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Tavi II

sabazo cnebebi maTematikuri statistikidan

$ 2.1. SemTxveviTi SerCeva da misi ricxviTi maxasiaTeblebi

ganasxvaveben generaluri da SerCeviTi erTobliobis cnebas. generaluri erT-


oblioba SemTxveviTi sididis realizaciis yvela SesaZlo variants moicavs. mag-
ram, rogorc wesi, mTliani generaluri erTobliobis gamokvleva an SeuZlebelia,
an kidev xelmisawvdomia mxolod misi nawili, romelsac SerCeva (SerCeviTi erT-
oblioba) ewodeba. ZiriTadi moTxovna, romelic nebismier SerCevas waeyeneba, gene-
raluri erTobliobis Sesaxeb rac SeiZleba sruli informaciis miRebaSi mdgoma-
reobs. imisTvis, rom SerCevam es moTxovna daakmayofilos, igi warmomadgenlobiTi,
anu reprezentatuli unda iyos. SerCevis reprezentatuloba randomizaciis, SemT-
xveviTi SerCevis wesis gamoyenebiT miiRweva. dakvirvebaTa X 1 , X 2 ,  , X n Tanamim-

devrobas n moculobis SemTxveviTi SerCeva ewodeba, Tu X 1 , X 2 , , X n miRebu-

lia rogorc F (x) ganawilebis mqone raime X SemTxveviTi sididis damoukidebeli


realizaciebi. Teoriuli TvalsazrisiT SemTxveviTi X 1 , X 2 , , X n SerCeva ganixi-

leba rogorc erTi da igive F (x) ganawilebis mqone damoukidebel SemTxveviT


sidideTa Tanamimdevroba.
SemTxveviTi SerCevisaTvis, iseve rogorc generaluri erTobliobisaTvis, gai-
angariSeba ricxviTi maxasiaTeblebi, amasTan, generaluri erTobliobisaTvis miRe-
bul maxasiaTeblebs ewodeba Teoriuli (Teoriuli maTematikuri lodini, Teori-
uli dispersia da a.S.), xolo SemTxveviTi SerCevidan miRebul maxasiaTeblebs ki -
SerCeviTi statistikebi, anu Sefasebebi (SerCeviTi saSualo, SerCeviTi dispersia
SerCeviTi korelacia da a.S.).
vTqvaT mocemulia X 1 , X 2 , , X n SemTxveviTi SerCeva. maSin

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

SerCeviTi kovariaciis gamosaTvlelad zogjer mizanSewonilia (2.3)-is nacvlad


misi ekvivalenturi formiT visargebloT:
1 n
Cov( X , Y ) =  X iYi − XY .
n i =1
(2.4)

SerCeviTi korelaciis koeficienti Cor ( X ,Y ) (SemoklebisaTvis aRvniSnoT


igi rX ,Y -iT) erT-erTi Semdegi formuliT moicema

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.
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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

2.1. daamtkiceT Semdeg tolobaTa samarTlianoba


1 n 1 n 2
Cov( X , Y ) =  X iYi − XY ;
n i =1
Var( X ) = 
n i =1
X i − X 2.

2.2. davuSvaT, rom X da Y SemTxveviT sidideebze ganxorcielebuli SemTxveviTi dakvir-


vebis X 1 , X 2 , , X n da Y1 , Y2 , , Yn monacemebi akmayofileben pirobas Yi = a + bX i .

gamoTvaleT Var (Y ) , Cov ( X,Y ) da rY , X .

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 ) ,

Cov (Y , Z ) , rY , X , rY ,Z SerCeviTi maxasiaTeblebi.


cxrili 2.1
universitetis # 1 2 3 4 5 6 7 8 9 10
I kursis studentTa 4 7 3 1,5 10 6 8 0,5 2,5 5
raodenoba (asi kaci) Y
swavlis wliuri Rire- 2,5 3,6 2,7 2 1,9 3,5 3 2 4 4,5
buleba (aTasi lari) X
titulovan mecnierTa 5 12 8 3 15 8 13 0 4 9
ricxvi Z

ra daemarTeba Tqvens mier miRebul maCveneblebis mniSvnelobebs im SemTxvevaSi, Tu


cxrilSi moyvanil zomis erTeulebs SevamcirebT: asi kacis nacvlad aviRebT kacs, aTasi
laris nacvlad – lars?

2.4. CamoayalibeT SerCeviTi kovariaciis Tvisebebi da daaamtkiceT TiToeuli Tvisebis


samarTlianoba.

2.5. CamoayalibeT korelaciis SerCeviTi koeficientis Tvisebebi da daaamtkiceT TiToeuli


Tvisebis samarTlianoba.

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$ 2.2. Sefaseba da Sefasebebi2

maTematikuri statistikis erT-erTi ZiriTadi amocanaa generaluri erTobli-


obis ricxviTi maxasiaTeblebis SerCeviT erTobliobis safuZvelze Sefaseba.
davuSvaT, rom generaluri erTobliobisaTvis mocemulia n moculobis Ser-
Ceva X = ( X 1 , X 2 ,, X n ) da cnobilia, rom X SemTxveviTi veqtoris ganawilebis

funqcia F ( x, θ ) = F ( x1 , x2 ,, xn , θ ) Seicavs ucnob θ parametrs raime mocemuli

parametruli  simravlidan. Sefasebis mizania X = ( X 1 , X 2 ,, X n ) SerCevis safu-

Zvelze ucnobi θ parametris Sesaxeb statistikuri daskvnebis gakeTeba. umetes


SemTxvevaSi es ukanaskneli θ parametris Sesabamisi Sefasebis (statistikis) gan-
sazRvras gulisxmobs.
zogad SemTxvevaSi Sefaseba (statistika) ewodeba X = ( X 1 , X 2 ,, X n ) SerCe-

vaze realizebul nebismier T ( X ) = T ( X 1 , X 2 ,, X n ) funqcias, romelic mniSvnelo-

bebs mocemul  parametrul simravleze iRebs. Sefaseba SeiZleba iyos werti-


lovani da intervaluri. wertilovani Sefasebis amocanaa moiZebnos θ -s iseTi

statistika θˆn = T ( X 1 , X 2 ,, X n ) , romlis mniSvneloba, garkveuli azriT, SeiZ-

leba ucnobi θ parametris WeSmariti mniSvnelobis miaxloebad CaiTvalos da mis


nacvlad iqnes gamoyenebuli. intervaluri Sefasebis dros ki X = ( X 1 , X 2 ,, X n )

SerCevis safuZvelze ganisazRvreba iseTi ricxviTi intervali, romlis SigniTac


SeiZleba imyofebodes θ parametri.
SevCerdeT wertilovan Sefasebaze. intuiciurad cxadia, rom θ -s miaxloebad
SeiZleba sxvadasxva Sefaseba (statistika) gamoviyenoT. maTgan saukeTesos SesarCe-
vad saWiroa gagvaCndes Sefasebis `xarisxis~ ganmsazRvreli kriteriumebi. erT-

erTi bunebrivi moTxovna, romelic SeiZleba wavuyenoT θ n Sefasebas, aris is, rom
~
igi ufro axlos iyos θ -sTan, vidre nebismieri sxva θ n Sefaseba. idealur Sem-

TxvevaSi θ n Sefasebam unda daakmayofilos piroba
  ~ ~
P(θn − ε1  θ  θn + ε 2 )  P(θn − ε1  θ  θn + ε 2 )

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

gamoiyeneba. praqtikaSi gansakuTrebuli yuradReba Sefasebis gadauadgileblobis,


efeqtianobisa (optimalurobis) da Zalmosilobis Tvisebebs eqceva.

Sefasebis gadauadgilebloba

θˆn = T ( X 1 , X 2 ,, X n ) Sefasebas θ parametris gadauadgilebeli Sefaseba ewo-


deba, Tu yoveli θ -saTvis, romelic mocemul parametrul  simravles ekuTvnis,
sruldeba piroba

E (θ n ) = θ .

winaaRmdeg SemTxvevaSi θ n -s gadaadgilebuli Sefaseba ewodeba. gadaadgilebis

zomas gansazRvraven sididiT



b(θ ) = E (θn ) − θ.

roca b( )  0 , maSin θ n Sefaseba gadaadgilebulia zemoT, xolo roca b( )  0 ,

maSin - qvemoT. moTxovna gadauadgileblobis Sesaxeb gulisxmobs, rom Sefasebis


gansazRvraSi sistematur calmxriv Secdomas adgili ar eqneba.
moviyvanoT gadauadgilebel da gadaadgilebel SefasebaTa magaliTebi. zemoT
ukve ganvixileT SemTxveviTi SerCevisaTvis gansazRvruli maxasiaTeblebi: saSualo
X da dispersia Var ( X ) . SeiZleba vaCvenoT, rom X aris μ X -is gadauadgilebe-
li, xolo Var ( X ) ki D ( X ) -is gadaadgilebuli Sefaseba. marTlac, ganvixiloT

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--

leba gaaCnia, rac X -s, amitom E ( X i ) = E ( X ) = μ X . amis gaTvaliswinebiT miviRebT

E( X ) = μX . (2.6)

maSasadame, X Teoriuli saSualos gadauadgilebeli Sefasebaa. magram, unda iT-


qvas, rom X μ X -saTvis am tipis erTaderT Sefasebas ar warmoadgens. nebismieri
Sewonili saSualo

46
n n
Z =  λ i X i , λ i  0, i = 1, , n; λ i =1
i =1 i =1

aseve akmayofilebs gadauadgileblobis pirobas:


n n
E ( Z ) =  λ i E ( X i ) = λ i  X =  X .
i =1 i =1

es ki niSnavs, rom μ X -is gadauadgilebel SefasebaTa simravle usasruloa.

axla ganvixiloT Var ( X ) da misTvis gamovTvaloT maTematikuri lodini


E (Var ( X )) . winaswar aRvniSnoT, rom SemTxveviTi SerCevis ganmartebidan gamomdi-

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 .

maSasadame, vaCveneT, rom SerCeviTi dispersia Var ( X ) Teoriuli dispersiis

 X2 -is gadaadgilebul Sefasebas warmoadgens. imisaTvis, rom movaxdinoT am gada-


adgilebis eliminireba, Teoriuli dispersiis Sefasebad uSualod Var ( X ) -is nac-
vlad gamoiyeneba misi koreqtirebuli sidide3
n 1 n
S X2 =
n −1
Var( X ) = 
n − 1 i =1
( X i − X )2 . (2.7)

cxadia, am ukanasknelisaTvis sruldeba piroba E ( S X ) =  X .


2 2

unda iTqvas, rom SerCeviTi kovariacia Cov ( X , Y ) , romelic (2.3) formuliT

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 ).

SeiZleba damtkicdes, rom E ( S X2 ) = σ X2 .


47
gainisazRvreba, agreTve, Teoriul kovariaciis gadaadgilebuli Sefasebis rolSi
gvevlineba. kerZod,
n −1
E (Cov ( X , Y )) = cov ( X , Y ) .
n
cov( X , Y ) -is gadauadgilebuli Sefasebis misaRebad SerCeviTi kovariacia

Cov ( X , Y ) unda gavamravloT n /(n − 1) sidideze.

Sefasebis efeqtianoba (optimaluroba)

gadauadgilebloba es erT-erTi mniSvnelovani moTxovnaa, romelic Sefasebebma


unda daakmayofilos. aranakleb mniSvnelovan rols TamaSobs Sefasebebis saimedo-
bis, efeqtianobis (optimalurobis) Tviseba, romelic gansakuTrebiT kargad gada-
uadgilebeli Sefasebebis klasis ganxilvisas gamovlindeba.

M mocemuli SerCeviTi erTobliobiT gamoTvlil gadauadgilebel θ n Sefasebas
θ parametris efeqtiani, anu optimaluri Sefaseba ewodeba, Tu igive SerCeviTi
erTobliobiT gamoTvlil nebismier sxva gadauadgilebel Sefasebebs Soris mas

minimaluri dispersia D(θ n ) Seesabameba.
moviyvanoT efeqtiani Sefasebis magaliTi. zemoT aRvniSneT, rom nebismieri
Sewonili saSualo
n n
Z =  λ i X i , λ i  0, i = 1, , n; λ i =1 (2.8)
i =1 i =1

Teoriuli saSualos μ X -is gadauadgilebeli Sefasebaa. am saSualoebs Soris


efeqtianis gamosavlenad ganvixiloT
n n
D( Z ) =  λ i2 D( X i ) = X2  λ i2 .
i =1 i =1

maSasadame, Cveni amocana iseTi λ i , i = 1,  , n , sidideebis moZebnaSi mdgoma-

reobs, romlebic (2.8) pirobebs akmayofilebs da imavdroulad D ( Z ) -s minimalur


mniSvnelobas aniWebs. radganac saqme pirobiTi eqstremumis amocanasTan gvaqvs, mis
gadasawyvetad SevadginoT lagranJis funqcia
n
 n

L(λ,  ) =  X2  λ i2 + 1 −  λ i  ,
i =1  i =1 
sadac  lagranJis mamravlia. ganvixiloT L(λ,  ) -s kerZo warmoebulebi λ i -sa da

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

advilad davadgenT, rom mocemul sistemas gaaCnia erTad-erTi amonaxsni


λ1 = λ 2 =  = λ n = 1 n .
es ki niSnavs, rom μ X -saTvis wrfivad gansazRvrul gadauadgilebel (2.8) Sefase-
n
bebs Soris efeqtiani Sefaseba mxolod saSualo ariTmetikulia: X =  X i / n .
i =1

imis miuxedavaT, rom gadauadgilebloba da efeqtianoba SefasebisaTvis sasur-


veli Tvisebebia, calkeul SemTxvevaSi isini SeiZleba erTdroulad ar srulde-
bodes. kerZod, SeiZleba aRmoCndes, rom Teoriuli maxasiaTeblis ori Sefasebidan
erTi gadauadgilebelia, meore gadaadgilebuli, magram naklebi dispersiiT xasi-
aTdeba. aseT SemTxvevaSi unda gavakeToT arCevani, romelic damokidebulia garemo-
ebaze. roca dasaSvebia mcire, magram miuRebelia didi Secdomebi, maSin upirate-
soba mcire dispersiis mqone gadaadgilebul Sefasebas unda mieniWos; piriqiT,
roca SesaZlo Secdomebi sagangaSo ar aris imis gamo, rom didi moculobis
dakvirvebis pirobebSi isini erTmaneTs Caaqrobs, maSin upiratesoba SeiZleba gada-
uadgilebel Sefasebas mivaniWoT.

Sefasebis Zalmosiloba

zemoT Cven vsaubrobdiT Sefasebebis Tvisebebze, romlebsac azri SerCeviTi


erTobliobis erTi da igive n moculobis pirobebSi aqvs. davsvaT axla kiTxva:
rogori iqneba Sefaseba, Tu SerCevis moculobis gazrdas SevecdebiT? zogadi ten-
dencia iseTia, rom n -is gadidebas Sefasebis sizustis amaRleba mosdevs. es gare-
moeba swored Zalmosilobis Tvisebis SemoRebas ganapirobebs.

θ parametris θ n Sefasebas Zalmosili ewodeba, Tu igi n →  pirobebSi al-
baTobiT Teoriuli mniSvnelobisaken miiswrafvis:

lim P(| θn − θ | ε) = 1 . (2.9)
n→

maSasadame, Tu albaToba imisa, rom θ n Sefasebasa da Teoriul θ -s Soris

49
sxvaobis absoluturi mniSvneloba naklebi iqneba ragind mcire ε -ze, erTisken

miiswrafvis, roca n →  , maSin θ n Zalmosilia. sxvanairad, Zalmosilobis (2.9)

piroba Semdegnairad SeiZleba CavweroT

P limˆn =  , an kidev ˆn ⎯⎯→


P
 .
n→

umetes SemTxvevaSi Tu Sefaseba gadauadgilebelia, maSin igi Zalmosilicaa,


Tumca sawinaaRmdego mtkiceba aramarTebulia. amave dros, gadaadgilebuli Sefa-
sebebi SeiZleba akmayofilebdes Zalmosilobis pirobas. magaliTad, SerCeviTi dis-
persia Var ( X ) an SerCeviTi kovariacia Cov( X , Y ) , miuxedavad imisa, rom Sesaba-
misi Teoriuli mniSvnelobebisaTvis mcire SerCevisas gadaadgilebuli Sefasebebia,
Zalmosilobis TvisebiT xasiaTdeba.
praqtikaSi Zalmosili Sefasebebis gamosavlenad xSirad Semdegi marTebuli

mtkiceba (Sefasebis Zalmosilobis sakmarisi piroba) gamoiyeneba: Tu E (ˆn ) → 

(an E (ˆn ) =  ) da D(ˆn ) → 0 , roca n →  , maSin ˆn aris  -s Zalmosili Sefa-


seba. visargebloT am debulebiT da vaCvenoT, rom, magaliTad, normaluri ganawi-
lebis mqone SemTxveviTi SerCevisaTvis Var ( X ) aris  X2 -is Zalmosili Sefaseba.

Ppirvel rigSi SevamowmoT E (ˆn ) →  piroba, romelic mocemul konkretul

SemTxvevaSi Caiwereba, rogorc E (Va ( X )) →  X2 . zemoT ukve davadgineT, rom

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-

bismieri moculobisTvis) SerCeviTi maxasiaTeblebi X da Var ( X ) Semdegi Tvise-


bebiT xasiaTdeba:
a) X normalurad ganawilebuli SemTxveviTi sididea da X ~ N (  X ,  X2 / n) ;

b) SemTxveviT sidides nVar ( X )  X2 Seesabameba  2 -ganawileba Tavisuflebis

n − 1 xarisxiT: nVar ( X )  X2 ~  2 ( n − 1) ;

g) X da Var ( X ) erTmaneTisagan statistikurad damoukidebelia.

 2 ganawilebis daxasiaTebisas aRvniSneT, rom D[  2 (n − 1)] = 2(n − 1) . amis


gaTvaliswineba (2.10)-Si mogvcems

 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

lim[(n − 1) n 2 ] = 0 . maSasadame, Var ( X ) Zalmosili Sefasebaa. Aaqve aRvniSnavT, rom


n→

Tu dakvirvebis ricxvis usasrulo gadidebisas Zalmosili Sefasebis dispersia


nulisaken miiswrafvis, maSin aseTi Sefaseba asimptoturad efeqtiania.
Zalmosilobis Tviseba metad mimzidvelia im TvalsazrisiT, rom imeds iZleva
SerCevis moculobis gazrdiT maRali sizustis Sefasebebi miviRoT. garda amisa,
roca mcire SerCevisaTvis SeuZlebelia gadauadgilebeli Sefasebis moZebna, maSin
unda vecadoT Zalmosili Sefasebis miRebas. magram unda gvaxsovdes, rom Zalmo-
sili Sefaseba, zogad SemTxvevaSi, mcire SerCevisaTvis SeiZleba ufro arasaimedo
iyos, vidre araZalmosili (xasiaTdebodes, magaliTad, didi saSualo kvadratuli
SecdomebiT). amitom, rogorc gadauadgilebel Sefasebas zogjer SeiZleba vamjobi-

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.

2.9. mocemulia erTnairad ganawilebuli  da  2 maxasiaTeblebis mqone SemTxveviT sid-


ideTa X 1 , X 2 , , X n SerCeva. ganvixiloT  parametris Semdegi wrfivad gansazRvruli
Sefasebebi

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 .

daadgineT gadauadgileblobis, Zalmosilobis da efeqtianobis Tvisebebidan romelsa


flobs TiToeuli maTgani.

2.10. mocemulia normalurad ganawilebuli  da  2 maxasiaTeblebis mqone SemTxveviT


sidideTa X 1 , X 2 , , X n SerCeva. ganvixiloT  2 parametris Semdegi Sefasebebi
1 n n n
1) ̂ 12 = 
(n − 1) i =1
( X i − X )2 ; 2) ̂ 22 =
(n + 30) 2
(X
i =1
i − X )2 ;

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
.

daadgineT gadauadgileblobis da Zalmosilobis Tvisebebidan romelsa flobs TiToeuli


maTgani.
52
$ 2.3. intervaluri Sefaseba

intervaluri Sefasebis dros wertilovani Sefasebis, anu erTi konkretuli


  
θ n ricxvis dadgenis amocana icvleba iseTi (θn(1) , θn( 2) ) intervalis dadgenis amo-
caniT, romelSic raime winaswar gansazRvruli γ albaTobiT SeiZleba ucnobi WeS-
 
mariti θ parametris mniSvneloba imyofebodes. aseT (θn(1) , θn( 2) ) intervals ndobis

intervali ewodeba, xolo γ albaTobas ki - ndobis albaToba, anu Sefasebis sai-


 
medoba. θ n(1) = T1 ( X 1 ,, X n ) da θn( 2) = T2 ( X 1 ,, X n ) Sesabamisad ndobis zeda da

qveda sazRvrebia, romlebic SemTxveviTi sidideebia. SemTxveviTia, agreTve, ndobis


 
intervalic (θn(1) , θn( 2) ) .

N ndobis intervalis agebis zogadi sqema Semdegia:


1. cnobili ganawilebis mqone generaluri erTobliobidan aiReba n mocu-
lobis SerCeva da mis safuZvelze ganisazRvreba ucnobi θ parametris wertilo-

vani θ n Sefaseba;

2. igeba θ parametrTan dakavSirebuli iseTi SemTxveviTi sidide Wn ( ) ,

romlisTvisac cnobilia albaTobis simkvrivis funqcia f (w) ;


3. SeirCeva ndobis albaToba γ (an mniSvnelovnebis done  = 1 −  ). γ -s an
 = (1 −  ) -s arCeva konkretul garemoebebzea damokidebuli. Cveulebriv, praqti-
kaSi miRebulia 90, 95 da 99%-iani ndobis albaTobebi, rasac Seesabameba mniSvne-
lovnebis 10, 5 da 1%-iani doneebi;
4. SemTxveviTi Wn ( ) sididis simkvrivis funqciis gamoyenebiT da mniSvne-

lovnebis mocemuli  = (1 −  ) donis gaTvaliswinebiT veZebT iseT ε1 da ε 2 ricx-

vebs, romelTaTvisac sruldeba piroba


2
P(ε1  Wn ( )  ε 2 ) =
1
 f (w)dw =  = 1 −  . (2.12)

umetes SemTxvevaSi, ε1 da ε 2 ricxvebis misaRebad ixsneba gantolebaTa

Semdegi wyvili:
P(Wn ( )  ε1 ) =  / 2 ; P(Wn ( )  ε 2 ) =  / 2 .

nax. 2.1-ze warmodgenilia P(ε1  Wn ( )  ε 2 ) -is Sesabamisi are;

53
P(ε1  Wn ( )  ε 2 ) = 1 − 
 
P(Wn ( )  ε1 ) = P (Wn ( )  ε 2 ) =
2 2

ε1 ε2
Wn ( )
nax. 2.1

5. miRebuli ε1  Wn ( )  ε 2 utoloba sabolood gardaiqmneba iseT tolfas


 
θn(1)    θn( 2) utolobad, romelic γ albaTobiT faravs θ parametrs da warmo-
adgens mis intervalur Sefasebas.
moyvanili sqemis mixedviT ganvixiloT ndobis intervalis agebis magaliTi,
romlis msgavs xSirad vawydebiT ekonometrikuli modelirebis procesSi. vTqvaT,
cnobilia, rom generaluri erToblioba emorCileba normaluri ganawilebis kanons,

romlis maTematikuri lodini  da dispersia  2 ucnobia. mocemulia am erTob-

liobidan X 1 , X 2 , , X n SemTxveviTi SerCeva da mis safuZvelze unda ganvsazR-

vroT μ -s da  2 -is ndobis intervalebi.


normaluri ganawilebis maTematikuri lodinis ndobis intervali. dasawyisSi
ganvixiloT μ -s ndobis intervalis Sedgenis procedura. SemTxveviTi SerCevis

ganmartebidan gamomdinare X 1 , X 2 , , X n erTobliobis elementebi SeiZleba ganvi-

xiloT rogorc normaluri kanoniT ganawilebuli SemTxveviTi sidideebi, romel-

TaTvisac E ( X i ) = μ , D ( X i ) =  2 . am ukanasknelTa wertilovani X da Var(X )

Sefasebebis gamoyenebiT SevadginoT ori SemTxveviTi sidide:


2
X −μ nVar( X ) n
X −X 
Zn = da  (n − 1) =
2
=   i  ,
/ n 2 i =1   
CvenTvis ukve cnobilia rom, amaTgan pirveli - Z n ganawilebulia standar-

tuli normaluri kanoniT, meore -  2 ( n − 1) ki eqvemdebareba n − 1 Tavisuflebis

mqone xi-kvadrat ganawilebas.Aamave dros, fiSeris Teoremis Tanaxmad, Z n da

 2 (n − 1) statistikebi erTmaneTisagan damoukidebelia (ix. Teorema 2.1 mocemul


TavSi). amitom, Tu ganvixilavT Sefardebas

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-

risxis mqone situdentis t ganawilebis kanonis moTxovnebs akmayofilebs. stand-


artuli normaluri ganawilebis msgavsad stiudentis ganawilebac simetriulia.
es garemoeba saSualebas gvaZlevs  -s ndobis intervalis dadgenisas (2.12) gamo-

saxulebaSi ε1 da ε 2 parametrebi SevcvaloT, Sesabamisad, _ t / 2 da t / 2 paramet-

rebiT da am ukanasknelTa gansazRvrisaTvis gamoviyenoT gantoleba


P(| t (n − 1) | t / 2 ) = 1 −  = γ .
saZiebeli t / 2 miiReba stiudentis ganawilebis kritikuli wertilebis cxri-

lidan. magaliTad, roca γ =0,95 da n − 1 = 20 , maSin vRebulobT, rom t / 2 = 2,09 .

visargebloT aseTnairad gansazRvruli t / 2 -s mniSvnelobiT da utoloba

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.

vidre  2 -is ndobis intervalis gansazRvris magaliTze gadavalT, gavakeToT


erTi mniSvnelovani dazusteba, romelic dakavSirebulia (2.13) gamosaxulebis
interpretaciasTan. am gamosaxulebidan ar gamomdinareobs, rom mocemuli X -sTvis
moyvanil SualedSi ucnobi μ -s moxvedris albaToba udris γ -s. aq saubaria imaze,

55
rom Tu SemTxveviTi X 1 , X 2 , , X n SerCevis mravaljeradi realizeba moxdeba,

maSin Sefasebuli intervalebi μ -s mniSvnelobas 100 γ % SemTxvevaSi dafaraven.

normaluri ganawilebis dispersiis ndobis intervali.  2 -is ndobis


intervalis dasadgenad ganvixiloT misi gadauadgilebeli wertilovani Sefaseba

S 2 = n Var ( X ) ( n − 1) . am ukanasknelis gamoyenebiT SevadginoT SemTxveviTi sidide

(n − 1) S 2 nVar( X )
Wn ( ) = = =  2 (n − 1) ,
 2
 2

romelsac, rogorc zemoT aRvniSneT, Tavisuflebis n − 1 xarisxis  2 ganawileba


Seesabameba. maSasadame, (2.12) gantoleba mocemul SemTxvevaSi Semdeg saxes miiRebs

P (ε1   2 (n − 1)  ε 2 ) = P (  2 (n − 1)  ε 2 ) − P (  2 (n − 1)  ε1 ) = 1 −  .

cxadia, es gantoleba ε1 da ε 2 ricxvebis misaRebad jer kidev samarisi ar

aris. magram Tu damatebiT davuSvebT, rom

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 ,

maSin  2 ganawilebis cxrilis daxmarebiT ε1 -sa da ε 2 -is saZiebel mniSvnelo-

bebs advilad davadgenT. kerZod, mocemul cxrilSi Tavisuflebis n − 1 xarisxis


Sesabamisi striqonis da mniSvnelovnebis  / 2 donis Sesabamisi svetis gadakveTis
ujraSi dafiqsirebulia ε 2 -is mniSvneloba, xolo n − 1 striqonisa da 1 −  / 2

svetis gadakveTis ujraSi ki - ε1 -is mniSvneloba. Aamis gamo statistikur lite-

raturaSi ε1 -sa da ε 2 -is es mniSvnelobebi xSirad Semdegnairad aRiniSneba:

ε1 = 12− / 2,n−1 ; ε 2 =  2 / 2,n−1 (ix. Nnax. 2.2).

f ( 2 )

 /2

 /2

12− / 2,n−1 2 / 2,n−1 2

nax. 2.2

56
aq aRwerilis safuZvelze zemoT moyvanili ε1   2 (n − 1)  ε 2 utoloba

Semdegi saxiT SegviZlia CavweroT


nVar ( X )
12− / 2,n −1    2 / 2,n −1 .
 2

Tu amovxsnaT am ukanasknels  2 -is mimarT miviRebT ndobis intervals


nVar( X ) nVar( X )
 2  , (2.14)
  / 2,n−1
2
12− / 2,n−1
romelSic mocemuli  = 1− albaTobiT SeiZleba normalurad ganawilebuli
SemTxveviTi sididis dispersia imyofebodes.

savarjiSoebi

2.11. eleqtrogamanawilebel kompaniaSi dasaqmebulia 3000 muSaki. SemTxeviT gamokiTxuli


625 muSakis saSualoTviurma xelfasma 280 lari Seadgina. davuSvaT, CvenTvis cnobilia
kompaniis xelfasis uwyisebis sruli analizis Sedegi, romlis Tanaxmadac Tviuri xelfa-
sis saSualo kvadratuli gadaxra 30 laria. moZebneT am kompaniis saSualoTviuri xelfa-
sis 95%-iani ndobis intervali, Tu cnobilia, rom xelfasis mniSvneloba normalurad
ganawilebuli SemTxveviTi sididea.

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.

2.13. qalaqis erT-erT samSobiaroSi Bbolo erTi Tvis ganmavlobaSi axaldabadebulTagan


awonil iqna 25 bavSvi, romelTa saSualo wonam Seadgina 3,3 kg, xolo wonis SerCeviTma
standartulma gadaxram ki – 40 grami. rogoria axalSobilTa saSualo wonis 95%-iani
ndobis intervali?

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?

$ 2.4. hipoTezis statistikuri Semowmeba

ZiriTadi cnebebi

zemoT ukve vnaxeT, rom generaluri erTobliobis kanonzomierebis Sesaxeb


xSirad daskvnebis gakeTeba da msjeloba SerCeviT erTobliobis safuZvelze gvi-
wevs. SerCevis SemTxveviTobis gamo aseTi daskvnebi da msjeloba mudmivad cdomi-
lebasTanaa dakavSirebuli da unda ganvixiloT ara rogorc kategoriuli, aramed,
rogorc daSveba, hipoTeza. generaluri erTobliobis ucnobi parametrebisa da
ganawilebis Sesaxeb aseTma daSvebebma statistikuri hipoTezis saxelwodeba miiRo.
statistikuri hipoTezis Semowmebis arsi imaSi mdgomareobs, rom davadginoT
eTanxmeba Tu ara dakvirvebis Sedegebi wamoyenebul hipoTezas, SeiZleba Tu ara
gansxvaveba hipoTezasa da dakvirvebis Sedegebs Soris SemTxveviT cdomilebebs mi-
vakuTvnoT, romlebic gamowveulia SemTxveviTi SerCevis meqnizmiT.
hipoTezas, romlis Semowmebac gvinda, ZiriTadi ewodeba. xSirad igi imis
Sesaxeb daSvebaSi mdgomareobs, rom generaluri erTobliobis ucnobi parametri 
da mocemuli θO sidide sistematurad ar gansxvavdeba erTmaneTisgan. amitom Ziri-

Tad hipoTezas, agreTve, nulovan hipoTenuzas uwodeben da H 0 asoTi aRniSnaven.

misi Sinaarsi ori wertilis Semdeg Caiwereba. magaliTad, H O : θ = θO ikiTxeba

rogorc hipoTeza imis Sesaxeb, rom θ -s mniSvneloba Seadgens θO -s.

ganasxvaveben martiv da rTul hipoTezebs. hipoTeza martivia, rodesac igi


amtkicebs ucnobi θ parametris raime konkretul sididesTan tolobas: H O : θ = 0

an H O : θ = 1 da a.S. rTul hipoTezebSi, rogoricaa, magaliTad, H O : θ  θO an

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-

za SeiZleba wamovayenoT martivi an rTuli saxiT. ase, magaliTad, Tu hipoTeza


H O : θ = θO mowmdeba H1 : θ = θ1 alternativis sawinaaRmdegod, maSin martivi al-
ternativa gvaqvs. am SemTxvevaSi H 0 da H 1 alternativebi mTlianad gansazRvravs

θ parametris mniSvnelobas. magram, Tu hipoTeza H O : θ = θO mowmdeba H 1 : θ  θ0


alternativis sawinaaRmdegod, maSin rTuli alternativa gvaqvs. cxadia, aseTi
alternativa ormxrivia da xSirad ori SesaZlo H 1 : θ  θ0 da H 1 : θ  θ0 alter-

natividan erT-erTis ganxilviT Semoifarglebian.


hipoTezis Semowmeba SerCeviTi X 1 , X 2 , , X n monacemebis safuZvelze xdeba.

SerCeviTi erTobliobis da Sesamowmebeli hipoTezis Tavsebadobis Sesaxeb daskvnis


gakeTeba xorcieldeba ama Tu im statistikuri kriteriumis (specialurad SerCe-
uli SemTxveviTi sididis) safuZvelze. kriteriumi gansazRvravs Tu ra saxis
monacemebi ar aris Sesamowmebeli hipoTezisaTvis winaaRmdegobrivi da ra piro-
bebSi unda iqnas hipoTeza uaryofili. Cveulebriv, hipoTezis Semowmebis krite-
riumad aiReba mocemuli SerCeviTi erTobliobidan miRebuli maxasiaTebeli (sta-
tistika), romelic SemTxveviTi sididea da nulovani hipoTezis marTebulobis Sem-
TxvevaSi zustad an miaxloebiT cnobilia misi ganawilebis kanoni. yoveli Sesamo-
wmebeli hipoTezisaTvis SemuSavebulia Sesabamisi kriteriumi. kriteriumis agebis-
Tvis yvelaze xSirad gamoiyeneba Z statistika, stiudentis t statistika, fiSer-

snedakoris F statistika, pirsonis χ 2 statistika. SemdegSi, zogadobisaTvis,


kriteriumis Sesabamis SemTxveviT sidides n -Ti aRvniSnavT.

vTqvaT,  aris n statistikis SesaZlo mniSvnelobaTa simravle. davyoT igi

or araTanakveTad  0 da 1 qvesimravled ise, rom  0 iyos n -s yvela im mniS-

vnelobaTa simravle, romelTaTvisac H 0 hipoTeza misaRebi ar aris, xolo 1 ki -

n -s mniSvnelobaTa simravle, romelTaTvisac H 0 misaRebia.  0 -s ewodeba kriti-


kuli are, 1 -s dasaSvebi, anu hipoTezis miRebis are; wertilebi, romlebic erT-

maneTisgan yofs kritikul ares da hipoTezis miRebis ares, kritikuli werti-

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,

rogorc n -is iseT mniSvnelobaTa simravles, romelSic n -s moxvedris albaToba

toli iqneba  -si.  -s ewodeba kriteriumis mniSvnelovnebis done. paralelurad,


SerCeviT erTobliobis monacemebis safuZvelze vangariSobT n -is dakvirvebad
~ ~
mniSvnelobas n -s. Tu miviRebT, rom n   0 , maSin H 0 hipoTezis uaryofis sa-
~
fuZveli gvaqvs. magram, Tu n ar miekuTvneba kritikul ares, maSin iTvleba, rom

SerCevis Sedegebi ar ewinaaRmdegeba H 0 hipoTezas da misi uaryofa ar xdeba - am

SemTxvevaSi nulovani hipoTeza miiReba. aucilebelia davazustoT, rom hipoTezis


miReba ar niSnavs mis saukeTesod aRiarebas. Uubralod, aseTi hipoTeza ar ewina-
aRmdegeba arsebul SerCeviT monacemebs da SeiZleba masTan erTad msgavsi Tvisebis
mqone sxva mravali hipoTezac arsebobdes. ase, rom statistikurad arauaryofili
H 0 hipoTeza unda SevafasoT, rogorc WeSmaritebasTan sakmarisad axlo mdgomi
mtkiceba, romelic dakvirvebis (cdebis) Sedegebs ar ewinaaRmdegeba.

parametrebis ricxviTi mniSvnelobebis Sesaxeb hipoTezis


Semowmebis sqemebi

vTqvaT, gvinda SevamowmoT hipoTeza raime generaluri erTobliobis ucnobi


 parametris Sesaxeb. CamovayaliboT nulovani hipoTeza H 0 :  =  0 , sadac  0 ra-
ime ricxvia. davafiqsiroT mniSvnelovnebis done  . rogorc wesi, mniSvnelovnebis
doned  -s garkveuli standartuli mniSvnelobebi aiReba. aseTebs SeiZleba mivak-
uTvnoT  =0,1; 0,05; 0,025; 0,01; 0,005; 0,001. gansakuTrebiT xSirad, maT Soris eko-
nomikur gamokvlevebSi,  aiReba 0,05-is an 0,01-is (anu 5%-ian an 1%-ian) doneze.
kritikuli wertilebisa da kritikuli aris gansazRvris procedura mniSvne-
lovnadaa damokidebuli imaze, Tu ra saxis alternatiul hipoTezas avirCevT.
SesaZlebelia oTxi SemTxveva:
1) H 1 :    0 ; 2) H 1 :    0 ; 3) H 1 :    0 ; 4) H1 :  = 1 , 1   0 .
Gmokled davaxasiaToT TiToeuli maTgani.

60
1. daviwyoT pirveli SemTxveviT, roca H 0 :  =  0 hipoTeza H 1 :    0 al-

ternativis sawinaaRmdegod mowmdeba. hipoTezis SemowmebisTvis SevarCioT n sta-

tistika, romlis ganawileba cnobilia. vTqvaT, nulovani hipoTezis marTebulobis


dros n -is simkvrivis funqcias nax. 2.3a-ze moyvanili saxe aqvs. aseT SemTxvevaSi

kritikuli are  0 da Sesabamisi kritikuli wertili Semdegi gantolebiT gani-

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-

moCndeba (nax. 2.3a-ze daStrixuli are), nulovan hipoTezas uarvyofT da marTebu-


lad alternatiul hipoTezas miviCnevT. winaaRmdeg SemTxvevaSi nulovan hipoTezas
vRebulobT.

 

kr* a)
n b) kr** n
nax. 2.3

ilustraciisaTvis ganvixiloT magaliTi. CavTvaloT, rom H 0 : = 0 ,


H 1 :    0 hipoTezaTa wyvilSi  aRniSnavs normalurad ganawilebul generalu-
ri erTobliobis saSualos  -s, xolo  0 ki - am saSualos winaswar mocemuli

0 mniSvnelobaa. n statistika Semdegi saxiT SevarCioT


X − 0 X − 0
n = = , (2.16)
Var( X ) /(n − 1) S/ n

sadac S saSualo kvadratuli Secdomaa: S = S 2 = n


n−1 Var( X ) . nulovani hipo-

Tezis marTebulobis dros (e. i.  =  0 tolobis dros) mocemuli n statisti-

ka CvenTvis ukve cnobil n − 1 Tavisuflebis xarisxis mqone stiudentis t ganawi-


lebas emorCileba. es garemoeba saSualebas gvaZlevs ( n − 1 )-is da (1 −  )-s gaT-
valiswinebiT stiudentis ganawilebis cxrilSi movnaxoT kritikuli wertili

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-

meba H 1 :    0 alternativis pirobebSi. gansxvaveba mxolod imaSia, rom kritiku-

li wertilisa da kritikuli aris gansazRvrisaTvis gamoiyeneba gantoleba

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

normalurad ganawilebuli generaluri erTobliobis dispersias  2 -s,  0 ki  2 -

is raime savaraudo  02 mniSvnelobaa, e. i.  =  2 ,  0 =  02 . maSin n statistikad

SeiZleba aviRoT SemTxveviTi sidide

nVar ( X ) (n − 1) S 2
n = = , (2.18)
 02  02

romelsac nulovani hipoTezis marTebulobis dros (e.i.  2 =  02 tolobis dros)

Seesabameba  2 ganawileba Tavisuflebis n − 1 xarisxiT. es garemoeba sakmarisia


imisaTvis, rom mniSvnelovnebis  donisa da Tavisuflebis n − 1 xarisxis mixed-

viT  2 ganawilebis cxrilSi movZebnoT kritikuli wertili kr


**
=  2 ,n −1 - (2.17)
~
gantolebis amonaxsni. Tu SerCeviTi erTobliobisaTvis (2.18)-iT gamoTvlili n
~
daakmayofilebs utolobas n   2 ,n −1 , maSin H 0 hipoTezas uarvyofT, winaaRmdeg

SemTxvevaSi H 0 -s miviRebT.

3. hipoTezis Semowmebis ganxilul sqemebSi Cven saqme gvqonda calmxriv (mar-


cxena an marjvena) kriteriumebTan. magram rodesac H 0 :  =  0 hipoTezis alterna-

tivaa H 1 :    0 , maSin vagebT ormxrivi kritikul ares. misi kritikuli werti-

lebi umetes SemTxveveSi Semdegi simetriuli gantolebebidan ganisazRvreba

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

4. dasasruls ganvixiloT martiv hipoTezaTa H 0 :  =  0 , H1 :  = 1 , 1   0

Semowmebis logika. gansazRvrulobisaTvis davuSvaT, rom mocemul hipoTezebSi 


aRniSnavs normalurad ganawilebul saSualos  -s, xolo  0 da  1 misi winaswar

mocemuli savaraudo mniSvnelobebia. amasTan, CavTvaloT, rom 1   0 . wamoyenebul

hipoTezaTa wyvilis SemowmebisaTvis avirCioT statistika n = X . CvenTvis ukve

cnobilia, rom n -is sakmarisad didi mniSvnelobisaTvis X eqvemdebareba asimp-

toturad normalur ganawilebas parametrebiT E (X ) =  da D( X ) =  2 / n . cxa-

dia, H 0 hipoTezis marTebulobis dros unda Sesruldes piroba E (n ) =  0 . am

situacias nax. 2.5-ze simkvrivis mrudi 1 Seesabameba. roca marTebulia alterna-


tiuli hipoTeza, maSin E (n ) = 1 da igive naxatze ganawilebas axasiaTebs ukve

simkvrivis mrudi 2. kerZo SemTxvevaSi, roca es mrudebi erTmaneTs ar kveTs, maSin


~
hipoTezis Semowmeba trivialuria: SerCevidan miRebuli n -s mniSvnelobis moxved-
~
ra 1 mrudis qveS mowmobs H 0 hipoTezis marTebulobaze, xolo Tu n aRmoCndeba

meore wiris qveS, maSin marTebulia H 1 hipoTeza.

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

hipoTezis Semowmebis zogadi sqemis Sesabamisad unda uarvyoT H 0 da miviRoT H 1

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.

aseTi Secdoma rom Tavidan aviciloT, mizanSewonilia hipoTezis Semowmeba cal-


mxrivi kriteriumiT ganvaxorcieloT. zogad SemTxvevaSi, roca 1   0 , maSin unda

ganvixiloT marjvena kritikuli are, romelic (2.17)-is mixedviT ganisazRvreba;


roca 1   0 , maSin nulovani hipoTezis Semowmebas marcxena kritikuli ariT va-

xorcielebT, romelic (2.15) gantolebiT dgindeba.

pirveli da meore gvaris Secdomebi. kriteriumis simZlavre

hipTezis Semowmebis zemoT ganxilulma procedurebma gviCvenes, rom nulovani


hipoTezis miReba an uaryofa mniSvnelovnebis  donezea damokidebuli. rac mci-
~
rea  -s sidide, miT naklebalbaTuria n statistikis kritikul areSi moxvedra,

Tumca mainc SesaZlebelia. gamoricxuli ar aris, rom samarTliani H 0 hipoTezis


~
dros n -is mniSvneloba kritikul areSi aRmoCndes da H 0 uarvyoT. aseT pirobe-

bSi vambobT, rom vuSvebT pirveli gvaris Secdomas, romelic gulisxmobs marTe-
buli H 0 hipoTezis uaryofas. cxadia, rac mcirea  , miT naklebalbaTuria pir-

veli gvaris Secdomis daSveba. magram  -s SemcirebiT mcirdeba kritikuli are da


~
naklebad SesaZlebeli xdeba masSi arCeuli n -s moxvedra, maSinac ki, roca H 0

aramarTebulia. amitom,  -s Semcirebas araswori hipoTezis miRebis albaTobis,


anu meore gvaris Secdomis daSvebis SesaZleblobis zrda mosdevs. cxril 2.2-Si
naCvenebia gadawyvetilebis miRebis SesaZlo variantebi da Sesabamisi Secdomebi.

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

I da II gvaris Secdomebis ilustrirebisaTvis ganvixiloT hipoTezis Semowme-


bis sqema generaluri erTobliobis saSualos Sesaxeb. vTqvaT, nulovani H 0 : μ = a

hipoTezis alternativaa H 1 : μ = b , b  a da ganawilebaTa simkvriveebis grafikeb-

is mdebareobas Seesabameba nax. 2.6, sadac mrudi 1 axasiaTebs ganawilebis simkvri-


ves H 0 hipoTezis marTebulobis dros, xolo mrudi 2 ki - H 1 hipoTezis
marTebulobis dros.

f ( x, a) f ( x, b)

1 2
 

a B kr
** A b n

nax. 2.6

moyvanil naxatze kr


**
-s marjvniv mdebare daStrixuli are 4, romelic mdebare-

obs mrudi 1-s qveS, warmoadgens pirveli gvaris Secdomis daSvebis albaTobas. es
~
niSnavs, rom Tu SerCevidan miRebuli n -s mniSvneloba aRmoCndeba mocemul areSi,

magaliTad, A wertilSi, maSin hipoTezis Semowmebis zemoT ganxiluli sqemis mi-


xedviT unda uarvyoT H 0 hipoTeza da, maSasadame,  albaTobiT davuSvaT I gva-

ris Secdoma. kr


**
-s marcxniv mdebare daStrixuli are, romelic mdebareobs mrudi

2-is qveS, warmoadgens II gvaris Secdomis daSvebis albaTobas  -s:


kr
**

=  f ( x, b)dx.
-

aseT Secdomas maSin aqvs adgili, roca marTebulia H 1 hipoTeza (mcdaria H 0 ),


~
magram SerCeviTi erTobliobidan miRebuli n aRmoCndeba kr
**
-s marcxniv, magali-

4
SegaxsenebT, rom kr** ganisazRvreba P(n  kr
**
) =  gantolebidan
65
Tad, B wertilSi da marTebulad CavTvliT H 0 -s. nax. 2.6 TvalnaTliv gviCvenebs,

rom Tu SevamcirebT  -s _ pirveli gvaris Secdomis daSvebis albaTobas, maSin,


imavdroulad, gavzrdiT  -s _ meore gvaris Secdomis daSvebis albaTobas da,
piriqiT,  -s gadidebiT mcirdeba  . es garemoeba imaze migvaniSnebs, rom pirveli
da meore gvaris Secdomebi erTmaneTis konkurirebadia da  -s da  -s erTdro-
uli minimizireba SeuZlia.
(1 -  ) sidides, romelic pirveli gvaris Secdomis ardaSvebis albaTobaa,
ewodeba kriteriumis mniSvnelovneba , xolo (1 -  ) -s, romelic ukve me-2 gvaris
Secdomis ardaSvebis albaTobaa - kriteriumis simZlavre. aSkaraa, rom hipoTezis
Semowmebis dros, n kriteriumi (statistika) ise unda SeirCes, rom (1 -  ) da

(1 -  ) sidideebi maqsimaluri iyos. magram, radganac  -s da  -s erTdrouli mini-

mizireba SeuZlia, amitom SeuZlebelia (1 -  ) -s da (1 -  ) -s erTdrouli maqsimizi-


reba. amis gamo, hipoTezis Semowmebis dros, iTvaliswineben im garemoebas, rom ze-
moT aRniSnuli Secdomebidan mTavars pirveli gvaris Secdoma warmoadgens da,
pirvel rigSi, mis Tavidan acilebas unda vecadoT. sxvanairad, es niSnavs, rom hi-
poTezaTa Semowmebisas sasurvel niSnulze afiqsireben kriteriumis mniSvnelov-
nebis dones  -s – pirveli gvaris Secdomis moxdenis albaTobas da cdiloben mo-
Zebnon an aarCion iseTi kriteriumi, romlis simZlavrec maqsimaluria.
praqtikuli gaangariSebis dros yoveli mocemuli  -saTvis kriteriumis sim-
Zlavris gazrda SeiZleba, Tu ormxrivis nacvlad calmxriv kriteriums gamoviye-
nebT (ra Tqma unda, Tu aseTi ram dasaSvebia). mtkicdeba, agreTve, rom  -s moce-
muli fiqsirebuli mniSvnelobisaTvis SerCevis moculobis n -is gadidebiT mcirde-
ba meore gvaris Secdomis albaToba  da, maSasadame, izrdeba kriteriumis sim-
Zlavre (1 -  ) .

savarjiSoebi

2.16. normalurad ganawilebuli generaluri erTobliobisTvis mocemulia 20 dak-


virvebiani SemTxveviTi SerCeva. cnobilia generaluri dispersia  2 = 4 . SerCeviTi
saSualo Seadgens 18-s.  =0,05 mniSvnelovnebis donisaTvis SeamowmeT nulovani
hipoTeza H 0 : μ = 20 , roca alternatiuli hipoTezaa:
1) H 1 : μ  20 ; 2) H 1 : μ  20 ; 3) H 1 : μ  20 ; 4) H1 : μ = 16 .
66
2.17. erT-erTi universitetis pirvel kursel studentTa maTematikaSi momzadebis
donis Sesafaseblad SemTxveviT SearCies 26 studenti, romelTa testirebis Se-
degad gamoyvanilma saSualo Sefasebam Seadgina 8 qula (10 qulian SefasebaTa sis-
temaSi), xolo SerCeviTi dispersia Var(X ) ki udris 2,25-s. aseT pirobebSi SeiZ-
leba Tu ara vamtkicoT, rom  =0,05 mniSvnelovnebis doniT universitetis pir-
vel kurselTa saSualo maTematikuri ganaTlebis done aranaklebia 7 qulaze?

2.18. moiyvaneT magaliTebi, rodesac gadawyvetilebis miRebisas SeiZleba warmo-


iSvas I da II gvaris Secdomebi.

2.19. davuSvaT, rom SevamowmeT nulovani hipoTeza 5%-iani da 1%-iani mniSvnelov-


nebis doneebisaTvis. ra pirobebSi unda SevCerdeT:
1) mniSvnelovnebis mxolod 1%-ian donisaTvis miRebul Sedegze?
2) mniSvnelovnebis mxolod 5%-ian donisaTvis miRebul Sedegze?
3) mniSvnelovnebis orive donisaTvis miRebul Sedegze?

2.20. arsebobs mosazreba, rom Tbilisis bazrobebze wvrili movaWreebis saSu-


aloTviuri Semosavali ar aRemateba 1500 lars. sagadasxado inspeqciam es mosaz-
reba eWvis qveS daayena da gamoikvlia 36 movaWrisagan Semdgari SemTxveviTi SerCe-
va. miRebul iqna Semdegi monacemebi: X =1600 lari, Var(X ) =36100 l2. CaTvaleT,
rom Semosavlebi normalurad ganawilebuli SemTxveviTi sididea da SeamowmeT,
mniSvnelovnebis 5%-iani donis pirobebSi ewinaaRmdegeba Tu ara sagadasaxado ins-
peqciis es monacemebi wvrili movaWreebis saSualo Semosavlebis sididis Sesaxeb
arsebuli mosazrebas?

2.21. sainvesticio porTfelis mmarTveli cdilobs ar daabandos saxsrebi aqti-


vebSi, romelTa wliuri Semosavlianobis dispersia 0,04-ze metia. erT-erTi aqti-
vis Semosavalze 52 dakvirvebisagan Semdgarma SerCevam aCvena, rom aqtivis Semosav-
lianobis dispersia 0,045-s Seadgens. SeamowmeT hipoTeza imis Sesaxeb, rom moce-
muli aqtividan Semosavlianobis dispersia 0,04-s ar aRemateba.

67