.

:
:
.


.
:

:
1385

1386

1387

1388

1389

22%

7%

0%

22%

13

48%

27

100%



1
. 1 A B
6
1
. ) : (74
3
1
1
1
1
= )P (A
= ), P ( B
(2
= )P (A
= ), P ( B
(1
3
2
2
3
P ( A ) = P ( B ) (4
P ( A ) P ( B ) (3

: 3 .

: A B A B .

)(I

B , A 1
1

= ) P( AB ) = P( A )P( B
6
6

B , A 1
1
= ) P ( A B ) = P ( A ) P ( B
3
3

) ( II
:

= ) P ( A B .

= ) P ( A B .

1
1
5
= ) 1 - P ( A ) - P ( B) + P ( A ) P ( B) = P ( A ) + P ( B
3
3
6
1

= ) ) (1 - P ( A ) ) (1 - P ( B


) P ( A B :
n

P Ai = P Ai

i =1
i =1

1
5
= )P ( A B) = P ( A B) =1- P ( A B) =1- P ( A ) - P ( B) + P ( A B) = P ( A ) + P ( B
3
6
1
6

) ( I ) ( II
1

) ( I ) ( II:
1
2

1
3

= ) P ( B

1
3

1
2

= )P (A

1 2 3 .

3
3
= ), P ( A
. 2
4
4
3
< )P ( A B
(1
8

= ) P ( B ) (76
3
(2
4

< )P ( A B

3
(3
4

P ( A B)

: 4 .
3
6
P ( A B)
4
4

3
3
. 3 = ) P ( A
8
4

3
(4
4

P ( A B)

) P ( A
P ( A B)
) P ( A B) P ( A ) + P ( B
) P ( B

= ) P ( B ) P ( A B
) (76

3
(1
8
3
P ( A B ) (3
4
= )P ( A B

3
(2
4

P ( A B)

(4 ) P ( A B .

: 3 .


) P ( A
P ( A B)
) P ( A B) P ( A ) + P ( B
) P ( B
3

P ( A B ) 4
3
P ( A B)

3
4
P ( A B )

8
3

P ( A B ) 4
3
9

P ( A B)

3
3
9
4
8
= P ( A B ) +

4 8 8

. 4 A B W P ( B ) = 0.4 , P ( A ) = 0.2 P ( A B ) = 0.06

) P ( A B ) (80
0.12 (2

0.1 (1

0.17 (4

0.14 (3

: 3 .

:
P ( A B ) = P ( A - B ) = P ( A ) - P ( A B ) = 0.2 - 0.06 = 0.14

P ( A ) = 0.2 , P ( A B ) = 0.06

. 5 A B . a B b.
A ) (80
a
(1
1- b

= )P ( A

a-b
(3
1- b

= )P ( A

: 4 .

b-a
(2
1- b

=) P( A

1- b - a
(4
1- b

=) P( A

) = P ( A B ) = a A ) = P (B A B ( P
? = ) P ( B) = b , P ( A

:
: A B B , A .

P ( A B ) = P ( A ) .P ( B ) = P ( A ) (1 - P ( B ) ) = P ( A )(1 - b ) = a

a
a
1- b - a
P (A) = 1=
1- b
1- b
1- b

= ) P ( A

n
=P A i
i =1

n
P Ai
i =1

P ( A B ) = P ( A B ) = 1 - P ( A B ) = 1 - ( P ( A ) + P ( B ) - P ( A ) P ( B ) ) = a
P ( A ) + P ( B) - P ( A ) P ( B) = 1 - a P ( A ) + b - P ( A ) b = 1 - a
1- a - b
1- b

= ) P ( A )(1 - b ) = 1 - a - b P ( A

. 6 A B 0.8 : 0.9
) (82
0.72 (2

0.7 (1

0.02 (3

0.98 (4

: 4 .
) = 0.8 P (A

) = 0.9 P (B
:
) = P ( A B ) = P ( A ) + P ( B ) - P ( A B ) = 0.8 + 0.9 - ( 0.8 0.9 ) = 0.98 ( P

:
)P ( A B) = P ( A ) P ( B
:
) =1- (1- 0.8)(1- 0.9) =1- ( 0.2)( 0.1) = 0.98 ( ) = 1 - P ( P

. 7 I II B A C
. 0.8 0.9 0.7

0.902 (2

0.892 (1

0.908 (3

) (86
0.994 (4

: 2 .
) = 0.398 + 0.504 = 0.902 3 ( 2) + P ( ) = P 2 ( P


:
) 2) = P ( A B C ) + P ( A B C ) + P ( A B C P ( .
= 0.216 + 0.126 + 0.056 = 0.398 = 0.9 0.8 0.3 + 0.9 0.2 0.7 + 0.1 0.8 0.7

) = P ( A B C ) = 0.9 0.8 0.7 = 0.504 3 ( P

P ( C ) = 0.7

P ( B ) = 0.8

P ( A ) = 0.9

1
. 8 4
3

. ): (86
0.3 (2

0.2 (1

0.5 (4

0.6 (3

: 1 .
4

2
16
) = = = 0.197 0.2 4 ( ) = P
81

( P

2
4 4 .
3

. 9 .
. ) (84
(1

1

11

1
(2
3

5
(4
18

3
(3
11

: 4 .
) ( ) + P ( ) + P ( ) = P ( P
3
1
2
2
1
3
3 1 2 2 1 3 10 5

= = + +
=
3 + 2 + 1 1 + 2 + 3 3 + 2 + 1 1 + 2 + 3 3 + 2 + 1 1 + 2 + 3 6 6 6 6 6 6 36 18

. 10 52 1 52 . j =1, 2,3, 4
. 4 k + j k = 0,1, 2,....,12 j
. 41,31,11 ,1 ) (

(1

( 13) 3
17 25 49 4

(2

( 13 ) 3
17 25 49

) (80
(3

(13) 3
17 50 49 4

(4

(13) 3
51 50 49 4

: 2 .
: n k n 1 n 2
k n k :
n 1 + n 2 + ... + n k = n
!52
!13! 13! 13! 13

= 52 4

= )n (S

= )n (A

!4
!48

!1! 1! 1! 1! 12! 12! 12! 12

48

!n

=
n
n
...n
n
!n
k
! 1 2 !...n k
1 2

!48
(13) 3
!12! 12! 12! 12
=
!52
17 25 49
!13! 13! 13! 13

!4
=

)n (A
)n (S

= )P (A

k = 0,1, 2, ...,12 , 4k + j j
. 4 4 )! ( 4
48 4 . 52
4 .
49
50
51
52

...
...
...
...

5 9 13 17
6 10 14 18
7 11 15 19
8 12 16 20

1
2
3
4

4k + 1
4k + 2
4k + 3
4k + 4

j=1
j=2
j=3
j=4

4k + j

k = 0,1, 2, ...12

13 .
. 11 10 ...., 2,1, 0 9 . .
3 ) (83
0.15 (1

0.8 (2

0.2 (3

0.4 (4

: 3 .

= { 0,1, 2,...,9 } =10 = )n ( S

} = {1,3,5, 7 ,9 = B

} = {3, 6,9 C = 3
n (A) = 3

= B C = { 3,9} = 2
n (A) 2
= )P(A
= = 0.2
n ( S) 10

. 12 10
.
) 79 (88
(1

1
210

(2

1
252

(3

1
330

(4

1
420

: 4 .
: n ! n.

5! 3! 2! 3! 1
=
!10
420

= )P (A

: 10 ! 10.
:

P 5 ! 5 .
P 3 ! 3 .
P 2 ! 2 .
P 3 ) ( ! 3
.
. 13 ) ( 0,1 . 5
) (85
0.01 (1

0.07 (2

0.10 (3

0.50 (4

: 3 .

0 9 10 :
= 10 10 = 100
:


5 5 .
10 :

= 10 1 = 10
10
= 0.1
100

12 . 14 8 . .
) (76
12

8
1-
(1
24

12

8
(3
1-
24 8
2

12 8

2
8

(2
1 24

(4

: 2 .
12 8
2
8
) = 1 -
24

8

( ) =1 - P ( P

:
24
= 8 12 ) 24 ( n ( S) :
8
12

: ) ( 8 12
8
.
12
2
2
2
12 8
= 2
8
1
1
1
8

n = 10 . 15 .
) : (74
(1

3 10 - 2 10
3 10

(2

10

3
1-
2

: 1 .

(3

10

2

3

1
(4
3

) ( ) = 1 - P ( P
3 10 - 2 10
3 10

2 10
3 10

10

=1-

2 2 2
2
= 1 - .... = 1 -
3
3
3

10

2

3

n . 16 N u N ,...., u 3 , u 2 , u 1 . k u 1
) )(. (77

( N -1) n - k (1
n
(3

(2

N
N+n -k-2

n-k

N + n -1

(4

n
n -k
) ( N -1
k

Nn
n N + n - k - 2

n-k
k

N + n -1

: 2 .

n N N .
n

k U 1 . ) ( n - k
k
n-k
) ( N - 1
N - 1 .
) (.
n
n-k
) ( N -1
k

=
Nn

= )P (A

. 17 10 10 . 2
.

) (

(1

(10!) 2
!20

(2

)!2 10 (10
!20

(3

)!2 10 (10
!20

(10!) 2
(4
!) 2 10 ( 20

: 2 .
10 10 9 9
1 1


1 1 1 1
1 1
(10!) 2 2 10 (10!) 2
10 2
92
12

=P

...
=

...
=
=
20 19 18 17
2 1
!20
!20
20
18
2



10
2
2
2
2
2
2
2

1 10

10

1

1 9
18

2

1 10

9

1

1 9

10

1
9

1

10
20
2

2 18

.
. 18 M M n
. ). (74
1
2
n - 1

P = 1 1 .... 1 (1
M
M
M

!) ( M - n
=P
(3
!M

n
(2
M

=P

1
2
n

P = 1 1 .... 1 (4
M
M
M

: 1 .

M.
)M - ( n -1
( n -1)
M M -1 M - 2
2
1

...
=1 1- 1- ... 1
M
M
M
M
M
M M

M
M

= ) ( P

M .

M -1

M -1

2 M - 2

M-2
M

) n ( n - 1 n - 1
) M - ( n - 1

)M - ( n -1
M

. 19 4 2 .

) 78 (88
1
(1
10

3
(2
10

1
(4
5

4
(3
10

: 4 .

:
.

) ( ) + P ( ) + P
( P
3 1
2 4 3 1 4 2 3 1 4 3 2 1 1 1 1
= = + + = + +
=
6 5 4 3 6 5 4 3 6 5 4 3 15 15 15 15 5

.
:

1 2
1 2

1
3

.
2 4

1
2
1 2 6 1 1
= P =
=
3
20
3 5
6

3

) . (
. 20 3 4 5 . ) (
). (84
0.288 (1

0.310 (2

0.272 (3

0.324 (4

: 1 .
:
3

.
2
2
2
12

2 12 .
2

3 4 5
+
+

n ( A ) 2 2 2 3 + 6 + 10 19
= )P (A
=
=
=
= 0.288
)n (S
66
66
12

2
:
2 4
3 5
4
3
= + + = 0.288
12
11
12
11
12
11

. 21 C B A D 0.9 0.9 0.8 0.7 .
A D B C :

) (
0.5454 (2

0.5544 (1

0.4545 (3

0.4455 (4

: 1 .

B)] = P A ( B C) D = P ( A) P ( B C) P ( D) = 0.8 0.99 0.7 = 0.5544 (C ) D ) = P[ (A ( P

B) = P ( B C) = P ( B) + P ( C) - P ( B C) = P ( B) + P ( C) - P ( B) P ( C) = 0.9 + 0.9 - 0.9 0.9 = 0.99 P(C

) = 1 - P ( B C ) = 1 - P ( B ) P ( C ) = 1 - 0.1 0.1 = 0.99 B

B) = 1 - P (C P(C

:
(1 .

(2 B C B C .
:

. 22 A B .
A B ): (77
0.5796 (1

0.504 (2

0.378 (3

0.882 (4

: 1 .

4 N 4 , N3 , N 2 , N1

N1 N 4

N 2 N3

) N 2 :( N3

N4 ] = P ( N1 ( N2 N3 ) N4 ) = 0.7 0.92 0.9 = 0.5796 ) N2 (N3 ) = P[N1 ( P

( )

( )

( )

P N 2 N 3 = P N 2 + P N 3 - P N 2 N 3 = 0.8 + 0.6 - ( 0.8 0.6 ) = 0.92

) = 1 - (1 - 0.8 )(1 - 0.6 ) = 0.92 ( ) = 1 - P N3 , N 2 ( P

.
. 23 B A C . B A C 100
%80 %90 %70 . B C 100 %60 . A
B C . A B C .
100 ) : (84
%68 (1

%75 (2

%81 (3

%86 (4

: 3 .

. A
B C :

B)] = P A ( B C ) (C ) = P[A ( P


A B C :
P A ( B C ) = P ( A ) P ( B C ) = 0.9 0.9 = 0.81
P ( B C ) = P ( B ) + P ( C ) - P ( B C ) = 0.8 + 0.7 - 0.6 = 0.9

P ( B , C ) = P ( B C ) = 0.6 , P ( A ) = 0.9

.
. 24 p B 1 B 3 :
) (79
(1
(2

n -1
2n

) p - (1 - p

2p -

(3

2p - p n

(4

1 - (1 - p ) n p

: 4 .

B 1 B 3 n B 1 B 2 B 2 B 3 n
B 1 B 2 :
n
) = 1 - (1 - p ) p B2 ) P (B3 n B1 ) = P (B2 B1 P (B3

) ) = 1 - (1 - p n ( ) = 1 - P n B1 P (B2

p 1 - p n .

. 25 3 . A B
. A A

) (79
1
(1
2

4
(2
9

2
(4
9

1
(3
4

: 1 .
1
4

3 2 1 1
=
4 3 2 4

= ) A ( P

P (A

= A) = A BA ) ( ( P

1 1 1
= +
4 4 2

= ) ( ) + P ( ) = P P (A

. 4 A ) (
.

. 26 n ) ( n 365
) (
1
(1
2

(3

1
(2
365

1
!)( n - 1
365

(4

1
2
n - 1

1 1 ...1
365
365
365

: 4 .

365 n 365 :

n -1
... 1 - 365

2

1 - 365

) 365 - ( n -1
365 365 - 1 365 - 2
1

...
= 1 1365 365
365
365
365

365 . 365 - 1
365 - 2 n
n - 1 365 - ( n - 1) .

. 27 A B . A 0.4 B 0.5

A B
) (72
1
(1
6

5
(2
6

2
(3
6

3
(4
6

: 2 .

A B A B:
) P ( A B ) = P ( A

) P ( B A ) = P ( B

) = P B | A = P ( B A ) = P ( B ) = 0.5 = 5 B A ( P
(
)

) P ( A
P ( A ) 0.6 6

P A = 0.4 P A = 1 - 0.4 = 0.6 , P B = 0.5

) (
) (
) (

A : B )( A B .
A B A B.

. 28 P ( E ) = P ( F ) = 0.6 P ( E|F ) = 0.8 ) (73

P ( E| F ) = 0.3 (1

P ( E| F ) = 0.2 (2

P ( E| F ) = 0.5 (3

P ( E| F ) = 0.5 (4

: 1 .

) P ( E | F ) P ( E |F :
) P ( E F
) P ( F

= ) P ( E |F

) P ( E F
) P ( F

= ) P ( E|F

P ( E ) = P ( F ) = 0.6 P ( E ) = P ( F ) = 0.4 ) P ( E F ) P ( E F:
P ( E ) = P ( E F ) + P ( E F ) 0.6 = P ( E F ) + 0.48 P ( E F ) = 0.12

)P ( E F
)P ( E F
P ( E F ) 0.12

= = 0.8 0.8
= ) P ( E F ) = 0.48 P ( E|F
=
= 0.3 P
= ) P ( E|F
)P ( F
0.6
) P ( F
0.4

P ( E F ) 0.28
=
= 0.7
= ) P ( E |F
) P ( F
0.4

P ( E F ) = P ( E F ) = 1 - P ( E F ) = 1 - 0.72 = 0.28

P ( E F ) = P ( E ) + P ( F ) - P ( E F ) = 0.6 + 0.6 - 0.48 = 0.72

. 29 A B A ) : ( A) : (82
5
45
1
= ), P ( A B
= ), P ( A B
100
100
10

= )P ( A B

1
(1
2
1
P ( A|B ) = 0.2 , P ( B|A ) = 0.1 , P ( B|A ) = (2
3
1
= ) P ( A|B
, P ( B|A ) = 0.1 , P ( B|A ) = 0.2 (3
3
1
= ) P ( B | A ) = 0.2 , P ( B|A
, P ( A|B ) = 0.1 (4
2
= ) P ( B|A ) = 0.1 , P ( A|B ) = 0.2 , P ( B|A


: 3 .

P ( A B ) 0.05 1
=
=
= ) P ( A|B
) P( B
0.15 3

P ( A B ) 0.05

=
= 0.1
= ) P ( B| A
) P( A
0.5

)P B A
0.1
0.1 1
( = ) P ( B| A
=
=
= = 0.2

)P ( A
1 - 0.5 0.5 5
P ( A ) = P ( A B ) + P ( A B ) = 0.05 + 0.45 = 0.5

P ( B ) = P ( A B ) + P ( A B ) = 0.05 + 0.1 = 0.15

P ( A B ) = 0.45 ; P ( A B ) = 0.05 ; P ( A B ) = 0.1

. 30 A B P ( A B ) = 0.2 , P ( A B ) = 0.5 P ( A B ) = 0.2 , P ( A B ) = 0.1:

) (
A (1 B P ( A|B ) = 0.83
A (2 B P ( A|B ) = 0.7

A (3 B P ( A|B ) = 0.83

A (4 B P ( A|B ) = 0.7

: 1 .
A B.

) P ( A B ) = P ( A ) P ( B

) P ( A | B ) = P ( A ) , P ( B | A ) = P ( B

P ( A ) = P ( A B) + P ( A B ) = 0.5 + 0.2 = 0.7

) P ( A B) = 0.5 0.7 0.6 = P ( A ) P ( B

P ( B) = P ( A B ) + P ( A B) = 0.5 + 0.1 = 0.6

A B .
0.5
) = 0.83 0.7 = P ( A
0.6

)P ( A B
)P ( B

= )P ( A | B

. 31 4 3 .
. ) (85
3
(1
6

4
(2
6

3
(3
7

4
(4
7

: 4 .
:

:


4

7

:
) ( ) P | ( ) + P ( ) P | ( ) = P ( P
4
=
7

4 3
+
6 7

3 4
=
6 7

. 32 A B . P ( A ) + P ( B ) > 1 ) P ( B | A
) (85
(1
(3

)P ( B

)P (A

P ( A ) + P ( B ) - 1 (2

1-

)1 - P ( B

1 - P ( B ) (4

)P (A

: 1 .

:
)P ( B

)P (A

=1-

)1 - P ( B
)P (A

=1-

P ( B) - 1
)P (A

=1+

P ( A ) + P ( B) - 1
)P (A

)P (B A
)P (A

= )P (B | A

0 P ( A B ) 1 P ( A ) + P ( B) - P ( A B ) 1 P ( A B ) P ( A ) + P ( B ) -1

. 33 .
. .

) (
3
(1
9

4
(2
10

4
(3
9

3
(4
10

: 2 .

:
:

4
10

:
) ( ) + P ( ) + P ( P
4
36
=
=
90 10

3
4
+
10 9

4
2
+
10 9

4
4
=
10 9

. 34 p " "0 .
e " "0
) (
p e (1

p + e (2

p + e - 2 p e (3

1 - p - e + 2 p e (4

: 3 .

p ) ( 1 - p 1
e 1- e
:
1- e 1
e :
) = p ( 1 - e ) + ( 1 - p ) e = p - p e + e - p e = p + e - 2 p e 0 ( P

. 35 3 .
%5 %4 %6 .

) (86
4
(1
75

10
(2
75

65
(3
75

71
(4
75


: 1 .

: E

:
1
6

= k + 2k + 3k = 1 k

) = k ( P

) = 2k ( P

) = 3k ( P

4
1 4 2 5 3 6 32
P ( E ) = P ( A ) P ( E | A ) + P ( B ) P ( E | B ) + P ( C ) P ( E | C ) =
=
+
+
=
6 100 6 100 6 100 600 75

. 36 ) ( 1 . ) ( 2
. .
.
1
(1
5

2
(2
5

1
(3
2

) (80
2
(4
3

: 2 .

: E
: H
: T
:
3 1
2 1 2
+
=
5 2 10 2 5

= )P (E) = P (E | H) P (H) + P (E | T) P (T

. 37 A 3 7 B 4 6 C 5 5

) (85
0.4 (1

0.533 (2

0.467 (3

0.6 (4

: 4 .

: E

:
7 1
6 1
5 1
+
+
= 0.6
10 3 10 3 10 3

= ) P ( E ) = P ( E | A ) P ( A ) + P ( E | B) P ( B) + P ( E | C ) P ( C

) 3

(.
. 38 3 n .
1
. n
2

) (

1 (1

4 (2

2 (4

3 (3

: 3 .

1
2

= ) ( P

) ( ) P | ( ) + P ( ) P | ( ) = P ( P
1
3
3
5
n
1
9 + 5n
=

=
18 + 10n = n 2 + 8n + 15
2 5+ n 3+ n 5+ n n +3
) 2 ( 5 + n )( 3 + n

n = -1
n 2 - 2n - 3 = 0 ( n + 1)( n - 3) = 0
n = 3

3+ n

3 n + 2
3

n+2+3

n+3

5 n

2
5

5+n

. 39 m . p
1 - p .
1

m

) (81
1
(1
1
+p
m

p
(2
1
) 1+ ( 1 - p
m

mp
(4
1 + ( m -1) p

1
(3
1
) p + ( 1- p
m

: 4 .

: E
: A

1 p
mp
=
1
1 p + ( 1 - p ) 1 + ( m - 1 ) p
m

) P( E | A )P( A

) P ( E | A ) P ( A ) + P ( E | A ) P ( A

=) P( A | E

. 40 b r .
c .

) (84
r
(1
b+r+c

b
(2
b+r+c

b+c
(3
b+r+c

r+c
(4
b+r+c

: 2 .

: b1
: r1
: E
:
r
b

r +b+c b+r
b
=
=
r
b
r +c
r
r +b+c

r +b+c b+r r +b+c b+r

) P ( E | b1 ) P ( b1

) P ( E | b1 ) P ( b1 ) + P ( E | r1 ) P ( r1

b r

b
b+r

r
b+r

) P ( b1 E
)P ( E

= ) P ( b1 | E

c )(
b r + c
r+c

r+b+c

c )(
b + c r
r

r+b+c

. 41 0.5 . 80
98 .

) (75
0.005 (1

0.199 (2

0.976 (3

0.795 (4

: 3 .

: E
: A
: A

0.2 0.995
= 0.976
0.2 0.995 + 0.98 0.005

)P (E | A) P (A

) P ( E | A ) P ( A ) + P ( E|A ) P ( A

= ) P ( A|E


.
1
3

1 1
. 42 B A C .
4 6
A ) : (77

31
(1
72

6
(2
31

15
(4
31

10
(3
31

: 2 .

: E .
:
)P ( E | A) P ( A

) P ( E | A ) P ( A ) + P ( E | B) P ( B) + P ( E | C ) P ( C

= ) P ( A| E

1 3 2

6
6 4 3
= )P (A | E
=
1 2 3 5 1 2 5 3 1 31
+ +
6 3 4 6 4 3 6 4 3

. 43 %60 . %70
18 %50 18 .

18 :

) (
%33 (1
%67 (3

%50 (2

(4 .

: 3 .

: A .
: E 18 .
:
0.7 0.6
= 0.67 = %67
0.7 0.6 + 0.5 0.4

) P ( E| A ) P ( A

) P ( E| A ) P ( A ) + P ( E | A ) P ( A

= ) P ( A|E

. 44 B A C %70 A

%20 B %10 C . %6 %5 %4 B A C

.
B ) (87
12
(2
51

%1.2 (1

39
(4
51

%5.1 (3

: 2 .

: E

:
0.06 0.2
12
12
=
=
0.05 0.7 + 0.06 0.2 + 0.04 0.1 35 + 12 + 4 51

)P ( E | B) P ( B

) P ( E | A ) P ( A ) + P ( E | B) P ( B) + P ( E | C ) P ( C

= )P (B | E

. 45 0.4 .
0.3 .

0.7 . .

) (87
0.21 (1

2
(2
30

0.28 (3

28
(4
30

: 4 .

: E

: A

)P (A E) P (E | A) P (A
0.4 0.7
28
=
= 0.3
= ) P (E
= ) P (A | E
)P (E
)P (E
)P (E
30

? = ) P ( E | A ) = 0.4 , P ( A | E ) = 0.3 , P ( A ) = 0.7 , P ( E

. 46 %60 .
%50 . %30 .
) (88
30 (1

50 (2

60 (3

100 (4

: 4 .
0.5

0.6

: E

0.5
x

: A

0.4

1- x

0.3
:
P ( E ) = 0.3 P ( E | A ) P ( A ) + P ( E | A ) P ( A ) = 0.3 0.5 0.6 + x 0.4 = 0.3 x = 0

:
0.5 0.6
= 1 = %100
0.3

)P (E | A) P (A
)P (E

)P (E A
)P (E

= )P (A | E

. 47 .
.
3
(1
4

2
(2
3

1
(3
3

) (87

1
(4
4

: 1 .

:
: E
: A
: B
1 1 1

1
2 2 2
= )P (A | E
=
=
P ( E | A ) P ( A ) + P ( E | B ) P ( B ) 1 1 1 + 1 1 1 5
2 2 2
2
)P (E | A) P (A

3 1 1
. 48 A 2 A1 A3
4 2 4
6 . 3 . A3

) (88
(1

2
3

3
2+
4

(2

(3

4
2+
3

(4

3
2+
4

2
3

4
2+
3

: 2 .
3

: H3 3

6 3
6 1 3

1
=p
3 4 4

1
3

6 3
6 1

1
=p
3 2

1
3

6 3
6 3 1

3
=p
3 4 4

1
3

A1
A2

A3

:
) P ( H3 A3 ) P ( A3

) P ( H3 A1 ) P ( A1 ) + P ( H3 A 2 ) P ( A 2 ) + P ( H3 A3 ) P ( A3
3

3 1

4 4
6

1 3 1 3 1
+ +
4 4 2 4 4

1
3

4
2+
3

6 3 1 1

3 4 4 3
3
3
6
3
3
6 1 3 1 6 1 1 6 3 1 1
+ +
3 4 4 3 3 2 3 3 4 4 3
3

= ) P ( A3 H3

3

4
3

3
3
+1+
4
4

3 1

4 4

1 3 1 3 1
+ +
4 4 4 4 4


)(Discrete Probability Function
X ) f ( x X :
( "x : 0 f ( x ) = P ( x ) 1

( f ( x ) = P ( x ) = 1

f (x) = P(x) = 1

xn

x1

P ( X = x ) = f ( x ) 0 f ( x1 ) 1 0 f ( x n ) 1

)(Continuous Probability Density Function

) f ( x X a b :
( f ( x ) 0
b=+

( a=- f ( x ) dx = 1



: a b a . b
b

a f ( x ) dx

= )P (a < X < b

: x = a a .
a

a f ( x ) dx = 0

= )P (X = a

:
)P (a X b) = P (a X < b) = P (a < X b) = P (a < X < b

) (80

. 1 Y C

; -1 < y 0
0.2

f Y ( y ) = 0.2 + Cy ; 0 < y 1
0
;

-0.4 (1

0 (2

1.2 (4

0.4 (3

: 4 .
1

cy 2
c
= 0.2 + 0.2 + = 1 c = 1.2
2
2

0
0.2y +
+
-1

] -1 0.2dy + 0 ( 0.2 + cy ) dy = 1 [0.2y

. 2 P X <1 :
; -<x<

A
1+ x 2

= )f X (x

) (82
1
(1
2p

1
(2
p

1
(4
2

2
(3
p

: 4 .
p p
1
+
= dx = A.[ Arctgx ] - = 1 A - - =1 A
2
2
p

1+ x

1
1 p
p 1
= [ Arc tgx ] 1-1 = - -
p
p 4 4 2

= dx

1
2

p 1+ x

1
-1

f ( x ) dx =1

1)

2) P (| X | <1) = P ( -1 < X < 1) =

)(

b = Md

) a(

b = Qa

) a(

b = Da

) a(

b = Pa

1
2

a
; a = 1, 2,3

a
10 ; a = 1, 2,...,9

a
; a = 1, 2,...,99

100

= ( x ) dxf

= )P (X b

)(Expected Value
) X(

) x f (x

= )E (X

"x

- x f ( x ) dx

) X(

= )E (X

X
) g ( x x ) ) E ( g ( x :
) X(
) X(

)g(x)f (x

= )) E (g ( X

"x

g ( x ) f ( x ) dx

= )) E (g ( X

) ( m ) E ( X
:
a b ) (:
1) E ( a ) = a
2) E ( X + a ) = E ( X ) + a
) 3) E ( bX ) = bE ( X
4) E ( bX + a ) = bE ( X ) + a

) E ( E ( X ) ) ) E ( X) ) = E ( X ) (.

( (

) ) 5) E E E...E ( E ( X

6) E X - E ( X ) = 0

) (.

2
2
) 7) E ( X - E ( X ) ) E ( X - a ) (.

) (.

8) E ( X - Md ) E ( X - a

:
E (X) = m

. 3 X 2, 1, 0 c :
P ( X = i ) = c P ( X = i -1) ; i = 1 , 2

X ) (84
(1

c + 2c 2
1+ c + c 2

: 1 .

(2

1+ c
1+ c + c 2

(3

c
1+ c + c 2

(4

c+c

1+ c + c 2

) P ( X= 1) = c P ( X = 0

2
) P ( X = 2 ) = cP ( X = 1 ) = c P ( X = 0

P ( X = i ) = cP ( X = i - 1) ; i = 1 , 2

1
= ) P ( X = 0

P X = 0 ) + P ( X = 1) + P ( X = 2 ) =1
1+ c + c 2

(
c

2
= ) P ( X = 0 ) + cP ( X = 0 ) + c P ( X = 0 ) = 1 P ( X = 1) = cP ( X = 0
1+ c + c 2

2
=1
P ( X = 0 ) 1 + c + c

2
P ( X = 2 ) = cP ( X =1) = c

1+ c + c 2

c+ 2c 2

c2

) P( x

1+ c + c

c2

1+ c + c 2 1+ c + c 2

. 4 X

0 x 1

c
1+ c + c 2

+ 1

1
1+ c + c 2

E ( X ) = x P ( X = x ) = 0

2x

:
1
(1
14

+ 2

1+ c + c

1+ c + c

f ( x ) = . X

) 77 ( 88

1
(2
16

1
(4
20

1
(3
18

: 3 .
1

2
2
= x .2 x dx = x 3
3 0 3
2
2

0 x 1

= m

1
2

= m2

1 4 1
= 2x dx = x 2 22 = -

2 9 18
3

5
X . 5
4

2
2

2
3

m 1
= x 2
0 2

1
2

1
0

E (X) =

= 2 x dx

2
2
< P (m < X < m) = P < X
=
3
2

a b :
x 2 ; 0 x 1

f x (x) = b ; 1 < x <a

; 0

) (86

1
, a = 3 (1
4

=b

1
, a = 2 (2
2

1
, a = 2 (3
3

=b

=b

2
, a = 2 (4
3

=b

: 4 .
a

1 b dx =1

1 2
x dx
0
a

1

1
2
1 3
) 3 x + bx = 1 3 + b ( a -1) = 1 b ( a - 1) = 3 1

0 1
1

5
1

= x4 + x2
4
2

0
1 4

5
4

= x .b dx

x .x 2 dx +

= ) 2) E ( X

b 2
a -1 =1
2

1 b 2
5
+
= a -1
4 2
4

b ( a - 1)( a + 1) = 2

)(1
)(1
2
2

= ( a + 1) = 2 a + 1 = 3 a = 2 b
2
3
3
= )b( a -1
3

. 6 X . a h h ( a ) = E ( X - a )2

. ) h ( a
(1

) (83

( ) (2

2
E ( X - X )

(3

E X2

X-X
(
)
E

(4

X
E X-
2

: 1 .

)(Variance

) (

) ( x N ,..., x 1 s2.
X X :
2
2
s 2 = E ( X - m ) = E ( X - E ( X ) )

)(1

) ) s2 = E X 2 - ( E ( X

)( 2

) (

) = s2 = V ( X ) = D ( X ) = V ar ( X =

a ) b ( :

3) s 2 bX a = b 2 sX2

2) s2 ( bX ) = b 2 sX2

1) s2 ( a ) = 0

)(Standard Deviation
s2 ) ( s.

a ) b ( :

3) s bX a = b sX

1) s ( a ) = 0

2) s ( bX ) = b sX

)(Coefficient of Variation
CV .
s
m

= CV

)(Moment Generating Function

t X :

t R

M X ( t ) = E e tX

X ) f ( x :

) (

) e tx f ( x

M X ( t ) = E e tX = e tx f ( x ) dx

= M X ( t ) = E e tX

) (

) (

) M X ( t X r E X r t = 0
r .

) (

= E Xr
t=0

X .
X 2.

r X r.

)d rM (t
)(r
= )MX ( t = 0
dt r
) E ( X ) = M X ( t = 0

) E X 2 = M X ( t = 0

)(r
r
) E X = MX ( t = 0

) (
) (

1
. 7 X
4
4 6 6 (1

4 4 6 (2

: 2 .

) (

< M X ( t ) = (1 - 4t )-2 t . E X 3 :

) (
6 6 4 (4

6 4 4 (3

) (

3 ) M X ( t E X 3 t = 0 :
1
4
t =0

E ( X ) =8

) (

t =0

E X 2 = 96 = 4 2 6

-4

) (

-3

) = 8 ( 1 - 4t

) = 96 ( 1 - 4 t
t =0

E X3 = 96 42 = 4 4 6

-4

-5

<t
-3

) M X ( t ) = ( -2 )( -4 )( 1 - 4t

) M X ( t ) = 8 ( - 3)( -4 )( 1 - 4t

) M X ( t ) = 96 ( - 4 )( -4 )( 1 - 4t

. 8 X M X ( t ) = e t -1 : X
1 (1

1.5 (2

2 (3

-2

) M X ( t ) = (1 - 4 t

) (86

3 (4

: .

X :
= e -1 - e - 2

2
V ar ( X ) = E X 2 - ( E ( X ) ) = e -1 - e -1

t -1
= e t -1
= e -1
E ( X ) = e
t =0
t =0

= e t -1
= e -1
E X 2 = e t -1
t
=
0
t
=
0

) (

) (
) (
) () (

.
: .
MX ( t = 0) = 1

M X ( t = 0 ) = e0-1 = e-1 1

X a ( a X b ) b . X
a b X .

( b - a )2
12

= sX2

)(
a+b
2

= E (X) = m

a< x <b

1
) f ( x a < x < b ) = ) ( f ( x
b-a

1
;
b-a

= )f (x

= ) f ( x

)(Cumulative Distribution Function

)( FX ( x ) X x :
) FX ( x ) = P ( X x

P ( X x ) + P ( X > x ) = 1 ) P ( X > x ) = 1 - FX ( x .

) FX ( x ) ( X :
-1 ) FX ( x ) = P ( X x FX ( x ) x
1 :
F ( - ) = P ( X - ) = 0
F ( - ) = 0

F ( + ) = 1
F ( + ) = P ( X + ) = 1

-2 1 ) FX ( x 0 1.
0 FX ( x ) 1

-3 ) FX ( x .
)a < b F(a ) F(b

) FX ( x ) = P ( X x x x
) FX ( x ) ) FX ( x 1 (

) F X ( x

)( .
-4 ) FX ( x .

) (

) lim F X ( x ) = FX a + = FX ( a

x a+

. 9 X ) F X ( x . F
1

) Y = F ( X

< ] P Y - E [ Y ) (82
4

1
(1
4

3
(2
4

2
(4
3

1
(3
2

: 2 .

X ) FX ( x ) Y = F X ( x ) ( 0,1 ). ( 0 y = F X ( x ) 1

1
1+ 0 1
= )= 1 , E (Y
=
1- 0
2
2
3
4

3
4
0

= ] 1.dy = [ y

3
4
0

= f ( y ) dy

3
4

a =0
b =1

)Y ~ U ( 0,1
= ) f ( y

1
1 1
3

= < P Y - E (Y) < = P Y - < = P Y

4
2 4
4

X ) f ( x ) = P ( x )( ) ) ( F X ( x
:

) P(x) = f (x

= ) FX ( x ) = P ( X x

Xx

) f ( x X ) ) ( F X ( x
:
f ( x ) dx

= ) FX ( x ) = P ( X x

) f ( x ) FX ( x
) f ( x ) F X ( x :
)) f X (x (

) ( ) (

F x + - F x - 0 :

) F x ( x ) : (

) (

)) FX (x (

) (

F X x + F X x- :

) (

) (

f ( x ) = FX x+ - FX x -

) P ( X x ) = FX ( x )( X ) f x ( x
:

) (

) (
) 2) P ( X < a ) = FX ( a -

1) P ( X = a ) = FX a + - FX a -

) (

) (

) 3) P ( X a ) = FX ( a

4) P ( a < X < b ) = FX b - - FX a +

. 10 )( X :
x<0
0 x <1
1 x < 2
2 x <3
x 3

0
2
x
4

FX ( x ) = 1
2
x

3
1

) E ( X ) , P ( X = 2 ) (81
12
1
, P ( X = 2 ) = (1
19
6
12
2
E ( X ) = , P ( X = 2 ) = (3
19
3
= )E (X

19
1
, P ( X = 2 ) = (2
12
6
19
2
E ( X ) = , P ( X = 2 ) = (4
12
3
= )E (X

: 2 .

) f ( x ) F ( x ) F ( x

) (

) (

P ( X = a ) = FX a + - FX a - .

2< x <3

x =2

x =1

0 < x <1

1
3

1
6

1
4

x
2

) ( )
) ( )
) ( )
) ( )

) F ( x ) = f ( x

(
(
(
(

+
P ( X = 0 ) = F 0 - F 0 = 4 - 0 = 0

1 12 1
+
= P ( X = 1) = F 1 - F 1 = -
2 4 4

P ( X = 2 ) = F 2+ - F 2- = 2 - 1 = 1 P

3 2 6

P ( X = 3) = F 3+ - F 3- = 1 - 3 = 0

3
3
x
1
dx + 1 P ( X =1) + 2 P ( X = 2 ) + x . dx
2
2
3

E ( X ) = x f ( x ) dx + x P ( X = x ) = x .
0

1 1 2 9 4 19
= = + + + -
2 6 4 6 6 6 12

1
1 x
+ (1) + ( 2 ) +
4
6 6
0

x3
=
6

) FY (y )FX (x
) FX (x X ) FY (y :

)
)

(
(

)P X g -1 (y) = F g -1 (y
X

FY ( y ) = P ( Y y ) = P ( g(X) y ) =
)P X g -1 (y) = 1 - F X g -1 (y

y x = a x = b ) Y = g ( X .

. 11 X Y = - Ln X ) (82
t<0
0 t <1
t >1

(1
(3

t <0

0
FY ( t ) =
-t
1 - e

(2

t<0

FY ( t ) =
2
- t
1 - e 3

(4

t 0

t 0

t<0

FY ( t ) =
1
1 - e 2

t <0

0
FY ( t ) =
- 2t
1 - e

t 0

t 0

FX ( t ) = t
1

) Y = g ( X
) Y = g ( X X :
-1
-2

X a < x < b ) f ( x . ) Y = g ( X
X ) f ( y :
(1 X Y .
) X = g -1 ( Y

)Y = g (X

(2 ) f Y ( y :

) )) fX ( g-1 (y
)

)f Y ( y ) = g -1 (y

) f Y ( y ) g -1 (y ) f X g -1 (y .
y x = a x = b ) Y = g ( X .

) Y = g(X

(1 ) Y = g(X :
) FY ( y ) = P ( Y y ) = P ( g(x) y

(2 ) Y = g(X :

)f Y ( y ) = FY (y



( f ( x , y ) = f ( x , y ) = 1

( 0 f ( x , y ) = P ( x , y ) 1

"y "x

"x "y

( f ( x , y ) dx dy = f ( x , y ) dy dx = 1

( f ( x , y ) 0

. 1 ) f ( x , y )( Joint pdf . A
Ae -x e -y , 0 y x <

f X ,Y ( x , y ) =
0
,

) (79
2 (1

3
(2
2

1 (3

1
(4
2

: 1 .

f ( x , y ) dx dy = 1

: .
A e- x e- y dy dx =1

f ( x , y ) dy dx

0 0

Y X

A e- x . -e- y dx =1 A e - x -e - x + 1 dx = 1

0
0

A e -2x - e - x =1
2

-e -2x + e - x ) dx = 1
( 0

1
1
A ( 0 - 0 ) - - 1 = 1 A = 1 A = 2
2
2

: ) f ( x, y )( X Y A
:

f ( x, y ) dx dy = f ( x, y ) dy dx
A

= )P (A

A .
. 2 X1 X 2 :
x + x ; 0 < x1 <1 , 0 < x 2 <1
f X1 ,X 2 ( x1 , x 2 ) = 1 2
;
0
X1

< 2
X2

1
(1
3

P ): (85
19
(2
24

5
(3
24

17
(4
24

: 2 .

: .
:

f ( x1 , x 2 ) dx 2 dx1

= ) P 1 < 2 = P ( X1 < 2X 2
X2

1 < 2X 2

1 2
= x1 x 2 + 2 x 2 x 1 dx1
0

( x1 + x 2 ) dx 2 dx1 =

x1
2

1 5 2
1 2 1
5 x1
19

=
x1 + - x 1 dx1 = x 1 + x12 8
2
2
8 3
24

) (.
X1 X 2 ) ( 0,1
.
. 3 X Y :
0 < x < y <1

) P ( X + Y < 1 ) (82
3
(1
4

1
(3
3

1
(2
2

6x
f X, Y ( x , y ) =
0

1
(4
4

: 4 .

) f ( x , y x + y <1 .
) f ( x , y
.
: .
6 x dy dx
1

1- x

1
2
0

P ( X + Y <1) =

3 4 1
= 6x - 12x 2 dx = 3 x 2 - 4x 3 2 = -

0 4 8 4

1
2
0

) P ( ( X , Y ) A ) = f ( x , y

= 6x ( 1 - x - x ) dx

1
2
0

1- x
x

][6xy

1
2
0

X Y
.

: X Y :
A

= )P (A

:
A

= dx dy

X Y
= ) P ( A

f ( x, y ) dx dy

= )P (A

A X Y.

. 4 X Y ) ( 0, 1 P Y X -
2

) (
0.125 (1

0.875 (3

0.25 (2

0.75 (4

: 3 .
: ) f ( x , y

) f ( x , y .

X Y ) ( 0 , 1 X Y
:

) X , Y f ( x , y ) = f ( x ) .f ( y
1
=1
1- 0
f ( x , y) = f ( x ) f ( y) = 1 1 = 1
1
= ) f ( y
=1
1- 0

= ) X ~ U ( 0 , 1) f ( x
)Y ~ U ( 0 , 1

X : Y
1
=1
1 1

= ) ) = 1 f ( x , y f ( x, y ) (A

dx dy =1
A

) f ( x , y

f ( x , y ) dx dy =1
A

)( )(Marginal Function

) f ( y ) = f ( x, y
"x

) f ( x ) = f ( x, y
"y

X f ( x, y ) dx

= )f ( y

Y f ( x, y ) dy

= )f (x

X Y )( ) ( x , y ) f ( x , y ) = f ( x ) f ( y
:
) f ( x , y ) = f ( x ) f ( y ) ; ( x , y

X Y

X Y ) f ( x ) f ( y
) f ( x i , y j ) = f ( x i ) f ( y j ) ( x i , y j .
y

yj

) f ( xi

f xi , y j

xi

) (

f yj

X Y:
( X Y
( ) f ( x , y X Y
X Y .

)(Cumulative Joint Distribution Function

: X Y :

) F X,Y ( x, y ) = P ( X x , Y y ) = f ( x, y

.
.


= )F(x, y
)F(x, y
x y
y x

= )f(x, y

X Y :
X ; P ( X < Y ) + P ( X = Y ) + P ( X > Y ) = 1 Y
X ; P ( X < Y ) + P ( X > Y ) = 1 Y

: P ( X = Y ) = 0.

X Y ) ( :
t

)f X (t) = f Y (t

... .
X Y :
0 < x <1

f ( x ) = 2x

0 < y <1

f ( y ) = 2y

)(Independent Identically Distribution

X Y ) ( iid :
)P(X < Y) = P(X > Y
:

(1 X Y ) ( iid :
1
2

= )P (X < Y) = P (X > Y

P ( X < Y ) + P ( X > Y ) = 1

) P ( X < Y ) = P ( X > Y

(2 X Y ) ( iid :
)1 - P (X = Y
2

= )P (X < Y) = P (X > Y

P ( X < Y ) + P ( X = Y ) + P ( X > Y ) = 1

) P ( X < Y ) = P ( X > Y

(3 ) (1 ) (2 X Y ) ( iid :
1
2

P (X < Y) = P (X > Y)

X Y ) : ( iid
P (X = Y) = 0

( X Y :
2

( X Y :

) P ( X = Y ) = P ( x, y ) = P ( x
X

X =Y

. 5 :
1
, x = 1, 2,..., q
q
1
= )P ( Y = y
, y = 1, 2,..., q
q

= )P (X = x

) P ( X Y ) (88
1
(1
q

q -1
(2
q

1
(3
q -1

q -1

(4
q

: 2 .

X Y :
1

1 = q2 = q
x =1

1
1
1
=
=
2
q
q2
x =1
x =1 q

1 q -1
=
q
q

= )P (X = Y

P (X Y) = 1- P (X = Y) = 1-

. 6 X Y ) ( iid ) P ( X > Y :
) (85
0 (1

1 (2

1
(3
2

(4 X Y.

: 4 .

) P( X < Y ) = P ( X > Y

) P ( X < Y ) + P ( X = Y ) + P ( X > Y ) =1 2 P ( X > Y ) = 1 - P ( X = Y

X Y

1
2
1

2
=

1
2

1
2

P X=Y =0
X

) 1 - P( X = Y
2

= ) P( X > Y ) = P( X < Y

P X=Y 0

X Y

1
2

)(Conditional Probability Function

) f ( x , y ) f ( x ) f ( y :
)f ( x , y
)f (x

= ), f (y | x

1
. 7 ) ( X , Y
2

=Y

)f ( x , y
)f ( y
3

= )f ( x | y

P X
4

0 y x 1

0 (1

1
(3
2

1
(2
4

3x
f x , y ( x , y) =
0

) (80

3
(4
4

: 4 .

)f ( x , y
3x
2x
1
2x
8

=
=
= = f x | y
= x
= ) f ( x | y
2
2
3
f
y
2
3
2
(
)

1- y
1

1- y
1-

2
2

1
f ( y ) = f ( x , y ) dx = 1 3x dx = 3 x 2 = 3 1 - y 2
2

x
y

y 2

8
3
8 1
4 8 1 3
= xdx = x 2 =
3
3
2
3
2
4
4

. 8 X Y

0 < x < y <1

3
4
0

= f x | Y = dx
2

3
4
0

3
1

= = PX | Y
4
2

f ( x , y ) = y P X < | Y = 2 . :
2
) (

(1

1
(2
4

1
(3
2

3
(4
4

: 2 .

) f ( x | y :
1
y
y1
x
1
y 1
= ) = = f ( x|Y = 2
; f ( y ) = f ( x , y ) dx =
dx = =1
x
0 y
1 y
2
y 0
1

1
x 2 1
= dx =
2
4
2 0

1
2
0

= f ( x | Y = 2 ) dx

1
2
0

)f ( x , y
)f ( y

= )f ( x | y

1
1
= = PX< Y
2
2

) F ( x | y ) F ( y | x

) F ( x , y ) F ( x ) F ( y :
)F( x , y
)F(x

= ), F( y | x

)F ( x , y
)F( y

= )F( x | y

. 9 X Y ] [ 0, 2 Z = Y - X

} A = { Y - X 1 ) P ( A | X = 1 ) f z|x ( 0 |1 ) F z|x ( 0 |1 ): (87

1
3
, 1 , (1
2
4

1 1
, , 1 (3
2 2

1, 0, 1 (2

1
, 0 , 1 (4
2

: 3 .

X Y ) ( 0, 2 :
x
x 1
1
x
; 0 < x < 2
F ( x ) = f ( x ) dx =
= dx
0
0 2
2
2
y
y 1
1
y
= )f ( y
; 0 < y < 2 F ( y ) = f ( y ) dy =
= dy
0
0 2
2
2
x y 1
1 1 1
xy
= = )f ( x , y) = f ( x ) f ( y
F ( x , y ) =
= dy dx
0
0
2 2 4
4
4

= )f (x

)P ( Y - 1 1, X = 1
)f ( X = 1

y
1
4
0 2
=
= =1
1
1
2
2

dy

21

0 4

1
2

)P ( Y - X 1, X = 1
)f ( X = 1

f ( X = 1, y ) dy
1
2

= 0

)P ( A , X = 1
)f ( X = 1

)P ( 0 < Y < 2, X = 1
)f ( X = 1

= )) P ( A | X = 1

)P ( -1 < Y - 1 < 1 , X = 1
)f ( X = 1

1
f ( Z = 0, X = 1) f ( X = Y = 1) 4 X = Y =1 2 1
= )) f Z X ( 0 1
=
=
= =
1
)f ( X = 1
)f ( X = 1
4 2
2 X =1
xy
1
4 X = Y =1 4 2 1
=
= = =
1 4 2
x
2
2 X =1

)F ( X = Y = 1

)F ( X = 1

)F ( Z = 0, X = 1
)F ( X = 1

= )) FZ X ( 0 1

: X Y

.
:
1
1
= ) f ( X = 1
2
2
1
1
= ) f ( x, y ) = f ( X = 1, Y = 1
4
4

= ) X U ( 0, 2 ) f ( x
) X , Y U ( 0, 2

X Y :

) y f ( y| x

= ), E (Y | x

"y

) x f ( x | y

= )E ( X | y

"x

: ) g ( X ) , g ( Y X Y:
E ( g ( X ) |Y ) = g ( x ) f ( x | y ) dx
E ( g ( Y ) |X ) = g ( y ) f ( y| x ) dy

X Y :

, E ( Y | x ) = y f ( y | x ) dy

x f ( x | y ) dx

= )E ( X | y

: ) g ( X ) , g ( Y X Y:

g ( x ) f ( x | y ) dx

+
-

E ( g ( X ) |Y ) =

E
( g ( Y ) |X ) = g ( y ) f ( y| x ) dy
-

. 10 X Y :
2
f X,Y ( x, y ) =
0

x + y <1 , x > 0 ,y > 0

) E ( Y X = x ) (88
1+ x
(2
2

1- x
(1
2

1
(4
2

1
- x (3
2

: 1 .
1
1
2 1- x
= ) . (1 - x
1
x
2
2
) (

1- x

1- x

1
1 1 2
= dy
y
1- x
1 - x 2 0

y.
0

= y f ( y | x ) dy

2
1
=
2 (1 - x ) 1 - x
1- x

2dy = [ 2y ]0

) = 2 (1 - x

= )E (Y | X

1- x
0

) f ( x, y
)f (x

= )f (y | x

= f ( x, y ) dy
y

= )f (x

. 11 X Y :
-y

0 < x < y<

e
f X, Y ( x , y ) =
0

E X 2 | Y = 2 ) (84

1
(1
2

2
(2
3

4
(4
3

3
(3
4

: 4 .

1
1 1
1
4
= dx = x 3 = y 2 E X 2 |Y = 2
y
y 3 0 3
3

( x | y ) dx = 0 x 2 .

+ 2
x .f
-

E X2 | Y = y =

f ( x , y) e - y 1
=
=
= ) f ( x | y
) f (y
ye- y y

y
y -y

-y
-y
f ( y ) = x f ( x , y ) dx = 0 e dx = xe 0 = ye

) ( X Y :

) x i y j f ( xi , y j

= ) E ( XY

X Y :

xyf ( x , y ) dx dy = xy f ( x , y ) dy dx

= ) E ( XY

-1 )( )( .

) X ) E ( X Y ) = E ( X ) E ( Y Y (

-2 X Y .

) E ( XY ) = E ( X ) E ( Y
X , Y

-3 .

) X E (X
E
) Y E (Y

X Y :
X
1
E = E (X) E
Y
Y

:
) X Y(

) ( ) (

) Var ( XY ) = E X 2 Y 2 - E ( X Y ) = E X 2 E Y 2 - E ( X ) E ( Y

. 12 X Y -1 2 . ) Var ( XY

): (84
20 (2

24 (1

16 (3

1 .
2

8 (4

) ( ) (

E X 2 E Y 2 - E ( X ) E ( Y ) = ( 5 5 ) - ( - 1 - 1) = 24

Y 2

) (
E (X ) = E (Y ) =5

E X 2 = s 2x + E ( X ) = 2 2 + ( - 1 ) = 5
2

) (
V ar ( X ) = E X 2 - E ( X ) 2
) (

) V ar ( XY ) = E X 2 Y 2 - E ( XY

, E ( X ) = E ( Y ) = -1

s 2x = s 2y


)(Bernoulli Distribution
p : X 1
) ( x = 0,1 .

X p ) X ~ Bin (1, p ) X ~ B (1, p .

) ( X 1

x
)(

: X 1

q = 1- p

)f (x) = P(x

f ( x ) = P ( x ) = p x q1- x ; x = 0,1
E (X) = m = p
s 2X = pq

)(

)(Binominal Distribution
n ) n (
: X n ) ( x = 0,1, , n )( .

X n p ) X ~ Bin ( n , p ) X ~ B ( n , p
.

x n

n
P ( x ) = px qn -x
x
x = 0 , 1, 2,... , n

E ( X ) = np

)(

s2X = npq

npq
n

= sX

M X ( t ) = pe t + q

x n ) p ( q :
( p n x :
n :
)( p :
n x :

( :
n n
P ( x ) = ( p + q ) = px qn-x
x

P ( x ) = 1
n

) 1(
n

P ( x ) = x px q n - x = 1

x =0

x =0

:
n 0 n n 1 n -1 n 2 n - 2
n
+ p q
+ + pn q0 = 1
p q + p q
0
1
2
n

) P( x = 0
)P( x =1
) P( x = 2
) P( x = n


:
n
P ( X = 0 ) = p0 q n -0 = q n
0

) n (

n
P ( X = 1) = p1q n -1 = npq n -1
1

) 1 n (

n
P ( X = 2 ) = p2qn -2
2

) 2 n (
) 1 n (

)P ( X 1) = P ( X = 0 ) + P ( X = 1

) 1 n (

)P ( X > 1) = 1 - P ( X 1) = 1 - P ( X = 0 ) - P ( X = 1

) 1 n (

P ( X 1) = 1 - P ( X < 1) = 1 - P ( X = 0 ) = 1 - q n

. 1 )( 3
(1

5

6

5
(2
6

5
1 - (3
6

(4

) (82

12

1 1
1
+ + + .... +
6
6

6

1
6

: 3 .
1
p = ) n = 6 ( :
6

, n =6
6

) = 5
6

; q = P (3

1
6

= ) p = P (3

6 1 5

n x n-x
5
= 1 - =1 -
) = P ( X 1) = 1 - P ( X = 0 ) = 1 - x p q 3 ( P
0
6
6
6

3 n = 6 X :

. 2 .
2 5 150

) (
x 100
x > 100
120
(1
243

80
(2
243

60
(3
243

f ( x ) = 100
2
x

40
(4
243

: 2 .

150 ) 150 ( :
150

-100 100 1
- 100
dx =
=
+
=

x 100 150 100 3

100

150

x2

100

P ( X < 150 ) =

) ( ) 150 ( ) n(
2
3

1
3

= . n = 5 , p = , q
3

n x n -x 5 1 2
10 8 80

= =
=
P ( X = 2) = p q
x
2
243

35

3 3

n = 5 X :

. 3 5 . 10
3 ) (81
0.75 (2

1.75 (1

0.375 (3

0.175 (4

: 3 .

) ( ) ( p = 0.05 ) ( n =10
. p = 0.05 , q = 0.95 , n =10
3 :
3 n

P ( X > 3) =1- P ( X 3) = 1 - P ( X = 0 ) - P ( X = 1) - P ( X = 2 ) - P ( X = 3) = 1 - px qn -x
x
x =0

10
10 10
1
9 10
2
8 10
3
7
=1- ( 0.05) 0 ( 0.95) - ( 0.05) ( 0.95) - ( 0.05) ( 0.95) - ( 0.05) ( 0.95) = 0.0010285
0
1
2
3

3 :
.
) ( n = 365 ) (
:
m = np = 365 0.0010285 = 0.375

n = 365 , p = P ( X > 3) = 0.0010285

. 4 X ] [ 0,1 . 5 3

X ] [ 0.3 , 0.8 ) : (85

2
(2
32

3
(1
5
10
(3
32

5 0.8 1
0.3 dx (4
2
3

: 3 .

X ) ( 0.3, 0.8 :
:
1
; a<x<b
b-a

(1 X ) ( a , b :

a f ( x ) dx

(2 .

=) f ( x

=) P( a <X<b

1
1
=
=1 ; 0 < x < 1
b - a 1- 0
= 0.8 - 0.3 = 0.5
(1) dx = [ x ] 0.8
0.3

0.8
0.3

= ) 1) f ( x

2) P ( 0.3 < X < 0.8 ) =

) ( ) ( p = 0.5 ) ( n = 5
1
, n = 5
2

= .p =q
3
2
n
5 1 1
10
= P ( Y = 3) = p n q n - y =
y
3
2
2
32

. 5 6 . 7
6

5
1 - (1
6

1
1 - (2
6

1
(3
6

5
(4
6

: 1 .

7 p :
: n ( S) = 6 6 = 36
: A = {(1, 6 ) , ( 6, 2 ) , ( 2,5 ) , ( 5, 2 ) , ( 3, 4 ) , ( 4,3)} n ( A ) = 6

6 1
=
36 6

= )P (A

1
p = ) n = 6 ( :
6

, n =6

) = 5
6

1
6

( ; q = P

=)

0
6
6
6 1 5
5
) = P ( X 1) = 1 - P ( X = 0 ) = 1 - = 1 -
6
0 6 6

p= P( 7

P( 7

)(Geometric Distribution
p ) (
: X ) ( x = 1, 2, .

X p ) X G ( p ) X Ge ( p .
P ( x ) = q x -1 p

x
) x (

x = 1, 2,...

1
p

= )E (X
q

p2
pe t
1 - qe t

)(

= s 2X

= ) MX ( t

:
a 1 , a 1q , a1q 2 , ...a 1q n -1

a1 , a 2 ,..., a n

q :

:

1-

a1
1- q

n
0 < q <1

a1 1 - q n
1- q

n -1

a1 + a 1q + a1q + ... + a1q

P ( x ) = 1

p q x -1 = 1

x =1

= ) P(x

x =1

) 1(

:
3

p + qp + q p + q p =1

) P( X =1) P( X = 2 ) P( X =3) P( X = 4

:
P ( X = 3) = q 2 p

(1 ) (.

P ( X 2 ) = P ( X = 1) + P ( X = 2 ) = p + qp

(2 2 .

(3 2 .
:
P ( X 2 ) = 1 - P ( X = 1) = 1 - p = q
:
qp
=q
1- q

1-

= P ( X 2 ) = P ( X = 2 ) + P ( X = 3) + ... = qp + q 2 p + ...

(4 2 .
q2p
= q2
1- q

1-

= P ( X > 2 ) = P ( X = 3) + P ( X = 4 ) + ... = q 2 p + q3 p + ...

(5 .
p
1 - q2

1-

= X) = P ( X = 1) + P ( X = 3) + P ( X = 5 ) + ... = p + q 2 p + q 4 p + ... ( P

. 6 a X 2 - 4 X + a = 0 a
). (83
1
(1
8

3
(3
4

1
(2
4

7
(4
8

: 3 .

:
a >0

aX 2 - 4X + a = 0 b 2 - 4ac 0 16 - 4a 2 0 a 2 4
a2
D0


) ( p = 1 : a )(
2

. p = q = 1
2

1 1 1 3
= +
2 2 2 4
1
. 7
3

= pq a -1 = P ( a = 1) + P ( a = 2 ) = p + pq

a =1

= ) P (a 2

. 3

) (85
2
(1
3

2
(3
3

3
(2
27

19
(4
27

: 3 .
1
) ( p =
3

2
3

1
3

= . p = , q
X :
2

) = P ( X 3) = 1 - P ( X < 3) = 1 - P ( X = 1) - P ( X = 2 ) =1 - pq x -1 = 1 - pq 0 - pq1 3 ( P
x =1

1 1 2 4 2
=1 - - = =
3 3 3 9 3

)(Hypergeometric Distribution
N K N - K n
: X n .

X n N k

) X HG ( N,k,n

n )
( x ) k(
.
n

K
N

=p

k N - k

x n-x
P(x) =
N

n

) x = 0,1, 2,...., min ( n , k

E ( X ) = np )(

K
N

=p

N-n
:
N -1
N-n

N -1
N-n

N -1

N-n
npq
N -1

= sX2

n
0.05 .

) N ( ) n ( ) n 5 N (

n

K
N

= p .

N-n
N -1

:
k

E ( X ) = np = n N

s 2 = npq = n k 1 - k

X
N N

) ( n ) ( N

N-n
N -1

n
0.05
N

:
%5 n %5N .

20 20n N .

n
5

N 100

!
N-n
n
> 0.05 n > 0.05N
N -1
N

:
)(
n
0.05
N

X m1 p Y m 2 p
) Z = ( X = v X + Y = t v t k = v n = t N = m1 + m 2.

) X Bin ( m1,p ) ,Y Bin ( m 2 , p

X Y

)Z = (X = v X + Y = t

) Z HG ( N = m1 + m 2 , k = v , n = t

. 8 X Y n p X
X + Y= m ) P ( X = k X + Y = m ) (85
(1

n

k
2n

(2

m-k
2n

(3

n n

k m - k
2n

(4

k
m

: 3 .

n x n -x
X ~ B(n , p) P (X = x ) = p q

n y n- y

Y ~ B ( n , p ) P ( Y = y ) = y p q

:
) 1) P ( X = x , Y = y ) = P ( X = x ) . P ( Y = y

(1 X Y :

(2 X n ,..., X1 n i p Xi
n i p.
n

i.i.d

) Xi ~ B ( n i , p ) X + Y ~ B ( 2n , p ) 2) X1 ...X n ~ B ( n i , p

i =1

)P(X = k) P(Y = m - k
)P ( X + Y = m

)P(X = k , Y = m - k
)P ( X + Y = m

)P ( X = k , X + Y = m
)P ( X + Y = m

= ) P ( X = k|X + Y = m

n k n - k n m - k n - ( m - k ) n n m 2n - m n n

q
p q
p

p q

k
m-k
k m - k
k m-k

=
=
=
2 n m 2n - m
2 n m 2n - m
2n

p q

p q

m
m
m

N = 2n , n = m , k = K
.
. 9 100 4 . 10 .

) (
3

5 24
(1
2 25

(2

3 210
57

24
(3
25

(4

210
57

: .

) ( n = 10 ) ( N = 100 :
4 96

1 9
1) = = 0.299
100

10

( P

n
5

N 100

:
1

10 4 96
1) = ( P

= 0.277
1 100 100

n
10
5
=

N 100 100

.
)(Poisson Distribution
: X

) ( X = 0,1, 2, .

X l
x
l

) X P ( l

e-l l x
!x
x = 0,1, 2,...

= )P(x

E (X) = l

s 2X = l
l

) (

-l 1- e t

= sX

M X (t) = e

)(

: ) ( l.

l .
0 l 10 ) ( l >10
.

( ) l (
l .

l = 2 20 :

) ( l
2 20 2
=
60
3

= l

2
?

5 :

1 = 60
20

) ( l
25
= 10
1

e-l l x
= ) P ( x
x
( !x
x = 0,1, 2,...

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e-l l x
=1
!x

x =0

x =0

P(x) =

= l

1
5

2
?

) 1(

:
e -l l 0 e-l l1 e -l l 2
+
+
+ = 1
!0
1!
!2

) P( X = 0
)P( X =1
) P( X = 2

e -l l 0
= e -l
= ) = P ( X = 0
!0

e-l l1
= le-l
= ) = P ( X = 1 1
!1

= P ( X 1) = P ( X = 0 ) + P ( X = 1) = ( l + 1) e -l 1

= P X 1 = 1 - P X = 0 = 1 - e -l 1
(
)
(
)

-l
= P ( X > 1) = 1 - P ( X = 0 ) - P ( X = 1) = 1 - ( l + 1) e 1

n p ) ( n
) ( p :
I) n 20 , p 0.05

II) n 100 , np 10

.
l = np .
n p l = np
.

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) X Bin ( n , p
) X P ( l = np
( II) : n 100 ,np10
. 10 120 .
9 7
) : (83
e-3
(1
e

e
(2
e+3

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+3

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-3

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9 7 ) 10( 10
m = l =120 10 .

) ( l
10 = 600
120 10
120
= l
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10
?
l = 2 10 :
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e-2 20 e-2 21
-2 e - 3
P
X

2
=
1
P
X
<
2
=
1
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X
=
0
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X
=
1
=
1
=
1
=
1
3e
=
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)
(
)
(
)
(
)

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!1
e2

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, l = 2 10 X :

. 11 6 .
2 ) )(. (88
e -1 ( 1

2e-1 (2

e -2 ( 3

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: 4 .
:

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l
!x

; x = 0,1, 2,...

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) ( l
6 1
=2
3

= l

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3
1

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e -2 2 2
x=2

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= 2e-2
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l
=
2
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, l = 2 X :

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: l : X
1
) ( x 0
l

X l ) X E ( l .
X

; 0x<

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1
l

f ( x ) = le

= E (X) = m

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l2
1
l
l
l-t

)(

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r ) ( r , l.

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: X r

l r r -1 -lx
x e
; 0 < x < , r 1
)G(r

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r
l

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r

l2
r
l
r

)(

= s 2X

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l
M X (t) =

l-t

)(Normal Distribution
: X m s 2
:
2

; -<x<+

1 x - m
-

e 2 s

1 2 2
s t
2

mt +

1
2p s

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m s:
- x 2 + 2xm
2
ke 2s

- x 2 + 2xm
2
.e 2s

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2
e 2s

2p s

- x 2 -m 2 + 2xm
2s 2
e

1
2p s

) ( x -m
2

2s

1
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= )f (x

X ) m( ) s 2(
:

X ~ N m , s2

) ( ) (

E X3 = E X5 = = 0

m = E (X) = 0

) m = E ( X ) (
.

) (

1
. 12 X X N 4 , E e2X
2

e 2 (1

e 4 (2

e8 (4

e9 ( 3

: 3 .
:
= e9

1
4 2 + 2
2

1
2

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1
2
) m 2 + s2 ( 2
2

t =2

) (

E e2X

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0 1

X ~ N m , s 2 ) N ( 0 , 1
.
:

N , 2

X-

) N( 0 , 1

= Z X ~ N m , s 2 ) Z ~ N ( 0 , 1

:
X - m
X m E (X) m m m
E ( Z) = E
- = - =0
= = E -
s
s
s s s

s s
2
s2
X - m
2
2X m 1
s 2 ( Z) = s 2
=
s
=
s
=
=1

X
s
s2
s s s
0

) Z ~ N( 0 , 1
z2
2

1
2p

X-m
s

=Z

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1 x-m

2 s

1
2p s

) Z ~ N( 0 , 1

X ~ N m , s2

= )f (x

X-

=Z

X~N m,s

X X ~ N m , s 2
:
X -m
(
s

= Z .


( :
a -m
X -m a -m

a -m
P (X < a) = P
<
< = P Z
= j

s
s
s

s
a -m
X-m a -m

a -m
>
P (X > a) = P
> = P Z
= 1- j

s
s
s

s
b-m
a -m X -m b-m
a -m
b-m
a -m
<
<
<<Z
P (a < X < b) = P
= P
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- j

s
s
s
s
s
s
s

a - < z < + :
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) P ( Z < a ) = P ( Z > -a

A B - < z < + :
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A = -B
)P ( Z < A ) = P ( Z > B
)P ( Z > A ) = P ( Z > B
A=B
)P ( Z < A ) = P ( Z < B



q :
-1
-2
-1 )(Method of Moment Estimation

:
( :

1 E ( X ) :

xf ( x ) dx

) (

= )E (X

2 E ( X ) E X 2 :

( ) x 2f ( x ) dx

= E X2

xf ( x ) dx

= )E (X

) (

n E ( X ) E X n .
( :
1 X :

Xi
n

=X

2 X X 2 :

X i2
n

= , X

Xi
=X
n

n X X n .
( )( )(
:
1 :
E (X) = X

2 :

) (

E ( X ) = X , E X2 = X2

n n :

) (

E ( X ) = X , ... , E X n = X n

!
X X 2 .
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) f x ( x ; q X q q
:
( ) L ( q n ) ( X n ,..., X 2 , X1 :
n

) L ( q ) = f ( x1 , x 2 ,..., x n ; q ) = f ( x1; q ) ... f ( x n ; q ) = ( x i ; q

i =1

:1 )(
) ( Ln.
( ) L ( q
q.

:2
)( :
= q

( ln L ( q) ) = 0

L ( q ) = 0

: :

u
= 1) ( ln u )
u

n
n

2) ln Xi = ln ( x1 x 2 x n ) = ln x1 + ln x 2 + + ln x n = ln x i
i =1
i =1

3) ln x = ln x - ln y

: x q )(
:

( x q :

) = min ( X1 , X 2 ,..., X n q

( x q :

) = max ( X1 , X 2 ,..., X n q

: X m s2 MLE
:
m = X
2

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) ( Xi - X

i =1

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: ) ( m X m .
2

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1
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q

) ( Xi - m

i =1

= s 2

= ) . f ( x n q
) (86

X (1

X
(2
2

2X (3

2
(4
X

: 3 .

E (X) = X

:
q
= X q = 2X
2

q
1
1 1

= dx = x 2
q
q 2 0 2

x.

= x .f ( x ) dx

= )E (X

b = q a = 0 :
a +b 0+q q
=
=
2
2
2

= )E (X

. 2 0.3, 0.7 , 0.2, 0.4, 0.9 :

1
q x 1
1- q

= ) fq ( x

) ( MLE q ) (
0.9 (1

0.4 (2

0.2 (4

5.0 (3

: .
x q :
MLE ( q ) = min ( X1 , X 2 ,..., X n ) = min ( 0.3, 0.7 , 0.2, 0.4, 0.9 ) = 0.2

. 3 X :
1
1
< <q
8
8

1
2
3
4
1 - q 1 + q 1 - 2q 1 + 2q
4
4
4
4

x
)f q (x

) ( X 1 , X 2 ) = ( 2,3 q ): (
1
(1
4

1
(2
8

1
(3
8

1
(4
4

: 3 .
: q ) ( X1 , X 2 ) = ( 2,3
) ( X1 , X 2 ) = ( 2,3 :
1 + q 1 - 2q 1 - q - 2q 2

=
4
4
16

( )

= ) L ( q ) = f x 1 , q f x 2 , q = f ( 2, q ) f ( 3, q

q .
1
8

1
8

1
1
= ( -1 - 4q ) = 0 q16
4

1
4

< - < q q = - .

= ) L ( q

1
) (1 + 4q ) < 0
16
1
q q = -
8

( -

. 4 4 q 7 5 4 4 . ) ( q

( q ) q (( q , q ) = ?) :
( 4,5) (1

( 5,5) (2

( 7 ,5) (4

( 5, 4 ) (3

) (87

.
: 2 .

E (X) = q = X

(1 : q:
X 4 :

E ( X ) = X q = X = 5

X i = 4 + 5 + 7 + 4 = 20 = 5
= X
n
4
4

(2 :

1
l
l

1
q

= l :
1

1 - x
= e q ; x>0
q

-lx

f ( x ) = le

( ) L ( q :
Xi
q

1 -qX i
1 -q X i
e
=
e
= q- n e
n
q
q

Ln:

L ( q ) = f ( X1 ; q ) ... f ( X n ; q ) =

i =1

Xi
q

Ln L ( q ) = -n ln q -

( ( ln L ( q ) ) = 0 :

Xi n
-n X i
q>0
+
=0
=

2
2
q
q
q
q
:
X
i q = X = 5
= X i = nq q

( ln L ( q) ) = 0


q = X = 5

X 4 X = 5 :

)( q , q ) = ( 5,5

. 5 q s2 5

. 2,1, 0, -1, -2 s2 , q ) : (87

( 2, 0 ) (1

( 2,1) (2

( -2,1) (4

( -2, 0 ) (3

: 1 .
: m s2 :
2

) ( Xi - X
n

= m = X , s 2

m = q s2
:
-2 - 1 + 0 + 1 + 2
=0
5
10
=2
5

( -2 - 0 )2 + ( -1 - 0 )2 + ( 0 - 0 )2 + (1 - 0 )2 + ( 2 - 0 )2
5

Xi
n

= q = X

) ( Xi - X
n

= s 2

( s 2 , q ) = ( 2, 0) :
) (1 .
. 6 ) U ( 0, q 14 15 3 4 14 . q :

) (

3 (1

14 (3

10 (2

15 (4

: 4 .
1
; 0<x<q
q

= ) X ~ U ( 0, q ) f ( x

: X q :
x < q q = X n
) (

) x > q q = X(1

X q :
:

= 15

X = ) : q = X( n 0 < x < q q

)(Unbias

q q q q .

)(

: q ) ( q E = :

)(

q q
= ) ( E E q = q
)(Bias

) E ( q q ) E ( q ) > q (E ( q ) < q q
:

= E ( q - q ) = E ( q ) - q )(

. 7 X n ,..., X 2 , X 1 n X )(
) : (84
n

(X k

(1

-X

(3

n
1
Xk - X

n + 1k = 1

(2

k =1

(4

1
Xk - X
n k =1

n
1
Xk - X

n - 1k = 1

: 4 .

: :
2

) (

m -1

E S21 = s 2

) (

E S 22 = s 2

m -2

)(X i - X
n -1
-m

( X i

=
=

S 12
S 22

S 22 s 2 m
S 12 s2 .
. 8 X m . m 2 :
X
(1
2

X 2 + X (2

X2
(3
2

) (85

X 2 - X (4

: 4 .

:
-1 ) ( l.

E ( X ) = V ar ( X ) = l

)(

E q = q

-2 q q :
X m :

) (

E X 2 = V ar ( X ) + ( E ( X ) ) = m + m 2
2

m 2

E ( X ) = V ar ( X ) = m

2
2
) V ar ( X ) = E X - E ( X

) (

) = m2 ( E

m 2:
m
1
m 2
= ) = E ( X
2
2

) E 1

X
2

) ( )

) E X 2 + X = E X 2 + E ( X ) = m + m 2 + m = 2 m + m 2 m 22
X2 1
1
m + m 2 m 2
= = E X 2

2
2 2

( ) (

) E 3

) ( )

P ) E X 2 - X = E X 2 - E ( X ) = m + m 2 - m = m 24

. 9 X n ,..., X1 :
x
2 q
.x e

1
G ( 3) .q3

= )f (x

q ) (
3X (1

X
(3
3

1
(2
3X

3
(4
X

: 3 .

T q

E ( T ) = q

1
) E ( X E .
X


1
q

= l a = 3
a 3
= = 3q
l 1
q

:
: ) E ( X ) = E ( X :

= )E (X

) (

E X = 3q

) E ( X :
x
q dx

x e
0

1
G ( 3) q3

x
q dx

x e

1
G ( 3) q3

x
0

= xf ( x ) dx

= )E (X

x
x
x

-
-
-
- 3x 2 q2 e q + 6x -q3e q - 6 q4 e q

0
X
1
X
=
q .6q4 = 3q E ( X ) = E X = 3q E = q .
3
3
2q
3
x

x 3 -qe q
( 3 - 1)!q3

) (

1
E :
X

x
xe q dx

( 3 - 1)!q3

x
x 2 e q dx

= 1 q2 = 1 E 1 = E 1 = 1 E 2 = 1
X
X 2q
X q

2q



2q3
0

1
2

q
X

1
1
x G ( 3) q3

- 1 q2 e q

1
= f ( x ) dx
x

x

1
x -qe q
2q3

1
= E
X

. 10 1, 2,3, 4,5 5 ) N ( q , q . q

) (
2 (1

: 4 .

3 (3

2.5 (2

2.5 , 3 (4

)(

: q q E q = q . :

, E (X) = m

( )=s
2

E S

) (

) ( m s2

Xi

X=

) ( Xi - X
n -1

S2 = i =1

s2 = q m = q q :

1) E ( X ) = m = q

2
2
2) E S = s = q

) (

Xi :1, 2,3, 4,5:

x i = 1 + 2 + 3 + 4 + 5 = 15 = 3
= 1) x
n
5
5

2
) ( xi - x

(1 - 3)2 + ( 2 - 3)2 + ( 3 - 3)2 + ( 4 - 3)2 + ( 5 - 3)2 10

2) S2 = i = 1
=
= = 2.5
n -1
5 -1
4

) (

m s 2 n ) X (
) m ( :
X e e .
:
-1 s 2

n 1

s
s
X Z a sX X - Z a X , X + Z a X

n
n
2

2
2

-2 s 2

S
S
X Z a SX X - Z a X , X + Z a X

n
n
2
2
2

( n > 30

( n 30

SX

a
2

, X + t ( n -1) ,

SX
n

a
2

X t a SX X - t ( n - 1 ) ,


-3 s 2

s
s
X Z a sX X - Z a X , X + Z a X

n
n
2
2
2

( ) n > 30 (

1 sX

a
n

( ) n 30 (

1
sX X
a

1 sX

, X+
a
n

:
s
n

Z a t a
2

1
a

: e = Z a
2

s S .

:
s

n
s
s
s
- X - Za
= 2 Za
= 2e

n
n
n
2
2

, X + Za / 2

= X - Za / 2

= X + Z a - =
2

s
n

= 2 e = 2 Z a
2

Z a t a s S .
2

e :
Z2a s2
2

e2

=n

s2
n

e2 = Z2a
2

s
n

e = Za
2

Z a t a s S .
2

x
n

n x
. p :
p-p
pq
n

= p

= = Z

:
pq

pq
, p + Za
n
2

pq
p - Za

p Za
2

x
=p
n

p p p q

1
2

pq
n

e = Za
2

:
p q
n

pq
= 2e
n

p q
= 2 Za
n

pq
, p + Za
n

: p - Z a
2

p q
- p - Za
n

2
pq
n

: p + Z a

= 2 e = 2 Z a
2

e :
Z2a p q
2

e2

=n

pq
n

e 2 = Z2a
2

pq
n

e = Za
2

. 11 . %95
%5 ) ) ( Z 0.975 = 1.96 (86
380 (1

385 (2

400 (4

290 (3

: 4 .

pq

e = Z a n p

s
e = Z m
a

2
1

2

1
= 20 n = 400
0.05

=n

1 1

2 2
n

a
= 0.025, Z 0.025 = Z 0.975 = 1.96 2
2

pq
e = Za
0.05 = 2
n

1
p = q = , e = 0.05
2

(1 - a ) = 0.95 a = 0.05 ,

Z 0.025 2 .
.

)(Null Hypothesis & Alternative Hypothesis

) : ( H 0 = ) ( H 0

.
) : ( H 1 H 0 H 0 < >
) ( H 1 .
)(Statistical Errors
H 0 :

) ( a
H 0 H 0 . :
) H 0 | ) = P(H 0 (a = P

) H0 ( H0
) ( C H0 :
) H 0 | ( H 0 ) = P | a = P (H 0

:
) ( a = P H 0
1

. 12 P ( X = x ) = qx (1 - q )1- x ; x = 0,1 5 .
x

1
1
= H0 : q
2
2

H1 : q . H0 1 4

) (88
3
(1
8

4
(2
8

5
(3
8

3
(4
16

: 1 .

5 p = q n = 5 .
1
2
5

)( X 4

1
2

( X 1) + P

=H 0 :q

1
2

5 1
=
x 2

5- x

=n=5 , q

5 1 1
P(X = x) =
x 2 2

) = P ( H 0 ) = PH 0 | a = P(H 0

=H 0 :q

= )( X = 5

1
2

( X = 4) + P

=q

1
2

( X = 1) + P

=q

1
2

( X = 0) + P

=q
5

1
2

=P

=q

5 1 5 1 5 1 5 1
1 12 3
=
=
) + + + = (1 + 5 + 5 + 1
32 32 8
0 2 1 2 4 2 5 2
2
1
. 13 X 10 ,..., X 1 q = H 0 : q
3
2
10

. X i 8

i =1

0.01 (1

= H1 : q

) (86
0.1 (3

0.05 (2

0.15 (4

: 2 .
:

(1 ) ( a

) H 0 ) = P H 0 (X | a = P (H 0
n

(2 X q Y = Xi n q.
i =1

10

) Y = Xi Bin ( n = 10, q
i =1

10

a = P
) 1 X i 8 = P ( Y 8 ) = P ( Y = 8 ) + P ( Y = 9 ) + P ( Y = 10

H 0 : q=

2 i =1

x
10 10 1 x 1 n - x 10 1 10 10 1 10 10 1 10
56
=
= = + +
= 0.05
x
8
9
10
2
2
2
2
2
1024
x =8

~ Y = n X ~ X
i

i =1

) (b

) ( H 0 H 0 :
) H 0 | ) = P (H 0 ( b = P

) H0 ( H 0 ) H1 (
) ( C H1 :

) H1 | ( H 0 ) = P | b = P (H 0

:
) ( b = P H 1
1
1
. 14 . = H0 : q
4
2

= H1 : q ) a = 0.2 ( . )

( ) (85

2
10

3
10

2
10

2
10

1
10

x
1

1 5
5
5
40 45

4 100 100 100 100 100

= {4} (1
= {2} (3

= PX = x ; q

= PX = x ; q

= {3} (2
= {1} (4

: 1 .
2
1
) = | q ( = P
10
2

) ( : a = P H0

1
4

) = | q ( ) b = P ( : b = P H 1
X a = 0.2 b :
1

: {X = 1} a = P X = 1 q = = 0.2
2
1
5
5
40 45

= = b = P X = 0, 2,3, 4 | q
+
+
+
= 0.95
4
100
100
100
100

: {X = 2} a = P X = 2 q = = 0.2
2
1
5
5
40 45

= = b = P X = 0,1,3, 4 | q
+
+
+
= 0.95
4 100 100 100 100

: {X = 4} a = P X = 4 q = = 0.2
2
1
5
5
5
40

= = b = P X = 0,1, 2,3| q
+
+
+
= 0.55 P
4 100 100 100 100

X = 4 a = 0.2 b .
)(Power Of a Test

) a ( b
. :
) H 0 | : b* = 1 - b = 1 - P (H 0
) H0 | = P (H 0

-1 a ) ( b .

-2 a b .
) H 0 | H1 ) = P (H1 | H1 ) = P (H1 | b * = 1 - b = P(H 0

) (

* b 1- b .
: ) ( b :
b* = 1 - b

) (

: * b :
) H1 | ( H1 ) = P | b* = P (H 0

:
) ( b = P H1
*

)(Critical Rigion
:

( ) q0 q1 (:
H 0 : q = q0

H1 : q = q1

) k 0 k < (:
>k

a :

) f q1 ( x

) f q0 ( x

) fq ( x

a = P 1
> k
) fq ( x

( ) q0 (:
H 0 : q q0

H1 : q < q0

) ( q2 > q1
T:

T) ( :
T ) ( :

; >k

) f q1 ( x1 , x n

) f q2 ( x1 , x n

: T > k
: T < k

. 15 X f ( x ) = q e - q x ; x > 0 , q > 0 . n
H0 : q q0 H1 : q > q0 :
(1
(3

Xi K
( Xi - X ) 2 K

(2
(4

Xi K
2
( Xi - X ) K

) (85

: 2 .

:
) l1 -l 2
Xi (

<0

l n2 e-l 2 Xi
l n e-l1 Xi

l
l 2 >l1

= 2 e
l1

Xi

l 2 e-l
( X1 , X n )
i =1

-l1 X i

l1e

fl2

) f l1 ( X1 , X n

i =1

l 2 > l1 T = Xi )(
Xi < k .
. 16 f ( x ) = qe-qx ; x > 0 , q > 0 . X1 X 2 .
H0 : q = 1 H1 : q = 2 ) (88

}
< K} (3

X1 + X 2 > K (1
X1 + X 2

{
) = {( X , X
) = ( X1 , X 2
2

}
> K} (4

{
) = {( X , X

= ( X1 , X 2 ) X1 + X 2 < K (2
X1 + X 2

: 2 .
H 0 : q = 1

H1 : q = 2

:
>K

2 Xi

) f q1 ( x

) f q0 ( x

X1 + X 2 .

X q X1 + X 2 ) ( 2, q .
n

: Xn ,..., X1 l Xi
i =1

) ( n, l.
1
l n x n -1 e -lx x > 0 , l > 0
)G(n

= )f (x

) X1 + X 2 = T( ) ( 2, q :
t>0 , q>0
K
4

> > K 4e- t > K e- t

22 te -2t
-1t

1 te

1
q2 t 2-1e-qt = q2 te -qt
)G ( 2
>k

) f q= 2 ( T
) f q=1 ( T

>K

= ) fT ( t
) f q1 ( T

) f q0 ( T

- t > ln
< K tK X1 + X 2 < K

. 17 X ; q x <1
3
4

) 2 ( x -q

(1 - q )2

= ) f q ( x .

1
4

= H0 :q= vs H1 :q %5 .
) (85

X > 0.98 (2

X < 0.02 (1

0.02 < X < 0.98 (3

X > 0.98 (4 X < 0.02

: 2 .

) ( :
3
2 x -
4 ; 3 x < 1

3 4
1

) fq1 ( x
4
>k
) fq0 ( x
1
2 x -
4 ; 1 x < 1

1 4
1

3 3

9 x - ; x < 1

4 4

> k
>k
X > k
1 1

x - ; x < 1
4 4

1
1 2 x -
1
1
4

= 0.05 = P X > c | q = 0.05

= f x | q = dx 0.05
dx
2
4
4

c
c
1
1 -
4

1
1 1 c 2 c
1

1 2 x
x
dx
0.45
32
x

=
0.45 = 32 - - -

4
4c
2
c
2 4 2 4
1

c = 0.98

32
9

= 0.05

1 c2 c
0.45 = 32 - + 0.45 = 8 - 16c2 + 8c 16c2 - 8c - 7.55 = 0
4 2 4

c = -0.49
1
X > 0.98
c
4

. 18 f ( X ) = qe-qx ; q > 0 , X > 0 H : q q H1 : q > q .

n ) : (86
X < c (1

X > c (2

c1 < X < c 2 (3

X > c 2 (4 X < c1

: 1 .

:
:

) l1 -l 2
Xi (

<0

l
l 2 >l1

= 2 e
l1

l n2 e-l 2 Xi
l n e-l1 Xi
1

Xi

l 2 e-l
( X1 , X n )
i =1

-l1X i

l1e

fl2

) f l1 ( X1 , X n

i =1

l 2 > l1 T = Xi ) (
Xi < k X < k .
: ) ( a ) ( b
.

) (1- a a . :
-1
H 0 : m X m 0
,
H 1 : m X > m 0

H 0 : m X = m 0
,

H 1 : m X m 0

H 0 : m X m 0

H 1 : m X < m 0

m0 .
-2 ) (

X n , ... , X 2 , X1 n X

Z t

. )( :
(1 s2 X n ) n( :
s
n

= ; sX

X - m0
sX

=Z

(2 s 2 X n :
( n > 30 X :
S
n

= ; SX

X - m0
SX

=Z

( n 30 t X n - 1 :
S
n

= SX

X - m0
SX

= t n -1

(3 )( s2 ) ( n > 30 X
:
s
n

= ; sX

X - m0
sX

=Z

. 19 X n ,..., X 2 , X 1 n m S 2
) : (84
X-m
(1
S

(2

X-m
S/ n + 1

(3

X -m
n -1

(4

S/

X-m
S/ n

: 4 .

.
X-m
S
n

= : Z

m X ~ Nm, S

:
nS 2
s2

( n -1 ) S 2
s2

= : c 2n s 2 m

) (

= : c 2n -1 s 2 m

. 20 X n ,..., X1 n = 36 l . H 0 : l = 3

H1 : l = 4 a = %5 X i = 144
3 (1

12 (2

): (87
2 (3

10 (4

: 2 .
: X n ,..., X 1 n > 30

X i

nm

ns2.

X n ,..., X1 n = 36 > 30 :

) Xi ~ N ( nm , ns2 ) X i ~ N ( nl , nl ) Xi ~ N ( 36 3 , 36 3
l .
12

m = s2 = l

= X i - nm = 144 - 36 3 = 36 = 6 = 2 3
=Z

36 3
6 3
3
ns2

2
X i = 144 , n = 36 , m = s = l = 3

: H0 H 0
H0 l = 3 ) . l = 4 H 1
(.

. 21 1, 2,3, 4,5 N m, s2 . H 0 : m = 2.5 H1 : m 2.5

) (89
10
(1
10

: 3 .

10 (2

2
(3
2

2 (4

) (

s2 n 30 H0 : m = m0 t :
1

x - m0 3 - 2.5
1
2
= = 2
=
= t = S
2
10
2
2

n
2
2

x i 1 + 2 + +3 + 4 + 5

=
=3
= X
n
5

2
( x i - x )2 (1 - 3)2 + ( 2 - 3)2 + ( 3 - 3)2 + ( 4 - 3)2 + ( 5 - 3)2 10
10
=
=
= S
= S
n -1
5 -1
4
2