, , .
( t, . .), ( , ).
,
. , , .
( ) , X x.
X ( ) F (x) = p (X < x).
X ( ) :
( ). f (t) (. 4.3.1). .
f (t) ( [ t ]), ( D) .
t, F (t) f (t) ( ) (. 4.3.1, ). f (t), , , f (t) .
F (t) (. 4.3.1, ) :
F (t) f (t), . f (t) [ t ], ( ):
D σ =√ D:
D ( σ), [ t ].
, , P (t) t. :
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P (t) , F (t). F (t) + P (t) = 1 P (t) = 1 F (t). , P (t) (4.2.5).
:
F (t) = P (t < t) = Q (t);
f (t) = dQ (t) / dt;
t: P (t) = 1 Q (t).
( ) f (t) P (t), . (4.2.7):
. 4.3.2. (t 0 t 1) . .
(t 1 t 2) . .
, () , .
, , , , , , .