ᐊᑯᓂᐅᓂᖅᓴᒥ ᐊᔾᔨᒌᓕᕐᓂᖅ: ᕉᓚᑦᒥ ᐊᒥᓱᑦ ᓈᓴᐅᑏᑦ ᒪᓕᒐᖓ
ᖃᓄᖅ ᐊᔾᔨᒌᒃᑎᑕᐅᔪᖅ −2.70%-ᒧᑦ ᖃᓂᓕᒋᐊᖅᐸᓪᓕᐊᕙᒻᒪᖔᑦ, ᓱᒻᒪᓗ ᑕᒪᓐᓇ ᐃᓱᒪᒋᔭᐅᕙᒃᑐᒥᑦ ᐊᑯᓂᐅᓂᖅᓴᐅᒻᒪᑦ.
ᑲᐃᕙᕐᓂᕐᒧᑦ ᐊᓯᐅᔾᔨᓂᐅᑉ ᐊᔾᔨᒌᒃᑎᑕᐅᔪᖓ −1/37-ᒧᑦ ᖃᓂᓕᒋᐊᖅᐸᓪᓕᐊᔪᖅ ᑲᐃᕙᕐᓃᑦ ᐊᒥᓲᓕᖅᐸᓪᓕᐊᑎᓪᓗᒋᑦ. ᐊᕕᒃᓯᒪᓂᖓ ᒥᑭᓕᖅᐸᓪᓕᐊᔪᖅ 1/√N-ᑐᑦ. 1,000 ᐊᐅᐸᓗᒃᑐᒧᑦ ᑲᐃᕙᕐᓃᑦ ᑭᖑᓪᓗᒋᑦ, ᐊᔾᔨᒌᒃᑎᑕᐅᔪᖅ ᐊᒥᓲᓂᖏᓐᓂ ±3% ᐃᓗᐊᓃᑦᑐᖅ ᓂᕆᐅᒋᔭᐅᔪᒥᑦ.
ᐊᒥᓱᑦ ᓈᓴᐅᑏᑦ ᒪᓕᒐᖓ
ᐃᒻᒥᓂᖅ ᐱᙳᐊᕈᑏᑦ ᐊᔾᔨᒌᒃᑎᑕᐅᔪᖓ ᓂᕆᐅᒋᔭᐅᔪᖅ ᐊᑭᖓᓄᑦᓈᓴᐃᓂᖅᓂᕆᐅᒋᔭᐅᔪᖅ ᐊᑭᖓᐱᙳᐊᕈᑎ ᐊᑐᓂ ᐊᑯᓂᐅᓂᖅᓴᒥ ᐊᔾᔨᒌᒃᑎᑕᐅᔪᖅ ᐱᓐᓂᖓ. ᐃᐅᕌᐸ ᐱᙳᐊᕈᑎ ᑕᒪᐃᓐᓂ −1/37 ᐱᙳᐊᕈᑎ ᑮᓇᐅᔭᖓᓂᑦ.ᐃᓘᓐᓇᖓ ᐅᖃᓕᒫᕐᓗᒍ → ᖃᓂᓕᒋᐊᖅᐸᓪᓕᐊᔪᖅ. N ᑲᐃᕙᕐᓃᑦ ᑭᖑᓪᓗᒋᑦ, ᐊᔾᔨᒌᒃᑐᒥᒃ ᐊᑭᓕᐅᑎᓕᒃ ᐱᙳᐊᕈᑎ ᐊᑕᐅᓯᕐᒥᒃ ᐊᑦᔨᐅᑎᒥᒃᑮᓇᐅᔭᖅᐊᑦᔨᐅᑎᐸᕐᓇᐅᑎᐅᑉ ᐅᕝᕙᓘᓐᓃᑦ ᐱᙳᐊᖅᑎᐅᑉ ᑐᙵᕕᒋᔭᖓ ᐱᙳᐊᕈᑎ ᑮᓇᐅᔭᖓ. ᐊᓯᑦᑐᖅᐸᓪᓕᐊᓂᐅᔪᑦ ᐊᑦᔨᐅᑎᓄᑦ ᓇᓗᓇᐃᖅᑕᐅᕙᒃᑐᑦ, ᑕᐃᒪ ᓇᓕᐊᓂᑐᐃᓐᓇᖅ ᐱᙳᐊᕐᕕᒻᒥ ᐊᑐᕈᓐᓇᖁᓪᓗᒋᑦ.ᐃᓘᓐᓇᖓ ᐅᖃᓕᒫᕐᓗᒍ →, ᑲᐃᕙᕐᓂᕐᒧᑦ ᐊᔾᔨᒌᒃᑎᑕᐅᔪᐊᑉ ᓂᕆᐅᒋᔭᐅᔪᖓ −1/37, ᐊᔾᔨᒌᙱᓐᓂᐅᑉ ᐊᑦᔨᐅᑎᖓᓈᓴᐃᓂᖅᐊᔾᔨᒌᙱᓐᓂᐅᑉ ᐊᑦᔨᐅᑎᖓᐊᔾᔨᒌᙱᓐᓂᐅᑉ ᓯᑭᐊᖅᑐᓂᖓ (√); ᐱᓐᓂᐅᑉ ᓂᕆᐅᒋᔭᐅᔪᒥᑦ ᐊᑐᐃᓐᓇᐅᒐᔪᒃᑐᖅ ᐅᖓᓯᑦᑎᒋᓂᖓ.ᐃᓘᓐᓇᖓ ᐅᖃᓕᒫᕐᓗᒍ → 1/√N. N = 100 ᐃᒪᐃᑦᑎᓪᓗᒍ, ᐊᕕᒃᓯᒪᓂᖓ 10% ᐱᙳᐊᕈᑎ ᑮᓇᐅᔭᖓᑕ, ᓯᑕᒪᕆᐊᖅᓗᒍ ᖃᓂᒋᔭᖓ 2.7% ᑕᑯᓐᓇᖅᑐᒥᑦ. N = 1,000 ᐃᒪᐃᑦᑎᓪᓗᒍ 3.2%, ᑕᑯᓐᓇᖅᑐᒧᑦ ᖃᓂᒋᔭᖃᖅᑐᖅ. N = 10,000 ᐃᒪᐃᑦᑎᓪᓗᒍ 1%, ᑳᓯᓅᑉ ᐃᓚᖓᓗ ᑕᑯᓐᓇᑦᑎᐊᖅᑐᖅ. ᐱᙳᐊᖅᑕᐅᓂᖓᓂ ᐊᑕᐅᓯᕐᒥ ᑳᓯᓅᑉ ᐃᓚᖓ ᑕᑯᔭᐅᙱᑦᑐᖅ, ᐊᕐᕌᒍᒥᓕ ᐊᑕᐅᓯᕐᒥ ᓇᓗᓇᙱᑦᑐᖅ.
ᓇᓪᓕᐊ ᖃᓂᓕᒋᐊᖅᐸᓪᓕᐊᕙ, ᓇᓪᓕᐊᓗ ᐃᒪᐃᙱᑦᑐᖅ
ᑲᐃᕙᕐᓂᕐᒧᑦ ᐊᔾᔨᒌᒃᑎᑕᐅᔪᖅ ᖃᓂᓕᒋᐊᖅᐸᓪᓕᐊᔪᖅ. ᑲᑎᑕᐅᔪᑦ ᐃᒪᐃᙱᑦᑐᑦ: N ᐊᖏᒡᓕᒋᐊᖅᑎᓪᓗᒍ ᓯᕉᒥᑦ ᐅᖓᓯᒋᐊᖅᐸᓪᓕᐊᔪᑦ, ᓂᕆᐅᒋᔭᐅᔪᒥᒃ N-ᑉ 2.7%-ᖓᓂᒃ, ᐊᕕᒃᓯᒪᓂᖓ √N ᐅᐊᓂ. ᐱᙳᐊᖅᑎ 10,000 ᑲᐃᕙᕐᓂᓂᒃ $10-ᒥᒃ ᐱᙳᐊᖅᓯᒪᔪᖅ $2,700-ᒥᒃ ᐊᓯᐅᔾᔨᓯᒪᓂᐊᕐᓂᖓ ᓂᕆᐅᒋᔭᐅᔪᖅ, $1,000-ᒥᒃ ᐅᖓᑖᓄᑦ ᐅᕝᕙᓘᓐᓃᑦ ᐊᑦᑎᓂᖅᓴᐅᓗᓂ. ᐊᐅᐸᓗᒃᑐᑦᐱᙳᐊᕈᑎᐊᐅᐸᓗᒃᑐᖅᐊᔾᔨᒌᒃᑐᒥᒃ ᐊᑭᓕᐅᑎᓕᒃ ᐱᙳᐊᕈᑎ 18 ᐊᐅᐸᓗᒃᑐᓄᑦ ᓈᓴᐅᑎᓄᑦ. ᕖᓇᓯᑐᑦ: ᕈᔾ (rouge).ᐃᓘᓐᓇᖓ ᐅᖃᓕᒫᕐᓗᒍ → ᐊᒥᓲᓂᖏᑦ ᐊᑯᓂ 48.65%-ᒧᑦ ᖃᓂᓕᒋᐊᖅᓯᒪᓕᖅᑐᑦ; ᐱᑕᖃᖅᑐᑦ ᑮᓇᐅᔭᑦ ᓇᒧᑐᐃᓐᓇᖅ ᖃᓂᓕᒋᐊᖅᓯᒪᙱᑦᑐᑦ.
- p10 −$440
- p25 −$280
- ᐊᑯᓐᓂᐊᓃᑦᑐᖅ −$140
- p75 +$0
- p90 +$140
ᓱᒻᒪᑦ ᐃᓱᒪᒋᐅᔾᔨᓂᖅ ᑕᒻᒪᖅᐸᒻᒪᑦ
ᐃᓄᐃᑦ ᓂᕆᐅᒃᐸᒃᑐᑦ ᑳᓯᓅᑉ ᐃᓚᖓ ᓱᒃᑲᐃᑦᑐᒥᒃ ᓴᖅᑭᓂᐊᕐᓂᖓᓂᒃ, 2.70% ᐊᖏᔪᑦᑎᐊᕙᐅᔮᕐᒪᑦ. ᐊᒻᒪᓗ ᓂᕆᐅᒃᐸᒃᑐᑦ ᐊᑯᓂᐅᔪᑦ ᐱᙳᐊᖅᑕᐅᓂᖏᑦ “ᐊᔾᔨᒌᓕᕐᓂᐊᕐᓂᖏᓐᓂᒃ”, ᐊᒥᓱᑦ ᓈᓴᐅᑏᑦ ᒪᓕᒐᖓᑕᓈᓴᐃᓂᖅᐊᒥᓱᑦ ᓈᓴᐅᑏᑦ ᒪᓕᒐᖓᐃᒻᒥᓂᖅᑐᑦ ᐱᓐᓂᐅᔪᑦ ᐊᔾᔨᒌᒃᑎᑕᐅᔪᖓ ᓂᕆᐅᒋᔭᐅᔪᖅ ᐊᑭᖓᓄᑦ ᖃᓂᒡᓕᕙᒃᑐᖅ ᐱᓇᓱᐊᕈᑏᑦ ᐊᒥᓲᓕᖅᐸᓪᓕᐊᑎᓪᓗᒋᑦ.ᐃᓘᓐᓇᖓ ᐅᖃᓕᒫᕐᓗᒍ → ᐅᖃᐅᓯᐅᒻᒪᑦ ᐊᔾᔨᒌᒃᑎᑕᐅᔪᑦ ᖃᓂᓕᒋᐊᖅᐸᓪᓕᐊᓂᖏᓐᓂᒃ. ᑕᒪᒃ ᐃᓱᒪᒋᐅᔾᔨᓃᒃ ᐊᖏᓂᖓᓂᒃ ᑕᒻᒪᖅᑐᒃ: ᑳᓯᓅᑉ ᐃᓚᖓ ᒥᑭᔪᖅ ᑲᐃᕙᕐᓂᐅᑉ ᐊᑕᐅᓯᐅᑉ ᐊᔾᔨᒌᙱᓐᓂᖓᓄᑦᓈᓴᐃᓂᖅᐊᔾᔨᒌᙱᓐᓂᖅᐱᓐᓂᐅᔪᑦ ᓂᕆᐅᒋᔭᐅᔪᖅ ᐊᑭᖓᑕ ᐊᕙᓗᐊᓂ ᖃᓄᖅ ᓯᐊᒻᒪᒃᓯᒪᓂᖏᓐᓂᒃ ᓈᓴᐅᑎ. ᐊᑕᐅᓯᕐᒧᑦ ᐱᙳᐊᕈᑎᒥ ᐊᖏᔪᖅ, ᐊᔾᔨᒌᒃᑐᒥᒃ ᐊᑭᓕᐅᑎᓕᖕᓂ ᐱᙳᐊᕈᑏᓐᓂ ᒥᑭᔪᖅ.ᐃᓘᓐᓇᖓ ᐅᖃᓕᒫᕐᓗᒍ → ᓇᓕᒧᒃᑎᓪᓗᒍ (σ = 1 ᐊᑦᔨᐅᑎ, EV = 0.027). ᑕᐃᒪ (1/0.027)² ≈ 1,400 ᑲᐃᕙᕐᓃᑦ ᐱᔭᕆᐊᖃᖅᑐᑦ ᓯᒡᒪ ᐊᑕᐅᓯᕐᒥ ᑕᑯᓐᓇᓕᕐᓂᐊᖅᑎᓪᓗᒍ. ᐊᒻᒪᓗ ᐊᔾᔨᒌᒃᑎᑕᐅᔪᐊᑉ ᖃᓂᓕᒋᐊᕐᓂᖓ ᑲᑎᑕᐅᔪᓂᒃ ᐅᑎᖅᑎᑦᓯᙱᑦᑐᖅ; ᓯᕗᓂᐊᓂ ᐊᓯᑦᑐᓐᓂᓯᒪᔪᑦ ᒥᑭᓂᖅᓴᐅᓕᖅᑎᑦᓯᔪᑦᑐᐊᖑᔪᖅ.
ᐊᓯᖏᓐᓂ ᐱᙳᐊᕈᑎᓂ ᖃᓂᓕᒋᐊᕐᓂᖅ
ᐊᑕᐅᓯᕐᒧᑦ ᐱᙳᐊᕈᑎᓂᐱᙳᐊᕈᑎᐊᑕᐅᓯᕐᒧᑦ ᐱᙳᐊᕈᑎᓈᓴᐅᑎ ᐊᑕᐅᓯᖅ, ᐊᑭᓕᐅᑎ 35:1.ᐃᓘᓐᓇᖓ ᐅᖃᓕᒫᕐᓗᒍ → σ = 5.84, ᑕᐃᒪ ᐊᔾᔨᒋᔭᖓ ᓈᓴᐃᓂᖅ (5.84/0.027)² ≈ 47,000 ᑲᐃᕙᕐᓂᓂᒃ ᑐᓂᓯᔪᖅ ᑳᓯᓅᑉ ᐃᓚᖓ ᓯᒡᒪ ᐊᑕᐅᓯᕐᒥᒃ ᑎᑭᑦᑎᓂᐊᖅᑎᓪᓗᒍ. ᐊᑕᐅᓯᕐᒧᑦ ᐱᙳᐊᖅᑎ ᐊᕐᕌᒍᓂ ᐊᒥᓱᓂ ᐱᙳᐊᖅᑐᓐᓇᖅᑐᖅ, ᑳᓯᓅᑉ ᐃᓚᖓ ᓇᒻᒥᓂᖅ ᑎᑎᕋᖅᓯᒪᔭᖏᓐᓂ ᐱᔪᓐᓇᕐᓂᒥᑦ ᐊᔾᔨᒋᙱᑦᑐᖅ ᓇᓗᓇᐃᖅᑕᐅᙱᑦᑎᓪᓗᒍ. ᑭᓯᐊᓂ ᐊᑭᓖᔪᖅ ᐊᔾᔨᒋᔭᖓᓂᒃ 2.70%-ᒥᒃ, ᐊᐅᐸᓗᒃᑐᒧᑦ ᐱᙳᐊᖅᑎᑐᑦ, ᑕᒪᓐᓇ ᐱᓇᓱᐊᕈᓰᓐᓂ ᐊᒥᓲᙱᑦᑐᓂ ᑕᑯᔪᖅ.
ᐸᕐᓇᐅᑏᑦ ᖃᐅᔨᓴᕐᓗᒋᑦ ᑐᑭᖓ
ᑭᓇᑐᐃᓐᓇᖅ ᐸᕐᓇᐅᑎ ᐊᑐᐊᒐᓚᖅᑐᖅ ᐅᖃᖅᑐᖅ 10,000-ᓂᒃ ᐅᕝᕙᓘᓐᓃᑦ ᐊᒥᓲᓂᖅᓴᓂᒃ ᑲᐃᕙᕐᓂᓂᒃ ᑕᑯᑎᑦᓯᔪᓐᓇᕆᐊᖃᖅᑐᖅ, ᑎᑎᕋᖅᓯᒪᔪᒥᒃ ᐊᔾᔨᒌᒃᑎᑕᐅᔪᒥᒃ ᓯᕉᐅᑉ ᐅᖓᑖᓃᑦᑐᒥᒃ. 1,000 ᑲᐃᕙᕐᓃᑦ, ᐊᔾᔨᒌᒃᑐᒥᒃ ᐊᑭᓕᐅᑎᓕᒃ ᐱᙳᐊᕈᑎ, ᓯᕉᐅᑉ ᐅᖓᑖᓃᑦᑐᖅ ᐊᔾᔨᒌᒃᑎᑕᐅᔪᖅ ᑕᓪᓕᒪᓂ ᐊᑕᐅᓯᐊᖑᔪᖅ ᐸᕐᓇᐅᑎ ᐊᑐᐊᒐᓚᙱᑉᐸᑦ; 100 ᑲᐃᕙᕐᓃᑦ ᒪᕐᕉᓂ ᐊᑕᐅᓯᖅ ᖃᓂᒋᔭᖓ. ᒪᑉᐱᒐᕐᓂ ᐅᕙᓂ ᐊᔾᔨᐅᖅᑕᐅᑏᑦ 2,000 ᐱᙳᐊᖅᑕᐅᓂᖏᓐᓂᒃ ᓇᓚᐅᑦᑖᖅᑕᑎᑦ ᐊᑯᓂᐅᓂᖓᓂ ᓯᑭᓐ ᐊᑕᐅᓯᕐᒥ ᐊᐅᓚᑦᑎᔪᑦ; ᑕᒪᓐᓇ ᓇᓗᓇᐃᖅᓯᐅᑎᐅᓂᖅᓴᐅᔪᖅ ᑭᓇᐅᑐᐃᓐᓇᐅᑉ ᐅᖃᐅᓯᖓᓂᑦ.
ᓈᓴᐅᑎᓕᐅᕈᑎ
ᐊᐱᖅᑯᑏᑦ
ᐱᙳᐊᖅᐸᓪᓕᐊᑎᓪᓗᑎᑦ, ᐊᔪᒐᖅᓯᒪᓕᕐᓂᐊᕐᓂᕐᒥᑦ ᐱᔪᓐᓇᕐᓂᖅᓈᓴᐃᓂᖅᐱᔪᓐᓇᕐᓂᖅᐱᓐᓂᐅᑉ ᐱᔪᓐᓇᕐᓂᖓ, 0-ᒥᑦ 1-ᒧᑦ ᐅᕝᕙᓘᓐᓃᑦ 0%-ᒥᑦ 100%-ᒧᑦ. ᓈᓴᐅᑎ ᐊᑕᐅᓯᖅ: 1/37 = 2.70%.ᐃᓘᓐᓇᖓ ᐅᖃᓕᒫᕐᓗᒍ → ᓯᕉᒧᑦ ᖃᓂᓕᒋᐊᖅᐸᓪᓕᐊᔪᖅ. ᑲᑎᑕᐅᔪᑦ ᐊᑦᑎᓕᖅᐸᓪᓕᐊᔪᑦ ᑭᒡᓕᖃᙱᑦᑐᒥᒃ.
ᐋᒃᑲ. ᑐᑭᖓ: ᓯᕗᓂᐊᓂ ᐊᓯᑦᑐᓐᓂᓯᒪᔪᑦ ᑕᑯᔭᐅᓯᒪᔪᓂ ᐊᒥᓲᓂᖅᓴᓂ ᒥᑭᓂᖅᓴᒥᒃ ᐃᓚᒋᔭᐅᓕᖅᑐᑦ.
ᐊᔾᔨᒌᒃᑐᒥᒃ ᐊᑭᓕᐅᑎᓕᓐᓂ ᐱᙳᐊᕈᑎᓂ ᖃᓂᒋᔭᖓ 10,000, ᑳᓯᓅᑉ ᐃᓚᖓ ᑕᑯᓐᓇᑦᑎᐊᓕᖅᑎᓐᓇᒍ. ᐊᑕᐅᓯᕐᒧᑦ ᐱᙳᐊᕈᑎᓂ ᖃᓂᒋᔭᖓ 50,000.
ᓈᓴᐃᓂᕐᒥᒃ ᐱᙳᐊᕐᓂᖅ
ᓯᕗᓪᓕᐅᓪᓗᓂ ᐃᓕᖕᓂᒃ ᐆᒃᑐᕐᓗᑎᑦ. ᑭᐅᔾᔪᑏᑦ ᐃᓗᓕᖏᑦ ᒪᑐᔭᐅᓯᒪᔪᑦ; ᐅᐸᒍᓐᓇᕈᕕᑦ ᒪᑐᐃᖅᓯᓗᒍ.
ᐱᓗᐊᖅᑕᐃᒃ 20 ᐱᙳᐊᕈᓯᕐᓂᒃ ᓈᒻᒪᒃᑐᒥᒃ ᐱᙳᐊᕐᓂᕐᒥᒃᓈᓴᐃᓂᖅᓈᒻᒪᒃᑐᖅ ᐱᙳᐊᕐᓂᖅᐱᙳᐊᕐᓂᖅ ᓇᓕᐊᑐᐃᓐᓇᖅ ᐱᐅᓂᖅᓴᐅᓂᖃᙱᑦᑐᖅ: ᐱᙳᐊᕈᑎ ᑕᒪᐃᓐᓂ ᓂᕆᐅᒋᔭᐅᔪᖅ ᐊᑭᖓ ᓯᕉ.ᐃᓘᓐᓇᖓ ᐅᖃᓕᒫᕐᓗᒍ → ᐱᙳᐊᖅᑐᒃ, ᑮᓇᐅᔭᓯᐊᕐᒥᒃ ᐃᒋᓪᓗᑎᒃ ᐅᕝᕙᓘᓐᓃᑦ ᐊᐅᐸᓗᒃᑐᖅᐱᙳᐊᕈᑎᐊᐅᐸᓗᒃᑐᖅᐊᔾᔨᒌᒃᑐᒥᒃ ᐊᑭᓕᐅᑎᓕᒃ ᐱᙳᐊᕈᑎ 18 ᐊᐅᐸᓗᒃᑐᓄᑦ ᓈᓴᐅᑎᓄᑦ. ᕖᓇᓯᑐᑦ: ᕈᔾ (rouge).ᐃᓘᓐᓇᖓ ᐅᖃᓕᒫᕐᓗᒍ → ᕿᕐᓂᖅᑐᖅᐱᙳᐊᕈᑎᕿᕐᓂᖅᑐᖅᐊᔾᔨᒌᒃᑐᒥᒃ ᐊᑭᓕᐅᑎᓕᒃ ᐱᙳᐊᕈᑎ 18 ᕿᕐᓂᖅᑐᓄᑦ ᓈᓴᐅᑎᓄᑦ. ᕖᓇᓯᑐᑦ: ᓄᐊᕐ (noir).ᐃᓘᓐᓇᖓ ᐅᖃᓕᒫᕐᓗᒍ → ᐊᑦᑕᓇᖓᓂ ᓯᕉᑦᐊᒃᓴᓗᐊᖅᓯᕉᐊᑕᐅᓯᖅ ᐅᔾᔪᐊᕌᔭᒃ ᐃᓂ ᐊᔾᔨᒌᒃᑐᒥᒃ ᐊᑭᓕᐅᑎᓕᖕᓄᑦ, ᑕᓴᓐᓄᑦ ᓇᑉᐸᖅᑐᓄᓪᓘᓐᓃᑦ ᐱᙳᐊᕈᑏᑦ ᐃᓚᐅᑎᙱᑕᖓ; ᑳᓯᓅᑉ ᐃᓚᖓᑕ ᐱᓇᓪᓗᑎᖓ. ᐊᓯᐊᓂ ᐊᑎᖏᑦ: ᐊᑕᐅᓯᖅ ᓯᕉ, 0.ᐃᓘᓐᓇᖓ ᐅᖃᓕᒫᕐᓗᒍ → ᐅᑎᖅᑎᑕᐅᓪᓗᑎᒃ, ᓈᓴᐅᑎᒥᓪᓗ ᑎᑎᕋᖅᐸᒃᑐᒃ. ᐱᙳᐊᕈᓯᐅᔪᑦ ᑕᒪᒃᑭᓄᑦ ᓯᕗᓪᓕᐅᕕᖏᑦ ᓈᓴᕐᓗᒋᑦ (ᐊᔾᔨᒌᒃᐸᑕ ᓯᕗᓪᓕᐅᓚᐅᖅᓯᒪᔪᒧᑦ ᓈᓴᐅᑎᐅᔪᖅ). ᓇᓕᐊ ᐱᔪᓐᓇᕐᓂᖅᓴᐅᕙ: ᓯᕗᓪᓕᐅᓂᖅ 10 10-ᒧᑦ ᐊᕕᒃᑕᐅᔪᖅ, ᐅᕝᕙᓘᓐᓃᑦ ᐱᓗᐊᖅᑕᐃᒃ ᐊᑕᐅᓯᖅ 20 ᑕᒪᕐᒥᒃ ᓯᕗᓪᓕᐅᔪᖅ?
ᑭᐅᔾᔪᑎ ᑕᑯᓗᒍ
ᑭᐅᔾᔪᑎ ᐱᓗᐊᖅᑕᐃᒃ ᐊᑕᐅᓯᖅ 20 ᐱᙳᐊᕈᓯᕐᓂ ᑕᒪᕐᒥᒃ ᓯᕗᓪᓕᐅᔪᖅ ᐱᔪᓐᓇᕐᓂᖅᓴᐅᓗᐊᖅᑐᖅ: 35.2%, ᓇᓕᐊᑐᐃᓐᓇᖅ, 10 10-ᒧᑦ ᐊᔾᔨᒌᒃᑐᒧᑦ 6.1% ᐊᑐᓂ.
ᓈᒻᒪᒃᑐᖅ ᓈᓴᐅᑎ ᐊᔾᔨᒌᒃᑐᖅ 2k ᐱᙳᐊᕈᓯᐅᔪᑦ ᐊᓂᒍᖅᑎᓪᓗᒋᑦ ᐱᔪᓐᓇᕐᓂᖓ u = C(2k, k)/2²ᵏ: 0.246 10 ᐱᙳᐊᕈᓯᐅᔪᑦ ᐊᓂᒍᖅᑎᓪᓗᒋᑦ 0.176-ᓗ 20 ᐊᓂᒍᖅᑎᓪᓗᒋᑦ. ᐃᓕᓴᕆᔭᐅᔪᖅ ᓇᓂᓯᓯᒪᔭᐅᔪᖅ, ᐋᒃ-ᓴᐃᓐ ᒪᓕᒐᖅ (arc-sine law), ᐅᖃᖅᑐᖅ ᐱᓗᐊᖅᑕᐃᑦ ᐊᑎᓕᐅᖅᑕᐅᓯᒪᔪᖅ 2n ᐃᓚᖏᓐᓂ 2k ᐱᙳᐊᕈᓯᐅᔪᓂ ᓱᓕᓪᓚᕆᒃ ᓯᕗᓪᓕᐅᓂᖓᓄᑦ ᐱᔪᓐᓇᕐᓂᖅ u(2k) × u(2n − 2k).
20 ᑕᒪᕐᒥᒃ ᓯᕗᓪᓕᐅᓂᖅ: u(20) × u(0) = 0.176 ᐱᓗᐊᖅᑕᐃᓐᓄᑦ ᑕᒪᒃᑭᓄᑦ, 35.2% ᓇᓕᐊᑐᐃᓐᓇᕐᒧᑦ. ᐊᔾᔨᒌᒃᑐᒥᒃ ᐊᕕᒃᓯᓂᖅ: u(10) × u(10) = 0.246² = 6.1%, ᐊᕕᒃᓯᓂᕐᓂ ᑕᒪᐃᓐᓂ ᐱᔪᓐᓇᕐᓂᖃᓐᖏᓐᓂᖅᐹᖅ.
ᑕᐃᒪᐃᒻᒪᑦ ᓈᒻᒪᒃᑐᒥ ᐱᙳᐊᕐᓂᕐᒥ ᓯᕗᓪᓕᐅᓂᖅ ᐊᓯᑦᑐᐃᕙᙱᑦᑐᖅ. ᐱᙳᐊᖅᑎ ᐅᓐᓄᒃᑯᑦ ᑕᒪᐃᓐᓂ ᓯᕗᓪᓕᐅᓯᒪᔪᖅ, ᐅᕝᕙᓘᓐᓃᑦ ᑭᖑᓪᓕᐅᓯᒪᔪᖅ, ᐊᔾᔨᒋᙱᑦᑐᒥᒃ ᑕᑯᓯᒪᙱᑦᑐᖅ, ᑕᒪᓐᓇᓗ ᐊᒃᓴᓗᐊᕐᒥᒃ ᐱᔪᓐᓇᕐᓂᕐᒥᓪᓘᓐᓃᑦ ᐅᖃᐅᓯᖃᙱᑦᑐᖅ. ᐃᑉᔅᑕᐃᓐ (Epstein, 2013) ᐊᔾᔨᒋᔭᐅᔪᒥᒃ ᒪᓕᒐᕐᒥᒃ ᐱᙳᐊᕐᓂᕐᓄᑦ ᐊᑯᓂᐅᓂᖅᓴᓄᑦ ᑐᓂᓯᔪᖅ: ᖃᑉᐱᐊᓐᓂᖏᓐᓂ ᐱᕕᖏᓐᓂ ᐊᔪᒐᖅᑕᐅᓂᖅᓴᖅ ᓯᕗᓪᓕᐅᔪᖅ ᐱᙳᐊᕐᓂᐅᑉ 85%-ᖓᓂᒃ ᐅᖓᑖᓄᑦ.
ᐃᓪᓗᕐᓇᖅᑐᖅ ᐊᔾᔨᓕᐊᖅ
ᐊᔾᔨᒌᒃᑎᑕᐅᔪᖅ ᖃᓂᓕᒋᐊᖅᑐᖅ. ᑲᑎᑕᐅᔪᑦ ᐊᐅᓪᓚᖅᑐᑐᐃᓐᓇᐅᔪᑦ.
ᐱᕝᕕᒋᔭᐅᔪᑦ
- Bernoulli, J. Ars Conjectandi.
- Feller, W. An Introduction to Probability Theory and Its Applications, Vol. 1.