-

- - ..........................................................................................................................

- - ...................................................................................
- - ..................................................................................................
- - ......................................................................................................................

.I
.

.II
.

2
3
4
5
6
.
1
2
3
4
5

.III
.
1
2

.
1
2

4
.

- - .....................................
- - ...........................................................................................................
- - ........................ Epreuve, vnement, probabilit
- - ..............................................................................................
- - ......................................................................
- - ....................................
- - ............................................................................................................
- - ......................................................................
- - ..............................................
- - .............................................................
- - ..................... Thorme ou rgle de BAYES
- - ............................................................................................................
- - ...............................................................................................................

- - ......................................................
- - ........................................................
- - .......................................................................................
- - ....................................................................................
- - .........................................................................
- - .........................................................................
- - .....................................................
) F(x - - ............................................................
- - ........................................................
- - ..........................................................................
- - .....................................................................................
- - ............................................
) F(x - - ............................................................
- - .................................................................... Rgle de LEIBNITZ
- - ................................................................................

- - ................................................
- - ............................................................... Esprance mathmatique
- - .....................................................................................................
- - ...........................................................................................................
- - ......................................................................................
- - ..................................................... Variance et cart type
- - .....................................................................................................
- - .................................................................................................
- - ........................................................ Variable centre rduite
- - ............................................................................................................
- - .....................................................................................
-1-

1
2

.
1
2

IV.
.
1
2

3
4

.V
.

.VI
.

- - ....................................................................................... Les moments

)- - ..................... La fonction gnratrice des moments Mx(t
- - ............................................................................................................
- - ..........................................................................
- - ................................ Ingalit de Bienaym CHEBYCHEV
- - ....................................... Thorme des grands nombres
- - ..........................................................................................................

- - ..................................
- - ...................................................................
- - ...................................... Distribution hyper gomtrique:
- - .................... Distribution Multi-hypergomtrique:
- - .......................................................... Distribution de Bernoulli
- - ...............................................................Distribution binomiale
)( - - .......................... Distribution binomiale ngative
- - ....................................................... Distribution gomtrique
- - ......................................................... Distribution multinomiale
- - ............................................................. Distribution de Poisson
- - ..........................................................................................................
- - ...........................................................................
- - ..... D. Normale ou D. de Laplace -Gausse
- - ...................................................... Distribution exponentielle
- - ..................................................................... Distribution gamma
- - ............................................................................Distribution bta
- - ..........................................................................................................

- - .......................................
- - .........................................................................................................
)( - - ................ Fonction marginale
- - ..................................................................................
- - ..................................................... Distribution conditionnelle
- - ............................................................................................................
- - ...........................................................................................
- - .......................................................................................
- - ...............................................................
- - ............................................................................... Covariance
- - ...................................................................................................
- - ............................................................................................................

- - ......................................
: - - ......................................................................
- - ..................................... Distribution en Khi-carr (ou Khi-deux)
- - ............................................................. Distribution de Student
)- - .......................................... Distribution F de Fisher-Sndecor (F
- - ............................................................................................................
- - .....................................................................
- - ..............................................................
- - ..............................................................
- - ................................................................
- - .........................................................................................
-2-

 - - ............................................................................................................

.VII
.

2
3
4
5
.

.
.
1

2
3

- - .................................................
- - ........................................................................................................
- - ......................................................... Population et chantillon
- - .............. Echantillon exhaustif et non exhaustif
- - .................................................................Echantillon alatoire
- - ....................................................... Paramtre dune population
- - ..............................................Statistique de lchantillonnage
- - ...........................................................................................
- - ...........................................................................
- - ..............................................................................
- - .................................................................................................. m
- - ............................................................................................................
- - ..................................................................................................
- - ...................................................................................
- - .................................................................................................
- - ..................................................................
- - .....................................................
- - ............................................................................................
- - ....................................................................................
- - .............................................................................................................
- - ..........................................................................................................

.VIII
.

.
1

.
1
2

IX.
.

2
.
1

- - .......................................................

- - ...........................................................................................................
- - ..........................................................................................
- - ................................................................................ .
- - ...........................................................................................................
- - ..............................................................................................
- - .................................................................................................
- - ................................................................................................
- - ......................................................................................
- - ............................................................................................................
. - - ......................................................................
- - ...................................................................................................
- - .....................................................................................................
) ( - - ........................................................

- - ....................................
- - .........................................................................................................
- - ................................................................................. .
- - ...............................................................................
S - - ................................................................. .
t - - ...................................................................... .
- - ............................................................................................................
- - .........................................................................................
- - ......................................................................................................
- - .....................................................................................................
- - ........................................................................................
- - .............................................................................
-3-

2
.
1
2

- - ...............................................................................
- - .........................................................................................
- - .................................................................................................
- - ...................................................................................................

-4-

" "
.
.
.

.

.
.

.


.
" " .
.
.


.

.
.

.


. ) ( .
.

--

.

.
.
" . "
) (!
.

"" .
.


.

.
.

" .

[] .

.
:
.
.


.
1 . !
2 : ) (SMA ) (Ellips .
3

: . . :
Microsoft Encarta 2006. 1993-2005 Microsoft Corporation.

-2-

.
)
. (
.
)(
.

. -
...
) (- .
. "" ) (GRANT : -
.
) (PETTY )
(... " " ) (Multiplicateur
"" ) (LAPLACE .
:
.
.
"" ) (PASCAL - " " (La
) .gomtrie du hasard "" )
. (FERMAT :
" " .
) (HUYGEN : 1629 1695 (JACQUES
) BERNOULLI ) (MOIVRE ) .( LEIBNIZ :
) (GAUSSE, BAYES, LAPLACE
.
: " "
. ) GAUSSE .(LAPLACE
) (GALTOU )(QUETLET
.

--

. )
( ) (KARLE PEARSON )(MARKOV
) .(BOREL ) (
) (FISHER .
)(NEYMAN
) (EGON PEARSON ) (NEYMAN
.
. .
:
) (
.

.

" : :

.

. "
".
" ...



".
" :
".
1 : .
2 .

-4-

: "

"... " :
".
" :

.
".
) (Statistique Inductive

) (Univers .
".

" " .

.

" "" : :
) (...
. )(
".
:

1 .
2 .
3 ,

--

.I

" " !!
. .

.
. % .
.

Epreuve, vnement, probabilit

)( Evnement et probabilit

.
)
( . - -
" : " .
% : %
.
. / " "
. /

..
. ) ( .
.
) ( .
.
. .
- -I

" " " "

" " "...

) (

Epreuve

.
. .
.


...
.

:
) (.
.

. .

.
. .
.
. "" ""
.
.
.
. .
. "" "" .

) (Blaise Pascal : 1623 :

-2-

"

".
:
.
: ) .(
.( ) :
1 3

2 6

= .

: .
. . .
.
3
5
3
7

C 53 . C 73 : . C = 10
35

...
. . .
.
) ( .
1
( :
10
( C103 : :

!n
C92 = 36
!(n x)! x

= Cnx

C103 11 = C92

C 92
36
36
3
=
=
=
:
3
C10 10(9)(8) / 3 240 20

...
. .
: )
(
:
4
( 6 = 4096 .1/4096
(2 . 4/4096

.
1

- -I

. ) ( .
.
.
. :




.
.

" " )(-

.
)P(A
X = x : P(X = x) : ). P(x
: " : " P(X = 5) = 1/6 : :
P(5) = 1/6
.P = 1/6 :

:
. .
. A A .
. A A .
. .
. . :
:A ) (
-4-

} = {1, 2, 3, 4, 5, 6 } , A= {

}B = {2, 4, 6

:B
:C
:D

}C = {2, 3, 5

}D = {1, 3, 5

: : :
: A ) (
: B
: C
.
.
.

} ={PP, PF, FP, FF }, A = { PP

} B = {FP, PF
} C = {PF, PP

. P() = 0.

P() = 1 .
....
. :
AUB : A B .
AB A : B .
CA .A
A B A : . B
AB = A B ) (
).(mutuellement exclusifs
: : A " " " B ".
= AB
}A = {PP}. B = {PF, FP, FF

)( Evnement contraire .

A ' A A :
)P() + P(A) = 1 <=> P() = 1 P(A

: P F )( . :
P(P) = P(F') = 1 P(F) <=> P(P) + P(F) = 1

- -I

: P(5) = 1/6 :

P(5') = 1 P(5) = 1 (1/6) = 5/6. :

:
P(nombre pair) = P(2 ou 4 ou 6) = 3/6

:
P(impair) = 1 P(pair) = 1 (3/6) = 3/6.

) (

" "A " "B ) .(

)P(AB) = P(A)* P(B/A

A, B, C ) (
:
P (A) >

))P(ABC) = P(A)* P(B/A)* P(C/(AB

) P(B/A B A.

)P(B/A) = P(AB) / P(A

A A.
A

B
B\A

AB

A\B

B/A B\A

( : ) .(B
( ).(A
( .
P(B) = P(1ou 2 ou 3) = P(1) + P(2) + P(3) = 3/6
)P(B/A) = P(BA)/P(A
P(BA) = P (impaire et ) = P(1 ou 3) = P(1) + P(3) = 1/6 + 1/6 = 2/6
P(B/A) = P(BA)/P(A) = 2/6 / 3/6 = 2/3

)(

" "A " "B " "A " "B ) .(

)P(AB) = P(A) * P(B

))(P(B/A) = P(B

B A A B
)P(C/(AB)) = P(C

)P(ABC) = P(A) * P(B) * P(C

: . )
(.
P(AB) = P(A).P(B) = 0.5 * 1/6 = 1/12.
-6-

. . .
P(FF) = P(AB) = P(A) P(B) = 0.5 * 0.5 = 0.25

. .
.
o ) (.
o ) (
P(RR) = P(R1 R2) = P(R1) P(R2) = 2/5 * 2/5 = 8/25
P(RRR) = P(R1 R2 R3) = P(R1) P(R2) P(R3) = 2/5 * 2/5 * 2/5 = 8/125
P(RR) = P(R1 R2) = P(R1) P(R2/R1) = 2/5 * 1/4 = 2/20
P(RRR) = P(R1 R2 R3) = P(R1) P(R2/R1) P(R3/(R1R2)) = 2/5 * 1/4 * 0 = 0

)( " "A ") "B .(

)P(AUB) = P(A) + P(B) P(AB

B
AB

)( "" "" "" "" ) .(

A, B
)(P(AB) = 0

)(P(ABC) = 0

)P(AUB) = P(A) + P(B

)P(AUBUC) = P(A) + P(B) + P(C

)(
A1 A2:

)P(A1) P(A2

)P(A2 A1) = P(A2) P(A1

A2

A1

A B :

)P(AB) + P(AB) = P(A

A

B
BB

AB

- -I

AB

A A1, A2 , A3 , A4 , An :
) P(A) = P(A A1) + P(AA2 ) + P(AA3 ) + . + P(AAn

An

Ak . . .

A1

A2

Thorme ou rgle de BAYES

An . . . Ak . . . A A A
)( A Ak A
Ak :
) P ( A Ak
)P( A

) P ( Ak ) P ( A / Ak
) P ( Ak ) P( A / Ak

n
k =1

= )P ( Ak / A

) (Ak
).(A

An

A
Ak . . .

A2

A1

: ) (A1 % .
) (A2 % ) .% (A3 %
) % (A2 ).% (A3
.
% ).(%
. ) (A1
A2 .A3
. .
. .
0.2 * 0.05
= 0.238
)(0.2 * 0.05) + (0.3 * 0.02) + (0.5 * 0.01

0.3 * 0.02
= 0.2857
)(0.2 * 0.05) + (0.3 * 0.02) + (0.5 * 0.01

0.5 * 0.01
= 0.476
)(0.2 * 0.05) + (0.3 * 0.02) + (0.5 * 0.01

) P ( A1 ) P( A / A1
) P ( Ak ) P ( A / Ak

k =1

) P ( A2 ) P ( A / A2
) P ( Ak ) P ( A / Ak

3
k =1

) P ( Ak ) P ( A / Ak

) P ( A3 ) P( A / A3

A3 .
-8-

3
k =1

= )P ( A1 / A
= )P ( A2 / A
= )P ( A3 / A

. P(A1/A) + P(A2/A) + P(A3/A) = 1

.
. :
P ( A) = P ( Ak ) P ( A / Ak ) = (0.2 * 0.005) + (0.3 * 0.02 ) + (0.5 * 0.01) = 0.012

. :
"" ) (et : " " "5") = P(2) * P(5) :
"P("2
U " " " "ou : P("5"U"2") = P(5) +
)P(2

CA " " A
.
)P() = 1 P(A

) ( P (A) > 0

)- P(AB) = P(A)* P(B/A

)=> P(B/A) = P(AB) / P(A

)P(AB) = P(A)* P(B

(P(AB) = 0):

)P(AUB) = P(A) + P(B) P(AB

)P(AUB) = P(A) + P(B

. " A " " B " :

B A A B AUB AB B A
A = {PP}, B = {PP, FP}, = {PF, FP, FF},
AB = {PP}, AUB = {PP, FP}, A B = ,

}B A= {FP

)(

)( . ) ( .

.
A
1

- -I

.
.
. . .
P(face face) = P(face) * P(face/face) = 0.5 * 0.5 = 0.25.
)P(FF) = P(F) P(F/F

)P(FP) = P(F) P(P/F

)P(PF) = P(P) P(F/p

)P(PP) = P(P) P(P/P

) (

P(face/face) = 0.5

P(face) = 0.5

P(pile/face) = 0.5

P(face/pile) = 0.5

P(pile) = 0.5

P(pile/pile) = 0.5

.
. . .
.
...
) .( )) P(X (P() =1/6
) ( ) ( .1000/6
" ".
)(

.surjection
surj (n, k) = k [surj (n-1, k) + surj (n-1, k-1)] , (n, k > 0),
Surj (n, 1) = 1 , Surj (1, 1) = 1, surj (1, k >1) = 0

: ) ( :
:
])Surj (6, 4) = 4[surj (5, 4) + surj (5, 3
- 10 -

:
Surj (5, 3) = 3[surj (4, 4) + surj (4, 2)], mais: Surj (4, 2) = 2[surj (3, 2) + surj (3, 1)] ,
mais: Surj (3, 2) = 2[surj (2, 2) + surj (2, 1)],
mais : Surj (2, 2) = 2[surj (1, 2) + surj (1, 1)] = 2(0+1) = 2
=> Surj (3, 2) = 2(2+1) = 6,
n
2
3
4
5
6
k
2
2
0
0
0
0
3

14

36

24

30

150

240

120

62

540

1560

1800

720

. 1560/4096

- -I

.II

:
. ) :X( :
0< x<3
sinon

cx ,
f ( x) =
0

9 .
:
X

9 .

. .
.
: .X
X . : .1/6 :
P(X = 1) = f(1) = 1/6, P(X = 2) = f(2) = 1/6 ,
( ) X .

P( X = x) = 1

6
x =1

. X

. X .

1 - : . .

- 1 - II

Y Z = Z

... X - Y
X .- :
>= )P(Z = 0) = P(X Y = 0) = P(X = 0 et Y = 0 ou X = 1 et Y = 1 ou X = 2 et Y = 2
P(Z = 0) = 0 + P(X = 1 et Y = 1) + 0 = 2 * 0.5 = 0.5

.
: ] [2, 5 X .

.
. ) P(X = x . f(x) : ) f(x
.
: ) ( :
1

1/6

1/6

1/6

1/6

1/6

1/6

)P(X = x

. X :
1

1/4

2/4

)P(X = x

1/4

) P(X = x f(x) : ) f(x .

:
f ( x) 0

)1

f ( x) = 1

)2

: X f(1) = f(2) = f(3) = f(6) = 1/6 0 , :

f(x) = 1/6 + 1/6 + + 1/6 = 6(1/6) = 1 :

.X
: X Z .

- 2 -II

)f(x
)f(z
1

1/2

1/2
1/4
2

1/4
-2

) F(x

- " " :
)F(x) = P(X x

) f(x :

) F ( x) = P ( X x) = f (u
u x

X ) F(x :
< x < x1

,
0
) f (x
,
1

,
) F ( x) = f ( x1 ) + f ( x 2

f ( x1 ) + f ( x 2 ) + ... + f ( xn ),

x1 x < x 2
x 2 x < x3

: ) F(x) F(z

x n x < +

X
0
1
2
)f(x
1/4 1/2 1/4
F(x)=P(Xx) 1/4 3/4
1

)F(x

)F(z
1

3/4

Z
-2
0
2
)f(x
1/4 1/2 1/4
F(x)=P(Xx) 1/4 3/4 1

3/4

1/2

1/2

1/4

1/4
-2

.
.

- 3 - II

.
...

.
.
X
P(X=x) 0.
)f(x
. )f(x
.
1
b

P ( a < x < b) = f ( x)dx

a

1) f ( x) 0
+

2) f ( x)dx = 1

.
.
: C :
9 X .
- 4 -II

9 X .
0< x<3

cx
f ( x) =
0

sinon
3

x3
0dx = 1 => C = 9C = 1 => C = 1 / 9
3 0

f ( x ) dx = 1 => 0dx + Cx dx +

x . C = 1/9
2

1 x3
1 8 1 7
=
f ( x )dx = (1 / 9 )x dx = =
1
9 3 1 9 3 27

7
20
=
27 27

= )P (1 < x 2

P (1 > x > 2) = 1 P (1 < x < 2) = 1

) F(x

:
.

. : a, b
X . b > a X ]: ]a, b
x

F ( x) = P ( X x) = f (u )du

) P ( a < x b ) = P ( X b ) P ( X a ) = F (b ) F ( a

)f(x
1

.
.P(1< x <2) :
b

f (u )du = 0du = 0

x3
1
1 u3
= udu =
9
9 3 0 27
3

F ( x) = f (u)du = 0du +

x
27
1
1 u3
= u du + 0du = 0 + + 0
=1
3
9
9 3 0
27

2 3 13
7

=
27 27 27

= )F ( x

f (u )du = 0du +

x<0
= )P (1 < x 2) = F (2) F (1

0 x<3
x3

- 5 - II

*x < 0:

*0 x < 3:

= )F ( x

F ( x) = x 3 / 27
1

* x 3:

Rgle de LEIBNITZ

:
f (u )du

)dF ( x
)= f ( x
dx
: X :
)= f ( x

x>0
sinon

dx

1 e 2 x
F ( x) =
0

x0
sinon

2e 2 x
f ( x) =
0

* x < 0 : f ( x ) = F ' ( x ) = (0)' = 0

2 x

) = 2e

* x 0 : F ( x) = 1 e 2 x f ( x) = 1 e 2 x

) (
.
) ( .

.
) ( :
x

) F ( x) = P( X x) = f (u F ( x) = P ( X x) = f (u )du
u x

.
) ( .
. .

- 6 -II

.III

: . ,
, , , .


.


.
Esprance mathmatique

:
) xi f ( x i

n
i =1

= ) E ( X ) = i =1 xi P ( X = x i
n

:
+

E ( X ) = xf ( x )dx

.x
: . .

16/16 = 1
32/16 = 2

(1/2)4
4 (1/2)4

4 (1/2)4
12 (1/2)4

6 (1/2)4
12 (1/2)4

4 (1/2)4
4 (1/2)4

(1/2)4
0

E ( X ) = i =1 xi P( X = xi ) = 32 / 16 = 2
n

- 1 -III

X
)P(X
)XP(X

. .

. ) (.
E(x) = 30/6 = 5 > 0

60

-50

40

-30

20

-10

6/6
(120-90)/6>0

1/6
60/6

1/6
-50/6

1/6
40/6

1/6
-30/6

1/6
20/6

1/6
-10/6

)P(X=x
)X*P(X=x

. :

0
2
1
E ( x) = xf ( x)dx = x.0.dx + x( x)dx + x.0.dx

0
2
2

0< x<2

sinon

1 x3
4
= E ( x) = 0 + + 0
2 3 0
3

1
x
f ( x) = 2
0

.
X ) f(x) y = g(x .

)E (Y ) = E ( g ( x)) = x g ( x) f ( x
+

E (Y ) = E ( g ( x)) = g ( x) f ( x)dx

X :

. . X .Y=X ) E(X). E(Y

1/4

1/2

1/4

)P(X = x

E(X) =1

1/2

1/2

)X*P(X

1/2

)X*P(X

E(X) = 3/2

: X .Y = g(x) = 3x - 2x ).E(Y
1
x
f ( x) = 2
0

0< x<2
sinon
+

E (Y ) = E ( g ( x)) = g ( x) f ( x)dx = (3 x 2 x)(0)dx + (3 x 2 x)( x / 2)dx + (3 x 2 x)(0)dx

2

1 3x 4 2 x 3
1
16 20 10
=
E (Y ) = 0 + (3 x 2 x)( x / 2)dx + 0 =
= = 12

0
2 4
3 0 2
3 6
3
2

- 2 -III

E (C) = C
)E(CX) = CE(X
)E(X+Y) = E(X) + E(Y
E(XY) = E(X)E(Y) .

: A . B
A .
.
. A
.B
E(12A) = 12E(A) = 12(3) = 36
E(A*B) = E(A)*E(B) = 4*3 = 12.
E(A + B) = E(A) + E(B) = 3 + 4 = 7

Variance et cart type

:
] X = Var ( X ) = E [( X )

. = V(X) =

)V ( X ) = x (x ) f ( x

(x ) f ( x)dx

= ) V (X

. . X ). V(X

1/4 1/2 1/4

0 1/2 1/2 E(X) = =1

1
0
1
1/4 0 1/4 V(X) = 1/2
. X .X

= 4/3

(x ) f ( x)dx.

X
)P(X = x
)X*P(X
(X-)
)(X-) * P(X
0< x<2

sinon

- 3 -III

1
x
f ( x) = 2
0

+
2
4
4 x
4
1
8 x 16

= x * 0dx + x dx + x 0dx = 0 + x x 2 + + 0

0
2
3
3 2
3
2
3
9 0

1
8 x 16 x
1
32 32 4
= x3
+
=+
= 8
2
3
9 0 2
3
9 9

V(X) = E(X) - E(X)
V(CX) = CV(X) , V (C) = 0

)V(X + Y) = V(X) + V(Y

)V(X - Y) = V(X) + V(Y

: . X ) V(X
. V(X) = E(X) - E(X)
.Y = 2X ) V(Y Z . W
W = Z - Y :

1/4

1/2

1/4

)P(X = x

E(X) = =1

1/2

1/2

)X P(X

(X)

1/2

)(X) * P(X

E(X) = 3/2

V(X) = E(X) - E(X) = (3/2) - 1 = 1/2

V(Y) = V(2X) = 2V(X) = 4 (1/2) = 2.
V(W) = V(Z-2X) = V(Z) +V(2X) = V(Z) + 2V(X).
V(Z) = E(Z) E(Z) = (1/6)[1+2+3+4+5+6]-(1/6)[1+2+3+4+5+6] = 70/6
V(W) = (70/6) + 4 (1/2) = 82/6 = 13.67

Variable centre rduite

X ) ( * . X
...
x X x .
X

= *X

1
X 1
E ( X *) = E
= E ( X ) = [E ( X ) E ( )] = 0

( X ) 1
V ( X *) = E [( X * E ( X *)) ] = E [( X * 0 ) ] = E ( X * ) = E
= E ( X )
=1
=

: * X X. :

- 4 -III

: . - - - :
. .

. 1.5
= 70 .
:
: , , .

:
) xi f ( x i

n
i =1

= ) E ( X ) = i =1 xi P ( X = x i
n

E ( X ) = xf ( x) dx

V(C) = 0
)V(CX) = CV(X

E (C) = C
)E(CX) = CE(X

)E(X+Y) = E(X) + E(Y

)V(X + Y) = V(X) + V(Y

V(X - Y) = V(X) + V(Y) ,
V(X) = E(X) - E(X)

E(XY) = E(X)E(Y) .

x
) (... x .

= * X .

) X (X :X

)E (Y ) = E ( g ( x)) = x g ( x) f ( x
+

E (Y ) = E ( g ( x)) = g ( x) f ( x)dx

- 5 -III

Les moments

. : .
(coefficient d'asymtrie) 3
.(Kurtosis ou coefficient d'aplatissement) 4
)( .Le moment central r
r X :

r = E ( X )r ,

r = 0, 1, 2, . . .

[
]
= E [( X ) ] = E ( X ) E ( ) = 0
) = E [( X ) ] = V ( X

0 = 1

0 = E ( X )0 = E (1) = 1

1 = 0

2 =

(x )r f ( x)dx

) r = i (xi ) f (x

= r

. :
0< x<2

x / 2
f ( x) =
0

,
sinon

(x )0 f ( x)dx = 1 f ( x)dx =1
+

= 0

(x ) f ( x)dx = xf ( x)dx f ( x)dx = (1) = 0

= 1

4
2
(
= x ) f ( x)dx =

2
+
)16(67
4 x
4
4

= f ( x)dx = x (0)dx + x dx + x (0)dx

0
2

)27(5
3 2
3
3

= 2
+

) (x

= 3

:
.
) (

Moment autour de la moyenne 'r

r = 0,1, 2, ...

- 6 -III

r' = E ( X r ),

0' = 1

0' = E ( X 0 ) = E (1) = 1

1' =

1' = E ( X 1 ) = E ( X ) =

2' = = 2
2' = 2
: :
2

4 12
4
'2 = 2 = = ,
9 9
3
2

x
1 x6
16
= x ( )dx =
2 6 0
3
2
4

'1 = = 4 / 3,

1
x
f ( x) = 2
0

0 <x' 0<=21,

sinon
2
x
1 x5
16
'3 = x 3 ( )dx = = ,
0
2 5 0 5
2

= '4

.
.
)(

r = ' r C r1 ' r 1 1 + ... + (1) i C ri ' r i i + ... + (1) r ' 0 r

r r.

)La fonction gnratrice des moments Mx(t

)( t X :
) M x (t ) = E (e tx

tx
M x (t ) = x e f ( x) : :
+

M x (t ) = e tx f ( x)dx

: t 0 :
0< x<2
sinon
1 2 tx
xe dx + 0
2 0

1
x
f ( x) = 2
0
+

M x (t ) = e tx (0)dx + e tx f ( x)dx + e tx (0)dx = 0 +

2
1 2
1
e tx
2
tx

= [UV ]0 VdU . U = x dU = dx, dV = e dx V

= M x (t ) = UdV

0
2 0
2
t
2
tx
1 e 2t 1 e 2 t e 2 t e 2t
2e
1 e tx

M x (t ) = x
= dx = 2
2 t t t
2 t 0 0 t
t
2t

:r

) d r M x (t
avec t = 0
dt r

- 7 -III

= r

. :
X Y ) Mx(t )My(t X Y :
)Mx(t) = My(t

. :
)Mx+y(t) = Mx(t) . My(t
X Y ) Mx(t )My(t :

) ( .
.
r X r = 0, 1, 2, . . . :

r = E ( X )r ,

r = E ( X r ), r = 0, 1, 2, . . . :

) M x (t ) = E (e tx

.
X Y :
)Mx + y (t) = Mx(t) . My(t
X Y :

)Mx(t) = My(t

Ingalit de Bienaym CHEBYCHEV

.
) ( )(
P(- (x - ) ) : .P(|x - | ) :
/ . :
X :

) P( x

- 8 -III

1
k

= k :

) P ( x k

P ( < ( x ) < ) = P ( x < ) > 1

: : %
%
. .

: X

. ) P(- (x - ) . = 4 = 3 = 2

. ) P(- < (x - ) < . = 4 = 3 = 2

1
9

= 3 P( x 3 ) ,

) P ( ( x ) ) = P ( x

1
4
1
= 4 P( ( x ) ) = P( x 4 ) ,
16

P( < ( x ) < ) = P ( x < ) > 1

= 2 P( ( x ) ) = P( x 2 ) ,

= 2 P( < ( x ) < ) = P( x < 2 ) > 1

1
1
= 3 P( x < 3 ) > 1 = 8 / 9,
= 3 / 4,
9
4
1
= 4 P( < ( x ) < ) = P( x < 4 ) > 1 = 15 / 16,
16

. .

. % %

. .

1
= 75%
4

P ( < ( x ) < ) = P( x < ) > 1

Lorsque = 2 . nous savons dj queP ( < ( x ) < ) = P ( x < 2 ) > 1

1
= 25%
4

) P ( (x ) ) = P ( x

) Lorsque = 2 . nous savons dj que P ( x 2

. %
:
. 2 .
. .
- 9 -III

. . = 1

. .
. .

= 8, = 1 10 = + 2 , 6 = 2 . Pour k = 2 :
1
= 3/ 4
2

1
.
k

P ( x < k ) > 1

P (10 > x > 6) = P ( x < 2 ) > 1

.,
6 = 2. soit k = 2 :

1
.
k
1
P( x 2 ) = 1/ 4
2
) P( x k

.,

Thorme des grands nombres

.
: . . . . X2 X1

Sn = X1 + X2 + . . . +Xn

(n = 1, 2, . . .),
S

lim n P n = 0
n

E(Sn/n) = Sn/n

.n .
:
P[lim n Sn/n = ] = 1

:
X
:

) P( x

. . . . X2 X1

(n = 1, 2, . . .),

Sn = X1 + X2 + . . . +Xn

lim n P n = 0
n

- 10 -III

.IV

)( .

.
.
: .

.

Distribution hyper gomtrique :

)( :
.1 . .
.
n N b
r ) (N = b + r x b
) / (
:
C bx C rn x
C Nn

= )P( X = x

) X ~ H(N, b, p:

p = b/N q = r/N =1-p

:
3
0
3
, P(x = 3) = C4 . C2 / C6 = 1/5 ,

- 1 -IV

P(X=2) = C4 . C2 / C 6 = 12/20

) (

N n

N 1

= np,

= npq

: .
Distribution Multi-hypergomtrique :

)(
) k( Ni

) (Ni = N ) (X1 = 2 . . .
:
x

= N , 1 xi = n
k

) (

N
k

C N1 C N2 ... C Nk

n
N

= ) P ( X 1 = x1 , X 2 = x 2 ,... X k = x k

Ni
= np i
N

E( X i ) = n

: .

Distribution de Bernoulli

)(
"" )( A .A A A.
X X A .
" p " A q = 1 - p )( .
:
X = 0, 1.

P ( X = 0) = q ,

P ( X = 1) = p,

)X ~ B(1, p

) (

V(X) = qp.

>= E(X) = xipi = 1.p + 0.q = p

E(X) = p.
>= V(X) = E(X) E(X) = (1.p + 0.q) p = p p = p(1- p) = pq
M(t) = E(ext) = e0tq + e1t p => M(t) = q + pet.

) 3 = ( x )3 p( x) =(0 p ) 3 q + (1 p ) 3 p = pq 3 qp 3 = qp (q p
1 Jacques Bernoulli .

- 2 -IV

q p
qp

) 3 qp (q p
=
3
qp qp

= 3

Distribution binomiale

)( :
n ) X ( :
n X ):(F
X = 0, 1, 2.
n = 2 :
X = 0, 1, 2, 3, . . . n

P(X = 0) = q*q = q, P(X=1) = P(FP) + P(PF) = p*q + q*p = 2p1q1

X = 0, 1, 2, 3.

n=3
2 1

n = :

P(X=3) = P(FFF) = p*p*p = p , P(X=2) = P(FFP ou PFF ou FPF) = 3p q

X = 0, 1, 2, 3, 4.
P(X=3) = P(FFFP ou PFFF ou FPFF ou FFPF) = 4 p3q1

x n-x
) (n=4 :
!n
!)x!(n x

= C nx

x n :
n = 1, 2, 3, . . .

x = 0,1, 2, 3, . . . , n

P ( X = x) = C nx p x q n x ,

x p ) (q = 1-p
n . " "
:
P ( X = x) = C nx p x (1 p) n x

).X ~ B(n, p
) (

o
o ) (
: :
.

P(X = x) = Cxn px qn-x => P(X = 0) = C04 0.50 0.54 = 1/16

P(X = 2) = C24 0.52 0.52
P(X = 1) = C14 0.51 0.53

: .
- 3 -IV

.
)(

)(3/5) (2/5

C23

= )P(X=2

: X X = X1 + X2 + X i+ + Xn
p ) (E(Xi) = p . :

E(X) = E(X1 + X2 + Xi + + Xn) = E(Xi) = pi = n p => E(X) = np

V(X) = V(X1 + X2 + Xi + + Xn),
V(X) = V(Xi) = pq =>V(X) = npq
Xi

: :
: X X = X1 + X2 + Xi + + Xn
p MX(t) = [q + pet] : :
" X 1 X2 ) Mx1(t) Mx2(t "Mx1 + x2 (t) = Mx1(t). Mx2(t) :
:
)MX(t) = Mx=x1+x2+xn(t) = Mx1(t) . Mx2(t) Mxn(t
>= )MX(t)= E(ex1t) . E(ex2t) E(exnt

MX(t) = [q + pet]n

) 3 = ( x )3 p ( x) = ( x np )3 p( x) = . . . = npq(q p
q p
npq[(1 p ) p ] 1 2 p
=
= ou encore : 3

npq npq
npq

1 6 pq
npq

3
.
3

= 3

= 3

= 3 = 0 => 2 p = 1 => p

4 = 3 +

4 = 3 => qp = 1/6

)( :
N ) ( ) (N-n) / (N-1 n) ( .
.

)( Distribution binomiale ngative

)( :
: ) ( .
.
- 4 -IV

) (
) (r X . r.
r pr x-r . qx-r
. pr qx-r r
X . r-1 x-
1 ) Cr-1x-1 (.
r = 1, 2, 3, ... ,+

P ( X = x ) = C xr11 p r q x r ,

X = r , r + 1, r + 2, ... + ,

X~B (N, r, p) :

5-3

3-1

P (X = 5) = C 5-1 p q = C 4 () () = 6 (1/8) (1/4) = 9/32

= r/p = 3/(1/2) = 6 , = rq/p = 3 (1/2) / (1/2) = 12/2 = 6

) (

et

) (1 qe

t r

rq
,
p

M (t ) = p

)(q + 2) + 3(nq 1
nq

r
,
p

, 4 = 3 +

q +1
q

= 3

Distribution gomtrique

)(
. 4 P(X= 4) = P(PPPF) :

)
( . X ) (
.
3
p q P(X= 4) = q p :
X :
X = 1, 2, 3, ...

P ( X = x) = q x 1 p

) (
p
q

4 = 12 +

q +1
q

= 3

et
) (1 qet

M(t) = p

: r = 1

- 5 -IV

q
,
p

1
p

= ,

Distribution multinomiale

)(
. . .

k . .
A1, A2, . . . Ak . p1, p2, p3, . . . pk )( Ai :
p1+ p2 + p3 + . . . + pk = 1
n )(

. X1, X2, . . . Xk . X1 + X2 + . . . + Xk = n
X1 = x1, X2 = x2, . . ., Xk = xk : :
!n
x
x
x
p1 1 p 2 2 . . . p k k
! x1! x 2 ! . . . x k

) (

= ) P ( X 1 = x1 , X 2 = x 2 , ... , X k = x k

E(Xk) = npk
V(Xk) = npkqk

)(

E(X1) = np1, E(X2) = np2, . . . ,

V(X1) = np1q1, V(X2) = np2q2, . . .

N, Ni, Ni/N pi
.
: )
(.
!42
(1 / 6)(1 / 6) 4 ... (1 / 6)12
!2! 4! 6! ... 12

= )P ( X 1 = 2, X 2 = 4, ... X 6 = 12

.
. : .

- 6 -IV

Distribution de Poisson

)(
. X
n .
20
n = 100 0.00120 0.999 80 :
. P(20) = C100

. n .
: p = /n
n x

!n

=
1
(n x )! x! n n
n x

nx

n x

p( x) = C p q
x
n

n ( n 1)( n 2 ).....( n x + 1) x

) ( ) (1
!x
n
n

= )p( x

)n ( n 1) ( n 2
)( n x + 1
.....
x

n
n
) (1
p( x) = n n
!x
n
n x

(1

x 1
1
2
)( 1 ).....( 1
)
n
n
n

!x

1 (1

1 2
1
= = ... = 0 p ( x) = x (1 ) n x = (1 ) n (1 ) x
n n
!x
n
!x
n
n
n

lim n 1 = e :
n

=1

x e

x = 0,1, 2, ...

!x

) = (1 0

lim n 1
n

= )p ( x

x . > 0 )X~P(
n

1
lim n 1 + = e = 2.71828...
n

:
) (
1

4 = 3 +

= 3

M (t ) = exp (e t 1) ,

E( X ) = V ( X ) =

1 ) Simon-Denis Poisson (1781-1840

(Recherche sur la probabilit des jugements en matire
) criminelle et en matire civile .
. . ].[1997

- 7 -IV

)(

t .

t t:

(t )x e t ,

X = 0, 1, 2, 3, . . .

!x

= ) Pt ( X = x

. =5
. .
7
(
) 1.5(5) ) e 1.5 ( 7
= )= 7

!7

P( X

)t = 1.5(5

)( .
X Y= aX .a
. =5
% . .
)(0.05(5))9 e 0.05 ( 5
= )P ( X = 9
!9

)(
e ) (
) .(Diagramme en btons

. .

) (

)( .
n .
:
n 30

np < 5 nq < 5

- 8 -IV

:
n 25 p 0,1

: . %
.
. :

P(X = 2) = C210 (0,1) (0.98) = 0.1937

) (:
= = np = 10 * 0,1 = 1
P(2) = x * e-/x! = (12 * e -1) / 2 ! = 1/(2e) = 1,1839

)(
.
) (Ladislaus Bortkiewics
)
(
) (microbiologie
.
" "
. :


... " ".
. .
. :
P(X = 0) = x * e-/x! = 0 * e-/0! => P(X = 0) = e- = e-2
P(X 1) = 1- P(0) = 1 [0 * e-/0!] => P(X 1) = 1 - e- = 1 e-2

. ::

3 .
4 :.12:05
= 6 = 3 * :
P(X=4) = 64 * e-6/4 ! = 1296 * e-6/24 = 54 * e-6

1 .

- 9 -IV

) (distribution uniforme
.

- 10 -IV

= np,

)X~ H(N, b,p

.
.

}X ={0,1,2,,b
,
b b+r=N

C x C n x
P ( X = x) = b n r
CN

p = b/Nq = r/N
n
N
b
r

Xi
P(X1=x1,X2=x2,Xk=xk)= ={0,1,2,,Ni} ,
= xi = n, Ni
N

)X~B(1, p

)
( .

}X = {0, 1

)X~B(n, p

)p
(.

}X = {0,1,2,n

X

)
r
(

X = {r, r +1, r
}+2, , +

X


.

=X
}{1,2,,+

)X~P(
)
>0
( .

.

N n

N 1

= npq

C Nx11C Nx 22 C Nx 33 C Nxkk
C Nn

P(X = 1) = p,
P(X = 0) = 1 - p = q

)E[Xi] = n (Ni/N
= npi

= p, = pq

P(X = x) = Cxn px qn-x

!n
= C
!)x!(n x
x
n

P(X = x) = Cr-1x-1 pr qx-r

P(X = x) = qx-1p

i, 0 xi Ni,

!n
x
x
x
p1 1 p 2 2 . . . p k k
! x1! x 2 ! . . . x k

xi = n,
Ni = N

k
i =1

x e
=X
}{0,1,2,,+

= rq/p

= 1/p,

!x

E(Xk) = npk
V(Xk) = npkqk

= )P( X = x

P(X = 0) = e-

P(X 1) = 1 - e-

- 11 -IV

= r/p ,

= q/p
= ) P( X1 = x1 , X 2 = x2 ,..., X k = xk

k
i =1

= np, = npq

E(x) = V(x) =

D. Normale ou D. de Laplace -Gausse

.
.
.
): (9
)f(x

)(
:
2

< < x

1/ 2

= )f ( x
x

)X ~ N(,

) ( :
2

dv

v
1 / 2

= )F ( x) = P ( X x

: Z = (X-)/ :
) P(0 Z z )F(z) = P(Z z
f F Z x :
< < z

z / 2

1
2

= )f ( z

1 (1749-1827) Pire Simon de Laplace - Carl Freidrich Gauss

(1777-1855) - . Pearson .
(1997) J. J. Droesbeke. 329

- 12 -IV

u
2 du

1
2

= ) F ( z ) = P( Z z

X Z Z X . :
E(Z) = 0

) (

V(Z) = 1

M x (t ) = exp t +

= 3
.

3 = 3 = 0
3

X ) ( Z

:z>0
P(0 Z z) = P(-z Z 0) = P(-z Z z) / 2
)P(Z -z) = 1- P(Z z) = P(Z z
)P(-z Z z

)P(Z z

)P(Z -z

z
X

-z

Z )( :
P(- X ) = P(- Z ) = 0.6837,
P(-2 X 2 ) = P(-2 Z 2) = 0.9544,
P(-3 X 3 ) = P(-3 Z 3) = 0.9973.

- 13 -IV

+ 3

+ 2

+1

-1

- 2

- 3

2 = 68.26%
4 = 95.44%
6 = 99.73%
8 = 99.9937%

10

: ( P(0 Z z) : z =1, 2, 3

( ) P(-z Z z .z

, , , (
, , , (

)(

n p .
n .:
x np
npq

=z

e z / 2 dz,

1
2

= )lim n P (a z b

p .,
:
np nq .
:
n 20, np 10, nq 10

1 . .

- 14 -IV

ou

npq 9

)(
.:
z
2 dz

11

1
2

x
= b
lim P a

) (

:
o 10
o 15

: )
(.

Distribution exponentielle

.
...
) (atomes radioactives
.
:
1/ ) (vieillissement T
T .

.
_ _
.

1 .
2 . Wikipdia

- 15 -IV

"" .
.
)( .
.
) ( t.

P(X 1) =1- P(0) =1-[ * e /0!] => P(X 1) = 1-e-t

T )( ) f(t )F(t) = P(T t

.T
P :
) P = P(T t = 1:

0t

-t

)P = F(t = 1) ............ (

P :
)P = P(X 1) = 1-e-t ..........(
)F(t) = 1 - e-t ............(3
) () (
)f(t) = F(t) = (1 - e-t

f(t) = e-t

: :

( ) x e

!x

= ) p (x

T :
>0
0

,
,

e
f ( ) =
0

.
.
) (

12

- 16 -IV

)(

= ) M x (t

Med = ln(2) <

= 1/

= 1/

Distribution gamma

. t F .
.
)( .
:
, > 0, > 0

x>0
x0

) ( :

( ) = t 1 e t dt

>0

) (

x 1e x /
,

) f ( x) = (
0
,

)X ~ (,

= , = , M(t) = (1 - t)-

et si N : () = (-1) ! , (1/2) =

)Pour >1: () = (-1)(-1

.
. :
(2.5).

(4.5),

ex
dx,
x1 / 2

(7 ),

x 6 e x dx,

t 4 e t dt ,

ex
dx = x 1 / 2 e x dx = (1 / 2 ) =
1
/
2
0
0
0 x
0
(4.5) = (3.5 + 1) = 3.5(3.5) = 3.5(2.5)(2.5) = 3.5(2.5)(1.5)(0.5)(0.5) = 3.5(2.5)(1.5)(0.5)

t 4 e t dt = (5) = 4!= 24, x 6 e x dx = (7 ) = 6!= 720,

(2.5) = 1.5(0.5) = 1.5

(7 ) = 6!= 720,

. X Y Z :

1 : Editions Mir Mathmatiques :

. .

- 17 -IV

z 2ez
,

f ( z) = 6
0
,

z>0
z0

y 3e y / 4
,

)f ( y ) = 4 4 ( 6
0
,

y>0
,
y0

x4ex / 2
,

)f ( x) = 2 5 (5
0
,

x>0
,
x0

x = = 5(2) = 10, x = = 5(2) = 20, y = 4(4) = 16, y = 4(4) = 64, z = 3(1) = 3, z = 3

Distribution bta

) ( F t

.
)( .
:
)( , > 0

0 < x <1
ailleurs

x 1 (1 x ) 1

) f ( x) = ( ,
0

B ( , ) = u 1 (1 u ) 1 du ,

, > 0

) B(, :

)X ~ B(,
= 4, = 2
= 2, = 4

= 4, = 2

)f(x

= 1/2, = 1/2

x
13

0,5

1,0

1 .

- 18 -IV

) (

)( + )( + + 1

)(

:
) ( )(
) ( +

= ) B ( ,

. :
) B(n,1) (n N

B(n, 2),

B(1, n),

) () (

B(3, 4),

B(1 / 2,1 / 2),

!)(3 1)!(4 1
2
1

=
=
= ), B(1 / 2,1 / 2
= ,
!)(7 1
120 60
)(1 / 2) + (1 / 2
!(n 1)!1
1
1(n 1)! (n 1)! 1
(n 1)!1 1
=
=
= ) B ( n, 2
,
= )B (1, n
= ,
= )B (n,1
=
!)(2 + 1)! n(n + 1
!n
n(n 1)! n
!n
n

. :
!1!1
= 1/ 6
!3

= )B (3, 4

x(1 x)dx

(1 x) 3 dx,

B (3, 2) = 1 /[n(n + 1)] = 1 /[3(4)] = 1 / 12

1
!(5)(4) 4!3
1
4
3
0 x (1 x) dx = B(5, 4) = (5 + 4) = 8! = 280 ,

= ) x(1 x)dx = B(2, 2

0

) ( )(

) ( +

B(3, 2) ,

= ) B( , :

0 < x <1
ailleurs

( + ) 1
1
x (1 x ) ,

) f ( x) = ( )(
0
,

. = 1 , = 1/
. :
0 < x <1
sinon

6(1 x) 5 ,
f ( x) =
,
0

B (1, n) = 1 / n 6 = 1 / B (1, 6). :

1 )X ~ B(1, 6

4
=
= 1 / 20.
:
)( + )( + + 1) 16(5

= 1 / 2,

. .
. %

- 19 -IV

12 x (1 x),
f ( x) =
0

0 < x <1
, sinon

12 = 3 * 4 12 = 1 / B(3,2) X ~ B(3, 2) =

3
= 3 / 5 = 60%
3+ 2

P ( X > 0.35) = 12 x (1 x)dx.

0 , 35

1
x3

soit : v = x dx et u = 1 x P ( X > 0.35) = 12 (1 x) + x dx = 0.3125

3 0,35 0 ,35

.

P(Z -z) = 1- P(Z z) =
P(Z z)

P(- X ) =

f ( z) =

P(-1 Z 1) = 0.6837,

1
2

z / 2

< z <

X~N(0, 1)

P(-2 X 2 ) =
E(Z) = 0, V(Z) = 1

P(-2 Z 2) = 0.9544,

P(-3 X 3 ) =
P(-3 Z 3) = 0.9973.
= 1/,
= 1/
F(x) = 1e-x

P(X ) = 0.63

( ) =

t 1 e t dt

>0

e
f ( ) =
0

x 1e x /
,

f ( x) = ( )
0
,

= ,
=

x 1 (1 x ) 1

B(,) = u1(1u)1du,
, >0 f ( x) = ( , )
0
0
( )( )

B( , ) =

( + )
=
,
+
1

- 20 -IV

,
,

x>0

>0
0

, > 0, > 0

x0

X~(,)
0 < x <1

( , > 0)

ailleurs

( + )( + + 1)

X~ B(, )

.V

.
. )
( .
.
.

.
.

.
)(

)( Fonction marginale

)(
X .

. .
:
X Y P(X = x,Y = y) : ): f(x,y
)f(x,y) = P(X = x,Y = y
f(x,y) 0
xy f(x,y) = 1

) (X,Y ) f(x,y
X Y ) (.

- 1 -V

)f1(x

ym

...

y2

y1

)f1(x1

)f(x1,ym

...

)f(x1,y2

)f(x1,y1

x1

)f1(x2

)f(x2,ym

...

)f(x2,y2

)f(x2,y1

x2

...

...

...

...

...

...

)f1(xn

)f(xn,ym

...

)f(xn,y2

)f(xn,y1

xn

)f2(yn

...

)f2(y2

)f2(y1

)f2(y

X = x

)f(x,yk

Y = y

)P (Y = y) = f2(y) = i=1 f(xi,y

P (X = x) = f1(x) = k=1

) f1(x) f2(y )( f1(x) = 1 : f2(y) =1

) (

) (X,Y :
)F (x, y) = P (X x, Y y) = ux vyf (u, v

: X Y .

o
o :
.
o ).P(X 2, Y 6) P(X 1, Y 3
)f1(x

/2

1/12

1/12

1/12

1/12

1/12

1/12

1/2

1/12

1/12

1/12

1/12

1/12

1/12

1/6

1/6

1/6

1/6

1/6

1/6

)f2(y

X\Y

P (X = 1 et Y = 6) = f(1, 6) = 1/12 :
n

P (X = 1) = f1(1) = k=1 f(1, yk) = 1/12 + 1/12 + . . . = 1/2

f(xi,6) = 1/12 + 1/12 = 1/6

P (Y = 6) = f2(6) = i=1

P(X 1, Y 3) = F(1, 3) = u1 v3 f(u,v) = 6(1/12) = 1/2 , P(X 2, Y 6) = 1

. ) :
(.

- 2 -VI

)(
XY :
)P(X = x, Y = y) = f(x, y
f(x, y) 0
+

- - f(x, y) dx dy = 1

) (

) ( :
x

F(x, y) = P(X x, Y y) = u=- v=- f(u, v) du dv

u=- v=- f(u, v) du dv

y

)f(x, y) = F / (x y
= )F1(x) = P(X x

F2(y) = P(Y y) = u=- v=- f(u, v) du dv

) F1(x) F2(y )( )(.

X Y :
b

P(a x b, c y d) = x=a y=c f(x, y) dx dy

)(

)( ) (X, Y :
+

f1(x) = v=- f(x, v) dv ,

f2(y) = u=- f(u, y) du

: X Y :
0 < x < 4, 1 < y < 5

sinon

xy

f ( x, y ) = 96
0

0 < x < 2 .1 < y < 3

F1(x) = P(X x) = u=- v=- f(u, v) du dv

* x < 0 : F1(x) = 0,
1 ). (X,Y

- 3 -V

* 0x <4:
x

F1(x) = u=- v=- uv/96 du dv = 0 + u=0 v=1 uv/96 du dv

x

=1/96 u=0 [ v=1 uv dv] du = 1/96u=0 [12u] du = x/2 (12/96) = x/16.

* x 4: F1(x) = 1
x<0

F1 ( x) = x / 16
1

0x<4
x4

F2(y) = P(Y y) = u=- v=- f(u, v) du dv

Pour y < 1 : F2(y) = 0,
*1 y <5:
y

F2(y) = 0 + u=0 v=1 uv/96 dudv = 1/96 u=0 [ v=1 uv dv] du = 1/96 u=0 [u (y - 1) / 2] du
= (1/2 * 1/96) (y - 1) (u/2)04 = (1/(2*96)) (y - 1) (16/2) = (y - 1) / 24
* y 5 : F2(y) = 1
y <1
1 y < 5
y5

F2 ( y ) = ( y 1) / 24
1

P(0 < x < 2) = F1(2) F1(0) = 4/16 = ,

P(1 < y < 3) = 8 / 24 = 1/3

Distribution conditionnelle

Y X ) (X|Y = y

) f ( x, y ) P ( X = x, Y = y
=
) f(x/y :
) f1 ( x
) P( X = x
) P( A B
= )P( B / A
:
)P( A

= )f ( x / y

X Y = y X Y ) f(x/y .
. X Y
.
Y|X = 1 X|Y = 0.X|Y = 2

)P(y/x=1

P(X/Y=0)

1/2

P(X/Y=2) 1/2

XY P(c Y d / x X x + dx) = c f(y/x) dy :

- 4 -VI

f(x,y) = P(X = x,Y = y) :

P (X = x) = f1(x) : .
F (x, y) = P (X x, Y y) :
.
) ( :
)P(X/Y = 0
) f ( x, y ) P ( X = x, Y = y
=
X :
) f1 ( x
) P( X = x

= ) P( X / Y = y

A B :
)P(A et B) = P(A) P(B

X Y :
)P(X = x, Y = y) = P(X = x) P(Y = y
)f(x, y) = f1(x) f2(y
P(X x, Y y) = P(X x) P(Y y) :
)F(x, y) = F1 (x) F2 (y

) (
) (.

. X Y :
0 < x < 4, 1 < y < 5

sinon

X Y.
cqfd

cxy
f ( x, y ) =
0

)Soit c = c1*c2 => f(x, y) = c1 c2 xy = c1x * c2y => f(x, y) = f1(x) * f2(y

- 5 -V

. XY Z . X Y
. Z X Y
/ .
Z

pz

px

X Y ) P(X = x,Y = y) = P(X = x) P(Y = y X.Y

Z X:
P(X= 0, Z = 2) = 1/2

P(X = 0) P(Z = 2) = (1/4 . 1/2) = 1/8

. XY ) f(x, y .
)y = E(Y) = xyy f(x, y

x = E(X) = xy x f(x, y) ,

)x = E[(x x)] = xy (x x) f(x, y) , y = E[(y y)] = xy (y y) f(x, y

X Y :
+

x = E(X) = - - x f(x, y) dx dy , y = - - y f(x,y) dx dy .

+

x = E[(x x)] = - - (x x) f(x, y) dx dy ,

+

y = E[(y y)] = - - (y y) f(x, y) dx dy

. :
:

)x, y E(y), E(x

-2

-4

1/8
1/8

1/4
1/8

1/8
1/4

y
X
1
-5

E(x) = xy x f(x, y) = 1(1/8 + + 1/8) 5(1/4 + 1/8 + 1/8) = 1/2 5/2 = -4/2 = -2
E(Y) = xy y f(x, y) = -4 (1/8 + ) 2 (1/4 + 1/8) + 7 (1/8 + 1/8) = -1/2
)x = E[(x x)] = xy (x - x) f(x, y
= (1 + 2) (1/8 + + 1/8) + (-5 + 2) (1/4 + 1/8 + 1/8) = 9 (1/2) + 9 (1/2) = 9
)y = E[(y y)] = xy (y - y) f (x, y
)= (-4 + 1/2) (1/8 + 1/4) + (-2 + 1/2) (1/4 + 1/8) + (7 + 1/2) (1/8 + 1/8
= 49/4 (3/8) + 9/2 (3/8) + (15/2) (2/8) = 651 / 32 = 20,34

) f1(x ).f2(y
- 6 -VI

E(x) = x x f1(x) = 1(4/8) 5(4/8) = -2

)V(x) = E(x) E(x
= [1(4/8) + ( 5)(4/8)] (2) = 9

Covariance

)f1(x

-2

-4

4/8
4/8
1

1/8
1/8

1/4
1/8

1/8
1/4

2/8

3/8

3/8

Y
X
1
-5
)f2(y

:
])Cov (X, Y) = xy = E[(X x)(Y y

X Y :

)xy = xy(x x)(y y)f(x, y

X Y :

xy= - - (x x) (y y) f(x, y) dx dy

)(
. :
])Cov(X, Y) = E[(X x)(Y y
]= E[XY Xy xY + xy
= E(XY) E(X)E(Y) E(X)E(Y) + xy
)= E(XY) E(X) E(Y
)Cov(X, Y) = E(XY) E(X) E(Y

. X Y )E(XY) = E(X

) E(Y:
)Cov(X, Y) = E(XY) E(X) E(Y) = E(XY) E(XY
Cov (X, Y) = 0

. X Y :
)Var (X Y) = V(X) + V(Y) 2 Cov (X, Y

. :
)Cov(X, Y) = V(X) V(Y
. X Y Y = X:
|xy| xy

1 .
. .
.

- 7 -V

xy
) (
x y

X Y ) (

X Y .

xy
) (-) 1 :(
x y
xy
r = : .
x y

. 1

r .
. .
)Cov(X, Y) = E(XY) E(X) E(Y
( E(XY) = 1(-4)(1/8) + (1)(-2)(2/8) + (1)(7)(1/8) + (-5)(-4)(2/8) + (-5)(-2)(1/8) +5)(7)(1/8) = 1.75
E(X) = 1(4/8) + (-5)(4/8) = -2, E(Y) = -4(3/8) 2(3/8) + 7(2/8) = -1/2.
Cov(X, Y) = 1.75 (-2)(-1/2) = 0.74
V(X) = E(X) E(X) = 1(4/8) + (-5)(4/8) (-2) = 9 => x = 3,

xy
0.75
=
= 0.05
) x y 3(4.5

=r

V(Y) = E(Y) E(Y) = 20.34 => y = 4.5.

) (
) ( f(x, y) = f1(x) f2(y) : :
)P(X = x, Y = y) = P(X = x) P(Y = y

)Cov(X, Y) = E(XY) E(X) E(Y
)E(X) E(Y) = E(XY
.
xy

x y

= r

- 8 -VI

.VI

"" " "
"" "" .
.
:

)Distribution en Khi-carr (ou Khi-deux

:
X1, X2, . . . X ).( = 0, =1

X = X1 + X2 + . . . + X

:
x>0
x0

x ( / 2 )1e x / 2

) f ( x) = 2 / 2 ( / 2

)f(x
=1
=2
=3

) ( :
>0

0.25

=6

( ) = t 1 e t dt

= 10

= 15

x
24

18

12

14

X
) F( :

. X ~

1 ) (F. Helmert, 1876 ). (Karl Pearson, 1900

- 1 -VI

x
1

u ( / 2 )1e u / 2 du
/2

0
)P ( x) = 2 ( / 2

x0
x<0

)(

M(t) = (1-2t)-/2

E(X) = ,

V(X) = 2,

. = /2, = 2

) f(x

) ( 30 2 2 1

.
) ( ) (

p ) .(p = P(X ;p
) ( = 1- p p, :,
)f(x

p=1-

p,
15

: n

X1 ~ 1 , . . . , Xn ~ n

X T = X i ~
T
i =1

T = i

Distribution de Student

Y Z ) Y~ N(0, 1 Z ~

Y
Z /

=T

1 ) (William Sealy Gosset) (1876-1937
The probable error of a mean : .

- 2 -VI

+ 1
+1

2 t 2

= ) f (t
1 +


2

< <t

( ) = t 1 e t dt

>0

X :

T ~ t

)(
E(T) = 0,

)V(T) = /(-2) si ( > 2

)f(t

0.4

=4
=1
t
4

-1

-2

-3

-4

16

t t
t ) (t t1-p = -
. tp

) f(t .
. 30

) ( t p t
) ) .(p = P(T t;p t ) ( = 1 - p tp, :

. t,

- 3 -VI

)Distribution F de Fisher-Sndecor (F

) ? (10,

)f(x
1.0

)(10, 50

0,5

)(10, 10

)(10, 4

x
3

17

1
4

X 1 / 1
. X2 ~ 2 :
X 2 / 2

X1 ~ 1

= X

:
1 + 2
1
2
+
1 2
21 22 x ( 2 ) 1

2
(
)

x
x>0
+
2
2
1
f ( x) = 1 2 1
2 2

0
x0
X ~ F1, 2
X :

)( :
)( 2 > 4

)2 22 ( 1 + 2 2

1 ( 2 4)( 2 2)2

)( 2 > 2

2 2

) f(x x 1 2 F
1 : 2) p (F Fp, 1 , 2
F p = 0.95. p = 0.99
)f(x

p=1-

Fp,1, ,2

18 F 1, ,2 P

1 )) (Ronald Aylmer Fisher) (1890-1962( (George

)) Waddel Sndecor) (1881-1974( .

- 4 -VI

.
F1 p ,1 , 2 =1 / Fp , 2 , 1

.
F1 p , 1, = t

2
1 ( p / 2 ),

.
2p ,
= F p , ,

X ~

Xi

X

X = X1 + X2 + . . . +

YZ

) Y~ N(0, 1 Z ~ :
~ t

Y
Z /

V(X) = 2

E(X) = ,

E(T) = 0,
)V(T) = /(-2) si ( > 2

=T

X ~ F1, 2

f(x) = 0 si x 0

X ~ :

T ~ t

X1 ~ 1 X2 ~ 2

X /
X = 1 1 ~ F1, 2
X 2 / 2

f(x) = 0 si x 0

= F p , ,
,
2
p ,

; F1 p , 1, = t12( p / 2 ),

F1 p ,1 , 2 =1 / Fp , 2 , 1

.
) (
- 5 -VI

) ( .
.

) X~B(n,p n .
X : .
1
1/2

Xi

0
1/4

Pi
Xi
0
1
2
3
4
Pi 1/16 4/16 6/4 4/16 1/16
Xi 0
1
2
3
4
5
6
7
8
Pi
0,004 0,031 0,109 0,219 0,273 0,219 0,109 0,031 0,004

Pi n =16 n = 8 n = 4 n = 2 . X
0,4

n=4

0 ,6

n=2

0 ,5

0,3
)P(x

0 ,3
0 ,2

0,1
X

0 ,1

0
6

0,30

0,25

n = 16

n=8

0,20

0,20
0,15

)P(x

0,10

0,25

0,10
0,05

0,05
X

0,00
20

15

10

19

0,00
10

p = 0.5

n
.
p 0.5 .
z = (x - )/ . X
Z :
X np
n

N (0,1).

npq

=Y

- 6 -VI

soit X ~ B (n, p) :

)P(x

0,15

) p (x

0,2

0 ,4

).Y N(0,1
Pi
n=2

Pin=4

0,4

0,4

0
z

-4

-2

n=8
Pi

n=16
Pi

-2

-4

0,4

0,3
0,2

0,2
0,1
0
z

-2

-4
z

20

-2

-4

n p .
n .:
du

u
2

e
a

= ) b

x np
npq

lim n P(a

p , :
np nq .

:
npq 9 o
n 20 , np 10, nq 10 o

p = 0.5 ) ( n = 36 . n = 20
p = 0.10 . n = 100

. .
1 .

- 7 -VI

).P(3.5 X 4.5

. n :

: . X . ) P(X = 8
- .

)P(X = 8) = F(8) F(7) = 0.2517 0.1316 = 0.1201. , X ~ B(20, 0.5

np = 10 >5 nq = 10 >5 np n =10 :
nq=10 =10 ) . Y = (X-10)/5 ~ N(0 ,1 * X X
][7.5, 8.5

8.5 10
7.5 10
P (7.5 X * 8.5) = P
Z
= P (1.12 Z 6.67) = 0.12
2.24
2.24

n 30
:
n 25p 0,1

np < 5 nq < 5

% : .
.

28

(0,1) (0.9 ) = 0.22

30

P(X = 2) = C

:p 0.1 n 25 ) (
= = np =30 * 0,1 = 3
P(2) = x * e - /x! = (32 * e -3) / 2! = 0.22

. . . . X2 X1 .

(n = 1, 2, . . .),

Sn = X1 + X2 + . . . + Xn

Sn . n E(Sn) = n Sn = n :
z
2 dz

1
2

S n
lim n P a n
= b
n

Xi

.
-
) B(n, p ).B(1, p
1

- 8 -VI

. .
) Sn
( n E(Sn) = n Sn = n:
z
2 dz

1
2

S n
lim n P a n
= b
n

) cr (.

n 25 ; p 0,10

)P (

n < N/10

)B (n, p
np =

)Pcr(

)Bcr(n, p

15

n 20
np 10
nq 10

)N(0, 1

[N(0, 1)]

=1
2 /

)H(N, n, p

1=
2

1 = 1
2

- 9 -VI

1 = 1
2 =
F1, 2

.VII

.


.
.

Population et chantillon

:

)(.

.
.

.

. .

- 1 -VII

)
(.. ) (
N .n

Echantillon exhaustif et non exhaustif

.
.
.

Echantillon alatoire

. ) (
. .

.

Paramtre dune population

...
) f(x .

Statistique de lchantillonnage

) (... p
m S .p
. )(
.

: .8 6 5 3 1

)(m . m .
mi .
n = 2 = * :

1 .

- 2 -VII

)
mi
(

)(8, 1
)(8, 3
)(8, 5
)(8, 6
)(8, 8

1
2
3 3,5 4,5
2
3
4 4,5 5,5
3
4
5 5,5 6,5
3,5 4,5 5,5 6
7
4,5 5,5 6,5 7
8

)(6, 1
)(6, 3
)(6, 5
)(6, 6
)(6, 8

)(3, 1
)(3, 3
)(3, 5
)(3, 6
)(3, 8

)(5, 1
)(5, 3
)(5, 5
)(5, 6
)(5, 8

)(1, 1
)(1, 3
)(1, 5
)(1, 6
)(1, 8

m mi . m = (i mi) / 25 = 4,6
= (1 + 3 + 5 + 6 + 8)/5 = 4.6
:
. . . C25 = 10 :

) (
mi

5,5
6,5

4
4,5
5,5

2
3
3,5
4,5

)(6, 8

)(5, 6
)(5, 8

)(3, 5
)(3, 6
)(3, 5

)(1, 3
)(1, 5
)(1, 6
)(1, 8

m mi :
E(m) = m = (i mi) / 10 = 4,6

= (1 + 3 + 5 + 6 + 8)/5 = 4.6

. m
) E(M E(M) = m = :
: Xi . X
1
1
1
1
E ( X ) = E i Xi = i E ( Xi) = i = n = .
n
n
n
n

)(

. ) ( m
) ( )
(.
- 3 -VII

mi
;m = [i (mi m) ]/25 = 2.92
= [i (xi ) ]/5 = 5.84
2.92 = 5.84 / 2

4,5
5,5

3,5
4,5

3
4

2
3

1
2

6,5

5,5

5,5

4,5

3,5

6,5

5,5

4,5

:
. mi

) mi ( :

= m2

n .

: Xi . X

1
1

1
1
= V ( X ) = V i Xi = i V ( Xi) = i = n
.
n
n
n
n
n

) (

: m
.

) (
mi

5,5
6,5

4
4,5
5,5

2
3
3,5
4,5

:
:
) :

m = [i (mi m) ]/10 = 2.19

= [i (xi ) ]/5 = 5.84
= E(X) E(X)

)= (1 + 9 + 25 + 36 + 64) / 5 - 4.6 = 5.84

:
5.84 5 2

2 5 1

= 2.19

:
. X N mi n
) mi ( :
N n

n N 1

= m2

N n .
N 1

- 4 -VII

:
.
/n )m N(, /n

) . ( :
m

/ n

= z n

) (n 30:
).z N(0, 1
N n
N 1

= m

/n
n/N 0.05
: 900 = . =12 .
() : . n = 64 () n = 36
(1) n = 36 : n/N = 36/900 = 0.04 < 0.05 => m = /n = 12/36 = 2
n
64
(2) n = 64 : N = 900
=
= 0.071 > 0.05
N 900
12 900 64
= 1.92
= m
64 900 1
E(m) = = 20
. ) (n = 36 m .

.n = 64
= - 1 , Z 2 = 1 => P(18 < m < 22) = P(Z1 < Z < Z 2 ) = 0.6827

18 - 20
12/ 36

m1 -

/ n

= Z1

m1 - N n 18 - 20
= - 1.04 , Z 2 = 1.04 => P(18 < m < 22) = P(-1.04 < Z < 1.04) = 0.70

=
/ n N 1 1.92

- 5 -VII

= Z1

E(M) = m =

= m2

n
N n
m2 =

n N 1

)m N(, /n

) N(0, 1

n )(n 30

/ n

=z

' : p .
: X p
p
pq
p )' E(p' p :
n
)'p N (p, p
: n 30

= ' p

E ( p' ) = p ' = p

.
. .
.
P(p1< p< p2) = 0.9 ; n 30,
N n/N < 0.05 :
)p(1 p
)0.4(0.6
=
0.05
n
100
P( p1 < p' < p 2 ) = 0.9 = P( z1 < < z 2 ) => z1 = 1.64,

= '=> p' ~ N (p, p' ) , p

z 2 = 1.64

p = p' z ( p' ) = 0.4 1.64(0.05) = 0.4 0.082

)( p1 - p

' p

= 1

P(0.318 < p < 0.482) = 0.9.

- 6 -VII

S1

) (... .S2 S2
S1 :
S1 S2 = S1 + S2

S S2 = S1 S2

. :
m1 m2 = m1 + m2 = /n1 + /n2

m1 m2 = m1 m2 = 1 2

. :
= p1 + p2 = p1q1/n1 + p2q2 / n2

p1 p2 = p1 p2 = p1 p2

p2

p1

:
S1 + S2 = S1 + S2

S1 + S2 = S1 + S2

: n1 30 n2
.:

) m1 - m2 N(0, 1

: . : U1 . : U2 :
U1 U2 = U1 + U2 .

; U1 U2 = U1 U2

>= U1 = (3 + 7 + 8)/3 = 6 ; U2 = (2 + 4)/2 = 3

U1 U2 = 6 3 = 3
U1 U2 = (1 + 5 + 6 1 + 3 + 4)/6 = 3

U1

; U1 = (3 + 7 + 8)/3 - 6 = 14/3
U2 = (2 + 4)/2 - 3 =1 => U1 + U2 = 17/3
= U1 U2 = (1 + 5 + 6 + 1 + 3 + 4) / 6 - 3
(1 + 25 + 36 + 1 + 9 + 16) / 6 - 9 = 17/3

- 7 -VII

U2

U1 U2

-1

)(
:

Si
.
(i Si)/25 = 73/25 = 2.92 =>E(S) = 2.92

12,3
6,25
2,25
1
0

6,25
2,25
0,25
0
1

0
1
4
1
0
1
4
1
0
6,25 2,25 0,25
12,3 6,25 2,25
= E(X) E(X)

= [(1 + 9 + 25 + 36 + 64)/5] - 4.6 = (135/5) - 21 = 5.84

= E(S) = 2.92 = 5.84/2

) (1/n

: S )
n 1
E (S ) = S =
( n :
n
) ( E(S) : n 30

:
1

1
1
)E (S ) = E i (xi x ) = E i xi x = i E ( x i ) E ( x
n

n
n
1
1

n 1
= i ( V ( X ) + ) [V ( x ) + E ( x )] = +
= (1 ) =

n
n
n
n
: E S n = : S n " "
n 1
n 1

S:
n
S = S
n 1
nS (n 1) S
: n ~ n21 :
=

- 8 -VII

: 100 . n = 16 S
.

nS
16
)) X ~ N ( ,
~ n 1

80

) (

P( S 10) = P( 15 2) = P( S

P(X15 2) < 0.005

: m
.
Si
(i Si) = ; (i Si)/ = => E(S) =
= E(X) E(X)
= [(1 + 9 + 25 + 36 + 64)/5] - 4.6 = 5.84
)E(S) = = 4*(5/) (1/2

0,25
2,25

1
2,25
6,25

1
4
6,25
12,3

])= * [(n-1)/ n] [N/ (N-1

: S
n 1 N :
E ( S ) = S =

n N 1
) N ) N/ (N-1 (

:
X1 ~ 1 . X2 ~ 2

X 1 / 1
~F1,
X 2 / 2

= X

: . 1 , 2
: n1 , n2
S12 / 12
Fn1 1; n2 1
S 22 / 22

S 12 n1 1

2
n1 1 1
S 22 n 2 1

2
n2 1 2

- 9 -VII

= F

. .

n
8 1
S12 1 12

n1 1 1
7 20
>2
P
=
10
1

n
1
2
2
S

2 n 1 2
9 36
2
2

2 n1 1
n1 1
S1

2
n 1 2
2
n

S
1 >2 1
1
P( S12 > 2 S 22 ) = P( 12 > 2) = P 1
S2
n2 1
S 2 n 2 1

2
n 1 2
n 1 2
2
2
2
2

)= P(F7, 9 > 3.7

0.05 > P(F7, 9 > 3.7) > 0.01 P(F7, 9 > 3.7) = 0.036

)(
: X S :
2 / n si X ~ N

= 4 4
sinon

n 100 S .
) (

2 / n si X ~ N ou X N

S =
4
4

sinon
4n

n 100 S s S

1 .

- 10 -VII

pq
n

n 30

= ' p

E ( p' ) = p ' = p

)'p N (p, p

' p .
S S2 = S1 S2
S1 + S2 = S1 + S2

1 , 2

S1 S2 = S1 + S2
S1 + S2 = S1 + S2

n1 30n2

) m1 - m2 N(0, 1

)

(
n

n 1
E ( S ) = S =

n 30

E(S)

nS (n 1) S
=
~ n21

n 1 N
E ( S ) = S =

n N 1

) N/ (N-1

n1
, n2

- 11 -VII

S 12 n1 1

n1 1 12
S12 / 12

= F
=
Fn1 1; n2 1
S 22 n 2 1
S 22 / 22
2

n2 1 2

.VIII

... .

.

.
.m
.
)(
sans biais
.
: m . E(m) =
S E(S) = (n-1)/n =

) S Sn/(n-1 .
) (

) (efficacit )(
.

: m

V(m) = /n
:
.V(md) = /2n = (/n) (3.14159/2) > /n

1 .

- 1 -VIII

.
)(

convergeance

.
: :
n

0.

= )V ( m

E ( m) =

.
: .
.
)(

.p "" ".

: )( ] [ % . %
.
) (

) ( .
, %
2.58 . %
)f(z

1-

z1-/2
21

-z1-/2

- 2 -VIII

: s s s . s =

s ) ) ( (n 30 s

:
s 1.96s % s 2.58s .%

Zc ) Z1-/2 (.
.

.m
)(
.
) (n 30 m
.
:
'S
n

m zc

S
n 1

m zc

m zc

) (N :
N n
N 1

zc

S
.S
zc :

1 - - .

- 3 -VIII

1-

0.99

0.98

0.95

0.90

0.8

0.5

0.01

0.02

0.05

0.10

0.2

0.5

0.995
82.5

0.99
2.326

0.975
1.96

0.95
1.645

0.9
1.282

0.75
0.674

1- /2
Z1-/2

: m 1.96m (,) 95% %

) (, m 2.58m 99% ...,

) (

: t

)(n < 30 . -

t0.975 t0.975 % -t0.975 ; t0.975

% :
m
< t 0.975
S / n

< t 0.975

:
S
n

< m + t 0.975

<

S
n

t 0.975

)( ): (n 30
s "" n 30 p
. p p p zcp : p

p = pq p :
n

) p (1 p
n

) (

p' zc

N :
) p (1 p
N n

n
N 1

p' zc

. nS = ( n 1) S ~ n1 :

: % :

- 4 -VIII

nS ( n 1) S
=
0. 975

0 .025

:
n 1S

0 .025

n 1S

nS

ou

0 .975

0 .025

nS

0 .975

) ( 1 , 2
S 12 n1 1

n1 1 12
S12 / 12

=
n1 , n2 Fn1 1; n2 1 :
= F
S 22 n 2 1
S 22 / 22

2
n2 1 2

F , :
S12 / 12
2 2 F0.99
S /
2

F0.01

:
1 S12
F0.01 S 22

12
1 S12

F0.99 S 22
22

- 5 -VIII

.
... .
1

)(

n < 30 n 30

/n

)N( ; /n

n 30

S/n

)N( ; S/n

n < 30

S/n

t; n-1

n 30

/n

)N( ; /n

n 100

S/n

)N( ; S/n

)(n 30

) p (1 p
n

) p (1 p
N n

n
N 1

nS ( n 1) S
~ n 1
=

nS

0.025
n 1S

0.025

p' z c

nS

0.975

p' zc

n 1S

0.975

:,

S 12 n1 1

2
nS ( n 1) S
2
2
0 .025
=
0. 975
n1 1 1 = S1 / 1 F
F
=

n1 1; n 2 1
2 / 2
S 22 n 2 1
S
2
2
2
2
2
1
1 S1
1 S1

n2 1 2
2
2
2

F0.99 S 2
F0.01 S 2
2

- 6 -VIII

s1 s2
:
S1 S 2 z c S 1 S 2 = S1 S 2 z c S1 + S 2

:
S1 + S 2 z c S 1 S 2 = S1 + S 2 z c S 1 + S 2

:
) ( 1 - 2 :
22
n2

12
n1

m1 m 2 z c m1 m 2 = m1 m 2 z c

: :
pq1 pq 2
+
n1
n2

p '1 p ' 2 z c p ' 1 p ' 2 = p '1 p ' 2 z c

) (

) S S .(
.

K .1, 2, . . , k : .K
k k = E(Xk) : X : x
k = 1, 2, , K

mk = (1/n)ixik

: ) . X ~ B(20; p p :

K = 1 . = 20p : p = 20/
p p : .p = m/20 :
= m , 2 = m2
:

1 1997. 308.

- 7 -VIII

: ) .X ~ N(; m .S
= m

= S

la solution est

:
.

'2 = +

m ' 2 = m + S

' 2 = m' 2
or

= m

) (

: )
( .
.P(x1, x2, ,xn) = L() :
.
. ) L( :
).L() = f(x1, . . . , xn ; ) = f(x1) . f(x2) . . . f(xn
). L(
: ) X ~ B(p " " . p

. p p p
p(0.1) = pq
) p(0.1
)P(0.1
p = 1/2
.
1/4

1/2
22

- 8 -VIII

)P(0,1

.IX

.
.
. :
... )
( )
( .
.
.

.


S
t

) ( ..
.0 m
m .0

:
. :
.
)( ) (:
H0 : = 0 H1 : 0
1
. .
.

- 1 -IX

H0 RHo
0 .RH0
:
H0 : = 15000 H1 : 15000

0 ) (0 = m
)m ~ N(0 , /n
) m ~ N(, /n H0 :
m 0 :
P(0 1.64(m) m 0 + 1.64(m)) = 0.90
P(0 1.96(m) m 0 + 1.96(m)) = 0.95
P(0 2.58(m) m 0 + 2.58(m)) = 0.99

:
P[0 z1-/2(m) m 0 + z1-/2 (m)] = 1-

:
z1 / 2 ) = 1

m 0

P ( z1 / 2

:
) : (m - 0)/m ( m zc ). z ~ N(0, 1
m :
N n
N 1

m= /n

) ( n 0.05N

m = .

: 1 - /2 . z
: n .
m 1-
.
)( .
) (

) (
:

- 2 -IX

X 0
> z 1 / 2 .
RH 0 si
X

R H 0 sinon.

X 0
[ z1 / 2 ; z1 / 2 ] .
= RH 0 si z c
X

R H sinon.
0

RH0

RH0

1-

z1-/2
)0+z1-/2(m
23

RH0

0
0

-z1-/2
)0-z1-/2(m

: H0 m

P(RH0 / H0) = :

m H0 1- :
P(RH0 / H1 ) = 1-

.
) P(RH0 ) (
) P(RH0 ) .( .
)P(RH0

)P(RH0
1

1
1-

0
)(2

(1) 25

- 3 -IX

z:

)(

zt ) ( )
: (%
zt = z1-/2 = z1-0.05/2 = z1-0.025 = z0.975

. z0.975 = 1.96
)( z:
zc ) m ( :
= 5.33

15800 1500
1500 / 100

X 0

= zc

)( :
H0 . H0 zc > zt H1
.

) ( .
)( .

) (.
- :

H0 : = 0 H1 : > 0

0 = 15000 :

H0 : = 15000 H1 : > 15000

X 0
> z 1 .
RH 0 si
X

R H sinon.
0

- :

- z) : : (%

- z:

zt = z1- = z1-0.05 = z0.95

z0.95 = 1.645
= 5.33

15800 1500
1500 / 100

- 4 -IX

X 0

/ n

X 0

= zc

- : H0 zc > zt H1

) (

.
- :

H0 : = 15000 H1 : < 15000

- :

X 0
< z 1 .
RH 0 si
X

R H sinon.
0

- z) : : (%
zt = - z1- = - z1-0.05 = - z0.95 = -1.645
= 5.33

- z:

14200 1500
1500 / 100

X 0

/ n

X 0

= zc

- : H0 zc < zt H1 .
S .

) (S ) m (
m = /n

'S
n

m = n 1

= m

: S

.= 1600
.
- z:

= 4.97

14200 1500
1600 / 99

X 0
S / n 1

X 0

= zc

- : H0 zc < zt H1
.

t .
n< 30) ( :
- 5 -IX

X
~ t n 1
S / n 1

X 0

~ t n 1 : ( = ) H
0
0
S / n 1

) ( .
:

X 0
> t n 1; 1 / 2 .
RH 0 si
S / n 1

R H 0 sinon.

X 0
> t n 1, 1
RH 0 si
S / n 1

:
R H sinon.
0

X 0
< t n 1; 1
RH 0 si
S / n 1

:
R H sinon.
0

:
) (



.
) (
... .
.

) (p
. p p0 H0 : p = p0 :
p ) : .(

- 6 -IX

pq
n
) p N (p, p') : n 30 -(

= ' p

E ( p' ) = p ' = p

p 0 q0
: H0
; p' N p 0

p ' p 0
RH 0 si
> z 1 / 2 .
p0 q0 / n

R H 0 sinon.
p ' p 0

> z 1
RH 0 si
p0 q0 / n

:
R H sinon.
0

p ' p 0

< z 1
RH 0 si
p0 q0 / n

:
R H sinon.
0

:
. % . %
.%
H0 : p = 0.70 H1 : p < 0.70
0.67 0.7
196.34 < z 10.05 = 1.64
0.7(0.3) / 900

p ' p 0
p 0 q0 / n

. H0

H0 : =0 H1 : = 0

X )

(X

n 1

= . S ) n 50 (

H0 4 = E ( X ) 4

N (0.1).

S 02
( 4 ) / n
4
0

=T

4 . :

- 7 -IX

S 02
RH 0 si
> z 1 / 2

( 4 04 ) / n

R H 0 sinon.

4 . m4 = E(xi m)4 :
4 = 34 :
N (0.1).

S 02

02 2 / n

- 8 -IX

=T

...
.

.
H0 : 1 = 2 H1 : 1 2
) ( :
T T )
( .
)(
- :
)~ N (0.1

X1 X 2

22
n2

12

=T

n1

- ):(n1 , n2 30
) N (0,1

X1 X 2

22
n2

) (

12

=T

n1

- :
~ t n1 + n2 2

X1 X 2
1
1
+
n1 n 2

n1 S12 + n2 S 22
n1 + n 2 2

) N (0,1

- ):(n1 , n2 30

- 9 -IX

=' T

X1 X 2
S12
S2
+ 2
n1 1 n2 1

=T

: .
:

m1 = 81, m2 = 76, S1 = 9, S2 = 8.
. %
H0 : 1 = 2 H1 : 1 2
5.43

81 76

X1 X 2

=' T

18(9) + 21(8) 1
1
n S + n2 S 1
1
+
+
18 + 21 2 18 21
n1 + n 2 2 n1 n 2
t 0.975; 37 2.336 < 5.43
RH 0
2
1 1

2
2

.
) ( :

H0 : 1 = 2 H1 : 1 2

T T .
)(
- :
S12
~ Fn1 1; n2 1
S 2

=' T

- n1 , n2 30
1 1
1
/

) N (0;1
+
2 n 1 n 1
1
2

) (

1 S12
ln
2 S 22

=T

)(n1, n2 50

) 4 (1) ; 4 (2 :
) N (0;1

4( 2 ) S24
n2

4(1) S14
n1

T = ( S12 S22 ) /

) 4 (1) ; 4 (2 : 4 . m4

: . :
m1 = 81, m2 = 76, S1 = 9, S2 = 8.
%
H0 : 1 = 2 H1 : 1 2
- 10 -IX

S1 = S1 * n1 / (n1-1) = 9 (18)/17 9.53 ; S2 = S2 * n2 / (n2-1) = 8 (21)/20 = 8.4

S1 / S2 1.135 ; F0.05 ;17 ;20 2.17
=> RH0

; n1-1 ;n2-1

T < F

k pi
.pi = 1 :
H0 : pi = pi0 (i = 1, 2, . . . k ) H1 : pi pi0

) pi0 (.
: ) . (ni
% npi0 5 :

pi0 1 n 30

(ni npi 0 )
k21
npi 0

T = i

) ( ni ni0 :
ni0 H0: ni = ni0 (i = 1, 2, k) H1: ni
(ni ni 0 )
k2 m 1
ni 0

T = i

m .
: : . %

H0 : p1 = 0.4, p2 = 0.35, p3 = 25

. :
n = 400 30 npi0 = 160, 140, 100 1 % . npi0 5
(ni np i 0 ) (170 160) (135 140) (95 100)
=
+
+
= 1.05
np i 0
160
140
100
2 ; 0.95 = 5.99 > 1.05 => RH0 .

T = i

- 11 -IX