Kurs_vysshei_matematiki_UP_Berkov_N.A._2007-2
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ξn |
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lim P |
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ζn − An |
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= 0, 5 + Φ(x), |
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ζn = ξ1 + . . . + ξn, An = M (ζn) = M (ξi) = |
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i=1 |
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Bn2 = D(ζn) = i=1 D(ξi) = i=1 bi2, |
Φ(x) = |
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e− |
2 |
dt. |
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ξ1, ξ2, . . . |
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D(ξ1), D(ξ2), . . . |
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ξi − M (ξi) 2+δ |
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M |
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δ > 0 |
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2+δ |
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i=1 D(ξi) |
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ζn − An
Bn
k
ξ
μk = M ξ − M (ξ) k.
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= M ξ |
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M |
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= M (ξ) − M (ξ) = 0, |
μ1 = M ξ − M (ξ) = M (ξ) |
− M M (ξ) |
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2 = |
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μ |
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(ξ) |
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σ2. |
ξ
νk = M (ξk).
ν1 = M (ξ)
μ2 = ν2 − ν12,
D(ξ) = M (ξ2) − M (ξ) 2, μ3 = ν3 − 3ν1ν2 + 2ν13.
μ3 = M ξ − M (ξ) 3 = M ξ3 − 3ξ2M (ξ) + 3ξ M (ξ) 2 − M (ξ) 3 =
=M (ξ3 − 3ξ2ν1 + 3ξν12 − ν13) = M (ξ3) − 3ν1M (ξ2) + 3ν12M (ξ) − ν13 =
=ν3 − 3ν1ν2 + 3ν1ν1 − ν13 = ν3 − 3ν1ν2 + 2ν13.
μ4 = ν4 − 4ν3ν1 + 6ν2ν12 − 3ν14
ξ
A = |
μ3 |
= |
M ξ − M (ξ) 3 |
. |
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μ23/2 |
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D(ξ) |
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Fn,k |
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n, |
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Fn,k 0 |
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Γ |
m + k |
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x n2 −1 1 + |
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− 2 |
x 0, |
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x < 0. |
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ϕ(x) = |
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ξ M (ξ) = 4, D(ξ) = 25.
√ a = 4
σ = |
D(ξ) = |
25 = 5 |
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1 |
e−(x−4) |
2 |
/50. |
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ϕ(x) = |
√ |
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5 |
2π |
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ξ
a = 0, σ = 1
P (−2 < ξ < 3) P (ξ < 1) P (ξ > 3)
a = 0, σ = 1, x1 = −2, x2 = 3 |
− 0 |
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−2 − 0 |
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P ( 2 < ξ < 3) = Φ( |
3 |
) |
− |
Φ( |
) = Φ(3) |
− |
Φ( |
− |
2) = |
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− |
1 |
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1 |
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= Φ(3) + Φ(2) ≈ 0, 499 + 0, 477 = 0, 976.
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2) = Φ(2) |
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Φ(3) Φ(2) |
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1 |
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0 |
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Φ(−0 |
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P (ξ < 1) = P (−∞ < ξ < 1) = Φ( |
− |
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) − Φ( |
−∞− |
) = Φ(1) + Φ(+∞) |
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1 |
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P = 0, 226 + 0, 500 = 0, 726. |
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P (ξ > 3) = P (3 < ξ < +∞) = Φ( |
∞1−0 |
) − Φ( |
3−1 |
0 |
) = Φ(+∞) − Φ(3) = |
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= 0, 500 − 0, 499 = 0, 001. |
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ξ |
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a = 3, σ = 2 |
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P (2 < ξ < 3) |
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P (|ξ − 3| < 0, 1). |
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P (2 < ξ < 3) = Φ( |
3 − 3 |
) |
− |
Φ( |
2 − 3 |
) = Φ(0) |
− |
Φ(0, 5) = |
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2 |
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2 |
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= Φ(0) + Φ(0, 5) = 0 + 0, 192 = 0, 152, |
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a = 3 |
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|ξ − 3| < |
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< 0, 1 |
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ε = 0, 1 |
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0, 1 |
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P (|ξ − 3| < 0, 1) = 2Φ( |
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) = 2Φ(0, 05) = 2 · 0, 02 = 0, 04. |
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2 |
ξ
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M (ξ) = 3, 8, σ(ξ) = 0, 6. |
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ξ |
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P (4 < ξ < 6) = Φ( |
6 − 3, 8 |
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− |
Φ( |
4 − 3, 8 |
) = |
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0, 6 |
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0, 6 |
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= Φ(3, 67) − Φ(0, 33) = 0, 500 − 0, 129 = 0, 371. |
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1 − 0, 371 = |
= 0, 629. |
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ξ |
0, 62943 ≈ 0, 2489. p = 1 − 0, 249 = 0, 751
ξ a = 8, 46
a
P (8, 49 < ξ < 8, 52) = P (8, 40 < ξ < 8, 43) = 0, 25
ξ
4%
6% a
σ
a |
a |
0, 5 − 0, 04 = 0, 46 |
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0, 5 − 0, 06 = 0, 44
P (78 < ξ < a) = Φ(0) − Φ( 78 − a) = 0, 46,
σ
P (a < ξ < 84) = Φ( |
84 − a |
) |
− |
Φ(0) = 0, 44 |
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σ |
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Φ(0) = 0 |
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Φ( |
78 − a |
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− |
0, 46, |
Φ( |
84 − a |
) = 0, 44. |
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σ |
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σ |
(78 − a)/σ = −1, 75, (84 − a)/σ = 1, 28. σ = 1, 98, a = 81, 47
ξ
a = 15 σ = 0, 4 P
±0, 8
ε = 0, 8
P (|ξ − 15| < 0, 8) = 2 · Φ( 00,, 84) = 2 · Φ(2) = 2 · 0, 477 = 0, 954.
P = 1 − 0, 954 = 0, 046. |
P (|ξ − a| < ε) |
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ε |
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0, 92 = 2 ·Φ(ε/0, 4), Φ(ε/0, 4) = 0, 46. |
ε/0, 4 = |
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= 1, 75 ε = 0, 7 |
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P ≈ 0, 05, ε = 0, 7 |
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a = 2, 5 σ = 0, 01
ξ
σ
P (|ξ − a| < 3σ) = 0, 9973.
|ξ − a| < 3σ, a − 3σ < ξ < a + 3σ 2, 5 − 0, 03 < ξ < 2, 5 + 0, 03 2, 47 < ξ < 2, 53
ξ (2, 47; 2, 53).
ξ
a k
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∞ |
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μk = M (ξ − a)k = −∞(x − a)kϕ(x)dx. |
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1 |
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∞ |
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(x−a)2 |
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μk = |
σ√ |
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−∞(x − a)ke− |
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dx. |
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2σ2 |
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2π |
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√ |
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t = (x − a)/(σ 2) |
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2) |
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μk = |
(σ√ |
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−∞ tke−t |
dt. |
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π |
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k = 1, 3, 5, ...
μ3 k
μk = σ |
2 |
4 |
μk = (k −6 1)σ2μk−2. |
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μ4 = 3σ |
, μ6 = 15σ |
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μ4/σ4 = 3σ4/σ4 = 3. |
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E = μ4/μ22 − 3 = 0. |
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ϕ(x) |
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ϕ (x) = |
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x |
− |
a |
e− |
(x−a)2 |
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2σ2 |
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−σ3 |
√2π |
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ϕ (x) = |
(x |
− |
a)2 |
− |
σ2 |
e− |
(x−a)2 |
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2σ2 |
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σ5√2π |
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(x − a)2 = σ2 |
x = a ± σ |
σ
ξ
a = 1 σ = 0, 2 P (−1 < ξ < 1) P (0 < ξ < 3) P (|ξ − 1| < 0, 1)
110% 2%
105% 111%
ξ < 90 ξ > 95
σ = 0, 25