¡¶¸ÅÂÊÂÛÓëÊýÀíͳ¼Æ¡·Ï°Ìâ¼°´ð°¸ ÏÂÔØ±¾ÎÄ

217¡¢¼ÙÉèÑù±¾X1,X2,?,XnÀ´×ÔÕý̬×ÜÌåN(?,?)£¬?Óë?δ֪£¬ÔòÔ­¼ÙÉè

2H0£º??15µÄt¼ìÑéÑ¡ÓõÄͳ¼ÆÁ¿Îª ¡£

¶þ¡¢Ñ¡ÔñÌâ

1¡¢ÏÂÁнáÂÛ²»ÕýÈ·µÄÊÇ ( )

¢Ù ÉèËæ»ú±äÁ¿X,Y¶¼·þ´Ó±ê×¼Õý̬·Ö²¼£¬ÇÒÏ໥¶ÀÁ¢£¬ÔòX?Y~?(2) ¢Ú X,Y¶ÀÁ¢£¬X~?(10),X?Y~?(15)?Y~?(5) ¢Û X1,X2,?XnÀ´×Ô×ÜÌåX~N(?,?)µÄÑù±¾£¬XÊÇÑù±¾¾ùÖµ£¬ Ôò

2222222?i?1n(Xi?X)2?2~?2(n)

2 ¢Ü X1,X2,?XnÓëY1,Y2,?Yn¾ùÀ´×Ô×ÜÌåX~N(?,?)µÄÑù±¾£¬²¢ÇÒÏ໥¶ÀÁ¢£¬

X,Y·Ö±ðΪÑù±¾¾ùÖµ£¬Ôò

?(Xi?1nni?X)2~F(n?1,n?1)

?Y)2?(Yi?1i?,??ÊDzÎÊý?µÄÁ½¸ö¹À¼ÆÁ¿£¬ÕýÃæÕýÈ·µÄÊÇ ( ) 2¡¢Éè?12?)?D(??)£¬Ôò³Æ??Ϊ±È??ÓÐЧµÄ¹À¼ÆÁ¿ ¢Ù D(?1212?)?D(??)£¬Ôò³Æ??Ϊ±È??ÓÐЧµÄ¹À¼ÆÁ¿ ¢Ú D(?1212?,??ÊDzÎÊý?µÄÁ½¸öÎÞÆ«¹À¼ÆÁ¿£¬D(??)?D(??)£¬Ôò³Æ??Ϊ±È??ÓÐЧµÄ¹À¼ÆÁ¿ ¢Û ?121212?,??ÊDzÎÊý?µÄÁ½¸öÎÞÆ«¹À¼ÆÁ¿£¬D(??)?D(??)£¬Ôò³Æ??Ϊ±È??ÓÐЧµÄ¹À¼ÆÁ¿ ¢Ü ?121212?)?0£¬ÔòÓÐ £¨ £© ?ÊDzÎÊý?µÄ¹À¼ÆÁ¿£¬ÇÒD(?3¡¢Éè?? ²»ÊÇ?µÄÎÞÆ«¹À¼Æ ¢Ú ?? ÊÇ?µÄÎÞÆ«¹À¼Æ ¢Ù ?2222? ²»Ò»¶¨ÊÇ?µÄÎÞÆ«¹À¼Æ ¢Ü ?? ²»ÊÇ?µÄ¹À¼ÆÁ¿ ¢Û ?2222 ¸ÅÂÊÂÛÓëÊýÀíͳ¼Æ µÚ29Ò³£¨¹²57Ò³£©

4¡¢ÏÂÃæ²»ÕýÈ·µÄÊÇ £¨ £©

¢Ù z1????z? ¢Ú ?1??(n)????(n) ¢Û t1??(n)??t?(n) ¢Ü F1??(n,m)?221

F?(m,n)5¡¢×ÜÌå¾ùÖµµÄÇø¼ä¹À¼ÆÖУ¬ÕýÈ·µÄÊÇ £¨ £©

¢Ù ÖÃÐŶÈ1??Ò»¶¨Ê±£¬Ñù±¾ÈÝÁ¿Ôö¼Ó£¬ÔòÖÃÐÅÇø¼ä³¤¶È±ä³¤£» ¢Ú ÖÃÐŶÈ1??Ò»¶¨Ê±£¬Ñù±¾ÈÝÁ¿Ôö¼Ó£¬ÔòÖÃÐÅÇø¼ä³¤¶È±ä¶Ì£» ¢Û ÖÃÐŶÈ1??Ôö´ó£¬ÔòÖÃÐÅÇø¼ä³¤¶È±ä¶Ì£» ¢Ü ÖÃÐŶÈ1??¼õÉÙ£¬ÔòÖÃÐÅÇø¼ä³¤¶È±ä¶Ì¡£

6¡¢¶ÔÓÚ¸ø¶¨µÄÕýÊý?£¬0???1£¬Éèz?ÊDZê×¼Õý̬·Ö²¼µÄ?Éϲà·ÖλÊý£¬ÔòÓУ¨ £© ¢Ù P(Z?z?)?1?? ¢Ú P(|Z|?z?)??

22¢Û P(Z?z?)?1?? ¢Ü P(|Z|?z?)??

227¡¢Ä³¹¤³§ËùÉú²úµÄijÖÖϸɴ֧Êý·þ´ÓÕý̬·Ö²¼N(?0,?0),?0,?0ΪÒÑÖª£¬ÏÖ´ÓijÈÕÉú²úµÄÒ»Åú²úÆ·ÖÐËæ»ú³éÈ¡16ÂÆ½øÐÐÖ§Êý²âÁ¿£¬ÇóµÃÑù±¾¾ùÖµºÍÑù±¾·½²î£¬Òª¼ìÑéϸɴ֧ÊýµÄ¾ùÔȶÈÊÇ·ñ±äÁÓ£¬ÔòÓ¦Ìá³ö¼ÙÉè £¨ £©

¢Ù H0£º???0 H1£º???0 ¢Ú H0£º???0 H1£º???0 ¢Û H0£º?22222222??0 H1£º???0 ¢Ü H0£º???0 H1£º???0

228¡¢ÉèÑù±¾X1,X2,?Xn³é×Ô×ÜÌåX£¬Y1,Y2,?YmÀ´×Ô×ÜÌåY£¬X~N(?1,?)

2 Y~N(?2,?)£¬Ôò

2?(X?(Yi?1i?1mini??1)2/nµÄ·Ö²¼Îª

??2)2/m¢Ù F(n,m) ¢Ú F(n?1,m?1) ¢Û F(m,n) ¢Ü F(m?1,n?1)

1n9¡¢Éèx1,x2,?,xnΪÀ´×ÔX~N(?,?)µÄÑù±¾¹Û²ìÖµ£¬?,?δ֪£¬x??xi

ni?122 Ôò?µÄ¼«´óËÆÈ»¹À¼ÆÖµÎª £¨ £©

¸ÅÂÊÂÛÓëÊýÀíͳ¼Æ µÚ30Ò³£¨¹²57Ò³£©

21n1n1n1n22(xi?x) ¢Ù ?(xi?x) ¢Ú ?(xi?x) ¢Û ?(xi?x) ¢Ün?1?ni?1ni?1n?1i?1i?11n1n2(Xi?X)2 10¡¢Ñù±¾X1,X2,?XnÀ´×Ô×ÜÌåX~N(0,1)£¬X??Xi£¬S??ni?1n?1i?1ÔòÏÂÁнáÂÛÕýÈ·µÄÊÇ £¨ £© ¢Ù nX~N(0,1) ¢Ú X~N(0,1) ¢Û

?Xi2~?2(n) ¢Ü

i?1nX~t(n?1) S211¡¢¼ÙÉèËæ»ú±äÁ¿X~N(1,2),X1,X2,?,X100ÊÇÀ´×ÔXµÄÑù±¾£¬XΪÑù±¾¾ùÖµ¡£ÒÑÖª

Y?aX?b~N(0,1)£¬ÔòÏÂÁгÉÁ¢µÄÊÇ£¨ £©

¢Ùa??5,b?5 ¢Úa?5,b?5 ¢Ûa?1,b??1 ¢Üa??1,b?1

55552

12¡¢ÉèÑù±¾X1,X2,?,XnÀ´×ÔÕý̬×ÜÌåN(?,?)£¬XÓëS·Ö±ðÊÇÑù±¾¾ùÖµºÍÑù±¾·½²î£¬

2ÔòÏÂÃæ½áÂÛ²»³ÉÁ¢µÄÊÇ£¨ £©

¢ÙXÓëSÏ໥¶ÀÁ¢ ¢ÚXÓë(n?1)SÏ໥¶ÀÁ¢

22¢ÛXÓë

1?2?(Xi?1ni?X)Ï໥¶ÀÁ¢ ¢ÜXÓë

221?2?(Xi?1ni??)2Ï໥¶ÀÁ¢

213¡¢Ñù±¾X1,X2,X3,X4,X5È¡×ÔÕý̬×ÜÌåN(?,?)£¬?ÒÑÖª£¬?δ֪¡£ÔòÏÂÁÐËæ»ú

±äÁ¿Öв»ÄÜ×÷Ϊͳ¼ÆÁ¿µÄÊÇ£¨ £©

1(X?X) ¢Ù X ¢Ú X1?X2?2? ¢Û ¢Ü?i?2i?132215?(Xi?15i?X)2

2

14¡¢ÉèÑù±¾X1,X2,?,XnÀ´×ÔÕý̬×ÜÌåN(?,?)£¬XÓëS·Ö±ðÊÇÑù±¾¾ùÖµºÍÑù±¾·½²î£¬

ÔòÏÂÃæ½áÂÛ³ÉÁ¢µÄÊÇ£¨ £©

n(X??)2~F(1,n?1) ¢Ù 2X2?X1~N(?,?) ¢Ú 2S2¢Û

S2?2~?2(n?1) ¢Ü

X??n?1~t(n?1) S ¸ÅÂÊÂÛÓëÊýÀíͳ¼Æ µÚ31Ò³£¨¹²57Ò³£©

15¡¢ÉèÑù±¾X1,X2,?,XnÀ´×Ô×ÜÌåX£¬ÔòÏÂÁйÀ¼ÆÁ¿Öв»ÊÇ×ÜÌå¾ùÖµ?µÄÎÞÆ«¹À¼ÆÁ¿µÄÊÇ£¨ £©¡£

¢ÙX ¢ÚX1?X2???Xn ¢Û0.1?(6X1?4Xn) ¢ÜX1?X2?X3 16¡¢¼ÙÉèÑù±¾X1,X2,?,XnÀ´×ÔÕý̬×ÜÌåN(?,?)¡£×ÜÌåÊýѧÆÚÍû?ÒÑÖª£¬ÔòÏÂÁйÀ¼ÆÁ¿ÖÐÊÇ×ÜÌå·½²î?µÄÎÞÆ«¹À¼ÆÊÇ£¨ £©

221n1n1n1n222(Xi?X)¢Û(Xi??) ¢Ü(Xi??)2 ¢Ù?(Xi?X)¢Ú???ni?1n?1i?1n?1i?1n?1i?117¡¢¼ÙÉè×ÜÌåXµÄÊýѧÆÚÍû?µÄÖÃÐŶÈÊÇ0.95£¬ÖÃÐÅÇø¼äÉÏÏÂÏÞ·Ö±ðΪÑù±¾º¯Êý

b(X1,?Xn)Óë a(X1,?,Xn)£¬Ôò¸ÃÇø¼äµÄÒâÒåÊÇ£¨ £©

¢Ù P(a???b)?0.95 ¢Ú P(a?X?b)?0.95 ¢Û P(a?X?b)?0.95 ¢Ü P(a?X???b)?0.95

18¡¢¼ÙÉè×ÜÌåX·þ´ÓÇø¼ä[0,?]ÉϵľùÔÈ·Ö²¼£¬Ñù±¾X1,X2,?,XnÀ´×Ô×ÜÌåX¡£Ôòδ֪

?Ϊ£¨ £©¢Ú ²ÎÊý? µÄ¼«´óËÆÈ»¹À¼ÆÁ¿?¢Ù 2X ¢Ú max(X1,?,Xn) ¢Û min(X1,?,Xn) ¢Ü ²»´æÔÚ 19¡¢ÔÚ¼ÙÉè¼ìÑéÖУ¬¼ÇH0Ϊԭ¼ÙÉ裬Ôò·¸µÚÒ»Àà´íÎóµÄ¸ÅÂÊÊÇ£¨ £© ¢Ù H0³ÉÁ¢¶ø½ÓÊÜH0 ¢Ú H0³ÉÁ¢¶ø¾Ü¾øH0 ¢Û H0²»³ÉÁ¢¶ø½ÓÊÜH0 ¢Ü H0²»³ÉÁ¢¶ø¾Ü¾øH0 20¡¢¼ÙÉèÑù±¾X1,X2,?,XnÀ´×ÔÕý̬×ÜÌåN(?,?)£¬XΪÑù±¾¾ùÖµ£¬¼Ç

21n1n22S??(Xi?X)S2?(Xi?X)2 ?ni?1n?1i?1211n1n22S??(Xi??)S4?(Xi??)2 ?ni?1n?1i?123 ¸ÅÂÊÂÛÓëÊýÀíͳ¼Æ µÚ32Ò³£¨¹²57Ò³£©