( ) , p (t), , F (x) :
. (6.7)
p (t) .
p (t) , .
, , (6.7) F (x). , , :
.
, , .
...
:
1. :
P(t)³0.
, , .
2. =1.
, F (+¥)=1, : =1. .. .
. :
p (t), =1, .
. 6.7.
. 6.7
, .
, , (a, b), , b:
P ( £< b)= .
, P ( £< b)= F (b) F (a)= = .
, , , . ,
P (a £< b)= P (a << b)= P (a <£ b)= P (a ££ b)= F (b) F (a).
(a, b) , , p (t) = a = b (. 6.8).
. 6.8
, 6.2, .
[X] = .
[ a, b ], [X]= .
|
|
(6.4) ,
D[X] = .
[ a, b ],
D[X] = .
:
D[X] = ,
p (t) 0 ;
D[X] = (6.8)
[ a, b ].
, :
.
6.8.
F(X), , .
, (6.7).
£1, =0.
1£ £2, 0+ .
> 2,
0+ 21=1.
, .
:
(6.8):
: