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.
(18481923) XIX .
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"80/20" "N / n" (n<50<N, n+N =100 %)
:
n % N % ;
N % n % ;
n % N % , ;
20 % 80 % ;
80 % 20 % ..
, ,
20 % 80 % .
.
(, xo )
F ( x) = p{x < x} ( , X x ,
x) (x) F (x ) , [1, . 615]:

x
F ( x) = 1 o ,
x

d
xo
( x) =
F (x ) =

dx
xo x

+1

> 0,

x xo > 0 ,

x xo x x

F ( x) = 1 x ,

( x) = x 1 ,

> 0,

x 1,

(1)

; xo x.
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tails, fat tails/, "", , . - " " ( ), , .

 .
80/20 :
1 = ln(0,8) / ln(0,2) 0,14 c
F (5 xo ) = 5 1 = 0,2 ;

2 = ln(0,2) / ln(0,8) 7,21

5
5 1
F xo = = 0,8 .
4 4
> 0 80/20
1

xo 1, 25

(x ) dx = 0,2 ,

( x ) dx = 0,8 .

xo 5

""

M q = x q dF (x) [2, . 5, 1]: M q

q .

, .

1
M 1 , 2 X . 1. , M 2 , .. (. 1, . 1).


, "" ,
.
1

( xo = 1, = 5 )

xo

xo 2

xo
1

>0
1

>0
1,15

>1
1,25

2
3
2
xo 2( + 1) 2 6 + 6 2

( 3)( 4 )
1 2 3

>2
0,10

>3
4,65

log

1
+ 1 log e
xo

>4
70,8

, ""
xo . :
, z o xo , :
( z , , x o )
zo
( z , , z o ) =
=

1 F ( z o , , x o ) z o z

1+

. , 2

H = ( x ) log c ( x )dx

H N ( m,) = log c ( 2e ) .
, 2 = 1 ( = 10) H 0,616
"" , - [3].
,
2
, H (. 2) xo = ( 1)

log e 0,434 .
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. (1),
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c=2

, e
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.

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[4].
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.

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1.
"" () = 1 + 5 2 ,
-
:
n = n1+ n2 ,

n = ,

n =0

n2 =

n =0

2 n +1 =

n =1

n = 1.
n=2

, ""
2
1 1 0,214
0,191, [7, . 126129]
2
: 21 / 79 19 / 81.
"" "", ,
.
, ,
80/ 20,
.
, 5 = 100/20 ""

(+ 1 )2 = 5.
, 80/ 20 .
20 2 = 80 2.
4 = 2 2 :
2

( + 1 )
k =1

2k

= 1.

 , , , - .
2. xi = xo d i , i = 0, 1, 2, ... ,
d > 1 .
F ( x ) n = 1,
S n = p{x n1 < x < x n } , X
x , x n , x n1 ,
Sn =

(x ) dx ,

n1

S n = 1,

F ( xn ) =

S j = F ( xn1 ) + S n .
j=1

S n S n = (d 1)d n
d 1 , 1 d m m
S n + S n +1 = d 1n d 1n .
d = xi = xo i , "" , S n ,
(. 3):
S n + F ( x n+1 ) = 1 ,
S n = n 1 ,
1 F ( xn )
=,
Sn

S n + S n+1 = n ,
S n 1 + 2 S n + S n +1 = n + 2 .

S n = n1 , n = 1,

xo = 1
=4

= 1 n ,

i =1

S n S n+1 = ,
S n + S n+ 1 = n ,

S1

S2

Si =
S n i = n+ 1

S3

S4

S5

. 3. ""

 (. 4):
1

xo

xo

( x ) dx = 2 ,

= xo = 1

= xo = 1

x 2
a

b
x

2 2 x 3

2 x 3

b a

a
2

=1
xo =

= xo = 1

x 2

( x ) dx = 1 .

b
x

. 4. "" :

a = 2 0,382;

b = 1 0,618

.
- -,
.
, , ,
, . 1950-
.


.
xn (, xo )

x
x n = arg F ( x n ) = 1 o = n ,

xn
n ,
(0, 1).
, n 1 n ,
x n = xo n1 = xo (rnd 1) 1 ,
rnd 1
(0, 1).

.
[2, . 5, 2]:
N
x
ln n
= N

x0
n=1

 x0 ,
xo , ,
N = 2530 , x0 . , x0 = min{x n } .
xn , , y n = lg x n , . S n , , S n
y1 + y 2 + ... + y n .
- .

,
,
.
.
[8] ,
"" . ,
e , e, , .
xo = 1 = 1 ,
(n) (p)
2

1 x 1

e 2 ,

1
p ( x) = x 1 ,
2
+1
x 1
p ( x) =
p ( x) .
n ( x, ) = 2 n ( x, ) ,
x

, n ( x, ) p (x) , ,
n ( x, ) =

x, n (x, ) = p ( x ) n (x, ) = p ( x ) .
:
p (x )
x 2 x 2 ( + 1)
= 0.
n ( x, )
[8] p ( x ) = n ( x, ) ( ! .. ), 2 ( + 1) = 1 , = 1

2 0,707 ,

1+ 5
.
2
, , (. 5, ).
, x = n , 2 2 = p ( ) ,

, x = =

: n , 2 2 p ( ) .

n (, ) = p ( ) ,

0,730 2 2 ,
x = , (. 5, ).

, ,
n ( x, ) p ( x ) 2 + n ( x, ) p ( x )

] [

]2 0
x,

: x 1,651 0,733 2 2 p ( x) = x 2 .
=1

2 0,707

{n (x, ) p (x)}100

n (x, ) p (x)

0,730

0,733

0,367

x 1,651

. 5. ( ): xo = 1, = 1

,
, "" . . n (, ) = p ( ) 1 = 1
, e ,

2
1
e 2( ) 2 = 0 ,
2

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:
1. ., . ( ).
6- . . .: , 2003. 832 .
2. . , , / .. ,
.. , .. . .: , 2000. 432 . http://www.keldysh.ru.
3. .. "" //
. .: . 77-6567, . 15220 09.04.2009.
http://www.trinitas.ru/rus/doc/0232/012a/02322034.htm.
4. ..
// . .-. . , ,
IV 2006. .: .
, 2006. . 165167.
5. . 20/80: . .: , 2002. 352 .
6. .. 80/20. 2004. http://improvement.ru/zametki/pareto.
7. .. "" - . .: , 2005. 176 .
8. .. ( 2) // .

.:

77-6567,
.13953

30.10.2006.

http://www.trinitas.ru/rus/doc/0232/009a/02321038.htm.