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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 />

1. Тьюрин Ю. Н., Макаров А. А. Статистический анализ данных на компьютере.- М:<br />

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 />

и нервичная обработка данных. Справочное издание под ред. Айвазяна С.<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

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