − me | .
−∞<a<∞
6. vTqvaT, Pξ ( x) = Ρ{ξ = x} da Fξ ( x) = Ρ{ξ ≤ x}. aCveneT, rom a>0-

sa da −∞ < b < ∞ -sTvis
x−b
Paξ +b ( x) = Pξ ( ),
a
x −b
Faξ + b ( x) = Fξ ( ).
a
Tu y ≥ 0 , maSin
Fξ 2 ( y ) = Fξ (+ y ) − Fξ (− y ) + Pξ (− y ).
vTqvaT, ξ + = max(ξ , 0). maSin

0, x < 0,

Fξ + ( x) =  Fξ (0), x = 0,

 Fξ ( x), x > 0.
7. vTqvaT, ξ da η ori SemTxveviTi sididea, Dξ > 0, Dη > 0
da ρ = ρ (ξ ,η ) — maTi korelaciis koeficientia. aCveneT, rom
| ρ |≤ 1 . amasTan, Tu | ρ |= 1 , maSin moiZebneba iseTi mudmivebi a da
b, rom η = aξ + b . ufro metic, Tu ρ = 1, maSin
η − Εη ξ − Εξ
=
Dη Dξ
(da, maSasadame, a>0), xolo, Tu ρ = −1, maSin
η − Εη ξ − Εξ
=−
Dη Dξ
(da, maSasadame, a<0).
8. vTqvaT, ξ da η ori SemTxveviTi sididea, Εξ = Εη = 0,
Dξ = Dη = 1 da korelaciis koeficientia ρ = ρ (ξ , η ). aCveneT, rom
Ε max(ξ 2 ,η 2 ) ≤ 1 + 1 − ρ 2 .
n
9. gamoiyeneT toloba I n
= ∏ (1 − I A ) da daamtkiceT
i
 Ai i =1
i =1
Semdegi formula Ρ ( B0 ) = 1 − S1 + S 2 − ⋅ ⋅ ⋅ + ( −1) n S n amocana 5 §1-dan.

10. Tu ξ1 ,..., ξ n — damoukidebeli SemTxveviTi sidideebia,
ϕ1 = ϕ1 (ξ1 ,..., ξ k ) da ϕ 2 = ϕ 2 (ξ k +1 ,..., ξ n ) aris Sesabamisad ξ1 ,..., ξ k da
ξ k +1 ,..., ξ n sidideebis funqciebi, maSin SemTxveviTi sidideebi
ϕ1 da ϕ 2 damoukidebelia.
11. aCveneT, rom SemTxveviTi sidideebi ξ1 ,..., ξ n damoukide-
belia maSin da mxolod maSin, roca yvela x1 ,..., xn ricxvebisTvis
Fξ ,...,ξ ( x1 ,..., xn ) = Fξ ( x1 ) ⋅ ⋅ ⋅ Fξ ( xn ),
1 n 1 n
sadac Fξ ,...,ξ ( x1 ,..., xn ) = Ρ{ξ1 ≤ x1 ,..., ξ n ≤ xn }.

1 n
12. aCveneT, rom ξ SemTxveviTi sidide ar aris damokide-

buli Tavis Tavze (e.i. ξ da ξ damoukidebelia) maSin da mxo-
lod maSin, roca ξ = const.
13. ξ SemTxveviT sidideze ra pirobebis dros aris damou-
kidebeli SemTxveviTi sidideebi ξ da sin ξ ?
14. vTqvaT, ξ da η damoukidebeli SemTxveviTi sididee-
ξ 
bia da η ≠ 0 gamosaxeT Ρ{ξη ≤ z} da Ρ  ≤ z  albaTobebi Pξ (x)
η 
da Pη ( y ) albaTobebiT.
15. vTqvaT, ξ , η , ζ SemTxveviTi sidideebia, | ξ |≤ 1, | η |≤ 1,
| ζ |≤ 1. daamtkiceT belis utolobis samarTlianoba
| Εξζ − Εηζ |≤ 1 − Εξη (ix. magaliTad, [136]).
16. n yuTSi damoukideblad vardeba k burTula (yoveli
1
burTulis konkretul yuTSi Cavardnis albaToba ). ipoveT
n
aracarieli yuTebis ricxvis maTematikuri lodini.
§ 5. bernulis sqema I. did ricxvTa kanoni
1. zemoT mocemuli gansazRvrebebis Sesabamisad, sameuls

(Ω, A, Ρ ), sadac
Ω = {ω : ω = ( a1 ,..., an ), ai = 0,1},
A = { A : A ⊆ Ω}, Ρ({ω}) = p  i q  i ( = p(ω ))

a n− a
ewodeba albaTuri modeli, romelic Seesabameba n damoukide-

bel orSedegian cdas, anu bernulis sqema.
284 Tavi II. albaTobis Teoriis maTematikuri safuZvlebi
26. binomuri ganawilebis ganxilvis dros fiqsirdeba

cdaTa ricxvi n da ganixileba albaToba Ρn {v = r} imisa, rom
`warmatebaTa~ ricxvi am n cdaSi udris r-s. es albaTobebi
Ρn {v = r} = Cnr p r q n −1 , 0 ≤ r ≤ n, sadac p calkeul cdaSi `warmate-
bis~ albaTobaa, qmnian binomur ganawilebas (n — mocemulia).
uaryofiTad-binomuri (an Sebrunebul-binomuri) ganawileba
warmoiqmneba, rodesac ganixileba sakiTxi, Tu ras udris al-
baToba imisa, rom r `warmateba~ pirvelad dadgeba τ = k (≥ r )
(SemTxveviT) nabijze. aCveneT, rom es albaToba Ρτ {τ = k} moi-
cema formuliT
Ρ r (τ = k ) = Ckr −−11 p r q k − r , k = r , r + 1, ..., r = 1, 2, ...
(p — calkeul cdaSi `warmatebis~ albaTobaa). am albaTobebis
erTobliioba Ρ r {τ = k}, k = r , r + 1, ... (r — mocemulia) qmnis uar-
yofiTad binomur ganawilebas. aCveneT, rom (mocemuli r-isaT-
vis) Ετ τ = rq / p.
$ 4. SemTxveviTi sidideebi. I
1. davuSvaT, rom (Ω, F ) raime zomadi sivrcea da ( R, B ( R))

ricxviTi RerZi, borelis simravleebis B (R) sistemiT.
gansazRvreba 1. (Ω, F ) -ze gansazRvrul namdvil funqci-
as ξ = ξ (ω ) uwodeben F -zomad funqcias an SemTxveviT sidi-
des, Tu nebismier B ∈ B (R)
{ω : ξ (ω ) ∈ B} ∈ F , (1)
−1
an, rac igivea, Tu winasaxe ξ ( B) ≡ {ω : ξ (ω ) ∈ B} aris zomadi
simravle Ω -Si.
im SemTxvevaSi, rodesac (Ω, F ) = ( R n , B ( R n )), B ( R n ) -zomad
funqciebs uwodeben borelis funqciebs.
§ 4. SemTxveviTi sidideebi. I 285
SemTxveviTi sididis umartivesi magaliTia nebismieri

(zomadi) A ∈ F simravlis indikatori I A (ω ).
SemTxveviT sidides ξ = ξ (ω ), romelic warmoidgineba Sem-
degi saxiT
∞
ξ (ω ) = x I
i −1
i Ai (ω ), (2)
sadac  A = Ω, A ∈ F , vuwodebT diskretuls. Tuki (2)-Si jami

i i
sasrulia, maSin aseT SemTxveviT sidides vuwodebT martivs.

imave interpretaciis Sesabamisad, rac I Tavis $4-Sia, Seg-
viZlia vTqvaT, rom SemTxveviTi sidide aris eqsperimentis
garkveuli ricxviTi maxasiaTebeli, romlis mniSvnelobebi
damokidebulia ω `SemTxvevaze~. am dros zomadobis moTxov-
na (1) mniSvnelovania, da ai ra mizezis gamo: Tu (Ω, F ) -ze mo-
cemulia P albaTuri zoma, maSin azri aqvs vilaparakoT
{ω : ξ (ω ) ∈ B} xdomilebis albaTobaze, romelic imaSi mdgoma-
reobs, rom SemTxveviTi sididis mniSvneloba ekuTvnis bore-
lis raime B simravles.
amasTan dakavSirebiT mogvyavs Semdegi gansazRvreba:
gansazRvreba 2. Pξ albaTur zomas ( R, B ( R)) -ze, romlis-
Tvisac
Pξ ( B) = Ρ{ω : ξ (ω ) ∈ B}, B ∈ B ( R),
uwodeben ξ SemTxveviTi sididis albaTur ganawilebas.
gansazRvreba 3. funqciis
Fξ ( x) = Ρ{ω : ξ (ω ) ≤ x}, x ∈ R,
ewodeba ξ SemTxveviTi sididis ganawilebis funqcia.
diskretuli ξ SemTxveviTi sididisaTvis Pξ zoma Tavmoy-
rilia ara umetes Tvlad raodenoba wertilebSi da SesaZle-
belia warmodges Semdegi saxiT:
Pξ ( B) =  p( x ),
{ k : x k ∈B}
k (3)
sadac p ( xk ) = Ρ{ξ = xk } = ΔFξ ( xk ).

cxadia, rom samarTliania sawinaaRmdego debulebac: Tu
Pξ warmoidgineba (3) saxiT, maSin ξ aris diskretuli SemTxve-
viTi sidide.
SemTxveviT ξ sidides uwodeben uwyvets, Tu misi ganawi-
lebis funqcia Fξ (x) uwyvetia x-iT ( x ∈ R).
SemTxveviT ξ sidides uwodeben absoluturad uwyvets,
Tu arsebobs iseTi arauaryofiTi funqcia f = fξ (x), romelsac
uwodeben simkvrives, rom
x
Fξ ( x) =  fξ ( y)dy,
−∞
x∈R (4)
(integrali gvesmis rimanis azriT, ufro zogad SemTxvevaSi ki

— lebegis azriT, ix. Semdeg $6).
2. imis dadgena, rom raime funqcia ξ = ξ (ω ) aris SemTxvevi-
Ti sidide, moiTxovs (1) Tvisebis Semowmebas yvela B ∈ B (R)
simravlisaTvis. Semdegi lema gviCvenebs, rom aseTi `sasinji~
simravleebis klasi SeiZleba SeizRudos.
lema 1. davuSvaT, E simravleTa raime iseTi sistemaa, rom
σ (E ) = B ( R). imisaTvis, rom funqcia ξ = ξ (ω ) iyos F zomadi,
aucilebeli da sakmarisia, rom
{ω : ξ (ω ) ∈ E} ∈ F (5)
yvela E ∈E.
damtkiceba. aucilebloba cxadia. sakmarisobis dasamtki-
ceblad isev gamoviyenebT Sesabamis simravleTa princips ($2).
davuSvaT, rom D borelis im D simravleebis sistemaa
B (R) -dan, romlisTvisac ξ −1 ( D) ∈ F . `wina saxis aRebis~ opera-
cia inaxavs (rogorc advili Sesamowmebelia) Teoreul-sim-
ravlur gaerTianebis, gadakveTisa da damatebis operaciebs:
 
ξ −1 
 α Bα  = α ξ −1
( Bα ),
 
 
ξ −1 
 α Bα  = α ξ −1
( Bα ), (6)
 
ξ −1 ( Bα ) = ξ −1 ( Bα ).
aqedan gamomdinareobs, rom D sistema aris σ-algebra. amitom
E ⊆ D ⊆ B (R)
da
σ (E ) ⊆ σ (D ) = D ⊆ B ( R).
magram σ (E ) = B ( R), amitom D = B (R). □
Sedegi. imisaTvis, rom funqcia ξ = ξ (ω ) iyos SemTxveviTi
sidide, aucilebeli da sakmarisia, rom nebismieri x ∈ R
{ω : ξ (ω ) < x} ∈ F
an
{ω : ξ (ω ) ≤ x} ∈ F .
damtkiceba gamomdinareobs im garemoebidan, rom TiToe-
uli simravleTa sistemidan
E1 = {x : x < c, c ∈ R},
E2 = {x : x ≤ c, c ∈ R}
warmoqmnis σ-algebras B (R), e.i. σ (E1 ) = σ (E2 ) = B ( R) (ix. $2).
qvemoT moyvanili lema iZleva SemTxveviTi sidideebis,
rogorc sxva SemTxveviTi sidideebis, funqciebis agebis Se-
saZleblobas.
lema 2. davuSvaT, ϕ = ϕ (x) borelis funqciaa, xolo
ξ = ξ (ω ) — SemTxveviTi sidide. maSin rTuli funqcia η = ϕ  ξ ,
e.i. funqcia η (ω ) = ϕ (ξ (ω )) agreTve SemTxveviTi sididea.
damtkiceba gamomdinareobs iqidan, rom B-sTvis ( B ∈ B (R) )
{ω :η (ω ) ∈ B} = {ω : ϕ (ξ (ω )) ∈ B} = {ω : ξ (ω ) ∈ ϕ −1 ( B)}∈ F , (7)
vinaidan ϕ −1 ( B) ∈ B ( R). □
amrigad, Tu ξ SemTxveviTi sididea, maSin iseTi funqcie-

bi, rogorebicaa, ξ n , ξ + = max(ξ , 0), ξ − = − min(ξ , 0), | ξ | agreTve
SemTxveviTi sidideebia, vinaidan funqciebi x n , x + , x − , | x | bo-
relis funqciebia (amocana 3).
3. SemTxveviTi sidideTa mocemuli sistemebidan {ξ n } ga-
momdinare, SesaZlebelia axali funqciebis ageba, magaliTad,
∞
| ξ
n =1
n |, lim ξ n , lim ξ n da a.S. SevniSnoT, rom es funqciebi Tavis
mniSvnelobebs iReben gafarToebul ricxviT RerZze

R = [−∞, ∞], amitom mizanSewonilia ramdenadme gavafarTooT
F -zomadi funqciebis klasi im daSvebiT, rom maT miiRon mniS-
vnelobebi ±∞.
gansazRvreba 4. (Ω, F ) -ze ganmartebul funqcias, mniSvne-
lobiT R = [−∞, ∞] -Si uwodeben gafarToebul SemTxveviT sidi-
des, Tu nebismieri borelis B ∈ B (R ) simravlisaTvis (σ-algeb-
ra B ( R ) = σ (B ( R), ± ∞)) sruldeba (1) piroba.
Semdegi Teorema, miuxedavad misi simartivisa, sakvanZoa
lebegis integralis agebis dros ($6).
Teorema 1. a) nebismieri (maT Soris, gafarToebuli) Sem-
TxveviTi sididisaTvis ξ = ξ (ω ) moiZebneba mimdevroba iseTi
martivi SemTxveviTi sidideebis ξ1, ξ 2 ,... , rom | ξ n |≤| ξ | da
ξ n (ω ) → ξ (ω ), rodesac n → ∞ yvela ω ∈ Ω.
b) Tu amasTan erTad ξ (ω ) ≥ 0, ω ∈ Ω, maSin moiZebneba mim-
devroba iseTi martivi SemTxveviTi sidideebis ξ1 , ξ 2 ,... , rom
ξ n (ω ) ↑ ξ (ω ), n → ∞ yvela ω ∈ Ω.
damtkiceba. damtkicebas daviwyebT meore debulebidan.
n = 1,2,... -isaTvis aRvniSnoT
n2n
k −1
ξ n (ω ) =  n
k =1 2 
k −1 k 
(ω ) + nI{ξ (ω ) ≥ n} (ω ).
≤ ξ (ω ) < 
 2n 2n 
uSualod mowmdeba, rom agebuli ξ n (ω ) mimdevroba iseTia, rom

ξ n (ω ) ↑ ξ (ω ) yvela ω ∈ Ω. am debulebidan gamomdinareobs aseve
pirveli debulebis samarTlianoba, Tu SevniSnavT, rom ξ SemTxve-
viTi sidide SeiZleba warmodges Semdegi saxiT: ξ = ξ + − ξ − . □
axla vaCvenoT, rom gafarToebul SemTxveviT sidideTa
klasi Caketilia wertilovani krebadobis mimarT. am mizniT,
pirvel rigSi, SevniSnoT, rom, Tu ξ1 , ξ 2 ,... gafarToebul Sem-
TxveviT sidideTa mimdevrobaa, maSin funqciebi ξ n , inf ξ n ,
lim ξ n da lim ξ n agreTve SemTxveviTi sidideebia (SesaZloa ga-
farToebulebi). es uSualod gamomdinareobs, iqidan rom
{ω : sup ξ n > x} = {ω : ξ
n
n > x} ∈ F ,
{ω : inf ξ n < x} = {ω : ξ

n
n < x} ∈ F
da lim ξ n = inf sup ξ n , lim ξ n = sup inf ξ m .

n m≥ n n m≥ n
Teorema 2. davuSvaT, ξ1 , ξ 2 , ... gafarToebuli SemTxveviTi

sidideebis mimdevrobebia da ξ (ω ) = lim ξ n (ω ), ω ∈ Ω. maSin
ξ = ξ (ω ) aseve gafarToebuli SemTxveviTi sididea.
damtkiceba. zemoT gakeTebuli SeniSvnidan da iqidan, rom
{ω : ξ (ω ) < x} = {ω : lim ξ n (ω ) < x} =
= {ω : lim ξ n (ω ) = lim ξ n (ω )}  {lim ξ n (ω ) < x} =
= Ω  {lim ξ n (ω ) < x} = {lim ξ n (ω ) < x} ∈ F .
4. gavCerdeT agreTve im SemTxveviTi sidideebidan umar-
tivesi funqciebis zogierT Tvisebaze, romlebic ganixilebi-
an zomad (Ω, F ) sivrceze da iReben mniSvnelobebs, SesaZloa,

gafarToebul ricxviT RerZze R = [−∞, ∞] ∗
Tu ξ da η — ori SemTxveviTi sididea, maSin ξ + η , ξ − η , ξη
da ξ / η aseve SemTxveviTi sidideebia (im daSvebiT, rom isini
∞ a
gansazRvrebulebi arian, e.i. ar warmoiSoba ∞ − ∞, , tipis
∞ 0
ganuzRvrelobebi).
marTlac, davuSvaT, {ξ n } da {ηn } SemTxveviTi sidideebis
mimdevrobebia, romlebic ikribeba, Sesabamisad, ξ da η -sken
(ix. Teorema 1). maSin
ξ n ± ηn → ξ ± η ,
ξ nηn → ξη ,
ξn ξ
→ .
1
ηn + I{η n = 0} (ω ) η
n
yoveli funqcia am gamosaxulebebis marcxena nawilebSi aris
martivi SemTxveviTi sidide. amitom Teorema 2-is ZaliT,
zRvruli funqciebi ξ ± η , ξη , ξ / η aseve SemTxveviTi sididee-
bia.
5. davuSvaT, rom ξ = ξ (ω ) SemTxveviTi sididea. ganvixi-
loT Semdegi saxis simravleebi F -dan {ω : ξ (ω ) ∈ B}, B ∈ B ( R).
isini warmoqmnian σ-algebras, romelsac uwodeben ξ SemTxve-
viTi sididiT warmoqmnil σ-algebras. am σ-algebras aRvniS-
navT Fξ an σ (ξ ) simboloTi.
∗
SemdgomSi R -Si ariTmetikuli operaciebis Sesaxeb miiReba Cveulebrivi
a
SeTanxmebebi: Tu a ∈ R, maSin a ± ∞ = ±∞, = 0, a ⋅ ∞ = ∞, Tu a > 0
±∞
da a ⋅ ∞ = −∞, Tu a < 0; 0 ⋅ ( ±∞) = 0, ∞ + ∞ = ∞, −∞ − ∞ = −∞.
Tu ϕ borelis raime funqciaa, maSin lema 2-dan

gamomdinareobs, rom funqcia η = ϕ  ξ agreTve SemTxveviTi
sididea, amasTanave erTad, Fξ zomadi, e.i. iseTi, rom
{ω :η (ω ) ∈ B} ∈ Fξ , B ∈ B ( R) (ix. (7)). Turme samarTliania Sebrune-
buli rezultati.
Teorema 3. davuSvaT, η = η (ω ) aris Fξ -zomadi SemTxveviTi
sidide. maSin moiZebneba iseTi borelis ϕ funqcia, rom
η = ϕ  ξ , e.i. η (ω ) = ϕ (ξ (ω )) yovel ω ∈ Ω.
damtkiceba. davuSvaT, rom Φξ aris yvela Fξ -zomadi
~
η = η (ω ) funqciebis klasi, xolo Φ ξ iseT Fξ -zomad funqcia-
Ta klasia, romlebic warmodgebian ϕ  ξ saxiT, sadac ϕ raime
~
borelis funqciaa. cxadia, rom Φξ ⊆ Φξ . Teoremis mtkicebis
~
arsi isaa, rom sinamdvileSi Φξ = Φξ .
~
davuSvaT, rom A ∈ Fξ da η (ω ) = I A (ω ). vaCvenoT, rom η ∈ Φξ .
marTlac, Tu A ∈ Fξ , maSin moiZebneba iseTi B ∈ B ( R), rom
A = {ω : ξ (ω ) ∈ B}. aRvniSnoT
1, x ∈ B,
χ B ( x) = 
0, x ∉ B.
~
maSin I A (ω ) = χ B (ξ (ω )) ∈ Φξ . aqedan gamomdinareobs, rom nebismie-
n
ri martivi Fξ zomadi funqcia c I
i =1
i Ai (ω ), Ai ∈ Fξ , aseve ekuTvnis
~
Φξ -s.
davuSvaT, axla η nebismieri Fξ zomadi funqciaa. Teorema
1-is ZaliT, moiZebneba martivi Fξ -zomadi funqciebis mimdev-
roba {ηn } , η n = η n (ω ), iseTebis, rom η n (ω ) → η (ω ), n → ∞, ω ∈ Ω.
rogorc ukve davadgineT, arsebobs borelis iseTi funqciebi
ϕ n = ϕ n (x), rom ηn (ω ) = ϕ n (ξ (ω )). amasTanave

ϕ n (ξ (ω )) → η (ω ), n → ∞, ω ∈ Ω.
aRvniSnoT B = {x ∈ R : limϕ n ( x) arsebobs}. es simravle bore-
n
lisaa. amitom funqcia
lim ϕ n ( x), x ∈ B,
ϕ ( x) =  n
0, x ∉ B,
agreTve borelis iqneba (ix. amocana 6).
magram, maSin cxadia, rom η (ω ) = limϕ n (ξ (ω )) = ϕ (ξ (ω )) yvela
n
~
ω ∈ Ω. Sesabamisad, Φξ = Φξ . □
6. ganvixiloT zomadi sivrce (Ω, F ) da Ω sivrcis raime
sasruli an Tvladi dayofa D = {D1 , D2 ,...} : Di ∈ F ,  D = Ω.
i
i
SevqmnaT algebra A , romelic Seicavs cariel simravles ∅ da

α
Dα saxis simravleebs, sadac Sesakrebebi aRebulia sasru-
li an Tvladi raodenobiT. cxadia, rom A sistema aris mono-

tonuri klasi da amitom, $2-is lema 2-is Tanaxmad, algebra A
aris imavdroulad σ-algebrac, romelic aRiniSneba σ (D ) sim-
boloTi da mas uwodeben σ-algebras, warmoqmnils D dayo-
fiT. cxadia, rom σ (D ) ⊆ F .
lema 3. davuSvaT, rom ξ = ξ (ω ) aris σ (D ) -zomadi SemTxve-
viTi sidide. maSin ξ warmodgeba Semdegi saxiT:
∞
ξ (ω ) = x I
k =1
k Dk (ω ),
sadac xk ∈ R, k ≥ 1, anu ξ (ω ) iRebs mudmiv mniSvnelobas dayo-

fis Dk , k ≤ 1 elementebze.
damtkiceba: aviRoT garkveuli simravle Dk da vaCvenoT, rom
masze σ (D ) zomadi ξ funqcia Rebulobs mudmiv mniSvnelobas.
am mizniT SemoviRoT aRniSvna

xk = sup [c : Dk ∩ {ω :ξ (ω ) < c} = ∅].
vinaidan {ω :ξ (ω ) < xk } = {ω :ξ (ω ) < r}, sadac gaerTianeba aRebu-
lia yvela racionaluri r < xk ricxvis mimarT, maSin
Dk ∩ {ω : ξ (ω ) < xk } = ∅.
axla davuSvaT, rom c > xk . maSin Dk ∩ {ω :ξ (ω ) < c} ≠ ∅ da
imis gamo, rom simravle {ω :ξ (ω ) < c} aris 
α
Dα saxis, sadac
jami aRebulia indeqsebis sasrul an Tvladi erTobliobis mi-

marT, amitom
Dk ∩ {ω :ξ (ω ) < c} = Dk .
aqedan gamomdinareobs, rom yvela c > xk -sTvis
Dk ∩ {ω :ξ (ω ) ≥ c} = ∅
da vinaidan {ω :ξ (ω ) > xk } = {ω :ξ (ω ) ≥ r}, sadac gaerTianeba
aRebulia yvela racionaluri r > xk ricxvis mimarT, amitom
Dk ∩ {ω :ξ (ω ) > xk } = ∅.
amrigad, Dk ∩ {ω :ξ (ω ) ≠ xk } = ∅ da, Sesabamisad,
Dk ⊆ {ω :ξ (ω ) = xk },
risi damtkicebac gvindoda.
7. amocanebi.
1. aCveneT, rom ξ SemTxveviTi sidide aris uwyveti maSin
da mxolod maSin, rodesac Ρ{ξ = x} = 0 yvela x ∈ R.
2. Tu | ξ | aris F -zomadi, samarTliania Tu ara, rom ξ ag-
reTve F -zomadia?
3. daamtkiceT, rom funqciebi x n , x + = max( x, 0), x − =
= − min( x, 0), | x |= x + + x − borelis funqciebia.
4. Tu ξ da η arian F -zomadebi, maSin {ω : ξ (ω ) = η (ω )}∈ F .
5. davuSvaT, rom ξ da η ori SemTxveviTi sididea (Ω, F ) -

ze da simravle A ∈ F , maSin funqcia
ς (ω ) = ξ (ω ) I A + η (ω ) I A
agreTve aris SemTxveviTi sidide.
6. davuSvaT, rom ξ1 ,..., ξ n SemTxveviTi sidideebia da
ϕ ( x1 ,..., xn ) — borelis funqcia. aCveneT, rom funqcia
ϕ (ξ1 (ω ), ..., ξ n (ω )) agreTve SemTxveviTi sididea.
7. vTqvaT, ξ da η ori SemTxveviTi sididea, romlebic
iReben mniSvnelobebs 1, 2 .., N . davuSvaT, rom Fξ = Fη . aCveneT,
rom arsebobs (1, 2, .., N ) ricxvebis iseTi gadanacvleba
(i1 , i2 , ...iN ) , rom j = 1,2, ..., N -isTvis simravleebi
yoveli
{ω : ξ = j} da {ω : η = i + j} erTmaneTs emTxveva.
8. moiyvaneT ξ SemTxveviTi sididis magaliTi, romlis ga-
nawilebis funqcias aqvs iseTi f (x) simkvrive, rom lim f ( x) ar
x →∞
arsebobs, da, Sesabamisad, usasrulobaze f (x) -is anulireba

ar xdeba.
9. davuSvaT, ξ da η SemosazRvruli SemTxveviTi sididee-
bia (| ξ |≤ c1 , | η |≤ c2 ). daamtkiceT, rom Tu yvela m, n ≥ 1.
Εξ mη n = Εξ m ⋅ Εη n ,
maSin ξ da η damoukideblebia.
10. davuSvaT, rom ξ da η SemTxveviTi sidideebia da maTi
ganawilebis funqciebi Fξ da Fη erTmaneTs emTxveva. daamtki-
ceT, rom, Tu x ∈ R da {ξ (ω ) = x} ≠ ∅, maSin arsebobs iseTi y ∈ R,
rom {ω : ξ (ω ) = x} = {ω : η (ω ) = y}.
11. davuSvaT, rom E — ara umetes vidre Tvladi qvesimravlea
R -dan, ξ — asaxvaa Ω → E. daamtkiceT, rom ξ aris SemTxvevi-
Ti sidide (Ω, F ) -ze maSin da mxolod maSin, rodesac
{ω : ξ (ω ) = x} ∈ F yvela x ∈ E.
§ 13. maTematikuri statistikis 655
fundamenturi Teoremebi
aqedan da (12)-dan miviRebT saWiro (8) utolobas. □

n
Sedegi. radganac p
k =1
2
k ≤ λ max pk , amitom adgili aqvs (6)
1≤ k ≤ n
Sefasebas.
3. amocanebi
1. aCveneT, rom, roca λk = − ln(1 − pk ) , maSin
|| B( pk ) − Π ( pk ) || = 2(1 − e− λk − λk e− λk ) ≤ λk2
n
da, Sesabamisad, || B − Π || ≤ λ
k =1
2
k .
2. daamtkiceT (9) da (10) warmodgenebis samarTlianoba.
§ 13. maTematikuri statistikis

1. I Tavis §7-Si ganxiluli iyo Sefasebis zogierTi amocana

da ndobis intervalebis ageba `warmatebis~ albaTobisaTvis
SemTxveviT sidideebze dakvirvebebis bernulis sqemaSi. es
amocanebi tipuria maTematikuri statistikisaTvis, romelic,
garkveuli azriT, ixilavs albaTobis Teoriis Sebrunebul
amocanebs. magaliTad, Tu albaTobis TeoriaSi ZiriTadad
isaa saintereso, rom, mocemul albaTur modelSi gaiTvalos
esa Tu is albaTuri maCvenebli (xdomilebaTa albaTobebi,
SemTxveviTi elementebis albaTobaTa ganawilebebi da maTi
maxasiaTeblebi da a.S.), maTematikur statistikaSi Cven gvain-
teresebs, arsebuli statistikuri nedleuliT (saimedobis
garkveuli xarisxiT) Tu rogor gamovavlinoT is albaTuri
modeli, romlis farglebSi empiriuli monacemebis statisti-
kuri Tvisebebi yvelaze metad eTanxmeba im SemTxveviTi meqa-
nizmis albaTur Tvisebebs, romlebic warmoqmnis am monace-
mebs.
656 Tavi III. albaTuri zomebis siaxlove da
krebadoba. centraluri zRvariTi Teorema
qvemoT moyvanil Sedegebs (glivenko, kanteli, kolmogo-

rovi da smirnovi) samarTlianad SeiZleba vuwodoT maTemati-
kuri statistikis fundamenturi Teoremebi — isini ara marto
adgenen principul SesaZleblobas. statistikuri nedleuli-
dan amoviRoT albaTuri informacia (im SemTxveviTi sididee-
bis ganawilebis funqciaze, romelzedac mimdinareobs dak-
virveba), aramed SesaZleblobas iZlevian, SevafasoT empiriu-
li monacemebis SeTanxmebulobis xarisxi ama Tu im albaTur
modelTan.
2. davuSvaT, ξ1 , ξ 2 ,... aris mimdevroba damoukidebeli er-
Tnairad ganawilebuli SemTxveviTi sidideebisa, romlebic
mocemulia raime albaTur sivrceze (Ω, F , Ρ) da F = F ( x) ,
x ∈ R , maTi ganawilebis funqciaa ( F ( x) = Ρ{ξ k ≤ x}) . yvela N ≥ 1
SemoviRoT empiriuli ganawilebis funqcia.
N
1
FN ( x; ω ) =
N  I (ξ
k =1
k (ω ) ≤ x) , x ∈ R (1)
did ricxvTa kanonis Sesabamisad (§3, Teorema 2), yovel

x∈R
P
FN ( x; ω ) ⎯⎯→ F ( x), N →∞ (2)
e.i. gvaqvs krebadoba P-albaTobiT.

Tavi IV, §3-is Teorema 1 da 2-dan gamomdinarebs, rom yove-
li x ∈ R -sTvis adgili aqvs agreTve krebadobas albaTobiT
erTi: roca N → ∞
FN ( x; ω ) ⎯
→ F ( x) (P – T.a.). (3)
metad mniSvnelovania, rom samarTliania ufro Zlieri re-
zultatic imis Sesaxeb, rom krebadoba (3)-Si Tanabaria x-iT.
Teorema 1 (glivenko da kanteli). moyvanili pirobebSi
(SemTxveviTi) sidideebi
DN (ω ) = sup | FN ( x; ω ) = F ( x) | (4)
x∈R
ikribeba nulisaken albaTobiT erTi:

Ρ(lim DN (ω )) = 0 = 1. (5)
N
damtkiceba. davuSvaT, Q aris racionalur ricxvebis sim-

ravle R-ze. gasagebia, rom
sup | FN (r ; ω ) − F (r ) |
r∈Q
aris SemTxveviTi sidide da vinaidan
DN (ω ) = sup | FN ( x; ω ) − F ( x) |= sup | FN (r; ω ) − F (r ) | ,

x∈R r∈Q
amitom DN (ω ) statistika aseve SemTxveviTi sididea da, Sesa-

bamisad, SeiZleba vilaparakoT mis ganawilebaze.
davuSvaT, mTeli M ≥ 2 da k = 1, 2,..., M − 1 . gansazRvroT
ricxvebis mimdevroba
xM ,k = min{x ∈ R : k / M ≤ F ( x)} ,
vuSvebT aseve xM ,0 = −∞ , xM , M = +∞ .
davuSvaT, intervali [ xM ,k , xM ,k +1 ) ≠ ∅ da x ekuTvnis am in-
tervals. maSin cxadia
FN ( x; ω ) − F ( x) ≤ FN ( xM ,k +1 − 0) − F ( xM ,k ) =
= [ FN ( xM ,k +1 − 0) − F ( xM , k +1 − 0)] + [ F ( xM ,k +1 − 0) − F ( xM ,k )] ≤
≤ FN ( xM , k +1 − 0) − F ( xM ,k +1 − 0) + 1 / ν .
analogiurad, isev Tu davuSvebT, rom x ∈ [ xM , k , xM ,k +1 ) ,

maSin vipoviT, rom
FN ( x; ω ) − F ( x) ≥ FN ( xM , k ; ω ) − F ( xM ,k ) − 1 / M .
amrigad, TiToeuli x ∈ R -sTvis
| FN ( x; ω ) − F ( x) |≤ max {| FN ( xM ,k ; ω ) − F ( xM , k ) |,
1≤ k ≤ M −1
1≤l ≤ M −1
| FN ( xM ,l − 0; ω ) − F ( xM ,l − 0) |} + 1 / M ,
da, maSasadame, P-T.a.
lim sup | FN ( x; ω ) − F ( x) | ≤ 1 / M .
n →∞ x
aqedan, M-is nebismierobis gamo, miviRebT sasurvel (5) de-

bulebas. □
glivenkos da kantelis Teorema, romelic maTematikuri
statistikis erT-erTi fundamenturi Teoremaa, amtkicebs
(rogorc ukve iyo aRniSnuli) principul SesaZleblobas (da-
moukidebel erTnairad ganawilebul) ξ1 , ξ 2 ,... sidideebze dak-
virvebebis saSualebiT SevamowmoT is, rom am sidideTa ganawi-
lebis funqciaa swored F = F ( x) funqcia. sxvanairad rom
vTqvaT, es Teorema iZleva garantias, davadginoT `Teoriisa
da eqsperimentis~ SeTanxmebulobis SesaZlebloba.
3. miuxedavad am Teoremis aRniSnuli principuli mniSvne-
lovnebisa, igi ar pasuxobs kiTxvas gadaxris DN (ω ) sididis
nulisken (rodesac N → ∞ ) krebadobis siCqaris Sesaxeb da,
amdenad, ar iZleva saSualebas, SevafasoT, ramdenad sarwmu-
noa, rom dakvirvebebis Sedegebi `modis~ (damoukidebeli) Sem-
TxveviTi sidideebidan, romlebsac TavianT hipotetur gana-
wilebis funqciad aqvT: F = F ( x) , x ∈ R , funqcia.
centraluri zRvariTi Teoremidan gamomdinareobs, rom
yoveli fiqsirebuli x ∈ R -sTvis.
law
N ( FN ( x; ω ) − F ( x)) ⎯⎯→ N (0, F ( x)[1 − F ( x)]) , (6)
rac niSnavs N ( FN ( x; ω ) − F ( x)) sidideebis ganawilebebis kre-

badobas normaluri ganawilebisken nulovani saSualoTi da
dispersiiT F ( x) (1 − F ( x)) .
ufro sainteresoa, ra Tqma unda, miviRoT zRvruli gana-
wileba (Tanabari) statistikisaTvis
DN (ω ) = sup FN ( x; ω ) − F ( x)
x
an, vTqvaT, monaTesave statistikisTvis
DN+ (ω ) = sup( FN ( x; ω ) − F ( x)) . (7)

x
Semdegi dakvirveba (a.n. kolmogorovis) aris sakvanZo am

statistikebis zRvruli ganawilebis povnisTvis.
lema 1. davuSvaT, Å uwyveti F = F ( x) ganawilebebis kla-
sia.
TiToeuli N ≥ 1 -sTvis DN (ω ) statistikebis albaTuri
ganawileba erTi da igivea yvela F ∈ Å -sTvis. analogiuri
mtkicebuleba samarTliania DN+ statistikisTvisac.
damtkiceba. davuSvaT, η1 ,η2 ,... mimdevrobaa erTnairad ga-
nawilebuli SemTxveviTi sidideebisa, romlebsac Tanabari ga-
nawileba aqvT (U = U ( x)) [0,1] -ze: Ρ{η1 ≤ x} = x , 0 ≤ x ≤ 1 .
lemis mtkicebuleba gamomdinareobs iqidan, rom rogorc aR-
moCnda, yoveli uwyveti F = F ( x) funqciisTvis sup FN ( x; ω ) − F ( x)
x
statistikis ganawileba emTxveva sup U N ( x; ω ) − U ( x) -is ganawi-

x
lebas, sadac funqcia
N
U N ( x; ω ) = N −1  I (η (ω ) ≤ x)
k =1
k
aris η1 ,..,η N sidideebis empiriuli ganawilebis funqcia.

aRvniSnoT A-Ti F = F ( x) ganawilebis funqciebis mudmi-
vobis intervalebis I = [a, b] , −∞ < a < b < ∞ , simravle, e.i.
vTqvaT, Ρ{ξ1 ∈ I } = 0 .
maSin
DN (ω ) = sup FN ( x; ω ) − F ( x) = sup FN ( x; ω ) − F ( x) .
x∈R x∈ A
ηk = F (ξ k ) sidideebisa da empiriuli ganawilebis funqci-

ebis
N
1
U N ( x; ω ) =
N  I (η (ω ) ≤ x)
k =1
k
SemotaniT, vpoulobT, rom x ∈ A -sTvis

N N
1 1
U N ( F ( x); ω ) =
N  I ( F (ξ
k =1
k (ω )) ≤ F ( x)) =
N  I (ξ (ω ) ≤ x) = F
k =1
k N ( x; ω ) ,
vinaidan aseTi x-ebisTvis {ω : ξ k (ω ) ≤ x} = {ω : F (ξ k (ω )) ≤ F ( x)} .

amrigad,
DN (ω ) = sup FN ( x; ω ) − F ( x) = sup U N ( F ( x); ω ) − F ( x) =
x∈A x∈ A
Ρ− T.a.
sup U N ( F ( x); ω ) − F ( x) = sup U N ( y; ω ) − y = sup U N ( y; ω ) − y ,
x∈R y∈(0,1) y∈[0,1]
Ρ− T.a.
sadac bolo toloba ( = ) gamomdinareobs iqidan, rom
Ρ{η1 = 0} = Ρ{η1 = 1} = 0 . (8)
axla vaCvenoT, rom η1 SemTxveviT sidideebs aqvT Tanaba-

ri ganawileba ([0,1]-ze). am mizniT aRvniSnoT ( y ∈ (0,1) -sTvis)
x( y ) = inf{x ∈ R : F ( x) ≥ y} .
maSin vpoulobT, rom F ( x( y )) = y , y ∈ (0,1) da
Ρ{η1 ≤ y} = Ρ{F (ξ1 ) ≤ y} = Ρ{F (ξ1 ) ≤ F ( x( y ))} = Ρ{ξ1 ≤ x( y )} = F ( x( y )) = y .
(8)-sTan erTad es amtkicebs, rom SemTxveviT sidides η1

(da e.i. TiToeuls η2 ,η3 ,... sidididan) aqvs Tanabari ganawile-
ba [0,1]-ze. □
4. dadgenili lema aCvenebs, rom DN da DN+ statistikebis

zRvruli ganawilebis povnisTvis ( ξ1 , ξ 2 ... dakvirvebebisaTvis
uwyvet ganawilebaTa F = F ( x) funqciebis Å-klasSi) sakmari-
sia Tavidanve davuSvaT, rom ξ1 , ξ 2 , ... aris damoukidebeli er-
Tnairad ganawilebuli SemTxveviTi sidideebi Tanabari gana-
wilebiT [0,1]-ze.
davafiqsiroT raime N ≥ 1 da davalagoT (yoveli ω ∈ Ω -
sTvis) sidideebi ξ1 , ξ 2 ...ξ N maTi zrdis mixedviT. aRvniSnoT es
axali sidideebi (rigobrivi statistikebi) ξ1( N ) , ξ 2( N ) ,..., ξ N( N )
simboloebiT, sadac ξ1( N ) = min(ξ1 , ξ 2 ,...ξ N ),.., ξ N( N ) = max(ξ1 , ξ 2 ,...ξ N )
(albaToba ori aseTi dalagebuli sididis damTxvevisa udris
nuls).
aviRoT
N
1
U N ( y; ω ) =
N  I (ξ
k =1
k (ω ) ≤ y) . (9)
gvaqvs
DN (ω ) = max U N ( y; ω ) − y . (10)
y∈R
advilia imis danaxva, rom marjvena mxaris maqsimaluri

mniSvnelobis miRweva SesaZlebelia mxolod U N ( y; ω ) ganawi-
lebis funqciis naxtomebis wertilebSi, e.i. wertilebSi
ξ1( N ) , ξ 2( N ) ,..., ξ N( N ) . amrigad,
k
DN (ω ) = max − ξ k( N ) . (11)
k≤N N
aqedan gamomdinarebs, rom DN (ω ) statistikis ganawile-

bis povnisTvis saWiroa ξ1( N ) , ξ 2( N ) ,..., ξ N( N ) rigobrivi statistike-
bis erToblivi ganawilebis codna.
am ganawilebis povnis mizniT ganvixiloT mimdevroba

ς1 , ς 2 ,... damoukidebeli eqsponencialurad ganawilebuli
( Ρ{ς k > x} = e − x ) SemTxveviTi sidideebisa da vTqvaT,
S n = ς1 + ς 2 + ... + ς n , n ≥ 1 .
lema 2. (ξ1( N ) , ξ 2( N ) ,..., ξ N( N ) ) veqtoris erToblivi ganawileba
emTxveva
 S1 S S 
 , 2 ,..., N  .
 S N +1 S N +1 S N +1 
veqtoris erTobliv ganawilebas.

damtkiceba. erTi mxriv, 0 ≤ y1 ≤ ... ≤ yN ≤ 1 -isaTvis
Ρ{ξ1( N ) ∈ dy1 ,..., ξ N( N ) ∈ dy N } =  Ρ{ξ k1 ∈ dy1 ,..., ξ k N ∈ dy N } , (12)
sadac ajamva xdeba (1,..., N ) ricxvebis yvela (k1 ,..., k N ) gadanac-

vlebebiT. (12)-Si da aseve SemdgomSi gamoiyeneba `diferencia-
luri~ formis ramdenadme Tavisufali Canaweri, romelsac
Zneli araa mivceT zusti azri.
(12)-is marjvena mxares sidideebi ξ k1 ,..., ξ kN damoukidebe-
lebi da Tanabrad ganawilebulebia [0,1]-ze. (1,..., N ) ricxvebis
gadanacvlebaTa raodenoba udris N!, amitom marjvena mxare
(12)-Si udris N! dy1...dy N . Sesabamisad, Tu ( y1 ,..., yn ) ∈ Δ N , sadac
Δ N = { y1 ∈ [0,1],..., y N ∈ [0,1] :0 ≤ y1 ≤ ... ≤ y N ≤ 1} , maSin
Ρ{ξ1( N ) ∈ dy1 ,..., ξ N( N ) ∈ dy N } = N !dy1...dyN . (13)
Tuki ( y1 ,..., yn ) ∉ Δ N , maSin
Ρ{ξ1( N ) ∈ dy1 ,..., ξ N( N ) ∈ dy N } = 0 . (14)

vaCvenoT axla, rom meore mxriv, zustad aseve
 S S 
Ρ  1 ∈ dy1 ,..., N ∈ dy N  =
 S N +1 S N +1 
(15)
 N !dy1...dy N , ( y1 ,..., y N ) ∈ Δ N ,
=
0, ( y1 ,..., y N ) ∉ Δ N .
am mizniT ganvixiloT S1 ,..., S N +1 SemTxveviTi sidideebis

erToblivi ganawileba.
Tu ( x1 ,..., xN +1 ) ∈ Δ N +1 , maSin vpoulobT, rom
Ρ{S1 ∈ dx1 , S2 ∈ dx2 ,..., S N +1 ∈ dxN +1} =

= Ρ{ς1 ∈ dx1 , ς 2 ∈ dx2 − x1 ,..., ς N +1 ∈ dxN +1 − xN } = (16)
− x1 − ( x2 − x1 ) − ( xN +1 − xn ) − xN +1
=e e ...e dx1...dxN +1 = e dx1...dxN +1.
Tuki ( x1 ,..., xN +1 ) ∉ Δ N +1 , maSin
Ρ{S1 ∈ dx1 , S2 ∈ dx2 ,..., S N +1 ∈ dxN +1} = 0 . (17)
vinaidan S N +1 = ς1 + ... + ς N +1 , sadac ς1 ,..., ς N +1 damoukidebeli

eqsponencialurad ganawilebuli SemTxveviTi sidideebia,
amitom (amocana 3)
xNN +1e− xN +1
Ρ{S N +1 ∈ dxN +1} = dxN +1 . (18)
N!
(16) da (18)-dan vpoulobT, rom ( x1 ,..., xN +1 ) ∈ Δ N +1 -sTvis
Ρ( S1 ∈ dx1 ,..., S N ∈ dxN | S N +1 ∈ dxN +1 ) = N ! xN− N+1dx1...dxN . (19)
Tuki ( x1 ,..., xN +1 ) ∉ Δ N +1 , maSin (19)-Si marcxena mxare udris

nuls. Sedegad vxedavT, rom
 S S 
Ρ  1 ∈ dy1 ,..., N ∈ dy N S N +1 = xN +1  =
 S N +1 S N +1 
 N !dy1...dy N , ( y1 ,..., y N ) ∈ Δ N ,
=
0, ( y1 ,..., y N ) ∉ Δ N ,
da marjvena mxaris xN +1 -sgan, damoukideblobis ZaliT,

vrwmundebiT warmodgena (15)-is samarTlianobaSi, romlis Se-
dareba (13), (14)-Tan amtkicebs lemis samarTlianobas.
am lemidan gamomdinareobs, rom
d Sk k
N DN (ω ) = max − , (20)
k≤N S N +1 N
d
sadac toloba = niSnavs marcxena da marjvena mxaris sidide-
ebis ganawilebiT damTxvevas.
(20)-dan
d N Sk − k k S N +1 − N
N DN (ω ) = max − . (21)
S N +1 k≤N N N N
es gamosaxulebebi metad mosaxerxebelia N DN (ω ) sidi-

deebis (roca N → ∞ ) yofaqcevis gamosakvlevad.
N
vinaidan → 1 (P- T.a.), amitom t ∈ [0,1] -sTvis Tu avi-
S N +1
RebT
S[ Nt ] − [ Nt ]
X t( N ) = ,
N
vpoulobT, rom
 
lim Ρ{ N DN (ω ) ≤ y} = lim Ρ  sup X t( N ) − tX 1( N ) ≤ y  .
N →∞ N →∞  0 ≤t ≤1 
amiT N DN (ω ) sididis zRvruli ganawilebis sakiTxi da-

iyvaneba sup X t( N ) − tX 1( N ) sididis, zRvruli yofaqcevis (gana-
0≤t ≤1
wilebiT) Seswavlaze, rodesac N → ∞ .
TiToeuli fiqsirebuli t ∈ [0,1] -sTvis X t( N ) sidideebis
zRvruli ganawileba, centraluri zRvariTi Teoremis (Teo-
rema 1 §4-Si) Sesabamisad, emTxveva Bt sididis ganawilebas, ro-
melic aris gausis ΕBt = 0 da ΕBt2 = t .
sinamdvileSi SeiZleba ufro metis mtkiceba. marTlac,
ganvixiloT §13-Si Semotanili (T. II) brounis moZraobis pro-
cesi (vineris procesi) B = ( Bt )0≤t ≤1 . aseTi procesi iq gansazR-
vruli iyo rogorc gausis procesi, romlisTvisac B0 = 0 ,
ΕBt = 0 da kovariaciis funqcia ΕBs Bt = min( s, t ) . ase rom, Teo-
rema 1-is SeniSvna 3-is (§8-Si Tavi VII Sesabamisad, ( X t(1N ) ,..., X t(kN ) )
sidideebis erToblivi ganawileba Pt1(,...,

N)
tk sustad ikribeba
Bt1 ,..., Btk sidideebis erToblivi ganawilebisken Pt1 ,...,tk (susti

krebadobis Sesaxeb ixile §§1,2). amitom, bunebrivia, movelo-
deT, rom sup X t( N ) − tX 1( N ) sididis ganawileba agreTve ikribe-
0≤t ≤1
ba sup Bt − tB1 sididis ganawilebisaken.

0≤ t ≤1
sazogadod, yvela sasrulganzomilebiani ganawilebis
susti krebadoba Pt1(,...,
N)
tk → Pt1 ,...,tk , 0 ≤ t1 < t2 < ... < tk = 1 , k ≥ 1 (e.i.
f
krebadoba P ( N )  P amocana 3 §1-dan aRniSvnebSi) jer kidev ar
aris sakmarisi (ix. p. 5 §1-Si) f ( X ( N ) ) = sup X t( N ) − tX 1( N ) funqci-
0 ≤t ≤1
onalebis ganawilebebis krebadobisTvis f ( X ) = sup X t − tX1

0≤t ≤1
funqcionalisken, sadac X t = Bt brounis moZraobaa, 0 ≤ t ≤ 1 .

Tumca am SemTxvevaSi es namdvilad asea da is gamomdinare-

obs Semdegi ganxilvebidan.
X ( N ) procesebis traeqtoriebi ekuTvnis D = D[0,1] siv-
rces, xolo X-is traeqtoriebi — C = C[0,1] ⊆ D sivrces (ix. pp.
6 da 7 §2-Si, Tavi II). D sivrceSi SeiZleba `proxorovis ρ met-
rikis~ Semotana ([5, Tavi 3]-Si ρ aRniSnulia d0-iT, [87, Tavi VI]-
Si ρ = δ ), romlis mimarT metruli sivrce ( D, D, ρ ) xdeba po-
lonuri, e.i. sruli separabeluri sivrce (sivrce ( D, D, ρ )
`skoroxodis metrikiT~ d, romelic gansazRvrulia p. 7, §2,
Tavi II, iqneba mxolod separabeluri da proxorovis Teoremis
Semdgomi gamoyenebisaTvis §2-dan, Tavi III kidev saWiroa `sim-
kvrive~).
ρ metrikis mimarT funqcionali f ( x) = sup xt − tx1
0 ≤t ≤1
(romelic, cxadia, emTxveva, sup xt − tx1 ) sadac x = ( xt )0≤t ≤1 ∈ D ,

0≤ t <1
d f ( X ) krebadobis (e.i. gana-
aris uwyveti da amitom f ( X ) ⎯
→ (N)
wilebiT krebadobis) dasamtkiceblad sakmarisia (amocana 2)

davamtkicoT mxolod susti krebadoba P ( N ) → P (( D, D, ρ )-Si).
am krebadobis dadgenis Cveulebrivi procedura, rome-
lic uSualod inicirebulia proxorovis TeoremiT, efuZneba
Semdegi implikaciis (amocana 3; ix. aseve aRniSvnebi
amocana 3-Si §1) samarTlianobas:
f
([ P ( N )  P] ⊗ [simkvrive {P ( N ) }] ⊗
w
⊗ [klasi K0 ( D) aris ganmsazRvreli})  ( P ( N ) → P) (22)
(aq K0 ( D) — cilindruli simravleebis klasia; p. 5, §1-Si).

ganxilul SemTxvevaSi gvaqvs sasrulganzomilebiani
f
ganawilebebis krebadoba P ( N )  P da cilindruli simravlee-
bis K0 ( D) klasi namdvilad aris ganmsazRvreli (p. 7 §2 Tavi II).

(22) implikaciis gamoyenebaSi yvelaze rTulia, ra Tqma unda,
imis Semowmeba, rom zomebis ganxiluli ojaxi {P ( N ) } mkvrivia.
es Semowmeba emyareba D -Si im kompaqturi simravleebis daxa-
siaTebas, romlebic Sedian zomebis ojaxis simkvrivis gan-
sazRvrebaSi (formula (1) §2-Si), rac scildeba am wignis sazR-
vrebs (Sesabamisi damtkicebebi ix. [5, Teorema 15.2] da [87, Tavi
VI, 321]).
am ganxilvebis bolos SevniSnoT, rom arsebobs sxva gzac
d f ( X ) krebadobis dasadgenad, romelic mdgomareobs
f ( X (N) ) ⎯
→
SemdegSi: wyvetili X ( N ) procesebis aproqsimacia SesaZlebelia
iseTi uwyveti X ( N ) procesebiT, rom sup X t( N ) (ω ) − X t( N ) (ω ) ≤ ε
0≤t ≤1
nebismieri ε > 0 yvela sakmarisad didi N-isaTvis da yvela
ω ∈ Ω -sTvis. amitom sakmarisia davamtkicoT mxolod kreba-
d f ( X ) , rac ramdenadme martivia, vinaidan maSin
doba f ( X ( N ) ) ⎯
→
SeiZleba operireba ara D sivrciT, aramed ufro martivi C
sivrciT, romelSic `simkvrivis~ kriteriumi (5, Tavi ], [87,
Tavi VI]), ganxilul SemTxvevaSi mainc, advilad Semowmebadia.
5. aviRoT Bt = Bt − tB1 , 0 ≤ t ≤ 1 . es procesi gausisaa, B0 = 0 ,
ΕBt = 0 da ΕBs Bt = min( s, t ) − st . p. 7 §13 Tavi II-Si am process vu-
wodeT pirobiTi vineris procesi an brounis xidi.
amrigad, wina ganxilvebidan mivdivarT aseT daskvnamde:
 
lim Ρ{ N DN (ω ) ≤ y} = Ρ  sup Bt ≤ y  , (23)
N →∞ 0≤t ≤1 
sadac B = ( Bt )0≤t ≤1 brounis xidia.

brounis moZraobis Teoriidan cnobilia (ix., magaliTad,
 
[5, Tavi 2], §11), rom ganawileba K ( y ) = Ρ  sup Bt ≤ y  , romelsac
0≤t ≤1 
uwodeben kolmogorovis ganawilebas, ganisazRvreba Semdeg-

nairad:
∞
 (−1)
2 2
K ( y) = k
e −2k y
, y ≥ 0. (24)
k = −∞
amrigad, samarTliania Semdegi rezultati (a.n. kolmogo-

rovi):
lim Ρ{ N DN (ω ) ≤ y} = K ( y ) , y ≥ 0 . (25)
N →∞
analogiuri msjelobiT SeiZleba Cveneba, rom
 
lim Ρ{ N DN+ (ω ) ≤ y} = Ρ  sup Bt ≤ y  . (26)
N →∞ 0≤t ≤1 
sup Bt sididis ganawileba ufro martivia, vidre sup Bt

0≤t ≤1 0≤ t ≤1
sididis ganawileba da mas Semdegi saxe aqvs (ix. [5, Tavi 2, §11]):
  2
Ρ  sup Bt ≤ y  = 1 − e−2 y , y ≥ 0 (27)
0≤t ≤1 
amrigad, adgili aqvs Semdeg rezultats (n.v. smirnovi):
2
lim Ρ{ N DN+ (ω ) ≤ y} = 1 − e−2 y , y ≥ 0 (28)
N →∞
6. SevCerdeT imaze, Tu rogor iZleva SesaZleblobas (25)

rezultatis codna, sadac K(y) ganisazRvreba formuliT (24),
mogvces eqsperimentis TeoriasTan Tanxmobis kriteriumi. am
mizniT moviyvanoT jer K(y) ganawilebis funqciis mniSvnelo-
baTa mcire cxrili:
y K(y) y K(y) y K(y)

1.10 0.822282 2.10 0.999705
0.28 0.000001 1.20 0.887750 2.20 0.999874
0.30 0.000009 1.30 0.931908 2.30 0.999949
0.40 0.002808 1.40 0.960318 2.40 0.999980

0.50 0.036055 1.50 0.977782 2.50 0.9999925
0.60 0.135718 1.60 0.988048 2.60 0.9999974
0.70 0.288765 1.70 0.993828 2.70 0.9999990
0.80 0.455857 1.80 0.996932 2.80 0.9999997
0.90 0.607270 1.90 0.998536 2.80 0.99999990
1.00 0.730000 2.00 0.999329 3.00 0.99999997
Tu N sakmaod didia, maSin SeiZleba CavTvaloT, rom K(y)

iZleva karg miaxloebas Ρ{ N DN (ω ) ≤ y} mniSvnelobebisaTvis.
bunebrivia, Tu N DN (ω ) sidideebi, romlebic daTvlilia
ξ1 (ω ),..., ξ N (ω ) -is empiriuli mniSvnelobebiT, aRmoCndebian di-
debi, maSin hipoTeza imis Sesaxeb, rom (hipoTeturi) albaTo-
baTa ganawileba am sidideebis aris marTlac (uwyveti) fun-
qcia F = F ( x) , unda uarvyoT.
moyvanili cxrili iZleva warmodgenas amgvarad gamotani-
li daskvnebis saimedobis xarisxze. Tu, vTqvaT,
N DN (ω ) > 1.80 , maSin (vinaidan K (1.80) = 0.996932 ) SeiZleba vam-
tkicoT, rom aseT xdomilebas aqvs albaToba, romelic daax-
loebiT tolia 0.003068 ( = 1.000000 – 0.996932). iTvleba ra, rom
xdomileba aseTi mcire albaTobiT ( = 0.003068) praqtikulad
ararealizebadia, Cven mivdivarT im daskvnamde, rom hipoTeza
imis Sesaxeb, rom ganawileba Ρ{ξ1 ≤ x} = F ( x) , sadac F ( x)
swored is funqciaa, romelic monawileobs DN (ω ) sidideebis
gaTvlaSi, unda iyos uaryofili. Tuki N DN (ω ) ≤ 1.80 , maSin
Cven SeiZleba vTqvaT (did ricxvTa kanonze dayrdnobiT), rom
`Teoriis Tanadoba eqsperimentTan~ Sesruldeba 996932 aseT
SemTxvevaSi 1000000-dan.
SeniSvna. mniSvnelovania xazi gaesvas imas, rom Tanxmobis
kriteriumebis gamoyenebis dros, romlebic efuZnebian kol-
mogorovis ganawilebas an smirnovis ganawilebas, igulisxmeba,
rom ganawilebis F = F ( x) funqcia (romlis testireba xdeba)

sruladaa specificirebuli. es kriteriumebi àr muSaoben~,
Tu, vTqvaT, cnobilia mxolod is, rom funqcia F = F ( x) ekuT-
vnis θ ∈ Θ parametrze damokidebuli ganawilebebis G ( x;θ )
funqciebis raime parametrul ojaxs Æ = {[G = G ( x;θ ); θ ∈ Θ}
(yoveli θ -sTvis G ( x;θ ) iTvleba srulad gansazRvrulad). am
SemTxvevaSi TavisTavad Cndeba Semdegi gza imis Semowmebisa,
rom empiriuli monacemebi eTanadebian imas, rom realuri ga-
nawilebis funqciaa F ∈ Å : jer N dakvirvebiT unda avagoT θ
parametris Sefaseba θ = θ (ω ) , Semdeg SevadginoT sidide
N N
N sup FN ( x; ω ) − G ( x;θN (ω )) da ise miviRoT gadawyvetileba,

x∈R
rogorc es gakeTebuli iyo zemoT moyvanil magaliTSi. samwu-
xarod, ganawilebis funqcia G ( x; θˆ (ω )) iqneba SemTxveviTi da
N
N sup FN ( x; ω ) − G ( x;θN (ω )) statistikis ganawileba ar iqneba,

x∈R
sazogadod rom vTqvaT, kolmogorovis K = K ( y ) ganawilebiT
mocemuli.
imis Sesaxeb, mainc rogor unda SevamowmoT hipoTeza
F ∈ Æ , ix. [132].
7. amocanebi
1. daamtkiceT formula (18);
w
2. daamtkiceT, rom P ( N ) ⎯→ P ( ( D, D, ρ ) -Si) iwvevs krebado-
d
bas f ( X ( N ) ) ⎯
→ f (X ) .
3. daamtkiceT (22) implikaciis samarTlianoba.

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albaToba — 1

mTargmnelebi: besarion doWviri

А.Н. Ширяев, Вероятность – 1 (Элементарная теория вероятностей, Математи-

 ivane javaxiSvilis saxelobis Tbilisis

11. aCveneT, rom Tu P(A|C)>P(B|C) da Ρ( A | C ) > Ρ( B | C ) , maSin

§ 4. SemTxveviTi sidideebi da maTi maxasiaTeblebi

1. vTqvaT, (Ω, A, P) raime eqsperimentis albaTuri modelia

qvemoT Semotanili (da SemdegSi — ufro zogadi saxiT)

aq ξ (ω ) azrobrivad aris `gerbis~ ricxvi ω SedegSi.

albaTobebis ganawileba SemTxveviTi sididis mniSvnelobaTa

Pξ ( x) = Cnx p x q n− x , x = 0,1..., n. (2)

Tu CavTvliT, rom x1<x2<...<xm, da davuSvebT, rom Fξ ( x0 ) = 0,

SemTxveviT sidideebTan erTad xSirad ganixileba Sem-

2. vTqvaT, ξ1 ,..., ξ r SemTxveviTi sidideebis raime erToblio-

gansakuTrebiT mniSvnelovania damoukidebeli ξ da η

Ρ{ξ = xi , η = y j } = Ρ{ξ = xi } Ρ{η = y j }.

Tu, magaliTad, ξ da η damoukidebeli bernulis SemTxve-

sadac A1 , ..., Ak simravleebi qmnis Ω sivrcis dayofas (e.i. isini

da Segvxvdes miaxloebiT npi-jer, i=1, ..., k (sasargeblo iqneba

kuri lodini anu saSualo mniSvneloba ewodeba ricxvs

Tu gavixsenebT Fξ = Fξ (x) ganawilebis funqciis ganmarte-

vidre gadavalT maTematikuri lodinis Tvisebebis Seswav-

sadac B1 + ... + Bl = Ω , magram x′j -ebs Soris sazogadod SeiZleba

modgenaze, sadac yvela xi gansxvavebulia. marTlac,

5. CamovayaliboT maTematikuri lodinis ZiriTadi Tvise-

Tviseba 3) gamomdinareobs 1) da 2) Tvisebebidan. Tviseba 4)

sadac Cven visargebleT imiT, rom damoukidebeli ξ da η Sem-

vTqvaT, Εξ 2 > 0, Εη 2 > 0. davuSvaT

Tu, magaliTad, Εξ 2 = 0 , es imas niSnavs, rom  x Ρ( A ) = 0

da, Sesabamisad, ξ SemTxveviTi sididis mniSvnelobebs Soris

Tumca, pirvel xerxs ufro Cqara mivyavarT rezultatam-

— aris ξ (ω ) -s raime funqcia. Tu B j = {ω : ϕ (ξ (ω )) = y j }, maSin

magram cxadia agreTve, rom ( I A j (ω ) = I ( A j ))

amitom (9)-sTan erTad ϕ = ϕ (ξ ) SemTxveviTi sididis maTematiku-

7. Semdegi mniSvnelovani cneba — ξ SemTxveviTi sididis

kovariaciisTvis SemoRebuli aRniSvnis gaTvaliswinebiT vpou-

kerZod, Tu ξ1 , ..., ξ n sidideebi wyvil-wyvilad damoukidebelia

magaliTi 5. Tu ξ bernulis SemTxveviTi sididea mniSvne-

vaCvenoT, rogor vipovoT optimaluri Sefaseba wrfivi

sadac AΔB aris A da B simravleebis simetriuli sxvaoba, e.i.

3. vTqvaT, ξ1 , ..., ξ n damoukidebeli bernulis SemTxveviTi

Ρ{ξ1 + ... + ξ n > 1} = O(Δ2 ).

5. vTqvaT, ξ aris SemTxveviTi sidide Fξ (x) ganawilebis

6. vTqvaT, Pξ ( x) = Ρ{ξ = x} da Fξ ( x) = Ρ{ξ ≤ x}. aCveneT, rom a>0-

vTqvaT, ξ + = max(ξ , 0). maSin

Semdegi formula Ρ ( B0 ) = 1 − S1 + S 2 − ⋅ ⋅ ⋅ + ( −1) n S n amocana 5 §1-dan.

sadac Fξ ,...,ξ ( x1 ,..., xn ) = Ρ{ξ1 ≤ x1 ,..., ξ n ≤ xn }.

12. aCveneT, rom ξ SemTxveviTi sidide ar aris damokide-

§ 5. bernulis sqema I. did ricxvTa kanoni

1. zemoT mocemuli gansazRvrebebis Sesabamisad, sameuls

A = { A : A ⊆ Ω}, Ρ({ω}) = p  i q  i ( = p(ω ))

ewodeba albaTuri modeli, romelic Seesabameba n damoukide-

26. binomuri ganawilebis ganxilvis dros fiqsirdeba

1. davuSvaT, rom (Ω, F ) raime zomadi sivrcea da ( R, B ( R))

SemTxveviTi sididis umartivesi magaliTia nebismieri

sadac  A = Ω, A ∈ F , vuwodebT diskretuls. Tuki (2)-Si jami

sasrulia, maSin aseT SemTxveviT sidides vuwodebT martivs.

sadac p ( xk ) = Ρ{ξ = xk } = ΔFξ ( xk ).

(integrali gvesmis rimanis azriT, ufro zogad SemTxvevaSi ki

amrigad, Tu ξ SemTxveviTi sididea, maSin iseTi funqcie-

mniSvnelobebs iReben gafarToebul ricxviT RerZze

uSualod mowmdeba, rom agebuli ξ n (ω ) mimdevroba iseTia, rom

{ω : inf ξ n < x} = {ω : ξ