?

A 2

OJA?D EGKA
LAI L EA

5A AIJHA @=??KAE

1 JH @K?JE

=K ?= ?K @AI FH >=>E EJ I
4 IK @A ? KHI

) AN= @HA 2 21-4

ELEAH 91 6- *-4/-4

$ %

= JD HEA @AI FH >=>E EJ I ? ?AH A = @ EI=JE @K D=I=H@ AJ A ?= ?K @AI FH >= >E EJ I I L= K=JE +AI JA?D EGKAI @ ELA J B=EHA F=HJEA @AI ? =EII= ?AI @A >=IA @A J KI AI E C EAKHI JH I I KLA J ? BH J I @AI IOIJ AI K @AI IEJK=JE I @A F KI A F KI ? F ANAI AJ F=HB EI C KLAH AI A F=HJEA F=H A D=I=H@ - AI KA J F=H ANA F A K H A AIIA JEA @= I  L= K=JE @A = I HAJ @A B ?JE A A J @AI IOIJ AI @E B H =JE AJ @A ? K E?=JE KA = ?A GK= JEJ=JELA FHE?E C @ FJE I ? KLAHJKHAI AJ?  A JANJA GKE IKEJ ? IJEJKA K H IK @K ? KHI @E EJE=JE A FH >=>E EJ I @K IA AIJHA @=??KAE F KH AI LAI @A = L EA A FHA E HA = A @A  ? A 2 OJA?D EGKA 1 A I=KH=EJ IA IK>IJEJKAH K ANF I ? F AJ AJ ? A J AJ A ? HA E I = FH=JEGKA @ANAH?E?AI @=FF E?=JE 1 FAKJ = E I IAHLEH @A H B HA ?A K @=E@A EHA A ?A GKE ? ?AH A AI JE I AJ KJE I @A >=IA @A ?AI @EI?EF E AI ANF I I IA A ?DA E A A J =JKHA @K ? KHI 2 KH AI JK@E= JI KI = KJ I GKE I JH KLAH J @AI E B H =JE I IKH AI ? KHI ? JA K @E ?=JE I EAKN D H=EHAI AJ?  IKH = F=CA 1 JAH AJ IKEL= JA DJJF ME JA > BHAA BH =??KAE DJ 2 KH =L EH @AI ? F A JI KI HA L O I A A?JAKH =KN @E HA JAI H B HA ?AI = @K ? KHI AJ AKHI >E> E CH=FDEAI HAIFA?JELAI

KI HA AH?E I ) ANEI *EA LA A AJ 2=K , K D= F KH KI =L EH FAH EI @A KI E IFEHAH =HCA A J @A AKHI ? KHI @A FH >=>E EJ AJ IJ=JEIJEGKA +AI JAI @A ? KHI I J LE@A A J K A LAHIE FH E E =EHA AJ KI IAHE I HA? =EII= J J KJ A?JAKH @A KI B=EHA F=HJ @AI B=KJAI GKE O =KH= @ JA?J AI =@HAIIA IKEL= JA ME JA >(K EL F=HEI BH

6)* - ,-5

)61 4-5

6=> A @AI


=JE HAI
E @ >HA A J
  ! " # # # $ $ % % ' 

 2HA E HA =FFH ?DA @= I A ?=I

! "

JEL=JE AJ E JH @K?JE    -IF=?A @AI >IAHL=> AI  2H >=>E EJ ! A ?=I GKEFH >=> A JE I @A @ >HA A J   2HA E HAI @ EJE I  2HE ?EFAI @A = I A AJ @K FH @KEJ  ! , >HA A J @AI p EIJAI  " , >HA A J @AI )HH= CA A JI AJ @AI 2AH KJ=JE  # , >HA A J @AI + >E =EI I  $ 2H FHE J I @AI ? A ?EA JI >E E=KN )KJHA ANA F A E F HJ= J A I?D = 5K?? I ?DA? E -NAH?E?AI AIF=?A @A FH >=>E EJ (, F , P)  AIF=?A @AI >IAHL=> AI  = JHE>K @AI L A A JI F ! = FH >=>E EJ P 1 @ FA @= ?A AJ FH >=>E EJ I ? @EJE A AI  2H >=>E EJ I ? @EJE A AI AIF=?A @AI >IAHL=> AI AIJ =K F KI @ >H=> A !  7 ANA F A A I?D = 5K?? I ?DA? E E -NAH?E?AI A J = =J EHA ! , EJE ! E @A FH >=>E EJ @K !  ! 8=HE=> AI E @ FA @= JAI !  " . ?JE @A H F=HJEJE 8=HE=> AI = =J EHAI @EI?H JAI !  A JI ! . ?JE C H=JHE?A

)NE


AI @K ?= ?K @AI FH >=>E EJ I

!

! "

! ! ! # & '  "

!

A J = =J EHA

A J = =J EHA

% % & ' ' ! ! !!

$ !! ! ! EI @EI?H JAI ? =IIEGKAI 8=HE=> AI = =J EHAI @A IEJ ! !  2H >=>E EJ =>I K A J ? JE KA !! 8=HE=> AI = =J EHAI H A AI =>I K A J ? !!! A JI ! ! " . ?JE ?=H=?J HEIJEGKA !!# EI =>I K A J ? JE KAI ? =IIEGKAI -NAH?E?AI E @AI CH= @I >HAI 6D H A ?A JH= E EJA )FF E?=JE I " !  )FF E?=JE K HEGKA "! )FF E?=JE IJ=JEIJEGKA -NAH?E?AI

6)* - ,-5

)61 4-5 !" !% !% !' !' " " "

JE KAI

!" " " "! ""

" ,AKN JD H

AI E EJAI AJ AKHI =FF E?=JE

#

JD @A @A @ A @A *AH

JA +=H K E

# #! #" #" #" $

) 6=> AI @AI

EI

$# $%

* 6=> AI IJ=JEIJEGKAI

+D=FEJHA  2HA E HA =FFH ?DA @= I A ?=I @ >HA A J

 JEL=JE AJ E JH @K?JE

= JD HEA @AI FH >=>E EJ I = F KH > A?JEB @A @ EIAH @AI ANF HEA ?AI F KIEAKHI H IK J=JI I J F IIE> AI =EI AKH H = EI=JE AIJ F=I @ JAH E A =L= ?A = ?AH @A @ I FHEN @K A =?JE FAHJKH>=JE I IKH K A EC A J FD EGKA AI @=JJA JA AJ? +A?E F KH L= KAH AI HEIGKAI AJ AJJHA IKH FEA@ @AI IJH=J CEAI F KH B=EHA B=?A =KN = =I )E IE K KAKH =K ?=IE @ALH= FHA @HA A ? FJA AI ?D= ?AI @A C=E F KH FJE EIAH IAI EIAI ,= I ?A ?D=FEJHA L= IE J HAIIAH K EGKA A J =KN ANF HEA ?AI F KH AIGKA AI A >HA @A H IK J=JI AIJ E = FHA E HA @E ?K J AIJ @ ? @A @ ?HEHA ? HHA?JA A J AN F HEA ?A = @ K HAH J KI AI H IK J=JI F IIE> AI HACH KFA ?AI EIIKAI F IIE> AI @= I K A IA > A J JH=@EJE A A A J AJ =FFA AIF=?A @AI >IAHL=> AI K AIF=?A @AI EIIKAI =FFA A L A A J J KJA F=HJEA @A A @AKNE A FH > A AIJ = HI @=JJHE>KAH ?D=GKA L A A J A K >HA ? FHEI A JHA  AJ  GKE AIJE A AI ?D= ?AI GK= ?AJ L A A J @A IA H = EIAH =FFA A ?A >HA = FH >=>E EJ @A A 7 A B EI ?AI @AKN FHA E HAI J=FAI BH= ?DEAI FAKJ A A?JKAH J KJ K J=I @A ?= ?K I IKH ?AJ A IA > A ? A F=H ANA F A @ JAH E AH IE K AK @A D=I=H@ AIJ GKEJ=> A ?AIJ @EHA IE A OA A J KI AI KAKHI J =KJ= J @A ?D= ?AI @A C=C AH =K ?=IE K = .H= =EIA @AI AKN E O = =K?K AK GKEJ=> A 

   -IF=?A @AI >IAHL=> AI

,= I ?D=GKA IEJK=JE AIF=?A @AI >IAHL=> AI  K @AI EIIKAI AIJ @ ? J = HI GKA AI A JI @A =FFA I >IAHL=JE I IAH J J I 8 O I IKH @AI ANA F AI ? A J @ EIA K A ANF HEA ?A = =J EHA

-NA F A

? IE@ HA K @ $ B=?AI K H J AI @A  $ =FFA A A IA > A @AI H IK J=JI F IIE> AI @K = ?AH = {1, 2, 3, 4, 5, 6} 5E IKFF IA GKA A @ AIJ GKE E>H =II ?EA

+0)2164- 

24- 1 4- )224 +0- ,) 5 - +)5 .1 1 , FA IA @ ? K A FH >=>E EJ ?

*4- - 6 A K AB ?JE  

?D=GKA H IK J=J = FH >=>E EJ  $ P IKH JA A GKA

P(1) + P(2) + P(3) + P(4) + P(5) + P(6) = 1.

-NA F A
?

IE@ HA A A @ I=KB GKA IKH = IENE A B=?A A >HA $ AIJ HA F =? F=H A # 1 O = @ ? @AKN B=?AI # AIJ E I?HEJ A IA > A @AI H IK J=JI AIJ @E HA J = {1, 2, 3, 4, 5} + A A @ AIJ GKE E>H AI B=?AI  ! AJ " J ?D=?K A = FH >=>E EJ  $ @A I HJEH = HI GKA P(5) = 2/6

,= I A FHA EAH ANA F A GKA A AIJ = FH >=>E EJ GKK >HA F=EH I HJA 1 IK J @A @ ? F IAH ?AJ L A A J @EI I A A AI @E HA JI H IK J=JI GKE ? JEA J A = {2, 4, 6} P(A) = P(2) + P(4) + P(6) = 1/2.

-NA F A

1 ANEIJA @AI ?=I A ?D EN @A AIJ F=I =KIIE E @E=J GKA @= I ANA F A @K @ KI = I @ LA FFAH K A ANF HEA ?A IE F A ?D EIEH = @ EI=JE FAH AJ @ L= KAH HEC KHAKIA A J A HEIGKA = ! ?=HJAI ? HE AI IKH ?D=GKA B=?A H KCA H KCA 44 > = ? > = ? ** AJ H KCA > = ? 4* 7 A FAHI A JEHA K A ?=HJA =K D=I=H@ AJ L KI A JHA K A B=?A A A =KIIE JEH A =K D=I=H@ 5E = B=?A JH A AIJ 4 GKA F=HEA L KI F KH = ? K AKH @A = B=?A ?=?D A 1 JKEJELA A J E O = JH EI ?=I F IIE> AI GKE IA FH @KEIA J =LA? = A FH >=>E EJ @AKN ?=I = B=?A JH A AIJ 4 HIGKA = ?=HJA AIJ 44 K ?=I = B=?A JH A AIJ 4 HIGKA = ?=HJA AIJ 4* , ? @AKN ?=I = B=?A ?=?D A IAH= 4 AJ K ?=I A A IAH= * = @ ? @AKN B EI F KI @A ?D= ?A @A C=C AH A F=HE= J 4 2 KI HEC KHAKIA A J ANF HEA ?A @ EIAH ? IEIJA A @AKN J=FAI ?D EIEJ K A ?=HJA F=H E {RR, BB, RB } FKEI ?D EIEJ K A @AI @AKN B=?AI L= IKFF IAH GKA @= I = J=JE :; @AI ?=HJAI : ? HHAIF @ =K HA?J AJ ; =K LAHI JH=@KEJ GKA ?AI ?D EN IA B J =K D=I=H@ A @EI= J GKA J KI AI H IK J=JI F IIE> AI J A FH >=>E EJ L= @ ?HEHA I F=H A J AI @AKN J=FAI A ?D EN @K A ?=HJA AIJ K A J @A

1 = {RR, BB, RB } ,
AJ =FFA A P1 = FH >=>E EJ IKH 1 =LA?

P1 (RR) = P1 (RB ) = P1 (BB ) = 1/3.

2KEI A ?D EN @K A B=?A ? HHAIF @ K A J @A 2 = {r, v } r F KH HA?J v F KH LAHI  AJ P2 (r) = P2 (v ) = 1/2 2 KH ANF HEA ?A A IA > A @AI JEH=CAI AIJ A IA > A @AI ? KF AI ?=HJA B=?A

= {(RR, r), (RR, v ), (RB, r), (RB, v ), (BB, r), (BB, v )} = 1 2 .



618)61

-6 1 64 ,7+61

= FH >=>E EJ =II ?E A =KN H IK J=JI @A AIJ P

P(carte, f ace) = P1 (carte)P2 (f ace) = 1/6.

A B=EJ GKA P IA B=?J HEIA JH=@KEJ E @ FA @= ?A @AI @AKN J=FAI L EH ?D=FEJHA  @ ? F IA  L A A J A (( = B=?A JH A AIJ 4 AJ = B=?A ?=?D A AIJ 4 )) A A JI @A

A = {(RR, r), (RR, v )} .

,A A D AIJ (( = B=?A JH A AIJ 4 AJ = B=?A ?=?D A AIJ * )) I EJ D = {(RB, r)} L EJ @ ? GKA P(A) = 2/6 = HI GKA P(D) = 1/6 A @ @KEJ GKE B=KJ EAKN F=HEAH GKA = B=?A ?=?D A AIJ H KCA



2H >=>E EJ

L= @ EH = JE @A FH >=>E EJ IKH K A IA > A E )L= J @AI H=FFA I @A JD HEA @AI A IA > AI IE A AJ B JA A B = { A K B } AJ A B = { A AJ B } E JAHFH JA  L A A J A B ? A J= J (( A K B IA H = EIA J )) AJ A B ? A J= J (( A AJ B IA H = EIA J )) JA A \ B = { A AJ B } AJ Ac (= A) = \ A  L A A J Ac AIJ =FFA L A A J ? F A J=EHA @A A @EJ GKA @AKN L A A JI A AJ B I J @EI E JI IE I  J =K?K A JA ? K ?AIJ @EHA c IE A B = AIJ A IA > A LE@A 4A =HGK I GKA A AJ A I J J K KHI @EI E JI =E IE GKA { } AJ { } IE = AI L A A JI ? IE@ H I I J @AI I KI A IA > AI @A A +A I J =KIIE @AI A JI @A P () A IA > A @A J KJAI AI F=HJEAI @A 2=H ANA F A IE = {1, 2, 3} = HI

P () = {, {1} , {2} , {3} , {1, 2} , {1, 3} , {2, 3} , {1, 2, 3}} .

2 KI C H= A A J

@AI F=HJEAI @A = 2

2H F IEJE 2HAKLA

  5E K A IA > A = K
N

A JI

>HA

E N @

A JI = HI P () A IA > A

5 EJ = {1 , . . . , n } @A A

E JH @KEJ F KH K A F=HJEA A @A = B  A ( ) =

?JE

?=H=?J HEIJEGKA

1 IE A, 0 IE
I @A AJ {0; 1} A IA > A @AI

1 O = K A >E A?JE A JHA P () A IA > A @AI F=HJEJE =FF E?=JE I @A @= I {0; 1}

P () {0; 1} A  A .

" +0)2164- 

24- 1 4- )224 +0- ,) 5 - +)5 .1 1 , EA F=H { ; (y ) = 1} ,

*4- - 6 ? Card(P ()) =

=FF E?=JE H ?EFH GKA AIJ @ Card({0; 1} ) = 2N

,= I E JH @K?JE L K =EJ =II ?EAH K L A A J ?AIJ @EHA K A F=HJEA @A  K >HA ? FHEI A JHA [0, 1] , ? K A FH >=>E EJ L= JHA K A B ?JE IKH P () GKE @ EJ L HE AH ?AHJ=E AI ? @EJE I @K IJO A @A   +A?E IA JH=@KEJ =E IE

@= I [0, 1] JA A GKA  P() = 1 P(A B ) = P(A) + P(B ) IE A AJ B I

EJE

2H >=>E EJ ?=I

E 7 A FH >=>E EJ P AIJ K A B ?JE

J @EI E JI

@A P ()

4A =HGKA  ! )JJA JE
F KH K A @ EJE
3KA GKAI H IK J=JI E

?AJJA @ EJE AIJ L= => A GKA IE AIJ HEC KHAKIA F KH GKA ? GKA
@E=JI

E L EH ?D=FEJHA

2H FHE J I  " ,A = @
c

EJE

>JEA J

 P(A ) = 1 P(A) P() = 0 ! P(A) = P(A B ) + P(A B ) " P(A B ) = P(A) + P(B ) P(A B ) # P({ } { }) = P({ }) + P({ }) IE =
6 KJAI ?AI FH FHE J I @A P IA ? FHA @ EIAH K A ANF HEA ?A = =J EHA A J JH I >EA IE C=H@A AIFHEJ GKA AI IAHLA J

!

A ?=I GKEFH >=> A

J = A FH >=>E EJ

+ IE@ H I A ?=I F=HJE?K EAH J KI AI H IK J=JI F IIE> AI @A IA H = EIAH (, ) 2 , P({ }) = P({ }).

+AJJA DOF JD IA ? LEA J F=H ANA F A F KH @ EIAH K @ GKE E>H AJ F KI C AI AKN @A D=I=H@ ?=HJAI H K AJJA AJ?  ) HI ? A = { }

H= A A J

P() =

P({ }) = 1,
F KH J KJ 0

@

@=FH I DOF JD IA @ GKEFH >=>E EJ

1=

P({0 }) = Card() P({0 }),

IA HAF HJAH= = IA?JE IKEL= JA F KH = @ EJE

?AIJ @EHA P({0 }) = 1/ Card() @A Card =E JA = J IE A P ()

P(A) =
A

P({ }) =

Card(A) . Card()

 

61

5 ,- ,

*4- - 6

= FH >=>E EJ =E IE @ EA AIJ =FFA A FH >=>E EJ K EB H A IKH L EJ @ ? GKA A ?= ?K @AI FH >=>E EJ I @= I ?A ?=I JH I F=HJE?K EAH HALEA J K ?= ?K @A ?=H@E = @A IA > A +AIJ  > AJ @A = IA?JE IKEL= JA



,
I

JE
EJE #

I @A @
EJE

>HA A J
I
E J Card() HAFH IA JA

 2HA E HAI @
>HA @

H=FFA A GKA A ?=H@E = @K A IA > A A JI

=

2=H ANA F A =LA? = {0, . . . , 10}

Card() = 11.
2 KI C  Y  X = HI A H= A A J IE A IA > A p A JI {y1 , . . . , yp } A IA > A n A JI {x1 , . . . , xn } IA > A @AI =FF E?=JE I @A Y @= I X 

J X Y  AIJ JA GKA

Card(X Y ) = np .
- A AJ E O = n = E HAI @A ?D EIEH f (y1 ) F=H E {x1 , . . . , xn } n F=H E {x1 , . . . , xn } AJ? = E HAI @A ?D EIEH f (y2 )

JA A GKA

EJE

 $ 7 A F=HJEJE
i=1,...,p

@K

A IA > A AIJ K A B= E A @A IA > AI {Ai }i=1,...,p

Ai = ,

Ai

Aj = @ I GKA i = j.

,= I J KJ ?A GKE IKEJ KI JAH I n! A FH @KEJ 1 2 3 n ?A FH @KEJ I=FFA A B=?J HEA A n ? LEA J GKA 0! = 1 A FH @KEJ ?=HJ IEA @A p A IA > A E1 , E2 , . . . , Ep J E1 E2 Ep HAFH IA JA A IA > A @AI p KF AJI (e1 , e2 , . . . , ep ) e 1 E 1 , e2 E2 , . . . , ep Ep

2HE ?EFAI @A = I

A AJ @K FH @KEJ

=FFA A A FHE ?EFA @A = I A = HA =JE A JHA = I A @AI ?=H@E =KN @K A F=HJEJE @A AJ A ?=H@E = @A 5E @AI A IA > AI A1 , A2 , . . . , Ap ? IJEJKA J K A F=HJEJE @K A IA > A E = HI

Card(A1 ) + Card(A2 ) + + Card(Ap ) = Card().

5 EA J A AJ B @AKN F=HJEAI @K A IA > A @A = I A AI HA =JE I IKEL= JAI E @ @KEJ E @E=JA A J @K FHE ?EFA

Card(A B ) = Card(A) + Card(B ) Card(A B ), Card(Ac ) = Card() Card(A).

$ +0)2164- 

24- 1 4- )224 +0- ,) 5 - +)5 .1 1 ,

*4- - 6

=NE A @A = JE @A FH >=>E EJ ?B @ EJE   AIJ ? D HA J =LA? ?A FHE ?EFA FAKJ L HE AH =E IE GKA = FH >=>E EJ K EB H A @ EA F=H   I=JEIB=EJ >EA AI =NE AI @K A FH >=>E EJ @ ?HEJI @= I = @ EJE  5E K A IEJK=JE ? F HJA p J=FAI H= J HAIFA?JELA A J n1 , n2 , . . . , np F IIE>E EJ I = HI A >HA J J= @EIIKAI AIJ

n1 n2 np .
,K FHE ?EFA @K FH @KEJ  K K JEF E?=JEB @ ? K A A ?=H@E = @K FH @KEJ ?=HJ IEA 1 , 2 , . . . , p I J p A IA > AI @A ?=H@E = E = HI IE

Card(1 2 p ) = Card(1 ) Card(2 ) Card(p ).


,

! ,
EJE

>HA A J @AI p EIJAI

 % 5 EA J n N AJ K A IA > A @A ?=H@E = n 5 EJ p N 7 A p EIJA
CKAKH p AIJ K p KF AJ @
?K

 K EIJA @A

A JI @A

7 A p EIJA AIJ @

A J @A p = . F HJA =K?K A J
p B=?JAKHI

IKFF IA GKA = 0 EIJA ANEIJA

?AIJ = EIJA GKE A ?

p EIJAI @A AIJ np
=@ IJH=JE

6D H

A  & 5 EJ K A IA > A @A ?=H@E =

@A ?A JD H

En

A ?=H@E = @A A IA > A p @AI

K JEF E?=JEB

A @ ? K A IE F A A J @K FHE ?EFA


,

" ,
EJE

>HA A J @AI )HH= CA A JI AJ @AI 2AH KJ=JE

 ' 5 EJ K A IA > A @A ?=H@E =

E n AJ p K A JEAH =JKHA JA GKA 0 p n 7 p =HH= CA A J  K =HH= CA A J @A p A JI @A AIJ K A p EIJA @ A JI @EIJE ?JI @A 7 A FAH KJ=JE @A AIJ K =HH= CA A J @AI n A JI @A

6D H

0pn  A

A   5 EJ K A IA > A
>HA @=HH= CA A JI @A p

E @A ?=H@E = n AJ p K A JI @A AIJ

A JEAH

=JKHA JA GKA

Ap n = n(n 1) (n p + 1) =



n! (n p)!

>HA @A FAH KJ=JE

I @A AIJ An n = n!

-NA F AI
A JEAH? K A ? KHIA @A ?DAL=KN ? F HJA 20 F=HJ= JI + >EA FAKJ E O =L EH @A H IK J=JI F IIE> AI @A JEAH? I @= I  H@HA 5 EJ A IA > A @AI K H I @AI ?DAL=KN = Card() = 20 7 JEAH? ? HHAI F @ K =HH= CA A J @A 3 A JI @A E O A = A3 20 = 6840

61

5 ,- ,

*4- - 6

% JEHA

 >HA @A JI @A # AJJHAI =O= J K IA I K @A JHA = FD=>AJ A5 26  6EH=CA H@ 7 A KH A ? JEA J 10 > K AI K H J AI 0, 1, . . . , 10 A IK??AIIELA A J JH EI I= I HA EIA + >EA O = J E @A JEH=CAI @E HA JI


,

# ,

>HA A J @AI +

>E =EI

EJE   5 EJ K A IA > A @A ?=H@E = E n AJ p K A JEAH =JKHA JA GKA 0 p n 7 p ? >E =EI  K ? >E =EI @A p A JI @A AIJ K A p EIJA H@ A @ A JI @EIJE ?JI @A = ? >E =EI (1, 2) HACH KFA AI EIJAI (1, 2) AJ (2, 1)
0pn

6D H

A   5 EJ K A IA > A
A >HA @A ? >E =EI
p Cn =

E @A ?=H@E = n AJ p K I @A p A JI @A AIJ

A JEAH

=JKHA JA GKA

Ap n! n = . p! p!(n p)!
E=KN 1 I I J F=HB EI J I

p AI ? A ?EA JI Cn I

J =KIIE =FFA I ? A ?EA JI >E

n p

5E p AIJ IJHE?JA A J IKF HEAKH

p LEA J GKA @= I ?A ?=I Cn =0

EI I

p 4A =HGKA  ! *EA GKA AI ? A ?EA JI Cn I EA J @

J >EA A JEAHI

EI I KI = B H A @K A BH=?JE

2HAKLA

, >H I AI =HH= CA A JI @A p A JI @K A IA > A E @A ?=H@E = n 7 =HH= CA A J AIJ ?=H=?J HEI F=H p A JI  J I GKE O = Cn  A ?D EN @K A F=HJEA @A = p ?D EN @A JA AI F=HJEAI @ H@ AH AI p A JI @A = F=HJEA ?D EIEA p! B= I  = B= p p A FHE ?EFA K JEF E?=JEB @ A = HI An = p!Cn @ A JD H A A J JEHA =K D=I=H@ IEN > K AI F=H E "' + >EA O = J E @A JEH=CAI F IIE> AI 6 +AIJ A >HA @A B= I @A ?D EIEH IEN > AJI F=H E "' I EJ C49 = 13983816 2  >HAI @A @ E I =LA? % K H I C7 + 7 = 28  6EH=CA IE K J= K H@ K A KH A ? JEA J  > K AI K H J AI @A   A JEHA IE K J= A J ! + >EA O = J E @A JEH=CAI @E HA JI 

-NA F AI


=

$ 2H FHE J I @AI ? A ?EA JI >E

np p . = Cn Cn

E=KN

2H FHE J I  " 5O

JHEA 2 KH J KJ A JEAH n AJ J KJ A JEAH p JA GKA 0 p n

& +0)2164-  A @ @KEJ

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0 n 1 n1 Cn = Cn = 1; Cn = Cn = n.

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2H FHE J I  # 4A =JE

1pn1
=

@A 2=I?=  2 KH J KJ A JEAH n 2 AJ J KJ A JEAH p JA GKA

p1 p p Cn = Cn 1 + Cn1 .

2HAKLA
 , IJH=JE A IA > EIJA 5 EJ K A IA > A @A ?=H@E = 5 EJ a K A J N @A 4A =HGK I GKA AI F=HJEAI p F=HJ=CA J A @AKN ?=J C HEAI  ?A AI A ?  ?A AI ?  ,
p JA = J F=I a E O A = Cn 1 p1 JA = J a E O A = Cn 1

E n =LA? n 2 A JI @A IA

J= J A FH IA ?A @K A F=HJEJE

A FHE ?EFA @A = I

A FAH AJ @A ?

? KHA

IJH=JE

= C >HEGKA
(n 1)! (n 1)! + p!(n 1 p)! (p 1)!(n p)! (n 1)!(n p) + (n 1)!p n! = = . p!(n p)! p!(n p)!

p p1 Cn 1 + Cn1 =

p A @ @KEJ GKA AI ? A ?EA JI Cn I A JHA 0 AJ n A JHE= C A @A 2=I?= = HA =JE E=KN @A = B= IKEL= JA F KH JH J=> A=K IKEL= J AI ? A ?EA JI IEJK I ( ( A JHA AKN \F   !        !  ! !   F  F       

J @AI A JEAHI F KH J KJ A JEAH =JKHA p ?

FHEI

@A 2=I?= FAH AJ @A ?= ?K AH AI ? A ?EA JI >E KLAH K ?AHJ=E ? A ?EA J =@@EJE A @= I A KIJA =K @AIIKI )) AJ (( KIJA =K @AIIKI C=K?DA ))

F 
p1 Cn 1

F 
p Cn 1 p Cn

 

A J=> A=K AIJ =FFA JHE= C A @A 2=I?= A D =CA ?A @AH EAH GKE ?HELEJ A $#" I (( JH=EJ @K JHE= C A =HEJD JEGKA )) @= I AGKA E ANF IA @E >H=> AI =FF E?=JE I

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@K JHE= C A @ ? K @A 6=J=C E= ##$ 5JEABA #"! AJ @AI I=L= JI +DE 2 KH EH H=FFA A K H IK J=J = AKH

EI !!

6D H

AJ b AJ J KJ A JEAH =JKHA n

A  $ . H K A @K >E

K
n

A @A
n

AMJ

 2 KH J KI

>HAI ?

F ANAI a

(a + b) =
p=0

p p np Cn ab .

 ! )KJHA ANA F A E F HJ= J E

A I?D

= 5K?? I ?DA?

JHA FHA EAH ANA F A E F HJ= J J=EJ = FH >=>E EJ K EB H A 8 O I =E JA = J K =KJHA ANA F A J KJ =KIIE E F HJ= J + IE@ H I A ?=I @K A ANF HEA ?A @AKN EIIKAI ?DA?  J 0 AJ IK?? I  J 1 IA NA K >HA 0 < p < 1 = FH >=>E EJ @ >JA EH K IK?? I =FH I K A H = EI=JE @A ANF HEA ?A )FH I n H = EI=JE I >IAHLA K A IKEJA @A CKAKH n ? F I A @A 1 AJ @A 0. 2 KH @ EIAH ?A = E JH @KEJ AIF=?A @AI >IAHL=> AI = {0; 1}n B H @AI n 2 IKEJAI i = (1 , . . . , n ) AI j I J C=KN 0 K 1 1 JH @KEI I = HI = GK= JEJ X (i ) @ EA =E IE IE i = (1 , . . . , n ) = HI X (i ) @ IEC A A >HA @A IK?? I GKA ? FHA @ = IKEJA i 2=H ANA F A F KH n = 4 X (1101) = 3 X (0000) = 0. KI LAHH I @= I A ?D=FEJHA ! GKA X AIJ =FFA A L=HE=> A = =J EHA ,A F KI F KH J KJ i JA GKA X (i ) = k F IA P({i }) = pk (1 p)nk . + A J KJ L A A J A P () AIJ H K E @A IE C AJ I {i } @AKN @AKN @EI E JI ?A = IK J @ EH P(A) AJ @ ? = FH >=>E EJ P IKH (, P ()).

-NAH?E?A  !  8 HE AH GKA P AIJ >EA K A FH >=>E EJ IKH (, P ())

2=H E ?AI L A A JI AI F KI E F HJ= JI I J AI {X = k } ?A?E AIJ K A IJ CH=FDEA GKA KI KJE EIAH I I KLA J F KH ?HEHA >HE LA A J  L A A J {i ; X (i ) = k } 8 E?E AKH FH >=>E EJ

IE X AIJ A

2H F IEJE

 % 2 KH A I?D

= 5K?? I ?DA? E =II ?E = FH >=>E EJ p @K IK?? I k k p (1 p)nk . >HA @A IK?? I A n ANF HEA ?AI = HI P(X = k ) = Cn

2HAKLA

J I A = {i ; X (i ) = k } , EII I =FF E?=JE @A A @= I P ({1, 2, . . . , n}) F=H i {j ; j = 1}. 1 AIJ ? =EH GKA ?AIJ K A >E A?JE A JHA A AJ A IA > A @AI k k FKEIGKA J KI AI {i } ? JA KI ? >E =EI I @A {1, 2, . . . , n} @ ? Card(A) = Cn k nk @= I A J = A FH >=>E EJ p (1 p) >JEA J

P(A) =
i A

k k p (1 p)nk . P({i }) = Card(A)pk (1 p)nk = Cn

+0)2164-  24- 1 4- )224 +0- ,) 5 - +)5 .1 1 ,

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2 KH ? HA ?A ?D=FEJHA HA =HGK I GKA A ?=I AIF=?A @AI >IAHL=> AI AIJ E AIJ E @ JHA I=JEIB=EI= J @= I > >HA @ANF HEA ?AI = =J EHAI 2=H ANA F A ? IE@ H I A I?D = 5K?? I ?DA? ANA F A JOFA AK @K FE A K B=?A  1 FAKJ JHA E J HAII= J @A ?DAH?DAH A FHA EAH E IJ= J K ?DA? L= IA FH @KEHA AIF=?A @AI >IAHL=> AI AIJ = HI E E = ?A = FE ?A KIGK J >AH IKH B=?A ?A GKE FAKJ FHA @HA K JA FI JH I CH= @  J= A J IE = FE ?A AIJ JH I @ I GKE E>H A AIJ = HI J KI AI IKEJAI F IIE> AI ? F I AI @A H  ?DA? K @A K 5K?? I 5E LAKJ @ EIAH = @EIJ= ?A A?JH O=K @= I K =J A = ?= EGKA GK= JEGKA KI =FFHA @ GKA ?AJJA @EIJ= ?A AIJ = =J EHA AJ FHA @ = FHE HE J KI AI L= AKHI F IEJELAI , ? AIJ @= I ?A ?=I R + =]0, +[ 3KA @EHA = HI @A P () 5E F A A J GKA ?AIJ K A IA > A (( >A=K? KF F KI CH I )) GKA ?A GKE AIJ F=I A ?=I IE AIJ E = @ EJE  AIJ F KI L= => A AJ @ EJ = HI ? IJHKEHA =KJHA A J AI FH >=>E EJ I +AIJ A AK @K ?D=FEJHA IKEL= J

 " -NAH?E?AI
-NAH?E?A  "  A AJ B I J @AI L A A JI JA I GKA P (A) = 0.6 P (B ) = 0.3 AJ P (A
B ) = 0.1
 3KA 3KA ! 3KA " 3KA A A A A AIJ AIJ AIJ AIJ = = = = FH FH FH FH >=>E EJ >=>E EJ >=>E EJ >=>E EJ GKA A K B =HHELA J GKAN=?JA A J K @AI @AKN L A A JI =HHELA GK=K F KI K @AI @AKN L A A JI =HHELA GKA E A E B =HHELA J

-NAH?E?A  "

5KH = {0, 1, 2, . . . , 10} @ JAH E AH = FH >=>E EJ P JA A GKA P({i}) I EJ FH F HJE A i F KH J KJ i @= I += ?K AH = FH >=>E EJ F KH GKK L A A J I EJ F=EH FKEI = FH >=>E EJ F KH GKE I EJ E F=EH
? A ?AH= F=H @ ?HEHA AIF=?A FH >=>E EI

,= I ?D=?K @AI ANAH?E?AI IKEL= JI (, P) =L= J @A F=IIAH =KN ?= ?K I

-NAH?E?A  " !

JEHA # ?=HJAI @K AK @A # ?=HJAI 3KA A AIJ = FH >=>E EJ @ >JA EH K >HA = ?AIJ @EHA JH EI ?=HJAI @K A I HJA AI @AKN =KJHAI J= J @E HA JAI 3KA A AIJ = FH >=>E EJ @ >JA EH K BK JH EI AI ?=HJAI AJ K A F=EHA

-NAH?E?A  " " 6H EI @ I

 !

AJJA JH EI @ I

FEF I += ?K AH

= FH >=>E EJ @ >JA EH =K E I K =I = FH >=>E EJ @ >JA EH =K E I @AKN B=?AI F HJ= J A A ?DE HA = FH >=>E EJ GKA = I A @AI F E JI =HGK I IKH AI JH EI B=?AI I EJ F=EHA

-NAH?E?A  " # - =@ AJJ= J GKA AI =EII= ?AI I J H F=HJEAI K EB H

A J @= I = A @ JAH E AH = FH >=>E EJ GKA F=H E n E @ELE@KI @AKN =K E I @A JHA AKN =EA J A KH @= ELAHI=EHA C ECAH= A FH > A @AI = AI >EIIANJE AI

"

-:-4+1+-5



+A FAHI =CA =HGK= J @A = ? KH @A KEI :18 J=EJ K KAKH E F EJA J J K KHI = HA?DAH?DA @A H C AI ?=?D AI KE FAH AJJ= J @A H = EIAH K =L= J=CA IKH IAI =@LAHI=EHAI 8 E?E @AKN @A IAI
H C AI  1 AIJ =L= J=CAKN @A F=HEAH IKH =FF=HEJE @=K E I K
IEN A = = J K @ GK=JHA B EI @A IKEJA 1 AIJ =L= J=CAKN @A F=HEAH IKH =FF=HEJE @=K E I K
@ K> A IEN A = = J @AKN @ I LE CJ GK=JHA B EI @A IKEJA +AI H C AI I J A AI LH=EAI AJ H F=HJEI =K D=I=H@ 2=H E ?AI n ELHAI k I J @K @=KJAKHI J KI @E HA JI += ?K AH = FH >=>E EJ GK=K ? JA ? JA @= I AI ?=I IKEL= JI  n = 20, k = 3, p = 3 n = 20, k = 5, p = 2

-NAH?E?A  " $  A F=H=@ NA @K +DAL= EAH @A

H 

-NAH?E?A  " % ,= I K A >E> E JD GKA n ELHAI I J ANF I I IKH K A J=C HA HA?JE EC A

A =KJAKH A AI =KJHAI J= J E I p ELHAI @A A IA HAJH KLA J

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+D=FEJHA )NE AI @K ?= ?K @AI FH >=>E EJ I

 = JD HEA @AI FH >=>E EJ I A J= J GKA @EI?EF E A =JD =JEGKA FAKJ AJ @ EJ JHA @ LA FF A F=HJEH @=NE AI @A = A = E HA GKA / JHEA AJ A ) C >HA  ) C H L '! '&%
A ?= ?K @AI FH >=>E EJ I AIJ = I?EA ?A GKE @ EIA AI ANF HEA ?AI @ J EIIKA AIJ F=I FH LEIE> A = FHE HE A AJ @K @ A JEH=CA @K J I J @AI ANA F AI ? =IIEGKAI @A ?AI ANF HEA ?AI @EJAI = =J EHAI 7 A @ EI=JE E F EGKA K A IE F E ?=JE @AI FD AI >IAHL I @= I ?AI ANF HEA ?AI =EI ?AJJA IE F E ?=JE ? @KEJ K A GK= JE ?= JE @ ? = F IIE>E EJ @A B=EHA @AI ?= ?K I AJ @A FH @EHA = @ EI=JE @K ?= ?K @AI FH >=>E EJ I = J E LA J A F=H ) C H L @= I K ELHA E JEJK (( AI B @A A JI @A = JD HEA @AI FH >=>E EJ I )) F=HK A '!! +AJJA @ EI=JE =JD =JEGKA AIJ B=EJA F=HJEH @K JHEF AJ (, F , P) FAH AJJ= J @A JH=EJAH AI ?=I AIF=?A @AI >IAHL=> AI AIJ F=I E




AIF=?A @A FH >=>E EJ (, F , P)
AIF=?A @AI >IAHL=> AI

KI ? LEA @H I GKA A?JKAH K A ANF HEA ?A = =J EHA ?AIJ I A?JE AH F=H K FH ? @ GKA ? GKA K A J @= I K A IA > A 2=H ANA F A AJAH K @ HALEA J I A?JE AH K A J @A = {1, 2, 3, 4, 5, 6} +AJ A IA > A AIJ =FFA AIF=?A @AI >IAHL=> AI  K AIF=?A @AI EIIKAI K AIF=?A @AI L A A JI A J=EHAI 5AI F E JI I J =FFA I >IAHL=> AI  K L A A JI A J=EHAI 1 AIJ JH I E F HJ= J GKE I EJ ? =EHA A J @ E= @A HACH KFAH =K E I J KI AI H IK J=JI F IIE> AI @A ANF HEA ?A = =J EHA

= JHE>K @AI L A A JI F

A H IK J=J @K A ANF HEA ?A = =J EHA AIJ F=H @ EJE E FH LEIE> A 6 KJAB EI K A B EI N A K I KI A IA > A @A AIF=?A @AI >IAHL=> AI IE J HAIIA = F IIE>E EJ GK= A H IK J=J @A ANF HEA ?A @A J >AH @= I A AI F=HJEAI @A F KH AIGKA AI IA F IA ?A CA HA @A GKAIJE I J =FFA AI @AI L A A JI 7 @AI FHA EAHI F E JI @ E?=JI

" @A = JD HEA AIJ GK L A A JI E@ A @A @A JHE>K

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A L= F=I ? IE@ HAH J KI AI I KI A IA > AI @A ? A @AI C H L AIJ GKA A IA > A F @AI L A A JI = K A IJHK?JKHA

EJE  6HE>K 5 EJ K A IA > A AJ I EJ F K A F=HJEA @A P () F AIJ K A JHE>K IE I=JEIB=EJ =KN JH EI =NE AI  5E A F = HI I ? F A J=EHA Ac = \ A AIJ =KIIE @= I F . 5E = K A IKEJA EA K @ >H=> A A1 , . . . , An , . . . @ A JI @A F = HI AKH A AIJ =KIIE @= I F H K E n1 n ! A IA > A LE@A AIJ @= I F 7 A J @A F AIJ =FFA K L A A J

4=FFA I GKK A IA > A =LA? K A E EJ @ A JI AIJ @EJ @ >H=> A IE ANEIJA K A >E A?JE A JHA AJ A IA > A N @AI A JEAHI F IEJEBI A IA > A Q @AI >HAI H=JE A I AIJ @ >H=> A A IAC A J [0, 1] A AIJ F=I 6EH I GKA GKAI ? I GKA ?AI @A ?AI =NE AI

,A F KI IE E JAHIA?JE

2H FHE J I

5 EJ F K A JHE>K @A F=HJEAI @A A IA > A . ) HI F . = K A IKEJA EA K @ >H=> A A1 , . . . , An , . . . @ A JI @A F = HI AKH A AIJ =KIIE @= I F . n1 n

- =FF EGK= J AI =NE AI  AJ ! = A FHA EAH H IK J=J 2 KH A IA? @ E IK J @A IA H=FFA AH GKA A ? F A J=EHA @K A H K E EA K E EA @A IA > AI AIJ E JAHIA?JE c @AI ? F A J=EHAI (( E @A HC= )) , ? n1 An = ( n1 Ac A n ) , AJ A @AKNE A >HA @A ?AJJA C= EJ AIJ @ ? @= I F : =FF EGKA IK??AIIELA A J =NE A  FKEI FKEI  KLA=K A = C=CA @A = JD HEA @AI A IA > AI FAH AJ @AI ?= ?K I IOIJ =JEGKAI IKH AI L A A JI 6 KJAB EI E B=KJ I=L EH GKA A = C=CA ? KH= J GKA KI KJE EI I @= I K A FHA E HA J=FA F KH @ ?HEHA @AI L A A JI = I= JH=@K?JE A IA > EIJA  - IA > A L A A J ?AHJ=E  - IA > A LE@A L A A J E F IIE> A  A B A K B I J H = EI I (( K )) AN? KIEB  A B A AJ B I J H = EI I  A AJ B I J @EI E JI E A A B = AI L A A JI A AJ B I J E ? F=JE> AI  Ac = \ A L A A J ? JH=EHA @A A. ,=FH I ?AJJA JH=@K?JE A IA > EIJA A B=EJ GK A I HJA F=I @A = B= E A @AI L A A JI E J HAII= JI ? IE@ HAH A FHA = J K A E JAHIA?JE K K A H K E @ L A A JI AIJ H=EI => A J= J GK ? IE@ HA K >HA E @ L A A JI +AIJ J K KHI A ?=I IE A IA > A AIJ E A >HA @A F=HJEAI @A J= J =KIIE E L EH = FH F IEJE   A B=EJ @A IA FAH AJJHA ?AI F H=JE I =KIIE F KH K >HA E E @ L A A JI AIJ F KI IK> JE A F=II=CA E E AIJ A F=II=CA @A = C >HA = = OIA @ ? @AI =FFH NE =JE I = E=> AI AJ @A FKEII= JAI JA?D EGKAI EIIKAI @K ?= ?K @E HA JEA AJ E J CH= 3K= J =K B=EJ GKA @= I ?A F=II=CA E E IA E EJA K A E EJ @ >H=> A @ L A A JI

2HAKLA

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(, F , P)

#

FH FHE J @= I = @ EJE  ?AIJ K F E J JA?D EGKA GK A KIJE AH= GKA @= I K ? KHI @A ! A = A @K ELAHIEJ .E = A A J ?A F E J @ E?=J (( A ? IE@ HA F=I ?AII=EHA A J J KJ I KI A IA > A A @A ? AK A J @A = JHE>K F @AI L A A JI )) A KAH= F=I K CH= @ H A @= I = IKEJA 6OFEGKA A J KI A LEI=CAH I @AKN ?=I F=HJE?K EAHI E F HJ= JI  A ?=I KE A AIJ @ >H=> A AJ KI FHA @H I ? A JHE>K F = B= E A P () @A J KI AI I KI A IA > AI @A +AIJ ?A GKA KI =L I B=EJ @= I A ?=I E A ?=I AIJ = @H EJA H A A R KI FHA @H I = HI F KH JHE>K F = JHE>K B (R) @EJA JHE>K @A * HA @ J AI A JI I J =FFA I @AI > H EA I GKE AIJ = F KI FAJEJA JHE>K GKE ? JEA J J KI AI E JAHL= AI @A R

?= EGKA AIJ =FFA A JHE>K @A * HA d @A R

EJE

! = F KI FAJEJA JHE>K GKE ? JEA J AI KLAHJI @A Rd

AI A JI @A ?AJJA JHE>K I

K E @A I= J F CEA J =FFA I AI > H EA I

FAKJ => HEAKIA A J @ JHAH GKA B (Rd ) = P (Rd ) J KJAB EI K A @AI?HEFJE ? d F JA @AI A JI @A B (R ) AIJ F=I F IIE> A AJ A B=EJ F=I JH I KJE A A FH=JEGKA AI IAK I > H EA I GKA KI =KH I = EFK AH IAH J AI E JAHL= AI =JJA JE R K K A @A E @H EJA I J =KIIE @AI E JAHL= AI K @AI H K E I EAI K F KI H=HA A J @ >H=> AI @E JAHL= AI 2 KI C H= A A J J= J @ I K A IA > A @A F=HJEAI @A J C @ EJ = JE @A JHE>K A CA @H A F=H C J A (C ) ? A J= J = F KI FAJEJA JHE>K ? JA = J J KI AI A JI @A C

!

= FH >=>E EJ P
=EI = F IIE>E EJ GK= A H IK J=J @A ANF HEA ?A @A J >AH @= I KI A IA > A @A AIF=?A @AI >IAHL=> AI = FKEII= ?A @K ?= ?K @= I A B=EJ GKE A = EFK A F=I @EHA?JA A J A H IK J=J @A =EI AIKHA AI ?D= ?AI @=HHEL A @K L A A J A @K =K D=I=H@

GK= JE A @ I H K L A A JAA I @AI FH >=>E EJ I H IE@A ANF HEA ?A = =J EHA

J= J @ I K AIF=?A @ >IAHL=> AI AJ K A JHE>K @ L A A JI F B H A @A ?AHJ=E I I KI A IA > AI @A K A FH >=>E EJ P AIJ K A =FF E?=JE @A F @= I [0, 1] @ ? K FH ? @ GKE =II ?EA J KJ L A A J A K >HA P(A) ? FHEI A JHA  AJ  =FFA FH >=>E EJ @A A AJ GKE I=JEIB=EJ =KN =NE AI IKEL= JI   L A A J ?AHJ=E AIJ @A FH >=>E EJ  P() = 1.

EJE

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F KH J KJA IKEJA A1 , A2 , . . . , An . . . @ L ?AIJ

A @=@@EJELEJ @

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A A JI @A F GKE I

J @AKN

@AKN @EI E JI

@EHA JA I GKA Ak Aj = IE k = j, = HI = I HEA

k=1

P(Ak ) ? LAHCA AJ =

F KH I A P( k1 Ak ). A JHEF AJ (, F , P) AIJ = HI =FFA

AIF=?A @A FH >=>E EJ

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8 E?E GKA GKAI ?

I GKA ?AI E

2H FHE J I

$ 5 EJ (, F , P) K AIF=?A @A FH >=>E EJ ) HI
J @AKN @AKN @EI E JI = HI

 P() = 0. 5E A1 , A2 , . . . , An @= I F I

P(A1 An ) = P(A1 ) + + P(An );

A F=HJE?K EAH P(Ac ) = 1 P(A). ! 5E A AJ B I J @= I F AJ IE A B = HI P(A) P(B ). " 5E A AJ B I J @= I F =EI A I J F=I ?AII=EHA A J @EI E JI = HI P(A B ) = P(A) + P(B ) P(A B ). 5E AI A1 , A2 , . . . , An @= I F A I J F=I ?AII=EHA A J @AKN @AKN @EI E JI = HI P(A1 An ) P(A1 ) + + P(An ). # + JE KEJ I ?H EII= JA AJ @ ?H EII= JA 5 EJ K A IKEJA B1 , B2 , . . . , Bn . . . @ L A A JI @A F GKE I EJ K >EA ?H EII= JA ?AIJ @EHA GKA F KH J KJ n 1 = Bn Bn+1  K >EA @ ?H EII= JA ?AIJ @EHA GKA F KH J KJ n 1 = Bn Bn+1  ) HI @= I A ?=I ?H EII= J
n+

lim P(Bn ) = P(
n 1

Bn );

AJ @= I A ?=I @ ?H EII= J
n+

lim P(Bn ) = P(
n 1

Bn ).

$ 5 KI =@@EJELEJ @

>H=> A
A A JI @A F ) HI K >EA = I HEA LAHCA AJ @= I ?A ?=I I= I A AIJ IKF HEAKHA

5 EJ K A IKEJA B1 , B2 , . . . , Bn . . . @ L @ELAHCA K >EA A A ?

P(Bk )
k=1

P(
n1

Bn )

2HAKLA
 =NE A @=@@EJELEJ @ >H=> A AIJ =FF E?=> A = IKEJA ? IJ= JA @ EA F=H An = GKE AIJ A A?JELA A J B H A @ L A A JI @AKN @AKN @EI E JI = I HEA @ J A JAH A C H= P() AIJ ? IJ= J A FAKJ ? LAHCAH GKA IE ?A JAH A C H= AIJ  5= FHA E HA F=HJEA IA @ JHA A =FF EGK= J =NE A @=@@EJELEJ @ >H=> A A1 , A2 , . . . , An ? JE K A F=H = An+1 = An+2 = , AJ A KJE EI= J A  )FF EGKAH = n = 2 A1 = A AJ A2 = Ac B KH EJ 1 = P() = P(A) + P(Ac ) A KJE EI= J A FHA EAH =NE A @K A FH >=>E EJ

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(, F , P)

% JA GKA

?HEJ B = A (B \ A) ? A H K E @A @AKN A IA > AI @EI E JI  B \ A = B Ac AIJ >EA @= I F ), AJ =FF EGKA A 

P(B ) = P(A) + P(B \ A) P(A).

" ?HEJ ? A @= I = @ IJH=JE FH ? @A JA P(B ) = P(A B ) + P(B \ A), P(A) = P(A B ) + P(A \ B ), FKEI ?HEJ A B = (A B ) (B \ A) (A \ B ) ? A H K E @A JH EI A IA > AI @AKN @AKN @EI E JI AJ =FF EGKA A 

P(A B ) = P(A B ) + P(B \ A) + P(A \ B ) = P(A B ) + (P(B ) P(A B )) + (P(A) P(A B )) = P(A) + P(B ) P(A B ).
2 KH JAH E AH A " @ JHA A H IK J=J F=H H ?KHHA ?A IKH n +AIJ JHELE= F KH n = 1. 5E ?AIJ @ JH F KH n =FF EGK I = FHA E HA F=HJEA @A " A = A1 An AJ B = An+1 >JEA J =E@A @A DOF JD IA @A H ?KHHA ?A
n

P(A B ) = P(A) + P(B ) P(A B ) P(A) + P(B ) (

k=1

P(Ak )) + P(An+1 ).

# ,= I A ?=I ?H EII= J F I I A1 = B1 AJ F KH n 2 An = Bn \ Bn1 AI A1 , A2 , . . . , An . . . I J = HI @AKN @AKN @EI E JI = I HEA ? k=1 P(Ak ) AIJ @ ? LAHCA JA ,=FH I = F=HJEA  @A = FH F IEJE FH ? @A JA =
n

P(Bn ) = P(A1 An ) =
k=1

P(Ak ).

2=II

= E EJA @= I  C= EJ ?E @AIIKI
n+

>JEA J

lim P(Bn ) =
k=1

P(Ak ).

H @=FH I =NE A @=@@EJELEJ @ >H=> A A IA? @ A >HA AIJ P( k1 Ak ) GKE AIJ =KIIE F=H @ EJE @AI An C= P( n1 Bn ). ,= I A ?=I @ ?H EII= J IA H= A =K ?=I FH ? @A J F=H F=II=CA =K ? F A J=EHAI =E@A @A = E @A HC= A ? F A J=EHA @K A K E AIJ E JAHIA?JE @AI ? F A J=EHAI
c c lim P(Bn ) = 1 lim P(Bn ) = 1 P(n1 Bn ) = 1 (1 P(n1 Bn )) = P(n1 Bn ).

= IKEJA @ L A A JI @ EA F=H Cn = B1 Bn AIJ ?H EII= JA AJ =FF EGKAH A  - KJE EI= J =KIIE = I KI =@@EJELEJ EA =@ ?

FAKJ KE

P(
n1

Bn ) = lim P(Cn ) lim (P(B1 ) + + P(Bn )) =

n+ n+ k=1

P(Bk ).

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n n

P
i=1

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=
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2H F IEJE & 5 EA J Ci 1 i n @AI I KI A IA > AI @A F JA I GKA F KH J KJ i Ci AJ F KH J KJ A AJ B @= I Ci A B Ci 5E

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J E @ FA @= JAI

)E IE F KH L HE AH GKA @AKN L A A JI A AJ B I J E @ FA @= JI E IK J @A L HE AH P(A B ) = P(A)P(B ) 2 KI C H= A A J IE {An }nN AIJ K A IKEJA @ L A A JI

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iI

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P(A B C ) = P(A)P(B )P(C ), P(A B ) = P(A)P(B ), P(A C ) = P(A)P(C ), AJ P(B C ) = P(B )P(C ).
FAKJ C H= EIAH = @ EJE FH ? @A JA K A IA > A GKA ? GKA @A JHE>KI

F AIJ @EJA E @ FA @= JA IE J KJA I KI B= E A

EJE

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EA ANJH=EJA @A = B= E A AIJ E @ FA @= JA

 2H >=>E EJ I ?

@EJE

A AI

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,
?

@EJE

EJE

 5 EA J @AKN L A A JI A AJ B IKH (, P) =LA? P(B ) > 0 A A @A A I=?D= J B AIJ

P(A|B ) = P(A B ) . P(B )
EJE = =K?K IA I

= FH >=>E EJ

5E B A IA H = EIA = =EI E A P(B ) = 0 ?AJJA @

2H F IEJE

E @ FA @= JI IE AJ IAK A A J IE

 5 EJ @AKN L A A JI A AJ B IKH (, P) =LA? P(B ) > 0 A AJ B I J

P(A|B ) = P(A),

K A ? HA =LA? P(A) > 0 P(B |A) = P(B )

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,EHA GKA @AKN L A A JI I J E @ FA @= JI ?AIJ @EHA GKA = ? =EII= ?A @A K KA ?A F=I =KJHA -NA F A  @ EIA A = ?AH @A @AKN FE ?AI IA > => AI E @ FA @= JAI F=H

= { = (1 , 2 ); i {p, f }} AJ P( ) = P1 (1 )P1 (2 ),
=LA? P1 (p) = 1 P1 (f ) = . IE =CE A GK = = ? = FHA E HA FE ?A AJ GKA 1 = p =II ?EA ?D=GKA EIIKA @K = ?AH @A = @AKNE A FE ?A K A FH >=>E EJ I=?D= J GKA 1 = p P({p, p}) P(2 = p|1 = p) = = = . P({ ; 1 = p} (1 ) + E @ FA @= ?A @AI @AKN FE ?AI IEC E A GKA = ? =EII= ?A @K H IK J=J @K = ?AH @A = FHA E HA A KI =FFHA @ HEA IKH A H IK J=J @K = ?AH @A = IA? @A -NA F A IKFF IA GK = @AKN F=EHAI @A FE ?AI @E HA JAI =  HA F=EHA ? IEIJA A @AKN FE ?AI E @ FA @= JAI AJ FE A I HJ '' B EI IKH  A OA A = @AKNE A F=EHA ? IEIJA A @AKN FE ?AI E @ FA @= JAI =EI FE A I HJ  B EI IKH  A OA A 7 AK ? IEIJA A E ?D EIEH =K D=I=H@ K A @A JHA AI @AKN F=EHAI EE = ?AH AI @AKN FE ?AI ? HHAIF @= JAI @ EIA AIF=?A @AI EIIKAI @K AK F=H

= { = (1 , 2 , n); i {p, f } , n = 1, 2} ,
AJ AJ ?= ?K A E?E

1 P(1 , 2 , 1) = P1 (1 )P1 (2 ) AJ P1 (p) = = 0, 99 2 1 P(1 , 2 , 2) = P2 (1 )P2 (2 ) AJ P2 (p) = = 0, 1. 2 P({ ; 2 = p, 1 = p}) P({ ; 1 = p} P(p, p, 1) + P(p, p, 2) = P(p, p, 1) + P(p, f, 1) + P(p, p, 2) + P(p, f, 2) 2 + 2 2 /2 + 2 /2 = = /2 + /2 +

P(2 = p|1 = p) =

2=H =E AKHI IE

A I=L=EJ HEA IKH = FHA E HA FE ?A

1 P(2 = p) = P({p, p, 1} , {f, p, 1} , {p, p, 2} , {f, p, 2}) = ( + ). 2

JA GKA P(2 = p|1 = p) > P(2 = p) HAIF  ' AJ  #" 1 JKEJELA A J ? FE A AIJ I HJE =  HA B EI = F KI @A ?D= ?A GKA = F=EHA ?D EIEA I EJ = F=EHA  3KA GKAI H C AI @A ?= ?K IKH AI FH >=>E EJ I ? @EJE A AI A

2H F IEJE

@ @KEJ @A = @ EJE  5E A B = P(A B |C ) = P(A|C ) + P(B |C ).

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P(A|B ) = 1 P(A|B ). ! P(A B ) = P(A|B )P(B ) = P(B |A)P(A).

@A JA A GKA F KH J KJ i P(Ai ) > 0 2 KH J KJ B F
n

2H F IEJE

" . H K A @AI FH >=>E EJ I J J= AI 5 EJ {Ai }i=1,...,n K A F=HJEJE

P(B ) =
i=1

P(B |Ai )P(Ai ).

= F KH J KJ A JEAH k

2H F IEJE

# . H K A @A *=OAI ,A F KI IE P(B ) > 0

P(Ak |B ) =
n i=1

P(B |Ak )P(Ak ) . P(B |Ai )P(Ai )

AIF=?A @AI >IAHL=> AI AIJ =K F KI @

>H=> A

HIGKA AIF=?A @AI >IAHL=> AI AIJ E K @ >H=> A IKFF IA F=H ? LA JE GKA = JHE>K @AI L A A JI A AIJ P () A IA > A @A J KJAI AI F=HJEAI @A . ,= I ?A ? JANJA AI A JI @A I J E @AN I F=H @AI A JEAHI =JKHA I N JA @= I = IKEJA = {1 , . . . , n , . . . }  = EIJA AIJ EA K  AI FH >=>E EJ I I J = HI @ ?HEJAI F=H A H IK J=J IKEL= J

2H F IEJE

@A @= I R+ JA A GKA

$ 5 EJ K A IA > A
w

E K@ >H=> A 5 EJ p K A =FF E?=JE pw = 1. 2 KH J KJ A J I = HI P(A) = pw . ) HI

w A

(, P (), P ) AIJ K AIF=?A @A FH >=>E EJ 1 LAHIA A J J KJA FH >=>E EJ P IKH (, P ()) AIJ @K JOFA FH ? @A J =LA? p = P ({ }).
 5E AIJ E = FH F IEJE AIJ LE@A JA  5E AIJ @ >H=> A AI I AI ?E @AIIKI I J >EA @ EAI - A AJ I A IKH K I KI A IA > A @A = {1 , . . . , n , . . . } A >E A?JE =LA? K I KI A IA > A @A N AJ A JD H A IKEL= J IKH AI I HEAI FAH AJ @A ? ? KHA = L= E@EJ @A JA AI I AI

6D H

% 5E = I HEA
n=0

un AIJ =>I K A J ?

LAHCA JA @A I

A S AJ IE n LAHCA JA

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@A N IKH KE

A = HI
n=0

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7 A B EI =@ EI = FH F IEJE $ AJ A JD H A % A ?= ?K @AI FH >=>E EJ I AIJ H=FF HJ  = @ JAH E =JE @AI FH >=>E EJ I P ({ }) @AI L A A JI ? HHAIF @= J = H = E I=JE @K H IK J=J @A ANF HEA ?A = @ JAH E =JE @AI H IK J=JI =FF=HJA = J  L A A J A

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A HALEA J F=I IKH A ?=I AIJ E +AIJ  > AJ @K FHA EAH ?D=FEJHA I FH IA J IKH A ?=I @K AIF=?A @AI >IAHL=> AI E E

2H F IEJE 2HAKLA

& 5E AIJ E

E@

>H=> A = HI P () AIJ E

>H=> A

=@ IJH=JE AIJ = = CKA = @ IJH=JE @A += J H 5= I FAHJA @A C H= EJ IKFF IA C= A IA > A N @AI A JEAHI F IEJEBI K K I 5E X N, KE =II ?EA = B ?JE E @E?=JHE?A 1X @ EA IKH N AJ L= AKHI 0 K 1 F=H 1X (k ) = 1 IE k X AJ 1X (k ) = 0 IE k / X. 4A =HGK I =KIIE GKE LAHIA A J IE K A B ?JE f @ EA IKH N AIJ L= AKHI  K 1 = HI ?AIJ K A E @E?=JHE?A @A IA > A ?AIJ @EHA GKE ANEIJA X JA GKA f = 1X E I=CEJ @A X = {k N; f (k ) = 1}. JH I = HI = FH F IEJE F=H =>IKH@A A IKFF I= J GKA P (N) I EJ @ >H=> A ?AIJ @EHA GKE ANEIJA K A =FF E?=JE >E A?JELA n Xn @A N IKH P (N). ) HI = B ?JE f @ EA IKH N AJ L= AKHI  K 1 F=H f (k ) = 1 1Xk (k ) AIJ E @E?=JAKH @A GKA GKA I KI A IA > A Xn @A N AJ @ ? F KH J KJ k @A N = 1Xn (k ) = 1 1Xk (k ), ?A GKE AIJ K A ? JH=@E?JE IE k = n.

!  7 ANA F A

A I?D

= 5K?? I ?DA? E

+ IE@ H I @A KLA=K A ?=I @K A ANF HEA ?A @AKN EIIKAI ?DA?  J 0 AJ IK?? I  J 1 IA NA K >HA 0 < p < 1 = FH >=>E EJ @ >JA EH K IK?? I =FH I K A H = EI=JE @A ANF HEA ?A KI I KD=EJ I @ I H =EI @ EIAH @AI ANF HEA ?AI =O= J K >HA =H>EJH=EHA @A H = EI=JE I 2=H ANA F A FAKJ L K EH H F JAH AI AII=EI KI GK ?A GK=FF=H=EIIA J " IK?? I ? I ?KJEBI 7 A JA A @ EI=JE AIJ E F IIE> A =LA? A I?D = E L EH = IA?JE  ! AJ FHA @ = HI F KH AIF=?A @AI >IAHL=> AI A IA > A {0, 1}N @AI IKEJAI E EAI @A 0 AJ @A 1 A J= J F=H N A IA > A @AI A JEAHI IJHE?JA A J F IEJEBI FAKJ @ JHAH GKA AIJ A FH F IEJE & AIJ F=I @ ? ?AH A = ? IJHK?JE @A AIF=?A F AJ = FH >=>E EJ P F=H K FH ? @ >E A?JE =LA? AI F=HJEAI @A N , ? @=FH I = >H=> A +A = ?=KIA K A I HEAKIA @E ?K J A ?A GKE @A FH >=>E EJ ? HHAIF @= J ? IJHKEJ = JHE>K @=FFH NE =JE GKA KI @ ?HEL I =E JA = J

.EN I n N AJ @ EII I = {0, 1}{1,...,n} AJ = {0, 1}{n+1,n+2,...} JA I GKA = @ EJ = JHE>K IKEL= JA @A F=HJEAI @A An = {A ; A P ( )}. 1 JKEJELA A J AI L A A JI @A Fn I J AI L A A JI A @ FA @= J GKA @A ?A GKE IAIJ F=II @= I AI n FHA E HAI ANF HEA ?AI - F=HJE?K EAH KI =L I Fn Fn+1 . 5E = (1 , . . . , n ) ? FHA @ k IK?? I @ EII I = FH >=>E EJ Pn ({ } ) = pk (1 p)nk +A = FAH AJ @ ? @A @ EH = FH >=>E EJ Pn IKH An . AIF=?A @A FH >=>E EJ (, An , Pn ) AIJ FHAIGKA E@A JEGKA AIF=?A @K I?D = 5K?? I ?DA? E @ ?HEJ @= I = IA?JE  !

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=E JA = J J I A = n1 An . = B= E A A AIJ F=I K A JHE>K ?=H ?A AIJ F=I BAH F KH = H K E @ >H=> A 8 E?E K ? JHA ANA F A 5 EJ An A IA > A @AI IKEJAI E EAI ? FHA = J =K E I K IK?? I E IJ= J n K =L= J ) HI An AIJ @= I An AJ @ ? @= I A . 2 KHJ= J A = n1 An AIJ F=I @= I A . - A AJ A AIJ A IA > A @AI IKEJAI E EAI ? FHA = J =K E I K IK?? I =EI E ANEIJA F KHJ= J =K?K n JA GKA A An AJ @ ? A / A . 4 = EIAH ?AJJA ?D IA IK>JE A B=EJ FH CHAIIAH @= I = ? FH DA IE @A = JD HEA @ EJ = HI = JHE>K A IKH ? A = F KI FAJEJA JHE>K ? JA = J A 2 KH @ EH A = FH >=>E EJ P IKH A B=EJ  >IAHL=JE AIIA JEA A IKEL= JA = IAK A A J An An+1 , =EI @A F KI = HAIJHE?JE @A Pn+1 =K I KI A IA > A An @A An+1 , GKE J=EJ A @ =E A @A @ EJE @A Pn+1 ? E ?E@A =LA? Pn . 2=H ? I GKA J E ANEIJA K A B ?JE K ELAHIA A P @ EA IKH A JA A GKA F KH J KJ A A =EJ P (A) = Pn (A) F KH J KI AI n JA I GKA A An . ) F=HJEH @A ?A F E J AI ?D IAI ?AIIA J @ JHA A J=EHAI AJ KI =@ AJJ I A JD H A IKEL= J

6D H

=EJ P(A) = P (A).

' 1 ANEIJA K A AJ K A IAK A FH >=>E EJ P IKH A JA A GKA F KH J KJ A A

FAKJ =E IE @ JHAH E@ A E JKEJELA GKK L A A J E?E K IK?? I @A FH >=>E EJ IJHE?JA A J F IEJELA p > 0 A FAJEJA EJ J K KHI F=H =HHELAH 2 KI FH ?EI A J IE A AIJ A IA > A @AI ? FHA = J =K E I K IK?? I = HI P(A) = 1. - AB BAJ IE Bn AIJ A IA > A @AI ? FHA = J =K E I K IK?? I =L= J E IJ= J n K E IJ= J n = HI A = n1 Bn AJ Bn Bn+1 . 2=H ? JE KEJ J A =@ ? c n limn P(Bn ) = P(A). + A P(B ) = (1 p) JA @ LAHI  = A H IK J=J 2 KI C H= A A J FAKJ JHAH GKA J KJA I GKA ?A a EA @ ANA F A  K A ? @=CA A >E =EHA @K A B=> A @A F=H =HHELAH 2 KI FH ?EI A J A =L= ?A F=H = . J=E A EH=

6D H

AJ @ ?DA?I AJ I EJ  L A A J

 5 EJ a = (a1 , . . . , an ) {0, 1}n K A IKEJA N A @A

A = { ; N 0 N +1 = a1 , . . . , N +n = an }.

CKAKH n @A IK?? I

) HI P(A) = 1.
5 EJ k A >HA @A S @= I = IKEJA a J I AN = { ; N +1 = a1 , . . . , N +n = 1 k n k an }. ) HI P(AN ) = p (1 p) F=H @ EJE @A P. 1 JH @KEI I Bm = m j =0 Ajn ) HI 1 c c Bm Bm+1 AJ A = N 0 AN B = m0 Bm . = @A F KI P(Bm ) = P(m j =0 Ajn ) = (1 pk (1 p)nk )m m 0. 2=H ? JE KEJ J A = @ ? P(B c ) = 0. , 1 = P(B ) P(A) = 1.

2HAKLA

4A =HGKA  7 A ? I GKA ?A B= AKIA @A ?A JD H A AIJ A F=H=@ NA @K IE CA I= L= J K IE CA J=F= J = =J EHA A J IKH K ? =LEAH @ H@E =JAKH AIJ I H @A HAFH @KEHA E J CH= EJ @AI B=> AI @A = . J=E A

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E I K $ )) AJ

-NAH?E?A

AJJA @AKN @ I FEF I K @ EH AJ K @ > = ? JA )  L A A J( ( A ?DE HA @K @ EH AIJ F=EH )) AJ *  L A A J (( A ?DE HA @K @ > = ? AIJ E F=EH )) +  L A A J ( ( AI ?DE HAI J A F=HEJ )) JHAH GKA ) AJ + ) AJ * * AJ + I J E @ FA @= JI =EI GKA AI JH EI L A A JI A A I J F=I

"!

-NAH?E?A

" " 7 A FAHI A =?D JA K >E AJ @A JJAHEA F=H IA =E A +D=GKA IA =E A = FH >=>E EJ GKE C=C A AIJ 1/N JHAH GKE B=KJ KAH FAK FH I 2N/3 IA =E AI F KH GKA = FH >=>E EJ @A C=C AH =K E I K A B EI I EJ @A  # )FFH ?DAH ln 2 F=H ! AJ ln(1 1/N ) F=H 1/N  " # ,= I K A ? =IIA @A # JK@E= JI GKA A AIJ = FH >=>E EJ GK=K

E IK JK@E= J I EJ A # @ ?A >HA + >EA @ EJ =L EH @ JK@E= JI @= I K A ? =IIA F KH GK=K E I K @A JHA AKN I EJ A # @ ?A >HA =LA? K A FH >=>E EJ IKF HEAKHA  #

-NAH?E?A

-NAH?E?A " $ ,= I = IEJK=JE = F KI IE F A @A JH= I EIIE D H @EJ=EHA K (( C A )) IA FH IA JA I KI @AKN B H AI ) AJ = ?A GKE @ A JH EI (( C JOFAI )) F IIE> AI )) )= == +D=GKA E @ELE@K HA EJ @A IAI F=HA JI K C A JEH =K D=I=H@ @= I = F=EHA @A ?D=?K @AI @AKN - IKFF I= J GKA AI C JOFAI @AI F=HA JI I J E @ FA @= JI AJ GKA AKHI FH >=>E EJ I HAIFA?JELAI I J F G AJ H JH KLAH AI FH >=>E EJ I P Q AJ R GKK A B= J =EJ HAIFA?JELA A J AI C JOFAI )) )= AJ == - ? ? KHA GK F=HJEH @A = @AKNE A C H=JE ?AI FH >=>E EJ I I J ? IJ= JAI AJ L HE A J Q2 = 4P R +A?E ? IJEJKA = E @A 0=H@O 9AE >AHC

2H >=>E EJ I ?
-NAH?E?A

@EJE

A AI

F=C EA = @AKN KIE AI A AJ B KIE A A B=>HEGKA & @AI FH @KEJI AJ = B AI  HAIJ= J = FH F HJE @A FH @KEJI =LA? @ B=KJ AIJ @A  # F KH A AJ @A   F KH B  3KA A AIJ = FH >=>E EJ GKK FH @KEJ ?D EIE =K D=I=H@ I EJ I= I @ B=KJ AJ FH LEA A @A A 3KA A AIJ = FH >=>E EJ GKK FH @KEJ ?D EIE =K D=I=H@ =EJ K @ B=KJ

"% 7 A?

-NAH?E?A

= JH EI > EJAI K H J AI  AJ ! = FHA E HA ? JEA J  > K A > = ?DA AJ > K AI EHAI = @AKNE A > = ?DAI AJ  EHA A = JH EIE A ! > = ?DAI ?D EIEJ =K D=I=H@ K A @AI JH EI > EJAI FKEI JEHA K A > K A @A ?AJJA > EJA 3KA A AIJ

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"

-:-4+1+-5

= FH >=>E EJ @=L EH K A > K A > = ?DA 5=?D= J GKA = > K A AIJ > = ?DA GKA A AIJ = FH >=>E E J GKA A FH LEA A @A = FHA E HA > EJA

-NAH?E?A " ' 7 JK@E= J @A K ELAHIEJ L= A ? KHI =LA? K A FH >=>E EJ  & GK= @ E B=EJ >A=K AJ  # GK= @ E F AKJ 5=?D= J GKE F AKJ  @AI KHI A = LEAH AJ GKA  JK@E= J J=EJ A ? =IIA A & = LEAH GKA A AIJ = FH >=>E EJ GKE F AKL=EJ ?A KH  ? IE@ HAH= GKE B=EJ >A=K HIGKE A F AKJ F=I -NAH?E?A
AIJE A GKA  @A = F FK =JE = K A ?AHJ=E A = =@EA 7 JAIJ @A @ JA?JE ANEIJA =EI AIJ F E J F=HB=EJ = FH >=>E EJ GKA A JAIJ I EJ F IEJEB F KH K A FAHI A =JJAE JA F=H ?AJJA = =@EA AIJ  # = FH >=>E EJ GKA A JAIJ I EJ C=JEB F KH K A FAHI A GKE A B=EJ = = = =@EA AIJ   5=?D= J GKA I JAIJ AIJ F IEJEB GKA A AIJ = FH >=>E EJ F KH K A FAHI A @=L EH ?AJJA = =@EA

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+0)2164-

):1

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+D=FEJHA ! A J = =J EHA
,= I A ?=I @K ELAHI @ >H=> AI IE K A LA JK= EJ = K A FH >=>E EJ K A FAKJ  JAH @A K ELAHI ?B = FH F IEJE $ =E IE FAKJ J K KHI IA H= A AH K A IA > A FH >=>E EI F KH AGKA J KJAI AI LA JK= EJ I I J @A FH >=>E EJ K A 2=H ? JHA @= I A ?=I @K ELAHI @ >H=> AI ?A AIJ F=I J K KHI A ?=I @ E J H J @A = @ EJE IKEL= JA

C ECA=> A IE P(A) = 0 5

EJE

!  2 KH (, A, P) K
? F

L A A J A A AIJ @EJ FHAIGKA E F IIE> A K P A J=EHA AIJ @EJ FHAIGKA I H

C ECA=> A

-NA F A
5E

KA FE A K B=?A K A E

EJ @A B EI (( >JA EH K EGKA A J @AI FE A )) AIJ

!
! ,

A J = =J EHA
EJE

,= I ANA F A @K = ?AH @A @AKN @ I =LA? = {1, . . . , 6}2  LA JK= EJ = (i, j ) HAFH IA JA  LA JK= EJ (( A FHA EAH @ @ A i AJ A @AKNE A j )) 2 KH K @ A H IK J=J @K FHA EAH @ AIJ @ ? = FHA E HA ? H@ A @A 5 EJ X : {1, . . . , 6} =FF E?=JE @ EA F=H X (i, j ) = i. A H IK J=J @K FHA EAH @ F KH  LA JK= EJ AIJ = HI @ @A J KJAI AI LA JK= EJ I F KH AIGKA AI A FHA EAH @ = @ ( ( A FHA EAH @ = @ )) AIJ F=H X ( ) A IA > A A ?AIJ @EHA  L A A J

A = { , X ( ) = 2} = {X = 2} = X 1 ({2}) = {(2, 1), . . . , (2, 6)}.

)E IE IE  A IE J HAIIA GK K ?=H=?J HA @A  LA JK= EJ ?A = HALEA J ? K A B ?JE X ( ) ?AIJ @EHA K A B ?JE @K D=I=H@ IE@ HAH

EJE

5 EJ T K A IA > A GKA ?

GKA AJ T K A JHE>K @ L

A A JI @A T 5E

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(, F , P) AIJ K AIF=?A @A FH >=>E EJ =FFA A A J = =J EHA @ E IKH (, F , P) AJ L= AKHI @= I T J KJA =FF E?=JE X : T AIKH=> A E A JA A GKA F KH J KJ B T = F=HJEA @A X 1 (B ) = { , X ( ) B } AIJ ? JA KA @= I F
2 KH B T  L A A J X 1 (B ) = { , X ( ) B } F F KHH= JHA J {X B } @ EJ =E IE IE F A A J K A KLA A JHE>K ? IJEJK A @ L A A JI @AI L A A JI {X 1 (B ), B T } @A AJ =FFA A JHE>K A CA @H A F=H X +AJJA I KI JHE>K @A F AIJ J A FX

-NAH?E?A !  

@A F GKE HA @A X

JHAH GKA FX AIJ >EA K A JHE>K AJ GKA ?AIJ = F KI FAJEJA I KI JHE>K AIKH=> A
A KI LA I @A =

AI I J I KLA J EI @= I AI J=JE I FH >=>E EIJAI + L EH { , X ( ) B } IAH= J {X B }

+=I F=HJE?K EAHI

 5E T = R K E @A = JHE>K @AI > H EA I B (R) ?B @ EJE ! @EJ GKA X AIJ K A L=HE=> A = =J EHA H A A L = H   5E T = Rk @EJ GKA X AIJ K LA?JAKH = =J EHA AJ @= I ?A ?=I AI ? F I= JAI Xi @A X = (X1 , . . . , Xk ) I J @AI L = H  ,A A FAKJ @ EH K A B ?JE = =J EHA K J KJ =KJHA > AJ =JD =JEGKA = =J EHA CH=FDAI H IA=KN B H AI AJ?   5E T AIJ E K @ >H=> A @EJ GKA X AIJ K A J = =J EHA @EI?HAJ

-NA F AI
 7 A B ?JE f : R ? IJ= JA f a AIJ K A J = =J EHA A IE @= I ?A ?=I E O = F KI @= =J EHA @= I = L= AKH @A f  5E A AIJ K L A A J = HI = B ?JE E @E?=JHE?A A : P () {0, 1} @ EA F=H 1 IE A A ( ) = 0 IE AIJ K A L=HE=> A = =J EHA H A A

!
,

E @A FH >=>E EJ @K

A J = =J EHA
A J = =J EHA @A AIF=?A @A FH >=>E EJ (, F , P) EJ =FF E?=JE PX @A T @= I [0, 1] F=H

EJE ! ! 5 EJ X : T K L= AKHI @= I K AIF=?A (T, T ) @

PX (B ) = P(X 1 (B ))
) HI PX AIJ K A FH >=>E EJ IKH T =FFA A
3K= @ @= I K A ANF HEA ?A = =J EHA HALEA J IA F =?AH @= I A KLA AIF=?A B A FH ?EIAH= F=I AIF=?A ?D EIE

B T .

E @A FH >=>E EJ @A X A IE J HAIIA GK  A J = =J EHA X ?A = @= A J= (T, T , PX ) ,= I >EA @AI ?=I

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= ?A @AKN @ I AIF=?A B @= A J= AIJ = { = (i, j ) : 1 i, j 6} 5E A IE J HAIIA GK = I A X (i, j ) = X ( ) = i + j @ EJ K A J = =J EHA L= AKHI @= I T = {2, 3, . . . , 12} AJ PX AIJ @ EA F=H p2 = 1/36, p3 = 2/36, . . . , p11 = 2/36, p12 = 1/36  A A?JKA n ANF HEA ?AI 5K?? I ?DA? @A FH >=>E EJ @A IK?? I p F IA X A >HA @A IK?? I >JA KI ) HI X {0, 1, 2, . . . , n} AJ k {0, . . . , n},
k n k P(X = k ) = PX ({k }) = Ck . n p (1 p)

@EH= GKA @AKN A JI = =J EHAI X AJ Y J A E K I J E@A JEGKA A J @EIJHE>K I IE AKHI EI PX AJ PY I J @AI FH >=>E EJ I E@A JEGKAI +AJJA HA =JE IAH= J A X Y.
 A J = =J EHA X AIJ A JE HA A J @ JAH E A F=H I= E PX

EJE

!"

!  ! 8=HE=> AI E @ FA @= JAI
KI = I KI HAIJHAE @HA =KN L=HE=> AI = =J EHAI A IE AI @ EJE I IKEL= JAI d I J L= => AI IE T AIJ @E HA J @A R 4=FFA I GKA IE X AIJ K A L=HE=> A = =J EHA @ EA d IKH (, F , P) L= AKHI @= I R = HI FX AIJ = F KI FAJEJA I KI JHE>K @A F GKE HA @A X AIKH=> A E A FX = X 1 (A); A B (Rd ) . JA PX = E @A X E A

A B (Rd ), PX (A) = P(X 1 (A)).

E @ FA @= JAI IE AI JHE>KI FXi I J KJ (A1 , . . . , An ) B (R)n

EJE

! # 8=HE=> AI E @ FA @= JAI ,AI L=HE=> AI = =J EHAI X1 , . . . , Xn I J

J E @ FA @= JAI

2H F IEJE

! $ AI L = H Xi 1 i n I J E @ FA @= JAI IE AJ IAK A A J IE F KH
P(X1 ,...,Xn ) ((A1 , . . . , An )) = PX1 (A1 ) . . . PXn (An ).

!  " . ?JE

@A H F=HJEJE

1?E KI = I KI HAIJHAE @HA =K ?=I AI A JI = =J EHAI I J @AI L=HE=> AI H A AI 5 EJ X : R K A L=HE=> A = =J EHA H A A @A AIF=?A @A FH >=>E EJ (, P (), P) AJ PX I= E @A FH >=>E EJ KI KI I AI =E IE H=FF HJ  JK@A @A AIF=?A @A FH >=>E EJ (R, B (R), PX )

=FFA A B ?JE EJE ! % L= AKHI @= I [0, 1] F=H

@A H F=HJEJE

@A X = B

?JE

FX @

EA IKH R AJ

FX (x) = PX (] , x]) = P(X x)

x R.

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FAKJ HA =HGKAH GKA = L= AKH @A PX IKH J KJ E JAHL= A ]a, b] I >JEA J IE F A A J F=HJEH @A = B ?JE @A H F=HJEJE

PX (]a, b]) = P(a < X b) = FX (b) FX (a).

B = L= AKH @A PX IKH E F HJA GKA I KI A IA > A @A R FAKJ A B=EJ JHA @ @KEJA @A = ?JE @A H F=HJEJE @A X

AJ Y

A ! & = B ?JE
J AB ?JE

@A H F=HJEJE @A H F=HJEJE
!$

?=H=?J HEIA = = HI A AI J
A @ @KEJ

E IE @AKN L=HE=> AI = =J EHAI X A E

,A ?A A

A AJ @A = FH F IEJE

J KJ xi R

+ H

=EHA ! ' AI L = H A AI Xi 1 i n I J E @ FA @= JAI IE AJ IAK A A J IE F KH

n n

P
i=1

{Xi xi }
@A Xi

=
i=1

FXi (xi );

FXi J= J = B
= B L= JAI ?JE

?JE

@A H F=HJEJE

@A H F=HJEJE

@K A L=HE=> A = =J EHA = F=H =E AKHI AI FH FHE J I IKE

2H FHE J I !  5 EJ FX = B ?JE @A H F=HJEJE @K A L=HE=> A = =J EHA H A A X ) HI  FX AIJ ?H EII= JA limx FX (x) = 0 AJ limx+ FX (x) = 1 ! FX AIJ ? JE KA @H EJA " FX = K A E EJA C=K?DA A J KJ F E J # 5E FX =@ AJ K A @EI? JE KEJ A x0 FX (x0 ) limx FX () = P(X = x0 ) 0 2HAKLA
 5E x y = HI X x X y @ ? P(X x) P(X y ) - A AJ ? A FX AIJ ?H EII= JA
x

lim FX (x) =

n+

lim FX (n) = lim PX (] , n])

n+ +

= PX
,A A

] , n]
n=1

= PX () = 0.

n x+

lim FX (x) =

n+

lim PX (] , n]) = PX

] , n]
n=1

= PX (R) = 1.

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A FX AIJ ?H EII= JA

lim FX = +
x

n+

lim FX (x +

1 ) = lim PX n+ n 1 n

, x +

1 n

= PX
n 1

, x +

= PX (] , x]) = FX (x).
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A FX AIJ ?H EII= JA AJ > H " + # =

xx0

A A A =@ AJ K A E EJA

FX (x 0 ) = lim PX (] , x]) = lim PX

n+ n

, x0

1 n

= PX
n=1

, x0

1 n

= PX (] , x0 [)

= P(X < x0 ).
H P(X = x0 ) = P(X x0 ) P(X < x0 )

!
@

8=HE=> AI = =J EHAI @EI?H JAI

7 A L=HE=> A H A A X AIJ @EJA @EI?H JA IE A A A FAKJ FHA @HA GKK >H=> A @A L= AKHI H A AI {xi }iI >HA E K

2H FHE J I !  5 EJ X K A L=HE=> A = =J EHA @EI?H JA JA A GKA X () = {xi }iI ,=FH I

= FH F IEJE $ I= E @A FH >=>E EJ PX AIJ @ EA F=H AI FH >=>E EJ I pi = P(X = FAKJ ?HEHA  = B ?JE E @E?=JHE?A {X =xi } AIJ @ EA xi ) GKE L HE A J iI pi = 1 F=CA & X ( ) = xi {X =xi } ( ).
iI

5= B ?JE @A H F=HJEJE FX AIJ ? @A J=E A pi ?B FH FHE J !  #

)KJHA A J @EJ =

IJ= JA F=H F= EAHI F KH J KJ i A A = K I=KJ A xi

A @AI (xi , pi )

E @A X AIJ ?=H=?J HEI F=H = @

F KH J KJ i I AJ J KJ j J

2H F IEJE

!  5E X AJ Y I J @AKN L = H @EI?H JAI X AJ Y I J E @ FA @= JAI IE

=

P({X = xi } {Y = yj }) = P({X = xi })P({Y = yj }).

-NA F A

5 EJ X = L=HE=> A = =J EHA E @EGK= J A H IK J=J @K = ? @K @ @A H F=HJEJE f I=KJA @A  $ =KN F E JI 1, . . . , 6 L EH CKHA ! 

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EA F=H E PX @ EA

F=H (xi , pi ) AIJ @

E(X ) =
iI

xi pi ,

IE A IA? @

A >HA ?

LAHCA =>I K A J = AI FH FHE J I

2H FHE J I ! " 5 EA J X AJ Y @AKN L=HE=> AI = =J EHAI

 E(X ) AIJ EA IE AJ IAK A A J IE E(|X |) AIJ EA |X | Y AJ E(Y ) EA A JH= A J E(X ) EA ! a X b < + = a E(X ) b " X = a F I E F EGKA E(X ) = a # E(X ) EA E F EGKA |E(X )| E(|X |)
A JD H A IKEL= J ?

IEC A AI FH FHE J I KIKA AI @A AIF H= ?A

=JD

=JEGKA

E|Y | < + = HI = AI FH FHE J I ) E =HEJ )  E(X + Y ) = EX + EY )  E(X ) = EX F KH J KJ R * J EA *  X 0 EX 0 *  X Y EX EY *!  X = Y F I EX = EY + 1 @ FA @= ?A IE X AJ Y I J E @ FA @= JAI = HI E(XY ) AIJ E(XY ) = (EX )(EY ).
2 KI C H= A A J F KH J KJA B ?JE

6D H

A ! # 5 EA J X AJ Y @AKN L=HE=> AI = =J EHAI @EI?H JAI 5E E|X | < + AJ

EA AJ 

g:RR g (xi )pi ,

iI

FAKJ @

EH

E(g (X )) =
IE A IA? J EHA X

@ A >HA ? LAHCA =>I K A J AIF H= ?A =JD A @ FA @ GKA @A = E @A X AJ E @EGKA = L= AKH

=JEGKA @K A L=HE=> A = = OA A =KJ KH @A =GKA A

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!!

X FHA @ IAI L= AKHI E JH @KEJ @=KJHAI ?=H=?J HEIJEGKAI @A = E @A X GKE HA @A J ? FJA @A = @EIFAHIE @A ?AJJA E F=H ANA F A AI A JI , >KJ I F=H K A A GKE FAH AJ @A ? F=HAH AI A JI @A @E HA JI H@HAI

A A ! $ 5 EA J r AJ r @AKN >HAI H A I JA I GKA 0 < r < r AJ X K A L=HE=> A = =J EHA H A A 5E E|X |r AIJ E E|X |r AIJ =KIIE E ,
5 EJ a AJ r @AKN >HAI H A I 5E E|X a| AIJ A a AIJ @ E F=H r ma r = E(X a) =
r

EJE

! % 

A JI 5 EJ X K A L = H @EI?H JA @A
E = HI A

E PX @ A F=H (xi , pi ) A J @ H@HA r @A X ?A JH

pi (xi a)r .
iI

A ,A

A J @ H@HA r ?A JH A  AIJ @ A IE E|X | AIJ A AIJ @ E F=H

E F=H A J ?A JH @ H@HA r  =

mr = E(X r ).
OA E =E IE GKA E (|X EX |r ) A

r = E [(X EX )r ] .

5E r = 1 = HI m1 = EX AJ 1 = 0 2 KH r = 2 A A J ?A JH 2 AIJ A ? HA =FFA L=HE= ?A @A X AJ J 8=H (X ) = E (X EX )2 .

= L=HE= ?A AIJ @ ? K A GK= JEJ J K KHI F IEJELA 5= H=?E A ?=HH A F IEJELA AIJ =FFA A ?=HJ JOFA AJ J A (X ) AI L=HE=> AI = =J EHAI X EX AJ (X EX )/ (X ) I J HAIFA?JELA A J ?A JH A AJ ?A JH A H @KEJA

2H F IEJE

AIF H= ?A

! & 7 A L = H X = K
=JD

A J @ H@HA @AKN EX 2 E IE AJ IAK A A J IE =JEGKA EX AJ I= L=HE= ?A 8=H (X ) ANEIJA J AJ I J EAI AJ 8=H (X ) = E(X 2 ) (EX )2 .

2HAKLA + H

- ANAH?E?A

=EHA ! ' 5E X AJ Y I J @AKN L = H E @ FA @= JAI = HI

8=H (X + Y ) = 8=H (X ) + 8=H (Y ).

. ?JE

H=JHE?A

1?E IE J HAIIA F KI IF ?E GKA A J =KN L = H GKE A FHA A J GKA @AI L= AKHI A JE HAI F IEJELAI K K AI )E IE IE X AIJ K A JA A L = X AIJ @ JAH E A A JE HA A J F=H = @ A @A = IKEJA pn = P(X = n) F KH n N

AKHI A JE HAI 2 KH s C

EJE

!  . ?JE

H=JHE?A 5 EJ X K A L = H GKE A FHA @ GKA @AI L=

EJ = I HEA A JE HA
+

E(sX ) =
n=0

pn sn .

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=B

?JE

s GX (s) = E(sX ) AIJ =FFA A B ?JE

A
nN

H=JHE?A @A X

4A =HGKA !  +
=K E I C= 

pn = 1 A H=O

@A ?

LAHCA ?A @A = I HEA A JE HA GX AIJ

6D H A ! = B ?JE C H=JHE?A @K A L = X @ JAH E A A JE HA A J = E @A ?AJJA L=HE=> A - @=KJHAI JAH AI IE @AKN L =  L= AKHI A JE HAI F IEJELAI =@ AJJA J = A B ?JE C H=JHE?A = HI A AI J = A E 2HAKLA
8 HE AH GKA G(n) (0) = n!pn F KH J KJ n N

2H F IEJE

! ! = B ?JE C H=JHE?A GX (s) =@ AJ K A @ HEL A s = 1 IE AJ IAK A A J IE E(X ) ANEIJA AJ AIJ EA AJ  =

E(X ) = GX (1).
= FHAKLA HAF IA IKH A A A @)>A

C=K?DA GX (1) A

A! "

 5E = I HEA
i

i i 0 AIJ ?
s1,s<1

LAHCA JA @A I

A = HI

lim

i si =
i=0 i

i = .

5E AI i I

J F IEJEBI AJ IE

s1,s<1

lim

i si = + = HI
i=0

i = .
i

2H F IEJE

! # 5E X AJ Y I J @AKN L = E @ FA @= JAI = HI
|s| 1, GX +Y (s) = GX (s)GY (s).

?=H=?J HEIA =E IE =

E @A = I

A @A X AJ Y

!
5?D

EI @EI?H JAI ? =IIEGKAI

= 5K?? I ?DA? IE F A E @A *AH K E
H = EIA K A B EI ?DA? J  A

HAFHA @ E?E A I?D = 5K?? I ?DA? @K ?D=FEJHA  F KH n = 1 K A ANF HEA ?A @ J AI H IK J=JI F IIE> AI I J K IK?? I J  K K ?=I JOFEGKA AIJ A AK FE A K B=?A AIF=?A @AI >IAHL=> AI AIJ

1 = {1; 0} .

8)41)* -5 )

)6 14-5 ,15+4 6-5 J = A ?D= ?A @A I HJEH

!# =II ?EA =

5E = FE ?A AIJ F=I JHKGK A FE A AJ B=?A FH >=>E EJ P1 - C H=

1 P1 (1) = . 2 L= IKFF IAH GKK A @AI B=?AI AIJ B=L HEI A E ANEIJA p [0, 1] JA GKA P1 (1) = p AJ P1 (0) = 1 p.
@ EJ

AI ?=I p = 0 AJ p = 1  J =K?K E J H J AJ IKFF IA @ ? GKA 0 < p < 1 = L=HE=> A = =J EHA X : 1 R JA A GKA X (1) = 1 AJ X (0) = 0

EJE

! $  E @A *AH

K E X IKEJ K A E @A *AH K E @A F=H=

K E @A F=H=

JHA p IE

P(X = 1) = 1 P(X = 0) = p.

2H F IEJE ! % 5E X IKEJ K A E @A *AH = HI E(X ) = p AJ 8=H (X ) = p(1 p) -NAH?E?A !

= FH F IEJE

JHA p E A X Bern(p)

 JHAH GKA X = @AI FH ? @A JA E E >E

A JI @A J KJ H@HA AJ L HE AH AI H IK J=JI @A

5?D

= 5K?? I ?DA?

E= A

HAFHA @ A I?D = 5K?? I ?DA? H = EIA n B EI = A ANF HEA ?A @ J AI H IK J=JI F IIE> AI I J K IK?? I J  K K ?DA? J  X AIJ = L=HE=> A = =J EHA GKE ? FJA A >HA @A IK?? I - A FHA @ @ ? J KJAI AI L= AKHI A JE HAI A JHA  AJ n AJ IKEJ ? A E

E= A @A F=H=

EJE

! &  E >E

L= AKHI @= I {0, . . . , n} IKEJ K A JHAI (n, p) =LA? n 1 AJ p [0, 1] IE

J n L=HE=> AI @A *AH K E @A F=H=
n

E= A 7 A L = X

E >E

k k k = 0, . . . , n, PX (k ) = P(X = k ) = Cn p (1 p)nk .

FAKJ @ EAI IKH K

JHAH GKA IE X1 , . . . , Xn I

JHA p

A AIF=?A @A FH >=>E EJ (, F , P) = HI = I

A Sn =
i=1

Xi IKEJ

K A E >E E= A @A F=H= JHAI n AJ p KJE EIAH F=H ANA F A = FH F IEJE ANAH?E?A ! " # = H ?EFH GKA AIJ C= A A J LH=EA

! # L EH =KIIE

6D H

E= A @A F=H= JHAI (n, p) IE AJ IAK A A J IE ANEIJA A ! ' B IKEJ K A E >E n L=HE=> AI (Xk )k=1,...,n E @ FA @= JAI AJ @A *AH K E @A F=H= JHA p JA AI GKA
n

B=
k=1

Xk .
E= A A

+A?E FAH AJ @A ?= ?K AH JH I B=?E A A J AIF H= ?A AJ = L=HE= ?A @K A E >E KJE EI= J AI FH FHE J I @A AIF H= ?A AJ @A = L=HE= ?A @A L = E @ FA @= JAI

2H F IEJE

= HI E(X ) = np AJ 8=H (X ) = np(1 p)

! ! 5E X IKEJ K A E >E

E= A @A F=H=

JHAI n AJ p E A X Bin(n, p)

!$

+0)2164- !

- 6)

)6 14-

5?D

= 5K?? I ?DA? E

EC

JHEGKA
IE J HAIIA =K @ >JA EH K H = EI=JE @A  >JEA @H= HA H = EI=JE

AIJ @= I A ?=@HA @K I?D = 5K?? I ?DA? E E @K ?D=FEJHA >HA X @A H = EI=JE I @A = A ANF HEA ?A GKE B=K@H= H F JAH = FHA EAH IK?? I 5E p ]0, 1[ AIJ = FH >=>E EJ @ >JA EH K IK?? I A K A ANF HEA ?A = FH >=>E EJ GKA X = k AIJ p(1 p)k1 5E p AIJ C=  = =EI IK?? I AJ IE p AIJ C=  >JEA J J K KHI K IK?? I @ I = FHA E +AI @AKN ?=I  J @ ? F KI HEA @= =J EHA

,
@

J =

EJE

E AIJ @

! !  E C

A F=H

JHEGKA X IKEJ K A

EC

JHEGKA @A F=H=

JHA p ]0, 1[

k N, k 1, P(X = k ) = p(1 p)k1 .

2 KH ?= ?K AH AIF H= ?A AJ = L=HE= ?A @K A JA A L = H=FFA I AI B H K AI IKEL= JAI

A ! ! H=FFA @A GKA GKAI B H K AI 5 EJ q K H A JA GKA 0 < q < 1

n

qi =
i=0 +

1 q n+1 1q 1 1q 1 (1 q )2
@A AIF H= ?A FHA @ J KJ I IA I

qi =
i=0 +

iq i1 =
i=1

1?E = ?

@EJE

@A ?

LAHCA ?A @= I = @
1p p2

EJE

2H F IEJE

= HI E(X ) = 1/p AJ 8=H (X ) =

! !! 5E X IKEJ K A E C
JHAH A A

JHEGKA @A F=H=

JHA p ]0, 1[ E A X / (p)

4A@ AJ = L=HE= ?A @A X

-NAH?E?A !

A FH ? @A J AJ L HE AH AI H IK J=JI IKH AIF H= ?A

E @A 2 EII
= FHE ?EF= A KJE E J @A = E @A 2 EII IA JH KLA @= I AI @ EI=JE @=JJA JA @A H IA=KN @A =>E EJ @A =?DE AI +AIJ =KIIE K A =FFH NE =JE >E E= A GK= @ n AIJ CH= @ I @A AI @A = E

EJE

! !" = FH >=>E EJ @A 2 EII

5 2 EII

%& &" IKH N AIJ @

EA F=H

e n . n! AIJ K F=H= JHA H A IJHE?JA A J F IEJEB 7 A L = H X IKEJ K A F=H= JHA > 0 IE X A FHA @ GKA @AI L= AKHI A JE HAI AJ n N, pn = e n . n N, PX (n) = n!

E @A 2 EII

@A

!!

8)41)* -5 )

)6 14-5

,- 516

!%

@K A FH >=>E EJ

-NAH?E?A !

! 8 HE AH GKA = FH >=>E EJ @

EA FH ? @A

A J I=JEIB=EJ J KI AI =NE

AI

2H F IEJE 6D H

8=H (X ) =

! !# 5E X IKEJ K A

E @A 2 EII

E A X 2 EII

() = HI E(X ) =

JA GKA npn JA @ LAHI = 0 IE Bn Bin(n, pn ) = HI

A ! !$ =FFH NE =JE
k 0

@A =

E >E

E= A 5E n JA @ LAHI + AJ pn AIJ

n+

lim P(Bn = k ) = P(P = k ),

JHA

P IKEJ K A

E @A 2 EII

@A F=H=

KJE EIA ?A JD H A F KH B=EHA A ?= ?K =FFH ?D IKEL= J IE B IKEJ K A E >E E= A @A F=H= JHAI n AJ p =LA? AI ? @EJE I IKEL= JAI n > 30 AJ np 5 = HI F KH = np

P(B = k )

k exp(). k!

4A =HGKA ! !% 2 KI p AIJ FAJEJ

AE AKHA AIJ =FFH NE =JE

2 KI C H= A A J F KH Bi F KH i = 1, . . . , r @AI L = E @ FA @= JAI @A E >E E= A @A F=H= JHAI HAIFA?JEBI (ni , pi ) IE AI pi I J (( =IIA FAJEJI )) IE F IA = n1 p1 + . . . + nr pr AJ IE P AIJ K A L = @A E @A 2 EII @A F=H= JHA =

k 0, P(B1 + . . . Br = k )

P(P = k ).

! ! 8=HE=> AI = =J EHAI
! !  2H >=>E EJ =>I K A J ?

@A IEJ
JE KA
JE KAI GKE ? IJEJKA J

KI = I =E JA = J @ EH AI FH >=>E EJ I =>I K A J ? K A ? =IIA E F HJ= JA @A FH >=>E EJ I IKH R

K AB

EJE

?JE

! !& 7 A FH >=>E EJ P @A (R, B(R), P) AIJ @EJA =>I K A J ? JE KA IE ANEIJA

f : R R+ F IEJELA JA A GKA P(A) =
A

f (x) dx

A R.
=

! 

=B

?JE

f AIJ = HI =FFA A @A IEJ @A FH >=>E EJ @A P AJ

+

f (x) dx = 1.

!  @ EJ ? F JA A J = FH >=>E EJ P F=H AH @A = FH >=>E EJ @A @A IEJ f F=HJEH @K A J f AIJ K A B @ J E J CH= A IKH R L=KJ 

A ! !' = HA =JE

F KHH= =E IE ?JE F IEJELA

!&

+0)2164- !

- 6)

)6 14-

-NA F A

= FH >=>E EJ K EB H A IKH [a, b] AIJ = FH >=>E EJ =>I K A J ? JE KA @ EA F=H K A @A IEJ f ? IJ= JA IKH [a, b]  = ? IJ= JA @A H = EI=JE 1/(b a) AIJ F KH C=H= JEH GKA E J CH= A @A f IKH R L=KJ K 

1 [a,b] (x). !  ba HA =HGKAH= GKA IE (( JEHA =K D=I=H@ )) K >HA H A @= I E JAHL= A [0, 1] =LA? = E K EB H A P E AIJ FHAIGKA I HA A J F=I H=JE A P([0, 1] Q) = 0 - A AJ ? A [0, 1] Q AIJ @ >H=> A f ( x) = P([0, 1] Q) = P
x[0,1]Q x

{x} =
x[0,1]Q

P({x}) 0 = 0.

=
x x

f (u) du =
x

@E = J = @A IEJ @K A L=HE=> A =>I K  KA K >HA @ >H=> A @A F E JI A ?D= CA F=I I= +AIJ F KHGK E @EJ GKA f AIJ K A @A IEJ @A = FH >=>E EJ P P = CH J KJ =E J H J A F=I @E AH =HJE ?EA A A J = F KI H CK E HA F IIE> A

4A =HGKA ! " -

A J ? JE KA A K F E J E HAC=H@AH @= I !  AJ F=I = @A IEJ @A @A IEJ f AJ = C=H@AH =

2 KHGK E f AIJ A A =FFA A = @A IEJ @A FH >=>E EJ @A P +AIJ ?A GKA KI ANF EGKA A A A IKEL= J HA? =J =@ EJE @AI @A IEJ I KJE EI AI A FDOIEGKA @A IEJ @A =IIA AJ?

x R JA GKA f AIJ ?

A ! " 5 EJ P K A FH >=>E EJ =>I K A J ? JE KA @A @A IEJ f ) HI F KH J KJ

JE KA A x

f (x) = lim

P([x , x + ]) . 0 2
=E@A @AI > H AI

2HAKLA

FAKJ A ?=@HAH E J CH= A @A f IKH E JAHL= A [x , x + ] E B HEAKHAI AJ IKF HEAKHAI @A f IKH ?AJ E JAHL= A
x+

2t
1

xtx+

inf

f (t) P([x , x + ]) =
x

f (t) dt 2t

sup
xtx+

f (t).

A HAIJA F KI GK KJE EIAH = ?

JE KEJ @A f A x GKE A JH= A

0 xtx+

lim

inf

f (t) = lim

0 xtx+

sup

f (t) = f (x).

A ?= ?K @AI FH >=>E EJ I =>I K A J ? JE KAI @A (R, B (R), P) HALEA J @ ? = @ A @K A @A IEJ f : R R ,= I ?A ? JANJA = = OIA @AI B ?JE I H A AI GKA KI A @ LA FFAH I F=I E?E B KH EJ @A >HAKN KJE I JD HEGKAI

!!

8)41)* -5 )

)6 14-5

,- 516

!'

!!

8=HE=> AI = =J EHAI H A AI =>I K A J ?

A L ?=>K =EHA HA =JEB =KN FH >=>E EJ I =>I K A J ? A JI = =J EHAI

JE KAI

JE KAI IAH= =KIIE =FF EGK =KN

PX AIJ K A FH >=>E EJ =>I K A J ? ? JE KA AJ = F KH @A IEJ fX

,= I A ?=I =>I K A J ? @E=JAI @AI @ EJE I

EJE

! " 5E X AIJ K A L=HE=> A = =J EHA  K K LA?JAKH = =J EHA H A A JA A GKA

JE KA @A @A IEJ fX

@EH= GKA X AIJ =>I K A J

J @AI ? I GKA ?AI E

JE K AI FH FHE J I IKEL= JAI I

2H FHE J I ! "! = B ?JE

? JE KA @A @A IEJ fX I ?HEJ

@A H F=HJEJE
x

FX @K A L=HE=> A = =J EHA H A A =>I K A J

FX (x) =

fX (u) du

x R.

! !

- ? I GKA ?A FX AIJ ? =LA? fX (x) = @FX (x)/@x

JE KA - A AIJ =KIIE @ HEL=> A =KN F E JI @A ?

JE KEJ @A fX

H=FFA A GKA  FAKJ @ EH = E @K A L=HE=> A = =J EHA =>I K A J ? JE KA F=H I= @A IEJ )E IE @EH= GKA X IKEJ K A E K EB H A IKH [a, b] IE A A =@ AJ F KH @A IEJ = B ?JE f @A ! 

I K A J ? JE KAI FAKJ I ?HEHA

4A =HGKA ! "" 1 ANEIJA @AI L=HE=> AI = =J EHAI H A AI GKE A I J E @EI?H JAI

=EI @A E @A FH >=>E EJ @EJA
ENJA @

J = B

?JE

E => @A H F=HJEJE

x R, + = 1, 0, 0 AJ AJ Fc AIJ ?A A @K A L=HE=> A =>I 1 ANEIJA =KIIE @AI L=HE=> AI = A HA ? JHAH I F=I @= I ?A ?

FX (x) = Fd (x) + FC (x), Fd AIJ = B ?JE @A H F=HJEJE @K A L=HE=> A @EI?H JA K A J ? JE KA =J EHAI E ? JE KAI E @EI?H JAI E ENJAI =EI KI KHI

!!!
=

A JI
E @K A L = =>I K A J ? JE KA X AIJ @ ? ?=H=?J HEI A F=H = @A IEJ fX

AJ @A @A IEJ fX AIJ @

EJE

! "# -IF H= ?A AIF H= ?A @K A L = =>I K A J ? JE KA X @A E PX

EA F=H

E(X ) =
R

xfX (x)dx,

IE A IA? @

A >HA ?

LAHCA =>I K A J

" ,A A F KH g K A B ?JE @A R @= I R

+0)2164- ! FAKJ @
R

- 6)

)6 14-

EH

E(g (X )) =

g (x)fX (x)dx.

6 KI AI H IK J=JI IKEL= JI ? I @= I A ?=@HA @A L=HE=> AI @EI?H JAI HAIJA J LH=EI @= I A ?=@HA @A L=HE=> AI =>I K A J ? JE KAI AI FH FHE J I ! " A JD H A ! # A A A ! $ = @ EJE ! % = FH F IEJE ! & AJ A ? H =EHA ! '

! ! " . ?JE
@A X  = B

?=H=?J HEIJEGKA
=FFA A B ?JE @A = L=HE=> A H A A t @ EA F=H
?=H=?J HEIJEGKA @A X  K @A =

EJE

! "$ 5 EJ X K A L = H
?JE

X (t) = E eitX =
R

eitx fX (x)dx.
AIJ A ? HA L= => A =LA? X (t) =
k I

5E X AIJ K A L=HE=> A @EI?H JA ?AJJA @

EJE

eitxk pk

6D H

I F=H = B ?JE ?=H=?J HEIJEGKA @K A L = H X ) HI  AIJ K A B ?JE @ EA AJ ? JE KA F KH J KJ t R AIJ > H A AJ A B=EJ F KH J KJ t R = |(t)| (0) = 1 ! F KH J KI a, b H A I = F KH J KJ t H A = E@A JEJ aX +b (t) = eibt X (at)

A ! "% , IEC

HE=> A A AI J

6D H

A ! "& = B ?JE

?=H=?J HEIJEGKA @K A L = H @ JAH E A = E @A ?AJJA L= @=KJHAI JAH AI IE @AKN L = H =@ AJJA J = A B ?JE ?=H=?J HEIJEGKA A E

6D H

J KJ t R

A ! "' 5 EJ (X, Y ) K ? KF A @A L=HE=> AI = =J EHAI E @ FA @= JAI ) HI F KH

X +Y (t) = X (t)Y (t).

2H F IEJE
AIJ ?

JE K A J @ HEL=> A AJ (0) = iE(X )

! # 5 EJ X K A L = H @A B ?JE

?=H=?J HEIJEGKA 5E E|X | < = HI

!!#
IEGKAI = @

EI =>I K A J ?
L GK =

JE KAI ? =IIEGKAI
EI =>I K A J ? JE KAI ? =I

E K EB H A 8 E?E @AKN =KJHAI

E ANF
- A

A JEA A
KA K H A ? @= I AI FH ?AIIKI @A =H L AJ @= I > >HA @A @ AI

L= AKHI F IEJELAI AJ IE = @A IEJ @A X AIJ @

EJE

! # 7 A L = H X IKEJ K A E ANF A JEA A @A F=H=

A F=H

JHA > 0 IE X AIJ

x R, f (x) = exp(x)1R+ (x).

!!

8)41)* -5 )

)6 14-5

,- 516

"

2H FHE J I ! # 5E X IKEJ K A 2HAKLA

E ANF A JEA A E A X E () = HI X =@ AJ @AI A JI @A J KJ H@HA AJ E(X ) = 1/ AJ 8=H (X ) = 1/2

- ANAH?E?A

-NA F A @=FF E?=JE

,KH A @A >

?JE

A A J @K IOIJ

=@ AJ GKA ?AJJA @KH A AIJ C H= A A J E FH LEIE> A = HAFH IA JA @ ? F=H K A L=HE=> A = =J EHA F IEJELA X + A KI =L I @ HA =HGK E AIJ F=I ?AII=EHA @A @ ?HEHA AIF=?A B @= A J= IKH AGKA A A FAKJ JHA @ EA

F=H

EJE

! #!

=FFA A J=KN @A @ B=E = ?A @K IOIJ

A =B

?JE

@K JA FI @

EA

1 P [ t < X t + t | X > t ] . t A J=KN @A @ B=E = ?A =K JA FI t AIJ = @A IEJ @A FH >=>E EJ F KH A IOIJ A @A J A F= A KIJA =FH I A JA FI t I=?D= J GKE AIJ A ? HA A =H?DA =K JA FI t t 0, (t) = lim
t0

>AH

3KA A AIJ = E @A FH >=>E EJ @A X IE  IKFF IA GKA ?AJJA B ?JE  t 0, (t) = > 0 ?A GKE IEC E A GKA A IOIJ A AIJ I= I KIKHA - B=EJ

AIJ ?

IJ= JA

(t) =

Pt < X t + t AJ X > t t0 t.PX > t Pt < X t + t = lim t0 t.PX > t FX (t + t) FX (t) = lim t0 t(1 FX (t)) lim
= HI

5E

IKFF IA GKA X =@ AJ K A @A IEJ

(t) =
= GKAIJE F I A HALEA J

fX (t) . 1 FX (t)
@E HA JEA A

H I K@HA  GK=JE

FX (x) = (1 FX (x)) ,
=LA? = ? @EJE E EJE= A FX (0) = 0 ?=H X AIJ L= AKHI F IEJELAI @ FX (x) = 1 ex x 0 , = @A IEJ @A X J = I KJE AIJ

fX (x) = ex R+ (x).

H = A  K @A /=KII
OA A

@EJ GKA X AIJ K A L=HE=> A = =J EHA C=KIIEA A  /=KII %%% &## @A m R AJ @ ?=HJ JOFA > 0 IE A A AIJ =>I K A J ? JE KA AJ = F KH @A IEJ

(x m)2 1 exp fX (x) = fm,2 (x) = 2 2 2

"

+0)2164- !

- 6)

)6 14-

JA N (m, 2 ) ?AJJA E 2 KH ?AJJA E = B ?JE @A H F=HJEJE FX AIJ F=I ?= ?K => A @A = E HA ANF E?EJA =EI A A KA K H A ?A JH= A FH >=>E EJ L EH ?D=FEJHA IKEL= J AJ A JD H A ?A JH= E EJA

?A JH A H @KEJA = HI  E(X ) = 0 8=H (X ) = 1

2H FHE J I ! #" 5E X IKEJ K A E

t2 2

H = A @A F=H=

JHAI m = 0 AJ 2 = 1  E

H =A

X (t) = 0,1 (t) = exp

2H F IEJE

! ## 5E X N (0, 1) = HI Y = X + m N (m, 2 )
FH ? @A JA ANA *

+ A FY AIJ F=I ?= ?K => A ANF E?EJA A J KJE EIAH= = FH F IEJE F KH IA H= A AH =K ?=I N (0, 1) AJ KJE EIAH= AI J=> A=KN @ I @= I =

! " -NAH?E?AI
8=HE=> AI = =J EHAI @EI?H JAI
-NAH?E?A ! "  3KA A AIJ AIF H= ?A @K A L=HE=> A = =J EHA X K EB H
IKH {1, 0, 3} -J = L=HE= ?A A J @EIJHE>K A

= ?A K @ 8 KI A @ALA b AKH IE A @ J >A IKH # K $ A L KI @ A a AKH IE AI FH >=>E EJ I @A C=C AH A I J ? =EHA A J F=I AI AI = E I FAKJ ?D EIEH b F KH HA @HA A AK GKEJ=> A

-NAH?E?A ! "

-NAH?E?A ! " !

= ?A JH EI FE ?AI GKE E>H AI 5 EJ X A >HA @A (( B=?A )) >JA K  6H KLAH = @EIJHE>KJE @A X += ?K AH = FH >=>E EJ P(X 2) ! += ?K AH AIF H= ?A AJ = L=HE= ?A @A X " A A?JKA K A I HEA @A = ?AHI @A JH EI FE ?AI , JAH E AH = FH >=>E EJ @=L EH >AI E @=K E I ?E G = ?AHI F KH >JA EH JH EI (( FE A ))  3KA 3KA ! 3KA " 3KA A A A A AIJ AIJ AIJ AIJ KA FE A K B=?A IAFJ B EI @A IKEJA 5 EJ B A = FH >=>E EJ @ >JA EH =K E I K A B EI (( B=?A )) = FH >=>E EJ @ >JA EH =K E I JH EI B EI (( B=?A )) AIF H= ?A @A B = L=HE= ?A @A B JHEGKA >HA @A (( B=?A ))

-NAH?E?A ! " "

-NAH?E?A ! " # 5 EJ X K A L=HE=> A = =J EHA @A E C

 3KA A AIJ = FH >=>E EJ GKA X > t F KH t > 0 5=?D= J GKA X > t GKA A AIJ = FH >=>E EJ GKA X > t + s F KH s AJ t F IEJEBI

-NAH?E?A ! " $ ,= I K A KIE A K A FE ?A B=>HEGK A = = FH >=>E EJ 0.9 @ JHA KJE EI=> A

5 EJ X A >HA E E K @A FE ?AI B=>HEGKAH F KH >JA EH K A FE ?A KJE EI=> A  , JAH E AH = E @A FH >=>E EJ @A X

!"

-:-4+1+-5

"!

3KA >HA E E K @A FE ?AI B=KJ E B=>HEGKAH F KH =L EH K A FE ?A KJE EI=> A =LA? K A FH >=>E EJ IKF HEAKHA K C= A 0.99

-NAH?E?A ! " % ,AKN KAKHI KA J =K @

A 1 A @ AIJ AJ KIGK ?A GKK @AI @AKN  3KA A AIJ = FH >=>E EJ GKA A KAKH A 3KA A AIJ = FH >=>E EJ GKA A KAKH B ! 5 EJ T = L=HE=> A = =J EHA HAFH IA J= J E AH = E @A FH >=>E EJ @A T

KAKH A F=HEA IKH A 6 AJ A KAKH B IKH KAKHI C=C A C=C A C=C A A >HA @A B EI GKA A @ AIJ AJ , JAH

-NAH?E?A ! " &

KA =LA? @AKN @ I GKE E>H I A FHA EAH @ AIJ K J JH= @HA H CK EAH A IA? @ K @ ?K>EGKA =II ?EA K AJ AI L=HE=> AI X AIJ = L= AKH @K @ J JH= @HEGKA Y ?A A @K @ ?K>EGKA S = X + Y  += ?K AH AIF H= ?A AJ = L=HE= ?A @A X AJ Y - @ @KEHA AIF H= ?A AJ = L=HE= ?A @A S  KIJE A  ! = , JAH E AH = E @A S > += ?K AH P(S > 7) ? += ?K AH = FH >=>E EJ GKA S FHA A @AI L= AKHI F=EHAI

-NAH?E?A ! " ' 5KFF I I GKA JH EI FAHI

AI A JHA J @= I K =I?A IAKH GKE F=H? KHJ # J=CAI 3KA A AIJ AIF H= ?A @K >HA @=HH JI S GKA L= @AL EH A A?JKAH =I?A IAKH IKFF IA GKA AI FAHI AI ?D EIEIIA J AKH =HH J E @ FA @= A J AI K AI @AI =KJHAI >HA @= ELAHI=EHA @EIJE ?JI @= I K A ? =IIA @A # A JAH A IA H=FFA = J GKA = FH >=>E EJ @=L EH =K KH AIJ @A  '$ EA F=H LAI E I

-NAH?E?A ! "  5 EJ X A

3KA A AIF H= ?A @A B + @AKN JK@E= JI I A A

-NAH?E?A ! "  5 EJ = IKEJA (k )kN @

k =

e2 2k (1 + ak ) , 4 k!

=LA? a R LAKJ @ EH K A L=HE=> A = =J EHA X IKH N F=H P(X = k ) = k F KH J KJ kN = 6H KLAH F KH GKA A L= AKH K EGKA @A a = E @A X AIJ K A E @A FH >=>E EJ > ,= I ?A ?=I ?= ?K AH I AIF H= ?A AJ I= B ?JE C H=JE?A

-NAH?E?A ! "  

F H= ?A AIJ F=I @ EA  7JE EIAH A H IK J=J IKEL= J

E I= I AIF H= ?A 7 ANA F A @A L = @EI?H JA F KH =GKA A AI

k=1

2 1 = , k2 6

F KH JH KLAH c JA GKA P(X = k ) = c/k 2 I EJ K A E @A L = JHAH GKA AIF H= ?A @A ?AJJA L = @ EA =E IE ANEIJA F=I

""

+0)2164- !

- 6)

)6 14-

-NAH?E?A ! " ! *E

E= A C=JELA  AJJA K @ GKE E>H 3KA A AIJ = FH >=>E EJ GKA A IA? @ (( IEN ) ) =FF=H=EIIA =K > KJ @A  = ?AHI / H= EI=JE @= I K AK @A FE A K B=?A = FH >=>E EJ @=L EH (( FE A )) AIJ p 0 < p < 1 ?A A @=L EH (( B=?A )) AIJ 1 p 5 EJ Sr A >HA @A AJI ?AII=EHAI F KH >JA EH r B EI (( FE A ) ) += ?K AH = E @A Sr AIF H= ?A AJ = L=HE= ?A ! )FF E?=JE I
= GKA A AIJ = FH >=>E EJ GKA A ?E GKE A A B= J @K ? KF A I EJ AKH IA? @A A > AJJA K @ GKE E>H OA A ? >EA @A AJI I J ?AII=EHAI F KH >JA EH JH EI ( ( IEN ))

-NAH?E?A ! " " 2EAHHA = @= I =

= , JAH E AH =

=E K A FE ?A @A =EA GKE E>H A FH >=>E EJ 1/2 @A J >AH IKH B=?A AJ FH >=>E EJ 1/2 @A J >AH IKH FE A ) ?D=GKA E IJ= J E = ?A I= FE ?A AJ HAC=H@A A H IK J=J E @K FHA EAH E IJ= J 2EAHHA >JEA J FE A

2EAHHA AJ 2=K J =E JA = J ?D=?K @= I = =E K A FE ?A @A =EA GKE E>H A 1 I KA J =K AK IKEL= J ?D=GKA E IJ= J ?D=?K = ?A I= FE ?A 6= J GKA AI @AKN >JEA A J B=?A E I HA KA J 1 I I=HH JA J @ ? HIGK=K E I K @AI @AKN >JEA J FE A ) HI ?A KE GKE = >JA K FE A C=C A AJ IE AI @AKN >JEA A J FE A A A JA FI E O = C= EJ AJ A AK I=HH JA > += ?K AH = FH >=>E EJ GKE O =EJ C= EJ ? += ?K AH = FH >=>E EJ GKA 2EAHHA C=C A C H=JHE?A @K A E @A *AH K E @A F=H= - @ @KEHA = B ?JE C H=JHE?A @A = E B (n, p) FKEI HA@ JHAH GKA = I @AKN L = E @ FA @= JAI @A EI B (n, p) AJ B (m, p) IKEJ = E B (n + m, p)

-NAH?E?A ! " # += ?K AH = B ?JE

JHA p A @A

A IA > A {1, . . . , 6} JHAH GKA GKA AI GKA I EA J AI EI @A X AJ Y = E @A X + Y A FAKJ F=I JHA = E K EB H A IKH {2, . . . , 12} +A = JHA GK A FAKJ F=I JHKGKAH @AKN @ I IEN B=?AI @A I HJA GKA = I A I EJ GKEH F=HJEA IKH {2, . . . , 12}

-NAH?E?A ! " $ 5 EA J X AJ Y @AKN L=HE=> AI = =J EHAI E @ FA @= JAI AJ L= AKHI @= I

-NAH?E?A ! " % 5 EA J X AJ Y @AKN L =

L= AKHI @= I N H=JHE?A @K ? KF A (X, Y ) IKH A IA > A [0, 1] F=H

2

EJ = B

?JE

gX,Y (u, v ) = E(uX v Y ) =

i,j N

ui v j P(X = i, Y = j ).

JHAH GKA gX,Y @ JAH E A P(X = i, Y = j ) F KH J KJ ?D EN @A i AJ j @= I N - @ @KEHA GKA IE X AJ Y I J E @ FA @= JAI IE AJ IAK A A J IE

gX,Y (u, v ) = gX (u)gY (v ) (u, v ) [0, 1]2 .

!"

-:-4+1+-5

"#

-NAH?E?A ! " & 5 EJ X AJ Y @AKN L=HE=> AI = =J EHAI @A 2 EII @A F=H= AJ E @ FA @= JAI  += ?K AH P (X + Y = n) F KH n N F KHH= @ ? F IAH
n

JHA HAIFA?JEB

{X + Y = n} =
k=0

{X = k } {Y = n k } .

3KA A AIJ =

E @A X + Y

-NAH?E?A ! " ' += ?K AH = B ?JE ?=H=?J HEIJEGKA @K A L = X GKE IKEJ K A E @A 2 EII @A F=H= JHA > 0 - @ @KEHA = E @K A I A @A n L=HE=> AI = =J EHAI E @ FA @= JAI GKE IKELA J @AI EI @A 2 EII @A F=H= JHAI 1 , . . . , n

EI ?

JE KAI

-NAH?E?A ! "  5 EJ X K A L=HE=> A = =J EHA @A E K EB H A IKH [2, 4]

 , JAH E AH = @A IEJ f @A X 4AFH IA JAH CH=FDEGKA A J f = ?K AH P(3 X 0) P(2 X 0) P(0 X 2) AJ P(0 X 3)

-NAH?E?A ! "  5 EJ X K A L = =O= J = @A IEJ f @

EA IKH [0, 2] @A = B=

IKEL= JA

f (x) = x IKH [0, 1], f (x) = 2 x IKH [1, 2],

AJ f AIJ K A =E AKHI  8 HE AH GKA f AIJ >EA K A @A IEJ AJ = HAFH IA JAH += ?K AH = B ?JE @A H F=HJEJE @A X ! += ?K AH AIF H= ?A AJ = L=HE= ?A @A X

-NAH?E?A ! "

5 EJ X K A L=HE=> A = =J EHA @A @A IEJ f @ EA F=H f (x) = 3x2 IKH A IAC A J [0, 1] AJ 0 =E AKHI  += ?K AH AIF H= ?A @A X 3KA A AIJ = L= AKH @E= A @A X ! += ?K AH V ar(X ) 3KA A AIJ = L=HE= ?A @A = L=HE=> A = =J EHA Y = 3X + 1 HA EAH = B ?JE @A H F=HJEJE @A X AJ ?A A @A 2X 1

FA IAH

-NAH?E?A ! " ! 5E = L=HE=> A X = F KH @A IEJ f GKA A AIJ = @A IEJ @A 2X 1 -NAH?E?A ! " " += ?K AH AI B ?JE I @A H F=HJEJE
E K EB H A IKH (a, b) AJ @A = E ANF @K A E @A *AH K E @A F=H= JHA A JEA A @A F=H= JHA AJ AI HAFH IA JAH @A H F=HJEJE >H=> A J = JHAH GKA A E

p @A =

-NAH?E?A ! " # 5 EJ X K A L = H AJ I EJ FX I= B ?JE

A IA > A D @AI F E JI @A @EI?

JE KEJ @A FX AIJ =K F KI @

-NAH?E?A ! " $

@EJ GKK A L = H X AIJ IO JHEGKA IE X AJ X JHAH GKA X AIJ IO JHEGKA IE AJ IAK A A J IE X (t) R F KH J KJ t

"$

+0)2164- !

- 6)

)6 14-

-NAH?E?A ! " % 

AIJ K H A JA A GKA JHAH GKA F KH J KJ

@E= A 5 EJ X K A L=HE=> A = =J EHA JA A GKA E|X | < + 5E M

1 1 P(X M ) , P(X M ) , 2 2 >HA H A a = E C= EJ E [|X a|] E [|X M |] .

A >HA M AIJ =FFA A K A @E= A @A X , AH K ANA F A @A L = H F KH =GKA A M AIJ F=I K EGKA FKEI K ANA F A M AIJ K EGKA

-NAH?E?A ! " & 5 EJ X K A L=HE=> A = =J EHA JA A GKA E(X 2 ) < +

J KJ >HA H A a = E C= EJ

JHAH GKA F KH

E (X a)2 E (X EX )2 = 2 .
HE=> A = =J EHA H A A

-NAH?E?A ! " ' 1

C= EJ @A 6?DA>O?DAL 5 EJ r > 0 K
r

JHAH GKA IE E|X | = mr < + = HI

>HA H A AJ X K A L=

P(|X | > t)

mr . tr
A E ?JE ?JE

-NAH?E?A ! " ! 5 EJ Xn K A IKEJA @A L=HE=> AI = =J EHAI E @ FA @= JAI AJ @A AJ I EJ N K A L = @A E @A 2 EII P () E @ FA @= JA @AI Xn JHAH GKA = B
N

?=H=?J HEIJEGKA @A ?=H=?J HEIJEGKA @AI Xi

i=1

Xi L= = J 0 IE N = 0 AIJ (t) = e((t)1)

AIJ = B

-NAH?E?A ! " ! 5 EJ X1 , . . . , Xn @AI L = H E @ FA @= JAI AJ @A

1 X= n
AJ
n

F IA

Xi
i=1

1 S = n
2

(Xi X )2 .
i=1

JHAH GKA IE AI L=HE=> AI Xi =@ AJJA J @AI

A JI @ H@HA 2 = HI

E (S 2 ) =

n1 V ar(X1 ). n
E exp()

+= ?K AH = @A IEJ @K LA?JAKH (min(X, Y ), max(X, Y )) H=

-NAH?E?A ! " ! 5 EA J X AJ Y @AI L=HE=> AI = =J EHAI E @ FA @= JAI @A

-NAH?E?A ! " !! 5 EA J X1 , . . . , Xn @AI L = E @ FA @= JAI @A EI ANF A JEA AI @A F=

JHAI 1 , . . . , n HAIFA?JELA A J JHAH GKA = E @A Y = min(X1 , . . . , Xn ) AIJ A A =KIIE ANF  I F=H= JHA A JEA A 3KA AIJ

!"

-:-4+1+-5

"%

JHAH GKA F KH k = 1, . . . , n

P (Xk = min(X1 , . . . , Xn )) =

k . 1 + + n
JHA > 0

-NAH?E?A ! " !" 5 EJ X K A L=HE=> A = =J EHA @A E ANF A JEA A @A F=H=

5 EJ Y K A L=HE=> A = =J EHA @A E

P (Y = 1) =
IKFF IA GKA X AJ Y I = += ?K AH > += ?K AH = B ? += ?K AH = B ?JE ?JE

1 = P (Y = 1) . 2
JA Z = XY

J E @ FA @= JAI AJ

P (Z 1 | Y = 1) .
@A H F=HJEJE @A H F=HJEJE @A Z FKEI I= @A IEJ @A Z @= I A ?=I = E @A Y AIJ

P (Y = 1) =
= L=HE=> A Z =@ AJ A A K A @A IEJ IKFF IA GKA T AIJ @A @A IEJ

1 = P (Y = 0) . 2

-NAH?E?A ! " !# 5 EJ T = L=HE=> A = =J EHA HAFH IA J= J A JA FI @=JJA JA @K >KI

E ANF A JEA A @A F=H=

JHA 3 ! J= J A J=KN F=H DAKHA @A

f (x) = 3e3x F KH x 0 AJ 0 IE

 3KA A AIJ = FH >=>E EJ @=JJA @HA A >KI =K E I  E KJAI 5=?D= J GKA KI =L I @ =JJA @K A >KI  E KJAI GKA A AIJ = FH >=>E EJ @=JJA @HA  E KJAI IKFF A J=EHAI =L= J GKA A >KI =HHELA ! 5 KI GKA AI ? @EJE I = E ANF A JEA A AIJ =FFH FHE A ?A FH > A >HA @A @A = @A @=?? I K IEJA E JAH AJ FA @= J K A ?AHJ=E A DAKHA AIJ @ EI F=H K A L=HE=> A @A 2 EII @EI I X @A F=H= JHA T GKE KE A AIJ K A L=HE=> A ANF A JEA A @A F=H= JHA JHAH GKA X IKEJ K A E C JHEGKA @ J @ AH= A F=H= JHA 3KA A AIJ AIF H= ?A @A X

-NAH?E?A ! " !$ A

-NAH?E?A ! " !% 5 EJ X K A L=HE=> A = =J EHA @A E

H = A N (0, 1)  3KA A AIJ = FH >=>E EJ F KH GKA X FHA A = L= AKH 1 += ?K AH AI FH >=>E EJ I @AI L A A JI IKEL= JI =E@A @A = J=> A @A = E ?A JH A H @KEJA N (0, 1) 0.7 < X < 2.4 X > 1.5 X 0.85 X > 0.84 X < 0.06 0.51 < X 0.62 ! , JAH E AH AI H A I a b AJ c JA I GKA P (|X | > a) = 0.73 P (|X | < b) = 0.75 P (X < c) = 0.80

H =A

-NAH?E?A ! " !&

JHAH GKA IE X IKEJ = E N (0, 1) = HI aX + b IKEJ = E N (b, a2 ) 7JE EIAH ?A?E F KH ?= ?K AH AIF H= ?A AJ = L=HE= ?A @K A L = @A E N (, 2 )

"&

+0)2164- !

- 6)

)6 14-

-NAH?E?A ! " !' , @KEHA @A ANFHAIIE

@A = B ?JE ?=H=?J HEIJEGKA @K A L=HE=> A @A E N (0, 1) ?A A @K A L=HE=> A @A E N (, 2 ) 2 > 0 - KJE EI= J ?A H IK J=J JHAH GKA = I A @A L = E @ FA @= JAI @A E H = A AIJ A A =KIIE K A L = @A E H = A

-NAH?E?A ! " " 2 KH > 0

F IA

() =
0

x1 ex dx.

JHAH GKA F KH J KJ , > 0 = B

?JE

f (x) =

1 x x e 1[0,[ (x), ()

AIJ K A @A IEJ = E GKE KE AIJ =II ?E A IAH= J A (, ) E (n/2, 1/2) JHAH F=H H ?KHHA ?A IKH n GKA = E 2 n ? E ?E@A =LA? = AIJE A GKA = EJE @AI AI @A $ = I AIKHA J F KI @A $ ? AJ GKA JH EI GK=HJI AIKHA J E I @A $# ? IKFF IA GKA = J=E A FAKJ JHA @ EI A F=H K A L=HE=> A = =J EHA C=KIIEA A @A E N (, )  3KA A L= AKH @ EJ FHA @HA F KH 3KA A L= AKH @ EJ FHA @HA F KH ! 3KA A AIJ = FH F HJE @A AI @A $ = I AIKH= J F KI @A % ?

-NAH?E?A ! " " /H ?A =KN ? KH>AI @A ?H EII= ?A @= I AI ?=H AJI @A I= J

-NAH?E?A ! " " 7 FH @K?JAKH FH F=HA @AI JI @A BHKEJI F KH = CH= @A @EIJHE>KJE

AI JI I J @A JH EI JOFAI E I FAKLA J ? JA EH " F AI K >EA F AI AJ F EHAI K >EA " F EHAI =@ AJ GKA A F E@I @K A F A AIJ A OA A @A # CH =LA? K ?=HJ JOFA @A  CH A F E@I OA A @K A F EHA AIJ @A ! CH =LA? K ?=HJ JOFA @A  CH @ EIAH= A F E@I @K A F A AJ @K A F EHA F=H K A L = C=KIIEA A  3KA A AIJ = FH >=>E EJ GKK J @A " F AI F IA F KI GKA  C CH 3KA A AIJ = FH >=>E EJ GKK J @A F AI AJ @A F EHAI F IA E I GKA  C ! 3KA A AIJ = FH >=>E EJ GKK J @A " F AI F IA F KI GKK J @A " F EHAI

-NAH?E?A ! " "! 7 A KIE A B=>HEGKA @AI JECAI @=?EAH @ J =

?

CKAKH AIJ FH ?DA @A %#

 5A A HAIF I=> A @A ?AJJA KIE A A LEH '# @AI JECAI J K A CKAKH ? FHEIA A JHA %! AJ %% ? 2H F IAH K A @ EI=JE FH >=>E EIJA @A = CKAKH @AI JECAI FH @KEJAI @= I ?AJJA KIE A - H = EJ AI JECAI @ J = CKAKH @E HA @A F KI @A # ? @A %# ? A I J F=I I K EIAI = LA JA , JAH E AH = FH >=>E EJ GKK A JECA I EJ HAJEH A @A = LA JA ! A ? JH A @A = FH @K?JE AIJ F=I F=HB=EJ - B=EJ AIJE A GKK A JECA = K A FH >=>E EJ @A  '% @ JHA =??AFJ A IE A A AIJ > A AJ K A FH >=>E EJ @A  '' @ JHA HA AJ A IE A A AIJ @ BA?JKAKIA = += ?K AH = FH >=>E EJ GKE O =EJ K A AHHAKH @= I A ? JH A @A = FH @K?JE

!"

-:-4+1+-5

"'

> - @ @KEHA = FH >=>E EJ GKK A FE ?A =O= J IK>E K A AHHAKH @A ? > A AIJ =>I K A J ?

JH A I EJ

-NAH?E?A ! " "" 

E @A +=K?DO 7 A L = X IKEJ K A JE KA AJ =@ AJ F KH @A IEJ

f (x) = 1 1 . 1 + x2

E @A +=K?DO C (0, 1) IE A A

 8 HE AH GKA f AIJ K A @A IEJ += ?K AH AIF H= ?A @A X ! 3KA A AIJ = E @A Y = X + @EH= GKA Y IKEJ K A E @A +=K?DO @A F=H= AJ " += ?K AH = B ?JE ?=H=?J HEIJEGKA @A Y # 5 EJ V K A L = K EB H A IKH ] /2, /2[ 3KA A AIJ = E @A J= (V )

JHAI

-NAH?E?A ! " "#  E C H = A - E CKEIJEGKA = JH KL GKA A >HA @A JI F=H FDH=IA ?AIJ @EHA = CKAKH @A = FDH=IA AIKH A A >HA @A JI IKEJ =FFH NE =JELA A J K A E @EJA (( C H = A ) ) @EJ GKK A L=HE=> A = =J EHA X L= AKHI @= I ]0, +[ IKEJ K A E C H = A @A F=H= JHAI (, ) =LA? H A AJ > 0 IE Y = ln X IKEJ = E N (, )  , JAH E AH = B ?JE @A H F=HJEJE @A X , JAH E AH = @A IEJ @A X ! += ?K AH E(X )
= L=HE=> A = =J EHA X = e AIJ =FFA A L=HE=> A = =J EHA @A 2=HAJ P (, 1)  F IA r(x) = P(X x) ?AIJ = B ?JE @A IKHLEA @A X  @ A F=H x , IE x 1; r(x) = 1, IE x < 1.
Y

2H >

A!"

E @A 2=HAJ  5 EJ Y K A L = @A E ANF A JEA A @A F=H=

@A

JHA E @A 2=HAJ

JHAH GKA r AIJ

AJ = @A IEJ F=H

f ( x) =

/x+1 , IE x 1; 0, IE x < 1.

+= ?K AH E(X ) =JJA JE E O = @AKN ?=I @EIJE CKAH ! 2 KH J KJ A JEAH k 1 L= KAH E(X k ) A @ JAH E = J = B ?JE @A IKHLEA @A X k " =FFA A B ?JE C H=JHE?A @A X = B ?JE IKEL= JA g (u) = E(euX ) F KH J KJ uR JHAH GKA F KH J KJ u R
+

g (u) =
k=0

E(X k )

uk . k!

# - @ @KEHA GKA g (u) < + IE AJ IAK A A J IE u = 0

#

+0)2164- !

- 6)

)6 14-

,= I J KJ ?A FH > ? JE KA

F KHH= KJE EIAH A H IK J=J IKEL= J IE X AIJ K A L=HE=> A = =J EHA

E(X ) =
R+

P(X x)dx.

#

+D=FEJHA " ,AKN JD H AI E EJAI AJ AKHI =FF E?=JE I

" E @AI CH= @I >HAI

+ IE@ H I @A KLA=K A ?=I @K A ANF HEA ?A @AKN EIIKAI ?DA?  J 0 AJ IK?? I  J 1 IA NA K >HA 0 < p < 1 = FH >=>E EJ @ >JA EH K IK?? I =FH I K A H = EI=JE @A ANF HEA ?A L= @ EIAH A ?=I @A ?AJJA ANF HEA ?A GKE IA H F JA E E A J @= I @AI ? @EJE I E@A JEGKAI AJ E @ FA @= JAI L HE A GK AIJ >EA @= I A ?=I @K I?D = 5K?? I ?DA? E E @ ?HEJ @= I = IA?JE !

= {i = (j , j N) : j {0, 1}} .
LAKJ L HE AH GKA p ? HHAIF H = EI=JE I @AI IK?? I @ JHA E JKEJE @ JHA = BH GKA ?A =IO FJ JEGKA @A

| {i n : i = IK?? I } | = p. n n lim

" 

JA X1 , . . . , Xn I L=HE=> AI @A *AH K E @ EI= J ?D=?K A K A H = EI=JE @A ANF HEA ?A E A P(Xi = 1) = p = 1 P(Xi = 0) F KH J KJ 0 i n AJ Sn = X1 + . . . + Xn A JAH A @A C=K?DA @A  GK=JE FH ? @A JA "  ? HHAIF @ = HI K A H = EI=JE @A = L=HE=> A = =J EHA Sn /n

= H = EI=JE I X1 , . . . , Xn GKE B H n 2 KH J KJ n ?AI @ AI I E E 2 KJ J GKA @A ? IE@ HAH IAK A A J A I?D = E E AI A

4A =HGKA "  )JJA JE

I A Sn AIJ ? F JA A J @ ?HEJA F=H AI n FHA E HAI A J A AI A K I?D = IK?? I ?DA? E @A CKAKH J >EA E ? KI @= I JHA @ A A I?D = IK?? I ?DA? @AI I?D = E @A CKAKH ?H EII= JAI KI JK@E I C >= J J KI

7 A =KJHA B= @A IA F IAH ?AJJA GKAIJE AIJ @A IA @A = @AH IE O = >A=K? KF @A H = EI=JE I Sn /n = p HAB H K A = HI = GKAIJE

> 0, lim P
n

Sn ( ) p > n

= 0.

+0)2164- "

,-7: 60 >HA

-5 1 16-5 -6 -745 )22 1+)61 >HAI GKE HA EA AI JE

5 I

= H F IA = H =JELA AIJ = ? @A BH GKA ?A AJ @A FH >=>E EJ

E B=E> A @AI CH= @I

6D H

A"

*AH

K E $&#
n

> 0, lim P

Sn ( ) p > n

= 0.

+A FHA EAH H IK J=J >JA K F KH K A IKEJA @A L = @A *AH K E = J C H= EI J KJA IKEJA @A L = (Xn )nN E @ FA @= JAI AJ E@A JEGKA A J @EIJHE>K AI A =>H C E E @  ?AIJ @EHA J KJAI AI L=HE=> AI Xn J = A E F KH J KJ n N IKH K A AIF=?A AJ I J E @ FA @= JAI A JHA A AI = FHA E HA @E ?K J AIJ @A FH KLAH GKA @A JA AI IKEJAI ANEIJA J @E ?K J H I KA F=H C H L =KN = A J KHI @A '!

6D H

FAKJ @ EH K A IKEJA (Xn )n @A L = L= AKHI @= I Rd E @ FA @= JAI AJ E@A JEGKA A J @EIJHE>K A JA AI GKA PXn = P0 F KH J KJ n
FAKJ = HI JA @HA = E B=E> A @AI CH= @I 2 DOF JD IA GKA E(X1 ) < AJ = L = (( OA >HAI = IKEJA (Xn )nN A @AI (Xi ) )) = KJA

A " ! 5E P0 AIJ K A FH >=>E EJ IKH Rd E ANEIJA K AIF=?A (, F , P) IKH AGKA

1 Xn = n
2=H E =HEJ @A AIF H= ?A =E

Xi .
i=1

@E=JA A J F KH J KJ n 1 8=H X n =

E X n = ,
A @ @KEJ = HI A JD H A IKEL= J

2 . n

6D H

5 EJ (Xn )nN K A IKEJA @A L = E E @ @A OA A AJ @A L=HE= ?A 2 ) HI F KH J KJ >0 = lim P |X n | = 0.

n+

A""

E B=E> A @AI CH= @I

>HAI

FAKJ

A FH ?EIAH = LEJAIIA @A ?

LAHCA ?A

P |X n | b

2 . nb2
 H@HA L EH ANAH?E?A

2HAKLA

+AIJ K A ? I GKA ?A E @E=JA @A E ! " ' =FF EGK A = L=HE=> A X n

C= EJ @A 6?DA>O?DAL

"

60

- +- 64)

1 16-

#!

"

6D H

A ?A JH= E EJA
7 A LAHIE

7 A E @AI CH= @I >HAI (( EA )) = BH GKA ?A AJ = FH >=>E EJ @K H IK J=J FH ? @A J ANEIJA

(( B HJA ))

1 n

(Xi E(Xi )) 0.
i=1 n+

F KH ( ( FHAIGKA J KJ )) 4A =HGK I GKA GKA GKA ?D IA @= =J EHA ? LAHCA LAHI K F E J ? F JA A J @ JAH E EIJA FAKJ IA @A = @AH ?A GKE IA F=IIA IE =K EAK @A @ELEIAH F=H n @ELEIA F=H GKA GKA ?D IA GKE JA @ =KIIE LAHI + =EI E I LEJA GKA n -IJ ?A GK FAKJ >JA EH = E EJA K > AJ A ? HA = =J EHA ,= I ?A ? JANJA L= L EH GKA = E H = A KA K H A F=HJE?K EAH GKE KE ? B HA K A CH= @A E F HJ= ?A A FH >=>E EJ AJ A IJ=JEIJEGKA + A I @ ? F=H ?AH K H IK J=J ? ?AH = J AI EI C=KIIEA AI

2H F IEJE + H

H = AI E @ FA @= JAI @A E HAIFA?JELA N (, ) AJ N (, ) = HI X + Y AIJ =KIIE K A L=HE=> A H = A @A E N ( + , 2 + 2 )

" # 5E X AJ Y I J @AKN L =

=EHA " $ 5 EA J {Xi , i = 1, . . . , n} @AI L=HE=> AI N (, ) E @ FA @= JAI = HI

X n N (, ). n

,=FH I = FH F IEJE

! ##

FAKJ HAFH IA JAH X n ? A X n = Z + , =LA? Z N (0, 1), n

@

Z=
+A FD

Xn
n

n i=1

(Xi ) . n
A IKEL= J

A AIJ A B=EJ >A=K? KF F KI C

H= AJ B=EJ  > AJ @K JD H

6D H

A " % 6D H A ?A JH= E EJA 5 EJ (Xn )nN K A IKEJA @A L = E E @ @A OA A AJ @A L=HE= ?A 2 ) HI = @EIJHE>KJE @A X n =FFH ?DA ?A A @A = E N (0, 1) =K IA I IKEL= J 2 KH J KJ a < b =
n+

lim P a <

Xn n <b

= P(a < Z < b),

Z N (0, 1) ,A B=
n+

GKEL= A JA IE

JA Sn = X1 + . . . + Xn

lim P a <

Sn n <b n

= P(a < Z < b).

A @EJ GKA CH I L EH

JA GKA n 2 = Var(Sn ) AJ n = E(Sn ) )E IE A JD H  GK=JE " $ F KH K ? F KI HEC KHAKN

Sn E(Sn ) Var(Sn )

Z.

#"

+0)2164- "

,-7: 60

-5 1 16-5 -6 -745 )22 1+)61

" ! )FF E?=JE

= E @AI CH= @I >HAI AJ A JD H A ?A JH= E EJA I J AI @AKN JD H AI = AKHI @A = JD HEA @AI FH >=>E EJ I AJ E O A = K JH I CH= @ >HA @=FF E?=JE I A =JD =JEGKAI =FF EGK AI 1?E L= A ?EJAH @AKN K A K HEGKA AJ K A =KJHA IJ=JEIJEGKA

" !  )FF E?=JE

HEGKA

JD @A @A

JA +=H
K HEGKA JA +=H = E @AI

) C HEJD A @A ?= ?K K HEGKA @E J CH= A LAKJ ?= ?K AH = L= AKH 1 @K A E J CH= A @A = B H A 0 g (x)dx =LA? g ? JE KA 7 A JD @A @EJA @A ? IEIJA IE K AH K A IKEJA @A L = (Un )n1 E E @ @A E K EB H A IKH [0, 1] CH= @I >HAI @ A

g (U1 ) + . . . + g (Un ) lim = E(g (U1 )) = n+ n

, ? IE n AIJ =IIA CH= @

g (x)dx.
0

g (U1 ) + . . . + g (Un ) n

g (x)dx.
0

2 KI C H= A A J IE I=EJ IE K AH @AI L = (Xn )n1 =O= J K A @A IEJ f L= AKH K HEGKA F KH @AI E J CH= AI @A = B H A

L= =L EH K A

E(g (X1 )) =

g (x)f (x)dx.

7 = C HEJD A AIJ FAHJE A J GKA IE FAKJ A @ AH = LEJAIIA /H ?A =K JD H A ?A JH= E EJA = K A E@ A @A = LEJAIIA @A ? LAHCA ?A A A AIJ A 1/ n -J A F KHH= F=I = AH F KI LEJA =LA? ?AJJA JD @A AI JD @AI K HEGKAI @ JAH E EIJAI I J F KI H=FE@AI =EI AKH H=FE@EJ @ FA @ >A=K? KF @A = H CK =HEJ @A = B ?JE E J CHAH =K E I @ HEL=> A AJ @A = @E A IE @A AIF=?A @= I AGKA = B ?JE FHA @ ?AI L= AKHI = JD @A @A JA +=H = =L= J=CA @A A F=I JH F @ FA @HA @A = H CK =HEJ E @A = @E A IE 4A =HGK I F KH EH GKA = L=HE= ?A KA K H A E F HJ= J @= I A JD H A AJ FAKJ L EH GKA F KI ?AJJA L=HE= ?A AIJ FAJEJA F KI A H IK J=J K HEGKA AIJ FH ?DA @K H IK J=J JD HEGKA 1 ANEIJA GKA GKAI FHE ?EFAI C H=KN GKE FAH AJJA J @A H @KEHA = L=HE= ?A

"!

)FF E?=JE

IJ=JEIJEGKA

@ A @A *AH

K E

,= I = B=>HE?=JE @ > AJI = KB=?JKH I IKFF IA GKK A FH F HJE E ? KA @ > AJI @ BA?JKAKN [0, 1] AIJ FH @KEJA +AJJA FH F HJE AIJ L= K A F=H K A BH GKA ?A @=FF=HEJE @ > AJI = B=>HEGK I @= I @AI ?D= JE I ? JH I =K D=I=H@ HIGKA A @ F=IIA K FHA EAH IAKE S HA B H?A = IKHLAE = ?A @A = FH @K?JE  2 KH ?A = =KC A JA = J=E A @AI ?D= JE I KJE EI I F KH L= KAH HIGKA A @ F=IIA K =KJHA IAKE C > S =HH JA = FH @K?JE F KH H F=HAH K  F KH H C AH AI =?DE AI

"!

)22 1+)61

##

1 B=KJ >EA I H JA EH ? FJA @K ? J HAIFA?JEB @A ?D=GKA JOFA @ F H=JE F KH @ EH AI IAKE I FH ? @A JI +AIJ  > AJ @K ? JH A @A GK= EJ - FH=JEGKA @EIF IA @A n >IAHL=JE I @A  ?D= JE @AI > AJI ? JH I AJ F KH IE F E AH AI ?D IAI E I I J > I K =KL=EI = =E IE K A B= E A E E @ E @ FA @= JA AJ E@A JEGKA A J @EIJHE>K A X1 , . . . , Xn Bern() @A E @A *AH K E @A F=H= JHA 2=H IKEJA Xi L=KJ 1 HIGKA A i A > AJ ? JH AIJ @A =KL=EIA GK= EJ AJ  IE Xi ( ) {0, 1} AJ P (Xi = 1) = 1 P (Xi = 0) = HIGKA A @ A AIJ H CE F=H = E P GKE @ FA @ @ ? @A = L= AKH E ? KA @K F=H= JHA  KI ? IE@ H I @ ? K I?D = 5K?? I -?DA? E @A CKAKH n AJ @A F=H= JHA E ? K AIF=?A @AI F=H= JHAI L=KJ E?E = [0, 1] . @ IKH ?AJ ANA F A A J=EHA KI E JH @KEI I E?E GKA GKAI JE I B @= A J= AI @A IJ=JEIJEGKA ?DAH?DA @=> H@ IE F E AH A AK @A @ AI = IAK A ? =EII= ?A @K >HA @A FE ?AI A > J=J IKH  ?D= JE @A J=E A n ? IE@ H IAH= IK I= JA F KH H IK AH JHA >IAHL=JE KI L GK I E?E = GKAIJE @AND=KIJELEJ KIJE A A IKEJA A B=EJ =JKHA GKA = FH >=>E EJ A FEHEGKA FH F HJE @A FE ?AI  @ BA?JKAKIAI AIJ K A GK= JEJ =FFH ?D= J @A = E HA H=EI => A A F=H= JHA @A GK= EJ @A JHA FH @K?JE +AJJA GK= JEJ AIJ =KIIE LKA ? A = F KI LH=EIA > => A A K IA I J F KI >=I ,=KJHAI = E HAI @A ?= ?K AH A FEHEGKA A J A F=H= JHA I J A IKEJA A LEI=C AI ? A ?A A @A *=OAI GKE FH >=>E EIA AIF=?A @AI F=H= JHAI KE A AJ B KH EJ =E IE @AI AIJE =JE I ? LA => AI +AIJ A FH > A @AIJE =JE @K F=H= JHA  = @K ?D=FEJHA AIJ @ @E A H F @HA K A GKAIJE IE F A B=KJ E =HH JAH = FH @K?JE F KH H F=HAH AI =?DE AI AI FH > AI A LEI=C I I J E?E ?AKN @A = ? IJHK?JE @K E JAHL= A @A ? = ?A AJ ?A KE @A JAIJI @DOF JD IA  7 A FHA E HA H F IA ?AJJA GKAIJE AIJ A A AJ @A IEJKAH @A = E HA H=E I => A A F=H= JHA F=HJEH @A = IAK A @ A >IAHL A ?AIJ  > AJ @K E JAHL= A @A ? = ?A )LA? K A JH I CH= @A FH >=>E EJ @ EJ F KL EH = H AH GKA IC IC AIJ =E IE K E JAHL= A @ J AI > H AI I J = =J EHAI AJ B @ AI F=HJEH @A AIJE =JE @A @K JA E JAHL= A @A ? = ?A AIJ @ E?=JA F KH K A J=E A  = ? IJHK?JE @ ?D= JE N A I= LAHIE =IO FJ JEGKA FAH AJ @A EAKN =FFH DA @AH =K JH=LAHI @K JD H A ?A JH= E EJA  2 KH H I K@HA A FH > A @A @ ?EIE FH ? @A J E =KN JAIJI @ EJ JHA A AIKHA @A H F @HA K A GKAIJE @A JOFA IKEL= J 

)LA? K A CH= @A FH >=>E EJ  A F=H= JHA @E J H J AIJ E IK I= A J FAJEJ

 +AJJA FH >=>E EJ AIJ K ?= ?K @E ?E A KA LE= A JD H A ?A JH= E EJA KE FH B HA K A =FFH NE =JE >JA

#$

+0)2164- "

,-7: 60

-5 1 16-5 -6 -745 )22 1+)61

 7 A @AH E HA GKAIJE

JD HEGKA IA F IA = HI

) F=HJEH @A GKA AI L= AKHI F KH AJ F KH = J=E A n @A  ?D= JE =IO FJ JEGKA = J A A @AI ?=H=?J HEIJEGKAI =??AFJ=> AI

4 IK AH E B H =JE
5E ?DAH?DA L= KAH F=HJEH @A  >IAHL=JE (X1 , . . . , Xn ) ?A = A FAKJ IA B=EHA GKA ? IE@ H= J K A B ?JE GKA ? GKA @A  >IAHL=JE @EIF E> A =FFA A AIJE =JAKH Tn = h(X1 , . . . , Xn ) J KJA B ?JE @A  >IAHL=JE 2 I I

Sn = X1 + + Xn
= HI Sn B (n, ) IKEJ K A E >E E= A

" 

s s P (Sn = s) = Cn (1 )ns ,

s = 0, 1, . . . , n.

= = HI

P (X1 = x1 , . . . , Xn = xn |Sn = s) =

P (X1 = x1 , . . . , Xn = xn , Sn = s) P (Sn = s) s ns (1 ) = s s (1 )ns Cn 1 = s Cn

" !

?=H HIGKA Sn = s AN=?JA A J s @AI n L=HE=> AI = =J EHAI Xi FHA A J = L= AKH 1 ?A GKE KIJE A = L= AKH @K K H=JAKH = HA =JE " ! IEC E A GKA IE = L=HE=> A = =J EHA Sn FHA @ = L= AKH s Sn = s = HI = ? CKH=JE @AI Xi JA I GKA IKH A i Xi = s =FF HJA =K?K A E B H =JE F=H= JHA @E J H J + A P (X1 = x1 , . . . , Xn = xn |Sn = s) A @ FA @ F=I @A A =FFHA @H= F=I F KI @A J KJ A H IK J=J (X1 , . . . , Xn ) @A JHA ANF HEA ?A = =J EHA GKE FAKJ FHA @HA 2n L= AKHI GKA @K H IK @E B H =JE ? IJEJK F=H Sn GKE FHA @ IAK A A J n + 1 L= AKHI Sn AIJ =FFA H IK AND=KIJEB @A ANF HEA ?A (X1 , . . . , Xn ) @= I ?A IA I GKE H=FF HJA J KJA E B H =JE HA =JELA ? JA KA @= I JHA ANF HEA ?A 7 A @ EJE F KI HEC KHAKIA @A = JE @AND=KIJELEJ ANEIJA =EI @ F=IIA A ?=@HA @A ?A ? KHI

OA
=

A A FEHEGKA
OA A A FEHEGKA AIJ @ EA F=H = HA =JE

Xn =

Sn X1 + + Xn = n n

" "

Sn @ IEC A A H IK AND=KIJEB "  ,= I A ? JANJA FH IA J @A L=HE=> AI @A *AH K E X n AIJ = BH GKA ?A @AI FE ?AI @ BA?JKAKIAI @= I  ?D= JE AN= E - =?? H@ =LA? A

"!

)22 1+)61

#%

IA I ? K @EJ GKA X n AIJE A = E X n = AJ @EJ GKA = L=HE=> A = =J EHA X n AIJE A I= I >E=EI A F=H= JHA  A >E=EI @K AIJE =JAKH Tn @A AIJ ANFHAIIE E Tn  +AJ AIJE =JAKH AIJ =JKHA =K IA I GKA

AND=KIJELA Sn = HI Tn = X n

2H F IEJE 2HAKLA
2 I

" & 5 EJ Tn = h(Sn ) K AIJE =JAKH I= I >E=EI @A B ?JE

@A = IJ=JEIJEGKA

I g (x) =

x n

h(x)

@ EJ FH KLAH GKA

{ [0, 1],
n

E g (Sn ) = 0} g 0
A FH ? @A J A = L=HE=> A

+AJJA HA =JE

I ?HEJ
s=0

s s Cn (1 )ns g (s) = 0. A F O

t = /(1 ) E@A JEGKA A J K IE t R  K IE ]0, 1[ = @

1 AIJ =KIIE ?

? @AI ? A ?EA JI K I

IEIJ= J =

2H F IEJE

" ' 2 KH J KJ > 0

n+

lim P |X n | = 0. X n .
n+

F KH (( FHAIGKA J KJ ))
+AJ ? ? HHAIF = IA?JE "  @ =KN EI (( B=E> A )) AJ (( B HJA )) @AI CH= @I >HAI H=FFA AI @= I

=NE K
4=FFA

@A LH=EIA > = ?A
I GKA
s s P (Sn = s) = Cn (1 )ns

P (X1 = x1 , . . . , Xn = xn ) = s (1 )ns ,

HIGKA s = x1 + + xn 2=H @ EJE = H = EI=JE x1 , . . . , xn @A ANF HEA ?A AIJ s ns @=KJ= J F KI LH=EIA > => A GKA (1 ) AIJ CH= @ (S ) AI ANFHAIIE I FH ? @A JAI V (X1 , . . . , Xn ) = P (X1 = x1 , . . . , Xn = xn ) AJ V n (s) = P (Sn = s) I J =FFA AI LH=EIA > = ?AI @A X AJ @A Sn = L= AKH @K F=H= JHA F KH AGKA A H IK J=J @A ANF HEA ?A >JA K AIJ A F KI LH=EIA > => A I >JEA J F=H =NE EI=JE @A = LH=EIA > = ?A V (X1 , . . . , Xn )  K @A = E HA GKEL= A JA @A I C=HEJD A L (X1 , . . . , Xn ) = log V (X1 , . . . , Xn ) A =NE K AIJ =JJAE J HIGKA L /(X1 , . . . , Xn ) = Sn / (n Sn )/(1 ) = 0 I EJ = X n = OA A A FEHEGKA AIJ @ ? AIJE =JAKH @K =NE K @A LH=EIA > = ?A @A J n J I GKA ?AJJA A ANFHAIIE =NE EIA =KIIE = LH=EIA > = ?A @K F=H= JHA AND=KIJEB Sn . +AJJA JD @A AIJ JH I KJE A F KH JH KLAH ANFHAIIE @AIJE =JAKHI @A F=H= JHAI E ? KI

#&

+0)2164- "

,-7: 60

-5 1 16-5 -6 -745 )22 1+)61

-IJE =JE

>=O IEA

5KFF I I =E JA = J GKA  @EIF IA @E B H =JE = FHE HE IKH A F=H= JHA =FFA A @= I ?A ?=I = FH >=>E EJ FHE HE = FH >=>E EJ @A IA JH KLAH @= I  J=J 2 KH J KJA FH >=>E EJ FHE HE IKH = [0, 1] ? IE@ HA A HEIGKA >=O IEA @K AIJE =JAKH Tn = h(X1 , . . . , Xn )
1

R (Tn ) =
0

E (Tn )2 d ().
E E EIA R (Tn ) 2 I I

" #

AIJE =JAKH >=O IEA @A AIJ ?A KE GKE

1

k, =
0

k (1 ) d (),

k, = 1, 2, . . .
?JE

+A GKE FH ? @A JA @ @A Sn  AJ

FHELE CEAH K AIJE =JAKH AND=KIJEB @A = B H A Tn = g (Sn ) B

n 1 0

R (Tn ) =
s=0 n

s Cn

(g (s) )2 s (1 )ns d (),

=
s=0

s Cn s,ns g 2 (s) 2s+1,ns g (s) + s+2,ns .

ANFHAIIE

R (Tn ) AIJ

E E EI A F=H Tn = g (Sn ) =LA?

g (s) =

s+1,ns , s {0, 1, . . . , n}. s,ns

4A =HGK I GKA AIJE =JAKH Tn = g (Sn ) >JA K E?E @ FA @ @A = FH >=>E EJ FHE HE 7 ?HEJ HA @E HA J @K ?HEJ HA >=O IEA ? IEIJA E E EIAH ANFHAIIE Tn sup E (Tn 2 ) +AIJ A ?HEJ HA E E =N GKE E E EIA A HEIGKA =NE =

1 JAHL= AI @A ?
=

= ?A
>HAI " " KI @EJ GKA

E B=E> A @AI CH= @I

/ X n , X n + P

= P

Xn >

1 (1 ) 2 n 4n 2

?=H (1 ) 1 F KH )E IE = ? = ?A GKA  FAKJ AJJHA @= I A B=EJ GKA 4 1 E I C= A 1 HIGKA = 4n I (X ) IC (X ) = X n , X n + AIJ =K 2 @EJ GKA IC (X ) AIJ K E JAHL= A @A ? = ?A AN=?J =K ELA=K . J I GKA E JAHL= A IC (X ) FH F I = @AI ANJH EJ I = =J EHAI

1 JAHL= AI @A ?

= ?A =IO FJ JEGKAI

AI E JAHL= AI @A ? = ?A =IO FJ JEGKAI I J ? IJHKEJI F=HJEH @AI JD H AI "  AJ " % @K @ >KJ @K ?D=FEJHA A JAH A =IO FJ JEGKAI LAKJ @EHA GKA ?AI E JAHL= AI I J

"!

)22 1+)61

#'

? IJHKEJ F=HJEH @A H IK J=JI E EJAI HIGKA n + ? JH=EHA A J =KN E JAHL= AI @A ? = ?AI AN=?JI = E @AI CH= @I >HAI "  ? >E A =K JD H A ?A JH= A E EJA " % ? @KEJ CH ?A =K A A @A 5 KJI O GKE A IAH= F=I ANF E?EJ E?E =K H IK J=J IKEL= J

n+

lim P a <

Sn E(Sn ) Var(Sn )

<b

= P(a < Z < b), =LA? Z N (0, 1).

=  C= EJ

" $

4A =HGK

I GKA @= I

JHA AN= F A

Sn E(Sn ) Var(Sn )
E JAHL= A @A ?

Xn X n (1 X n )

I KI =

E P

= ?A =FFH ?D

X n (1 X n ) , X n + 1/2 n X n (1 X n ) n

IC (X ) = X n 1/2

=@ AJ = HI A ELA=K =IO FJ JEGKA JA E?E a K EGKA >HA H A JA GKA P(Z < a ) = a E AIJ =FFA GK= JE A @ H@HA a @A = E H = A HIGKA E JAHL= A IC (X ) ? JEA J @A CH= @AI L= AKHI F KH A F=H= JHA E =CE A =EI A J GKE AIJ JA FI @A HA H C AH = =?DE A GKE FH @KEJ @AI FE ?AI JH F @ A?JKAKIAI

JH A @A GK= EJ

2 KH I=JEIB=EHA =KN ANECA ?AI @K ? JH A @A GK= EJ @ EJ >JA EH K A H C A @A @ ?EIE F KH JAIJAH K A DOF JD IA @K JOFA 0 ? JHA > 0 5 EJ > 0. J I GKE ANEIJA K F KI FAJEJ A JEAH k {0, 1, . . . , n} JA GKA
k

P0 (Sn k ) =
s=0

s s Cn 0 (1 0 )ns 1

=??AFJAH= DOF JD IA 0 HIGKA  >IAHL=JE AIJ JA A GKA Sn < k AJ = HA AJJA HIGKA Sn k 2 KH GK= JE AH ?A JAIJ = FH F IEJE IKEL= JA AIJ AIIA JEA A  = FHAKLA AIJ =EII A A ANAH?E?A

2H F IEJE

AIJ ?H EII= JA @A [0, 1] @= I [0, 1]

"  5 EJ k {0, 1, . . . , n} GKA ? GKA = HI =FF E?=JE

P (S > k )

= FH >=>E EJ @A HA AJAH DOF JD IA 0 FH F IEJE "  >JEA J

0

J HJ AIJ A ELA=K @K JAIJ - KJE EI= J =

sup P (Sn > k ) = P0 (Sn > k ) .

7 =KJHA ?=H=?J HA @K JAIJ AIJ @A I=L EH IE = A A?JELA A J AK H=EI @A HABKIAH DOF JD IA 0 HIGKA 0 I EJ > 0 JA = P (Sn > k ) = FKEII= ?A @K JAIJ ) HI = FH F IEJE "  FH KLA =KIIE GKA @EJ GKA A JAIJ AIJ I= I >E=EI

$

+0)2164- "

,-7: 60

-5 1 16-5 -6 -745 )22 1+)61

6AIJI =IO FJ JEGKAI

,= I = IA?JE GKE FH ? @A E ? L EA J @A = = E HA @A FH ? @AH H IE@A @= I ?A GKA = L= AKH @A k AIJ F=I J K KHI IE F A >JA EH A IE A A AIJ J=>K A F KH AI FAJEJAI L= AKHI @A n IA F IA @ ? E?E = GKAIJE =JKHA A @A I=L EH ?A GKE IA F=IIA GK= @ n AIJ CH= @ 2=H IKEJA @K JD H A ?A JH= E EJA " % F KH n CH= @ = F KH Z N (0, 1) H = A 1 u2 IJ= @=H@ @A @A IEJ (u) = e 2 2

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