Теория вероятностей. Барышева В.К - 56 стр.

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x
0
lim
xx
0
+0
F (x) = P (x 6 x
0
).
F (x)
F (x) 6 F (x) 6
lim
x→−∞
F (x) = 0
lim
x+
F (x) = 1
a, b
b a
P (a 6 x < b) = F (b) F(a)
F (x) a a = b
P (X [a, b]) = P (X = a) = F (b) F (a) = 0
X = {x
1
, x
2
, . . . , x
n
}.
F (x), x
i1
<
x 6 x
i
F (x) = P
1
+ P
2
+ ···+ P
i1
=
i1
X
i=1
P
i
.
x
i
F (x)
P
i
= P (X = x
i
) = F (x
i
+ 0) F (x
i
).