. . . .
( ).
(Ω,₣,Ρ)
:
Ω==Rn; ₣=n σ-; Ρ
, (, n,Ρ).
(, n, Ρ), Ρ ={θ,θΘ} - .
Ρ:
(1) θ =θ1 * θ2 *θn, .. (1 n) Rn V θΘ
(2) θ1=θ2==θn, .. (1 n) Rn ().
(1) (2) , (1 n) .
.
. Ρ ( ), Ρ -.
( ), .
. .
θ - , .
:
θ Ρ, .
-
Θ0 (1 n) Θ .. V θΘ θ(Θ0 (1 n) θ)≥1-α, α - . .. , (1-α).
1 n , i ( i: θΘi; Θi∩Θi=0; UΘi=Θ).
.
1) : Bi(1, p)- 1 p.
, {0;1}; P(X1=1)=p. θ=p 
[0;1]
2)
|
|
|
, {0,1}
P(X1=k)=Cmk pk (1-p)m-k, k=0,1m
θ=(m,p). m N, p [0,1]
3) Pas(λ).
. ., , {0,1}
P(X=k)= λk\(k!)*exp(-λ), k=0,1 θ = λ
4) Geom(p)
, N 
P(X1=k)=p (1-p)k, k=0,1, θ =p
5), N(a, σ2).
p θ (x)= 
6) Exp(α)
θ = α>0
7) L(a,b)
8) (α,p)
