91%(11)91% found this document useful (11 votes) 3K views491 pages❐. الاستدلال الاحصائي (١) - نظرية التقدير لــ د. عبد الحفيظ محمد فوزي .
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content,
claim it here.
Available Formats
Download as PDF or read online on Scribd
p
K)= ‘Van
fe)
G8) Vieetl N clan plgey GLY slarYl ody 1
5 jy y celal 2
10 Tele ilar cola yaa jy 8
Aylgs) otar yo 2S 95 oad
13. ke 1
14 Islpte lpi Oller OU 2.1
17 vo Obed glee 8.1
21 ee cocoee hyreiall 3 SN) sbbeV Ogi5 4,1
22 veesscssssssernsseeensnee Clegaadh +S tusM Old) Gteetd ye 1.4.1
24 cect Chawla 8S oe Os Vyin tee 2.4.1
QB crevesersessseee cos Chantal 8S) EM Osi Oyely Mane 3.4.1
QC cect ayaall ip SO tbeYi dtd SL tye 4.4.1
QT cscs i 85S MeV Og 5.1
28 ASM Algsl olay 6.1
29 SP gghd Boar WSN Al gl Baer 1.6.1
33 DAY, lye Rigas 425M algal) tape 2.6.1
34.
AeUbl Aslar YN ¢ Stadt yany Wl fadll
ws Makin 1.2,
os Lath aelaaill aylanys qolal yaw 2.2
3838 ....
40
41
42
43
44
45
48
50
51
57
63
67
71
75
17
80
85
oles
¢ 1.2.2
2.2.2
é 3.2.2
oo peru By a yatl 4.2.2
Aes pid 63 cdyf 5.2.2
1 2th oda cd ye 6.2.2
ve Le bated Ulan Yl ¢ SL yam,
pall cde) 1.3.2
ceesseacnnce UD gtedall eS yell 2.8.2
pla) SLI ganda dyad) 3.3.2
elu oteckt ere CS pall 4.3.2
5.3.2
é 6.3.2
é 7.3.2
é 8.3.2
é 9.3.2
Halt la j oy dulall eSWI fradlt
one glaxYl JY
Legg Bal ptall dal
; vo gered ais
oo ger gigi De 1.4.3
Fey pl Oly jl ght frat 2.4.3
teal oye 9 clan
Re) dae gir lily daw gin
3.2
1.3
2.3
3.3
4.3
5.3
6.3deg) old ildy eng 7.8
digll eogay ¢ pat Ll olyj ys 8.3
USN ab 1.8.3
Byell Mw ab 2.8.3
Wel SY paw 9 te de gay ¢ pt LW Olu 3.8.3
oth aie ot he Ole dary fee Wal Oly 9.3
cb A phe ol pate 3 deny aly UII deal 1.9.3
100 oe Manage BB ghee ON pice Oden 7 Real Wubll ol 7 2.9.3
106 soe ATM obLarYl 10.3
LOT vescsssscssccsseernssesstnssee ap plany tall LY aj 1.10.3
1 gpeeneeen eee reneenrerernamrarnres oye oslary 4 ntl) aj) 2.10.3
115 AM oblLerYi 3 oly aig 11.3
117 dell Lewy ig 1.11.8
119 I She Cina y se 0595 2.11.8
121 wee F'(e) J taut gis 12.3
VOB eessscsccreessnee olball of oY ,oH 13.3
V26 veecceccssssesnsnsstinsetenneinniinsinnee 89S lye Ue gabl 14.3
127 Jl Vb dell oye 8 1.14.3
130 aad UBL py) yd oly ll 2.14.3
132 F(x) S ott) gist 3.14.3
138 Rig dae) OL ej gil 4.14.3
140 .... we gaat
Fag 9 Oleglally ANS Sigler Yl rat JI fad!
147 woes Ade 1,4
149 ISI ipLarYl 2.4bgt
BS clrar| tar b pty char} ais 3.4
UTD ssscseccssseeeerssstersssseensseteraesee A lela Yip oY Olay jl tle 4.4
5.4
6.4
7.4
DAB cesscsseessstenteseenteneteetetee Us Bally AY cated able 2.7.5
cence WEY Gally glace aylor 3.7.5
. ba done daber De 3 eUI glee 4.7.5
vs veosuteeneneins LEY) cally pladl US 8.5
260 ivvsecsettscstienintititiiainnnene USY olay YU 1.8.5(grb) ay yiall al dy slid) el A! 2.2.6
povlinb 3.6
.Gpl db 4.6
Gymall y? dnb 1.4.6
+ Creal BLL ab 2.4.6
ES crhally aol abd Ole tir 3.4.6
we gut
Byady All ceyled! ait
327 Bee eemrnaanen scenenasersrentenerseeree eeareearerurenteraretaversesstententT detde 1.7
2.7
3.7
te’ Ce op tall de 9 Ay yt Me pln dal ol wi cly 4.7
wT ganb c3yé ke gh aah 1.4.7
TE case oS paul cpl aa 33 2.4.7
342 .. th pred 3 yah gubally daw gal) aa 3d 8.4.7
347... coves Oeste (nerd gh daw ye oy DAU Ua 3 -4,4,7
B49 SE rl Gj oe Hall IL (My — py) GA aS 5.4.7
aeeereEerenreEreEee Tern Crete Cree gf cgilt Ge Read aad 3c 6.4.7
ene Wy gt AS ol] Gb 5.7
T slarYi jb 6.7
pe ge TU 1.6.7
chive pcre TUL 2.6.7
BBO oesescseseesseesesssseeesesuansnssteeeeseseea VS dill pm OS Laue aul old 7.7
BET cecsssccstsecettecesetnceeenneeens sar dodace alae orl oye dat) hie 8.7jet pdt Bb scp Juadll
403
409 .
413
417
424
430 .
433
435
bytwy yw
Waris
red ett ag BSS ty See re pled pat Ce
Lines ty dole jylmd Ls J} tale thy roy corbeglall jan le
TY Gat yk ol HLM Glin) JF pt Lo Bel & pil
ISS Sym 25d oye Byler ae le J par ft dew JYew Yl
OSS he fl LS fo CLs hae gL a JE gis
tooling el pig Leth a pall Cane Ih LS 4 at de yo Gold
pee they (Lage) CVV phell E opry cyl pgesel 0) digas Hale
Saab pL SS Pte pol MN ebar Yh g bole) PLM oo de Yel
lary! Jee slash sf ghar Yh glace) Jeol age
A cole Ene po ye dlarYi JYue i tly
spall
wold dl lol ab 2
coi ge Slee Yl JY OLS op SW edt ge OLS Lay
To JS pi Bs La pay del By polis ct J} Gigs Gy
la el ope dd Gad Ny Dal Se Lat fobs y da ae
LAY Ge Yb Lal oS) UY LR oe he ll ob dt I
pee pal OF Se sll Aantal
eg Epis pad ISLE de GUI Me Ole po yp Ce jy SUM Gedy
ay Chea SP Le YL pole I olan YI clay ilar Yl CS pail She one
DI J prad peaty tall! J pall 92cm call jyel ae OV ley blbnall
soles i slastly pil gop ad al I Ue LY ST SYeye pe ye pe Ly hen Slgll lia pe SY) frail Syl
SEY Oo pL) AL A all 2 SI LEY aL be Cl pie oe
OL pe tee (de 4S M atgtly pS)
oLagbs 9g bie tf SY tle YI Ziti ghsh jail pas
Ug—indes DVL 4 Bj patledl any did» UtLe>Yi
Bey ge a oN dell oles gy ell ol eaLel eI fail tly
SRS Le tery th ash) a de SF Gee il
tee Aly Cbd Ql poe elo} LEYY Lin WobyLll lad (LVI
pal LS Gils Uf ee LS ILRI by jgty eal oie GUI
pli ST Lise UL g tally UW Lan eld a be its
GSS LS y yt! Lill BB Oley) GLI frail U2
Set Ge pled Ce Lan Yl opt Mor og ote gf tely char] 9
GLA, GL Loar Y yl WY! Ne By Lpanti aad ar Jabal oe pS
ek al eld
Cig bln ghd oa iy Hedy php gin nL! frail tly
EF eS Lal SJ LaLyy Me aay a ie came sll ena
LB LES pp bery Spell pe Cad le pS éy thy Gall gay
Fe ha OL i Ligy qi Gb poll rail G2 a
al ely ashe ae Olan le oly Qed aaj pd daglall ge | Ll
piel gba ot Ga 2 Ty gal Lala (gabawl al yaa aay BI Lobe
aj le aly ty Gal op a cay Udall pa)
eth ig Re lal pe dea Bade patch Db Ladd Jraall pile y
We 9 Lia ol 5 Ld LA carly wattle we Cree gill
snk Qt oe TLpb pin apy Lady ja pdt Bb ey ccd Joa J gles
Va) a gy athe a te Ce ol CA Gol tine Eagle
Slyke Ol pith ai ST
ey ar dS bed gels plical WLS tly Gee be Le}
SL ll a hs Ln + LN! po ts till eller] ty dee ye A bey
LS Sigh pe VL le Geta) Soy SB old Lak ae Lee
RYE gb gpsbadl wo ob V ose de Lal Just
Bcd GL eg aly BLN gy Cd GL gh Gg OS OF pr iy
«eka A jy Za all GLAST oy GW YS L te pally 5S LLY U2
ome gt gas LEY Heal Ca Slodlanall pats 9 Joly
OF obey pe ee EY ge I hes ly Qork Al daring Sal og 5
LA tll gt gala lana lee ie Od I Ga lel ese LS
AA) Ololyall ope able,
el fhe apelin al ISI etl ig Se oe el of asf pet
ed BLN gyal am lke EU SUL Geely tS Lin cla] se
LSS clay Gent O Mee
peal sig all pai gph baal ely cy ally
daar beable vo f
1999/3/22 3 tl pascgubla yl placer}! plyay igllaiandl piles}! gigaill 1
ALY wal 4 CYL! of (YL YI Bi Lal ie U2 pry
eons F QL chp all ty Lae ill ein gt Lintbaly digas
ce ee A AS NY wl tld O Coe cis y tll pl) (0,4, P)
itl Pap tio bys EH ely O J (aly Hh UA OL
le pa ede Mie Lal ploy A eM Daly tl gle Spall SLi SI
eaalcall Helo ey se Ys Sal) YL!
SLAe dl od, La LS (0, A,P) Lael od, al Lass
Fy AlN A path Gey GI E ly tel piel sy Ut) (2,,.4,,P.)
E tle) telly La pe gl dy ll Ly pe pol ll oS pall Lig LS
they yt et ae ie gf GLY aj gd Us Lee pil 15 0S
ted OB OF Se pt Galp tl OY Ler! lie LS Lala pt AUS le
Bip) pe Cd Lot Ol joel GLa: Sy) LLEYL ce y pill Ly sll
set 3 Cj gl QoL E dipte phat, Ge JL Ge Le aed E
(Kb) Obl Ride oy Links Ll Ji dhol a4 BS)
dtl abs Goll YL Bg yt by i nt et iin
CECE Shpall pichly By peal yy 9b 1S OL dl O11, Sally 5 bla
LaliVi ole pL ley P=05 te (B(n,P) tl 63 jdoti
A, 9 2, = {12,...m} Ho (OA P) gets ght Ss
Glee yi pL UF ptt o bys a4 etl O, SSA Lill Le pat
I GW Gad P,
B=P=m)=Crp"q’™ ; p+q=l , m=04,....,0
7 ie
cs -(") “min =m)!
BAT pas gt AI Ld pe LaSe gdp all hie plieeley
roYL aN a, ki
dpb Labi Lilly Bi pal Gay 8m dy pall yp gb Jel Glee 1
(by pth di oF Ben bbls Adee
Lene be my ct daly de my ot AST appeal yy Jel oLe 2
+m, EB pl
Dyy al yy gb gel 1 Sa Sy > [B= ((Q,,4,,P,) 1 (Q,4,P) . ul
ot thy tll wd OE pn ge oy Labs LF g Sis
Sp Gally ie pple pb NI LS Bypealh ype UL of eats
CYL eV be Sty y 60 =[0,1] ob bs Jpt US Jtuey 6 2 J
fri deb P ip zall
P ={P,;0 <0}
P,(m)=Cre"(1-6)"" 5 m=O),.....0
Y SVL i i 9) ey ky, EHD Lose Lal te slay
BM pas gh ASI PL fe oy Se ead Gy pall be} lly
pela san
aE by all 5, 4b 51-S oO} <(testing hypotheses) i> il jee! 1
ty peal We i of cf can tell tell yh og eosoa
dvd ill Lael 6 polis Lary g ULM ois Hy:6 Bp)
Se ey F(x) as gl iy Lary SLY Qj ll ody Lol!
(nonparametric) Uiel Wi Hod) jst JL ole
A pall ye all of col ca Lice Kite! oy td abd of ee wl lel 2
Leb ill lice MLW oa petty Hy:0= 05 Cail Llc Lele
Rael Le i nated Pee gly tal pall Qj gf las etl
(parametric)
ape8 Lact 6 Up gt JL i La ty all IL le tly 8
(Bin,8) gst ei gll gO tele Ly w I3 sel ish ype
pity ey GLI ae JS) Laalé] y- Se dae sl Lal olay
Jae) ais i) (0,,0,) 65 JS Lay ey idly «baa
cloarY) Gg ULM oie ccuiy pS ILL dy pall yy gh) O S44!
Td xed Regal pe Lledo y Rhiy Ol wis Leh el J
ed pl le opal slay!
Gel file Shin «pct Jl cline def taj} tt flab Jy leyy
AL Sel fs aly Call 9 dll ahd fe SUG wee dal gf Be
cir)
gery! C3 ll es pe pol tt Ler yl dL yi J} alt Ge LK
Cll hyp sleet Se Ne el lA y AL o juall
AST ee) opal asc ples ot (EI. gee Opel AL’) Cpl
D3 (Ca ised Las eth) law pill Leth (ed pal JL Hl Lone
Kd pte WB el oY y ey ll Gy pe AU Led) de tle a
RBS Apr amet) be y ol or] LS Li we 4 ler chp all
Te Ri yas Lee ty ph tly Sosy Lay pl tla Jol4 LAS gts wy
boydeel
PLN pa Gaty JE Gey cde ey odLecl ao 1th plind of
pd of sisel gs Ges Gyn Na LS Gy gol cL g QoL
SLA olgectt S) Spe Light, Lgl Gey hry Ca rf JL YI
sj1 il
TS ee OV HL ney flier Yl GS yall cL Se
Pll clan) ingey PLE SO pe de yl dy pel) Jae
Legale Spat ps fot) La gall pli enl Le Ga gsll phe gad BS
Adler Yi OLS) ty pl gas ibd,
Rs PL Slee paw sll Pall pole ler bly oe Sony
coal Gils de fy slr Yl oS pall dy AS pg YL
AL gld La! Gbiy elel lary PL 2st} by OLS Nie gy
ois, bs otic ¢ 375 LAS (pola cla Yi y phy opi Of
gill gyi) Ge GQ ly JS pad yb potLI Ly Gy cide
ppl al ee ged Gell sles) BLA g Lb 1 yo Canby
Le) pis OLS gpl Lak y cle SLAY, ntl te Ll abl SL all
oll ge hoe ppl) ast Ugh le LiL.
dome Ng calemrblowah) .2
ties 15 Ue gil YUL lt g aM Atlee Yl oLbeall oe
hee gl pd Ged NK = (XX 9X) Vell ole 9
ESS ome USS gee HLS Lap Ob dole JLa UL ods Jee dy
Wy edi oly all LG ey XK, | T= 1 Zn Sle pall Gey
poluw X, 3 212,02 Mp! Ol, sally (sample) Hwl A> Uh
1 X pid 5435 (ample size) Ul pat n Leste Wl oS, Jf
5Ly yey Ny pred pee (pS) Lem ot) kG a OI da x(k) a py LT
GG adh 6s LX thy tal pica) aol gull te yee Ge {a} QS
all G y+ Gn» J tus y (sample space) tpl clad pol; sLa~Y!
G all Lid Op Saf Sey dp to JSS oy AAI Obi) oy»
ily of Ly (een lp te pie ME gy cr lee FRY I gle
poe KAS Gy) RY G LL aN LD JL 5 gee pt of ge one
Ss tte sla Yl oS ell pg ty LH ole by (ghee dl pte
ip pe pil) LA CL nj litle P Ce (G,P)
SY ajdt OL YL Vi a ps pla US GG de Gall X
Se! cop al law Fale Wb can hy LU ome flyte pie ol
Fee (GF) godly gh X Lal > pill gj al lye able Wy
aN pA aj gl Who Led eat sll eazy gil hyo tite
Fy = P(X, «)=0 3; €>0
rylertl JU Sy
mon
ese te 2(n,)—> Ln) Wet feiss ila ein
> Lae aglysll Ua ope lpatenly Ahad JT Y Ladd yj SI Sie
Sle eed pally jet at
ata laT | Gi lacrony! Galea! yaad joey .3
Jytyy Clad LA NL Bg LIE L gist gh oly go}
PBS pp 0 pyle ply pple kesh can ej gl) SLs le
38 Bln, P) 2S pe Py nS Sail ttt 5 Ga N(H,07)
pl jh fp OLS Naf dh TCA) td jy A be ge Opel
CSN OLS Ene Dye PLE pte) pyle & BaD gly tal
$3 Cdpk ttnk o5y 6 SLs Sus er Us Laat poe Gall slany!
Phat Openly Spf dh
fA Landed Q Liat lanl coledl 257 (1) pl an
ts C1 Jp A Gay} pee pS ft tall Cyl
SLA anal AGUS Slyo Lady hans eS al Of oe at QUE) € M(0,,02)
RN yg Lala. y comedall Qj gil LIUS (250) Cm» «{f(x50) ; 0 € O}
Aslan Yl CSLAa al JLo Jt cee 8 Label clad oy
10@ dpe
TE asta
ct gacdall N(,.83)
UL— | 1,6)
mC)
lad plist | R(0,,0,)
ee | Ke)
oot! > | Bin,0)
grid | ne)
Lui gt B¢,9)
eres | ox
otal Aslan ¢ Sted! yay
1 -
e
6,v20
a-19°%
xe ,n>0
T(a)e*
oe O0
277 (v/2)
@: <6 < +0}
8: 0<0< +0}
8 = (0,,0,) <0, < +0
,0<0, < +0
8: 0< 8 < +00}
0: 0< 8 < +00}
{9 = (0,,0,) ~» <0, <0, < +0}
8: -0 <0 < +0}
le: 0 o}
{(u.4) 5 oy =12,..4
da gt eb aj gs ULL es « N(0,07) Ss Lasse Lin yy Lin
pe tae it. ened C55 M(u,8") dle god LUIS y pple elds Set
SS PME age Co? cp pp thd ol nln S64 cabs
LSS Oe
Sted eet CYL Gay dLie of YJ LAY! gs LI Vinal
ee BULO) Gayo) Weta elt Shed Jot (1) By Sgt! 3 5241p!
bles td BOLO) chp atly dn Cpe
12J9V Jil
Lede 1.1
BLE Gynt 1 SG ee pl oo} gS CYL bs
Be sally opilyill chm Jute dal yo Gamdy byl pt oF ide Os
jet ga OS GUS [pS AL SS oe 04S Latey co glad WL
cle ju giles Jliy il pte pb Lat eat Al pt Salty ol gasll
mo 1 Sat Sas invariant) &) 2) Lie Cas lj nal of ULI
Sh Sal obs Ly wat fa aad by pk CALS Nal gl ical alge acay
Ob in 00 Dp SG Lente us ef ijliny al 5 Up > corse gl
NSN Lad gL dl be I SIS y afl tall Line Lady (geensll 1S
pS Oy So Lae ty) de Lives Lal aay ¥-2Dx,
ee Shy als Cred epelett Lae Yl Blut y+ pls ae thy
IB) get alias cm oo Lace Lytle s als ELIS y gly ke pkee
el Ls og, (X) ptinn 9b dlp te pe K=(X,..,.X,) OLS
costly Lamig Aalesy gy (X) Lule ceed Gallen gl pete pice Leal poe
oie fk jt es gl ola Le yt OU noo Late (LA GO Lill
GO} Gina wir pli iy (limit theorems) Hkgii oLiaps, Qu pLll
topes
13Vi pai
CE od gp Us Lin Le pt pay hp SI le oyls 1
poh SF Gt ody im byt ne cal te Ol pts Ln
."@aw of large numbers) 6;-SU! sLe4! 9 ts"
Te Get lg olin Leet pay SW ll ola 2
pel FG ky es byt OA isl pte Ol pie 3 Sly Ola i
-"(central limit theorems) 1235 Mi tyJ} ola"
SS sei OSL LLY Raval pais pra S} prada Gig
SM aU go ELT Lin ae Sf LAL Yl colin gs Ate (cle
Wg uke Clases Ogle GL Byars By prary UM! GY Goat
ab gees Al pada Cale Lie ond ye 2.2
CONVERGENCE OF SEQUENCES OF RANDOM VARIABLES
{Xe} LB ps yp te Ol pice Klee XY Kar X gree oS
odd ASLAN aly tall lpia Of Le, (0, P) GLoeVi eLeadll cle 1s al
te Jeet wy EQ sLel cw EQ WV holy bl Y Sly ye Le Utell
clade sf Ly jbite 3455 oF Ke oS} {X,(wy)} Hound! adel
1.2.1 ey yal
Go Hol tase Ly lie Lgl (X,} GL tall Ol pall glee ye J pt
slice {X,(wo)} Lp! Apel CALS 13} wy €Q
DDT Aang ya
(ACQ Sad Lue Lali {X,} afi) ol pad doles of Jp
WEA jf dole JS tse 1 bie AJtall oie CLS" 13]
43.2.1 chy wi
X Shy) pall pS lis UW {x,} Aglptall ol piel ku ve Sly
QW ba) 54 13) cA Gold) ee
limX,(w)=X(w) ; Vwea (1.2.1)
1.2.1 J+.
Lill X,(w)=w" 5 =1,2,... Ge {X,} ped ol wall Uke Sd
-Q=[-L]] clad Je
sof &,
1; wel
X(w) = lim X, (w) = limw" =
™ me 0; OswX)=0 ff P(X, —>X)=1
X,—P4X 3 igherYl ob Yaw 3 of
Convergence in Probability dase Vu las! 15.2.1 Cay
ot Se Vy lie Ligh {(X,} ape ola tall ile pe J
wb tl AF NX (lye we sh) sla) pall
lim P(X, -X|0 (3.2.1)
i dale JLaeVb QW Li jepy
X,—X
Op 5 {X,} Ctl of py Mg OX, POX Lie kt
dae als pb Oy SG, AIM Sol dl ae a Late X pps Ly slice
SNe ode ylides Sy prlly Lh 5 HV ASG Walp tl Gow ¢ 555
By tS Sol a ¢ 55s of Qs A pty boy Gale po 03!
sil oS Lage WLS y Lge acre ote slink: {[X, —X] se} Salt ae
OFF poli Jolt g GLa) Gy aly ALIS le tay ce Gorlt
BLY Wa ften y sald! GylLiutsly JL Vy GyLidl ny Lode!) Whe
tog
eno Lace X pe polish Lobel pp gic aisle (X,} CSS 13
ing EN Fine ad op oak gone Migs
|x, -X|Ny (4.2.1)
a no Late X ys SL Yl Ly jl {x,} ate Gi 13) UF
Adie y |X, -X|se data oS of Xen pail Ga fod
16aidloky-
1.2.1 Lhe
(Solin SLatol X ee Haylie (X,} A tall oly sll Ale GALS 13}
spy HS OL Sey X gs DL Vy Le yy pls pb Lely
AS GLAU 5 jy
6.2.1 Gaya
CSS Lys Lgl {F(x) = PX X)=1
GS sib ot
X,—4Xx F, (x) —> F(x)
(11) Joe
TCHEBICHEV INEQUALITY ‘ohwmmbiicbbblitd “mmbtbdia 3,1
ONS LS dos Ces ag CLE ong ts Gall al Lie G Gb
Ran Lana pe Lege OLY Lol pn Lg BS a
eres Lyle” oy edt Lyla olay 3S! eV oti
17dV jai
1.3.1 4Lip jae
LOL) ida pb Ligi> Ulo g(X) 9 pisim Jlpne pice X OLS lil
P(g(X) 2 k) < Ae
3; k>Oo (1.3.1)
oly
tite f(x) aiUS lo pte Syne pice X 2 pid
Bla) = fetot cade = fetwf(ade+ — fe(a)f, (ade
> {xeGe eh} {xe(z) fala (wdx= — hf, (x)dx = kP(g(X) 2 b)
{x:a(x)eh} {xe(2)2k)
dk gle inilly
P(g(X)2k) <= m
sla yay
CLs) qhie diye pte XU GOLLY Se wl JS dy
Cota SASS Stzety
asl Aiglie
LOB evarX <0" ese ildy EX =p dept (spre (poe X OW 15)
2
PX-w]2s)= P(X-n)* 20") << ; e>0 (2.3.1)
ou
(2.8.1) BI Je ot (1.8.1) BY R=e? 5 eX) =(X-p)? eo»
18aiplole,
rol Ls,
Oy = {|X -n]> J UX -n] <6}
OPS lite (|X -p]0 E> caro Bey
1
P({|X - »| 4
pee ESN SS OLb pee als OX lp te ste Jot on pan ny
lan ge oe Guile Oil Al Ubl g i Ji
Of dap X ly te patie och le Galt ahead les Of 4A Se
bee Lib clas Y Lilall oday X Crjgi pk cL Vy gee Hy OH
Linney pS Ble (3.3.1) Het Gb oa Gil OY YL YI ta
fs Lagi Y (8.3.1) Latall of (223) girsi
19dV pal
1.3.1 Jui
eed days cp Led Clea ad nae Deliay ope BT Word La 6 SI)
ode ee ST Pin Upemm (Xy Xp yer X,) Hyde Lye Viel ta} C4 an
be Lill § bell 4 ob 0.95 Ge ab Y JL pity LS Debs
10.1 go BL P ye
ed JS se i py ed X= 12.40 2 pS
WX, 1g dale & ye ed Be I CSL 1X, 0 Cm atl tall
slp tal Lill § Lyall Ole gh owe X= DX, Sy diye CALS
1
HEAD Oped eyed emery ade yn gp Lash
AE Di <0a] 2095 ; EX=p
nm
Xx
AE -pi< 01] = P(x - np| < O.n) >
nr
P(X - np|20.1n) <1-095=0.05 __..... qd)
teed alee ay
ry
P(|X -np|2 0an) < 22% - Pa a. ay
“(Oin)? (O1n)? ~~ (ln)?
WF (2) « (1) Lyliny “pas r0Y
25 < 0.05 > n 2500
n
3.3.1 JL
ated e Soh A Sold yy gb UL atl te 4 LW 6S)
20alglole
cnet Coby ad y ll a eld iw 11,55 1000 B.A Ga) yy gh Ole one
0.97 ge Jub Y JL 600 5 400
Ro We SS GA SoD yy gh ol a XS ped
Aw y All
a EX = np = 500 5 varX =npq = 250, n=1000 of Ls
tet Ryle
P(X - EX| 1- aon? 7097
eco shall yoy
tedeasaudal | B yaesSI) ahaa) Qgikd 4.1
THE WEAK LAW OF LARGE NUMBERS
33 jp) Gite Ligles I] Lileyy Lady Liked) ail Le pe of
BSS LEY O gl5 Syst CLiall ops SE codtel
we pln ay phy Ly HI ON jal ey GLI 3 SUI aLLENI O giLS Gye
are) Lae ph ope Le proms, cloth Lake Ryo AO yiLall ey ash call
eC Opel yy oh iy
eel bp SH ste Ogls 21.4.1 Gy
SMe old at Lgl {X,} as el ola + ee pe J pt
tb) Cai 15) Gea 8p SI
tim (| 3x, -2 ex, 0 (1.4.1)
noe ng nydsVi jaa
Cheat By) wae) gy gill ida dae 1.4.1
Tchebichev Theorem aciegetS Ae ye 1.4.1 Le yo
bee ge i XX Kee pte Oly tell lee GILT 13]
OL} co CYL atin do ytiey Lge varX,=07 5 i=
OLA aby
uno Sx, 2 Sax 0 (2.4.1)
nS n4
noe
oly
sQlthy Ue Xp FH 12,04 lpia yop ae
w(thx)-3
(3.3.1 LI) beet Luke (phe (eLay
21-—>
8? ne?
4 ino Lae og bi Ug el,
Lira un PES, 1S ex, ce}
Ray gllall RY le fevered ety jybeny Of Ke Y Uae vi of Ley
12.4.1) SASS 5 pf Lae le SLM Walt J} SLE nad y
22,. 1< 1<
effin tbe
=)=0 3; 6>0 (3.4.1)
Lay (flys pe ee ¥ = 2¥x, dow ll of LAS
isl
welt sla = VEX,
et jase 1S x,
1355 (2.4.1) Of (EX, =p; i=1,2,.., IIS Wd) dole MSy
um lS, -p
me \In&
<<=1 3 €>0 (4.4.1)
el eid OL pt gL att daa ll paid lo ant ny
SF ne Sn A ail Bae 3K 0 tid Jlh AB ae
Line Lou ated pF xe, qllell le SU Jat obey pill ail
1) ha gl GLH dau gall dep
1.4.1 Ju
TALS y ca Glo jd Wak aie OleLd XX y,...X, CO I
Ss -2S, -a)?
rybenel Se Je
8 =F E(%-9)"
fo? GSS y pid jler sll lol ty ai aS
1OLS 13} co? J dy piv 4S GS? jlacl yKe
lim P((s? -o ‘|0 (5.4.1)
n
no
oy!
hy ke fy ten Gt fe pipe pice X slael Ke
x=>Xx,
,
24alo,
ci NPS GA Sad g pay ol ate syle Slpte pie Xp Ce
ead le g=l-p yp JL eb 0,1 nied (ope of
r0f Le,
EX;=p , var X, = past 3a
nL (14.1) tae Gobes
ase
1s p <¢a1 3 6>0 (6.4.1)
n'y
n
25dyVl jaa
dg nS AN SS) BA Galt yy gb Oly ote X Of Gee
oy
hw
X=>x, » &EX;,;=P, , varX, = p,q; s+
1
i By NSS 9 A Sot 5 4b Ol ote X,5 1512... Oe
celal gle ead (1.4.1) Gta Lae Gey
Chgratall 5 yeast ocd) Cy gill LigSjbe die 4.4.1
Markov’s Theorem BS ys nye 24.4.1 Lee
TOLLS {X,} Ag tall ol psa Uke GALS" 13
ig
lim var +35 x,) =0
noe ns
20s
€>0 (7.4.1)
. 1< 1¢
timex, 28 ex,
ne
WIS y Gate te Genres D yg Lat ll oe bee OLE Ke
bgt gate Mit KX Kye Atl tall oly ILS 13] diols
Bypeall le 2 BL bs op
. {1
tin( 2, $varx,) =0
nol n? &
BS jlie ae pe ope Lael he (14.1) ete Line of Ld
26alpdloba
Gonill BysSI1 waned Qed 5.1
THE STRONG LAW OF LARGE NUMBERS
ane by CF anal 8S ote Ob of (4.1) tl Gg Lal,
om DL YY Gylis a ah dl lp i he de ge of oe
Bye CALE gy Se Je LO den oper SUN SI fondly Lb dad gall pail Laue gin
“fi, /X, ~2D4, ,n = 12.-} ola lt Ls J
1
Sp 8p SI alae Wd gikiy laey Gl pl y
1.5.1 dys
3S eV Og avat UL {X,} ash tall ol peel! ler ge J yd
yt ee ae LAL S680 5 E> 0 YK Lege OIF If 5a
bts Gis GF iy
A
IX, - SEX,
isl
0 (2.5.1)
T €
27Us pail
Kalmagorov Theorem By PLANT Muay 11.5.1 de
th) GA cg te gts ats {X} Lt) Ol peal ler CAI 13]
EM
~ |.
A
+
8
(3.5.1)
+B 3S sae old) aa Lele
Goris Mine {XA} Alp tah oh all lice Cl Hf eld le ein
Bp SU) se OSL at LA ce CL oly a pt OLULG Oy ight
+6 9)
PLS Eo fees stl 8p SU ole o sly abel LUI cuted gto
Tey 9 ALI
(eS pa Uy ate gts al Ah yell Ol sell oye Nee {XP Ca 13)”
Gee Gy FSU) alte o gli ate oda aad (SI GIy pjdU! bail of
“EX, =p bai gll Wall opry Q
CENTRAL LIMIT THEOREMS ‘“jSyhN algal) GaGayae 6.1
ALU J age) Oly al oy lat fila Ggishll Gti 9 La
Ol patel a lhl jal of Lay QL YI Mle ge hall Gay digae
Bas y i gl ad Ga Y del ll & io ye Al yl
ait 2 OY Bg liad Gal te pt de yi
sno Linke oY, = FX, slp tall pall aaj gets gull JL)
i=l
28aliioke,
eng Late Let Jt y celiee lf Loe tale Lingll ops Le yatl ony
AB Ol tell le te yall al by tl ged ny STM al
no Lake predll aigll SY, Leet Jab eS Xi Ky
pp Sy aN gh) ol ps te (X,} oy SS
ote KX, SS gli dl) Hs ll Lui EX, =m, « varX, = 07; i=1,2,...
ine) BY, = my, = Som, « var¥, =o}, = Sof Liss apt
atest Lie pl pL ey ot al Sef ste, HY, J bal U5 pA
ALS SM
CF OL Ky KX, A all Ol tell OL gg tis Ga
Oh eX, tall ol till gle Lae y ple Las byt OF 1Y, Ue pe
no Laue «N(my, 0%) pada oj
igi gh yt Aayuay 138 pall Ayigill Lia yee 1.6.1
Liapounov Central Limit Theorem
HAY byt Gad alt Ol piel os Dts (X,} CALS 13
sayy EX, =m, ,i=12,.. ll i 1
oye y varX; = 0751512... oats .2
apory E(x, -my') ASU EM ops Lael SW pypal 3
ya(x.-m) 4
lim ++—____—__ = 0 (1.6.1
"(Set)"
i=l
29UV jail
-N(my, 0%, ) etl il dE ee = PX, Et i obs
isl
SS oti ill OLS US Ba OSG Late cy bay in oo Laue
-N(my,,97,) x Y,
100 (L6.1) Seyi bps y+» don
2
lim—i_=0 (2.6.1)
“Yel
fa
Bhp pel JSG foe XK, sh te nite LT ls of ey Way
ee pli a spel Lay Vy gilt ep tpte tues Les ¥, = OX,
ied
BAY of ¢ SLytsll oe ob OX, atl ol ad OL dL!
dae y OY, ght pric yl ole Lat tae a+ Un JSON Lean oe
KX, Ap tall oll pe pete GT, ¢ pat dopey V dk
. Y, -m, -
rll i al Lak ak 2, LZ, = pty
Y,
wb pS n 0555 Late cg jal
Fall odie fii WS clin o SU SLE Vy chine Oy phd dap OLY)
Ge ba) Hie foal 3 GIS Lol Ub Gg LGU) Sy OL Op
sla Yl olinks bil AI Lgl J] LO Yl Lyd
bby aU Wats ai al ah tl) Site os Ut (XK, } ILS 13
a
wholy flr! jst we# 11
bopory EX; =m, i=1,2,.. Vogl i .2
doy ys varX,; =0", i=1,2,... oats .3
30ate er
tetlytall pall aj yi Ob
Z, =72 : Y,=¥x,
Ee DX,
smo Late NOL) syrodl pada oj DS! oe
oly
Oh (yo i) Gey Me X, 1212)... Stl ol ial of Le,
Leal Lay yay ai (X, -m,); 1=1,2,... pda) ol pelt
(X,-m,) gyal ped 35 LW 9, (D5 §= 12. eA
Z, asp AN F(x) Sty eZ, ipsa paca jee) UW 9, 5
aim lye petal) Bp UU OLS i jal NN Gol gle tLe
n
oo:
gi) 24 pay
eio=0(—t] 5 i=12,..
ovn
1)?
-0-|9(=5]
OLS Sp leo? yO Lae hy JY ae SM ep Of ey
o,() =1- 50% + oft?)
t
o/vn
4 at Jazely
31dsV pail!
)- £ i , Rut)
n
ola
Gtlyy At t fol ys eb, lim R(n,t) =0 of o>
2 i"
ot) -[:-5 Bee]
n
we 4 nro bas nd bil a ib,
lp
lime, (=e 7
2of sl «.N(0,1) SabeAM carla ay jp peal UI Yo Le olay
lim F,(2)= 7 Je ef dz-0(2)
OL 4 8S 1 09S Lake cons May
F(z)=@(z); -w 0.90
n
Legare tlpete Lae Laie Cait dae te pili pale Col ty 2
dg La Loge ee Dal jyleny VW JL! oly Ja GL"
So pled Ripa mm ph Ld (0.59 pe os sLeall SLAY ops 25 antl
yt io = 0.2 golell Gi Aly EX=1 politi ands Spano pace X 3
aly tl VL a3) wt
A={05 pl oH U ell g
pole Hy bl ad WL ts ple Jad of bh 7/1 JLEY aS
OF AF pS 152 el odin Lids Of one 150 op fil oY!
Sail pome O 9S
ah eal ot eel Alls de 3p SN ate OL dG ada 5 Ke fee
BA OYUN Ge 5 8X) Xy te os Wl
a) P(X,=42")=2° | P(X, =0)=1-2"
1 1
5) P(X,=4ak)=55 Mee
1
0 PXy=a)= Pky a1 Ser
k k+1
D PKema= + MXee-a- 2
Ga) G Lib y fit 200 Jbl 4 cata Go Ge} Gg
Jarl oly cane 15] Abb 100 pepe ot OS OF Lael dor sf cd 9M!
0.515 gs sling 53 3Yy
Scot OLy cake 13) di ye Ly pnd inne 1), 55 625 Lal 5 Sd
Of JLab gh 0.8 syle y cult 1,5 f° GA walst gb
Lay ee Sls pe A 2 yp gli) cgenll 1 St) G14 OS
10.06 c© bey, Y caallalt
pt tye Le Co 61 elne cL} 9 a 4S
35
-10Vi jail!
Kigles Bey 17 le Lal oie yt of UL! pe Leb cn = 1100
TASM de
ee Lg pos I VLE 4 180 g JLad yes flye of ls 11
VL op 85 Bb Ct ely Ls 5 Le Ley of oe sy
peat al oh yt La of J pill Se a Lyd place coll JM UU
Spas oy
Rhy Lid gol fh tall tps 5s is XX... o SI 12
Spa plat OL, Cade U3) dap ne SL gts yl ee
ole Ogls Gadi Ke figs LY C, = E(x, -m,)(X; -m;)]
Fadl oie le 5p SI
sgllptall petted) Bjeall AS ge 13
¥(X, - EX,)
Yy. = hel
ahs ol el OLY ede IB) en > co Lente Lal oe gh
tely dlool ¢ jy5 Uy din X4,Xp,...
an
=e? ;
m!
P(X, =m) «=O...
SPS 0.25 Led yin Ly td ISG FS GA att yp gb JLo! 14
Vb y pill Ay el) 155 300 Lee A watt 5 gb JLo!
G75 1
Fo 100 cr fily 85 yr St?
36Ledete 1.2
olLajg 4} dS] elo clic yl 3 pind po ple die Gig
Flys SM) Ld stl y dake OL ant nai Up te Ol ice
Skye gf F350) Cait diye Qove of gf dgle Lyla s JIS sl Lae
ite a LS gles (58) (ea UE g JL YI Jip ses
of) yah Aw a5 acy (aL dotee sf Ladi Bey) 0 Layber pe ike
ct Re Lad FL con geet Cait (Law gh Le oxen OS hy tl
ia) ast aj ty 8 Leaked as Lys Lad Lika WILEY ole jl
GIS ode 3 paar) Abr YW olay) yl ode dol ym dey pall
G25 0 Lingle pb Lede te cy eh) JL YI jl peu
(statistical model) lerYi cS ye3L, vast of glen yh JLin yl
Qari 2 SU Klan Sal pit Uf pall Ke Gig
cet 53 Gay OLS le jy Ole LA ely polis elie
Tip JS atlad! poe i J] WALZ Yl Le . B(n,0) 2 I ns
coe jal AN cgulall dae pt” slimy
a tay a pated y Lindel ser Yl Co Oe Ue int
ah yl LE A yal pot ope Leck Caney GUI E dlp taall pill dan
37galpail
ecole) Gedo Meiooys cileaill pau 2.2
SOME SPECIAL STATISTICAL DISCRETE MODELS
cpl pliner! Gg Label lary cod af idl Ke gy pu
Mliedad OWE y Bjeall drole Glam T3 yf SS Gis
Bernoulli Model isles Clg 1.2.2
Ua Line GILT Nf dip Copa ee OE lpte pie pe JL
JS oe eae”
f(xj0)= 0701-6)" ; x=01 ; OsO<1 (1.2.2)
tues [Ol] spa 9 SP deli of Sey dagle pe O Of due
dg Class Ute
{f (38) ; 0s 03}
LE) € BOLO) Ss ssc . BOLO) 2 dyin chp Le pyy
Sas Cyd ae Ef BYO) Lay ret pe & Cass otlsy
Slam! aaj ge de feat 0 J die Lad YS Lie LD 0 dager pb tales,
Cail ll @ OS cay lof ALI a Lee thy (LE Lage Uy La
26) = B(L0,) SH jue Oy o-S4y & Quist
¢ Eg& 2 BOO) G3; Bp abl Ny ol aly Ad ll LA Uy 13)
hd spt cle (40) 9 Vos
B,g=8 , Veé=0(1-8) ; o(t;0)= if +0(e" - | (2.2.2)
38delblitlan Wc Sledl fam
oy!
9(t;0) = E,e"® = Yeo (-@)'*
0
=[1+e(e* -1)]=[a-0)+6e"]
TOYLY lt ys WLS
yg, = 1 0k) = ie!
t Ot fn t
1 3?9(t;6) 1,
Eel Pot — 1 jit
6 ae pie
Vie = E,e? -(B,6)’ = 0-0" = (1-8)
=6
t=0
=6
lt=0
des OLAL LB atl ne yl PA LL LS 1 Copal Wa pty
PAL yy gb Jeet 0 of) (A yy 4h) yp eb pre gf A Sad! yp gb Lie
Soin A ylee, 65 WA oie fry (A) =1 ¢ E(A) = 0 0pSy cA
vais tl 5 chpee Liat ch pail Lie eu) (Bernoulli trial)
Binomial Model Capa ghgigd 2.2.2
Lape CALS 13, td 63 gdp eH YE slp ke pate ype SLi
1 FYLS Lot dis
f(x;n,0) =C70*(1-8)"* 5 x=OL.uun 3 OsSOS1 (3.2.2)
pF 168 Cptele te Le yy « B(n,0) col VLA bale py
gles 0555 key ple JSuty ceases
USS mn gs nes sp te pois E OLS UL Sp ai is pany
Fy A ALS Nb ee yin yd SG my din Uy
39