siy.'b 'text ,
88165
,dwihqihhqe zexazqdl`ean zepexzt- b"ryz ,uiw xhqnq,'` ren.zery yely :ogand onf
.qikaygnae xfr xneglka ynzydl xzen
.daeyz lkahid wnpl aeyg ,(xzei`le) zel`y 6 lr zeprl yi
lwyna zeey zel`yd lk
. xtp s adl`y lkldaeyzd z`ligzdl yi
zepi nd
7
-amixle azizpyd zrvennddqpkdde xzizpnydmrmixbeanlymifeg`d .1:onwl k md a"dx`a zele bd
zrvenn dqpkd xzi zpnyd feg` dpi n
36421 29.2
dipaliqpt39272 26.6
d ixelt39493 31.0
qqwh41152 28.6
wxei eip43104 24.0
dipxetilw43159 28.2
iepili`48821 23.9
eiide`ly divwpetk xzid zpnyd feg` ly diqxbxd ew z` `vn .(
2010
zpyn mipezpd lk)dqpkdde xzid zpnyd feg` ly m`znd m wnl o ne` mb `vn .zrvennd dqpkdd
.zele b zepi n lyzrvennd
- zepey i zeiqelke`yi zepi nl
zrvenn dqpkd xzi zpnyd feg` diiqelke` dpi n
36421 29.2 11536504
dipaliqpt39272 26.6 18801310
d ixelt39493 31.0 25145561
qqwh41152 28.6 12702379
wxei eip43104 24.0 37253956
dipxetilw43159 28.2 12830632
iepili`48821 23.9 19378102
eiide`er yim`d ? ziyry miaeyiga zepeyd zeiqelke`d z` oeaygazgwl rivn ziidji`
? dxqg `idy zihpeelx divnxetpi`
mixzet
a, b
xy`ky = ax + b
:diqxbxd ewP x 2 i P x i
P x i P
1
! a b
!
=
P x i y i
P y i
!
zpnyd feg` z`onqn
y
-e-mixle itl`a e np -zrvennddqpkdd z`onqnx
o`k.xzid
12226 291 291 7
! a b
!
= 7928 192
!
feg` z` d ixen ztqep dqpkd xle sl` lk xnelk
b ≈ 47.2
,a ≈ −0.477
milawn!
0.48%
-a xzidzpnyd:m`znd m wn
ρ ≈
1 N
P x i y i − N 1
P x i
1 N
P y i
s
1 N
P x 2 i − N 1 P x i
2
1 N
P y i 2 − N 1 P y i
2
= ( P 1) ( P x i y i ) − ( P x i ) ( P y i )
r
( P 1) ( P x 2 i ) − ( P x i ) 2 ( P 1) ( P y 2 i ) − ( P y i ) 2
= 7 · 7928 − 291 · 192
q (7 · 12226 − 291 2 ) (7 · 5282 − 192 2 )
= −313
√ 656 · 192
≈ −0.71
lwyn xzei zzl yi dpi ne dpi n lka miyp`d zenk z` oeayga zgwl mivex m`
-amiynzyn dlrnldgqepd mewna xnelk - miyp` xzei mrmixtqnl
P p i x 2 i P p i x i
P p i x i P
p i
! a b
!
=
P p i x i y i
P p i y i
!
ρ ≈ −0.70
mi`ven l"pk.a ≈ −0.556, b ≈ 50.2
mi`ven df z` miyer m`zpnyd iekiq eze`e) dqpkd dze` yi dpi na g` lkl eli`k miyer dl`d miaeyigd
si r .oeayga df z` zgwl mivex epiide zebltzd yi dpi n lk jeza mb oaenk .(xzi
.
BMI
-de dqpkdd iabl- igi lkiabl divnxetp` epldidiymixgea .zeawp
(1 − p)N
-e mixkfpN
mkezn ,mipeaiaN
ly diiqelke` yi ea i`a .2.mipeaia
4
ly dveawi`xw`a? zeawp
2
-e mixkf2
wei axegal zexazqdd`id dn (`).
N → ∞
xy`k (`) sirqa z`vnyzexazqdd lyleabd z` `vn (a)zexazqdd z` m ew aygl ila (a) sirqa z`vny leabd z` `evnl ozip ji` (b)
? iteq `ed
N
-y dxwnazlgez `id dn ? exgapy mixkfd xtqn zlgez ly
N → ∞
xy`k leabd `ed dn ( )? iteq`ed
N
xy`k mixkfd xtqn:
N
-d jezn4
xegalmikx d xtqn (`)N
4
!
= N(N − 1)(N − 2)(N − 3) 24
: mixkf
2
xegal mikx d'qnpN
2
!
= pN(pN − 1)
2
: zeawp
2
xegal mikx d'qn(1 − p)N
2
!
= (1 − p)N((1 − p)N − 1) 2
:zeawpipye mixkfipy wei a xegal'zqd okl
p(1 − p)N 2 (pN − 1)((1 − p)N − 1)/4
N(N − 1)(N − 2)(N − 3)/24 = 6p(1 − p)N(pN − 1)((1 − p)N − 1) (N − 1)(N − 2)(N − 3)
.
6p 2 (1 − p) 2 -ls`ey df N → ∞
xy`k (a)
`ed
N
xy`k mvra .X ∼ B(4, p)
xy`kP(X = 2)
zexazqdd `id6p 2 (1 − p) 2 (b)
.dxiga lkaxkf xegal
p
'zqd yie zeielz izla od zexigad4
mixgeaele bzlgezd okle .
B(4, p)
bltzn4
-d jeza mixkfd xtqnN → ∞
leabay ephlgd ( )4p
`id4
-d jeza mixkfdxtqn lyzlgezd iteq`edN
xy`k mby `vei .4p
`idX = X 1 + X 2 + X 3 + X 4 aezkl ozip,mixkfd xtqn `ed X
m` .N
lr zelz `ll
.'ekezxg`
0
-e xkfipydm`1
deeyX 2 ,zxg`0
-e xkfoey`xdm` 1
deeyX 1 xy`k
E[X i ] = p
-eE[X 1 ] + E[X 2 ] + E[X 3 ] + E[X 4 ]
zelgezd mekq `idX
lyzlgezd.
i
lkl, kdn mixe k mitleye ,zpbeddiaew milihn .
10
r1
-n mixtqenn mixe k10
yi ka .3.diaewd lr ritend xtqnl deey e` zegt xtqn mr xe kmi`iveny r ,zexfgd mr
. kd on mixe k
3
`ivedl zexazqddz` `vn (`).
4
`ed diaewd lr xtqndy zexazqdd z` `vn,mixe k3
e`vedy ozpda (a)? kd on mi`iveny mixe kd xtqn ly zlgezd`id dn (b)
bltzn `ivedl yiy mixe kd xtqn if` ,
I
`ed diaewd lr xtqnd m`y `ed o`k eqdp
xhnxtmr zixhne`bdzebltzday xekfl yi .p = 10 I mrzixhne`b
P(X = n) = p(1 − p) n−1
-e
E(X = n) = 1 p
(`)
P(X = 3) =
6
X
r=1
P(X = 3, I = r)
=
6
X
r=1
P(X = 3|I = r)P(I = r)
= 1 6
6
X
r=1
r 10
1 − r 10
2
= 1 6
81
1000 + 128
1000 + 147
1000 + 144
1000 + 125
1000 + 96 1000
= 721
6000
P(I = 4|X = 3) = P(X = 3|I = 4)P(I = 4) P(X = 3)
=
1 6
4 10
1 − 10 4
2 721 6000
= 144 721
(b)
E[X] =
6
X
r=1
E[X|I = r]P(I = r) = 1 6
6
X
r=1
10 r = 10
6
1 + 1 2 + 1
3 + 1 4 + 1
5 + 1 6
= 147 36
-nrtdxtqn
X 2 ,"1" d`vezmilawnyminrtd xtqnX 1 `di .zepbedzeiaewN
milihn .4
N
milihn .4.'eke"2" d`vez milawnymi
.
P(X 1 = i, X 2 = j)
zexazqdd z`aezk (`)zedfa yeniy i i lr (a)
(p + q + r) N =
N
X
i=0 N −i
X
j=0
N!
i!j!(N − i − j)! p i q j r N −i−j
.
cov(X 1 , X 2 ) = − 36 N -y gked
?
Var(X 1 + X 2 + X 3 + X 4 + X 5 + X 6 )
`ed dn (b)mipzyn ly mekq ly zepeyl dgqepde ,m ewd sirqd ly d`veza yeniy i i lr ( )
.
cov(X i , X j ) = − N 36 -y aey gked ,miixwn
(`)
P(X 1 = i, X 2 = j) = N!
i!j!(N − i − j)!
1 6
i+j 2 3
N −i−j
.
i + j ≤ N
,i, j ≥ 0
o`kmilawn
p
-l qgia zedfd z` mixfeb m` (a)N(p + q + r) N −1 =
N
X
i=0 N −i
X
j=0
N!
i!j!(N − i − j)! ip i−1 q j r N −i−j
milawn
q
-l qgia zedfd z` mixfeb m`N(p + q + r) N −1 =
N
X
i=0 N −i
X
j=0
N!
i!j!(N − i − j)! p i jq j−1 r N −i−j
N(N − 1)(p + q + r) N −2 =
N
X
i=0 N −i
X
j=0
N!
i!j!(N − i − j)! ijp i−1 q j−1 r N −i−j
okle
E[X] = X
i,j
iP(X = i, Y = j) = 1 6 N E[Y ] = X
i,j
jP(X = i, Y = j) = 1 6 N E[XY ] = X
i,j
ijP(X = i, Y = j) = 1
36 N(N − 1)
-e
cov(X, Y ) = E[XY ] − E[X]E[Y ] = 1
36 N(N − 1) − 1
36 N 2 = − N 36
.
Var(X 1 + . . . + X 6 ) = 0
,X 1 + X 2 + X 3 + X 4 + X 5 + X 6 = N
-e zeid (b)eplyi m ewd sirqdn ( )
0 = Var(X 1 + . . . + X 6 )
= X
i
Var(X i ) + 2 X
i,j
cov(X i , X j )
= 6Var(X 1 ) + 30cov(X 1 , X 2 )
.zebltzd dze`ilra md
X 1 , . . . , X 6 min"ndy d
aerdz` eplvipdpexg`ddxeya
okle.Var(X 1 ) = 5N 36 okle X 1 ∼ B(N, 1 6 )
eiykr
cov(X 1 , X 2 ) = − 1
X 1 ∼ B(N, 1 6 )
eiykrcov(X 1 , X 2 ) = − 1
5 Var(X 1 ) = − N 36
`id
(X, Y )
befdly ztzeyndzetitvd ziivwpet .5f (x, y) = c(1 + x + y) , x ≥ 0 , y ≥ 0 , x + 2y ≤ 1
.iaeig reaw `ed
c
xy`k.
c
reawd z` `vn (`).
Y > X
-y zexazqddz` `vn (a).
X
ly zileyd zebltzdd z` `vn (b)jxev oi` df sirqa .
max(X, Y )
ly zetitvd ziivwpet aeyiga mialyd z` xaqd ( ).aeyiga mialyd lk z` xyt`y dnk r hxtl yidf hrnl la`,milxbhp` aygl
c
Z 1 2
0
Z 1−2y
0 (1 + x + y) dx
dy = 1
xnelk
c
Z 1 2
0
(1 + y)x + 1 2 x 2
1−2y 0
dy = 1
c
Z 1
2
0
3
2 (1 − 2y) dy = 1 3
2 c h y − y 2 i
1 2
0 = 1 ⇒ c = 8
3
:xei`al`nyn yleynd xnelk .
x < y
eay megzd lr lxbhp` zeyrlyi (a):zexazqdd .
x = y = 1 3 -a mixyid ipy jezig
P = 8
3
Z 1 3
0
Z 1 2 (1−x)
x (1 + x + y) dy
!
dx
= 8 3
Z 1 3
0
(1 + x)y + 1 2 y 2
1 2 (1−x) x
dx
= 8 3
Z 1 3
0
5 8 − 5
4 x − 15 8 x 2 dx
= 8 3
5 8
1 3 − 5
8 1 3 2 − 5
8 1 3 3
= 25 81
(b)
f X (x) = 8 3
Z 1 2 (1−x)
0 (1 + x + y) dy
= 8 3
(1 + x)y + 1 2 y 2
1 2 (1−x)
0
= 1
3 (1 − x)(5 + 3x)
xnelk,zexahvdd ziivwpet z``evnl yi ( )
F (z) = P(max(X, Y ) ≤ z) = P(X, Y ≤ z)
mixwn dyely yi .
F (z) = 1
,z ≥ 1
m` ok enk .F (z) = 0
,z ≤ 0
m`y xexalr zetitvd ly lxbhp` zeyrl jixv if`
0 ≤ z ≤ 1 3 m` :aygl jxev yiy "miipia"
:reaix
:mi v
5
mr megz lr zetitvd ly lxbhp` zeyrljixv if`1 3 ≤ z ≤ 1 2
m`:ftxh megzlr zetitvd lylxbhp` zeyrl jixv if`
1
2 ≤ z ≤ 1m`e
aexiw `vn .
i
xtqn dlhda milawnyxtqndX i `di .minrt 100
zpbeddiaew milihn .6
-l
P 10 44 ≤
100
Y
i=1
X i ≤ 10 52
!
:fnx
log
100
Y
i=1
X i
!
=
100
X
i=1
log X i
.miz"ann ly mekqlzeiexazqd aeyigl ifkxnd leabd htyna ynzydl ozipe
-y jk
b
z`ea
z` mb `vnP a ≤
100
Y
i=1
X i
!
= P
100
Y
i=1
X i ≤ b
!
= 0.95
diaew zlhd ly z`vezd `id
X
m`E[log X] = 1
6 (log 1 + log 2 + log 3 + log 4 + log 5 + log 6) = 1
6 log 720 ≈ 0.4762 E[(log X) 2 ] = 1
6 ((log 1) 2 + (log 2) 2 + (log 3) 2 + (log 4) 2 + (log 5) 2 + (log 6) 2 ) ≈ 0.2958
.
10
qiqaalog
-a o`k izynzyd .0.2627
jxra `idlog X
ly owzd ziihqoklelre .
2.627
jxra `id owzd ziihqe47.62
jxra `idP 100 i=1 log X i
ly zlgezdy raep dfnokle.zilnxep jxra `id dly zebltzdd ,ifkxnd leabd htyn i i
P 10 44 ≤
100
Y
i=1
X i ≤ 10 52
!
= P 44 ≤
100
X
i=1
log X i ≤ 52
!
= P 44 − 47.62 2.627 ≤
P 100
i=1 log X i − 47.62
2.627 ≤ 52 − 47.62 2.627
!
≈ Φ(1.67) − Φ(−1.38)
≈ 0.9525 − (1 − 0.9162)
= 0.8687
:ok enk
P a ≤
100
Y
i=1
X i
!
= P log a ≤
100
X
i=1
log X i
!
= P log a − 47.62 2.627 ≤
P 100
i=1 log X i − 47.62 2.627
!
≈ Φ 47.62 − log a 2.627
!
.
a ≈ 10 43.3 okle .log a ≈ 43.3
xnelk 47.62−log a
2.627 ≈ 1.65 m` 0.95
deey df
:ok enk
P
100
Y
i=1
X i ≤ b
!
= P
100
X
i=1
log X i ≤ log b
!
= P
P 100
i=1 log X i − 47.62
2.627 ≤ log b − 47.62 2.627
!
≈ Φ log b − 47.62 2.627
!
.
b ≈ 10 52.0 okle .log b ≈ 52.0
xnelk log b−47.62
2.627 ≈ 1.65 m` 0.95
deey df
1
2
zexazqda ipyd owl xaeroey`xd owdn we'b mei lka .miwe'b ipiw ipy yi ziaa (`) .7ly dreawd zebltzdd z` `vn .
1
3
zexazqda oey`xd owl xaer ipyd owdn we'be.mipiwd ipyoia miwe'bd
,mini
3
ixg` oey`xd owa didi oey`xd owa ligzdy we'by zexazqdd z` `vn (a).mini
3
ixg` oey`xd owa didi ipyd owa ligzdy we'by zexazqdd z`eilnxep aexiw `vn ,ipyd owa
200
-e oey`xd owa miwe'b100
yi dlgzday ozpda (b).mini
3
ixg`oey`xd owa miwe'bdxtqn ly zebltzdlxarn zvixhn mr aewxn zxyxy
P =
1 2
1 1 2 3
2 3
!
xeztyi (`)
s 1 − s
1 2
1 1 2 3
2 3
!
= s 1 − s
.ipyd owa
60%
-e oey`x owamiwe'bd ly40%
xnelk :s = 2 5 mi`ven
P 2 =
1 2
1 1 2 3
2 3
! 1
2 1 1 2 3
2 3
!
=
5 12
7 7 12 18
11 18
!
P 3 =
5 12
7 7 12 18
11 18
! 1
2 1 1 2 3
2 3
!
=
29 72
43 43 72 108
65 108
!
we'be
29
72
zexazqda oey`x owa `vnp oey`x owa ligzdy we'b mini3
ixg` okle43
108
zexazqda oey`x owa`vnp ipy owa ligzdymkezn xtqnd mini
3
ixg` - oey`xd owa miwe'b100
mr miligzn m` - okle (b)miligzn m` ok enke
B(100, 29 72 ) ≈ N( 29·100 72 , q 29·43·100 72 2 )
bltznoey`xd owa`vnpdbltzn mini
3
ixg` oey`xd owa `vnpd mkezn xtqnd ipyd owa miwe'b200
mrmiwe'bd xtqn k"dq okl - mdipia zelz oi`e .
B(200, 108 43 ) ≈ N( 43·200 108 , q 43·65·200 108 2 )
jxra bltznmini
3
ixg`oey`xd owaN
29 · 100
72 + 43 · 200 108 ,
s 29 · 43 · 100
72 2 + 43 · 65 · 200 108 2
≈ N(119.9, 8.5)
:onwl kmd(
FDA
-d)a"dx`azetexzdldpnnxeyi`elawyzey gdzetexzdixtqn .8dpy xtqn
2001 24 2002 17 2003 21 2004 36 2005 20 2006 22 2007 18 2008 24 2009 26 2010 21 2011 37 2012 30
.zetexzdxeyi` ly
λ
izpyd rvennd avwl o ne``vn (`)earlyi.
λ
xhnxtmroeqe`tbltznexye`yzetexzdxtqnydxryddz`we a (a)95%
zewdaen znxa:
χ 2 n zebltzdl 95%
ipefeg`
n
95 oefeg`9 16.9
10 18.3
11 19.7
12 21.0
13 22.4
z` zgwl ozipji`.zey gzetexz
16
exye`2013
zpy lymipey`xd miy eg8
-a (b)? oeayga df
.
24 2 3 :rvennd (`)
.dpy lk mixeyi`
24 2 3 -l mitvn if` P(24 2 3 )
btlzn mixeyi`d xtqn ok` m` (a)
z` mi`ven
χ 2 = X
i
(O i − 24 2 3 ) 2
24 2 3 ≈ 19.08
reaw avw mr oeqe`t zebltzd ly dxrydd z` zeg l ozip okl .
18.3
lrn df.mipezpd lyrvenna epynzydik ytegzebx
10
o`k yi .95%
zewdaen znxa.mixeyi`
16 4 9 -lmitvnefdtewzadxrydditle,miy
eg8
-lqgiizny
gd oezpd (b)
xtqnd z`
χ 2 -lsiqedl yiokl
(16 − 16 4 9 ) 2
16 4 9 ≈ 0.012
znxa zeg l ozip `l okle - yteg zebx
11
yi eiykr la` ,χ 2 ≈ 19.09
ozep dfmi`a - rvennd aeyiga oeayga y gd oezpd z` zgwl mb xyt` .
95%
zewdaen.dpwqn dze`l