Теория вероятностей и математическая статистика. Билялов Р.Ф. - 75 стр.

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=
(n 1)
2
n
4
X
k,s
cov(X
k
Y
k
, X
s
Y
s
) 2
n 1
n
4
X
k,s,t
s6=t
cov(X
k
Y
k
, X
s
Y
t
)+
+
1
n
4
X
k,l,k6=l
s,t,s6=t
cov(X
k
Y
l
, X
s
Y
t
) =
(n 1)
2
n
4
n cov(X
1
Y
1
, X
1
Y
1
)
2
n 1
n
4
X
s,t
s6=t
(cov(X
s
Y
s
, X
s
Y
t
) + cov(X
t
Y
t
, X
s
Y
t
))+
+
1
n
4
X
k,l,k6=l
s,t,s6=t
M(X
k
Y
l
X
s
Y
t
) =
(n 1)
2
n
3
(µ
2,2
µ
2
1,1
) +
1
n
4
X
k,l
k6=l
M(X
2
k
Y
2
l
) =
=
(n 1)
2
n
3
(µ
2,2
µ
2
1,1
) +
n 11
n
3
µ
0,2
µ
2,0
,
µ
k,l
= M(X
k
1
Y
l
1
).
z
i
n
i
F
n
(x) =
1
n
X
z
i
<x
n
i
=
1
16
X
z
i
<x
n
i
=
0, x 15
1
16
, 15 < x 16
5
16
, 16 < x 17
10
16
, 17 < x 18
14
16
, 18 < x 19
1, 19 < x
.
p
n
(x) =
1
16
, 14.5 < x 15.5
4
16
, 15.5 < x 16.5
5
16
, 16.5 < x 17.5
4
16
, 17.5 < x 18.5
2
16
, 18.5 < x 19.5
.
          (n − 1)2 X                        n−1 X
     =         4
                     cov(Xk Yk , Xs Ys ) − 2 4    cov(Xk Yk , Xs Yt )+
             n                               n
                          k,s                                      k,s,t
                                                                   s6=t

              1 X                      (n − 1)2
          +       cov(X  Y
                        k l , X Y
                               s t ) =          n cov(X1 Y1 , X1 Y1 )−
              n4                          n4
                    k,l,k6=l
                    s,t,s6=t
                       n−1X
                −2             (cov(Xs Ys , Xs Yt ) + cov(Xt Yt , Xs Yt ))+
                        n4 s,t
                                s6=t

    1     X                                 (n − 1)2                  1 X
                                                              2
+                   M (Xk Yl Xs Yt ) =               (µ2,2 − µ1,1 ) +     M (Xk2 Yl2 ) =
    n4                                         n3                     n4
         k,l,k6=l                                                          k,l
         s,t,s6=t                                                          k6=l

                   (n − 1)2                   n − 11
                         =
                         3
                            (µ2,2 − µ21,1 ) +        µ0,2 µ2,0 ,
                       n                        n3
ãäå µk,l = M (X1k Y1l ).
   Çàäà÷à 15.7. Ïîñòðîèòü ãðàôèê ýìïèðè÷åñêîé ôóíêöèè ðàñïðå-
äåëåíèÿ, ãèñòîãðàììó è ïîëèãîí ÷àñòîò äëÿ âûáîðêè, ïðåäñòàâëåí-
íîé ñòàòèñòè÷åñêèì ðÿäîì:
                                   zi   15      16    17      18   19
                                                                      .
                                   ni    1       4     5       4    2
     Ðåøåíèå. Ýìïèðè÷åñêàÿ ôóíêöèÿ ðàñïðåäåëåíèÿ:
                                                 
                                                 
                                                  0, x ≤ 15
                                                 
                                                   1
                                                 
                                                  16 , 15 < x ≤ 16
                        1 X         1 X            5
              Fn∗ (x) =        ni =         ni =   16 , 16 < x ≤ 17 .
                                                   10
                        n z