q. yaWiaSvili avtomatizebuli marTvis modelebi. statistikuri modelebi
q. yaWiaSvili avtomatizebuli marTvis modelebi. statistikuri modelebi
q. yaWiaSvili avtomatizebuli marTvis modelebi. statistikuri modelebi
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q. <strong>yaWiaSvili</strong><br />
<strong>avtomatizebuli</strong> <strong>marTvis</strong> <strong>modelebi</strong>.<br />
<strong>statistikuri</strong> <strong>modelebi</strong><br />
“teqnikuri universiteti”
saqarTvelos saqarTvelos teqnikuri teqnikuri universiteti<br />
universiteti<br />
q. q. <strong>yaWiaSvili</strong><br />
<strong>yaWiaSvili</strong><br />
<strong>avtomatizebuli</strong> <strong>avtomatizebuli</strong> <strong>marTvis</strong> <strong>marTvis</strong> <strong>modelebi</strong>.<br />
<strong>modelebi</strong>.<br />
<strong>statistikuri</strong> <strong>statistikuri</strong> <strong>modelebi</strong><br />
<strong>modelebi</strong><br />
Tbilisi<br />
Tbilisi<br />
2004<br />
2004<br />
damtkicebulia damtkicebulia stu stu – s<br />
s<br />
saswavlo saswavlo – meToduri meToduri<br />
sabWos sabWos mier<br />
mier
uak 519.2, 681.3<br />
saxelmZRvanelo gankuTvnilia 2202 – informaciis damuSavebisa da mar-<br />
Tvis <strong>avtomatizebuli</strong> sistemebis specialobis studentebisaTvis.<br />
masSi warmodgenilia gamoyenebiTi statistikis ZiriTadi cnebebi, albaTobebis<br />
ganawilebis mniSvnelovani kanonebi, <strong>statistikuri</strong> hipoTezebis Semowmebisa<br />
da SefasebaTa Teriis safuZvlebi, erTi da ori normaluri amonarCevis<br />
analizi, dispersiuli analizi, regresiuli analizi. masala warmodgenilia<br />
ara mkacri formaluri aparatis gamoyenebiT, rac aadvilebs mis Seswavlas<br />
teqnikuri dargis studentebisaTvis.<br />
saxelmZRvaneloSi warmodgenili masalis ukeT aTvisebisaTvis praqtikul<br />
mecadineobebze da damoukideblad garCevis mizniT, mocemulia agreTve sakmaod<br />
didi raodenobis mravalferovani praqtikuli amocanebi. saxelmZRvanelos<br />
boloSi moyvanilia yvela is <strong>statistikuri</strong> cxrili, romlebic saWiroa<br />
masSi warmodgenili meTodebis praqtikuli gamoyenebisaTvis; kerZod,<br />
saxelmZRvaneloSi mocemuli praqtikuli amocanebis gadawyvetisaTvis.<br />
saxelmZRvanelo gaTvaliswinebulia <strong>marTvis</strong> <strong>avtomatizebuli</strong> sistemebis<br />
studentebisaTvis, Tumca is agreTve sasargeblo iqneba sxva specialobis<br />
studentebisa da aspirantebisaTvis, romlebic dainteresebuli arian gamoyenebiTi<br />
statistikis Tanamedrove meTodebis SeiswavliT.<br />
recenzentebi: prof. n. jiblaZe<br />
doc. i. qarTveliSvili<br />
redaqtorebi: prof. g. gogiCaiSvili<br />
v. oTaraSvili<br />
gamomcemloba “teqnikuri universiteti”, 2004<br />
ISBN 99940-35-27-4
s a r C e v i<br />
Sesavali…………………………………………………………………………………6<br />
Tavi 1. gamoyenebiTi statistikis ZiriTadi cnebebi…………………………...9 G<br />
1.1 SemTxveviTi cvalebadoba………………………………………………...9<br />
1.2 xdomileba da misi albaToba……………………………………………10<br />
1.3 albaTobebis gazomva………………………………………………………12<br />
1.4 SemTxveviTi sidideebi. ganawilebis funqcia………………………....13<br />
1.5 albaTobebis ganawilebebis ricxviTi maxasiaTeblebi…………….15<br />
1.6 damoukidebeli da damokidebuli SemTxveviTi sidideebi………...18<br />
1.7 SemTxveviTi amonarCevi...............................................................................19<br />
1.8 amonarCevebi da maTi aRwera.....................................................................20<br />
1.9 rangi da ranJireba………………………………………………………….22<br />
1.10 aRweriTi statistikis meTodebi…………………………………………23<br />
Tavi 2. albaTobebis ganawilebis mniSvnelovani kanonebi……………………26<br />
2.1 binomialuri ganawileba……………………………………………………26<br />
2.2 puasonis ganawileba…………………………………………………………28<br />
2.3 maCvenebliani anu eqsponencialuri ganawileba………………………29<br />
2.4 normaluri ganawileba……………………………………………………...30<br />
2.5 organzomilebiani normaluri ganawileba……………………………..32<br />
2.6 normalur kanonTan dakavSirebuli ganawilebebi……………………33<br />
2.6.1<br />
2<br />
χ ganawileba…………………………………………………………..33<br />
2.6.2 stiudentis ganawileba………………………………………………..34<br />
2.6.3 fiSeris ganawileba……………………………………………………35<br />
2.7 Tanabari ganawilebis kanoni………………………………………………36<br />
Tavi 3. <strong>statistikuri</strong> hipoTezebis Semowmebis safuZvlebi…………………….38<br />
3.1 <strong>statistikuri</strong> <strong>modelebi</strong>……………………………………………………38<br />
3.2 <strong>statistikuri</strong> hipoTezebis Semowmeba……………………………………39<br />
3.3 <strong>statistikuri</strong> <strong>modelebi</strong>sa da hipoTezebis magaliTebi……………...42<br />
3.4 <strong>statistikuri</strong> hipoTezebis Semowmeba (gamoyenebiTi amocanebi)…...45<br />
3.4.1. bernulis gamocdebis sqema.........................................................................45<br />
3.4.2. niSnebis kriteriumi erTi amonarCevisaTvis.......................................47<br />
3.5 hipoTezebis Semowmeba or amonarCevian amocanebSi………………...48<br />
3.5.1. mani uitnis kriteriumi……………………………………………………49<br />
3.5.2. uilkoksonis kriteriumi…………………………………………………51<br />
3.6 Sewyvilebuli dakvirvebebi……………………………………………….53<br />
3.6.1. niSnebis kriteriumi Sewyvilebuli amonarCevis analizisaTvis...53<br />
3.6.2. ganmeorebadi Sewyvilebuli dakvirvebebis analizi niSnebis<br />
rangebis mixedviT (uilkoksonis niSnebis rangebis jamebis<br />
kriteriumi)………………………………………………………………………54<br />
Tavi 4. SefasebaTa Teoriis safuZvlebi.................................................................56<br />
4.1 Sesavali…………………………………………………………………….…..56<br />
4
4.2 did ricxvTa kanoni………………………………………………………….58<br />
4.3 <strong>statistikuri</strong> parametrebi………………………………………………….59<br />
4.4 ganawilebis parametrebis Sefaseba amonarCeviT…………………….60<br />
4.5 Sefasebebis Tvisebebi. intervaluri Sefasebebi……………………...62<br />
4.6 maqsimaluri (udidesi) SesaZleblobebis meTodi................................63<br />
Tavi 5. erTi da ori normaluri amonarCevis analizi………………………65<br />
5.1 normaluri amonarCevis gamokvlevia…………………………………..65<br />
5.2 normalurobis Semowmebis grafikuli meTodi……………………….66<br />
5.3 normaluri ganawilebis parametrebis Sefaseba da maTi<br />
Tvisebebi……………………………………………………………………….67<br />
5.4 normaluri ganawilebis parametrebTan dakavSirebuli<br />
hipoTezebis Semowmeba………………………………………………………70<br />
5.4.1. erTi amonarCevi……………………………………………………………..70<br />
5.4.2. ori amonarCevi………………………………………………………………71<br />
5.4.3. Sewyvilebuli monacemebi………………………………………………….73<br />
Tavi 6. dispersiuli analizi………………………………………………………74<br />
6.1 amocanis dasma………………………………………………………………..74<br />
6.2 erTfaqtoruli dispersiuli analizi………………………………….75<br />
6.3 orfaqtoruli dispersiuli analizi.......................................................79<br />
Tavi 7. regresiuli analizi………………………………………………………84<br />
7.1 Sesavali………………………………………………………………………84<br />
7.2 miaxloebiTi regresiis gamoTvla da analizi………………………85<br />
7.3 wrfivi regresia……………………………………………………………88<br />
7.4 arawrfivi regresia……………………………………………………….90<br />
amocanebi praqtikuli mecadineobisaTvis……………………………………….…91<br />
literatura……………………………………………………………………………...102<br />
danarTi 1. binomialuri ganawilebis zeda boloebis albaTobebi …………105<br />
danarTi 2. puasonis ganawileba……………………………………………………..110<br />
danarTi 3. standartuli normaluri ganawilebis zeda bolos<br />
albaTobebi………………………………………………………………...118<br />
2<br />
danarTi 4. pirsonis ganawilebis kvantilebi χ ………………………..……119<br />
danarTi 5. stiudentis ganawilebis kvantilebi<br />
5<br />
1− p<br />
1<br />
2<br />
p t<br />
−<br />
………………….….…….121<br />
danarTi 6. fiSeris ganawilebis kvantilebi F1 − p ……………………..………..122<br />
danarTi 7. mani – uitnis kriteriumis U statistikis zeda kritikuli<br />
mniSvnelobebi …………….……………………………………………...126<br />
danarTi 8. uilkoksonis kriteriumis W statistikis qveda kritikuli<br />
mniSvnelobebi ……………………………………………………………131<br />
danarTi 9. amonarCeviT gamoTvlili korelaciis koeficientis<br />
ganwilebis kvantilebi<br />
1<br />
2<br />
p r<br />
−<br />
……………………………………………135<br />
danarTi danarTi danarTi 10. uilkoksonis niSnebis rangebis jamebis statistikis zeda da<br />
qveda procentuli wertilebi…………………………..……………………………136
Sesavali<br />
adamians yoveldRiur cxovrebaSi aqvs Sexeba problemebTan, romelic<br />
dakavSirebulia mosalodneli Sedegis zusti gamocnobis SesaZleblobis ar<br />
arsebobasTan. magaliTad, nebismieri CvenTaganisaTvis SeuZlebelia winaswar<br />
zustad ganvsazRvroT saWiro drois xangrZlioba daniSnulebis adgilamde,<br />
saswavleblamde, samuSaomde an sxva adgilamde, misasvlelad. aseve,<br />
maRaziis gamyidvelisaTvis SeuZlebelia winaswar gansazRvros Tu ramdeni<br />
myidveli Seva im dRes maRaziaSi. aseT martiv SemTxvevebSi adamiani wina gamocdilebis<br />
safuZvelze akeTebs miaxloebiT Sefasebas da, magaliTad, mgzavrobisaTvis<br />
saWiro droze aTi wuTiT adre gamodis saxlidan, rom droze<br />
mivides daniSnulebis adgilze. magram rodesac saqme exeba seriozul sakiTxebs,<br />
magaliTad, kompaniis mier axali saqmis wamowyebasTan dakavSirebuli<br />
sakiTxebis gadawyvetas, bankebis mier garkveuli finansuri operaciebis Catarebas<br />
da a.S. resursebis aseTi darezerveba, anu gamouyenebeli maragebis<br />
Seqmna, konkurenciis Tanamedrove pirobebSi, ararentabeluri anu wamgebiania,<br />
radgan mas biznesSi gaaswreben is konkurentebi, romlebic ukeTesad<br />
iTvlian da Rebuloben ufro zust gadawyvetilebebs.<br />
aseTi SemTxvevebisaTvis, rodesac Sedegis zustad gansazRvra winaswar<br />
SeuZlebelia da atarebs SemTxveviT xasiaTs, gamoiyeneba maTematikuri statistikis<br />
meTodebi, romelTa safuZvlebsac Cven SeviswavliT winamdebare<br />
kursSi.<br />
maTematikuri statistikis meTodebis farTod gamoyenebas cxovrebaSi xeli<br />
Seuwyo gasuli saukunis 60 – 70 - ian wlebSi gamoTvliTi teqnikis far-<br />
Tod ganviTarebam da danergvam cxovrebaSi. gansakuTrebulad intensiurad<br />
daiwyo <strong>statistikuri</strong> meTodebis gamoyeneba gasuli saukunis 80-ian wlebSi,<br />
rac ganapiroba personaluri kompiuteris Seqmnam da farTod gavrcelebam.<br />
garda personaluri kompiuterebis farTo gavrceldebisa, <strong>statistikuri</strong><br />
meTodebis farTod gamoyenebas didad Seuwyo xeli maTTvis monacemebis<br />
<strong>statistikuri</strong> damuSavebis specializebuli programuli paketebis Seqmnam.<br />
aseTma paketebma saSualeba misca maTematikuri statistikis ara specialistebs,<br />
anu sxva dargis specialistebs, romlebic Rrmad ar floben statistikur<br />
meTodebs, aramed ician am meTodebis daniSnuleba da maTi SesaZleblobebi,<br />
kvalificiurad gamoiyenon es meTodebi Tavisi dargis amocanebis gadasawyvetad.<br />
daniSnulebisa da Sesabamisad, maTSi realizebuli amocanebis<br />
mixedviT, arseboben universaluri da specializirebuli <strong>statistikuri</strong> paketebi.<br />
universaluri <strong>statistikuri</strong> paketebidan dReisaTvis yvelaze farTod<br />
gavrcalebuli da gamoyenebuli paketebia: SPSS, STATISTICA, STATGRAPHICS,<br />
STADIA da sxva. specializirebuli paketebidan aRsaniSnavia: Эвриста,<br />
Мезозавр (droiTi mwkrivebis dasamuSaveblad), КЛАСС-МАСТЕР (raodenobrivi,<br />
Tvisobrivi da logikuri monacemebis analizisaTvis) da sxva. calke<br />
gamovyofT winamdebare naSromis avtoris xelmZRvanelobiT saqarTveloSi<br />
Seqmnil monacemTa <strong>statistikuri</strong> analizis universalur pakets SDpro – s,<br />
romelic Seqmnilia analogiur produqciaze arsebuli saerTaSoriso<br />
standartebis Sesabamisad. ukanaskneli zemoT dasaxelebuli paketebisagan<br />
gansxvavdeba imiT, rom is orientirebulia ara profesional momxmareblze,<br />
ris gamoc misi Seswavla da gamoyeneba statistikur meTodebSi cotad Tu<br />
bevrad garkveuli momxmareblisaTvis ar warmoadgens sirTules. garda<br />
6
amisa, sxvebisagan gansxvavebiT, paketi mravalenovania. Sesabamisi ofciis<br />
SerCeviT,DmuSaobis nebismier etapze, SesaZlebelia masSi realizebul nebismier<br />
enaze gadasvla. dReisaTvis paketSi realizebulia qarTuli, rusuli<br />
da inglisuri enebi. paketis Help – Si mocemuli instruqciis gamoyenebiT paketis<br />
momxmarebels SeuZlia nebismieri enis damateba paketSi gamoyenebuli<br />
winadadebebis am eneze Targmnis da, instruqciis Tanaxmad, paketSi CarTvis<br />
gziT.<br />
moviyvanoT sxvadasxva praqtikuli amocanebis gadasawyvetad <strong>statistikuri</strong><br />
meTodebis gamoyenebis ramodenime magaliTi.<br />
1. mewarme, romelsac Seaqvs Tavis sawarmoSi Sromis anazRaurebis axali<br />
sistema an nergavs axal teqnologiur process, dainteresebulia rac SeiZleba<br />
swrafad darwmundes imaSi, rom warmoebis gaumjobeseba dakavSirebulia<br />
am siaxlesTan da ar atarebs SemTxveviT xasaTs da ramodenime xnis Semdeg<br />
aseve SemTxveviT ar gauaresdeba situacia.<br />
am amocanis gadawyveta SesaZlebelia maTematikuri statistikis meTodebis<br />
gamoyenebiT, romlebic saSualebas iZlevian erTmaneTTan Sedarebuli<br />
iqnas siaxlis Semotanamde arsebuli da Semotanis Semdeg miRebuli Sedegebi<br />
da garkveuli garantiiT iyos miRebuli gadawyvetileba maTi erTgvarovnebis<br />
an gansxvavebis Sesaxeb.<br />
2. vTqvaT saWiroa raime procesis ganviTarebis winaswar ganWvreta anu<br />
procesis ganviTarebis prognozi. magaliTad, birJaze valutis kursis cvalebadobis,<br />
garemos temperaturis cvalebadobis da a.S. prognozi. procesis<br />
ganviTarebis winaswar ganWvretis saSualebas, wina periodSi miRebuli dakvirvebis<br />
Sedegebis safuZvelze, iZlevian maTematikuri statistikis meTodebi,<br />
romlebic gaerTianebuli arian regresiuli analizis, an SemTxveviTi<br />
procesebis analizisa da prognozis saxelwodebiT.<br />
3. yoveli mewarme dainteresebulia, rom mis mier gamoSvebuli produqcia<br />
iyos erTgvarovani da rac SeiZleba maRali xarisxis. amis miRweva SesaZlebelia<br />
teqnologiuri procesis mkacri dacviT, risTvisac saWiroa samuSaos<br />
yoveli etapis mudmivi, obieqturi kontroli. aseTi kontrolis gansaxorcieleblad<br />
damuSavebulia produqciis xarisxis kontrolis <strong>statistikuri</strong><br />
meTodebi, romelTa gamoyeneba sawarmoSi saSualebas iZleva warmoebis<br />
yovel etapze gavakontroloT Sesrulebuli samuSaos xarisxi, raTa<br />
problemis warmoSobisTanave, rac SeiZleba swrafad, davafiqsiroT da aRmovfxvraT<br />
is. kontrolis aseTi meTodebis sayovelTao danergva da gamoyeneba<br />
gaxda mTavari mizezi iaponiis ekonomikis arnaxuli ganviTarebisa meore<br />
msoflio omis Semdeg.<br />
4. bankebis kreditis gamcemi ganyofilebebi yoveldRiurad dgebian<br />
problemis winaSe, miscen Tu ara krediti ama Tu im mTxovnels. SeZlebs Tu<br />
ara valis amRebi fulis dabrunebas droulad. am problemis gadasawyvetadac<br />
gamoiyeneba maTematikuri statistikis meTodebi, romelTac klaster<br />
analizis meTodebs uwodeben. meTodis arsi mdgomareobs SemdegSi: yoveli<br />
firma xasiaTdeba garkveuli parametrebis simravliT. magaliTad, ZiriTadi<br />
saSualebebis moculoba, sabrunavi kapitalis moculoba, gamoSvebuli produqciis<br />
saxeoba da raodenoba, moxmarebuli nedleuli da a.S. am parametrebiT<br />
xdeba firmebis, romlebmac ukve miiRes krediti am bankidan, dajgufeba<br />
karg gadamxdelebad, cud gadamxdelebad da firmebad, romlebmac ver daabrunes<br />
krediti. klaster analizis meTodebis gamoyenebiT axal firmas mi-<br />
7
akuTvneben erT-erT zemoTdasaxelebul jgufs sakontrolo parametrebis<br />
mniSvnelobebis mixedviT da Rebuloben Sesabamis gadawyvetilebas.<br />
5. sahaero Tavdacvis amocanebis gadawyvetisas radiolokaciuri gazomili<br />
informaciis pirveladi damuSavebiT mravalganzomilebian sivrceSi gamoiyofa<br />
wertilebis simravle, romelTa garkveul qvesimravleSic SesaZlebelia<br />
mowinaaRmdegis moZravi obieqtebis arseboba. saWiroa mocemuli garantiiT<br />
gadawyvetilebis miReba Tu romel qvesimravleSi imyofebian moZravi<br />
obieqtebi. am amocanis gadasawyvetad gamoiyeneba <strong>statistikuri</strong> hipo-<br />
Tezebis Semowmebis kriteriumebi, radgan radiolokaciuri gazomvis Sedegebi<br />
xasiaTdebian SemTxveviTi damaxinjebebiT.<br />
6. garemos obieqtebis mdgomareoba xasiaTdeba garkveuli parametrebis<br />
simravliT, romelTa mniSvnelobebis gazomvac xdeba drois sxvadasxva<br />
momentSi sivrcis sxvadasxva wertilSi. saWiroa gadawyvetilebis miReba garemos<br />
sakontrolo obieqtSi parametrebis cvalebadoba droSi da sivrceSi<br />
ganpirobebuli garkveuli gareSe zemoqmedebiT Tu parametrebis SemTxvevi-<br />
Ti cvalebadobiT. am amocanis gadawyveta SesaZlebelia faqtoruli analizis<br />
meTodebiT da a.S.<br />
maTematikuri statistikis meTodebi arian universaluri meTodebi im<br />
TvalsazrisiT, rom ara aqvs mniSvneloba Tu codnis romel dargs miekuTvnebian<br />
is monacemebi, romelTa damuSavebac xdeba am meTodebiT; mTavaria<br />
amocanis arsi, romlis gadawyvetac gvinda am meTodebiT. Zalze iSviaT Sem-<br />
TxvevebSi gvxvdeba iseTi amocanebi, romelTa gadaWrac moiTxovs specialuri<br />
meTodebis damuSavebas. am SemTxvevaSi saWiroa am amocanis maTematikuri<br />
formalizeba misi specifikis gaTvaliswinebiT, amoxsnis algoriTmis damu-<br />
Saveba da realizeba kompiuterze programis saxiT. winamdebare kursSi Cven<br />
SeviswavliT maTematikuri statistikis universalur meTodebs, romlebic<br />
erTnairad gamodgebian nebismieri dargis monacemebis dasamuSaveblad Sesabamisi<br />
amocanebis gadawyvetisaTvis.<br />
monacemebis damuSavebisas pirvel etaps warmoadgens maTi vizualizacia<br />
anu monacemebis TvalsaCino warmodgena grafikebis saxiT. es saSualebas iZleva<br />
TvalsaCinod warmovidginoT procesis mimdinareobis xasiaTi da SevirCioT<br />
Sesabamisi meTodebi saWiro amocanis gadasawyvetad. amitom zemoT<br />
naxseneb monacemTa damuSavebis programul paketebSi farTod aris warmodgenili<br />
monacemTa erT, or, samganzomilebian grafikebad warmodgenis sa-<br />
Sualebebi da SesaZlebelia maTi gamoyeneba rogorc monacemTa damuSavebis<br />
sawyis etapze, aseve miRebuli Sedegebis TvalsaCino warmodgenisaTvis.<br />
monacemTa pirveladi damuSavebisas saWiroa monacemebidan gamoiricxos<br />
“uxeSi Secdomebi”. “uxeSi Secdomebi” es iseTi monacemebia, romlebic ar Seesabamebian<br />
monacemTa ZiriTad simravles da maTi warmoSoba gamowveulia<br />
garkveuli subieqturi an obieqturi mizezebiT. magaliTad, xelsawyos Cvenebis<br />
aRebisas daSvebuli Secdoma gamowveuli Zabvis myisieri cvlilebiT, an<br />
anaTvalis amRebi pirovnebis subieqturi Secdoma daSvebuli Canaweris gake-<br />
Tebisas da a.S. cnobilia [56], rom saSualod eqsperimentalur monacemebSi<br />
aT procentamde “uxeSi Secdomebia”, romlebic iwveven damuSavebis Sedegebis<br />
mkveTr gauaresebas. amitom saWiroa damuSavebis sawyis etapze maTi<br />
gamovlena da ugulebelyofa.<br />
8
Tavi 1. gamoyenebiTi statistikis ZiriTadi cnebebi<br />
winamdebare TavSi SeviswavliT ZiriTad cnebebsa da gansazRvrebebs,<br />
romlebic dagvWirdeba mocemuli kursis Semdeg TavebSi Sesaswavli gamoyenebiTi<br />
statistikis meTodebisa da algoriTmebis gasagebad. aseTi cnebebia:<br />
SemTxveviTi movlena, SemTxveviTi sidide, SemTxveviTi movlenisa da sididis<br />
albaToba, albaTobebis ganawilebis kanonebi, SemTxveviTi sididis ricxviTi<br />
maxasiaTeblebi, amonarCevi da misi warmodgenis meTodebi.<br />
1.1. SemTxveviTi cvalebadoba<br />
bunebaSi Zalian xSirad gvxvdebian movlenebi, romlTa Sedegebis winaswar<br />
ganWvreta SeuZlebelia, radgan isini Rebuloben SemTxveviT mniSvnelobebs<br />
mniSvnelobaTa garkveuli areebidan. aseT movlenebs SemTxveviTi movlenebi<br />
hqviaT. Tumca ki, meores mxriv, cnobilia bunebis kanonzomierebebi,<br />
romlebic mkacrad emroCilebian garkveul damokidebulebebs da maTi mniSvnelobebis<br />
gansazRvra zustad aris SesaZlebeli masTan dakavSirebuli meore<br />
sididis mniSvnelobis mixedviT. magaliTad, fizikidan cnobilia siTxe-<br />
Si CaSvebul sxeulze moqmedi wnevis CaSvebis siRrmeze damokidebuleba da<br />
yovelgvari eqsperimentis gareSe am damokidebulebiT SegviZlia zustad<br />
ganvsazRvroT sxeulze moqmedi wneva siRrmis mixedviT. zustad aseve Segvi-<br />
Zlia ganvsazRvroT sxeulis Tavisufali vardnisas mis mier ganvlili<br />
manZili vardnis drois mixedviT. aseT procesebs determinirebuli procesebi<br />
hqvia.<br />
rogorc ukve vTqviT, determinirebuli procesebisagan gansxvavebiT, SeuZlebelia<br />
SemTxveviTi procesebis mniSvnelobebis winaswar zusti gansaz-<br />
Rvra. magaliTad, SeuZlebelia zustad ganvsazRvroT Tu rogori mosavali<br />
iqneba miRebuli wlis bolos ama Tu im regionSi; haeris zustad rogori<br />
temperatura iqneba garkveuli periodis Semdeg da a.S. Tumca ki SesaZlebelia<br />
garkveuli saimedobiT mivuTiToT intervali, romlidanac miiRebs<br />
mniSvnelobebs esa Tu is SemTxveviTi sidide. SemTxveviTi sidide SeiZleba<br />
warmodgenili iqnas ori mdgenelis jamis saxiT: a) determinirebuli mdgeneli,<br />
romelic droSi icvleba garkveuli kanonzomierebiT da b) SemTxvevi-<br />
Ti mdgeneli, romelic emateba determinirebul mdgenels da cvlis mis xasiaTs<br />
SemTxveviT. magaliTad [1], naxaz 1.1 – ze sqematurad warmodgenilia 1948-<br />
1989 wlebSi sabWoTa kavSirSi erT heqtarze marcvleuli kulturebis mosavlianobis<br />
cvalebadoba centnerebSi. miuxedavad imisa, rom mosavlianobis<br />
mniSvneloba SemTxveviT icvleba wlidan wlamde, mainc aRiniSneba mosavlianobis<br />
zrdis tendencia rac ganpirobebuli iyo progresuli agromeTodebis<br />
da sasuqebis gamoyenebiT. mosavlianobis SemTxveviTi cvalebadoba sxvadasxva<br />
wlebSi ganpirobebulia amindis da kidev mravali sxva faqtorebis<br />
cvalebadobiT, romlebsac aqvT SemTxveviTi xasiaTi. maTematikuri statistikis<br />
meTodebi saSualebas iZlevian aseT SemTxvevebSi SevafasoT arsebuli<br />
kanonzomierebis parametrebi, SevamowmoT esa Tu is hipoTezebi am kanonzomierebis<br />
Sesaxeb da a.S. aseTi meTodebis Seswavlas garkveul doneze isaxavs<br />
miznad winamdebare kursi.<br />
9
20<br />
18<br />
16<br />
14<br />
12<br />
10<br />
8<br />
6<br />
4<br />
2<br />
0<br />
1940 1945 1950 1955 1960 1965 1970 1975 1980 1985 1990 1995<br />
nax. 1.1. 1948 – 1989 wlebSi sabWoTa kavSirSi erT heqtarze yvela<br />
marcvleuli kulturebis mosavlianobis cvalebadoba (c/ha)<br />
1.2. xdomileba da misi albaToba<br />
SemTxveviTi xdomileba hqvia iseT movlenas, romelsac cdis Sedegad SeiZleba<br />
hqondes an ar hqondes adgili. Tu cdis Sedegad movlenas yovel-<br />
Tvis aqvs adgili, WeSmariti xdomileba ewodeba. xolo Tu cdis Sedegad<br />
movlenas ar SeiZleba hqondes adgili, SeuZlebeli xdomileba hqvia.<br />
xdomilebis moxdenis SesaZleblobis zomas misi albaToba ewodeba.<br />
xdomilebas, rogorc wesi, aRniSnaven didi laTinuri asoebiT, magaliTad,<br />
A , B , C ,…, xolo Sesabamis albaTobas P asoTi. SeuZlebeli xdomilebis<br />
albaToba nulis tolia, anu P (SeuZl. xdom.)=0, xolo WeSmariti xdomilebis<br />
albaToba erTis tolia, anu P (WeSm. xdom.)=1. zogadad albaToba Rebulobs<br />
mniSvnelobebs nolidan erTamde intervalSi, anu raime A xdomilebisaTvis<br />
0 ≤ P(<br />
A)<br />
≤ 1<br />
adgili aqvs pirobas<br />
.<br />
xdomilebebze SesaZlebelia moqmedebis Catareba. magaliTad:<br />
1) ori A da B xdomilebis gaerTianeba an jami hqvia iseT C xdomilebas,<br />
romelsac adgili aqvs maSin, rodesac adgili aqvs an A – s, an B – s an<br />
orives erTad. xdomilebebis jami aRiniSneba Semdegnairad C = A + B an<br />
C = A∪ B . xdomilebebis gaerTianebis geometriul interpretacias aqvs saxe<br />
10
A B<br />
nax. 1.2.<br />
2) ori A da B xdomilebis gadakveTa an namravli hqvia iseT C xdomilebas,<br />
romelsac adgili aqvs maSin, rodesac adgili aqvs A – s da B – s<br />
erTdroulad. xdomilebebis namravli aRiniSneba Semdegnairad C = A⋅<br />
B an<br />
C = A∩ B . xdomilebebis gadakveTis geometriul interpretacias aqvs saxe<br />
nax. 1.3.<br />
3) A xdomilebis uaryofa hqvia iseT A xdomilebas, romelsac adgili<br />
aqvs maSin, rodesac A xdomilebas ara aqvs adgili da piriqiT. geometriul<br />
interpretacias aqvs saxe<br />
A<br />
nax. 1.4.<br />
Tu xdomilebebi A da B ar SeiZleba moxdnen erTdroulad, maSin aseT<br />
xdomilebebs ewodebaT SeuTavsebadi xdomilebebi. SeuTavsebadi xdomilebebis<br />
magaliTebia A da A , xolo xdomileba A + A WeSmariti xdomilebaa.<br />
moviyvanoT magaliTebi:<br />
• vTqvaT A aris xdomileba, rom kamaTelis gagorebis Sedegad gamova<br />
4 – ze naklebi cifri. B aris xdomileba, rom kamaTelis ga-<br />
11<br />
A
gorebisas gamova cifri 3 an 6. maSin A + B aris xdomileba, rom<br />
kamaTelis gagorebisas gamova cifri 1, 2, 3 an 6; xolo A ⋅ B aris<br />
xdomileba, rom kamaTlis gagorebisas gamova cifri 3. A aris<br />
xdomileba, rom kamaTlis gagorebisas gamova cifri meti an tol 4<br />
– is da naklebi an toli 6 – is.<br />
moviyvanoT albaTobebis Tvisebebi.<br />
1) nebismieri A xdomilebisaTvis<br />
0 ≤ P(<br />
A)<br />
≤ 1<br />
;<br />
2) ori A da B SeuTavsebadi xdomilebebis jamis albaToba tolia am<br />
xdomilebebis albaTobebis jamisa<br />
P ( A + B)<br />
= P(<br />
A)<br />
+ P(<br />
B)<br />
, xolo zogadad<br />
P( A + B)<br />
= P(<br />
A)<br />
+ P(<br />
B)<br />
− P(<br />
A⋅<br />
B)<br />
.<br />
3) WeSmariri xdomilebis albaToba tolia 1 – is, xolo SeuZlebeli<br />
xdomilebis albaToba tolia 0 – is.<br />
A da B xdomilebebs ewodebaT damoukidebeli, Tu<br />
P( A ⋅ B)<br />
= P(<br />
A)<br />
⋅ P(<br />
B)<br />
.<br />
SemovitanoT pirobiTi albaTobis cneba. A xdomilebis albaToba im<br />
P( A⋅ B)<br />
pirobiT, rom adgili hqonda B xdomilebas Caiwereba ase P( A | B)<br />
= .<br />
P( B)<br />
aqedan P( A⋅ B) = P( A | B) ⋅ P( B) = P( B | A) ⋅ P( A).<br />
Tu xdomileba A damokidebulia<br />
B xdomilebisagan, maSin B xdomilebac damokidebulia A xdomilebisagan<br />
da piriqiT. Tu xdomileba A ar aris damokidebuli B xdomilebisagan,<br />
maSin B xdomilebac ar aris damokidebuli A xdomilebisagan.<br />
1.3. albaTobebis gazomva<br />
radgan albaToba axasiaTebs ama Tu im movlenis moxdenis SesaZleblobas,<br />
bunebrivia moviTxovoT misi gazomvis SesaZlebloba. sxva fizikuri sidideebisagan<br />
gansxvavebiT, magaliTad, wona, denis Zabva, siswrafe, sigrZe da<br />
a.S., albaTobis gazomva raime xelsawyos gamoyenebiT SeuZlebelia.<br />
arsebobs albaTobis gazomvis ori gza: logikuri daskvnebis safuZvelze an<br />
pirdapiri gazomva. albaTobis logikuri gazomva mdgomareobs miRebuli<br />
daSvebebis pirobebSi logikuri msjelobis safuZvelze albaTobis gamoTvlaSi.<br />
magaliTad, kamaTelis gagorebis SemTxvevaSi, Tu viciT, rom is simetriuli<br />
da erTgvarovania, bunebrivia davuSvaT, rom nebismieri gverdis<br />
gamosvlis albaToba ernairia. radgan yvela SesaZlo Sedegebis raodenoba<br />
eqvsia, amitom 1 – dan 6 – de nebismieri cifris gamosvlis albaToba tolia<br />
1 / 6 - is. wyvili cifrebis gamosvlis albaToba tolia 1 / 2 - is. cifrebis 3 –<br />
is an 5 – is gamosvlis albaToba tolia 1 / 3 – is.<br />
pirdapiri gazomvis arsi mdgomareobs SemdegSi. atareben rac SeiZleba<br />
didi raodenobis eqsperimentebs. aRvniSnoT maTi saerTo raodenoba N N<br />
– iT, xolo N (A)<br />
aRvniSnoT eqsperimentebis ricxvi, rodesac adgili<br />
12
hqonda A A xdomilebas. cxadia, rom N( A)<br />
≤ N . A xdomilebis albaTobis mi-<br />
N(<br />
A)<br />
axloebiTi mniSvneloba gamoiTvleba formuliT P(<br />
A)<br />
= .<br />
N<br />
eqsperimentebis ricxvis usasrulod gazrdisas, anu rodesac N → ∞<br />
albaTobis gamoTvlili mniSvneloba miiswrafvis misi namdvili mniSvnelobebisaken<br />
(ix. paragrafi 4..2).<br />
1.4. SemTxveviTi sidideebi. ganawilebis funqcia<br />
rogorc zemoT aRvniSneT, SemTxveviTi sidide es iseTi sididea, romelic<br />
Tavisi gansazRvris aredan Rebulobs SemTxveviT mniSvnelobebs. yoveli<br />
mniSvnelobis miRebas gaaCnia garkveuli SesaZlebloba, romelsac am<br />
mniSvnelobis Sesabamisi albaToba hqvia. Sesabamisobas SemTxveviTi sididis<br />
mniSvnelobebsa da am mniSvnelobebis miRebis albaTobebs Soris SemTxvevi-<br />
Ti sididis ganawilebis kanoni hqvia.<br />
praqtikuli amocanebis amoxsnis dros ZiriTadad gvxvdeba ori saxis<br />
SemTxveviTi sidideebi: diskretuli da uwyveti. Tumca arseboben sxva saxis<br />
SemTxveviTi sidideebi, romelTac winamdebare kursSi ar ganvixilavT. diskretuli<br />
SemTxveviTi sidide hqvia iseT sidides, romlis SesaZlo mniSvnelobebi<br />
sasrulo an Tvladia. magaliTad, diskretuli SemTxveviTi sididea<br />
saTamaSo kamaTelis gagorebis Sedegad gamosuli cifri. am SemTxveviTi<br />
sididis SesaZlo mniSvnelobebia 1, 2, 3, 4, 5, 6. diskreuli SemTxveviTi<br />
sididea, agreTve, ori kamaTelis agdebisas gamosuli cifrebis jami,<br />
romelic Rebulobs mniSvnelobbs 2 – dan 12 - de.<br />
uwveti SemTxveviTi sidide hqvia iseT SemTxveviT sidides, romlis SesaZlo<br />
mniSvnelobaTa CamoTvla SeuZlebelia, radgan is Rebulobs yvela<br />
SesaZlo mniSvnelobebs romelime sasrulo an usasrulo aredan. uwyveti<br />
SemTxveviTi sididis magaliTad SeiZleba davasaxeloT eleqtro naTuris<br />
muSaobis xangrZlivoba. am SemTxveviT sidides Teoriulad SeuZlia miiRos<br />
mniSvneloba nolidan usasrulobamde drois intervalSi.<br />
zemoT aRvniSneT, rom SemTxveviTi sididis mniSvnelobebsa da am mniSvnelobebis<br />
miRebis SesaZleblobebs, anu Sesabamis albaTobebs Soris damokidebulebas<br />
hqvia SemTxveviTi sididis ganawilebis kanoni. diskretuli SemTxveviTi<br />
sididis magaliTze ganvixiloT ganawilebis kanonis arsi. ganvixiloT<br />
ori kamaTelis agdebis Sedegad gamosuli ori cifris jami. am Sem-<br />
TxveviT sidides SeuZlia miiRos mniSvnelobebi 2, 3, 4, …, 12. SemTxveviTi sididis<br />
yovel SesaZlo mniSvnelobas Seesabameba garkveuli albaToba,<br />
romelic axasiaTebs am mniSvnelobis miRebis SesaZleblobas. cxril 1.1 – Si<br />
mocemulia gansaxilveli diskretuli SemTxveviTi sididis SesaZlo<br />
mniSvnelobebi da Sesabamisi albaTobebi.<br />
cxrili 1.1.<br />
A A 2 3 4 5 6 7 8 9 10 11 12<br />
P P (A)<br />
1/36 2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36<br />
13
cxriliT mocemulia Sesabamisi diskretuli SemTxveviTi sididis ganawilebis<br />
kanoni, radgan is amyarebs Sesabamisobas SemTxveviTi sididis mniSvnelobebsa<br />
da am mniSvnelobebis miRebis albaTobebs Soris.<br />
uwyveti SemTxveviTi sididisaTvis ganawilebis kanonis aseve martivad<br />
Cawera SeuZlebelia misi SesaZlo mniSvnelobebis usasrulo raodenobis<br />
gamo. amas garda, uwyveti SemTxveviTi sididis SemTxvevaSi albaToba imisa,<br />
rom SemTxveviTi sidide miiRebs erT romelime mniSvnelobas misi<br />
gansazRvris aredan nolis tolia (misi SesaZlo mniSvnelobebis usasrulo<br />
raodenobis gamo). am SemTxvevaSi SeiZleba vilaparakoT albaTobaze, rom<br />
SemTxveviTi sidide miiRebs mniSvnelobas misi gansazRvris aris romelime<br />
qvesimravlidan. kerZod, albaToba imisa, rom uwyveti SemTxveviTi sidide ξ<br />
miiRebs x cvladze nakleb mniSvnelobas Caiwereba ase F ( x)<br />
= P(<br />
ξ < x)<br />
da mas<br />
ewodeba SemTxveviTi sididis ganawilebis funqcia. ganawilebis funqcia SemTxveviTi<br />
sididis ganawilebis kanonis warmodgenis yvelaze universaluri<br />
formaa. is arsebobs rogorc diskretuli aseve uwyveti SemTxveviTi sidideebisaTvis.<br />
ganmartebidan Cans, rom ganawilebis funqcia arsebobs rogorc diskretuli,<br />
aseve uwyveti SemTxveviTi sidideebisaTvis.<br />
moviyvanoT ganawilebis funqciis Tvisebebi.<br />
1) F ( x)<br />
≥ 0;<br />
2) F ( −∞)<br />
= 0;<br />
3) F ( +∞)<br />
= 1;<br />
4) 0 ≤ F ( x)<br />
≤ 1.<br />
albaTobebis ganawilebis kanonis Cawris Semdegi formaa ganawilebis<br />
simkvrive. magram ganawilebis funqciisagan gansxvavebiT albaTobebis ganawilebis<br />
simkrive arsebobs mxolod uwyveti SemTxveviTi sidideebisaTvis.<br />
ganawilebis simkvrivis cneba SeiZleba SemovitanoT integraluri da diferenciuli<br />
formiT.<br />
integraluri integraluri forma. forma. ξ SemTxveviTi sididis ganawilebis simkvrive ewodeba<br />
p (x)<br />
funqcias, Tu is akmayofilebs pirobas<br />
14<br />
∫ ∞<br />
−<br />
F ( x)<br />
= p(<br />
t)<br />
dt,<br />
sadac F (x)<br />
aris gansaxilveli SemTxveviTi sididis ganawilebis funqcia.<br />
diferencialuri diferencialuri forma. forma. ξ SemTxveviTi sididis ganawilebis simkvrive<br />
ewodeba p (x)<br />
funqcias, Tu albaToba imisa, rom ξ SemTxveviTi sidide moxvdeba<br />
Δ x sigrZis mqone elementarul intervalSi gamoiTvleba formuliT<br />
P( x ≤ x + Δx)<br />
= p(<br />
x)<br />
⋅ Δx<br />
+ OΔx,<br />
sadac OΔ x aris Δ x SedarebiT usasrulod mcire sidide.<br />
moviyvanoT ganawilebis simkvrivis Tvisebebi:<br />
1) p ( −∞) = p(<br />
+∞)<br />
= 0;<br />
2) p ( x)<br />
≥ 0,<br />
x ∈ ( −∞;<br />
+∞);<br />
+∞<br />
3) ∫<br />
−∞<br />
p ( x)<br />
dx<br />
= 1.<br />
naxazebze 1.5 da 1.6 moyvanilia Sesabamisad ganawilebis funqciisa da simkvrivis<br />
grafikuli saxeebi<br />
x
nax. 1.5. nax. 1.6.<br />
albaTobebis ganawilebis funqciis da albaTobebis simkvrivis ganawilebis<br />
integraluri formis safuZvelze advilad vrwmundebiT, rom ξ SemTxveviTi<br />
sididis misi gansazRvris aredan ( a , b)<br />
intervalSi moxvedris albaToba<br />
ganisazrvreba Semdegnairad<br />
P (ξ ∈ ( a,<br />
b))<br />
= F(<br />
b)<br />
− F(<br />
a)<br />
= p(<br />
x)<br />
dx,<br />
sadac F (x)<br />
aris ξ SemTxveviTi sididis ganawilebis funqcia, xolo p (x)<br />
aris misi albaTobebis ganawilebis simkvrive.<br />
1.5. albaTobebis ganawilebis ricxviTi maxasiaTeblebi<br />
SemTxveviTi sididis ganawilebis funqcia da simkvrive moicaven SemTxveviTi<br />
sididis Sesaxeb srul informacias, anu SemTxveviTi sididis ganawilebis<br />
kanonis codna Seesabameba SemTxveviTi sididis bunebis Sesaxeb sruli<br />
informaciis qonas (misi gansazRvris are, diskretuli SemTxveviTi sididis<br />
dros SesaZlo mniSvnelobebis simravle da maTi miRebis albaTobebi,<br />
SemTxveviTi sididis romelime areSi moxvedris albaToba da sxva). Zalze<br />
xSirad SemTxveviTi sididis ganawilebis kanoni ucnobia da misi dadgena<br />
xdeba eqsperimentaluri monacemebis safuZvelze, rac sakmaod Sromatevad<br />
da, xSir SemTxvevaSi, Zvirad Rirebul samuSaos warmoadgens. mravali praqtikuli<br />
amocanis gadawyvetisas arc aris saWiro ganawilebis kanonis codna<br />
anu SemTxveviTi sididis mTeli bunebis codna. sakmarisia misi calkeuli maxasiaTeblebis<br />
codna. SemTxveviTi sididis calkeul Tvisebebs axasiaTeben<br />
misi ricxviTi maxasiaTeblebi. arsebobs SemTxveviTi sididis mravali ricxviTi<br />
maxasiaTebeli. maT Soris yvelaze gavrcelebulia momentebi da kvantilebi.<br />
Cven SeviswavliT ori saxis momentebs. SemTxveviTi sididis sawyis<br />
momentebs da centralur momentebs.<br />
diskretuli SemTxveviTi sididis k - uri rigis sawyisi momenti hqvia si-<br />
α<br />
dides k , romelic gamoiTvleba formuliT<br />
15<br />
b<br />
∫<br />
a
α<br />
k<br />
=<br />
n<br />
∑<br />
i=<br />
1<br />
x<br />
16<br />
k<br />
i<br />
⋅ p ,<br />
sadac n x x x ,..., , 1 2 arian diskretuli SemTxveviTi sididis SesaZlo mniSvnelobebi,<br />
xolo n p p p ,..., , 1 2 arian Sesabamisi mniSvnelobebis miRebis albaTobebi.<br />
imisaTvis rom k - uri rigis sawyisi momenti α k arsebobdes mwkrivi unda<br />
ikribebodes absoluturad.<br />
analogiurad ganimarteba uwyveti SemTxveviTi sididis k - uri rigis sawyisi<br />
momenti<br />
α<br />
x k<br />
+∞<br />
k = ∫<br />
−∞<br />
i<br />
⋅ p(<br />
x)<br />
dx,<br />
sadac p (x)<br />
Sesabamisi SemTxveviTi sididis ganawilebis simkvrivea.<br />
sawyisi momentebi damokidebuli arian ricxviT RerZze aTvlis wertilis<br />
mdebareobaze. momentebs, romelTa mniSvnelobebic am mdebareobaze ar arian<br />
damikidebuli, ewodebaT centraluri momentebi.diskretuli ξ SemTxvevi-<br />
Ti sididis k - uri rigis centraluri momenti hqvia sidides μ k , romelic<br />
ganisazRvreba Semdegnairad<br />
μ<br />
k<br />
=<br />
n<br />
∑<br />
i=<br />
1<br />
( x − Mξ<br />
)<br />
i<br />
k<br />
⋅ p ,<br />
sadac M ξ aRniSnulia SemTxveviTi sididis pirveli sawyisi momenti, romelsac<br />
SemTxveviTi sididis maTematikuri molodini hqvia. imis gamo, rom<br />
maTematikur molodins aqvs didi mniSvneloba aqvs albaTobis TeoriaSi da<br />
maTematikur statistikaSi, SemoRebulia misi universaluri aRniSvna M ξ an<br />
M (ξ ) . inglisur literaturaSi xmaroben aRniSvnas E (ξ ) . maTematikuri molodini<br />
axasiaTebs SemTxveviTi sididis mniSvnelobebis mdebareobas ricxviT<br />
RerZze. anu es aris iseTi mniSvneloba, romlis axlo–maxloTac ganlagdebian<br />
SemTxveviTi sididis mniSvnelobaTa didi umravlesoba.<br />
uwyveti ξ SemTxveviTi sididis k - uri momenti ganisazRvreba analogiurad.<br />
kerZod,<br />
k<br />
+∞<br />
∫<br />
−∞<br />
k<br />
μ = ( x − Mξ<br />
) ⋅ p(<br />
x)<br />
dx,<br />
sadac M ξ aris ξ SemTxveviTi sididis pirveli rigis sawyisi momenti.<br />
moviyvanoT maTematikuri molodinis Tvisebebi. avRniSnoT: a – raime<br />
ricxvia, xolo ξ - SemTxveviTi ricxvi. maSin<br />
1) M ( a)<br />
= a;<br />
2) M ( ξ + η)<br />
= M ( ξ ) + M ( η),<br />
3) M ( a ⋅ ξ ) = a ⋅ M ( ξ ).<br />
SemTxveviTi sididis ricxviT maxasiaTeblebs Soris mniSvnelovani<br />
adgili ukavia meore rigis centralur moments, romelsac SemTxveviTi<br />
sididis dispersia hqvia. diskretuli SemTxveviTi sididisaTvis is gamoiT-<br />
n<br />
2<br />
vleba formuliT Dξ<br />
= ∑ ( xi<br />
− Mξ<br />
) ⋅ pi<br />
, xolo uwyveti SemTxveviTi sididisai=<br />
1<br />
i
Tvis -<br />
+∞<br />
= ∫<br />
−∞<br />
2<br />
D ξ ( x − Mξ<br />
) ⋅ p(<br />
x)<br />
dx . inglisur literaturaSi xmaroben aRniSvnas<br />
V ( ξ ) .<br />
dispersia axasiaTebs SemTxveviTi sididis mniSvnelobebis gabnevas maTematikuri<br />
molodinis mimarT. dispersias aqvs SemTxveviTi sididis ganzomilebis<br />
kvadratis ganzomileba, amitom xSirad moxerxebulia gabneva davaxasiaToT<br />
sididiT, romelsac aqvs SemTxveviTi sididis ganzomileba. aseT maxasiaTebels<br />
saSualo kvadratuli gadaxra ewodeba, aRiniSneba σ da gamo-<br />
iTvleba σ = Dξ<br />
.<br />
moviyvanoT dispersiis Tvisebebi.<br />
1) D ( a)<br />
= 0;<br />
2) D ( a + ξ ) = Dξ;<br />
2<br />
3) D( a ⋅ξ<br />
) = a ⋅ Dξ<br />
.<br />
iseve rogorc maTematikuri molodini da dispersia sxva sawyisi da<br />
centraluri momentebic axasiaTeben SemTxveviTi sididis ama Tu im Tvisebebs.<br />
SemTxveviTi sididis yvela momentis gansazRvris SesaZlebloba niSnavs<br />
imas, rom SesaZlebelia SemTxveviTi sididis Sesaxeb miviRoT sruli informacia<br />
anu es tolfasia SemTxveviTi sididis ganawilebis kanonis, ker-<br />
Zod, albaTobebis ganawilebis funqciis an simkvrivis codnisa.<br />
moviyvanoT SemTxveviTi sididis ramodenime mniSvnelovani ricxviTi maxasiaTebli.<br />
sawyisi da centraluri momentebis gansazRvrebidan Cans, rom<br />
maTi mniSvnelobebi damokidebuli arian SemTxveviTi sididis gazomvis<br />
erTeulze. zogjer moxerxebulia iseTi momentebis gamoyeneba, romlebic ar<br />
arian gazomvis erTeulze damokidebuli. aseTi momentebidan yvelaze<br />
xSirad gamoiyenebian mesame da meoTxe rigis normirebuli centrirebuli<br />
momentebi, romlebsac asimetriisa da eqscesis koeficientebi hqviaT. asimetriis<br />
koeficienti gamoiTvleba formuliT<br />
3<br />
M ( ξ − Mξ<br />
)<br />
Ассим.<br />
=<br />
3 / 2<br />
Dξ<br />
.<br />
asimetriis koeficienti axasiaTebs SemTxveviTi sididis ganawilebis<br />
arasimetriulobas.<br />
eqscesis koeficienti gamoiTvleba formuliT<br />
4<br />
M ( ξ − Mξ<br />
)<br />
Эксцесс =<br />
2<br />
Dξ<br />
.<br />
eqscesis koeficienti axasiaTebs SemTxveviTi sididis ganawilebis simkvrivis<br />
gverdebis cicaboobas, anu imas, Tu ramdenad xSirad Rebulobs Sem-<br />
TxveviTi sidide maTematikuri molodinidan daSorebul mniSvnelobebs.<br />
SemTxveviTi sididis Semdegi mniSvnelovani ricxviTi maxasiaTeblebia<br />
kvantilebi.<br />
SemTxveviTi ξ sididis p - uri rigirs kvantili ewodeba iseT p x<br />
ricxvs, romelic akmayofilebs pirobas F( x p ) = p , sadac F (x)<br />
aris ξ Sem-<br />
TxveviTi sididis ganawilebis funqcia. 0,75 da 0,25 doneebis mqone kvantilebs<br />
kvartilebs uZaxian. 0.1, 0.2, 0.3 da a.S. 0.9 doneebis mqone kvantilebs decilebi<br />
hqviaT.<br />
17
1.6. damoukidebeli da damokidebuli SemTxveviTi sidideebi<br />
damoukidebloba da damokidebuleba SemTxveviTi sidideebisaTvis Zalze<br />
mniSvnelovani maxasiaTeblebia. zemoT SemovitaneT damokidebulebis cneba<br />
xdomilebebisaTvis. analogiured SemovitanoT SemTxveviTi sidideebis damokidebulebis<br />
cneba.<br />
or SemTxveviT ξ da η sidides ewodeba damoukidebeli SemTxveviTi sidideebi,<br />
Tu adgili aqvs tolobas P( A ⋅ B)<br />
= P(<br />
A)<br />
⋅ P(<br />
B),<br />
sadac A da B arian<br />
xdomilebebi A = ( a1<br />
< ξ < a2<br />
), B = ( b1<br />
< η < b2<br />
), xolo a 1 , a2<br />
, b1,<br />
b2<br />
– nebismieri<br />
ricxvebia.<br />
damoukidebeli SemTxveviTi sidideebisaTvis adgili aqvs tolobebs<br />
M ( ξ ⋅ η)<br />
= Mξ<br />
⋅ Mη<br />
,<br />
D ( ξ + η)<br />
= Dξ<br />
+ Dη<br />
.<br />
SemTxveviTi sidide ξ damokidebulia meore SemTxveviT η sidideze,<br />
Tu ξ SemTxveviTi sididis albaTobebis ganawilebis kanoni aris damokidebuli<br />
imaze, Tu ra mniSvneloba miiRo η SemTxveviTma sididem. SemovitanoT<br />
SemTxveviTi sidideebis damokidebulebis xarisxis damaxasiaTebeli zoma.<br />
SemTxveviTi sidideebis damokidebulebis uamravi maxasiaTebeli arsebobs.<br />
maT Soris yvelaze gavrcelebulia kovariaciisa da korelaciis koeficientebi,<br />
romlebic axasiaTeben SemTxveviTi sidideebis wrfiv damokidebulebebs.<br />
ori SemTxveviTi ξ da η sididis kovariaciis koeficienti gansazRvrebiT<br />
aris Semdegnairad gamoTvlili ricxvi<br />
cov( ξ, η)<br />
= M[( ξ − Mξ<br />
)( η − Mη)]<br />
= Mξη<br />
− MξMη<br />
.<br />
kovariacia, dispersiis analogiurad, aris meore rigis centraluri<br />
momenti. kovariaciis koeficientis mniSvneloba damokidebulia ξ da η Sem-<br />
TxveviTi sidideebis gazomvis erTeulze. erTi erTeulidan meoreze gadasvlisas<br />
misi mniSvneloba icvleba, Tumca ξ da η Soris damokidebulebis<br />
xarisxi rCeba ucvleli. amitom ufro mosaxerxebelia damokidebulebis xarisxis<br />
iseTi maxasiaTeblis arseboba, romelic ar iqneba damokidebuli<br />
gazomvis erTeulisagan. aseTi maxasiaTebelia korelaciis koeficienti.<br />
M[(<br />
ξ − Mξ<br />
)( η − Mη)]<br />
cor(<br />
ξ,<br />
η)<br />
= ρ(<br />
ξ,<br />
η)<br />
=<br />
,<br />
Dξ<br />
Dη<br />
sadac D ξ > 0 , Dη<br />
> 0 .<br />
korelaciis koeficientis Tvisebebia:<br />
1)<br />
' '<br />
ρ ( ξ,<br />
η)<br />
= ρ(<br />
ξ , η , sadac '<br />
'<br />
ξ = a 1 + a2ξ<br />
, η = b1<br />
+ b2η,<br />
ricxvebia;<br />
2) −1 ≤ ρ ( ξ,<br />
η)<br />
≤ + 1;<br />
18<br />
a , a , b , b - nebismieri<br />
3) ρ ( ξ,<br />
η)<br />
= 1 maSin da mxolod maSin, roca ξ da η SemTxveviT sidideebs So-<br />
ris arsebobs wrfivi kavSiri;<br />
4) ρ ( ξ,<br />
η)<br />
= 0 Tu ξ da η damoukidebeli SemTxveviTi sidideebia. zoga-<br />
dad Sebrunebul mtkicebas adgili ara aqvs, anu SeiZleba korelaciis koeficienti<br />
iyos nolis toli, magram SemTxveviTi sidideebi ar iyvnen damoukideblebi,<br />
radgan korelaciis koeficienti asaxavs mxolod wrfiv damokidebulebas.<br />
amitom SeiZleba korelaciis koeficienti nolis toli iyos, magram<br />
1<br />
2<br />
1<br />
2
SemTxveviTi sidideebs Soris arsebobdes ara wrfivi kavSiri. damoukidebloba<br />
da korelaciis koeficientis nolTan toloba sinonimebia praqtikaSi<br />
Zalzed farTod gavrcelebuli normalurad ganawilebuli SemTxveviTi<br />
sidideebisaTvis. amis Sesaxeb ufro dawvrilebiT qvemoT iqneba naTqvami,<br />
organzomilebiani normaluri kanonis ganxilvisas.<br />
rodesac korelaciis koeficienti erTis tolia anu ρ ( ξ,<br />
η)<br />
= + 1,<br />
maSin<br />
ξ da η SemTxveviTi sidideebs Soris arsebobs dadebiTi wrfivi kavSiri,<br />
xolo Tu korelaciis koeeficienti minus erTis tolia, anu ρ ( ξ,<br />
η)<br />
= −1,<br />
ma-<br />
Sin ξ da η SemTxveviTi sidideebs Soris arsebobs uaryofiTi wrfivi kavSiri.<br />
1.7. SemTxveviTi amonarCevi<br />
SemTxveviT movlenebis, maT Soris SemTxveviTi sidideebis Seswavlisas<br />
Zalze iSviaTadad aris cnobili albaTobebis ganawilebis kanoni. amitom<br />
Seswavla eyrdnoba SemTxveviTi sididis mniSvnelobebze dakvirvebis Sedegebs,<br />
anu atareben eqsperimentebis simravles da afiqsireben n x x x ,..., , 1 2<br />
SemTxveviTi sididis mier miRebul mniSvnelobebs. dakvirvebis am<br />
mniSvnelobebis gamoyenebiT gamoiTvleba Sesaswavli SemTxveviTi sididis<br />
esa Tu is maxasiaTeblebi. imis gamo, rom dakvirvebis Sedegebis miReba<br />
dakavSirebulia garkveul materialur da droiT danaxarjebTan, romlebic<br />
xSirad sakmaod mniSvnelovania, praqtikaSi maTi raodenoba SezRudulia.<br />
SemTxveviTi sididis yvela SesaZlo mniSvnelobebis simravles generalur<br />
amonarCevs uwodeben, xolo SemTxveviTi sididis yvela SesaZlo<br />
mniSvnelobebidan n x x x ,..., , 1 2 dakvirvebebis sasrulo raodenobas, romelTa<br />
saSualebiTac Seiswavlian SemTxveviT sidides, amonarCevs eZaxian. Amocana<br />
mdgomareobs iseTi amonarCevis miRebaSi, romelic maqsimalurad srulad<br />
asaxavs generaluri amonarCevis yvela Tvisebas. es miiRweva generaluri<br />
amonarCevidan TiTo – TiTo obieqtis mimdevrobiT da wminda SemTxveviT<br />
amorCeviT. magaliTad, konkretul SemTxvevaSi, n raodenobis obieqtebidan<br />
erTis amorCevisas, aucilebelia, rom yoveli obieqtis amorCevis albaToba<br />
iyos 1 / n - is toli. im SemTxvevaSi, rodesac amonarCevi asaxavs generaluri<br />
amonarCevis ara yvela Tvisebas, aramed mis romelime mxares, amonarCevs<br />
hqvia wanacvlebuli amonarCevi. wanacvlebul amonarCevs, rogorc wesi,<br />
mivyavarT mcdar daskvnamde, radgan is srulad ver asaxavs SemTxveviTi<br />
sididis Tvisebebs.<br />
SemTxveviTi amorCevis principis darRvevas zogjer mivyevarT seriozul<br />
Secdomebamde. warumatebeli amonarCevis magaliTad mogvyavs amerikis<br />
SeerTebuli Statebis mosaxleobis gamokiTxvis Sedegebi, romelic Catarda<br />
1936 wels, rodesac qveynis prezidentis postze kenWs iyrida ori kandidati,<br />
ruzvelti da landoni. avtoritetulma Jurnalma „literaturuli<br />
mimoxilva“, sazogadoebaSi Tavisi reitingis amaRlebis mizniT, moaxdina 4<br />
milioni ameriklis gamokiTxva imisaTvis, rom ewinaswarmetyvela amerikis<br />
momavali prezidentis vinaoba. satelefono wignebidan amoiweres 4 milioni<br />
adamianis misamarTi da gaugzavnes Sesabamisi SekiTxva. miRebuli pasuxebis<br />
19
damuSavebis Sedegad Jurnalma gamoaqveyna informacia, rom arCevnebSi didi<br />
upiratesobiT gaimarjvebda landoni, Tumca ki cxovrebam sapirispiro Sedegi<br />
aCvena. aseTive gamokiTxva Caatares amerikelma sociologebma gelapma<br />
da rouperma. maT gamokiTxes mxolod oTxi aTasi amerikeli, amasTan cdilobdnen<br />
rac SeiZleba srulad moecvaT mosaxleobis yvela fenebi. maTi<br />
Sedegi aRmoCnda Jurnalis mier miRebuli Sedegis sawinaaRmdego. miuxedavad<br />
imisa, rom amonarCevi iyo gacilebiT ufro mcire moculobis, Sedegi<br />
aRmoCnda swori wina Sedegisagan gansxvavebiT. mizezi mdgomareobda imaSi,<br />
rom redaqciis specialistebma dauSves ramodenime seriozuli Secdoma respondentebis<br />
amonarCevis formirebisas: a) maT ver gaiTvaliswines, rom telefonis<br />
wignebSi, gansakuTrebiT im dros, warmodgenili iyo mosaxleobis<br />
SeZlebuli fena; b) pasuxi daubruna ara yvela gamokiTxulma, aramed im saqmianma<br />
adamianebma, romlebic miCveulni iyvnen korespondenciaze pasuxis<br />
gacemas. landons swored es fena uWerda mxars da miRebul SedegebSi aisaxa<br />
swored maTi ganwyoba. meore SemTxvevaSi amonarCevi Tavisufali iyo am<br />
Secdomisagan. cnobilia, rom sazogadoebis erTi da igive fenis warmomadgenlebs<br />
aqvT daaxloebiT erTnairi fsiqologia da damokidebuleba movlenebisadmi.<br />
amitom mosaxleobis dayofa fenebad da TiToeuli fenidan Tanabari<br />
raodenobis respodentis SerCeva iZleva obieqtur warmodgenas mTeli<br />
sazogadoebis ganwyobis Sesaxeb. pirvel SemTxvevaSi amonarCevi wanacvlebuli<br />
iyo garkveuli mimarTulebiT, amitom mis safuZvelze miRebuli iyo<br />
araswori Sedegi. rogorc ukve avRniSneT, aseT amonarCevebs wanacvlebuli<br />
amonarCevebi hqviaT. arseboben praqtikaSi waunacvlebeli amonarCevebis<br />
miRebis meTodebi. dawvrilebiT es sakiTxi ganxilulia [55] – Si.<br />
1.8. amonarCevebi da maTi aRwera<br />
SemTxveviTi sididis yvela SesaZlo mniSvnelobebidan amonarCevi<br />
ewodeba erTmaneTisagan damoukidebel, erTnairad ganawilebul SemTxveviT<br />
sidideTa mimdevrobas n x x x ,..., , 1 2 . rogorc wesi, amonarCevs warmoadgenen<br />
cxrilis saxiT. amonarCevis didi n moculobisas dakvirvebis yvela Sedegis<br />
mimoxilva SeuZlebeli xdeba, amitom cdiloben amonarCevi warmoadginon<br />
SesaZleblobis farglebSi kompaqturad da damuSavebisaTvis mosaxerxebeli<br />
formiT. aseTi warmodgenis erT – erT SesaZlebel formas warmoadgens<br />
alaTobebis ganawilebis empiriuli (<strong>statistikuri</strong>) funqcia (x)<br />
. ξ Sem-<br />
TxveviTi sididis empiriuli ganawilebis funqcia Fn (x)<br />
tolia iseTi i x<br />
mniSvnelobebis wilisa, romelTaTvisac adgili aqvs pirobas xi ≤ x,<br />
i = 1,...,<br />
n .<br />
avRniSnoT x( i ) , i = 1,...,<br />
n,<br />
dakvirvebis Sedegebis variaciuli rigi. maSin<br />
ni<br />
Fn ( x( i) ) = P( ξ ≤ x(<br />
i)<br />
) = , sadac n i aris dakvirvabis Sedegebis raodenoba rom-<br />
n<br />
≤ x . naxaz 1.7. – ze mocemulia empiriuli ganawilebis funqciis<br />
lebic (i)<br />
grafikuli saxe.<br />
20<br />
F n
nax. 1.7.<br />
ganawilebis empiriul funqcias aqvs diskretuli SemTxveviTi sididis<br />
ganawilebis funqciis analogiuri saxe. es aixsneba Semdegnairad. uwyveti ξ<br />
SemTxveviTi sididis amonarCevi n x x x ,..., , 1 2 aris n diskretul<br />
mniSvnelobaTa erToblioba. amonarCevis ganmartebis Tanaxmad n x x x ,..., , 1 2<br />
arian damoukidebeli SemTxveviTi sidideebi da TiToeuli maTganis<br />
Sesabamisi albaToba tolia 1 / n – is. amitom amonarCeviT empiriuli ganawilebis<br />
funqciis ageba Seesabameba iseTi diskretuli SemTxveviTi sididis<br />
ganawilebis funqciis agebas, romlis SesaZlo mniSvnelobebia n x x x ,..., , 1 2 da<br />
TiToeul am mniSvnelobis miRebis albaToba tolia 1 / n – is. iseve, rogorc<br />
xdomilebis sixSire miiswrafvis Sesabamisi albaTobisken (ix. paragrafi 1.3),<br />
rodesac dakvirvebis ricxvi n usasrulod izrdeba, empiriuli ganawilebis<br />
funqcia Fn (x)<br />
miiswrafis uwyveti SemTxveviTi sididis F (x)<br />
ganawilebis<br />
funqciisaken, rodesac n → ∞ . es imas niSnavs, rom n – is usasrulod<br />
gazrdisas naxazze naCvenebi safexurovani funqcia Fn (x)<br />
gadadis Sesabamis<br />
F (x)<br />
uwyvet funqciaSi.<br />
rogorc viciT, xSir SemTxvevaSi sakmarisia SemTxveviTi sididis ara<br />
mTliani bunebis codna (rasac gvaZlevs ganawilebis funqciis codna), aramed<br />
misi calkeuli mxareebis, anu ricxviTi maxasiaTeblebis codna.<br />
ganvixiloT dakvirvebis SedegebiT ricxviTi maxasiaTeblebis gansaz-<br />
Rvris sakiTxi, kerZod, ZiriTadi ricxviTi maxasiaTeblebisa, rogoricaa ma-<br />
Tematikuri molodini, dispersia, saSualo kvadratuli gadaxra, kovariaciisa<br />
da korelaciis koeficientebi, kvantilebi. maT Sesabamisad hqviaT amonarCevis<br />
saSualo, amonarCevis dispersia, amonarCevis kovariacia da korelacia,<br />
amonarCevis kvantili.<br />
amonarCevis saSualo aRiniSneba Semdegnairad x . mas dakvirvebis Sedegebis<br />
saSualo ariTmetikuls eZaxian da gamoiTvleba formuliT<br />
n 1<br />
x = ∑ xi<br />
. dakvirvebis SedegebiT SemTxveviTi sididis dispersiis mniSvne-<br />
n i=<br />
1<br />
2 1 n<br />
2<br />
loba gamoiTvleba formuliT S = ∑ ( x − x)<br />
. xSirad dispersiis mniSvne-<br />
lobas iTvlian formuliT<br />
2<br />
M ( S ) = D(<br />
ξ ) .<br />
*<br />
amonarCevis kvantili ewodeba sidides<br />
tolebis amonaxsni<br />
n i=<br />
1<br />
i<br />
n<br />
2 1<br />
S * = ∑= ( xi<br />
n −1<br />
i 1<br />
2<br />
− x)<br />
, radgan adgili aqvs<br />
21<br />
*<br />
x p , romelic aris Semdegi gan
Fn ( x)<br />
= p,<br />
(1.1)<br />
sadac Fn (x)<br />
aris albaTobebis empiriuli ganawilebis funqcia, p aris alba-<br />
Toba 0 < p < 1.<br />
gasagebia, rom gantolebas (1.1) yovelTvis ara aqvs amoxsna. amitom mi-<br />
Rebulia Semdegi SeTanxmeba. magaliTad, empiriuli medianis ∗<br />
Med gansaz-<br />
Rvrisas saWiroa Fn ( x ) = 0.5 gantolebis amoxsna. dakvirvebebis kenti ricxvis<br />
∗<br />
dros n = 2 k + 1 empiriuli mediana Med = x(k<br />
) , xolo dakvirvebebis wyvili<br />
∗<br />
ricxvis dros n = 2k<br />
empiriuli mediana Med = ( x(<br />
k ) + x(<br />
k+<br />
1)<br />
) / 2 .<br />
kovariaciis koeficientis mniSvneloba amonarCeviT gamoiTvleba formuliT<br />
n 1<br />
cov( ξ,<br />
η)<br />
= ( x − x)(<br />
y − y),<br />
∑ n i=<br />
1<br />
sadac xi , yi<br />
, i = 1,...,<br />
n aris ξ da η SemTxveviT sidideebze dakvirvebis Sedegebi.<br />
korelaciis koeficientis mniSvneloba amonarCeviT gamoiTvleba formuliT<br />
ρ =<br />
n<br />
∑<br />
i=<br />
1<br />
n<br />
∑<br />
i=<br />
1<br />
( x − x)<br />
i<br />
22<br />
i<br />
( x − x)(<br />
y − y)<br />
i<br />
2<br />
n<br />
i<br />
∑<br />
i=<br />
1<br />
i<br />
( y<br />
i<br />
− y)<br />
danarTi 9 – Si mocemulia amonarCeviT gamoTvlili korelaciis koeficientis<br />
ganwilebis kvantilebi .<br />
1<br />
2<br />
p r<br />
−<br />
1.9. rangi da ranJireba<br />
xSirad eqsperimentis Sedegebi arian ara ricxvebi, aramed sidideebi,<br />
romlebic erTmaneTTan mimarTebas axasiaTeben cnebebiT “meti” an “naklebi”.<br />
magaliTad, codnis Sefasebisas, raime sagnis, movlenis an pirovnebis mimarT<br />
damokidebulebis gamoxatvisas, an ferTa gamis gansazrvrisas dawerili<br />
qulaTa raodenoba axasiaTebs ukeTes an uares codnas, met an nakleb simpatias<br />
da a.S. dawerili balebis mixedviT ar SeiZleba zustad gainsazRvros<br />
ramdenad metia an naklebia codna. magaliTad, ar SeiZleba Tqma, rom<br />
2<br />
“xuTianis” mimRebma studentma sagani zustad 5 / 3 = 1 - jer ukeTesad icis<br />
3<br />
sagani, vidre “sami” qulis mimRebma studentma. aseTi monacemebis damuSavebisas<br />
gamoiyeneba maTematikuri statistikis specialuri meTodebi, romlebic<br />
operireben eqsperimentis ara konkretul mniSvnelobebze, aramed maT adgilebze<br />
dakvirvebaTa miRebul mwkrivSi. aseT meTodebs ranguli meTodebi<br />
hqviaT. dakvirvebis i x Sedegis rangi hqvia mis rigiT nomers x ( 1)<br />
, x(<br />
2)<br />
,..., x(<br />
n)<br />
variaciul rigSi. magaliTad, vTqvaT dakvirvebis Sedegebi Sesdgeba ricxvebisagan<br />
5, 7, 3, 1, 12, maSin dakvirvebaTa am mwkrivSi, maTi Sesabamisi rangebi<br />
2<br />
.
iqneba 3, 4, 2, 1, 5. dakvirvebaTa simravlidan maTi rangebis mimdevrobaze gadasvlis<br />
proceduras ranJirebis procesi hqvia, xolo miRebul Sedegs –<br />
ranJirebis Sedegi.<br />
praqtikuli amocanebis gadawyvetisas, dakvirvebis Sedegebis, anu amonarCevis,<br />
damrgvalebis gamo, gvxvdeba erTnairi Sedegebi. am SemTxvevaSi Sesabamisi<br />
elementebis rangebis gansazRvra xdeba Semdegnairad. erTnairi<br />
mniSvnelobis mqone dakvirvebis Sedegebs amonarCevSi Sekvra an kona davarqvaT,<br />
xolo dakvirvebis raodenobas SekvraSi – misi zoma. SekvraSi moxvedrili<br />
dakvirvebis Sdegebis rangebi erTmaneTis tolia da utoldeba am dakvirvebis<br />
Sedegebis rangebis saSualo ariTmetikuls, romlebic eqneboda<br />
dakvirvebis variaciul rigSi, maTi mniSvnelobebis mixedviT, erTmeneTis<br />
gverdiT ganTavsebisas. magaliTad, dakvirvebis Sedegebis 3; 7; 3; 1; 12 Sesabamisi<br />
rangebi iqneba 2,5; 4; 2,5; 1; 5.<br />
<strong>statistikuri</strong> meTodebis umravlesoba dafuZnebulia daSvebaze, rom gansaxilvel<br />
SemTxveviT sidides aqvs albaTobebis garkveuli ganawilebis kanoni.<br />
am meTodebs parametruli meTodebi hqviaT. umravlesoba am meTodebisa<br />
uSveben ganawilebis kanonis normalurobas. Tu realuri amocanebis gadawyvetisas<br />
aRmoCnda, rom es daSveba ara sworia, maSin miRebuli Sedegebi,<br />
didi albaTobiT, iqnebian ara swori. ranguli meTodebi ar iTxoven aseT<br />
daSvebebs. amitom maT iyeneben agreTve dakvirvebebis ricxviTi monacemebis<br />
damuSavebisas, rodesac albaTobebis ganawilebis kanoni ucnobia da dakvirvebebis<br />
mcire ricxvi ar iZleva maTi identifikaciis saSualebas.<br />
1.10. aRweriTi statistikis meTodebi<br />
dakvirvebaTa simravle xSirad sakmaod didi moculobisaa, Sedgeba aTeulobiT,<br />
aseulobiT, aTaseulobiT dakvirvebebis Sedegebisagan, rac aZnelebs<br />
dakvirvebaTa Sedegebis uSualo mimoxilvasa da analizs. amitom warmoiSoba<br />
dakvirveebaTa Sedegebis kompaqturi warmodgenis amocana. idealSi<br />
aseTi kompaqturi warmodgena iqneboda faqti, rom dakvirvebis Sedegebi<br />
warmoadgenen amonarCevs, anu damoukidebel dakvirvebis Sedegebs mocemuli<br />
ganawilebis kanonis mqone SemTxveviTi sididisaTvis. es saSualebas mogvcemda<br />
yvela saWiro gamoTvlebi Cagvetarebina Teoriulad. magram, saubedurod,<br />
xSirad, praqtikuli amocanebis amoxsnisas, ganawilebis kanonebi<br />
ucnobia. amitom, aseT SemTxvevebSi, amonarCevis kompaqturi warmodgenisa-<br />
Tvis sargebloben aRweriTi statistikis meTodebiT.<br />
aRweriTi statistikis meTodebs uwodeben sxvadasxva maxasiaTeblebiT<br />
amonarCevis aRweris da grafikuli warmodgenis meTodebs. amonarCevis ama<br />
Tu im Tvisebis maxasiaTeblad zemoT ganvixileT amonarCeviT gansazRvruli<br />
SemTxveviTi sididis ricxviTi maxasiaTeblebi, romlebic SeiZleba davyoT<br />
ramodenime jgufad.<br />
1. mdebareobis maxasiaTeblebi. es maxasiaTeblebi ricxviT RerZze miuTiTeben<br />
mdebareobas, sadac ganlagdebian dakvirvebis Sedegebi. maT miekuTvnebian:<br />
amonarCevis minimaluri da maqsimaluri elementebi, zeda da qveda kvartilebi,<br />
dakvirvebis Sedegebis saSualo ariTmetikuli ( x ), amonarCevis mediana<br />
( med )da sxva analogiuri maxasiaTeblebi.<br />
23
2. ganbnevis maxasiaTeblebi. isini axasiaTeben dakvirvebis Sedegebis gabnevas<br />
ricxviT RerZze TaviaanTi centris mimarT. maT miekuTvnebian: amonarCevis<br />
dispersia 2<br />
S , standartuli gadaxra, sxvaoba amonarCevis maqsimalur da minimalur<br />
elementebs Soris, romelsac gaqanebas eZaxian h = xmax<br />
− xmin<br />
, sxvaoba<br />
zeda da qveda kvantilebs Soris, eqscesis koeficienti da sxva.<br />
3. asimetriis maxasiaTeblebi. isini axasiaTeben monacemebis TaviaanTi centris<br />
mimarT ganlagebis simetrias. maT miekuTvnebian: asimetriis koeficienti,<br />
amonarCevis medianis mdebareoba saSualo ariTmetikulis mimarT da<br />
sxva.<br />
4. empiriuli ganawilebis kanonebi. esenia empiriuli ganawilebis funqcia,<br />
wertilovani diagrama, histograma, sixSireebis cxrilebi. wertilovani<br />
diagrama gamoiyeneba rodesac dakvirvebis SedegebSi erTi da igive dakvirvebis<br />
Sedegebi gvxvdeba mravaljer. aseT SemTxvevaSi abscisis Sesabamis wertilSi<br />
ixateba imdeni wertili, ramdenjerac es mniSvneloba gvxvdeba dakvirvebis<br />
SedegebSi. maxasiaTeblis saerTo saxe naCvenebia nax. 1.8 – ze.<br />
nax. 1.8. wertilovani diagrama nax. 1.9. histograma<br />
histograma aris albaTobebis ganawilebis empiruli analogi. is aigeba<br />
dakvirvebis SedegebiT Semdegnairad. dakvirvebis Sedegebidan x ( 1)<br />
, x(<br />
2)<br />
,..., x(<br />
n)<br />
ganisazRvreba x min = x(<br />
1)<br />
da x max = x(<br />
n)<br />
. amonarCevis warmodgenis intervali<br />
iyofa k qveintervalad. zogadad intervalebi SeiZleba iyvnen ara Tanaba-<br />
xmax − xmin<br />
ri. Tu intervalebi tolebia, maSin maTi sigrZe Δ x = . i – i interva-<br />
k<br />
lis sasazRvro wertilebi Semdegnairad ganisazRvrebian = x + ( i −1)<br />
⋅ Δx,<br />
x i = x + i ⋅ Δx,<br />
i = 1,...,<br />
k −1<br />
. iTvleba dakvirvebebis ricxvi yovel<br />
( + 1)<br />
( 1)<br />
intervalSi. dakvirvebebis raodenoba yovel intervalSi avRniSnoT n i ,<br />
xolo p i aris am intervalSi dakvirvebis Sedegebis moxvedris sixSire.<br />
k<br />
cxadia, rom ∑ ni = n, i= 1<br />
ni<br />
pi = ,<br />
n<br />
k<br />
∑ pi<br />
i=<br />
1<br />
= 1.<br />
yovel intervalze igeba sworkuTxedi,<br />
romlis farTobic p i – s tolia. histogramis saerTo saxe naCvenebia nax. 1.9<br />
24<br />
x( i)<br />
( 1)
– ze. intervalebis raodenoba k airCeva dakvirvebis Sedegebis raodenobisagan<br />
damokidebulebiT. dakvirvebis didi ricxvis dros intervalebis<br />
raodenoba izrdeba.<br />
albaTobebis ganawilebis empiriuli funqciis analogiurad, romelic<br />
amonarCevis moculobis gazrdisas, anu rodesac n → ∞ asimptoturad miiswrafis<br />
ganawilebis Teoriuli funqciisaken Fn ( x) → F( x)<br />
, histograma, rodesac<br />
n → ∞ , miiswrafis albaTobebis ganawilebis Teoriuli simkvrivisaken<br />
fn ( x) → f ( x)<br />
.<br />
dajgufebuli monacemebiT SemTxveviTi sididis maxasiaTeblebi gamoiTvleba<br />
Semdegnairad.<br />
0<br />
avRniSnoT x i - iT Sua wertili i – ri intervalis romlis sigrZe tolia<br />
Δ xi = x( i+ 1) − xi , i = 1,..., k . rogorc adre n i aris i intervalSi moxvedrili<br />
dakvirvebebis raodenoba. dajgufebuli monacemebiT amonarCevis saSualo<br />
ganisazRvreba Semdegnairad<br />
k<br />
0 n 1 k<br />
i<br />
0<br />
x = ∑ xi ⋅ = ∑ xi ⋅ ni<br />
.<br />
i= 1 n n i=<br />
1<br />
amonarCevis dispersia gamoiTvleba formuliT<br />
2 1 k<br />
0 2<br />
S = ∑ ( x − x) ⋅ n .<br />
n −1<br />
i=<br />
1<br />
25<br />
i i<br />
analogiurad gamoiTvleba sxva ricxviTi maxasiaTeblebis sidideebi<br />
dajgufebuli monacemebiT.
Tavi 2. albaTobebis ganawilebis mniSvnelovani kanonebi<br />
rogorc ukve viciT, ganawilebis kanonebi asaxaven damokidebulebas Sem-<br />
TxveviTi sididis mniSvnelobebsa da am mniSvnelobebis miRebis SesaZleblobebs<br />
anu albaTobebs Soris. viciT, rom yvelaze gavrcelebuli SemTxveviTi<br />
sidideebia diskretuli da uwyveti SemTxveviTi sidideebi. uwyveti Sem-<br />
TxveviTi sidideebis ganawilebis kanonebia: ganawilebis funqcia da ganawilebis<br />
simkvrive, xolo diskretuli SemTxveviTi sididisaTvis – ganawilebis<br />
funqcia da ganawilebis mwkrivi.<br />
winamdebare TavSi SeviswavliT yvelaze ufro farTod gavrcelebul da<br />
gamoyenebul diskretuli da uwyveti SemTxveviTi sidideebis ganawilebis<br />
kanonebs da maT Tvisebebs. kerZod, diskretuli SemTxveviTi sidideebisa-<br />
Tvis – binomaluri da puasonis, uwyveti SemTxveviTi sidideebisTvis – normaluri,<br />
stiudentis, maCvenebliani, Tanabari, xi – kvadrati da fiSeris ganawilebis<br />
kanonebi.<br />
2.1. binomialuri ganawileba<br />
binomaluri ganawilebis kanoni diskretuli SemTxveviTi sididis<br />
ganawilebis kanonia. am kanoniT aRiwereba mravali bunebrivi da teqnikuri<br />
procesebi. es iseTi procesebia, romlebsac eqsperimentis Sedegad SeuZliaT<br />
hqondeT ori mniSvneloba: warmateba da warumatebloba. magaliTad, sawarmoSi<br />
produqciis xarisxis kontrolis Sedegi SeiZleba iyos oridan erTi<br />
gadawyvetileba: nakeToba vargisia an uvargisia. masiuri warmoebis dros<br />
yoveli nakeTobis xarisxis Semowmeba ekonomiurad ara xelsayrelia. amitom<br />
kontrols axorcieleben Semdegnairad. drois garkveul monakveTSi gamoSvebuli<br />
nakeTobebis saerTo raodnobidan airCeven n nakeTobas da<br />
amowmeben maT xarisxs. nakeTobis xarisxianobas aRniSnaven, magaliTad, noliT,<br />
xolo uxarisxobas – erTiT. iTvlian erTianebis saerTo raodenobas.<br />
is tolia uxarisxo nakeTobebis ricxvis. bunebrivia 0 ≤ m ≤ n . igulisxmeba,<br />
rom calkeuli nakeTobis vargisianoba an uvargisoba damoukidebeli xdomilebebia,<br />
anu erTi nakeTobis vargisianoba an uvargisoba gavlenas ar axdens<br />
meore nakeTobis vargisianobaze. avRniSnoT p albaToba imisa, rom<br />
Sesamowmebeli nakeToba iqneba uxarisxo, maSin (1 − p)<br />
aris albaToba imisa,<br />
rom nakeToba iqneba xarisxiani. zemoT aRniSnuli damoukidebloba niSnavs,<br />
rom p albaTobis mniSneloba yoveli nakeTobisaTvis erTnairia. p - s mi-<br />
m<br />
axloebiTi mniSvneloba gamoiTvleba formuliT p ≈ . adgili aqvs<br />
n<br />
m<br />
→ p ,<br />
n<br />
roca n → ∞ .<br />
aRvniSnoT X - iT SemTxveviTi diskretuli sidide, romelic Seesabameba<br />
uxarisxo nakeTobebis raodnobas n Semowmebul nakeTobaSi. X SeuZlia miiRos<br />
nebismieri mniSvneloba 0 – dan n – de, magram TiToeuli am mniSvnelobis<br />
miRebis albaToba sxvadasxvaa. zemoT moyvanili pirobebis Sesrulebisas,<br />
Sesabamisoba X SemTxveviTi sididis mniSvnelobebsa da albaTobebs<br />
Soris, romlebiTac SemTxveviTi sidide Rebulobs am mnSvnelobebs, aRiwe-<br />
26
eba ganawilebis kanoniT, romelsac ganawilebis binomialuri kanoni ewodeba<br />
da Semdegi saxe aqvs<br />
k k n k<br />
P( X k) C p (1 p) −<br />
= = − , (2.1)<br />
n<br />
k n!<br />
sadac Cn<br />
= da hqvia n - dan k dajgufebaTa ricxvi.<br />
k !( n − k)!<br />
im faqtis aRsaniSnavad, rom bernulis ganawileba damokidebulia p da<br />
n - gan albaTobas P( X = k)<br />
Caweren ase P( X = k | n, p)<br />
.<br />
SemTxveviTi sidide X – is maTematikuri molodini da dispersia Sesaba-<br />
misad tolia MX = np, DX = np(1 − p)<br />
.<br />
albaToba imisa, rom X SemTxveviTi sidide Rebulobs k – ze nakleb an<br />
tol mniSvnelobebs gamoiTvleba formuliT<br />
k<br />
m m n m<br />
P( X k) C p (1 p) −<br />
≤ = ∑ − . (2.2)<br />
m=<br />
0<br />
n<br />
nax. 2.1. – ze mocemulia binomialuri ganawilebis grafikebi p da<br />
n parametrebis sxvadasxva mniSvnelobebisaTvis.<br />
p<br />
= 0,<br />
2<br />
nax. 2.1. binomialuri ganawilebis kanonis saxe sxvadasxva p - Tvis, rodesac<br />
10<br />
n = .<br />
binomaluri ganawilebis kanoni mWidro kavSirSia sxva ganawilebis kanonebTan;<br />
magaliTad, puasonisa da normalur ganawilebi kanonebTan. Tu<br />
sruldeba piroba 0.1≤ p ≤ 0.9 da np(1 − p)<br />
> 5 , binomaluri kanoni kargad aproqsimirdeba<br />
normaluri ganawilebis kanoniT np – s toli maTematikuri<br />
molodiniTa da dispersiiT np(1 − p)<br />
. rodesac np(1 − p)<br />
> 25 es aproqsimacia<br />
SeiZleba gamoyenebuli iqnas p mniSvnelobisagan damoukideblad.<br />
sakmaod didi n – is da p < 0.1 dros binomaluri kanonis aproqsimacia<br />
SesaZlebelia puasonis ganawilebis kanoniT np – s toli maTematikuri molodiniT.<br />
albaTobebis ganawilebis binomaluri kanonis didi mniSvnelobis gamo<br />
misi mniSvnelobebi gamoTvlili (2.1) an (2.2) formuliT da mocemulia<br />
Sesabamis statistikur cxrilebSi sxvadasxva n - sa da p - Tvis [2, 29].<br />
winamdebare wignis boloSi, danarT 1 – Si mocemulia es mniSvnelobebi<br />
zogierTi n da p - Tvis.<br />
binomaluri ganawilebis kanons agreTve eZaxian bernulis ganawilebis<br />
kanons.<br />
27<br />
p = 0,<br />
4
2.2. puasonis ganawileba<br />
puasonis ganawilebis kanonic aris diskretuli SemTxveviTi sididis ganawilebis<br />
kanoni. am kanons aqvs adgili bunebisa da teqnikis mraval amocanebSi.<br />
misi saSualebiT aRiwereba im movlenebis albaTobebic, romlebic dakavSirebulia<br />
SemTxveviTi raodenobis movlenebis warmoqmnasTan drois<br />
mocemul intervalSi. magaliTad, atomur fizikaSi – radioaqtiuri<br />
nivTierebis daSla drois mocemul periodSi; astronomiaSi – meteoritebis<br />
gamoCena drois mocemul intervalSi; radoilokaciaSi – yalbi signalebis<br />
warmoSoba arekvlili radiosignalebis miRebisas; kavSirgabmulobaSi –<br />
telefonis sadgurSi darekvebis raodenoba erTeulovani drois<br />
intervalSi da a.S. puasonis kanons adgili aqvs im SemTxvevebSi, rodesac<br />
movlenis warmoSobis albaToba proporciulia im Δ x intervalis,<br />
romelSic es movlena xdeba da tolia a ⋅ Δ x + OΔ x , sadac a > 0 mocemuli<br />
ricxvia, OΔ x aris usasrulod mcire sidide Δ x - Tan SedarebiT. am SemTxvevaSi,<br />
albaToba imisa, rom X SemTxveviTi sidide T drois ganmavlobaSi<br />
Rebulobs k - s tol mniSvnelobas gamoiTvleba formuliT<br />
k<br />
λ −<br />
λ<br />
P( X = k) = e , k = 0,1, 2,...,<br />
k!<br />
sadac λ = a ⋅ T - aris puasonis kanonis intensiuroba. Adgili aqvs pirobebs<br />
MX = λ , DX = λ .<br />
puasonis kanoni dakavSirebulia bernulisa da normalur ganawilebis<br />
kanonebTan. roca λ > 9 puasonis ganawilebis kanoni kargad aproqsimdeba<br />
albaTobebis normaluri ganawilebiT λ toli maTematikuri molodiniTa<br />
da dispersiiT.<br />
damoukidebeli n SemTxveviTi sididis jami, romlebic ganawilebuli<br />
arian Sesabamisad λ1, λ2,..., λ n parametrebiani puasonis kanonebiT, agreTve ga-<br />
nawilbulia puasonis kanoniT λ = λ1 + λ2 + ... + λn<br />
parametriT.<br />
naxaz 2.2 – ze mocemulia puasonis ganawilebis kanonis sqematuri saxe λ<br />
- s sxvadasxva mniSvnlobisaTvis.<br />
λ = 1<br />
λ<br />
= 6<br />
nax. 2.2. puasonis ganawilebis saxe k da λ sxvadasxva mniSvnelobebisa-<br />
Tvis.<br />
puasonis ganawilebis kanonis mniSvnelobebi gamoTvlilia da mocemulia<br />
Sesabamis cxrilebSi λ - s sxvadasxva mniSvnelobisaTvis. zogierT maT-<br />
28
ganSi mocemulia albaTobebi P( X = k)<br />
[29], xolo zogierTSi – dagrovili<br />
k<br />
m<br />
λ −<br />
λ<br />
albaTobebi P( X ≤ k) = ∑ e . winamdebare wignis boloSi, danarT 2 – Si,<br />
m=<br />
0 m!<br />
moyvanilia albaTobebi P( X = k)<br />
zogierTi λ - Tvis.<br />
2.3. maCvenebliani anu eqsponencialuri ganawileba<br />
eqsponencialuri kanoni aris uwyveti SemTxveviTi sididis ganawilebis<br />
kanoni. es kanoni xSirad gamoiyeneba e.w. “sicocxlis xangrZliobis” amocanebSi,<br />
anu amocanebSi, sadac movlenis albaToba damokidebulia im drois<br />
xangrZliobisagan, romlis ganmavlobaSic mas adgili aqvs. magaliTad, medicinaSi<br />
– pacientis sicocxlis xangrlivoba; saimedobis TeoriaSi – nakeTobis<br />
umtyuno muSaobis xangrZlioba; masobrivi momsaxurebis TeoriaSi – momsaxurebaze<br />
lodinis dro.<br />
eqsponencialuri ganawilebis simkvrives aqvs Semdegi saxe<br />
x<br />
p( , x) e θ − ⋅<br />
θ = θ ⋅ , θ > 0 .<br />
sadac θ – ganawilebis parametria. albaTobebis ganawilebis funqcias aqvs<br />
saxe<br />
⎧ −θ<br />
⋅x<br />
⎪1<br />
−θ<br />
⋅ e , at x ≥ 0,<br />
F(<br />
θ , x)<br />
= ⎨<br />
⎪<br />
⎩0,<br />
at x < 0<br />
eqsponencialuri ganawilebas xSirad eZaxian mexsierebis armqone<br />
ganawilebasac, radgan adgili aqvs Semdeg pirobas<br />
P( X ≥ s + t | X ≥ t) = P( x ≥ s)<br />
nebismieri s, t ≥ 0 .<br />
vTqvaT X aris raime nakeTobis umtyuno muSaobis xangrZlioba (magali-<br />
Tad, televizoris). maSin aRniSnuli Tviseba niSnavs, rom mowyobilobisa-<br />
Tvis, romelmac imsaxura t drois ganmavlobaSi, albaToba rom damatebiT<br />
imuSavebs kidev s drois ganmavlobaSi, iseTivea rogorc albaToba imisa,<br />
rom aseve s drois ganmavlobaSi imuSavebs axali mowyobiloba, romelmac<br />
mxolod axla daiwyo muSaoba. Znelia ar aris imis mixvedra, rom praqtika-<br />
Si es piroba, rogorc wesi, ar sruldeba. am naklis aRmofxvris mizniT im<br />
amocanebisaTvis, romlebisTvisac movlenis wina istoria mniSvnelovania,<br />
eqsponencialuri kanonis nacvlad iyeneben ufro zogad kanonenebs, romlebic<br />
iTvaliswineben winaistorias. magaliTad, gama ganawileba, veibulis ganawileba,<br />
an romelime sxva ganawileba, romelTa kerZo SemTxvevasac warmoadgens<br />
eqsponencialuri ganawileba.<br />
eqsponencialuri ganawilebis mqone SemTxveviTi sididis maTematikuri<br />
1<br />
1<br />
molodini MX = , xolo dispersia – DX = . nax. 2.3 – ze naCvenebia θ pa-<br />
2<br />
θ<br />
θ<br />
rametris mqone eqsponencialuri ganawilebis simkvrivis saxe.<br />
29
nax. 2.3.<br />
2.4. normaluri ganawileba<br />
normalur ganawilebas centraluri adgili ukavia albaTobis Teoriasa<br />
da maTematikur statistikaSi misi zRvruli Tvisebebis gamo. es gansakuTrebuloba<br />
gamomdinareobs ori momentidan: a) mravali SemTxveviTi sidide,<br />
romlis formirebazec moqmedebs didi raodenobis sxvadasxva faqtori da<br />
maTi gavlena daaxloebiT Tanabaria, ganawilebuli arian normaluri kanonis<br />
Tanaxmad; aseTebia, magaliTad, umravlesi gazomvis Sedegebi; b) xSirad,<br />
rodesac SemTxveviTi sidide ar aris ganawilebuli normaluri kanoniT,<br />
misi ganawilebis kanoni, garkveul pirobebSi, SeiZleba aproqsimirebuli<br />
iqnas normaluri kanoniT. <strong>statistikuri</strong> kriteriumebis didi umravlesoba<br />
damuSavebulia albaTobebis ganawilebis normaluri kanonisaTvis. normaluri<br />
kanoni aris yvelaze ufro Seswavlili ganawilebis yvela sxva kanonebTan<br />
SedarebiT. normaluri ganawilebis kanonis simkvrives aqvs Semdegi<br />
saxe<br />
2 ⎧ ⎫<br />
1 ( x − a)<br />
ϕ(<br />
x) = exp ⎨− , x<br />
2 ⎬ − ∞ < < +∞ .<br />
2π<br />
⋅σ ⎩ 2⋅σ<br />
⎭<br />
normaluri ganawilebis kanons aqvs ori a da<br />
a aris normalurad ganawilebuli SemTxveviTi sididis maTematikuri<br />
2<br />
molodini, xolo σ – saSualo kvadratuli gadaxra. normaluri ganawilebis<br />
kanonis simkvrivis grafiki naCvenebia nax. 2.4 – ze<br />
30<br />
p(<br />
x,<br />
θ ) = θ ⋅ e<br />
−θ<br />
⋅x<br />
2<br />
σ parametri. parametri
nax. 2.4. albaTobebis ganawilebis normaluri kanonis simkvrive<br />
rogorc grafikidan Cans ϕ ( x)<br />
miiswrafis nolisaken rodesac x → −∞ an<br />
x → +∞ . simkvrive simetriulia a wertilis mimarT. amasTan a wertilSi<br />
funqcia ϕ ( x)<br />
aRwevs Tavis maqsimums, romelic tolia 1/( 2 π ⋅ σ ) .<br />
parametri a axasiaTebs ganawilebis simkvrivis grafikis mdebareobas<br />
ricxviT RerZze. parametri σ > 0 axasiaTebs simkvrivis grafikis gaSlis an<br />
SekumSvis xarisxs.<br />
gansakuTrebuli adgili ukavia normaluri ganawilebis kanons, romlis<br />
maTematikuri molodini nolis, xolo dispersia erTis tolia. aseT Sem-<br />
TxveviT sidides normirebuli SemTxveviTi sidide ewodeba da mis simkvrives<br />
aqvs saxe<br />
2 ⎧ ⎫<br />
1 x<br />
ϕ(<br />
x) = exp ⎨− ⎬,<br />
− ∞ < x < +∞ .<br />
2π<br />
⎩ 2 ⎭<br />
is faqti, rom X SemTxveviTi sidide gnawilebulia normalurad maTema-<br />
2<br />
tikuri molodiniT a da dispersiiT σ , miRebulia Caiweros Semdegnairad<br />
2<br />
X ~ N( a, σ ) . normirebuli SemTxveviTi sididisaTvis gvaqvs X ~ N (0,1) .<br />
2<br />
ξ − a<br />
vTqvaT adgili aqvs ξ ~ N( a,<br />
σ ) , maSin samarTliania η = ~ N(0,1)<br />
.<br />
σ<br />
normirebuli SemTxveviTi η sididisaTvis adgili aqvs: albaToba imisa,<br />
rom SemTxveviTi sidide Rebulobs mniSvnelobebs intervalidan (-2; +2), e.i.<br />
p( −2 ≤η ≤ + 2) = 0,94 , agreTve samarTliania p( −3 ≤η ≤ + 3) = 0,9933 . ukanasknels<br />
ewodeba sami sigmas kanoni, radgan ara normirebuli SemTxveviTi<br />
sididsaTvis mas aqvs saxe p( a − 3⋅σ ≤η ≤ a + 3 ⋅ σ ) = 0,9933 .<br />
normirebuli normalurad ganawilebuli SemTxveviTi ξ ~ N(0,1)<br />
sididisaTvis<br />
ganawilebis funqcia Φ ( x)<br />
– iT aRiniSneba. adgili aqvs pirobas<br />
Φ ( x) = 1 − Φ( − x)<br />
. am Tvisebis safuZvelze yovelTvis SegviZlia gamovTvaloT<br />
normirebuli ganawilebis funqciis mniSvneloba ricxviTi RerZis marcxena<br />
naxevarze misi mniSvnelobebiT ricxviTi RerZis marjvena naxevridan. am<br />
Tvisebis gamoyenebiT cxrilebSi yovelTvis mocemulia ganawilebis funqciisa<br />
da simkvrivis mniSvnelobebi mxolod x ≥ 0 - Tvis. es cxrilebi ama Tu im<br />
moculobiT mocemulia albaTobis Teoriisa da maTematikuri statistikis<br />
31
praqtikulad yvela wignSi [ix. magaliTad 3, 14, 20]. erT – erTi aseTi<br />
cxrili mocemulia winamdebare wignis boloSic (ix. danarTi 3). normirebuli<br />
normaluri SemTxveviTi sididis cxriliT advilad gamoiTvleba aranormirebuli<br />
normaluri SemTxveviTi sididis Sesabamisi mniSvnelobebi.<br />
2<br />
marTlac, vTqvaT η ~ N( a,<br />
σ ) da ξ ~ N(0,1)<br />
, maSin adgili aqvs<br />
a x a x a<br />
F( x) P( x) P η ⎛ − − ⎞ ⎛ − ⎞<br />
= η < = ⎜ < ⎟ = Φ ⎜ ⎟<br />
⎝ σ σ ⎠ ⎝ σ ⎠ .<br />
2.5. organzomilebiani normaluri ganawileba<br />
iseve rogorc erTganzomilebiani SemTxveviTi sididis SemTxvevaSi, zogadad<br />
n ganzomilebiani SemTxveviTi sididisaTvis ganawilebis funqcia<br />
calsaxad ganisaRvreba ganawilebis simkvriviT.<br />
ξ SemTxveviTi sidideebi ganawilebuli arian normalu-<br />
vTqvaT ξ 1 da 2<br />
2 2<br />
rad Sesabamisad maTematikuri molodinebiT a1, a 2 da dispersiebiT σ1 , σ 2 ,<br />
2<br />
2<br />
anu ξ ~ N( a , σ ) da ξ ~ N( a , σ ) . maSin organzomilebiani SemTxveviTi sidi-<br />
1 1 1<br />
de ξ ( ξ1, ξ2<br />
)<br />
2 2 2<br />
= ganawilebulia organzomilebiani normaluri ganawilebis<br />
kanoniiT. Tu SemTxveviTi sidideebi ξ 1 da ξ 2 normirebuli da damoukideblebi<br />
arian, anu maTi maTematikuri molodinebi nolis tolia, dispersiebi –<br />
erTis, xolo korelacia maT Soris nolis tolia, maSin ξ = ( ξ1, ξ2<br />
) organzomilebiani<br />
SemTxveviTi sididis ganawilebis normalur simkvrives aqvs saxe<br />
32<br />
2 2 ⎧ ⎫<br />
1 x + y<br />
p( x, y)<br />
= exp ⎨− ⎬.<br />
2π ⎩ 2 ⎭<br />
erTganzomilebiani SemTxveviTi sididis ganwilebis funqcia aris x<br />
cvladis (ganawilebis funqciis argumentis) mocemuli mniSvnelobidan marcxniv<br />
moxvedris albaToba. analogiurad ganisazRvreba organzomilebiani,<br />
samganzomilebiani da a.S. SemTxveviTi sididis ganawilebis kanoni.<br />
avRniSnoT, magaliTad X - iT raime are organzomilebian sivrceSi. maSin am<br />
areSi moxvedris albaToba tolia<br />
P( X ) = ∫∫ p( x, y) dxdy .<br />
X<br />
organzomilebiani SemTxveviTi ξ sidids ganawilebis simkvriviT advilad<br />
SeiZleba ganvsazrvroT ξ 1 da ξ 2 erTganzomilebiani SemTxveviTi sidideebis<br />
ganawilebis simkvriveebi Semdegnairad<br />
p ( x) p( x, y) dy<br />
1<br />
+∞<br />
= ∫ , 2<br />
−∞<br />
am formulebiT adviled gamoiTvleba 1<br />
maTematikuri molodinebi<br />
1<br />
+∞<br />
p ( y) = ∫ p( x, y) dx .<br />
−∞<br />
ξ da 2<br />
+∞ +∞<br />
+∞ +∞<br />
a = ∫ ∫ xp( x, y) dxdy , a2 = ∫ ∫ yp( x, y) dxdy .<br />
−∞ −∞<br />
−∞ −∞<br />
ξ SemTxveviTi sidideebis<br />
zogadad ξ 1 da ξ 2 korelirebuli SemTxveviTi sidideebisaTvis organzomilebian<br />
gnawilebis simkvrives aqvs Semdegi saxe
2<br />
1 ⎧⎪ 1 ⎡( x1 − a1) ( x1 − a1)( x2 − a2) ( x2 − a2)<br />
⎤⎫⎪<br />
p( x, y) = × exp ⎨− 2 ρ<br />
,<br />
2<br />
2 ⎢ − + ⎥⎬<br />
2 π σ 2(1 )<br />
11σ 22(1<br />
− ρ ) ⎪ − ρ σ11 σ σ<br />
⎩ ⎢⎣ 11σ 22<br />
22 ⎥⎦<br />
⎪⎭<br />
sadac a 1 da a 2 arian Sesabamisad ξ 1 da ξ 2 SemTxveviTi sidideebis maTemati-<br />
2 2<br />
kuri molodinebi, xolo σ , σ - dispersiebi; ρ aris korelaciis koefici-<br />
enti ξ 1 da ξ 2 Soris.<br />
1 2<br />
2.6. normalur kanonTan dakavSirebuli ganawilebebi<br />
normalurad ganawilebuli SemTxveviTi sidideebis garkveuli arawrfivi<br />
gardaqmniT warmoiSoba axali ganawilebebis simravle, romelTagan mravals<br />
gansakuTrebuli adgili ukavia albaTobis Teoriasa da maTematikur<br />
2<br />
statistikaSi. maT Soris gansakuTrebiT aRniSvnis Rirsia stiudentis, χ da<br />
fiSeris ganawilebebi, radgan am ganawilebebs ukaviaT gansakuTrebuli<br />
adgili maTematikur statistikaSi da maTi kvantilebi anu procentuli wertilebi<br />
gamoiyeneba mraval kriteriumSi, romelTagan zogierTs qvemoT ganvixilavT.<br />
normalurad ganawilebuli SemTxveviTi sidideebis wrfivi gardaqmnisas<br />
2<br />
ganawilebis kanoni normaluri rCeba, anu Tu ξ ~ N( a , σ ), i = 1,..., n , maSin Sem-<br />
TxveviT sidides<br />
n<br />
i=<br />
1<br />
33<br />
i i i<br />
η = ∑ ( bi ⋅ ξi<br />
+ ci<br />
) , sadac i b da c i namdvili ricxvebia, aqvs<br />
normaluir ganawilebis kanoni maTematikuri molodiniT<br />
dispersiiT<br />
sidideebi.<br />
n<br />
2 2 2<br />
= bi<br />
⋅ i<br />
i=<br />
1<br />
n<br />
a = ∑ ( b ⋅ a + c ) da<br />
i=<br />
1<br />
i i i<br />
σ ∑ σ , Tu ξ i arian arakorelirebuli SemTxveviTi<br />
2.6.1.<br />
2<br />
χ ganawileba<br />
vTqvaT ξ1, ξ2,..., ξ n arian damoukidebeli normirebuli normalurad gana-<br />
wilebuli SemTxveviTi sidideebi, anu ~ (0,1) N ξ . ganvixiloT SemTxveviTi<br />
2 2 2<br />
2<br />
sidide η = ξ1 + ξ2 + ... + ξn<br />
, romelic ganawilebulia χ - ganawilebis kanoniT<br />
n – is toli Tavisuflebis xarisxiT. am kanonis ganawilebis simkvrives aqvs<br />
saxe<br />
1 n / 2−1 x / 2<br />
x e rodesac x > 0,<br />
n / 2<br />
2 Γ(<br />
n / 2)<br />
sadac Γ( ⋅ ) aris gama funqcia. simkvrivis es gamosaxuleba, iseve rogorc stiudentisa<br />
da fiSeris ganawilebis kanonebis SemTxvevebSi, praqtikaSi uSualod<br />
sakmaod iSviaTad gamoiyeneba, radgan, didi mniSvnelobis gamo, maTi<br />
mniSvnelobebi cxrilebis saxiT mocemulia praqtikulad maTematikuri statistikis<br />
yvela wignSi da, amitom, uSualo gamoTvlebisas simkvrivis analitikuri<br />
saxe ar gvWirdeba.<br />
i
η SemTxveviTi sidids maTematikuri molodini da dispersia Sesabamisad<br />
tolia M ( η ) = n da D( η ) = 2n<br />
.<br />
naxaz 2.5 – ze sqematurad naCvenebia η SemTxveviTi sididis ganawilebis<br />
simkvrivis saxe sxvadasxva Tavisuflebis xarisxebisaTvis<br />
nax. 2.5.<br />
34<br />
n = 1<br />
n = 2<br />
n = 3<br />
n = 6<br />
2<br />
χ - ganawileba farTod gamoiyeneba sxvadasxva statistikur kriteriumebSi,<br />
amitom, rogorc ukve vTqviT, misi ganawilebis funqciis da kvantilebis<br />
mniSvnelobebi cxrilebis saxiT mocemulia albaTobis Teoriisa da maTematikuri<br />
statistikis mraval wignSi. winamdebare wignis bolos, danarT 4 – Si<br />
mocemulia erT – erTi aseTi cxrili.<br />
2.6.2 stiudentis ganawileba<br />
es ganawilebac farTod gamoiyeneba sxvadasxva statistikur kriteriumebSi.<br />
vTqvaT ξ0, ξ1, ξ2,..., ξ n damoukidebeli normirebuli normalurad ganawilebuli<br />
SemTxveviTi sidideebia. SemovitanoT SemTxveviTi sidide<br />
0<br />
1 2<br />
1<br />
n<br />
ξ<br />
η = .<br />
∑ξi<br />
n i=<br />
mis albaTobebis ganawilebas hqvia stiudentis ganawilebis kanoni n Ta-<br />
n<br />
visuflebis xarisxiT. adgili aqvs M ( η ) = 0 da D(<br />
η ) = . stiudentis gana-<br />
n − 2<br />
wilebis simkvrivis saxe sqematurad mocemulia naxaz 2.6 – ze.
nax. 2.6.<br />
ganawilebis simkvrive simetriulia x = 0 mimarT.<br />
Sesabamis cxrilebSi mocemulia stiudentis ganawilebis mqone SemTxvevi-<br />
Ti sididis sxvadasxva donis kvantilebi da ganawilebis funqciis mniSvnelobebi.<br />
maTi didi praqtikuli mniSvnelobis gamo es mniSvnelobebi mocemulia<br />
maTematikuri statistikis praqtikulad yvela wignSi. winamdebare wignis<br />
bolos, danarT 5 – Si mocemulia erT – erTi aseTi cxrili.<br />
2.6.3. fiSeris ganawileba<br />
vTqvaT SemTxveviTi sidideebi ξ1, ξ2,..., ξ n da η1, η2,..., η m (sadac n da m naturaluri<br />
ricxvebia) damoukidebeli SemTxveviTi sidideebia, romelTgan<br />
TiToeuli ganawilebulia standartuli normaluri kanonis Tanaxmad. SemovitanoT<br />
SemTxveviTi sidide<br />
1 2 2 2<br />
( η1 + η2 + ... + ηm<br />
)<br />
Fm<br />
, n = m<br />
.<br />
1 2 2 2<br />
( ξ1 + ξ2 + ... + ξn<br />
)<br />
n<br />
mas aqvs fiSeris ganawilebis kanoni m da n Tavisuflebis xarisxebiT.<br />
2<br />
n<br />
2 n ( m + n − 2)<br />
adgili aqvs MFm,<br />
n = roca n > 2 da DFm,<br />
n =<br />
roca n > 4 .<br />
2<br />
n − 2<br />
m( n − 2) ( n − 4)<br />
ganawilebis simkvrives sqematurad aqvs nax. 2.7 – ze naCvenebi saxe sxvadasxva<br />
Tavisuflebis xarisxebisaTvis.<br />
35<br />
Φ<br />
Φ<br />
Φ<br />
1,<br />
4<br />
( x)<br />
10,<br />
50<br />
4,<br />
100<br />
( x)<br />
( x)<br />
n = 100<br />
n = 4<br />
n = 2<br />
n<br />
= 1
nax. 2.7.<br />
2<br />
cxadia rom iseve rogorc χ ganawilebis kanonis mqone SemTxveviTi sidide,<br />
fiSeris ganawilebis mqone SemTxveviTi sididec gansazRvrulia [0, +∞ )<br />
intervalSi.<br />
fiSeris ganawilebis gamoTvlili mniSvnelobebi sxvadasxva m da n -<br />
Tvis ama Tu im moculobiT mocemulia maTematikuri statistikis praqtikulad<br />
yvela wignSi. winamdebare wignis bolos, danarT 6 – Si mocemulia erT<br />
– erTi aseTi cxrili.<br />
2.7. Tanabari ganawilebis kanoni<br />
Tanabari ganawilebis kanoni aris uwyveti SemTxveviTi sididis ganawilebis<br />
kanoni. am kanoniT aRiwereba mravali SemTxveviTi sididis ganawileba<br />
bunebaSi da teqnikaSi. moviyvanoT magaliTebi: 1) vTqvaT saswors, romli-<br />
Tac awarmoeben garkveuli masis awonvas aqvs 1 gramis toli minimaluri danayofi.<br />
vTqvaT saswori aCvenebs, rom wona moTavsebulia or k da k + 1<br />
gramebs Soris. bunebrivia sxeulis wonad miiRon k + 1/ 2 grami. am dros da-<br />
⎡1 1 ⎤<br />
Svebuli SemTxveviTi Secdomis sidide moTavsebulia intervalSi<br />
⎢<br />
,<br />
⎥<br />
36<br />
⎣ 2 2⎦<br />
da<br />
yoveli Secdomis albaToba am intervalidan erTnairia. 2) vTqvaT metros<br />
Semadgenlobebi moZraoben 5 wuTiani intervaliT. mgzavri, romelic peronze<br />
gamodis, matarebels elodeba drois ganmavlobaSi, romlis sididec<br />
SemTxveviTi sididea da erTnairi albaTobebiT Rebulobs mniSvnelobebs<br />
[ 0,5 ] intervalidan.<br />
naqvamidan cxadia, rom Tanabarad ganawilebuli SemTxviTi sidide mniSvnelobebs<br />
Rebulobs sasrulo intervalidan, romelsac misi gansazRvris intervali<br />
hqvia da yoveli mniSvnelobis albaToba erTnairia.<br />
vTqvaT ξ Tanabrad ganawilebuli SemTxveviTi sididea, romelic mniS-<br />
vnelobebs Rebulobs [ a, b ] intervalidan. maSin misi ganawilebis simkvrives<br />
aqvs saxe
⎧<br />
⎪0,<br />
at x < a,<br />
⎪ 1<br />
p(<br />
x)<br />
= ⎨ , at a ≤ x ≤ b,<br />
⎪b<br />
− a<br />
⎪<br />
⎩0,<br />
at x > b.<br />
Zneli ar aris davrwmundeT, rom Tanabrad ganawilebuli SemTxveviTi<br />
sididis ganawilebis funqcia<br />
⎧<br />
⎪0,<br />
at x < a,<br />
⎪ x − a<br />
F(<br />
x)<br />
= ⎨ , at a ≤ x ≤ b,<br />
⎪b<br />
− a<br />
⎪<br />
⎩1,<br />
at x > b.<br />
Tanabradganawilebuli SemTxveviTi sididis maTematikuri molodini<br />
2<br />
a + b<br />
( b − a)<br />
Mξ = , xolo dispersia Dξ = . vTqvaT [ α, β ] intervali miekuTvne-<br />
2<br />
12<br />
β −α<br />
ba [ a, b ] intervals (ix. nax. 2.8), anu [ α, β ] ∈ [ a, b]<br />
, maSin p(<br />
ξ ∈ [ α, β ]) =<br />
b − a<br />
.<br />
ganawilebis simkvrivisa da ganawilebis funqciis grafikebi naCvenebia<br />
Sesabmisad naxazebze 2.8 da 2.9 – ze.<br />
nax. 2.8. nax. 2.9.<br />
37
Tavi 3. <strong>statistikuri</strong> hipoTezebis Semowmebis safuZvlebi<br />
yoveldRiur saqmianobaSi yovel CvenTagans Zalze xSirad uwevs gadawyvetilebis<br />
miReba ama Tu im movlenis, sakiTxis mdgomareobis Sesaxeb.<br />
magaliTad, daniSnulebis adgilamde transportis romeli saxeobiT ufro<br />
swrafad mivalT mocemul momentSi, raimes yidvisas romeli firmis nawarms<br />
mivceT upiratesoba da a.S. rogorc wesi gadawyvetilebebi efuZnebian Cvens<br />
gamocdilebas da codnas im sakiTxis Sesaxeb romelTan mimarTebaSic<br />
vRebulobT gadawyvetilebas. Tu sakiTxis arsi da/an informacia, romlis<br />
safuZvelzec vRebulobT gadawyvetilebas, Seicavs SemTxveviT mdgenels,<br />
maSin nebismier gadawyvetilebas Tan axlavs Secdomis daSvebis garkveuli<br />
riski. magaliTad, fexburTis matCis angariSis winaswari ganWvreta<br />
garkveuli codnis da informaciis safuZvelze SesaZlebelia, magram Tan<br />
axlavs riski imisa, rom Cveni gadawyvetileba iqneba mcdari imitom, rom<br />
matCis saboloo angariSze gavlenas axdenen mravali SemTxveviTi<br />
faqtorebi. vTqvaT gvinda sami gasrolis SedegiT SevadaroT ori msroleli<br />
erTmaneTs. srolis SedegebiT miRebul gadawyvetilebasac Tan axlavs<br />
Secdomis daSvebis garkveuli riski imis gamo, rom savsebiT SesaZlebelia am<br />
konkretul SemTxvevaSi ufro zustma msrolelma aCvenos Tavis SesaZleblobebze<br />
gacilebiT uaresi Sedegi da piriqiT, ufro uaresma msrolelma<br />
aCvenos ufro kargi Sedegi. aseT SemTxvevebSi gadawyvetilebis misaRebad gamoiyeneba<br />
maTematikuri statistikis meTodebi, romlebsac <strong>statistikuri</strong><br />
hipoTezebis Semowmebis meTodebi hqvia. <strong>statistikuri</strong> hipoTeza aris<br />
maTematikuri statistikis enaze formalizebuli daSveba Sesaswavli<br />
movlenis arsis ama Tu im mxaris Seaxeb. <strong>statistikuri</strong> hipoTeza Cveulebrivi<br />
cxovrebiseuli hipoTezisagan ZiriTadad gansxvavdeba imiT, rom is<br />
alternatiul hipoTezebTan erTad mTlianad moicavs Sesaswavli movlenis<br />
SesaZlo mniSvnelobaTa simravles, maSin rodesac cxovrebiseuli hipoTezis<br />
dros es aucilebebli ar aris. Winamdebare TavSi SemovitanT <strong>statistikuri</strong><br />
<strong>modelebi</strong>s ganmartebas, SeviswavliT <strong>statistikuri</strong> hipoTezebis arss, maT<br />
saxeebs da <strong>statistikuri</strong> hipoTezebis Semowmebis zogierT, praqtikaSi<br />
farTod gavrcelebul, meTodebs.<br />
3.1. <strong>statistikuri</strong> <strong>modelebi</strong><br />
rogorc zeviT araerTxel aRvniSneT SemTxveviTi movlenis Sesaxeb informaciis<br />
miRebis erTad – erTi gza aris amonarCevis anu sasrulo<br />
raodenobis damoukidebeli dakvirvebis Sedegebis miReba generaluri<br />
amonarCevidan. rac ufro srulyofilad warmoadgens generalur amonarCevs<br />
konkretuli amonarCevi miT ufro metia SesaZlebloba, rom mis safuZvelze<br />
miRebuli gadawyvetileba iqneba WeSmariti. amonarCevis, anu sasrulo<br />
raodenobis damoukidebeli dakvirvebis Sedegebis safuZvelze maTematikur<br />
statistikaSi xdeba gadawyvetilebis miReba anu <strong>statistikuri</strong> hipoTezebis<br />
Semowmeba. <strong>statistikuri</strong> hipoTezis Semowmebis idea yoveldRiur cxovrebaSi<br />
gadawyvetilebis miRebis logikis analogiuria. kerZod, yoveldRiur<br />
cxovrebaSi gadawyvetilebis miRebisas, rogoc wesi, vsargeblobT Semdegi<br />
38
pragmatuli wesiT. vRebulobT gamoTqmul daSvebas, Tu is ar ewinaaRmdegeba<br />
movlenis, romlis Sesaxebac gamoiTqmeba daSveba, damaxasiaTebel niSnebze<br />
dakvirvebis Sedegebs (amonarCevs) da ukuigdeba gamoTqmuli daSveba, Tu<br />
amonarCevs warmoadgens is mniSvnelobebi, romlebsac ar SeiZleboda<br />
adgili hqonodaT gamoTqmuli daSvebis samarTlianobisas. <strong>statistikuri</strong><br />
hipoTezebis Semowmebisas viqceviT analogiurad. dakvirvebis Sedegebis<br />
safuZvelze gamoiTvleba X dakvirvebis Sedegebis (amonarCevis) T ( X )<br />
funqcia , romelic <strong>statistikuri</strong> hipoTezis samarTlianobisas Rebulobs did<br />
(patara) mniSvnelobebs, xolo hipoTezis arasamarTlianobisas Rebulobs<br />
sawinaaRmdego, patara (did) mniSvnelobebs. T ( X ) funqciis mniSvelobebi<br />
arian SemTxveviTi sidideebi, radgan dakvirvebis Sedegebi, anu amonarCevi<br />
X aris SemTxeviTi. amitom T ( X ) funqciis mier didi Tu patara<br />
mniSvnelobebis miRebis faqtis dadgena Semdegnairad xdeba. amoirCeva iseTi<br />
C kritikuli mniSvneloba, rom T ( X ) > C xdomilebis albaToba iyos erTTan<br />
(nolTan) axlos Sesamowmebeli hipoTezis samarTlianobisas, xolo hipoezis<br />
arasamarTlianobisas, piriqiT, iyos nolTan (erTTan) axlos. realuri<br />
amonarCevis X real miRebis Semdeg mowmdeba piroba T ( X real ) > C da Tu mas<br />
adgili aqvs, miiReba Sesamowmebeli hipoTeza, winaaRmdg SemTxvevaSi –<br />
ukuigdeba. xdomilebas, romlis albaTobac axlosaa erTTan praqtikulad<br />
WeSmariti xdomileba hqvia, xolo xdomilebas, romlis albaTobac axlosaa<br />
nolTan, praqtikulad SeuZlebeli xdomileba hqvia. praqtikulad<br />
SeuZlebeli xdomilebis albaTobis SerCevis sakiTxi, romlis drosac<br />
Sesamowmebeli hipoTeza ukuigdeba, aris amocana, romelic formalizacias<br />
ar eqvemdebareba. misi SerCeva damokidebulia konkretuli amocanis<br />
specifikaze. magaliTad, avtomobilis samuxruWo sistemis saimedobis<br />
gaTvlisas ar SeiZleba, rom maTi umtyuno muSaobis albaToba 0.001 – is<br />
toli iyos. Tumca bevr praqtikul amocanebSi WeSmariti gadawyvetilebis<br />
ukugdebis albaToba aiReba 0.01; 0.05 – is toli. avtomobilebis muxruWebis<br />
SemTxvevaSi, umtyuno muSaobis albaTobis 0.001 – Tan toloba niSnavs, rom<br />
muxruWebi mwyobridan gamovlen yoveli aTasi daWerisas saSualod erTxel,<br />
rac gamoiwvevs mravalricxovan avariebs da msxverpls. amitom, am<br />
6<br />
SemTxvevaSi, albaToba unda iyos 10 −<br />
- ze ara naklebi.<br />
3.2. <strong>statistikuri</strong> hipoTezebis Semowmeba<br />
rogorc zemoT aRvniSneT <strong>statistikuri</strong> hipoTeza aris Sesaswavli<br />
movlenis Tvisebebis da am TvisebebTan dakavSirebuli daSvebebis<br />
formalizebuli Cawera. statistikur hipoTezas vadgenT im SemTxvevaSi,<br />
rodesac Sesaswavl movlenaze gavlenas axdenen SemTxveviTi faqtorebi, anu<br />
Sesaswavl movlenaze dakvirvebis Sedegebi warmoadgenen SemTxveviT<br />
sidideebs. viciT, rom SemTxveviTi sididis Tvisebebs mTlianad gansazRvravs<br />
misi ganawilebis kanoni. amitom, statisitkuri hipoTeza aris daSveba<br />
ganawilebis kanonis ama Tu im Tvisebis Sesaxeb. daSveba SeiZleba exebodes<br />
rogorc TviTon ganawilebis kanonis saxes da mis parametrebs, aseve am<br />
ganawilebis kanonis mxolod parametrebs. statistikur hipoTezas aRniSnaven<br />
39
H - iT. rogorc ukve vTqviT, hipoTeza SeiZleba iyos daSveba ganawilebis<br />
kanonis saxis da parametrebis Sesaxeb. magaliTad, hipoTeza<br />
2<br />
H : p( x) = N( x; a, σ ) gulisxmobs, rom SemTxveviT sidide ganawilebulia<br />
normaluri kanoniT maTematikuri molodiniT a da dispersiiT<br />
40<br />
2<br />
σ . meores<br />
mxriv, rodesac ganawilebis kanonis saxe cnobilia, <strong>statistikuri</strong> hipoTeza<br />
SeiZleba iyos ganawilebis kanonis parametrebis Sesaxeb daSvebebi. magali-<br />
Tad, vTqvaT cnobilia, rom ξ SemTxveviTi sidide ganawilebulia<br />
normaluri kanoniT, anu<br />
2<br />
ξ ~ N( ⋅ ; a,<br />
σ ) . maSin hipoTezas SeiZleba hqondes saxe<br />
2<br />
2<br />
H : a = a1<br />
, an H : σ = σ1<br />
, an H : a = a1, σ = σ1<br />
da a.S.<br />
Tu hipoTeza ganawilebis kanons gansazRvravs calsaxad, anu hipoTezas Seesabameba<br />
mxolod erTi ganawilebis kanoni, maSin aseT hipoTezas martivi hipoTeza<br />
ewodeba. martivi hipoTezis magaliTia H : a = a1<br />
. winaaRmdeg SemTxvevaSi,<br />
rodesac hipoTezas Seesabameba erTze meti ganawilebis kanoni,<br />
hipoTezas rTuli hipoTeza ewodeba. rTuli hipoTezis magaliTebia:<br />
H : a > a1<br />
, H : a < a1<br />
, H : a ≠ a1<br />
. pirvel hipoTezas marjvenamxrivi hipoTeza<br />
hqvia, meores – marcxenamxrivi, xolo mesame hipoTezas – ormxrivi.<br />
cxadia, rom martivi hipoTezis Semowmeba ufro advilia vidre rTulis.<br />
imisaTvis, rom SevamowmoT <strong>statistikuri</strong> hipoTeza, anu miviRoT<br />
gadawyvetileba misi WeSmaritebis Sesaxeb, saWiroa Sesamowmebel<br />
hipoTezasTan erTad CamovayaliboT alternatiuli hipoTeza, romelTan<br />
mimarTebaSic vamowmebT ZiriTad hipoTezas. ZiriTad hipoTezas, rogorc<br />
H – iT. moviyvanoT<br />
wesi, 0 H - iT aRniSnaven, xolo alternatiul hipoTezas 1<br />
ZiriTadi da alternatiuli hipoTezebis magaliTebi: 1) H0 : a = a1<br />
,<br />
H1 : a = a2, a1 ≠ a2<br />
; 2) H0 : a = a1<br />
, H1 : a > a1<br />
; 3) H0 : a = a1<br />
, H1 : a ≠ a1<br />
. pirvel<br />
SemTxvevaSi ZiriTadi da alternatiuli hipoTezebi martivi hipoTezebia,<br />
meore da mesame SemTxvevebSi alternatiuli hipoTezebi rTuli hipoTezebi<br />
arian. zogadad hipoTezebis raodenoba SeiZleba iyos orze meti.<br />
winamdebare kursSi am SemTxvevas ar ganvixilavT.<br />
rogorc ukve vTqviT, H 0 hipoTezis Sesamowmeblad saWiroa movnaxoT<br />
iseTi kritikuli xdomileba, romelic iqneba praqtikulad WeSmariti<br />
xdomileba Sesamowmebeli hipoTezis WeSmaritebis dros da praqtikulad<br />
SeuZlebeli xdomileba alternatiuli hipoTezis WeSmaritebisas. idealSi,<br />
ra Tqma unda, yvelaze kargi iqneboda gvepova iseTi A xdomileba, romelic<br />
iqneboda WeSmariti 0 H hipoTezis dros, anu misi albaToba P( A | H 0)<br />
= 1 da<br />
SeuZlebeli 1 H alternatiuli hipoTezis dros, anu P( A | H 1)<br />
= 0 . magram<br />
aseTi xdomilebis arseboba yovelTvis ar aris SesaZlebeli. aseT<br />
SemTxvevebSi pouloben iseT xdomilebebs, romlebic arian praqtikulad<br />
WeSmariti xdomilebebi ZiriTadi hipoTezis WeSmaritebis dros da<br />
praqtikulad SeuZlebeli xdomilebebi alternatiuli hipoTezis<br />
WeSmaritebis dros.<br />
rogorc wesi, kritikuli xdomilebis mosaZebnad Semdegnairad iqcevian.<br />
amonarCevi aRvniSnoT X - iT, xolo T (X ) – iT avRniSnoT amonarCevis<br />
raime funqcia, romelsac Semdegi Tvisebebi eqneba. Sesamowmebeli 0<br />
H<br />
hipoTezis samarTlianobisas did mniSvnelobebs Rebulobs, xolo
alternatiuli H 1 hipoTezis samarTlianobisas mcire mniSvnelobebs<br />
Rebulobs an piriqiT, H 0 - is samarTlianobisas Rebulobs mcire<br />
mniSvnelobebs da H 1 – is samarTlianobisas Rebulobs did mniSvnelobebs.<br />
T ( X ) funqcias kriteriumis statistikas eZaxian. sicxadisaTvis vTqvaT T ( X )<br />
statistika did mniSvnelobebs Rebulobs H 0 hipotezis samarTlianobisas da<br />
mcire mniSvnelobebs Rebulobs H 1 alternatiuli hipoTezis<br />
samarTlianobisas. maSin H 0 hipoTezis Semowmebis kritikuli aris<br />
gansazrvrisaTvis saWioa iseTis C sidids gansazRvra, romlisaTvisac adgili<br />
aqvs P( T ( X ) ≥ C | H0<br />
) → 1 da P( T ( X ) ≥ C | H1)<br />
→ 0.<br />
orive pirobis erTdrouli<br />
Sesruleba SeuZlebelia, radgan pirveli albaTobis gazrda yovelTvis<br />
iwvevs meore albaTobis gazrdas da piriqiT, meore albaTobis nolTan<br />
miaxloebiT (C - s mniSvnelobis SerCeviT) mcirdeba pirveli albaToba.<br />
<strong>statistikuri</strong> hipoTezebis Semowmebis dros adgili aqvs ori saxis Secdomebs:<br />
1) ukuvagdoT hipoTeza, rodesac is WeSmaritia; 2) miviRoT hipoTeza,<br />
rodesac is ar aris WeSmariti. am Secdomebs pirveli da meore gvaris Secdomebs<br />
uwodeben.<br />
pirveli gvaris Secdomis albaToba Caiwereba Semdegnairad<br />
P ( T ( X ) < C | H ) . am albaTobas kriteriumis mniSvnelobis dones eZaxian da<br />
0<br />
aRniSnaven α asoTi, e.i. T ( X ) < C | H ) = α H hipoTezis miRebis<br />
P ( 0 . 0<br />
≥ , xolo T ( X ) < C aris 1<br />
kritikul ares aqvs saxe T ( X ) C<br />
H hipoTezis miRebis<br />
are. kritikul ares gansazRvraven Semdegnairad: afiqsireben pirveli tipis<br />
Secdomis albaTobis sidides, anu irCeven kriteriumis mniSnelobis<br />
maqsimalur dones da zRurblur mniSvnelobas C – s irCeven ise, rom meore<br />
tipis Secdomis albaToba iyos minimaluri.<br />
meore gvaris Secdomis albaTobas aRniSnaven β asoTi. 1− β sidides<br />
hqvia kriteriumis simZlavre. amrigad, H 0 hipoTezis Semowmebisas<br />
kritikuli are unda ganvsazRvroT ise, rom kriteriumis mniSvnelobis done<br />
iyos zemodan SemozRuduli, nolTan axlos myofi sidide, xolo kriteriumis<br />
simZlavre iyos rac SeiZleba didi, erTTan axlos myofi sidide.<br />
kriteriumis mniSvnelobis donis arCeva formalizacias ar eqvemdebareba da<br />
mis sidides iCeven konkretuli amocanis arsidan gamomdinare. xSir<br />
SemTxvevaSi mis mniSvnelobas irCeven Semdegi mniSvnelobebidan<br />
α = 0.1;0.05;0.01;0.001 . im SemTxvevaSi, rodesac pirveli gvaris Secdoma<br />
dakavSirebulia did danakargebTan, α - s mniSvnelobas Rebuloben<br />
−1<br />
gacilebiT ufro naklebs, magaliTad α = 10 da a.S.<br />
nax. 3.1 – ze mocemulia ori martivi hipoTezis Semowmebis zemoT<br />
aRwerili wesis grafikuli interpretacia.<br />
41
Γ 0 daA Γ 1 Sesabamisad arian 0 H da 1<br />
H hipoTezebis miRebis areebi.<br />
nax. 3.1.<br />
3.3. <strong>statistikuri</strong> <strong>modelebi</strong>sa da hipoTezebis magaliTebi<br />
ganvixiloT magaliTebi, romlebic gviCveneben Tu rogor SeiZleba praqtikuli<br />
amocanebis formalizacia <strong>statistikuri</strong> <strong>modelebi</strong>T da bunebriv enaze<br />
dasmuli sakiTxebis Camoyalibeba <strong>statistikuri</strong> hipoTezebis saxiT. zogadad<br />
ar arsebobs formaluri aparati araformaluri amocanebis <strong>statistikuri</strong><br />
<strong>modelebi</strong>Ta da <strong>statistikuri</strong> hipoTezebis warmodgenisaTvis. ganxiluli<br />
magaliTebis mizania warmodgena mogvces am procesebze da gamogvimuSaos<br />
garkveuli minimaluri Cvevebi amocanebis aseTi formalizaciisaTvis.<br />
sammagi sammagi sammagi sammagi testi. testi testi testi es magaliTi ganvixiloT fsiqologiuri testis saxiT, Tumca<br />
aseTi magaliTebi mravlad gvxvdeba rogorc yoveldRiur cxovrebaSi ise<br />
teqnikuri amocanebis amoxsnisas. magaliTad, ori an ramodenime<br />
teqnologiuri procesis Sedarebisas, swavlebis sxvadasxva meTodikebis<br />
Sedarebisas da a.S.<br />
vTqvaT TiToeuls adamianebis jgufidan miewodeba sami Wiqa wyali romelTagan<br />
orSi Casxmulia sufTa wyali, xolo mesames damatebuli aqvs<br />
cotaodeni Saqari. amocana mdgomareobs daadginon adamianebis gamosacdel<br />
jgufs SeuZlia Tu ara Saqris mocemuli koncentraciis garCeva. vTqvaT<br />
adamianebis jgufi erTgvarovania, maTi testireba xdeba erTnair pirobebSi<br />
da erTi adamianis testirebis Sedegebi gavlenas ar axdenen meore adamianis<br />
testirebis Sedegebze. im faqtis dasadgenad, rom adamianebs mocemuli<br />
jgufidan SeuZliaT ganasxvaon Saqris mocemuli koncentracia CavataroT<br />
Semdegi msjeloba. vTqvaT koncentracia iseTia, rom gamosacdel pirebs ar<br />
SeuZliaT misi sufTa wylisagan garCeva. maSin yoveli maTgani SemTxveviT<br />
irCevs miwodebuli Wiqebidan erT – erTs. avRniSnoT swori arCevani<br />
erTianiT, xolo araswori – noliT. Tu arCevis Sedegze ar moqmedeben sxva<br />
1<br />
p =<br />
faqtorebi, garda sufTa SemTxveviTisa, maSin swore arCevis albaToba 3 .<br />
amrigad, sawyisi amocana miviyvaneT statistikur modelamde, romelsac<br />
Seesabameba bernulis sqema. marTlac, yoveli eqsperimentis Sedegi oridan<br />
erT mniSvnelobas Rebulobs: 1 – damtkbari wylis swori arCevisas da 0 –<br />
mcdari arCevisas. swori arCevanis albaToba yovel eqsperimentSi<br />
erTnairia da tolia 1/3 – is. imisda mixedviT Tu rogori alternatiuli<br />
daSvebis mimarT mowmdeba ZiriTadi daSveba imis Sesaxeb, rom gamosacdeli<br />
42
pirovnebebi ver arCeven Saqris mocemul koncentracias, <strong>statistikuri</strong><br />
1<br />
hipoTezebi formirdeba sxvadasxvanairad. magaliTad, 1) H0 : p = roca<br />
3<br />
1<br />
H1 : p > , rodesac alternatiulad igulisxmeba, rom gamosacdeli jgufi<br />
3<br />
1<br />
ansxvavebs Saqris mocemul koncentracias sufTa wylisagan; 2) H0 : p = roca<br />
3<br />
1<br />
H1 : p < , rodesac alternatiulad igulisxmeba, rom gamosacdeli jgufi<br />
3<br />
ansxvavebs Saqris mocemul koncentracias sufTa wylisagan, magram<br />
1<br />
erTmaneTSi ereva sufTAda Saqriani wylebi; 3) H0 : p = roca H1 : p = 0.9 ,<br />
3<br />
rodesac alternatiulad igulisxmeba, rom gamosacdeli jgufis aTi<br />
wevridan cxra sworad ansxvavebs Saqris mocemul koncentracias sufTa<br />
wylisagan.<br />
pirvel or SemTxvevaSi alternatiuli hipoTezebi arian rTuli<br />
hipoTezebi, xolo mesame SemTxvevaSi alternatiuli hipoTeza aris martivi.<br />
Sewyvilebuli Sewyvilebuli Sewyvilebuli Sewyvilebuli dakvirvebebi. dakvirvebebi<br />
dakvirvebebi<br />
dakvirvebebi praqtikaSi xSirad gvxvdeba amocanebi, rodesac<br />
saWiroa ori moqmedebis erTmaneTTan Sedareba maTi SedegebiT. magaliTad,<br />
swavlebis ori meTodi, ori teqnologia, ori wamali da a.S. magaliTis<br />
saxiT ganvixiloT adamianis reaqciis siswrafis Sedareba xmis da sinaTlis<br />
signalebze. amisaTvis SeirCa erTgvarovani pirovnebebis jgufi, romlebsac<br />
erTmaneTisagan damoukideblad awvdidnen ori saxis signals: bgeriTs da<br />
sinaTlis. signalis miRebisTanave gamosacdeli piri xels aWerda<br />
specialuri xelsawyos Rilaks, romelic afiqsirebda signalis miwodebis da<br />
x y i n<br />
Rilakze xelis daWeris momentebs Soris sxvaobas. avRniSnoT i , i , = 1,...,<br />
Sesabamisad, xmis da sinaTlis signalebis miwodebis momentebsa da Rilakze<br />
xelis daWeris momentebs Soris gansxvavebebi. n – aris gamosacdelTa<br />
raodenoba, anu pirovnebebis ricxvi jgufSi. amocana mdgomareobs<br />
davadginoT orive tipis signalze adamianebis reagirebis identuroba.<br />
ganvixiloT aRniSnuli amocanis statistikis enaze aRweris SesaZlebloba,<br />
anu <strong>statistikuri</strong> modelis agebis da am modelis Tvisebebis Sesaxeb hipoTezebis<br />
formirebis SesaZlebloba, romelTa samarTlianobac Semowmebuli<br />
unda iqnas dakvirvebis Sdegebis safuZvelze. <strong>statistikuri</strong> <strong>modelebi</strong>s<br />
agebisas SesaZlebelia sxvadasxvanairad moqceva. jer ganvixiloT amocanis<br />
dasmis parametruli midgoma. aseTi midgomisas miiReba, rom xi, y i<br />
dakvirvebis Sedegebi emorCilebian albaTobebis ganawilebis garkveul<br />
kanons. termini „miiReba“ qveS igulisxmeba an am faqtis codna wina<br />
gamocdilebis safuZvelze, an xi, y i dakvirvebis Sedegebis gamokvleva<br />
specialuri testebis (kriteriumebis) gamoyenebiT.<br />
<strong>statistikuri</strong> modelis arCeva. dauSvaT, rom xi, y i dakvirvebis Sedegebi ganawilebulia<br />
normalurad, anu<br />
2<br />
xi ~ N( ai , σ ) , yi 2<br />
~ N( bi , σ ) . es niSnavs, rom<br />
bgeriT da sinaTlis signalebze yoveli gamosacdelis reaqciis<br />
xangrZliobis maTematikuri molodinebi erTmaneTisagan gansxvavdebian,<br />
43
xolo dispersiebi erTnairia. am SemTxvevaSi bgeriT da sinaTlis<br />
signalebze gamosacdeli pirovnebebis reaqciis identurobis hipoTezas aqvs<br />
saxe:<br />
H a = b a = b a = b ,<br />
: 1 1, 2 2,...,<br />
n n<br />
2<br />
sadac ai , bi , i = 1,..., n , da σ arian normaluri ganawilebis kanonebis ucnobi<br />
parametrebi da maTi mniSvnelobebi Sefasebuli unda iqnas dakvirvebis<br />
Sedegebis safuZvelze. amrigad, movaxdineT dasmuli problemis<br />
formalizacia, anu amovirCieT <strong>statistikuri</strong> modeli, romliTac aRiwereba<br />
dasmuli teqnikuri amocana da movaxdineT gamoTqmuli daSvebis<br />
formalizaciac <strong>statistikuri</strong> hipoTezis saxiT.<br />
miRebuli formalizebuli amocana sakmaod rTulia imitom, rom dakvirvebis<br />
SedegebiT saWiroa 2n + 1 ucnobi parametris gansazRvra. davuSvaT<br />
arsebobs safuZveli miviRoT, rom gamosacdeli pirovnebebis jgufi imdenad<br />
erTgvarovania, rom erTidaigive tipis signalebze maTi reaqciis saSualo<br />
xangrZlioba erTnairia da Sesabamisad tolia a da b . am SemTxvevaSi orive<br />
tipis signalze reaqciis drois tolobis daSveba <strong>statistikuri</strong> hipoTezis<br />
saxiT Caiwereba Semdegnairad<br />
H : a = b .<br />
aseTi formalizaciisas amocana mniSvnelovnad martivdeba. dakvirvebis<br />
2<br />
Sedegebis safuZvelze saWiroa mxolod sami ( a, b, σ ) parametris gansazRvra<br />
da Semdeg hipoTezis Semowmeba. amocanis formalizaciisas yovelTvis<br />
saWiroa rac SeiZleba martivi <strong>statistikuri</strong> modelis miRebis mcdeloba,<br />
romelic miiReba Sesaswavli movlenis Sesaxeb sxvadasxva daSvebebis<br />
safuZvelze. magram yoveli daSveba saWiroa gakeTdes didi sifrTxiliT<br />
imitom, rom Tu daSveba mcdaria, maSin rac ar unda faqizi maTematikuri<br />
meTodebi iqnas gamoyenebuli formalizebuli amocanis gadasawyvetad,<br />
araswori gadawyvetilebis miRbis albaToba mainc didia.<br />
<strong>statistikuri</strong> <strong>modelebi</strong>s agebis meore gza aris araparametruli. am Sem-<br />
TxvevaSi araviTari daSvebebi ar keTdeba ganawilebis kanonebTan<br />
dakavSirebiT, romlebsac emorCilebian dakvirvebis Sedegebi, anu xi, y i<br />
dakvirvebis Sedegebis albaTobebis ganawilebis kanonebTan dakavSirebiT.<br />
hipoTezebi formirdebian dakvirvebis Sedegebis urTierT mimarTebis<br />
Sesaxeb da gadawyvetileba miiReba ara uSualod xi, y i dakvirvebis Sedegebis<br />
safuZvelze, aramed maTi urTierT mimarTebis safuZvelze an maTi rangebis,<br />
anu monotourad dalagebul dakvirvebis yvela SedegSi maTi rigiTi<br />
nomrebis safuZvelze. parametrulTan SedarebiT araparametruli meTodebis<br />
dadebiTi mxare mdgomareobs imaSi, rom am SemTxvevaSi araviTari<br />
daSvebebis gakeTeba ar aris saWiro ganawilebis kanonebTan dakavSirebiT<br />
romlebsac emorCilebian dakvirvebis Sedegebi da amiT, TiTqos da, Tavidan<br />
aicileba Secdomis daSvebis erT erTi SesaZlo wyaro amocanis<br />
formalizaciisas. uaryofiTi mxare mdgomareobs imaSi, rom dakvirvebis<br />
Sedegebis ganawilebis kanonebTan dakavSirebiT gakeTebuli daSvebebis<br />
samarTlianobisas, is damatebiTi informacia, romelsac Seicaven es kanonebi,<br />
araparametruli kriteriumebis gamoyenebisas ikargeba, rasac mivyevarT<br />
miRebuli gadawyvetilebis sandoobis SemcirebasTan.<br />
44
3.4. <strong>statistikuri</strong> hipoTezebis Semowmeba (gamoyenebiTi amocanebi)<br />
3.4.1. bernulis gamocdebis sqema<br />
gadavideT formalizebuli <strong>statistikuri</strong> amocanebis gadawyvetis<br />
meTodebis Seswavlaze. daubrundeT zemoT ganxilul sammagi testis<br />
magaliTs, romlis arsic mdgomareobs SemdegSi: saWiroa obieqtis<br />
mdgomareobis Sesaxeb gadawyvetilebis miReba, rodesac mas SeuZlia sam<br />
sxvadasxva mdgomareobaSi yofna, romelTagan ori – erTnairia.<br />
igulisxmeboda, rom yovel cdaSi swori gadawyvetilebis albaToba<br />
erTnairia da p – s tolia. Sesamowmebel ZiriTad hipoTezas hqonda Semdegi<br />
1<br />
saxe: H0 : p = . es hipoTeza SeiZleba SevamowmoT sxvadasxva alternatiul<br />
3<br />
hipoTezebTan mimarTebaSi. erT – erT SesaZlo alternatiul hipoTezas aqvs<br />
H<br />
1<br />
: p > . damtkbari wylis ganxilvisas alternatiuli hipoTeza<br />
saxe: 1<br />
3<br />
niSnavs, rom gamosacdeli adamianebis jgufs SeuZlia SeigrZnos Saqris<br />
mocemuli koncentracia. alternatiul hipoTezas SeiZleba hqondes saxe: ,<br />
romelis niSnavs, rom rom gamosacdeli adamianebis jgufs SeuZlia<br />
ganasxvaos Saqris mocemuli koncentracia sufTa wylisagan, magram maT<br />
urevs erTmaneTSi. alternatiuli hipoTeza H3 : p = 0.9 niSnavs, rom aTidan<br />
cxra SemTxvevaSi gamosacdeli pirebi iReben swor gadawyvetilebas.<br />
maTematikuri statistikis TvalsazrisiT mesame alternatiuli hipoTezis<br />
ganxilvis SemTxveva aris yvelaze martivi, radgan am SemTxvevaSi, rogorc<br />
ZiriTadi, ise alternatiuli hipoTezebi arian martivebi, anu isini Seicaven<br />
TiTo – TiTo albaTobebis ganawilebis kanonebs. gansaxilvel SemTxvevaSi<br />
aseTebi arian bernulis ganawilebis kanonebi. or sxva 1 H da 2 H<br />
alternatiul hipoTezebSi igulisxmeba ara TiTo albaTobebis ganawilebis<br />
kanonebi, aramed maTi simravleebi. Pirvel SemTxvevaSi isenia bernulis<br />
ganawilebis yvela kanoni, romelTaTvisac swori gadawyvetilebis<br />
albaToba p akmayofilebs pirobas 1/ 3 < p < 1.<br />
meore SemTxvevaSi albaToba<br />
akmayofilebs pirobas 0 < p < 1/ 3.<br />
am magaliTze ganvixiloT gadawyvetilebis miRebis algoriTmis ageba.<br />
aRvniSnoT: A aris xdomileba, romlis albaToba, H 0 hipoTezis samarTlianobisas,<br />
aris patara. aRvniSnoT es albaToba α asoTi, anu A<br />
xdomilebisaTvis adgili aqvs P( A | H0 ) ≤ α . sidide α SeirCeva ise, rom<br />
gansaxilveli amocanisaTvis, xdomileba, romlis albaToba ≤ α , iTvleba<br />
praqtikulad SeuZleblad, anu A xdomileba, H 0 hipoTezis<br />
samarTlianobisas, aris praqtikulad SuZlebeli xdomileba. Tu<br />
SesaZlebelia A xdomilebis arCeva ise, rom alternatiuli hipoTezis<br />
samarTlianobisas misi albaToba iyos didi, anu A iqneba praqtikulad<br />
WeSmariti xdomileba, maSin aseTi xdomilebiT SesaZlebeli iqneba<br />
SevamowmoT ZiriTadi hipoTeza Sesabamis alternatiul hipoTezasTan<br />
mimarTebaSi. marTlac, Tu adili aqvs A xdomilebas, es niSnavs, rom moxda<br />
praqtikulad SeuZlebeli xdomileba maSin, rodasc H 0 hipoTeza aris WeSma-<br />
riti. amitom, didi albaTobiT, H 0 hipoTezas ar SeiZleba hqondes adgili.<br />
45
meores mxriv, alternatiuli hipoTezis samarTlianobisas A xdomileba<br />
aris praqtikulad WeSmariti xdomileba. amitom bunebrivia miviRoT<br />
alternatiuli hipoTeza A xdomilebis WeSmaritebis dros.<br />
konkretuli SemTxvevis, sami Wiqa wylidan erTi damtkbaris arCevis magaliTze<br />
ganvixiloT, gadawyvetilebis misaRebad A xdomilebis arCeva. konkretulobisaTvis<br />
avirCioT α = 0.02 , anu xdomilebebi romelTa Sesabamisi<br />
albaTobebic α – ze naklebia iTvlebian praqtikulad SeuZlebel xdomilebebad.<br />
gamoTvlebis simartivisa da Sedegebis TvalsaCinoebisaTvis dauSvaT<br />
n = 10 . zogadad, 10 – is toli amonarCevis moculoba ar aris sakmarisi seriozuli<br />
daskvnebisaTvis, magram aq n = 10 avirCieT dasaxelabuli mizezebis gamo.<br />
cxril 3.1 – Si mocemulia xdomilebebis albaTobebi, rom k ≤ n gamosacdelma<br />
swored airCia damtkbar wyliani Wiqa H 0 hipoTezis<br />
samarTlianobisas. cxril 3.2 – Si mocemulia xdomilebebis albaTobebi, rom<br />
k pirovnebaze metma miiRo swore gadawyvetileba ZiriTadi hipoTezis<br />
samarTlianobis pirobebSi. cxril 3.3 – Si mocemulia xdomilebebis<br />
albaTobebi, rom k gamosacdeli iZleva swor pasuxs H 3 alternatiuli<br />
hipoTezis samarTlianobisas.<br />
ZiriTadi hipoTezis Sesamowmeblad ganvixiloT A xdomileba, rom<br />
swori pasuxebis raodenoba S ≥ C . zRvruli mniSvneloba C avirCioT 3.1 da<br />
3.2 cxrilebis safuZvelze.<br />
k 0 1 2 3 4 5<br />
P( S = k | H ) 0.0173 0.0868 0.1950 0.2602 0.2276 0.1365<br />
0<br />
k 6 7 8 9 10<br />
P( S = k | H ) 0.0569 0.0163 0.0030 0.0004 0.0000<br />
0<br />
k 0 1 2 3 4 5<br />
P( S k | H0<br />
)<br />
k 6 7 8 9 10<br />
P( S ≥ k | H ) 0.0766 0.0197 0.0034 0.0004 0.0000<br />
≥ 1.000 0.9827 0.8959 0.7009 0.4407 0.2131<br />
0<br />
46<br />
cxrili 3.1.<br />
cxrili 3.2.<br />
cxrili 3.3.<br />
k 0 1 2 3 4 5<br />
P( S ≥ k | H3<br />
) 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999<br />
k 6 7 8 9 10<br />
P( S ≥ k | H ) 0.9984 0.9872 0.9298 0.7361 0.3487<br />
3<br />
cxrili 3.1 – dan Cans, rom xdomilebebis didi raodenoba praqtikulad<br />
SeuZlebeli xdomilebebia kriteriumis mniSvnelobis donis α = 0.02<br />
SerCeuli mniSvnelobisaTvis. cxrili 3.2 – dan Cans, rom kriteriumis
mniSvnelobis donis arCeuli mniSvnelobiT xdomilebebi S ≥ 7, S ≥ 8 , S ≥ 9,<br />
S ≥ 10 arian praqtikulad SeuZlebeli xdomilebebi, anu nebismieri maTgani,<br />
principSi, SeiZleba arCeuli iqnas ZiriTadi hipoTezis SesarCevad.<br />
ganvixiloT am xdomilebebis albaTobebi H 3 alternatiuli hipoTezis<br />
WeSmaritebisas. cxrili 3.3 – dan Cans, rom H 3 - is WeSmaritebisas S ≥ 7<br />
xdomilebis albaToba tolia 0.9872, anu aris praqtikulad WeSmariti<br />
xdomileba. amrigad, ganxiluli konkretuli magaliTisaTvis SevZeliT<br />
mogveZebna xdomileba A ≡ S ≥ 7 romlis albaToba, H 0 - is WeSmaritebisas,<br />
praqtikulad nolis tolia, xolo H 3 alternatiuli hipoTezis<br />
WeSmaritebisas – erTTan axlos aris. amitom xdomileba A ≡ S ≥ 7 warmoadgens<br />
gadawyvetilebis miRebis wess, romlis arsic mdgomareobs SemdegSi: Tu<br />
eqvs kacze meti iZleva swore pasuxs, maSin didi darwmunebiT SeiZleba<br />
vTqvaT, rom gansaxilveli koncentracia garCevadia adamianebis mocemuli<br />
jgufisaTvis. dauSvaT α = 0.005.<br />
am SemTxvevaSi praqtikulad SeuZlebel<br />
xdomilebebad iTvlebian is xdomilebebi, romelTa albaTobebic ≤ 0.005 .<br />
cxrili 3.2 – dan Cans, rom A xdomilebad unda aviRoT S ≥ 8 . cxrili 3.3 –<br />
dan Cans, rom am xdomilebis albaToba, H 3 alternatiuli hipoTezis<br />
WeSmaritebisas, sakmaod maRalia. rTuli 1 H da H 2 alternatiuli<br />
hipoTezebis ganxilvisas A xdomileba unda avirCioT iseTnairad, rom A<br />
xdomilebis albaTobebi iyvnen SesaZleblobis farglebSi maqsimalurebi<br />
alternatiuli hipoTezebis Sesabamisi nebismieri ganawilebis kanonis<br />
SemTxvevaSi.<br />
gansaxilvel konkretul SemTxvevaSi H 1 alternatiuli hipoTezis dros<br />
gadawyvetilebis miRebis wesi S ≥ 7 rCeba misaRebi (kargi) kriteriumis mniSvnelobis<br />
donisas α = 0.02 .<br />
alternatiuli hipoTezebi 1 H da H 2 arian calmxrivi alternatiuli<br />
hipoTezebi. alternatiuli hipoTeza SeiZleba iyos omxrivi H 4 : p ≠ p0<br />
ZiriTadi hipoTezis SemTxvevaSi H0 : p = p0<br />
. am SemTxvevaSi gadawyvetilebis<br />
miRebis wesic unda iyos ormxrivi, anu unda moiZebnos ori ricxvi 1 C da C 2 ,<br />
romlebisaTvisac adgili aqvs pirobas P( S ≤ C1 | H0 ) + P( S ≥ C2 | H0 ) ≤ α .<br />
3.4.2. niSnebis kriteriumi erTi amonarCevisaTvis<br />
es kriteriumi erT – erTi umartivesTagania da saWiroebs dakvirvebis SedegebTan<br />
dakavSirebiT minimalur informacias. karZod, isini unda iyvnen<br />
damoukideblebi da mediana unda iyos gansazRvruli calsaxad. kriteriumi<br />
dafuZnebulia bernulis sqemaze, romelic gavarCieT wina paragrafSi. is<br />
saSualebas gvaZlevs SevamowmoT hipoTeza ganawilebis kanonis medianasTan<br />
dakavSirebiT. viciT, rom ξ SemTxveviTi sididis albaTobebis ganawilebis<br />
madianas uwodeben iseT θ ricxvs, romlisaTvisac samarTliania piroba<br />
P( ξ < θ ) = P(<br />
ξ > θ ) = 1/ 2.<br />
mravali praqtikuli amocanis miyvana xerxdeba medianasTan<br />
dakavSirebuli hipoTezis Semowmebis SemTxvevasTan. magaliTad,<br />
vTqvaT poliklinikaSi gmokvlevebiT dadginda pacientebis arterialuri<br />
47
wnevis medianuri mniSvneloba da vTqvaT es mniSvneloba θ tolia. saWiroa<br />
dadgindes Seicvala Tu ara arterialuri wnevis medianuri mniSvneloba<br />
mocemuli poliklinikis pacientebisaTvis zafxulis Svebulebebis Semdeg.<br />
amisaTvis ikvleven poliklinikis n pacients. aRvniSnoT x1, x2,..., x n -<br />
pacientebis arterialuri wnevis mniSvnelobebia da gamoviTvaloT sxvaobebi<br />
x − θ,<br />
i = 1,..., n . SemovitanoT Semdegi funqcia<br />
i<br />
gamoviTvaloT mniSvneloba<br />
⎧<br />
⎪1,<br />
at<br />
s(<br />
x)<br />
= ⎨<br />
⎪<br />
⎩0,<br />
at<br />
n<br />
i=<br />
1<br />
48<br />
x > 0,<br />
x < 0.<br />
S = ∑ s( x −θ<br />
) . SemTxveviTi sidide s( x ) Rebulobs<br />
i<br />
or mniSvnelobas 0 an 1. hipoTezis samarTlianobisas, rom arteriuli mniSvneloba<br />
ar Seicvala, yoveli am mniSvnelobis albaToba erTnairia da<br />
tolia 1/2– is. SemTxveviTi sidide S aris s( xi − θ ) – is dadebiTi<br />
mniSvnelobebis raodenoba n gamocdaSi. amrigad, sawyisi amocana miviyvaneT<br />
bernulis sqemaze, romelSic S - iT aRniSnulia warmatebebis ricxvi da n<br />
eqsperimentSi misi mniSvnelobis mixedviT unda Semowmdes hipoTeza<br />
H0 : p = 1/ 2 . am hipoTezis Semowmeba sxvadasxva alternativebisas ganxiluli<br />
iyo zemoT.<br />
mocemuli meTodis Rirseba mdgomareobs mis simartiveSi da<br />
dasakvirvebeli SemTxveviTi sididis ganawilebis kanonTan dakavSirebuli<br />
moTxovnebis minimalurobaSi.<br />
3.5. hipoTezebis Semowmeba or amonarCevian amocanebSi<br />
mocemuli SemTxveva wina SemTxvevisagan gansxvavdeba imiT, rom aq erTi<br />
amonarCevis nacvlad gvaqvs ori amonarCevi da daskvna unda gamovitanoT<br />
maTi urTierT mimarTebis Sesaxeb. aseTi amocanebis magaliTad SeiZleba<br />
moviyvanoT Semdegi: swavlebis ori meTodis, ori teqnologiis, ori wamlis<br />
efeqtis, ori obieqtis mdgomareobis Sedareba da a.S.<br />
aRvniSnoT F( x ) aris ganawilebis funqcia pirveli amonarCevisaTvis,<br />
xolo G( x ) - meore amonarCevisaTvis. ori amonarCevis Sedarebisas SeiZleba<br />
gakeTdes sxvadasxva daSveba maTi albaTobebis ganawilebis kanonebTan<br />
dakavSirebiT. yvelaze martiv da gavrcelebul SemTxvevaSi igulisxmeba, rom<br />
ori Sesadarebeli meTodi iwvevs ricxviT RerZze ganawilebis kanonis<br />
mxolod mdebareobis cvlilebas, e.i. iwvevs SemTxveviTi sididis mxolod<br />
maTematikuri molodinis cvlilebas. SedarebiT rTul SemTxvevaSi<br />
Sesadarebel amonarCevebs Soris gansxvaveba SeiZleba gamoxatuli iqnas ara<br />
mxolod albaTobebis ganawilebis kanonis mdebareobis cvlilebaSi, aramed<br />
SemTxveviTi sididis gafantvis maxasiaTeblis, anu dispersiis<br />
cvalebadobaSic. da bolos, yvelaze rTul SemTxvevaSi, damuSavebis<br />
meTodebis cvalebadobam SeiZlba gamoiwvios mTlianad ganawilebis kanonis<br />
Secvla.
G( x ) albaTobebis ganawileba miekuTvneba F( x ) albaTobebis ganawilebis<br />
kanonTa daZrul ojaxs θ daZvris parametriT, Tu nebismieri x - Tvis<br />
adgili aqvs F( x) = G( x − θ ) .<br />
albaTobebis ganawilebis aseTi kanonebisaTvis dakvirvebebis Sedegebis<br />
ori simravlis erTgvarovnebis Sesaxeb hipoTeza Caiwereba Semdegnairad<br />
H0 : θ = 0 .<br />
amboben, rom F ≥ G , sadac F da G ganawilebis funqciebia, Tu nebismieri<br />
x ricxvisaTvis adgili aqvs F( x) ≥ G( x)<br />
. amboben, rom F ≤ G , Tu nebismieri x<br />
ricxvisaTvis adgili aqvs F( x) ≤ G( x)<br />
.<br />
am gansazRvrebis azri mdgomareobs SemdegSi. avRniSnoT: ξ SemTxveviTi<br />
sididea, romlis ganawilebis kanoni aris F( x ) , xolo η – SemTxveviTi<br />
sididea G( x ) ganawilebis kanoniT. maSin F( x) ≥ G( x)<br />
niSnavs, rom ξ – s aqvs<br />
tendencia miiRos ufro patara mniSvnelobebi, vidre η – m; anu nebismiei x –<br />
Tvis sruldeba P( ξ < x) ≥ P( η < x)<br />
.<br />
3.5.1. mani-uitnis kriteriumi<br />
mocemuli kriteriumi saSualebas iZleva erTgvarovnebaze SevadaroT<br />
ori damoukidebeli amonarCevi. avRniSnoT x1, x2, ..., x m - pirveli amonarCevia,<br />
xolo y1, y2,..., y n - meore amonarCevia. pirveli amonarCevis ganawilebis<br />
funqcia avRniSnoT F( x ) – iT, xolo meoresi G( x ) – iT.<br />
gansaxilveli kriteriumis gamosayeneblad saWiroa Semdegi daSvebebi:<br />
1. dakvirvebis Sedegebi x1, x2, ..., x m ; y1, y2,..., y n erTmaneTisagan damoukidebeli<br />
arian;<br />
2. ganawilebis kanonebi F( x ) da G( x ) arian uwyvetebi. aqedan gamomdinareobs,<br />
rom erTis toli albaTobiT dakvirvebis Sedegebi ar Seicaven<br />
erTmaneTis tol mniSvnelobebs.<br />
ori amonarCevis erTgvarovnebis Sesaxeb hipoTeza Caiwereba<br />
Semdegnairad: H0 : F( x) = G( x)<br />
. es hipoTeza unda SevamowmoT alternatiul<br />
hipoTezasTan mimarTebaSi, romelic SeiZleba iyos rogorc erTmxrivi, ise<br />
ormxrivi, anu alternativis saxiT SeiZleba gvhqondes Semdegi<br />
hipoTezebidan erT – erTi:<br />
1. marjvenamxrivi alternativa F( x) > G( x)<br />
, anu y dakvirvebis Sedegebs<br />
aqvT tendencia miiRon ufro didi mniSvnelobebi vidre x ;<br />
2. marcxenamxrivi alternativa F( x) < G( x)<br />
, anu x dakvirvebis Sedegebs<br />
aqvT tendencia miiRon ufro didi mniSvnelobebi vidre y ;<br />
3. ormxrivi alternativa F( x) ≠ G( x)<br />
.<br />
ganvixiloT pirveli SemTxveva. mani – uitnis kriteriumis arsi mdgomareobs<br />
i x da y j , i = 1,..., m ; j = 1,..., n , dakvirvebis Sedegebis wyvil – wyvilad<br />
SejerebaSi. dakvirvebis Sedegebis saerTo ricxvia mn . Sedarebis Sedegi Cav-<br />
TvaloT warmatebulad Tu xi < y j da warumateblad Tu xi > y j . imis gamo, rom<br />
F( x ) da G( x ) uwyvetebia, x da y Soris erTnairi dakvirvebis Sedegi ar<br />
49
unda iyos. magram realur monacemebSi, dakvirvebis Sedegebis SezRuduli<br />
sizutiT Caweris gamo, x da y Sori gvxvdebian erTnairi sidideebi. jer<br />
ganvixilavT mani - uitnis kriteriumi Teoriuli SemTxvevisaTvis, Semdeg ki<br />
SemovitanoT Sesabamisi Sesworeba. dakvirvebis x da y Sedegebis Sedarebis<br />
safuZvelze daiTvleba warmatebebis saerTo raodenoba. es sidide<br />
aRvniSnoT U набл . cxadia, rom mas SeuZlia miiRos nebismieri mniSvneloba 0 -<br />
dan mn -de. marjvenamxrivi alternatiuli hipoTezis Semowmebisas<br />
bunebrivia dauSvaT, rom rac ufro didia U набл - s mniSvneloba, miT metia<br />
imis albaToba, rom ZiriTadi hipoTeza ar aris WeSmariti da adgili aqvs<br />
alternatiul hipoTezas. U набл SemTxveviTi sidids ganawileba aris<br />
diskretuli ganawileba, romelic, H 0 hipoTezis samarTlianobisas<br />
gansazRvrulia mocemuli kriteriumis avtorebis mier. am ganawilebis<br />
procentuli wertilebi databulirebulia da mocemulia Sesabamis<br />
cxrilebSi (ix. danarTi 7).<br />
avirCioT kriteriumis mniSvnelobis done α . Sesabamisi cxrilebidan α ,<br />
m da n - is saSualebiT vpoulobT mani – uitnis ganawilebis α donis<br />
kvantils, anu vxsniT albaTur gantolebas<br />
P( U ≥ U ( α, m, n) | H ) = α<br />
(3.1)<br />
пр.<br />
0<br />
da Tu adgili aqvs Uнабл ≥ U пр.<br />
( α,<br />
m, n)<br />
, miiReba alternatiuli hipoTeza,<br />
winaaRmdeg SemTxvevaSi miiReba ZiriTadi hipoTeza.<br />
marcxenamxrivi alternatiuli hipoTezis ganxilvisas Sesabamisi cxrilebidan<br />
moiZebneba Semdegi gantolebis amoxsna<br />
P( U ≤ U ( α, m, n) | H ) = α . (3.2)<br />
л.<br />
0<br />
Tu adgili aqvs Uнабл ≤ U л.<br />
( α,<br />
m, n)<br />
, miiReba alternatiuli hipoTeza,<br />
winaaRmdeg SemTxvevaSi – ZiriTadi hipoTeza.<br />
cxrilebidan U л.<br />
( α , m, n)<br />
mniSvnelobis gamosaTvlelad SeiZleba visargebloT<br />
damokidebulebiT<br />
. ( , , ) ( , , )<br />
U л α m n + U пр α m n = mn ,<br />
romelic gamomdinareobs U statistikis ganawilebis simetriidan Tavisi<br />
mn / 2 centris mimarT.<br />
ormxrivi alternatiuli hipoTezis Semowmebisas kritikul ares aqvs<br />
Semdegi saxe<br />
{ U набл ≤ U л ( α, m, n) } { U набл ≥ U пр ( α,<br />
m, n)<br />
}<br />
∪ ,<br />
anu miiReba alternatiuli hipoteza, Tu U набл moxvdeba U л.<br />
( α , m, n)<br />
da<br />
. ( , , ) U пр α m n - is Sesabamisad marcxniv an marjvniv. winaaRmdeg SemTxvevaSi, anu<br />
Tu U набл moxvdeba U л.<br />
( α , m, n)<br />
da U пр.<br />
( α , m, n)<br />
Soris, miiReba ZiriTadi<br />
hipoTeza. am SemTxvevaSi kriteriumis mniSvnelobis done 2α – s tolia. Tu<br />
gvinda, ormxrivi alternativis dris, SevinarCunoT kriteriumis<br />
mniSvnelobis done α - s toli, maSin kritikul areSi unda aviRoT<br />
. ( / 2, , )<br />
U л α m n da Uпр. ( α / 2, m, n)<br />
.<br />
imis gamo, rom U aris diskretuli SemTxveviTi sidide (3.1) da (3.2) gantolebebs<br />
SeiZleba ar hqondeT zusti amoxsna α , m da n – is mocemuli mniS-<br />
50
vnelobebisaTvis. amitom cxrilebSi moiZebneba an maTi miaxloebiTi amoxsnebi<br />
an α SeirCeva ise, rom maT hqondeT zusti amoxsnebi.<br />
rogorc zemoT avRniSneT, dakvirvebis Sedegebis Caweris sizustis SezRudulobis<br />
gamo, x da y Soris SeiZleba Segvxdes erTnairi mniSvnelobebi. am<br />
SemTxvevaSi, U statistikis daTvlisas, iTvlian erTnairi dakvirvebis Sedegebis<br />
raodenobas da U набл - s umateben am raodenobis ganaxevrebul mniSvnelobas.<br />
magaliTad, vTqvaT gvaqvs dakvirvebis Sedegebi x : 1, 7, 4; y : 2, 4. maSin<br />
U набл =1+1+0+0+0+1/2=2.5.<br />
3.5.2. uilkoksonis kriteriumi<br />
wina kriteriumi dafuZnebulia niSnebis kriteriumze. masSi gamoiyeneba<br />
ara dakvirvebis Sedegebis mniSvnelobebi, aramed maTi urTierT mimarTeba.<br />
misgan gansxvavebiT uilkoksonis kriteriumi dafuZnebulia dakvirvebis<br />
Sedegebis rangebze. is aris rangebze dafuZnebuli kriteriumebidan erT –<br />
erTi pirvelTagani. es kriteriumi gamoiyeneba igive pirobebSi, rogorc<br />
mani – uitnis kriteriumi.<br />
vTqvaT mocemulia dakvirvebebis ori amonarCevi x1, x2, ..., x m da y1, y2,..., y n .<br />
saWiroa ZiriTadi hipoTezis Semowmeba, rom 1, 2, ..., m<br />
51<br />
x x x , n y y y ,..., , 2<br />
1 miekuTvne-<br />
bian erT generalur amonarCevs.<br />
daSvebebi dakvirvebis Sedegebis Sesaxeb analogiuria wina SemTxvevisa:<br />
1. dakvirvebis Sedegebi x1, x2, ..., x m da y1, y2,..., y n arian erTmaneTisagan<br />
damoukidebeli;<br />
2. ganawilebis kanonebi F( x ) da G( x ) arian uwyvetebi.<br />
ZiriTadi hipoTeza Semdegnairad formirdeba: H0 : F( x) = G( x)<br />
.<br />
alternatiuli hipoTezebi wina SemTxvevis analogiuria:<br />
1. marjvenamxrivi F( x) > G( x)<br />
;<br />
2. marcxenamxrivi F( x) < G( x)<br />
;<br />
3. ormxrivi F( x) ≠ G( x)<br />
.<br />
kriteriumis arsi mdgomareobs SemdegSi. dakvirvebis yvela Sedegi<br />
x1, x2, ..., x m , y1, y2,..., y n lagdeba zrdadobis mixedviT. S1, S2,..., S n – iT aRvniSnoT<br />
y<br />
- bis rangebi am variaciul rigSi. gamovTvaloT sidide<br />
Wнабл = S1 + S2 + ... + Sn<br />
,<br />
romelsac uilkoksonis statistika hqvia. ganvixiloT rogor iqcevian es<br />
rangebi sxvadasxva alternativebis dros.<br />
1. marjvenamxrivi alternativis dros, cxadia, rom y – is mniSvnelobebi<br />
ricxviT RerZze daikaveben marjvena naxevars da maTi rangebis jami<br />
miiRebs did mniSvnelobebs.<br />
2. marcxenamxrivi alternativis dros, piriqiT, y - bis mniSvnelobebi<br />
moxvdebian x – bis marcxniv da maTi rangebis jami miiRebs patara<br />
mniSnelobebs.
Aam Tvisebazea dafuZnebuli uilkoksonis kriteriumi. avtorma SeZlo<br />
moenaxa W sididis ganawilebis funqcia ZiriTadi H 0 hipoTezis<br />
WeSmaritebisas. am ganawilebis kvantilebi gamoTvlilia α , m , n sxvadasxva<br />
mniSvnelobebisaTvis da mocemulia Sesabamis cxrilebSi (ix. danarTi 8),<br />
saidanac m , n da α mocemuli mniSvnelobebisaTvis vpoulobT Semdegi<br />
gantolebis amoxsnas<br />
P( W ≥ W ( α, m, n) | H ) = α .<br />
пр<br />
Tu adgili aqvs W ≥ W ( α,<br />
m, n)<br />
, maSin miiReba marjvenamxrivi alterna-<br />
набл пр<br />
tiuli hipoTeza, winaaRmdeg SemTxvevaSi – ZiriTadi hipoTeza.<br />
analogiurad, marcxenamxrivi hipoTezisaTvis gvaqvs: α , m , n mocemuli<br />
mniSvnelobebisaTvis vpoulobT gantolebis amoxsnas<br />
P( W ≤ W ( α, m, n) | H ) = α .<br />
л<br />
Tu Wнабл ≤ Wл ( α,<br />
m, n)<br />
miiReba marcxenamxrivi alternatiuli hipoTeza, winaaRmdeg<br />
SemTxvevaSi miiReba ZiriTadi hipoTeza.<br />
W - s ganawilebis simetriulobis gamo adgili aqvs<br />
W ( α, m, n) + W ( α,<br />
m, n) = n( m + n + 1) . (3.3)<br />
л пр<br />
amitom databulirebuli mxolod marjvenamxrivi kritikuli<br />
mniSvnelobebi da marcxenamxrivi mniSvnelobebi moiZebneba (3.3)<br />
damokidebulebidan.<br />
ormxrivi alternatiuli hipotezis Semowmebis dros kritikul ares aqvs<br />
Semdegi saxe:<br />
Wнабл ≤ Wл( α, m, n) ∪ Wнабл ≥ Wпр ( α,<br />
m, n)<br />
, (3.4)<br />
anu (3.4) pirobis Sesrulebisas miiReba ormxrivi alternatiuli hipoTeza,<br />
winaaRmdeg SemTxvevaSi miiReba ZiriTadi hipoTeza.<br />
rogorc mani – uitnis, aseve uilkoksonis kriteriumisaTvis Sesabamis<br />
cxrilebSi mocemulia kvantilebis mniSvnelobebi m da n - is SezRuduli<br />
mniSvnelobebisaTvis. maTi cxrilebSi mocemul mniSvnelobebze meti<br />
mniSvnelobebisaTvis sargebloben Sesabamisi ganawilebis kanonebis<br />
normaluri kanoniT aproqsimaciiT. damtkicebulia, rom ZiriTadi 0 H<br />
hipoTezis WeSmaritebisas da Semotanili daSvebebis samarTlianobisas,<br />
*<br />
W ( W MW ) / DW<br />
= − SemTxveviT sidides miaxloebiT aqvs standartuli<br />
*<br />
normaluri ganawileba, rodesac m → ∞ da n → ∞ , anu W ~ N( ⋅ ;0,1) . aq<br />
MW = n( m + n + 1) / 2 da DW = mn( m + n + 1) /12 . am SemTxvevaSi kritikul ares<br />
aqvs Semdegi saxe:<br />
1. marjvenamxrivi alternatiuli hipotezis dros<br />
2. marcxenamxrivi alternatiuli hipotezis dros<br />
52<br />
0<br />
0<br />
*<br />
Wнабл ≥ zα ;<br />
*<br />
Wнабл ≤ − zα ;<br />
* *<br />
3. ormxrivi alternatiuli hipotezis dros Wнабл ≤ −zα ∪ Wнабл ≥ zα<br />
.<br />
aq zα aris standartuli normaluri ganawilebis α donis kvantili. ormxrivi<br />
alternatiuli hipotezis dros kriteriumis mniSvnelobis done 2α -<br />
s tolia. Tu gvinda SevinarCunoT kriteriumis done α – s toli, maSin<br />
Sesabamis kritikul areebSi zα – s nacvlad unda aviRoT zα / 2 .<br />
mani – uitnis da uilkoksonis kriteriumebi erTmaneTTan dakavSirebulia<br />
damokidebulebiT W = U + n( n + 1) / 2 . es damokidebuleba gviCvenebs U da W
statistikebis eqvivalentobas. amitom maT gamoyenebas erTnair Sedegebamde<br />
mivyavarT.<br />
3.6. Sewyvilebuli dakvirvebebi<br />
wina paragrafebSi SeviswavleT niSnebis, mani-uitnis, uilkoksonis kriteriumebi,<br />
romlebic saSualebas iZlevian erTmaneTs SevadaroT ori<br />
amonarCevi, gavakeToT daskvnebi maTi identurobis Sesaxeb. amasTan<br />
avRniSneT, rom dakvirvebis obieqtebi arian erTgvarovnebi. dakvirvebis<br />
obieqtebis erTgvarovneba aris mniSvnelovani piroba. magram, saubedurod<br />
yovelTvis ar aris saSualeba SevamowmoT maTi erTgvarovneba. dakvirvebis<br />
obieqtebis araerTgvarovnebis Tavidan asacileblad, xSirad, gamocdebisas<br />
iyeneben erTi da igive obieqtebs. magaliTad: swavlebis ori meTodis<br />
Sedarebisas am meTodebs iyeneben adamianebis erTi da igive jgufze; ori<br />
teqnologiuri procesis Sedarebisas iyeneben erTi da igive danadgarebs da<br />
a.S. aseT SemTxvevebSi, erTi da igive obieqtisaTvis Rebuloben dakvirvebebis<br />
or simravles da Tu n dakvirvebebis ricxvia, maSin Sedegad Rebuloben<br />
( xi , yi ), i = 1,..., n , Sewyvilebul dakvirvebebs. SeviswavloT aseTi dakvirvebis<br />
Sedegebis damuSavebis meTodebi.<br />
3.6.1. niSnebis kriteriumi Sewyvilebuli amonarCevis analizisaTvis<br />
vTqvaT ( xi , yi ), i = 1,..., n , n moculos Sewyvilebuli dakvirvebebia. saWiroa<br />
damuSavebis efeqtis ar arsebobis Sesaxeb hipoTezis Semowmeba, romelic Caiwereba<br />
ase<br />
H : P( x < y ) = P( x > y ) = 0.5 yvela i = 1,..., n .<br />
0<br />
i i i i<br />
SemovitanoT sidide zi = yi − xi , i = 1,..., n . keTdeba daSvebebi: 1) yvela z i ur-<br />
TierT damoukidebali SemTxveviTi sidideebia. es daSveba ar niSnavs<br />
erTnairi indeqsis mqone i x da y i damoukideblobas. es Zalze<br />
mnniSvnelovania praqtikaSi, rodesac dakvirvebebi xdeba erTi da igive<br />
obieqtze da amdenad, SeiZleba damokidebulebi iyvnen. 2) yvela z i aqvs nolis<br />
toli medianebi, e.i. P( z < 0) = P( z > 0) = 1/ 2 . kidev erTxel gausvaT xazi, rom<br />
i i<br />
sxva da sxva z i – s ganawilebis kanoni SeiZleba erTmaneTs ar emTxveodes.<br />
avirCioT alternatiuli hipoTza, romelic SeiZleba iyos rogorc marjvenamxrivi,<br />
aseve marcxenamxrivi da ormxrivi. avirCioT marjvenamxrivi:<br />
H1 : P( xi > yi ) < P( xi < yi<br />
) . z i – Tan mimarTebaSi ZiriTadi da alternatiuli hipoTezebi<br />
SeiZleba CavweroT Semdegnairad: H0 : P( zi < 0) = P( zi<br />
> 0) = 0.5 ;<br />
H1 : P( zi < 0) < P( zi<br />
> 0) , e.i. ZiriTadi hipoTeza gulisxmobs, rom zi, i = 1,..., n –<br />
Tvis noli aris mediana.<br />
53
amrigad, gansaxilveli SemTxveva daviyvaneT seriis kriteriumis cnobil<br />
sqemamde, rodesac bernulis ganawilebis dros z i SemTxveviTi sididisaTvis<br />
unda Semowmdes hipoTeza medianis Sesaxeb.<br />
z -s Soris nulovani mniSvnelobebis arsebobisas saWiroa maTi gadagdeba<br />
i<br />
da Sesabamisad n -is mnniSvnelobis Semcireba z i –is aranulovan raodenobamde.<br />
n –is didi mniSvnelobisas, iseve rogorc seriis kriteriumSi, SeiZleba<br />
visargebloT binomialuri ganawilebis noraluri apoqsimaciiT.<br />
Tu saWiroa SevadaroT ara marto ori Sewyvilebuli ganmeorebadi dakvirvebebi,<br />
aramed, maT Soris gansxvavebis arsebiTobis SemTxvevaSi,<br />
SevafasoT am gansxvavebis sidide, saWiroa visargebloT Semdegi modeliT.<br />
uSveben, rom z = θ + ε , i = 1,..., n , sadac θ – raRac mudmivia, romelic<br />
i i<br />
axasiaTebs erTi ganawilebis meores mimarT mdebareobas, xolo ε i –<br />
SemTxveviTi sidideebia maTematikuri molodiniT M ( ε i ) = 0 . aseTi modelis<br />
SemTxvevaSi ZiriTadi da alternatiuli hipoTezebi Rebuloben saxes:<br />
0 : 0 H θ = da H1 : θ > 0 . alternatiuli hipoTezis samarTlianobisas arsebobs<br />
SesaZlebloba SevafasoT θ - ori amonarCevis gansxvavebis sidide.<br />
ganxiluli kriteriumis Riseba mdgomareobs imaSi, rom is ar adebs<br />
x y dakvirvebis Sedegebs. erTad erTi moTxovna mdgoma-<br />
mkacr moTxovnebs ,<br />
i i<br />
reobs imaSi, rom z i unda iyvnen damoukideblebi erTmaneTis mimarT. amasTan<br />
x i da i y SeiZleba iyvnen damokidebulebi. agreTve z i SeiZleba<br />
emorCilebodnen sxvadasxva ganawilebis kanonebs.<br />
3.6.2. ganmeorebadi Sewyvilebuli dakvirvebebis analizi niSnebis<br />
rangebis mixedviT (uilkoksonis niSnebis rangebis jamebis kriteriumi)<br />
Tu SeiZleba dauSvaT, rom wina punqtSi Semotanili zi, i = 1,..., n,<br />
uwyveti,<br />
erTnairad ganawilebuli SemTxveviTi sidideebia, maSin erTgvarovnebis<br />
hipoTezis Sesamowmeblad SeiZleba gamoviyenoT ufro Zlieri uilkoksonis<br />
niSnebis rangebis jamebis kriteriumi, romlis arsic mdgomareobs SemdegSi.<br />
ZiriTad da alternatiul hipoTezebs aqvT wina punqtSi moyvanilis<br />
analogiuri saxe:<br />
H0 : P( xi < yi ) = P( xi > yi<br />
) = 0.5 ; H1 : P( xi > yi ) < P( xi < yi<br />
) .<br />
gamovTvaloT i z – aris i x – is y i - gan gadaxris mniSvnelobebi, anu<br />
zi = yi − xi<br />
. SemovitanoT damxmare funqcia ψ i, i = 1,..., n , sadac<br />
⎧<br />
⎪1,<br />
если zi<br />
> 0;<br />
ψ i = ⎨<br />
⎪<br />
⎩0,<br />
если zi<br />
< 0.<br />
vTqvaT i R aris i z – is rangi z1 ,..., z n – is zrdadobis mixedviT mowes-<br />
rigebul mimdevrobaSi. gamovTvaloT statistika<br />
H 1 hipoTezis WeSmaritebisas statistikas набл<br />
54<br />
n<br />
T = ∑ ψ R . alternatiuli<br />
набл i i<br />
i=<br />
1<br />
T aqvs tendencia miiRos didi
mniSvnelobebi. amitom 0 H hipoTezis H 1 hipoTezis mimarT Semowmebis<br />
kriteriums aqvs saxe: Tu Tнабл ≥ t( α,<br />
n)<br />
, maSin miiReba alternatiuli hipoTeza,<br />
winaaRmdeg SemTxvevaSi miiReba ZiriTadi hipoTeza. aq α aris kriteriumis<br />
mniSvnelobis done, t( α , n)<br />
aris α donis kvantili, romelic akmayofilebs<br />
gantolebas P( T ≥ t( α, n) | H ) = α .<br />
marcxenamxrivi alternativis dros H 2 : P( xi > yi ) > P( xi < yi<br />
) kritikul ares<br />
n( n + 1)<br />
aqvs saxe Tнабл ≤ − t( α,<br />
n)<br />
.<br />
2<br />
ormxrivi alternatiuli hipoTezis dros H3 : P( xi > yi ) ≠ P( xi < yi<br />
)<br />
kritikul ares, anu H 3 hipoTezis miRebis ares aqvs saxe<br />
n( n + 1)<br />
Tнабл ≥ t( α, n) ∪ Tнабл ≤ − t( α,<br />
n)<br />
.<br />
2<br />
am SemTxvevaSi kriteriumis mniSvnelobis done 2α – s tolia. Tu gvinda<br />
SevinarCunoT α toli kriteriumis mniSvnelobis done, maSin kritikul<br />
areSi t( α , n)<br />
nacvlad unda aviRoT t( α / 2, n)<br />
.<br />
x i da y i SemTxveviTi sidideebis uwyvetobis gamo maT Soris erTnairi<br />
mniSvnelobebi Teoriulad ar unda iyos. Magram, damrgvalebis Secdomebis<br />
gamo, dakvirvebebis praqtikul SedegebSi gvxvdeba erTnairi mniSvnelobebi.<br />
cxadia maTi Sesabamisi z i = 0 . aseT SemTxvevaSi z i –is nulovani mniSvnelobebi<br />
ukuigdeba, dakvirvebebis saerTo ricxvi mcirdeba Sesabamisi sididiT da<br />
aRwerili kriteriumi gamoiyeneba dakvirvebis Sedegebis Semcirebuli<br />
raodenobisaTvis.<br />
Tu zi, i = 1,..., n , Soris gvxvdeba erTnairi mniSvnelobebi, maSi R i rangebis<br />
gamoTvlisas gamoiyeneba saSualo rangebi. dakvirvebis Sedegebis didi<br />
raodenobisas SeiZleba visargebloT normaluri aproqsimaciiT. H 0 hipoTezis<br />
samarTlianobisas statistikas<br />
* T − MT T − n( n + 1) / 4<br />
T = =<br />
DT n( n + 1)(2n + 1) / 24<br />
asimptoturad (roca n → ∞ ) aqvs standartuli normaluri ganawileba<br />
N( ⋅ ;0,1) . kritikul ares (magaliTad, marjvenamxrivi alternativisas) aqvs<br />
*<br />
saxe Tнабл ≥ zα , sadac zα aris standartuli normaluri ganawilebis α<br />
procentuli wertili.<br />
55
Tavi 4. SefasebaTa Teoriis safuZvlebi<br />
4.1. Sesavali<br />
albaTobis Teoria da maTematikuri statistika swavloben kanonebs, romlebsac<br />
emorCilebian SemTxveviTi sidideebi, movlenebi, xdomilebebi;<br />
kerZod, sxvadasxva SemTxveviTi xdomilebebis albaTobebis gamoTvlis<br />
meTodebs. Zalze iSviaTad xerxdeba SemTxveviTi xdomilebis albaTobis<br />
gamoTvla. rogorc wesi, albaToba gamoiTvleba SemTxveviTi sidideebis<br />
albaTobebis ganawilebis kanonebis saSualebiT romlebzedac aris<br />
damokidebuli mocemuli xdomileba. albaTobebis ganawilebis kanoni aris<br />
gansazRvruli Tvisebebis mqone funqcia, romelic damokidebulia<br />
parametrebis simravleze. am parametrebis konkretuli mniSvnelobebi<br />
gamoyofen erT konkretul ganawilebas erTnairi tipis ganawilebebis<br />
usasrulo simravlidan. magaliTad, vTqvaT ξ SemTxveviT sidides aqvs<br />
2<br />
normaluri ganawilebis kanoni m maTematikuri molodiniT da σ<br />
2<br />
2<br />
dispersiiT, anu ξ ~ N( ⋅ ; m,<br />
σ ) . m da σ - is mniSvnelobebisagan damokidebulebiT<br />
miiReba normaluri kanonebis usasrulo simravle. erTi ganawilebis<br />
kanonis konkretizaciisaTvis, romelsac sinamdvileSi emorCileba ξ<br />
SemTxveviTi sidide, saWiroa normaluri kanonebis usasrulo simravlidan<br />
2<br />
gamovyoT erTi ganawileba, anu davakonkretoT m da σ parametrebis<br />
mniSvnelobebi, romlebic Seesabamebian ξ SemTxveviT sidides, anu vipovoT<br />
albaTobebis ganawilebis kanonebis parametrebis ucnobi mniSvnelobebi. es<br />
SesaZlebelia gakeTdes ξ SemTxveviTi sididis dakvirvebis Sedegebis<br />
safuZvelze, anu x1, x2,..., x n dakvirvebis Sedegebis safuZvelze. amitom<br />
ganawilebis parametrebis napovni mniSvnelobebi arian ara zusti, aramed<br />
maTi miaxloebiTi mniSvnelobebi. maTematikur statistikaSi im faqtis<br />
2<br />
aRsaniSnavad, rom dakvirvebis Sedegebis safuZvelze m da σ parametrebis<br />
napovni mniSvnelobebi arian miaxloebiTi mniSvnelobebi, gamoiyeneba sityva<br />
2<br />
2<br />
Sefaseba, anu a ≡ ( m, σ ) parametris Sefaseba aris aˆ ≡ ( mˆ , ˆ σ ) , romelic aris a<br />
parametrebis veqtoris ucnobi namdvili mniSvnelobis miaxloebiTi<br />
mniSvneloba, anu aˆ( x1, x2,..., xn) ≈ a . dakvirvebis Sedegebis safuZvelze â<br />
mniSvnelobis povnis process Sefasebas uwodeben. arseboben a parametris<br />
sxvadasxa miaxloebiTi mniSvnelobebis povnis didi raodenobis meTodebi.<br />
problema mdgomareobs a – s yvela SesaZlo mniSvnelobebidan garkveuli<br />
TvalsazrisiT saukeTeso Sefasebis gamoyofaSi. SeiZleba movifiqroT bevri<br />
kriteriumi terminis „saukeTeso“ gansazRvrisaTvis. qvemoT SevCerdebiT<br />
yvelaze ufro gavrcelebul da sxvebze ufro xSirad gamoyenebul<br />
kriteriumebze, rogorebic arian:<br />
1. sizustis kriteriumebi (parametris WeSmarit mniSvnelobasTan<br />
siaxlove);<br />
2. waunacvleblobis kriteriumebi (Sefasebis maTematikuri molodinis<br />
toloba parametris WeSmarit mniSvnelobasTan);<br />
3. safuZvlianobis kriteriumebi (dakvirvebebis raodenobis gazrdisas<br />
Sefasebis albaTurad miswrafeba parametris WeSmariti<br />
mniSvnelobisaken);<br />
56
4. efeqturobis kriteriumi (Sefasebis dispersiis minimaluroba sxva Sefasebebis<br />
dispersiebTan SedarebiT) da a.S.<br />
Sefasebis povna, romelsac eqneboda yvela zemoT CamoTvlili Tvisebebi,<br />
sakmaod rTuli amocanaa. amitom, dasmuli miznebidan gamomdinare,<br />
konkretuli amocanebis gadawyvetisas, upiratesoba eZleva Sefasebebis ama<br />
Tu im Tvisebebs.<br />
zogierT wina paragrafSi ukve gvqonda Sexeba albaTobebis ganawilebis<br />
parametrebis SefasebebTan. magaliTad, saSualo ariTmetikulis gamoyenebiT<br />
vafasebdiT maTematikuri molodinis mniSvnelobas, amonarCevis dispersiiT<br />
vpoulobdiT dispersiis ucnob mniSvnelobas. isini iyvnen SemTxveviTi<br />
sididis Sesabamisi ricxviTi maxasiaTeblebis Sefasebebi, Tumca terminiT<br />
„Sefaseba“ ar vsargeblobdiT. amonarCevis albaTobebis ganawilebis n F<br />
funqciiT vafasebdiT ucnob F albaTobebis ganawilebis funqcias; cdebSi A<br />
xdomilebis gamosvlis n( A) / n sixSiriT vafasebdiT am xdomilebis P<br />
albaTobas. Yyvela isini iyvnen e.w. wertilovani Sefasebebi, radgan<br />
iZleodnen Sesabamisi a parametris ucnobi mniSvnelobis erT â SefasebiT<br />
mniSvnelobas. Aam SemTxvevaSi SeuZlebelia miuTiTo ramdenad zustia a<br />
parametris â Sefaseba. am amocanis gadasawyvetad saWiroa miuTiTo ucnobi<br />
parametris ara marto erTi miaxloebiTi mniSvneloba, aramed raRac<br />
intervali, romelSic mocemuli albaTobiT imyofeba parametris ucnobi<br />
WeSmariti mniSvneloba. Tu xerxdeba aseTi intervalis moZebvna, mas<br />
uwodeben intervalur Sefasebas.<br />
Sefasebebis moZebnisas garkveuli daSvebebi keTdeba ξ SemTxveviTi<br />
sididis Tvisebebis Sesaxeb da am Tvisebebis safuZvelze moinaxeba zemoT<br />
CamoTvlili optimaluri Tvisebebis mqone Sefasebebi. Tu ξ - s Tvisebebis<br />
Sesaxeb gakeTebuli daSvebebi ar arian samarTliani, maSin gamoTvlili<br />
Sefasebebi iqnebian araoptimaluri. magaliTad, saSualo ariTmetikuli<br />
1<br />
1<br />
n<br />
x = ∑ xi<br />
aris normalurad ganawilebuli SemTxveviTi sididis<br />
n i=<br />
maTematikuri molodinis optimaluri Sefaseba, romelsac aqvs optimalobis<br />
yvela zemoT CamoTvlili Tviseba. AlbaTobebis ganawilebis kanonis<br />
normalurobis daSvebis darRvevisas (magaliTad, Tu x1, x2,..., x n amonarCevi<br />
Seicavs uxeS Secdomebs) saSualo ariTmetikuli ar aris maTematikuri<br />
molodinis optimaluri Sefaseba da miT ufro cud Sefasebebs iZleva, rac<br />
ufro uxeSia Secdomebi dakvirvebis SedegebSi. ukanaskneli ramodenime<br />
aTeuli weliwadia intensiurad viTardeba Sefasebebis specialuri<br />
meTodebi, romlebic iZlevian mdgrad Sefasebebs dakvirvebis Sedegebis TvisebebTan<br />
dakavSirebiT gakeTebuli sawyisi daSvebebis darRvevisas<br />
(magaliTad, dakvirvebis SedegebSi uxeSi Secdomebis arsebobisas). aseT<br />
meTodebs uwodeben Sefasebis robastul meTodebs. winamdebare kursSi ar<br />
ganvixilavT aseT Sefasebebs.<br />
57
4.2. did ricxvTa kanoni<br />
rogorc zemoT avRniSneT, Zalze iSviaTad xerxdeba xdomilebis<br />
albaTobis uSualo gamoTvla. es SesaZlebelia Tu eqsperimentis sqema daiyvaneba<br />
Sedegebis sasrulo ricxamde, romelTagan nebismieris moxdena aris<br />
SesaZlebeli eqsperimentebis Sedegad. aseT SemTxvevaSi atareben n<br />
eqsperiments da iTvlian im eqsperimentebis raodenobas, romlebSiac adgili<br />
hqonda CvenTvis saintereso A xdomilebas. avRniSnoT is n( A ) – Ti. A<br />
xdomilebis p albaTobis Sefasebad Rebuloben n( A) / n sixSires. 1 – is<br />
gazrdisas, anu rodesac n → ∞ adgili aqvs n( A) / n → p . maTematikuri<br />
analizis enaze es faqti SeiZleba Caiweros ase: arseboben iseTi N da ε > 0 ,<br />
rom rodesac n > N adgili aqvs n( A) / n − p < ε . albaTobis TeoriaSi da<br />
maTematikur statistikaSi aseTi gansazRvra ar aris samarTliani imitom,<br />
rom nebismieri n - Tvis albaToba imisa, rom n( A) / n rac ar unda didad<br />
gansxvavdeba p - gan ar udris nols. amitom, aseTi uzustobebis Tavidan<br />
asacileblad, albaTobis TeoriaSi Semotanilia zRvris aseTi gansazRvra:<br />
n( A) / n sixSire ikribeba p albaTobisaken rodesac n → ∞ , Tu adgili aqvs<br />
⎛ n( A)<br />
⎞<br />
P ⎜ − p < ε ⎟ →1<br />
⎝ n ⎠<br />
nebismieri ε > 0 .<br />
istoriulad xdomilebis sixSiris krebadoba Sesabamisi albaTobisaken<br />
pirvelad daamtkica bernulma 17 – e saukunis bolos da mis sapativsacemod<br />
am Teoremas qvia bernulis bernulis Teorema Teorema. Teorema Teoremis arsi mdgomareobs SemdegSi:<br />
dauSvaT, rom n eqsperimentidan yovelSi A xdomilebis p albaToba<br />
ucvleli rCeba da yoveli eqsperimentis Sedegi danarCenisagan<br />
damoukidebelia, maSin n - is didi mniSvnelobisaTvis A xdomilebis<br />
moxdenis n( A) / n sixSire miaxloebiT A xdomilebis albaTobis tolia, anu<br />
p = n( A) / n . bernulis Teoremis Semdgomi ganviTareba aris did ricxvTa<br />
kanoni, romlis umartivesi variantic aris CebiSevis Teorema. avRniSnoT<br />
x1, x2,..., x n SemTxveviT ξ sidideze damoukidebeli dakvirvebis Sedegebia.<br />
maSin CebiSevis Teoremas aqvs saxe:<br />
⎛ x1 + x2 + ... + xn<br />
⎞<br />
P ⎜ − M ( ξ ) < ε ⎟ →1<br />
roca n → ∞ ,<br />
⎝ n<br />
⎠<br />
anu damoukidebeli, erTnairad ganawilebuli didi raodenobis SemTxveviTi<br />
ricxvebis saSualo ariTmetikuli albaTurad miiswrafis maTi maTematikuri<br />
molodinisaken.<br />
n - is didi mniSvnelobisaTvis amonarCevis maxasiaTeblis miswrafeba Sesabamisi<br />
Teoriuli maxasiaTeblisaken (misi namdvili mniSvnelobisaken)<br />
samarTliania ara marto saSualo ariTmetikulisaTvis. ganawilebis F<br />
funqciis Tvisebebze da CvenTvis saintereso maxasiaTeblebze sakmaod susti<br />
daSvebebisas, didi n –Tvis, amonarCevis maxasiaTeblis mniSvneloba<br />
miiswrafis Sesabamisi Teoriuli maxasiaTeblis Teoriuli<br />
mniSvnelobisaken. es mtkiceba Zalze mniSvnelovania albaTobis<br />
TeoriisaTvis da maTematikuri statistikisaTvis da ewodeba did ricxvTa<br />
kanoni.<br />
58
did ricxvTa kanonis Semdgom ganviTarebas warmoadgens centraluri<br />
zRvruli Teorema. avRniSnoT θ = ( θ1,..., θr<br />
) ganawilebis parametrebis Teoriuli<br />
mniSvnelobebi. rodesac r = 1 parametri θ aris skalaruli sidide, rodesac<br />
r ≥ 2 parametri θ aris veqtoruli sidide. magaliTad, normaluri ka-<br />
2<br />
nonisaTvis θ = ( θ1, θ2 ) = ( m,<br />
σ ) . avRniSnoT θ n aris θ parametris Sefasebuli<br />
mniSvneloba, gamoTvlili dakvirvebis Sedegebis x1, x2,..., x n safuZvelze. maSin<br />
centraluri zRvruli Teorema amtkicebs: ganawilebis F funqciaze da θ<br />
parametrze Zalze susti daSvebebisas SemTxveviT sidides<br />
n(<br />
θ n −θ<br />
)<br />
aqvs asimptoturad (rodesac n → ∞ ) normaluri ganawileba garkveuli<br />
2<br />
( m, σ ) parametrebiT, anu<br />
n θ −θ N ⋅ m σ .<br />
2<br />
( n ) ~ ( ; , )<br />
4.3. <strong>statistikuri</strong> parametrebi<br />
maTematikur statistikaSi terminis “<strong>statistikuri</strong> <strong>modelebi</strong>s<br />
parametrebis” qveS igulisxmeba ori azriT axlos mdgomi, magram mainc sxva<br />
mniSvneloba: 1) albaTobebis ganawilebis parametrebi da 2) <strong>modelebi</strong>s<br />
parametrebi.<br />
ganawilebis kanonebis parametrebi aris ricxviTi maxasiaTeblebis sasrulo<br />
erToblioba, romelTa gansazRvruli mniSvnelobebic gamoyofen erT<br />
konkretul ganawilebas mocemuli tipis albaTobebis ganawilebis kanonebis<br />
usasrulo simravlidan. magaliTad, albaTobebis ganawilebis normaluri<br />
kanonis simkvrives aqvs saxe<br />
59<br />
2 ⎧ ⎫<br />
1 ( x − a)<br />
f ( x)<br />
= exp ⎨− 2 ⎬ .<br />
2πσ<br />
⎩ 2σ<br />
⎭<br />
2<br />
mocemuli ganawilebis parametrebia a da σ . maTi mocemuli<br />
mniSvnelobebi gamoyofen erT konkretul ganawilebas albaTobebis<br />
ganawilebis normaluri kanonebis usasrulo simravlidan.<br />
parametrebis meore tipi aris <strong>statistikuri</strong> <strong>modelebi</strong>s ricxviTi mniSvnelobebi,<br />
romlebic aRweren sxvadasxva statistikur kanonzomierebebs. magaliTad,<br />
parametri θ niSnebis kriteriumSi erTi amonarCevisaTvis, agreTve<br />
niSnebis kriteriumSi Sewyvilebuli ganmeorebadi dakvirvebebis<br />
analizisaTvis; regresiuli damokidebulebebis parametrebi, romlebic<br />
aRweren damokidebulebebs SemTxveviT sidideebs Soris (ganxiluli iqneba<br />
qvemoT); faqtorebis parametrebi faqtorul analizSi, romlis kerZo<br />
SemTxvevas warmoadgens dispersiuli analizi (ganxiluli iqneba qvemoT) da<br />
a.S.<br />
<strong>statistikuri</strong> parametrebi avRniSnoT θ . Tu parametrebis ricxvi erTia,<br />
maSin θ aris skalaruli sidide. Tu parametrebis ricxvia r , maSin<br />
θ = ( θ1,..., θr<br />
) aris veqtoruli sidide.<br />
<strong>statistikuri</strong> <strong>modelebi</strong>s nebismieri maxasiaTeblebi SeiZleba gamosaxuli<br />
iqnas maTi parametrebis saSualebiT. amitom maTematikuri statistikis erT –<br />
erTi ZiriTadi amocana mdgomareobs SemTxveviT sidideze dakvirvebis Sede-
gebis, anu amonarCevis daxmarebiT am parametrebis mniSvnelobebis monaxvaSi.<br />
imis gamo, rom amonarCevi Sedgeba dakvirvebis Sedegebis sasrulo raodenobisagan,<br />
maTi saSualebiT gamoTvlili Sedegebi arian Sesabamisi<br />
maxasiaTeblebis miaxloebiTi mniSvnelobebi. sityvaTa Sexamebis<br />
“miaxloebiTi mniSvnelobebi” magier statistikaSi ixmareba termini<br />
“Sefaseba”. <strong>statistikuri</strong> modelis θ parametrebis Sefasebebi moinaxeba<br />
damoukidebeli erTnairad ganawilebuli x1, x2,..., x n dakvirvebis Sedegebis<br />
safuZvelze, anu pouloben iseT t( x1,..., x n)<br />
funqcias, rom adgili hqondes<br />
t( x ,..., x ) ≈ θ .<br />
1<br />
n<br />
4.4. ganawilebis parametrebis Sefaseba amonarCeviT<br />
rogorc zemoT ukve aRvniSneT, <strong>statistikuri</strong> parametrebis Sefasebebi<br />
arian am parametrebis miaxloebiTi mniSvnelobebi gamoTvlili dakvirvebis<br />
Sedegebis safuZvelze. arsebobs <strong>statistikuri</strong> parametrebis gamoTvlis ori<br />
ZiriTadi midgoma: 1) Sefasebebi gamoiTvleba dakvirvebebis mocemuli<br />
sasruli raodenobiT, anu sasrulo x1, x2,..., x n amonarCevis safuZvelze; 2)<br />
Sefasebebi moinaxeba mudmivad zrdadi raodenobis dakvirvebis Sedegebis<br />
safuZvelze; yoveli Semdgomi dakvirvebis SedegiT, wina dakvirvebis<br />
Sedegebis safuZvelze parametrebis ukve gamoTvlili Sefasebebi, zustdebian<br />
manmade, sanam miRebul Sefasebebs ar eqnebaT saWiro sizuste mocemuli<br />
albaTobiT. ukanasknelebs ewodebaT mimdevrobiTi analizis meTodebi.<br />
mimdevrobiTi analizis meTodebi arian ufro mniSvnelovani rogorc<br />
praqtikuli, aseve Teoriuli TvalsazrisiT, vidre sasrulo amonarCevze<br />
dafuZnebuli meTodebi imitom, rom isini saSualebas iZlevian ufro srulad<br />
gamoviyenoT dakvirvebis SedegebiT miRebuli informacia. mocemuli<br />
sizustis Sefasebebis misaRebad isini saSualod iyeneben ufro mcire sigrZis<br />
amonarCevs, vidre sasrulo amonarCevze dafuZnebuli meTodebi.<br />
zemoT viswavleT SemTxveviTi sidideebis zogierTi <strong>statistikuri</strong> maxasiaTeblebis<br />
gamoTvlis formulebi. magaliTad, viciT, rom saSualo ariTmetikuli<br />
x , gamoTvlili x1, x2,..., x n dakvirvebis Sedegebis safuZvelze, iZleva am<br />
ganawilebis a maTematikuri molodinis miaxloebiT mniSvnelobas (maSin<br />
saSualo ariTmetikuls Sefasebas ar veZaxodiT). Semotanili terminologiis<br />
Tanaxmad x n aris maTematikuri molodinis Sefaseba gamoTvlili n<br />
dakvirvebis Sedegebis safuZvelze, anu xn ≈ a . CebiSevis kanonis Tanaxmad<br />
по вероятности<br />
xn ⎯⎯⎯⎯⎯⎯→ a rodesac n → ∞ . zustad aseve, zemoT naswavli<br />
gamosaxuleba, romelic saSualebas iZleva gamoviTvaloT dispersiis<br />
2 1 n<br />
2<br />
miaxloebiTi mniSvneloba S = ∑ ( xi − x)<br />
aris am dispersiis Sefaseba, anu<br />
n i=<br />
1<br />
2<br />
S<br />
2<br />
2 по вероятности 2<br />
≈ σ da CebiSevis Teoremis Tanaxmad S ⎯⎯⎯⎯⎯⎯→ σ rodesac n → ∞ .<br />
zogadad, ganawilebis yoveli kanoni F( θ ) damokidebulia parametrebis<br />
sasrulo raodenobisagan. am ganawilebis nebismieri maxasiaTebeli<br />
gamoTvlili F( θ ) ganawilebis kanonis daxmarebiT damokidebulia am<br />
60
ganawilebis θ parametrze. avRniSnoT es maxasiaTebeli T – s saSualebiT.<br />
maSin T damokidebulia θ parametrze, anu T = T ( θ ) . dakvirvebis Sedegebis<br />
x1, x2,..., x n safuZvelze gamovTvliT mocemuli maxasiaTeblis Sefasebas.<br />
avRniSnoT is T n – is daxmarebiT. viciT, rom did ricxvTa kanonis Tanaxmad<br />
Tn ≈ T ( θ ) . Tu am gantolebas amovxsniT θ - s mimarT, miviRebT θ ucnobi<br />
parametris Sefasebas. es midgoma aris <strong>statistikuri</strong> parametrebis<br />
Sefasebebis miRebis saerTo meTodika. imisgan damokidebulebiT, Tu romeli<br />
maxasiaTeblebi amoirCeva, miiReba θ parametrebis sxvadasxva Sefasebebi. Tu<br />
amocana koreqtulad aris dasmuli da amoxsnili, maSin yvela isini arian θ<br />
parametris ucnobi WeSmariti mniSvnelobis miaxloebiTi mniSvnelobebi.<br />
magaliTis saxiT ganvixiloT egreT wodebuli momentebis da kvantilebis<br />
meTodebi. momentebis meTodSi statistikur maxasiaTeblebad gamoiyeneba Sem-<br />
TxveviTi sididis momentebi. arCeuli momentebis raodenoba damokidebulia<br />
albaTobebis ganawilebis kanonebis parametrebis ricxvze, anu θ - s ganzomilebaze.<br />
magaliTad, ganvixiloT normaluri ganawileba, romelic<br />
damokidebulia or parametrze – maTematikuri molodini da dispersia.<br />
amrigad, momentebis meTodSi maxasiaTeblebad unda amovirCioT romelime<br />
ori momenti. avirCioT pirveli da meore rigis sawyisi momentebi. viciT,<br />
2 2 2<br />
2<br />
rom normaluri ganawilebisaTvis Mξ = a da Mξ = a + σ . Mξ da Mξ - is<br />
1<br />
<strong>statistikuri</strong> analogebi Sesabamisad arian<br />
1<br />
n 1 2<br />
∑ xi<br />
da<br />
n i=<br />
1<br />
n<br />
∑ xi<br />
. SevadginoT<br />
n i=<br />
sistema ori gantolebisagan<br />
⎧ 1 n<br />
a = ∑ xi<br />
,<br />
⎪ n i=<br />
1<br />
⎨<br />
.<br />
2 2 1 n<br />
⎪ 2<br />
a + σ = ∑ xi<br />
⎪⎩ n i=<br />
1<br />
amrigad, miviReT ori gantolebisagan Semdgari sistema ori ucnobiT a da<br />
2<br />
σ .<br />
am sistemis amoxsniT ucnobi parametrebis mimarT vRebulobT a = x da<br />
2 1 n<br />
2<br />
σ = ∑ ( xi − x)<br />
. sabolood miviReT, rom maTematikuri molodinisa da dis-<br />
n i=<br />
1<br />
persiis gamoTvlis zemoT naswavli formulebi arian Sefasebis<br />
gamosaTvleli formulebi, miRebuli momentebis meTodiT albaTobebis<br />
ganawilebis normaluri kanonis Sesabamisi parametrebisaTvis. Tu<br />
maxasiaTeblad avirCevdiT SemTxveviTi sididis ara pirvel or moments,<br />
2<br />
aramed romelime sxva or moments, miviRebdiT sxva formulebs a da σ<br />
2<br />
Sefasebebis gamosaTvlelad. isinic iqnebodnen a da σ – s ucnobi<br />
mniSvnelobebis Sefasebebi, magram mogvcemdnen sxva mniSvnelobebs, vidre<br />
zemoT moyvenili formulebi.<br />
kvantilebis kvantilebis meTodi meTodi. meTodi meTodis arsi analogiuria momentebis meTodis, magram<br />
am SemTxvevaSi T maxasiaTeblad da mis T n statistikur analogad airCevian<br />
kvantilebi. es meTodic ganvixiloT normaluri ganawilebis magaliTze.<br />
2<br />
vTqvaT ξ normalurad ganawilebuli SemTxveviTi sididea, anu ξ ~ N( a,<br />
σ ) ,<br />
xolo η ~ N(0,1)<br />
, maSin ξ = a + σ ⋅ η . SemTxveviTi η sididis zeda da qveda<br />
61
kvantilebi ewodebaT Sesabamisad sidideebs<br />
62<br />
−1<br />
Φ (0.75) da<br />
−1<br />
Φ (0.25) , sadac Φ -<br />
normirebuli normalurad ganawilebuli SemTxveviTi sidids ganawilebis<br />
funqciaa. SemTxveviTi ξ sididis zeda da qveda kvartilebi Sesabamisad<br />
iqnebian<br />
−1<br />
−1<br />
( a + σ ⋅Φ (0.75)) da ( a −σ ⋅Φ (0.25)) . (4.1)<br />
viciT, rom normalurad ganawilebuli SemTxveviTi sididisaTvis mediana da<br />
maTematikuri molodini erTmaneTs emTxveva. Mediana aris 0.5 donis<br />
kvantili, anu<br />
−1<br />
Φ (0.5) . amitom<br />
= Φ (0.5) = ( , ,..., ) = (0.5) ,<br />
−1<br />
a med x 1 x2 xn ϑn<br />
sadac ϑ n aris 0.5 donis mqone amonarCevis kvantili, anu mediana. avRniSnoT<br />
ϑ n(0.75)<br />
da ϑ n(0.25)<br />
arian SemTxveviTi ξ sididis Ssabamisad zeda da qveda<br />
kvartilebis <strong>statistikuri</strong> analogebi. maSin (4.1) – is safuZvelze vwerT<br />
−1<br />
a + σ ⋅Φ (0.75) = ϑ (0.75) ,<br />
−1<br />
a −σ ⋅Φ (0.25) = ϑn<br />
(0.25) .<br />
aqedan advilad vRebulobT saSualo kvadratuli gadaxris Sefasebis gamosaTvlel<br />
formulas<br />
ϑn (0.75) −ϑn (0.25) ϑn (0.75) −ϑn<br />
(0.25)<br />
ˆ σ = =<br />
,<br />
−1 −1 −1<br />
Φ (0.75) − Φ (0.25) 2 ⋅Φ (0.75)<br />
−1 −1<br />
radgan samarTliania toloba Φ (0.75) = −Φ (0.25) . amrigad, maTematikuri<br />
molodinis da saSualo kvadratuli gadaxris Sefasebebis gamosaTvlelad<br />
miviReT momentebis meTodisagan gansxvavebuli formulebi.<br />
4.5. Sefasebebis Tvisebebi. intervaluri Sefasebebi<br />
zemoT ukve avRniSneT, rom principSi SesaZlebelia <strong>statistikuri</strong> parametrebis<br />
Sefasebebis usasrulo raodenobis povna. imisaTvis, rom gamovyoT<br />
am usasrulo raodenobidan yvelaze ufro optimaluri Sefasebebi, saWiroa<br />
CamovayaliboT optimalurobis kriteriumebi, anu kriteriumebi, romlebic<br />
saSualebas iZlebian upiratesoba mivceT ama Tu im Sefasebebs. yvelaze<br />
gavrcelebuli kriteriumebia Semdegi.<br />
1. Sefasebis safuZvlianoba, romlis qveSac igulisxmeba Sefasebis<br />
по вероят.<br />
Semdegi Tviseba θn ⎯⎯⎯⎯→ θ , rodesac n → ∞ .<br />
2. 2. Sefasebis waunacvlebloba, romlis qveSac igulisxmeba Sefasebis<br />
Semdegi Tviseba Mθn = θ .<br />
3. 3. Sefasebis efeqturoba, romlis qveSac igulisxmeba Sefasebis Semdegi<br />
2<br />
Tviseba M ( θn −θ ) ⇒ min , anu Sefasebis dispersiis minimaluroba.<br />
zegjer efeqturobis maCveneblad gamoiyeneba ara dispersia, aramed gansazRvruli<br />
W ( θn , θ ) funqcia, romelic axasiaTebs risks, dakavSirebuls θn -<br />
SefasebasTan. am funqcias danakargebis funqcias uwodeben. Sefasebas<br />
uwodeben efeqturs, Tu misi Sesabamisi danakargebis maTematikuri molodini<br />
MW ( θn , θ ) minimaluria.<br />
n
aqamde vixilavdiT wertilovan Sefasebebs, romlebic dakvirvebis<br />
Sedegebis ( x1, x2,..., x n)<br />
safuZvelze iZlevian Sesafasebeli parametris erT<br />
miaxloebiT mniSvnelobas. amasTan ucnobia Sefasebebis gamoTvlisas<br />
daSvebuli Secdomebi, anu ar aris cnobili θ n ramdenad Sors aris θ – gan.<br />
xSirad, amocanebis gadawyvetisas, moiTxoveba iseTi ares povna (dakvirvebis<br />
Sedegebis safuZvelze), romelic moicavs parametri θ - s ucnob namdvil<br />
mniSvnelobas mocemuli albaTobiT, anu saWiroa iseTi, mocemul<br />
albaTobaze damokidebuli An ( α ) ares povna, rom adgili hqondes<br />
P( θ ∈ A ( α)) = 1−<br />
α ,<br />
α<br />
n<br />
anu albaToba imisa, rom θ - s ucnobi mniSvneloba imyofeba am areSi 1− α<br />
- s tolia. indeqsi n miuTiTebs im faqtze, rom An ( α ) are napovnia n<br />
moculobis amonarCevis safuZvelze. 1− α albaTobas eZaxian ndobis<br />
albaTobas, xolo An ( α ) ares – ndobis ares. rac ufro didia 1− α ndobis<br />
albaToba, miT didia ndobis intervali.<br />
4.6. maqsimaluri (udidesi) SesaZleblobebis meTodi<br />
SeviswavloT <strong>statistikuri</strong> <strong>modelebi</strong>s parametrebis monaxvis kidev erTi<br />
meTodi (garda momentebis da kvantilebis). es meTodi yvelaze ufro gavrcelebulia<br />
imitom, rom saSualebas iZleva yvelaze ufro srulad<br />
gaviTvaliswinoT dakvirvebis SedegebSi mocemuli informacia.<br />
vTqvaT x1, x2,..., x n aris dakvirvebis Sedegebi ξ SemTxveviT sidideze,<br />
romelsac aqvs p( x, θ ) albaTobebis ganawilebis simkvrive, anu X1, X 2,...,<br />
X n -<br />
urTierT damoukidebeli SemTxveviTi sidideebia, romelTagan nebismiers<br />
aqvs p( x, θ ) albaTobebis ganawilebis simkvrive. dakvirvebis Sedegebis<br />
damoukideblobis gamo maTi albaTobebis ganawilebis erToblivi simkvrive<br />
p( x , θ ) ⋅ p( x , θ ) ⋅⋅⋅ p( x , θ ) . parametr θ -s udidesi SesaZleblobebis<br />
tolia 1 2<br />
n<br />
Sefaseba hqvia mis м. п. ( ) n θ mniSvnelobas, romlisaTvisac adgili aqvs<br />
p( x , θ ) ⋅ p( x , θ ) ⋅⋅⋅ p( x , θ ) → max .<br />
1 2<br />
ganvixiloT udidesi SesaZleblobebis Sefasebebis miRebis magaliTi<br />
albaTobebis normaluri ganawilebis kanonisaTvis. vTqvaT x1, x2,..., x n aris ξ<br />
2<br />
SemTxveviT sidideze dakvirvebis Sedegebi, sadac ξ ~ N( a,<br />
σ ) , anu adgili<br />
aqvs<br />
2 / 2 1 n<br />
−n<br />
2<br />
p( x1, θ ) ⋅ p( x2, θ ) ⋅⋅⋅ p( xn, θ ) = (2 πσ ) ⋅exp{ − ( x ) }<br />
2 ∑ i − a . (4.2)<br />
2σ<br />
i=<br />
1<br />
2<br />
udidesi SesaZleblobebis Sefasebebis misaRebad a da σ<br />
parametrebisaTvis unda vipovoT maTi iseTi mniSvnelobebi, romelTaTvisac<br />
(4.2) gamosaxuleba Rebulobs maqsimalur mniSvnelobas.<br />
2<br />
dauSvaT σ - is mniSvneloba mocemulia. gamosaxuleba (4.2) Rebulobs<br />
udides mniSvnelobas a parametriT, rodesac eqsponentis maCvenebeli nolis<br />
tolia, anu<br />
63<br />
n<br />
{ θ }
1 n<br />
2<br />
( ) 0<br />
2 ∑ xi − a = . (4.3)<br />
2σ<br />
i=<br />
1<br />
a = x .<br />
(4.3) – is amoxsniT vRebulobT м. п.<br />
2<br />
σ - is udidesi SesaZleblobebis Sefasebis misaRebad visargebloT fun-<br />
qciis maqsimumis povnis analitikuri meTodiT, anu gavadiferencialoT (4.2)<br />
2<br />
2<br />
σ - iT da amovxsnaT miRebuli gantoleba σ - Tan mimarTebaSi. Sedeged<br />
vRebulobT<br />
2 1 n<br />
2<br />
σ м. п. = ∑ ( xi − x)<br />
.<br />
n i=<br />
1<br />
amrigad miviReT, rom albaTobebis ganawilebis normaluri kanonisaTvis<br />
parametrebis udidesi SesaZleblobebis Sefasebebi da momentebis meTodiT<br />
miRebuli Sefasebebi erTmaneTs emTxveva. saubedurod, analogiur faqts<br />
adgili aqvs albaTobebis ganawilebis ara yvela kanonisaTvis.<br />
64
Tavi 5. erTi da ori normaluri amonarCevis analizi<br />
winamdebare TavSi ganvixilavT wina or TavSi Seswavlil sakiTxebs, anu<br />
SefasebaTa Teoriisa da hipoTezebis Semowmebis ZiriTad sakiTxebs<br />
normaluri ganawilebisaTvis am ukanasknelis gansakuTrebuli adgilis<br />
gamo albaTobis Teoriasa da maTematikur statistikaSi.<br />
5.1. normaluri amonarCevis gamokvleva<br />
zemoT ukve aRvniSneT, rom parametrebis Sefasebis da hipoTezebis<br />
Semowmebis meTodebi iyofa or did jgufad: parametrul da araparametrul<br />
meTodebad. parametruli meTodebia is meTodebi, romlebic dafuZnebulia<br />
dakvirvebis Sedegebis ganawilebis kanonebze. araparametruli meTodebi<br />
ganawilebis kanonebs ar iyeneben.<br />
parametruli meTodebis didi umravlesoba damuSavebulia normaluri<br />
ganawilebis kanonisaTvis. Tu parametruli meTodi damuSavebulia erTi<br />
romelime ganawilebis kanonisaTvis da mas viyenebT iseTi dakvirvebis SedegebisaTvis,<br />
romlebic ar emorCilebian am ganawilebis kanons, maSin<br />
miRebuli gadawyvetilebis sandooba, zogadad, naklebi iqneba saWiro sandoobaze.<br />
amitom, parametruli meTodebis gamoyenebis win, saWiroa Semowmdes<br />
hipoteza, rom dakvirvebis Sedegebi emorCilebian mocemul ganawilebis<br />
kanons. kerZod, normaluri ganawilebisaTvis damuSavebuli kriteriumebis<br />
gamoyenebisas, saWiroa davrwmundeT, rom dakvirvebis Sedegebi emorCilebian<br />
normalur ganawilebas. aseTi hipoTezis Semowmeba sakmaod rTuli<br />
amocanaa im TvalsazrisiT, rom sando gadawyvetilebis misaRebad saWiroa<br />
didi raodenoba dakvirvebis Sedegebi (asobiT, aTasobiT). Tumca ki dakvirvebebis<br />
mcire ricxvis dros, rodesac ar aris SesaZlebloba gavzardoT<br />
dakvirvebebis raodenoba, ganawilebis normalurobaze Semowmebas mainc<br />
axdenen, magram am dros miRebuli gadawyvetilebebis sandooba sakmaod dabalia<br />
da dakvirvebis Sedegebis ganawilebis kanonis normalurobis hipoTeza<br />
uariyofa im SemTxvevaSi, rodesac dakvirvebis Sedegebis ganawilebis<br />
kanoni mkveTrad gansxvavdeba normaluri ganawilebisagan. dakvirvebis Sedegebis<br />
ganawilebis kanonebis tipis Sesaxeb gadawyvetilebis miReba xdeba<br />
kriteriumebiT, romlebsac Tanxmobis kriteriumebi hqvia.<br />
2<br />
cnobilia Tanxmobis kriteriumebi: xi – kvadrati ( χ ), kolmogorov –<br />
2<br />
smirnovis, omega – kvadrati ( ω ) da sxva. es kriteriumebi universaluri<br />
kriteriumebia da gamoiyenebian nebismieri tipis ganawilebis kanonisaTvis.<br />
isini iZlevian saSualebas miviRoT swori gadawyvetileba mocemuli alba-<br />
TobiT dakvirvebaTa didi ricxvisaTvis. ganawilebis kanonis normalurobaze<br />
SemowmebisaTvis, rodesac dakvirvebaTa ricxvi mcirea, gamoiyenebian specialuri,<br />
normaluri ganawilebisaTvis damuSavebuli, kriteriumebi. normalurobaze<br />
Semowmebisas agreTve gamoiyenebian asimetriisa da eqsesis koeficientebze<br />
dafuZnebuli kriteriumebi.<br />
saerTod, normaluri amonarCevis ganxilvisas, SeiZleba ganxiluli iqnas<br />
ori tipis amocanebi:<br />
65
1) dakvirvebis SedegebiT moinaxos normaluri ganawilebis parametrebis,<br />
2<br />
anu a da σ - is Sefasebebi;<br />
2) Semowmdes am parametrebis garkveul mniSvnelobebTan tolobis hipo-<br />
2 2<br />
2<br />
Teza. magaliTad, H 0 : a = a0;<br />
H 0 : σ = σ 0 , sadac a 0 da σ 0 mocemuli mniSvnelobebia.<br />
an ori amonarCevis parametrebis erTmaneTTan toloba. Magali-<br />
Tad, 0 : 1 a2<br />
a H = , sadac a 1 da a 2 , Sesabamisad, pirveli da meore amonarCevis<br />
maTematikuri molodinebia. winamdebare TavSi SeviswavliT aseTi amocanebis<br />
gadawyvetis meTodebs.<br />
mokled moviyvanoT normaluri ganawilebis zogierTi Tviseba, romelic<br />
dagvWirdeba winamdebare TavSi.<br />
1) normaluri ganawilebis funqcia F (x)<br />
maTematikuri molodiniT a da<br />
2<br />
dispersiiT σ dakavSirebulia normalizebul normaluri ganawilebis<br />
Φ(x) funqciasTan Semdegnairad<br />
x − a<br />
F(<br />
x)<br />
= Φ(<br />
) .<br />
σ<br />
2) Tu ξ aris normalurad ganawilebuli SemTxveviTi sidide maTematiku-<br />
2<br />
ri molodiniT a da dispersiiT σ , xolo η aris normalizebuli normalurad<br />
ganawilebuli SemTxveviTi sidide, maSin ξ = a + σ ⋅η<br />
.<br />
ξ arian normalurad ganawilebuli SemTxveviTi sidideebi,<br />
3) Tu ξ 1 da 2<br />
2 2<br />
maTematikuri molodinebiT da dispersiebiT Sesabamisad a 1,a 2 da 1 2 ,σ σ , ma-<br />
Sin SemTxveviTi sidide ξ = ξ1<br />
+ ξ 2 ganawilebulia normaluri kanoniT mate-<br />
2 2<br />
matikuri molodiniT a 1 + a2<br />
da dispersiiT σ 1 + σ 2 .<br />
5.2. normalurobis Semowmebis grafikuli meTodi<br />
SeviswavloT dakvirvebis Sedegebis ganawilebis kanonis normalurobaze<br />
Semowmebis umartivesi grafikuli meTodi, romelic dafuZnebulia adamianis<br />
Tvalis SesaZleblobaze gamoarCios wrfivi damokidebuleba sxva saxis damokidebulebisagan.<br />
vTqvaT mocemulia dakvirvebis Sedegebi n x x x ,..., , 1 2 . davalagoT<br />
dakvirvebis es Sedegebi variaciuli mwkrivis saxiT x ( 1)<br />
, x(<br />
2)<br />
,..., x(<br />
n)<br />
. Tu<br />
amonarCevi aris normalurad ganawilebul SemTxveviT sidideebze dakvirvebis<br />
Sedegebi, maSin maT normirebul mnisvnelobebs aqvT standartuli<br />
normaluri ganawileba. movaxdinoT amonarCevis gardaqmna Semdegnairad<br />
x − a<br />
y = Φ(<br />
) , sadac a da σ arian Sesabamisad maTematikuri molodini da<br />
σ<br />
−1<br />
dispersia Sesabamisad. SemovitanoT sidide z = Φ ( y)<br />
. Cans, rom z da x So-<br />
x − a<br />
ris arsebobs wrfivi kavSiri, radgan z = . visargebloT am damokidebu-<br />
σ<br />
lebiT da yoveli dakvirvebis SedegisaTvis x ( 1)<br />
, x(<br />
2)<br />
,..., x(<br />
n)<br />
gamovTvaloT Sesabamisi<br />
z .<br />
66
ganawilebis <strong>statistikuri</strong> funqcia Fn (x)<br />
, rogorc viciT, aris safexurovani<br />
funqcia, romelic variaciul mwkrivis yovel wertilSi izrdeba 1 / n si-<br />
didiT, amasTan roca x < x Fn<br />
( x)<br />
= 0,<br />
xolo roca > x F ( x)<br />
= 1.<br />
Gamoviye-<br />
( 1)<br />
67<br />
x ( n ) n<br />
noT variaciuli mwkrivis yvela wertilis Sesabamisi Fn (x)<br />
funqciis naxto-<br />
mis SuawertilisaTvis funqcia<br />
−1<br />
Φ . Sedeged ( , z)<br />
x koordinatTa sibrtyeSi<br />
⎛ ⎛ − ⎞⎞<br />
miviRebT wertilebs ⎜ Φ ⎜ ⎟⎟<br />
⎝ ⎝ ⎠⎠<br />
−1<br />
2i<br />
1<br />
x( i)<br />
,<br />
, romlebic ganlagdebian wrfeze, Tu<br />
2n<br />
dakvirvebis Sedegebi ganawilebuli arian normaluri kanonis Tanaxmad,<br />
winaaRmdeg SemTxvevaSi isini ar yofilan normalurad ganawilebulni.<br />
5.3. normaluri ganawilebis parametrebis Sefaseba da maTi Tvisebebi<br />
normalur ganawilebas, rogorc viciT, aqvs ori parametri: maTematikuri<br />
molodini da dispersia. zemoT viswavleT am parametrebis Sefasebebis<br />
gamoTvlis meTodebi da kerZod, vnaxeT, rom rogorc momentebis meTodiT,<br />
aseve udidesi SesaZleblobis meTodiT, am parametrebis Sefasebebi gamoiTvlebian<br />
Semdegnairad<br />
n<br />
n<br />
1<br />
2 1<br />
2<br />
x = ∑ xi<br />
, S = ∑ ( xi<br />
− x)<br />
.<br />
n i=<br />
1 n i=<br />
1<br />
SesaZlebelia am parametrebis Sefasebebi movnaxoT sxva formulebiTac,<br />
kerZod, maTematikuri molodinis Sefaseba movnaxoT formuliT<br />
∑ − n 1 1<br />
x = x(<br />
i)<br />
, dispersiis Sefasebisas movnaxoT formuliT<br />
n − 2<br />
i=<br />
2<br />
2<br />
n<br />
2 ⎡1<br />
⎤<br />
S = ⎢ ∑ xi<br />
− x ⎥ da a.S.<br />
⎣n<br />
i=<br />
1 ⎦<br />
wertilovani Sefasebis monaxvisas yovelTvis ismeba kiTxva: ramdenad<br />
zustad Seesabameba es Sefaseba saZiebel ucnob sidides?<br />
ganvixiloT maTematikuri molodinis SemTxveva. vTqvaT x aris ucnobi<br />
a maTematikuri molodinis Sefaseba. yoveli sasrulo amonarCevisaTvis<br />
sainteresoa x – is a - gan gadaxris Sefaseba. viciT, rom roca n → ∞ x<br />
albaTurad miiswrafis a - ken, anu albaToba utolobisa x − a < ε , sadac ε<br />
aris ragind mcire dadebiTi ricxvi, miiswrafis erTisken, rodesac n → ∞ .<br />
sainteresoa mocemuli n moculobis amonarCevs rogori ε Seesabameba<br />
mocemuli albaTobiT. viciT, rom Tu n x x x ,..., , 1 2 ganawilebulia normaluri<br />
2<br />
ganawilebis kanoniT maTematikuri molodiniT a da dispersiiT σ , maSin<br />
SemTxveviTi sidide x , rogorc dakvirvebis Sedegebis wrfivi kombinacia,<br />
ganawilebulia normaluri kanoniT maTematikuri molodiniT a da<br />
2<br />
2<br />
σ<br />
dispersiiT σ , anu x ~ N(<br />
⋅ ; a,<br />
) . amitom, SemTxveviTi sidide<br />
n<br />
η = n( x − a)<br />
/ σ ~ N(<br />
⋅;<br />
0,<br />
1)<br />
. aqedan gamomdinareobs P ( η < z)<br />
= 1− 2α<br />
, sadac z<br />
α<br />
1−
aris standartuli normaluri ganawilebis 1 −α<br />
donis kvantili. am formulis<br />
samarTlianoba cxadad Cans nax. 5.1 – ze moyvanili grafikidan.<br />
nax. 5.1.<br />
CavsvaT bolo formulaSi η mniSvneloba. miviRebT, rom<br />
⎛ σ ⎞<br />
( ( − ) / σ < 1−<br />
) = 1− 2α<br />
, anu P ⎜ ( x − a) < z1−α<br />
⎟ = 1− 2<br />
P n x a z α<br />
⎝ n ⎠<br />
68<br />
α . es imas niSnavs,<br />
rom x - is a - Tan miaxloebis sizute σ ⋅ z 1−α / n sidideze uaresi ar aris<br />
1− 2α<br />
- s toli albaTobiT. amovweroT es intervali maTematikuri molodinis<br />
ucnobi a mniSvnelobisaTvis. miviRebT<br />
σ<br />
σ<br />
x − z1−<br />
α < a < x + z1−α<br />
. (5.1)<br />
n<br />
n<br />
amrigad, miviReT intervali, romelic Seicavs normaluri ganawilebis<br />
maTematikur molodins mocemuli albaTobiT. am intervals maTematikuri<br />
molodinis ndobis intervali hqvia, Sesabamisad ndobis albaTobiT 1− 2α<br />
.<br />
gamovikvlioT rogor moqmedebs ndobis intervalis sidideze dakvirvebis<br />
Sedegebis moculoba n , SemTxveviTi sididis saSualo kvadratuli gadaxra<br />
σ da albaToba α .<br />
(5.1) - dan Cans, rom n - is gazrdiT, anu dakvirvebebis ricxvis gazrdiT,<br />
mcirdeba intervalis sidide saSualo kvadratuli gadaxris da α – s mocemuli<br />
mniSvnelobisaTvis. magram intervalis Semcireba xdeba ara n - is<br />
pirdapirproporciulad, aramed n -is proporciulad. magaliTad,<br />
TuUgvinda wminda <strong>statistikuri</strong> meTodebiT 10-jer gavzardoT Sefasebis sizuste,<br />
dakvirvebebis moculoba unda gavzardoT 100-jer.<br />
SemTxveviTi sididis saSualo kvadratuli gadaxris gazrdiT ndobis intervalis<br />
sidide izrdeba, anu uaresdeba Sefasebis sizuste. α – s SemcirebiT,<br />
anu ndobis albaTobis gazrdiT (erTTan miaxloebiT) ndobis intervalis<br />
sidide izrdeba, radgan α – s SemcirebiT z 1−α<br />
izrdeba.<br />
amrigad, ganvixileT SemTxveva, rodesac normalurad ganawilebuli Sem-<br />
TxveviTi sididis saSualo kvadratuli gadaxra iyo cnobili. ganvixiloT<br />
SemTxveva, rodesac saSualo kvadratuli gadaxra aris ucnobi da vsargeb-
lobT misi S SefasebiT. am SemTxvevaSi ganvixiloT Semdegi SemTxveviTi<br />
sidide<br />
( x − a)<br />
t = n .<br />
S<br />
Tu gavixsenebT zemoT ganxilul stiudentis ganawilebis kanons, advilad<br />
mivxvdebiT, rom t SemTxveviTi sidide ganawilebulia stiudentis ganawilebis<br />
kanoniT n − 1 - is toli Tavisuflebis xarisxiT. amitom adgili aqvs Sem-<br />
deg pirobas P ( t −α<br />
)<br />
η < 1 = 1− 2α<br />
, sadac t 1−α<br />
aris stiudentis ganawilebis kanonis<br />
1 −α<br />
procentuli wertili, anu 1 −α<br />
donis kvantili. TuUukanaknel<br />
⎛<br />
formulaSi CavsvavT t - s mniSvnelobas miviRebT P ⎜<br />
⎝<br />
( x − a)<br />
⎞<br />
n < t1−α<br />
⎟ = 1− 2α<br />
.<br />
S ⎟<br />
⎠<br />
saidanac maTematikuri molodinis ndobis intervalisaTvis vRebulobT<br />
x −<br />
S<br />
t1−<br />
α < a < x +<br />
n<br />
S<br />
t1−α<br />
. (5.2)<br />
n<br />
am SemTxvevaSic ndobis intervalis damokidebuleba n - is, σ - s da α -<br />
gan analogiuria wina SemTxvevis.<br />
movnaxoT ndobis intervali normaluri ganawilebis dispersiisaTvis.<br />
viciT, rom dispersiis waunacvlebeli Sefaseba gamoiTvleba formuliT<br />
n<br />
2 1<br />
S = ∑ ( xi<br />
n −1<br />
i=<br />
1<br />
2<br />
− x)<br />
.<br />
TuU gamoviyenebT im faqts, rom xi = a + σ ⋅η<br />
i , sadac η i ~ N(<br />
⋅;<br />
0,<br />
1)<br />
, maSin dispersiis<br />
Sefasebis formula Caiwereba Semdegnairad<br />
2 n<br />
2 σ<br />
2<br />
S = ∑ ( ηi<br />
−η<br />
) .<br />
n −1<br />
i=<br />
1<br />
aqedan vRebulobT, rom<br />
2<br />
( n −1)<br />
S<br />
= 2<br />
σ<br />
n<br />
2<br />
( ηi<br />
−η<br />
) . (5.3)<br />
Tu gavixsenebT zemoT Seswavlil<br />
∑<br />
i=<br />
1<br />
2<br />
rwmundebiT, rom SemTxveviTi sidide ∑<br />
i=<br />
69<br />
χ ganawilebis kanons, advilad dav-<br />
n<br />
1<br />
2<br />
( η −η<br />
) ganawilebulia<br />
i<br />
2<br />
χ ganawi-<br />
2 2<br />
lebis kanoniT n −1<br />
Tavisuflebis xarisxiT, anu ∑( η i −η ) ~ χ n−1<br />
( x)<br />
. aRvniS-<br />
2<br />
χ −1,<br />
α<br />
χ −<br />
noT n da<br />
2<br />
n −1,<br />
1 α n −1<br />
Tavisuflebis xarisxiani<br />
1 −α<br />
procentuli wertilebi. cxadia, rom adgili aqvs Semdeg pirobas<br />
2<br />
P( χ<br />
2<br />
< χ<br />
2<br />
( x)<br />
< χ ) = 1− 2α<br />
.<br />
n−1, α n−1 n−1,1−α<br />
n<br />
i=<br />
1<br />
2<br />
χ ganawilebis α da<br />
2<br />
ukanasknel formulaSi SevitanoT 1( ) x χ n− - is mniSvneloba (5.3) – dan,<br />
miviRebT<br />
2<br />
2 ( n −1)<br />
S 2<br />
P( χn−1, α < < χ 2<br />
n−1,1−α<br />
) = 1− 2α<br />
,<br />
σ<br />
saidanac advilad vRebulobT dispersiis ndobis intervals<br />
2<br />
2<br />
( n −1)<br />
S 2 ( n −1)<br />
S<br />
< σ < .<br />
2<br />
2<br />
χ<br />
χ n−1,<br />
1−α<br />
n−1,<br />
α
amrigad, miRebuli gamosaxuleba aris normalurad ganawilebuli Sem-<br />
TxveviTi sididis dispersiis ndobis intervali 1− 2α<br />
- s toli ndobis<br />
albaTobiT.<br />
5.4. normaluri ganawilebis parametrebTan dakavSirebuli<br />
hipoTezebis Semowmeba<br />
5.4.1. erTi amonarCevi<br />
vTqvaT n x x x ,..., , 1 2 aris normalurad ganwilebul SemTxveviT sidideze<br />
2<br />
dakvirvebis Sedegebi maTematikuri molodiniT a da dispersiiT σ . Ganvi-<br />
2<br />
2<br />
xiloT ori SemTxveva: 1) dispersia σ cnobilia; 2) dispersia σ ucnobia.<br />
dispersia dispersia cnobilia cnobilia. cnobilia vTqvaT, gvinda SevamowmoT hipoteza 0 : a0<br />
a H = , sadac<br />
a aris maTematikuri molodinis raRac garkveuli mniSvneloba. Ganvixi-<br />
0<br />
loT ormxrivi alternatiuli hipoteza 1 : a0<br />
a H ≠ . SemovitanoT SemTxveviTi<br />
sidide η<br />
( 0 )<br />
σ<br />
a x<br />
=<br />
−<br />
n . Tu ZiriTadi hipoteza samarTliania, anu dakvirvebis<br />
Sedegebis maTematikuri molodini a 0 – is tolia, maSin SemTxveviTi sidide<br />
η emorCileba standartul normalur ganawilebas, anu<br />
η =<br />
( x − a0<br />
)<br />
n ~ N(<br />
⋅;<br />
0,<br />
1)<br />
. SevirCioT kriteriumis mniSvnelobis done 0 < α < 1.<br />
σ<br />
H hipotezis samarTlianobisas adgili aqvs utolobas<br />
maSin 0<br />
0<br />
1 / 2<br />
) ( x − a<br />
n < z −α<br />
, (5.4)<br />
σ<br />
sadac z 1−α / 2 aris standartuli normaluri ganawilebis 1− α / 2 donis kvantili.<br />
amrigad, miviReT H 0 hipotezis miRebi are. Tu adgili aqvs (5.4) tolobas,<br />
miiReba ZiriTadi hipoteza, winaaRmdeg SemTxvevaSi miiReba ormxrivi alternatiuli<br />
hipoteza.<br />
2<br />
dispersia dispersia ucnobia ucnobia. ucnobia am SemTxvevaSi vsargeblobT dispersiis S Sefase-<br />
( x − a0<br />
)<br />
biT. η statistikis nacvlad ganvixiloT statistika t = n . im Sem-<br />
S<br />
TxvevaSi, rodesac samarTliania H 0 ZiriTadi hipoteza, t SemTxveviTi sidide<br />
ganawilebulia stiudentis kanonis Tanaxmad n −1<br />
- is toli Tavisuflebis<br />
xarisxiT. Tu kriteriumis mniSvnelobis dones aviRebT isev α - s tols,<br />
H hipotezis miRebis ares aqvs saxe<br />
maSin 0<br />
sadac 1−α / 2<br />
0<br />
1 / 2<br />
) ( x − a<br />
n < t −α<br />
, (5.5)<br />
S<br />
t aris n −1<br />
- is toli Tavisuflebis xarisxis mqone stiudentis<br />
ganawilebis 1− α / 2 donis kvantili. amrigad, Tu adgili aqvs (5.5) pirobas<br />
70
miiReba ZiriTadi hipoTeza, winaaRmdeg SemTxvevaSi _ ormxrivi alternatiuli<br />
hipoteza.<br />
5.4.2. ori amonarCevi<br />
ganvixiloT ori normaluri amonarCevis maTematikuri molodinebis Sedarebis<br />
amocana.<br />
vTqvaT n x x x ,..., , 1 2 da y 1 , y2<br />
,..., ym<br />
damoukidebeli amonarCevebia Sesabami-<br />
2<br />
2<br />
sad ( a 1, σ 1 ) da ( a 2 , σ 2 ) parametrebis mqone normaluri ganawilebis kanonebidan.<br />
SevamowmoT 0 : 1 a2<br />
a H = ZiriTadi hipoteza, rom ori SemTxveviTi<br />
sididis maTematikuri molodinebi erTmaneTis tolia, H1 : a1<br />
≠ a2<br />
ormxrivi<br />
2<br />
2<br />
alternatiuli hipotezis winaaRmdeg. σ 1 da σ 2 parametrebTan dakavSirebiT<br />
SesaZlebelia oTxi SemTxveva:<br />
2<br />
a) dispersiebi cnobilia da erTmaneTis tolia σ<br />
2 2<br />
= σ = σ ;<br />
2 2<br />
b) dispersiebi cnobilia da erTmaneTisgan gansxvavdebian σ 1 ≠ σ 2 ;<br />
g) dispersiebi ucnobia da erTmaneTis tolia;<br />
d) dispersiebi ucnobia da erTmaneTisgan gansxvavdebian.<br />
x − y<br />
pirvel pirveli pirvel i SemTxveva SemTxveva. SemTxveva SemovitanoT SemTxveviTi sidide<br />
1 1<br />
σ +<br />
n m<br />
Tezis samarTlianobis dros es SemTxveviTi sidide ganawilebulia standar-<br />
x − y<br />
tuli normaluri ganawilebis kanoniT, anu ~ N(<br />
⋅;<br />
0,<br />
1)<br />
. SevirCioT<br />
1 1<br />
σ +<br />
n m<br />
kriteriumis mniSvnelobis done α , xolo z 1−α / 2 - iT aRvniSnoT standartuli<br />
normaluri ganawilebis 1− α / 2 donis kvantili. maSin cxadia, rom Ziri-<br />
H hipotezis miRebis ares eqneba Semdegi saxe<br />
Tadi 0<br />
x − y<br />
< z1−α<br />
/ 2 ,<br />
1 1<br />
σ +<br />
n m<br />
winaaRmdeg SemTxvevaSi miiReba H 1 alternatiuli hipoteza.<br />
71<br />
1<br />
2<br />
. H 0 hipo-<br />
meor meore meor meore<br />
e SemTxveva SemTxveva. SemTxveva<br />
am SemTxvevaSi SemovitanoT Semdegi saxis SemTxveviTi<br />
x − y<br />
sidide<br />
, romelic, H 0 hipotezis samarTlianobis dros, gana-<br />
2<br />
2<br />
σ / n + σ / m<br />
1<br />
2<br />
wilebuli iqneba standartuli normaluri kanoniT. avRniSnoT: α - kriteriumis<br />
mniSvnelobis done; z 1−α / 2 - standartuli normaluri ganawilebis<br />
1 α / 2<br />
H hipotezis miRebis ares eqneba Semdegi saxe<br />
− donis kvantili. maSin 0<br />
x − y<br />
< z<br />
σ / n + σ / m<br />
2<br />
1<br />
2<br />
2<br />
1−α<br />
/ 2<br />
,
winaaRmdeg SemTxvevaSi miiReba H 1 alternatiuli hipoteza.<br />
x − y<br />
mesame mesamee mesame mesame e SemTxveva SemTxveva. SemTxveva SemovitanoT SemTxveviTi sidide<br />
, sadac<br />
1 1<br />
S +<br />
n m<br />
2<br />
2<br />
2 ( n −1)<br />
S1<br />
+ ( m −1)<br />
S 2<br />
S =<br />
aris gaerTianebuli amonarCeviT gamoTvlili amo-<br />
n + m − 2<br />
2<br />
2<br />
narCevebis toli dispersiebis Sefaseba, xolo S 1 da S 2 arian Sesabamisad<br />
pirveli da meore amonarCevebiT gamoTvlili erTi da igive dispersiis Sefasebebi.<br />
Tu gavixsenebT zemoT Seswavlil stiudentis ganawilebis kanons,<br />
advilad davrwmundebiT, rom gansaxilveli SemTxveviTi sidide ganawilebulia<br />
n + m − 2 Tavisuflebis xarisxis mqone stiudentis kanoniT.<br />
am SemTxvevaSi H 0 ZiriTadi hipotezis miRebis ares aqvs Semdegi saxe<br />
x − y<br />
< t1−α<br />
/ 2 ,<br />
1 1<br />
S +<br />
n m<br />
t aris n + m − 2 Tavisuflebis xarisxis mqone stiudentis ganawi-<br />
sadac 1−α / 2<br />
1− α / doniani kvantili. winaaRmdeg SemTxvevaSi miiReba 1<br />
lebis 2<br />
natiuli hipoteza.<br />
72<br />
H alter-<br />
meoTx meoTxe meoTx e SemTxveva SemTxveva. SemTxveva<br />
am SemTxvevaSi SemovitanoT Semdegi saxis SemTxveviTi<br />
sidide<br />
x − y<br />
,<br />
2 2<br />
S / n + S / m<br />
sadac<br />
S da<br />
2<br />
1<br />
1<br />
2<br />
2<br />
S 2 arian Sesabamisad pirveli da meore amonarCevis dispersi-<br />
ebis Sefasebebi. am SemTxveviTi sididis zusti ganawilebis kanoni ucnobia,<br />
magram miaxloebiT is ganawilebulia stiudentis ganawilebis kanoniT, Tavi-<br />
suflebis xarisxiT<br />
2 2 2<br />
( S1<br />
/ n + S2<br />
/ m)<br />
2 2 2<br />
( S / n)<br />
( S / m)<br />
d =<br />
.<br />
1<br />
n −1<br />
+<br />
2<br />
m −1<br />
am SemTxvevaSi ZiriTadi H 0 hipotezis miRebis ares aqvs Semdegi saxe<br />
S<br />
2<br />
1<br />
x − y<br />
/ n + S<br />
2<br />
2<br />
/ m<br />
< t<br />
2<br />
1−α<br />
/ 2<br />
sadac 1−α / 2<br />
1− α / 2 procentuli wertili. winaaRmdeg SemTxvevaSi miiReba 1<br />
t aris d Tavisuflebis xarisxis mqone stiudentis ganawilebis<br />
tiuli hipoteza.<br />
,<br />
H alterna-<br />
ganvixiloT ori amonarCevis dispersiebis tolobis tolobis hipo hipoTez hipo<br />
ez ezis ez is Semow Semowme Semow<br />
me me- me<br />
2 2<br />
bis bis amocana amocana. amocana<br />
ganvixiloT ZiriTadi hipoteza H : σ = σ ormxrivi alterna-<br />
2 2<br />
tiuli hipoTezis winaaRmdeg H : σ ≠ σ .<br />
1<br />
1<br />
2<br />
0<br />
1<br />
2
2 2<br />
ganvixiloT SemTxveviTi sidide<br />
1 / S2<br />
S F = , romelsac uwodeben fiSeris<br />
statistikas. ZiriTadi hipoTezis samarTlianobisas F SemTxveviTi sidide<br />
ganawilebulia fiSeris ganawilebis kanoniT Tavisuflebis xarisxebiT<br />
( n −1, m −1)<br />
, sadac n da m Sesabamisad pirveli da meore amonarCevebis<br />
moculobebia.<br />
avirCioT kriteriumis mniSvnelobis done α . ZiriTadi pipoTezis mirebis<br />
ares, ormxrivi alternatiuli hipoTezis winaaRmdeg Semowmebisas, aqvs<br />
saxe<br />
Fα / 2;<br />
n−<br />
1,<br />
m−1<br />
< F < F1−α<br />
/ 2;<br />
n−1,<br />
m−1<br />
,<br />
F α ( n −1, m −1)<br />
Tavisuflebis xarisxis mqone fiSe-<br />
sadac Fα / 2;<br />
n−1,<br />
m−1<br />
da 1− / 2;<br />
n−1,<br />
m−1<br />
ris ganawilebis α / 2 da 1− α / 2 donis kvantilebia Sesabamisad. winaaRmdeg<br />
SemTxvevaSi miiReba H 1 alternatiuli hipoTeza.<br />
5.4.3. Sewyvilebuli monacemebi<br />
viciT, rom Sewyvilebul monacemebs aqvs Semdegi saxe ( , y ), i = 1,...,<br />
n ,<br />
73<br />
xi i<br />
sadac n aris dakvirvebebis raodenoba. i x da y i arian dakvirvebebi erTi<br />
da imave obieqtze sxvadasxva pirobebSi. SemovitanoT SemTxveviTi sidideebi<br />
= y − x , i = 1,...,<br />
n , da maT davadoT Semdegi moTxovnebi:<br />
zi i i<br />
zi 1) , i = 1,...,<br />
n erTmaneTisgan damoukidebeli SemTxveviTi sidideebia;<br />
2) z i - s warmodgena SeiZleba Semdegnairad zi = θ + ε i , sadac ε 1 , ε 2 ,..., ε n -<br />
damoukidebeli SemTxveviTi sidideebia, θ - ucnobi mjudmivi sididea;<br />
2<br />
3) SemTxveviTi sidide ε ~ N(<br />
⋅;<br />
0,<br />
σ ), i = 1,...,<br />
, sadac, rogorc wesi, dis-<br />
persia<br />
2<br />
σ ar aris cnobili.<br />
i n<br />
amrigad, Semotanili aRniSvniT sawyisi Sewyvilebul monacemebiani amocana<br />
miviyvaneT erTi normaluri amonarCevis amocanaze, romelic zemoT<br />
ganvixileT, sadac formirebuli hipotezebi SeiZleba CamovayaliboT θ parametris<br />
mimarT da maT Sesamowmeblad gamoviyenoT miRebuli kritikuli<br />
areebi. magaliTad, am SemTxvevaSi Sewyvilebuli monacemebis maTematikuri<br />
molodinebis tolobis hipoTezas eqneba Semdegi saxe H : θ = 0 , xolo or-<br />
mxrivi alternatiuli hipoTezas - H : θ ≠ 0 .<br />
1<br />
0
Tavi 6. dispersiuli analizi<br />
6.1. amocanis dasma<br />
aqamde vswavlobdiT SemTxveviTi faqtorebis gavlenas dakvirvebis Sedegebze.<br />
meore, ara nekleb mniSvnelovani SemTxvevaa dakvirvebis Sedegebze<br />
ara SemTxveviTi faqtorebis gavlena, anu SemTxveva, rodesac dakvirvebis<br />
Sedegebze moqmedeben ara marto romeliRac SemTxveviTi faqtorebi, aramed<br />
faqtorebi, romlebic icvlebian ara SemTxveviTad. magaliTad, nebismieri<br />
warmoebis mizania gamouSvas erTgvarovani produqcia. produqciis ara<br />
erTgvarovnebaze gavlenas axdenen warmoebis sxvadasxva etapebi da maTi<br />
gavlena, rogorc wesi, sxvadasxva nairia. araerTgvarovnebis faqtis<br />
aRmoCenisas saWiroa misi warmoSobis mizezis dadgena, anu im etapebis<br />
dadgena, romlebic ganapirobeben produqciis araerTgvarovnebas da maT<br />
Soris gamoiyos iseTi etapebi, romlebic ZiriTadad ganapirobeben am<br />
araerTgvarovnebas. es imisaTvis aris saWiro, rom kapitaldabandeba,<br />
pirvel rigSi, ganxorcieldes im etapebis gasaumjobeseblad, romlebsac<br />
SeaqvT yvelaze meti araerTgvarovneba. amave dros SeiZleba aRmoCndes,<br />
rom warmoebis romeliRac etapebi saerTod ar auareseben produqciis<br />
erTgvarovnebas da maTi modelizacia ar aris saWiro. aseTi amocanebis<br />
gadawyvetis saSualebas iZlevian maTematikuri statistikis specialuri<br />
meTodebi, romlebic gaerTianebuli arian saerTo saxelwodebiT “faqtoruli<br />
analizi”. winamdebare TavSi ganvixilavT mxolod im SemTxvevebs, rodesac<br />
SemTxveviTi cvalebadoba emorCileba normaluri ganawilebis kanons.<br />
normaluri ganawilebis kanons aqvs ori parametri: maTematikuri molodini<br />
da dispersia. amitom aseT SemTxveviT sidideze ara SemTxveviTi faqtoris<br />
gavlena SeiZleba aisaxos rogorc maTematikuri molodinis, aseve<br />
dispersiis cvalebadobaze. Tu dakvirvebebi xorcieldeba erTi da igive me-<br />
TodikiT, erTi da igive xelsawyoebiT, maSin dispersia SeiZleba CavTvaloT<br />
ucvlelad da ara SemTxveviTi faqtoris gavlena aisaxeba dakvirvebis<br />
Sedegebis maTematikuri molodinis cvalebadobaze.<br />
SemdgomSi ganvixilavT mxolod aseT SemTxvevebs, rodesac ara SemTxveviTi<br />
faqtorebis gavleniT SeiZleba Seicvalos dakvirvebis Sdegebis matematikuri<br />
molodini. imisaTvis, rom dadgindes araSemTxveviTi A faqtoris<br />
gavlena x1, x2,..., x n dakvirvebis Sedegebze, saWiroa SemovitanoT am gavlenis<br />
maxasiaTebeli. vTqvaT A faqtoris gavlena Seiswavleba am faqtoris<br />
A1, A2 ,..., A k doneebze. Sesabamisi dakvirvebis Sedegebi avRniSnoT a1, a2,..., a k .<br />
maSin A faqtoris gavlenis Sesaswavlad SeiZleba gamoviyenoT sidide<br />
2 1 k<br />
2<br />
1<br />
σ A = ∑ ( ai − a)<br />
, sadac<br />
k i=<br />
1<br />
1<br />
k<br />
2<br />
a = ∑ ai<br />
. σ A – s A faqtoris dispersias eZaxian.<br />
k i=<br />
2<br />
A Ffaqtori ar aris SemTxveviTi, amitom σ A ar aris dispersia klasikuri<br />
gagebiT. is gansaxilvelad Semotanili iqna ori mizezis gamo. jer erTi<br />
imitom, rom dispersia aris gabnevis umartivesi maxasiaTebeli. meorec,<br />
SemTxveviTi A faqtoris gavlena dakvirvebis Sedegebze am SemTxvevaSi xasiaTdeba<br />
SemTxveviTi faqtoris analogiurad. es saSualebas iZleva erTmaneTs<br />
SevadaroT SemTxveviTi da ara SemTxveviTi A faqtoris gavlena.<br />
74
dispersiuli analizi ewodeba meTodebis erTobliobas, romlebic<br />
saSualebas iZlevian maTi dispersiebis daxmarebiT gavacalkevoT<br />
SemTxveviTi da ara SemTxveviTi faqtorebis gavlena Sesaswavl movlenaze.<br />
dispersiuli analizis amocana aris: dakvirvebis SedegebiT gamovTvaloT<br />
SemTxveviTi da ara SemTxveviTi faqtorebis dispersiebi da SevadaroT<br />
isini erTmaneTs. ganvixiloT dispersiuli analizis umartivesi SemTxveva.<br />
vTqvaT x1, x2,..., x n dakvirvebis Sedegebze moqmedeben SemTxveviTi<br />
faqtori da A faqtori. vTqvaT SemTxveviTi faqtoris dispersia cnobilia<br />
2<br />
da σ - is tolia. dakvirvebis SedegebiT gamoiTvleba am dakvirvebis<br />
2 1 n<br />
2<br />
Sedegebis gafantvis dispersia S = ∑ ( xi − x)<br />
. es dispersia ganpirobebu-<br />
n −1<br />
i=<br />
1<br />
lia ori faqtoris gavleniT: SemTxveviTi faqtoriT, romelic xasiaTdeba<br />
2<br />
2<br />
σ dispersiiT da A faqtoriT, romelic xasiaTdeba σ A dispersiiT. es faqtorebi<br />
erTmaneTisgan damoukideblebi arian. im faqtis gaTvaliswinebiT,<br />
rom damoukidebeli SemTxveviTi sidideebis jamis dispersia tolia am<br />
2 2 2<br />
SemTxveviTi sidideebis dispersiebis jamis, vwerT S = σ + σ . aqedan vRebu-<br />
2 2 2<br />
lobT σ A = S − σ .<br />
praqtikaSi, rogorc wesi, SemTxveviTi faqtoris dispersia ucnobia da<br />
saWiroa dakvirvebis SedegebiT misi Sefaseba. gadavideT iseTi SemTxvevis<br />
ganxilvaze, rodesac dakvirvebis Sedegebze gavlenas axdens erTi faqtori.<br />
6.2. erTfaqtoruli dispersiuli analizi<br />
2<br />
ganvixiloT SemTxveva, rodesac SemTxveviTi faqtoris dispersia σ ucnobia.<br />
am SemTxvevaSi x1, x2,..., x n dakvirvebis SedegebiT saWiroa SemTxveviTi<br />
faqtoris<br />
2<br />
2<br />
σ dispersiis da ara SemTxveviTi faqtoris σ A dispersiis Sefa-<br />
seba. am problemis gadasawyvetad saWiroa 1, 2,...,<br />
k<br />
75<br />
A A A doneebze dakvirvebe-<br />
bis gameoreba. avRniSnoT xi,1 , xi,2 ,..., x i, n - iT A ( i = 1,..., k)<br />
faqtoris A i donis<br />
Sesabamisi dakvirvebis Sedegebi. am SemTxvevaSi SeiZleba sxvadasxva nairad<br />
moviqceT. SeiZleba A faqtoris erT doneze movaxdinoT dakvirvebebis didi<br />
2<br />
raodenoba, am dakvirvebebiT SevafasoT SemTxveviTi faqtoris σ dispersia,<br />
miviRoT is SemTxveviTi faqtoris dispersiis namdvil mniSvnelobad da<br />
gamoviyenoT zemoT moyvanili sqema. magram es ar aris saukeTeso<br />
gamosavali imitom, rom ar iZleva saSualebas A faqtoris doneebze SevamowmoT<br />
SemTxveviTi faqtoris dispersiis cvalebadoba da am cvalebadobis<br />
arsebobis SemTxvevaSi gaviTvaliswinoT is dispersiul analizSi. amitom<br />
Semdegnairad iqcevian.<br />
A faqtoris i doneze atareben dakvirvebebis erTnair n raodenobas:<br />
, , 1,..., ; 1,...,<br />
xi j i = k j = n . iTvlian saSualoebs A faqtoris yvela donisaTvis da<br />
dakvirvebebis yvela SedegisaTvis<br />
1<br />
,<br />
1<br />
n<br />
1 k n<br />
xi = ∑ xi<br />
j da x = ∑ ∑ xi,<br />
j .<br />
n j=<br />
n⋅ k i= 1 j=<br />
1<br />
A
yvela dakvirvebis Sedegis dispersia gamoiTvleba formuliT<br />
2 1 k n<br />
2<br />
S = ∑ ∑ ( xij − x)<br />
.<br />
nk −1<br />
i= 1 j=<br />
1<br />
gamoviTvaloT SemTxveviTi faqtoris dispersia. A faqtoris dafiqsirebuli<br />
donis dakvirvebis Sedegebze, anu gansaxilveli faqtoris A i doneze<br />
x , x ,..., x dakvirvebis Sedegebze gavlenas axdens mxolod SemTxveviTi<br />
i,1 i,2 i, n<br />
faqtori, romlis dispersiac fasdeba formuliT<br />
2 1 n<br />
S = ∑ ( x<br />
2<br />
− x ) , i = 1,..., k.<br />
i ij i<br />
n j=<br />
1<br />
2<br />
yoveli S i aris SemTxveviTi faqtoris dispersiis Sefaseba. SemTxveviTi<br />
faqtoris dispersiis ufro zust Sefasebas miviRebT, Tu gavasaSualebT maT<br />
mniSvnelobebs<br />
2 1 k<br />
2 1 k n<br />
2<br />
S0 = ∑ Si = ∑ ∑ ( xij − xi<br />
) .<br />
k i= 1 k( n −1)<br />
i= 1 j=<br />
1<br />
2 2<br />
gamoTvlili S da S 0 mniSvnelobebiT A faqtoris dispersia SeiZleba<br />
gamovTvaloT formuliT<br />
2 2 2<br />
σ A ≈ S − S0<br />
. (6.1)<br />
2<br />
2 2<br />
formula (6.1) iZleva σ A dispersiis uxeS Sefasebas, radgan S da S 0 arian<br />
dakvirvebis SedegebiT gamoTvlili Sefasebebi. ufro zusti Sefaseba<br />
SeiZleba miviRoT dakvirvebis Sedegebis A faqtoris doneebis mixedviT<br />
saSualo mniSvnelobebis, anu x1, x2,..., x k saSualo mniSvnelobebis gafantvis<br />
ganxilviT. am saSualo mniSvnelobebis gafantvis dispersia tolia<br />
2<br />
2<br />
1 k<br />
2 2 σ 2 S0<br />
∑ ( xi − x)<br />
= σ A + ≈ σ A + . (6.2)<br />
k −1<br />
i=<br />
1<br />
n n<br />
es disperisa ganpirobebulia ori faqtoriT: SemTxveviTi da A faqtoriT.<br />
(6.2) – dan vRebulobT<br />
2<br />
2 1 k<br />
2 S0<br />
σ A = ∑ ( xi − x)<br />
− .<br />
k −1<br />
i=<br />
1 n<br />
SemovitanoT aRniSvna<br />
2 n k<br />
2 2 2<br />
SA = ∑ ( xi − x) = σ A + S0<br />
,<br />
k −1<br />
i=<br />
1<br />
maSin<br />
2 2<br />
2 SA − S0<br />
σ A = . (6.3)<br />
n<br />
imisaTvis, rom davadginoT dakvirvebis Sedegebze A faqtis gavlena saWi-<br />
2<br />
2<br />
roa erTmaneTs SevadaroT S A da S 0 dispersiebi. Tu es dispersiebi erTmaneTisagan<br />
gansxvavdebian, maSin es gansxvaveba SeiZleba gamowveuli iqnas<br />
mxolod A faqtoris gavleniT, romelic gamoisaxeba S dispersiiT. Tu S<br />
2<br />
2<br />
da S 0 dispersiebi erTnairia, maSin es miuTiTebs imaze, rom σ A = 0 , anu A<br />
faqtori ar moqmedebs dakvirvebis Sedegebze.<br />
2<br />
S A da<br />
2<br />
S 0 arian Sesabamisi dispersiebis Sefasebebi. isini gamoTvlilia<br />
dakvirvebis SedegebiT, romlebic SemTxveviTi sidideebi arian. amitom<br />
Sefasebebic SemTxveviTi sidideebi arian. aqedan gamomdinare maTi<br />
76<br />
2<br />
A<br />
2<br />
A
erTmaneTTan Sedareba unda ganxorcieldes <strong>statistikuri</strong> kriteriumebis<br />
gamoyenebiT. kerZod, fiSeris kriteriumiT, radgan cnobilia, rom<br />
dispersiis ori Sefasebuli mniSvnelobis Sefardeba emorCileba fiSeris<br />
ganawilebis kanons. Sedarebis kriteriums aqvs saxe: Tu<br />
2<br />
S A > F 2 1−α<br />
, (6.4)<br />
S<br />
sadac F1− α aris l1 = k − 1, l2 = k( n − 1) Tavisuflebis xarisxebiani fiSeris ganawilebis<br />
α donis kvantili, maSin miiReba gadawyvetileba, rom dakvirvebis<br />
Sedegebze A faqtoris gavlena aris arsebiTi da am gavlenis dispersia<br />
gamoiTvleba (6.3) formuliT. winaaRmdeg SemTxvevaSi miiReba gadawyvetileba,<br />
rom dakvirvebis Sedegebze A faqtori gavlenas ar axdens. am SemTxvevaSi<br />
SemTxveviTi faqtoris dispersiis SefasebisaTvis<br />
moiyeneba<br />
77<br />
0<br />
2<br />
S 0 – is nacvlad ga-<br />
2<br />
S - i, romelic aris SemTxveviTi faqtoris dispersiis ufro zus-<br />
ti Sefaseba.<br />
konkretuli magaliTebis praqtikuli gamoTvlebis procedurebis gamartivebis<br />
mizniT moviyvanoT erTfaqtoruli dispersiuli analizis ganxorcielebis<br />
sqema.<br />
pirvel rigSi dakvirvebis yvela Sedegis Setana xdeba erTfaqtoruli<br />
dispersiuli analizis cxril 6.1 – Si.<br />
j - i dakvirvebis<br />
Sedegi<br />
A 1<br />
faqtoris doneebi<br />
A 2<br />
1 x 11<br />
x 21<br />
2 x 12<br />
x 22<br />
cxrili 6.1.<br />
… k A<br />
… x k1<br />
… x k 2<br />
... … … … …<br />
jami<br />
n x1 n<br />
X 1<br />
x2 n<br />
X 2<br />
…<br />
…<br />
x kn<br />
k X<br />
cxrilis bolo striqonSi X i - iT aRniSnulia i svetSi mocemuli dakvirvebis<br />
jami.<br />
dakvirvebis SedegebiT gamoiTvleba sidideebi:<br />
1) yvela dakvirvebis Sedegebis kvadratebis jami<br />
1<br />
k n<br />
ϑ = ∑ ∑ x ;<br />
i= 1 j=<br />
1<br />
2) svetebSi mocemuli dakvirvebis Sedegebis jamebis kvadratebis jami gayofili<br />
svetebSi dakvirvebebis raodenobaze<br />
1 2<br />
2<br />
1<br />
k<br />
ϑ = ∑ X i ;<br />
n i=<br />
3) dakvirvebis Sedegebis jamis kvadrati gayofili dakvirvebebis<br />
saerTo raodenobaze<br />
2<br />
ij
4)<br />
2<br />
S A da<br />
( X i )<br />
1<br />
ϑ3<br />
=<br />
kn<br />
k<br />
∑<br />
i=<br />
1<br />
2<br />
;<br />
S dispersiebis Sefasebebi formulebiT<br />
2<br />
0<br />
2 ϑ1 −ϑ2<br />
2 ϑ2 −ϑ3<br />
S0 = , SA<br />
= . (6.5)<br />
k( n −1) k −1<br />
fiSeris kriteriumebiT erTmaneTs dardeba dispersiebi<br />
78<br />
S da<br />
2<br />
A<br />
2<br />
S 0 . erTma-<br />
neTisagan maTi arsebiTi gansxvavebisas miiReba gadawyvetileba dakvirvebis<br />
Sedegebze A faqtoris arsebiTi gavlenis Sesaxeb da am faqtoris dispersia<br />
gamoiTvleba (6.3) formuliT. winaaRmdeg SemTxvevaSi miiReba gadawyvetileba<br />
dakvirvebis Sedegebze A faqtoris gavlenis ara arsebiTobis<br />
Sesaxeb da formuliT<br />
2 ϑ1 −ϑ3<br />
S =<br />
kn − 1<br />
gamoiTvleba SemTxveviTi faqtoris dispersiis ufro zusti Sefaseba vidre<br />
(6.5) - is pirveli formuliT gamoTvlili Sefasebaa.<br />
praqtikaSi xSirad gvxvdeba SemTxveva, rodesac A faqtoris sxvadasxva<br />
doneebze mocemulia dakvirvebis Sedegebis sxvadasxva raodenoba, anu faq-<br />
toris A i doneze mocemulia mniSvnelobebi<br />
x , x ,..., x , i = 1,..., k . am SemTxve-<br />
i1 i2 ini<br />
vaSi SeiZleba moviqceT Semdegnairad: A faqtoris yoveli donisaTvis davtovoT<br />
dakvirvebebis erTnairi raodenoba, romelic Seesabameba n i – is minimalur<br />
sidides, sadac i = 1,..., k ; danarCeni dakvirvebis Sedegebi ukuvagdoT.<br />
dakvirvebis sedegebis ukugdeba auaresebs analizis Sedegebis xarisxs.<br />
amitom, am SemTxvevaSi, axorcieleben erTfaqtorul dispersiul analizs,<br />
romelic aris zemoT moyvanili sqemis ubralo modifikacia da aqvs saxe:<br />
2<br />
1) ϑ = ∑ ∑ x ;<br />
1<br />
k<br />
ni<br />
i= 1 j=<br />
1<br />
ij<br />
k<br />
2<br />
X i<br />
2) ϑ2<br />
= ∑ ;<br />
i=<br />
1 n<br />
1<br />
3) 3 ( )<br />
k<br />
ϑ X i<br />
i<br />
2<br />
k<br />
= ∑ , sadac N = ∑ ni<br />
.<br />
N i=<br />
1<br />
i=<br />
1<br />
am sidideebiT gamoiTvleba dispersiebis mniSvnelobebi<br />
2 ϑ1 −ϑ2<br />
2 ϑ1 −ϑ3<br />
S0 = , S A = .<br />
N − k k −1<br />
mowmdeba dispersiebis gamoTvlili mniSvnelobebis erTmaneTisagan<br />
gansxvavebis arsebiToba. Tu sruldeba (6.4) utoloba, sadac 1 F − α aris<br />
l1 = k − 1 da l2 = N − k Tavisuflebis xarisxebiani fiSeris ganawilebis kanonis<br />
α donis kvantili, maSin miiReba gadawyvetileba dakvirvebis Sedegebze A<br />
faqtoris gavlenis arsebiTobis Sesaxeb da am gavlenis dispersia<br />
2 ( k −1)<br />
N 2 2<br />
σ A = ( SA − S0<br />
) .<br />
k<br />
2 2<br />
N − ∑ n<br />
i=<br />
1<br />
i
winaaRmdeg SemTxvevaSi, anu Tu ar sruldeba (6.4) piroba, miiReba gadawyvetileba<br />
dakvirvebis Sedegebze A faqtoris gavlenis ara arsebiTobis<br />
Sesaxeb da dispersiis ufro zusti Sefaseba gamoiTvleba formuliT<br />
2 ϑ1 −ϑ3<br />
S =<br />
N − 1<br />
.<br />
6.3. orfaqtoruli dispersiuli analizi<br />
praqtikaSi, xSirad gvxvdeba amocanebi, rodesac dakvirvebis Sedegebze<br />
gavlenas axdenen mravali araSemTxveviTi faqtorebi. aseTi amocanebis<br />
gadasawyvetad gamoiyeneba mravalfaqtoruli analizis meTodebi, kerZod,<br />
mravalfaqtoruli dispersiuli analizis meTodebi. mravalfaqtoruli<br />
dispersiuli analizis magaliTad ganvixilavT orfaqtorul dispersiul<br />
analizs, anu semTxvevas, rodesac dakvirvebis sedegebze moqmedebs ori<br />
faqtori A da B . ori faqtoris gavlena SeiZleba Seswavlili iqnas erTfaqtoruli<br />
dispersiuli analizis saSualebiT Semdegnairad. davafiqsiroT<br />
erTi faqtoris (magaliTad, B faqtoris) mniSvneloba raRac doneze da am<br />
doneze SeviswavloT meore faqtoris (magaliTad, A faqtoris) gavlena<br />
dakvirvebis Sedegebze erTfaqtoruli dispersiuli analizis gamoyenebiT.<br />
Semdeg pirveli B faqtoris done davafiqsiroT meore doneze da am doneze<br />
(kvlav erTfaqtoruli dispersiuli analizis daxmarebiT) SeviswavloT<br />
meore A faqtoris gavlena da a.S. aseT midgomas gaaCnia Semdegi nakli: 1)<br />
B faqtoris yvela donisaTvis saWiroa axali dakvirvebis Sedegebi, romlebic<br />
B faqtoris sxva doneebisaTvis ar gamodgeba, anu gaumarTleblad izrdeba<br />
dakvirveis Sedegebis saerTo raodenoba; 2) SeuZlebelia A da B faqtorebis<br />
urTierTgavlenis faqtoris dakvirvebis Sedegebze gavlenis dadgena,<br />
im SemTxvevaSi Tu aseT gavlenas adgili aqvs. am naklisagan Tavisufalia<br />
orfaqtoruli dispersiuli analizi, romlis ganxilvazec gadavdivarT.<br />
avRniSnoT a1, a2,..., a k da b1, b2,..., b m Sesabamisad A da B faqtorebis doneebia.<br />
cxrili 6..2 warmoadgens orfaqtoruli dispersiuli analizis cxrils.<br />
B<br />
faqtorebi<br />
a 1 a 2<br />
b 1 x 11 x 21<br />
b 2 x 12 x 22<br />
79<br />
A<br />
… k a<br />
… x k1<br />
… x k 2<br />
cxrili 6.2.<br />
jami<br />
'<br />
X 2<br />
… … … … … …<br />
jami<br />
b m x1 m<br />
X 1<br />
x2 m<br />
X 2<br />
…<br />
…<br />
xkm<br />
k<br />
'<br />
X m<br />
X<br />
mivaqcioT yuradReba imas, rom nebismieri svetis da nebismieri striqonis<br />
gadakveTaze mocemulia dakvirvebis mxolod erTi Sedegi, anu A da B<br />
'<br />
X 1
faqtorebis doneebis nebismier wyvils Seesabamebs mxolod erTi dakvirvebis<br />
Sedegi. cxril 6.2 – Si X1, X 2,...,<br />
X k - iT aRniSnulia Sesabamis svetebSi<br />
' ' '<br />
dakvirvebis Sedegebis jamebi, xolo X1, X 2,...,<br />
X m - iT aRniSnulia dakvirvebis<br />
Sedegebis jamebi Sesabamis striqonebSi.<br />
avRniSnoT x i i - r striqonSi mocemuli dakvirvebis Sedegebis saSualo<br />
X i<br />
ariTmetikulia, anu xi = , i = 1,..., k , xolo x j j - r striqonSi mocemuli<br />
m<br />
X j<br />
dakvirvebis Sedegebis saSualo ariTmetikulia, anu x j = , j = 1,.., m . x –<br />
k<br />
iT aRniSnulia yvela dakvirvebis Sedegis saSualo ariTmetikuli.<br />
ganvixiloT saSualo ariTmetikulebis gabneva svetebSi da striqonebSi.<br />
saSualo ariTmetikulebis gabnevaze svetebSi moqmedebs mxolod ori<br />
faqtori: A faqtori da SemTxveviTi faqtori, B faqtori ar moqmedebs,<br />
radgan misi moqmedeba yovel svetze saSualdeba. amitom SeiZleba davweroT:<br />
2<br />
1 k<br />
2 2 σ<br />
∑ ( xi − x)<br />
= σ A + . (6.6)<br />
k −1<br />
i=<br />
1<br />
m<br />
zustad aseve, saSualo ariTmetikulebis gafantvaze striqonebSi<br />
moqmedebs ori faqtori: B faqtori da SemTxveviTi faqtori, A faqtori ar<br />
moqmedebs, radgan misi moqmedeba saSualdeba yovel striqonze. Amitom<br />
samarTliania:<br />
2<br />
1 m<br />
2 2 σ<br />
∑ ( x j − x)<br />
= σ B + . (6.7)<br />
m −1<br />
j=<br />
1<br />
k<br />
2<br />
cnobili, rom iyos SemTxveviTi faqtoris dispersia σ , (6.6) da (6.7) – dan<br />
advilad gamovTvlidiT A da B faqtorebis Sesabamis dispersiebs<br />
80<br />
2<br />
2<br />
σ A da σ B<br />
da davamTavrebdiT orfaqtorul dispersiul analizs. mgram dispersia<br />
ucnobia da misi mniSvneloba saWiroa ganvsazRvroT arsebuli dakvirvebis<br />
Sdegebis safuZvelze. moviqceT Semdegnairad. gamovTvaloT i - i striqonis<br />
dakvirvebis Sedegebis dispersia<br />
2 1 m<br />
2<br />
Si = ∑ ( xij − xi<br />
) , i = 1,..., k .<br />
m −1<br />
j=<br />
1<br />
es dispersia ganapirobebulia ori faqtoriT: SemTxveviTi faqtori da<br />
B faqtori, radgan A faqtoris done dafiqsirebulia. amitom<br />
S = σ + σ , i = 1,..., k . (6.8)<br />
2 2 2<br />
i B<br />
toloba (6.8) ufro zusti iqneba, Tu<br />
gasaSualebuli mniSvnelobiT, anu<br />
2 2 1 k<br />
2 1 k m<br />
2<br />
σ B + σ = ∑ Si = ∑ ∑ ( xij − xi<br />
) . (6.9)<br />
k i= 1 k( m −1)<br />
i= 1 j=<br />
1<br />
Toloba (6.9) – s gamovakloT toloba (6.7). miviRebT<br />
2<br />
2 σ 1 k m<br />
2 1 m<br />
2<br />
σ − = ∑ ∑ ( xij − xi ) − ∑ ( x j − x)<br />
.<br />
k k( m −1) i= 1 j= 1 m −1<br />
j=<br />
1<br />
2<br />
aqedan advilad ganvsazRvravT σ – s:<br />
2 1 ⎡ k m m<br />
2 2 ⎤<br />
σ = ∑ ∑ ( xij − xi ) − k ∑ ( x j − x)<br />
( k −1)( m −1) ⎢<br />
⎣<br />
⎥<br />
i= 1 j= 1 j=<br />
1 ⎦ .<br />
2<br />
σ<br />
2<br />
S i nacvlad visargeblebT maTi
miRebuli gamosaxuleba iZleva saSualebas dakvirvebis yvela SedegiT<br />
2<br />
gamovTvaloT SemTxveviTi faqtoris dispersiis Sefaseba. aRvniSnoT is S 0 –<br />
iT.<br />
SemovitanoT aRniSvna<br />
2 m k<br />
2 2 2 2 2<br />
SA = ∑ ( xi − x) = mσ A + σ ≈ mσ A + S0<br />
,<br />
k −1<br />
i=<br />
1<br />
2 k m<br />
2 2 2 2 2<br />
SB = ∑ ( x j − x) = kσ B + σ ≈ kσ B + S0<br />
.<br />
m −1<br />
j=<br />
1<br />
am formulebidan cxadad Cans, rom dakvirvebis Sedegebze A faqtoris ga-<br />
2<br />
2<br />
vlenisas S A dispersia gansxvavebuli iqneba S 0 dispersiisagan. maTi<br />
statistikurad arsebiTi gansxvaveba unda dadgindes fiSeris kriteriumis<br />
2 2<br />
daxmarebiT, radgan dakvirvebis SedegebiT gamoTvlili Sefasebebi S A da S 0<br />
arian SemTxveviTi sidideebi. maTi Sedarebis kriteriums aqvs Semdegi saxe:<br />
Tu<br />
2<br />
S A > F 2 1−α<br />
,<br />
S<br />
0<br />
sadac 1 F − α aris k − 1 da ( k −1)( m − 1) Tavisuflebis xarisxebiani fiSeris<br />
ganawilebis kanonis 1− α donis kvantili, maSin miiReba gadawyvetileba,<br />
rom dakvirvebis Sedegebze A faqtoris gavlena arsebiTia da am gavlenis<br />
dispersia gamoiTvleba formuliT:<br />
2 2<br />
2 SA − S0<br />
σ A = .<br />
m<br />
2 2<br />
Tu A faqtori gavlenas ar axdens dakvirvebis Sedegebze, maSin S A da S 0<br />
arian SemTxveviTi faqtoris dispersiis Sefasebebi da ufro zusti Sefasebis<br />
sapovnelad saWiroa maTi saSualo mniSvnelobis gamoyeneba<br />
2 2 2 2<br />
2 ( k − 1) SA + ( k −1)( m −1) S0 ( k − 1) S A + ( k −1)( m −1)<br />
S0<br />
S = =<br />
.<br />
( k − 1) + ( k −1)( m −1) m( k −1)<br />
zustad aseve SeiZleba B faqtoris gavlenis arsebiTobis dadgena. Tu<br />
S<br />
S<br />
2<br />
B<br />
2<br />
0<br />
> F ,<br />
sadac 1 F − α aris m − 1 da ( k −1)( m − 1) Tavisuflebis xarisxebiani fiSeris<br />
ganawilebis kanonis 1− α donis kvantili, maSin miiReba gadawyvetileba,<br />
rom dakvirvebis Sedegebze B faqtoris gavlena arsebiTia. am gavlenis<br />
dispersia gamoiTvleba formuliT:<br />
2 2<br />
2 SB − S0<br />
σ B = .<br />
k<br />
Tu B 2 2<br />
faqtori gavlenas ar axdens dakvirvebis Sedegebze, maSin S B da S 0<br />
arian SemTxveviTi faqtoris dispersiis Sefasebebi da ufro zusti Sefasebis<br />
gamoTvla SesaZlebelia maTi saSualo mniSvnelobebis gamoyenebiT<br />
2 2 2 2<br />
2 ( m − 1) SB + ( k −1)( m −1) S0 ( m − 1) SB + ( k −1)( m −1)<br />
S0<br />
S = =<br />
.<br />
( m − 1) + ( k −1)( m −1) k( m −1)<br />
81<br />
1−α
Tu dakvirvebis Sedegebze ar moqmedeben A da B faqtorebi, maSin<br />
2<br />
da S 0 dispersiebis daxmarebiT SesaZlebelia SemTxveviTi faqtoris<br />
dispersiis yvelaze zusti Sefasebis gamoTvla<br />
2 2 2 2 2 2<br />
2 ( k − 1) SA + ( m − 1) SB + ( k −1)( m −1) S0 ( k − 1) S A + ( m − 1) SB + ( k −1)( m −1)<br />
S0<br />
S = =<br />
.<br />
( k − 1) + ( m − 1) + ( k −1)( m −1) mk −1<br />
erTfaqtoruli dispersiuli analizis analogiurad gamoTvlebis avtomatizaciisaTvis<br />
moviyvanoT orfaqtoruli dispersiuli analizis gamutvlebis<br />
sqema:<br />
2<br />
1) ϑ = ∑ ∑ x ;<br />
1<br />
k<br />
ni<br />
i= 1 j=<br />
1<br />
1 2<br />
2) 2<br />
1<br />
k<br />
ϑ = ∑ X i ;<br />
m i=<br />
2 1 '<br />
3) 3<br />
1<br />
m<br />
ϑ = ∑ X j ;<br />
k j=<br />
4) ϑ4<br />
( )<br />
ij<br />
2<br />
1 k 1 m<br />
'<br />
∑ X i ∑ X j<br />
i= 1 j=<br />
1<br />
⎛ ⎞<br />
= = ⎜ ⎟<br />
km km ⎝ ⎠ .<br />
2<br />
gamoTvlili sidideebiT CvenTvis saintereso dispersiebi gamoiTvleba<br />
Semdegi formulebiT<br />
2 ϑ1 + ϑ4 −ϑ2 −ϑ3<br />
2 ϑ2 −ϑ4<br />
2 ϑ3 −ϑ4<br />
S0<br />
=<br />
; SA<br />
= ; SB<br />
= .<br />
( k −1)( m −1)<br />
k −1<br />
m −1<br />
ganxilul orfaqtorul analizSi igulisxmeboda, rom gansaxilveli ara<br />
SemTxveviTi A da B faqtorebi erTmaneTze ar moqmedeben. aseTi urTierT<br />
zemoqmedebis SemTxvevaSi saWiroa ganmeorebadi dakvirvebebi A da B faqtorebis<br />
dafiqsirebuli mniSvnelobebisaTvis urTierT gavlenis faqtoris<br />
arsebiTobis dasadgenad. avRniSnoT xij1, xij 2,...,<br />
x ijn dakvirvebis Sedegebia A<br />
da B faqtorebis a i da b i doneebze Sesabamisad. avRniSnoT A da B faqto-<br />
rebis urTierT moqmedebis faqtoris dispersia<br />
82<br />
2<br />
S A ,<br />
2<br />
S B<br />
2<br />
σ AB - iT. SevinarCunoT<br />
aRniSvna x ij ganmeorebadi dakvirvebis Sedegebis saSualo ariTmetikulisa-<br />
Tvis. Sesabamisi dispersia gamoiTvleba formuliT<br />
2 1 n<br />
2<br />
Sij = ∑ ( xijl − xij<br />
) .<br />
n −1<br />
l=<br />
1<br />
is ganapirobebulia ori faqtoris gavleniT: urTierTgavlenis faqtori<br />
2<br />
dispersiiT σ AB da SemTxveviTi faqtori<br />
bac gamoiTvleba ase<br />
2 1 k m<br />
2 1 k m n<br />
2<br />
S = ∑ ∑ Sij = ∑ ∑ ∑ ( xijl − xij<br />
) .<br />
km i= 1 j= 1 km( n −1)<br />
i= 1 j= 1 l=<br />
1<br />
orive es dispersia Sedis<br />
bas<br />
sidanac<br />
2<br />
S dispersiiT, romlis mniSvnelo-<br />
2<br />
S 0 dispersiaSi da gansazRvravs mis mniSvnelo-<br />
S<br />
2<br />
S<br />
≈ σ + .<br />
n<br />
2 2<br />
0 AB
2<br />
2 2 S<br />
σ AB ≈ S0<br />
− .<br />
n<br />
2<br />
2<br />
aqedan cxadia, rom Tu n ⋅ S0<br />
statistikurad arsebiTad gansxvavdeba S -<br />
gan, anu Tu adgili aqvs<br />
2<br />
n ⋅ S0<br />
> F 2 1−α<br />
,<br />
S<br />
F − − − fiSeris ganawilebis kanonis 1− α donis kvanti-<br />
sadac F1− α aris ( k 1)( m 1), km( n 1)<br />
li, maSin miiReba gadawyvetuleba, rom dakvirvebis Sedegebze moqmedebs<br />
urTierT gavlenis faqtori da misi dispersia fasdeba formuliT<br />
2 2<br />
2 nS0 − S<br />
σ AB = ,<br />
n<br />
winaaRmdeg SemTxvevaSi dakvirvebis Sedegebze urTierTgavlenis faqtori<br />
ar moqmedebs. am SemTxvevaSi<br />
2<br />
S da<br />
2<br />
S 0 arian SemTxveviTi faqtoris disper-<br />
siis Sefasebebi da maTi saSualebiT SeiZleba gamovTvaloT am ukanasknelis<br />
ufro zusti Sefaseba<br />
2 2<br />
2 km( n − 1) S + ( k −1)( m −1)<br />
S0<br />
σ ≈<br />
.<br />
km( n − 1) + ( k −1)( m −1)<br />
urTierTgavlenis faqtoris gaTvaliswinebisas zemoT moyvanili orfaqtoruli<br />
analizis sqema Seivseba Semdegnairad. damatebiT gamoiTvleba<br />
k m n<br />
2<br />
2 ϑ5 − nϑ1<br />
ϑ5<br />
= ∑ ∑ ∑ xijl<br />
da S =<br />
i= 1 j= 1 l=<br />
1<br />
km( n − 1)<br />
.<br />
Semdgomi analizi xorcieldeba zemoT moyvanilis Sesabamisad.<br />
83
Tavi 7. regresiuli analizi<br />
7.1. Sesavali<br />
korelaciuri analizi saSualebas iZleva davadginoT erTi SemTxveviTi<br />
sididis meoreze gavlenis faqti. disperisuli analizi saSualebas iZleva<br />
davadginoT SemTxveviT sidideze ara SemTxveviTi faqtoris gavlena. kvlevis<br />
Semdgomi (ara mniSvnelobis mixedviT, aramed ganxilvis mimdevrobiT)<br />
etapi aris am gavlenis raodenobrivi aRwera misi arsebobis SemTxvevaSi.<br />
gadavideT regresiuli analizis ZiriTadi momentebis ganxilvaze. MaTematikuri<br />
statistikis am metad mniSvnelovani nawilis ufro Rrmad Seswavlis<br />
msurvelebma SeuZliaT isargeblon literaturiT [7, 15, 36, 37, 56].<br />
ganvixiloT ori ξ da η SemTxveviTi sidideebi. vTqvaT isini gavlenas<br />
axdenen erTmaneTze, anu erTi maTganis cvlileba ganapirobebs meores<br />
cvlilebas. am SemTxveviTi sidideebis mniSvnelobebis Sepirispirebisas SesaZlebelia<br />
ori saxis Secdomebis daSveba: a) ξ - s SemTxveviTi fluqtuaciis<br />
gamo η - s mniSvnelobas uTanaddeba ξ - s ara is mniSvneloba, romelic<br />
sinamdvileSi Seesabameba η - s mocemul mniSvnelobas; b) Sesabamisobis<br />
Secdoma gamowveulia η - s SemTxveviTi fluqtuaciiT. formalurad orive<br />
Secdoma SeiZleba mivakuTnoT η - s da warmovidginoT, rom saerTo Secdomis<br />
sidide gamowveulia mxolod η - s SemTxveviTi gafantviT. avRniSnoT η<br />
- s ganawilebis funqcia F( y ) - iT. radgan η aris damokidebuli ξ SemTxveviTi<br />
sididisagan, ganawilebis funqcia F( y ) aris pirobiTi ganawilebis<br />
funqcia, romlis mniSvnelobac damokidebulia imaze Tu rogor mniSvnelobas<br />
Rebulobs ξ SemTxveviTi sidide , anu F( y ) funqcia aris ori argumentis<br />
funqcia F( y) = F( x, y)<br />
. Tu cnobilia F( x, y ) , maSin cnobilia η - s ξ - gan<br />
damokidebulebis mTliani aRwera, amasTan gamosaxuli zust funqcionalur<br />
damokidebulebebSi. F( x, y ) – is moZebna dakvirvebis Sedegebis safuZvelze<br />
sakmaod Zneli amocanaa, romelic moiTxovs didi raodenobis dakvirvebis<br />
Sedegebs. amitom maTi moZebna xexdeba sakmaod iSviaTad. dauSvaT ξ da η<br />
normalurad ganawilebuli SemTxveviTi sidideebia. maSin F( x, y ) iqneba or<br />
ganzomilebiani normaluri ganawilebis funqcia, romelic srulad<br />
ganisazRvreba maTematikuri molodinebiTa da dispersiebiT. amitom η - s ξ<br />
- gan damokidebulebis saCveneblad sakmarisia Cveneba Tu rogor icvleba η<br />
sididis maTematikuri molodini da dispersia ξ - s cvlilebisas.<br />
SemdegSi ξ parametris mniSvneloba avRniSnoT x - iT, η parametris<br />
mniSvneloba - y - iT. a y da<br />
2<br />
σ y - iT avRniSnoT η SemTxveviTi sididis saSu-<br />
alo da dispersia. maSin mivdivarT ori funqciis moZebnis aucileblobas-<br />
Tan:<br />
ay = f1 ( x)<br />
da 2<br />
σ y = f2( x)<br />
.<br />
meore damokidebuleba aRwers meTodikis sizustis cvalebadobas parametris<br />
cvalebadobisas. mas skedastikuri damokidebuleba ewodeba da iSviaTad<br />
gamoiyeneba. pirveli damokidebuleba aRwers η - saSualo mniSvnelobebis<br />
cvalebadobas ξ sididis mniSvnelobebis cvalebadobisas. am damokidebulebas<br />
regresiuli damokidebuleba hqvia da is TamaSobs did rols mrava-<br />
84
li amocanis gadawyvetisas, radgan aRwers ξ da η sidideebis WeSmarit, yvela<br />
SemTxveviTi damatebisagan Tavisufal, damokidebulebas. amitom yovelgvari<br />
damokidebulebis gamokvlevis mizania regresiuli damokidebulebis<br />
povna, xolo disperisia gamoiyeneba moZebnili Sefasebebis sizustis Sesafaseblad.<br />
amrigad, zogadad, regresiuli damokidebuleba miaxloebiT SeiZleba<br />
CavweroT Semdegnairad<br />
y = f ( x) + ε , (7.1)<br />
sadac ε - normalurad ganawilebuli SemTxveviTi sididea nolis toli ma-<br />
2<br />
Tematikuri molodiniT da σ dispersiiT. zogadad f ( x ) funqcia damokidebulia<br />
parametrebis garkveuli raodenobisagan, romelTa mniSvnelobebi<br />
unda iqnas monaxuli dakvirvebis Sedegebis safuZvelze. avRniSnoT<br />
x , y , i = 1,..., n , Sesabamisad ξ da η SemTxveviT sidideebze dakvirvebis Sedege-<br />
i i<br />
bia. (7.1) regresiuli damokidebulebiT x i - s yovel mniSvnelobas Seesabameba<br />
y i - s garkveuli mniSvneloba. am dros daSvebuli Secdoma tolia<br />
yi − f ( xi<br />
) – is. yvela i, i = 1,..., n - Tvis daSvebuli Secdomebi arian SemTxvevi-<br />
Ti sidideebi, amitom ucnobi parametrebis Sefasebebad bunebrivia aviRoT<br />
maTi iseTi mniSvnelobebi, romlebic minimizacias gaukeTeben am SemTxveviTi<br />
sidideebis dispersias<br />
1 n<br />
2<br />
D = ∑ ( yi − f ( xi<br />
)) . (7.2)<br />
n − l l=<br />
1<br />
imis gamo, rom f funqciis ucnobi parametrebi SezRudvebs adeben dakvirvebis<br />
Sedegebs romlebiTac isini fasdebian, D dispersiis Tavisuflebis<br />
xarisxis sidide mcirdeba Sesabamisi raodenobiT. amitom l aris f funqciis<br />
ucnobi parametrebis ricxvi. dakvirvebis Sedegebis erTnairi n raodenobisaTvis<br />
D dispersiis gazrda SeiZleba gamowveuli iyos ara mxolod f<br />
funqciis parametrebis mniSvnelobebis ara koreqtuli SerCeviT, aramed am<br />
parametrebis raodenobis gazrdiTac. amitom saWiroa regresiad SerCeuli<br />
iqnas SesaZleblobis farglebSi minimaluri raodenobis ucnobi<br />
parametrebis mqone funqcia.<br />
7.2. miaxloebiTi regresiis gamoTvla da analizi<br />
winamdebare Tavis SesavalSi vTqviT, rom regresiis ucnobi koeficientebis<br />
Sefasebebis monaxva xdeba Sesabamisi dispersiis minimizaciiT. iqve av-<br />
RniSneT, rom regresia moiZebneba erTnairi raodenobis parametrebis mqone<br />
funqciebs Soris. am SemTxvevaSi regresiis aRdgenis dispersiis minimizacia<br />
(7.2) tolfasia Semdegi gamosaxulebis minimizaciis<br />
n<br />
2<br />
∑ ( i ( i )) , (7.3)<br />
l=<br />
1<br />
S = y − f x<br />
sadac xi, yi, i = 1,..., n - dakvirvebis Sedegebia. (7.3) kriteriums ewodeba umcires<br />
kvadratTa kriteriumi. (7.3) – is minimizaciisaTvis gamoiyeneba matematikuri<br />
analizis kargad nacnobi meTodi. kerZod, gavadiferenciroT (7.3) gamo-<br />
85
saxuleba ucnobi parametrebiT, moRebuli gamosaxulebebi gavutoloT nols<br />
da amovxcnaT miRebuli gantolebaTa sistema ucnobi parametrebis mimarT.<br />
avRniSnoT a1, a2,.., a n regresiis ucnobi parametrebi, anu adgili aqvs<br />
damokidebulebas y = f ( x) = f ( a1, a2,.., an; x)<br />
. gavadiferenciroT (7.3) kriteriumi<br />
am parametrebiT da miRebuli gamosaxulebebi gautoloT nols<br />
∂S n<br />
∂f<br />
= ∑ ( yi − f ( xi<br />
)) = 0 ,<br />
∂a1 i=<br />
1 ∂a1<br />
∂S n<br />
∂f<br />
= ∑ ( yi − f ( xi<br />
)) = 0 ,<br />
∂a2 i=<br />
1 ∂a2<br />
……………………………..<br />
∂S n<br />
∂f<br />
= ∑ ( yi − f ( xi<br />
)) = 0 .<br />
∂an i=<br />
1 ∂an<br />
miRebul gantolebaTa sistemas ewodeba normalur gantolebaTa sistema.<br />
imis gamo, rom S dadebiTad gansazRvruli funqciaa da f regresiad yovel-<br />
Tvis airCeva diferencirebadi funqcia, normalur gantolebaTa sistema<br />
yovelTvis arsebobs da aqvs amoxsna. misi amoxsnis meTodi damokidebulia<br />
funqciis saxisagan da ξ da η SemTxveviTi sidideebis maxasiaTeblebisagan.<br />
Tu f funqciaSi ucnobi parametrebi Sedian wrfivad, normalur gantoleba-<br />
Ta sistema iqneba wrfiv gantolebaTa sistema, winaaRmdeg SemTxvevaSi, anu<br />
rodesac f - Si koeficientebi Sedian ara wrfivad, normalur gantolebaTa<br />
sistema aris ara wrfiv gantolebaTa sistema da misi amoxsnisaTvis, yovel<br />
konkretul SemTxvevaSi, saWiroa Sesabamisi meTodis SerCeva. Tu normalur<br />
gantolebaTa sistemas aqvs erTze meti amonaxseni, maSin maT Soris<br />
amoirCeva is amonaxsni, romelic minimizacias ukeTebs (7.3) umcires<br />
kvadratTa kriteriums.<br />
ganvixiloT normalur gantolebaTa sistema, rodesac regresia aRsdgeba<br />
2<br />
meore rigis polinomis saxiT, anu regresias aqvs saxe y = a + a ⋅ x + a ⋅ x . am<br />
∂ y<br />
SemTxvevaSi = 1,<br />
∂a1<br />
Rebulobs saxes:<br />
∂ y<br />
= x ,<br />
∂a<br />
2<br />
∂ y<br />
= x<br />
∂a<br />
3<br />
2<br />
n<br />
2<br />
( yi − ( a1 + a2 ⋅ xi + a3 ⋅ xi<br />
)) ⋅ 1 = 0<br />
i=<br />
1<br />
∑ ,<br />
n<br />
2<br />
( yi − ( a1 + a2 ⋅ xi + a3 ⋅ xi )) ⋅ xi<br />
= 0<br />
i=<br />
1<br />
∑ ,<br />
n<br />
2 2<br />
( yi − ( a1 + a2 ⋅ xi + a3 ⋅ xi )) ⋅ xi<br />
= 0<br />
i=<br />
1<br />
∑ .<br />
86<br />
1 2 3<br />
da normalur gantolebaTa sistema<br />
es sistema aris wrfivi a1, a2, a 3 parametrebis mimarT da misi amoxsana ar<br />
warmoadgens araviTar sirTules.<br />
y = f ( x)<br />
regresiis povnis Semdeg ismeba kiTxva: Seesabameba Tu ara<br />
napovni regresia unob WeSmarit damokidebulebas, Tu arsebobs iseTi ϕ ( x)<br />
Sesworeba, rom y = f ( x) + ϕ(<br />
x)<br />
regresia ukeTesad Seesabameba arsebul<br />
dakvirvebis Sedegebs? avRniSnoT l 1 - iT y = f ( x)<br />
regresiis ucnobi<br />
parametrebis raodenoba, xolo l 2 - iT avRniSnoT y = f ( x) + ϕ(<br />
x)<br />
regresiis
parametrebis<br />
dispersiebi<br />
raodenoba. bunebrivia l1 < l2<br />
. gamovTvaloT Sesabamisi<br />
1 n<br />
2 1 n<br />
2<br />
D1 = ∑ ( yi − f ( xi<br />
)) , D2 = ∑ ( yi − f ( xi ) −ϕ<br />
( xi<br />
)) .<br />
n − l 1<br />
i=<br />
1<br />
n − l2<br />
i=<br />
1<br />
imisaTvis, rom ϕ ( x)<br />
Sesworebas hqondes azri, anu gaaumjobesos sawyisi<br />
regresia, saWiroa, rom D 2 dispersia statistikurad arsebiTad iyos<br />
D F<br />
naklebi 1 D dispersiaze. Tu 1 > 1−α<br />
, sadac F1− α aris n − l1<br />
da n l2<br />
D2<br />
87<br />
− Tavisuf-<br />
lebis xarisxebis mqone fiSeris ganawilebis 1− α donis kvantili, miiReba<br />
gadawyvetileba, rom y = f ( x) + ϕ(<br />
x)<br />
regrsia ukeTesad Seesabameba dakvirvebis<br />
Sedegebs, vidre y = f ( x)<br />
regresia. winaaRmdeg SemTxvevaSi miiReba<br />
gadawyvetileba, rom ϕ ( x)<br />
ar aumjobesebs y = f ( x)<br />
sawyis regresias.<br />
ϕ ( x)<br />
Sesworebis ugulebelyofa ar niSnavs, rom y = f ( x)<br />
regresia<br />
saerTod ar saWiroebs Sesworebas. gadawyvetilebis misaRebad, rom y = f ( x)<br />
regresias esaWiroeba Sesworeba saWiroa SemTxveviTi faqtoris dispersiis<br />
codna. rogorc wesi es dispersia ucnobia da misi SefasebisaTvis saWiroa<br />
ganmeorebiTi dakvirvebebi. avRniSnoT yoveli x i - Tvis ganmeorebadi<br />
dakvirvebebi yi1, yi 2,...,<br />
y im - iT, maSin SemTxveviTi faqtoris dispersiis<br />
Sefaseba iqneba<br />
2 1 m<br />
2<br />
Si = ∑ ( yij − yi ) , i = 1,..., n.<br />
m −1<br />
j=<br />
1<br />
am dispersiis ufro zusti Sefaseba gamoiTvleba ase<br />
2 1 2<br />
n<br />
S = ∑ S .<br />
y f ( x)<br />
n i=<br />
1<br />
= regresiis dispersia, anu 1<br />
i<br />
D ganpirobebulia ori faqtoris gav-<br />
2<br />
leniT: S dispersiis mqone SemTxveviTi faqtoriT da y = f ( x)<br />
regresiis da<br />
ucnobi WeSmariti regresiis Seusabamisobis faqtoriT. avRniSnoT misi dispersia<br />
S - iT. imis gamo, rom es ori faqtori erTmaneTisagan damouki-<br />
2<br />
регр<br />
2 2<br />
deblebi arian, adgili aqvs D1 = S + S регр . Tu D 1 dispersia<br />
gan statistikurad arsebiTad gansxvavdeba, es SeiZleba gamowveuli iyos<br />
2<br />
mxolod da mxolod imiT, rom S ≠ 0,<br />
anu regresia y = f ( x)<br />
regresia ar<br />
Seesabameba ucnob namdvil regresias. D 1 da<br />
регр<br />
2<br />
S dispersiisa-<br />
2<br />
S gansxvavebis arsebiToba<br />
D1 mowmdeba ase: Tu > F 2 1−α<br />
, sadac<br />
S<br />
1 F − α aris n − l1<br />
da n( m − 1) Tavisuflebis<br />
xarisxebis mqone fiSeris ganawilebis 1− α donis kvantili, maSin miiReba<br />
gadawyvetileba, rom y = f ( x)<br />
regresia saWiroebs Sesworebas, winaaRmdeg<br />
SemTxvevaSi miiReba gadwyvetileba, rom<br />
dakvirvebis Sedegebs.<br />
y = f ( x)<br />
regresia Seesabameba<br />
y = f ( x)<br />
regresiis ucnobi parametrebis Sefasebebis monaxvas umcires<br />
kvadratTa kriteriumis minimizaciis gziT ewodeba regresiis identifikacia,<br />
xolo y = f ( x)<br />
regresiis dakvirvebis SedegebTan Sesabamisobis uSualo<br />
analizs ewodeba regresiuli analizi.
7.3. wrfivi regresia<br />
am SemTxvevaSi regresiul damokidebulebas aqvs Semdegi saxe<br />
y = a + b⋅ x , sadac y = a + b⋅ x da b ucnobi koeficientebia. umcires kvadratTa<br />
kriteriumi Caiwereba ase<br />
n<br />
2<br />
∑ ( i ( i )) ,<br />
i=<br />
1<br />
S = y − a + b⋅ x<br />
sadac xi, yi, i = 1,..., n - dakvirvebis Sedegebia. normalur gantolebaTa sistemas<br />
aqvs Semdegi saxe<br />
n<br />
n<br />
i=<br />
1<br />
∑ ( y − ( a + b ⋅ x )) = 0 ,<br />
i=<br />
1<br />
i i<br />
∑ ( y − ( a + b ⋅ x )) ⋅ x = 0.<br />
i i i<br />
gadavweroT es sistema Semdegnairad<br />
n n<br />
a ⋅ n + b∑ x = ∑ y ,<br />
i i<br />
i= 1 i=<br />
1<br />
n n n n<br />
a∑ x + b∑ x ⋅ ∑ x = ∑ x ⋅ y .<br />
i i i i i<br />
i= 1 i= 1 i= 1 i=<br />
1<br />
b ricxvs ewodeba regresiis koeficienti. is SeiZleba advilad movZebnoT<br />
determinantebis daxmarebiT<br />
n n n<br />
n∑ x ⋅ y − ∑ x ⋅ ∑ y<br />
b =<br />
i i i i<br />
i= 1 i= 1 i=<br />
1<br />
n n<br />
2<br />
2<br />
n∑ xi − ( ∑ xi<br />
)<br />
i= 1 i=<br />
1<br />
a ricxvs ewodeba regresiis Tavisufali wevri. isic advilad ganisaz-<br />
Rvreba determinantebis daxmarebiT wrfiv gantolebaTa sistemidan, magram<br />
simartivisaTvis ganvsazRvroT sistemis pirveli gantolebidan ukve gansaz-<br />
Rvruli b koeficientis daxmarebiT<br />
n n<br />
∑ yi − b∑ xi<br />
i= 1 i=<br />
1<br />
a = = y − b⋅ x ,<br />
n<br />
aqedan y = a + b ⋅ x .<br />
amrigad, aRmoCnda, rom wrfivi regresia gadis ( x, y ) wertilze. amitom,<br />
wrfivi regresiis asagebad saWiroa ( x, y ) wertilze gavavloT wrfe, romelic<br />
abscisTa RerZTan adgens kuTxes, romlis tangensic b koeficientis tolia.<br />
ganvsazRvroT are, romelsac miekuTvneba wrfivi regresia mocemuli<br />
albaTobiT. rogorc ukve iyo naTqvami, wrfivi regresia ganisazRvreba<br />
mniSvnelobiT y da b koeficientiT. y – Tvis ndobis intervalis ageba ganxiluli<br />
iyo zemoT. avRniSnoT y ' da y '' am intervalis ukiduresi marcxena<br />
da marjvena wertilebi. b koeficientis ndobis intervalis sapovnelad<br />
visargebloT bartletis SedegiT, romelmac daamtkica, rom statistika<br />
Sx n − 2<br />
t = ( b − b0<br />
) ,<br />
S 1−<br />
r<br />
y<br />
88<br />
.
sadac x S da y S Sesabamisad i x da y i amonarCevebis TaviaanTi saSualoebis<br />
mimarT dispersiebidan kvadratuli fesvebia; r - amonarCevis korelaciis<br />
b - WeSmariti regresiis koeficientia, ganawilebulia n − 2 -<br />
koeficientia; 0<br />
Tavisuflebis xarisxis mqone stiudentis kanoniT. avRniSnoT t1 − α / 2 – sti-<br />
udentis ganawilebis (1 − α / 2) donis kvantili. maSin adgili aqvs<br />
S n − 2<br />
−t ≤ ( b − b ) ≤ t<br />
S 1−<br />
r<br />
x<br />
1 −α / 2 0 1 −α<br />
/ 2<br />
saidanac Zneli ar aris miviRoT b 0 - Tvis ndobis intervali<br />
y<br />
S y 1− r S y 1−<br />
r<br />
b − t1 −α / 2 ≤ b0 ≤ b + t1<br />
−α<br />
/ 2<br />
S n − 2 S n − 2<br />
.<br />
x x<br />
'<br />
b da ''<br />
b - iT avRniSnoT am ndobis intervalis Sesabamisad ukiduresi mar-<br />
2<br />
cxena da marjvena wertilebi. maSin ndobis are romelSiac (1 − α)<br />
albaTobiT<br />
imyofeba WeSmariti regresiis Sesabamisi wrfe aigeba Semdegnairad.<br />
'<br />
''<br />
koordinatTa sibrtyeze ( x, y ) da ( x, y ) wertilebze atareben or – or<br />
'<br />
wrfes kuTxuri koeficientebiT b da<br />
luri are aris wrfivi regresiis ndobis are (ix. nax. 7.1).<br />
nax. 7.1.<br />
89<br />
,<br />
''<br />
b . am wrfeebis mier moculi maqsima-<br />
cnobilia, rom SemTxveviT sidideebs Soris wrfivi kavSiris siZlieris<br />
maCvenebelia korelaciis koeficienti. ganvsazRvroT kavSiri wrfivi regresiis<br />
koeficientebs da korelaciis koeficients Soris. gavyoT regresiis ko-<br />
2<br />
eficientis b - s gamosaTvleli gamosaxulebis mricxveli da mniSvneli n -<br />
ze, miviRebT<br />
1 n 1 n 1 n<br />
∑ xi yi − ∑ xi ∑ yi<br />
n rS i 1 i 1 i 1<br />
xS y S<br />
= n = n =<br />
y<br />
b = = = r ,<br />
2 2<br />
1 n<br />
2 ⎛ 1 n ⎞ Sx Sx<br />
∑ xi − ⎜ ∑ xi<br />
⎟<br />
n i= 1 ⎝ n i=<br />
1 ⎠<br />
saidanac
⋅ Sx<br />
r = .<br />
S y<br />
Tu korelaciis koeficienti gamoTvlili iqna adre, maSin is SeiZleba<br />
gamoyenebuli iqnas wrfivi regresiis gansasazRvrad<br />
S y<br />
y = a + r ⋅ x ,<br />
Sx<br />
anda Tu a - s SevcvliT y − b ⋅ x - iT, miviRebT<br />
S y<br />
y − y = r ( x − x)<br />
.<br />
Sx<br />
aqedan cxadad Cans, rom rodesac korelaciis koeficienti r = 0 , maSin<br />
wrfivi regresia aris abscisTa RerZis paraleluri wrfe, anu y ar aris<br />
damokidebuli x – ze.<br />
7.4. arawrfivi regresia<br />
rogorc zemoT iyo aRniSnuli, arawrfivi regresiis identifikaciisaTvis<br />
saWiroa umcires kvadratTa kriteriumis minimizacia. regersiis saxisagan,<br />
anu y = f ( x)<br />
- gan damokidebulebiT miiReba sxvadasxva saxis arawrfiv normalur<br />
gantolebaTa sistemebi. maTi amoxsnisaTvis, yovel konkretul<br />
SemTxvevaSi, saWiroa avirCioT Sesabamisi meTodi. identifikaciis amocanis<br />
gasamartiveblad saWiroa vecadoT, Tu es SesaZlebelia, regresia avirCioT<br />
rac SeiZleba naklebi raodenobis ucnobi parameterebiT. zogjer<br />
SesaZlebelia cvladebis SecvliT movaxdinoT regresiis gawrfiveba ucnobi<br />
parametrebis mimarT. Tu regresiis yvela parametris gawrfiveba ver xerxdeba,<br />
unda vecadoT gawrfivebiT SevamciroT regresiaSi ara wrfivad Semavali<br />
parametrebis raodenoba. ganvixiloT ramodenime martivi magaliTi.<br />
dauSvaT saWiroa arawrfivi regresiis aRdgena xi, yi, i = 1,..., n dakvirvebis<br />
Sedegebis safuZvelze. vTqvaT regresias aqvs maCvenebliani funqciis saxe<br />
x<br />
y = a ⋅ b . galogariTmebiT SeiZleba mivaRwioT am damokidebulebis gawrfiveba<br />
ln y = ln a + x ⋅ ln b . Tu regresiuli damokidebulebis identifikaciis win<br />
movaxdenT sawyisi monacemebis gardaqmnas xi ,ln yi, i = 1,..., n , maSin gawrfivebuli<br />
regresiis aRsadgenad, anu ln a da ln b gansasazRvrad SeiZleba gamoviyenoT<br />
wrifvi regresiis identifikaciis formulebi. cxadia, rom amis Semdeg,<br />
sawyisi regresiis a da b koeficientebis gansazRvra ar warmoadgens aravi-<br />
Tar sirTules.<br />
b<br />
ganvixiloT xarisxobrivi damokidebuleba y = a ⋅ x . am SemTxvevaSi galogariTmeba<br />
iZleva ln y = ln a + b ⋅ ln x . sawyisi monacemebi unda gardavqmnaT<br />
Semdegnairad: ln xi ,ln yi, i = 1,..., n . ln a da b koeficientebi ganisazRvrebian<br />
rogorc wrfivi regresiis koeficientebi, xolo a koeficienti ganisazRvreba<br />
uku gardaqmniT.<br />
90
amocanebi amocanebi praqtikuli praqtikuli mecadineobisaTvis<br />
mecadineobisaTvis<br />
1. latariaSi 1000 bileTia; maTgan erTi bileTi igebs 500 lars, 10 bile-<br />
Ti igebs 100 – 100 lars, 50 bileTi igebs 20 – 20 lars, xolo 100 bile-<br />
Ti igebs 5-5 lars, danarCeni bileTebi aramomgebiania. ipoveT ara<br />
nakleb 20 laris mogebis albaToba [4].<br />
2. sam iaraRis sawyobs esvrian erT bombs. pirvel sawyobze moxvedris<br />
albaToba tolia 0.01 – is; meoreze – 0.008- is; mesameze – 0.025. erT sawyobze<br />
moxvedrisas feTqdeba samive sawyobi. ipoveT albaToba imisa,<br />
rom sawyobebi iqnebian afeTqebuli [4].<br />
3. wriuli samizne Sedgeba sami zonisagan: I, II da III. erTi gasrolisas<br />
pirvel zinaSi moxvedris albaToba tolia 0.15 – is, meoreSi – 0.23 –<br />
is, mesameSi – 0.17 – is. ipoveT acdenis albaToba [4].<br />
4. yuTSi ori TeTri da sami Savi burTulaa. yuTidan mimdevrobiT iReben<br />
or burTulas. ipoveT albaToba imisa, rom orive burTula TeTria<br />
[4].<br />
5. igive pirobaa, magram pirveli amoRebis Semdeg burTulas abruneben<br />
yuTSi da burTulebs ureven [4].<br />
6. sami msroleli erTmaneTisagan damoukideblad esvrian mizanSi. mizan-<br />
Si moxvedris albaToba pirveli, meore da mesame msrolelisaTvis<br />
Sesabamisad tolia: p = 0.2 ; p = 0.5 ; p = 0.3 . ipoveT albaToba imisa,<br />
rom samive msroleli moaxvedrebs mizanSi [4].<br />
7. samjer esvrian erTi da igive samiznes. moxvedrebis albaToba pirveli,<br />
meore da mesame gasrolisas Sesabamisad tolia: p = 0.4 ; p = 0.5 ;<br />
p = 0.7 . ipoveT albaToba imisa, rom am sami gasrolis Sedegad samiznes<br />
moxvdeba erTxel [4].<br />
8. wina magaliTis pirobebSi ipoveT albaToba imisa, rom samiznes erTxel<br />
mainc moxvdeba [4].<br />
9. samiznes esvrian erTxel. moxvedris albaToba tolia 0.3 – is. Sem-<br />
TxveviTi sidide X aris moxvedrebaTa raodenoba. aageT X sididis<br />
ganawilebis mwkrivi da ganawilebis mravalkuTxedi [4].<br />
10. msrloleli samjer esvris samiznes. yoveli gasrolisas moxvedris<br />
albaToba tolia 0.4-is. yoveli moxvedrisaTvis msrolels ericxeba 5<br />
qula. aageT Segrovebuli qulebis ganawilebis mwkrivi [4].<br />
11. raRac mizans esvrian pirvel moxvedrebamde. yoveli gasrolisas moxvedrebis<br />
albaToba p - s tolia. X SemTxveviTi sidide aris gasrolaTa<br />
ricxvi. aageT X sididis ganawilebis mwkrivi [4].<br />
12. mizanSi isvrian erTxel. moxvedrebis albaToba tolia 0.3 – is. aageT<br />
moxvedrebaTa ricxvis ganawilebis funqcia [4].<br />
13. mizanSi isvrian 4 – jer; yoveli gasrolisas moxvedrebis albaToba<br />
tolia 0.3 – is. aageT moxvedrebaTa ricxvis ganawilebis funqcia [4].<br />
14. uwyveti SemTxveviTi sididis ganawilebis funqcia mocemulia gamosaxulebiT<br />
91
⎧<br />
⎪0<br />
при x < 0,<br />
⎪ 2<br />
F ( x)<br />
= ⎨ax<br />
при 0 < x < 1,<br />
⎪<br />
⎪1<br />
при x > 1.<br />
⎪⎩<br />
a) ipoveT koeficienti a .<br />
b) ipoveT ganawilebis simkvrive f (x)<br />
.<br />
g) ipoveT SemTxveviTi sidide X -is 0.25-dan 0.5-de intervalSi moxvedris<br />
albaToba [4].<br />
15. X SemTxveviTi sidide ganawilebulia kanoniT romlis simkvrivea:<br />
π π<br />
f ( x) = a ⋅ cos x roca − < x < ;<br />
2 2<br />
π π<br />
f ( x)<br />
= 0 roca x < − an x > .<br />
2 2<br />
a) ipoveT koeficienti a .<br />
b) aageT f (x)<br />
ganawilebis simkvrivis grafiki.<br />
g) ipoveT F (x)<br />
ganawilebis funqcia da aageT misi grafiki.<br />
π<br />
d) ipoveT SemTxveviTi sidide X -is 0-dan -de intervalSi moxvedris<br />
4<br />
albaToba [4].<br />
16. X SemTxveviTi sididis ganawilebis simkvrive mocemulia formuliT:<br />
1<br />
f ( x)<br />
. 2<br />
π ( 1+<br />
x )<br />
a) aageT f (x)<br />
simkvrivis grafiki.<br />
b) ipoveT albaToba imisa, rom X SemTxveviTi sidide moxvdeba ( − 1 , + 1)<br />
intervalSi [4].<br />
17. cxril 1.a. – Si mocemulia Carxze damzadebuli (romelic uSvebs aTasobiT<br />
aseT nakeTobebs) 200 samagris Tavakebis zomebi. yvela piroba, romelSiac<br />
muSaobda Carxi, ucvleli iyo. aageT ganawilebis empiriuli funqcia, histograma,<br />
gamoiTvaleT Sesabamisi SemTxveviTi sididis ricxviTi maxasiaTeblebi.<br />
gamoiTvaleT igive ricxviTi maxasiaTeblebi dajgufebuli monacemebiT.<br />
gamoTvlili mniSvnelobebiT imsjele SemTxveviTi sididis da misi<br />
ganawilebis kanonis Sesaxeb [1].<br />
92<br />
cxrili 1.a.<br />
100 samagris Tavakis diametri, mm<br />
13.39 13.34 13.33 13.14 13.56 13.31 13.38 13.51 13.38 13.40<br />
13.28 13.23 13.34 13.37 13.50 13.64 13.38 13.30 13.42 13.34<br />
13.53 13.43 13.58 13.58 13.32 13.63 13.27 13.48 13.26 13.32<br />
13.57 13.38 13.36 13.33 13.43 13.57 13.38 13.28 13.39 13.28<br />
13.40 13.34 13.39 13.54 13.50 13.40 13.52 13.47 13.55 13.43<br />
13.29 13.28 13.33 13.46 13.38 13.37 13.61 13.53 13.44 13.26<br />
13.43 13.33 13.51 13.39 13.50 13.56 13.38 13.24 13.34 13.34<br />
13.41 13.43 13.49 13.51 13.42 13.51 13.45 13.48 13.48 13.54
13.55 13.52 13.44 13.23 13.50 13.48 13.40 13.66 13.48 13.32<br />
13.43 13.53 13.26 13.44 13.58 13.69 13.38 13.43 13.59 13.37<br />
13.45 13.58 13.47 13.24 13.62 13.32 13.45 13.52 13.39 13.50<br />
13.40 13.37 13.57 13.18 13.46 13.50 13.33 13.45 13.40 13.60<br />
13.52 13.40 13.35 13.40 13.29 13.33 13.48 13.20 13.43 13.44<br />
13.39 13.41 13.46 13.39 13.29 13.48 13.55 13.42 13.31 13.46<br />
13.40 13.30 13.20 13.45 13.31 13.40 13.46 13.45 13.13 13.40<br />
13.62 13.35 13.42 13.42 13.54 13.36 13.31 13.44 13.58 13.41<br />
13.47 13.28 13.48 13.37 13.59 13.54 13.20 13.43 13.56 13.35<br />
13.29 13.41 13.31 13.51 13.42 13.44 13.32 13.36 13.48 13.36<br />
13.45 13.26 13.29 13.51 13.32 13.38 13.24 13.46 13.38 13.34<br />
13.32 13.53 13.52 13.40 13.57 13.25 13.62 13.37 13.29 13.55<br />
18. cxril 2.a. – Si mocemulia 9 fermeris nakveTze moyvenili pomidorisa da<br />
kitris mosavlis raodenoba da amave nakveTebis niadagebSi nitratebisa da<br />
fosfatebis Semcvelobebi. gamoiTvaleT Sesabamis SemTxveviTi sidideebis<br />
ricxviTi maxasiaTeblebi, maT Soris korelaciis koeficientebi miRebuli<br />
mosavalis sidideebsa da niadagSi nitratebisa da fosfatebis Semcvelobebs<br />
Soris.<br />
fermeris<br />
nakveTis<br />
nomeri<br />
nitratebis<br />
Semcveloba.<br />
mg/kg<br />
fosfatebis<br />
Semcveloba.<br />
mg/kg<br />
pomidoris<br />
mosavali<br />
kg/0.01 ha<br />
kitris<br />
mosavali<br />
kg/0.01 ha<br />
cxrili 2.a.<br />
1 2 3 4 5 6 7 8 9<br />
61.1 24.3 21.7 17.3 16 13.2 12.4 12 3.5<br />
512.2 348.66 292 259.36 257.94 243 170.74 122.4 75<br />
- 253.33 130 104.5 101 139.33 72 90 71<br />
145 168 - - 192 63 80 63 76<br />
19. uwyveti SemTxveviTi X sidide ganawilebulia Semdegi simkvrivis mqone<br />
kanoniT<br />
f ( x)<br />
= Ae .<br />
ipoveT A koeficienti. gansazRvreT X sididis maTematikuri molodini,<br />
dispersia, saSualo kvadratuli gadaxra, asimetria da eqscesi [4].<br />
20. X SemTxveviTi sidide ganawilebulia Semdegi simkvrivis mqone kanoniT:<br />
93<br />
− x<br />
⎧<br />
⎪ax<br />
at 0 < x < 1,<br />
f ( x)<br />
= ⎨<br />
⎪<br />
⎩0<br />
at x < 0 or x > 1.
aageT albaTobebis gnawilebis simkvrivis grafiki, gansazRvreT a , maTematikuri<br />
molodini, dispersia, saSualo kvadratuli gadaxra da asimetriis<br />
koeficienti [4].<br />
21. avtomaturi satelefono sadguri saaTSi saSualod Rebulobs K gamoZaxebas.<br />
gamoZaxebebis raodenobebi drois nebismier intervalSi ganawilebulia<br />
puasonis kanoniT. ipoveT albaToba imisa, rom or wuTSi sadgurSi mova<br />
zustad sami gamoZaxeba [4].<br />
22. wina magaliTis pirobebSi ipoveT albaToba imisa, rom or wuTSi erTi<br />
gamoZaxeba mainc mova [4].<br />
23. igive pirobebSi ipoveT albaToba imisa, rom or wuTSi mova ara nakleb<br />
sami gamoaxeba [4].<br />
24. sarTavi dazgis muSaobisas Zafi wydeba saaTSi saSualod 0.375 – jer. ipoveT<br />
albaToba imisa, rom cvlaSi (8 saaTis ganmavlobaSi) Zafis gawyvetis<br />
raodenoba iqneba moTavsebuli 2-sa da 4-s Soris (ara nakleb orisa da ara<br />
umetes oTxis) [4].<br />
25. samizneSi erTmaneTisagan damoukideblad esvrian 50-jer. erTi gasrolisas<br />
mizanSi moxvedrebis albaToba tolia 0.4-is. binomialuri ganawilebis<br />
zRvruli Tvisebis gamoyenebiT ipoveT miaxloebiTi albaToba imisa,<br />
rom mizanSi moxvdeba: arc erTi yumbara, erTi yumbara, ori yumbara [4].<br />
26. mocemulia normalurad ganawilebuli SemTxveviTi sidide 1.2-is toli<br />
maTematikuri molodiniT da 0.8-is toli saSualo kvadratuli gadaxriT.<br />
ipoveT albaToba imisa, rom SemTxveviTi sidide xvdeba intervalSi [-1.6;<br />
+1.6] [4].<br />
27. mocemulia normalurad ganawilebuli X SemTxveviTi sididis maTema-<br />
Tikuri molodini m da abscisTa RerZze intervali ( α , β ) . rogori unda<br />
iyos SemTxveviTi sididis saSualo kvadratuli gadaxra σ , rom mocemul<br />
intervalSi misi moxvedris albaToba iyos maqsimaluri [4]?<br />
28. gazomvis cdomilebis ganawilebis kanonis gamokvlevis mizniT radiomzomiT<br />
ganxorcielda daSorebis 400 gazomva. cdebis Sedegebi mocemulia <strong>statistikuri</strong><br />
mwkrivis saxiT:<br />
I 20;30 30;40 40;50 50;60 60;70 70;80 80;90<br />
cxrili a.3.<br />
90;100<br />
i<br />
m 21 72 66 38 51 56 64 32<br />
i<br />
p 0.052 0.180 0.165 0.095 0.128 0.140 0.160 0.080<br />
i<br />
gaasworeT <strong>statistikuri</strong> mwkrivi Tanabari simkvrivis kanoniT [4].<br />
94
29. ganxorcielda miwiszeda samizneze TviTmfrinavidan srolisas damiznebis<br />
gverdiTi Secdomis 500 gazomva. gazomvis Secdomebi (radianis meaTased nawilebSi)<br />
moyvenilia <strong>statistikuri</strong> mwkrivis saxiT:<br />
I i<br />
-4;-3 -3;-2 -2;-1 -1;0 0;1 1;2 2;3 3;4<br />
m 6 25 72 133 120 88 46 10<br />
i<br />
i<br />
p 0.012 0.050 0.144 0.266 0.240 0.176 0.092 0.020<br />
aRniSvnebi: i I - damiznebis Secdomis mniSvnelobebis intervalebi; m i - mo-<br />
mi<br />
cemul intervalSi dakvirvebebis ricxvi; pi<br />
= - Sesabamisi sixSireebi [4].<br />
n<br />
<strong>statistikuri</strong> mwkrivis monacemebiT miaxloebiT aageT damiznebis Secdomis<br />
ganawilebis <strong>statistikuri</strong> mwkrivi.<br />
30. moaxdineT wina magaliTSi mocemuli <strong>statistikuri</strong> ganawilebis gagluveba<br />
normaluri kanonis daxmarebiT [4]:<br />
95<br />
2<br />
( x−m<br />
)<br />
−<br />
2<br />
2<br />
1 σ<br />
f ( x)<br />
= e .<br />
σ 2π<br />
31. cxrilSi moyvenilia [0,5] intervalSi Tanabrad ganawilebul SemTxveviT<br />
sidideze dakvirvebis Sedegebi. gamoTvaleT maTematikuri molodini. dispersia.<br />
aageT albaTobebis ganawilebis empiriuli funqcia da simkvrive.<br />
i 1 2 3 4 5 6 7 8 9 10 11 12<br />
x 2.128 0.410 2.373 0.352 4.204 0.298 1.466 4.586 1.839 3.873 1.639 3.488<br />
i<br />
i 13 14 15 16 17 18 19 20 21 22 23 24<br />
x 4.220<br />
i<br />
3.589 1.533 0.813 1.647 2.330 1.233 4.128 1.395 2.408 0.745 4.371<br />
i 25 26 27 28 29 30<br />
x 1.436 3.863 4.882 2.462 4.439 4.136<br />
i<br />
32. cxrilSi mocemulia normalurad ganawilebuli SemTxveviTi sidideebis<br />
generatoris muSaobis Sedegebi maTematikuri molodiniT 2 da dispersiiT<br />
4. generirebuli monacemebiT gamoTvaleT maTematikuri molodini da<br />
dispersia. aageT albaTobebis ganawilebis empiriuli funqcia da simkvrive.<br />
i 1 2 3 4 5 6 7 8 9 10 11 12<br />
x 0.178<br />
i<br />
1.169 1.830 0.523 1.65<br />
5<br />
-4.082 -1.646 13.<br />
24<br />
2.509 1.57<br />
3<br />
6.996 5.68<br />
2<br />
i 13 14 15 16 17 18 19 20 21 22 23 24<br />
x 2.914<br />
i<br />
1.169 -0.111 6.010 2.8<br />
03<br />
-0.313 3.473 6.7<br />
09<br />
-0.653 3.26<br />
3<br />
-4.756 1.74<br />
0<br />
i 25 26 27 28 29 30<br />
x 5.702<br />
i<br />
6.458 -1.074 10.05<br />
6<br />
3.74<br />
2<br />
4.106
33. Cvidmeti gamosacdelisagan TiToeuls SemTxveviTi mimdevrobiT miewodeboda<br />
ori signali: sinaTlisa da bgeriTi. signalebis intensivoba mTeli<br />
eqsperimentis dros ucvleli iyo. dro signalis warmoSobis momentsa da<br />
gamosacdelis reaqcias Soris fiqsirdeboda xelsawyoTi. eqsperimentis Sedegebi<br />
mocemulia cxrilSi.<br />
i<br />
x i<br />
i y<br />
96<br />
i<br />
x i<br />
i y<br />
1 223 181 10 191 156<br />
2 104 194 11 197 178<br />
3 209 173 12 183 160<br />
4 183 153 13 174 164<br />
5 180 168 14 176 169<br />
6 168 176 15 155 155<br />
7 215 163 16 115 122<br />
8 172 152 17 163 144<br />
9 200 155<br />
SeiZleba CavTvaloT adamianis sinaTlisa da bgeriT signalebze reaqciis<br />
dro erTnairi?<br />
34. cxrilSi mocemulia mdinaris wylis amiakiT dabinZurebis monacemebi or<br />
mezobel kveTSi TerTmeti Tvis ganmavlobaSi (TveSi TiTo gazomva). cnobilia,<br />
rom mdinaris wylis dabinZurebis parametris saSualo wliuri mniSvneloba<br />
zeda kveTSi 0.245 – is tolia. kontrolis qvemo kveTSi Sesrulebuli<br />
mocemuli parametris koncentraciis TerTmeti gazomvis SedegiT daadgineT<br />
misi saSualo wliuri mniSvnelobis gazrdis faqti im pirobiT, rom gazomvis<br />
Sedegebi ganawilebulia normaluri ganawilebis kanonis Tanaxmad.<br />
gazomvis<br />
dro<br />
kontrolis<br />
zeda<br />
kve-<br />
Ti<br />
kontro-<br />
lis<br />
qveda<br />
kveTi<br />
I II III IV V VI VII VIII IX X XI<br />
x 11 8 x<br />
0.3 0.32 0.6 0.34 0.06 0.13 0.34 0.4 0.02 0.1 0.09 0.245 0.311<br />
0.62 0.68 0.8 0.38 0.18 0.48 0.54 0.51 0.08 0.18 0.1 0.414 0.524<br />
35. gadawyviteT wina magaliTis amocana pirveli rva Tvis monacemebis safuZvelze.<br />
anu mdinaris zeda kveTSi dabinZurebis parametris saSualo mniSvneloba<br />
0.311 – is tolia. kontrolis qveda kveTSi rva gazomvis SedegiT<br />
daadgineT am kveTSi dabinZurebis saSualo mniSvnelobis gazrdis faqti.<br />
36. gadawyviteT 35 da 36 magaliTebSi dasmuli problemebi mani-uitnisa da<br />
uilkoksonis kriteriumebiT.
37. fermerebis xuT nakveTSi iyo ganxorcielebuli niadagSi nitratebis Semcvelobebis<br />
gazomva gazafxulze da Semodgomaze. daadgineT SemodgomiT niadagSi<br />
nitratebis Semcvelobis cvlilebis faqti gazafxulTan SedarebiT.<br />
s/s nakveTis<br />
nomeri<br />
gazafxulze<br />
niadagSi<br />
nitratebis<br />
Semcveloba<br />
(mg/kg)<br />
SemodgomiT<br />
niadagSi<br />
nitratebis<br />
Semcveloba<br />
(mg/kg)<br />
1 2 3 4 5<br />
18 17.3 9.5 4.6 5.3<br />
15.3 12.7 12.2 11.8 10.5<br />
38. SeamowmeT ξ SemTxveviTi sididis medianis mocemul mniSvnelobasTan<br />
tolobis θ = θ 0 hipoTeza am SemTxveviT sidideze 15 dakvirvebis SedegiT,<br />
romlebic mocemulia cxrilSi<br />
i 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15<br />
x 9.18 5 2.81 3.58 3.99 4.9 7.32 3.35 3.41 3.1 7.14 8.11 6.11 4.3 3.17<br />
i<br />
a) θ = 5 ;<br />
b) θ = 3;<br />
g) θ = 3.5 .<br />
39. fermeris nakveTis nitratebiT dabinZurebis donis cvlilebis dadgenis<br />
mizniT gazafxulze da SemodgomiT zomaven mis koncentracias niadagis xuT<br />
siRrmiT fenaSi (15 sm, 30 sm, 45 sm, 60 sm, 90 sm). Sedegebi mocemulia cxrilSi.<br />
mani-uitnis kriteriumis daxmarebiT daadgineT niadagis gabinZurebis donis<br />
cvlilebis faqti.<br />
siRrmiTi<br />
fenis nomeri<br />
gazafxulze<br />
niadagis<br />
fenebSi<br />
nitratebis<br />
Semcveloba<br />
(mg/kg)<br />
SemodgomiT<br />
niadagis<br />
fenebSi<br />
1 2 3 4 5<br />
18 17.3 9.5 4.6 5.3<br />
15.3 12.7 12.2 11.8 10.5<br />
97
nitratebis<br />
Semcveloba<br />
(mg/kg)<br />
40. wina magaliTi gadawyvite uilkoksonis kriteriumis daxmaebiT.<br />
41. mdinaris mocemuli kveTis dabinZurebaze gavlenas axdenen garkveuli<br />
sawarmos Camdinare wylebi, romlebic mdinaris wyals abinZureben amiakiT.<br />
sawarmoSi danerges axali, ekologiurad ufro usafrTxo, teqnologia.<br />
cxrilis pirvel striqonSi mocemulia mdinaris wyalSi amiakis koncentraciis<br />
gazomvis Sedegebi axali teqnologiis danergvamde, xolo meore striqonSi<br />
mocemulia gazomvis Sedegebi axali teqnologiis danergvis Semdeg.<br />
mani-uitnisa da uilkoksonis kriteriumebis daxmarebiT daadgineT mdinaris<br />
wylis dabinZurebis donis cvlilebis faqti sawarmoSi axali teqnologiis<br />
danergvis Semdeg.<br />
gazomvis<br />
rigiTi<br />
nomrebi<br />
amiakis<br />
Semcveloba<br />
mdinaris<br />
wyalSi<br />
axali<br />
teqnologiis<br />
danergvamde<br />
amiakis<br />
Semcveloba<br />
mdinaris<br />
wyalSi<br />
axali<br />
teqnologiis<br />
danergvis<br />
Semdeg<br />
1 2 3 4 5 6 7 8<br />
0.3 0.52 0.53 0.39 0.25 0.19 0.35 0.23<br />
0.02 0.2 0.07<br />
42. gamoiyeneT niSnebis kriteriumi sinaTlisa da bgeriT signalebze<br />
adamianebis reaqciis drois monacemebis analizisaTvis (ix. magaliTi 34) [1].<br />
43. gadawyvite wina magaliTis amocana uilkoksonis niSnebis rangebis<br />
jamebis kriteriumis gamoyenebiT. roca: a) n = 15 ; b) n = 17 [1].<br />
44. gamoTvaleT adamianis sinaTlisa da bgeriT signalebze reagirebis monacemebis<br />
ZiriTadi ricxviTi maxasiaTeblebi (maT Soris korelacia) (ix. magaliTi<br />
34) [1].<br />
45. cxrilSi moyvanilia avadmyofebisaTvis limfuri jirkvalis gazomvis Sedegebi<br />
ultrasonografiisa da kompiuteruli tomografiis meTodebiT. er-<br />
Ti da imave avadmyofs orive meTodiT gazomvebi utardeboda erTi da igive<br />
98
dros. SeamowmeT orive meTodiT miRebuli gazomvis Sedegebis identuroba:<br />
a) niSnebis kriteriumis meTodiT Sewyvilebuli dakvirvebebisaTvis; b)<br />
uilkoksonis niSnebis rangebis jamis meTodiT.<br />
gazomvis<br />
nomeri<br />
ultrasonografiakompiuterulitomografia<br />
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15<br />
2.3 1.5 1.4 1.5 1.8 1.2 1.0 1.5 1.5 1.7 0 0 0 0 0<br />
1.8 1.8 1.7 1.5 1.5 1.5 1.3 1.7 1.6 1.6 1.8 0.7 1.5 0.8 1.2<br />
46. grafikuli meTodiT SeamowmeT hipoTezebi imis Sesaxeb, rom adamianis<br />
reaqciis dro sinaTlisa da bgeris signalebze (ix. magaliTi 34) ganawilebuli<br />
arian normaluri kanoniT [1].<br />
47. cxrilSi moyvanilia or ganzomilebiani normalurad ganawilebuli<br />
fsevdo SemTxveviTi veqtoris generaciis Sedegebi. ipoveT or ganzomilebiani<br />
ganawilebis parametrebis Sefasebebi, aageT am parametrebis ndobis intervalebi,<br />
SeamowmeT am parametrebTan dakavSirebuli hipoTezebi.<br />
maTematikuri molodinis veqtori:<br />
a = [ 1.0000. 3.0000].<br />
dispersiuli matrica<br />
┌ ┐<br />
W = │ 2.000000 0.700000│;<br />
│ 0.700000 4.000000│<br />
└ ┘<br />
Ggenerirebuli monacemabi<br />
┌────╥──────────┬──────────┐<br />
x ,<br />
x ,<br />
│ j ║ 1 j │ 2 j │<br />
├────╫──────────┼──────────┤<br />
│1 ║-8.075323 │ 1.851354 │<br />
│2 ║ 1.866408 │ 0.934127 │<br />
│3 ║ 0.506295 │ 4.112154 │<br />
│4 ║-0.208784 │ 1.254827 │<br />
│5 ║ 0.470386 │ 2.764051 │<br />
│6 ║-0.809748 │ 3.434635 │<br />
│7 ║-0.256132 │ 5.545604 │<br />
│8 ║-1.316983 │ 2.559858 │<br />
│9 ║ 2.556789 │ 1.783427 │<br />
│10 ║ 1.684340 │ 1.825249 │<br />
│11 ║ 2.283028 │ 4.774898 │<br />
│12 ║ 1.421519 │ 1.779352 │<br />
│13 ║-0.523746 │ 2.530648 │<br />
│14 ║ 0.468836 │ 1.692398 │<br />
│15 ║ 1.830686 │ 1.477231 │<br />
│16 ║ 0.299683 │ 0.980654 │<br />
│17 ║ 2.113039 │ 1.440862 │<br />
│18 ║ 3.177876 │ 6.591503 │<br />
│19 ║ 1.727140 │ 5.389623 │<br />
│20 ║ 0.935191 │-1.391321 │<br />
99<br />
│21 ║-1.026028 │ 1.345145 │<br />
│22 ║-0.245524 │-0.960215 │<br />
│23 ║-0.146793 │-1.679388 │<br />
│24 ║ 2.197345 │ 3.455451 │<br />
│25 ║ 2.279845 │ 3.775871 │<br />
│26 ║ 0.677116 │ 1.335242 │<br />
│27 ║ 1.743165 │ 3.270833 │<br />
│28 ║ 3.391363 │ 3.040776 │<br />
│29 ║ 4.315069 │ 0.460287 │<br />
│30 ║ 1.249540 │ 1.765827 │<br />
│31 ║-0.277846 │ 5.010329 │<br />
│32 ║ 1.715998 │ 5.323771 │<br />
│33 ║ 1.145639 │ 3.351479 │<br />
│34 ║ 3.430488 │ 3.269623 │<br />
│35 ║-1.028074 │-1.590042 │<br />
│36 ║ 3.099870 │ 7.267988 │<br />
│37 ║ 2.372273 │ 4.016786 │<br />
│38 ║-0.738203 │ 1.255776 │<br />
│39 ║ 3.220242 │ 3.993731 │<br />
│40 ║ 1.967129 │ 5.068442 │<br />
│41 ║ 1.282559 │ 1.706056 │<br />
│42 ║-0.474923 │ 4.172657 │<br />
│43 ║ 0.976219 │ 5.508640 │
│44 ║-0.631014 │ 2.215554 │<br />
│45 ║ 2.226529 │ 6.405292 │<br />
│46 ║-0.813716 │ 1.403541 │<br />
│47 ║-0.357754 │ 1.435465 │<br />
│48 ║ 1.243116 │ 2.913436 │<br />
100<br />
│49 ║-0.346079 │ 1.246020 │<br />
│50 ║ 1.750597 │ 4.146453 │<br />
│ ║ │ │<br />
└────╨──────────┴──────────┘<br />
48. erTfaqtoruli dispersiuli analizis gamoyenebiT gamoikvlieT ramodenime<br />
katalizatoris gavlena garkveuli qimiuri reaqciis gamosavalze. cxrilSi<br />
mocemulia qimiuri reaqciis gamosavali produqtis monacemebi gramebSi [3].<br />
dakvirvebis<br />
nomeri<br />
katalizatorebi<br />
A 1 A 2<br />
3 A A 4<br />
5 A<br />
1 3.2 2.6 2.9 3.7 3.0<br />
2 3.1 3.1 2.6 3.4 3.4<br />
3 3.1 2.7 3.0 3.2 3.2<br />
4 2.8 2.9 3.1 3.3 3.5<br />
5 3.3 2.7 3.0 3.5 2.9<br />
6 3.0 2.8 2.8 3.3 3.1<br />
jami 18.5 16.8 17.4 20.4 19.1<br />
49. oTx sxvadasxva laboratoriaSi xdeboda sami sxvadasxva tipis zRvis wylis<br />
gamomxdeli aparatis gamocda (ix. cxrili). yoveli konkretuli gamocda meordeboda<br />
samjer. gamocdis Sedegebi gamosaxulia narCeni wylis marilianobis<br />
procentebSi. aparatebi avRniSnoT asoebiT A 1 , A 2 , A 3 , xolo laboratoriebi –<br />
asoebiT B 1 , B 2 , 3 B , B 4 . miviReT ori faqtori: “aparatis faqtori” A da<br />
“laboratories faqtori” B . imisaTvis, rom avirCioT saukeTeso aparati, unda<br />
SevafasoT A faqtori; miRebuli Sedegebis swori interpretacia saWiroebs B<br />
faqtoris gaTvaliswinebas. miT umetes, rom laboratoriebs Soris gansxvaveba<br />
SeiZleba gamowveuli iyos adgilobrivi pirobebis gansxvavebiT (zRvis wylis<br />
tipi), romelic gaTvaliswinebuli uda iqnas. Bolos, A da B faqtorebs Soris<br />
SeiZleba iyos urTierTqmedeba, radgan erTi laboratoriisaTvis kargi<br />
aparati SeiZleba cudi gamodges sxva laboratoriisaTvis [3].<br />
A 1<br />
A 2<br />
3 A<br />
A<br />
B<br />
B 3.6 3.8 4.1 2.9 3.1 3.0 2.7 2.5 2.9<br />
1<br />
B 4.2 4.0 4.1 3.3 2.9 3.2 3.7 3.5 3.6<br />
2<br />
B 3.8 3.5 3.6 3.6 3.7 3.5 3.2 3.0 3.4<br />
3<br />
B 3.4 3.2 3.2 3.4 3.6 3.5 3.6 3.8 3.7<br />
4<br />
50. cxrilSi moyvanilia sxvadasxva sofelSi ganTavsebuli fermerebis nakveTebis<br />
niadagebSi nitratebisa da fosfatebis koncentraciebis (mg/kg) gazomvis Sedegebi<br />
erTi da igive wlis oTx sxvadasxva TveSi. gamoikvlieT niadagebSi nitratebisa<br />
da fosfatebis Semcvelobebze gazomvebis drois da teritorialuri<br />
mdebareobis faqtorebis gavlena.<br />
soflis<br />
rigiTi<br />
nakveTis<br />
rigiTi<br />
ivlisi<br />
niadagebSi nitratebis Semcveloba. cxrili a.<br />
seqtemberi<br />
oqtomberi<br />
noemberi
nomeri nomeri<br />
1<br />
1 343.61 10.3 38.5 30.2<br />
2 34.54 15.5 40 25.2<br />
3 121.78 17 30.2 30.5<br />
4 306.42 17 15.5 12.8<br />
5 13.19 13.2 22.5 25.5<br />
2<br />
6 34.54 15.5 27.4 24.3<br />
7 34.54 13.2 22.7 25.2<br />
8 43.39 15.2 20.5 12.5<br />
9 11.64 11.6 19.5 21.3<br />
3<br />
10 19.48 20 20.5 22.2<br />
11 54.46 13.95 27.6 25.7<br />
4 12 96.97 16.8 30.5 28.7<br />
5 13 136.8 15.2 34.5 25.2<br />
6<br />
14 121.77 15.6 153.6 17<br />
15 136.82 20.3 160.2 150<br />
16 108.93 20 136.8 100<br />
soflis<br />
rigiTi<br />
nomeri<br />
1<br />
2<br />
3<br />
nakveTis<br />
rigiTi<br />
nomeri<br />
ivlisi<br />
niadagebSi fosfatebis Semcveloba. cxrili b.<br />
seqtemberi<br />
101<br />
oqtomberi<br />
noemberi<br />
1 1071 200 642 471<br />
2 183.6 100 580.2 200<br />
3 104 70 100.2 102.2<br />
4 91.8 190 104 60.5<br />
5 318 183 70 70<br />
6 269 189 55 40<br />
7 171 61 70.2 80.2<br />
8 104 30 90.3 70.2<br />
9 122 30.6 147 100<br />
10 318 120 147 90.8<br />
11 91.8 257 120.8 100.2<br />
4 12 355 30.5 200 170.5<br />
5 13 844 35 514 305<br />
6<br />
14 336 53 924 800<br />
15 226 52 200 170<br />
16 330 52 134 120<br />
51. cxrilSi mocemulia monacemebi, romlebic miRebulia y = 2 x + 3 funqcionalur<br />
damokidebulebaze N (⋅;<br />
0,<br />
4)<br />
normalurad ganawilebuli aditiuri xmauris<br />
damatebiT. cxrilSi mocemuli monacemebiT aRadgineT da gamoikvlieT wrfivi<br />
regresia.<br />
i 1 2 3 4 5 6 7 8 9 10<br />
x 0.5 1 1.2 1.4 2.3 2.7 6 6.2 7 8<br />
y 5.33 2.92 3.94 8.15 8.73 8.09 19.11 13.37 13.49 17.21
literatura<br />
ZiriTadi literatura<br />
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ИНФА, 1998, 528 с.<br />
2. Холлендер М., Вулф А. Непараметрические методы статистики. – М: Финансы и статистика,<br />
1983, 518 с.<br />
3. Пустылник Е.И. Статистические методы анализа и обработки наблюдений.- М.: Наука,<br />
1968, 288 с.<br />
4. Вентцель Е.С. Теория вероятностей.- М.: Изд – во физико – матматческой литературы,<br />
1958, 664 с.<br />
ventceli e.s. albaTobaTa Teoria.- Tbilisi, ganaTleba, 1980, 638 gv.<br />
D<br />
damxmare literatura<br />
5. Айвазян С. А., Бухсштабер В. М., Енюков И. С., Месшалкин Л. Д. Прикладная<br />
статистика. Класификация и снижение размерности. Справочние издание под ред.<br />
Айвазяна С. А. -. М: финансы и статистика, 1989, 607 с.<br />
6. Айвазян С. А., Енюков И. С., Мешалкин Л. Д. Прикладная статистика. Основы моделирования<br />
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104
danarTi danarTi 1. 1. binomialuri ganawilebis zeda boloebis albaTobebi:<br />
n = 2 ( 1)<br />
10,<br />
p = . 05 (. 05)<br />
. 45,<br />
1/<br />
3;<br />
n = 2 ( 1)<br />
25,<br />
p = . 50 [2].<br />
rodesac B – s aqvs binomialuri ganawileba n da p 0 parametrebiT,<br />
cxrilebi ikiTxeba Semdegnairad:<br />
1. rodesac p . 5 ) , ( n<br />
p p = - Tvis moyvanilia<br />
0 <<br />
Pp { B ≥ b}<br />
. Tu moncemuli ( , n)<br />
0<br />
b - Tvis cxrilSi 0<br />
b – Tvis cxrilSi 0 p<br />
dabeWdilia α , maSin b α , n,<br />
p ) = b .<br />
( 0<br />
105<br />
p = - Tvis<br />
2. rodesac p . 5 boloebis albaTobebi SeiZleba miviRoT<br />
0 ><br />
Pp { 0 1 p0<br />
b<br />
0 =<br />
. 7{<br />
B ≥ 8}<br />
= P..<br />
3{<br />
B ≤ 2}<br />
= 1−<br />
P..<br />
3{<br />
B ≥ 3}<br />
= 1−<br />
.<br />
0 . = p ) , ( n<br />
= . 5<br />
P. 5{<br />
B b}<br />
= P.<br />
5{<br />
B ≤ ( n −<br />
gantolebidan B ≥ b}<br />
= P − { B ≤ n − } . magaliTad, rodesac n = 10,<br />
p . 7,<br />
8 = b vpoulobT<br />
P<br />
3. rodesac 5<br />
6172 =<br />
. 3828.<br />
b - Tvis Sesabamisi ujredis Semcveloba cxrilSi<br />
p - Tvis aris ≥ b)}<br />
. Tu ( b , n)<br />
- Tvis cxrilSi<br />
p = . 5 - Tvis dabeWdilia α , maSin b (α , n,<br />
1/<br />
2)<br />
= b .<br />
p<br />
= . 05
p<br />
= . 15<br />
106
p<br />
= . 30<br />
107
108
109
i λ<br />
danarTi danarTi 22.<br />
2<br />
puasonis ganawileba (albaTobebi λ e / i!<br />
−<br />
, gamravlebuli 106 - ze)<br />
110
111
112
113
114
115
116
117
danarTi danarTi danarTi 3. standartuli normaluri ganawilebis zeda bolos albaTobebi.<br />
cxrilSi mocemuli x - Tvis moyvanilia P( X ≥ x)<br />
, sadac X aqvs ganawileba<br />
N ( 0,<br />
1)<br />
. amrigad, Tu x iseTia, rom P ( X ≥ x)<br />
= α , maSin z = x<br />
118<br />
(α ) [2].
danarTi danarTi 4. pirsonis ganawilebis kvantilebi χ [3].<br />
rodesac f > 30<br />
2<br />
1− p<br />
miaxloebiTi formuliT<br />
119<br />
2<br />
1− p<br />
χ - is mniSvneloba SeiZleba gamovTvaloT<br />
χ<br />
2 1 2<br />
1− p 2 f −1<br />
+ u1−<br />
p )<br />
= (<br />
2<br />
sadac u1 − p - aris standartuli normaluri ganawilebis kvantili.<br />
am kanonis albaTobebis ganawilebis funqcias aqvs Semdegi saxe:<br />
1 n / 2−1<br />
x / 2<br />
x e , x > 0,<br />
n / 2<br />
2 Γ(<br />
n / 2)<br />
sadac Γ (⋅)<br />
aris gama funqcia da is gansazRvrulia nebismieri realuri<br />
a ricxvisaTvis Semdegi formuliT:<br />
∞<br />
∫<br />
a−1 −x<br />
Γ(<br />
a)<br />
= x e dx .<br />
0<br />
,
120
danarTi danarTi 5. stiudentis ganawilebis kvantilebi<br />
121<br />
1<br />
2<br />
p t<br />
−<br />
[3].
am kanonis albaTobebis ganawilebas aqvs SEmdegi saxe:<br />
⎛ n + 1⎞<br />
n+<br />
1<br />
Γ⎜<br />
⎟ 2<br />
−<br />
1<br />
2<br />
2 ⎛ ⎞<br />
( )<br />
⎝ ⎠ x<br />
fn<br />
x = ⋅ ⎜<br />
⎜1+<br />
⎟<br />
nπ<br />
⎛ n ⎞<br />
Γ⎜<br />
⎟<br />
⎝ n ⎠<br />
⎝ 2 ⎠<br />
danarTi danarTi danarTi 6. fiSeris ganawilebis kvantilebi F − p<br />
122<br />
1 [3].<br />
am kanonis albaTobebis ganawilebas aqvs SEmdegi saxe:<br />
⎛ m + n ⎞ m<br />
Γ⎜<br />
⎟<br />
−1<br />
2<br />
2<br />
( )<br />
⎝ ⎠ x<br />
fmn x = ⋅ , ( x > 0).<br />
m+<br />
n<br />
⎛ m ⎞ ⎛ n ⎞<br />
Γ⎜<br />
⎟⋅<br />
Γ⎜<br />
⎟ ( x + 1)<br />
2<br />
⎝ 2 ⎠ ⎝ 2 ⎠
123
124
125
danarTi danarTi danarTi 7. mani – uitnis kriteriumis U statistikis zeda kritikuli<br />
mniSvnelobebi [57].<br />
126
127
128
129
130
danarTi danarTi danarTi 8. uilkoksonis kriteriumis W statistikis qveda kritikuli<br />
mniSvnelobebi [29].<br />
131
132
133
134
danarTi danarTi 9. amonarCeviT gamoTvlili korelaciis koeficientis ganwilebis<br />
kvantilebi [3].<br />
1<br />
2<br />
p r<br />
−<br />
135
danarTi danarTi 10 10. 10<br />
uilkoksonis niSnebis rangebis jamebis statistikis zeda da<br />
qveda procentuli wertilebi<br />
136
137
ibeWdeba avtoris mier<br />
warmodgenili saxiT<br />
gadaeca warmoebas 17.10.2004. xelmowerilia dasabeWdad 19.10.2004. beWdva<br />
ofseturi. qaRaldis zoma 210X297 1/4. pirobiTi nabeWdi Tabaxi 8,5.<br />
saaRricxvo-sagamomcemlo Tabaxi 5. tiraJi 200 egz. SekveTa #<br />
gamomcemloba “teqnikuri universiteti”, Tbilisi, kostavas 77