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1 n
X = Xi (2.1)
n i =1
warmoadgens SerCeviT saSualos, xolo
42
1 n
Var( X ) =
n i =1
( X i - X )2 (2.2)
ki SerCeviTi dispersiaa.
SerCeviTi maxasiaTeblebi SeiZleba gamovTvaloT, agreTve, im SemTxvevaSi, roca
mocemuli gvaqvs ori SemTxveviTi X da Y sididis SerCeva:
( X 1 , Y1 ), ( X 2 , Y2 ),, ( X n , Yn ) .
am simravlis safuZvelze miiReba mocemul or SemTxveviT sidides Soris kavSiris
maxasiaTeblebi: SerCeviTi kovariacia da SerCeviTi korelaciis koeficienti.
SerCeviTi kovariacia Semdegnairad ganimarteba 1
1 n
Cov( X , Y ) = ( X i − X )(Yi − Y ) ,
n i =1
(2.3)
sadac
n n
X = Xi /n , Y = Yi / n.
i =1 i =1
n 1 n
Cov( X,Y ) ( X i - X )(Yi - Y )
rX ,Y = n −1 = n i =1 =
n n 2
1 n 2 1
n −1
Var( X )
n −1
Var(Y ) i = 1( X i - X ) in=1 (Yi - Y )
n n
in=1 ( X i - X )(Yi - Y )
= . (2.5)
2
in=1 ( X i in=1 (Yi
2
- X) -Y )
adviladD SeiZleba vaCvenoT, rom Tvisebebi, romlebic zemoT Teoriuli
kovariaciisaTvis da korelaciis koeficientisaTvis moviyvaneT, ZalaSia, agreTve,
SerCeviTi kovariaciisaTvis da SerCeviTi korelaciis koeficientisaTvis (ix.
savarjiSo 2.4 da 2.5).
SemdegSi aucilebelia gvaxsovdes, rom SerCevaSi moxvedril sidideebis SeTa-
1
winamdebare saxelmZRvaneloSi simbolo cov gamoiyeneba Teoriuli, xolo Cov
SerCeviTi kovariaciis aRmniSvnelad. analogiurad, var Teoriuli dispersiis
aRmniSvnelia, xoli simbolo Var ki - SerCeviT dispersiis.
43
nawyoba SemTxveviT xasiaTs atarebs. aqedan gamomdinare, SemTxveviT sidideTa spe-
cifikur jgufs warmoqmnis SerCeviTi erTobliobis ricxviTi maxasiaTeblebi, maT
Soris zemoT moyvanili X , Var ( X ) , Cov ( X , Y ) , rX ,Y . es garemoeba ganapirobebs
imas, rom am SemTxveviTi sidideebisaTvis SeiZleba gamovTvaloT Teoriuli maxa-
siaTeblebi, maT Soris Teoriuli saSualo da Teoriuli dispersia.
savarjiSoebi
2.3. cxril 2.1-Si moyvanilia monacemebi pirvel kursze miRebul studentTa raodenobis,
swavlis Rirebulebisa da universitetSi dasaqmebul titulovan mecnierTa ricxvis
Sesaxeb 10 SemTxveviT SerCeul universitetisaTvis. gamoTvaleT Var (Y ) , Cov (Y , X ) ,
44
$ 2.2. Sefaseba da Sefasebebi2
2
sityva Sefaseba SemdegSi ori SinaarsiT ixmareba. erT SemTxvevaSi igi gulisxmobs
raime maxasiaTebels, sxva SemTxvevaSi ki process, romliTac am maxasiaTeblis moZeb-
na xorcieldeba.
45
~
nebismieri n -sTvis, alternatiuli θ n SefasebisTvis da ε1 da ε 2 ricxvTa ara-
uaryofiTi wyvilisTvis. samwuxarod, ar arsebobs Sefasebis idealuri meTodebi.
amis gamo, θ n parametris realurTan siaxlovis Sesafaseblad ramdenime moTxovna
Sefasebis gadauadgilebloba
1 n 1 n
E ( X ) = E X i = E ( X i ) .
n i =1 n i =1
vinaidan, ganmartebis Tanaxmad, X i SemTxveviTi sididea, romelsac igive ganawi--
E( X ) = μX . (2.6)
46
n n
Z = λ i X i , λ i 0, i = 1, , n; λ i =1
i =1 i =1
nare D ( X ) = D ( X i ) = X2 . amitom
1 n 1 n
1
D ( X ) = E ( X − μ X ) 2 = D X i = 2 D( X i ) = X2 .
n i =1 n i =1 n
amis gaTvaliswinebiT gveqneba
1 n 1 n
E (Var ( X )) = E ( X i − X ) 2 = E [( X i - μ X ) − ( X − μ X )] 2 =
n i =1 n i =1
1 n
= E [( X i - μ X ) 2 − 2( X i - μ X )( X − μ X ) + ( X − μ X ) 2 ] =
n i =1
1 n
= E ( X i - μ X ) 2 − n( X − μ X ) 2 =
n i =1
1 n 1 n −1 2
=
n i =1
E ( X i - μ X ) 2 − E ( X − μ X ) 2 = X2 − X2 =
n n
X .
3
Tu X SemTxveviTi sididisaTvis cnobils warmoadgens Teoriuli saSualo μX ,
n
maSin ucnobi σ X2 -is gadauadgilebel Sefasebis rolSi ganixileba S 2 =
X
1
n (X
i =1
i − X ).
48
-s mimarT da isini nuls gavutoloT. gveqneba
L
= 2 X2 λ i − = 0, i = 2,, n ;
λ i
L n
= 1 − λi = 0.
i =1
Sefasebis Zalmosiloba
49
sxvaobis absoluturi mniSvneloba naklebi iqneba ragind mcire ε -ze, erTisken
miiswrafvis, roca n → , maSin θ n Zalmosilia. sxvanairad, Zalmosilobis (2.9)
n −1 2
Var ( X ) gadaadgilebuli Sefasebaa da E (Va ( X )) = X . mocemul gamosaxule-
n
baSi gadavideT zRvarze. miviRebT
n −1 2 n −1
lim E (Var ( X )) = lim X = X2 lim = X2 1 = X2 .
n → n → n n → n
aseT SemTxvevaSi vambobT, rom Var ( X ) aris X -is asimptoturad gadauadgile-
2
beli Sefaseba.
axla SevamowmoT, n -is usasrulo gadidebisas nulisaken miiswrafvis Tu ara
dispersia D(Var( X )) . Aam mizniT ganvixiloT gamosaxuleba
2
Var( X ) n X −X
n = i . (2.10)
X2 i =1 X
statistikaSi cnobilia fiSeris Teorema, romelic normaluri ganawilebis mqone
50
generaluri erTobliobis SerCeviTi maxasiaTeblebis X -is da Var ( X ) -is ganawi-
lebebs exeba. moviyvanoT igi damtkicebis gareSe.
Teorema 2.1 (fiSeris Teorema). davuSvaT, rom X 1 , X 2 , , X n aris SemTxve-
viTi SerCeva normalurad ganawilebuli generaluri erTobliobidan, romlis maTe-
matikuri lodinia X , dispersia ki - X2 . maSin nebismieri n -saTvis (SerCevis ne-
n − 1 xarisxiT: nVar ( X ) X2 ~ 2 ( n − 1) ;
Var( X ) n2
D n
= D[ 2
( n − 1)] = D(Var( X )) = 2(n − 1) .
σ 2
X ( σ 2 2
X )
Aaqedan pirdapir gamomdinareobs:
2(σ X2 ) 2 (n − 1)
D(Var( X )) = . (2.11)
n2
A advilad SevniSnavT, rom roca n → , maSin D (Var ( X )) → 0 , radganac
51
noT gadaadgilebuli, Tuki am ukanasknelis dispersia mcirea, Zalmosil Sefa-
sebasac SeiZleba vamjobinoT mcire dispersiis mqone araZalmosili Sefaseba.
savarjiSoebi
2.6. CamoTvaleT SefasebaTa ZiriTadi Tvisebebi. riT aris TiToeuli maTgani mniSvne-
lovani?
2.7. zogad SemTxvevaSi, SerCevis moculobis gadidebisas Sefasebis ganawilebis dispersia
mcirdeba. niSnavs Tu ara es, rom Sefaseba ufro efeqtiani xdeba? axsenT Tqveni pasuxi.
2.8. qveyanaSi bolo 10 wlis periodze Catarebuli dakvirvebiT miRebul iqna inflaciis
wliuri donis Semdegi mniSvnelobebi 5,3; 7,6; 6,8; 8,3; 10,4; 8,7; 6,8; 6,3; 7,0; 7,5.
gansazRvreT inflaciis wliuri donis gadauadgilebeli saSualo, dispersia da saSualo
kvadratuli gadaxra.
n n
1 1 n
1) ̂1 =
4
(X1 + X 2 ) + Xi ;
2(n − 2) i =3
2) ̂ 2 =
(n − 2) 2
X
i =1
i ;
n
1 1
3) ̂1 =
6
(X1 + X 2 + X 3 ) + Xi ;
2(n − 3) i =4
1 n 1 1 4 n
4) ˆ 4 =
n i =1
Xi −
n+5
; 5) ̂ 5 =
5
X1 +
5(n − 2) i = 2
Xi ;
n n
n n
6) ̂ 6 = Xi ;
(n − 20) i =1
7) ̂1 =
(n + 4) 2
X
i =1
i .
n
ln(n) 1 n 1
3) ̂ 32 =
(n + 30) 2
( X i − X )2 ;
i =1
4) ˆ 42 =
(n − 1) i =1
( X i − X )2 −
n+4
.
Semdegi wyvili:
P(Wn ( ) ε1 ) = / 2 ; P(Wn ( ) ε 2 ) = / 2 .
53
P(ε1 Wn ( ) ε 2 ) = 1 −
P(Wn ( ) ε1 ) = P (Wn ( ) ε 2 ) =
2 2
ε1 ε2
Wn ( )
nax. 2.1
Zn ( X − μ) nVar( X )
Wn ( ) = = =
2 (n − 1) (n − 1) / n (n − 1) 2
54
X −μ
= = t (n − 1) ,
Var(X) /(n − 1)
miviRebT SemTxveviT Wn ( ) = t (n − 1) = t sidides, romelic n − 1 Tavisuflebis xa-
t ( n − 1) t / 2 Semdegnairad CavweroT
X −μ
− t / 2 t .
Var ( X ) / (n − 1) / 2
Aaqedan martivi gardaqmnebiT miviRebT
Var ( X ) Var ( X )
X − t / 2 μ X + t / 2 (2.13)
(n − 1) (n − 1)
es ukanaskneli warmoadgens Teoriuli saSualos ndobis intervals, romelic
ganisazRvreba n moculobis SemTxveviTi SerCevis safuZvelze.
miRebuli gamosaxuleba normaluri ganawilebis mqone SerCeviTi erTobli-
obis Teoriuli saSualos ndobis intervals warmoadgens. rogorc vxedavT, ndobis
intervalis sidide damokidebulia SerCevis moculobaze n -ze - n -is zrdas inte-
rvalis Semcireba mosdevs. intervalis sidide damokidebulia, aseve, ndobis alba-
Tobis γ -s sididis SerCevaze. zogad SemTxvevaSi, rac ufro axlosaa γ erTTan
(anu rac mcirea mniSvnelovnebis done ), miT didia intervalis sigrZe.
55
rom Tu SemTxveviTi X 1 , X 2 , , X n SerCevis mravaljeradi realizeba moxdeba,
(n − 1) S 2 nVar( X )
Wn ( ) = = = 2 (n − 1) ,
2
2
P (ε1 2 (n − 1) ε 2 ) = P ( 2 (n − 1) ε 2 ) − P ( 2 (n − 1) ε1 ) = 1 − .
P ( 2 (n − 1) ε 2 ) = 1 − / 2 da P ( 2 ( n − 1) ε1 ) = / 2
Aan rac igivea
P ( 2 ( n − 1) ε 2 ) = / 2 da P ( 2 (n − 1) ε1 ) = 1 − / 2 ,
f ( 2 )
/2
/2
nax. 2.2
56
aq aRwerilis safuZvelze zemoT moyvanili ε1 2 (n − 1) ε 2 utoloba
savarjiSoebi
2.12. erTi da igive modelis 35 avtomobilis gamocdam aCvena, rom benzinis saSualo
danaxarji 100 km-ze 5,65 litrs Seadgens. Bbenzinis danaxarjis standartuli gadaxra
0,35 litris tolia. gamoTvaleT 95%-iani ndobis intervali benzinis xarjvis Teoriuli
maTematikuri lodinisTvis, Tu cnobilia, rom benzinis danaxarji 100 kilometrze
normalur ganawilebas eqvemdebareba.
2.14. avtomatdanadgari paketebs 250 g TxiliT avsebs. iTvleba, rom saWiroa danadgaris
gadawyoba, roca paketis normaluri wonisagan standartuli gadaxra 5 g-s aRemateba. 10
paketis sakontrolo awonvam Semdegi Sedegi mogvca: 245, 248, 250, 250, 252, 256, 243,
251, 244, 253.
a) aageT normaluri wonisagan standartuli gadaxris 95%-iani ndobis intervali;
b) SeiZleba Tu ara am intervaliT vimsjeloT danadgaris gadawyobis aucileblobis
Sesaxeb?
57
2.15. studentma 30 dRiani dakvirvebis Sedegad daadgina, rom saxlidan gamosvlis
momentidan universitetamde misvlisaTvis saSualod 20 wuTi sWirdeba, amasTan, gzaSi
yofnis xangrZlivobis SerCeviTi standartuli gadaxra S = 3 wuTs. CaTvaleT, rom
studentis gzaSi yofnis xangrZlivobas X -s normaluri ganawilebis kanoni Seesabameba
da am pirobebSi gansazRvreT 95%-iani ndobis intervalebi gzaSi yofnis xangrZlivobis
maTematikuri lodinisaTvis -saTvis da saSualo kvadratuli gadaxrisaTvis -saTvis.
vTqvaT, xangrZlivi dakvirvebis Sedegad dadginda, rom =20 wT-s da =3 wT-s.
gansazRvreT 100 SemTxvevidan saSualod ramdenjer daagviana studentma leqciaze, Tu igi
saxlidan gadioda 8 saaTze da 12 wuTze leqciis dawyebis dro ki cxris naxevaria?
ZiriTadi cnebebi
58
H O : θ θO , mieTiTeba albaTur mniSvnelobaTa garkveuli are. cxadia, rTuli
hipoTeza martiv hipoTezaTa garkveul simravles moicavs.
yovel nulovan hipoTezas alternatiuli hipoTeza Seesabameba, romelic,
Cveulebriv, H 1 -iT aRiniSneba. nulovani hipoTezis mimarT alternatiuli hipoTe-
59
lebia. kritikuli wertilebisa da kritikuli aris gansazRvris safuZvlad aRe-
bulia mcire albaTuri xdomilebis moxdenis praqtikuli SeuZleblobis principi,
romelic hipoTezis Semowmebis dros Semdegi saxiT gamoiyeneba.
viRebT sakmarisad mcire sidides da vsazRvravT kritikul ares, 0 -s,
60
1. daviwyoT pirveli SemTxveviT, roca H 0 : = 0 hipoTeza H 1 : 0 al-
sazRvreba
P(n kr
*
) = , (2.15)
sadac kr
*
kritikuli wertilia. SemdegSi mas qveda kritikul wertils vuwo-
~
debT. Tu X 1 , X 2 , , X n SerCevidan miRebuli n mniSvneloba n < kr
*
areSi aR-
kr* a)
n b) kr** n
nax. 2.3
kr* = t1− ,n−1 - (2.15) gantolebis amonaxsni, xolo SerCevis monacemebis gamoyenebiT
61
~
(2.16)-dan gamovTvaloT n -is dakvirvebadi mniSvneloba n . Tu aRmoCndeba, rom
~
n t1− ,n−1 , maSin nulovan hipoTezas uarvyofT; sawinaaRmdego utolobis dros
nulovan hipoTezas miviRebT.
2. zemoT ganxilulis msgavasad mimdinareobs H 0 : = 0 hipoTezis Semow-
P(n kr
**
) = , (2.17)
romelSic kr
**
zeda kritikul wertils aRniSnavs. cxadia, mocemul situaciaSi
~
nulovani hipoTezis uaryofis pirobas SerCevidan miRebuli n -is kritikul
n > kr** areSi (nax. 2.3b-ze daStrixuli are) moxvedra warmoadgens.
moviyvanoT magaliTi. davuSvaT, Sesamowmebel nulovan hipoTezaSi aRniSnavs
nVar ( X ) (n − 1) S 2
n = = , (2.18)
02 02
SemTxvevaSi H 0 -s miviRebT.
62
P(n kr
*
)= ,Y P(n kr
**
)= . (2.19)
2 2
nax. 2.4-ze nulovani hipoTezis uaryofis pirobas X 1 , X 2 , , X n SerCevidan
~
miRebuli n -is marjvniv da marcxniv daStrixuli `kudebidan” erT-erTSi moxved-
ra warmoadgens.
2 2
kr* kr** n
nax. 2.4
1 2
kr* 0 kr** 1 n
N
nax. 2.5
63
davuSvaT, 0 da 1 mniSvnelobebi imdenad axlosaa erTmaneTTan, rom 1 da 2
mrudebi erTmaneTs hkveTs ise, rogorc es nax. 2.5-zea naCvenebi. aseT situaciaSi
hipoTezis Semowmebam ormxrivi kriteriumiT SeiZleba araswor daskvnamde migvi-
yvanos. marTlac, davuSvaT, rom mocemuli -saTvis (2.19)-iT ganvsazRvreT kri-
tikuli kr
*
da kr
**
wertilebi da SerCeviTi erTobliobidan miRebuli statisti-
~
ka n aRmoCnda kr
*
-is marcxniv daStrixul areSi. maSin ormxrivi kriteriumiT
hipoTeza. magram nax. 2.5 TvalnaTliv gviCvenebs, rom aseT situaciaSi ufro logi-
kuri iqneboda, Tu piriqiT moviqceodiT - uarvyofdiT H 1 -s da miviRebdiT H 0 -s.
bSi vambobT, rom vuSvebT pirveli gvaris Secdomas, romelic gulisxmobs marTe-
buli H 0 hipoTezis uaryofas. cxadia, rac mcirea , miT naklebalbaTuria pir-
64
cxrili 2.2
H 0 hipoTezis Sesamowmebeli H 0 hipoTezis SesaZlo mdgomareoba
Semowmebis Sedegebi H 0 hipoTeza sworia H 0 hipoTeza arasworia
uaryofilia I gvaris Secdoma swori gadawyvetileba
ar aris uaryofili swori gadawyvetileba II gvaris Secdoma
f ( x, a) f ( x, b)
1 2
a B kr
** A b n
nax. 2.6
obs mrudi 1-s qveS, warmoadgens pirveli gvaris Secdomis daSvebis albaTobas. es
~
niSnavs, rom Tu SerCevidan miRebuli n -s mniSvneloba aRmoCndeba mocemul areSi,
= f ( x, b)dx.
-
4
SegaxsenebT, rom kr** ganisazRvreba P(n kr
**
) = gantolebidan
65
Tad, B wertilSi da marTebulad CavTvliT H 0 -s. nax. 2.6 TvalnaTliv gviCvenebs,
savarjiSoebi
67