8.1.1. . (), . , .
X , . (), , X ,
F (x)= P (X < x) (8.1)
: , () .
1. [0; 1]: 0£ F ()£1.
2. F () , F(2)³F(1), x2>x1.
3.. , , [, ], :
(££} =F(b)-F().
, X , .
4. (, b),
1) F (x) = 0 £ ;
2) F () = 1 ³ b.
1.2. . , :
f (x)= F ¢(). (8.2)
f(), F ()
(8.3)
1. ':
f ()³0.
2. -¥ +¥ ( ):
(8.4)
3. , [, ]
(££b)=F(b)-F()= (8.5)
9. .
X, f(x), .
()= (8.6)
, . , . X
D()=(-())2= (8.7)
, . ,
D()=M(X2)-(M(X))2. (8.8)
(8.9)
, .