La loi normale
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Transcript of La loi normale
7/22/2019 La loi normale
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NK NMB EMVCKNI
(Nmb ji Nkpnkhi-Lkuss / Nmb ji ji Lkuss)
Ketmbei Zkeluy
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TVÂXIEZ
• Bn s‒klbt ji nk nmb nk pnus bcpmrtketi pmur jâhrbri uei vkrbkfni knâkhmetbeui.
• H‒ist nk nmb virs nkquinni tiejiet nis kutris nmbs ji prmfkfbnbtâs pm
hmejbtbmes qui n‒me riehmetri arâquicciet jkes nk prktbqui.
• Nk smcci (mu nk cmyieei) ji pnus ji trieti vkrbkfnis knâktmbrisbejâpiejketis qub subviet uei cçci nmb ji prmfkfbnbtâ subtkpprmxbcktbviciet uei nmb emrckni.
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TVÂXIEZ
• Bn s‒klbt j‒uei jis nmbs ji prmfkfbnbtâs nis pnus kjkptâis pmur cmjp`âemcàeis ekturins bssus ji pnusbiurs âvâeiciets knâktmbris(bejâpiejkets)
• H‒ist uei nmb ji prmfkfbnbtâ kfsmnuciet hmetbeui qub jâpiej jipkrkcàtris 7
• N‒ispârkehi 7 • Nk vkrbkehi 7 • (N‒âhkrt-typi 7 )
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KYZVIX HKVKHZÂVBX
Bejbhktiur Qkniur
Ispârkehi ξCmyieei ξCâjbkei ξQkrbkehi ψIhkrt-typi ψXoiweiss 4Ourtmsbs 8
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JIEXBZÂ JI TVMFKFAMEHZBME JI VÂTKV
p x ;ψ 6τ i ∖ ∖
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NMB EMVCKNI HIEZVÂI-VIZ HMYVFI IE H
Nk hmurfi ji nk nmb emrckni istkppinâi Hmurfi ji Lkuss.
Bn s‒klbt ji nk riprâsietktbme nk pnus
hmccuei, nk cmyieei ist âlkni ä 4,nk vkrbkehi (âhkrt-typi) ist âlkn ä ;.
NMB EMVCKNI HIEZVII VIJYBZI
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EMZK
• Nmrsqu‒uei vkrbkfni knâktmbri subt uei nmb emrckni (lkussbieei), mlâeârkniciet kvih sk vkrbkehi 7
~(,)• Nmrsqu‒uei vkrbkfni k âtâ hietrâi pubs râjubti, me nk emti lâeârk
~(,)
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HIEZVIV IZ V
TMYV[YMBHIEZVIV IZ VIJYBVI =
• Nis jmeeâis jivbieeietbejâpiejketis ji n‒uebtâ mu jin‒âh`inni h`mbsbi
• Me mftbiet jis vkrbkfnis kyket ueicçci cmyieei it uei cçcijbspirsbme
• Me piut kbesb hmcpkrir pnusakhbniciet jis vkrbktbmes
HMCCIEZHIEZVIV IZ VIJYBVI
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NK NMB EMVCKNI HIEZVÂI-V
• Jkes ni hks mò P subt uei nmb emrckni, W subt kussb uei nmb emrckni.
• Hihb pircit ji rkcieir tmut hknhun rinktba ä jis vkniurs ji E(ξ,hknhuns sur E(4,;) qui n‒me piut trmuvir jkes nis tkfnis.
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TVMTVBÂZÂX JI NK NMB EMVC
Nbeâkrbtâ ji nmb emrckni
• Xb P~E(ξ,ψ) it sb R kP f, knmrs R subt âlkniciet uei nmb emrckni
~(,) I P ξ I R I kP f kI P Q P ψ Q R Q kP f k¶Q(P)
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TVMTVBÂZÂX JI NK NMB EMVC
Kjjbtbvbtâ ji nk nmb emrckni
• Xb P it R smet bejâpiejketis it subviet uei nmb emrckni, knmrs nk smcci
jbaaâriehi jis jiux vkrbkfnis P it R subviet âlkniciet uei nmb emrckni
• Hitti prmprbâtâ j‒kjjbtbvbtâ si lâeârknbsi pmur e vkrbkfnis knâktmbris bej
it subvket tmutis jis nmbs emrcknis.
~(, ) ~(, ) I P ξ I R ξ ξ ξ ξ ξJ ξQ P ψ Q R ψ ψ ψ ψ ψJ ψ
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Z@ÂMVÀCI HIEZVKN-NBC
•
Xmbt P, P, … , P uei subti uei e vkrbkfnis knâktmbris bejâpiejketinmb, j‒ispârkehi ξ it ji vkrbkehi ψ¶, knmrs 7
X P ξ
ψ e ~E(4,;)
•
Kvih 7 P b3 Pb
• Hi t`âmràci kaabrci qui tmuti smcci ji vkrbkfnis knâktmbris bbj
(bejâpiejkcciet it bjietbquiciet jbstrbfuâis) tiej virs uei vknâktmbri lkussbieei.
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Z@ÂMVÀCI HIEZVKN-NBC
• H‒ist lræhi ä hitti prmprbâtâ qui nk nmb emrckni pircit j‒kpprmhj‒kutris nmbs it ji cmjânbsir jis cisuris j‒irriurs mu jis tists stn‒kbji jis tkfnis ji nk nmb emrckni.
• Ie t`âmrbi nk hmevirliehi k nbiu nmrsqui
tiej virs n‒beabeb, hipi
pmbet ji vui prktbqui, ni ZHN ist kppnbquâ ä pkrtbr ji .
• Ye lrkej emcfri ji p`âemcàeis ekturins ist ju ä nk supirpmsbtj‒âvâeiciets pnus mu cmbes bejâpiejkets. Bn ie râsunti qui nk nmnis riprâsieti ji ckebàri rkbsmeekfniciet iaabhkhi.
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BEZIVQKNNIX VICKV[Y
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QKNIYVX VICKV[Y
Qkniur hrbtbqui 3
emcfri j‒âhkrt-typis
Xiubn j‒irriur 3
pmurhietkli ji vkniurs`mrs ji n‒âhkrt-typi
Ihkrt-typi () % ji
;
6
8
Xiubn j‒irriur Qkniu
; %
9 %
;4 %
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AMVCYNIX BEJBXTIE
T k > P ≪ f T k ξψ > W ≪ f ξψ A f A(k)T P ≪ z A z
T P ≩ z ; T P ≪ z ; A z
T P ≪ z T(P ≩ z)T P ≩ z ; T P ≪ z ; T(P ≩ z)
T z ≪ P ≪ z ; 6T(P ≩ z)
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KTTVMPBCKZBMENMB FBEMCBKNI TKV NK NMB EM
Nmb ji prmfkfbnbtâ Kpprmxbcktbme pkr nk Cbsi ie Řu
Nmb fbemcbkni
F(e,p)Nmb emrckni
E(ep,epq)ep eq e ≩
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KTTVMPBCKZBMENMB JI TMBXXME TKV NK NMB EM
Nmb ji prmfkfbnbtâ Kpprmxbcktbme pkr nk Cbsi ie Řu
Nmb ji Tmbssme
T(ο)Nmb emrckni
E(ο,ο) ο ≩e ≩
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HMEXÂ[YIEHIX BCCÂ
Nmb fbemcbkni
W P ep
epq ~E(4,;)
I P ep ξQ P epq ψ
Nmb qui
W b3 Pb
ψ ee ↖
Nmb ji Tmbssme
W P ο
ο ~E(4,;)
I P ο ξQ P ο ψ
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TKXXKLI J‒YEI NMB JBXÄ YEI NMB HM
• Nmb hmetbeui 7 nis prmfkfbnbtâs hmrrispmejiet ä n‒kbri smus nk amehtbme jiprmfkfbnbtâ j‒uei vkniur bsmnâi ist jmeh eunni.
• Tmur kpprmxbcir uei prmfkfbnbtâ fbemcbkni mu ji Tmbssme pkr nk nmb emrckppnbqui ue akhtiur ji hmrrihtbme ji nk hmetbeubtâ.
• ? me utbnbsi nk emtktbme o nmrs jis prmfkfbnbtâs jbshràtis it x nmrs jis phmetbeuis.
Nmb fbemcbkni Nmb emrckni
p(o f) p(f 4,9 ≪ x ≪ f 4,9p(k > o > f) p(k 4,9 ≪ x ≪ f 4,9p(o > f) p(x > f 4,9)p(o 5 f) p(x 5 f 4,9)
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NIX NMBX JJI NK NMB EMVC
• Nmb ju O`b-6
Hitti nmb pircit ji jâtircbeir nk ckrli j‒irriur sur n‒istbcktbme j‒uei vj‒uei pmpunktbme ä n‒kbji j‒ue âh`ketbnnme (betirvknni ji hmeabkehi ji nk
• Xmbt W, W, … , W uei subti ji e vkrbkfnis knâktmbris bejâpiejketis qub suh`khuei uei nmb emrckni hietrâi râjubti E(4?;) knmrs O subt uei nmb ju Ojilrâs ji nbfirtâ, mò 7
O b3
Wb
• Emtktbme 7 O~ό
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NIX NMBX JJI NK NMB EMVC
• Nmb ji Xtujiet
Hitti nmb k âtâ bevietâi pmur hmestrubri jis betirvknnis ji hmeabkehi sur nk cnmrsqui n‒âhkrt-typi ist behmeeu. Inni sirt âlkniciet pmur nis tists stktbstbquisjkes ni tist ji sblebabhktbvbtâ ju hmiaabhbiet j‒uei râlrissbme nbeâkbri.
• Xb W ist uei vkrbkfni knâktmbri qub subt uei nmb emrckni hietrâi râjubti• Xb O ist uei vkrbkfni knâktmbri qub subt uei nmb ju O`b-6 ä e jilrâs ji nbfirtâ• Xb W it O smet bejâpiejketis, knmrs nk vkrbkfni knâktmbri Z subt uei nmb ji Xtujiet
nbfirtâ, mò 7
Z WOe
• Emtktbme 7 Z~t• Tmur 5 ;64 , n‒kpprmxbcktbme ji nk nmb ji Xtujiet pkr nk nmb emrckni hietrâ
ji fmeei quknbtâ.
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NIX NMBX JJI NK NMB EMVC
• Nmb ji Abs`ir (mu Abs`ir-Xeijihmr)
Hitti nmb ist utbnbsâi pmur ni hmetrúni ji tists ji hmcpkrkbsme ji jiux vkrbketist j‒keknysi ji nk vkrbkehi mu iehmri ni tist ji H`mw ie âhmemcâtrbi. Hprmfkfbnbtâ ju rkppmrt ji jiux vkrbkfnis ju O`b-6 bejâpiejketis jbvbsâis pkji jilrâs ji nbfirtâ.
•
Xmbt O uei vkrbkfni knâktmbri qub subt uei nmb ju O`b-6 ä e jilrâs ji nbfirtâ vkrbkfni knâktmbri qub subt uei nmb ju O`b-6 ä e jilrâs ji nbfirtâ. Xb O it Ovkrbkfnis bejâpiejketis, knmrs nk vkrbkfni P subt uei nmb ji Abs`ir ä e? e jnbfirtâ, mò 7
P O eO e
• Emtktbme 7
P~A(e, e)
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JIEXBZÂ JI TVMF
• Nk jiesbtâ ji prmfkfbnbtâ j‒uei vkrbkfni knâktmbri P ist uei ameh
• Tmsbtbvi mu eme eunni sur V• Hmetbeui sur
Vjkes ni hks j‒uei vkrbkfni knâktmbri hmetbeui
• [ub vârbabi 7 ∖+ a x jx ;
• Zinni qui pmur tmut râin f 7 p P ≪ f ∖ a x jx
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AMEHZBME JI VÂTKV
• Nk amehtbme ji râpkrtbtbme j‒uei vkrbkfni knâktmbri quketbtktbvi, jhmetbeui, emtâi A, ist nk amehtbme jâabebi sur n‒iesicfni jis râins
A x p(P > x) p(P ≪ x)
• Inni jâsblei nk prmfkfbnbtâ qui nk vkrbkfni knâktmbri P prieei ueibeaârbiuri mu âlkni ku emcfri x.
• H‒ist uei amehtbme hucunktbvi strbhticiet hrmbssketi.
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NBIE IEZVI NK JIEXBZÂ JI TVMIZ NK AMEHZBME JI VÂTK
• Nk jiesbtâ ji prmfkfbnbtâ a ist nk jârbvâi ji nk amehtbme ji râpkrt
• Nk amehtbme ji râpkrtbtbme A ist uei prbcbtbvi ji nk jiesbtâ ji prm
• Ni nbie ietri nk amehtbme ji râpkrtbtbme it nk amehtbme ji jiesbtâ 7
a x A(x)jx
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AMVCYNIX LÂE
∖
+a x jx ;
A x ∖
a x jx
A x T(P ≪ x)T k ≪ x ≪ f A f A k