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١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-٩٣-
٧.‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﻭﺍﻟﺘﻭﺯﻴﻌﺎﺕ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﺍﻟﻤﺘﻐﻴﺭﺍﺕ‬
Random Variables and Probability Distributions
)٧-١(‫ﻤﻘﺩﻤﺔ‬:
‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﻭﺍﻟﺘﺠﺎﺭﺏ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﻤﻔﺎﻫﻴﻡ‬ ‫ﺒﻌﺽ‬ ‫ﻋﻥ‬ ‫ﺍﻟﺴﺎﺒﻕ‬ ‫ﺍﻟﺒﺎﺏ‬ ‫ﻓﻲ‬ ‫ﺘﻜﻠﻤﻨﺎ‬.‫ﺍﻷﺤﻴﺎﻥ‬ ‫ﻤﻥ‬ ‫ﻜﺜﻴﺭ‬ ‫ﻭﻓﻲ‬
‫ﺍﻟﻌﺸﻭﺍ‬ ‫ﻟﻠﺘﺠﺭﺒﺔ‬ ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﺒﻨﻘﺎﻁ‬ ‫ﻤﺭﺘﺒﻁﺔ‬ ‫ﻋﺩﺩﻴﺔ‬ ‫ﻗﻴﻡ‬ ‫ﻤﻊ‬ ‫ﺍﻟﺘﻌﺎﻤل‬ ‫ﻓﻲ‬ ‫ﻨﺭﻏﺏ‬‫ﻨﻘﺎﻁ‬ ‫ﻤﻊ‬ ‫ﺍﻟﺘﻌﺎﻤل‬ ‫ﻤﻥ‬ ‫ﹰ‬‫ﻻ‬‫ﺒﺩ‬ ‫ﺌﻴﺔ‬
‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﺎﻁ‬ ‫ﺃﻥ‬ ‫ﺇﺫ‬ ‫ﻨﻔﺴﻬﺎ‬ ‫ﺍﻟﻌﻴﻨﺔ‬‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻨﺘﺎﺌﺞ‬ ‫ﺃﻭ‬‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﻟﻠﺘﺠﺭﺒﺔ‬‫ﻋﺒﺎﺭﺓ‬ ‫ﺍﻷﺤﻴﺎﻥ‬ ‫ﺒﻌﺽ‬ ‫ﻓﻲ‬ ‫ﺘﻜﻭﻥ‬
‫ﺎ‬‫ﻴ‬‫ﺭﻴﺎﻀ‬ ‫ﻤﻌﻬﺎ‬ ‫ﺍﻟﺘﻌﺎﻤل‬ ‫ﻴﺼﻌﺏ‬ ‫ﻤﺴﻤﻴﺎﺕ‬ ‫ﺃﻭ‬ ‫ﺼﻔﺎﺕ‬ ‫ﻋﻥ‬.‫ﺍﻟﻘﻴﻡ‬ ‫ﻫﺫﻩ‬ ‫ﺒﺘﺤﻭﻴل‬ ‫ﻨﻘﻭﻡ‬ ‫ﻓﺈﻨﻨﺎ‬ ‫ﺍﻟﺤﺎﻟﺔ‬ ‫ﻫﺫﻩ‬ ‫ﻭﻓﻲ‬
‫ﺍﻟﻭﺼﻔﻴ‬‫ﺔ‬‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻡ‬ ‫ﺘﺴﻤﻰ‬ ‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﻋﺩﺩﻴﺔ‬ ‫ﻗﻴﻡ‬ ‫ﺇﻟﻰ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬.‫ﻋﻨﺎﺼـﺭ‬ ‫ﻟﺘﺤﻭﻴل‬ ‫ﺍﻟﻤﺴﺘﺨﺩﻤﺔ‬ ‫ﺍﻵﻟﺔ‬ ‫ﺇﻥ‬
‫ﺍﻟﻌـﺸﻭﺍﺌﻲ‬ ‫ﺒـﺎﻟﻤﺘﻐﻴﺭ‬ ‫ﻴـﺴﻤﻰ‬ ‫ﻤﺎ‬ ‫ﻫﻲ‬ ‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﻋﺩﺩﻴﺔ‬ ‫ﻗﻴﻡ‬ ‫ﺇﻟﻰ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﻟﻠﺘﺠﺭﺒﺔ‬ ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻀﺎﺀ‬.‫ﺇﺫﻥ‬،
‫ﻓ‬‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﺎﻟﻤﺘﻐﻴﺭﺍﺕ‬‫ﻋﺩﺩﻴﺔ‬ ‫ﺒﻘﻴﻡ‬ ‫ﺍﻟﺤﻭﺍﺩﺙ‬ ‫ﻭﻋﻥ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﺍﻟﺘﺠﺭﺒﺔ‬ ‫ﻨﺘﺎﺌﺞ‬ ‫ﻋﻥ‬ ‫ﻟﻠﺘﻌﺒﻴﺭ‬ ‫ﺘﺴﺘﺨﺩﻡ‬‫ﹰ‬‫ﻻ‬‫ﺒـﺩ‬
‫ﺼﻔﺎﺕ‬ ‫ﺃﻭ‬ ‫ﻤﺴﻤﻴﺎﺕ‬ ‫ﻤﻥ‬.‫ﺍﻟﻤﺜﺎل‬ ‫ﺴﺒﻴل‬ ‫ﻓﻌﻠﻰ‬‫ﺍﻟﻭﺠﻪ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﻅﺎﻫﺭﺓ‬ ‫ﺍﻟﺼﻭﺭﺓ‬ ‫ﺒﻌﺩﺩ‬ ‫ﻓﻘﻁ‬ ‫ﻤﻬﺘﻤﻴﻥ‬ ‫ﻨﻜﻭﻥ‬ ‫ﻗﺩ‬
‫ﻋﻤﻠﺔ‬ ‫ﻗﻁﻌﺔ‬ ‫ﺭﻤﻲ‬ ‫ﻋﻨﺩ‬ ‫ﺍﻟﻌﻠﻭﻱ‬‫ﻤﺘﺘﺎﻟﻴﺔ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺸﺭ‬‫ﺍﻷﺨﺭﻯ‬ ‫ﺍﻟﺘﻔﺼﻴﻼﺕ‬ ‫ﻋﻥ‬ ‫ﺍﻟﻨﻅﺭ‬ ‫ﺒﻐﺽ‬.‫ﻋـﺩﺩ‬ ‫ﺇﻥ‬
‫ﺍﻟﺘﺠﺭﺒـﺔ‬ ‫ﻨﺘﻴﺠـﺔ‬ ‫ﺒﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺘﻪ‬ ‫ﺘﺘﻐﻴﺭ‬ ‫ﻋﺸﻭﺍﺌﻲ‬ ‫ﻤﺘﻐﻴﺭ‬ ‫ﻋﻥ‬ ‫ﻋﺒﺎﺭﺓ‬ ‫ﺍﻟﺤﺎﻟﺔ‬ ‫ﻫﺫﻩ‬ ‫ﻓﻲ‬ ‫ﺍﻟﺼﻭﺭ‬‫ﺍﻟﻌـﺸﻭﺍﺌﻴﺔ‬.
‫ﻨﺫﻜﺭ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﻟﻠﻤﺘﻐﻴﺭﺍﺕ‬ ‫ﺃﻨﻭﺍﻉ‬ ‫ﻋﺩﺓ‬ ‫ﻭﻫﻨﺎﻙ‬‫ﻫﻤﺎ‬ ‫ﻨﻭﻋﻴﻥ‬ ‫ﻤﻨﻬﺎ‬:
١.Discrete Random Variables ‫ﻤﺘﻘﻁﻌﺔ‬ ‫ﺃﻭ‬ ‫ﻤﻨﻔﺼﻠﺔ‬ ‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﻤﺘﻐﻴﺭﺍﺕ‬
٢.Continuous Random Variables ‫ﻤﺴﺘﻤﺭﺓ‬ ‫ﺃﻭ‬ ‫ﻤﺘﺼﻠﺔ‬ ‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﻤﺘﻐﻴﺭﺍﺕ‬
‫ﺍﻟﻔﺼل‬ ‫ﻫﺫﺍ‬ ‫ﻓﻲ‬ ‫ﺤﺩﺓ‬ ‫ﻋﻠﻰ‬ ‫ﻤﻨﻬﺎ‬ ‫ﻨﻭﻉ‬ ‫ﻜل‬ ‫ﻋﻥ‬ ‫ﻭﺴﻨﺘﻜﻠﻡ‬.
: )٧-٢(‫ﺍ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻤﺘﻐﻴﺭ‬Random Variable
‫ﺘﻌﺭﻴﻑ‬:
‫ﻟﺘﺠ‬ ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻀﺎﺀ‬ ‫ﻫﻭ‬‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﺭﺒﺔ‬.‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺇﻥ‬ ‫ﺃﻥ‬ ‫ﻟﻨﻔﺭﺽ‬X S‫ﻤﻌﺭﻓـﺔ‬ ‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﻫﻭ‬
‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻀﺎﺀ‬ ‫ﻋﻠﻰ‬S) .‫ﻭﻟﻜﻨﻨﺎ‬ ‫ﺎ‬‫ﻴ‬‫ﻋﺸﻭﺍﺌ‬ ‫ﺍ‬‫ﺭ‬‫ﻤﺘﻐﻴ‬ ‫ﺘﻜﻭﻥ‬ ‫ﻟﻜﻲ‬ ‫ﺍﻟﺩﺍﻟﺔ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺸﺭﻭﻁ‬ ‫ﺒﻌﺽ‬ ‫ﺘﺘﺤﻘﻕ‬ ‫ﺃﻥ‬ ‫ﻻﺒﺩ‬
‫ﺍﻟﺸﺭﻭﻁ‬ ‫ﺘﻠﻙ‬ ‫ﺇﻟﻰ‬ ‫ﻨﺘﻁﺭﻕ‬ ‫ﻟﻥ‬(.
‫ﻤﻼﺤﻅﺎﺕ‬:
١.‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﻗﻴﻤﺔ‬ ‫ﻴﻌﻁﻲ‬‫ﻭﺤﻴﺩﺓ‬‫ﺍﻟﻌﻴﻨـﺔ‬ ‫ﻓﻀﺎﺀ‬ ‫ﻋﻨﺎﺼﺭ‬ ‫ﻤﻥ‬ ‫ﻋﻨﺼﺭ‬ ‫ﻟﻜل‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺇﻥ‬X
.S
٢.‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻀﺎﺀ‬ ‫ﻤﺠﺎﻟﻪ‬ ‫ﺘﻁﺒﻴﻕ‬ ‫ﻫﻭ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺇﻥ‬S X‫ﻤﺠﻤﻭﻋـﺔ‬ ‫ﻫـﻭ‬ ‫ﺍﻟﻤﻘﺎﺒل‬ ‫ﻭﻤﺠﺎﻟﻪ‬
‫ﺍﻟﺤﻘﻴﻘﻴﺔ‬ ‫ﺍﻷﻋﺩﺍﺩ‬X : S → R. RR‫ﺃﻥ‬ ‫ﺃﻱ‬ ،:R
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-٩٤-
‫ﻫـﻲ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺘﺄﺜﻴﺭ‬ ‫ﺘﺤﺕ‬ ‫ﻋﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬‫ﻓ‬‫ﺼﻭﺭﺓ‬ ‫ﺈﻥ‬ ‫ﻜﺎﻨﺕ‬ ‫ﺇﺫﺍ‬ ٣.X(w) X w w∈S
‫ﺃﻥ‬ ‫ﺃﻱ‬ ،‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﻗﻴﻤﺔ‬ ‫ﻭﻫﻲ‬X(w)∈RR:
w: ⎯⎯ →⎯ X
X (w)∈ R
٤.‫ﺍﻟﺘﻁﺒﻴـﻕ‬ ‫ﻤـﺩﻯ‬ ‫ﻫـﻲ‬ ‫ﺍﻟﻤﺠﻤﻭﻋﺔ‬ ‫ﺇﻥ‬X(S)={x∈R: X(w)=x, w∈S}X‫ﻭﺘـﺴﻤﻰ‬
‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬X‫ﺍﻷﻋـﺩﺍﺩ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻤﻥ‬ ‫ﺠﺯﺌﻴﺔ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻭﻫﻲ‬ ،
‫ﺃﻥ‬ ‫ﺃﻱ‬ ‫ﺍﻟﺤﻘﻴﻘﻴﺔ‬X(S)⊆RR.
‫ﻤﺜﺎل‬)٧-١:(
‫ﻤـﺴﺘﻘل‬ ‫ﺒـﺸﻜل‬ ‫ﻤﺘﺘﺎﻟﻴﺘﻴﻥ‬ ‫ﻤﺭﺘﻴﻥ‬ ‫ﻤﺘﺯﻨﺔ‬ ‫ﻨﻘﻭﺩ‬ ‫ﻗﻁﻌﺔ‬ ‫ﻗﺫﻑ‬ ‫ﻫﻲ‬ ‫ﺍﻟﺘﺠﺭﺒﺔ‬ ‫ﻟﺘﻜﻥ‬.‫ﺍﻟﻤﺘﻐﻴـﺭ‬ ‫ﻭﻟﻨﻌـﺭﻑ‬
‫ﺍﻟﻌ‬‫ﺸﻭﺍﺌ‬‫ﻲ‬‫ﺍﻟﺭﻤﻴﺘﻴﻥ‬ ‫ﻓﻲ‬ ‫ﺍﻟﻅﺎﻫﺭﺓ‬ ‫ﺍﻟﺼﻭﺭ‬ ‫ﻋﺩﺩ‬ ‫ﺃﻨﻪ‬ ‫ﻋﻠﻰ‬. X
‫ﻜﺩﺍﻟﺔ‬. ١.‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻋﻥ‬ ‫ﻋﺒﺭ‬X
. ٢.‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﺃﻭﺠﺩ‬X
٣.‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬ ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺤﻭﺍﺩﺙ‬ ‫ﻋﻥ‬ ‫ﻋﺒﺭ‬:
{(T,T)}, {(H,T), (T,H)}, {(H,H)}, {(H,H), (H,T), (T,H)}
٤.‫ﺍﻟﺤﻭﺍ‬ ‫ﻋﻥ‬ ‫ﻋﺒﺭ‬‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﺎﻁ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬ ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺩﺙ‬:
{X=0}, {X=1}, {X=2}, {X<1}, {X≤1}, {X>5}
٥.‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺃﻭﺠﺩ‬:
P(X=0), P(X=1), P(X=2), P(X<1), P(X≤1), P(X>5)
‫ﺍﻟﺤل‬:
. ١.‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻀﺎﺀ‬‫ﺍﻟﺘﺠﺭﺒﺔ‬ ‫ﻟﻬﺫﻩ‬‫ﻫﻭ‬S = {(H,H), (H,T), (T,H), (T,T)}
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-٩٥-
X=‫ﺍﻟﺼﻭﺭ‬ ‫ﻋﺩﺩ‬
‫ﺇﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X‫ﻤﻥ‬ ‫ﻋﻨﺼﺭ‬ ‫ﻜل‬ ‫ﻴﻌﻁﻲ‬
‫ﻋﻨﺎﺼﺭ‬‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﻗﻴﻤﺔ‬‫ﻭﺤﻴﺩﺓ‬‫ﻓﻲ‬RR‫ﻴﻠﻲ‬ ‫ﻜﻤﺎ‬:
X(H,H) = 2
X(H,T) = 1
X(T,H) = 1
X(T,T) = 0
S
‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﻜﺩﺍﻟﺔ‬: ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻋﻥ‬ ‫ﺍﻟﺘﻌﺒﻴﺭ‬ ‫ﻴﻤﻜﻥ‬ ‫ﻜﻤﺎ‬X
‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺔ‬
X(w)w
2
1
1
0
HH
HT
TH
TT
‫ﻫﻲ‬: ٢.‫ﻟﻠﻤ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺘﻐﻴﺭ‬X
X(S)={x∈R: X(w)=x, w∈S} = {0, 1, 2}
٣.‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬ ‫ﺍﻟﺤﻭﺍﺩﺙ‬ ‫ﻋﻥ‬ ‫ﺍﻟﺘﻌﺒﻴﺭ‬:
‫ﺼﻭﺭﺓ‬ ‫ﻅﻬﻭﺭ‬ ‫ﻋﺩﻡ‬{(T,T)} = { X = 0 }={ }
‫ﻓﻘﻁ‬ ‫ﻭﺍﺤﺩﺓ‬ ‫ﺼﻭﺭﺓ‬ ‫ﻅﻬﻭﺭ‬{(H,T), (T,H)} = { X = 1 }={ }
‫ﺼﻭﺭﺘﻴﻥ‬ ‫ﻅﻬﻭﺭ‬{(H,H)} = { X = 2 }={ }
‫ﺍﻷﻗل‬ ‫ﻋﻠﻰ‬ ‫ﻭﺍﺤﺩﺓ‬ ‫ﺼﻭﺭﺓ‬ ‫ﻅﻬﻭﺭ‬{(H,H), (H,T), (T,H)} = { X ≥ 1 }={ }
٤.‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﺎﻁ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬ ‫ﺍﻟﺤﻭﺍﺩﺙ‬ ‫ﻋﻥ‬ ‫ﺍﻟﺘﻌﺒﻴﺭ‬:
{X=0} = {(T,T)}
{X=1} = {(H,T), (T,H)}
{X=2} = {(H,H)}
{X<1} = {X=0} = {(T,T)}
{X≤1} = {X=0} ∪ {X=1} = {(H,T), (T,H), (T,T)}
{X>5} = { } = φ
٥.‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺇﻴﺠﺎﺩ‬:
‫ﻤﺘﺯﻨ‬ ‫ﺍﻟﻌﻤﻠﺔ‬ ‫ﺃﻥ‬ ‫ﺒﻤﺎ‬‫ﺃﻥ‬ ‫ﺃﻱ‬ ،‫ﺍﻟﻔﺭﺹ‬ ‫ﻤﺘﺴﺎﻭﻴﺔ‬ ‫ﺍﻟﺘﺠﺭﺒﺔ‬ ‫ﻓﺈﻥ‬ ‫ﺔ‬:
P({(H,H)}) = P({(H,T)}) = P({(T,H)}) = P({(T,T)}) = 1/4 = 0.25
‫ﻴﻠﻲ‬ ‫ﻓﻴﻤﺎ‬ ‫ﺍﻟﻤﻁﻠﻭﺒﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﻨﻭﺠﺩ‬ ‫ﻓﺈﻨﻨﺎ‬ ‫ﺍﻟﺤﻘﻴﻘﺔ‬ ‫ﻫﺫﻩ‬ ‫ﻭﺒﺎﺴﺘﺨﺩﺍﻡ‬:
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-٩٦-
P(X=0) = P({(T,T)}) = 0.25
P(X=1) = P({(H,T), (T,H)}) = P({(H,T)})+P({(T,H)}) = 0.25 + 0.25 =0.5
P(X=2) = P({(H,H)}) = 0.25
P(X<1) = P({(T,T)}) = 0.25
P(X≤1) = P({(H,T), (T,H), (T,T)}) = P({(H,T)})+ P({(T,H)}) + P({(T,T)})
= 0.25 + 0.25 + 0.25 = 0.75
P(X>5) = P(φ) = 0
: )٧-٣(‫ﺍ‬‫ﺍﻟﻌﺸﻭﺍﺌ‬ ‫ﻟﻤﺘﻐﻴﺭ‬‫ﻲ‬‫ﺍﻟﻤﺘﻘﻁﻊ‬)‫ﺍﻟﻤﻨﻔﺼل‬(Discrete Random Variable
‫ﺇﻟ‬ ‫ﺘﻨﻘﺴﻡ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﺍﻟﻤﺘﻐﻴﺭﺍﺕ‬ ‫ﻓﺈﻥ‬ ‫ﹰﺎ‬‫ﻘ‬‫ﺴﺎﺒ‬ ‫ﺫﻜﺭﻨﺎ‬ ‫ﻜﻤﺎ‬‫ﻰ‬‫ﻤﻨﻬﺎ‬ ‫ﺃﻨﻭﺍﻉ‬ ‫ﻋﺩﺓ‬‫ﻤﺘﻘﻁﻌﺔ‬ ‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﻤﺘﻐﻴﺭﺍﺕ‬)‫ﺃﻭ‬
‫ﻤﻨﻔﺼﻠﺔ‬(‫ﻭ‬‫ﻤﺴﺘﻤﺭﺓ‬ ‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﻤﺘﻐﻴﺭﺍﺕ‬)‫ﺃﻭ‬‫ﻤﺘﺼﻠﺔ‬.(‫ﺍﻟﺠﺯﺀ‬ ‫ﻫﺫﺍ‬ ‫ﻓﻲ‬‫ﺴ‬‫ﺍﻟﻌـﺸﻭﺍﺌﻴﺔ‬ ‫ﺍﻟﻤﺘﻐﻴﺭﺍﺕ‬ ‫ﻨﺘﻨﺎﻭل‬
‫ﺍﻟﻤﺘﻘﻁﻌﺔ‬.
‫ﺘﻌﺭﻴﻑ‬:
‫ﻤ‬ ‫ﻜﺎﻨﺕ‬ ‫ﺇﺫﺍ‬ ‫ﺎ‬‫ﻌ‬‫ﻤﺘﻘﻁ‬ ‫ﺎ‬‫ﻴ‬‫ﻋﺸﻭﺍﺌ‬ ‫ﺍ‬‫ﺭ‬‫ﻤﺘﻐﻴ‬‫ﻟـﻪ‬ ‫ﺍﻟﻤﻤﻜﻨـﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﺠﻤﻭﻋﺔ‬ ‫ﻴﻜﻭﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X(S) X
‫ﻤﺘﻘﻁﻌﺔ‬ ‫ﻤﺠﻤﻭﻋﺔ‬)‫ﻟﻠﻌﺩ‬ ‫ﻗﺎﺒﻠﺔ‬ ‫ﺃﻭ‬.(
‫ﺍﻟﺤـﺎﻟﺘﻴﻥ‬ ‫ﺇﺤـﺩﻯ‬ ‫ﺘﺄﺨـﺫ‬: ‫ﺍﻟﻤﺘﻘﻁـﻊ‬ ‫ﺍﻟﻌـﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴـﺭ‬ ‫ﺍﻟﻤﻤﻜﻨـﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻤﻼﺤﻅﺔ‬:X
. ‫ﺃﻭ‬X(S)={x1,x2,x3,…} X(S)={x1,x2,…,xn}
‫ﻤﺜﺎل‬)٧-٢:(
‫ﺍﻟﻤﻤﻜ‬ ‫ﺍﻟﻘـﻴﻡ‬ ‫ﻤﺠﻤﻭﻋـﺔ‬ ‫ﺃﻭﺠﺩ‬ ‫ﻤﺘﺘﺎﻟﻴﺘﻴﻥ‬ ‫ﻤﺭﺘﻴﻥ‬ ‫ﻤﺘﺯﻨﺔ‬ ‫ﻨﻘﻭﺩ‬ ‫ﻗﻁﻌﺔ‬ ‫ﻗﺫﻑ‬ ‫ﺘﺠﺭﺒﺔ‬ ‫ﻓﻲ‬‫ﺍﻟﻤﺘﻐﻴـﺭﺍﺕ‬ ‫ﻨـﺔ‬
‫ﺍﻟﻌﺸﻭﺍﺌ‬‫ﻴ‬‫ﻻ‬ ‫ﺃﻡ‬ ‫ﻤﺘﻘﻁﻌﺔ‬ ‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﻤﺘﻐﻴﺭﺍﺕ‬ ‫ﻜﺎﻨﺕ‬ ‫ﺇﺫﺍ‬ ‫ﻓﻴﻤﺎ‬ ‫ﻭﺤﺩﺩ‬ ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺔ‬:
١.‫ﺍﻟﺼﻭﺭ‬ ‫ﻋﺩﺩ‬ ‫ﻴﻤﺜل‬ ‫ﺍﻟﺫﻱ‬. ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X
٢.‫ﺍﻟﺼﻭﺭ‬ ‫ﻋﺩﺩ‬ ‫ﻤﺭﺒﻊ‬ ‫ﻴﻤﺜل‬ ‫ﺍﻟﺫﻱ‬. ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬Y
‫ﺍﻟﻜﺘﺎﺒﺎﺕ‬ ‫ﻋﺩﺩ‬ ‫ﻤﻨﻪ‬ ‫ﺎ‬‫ﺤ‬‫ﻤﻁﺭﻭ‬ ‫ﺍﻟﺼﻭﺭ‬ ‫ﻋﺩﺩ‬ ‫ﻴﻤﺜل‬ ‫ﺍﻟﺫﻱ‬. ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ٣.Z
‫ﺍﻟﺤل‬:
‫ﺍ‬ ‫ﻴﺒﻴﻥ‬ ‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺍﻟﺠﺩﻭل‬‫ﻤﺘﻐﻴﺭ‬ ‫ﻟﻜل‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﻟﻘﻴﻡ‬:
‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺔ‬X
X(w)
‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺔ‬Y
Y(w)
‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺔ‬Z
Z(w)w
242HH
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-٩٧-
‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺔ‬Z
Z(w)
‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺔ‬Y
Y(w)
‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺔ‬X
X(w)
‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬
w
0
0
−2
1
1
0
1
1
0
HT
TH
TT
‫ﻭ‬‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻨﻭﻉ‬ ‫ﻭﻜﺫﻟﻙ‬ ‫ﻭﻨﻭﻋﻬﺎ‬ ‫ﻤﺘﻐﻴﺭ‬ ‫ﻟﻜل‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻴﺒﻴﻥ‬ ‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺍﻟﺠﺩﻭل‬:
‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻨﻭﻉ‬ ‫ﺍﻟﻤﺘ‬ ‫ﻨﻭﻉ‬‫ﻐﻴﺭ‬
‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬
X(S) = {0,1,2}X ‫ﻤﺘﻘﻁﻌﺔ‬ ‫ﻤﺘﻘﻁﻊ‬
Y(S) = {0,1,4}Y ‫ﻤﺘﻘﻁﻌﺔ‬ ‫ﻤﺘﻘﻁﻊ‬
Z(S) = {−2,0,2}Z ‫ﻤﺘﻘﻁﻌﺔ‬ ‫ﻤﺘﻘﻁﻊ‬
‫ﻤﺜﺎل‬)٧-٣:(
‫ﻨﻘﻭﺩ‬ ‫ﻗﻁﻌﺔ‬ ‫ﻗﺫﻑ‬ ‫ﻫﻲ‬ ‫ﺍﻟﺘﺠﺭﺒﺔ‬ ‫ﻟﺘﻜﻥ‬‫ﻤﺘﺯﻨﺔ‬ ‫ﻏﻴﺭ‬‫ﻤﺴﺘﻘل‬ ‫ﺒﺸﻜل‬ ‫ﻤﺘﺘﺎﻟﻴﺘﻴﻥ‬ ‫ﻤﺭﺘﻴﻥ‬.‫ﻫـﺫﻩ‬ ‫ﺃﻥ‬ ‫ﻭﻟﻨﻔـﺭﺽ‬
‫ﺃﻥ‬ ‫ﺒﺤﻴﺙ‬ ‫ﻤﺘﺯﻨﺔ‬ ‫ﻏﻴﺭ‬ ‫ﺍﻟﻌﻤﻠﺔ‬
3
1
P(H) =‫ﻭ‬
3
2
P(T) =.‫ﺍﻟﻌﺸﻭﺍﺌ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻭﻟﻨﻌﺭﻑ‬‫ﻲ‬X‫ﺃﻨﻪ‬ ‫ﻋﻠﻰ‬
‫ﺍﻟﺭﻤﻴﺘﻴﻥ‬ ‫ﻓﻲ‬ ‫ﺍﻟﻅﺎﻫﺭﺓ‬ ‫ﺍﻟﺼﻭﺭ‬ ‫ﻋﺩﺩ‬.
١.‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺃﻭﺠﺩ‬‫ﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﻟﺨﺼﻬﺎ‬ ‫ﺜﻡ‬:
P(X=0) , P(X=1) , P(X=2)
٢.‫ﺍﻟﻔﻘﺭﺓ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬)١(‫ﺍﻟﺘ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺃﻭﺠﺩ‬‫ﺎﻟﻴﺔ‬:
P(0<X<2) , P(X≤1) , P(X≥2) , P(X≥5), P(X<5)
‫ﺍﻟﺤل‬:
. ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻀﺎﺀ‬‫ﺍﻟﺘﺠﺭﺒﺔ‬ ‫ﻟﻬﺫﻩ‬‫ﻫﻭ‬S = {(H,H), (H,T), (T,H), (T,T)}
=‫ﺍﻟﺭﻤﻴﺘﻴﻥ‬ ‫ﻓﻲ‬ ‫ﺍﻟﻅﺎﻫﺭﺓ‬ ‫ﺍﻟﺼﻭﺭ‬ ‫ﻋﺩﺩ‬. X
X(S) = {0,1,2} ‫ﻫﻲ‬: ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X
‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺠﺩﺍﻭل‬ ‫ﻓﻲ‬ ‫ﺍﻟﻤﺜﺎل‬ ‫ﻫﺫﺍ‬ ‫ﺤل‬ ‫ﻨﻠﺨﺹ‬:
‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬ ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬ ‫ﺍﺤﺘﻤﺎل‬ ‫ﻗ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻴﻤﺔ‬X
X(w)P(w)w
2
P(HH)=P(H)×P(H)=
9
1
3
1
3
1
=×
HH
1P(HT)=P(H)×P(T)=
9
2
3
2
3
1
=×
HT
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-٩٨-
‫ﻗ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻴﻤﺔ‬X
X(w)
‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬ ‫ﺍﺤﺘﻤﺎل‬
P(w)
‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬
w
1
P(TH)=P(T)×P(H)=
9
2
3
1
3
2
=×
TH
0P(TT)=P(T)×P(T)=
9
4
3
2
3
2
=×
TT
‫ﻋﻨﺎﺼﺭ‬‫ﺍﻟﺤﺎﺩﺜﺔ‬ ‫ﺍﺤﺘﻤﺎ‬‫ﺍﻟﺤﺎﺩﺜﺔ‬ ‫ل‬‫ﺍﻟﺤﺎﺩﺜﺔ‬
P(X = 0) = P(TT) =
9
4{(T,T)}(X = 0)
P(X = 1) = P(HT) + P(TH) =
9
4
9
2
9
2
=+
{(H,T), (T,H)}(X = 1)
P(X = 2) = P(HH)=
9
1{(H,H)}(X = 2)
١.‫ﺍﻟﺴﺎﺒ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻤﻥ‬‫ﺃﻥ‬ ‫ﻨﺠﺩ‬ ‫ﻕ‬:
P(X = 0) =
9
4
, P(X = 1) =
9
4
, P(X = 2) =
9
1
‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺒﺩﺍﻟﺔ‬ ‫ﻴﺴﻤﻰ‬ ‫ﻤﺎ‬ ‫ﻴﻤﺜل‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻭﻫﺫﺍ‬ ‫ﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﺍﻟﻤﻌﻠﻭﻤﺎﺕ‬ ‫ﻫﺫﻩ‬ ‫ﺘﻨﻅﻴﻡ‬ ‫ﻭﻴﻤﻜﻥ‬
‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬‫ﺍﻟﻤﺘﻘﻁﻊ‬:X
P(X = x)x
4/90
4/91
1/92
٢.‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺠﺩﻭل‬ ‫ﻤﻥ‬X‫ﺍﻟﺤﻭﺍﺩﺙ‬ ‫ﺍﺤﺘﻤﺎﻻﺕ‬ ‫ﺠﻤﻴﻊ‬ ‫ﺤﺴﺎﺏ‬ ‫ﻨﺴﺘﻁﻴﻊ‬
‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬ ‫ﻋﻨﻬﺎ‬ ‫ﺍﻟﻤﻌﺒﺭ‬‫ﻴﻠﻲ‬ ‫ﻜﻤﺎ‬: X
P(0<X<2) = P(X=1) =
9
4
P(X≤1) = P(X=0) + P(X=1) =
9
4
+
9
4
=
9
8
P(X≥2) = P(X=2) =
9
1
P(X≥5) = P(φ) = 0
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-٩٩-
P(X<5) = P(X=0) + P(X=1) +P(X=2) =
9
4
+
9
4
+
9
1
=
9
9
= 1
)٧-٣-١(‫ﺍﻻﺤﺘﻤ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺎﻟﻴﺔ‬‫ﺍﻟﻤﺘﻘﻁﻊ‬Probability Mass
Function:
‫ﺘﻌﺭﻴﻑ‬:
‫ﺃﻭ‬ ‫ﻤﺘﻐﻴﺭ‬‫ﺍ‬‫ﻋﺸﻭﺍﺌﻴ‬‫ﺎ‬‫ﻫـﻲ‬ ‫ﻟـﻪ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻤﺘﻘﻁﻌﺎ‬ ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬X(S)={x1,x2,…,xn} X
‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﻟﻬﺎ‬ ‫ﻴﺭﻤﺯ‬ ‫ﻟ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﻓﺈﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬fX(x) X X(S)={x1,x2,x3,…}
‫ﻴﻠﻲ‬ ‫ﻜﻤﺎ‬ ‫ﻭﺘﻌﺭﻑ‬:
⎩
⎨
⎧
∉
∈=
=
X(S)x0;
X(S)xx);P(X
(x)fX
‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺨﻭﺍﺹ‬:
‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺸﺭﻭﻁ‬ ‫ﺘﺤﻘﻕ‬ ‫ﺃﻥ‬ ‫ﻻﺒﺩ‬: ‫ﺇﻥ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬fX(x) = P(X = x)
• 0 ≤ fX(x) ≤ 1
• ∑
∀
=
x
X 1(x)f
• R⊆∀===∈ ∑∑
∈∈
A;x)P(X(x)fA)P(X
AxAx
X
‫ﻤﺜﺎل‬)٧-٤:(
‫ﻓ‬‫ﻤﺜﺎل‬ ‫ﻲ‬)٧-٣.( ‫ﺍﻟﻌﺸﻭﺍﺌ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬‫ﻲ‬ ‫ﺃﻭﺠﺩ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬X fX(x) = P(X = x)
‫ﺍﻟﺤل‬:
: ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬X
fX(x) = P(X = x)x
4/9= fx(0)=P(X=0)0
4/9= fx(1)=P(X=1)1
1/9= fx(2)=P(X=2)2
1.00‫ﺍﻟﻤﺠﻤﻭﻉ‬
‫ﻴﻠﻲ‬ ‫ﻤﺎ‬ ‫ﺘﺤﻘﻕ‬: ‫ﺃﻥ‬ ‫ﻨﻼﺤﻅ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻫﺫﺍ‬ ‫ﻤﻥ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬fX(x) = P(X = x)
• 0 ≤ fX(x) ≤ 1 ; x =0, 1, 2
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٠٠-
• ∑ ∑
∀ =
==
x
2
0x
XX 1(x)f(x)f
)٧-٣-٢(‫ﺍﻟﺘﻭﻗﻊ‬)‫ﺍﻟ‬‫ﻤﺘﻭﺴﻁ‬(‫ﻟ‬‫ﺍﻟﻤﺘﻘﻁﻊ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬of A)Mean(Expected Value
Discrete Random Variable:
‫ﺃﻭ‬ ‫ﻤﺘﻐﻴﺭ‬‫ﺍ‬‫ﻋﺸﻭﺍﺌﻴ‬‫ﺎ‬‫ﻫـﻲ‬ ‫ﻟـﻪ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻤﺘﻘﻁﻌﺎ‬ ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬X(S)={x1,x2,…,xn} X
‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﻜﺘﻠﺘﻪ‬ ‫ﻭﺩﺍﻟﺔ‬‫ﻫﻲ‬fX(x) X(S)={x1,x2,x3,…}‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﻓﺈﻥ‬)‫ﺃﻭ‬ ‫ﺍﻟﻤﺘﻭﻗﻌـﺔ‬ ‫ﺍﻟﻘﻴﻤـﺔ‬ ‫ﺃﻭ‬
‫ﺍﻟﻤﺘﻭﺴﻁ‬(‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺒﺎﻟﺼﻴﻐﺔ‬ ‫ﻭﻴﻌﺭﻑ‬: ‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﺃﻭ‬ ‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﻟﻪ‬ ‫ﻴﺭﻤﺯ‬E(X) XμX
μX = E(X) = ∑∑
∈∈
==
X(S)xX(S)x
X x)P(Xx(x)fx
= x1 fX(x1) + x2 fX(x2) + …
‫ﻤﻼﺤﻅﺔ‬:
‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻴﺄﺨﺫ‬ ‫ﻭﺍﻟﺫﻱ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻤﺘﻭﺴﻁ‬ ‫ﺃﻭ‬ ‫ﺍﻟﻤﺘﻭﻗﻌﺔ‬ ‫ﺍﻟﻘﻴﻤﺔ‬ ‫ﺇﻥ‬x1,x2,…,xn X‫ﻫﻭ‬ ‫ﻤﺎ‬
‫ﻟﻠﻘﻴﻡ‬ ‫ﺍﻟﻤﺭﺠﺢ‬ ‫ﺍﻟﻭﺴﻁ‬ ‫ﺇﻻ‬x1,x2,…,xn‫ﺃﻥ‬ ‫ﺒﺎﻋﺘﺒﺎﺭ‬ ‫ﺃﻱ‬ ،‫ﺍﻟﻘﻴﻡ‬ ‫ﺘﻠﻙ‬ ‫ﺍﺤﺘﻤﺎﻻﺕ‬ ‫ﻫﻲ‬ ‫ﺍﻷﻭﺯﺍﻥ‬ ‫ﺃﻥ‬ ‫ﺒﺎﻋﺘﺒﺎﺭ‬
‫ﺍﻟﻘﻴﻤﺔ‬ ‫ﻭﺯﻥ‬‫ﺍﻟﻭﺍﺤـﺩ‬ ‫ﻴﺴﺎﻭﻱ‬ ‫ﺍﻷﻭﺯﺍﻥ‬ ‫ﻤﺠﻤﻭﻉ‬ ‫ﺃﻥ‬ ‫ﻤﻼﺤﻅﺔ‬ ‫ﻤﻊ‬‫ﺃﻥ‬ ‫ﺃﻱ‬ ، ‫ﻫﻭ‬‫ﺍﺤﺘﻤﺎﻟﻬﺎ‬wi=fX(xi) xi
1)(xfw
n
1i
iX
n
1i
i ∑∑
=
. ==
=
‫ﻤﺜﺎل‬)٧-٥:(
‫ﺍﻟﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﻤﻌﻁﺎﺓ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﻜﺘﻠﺘﻪ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺍﻟﺫﻱ‬‫ﺍﻟﺘﺎﻟﻲ‬: ‫ﺃﻭﺠﺩ‬‫ﺘﻭﻗﻊ‬)‫ﺃﻭ‬‫ﻤﺘﻭﺴﻁ‬(‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X
fX(x) = P(X = x)x
4/90
4/91
1/92
‫ﺍﻟﺤل‬:
‫ﻫﻲ‬: ‫ﺍﻟﻤﺘﻭﻗﻌﺔ‬ ‫ﺍﻟﻘﻴﻤﺔ‬)‫ﺃﻭ‬‫ﻤﺘﻭﺴﻁ‬(‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X
μX = E(X) = = x∑
=
2
0x
X (x)fx 1 fX(x1) + x2 fX(x2) + x3 fX(x3)
= 0 × 4/9 + 1 × 4/9 + 2 × 1/9
= 0 + 4/9 +2/9
= 6/9
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٠١-
‫ﻭﻴﻤﻜﻥ‬‫ﺘ‬‫ﻠﺨ‬‫ﻴ‬‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﺍﻟﺤل‬ ‫ﺹ‬:
x fX(x)fX(x)x
0 ×4/9 = 0
1×4/9 = 4/9
2×1/9 = 2/9
4/9
4/9
1/9
0
1
2
6/9(x)fx
E(X)μ
X
X
==
=
∑
∑ (x)fX
= 1.0
‫ﺍﻟﻤﺠﻤﻭﻉ‬
‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﺨﻭﺍﺹ‬ ‫ﺒﻌﺽ‬:
‫ﺜﻭﺍﺒﺕ‬.‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺨﻭﺍﺹ‬ ‫ﻴﺤﻘﻕ‬ ‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﺇﻥ‬: ‫ﻭ‬ ‫ﻤﺘﻐﻴﺭ‬‫ﺍ‬‫ﻋﺸﻭﺍﺌﻴ‬‫ﻭﻟﺘﻜﻥ‬ ‫ﺎ‬ ‫ﻟﻴﻜﻥ‬b a X
• E(a) =a
• E(X±b) = E(X) ±b
• E(aX) =a E(X)
• E(aX±b) = aE(X) ±b
‫ﻨﺘﻴﺠﺔ‬:
‫ﺍﻟﻌـﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻓﻲ‬ ‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﻤ‬‫ﺘﻐﻴﺭ‬‫ﺍ‬‫ﻋﺸﻭﺍﺌﻴ‬‫ﻭﻟﺘﻜﻥ‬ ‫ﺎ‬‫ﻌ‬‫ﻤﺘﻘﻁ‬ ‫ﺎ‬ ‫ﻟﻴﻜﻥ‬X g(X) X.‫ﺘﻭﻗـﻊ‬ ‫ﺇﻥ‬
‫ﺍﻟﺩﺍﻟﺔ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺒﺎﻟﺼﻴﻐﺔ‬ ‫ﺤﺴﺎﺒﻪ‬ ‫ﻴﻤﻜﻥ‬: g(X)
μg(X) = E[(g(X)] = = g(x∑
∈X(S)x
X (x)fg(x) 1) fX(x1) + g(x2) fX(x2) + …
‫ﻓﺈﻥ‬: ‫ﺘﻜﻭﻥ‬ ‫ﻋﻨﺩﻤﺎ‬ ‫ﺨﺎﺼﺔ‬ ‫ﻭﻜﺤﺎﻟﺔ‬g(X)=X2
E(X2
) = = f∑
∈X(S)x
X
2
(x)fx 2
1x X(x1) + f2
2x X(x2) + …
‫ﻤﺜﺎل‬)٧-٦:(
‫ﺃﻭﺠﺩ‬‫ﺘﻭﻗﻊ‬)‫ﺃﻭ‬‫ﻤﺘﻭﺴﻁ‬(‫ﺍﻟﻤﺘﻐﻴﺭ‬‫ﺍﺕ‬‫ﺍﻟﻌﺸﻭﺍﺌﻴ‬‫ﻤﺜﺎل‬ ‫ﻓﻲ‬ ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺔ‬)٧-٥:(
)‫ﺃ‬(g(X) = 9X+2
)‫ﺏ‬(g(X) = X2
‫ﺍﻟﺤل‬:
‫ﻭ‬‫ﻓﺈﻥ‬ ‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﺨﻭﺍﺹ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬: )‫ﺃ‬(‫ﺃﻥ‬ ‫ﻭﺠﺩﻨﺎ‬E(X)=6/9
E[g(X)] = E(9X+2) = 9 E(X) +2 = 9 × 6/9 + 2 = 8
)‫ﺏ‬(‫ﻓﺈﻥ‬ ‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﻨﺘﻴﺠﺔ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬:
E[g(X)] = E(X2
) = ∑ (x)fx X
2
= f2
1x X(x1) + f2
2x X(x2) + …
= 02
× 4/9 + 12
× 4/9 + 22
× 1/9
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٠٢-
= 0 × 4/9 + 1 × 4/9 + 4 × 1/9
= 0 + 4/9 +4/9
= 8/9
‫ﺘ‬ ‫ﻭﻴﻤﻜﻥ‬‫ﻠﺨ‬‫ﻴ‬‫ﺤل‬ ‫ﺹ‬‫ﺍﻟﻔﻘﺭﺓ‬ ‫ﻫﺫﻩ‬‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻓﻲ‬:
x2
fX(x)x2
fX(x)x
0 ×4/9 = 0
1×4/9 = 4/9
4×1/9 = 4/9
0
1
4
4/9
4/9
1/9
0
1
2
8/9
(x)fx)E(X X
22
=
= ∑‫ﺍﻟﻤﺠﻤﻭﻉ‬
: )٧-٣-٣(‫ﻟ‬ ‫ﺍﻟﺘﺒﺎﻴﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬om Variableof A RandVariance
‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﻟﻪ‬ ‫ﻴﺭﻤﺯ‬ .‫ﻓ‬‫ﺘﺒﺎﻴﻥ‬ ‫ﺈﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻤﺘﻐﻴﺭ‬‫ﺍ‬‫ﻋﺸﻭﺍﺌﻴ‬‫ﺎ‬‫ﺘﻭﻗﻌﻪ‬)‫ﻤﺘﻭﺴﻁﻪ‬( ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬X XμX
‫ﺃﻭ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺒﺎﻟﺼﻴﻐﺔ‬ ‫ﻭﻴﻌﺭﻑ‬: ‫ﺃﻭ‬2
Xσ Var(X) V(X)
= Var(X) = E [ (X − μX )2
]2
Xσ
‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺒﺎﻟﺼﻴﻐﺔ‬ ‫ﻭﻴﻌﺭﻑ‬: ‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﻟ‬ ‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﻟﻼﻨﺤﺭﺍﻑ‬ ‫ﻭﻴﺭﻤﺯ‬‫ﻠﻤﺘﻐﻴﺭ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬XσX
2
XσσX =
‫ﻨﺘﻴﺠﺔ‬:
‫ﻭﺘﻭﻗﻌﻪ‬)‫ﻤﺘﻭﺴﻁﻪ‬( ‫ﻤﺘﻐﻴﺭ‬‫ﺍ‬‫ﻋﺸﻭﺍﺌﻴ‬‫ﺎ‬‫ﻫﻲ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﻜﺘﻠﺘﻪ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺎ‬‫ﻌ‬‫ﻤﺘﻘﻁ‬ ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬fX(x) XμX‫ﻓـﺈﻥ‬
‫ﺘﺒﺎﻴﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺒﺎﻟﺼﻴﻐﺔ‬ ‫ﻴﺤﺴﺏ‬ ‫ﺃﻥ‬ ‫ﻴﻤﻜﻥ‬: X
= Var(X) = =2
Xσ ∑
∈X(S)x
X
2
X (x)f)μ(x - ∑
∈
=
X(S)x
2
X x)P(X)μ(x -
. ‫ﺍﻟﻨﺘﻴﺠﺔ‬ ‫ﻫﺫﻩ‬‫ﻫﻲ‬‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﻟﺨﻭﺍﺹ‬ ‫ﻤﺒﺎﺸﺭﺓ‬ ‫ﻨﺘﻴﺠﺔ‬‫ﺒﺠﻌل‬ ‫ﻭﺫﻟﻙ‬g(X)= (X−μX)2
‫ﻨﺘﻴﺠﺔ‬:)‫ﻟﻠﺘﺒﺎﻴﻥ‬ ‫ﺤﺴﺎﺒﻴﺔ‬ ‫ﺼﻴﻐﺔ‬(
‫ﺇﺜﺒﺎﺕ‬ ‫ﻴﻤﻜﻥ‬ ‫ﻓﺈﻨﻪ‬ ‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﺨﻭﺍﺹ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺼﻴﻐﺔ‬:
= Var(X) = E(X2
) − [E(X)] 22
Xσ
= E(X2
) − 2
Xμ
‫ﺃﻥ‬ ‫ﺤﻴﺙ‬:∑ (x)fx X
2
E(X2
) =.
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٠٣-
‫ﻤﺜﺎل‬)٧-٧:(
‫ﺃﺤﺴﺏ‬‫ﻭ‬ ‫ﺍﻟﻤﺘﻭﺴﻁ‬‫ﻟ‬ ‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﻭﺍﻻﻨﺤﺭﺍﻑ‬ ‫ﺍﻟﺘﺒﺎﻴﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬X‫ﺍﻟﺫﻱ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴـﺔ‬ ‫ﻜﺘﻠﺘﻪ‬ ‫ﺩﺍﻟﺔ‬
‫ﺃﺩﻨﺎﻩ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﻤﻌﻁﺎﺓ‬:
fX(x)x
0.6
0.3
0.1
0
1
2
‫ﺍﻟﺤل‬:
‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﺍﻟﺤل‬ ‫ﻨﻠﺨﺹ‬:
x2
fX(x)x2
(x)f)μ(x X
2
X−2
X )μ(x −x fX(x)fX(x)x
0.0
0.3
0.4
0
1
4
0.150
0.075
0.225
0.25
0.25
2.25
0.0
0.3
0.2
0.6
0.3
0.1
0
1
2
7.0
(x)fx
)E(X
X
2
2
=
= ∑
0.450
(x)fμ)(x
σ
X
2
2
X
=
−= ∑
5.0
(x)fx
μ
X
X
=
= ∑
1.0‫ﺍﻟﻤﺠﻤﻭﻉ‬
)١(‫ﺍﻟﻤﺘﻭﺴﻁ‬ ‫ﺤﺴﺎﺏ‬:
5.0(x)fxμ XX ==∑
)٢(‫ﺍﻟﺘﺒﺎﻴﻥ‬ ‫ﺤﺴﺎﺏ‬:
)‫ﺃ‬(‫ﺍﻟﺘﻌﺭﻴﻑ‬ ‫ﺒﺼﻴﻐﺔ‬ ‫ﺍﻟﺘﺒﺎﻴﻥ‬ ‫ﺤﺴﺎﺏ‬:
.4500(x)fμ)(xσ X
22
X =−= ∑
)‫ﺏ‬(‫ﺍﻟﺤﺴﺎﺒﻴﺔ‬ ‫ﺒﺎﻟﺼﻴﻐﺔ‬ ‫ﺍﻟﺘﺒﺎﻴﻥ‬ ‫ﺤﺴﺎﺏ‬:
= E(X2
) − = 0.7 − (0.5)22
Xσ 2
Xμ
= 0.7 − 0.25
= 0.45
)٣(‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻻﻨﺤﺭﺍﻑ‬ ‫ﺤﺴﺎﺏ‬:
σX = =2
Xσ 0.45 = 0.6708
‫ﺍﻟﺘ‬ ‫ﺨﻭﺍﺹ‬ ‫ﺒﻌﺽ‬‫ﺒﺎﻴﻥ‬:
‫ﺜﻭﺍﺒﺕ‬.‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺨﻭﺍﺹ‬ ‫ﻴﺤﻘﻕ‬ ‫ﺍﻟﺘﺒﺎﻴﻥ‬ ‫ﺇﻥ‬: ‫ﻭ‬ ‫ﻤﺘﻐﻴﺭ‬‫ﺍ‬‫ﻋﺸﻭﺍﺌﻴ‬‫ﻭﻟﺘﻜﻥ‬ ‫ﺎ‬ ‫ﻟﻴﻜﻥ‬b a X
• Var(a) =0
• Var (X±b) = Var (X)
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٠٤-
• Var (aX) =a2
Var (X)
• Var (aX±b) = a2
Var (X)
‫ﻤﺜﺎل‬)٧-٨:(
‫ﺘﺒﺎﻴﻥ‬ ‫ﺃﺤﺴﺏ‬‫ﺍﻟﻤﺘﻐﻴﺭ‬‫ﺍﺕ‬‫ﺍﻟﻌﺸﻭﺍﺌﻴ‬‫ﻤﺜﺎل‬ ‫ﻓﻲ‬ ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺔ‬)٧-٧:(
‫ﺃ‬-g(X) = 10X
‫ﺏ‬-g(X) = 10X+2
‫ﺍﻟﺤل‬:
‫ﻭ‬‫ﺍﻟﺘﺒﺎﻴﻥ‬ ‫ﺨﻭﺍﺹ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬‫ﻓﺈﻥ‬: ‫ﺃﻥ‬ ‫ﻭﺠﺩﻨﺎ‬Var(X)=0.45
)‫ﺃ‬(
Var[g(X)] = Var (10X) = 102
Var(X) = 100 × 0.45 = 45
)‫ﺏ‬(
Var[g(X)] = Var (10X+2) = 102
Var(X) = 100 × 0.45 = 45
)٧-٤(‫ﺍﻟﻤﺘﻘﻁﻌﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﺘﻭﺯﻴﻌﺎﺕ‬ ‫ﺒﻌﺽ‬Some Discrete Prabability
Distributions:
‫ﺍﻟﻤﺘﻘﻁﻌﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﺘﻭﺯﻴﻌﺎﺕ‬‫ﺍﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺘﻭﺯﻴﻌﺎﺕ‬ ‫ﻫﻲ‬)‫ﺍﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﻜﺘل‬ ‫ﺩﻭﺍل‬ ‫ﺃﻭ‬(‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﻟﻤﺘﻐﻴﺭﺍﺕ‬
‫ﻤﺘﻘﻁ‬‫ﻌﺔ‬.‫ﺇﻟﻰ‬ ‫ﺴﻨﺘﻁﺭﻕ‬ ‫ﺍﻟﻔﻘﺭﺓ‬ ‫ﻫﺫﻩ‬ ‫ﻭﻓﻲ‬‫ﻤﻥ‬ ‫ﺍﺜﻨﻴﻥ‬‫ﺍﻟﻤﺘﻘﻁﻌﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﺘﻭﺯﻴﻌﺎﺕ‬‫ﺍﻟﻤﻬﻤﺔ‬‫ﺘﻭﺯﻴﻊ‬ ‫ﻫﻤﺎ‬
‫ﻭ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬‫ﺍﻟﺘ‬ ‫ﺃﻭ‬ ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﺍﺕ‬ ‫ﺘﻭﺯﻴﻊ‬‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﻱ‬ ‫ﻭﺯﻴﻊ‬.‫ﻫﺫﻴﻥ‬ ‫ﺍﺴﺘﻌﺭﺍﺽ‬ ‫ﻭﻗﺒل‬‫ﺍﻟﺘﻭﺯﻴﻌ‬‫ﻓﺈﻥ‬ ‫ﻴﻥ‬‫ﻤـﻥ‬
‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﺒﻤﺤﺎﻭﻟﺔ‬ ‫ﻴﺴﻤﻰ‬ ‫ﻤﺎ‬ ‫ﻤﻌﺭﻓﺔ‬ ‫ﻟﻨﺎ‬ ‫ﺍﻟﻤﻔﻴﺩ‬.
)٧-٤-١(‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﻤﺤﺎﻭﻟﺔ‬s Trial'Bernoulli
‫ﻤ‬‫ﻨﺘﻴﺠﺘﻴﻥ‬ ‫ﻟﻬﺎ‬ ‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﺘﺠﺭﺒﺔ‬ ‫ﻫﻲ‬ ‫ﺒﻴﺭﻭﻨﻠﻠﻲ‬ ‫ﺤﺎﻭﻟﺔ‬‫ﺍﺜﻨﺘﻴﻥ‬‫ﻓﻘﻁ‬.‫ﺍﻟﻨﺘﻴﺠ‬ ‫ﻨﺴﻤﻲ‬‫ﺔ‬‫ﺎ‬‫ﺤ‬‫ﺍﺼـﻁﻼ‬ ‫ﺍﻷﻭﻟـﻰ‬
‫ﺒﺎﻟﻨﺠﺎﺡ‬‫ﺒﺎﻟﻔﺸل‬ ‫ﻨﺴﻤﻴﻬﺎ‬ ‫ﺍﻟﺜﺎﻨﻴﺔ‬ ‫ﻭﺍﻟﻨﺘﻴﺠﺔ‬ ‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﻟﻬﺎ‬ ‫ﻭﻨﺭﻤﺯ‬(Failure) (s) (Success)‫ﻟﻬﺎ‬ ‫ﻭﻨﺭﻤﺯ‬
‫ﺒﺎﻟﺭﻤﺯ‬.‫ﻓﺈﻥ‬ ‫ﻟﺫﻟﻙ‬‫ﻫﻭ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﻟﻤﺤﺎﻭﻟﺔ‬ ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﺭﺍﻍ‬S={s,f} (f).‫ﻭ‬‫ﺍﻟﻨﺠـﺎ‬ ‫ﻻﺤﺘﻤـﺎل‬ ‫ﻨﺭﻤـﺯ‬‫ﺡ‬
‫ﺒﺎﻟﺭﻤﺯ‬‫ﻭ‬‫ﺃﻥ‬ ‫ﻤﻼﺤﻅﺔ‬ ‫ﻴﻨﺒﻐﻲ‬: ‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﺍﻟﻔﺸل‬ ‫ﻭﻻﺤﺘﻤﺎل‬q=1−p q=P(f) p=P(s).‫ﺃﻤﺜﻠـﺔ‬ ‫ﻭﻤـﻥ‬
‫ﻴﻠﻲ‬ ‫ﻤﺎ‬ ‫ﻨﺫﻜﺭ‬ ‫ﺒﻴﺭﻭﻨﻠﻠﻲ‬ ‫ﻤﺤﺎﻭﻻﺕ‬:
‫ﻨﻘﻭﺩ‬ ‫ﻗﻁﻌﺔ‬ ‫ﻗﺫﻑ‬ ‫ﺘﺠﺭﺒﺔ‬)‫ﻜﺘﺎﺒﺔ‬ ‫ﺃﻭ‬ ‫ﺼﻭﺭﺓ‬( ١.
٢.‫ﺍﻟﻤﻭﻟﻭﺩ‬ ‫ﺠﻨﺱ‬ ‫ﺘﺴﺠﻴل‬ ‫ﺘﺠﺭﺒﺔ‬)‫ﺃﻨﺜﻰ‬ ‫ﺃﻭ‬ ‫ﺫﻜﺭ‬(
‫ﺍﻻﺨﺘﺒﺎﺭ‬ ‫ﻓﻲ‬ ‫ﻁﺎﻟﺏ‬ ‫ﻨﺘﻴﺠﺔ‬ ‫ﺭﺼﺩ‬ ‫ﺘﺠﺭﺒﺔ‬)‫ﺭﺍﺴﺏ‬ ‫ﺃﻭ‬ ‫ﻨﺎﺠﺢ‬( ٣.
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٠٥-
‫ﺘﺤﻠﻴل‬ ‫ﻨﺘﻴﺠﺔ‬ ‫ﺭﺼﺩ‬ ‫ﺘﺠﺭﺒﺔ‬‫ﺇﺼﺎﺒﺔ‬‫ﻤﻌﻴﻥ‬ ‫ﺒﻤﺭﺽ‬)‫ﻤﺼﺎﺏ‬ ‫ﻏﻴﺭ‬ ‫ﺃﻭ‬ ‫ﻤﺼﺎﺏ‬( ٤.
‫ﺇﻨﺘﺎﺝ‬ ‫ﻤﻥ‬ ‫ﻗﻁﻌﺔ‬ ‫ﻓﺤﺹ‬ ‫ﺘﺠﺭﺒﺔ‬‫ﺍﻟﻤﺼﺎﻨﻊ‬ ‫ﺃﺤﺩ‬)‫ﺘﺎﻟﻔﺔ‬ ‫ﺃﻭ‬ ‫ﺴﻠﻴﻤﺔ‬( ٥.
)٧-٤-٢(‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﺘﻭﺯﻴﻊ‬s Distribution'Bernoulli
‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻭﻟﻨﻌﺭﻑ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﻤﺤﺎﻭﻟﺔ‬ ‫ﻟﺩﻴﻨﺎ‬ ‫ﺃﻥ‬ ‫ﻟﻨﻔﺭﺽ‬X‫ﻋﻨـﺩ‬ ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺩﺩ‬ ‫ﺃﻨﻪ‬ ‫ﻋﻠﻰ‬
‫ﺃﻥ‬ ‫ﺃﻱ‬ ،‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﻤﺤﺎﻭﻟﺔ‬ ‫ﺇﺠﺭﺍﺀ‬:
X(s) = 1, X(f) = 0
‫ﻫﻲ‬ ‫ﻭﺍﺤﺘﻤﺎﻻﺘﻪ‬: ‫ﻫﻲ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻟﻬﺫﺍ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﺇﻥ‬X(S)={0,1}
P(X=1) = P(s) = p
P(X=0) = P(f) = 1− p
‫ﻫﻲ‬: ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺃﻥ‬ ‫ﺃﻱ‬X
⎩
⎨
⎧
≠
=
===
10,x0;
10,x;p)(1p
x)P(X(x)f
x1x
X
-
-
.‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻭﻴﺴﻤﻰ‬ ‫ﻴﺴﻤﻰ‬‫ﺒﺘﻭﺯﻴﻊ‬‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬‫ﺒﺎ‬‫ﻟﻤﻌﻠﻤﺔ‬ ‫ﺇﻥ‬‫ﺘﻭﺯﻴﻊ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X p X
‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﺒﻤﺘﻐﻴﺭ‬.‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﺍﺤﺘﻤﺎل‬ ‫ﻫﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻫﺫﺍ‬ ‫ﻭﻤﻌﻠﻤﺔ‬.p
)٧-٤-٣(‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﻱ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬DistributionBinomial
‫ﺸـﺎﺌﻌﺔ‬ ‫ﺍﻟﻤﻬﻤـﺔ‬ ‫ﺍﻟﻤﺘﻘﻁﻌﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﺘﻭﺯﻴﻌﺎﺕ‬ ‫ﻤﻥ‬ ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﺍ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﺃﻭ‬ ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﺍﺕ‬ ‫ﺘﻭﺯﻴﻊ‬ ‫ﺇﻥ‬
‫ﺍﻟﺘﻁﺒﻴﻘﺎ‬ ‫ﻤﻥ‬ ‫ﻜﺜﻴﺭ‬ ‫ﻓﻲ‬ ‫ﺍﻻﺴﺘﺨﺩﺍﻡ‬‫ﺕ‬.‫ﻤﺤﺎﻭﻟـﺔ‬ ‫ﺘﻜـﺭﺍﺭ‬ ‫ﻤـﻥ‬ ‫ﺘﺘﻜـﻭﻥ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﺍﻟﺘﺠﺭﺒﺔ‬ ‫ﺃﻥ‬ ‫ﻟﻨﻔﺭﺽ‬
‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺸﺭﻭﻁ‬ ‫ﺘﺤﺕ‬ ‫ﺍﻟﻤﺭﺍﺕ‬ ‫ﻤﻥ‬ ‫ﻋﺩﺩ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬:
١.‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬ ‫ﻋﺩﺩ‬=n
٢.‫ﻤﺴﺘﻘﻠﺔ‬ ‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬)‫ﺍﻷﺨﺭﻯ‬ ‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬ ‫ﺒﻨﺘﺎﺌﺞ‬ ‫ﻴﺘﺄﺜﺭ‬ ‫ﻭﻻ‬ ‫ﻴﺅﺜﺭ‬ ‫ﻻ‬ ‫ﻤﺤﺎﻭﻟﺔ‬ ‫ﺃﻱ‬ ‫ﻨﺘﻴﺠﺔ‬(
‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬ ‫ﻟﺠﻤﻴﻊ‬ ‫ﺜﺎﺒﺕ‬ ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﺍﺤﺘﻤﺎل‬ ٣.p=P(s)
‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻭﻟﻨﻌﺭﻑ‬X‫ﻭﻓﻕ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﻤﺤﺎﻭﻟﺔ‬ ‫ﺇﺠﺭﺍﺀ‬ ‫ﺘﻜﺭﺍﺭ‬ ‫ﻋﻨﺩ‬ ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺩﺩ‬ ‫ﺃﻨﻪ‬ ‫ﻋﻠﻰ‬
‫ﺃﻋﻼﻩ‬ ‫ﺍﻟﺸﺭﻭﻁ‬.‫ﻫﻲ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻟﻬﺫﺍ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﺇﻥ‬.X(S)={0,1,…,n}
‫ﻫﻲ‬: ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﻭﺩﺍﻟﺔ‬X
⎪
⎩
⎪
⎨
⎧
≠
=⎟⎟
⎠
⎞
⎜⎜
⎝
⎛
===
n,1,0,x0;
n,1,0,x;p)-(1p
x
n
x)P(X(x)f
x-nx
X
L
L
‫ﻭﻨﻜﺘﺏ‬: ‫ﻭ‬ ‫ﺃﻋﻼﻩ‬‫ﺒ‬ ‫ﻴﺴﻤﻰ‬‫ﺎﻟ‬‫ﺘﻭﺯﻴﻊ‬‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﻱ‬‫ﺒﺎﻟﻤﻌﺎﻟﻡ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺘﻭﺯﻴﻊ‬ ‫ﺇﻥ‬p n X
X ~ Binomial(n, p)
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٠٦-
‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﻱ‬ ‫ﺒﻤﺘﻐﻴﺭ‬.‫ﺍﻟﻤﺤـﺎﻭﻻﺕ‬ ‫ﻋـﺩﺩ‬ ‫ﻫﻤـﺎ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻫﺫﺍ‬ ‫ﻤﻌﻠﻤﺘﺎ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻭﻴﺴﻤﻰ‬n X
‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻭﺍﺤﺘﻤﺎل‬.‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﺍﺕ‬ ‫ﻟﺘﻭﺯﻴﻊ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺘﻤﺜﻴل‬ ‫ﻭﻴﻤﻜﻥ‬: p
fX(x) = P(X = x)x
n
p)(1−=
0-n0
p)(1p
0
n
-⎟⎟
⎠
⎞
⎜⎜
⎝
⎛
0
1n
p)(1pn −
−=
1-n1
p)(1p
1
n
-⎟⎟
⎠
⎞
⎜⎜
⎝
⎛
1
2-n2
p)(1p
2
n
-⎟⎟
⎠
⎞
⎜⎜
⎝
⎛
2
MM
n
p=
n-nn
p)(1p
n
n
-⎟⎟
⎠
⎞
⎜⎜
⎝
⎛
n
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٠٧-
‫ﻤﻼﺤﻅ‬‫ﺎﺕ‬:
١.. ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﻱ‬ ‫ﻟﺘﻭﺯﻴﻊ‬ ‫ﺨﺎﺼﺔ‬ ‫ﺤﺎﻟﺔ‬ ‫ﻫﻭ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﺘﻭﺯﻴﻊ‬ ‫ﺇﻥ‬‫ﻋﻨﺩﻤﺎ‬n=1
٢.‫ﻭﻟﻴﻜﻥ‬ ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺩﺩ‬ ‫ﻫﻭ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻟﻴﻜﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬Y X‫ﻋـﺩﺩ‬ ‫ﻫـﻭ‬
‫ﺍﻟﻔﺸل‬ ‫ﻤﺭﺍﺕ‬‫ﺃﻥ‬ ‫ﺃﻱ‬ ،‫ﻓـﺈﻥ‬ ، ‫ﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬ .‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬Binomial(n,p) X Y=n−X
. ‫ﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬Binomial(n,1−p) Y
‫ﻭ‬ ‫ﺍﻟﺘﻭﻗﻊ‬‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﻱ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬ ‫ﺍﻟﺘﺒﺎﻴﻥ‬:
‫ﻨﺘﻴﺠﺔ‬:
‫ﻭ‬ ‫ﻋﺸﻭﺍﺌﻴﺎ‬ ‫ﻤﺘﻐﻴﺭﺍ‬‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬‫ﺒﺎﻟﻤﻌﻠﻤﺘﻴﻥ‬ ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﻱ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬p n X‫ﺍﻟﻤﺘﻭﺴـﻁ‬ ‫ﻓـﺈﻥ‬ ،
‫ﻟﻠ‬ ‫ﻭﺍﻟﺘﺒﺎﻴﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻤﺘﻐﻴﺭ‬‫ﻴﻠﻲ‬ ‫ﻜﻤﺎ‬ ‫ﺍﻟﺘﻭﺍﻟﻲ‬ ‫ﻋﻠﻰ‬ ‫ﻫﻤﺎ‬: X
μX = E(X) = np
2
Xσ = Var(X) = np(1−p)
‫ﻤﺜﺎل‬)٧-٩:(
‫ﻭ‬ ‫ﺃﻥ‬ ‫ﻟﻨﻔﺭﺽ‬‫ﺃﻥ‬ ‫ﺒﺤﻴﺙ‬ ‫ﻤﺘﺯﻨﺔ‬ ‫ﻏﻴﺭ‬ ‫ﻋﻤﻠﺔ‬ ‫ﻟﺩﻴﻨﺎ‬P(T)=0.6 P(H)=0.4.‫ﺭﻤﻴﺕ‬‫ﺜﻼﺙ‬ ‫ﺍﻟﻌﻤﻠﺔ‬ ‫ﻫﺫﻩ‬
‫ﻤﺴﺘﻘل‬ ‫ﺒﺸﻜل‬ ‫ﻤﺭﺍﺕ‬.‫ﻟﻴﻜﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X‫ﺍﻟﺼﻭﺭ‬ ‫ﻅﻬﻭﺭ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺩﺩ‬ ‫ﻴﻤﺜل‬‫ﺓ‬‫ﻓـﻲ‬‫ﺍﻟﺭﻤﻴـﺎﺕ‬
‫ﺍﻟﺜﻼﺙ‬.
‫ﺃ‬-. ‫ﻟ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺃﻭﺠﺩ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬X
‫ﺏ‬-. ‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﺃﻭﺠﺩ‬)‫ﺍﻟﻤﺘﻭﺴﻁ‬(‫ﻟ‬ ‫ﻭﺍﻟﺘﺒﺎﻴﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬X
‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺃﻭﺠﺩ‬: ‫ﺝ‬-
‫ﺼﻭﺭﺘﻴﻥ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ ١.
‫ﺍﻷﻗل‬ ‫ﻋﻠﻰ‬ ‫ﺼﻭﺭﺘﻴﻥ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ ٢.
٣.‫ﺍﻷﻜﺜﺭ‬ ‫ﻋﻠﻰ‬ ‫ﻭﺍﺤﺩﺓ‬ ‫ﺼﻭﺭﺓ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬
‫ﻜﺘﺎﺒﺎﺕ‬ ‫ﺜﻼﺙ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ ٤.
‫ﺍﻟﺤل‬:
‫ﺍﻟﻌﻤﻠﺔ‬ ‫ﺭﻤﻲ‬ ‫ﻫﻲ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﻤﺤﺎﻭﻟﺔ‬:
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٠٨-
0.4 = ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﺍﺤﺘﻤﺎل‬= •‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻨﺘﻴﺠﺔ‬=‫ﺍﻟﺼﻭﺭﺓ‬ ‫ﻅﻬﻭﺭ‬(H)p = P(H) ⇐
0.6 = ‫ﺍﻟﻔﺸل‬ ‫ﺍﺤﺘﻤﺎل‬= •‫ﺍﻟﻔﺸل‬ ‫ﻨﺘﻴﺠﺔ‬=‫ﺍﻟﻜﺘﺎﺒﺔ‬ ‫ﻅﻬﻭﺭ‬(T)1−p = P(T) ⇐
‫ﺍﻟﺘﺠﺭﺒﺔ‬‫ﻫﻲ‬‫ﺭﻤﻲ‬‫ﻤﺴﺘﻘل‬ ‫ﺒﺸﻜل‬ ‫ﻤﺭﺍﺕ‬ ‫ﺜﻼﺙ‬ ‫ﺍﻟﻌﻤﻠﺔ‬:
‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬ ‫ﻋﺩﺩ‬n=3)‫ﺍﻟ‬ ‫ﻋﺩﺩ‬‫ﺭﻤﻴﺎﺕ‬( •
‫ﻤﺴﺘﻘﻠﺔ‬ ‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬)‫ﺍﻟﺭﻤﻴﺎﺕ‬ ‫ﻷﻥ‬‫ﻤﺴﺘﻘﻠﺔ‬( •
‫ﺜﺎﺒﺕ‬)‫ﺍﻟﻌﻤﻠﺔ‬ ‫ﻨﻔﺱ‬ ‫ﻨﺴﺘﺨﺩﻡ‬ ‫ﻷﻨﻨﺎ‬( ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﺍﺤﺘﻤﺎل‬p=0.4 •
‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻟﻨﻌﺭﻑ‬:
=‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺩﺩ‬‫ﺍﻟﺜﻼﺙ‬ ‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬ ‫ﻓﻲ‬ X
=‫ﺍﻟﺜﻼﺙ‬ ‫ﺍﻟﺭﻤﻴﺎﺕ‬ ‫ﻓﻲ‬ ‫ﺍﻟﺼﻭﺭﺓ‬ ‫ﻅﻬﻭﺭ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺩﺩ‬
‫ﺃﻥ‬ ‫ﺃﻱ‬ ،: ‫ﻭ‬ ‫ﺒﺎﻟﻤﻌﻠﻤﺘﻴﻥ‬ ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﺍﺕ‬ ‫ﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬ ‫ﺇﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬p=0.4 n=3 X
X ~ Binomial(3, 0.4)
‫ﻫﻲ‬: ‫ﺃ‬-‫ﻟ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬X
⎪
⎩
⎪
⎨
⎧
≠
=⎟⎟
⎠
⎞
⎜⎜
⎝
⎛
===
3,21,0,x0;
3,21,0,x;(0.6))4.0(
x
3
x)P(X(x)f
x-3x
X
‫ﺘﻤﺜﻴل‬ ‫ﻭﻴﻤﻜﻥ‬‫ﺩﺍﻟ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺔ‬‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺒﺎﻟﺠﺩﻭل‬:
fX(x) = P(X = x)x
216.0.6)0()4.0()1(.6)0()4.0(
0
3 300-30
==⎟⎟
⎠
⎞
⎜⎜
⎝
⎛0
432.0.6)0()4.0()3(.6)0()4.0(
1
3 21-31
==⎟⎟
⎠
⎞
⎜⎜
⎝
⎛1
288.0.6)0()4.0()3(.6)0()4.0(
2
3 122-32
==⎟⎟
⎠
⎞
⎜⎜
⎝
⎛2
064.0.6)0()4.0()1(.6)0()4.0(
3
3 033-33
==⎟⎟
⎠
⎞
⎜⎜
⎝
⎛3
‫ﺍﻟﺘﻭﺍﻟﻲ‬ ‫ﻋﻠﻰ‬ ‫ﻫﻤﺎ‬: ‫ﺏ‬-‫ﺍﻟﺘﻭﻗﻊ‬)‫ﺍﻟﻤﺘﻭﺴﻁ‬(‫ﻟ‬ ‫ﻭﺍﻟﺘﺒﺎﻴﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬X
μX = E(X) = np = 3 × 0.4 = 1.2
2
Xσ = Var(X) = np(1−p) = 3 × 0.4 × 0.6 = 0.72
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٠٩-
‫ﺝ‬-‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺇﻴﺠﺎﺩ‬:
‫ﺼﻭﺭﺘﻴﻥ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬P({ }) = P(X=2) = fX(2) = 0.288
‫ﺍﻷﻗل‬ ‫ﻋﻠﻰ‬ ‫ﺼﻭﺭﺘﻴﻥ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ }) = P(X≥2) = P(X=2) + P(X=3)P({
= fX(2) + fX(3)
= 0.288 + 0.064
= 0.352
‫ﺍﻷﻜﺜﺭ‬ ‫ﻋﻠﻰ‬ ‫ﻭﺍﺤﺩﺓ‬ ‫ﺼﻭﺭﺓ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬}) = P(X≤1) = P(X=0) + P(X=1)P({
= fX(0) + fX(1)
= 0.216 + 0.432
= 0.648
‫ﻜﺘﺎﺒﺎﺕ‬ ‫ﺜﻼﺙ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ }) = P(X=0) = fX(0) = 0.216P({
‫ﻤﺜﺎل‬)٧-١٠:(
.‫ﻤﻥ‬ ‫ﻤﻜﻭﻨﺔ‬ ‫ﻋﻴﻨﺔ‬ ‫ﺃﺨﺫﺕ‬ ‫ﺇﺫﺍ‬ ‫ﺇﻥ‬‫ﻫﻲ‬ ‫ﺍﻟﻤﺼﺎﺒﻴﺢ‬ ‫ﻤﺼﺎﻨﻊ‬ ‫ﻷﺤﺩ‬ ‫ﺍﻟﺘﺎﻟﻑ‬ ‫ﺍﻹﻨﺘﺎﺝ‬ ‫ﻨﺴﺒﺔ‬5 10%‫ﻤﺼﺎﺒﻴﺢ‬
‫ﻤﻥ‬ ‫ﻋﺸﻭﺍﺌﻲ‬ ‫ﺒﺸﻜل‬‫ﺇﻨﺘﺎﺝ‬‫ﻤﺎ‬ ‫ﻓﺄﻭﺠﺩ‬ ،‫ﺍﻟﻤﺼﻨﻊ‬ ‫ﻫﺫﺍ‬‫ﻴﻠﻲ‬:
‫ﺃ‬.‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺃﻭﺠﺩ‬:
١.‫ﺘﺎﻟﻑ‬ ‫ﻭﺍﺤﺩ‬ ‫ﻤﺼﺒﺎﺡ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬
٢.‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬‫ﺍﻟ‬ ‫ﺠﻤﻴﻊ‬‫ﺘﺎﻟﻔﺔ‬ ‫ﻤﺼﺎﺒﻴﺢ‬
‫ﻤﺼﺒﺎ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬‫ﺍﻷﻜﺜﺭ‬ ‫ﻋﻠﻰ‬ ‫ﺘﺎﻟﻑ‬ ‫ﻭﺍﺤﺩ‬ ‫ﺡ‬ ٣.
٤.‫ﺍﻷﻗل‬ ‫ﻋﻠﻰ‬ ‫ﺘﺎﻟﻑ‬ ‫ﻭﺍﺤﺩ‬ ‫ﻤﺼﺒﺎﺡ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬
‫ﺏ‬.‫ﺃﻭﺠﺩ‬‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻲ‬ ‫ﺍﻟﺘﺎﻟﻔﺔ‬ ‫ﻟﻠﻤﺼﺎﺒﻴﺢ‬ ‫ﺍﻟﻤﺘﻭﻗﻊ‬ ‫ﺍﻟﻌﺩﺩ‬.
‫ﺍﻟﺤل‬:
‫ﻫﻲ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﻤﺤﺎﻭﻟﺔ‬‫ﺍﻟﻤﺼﺒﺎﺡ‬ ‫ﻓﺤﺹ‬:
0.1 = ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﺍﺤﺘﻤﺎل‬= ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻨﺘﻴﺠﺔ‬=‫ﺘﺎﻟﻑ‬ ‫ﻤﺼﺒﺎﺡ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬p ⇐ •
0.9 = ‫ﺍﺤﺘﻤﺎل‬‫ﺍﻟﻔﺸل‬= ‫ﺍﻟﻔﺸل‬ ‫ﻨﺘﻴﺠﺔ‬=‫ﺴﻠﻴﻡ‬ ‫ﻤﺼﺒﺎﺡ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬1−p ⇐ •
‫ﻤﺼﺎﺒﻴﺢ‬‫ﻤﺴﺘﻘل‬ ‫ﺒﺸﻜل‬: ‫ﺍﻟﺘﺠﺭﺒﺔ‬‫ﻫﻲ‬‫ﻓﺤﺹ‬5
‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬ ‫ﻋﺩﺩ‬n=5)‫ﺍﻟ‬ ‫ﻋﺩﺩ‬‫ﻤﺼﺎﺒﻴﺢ‬( •
‫ﻤﺴﺘﻘﻠﺔ‬ ‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬)‫ﻷﻥ‬‫ﻋﺸﻭﺍﺌﻲ‬ ‫ﺒﺸﻜل‬ ‫ﺃﺨﺫﺕ‬ ‫ﺍﻟﻌﻴﻨﺔ‬( •
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١١٠-
‫ﺜﺎﺒﺕ‬)‫ﻷﻥ‬‫ﺍﻟﻤﺼﻨﻊ‬ ‫ﻨﻔﺱ‬ ‫ﻤﻥ‬ ‫ﺃﺨﺫﺕ‬ ‫ﺍﻟﻤﺼﺎﺒﻴﺢ‬( ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﺍﺤﺘﻤﺎل‬p=0.1 •
‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻟﻨﻌﺭﻑ‬:
=‫ﺍﻟﻤﺤﺎﻭ‬ ‫ﻓﻲ‬ ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺩﺩ‬‫ﻻﺕ‬‫ﺍﻟﺨﻤﺱ‬ X
‫ﻤﺼﺎﺒﻴﺢ‬ =‫ﻓﺤﺹ‬ ‫ﻋﻨﺩ‬ ‫ﺍﻟﺘﺎﻟﻔﺔ‬ ‫ﺍﻟﻤﺼﺎﺒﻴﺢ‬ ‫ﻋﺩﺩ‬5
‫ﺃﻥ‬ ‫ﺃﻱ‬ ،: ‫ﻭ‬ ‫ﺒﺎﻟﻤﻌﻠﻤﺘﻴﻥ‬ ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﺍﺕ‬ ‫ﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬ ‫ﺇﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬p=0.1 n=5 X
X ~ Binomial(5, 0.1)
‫ﻫﻲ‬: ‫ﺇﻥ‬‫ﻟ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬X
⎪
⎩
⎪
⎨
⎧
≠
=⎟⎟
⎠
⎞
⎜⎜
⎝
⎛
===
54,3,,21,0,x0;
54,3,,21,0,x;(0.9))1.0(
x
5
x)P(X(x)f
x-5x
X
‫ﺘﻤﺜﻴل‬ ‫ﻭﻴﻤﻜﻥ‬‫ﺍﻻ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬‫ﺤﺘﻤﺎﻟﻴﺔ‬‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺒﺎﻟﺠﺩﻭل‬:
fX(x) = P(X = x)x
= 0.59049
0-50
.9)0()1.0(
0
5
⎟⎟
⎠
⎞
⎜⎜
⎝
⎛
0
= 0.32805
1-51
.9)0()1.0(
1
5
⎟⎟
⎠
⎞
⎜⎜
⎝
⎛
1
= 0.07290
2-52
.9)0()1.0(
2
5
⎟⎟
⎠
⎞
⎜⎜
⎝
⎛
2
= 0.00810
3-53
.9)0()1.0(
3
5
⎟⎟
⎠
⎞
⎜⎜
⎝
⎛
3
= 0.00045
4-54
.9)0()1.0(
4
5
⎟⎟
⎠
⎞
⎜⎜
⎝
⎛
4
= 0.00001
5-55
.9)0()1.0(
5
5
⎟⎟
⎠
⎞
⎜⎜
⎝
⎛
5
‫ﺃ‬.‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺇﻴﺠﺎﺩ‬:
‫ﺘﺎﻟﻑ‬ ‫ﻭﺍﺤﺩ‬ ‫ﻤﺼﺒﺎﺡ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬P({ }) = P(X=1) = fX(1) = 0.32805
‫ﺘﺎﻟﻔﺔ‬ ‫ﺍﻟﻤﺼﺎﺒﻴﺢ‬ ‫ﺠﻤﻴﻊ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ }) = P(X=5) = fX(5) = 0.00001P({
‫ﺍﻷﻜﺜﺭ‬ ‫ﻋﻠﻰ‬ ‫ﺘﺎﻟﻑ‬ ‫ﻭﺍﺤﺩ‬ ‫ﻤﺼﺒﺎﺡ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ }) = P(X≤1)P({
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١١١-
= P(X=0) + P(X=1)
= fX(0) + fX(1)
= 0.59049+ 0.32805
= 0.91854
‫ﺍﻷﻗل‬ ‫ﻋﻠﻰ‬ ‫ﺘﺎﻟﻑ‬ ‫ﻭﺍﺤﺩ‬ ‫ﻤﺼﺒﺎﺡ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ }) = P(X≥1)P({
= 1 − P(X = 0)
= 1 − fX(0)
= 1 − 0.59049
= 0.409510
‫ﺏ‬.‫ﻫﻭ‬ ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻲ‬ ‫ﺍﻟﺘﺎﻟﻔﺔ‬ ‫ﻟﻠﻤﺼﺎﺒﻴﺢ‬ ‫ﺍﻟﻤﺘﻭﻗﻊ‬ ‫ﺍﻟﻌﺩﺩ‬:
μX = E(X) = np = 5 × 0.1 = 0.5
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١١٢-
: )٧-٥(‫ﺍ‬‫ﺍﻟﻌﺸﻭﺍﺌ‬ ‫ﻟﻤﺘﻐﻴﺭ‬‫ﻲ‬‫ﺍﻟﻤ‬‫ﺴﺘﻤﺭ‬)‫ﺍﻟﻤ‬‫ﺘﺼل‬(Random VariableContinuous
‫ﻟﻘﺩ‬‫ﹰﺎ‬‫ﻘ‬‫ﺴﺎﺒ‬ ‫ﺫﻜﺭﻨﺎ‬‫ﺃﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬‫ﺍﻟﻤﺘﻘﻁﻊ‬X‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﺘﻜﻭﻥ‬ ‫ﻋﺸﻭﺍﺌﻲ‬ ‫ﻤﺘﻐﻴﺭ‬ ‫ﻫﻭ‬
‫ـﺔ‬‫ﻤﺘﻘﻁﻌـ‬ ‫ـﺔ‬‫ﻤﺠﻤﻭﻋـ‬ ‫ـﻪ‬‫ﻟـ‬)‫ـﺩ‬‫ﻟﻠﻌـ‬ ‫ـﺔ‬‫ﻗﺎﺒﻠـ‬ ‫ﺃﻭ‬(‫ـﺸﻜل‬‫ﺍﻟـ‬ ‫ـﻰ‬‫ﻋﻠـ‬ ‫ﺃﻱ‬‫ﺃﻭ‬ X(S)={x1,x2,…,xn}
X(S)={x1,x2,x3,…}.‫ﺍﻟﻤﺴﺘﻤﺭ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺃﻤﺎ‬)‫ﺍﻟﻤﺘﺼل‬(‫ﻴ‬ ‫ﺃﻥ‬ ‫ﻓﻴﻤﻜﻥ‬‫ﻤﺒﺴﻁ‬ ‫ﺒﺸﻜل‬ ‫ﻌﺭﻑ‬
‫ﺃﻨﻪ‬ ‫ﻋﻠﻰ‬‫ﺇﺘﺤﺎﺩ‬ ‫ﺃﻭ‬ ‫ﻓﺘﺭﺓ‬ ‫ﻋﻥ‬ ‫ﻋﺒﺎﺭﺓ‬ ‫ﻟﻪ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻋﺸﻭﺍﺌﻲ‬ ‫ﻤﺘﻐﻴﺭ‬‫ﺍﻟ‬ ‫ﻤﻥ‬ ‫ﻋﺩﺩ‬‫ﻔﺘﺭﺍﺕ‬.‫ﻭ‬‫ﻤﻥ‬
‫ﺃﻤﺜﻠﺔ‬‫ﺒﻭﺍﺴﻁﺔ‬ ‫ﺘﻤﺜﻴﻠﻬﺎ‬ ‫ﻴﻤﻜﻥ‬ ‫ﺍﻟﺘﻲ‬ ‫ﺍﻟﻜﻤﻴﺎﺕ‬‫ﻤﺘﻐﻴﺭﺍﺕ‬‫ﻋﺸﻭﺍﺌﻴﺔ‬‫ﻤﺘﺼﻠﺔ‬:
‫ﻤﻌﻴﻥ‬ ‫ﻜﻴﻤﻴﺎﺌﻲ‬ ‫ﺘﻔﺎﻋل‬ ‫ﺤﺭﺍﺭﺓ‬ ‫ﺩﺭﺠﺔ‬ •
‫ﻜﻴﻤﻴﺎﺌﻲ‬ ‫ﻤﺤﻠﻭل‬ ‫ﻓﻲ‬ ‫ﻤﺎ‬ ‫ﻤﺭﻜﺏ‬ ‫ﺘﺭﻜﻴﺯ‬ ‫ﻨﺴﺒﺔ‬ •
‫ﺍﻟﺯﻤﻨﻴﺔ‬ ‫ﺍﻟﻔﺘﺭﺓ‬‫ﺍﻹﺼﺎﺒ‬ ‫ﺒﻴﻥ‬‫ﻭﺍﻟﻭﻓﺎﺓ‬ ‫ﺍﻹﻴﺩﺯ‬ ‫ﺒﻤﺭﺽ‬ ‫ﺔ‬ •
‫ﺍﻟﺸﺨﺹ‬ ‫ﻁﻭل‬ •
‫ﺍﻟﺯﻤﻥ‬ ‫ﻭﺤﺩﺓ‬ ‫ﺨﻼل‬ ‫ﻤﻌﻴﻥ‬ ‫ﻟﺠﺴﻡ‬ ‫ﺍﻟﻤﻘﻁﻭﻋﺔ‬ ‫ﺍﻟﻤﺴﺎﻓﺔ‬ •
)٧-٥-١(‫ﻟ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬ ‫ﺩﺍﻟﺔ‬‫ﺍﻟﻌﺸﻭﺍﺌ‬ ‫ﻠﻤﺘﻐﻴﺭ‬‫ﻲ‬‫ﺍﻟﻤ‬‫ﺴﺘﻤﺭ‬Probability Density
Function:
‫ﺩﺍﻟﺔ‬ ‫ﻴﻭﺠﺩ‬‫ﺒـﺎﻟﺭﻤﺯ‬ ‫ﻟﻬـﺎ‬ ‫ﻴﺭﻤﺯ‬ ‫ﺴﺎﻟﺒﺔ‬ ‫ﻏﻴﺭ‬ ‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﻤﺴﺘﻤﺭ‬ ‫ﻋﺸﻭﺍﺌﻲ‬ ‫ﻤﺘﻐﻴﺭ‬ ‫ﻷﻱ‬)‫ﻤﺘﺼل‬(fX(x) X
‫ﻭ‬‫ﺍﻟﻜ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺘﺴﻤﻰ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺜﺎﻓﺔ‬‫ﻭ‬‫ﺍﺤﺘﻤﺎﻻ‬ ‫ﺇﻴﺠﺎﺩ‬ ‫ﻨﺴﺘﻁﻴﻊ‬ ‫ﺨﻼﻟﻬﺎ‬ ‫ﻤﻥ‬‫ﺕ‬‫ﻋﻨﻬﺎ‬ ‫ﺍﻟﻤﻌﺒﺭ‬ ‫ﺍﻟﺤﻭﺍﺩﺙ‬‫ﺒﻭﺍﺴﻁﺔ‬
‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬.‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻭﻗﻭﻉ‬ ‫ﺍﺤﺘﻤﺎل‬ ‫ﺘﻌﻁﻲ‬ ‫ﺍﻟﺩﺍﻟﺔ‬ ‫ﻫﺫﻩ‬ ‫ﻤﻨﺤﻨﻰ‬ ‫ﺘﺤﺕ‬ ‫ﻓﺎﻟﻤﺴﺎﺤﺔ‬X X
‫ﺍﻷﻓﻘﻲ‬ ‫ﺍﻟﻤﺤﻭﺭ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﻤﻨﺎﻅﺭﺓ‬ ‫ﺍﻟﻔﺘﺭﺍﺕ‬ ‫ﻓﻲ‬.
P(a < X < b) = = (a,b)∫
b
a
X dx(x)f ‫ﺍﻟﻤﺴﺎﺤﺔ‬‫ﺍﻟﻔﺘﺭﺓ‬ ‫ﻭﻓﻭﻕ‬ ‫ﺍﻟﺩﺍﻟﺔ‬ ‫ﻤﻨﺤﻨﻰ‬ ‫ﺘﺤﺕ‬
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١١٣-
‫ﺘﻌﺭﻴﻑ‬:
‫ﺍﻟﺤﻘﻴﻘﻴﺔ‬ ‫ﺍﻷﻋﺩﺍﺩ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻋﻠﻰ‬ ‫ﻭﺍﻟﻤﻌﺭﻓﺔ‬ ‫ﺴﺎﻟﺒﺔ‬ ‫ﻏﻴﺭ‬ ‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺃﻱ‬R fX(x)R‫ﺘﺴﻤﻰ‬‫ﻜﺜﺎﻓـﺔ‬ ‫ﺩﺍﻟﺔ‬
‫ﺍﺤﺘﻤﺎﻟﻴﺔ‬‫ﺍﻟﻤﺴﺘﻤﺭ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬‫ﻜﺎﻥ‬ ‫ﻓﻘﻁ‬ ‫ﻭﺇﺫﺍ‬ ‫ﺇﺫﺍ‬: X
P(a ≤ X ≤ b) = ∀ a, b ∈R; a≤b∫
b
a
X dx(x)f
‫ﺃﻥ‬ ‫ﺃﻱ‬:‫ﺍ‬ ‫ﻭﻗﻭﻉ‬ ‫ﺍﺤﺘﻤﺎل‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻤﺘﻐﻴﺭ‬X‫ﻭﺘﺤـﺕ‬ ‫ﺍﻟﻔﺘﺭﺓ‬ ‫ﺘﻠﻙ‬ ‫ﻓﻭﻕ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬ ‫ﻴﺴﺎﻭﻱ‬ ‫ﻓﺘﺭﺓ‬ ‫ﺃﻱ‬ ‫ﻓﻲ‬
‫ﺍﻟﺩﺍﻟﺔ‬ ‫ﻤﻨﺤﻨﻰ‬.fX(x)
‫ﻤﻼﺤﻅﺎﺕ‬:
‫ﻓﺈﻥ‬ ،: ‫ﻫﻲ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﻜﺜﺎﻓﺘﻪ‬ ‫ﺩﺍﻟﺔ‬ ‫ﻤﺴﺘﻤﺭﺍ‬ ‫ﻋﺸﻭﺍﺌﻴﺎ‬ ‫ﻤﺘﻐﻴﺭﺍ‬ ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬fX(x) X
‫ﻋﺎﻡ‬ ‫ﺒﺸﻜل‬• fX(x) ≠ P(X=x) ( )
• P(X=x) = 0 , ∀ x ∈R
• P(a ≤ X ≤ b) = P(a < X ≤ b) = P(a ≤ X < b) = P(a < X < b)
• fX(x) ≥ 0 , ∀ x ∈R
• (1dx(x)f
-
X =∫
∞
∞
‫ﺍﻟﻭﺍﺤﺩ‬ ‫ﻴﺴﺎﻭﻱ‬ ‫ﺍﻟﺩﺍﻟﺔ‬ ‫ﻤﻨﺤﻨﻰ‬ ‫ﺘﺤﺕ‬ ‫ﺍﻟﻜﻠﻴﺔ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬ ‫ﺃﻥ‬ ‫ﺃﻱ‬)
P(a < X < b)‫ﺍﻟﻜﻠﻴﺔ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬=1
P(X < a)P( X > b)
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١١٤-
)٧-٥-٢(‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬:Normal Distribution
‫ﻴﻌﺘﺒﺭ‬‫ﻤﻥ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬‫ﺘﺨﻀﻊ‬ ‫ﺍﻟﻁﺒﻴﻌﻴﺔ‬ ‫ﺍﻟﻅﻭﺍﻫﺭ‬ ‫ﻤﻥ‬ ‫ﻜﺜﻴﺭ‬ ‫ﻷﻥ‬ ‫ﻭﺫﻟﻙ‬ ‫ﺍﻟﻤﺴﺘﻤﺭﺓ‬ ‫ﺍﻟﺘﻭﺯﻴﻌﺎﺕ‬ ‫ﺃﻫﻡ‬
‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻟﻬﺫﺍ‬.‫ﺃﻥ‬ ‫ﻜﻤﺎ‬‫ﻴﻘـﺭﺏ‬ ‫ﺃﻥ‬ ‫ﻴﻤﻜـﻥ‬ ‫ﺍﻟﺘﻭﺯﻴـﻊ‬ ‫ﻟﻬﺫﺍ‬ ‫ﺘﺨﻀﻊ‬ ‫ﻻ‬ ‫ﺍﻟﺘﻲ‬ ‫ﺍﻟﻁﺒﻴﻌﻴﺔ‬ ‫ﺍﻟﻅﻭﺍﻫﺭ‬ ‫ﻤﻥ‬ ‫ﻜﺜﻴﺭ‬
‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺒﺎﻟﺘﻭﺯﻴﻊ‬ ‫ﺘﻭﺯﻴﻌﻬﺎ‬.
‫ﺘﻌﺭﻴﻑ‬:
‫ﻭﺘﺒﺎ‬‫ﻴﻥ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬‫ﺒﻤﺘﻭﺴﻁ‬ ‫ﺍﻟ‬ ‫ﺃﻥ‬ ‫ﻴﻘﺎل‬‫ﻤﺘﻐﻴﺭ‬‫ﺍﻟ‬‫ﻌﺸﻭﺍﺌﻲ‬‫ﺍﻟ‬‫ﻤﺴﺘﻤﺭ‬σ2
Xμ‫ﺇﺫﺍ‬
‫ﻜﺎﻨﺕ‬‫ﻜﺜﺎﻓ‬ ‫ﺩﺍﻟﺔ‬‫ﺘﻪ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺼﻴﻐﺔ‬ ‫ﺘﺄﺨﺫ‬: fX(x)
fX(x) =
⎪
⎩
⎪
⎨
⎧
>
∞<<∞−
∞<<∞−
−−
0σ
μ
x
};μ)(x
2σ
1
exp{
2πσ
1 2
2
‫ﻨﻜﺘﺏ‬ ‫ﺍﻟﺤﺎﻟﺔ‬ ‫ﻫﺫﻩ‬ ‫ﻭﻓﻲ‬:
X ~ N(μ,σ2
)
‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬ ‫ﺍﻟﺫﻱ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺇﻥ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬ ‫ﺩﺍﻟﺔ‬N(μ,σ2
) fX(x)
‫ﺤﻭل‬ ‫ﻭﻤﺘﻤﺎﺜﻠﺔ‬ ‫ﺍﻟﺠﺭﺱ‬ ‫ﺸﻜل‬ ‫ﻟﻬﺎ‬‫ﺍﻟ‬‫ﻤﺘﻭﺴﻁ‬.
‫ﻤﻼﺤﻅﺎﺕ‬:
. ‫ﺤﻭل‬ ‫ﻤﺘﻤﺎﺜل‬‫ﺍﻟ‬‫ﻤﺘﻭﺴﻁ‬ ‫ﺩﺍﻟﺔ‬ ‫ﻤﻨﺤﻨﻰ‬‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬N(μ,σ2
)μ •
. ‫ﻓﺈﻥ‬:‫ﺍﻟﻤﺘﻭﺴﻁ‬=‫ﺍﻟﻭﺴﻴﻁ‬=‫ﺍﻟﻤﻨﻭﺍل‬= ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬N(μ,σ2
)μ •
‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺘﻌﺘﻤﺩ‬‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬N(μ,σ2
) •‫ﻋﻠﻰ‬‫ﻭﻫﻤـﺎ‬ ‫ﺍﻟﺘﻭﺯﻴـﻊ‬ ‫ﻤﻌﻠﻤﺘﻲ‬
‫ﺍﻟﻤﺘﻭﺴﻁ‬.‫ﺘﺤـﺩﺩﺍﻥ‬ ‫ﺍﻟﻤﻌﻠﻤﺘـﺎﻥ‬ ‫ﻭﻫﺎﺘـﺎﻥ‬ ‫ﻟﺫﻟﻙ‬‫ﻨﻜﺘﺏ‬: ‫ﻭﺍﻟﺘﺒﺎﻴﻥ‬X ~ N(μ,σ2
) σ2
μ
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١١٥-
‫ﺘ‬‫ﺍﻟﺘﻭﺯﻴـﻊ‬ ‫ﻤﻭﻀﻊ‬ ‫ﺤﺩﺩ‬‫ﻭﺍﻟﻤﻌﻠﻤـﺔ‬σ2
μ
‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻭﺘﺸﺘﺕ‬ ‫ﺸﻜل‬ ‫ﺘﺤﺩﺩ‬.
‫ﻤﻨﺤﻨﻰ‬ ‫ﺘﺤﺕ‬ ‫ﺍﻟﻜﻠﻴﺔ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬‫ﺩﺍﻟﺔ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬N(μ,σ2
) •‫ﺘـﺴﺎﻭﻱ‬
‫ﺍﻟﻭﺍﺤﺩ‬.
‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻷﺸﻜﺎل‬‫ﺘﺄ‬ ‫ﺘﺒﻴﻥ‬‫ﺸـﻜل‬ ‫ﻋﻠـﻰ‬ ‫ﺍﻟﻤﻌﺎﻟﻡ‬ ‫ﺜﻴﺭ‬
‫ﺒﻔﺭﺽ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬ ‫ﺩﺍﻟﺔ‬
‫ﺃﻥ‬‫ﻁﺒﻴﻌﻴـﻴﻥ‬ ‫ﺘـﻭﺯﻴﻌﻴﻥ‬ ‫ﻟﺩﻴﻨﺎ‬‫ﻭ‬ N(μ1,σ2
1)
N(μ2,σ2
2):
_______ N(μ1, σ2
1)
----------- N(μ2, σ2
2)
μ1 < μ2, σ2
1<σ2
2
μ1 = μ2, σ2
1<σ2
2μ1 < μ2, σ2
1=σ2
2
‫ﻤﺜﺎل‬:
‫ﺒﻤﺘﻭﺴﻁ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﺎ‬‫ﺒ‬‫ﺘﻘﺭﻴ‬ ‫ﻴﺘﻭﺯﻉ‬ ‫ﻤﺎ‬ ‫ﻤﺠﺘﻤﻊ‬ ‫ﻓﻲ‬ ‫ﺍﻟﺸﺨﺹ‬ ‫ﻁﻭل‬ ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬160 X‫ﺴـﻡ‬
‫ﻤﻌﻴﺎﺭﻱ‬ ‫ﻭﺍﻨﺤﺭﺍﻑ‬‫ﺴﻡ‬.‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻤﻨﺤﻨﻰ‬ ‫ﺘﺤﺕ‬ ‫ﺒﻤﺴﺎﺤﺎﺕ‬ ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﻤﺜل‬: 5
P(X<100), P(140<X<180), P(X>180), P(X>140)
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١١٦-
‫ﺍﻟﺤل‬:
P(X<100)= ∫
∞
100
-
X dx(x)fP(140<X<180)= ∫
180
140
X dx(x)f
P(X>180)= ∫
∞
180
X dx(x)fP(X>140)= ∫
∞
140
X dx(x)f
)٧-٥-٣(‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬)‫ﺍﻟﻘﻴﺎﺴﻲ‬(:Standard Normal Distribution
‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺒﺄﻥ‬ ‫ﻴﻘﺎل‬Z‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬ ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬ ‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬
‫ﺒﻤﺘﻭﺴ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬‫ﺍﻟﺼﻔﺭ‬ ‫ﻴﺴﺎﻭﻱ‬ ‫ﻁ‬‫ﺍﻟﻭﺍﺤﺩ‬ ‫ﻴﺴﺎﻭﻱ‬ ‫ﻭﺘﺒﺎﻴﻥ‬(σ2
=1) (μ=0).‫ﻭ‬‫ﺩ‬‫ﺍﻟﺔ‬‫ﺍﻟ‬‫ﻜﺜﺎﻓ‬‫ﺔ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬
‫ﻟ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺼﻴﻐﺔ‬ ‫ﺘﺄﺨﺫ‬: Z
fZ(z) = ∞<<∞−− z};z
2
1
exp{
2π
1 2
‫ﻨﻜﺘﺏ‬ ‫ﺍﻟﺤﺎﻟﺔ‬ ‫ﻫﺫﻩ‬ ‫ﻭﻓﻲ‬:
Z ~ N(0,1)
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١١٧-
. ‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬ ‫ﻴﺼﻑ‬ ‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﻭﺍﻟﺸﻜل‬‫ﺩ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬ ‫ﺍﻟﺔ‬N(0,1) fZ(z)
: ‫ﺇﻴﺠﺎﺩ‬‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬)0,1(N~Z
DistributionlCalculating Probabilities for Standard Norma
‫ﺍﻟﻤﺤﺼﻭﺭﺓ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬ ‫ﺃﻥ‬ ‫ﹰﺎ‬‫ﻘ‬‫ﺴﺎﺒ‬ ‫ﻤﻌﻨﺎ‬ ‫ﻤﺭ‬‫ﺘﺤﺕ‬‫ﻓﺘـﺭﺓ‬ ‫ﻓـﻭﻕ‬ ‫ﻭﺍﻟﻭﺍﻗﻌـﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﻤﻨﺤﻨﻰ‬
‫ﺍﻟﻤﺴﺘﻤﺭ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻴﺄﺨﺫ‬ ‫ﺃﻥ‬ ‫ﺍﺤﺘﻤﺎل‬ ‫ﻴﻤﺜل‬ ‫ﻤﻌﻴﻨﺔ‬‫ﺍﻟﻔﺘﺭﺓ‬ ‫ﺘﻠﻙ‬ ‫ﻓﻲ‬ ‫ﻗﻴﻤﺔ‬.‫ﻜﺎﻥ‬ ‫ﻓﺈﺫﺍ‬Z~N(0,1)
‫ﻓﺈﻥ‬:
P(Z≤a) = ∫
∞−
a
dz(z)fZ
= ∫
∞
−
a
-
2
dz}z
2
1
exp{
2π
1
‫ﺍﻟﻤﺤﺼﻭﺭﺓ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬ ‫ﻴﺴﺎﻭﻱ‬ ‫ﺍﻟﺘﻜﺎﻤل‬ ‫ﻭﻫﺫﺍ‬
‫ﺍﻟﺩﺍﻟﺔ‬ ‫ﻤﻨﺤﻨﻰ‬ ‫ﺘﺤﺕ‬‫ﺍﻟﻨﻘﻁﺔ‬ ‫ﻴﺴﺎﺭ‬ ‫ﻭﻋﻥ‬ fZ(z)
a
‫ﺃﻥ‬ ‫ﺃﻱ‬: ‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﻟﻼﺤﺘﻤﺎل‬ ‫ﻴﺭﻤﺯ‬Φ(a) P(Z<a)
P(Z≤a) = Φ(a)
‫ﻫﻨﺎﻙ‬‫ﺠﺩ‬‫ﺨﺎﺹ‬ ‫ﻭل‬‫ﻴﺴﻤﻰ‬"‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﺠﺩﻭل‬"‫ﺍﻟﻌـﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺍﺤﺘﻤﺎﻻﺕ‬ ‫ﻹﻴﺠﺎﺩ‬
‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬‫ﺍﻟﻨﻭﻉ‬ ‫ﻤﻥ‬P(Z≤a) = Φ(a) Z~N(0,1).‫ﺃﻥ‬ ‫ﺃﻱ‬‫ﻫﺫ‬‫ﺍ‬‫ﺍﻟﺠﺩﻭل‬‫ﻴ‬‫ﻹﻴﺠﺎﺩ‬ ‫ﺴﺘﺨﺩﻡ‬
‫ﺍﻟﻨﻭﻉ‬ ‫ﻤﻥ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬‫ﻟﻜل‬z∈R P(Z ≤ z)R.‫ﺍﻟﺴﺎﺒﻕ‬ ‫ﺍﻟﺘﻜﺎﻤل‬ ‫ﻗﻴﻡ‬ ‫ﺇﻴﺠﺎﺩ‬ ‫ﻋﻥ‬ ‫ﻏﻨﻰ‬ ‫ﻓﻲ‬ ‫ﻓﺈﻨﻨﺎ‬ ‫ﻭﻟﺫﻟﻙ‬.
‫ﺍ‬ ‫ﻭﻹﻴﺠﺎﺩ‬‫ﻻ‬‫ﺤﺘﻤﺎﻻﺕ‬‫ﺒ‬ ‫ﺍﻟﻤﺘﻌﻠﻘﺔ‬‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺎﻟﻤﺘﻐﻴﺭ‬Z~N(0,1)‫ﺒﻬـﺫﺍ‬ ‫ﻨﺴﺘﻌﻴﻥ‬ ‫ﻓﺈﻨﻨﺎ‬
‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﻤﻼﺤﻅﺎﺕ‬ ‫ﻤﺭﺍﻋﺎﺓ‬ ‫ﻤﻊ‬ ‫ﺍﻟﺠﺩﻭل‬:
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١١٨-
1. P(Z < z) = Φ(z) = ‫ﺍﻟﺠﺩﻭل‬ ‫ﻤﻥ‬‫ﻤﺒﺎﺸﺭﺓ‬
2. P(Z > z) = 1 − P(Z < z) = 1 − Φ(z)
3. P(z1 < Z < z2) = P(Z < z2) − P(Z < z1)
= Φ(z2) − Φ(z1)
4. P(Z < 0 ) = P(Z > 0) = Φ(0) = 0.5
5. P(Z = z) = 0
P(Z < z) = Φ(z) = ‫ﺍﻟﻤﻅﻠﻠﺔ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬
‫ﺍﻟﺠﺩﻭل‬ ‫ﻤﻥ‬: ‫ﻁﺭﻴﻘﺔ‬‫ﺇﻴﺠﺎﺩ‬)z(Φ)=z<Z(P
. ‫ﻋﻠﻰ‬ ‫ﺃﻱ‬ ‫ﻋﺸﺭﻴﺘﻴﻥ‬ ‫ﺨﺎﻨﺘﻴﻥ‬ ‫ﺇﻟﻰ‬ ‫ﻤﻘﺭﺒﺔ‬‫ﺍﻟﺼﻭﺭﺓ‬ ‫ﺍﻟﻘﻴﻤﺔ‬ ‫ﻟﺘﻜﻥ‬z = a.bc z
‫ﺍﻟ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﺠﺩﻭل‬‫ﻤﻌﻴﺎﺭﻱ‬
‫ﺍﻟﻤﻅﻠﻠﺔ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬= Φ(z) =P(Z < z)
0.09…0.0c…0.010.00z
↓−3.4
↓:
P(Z<z)= Φ(z)→→ →→ →a.b
:
3.4
: ‫ﻁﺭﻴﻘﺔ‬‫ﺇﻴﺠﺎﺩ‬)z>Z(P
P(Z > z) = 1 − P(Z < z) = 1 − Φ(z)
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١١٩-
: ‫ﻁﺭﻴﻘﺔ‬‫ﺇﻴﺠﺎﺩ‬)2z<Z<1z(P
P(z1 < Z < z2) = P(Z < z2) − P(Z < z1)
= Φ(z2) − Φ( z1)
‫ﻤﺜﺎل‬:
‫ﻓﺄﻭﺠﺩ‬: ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬Z ~ N(0, 1)
. ‫ﻤﻥ‬ ‫ﺃﻗل‬ ‫ﻗﻴﻤﺔ‬ ١.‫ﻴﺄﺨﺫ‬ ‫ﺃﻥ‬ ‫ﺍﺤﺘﻤﺎل‬1.50 Z
. ٢.P(Z < 0.98)
P(Z > 0.98) ٣.
P(−1.33 < Z < 2.42) ٤.
. ‫ﻤﻘﺩﺍﺭﻫﺎ‬ ‫ﻤﺴﺎﺤﺔ‬ ‫ﻴﺴﺒﻘﻬﺎ‬ ‫ﺍﻟﺘﻲ‬ ٥.‫ﻗﻴﻤﺔ‬ ‫ﺃﻭﺠﺩ‬0.9505 Z
‫ﺍﻟﺤل‬:
P(Z < 1.50) = Φ(1.50) = 0.9332 ١.
…0.00z
↓
↓
:
:
0.9332→ →1.5
:
:
P(Z < 0.98) = Φ(0.98) =0.8365 ٢.
…0.08…z
↓
↓
:
:
0.8365→ →0.9
:
:
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٢٠-
٣.
P(Z > 0.98) = 1 − P(Z < 0.98)
=1 − Φ(0.98)
= 1 − 0.8365
= 0.1635
٤.
P(−1.33 < Z < 2.42)
= P(Z < 2.42) − P(Z < −1.33)
= Φ(2.42) − Φ(−1.33)
= 0.9922 − 0.0918
= 0.9004
z = 1.65 ٥.P(Z < z) = Φ(z) = 0.9505⇔
…0.05…z
↑
↑
:
:
0.9505← ←1.6
:
:
‫ﻤﻌﻴﺎﺭﻱ‬ ‫ﻁﺒﻴﻌﻲ‬ ‫ﺘﻭﺯﻴﻊ‬ ‫ﺇﻟﻰ‬)0,1(N ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﺘﺤﻭﻴل‬)2
σ,μ(N
:Calculating Probabilities for ‫ﻭﺇﻴﺠﺎﺩ‬‫ﺍﻟﻁﺒﻴﻌـﻲ‬ ‫ﻟﻠﺘﻭﺯﻴـﻊ‬ ‫ﺍﻻﺤﺘﻤـﺎﻻﺕ‬)2
σ,μ(N~X
DistributionlNorma
‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺍﺤﺘﻤﺎﻻﺕ‬ ‫ﻹﻴﺠﺎﺩ‬X~N(μ,σ2
)‫ﻓﺈﻨﻨﺎ‬‫ﺃ‬ ‫ﻨﺤﻭﻟﻪ‬‫ﻋـﺸﻭﺍﺌﻲ‬ ‫ﻤﺘﻐﻴﺭ‬ ‫ﺇﻟﻰ‬ ‫ﹰ‬‫ﻻ‬‫ﻭ‬
‫ﻤﻌﻴﺎﺭﻱ‬ ‫ﻁﺒﻴﻌﻲ‬Z~N(0,1)‫ﺜﻡ‬ ‫ﻭﻤﻥ‬‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﻹﻴﺠﺎﺩ‬ ‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﺠﺩﻭل‬ ‫ﻨﺴﺘﺨﺩﻡ‬
‫ﺍﻟﻨﻭﻉ‬ ‫ﻤﻥ‬‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬ ‫ﻭﺫﻟﻙ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﻨﺘﻴﺠﺔ‬: P(Z < z)= Φ(z)
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٢١-
‫ﻨﺘﻴﺠﺔ‬:
X ~ N(μ , σ2
) ⇔ Z =
σ
μX −
~ N(0, 1)
‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬ ‫ﹰ‬‫ﻼ‬‫ﻓﻤﺜ‬X~N(10,16)‫ﻓﺈﻥ‬N(0,1)~
4
01X
Z
−
. =
‫ﻓﺈﻥ‬ ‫ﺍﻟﺴﺎﺒﻘﺔ‬ ‫ﺍﻟﻨﺘﻴﺠﺔ‬ ‫ﻭﺒﺎﺴﺘﺨﺩﺍﻡ‬:
X < x ⇔
σ
μX −
<
σ
μx −
⇔ Z <
σ
μx −
‫ﻓﺈﻥ‬ ‫ﻭﺒﺎﻟﺘﺎﻟﻲ‬:
• P(X < x) = P(
σ
μX −
<
σ
μx −
) = P(Z <
σ
μx −
) = Φ ⎟
⎠
⎞−
σ
μx
⎜
⎝
⎛
• P(X > x) = 1 − P(X < x) = 1 − P(Z <
σ
μx −
) = 1 − Φ ⎟
⎠
⎞
⎜
⎛
⎝
−
σ
μx
• P(x1 < X < x2) = P(X < x2) − P(X < x1)
= P(Z <
σ
μ2x −
) − P(Z <
σ
μ1x −
)
= Φ ⎟
⎠
⎞
⎜
⎛
− Φ
⎝
−
σ
μx2
⎟
⎠
⎞−
σ
μx1
⎜
⎝
⎛
‫ﻤﻼﺤﻅﺔ‬:
‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬X~N(μ,σ2
)‫ﻭﻜﺎﻨﺕ‬x‫ﻗﻴﻤﺔ‬ ‫ﻫﻲ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X‫ﺍﻟﻘﻴﻤﺔ‬ ‫ﻓﺈﻥ‬
σ
x
z
−
=
μ
‫ﺘـﺴﻤﻰ‬
‫ﺍﻟﻤﻌﻴﺎﺭﻴﺔ‬ ‫ﺍﻟﻘﻴﻤﺔ‬)‫ﺍﻟﻘﻴﺎﺴﻴﺔ‬ ‫ﺃﻭ‬(‫ﻟﻠﻘﻴﻤﺔ‬.x
‫ﻤﺜﺎل‬:
‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬‫ﺍﻟ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻤﺘﻐﻴﺭ‬X‫ﺍﻟﺒﺸﺭﻴﺔ‬ ‫ﺍﻟﻤﺠﺘﻤﻌﺎﺕ‬ ‫ﺃﺤﺩ‬ ‫ﻓﻲ‬ ‫ﺍﻟﻁﻭل‬ ‫ﻴﻤﺜل‬ ‫ﺍﻟﺫﻱ‬‫ﺍﻟﺘﻭﺯﻴـﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬
‫ﺒﻤﺘﻭﺴﻁ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬‫ﺴﻡ‬.‫ﻴﻠﻲ‬ ‫ﻤﺎ‬ ‫ﻓﺄﻭﺠﺩ‬: ‫ﺴﻡ‬‫ﻤﻌﻴﺎﺭﻱ‬ ‫ﻭﺍﻨﺤﺭﺍﻑ‬5 165
. ١.‫ﻟﻠﻘﻴﻤﺔ‬ ‫ﺍﻟﻤﻌﻴﺎﺭﻴﺔ‬ ‫ﺍﻟﻘﻴﻤﺔ‬x=172
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٢٢-
. ‫ﻫﻲ‬ ‫ﺍﻟﻤﻌﻴﺎﺭﻴﺔ‬ ‫ﺍﻟﻘﻴﻤﺔ‬ ‫ﻜﺎﻨﺕ‬ ‫ﺇﺫﺍ‬ ٢.‫ﺍﻟﻘﻴﻤﺔ‬z = −0.52 x
‫ﺍﻟﺤل‬:
μ = 165
σ = 5 ⇔ σ2
= 25
X ~ N(165 , 25)
1.
σ
μx
z
−
= = 4.1
5
651172
=
−
2.
σ
μx
z
−
= ⇔ zσμx +=
zσμx +=
= 165 + 5×(−0.52)
= 162.5
‫ﻤﺜﺎل‬:
‫ﺃﻥ‬ ‫ﻟﻨﻔﺭﺽ‬‫ﻫ‬ ‫ﻤﺴﺘﻭﻯ‬‫ﻴ‬‫ﺍﻟﺩﻡ‬ ‫ﻤﻭﺠﻠﻭﺒﻴﻥ‬‫ﺍﻟﺒﺸﺭﻴﺔ‬ ‫ﺍﻟﻤﺠﺘﻤﻌﺎﺕ‬ ‫ﺃﺤﺩ‬ ‫ﻓﻲ‬‫ﻴﺘﻭ‬‫ﺍﻟﻁﺒﻴﻌـﻲ‬ ‫ﺍﻟﺘﻭﺯﻴـﻊ‬ ‫ﻭﻓﻕ‬ ‫ﺯﻉ‬
‫ﺒﻤﺘﻭﺴﻁ‬. ‫ﻤﻌﻴﺎﺭﻱ‬ ‫ﻭﺍﻨﺤﺭﺍﻑ‬0.9 16
١.‫ﺍﻷ‬ ‫ﺃﺤﺩ‬ ‫ﺍﺨﺘﺭﻨﺎ‬ ‫ﺇﺫﺍ‬‫ﺸﺨﺎﺹ‬‫ﻤـﺴﺘﻭﻯ‬ ‫ﻴﻜـﻭﻥ‬ ‫ﺃﻥ‬ ‫ﺍﺤﺘﻤـﺎل‬ ‫ﻫـﻭ‬ ‫ﻓﻤـﺎ‬ ‫ﻋـﺸﻭﺍﺌﻲ‬ ‫ﺒﺸﻜل‬
‫ﻫ‬‫ﻴ‬‫ﻤﻥ‬ ‫ﺃﻜﺒﺭ‬ ‫ﻟﺩﻴﻪ‬ ‫ﺍﻟﺩﻡ‬ ‫ﻤﻭﺠﻠﻭﺒﻴﻥ‬.14
. ‫ﻨﺴﺒﺔ‬ ‫ﻫﻲ‬ ‫ﻤﺎ‬‫ﺍﻷﺸﺨﺎﺹ‬‫ﻫ‬ ‫ﻤﺴﺘﻭﻯ‬ ‫ﺍﻟﺫﻴﻥ‬‫ﻴ‬‫ﻤﻥ‬ ‫ﺃﻜﺒﺭ‬ ‫ﻟﺩﻴﻬﻡ‬ ‫ﺍﻟﺩﻡ‬ ‫ﻤﻭﺠﻠﻭﺒﻴﻥ‬ ٢.14
٣.‫ﺇﻟـﻰ‬ ‫ﻨﺴﺒﺔ‬ ‫ﻫﻲ‬ ‫ﻤﺎ‬‫ﺍﻷﺸﺨﺎﺹ‬‫ﻫ‬ ‫ﻤﺴﺘﻭﻯ‬ ‫ﻴﺘﺭﺍﻭﺡ‬ ‫ﺍﻟﺫﻴﻥ‬‫ﻴ‬‫ﻤﻭ‬‫ﻤـﻥ‬ ‫ﻟﺩﻴﻬﻡ‬ ‫ﺍﻟﺩﻡ‬ ‫ﺠﻠﻭﺒﻴﻥ‬14
.18
‫ﺍﻟﺤل‬:
=‫ﻫ‬ ‫ﻤﺴﺘﻭﻯ‬‫ﻴ‬‫ﻤﻭﺠﻠﻭﺒﻴ‬‫ﺍﻟﺩﻡ‬ ‫ﻥ‬ ‫ﻟﻴﻜﻥ‬X
‫ﺍﻟﻤﻌﻁﻴﺎﺕ‬:
μ = 16
σ = 0.9 ⇔ σ2
= 0.81
X ~ N(16 , 0.81)
١.
P(X > 14) = 1 − P(X < 14)
= 1 − P(Z <
9.0
1614 −
)
= 1 − P(Z < −2.22)
= 1 − Φ(−2.22)
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٢٣-
= 1 − 0.0132
= 0.9868
‫ﻫﻲ‬: ٢.‫ﻨﺴﺒﺔ‬‫ﺍﻷﺸﺨﺎﺹ‬‫ﻫ‬ ‫ﻤﺴﺘﻭﻯ‬ ‫ﺍﻟﺫﻴﻥ‬‫ﻴ‬‫ﻤﻥ‬ ‫ﺃﻜﺒﺭ‬ ‫ﻟﺩﻴﻬﻡ‬ ‫ﺍﻟﺩﻡ‬ ‫ﻤﻭﺠﻠﻭﺒﻴﻥ‬14
P(X > 14) × 100% = 0.9868 × 100% = 98.68%
٣.
P(14 < X < 18) = P(X < 18) − P(X < 14)
= P(Z <
9.0
1618 −
) − P(Z <
9.0
1614 −
)
= P(Z < 2.22) − P(Z < −2.22)
= Φ(2.22) − Φ(−2.22)
= 0.9868 − 0.0132
= 0.9736
‫ﻫـﻲ‬ ‫ﺇﻟـﻰ‬ ‫ﻨﺴﺒﺔ‬ ‫ﻓﺈﻥ‬ ‫ﻭﻋﻠﻴﻪ‬‫ﺍﻷﺸﺨﺎﺹ‬‫ﻫ‬ ‫ﻤﺴﺘﻭﻯ‬ ‫ﻴﺘﺭﺍﻭﺡ‬ ‫ﺍﻟﺫﻴﻥ‬‫ﻴ‬‫ﻤﻥ‬ ‫ﻟﺩﻴﻬﻡ‬ ‫ﺍﻟﺩﻡ‬ ‫ﻤﻭﺠﻠﻭﺒﻴﻥ‬18 14
.97.36%
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٢٤-
‫ﺍﻟ‬ ‫ﺠﺩﻭل‬‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺘﻭﺯﻴﻊ‬
Z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
-3.4 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0002
-3.3 0.0005 0.0005 0.0005 0.0004 0.0004 0.0004 0.0004 0.0004 0.0004 0.0003
-3.2 0.0007 0.0007 0.0006 0.0006 0.0006 0.0006 0.0006 0.0005 0.0005 0.0005
-3.1 0.0010 0.0009 0.0009 0.0009 0.0008 0.0008 0.0008 0.0008 0.0007 0.0007
-3.0 0.0013 0.0013 0.0013 0.0012 0.0012 0.0011 0.0011 0.0011 0.0010 0.0010
-2.9 0.0019 0.0018 0.0018 0.0017 0.0016 0.0016 0.0015 0.0015 0.0014 0.0014
-2.8 0.0026 0.0025 0.0024 0.0023 0.0023 0.0022 0.0021 0.0021 0.0020 0.0019
-2.7 0.0035 0.0034 0.0033 0.0032 0.0031 0.0030 0.0029 0.0028 0.0027 0.0026
-2.6 0.0047 0.0045 0.0044 0.0043 0.0041 0.0040 0.0039 0.0038 0.0037 0.0036
-2.5 0.0062 0.0060 0.0059 0.0057 0.0055 0.0054 0.0052 0.0051 0.0049 0.0048
-2.4 0.0082 0.0080 0.0078 0.0075 0.0073 0.0071 0.0069 0.0068 0.0066 0.0064
-2.3 0.0107 0.0104 0.0102 0.0099 0.0096 0.0094 0.0091 0.0089 0.0087 0.0084
-2.2 0.0139 0.0136 0.0132 0.0129 0.0125 0.0122 0.0119 0.0116 0.0113 0.0110
-2.1 0.0179 0.0174 0.0170 0.0166 0.0162 0.0158 0.0154 0.0150 0.0146 0.0143
-2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183
-1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.0250 0.0244 0.0239 0.0233
-1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294
-1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367
-1.6 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455
-1.5 0.0668 0.0655 0.0643 0.0630 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559
-1.4 0.0808 0.0793 0.0778 0.0764 0.0749 0.0735 0.0721 0.0708 0.0694 0.0681
-1.3 0.0968 0.0951 0.0934 0.0918 0.0901 0.0885 0.0869 0.0853 0.0838 0.0823
-1.2 0.1151 0.1131 0.1112 0.1093 0.1075 0.1056 0.1038 0.1020 0.1003 0.0985
-1.1 0.1357 0.1335 0.1314 0.1292 0.1271 0.1251 0.1230 0.1210 0.1190 0.1170
-1.0 0.1587 0.1562 0.1539 0.1515 0.1492 0.1469 0.1446 0.1423 0.1401 0.1379
-0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.1660 0.1635 0.1611
-0.8 0.2119 0.2090 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867
-0.7 0.2420 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148
-0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.2578 0.2546 0.2514 0.2483 0.2451
-0.5 0.3085 0.3050 0.3015 0.2981 0.2946 0.2912 0.2877 0.2843 0.2810 0.2776
-0.4 0.3446 0.3409 0.3372 0.3336 0.3300 0.3264 0.3228 0.3192 0.3156 0.3121
-0.3 0.3821 0.3783 0.3745 0.3707 0.3669 0.3632 0.3594 0.3557 0.3520 0.3483
-0.2 0.4207 0.4168 0.4129 0.4090 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859
-0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247
-0.0 0.5000 0.4960 0.4920 0.4880 0.4840 0.4801 0.4761 0.4721 0.4681 0.4641
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬
-١٢٥-
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998

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المتغيرات العشوائية والتوزيعات الاحتمالية 3

  • 1. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -٩٣- ٧.‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﻭﺍﻟﺘﻭﺯﻴﻌﺎﺕ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﺍﻟﻤﺘﻐﻴﺭﺍﺕ‬ Random Variables and Probability Distributions )٧-١(‫ﻤﻘﺩﻤﺔ‬: ‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﻭﺍﻟﺘﺠﺎﺭﺏ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﻤﻔﺎﻫﻴﻡ‬ ‫ﺒﻌﺽ‬ ‫ﻋﻥ‬ ‫ﺍﻟﺴﺎﺒﻕ‬ ‫ﺍﻟﺒﺎﺏ‬ ‫ﻓﻲ‬ ‫ﺘﻜﻠﻤﻨﺎ‬.‫ﺍﻷﺤﻴﺎﻥ‬ ‫ﻤﻥ‬ ‫ﻜﺜﻴﺭ‬ ‫ﻭﻓﻲ‬ ‫ﺍﻟﻌﺸﻭﺍ‬ ‫ﻟﻠﺘﺠﺭﺒﺔ‬ ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﺒﻨﻘﺎﻁ‬ ‫ﻤﺭﺘﺒﻁﺔ‬ ‫ﻋﺩﺩﻴﺔ‬ ‫ﻗﻴﻡ‬ ‫ﻤﻊ‬ ‫ﺍﻟﺘﻌﺎﻤل‬ ‫ﻓﻲ‬ ‫ﻨﺭﻏﺏ‬‫ﻨﻘﺎﻁ‬ ‫ﻤﻊ‬ ‫ﺍﻟﺘﻌﺎﻤل‬ ‫ﻤﻥ‬ ‫ﹰ‬‫ﻻ‬‫ﺒﺩ‬ ‫ﺌﻴﺔ‬ ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﺎﻁ‬ ‫ﺃﻥ‬ ‫ﺇﺫ‬ ‫ﻨﻔﺴﻬﺎ‬ ‫ﺍﻟﻌﻴﻨﺔ‬‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻨﺘﺎﺌﺞ‬ ‫ﺃﻭ‬‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﻟﻠﺘﺠﺭﺒﺔ‬‫ﻋﺒﺎﺭﺓ‬ ‫ﺍﻷﺤﻴﺎﻥ‬ ‫ﺒﻌﺽ‬ ‫ﻓﻲ‬ ‫ﺘﻜﻭﻥ‬ ‫ﺎ‬‫ﻴ‬‫ﺭﻴﺎﻀ‬ ‫ﻤﻌﻬﺎ‬ ‫ﺍﻟﺘﻌﺎﻤل‬ ‫ﻴﺼﻌﺏ‬ ‫ﻤﺴﻤﻴﺎﺕ‬ ‫ﺃﻭ‬ ‫ﺼﻔﺎﺕ‬ ‫ﻋﻥ‬.‫ﺍﻟﻘﻴﻡ‬ ‫ﻫﺫﻩ‬ ‫ﺒﺘﺤﻭﻴل‬ ‫ﻨﻘﻭﻡ‬ ‫ﻓﺈﻨﻨﺎ‬ ‫ﺍﻟﺤﺎﻟﺔ‬ ‫ﻫﺫﻩ‬ ‫ﻭﻓﻲ‬ ‫ﺍﻟﻭﺼﻔﻴ‬‫ﺔ‬‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻡ‬ ‫ﺘﺴﻤﻰ‬ ‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﻋﺩﺩﻴﺔ‬ ‫ﻗﻴﻡ‬ ‫ﺇﻟﻰ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬.‫ﻋﻨﺎﺼـﺭ‬ ‫ﻟﺘﺤﻭﻴل‬ ‫ﺍﻟﻤﺴﺘﺨﺩﻤﺔ‬ ‫ﺍﻵﻟﺔ‬ ‫ﺇﻥ‬ ‫ﺍﻟﻌـﺸﻭﺍﺌﻲ‬ ‫ﺒـﺎﻟﻤﺘﻐﻴﺭ‬ ‫ﻴـﺴﻤﻰ‬ ‫ﻤﺎ‬ ‫ﻫﻲ‬ ‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﻋﺩﺩﻴﺔ‬ ‫ﻗﻴﻡ‬ ‫ﺇﻟﻰ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﻟﻠﺘﺠﺭﺒﺔ‬ ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻀﺎﺀ‬.‫ﺇﺫﻥ‬، ‫ﻓ‬‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﺎﻟﻤﺘﻐﻴﺭﺍﺕ‬‫ﻋﺩﺩﻴﺔ‬ ‫ﺒﻘﻴﻡ‬ ‫ﺍﻟﺤﻭﺍﺩﺙ‬ ‫ﻭﻋﻥ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﺍﻟﺘﺠﺭﺒﺔ‬ ‫ﻨﺘﺎﺌﺞ‬ ‫ﻋﻥ‬ ‫ﻟﻠﺘﻌﺒﻴﺭ‬ ‫ﺘﺴﺘﺨﺩﻡ‬‫ﹰ‬‫ﻻ‬‫ﺒـﺩ‬ ‫ﺼﻔﺎﺕ‬ ‫ﺃﻭ‬ ‫ﻤﺴﻤﻴﺎﺕ‬ ‫ﻤﻥ‬.‫ﺍﻟﻤﺜﺎل‬ ‫ﺴﺒﻴل‬ ‫ﻓﻌﻠﻰ‬‫ﺍﻟﻭﺠﻪ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﻅﺎﻫﺭﺓ‬ ‫ﺍﻟﺼﻭﺭﺓ‬ ‫ﺒﻌﺩﺩ‬ ‫ﻓﻘﻁ‬ ‫ﻤﻬﺘﻤﻴﻥ‬ ‫ﻨﻜﻭﻥ‬ ‫ﻗﺩ‬ ‫ﻋﻤﻠﺔ‬ ‫ﻗﻁﻌﺔ‬ ‫ﺭﻤﻲ‬ ‫ﻋﻨﺩ‬ ‫ﺍﻟﻌﻠﻭﻱ‬‫ﻤﺘﺘﺎﻟﻴﺔ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺸﺭ‬‫ﺍﻷﺨﺭﻯ‬ ‫ﺍﻟﺘﻔﺼﻴﻼﺕ‬ ‫ﻋﻥ‬ ‫ﺍﻟﻨﻅﺭ‬ ‫ﺒﻐﺽ‬.‫ﻋـﺩﺩ‬ ‫ﺇﻥ‬ ‫ﺍﻟﺘﺠﺭﺒـﺔ‬ ‫ﻨﺘﻴﺠـﺔ‬ ‫ﺒﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺘﻪ‬ ‫ﺘﺘﻐﻴﺭ‬ ‫ﻋﺸﻭﺍﺌﻲ‬ ‫ﻤﺘﻐﻴﺭ‬ ‫ﻋﻥ‬ ‫ﻋﺒﺎﺭﺓ‬ ‫ﺍﻟﺤﺎﻟﺔ‬ ‫ﻫﺫﻩ‬ ‫ﻓﻲ‬ ‫ﺍﻟﺼﻭﺭ‬‫ﺍﻟﻌـﺸﻭﺍﺌﻴﺔ‬. ‫ﻨﺫﻜﺭ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﻟﻠﻤﺘﻐﻴﺭﺍﺕ‬ ‫ﺃﻨﻭﺍﻉ‬ ‫ﻋﺩﺓ‬ ‫ﻭﻫﻨﺎﻙ‬‫ﻫﻤﺎ‬ ‫ﻨﻭﻋﻴﻥ‬ ‫ﻤﻨﻬﺎ‬: ١.Discrete Random Variables ‫ﻤﺘﻘﻁﻌﺔ‬ ‫ﺃﻭ‬ ‫ﻤﻨﻔﺼﻠﺔ‬ ‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﻤﺘﻐﻴﺭﺍﺕ‬ ٢.Continuous Random Variables ‫ﻤﺴﺘﻤﺭﺓ‬ ‫ﺃﻭ‬ ‫ﻤﺘﺼﻠﺔ‬ ‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﻤﺘﻐﻴﺭﺍﺕ‬ ‫ﺍﻟﻔﺼل‬ ‫ﻫﺫﺍ‬ ‫ﻓﻲ‬ ‫ﺤﺩﺓ‬ ‫ﻋﻠﻰ‬ ‫ﻤﻨﻬﺎ‬ ‫ﻨﻭﻉ‬ ‫ﻜل‬ ‫ﻋﻥ‬ ‫ﻭﺴﻨﺘﻜﻠﻡ‬. : )٧-٢(‫ﺍ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻤﺘﻐﻴﺭ‬Random Variable ‫ﺘﻌﺭﻴﻑ‬: ‫ﻟﺘﺠ‬ ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻀﺎﺀ‬ ‫ﻫﻭ‬‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﺭﺒﺔ‬.‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺇﻥ‬ ‫ﺃﻥ‬ ‫ﻟﻨﻔﺭﺽ‬X S‫ﻤﻌﺭﻓـﺔ‬ ‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﻫﻭ‬ ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻀﺎﺀ‬ ‫ﻋﻠﻰ‬S) .‫ﻭﻟﻜﻨﻨﺎ‬ ‫ﺎ‬‫ﻴ‬‫ﻋﺸﻭﺍﺌ‬ ‫ﺍ‬‫ﺭ‬‫ﻤﺘﻐﻴ‬ ‫ﺘﻜﻭﻥ‬ ‫ﻟﻜﻲ‬ ‫ﺍﻟﺩﺍﻟﺔ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺸﺭﻭﻁ‬ ‫ﺒﻌﺽ‬ ‫ﺘﺘﺤﻘﻕ‬ ‫ﺃﻥ‬ ‫ﻻﺒﺩ‬ ‫ﺍﻟﺸﺭﻭﻁ‬ ‫ﺘﻠﻙ‬ ‫ﺇﻟﻰ‬ ‫ﻨﺘﻁﺭﻕ‬ ‫ﻟﻥ‬(. ‫ﻤﻼﺤﻅﺎﺕ‬: ١.‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﻗﻴﻤﺔ‬ ‫ﻴﻌﻁﻲ‬‫ﻭﺤﻴﺩﺓ‬‫ﺍﻟﻌﻴﻨـﺔ‬ ‫ﻓﻀﺎﺀ‬ ‫ﻋﻨﺎﺼﺭ‬ ‫ﻤﻥ‬ ‫ﻋﻨﺼﺭ‬ ‫ﻟﻜل‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺇﻥ‬X .S ٢.‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻀﺎﺀ‬ ‫ﻤﺠﺎﻟﻪ‬ ‫ﺘﻁﺒﻴﻕ‬ ‫ﻫﻭ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺇﻥ‬S X‫ﻤﺠﻤﻭﻋـﺔ‬ ‫ﻫـﻭ‬ ‫ﺍﻟﻤﻘﺎﺒل‬ ‫ﻭﻤﺠﺎﻟﻪ‬ ‫ﺍﻟﺤﻘﻴﻘﻴﺔ‬ ‫ﺍﻷﻋﺩﺍﺩ‬X : S → R. RR‫ﺃﻥ‬ ‫ﺃﻱ‬ ،:R
  • 2. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -٩٤- ‫ﻫـﻲ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺘﺄﺜﻴﺭ‬ ‫ﺘﺤﺕ‬ ‫ﻋﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬‫ﻓ‬‫ﺼﻭﺭﺓ‬ ‫ﺈﻥ‬ ‫ﻜﺎﻨﺕ‬ ‫ﺇﺫﺍ‬ ٣.X(w) X w w∈S ‫ﺃﻥ‬ ‫ﺃﻱ‬ ،‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﻗﻴﻤﺔ‬ ‫ﻭﻫﻲ‬X(w)∈RR: w: ⎯⎯ →⎯ X X (w)∈ R ٤.‫ﺍﻟﺘﻁﺒﻴـﻕ‬ ‫ﻤـﺩﻯ‬ ‫ﻫـﻲ‬ ‫ﺍﻟﻤﺠﻤﻭﻋﺔ‬ ‫ﺇﻥ‬X(S)={x∈R: X(w)=x, w∈S}X‫ﻭﺘـﺴﻤﻰ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬X‫ﺍﻷﻋـﺩﺍﺩ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻤﻥ‬ ‫ﺠﺯﺌﻴﺔ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻭﻫﻲ‬ ، ‫ﺃﻥ‬ ‫ﺃﻱ‬ ‫ﺍﻟﺤﻘﻴﻘﻴﺔ‬X(S)⊆RR. ‫ﻤﺜﺎل‬)٧-١:( ‫ﻤـﺴﺘﻘل‬ ‫ﺒـﺸﻜل‬ ‫ﻤﺘﺘﺎﻟﻴﺘﻴﻥ‬ ‫ﻤﺭﺘﻴﻥ‬ ‫ﻤﺘﺯﻨﺔ‬ ‫ﻨﻘﻭﺩ‬ ‫ﻗﻁﻌﺔ‬ ‫ﻗﺫﻑ‬ ‫ﻫﻲ‬ ‫ﺍﻟﺘﺠﺭﺒﺔ‬ ‫ﻟﺘﻜﻥ‬.‫ﺍﻟﻤﺘﻐﻴـﺭ‬ ‫ﻭﻟﻨﻌـﺭﻑ‬ ‫ﺍﻟﻌ‬‫ﺸﻭﺍﺌ‬‫ﻲ‬‫ﺍﻟﺭﻤﻴﺘﻴﻥ‬ ‫ﻓﻲ‬ ‫ﺍﻟﻅﺎﻫﺭﺓ‬ ‫ﺍﻟﺼﻭﺭ‬ ‫ﻋﺩﺩ‬ ‫ﺃﻨﻪ‬ ‫ﻋﻠﻰ‬. X ‫ﻜﺩﺍﻟﺔ‬. ١.‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻋﻥ‬ ‫ﻋﺒﺭ‬X . ٢.‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﺃﻭﺠﺩ‬X ٣.‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬ ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺤﻭﺍﺩﺙ‬ ‫ﻋﻥ‬ ‫ﻋﺒﺭ‬: {(T,T)}, {(H,T), (T,H)}, {(H,H)}, {(H,H), (H,T), (T,H)} ٤.‫ﺍﻟﺤﻭﺍ‬ ‫ﻋﻥ‬ ‫ﻋﺒﺭ‬‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﺎﻁ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬ ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺩﺙ‬: {X=0}, {X=1}, {X=2}, {X<1}, {X≤1}, {X>5} ٥.‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺃﻭﺠﺩ‬: P(X=0), P(X=1), P(X=2), P(X<1), P(X≤1), P(X>5) ‫ﺍﻟﺤل‬: . ١.‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻀﺎﺀ‬‫ﺍﻟﺘﺠﺭﺒﺔ‬ ‫ﻟﻬﺫﻩ‬‫ﻫﻭ‬S = {(H,H), (H,T), (T,H), (T,T)}
  • 3. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -٩٥- X=‫ﺍﻟﺼﻭﺭ‬ ‫ﻋﺩﺩ‬ ‫ﺇﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X‫ﻤﻥ‬ ‫ﻋﻨﺼﺭ‬ ‫ﻜل‬ ‫ﻴﻌﻁﻲ‬ ‫ﻋﻨﺎﺼﺭ‬‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﻗﻴﻤﺔ‬‫ﻭﺤﻴﺩﺓ‬‫ﻓﻲ‬RR‫ﻴﻠﻲ‬ ‫ﻜﻤﺎ‬: X(H,H) = 2 X(H,T) = 1 X(T,H) = 1 X(T,T) = 0 S ‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﻜﺩﺍﻟﺔ‬: ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻋﻥ‬ ‫ﺍﻟﺘﻌﺒﻴﺭ‬ ‫ﻴﻤﻜﻥ‬ ‫ﻜﻤﺎ‬X ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺔ‬ X(w)w 2 1 1 0 HH HT TH TT ‫ﻫﻲ‬: ٢.‫ﻟﻠﻤ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺘﻐﻴﺭ‬X X(S)={x∈R: X(w)=x, w∈S} = {0, 1, 2} ٣.‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬ ‫ﺍﻟﺤﻭﺍﺩﺙ‬ ‫ﻋﻥ‬ ‫ﺍﻟﺘﻌﺒﻴﺭ‬: ‫ﺼﻭﺭﺓ‬ ‫ﻅﻬﻭﺭ‬ ‫ﻋﺩﻡ‬{(T,T)} = { X = 0 }={ } ‫ﻓﻘﻁ‬ ‫ﻭﺍﺤﺩﺓ‬ ‫ﺼﻭﺭﺓ‬ ‫ﻅﻬﻭﺭ‬{(H,T), (T,H)} = { X = 1 }={ } ‫ﺼﻭﺭﺘﻴﻥ‬ ‫ﻅﻬﻭﺭ‬{(H,H)} = { X = 2 }={ } ‫ﺍﻷﻗل‬ ‫ﻋﻠﻰ‬ ‫ﻭﺍﺤﺩﺓ‬ ‫ﺼﻭﺭﺓ‬ ‫ﻅﻬﻭﺭ‬{(H,H), (H,T), (T,H)} = { X ≥ 1 }={ } ٤.‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﺎﻁ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬ ‫ﺍﻟﺤﻭﺍﺩﺙ‬ ‫ﻋﻥ‬ ‫ﺍﻟﺘﻌﺒﻴﺭ‬: {X=0} = {(T,T)} {X=1} = {(H,T), (T,H)} {X=2} = {(H,H)} {X<1} = {X=0} = {(T,T)} {X≤1} = {X=0} ∪ {X=1} = {(H,T), (T,H), (T,T)} {X>5} = { } = φ ٥.‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺇﻴﺠﺎﺩ‬: ‫ﻤﺘﺯﻨ‬ ‫ﺍﻟﻌﻤﻠﺔ‬ ‫ﺃﻥ‬ ‫ﺒﻤﺎ‬‫ﺃﻥ‬ ‫ﺃﻱ‬ ،‫ﺍﻟﻔﺭﺹ‬ ‫ﻤﺘﺴﺎﻭﻴﺔ‬ ‫ﺍﻟﺘﺠﺭﺒﺔ‬ ‫ﻓﺈﻥ‬ ‫ﺔ‬: P({(H,H)}) = P({(H,T)}) = P({(T,H)}) = P({(T,T)}) = 1/4 = 0.25 ‫ﻴﻠﻲ‬ ‫ﻓﻴﻤﺎ‬ ‫ﺍﻟﻤﻁﻠﻭﺒﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﻨﻭﺠﺩ‬ ‫ﻓﺈﻨﻨﺎ‬ ‫ﺍﻟﺤﻘﻴﻘﺔ‬ ‫ﻫﺫﻩ‬ ‫ﻭﺒﺎﺴﺘﺨﺩﺍﻡ‬:
  • 4. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -٩٦- P(X=0) = P({(T,T)}) = 0.25 P(X=1) = P({(H,T), (T,H)}) = P({(H,T)})+P({(T,H)}) = 0.25 + 0.25 =0.5 P(X=2) = P({(H,H)}) = 0.25 P(X<1) = P({(T,T)}) = 0.25 P(X≤1) = P({(H,T), (T,H), (T,T)}) = P({(H,T)})+ P({(T,H)}) + P({(T,T)}) = 0.25 + 0.25 + 0.25 = 0.75 P(X>5) = P(φ) = 0 : )٧-٣(‫ﺍ‬‫ﺍﻟﻌﺸﻭﺍﺌ‬ ‫ﻟﻤﺘﻐﻴﺭ‬‫ﻲ‬‫ﺍﻟﻤﺘﻘﻁﻊ‬)‫ﺍﻟﻤﻨﻔﺼل‬(Discrete Random Variable ‫ﺇﻟ‬ ‫ﺘﻨﻘﺴﻡ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﺍﻟﻤﺘﻐﻴﺭﺍﺕ‬ ‫ﻓﺈﻥ‬ ‫ﹰﺎ‬‫ﻘ‬‫ﺴﺎﺒ‬ ‫ﺫﻜﺭﻨﺎ‬ ‫ﻜﻤﺎ‬‫ﻰ‬‫ﻤﻨﻬﺎ‬ ‫ﺃﻨﻭﺍﻉ‬ ‫ﻋﺩﺓ‬‫ﻤﺘﻘﻁﻌﺔ‬ ‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﻤﺘﻐﻴﺭﺍﺕ‬)‫ﺃﻭ‬ ‫ﻤﻨﻔﺼﻠﺔ‬(‫ﻭ‬‫ﻤﺴﺘﻤﺭﺓ‬ ‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﻤﺘﻐﻴﺭﺍﺕ‬)‫ﺃﻭ‬‫ﻤﺘﺼﻠﺔ‬.(‫ﺍﻟﺠﺯﺀ‬ ‫ﻫﺫﺍ‬ ‫ﻓﻲ‬‫ﺴ‬‫ﺍﻟﻌـﺸﻭﺍﺌﻴﺔ‬ ‫ﺍﻟﻤﺘﻐﻴﺭﺍﺕ‬ ‫ﻨﺘﻨﺎﻭل‬ ‫ﺍﻟﻤﺘﻘﻁﻌﺔ‬. ‫ﺘﻌﺭﻴﻑ‬: ‫ﻤ‬ ‫ﻜﺎﻨﺕ‬ ‫ﺇﺫﺍ‬ ‫ﺎ‬‫ﻌ‬‫ﻤﺘﻘﻁ‬ ‫ﺎ‬‫ﻴ‬‫ﻋﺸﻭﺍﺌ‬ ‫ﺍ‬‫ﺭ‬‫ﻤﺘﻐﻴ‬‫ﻟـﻪ‬ ‫ﺍﻟﻤﻤﻜﻨـﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﺠﻤﻭﻋﺔ‬ ‫ﻴﻜﻭﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X(S) X ‫ﻤﺘﻘﻁﻌﺔ‬ ‫ﻤﺠﻤﻭﻋﺔ‬)‫ﻟﻠﻌﺩ‬ ‫ﻗﺎﺒﻠﺔ‬ ‫ﺃﻭ‬.( ‫ﺍﻟﺤـﺎﻟﺘﻴﻥ‬ ‫ﺇﺤـﺩﻯ‬ ‫ﺘﺄﺨـﺫ‬: ‫ﺍﻟﻤﺘﻘﻁـﻊ‬ ‫ﺍﻟﻌـﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴـﺭ‬ ‫ﺍﻟﻤﻤﻜﻨـﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻤﻼﺤﻅﺔ‬:X . ‫ﺃﻭ‬X(S)={x1,x2,x3,…} X(S)={x1,x2,…,xn} ‫ﻤﺜﺎل‬)٧-٢:( ‫ﺍﻟﻤﻤﻜ‬ ‫ﺍﻟﻘـﻴﻡ‬ ‫ﻤﺠﻤﻭﻋـﺔ‬ ‫ﺃﻭﺠﺩ‬ ‫ﻤﺘﺘﺎﻟﻴﺘﻴﻥ‬ ‫ﻤﺭﺘﻴﻥ‬ ‫ﻤﺘﺯﻨﺔ‬ ‫ﻨﻘﻭﺩ‬ ‫ﻗﻁﻌﺔ‬ ‫ﻗﺫﻑ‬ ‫ﺘﺠﺭﺒﺔ‬ ‫ﻓﻲ‬‫ﺍﻟﻤﺘﻐﻴـﺭﺍﺕ‬ ‫ﻨـﺔ‬ ‫ﺍﻟﻌﺸﻭﺍﺌ‬‫ﻴ‬‫ﻻ‬ ‫ﺃﻡ‬ ‫ﻤﺘﻘﻁﻌﺔ‬ ‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﻤﺘﻐﻴﺭﺍﺕ‬ ‫ﻜﺎﻨﺕ‬ ‫ﺇﺫﺍ‬ ‫ﻓﻴﻤﺎ‬ ‫ﻭﺤﺩﺩ‬ ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺔ‬: ١.‫ﺍﻟﺼﻭﺭ‬ ‫ﻋﺩﺩ‬ ‫ﻴﻤﺜل‬ ‫ﺍﻟﺫﻱ‬. ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X ٢.‫ﺍﻟﺼﻭﺭ‬ ‫ﻋﺩﺩ‬ ‫ﻤﺭﺒﻊ‬ ‫ﻴﻤﺜل‬ ‫ﺍﻟﺫﻱ‬. ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬Y ‫ﺍﻟﻜﺘﺎﺒﺎﺕ‬ ‫ﻋﺩﺩ‬ ‫ﻤﻨﻪ‬ ‫ﺎ‬‫ﺤ‬‫ﻤﻁﺭﻭ‬ ‫ﺍﻟﺼﻭﺭ‬ ‫ﻋﺩﺩ‬ ‫ﻴﻤﺜل‬ ‫ﺍﻟﺫﻱ‬. ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ٣.Z ‫ﺍﻟﺤل‬: ‫ﺍ‬ ‫ﻴﺒﻴﻥ‬ ‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺍﻟﺠﺩﻭل‬‫ﻤﺘﻐﻴﺭ‬ ‫ﻟﻜل‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﻟﻘﻴﻡ‬: ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺔ‬X X(w) ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺔ‬Y Y(w) ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺔ‬Z Z(w)w 242HH
  • 5. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -٩٧- ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺔ‬Z Z(w) ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺔ‬Y Y(w) ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻗﻴﻤﺔ‬X X(w) ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬ w 0 0 −2 1 1 0 1 1 0 HT TH TT ‫ﻭ‬‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻨﻭﻉ‬ ‫ﻭﻜﺫﻟﻙ‬ ‫ﻭﻨﻭﻋﻬﺎ‬ ‫ﻤﺘﻐﻴﺭ‬ ‫ﻟﻜل‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻴﺒﻴﻥ‬ ‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺍﻟﺠﺩﻭل‬: ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻨﻭﻉ‬ ‫ﺍﻟﻤﺘ‬ ‫ﻨﻭﻉ‬‫ﻐﻴﺭ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ X(S) = {0,1,2}X ‫ﻤﺘﻘﻁﻌﺔ‬ ‫ﻤﺘﻘﻁﻊ‬ Y(S) = {0,1,4}Y ‫ﻤﺘﻘﻁﻌﺔ‬ ‫ﻤﺘﻘﻁﻊ‬ Z(S) = {−2,0,2}Z ‫ﻤﺘﻘﻁﻌﺔ‬ ‫ﻤﺘﻘﻁﻊ‬ ‫ﻤﺜﺎل‬)٧-٣:( ‫ﻨﻘﻭﺩ‬ ‫ﻗﻁﻌﺔ‬ ‫ﻗﺫﻑ‬ ‫ﻫﻲ‬ ‫ﺍﻟﺘﺠﺭﺒﺔ‬ ‫ﻟﺘﻜﻥ‬‫ﻤﺘﺯﻨﺔ‬ ‫ﻏﻴﺭ‬‫ﻤﺴﺘﻘل‬ ‫ﺒﺸﻜل‬ ‫ﻤﺘﺘﺎﻟﻴﺘﻴﻥ‬ ‫ﻤﺭﺘﻴﻥ‬.‫ﻫـﺫﻩ‬ ‫ﺃﻥ‬ ‫ﻭﻟﻨﻔـﺭﺽ‬ ‫ﺃﻥ‬ ‫ﺒﺤﻴﺙ‬ ‫ﻤﺘﺯﻨﺔ‬ ‫ﻏﻴﺭ‬ ‫ﺍﻟﻌﻤﻠﺔ‬ 3 1 P(H) =‫ﻭ‬ 3 2 P(T) =.‫ﺍﻟﻌﺸﻭﺍﺌ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻭﻟﻨﻌﺭﻑ‬‫ﻲ‬X‫ﺃﻨﻪ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺭﻤﻴﺘﻴﻥ‬ ‫ﻓﻲ‬ ‫ﺍﻟﻅﺎﻫﺭﺓ‬ ‫ﺍﻟﺼﻭﺭ‬ ‫ﻋﺩﺩ‬. ١.‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺃﻭﺠﺩ‬‫ﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﻟﺨﺼﻬﺎ‬ ‫ﺜﻡ‬: P(X=0) , P(X=1) , P(X=2) ٢.‫ﺍﻟﻔﻘﺭﺓ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬)١(‫ﺍﻟﺘ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺃﻭﺠﺩ‬‫ﺎﻟﻴﺔ‬: P(0<X<2) , P(X≤1) , P(X≥2) , P(X≥5), P(X<5) ‫ﺍﻟﺤل‬: . ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻀﺎﺀ‬‫ﺍﻟﺘﺠﺭﺒﺔ‬ ‫ﻟﻬﺫﻩ‬‫ﻫﻭ‬S = {(H,H), (H,T), (T,H), (T,T)} =‫ﺍﻟﺭﻤﻴﺘﻴﻥ‬ ‫ﻓﻲ‬ ‫ﺍﻟﻅﺎﻫﺭﺓ‬ ‫ﺍﻟﺼﻭﺭ‬ ‫ﻋﺩﺩ‬. X X(S) = {0,1,2} ‫ﻫﻲ‬: ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺠﺩﺍﻭل‬ ‫ﻓﻲ‬ ‫ﺍﻟﻤﺜﺎل‬ ‫ﻫﺫﺍ‬ ‫ﺤل‬ ‫ﻨﻠﺨﺹ‬: ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬ ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬ ‫ﺍﺤﺘﻤﺎل‬ ‫ﻗ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻴﻤﺔ‬X X(w)P(w)w 2 P(HH)=P(H)×P(H)= 9 1 3 1 3 1 =× HH 1P(HT)=P(H)×P(T)= 9 2 3 2 3 1 =× HT
  • 6. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -٩٨- ‫ﻗ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻴﻤﺔ‬X X(w) ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬ ‫ﺍﺤﺘﻤﺎل‬ P(w) ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻨﻘﻁﺔ‬ w 1 P(TH)=P(T)×P(H)= 9 2 3 1 3 2 =× TH 0P(TT)=P(T)×P(T)= 9 4 3 2 3 2 =× TT ‫ﻋﻨﺎﺼﺭ‬‫ﺍﻟﺤﺎﺩﺜﺔ‬ ‫ﺍﺤﺘﻤﺎ‬‫ﺍﻟﺤﺎﺩﺜﺔ‬ ‫ل‬‫ﺍﻟﺤﺎﺩﺜﺔ‬ P(X = 0) = P(TT) = 9 4{(T,T)}(X = 0) P(X = 1) = P(HT) + P(TH) = 9 4 9 2 9 2 =+ {(H,T), (T,H)}(X = 1) P(X = 2) = P(HH)= 9 1{(H,H)}(X = 2) ١.‫ﺍﻟﺴﺎﺒ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻤﻥ‬‫ﺃﻥ‬ ‫ﻨﺠﺩ‬ ‫ﻕ‬: P(X = 0) = 9 4 , P(X = 1) = 9 4 , P(X = 2) = 9 1 ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺒﺩﺍﻟﺔ‬ ‫ﻴﺴﻤﻰ‬ ‫ﻤﺎ‬ ‫ﻴﻤﺜل‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻭﻫﺫﺍ‬ ‫ﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﺍﻟﻤﻌﻠﻭﻤﺎﺕ‬ ‫ﻫﺫﻩ‬ ‫ﺘﻨﻅﻴﻡ‬ ‫ﻭﻴﻤﻜﻥ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬‫ﺍﻟﻤﺘﻘﻁﻊ‬:X P(X = x)x 4/90 4/91 1/92 ٢.‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺠﺩﻭل‬ ‫ﻤﻥ‬X‫ﺍﻟﺤﻭﺍﺩﺙ‬ ‫ﺍﺤﺘﻤﺎﻻﺕ‬ ‫ﺠﻤﻴﻊ‬ ‫ﺤﺴﺎﺏ‬ ‫ﻨﺴﺘﻁﻴﻊ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬ ‫ﻋﻨﻬﺎ‬ ‫ﺍﻟﻤﻌﺒﺭ‬‫ﻴﻠﻲ‬ ‫ﻜﻤﺎ‬: X P(0<X<2) = P(X=1) = 9 4 P(X≤1) = P(X=0) + P(X=1) = 9 4 + 9 4 = 9 8 P(X≥2) = P(X=2) = 9 1 P(X≥5) = P(φ) = 0
  • 7. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -٩٩- P(X<5) = P(X=0) + P(X=1) +P(X=2) = 9 4 + 9 4 + 9 1 = 9 9 = 1 )٧-٣-١(‫ﺍﻻﺤﺘﻤ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺎﻟﻴﺔ‬‫ﺍﻟﻤﺘﻘﻁﻊ‬Probability Mass Function: ‫ﺘﻌﺭﻴﻑ‬: ‫ﺃﻭ‬ ‫ﻤﺘﻐﻴﺭ‬‫ﺍ‬‫ﻋﺸﻭﺍﺌﻴ‬‫ﺎ‬‫ﻫـﻲ‬ ‫ﻟـﻪ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻤﺘﻘﻁﻌﺎ‬ ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬X(S)={x1,x2,…,xn} X ‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﻟﻬﺎ‬ ‫ﻴﺭﻤﺯ‬ ‫ﻟ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﻓﺈﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬fX(x) X X(S)={x1,x2,x3,…} ‫ﻴﻠﻲ‬ ‫ﻜﻤﺎ‬ ‫ﻭﺘﻌﺭﻑ‬: ⎩ ⎨ ⎧ ∉ ∈= = X(S)x0; X(S)xx);P(X (x)fX ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺨﻭﺍﺹ‬: ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺸﺭﻭﻁ‬ ‫ﺘﺤﻘﻕ‬ ‫ﺃﻥ‬ ‫ﻻﺒﺩ‬: ‫ﺇﻥ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬fX(x) = P(X = x) • 0 ≤ fX(x) ≤ 1 • ∑ ∀ = x X 1(x)f • R⊆∀===∈ ∑∑ ∈∈ A;x)P(X(x)fA)P(X AxAx X ‫ﻤﺜﺎل‬)٧-٤:( ‫ﻓ‬‫ﻤﺜﺎل‬ ‫ﻲ‬)٧-٣.( ‫ﺍﻟﻌﺸﻭﺍﺌ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬‫ﻲ‬ ‫ﺃﻭﺠﺩ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬X fX(x) = P(X = x) ‫ﺍﻟﺤل‬: : ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬X fX(x) = P(X = x)x 4/9= fx(0)=P(X=0)0 4/9= fx(1)=P(X=1)1 1/9= fx(2)=P(X=2)2 1.00‫ﺍﻟﻤﺠﻤﻭﻉ‬ ‫ﻴﻠﻲ‬ ‫ﻤﺎ‬ ‫ﺘﺤﻘﻕ‬: ‫ﺃﻥ‬ ‫ﻨﻼﺤﻅ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻫﺫﺍ‬ ‫ﻤﻥ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬fX(x) = P(X = x) • 0 ≤ fX(x) ≤ 1 ; x =0, 1, 2
  • 8. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٠٠- • ∑ ∑ ∀ = == x 2 0x XX 1(x)f(x)f )٧-٣-٢(‫ﺍﻟﺘﻭﻗﻊ‬)‫ﺍﻟ‬‫ﻤﺘﻭﺴﻁ‬(‫ﻟ‬‫ﺍﻟﻤﺘﻘﻁﻊ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬of A)Mean(Expected Value Discrete Random Variable: ‫ﺃﻭ‬ ‫ﻤﺘﻐﻴﺭ‬‫ﺍ‬‫ﻋﺸﻭﺍﺌﻴ‬‫ﺎ‬‫ﻫـﻲ‬ ‫ﻟـﻪ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻤﺘﻘﻁﻌﺎ‬ ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬X(S)={x1,x2,…,xn} X ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﻜﺘﻠﺘﻪ‬ ‫ﻭﺩﺍﻟﺔ‬‫ﻫﻲ‬fX(x) X(S)={x1,x2,x3,…}‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﻓﺈﻥ‬)‫ﺃﻭ‬ ‫ﺍﻟﻤﺘﻭﻗﻌـﺔ‬ ‫ﺍﻟﻘﻴﻤـﺔ‬ ‫ﺃﻭ‬ ‫ﺍﻟﻤﺘﻭﺴﻁ‬(‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺒﺎﻟﺼﻴﻐﺔ‬ ‫ﻭﻴﻌﺭﻑ‬: ‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﺃﻭ‬ ‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﻟﻪ‬ ‫ﻴﺭﻤﺯ‬E(X) XμX μX = E(X) = ∑∑ ∈∈ == X(S)xX(S)x X x)P(Xx(x)fx = x1 fX(x1) + x2 fX(x2) + … ‫ﻤﻼﺤﻅﺔ‬: ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻴﺄﺨﺫ‬ ‫ﻭﺍﻟﺫﻱ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻤﺘﻭﺴﻁ‬ ‫ﺃﻭ‬ ‫ﺍﻟﻤﺘﻭﻗﻌﺔ‬ ‫ﺍﻟﻘﻴﻤﺔ‬ ‫ﺇﻥ‬x1,x2,…,xn X‫ﻫﻭ‬ ‫ﻤﺎ‬ ‫ﻟﻠﻘﻴﻡ‬ ‫ﺍﻟﻤﺭﺠﺢ‬ ‫ﺍﻟﻭﺴﻁ‬ ‫ﺇﻻ‬x1,x2,…,xn‫ﺃﻥ‬ ‫ﺒﺎﻋﺘﺒﺎﺭ‬ ‫ﺃﻱ‬ ،‫ﺍﻟﻘﻴﻡ‬ ‫ﺘﻠﻙ‬ ‫ﺍﺤﺘﻤﺎﻻﺕ‬ ‫ﻫﻲ‬ ‫ﺍﻷﻭﺯﺍﻥ‬ ‫ﺃﻥ‬ ‫ﺒﺎﻋﺘﺒﺎﺭ‬ ‫ﺍﻟﻘﻴﻤﺔ‬ ‫ﻭﺯﻥ‬‫ﺍﻟﻭﺍﺤـﺩ‬ ‫ﻴﺴﺎﻭﻱ‬ ‫ﺍﻷﻭﺯﺍﻥ‬ ‫ﻤﺠﻤﻭﻉ‬ ‫ﺃﻥ‬ ‫ﻤﻼﺤﻅﺔ‬ ‫ﻤﻊ‬‫ﺃﻥ‬ ‫ﺃﻱ‬ ، ‫ﻫﻭ‬‫ﺍﺤﺘﻤﺎﻟﻬﺎ‬wi=fX(xi) xi 1)(xfw n 1i iX n 1i i ∑∑ = . == = ‫ﻤﺜﺎل‬)٧-٥:( ‫ﺍﻟﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﻤﻌﻁﺎﺓ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﻜﺘﻠﺘﻪ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺍﻟﺫﻱ‬‫ﺍﻟﺘﺎﻟﻲ‬: ‫ﺃﻭﺠﺩ‬‫ﺘﻭﻗﻊ‬)‫ﺃﻭ‬‫ﻤﺘﻭﺴﻁ‬(‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X fX(x) = P(X = x)x 4/90 4/91 1/92 ‫ﺍﻟﺤل‬: ‫ﻫﻲ‬: ‫ﺍﻟﻤﺘﻭﻗﻌﺔ‬ ‫ﺍﻟﻘﻴﻤﺔ‬)‫ﺃﻭ‬‫ﻤﺘﻭﺴﻁ‬(‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X μX = E(X) = = x∑ = 2 0x X (x)fx 1 fX(x1) + x2 fX(x2) + x3 fX(x3) = 0 × 4/9 + 1 × 4/9 + 2 × 1/9 = 0 + 4/9 +2/9 = 6/9
  • 9. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٠١- ‫ﻭﻴﻤﻜﻥ‬‫ﺘ‬‫ﻠﺨ‬‫ﻴ‬‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﺍﻟﺤل‬ ‫ﺹ‬: x fX(x)fX(x)x 0 ×4/9 = 0 1×4/9 = 4/9 2×1/9 = 2/9 4/9 4/9 1/9 0 1 2 6/9(x)fx E(X)μ X X == = ∑ ∑ (x)fX = 1.0 ‫ﺍﻟﻤﺠﻤﻭﻉ‬ ‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﺨﻭﺍﺹ‬ ‫ﺒﻌﺽ‬: ‫ﺜﻭﺍﺒﺕ‬.‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺨﻭﺍﺹ‬ ‫ﻴﺤﻘﻕ‬ ‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﺇﻥ‬: ‫ﻭ‬ ‫ﻤﺘﻐﻴﺭ‬‫ﺍ‬‫ﻋﺸﻭﺍﺌﻴ‬‫ﻭﻟﺘﻜﻥ‬ ‫ﺎ‬ ‫ﻟﻴﻜﻥ‬b a X • E(a) =a • E(X±b) = E(X) ±b • E(aX) =a E(X) • E(aX±b) = aE(X) ±b ‫ﻨﺘﻴﺠﺔ‬: ‫ﺍﻟﻌـﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻓﻲ‬ ‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﻤ‬‫ﺘﻐﻴﺭ‬‫ﺍ‬‫ﻋﺸﻭﺍﺌﻴ‬‫ﻭﻟﺘﻜﻥ‬ ‫ﺎ‬‫ﻌ‬‫ﻤﺘﻘﻁ‬ ‫ﺎ‬ ‫ﻟﻴﻜﻥ‬X g(X) X.‫ﺘﻭﻗـﻊ‬ ‫ﺇﻥ‬ ‫ﺍﻟﺩﺍﻟﺔ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺒﺎﻟﺼﻴﻐﺔ‬ ‫ﺤﺴﺎﺒﻪ‬ ‫ﻴﻤﻜﻥ‬: g(X) μg(X) = E[(g(X)] = = g(x∑ ∈X(S)x X (x)fg(x) 1) fX(x1) + g(x2) fX(x2) + … ‫ﻓﺈﻥ‬: ‫ﺘﻜﻭﻥ‬ ‫ﻋﻨﺩﻤﺎ‬ ‫ﺨﺎﺼﺔ‬ ‫ﻭﻜﺤﺎﻟﺔ‬g(X)=X2 E(X2 ) = = f∑ ∈X(S)x X 2 (x)fx 2 1x X(x1) + f2 2x X(x2) + … ‫ﻤﺜﺎل‬)٧-٦:( ‫ﺃﻭﺠﺩ‬‫ﺘﻭﻗﻊ‬)‫ﺃﻭ‬‫ﻤﺘﻭﺴﻁ‬(‫ﺍﻟﻤﺘﻐﻴﺭ‬‫ﺍﺕ‬‫ﺍﻟﻌﺸﻭﺍﺌﻴ‬‫ﻤﺜﺎل‬ ‫ﻓﻲ‬ ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺔ‬)٧-٥:( )‫ﺃ‬(g(X) = 9X+2 )‫ﺏ‬(g(X) = X2 ‫ﺍﻟﺤل‬: ‫ﻭ‬‫ﻓﺈﻥ‬ ‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﺨﻭﺍﺹ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬: )‫ﺃ‬(‫ﺃﻥ‬ ‫ﻭﺠﺩﻨﺎ‬E(X)=6/9 E[g(X)] = E(9X+2) = 9 E(X) +2 = 9 × 6/9 + 2 = 8 )‫ﺏ‬(‫ﻓﺈﻥ‬ ‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﻨﺘﻴﺠﺔ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬: E[g(X)] = E(X2 ) = ∑ (x)fx X 2 = f2 1x X(x1) + f2 2x X(x2) + … = 02 × 4/9 + 12 × 4/9 + 22 × 1/9
  • 10. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٠٢- = 0 × 4/9 + 1 × 4/9 + 4 × 1/9 = 0 + 4/9 +4/9 = 8/9 ‫ﺘ‬ ‫ﻭﻴﻤﻜﻥ‬‫ﻠﺨ‬‫ﻴ‬‫ﺤل‬ ‫ﺹ‬‫ﺍﻟﻔﻘﺭﺓ‬ ‫ﻫﺫﻩ‬‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻓﻲ‬: x2 fX(x)x2 fX(x)x 0 ×4/9 = 0 1×4/9 = 4/9 4×1/9 = 4/9 0 1 4 4/9 4/9 1/9 0 1 2 8/9 (x)fx)E(X X 22 = = ∑‫ﺍﻟﻤﺠﻤﻭﻉ‬ : )٧-٣-٣(‫ﻟ‬ ‫ﺍﻟﺘﺒﺎﻴﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬om Variableof A RandVariance ‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﻟﻪ‬ ‫ﻴﺭﻤﺯ‬ .‫ﻓ‬‫ﺘﺒﺎﻴﻥ‬ ‫ﺈﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻤﺘﻐﻴﺭ‬‫ﺍ‬‫ﻋﺸﻭﺍﺌﻴ‬‫ﺎ‬‫ﺘﻭﻗﻌﻪ‬)‫ﻤﺘﻭﺴﻁﻪ‬( ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬X XμX ‫ﺃﻭ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺒﺎﻟﺼﻴﻐﺔ‬ ‫ﻭﻴﻌﺭﻑ‬: ‫ﺃﻭ‬2 Xσ Var(X) V(X) = Var(X) = E [ (X − μX )2 ]2 Xσ ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺒﺎﻟﺼﻴﻐﺔ‬ ‫ﻭﻴﻌﺭﻑ‬: ‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﻟ‬ ‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﻟﻼﻨﺤﺭﺍﻑ‬ ‫ﻭﻴﺭﻤﺯ‬‫ﻠﻤﺘﻐﻴﺭ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬XσX 2 XσσX = ‫ﻨﺘﻴﺠﺔ‬: ‫ﻭﺘﻭﻗﻌﻪ‬)‫ﻤﺘﻭﺴﻁﻪ‬( ‫ﻤﺘﻐﻴﺭ‬‫ﺍ‬‫ﻋﺸﻭﺍﺌﻴ‬‫ﺎ‬‫ﻫﻲ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﻜﺘﻠﺘﻪ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺎ‬‫ﻌ‬‫ﻤﺘﻘﻁ‬ ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬fX(x) XμX‫ﻓـﺈﻥ‬ ‫ﺘﺒﺎﻴﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺒﺎﻟﺼﻴﻐﺔ‬ ‫ﻴﺤﺴﺏ‬ ‫ﺃﻥ‬ ‫ﻴﻤﻜﻥ‬: X = Var(X) = =2 Xσ ∑ ∈X(S)x X 2 X (x)f)μ(x - ∑ ∈ = X(S)x 2 X x)P(X)μ(x - . ‫ﺍﻟﻨﺘﻴﺠﺔ‬ ‫ﻫﺫﻩ‬‫ﻫﻲ‬‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﻟﺨﻭﺍﺹ‬ ‫ﻤﺒﺎﺸﺭﺓ‬ ‫ﻨﺘﻴﺠﺔ‬‫ﺒﺠﻌل‬ ‫ﻭﺫﻟﻙ‬g(X)= (X−μX)2 ‫ﻨﺘﻴﺠﺔ‬:)‫ﻟﻠﺘﺒﺎﻴﻥ‬ ‫ﺤﺴﺎﺒﻴﺔ‬ ‫ﺼﻴﻐﺔ‬( ‫ﺇﺜﺒﺎﺕ‬ ‫ﻴﻤﻜﻥ‬ ‫ﻓﺈﻨﻪ‬ ‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﺨﻭﺍﺹ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺼﻴﻐﺔ‬: = Var(X) = E(X2 ) − [E(X)] 22 Xσ = E(X2 ) − 2 Xμ ‫ﺃﻥ‬ ‫ﺤﻴﺙ‬:∑ (x)fx X 2 E(X2 ) =.
  • 11. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٠٣- ‫ﻤﺜﺎل‬)٧-٧:( ‫ﺃﺤﺴﺏ‬‫ﻭ‬ ‫ﺍﻟﻤﺘﻭﺴﻁ‬‫ﻟ‬ ‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﻭﺍﻻﻨﺤﺭﺍﻑ‬ ‫ﺍﻟﺘﺒﺎﻴﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬X‫ﺍﻟﺫﻱ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴـﺔ‬ ‫ﻜﺘﻠﺘﻪ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺃﺩﻨﺎﻩ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﻤﻌﻁﺎﺓ‬: fX(x)x 0.6 0.3 0.1 0 1 2 ‫ﺍﻟﺤل‬: ‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﺍﻟﺤل‬ ‫ﻨﻠﺨﺹ‬: x2 fX(x)x2 (x)f)μ(x X 2 X−2 X )μ(x −x fX(x)fX(x)x 0.0 0.3 0.4 0 1 4 0.150 0.075 0.225 0.25 0.25 2.25 0.0 0.3 0.2 0.6 0.3 0.1 0 1 2 7.0 (x)fx )E(X X 2 2 = = ∑ 0.450 (x)fμ)(x σ X 2 2 X = −= ∑ 5.0 (x)fx μ X X = = ∑ 1.0‫ﺍﻟﻤﺠﻤﻭﻉ‬ )١(‫ﺍﻟﻤﺘﻭﺴﻁ‬ ‫ﺤﺴﺎﺏ‬: 5.0(x)fxμ XX ==∑ )٢(‫ﺍﻟﺘﺒﺎﻴﻥ‬ ‫ﺤﺴﺎﺏ‬: )‫ﺃ‬(‫ﺍﻟﺘﻌﺭﻴﻑ‬ ‫ﺒﺼﻴﻐﺔ‬ ‫ﺍﻟﺘﺒﺎﻴﻥ‬ ‫ﺤﺴﺎﺏ‬: .4500(x)fμ)(xσ X 22 X =−= ∑ )‫ﺏ‬(‫ﺍﻟﺤﺴﺎﺒﻴﺔ‬ ‫ﺒﺎﻟﺼﻴﻐﺔ‬ ‫ﺍﻟﺘﺒﺎﻴﻥ‬ ‫ﺤﺴﺎﺏ‬: = E(X2 ) − = 0.7 − (0.5)22 Xσ 2 Xμ = 0.7 − 0.25 = 0.45 )٣(‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻻﻨﺤﺭﺍﻑ‬ ‫ﺤﺴﺎﺏ‬: σX = =2 Xσ 0.45 = 0.6708 ‫ﺍﻟﺘ‬ ‫ﺨﻭﺍﺹ‬ ‫ﺒﻌﺽ‬‫ﺒﺎﻴﻥ‬: ‫ﺜﻭﺍﺒﺕ‬.‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺨﻭﺍﺹ‬ ‫ﻴﺤﻘﻕ‬ ‫ﺍﻟﺘﺒﺎﻴﻥ‬ ‫ﺇﻥ‬: ‫ﻭ‬ ‫ﻤﺘﻐﻴﺭ‬‫ﺍ‬‫ﻋﺸﻭﺍﺌﻴ‬‫ﻭﻟﺘﻜﻥ‬ ‫ﺎ‬ ‫ﻟﻴﻜﻥ‬b a X • Var(a) =0 • Var (X±b) = Var (X)
  • 12. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٠٤- • Var (aX) =a2 Var (X) • Var (aX±b) = a2 Var (X) ‫ﻤﺜﺎل‬)٧-٨:( ‫ﺘﺒﺎﻴﻥ‬ ‫ﺃﺤﺴﺏ‬‫ﺍﻟﻤﺘﻐﻴﺭ‬‫ﺍﺕ‬‫ﺍﻟﻌﺸﻭﺍﺌﻴ‬‫ﻤﺜﺎل‬ ‫ﻓﻲ‬ ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺔ‬)٧-٧:( ‫ﺃ‬-g(X) = 10X ‫ﺏ‬-g(X) = 10X+2 ‫ﺍﻟﺤل‬: ‫ﻭ‬‫ﺍﻟﺘﺒﺎﻴﻥ‬ ‫ﺨﻭﺍﺹ‬ ‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬‫ﻓﺈﻥ‬: ‫ﺃﻥ‬ ‫ﻭﺠﺩﻨﺎ‬Var(X)=0.45 )‫ﺃ‬( Var[g(X)] = Var (10X) = 102 Var(X) = 100 × 0.45 = 45 )‫ﺏ‬( Var[g(X)] = Var (10X+2) = 102 Var(X) = 100 × 0.45 = 45 )٧-٤(‫ﺍﻟﻤﺘﻘﻁﻌﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﺘﻭﺯﻴﻌﺎﺕ‬ ‫ﺒﻌﺽ‬Some Discrete Prabability Distributions: ‫ﺍﻟﻤﺘﻘﻁﻌﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﺘﻭﺯﻴﻌﺎﺕ‬‫ﺍﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺘﻭﺯﻴﻌﺎﺕ‬ ‫ﻫﻲ‬)‫ﺍﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﻜﺘل‬ ‫ﺩﻭﺍل‬ ‫ﺃﻭ‬(‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﻟﻤﺘﻐﻴﺭﺍﺕ‬ ‫ﻤﺘﻘﻁ‬‫ﻌﺔ‬.‫ﺇﻟﻰ‬ ‫ﺴﻨﺘﻁﺭﻕ‬ ‫ﺍﻟﻔﻘﺭﺓ‬ ‫ﻫﺫﻩ‬ ‫ﻭﻓﻲ‬‫ﻤﻥ‬ ‫ﺍﺜﻨﻴﻥ‬‫ﺍﻟﻤﺘﻘﻁﻌﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﺘﻭﺯﻴﻌﺎﺕ‬‫ﺍﻟﻤﻬﻤﺔ‬‫ﺘﻭﺯﻴﻊ‬ ‫ﻫﻤﺎ‬ ‫ﻭ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬‫ﺍﻟﺘ‬ ‫ﺃﻭ‬ ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﺍﺕ‬ ‫ﺘﻭﺯﻴﻊ‬‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﻱ‬ ‫ﻭﺯﻴﻊ‬.‫ﻫﺫﻴﻥ‬ ‫ﺍﺴﺘﻌﺭﺍﺽ‬ ‫ﻭﻗﺒل‬‫ﺍﻟﺘﻭﺯﻴﻌ‬‫ﻓﺈﻥ‬ ‫ﻴﻥ‬‫ﻤـﻥ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﺒﻤﺤﺎﻭﻟﺔ‬ ‫ﻴﺴﻤﻰ‬ ‫ﻤﺎ‬ ‫ﻤﻌﺭﻓﺔ‬ ‫ﻟﻨﺎ‬ ‫ﺍﻟﻤﻔﻴﺩ‬. )٧-٤-١(‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﻤﺤﺎﻭﻟﺔ‬s Trial'Bernoulli ‫ﻤ‬‫ﻨﺘﻴﺠﺘﻴﻥ‬ ‫ﻟﻬﺎ‬ ‫ﻋﺸﻭﺍﺌﻴﺔ‬ ‫ﺘﺠﺭﺒﺔ‬ ‫ﻫﻲ‬ ‫ﺒﻴﺭﻭﻨﻠﻠﻲ‬ ‫ﺤﺎﻭﻟﺔ‬‫ﺍﺜﻨﺘﻴﻥ‬‫ﻓﻘﻁ‬.‫ﺍﻟﻨﺘﻴﺠ‬ ‫ﻨﺴﻤﻲ‬‫ﺔ‬‫ﺎ‬‫ﺤ‬‫ﺍﺼـﻁﻼ‬ ‫ﺍﻷﻭﻟـﻰ‬ ‫ﺒﺎﻟﻨﺠﺎﺡ‬‫ﺒﺎﻟﻔﺸل‬ ‫ﻨﺴﻤﻴﻬﺎ‬ ‫ﺍﻟﺜﺎﻨﻴﺔ‬ ‫ﻭﺍﻟﻨﺘﻴﺠﺔ‬ ‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﻟﻬﺎ‬ ‫ﻭﻨﺭﻤﺯ‬(Failure) (s) (Success)‫ﻟﻬﺎ‬ ‫ﻭﻨﺭﻤﺯ‬ ‫ﺒﺎﻟﺭﻤﺯ‬.‫ﻓﺈﻥ‬ ‫ﻟﺫﻟﻙ‬‫ﻫﻭ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﻟﻤﺤﺎﻭﻟﺔ‬ ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﺭﺍﻍ‬S={s,f} (f).‫ﻭ‬‫ﺍﻟﻨﺠـﺎ‬ ‫ﻻﺤﺘﻤـﺎل‬ ‫ﻨﺭﻤـﺯ‬‫ﺡ‬ ‫ﺒﺎﻟﺭﻤﺯ‬‫ﻭ‬‫ﺃﻥ‬ ‫ﻤﻼﺤﻅﺔ‬ ‫ﻴﻨﺒﻐﻲ‬: ‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﺍﻟﻔﺸل‬ ‫ﻭﻻﺤﺘﻤﺎل‬q=1−p q=P(f) p=P(s).‫ﺃﻤﺜﻠـﺔ‬ ‫ﻭﻤـﻥ‬ ‫ﻴﻠﻲ‬ ‫ﻤﺎ‬ ‫ﻨﺫﻜﺭ‬ ‫ﺒﻴﺭﻭﻨﻠﻠﻲ‬ ‫ﻤﺤﺎﻭﻻﺕ‬: ‫ﻨﻘﻭﺩ‬ ‫ﻗﻁﻌﺔ‬ ‫ﻗﺫﻑ‬ ‫ﺘﺠﺭﺒﺔ‬)‫ﻜﺘﺎﺒﺔ‬ ‫ﺃﻭ‬ ‫ﺼﻭﺭﺓ‬( ١. ٢.‫ﺍﻟﻤﻭﻟﻭﺩ‬ ‫ﺠﻨﺱ‬ ‫ﺘﺴﺠﻴل‬ ‫ﺘﺠﺭﺒﺔ‬)‫ﺃﻨﺜﻰ‬ ‫ﺃﻭ‬ ‫ﺫﻜﺭ‬( ‫ﺍﻻﺨﺘﺒﺎﺭ‬ ‫ﻓﻲ‬ ‫ﻁﺎﻟﺏ‬ ‫ﻨﺘﻴﺠﺔ‬ ‫ﺭﺼﺩ‬ ‫ﺘﺠﺭﺒﺔ‬)‫ﺭﺍﺴﺏ‬ ‫ﺃﻭ‬ ‫ﻨﺎﺠﺢ‬( ٣.
  • 13. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٠٥- ‫ﺘﺤﻠﻴل‬ ‫ﻨﺘﻴﺠﺔ‬ ‫ﺭﺼﺩ‬ ‫ﺘﺠﺭﺒﺔ‬‫ﺇﺼﺎﺒﺔ‬‫ﻤﻌﻴﻥ‬ ‫ﺒﻤﺭﺽ‬)‫ﻤﺼﺎﺏ‬ ‫ﻏﻴﺭ‬ ‫ﺃﻭ‬ ‫ﻤﺼﺎﺏ‬( ٤. ‫ﺇﻨﺘﺎﺝ‬ ‫ﻤﻥ‬ ‫ﻗﻁﻌﺔ‬ ‫ﻓﺤﺹ‬ ‫ﺘﺠﺭﺒﺔ‬‫ﺍﻟﻤﺼﺎﻨﻊ‬ ‫ﺃﺤﺩ‬)‫ﺘﺎﻟﻔﺔ‬ ‫ﺃﻭ‬ ‫ﺴﻠﻴﻤﺔ‬( ٥. )٧-٤-٢(‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﺘﻭﺯﻴﻊ‬s Distribution'Bernoulli ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻭﻟﻨﻌﺭﻑ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﻤﺤﺎﻭﻟﺔ‬ ‫ﻟﺩﻴﻨﺎ‬ ‫ﺃﻥ‬ ‫ﻟﻨﻔﺭﺽ‬X‫ﻋﻨـﺩ‬ ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺩﺩ‬ ‫ﺃﻨﻪ‬ ‫ﻋﻠﻰ‬ ‫ﺃﻥ‬ ‫ﺃﻱ‬ ،‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﻤﺤﺎﻭﻟﺔ‬ ‫ﺇﺠﺭﺍﺀ‬: X(s) = 1, X(f) = 0 ‫ﻫﻲ‬ ‫ﻭﺍﺤﺘﻤﺎﻻﺘﻪ‬: ‫ﻫﻲ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻟﻬﺫﺍ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﺇﻥ‬X(S)={0,1} P(X=1) = P(s) = p P(X=0) = P(f) = 1− p ‫ﻫﻲ‬: ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺃﻥ‬ ‫ﺃﻱ‬X ⎩ ⎨ ⎧ ≠ = === 10,x0; 10,x;p)(1p x)P(X(x)f x1x X - - .‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻭﻴﺴﻤﻰ‬ ‫ﻴﺴﻤﻰ‬‫ﺒﺘﻭﺯﻴﻊ‬‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬‫ﺒﺎ‬‫ﻟﻤﻌﻠﻤﺔ‬ ‫ﺇﻥ‬‫ﺘﻭﺯﻴﻊ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X p X ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﺒﻤﺘﻐﻴﺭ‬.‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﺍﺤﺘﻤﺎل‬ ‫ﻫﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻫﺫﺍ‬ ‫ﻭﻤﻌﻠﻤﺔ‬.p )٧-٤-٣(‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﻱ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬DistributionBinomial ‫ﺸـﺎﺌﻌﺔ‬ ‫ﺍﻟﻤﻬﻤـﺔ‬ ‫ﺍﻟﻤﺘﻘﻁﻌﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﺘﻭﺯﻴﻌﺎﺕ‬ ‫ﻤﻥ‬ ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﺍ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﺃﻭ‬ ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﺍﺕ‬ ‫ﺘﻭﺯﻴﻊ‬ ‫ﺇﻥ‬ ‫ﺍﻟﺘﻁﺒﻴﻘﺎ‬ ‫ﻤﻥ‬ ‫ﻜﺜﻴﺭ‬ ‫ﻓﻲ‬ ‫ﺍﻻﺴﺘﺨﺩﺍﻡ‬‫ﺕ‬.‫ﻤﺤﺎﻭﻟـﺔ‬ ‫ﺘﻜـﺭﺍﺭ‬ ‫ﻤـﻥ‬ ‫ﺘﺘﻜـﻭﻥ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻴﺔ‬ ‫ﺍﻟﺘﺠﺭﺒﺔ‬ ‫ﺃﻥ‬ ‫ﻟﻨﻔﺭﺽ‬ ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺸﺭﻭﻁ‬ ‫ﺘﺤﺕ‬ ‫ﺍﻟﻤﺭﺍﺕ‬ ‫ﻤﻥ‬ ‫ﻋﺩﺩ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬: ١.‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬ ‫ﻋﺩﺩ‬=n ٢.‫ﻤﺴﺘﻘﻠﺔ‬ ‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬)‫ﺍﻷﺨﺭﻯ‬ ‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬ ‫ﺒﻨﺘﺎﺌﺞ‬ ‫ﻴﺘﺄﺜﺭ‬ ‫ﻭﻻ‬ ‫ﻴﺅﺜﺭ‬ ‫ﻻ‬ ‫ﻤﺤﺎﻭﻟﺔ‬ ‫ﺃﻱ‬ ‫ﻨﺘﻴﺠﺔ‬( ‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬ ‫ﻟﺠﻤﻴﻊ‬ ‫ﺜﺎﺒﺕ‬ ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﺍﺤﺘﻤﺎل‬ ٣.p=P(s) ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻭﻟﻨﻌﺭﻑ‬X‫ﻭﻓﻕ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﻤﺤﺎﻭﻟﺔ‬ ‫ﺇﺠﺭﺍﺀ‬ ‫ﺘﻜﺭﺍﺭ‬ ‫ﻋﻨﺩ‬ ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺩﺩ‬ ‫ﺃﻨﻪ‬ ‫ﻋﻠﻰ‬ ‫ﺃﻋﻼﻩ‬ ‫ﺍﻟﺸﺭﻭﻁ‬.‫ﻫﻲ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻟﻬﺫﺍ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﺇﻥ‬.X(S)={0,1,…,n} ‫ﻫﻲ‬: ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﻭﺩﺍﻟﺔ‬X ⎪ ⎩ ⎪ ⎨ ⎧ ≠ =⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛ === n,1,0,x0; n,1,0,x;p)-(1p x n x)P(X(x)f x-nx X L L ‫ﻭﻨﻜﺘﺏ‬: ‫ﻭ‬ ‫ﺃﻋﻼﻩ‬‫ﺒ‬ ‫ﻴﺴﻤﻰ‬‫ﺎﻟ‬‫ﺘﻭﺯﻴﻊ‬‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﻱ‬‫ﺒﺎﻟﻤﻌﺎﻟﻡ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺘﻭﺯﻴﻊ‬ ‫ﺇﻥ‬p n X X ~ Binomial(n, p)
  • 14. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٠٦- ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﻱ‬ ‫ﺒﻤﺘﻐﻴﺭ‬.‫ﺍﻟﻤﺤـﺎﻭﻻﺕ‬ ‫ﻋـﺩﺩ‬ ‫ﻫﻤـﺎ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻫﺫﺍ‬ ‫ﻤﻌﻠﻤﺘﺎ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻭﻴﺴﻤﻰ‬n X ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻭﺍﺤﺘﻤﺎل‬.‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻓﻲ‬ ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﺍﺕ‬ ‫ﻟﺘﻭﺯﻴﻊ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺘﻤﺜﻴل‬ ‫ﻭﻴﻤﻜﻥ‬: p fX(x) = P(X = x)x n p)(1−= 0-n0 p)(1p 0 n -⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛ 0 1n p)(1pn − −= 1-n1 p)(1p 1 n -⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛ 1 2-n2 p)(1p 2 n -⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛ 2 MM n p= n-nn p)(1p n n -⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛ n
  • 15. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٠٧- ‫ﻤﻼﺤﻅ‬‫ﺎﺕ‬: ١.. ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﻱ‬ ‫ﻟﺘﻭﺯﻴﻊ‬ ‫ﺨﺎﺼﺔ‬ ‫ﺤﺎﻟﺔ‬ ‫ﻫﻭ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﺘﻭﺯﻴﻊ‬ ‫ﺇﻥ‬‫ﻋﻨﺩﻤﺎ‬n=1 ٢.‫ﻭﻟﻴﻜﻥ‬ ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺩﺩ‬ ‫ﻫﻭ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻟﻴﻜﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬Y X‫ﻋـﺩﺩ‬ ‫ﻫـﻭ‬ ‫ﺍﻟﻔﺸل‬ ‫ﻤﺭﺍﺕ‬‫ﺃﻥ‬ ‫ﺃﻱ‬ ،‫ﻓـﺈﻥ‬ ، ‫ﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬ .‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬Binomial(n,p) X Y=n−X . ‫ﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬Binomial(n,1−p) Y ‫ﻭ‬ ‫ﺍﻟﺘﻭﻗﻊ‬‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﻱ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬ ‫ﺍﻟﺘﺒﺎﻴﻥ‬: ‫ﻨﺘﻴﺠﺔ‬: ‫ﻭ‬ ‫ﻋﺸﻭﺍﺌﻴﺎ‬ ‫ﻤﺘﻐﻴﺭﺍ‬‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬‫ﺒﺎﻟﻤﻌﻠﻤﺘﻴﻥ‬ ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﻱ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬p n X‫ﺍﻟﻤﺘﻭﺴـﻁ‬ ‫ﻓـﺈﻥ‬ ، ‫ﻟﻠ‬ ‫ﻭﺍﻟﺘﺒﺎﻴﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻤﺘﻐﻴﺭ‬‫ﻴﻠﻲ‬ ‫ﻜﻤﺎ‬ ‫ﺍﻟﺘﻭﺍﻟﻲ‬ ‫ﻋﻠﻰ‬ ‫ﻫﻤﺎ‬: X μX = E(X) = np 2 Xσ = Var(X) = np(1−p) ‫ﻤﺜﺎل‬)٧-٩:( ‫ﻭ‬ ‫ﺃﻥ‬ ‫ﻟﻨﻔﺭﺽ‬‫ﺃﻥ‬ ‫ﺒﺤﻴﺙ‬ ‫ﻤﺘﺯﻨﺔ‬ ‫ﻏﻴﺭ‬ ‫ﻋﻤﻠﺔ‬ ‫ﻟﺩﻴﻨﺎ‬P(T)=0.6 P(H)=0.4.‫ﺭﻤﻴﺕ‬‫ﺜﻼﺙ‬ ‫ﺍﻟﻌﻤﻠﺔ‬ ‫ﻫﺫﻩ‬ ‫ﻤﺴﺘﻘل‬ ‫ﺒﺸﻜل‬ ‫ﻤﺭﺍﺕ‬.‫ﻟﻴﻜﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X‫ﺍﻟﺼﻭﺭ‬ ‫ﻅﻬﻭﺭ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺩﺩ‬ ‫ﻴﻤﺜل‬‫ﺓ‬‫ﻓـﻲ‬‫ﺍﻟﺭﻤﻴـﺎﺕ‬ ‫ﺍﻟﺜﻼﺙ‬. ‫ﺃ‬-. ‫ﻟ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺃﻭﺠﺩ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬X ‫ﺏ‬-. ‫ﺍﻟﺘﻭﻗﻊ‬ ‫ﺃﻭﺠﺩ‬)‫ﺍﻟﻤﺘﻭﺴﻁ‬(‫ﻟ‬ ‫ﻭﺍﻟﺘﺒﺎﻴﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬X ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺃﻭﺠﺩ‬: ‫ﺝ‬- ‫ﺼﻭﺭﺘﻴﻥ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ ١. ‫ﺍﻷﻗل‬ ‫ﻋﻠﻰ‬ ‫ﺼﻭﺭﺘﻴﻥ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ ٢. ٣.‫ﺍﻷﻜﺜﺭ‬ ‫ﻋﻠﻰ‬ ‫ﻭﺍﺤﺩﺓ‬ ‫ﺼﻭﺭﺓ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ ‫ﻜﺘﺎﺒﺎﺕ‬ ‫ﺜﻼﺙ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ ٤. ‫ﺍﻟﺤل‬: ‫ﺍﻟﻌﻤﻠﺔ‬ ‫ﺭﻤﻲ‬ ‫ﻫﻲ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﻤﺤﺎﻭﻟﺔ‬:
  • 16. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٠٨- 0.4 = ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﺍﺤﺘﻤﺎل‬= •‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻨﺘﻴﺠﺔ‬=‫ﺍﻟﺼﻭﺭﺓ‬ ‫ﻅﻬﻭﺭ‬(H)p = P(H) ⇐ 0.6 = ‫ﺍﻟﻔﺸل‬ ‫ﺍﺤﺘﻤﺎل‬= •‫ﺍﻟﻔﺸل‬ ‫ﻨﺘﻴﺠﺔ‬=‫ﺍﻟﻜﺘﺎﺒﺔ‬ ‫ﻅﻬﻭﺭ‬(T)1−p = P(T) ⇐ ‫ﺍﻟﺘﺠﺭﺒﺔ‬‫ﻫﻲ‬‫ﺭﻤﻲ‬‫ﻤﺴﺘﻘل‬ ‫ﺒﺸﻜل‬ ‫ﻤﺭﺍﺕ‬ ‫ﺜﻼﺙ‬ ‫ﺍﻟﻌﻤﻠﺔ‬: ‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬ ‫ﻋﺩﺩ‬n=3)‫ﺍﻟ‬ ‫ﻋﺩﺩ‬‫ﺭﻤﻴﺎﺕ‬( • ‫ﻤﺴﺘﻘﻠﺔ‬ ‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬)‫ﺍﻟﺭﻤﻴﺎﺕ‬ ‫ﻷﻥ‬‫ﻤﺴﺘﻘﻠﺔ‬( • ‫ﺜﺎﺒﺕ‬)‫ﺍﻟﻌﻤﻠﺔ‬ ‫ﻨﻔﺱ‬ ‫ﻨﺴﺘﺨﺩﻡ‬ ‫ﻷﻨﻨﺎ‬( ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﺍﺤﺘﻤﺎل‬p=0.4 • ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻟﻨﻌﺭﻑ‬: =‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺩﺩ‬‫ﺍﻟﺜﻼﺙ‬ ‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬ ‫ﻓﻲ‬ X =‫ﺍﻟﺜﻼﺙ‬ ‫ﺍﻟﺭﻤﻴﺎﺕ‬ ‫ﻓﻲ‬ ‫ﺍﻟﺼﻭﺭﺓ‬ ‫ﻅﻬﻭﺭ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺩﺩ‬ ‫ﺃﻥ‬ ‫ﺃﻱ‬ ،: ‫ﻭ‬ ‫ﺒﺎﻟﻤﻌﻠﻤﺘﻴﻥ‬ ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﺍﺕ‬ ‫ﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬ ‫ﺇﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬p=0.4 n=3 X X ~ Binomial(3, 0.4) ‫ﻫﻲ‬: ‫ﺃ‬-‫ﻟ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬X ⎪ ⎩ ⎪ ⎨ ⎧ ≠ =⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛ === 3,21,0,x0; 3,21,0,x;(0.6))4.0( x 3 x)P(X(x)f x-3x X ‫ﺘﻤﺜﻴل‬ ‫ﻭﻴﻤﻜﻥ‬‫ﺩﺍﻟ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺔ‬‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺒﺎﻟﺠﺩﻭل‬: fX(x) = P(X = x)x 216.0.6)0()4.0()1(.6)0()4.0( 0 3 300-30 ==⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛0 432.0.6)0()4.0()3(.6)0()4.0( 1 3 21-31 ==⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛1 288.0.6)0()4.0()3(.6)0()4.0( 2 3 122-32 ==⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛2 064.0.6)0()4.0()1(.6)0()4.0( 3 3 033-33 ==⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛3 ‫ﺍﻟﺘﻭﺍﻟﻲ‬ ‫ﻋﻠﻰ‬ ‫ﻫﻤﺎ‬: ‫ﺏ‬-‫ﺍﻟﺘﻭﻗﻊ‬)‫ﺍﻟﻤﺘﻭﺴﻁ‬(‫ﻟ‬ ‫ﻭﺍﻟﺘﺒﺎﻴﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬X μX = E(X) = np = 3 × 0.4 = 1.2 2 Xσ = Var(X) = np(1−p) = 3 × 0.4 × 0.6 = 0.72
  • 17. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٠٩- ‫ﺝ‬-‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺇﻴﺠﺎﺩ‬: ‫ﺼﻭﺭﺘﻴﻥ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬P({ }) = P(X=2) = fX(2) = 0.288 ‫ﺍﻷﻗل‬ ‫ﻋﻠﻰ‬ ‫ﺼﻭﺭﺘﻴﻥ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ }) = P(X≥2) = P(X=2) + P(X=3)P({ = fX(2) + fX(3) = 0.288 + 0.064 = 0.352 ‫ﺍﻷﻜﺜﺭ‬ ‫ﻋﻠﻰ‬ ‫ﻭﺍﺤﺩﺓ‬ ‫ﺼﻭﺭﺓ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬}) = P(X≤1) = P(X=0) + P(X=1)P({ = fX(0) + fX(1) = 0.216 + 0.432 = 0.648 ‫ﻜﺘﺎﺒﺎﺕ‬ ‫ﺜﻼﺙ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ }) = P(X=0) = fX(0) = 0.216P({ ‫ﻤﺜﺎل‬)٧-١٠:( .‫ﻤﻥ‬ ‫ﻤﻜﻭﻨﺔ‬ ‫ﻋﻴﻨﺔ‬ ‫ﺃﺨﺫﺕ‬ ‫ﺇﺫﺍ‬ ‫ﺇﻥ‬‫ﻫﻲ‬ ‫ﺍﻟﻤﺼﺎﺒﻴﺢ‬ ‫ﻤﺼﺎﻨﻊ‬ ‫ﻷﺤﺩ‬ ‫ﺍﻟﺘﺎﻟﻑ‬ ‫ﺍﻹﻨﺘﺎﺝ‬ ‫ﻨﺴﺒﺔ‬5 10%‫ﻤﺼﺎﺒﻴﺢ‬ ‫ﻤﻥ‬ ‫ﻋﺸﻭﺍﺌﻲ‬ ‫ﺒﺸﻜل‬‫ﺇﻨﺘﺎﺝ‬‫ﻤﺎ‬ ‫ﻓﺄﻭﺠﺩ‬ ،‫ﺍﻟﻤﺼﻨﻊ‬ ‫ﻫﺫﺍ‬‫ﻴﻠﻲ‬: ‫ﺃ‬.‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺃﻭﺠﺩ‬: ١.‫ﺘﺎﻟﻑ‬ ‫ﻭﺍﺤﺩ‬ ‫ﻤﺼﺒﺎﺡ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ ٢.‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬‫ﺍﻟ‬ ‫ﺠﻤﻴﻊ‬‫ﺘﺎﻟﻔﺔ‬ ‫ﻤﺼﺎﺒﻴﺢ‬ ‫ﻤﺼﺒﺎ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬‫ﺍﻷﻜﺜﺭ‬ ‫ﻋﻠﻰ‬ ‫ﺘﺎﻟﻑ‬ ‫ﻭﺍﺤﺩ‬ ‫ﺡ‬ ٣. ٤.‫ﺍﻷﻗل‬ ‫ﻋﻠﻰ‬ ‫ﺘﺎﻟﻑ‬ ‫ﻭﺍﺤﺩ‬ ‫ﻤﺼﺒﺎﺡ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ ‫ﺏ‬.‫ﺃﻭﺠﺩ‬‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻲ‬ ‫ﺍﻟﺘﺎﻟﻔﺔ‬ ‫ﻟﻠﻤﺼﺎﺒﻴﺢ‬ ‫ﺍﻟﻤﺘﻭﻗﻊ‬ ‫ﺍﻟﻌﺩﺩ‬. ‫ﺍﻟﺤل‬: ‫ﻫﻲ‬ ‫ﺒﻴﺭﻨﻭﻟﻠﻲ‬ ‫ﻤﺤﺎﻭﻟﺔ‬‫ﺍﻟﻤﺼﺒﺎﺡ‬ ‫ﻓﺤﺹ‬: 0.1 = ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﺍﺤﺘﻤﺎل‬= ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻨﺘﻴﺠﺔ‬=‫ﺘﺎﻟﻑ‬ ‫ﻤﺼﺒﺎﺡ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬p ⇐ • 0.9 = ‫ﺍﺤﺘﻤﺎل‬‫ﺍﻟﻔﺸل‬= ‫ﺍﻟﻔﺸل‬ ‫ﻨﺘﻴﺠﺔ‬=‫ﺴﻠﻴﻡ‬ ‫ﻤﺼﺒﺎﺡ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬1−p ⇐ • ‫ﻤﺼﺎﺒﻴﺢ‬‫ﻤﺴﺘﻘل‬ ‫ﺒﺸﻜل‬: ‫ﺍﻟﺘﺠﺭﺒﺔ‬‫ﻫﻲ‬‫ﻓﺤﺹ‬5 ‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬ ‫ﻋﺩﺩ‬n=5)‫ﺍﻟ‬ ‫ﻋﺩﺩ‬‫ﻤﺼﺎﺒﻴﺢ‬( • ‫ﻤﺴﺘﻘﻠﺔ‬ ‫ﺍﻟﻤﺤﺎﻭﻻﺕ‬)‫ﻷﻥ‬‫ﻋﺸﻭﺍﺌﻲ‬ ‫ﺒﺸﻜل‬ ‫ﺃﺨﺫﺕ‬ ‫ﺍﻟﻌﻴﻨﺔ‬( •
  • 18. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١١٠- ‫ﺜﺎﺒﺕ‬)‫ﻷﻥ‬‫ﺍﻟﻤﺼﻨﻊ‬ ‫ﻨﻔﺱ‬ ‫ﻤﻥ‬ ‫ﺃﺨﺫﺕ‬ ‫ﺍﻟﻤﺼﺎﺒﻴﺢ‬( ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﺍﺤﺘﻤﺎل‬p=0.1 • ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻟﻨﻌﺭﻑ‬: =‫ﺍﻟﻤﺤﺎﻭ‬ ‫ﻓﻲ‬ ‫ﺍﻟﻨﺠﺎﺡ‬ ‫ﻤﺭﺍﺕ‬ ‫ﻋﺩﺩ‬‫ﻻﺕ‬‫ﺍﻟﺨﻤﺱ‬ X ‫ﻤﺼﺎﺒﻴﺢ‬ =‫ﻓﺤﺹ‬ ‫ﻋﻨﺩ‬ ‫ﺍﻟﺘﺎﻟﻔﺔ‬ ‫ﺍﻟﻤﺼﺎﺒﻴﺢ‬ ‫ﻋﺩﺩ‬5 ‫ﺃﻥ‬ ‫ﺃﻱ‬ ،: ‫ﻭ‬ ‫ﺒﺎﻟﻤﻌﻠﻤﺘﻴﻥ‬ ‫ﺍﻟﺤﺩﻴﻥ‬ ‫ﺫﺍﺕ‬ ‫ﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬ ‫ﺇﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬p=0.1 n=5 X X ~ Binomial(5, 0.1) ‫ﻫﻲ‬: ‫ﺇﻥ‬‫ﻟ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬X ⎪ ⎩ ⎪ ⎨ ⎧ ≠ =⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛ === 54,3,,21,0,x0; 54,3,,21,0,x;(0.9))1.0( x 5 x)P(X(x)f x-5x X ‫ﺘﻤﺜﻴل‬ ‫ﻭﻴﻤﻜﻥ‬‫ﺍﻻ‬ ‫ﺍﻟﻜﺘﻠﺔ‬ ‫ﺩﺍﻟﺔ‬‫ﺤﺘﻤﺎﻟﻴﺔ‬‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﺒﺎﻟﺠﺩﻭل‬: fX(x) = P(X = x)x = 0.59049 0-50 .9)0()1.0( 0 5 ⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛ 0 = 0.32805 1-51 .9)0()1.0( 1 5 ⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛ 1 = 0.07290 2-52 .9)0()1.0( 2 5 ⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛ 2 = 0.00810 3-53 .9)0()1.0( 3 5 ⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛ 3 = 0.00045 4-54 .9)0()1.0( 4 5 ⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛ 4 = 0.00001 5-55 .9)0()1.0( 5 5 ⎟⎟ ⎠ ⎞ ⎜⎜ ⎝ ⎛ 5 ‫ﺃ‬.‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺇﻴﺠﺎﺩ‬: ‫ﺘﺎﻟﻑ‬ ‫ﻭﺍﺤﺩ‬ ‫ﻤﺼﺒﺎﺡ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬P({ }) = P(X=1) = fX(1) = 0.32805 ‫ﺘﺎﻟﻔﺔ‬ ‫ﺍﻟﻤﺼﺎﺒﻴﺢ‬ ‫ﺠﻤﻴﻊ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ }) = P(X=5) = fX(5) = 0.00001P({ ‫ﺍﻷﻜﺜﺭ‬ ‫ﻋﻠﻰ‬ ‫ﺘﺎﻟﻑ‬ ‫ﻭﺍﺤﺩ‬ ‫ﻤﺼﺒﺎﺡ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ }) = P(X≤1)P({
  • 19. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١١١- = P(X=0) + P(X=1) = fX(0) + fX(1) = 0.59049+ 0.32805 = 0.91854 ‫ﺍﻷﻗل‬ ‫ﻋﻠﻰ‬ ‫ﺘﺎﻟﻑ‬ ‫ﻭﺍﺤﺩ‬ ‫ﻤﺼﺒﺎﺡ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﺤﺼﻭل‬ }) = P(X≥1)P({ = 1 − P(X = 0) = 1 − fX(0) = 1 − 0.59049 = 0.409510 ‫ﺏ‬.‫ﻫﻭ‬ ‫ﺍﻟﻌﻴﻨﺔ‬ ‫ﻓﻲ‬ ‫ﺍﻟﺘﺎﻟﻔﺔ‬ ‫ﻟﻠﻤﺼﺎﺒﻴﺢ‬ ‫ﺍﻟﻤﺘﻭﻗﻊ‬ ‫ﺍﻟﻌﺩﺩ‬: μX = E(X) = np = 5 × 0.1 = 0.5
  • 20. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١١٢- : )٧-٥(‫ﺍ‬‫ﺍﻟﻌﺸﻭﺍﺌ‬ ‫ﻟﻤﺘﻐﻴﺭ‬‫ﻲ‬‫ﺍﻟﻤ‬‫ﺴﺘﻤﺭ‬)‫ﺍﻟﻤ‬‫ﺘﺼل‬(Random VariableContinuous ‫ﻟﻘﺩ‬‫ﹰﺎ‬‫ﻘ‬‫ﺴﺎﺒ‬ ‫ﺫﻜﺭﻨﺎ‬‫ﺃﻥ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬‫ﺍﻟﻤﺘﻘﻁﻊ‬X‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﺘﻜﻭﻥ‬ ‫ﻋﺸﻭﺍﺌﻲ‬ ‫ﻤﺘﻐﻴﺭ‬ ‫ﻫﻭ‬ ‫ـﺔ‬‫ﻤﺘﻘﻁﻌـ‬ ‫ـﺔ‬‫ﻤﺠﻤﻭﻋـ‬ ‫ـﻪ‬‫ﻟـ‬)‫ـﺩ‬‫ﻟﻠﻌـ‬ ‫ـﺔ‬‫ﻗﺎﺒﻠـ‬ ‫ﺃﻭ‬(‫ـﺸﻜل‬‫ﺍﻟـ‬ ‫ـﻰ‬‫ﻋﻠـ‬ ‫ﺃﻱ‬‫ﺃﻭ‬ X(S)={x1,x2,…,xn} X(S)={x1,x2,x3,…}.‫ﺍﻟﻤﺴﺘﻤﺭ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺃﻤﺎ‬)‫ﺍﻟﻤﺘﺼل‬(‫ﻴ‬ ‫ﺃﻥ‬ ‫ﻓﻴﻤﻜﻥ‬‫ﻤﺒﺴﻁ‬ ‫ﺒﺸﻜل‬ ‫ﻌﺭﻑ‬ ‫ﺃﻨﻪ‬ ‫ﻋﻠﻰ‬‫ﺇﺘﺤﺎﺩ‬ ‫ﺃﻭ‬ ‫ﻓﺘﺭﺓ‬ ‫ﻋﻥ‬ ‫ﻋﺒﺎﺭﺓ‬ ‫ﻟﻪ‬ ‫ﺍﻟﻤﻤﻜﻨﺔ‬ ‫ﺍﻟﻘﻴﻡ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻋﺸﻭﺍﺌﻲ‬ ‫ﻤﺘﻐﻴﺭ‬‫ﺍﻟ‬ ‫ﻤﻥ‬ ‫ﻋﺩﺩ‬‫ﻔﺘﺭﺍﺕ‬.‫ﻭ‬‫ﻤﻥ‬ ‫ﺃﻤﺜﻠﺔ‬‫ﺒﻭﺍﺴﻁﺔ‬ ‫ﺘﻤﺜﻴﻠﻬﺎ‬ ‫ﻴﻤﻜﻥ‬ ‫ﺍﻟﺘﻲ‬ ‫ﺍﻟﻜﻤﻴﺎﺕ‬‫ﻤﺘﻐﻴﺭﺍﺕ‬‫ﻋﺸﻭﺍﺌﻴﺔ‬‫ﻤﺘﺼﻠﺔ‬: ‫ﻤﻌﻴﻥ‬ ‫ﻜﻴﻤﻴﺎﺌﻲ‬ ‫ﺘﻔﺎﻋل‬ ‫ﺤﺭﺍﺭﺓ‬ ‫ﺩﺭﺠﺔ‬ • ‫ﻜﻴﻤﻴﺎﺌﻲ‬ ‫ﻤﺤﻠﻭل‬ ‫ﻓﻲ‬ ‫ﻤﺎ‬ ‫ﻤﺭﻜﺏ‬ ‫ﺘﺭﻜﻴﺯ‬ ‫ﻨﺴﺒﺔ‬ • ‫ﺍﻟﺯﻤﻨﻴﺔ‬ ‫ﺍﻟﻔﺘﺭﺓ‬‫ﺍﻹﺼﺎﺒ‬ ‫ﺒﻴﻥ‬‫ﻭﺍﻟﻭﻓﺎﺓ‬ ‫ﺍﻹﻴﺩﺯ‬ ‫ﺒﻤﺭﺽ‬ ‫ﺔ‬ • ‫ﺍﻟﺸﺨﺹ‬ ‫ﻁﻭل‬ • ‫ﺍﻟﺯﻤﻥ‬ ‫ﻭﺤﺩﺓ‬ ‫ﺨﻼل‬ ‫ﻤﻌﻴﻥ‬ ‫ﻟﺠﺴﻡ‬ ‫ﺍﻟﻤﻘﻁﻭﻋﺔ‬ ‫ﺍﻟﻤﺴﺎﻓﺔ‬ • )٧-٥-١(‫ﻟ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬ ‫ﺩﺍﻟﺔ‬‫ﺍﻟﻌﺸﻭﺍﺌ‬ ‫ﻠﻤﺘﻐﻴﺭ‬‫ﻲ‬‫ﺍﻟﻤ‬‫ﺴﺘﻤﺭ‬Probability Density Function: ‫ﺩﺍﻟﺔ‬ ‫ﻴﻭﺠﺩ‬‫ﺒـﺎﻟﺭﻤﺯ‬ ‫ﻟﻬـﺎ‬ ‫ﻴﺭﻤﺯ‬ ‫ﺴﺎﻟﺒﺔ‬ ‫ﻏﻴﺭ‬ ‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﻤﺴﺘﻤﺭ‬ ‫ﻋﺸﻭﺍﺌﻲ‬ ‫ﻤﺘﻐﻴﺭ‬ ‫ﻷﻱ‬)‫ﻤﺘﺼل‬(fX(x) X ‫ﻭ‬‫ﺍﻟﻜ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺘﺴﻤﻰ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺜﺎﻓﺔ‬‫ﻭ‬‫ﺍﺤﺘﻤﺎﻻ‬ ‫ﺇﻴﺠﺎﺩ‬ ‫ﻨﺴﺘﻁﻴﻊ‬ ‫ﺨﻼﻟﻬﺎ‬ ‫ﻤﻥ‬‫ﺕ‬‫ﻋﻨﻬﺎ‬ ‫ﺍﻟﻤﻌﺒﺭ‬ ‫ﺍﻟﺤﻭﺍﺩﺙ‬‫ﺒﻭﺍﺴﻁﺔ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬.‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻭﻗﻭﻉ‬ ‫ﺍﺤﺘﻤﺎل‬ ‫ﺘﻌﻁﻲ‬ ‫ﺍﻟﺩﺍﻟﺔ‬ ‫ﻫﺫﻩ‬ ‫ﻤﻨﺤﻨﻰ‬ ‫ﺘﺤﺕ‬ ‫ﻓﺎﻟﻤﺴﺎﺤﺔ‬X X ‫ﺍﻷﻓﻘﻲ‬ ‫ﺍﻟﻤﺤﻭﺭ‬ ‫ﻋﻠﻰ‬ ‫ﺍﻟﻤﻨﺎﻅﺭﺓ‬ ‫ﺍﻟﻔﺘﺭﺍﺕ‬ ‫ﻓﻲ‬. P(a < X < b) = = (a,b)∫ b a X dx(x)f ‫ﺍﻟﻤﺴﺎﺤﺔ‬‫ﺍﻟﻔﺘﺭﺓ‬ ‫ﻭﻓﻭﻕ‬ ‫ﺍﻟﺩﺍﻟﺔ‬ ‫ﻤﻨﺤﻨﻰ‬ ‫ﺘﺤﺕ‬
  • 21. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١١٣- ‫ﺘﻌﺭﻴﻑ‬: ‫ﺍﻟﺤﻘﻴﻘﻴﺔ‬ ‫ﺍﻷﻋﺩﺍﺩ‬ ‫ﻤﺠﻤﻭﻋﺔ‬ ‫ﻋﻠﻰ‬ ‫ﻭﺍﻟﻤﻌﺭﻓﺔ‬ ‫ﺴﺎﻟﺒﺔ‬ ‫ﻏﻴﺭ‬ ‫ﺤﻘﻴﻘﻴﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺃﻱ‬R fX(x)R‫ﺘﺴﻤﻰ‬‫ﻜﺜﺎﻓـﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺍﺤﺘﻤﺎﻟﻴﺔ‬‫ﺍﻟﻤﺴﺘﻤﺭ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬‫ﻜﺎﻥ‬ ‫ﻓﻘﻁ‬ ‫ﻭﺇﺫﺍ‬ ‫ﺇﺫﺍ‬: X P(a ≤ X ≤ b) = ∀ a, b ∈R; a≤b∫ b a X dx(x)f ‫ﺃﻥ‬ ‫ﺃﻱ‬:‫ﺍ‬ ‫ﻭﻗﻭﻉ‬ ‫ﺍﺤﺘﻤﺎل‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻤﺘﻐﻴﺭ‬X‫ﻭﺘﺤـﺕ‬ ‫ﺍﻟﻔﺘﺭﺓ‬ ‫ﺘﻠﻙ‬ ‫ﻓﻭﻕ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬ ‫ﻴﺴﺎﻭﻱ‬ ‫ﻓﺘﺭﺓ‬ ‫ﺃﻱ‬ ‫ﻓﻲ‬ ‫ﺍﻟﺩﺍﻟﺔ‬ ‫ﻤﻨﺤﻨﻰ‬.fX(x) ‫ﻤﻼﺤﻅﺎﺕ‬: ‫ﻓﺈﻥ‬ ،: ‫ﻫﻲ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﻜﺜﺎﻓﺘﻪ‬ ‫ﺩﺍﻟﺔ‬ ‫ﻤﺴﺘﻤﺭﺍ‬ ‫ﻋﺸﻭﺍﺌﻴﺎ‬ ‫ﻤﺘﻐﻴﺭﺍ‬ ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬fX(x) X ‫ﻋﺎﻡ‬ ‫ﺒﺸﻜل‬• fX(x) ≠ P(X=x) ( ) • P(X=x) = 0 , ∀ x ∈R • P(a ≤ X ≤ b) = P(a < X ≤ b) = P(a ≤ X < b) = P(a < X < b) • fX(x) ≥ 0 , ∀ x ∈R • (1dx(x)f - X =∫ ∞ ∞ ‫ﺍﻟﻭﺍﺤﺩ‬ ‫ﻴﺴﺎﻭﻱ‬ ‫ﺍﻟﺩﺍﻟﺔ‬ ‫ﻤﻨﺤﻨﻰ‬ ‫ﺘﺤﺕ‬ ‫ﺍﻟﻜﻠﻴﺔ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬ ‫ﺃﻥ‬ ‫ﺃﻱ‬) P(a < X < b)‫ﺍﻟﻜﻠﻴﺔ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬=1 P(X < a)P( X > b)
  • 22. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١١٤- )٧-٥-٢(‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬:Normal Distribution ‫ﻴﻌﺘﺒﺭ‬‫ﻤﻥ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬‫ﺘﺨﻀﻊ‬ ‫ﺍﻟﻁﺒﻴﻌﻴﺔ‬ ‫ﺍﻟﻅﻭﺍﻫﺭ‬ ‫ﻤﻥ‬ ‫ﻜﺜﻴﺭ‬ ‫ﻷﻥ‬ ‫ﻭﺫﻟﻙ‬ ‫ﺍﻟﻤﺴﺘﻤﺭﺓ‬ ‫ﺍﻟﺘﻭﺯﻴﻌﺎﺕ‬ ‫ﺃﻫﻡ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻟﻬﺫﺍ‬.‫ﺃﻥ‬ ‫ﻜﻤﺎ‬‫ﻴﻘـﺭﺏ‬ ‫ﺃﻥ‬ ‫ﻴﻤﻜـﻥ‬ ‫ﺍﻟﺘﻭﺯﻴـﻊ‬ ‫ﻟﻬﺫﺍ‬ ‫ﺘﺨﻀﻊ‬ ‫ﻻ‬ ‫ﺍﻟﺘﻲ‬ ‫ﺍﻟﻁﺒﻴﻌﻴﺔ‬ ‫ﺍﻟﻅﻭﺍﻫﺭ‬ ‫ﻤﻥ‬ ‫ﻜﺜﻴﺭ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺒﺎﻟﺘﻭﺯﻴﻊ‬ ‫ﺘﻭﺯﻴﻌﻬﺎ‬. ‫ﺘﻌﺭﻴﻑ‬: ‫ﻭﺘﺒﺎ‬‫ﻴﻥ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬‫ﺒﻤﺘﻭﺴﻁ‬ ‫ﺍﻟ‬ ‫ﺃﻥ‬ ‫ﻴﻘﺎل‬‫ﻤﺘﻐﻴﺭ‬‫ﺍﻟ‬‫ﻌﺸﻭﺍﺌﻲ‬‫ﺍﻟ‬‫ﻤﺴﺘﻤﺭ‬σ2 Xμ‫ﺇﺫﺍ‬ ‫ﻜﺎﻨﺕ‬‫ﻜﺜﺎﻓ‬ ‫ﺩﺍﻟﺔ‬‫ﺘﻪ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺼﻴﻐﺔ‬ ‫ﺘﺄﺨﺫ‬: fX(x) fX(x) = ⎪ ⎩ ⎪ ⎨ ⎧ > ∞<<∞− ∞<<∞− −− 0σ μ x };μ)(x 2σ 1 exp{ 2πσ 1 2 2 ‫ﻨﻜﺘﺏ‬ ‫ﺍﻟﺤﺎﻟﺔ‬ ‫ﻫﺫﻩ‬ ‫ﻭﻓﻲ‬: X ~ N(μ,σ2 ) ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬ ‫ﺍﻟﺫﻱ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻟﻠﻤﺘﻐﻴﺭ‬ ‫ﺇﻥ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬ ‫ﺩﺍﻟﺔ‬N(μ,σ2 ) fX(x) ‫ﺤﻭل‬ ‫ﻭﻤﺘﻤﺎﺜﻠﺔ‬ ‫ﺍﻟﺠﺭﺱ‬ ‫ﺸﻜل‬ ‫ﻟﻬﺎ‬‫ﺍﻟ‬‫ﻤﺘﻭﺴﻁ‬. ‫ﻤﻼﺤﻅﺎﺕ‬: . ‫ﺤﻭل‬ ‫ﻤﺘﻤﺎﺜل‬‫ﺍﻟ‬‫ﻤﺘﻭﺴﻁ‬ ‫ﺩﺍﻟﺔ‬ ‫ﻤﻨﺤﻨﻰ‬‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬N(μ,σ2 )μ • . ‫ﻓﺈﻥ‬:‫ﺍﻟﻤﺘﻭﺴﻁ‬=‫ﺍﻟﻭﺴﻴﻁ‬=‫ﺍﻟﻤﻨﻭﺍل‬= ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬N(μ,σ2 )μ • ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺘﻌﺘﻤﺩ‬‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬N(μ,σ2 ) •‫ﻋﻠﻰ‬‫ﻭﻫﻤـﺎ‬ ‫ﺍﻟﺘﻭﺯﻴـﻊ‬ ‫ﻤﻌﻠﻤﺘﻲ‬ ‫ﺍﻟﻤﺘﻭﺴﻁ‬.‫ﺘﺤـﺩﺩﺍﻥ‬ ‫ﺍﻟﻤﻌﻠﻤﺘـﺎﻥ‬ ‫ﻭﻫﺎﺘـﺎﻥ‬ ‫ﻟﺫﻟﻙ‬‫ﻨﻜﺘﺏ‬: ‫ﻭﺍﻟﺘﺒﺎﻴﻥ‬X ~ N(μ,σ2 ) σ2 μ
  • 23. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١١٥- ‫ﺘ‬‫ﺍﻟﺘﻭﺯﻴـﻊ‬ ‫ﻤﻭﻀﻊ‬ ‫ﺤﺩﺩ‬‫ﻭﺍﻟﻤﻌﻠﻤـﺔ‬σ2 μ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻭﺘﺸﺘﺕ‬ ‫ﺸﻜل‬ ‫ﺘﺤﺩﺩ‬. ‫ﻤﻨﺤﻨﻰ‬ ‫ﺘﺤﺕ‬ ‫ﺍﻟﻜﻠﻴﺔ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬‫ﺩﺍﻟﺔ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬N(μ,σ2 ) •‫ﺘـﺴﺎﻭﻱ‬ ‫ﺍﻟﻭﺍﺤﺩ‬. ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻷﺸﻜﺎل‬‫ﺘﺄ‬ ‫ﺘﺒﻴﻥ‬‫ﺸـﻜل‬ ‫ﻋﻠـﻰ‬ ‫ﺍﻟﻤﻌﺎﻟﻡ‬ ‫ﺜﻴﺭ‬ ‫ﺒﻔﺭﺽ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﺃﻥ‬‫ﻁﺒﻴﻌﻴـﻴﻥ‬ ‫ﺘـﻭﺯﻴﻌﻴﻥ‬ ‫ﻟﺩﻴﻨﺎ‬‫ﻭ‬ N(μ1,σ2 1) N(μ2,σ2 2): _______ N(μ1, σ2 1) ----------- N(μ2, σ2 2) μ1 < μ2, σ2 1<σ2 2 μ1 = μ2, σ2 1<σ2 2μ1 < μ2, σ2 1=σ2 2 ‫ﻤﺜﺎل‬: ‫ﺒﻤﺘﻭﺴﻁ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﺎ‬‫ﺒ‬‫ﺘﻘﺭﻴ‬ ‫ﻴﺘﻭﺯﻉ‬ ‫ﻤﺎ‬ ‫ﻤﺠﺘﻤﻊ‬ ‫ﻓﻲ‬ ‫ﺍﻟﺸﺨﺹ‬ ‫ﻁﻭل‬ ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬160 X‫ﺴـﻡ‬ ‫ﻤﻌﻴﺎﺭﻱ‬ ‫ﻭﺍﻨﺤﺭﺍﻑ‬‫ﺴﻡ‬.‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻤﻨﺤﻨﻰ‬ ‫ﺘﺤﺕ‬ ‫ﺒﻤﺴﺎﺤﺎﺕ‬ ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﻤﺜل‬: 5 P(X<100), P(140<X<180), P(X>180), P(X>140)
  • 24. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١١٦- ‫ﺍﻟﺤل‬: P(X<100)= ∫ ∞ 100 - X dx(x)fP(140<X<180)= ∫ 180 140 X dx(x)f P(X>180)= ∫ ∞ 180 X dx(x)fP(X>140)= ∫ ∞ 140 X dx(x)f )٧-٥-٣(‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬)‫ﺍﻟﻘﻴﺎﺴﻲ‬(:Standard Normal Distribution ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺒﺄﻥ‬ ‫ﻴﻘﺎل‬Z‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬ ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬ ‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬ ‫ﺒﻤﺘﻭﺴ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬‫ﺍﻟﺼﻔﺭ‬ ‫ﻴﺴﺎﻭﻱ‬ ‫ﻁ‬‫ﺍﻟﻭﺍﺤﺩ‬ ‫ﻴﺴﺎﻭﻱ‬ ‫ﻭﺘﺒﺎﻴﻥ‬(σ2 =1) (μ=0).‫ﻭ‬‫ﺩ‬‫ﺍﻟﺔ‬‫ﺍﻟ‬‫ﻜﺜﺎﻓ‬‫ﺔ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﻟ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻠﻤﺘﻐﻴﺭ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﺼﻴﻐﺔ‬ ‫ﺘﺄﺨﺫ‬: Z fZ(z) = ∞<<∞−− z};z 2 1 exp{ 2π 1 2 ‫ﻨﻜﺘﺏ‬ ‫ﺍﻟﺤﺎﻟﺔ‬ ‫ﻫﺫﻩ‬ ‫ﻭﻓﻲ‬: Z ~ N(0,1)
  • 25. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١١٧- . ‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬ ‫ﻴﺼﻑ‬ ‫ﺍﻟﺘﺎﻟﻲ‬ ‫ﻭﺍﻟﺸﻜل‬‫ﺩ‬‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬ ‫ﺍﻟﺔ‬N(0,1) fZ(z) : ‫ﺇﻴﺠﺎﺩ‬‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﻟﻠﺘﻭﺯﻴﻊ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬)0,1(N~Z DistributionlCalculating Probabilities for Standard Norma ‫ﺍﻟﻤﺤﺼﻭﺭﺓ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬ ‫ﺃﻥ‬ ‫ﹰﺎ‬‫ﻘ‬‫ﺴﺎﺒ‬ ‫ﻤﻌﻨﺎ‬ ‫ﻤﺭ‬‫ﺘﺤﺕ‬‫ﻓﺘـﺭﺓ‬ ‫ﻓـﻭﻕ‬ ‫ﻭﺍﻟﻭﺍﻗﻌـﺔ‬ ‫ﺍﻻﺤﺘﻤﺎﻟﻴﺔ‬ ‫ﺍﻟﻜﺜﺎﻓﺔ‬ ‫ﺩﺍﻟﺔ‬ ‫ﻤﻨﺤﻨﻰ‬ ‫ﺍﻟﻤﺴﺘﻤﺭ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﻴﺄﺨﺫ‬ ‫ﺃﻥ‬ ‫ﺍﺤﺘﻤﺎل‬ ‫ﻴﻤﺜل‬ ‫ﻤﻌﻴﻨﺔ‬‫ﺍﻟﻔﺘﺭﺓ‬ ‫ﺘﻠﻙ‬ ‫ﻓﻲ‬ ‫ﻗﻴﻤﺔ‬.‫ﻜﺎﻥ‬ ‫ﻓﺈﺫﺍ‬Z~N(0,1) ‫ﻓﺈﻥ‬: P(Z≤a) = ∫ ∞− a dz(z)fZ = ∫ ∞ − a - 2 dz}z 2 1 exp{ 2π 1 ‫ﺍﻟﻤﺤﺼﻭﺭﺓ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬ ‫ﻴﺴﺎﻭﻱ‬ ‫ﺍﻟﺘﻜﺎﻤل‬ ‫ﻭﻫﺫﺍ‬ ‫ﺍﻟﺩﺍﻟﺔ‬ ‫ﻤﻨﺤﻨﻰ‬ ‫ﺘﺤﺕ‬‫ﺍﻟﻨﻘﻁﺔ‬ ‫ﻴﺴﺎﺭ‬ ‫ﻭﻋﻥ‬ fZ(z) a ‫ﺃﻥ‬ ‫ﺃﻱ‬: ‫ﺒﺎﻟﺭﻤﺯ‬ ‫ﻟﻼﺤﺘﻤﺎل‬ ‫ﻴﺭﻤﺯ‬Φ(a) P(Z<a) P(Z≤a) = Φ(a) ‫ﻫﻨﺎﻙ‬‫ﺠﺩ‬‫ﺨﺎﺹ‬ ‫ﻭل‬‫ﻴﺴﻤﻰ‬"‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﺠﺩﻭل‬"‫ﺍﻟﻌـﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺍﺤﺘﻤﺎﻻﺕ‬ ‫ﻹﻴﺠﺎﺩ‬ ‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬‫ﺍﻟﻨﻭﻉ‬ ‫ﻤﻥ‬P(Z≤a) = Φ(a) Z~N(0,1).‫ﺃﻥ‬ ‫ﺃﻱ‬‫ﻫﺫ‬‫ﺍ‬‫ﺍﻟﺠﺩﻭل‬‫ﻴ‬‫ﻹﻴﺠﺎﺩ‬ ‫ﺴﺘﺨﺩﻡ‬ ‫ﺍﻟﻨﻭﻉ‬ ‫ﻤﻥ‬ ‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬‫ﻟﻜل‬z∈R P(Z ≤ z)R.‫ﺍﻟﺴﺎﺒﻕ‬ ‫ﺍﻟﺘﻜﺎﻤل‬ ‫ﻗﻴﻡ‬ ‫ﺇﻴﺠﺎﺩ‬ ‫ﻋﻥ‬ ‫ﻏﻨﻰ‬ ‫ﻓﻲ‬ ‫ﻓﺈﻨﻨﺎ‬ ‫ﻭﻟﺫﻟﻙ‬. ‫ﺍ‬ ‫ﻭﻹﻴﺠﺎﺩ‬‫ﻻ‬‫ﺤﺘﻤﺎﻻﺕ‬‫ﺒ‬ ‫ﺍﻟﻤﺘﻌﻠﻘﺔ‬‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺎﻟﻤﺘﻐﻴﺭ‬Z~N(0,1)‫ﺒﻬـﺫﺍ‬ ‫ﻨﺴﺘﻌﻴﻥ‬ ‫ﻓﺈﻨﻨﺎ‬ ‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﻤﻼﺤﻅﺎﺕ‬ ‫ﻤﺭﺍﻋﺎﺓ‬ ‫ﻤﻊ‬ ‫ﺍﻟﺠﺩﻭل‬:
  • 26. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١١٨- 1. P(Z < z) = Φ(z) = ‫ﺍﻟﺠﺩﻭل‬ ‫ﻤﻥ‬‫ﻤﺒﺎﺸﺭﺓ‬ 2. P(Z > z) = 1 − P(Z < z) = 1 − Φ(z) 3. P(z1 < Z < z2) = P(Z < z2) − P(Z < z1) = Φ(z2) − Φ(z1) 4. P(Z < 0 ) = P(Z > 0) = Φ(0) = 0.5 5. P(Z = z) = 0 P(Z < z) = Φ(z) = ‫ﺍﻟﻤﻅﻠﻠﺔ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬ ‫ﺍﻟﺠﺩﻭل‬ ‫ﻤﻥ‬: ‫ﻁﺭﻴﻘﺔ‬‫ﺇﻴﺠﺎﺩ‬)z(Φ)=z<Z(P . ‫ﻋﻠﻰ‬ ‫ﺃﻱ‬ ‫ﻋﺸﺭﻴﺘﻴﻥ‬ ‫ﺨﺎﻨﺘﻴﻥ‬ ‫ﺇﻟﻰ‬ ‫ﻤﻘﺭﺒﺔ‬‫ﺍﻟﺼﻭﺭﺓ‬ ‫ﺍﻟﻘﻴﻤﺔ‬ ‫ﻟﺘﻜﻥ‬z = a.bc z ‫ﺍﻟ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﺠﺩﻭل‬‫ﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻤﻅﻠﻠﺔ‬ ‫ﺍﻟﻤﺴﺎﺤﺔ‬= Φ(z) =P(Z < z) 0.09…0.0c…0.010.00z ↓−3.4 ↓: P(Z<z)= Φ(z)→→ →→ →a.b : 3.4 : ‫ﻁﺭﻴﻘﺔ‬‫ﺇﻴﺠﺎﺩ‬)z>Z(P P(Z > z) = 1 − P(Z < z) = 1 − Φ(z)
  • 27. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١١٩- : ‫ﻁﺭﻴﻘﺔ‬‫ﺇﻴﺠﺎﺩ‬)2z<Z<1z(P P(z1 < Z < z2) = P(Z < z2) − P(Z < z1) = Φ(z2) − Φ( z1) ‫ﻤﺜﺎل‬: ‫ﻓﺄﻭﺠﺩ‬: ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬Z ~ N(0, 1) . ‫ﻤﻥ‬ ‫ﺃﻗل‬ ‫ﻗﻴﻤﺔ‬ ١.‫ﻴﺄﺨﺫ‬ ‫ﺃﻥ‬ ‫ﺍﺤﺘﻤﺎل‬1.50 Z . ٢.P(Z < 0.98) P(Z > 0.98) ٣. P(−1.33 < Z < 2.42) ٤. . ‫ﻤﻘﺩﺍﺭﻫﺎ‬ ‫ﻤﺴﺎﺤﺔ‬ ‫ﻴﺴﺒﻘﻬﺎ‬ ‫ﺍﻟﺘﻲ‬ ٥.‫ﻗﻴﻤﺔ‬ ‫ﺃﻭﺠﺩ‬0.9505 Z ‫ﺍﻟﺤل‬: P(Z < 1.50) = Φ(1.50) = 0.9332 ١. …0.00z ↓ ↓ : : 0.9332→ →1.5 : : P(Z < 0.98) = Φ(0.98) =0.8365 ٢. …0.08…z ↓ ↓ : : 0.8365→ →0.9 : :
  • 28. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٢٠- ٣. P(Z > 0.98) = 1 − P(Z < 0.98) =1 − Φ(0.98) = 1 − 0.8365 = 0.1635 ٤. P(−1.33 < Z < 2.42) = P(Z < 2.42) − P(Z < −1.33) = Φ(2.42) − Φ(−1.33) = 0.9922 − 0.0918 = 0.9004 z = 1.65 ٥.P(Z < z) = Φ(z) = 0.9505⇔ …0.05…z ↑ ↑ : : 0.9505← ←1.6 : : ‫ﻤﻌﻴﺎﺭﻱ‬ ‫ﻁﺒﻴﻌﻲ‬ ‫ﺘﻭﺯﻴﻊ‬ ‫ﺇﻟﻰ‬)0,1(N ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﺘﺤﻭﻴل‬)2 σ,μ(N :Calculating Probabilities for ‫ﻭﺇﻴﺠﺎﺩ‬‫ﺍﻟﻁﺒﻴﻌـﻲ‬ ‫ﻟﻠﺘﻭﺯﻴـﻊ‬ ‫ﺍﻻﺤﺘﻤـﺎﻻﺕ‬)2 σ,μ(N~X DistributionlNorma ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬ ‫ﺍﺤﺘﻤﺎﻻﺕ‬ ‫ﻹﻴﺠﺎﺩ‬X~N(μ,σ2 )‫ﻓﺈﻨﻨﺎ‬‫ﺃ‬ ‫ﻨﺤﻭﻟﻪ‬‫ﻋـﺸﻭﺍﺌﻲ‬ ‫ﻤﺘﻐﻴﺭ‬ ‫ﺇﻟﻰ‬ ‫ﹰ‬‫ﻻ‬‫ﻭ‬ ‫ﻤﻌﻴﺎﺭﻱ‬ ‫ﻁﺒﻴﻌﻲ‬Z~N(0,1)‫ﺜﻡ‬ ‫ﻭﻤﻥ‬‫ﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﻹﻴﺠﺎﺩ‬ ‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺍﻟﺘﻭﺯﻴﻊ‬ ‫ﺠﺩﻭل‬ ‫ﻨﺴﺘﺨﺩﻡ‬ ‫ﺍﻟﻨﻭﻉ‬ ‫ﻤﻥ‬‫ﺒﺎﺴﺘﺨﺩﺍﻡ‬ ‫ﻭﺫﻟﻙ‬‫ﺍﻟﺘﺎﻟﻴﺔ‬ ‫ﺍﻟﻨﺘﻴﺠﺔ‬: P(Z < z)= Φ(z)
  • 29. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٢١- ‫ﻨﺘﻴﺠﺔ‬: X ~ N(μ , σ2 ) ⇔ Z = σ μX − ~ N(0, 1) ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬ ‫ﹰ‬‫ﻼ‬‫ﻓﻤﺜ‬X~N(10,16)‫ﻓﺈﻥ‬N(0,1)~ 4 01X Z − . = ‫ﻓﺈﻥ‬ ‫ﺍﻟﺴﺎﺒﻘﺔ‬ ‫ﺍﻟﻨﺘﻴﺠﺔ‬ ‫ﻭﺒﺎﺴﺘﺨﺩﺍﻡ‬: X < x ⇔ σ μX − < σ μx − ⇔ Z < σ μx − ‫ﻓﺈﻥ‬ ‫ﻭﺒﺎﻟﺘﺎﻟﻲ‬: • P(X < x) = P( σ μX − < σ μx − ) = P(Z < σ μx − ) = Φ ⎟ ⎠ ⎞− σ μx ⎜ ⎝ ⎛ • P(X > x) = 1 − P(X < x) = 1 − P(Z < σ μx − ) = 1 − Φ ⎟ ⎠ ⎞ ⎜ ⎛ ⎝ − σ μx • P(x1 < X < x2) = P(X < x2) − P(X < x1) = P(Z < σ μ2x − ) − P(Z < σ μ1x − ) = Φ ⎟ ⎠ ⎞ ⎜ ⎛ − Φ ⎝ − σ μx2 ⎟ ⎠ ⎞− σ μx1 ⎜ ⎝ ⎛ ‫ﻤﻼﺤﻅﺔ‬: ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬X~N(μ,σ2 )‫ﻭﻜﺎﻨﺕ‬x‫ﻗﻴﻤﺔ‬ ‫ﻫﻲ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﺍﻟﻤﺘﻐﻴﺭ‬X‫ﺍﻟﻘﻴﻤﺔ‬ ‫ﻓﺈﻥ‬ σ x z − = μ ‫ﺘـﺴﻤﻰ‬ ‫ﺍﻟﻤﻌﻴﺎﺭﻴﺔ‬ ‫ﺍﻟﻘﻴﻤﺔ‬)‫ﺍﻟﻘﻴﺎﺴﻴﺔ‬ ‫ﺃﻭ‬(‫ﻟﻠﻘﻴﻤﺔ‬.x ‫ﻤﺜﺎل‬: ‫ﻜﺎﻥ‬ ‫ﺇﺫﺍ‬‫ﺍﻟ‬‫ﺍﻟﻌﺸﻭﺍﺌﻲ‬ ‫ﻤﺘﻐﻴﺭ‬X‫ﺍﻟﺒﺸﺭﻴﺔ‬ ‫ﺍﻟﻤﺠﺘﻤﻌﺎﺕ‬ ‫ﺃﺤﺩ‬ ‫ﻓﻲ‬ ‫ﺍﻟﻁﻭل‬ ‫ﻴﻤﺜل‬ ‫ﺍﻟﺫﻱ‬‫ﺍﻟﺘﻭﺯﻴـﻊ‬ ‫ﻭﻓﻕ‬ ‫ﻴﺘﻭﺯﻉ‬ ‫ﺒﻤﺘﻭﺴﻁ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬‫ﺴﻡ‬.‫ﻴﻠﻲ‬ ‫ﻤﺎ‬ ‫ﻓﺄﻭﺠﺩ‬: ‫ﺴﻡ‬‫ﻤﻌﻴﺎﺭﻱ‬ ‫ﻭﺍﻨﺤﺭﺍﻑ‬5 165 . ١.‫ﻟﻠﻘﻴﻤﺔ‬ ‫ﺍﻟﻤﻌﻴﺎﺭﻴﺔ‬ ‫ﺍﻟﻘﻴﻤﺔ‬x=172
  • 30. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٢٢- . ‫ﻫﻲ‬ ‫ﺍﻟﻤﻌﻴﺎﺭﻴﺔ‬ ‫ﺍﻟﻘﻴﻤﺔ‬ ‫ﻜﺎﻨﺕ‬ ‫ﺇﺫﺍ‬ ٢.‫ﺍﻟﻘﻴﻤﺔ‬z = −0.52 x ‫ﺍﻟﺤل‬: μ = 165 σ = 5 ⇔ σ2 = 25 X ~ N(165 , 25) 1. σ μx z − = = 4.1 5 651172 = − 2. σ μx z − = ⇔ zσμx += zσμx += = 165 + 5×(−0.52) = 162.5 ‫ﻤﺜﺎل‬: ‫ﺃﻥ‬ ‫ﻟﻨﻔﺭﺽ‬‫ﻫ‬ ‫ﻤﺴﺘﻭﻯ‬‫ﻴ‬‫ﺍﻟﺩﻡ‬ ‫ﻤﻭﺠﻠﻭﺒﻴﻥ‬‫ﺍﻟﺒﺸﺭﻴﺔ‬ ‫ﺍﻟﻤﺠﺘﻤﻌﺎﺕ‬ ‫ﺃﺤﺩ‬ ‫ﻓﻲ‬‫ﻴﺘﻭ‬‫ﺍﻟﻁﺒﻴﻌـﻲ‬ ‫ﺍﻟﺘﻭﺯﻴـﻊ‬ ‫ﻭﻓﻕ‬ ‫ﺯﻉ‬ ‫ﺒﻤﺘﻭﺴﻁ‬. ‫ﻤﻌﻴﺎﺭﻱ‬ ‫ﻭﺍﻨﺤﺭﺍﻑ‬0.9 16 ١.‫ﺍﻷ‬ ‫ﺃﺤﺩ‬ ‫ﺍﺨﺘﺭﻨﺎ‬ ‫ﺇﺫﺍ‬‫ﺸﺨﺎﺹ‬‫ﻤـﺴﺘﻭﻯ‬ ‫ﻴﻜـﻭﻥ‬ ‫ﺃﻥ‬ ‫ﺍﺤﺘﻤـﺎل‬ ‫ﻫـﻭ‬ ‫ﻓﻤـﺎ‬ ‫ﻋـﺸﻭﺍﺌﻲ‬ ‫ﺒﺸﻜل‬ ‫ﻫ‬‫ﻴ‬‫ﻤﻥ‬ ‫ﺃﻜﺒﺭ‬ ‫ﻟﺩﻴﻪ‬ ‫ﺍﻟﺩﻡ‬ ‫ﻤﻭﺠﻠﻭﺒﻴﻥ‬.14 . ‫ﻨﺴﺒﺔ‬ ‫ﻫﻲ‬ ‫ﻤﺎ‬‫ﺍﻷﺸﺨﺎﺹ‬‫ﻫ‬ ‫ﻤﺴﺘﻭﻯ‬ ‫ﺍﻟﺫﻴﻥ‬‫ﻴ‬‫ﻤﻥ‬ ‫ﺃﻜﺒﺭ‬ ‫ﻟﺩﻴﻬﻡ‬ ‫ﺍﻟﺩﻡ‬ ‫ﻤﻭﺠﻠﻭﺒﻴﻥ‬ ٢.14 ٣.‫ﺇﻟـﻰ‬ ‫ﻨﺴﺒﺔ‬ ‫ﻫﻲ‬ ‫ﻤﺎ‬‫ﺍﻷﺸﺨﺎﺹ‬‫ﻫ‬ ‫ﻤﺴﺘﻭﻯ‬ ‫ﻴﺘﺭﺍﻭﺡ‬ ‫ﺍﻟﺫﻴﻥ‬‫ﻴ‬‫ﻤﻭ‬‫ﻤـﻥ‬ ‫ﻟﺩﻴﻬﻡ‬ ‫ﺍﻟﺩﻡ‬ ‫ﺠﻠﻭﺒﻴﻥ‬14 .18 ‫ﺍﻟﺤل‬: =‫ﻫ‬ ‫ﻤﺴﺘﻭﻯ‬‫ﻴ‬‫ﻤﻭﺠﻠﻭﺒﻴ‬‫ﺍﻟﺩﻡ‬ ‫ﻥ‬ ‫ﻟﻴﻜﻥ‬X ‫ﺍﻟﻤﻌﻁﻴﺎﺕ‬: μ = 16 σ = 0.9 ⇔ σ2 = 0.81 X ~ N(16 , 0.81) ١. P(X > 14) = 1 − P(X < 14) = 1 − P(Z < 9.0 1614 − ) = 1 − P(Z < −2.22) = 1 − Φ(−2.22)
  • 31. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٢٣- = 1 − 0.0132 = 0.9868 ‫ﻫﻲ‬: ٢.‫ﻨﺴﺒﺔ‬‫ﺍﻷﺸﺨﺎﺹ‬‫ﻫ‬ ‫ﻤﺴﺘﻭﻯ‬ ‫ﺍﻟﺫﻴﻥ‬‫ﻴ‬‫ﻤﻥ‬ ‫ﺃﻜﺒﺭ‬ ‫ﻟﺩﻴﻬﻡ‬ ‫ﺍﻟﺩﻡ‬ ‫ﻤﻭﺠﻠﻭﺒﻴﻥ‬14 P(X > 14) × 100% = 0.9868 × 100% = 98.68% ٣. P(14 < X < 18) = P(X < 18) − P(X < 14) = P(Z < 9.0 1618 − ) − P(Z < 9.0 1614 − ) = P(Z < 2.22) − P(Z < −2.22) = Φ(2.22) − Φ(−2.22) = 0.9868 − 0.0132 = 0.9736 ‫ﻫـﻲ‬ ‫ﺇﻟـﻰ‬ ‫ﻨﺴﺒﺔ‬ ‫ﻓﺈﻥ‬ ‫ﻭﻋﻠﻴﻪ‬‫ﺍﻷﺸﺨﺎﺹ‬‫ﻫ‬ ‫ﻤﺴﺘﻭﻯ‬ ‫ﻴﺘﺭﺍﻭﺡ‬ ‫ﺍﻟﺫﻴﻥ‬‫ﻴ‬‫ﻤﻥ‬ ‫ﻟﺩﻴﻬﻡ‬ ‫ﺍﻟﺩﻡ‬ ‫ﻤﻭﺠﻠﻭﺒﻴﻥ‬18 14 .97.36%
  • 32. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٢٤- ‫ﺍﻟ‬ ‫ﺠﺩﻭل‬‫ﺍﻟﻤﻌﻴﺎﺭﻱ‬ ‫ﺍﻟﻁﺒﻴﻌﻲ‬ ‫ﺘﻭﺯﻴﻊ‬ Z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 -3.4 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0002 -3.3 0.0005 0.0005 0.0005 0.0004 0.0004 0.0004 0.0004 0.0004 0.0004 0.0003 -3.2 0.0007 0.0007 0.0006 0.0006 0.0006 0.0006 0.0006 0.0005 0.0005 0.0005 -3.1 0.0010 0.0009 0.0009 0.0009 0.0008 0.0008 0.0008 0.0008 0.0007 0.0007 -3.0 0.0013 0.0013 0.0013 0.0012 0.0012 0.0011 0.0011 0.0011 0.0010 0.0010 -2.9 0.0019 0.0018 0.0018 0.0017 0.0016 0.0016 0.0015 0.0015 0.0014 0.0014 -2.8 0.0026 0.0025 0.0024 0.0023 0.0023 0.0022 0.0021 0.0021 0.0020 0.0019 -2.7 0.0035 0.0034 0.0033 0.0032 0.0031 0.0030 0.0029 0.0028 0.0027 0.0026 -2.6 0.0047 0.0045 0.0044 0.0043 0.0041 0.0040 0.0039 0.0038 0.0037 0.0036 -2.5 0.0062 0.0060 0.0059 0.0057 0.0055 0.0054 0.0052 0.0051 0.0049 0.0048 -2.4 0.0082 0.0080 0.0078 0.0075 0.0073 0.0071 0.0069 0.0068 0.0066 0.0064 -2.3 0.0107 0.0104 0.0102 0.0099 0.0096 0.0094 0.0091 0.0089 0.0087 0.0084 -2.2 0.0139 0.0136 0.0132 0.0129 0.0125 0.0122 0.0119 0.0116 0.0113 0.0110 -2.1 0.0179 0.0174 0.0170 0.0166 0.0162 0.0158 0.0154 0.0150 0.0146 0.0143 -2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183 -1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.0250 0.0244 0.0239 0.0233 -1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294 -1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367 -1.6 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455 -1.5 0.0668 0.0655 0.0643 0.0630 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559 -1.4 0.0808 0.0793 0.0778 0.0764 0.0749 0.0735 0.0721 0.0708 0.0694 0.0681 -1.3 0.0968 0.0951 0.0934 0.0918 0.0901 0.0885 0.0869 0.0853 0.0838 0.0823 -1.2 0.1151 0.1131 0.1112 0.1093 0.1075 0.1056 0.1038 0.1020 0.1003 0.0985 -1.1 0.1357 0.1335 0.1314 0.1292 0.1271 0.1251 0.1230 0.1210 0.1190 0.1170 -1.0 0.1587 0.1562 0.1539 0.1515 0.1492 0.1469 0.1446 0.1423 0.1401 0.1379 -0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.1660 0.1635 0.1611 -0.8 0.2119 0.2090 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867 -0.7 0.2420 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148 -0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.2578 0.2546 0.2514 0.2483 0.2451 -0.5 0.3085 0.3050 0.3015 0.2981 0.2946 0.2912 0.2877 0.2843 0.2810 0.2776 -0.4 0.3446 0.3409 0.3372 0.3336 0.3300 0.3264 0.3228 0.3192 0.3156 0.3121 -0.3 0.3821 0.3783 0.3745 0.3707 0.3669 0.3632 0.3594 0.3557 0.3520 0.3483 -0.2 0.4207 0.4168 0.4129 0.4090 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859 -0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247 -0.0 0.5000 0.4960 0.4920 0.4880 0.4840 0.4801 0.4761 0.4721 0.4681 0.4641 0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359 0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753 0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141 0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517 0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879 0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224 0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549 0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852 0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133 0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389 1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621 1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830 1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015 1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177 1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319 1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441 1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545 1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633 1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706 1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767 2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817 2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857 2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890 2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916 2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936 2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952 2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964 2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974 2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981 2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986 3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990 3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
  • 33. ١٠١‫ﺇﺤﺹ‬:‫ﻤﺒﺎﺩ‬‫ﻭﺍﻻﺤﺘﻤﺎﻻﺕ‬ ‫ﺍﻹﺤﺼﺎﺀ‬ ‫ﺉ‬)١(‫ﺩ‬ ‫ﺸﻌﺒﺔ‬ ‫ﻟﻁﻼﺏ‬ ‫ﻤﺫﻜﺭﺓ‬.‫ﺍﻟﺸﻴﺤﺔ‬ ‫ﻋﺒﺩﺍﷲ‬ -١٢٥- 3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995 3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997 3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998