- , .
.
:
- , .
- (). , 1 2 , , i(1,2) , . , , (1,2).
=() - - .
: ( , , , .), (, .), ( , .).
( ) , :
mX = M[X] =
, ( ) . mX = 0, ( ).
:
M[C] = C,
- ;
M[C×X] = C×M[X];
M[X+Y] = M[X]+M[Y],
X Y;
M[X×Y] = M[X]×M[Y] + KXY,
KXY = M[ ] - X Y.
k- (k = 0, 1, 2,...) , :
nk = M[Xk] =
k- , :
mk = M[(X-mX)k]=
, , , : n0 = m0 = 1, n1 = mX, m2 = DX = sX2.
Mo(X) = x*, f(x). ( ) ( ).
M(X) = x0, : P{X < x0} = P{X ³ x0} F(x0) = 0,5.
tp, : F(tp) = p. , , x0 = t0,5.
D[X] = D, :
DX = M[(X-mX)2] = M[X2] - mX2 =
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, ( ) . :
D[C] = 0, - ;
D[C×X] = C2×D[X];
D[X-C] = D[X],
, , X;
D[X + Y] = D[X] + D[Y] + 2×KXY,
KXY = M[ ] - X Y;
s = X. , . ( s ). , mX = 0 s = 1. = const (.. ), D[X] = 0.
() : A = m3/s3X. () : E = (m4/s4X)-3. , E = 0.
n () 1, 2,..., n, , n- = (1, 2,..., n).
() n- n 1, x2,..., xn, n : F(x1, x2,... xn) = P{ X1 < x1, X2 < x2,..., Xn < xn}. , (X, Y) : F(x, y) = P{X < x, Y < y}. F (, ) :
1 0 £ F(x, ) £ 1;
2 F(x, ) - ;
3.
4.
4 . , . (X, Y) , , :
P{x1 £ X < x2, y1 £ Y < y2} = F(x1, y1)+ F(x2, y2)- F(x1, y2)- F(x2, y1).
(X,Y) (), G(x, y) . {(i, yi) | (i, yi) Î G(x, y)} pij = P{X = xi, Y = yj},
(X, Y) (), f(x, y) () , :
f(x, y) = , F(x, y) = .
:
f(x, y) ³ 0, (x, y) Î R2;
- .
:
f(x) = f(y) = .
S
P{(X, Y) Î S}= .
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X , Y , f(x/y) Î R: f(x/y) = f(x, y)/f(y). Y , X x: f(y/x) = f(x, y)/f(x). X1, X2,..., n ( ), {Xi Î Bi}, i = 1, 2,..., n, B1, B2,... Bn - , : P{X1 Î B1, X2 Î B2,... Xn Î Bn} = P{X1 Î B1}× P{X2 Î B2}×... ×P{Xn Î Bn}.
: X1, 2,.... n , x = (x1, x2,..., xn) : F(x1, x2,..., xn) = F(x1) × F (x2) ×... × F (xn) ( f(x1, x2,..., xn) = f(x1) × f(x2) ×... × f(xn)).
(X, Y) .
r + s (X, Y) nr,s, :
nr,s = M[Xr Ys] =
nr,s , ( ) . , nr,0 = M[Xr] - X. (mX, mY) = (n1,0, n0,1) (X, Y) .
r + s (X, Y) mr,s
mr,s = M[(X-mX)r (Y-mY)s] =
mr,s , ( ) . (DX, DY) = (m2,0, m0,2) .
m1,1 (): KXY = M[ ] = M[(X-mX)×(Y-mY)] = M[XY]-mX mY.
X Y
rXY = KXY/(sXsY).
( ):
KXX = DX, KYY = DY, (rXX = rYY = 1);= KYX, (rXY = rYX);
|KXY| £ , (|rXY | £ 1).
X Y. |rXY | = 1 , X Y = a×Y + b, a b - . , KXY = 0 (rXY = 0), . Y (, , ).
, Y yj, :
mX/Y = M[X/Y = yj] =
{X = xi /Y = yj} = , pij = {X = xi,Y = yj}.
, Y yj, :
DX/Y = D[X/Y = yj] =
n- (1, 2,..., n). , , (m1, m2,..., mn), mi - i,
i = M[Xi] = ,
, .
n- = (1, 2,..., n) , :
K = ,
ij = M[ ] - i- j- .
, ii = [Xi2] - i- .
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n- , :
C = , rij = - i- j- .