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, , .

( 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. :

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) . .

, () , .

, , , , , , .





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